15th February 2011

List of the financial securities that could be settled on the Express II settlement systems.

Security Description Payment Date FungibleARARGE03E105 ARG.03/38 0,63% PAR 3/31/2011 ARARGE03E170 ARG REP 05/38 0,63% 3/30/2011 ARARGE03E196 ARG REP 03/33 2,79% 6/30/2011 AT0000383864 BUND.ANL.6,25% 97/27 7/15/2011 AT0000384748 AUSTRIA 99/14 4,125 1/15/2012 AT0000385356 AUSTRIA 02/12 5% 7/15/2011 AT0000385745 AUSTRIA 03/18 4.65% 1/15/2012 AT0000385992 OSTERREICH 03/13 3,8 10/20/2011 AT0000386073 AUTRIA 04/14 4,30% 7/15/2011 AT0000386115 AUSTRIA 05/20 3,90% 7/15/2011 AT0000386198 AUSTRIA 05/15 3,50 7/15/2011 AT0000652011 ERSTE BK SHS AT0000660659 MEINL EURO LAND LTD AT0000720008 TELEKOM AUSTRIA AG A AT0000743059 OMV A.G. SHS AT0000767553 BWIN INTERACTIVE AG AT0000779301 YLINE INTERNET B.S. AT0000800800 PANKL RACING SY ORD. AT0000809058 IMMOFINANZ IMMOB. AT0000831706 WIENERBERGER AG SHS AT0000837307 ZUMTOBEL AG SHS AT0000905351 S & T SYSTEM INTEGRA AT0000908157 EYBL INTERNATIONAL - AT0000937503 VOEST ALPINE ORD AT0000946652 SCHOELLER - BLECKMAN AT0000A001X2 AUSTRIA 06/21 3,50% 9/15/2011 AT0000A011T9 AUSTRIA 06/16 4% 9/15/2011 AT0000A04967 OSSTERREICH 07/37 3/15/2011 AT0000A08968 OSTERREICH 08/19 3/15/2011 AT0000A0CL73 REPUBLIK OSTERREICH 10/20/2011 AT0000A0DXC2 AUSTRIA REP TF 09/26 3/15/2011 AT000B048285 BK OF AUT. 08/11 FLR 5/5/2011 AT000B048459 UNICREDIT AUSTRIA 4/28/2011 AT000B053129 OEST 06/14 FLR 12/11/2011 AU3CB0126852 CEB5.75%ST14 3/16/2011 BE0000262684 BELGIUM KINGDOM TF 12/24/2011 BE0000282880 BELGIUM KINGDOM TF 3/28/2011 BE0000291972 BELGIUM KINGDOM TF 3/28/2011 BE0000296054 BELGIUM 5% 2011 9/28/2011 BE0000298076 BELGIUM 5% 2012 9/28/2011 BE0000300096 BELGIUM 5,5% 2017 9/28/2011 BE0000301102 BELGIUM 4,25% 2013 9/28/2011 BE0000303124 BELGIUM 04/14 4,25% 9/28/2011 BE0000304130 BELGIUM KINGDOM TF 3/28/2011

Security Description Payment Date FungibleBE0000306150 BELGIUM 3,75% 2015 9/28/2011 BE0000307166 BELGIUM K-16 3,25% 9/28/2011 BE0000308172 KINGDOM OF BELGIUM T 3/28/2011 BE0000309188 BELGIAN K 07/17 4% 3/28/2011 BE0000310194 KINGDOM OF BELGIUM 3/28/2011 BE0000311200 BELGIUM K. 07/11 FLR 3/22/2011 BE0000312216 KINGDOM OF BELGIUM 3/28/2011 BE0000313222 BELG KING 08/11 BELG 3/28/2011 BE0000314238 KINGDOM OF BELGIUM 3/28/2011 BE0000315243 BELGIUM 09/19 4% 3/28/2011 BE0000316258 KINGDOM OF BELGIUM 3/28/2011 BE0000317264 KINGDOM BELGIUM TF 3/28/2011 BE0000318270 BELG KINGD 10/20 9/28/2011 BE0000320292 BELG KINGD 10/41 3/28/2011 BE0003470755 SOLVAY SHS BE0003565737 KBC GROEP - BEL 20 BE0003593044 COFINIMMO SHS BE0003775898 ETABLISSEMENTS SHS BE0003793107 INBEV SHARES ORD BE0003796134 DEXIA ORD. BE0003801181 AGEAS BE0003810273 BELGACOM SHS BE0003836534 OPTION NV SHS BE0003884047 UNICORE SA ORD BR BE0132053365 ICOS VISION SY. NV BE0160220738 INNOGENETICS ORD. BE0161426185 ARTWORK SYSTEMS ORD. BE0162277934 FLANDERS ORD BE0164029028 UBIZEN ORD. BE0164937378 OPTION INTL SA ORD. BE0165385973 MELEXIS N.V. ORD. BE0170059183 KEYWARE TECHNOLOGIES BE0917378490 FORTIS RIGHT BE0917385560 DEXIA RIGHT BE0932180103 BELGACOM 06/16 4,375 11/23/2011 BE0933025794 DELHAIZE GROUP 5,625 6/27/2011 BE0934984015 ANHEUSER BUSCH 09/13 1/30/2012 BE0934985020 ANHEUSER BUSCH 09/17 1/30/2012 BMG200452024 CENTRAL EUROP SHS BMG3921A1009 GLOBAL CROSSING ORD BMG493981036 IRIDIUM WORLD COMMUN BMG934471035 VIATEL INC. ORD. CA6565685089 NORTEL NET. NEW SHS CH0003504856 KUONI REISEN HOL.SHS CH0008038223 GEBERIT AG AZ. ORD. CH0008310515 FANTASTIC CORP. ORD. CH0008742519 SWISSCOM ORD CH0008803519 INTERNATIONAL BANK 10/21/2015 CH0008815067 SAIRGROUP CH0008984384 GRETAG IMA H. - REG. CH0010751920 SERONO SA CH0011037469 SYNGENTA AG CH0011075394 ZURICH FIN.

Security Description Payment Date FungibleCH0012005267 NOVARTIS AG CH0012032048 ROCHE HOLDING CH0012138530 CREDIT SUISSE GROUP CH0012221716 ABB LTD - REG. CH0012255144 SWATCH ORD. CH0012280076 STRAUMANN HOLDING AG CH0012332372 SCHWEIZERISCHE CH0018759909 ITALY 04/11 2,75% 7/1/2011 CH0024899483 UBS S.A. CH0038389992 BB BIOTECH REG. CH0038578941 D.TTO UBS S.A. CH0038863350 NESTLE SA ORD DE0001030500 BRD 06/16 1,5 4/15/2011 DE0001030518 BUND 08/13 FLR 4/15/2011 DE0001030526 BUND 09/20 4/15/2011 DE0001040616 LANDESBANK TF 1/22/2012 DE0001115624 BUND 10/11 ZC 5/18/2011 DE0001115640 BUND 10/11 ZCP 6/29/2011 DE0001115681 BUND 10/11 ZC 8/24/2011 DE0001115749 BUND 10/11 ZC 11/23/2011 DE0001134468 BRD 86/16 6% 6/20/2011 DE0001134922 BUNDESREP.94/24 6,25 1/4/2012 DE0001135044 BRD 97/27 6,5% 7/4/2011 DE0001135069 BUND DEU 5,625 98/28 1/4/2012 DE0001135085 BUND DEU 4,75% 98/28 7/4/2011 DE0001135143 BUND DEU 6,25% 00/30 1/4/2012 DE0001135176 BUNDESREP 00/31 5,5 1/4/2012 DE0001135184 DEUTSCHLAND 11 5% 7/4/2011 DE0001135192 BUND.REP DE.02-12 5% 1/4/2012 DE0001135200 BRD 02/12 5% 7/4/2011 DE0001135218 BRD 03/13 4,50% 1/4/2012 DE0001135226 BRD 03/34 4,75% 7/4/2011 DE0001135234 BRD 03/13 3,75% 7/4/2011 DE0001135242 BRD 03/14 4,25% 1/4/2012 DE0001135259 BUND.REP.04-14 4,25% 7/4/2011 DE0001135267 BRD 04/15 3,75% 1/4/2012 DE0001135275 BRD 05/37 4% 1/4/2012 DE0001135283 BRD 05/15 FLR 7/4/2011 DE0001135291 BRD 05/16 FLR 1/4/2012 DE0001135309 BUND DEUTSCHELAND 4% 7/4/2011 DE0001135317 BRD 06/17 3,75 1/4/2012 DE0001135325 DEUT 07/39 FLR 7/4/2011 DE0001135333 BUNDESREPUBLIK 4,25% 7/4/2011 DE0001135341 DEUT 07/18 FLR 1/4/2012 DE0001135358 BRD 08/18 FLR 7/4/2011 DE0001135366 BUND LG40 EUR 4,75 7/4/2011 DE0001135374 DEUT 08/19 3,75% 1/4/2012 DE0001135382 BUND 09/19 FLR 7/4/2011 DE0001135390 BUNDESREPUBLIK TF 1/4/2012 DE0001135408 BUNDESREPUBLIC TF 7/4/2011 DE0001135424 BUND2.5%GE21 1/4/2012 DE0001137255 BUNDESREPUBLIK DEUTS 3/11/2011 DE0001137263 BUNDESSHATZ TF 1,50% 6/10/2011

Security Description Payment Date FungibleDE0001137271 BUNDESREPUBBLIC TF 9/16/2011 DE0001137289 BUNDESSCHATZANWEIS 12/16/2011 DE0001137297 BUNDESLAENDER 10/13 3/16/2011 DE0001137313 SCHATZ0.75%ST12 9/14/2011 DE0001137321 BUNDESLAENDER TF 12/14/2011 DE0001141489 BUND. 06/11 FLR 4/8/2011 DE0001141497 DEUT 06/11 3,50 10/14/2011 DE0001141505 DEUT. 07/12 4% 4/13/2011 DE0001141513 DEUT 07/12 FLR 10/12/2011 DE0001141521 BUNDES 08/13 3,5% 4/12/2011 DE0001141539 DEUT. 08/13 FLR 10/11/2011 DE0001141547 BUNDESREPUBLICK TF 4/11/2011 DE0001141554 BUNDESREPUBLIK TF 10/10/2011 DE0001141562 DEUT 10/15 2/27/2011 DE0001141588 BUNDESLAENDER TF 10/9/2011 DE0001141596 BOBL2%FB16 2/26/2012 DE0001163889 DB 90/20 ZC 3/31/2020 DE0001342244 DB 96/26 ZC 10/15/2026 DE0001343101 DEUT FIN-96/21ITL ZC 10/15/2021 DE0001345759 DEUTSCHE F. 96/26 ZC 10/28/2026 DE0001345908 EUROP.INES. 96-26 ZC 11/5/2026 DE0001590883 LAND NIEDER 06/11 FL 4/10/2011 DE0001892057 DEUTSCHE 97/32 ZCP 1/20/2032 DE0001894756 B.E.I. 97/17 ZC 2/17/2017 DE0001971554 HELABA INTL FINANCE 2/4/2012 DE0001990208 DG BANK 01/11 4,75 8/31/2011 DE0002027976 COREAL CREDIT 99/14 1/20/2012 DE0002131067 BAYERISCHE 02/13 4.5 1/4/2012 DE0002131075 BAYERISCHE LANDESBAN 5/23/2011 DE0002158607 MUENCHENER HYPO TF 4/19/2011 DE0002158789 MUENCHENER HYPO TF 1/16/2012 DE0002294675 DEUT PFAND 99/19 13% 2/22/2011 DE0002294691 DEUTSCHE 99/11 4,75% 3/3/2011 DE0002511243 ISHARES PLC-IBOXX EU DE0002515806 BAYERISCHE 01-11 5% 9/12/2011 DE0002516473 BAYERISCHE HYPO AND 3/21/2011 DE0002539863 DEUTSCHE HYPO TF 2/11/2012 DE0002635265 ISHARES EB REXX JUMB DE0002635273 ISHARES DIV DAX (DE) DE0002635299 ISHARES DJ STOXX SEL DE0002635307 ISHARES DJ STOXX 600 DE0002643889 I SHARES PLC-S AND P DE0002760873 KFW 02/12 5,25% 7/4/2011 DE0002760915 KREDITANSTALT FUR TF 7/4/2011 DE0002760931 KFW 04/14 4,25% 7/4/2011 DE0002760956 KFW 05-15 3,50% 7/4/2011 DE0002760980 KREDIT 06/21 3,5% 7/4/2011 DE0002764198 KREDIT 98/04 5,50% 1/22/2012 DE0003045357 ARGENTINA 99/09 9% DE0003083358 DEUTSCHE F. 99/19 TV 6/4/2011 DE0003088704 DEUTSCHE F. 99/29 TV 7/2/2011 DE0003089850 ARGENTINA 99/04 8,5% DE0003159554 COREAL CR 98/12 5% 8/24/2011

Security Description Payment Date FungibleDE0003290367 LAND BERLIN 3,75% 6/11/2011 DE0003510541 DEPFA D.P 01-11 5,25 7/15/2011 DE0003527966 ARGENTINA 99/02 9,25 10/21/2020 DE0003538914 ARGENTINA 99/03 9,75 DE0003611885 EUROHYPO 03/13 4.5 1/21/2012 DE0003678421 DEUTSCHE KREDIT TF 11/29/2011 DE0003678793 DEUTSCHE KREDITBANK 7/15/2011 DE0003933263 DEUTSC. 03-13 5,125% 1/31/2012 DE0003933511 DEUT BK 04/14 3,875% 4/18/2011 DE0003933685 DEUTSCHE BK 04/16 3/20/2011 DE0003933941 DEUT BK 05/17 3,625% 3/9/2011 DE0004072855 LKB BADEN 07/12 7/16/2012 DE0004500558 ARGENTINA 99/04 10% DE0004771662 BIRS 85/15 ZC 12/20/2015 DE0005003404 ADIDAS AG DE0005122501 ABIT ORD SHS DE0005128003 EPCOS AG REG. DE0005140008 DEUTSCHE BANK ORD DE0005161004 BINTEC COMMUNICA.SHS DE0005190003 BMW DE0005190037 B.M.W. PREF. DE0005335483 MUENCHENER HYPO TF 4/8/2011 DE0005421903 DEGUSSA AG ORD. DE0005428007 COMDIRECT BANK DE0005439004 CONTINENTAL SHS DE0005470405 LANXESS AG. DE0005552004 DEUTSCHE POST DE0005557508 DEUTSCHE TEL. ORD. DE0005677108 ELMOS SEMICON SHS DE0005684807 EM TV UND MERCH. SHS DE0005785802 FRESENIUS M.C. ORD. DE0005785836 FRESENIUS M.C. PRIV. DE0005792006 FREENET.DE ORD SHS DE0005810055 DEUTSCHE BOERSE SHS DE0005933923 ISHARES M DAX (DE) DE0005933931 SHS DAX DE0005933949 D.J. STOXX 50 DE0005933956 D.J.EURO STOXX 50 DE0005933972 ISHARES TECDAX (DE) DE0005933980 ISHARES DJ STOXX LAR DE0005933998 ISHARES DJ SROXX MID DE0005937007 MAN S.E. DE0005937031 MAN PRIV. DE0006048432 HENKEL PRIV. DE0006228109 POPNET INTERNET SHS DE0006229107 JENOPTIK AG SHS DE0006231004 INFINEON ORD DE0006251705 GIGABELL AG ORD SHS DE0006275001 KARSTADT QUELLE AG DE0006280605 KAMPS ORD. SHS DE0006288921 COMMERZBK 01/11 5/2/2011 DE0006289382 D.J.GLOBAL TITANS 50 DE0006344781 DJ FOOD STOXX

Security Description Payment Date FungibleDE0006483001 LINDE A.G. DE0006495807 DEUTSCHE BK 5,5% 11 5/18/2011 DE0006569908 MARSCHOLLEK LAUT. DE0006599905 MERCK KGAA ORD DE0006622400 MOBILCOM AG AZ. ORD DE0006632003 MORPHOSYS AG DE0006641962 HENKEL 03/13 4,25% 6/10/2011 DE0007026882 COMMERZBK 01/11 5,50 10/25/2011 DE0007037129 RWE AG BEARER DE0007037145 RWE A.G. AZ PRIVIL DE0007100000 DAIMLER AG DE0007164600 SAP BEARER SHS DE0007172009 BAYER SCHERING PHARM DE0007236101 SIEMENS A.G. DE0007243495 DEUTSCHE GENOSSENCHA 4/28/2011 DE0007251803 STADA ARZNEIMITTEL DE0007257503 METRO AG DE0007455107 TELDAFAX SHS DE0007483141 DEUTSCHE GENOSS TF 1/17/2012 DE0007500001 THYSSEN KRUPP AG DE0007600801 ALTANA SHS DE0007664005 VOLKSWAGEN ORD DE0007664039 VOLKSWAGEN A.G. DE0007809097 DEKABANK DEUTSCHE TF 1/23/2012 DE0008022005 BAYERISCHE ORD DE0008032004 COMMERZBANK MT DE0008232125 LUFTHANSA DE0008335175 LANDESBANK BADEN W 1/4/2012 DE0008404005 ALLIANZ DE0008430026 MUNICH RE GROUP DE0008628678 DEUTSCHE BAHN FIN 7/31/2011 DE0009279042 DEU POST 02/12 5,125 10/4/2011 DE000A0AU933 TURCHIA 04-14 6,50% 2/10/2012 DE000A0B1F76 EUROHYPO TF 3,5% 9/30/2011 DE000A0BLCV5 IMPREGLON SHS DE000A0BVAK1 ALLGEM 05/13 3,50% 2/4/2012 DE000A0C43T6 HYPO R.ES 05-12 3,25 3/16/2011 DE000A0D8Q07 ISHARES DJ EURO DE000A0D8Q15 ISHAERS DJ STOXX EU DE000A0D8Q23 ISHARES ATX EX DE000A0D8Q49 ISHARES DJ US SELECT DE000A0D8Q56 ISHSRES DJ STOXX 600 DE000A0D8Q64 ISHARES DJ STOXX 600 DE000A0D8Q72 ISHARES DJ STOXX 600 DE000A0D8Q80 ISHARES DJ STOXX 600 DE000A0D8QZ7 ISHARES STOXX SMALL DE000A0DALH4 DEPFA BK 04/15 4,375 1/15/2012 DE000A0DCXA0 DZ BK 04/XX FLR 2/22/2011 DE000A0DEN75 DEUT POST 04/XX FLR 6/2/2011 DE000A0DLU51 EWE 04/14 4,375% 10/14/2011 DE000A0DLVQ1 DEUT.G.HYPOT 05/12 1/19/2012 DE000A0DXH13 DEPFA ACS BANK TF 2/15/2012 DE000A0E82Y0 KFW 05/30 8% 8/10/2011

Security Description Payment Date FungibleDE000A0E82Z7 KREDIT 05/17 5/8/2011 DE000A0E9DM0 KFW 08/13 4,425% 10/11/2011 DE000A0E9LU6 DEPFA DEUTSCHE TV 16 2/16/2011 DE000A0EUB86 BASF 05/12 5/30/2011 DE000A0EUMQ9 DEUTSCHE GENOSSEN TF 6/15/2011 DE000A0EUP98 DT GENOSS 4% 06/16 10/31/2011 DE000A0F5T02 ISHARES DJ STOXX 600 DE000A0F5T10 1SHARES DJ STOXX 600 DE000A0F5T28 ISHARES DJ STOXX 600 DE000A0F5T36 ISHARES DJ STOXX 600 DE000A0F5T44 ISHARES DJ STOXX 600 DE000A0F5T51 ISHARES DJ STOXX 600 DE000A0F5T69 ISHARES DJ STOXX 600 DE000A0F5T77 DJ STOXX 600 OIL & DE000A0F5T85 ISHARES DJ STOXX 600 DE000A0F5T93 ISHARES DJ STOXX 600 DE000A0F5UA6 ISHARES DJ STOXX 600 DE000A0F5UB4 ISHARES DJ STOXX 600 DE000A0F5UC2 ISHARES DJ STOXX 600 DE000A0F5UD0 ISHARES DJ STOXX 600 DE000A0F5UE8 ISHARES DJ CHINA (DE DE000A0F5UF5 ISHARES NASDAQ 100 DE000A0F5UG3 SHS ISHARES DJ DE000A0G04F8 CITIBANK DOUBLE BARR DE000A0G1RB8 DEPFA 06/16 3,875 11/14/2011 DE000A0G4LK6 CITIBANK EUROPE OUTP 2/23/2011 DE000A0GTCB9 DEUTSCHE TEL 4,750% 5/31/2011 DE000A0GXPH0 CITIBANK INTL 4% 12 10/16/2012 DE000A0GYRP7 CITIBANK INTL 2012 11/21/2012 DE000A0H0728 ISHARES DJ AIG COMM DE000A0H0744 ISHARES DJ ASIA (DE) DE000A0H0769 ISHARES DJ STOXX (DE DE000A0H0777 ISHARES DJ STOXX DE DE000A0H0785 ISHARES IBOXX EURO DE000A0H0793 ISHARES IBOXXR EURO DE000A0H08A8 ISHARES IBOXX EURO I DE000A0H08B6 ISHARES IBOXX EURO DE000A0H08D2 ISHARES NIKKEI 225 DE000A0J2086 I SHS DJ ASIA DE000A0JFHL0 HYPO REAL EST.3,75% 5/31/2011 DE000A0JRAR7 DEUTSCHE GENOSS TV 2/28/2011 DE000A0KPWU7 KFW 06/11 3,75% 10/14/2011 DE000A0KQQ79 CITIBANK INTL NIKKEI DE000A0LJ552 CITIBANK INT 6-YEAR DE000A0LJL72 CITIBANK INTL NIKKEI DE000A0LRX78 WL BANK AG TV 4% 3/14/2011 DE000A0MFBA0 BERLIN HANNOVERSCHE 1/24/2012 DE000A0MG8R0 CITIBANK 6YEAR SPRIN DE000A0N3YJ4 BERLIN HANNOVERSCHE 5/3/2011 DE000A0NKTQ6 BER-HAN-HYPOBK TF 3/28/2011 DE000A0Q4RZ9 ISHARES EB REXX MONE DE000A0SLD89 KFW 08/18 4,375 7/4/2011 DE000A0SMN60 IKB DT BK-12 2,125% 9/10/2011

Security Description Payment Date FungibleDE000A0SP5Z2 CITIBANK CERT SD3P DE000A0SQ8C4 CITIBANK INTL SD3P DE000A0SW7R6 CITIBANK CERT DE000A0T1GC4 DEUT 08/14 5,875% 9/10/2011 DE000A0T33X3 METRO FINANCE TF 11/28/2011 DE000A0T4DU7 BASF FIN 08/13 FLR 12/4/2011 DE000A0T5SE6 DAIMLER 09/14 7,875 1/16/2012 DE000A0T5X07 DEUT TKOM 09/17 6% 1/20/2012 DE000A0T61K1 THYSSEN 09/13 2/25/2011 DE000A0T61L9 THYSSEN 09/16 2/25/2011 DE000A0T74C1 DAIMLER 09/12 3/26/2011 DE000A0T7J45 DEIMLER 09/11 6/10/2011 DE000A0TKUU3 HEID 07/18 5,625% 1/1/2012 DE000A0TR7K7 ALLIANZ 08/13 5% 3/6/2011 DE000A0TT2M2 DEUTSCHE TELEKOM 4/14/2011 DE000A0TU305 DEUTSCHE BK 08/XX 8% 5/15/2011 DE000A0TWHZ4 DEUTSCHE TELEKOM 1/10/2012 DE000A0V83Q8 S-CORE 2008 TV 4/10/2011 DE000A0WMA02 DEUTSCHE POSTBANK TF 7/10/2011 DE000A0WMBH0 DEUTSCHE POST TF 3/31/2011 DE000A0XFBJ8 LAND BERLIN 09/13 4/9/2011 DE000A0XFCT5 METRO 09/15 3/5/2011 DE000A0XFGH1 WL BANK AG WESTF TF 11/20/2011 DE000A0XFK16 BASF 09/12 10/8/2011 DE000A0XXM38 KWW BANKENGRUPPE TF 2/25/2011 DE000A0XXM87 KFW BANKENGRUPPE TF 5/21/2011 DE000A0Z12Y2 THYSSENK 09/14 6/18/2011 DE000A0Z1GR4 BERLIN LAND 09/12 FL 3/25/2011 DE000A0Z21P1 DEUTSCHE PFANDREI AG 9/15/2011 DE000A0Z2CS9 METR LG 14 5,75 7/14/2011 DE000A0Z2KS2 KVF BANKENGRUPPE 7/4/2011 DE000A1A0U37 CONTI GUMMI FIN TF 3/15/2011 DE000A1A1P09 CTI GUMMI 10/16 6,50 4/4/2011 DE000A1A1P25 CONTI 10/18 7,125 4/15/2011 DE000A1A55G9 DAIMLER 09/14 4,625 9/2/2011 DE000A1A6SM7 SAXON ANHALT TV 2015 4/22/2011 DE000A1ALVC5 DEUT BK 09/XX 9,5% 3/31/2011 DE000A1AQGW3 DB MONTHLY SHT BRENT DE000A1AQGX1 DB BRENT CRUDE OIL DE000A1AQGZ6 DB MONTHLY SHORT GOL DE000A1C91Q9 WESTDEUTSCHE BANK 4/1/2011 DE000A1C9VP6 DAIMLER 10/13 7/19/2011 DE000A1CR966 WL BANK TF 2,5% 9/1/2011 DE000A1DAMJ6 KFW BANKENGRUPPE TF 4/10/2011 DE000A1E0HR8 DB ETC PHYS GOLD 9 DE000A1E0HS6 DB ETC PHYS SILVER10 DE000A1E8H87 DEUTSCHE BANK RIGHT DE000A1ED2G8 DB AGRICULTURE BOOST DE000A1ED2J2 DB ENERGY BOOSTER DE000A1ED2K0 DB NATURAL GAS BOOST DE000A1EK0G3 DB ETC PHYSICAL GOLD DE000A1EK0H1 DB ETC PHYSICAL PLAT DE000A1EK0J7 DB ETC PHYSICAL SILV

Security Description Payment Date FungibleDE000A1EK3B8 DB ETC PHY PALLADIUM DE000A1EWEB2 KFW 10/15 TF 11/16/2011 DE000A1EWWW0 ADIDAS AG SHS DE000BASF111 BASF SE ORD DE000BAY0017 BAYER AG ORD DE000BC2K050 CERT BAR VSTOXX C DE000BC2KZY6 CERT BARCL S-P 500 C DE000BC2KZZ3 CERT BARCL S-P 500 C DE000BLB0UU7 BAYERISCHE 04/14 FL 7/21/2011 DE000BLB0YF0 BAYERISCHE LANDESBA 4/27/2011 DE000BLB1YQ5 BAYERISCHE LAND TF 6/8/2011 DE000BLB2348 BAYERISCHE LAND TF 5/2/2011 DE000BLB3791 BAYERISCE LANDESBANK 1/16/2012 DE000BLB6C25 BAYERISCHE LANDESBAN 8/29/2011 DE000BLB6C58 BAYER.LNDBK 09/14 9/4/2011 DE000CB4GRK6 COMMERZBANK AG TV 12 3/14/2011 DE000CB896A7 COMMERZ 09/12 2,75 1/13/2012 DE000CB899M6 COMMERZBK 09/14 5% 2/6/2012 DE000CZ226Y9 COMZBK3.875%MZ17 3/22/2011 DE000CZ302M3 COMMERZBANK AG TF 9/16/2011 DE000DB06212 CERT DB FTSE/MIB C DE000DB08085 CERT DB FTSE/MIB C DE000DB08119 CW DB FTSE/MIB C DE000DB08127 CW DB NIKKEI 225 C DE000DB08648 CW DB NIKKEI 225 C DE000DB08655 CW DB NIKKEI 225 C DE000DB09943 CERT DB FTSE/MIB C DE000DB0WL30 DEUT BK 09/15 8/5/2011 DE000DB149Y0 CERT DB EUSTO C DE000DB1BQA5 CERT DB NIKKEI 225 C DE000DB1L5Y1 CERT DB FTSE/MIB C DE000DB226Z3 CERT DB FTSE/MIB C DE000DB228Z9 CERT DB NIKKEI 225 C DE000DB254Z5 CERT DB FTSE/MIB C DE000DB257Z8 CERT DB FTSE/MIB C DE000DB259Z4 CERT DB FTSE/MIB C DE000DB275Z0 CERT DB NIKKEI C DE000DB292Z5 CERT DB FTSE/MIB C DE000DB2KW05 CERT DB EUROSTO C DE000DB2KW13 CERT DB EUROSTO C DE000DB2X8Y0 CERT DB FTSE/MIB C DE000DB2X9Y8 CERT DB FTSE/MIB C DE000DB3L5Y9 CERT DB NIKKEI 225 C DE000DB3L6Y7 CERT DB NIKKEI 225 C DE000DB3L7Y5 CERT DB FTSE/MIB C DE000DB3L9Y1 CERT DB EUROSTO C DE000DB3M1Y7 CERT DB 1+1 FIAT C DE000DB3U4Y1 CERT DB EUROP.ST C DE000DB461Z6 CERT DB EUROSTOXX C DE000DB462Z4 CERT DB CECE C DE000DB463Z2 CERT DB FTSE/MIB C DE000DB484Y1 CERT DB B.CO POP. C DE000DB486Y6 CERT DB ENI SPA C

Security Description Payment Date FungibleDE000DB487Y4 CERT DB INTSPAOLO C DE000DB489Y0 CERT DB FTSE/MIB C DE000DB4N0G4 CERT DB HS CHINA C DE000DB4P0P3 CERT DB H.S.CHINA C DE000DB4P0Q1 CERT DB ENI C DE000DB505Z0 CERT DB FTSE/MIB C DE000DB511Z8 CERT DB NIKKEI 225 C DE000DB535Z7 CERT DB EUROST C DE000DB566Z2 CERT DB NIKKEI 225 C DE000DB576Z1 CERT DB FTSE/MIB C DE000DB579Y8 CW DB FTSE/MIB P DE000DB580Y6 CW DB FTSE/MIB C DE000DB581Y4 CW DB FTSE/MIB P DE000DB582Y2 CW DB FTSE/MIB C DE000DB5JML5 CERT DB DJ EURO C DE000DB5JMM3 CERT DB DJ EURO C DE000DB5JMN1 CERT DB FTSE MIB C DE000DB5JMP6 CERT DB FTSE MIB C DE000DB5P4Y6 CERT DB EUROST. C DE000DB5P5Y3 CERT DB EUROST. C DE000DB5P6Y1 CERT DB S-P 500 C DE000DB5Q0Y3 CERT DB DJEURO C DE000DB5Q1Y1 CERT DB EUROST. C DE000DB5S501 DEUT. BL 07/12 4,875 9/24/2011 DE000DB5S5U8 DEUT BK 07/17 5,125 8/31/2011 DE000DB5S6X0 DEUTSCHE 4.5 3/7/2011 DE000DB5S7A6 DEUT 08/11 FLR 3/18/2011 DE000DB5U7Y2 CERT DB EUROSTO C DE000DB5U8Y0 CERT DB EUROSTO C DE000DB5U9Y8 CERT DB EUROSTO C DE000DB5V0Y6 CERT DB EUROSTO C DE000DB5V1Y4 CERT DB DJ EURO C DE000DB5V2Y2 CERT DB DJ EURO C DE000DB5V3Y0 CERT DB FTSE MIB C DE000DB5V4Y8 CERT DB FTSE MIB C DE000DB5V5Y5 CERT DB DJ EURO C DE000DB5V6Y3 CERT DB DJ EURO C DE000DB5V7Y1 CERT DB FTSE MIB C DE000DB5V8Y9 CERT DB FTSE MIB C DE000DB5V9Y7 CERT DB DJ EURO C DE000DB5W0Y5 CERT DB DJ EURO C DE000DB5W1Y3 CERT DB DAX C DE000DB5W2Y1 CERT DB DAX C DE000DB63668 CERT DB FTSE/MIB C DE000DB695Y2 CERT DB GENERALI C DE000DB696Y0 CERT DB NIKKEI C DE000DB697Y8 CERT DB EUROSTO C DE000DB6YN06 CERT DB TELCOM C DE000DB794Z0 CERT DB NIKKEI C DE000DB7LPB1 CERT DB EUR BRL C DE000DB7NRP3 CERT DB EUROSTO C DE000DB7NRQ1 CERT DB PHARM C DE000DB7UN90 DEUT BL 08/30 FLR 5/8/2011

Security Description Payment Date FungibleDE000DB7URS2 DEUT BK 09/16 3,75% 6/9/2011 DE000DB7YVN7 CERT DB EUROSTO C DE000DB7YW12 CERT DB EUROSTO C DE000DB7Z9D5 CERT DB EUROSTO C DE000DB8VQQ4 CERT DB BOVESPA C DE000DB8VQY8 CERT DB EUR BRL C DE000DB8XWK1 CERT DB INDICI C DE000DB8XZJ6 CERT DB EUROSTO C DE000DB8ZSX7 CERT DB EUROSTO C DE000DE23260 CERT DB S-P BRIC C DE000DE23T60 CERT DB S-P BRIC C DE000DE28277 CERT DB EUROST. C DE000DE2ZTF2 CERT DB UNICREDIT C DE000DE3D8S9 CERT DB INDICI C DE000DE3EDD4 CERT DB EUROST. C DE000DE3EDE2 CERT DB EUROST. C DE000DE3S479 CERT DB ENEL C DE000DE3S4X1 CERT DB DIVISE C DE000DE3S5C2 CERT DB DIVISE C DE000DE3S6P2 CERT DB EUR/USD C DE000DE3SF35 CERT DB INDICI C DE000DE3X6W1 CERT DB FTSE MIB C DE000DE4E105 CERT DB EUROSTO C DE000DE4E113 CERT DB FTSE MIB C DE000DE4PR41 CERT DB BASKET IND C DE000DHY1AA6 DEUTSCHE BANK TF 5/18/2011 DE000DHY2618 DEUTSCHE HYPO TF 5/27/2011 DE000DR5DQ47 DRESDNER TV 05/15 7/11/2011 DE000DUS10J9 DUSSELL HYPO 07/13 1/4/2012 DE000DXA0KK4 DEXIA HYPO TF 04/11 4/15/2011 DE000DXA1LK0 DEXIA KOMMUNALBANK 5/23/2011 DE000DXA1ME1 DEXIA KOMMUNALBANK 6/5/2011 DE000DXA1MV5 DEXIA KOMMUNALBANK 1/12/2012 DE000EH093P1 EURO HYP 07/12 4,25% 11/20/2011 DE000EH094Y1 EUROHYPO TV 08/2018 6/4/2011 DE000EH095Q4 EUROHYPO TF 4,5% 8/28/2011 DE000EH0A2E9 EUROHYPO AG TF 05/15 10/26/2011 DE000EH0EB88 EUROHYPO AG TF 3% 1/18/2012 DE000EH0EDU0 EUROHYPO AG 3,75% 4/11/2011 DE000EH1A311 EUROHYPO AG 4,375% 7/2/2011 DE000EH1A3F3 EUROHYPO AG TF 09/14 3/24/2011 DE000EH1A3M9 EUROHYPO TF 09/16 5/25/2011 DE000EH1A4G9 EUROHYPO AG TF 9/9/2011 DE000EH1A4X4 EUROHYPO AG TF 3% 1/26/2012 DE000EH1AAD8 EUROHYPO 2% 10/2013 2/18/2011 DE000ENAG999 E.ON AG REG.. DE000HBE1LM4 EUROHYPO AG TF 06/12 9/28/2011 DE000HBE1MM2 HYPOBK 06/13 3,875% 11/21/2011 DE000HBE1MP5 EUROHYPO TF 06/16 11/21/2011 DE000HBE1NT5 HYPOBK 07/11 4% 11/21/2011 DE000HV094B8 BAYER HIPO OPS SHS DE000HV0A1M8 BAYER H. 04/14 4,50% 7/7/2011 DE000HV0EBA5 BAYERISC.05-15 3,50% 2/3/2012

Security Description Payment Date FungibleDE000HV0EDA1 BAYERISCHE 06/13 3,5 2/7/2012 DE000HV0EDV7 BAYER 06/16 4% 5/24/2011 DE000HV16HC3 CERT HVB DJ PETROL C DE000HV16HD1 CERT HVB DJ EXENER C DE000HV16HE9 CERT HVB DJ METALS C DE000HV16HF6 CERT HVB DJ METAL C DE000HV16HH2 CERT HVB DJI SOFTS C DE000HV16HJ8 CERT HVB DJ LIVEST C DE000HV16HK6 CERT HVB DJ GRAINS C DE000HV2AAX3 UNICREDIT BANK TF 5/31/2011 DE000HV2CF96 HVB FTSE/MIB C DE000HV2CFS8 HVB BASKET DI FONDI DE000HV2D635 FDO SGAM DE000HV5S8F2 CERT HVB BASK-AZ C DE000HV5S9M6 CERT HVB S-P/MIB C DE000HV5VVC2 CERT HVB S-P/MIB C DE000HV5VVE8 CERT HVB DJ EURO C DE000HV5YEF5 CERT HVB ENEL C DE000HV5YEG3 CERT HVB ENI C DE000HV77600 CERT HVB DJEUROSTO C DE000HV77618 CERT HVB DJEUROSTO C DE000HV77626 CERT HVB DJEUROSTO C DE000HV77634 CERT HVB DJEUROSTO C DE000HV77642 CERT HVB DJEUROSTO C DE000HV77659 CERT HVB DJEUROSTO C DE000HV77667 CERT HVB DJEUROSTO C DE000HV77675 CERT HVB DJEUROSTO C DE000HV77683 CERT HVB DJEUROSTO C DE000HV77691 CERT HVB DJEUROSTO C DE000HV776S4 CERT HVB DJEUROSTO C DE000HV776T2 CERT HVB DJEUROSTO C DE000HV776U0 CERT HVB DJEUROSTO C DE000HV776V8 CERT HVB DJEUROSTO C DE000HV776W6 CERT HVB DJEUROSTO C DE000HV776X4 CERT HVB DJEUROSTO C DE000HV776Y2 CERT HVB DJEUROSTO C DE000HV776Z9 CERT HVB DJEUROSTO C DE000HV77709 CERT HVB ROTX EUR C DE000HV77717 CERT HVB CROX EUR C DE000HV77725 CERT HVB BTX EUR C DE000HV77733 CERT HVB CTX EUR C DE000HV77741 CERT HVB SRX EUR C DE000HV77758 CERT HVB EUROSTO C DE000HV777A0 CERT HVB DJEUROSTO C DE000HV777B8 CERT HVB DJEUROSTO C DE000HV777C6 CERT HVB DJEUROSTO C DE000HV777D4 CERT HVB DJEUROSTO C DE000HV777E2 CERT HVB DJEUROSTO C DE000HV777F9 CERT HVB DJEUROSTO C DE000HV777G7 CERT HVB DJEUROSTO C DE000HV777H5 CERT HVB DJEUROSTO C DE000HV777J1 CERT HVB DJEUROSTO C DE000HV777K9 CERT HVB DJEUROSTO C

Security Description Payment Date FungibleDE000HV777L7 CERT HVB DJEUROSTO C DE000HV777M5 CERT HVB DJEUROSTO C DE000HV777N3 CERT HVB S-P 500 C DE000HV777P8 CERT HVB S-P/MIB C DE000HV777Q6 CERT HVB DAX C DE000HV777R4 CERT HVB DJEUROSTO C DE000HV777S2 CERT HVB DJEUROSTO C DE000HV777T0 CERT HVB DJEUROSTO C DE000HV777U8 CERT HVB DJEUROSTO C DE000HV777V6 CERT HVB DJEUROSTO C DE000HV777W4 CERT HVB DJEUROSTO C DE000HV777X2 CERT HVB DJEUROSTO C DE000HV777Y0 CERT HVB SHORTDAX C DE000HV777Z7 CERT HVB DJ STOXX C DE000HV778E0 CERT HVB R.ITALY C DE000HV778M3 CERT HVB ENEL C DE000HV77907 CERT HVB S-P GSCI C DE000HV77915 CERT HVB EUROST. C DE000HV77956 CERT HVB EUROST. C DE000HV77964 CERT HVB FTSE MIB C DE000HV77998 CERT HVB EUROSTO C DE000HV779B4 CERT HVB ENEL C DE000HV779C2 CERT HVB ENI C DE000HV779D0 CERT HVB 1+1 FIAT C DE000HV779E8 CERT HVB GENERALI C DE000HV779F5 CERT HVB INTSPAOLO C DE000HV779H1 CERT HVB TELECOM C DE000HV779J7 CERT HVB UBI C DE000HV779K5 CERT HVB EUROSTO C DE000HV779L3 CERT HVB FTSE/MIB C DE000HV779P4 CERT HVB EUROSTO C DE000HV779S8 CERT HVB BASKET C DE000HV779V2 CERT HVB FTSE MIB C DE000HV779Y6 CERT HVB EUROSTO C DE000HV779Z3 CERT HVB FTSE MIB C DE000HV78A03 CERT HVB EUROST. C DE000HV78A11 CERT HVB INTESA C DE000HV78A29 CERT HVB BRIC 40 C DE000HV78A45 CERT HVB CHINA C DE000HV78A52 CERT HVB HARDWARE C DE000HV78AA2 CERT HVB FIAT C DE000HV78AC8 CERT HVB SNAM RG C DE000HV78AD6 CERT HVB EUROST. C DE000HV78AE4 CERT HVB WIND C DE000HV78AF1 CERT HVB EUROSTO C DE000HV78AH7 CERT HVB REP-ITALY C DE000HV78AJ3 CERT HVB GOLD C DE000HV78AK1 CERT HVB SILVER C DE000HV78AL9 CERT HVB EUROSTO C DE000HV78AS4 CERT HVB EUROSTO C DE000HV78AT2 CERT HVB FTSE MIB C DE000HV78AU0 CERT HVB FTSE MIB C DE000HV78AV8 CERT HVB FTSE MIB C

Security Description Payment Date FungibleDE000HV78AW6 CERT HVB FTSE MIB C DE000HV78AY2 CERT HVB FTSE MIB C DE000HV78AZ9 CERT HVB ENEL C DE000HV7LK02 CERT HVB DJ EURO C DE000HV7LK10 CERT HVB EUR/USD C DE000HV7LK44 CERT HVB DJAIG COM C DE000HV7LK69 CERT HVB DJAIG AGR C DE000HV7LK85 CERT HVB DJAIG EN C DE000HV7LKZ3 CERT HVB DJ EURO C DE000HV7LL01 CERT HVB ATX C DE000HV7LL19 CERT HVB CECE C DE000HV7LL27 CERT HVB HTX C DE000HV7LL35 CERT HVB SETXEUR C DE000HV7LL43 CERT HVB SP BRIC C DE000HV7LL50 CERT HVB WIG20 C DE000HV7LLA4 CERT HVB DJAIG WH C DE000HV7LLC0 CERT HVB DJAIG GAS C DE000HV7LLE6 CERT HVB RDXEUR C DE000HV7LLJ5 CERT HVB ISE30 C DE000HV7LLL1 CERT HVB ENEL C DE000HV7LLM9 CERT HVB ENI C DE000HV7LLN7 CERT HVB DJ EURO C DE000HV7LLY4 CERT HVB S-PGLOB C DE000HV7LMM7 CERT HVB EUROSTO C DE000HV7LNA0 CERT HVB EUROSTO C DE000HV8F0A2 CERT HVB ENEL C DE000HV8F0B0 CERT HVB EUROSTO C DE000HV8F0C8 CERT HVB CAC40 C DE000HV8F0D6 CERT HVB HSENG C DE000HV8F0E4 CERT HVB NASDAQ C DE000HV8F0F1 CERT HVB NIKKEI C DE000HV8F0G9 CERT HVB BOVESPA C DE000HV8F0H7 CERT HVB INDIA C DE000HV8F0J3 CERT HVB CINA FTSE C DE000HV8F0K1 CERT HVB DJI C DE000HV8FZ02 CERT HVB TOBACCO C DE000HV8FZ10 CERT HVB GENERALI C DE000HV8FZ28 CERT HVB REP ITALY C DE000HV8FZ36 CERT HVB INTSPAOLO C DE000HV8FZ44 CERT HVB EUROSTO C DE000HV8FZ77 CERT HVB BRIC 40 C DE000HV8FZ85 CERT HVB EUROSTO C DE000HV8FZ93 CERT HVB ALLIANZ C DE000HV8FZG1 CERT HVB TECH. C DE000HV8FZH9 CERT HVB D.DRIVE C DE000HV8FZJ5 CERT HVB ENVIRON. C DE000HV8FZK3 CERT HVB PHARM. C DE000HV8FZL1 CERT HVB AIRLINE C DE000HV8FZM9 CERT HVB G.BUGS C DE000HV8FZN7 CERT HVB MINERS C DE000HV8FZP2 CERT HVB J.G.BUGS C DE000HV8FZQ0 CERT HVB MEXICO C DE000HV8FZR8 CERT HVB NAT.GAS C

Security Description Payment Date FungibleDE000HV8FZS6 CERT HVB NETWORK C DE000HV8FZT4 CERT HVB N.A.TEL. C DE000HV8FZU2 CERT HVB OIL C DE000HV8FZV0 CERT HVB POWER-GAS C DE000HV8FZW8 CERT HVB BROK/DEA C DE000HV8FZX6 CERT HVB SEMICOND. C DE000HV8FZY4 CERT HVB STEEL C DE000HV8FZZ1 CERT HVB TELECOMM. C DE000KC01000 KLOECKNER SHS DE000LBB0V69 LANDESBK 08/11 3,50 2/18/2011 DE000LBW0PP2 LANDESBANK BADEN TF 8/26/2011 DE000LBW2WC2 LANDESBANK BADEN TF 2/12/2012 DE000LBW3GE9 LANDESBANK BADEN 2/9/2012 DE000LBW3Q69 LANDESBANK BADEN 10/5/2011 DE000LBW4PR0 LANDESBK TV 05/15 4/21/2011 DE000LBW6P00 LANDBK 06/13 3,25% 2/15/2012 DE000LBW9JG5 LANDESBK 06/11 3,75% 8/4/2011 DE000LRP1VV7 LANDESBANK TF 07/12 10/11/2011 DE000MHB02J0 MUNCHENER HYPO TF 9/2/2011 DE000MHB03J8 MUNCHENER HYPO TF 6/15/2011 DE000MQ12JE4 CERT MAC S-P500 C DE000MQ12JF1 CERT MAC HS CHINA C DE000MQ20006 CERT MACQU EUROSTO C DE000MQ29G31 CERT MACQ ARCE+APE C DE000MQ29G49 CERT MACQ GENERALI C DE000MQ29G56 CERT MACQ AXA C DE000MQ29G64 CERT MACQ BMW C DE000MQ29G72 CERT MACQ PARIBAS C DE000MQ29G80 CERT MACQ DEUTSCHE C DE000MQ29G98 CERT MACQ DEUTSCHE C DE000MQ29GA2 CERT MACQ DEUTSCHE C DE000MQ29GB0 CERT MACQ ENEL C DE000MQ29GC8 CERT MACQ ENI C DE000MQ29GD6 CERT MACQ 1+1 FIAT C DE000MQ29GE4 CERT MACQ SPAOLO C DE000MQ29GF1 CERT MACQ NOKIA C DE000MQ29GG9 CERT MACQ Q-CELLS C DE000MQ29GH7 CERT MACQ SANOFI C DE000MQ29GJ3 CERT MACQ SIEMENS C DE000MQ29GK1 CERT MACQ SOLAR C DE000MQ29GL9 CERT MACQ TELECOM C DE000MQ29GM7 CERT MACQ TELEFON C DE000MQ29GN5 CERT MACQ TOTAL C DE000MQ29GP0 CERT MACQ UNICRED C DE000MQ2CF05 CERT MACQ GENERALI C DE000MQ2CF13 CERT MACQ AXA C DE000MQ2CF21 CERT MACQ AXA C DE000MQ2CF39 CERT MACQ BMW C DE000MQ2CF47 CERT MACQ BMW C DE000MQ2CF54 CERT MACQ BNPRIBAS C DE000MQ2CF62 CERT MACQ DEUTSCHE C DE000MQ2CF70 CERT MACQ DEUTSCHE C DE000MQ2CF88 CERT MACQ DEUTSCHE C

Security Description Payment Date FungibleDE000MQ2CF96 CERT MACQ ENEL C DE000MQ2CFA6 CERT MACQ ENEL C DE000MQ2CFB4 CERT MACQ ENI C DE000MQ2CFC2 CERT MACQ 1+1 FIAT C DE000MQ2CFD0 CERT MACQ INTPAOLO C DE000MQ2CFE8 CERT MACQ NOKIA C DE000MQ2CFF5 CERT MACQ SANOFI C DE000MQ2CFG3 CERT MACQ SIEMENS C DE000MQ2CFH1 CERT MACQ TELECOM C DE000MQ2CFJ7 CERT MACQ TOTAL C DE000MQ2CFK5 CERT MACQ UNICRED C DE000MQ2CJ19 CERT MACQ EUROSTO C DE000MQ2CJ27 CERT MACQ EUROSTO C DE000MQ2EKZ9 CERT MACQUE HSCEI C DE000MQ2EM79 CERT MAC EUROST. C DE000MQ2GAT8 CERT MARCQ EUROSTO C DE000MQ2GRX4 CERT MAC EUROST. C DE000MQ2TDN8 CERT MACQU EUROSTO C DE000MQ2TDP3 CERT MACQU EUROSTO C DE000MQ2TDQ1 CERT MACQU EUROSTO C DE000MQ2TDR9 CERT MACQU FTSEMIB C DE000MQ2TDS7 CERT MACQU FTSEMIB C DE000MQ2TZQ4 CERT MACQ GENERALI C DE000MQ2TZR2 CERT MACQ AXA C DE000MQ2TZS0 CERT MACQ DEUTSCHE C DE000MQ2TZT8 CERT MACQ ENEL C DE000MQ2TZU6 CERT MACQ ENEL C DE000MQ2TZV4 CERT MACQ ENI C DE000MQ2TZW2 CERT MACQ INTSPAOL C DE000MQ2TZX0 CERT MACQ INTSPAOL C DE000MQ2TZY8 CERT MACQ NOKIA C DE000MQ2TZZ5 CERT MACQ TELECOM C DE000MQ2U001 CERT MACQ TELECOM C DE000MQ2U019 CERT MACQ UNICRED C DE000MQ2U027 CERT MACQ UNICRED C DE000NLB24A3 NORD LB 07/14 FLR 4/15/2011 DE000NRW20D8 NORDRHEIN WESTFAL TV 3/31/2011 DE000NRW2XL1 LAND NORDRHEIN 09/11 4/21/2011 DE000NRW2Y62 NORDRHEJN WESTFAL 2/20/2011 DE000NRW2ZT9 NORDRHEIN WESTFAL TV 4/28/2011 DE000NWB2820 NRW BANK TV 07/11 4/18/2011 DE000NWB4032 NRW BANK TF 1,625% 11/16/2011 DE000SAL5A73 CERT SAL FTSE/MIB C DE000SAL5A99 CERT SAL NIKKEI C DE000SAL5AZ9 CERT SAL DJ C DE000SAL5B07 CERT SAL FTSE/MIB C DE000SAL5B31 CERT SAL DJ C DE000SAL5B49 CERT SAL DJ EURO C DE000SAL5B56 CERT SAL NIKKEI C DE000SAL5B72 CERT SAL S-P 500 C DE000SAL5BD4 CERT SAL EURO C DE000SAL5BL7 CERT SAL EUROST. C DE000SAL5BM5 CERT SAL FTSE/MIB C

Security Description Payment Date FungibleDE000SAL5BN3 CW SAL NIKKEI 225 C DE000SAL5BR4 CERT SAL EURO C DE000SAL5BT0 CERT SAL FTSE/MIB C DE000SAL5BW4 CERT SAL NIKKEI C DE000SAL5BY0 CERT SAL EUROST C DE000SAL5C06 CERT SAL FTSE/MIB C DE000SAL5CG5 CERT SAL EUROSTO C DE000SAL5CH3 CERT SAL FTSE/MIB C DE000SAL5CT8 CERT SAL ENEL C DE000SAL5CU6 CERT SAL INTSPAOLO C DE000SAL5CV4 CERT SAL UNICREDIT C DE000SAL5CW2 CERT SAL ENI C DE000SAL5CY8 CERT SAL DJEURO C DE000SAL5D47 CERT SAL FTSE/MIB C DE000SAL5D62 CERT SAL FTSE/MIB C DE000SAL5E12 CERT SAL FTSE/MIB C DE000SAL5EP2 CERT SAL DJ EURO C DE000SAL5ES6 CW SAL DJ EUROST C DE000SAL5F37 CERT SAL DJ EURO C DE000SAL5F45 CERT SAL DJ EURO C DE000SAL5F60 CERT SAL EUROSTOXX C DE000SAL5F78 CERT SAL DJ EURO C DE000SAL5F86 CERT SAL DJ EURO C DE000SAL5F94 CERT SAL DJ EURO C DE000SAL5FR5 CERT SAL BNP C DE000SAL5FS3 CERT SAL COMMERZ C DE000SAL5FT1 CERT SAL DEUT.BANK C DE000SAL5FV7 CERT SAL ENEL C DE000SAL5FW5 CERT SAL ENI C DE000SAL5FX3 CERT SAL ING GR C DE000SAL5FY1 CERT SAL INTESA C DE000SAL5FZ8 CERT SAL NOKIA C DE000SAL5GA9 CERT SAL SOC.GEN. C DE000SAL5GB7 CERT SAL SOLARW. C DE000SAL5GC5 CERT SAL TEL.IT. C DE000SAL5GD3 CERT SAL UNICREDIT C DE000SAL5GE1 CERT SAL BNP C DE000SAL5GF8 CERT SAL COMMERZB C DE000SAL5GG6 CERT SAL DEUT.TEL. C DE000SAL5GH4 CERT SAL E.ON C DE000SAL5GJ0 CERT SAL ENI C DE000SAL5GK8 CERT SAL FR.TEL. C DE000SAL5GL6 CERT SAL ING C DE000SAL5GM4 CERT SAL INTESA C DE000SAL5GN2 CERT SAL NOKIA C DE000SAL5GP7 CERT SAL SOC.GEN. C DE000SAL5GQ5 CERT SAL SOLARW. C DE000SAL5GR3 CERT SAL TEL.IT C DE000SAL6B63 CERT SAL TOTAL C DE000SAL6B71 CERT SAL UNICREDIT C DE000SAL6B89 CERT SAL EUROSTO C DE000SAL6B97 CERT SAL EUROSTO C DE000SAL6CA6 CERT SAL BNPARIBAS C

Security Description Payment Date FungibleDE000SAL6CB4 CERT SAL COMMERZB C DE000SAL6CE8 CERT SAL ENI C DE000SAL8719 CERT SAL FRANCE T C DE000SAL8727 CERT SAL ING GROEP C DE000SAL8735 CERT SAL INTSPAOLO C DE000SAL8743 CERT SAL NOKIA C DE000SAL8750 CERT SAL SOGENE C DE000SAL8768 CERT SAL SOLAR C DE000SAL8776 CERT SAL TELECOM C DE000SAL8784 CERT SAL UNICREDIT C DE000SAL8792 CERT SAL AXA C DE000SAL87H6 CERT SAL SANTANDER C DE000SAL87J2 CERT SAL BNPARIBAS C DE000SAL87K0 CERT SAL DEUTSCHE C DE000SAL87L8 CERT SAL ENI C DE000SAL87M6 CERT SAL INTSPAOLO C DE000SAL87N4 CERT SAL NOKIA C DE000SAL87P9 CERT SAL Q-CELLS C DE000SAL87Q7 CERT SAL SOGENE C DE000SAL87R5 CERT SAL SOLARWORL C DE000SAL87S3 CERT SAL TELECOM C DE000SAL87T1 CERT SAL UNICREDIT C DE000SAL88N2 CW SAL NIKKEI 225 C DE000SAL88T9 CERT SAL DJ EUROS C DE000SAL9CC6 CERT SAL DJ-STOXX C DE000SBL2BN9 CERT SAL NIKKEI C DE000SG08BQ1 CERT SGE BASKET C DE000SG0P753 CERT SGE BASKET C DE000SG0P8D3 CERT SGE BASKET 3 C DE000SG0P8F8 CERT SGE EUROSTO C DE000SG0P8G6 CERT SGE FTSE/MIB C DE000SG0P8J0 CERT SGE FTSE/MIB C DE000SG0P8Z6 CERT SGE EUROST C DE000SG0P9D1 CERT SGE SP GSCI C DE000SG0P9N0 CERT SGE BASKET 5 C DE000SG0P9T7 CERT SG BASKET SHS C DE000SG1DG69 CERT SGE GLOB SEC C DE000SG1E7T3 CERT SGE WISE L/S C DE000SG1EB89 CERT SGE GLOBAL C DE000SG2PA78 CERT SG WTTR IND T C DE000SG2PD00 CERT SGE BIOX C DE000SG2PD18 CERT SGE SOLEX C DE000SG2PDR3 CERT SGE FTSE/MIB C DE000SG2PDS1 CERT SGE EUROSTOXX C DE000SG2PDT9 CERT SGE NIKKEI C DE000SG2PDU7 CERT SGE S-P 500 C DE000SG2PDV5 CERT SGE S-P/BRIC C DE000SG2PDW3 CERT SGE HANG SENG C DE000SG2PDX1 CERT SGE CECEEUR C DE000SG2PDY9 CERT SGE RUSSIAN C DE000SG2PDZ6 CERT SGE W.WATER C DE000SG555L3 CERT SGE EURO C DE000SG555M1 CERT SGE FTSE/MIB C

Security Description Payment Date FungibleDE000SG5YDQ0 CERT SGE UNICREDIT C DE000SG5YDR8 CERT SGE 1+1 FIAT C DE000SG5YDS6 CERT SGE ENI C DE000SG5YDT4 CERT SGE GENERALI C DE000SG5YDU2 CERT SGE ENEL C DE000SYM7779 SYMRISE 10/15 4,25% 10/25/2011 DE000UB11X03 CERT UBS EUROSTOXX C DE000UB11XZ7 CERT UBS EUROSTOXX C DE000UB18WL4 CERT UBS DAX C DE000UB1R1Q4 CER UBS DAX C DE000UB2F5S4 UBS TF 10/17 7/29/2011 DE000UB3E6A0 CERT UBS EUROSTO C DE000UB42Y54 UBS CALL 10/25 4% 10/16/2011 DE000UB43CW1 UBS TF 11/21 7/26/2011 DE000UB8WGG3 CERT UBS DAX C DE000WLB28L2 WESTLB 10/15 TF 2/26/2011 DE000WLB6AL0 WESTLB TF 06/16 6/8/2011 DE000WLB6GT0 WESTLB AG TF 07/12 6/20/2011 DK0010224666 NEUROSEARCH ES0000011595 OBL ESTA 07/96-02/12 2/28/2011 ES0000011660 OBL ESTA 7/97-1/13 1/31/2012 ES0000011702 PRL ESTA 07/97-01/13 1/31/2013 ES0000011868 OBL ESTA 1/98-1/29 1/31/2012 ES0000012098 OBL ESTA 12/98-7/14 7/30/2011 ES00000120G4 KINGDOM OF SPAIN 1/31/2012 ES00000120J8 SPAIN 06/17 3,80% 1/31/2012 ES00000120L4 SPAIN 07/12 3,9% 10/31/2011 ES00000120Z4 SPAIN 08/11 4,1% 4/30/2011 ES00000121A5 SPAIN 08/18 4,1% 7/30/2011 ES00000121G2 KINGDOM OF SPAIN 1/31/2012 ES00000121H0 KINGDOM OF SPAIN TF 1/31/2012 ES00000121I8 KINGDOM OF SPAIN TF 4/30/2011 ES00000121L2 KINGDOM OF SPAIN 7/30/2011 ES00000121P3 KINGDOM OF SAIN TF 10/31/2011 ES00000121Q1 SPAIN 09/12 FLR 4/29/2011 ES00000121T5 SPAIN KINGDOM 09/13 4/30/2011 ES00000122G0 BONOS Y OBBL 2015 3/17/2011 ES0000012387 SPAIN 01/11 5,4% 7/30/2011 ES0000012411 SPAIN K. 01/32 5,75% 7/30/2011 ES0000012452 SPAIN K. 01/11 5,35% 10/31/2011 ES0000012783 SPAIN KI.02-17 5,50% 7/30/2011 ES0000012791 SPAIN K. 02/12 5% 7/30/2011 ES0000012866 SPAIN K. 03/13 4,20% 7/30/2011 ES0000012916 BONOS EST 04/15 4,4% 1/31/2012 ES0000012940 CUP ESTADO 31/01/30 1/31/2030 ES0000090409 JUNTA DE ANDALUCIA 5/30/2011 ES0000090433 JUNTA 03/13 4,3% 10/10/2011 ES0000095838 GENERALI.04-14 4,35% 7/16/2011 ES0000095879 GENERAL 05/35 4,22% 4/26/2011 ES0000095903 GENERALITAD 07/13 4/23/2011 ES0000095929 GENERALIT 08/18 4,75 6/4/2011 ES0000101339 COMUNIDAD AUTON MADR 3/6/2011 ES0000107146 COMUN AUTON ARAGON 11/6/2011

Security Description Payment Date FungibleES0105200416 ABENGOA S.A. ES0109169013 AMADEUS-A ES0109427734 ANTENA 3 ES0111845014 ABERTIS INFRAESTRUCT ES0113211835 BCO BILBAO VIZ ARG ES0113440038 BANCO ESPANOL DE CRE ES0113679338 BANKINTER ES0113770434 BANCO PASTOR ES0113790531 BANCO POPULAR ESPANO ES0113860A34 BANCO DE SABADELL ES0113900J37 BANCO SANTANDER S.A. ES0113900X39 SANTANDER S.A. ES0113980F34 BANCO DE VALENCIA ES0114297015 BARON DE LEY S.A. ES0116870314 GAS NATURAL ES0117160111 CORPORACION FIN.ALBA ES0118095019 CENTROS COMERCIALES ES0118900010 CINTRA CONCESIONES ES0122060314 FOMENTO DE CONST. ES0124204019 CORPORACION DERMOEST ES0125220311 ACCIONA ES0127070110 DRAGADOS Y COSTR. ES0130670112 ENDESA ES0130960018 ENAGAS SA ES0138991015 ACERALIA ES0141330C19 AGUAS DE BARCELLONA ES0143416115 GAMESA CORPORACION ES0143421G11 SERVICE POINT SOLUTI ES0144580Y14 IBERDROLA SA ORD. ES0144583111 IBERDROLA GOD.06/10 ES0147582318 TECNOCOM ORD. SHS ES0147645016 IBERBROLA RENOVABLES ES0148396015 INDUSTRIA DE DISENO ES0160973014 CIA DIST SHS ES0161560018 NH HOTELES ES0162601019 GRUPO FERROVIAL ES0165386014 SOLARIA ENERGIA Y ME ES0167050915 ACS ACTV SHS ES0171743117 PROMOTORA DE INFO. ES0173093115 RED ELECTRICA CORP ES0173516115 REPSOL ES0176252718 SOL MELIA ES0178344117 TELEPIZZA ES0178419117 TELEFONICA PUB SHS ES0178430E18 TELEFONICA DE ESPANA ES0178483139 SOGECABLE ES0182870214 VALLEHERMOSO ES0184262212 VISCOFAN SA ES0184940817 ZELTIA S.A. ES0201001171 AYUNTAMIENTO DE MADR 12/2/2011 ES0211845203 ABERTIS 05/20 4,375% 3/30/2011 ES0211845211 ABERTIS 07/17 5,125% 6/12/2011 ES0211845237 ABERTIS 09/16 10/14/2011

Security Description Payment Date FungibleES0213860036 BANCO DE SABADELL SA 2/25/2011 ES0214840250 CAIXA CATALUNYA 2012 4/6/2011 ES0214950133 CAJA MADRID TV 3/1/2011 ES0214950158 CAJA DE AHORRO TV 5/9/2011 ES0214954143 CAJA ZARAGOZA TV 4/20/2011 ES0214977086 BANCAJA 05/12 FLR 3/6/2011 ES0214977136 BANCAJA CAJA DE AHOR 3/22/2011 ES0230960009 ENAGAS 09/15 7/6/2011 ES0255281067 INST CATAL 07/14 FLR 4/5/2011 ES0308184029 TDA 7 A3 TV 4/26/2011 ES0308186024 FONDO DE TITUL HIPO 3/22/2011 ES0312252002 AYT HIPO MIX TV 3/10/2011 ES0312271002 AYT BONOS 06/13 FLR 2/24/2011 ES0312282009 AYT CAJAMAURCIA TV 4/17/2011 ES0312284005 DEUDA 06/16 FLR 2/26/2011 ES0312298005 CED CAJA 05/12 FLR 3/14/2011 ES0312298013 AYT.CED.C.05/16 3,5 3/14/2011 ES0312298054 AYT CEDULAS CAJAS TF 3/24/2011 ES0312298062 AYT CEDULAS CAJAS TV 2/26/2011 ES0312298088 AYT CED 06/13 3,75% 10/25/2011 ES0312298104 CED. CJA 06/16 4% 12/20/2011 ES0312298112 AYT CEDULAS TF 4% 3/21/2011 ES0312298138 AYUNTAMIENTO CEDULAS 2/24/2011 ES0312298237 AYT CEDULA CAJAS TF 7/29/2011 ES0312342001 AYT CEDULAS 05/15 FL 3/30/2011 ES0312342019 CEDULAS 05/25 3,75% 6/30/2011 ES0312344015 GENOVA 06/39 FLR 5/15/2011 ES0312349014 AYT GENOVA HIPOTECAR 4/15/2011 ES0312355003 AYT CEDULAS TERRITOR 3/23/2011 ES0312358007 AYT CEDULAS CAJAS IX 3/31/2011 ES0312358015 CEDULAS 05/20 4% 3/31/2011 ES0312360011 AYT CEDULAS CAJA VI 4/7/2011 ES0312361001 AYT CEDULAS 04-11 4% 6/23/2011 ES0312362009 AYT CEDULAS CAJA VII 11/18/2011 ES0312368006 AYUNTA. 03/13 3/13/2011 ES0312380001 AYT 05/37 FLR 4/15/2011 ES0312406012 FONDO DE TITUL HIPOT 6/20/2011 ES0312872015 BANCAJA 07/50 FLR 2/22/2011 ES0312882006 BANCAJA FONDO DE TIT 3/23/2011 ES0312885017 BANCAJA TV 03/2036 2/20/2011 ES0312886015 BANCAJA 04/36 FLR 2/25/2011 ES0312887005 BANCAJA 05/37 FLR 4/25/2011 ES0313211213 BANCO BILBAO 07/11 3/22/2011 ES0313270011 BANKITER 2006/2049 4/17/2011 ES0313377014 BANCO COOP ESPANOL T 4/2/2011 ES0313529010 BANKINTER 05 2043 3/21/2011 ES0313546006 BANKINTER 03/38 FLR 2/26/2011 ES0313548002 BANK INTER 04/40 FLR 3/15/2011 ES0313679435 BANKINTER SA 2011 3/1/2011 ES0313679484 BANKITER TV 10/13 4/15/2011 ES0313714018 BANKINTER 05/48 FLR 2/21/2011 ES0313716013 BANKINTER CLASS A 43 2/16/2011 ES0313790026 BANCO POPULAR ESPAN 4/24/2011

Security Description Payment Date FungibleES0313814016 BANKINTER 05/42 4/16/2011 ES0313860134 BCO SABB 06/11 FLR 4/26/2011 ES0313860233 BANCO DE SABADELL SA 5/22/2011 ES0313860258 BCO SABB 09/12 FLR 2/20/2011 ES0313919005 BANKINTER 4 FONDO 5/12/2011 ES0313920003 BANKINTER 02-39 TV 5/12/2011 ES0313956007 BBVA 06/20 FLR 3/20/2011 ES0313980023 B.VALENCIA 07/12 FLR 2/23/2011 ES0314019003 BANKINTER 01/2038 4/16/2011 ES0314147010 BBVA 07/49 FLR 3/19/2011 ES0314148034 BBVA 07/50 FLR 3/17/2011 ES0314209018 BBVA LEASING SER A2 2/26/2011 ES0314400120 CAJA DE AHORROS TF 5/14/2011 ES0314601016 CAJA 06/11 FLR 4/14/2011 ES0314840176 CAIXA D'ESTALVIS 5/7/2011 ES0314843238 CAJA 06/11 FLR 5/8/2011 ES0314950348 CAJA MADRID 5,125% 4/11/2011 ES0314950454 CAJA 09/12 3,125% 2/20/2011 ES0314958028 CAIXANOVA DE AFORROS 3/14/2011 ES0314970098 CAIXA D'ESTALVIS TF 2/3/2012 ES0314977259 BANCAJA CAJA DE AHOR 4/24/2011 ES0314977275 CA VALENCIA 09/12 3% 3/12/2011 ES0314977341 CA VALENCIA 09/12 9/18/2011 ES0315346058 TERRAGONA 09/12 6/15/2011 ES0315474454 CAJA ES 09/12 6/15/2011 ES0316872011 FONDO TITULIZACION 4/25/2011 ES0316874017 SABADELL 1 3/20/2011 ES0317019000 CEDULAS HIPOTECARIAS 11/26/2011 ES0317045005 CEDULAS 04/19 4,125% 11/29/2011 ES0317046003 CEDULAS TDA TF 5/23/2011 ES0317047001 CEDULAS 05/07 FLR 6/20/2011 ES0317104000 SOL LION CLASS A VAR 2/23/2011 ES0318821008 CEDULAS GRUPO POPULA 4/12/2011 ES0318822006 CEDULAS GBP TF 4/26/2011 ES0333763003 FONDO TITULIZAC BBV 4/20/2011 ES0334699008 PITCH FTA 5,125% 22 7/20/2011 ES0337709002 SANTANDER 07/22 FLR 3/20/2011 ES0337710018 SANTANDER EMPRESAS 4/16/2011 ES0337710026 SANTANDER EMPRESAS 4/16/2011 ES0338057005 FDO TIT 06/16 FLRF 4/20/2011 ES0338093018 SANTANDER 07/50 FLR 4/18/2011 ES0338147004 UCI 12 CIUDAD GRUPO 3/15/2011 ES0338355003 FONDO DE TITUL TV 3/17/2011 ES0338356001 FONDO TITULIZACION 3/18/2011 ES0338446000 FONDON TITULIZACION 3/18/2011 ES0338447008 FONDO TITULIZACION T 5/15/2011 ES0338448006 TDA CAM 03/32 FLR 3/22/2011 ES0338449004 TDA CAM FONDO TIT 32 4/26/2011 ES0338450002 TDA IBERCAJA 03/35 4/26/2011 ES0338451000 TDA IBERCAJA 2 FTA 4/26/2011 ES0338452008 TDA IBERCAJA 3 TV 3/28/2011 ES0338454004 TDA PASTOR TV 4/28/2011 ES0338541008 FONDO DE TITUL TV 4/15/2011

Security Description Payment Date FungibleES0338558002 FONDON TITULIZACION 2/16/2011 ES0339759013 FTPYME TDA CAM CL2 3/28/2011 ES0344264009 FONDON TITULIZACION 4/15/2011 ES0345671020 HIPOCAT 10 FONDO CLA 4/10/2011 ES0345672010 HIPOCAT A2 TV 2050 4/15/2011 ES0345721015 HIPOCAT 9 FONDO A2A 4/15/2011 ES0345783015 HIPOCAT 04/36 FL 4/15/2011 ES0347786008 IM GRUPO 07/41 FLR 4/24/2011 ES0347844021 IM 06/39 FLR 3/21/2011 ES0347848006 CED INTER 05/15 3,75 3/11/2011 ES0347851000 IM CAJAMAR 1 CL A 4/24/2011 ES0347852008 CEDULAS INTERMONY 4% 11/19/2011 ES0347859003 TITULAZ 04/14 6/11/2011 ES0347861009 IM PASTOR 2 FDO DE T 3/22/2011 ES0349045007 IM CEDULAS 10 FONDO 2/21/2011 ES0352961009 AYT CEDULAS CAJAS 4/20/2011 ES0357080144 BPE FINANCIACIONES T 5/8/2011 ES0357326000 CAIXA 07/45 FLR 3/28/2011 ES0358283002 HIPOTECARIO 1 FONDO 5/13/2011 ES0358284000 HIPOTECARIO 1 FONDO 3/15/2011 ES0361002001 AYT CEDULAS CAJA II 6/28/2011 ES0361796016 BANCAJA 06/43 FLR 3/26/2011 ES0361797014 MBS 07/50 FLR 4/23/2011 ES0362859003 CEDULAS INTERM. 3,5% 12/2/2011 ES0364872038 UNICAJA TV 06/11 4/26/2011 ES0364872095 MONTES PIED 09/12 6/18/2011 ES0366366005 RURAL HIPOTECARIO 7 3/15/2011 ES0366367011 RURAL HIPO FONDO TIT 4/19/2011 ES0366367029 RURAL HIPO FONDO TV 4/19/2011 ES0370139000 AYT HIP. 03-34 TV 3/15/2011 ES0370148001 AYT CEDULAS CAJA 12/4/2011 ES0370148019 AYT CEDU.03-18 4,75% 12/4/2011 ES0370151005 AYT HIPOTECARIO MIXT 3/20/2011 ES0370152003 AYT HIPOTECARIO IV 4/20/2011 ES0370459002 BBVA 06/39 FLR 3/15/2011 ES0371622004 PROG.CED.06/16 FLR 4/8/2011 ES0371622020 CEDULAS 06/31 4,25% 4/10/2011 ES0371622038 CEDULAS TDA 3 10/23/2011 ES0371622046 CEDULAS 07/27 4,25% 3/28/2011 ES0372269003 FONDO DE TITUL HIPOT 3/15/2011 ES0374228007 RURAL HIPO FONDO TIT 5/12/2011 ES0374274019 RURAL HIPOTECARIO 50 2/17/2011 ES0374306001 RURAL HIPOTECARIO 4/17/2011 ES0374385005 RURAL HIPOTECARIO I 2/19/2011 ES0377930005 TIT ACTIV 07/50 FLR 4/28/2011 ES0377952009 TDA 24 FTA A1 TV 3/22/2011 ES0377955028 TDA CAM 07/50 FLR 4/26/2011 ES0377964004 TITULIZACION CL A 3/22/2011 ES0377965019 TDA CAJAMAR TV 3/26/2011 ES0377966009 TDA CAM CLASS A 2049 2/26/2011 ES0377967007 TDA IBERCAJA 5 CL A1 2/26/2011 ES0377967015 TDA IBERCAJA CLASS 5 2/26/2011 ES0377973005 TITULIZACION DE ACT 3/22/2011

Security Description Payment Date FungibleES0377976024 TDA 12 TV 00/30 4/26/2011 ES0377977006 FONDON TITULIZACION 4/26/2011 ES0377977022 FONDON TITULIZACION 4/26/2011 ES0377978020 FONDON TITULIZACION 4/26/2011 ES0377978046 FONDO DE TITULAZACIO 3/27/2011 ES0377979028 FONDON TITULIZACION 3/22/2011 ES0377981008 TDA 17 MIXTO A1 TV 4/26/2011 ES0377983004 TDA 22 MIXTO TV 3/28/2011 ES0377984002 TDA T1 CL A 05/46 3/22/2011 ES0377988003 TDA 17 MIXTO TV 3/22/2011 ES0377991007 TDA CAM 05/39 FLR 3/26/2011 ES0377992005 TDA CAM TV CL A 4/26/2011 ES0377993011 TDA CAM TV 4/28/2011 ES0377993029 TDA CAM FL.R. 06/44 4/28/2011 ES0378014023 TITULAZ 00/29 FLR 4/26/2011 ES0382744003 HIPOTECARIO 1 FONDO 2/24/2011 ES0382745000 VALENCIA HIPOTECARIA 4/24/2011 ES0413211030 BANCO BILBAO TF 1/29/2012 ES0413211048 BANCO BILBAO TF 3/15/2011 ES0413211055 BBVA 04-14 4,25% 7/15/2011 ES0413211071 BBVA 05/25 4% 2/25/2011 ES0413211089 BBVA 05/15 3,50% 2/25/2011 ES0413211105 BBVA 3,5% 05-2020 10/7/2011 ES0413211113 BANCO BILBAO TF 1/24/2012 ES0413211139 BANCO BILBAO 3,875% 5/31/2011 ES0413211154 BILBAO 06/13 3,75% 10/4/2011 ES0413211162 BANCO BILBAO VIZCAYA 11/23/2011 ES0413211170 BANCO BILBAO TF 1/18/2012 ES0413211188 BILBAO 07/12 4,125 2/6/2012 ES0413211204 BANCO BILBAO VIZCAYA 5/30/2011 ES0413211261 BANCO BILBAO TF 8/2/2011 ES0413211337 B.BILBAO TF 3% 10/9/2011 ES0413211345 BANCO BILBAO TF 1/18/2012 ES0413211352 BANCO BILBAO TF 10/7/2011 ES0413211428 BILBAO 11/16 TF 2/10/2012 ES0413440043 BANESTO SA 3,75% 2/23/2011 ES0413440050 BCO ESP. 04-14 4,25% 9/16/2011 ES0413440068 B.ESPANO.05-15 3,50% 1/27/2012 ES0413440076 BCO ESPANOL CRED TF 9/7/2011 ES0413440084 BANCO ESPANOL 2016 1/18/2012 ES0413440092 BCO ESPANOL DE CREDI 7/12/2011 ES0413440100 BCO ESP. 07/14 4,25 2/21/2011 ES0413440159 BCO ESPANOL TF 09/13 6/4/2011 ES0413440167 BANCO ESPANOL TF 2/28/2011 ES0413495005 SANTANDER TF 06/16 3/23/2011 ES0413679061 BANKINTER 09/14 11/13/2011 ES0413679079 BANKINTER TF 2,625% 4/9/2011 ES0413679111 BANKINTER TF 11/13 1/21/2012 ES0413770001 BANCO PASTOR TF 3/4/2011 ES0413770019 PASTOR 06/13 3,875% 9/20/2011 ES0413770092 BANCO PASTOR TF 3/17/2011 ES0413790009 BANCO POPULAR ESPAN 10/18/2011 ES0413790017 B.POP. ES 06/16 4% 10/18/2011

Security Description Payment Date FungibleES0413790058 BCO POP ESPANOL TF 6/16/2011 ES0413790074 BCO POP ESPANOL TF 4/9/2011 ES0413860000 BANCO DE SABADELL 4/29/2011 ES0413860026 B.SABADELL TF 05/15 6/15/2011 ES0413860034 BCO DE SABADELL TF 1/19/2012 ES0413860042 BCO SABADELL TF 5/10/2011 ES0413860067 BCO SABADELL TF 1/24/2012 ES0413860182 BCO DE SABADELL TF 1/20/2012 ES0413900020 B SANTANDER 03/13 4% 7/8/2011 ES0413900061 B.SANTANDER TF 4,5% 7/29/2011 ES0413900079 B.SANTADER TF 3,25% 2/7/2012 ES0413900103 B.SANTANDER TF 9/28/2011 ES0413900111 B ST ANDER 06/14 3,5 2/6/2012 ES0413900137 BCO SANTANDER TF 9/8/2011 ES0413900145 BCO SANTANDER TF 1/9/2012 ES0413900152 B.SANTANDER TF 07/13 5/6/2011 ES0413900178 BANCO SANTANDER TF 11/14/2011 ES0413900186 BANCO SANTANDER TF 5/27/2011 ES0413900202 B.SANTANDER TF 1/28/2012 ES0413900210 B.SANTANDER TF 10/17 4/6/2011 ES0414100026 BILBAO BIZKAIA KUTXA 9/29/2011 ES0414400079 CAJA DE AHORROS TF 10/22/2011 ES0414843146 CAJA DE AHORROS DE G 1/23/2012 ES0414950586 CAJA MADRID TF 3/1/2011 ES0414950610 CAJA MADRID TF 3/25/2011 ES0414950628 CAJA DE AHO.05-25 4% 2/3/2012 ES0414950636 CAJA MADR 05/15 3,5% 12/14/2011 ES0414950644 CAJA DE AHORRO TF 3/24/2011 ES0414950651 CAJA MADR 06/15 4,25 5/25/2011 ES0414950669 CAJA AHO 06/16 4,25% 7/5/2011 ES0414950693 CAJA 07/19 5% 6/28/2011 ES0414950727 CAJA MADR 08/11 FLR 5/8/2011 ES0414950776 CAJA MADRID TF 3,625 10/5/2011 ES0414970139 LA CAIXA BARC 5,25% 4/5/2011 ES0414970162 CAIXA D'ESTALVIS 11/21/2011 ES0414970188 CED HIPO 03/13 4,25% 10/31/2011 ES0414970212 CAJA DE AHORRO 2015 10/5/2011 ES0414970238 LA CAIXA 3,375% 2014 6/30/2011 ES0414970246 CAJA 06/21 3,625% 1/18/2012 ES0414970295 CAJA DE AHORROS TF 1/26/2012 ES0414970402 CAJA DE AHORRS TF 6/4/2011 ES0414970519 CAJA DE AHORROS TF 5/26/2011 ES0414970535 CAJA AHORROS 10/16 3/31/2011 ES0414970550 CAIXA D'ESTALVIS TF 4/29/2011 ES0414977357 CAJA AHORR VALENCIA 4/15/2011 ES0613211905 D.TTO PG BBVA ES0613900960 B.CO SANTANDER D.TTO ES0613900978 B.CO SANTANDER D.TTO ES0644580906 IBERDROLA SA RIGHTS ES0644580914 IBERDROLA SA RIGHTS ES0L01106175 SPAIN KINGD 10/11 ZC 6/17/2011 ES0L01107223 SPAIN KINGOM 2011 ZC 7/22/2011 EU000A0T4N87 EC 08/11 3,25 12/9/2011

Security Description Payment Date FungibleEU000A0VUCF1 EUROPEAN UNION 10/19 5/10/2011 EU000A1A1DJ5 EUROPEAN UNION TF 9/22/2011 EU000A1AKD47 EUROPEAN COMMUNITY 1/27/2012 FI0001005167 REP FIN 00-11 5.75% 2/23/2011 FI0001005407 FILAND REPUBLIC TF 7/4/2011 FI0001006165 REPUBLIC OF FINLAND 9/15/2011 FI0001006462 REPUBLIC OF FINLANDÑ 9/15/2011 FI0009000681 NOKIA ORD FI0009006829 SPONDA OYJ SHS FI0009007132 FORTUM SHS FI0009007835 METSO CORPORATION FR0000001646 ETF SPDR MSCI EURO I FR0000001687 STREETTRACKERS ETF FR0000001695 ETF SPDR MSCI INFO T FR0000001703 ETF SPDR MSCI FINANC FR0000001737 STREET.TR HEALTCARE FR0000001745 ETF SPDR EUR CON STA FR0000001752 ETF SPDR MSCI CONS D FR0000001778 ETF SPDR EUR INDUST FR0000001794 STREETTRACKERS MATER FR0000001810 ETF SPDR MSCI ENERGY FR0000001885 ETF SPDR MSCI EUROPE FR0000031122 AIR FRANCE - KLM FR0000038259 EUROFINS SHS FR0000044588 PROVIMI ORD FR0000045072 CREDIT AGRIC. BEARER FR0000054165 INFOSOURCES SA ORD. FR0000054900 TF1 ORD. FR0000064578 FONCIERE DES REGIONS FR0000066052 AVENIR TELECOM SHS FR0000073066 WAVECOM SA ORD. FR0000074130 NICOX SA ORD. FR0000076648 ELF AQUITTAINE FR0000079600 GAMELOFT COM SHS FR0000120073 AIR LIQUIDE FR0000120172 CARREFOUR BEARER SHS FR0000120198 ALSTOM ORD. FR0000120271 TOTAL FINA FR0000120321 L'OREAL BEARER SHS FR0000120354 VALLOUREC SHS FR0000120404 ACCOR FR0000120420 ELF AQUITAINE FR0000120503 BOUYGUES S.A. FR0000120529 SUEZ LYONNAISE FR0000120537 LAFARGE S.A. FR0000120578 SANOFI AVENTIS FR0000120628 AXA FR0000120644 DANONE FR0000120685 NATEXIS ORD SHS FR0000120693 PERNOD RICH SHS FR0000121014 LVMH FR0000121139 CASINO GUICH SHS FR0000121220 SODEXHO ALL. ORD.

Security Description Payment Date FungibleFR0000121261 MICHELIN SA AZ.REG.B FR0000121329 THALES ORD. FR0000121485 PPR FIN.SNC FR0000121501 PEUGEOT S.A. FR0000121667 ESSILOR INT SHS FR0000121881 HAVAS SHS FR0000121964 KLEPIERRE SA SHS FR0000121972 SCHNEIDER EL. ORD. FR0000124141 VIVENDI ENV. ORD. FR0000124711 UNIBAIL SHS FR0000125007 SAINT GOBAIN ORD FR0000125338 CAP GEMINI FR0000125486 VINCI FR0000125585 CASINO G.P. FR0000125924 AGF SA FR0000127771 VIVENDI COMPANY FR0000130007 ALCATEL-LUCENT FR0000130213 LAGARDERE S.C.A. SHS FR0000130338 VALEO FR0000130403 CHRISTIAN DIOR ORD. FR0000130577 PUBLICIS SHARE ORD FR0000130650 DASSAULT SYSTEMES FR0000130809 SOCIETE GENERALE FR0000131104 BNP PARIBAS FR0000131708 TECHNIP SHS FR0000131906 RENAULT SA FR0000133308 FRANCE TELECOM FR0000184202 CREDIT LYONNAIS FR0000184533 TECHNICOLOR SA FR0000186413 FRANCE R. 99/29 3,4 7/25/2011 FR0000187106 CAISSE NAT DES CAISS 10/30/2011 FR0000187361 REP.FRENCH 00-16 5 10/25/2011 FR0000187452 CAISSE NAT DES CAISS 2/28/2011 FR0000187635 FRANCE R. 01/32 5,75 10/25/2011 FR0000187700 CAISSE NAT DE CAISSE 6/29/2011 FR0000187874 FRANCE 01/11 5 10/25/2011 FR0000187932 CAISSE NAT DES CAISS 9/28/2011 FR0000187999 BNP PARIBAS TF 11/9/2011 FR0000188013 FRANCE OAT 02/12 TV 7/25/2011 FR0000188328 REP.FRENCH 03-12 5 4/25/2011 FR0000188385 CAISSE NAT DES CAISS 4/19/2011 FR0000188690 FRANCIA 02/12 4,75 10/25/2011 FR0000188799 FRANCE 02/32 3,15% 7/25/2011 FR0000188955 FRENCH REP 03/13 2,5 7/25/2011 FR0000188989 REP.FRENCH 03-13 4 4/25/2011 FR0000189151 FRANCE 03/19 4,25 4/25/2011 FR0000470387 CIF EUROMORTGAGES 10/11/2011 FR0000471930 FRANCE TELE 03/33 1/28/2012 FR0000471948 FRANCE TEL 3/13 7,25 1/28/2012 FR0000472326 GAZ DE FRANCE TF4,75 2/19/2011 FR0000472417 DEXIA 03/13 4,25 2/20/2011 FR0000474652 COMPAGNIE DE FINANC 5/16/2011 FR0000474975 VEOLIA 03/13 4,875% 5/28/2011

Security Description Payment Date FungibleFR0000474983 VEOLIA ENV-18 5,375% 5/28/2011 FR0000475741 GIE SUEZ 5,125% 15 6/24/2011 FR0000476087 LA POSTE 03/23 4,375 6/26/2011 FR0000485211 AF FR DEV 01/11 5,25 4/25/2011 FR0000485724 COMPAGNIE DE FINANC 3/2/2011 FR0000486706 CAISSE 01/16 FLR 7/25/2011 FR0000487159 GIE PSA 01/11 5,875 9/27/2011 FR0000488132 DEXIA MUNICIPAL TF 2/6/2012 FR0000488413 CASINO GUICHARD 6% 2/27/2011 FR0000488462 LOGGIAS 02/23 FLR 3/25/2011 FR0000488702 CAISSE REFINAN.TF 10/25/2011 FR0000494700 CAISSE CENTR CREDIT 4/25/2011 FR0000570731 OAT 6,5 25/04/11 4/25/2011 FR0000570780 OAT 8,50% 26/12/12 12/26/2011 FR0000570921 OAT 8,50% 25/10/19 10/25/2011 FR0000571044 OAT 8,25% 25/04/22 4/25/2011 FR0000571085 OAT 8,50% 25/04/23 4/25/2011 FR0000571135 FRANCE ZC 25/10/2025 10/25/2025 FR0000571150 OAT 6% 25/10/25 10/25/2011 FR0000571218 OAT 5,50% 25/04/29 4/25/2011 FR0004026250 BUSINESS OBJECTS FR0004036408 GENSET SA FR0004037430 SWAN SA FR0004042232 CEREP SA FR0004042364 ILOG FR0004048072 E.P.I. S.A. FR0004151314 ACTIVCARD FR0004152221 GLOBAL GRAPHICS FR0005175080 TRANSGENE SA FR0007052782 LYXOR ETF CAC 40 FR0007054358 LYXOR ETF DJ E.S. 50 FR0007056841 LYXOR ETF D.J.IND.AV FR0007063177 LYXOR ETF NASDAQ-100 FR0007075494 LYXOR ETF DJ GLOB.TI FR0007085501 LYXOR ETF MSCI EMU FR0010010827 LYXOR ETF S&P/MIB FR0010011130 REP.FRENCH 03-13 4 10/25/2011 FR0010014845 GIE 03/33 6% 9/19/2011 FR0010018275 CAISSE REFINANCEMENT 10/25/2011 FR0010028860 LYXOR ETF EUROMTS GL FR0010031138 CNCEP 06/XX 5,25 7/30/2011 FR0010034348 CIF ERUOMORTGAGE TF 12/10/2011 FR0010037234 LYXOR ETF EUROMTS 3 FR0010037242 LYXOR ETF EUROMTS 10 FR0010038984 FR TEL 04/12 4,625 1/23/2012 FR0010039149 COMAPAGNIE DE FINAN 1/29/2012 FR0010050559 FRANCE 04/20 2,25 7/25/2011 FR0010061242 REP.FRANCE 04/14 4 4/25/2011 FR0010068486 PPR TF 5,25% 3/29/2011 FR0010070060 FRANCE OAT 4,75%2035 4/25/2011 FR0010070805 ALCATEL 04/14 4/7/2011 FR0010075531 AUCHAN B.04/11 4,125 5/4/2011 FR0010089821 CIF EUROMORTGAGE TF 6/10/2011

Security Description Payment Date FungibleFR0010094375 FRANCE 04/11 1,6% 7/25/2011 FR0010094714 LVMH LG11 4,625 7/1/2011 FR0010099200 CASINO G-04/11 4,75% 7/21/2011 FR0010101824 COMPAGNIE FINANC TF 7/21/2011 FR0010112052 FRANCE 04/14 4 10/25/2011 FR0010129072 EASYETF EURO STOXX50 FR0010134379 CAISSE REFIN TF 10/25/2011 FR0010135525 FRANCE 04/15 FLR 7/25/2011 FR0010136309 CIF EUROMORTGAGE TF 12/1/2011 FR0010137554 CADES 04/19 FLR 7/25/2011 FR0010149880 ETF SPDR MSCI EUR SM FR0010154385 GROUPE CASINO 05/XX 4/20/2011 FR0010157297 COMPAGNIE FINANC TF 1/24/2012 FR0010161026 CRED AGR 05/XX 6% 2/4/2012 FR0010163329 CAISSE 05/15 3,625 4/25/2011 FR0010163543 FRANCE OAT 05/15 3,5 4/25/2011 FR0010168765 LYXOR ETF MSCI EMU G FR0010168773 LYXOR ETF MSCI EMU S FR0010168781 LYXOR ETF MSCI EMU V FR0010171975 FRANCE 05/55 4% 4/25/2011 FR0010174292 LYXOR ETF EUROMTS IN FR0010192997 FRANCE 05/21 3,75% 4/25/2011 FR0010203190 FONCIERS 05/15 FLR 6/14/2011 FR0010204073 LYXOR EAST EUR FR0010204081 LYXOR CHINA FR0010206276 VEOLIA 05/15 1,75% 6/17/2011 FR0010206284 LVMH 05/12 3,375% 6/22/2011 FR0010206334 VALEO TF 3,75% 05/13 6/24/2011 FR0010208488 GDF SUEZ SHS FR0010208660 PINAULT PRINTMPS 4% 1/29/2012 FR0010216481 FRANCE OAT 05/15 3 10/25/2011 FR0010220475 ALSTOM ORD SHS FR0010222224 LYXOR ETF EUROMTS 1 FR0010224337 SCHNEIDER 05/17 4,00 8/11/2011 FR0010230516 EASYETF DJ EUROSTOXX FR0010231357 DEXIA M 05/15 3,125% 9/15/2011 FR0010235176 FRANCE 05/17 1% 7/25/2011 FR0010242511 EDF SHS FR0010245514 LYXOR ETFJAPAN TOPIX FR0010245555 FR.TEL.05/15 3,625 10/14/2011 FR0010247577 FCC PROUDREED TV 2/18/2011 FR0010249763 CAISSE 05/13 4/25/2011 FR0010251421 DEXIA 05/XX 4,30 11/18/2011 FR0010251496 FCC ODYSSEUS TV 5/15/2011 FR0010251744 LYXOR INT AM LYXOR FR0010257683 CIF 06/13 3,625% 3/25/2011 FR0010257873 CARREFOUR SA 3,625% 5/6/2011 FR0010261198 LYXOR ETF MSCI EUROP FR0010261388 VEOLIA 4% 05-2016 2/12/2012 FR0010261396 VEOLIA 05/20 4,375% 12/11/2011 FR0010261495 CAISSE DE REFINANCEM 4/25/2011 FR0010270033 LYXOR ETF COMMODITIE FR0010271148 COMP.FINANCEMENT TF 1/18/2012

Security Description Payment Date FungibleFR0010276923 EASY ETF SOV.EXTRA S FR0010276949 EASY ETF SOV. GLOBAL FR0010276964 EASY ETF SOV.LONG FR0010288357 FRANCE 06/16 3,25% 4/25/2011 FR0010289496 VINCI TF 06/XXXX 11/13/2011 FR0010296061 LYXOR ETF MSCI USA FR0010312124 LYXOR INT ETF ASIA P FR0010313833 ARKEMA FR0010315770 LYXOR ETF INT WORLD FR0010326140 LYXOR ETF RUSSIA FR0010326256 LYXOR ETF TURKEY FR0010326942 RENAULT SAS TF 5/24/2011 FR0010326975 BOUYGUES TF 4,75% 5/24/2011 FR0010327007 COFIROUTE 06/21 5% 5/24/2011 FR0010333385 CIE DE SAINT GOBAIN 5/31/2011 FR0010344630 LYXOR ETF AUTOMOBILE FR0010344796 LYXOR ETF TECHNOLOGY FR0010344812 LYXOR ETF TELECOMMUN FR0010344838 LYXOR ETF TRAVEL & L FR0010344853 LYXOR ETF UTILITIES FR0010344861 LYXOR ETF FOOD BEVER FR0010344879 LYXOR ETF HEALTHCARE FR0010344887 LYXOR ETF IND.GOODS FR0010344903 LYXOR ETF INSURANCE FR0010344929 LYXOR ETF MEDIA FR0010344960 LYXOR ETF DJSTOXX600 FR0010344978 LYXOR ETF PERSONAL FR0010344986 LYXOR ETF RETAIL FR0010345181 CAISSE 06/18 4% 4/25/2011 FR0010345363 LYXOR ETF FIN.SERVIC FR0010345371 LYXOR ETF BANKS FR0010345389 LYXOR ETF BASIC RES. FR0010345470 LYXOR ETF CHEMICALS FR0010345504 LYXOR ETF CONTRUCTIO FR0010346205 LYXOR ETF COMMODIT. FR0010359661 HSBC FRANCE 06/11 5/2/2011 FR0010359802 OPERA FRANCE ONE FCC 5/15/2011 FR0010361675 LYXOR ETF HONG KONG FR0010361683 LYXOR ETF MSCI INDIA FR0010361691 LYXOR ETF KOREA FR0010368506 LYXOR SG ETF LEVER D FR0010369306 DEXIA MUNICIPAL TF 3/12/2011 FR0010369413 AIR FR 06/14 4,75% 1/22/2012 FR0010369637 VIVENDI 06/11 4/3/2011 FR0010371401 FRANCE 06/38 4% 10/25/2011 FR0010378604 LYXOR ETF STOXX SEL. FR0010385625 FCC ALLIANCE CL A 20 2/25/2011 FR0010385906 CIF EUROMORTG TF 4% 10/25/2011 FR0010389205 LYXOR ETF BUYWRITE FR0010394437 LA POSTE 06/21 4,25 11/8/2011 FR0010397554 LYXOR ETF MSCI MALAY FR0010397927 VEOLIA 4,375% 06/17 1/16/2012 FR0010398115 DEXIA 06/16 3,875 11/24/2011

Security Description Payment Date FungibleFR0010398164 HSBC FRANCE TV 3/6/2011 FR0010398271 PERN RIC 06/13 4,625 12/6/2011 FR0010398347 BNP 06/11 3,75% 12/13/2011 FR0010400770 LYXOR ETF FTSE RAFI FR0010400804 LYXOR ETF FTSE RAFI FR0010405431 LYXOR ETF GREECE FR0010407197 LYXOR ETF PRIVEX FR0010408799 LYXOR ETF BRAZIL FR0010410266 LYXOR ETF LATIN AMER FR0010411413 LYXOR EUROMTS 5-7Y FR0010411439 LYXOR EUROMTS 7-10Y FR0010415331 FRANCE OAT 7/17 3,75 4/25/2011 FR0010422600 COMPAGNIE FIN 07/12 10/25/2011 FR0010422618 COMPAGNIE DE FIN TF 10/25/2011 FR0010424143 LYXOR ETF BEAR DJ FR0010427336 CW SG S-P MIB C FR0010429068 LYXOR ETF EMERGING FR0010431783 CW SG FUTURE C FR0010431825 CW SG FUTURE C FR0010431841 CW SG FUTURE P FR0010431866 CW SG FUTURE P FR0010432286 CW SG ORO C FR0010432294 CW SG ORO C FR0010432302 CW SG ORO P FR0010432310 CW SG ORO P FR0010438127 LYXOR ETF FTSE 100 FR0010444786 LYXOR ETF MSCI TAIWA FR0010446146 LIXOR ETF EAR FR0010446641 SGAM ETF FLEXIBLE S& FR0010446658 LYXOR ETF LEVER. FR0010446666 LYXOR ETF XBEAR FR0010447367 FRENCH REPUBLIC 1,8% 7/25/2011 FR0010455626 CASINO GUICHARD4,875 4/10/2011 FR0010464321 COMPAGNIE DE FINANC 4/25/2011 FR0010464446 LYXOR ETF STH AFR FR0010466938 FRANCE 07/23 4,25% 10/25/2011 FR0010468983 LYXOR LEVERAGED FR0010471995 CW SG FUTURE C FR0010474239 VEOLIA 07/22 5,125% 5/24/2011 FR0010476515 JP MORGAN EMU FUND FR0010479717 BNPARIBAS TF 07/14 5/30/2011 FR0010481093 LYXOR INT AM ETF FR0010489450 LYXOR ETF JAPAN FR0010489831 COMPAGNIE DE FINANCE 6/25/2011 FR0010491720 AUTOROUT 07/22 5,625 7/4/2011 FR0010500298 CM CIC COVERED BOND 7/17/2011 FR0010500744 AIR LIQ. 07/17 5,25 7/18/2011 FR0010510800 LYXOR ETF EUR CASH FR0010517417 FRANCE 07/17 4,25% 10/25/2011 FR0010524777 LYXOR ENERGY ETF FR0010526178 SCHNEIDER ELECTRIC 1/8/2012 FR0010526988 CDFF 07/13 4,5% 1/9/2012 FR0010527275 LYXOR WATER ETF

Security Description Payment Date FungibleFR0010532762 COMPAGNIE DE FINANC 9/23/2011 FR0010533414 GROUPAMA TF 6,298% 10/22/2011 FR0010539684 CIF EUROMORTGAGE TF 4/26/2011 FR0010539734 DEXIA MUNICIPAL AG 11/13/2011 FR0010540690 LYXOR WISE QUANT ETF FR0010541946 COMPAGNIE DE FINANCE 11/19/2011 FR0010561183 JPMORGAN ETF 1-3Y FR0010561225 JPMORGAN ETF 3-5Y FR0010561241 JPMORGAN ETF 5-7Y FR0010561258 JPMORGAN ETF 7-10Y FR0010561365 JPMORGAN ETF GBI US FR0010574236 BANQUES POP TF 08/13 1/29/2012 FR0010581520 DEX 08/13 4,125% 6/5/2011 FR0010584755 CW SG FTSE/MIB C FR0010584763 CW SG FTSE/MIB C FR0010585901 FRENCH REPUBBLIC 2.1 7/25/2011 FR0010589101 LYXOR ETF SHORT STRA FR0010591578 CAISS 08/17 4,50% 10/25/2011 FR0010602920 CASINO 08/13 6,375% 4/4/2011 FR0010604983 FRENCH REP 08/18 4% 4/25/2011 FR0010611491 DEXIA MUNICIP TF 4/27/2011 FR0010613471 SUEZ ENVIRONNEMENT FR0010614081 COMP FINAN DU CREDIT 5/9/2011 FR0010616300 EASYETF S&P 100 FR0010616656 EASYETF S-BOX BNP FR0010618199 CW SG FTSE/MIB C FR0010618207 CW SG FTSE/MIB C FR0010622753 BNP 08/13 4,75% 5/28/2011 FR0010626960 DEXIA MUNICIPAL TF 6/6/2011 FR0010627984 SOCIETE GENERALE TF 6/6/2011 FR0010636464 LYXOR ETF PAN AFRICA FR0010636530 EASYETF DJ SOUTH KOR FR0010636589 EASYETF FTSE XINHUA FR0010646273 AUTO ABS CL A 2/18/2011 FR0010652867 LYXOR ETF MSCI APEX FR0010654913 AMUNDI ETF DOW JONES FR0010655688 AMUNDI ETF MSCI EMU FR0010655696 AMUNDI ETF MSCI EURO FR0010655712 AMUNDI ETF MSCI GERM FR0010655720 AMUNDI ETF MSCI ITAL FR0010660043 RTE EDF TRANSPORT TF 9/12/2011 FR0010661785 CW SG FTSE/MIB C FR0010661801 CW SG FTSE/MIB C FR0010687194 HOPITAUX 08/21 4,92% 11/12/2011 FR0010688168 AMUNDI ETF EUR CONSU FR0010688176 AMUNDI ETF EUR BANKS FR0010688184 AMUNDI ETF EUR CONSU FR0010688192 AMUNDI ETF EUROP HEL FR0010688218 AMUNDI ETF EUROP IND FR0010688226 AMUNDI ETF EUROP INS FR0010688234 AMUNDI ETF UTILITIES FR0010688242 AMUNDI ETF MSCI JAPA FR0010688275 AMUNDI ETF MSCI USA

Security Description Payment Date FungibleFR0010689695 EASYETF DJ EUROSTOXX FR0010693804 COLLECTIVES 08/28 TV 12/19/2011 FR0010697516 CALAIS 08/23 4,411% 12/22/2011 FR0010698050 CW SG BRENT C FR0010698068 CW SG BRENT C FR0010698076 CW SG BRENT C FR0010698084 CW SG BRENT P FR0010698100 CW SG BRENT P FR0010698118 CW SG BRENT P FR0010698167 CW SG ORO C FR0010698175 CW SG ORO C FR0010698183 CW SG ORO P FR0010698209 CW SG ORO P FR0010709261 GDF 09/12 1/16/2012 FR0010709386 BNP PARIBAS TF 1/15/2012 FR0010713669 AMUNDI ETF MSCI PACI FR0010713727 AMUNDI ETF MSCI INDI FR0010713735 AMUNDI ETF EUR TELEC FR0010713768 AMUNDI ETF EUROPE IT FR0010713784 AMUNDI ETF MSCI CHIN FR0010714196 VIVENDI 09/14 FLR 1/23/2012 FR0010717074 AMUNDI ETF MSCI EAST FR0010717785 CREDIT AGRICOLE TF 1/29/2012 FR0010718338 CSE A DE-AP12 2,625% 4/25/2011 FR0010718346 CASINO 09/12 FLR 8/9/2011 FR0010718841 AMUNDI ETF EONIA FR0010720045 ACCOR 09/14 7,50% 2/4/2012 FR0010725069 CW SG FTSE/MIB C FR0010734244 SFEF 09/12 3/10/2011 FR0010737544 LYXOR ETF EURO CORPO FR0010741579 CW SG FTSE/MIB C FR0010741603 CW SG FTSE/MIB C FR0010741637 CW SG FTSE/MIB P FR0010741652 CW SG FTSE/MIB P FR0010741660 CW SG GENERALI C FR0010741686 CW SG FTSE/MIB P FR0010741694 CW SG FTSE/MIB C FR0010741710 CW SG FTSE/MIB C FR0010741728 CW SG GENERALI C FR0010741769 CW SG FTSE/MIB C FR0010741793 CW SG FTSE/MIB P FR0010741827 CW SG FTSE/MIB P FR0010741843 CW SG FTSE/MIB P FR0010741983 CW SG ENEL C FR0010742346 CW SG UNICREDIT C FR0010742361 CW SG ENI C FR0010742379 CW SG TELECOM C FR0010742387 CW SG UNICREDIT C FR0010742395 CW SG ENEL C FR0010742403 CW SG TELECOM C FR0010742445 CW SG ENI C FR0010742569 CW SG INTSPAOLO C FR0010742577 CW SG INTSPAOLO C

Security Description Payment Date FungibleFR0010742668 CW SG 1+1 FIAT C FR0010742676 CW SG 1+1 FIAT C FR0010744987 PPR 09/14 4/3/2011 FR0010745695 SOC.FINANC TF 09/14 4/7/2011 FR0010745984 SUEZ 09/14 FLR 4/8/2011 FR0010746008 AUCHAN 09/19 6% 4/15/2011 FR0010746016 AUCHAN 09/15 FLR 4/15/2011 FR0010747402 CW SG BRENT C FR0010747584 CW SG BRENT C FR0010747592 CW SG BRENT C FR0010747600 CW SG BRENT P FR0010747618 CW SG BRENT C FR0010747626 CW SG BRENT C FR0010747634 CW SG BRENT C FR0010747642 CW SG BRENT C FR0010747659 CW SG BRENT P FR0010747667 CW SG BRENT P FR0010747675 CW SG BRENT P FR0010747741 CW SG ORO C FR0010747758 CW SG ORO C FR0010747766 CW SG ORO C FR0010747774 CW SG ORO P FR0010747782 CW SG ORO P FR0010747790 CW SG ORO C FR0010747808 CW SG ORO C FR0010747816 CW SG ORO C FR0010747824 CW SG ORO P FR0010748731 REGION ILE DE FRANCE 4/23/2011 FR0010749598 COMPAGNIE FINANCIERE 4/22/2011 FR0010750489 VEOLIA 09/19 6,75% 4/24/2011 FR0010750497 VEOLIA 09/14 4/24/2011 FR0010753459 ACCOR 09/13 5/6/2011 FR0010754119 AMUNDI ETF CORPORATE FR0010754127 AMUNDI ETF EURO INFL FR0010754135 AMUNDI ETF GOVT 1-3 FR0010754143 AMUNDI ETF GOVT10-15 FR0010754168 AMUNDI ETF GOVT 3-5 FR0010754176 AMUNDI ETF GOVT 5-7 FR0010754184 AMUNDI ETF GOVT 7-10 FR0010754192 AMUNDI ETF GOVT BOND FR0010754200 AMUNDI ETF CASH 3 M FR0010755611 AMUNDI ETF LEVER USA FR0010756072 AMUNDI ETF LEVERAGED FR0010756080 AMUNDI ETF LEVERAGE FR0010756098 AMUNDI ETF MSCI WORL FR0010756114 AMUNDI ETF MSCI WORL FR0010757153 CW SG FTSE/MIB C FR0010757161 CW SG FTSE/MIB P FR0010757195 CW SG FTSE/MIB C FR0010757203 CW SG FTSE/MIB P FR0010757211 CW SG FTSE/MIB C FR0010757229 CW SG FTSE/MIB C FR0010757237 CW SG FTSE/MIB P

Security Description Payment Date FungibleFR0010757245 CW SG FTSE/MIB P FR0010757781 AMUNDI ETF SHORT DOW FR0010758391 CASINO GUICH 09/13 4/4/2011 FR0010758599 COMPAGNIE DE FINANC 5/25/2011 FR0010758953 BNP PARIBAS TF 09/12 5/22/2011 FR0010762385 BANQUE POPULAIRES 6/5/2011 FR0010763524 CW SG GENERALI C FR0010764027 CW SG 1+1 FIAT C FR0010764118 CW SG INTSPAOLO C FR0010764233 CW SG UNICREDIT C FR0010765354 AIR LIQ 09/15 6/3/2011 FR0010766295 EURAZEO 09/14 6,25 6/10/2011 FR0010766329 PERNOD 09/15 6/15/2011 FR0010767194 BNPARIBAS 09/14 6/16/2011 FR0010770529 CIF EUROMORTGAGE 12/19/2011 FR0010772582 PARIS VILLE DE TBF 6/29/2011 FR0010772988 SOCIETE DE FINANCEM 6/30/2011 FR0010773697 CASINO 09/15 1/30/2012 FR0010775486 DEXIA NUNICIPAL 7/8/2011 FR0010776161 FRENCH REPUBLIC TF 10/25/2011 FR0010776351 SOCIETE GENERALE TF 7/7/2011 FR0010780452 PEUGEOT 09/14 8,375 7/15/2011 FR0010780494 SOC.DE FINANCEM TV 4/16/2011 FR0010780528 SUEZ 09/24 7/22/2011 FR0010781047 CREDIT AGRICOLE TF 7/21/2011 FR0010781625 CW SG BRENT C FR0010781633 CW SG BRENT C FR0010781641 CW SG BRENT C FR0010781658 CW SG BRENT C FR0010781666 CW SG BRENT C FR0010781674 CW SG BRENT C FR0010781690 CW SG BRENT C FR0010781708 CW SG BRENT P FR0010781716 CW SG BRENT P FR0010781740 CW SG ORO C FR0010781757 CW SG ORO C FR0010781765 CW SG ORO C FR0010781773 CW SG ORO P FR0010781781 CW SG ORO P FR0010784009 BNPARIBAS HOME TV 7/23/2011 FR0010791137 AMUNDI ETF EUR MATER FR0010791145 AMUNDI ETF WORLD ENE FR0010791152 AMUNDI ETF WORLD FIN FR0010791160 AMUNDI ETF REAL ESTA FR0010791186 AMUNDI ETF SHORT MSC FR0010791194 AMUNDI ETF SHORT MSC FR0010799221 CW SG FTSE MIB C FR0010799239 CW SG FTSE MIB P FR0010799247 CW SG FTSE MIB C FR0010799254 CW SG FTSE MIB P FR0010799262 CW SG FTSE MIB C FR0010799270 CW SG FTSE MIB C FR0010799288 CW SG FTSE MIB P

Security Description Payment Date FungibleFR0010799403 CW SG ENI P FR0010799502 CW SG GENERALI P FR0010799643 CW SG 1+1 FIAT C FR0010799668 CW SG 1+1 FIAT P FR0010799700 CW SG TELECOM IT P FR0010800185 CW SG ENEL C FR0010800193 CW SG ENEL P FR0010800284 CW SG ENI C FR0010800417 CW SG UNICREDIT C FR0010800425 CW SG UNICREDIT C FR0010801068 DEXIA MUNICIPAL TF 9/16/2011 FR0010801761 ASTOM 09/14 9/23/2011 FR0010806612 CW SG FTSE MIB C FR0010806620 CW SG FTSE MIB C FR0010806638 CW SG FTSE MIB C FR0010806646 CW SG FTSE MIB P FR0010806653 CW SG FTSE MIB P FR0010806661 CW SG FTSE MIB C FR0010806679 CW SG FTSE MIB C FR0010806687 CW SG FTSE MIB C FR0010806695 CW SG FTSE MIB P FR0010806703 CW SG FTSE MIB P FR0010806745 RALLYE 09/15 8,375 1/20/2012 FR0010807917 BNPARIBAS TF 09/12 10/1/2011 FR0010808071 LEGARDERE 09/14 10/6/2011 FR0010809236 RENAULT 09/14 6% 10/13/2011 FR0010812784 CW SG FUTURE P FR0010812792 CW SG FUTURE C FR0010812800 CW SG FUTURE P FR0010812859 CW SG ORO C FR0010812867 CW SG ORO C FR0010812875 CW SG ORO P FR0010814236 LYXOR ETF EURO CORP. FR0010814434 CRED AGR 09/XX 10/26/2011 FR0010814459 AIR FRANCE KLM 09/16 10/27/2011 FR0010814558 BPCE 09/PERP. 9,25 4/22/2011 FR0010815464 GROUPAM SA 09/39 10/27/2011 FR0010815472 RALLYE SA 09/16 11/4/2011 FR0010817007 CW SG FTSE MIB C FR0010817023 CW SG FTSE MIB C FR0010817049 CW SG FTSE MIB C FR0010820258 LYXOR ETF EUROMTS AA FR0010821298 C.DE FINANC FONCIER 2/17/2011 FR0010821728 AMUNDI ETF GSCI LE FR0010821736 AMUNDI ETF GSCI AGRI FR0010821744 AMUNDI ETF GSCI META FR0010821777 AMUNDI ETF GSCI NON FR0010821793 AMUNDI ETF MSCI BRAZ FR0010821819 AMUNDI ETF MSCI EURO FR0010821850 AMUNDI ETF SHORT GOV FR0010821876 AMUNDI EFT GOVT 1-3 FR0010821926 CW SG GENERALI P FR0010821959 CW SG GENERALI C

Security Description Payment Date FungibleFR0010821967 CW SG GENERALI C FR0010821975 CW SG GENERALI P FR0010822205 CW SG INTSPAOLO P FR0010822239 CW SG INTSPAOLO C FR0010822247 CW SG 1+1 FIAT C FR0010822270 CW SG 1+1 FIAT P FR0010822304 CW SG 1+1 FIAT C FR0010822312 CW SG 1+1 FIAT C FR0010822338 CW SG 1+1 FIAT C FR0010822353 CW SG 1+1 FIAT P FR0010822379 CW SG 1+1 FIAT P FR0010822668 CW SG ENEL C FR0010822692 CW SG ENEL C FR0010822700 CW SG ENEL P FR0010822791 CW SG INTSPAOLO C FR0010822817 CW SG TELECOM C FR0010822833 CW SG INTSPAOLO C FR0010822858 CW SG INTSPAOLO P FR0010823039 CW SG ENI C FR0010823047 CW SG TELECOM P FR0010823054 CW SG ENI C FR0010823070 CW SG ENI P FR0010823260 CW SG UNICREDIT P FR0010823278 CW SG UNICREDIT C FR0010823286 CW SG UNICREDIT C FR0010823294 CW SG UNICREDIT C FR0010823302 CW SG UNICREDIT P FR0010823385 AMUNDI ETF GOV 10-15 FR0010823401 AMUNDI ETF GOVT 3-5 FR0010823443 AMUNDI ETF GOVT 5-7 FR0010823450 AMUNDI ETF GOVT 7-10 FR0010827378 WARR FONC. DES REG. FR0010827626 CIF EUROMORTGAGE 4/30/2011 FR0010830398 BPCE 09/12 2,625 12/7/2011 FR0010833541 LYXOR ETF MSCI AC AS FR0010833558 LYXOR ETF MSCI EUROP FR0010833566 LYXOR ETF MSCI USA R FR0010833574 LYXOR ETF MSCI WORLD FR0010835272 CERT SG FTSE MIB C FR0010835280 CERT SG FTSE MIB C FR0010835298 CERT SG FTSE MIB C FR0010835322 CERT SG FTSE MIB C FR0010835330 CERT SG FTSE MIB C FR0010835348 CERT SG FTSE MIB C FR0010835355 CERT SG FTSE MIB C FR0010835363 CERT SG FTSE MIB C FR0010835371 CERT SG FTSE MIB P FR0010835389 CERT SG FTSE MIB P FR0010835397 CERT SG FTSE MIB P FR0010835405 CERT SG FTSE MIB P FR0010835413 CERT SG FTSE MIB P FR0010835421 CERT SG FTSE MIB P FR0010835439 CERT SG FTSE MIB C

Security Description Payment Date FungibleFR0010835447 CERT SG FTSE MIB C FR0010835454 CERT SG FTSE MIB C FR0010835462 CERT SG FTSE MIB C FR0010835470 CERT SG FTSE MIB C FR0010835488 CERT SG FTSE MIB C FR0010835496 CERT SG FTSE MIB C FR0010835504 CERT SG FTSE MIB C FR0010835512 CERT SG FTSE MIB P FR0010835520 CERT SG FTSE MIB P FR0010835538 CERT SG FTSE MIB P FR0010835553 CERT SG FTSE MIB P FR0010835561 CERT SG FTSE MIB P FR0010835587 CERT SG FTSE MIB P FR0010835611 CERT SG FTSE MIB C FR0010835629 CERT SG FTSE MIB C FR0010835637 CERT SG FTSE MIB C FR0010835645 CERT SG FTSE MIB C FR0010835652 CERT SG FTSE MIB C FR0010835660 CERT SG FTSE MIB C FR0010835678 CERT SG FTSE MIB C FR0010835686 CERT SG FTSE MIB C FR0010835694 CERT SG FTSE MIB P FR0010835702 CERT SG FTSE MIB P FR0010835728 CERT SG FTSE MIB P FR0010835736 CERT SG FTSE MIB P FR0010835744 CERT SG FTSE MIB P FR0010835751 CERT SG FTSE MIB P FR0010835769 CERT SG FTSE MIB C FR0010835777 CERT SG FTSE MIB C FR0010835785 CERT SG FTSE MIB C FR0010835793 CERT SG FTSE MIB C FR0010835801 CERT SG FTSE MIB C FR0010835819 CERT SG FTSE MIB C FR0010835827 CERT SG FTSE MIB C FR0010835835 CERT SG FTSE MIB C FR0010835843 CERT SG FTSE MIB P FR0010835850 CERT SG FTSE MIB P FR0010835876 CERT SG FTSE MIB P FR0010835884 CERT SG FTSE MIB P FR0010835892 CERT SG FTSE MIB P FR0010835900 CERT SG FTSE MIB P FR0010835918 CERT SG FTSE MIB C FR0010835926 CERT SG FTSE MIB C FR0010835934 CERT SG FTSE MIB C FR0010835942 CERT SG FTSE MIB C FR0010835959 CERT SG FTSE MIB C FR0010835967 CERT SG FTSE MIB C FR0010835975 CERT SG FTSE MIB C FR0010835983 CERT SG FTSE MIB C FR0010835991 CERT SG FTSE MIB P FR0010836007 CERT SG FTSE MIB P FR0010836015 CERT SG FTSE MIB P FR0010836023 CERT SG FTSE MIB P

Security Description Payment Date FungibleFR0010836031 CERT SG FTSE MIB P FR0010836049 CERT SG FTSE MIB P FR0010836056 CERT SG FTSE MIB C FR0010836064 CERT SG FTSE MIB C FR0010836072 CERT SG FTSE MIB C FR0010836080 CERT SG FTSE MIB C FR0010836098 CERT SG FTSE MIB P FR0010836106 CERT SG FTSE MIB C FR0010836114 CERT SG FTSE MIB C FR0010836130 CERT SG FTSE MIB C FR0010836148 CERT SG FTSE MIB C FR0010836155 CERT SG FTSE MIB P FR0010838623 CERT SG BRENT C FR0010838631 CERT SG BRENT P FR0010838649 CERT SG BRENT C FR0010838656 CERT SG BRENT C FR0010838672 CERT SG BRENT P FR0010838680 CERT SG BRENT C FR0010838698 CERT SG BRENT C FR0010838706 CERT SG BRENT C FR0010838714 CERT SG BRENT P FR0010838771 CERT SG ORO C FR0010838789 CERT SG ORO P FR0010838797 CERT SG ORO C FR0010838805 CERT SG ORO P FR0010838813 CERT SG ORO P FR0010838821 CERT SG ORO C FR0010838839 CERT SG ORO P FR0010838847 CERT SG ORO P FR0010839084 CERT SG UNICREDIT P FR0010843375 BNPPARIBAS TF 2017 1/12/2012 FR0010844423 CM-CIC COVERED BOND 1/21/2012 FR0010849117 COMP FIN FONCIER TF 1/25/2012 FR0010851337 CREDIT AGRICOLE TF 1/29/2012 FR0010851519 CW SG S-P 500 C FR0010852707 GCE COVERED TF 2/4/2012 FR0010854182 OAT3.5%AP20 4/25/2011 FR0010857672 CAISSE DE REFINAN TF 2/19/2011 FR0010857946 CM CIC TF 10/17 4/25/2011 FR0010861674 CW SG FTSE MIB C FR0010861682 CW SG FTSE MIB P FR0010861690 CW SG FTSE MIB P FR0010861708 CW SG FTSE MIB C FR0010861716 CW SG FTSE MIB C FR0010861724 CW SG FTSE MIB C FR0010861732 CW SG FTSE MIB P FR0010861757 CW SG FTSE MIB P FR0010861765 CW SG FTSE MIB P FR0010861773 CW SG FTSE MIB C FR0010861781 CW SG FTSE MIB P FR0010861799 CW SG FTSE MIB C FR0010861807 CW SG FTSE MIB C FR0010861815 CW SG FTSE MIB P

Security Description Payment Date FungibleFR0010861823 CW SG ATLANTIA C FR0010861831 CW SG FTSE MIB C FR0010861849 CW SG FTSE MIB P FR0010861856 CW SG FTSE MIB C FR0010861864 CW SG FTSE MIB P FR0010861872 CW SG FTSE MIB P FR0010861880 CW SG FTSE MIB C FR0010861898 CW SG FTSE MIB C FR0010861906 CW SG FTSE MIB C FR0010861914 CW SG FTSE MIB C FR0010861922 CW SG FTSE MIB P FR0010861930 CW SG FTSE MIB C FR0010861948 CW SG ATLANTIA C FR0010861955 CW SG FTSE MIB C FR0010861963 CW SG FTSE MIB C FR0010861971 CW SG ATLANTIA C FR0010861989 CW SG FTSE MIB C FR0010861997 CW SG FTSE MIB C FR0010862003 CW SG FTSE MIB C FR0010862011 CW SG FTSE MIB P FR0010862029 CW SG BMPS C FR0010862037 CW SG FTSE MIB P FR0010862045 CW SG FTSE MIB P FR0010862052 CW SG FTSE MIB C FR0010862060 CW SG FTSE MIB P FR0010862078 CW SG FTSE MIB C FR0010862086 CW SG FTSE MIB P FR0010862094 CW SG BMPS C FR0010862102 CW SG FTSE MIB P FR0010862110 CW SG BPM C FR0010862128 CW SG FTSE MIB P FR0010862136 CW SG FTSE MIB P FR0010862144 CW SG FTSE MIB C FR0010862151 CW SG FTSE MIB P FR0010862169 CW SG BPM C FR0010862177 CW SG FTSE MIB C FR0010862185 CW SG FTSE MIB C FR0010862193 CW SG 1+1 FIAT C FR0010862201 CW SG 1+1 FIAT P FR0010862219 CW SG FTSE MIB P FR0010862227 CW SG FTSE MIB C FR0010862243 CW SG FTSE MIB C FR0010862250 CW SG FTSE MIB C FR0010862268 CW SG FTSE MIB C FR0010862284 CW SG FTSE MIB P FR0010862292 CW SG FINMECC C FR0010862300 CW SG FTSE MIB P FR0010862318 CW SG FTSE MIB C FR0010862326 CW SG FTSE MIB C FR0010862334 CW SG FINMECC C FR0010862342 CW SG FTSE MIB P FR0010862359 CW SG FTSE MIB C FR0010862367 CW SG FTSE MIB P

Security Description Payment Date FungibleFR0010862375 CW SG FTSE MIB C FR0010862383 CW SG FTSE MIB C FR0010862391 CW SG FTSE MIB P FR0010862409 CW SG FTSE MIB C FR0010862417 CW SG FTSE MIB C FR0010862425 CW SG FTSE MIB C FR0010862433 CW SG FINMECC P FR0010862441 CW SG FTSE MIB P FR0010862474 CW SG FTSE MIB P FR0010862490 CW SG FTSE MIB C FR0010862508 CW SG MEDIASET C FR0010862516 CW SG MEDIASET C FR0010862524 CW SG FTSE MIB P FR0010862532 CW SG FTSE MIB C FR0010862540 CW SG FTSE MIB P FR0010862557 CW SG MEDIOBANC C FR0010862565 CW SG FTSE MIB P FR0010862573 CW SG MEDIOBANC C FR0010862599 CW SG MEDIOLANUM C FR0010862607 CW SG MEDIOLANUM C FR0010862623 CW SG SAIPEM C FR0010862631 CW SG SAIPEM C FR0010862649 CW SG SAIPEM P FR0010862680 CW SG SNAM RG C FR0010862698 CW SG SNAM RG C FR0010862714 CW SG TELECOM C FR0010862771 CW SG TENARIS C FR0010862789 CW SG TENARIS C FR0010862805 CW SG TENARIS C FR0010862946 CW SG TENARIS P FR0010862953 CW SG TENARIS P FR0010862961 CW SG TENARIS P FR0010862995 CW SG TERNA C FR0010863001 CW SG TERNA C FR0010863043 CW SG UNICREDIT C FR0010863076 CW SG APPLE C FR0010863118 CW SG CITIGROUP C FR0010863142 CW SG GOLDMAN C FR0010863167 CW SG GOOGLE C FR0010863183 CW SG JPMORGAN C FR0010863217 CW SG MICROSOFT C FR0010863233 CW SG YAHOO C FR0010863282 CW SG ARCE+APE C FR0010863308 CW SG BNPARIBAS C FR0010863332 CW SG DEUTSCHE C FR0010863357 CW SG E.ON C FR0010863381 CW SG NOKIA C FR0010863399 CW SG NOKIA C FR0010863415 CW SG SANOFI C FR0010863423 CW SG STM C FR0010863431 CW SG STM C FR0010863449 CW SG STM P FR0010863464 CW SG TOTAL C

Security Description Payment Date FungibleFR0010869495 LYXOR ETF DAILY SHOR FR0010869529 LYXOR ETF EUROST.50 FR0010869578 LYXOR ETF DAILY DOUB FR0010871541 RENAULT 10/17 5,625% 3/22/2011 FR0010874115 RALLYE 10/14 5,875 3/24/2011 FR0010874354 CW SG DJIA C FR0010874362 CW SG DJIA C FR0010874370 CW SG DJIA P FR0010874388 CW SG DJIA C FR0010874396 CW SG DJIA C FR0010874404 CW SG DJIA P FR0010874420 CW SG NASDAQ C FR0010874438 CW SG NASDAQ C FR0010874446 CW SG NASDAQ P FR0010874453 CW SG NASDAQ C FR0010874461 CW SG NASDAQ C FR0010874479 CW SG NASDAQ P FR0010874511 CW SG NIKKEI 225 C FR0010874529 CW SG NIKKEI 225 C FR0010874537 CW SG NIKKEI 225 P FR0010874552 CW SG S&P 500 C FR0010874560 CW SG S&P 500 C FR0010874578 CW SG S&P 500 P FR0010874610 CW SG DAX C FR0010874628 CW SG DAX C FR0010874636 CW SG DAX P FR0010874644 CW SG DAX C FR0010874651 CW SG DAX C FR0010874669 CW SG DAX P FR0010874693 CW SG DJ EURO C FR0010874701 CW SG DJ EURO C FR0010874719 CW SG DJ EURO P FR0010874727 CW SG DJ EURO C FR0010874735 CW SG DJ EURO C FR0010874743 CW SG DJ EURO P FR0010874800 CW SG EUR/JPY C FR0010874818 CW SG EUR/JPY C FR0010874826 CW SG EUR/JPY C FR0010874834 CW SG EUR/JPY P FR0010874842 CW SG EUR/JPY P FR0010874859 CW SG EUR/JPY C FR0010874867 CW SG EUR/JPY C FR0010874875 CW SG EUR/JPY C FR0010874883 CW SG EUR/JPY P FR0010874891 CW SG EUR/JPY P FR0010874909 CW SG EUR/JPY P FR0010875005 CW SG EUR/USD C FR0010875013 CW SG EUR/USD C FR0010875021 CW SG GENERALI C FR0010875039 CW SG EUR/USD C FR0010875047 CW SG EUR/USD P FR0010875054 CW SG GENERALI C FR0010875070 CW SG EUR/USD P

Security Description Payment Date FungibleFR0010875088 CW SG GENERALI C FR0010875096 CW SG EUR/USD P FR0010875104 CW SG EUR/USD C FR0010875112 CW SG GENERALI P FR0010875120 CW SG EUR/USD C FR0010875138 CW SG GENERALI P FR0010875146 CW SG EUR/USD C FR0010875153 CW SG EUR/USD P FR0010875161 CW SG GENERALI C FR0010875179 CW SG EUR/USD P FR0010875187 CW SG EUR/USD P FR0010875195 CW SG GENERALI C FR0010875203 CW SG GENERALI C FR0010875211 CW SG GENERALI P FR0010875229 CW SG GENERALI P FR0010875252 CW SG GENERALI P FR0010875278 CW SG BMPS C FR0010875286 CW SG BMPS C FR0010875310 CW SG ENEL C FR0010875328 CW SG 1+1 FIAT C FR0010875336 CW SG 1+1 FIAT C FR0010875344 CW SG 1+1 FIAT P FR0010875351 CW SG 1+1 FIAT P FR0010875369 CW SG ENEL C FR0010875377 CW SG 1+1 FIAT C FR0010875393 CW SG ENEL P FR0010875401 CW SG 1+1 FIAT C FR0010875419 CW SG ENEL P FR0010875427 CW SG 1+1 FIAT C FR0010875435 CW SG ENEL C FR0010875443 CW SG 1+1 FIAT C FR0010875450 CW SG ENEL C FR0010875468 CW SG 1+1 FIAT P FR0010875476 CW SG ENEL C FR0010875484 CW SG 1+1 FIAT P FR0010875492 CW SG ENEL P FR0010875500 CW SG 1+1 FIAT P FR0010875518 CW SG ENEL P FR0010875526 CW SG ENEL P FR0010875534 CW SG 1+1 FIAT C FR0010875542 CW SG ENEL P FR0010875559 CW SG 1+1 FIAT C FR0010875567 CW SG ENEL C FR0010875575 CW SG 1+1 FIAT P FR0010875591 CW SG 1+1 FIAT C FR0010875609 CW SG 1+1 FIAT C FR0010875617 CW SG ENI C FR0010875625 CW SG FINMECC C FR0010875633 CW SG ENI C FR0010875641 CW SG ENI C FR0010875658 CW SG FINMECC C FR0010875666 CW SG ENI P FR0010875674 CW SG FINMECC P

Security Description Payment Date FungibleFR0010875682 CW SG ENI P FR0010875690 CW SG INTSPAOLO C FR0010875708 CW SG ENI C FR0010875716 CW SG ENI C FR0010875732 CW SG ENI C FR0010875740 CW SG INTSPAOLO C FR0010875757 CW SG ENI P FR0010875765 CW SG ENI P FR0010875773 CW SG ENI P FR0010875781 CW SG INTSPAOLO P FR0010875799 CW SG 1+1 FIAT C FR0010875815 CW SG INTSPAOLO P FR0010875823 CW SG INTSPAOLO C FR0010875831 CW SG INTSPAOLO C FR0010875849 CW SG INTSPAOLO C FR0010875856 CW SG INTSPAOLO P FR0010875864 CW SG INTSPAOLO P FR0010875872 CW SG MEDIOLANUM C FR0010875880 CREDIT AGRICOLE TF 3/23/2011 FR0010875997 CW SG INTSPAOLO P FR0010876003 CW SG INTSPAOLO P FR0010876029 CW SG MEDIOBANCA C FR0010876037 CW SG MEDIOBANCA C FR0010876045 CW SG MEDIOLANUM C FR0010876086 CW SG SAIPEM C FR0010876094 CW SG TELECOM C FR0010876102 CW SG TELECOM C FR0010876110 CW SG FTSE MIB C FR0010876128 CW SG TELECOM P FR0010876136 CW SG TELECOM C FR0010876144 CW SG FTSE MIB C FR0010876151 CW SG FTSE MIB C FR0010876169 CW SG TELECOM C FR0010876177 CW SG FTSE MIB C FR0010876185 CW SG FTSE MIB C FR0010876193 CW SG TELECOM P FR0010876201 CW SG FTSE MIB P FR0010876219 CW SG TENARIS C FR0010876227 CW SG FTSE MIB P FR0010876235 CW SG FTSE MIB P FR0010876243 CW SG TENARIS C FR0010876250 CW SG FTSE MIB C FR0010876268 CW SG TENARIS P FR0010876276 CW SG TENARIS P FR0010876284 CW SG FTSE MIB C FR0010876292 CW SG UNICREDIT C FR0010876300 CW SG FTSE MIB C FR0010876318 CW SG UNICREDIT C FR0010876326 CW SG FTSE MIB C FR0010876334 CW SG UNICREDIT C FR0010876342 CW SG FTSE MIB C FR0010876359 CW SG UNICREDIT P FR0010876367 CW SG FTSE MIB C

Security Description Payment Date FungibleFR0010876375 CW SG UNICREDIT P FR0010876383 CW SG FTSE MIB P FR0010876391 CW SG FTSE MIB P FR0010876409 CW SG UNICREDIT C FR0010876417 CW SG FTSE MIB P FR0010876425 CW SG UNICREDIT C FR0010876433 CW SG FTSE MIB C FR0010876441 CW SG FTSE MIB C FR0010876458 CW SG FTSE MIB C FR0010876466 CW SG FTSE MIB C FR0010876474 CW SG FTSE MIB C FR0010876482 CW SG FTSE MIB P FR0010876490 CW SG UNICREDIT C FR0010876508 CW SG FTSE MIB P FR0010876516 CW SG UNICREDIT P FR0010876524 CW SG FTSE MIB P FR0010876532 CW SG UNICREDIT C FR0010876540 CW SG FTSE MIB C FR0010876557 CW SG UNICREDIT C FR0010876565 CW SG UNICREDIT C FR0010876581 CW SG FTSE MIB C FR0010876599 CW SG FTSE MIB P FR0010876607 CW SG FTSE MIB P FR0010876615 CW SG FTSE MIB P FR0010877183 EUTELSAT TF 10/17 3/27/2011 FR0010878751 VIVENDI 10/17 4% 3/31/2011 FR0010878991 PPR 10/15 3,75% 4/8/2011 FR0010884981 RIGHTS SCHNEIDER FR0010885376 SOCIETE GEN 3,375% 4/16/2011 FR0010885871 COMP FINANC 2,625% 4/16/2011 FR0010887133 BNP PARIBAS TF 10/20 4/20/2011 FR0010888966 AIR LIQUIDE RIGHT FR0010891044 RIGHTS TECHNICOLOR FR0010891051 WT TECHNICOLOR BAORA FR0010891317 EDF 10/30 4/26/2011 FR0010891333 BNP RIGHTS FR0010892190 AMUNDI ETF EX AAA GO FR0010892208 AMUNDI ETF FTSE MIB FR0010892216 AMUNDI ETF NASDAQ100 FR0010892224 AMUNDI ETF S&P 500 FR0010892521 CAISSE DE REFINANC 5/7/2011 FR0010894295 RIGHTS MICHELIN SA FR0010895656 VINCI RIGHTS FR0010898387 RIGHTS CREDIT AGRICO FR0010898890 SAINT-GOBAIN RIGHTS FR0010899765 OAT I1.1%LG22 7/25/2011 FR0010902890 SOGEN RIGHT 06/10 FR0010906347 FONCIERE RIGHTS FR0010906354 FONCIERE RIGHTS FR0010908533 EDENRED SA ORD FR0010908624 FONCIERE RIGHTS FR0010908640 CREDIT MUTUEL TF 6/16/2011 FR0010908814 BNP HOME 10/15 2,5% 6/9/2011

Security Description Payment Date FungibleFR0010909374 CM - CIC TF 10/13 6/14/2011 FR0010913806 CREDIT AGRICOLE TF 6/24/2011 FR0010915074 RENAULT 10/13 2,76 6/25/2011 FR0010915116 PEUGEOT TF 10/15 6/29/2011 FR0010915512 CREDIT MUTUEL TV 4/2/2011 FR0010916734 RENAULT 10/15 5,625 6/30/2011 FR0010916759 LYXOR ETF 600 AUT FR0010916767 LYXOR ETF 600 BANKS FR0010916783 LYXOR ETF 600 BASIC FR0010916809 LYXOR ETF 600 OIL GA FR0010918714 CW SG ALCATEL C FR0010918763 CW SG ARCE+APE C FR0010918839 CW SG BAYER C FR0010918920 CW SG EUR/JPY C FR0010919001 CW SG EUR/USD C FR0010919019 CW SG BNPARIBAS C FR0010919035 CW SG EUR/USD C FR0010919043 CW SG EUR/USD P FR0010919068 CW SG EUR/USD C FR0010919076 CW SG EUR/USD P FR0010919084 CW SG STM C FR0010919092 CW SG CR.AGRICOLE C FR0010919118 CW SG STM C FR0010919134 CW SG DEUTSCHE B C FR0010919142 CW SG STM P FR0010919167 CW SG STM P FR0010919209 CW SG DEUTSCHE C FR0010919258 CW SG DAX C FR0010919266 CW SG E.ON C FR0010919274 CW SG DAX P FR0010919282 CW SG DAX C FR0010919316 CW SG DAX P FR0010919340 CW SG DJIA C FR0010919381 CW SG EUROSTOXX C FR0010919399 CW SG NOKIA C FR0010919407 CW SG EUROSTOXX C FR0010919415 CW SG NOKIA P FR0010919423 CW SG EUROSTOXX P FR0010919431 CW SG DJIA C FR0010919464 CW SG NASDAQ C FR0010919480 CW SG NASDAQ P FR0010919498 CW SG NASDAQ C FR0010919506 CW SG PEUGEOT C FR0010919530 CW SG NIKKEI 225 C FR0010919548 CW SG TOTAL C FR0010919571 CW SG APPLE C FR0010919605 CW SG B OF AMERICA C FR0010919613 CW SG GENERAL ELEC C FR0010919621 CW SG S-P 500 C FR0010919647 CW SG GOLDMAN C FR0010919670 CW SG GOOGLE C FR0010919704 CW SG JPMORGAN C FR0010919720 CW SG MICROSOFT C

Security Description Payment Date FungibleFR0010919746 CW SG YAHOO C FR0010919928 CW SG ORO C FR0010919951 CW SG ORO P FR0010919969 CW SG ORO P FR0010919977 CW SG FUTURE C FR0010920009 CW SG ORO C FR0010920017 CW SG FUTURE C FR0010920033 CW SG ORO P FR0010920041 CW SG FUTURE C FR0010920066 CW SG ORO P FR0010920074 CW SG FUTURE P FR0010920082 CW SG ORO C FR0010920090 CW SG FUTURE P FR0010920108 CW SG ORO P FR0010920124 CW SG ORO P FR0010920140 CW SG FUTURE P FR0010920157 CW SG FUTURE P FR0010920165 CW SG FUTURE P FR0010920173 CW SG FUTURE P FR0010930479 LYXOR INT ETF JAPAN FR0010930487 LYXOR INTL ETF JAP M FR0010930495 LYXOR INTL.ASSET MNG FR0010930503 LYXOR INTERNAT.MNGT FR0010930511 LYXOR INT ASSET MNGT FR0010941690 AREVA 10/21 3,5% 3/22/2011 FR0010941914 CW SG FTSE MIB C FR0010941922 CW SG FTSE MIB C FR0010941930 CW SG FTSE MIB C FR0010941948 CW SG FTSE MIB C FR0010941955 CW SG FTSE MIB P FR0010941963 CW SG FTSE MIB P FR0010941971 CW SG FTSE MIB P FR0010941989 CW SG FTSE MIB C FR0010941997 CW SG FTSE MIB C FR0010942003 CW SG FTSE MIB C FR0010942011 CW SG FTSE MIB C FR0010942029 CW SG FTSE MIB P FR0010942037 CW SG FTSE MIB P FR0010942078 CW SG FTSE MIB P FR0010942136 CW SG GENERALI C FR0010942144 CW SG GENERALI C FR0010942151 CW SG GENERALI C FR0010942169 CW SG GENERALI P FR0010942177 CW SG GENERALI P FR0010942185 CW SG ATLANTIA C FR0010942193 CW SG ATLANTIA C FR0010942201 CW SG ATLANTIA C FR0010942219 CW SG BMPS C FR0010942227 CW SG BMPS C FR0010942235 CW SG BPM C FR0010942243 CW SG BPM C FR0010942250 CW SG BPM C FR0010942268 CW SG ENEL C

Security Description Payment Date FungibleFR0010942276 CW SG ENEL C FR0010942284 CW SG ENEL C FR0010942292 CW SG ENEL C FR0010942300 CW SG ENEL P FR0010942318 CW SG ENEL P FR0010942326 CW SG ENEL P FR0010942334 CW SG ENI C FR0010942342 CW SG ENI C FR0010942359 CW SG ENI C FR0010942367 CW SG ENI P FR0010942375 CW SG ENI P FR0010942383 CW SG ENI C FR0010942391 CW SG ENI C FR0010942409 CW SG ENI P FR0010942417 CW SG 1+1 FIAT C FR0010942425 CW SG 1+1 FIAT C FR0010942433 CW SG 1+1 FIAT C FR0010942441 CW SG 1+1 FIAT P FR0010942458 CW SG 1+1 FIAT P FR0010942466 CW SG 1+1 FIAT P FR0010942474 CW SG 1+1 FIAT P FR0010942482 CW SG FINMECCANICA C FR0010942490 CW SG FINMECCANICA C FR0010942508 CW SG FINMECCANICA P FR0010942516 CW SG FINMECCANICA C FR0010942524 CW SG FINMECCANICA C FR0010942532 CW SG FINMECCANICA P FR0010942557 CW SG INTSPAOLO C FR0010942565 CW SG INTSPAOLO P FR0010942573 CW SG INTSPAOLO C FR0010942599 CW SG MEDIASET C FR0010942607 CW SG MEDIASET C FR0010942615 CW SG MEDIASET C FR0010942623 CW SG MEDIASET P FR0010942631 CW SG MEDIASET P FR0010942649 CW SG MEDIASET C FR0010942656 CW SG MEDIASET P FR0010942664 CW SG MEDIOBANCA C FR0010942672 CW SG MEDIOBANCA P FR0010942680 CW SG MEDIOBANCA C FR0010942698 CW SG MEDIOBANCA P FR0010942706 CW SG MEDIOLANUM C FR0010942714 CW SG MEDIOLANUM C FR0010942722 CW SG SAIPEM C FR0010942730 CW SG SAIPEM C FR0010942748 CW SG SAIPEM P FR0010942755 CW SG SAIPEM P FR0010942763 CW SG SAIPEM P FR0010942771 CW SG SNAM RG C FR0010942789 CW SG SNAM RG C FR0010942797 CW SG TELECOM C FR0010942839 CW SG TELECOM C FR0010942847 CW SG TELECOM P

Security Description Payment Date FungibleFR0010942854 CW SG TENARIS C FR0010942862 CW SG TERNA C FR0010942888 CW SG TERNA C FR0010942912 CW SG UNICREDIT C FR0010942920 CW SG UNICREDIT C FR0010942938 CW SG UNICREDIT C FR0010942946 CW SG UNICREDIT P FR0010942953 CW SG UNICREDIT C FR0010942979 CW SG UBI C FR0010942987 CW SG UBI C FR0010945188 SUEZ 10/XX 9/21/2011 FR0010945956 DEXIA 10/16 TF 1/25/2012 FR0010947507 D.TTO PG MICHELIN FR0010948232 ALSTOM 10/15 2,875 5/10/2011 FR0010948240 ALSTOM 10/18 3,625% 5/10/2011 FR0010951608 CW SG BRENT C FR0010951616 CW SG BRENT C FR0010951624 CW SG BRENT P FR0010951632 CW SG BRENT P FR0010951640 CW SG BRENT P FR0010951657 CW SG ORO C FR0010951665 CW SG ORO C FR0010951673 CW SG ORO P FR0010951681 CW SG ORO C FR0010951699 CW SG ORO C FR0010951707 CW SG ORO P FR0010951715 CW SG ORO C FR0010951723 CW SG ORO C FR0010951749 CW SG ORO P FR0010951756 CW SG ORO P FR0010951764 CW SG ORO C FR0010951772 CW SG ORO C FR0010951798 CW SG ORO P FR0010951814 CW SG ALCATEL C FR0010951822 CW SG ARCE+APE C FR0010951848 CW SG ARCE+APE C FR0010951855 CW SG BAYER C FR0010951871 CW SG BNPARIBAS C FR0010951889 CW SG BNPARIBAS C FR0010951897 CW SG CR AGRICOLE C FR0010951905 CW SG CR AGRICOLE C FR0010951913 CW SG DEUTSCHE C FR0010951921 CW SG DEUTSCHE C FR0010951939 CW SG DEUTSCHE T C FR0010951996 CW SG E.ON C FR0010952002 CW SG E.ON C FR0010952010 CW SG NOKIA C FR0010952028 CW SG NOKIA P FR0010952036 CW SG NOKIA C FR0010952044 CW SG PEUGEOT C FR0010952051 CW SG SANOFI C FR0010952077 CW SG SANOFI C FR0010952085 CW SG STM C

Security Description Payment Date FungibleFR0010952093 CW SG STM P FR0010952101 CW SG STM C FR0010952119 CW SG STM P FR0010952127 CW SG STM C FR0010952135 CW SG STM P FR0010952143 CW SG TOTAL C FR0010952150 CW SG TOTAL C FR0010952168 CW SG APPLE C FR0010952176 CW SG BOF AMERICA C FR0010952184 CW SG BOF AMERICA C FR0010952200 CW SG CITIGROUP C FR0010952242 CW SG CITIGROUP C FR0010952259 CW SG GENERAL EL C FR0010952267 CW SG GOLDMAN S C FR0010952275 CW SG GOLDMAN S C FR0010952283 CW SG GOOGLE C FR0010952333 CW SG GOOGLE C FR0010952341 CW SG JPMORGAN C FR0010952358 CW SG JPMORGAN C FR0010952366 CW SG MICROSOFT C FR0010952374 CW SG MICROSOFT C FR0010952382 CW SG YAHOO C FR0010952390 CW SG YAHOO C FR0010952416 CW SG YAHOO C FR0010952739 GDF 10/17 2,75% 10/18/2011 FR0010952770 GDF SUEZ TF 10/22 10/18/2011 FR0010952804 CW SG DJIA P FR0010952812 CW SG DJIA P FR0010952820 CW SG DJIA P FR0010952838 CW SG DJIA C FR0010952846 CW SG DJIA C FR0010952853 CW SG DJIA P FR0010952861 CW SG DJIA P FR0010952879 CW SG NASDAQ P FR0010952887 CW SG NASDAQ P FR0010952895 CW SG NASDAQ C FR0010952903 CW SG NASDAQ P FR0010952911 CW SG NASDAQ P FR0010952929 CW SG NASDAQ C FR0010952937 CW SG NASDAQ C FR0010952952 CW SG NASDAQ P FR0010952960 CW SG NASDAQ P FR0010952978 CW SG NIKKEI 225 C FR0010952986 CW SG NIKKEI 225 P FR0010952994 CW SG NIKKEI 225 C FR0010953000 CW SG DAX P FR0010953018 CW SG NIKKEI 225 C FR0010953026 CW SG DAX C FR0010953034 CW SG NIKKEI 225 P FR0010953042 CW SG NIKKEI 225 P FR0010953059 CW SG S&P 500 P FR0010953067 CW SG DAX P FR0010953075 CW SG S&P 500 C

Security Description Payment Date FungibleFR0010953083 CW SG S&P 500 C FR0010953091 CW SG S&P 500 P FR0010953109 CW SG DAX P FR0010953125 CW SG S&P 500 P FR0010953133 CW SG DAX C FR0010953166 CW SG EUROSTO C FR0010953174 CW SG EUR/JPY C FR0010953182 CW SG EUR/JPY P FR0010953190 CW SG EUR/JPY P FR0010953208 CW SG DAX C FR0010953216 CW SG EUR/JPY C FR0010953224 CW SG EUR/JPY C FR0010953232 CW SG DAX P FR0010953240 CW SG DAX P FR0010953257 CW SG EUROSTO P FR0010953273 CW SG EUROSTO P FR0010953281 CW SG EUROSTO P FR0010953299 CW SG EUROSTO C FR0010953307 CW SG EUROSTO C FR0010953315 CW SG EUROSTO P FR0010953323 CW SG EUROSTO P FR0010953331 CW SG EUR/JPY P FR0010953349 CW SG EUR/JPY P FR0010953356 CW SG EUR/USD C FR0010953364 CW SG EUR/USD C FR0010953372 SOCRAM BANQUE 10/12 4/19/2011 FR0010953398 CW SG EUR/USD C FR0010953406 CW SG EUR/USD C FR0010953414 CW SG EUR/USD C FR0010953422 CW SG EUR/USD P FR0010953430 CW SG EUR/USD P FR0010955559 ARKEMA 10/17 4% 10/25/2011 FR0010955799 RCI B.10/16 4% 1/25/2012 FR0010956748 BPCE TV 10/13 4/29/2011 FR0010956771 ODDO ET CIE TF 10/13 10/29/2011 FR0010957274 PEUGEOT 10/13 4% 10/28/2011 FR0010960955 LYXOR ETF IBOXX 1-3 FR0010961003 LYXOR ETF IBOXX 10Y+ FR0010961011 LYXOR ETF IBOXX 5-7 FR0010962886 EXANE FIN 10/17 FLR 1/4/2012 FR0010967323 LYXOR ETF IBOXX USD FR0010970293 CW SG FTSE MIB C FR0010970301 CW SG FTSE MIB C FR0010970319 CW SG FTSE MIB C FR0010970327 CW SG FTSE MIB C FR0010970335 CW SG FTSE MIB C FR0010970343 CW SG FTSE MIB P FR0010970350 CW SG FTSE MIB P FR0010970368 CW SG FTSE MIB P FR0010970376 CW SG FTSE MIB P FR0010970392 CW SG FTSE MIB C FR0010970400 CW SG FTSE MIB C FR0010970418 CW SG FTSE MIB C

Security Description Payment Date FungibleFR0010970426 CW SG FTSE MIB C FR0010970434 CW SG FTSE MIB C FR0010970442 CW SG FTSE MIB P FR0010970459 CW SG FTSE MIB P FR0010970467 CW SG FTSE MIB P FR0010970483 CW SG FTSE MIB P FR0010970491 CW SG FTSE MIB C FR0010970509 CW SG FTSE MIB C FR0010970517 CW SG FTSE MIB C FR0010970525 CW SG FTSE MIB C FR0010970533 CW SG FTSE MIB C FR0010970541 CW SG FTSE MIB P FR0010970558 CW SG FTSE MIB P FR0010970566 CW SG FTSE MIB P FR0010970574 CW SG FTSE MIB P FR0010970582 CW SG FTSE MIB C FR0010970590 CW SG FTSE MIB C FR0010970608 CW SG FTSE MIB C FR0010970616 CW SG FTSE MIB C FR0010970624 CW SG FTSE MIB C FR0010970632 CW SG FTSE MIB P FR0010970657 CW SG FTSE MIB P FR0010970673 CW SG FTSE MIB P FR0010970699 CW SG FTSE MIB P FR0010970707 CW SG FTSE MIB C FR0010970756 CW SG FTSE MIB C FR0010970764 CW SG FTSE MIB C FR0010970798 CW SG FTSE MIB C FR0010970806 CW SG FTSE MIB C FR0010970814 CW SG FTSE MIB P FR0010970848 CW SG FTSE MIB P FR0010970855 CW SG FTSE MIB P FR0010970871 CW SG FTSE MIB P FR0010970889 CW SG FTSE MIB C FR0010970897 CW SG FTSE MIB C FR0010970905 CW SG FTSE MIB C FR0010970913 CW SG FTSE MIB C FR0010970921 CW SG FTSE MIB C FR0010970939 CW SG FTSE MIB P FR0010970947 CW SG FTSE MIB P FR0010970954 CW SG FTSE MIB P FR0010970962 CW SG FTSE MIB P FR0010975771 LYXOR ETF IBOXX LIQU FR0010979518 CW SG GENERALI C FR0010979526 CW SG GENERALI C FR0010979534 CW SG GENERALI C FR0010979542 CW SG GENERALI C FR0010979559 CW SG GENERALI C FR0010979567 CW SG ATLANTIA C FR0010979575 CW SG BMPS C FR0010979583 CW SG BMPS C FR0010979591 CW SG BPM C FR0010979609 CW SG BPM C

Security Description Payment Date FungibleFR0010979617 CW SG BPM C FR0010979633 CW SG BPM C FR0010979690 CW SG ENEL C FR0010979708 CW SG ENEL C FR0010979716 CW SG ENEL C FR0010979724 CW SG ENEL C FR0010979732 CW SG ENI C FR0010979740 CW SG ENI C FR0010979757 CW SG ENI C FR0010979765 CW SG ENI C FR0010979781 CW SG ENI C FR0010979807 CW SG ENI P FR0010979815 CW SG ENI C FR0010979823 CW SG ENI P FR0010979872 CW SG INTSPAOLO C FR0010979880 CW SG INTSPAOLO P FR0010980037 CW SG INTSPAOLO C FR0010980052 CW SG INTSPAOLO P FR0010980060 CW SG INTSPAOLO C FR0010980078 CW SG INTSPAOLO C FR0010980086 CW SG INTSPAOLO C FR0010980094 CW SG INTSPAOLO P FR0010980102 CW SG INTSPAOLO C FR0010980110 CW SG INTSPAOLO P FR0010980128 CW SG MEDIASET C FR0010980136 CW SG MEDIASET C FR0010980144 CW SG SAIPEM C FR0010980151 CW SG SAIPEM C FR0010980169 CW SG SAIPEM P FR0010980177 CW SG SAIPEM P FR0010980185 CW SG SAIPEM C FR0010980193 CW SG SAIPEM C FR0010980201 CW SG SAIPEM C FR0010980235 CW SG SAIPEM C FR0010980359 CW SG SAIPEM P FR0010980367 CW SG SAIPEM P FR0010980375 CW SG TELECOM C FR0010980383 CW SG TELECOM C FR0010980391 CW SG TELECOM C FR0010980409 CW SG TELECOM C FR0010980417 CW SG TELECOM C FR0010980425 CW SG TELECOM C FR0010980433 CW SG TELECOM C FR0010980441 CW SG TELECOM C FR0010980458 CW SG TENARIS C FR0010980466 CW SG UNICREDIT C FR0010980474 CW SG UNICREDIT C FR0010980482 CW SG UNICREDIT P FR0010980490 CW SG UNICREDIT C FR0010980508 CW SG UNICREDIT C FR0010980516 CW SG UNICREDIT P FR0010980524 CW SG UBI C FR0010980532 CW SG UBI C

Security Description Payment Date FungibleFR0010989111 SOC.AUT.PARIS 11/17 1/12/2012 FR0010992610 CW SG ENEL GP C FR0010992628 CW SG ENEL GP C FR0010992644 CW SG ENEL GP C FR0010992651 CW SG ENEL GP C FR0010992677 CW SG ENEL GP C FR0010992685 CW SG FIAT IND C FR0010992693 CW SG ENEL GP C FR0010992701 CW SG ENEL C FR0010992719 CW SG FIAT IND P FR0010992727 CW SG FIAT IND C FR0010992743 CW SG FIAT IND C FR0010992750 CW SG INTESA SP C FR0010992768 CW SG FIAT IND C FR0010992784 CW SG INTESA SP C FR0010992792 CW SG FIAT IND P FR0010992800 CW SG INTESA SP C FR0010992818 CW SG FIAT IND P FR0010992826 CW SG FIAT IND C FR0010992834 CW SG INTESA SP C FR0010992842 CW SG FIAT IND C FR0010992859 CW SG INTESA SP C FR0010992867 CW SG FIAT IND C FR0010992875 CW SG FIAT C FR0010992883 CW SG UNICREDIT C FR0010992891 CW SG FIAT C FR0010992909 CW SG UNICREDIT C FR0010992917 CW SG FIAT C FR0010992925 CW SG FIAT P FR0010992933 CW SG FIAT C FR0010992958 CW SG FIAT C FR0010992966 CW SG UNICREDIT C FR0010992974 CW SG FIAT C FR0010992982 CW SG FIAT P FR0010992990 CW SG FIAT C FR0010993006 CW SG UNICREDIT C FR0010993022 CW SG UNICREDIT C FR0010993055 CW SG FIAT IND C FR0010993071 CW SG FIAT IND C FR0010993089 CW SG FIAT IND C FR0010993097 CW SG FIAT IND P FR0010993105 CW SG FIAT IND C FR0010993113 CW SG FIAT C FR0010993121 CW SG FIAT C FR0010993139 CW SG FIAT P FR0010993162 CW SG FIAT C FR0010993170 CW SG FIAT C FR0010993188 CW SG FIAT IND C FR0010993196 CW SG FIAT IND C FR0010993204 CW SG FIAT IND P FR0010993212 CW SG FIAT IND C FR0010993220 CW SG FIAT IND C FR0010993238 CW SG FIAT IND C

Security Description Payment Date FungibleFR0010993253 CW SG FIAT IND P FR0010993279 CW SG FIAT IND P FR0010993287 CW SG FIAT IND C FR0010993303 CW SG FIAT IND C FR0010993345 CW SG FIAT IND C FR0010993352 CW SG FIAT IND P FR0010993360 CW SG FIAT IND C FR0010993378 CW SG FIAT IND C FR0010993386 CW SG FIAT IND C FR0010993394 CW SG FIAT IND P FR0010993402 CW SG FIAT IND C FR0010993410 CW SG FIAT IND C FR0010993428 CW SG FIAT C FR0010993436 CW SG FIAT P FR0010993444 CW SG FIAT C FR0010993451 CW SG FIAT C FR0010993469 CW SG FIAT C FR0010993477 CW SG FIAT P FR0010993485 CW SG FIAT C FR0010993493 CW SG FIAT C FR0010993501 CW SG FIAT C FR0010993519 CW SG FIAT P FR0010993535 CW SG FIAT C FR0010993543 CW SG FIAT C FR0010993568 CW SG FIAT C FR0010993576 CW SG FIAT P FR0010993584 CW SG FIAT C FR0010993592 CW SG FIAT C FR0010993600 CW SG FIAT C FR0010994079 BPCE TV 11/12 4/20/2011 FR0011006477 CW SG DAX C FR0011006485 CW SG DAX C FR0011006493 CW SG DAX P FR0011006519 CW SG DAX C FR0011006527 CW SG DAX C FR0011006535 CW SG DAX P FR0011006543 CW SG DAX C FR0011006568 CW SG DAX C FR0011006576 CW SG DAX P FR0011006584 CW SG EUROST. P FR0011006600 CW SG EUROST. C FR0011006618 CW SG EUROST. C FR0011006634 CW SG EUROST. P FR0011006667 CW SG EUROST. P FR0011006931 CW SG DJ IND AV C FR0011006949 CW SG DJ IND AV P FR0011006956 CW SG DJ IND AV C FR0011006964 CW SG DJ IND AV P FR0011006972 CW SG DJ IND AV P FR0011006980 CW SG DJ IND AV C FR0011006998 CW SG DJ IND AV P FR0011007004 CW SG NASDAQ C FR0011007012 CW SG NASDAQ P

Security Description Payment Date FungibleFR0011007020 CW SG NASDAQ C FR0011007038 CW SG NASDAQ P FR0011007046 CW SG NASDAQ C FR0011007053 CW SG NASDAQ P FR0011007061 CW SG NIKKEI P FR0011007079 CW SG NIKKEI C FR0011007087 CW SG NIKKEI P FR0011007095 CW SG S-P 500 P FR0011007103 CW SG S-P 500 C FR0011007111 CW SG S-P 500 P FR0011007194 CW SG APPLE C FR0011007202 CW SG APPLE C FR0011007236 CW SG CITIGROUP C FR0011007244 CW SG CITIGROUP C FR0011007269 CW SG GEN.ELECTRIC C FR0011007277 CW SG GEN.ELECTRIC C FR0011007285 CW SG GOLDMAN C FR0011007293 CW SG GOLDMAN C FR0011007301 CW SG GOOGLE C FR0011007319 CW SG JPMORGAN C FR0011007343 CW SG JPMORGAN C FR0011007350 CW SG MICROSOFT C FR0011007376 CW SG MICROSOFT C FR0011007384 CW SG YAHOO C FR0011007392 CW SG ARCELOR C FR0011007400 CW SG ARCELOR C FR0011007426 CW SG BAYER C FR0011007434 CW SG BAYER C FR0011007467 CW SG BMW C FR0011007483 CW SG BMW C FR0011007491 CW SG CRED.AGR. C FR0011007509 CW SG DAIMLER C FR0011007640 CW SG DAIMLER C FR0011007673 CW SG DEUTSCHE B. C FR0011007681 CW SG DEUTSCHE B. C FR0011007707 CW SG DEUTSCHE B. C FR0011007772 CW SG E.ON C FR0011007780 CW SG E.ON C FR0011007798 CW SG PHILIPS C FR0011007806 CW SG PHILIPS C FR0011007814 CW SG NOKIA C FR0011007822 CW SG NOKIA P FR0011007830 CW SG NOKIA C FR0011007848 CW SG PEUGEOT C FR0011007855 CW SG STM C FR0011007863 CW SG STM C FR0011007871 CW SG STM P FR0011007889 CW SG STM C FR0011007897 CW SG STM C FR0011007905 CW SG STM P FR0011007913 CW SG STM C FR0011007921 CW SG STM C FR0011007939 CW SG STM P

Security Description Payment Date FungibleFR0011007947 CW SG TOTAL C FR0011007954 CW SG EUR/JPY C FR0011007962 CW SG EUR/USD P FR0011007970 CW SG EUR/USD P FR0011007988 CW SG EUR/USD C FR0011007996 CW SG FUT.BRENT C FR0011008002 CW SG FUT.BRENT P FR0011008010 CW SG FUT.BRENT C FR0011008028 CW SG FUT.BRENT C FR0011008036 CW SG FUT.BRENT P FR0011008051 CW SG FUT.BRENT P FR0011008069 CW SG FUT.BRENT C FR0011008077 CW SG FUT.BRENT C FR0011008085 CW SG FUT.BRENT P FR0011008093 CW SG FUT.BRENT P FR0011008119 CW SG FUT.BRENT C FR0011008127 CW SG FUT.BRENT P FR0011008135 CW SG FUT.BRENT P FR0011008150 CW SG ORO P FR0011008168 CW SG ORO C FR0011008176 CW SG ORO C FR0011008184 CW SG ORO C FR0011008192 CW SG ORO C FR0011008200 CW SG ORO P FR0011008218 CW SG ORO P FR0108847049 FRANCE 06/11 3,50% 7/12/2011 FR0109970386 FRENCH 07/12 3,75 1/12/2012 FR0110979186 FRANCE 07/12 4,50 7/12/2011 FR0113087466 FRANCE 08/13 3,75 1/12/2012 FR0114683842 FRANCE REPUBLIC TF 7/12/2011 FR0116114978 FRENCH REP 09/14 1/12/2012 FR0116843519 FRENCH REPUBLIC TF 9/12/2011 FR0116843535 FRANCE 09/14 3% 7/12/2011 FR0118153362 BQUE FRANCE 10/11 ZC 6/30/2011 FR0118153370 BTAN0.75%ST12 9/20/2011 FR0118462128 BTAN2%LG15 7/12/2011 GB0002215225 CONV. 9% 11 7/12/2011 GB0004601430 ITALY 89/14 10,50% 4/28/2011 GB0008983024 TR 2 1/2% IL 24 7/17/2011 GB0031790826 TR 2% IL 35 7/26/2011 GB0059822006 DIALOG SEMICONDUC.SH GB00B00FHZ82 GOLD BULLION SEC. GB00B0CTWC01 ETFS OIL SEC GB00B0CTWK84 ETFS OIL SEC GB00B0Z8B389 CW GS S-P GSCI C GB00B124BH09 CW GS S-P GSCI C GB00B14W8B52 CW GS LIGHT C GB00B15KXN58 ETFS ALLUMINIUM GB00B15KXP72 ETFS COMM ON COFFEE GB00B15KXQ89 ETFS COPPER GB00B15KXS04 ETFS SEC CORN GB00B15KXT11 ETFS COTTON GB00B15KXV33 ETFS CRUDE OIL

Security Description Payment Date FungibleGB00B15KXW40 ETFS SEC GASOLINE GB00B15KXX56 ETFS COMM GOLD GB00B15KXY63 ETFS SEC ON HEATING GB00B15KXZ70 ETFS LEAN HOG GB00B15KY096 ETFS COMM LIVE CATTL GB00B15KY104 ETFS NATURAL GAS GB00B15KY211 ETFS COMM NICKEL GB00B15KY328 ETFS COMM SILVER GB00B15KY435 ETFS SOYABEAN OIL GB00B15KY542 ETFS COMM SOYBEANS GB00B15KY658 ETFS COMMODITY SEC GB00B15KY765 ETFS COMMODITY SEC GB00B15KY872 ETFS COMMODITY SEC GB00B15KY989 ETFS AIGC GB00B15KYB02 ETFS COMM ENERGY DJ GB00B15KYC19 ETFS PETROLEUN GB00B15KYD26 ETFS SEC RX ENERGY GB00B15KYF40 ETFS PRECIOUS METAL GB00B15KYG56 ETFS INDUSTRIAL MET. GB00B15KYH63 ETFS AGR AIGCI SM GB00B15KYJ87 ETFS SEC SOFT GB00B15KYK92 ETFS LIVESTOCK GB00B15KYL00 ETFS GRAIN DJ IDX GB00B18M3160 CW GSJ S-P INDUST C GB00B19HQG65 CERT GSJ DAX C GB00B1D2L402 CERT S-P GS ENERGY C GB00B1LBRY18 CERT GSJ DAX C GB00B3WKFZ80 CERT CRS DJ EURO C GB00B4Z0Z852 CHINA IPO BEARER GB00B4ZGY421 INFUSION REG. GB00B60H9385 BARCLAYS 13 2,3 11/29/2011 GB00B641Y865 BARCLAYS B.17 9/30/2011 GR0004110368 HELLENIC REPUBLIC ZC 4/15/2011 GR0110019214 HELLENIC REPUBBLIC T 3/20/2011 GR0110021236 HELLENIC REPUBLIC TF 3/20/2011 GR0114019442 GREEGE 06/11 8/20/2011 GR0114020457 GREECE REPUBLIC TF 8/20/2011 GR0114021463 GREECE 08/13 4% 8/20/2011 GR0114022479 GREECE REPUBLIC TF 8/20/2011 GR0114023485 HELLENIC REPUBLIC TF 8/20/2011 GR0118012609 GREECE REPUBLIC TF 4/20/2011 GR0124015497 GREECE REPUBLIC TF 5/18/2011 GR0124016503 HELLENIC REPUBL TF 3/30/2011 GR0124017519 HELLENIC REPUBLIC TF 5/31/2011 GR0124018525 HELLENIC 02/12 5,25 5/18/2011 GR0124019531 HELLENIC REPUBLIC TF 1/11/2012 GR0124020547 HELLENIC REPUBLIC TF 6/20/2011 GR0124021552 GREECE 03-13 4,60% 5/20/2011 GR0124022568 HELLENIC REPUBLIC TF 7/3/2011 GR0124023574 HELLENIC REPUBLIC TF 9/30/2011 GR0124024580 HELLENIC REPUB 4,50% 5/20/2011 GR0124025595 HELLENIC REP TF 7/1/2011 GR0124026601 HELLENIC 05/15 3,70% 7/20/2011

Security Description Payment Date FungibleGR0124027617 HELLENIC REP TF 11/10/2011 GR0124028623 HELLENIC REPUBLIC TF 7/20/2011 GR0124029639 HELLENIC 07/17 4,30% 7/20/2011 GR0124030645 GGB LG18 EUR 4,6 7/20/2011 GR0124031650 HELLENIC REPUBLIC TF 7/19/2011 GR0128001584 GREECE REPUBLIC TF 5/20/2011 GR0128002590 GREECE 99/14 6,50% 1/11/2012 GR0133002155 GGB OTT22 EUR 5,9 10/22/2011 GR0133003161 GGB MZ24 4,7EUR 3/20/2011 GR0133004177 HELLENIC REPUBLIC TF 3/20/2011 GR0138002689 HELLENIC 07/40 4,60% 9/20/2011 GR0326038214 HELLENIC REPUBLIC TF 12/27/2011 GR0326039220 HELLENIC REPUBLIC ZC 12/29/2011 GR0338001531 HELLENIC 03/25 2,9% 7/25/2011 GR0338002547 HELLENIC REPUBLIC TF 7/25/2011 GR0512001356 HELLENIC TV 09/13 2/20/2011 GR0514017145 HELLENIC REP TV 5/21/2011 GRS802003004 NEUROSOFT HK0941009539 CHINA MOB.(HK) SHS HU0000402193 REPUBLIC OF HUNGARY 2/12/2012 IE0004855221 ISHARES PLC F.E.F.80 IE0005042456 ISHARES PLC-IFTSE100 IE0006857530 IRELAND REPUBLIC TF 4/18/2011 IE0008470928 ISHARES II DJ STOXX IE0008471009 ISHARES II DJ E.S.50 IE0030974079 ISHARES PLC F.E.F100 IE0031091428 ETF S&P EUROPE CASM IE0031091642 ETF S&P EURO CASM IE0031256328 IRELAND REPUBLIC 4/18/2011 IE0031442068 ISHARES PLC S.P. 500 IE0032077012 POWERSHARES G.F. PLC IE0032523478 ISHARES PLC-EUR CORP IE0032895942 ISHARES PLC USD CORP IE0034074488 IRELAND REPUBLIC 4,5 4/18/2011 IE0074344205 BETA1 ETFUND PCC IE0074344429 NEXTTRACKER SHS INDE IE0077933707 BETA ETFUND PLC B1 M IE00B00FV011 IBOXX STERLING CORPO IE00B00FV128 ISHARES PLC-FTSE 250 IE00B02KXH56 I SHARES MSCI JAP.FU IE00B02KXK85 ISHARES F/X CHINA 25 IE00B02KXL92 ISHARES DJ E.S. MID IE00B02KXM00 ISHARES DJ E.S. SMAL IE00B0M62Q58 ISHARES MSCI WORLD IE00B0M62S72 ISHARES DJ EURO STOX IE00B0M62T89 ISHARES DJ EUR STOXX IE00B0M62V02 ISHARES DJ EUR STOXX IE00B0M62X26 ISHARES EURO INFLAT. IE00B0M62Y33 ISHARES AEX IE00B0M63060 ISHARES FTSE UK IE00B0M63177 ISHARES MSCI EMERGIN IE00B0M63284 ISHARES PR EU IE00B0M63391 ISHARES MSCI KOREA

Security Description Payment Date FungibleIE00B0M63516 ISHARES BRAZIL IE00B0M63623 ISHARES MSCI TAIWAN IE00B0M63730 ISHARES MSCI FAR EAS IE00B0M63953 ISHARES MSCI EASTERN IE00B14X4M10 ISHARES NORTH AMERIC IE00B14X4N27 ISHARES EUROPE EX UK IE00B14X4Q57 ISHARES EUR GOV.BOND IE00B14X4S71 ISHARES USD TREASURY IE00B14X4T88 ISHARES DJ ASIA PAC. IE00B1FZS244 ISHARES II FTSE EPRA IE00B1FZS350 ISHARES II FTSE EPRA IE00B1FZS467 ISHARES II FTSE MACQ IE00B1FZS574 ISHARES II MSCI TURK IE00B1FZS681 ISHARES II EUR G.B. IE00B1FZS798 ISHARES II TREASURY IE00B1FZS806 ISHARES II EUR GOV. IE00B1FZS913 ISHARES II EUR G.B. IE00B1FZSB30 ISHARES II FTSE ALL IE00B1FZSC47 ISHARES II USD TIPS IE00B1FZSD53 ISHARES INDEX LINKED IE00B1FZSF77 ISHARES II FTSE EPRA IE00B1TXHL60 ISHARES SEP LISTED P IE00B1TXK627 I SHARES SEP WATER IE00B1TXLS18 ISHARES FTSE EPRA IE00B1W57M07 EUROPEAN ETF ISHARES IE00B1X4RN73 ETF MARKETGRADER 40 IE00B1X6MY99 SPA ETF PLC MARKETGR IE00B1X6PB77 ETF MARKETGRADER200 IE00B1X6PT51 ETF MARKETGRADER LAR IE00B1X6PV73 SPA ETF PLC MARKETGR IE00B1X6R117 SPA ETF PLC MARKETGR IE00B1XNH568 ISHARES PLC S&P MIB IE00B1XNHC34 ISHARES GLOBAL CLEAN IE00B1YZSC51 ISHARES MSCI EUROPE IE00B1Z2R288 PROV.PISA 07/24 TV 6/28/2011 IE00B23D8S39 POWERSHARES GL FDS I IE00B23D8W74 POWERSHS GL FDS IE00B23D8X81 POWERSHS GL FDS IE00B23D8Y98 POWERSHARES GL FDS IE00B23D8Z06 POWERSHARES GL FDS I IE00B23D9026 POWERSHARES GL FDS IE00B23D9133 POWERSHARES GL FDS IE00B23D9240 POWERSHARES GL FDS I IE00B23D9463 POWERSHARES GL FDS I IE00B23D9570 POWERSHARES GL FDS IE00B23LNN70 POWERSHARES GL FDS I IE00B23LNP94 POWERSHARES GL FDS I IE00B23LNQ02 POWERSHARES GL FDS I IE00B23LNR19 POWERSHARES GL FDS I IE00B27YCF74 ISHARES II PLC S&P IE00B27YCK28 ISHARES MSCI LATIN A IE00B27YCN58 I SHARES II W.ISLAM. IE00B27YCP72 ISHARES II MARKETS

Security Description Payment Date FungibleIE00B296QM64 ISHARES II USA IE00B2NPKV68 ISHARES II JPMORGAN IE00B2NPL135 ISHARES S&P EMERGING IE00B2QTFG59 IRELAND 08/19 4,40% 6/18/2011 IE00B2QWCY14 ISHARES III PLC S&P IE00B2QWDR12 ISHARES III MSCI F.E IE00B2QWDY88 ISHARES III MSCI JAP IE00B3B8PX14 ISHARES III SH GL IN IE00B3B8Q275 ISHARES III SH EU CB IE00B3BPCG45 POWERSHARES FTSE RAF IE00B3BPCH51 POWER SHS EUROMTS 3 IE00B3BPCJ75 POWER SHS MIDDLE EST IE00B3BQ0418 POWER SHS GLOBAL AGR IE00B3C94706 ETFX WNA GLOBAL NUCL IE00B3CMS880 ETFX DAXGLOBAL SHIPP IE00B3CNH733 ETFX STOXX 600 BASIC IE00B3CNH840 ETFX STOXX 600 OIL IE00B3CNH956 ETFX STOXX 600 UTILI IE00B3CNHB79 ETFX S-NETWORK GLOBA IE00B3CNHC86 ETFX DAX GLOBAL ALT IE00B3CNHD93 ETFX S-NET ITG GLOB IE00B3CNHF18 ETFX DAXGLOBAL COAL IE00B3CNHG25 ETFX DAXGLOBAL GOLD IE00B3CNHH32 ETFX RUSSELL 1000 IE00B3CNHJ55 ETFX RUSSELL 2000 IE00B3CNJ002 ETFX DAXGLOBAL STEEL IE00B3DKXQ41 ISHARES III ISHARES IE00B3F81R35 ISHARES III BARCLAYS IE00B3FCJN73 IRELAND GOVERN TF 11/11/2011 IE00B3FH7618 ISHARES III BARC TRE IE00B3KWYS29 IRELAND GOVERNM TF 1/15/2012 IE00B3MTKB68 ETFX BROOKFIELD GLOB IE00B3NBFN86 CS ETF ON MSCI WORLD IE00B3RHC080 ETFX BROOKFIELD EMRG IE00B3T1VR88 ETFX ES50 INVESTABLE IE00B3VTMJ91 XMTCH ON IBOXX EUR G IE00B3VTML14 XMTCH ON IBOXX EUR G IE00B3VTN290 XMTCH ON IBOXX EUR G IE00B3VTPS97 XMTCH ON IBOXX USD I IE00B3VTQ640 XMTCH ON IBOXX EUR I IE00B3VWKZ07 XMTCH ON MSCI UK IE00B3VWLG82 XMTCH ON MSCI UK SMA IE00B3VWLJ14 XMTCH ON MSCI USA LA IE00B3VWM098 XMTCH ON MSCI USA SM IE00B3VWM213 XMTCH ON MSCI JAPAN IE00B3VWMK93 XMTCH ON MSCI JAPAN IE00B3VWMM18 XMTCH ON MSCI EMU SM IE00B3VWN179 XMTCH ON IBOXX USD G IE00B3VWN393 XMTCH ON IBOXX USD G IE00B3VWN518 XMTCH ON IBOXX USD G IE00B3XDJG53 CS ETF ON FED FUND IE00B3YKW880 CS ETF ON CRED SUISS IE00B42SXC22 CS ETF ON EONIA B

Security Description Payment Date FungibleIE00B46HPB89 SOUCE MKTS PLC S&P IE00B4K48X80 ISHARES III-MSCI EUR IE00B4L5Y983 ISHARES III-MSCI WOR IE00B4L5YC18 ISHARES III-MSCI EME IE00B4L5YV07 ISHARES III PLC DJ E IE00B4L5YX21 ISHARES III-MSCI JAP IE00B4L5ZD99 ISHARES III-S&P 500 IE00B4L60045 ISHARES III-BARCLAYS IE00B4QNHH68 ETFS FD COMP-DAX 2X IE00B4QNHZ41 ETFS FD COMP-DAX 2X IE00B4QNJ141 ETFS FD COMP DJ EUR IE00B4QNJG91 ETFS FD COMP DJ EUR IE00B4TG8N52 ETFS FD ETFX FTSE MI IE00B4V5WD83 ETFX FTSE MIB LEVERA IE00B4WXJD03 ISHARES III PLC MSCI IE00B4WXJG34 ISHARES III BARCLAYS IE00B4WXJH41 ISHARES III BARCLAYS IE00B4WXJJ64 ISHARES III EURO TRE IE00B4ZTP716 CS ETF MSCI SOUTH AF IE00B52MJD48 XMTCH ON NIKKEI 225 IE00B52MJY50 XMTCH ON MSCI PAC EX IE00B52SF786 XMTCH ON MSCI CANADA IE00B52SFT06 XMTCH ON MSCI USA IE00B539F030 XMTCH ON MSCI UK IE00B53HP851 XMTCH ON FTSE 100 IE00B53L3W79 XMTCH ON DJ EUROSTOX IE00B53L4350 XMTCH ON DJ INDUSTRI IE00B53L4X51 XMTCH ON FTSE MIB IE00B53QDK08 XMTCH ON MSCI JAPAN IE00B53QFR17 XMTCH ON MSCI EUROPE IE00B53QG562 XMTCH ON MSCI EMU IE00B53SZB19 XTMCH ON NASDAQ 100 IE00B564MX78 CS ETF ON MSCI INDIA IE00B579F325 SOURCE SECURED GOLD IE00B59L7C92 CS ETF MSCI BRAZIL IE00B5BMR087 XMTCH ON S&P 500 IE00B5KMFT47 CS ETF MSCI EM LATIN IE00B5L8K969 CS ETF MSCI EM ASIA IE00B5NLL897 CS ETF MSCI CHILE IE00B5S94L21 IRELAND TF3,9% 09/1 3/5/2011 IE00B5V70487 CS ETF MSCI AUSTRALI IE00B5V87390 CS ETF MSCI RUSSIA IE00B5VG7J94 CS ETF ON CSI 300 IE00B5VL1928 CS ETF MSCI TAIWAN IE00B5W0VQ55 CS ETF MSCI EM EMEA IE00B5W4TY14 CS ETF ON MSCI KOREA IE00B5WHFQ43 CS ETF MSCI MEXICO C IE00B6089D15 REP IRELAND 5,9% 19 10/18/2011 IE00B60Z6194 IRELAND REPUBL TF 10/18/2011 IE00B66F4759 ISHARES PLC ISHARES IE00B67DFL95 ETFX DJ GLOBAL SELEC IL0010823461 ORCKIT COMMUNICATION IL0010823537 SCITEX CORP.

Security Description Payment Date FungibleIL0010823792 TOWER SEMICONDUCTOR IL0010823958 VOCALTEC COMMUN. IL0010824113 CHECK POINT SOF.TECH IL0010824451 ECI TELECOM IL0010826688 RADCOM ORD IL0010829088 M SYSTEMS F.D.P. IL0010830474 PROLASER IL0010844582 ALVARION LTD. ORD. IT0000018546 SP TO CF 70/13 6% 4/1/2011 INFUNGIBLEIT0000018579 SP TO CF 85/15 5% 4/1/2011 INFUNGIBLEIT0000018587 SP TO CF 70/15 6% 4/1/2011 INFUNGIBLEIT0000020922 B.MED. 13 C.F. 6% 4/1/2011 INFUNGIBLEIT0000060662 INVEUROP ORD IT0000060878 POP. ETRURIA ORD. IT0000060886 FNM AZ ORD IT0000062072 GENERALI ORD 2000 IT0000062205 MILANO ASS. RP IT0000062221 MILANO ASS. ORD IT0000062460 SYNDIAL ORD IT0000062650 GABETTI ORD IT0000062742 LLOYD RP IT0000062783 LLOYD ORD IT0000062882 VITTORIA ORD IT0000062957 MEDIOB ORD IT0000064359 CRED.BERG. ORD IT0000064482 POP MILANO ORD IT0000064516 CRED.VALT. ORD IT0000064839 UNICREDIT RP IT0000064854 UNICREDIT ORD IT0000064946 INTERB ORD IT0000064995 POP. CREMONA ORD IT0000066016 MONRIF ORD IT0000066123 POP EMILRO ORD IT0000066180 BRIOSCHI FIN. ORD IT0000066776 JOLLY HOTELS RP IT0000066966 BOERO ORD IT0000068178 FIN.C.ASTE ORD IT0000068251 UNIPAR RP IT0000068525 SAIPEM ORD IT0000068533 SAIPEM RP IT0000068889 MEDITERRANEA ACQUE IT0000070133 EUROGEST RP IT0000070711 LOCAT ORD IT0000070786 COFIDE ORD IT0000070810 CAM FIN ORD IT0000072618 INTESA SANPAOLO ORD IT0000072626 INTESA SANPAOLO RP IT0000072725 PIRELLI E C. ORD IT0000072733 PIRELLI E C. RP IT0000074028 AEDES ORD IT0000074077 B.INTERMOB. ORD IT0000074135 B.FERRARESI ORD IT0000074598 ITALMOB. ORD

Security Description Payment Date FungibleIT0000074614 ITALMOB. RP IT0000074903 SNAI ORD IT0000076056 FOCHI ORD IT0000076171 ALERION CLEAN P. IT0000076189 ERG RENEW ORD. IT0000076197 INDESIT COMPANY ORD IT0000076320 INDESIT COMPANY RP IT0000076486 DANIELI RP IT0000076502 DANIELI ORD IT0000076536 SOGEFI ORD IT0000076791 INTEK ORD IT0000076866 NECCHI RP IT0000078169 SEM RP IT0000078250 DALMINE ORD IT0000078573 ALINOR ORD IT0000080421 CICCOLELLA SPA ORD IT0000080447 CIR ORD IT0000080553 ZUCCHI ORD IT0000080561 ZUCCHI RP IT0000080785 MARZOTTO RPCV IT0000080819 MARZOTTO ORD IT0000082583 POP S.ANGELO ORD IT0000082591 POP.CASSINATE ORD IT0000082963 B.CA FIDEURAM ORD. IT0000084027 AUTOSTR.TO-MI ORD IT0000084043 AUTOSTRADE MERID ORD IT0000084472 ROMA VETUS FIN. ORD IT0000084944 GEROLIMICH RP IT0000086642 SIDM ORD AZ. ORD IT0000086659 SIDM AZ. PRIV IT0000086667 SIDM AZ. RP IT0000086923 POLIGR. ORD IT0000088853 BANCA FINNAT ORD IT0000214293 S.A.T. SPA ORD IT0000218401 B.PIACENZA ORD IT0000220290 POP ANCONA ORD IT0000220449 B.VALSABBINA ORD IT0000220464 BCP T.G. ORD IT0000220514 BCA POP BARI ORD IT0000220589 POP RAVENNA ORD IT0000228921 SAPIR ORD IT0000244373 BANCA POP TODI ORD IT0000278454 BNL CF 92/11 TF 13,5 7/15/2011 INFUNGIBLEIT0000288545 IICF 92/12 9,4% 721A 7/1/2011 IT0000300746 B.IMOLA ORD IT0000306768 POP MAROSTICA ORD IT0000310125 FINASS VMG ORD IT0000312071 BANCAPULIA ORD IT0000324258 POP VALCONCA ORD IT0000328010 POP.AUGUSTA ORD IT0000336518 JUVENTUS ORD IT0000338167 POP CALABRIA ORD IT0000346798 AEROPORTO DI FIRENZE

Security Description Payment Date FungibleIT0000355658 POP.VI 7/15 2.15 CV 7/30/2011 IT0000366655 BTP-01NV2023 9% 5/1/2011 IT0000366721 BTP 8,5% 22.12.93/23 6/22/2011 IT0000378817 IICF 92/12 4,25% 741 4/1/2011 IT0000427374 VILLA D'ESTE ORD IT0000428463 VENETO BANCA H.ORD IT0000433307 SARAS ORD IT0000437316 COSTA CROC. ORD IT0000464195 BNL CF 93/13 13,80% 7/15/2011 INFUNGIBLEIT0000470911 CR CESENA ORD. IT0000494929 CARIPLO 93/13 TV 4/1/2011 INFUNGIBLEIT0000504743 BNL 94/14 TF 11% 7/15/2011 INFUNGIBLEIT0000506904 CARIPLO 94/14 TV 4/1/2011 INFUNGIBLEIT0000534468 IICF 91/11 4,25% 691 4/1/2011 IT0000552700 B.MPS 95/15 10% 17A 8/1/2011 IT0000564010 CARIPLO 96/11 TV 1A 4/1/2011 IT0000566056 CARIPLO 96/11 TV 2A 7/1/2011 IT0000572245 CARIPLO 96/11 TV 3A 7/1/2011 IT0000576857 B.SARDEGNA 96/11 TV 6/1/2011 IT0000578911 FORLI' 96/16 TV 6/20/2011 IT0000580156 ROMA 96/16 TV 7/15/2011 IT0000582616 CREDIOP 96/11 0 COUP 7/3/2011 IT0000592359 IICF 96/11 TV 944 7/1/2011 IT0000728573 API ORD IT0000741832 MARAZZI ORD. IT0000784154 CATTOLICA ASS. ORD IT0000784196 POP. SONDRIO ORD IT0000784212 POP VICENZA ORD IT0000795549 RDB AZ. ORD. IT0000810769 BANCA TN E BZ ORD IT0000944337 BCA MED 96/16 8,23% 5/15/2011 IT0000958592 MEDIOB 96/11 ZC 12/12/2011 IT0000962644 BCA MED 96/16 7,64% 6/1/2011 IT0000966017 COMIT 97/27 ZC 1/8/2027 IT0000968997 ICCRI 97/12 ZC 1/2/2012 IT0000970035 BNL 96/11 7,45% 6/20/2011 IT0001000196 SIRMA ORD IT0001002499 CR FERRARA ORD IT0001002762 S.S.B. ORD IT0001003042 CR S.MINIATO ORD IT0001003331 CR LUCCA ORD IT0001005062 B.SARDEGNA ORD IT0001005070 B.SARDEGNA RP IT0001005229 CR RA ORD IT0001006482 CESENATE CORSE ORD IT0001007209 POP.SPOLETO ORD IT0001008876 AS ROMA ORD IT0001009239 B.CARIME ORD IT0001009437 MPS CAPITAL S.ORD IT0001009833 CR BOLZANO ORD. IT0001013181 TERCAS ORD IT0001014783 POP CIVIDALE ORD IT0001015327 CARIM ORD

Security Description Payment Date FungibleIT0001015566 PIRELLI TYRE ORD. IT0001017851 ROSETTI MARINO ORD IT0001018362 VALSOIA ORD. IT0001018602 CARISPAQ ORD IT0001018719 B.SASSARI ORD IT0001020343 B.GE E S.G. ORD IT0001020616 DATAMAT ORD IT0001021903 CR FOLIGNO PRIV IT0001022182 CR DI CENTO ORD IT0001022794 POP CORTONA ORD IT0001029492 SAES GETT. ORD IT0001030300 POP S.VENERA ORD IT0001030540 COT. OLCESE ORD IT0001031084 B.GENERALI ORD. IT0001031589 BANCA COOP CATTOLICA IT0001031910 CARIFANO ORD. IT0001033700 BASIC NET ORD IT0001033841 POP ADRIATICO ORD IT0001036760 POP PUGLIESE ORD IT0001037081 SAES GETT. RP IT0001037685 VITA SPA ORD IT0001039855 VALUE PARTNERS ORD. IT0001040408 B.R.E. BANCA RP IT0001040572 A.MARCIA ORD IT0001040820 POP.FRUSINATE ORD IT0001041000 B.DESIO ORD IT0001041927 BIPIELLE NET ORD IT0001042297 SADI SERV.IND.ORD. IT0001042610 SABAF ORD IT0001044731 DEUTSCHE B. ORD IT0001045118 POP LAZIO ORD IT0001046553 CARRARO ORD IT0001046876 FONDO CHIUSO ARCA QP IT0001046884 FONDO CHIUSO ARCA QN IT0001049623 I.M.A. ORD IT0001050910 BREMBO ORD IT0001052015 ITALIANA ASS. ORD IT0001052114 G.H. RIMINI ORD IT0001054581 PAGNOSSIN ORD IT0001054904 G.CRESPI ORD IT0001055190 POP MONZA ORD IT0001055349 CREDEM ORD IT0001055521 LA DORIA ORD IT0001063210 MEDIASET ORD IT0001063707 B.MARCHE ORD IT0001064259 ALLIANZ SUBALP. ORD IT0001065850 CREDIOP ORD IT0001066437 LOGITALIA GEST.ORD IT0001069746 BLS AZIONI ORD IT0001069860 POP PUGLIA E BAS.ORD IT0001069902 ISAGRO ORD. IT0001070306 KB1909 ORD IT0001070595 ROLAND EUROPE ORD

Security Description Payment Date FungibleIT0001070769 CR.ARTIGIANO ORD IT0001072831 POP S.FELICE ORD IT0001073045 BANCA PROFILO ORD IT0001073359 AGR.POP RAGUSA ORD IT0001073607 PRUDENTIA RP IT0001073615 PRUDENTIA RN IT0001074571 UNIPOL ORD IT0001074589 UNIPOL PRIV IT0001074795 VALORI FINANZIARIA IT0001077400 CRED PIEMONTESE ORD IT0001077780 IRCE ORD IT0001077814 C.R.FABRIANO ORD IT0001078911 INTERPUMP ORD IT0001080248 MOLMED ORD IT0001084638 IL FORTETO RISP IT0001086120 MILANO 97/12 TV 2/1/2012 IT0001086567 BTP 7,25% 1.11.96/26 5/1/2011 IT0001086658 SP TO 97/22 ZC 115 1/30/2022 IT0001090783 CR ASTI ORD IT0001092144 B.MPS 97/12 ZC 5A 2/10/2012 IT0001093159 POP VR 97/12 ZC 9A 2/18/2012 IT0001099586 IICF 97/12 TV 959A 7/1/2011 IT0001104378 POP FONDI ORD IT0001108155 POP ALTO ADIGE ORD IT0001112058 B.MPS 97/12 8,25% 10 7/1/2011 IT0001119087 BULGARI ORD IT0001124434 BNL INVEST IMPRESA IT0001127874 CSP INTER. ORD IT0001128047 CEMBRE ORD IT0001129227 BNL 97/12 7,10% 6/11/2011 IT0001129755 B.SARDEGNA 97/12 TV 7/1/2011 IT0001129847 MARCOLIN ORD IT0001129979 ALBENGA 97/27 TV 7/1/2011 IT0001133930 COLLEGNO 97/17 TV 7/1/2011 IT0001135935 CREDIOP 97/12 ZC 7/10/2012 IT0001137345 AUTOGRILL IT0001139697 SELLA B.I. FONDI IT0001142022 COBRA ORD IT0001146783 MODENA 97/17 TV 3/16/2011 IT0001150652 B.MPS 97/12 ZC 9/1/2012 IT0001155321 BORSA ITALIANA ORD IT0001156337 ALBIGNASEGO 97/12 TV 3/24/2011 IT0001156774 IICF 97/12 975 TV 7/1/2011 IT0001157020 ERG ORD IT0001157483 TORINO 97/17 TV 3/23/2011 IT0001158754 COPPARO 97/12 TV I 4/15/2011 IT0001160081 CF TOSCANO 13 7,15% 7/1/2011 IT0001161204 BUSTO A. 97/12 TV 10/20/2011 IT0001162491 ALGOL ORD IT0001162509 NOVA RE ORD IT0001165049 IT HOLDING ORD IT0001168704 B.MPS 97/12 ZC 29A 10/31/2012 IT0001169694 VENEZIA 97/12 TV 5/1/2011

Security Description Payment Date FungibleIT0001170718 POP MANTOVA ORD IT0001174611 BTP 6,50% 1.11.97/27 5/1/2011 IT0001178240 RENO DE MEDICI RPCV IT0001178299 R. DE MEDICI ORD A IT0001179438 BNL 97/12 6,5% 5/20/2011 IT0001181129 PROV.MI 97/12 TV 6/23/2011 IT0001181376 CASALE M. 97/17 TV 12/10/2011 IT0001183240 POP. LECCHESE ORD. IT0001183604 CARIVIT ORD IT0001183638 CARIVIT RISP PORT IT0001184453 REGGIO E. 97/17 TV 6/19/2011 IT0001184545 CASTANO P. 97/12 TV 6/30/2011 IT0001189304 PROV.VR 97/17 TV 6/30/2011 IT0001189338 PROV.BG 98/18 TV 7/1/2011 IT0001189346 BUDONI 97/12 6,5% 12/30/2011 IT0001189981 VIGNOLA 97/17 TV 6/30/2011 IT0001190567 OSTELLATO 97/12 TV 6/30/2011 IT0001196986 VALDAGNO 98/18 TV 7/20/2011 IT0001197083 CENTROB 98/18 ZC 1/30/2018 IT0001198412 GENOVA 98/23 TV 7/27/2011 IT0001199428 B.MANAGER ORD IT0001200390 COMIT 98/28 ZC 2/17/2028 IT0001200564 BNL 98/13 5,6% 7/14/2011 IT0001203238 BNL 98/13 5,5% 7/29/2011 IT0001203253 MEDCEN 98/28 ZC 2/10/2028 IT0001203295 EFIB 98/13 FIXED R.1 2/18/2011 IT0001203931 CARIPLO 98/13 F-RF 2/24/2011 IT0001204962 BNL 98/18 5,6% 2/4/2012 IT0001205589 MED-LOMB 98/28 ZC 25 2/18/2028 IT0001206124 MEDCEN 98/13 TF OPZ 2/25/2011 IT0001206769 SOL ORD IT0001207064 CARIPLO 98/13 F-RF 2 3/10/2011 IT0001207098 ACEA ORD. IT0001207999 GUALTIERI 98/13 TV 4/1/2011 IT0001209029 BNL 98/13 5,5% 2/17/2011 IT0001210050 G. FEDON E FIGLI SPA IT0001210902 MEDIACONTECH ORD IT0001212908 MED-LOMB 98/13 TF TV 3/24/2011 IT0001213138 ALFONSINE 98/18 TV 3/19/2011 IT0001214284 EFIB 98/13 FIXED R.2 4/1/2011 IT0001215158 BNL 98/18 5,7% 3/12/2011 IT0001216776 PROV.BG 98/18 TV 4/1/2011 IT0001217071 MIRANDOLA 98/18 TV 1 4/15/2011 IT0001217121 CARIPLO 98/13 F-RF 3 4/15/2011 IT0001218012 BAI ORD IT0001219275 PROV.AL 98/13 TV 4/22/2011 IT0001219705 B.BERGAMO AZ.ORD. IT0001220356 BOLOGNA 98/18 5,05 1 5/5/2011 IT0001221818 REGGIO E. 98/18 TV 1 4/28/2011 IT0001222030 BNL 98/13 FIXED/REV 4/7/2011 IT0001222444 CARIPLO 98/13 F-RF 4 5/19/2011 IT0001222956 BAGN. PIANO 98/18 TV 4/25/2011 IT0001223277 BEGHELLI ORD

Security Description Payment Date FungibleIT0001223889 SP TO 98/13 5,58 161 5/5/2011 IT0001224689 CODIGORO 98/13 TV 1 5/5/2011 IT0001225165 CASS.MURGE 98/23 TV 5/6/2011 IT0001227062 PROV.PE 98/18 TV 5/12/2011 IT0001227773 CARIPLO 98/13 5 6/9/2011 IT0001227880 BNL 98/13 FIX.REV. 4/29/2011 IT0001233136 CARIPLO 98/13 FRF 1 6/17/2011 IT0001233151 BNL 98/13 FIX/REV 5/15/2011 IT0001233342 MACOMER 98/18 5,75% 6/3/2011 IT0001233417 A2A ORD IT0001235404 CARIPLO 98/13 F.REV. 7/1/2011 IT0001236436 BNL 98/13 FIX/REV 6/3/2011 IT0001236618 CARIPLO 98/13 F./REV 7/3/2011 IT0001237053 EMAK ORD IT0001238390 PROV.VR 98/18 TV 6/30/2011 IT0001238416 BITONTO 98/18 TV 7/31/2011 IT0001239190 CARIPLO 98/13 EXCHAN 7/10/2011 IT0001239273 COPPARO 98/13 TV 7/1/2011 IT0001239877 DUOMO ASSICURAZ. ORD IT0001240016 B.MPS 98/13 7,87% 7/1/2011 IT0001240040 B.MPS 98/18 7,87% 7/1/2011 IT0001240271 MEDLOMB 98/13 RF/CAL 7/1/2011 IT0001240651 REGGIO E. 98/18 TV 2 7/6/2011 IT0001243184 BNL 98/13 FIX/REV 6/30/2011 IT0001243432 SONDRIO 98/18 5,12% 7/20/2011 IT0001243465 FERRARA 98/13 4,82% 7/14/2011 IT0001243663 PROV.PS URB 98/13 TV 7/1/2011 IT0001243689 COLLEGNO 98/18 TV 7/15/2011 IT0001243747 CARIPLO 98/13 EXCHAN 7/30/2011 IT0001244026 I GRANDI VIAGGI ORD IT0001244125 ARGENTA 98/13 TV 7/15/2011 IT0001244141 MARANELLO 98/18 TV 1 7/16/2011 IT0001244349 CODIGORO 98/13 TV 7/22/2011 IT0001245338 MODENA 98/18 TV 1 7/30/2011 IT0001245395 CESENATICO 98/18 TV 7/20/2011 IT0001245817 RAVENNA 98/18 TV 7/29/2011 IT0001245858 ROANA 98/18 TV 7/29/2011 IT0001245874 BERGAMO 98/18 TV 8/1/2011 IT0001246252 MONTECCHIO 98/18 TV 7/1/2011 IT0001246799 BTP 9% 1/11/23 P/S 11/1/2023 IT0001246807 BTP 7,25% 1/11/26 PS 11/1/2026 IT0001246815 BTP 6,5% 1/11/27 P/S 11/1/2027 IT0001247078 COUP ST/BTP 1/5/11 5/1/2011 IT0001247086 COUP ST/BTP 1/11/11 11/1/2011 IT0001247094 COUP ST/BTP 1/5/12 5/1/2012 IT0001247102 COUP ST/BTP 1/11/12 11/1/2012 IT0001247110 COUP ST/BTP 1/5/13 5/1/2013 IT0001247128 COUP ST/BTP 1/11/13 11/1/2013 IT0001247136 COUP ST/BTP 1/5/14 5/1/2014 IT0001247144 COUP ST/BTP 1/11/14 11/1/2014 IT0001247151 COUP ST/BTP 1/5/15 5/1/2015 IT0001247169 COUP ST/BTP 1/11/15 11/1/2015 IT0001247177 COUP ST/BTP 1/05/16 5/1/2016

Security Description Payment Date FungibleIT0001247185 COUP ST/BTP 1/11/16 11/1/2016 IT0001247193 COUP ST/BTP 1/05/17 5/1/2017 IT0001247201 COUP ST/BTP 1/11/17 11/1/2017 IT0001247219 COUP ST/BTP 1/05/18 5/1/2018 IT0001247227 COUP ST/BTP 1/11/18 11/1/2018 IT0001247235 COUP ST/BTP 1/05/19 5/1/2019 IT0001247243 COUP ST/BTP 1/11/19 11/1/2019 IT0001247250 COUP ST/BTP 1/05/20 5/1/2020 IT0001247268 COUP ST/BTP 1/11/20 11/1/2020 IT0001247276 COUP ST/BTP 1/5/21 5/1/2021 IT0001247284 COUP ST/BTP 1/11/21 11/1/2021 IT0001247292 COUP ST/BTP 1/5/22 5/1/2022 IT0001247300 COUP ST/BTP 1/11/22 11/1/2022 IT0001247318 COUP ST/BTP 1/5/23 5/1/2023 IT0001247326 COUP ST/BTP 1/11/23 11/1/2023 IT0001247334 COUP ST/BTP 1/05/24 5/1/2024 IT0001247342 COUP ST/BTP 1/11/24 11/1/2024 IT0001247359 COUP ST/BTP 1/05/25 5/1/2025 IT0001247367 COUP ST/BTP 1/11/25 11/1/2025 IT0001247375 COUP ST/BTP 1/5/26 5/1/2026 IT0001247383 COUP ST/BTP 1/11/26 11/1/2026 IT0001247391 COUP ST/BTP 1/5/27 5/1/2027 IT0001247409 COUP ST/BTP 1/11/27 11/1/2027 IT0001248670 BELLARIA 98/13 TV% 8/3/2011 IT0001248753 CESENATICO 98/18 TV 7/29/2011 IT0001250122 CARIPLO 98/13 EXCH 3 3/1/2011 IT0001250452 REGGIO E. 98/18 TV 3 2/28/2011 IT0001250932 HERA AZ. ORD. IT0001251070 CM LEOGRA 98/18 TV 8/1/2011 IT0001251492 SERIATE 98/18 TV 8/8/2011 IT0001254884 BNL ORD FRAZ IT0001254983 CARIPLO 98/13 TRIGG. 3/11/2011 IT0001256152 NONANTOLA 98/18 TV 3/2/2011 IT0001257333 CENTROB 98/14 REV.FL 9/16/2011 IT0001257804 B.MPS 98/13 ZC 32 9/15/2013 IT0001258117 SP TO 98/12 1% 174A 12/31/2011 IT0001260105 VAL.IMM.GLOB. Q.RN IT0001260113 VAL.IMM.GLOB. Q.RP IT0001260220 CARIPLO 98/13 TRIGG 4/2/2011 IT0001261426 THIENE 98/18 TV 3/19/2011 IT0001262549 POP P.SORRENT. ORD IT0001262564 SIENA 98/18 TV 1 4/1/2011 IT0001264289 CARIPLO 98/13 FRF 7 10/16/2011 IT0001264792 CREDIOP 98/18 RF 10 10/15/2011 IT0001266433 CUSANO MIL. 98/23 TF 10/10/2011 IT0001266953 REGGIO E. 98/18 TV 4 4/14/2011 IT0001267217 B.NAPOLI 98/16 FRF 10/19/2011 IT0001267381 CENTROB 98/18 RFC 10/20/2011 IT0001268165 LAVENO M. 98/13 5,3% 4/30/2011 IT0001268561 B&C SPEAKERS ORD. IT0001270062 TORINO 98/30 TV 6/30/2011 IT0001270138 VERONA 98/18 TV 4/21/2011 IT0001270526 BNL 98/13 4,8% 4/2/2011

Security Description Payment Date FungibleIT0001270708 BOLOGNA 98/18 4,65 2 5/20/2011 IT0001271003 B.IMI 98/18 S-D 11/4/2018 IT0001271250 CARNEVALE 98/13 4,86 4/30/2011 IT0001271540 ROSA' 98/18 TV 1 4/30/2011 IT0001271649 MED-LOMB 98/18 RFC 11/6/2011 IT0001276408 CLASS EDITORI IT0001277331 EFIB 98/13 REV FLO C 11/18/2011 IT0001277406 CREDIOP 98/18 RF 11 11/27/2011 IT0001278404 MEDCEN 98/18 FTS 3/3/2011 IT0001278511 BTP 5,25% 1.11.98/29 5/1/2011 IT0001278628 COLOGNO M.98/18 TV 5/19/2011 IT0001278941 CENTROB 98/13 E.L.C. 10/10/2011 IT0001279501 MEDIOLANUM ORD IT0001279717 SANDRIGO 98/18 TV 6/2/2011 IT0001280426 FIORANO MOD. 98/18 6/1/2011 IT0001280947 RICHARD-GINORI ORD IT0001281358 BELLARIA 98/13 TV 2 6/30/2011 IT0001281374 B. DESIO RP IT0001281531 PROV.PV 98/18 4,8% 11/28/2011 IT0001282299 CREDIOP 98/13 TF/FRF 12/18/2011 IT0001282414 SP-IMI 98/13 SD 7A 12/2/2013 IT0001282422 BCA MED 98/18 FP OC 12/10/2018 IT0001282547 CREMONINI ORD IT0001282778 S.VINCENZO 98/18 TV 6/2/2011 IT0001285920 PROV.LU 98/13 4,3% 6/30/2011 IT0001286779 ASTI 99/14 4,6% 7/1/2011 IT0001287249 MEDCEN 98/18 S-D 12/24/2018 IT0001288155 UCI EX ROMA 16 S347 12/9/2016 IT0001288809 PROV.TO 98/18 TV 12/19/2011 IT0001288825 PROV.VR 98/18 TV 6/30/2011 IT0001288858 GRUGLIASCO 98/18 TV 6/18/2011 IT0001288890 FORLI' 98/18 TV 6/23/2011 IT0001289310 UCI EX ROMA 13 S348 6/9/2011 IT0001289989 B.NAPOLI 98/14 S-D 12/15/2011 IT0001291571 ENI ADFIN ORD. IT0001291886 BERGAMO 98/18 TVTRAS 6/19/2011 IT0001292108 TORINO 98/18 TV 6/30/2011 IT0001292264 GRANAROLO E.99/19 TV 7/8/2011 IT0001292322 REGGIO E. 98/18 TV 6/30/2011 IT0001292512 NIBIONNO 98/23 TV 6/22/2011 IT0001292520 BARLASSINA 98/23 TV 6/22/2011 IT0001292850 MED-LOMB 99/19 S-D 1 1/15/2012 IT0001293338 CARIPLO 99/14 TV 1A 1/18/2012 IT0001294260 B.MARCHE 99/22 ZC 1/4/2022 IT0001294492 BITONTO 98/18 TV 6/30/2011 IT0001295960 CPL CONCORDIA RISP IT0001296133 B.MPS 99/14 S-D 3A 1/4/2012 IT0001298048 FRIULADRIA ORD IT0001299384 CARISBO 99/19 SU 1/2/2012 IT0001300992 CENTROB 99/19 SD IND 1/22/2012 IT0001301560 CARIPLO 99/14 FF IND 1/29/2012 IT0001301826 PROV.RA 99/19 TV 7/15/2011 IT0001301875 UCI EX ROMA 14 S353 1/20/2014

Security Description Payment Date FungibleIT0001302659 SP-IMI 99/19 TSE 7A 1/25/2012 IT0001302733 B.MPS 99/29 TM 4A 2/1/2029 IT0001303137 GENOVA 99/30 TV 7/26/2011 IT0001303145 CANNETO S/O 99/19 TV 8/1/2011 IT0001303350 CREDIOP 99/19 TF/CRF 1/29/2012 IT0001304010 INTERB 99/21 C RESET 2/16/2011 IT0001304127 MEDIOB 99/14 SD IND1 2/8/2012 IT0001304341 B.IMI 99/24 F.& Z. 2/1/2024 IT0001305942 CARIPLO 99/14 IND 3A 2/16/2011 IT0001306171 MEDCEN 99/19 S-D ZC 2/18/2019 IT0001307286 MED-LOMB 99/19 RFC 3 2/18/2011 IT0001307583 B.NAPOLI 99/14 S-D 2/15/2012 IT0001307963 CARISBO 99/19 SU 1/2/2012 IT0001308508 B.MPS 99/29 TM 8A 2/15/2029 IT0001308607 CREDIOP 99/24 S-D 2A 2/26/2024 IT0001309423 CARIPLO 99/14 IND 1A 3/9/2011 IT0001310793 EFIB 99/14 STEP DOWN 3/3/2011 IT0001311247 INTERB 99/19 UPSIDE 3/1/2011 IT0001312708 CENTROB 99/19 SD ESB 3/16/2019 IT0001312773 BTP 5,25% 1/11/29 PS 11/1/2029 IT0001312781 COUP ST/BTP 1/5/28 5/1/2028 IT0001312799 COUP STRIPP 1/11/28 11/1/2028 IT0001312807 COUP ST/BTP 1/5/29 5/1/2029 IT0001312815 COUP ST/BTP 1-11-29 11/1/2029 IT0001313987 B.NAPOLI 99/19 4,6% 3/1/2011 IT0001314217 POP APRILIA ORD IT0001316485 B.ROMA 99/11 I.L.356 3/15/2011 IT0001317228 BNL 99/14 4,2% 2/19/2011 IT0001317707 CREDIOP 99/19 SD LAI 3/29/2019 IT0001320107 B.MPS 99/14 TM 11A 3/22/2014 IT0001320131 B.MPS 99/14 S-D 12A 3/22/2011 IT0001320545 VAREDO 99/19 TV 3/23/2011 IT0001320552 NONANTOLA 99/19 4,65 3/29/2011 IT0001320602 IICF 99/18 4,5% 1008 1/1/2012 IT0001321337 IICF 99/17 4,75 1009 4/1/2011 IT0001321725 IICF 99/22 3,5% 1010 4/1/2011 IT0001322012 CARIPLO 99/14 FF IND 4/20/2011 IT0001322772 CR FI 99/14 STEPDOWN 5/3/2014 IT0001323127 CR PR-PC 99/14 ZC167 4/1/2014 IT0001323796 UCI EX ROMA 11 S362 4/7/2011 IT0001325239 BDS 99/11 4% 4/1/2011 IT0001325247 BDS 99/14 ZC 4/1/2014 IT0001327524 MEDCEN 99/14 S-D ZC 4/30/2014 IT0001327730 IICF 99/13 2,75 1015 4/1/2011 IT0001328480 CARIPLO 99/14 IND 2A 5/7/2011 IT0001330411 B.CARIGE 99/19 TV132 5/17/2011 IT0001332979 FRETTE ORD IT0001333134 CR FI 99/14 STEP D. 6/2/2014 IT0001333852 BNL 99/19 4,7% 4/21/2011 IT0001334371 B.MARCHE 99/19 ZC 5/14/2019 IT0001334587 MPS ORD IT0001334603 MPS RP IT0001336251 B.CARIGE 99/14 IND 6/2/2011

Security Description Payment Date FungibleIT0001336301 B.CARIGE 99/14 134A 6/2/2011 IT0001336368 MED-LOMB 99/19 STEP 6/3/2011 IT0001338471 CARIPLO 99/14 IND 3A 6/15/2011 IT0001338794 BAV 99/14 IND SWAP 6/22/2011 IT0001339024 COMIFAR ORD IT0001339321 LE BUONE SOCIETA' IT0001339586 MEDIOB 99/19 TV SWAP 6/25/2011 IT0001339842 GEWISS ORD FRAZ IT0001342051 VALDAGNO 99/19 TV 6/9/2011 IT0001343695 RATTI ORD RG IT0001345443 POP LAJATICO ORD IT0001345484 LINIFICIO ORD RG IT0001346201 B.CA ALETTI ORD. IT0001346227 FARBANCA ORD. IT0001346524 AIMAG 99/14 TV 1A 7/12/2011 IT0001346748 CARIPLO 99/14 FIX-FL 7/15/2011 IT0001347050 ELECA ORD IT0001347175 ARENA ORD IT0001347308 BUZZI UNICEM ORD IT0001347506 EFIB 99/19 C.M.S. 6/23/2011 IT0001347647 B.NAPOLI 99/19 5% 7/1/2011 IT0001347670 B.NAPOLI 99/14 4,80% 7/1/2011 IT0001348819 BAV 99/14 TASSO SWAP 8/3/2011 IT0001349023 B.IMI 99/24 TV CMS 7/5/2011 IT0001350625 OLIDATA ORD IT0001351383 TREVI FIN. ORD. IT0001352217 P.S.FAUSTINO ORD IT0001352233 B.NAPOLI 99/19 5,3% 7/15/2011 IT0001352266 B.NAPOLI 99/14 5,1% 7/15/2011 IT0001352654 CARIPLO 99/14 TV 4A 7/30/2011 IT0001353140 EXOR ORD IT0001353157 EXOR PRIV IT0001353843 BNL 99/14 4,60% 6/30/2011 IT0001353850 BNL 99/19 4,90% 7/1/2011 IT0001354155 IPI ORD RAGG IT0001354346 BNL 99/19 4% 7/1/2011 IT0001354882 CR FI 99/11 4,2% 3/6/2011 IT0001355194 CREDIOP 99/14 TV FLO 7/30/2011 IT0001356887 K.R. ENERGY ORD. IT0001357992 DEUTSCHE B.99/14 C-M 8/6/2011 IT0001358388 KARIBA ORD IT0001358479 FOND PORT UNICR.IMM IT0001358750 CARIPLO 99/14 FIX-FL 8/20/2011 IT0001360681 SECURFONDO Q.RN IT0001360749 SECURFONDO Q.RP IT0001362174 DEUTSCHE 99/14 TV 2A 3/1/2011 IT0001362935 MED.LOMB 99/14 CMS 9/6/2011 IT0001363941 ICCREA 99/14 TV 9/1/2011 IT0001364162 B.NAPOLI 99/14 5,5% 2/16/2011 IT0001364170 B.NAPOLI 99/19 5,7% 2/16/2011 IT0001365706 CARISBO 99/15 SU 9/1/2011 IT0001365821 B.SICILIA 99/11 CMS 3/1/2011 IT0001366738 DEUTSCHE 99/14 CM 3^ 3/8/2011

Security Description Payment Date FungibleIT0001367645 ITALFOND 99/14 2,75% 4/1/2011 IT0001369138 CR FI 99/12 4,60% 4/4/2011 IT0001369427 BUZZI UNICEM RP IT0001369708 B.APULIA PRIV IT0001371001 LAFERT ORD IT0001371589 MONTE TITOLI ORD IT0001373734 DEUTSCHE 99/14 CM 4 3/30/2011 IT0001375531 CIT AZ. ORD. IT0001376083 DEUTSCHE 99/14 CM 5A 4/8/2011 IT0001377354 UMCC CMS 94/14 4/1/2011 IT0001378667 CR FI 99/13 4,7% 5/2/2011 IT0001382024 ACSM ORD IT0001383782 DEUTSCHE B.99/14 TV 4/22/2011 IT0001384590 AEFFE ORD. IT0001385324 INVES.E SVILUPPO ORD IT0001389631 BENI STABILI ORD IT0001389854 TORINO 99/19 TV 6/30/2011 IT0001391041 G.NAVI VELOCI ORD IT0001395174 CENTROBANCA ORD IT0001396578 POP EMILIA 99/14 CMS 11/25/2011 IT0001396966 DEUTSCHE 99/14 CM 6/1/2011 IT0001397741 F.PIRAMIDE GLOB PORT IT0001397758 F.PIRAMIDE GLOB NOM IT0001398541 G.ED.L'ESPRESSO ORD IT0001402269 RISANAMENTO ORD IT0001403739 MARIELLA BURANI ORD IT0001408027 AIMAG 99/14 TV 2 6/30/2011 IT0001411633 POP EMILIA 99/19 CMS 12/23/2011 IT0001412102 B.INTESA RP 1/00 IT0001413027 TORINO 99/19 TV 6/30/2011 IT0001413837 IMMSI ORD IT0001422424 FIAMM ORD IT0001423257 BNL PORTFOL.IMM PORT IT0001423562 FASTWEB ORD. IT0001424644 TAS ORD IT0001425211 EUTELIA ORD. IT0001426342 FONDO POLIS PORT IT0001426359 FONDO POLIS NOM. IT0001431540 ASS.VAL PIAVE ORD IT0001431805 DEA CAPITAL ORD IT0001444378 BTP 6% 1/11/99/31 5/1/2011 IT0001444832 B GE.00/20 ZC .13/ZC 3/9/2020 IT0001446613 CHL ORD IT0001447348 MITTEL ORD IT0001447785 MONDO TV ORD IT0001447926 BNL 00/15 3,82% 7/1/2011 IT0001447959 BNL 00/15 2,82% 7/1/2011 IT0001454435 TXT E SOLUTIONS ORD IT0001455242 POP.VESUVIANA ORD. IT0001455473 DADA ORD IT0001462206 CIGA ORD IT0001463071 FONDIARIA SAI ORD IT0001463089 FONDIARIA SAI RP

Security Description Payment Date FungibleIT0001464186 BTP 6% 1/5/31 PS 5/1/2031 IT0001464194 COUP ST/BTP 1/5/30 5/1/2030 IT0001464202 COUP ST/BTP 1/11/30 11/1/2030 IT0001464210 COUP ST/BTP 1/5/31 5/1/2031 IT0001465159 ITALCEMENTI ORD IT0001465167 ITALCEMENTI RP IT0001467064 SAECO ORD IT0001467577 PANARIAGROUP ORD. IT0001469383 MONDADORI ORD IT0001469953 ACOTEL GROUP ORD IT0001469995 DIGITAL BROS ORD IT0001472171 CALTAGIRONE EDIT ORD IT0001475109 PREMAFIN ORD IT0001476412 AMUNDI RE EUROPA IT0001477337 CDC POINT ORD IT0001477402 EXPRIVIA ORD. IT0001479374 LUXOTTICA ORD IT0001479523 B.E.E. TEAM ORD IT0001480323 GEMINA ORD IT0001480349 GEMINA RP IT0001481867 EL.EN. ORD IT0001487047 FULLSIX ORD IT0001488565 BNL 00/12 5,2% 7/1/2011 IT0001488607 BUONGIORNO SPA IT0001489357 DMAIL.IT ORD IT0001489720 CAD IT ORD IT0001489803 FONSPA ORD IT0001490736 SAVE ORD. IT0001493581 PRAMAC LIFTER ORD IT0001496030 TECNODIF.IT. FRAZ IT0001496972 G.DI.A. ORD IT0001498234 EEMS ITALIA ORD IT0001498481 FIDIA AZIONI ORD IT0001499679 REPLY ORD IT0001976403 FIAT ORD. RAGG. IT0001976411 FIAT PRIV. RAGG. IT0001976429 FIAT RP RAGG. IT0003004980 NETFRATERNITY AZ ORD IT0003006878 UNIBANCA ORD IT0003007348 3 ITALIA ORDINARIE IT0003007728 TOD'S ORD IT0003007827 SITCOM ORD IT0003008031 TORINO 00/20 6,2% 3/8/2011 IT0003008296 B.MARCHE 00/15 ZC 9/16/2015 IT0003009765 TELSEY AZ. ORD IT0003017446 AMUNDI RE ITALIA IT0003021802 ELITEL ORD. IT0003021877 L'UNIONE ORD IT0003023980 C.LATTE TO ORD IT0003025019 CALEFFI ORD IT0003026173 TORINO 00/20 6,1% 4/20/2011 IT0003027817 IREN ORD IT0003029441 ENGINEERING ORD

Security Description Payment Date FungibleIT0003030019 B.MPS 00/15 ZC 27A 10/31/2015 IT0003031124 B.TREVISO ORD IT0003035232 B.MPS 00/15 ZC 11/10/2015 IT0003039010 RCS ORD IT0003039028 RCS RP IT0003043418 DIGITAL MULTIMEDIA IT0003044697 POP NO 00/02 2,65% 12/1/2011 IT0003045660 BNL 00/16 4,52% 7/1/2011 IT0003045702 BNL 00/16 3,52% 7/1/2011 IT0003049605 FONDO ALPHA PORT IT0003049613 FONDO ALPHA NOM IT0003050777 CRED.SICILIANO ORD IT0003052161 TORINO 00/20 5,8% 6/20/2011 IT0003054308 FONDO OB.IMPRESA POR IT0003054316 OBB.VO IMPRESA NOM. IT0003056386 PININFARINA ORD IT0003057624 IT WAY ORD IT0003058325 B.NAPOLI 01/21 4,05% 7/1/2011 IT0003059943 ELEA ORD IT0003063580 GENOVA 01/29 TVT 7/15/2011 IT0003066146 ACEGAS ORD IT0003067151 B.SARDEGNA 01/14 ZC 2/20/2014 IT0003069637 MED-TOSC 01/16 ZC 1/29/2016 IT0003072086 INTERB.01/11 SUB-IBR 7/1/2011 IT0003073217 F.C.E. ORD IT0003073266 PIAGGIO ORD IT0003079669 FARBANCA ORD IT0003080253 CATANIA 01/21 TV 2/26/2011 IT0003080402 BTP 01/11 5,25% 8/1/2011 IT0003081475 VIAGGI VENTAGLIO ORD IT0003081970 MOBY ORD IT0003083133 BAM 01/16 ZC 3/4/2016 IT0003087258 G.FIANDRE ORD IT0003087621 POP NO 01/21 2,9% 3/9/2011 IT0003087746 BAM 01/16 ZC 3/20/2016 IT0003089080 MED-TOSCANO 01/16 ZC 1/29/2016 IT0003089775 FONDO SGR PORT IT0003094676 B.INTESA 01/11 5,35% 4/9/2011 IT0003094916 BNL 01/11 ZC 3/12/2011 IT0003096911 B.MPS 01/16 ZC 1/29/2016 IT0003097257 BIESSE ORD IT0003097992 BPM 01/11 4,875% 4/17/2011 IT0003100325 POP EMILRO 01/08 TV 7/1/2011 IT0003100671 B.MPS 01/16 ZC 1/29/2016 IT0003106389 PS BTP 5,25% 1/08/11 8/1/2011 IT0003106595 C.S. BTP 01/08/11 8/1/2011 IT0003106777 BENETTON AZ ORD IT0003107098 INTERB 01/16 ZC 1/29/2016 IT0003107767 BAM 01/31 ZC 2/20/2031 IT0003109987 B.MEDIOCRED 11 STEP 5/23/2011 IT0003110837 FONDO "ROLO IMPR." IT0003111462 MONTEFIBRE ORD IT0003111520 MONTEFIBRE RP

Security Description Payment Date FungibleIT0003111991 PROV MODENA 21 5,68% 5/2/2011 IT0003112999 VENETO B. 01/11 ZC 3 4/27/2011 IT0003113252 BNL 01/16 4,77% 7/1/2011 IT0003113427 BNL 01/16 5,77% 7/1/2011 IT0003113492 BNL 01/11 4,77% 7/1/2011 IT0003113534 BNL 01/11 5,77% 7/1/2011 IT0003115950 DE LONGHI ORD IT0003116396 INTERB 01/16 ZC 1/29/2016 IT0003117436 CIRIO ORD IT0003120315 B.121 01/16 C.S. 1/29/2016 IT0003121248 VAUBAN ORD IT0003121644 PARMALAT AZ ORD IT0003121677 CREDEM ORD IT0003123301 BPM 01/11 4,625% 5/31/2011 IT0003123491 ADR AZ ORD IT0003124663 PRIMA IND. ORD. IT0003126783 CEMENTIR HOLDING ORD IT0003127864 VIANINI LAV ORD IT0003127898 VIANINI IND ORD IT0003127930 CALTAGIR ORD IT0003128367 ENEL ORD RG IT0003128458 BCC MANZANO 01/11 OC 6/1/2011 IT0003129274 SARACEN ORD IT0003129308 B.TOSCANA 01/16 ZC 1/29/2016 IT0003132179 B.SARDEGNA PRIV. IT0003132476 ENI ORD IT0003132526 B.121 01/16 CS 1/29/2016 IT0003140008 BNL 01/11 6,0% 6/7/2011 IT0003140032 BNL 01/11 TV 6/7/2011 IT0003141105 BAM 01/16 ZC 7/10/2016 IT0003141220 BIVERB 01/11 5% 7/1/2011 IT0003141295 BPM 01/11 5% 7/16/2011 IT0003141519 BANCA MPS 01/11 5% 7/1/2011 IT0003142996 ENTASI 01/16 SERIE 1 5/25/2011 IT0003143028 ENTASI 01/16 SERIE 2 5/25/2011 IT0003143796 GENOVA 01/29 TVT 7/9/2011 IT0003144448 BNL 01/11 TV 6/22/2011 IT0003144539 BNL 01/11 6% 6/22/2011 IT0003144901 B.TOSCANA 01/16 ZC 1/29/2016 IT0003145270 BAM 01/26 ZC 6/12/2026 IT0003148142 B.CHIAVARI 01/11 5% 8/1/2011 IT0003148589 B.AGR.MANT. 01/16 ZC 7/25/2016 IT0003149884 RHEMES 01/30 ZC CV 12/31/2030 IT0003150817 BNL 01/11 TV 7/10/2011 IT0003151120 BNL 01/11 5,9% 7/11/2011 IT0003152417 EDISON ORD IT0003153415 SNAM RETE GAS ORD IT0003153621 TAMBURI ORD IT0003154140 ULISSE 2 15 CLASS C 5/5/2011 IT0003154223 CR BOLZANO 11 5,6% 2/28/2011 IT0003155394 BNL 01/11 TV 7/26/2011 IT0003155493 BNL 01/11 6% 7/27/2011 IT0003156939 COLOMBO 02/26 TV A2 2/28/2011

Security Description Payment Date FungibleIT0003160469 B.MONTERIGG. 11 S-UP 9/1/2011 IT0003161582 CR S.MINIATO 11 4,70 3/3/2011 IT0003162606 BNL 01/11 TV 8/13/2011 IT0003162648 BNL 01/11 5,8% 8/14/2011 IT0003163075 B.CHIAVARI 01/11 4,7 4/1/2011 IT0003163455 POP A.ADIGE 01/11 TV 3/7/2011 IT0003165013 INTESABCI 01/11 4,75 7/1/2011 IT0003168900 B.MONTE PR ORD IT0003172118 MEDIOB. 01/11 6,15% 9/11/2011 IT0003172886 CARIPRATO 01/16 ZC 1/29/2016 IT0003173215 BNL 01/11 TV 3/4/2011 IT0003173223 BNL 01/11 5,7% 3/4/2011 IT0003173264 BNL FONDI IMM PORT IT0003173603 B.MPS 01/16 ZC 1/29/2016 IT0003173686 B.TOSCANA 01/11 4,75 4/4/2011 IT0003179790 POP A.ADIGE 01/11 TV 4/1/2011 IT0003180111 BPM 01/11 5% 4/15/2011 IT0003180558 BNL 01/11 5,71% 3/20/2011 IT0003180806 BNL 01/11 TV 3/19/2011 IT0003182190 POP BA 01/11 TV 6/30/2011 IT0003182430 B.S.GIORGIO 01/11 TV 3/28/2011 IT0003182778 IFITALIA ORD IT0003186639 SIRACUSA 01/21 TV 4/19/2011 IT0003187595 IMMOBILIUM 2001 IT0003187603 INVEST REAL SECURITY IT0003187819 B.CARIGE 01/11 TV 5/5/2011 IT0003187934 TORINO 01/21 TV 4/22/2011 IT0003188064 IFIS ORD IT0003188528 BNL 01/17 5,82% 7/1/2011 IT0003188593 BNL 01/11 5,71% 4/3/2011 IT0003188601 BNL 01/22 3% 7/1/2011 IT0003188643 BNL 01/11 TV IBRIDO 4/2/2011 IT0003188726 BNL 01/17 4,82% 7/1/2011 IT0003188767 BNL 01/12 5,82% 7/1/2011 IT0003188783 BNL 01/12 4,82% 7/1/2011 IT0003190912 BTP 5% 01/02/12 8/1/2011 IT0003192454 BTP 01/11/11 1,9% 5/1/2011 IT0003192546 POP A.ADIGE 01/11 TV 5/2/2011 IT0003192710 CREDEM 01/11 ZC 8/10/2011 IT0003194732 B.CHIAVARI 01/11 4,2 6/1/2011 IT0003195515 CR ASTI 01/11 TV 3/19/2011 IT0003197412 BPM 01/11 4,50% 5/30/2011 IT0003198790 FALCK RENEWABLES ORD IT0003201123 POP.NO 01/21 4,15% 12/3/2011 IT0003201198 SIAS ORD IT0003201669 TORINO 01/21 5,3% 6/17/2011 IT0003201677 CR FORLI' ORD IT0003201685 CR FORLI' ORD C.PRIV IT0003202618 POP A.ADIGE 01/11 TV 6/3/2011 IT0003203343 CREDEM 01/11 ZC 9/30/2011 IT0003203442 BNL 01-11 5,20% IBRI 5/19/2011 IT0003203459 BNL 01-11 TV 5/19/2011 IT0003203947 GEFRAN ORD

Security Description Payment Date FungibleIT0003204176 POP A.ADIGE 01/11 TV 6/17/2011 IT0003204762 GENOVA 2002/2022 TV 7/29/2011 IT0003204903 PS BTP 5% 01/02/12 2/1/2012 IT0003204945 C.S. BTP 01/02/12 2/1/2012 IT0003205397 FARBANCA 01/11 TV 6/10/2011 IT0003209407 MANTEGNA FIN. 33 A2 7/15/2011 IT0003209415 MANTEGNA FIN. 33 C/B 7/15/2011 IT0003209423 MANTEGNA FIN. 33 C/C 7/15/2011 IT0003209969 ICCRI-BFE 01/11 5,75 6/14/2011 IT0003210017 ICCRI-BFE 01/11 TV 3/14/2011 IT0003210074 POP.BG 01/12 TV SUB. 3/18/2011 IT0003210801 AZIENDA SONDRIESE M. IT0003211601 B.CARIGE ORD. IT0003214555 B.ARSIZIO 01/16 TV 6/20/2011 IT0003216527 BPM 02/12 4,5% 7/15/2011 IT0003216600 B.NAPOLI 02/22 4,05 7/1/2011 IT0003216667 CARISPO ORD IT0003216675 CARISPO PRIV IT0003216683 MP VITA 01/SENZA SC. 6/30/2011 IT0003216691 TICINO VITA TV 6/30/2011 IT0003216758 ULISSE 4 CLASSE B 5/5/2011 IT0003216907 DINAMICO 01/11 TV 12/20/2011 IT0003217335 BORGOSESIA ORD IT0003217368 BORGOSESIA RP IT0003217756 AZ. MERIDIANA ORD IT0003217780 CARIPIT AZ. RP IT0003219356 INTESA 02/12 5,20% 1/15/2012 IT0003228522 B.SS 2013 ZC 1/15/2013 IT0003231823 B.NAPOLI 02/12 4,80 1/31/2012 IT0003233209 PROFIT HOLDING ORD IT0003233241 MPS B.VERDE 17 ZC 1/16/2017 IT0003242085 REG.TOSCANA 02/16 TF 6/30/2011 IT0003242598 IGI INVESTIMENTI IT0003242606 INTERB FONDI NM IT0003242622 AZ. T.E.R.NA ORD IT0003242739 CR S.MINIATO 12 4,50 2/25/2011 IT0003242747 BTP 2002/17 5,25% 8/1/2011 IT0003246250 P.S.BTP 1/8/17 5,25% 8/1/2017 IT0003246268 C.S.BTP 1/8/17 5,25 8/1/2017 IT0003246276 ARGO MORTGAGE 36 TV 4/28/2011 IT0003246284 C.S.BTP 1/2/17 5,25 2/1/2017 IT0003246292 C.S. BTP 1/8/16 5,25 8/1/2016 IT0003246300 ARGO MORTGAGE 36 TV 4/28/2011 IT0003246318 C.S. BTP 1/2/16 5,25 2/1/2016 IT0003246326 CS BTP 01/08/15 5,25 8/1/2015 IT0003246334 ARGO MORTGAGE 36 TV 4/28/2011 IT0003246342 C.S BTP 5,25% 1/2/15 2/1/2015 IT0003246359 C.S. BTP 1/8/14 5,25 8/1/2014 IT0003246375 C.S. BTP 5,25 1/2/14 2/1/2014 IT0003246383 C.S. BTP 5,25 1/8/13 8/1/2013 IT0003246391 C.S. BTP 5,25 1/2/13 2/1/2013 IT0003246409 C.S. BTP 5,25 1/8/12 8/1/2012 IT0003246813 POP A.ADIGE 02/12 TV 3/1/2011

Security Description Payment Date FungibleIT0003247332 BCA CARIGE 02/12 TV 2/25/2011 IT0003247506 BERICA 2 02/32 TV 2/27/2011 IT0003247530 BERICA 2 02/32 TV 2/27/2011 IT0003247563 BERICA 2 02/32 TV 2/27/2011 IT0003248272 BNL 12 TF 5,32% 7/1/2011 IT0003248330 BNL 02/17 TF 5,32% 7/1/2011 IT0003248371 BNL 17 TF 4,32% 7/1/2011 IT0003248504 DINAMICO INDEX 2012 2/28/2012 IT0003250070 BPTG 02/12 ZC 2/27/2012 IT0003250120 MPS MERCH. 17 ZC 1/16/2017 IT0003253553 B.TOSCANA 02/12 TV 3/11/2011 IT0003256820 BTP 02/33 TF 5,75% 8/1/2011 IT0003259477 BIVERBANCA 02/17 ZC 3/15/2017 IT0003261069 AZ. ASTALDI ORD IT0003261697 AZIMUT HOLD. ORD. IT0003262208 POP MI 02/12 4,50% 4/15/2011 IT0003262398 BNL 02/22 TF 2,50% 7/1/2011 IT0003263891 INTESABCI 02/12 5,5% 4/12/2011 IT0003263925 B.SARDEGNA 02/15 ZC 5/2/2015 IT0003268460 PRINCIPAL 02/33 2/1/2033 IT0003268486 C.S. 01/02/18 2/1/2018 IT0003268494 C.S. 01/08/18 8/1/2018 IT0003268544 C.S. 01/02/19 2/1/2019 IT0003268585 C.S. 01/08/19 8/1/2019 IT0003268601 C. S. 01/02/20 2/1/2020 IT0003268635 C.S. 01/08/20 8/1/2020 IT0003268676 C. S. 01/02/21 2/1/2021 IT0003268700 C. S. 01/08/21 8/1/2021 IT0003268726 C. S. 01/02/22 2/1/2022 IT0003268742 C. S. 01/08/22 8/1/2022 IT0003268775 C.S. 01/02/23 2/1/2023 IT0003268791 C. S. 01/08/23 8/1/2023 IT0003268809 C. S. 01/02/24 2/1/2024 IT0003268817 C. S. 01/08/24 8/1/2024 IT0003268825 C. S. 01/02/25 2/1/2025 IT0003268833 C. S. 01/08/25 8/1/2025 IT0003268841 C. S. 01/02/26 2/1/2026 IT0003268858 C. S. 01/08/26 8/1/2026 IT0003268874 C. S. 01/02/27 2/1/2027 IT0003268882 C. S. 01/08/27 8/1/2027 IT0003268890 C.S. 01/02/28 2/1/2028 IT0003268908 C. S. 01/08/28 8/1/2028 IT0003268924 C. S. 01/02/29 2/1/2029 IT0003268932 C. S. 01/08/29 8/1/2029 IT0003268957 C. S. 01/08/30 2/1/2030 IT0003268973 C. S. 01/08/30 8/1/2030 IT0003268999 C. S. 01/02/31 2/1/2031 IT0003269013 C. S. 01/08/31 8/1/2031 IT0003269021 C. S. 01/02/32 2/1/2032 IT0003269039 C. S. 01/08/32 8/1/2032 IT0003269062 C. S. 01/02/33 2/1/2033 IT0003269252 POP VI 02/12 4,70% 4/19/2011 IT0003269385 CARIPRATO 02/17 ZC 1/16/2017

Security Description Payment Date FungibleIT0003270391 POP A.ADIGE 12 TV 4/5/2011 IT0003270615 PRELIOS SPA AZ ORD IT0003270904 SOCOTHERM ORD IT0003271472 B.MONTE PR 02/12 ZC 4/30/2012 IT0003271548 B.MONTE PR 02/16 ZC 4/30/2016 IT0003272330 BNL 02/12 5,80%IBRID 3/29/2011 IT0003272355 BNL 02/12 TV IBRIDO 3/29/2011 IT0003274583 BNL 02/27 5% 7/1/2011 IT0003276455 BNL 02/12 TV 4/19/2011 IT0003276489 BNL 02/12 5,90% IBRI 4/19/2011 IT0003277198 MPS MERCHANT 17 ZC 1/16/2017 IT0003277230 POP A.ADIGE 02/12 TV 4/29/2011 IT0003277628 B.TOSCANA 02/12 TV 5/2/2011 IT0003287049 BAM 02/14 ZC 10/31/2014 IT0003288120 P.DINAMICO 02/12 OC 5/14/2012 IT0003302525 B.CA PROMOS ORD IT0003302863 B.CARIME 02/12 6% 6/25/2011 IT0003305585 MWCR COM ORD IT0003306997 BNL 02/12 TV IBRIDO 5/13/2011 IT0003307003 BNL 02/12 5,80 IBRID 5/13/2011 IT0003308878 B.CARIGE RP IT0003311443 BNL 02/12 ZC 5/22/2012 IT0003315840 F-E BLUE 2018 CL B 5/3/2011 IT0003315865 F-E BLUE 2018 CL. C 5/3/2011 IT0003317945 NICE ORDINARIE IT0003318042 BNL 02/22 2,50% 7/1/2011 IT0003318083 B.TOSCANA 02/17 ZC 1/16/2017 IT0003324040 BNL 02/12 TV IBRIDO 5/29/2011 IT0003324222 POP A.ADIGE 02/12 TV 6/18/2011 IT0003324347 BNL 02/12 5,90% IBR 5/29/2011 IT0003331292 ASTREA CLASS A 02/13 7/17/2011 IT0003331367 ASTREA CLASS B 02/13 7/17/2011 IT0003331417 POP MI 02/12 4,50% 7/15/2011 IT0003331672 BCO S.GIORGIO 14 TV 6/21/2011 IT0003331839 BNL 02/12 6% IBRIDO 6/13/2011 IT0003331862 BNL 02/12 TV 6/13/2011 IT0003332324 B.CA CARIGE 02/12 TV 7/2/2011 IT0003334809 B.M.LUCCA 02/11 TV 4/15/2011 IT0003334924 PROCOMAC AZ ORD IT0003335947 AGRI SEC. 02/15 TV B 3/16/2011 IT0003340350 POP.SPOLETO 02/17 ZC 1/16/2017 IT0003340509 CR SAVONA 02/12 TV 7/15/2011 IT0003340640 PROGR.DINAMICO 02/12 8/1/2012 IT0003340921 BNL 02/12 6% IBRIDO 6/28/2011 IT0003347652 TREVISAN ORD IT0003347678 INTESABCI 02/12 4,80 8/1/2011 IT0003349336 SOLUZIONE FUTURO 12 12/31/2011 IT0003351753 BAPV 02/12 4,82% 4/10/2011 IT0003351860 INTESABCI 02/12 4,6% 8/1/2011 IT0003352074 BNL 02/18 3,27% 7/1/2011 IT0003352116 BNL 02/18 4,27% 7/1/2011 IT0003352181 BNL 02/13 3,27% 7/1/2011 IT0003352199 BNL 02/13 4.27% 7/1/2011

Security Description Payment Date FungibleIT0003355507 POP A.ADIGE 02/12 TV 3/2/2011 IT0003357982 BTP 2002/13 4,75% 8/1/2011 IT0003358774 CREDEM 02/11 OC 9/2/2011 IT0003359434 B.SELLA H.02/13 TV 3/16/2011 IT0003360390 B.CHIAVARI 12 4,25% 6/1/2011 IT0003361273 BNL 02/12 5,40% 2/27/2011 IT0003365613 FIERA MILANO AZ.ORD. IT0003365795 B.TOSCANA 02/12 TV 3/6/2011 IT0003368849 POP MI 02/12 4,50% 4/15/2011 IT0003368922 BNL 02/12 5,40% 3/16/2011 IT0003372205 EDISON RPNC IT0003372379 HYPO A.A.BANK 12 TV 3/30/2011 IT0003372452 B.NAPOLI 02/22 4,05% 7/1/2011 IT0003378210 PROGR.DINAMICO 02/12 10/16/2012 IT0003378541 INTESABCI 02/12 4,4% 12/1/2011 IT0003380091 BNL 02/12 4,73% 3/26/2011 IT0003380679 REG.TOSC. 17 4,6595% 4/17/2011 IT0003380752 REG.TOSCANA 17 4,722 4/17/2011 IT0003380778 REG.TOSCANA 17 4,73% 4/17/2011 IT0003381503 BAPV 02/12 STEP UP 5/1/2011 IT0003382972 IMSER SECUR 02/25 TV 3/18/2011 IT0003383855 HELICONUS 02/36 A 5/10/2011 IT0003383871 HELICONUS 02/36 B 5/10/2011 IT0003383939 HELICONUS 02/36 C 5/10/2011 IT0003385090 BNL 02/12 5% 4/21/2011 IT0003386130 B.TOSCANA 02/12 TV 5/12/2011 IT0003386320 BCA CARIGE 02/12 TV 5/5/2011 IT0003386502 B.MPS 02/17 ZC 1/16/2017 IT0003388607 NGP ORD IT0003389522 C.I.A. AZ. ORD. IT0003389597 POP A.ADIGE 02/12 TV 5/18/2011 IT0003391452 CR FI MUTUI 34 TV A2 4/26/2011 IT0003391478 CR FI MUTUI 34 TV B 4/26/2011 IT0003391486 CR FI MUTUI 34 TV C 4/26/2011 IT0003397699 BPM 02/12 4,125 6/16/2011 IT0003398333 BTP 4,75% 01.02.13 2/1/2013 IT0003399018 DOLOMITI F. 02/17 A2 3/15/2011 IT0003399844 AZ. SCI ORD IT0003401277 VILLIMPENTA 02/37 TV 6/9/2011 IT0003403166 BAM 02/17 ZC 12/31/2017 IT0003403422 B.TOSCANA 02/12 TV 3/11/2011 IT0003403596 PROGR.DINAMICO 02/12 12/17/2012 IT0003404214 ELICA ORD. IT0003405005 POP.MILANO 13 4,125 7/15/2011 IT0003405112 INTESABCI 03/13 4,3% 4/1/2011 IT0003405989 INTRA MFIN 28 TV A 5/3/2011 IT0003405997 INTRA MFIN 28 TV 5/3/2011 IT0003406003 INTRA MFIN 28 TV 5/3/2011 IT0003407134 BIVERBANCA 13 3,75% 7/1/2011 IT0003407399 BCA CARIGE 03/13 TV 7/3/2011 IT0003407779 BNL 02/12 4,45% 6/2/2011 IT0003409916 BNL 02/12 4,60% 6/16/2011 IT0003411045 BNL ESTENSE GR.DIST.

Security Description Payment Date FungibleIT0003411821 POP LODI 02/12 5,3% 6/27/2011 IT0003411847 POP LODI 02/12 TV 6/27/2011 IT0003412340 CR SV 03/13 TV 7/10/2011 IT0003413090 B.MONTE LUCCA 13 TV 4/10/2011 IT0003413934 ASPES MULT.ORD IT0003414114 BNL 02/12 4,45% 6/30/2011 IT0003415822 B.TOSCANA 03/13 TV 4/16/2011 IT0003422109 BERICA 3 03/31 TV A 2/26/2011 IT0003422117 BERICA 3 03/31 TV B 2/26/2011 IT0003422141 BERICA 3 03/31 TV C 2/26/2011 IT0003422844 BNL 03/18 4,75% 7/17/2011 IT0003422885 BNL 03/13 4,44% 7/17/2011 IT0003423131 INTESA 03/13 4,10% 5/1/2011 IT0003423966 GENOVA 03/28 TV 7/27/2011 IT0003425227 POP A.ADIGE 03/13 TV 8/3/2011 IT0003426324 B.CHIAVARI 13 S-UP 2/15/2012 IT0003427082 POP MILANO 13 3.875% 8/14/2011 IT0003427751 BNL 03/13 4,516% 7/28/2011 IT0003427827 POP NOVARA 23 2,65 2/13/2012 IT0003428445 MARR AZ ORD IT0003428619 INTESA SEC.2 A2 2/28/2011 IT0003428627 INTESA SEC.2 B 2/28/2011 IT0003428635 INTESA SEC.2 C 2/28/2011 IT0003429054 BIVERBANCA 03/18 ZC 2/14/2018 IT0003430441 BNL 03/13 4,37% 8/3/2011 IT0003430458 BNL 03/18 ZC 2/3/2018 IT0003431423 BAM 03/18 ZC 3/2/2018 IT0003434054 POP A.ADIGE 03/13 TV 3/3/2011 IT0003434989 B.CHIAVARI 03/13 S-U 3/1/2011 IT0003437677 CREDEM 03/12 TF 3/21/2011 IT0003438899 POP MATERANO 2.06.03 IT0003439004 CR BOLZANO 03/13 TV 3/14/2011 IT0003439186 BNL 03/13 4,10% 2/18/2011 IT0003439319 BNL 03/18 4,38% 2/18/2011 IT0003443147 INTESA 03/13 3,80% 6/1/2011 IT0003443246 B.TOSCANA 03/13 TV 2/28/2011 IT0003443527 MANTEGNA II 37 TV A2 5/5/2011 IT0003443691 MANTEGNA II 37 TV B 5/5/2011 IT0003443725 MANTEGNA II 37 TV C 5/5/2011 IT0003444061 B.SARDEGNA 03/11 S-U 3/1/2011 IT0003444186 B.CHIAVARI 13 S-UP 3/17/2011 IT0003444350 MUTINA 2013 CL C1 8/9/2011 IT0003444376 MUTINA 2013 CLASS C2 8/9/2011 IT0003444392 MUTINA 2013 CL C3 8/9/2011 IT0003444459 MUTINA 2013 CLASS C4 8/9/2011 IT0003444509 MUTINA 2013 CLASS C5 8/9/2011 IT0003444517 MUTINA 2013 CLASS C6 8/9/2011 IT0003444525 MUTINA 2013 CLASS C7 8/9/2011 IT0003444558 MUTINA 2013 CLASS C8 8/9/2011 IT0003444566 MUTINA 2013 CLASS C9 8/9/2011 IT0003444608 MARCHE MUTUI CL.A2 4/26/2011 IT0003444616 MARCHE MUTUI CL.B 4/26/2011 IT0003444624 MARCHE MUTUI CL.C 4/26/2011

Security Description Payment Date FungibleIT0003444632 MARCHE MUTUI CL.D 4/25/2011 IT0003445332 B.CHIAVARI 03/11 TV 3/17/2011 IT0003450456 POP.LODI 03/13 ZC 3/17/2013 IT0003451975 POP.MILANO 13 3,625% 3/31/2011 IT0003453955 BNL 03/13 TV 3/3/2011 IT0003453963 BNL 03/13 4,65% 3/3/2011 IT0003455026 P.COMM.IND.03/13 CMS 4/14/2011 IT0003455166 B.CARIME 03/13 IND 4/14/2011 IT0003455604 INTERFIN ORD IT0003455620 BIVERB 03/11 TV 4/1/2011 IT0003456289 BNL 03/13 TV 3/18/2011 IT0003456305 BNL 03/13 4,47% 3/18/2011 IT0003458616 BCO S.GIORGIO 15 TV 3/28/2011 IT0003458939 POP A.ADIGE 03/13 TV 4/2/2011 IT0003459283 POP BARI 03/13 TV 3/31/2011 IT0003459325 POP SPOL. 03/11 TM 4/22/2011 IT0003461214 CARIGO 03/11 4% 4/15/2011 IT0003464960 BANCA POP. SVILUPPO IT0003466320 B.MODENESE ORD. IT0003467401 BNL 03/13 4,80% 4/1/2011 IT0003467427 BNL 03/13 TV 4/1/2011 IT0003468128 TIEPOLO F.2 03/15 C 5/3/2011 IT0003468649 B.TOSCANA 03/13 TV 4/17/2011 IT0003468953 C.P.G. CL.A2 03/24 7/20/2011 IT0003468961 C.P.G.03/12 UNICA CL 7/20/2011 IT0003468987 C.P.G.03/24 UNICA CL 7/20/2011 IT0003472146 C.P.G. 03/13 CL.A1 7/15/2011 IT0003472161 C.P.G. 03/13 CL.A2 7/15/2011 IT0003472336 BTP 03/13 4,25% 8/1/2011 IT0003472641 MELIORBANCA 11 IND. 5/5/2011 IT0003472708 MELIORBANCA 11 IND. 5/16/2011 IT0003472914 CGS ORD IT0003472930 D.TTI CATTOLICA GR IT0003473755 VELA HOME 03/27 CLA2 4/24/2011 IT0003473771 VELA HOME 03/27 CL.B 4/24/2011 IT0003473797 VELA HOME 03/27 CL.C 4/24/2011 IT0003474084 B.POP.RAVENNA ORD. IT0003474605 BNL 03/13 4,80% 4/17/2011 IT0003474621 BNL 03/13 TV 4/17/2011 IT0003474951 BTP 4,25% 13 PRINC 8/1/2013 IT0003475982 FALCK 03/11 CV 4,16% 3/1/2011 IT0003476584 B.TOSCANA 03/13 TV 2/16/2011 IT0003477673 IW BANK ORD IT0003478028 POP.SPOLETO 03/11 TM 5/16/2011 IT0003478358 BNL 03/13 TV 5/2/2011 IT0003478366 BNL 03/13 4,80% 5/2/2011 IT0003478374 B.CA CAMPANIA AZ ORD IT0003478705 B.CHIAVARI 03/13 S-U 6/1/2011 IT0003479182 INTESA 03/13 3,80% 9/1/2011 IT0003481063 CREDEM 03/12 TM 6/4/2011 IT0003481386 BCC MANZANO 03/11 OC 6/1/2011 IT0003482079 BNL 03/13 TV 5/16/2011 IT0003482111 BNL 03/13 4,80% 5/16/2011

Security Description Payment Date FungibleIT0003484455 VENETO B.03/15 4,57% 00/00/0000 IT0003484489 VENETO B. 03/14 4,38 00/00/0000 IT0003485122 B.TOSCANA 03/13 TV 3/4/2011 IT0003486294 B.CHIAVARI 13 S-UP 6/16/2011 IT0003486310 BIVERBANCA 03/11 TV 6/16/2011 IT0003486773 CR CIVITAV 03/11 IND 6/30/2011 IT0003487011 QUARZO 03/13 TV 6/17/2011 IT0003487029 UBI BANCA ORD IT0003487623 APULIA F.2 43 CL.A 4/26/2011 IT0003487631 APULIA F.2 43 CL.B 4/26/2011 IT0003487649 APULIA F.2 43 CL.C 4/26/2011 IT0003487821 B.M.LUCCA 03/13 TV 6/20/2011 IT0003487862 POP A.DIGE 03/13 TV 6/6/2011 IT0003487995 BNL 03/13 4,60% 6/3/2011 IT0003488035 BNL 03/13 TV 6/3/2011 IT0003488480 B.TOSCANA 03/13 TV 3/16/2011 IT0003489074 INTESA 03/13 3,50% 12/1/2011 IT0003490023 POP MILANO 13 3,125% 6/30/2011 IT0003490171 PROV. CHIETI 03/23 6/20/2011 IT0003492391 DIASORIN ORD IT0003492540 B.CHIAVARI 03/13 S-U 7/1/2011 IT0003493258 BTP 03/19 4,25% 8/1/2011 IT0003497010 B.TOSCANA 03/11 TM 6/30/2011 IT0003497168 TELECOM IT ORD IT0003497176 TELECOM IT RP IT0003497721 BETA IMM.FONDI RP IT0003498067 BNL 03/13 TV 6/18/2011 IT0003498083 BNL 03/13 4.40% 6/18/2011 IT0003498265 INTERCOS ORD. IT0003498752 B.TOSCANA 03/13 TV 4/15/2011 IT0003499016 HYPO BANK 03/13 TV 6/30/2011 IT0003499784 B.NAPOLI S.PAOLO 13 7/1/2011 IT0003504203 BNL 03/13 4.20% 6/30/2011 IT0003504260 BNL 03/13 TV 6/30/2011 IT0003505309 GENOVA 03/18 4.099 7/11/2011 IT0003506190 ATLANTIA ORD IT0003510119 B.MPS 03/13 TM 35A 3/1/2011 IT0003510127 BNL 03/13 4.20% 7/17/2011 IT0003511794 B.TOSCANA 03/13 TV 5/1/2011 IT0003513105 PS BTP 4.25% 03/19 2/1/2019 IT0003514293 B.M.LUCCA 03/13 TV 5/11/2011 IT0003516421 PM GROUP ORD. IT0003519094 B.TOSCANA 03/13 TV 2/28/2011 IT0003521348 B.SELLA H. 03/14 TV 3/1/2011 IT0003522247 MPS B.CA VERDE 03/11 9/30/2011 IT0003524961 CR.BERGAMASCO 13 TV 9/1/2011 IT0003525356 UNIBANCA AZ ORD IT0003526016 INTESA 03/14 4.% 2/1/2012 IT0003528012 FDO CARAVAGGIO RISP. IT0003529895 B.TOSCANA 03/13 TV 3/15/2011 IT0003533376 B.OPI 03/13 4.46% 3/16/2011 IT0003534606 POP MILANO 13 3.125% 4/15/2011 IT0003535157 BTP 03/34 5% 8/1/2011

Security Description Payment Date FungibleIT0003536601 POP.A.ADIGE 13 TV 3/30/2011 IT0003539332 BNL 03/14 2.82% 7/1/2011 IT0003539373 BNL 03/14 3.82% 7/1/2011 IT0003539464 BNL 03/19 2.82% 7/1/2011 IT0003539498 BNL 03/19 3.82% 7/1/2011 IT0003539514 BNL 03/19 4.02% 7/1/2011 IT0003539530 BNL 03/14 4.02% 7/1/2011 IT0003539597 CRED.FIN 2 CL.A 23 5/2/2011 IT0003539670 CRED.FIN.2 CL.B 23 5/2/2011 IT0003539688 CRED.FIN.2 CL.C1 25 5/2/2011 IT0003539696 CRED.FIN.2 C.2 25 TV 5/2/2011 IT0003539704 CRED.FIN.2 C.3 25 TV 5/2/2011 IT0003539712 CRED.FIN.2 C.4 25 TV 5/2/2011 IT0003539720 CRED.FIN.2 C.5 25 TV 5/2/2011 IT0003539738 CRED.FIN.2 CL.C6 25 5/2/2011 IT0003539746 CRED.FIN.2 CL.C7 TV 5/2/2011 IT0003539753 CRED.FIN.2 CL.C8 TV 5/2/2011 IT0003539761 CRED.FIN.2 CL.C9 TV 5/2/2011 IT0003540140 B.TOSCANA 03/13 TV 4/3/2011 IT0003540371 P.S. BTP 03/34 5% 8/1/2034 IT0003540389 C.S. BTP 01/08/33 5% 8/1/2033 IT0003540397 C.S. BTP 01/02/34 5% 2/1/2034 IT0003540405 C.S. BTP 01/08/34 5% 8/1/2034 IT0003540470 YOOX ORD IT0003543847 SAN PAOLO 03/13 TV 3/29/2011 IT0003544431 SORIN ORD IT0003549000 COM.VERONA 03/23 TV 4/20/2011 IT0003553143 BNL 03/24 2.25% 7/1/2011 IT0003553168 BNL 03/24 2.25% 4/1/2011 IT0003554224 B.TOSCANA 03/13 TV 5/4/2011 IT0003554349 TECLA - F.DO UFFICI IT0003554497 POP VI 03/11 TM 11/14/2011 IT0003555254 SARDEGNA 03/11 S.UP 11/1/2011 IT0003556088 B.MONTE LUCCA 13 IND 5/14/2011 IT0003560486 BNL 03/23 TASSI GRAD 4/21/2011 IT0003562896 PISA 03/23 TV 5/10/2011 IT0003563035 CARIGE 1.50 2013 CV 1/1/2012 IT0003564744 BNL 03/24 1.25% 7/1/2011 IT0003565204 BCC ROMA 11 TV 5/12/2011 IT0003566913 PROV.TERAMO 33 5,103 6/18/2011 IT0003567523 B.CR FIRENZE 11 TV 2/18/2011 IT0003568075 MEDIOB 03/13 REND.PR 12/23/2011 IT0003568083 CR ASTI 03/13 TV 3/11/2011 IT0003568406 CREDBERG 03/13 4% 5/21/2011 IT0003575039 MORTGAGES 03/43 C.A1 3/15/2011 IT0003575070 MORTGAGES 03/43 C.B 3/15/2011 IT0003585020 B.TOSCANA 03/13 TV 3/4/2011 IT0003585061 CORTEFRANCA ENG. ORD IT0003585426 POP.A.ADIGE 13 TV 6/1/2011 IT0003585889 B.CARIGE 13 TV S.239 6/5/2011 IT0003588958 SIENA M. 39 TV A2 3/16/2011 IT0003594873 INTESA 04/14 TV 1/30/2012 IT0003595359 REGIONE VENETO 03 TV 6/30/2011

Security Description Payment Date FungibleIT0003602130 VENETO B.03/13 SU 6/30/2011 IT0003602320 B.OPI 03/13 4.5364% 6/16/2011 IT0003602569 POP A.ADIGE 03/13 TV 6/30/2011 IT0003602684 JOLANDA SAVOIA 23 TV 6/23/2011 IT0003603468 DUE ESSE ORD. IT0003604532 BIVERBANCA 13 3.75% 7/1/2011 IT0003604730 B.S.GIORGIO 03/15 TV 6/29/2011 IT0003604771 SCIC 03/19 2/21/2011 IT0003604870 SESTANTE FIN.03/40 3/28/2011 IT0003605463 PROV.CHIETI 03/23 TV 6/30/2011 IT0003605570 SANPAOLO 03/13 4.17% 12/23/2011 IT0003605588 BANCA 24/7 03/13 TV 6/29/2011 IT0003606347 PERUGIA 03/23 TVT 6/30/2011 IT0003606982 B.CO SARDEGNA 12 SU 1/1/2012 IT0003608814 B.TOSCANA 04/14 TV 4/7/2011 IT0003608830 B.CARIGE 14 TF S.245 7/15/2011 IT0003611198 REG.PIEMONTE 04 TV 6/30/2011 IT0003614341 B.CARIGE 14 TF S.246 1/26/2012 IT0003614564 POP.LODI 04/14 TV 7/19/2011 IT0003614572 POP.LODI 04/14 4,58% 7/19/2011 IT0003616395 CR CIVITAV 04/11 S-U 2/18/2011 IT0003617716 MANUTENCOOP FAC.ORD IT0003617773 POP LODI 04/14 4,58% 7/23/2011 IT0003618243 POP.SPOLETO 11 3.35% 2/27/2011 IT0003618383 BTP 2014/08/01 4.25% 8/1/2011 IT0003618995 CR PISA 04/14 4,58% 7/28/2011 IT0003619415 CR MIRANDOLA 4/11 SU 2/27/2011 IT0003620306 B.TOSCANA 04/14 TV 5/6/2011 IT0003620652 GENOVA 04/29 TV 7/30/2011 IT0003620751 COMUNE GENOVA 29TV 7/30/2011 IT0003620942 B.CARIPE 04/14 4.50% 8/1/2011 IT0003621445 ISPA 04/14 4,5% 1A 7/31/2011 IT0003621452 ISPA 04/19 2,25 2A 7/31/2011 IT0003621460 ISPA 04/24 5,125% 3A 7/31/2011 IT0003621676 B.MPS 04/14 TM 3/1/2011 IT0003621767 CR.PR.TERAMO 11 TV 2/18/2011 IT0003621783 AZ SS LAZIO ORD IT0003621809 BNL 04/14 4.38% 7/22/2011 IT0003623003 MEDIOB 04/14 V.R.MIN 3/10/2011 IT0003623342 BCA SS 04/11 TV S-U 4/1/2011 IT0003623540 INTESA LEASE 4/15 B 3/30/2011 IT0003623565 CR LUCCA 04/14 4,1% 8/9/2011 IT0003623656 B.MPS 04/11 TM 2/25/2011 IT0003623797 CREDBERG 04/11 3.50% 2/27/2011 IT0003624084 CR PISA 04/14 4,58% 8/10/2011 IT0003624688 CR SV 04/11 3.3% 2/23/2011 IT0003624860 POP LODI 04/14 4,24% 8/11/2011 IT0003625164 B.CARIGE 14 TF S.250 2/23/2011 IT0003625321 CR MIRANDOLA 11 SU 3/8/2011 IT0003625685 CR VOLTERRA 24 TM 3/1/2011 IT0003625909 BTP 04/14 2.15 IND. 3/15/2011 IT0003626162 BNL 04/19 4.60% 8/10/2011 IT0003626196 BNL 04/14 4.30% 8/10/2011

Security Description Payment Date FungibleIT0003626394 CR LIVORNO 14 4,58% 2/16/2011 IT0003627061 L'AQUILA 04/14 3.848 2/20/2011 IT0003628598 CR PISA 04/14 4,58% 2/23/2011 IT0003628788 CREDBERG 04/11 3.20% 3/5/2011 IT0003628853 PROV. VENEZIA 24 TV 2/23/2011 IT0003629000 POP.SPOLETO 11 3.40% 4/1/2011 IT0003630230 B.TOSCANA 04/14 TM 3/3/2011 IT0003631022 C.S.BTP 15/3/11 2,15 3/15/2011 IT0003631030 C.S.BTP 15/9/11 2,15 9/15/2011 IT0003631071 C.S.BTP 15/3/12 2,15 3/15/2012 IT0003631113 C.S.BTP 15/9/12 2,15 9/15/2012 IT0003631139 C.S.BTP 15/3/13 2,15 3/15/2013 IT0003631154 C.S.BTP 15/9/13 2,15 9/15/2013 IT0003631204 C.S.BTP 15/3/14 2,15 3/15/2014 IT0003631212 C.S.BTP 15/9/14 2,15 9/15/2014 IT0003631238 BTP 4,25% 04/14 MANT 8/1/2014 IT0003631592 CR LUCCA 04/14 4,1% 3/1/2011 IT0003631659 POP.VI 04/11 4.05% 3/23/2011 IT0003632004 POP.CREMA 14 TF 119^ 3/2/2011 IT0003633424 POP.MANTOVA 04/14 TV 3/4/2011 IT0003634067 GOLDEN BAR 20 CL.B 2/20/2011 IT0003634166 GOLDEN BAR 20 CL.C 2/20/2011 IT0003634224 BNL 04/11 3.90% 2/27/2011 IT0003634299 BNL 04/14 4.30% 2/27/2011 IT0003634323 BNL 04/19 4.67% 2/27/2011 IT0003634729 POP NOVARA 04/11 TV 3/31/2011 IT0003634810 POP CREMONA 11 4A 3/31/2011 IT0003634919 PROV.A PARMA 19 TV 3/31/2011 IT0003638878 PR.REGGIO.E. 24 TV 3/15/2011 IT0003641005 BERICA 04/35 TV A 7/26/2011 IT0003641039 BERICA 04/35 TV B 7/26/2011 IT0003641047 BERICA 04/35 TV C 7/26/2011 IT0003641260 B.CARIGE 14 TF S.251 3/22/2011 IT0003641435 SANPAOLO 04/11 3.45% 3/22/2011 IT0003642417 POP MILANO 14 3.125% 4/15/2011 IT0003642722 CREDIOP 11 TV 3/18/2011 IT0003643076 NORDEST BANCA ORD. IT0003643084 BNL 04/14 3,57% 7/1/2011 IT0003643118 BNL 04/14 3.97% 7/1/2011 IT0003643159 BNL 04/19 4.37% 7/1/2011 IT0003643175 BNL 04/19 3.97% 7/1/2011 IT0003643217 BNL 04/14 4.37% 7/1/2011 IT0003643233 BNL 04/24 2,25% 4/1/2011 IT0003643241 BNL 04/14 2.12% 7/1/2011 IT0003643357 BNL 04/24 1.75% 4/1/2011 IT0003643456 BNL 04/19 3.12% 7/1/2011 IT0003643498 BNL 04/19 2.12% 7/1/2011 IT0003643506 BNL 04/19 3.57% 7/1/2011 IT0003644637 CR LIVORNO 14 4,20% 3/25/2011 IT0003644769 BTP 04/20 4.50% 8/1/2011 IT0003645733 BNL 04/11 TV 3/16/2011 IT0003645782 BNL 04/19 4.65% 3/16/2011 IT0003646020 POP.SPOLETO 11 3.10% 4/30/2011

Security Description Payment Date FungibleIT0003646095 BNL 04/14 4.27% 3/16/2011 IT0003646111 BNL 04/11 3.90% 3/16/2011 IT0003646186 POP. VR-NO 04/11 TV 4/26/2011 IT0003646228 B.MARCHE 04/11 3.65% 3/30/2011 IT0003646327 POP.LODI 04/14 4,58% 3/24/2011 IT0003646400 B.TOSCANA 04/14 TV 4/2/2011 IT0003646418 POP. LODI 04/14 ZC 3/25/2014 IT0003646467 B.CARIGE 19 TV S.252 4/5/2011 IT0003646475 B.CARIGE 14 TV S.253 4/5/2011 IT0003646566 POP. LODI 04/14 4% 3/25/2011 IT0003647440 B. DI SARDEGNA 12 SU 4/1/2011 IT0003647473 VELA HOME 2 CL.A2 28 4/27/2011 IT0003647499 VELA HOME 2 CL.B 28 4/27/2011 IT0003647507 VELA HOME 2 CL.C 28 4/27/2011 IT0003647515 VELA HOME 2 CL.D 28 4/27/2011 IT0003649172 P.S.BTP 04/20 4.50% 2/1/2020 IT0003649818 B.CARIGE 04/14 3.75% 4/7/2011 IT0003650071 B.BRESCIA 04/11 3% 4/9/2011 IT0003650386 CREDBERG 04/11 3% 4/8/2011 IT0003650659 UNICR.X CASA 12 TV 3/15/2011 IT0003651186 CREDEM 04/14 IND. 4/22/2011 IT0003651301 CR VOLTERRA 14 3.80% 5/3/2011 IT0003652044 SPOLETO MORTAGGES A2 2/25/2011 IT0003652051 SPOLETO MORTGAGES A2 2/25/2011 IT0003652069 SPOLETO MORTGAGES C 2/25/2011 IT0003652143 BCC CASTENASO 11 SU 4/8/2011 IT0003652549 BT ITALIA ORD. IT0003652820 B.MPS 04/14 TM 5/5/2011 IT0003653612 BNL 04/19 4.40% 4/1/2011 IT0003653695 BNL 04/11 3,50% 4/1/2011 IT0003654073 B.CARIGE 14 TF S.255 4/22/2011 IT0003654214 POP CR 04/11 3.6% 4/30/2011 IT0003654222 POP CR 04/14 4% 4/30/2011 IT0003654487 BNL 04/14 TV 4/1/2011 IT0003654503 BNL 04/14 4.57% 4/1/2011 IT0003654677 GREENVISION AMB ORD IT0003654750 BCP 04/11 S-U 4/21/2011 IT0003654768 B.BRESCIA 04/14 4% 4/16/2011 IT0003654792 B.BRESCIA 14 3.875% 4/30/2011 IT0003654883 CARISBO 04/14 TM 5/17/2011 IT0003654891 CARIPARO 04/14 TM 5/17/2011 IT0003654917 POP.ADRIAT.04/14 TM 5/17/2011 IT0003654925 CR VE 04/14 TM 5/17/2011 IT0003654933 FRIULCASSA 04/14 TM 5/17/2011 IT0003656011 B. S.GIORGIO 11 3,25 4/30/2011 IT0003656169 SAN PAOLO IMI 11 3.7 4/26/2011 IT0003656953 EUTERPE FIN.04/14 6/20/2011 IT0003657134 BNL 04/14 TV 4/19/2011 IT0003657217 BNL 04/14 4.50% 4/19/2011 IT0003657266 BNL 04/11 3.50% 4/19/2011 IT0003657324 BNL 04/14 3.95% 4/19/2011 IT0003657563 INTESA 04/14 TV 5/31/2011 IT0003657753 CR LUCCA 04/11 3,5% 4/27/2011

Security Description Payment Date FungibleIT0003657829 CR LUCCA 04/14 ZC 4/27/2014 IT0003657993 VENETO B.04/14 TV 4/30/2011 IT0003658009 CCT 04/11 TV 5/1/2011 IT0003658140 POP.SPOLETO 3.35% 5/31/2011 IT0003658801 B.BRESCIA 4/11 3.25% 5/7/2011 IT0003658926 B.NUOVA 04/14 TF 32^ 5/7/2011 IT0003661029 B.TOSCANA 04/14 TV 5/4/2011 IT0003661458 POP.LODI 04/14 2,16% 6/28/2011 IT0003662076 SANPOLO B.NAPOLI 14 5/10/2011 IT0003662092 SANPAOLO IMI 04/14 5/10/2011 IT0003662472 MPS B.VERDE 04/11 TM 5/24/2011 IT0003662852 BNL 04/11 3.83% 5/3/2011 IT0003663082 BNL 04/14 IBRIDO 5/3/2011 IT0003663108 BNL 04/14 IBRIDO 5/3/2011 IT0003663249 BNL 04/14 4.28 5/3/2011 IT0003664080 AZ. TELEUNIT ORD IT0003664130 CR ASTI 04/14 TV 2/26/2011 IT0003664148 CR ASTI 04/14 TV 2/28/2011 IT0003664429 CR SV 04/11 3.50% 5/20/2011 IT0003664874 B.CARIGE 11 TF S.257 5/20/2011 IT0003665129 SANPAOLO IMI 04/14 6/1/2014 IT0003665152 BCO NAPOLI 04/14 PIU 6/1/2014 IT0003665293 ARZIGNANO 04/19 TV 5/24/2011 IT0003665533 B.MPS 04/12 TM 5/31/2011 IT0003665764 CR LUCCA 04/14 4,1% 5/14/2011 IT0003666069 CREDIOP 15 TV 6/4/2011 IT0003666283 POP.SPOLETO 04/11 TV 6/30/2011 IT0003667331 CREOCAPITAL ORD IT0003667455 CR S.MINIATO 14 S-U 6/15/2011 IT0003667653 CR.LIVORNO 04/11 3,8 5/24/2011 IT0003667679 CR.LIVORNO 14 2,16% 6/28/2011 IT0003673065 BNL 04/14 4.41% 5/18/2011 IT0003673131 BNL 04/14 TV 5/18/2011 IT0003673206 BNL 04/14 4.90% 5/18/2011 IT0003673339 BNL 04/11 4% 5/18/2011 IT0003674154 SANPAOLO 04/11 3.90% 6/1/2011 IT0003674451 POP BARI 04/11 ZC 6/29/2011 IT0003675441 VENETO B.04/15 ZC 6/30/2015 IT0003675763 F-E GREEN 04/18 TV 5/3/2011 IT0003675771 F-E GREEN 04/18 TV 5/3/2011 IT0003676027 B.TOSCANA 04/14 TV 3/4/2011 IT0003676142 POP CREMONA 11 3.75 6/21/2011 IT0003676282 AZ PREMUDA ORD IT0003676290 AZ PREMUDA RP IT0003676431 MED-FVG 04/14 TM 5/31/2011 IT0003676571 POP NOVARA 04/11 TM 6/22/2011 IT0003679096 BNL 04/11 4.05% 6/1/2011 IT0003679179 BNL 04/14 4.46% 6/1/2011 IT0003679245 GILDEMEISTER ORD. IT0003680060 BNL 04/14 4.90% 6/1/2011 IT0003680110 POP. VR-NO 04/11 IND 7/20/2011 IT0003681910 MEDIOB 04/14 IND 7/7/2011 IT0003683221 B.MPS 04/14 TM 7/1/2011

Security Description Payment Date FungibleIT0003683254 CREDICO FIN.3 A 25 2/20/2011 IT0003683262 CREDICO FIN.3 B 25 2/20/2011 IT0003683270 CREDICO FIN.3 C1 25 2/20/2011 IT0003683403 CREDICO FIN.3 C2 25 2/20/2011 IT0003683429 CREDICO FIN.3 C3 25 2/20/2011 IT0003683437 CREDICO FIN.3 C4 25 2/20/2011 IT0003683445 CREDICO FIN.3 C5 25 2/20/2011 IT0003683452 CREDICO FIN.3 C6 25 2/20/2011 IT0003683460 CREDICO FIN.3 C7 25 2/20/2011 IT0003683478 CREDICO FIN.3 C8 25 2/20/2011 IT0003683486 CREDICO FIN.3 C9 25 2/20/2011 IT0003683494 CREDICO FIN.3 C10 25 2/20/2011 IT0003683502 CREDICO FIN.3 C11 25 2/20/2011 IT0003683510 CREDICO FIN.3 C12 25 2/20/2011 IT0003683742 CR FI 04/11 TV 7/28/2011 IT0003684088 ITALEASE FIN.6 04/17 4/14/2011 IT0003684096 ITALEASE FIN 6 04/17 4/14/2011 IT0003684252 POP.LODI 04/14 4,3% 6/16/2011 IT0003684401 CREDBERG 04/11 IND 7/20/2011 IT0003684641 CR ASTI 04/14 TV 4/1/2011 IT0003685093 ISPA 04/34 5,2% 4A 7/31/2011 IT0003685838 BPL RESIDEN 04/40 A2 3/30/2011 IT0003685846 BPL RESIDEN. 04/40 B 3/30/2011 IT0003685861 BPL RESIDEN. 04/40 C 3/30/2011 IT0003685879 BPL RESIDEN. 04/40 D 3/30/2011 IT0003686083 BNL 04/11 4.10% 6/17/2011 IT0003686091 BNL 04/14 4.50% 6/17/2011 IT0003686349 FINAVAL ORD. IT0003686448 BIVERBANCA 12 3.75% 7/1/2011 IT0003686455 POP MILANO 14 3.50% 7/15/2011 IT0003686786 BAM 04/12 T.V. 6/29/2011 IT0003687222 ABAX 04/14 OC 9/15/2014 IT0003688303 B.BRESCIA 04/11 3.30 6/28/2011 IT0003688345 BCO S.GIORGIO 11 TV 6/29/2011 IT0003688352 BCO S.GIORGIO 16 TV 6/29/2011 IT0003688592 CR LUCCA 04/14 4,1% 7/1/2011 IT0003689079 BANCA TOSCANA 14 TV 4/5/2011 IT0003689400 GIRASOLE CL A 4/20/2011 IT0003689764 POP.LODI 04/11 3,8% 7/5/2011 IT0003689780 B.CARIPE 04/14 4.30% 7/1/2011 IT0003689855 B.CARIPE 04/11 ZC 7/1/2011 IT0003689897 POP EMILA 11 ZC 6/28/2011 IT0003690283 RICCHETTI ORD IT0003690341 B.SELLA H. 04/15 TV 7/15/2011 IT0003690481 POP BARI 04/14 TV 3/31/2011 IT0003690770 B.SARDEGNA 04/12 SU 7/1/2011 IT0003691216 FERRARA 04/24 TV 7/8/2011 IT0003691265 BNL 04/11 4.24% 7/1/2011 IT0003691299 B.S.GIORGIO 11 3,5% 7/30/2011 IT0003691323 BNL 04/14 4,60% 7/1/2011 IT0003692768 NORMAN 95 ORD. IT0003693204 POP.LODI 04/14 4,2% 7/12/2011 IT0003694087 CR LIVORNO 04/11 3,8 7/15/2011

Security Description Payment Date FungibleIT0003694129 ARGO MORTGAGE 04/43 4/27/2011 IT0003694137 ARGO MORTGAGE 04/43 4/27/2011 IT0003694145 ARGO MORTGAGE 04/43 4/27/2011 IT0003696066 UCI EX CAP 14 04PF06 7/23/2011 IT0003696439 COM.CIVITAVEC. 24 TV 7/26/2011 IT0003696504 B.MPS 04/14 TM 59 EM 8/4/2011 IT0003697080 GEOX ORD IT0003697130 SANPAOLO 04/11 3.80% 8/1/2011 IT0003697734 BNL 04/11 4.10% 7/20/2011 IT0003697932 POP.LODI 04/14 4,20% 7/29/2011 IT0003697973 B.TOSCANA 04/14 TV 4/29/2011 IT0003698435 CR SV 04/14 TV 2/16/2011 IT0003699433 B.SARDEGNA 04/12 SU 8/1/2011 IT0003699490 POP NO 04/11 IND 8/20/2011 IT0003701288 CR RAVENNA 04/11 TV 4/4/2011 IT0003701494 CREDIOP 11 TV 8/19/2011 IT0003701627 BCA CARIGE 04/11 TV 2/23/2011 IT0003702500 TEAMSYSTEM ORD IT0003702724 BNL 04/11 4% 8/9/2011 IT0003702872 BNL 04/14 4.30% 8/9/2011 IT0003702955 BNL 04/14 T.GRADUATI 8/10/2011 IT0003703292 CAPITALIA 04/11 4/4/2011 IT0003703797 B.CARIGE 04/11 TF 9/2/2011 IT0003712160 POP. LODI 11 3,60% 2/18/2011 IT0003719496 B.MPS 04/11 TV 60 EM 8/31/2011 IT0003719512 CR LUCCA 04/11 3,50% 3/1/2011 IT0003719686 SANPAOLO 04/11 3.60% 9/1/2011 IT0003719918 BTP 04/15 4.25% 8/1/2011 IT0003720106 POP LODI 04/14 4.1% 2/25/2011 IT0003720726 POP.INTRA 04/14 TV 3/30/2011 IT0003721443 POP.MANTOVA 14 2.30% 2/27/2011 IT0003722623 B.TOSCANA 04/14 TV 3/2/2011 IT0003723357 BPU BANCA 04/14 TV 4/22/2011 IT0003723985 CR SAVONA 04/11 3.30 9/20/2011 IT0003724462 PROV.TREVISO 34 TV 6/30/2011 IT0003724975 INTESA 04/14 TV 10/29/2011 IT0003725246 EUROPA IMMOBILIARE IT0003725261 PRINC STRIPP 010215 2/1/2015 IT0003726632 CR VOLTERRA 14 3.80% 3/20/2011 IT0003726715 CR PISA 04/14 4% 3/10/2011 IT0003727515 BNL 04/11 3.80% 3/3/2011 IT0003727564 BNL 04/11 4% 3/3/2011 IT0003727606 POP.CR 04/12 3.80% 9/13/2011 IT0003727721 POP.RAVENNA 12 3.9% 3/15/2011 IT0003730238 POP.LODI 04/14 4% 3/20/2011 IT0003730345 POP.CREMA 04/14 4% 3/23/2011 IT0003731426 S.C.I.C. 04/23 TV 3/22/2011 IT0003731558 BNL 04/11 3.85% 3/17/2011 IT0003732168 POP MILANO 14 3.50% 4/15/2011 IT0003733083 LOCAT 2 04/24 3/14/2011 IT0003733091 LOCAT 2 04/24 3/14/2011 IT0003733307 B.TOSCANA 04/14 TV 4/5/2011 IT0003734560 CREDBERG 04/11 3.40% 4/15/2011

Security Description Payment Date FungibleIT0003734826 B.CARIGE 04/11 3.20% 10/15/2011 IT0003735658 CR ORVIETO 05/12 TV 7/14/2011 IT0003735971 B.SARDEGNA 04/12 S-U 10/1/2011 IT0003736185 BNL 04/14 ZC 10/1/2014 IT0003736219 BNL 04/14 4.34% 4/1/2011 IT0003736540 B.CARIPE 04/14 4% 4/8/2011 IT0003740039 OLINDA-F.DO SHOP NOM IT0003740047 BNL 04/12 HIMALAYA 10/5/2011 IT0003740591 CR ASTI 04/14 TV 4/22/2011 IT0003742514 CR LUCCA 04/11 3,45% 4/13/2011 IT0003742522 POP.LODI 04/14 4% 4/12/2011 IT0003742951 APULIA MORT.FIN.CL A 3/23/2011 IT0003742969 APULIA MORT FIN CL B 3/23/2011 IT0003742977 APULIA MORT FIN CL C 3/23/2011 IT0003742985 APULIA MORT FIN CL D 3/30/2011 IT0003743181 B.CARIGE 04/19 TV 5/3/2011 IT0003744379 CR VOLTERRA 14 3.80% 5/5/2011 IT0003745129 SCREEN S. ORD IT0003745400 CARISBO 04/16 4.10% 11/2/2011 IT0003745459 CAPITALIA 04/14 TM 12/6/2011 IT0003745525 ROMA COL.IMM. 05 PRI IT0003745533 ROMA COL.IIMOB.05 PR IT0003745541 BTP 04/35 2.35% IND 3/15/2011 IT0003745590 BNL 04/14 4.20% 4/19/2011 IT0003745616 CR LUCCA 04/14 3,65% 4/22/2011 IT0003745640 BNL 04/14 ZC 10/19/2014 IT0003745749 BNL 04/14 4.20% 5/3/2011 IT0003745889 IGD ORD. IT0003746077 BNL 04/14 ZC 11/3/2014 IT0003746283 SANPAOLO 04/11 3.50% 11/1/2011 IT0003746366 CCT 04/11 TV 5/1/2011 IT0003747505 UNICREDIT 11 S UP 6/19/2011 IT0003747653 B.NUOVA 04/14 4% 4/26/2011 IT0003747786 CASA D'ESTE 04/40 A1 3/15/2011 IT0003747794 CASA D'ESTE 04/40 A2 3/15/2011 IT0003747802 CASA D'ESTE 04/40 B 3/15/2011 IT0003747810 CASA D'ESTE 04/40 C 3/15/2011 IT0003747927 GENTIUM ORD IT0003748164 CS BTP 20150315 2.35 3/15/2015 IT0003748198 CS BTP 20150915 2.35 9/15/2015 IT0003748248 CS BTP 20160315 2.35 3/15/2016 IT0003748255 CS BTP 20160915 2.35 9/15/2016 IT0003748263 CS BTP 20170315 2.35 3/15/2017 IT0003748289 CS BTP 20170915 2.35 9/15/2017 IT0003748297 CS BTP 20180315 2.35 3/15/2018 IT0003748339 CS BTP 20180915 2.35 9/15/2018 IT0003748347 CS BTP 20190315 2.35 3/15/2019 IT0003748487 CS BTP 20190915 2.35 9/15/2019 IT0003748495 CS BTP 20200315 2.35 3/15/2020 IT0003748503 CS BTP 20200915 2.35 9/15/2020 IT0003748511 POP VI 04/11 3.49% 5/30/2011 IT0003748537 CS BTP 20210315 2.35 3/15/2021 IT0003748545 CS BTP 20210915 2.35 9/15/2021

Security Description Payment Date FungibleIT0003748560 CS BTP 20220315 2.35 3/15/2022 IT0003748586 CS BTP 20220915 2.35 9/15/2022 IT0003748610 CS BTP 20230315 2.35 3/15/2023 IT0003748693 CS BTP 20230915 2.35 9/15/2023 IT0003748701 CS BTP 20240315 2.35 3/15/2024 IT0003748719 CS BTP 20240915 2.35 9/15/2024 IT0003748727 CS BTP 20250315 2.35 3/15/2025 IT0003748735 CS BTP 20250915 2.35 9/15/2025 IT0003748743 CS BTP 20260315 2.35 3/15/2026 IT0003748750 CS BTP 20260915 2.35 9/15/2026 IT0003748768 CS BTP 20270315 2.35 3/15/2027 IT0003748776 CS BTP 20270915 2.35 9/15/2027 IT0003748784 CS BTP 20280315 2.35 3/15/2028 IT0003748800 CS BTP 20290315 2.35 3/15/2029 IT0003748818 CS BTP 20290915 2.35 9/15/2029 IT0003748826 CS BTP 20300315 2.35 3/15/2030 IT0003748834 CS BTP 20300915 2.35 9/15/2030 IT0003748842 CS BTP 20310315 2.35 3/15/2031 IT0003748859 CS BTP 20310915 2.35 9/15/2031 IT0003748867 CS BTP 20320315 2.35 3/15/2032 IT0003748875 CS BTP 20320915 2.35 9/15/2032 IT0003748883 CS BTP 20330315 2.35 3/15/2033 IT0003748891 CS BTP 20330915 2.35 9/15/2033 IT0003748909 CS BTP 20340315 2.35 3/15/2034 IT0003748917 CS BTP 20340915 2.35 9/15/2034 IT0003748925 CS BTP 20350315 2.35 3/15/2035 IT0003748933 CS BTP 20350915 2.35 9/15/2035 IT0003749949 BNL 04/14 4.10% 5/16/2011 IT0003749964 BNL 04/14 ZC 11/16/2014 IT0003752091 CR VE 04/11 S-U 12/15/2011 IT0003752380 ITALIAN BUSS.H.PORT. IT0003752513 COM.SAIAG ORD CAT.A IT0003752745 BNL FONDI IMM PORT IT0003753081 B.BRESCIA 04/11 3% 5/16/2011 IT0003754147 UNICREDITO 11 S UP 6/23/2011 IT0003754360 B.SARDEGNA 04/12 S-U 11/15/2011 IT0003754659 POP CREMA 04/14 3.90 5/11/2011 IT0003754949 BPU 04/14 SUB TV 6/23/2011 IT0003756043 BNL 04/14 ZC 12/1/2014 IT0003756084 BNL 04/14 4.04% 6/1/2011 IT0003757066 POP.LODI 04/14 4% 5/18/2011 IT0003757074 POP.LODI 04/11 3,4% 5/18/2011 IT0003757900 POP.LODI 04/11 3,5% 5/22/2011 IT0003758320 VELA P.S.04/19 CLA2 3/5/2011 IT0003758361 VELA PS 04/31 CL.B J 3/5/2011 IT0003759047 PESCARA 04/30 4,40% 5/29/2011 IT0003759229 CR VOLTERRA 04/14 4% 3/15/2011 IT0003759336 L'AQUILA 04/24 4.15% 6/3/2011 IT0003759567 CC R.TE-IM.SE 11 S-U 6/6/2011 IT0003759633 SANPAOLO IMI 11 3.35 12/1/2011 IT0003759674 POP.MANTOVA 04/14 TV 6/3/2011 IT0003759948 PRATO 04/26 TV 6/30/2011 IT0003760136 SESTANTE 04/42 CL.A 4/8/2011

Security Description Payment Date FungibleIT0003760193 SESTANTE 04/42 CL B 4/8/2011 IT0003760227 SESTANTE 04/42 CL.C1 4/8/2011 IT0003760243 SESTANTE 04/42 CL.C2 4/8/2011 IT0003760284 SESTANTE 04/42 CL.D 4/8/2011 IT0003763619 PROV.MODENA 04/24 TV 6/30/2011 IT0003763874 BNL 04/14 3.93% 6/17/2011 IT0003763882 SPLIT2 CL A 04/18 TV 4/25/2011 IT0003763890 SPLIT2 CL B 04/18 4/25/2011 IT0003763916 SPLIT2 CL C 04/18 TV 4/25/2011 IT0003763932 BNL 04/14 ZC 12/17/2014 IT0003763940 SPLIT2 CL D 04/18 TV 4/25/2011 IT0003764062 GOLDEN BAR 21 2 CL.A 2/20/2011 IT0003764161 UNICREDITO 11 S UP 7/21/2011 IT0003764450 CARPI 04/24 TVT 6/30/2011 IT0003765176 BERICA 5 04/41 TV 7/26/2011 IT0003765184 BERICA 5 04/41 TV 7/26/2011 IT0003765200 BERICA 5 04/41 TV 7/26/2011 IT0003765267 MONDO HOME ORD. IT0003765911 CW UBM INDICI C IT0003766034 REGGIO EMILIA 24 TV 6/30/2011 IT0003766190 MED-FVG 04/11 SU 12/15/2011 IT0003768162 PROV.SALERNO 34 4.5 6/10/2011 IT0003768188 POP.RAVENNA 14 3.55 6/10/2011 IT0003768261 SIRTI ORD IT0003780324 B.CARIGE 04/11 2.85% 12/20/2011 IT0003780613 B.DESIO 05/12 SU 7/3/2011 IT0003780738 POP.LODI 04/14 3,75% 6/15/2011 IT0003781165 CR PR PC 05/12 SU 1/31/2012 IT0003781223 GRECALE 40 TV SEN.1 4/28/2011 IT0003781231 GRECALE 40 TFV JUN.1 4/28/2011 IT0003782668 CR S.MINIATO 11 3% 12/23/2011 IT0003782684 B.NUOVA 04/11 4.18% 6/15/2011 IT0003782890 PROV.TREVISO 34 TV 6/30/2011 IT0003783146 B.S.GIORGIO 14 4,12% 2/26/2011 IT0003783286 CREDEM 04/11 IND 12/17/2011 IT0003790745 BNL 04/11 3.38% 6/30/2011 IT0003790919 BNL 04/14 3.76% 6/30/2011 IT0003790935 BNL 04/14 ZC 12/31/2014 IT0003791057 MED-FVG 04/11 S-U 12/30/2011 IT0003791826 VENEZIA 04/14 TV 6/30/2011 IT0003791859 POP MILANO 15 3.125% 7/14/2011 IT0003791990 SANPAOLO IMI 12 3.20 1/1/2012 IT0003792808 PROV.CHIETI 04/24 TV 6/30/2011 IT0003793525 CREDIOP 15 TV 2/1/2012 IT0003793640 PRATO 04/26 TV 6/30/2011 IT0003793731 PROV.BRESCIA 4/24 TV 6/30/2011 IT0003794127 TRENTINO TRASP.05/14 6/30/2011 IT0003794267 PROV.VICENZA 19 TVT 6/29/2011 IT0003794572 ITEA 05/15 1/12/2012 IT0003794655 POP.RAVENNA 12 S UP 7/3/2011 IT0003795637 CAPITALIA 05/12 2/21/2011 IT0003796692 BNL 05/15 3.72% 7/19/2011 IT0003796726 BNL 05/12 3.38% 7/19/2011

Security Description Payment Date FungibleIT0003796833 BNL 05/12 ZC 1/19/2012 IT0003798573 BCA CARIGE 05/20 TV 7/20/2011 IT0003799282 BCA CARIGE 05/13 3.0 1/20/2012 IT0003799704 CR SV 05/13 3% 1/20/2012 IT0003799795 UNICREDIT 12 S UP 2/3/2012 IT0003800361 POP.LODI 05/12 3,1% 7/13/2011 IT0003801153 ENEL 05/12 3.625% 3/14/2011 IT0003801161 ENEL 05/12 TV 3/14/2011 IT0003801302 CR BRA 05/15 3,20% 8/1/2011 IT0003801310 B.TOSCANA 05/15 TV 4/17/2011 IT0003802391 CREDEM 05/11 ZC 6/6/2011 IT0003802466 CAPITALIA 05/11 TM 3/2/2011 IT0003802821 BAM 05/12 S-UP CALL. 1/20/2012 IT0003804322 MED-FVG 05/11 TV 2/28/2011 IT0003804868 POP.LODI 05/15 3,6% 7/26/2011 IT0003804884 CR LUCCA 15 3,45% 7/26/2011 IT0003805220 UNICRED.IT.05/11 S-U 2/28/2011 IT0003805295 ISPA 05/45 TV HSRAFN 7/31/2011 IT0003805329 MEDIA FIN CL A 4/19/2011 IT0003805345 MEDIA FIN CL B 4/19/2011 IT0003805352 MEDIA FIN CL C 4/19/2011 IT0003805360 MEDIA FIN CL D 4/19/2011 IT0003805410 CW ANT EURIBOR C IT0003805428 CW ANT EURIBOR C IT0003805436 CW ANT EURIBOR C IT0003805444 CW ANT EURIBOR C IT0003805451 CW ANT EURIBOR C IT0003805469 CW ANT EURIBOR C IT0003805477 CW ANT EURIBOR C IT0003805485 CW ANT EURIBOR C IT0003805493 CW ANT EURIBOR C IT0003805501 CW ANT EURIBOR C IT0003805766 BNL 05/12 ZC 2/1/2012 IT0003805790 CR ASTI 05/15 TV 5/1/2011 IT0003806012 BNL 05/15 3.72% 8/1/2011 IT0003806020 BNL 05/12 3.38% 8/1/2011 IT0003806269 BOC GENOVA 05/30 TV 7/31/2011 IT0003806350 DEXIA CREDIOP 15 TV 3/30/2011 IT0003806475 CR VOLTERRA 05/15 4% 5/4/2011 IT0003806855 MEDIOB 05/15 IND 2/17/2011 IT0003806954 POP.VI 05/12 TV 7/31/2011 IT0003807754 CR PR PC 05/11 SU 2/28/2011 IT0003807796 POP. VR-NO 05/11 CMS 3/31/2011 IT0003807804 CR PR PC 05/11 SU 3/30/2011 IT0003807812 CREDBERG 05/11 CMS 3/1/2011 IT0003809024 MEDIOB 05/11 CSM TW 2/28/2011 IT0003809255 BNL 05/15 3.75% 8/15/2011 IT0003809339 BNL 05/12 3.40% 8/15/2011 IT0003809396 BNL 05/12 ZC 2/15/2012 IT0003809552 LSF CL D1 05/25 S.1 3/25/2011 IT0003809560 LSF CL D2 05/25 S.1 3/25/2011 IT0003809990 CR S.MINIATO 13 3% 2/15/2012 IT0003810071 CR AL 05/12 2.75% 3/2/2011

Security Description Payment Date FungibleIT0003810626 UNICR.IT.12 STEP UP 3/3/2011 IT0003810733 B.CARIPE 05/15 3.50% 2/10/2012 IT0003811319 CARIFAC 05/13 S-UP 2/28/2011 IT0003811343 B.DESIO 05/12 TM 3/1/2011 IT0003812200 SANPAOLO IMI 12 3.10 2/21/2011 IT0003812291 B.M.LUCCA 11 3% 2/21/2011 IT0003812309 B. IMOLA 05/16 3.25% 8/15/2011 IT0003812333 B.M.LUCCA 05/11 TV 2/21/2011 IT0003812523 UNICR.IT. 11 TV 2/28/2011 IT0003813141 BNL 05/12 ZC 3/1/2012 IT0003813331 BNL 05/11 3.14% 3/1/2011 IT0003813463 BNL 05/15 3.60% 3/1/2011 IT0003813521 BNL 05/12 3.28% 3/1/2011 IT0003814446 INTERBANCA 05/11 IND 3/24/2011 IT0003814537 SERV.ITALIA ORD. IT0003814693 BAM 05/12 3% 2/22/2011 IT0003814818 POP BARI 05/12 TV 6/1/2011 IT0003815070 CREDBERG 05/11 ZC 3/31/2011 IT0003815146 CR SOPRAMONTE 13 TV 3/1/2011 IT0003815914 POP.VI 05/11 ZC 2/28/2011 IT0003816243 BNL 05/11 IND 5/30/2011 IT0003816375 B.CARIGE 2012 3% 3/10/2011 IT0003817241 POP.LODI 05/15 3,6% 2/28/2011 IT0003819056 BCC A.MARIT.08 TV 3/1/2011 IT0003819239 CR PR PC 05/11 ZC 3/2/2011 IT0003819361 POP MILANO 05/11 4/7/2011 IT0003819536 BCC TREVIGL 15 ZC 4/1/2015 IT0003819635 B.NUOVA 05/12 3.60% 2/28/2011 IT0003819767 POP INTRA 11 CMS 3/15/2011 IT0003820534 BNL 05/15 3.91% 3/16/2011 IT0003820567 BNL 05/11 3.38% 3/16/2011 IT0003820583 BNL 05/12 3.55% 3/16/2011 IT0003820666 B.S.GIORGIO 13 S.UP 3/21/2011 IT0003820716 CR ASTI 05/15 CMS 3/1/2011 IT0003820757 SANPAOLO IMI 12 3.30 3/15/2011 IT0003821177 BNL 05/12 ZC 3/16/2012 IT0003821557 CAPITALIA 05/11 TM 4/4/2011 IT0003822142 CR AL 05/12 2.85 4/4/2011 IT0003825350 WARRANT SNIA ORD 10 IT0003825921 CREDIOP 11 TV 4/29/2011 IT0003825939 CREDIOP 13 TV 4/15/2011 IT0003826028 KOS ORD IT0003826168 POP.VERONA 11 ZC 4/29/2011 IT0003826218 B.S.GIORGIO 11 S.UP 4/1/2011 IT0003826408 CREDBERG 05/11 IND 4/15/2011 IT0003826424 ITALEASE 05/12 S.U. 3/31/2011 IT0003826473 PARMALAT ORD. IT0003826481 WARRANT PARMALAT IT0003826796 CR LUCCA 05/12 3,15% 3/16/2011 IT0003827133 B.TOSCANA 05/15 TV 3/18/2011 IT0003827539 ITALEASE FIN 20 C A2 3/14/2011 IT0003827547 ITALEASE FIN 20 CL B 3/14/2011 IT0003827554 ITALEASE FIN 20 CL C 3/14/2011

Security Description Payment Date FungibleIT0003827679 UNICREDITO IT.11 S-U 4/29/2011 IT0003827869 BPM 05/15 3.125% 4/15/2011 IT0003827968 BNL 05/12 3.56% 4/1/2011 IT0003827992 BNL 05/15 3.94% 4/1/2011 IT0003828073 BNL 05/12 ZC 4/1/2012 IT0003828172 BNL 05/11 3.40% 4/1/2011 IT0003828271 AZ. RECORDATI ORD. IT0003829121 NESAEA FIN 19 SENIOR 4/20/2011 IT0003829170 NESAEA FIN 19 SENIOR 4/20/2011 IT0003829683 NESAEA FIN 19 JUNIOR 4/20/2011 IT0003830053 CARTESIO 05/15 TV 7/15/2011 IT0003830418 MORTGAGES 05/43 CL.A 5/2/2011 IT0003830426 MORTGAGES 05/43 CL.B 5/2/2011 IT0003830434 MORTGAGES 05/43 CL.C 5/2/2011 IT0003831143 ITALEASE 05/11 IND. 4/29/2011 IT0003832570 CR PR-PC 05/11 ZC 5/9/2011 IT0003832745 B.ITALEASE 05/11 4/29/2011 IT0003832851 DEXIA CREDIOP 11 TV 4/29/2011 IT0003833222 POP.BARI 05/15 TM 6/29/2011 IT0003833248 CAPITALIA 05/11 TM 5/6/2011 IT0003833529 B.LEGNANO 05/12 TV 5/2/2011 IT0003833669 B.BRESCIA 05/12 3% 3/30/2011 IT0003834022 CREDBERG 05/11 ZC 4/29/2011 IT0003834378 POP.MILANO 11 TV 5/9/2011 IT0003834386 JUMP 05/18 TV CL.A 4/27/2011 IT0003834451 JUMP 05/18 TV CLB 4/27/2011 IT0003834832 CENTROB. 05/13 TV 4/29/2011 IT0003835086 CR SV 05/15 TV 4/15/2011 IT0003835243 BNL 05/11 3.40% 4/15/2011 IT0003835250 BNL 05/12 ZC 4/15/2012 IT0003835276 BNL 05/15 3.90% 4/15/2011 IT0003835284 BNL 05/12 3.56% 4/15/2011 IT0003835607 B.C.PONTI 05/12 TV 3/31/2011 IT0003835839 B.NUOVA 05/15 4% 4/1/2011 IT0003835938 CR LUCCA 15 3,45% 4/6/2011 IT0003836043 SOFIPA EQUITY F.PORT IT0003836431 CREDBERG 05/11 STEEP 4/29/2011 IT0003836480 B.NUOVA 05/12 3.75% 4/4/2011 IT0003836621 POP FRIULAD 05/12 TM 4/11/2011 IT0003836720 AZ SOPAF ORD IT0003836738 B.S.GIORGIO 11 S.UP 4/15/2011 IT0003836779 CREDIOP 11 TV USD 6/10/2011 IT0003836910 BIM 05/11 OC 11/1/2011 IT0003837009 POP.RAVENNA 12 3.35% 4/8/2011 IT0003837041 BIOERA ORD IT0003837314 PROV.MODENA 05/25 TV 6/30/2011 IT0003837843 CR AL 05/12 2.85% 5/9/2011 IT0003837991 SANPAOLO IMI 12 3.20 4/18/2011 IT0003838031 ISPA 05/45 TV 6A 7/31/2011 IT0003838411 BNL 05/11 3.412% 5/2/2011 IT0003838445 BNL 05/15 3.90% 5/2/2011 IT0003838478 BNL 05/12 3.54% 5/2/2011 IT0003838817 MONTI ASCENSORI ORD

Security Description Payment Date FungibleIT0003838833 AZ. PART. ITAL ORD IT0003838841 AZ PART. ITAL RP IT0003841902 POP MANTOVA 12 STEP 4/29/2011 IT0003843205 BNL 05/12 ZC 5/3/2012 IT0003843221 BNL 05/15 3.756% 5/3/2011 IT0003843247 BNL 05/11 3.18% 5/3/2011 IT0003843296 BNL 05/12 3.386% 5/3/2011 IT0003843908 ITALEASE 05/12 TM 6/30/2011 IT0003844369 BCC ROMA 05/12 3.3% 4/28/2011 IT0003844518 ITALEASE 05/11 TM 5/30/2011 IT0003844534 BTP 20150801 3.75% 8/1/2011 IT0003844948 CORDUSIO RMBS CL A2 3/31/2011 IT0003844955 CORDUSIO RMBS CL B 3/31/2011 IT0003844963 CORDUSIO RMBS CL C 3/31/2011 IT0003844971 CORDUSIO RMBS CL D 3/31/2011 IT0003845184 CC R.TE-IM.SE 12 S-U 5/5/2011 IT0003845689 CREDICO FIN 4 CL A 3/1/2011 IT0003845697 CREDICO FIN 4 CL B 3/1/2011 IT0003845705 CREDICO FIN 4 C1 3/1/2011 IT0003845713 CREDICO FIN 4 CL 2 3/1/2011 IT0003845721 CREDICO FIN 4 C3 3/1/2011 IT0003845739 CREDICO FIN 4 CL 4 3/1/2011 IT0003845747 CREDICO FIN 4 CL 5 3/1/2011 IT0003845754 CREDICO FIN 4 CL 6 3/1/2011 IT0003845762 CREDICO FIN 4 CL 7 3/1/2011 IT0003845770 CREDICO FIN 4 CL 8 3/1/2011 IT0003845788 CREDICO FIN 4 CL 9 3/1/2011 IT0003845796 CREDICO FIN 4 CL 10 3/1/2011 IT0003845804 CREDICO FIN 4 CL 11 3/1/2011 IT0003845812 CREDICO FIN 4 CL 12 3/1/2011 IT0003845838 CREDICO FIN 4 CL 14 3/1/2011 IT0003845846 CREDICO FIN 4 CL 15 3/1/2011 IT0003845853 CREDICO FIN 4 CL 16 3/1/2011 IT0003845994 DEUTSCHE 05/17 TM 5/31/2011 IT0003846257 PROV.VICENZA 30 TV 4/29/2011 IT0003846844 UNICREDITO 11 S UP 5/31/2011 IT0003847743 TRICOLORE FUN SENIOR 4/15/2011 IT0003848162 CAPITALIA 05/11 TM 6/6/2011 IT0003848188 CARIPRATO 05/12 TV 5/6/2011 IT0003848741 BNL 05/15 3.726% 5/18/2011 IT0003848774 BNL 05/11 3.10% 5/18/2011 IT0003848782 BNL 05/15 3.646% 5/18/2011 IT0003848790 BNL 05/12 3.272% 5/18/2011 IT0003848808 BNL 05/12 ZC 5/18/2012 IT0003848840 BNL 05/12 3.380% 5/18/2011 IT0003848857 BNL 05/11 3.246% 5/18/2011 IT0003849244 AZ CAMPARI ORD IT0003849616 CR AL 05/12 2.85% 6/3/2011 IT0003850374 PS.BTP 01/08/15 3.75 8/1/2015 IT0003850424 CARIPIT 05/11 S-U 6/7/2011 IT0003850671 SANPAOLO IMI 12 3% 5/23/2011 IT0003850929 ESPRINET ORD IT0003851000 MED-FVG 05/11 TM 5/31/2011

Security Description Payment Date FungibleIT0003852842 B.CARIGE 05/12 TV% 5/20/2011 IT0003852875 UNIPOL BCA 05/15 3.4 3/1/2011 IT0003853014 BIM 05/15 1.50% 1/1/2012 IT0003853337 CREDIOP 13 TV 6/29/2011 IT0003853907 CR FOLIGNO 05/11 3.2 6/1/2011 IT0003855159 GRECALE 40 TV SEN.2 4/28/2011 IT0003855209 VITERBO 05/30 TV 7/5/2011 IT0003855308 GRECALE 40 TFV JUN.2 4/28/2011 IT0003855340 BCP 05/11 3% 5/18/2011 IT0003855357 CERT ABAX EUR/USD C IT0003855696 ATLANTIC 2 BERENICE IT0003855779 UNICREDIT 15 S UP 5/30/2011 IT0003855795 UNICREDIT 11 S UP 6/30/2011 IT0003855878 BNL 05/12 ZC 6/1/2012 IT0003856041 BNL 05/15 3.578% 6/1/2011 IT0003856140 BNL 05/12 3.202% 6/1/2011 IT0003856157 BNL 05/11 3.034% 6/1/2011 IT0003856215 BNL 05/12 3.306% 6/1/2011 IT0003856223 BNL 05/15 3.672% 6/1/2011 IT0003856256 LOMBARDA L.4 22 CL.A 5/2/2011 IT0003856272 LOMBARDA L.4 22 CL.C 5/2/2011 IT0003856405 FINMECCANICA ORD.RAG IT0003856975 B.NUOVA 05/12 3% 5/20/2011 IT0003858138 ITALEASE 05/11 IND. 6/30/2011 IT0003858856 CCT 20120301 TV 3/1/2011 IT0003860043 CENTROB. 05/11 S.UP 6/1/2011 IT0003865570 AZ. IMPREGILO ORD IT0003865588 AZ. IMPREGILO RP IT0003865851 CC R.TE-IM.SE 12 TV 6/10/2011 IT0003865950 B.S.GIORGIO 11 S.UP 6/20/2011 IT0003866222 POP RA 05/11 3% 5/30/2011 IT0003866412 CAPITALIA 05/15 TM 6/30/2011 IT0003867287 BNL 05/11 3.10% 6/17/2011 IT0003867295 BNL 05/12 3.228% 6/17/2011 IT0003867329 BNL 05/15 3,586% 6/17/2011 IT0003867352 INTERBANCA 05/11 TV 6/30/2011 IT0003867428 BNL 05/12 3.12% 6/17/2011 IT0003867477 BNL 05/15 3.50% 6/17/2011 IT0003867501 POP.LODI 05/12 2,85% 6/3/2011 IT0003867550 BNL 05/12 ZC 6/17/2012 IT0003867568 POP.LODI 05/15 3,45% 6/3/2011 IT0003867832 BNL 05/11 3% 6/17/2011 IT0003867980 CR AL 05/12 2.85% 7/4/2011 IT0003868202 CREDIOP 11 OC 7/15/2011 IT0003871909 POP INTRA 05/11 ZC 7/20/2011 IT0003872394 SIAS 05/17 2.625% 1/1/2012 IT0003872436 DELTABANCA 05/11 TV 6/6/2011 IT0003872527 CREDIOP 11 TV 6/30/2011 IT0003872717 FIP CL A 05/23 7/11/2011 IT0003872774 FIP FUNDING 05/23 TV 7/11/2011 IT0003873178 B.MONTE PR 05/20 ZC 12/31/2020 IT0003873475 CREDIOP 15 S UP 6/29/2011 IT0003874457 GRECALE 05/40 S.3 4/28/2011

Security Description Payment Date FungibleIT0003874507 GRECALE 05/40 S.3 4/28/2011 IT0003874523 ISPA 05/35 TF - CMS 7/31/2011 IT0003874705 B.ALPI MAR.11 S UP 6/17/2011 IT0003874747 S.PAOLO IMI 12 2.75% 7/1/2011 IT0003874945 INTERBANCA 05/11 SU 6/21/2011 IT0003875223 BANCA FARNESE ORD. IT0003875835 DEXIA CRED. 11 OC 51 7/29/2011 IT0003876163 POTENZA 05/25 3,71% 3/31/2011 IT0003876478 VELA LEASE 2 28 CL A 3/15/2011 IT0003876486 VELA LEASE 2 28 CL B 3/15/2011 IT0003876494 VELA LEASE 2 28 CL C 3/15/2011 IT0003876502 VELA LEASE 2 28 CL D 3/15/2011 IT0003876635 CW UBM BASKET IND C IT0003876643 CW UBM BASKET IND C IT0003876650 BIVERBANCA 05/15 TM 7/1/2011 IT0003876668 BIVERBANCA 12 STEP U 7/1/2011 IT0003876726 BIVERBANCA 15 3.5% 7/1/2011 IT0003876916 CREBERG 05/11 ZC 8/19/2011 IT0003877112 ITALEASE 05/11 TV 7/12/2011 IT0003877237 CREDIOP 12 STEP UP 8/11/2011 IT0003877310 ISPA 05/35 TF - TCM 7/31/2011 IT0003877583 CREBERG 05/12 TV 7/29/2011 IT0003877773 CR CENTO 05/15 S-UP 6/20/2011 IT0003877922 POP.EMILRO 11 Z.C. 8/5/2011 IT0003878003 DEXIA CRED. 11 TM 49 7/29/2011 IT0003878045 PROV.TORINO 05/35 6/27/2011 IT0003878185 PROV.GENOVA 18 3.252 6/30/2011 IT0003878292 CAPITALIA 05/11 TM 7/22/2011 IT0003878631 POP.MILANO 15 3% 7/15/2011 IT0003879217 CLARIS 2005 SEN CL.A 3/20/2011 IT0003879241 CLARIS 2005 SEN CL.B 3/20/2011 IT0003879274 CLARIS 2005 JUN C1 3/20/2011 IT0003879308 CLARIS F.2005 JUN C2 3/20/2011 IT0003879357 HYPO A.A.BANK 11 TM 8/1/2011 IT0003879746 TERCAS 11 TV 4/18/2011 IT0003879803 BPL CONSUMER 05/15 4/30/2011 IT0003880207 B.CAMPANIA 15 ZC 7/1/2015 IT0003880264 TERNI 05/30 3.529% 6/30/2011 IT0003880280 BANCA OPI 05/12 TV 6/30/2011 IT0003880520 BNL 05/12 ZC 7/1/2012 IT0003880579 BNL 05/11 2.82% 7/1/2011 IT0003880603 BNL 05/11 2.978% 7/1/2011 IT0003880629 BNL 05/12 3% 7/1/2011 IT0003880645 BNL 05/12 3.110% 7/1/2011 IT0003880652 BNL 05/15 3.378% 7/1/2011 IT0003880660 BNL 05/15 3.472% 7/1/2011 IT0003880843 CR VOLTERRA 12 2.78% 7/1/2011 IT0003881767 CR AL 05/12 2.70 8/5/2011 IT0003881841 CAPITALIA 05/11 TM 8/5/2011 IT0003881916 POP.A.ADIGE 13 TV 7/1/2011 IT0003882641 BNL 05/15 3.326% 7/20/2011 IT0003882658 BNL 05/12 2.95% 7/20/2011 IT0003882682 BNL 05/11 TM 7/20/2011

Security Description Payment Date FungibleIT0003882955 BNL 05/11 TM 7/20/2011 IT0003883185 UNICREDIT 12 S-UP 7/29/2011 IT0003885727 INTERBANCA 05/13 SU 7/15/2011 IT0003885883 DEUTSCHE B.05/11 TF 7/27/2011 IT0003885909 B.MARCHE 05/11 3% 7/12/2011 IT0003885941 POP.MAROST.05/13 SU 7/29/2011 IT0003886857 POP APRILIA 05/11 ZC 8/5/2011 IT0003886949 BAI ORD 1.07.05 IT0003887491 B.BRESCIA 05/20 TV 7/15/2011 IT0003888119 BCC CENTROP. 20 7,80 9/1/2011 IT0003888382 POP.IT 05/15 3.3% 7/19/2011 IT0003888424 POP INTRA 05/11 ZC 9/6/2011 IT0003888671 BCC CARATE B.12 S-UP 8/1/2011 IT0003888887 B.ITALEASE 05/12 SU 8/26/2011 IT0003889125 BNL 05/12 3.09% 8/1/2011 IT0003889133 BNL 05/15 3.46% 8/1/2011 IT0003889141 BNL 05/26 ZC 8/1/2026 IT0003889331 TRENTO 05/20 3.402% 6/30/2011 IT0003889604 S.PAOLO 05/12 2.85% 8/1/2011 IT0003889661 BNL 05/11 TM 8/1/2011 IT0003889695 BNL 05/11 TM 8/1/2011 IT0003889729 B.MARCHE 05/11 3.05% 7/22/2011 IT0003889737 INTERBANCA 05/13 S-U 7/26/2011 IT0003889786 MONVISO FIN CL A 7/20/2011 IT0003889794 MONVISO FIN CL B 7/20/2011 IT0003889802 MONVISO FIN CL C 7/20/2011 IT0003890123 APULIA PRONTOPR. ORD IT0003890248 UNICREDIT 12 S UP 9/1/2011 IT0003891006 BNL 05/11 TV 2/22/2011 IT0003891089 INTESA 05/11 TM 8/31/2011 IT0003891444 ACTA ORD IT0003891527 CR PR PC 05/11 ZC 12/31/2011 IT0003894026 CR LUCCA 05/15 3.1% 8/4/2011 IT0003894406 CR AL 05/12 2.70% 3/2/2011 IT0003894596 CRA SPIAZZO 05/20 ZC 9/30/2020 IT0003894810 EFIBANCA 05/15 IND. 9/30/2011 IT0003895098 BNL 05/11 2.91% 3/1/2011 IT0003895189 BNL 05/11TV 3/1/2011 IT0003895197 BNL 05/11 TM 3/1/2011 IT0003895239 BNL 05/11 TM 3/1/2011 IT0003895288 BNL 05/11 ZC 9/1/2011 IT0003895296 BCO BRESCIA 05/11 ZC 9/9/2011 IT0003895312 BNL 05/12 3.08% 3/1/2011 IT0003895353 BNL 05/12 ZC 9/1/2012 IT0003895361 BNL 05/15 3.45% 3/1/2011 IT0003895387 BNL 05/15 3.594% 3/1/2011 IT0003895395 BRE BANCA 05/11 ZC 9/9/2011 IT0003895445 BNL 05/26 ZC 9/1/2026 IT0003895460 BVC 2011 Z.C. 9/9/2011 IT0003895544 BCC ALTO RENO 12 S-U 8/10/2011 IT0003895627 BCO S.GIORGIO 11 ZC 9/9/2011 IT0003895668 AZ. EUROTECH ORD IT0003895916 CAPITALIA 05/11 TV 9/16/2011

Security Description Payment Date FungibleIT0003896526 CREDIOP 11 TV 9/15/2011 IT0003896799 B.ITALEASE 05/15 TM 9/9/2011 IT0003896922 F.DO IMM. OBELISCO IT0003897128 CR LUCCA 05/12 2.8% 8/9/2011 IT0003897359 B.ITALEASE 05/11 TM 4/3/2011 IT0003902985 POP RA 05/11 3% 8/12/2011 IT0003903397 FIN.PART ORD RAGG IT0003913909 BIVERBANCA 05/15 3.5 9/1/2011 IT0003915136 CARIPRATO 05/11 ZC 8/31/2011 IT0003915508 CREDEM 05/13 IND. 8/29/2013 IT0003916480 CREDIOP 12 S UP 9/22/2011 IT0003916712 BPU 05/11 TM 10/5/2011 IT0003916969 CARIPRATO 05/12 TV 3/12/2011 IT0003918478 CR AL 05/12 2.70% 4/3/2011 IT0003918577 ALITALIA RAGGR IT0003918635 MERIDIANA FLY ORD. IT0003918700 CAPITALIA 05/15 TM 10/3/2011 IT0003919021 S.PAOLO IMI 12 2.65% 9/19/2011 IT0003919252 BNL 05/11 ZC 9/19/2011 IT0003919278 BNL 05/15 3.52% 3/19/2011 IT0003919294 BNL 05/12 3.20% 3/19/2011 IT0003919344 BNL 05/11 3.09% 3/19/2011 IT0003919427 BNL 05/11 TM 3/19/2011 IT0003919435 BNL 05/12 3.03% 3/19/2011 IT0003919450 BNL 05/15 3.38% 3/19/2011 IT0003919468 BNL 05/11 2.89% 3/19/2011 IT0003919476 BNL 05/11 TM 3/19/2011 IT0003919484 BCO BRESCIA 05/11 ZC 10/28/2011 IT0003919500 VSG ORDINARIE IT0003919534 B.CA VALSABBINA ORD IT0003919575 BNL 05/11 TV 4/3/2011 IT0003919781 B.ITALEASE 05/11 ZC 9/30/2011 IT0003920292 B.SASSARI 05/12 S-UP 3/29/2011 IT0003920391 BVC 05/11 05/11 ZC 10/28/2011 IT0003920441 DEXIA CREDIOP 15 TM 3/30/2011 IT0003920680 POP.FRIULADRIA 15 TM 9/19/2011 IT0003921159 CW ANT EURIBOR C IT0003921167 CW ANT EURIBOR C IT0003921175 CW ANT EURIBOR C IT0003921183 CW ANT EURIBOR C IT0003921191 CW ANT EURIBOR C IT0003921209 CW ANT EURIBOR C IT0003921217 CW ANT EURIBOR C IT0003921225 CW ANT EURIBOR C IT0003921233 CW ANT EURIBOR C IT0003921241 CW ANT EURIBOR C IT0003921258 CW ANT EURIBOR C IT0003921530 CAPITALIA 05/11 TV 4/14/2011 IT0003921720 BCC C.BRIANZA 12 SUP 10/3/2011 IT0003922769 B.MPS 05/15 TM 9/22/2011 IT0003924468 POP.MILANO 15 3% 4/14/2011 IT0003925093 B.ITALEASE 05/12 SU 10/7/2011 IT0003925119 DEXIA CREDIOP 11 IND 10/31/2011

Security Description Payment Date FungibleIT0003925275 CENTROBANCA 05/15 TV 3/30/2011 IT0003925382 CR ASTI 05/15 TV 3/30/2011 IT0003925481 CREDIOP 11 OC 10/31/2011 IT0003925796 C.DEP.-PREST.05/20 9/30/2011 IT0003926075 BNL 05/15 3.48% 4/3/2011 IT0003926182 BNL 05/11 3.04% 4/3/2011 IT0003926240 BNL 05/11 TM 4/3/2011 IT0003926364 BNL 05/11 TM 4/3/2011 IT0003926372 BNL 05/11 2.84% 4/3/2011 IT0003926380 BNL 05/12 2.98% 4/3/2011 IT0003926398 BNL 05/15 3.32% 4/3/2011 IT0003926547 BCA CARIGE 05/11 TM 12/2/2011 IT0003926661 KERSELF ORD. IT0003927552 CR ASTI 05/15 TM 4/3/2011 IT0003927644 CREDIOP 15 TV 10/12/2011 IT0003927826 CR SOPRAMONTE 11 TM 4/1/2011 IT0003927834 CR SOPRAMONTE 13 TM 4/1/2011 IT0003928121 BNL 05/16 3.77% 7/1/2011 IT0003928196 BNL 05/21 4.17% 7/1/2011 IT0003928261 BNL 05/16 3.37% 7/1/2011 IT0003928360 BNL 05/16 4.17% 7/1/2011 IT0003928378 BNL 05/21 3.77% 7/1/2011 IT0003928519 B.ITALEASE 05/11 TV 12/15/2011 IT0003928618 B.S.GIORGIO 11 S.UP 4/10/2011 IT0003928816 SAN MAURO ORD. IT0003928857 B.IMOLA 05/12 2.60 10/1/2011 IT0003929293 CREDIOP 11 OC 10/31/2011 IT0003929525 B.ITALEASE 05/15 TV 10/19/2011 IT0003929673 CR LUCCA 05/15 3.1% 4/3/2011 IT0003929681 CREBERG 05/12 TV 3/28/2011 IT0003929699 CR LUCCA 05/12 2.8% 4/3/2011 IT0003929731 MARS 2600 CL A 05/18 4/26/2011 IT0003929749 MARS 2600 CL B 05/18 4/26/2011 IT0003929756 MARS 2600 CL C 05/18 4/26/2011 IT0003929764 MARS 2600 CL D 05/18 4/23/2011 IT0003930457 DEXIA CREDIOP 12 S-U 10/31/2011 IT0003930507 DEXIA CREDIOP 13 S-U 10/31/2011 IT0003930549 CR CESENA 05/11 OC 11/30/2011 IT0003931158 BNL 05/12 3.016% 4/18/2011 IT0003931174 S.PAOLO 05/12 2.80% 10/17/2011 IT0003931216 BNL 05/15 3.53% 4/18/2011 IT0003931232 BNL 05/11 TM 4/18/2011 IT0003931240 BNL 05/15 3.36% 4/18/2011 IT0003931265 BNL 05/11 2.882% 4/18/2011 IT0003931299 BNL 05/11 TV 4/18/2011 IT0003931315 BNL 05/12 ZC 10/18/2012 IT0003931323 BNL 05/11 TM 4/18/2011 IT0003931729 POP APRILIA 12 3.00 4/10/2011 IT0003932065 CR AL 05/12 2.70% 5/2/2011 IT0003932230 C.DEP.-PRES.05/15 4/26/2011 IT0003932909 CREBERG 05/11 ZC 11/29/2011 IT0003932982 POP.VR-NO 05/11 ZC 11/29/2011 IT0003933154 MEDIOBANCA 05/11 OC 11/16/2011

Security Description Payment Date FungibleIT0003933162 INTESA 05/11 OC 10/31/2011 IT0003933626 CR PISA 05/15 3.1% 4/10/2011 IT0003933717 C.DEP.-PREST.05/13 1/31/2012 IT0003933998 VELA HOME 3 CL A 39 4/30/2011 IT0003934004 B.ITALEASE 05/11 TM 11/30/2011 IT0003934020 VELA HOME 3 CL B 39 4/30/2011 IT0003934657 BTP 05/37 4% 8/1/2011 IT0003934806 CAPITALIA 05/11 TV 11/14/2011 IT0003935191 BNL 05/11 TM 5/2/2011 IT0003935209 BNL 05/11 TM 5/2/2011 IT0003935217 BNL 05/11 3% 5/2/2011 IT0003935225 BNL 05/11 TV 5/2/2011 IT0003935241 MEDIOBANCA 05/15 TV 12/6/2011 IT0003935274 BNL 05/12 3.10% 5/2/2011 IT0003935282 BNL 05/15 3.40% 5/2/2011 IT0003935316 BNL 05/15 3.60% 5/2/2011 IT0003935357 B.ITALEASE 05/12 TV 5/30/2011 IT0003935670 B.SASSARI 05/12 S-UP 2/28/2011 IT0003937452 SESTANTE S.3 CL A 4/15/2011 IT0003937486 SESTANTE SER 3 CL B 4/15/2011 IT0003937510 SESTANTE SER 3 CL C1 4/15/2011 IT0003937957 BPU BANCA 05/15 TM 11/15/2011 IT0003938328 POP VI 05/11 ZC 10/31/2011 IT0003939094 CREDIOP 12 S UP 11/30/2011 IT0003939177 CREDIOP 11 TV 12/6/2011 IT0003939847 CAPITALIA 05/11 TV 12/7/2011 IT0003940043 PHARMA FIN.CL A 4/28/2011 IT0003940282 CR PR PC 05/12 SU 11/30/2011 IT0003941363 BCA SELLA H.05/11 TV 5/14/2011 IT0003941371 BNL 05/15 3.56% 5/17/2011 IT0003941405 BNL 05/12 3.28% 5/17/2011 IT0003941421 BNL 05/12 ZC 11/17/2012 IT0003941454 BNL 05/11 TM 5/17/2011 IT0003941470 BNL 05/11 3.20% 5/17/2011 IT0003941504 BNL 05/11 TV 5/17/2011 IT0003941629 BNL 05/27 ZC 12/1/2027 IT0003941793 BNL 05/11 4.95% 12/1/2011 IT0003941819 BNL 05/11 TV 3/1/2011 IT0003941835 BNL 05/11 TM 5/17/2011 IT0003941876 BNL 05/15 3.80% 5/17/2011 IT0003941884 BNL 05/11 TV 6/1/2011 IT0003942619 CW ANT EURIBOR C IT0003942627 CW ANT EURIBOR C IT0003942635 CW ANT EURIBOR C IT0003942643 CW ANT EURIBOR C IT0003942650 CW ANT EURIBOR C IT0003942668 CW ANT EURIBOR C IT0003942676 CW ANT EURIBOR C IT0003942684 CW ANT EURIBOR C IT0003942692 CW ANT EURIBOR C IT0003942700 CW ANT EURIBOR C IT0003942742 CW ANT EURIBOR C IT0003942759 CW ANT EURIBOR C

Security Description Payment Date FungibleIT0003942767 CW ANT EURIBOR C IT0003942775 CW ANT EURIBOR C IT0003942783 CW ANT EURIBOR C IT0003942791 CW ANT EURIBOR C IT0003942809 CW ANT EURIBOR C IT0003942817 CW ANT EURIBOR C IT0003942825 CW ANT EURIBOR C IT0003942833 CW ANT EURIBOR C IT0003942841 CW ANT EURIBOR C IT0003943005 POP. CROTONE 12 S.UP 11/21/2011 IT0003943062 CR AL 05/12 2.40% 6/2/2011 IT0003950000 PROV.PADOVA 20 3.567 5/11/2011 IT0003950208 S.PAOLO 05/12 3.10% 11/21/2011 IT0003950273 CR CENTO 05/15 TV 2/25/2011 IT0003950331 PESARO 05/35 TV 6/30/2011 IT0003950745 POP.BARI 13 ZC 12/29/2013 IT0003950828 B.NUOVA 05/15 TV 11/10/2011 IT0003951115 LOCAT SV CL A2 3/14/2011 IT0003951123 LOCAT SV CLB 3/14/2011 IT0003951131 LOCAT SV CL C 3/14/2011 IT0003951149 LOCAT 3 SEC CL D 3/14/2011 IT0003951412 BNL 05/11 TV 12/1/2011 IT0003951453 BNL 05/13 REND. REAL 12/1/2011 IT0003951503 EMILIA ROM.05/20 TF 11/25/2011 IT0003952071 BCC A.RENO 05/12 SU 5/18/2011 IT0003952386 DEPOSITI PRES.05/15 11/30/2011 IT0003952402 POP.VR-NO 06/16 TV 1/2/2012 IT0003952428 POP.VR-NO 06/16 TV 1/2/2012 IT0003953384 SCCI 05/19 7/29/2011 IT0003953418 CENTROBANCA 14 IND. 1/30/2012 IT0003953467 BNL 05/11 TV 6/1/2011 IT0003953475 BNL 05/11 3.34% 6/1/2011 IT0003953483 BNL 05/11 TM 6/1/2011 IT0003953509 BNL 05/11 TM 6/1/2011 IT0003953590 BNL 05/12 3.46% 6/1/2011 IT0003953616 BNL 05/15 3.73% 6/1/2011 IT0003953673 BNL 05/12 ZC 12/1/2012 IT0003953707 POP APRILIA 05/12 3% 5/21/2011 IT0003953772 BNL 05/15 3.92% 6/1/2011 IT0003953780 CR ASTI 05/15 TV 2/28/2011 IT0003953798 BNL 05/12 3.66% 6/1/2011 IT0003953814 BNL 05/11 3.56% 6/1/2011 IT0003953830 BAGLIONI FDO IMM POR IT0003953848 BAGLIONI FDO IMM NOM IT0003954036 GRECALE SEN.2040 S.4 4/28/2011 IT0003954077 GRECALE JUN 2040 S.4 4/28/2011 IT0003954150 UNICREDIT 12 S UP 12/7/2011 IT0003954671 DEXIA CREDIOP 15 TV 12/30/2011 IT0003955009 MANAGEMENT ORD IT0003955140 BCC CARUGATE 12 TV 6/19/2011 IT0003955157 UCI EX CAP 15 05SI05 12/15/2011 IT0003955504 MEDIOBANCA 05/11 CMS 6/22/2011 IT0003955686 CARIPRATO 05/11 ZC 11/30/2011

Security Description Payment Date FungibleIT0003955694 B.NUOVA 05/11 ZC 11/30/2011 IT0003955736 POP.VI 05/11 ZC 11/30/2011 IT0003956403 GOLDEN BAR 3 22 CL.A 2/20/2011 IT0003956460 GOLDEN BAR 3 22 CL.B 2/20/2011 IT0003956536 GOLDEN BAR 3 22 CL.C 2/20/2011 IT0003956544 GOLDEN BAR 3 22 CL.D 2/20/2011 IT0003956676 CAPITALIA 05/11 TM 12/29/2011 IT0003956767 CARILO 05/12 TM 11/28/2011 IT0003956817 B.MARCHE 05/12 TV 11/28/2011 IT0003956841 BNL 06/12 IND. 3/17/2011 IT0003957005 TAURUS CMBS CL A 19 4/5/2011 IT0003957013 TAURUS CMBS CL B 19 4/5/2011 IT0003957104 FRIULCASSA 05/11 SU 12/12/2011 IT0003957112 POP.SPOLETO 15 TV 6/7/2011 IT0003957195 CW ANT EURIBOR C IT0003957203 CW ANT EURIBOR C IT0003957211 CW ANT EURIBOR C IT0003957229 CW ANT EURIBOR C IT0003957237 CW ANT EURIBOR C IT0003957245 CW ANT EURIBOR C IT0003957252 CW ANT EURIBOR C IT0003957260 CW ANT EURIBOR C IT0003957278 CW ANT EURIBOR C IT0003957286 CW ANT EURIBOR C IT0003957328 CW ANT EURIBOR C IT0003957336 CW ANT EURIBOR C IT0003957344 CW ANT EURIBOR C IT0003957351 CW ANT EURIBOR C IT0003957369 CW ANT EURIBOR C IT0003957377 CW ANT EURIBOR C IT0003957385 CW ANT EURIBOR C IT0003957393 CW ANT EURIBOR C IT0003957401 CW ANT EURIBOR C IT0003957419 CW ANT EURIBOR C IT0003957427 CW ANT EURIBOR C IT0003963284 BPU BANCA 15 TV 12/28/2011 IT0003963359 ITALF SEC VEHICLE A 3/14/2011 IT0003963409 ITAL SEC VEHICLE B 3/14/2011 IT0003963433 ITAL SEC VEHICLE C 3/14/2011 IT0003963474 ILT.VEHICLE CL D 3/14/2011 IT0003963664 ERACLE FIN CL A 12 3/3/2011 IT0003964829 B.PONTI 05/15 TV 6/28/2011 IT0003966352 CR AL 05/12 2.40% 6/30/2011 IT0003966477 ASTI FIN.CL A 05/41 3/27/2011 IT0003966485 ASTI FIN CL B 05/41 3/27/2011 IT0003966493 ASTI FIN CL C 05/41 3/27/2011 IT0003966576 BNL 05/12 3.55% 6/16/2011 IT0003966584 BNL 05/11 TV 6/16/2011 IT0003966626 BNL 05/27 ZC 12/30/2027 IT0003966659 BNL 05/11 TM 6/16/2011 IT0003966675 BNL 05/11 3.20% 6/16/2011 IT0003966717 BNL 05/15 3.60% 6/16/2011 IT0003972434 BNL 05/11 TM 6/16/2011

Security Description Payment Date FungibleIT0003972509 BNL 05/11 TV 3/30/2011 IT0003972558 BNL 05/11 4.84% 12/30/2011 IT0003972665 BNL 05/12 3.30% 6/16/2011 IT0003972996 B.MARCHE 05/15 TV 3/22/2011 IT0003973085 PR.COMO 05/25 3.788 12/16/2011 IT0003973135 ANTONVENETA 05/11 2% 3/31/2011 IT0003974695 FIRENZE 05/35 TV 12/9/2011 IT0003974760 MEDIOBANCA 05/17 TV 3/21/2011 IT0003974943 PESARO URBINO 05/35 6/30/2011 IT0003976708 CRED.FIN. 5 33 CL A 4/4/2011 IT0003976732 CRED.FIN. 5 33 CL B 4/4/2011 IT0003976971 UNI.STUDI TN 15 3.42 12/23/2011 IT0003977078 B.NUOVA TERRA 12 TV 6/20/2011 IT0003977292 CR PR PC 06/13 ZC 1/31/2013 IT0003977516 BIVERBANCA 16 3.5% 1/1/2012 IT0003977540 ANSALDO STS SPA ORD IT0003977565 ERICE FIN. 29 CL A1 3/21/2011 IT0003977573 ERICE FIN. 29 CL A2 3/21/2011 IT0003977581 ERICE FIN. 29 CL B 3/21/2011 IT0003977623 BANCA 24-7 05/15 TV 6/15/2011 IT0003977649 PROV.SAVONA 20 3,505 6/30/2011 IT0003978266 BCA CARIGE 06/16 TV 1/4/2012 IT0003990261 SALERNO 05/35 3.93% 6/22/2011 IT0003990311 LECCE 2005/2025 TV 6/30/2011 IT0003990352 BNL 06/12 TV 7/11/2011 IT0003990378 BNL 06/12 3.30% 7/11/2011 IT0003990402 LOTTOMATICA AZ ORD. IT0003990493 PROV.RAVENNA 26 3.67 3/31/2011 IT0003990618 POP.EMILRO 12 TV 6/20/2011 IT0003990824 CR PR-PC 06/13 3% 1/31/2012 IT0003990899 CAPITALIA 06/12 TV 1/30/2012 IT0003990923 POP.MILANO 16 3% 7/16/2011 IT0003991020 PROV.ROVIGO 05/35 TV 6/28/2011 IT0003991087 PESCARA 05/30 3.741% 6/21/2011 IT0003991129 PROV. AL 05/35 3.856 6/22/2011 IT0003991681 PROV. PD 05/20 3.49% 6/21/2011 IT0003991780 POP.SONDRIO 05/12 TV 6/20/2011 IT0003991913 GRECALE SEN.2040 S.5 4/28/2011 IT0003991921 GRECALE JUN.2040 S.5 4/28/2011 IT0003992069 CARIPRATO 06/12 TV 7/2/2011 IT0003992416 POP.A.ADIGE 05/11 TV 3/30/2011 IT0003992457 POP.RAVENNA 16 TV 7/2/2011 IT0003993042 POP.VI 05/11 ZC 12/23/2011 IT0003993158 ITALIA/CCT 20121101 5/1/2011 IT0003993299 CAGLIARI 05/25 TV 6/23/2011 IT0003993430 S.PAOLO IMI 13 3.10% 1/2/2012 IT0003993752 BCC ROMA 14 3.40% 7/2/2011 IT0003994214 CREBERG 05/12 TV 3/29/2011 IT0003994263 PROV.PESCARA 25 TV 6/30/2011 IT0003994271 VALDOBBIADENE 24 TF 6/30/2011 IT0003994875 FORLI 05/25 TV 6/30/2011 IT0003994909 SASSARI 05/25 3.6715 6/29/2011 IT0003995690 PIEVE SOLIGO 25 3.72 6/30/2011

Security Description Payment Date FungibleIT0003995708 CR SOPRAMONTE 12 TV 7/1/2011 IT0003995724 PIEVE SOLIGO 25 3.72 6/30/2011 IT0003996110 MED-FVG 06/13 SU 7/5/2011 IT0003996219 PATRIMONIO UNO CL.B IT0003997878 CAPITALIA 06/12 TV 2/10/2012 IT0003998116 CENTROBANCA 06/11 TV 7/10/2011 IT0003998306 CR AL 06/13 2.40% 8/1/2011 IT0003998470 UNICREDITO IT.13 TV 1/26/2012 IT0003999650 CR S.MINIATO 16 S.UP 1/30/2012 IT0004000045 POP.A.ADIGE 14 TV 7/9/2011 IT0004000235 B.ITALEASE 06/11 TM 2/28/2011 IT0004000243 MED-FVG 06/11 TV 2/24/2011 IT0004000292 MEDIOB.14 CMS NO INV 2/28/2011 IT0004000490 CARILO 06/13 TM 1/12/2012 IT0004000938 SESTANTE FIN.06/40 3/28/2011 IT0004001811 CR.CIVITAVEC.12 TV 2/20/2011 IT0004001977 BNL 06/12 3.306% 7/31/2011 IT0004001985 BNL 06/12 TV 7/31/2011 IT0004002801 PS BTP 01/02/37 4% 2/1/2037 IT0004002819 CS BTP 01/02/37 4% 2/1/2035 IT0004002827 CS BTP 01/02/37 4% 8/1/2035 IT0004002835 C.S. BTP 01/02/37 4% 2/1/2036 IT0004002843 C.S. BTP 01/02/37 4% 8/1/2036 IT0004002850 C.S. BTP 01/02/37 4% 2/1/2037 IT0004003106 CREBERG 06/12 ZC 2/27/2012 IT0004003577 POP VR 06/12 ZC 2/27/2012 IT0004003809 CARISPE 06/11 2.75% 2/23/2011 IT0004005838 CR FI 06/11 TV 2/22/2011 IT0004005887 CR FI 06/11 OC 2/22/2011 IT0004006356 POP VR 06/11 TM 2/28/2011 IT0004006398 CREBERG 06/11 2/28/2011 IT0004006620 B.ANTONVENETA 11 2% 3/31/2011 IT0004006844 B.CR.POP. 06/12 S-UP 1/27/2012 IT0004007099 CAPITALIA 06/16 TM 2/21/2011 IT0004007438 DEXIA CREDIOP 13 S-U 2/28/2011 IT0004007479 BNL 06/11 3.090% 2/17/2011 IT0004007503 BNL 06/11 TV 2/17/2011 IT0004007537 BNL 06/16 TV 2/17/2011 IT0004007552 BNL 06/16 3.48% 2/17/2011 IT0004007560 PIERREL ORD IT0004007578 UCI EX CAP 11 06ST03 3/17/2011 IT0004008162 MEDIOBANCA 06/12 TV 3/15/2011 IT0004008279 POP.NOVARA 06/11 IND 3/17/2011 IT0004008816 B.ITALEASE 06/12 SU 3/6/2011 IT0004009673 BTP 2006/2021 3.75% 8/1/2011 IT0004010408 MEDIOBANCA 06/12 TV 2/28/2011 IT0004010416 UNICREDIT 13 TV 2/23/2011 IT0004010572 CR SOPRAMONTE 14 TV 8/1/2011 IT0004010580 POP.VI 06/12 ZC 3/20/2012 IT0004010671 POP.VI 06/11 ZC 3/20/2011 IT0004011083 B.DESIO 06/11 ZC 3/16/2011 IT0004011166 CENTROBANCA 06/11 TM 3/15/2011 IT0004011208 CENTROB. 06/11 TV 3/15/2011

Security Description Payment Date FungibleIT0004011638 INTESA 06/11 TV 3/16/2011 IT0004011653 CR AL 06/11 2.30% 3/1/2011 IT0004011661 CR AL 06/13 2.50% 3/1/2011 IT0004011679 MEDIOBANCA 06/11 TV 2/17/2011 IT0004011703 BRE BANCA 06/11 S-U 2/28/2011 IT0004011760 B.ITALEASE 06/11 IND 3/15/2011 IT0004012552 CAPITALIA 06/16 TFV 3/30/2011 IT0004012586 CAPITALIA 06/16 TFV 3/30/2011 IT0004012727 S.PAOLO IMI 13 3.27% 2/13/2012 IT0004013063 VELA CLASS A 06/40 4/28/2011 IT0004013238 BANCA IMI 06/11 DIN. 3/7/2011 IT0004013253 BANCA IMI 06/11 ZC 3/7/2011 IT0004013568 B.MPS 06/11 TV 2/28/2011 IT0004013683 CDP 06/16 TV 3/1/2011 IT0004013790 BERICA 6 06/43 4/28/2011 IT0004013808 BERICA 6 06/43 4/28/2011 IT0004013816 BERICA 6 06/43 4/28/2011 IT0004013824 BERICA 6 06/43 4/28/2011 IT0004013881 BNL 06/29 ZC 2/28/2029 IT0004013899 BNL 06/11 3.55% 2/28/2011 IT0004013907 BNL 06/11 TV 2/28/2011 IT0004014061 P.S.BTP 3.75% 1/8/21 8/1/2021 IT0004014236 CR S.MINIATO 14 3.50 3/6/2011 IT0004014251 CR S.MINIATO 11 3.35 3/6/2011 IT0004014533 NOEMALIFE ORD. IT0004014566 B.ITALEASE 06/11 SU 2/17/2011 IT0004014590 CR SAVONA 06/11 3% 2/20/2011 IT0004014707 F.DO ATLANTIC 1 PORT IT0004015027 CREDIOP 13 S UP 3/9/2011 IT0004015142 CERT ABAX ABAXBANK C IT0004015464 CR. ARTIGIANO 11 TV 3/16/2011 IT0004015571 BNL 06/12 ZC 2/7/2012 IT0004015746 B.NUOVA 06/12 3.779% 2/21/2011 IT0004016322 POP.VI 06/20 TV 2/28/2020 IT0004016504 ANT.PELLETTIERI ORD. IT0004016959 B.CRV 06/16 TV 3/1/2011 IT0004017049 BNL 06/11 3.298% 3/14/2011 IT0004017064 BNL 06/12 TV 3/14/2011 IT0004017072 BNL 06/13 3.514% 3/14/2011 IT0004017080 BNL 06/16 3.714% 3/14/2011 IT0004017148 CR CESENA 06/11 TV 2/17/2011 IT0004017890 CARISPE 06/11 S-UP 3/15/2011 IT0004018088 HYPO A.A.BANK 11 OC 3/16/2011 IT0004018674 CENTROBANCA 06/11 OC 3/17/2011 IT0004018799 POP INTRA 06/11 ZC 3/30/2011 IT0004018963 B.BERGAMO 06/11 OC 3/2/2011 IT0004018971 B.GARDA 06/11 OC 3/2/2011 IT0004018997 VENETO B.06/11 OC 3/2/2011 IT0004019011 B.MERIDIANA 06/11 OC 3/2/2011 IT0004019581 BTP 06/16 3.75 8/1/2011 IT0004019631 B.NUOVA 06/12 3.30% 2/24/2011 IT0004019706 CR MIRANDOLA 11 IND. 3/30/2011 IT0004019797 CR FIRENZE 06/11 TV 3/30/2011

Security Description Payment Date FungibleIT0004019938 B.SARDEGNA 06/11 ZC 3/16/2011 IT0004019946 BTB 11 TV 3/1/2011 IT0004020324 POP VI 06/12 ZC 2/28/2012 IT0004020381 BIVERBANCA 06/11 3% 4/1/2011 IT0004020472 CR FORLI 06/11 SU 3/1/2011 IT0004020662 B.MARCHE 06/13 S-UP 3/1/2011 IT0004020894 BCC CASTENASO 11 S.U 3/15/2011 IT0004020969 B.ITALEASE 06/12 TM 3/16/2011 IT0004021090 MONVISO FIN 14 CL 2 7/20/2011 IT0004021108 MONVISO FIN CL B 15 7/20/2011 IT0004021272 POP. VR-NO 06/11 IND 3/17/2011 IT0004021397 BNL 06/12 IND. 4/10/2011 IT0004021520 CENTROBANCA 06/11 OC 3/15/2011 IT0004021793 CARIM 06/16 TV 3/15/2011 IT0004022015 BNL 06/11 3.416% 3/17/2011 IT0004022023 BNL 06/11 TV 3/17/2011 IT0004022049 B.CAMPANIA 11 3.35% 3/1/2011 IT0004022379 CREBERG 03/11 3/31/2011 IT0004023377 BPCI 06/11 S-U 3/21/2011 IT0004023443 POP APRILIA 06/11 ZC 3/9/2011 IT0004023757 POP.MILANO 06/11 TM 3/31/2011 IT0004023823 POP.MILANO 06/16 3% 3/31/2011 IT0004023831 POP.MILANO 11 2.25% 3/31/2011 IT0004024474 UCI EX CAP 11 06SE11 4/4/2011 IT0004024755 BAM 06/11 TV 4/4/2011 IT0004024763 BAM 06/11 CED+PR 4/4/2011 IT0004024771 B.MPS 06/11 TM 4/4/2011 IT0004025125 POP APRILIA 12 3.30 3/8/2011 IT0004025174 BCA CARIGE 06/12 ZC 4/28/2012 IT0004025224 BPPL 06/11 TV 3/10/2011 IT0004025257 CR AL 06/11 2.30% 4/3/2011 IT0004025265 CR AL 06/13 2.50% 4/3/2011 IT0004025323 B.TOSCANA 11 TF+PR 4/4/2011 IT0004025349 B.SARDEGNA 06/11 S-U 3/15/2011 IT0004025380 CERT EFIB FTSE/MIB C IT0004026032 B.MPS 06/11 TM 4/4/2011 IT0004026065 CREDIOP 16 TV 3/31/2011 IT0004026107 POP.BERGAMO 11 S-UP 3/21/2011 IT0004026149 CR ASTI 06/16 TV 3/15/2011 IT0004026180 POP.FRIULADRIA 11 TV 3/16/2011 IT0004026297 BTP 2006/2011 3.50% 3/15/2011 IT0004026396 C.RAIFFEISEN 12 TV 3/6/2011 IT0004026420 BNL 06/29 ZC 3/31/2029 IT0004026768 CREDIOP 11 TV 4/28/2011 IT0004026867 POP.MAROSTICA 11 TM 3/31/2011 IT0004026974 CREDEM 06/12 OC 3/31/2012 IT0004027014 S.PAOLO IMI 11 3.28% 3/20/2011 IT0004027030 S.PAOLO IMI 13 3.43% 3/20/2011 IT0004027055 SOCRATE FONDO RP IT0004027105 CREDIOP 14 S UP 3/31/2011 IT0004027279 BOLZONI SPA ORD IT0004027337 POP.NOVARA 06/13 S-U 3/31/2011 IT0004027428 POP.RAVENNA 11 Z C 3/14/2011

Security Description Payment Date FungibleIT0004027444 POP.RAVENNA 11 S UP 3/13/2011 IT0004027485 POP.RAVENNA 11 TM 3/13/2011 IT0004027592 B.NUOVA 06/12 ZC 3/15/2012 IT0004027816 POP.VI 06/11 TV 3/15/2011 IT0004027832 POP.VI 06/11 TV 3/15/2011 IT0004027840 POP.VI 06/11 TV 3/15/2011 IT0004028061 CR CENTO 06/11 TV 3/27/2011 IT0004028079 BNL 06/11 3.52% 3/31/2011 IT0004028186 BNL 06/11 TV 3/31/2011 IT0004032444 UCI EX CAP 11 06ST06 4/14/2011 IT0004033053 UCI EX CAP 11 06SD01 4/27/2011 IT0004033129 B.CARIPE 06/11 3.35% 3/15/2011 IT0004033194 BIVERBANCA 06/11 3.5 4/1/2011 IT0004033251 ANTOVENETA 11 2.35 3/31/2011 IT0004033434 POP.A.ADIGE 11 TV 3/30/2011 IT0004033681 CREDEM 06/11 IND. 5/16/2011 IT0004034010 CR RAVENNA 06/21 ZC 4/3/2021 IT0004034036 B.NUOVA 06/16 4% 3/16/2011 IT0004034101 MEDIOBANCA 06/12 TV 4/28/2011 IT0004036114 CR.CESENA 06/11 TV 3/20/2011 IT0004036312 B. ITALEASE 06/11 TM 5/16/2011 IT0004036338 MEDIOBANCA 06/11 TV 4/28/2011 IT0004036551 B.ROMAGNA 11 TV 3/21/2011 IT0004036775 BCO BRESCIA 06/11 ZC 3/22/2011 IT0004036783 BNL 06/11 TV 3/31/2011 IT0004036791 BNL 06/11 TV 3/31/2011 IT0004036817 BNL 06/11 3.66% 3/31/2011 IT0004036882 B.CRV 06/11 TM 4/3/2011 IT0004036916 BANCA IMI 06/11 TM 4/10/2011 IT0004037328 CREDIOP 13 S UP 4/28/2011 IT0004037724 POP VR 06/11 TV 4/28/2011 IT0004037997 INTESA 06/12 OC 3/31/2012 IT0004038060 B.ITALEASE 06/11 TV 5/10/2011 IT0004038268 MEDIOBANCA 11 TV 4/28/2011 IT0004038318 BTP 3.75 1/8/16 PRIN 8/1/2016 IT0004038565 DEXIA CREDIOP 12 TV 4/28/2012 IT0004038748 MEDIOBANCA 06/11 IND 4/28/2011 IT0004038763 BNL 06/14 TM 4/7/2011 IT0004039084 B.TOSCANA 06/11 4/4/2011 IT0004039613 D'ANNUNZIO 06/21 TV 7/22/2011 IT0004039647 CRU TREVIGLIO 11 TV 4/10/2011 IT0004039670 CR MIRANDOLA 11 S-U 4/29/2011 IT0004039720 POP.INTRA 06/11 TV 5/15/2011 IT0004039894 CREBERG 06/11 DYNAM. 5/10/2011 IT0004039928 MEDIOBANCA 06/11 TV 4/28/2011 IT0004040280 BANCA OPI 06/13 TV 4/3/2011 IT0004040314 CREBERG 06/21 3.75% 4/28/2011 IT0004040512 CAPITALIA 06/11 TM 5/2/2011 IT0004040850 POP.NOVARA 11 IND. 4/28/2011 IT0004040983 BAM 06/12 TV 4/4/2011 IT0004041262 CREDEM 06/11 IND. 3/31/2011 IT0004041403 CR FABRIANO 06/12 TM 4/13/2011 IT0004041478 INTERBANCA 06/11 OC 4/28/2011

Security Description Payment Date FungibleIT0004041635 POP VI 06/11 TV 5/16/2011 IT0004041908 B.CAMPANIA 11 3.35 4/1/2011 IT0004042187 B.SARDEGNA 06/11 S-U 4/1/2011 IT0004042203 B.S.BIAGIO 06/11 TV 4/10/2011 IT0004042385 BPU 2012 BIG MATCH 5/16/2011 IT0004042583 BPCI 06/11 SU 4/26/2011 IT0004042674 POP.NOVARA 06/12 ZC 3/31/2012 IT0004042831 MEDIOBANCA 06/11 S.U 4/28/2011 IT0004043722 B.CRV 06/11 S-U 4/13/2011 IT0004043862 CARISPAQ 06/11 3.5% 4/6/2011 IT0004044084 MEDIOBANCA 06/11 5/10/2011 IT0004044241 CR FIRENZE 06/13 TV 5/22/2011 IT0004044340 POP.IT 06/16 TV 4/5/2011 IT0004044365 CR AL 06/11 2.40% 5/8/2011 IT0004044464 CR AL 06/13 SU 5/8/2011 IT0004044696 BNL 06/11 3.534% 4/18/2011 IT0004044704 BNL 06/11 3.634% 4/18/2011 IT0004044712 BNL 06/11 TV 4/18/2011 IT0004045990 BNL 06/11 TM 4/18/2011 IT0004046006 BNL 06/11 TV 4/18/2011 IT0004046055 BNL 06/11 TM 4/18/2011 IT0004046063 BNL 06/11 TV 4/18/2011 IT0004046261 S.PAOLO IMI 11 3.53% 4/18/2011 IT0004046279 S.PAOLO IMI 13 3.68% 4/18/2011 IT0004046378 INTESA 06/11 TV 4/27/2011 IT0004046519 CERT ABAX CHINAIND C IT0004046790 B.PIEMONTE 11 3.2 5/4/2011 IT0004046832 B.CIVIDALE 06/11 TV 5/10/2011 IT0004048101 CARIT 06/11 INFLAT. 4/13/2011 IT0004048507 UCI EX CAP 11 06ST08 5/10/2011 IT0004048549 DEXIA CREDIOP 11 TV 4/28/2011 IT0004048986 BNL 06/16 2.87% 4/18/2011 IT0004049026 CAPITALIA 06/11 TV 5/15/2011 IT0004049067 CARIPRATO 06/16 SU 4/13/2011 IT0004049174 BNL 06/21 3.27% 4/18/2011 IT0004049224 BNL 06/29 ZC 5/3/2029 IT0004049414 B.ROMAGNA 11 TV 4/13/2011 IT0004049422 B.ROMAGNA 11 TV 4/13/2011 IT0004049620 BNL 06/11 TV 5/3/2011 IT0004049703 BNL 06/11 TM 5/3/2011 IT0004049711 BNL 06/16 4.168% 5/3/2011 IT0004049737 BNL 06/11 TV 5/3/2011 IT0004049752 BNL 06/11 3.86% 5/3/2011 IT0004049778 BNL 06/11 TV 5/3/2011 IT0004049877 BNL 06/11 3.762% 5/3/2011 IT0004049984 BNL 06/11 TM 4/18/2011 IT0004050255 CR CESENA 06/11 TM 5/15/2011 IT0004050420 POP.VR-NO 06/11 IND. 6/16/2011 IT0004050438 CR S.MINIATO 14 3.75 5/15/2011 IT0004050453 POP APRILIA 11 3.60 4/24/2011 IT0004050768 BNL 06/14 TV 5/16/2011 IT0004050792 B.TOSCANA 06/11 TV 6/1/2011 IT0004050966 MEDIOBANCA 06/11 TV 5/31/2011

Security Description Payment Date FungibleIT0004050990 MEDIOBANCA 06/12 TV 5/31/2011 IT0004051121 CR LUCCA 06/13 TV 4/21/2011 IT0004051436 GARDA TRENT. 16 4.33 5/31/2011 IT0004051501 B.MPS 06/11 TV 6/1/2011 IT0004051758 B.ITALEASE 06/12 OC 5/16/2012 IT0004051824 B.SARDEGNA 06/11 ZC 5/16/2011 IT0004053341 PROV.MODENA 06/26 TV 6/30/2011 IT0004053440 DATALOGIC ORD IT0004053457 MEDIOBANCA 06/11 TV 5/15/2011 IT0004053465 MEDIOBANCA 11 TV 6/30/2011 IT0004053663 B.ANTONVENETA 13 2.8 3/31/2011 IT0004053697 POP.NOVARA 06/13 S-U 5/31/2011 IT0004054166 POP.NOVARA 06/11 IND 6/16/2011 IT0004054208 CARIPRATO 06/11 TV 5/3/2011 IT0004054562 COMIFIN ORD. IT0004054604 CREDIOP 06/11 OC 7/31/2011 IT0004054638 CREDIOP 13 S UP 5/31/2011 IT0004054653 CREDIOP 06/11 OC 7/31/2011 IT0004054661 CREDIOP 12 S UP 5/31/2011 IT0004055817 B.CAMPANIA 11 3.5 5/1/2011 IT0004055825 POP.MILANO 11 TM 7/14/2011 IT0004055932 CENTROBANCA 06/11 OC 5/31/2011 IT0004055940 POP.MILANO 11 TM 6/15/2011 IT0004056096 POP.MILANO 11 TM 9/15/2011 IT0004056237 POP.MILANO 11 TM 8/14/2011 IT0004056468 ARKIMEDICA ORD. IT0004056591 BNL 06/11 3.882% 5/15/2011 IT0004056617 BNL 06/11 TV 5/15/2011 IT0004056633 BNL 06/11 3.98% 5/15/2011 IT0004056658 BNL 06/11 TV 5/15/2011 IT0004056690 BNL 06/11 TV 5/15/2011 IT0004056732 BNL 06/16 4.262% 5/15/2011 IT0004056880 AMPLIFON ORD IT0004057045 CRU TRENTO 06/11 TV 5/15/2011 IT0004057110 CREBERG 06/11 TF+PRE 6/16/2011 IT0004057151 MEDIOBANCA 11 TV 6/30/2011 IT0004057250 POP.EMILRO 11 IND. 5/8/2011 IT0004057508 B.FDVECCHIO 06/11 TV 5/4/2011 IT0004057623 CR ASTI 06/16 TV SUB 5/15/2011 IT0004058241 CERT B.IMI NIKKEI C IT0004058340 B S.GIORGIO 06/11 TV 5/15/2011 IT0004058522 POP.BG 06/11 S-U 6/30/2011 IT0004059264 BNL 06/29 ZC 5/30/2029 IT0004059306 CARISPAQ 06/11 TV 5/8/2011 IT0004059447 CR AL 06/12 SU 6/5/2011 IT0004059512 BCA M.LUCCA 06/16 TV 6/15/2011 IT0004059520 POP RAVENNA 06/11 SU 5/8/2011 IT0004059637 BCA CARIGE 06/16 TV 6/15/2011 IT0004059769 POP RAVENNA 11 3.5% 5/8/2011 IT0004059777 POP RAVENNA 06/11 4% 5/8/2011 IT0004060296 BANCA IMI 06/11 TV 5/12/2011 IT0004060445 PROV. PD 06/21 4.216 5/12/2011 IT0004060577 CAPITALIA 06/12 TV 6/28/2011

Security Description Payment Date FungibleIT0004060726 C.RAIFFEISEN 12 TV 5/8/2011 IT0004060783 MEDIOBANCA 06/12 S.U 6/15/2011 IT0004060841 MEDIOBANCA 12 TV 6/28/2011 IT0004061021 POP.CROTONE 11 S-UP 5/10/2011 IT0004061112 BANCAPULIA 11 3.75% 6/16/2011 IT0004061625 B.S.BIAGIO 06/12 TV 5/15/2011 IT0004061682 B.PIEMONTE 11 S-UP 7/4/2011 IT0004061765 B.ROMAGNA 11 TV 5/10/2011 IT0004062003 SANPAOLO IMI 11 3.65 5/15/2011 IT0004062086 SANPAOLO IMI 13 3.82 5/15/2011 IT0004062136 DEXIA CREDIOP 11 OC 6/30/2011 IT0004062342 BANCA IMI 06/11 TV 6/12/2011 IT0004062359 B.BRESCIA 06/11 S.UP 5/30/2011 IT0004062417 B.CREMONESE 11 TV 5/15/2011 IT0004062656 MEDIOBANCA 06/11 TV 7/31/2011 IT0004063167 B. SARDEGNA 06/11 SU 5/15/2011 IT0004064538 CR FERRARA 06/16 TV 8/1/2011 IT0004064702 CARIPRATO 06/13 TV 5/31/2011 IT0004064751 CERT ABAX ABAXCHIN C IT0004064801 CENTROBANCA 11 OC 6/27/2011 IT0004064868 POP.ITALIANA 11 3.6% 5/15/2011 IT0004064876 CR VOLTERRA 06/11 TV 4/3/2011 IT0004064967 VENETO B.06/11 TV 2/16/2011 IT0004065063 CR VOLTERRA 06/11 TV 3/16/2011 IT0004065097 CR VOLTERRA 06/11 TV 2/28/2011 IT0004065279 B.ANTONVENETA 13 2.8 3/31/2011 IT0004065329 B.MARCHE 06/11 TM 6/30/2011 IT0004065501 UCI EX CAP 11 06SE19 6/15/2011 IT0004065550 POP.NOVARA 06/13 SU 6/30/2011 IT0004065675 CR ASTI 06/16 TV 3/5/2011 IT0004065725 CR ASTI 06/16 TV 3/16/2011 IT0004065915 B.CRV 06/11 SU 5/16/2011 IT0004066087 CR FIRENZE 06/11 TV 5/16/2011 IT0004066491 BNL 06/11 TV 6/13/2011 IT0004066541 BNL 06/11 4.012% 6/13/2011 IT0004066582 HYPO A.A.BANK 11 SU 5/15/2011 IT0004066590 BNL 06/11 3.914% 6/13/2011 IT0004066632 BNL 06/11 TV 6/13/2011 IT0004066681 BNL 06/16 4.292% 6/13/2011 IT0004066988 CAPITALIA 06/11 TV 6/28/2011 IT0004067135 BNL 06/12 TV 6/20/2011 IT0004067705 POP CREMONA 11 3.60 5/16/2011 IT0004068000 BTB 11 STEP UP 8/4/2011 IT0004068612 F-E GOLD 06/25 5/3/2011 IT0004068620 F-E GOLD 06/25 5/3/2011 IT0004068638 F-E GOLD 06/25 5/3/2011 IT0004068836 SUNRISE 2030 TV CL.A 2/28/2011 IT0004068885 ERIS FIN. CL A 18 7/28/2011 IT0004068893 ERIS FIN. CL. B 7/28/2011 IT0004068901 ERIS FIN. CL C 18 7/28/2011 IT0004069032 ATLANTE FIN CL A 4/28/2011 IT0004069040 ATLANTE FIN CL B 4/28/2011 IT0004069057 ATLANTE FIN CL C 4/28/2011

Security Description Payment Date FungibleIT0004069529 CREBERG 12 ZC 6/30/2012 IT0004069933 COSMO RESEARCH & DEV IT0004070006 PATRIM.UNO 21 CLA TV 6/30/2011 IT0004070048 PATRIM.UNO 21 CLB TV 6/30/2011 IT0004070055 PATRIM.UNO 21 CLC TV 6/30/2011 IT0004070063 PATRIM.UNO 21 CLD TV 6/30/2011 IT0004070071 PATRIM.UNO 21 CLE TV 6/30/2011 IT0004073497 CREDICO FIN.6 CL A 3/6/2011 IT0004073505 CREDICO FIN.6 CL B 3/6/2011 IT0004073679 POP.ETRURIA 11 ZC 6/5/2011 IT0004073885 CASSA C.LE FIN. 38 A 3/10/2011 IT0004073893 CASSA C.LE FIN. 38 B 3/10/2011 IT0004074198 B.NUOVA 06/12 ZC 5/31/2012 IT0004077167 WARR KME 06/11 IT0004077571 BANCA IMI 06/11 TM 6/19/2011 IT0004078025 B.INTESA 06/12 TM 9/25/2011 IT0004078173 PATRIM.UNO 21 CLF TV 6/30/2011 IT0004081441 MAYA 2 FIN. CL A 15 7/28/2011 IT0004081524 MELIADI 06/13 CLA TV 4/15/2011 IT0004081680 CW ANTO EURIBOR C IT0004081706 CW ANTO EURIBOR C IT0004081722 CW ANTO EURIBOR C IT0004081862 CREBERG 06/11 TV 3/15/2011 IT0004082365 MEDIOBANCA 06/12 IND 7/28/2012 IT0004082381 PROV.VARESE 06/46 TV 6/30/2011 IT0004082514 POP.BARI 12 Z.C. 6/30/2012 IT0004082704 IMSER SEC 2 A1A 3/18/2011 IT0004082712 IMSER SEC 2 A1B 3/18/2011 IT0004082720 IMSER SEC 2 A2A 3/18/2011 IT0004082746 IMSER SEC 2 A2B 3/18/2011 IT0004082753 IMSER SEC 2 A3B 3/18/2011 IT0004082761 IMSER SEC 2 B2 3/18/2011 IT0004082894 POP.VI 06/12 ZC 6/15/2012 IT0004082969 BNL 06/11 TV 7/4/2011 IT0004083025 BPM SEC 2 CL A2 43 4/15/2011 IT0004083058 BNL 06/11 TV 7/4/2011 IT0004083066 BNL 06/11 3.960% 7/4/2011 IT0004083074 BNL 06/11 3.882% 7/4/2011 IT0004083231 UCI EX CAP 11 06SE21 7/7/2011 IT0004084411 POP.VI 06/11 TM 8/3/2011 IT0004084650 VENETO B.06/11 TV 6/27/2011 IT0004085210 BTP 15/09/17 IND. 3/15/2011 IT0004085822 PALERMO 06/26 4.49% 3/31/2011 IT0004085921 LECCO 06/26 TV 6/30/2011 IT0004086119 B.ITALEASE 06/12 TV 6/29/2011 IT0004086234 PROV.BRESCIA 36 TV 6/30/2011 IT0004086317 B.DESIO 06/11 ZC 7/14/2011 IT0004087067 BNL 2011 TV 4/18/2011 IT0004087083 POP.VI 06/11 OC 7/6/2011 IT0004087109 BNL 06/12 TV 7/18/2011 IT0004087117 BNL 06/11 3.946% 7/18/2011 IT0004087133 BNL 06/11 TV 7/18/2011 IT0004087174 CORDUSIO RMBS2 CL A2 3/31/2011

Security Description Payment Date FungibleIT0004087182 CORDUSIO RMBS2 CL B 3/31/2011 IT0004087190 CORDUSIO RMBS2 CL C 3/31/2011 IT0004087216 CORDUSIO RMBS 2 CL D 3/31/2011 IT0004092091 COIN.ORD. IT0004092216 COGEME ORD. IT0004092224 DEXIA CREDIOP 11 OC 7/28/2011 IT0004092232 CW UBM BASKET C IT0004092547 FERRIERE N.FUND.12 2/28/2011 IT0004092729 B.ETRURIA 16 TV 4/14/2011 IT0004092984 UCI EX CAP 11 06ST12 8/11/2011 IT0004092992 CAPITALIA 13 TM 8/30/2011 IT0004093263 ASCOPIAVE ORD IT0004093545 BNL 06/11 TV 8/1/2011 IT0004093552 BNL 06/11 4.088% 8/1/2011 IT0004093586 BNL 06/12 TM 7/31/2011 IT0004093628 BNL 06/11 3.97% 8/1/2011 IT0004093636 BNL 06/12 TV 8/1/2011 IT0004093644 MELIORBANCA 06/11 TV 7/18/2011 IT0004093917 CREDIOP ASI. 11 TV 2/18/2011 IT0004095219 B.ITALEASE 06/12 ZC 8/30/2012 IT0004095375 UCI EX CAP 11 06SE27 8/11/2011 IT0004095623 CARPI 06/26 4.281% 6/30/2011 IT0004095649 REG.TOSCANA 06/41 TV 7/31/2011 IT0004095656 REG.TOSCANA 06/56 TV 7/31/2011 IT0004095672 ARCOBALENO FIN.06/30 4/28/2011 IT0004095680 ARCOBALENO FIN 06/30 4/28/2011 IT0004095706 ARCOBALENO FIN.06/30 4/28/2011 IT0004095797 PENSPLAN INVEST RP IT0004095888 BIANCAMANO ORD IT0004095904 CAPITALIA 06/12 TF-V 8/30/2011 IT0004096191 CLARIS 2006 CL A1 3/15/2011 IT0004096209 CLARIS 2006 CL A2 3/15/2011 IT0004096217 CLARIS 2006 CL B 3/15/2011 IT0004096225 CLARIS 2006 CL C 3/15/2011 IT0004096266 SET DISTRIB. 29 4.60 8/1/2011 IT0004096415 MEDIOBANCA 06/12 TV 9/29/2011 IT0004096449 EURIZON ORD. IT0004096670 CREDIOP 11 9/4/2011 IT0004096761 ERACLE FIN.CL A 13 4/15/2011 IT0004097017 CREDIOP 12 TV 8/31/2011 IT0004097033 CREDIOP 11 TV 8/31/2011 IT0004097199 CREDIOP 11 TM 9/29/2011 IT0004097611 POP.NOVARA 06/13 S-U 8/31/2011 IT0004097629 BNL 06/16 3.47% 7/31/2011 IT0004097645 BNL 06/21 3.47% 7/31/2011 IT0004097702 BNL 06/21 3.07% 7/31/2011 IT0004097736 BNL 06/16 3.07% 7/31/2011 IT0004097934 AUCHAN ORD. IT0004098510 AZ. GAS PLUS ORD IT0004098635 CREDIOP 11 OC 3/29/2011 IT0004099005 BNL 06/12 TM 9/4/2011 IT0004099013 PADOVA 06/21 4.108% 2/23/2011 IT0004099369 BNL 06/11 TV 5/8/2011

Security Description Payment Date FungibleIT0004099401 UCI EX CAP 11 06ST15 9/15/2011 IT0004099419 B.INTESA 06/12 TV 11/10/2011 IT0004099815 CREDIOP 11 9/29/2011 IT0004099856 BNL 06/11 3.8% 2/23/2011 IT0004099880 BNL 06/12 TV 2/23/2011 IT0004099898 BNL 06/11 3.95% 2/23/2011 IT0004099906 BNL 06/11 TV 2/23/2011 IT0004100134 CREDIOP 11 TV 9/29/2011 IT0004100282 CR ASTI 06/16 TV 3/5/2011 IT0004100290 CR ASTI 06/16 TV 3/5/2011 IT0004100324 TERCAS ORD.GOD.1-7-6 IT0004100845 CREDIOP 13 TV 9/29/2011 IT0004101017 CR SOPRAMONTE 14 TM 3/1/2011 IT0004101124 BNL 06/12 TV 3/8/2011 IT0004101132 BNL 06/11 TV 3/8/2011 IT0004101165 BNL 06/11 3.87% 3/8/2011 IT0004101173 BNL 06/11 3.98% 3/8/2011 IT0004101447 CCT 2006 1/7/13 TV 7/1/2011 IT0004101603 CARIPRATO 06/11 ZC 8/31/2011 IT0004101629 POP.NOVARA 06/12 S-U 3/29/2011 IT0004101710 POP.VI 06/11 TM 10/19/2011 IT0004101967 BCC S GIORGIO 11 TV 3/15/2011 IT0004101991 VELA H.4 06 41 CL.A 4/25/2011 IT0004102007 VELA H. 06/41 CL.A2 4/25/2011 IT0004102015 VELA H.4 06/41 CLB 4/25/2011 IT0004102023 VELA H.4 06/41 CL.C 4/25/2011 IT0004102031 VELA H.4 06/41 CL.D 4/25/2011 IT0004102429 BANCA IMI 06/11 OC 9/12/2011 IT0004102437 CERT IMI HIGH YELD C IT0004102460 B.ITALEASE 06/12 ZC 10/31/2012 IT0004102775 CARIFAC 06/11 TV 4/16/2011 IT0004102791 ITALEASE 06/11 12/28/2011 IT0004102866 CREDIOP 11 7A EM. 9/29/2011 IT0004103138 CR AL 06/12 S-U 10/3/2011 IT0004103146 CAPITALIA 06/11 TF-V 10/4/2011 IT0004103195 CR BRA 06/11 TV 3/29/2011 IT0004103245 CREDIOP 11 TV 10/31/2011 IT0004103294 SETECO ORD IT0004103492 CDP 06/12 3.75% 1/31/2012 IT0004105232 BIVERBANCA 06/11 TV 4/1/2011 IT0004105273 DELTA IMM.FONDO IT0004105430 POP.EMILRO 12 3.7 7/1/2011 IT0004105505 BNL 06/12 TV 3/26/2011 IT0004105547 BNL 06/11 3.756% 3/26/2011 IT0004105554 BNL 06/11 TV 3/26/2011 IT0004105653 CONAFI PRESTITO SPA IT0004105828 CREDIOP 11 TM 10/10/2011 IT0004112816 BTP 20110915 3.75% 3/15/2011 IT0004112899 POP.CROTONE 11 S-UP 9/11/2011 IT0004113160 POP.A.ADIGE 12 TV 3/30/2011 IT0004113665 ANTONVENETA 14 2.8% 3/31/2011 IT0004113871 POP.MILANO 11 2.875 3/29/2011 IT0004113913 CREBERG 06/11 TF 10/31/2011

Security Description Payment Date FungibleIT0004113970 POP.MILANO 16 3% 3/29/2011 IT0004114846 POLTRONA FRAU ORD. IT0004115090 B.PIEMONTE 13 3.6 3/26/2011 IT0004115223 POP NOVARA 06/11 TM 10/31/2011 IT0004115231 CREBERG 06/12 3.5% 4/25/2011 IT0004115256 CENTRO LEASING 16 TV 3/27/2011 IT0004115314 POP.BARI 12 ZC 10/16/2012 IT0004115918 BENI STABILI CV 11 10/27/2011 IT0004116049 CREDIOP 11 TM 11/21/2011 IT0004116130 CERT ALE ENEL C IT0004116304 APULIA FIN 5 06/18 4/30/2011 IT0004116346 APULIA FIN 5 06/18 4/30/2011 IT0004116353 UCI EX CAP 11 06ST17 10/30/2011 IT0004116718 S.PAOLO IMI 11 3.62% 10/2/2011 IT0004116726 S.PAOLO IMI 13 3.73% 10/2/2011 IT0004116833 BNL 06/12 TV 4/17/2011 IT0004116908 BNL 11 3.8 4/17/2011 IT0004116924 BNL 06/11 TV 4/17/2011 IT0004117138 CREDIOP 11 TV 10/30/2011 IT0004117450 CREBERG 06/11 TV 4/30/2011 IT0004118151 POP VI. ORD 1.01.07 IT0004118524 CR CESENA 06/13 TV 4/11/2011 IT0004118656 FERRETTI ORD. IT0004118896 CAPITALIA 06/13 TM 10/27/2011 IT0004119316 CR.SICILIANO 16 TV 3/30/2011 IT0004119407 B.ETRURIA 16 S-UP 4/30/2011 IT0004119423 B.NUOVA 06/11 3.60% 4/6/2011 IT0004119670 CREDIOP 11 2.25% 10/30/2011 IT0004119712 CREDIOP 06/11 TV 10/30/2011 IT0004119720 CAPITALIA 06/11 TM 11/15/2011 IT0004119803 CR AL 06/12 SU 11/3/2011 IT0004119894 CREDIOP 11 TM 11/15/2011 IT0004120090 B.ARDITI 06/11 TV 4/16/2011 IT0004120181 B.ITALEASE 06/12 ZC 11/22/2012 IT0004120314 POLYNT ORD. X DIP. IT0004120835 POP.NOVARA 06/26 1.9 10/9/2011 IT0004123581 CERT IMI CECE C IT0004123607 CERT IMI FTSE EPRA C IT0004123615 CERT IMI FTSE/JSE C IT0004123623 CERT IMI HANG S C IT0004123631 CERT IMI NASDAQ C IT0004123649 CERT IMI S-P CNX C IT0004123656 CERT IMI R DEP REC C IT0004123664 CERT IMI TOPIX C IT0004123722 LEASE IMPR CL A 3/22/2011 IT0004123730 LEASE IMPR CLASSE B 3/22/2011 IT0004123748 LEASE IMPR CLASSE C 3/22/2011 IT0004123755 LEASE IMPR CLASSE D 3/22/2011 IT0004124068 MEDIOBANCA 06/12 TV 11/30/2011 IT0004124126 B.CR.POP.06/12 S-UP 10/23/2011 IT0004124357 COMITAL ORD IT0004124464 C.DEP.PREST. 06/29 4/29/2011 IT0004124498 DUCATO CONSUMER CL A 5/10/2011

Security Description Payment Date FungibleIT0004124514 DUCATO CONSUMER CL B 5/10/2011 IT0004124530 DUCATO CONSUMER CL C 5/10/2011 IT0004124639 B.S.BIAGIO 06/11 TV 4/20/2011 IT0004124696 CREDIOP 06/11 TM 11/7/2011 IT0004124811 B.CAMPANIA 11 3.6 4/16/2011 IT0004124977 MARCHE MUTUI 2 06/38 2/25/2011 IT0004125008 MARCHE MUTUI 2 06/38 2/25/2011 IT0004125024 MARCHE MUTUI 2 06/38 2/25/2011 IT0004125065 MARCHE MUTUI 2 06/38 2/25/2011 IT0004125453 BNL 06/11 3.83% 4/30/2011 IT0004125461 BNL 06/12 TV 4/30/2011 IT0004125511 BNL 06/11 3.948% 4/30/2011 IT0004125529 BNL 06/11 TV 4/30/2011 IT0004125636 JUMP 06/26 CL.A 4/27/2011 IT0004125644 JUMP 06/26 CL.B 4/27/2011 IT0004125867 SANPAOLO IMI 11 ZC 11/11/2011 IT0004126774 CERT UI CAC40 C IT0004126782 CERT UI DAX C IT0004126808 CERT UI EUROSTO C IT0004126816 CERT UI HANG SENG C IT0004126824 CERT UI NASDAQ100 C IT0004126832 CERT UI NIKKEI225 C IT0004126840 CERT UI FTSE/MIB C IT0004126857 CERT UI S-P500 C IT0004127442 CERT UI NIKKEI225 C IT0004127574 APULIA FIN 4 CLASS A 4/20/2011 IT0004127582 APULIA FIN 4 CLASS B 4/20/2011 IT0004127590 APULIA FIN 4 CLASS C 4/20/2011 IT0004127624 APULIA FIN 4 CLASS D 4/20/2011 IT0004127905 CERT ALE FTSE/MIB C IT0004136294 B.ITALEASE 06/12 TM 6/29/2012 IT0004136625 POP.CREMONA 06/11 TV 5/15/2011 IT0004136740 BNL 06/12 TM 11/22/2011 IT0004137268 DEXIA CREDIOP 13 TV 11/30/2011 IT0004137375 B.GENERALI ORD.RIS. IT0004137417 AGRI SEC SERIES 1A2 3/8/2011 IT0004137433 AGRI SEC SERIES 1B 3/8/2011 IT0004137490 AGRI SEC SERIE 1C 3/8/2011 IT0004137631 CREDIOP 11 OC 11/29/2011 IT0004137813 CERT ALE TELECOM C IT0004137862 ANTONVENETA 13 2.90% 3/31/2011 IT0004137870 POP.VR-NO 06/11 11/30/2011 IT0004138001 BANCAPULIA 12 4.25% 11/15/2011 IT0004138084 BCC MEDIOCRATI 11 5% 5/15/2011 IT0004138142 POP.IT. 06/11 4% 5/15/2011 IT0004138167 B.ITALEASE 06/14 OC 10/31/2014 IT0004138811 IMM.ERICSSON ORD IT0004139363 POP.VI 06/12 ZC 10/31/2012 IT0004139900 ITALEASE 06/11 TV 11/29/2011 IT0004140148 BCA IMI 07/12 TM 2/27/2012 IT0004140163 BANCA IMI 07/12 TM 1/25/2012 IT0004143761 CERT ABAX AUTOCALL C IT0004143795 CW ANTO EURIBOR C

Security Description Payment Date FungibleIT0004143803 CW ANTO EURIBOR C IT0004143811 CW ANTO EURIBOR C IT0004143829 CW ANTO EURIBOR C IT0004143837 CW ANTO EURIBOR C IT0004143845 CW ANTO EURIBOR C IT0004143852 CW ANTO EURIBOR C IT0004143860 CW ANTO EURIBOR C IT0004143878 CW ANTO EURIBOR C IT0004143886 CW ANTO EURIBOR C IT0004143894 CW ANTO EURIBOR C IT0004143910 CW ANTO EURIBOR C IT0004143928 CW ANTO EURIBOR C IT0004143936 CW ANTO EURIBOR C IT0004143944 CW ANTO EURIBOR C IT0004143951 CW ANTO EURIBOR C IT0004143969 CW ANTO EURIBOR C IT0004143977 CW ANTO EURIBOR C IT0004143985 CW ANTO EURIBOR C IT0004143993 CW ANTO EURIBOR C IT0004144009 CW ANTO EURIBOR C IT0004144017 CW ANTO EURIBOR C IT0004144025 CW ANTO EURIBOR C IT0004144603 CARIPIT 06/11 SU 11/28/2011 IT0004144660 POP.NOVARA 11 CPPI 11/30/2011 IT0004144892 CORDUSIO 3 CL A2 42 3/31/2011 IT0004144900 CORDUSIO 3 CL B 42 3/31/2011 IT0004144934 CORDUSIO 3 CL C 42 3/31/2011 IT0004144959 CORDUSIO 3 CL D 42 3/31/2011 IT0004144991 CR.TERNI 11 TV 6/1/2011 IT0004145279 CR AL 06/12 S-U 12/4/2011 IT0004145402 CAPITALIA 06/13 TM 11/22/2011 IT0004145857 RUBINO FINANCE 06/14 3/1/2011 IT0004146533 ALFA SKYE CLASS A 5/2/2011 IT0004146541 ALFA SKYE CLASS B 5/2/2011 IT0004146558 ALFA SKYE CLASS C 5/2/2011 IT0004146566 ALFA SKYE CLASS D 5/2/2011 IT0004146582 ALFA SKYE CLASS E 5/2/2011 IT0004146855 TOSCANA FINANZA SPA IT0004146905 CREDIOP 11 12/28/2011 IT0004147366 CR SOPRAMONTE 12 TV 6/1/2011 IT0004147481 ITALEASE 06/11 TV 12/28/2011 IT0004147804 POP.IT. 06/11 3.95% 6/7/2011 IT0004147929 BCC S.G.E MEDUNO 11 6/1/2011 IT0004147945 CAPITALIA 07/13 TM 3/16/2011 IT0004147952 NEWRON PHARMAC. ORD IT0004147978 WARRANT INV.SVIL.ORD IT0004148026 VENUS 1 CL A 06/19 7/27/2011 IT0004148034 VENUS 1 CLASSE B 7/27/2011 IT0004148042 VENUS 1 CLASSE C 7/27/2011 IT0004148059 VENUS 1 CLASSE D 7/27/2011 IT0004148067 VENUS 1 CLASSE E 7/27/2011 IT0004148075 VENUS 1 CLASSE F 7/27/2011 IT0004148927 POP.VR-NO 06/11 12/29/2011

Security Description Payment Date FungibleIT0004148968 B.NUOVA 06/13 TM 11/20/2011 IT0004149222 CAPITALIA 06/11 OC 12/22/2011 IT0004149230 CAPITALIA 06/11 TM 12/28/2011 IT0004149321 B.PEMONTE 11 3.4 5/30/2011 IT0004149339 C.RISP.ASTI 16 TV 2/28/2011 IT0004149396 CERT ALE UNICREDIT C IT0004150741 POP.FRIULADRIA 12 TV 1/25/2012 IT0004150857 CREBERG 06/11 TF 12/27/2011 IT0004151228 CW ABAX DJ C IT0004151269 CW ABAX MEDIOB C IT0004151319 CW ABAX STM C IT0004151327 CW ABAX GENERALI C IT0004151335 CW ABAX FIAT C IT0004151491 CREBERG 06/12 3.50% 6/29/2011 IT0004151632 POP.VI 06/11 TV 12/20/2011 IT0004152051 BCA CARIGE 06/13 TV 6/15/2011 IT0004152168 ANTONVENETA 13 2.85% 3/31/2011 IT0004152275 HYPO A.A.BANK 12 0C 1/17/2012 IT0004153174 CERT ABAX ENERGIA C IT0004153182 CERT ABAX ENERGIA C IT0004153216 VOBA FINANCE CL A2 3/28/2011 IT0004153224 VOBA FINANCE CL B 3/28/2011 IT0004153257 VOBA FIN. CL C 3/28/2011 IT0004153349 HYPO A.A.BANK 11 SU 5/29/2011 IT0004153554 DEXIA CRED. 11 S-UP 12/22/2011 IT0004153679 LOCAT SV CLASS A2 3/14/2011 IT0004153687 LOCAT SV CLASS B 3/14/2011 IT0004153695 LOCAT SV CLASS C 3/14/2011 IT0004153786 CW ANTO EURIBOR C IT0004153794 CW ANTO EURIBOR C IT0004153802 CW ANTO EURIBOR C IT0004153828 POP.NOVARA 11 2.25% 12/29/2011 IT0004153885 LOCAT SV CLASS D 3/14/2011 IT0004157381 CERT IMI ALLUM C IT0004157399 CERT IMI CACAO C IT0004157407 CERT IMI RAME C IT0004157415 CERT IMI GRANO C IT0004157423 CERT IMI ORO C IT0004157431 CERT IMI GASOLIO C IT0004157449 CERT IMI GAS C IT0004157456 CERT IMI ARGENTO C IT0004157464 CERT IMI SOIA C IT0004157472 CERT IMI FRUM C IT0004157480 CERT IMI PETROLIO C IT0004157498 CERT IMI ZINCO C IT0004157506 CERT IMI DJ C IT0004158124 SESTANTE FIN. CL A1 4/26/2011 IT0004158157 SESTANTE FIN. CL A2 4/26/2011 IT0004158165 SESTANTE FIN, CL B 4/26/2011 IT0004158249 SESTANTE FIN CL C1 4/26/2011 IT0004158264 SESTANTE FIN.CL C2 4/26/2011 IT0004158280 SESTANTE FIN.06/46 4/26/2011 IT0004158793 B.S.BIAGIO 06/11 TV 3/27/2011

Security Description Payment Date FungibleIT0004159023 BCC TREVIGLIO 13 TV 3/20/2011 IT0004159296 PROV.PADOVA 06/26 TF 6/7/2011 IT0004159361 B.ITALEASE 07/12 1/30/2012 IT0004159551 BANCA IMI 07/12 TM 3/29/2012 IT0004159692 COMPAGNIA FIN.1 CL A 4/27/2011 IT0004159726 B.ROMAGNA C.14 TV 4/18/2011 IT0004159742 COMPAGNIA FIN.1 CL B 4/27/2011 IT0004159759 COMPAGNIA FIN.1 CL C 4/27/2011 IT0004159767 COMPAGNIA FIN.1 CL D 4/27/2011 IT0004159783 COMPAGNIA FIN.1 CL E 4/27/2011 IT0004159809 CW UBM BASKET C IT0004160153 B.MARCHE 06/11 ZC 12/11/2011 IT0004160559 B.ITALEASE 07/12 1/30/2012 IT0004160955 BIVERBANCA 07 3.85% 7/1/2011 IT0004160971 BIVERBANCA 07/17 4% 1/1/2012 IT0004160989 BIVERBANCA 07/12 TV 7/1/2011 IT0004161011 POP.NOVARA 07/13 ZC 1/31/2013 IT0004161334 B.CAMPANIA 11 3.58% 6/18/2011 IT0004161813 CREDIOP 14 S UP 1/31/2012 IT0004161839 CREDICO FIN.7 CL A 3/14/2011 IT0004161847 CREDICO FIN.7 CL B 3/14/2011 IT0004161854 CREDICO FIN.7 CL C1 3/14/2011 IT0004161862 CREDICO FIN.7 CL C2 3/14/2011 IT0004161870 CREDICO FIN 7 CL C3 3/14/2011 IT0004161896 CREDICO FIN. 7 CL C4 3/14/2011 IT0004161904 CREDICO FIN. 7 CL C5 3/14/2011 IT0004161912 CREDICO FIN. 7 CL C6 3/14/2011 IT0004161920 CREDICO FIN 7 CL C7 3/14/2011 IT0004161938 CREDICO FIN 7 CL 8 3/14/2011 IT0004161946 CREDICO FIN. 7 CL C9 3/14/2011 IT0004161953 CREDICO FIN 7 CL C10 3/14/2011 IT0004161961 CREDICO FIN 7 CL 11 3/14/2011 IT0004161979 CREDICO FIN 7 CL C12 3/14/2011 IT0004161987 CREDICO FIN 7 CL C13 3/14/2011 IT0004161995 CREDICO FIN 7 CL C14 3/14/2011 IT0004162001 CREDICO FIN 7 CL C15 3/14/2011 IT0004162019 CREDICO FIN 7 CL C16 3/14/2011 IT0004162027 POP.A.ADIGE 12 TV 3/30/2011 IT0004162092 SANREMO 06/26 4.208% 6/30/2011 IT0004162365 B.DESIO 06/11 TV 6/29/2011 IT0004162506 CREDIOP 15 TV 1/31/2012 IT0004163017 ANTONVENETA 13 2.85% 3/31/2011 IT0004163140 CARRARA 06//26 TV 6/30/2011 IT0004163231 FIUMICINO 06/26 TV 6/30/2011 IT0004163298 BORGH.S.SPIRITO 21 6/20/2011 IT0004163462 CAPITALIA 07/12 TV 1/26/2012 IT0004163553 CAPITALIA 07/12 OC 1/26/2012 IT0004163736 CAPUA 06/27 4.28% 3/31/2011 IT0004163991 POP VR 07/12 TV 1/31/2012 IT0004164056 POP.MILANO 17 3.375% 7/15/2011 IT0004164106 CREDIOP 13 1/31/2013 IT0004164114 POP.MILANO 12 3.25 7/15/2011 IT0004164189 POP.MILANO 12 TM 1/15/2012

Security Description Payment Date FungibleIT0004164296 BCA CARIGE 07/12 TV 7/16/2011 IT0004164585 PROV.BRESCIA 06/36 12/22/2011 IT0004164593 PR MANTOVA 40 TVT 6/30/2011 IT0004164601 BANCAPULIA 13 4.25% 1/30/2012 IT0004164676 BTB 16 TV 3/27/2011 IT0004164775 BTP 06/17 4% 8/1/2011 IT0004166663 CAPITALIA 07/13 TM 5/18/2011 IT0004166762 MID IND CAP CAT A IT0004166879 INTESA S.PAOLO 11 ZC 4/9/2011 IT0004166895 INTESA S.PAOLO 13 ZC 2/9/2013 IT0004166945 S.PAOLO 06/11 3.77% 12/28/2011 IT0004167059 CREDIOP 11 OC 2/21/2011 IT0004167190 B.TOSCANA 07/12 TV 4/5/2011 IT0004167216 LAMEZIA TERME 06/26 6/30/2011 IT0004167463 COSMO PHARM. ORD IT0004167497 CASTIGLIONE ST.26 TV 6/30/2011 IT0004167521 CREDEM 06/14 TM 12/22/2011 IT0004167539 PROV.PADOVA 06/26 TF 6/29/2011 IT0004167679 CAPITALIA 07/14 TM 2/2/2012 IT0004167760 AICON ORD IT0004168123 B.CRV 07/12 ZC 1/15/2012 IT0004168313 INTEK RP NC IT0004168347 WR.AZ.ORD INTEK 2011 IT0004168768 POP NO 07/12 CPPI 1/31/2012 IT0004169139 BCC VR-CAD 07/12 TV 7/10/2011 IT0004169154 BANCA 24-7 17 TV 3/29/2011 IT0004170558 CASCINA 07/16 TVT 6/30/2011 IT0004170616 UNIPOL BCA 07/17 TV 4/15/2011 IT0004170988 MARSCIANO 7/36 4.528 6/30/2011 IT0004171440 ZIGNAGO VETRO ORD. IT0004171648 CR FIRENZE 07/12 SU 2/14/2012 IT0004171689 B.NUOVA 07/12 4% 7/19/2011 IT0004171879 MED-FVG 07/11 SU 2/26/2011 IT0004172000 POP.A.ADIGE 15 TV 7/12/2011 IT0004174022 GOLDEN BAR SERIES 4 2/20/2011 IT0004174048 GOLDEN BAR SERIES 4 2/20/2011 IT0004174055 B.ITALEASE 07/12 OC 2/17/2012 IT0004174063 GOLDEN BAR SERIES 4 2/20/2011 IT0004174071 GOLDEN BAR SERIES 4 2/20/2011 IT0004174089 B.SARDEGNA 07/12 S-U 1/15/2012 IT0004174253 INTE-S.PAOLO 12 3.75 7/22/2011 IT0004174287 C.RAIFFEISEN 12 TV 7/22/2011 IT0004174519 CERT IMI EQUITY C IT0004174527 CERT IMI EQUITY C IT0004174535 CERT IMI FTSE/MIB C IT0004174733 CARIM 07/12 TV 3/1/2011 IT0004175201 POP.SPOLETO 11 3,75% 3/5/2011 IT0004175847 GENOVA 07/32 4,27% 7/26/2011 IT0004176001 PRYSMIAN ORD IT0004176407 CALCINATO 07/26 TF 6/30/2011 IT0004176696 CERT ABAX ABAX C IT0004176704 CERT ABAX ABAX C IT0004176720 VOBARNO 07/37 4.572% 6/30/2011

Security Description Payment Date FungibleIT0004176787 DEXIA CREDIOP 12 TV 3/30/2011 IT0004177025 BANCAPULIA 13 4.25% 2/28/2011 IT0004177082 CERT ALE ENEL C IT0004177090 CERT ALE DT C IT0004177561 B.S.BIAGIO 07/13 TV 7/26/2011 IT0004177991 B.INTESA 07/11 3.70% 2/20/2011 IT0004178056 DEXIA CREDIOP 12 TV 3/15/2011 IT0004178247 POP.VR-NO 07/12 2/28/2012 IT0004178791 POP.SPOLETO 17 4.575 7/30/2011 IT0004179088 INDUSTRIA E INN. ORD IT0004179484 POP.NOVARA 12 2.25% 2/28/2011 IT0004179591 CRED.ART.07/12 TV 2/23/2011 IT0004179625 B.TOSCANA 07/12 TV 2/16/2011 IT0004179906 ADRIATICA FIN.07/21 6/27/2011 IT0004179955 APULIA FIN.5 07/20 4/30/2011 IT0004179963 APULIA FIN.5 07/20 4/30/2011 IT0004180011 CR AL 07/11 3.20% 2/28/2011 IT0004180268 INTESA SEC 3 CLAS A2 5/3/2011 IT0004180292 INTESA SEC 3 CLAS A3 5/3/2011 IT0004180300 INTESA SEC 3 CLASS B 5/3/2011 IT0004180318 INTESA SEC CL C 5/3/2011 IT0004188923 CR ASTI 07/17 TV 5/15/2011 IT0004189160 CLARIS FIN.CLASS A 2/20/2011 IT0004189178 CLARIS FIN CLASS B 2/20/2011 IT0004189186 CLARIS FIN CLASS C 2/20/2011 IT0004189202 CLARIS FIN CLASS D1 2/20/2011 IT0004189228 CLARIS FIN CLASSE D2 2/20/2011 IT0004189236 CLARIS FIN CLASSE D3 2/20/2011 IT0004189368 CERT IMI 3-1 INDEX C IT0004189418 B.NUOVA 07/17 4.82% 2/8/2012 IT0004189897 CAPITALIA 07/11 TM 3/2/2011 IT0004190069 BCA CARIGE 07/12 TV 3/5/2011 IT0004190127 B.CA IMI 07/11 TV 3/20/2011 IT0004190259 CERT ALE ENEL C IT0004190424 POP.SPOLETO 12 TM 2/15/2012 IT0004190465 POP.SPOLETO 12 TV 2/15/2012 IT0004190986 POP.INTRA 07/12 ZC 3/20/2012 IT0004191240 CAPITALIA 07/12 OC 2/23/2012 IT0004191372 MEDIOBANCA 07/12 TV 4/13/2011 IT0004191380 B.ITALEASE 07/12 OC 4/27/2012 IT0004191802 POP.EMILRO 12 ZC 3/9/2012 IT0004193758 B.NUOVA 07/17 MEMORY 2/15/2012 IT0004193840 CR FI 07/12 S-U 3/21/2011 IT0004194194 B.DESIO 07/12 TV 3/1/2011 IT0004194541 B.SARDEGNA 07/12 S-U 2/15/2012 IT0004194848 INTESA S.P.7/11 3.70 3/30/2011 IT0004194970 AZ. CR FIRENZE ORD IT0004194996 CRED VALT ORD 1.1.07 IT0004195134 POP MATERAN 07/12 ZC 3/9/2012 IT0004195308 GRUPPO MOL ORD IT0004195407 CAPITALIA 07/11 TM 4/16/2011 IT0004195803 POP.VR-NO 07/12 3/30/2012 IT0004195860 B.SASSARI 07/11 TV 3/1/2011

Security Description Payment Date FungibleIT0004195886 POP.NOVARA 07/12 S-U 3/16/2011 IT0004196876 BANCAPULIA 13 4.25% 4/5/2011 IT0004196934 CERT ALE UNICREDIT C IT0004196942 CERT ALE TELECOM C IT0004196959 CERT ALE DJ EURO C IT0004196967 CERT ALE NIKKEI C IT0004197254 ITALFINANCE CL A 4/14/2011 IT0004197270 ITALFINANCE CL B 4/14/2011 IT0004197288 ITALFINANCE CL C 4/14/2011 IT0004197296 B.ITALEASE 07/13 ZC 4/10/2013 IT0004197304 ITALFINANCE CL D 4/14/2011 IT0004197387 POP.NOVARA 07/13 ZC 4/2/2013 IT0004197858 POP.NOVARA 07/12 3/30/2011 IT0004198070 CERT ALE DJ EURO C IT0004199953 BNL 07/12 TM 3/27/2011 IT0004200488 CREDEM 07/12 TV 3/15/2011 IT0004200785 POP.RAVENNA 12 ZC 3/9/2012 IT0004200967 B.TOSCANA 07/11 TV 3/7/2011 IT0004201023 CR AL 07/11 3.30% 4/2/2011 IT0004201106 BNL 07/12 3.796% 3/27/2011 IT0004201312 CAPITALIA 07/11 TM 3/30/2011 IT0004201320 CAPITALIA 07/11 OC 3/23/2011 IT0004209489 CR LUCCA 07/13 S-UP 3/30/2011 IT0004209745 D'ANNUNZIO FIN.CL A1 6/23/2011 IT0004210057 POP.EMILRO 11 S-UP 3/8/2011 IT0004210198 B.ROMAGNA 11 3.65 3/8/2011 IT0004210222 CREDEM 07/15 IND. 3/7/2015 IT0004210289 LANDI RENZO ORD IT0004210792 HYPO A.A.07/12 TM 5/5/2011 IT0004210867 CERT ABAX ASIA C IT0004211352 POP.VR-NO 07/11 3.60 4/18/2011 IT0004211493 B.CAMPANIA 12 3.78% 3/19/2011 IT0004211519 B.CAMPANIA 11 TV 3/19/2011 IT0004211907 CW ALE EURIBOR C IT0004212517 POP.NO 07/11 TV 4/13/2011 IT0004213010 CAPITALIA 07/13 OC 4/26/2013 IT0004213945 CERT ALE DI EURO C IT0004214109 B.CARIPE 07/12 TV 4/19/2011 IT0004214448 BAI 07/11 TV 3/26/2011 IT0004214588 B.TOSCANA 07/12 TV 4/10/2011 IT0004215320 BP MORTGAGES CL A2 4/20/2011 IT0004215338 BP MORTGAGES CL B 4/20/2011 IT0004215346 BP MORTGAGES CL C 4/20/2011 IT0004215353 BP MORTGAGES CL M 4/20/2011 IT0004215478 MELIORBANCA 07/12 ZC 4/27/2012 IT0004215957 BANCAPULIA 13 4.25% 5/4/2011 IT0004216096 INTESA S.PAO.11 3.75 4/10/2011 IT0004216302 CERT ALE DJ EURO C IT0004216310 CERT ALE INTSPAOLO C IT0004216328 CERT ALE FTSE/MIB C IT0004216336 CERT ALE FIAT C IT0004216351 BTP 07/12 1,85% IND. 3/15/2011 IT0004216476 INTESA S.P.7/11 3.75 4/27/2011

Security Description Payment Date FungibleIT0004216534 BCC C.COVO 12 TV 4/2/2011 IT0004216849 POP.MILANO 17 3.375 4/16/2011 IT0004216856 POP.MILANO 12 3.375 4/16/2011 IT0004216872 POP.MILANO 12 TM 4/16/2011 IT0004217011 BCC TREVIGLIO 12 TV 4/2/2011 IT0004217631 CERT ALE DJEURO C IT0004217649 CERT ALE UNICREDIT C IT0004218506 POP.NOVARA 07/12 S-U 4/30/2011 IT0004218548 POP.NOVARA 07/12 TM 5/18/2011 IT0004218571 POP.VR-NO 07/12 4/30/2012 IT0004218621 CR AL 07/11 3.30% 5/7/2011 IT0004218654 CR AL 07/11 TV 5/7/2011 IT0004218688 CREDIOP 12 TV 4/30/2011 IT0004218811 C.RAIFFEISEN 13 TV 4/10/2011 IT0004219058 CR S.MINIATO 12 TV 4/23/2011 IT0004219074 CW ANTO EURIBOR C IT0004219082 CW ANTO EURIBOR C IT0004219090 CW ANTO EURIBOR C IT0004219108 CW ANTO EURIBOR C IT0004219801 CDP 07/12 4.125% 4/18/2011 IT0004220056 BNL 07/12 3.78% 4/30/2011 IT0004220171 CERT IMI FTSE/MIB C IT0004220262 B.ETRURIA 11 4.20 4/5/2011 IT0004220460 BNL 07/12 REND.REALE 4/30/2011 IT0004220577 POP.MAROST.11 4.15% 5/9/2011 IT0004220627 BTP 20120415 4% 4/15/2011 IT0004220635 CERT IMI ENEL C IT0004220668 POSILLIPO FIN.07/35 5/17/2011 IT0004220767 CR FIRENZE 07/12 SU 5/9/2011 IT0004220791 CR FIRENZE 07/11 TV 5/9/2011 IT0004221096 BCA ROMAGNA 07/12 TV 4/11/2011 IT0004221138 CAPITALIA 07/11 TM 4/30/2011 IT0004221153 B.CRV 07/11 TV 4/20/2011 IT0004221393 EMILRO 07/11 TV 4/20/2011 IT0004221401 HYPO A.A.BANK 12 TV 7/9/2011 IT0004221666 CR FOLIGNO 14 4.20% 5/31/2011 IT0004221757 BCC S.STEFANO 12 TV 3/1/2011 IT0004222003 CAPITALIA 07/11 TM 5/30/2011 IT0004222094 POP.FRIULADRIA 12 TM 5/30/2012 IT0004222102 BIALETTI ORD IT0004222268 BCA CARIGE 07/12 TV 5/16/2011 IT0004222300 UBI BANCA 07/12 OC 5/15/2012 IT0004222458 CAPE LIVE ORD CAT.A IT0004222474 BOUTY HEALTHCARE ORD IT0004222532 CAPITAL MORTG CL A1 5/2/2011 IT0004222540 CAPITAL MORTG CL A2 5/2/2011 IT0004222557 CAPITAL MORTG CL B 5/2/2011 IT0004222565 CAPITAL MORTG CL C 5/2/2011 IT0004222672 INT.SPAOL.07/11 3.90 5/11/2011 IT0004222888 CAPITALIA 07/12 OC 5/21/2012 IT0004223142 INTESA S.P.07/11 3.9 5/31/2011 IT0004223233 APULIA FIN.5 CL A 4/30/2011 IT0004223258 APULIA FIN 5 CL B 4/30/2011

Security Description Payment Date FungibleIT0004223290 CERT ALE NIKKEI C IT0004223373 B.SARDEGNA 07/12 S-U 4/15/2011 IT0004223423 BANCAPULIA 13 4,25% 6/1/2011 IT0004223571 RCF GROUP ORD. IT0004223746 DIDIMO ORD. IT0004223886 CW ALE EURIBOR C IT0004223936 CERT ABAX FTSE/MIB C IT0004224009 MEDIOBANCA 07/12 6/29/2011 IT0004224017 MELIORBANCA 07/12 TV 5/11/2011 IT0004224041 CCT 07/14-TV 3/1/2011 IT0004224116 MECENATE CL A 07/48 4/20/2011 IT0004224124 MECENATE CL B 07/48 4/20/2011 IT0004224132 MECENATE CL C 07/48 4/20/2011 IT0004224165 B.TOSCANA 07/12 TV 3/4/2011 IT0004224173 MECENATE CL D 07/48 4/20/2011 IT0004224231 CERT IMI DJ EURO C IT0004224249 CERT IMI DJ EURO C IT0004224256 CERT IMI DJ EURO C IT0004224264 CERT IMI DJ EURO C IT0004224272 CERT IMI DJ EURO C IT0004224280 CERT IMI DJ EURO C IT0004224298 CERT IMI DJ EURO C IT0004224306 CERT IMI DJ EURO C IT0004224314 CERT IMI DJ EURO C IT0004224322 CERT IMI DJ EURO C IT0004224330 CERT IMI DJ EURO C IT0004224348 CERT IMI DJ EURO C IT0004224355 CERT IMI DJ EURO C IT0004224363 CERT IMI DJ EURO C IT0004224371 CERT IMI DJ EURO C IT0004224389 CERT IMI DJ EURO C IT0004224397 CERT IMI DJ EURO C IT0004224405 CERT IMI DJ EURO C IT0004224413 CERT IMI FTSE/MIB C IT0004224421 CERT IMI ENI C IT0004224983 B.SASSARI 07/11 TV 5/2/2011 IT0004225071 B.DESIO 07/11 4% 5/15/2011 IT0004225170 BCC ROMA 11 TV 3/18/2011 IT0004225360 C.R.CESENA 11 3.95 4/26/2011 IT0004225741 CERT ALE GENERALI C IT0004225758 CERT ALE EUROST. C IT0004226509 POP.SPOLETO 12 TV 4/30/2011 IT0004226558 CERT ALE ALLEANZA C IT0004226566 POP.SPOLETO 17 TV 4/30/2011 IT0004226954 POP APRILIA 07/11 TV 4/30/2011 IT0004227150 SOPAF 07/12 3.875% 8/10/2011 IT0004227176 CERT ABAX AP-INFR C IT0004229156 CAPITALIA 07/11 TM 5/31/2011 IT0004229784 POP.VR-NO 07/13 TV 5/31/2011 IT0004229958 INTESA S.P. 07/12 TV 5/8/2011 IT0004230071 BANCAPULIA 13 4.25 7/2/2011 IT0004230121 VIASAT GROUP ORD IT0004230774 CR AL 07/11 3.30% 6/5/2011

Security Description Payment Date FungibleIT0004230881 CARISPE 07/11 3.9% 6/29/2011 IT0004231236 CORDUSIO RMBS CL A2 3/31/2011 IT0004231244 CORDUSIO RMBS CL A3 3/31/2011 IT0004231285 CORDUSIO RMBS CL B 3/31/2011 IT0004231293 CORDUSIO RMBS CL C 3/31/2011 IT0004231301 CORDUSIO RMBS CL D 3/31/2011 IT0004231319 CORDUSIO RMBS CL E 3/31/2011 IT0004231327 CORDUSIO CMBS CL F 3/31/2011 IT0004231533 B.MPS 07/11 4% 3/29/2011 IT0004231566 BANCO POPOLARE ORD IT0004231715 B.DESIO 07/12 TV 6/1/2011 IT0004232200 DEXIA CRED. 07/11 TM 6/25/2011 IT0004232358 CR CESENA 07/11 TV 5/15/2011 IT0004232598 SUNRISE CL A 07/30 2/28/2011 IT0004232622 CARIPIT 07/12 3.90 6/21/2011 IT0004232812 POP.ADIGE 12 TV 2/18/2011 IT0004233257 B.NUOVA 07/12 4.15 5/25/2011 IT0004233273 BNL 07/12 3.89% 6/18/2011 IT0004233315 BNL 07/12 TM 6/18/2011 IT0004233398 B.ITALEASE 07/12 ZC 12/25/2012 IT0004233455 INTESA S.P.07/11 4.1 6/29/2011 IT0004233521 CERT ALE GENERALI C IT0004233588 INTESA S.P. 11 4.1% 6/28/2011 IT0004233737 BANCAPULIA 07/11 4.5 5/23/2011 IT0004233810 CAPITALIA 07/17 TM 6/14/2011 IT0004233828 CR PR PC 07/11 3% 6/29/2011 IT0004233844 CR PR PC 07/11 2.30% 6/29/2011 IT0004233950 CR FI 07/12 SU 6/13/2011 IT0004233984 CERT ALE INTESPAOL C IT0004233992 CERT ALE DJ EURO C IT0004234099 BCA CARIGE 07/14 TV 6/20/2011 IT0004234800 B.TOSCANA 07/12 TV 3/11/2011 IT0004234834 POP.VR-NO 07/12 TV 6/29/2012 IT0004235039 CERT IMI FTSE/MIB C IT0004235047 CERT IMI FTSE/MIB C IT0004235054 CERT IMI DJ STOXX C IT0004235237 DEXIA 07/12 TM 6/25/2011 IT0004235666 CR SOPRAMONTE 12 TV 6/1/2011 IT0004236359 CERT ABAX TWIN MPS C IT0004237308 EMILRO 07/11 S.UP 6/1/2011 IT0004237407 CERT ALE ALLEANZA C IT0004237415 CERT ALE ENEL C IT0004237423 CERT ALE MEDIASET C IT0004237431 CERT ALE FTSE/MIB C IT0004237647 CAPITALIA 07/11 TM 6/29/2011 IT0004237670 CAPITALIA 07/11 TM 6/28/2011 IT0004237696 CREDICO FUNDING 3 A1 3/10/2011 IT0004237704 CREDICO FUNDING 3 A2 3/10/2011 IT0004237712 CREDICO FUNDING 3 B 3/10/2011 IT0004237720 CREDICO FUNDING 3 C 3/10/2011 IT0004237738 CREDICO FUNDING 3 D 3/10/2011 IT0004237746 CREDICO FUNDING 3 E 3/10/2011 IT0004237753 CREDICO FUNDING 3 F 3/10/2011

Security Description Payment Date FungibleIT0004238231 B.CRV 07/11 TV 6/15/2011 IT0004238306 CREDIOP 07/11 TM 6/26/2011 IT0004238314 CREDIOP 07/11 TM 6/26/2011 IT0004238348 CREDEM 07/12 OC 6/4/2012 IT0004238421 B.SELLA 07/11 TV 7/1/2011 IT0004238470 CR AL 07/11 3.40% 7/3/2011 IT0004238512 MED-FVG 07/13 ZC 6/29/2013 IT0004238629 MELIORBANCA 07/12 ZC 6/28/2012 IT0004239353 BP MORTGAGES 2 07/44 4/20/2011 IT0004239379 BP MORTGAGES 2 07/44 4/20/2011 IT0004239395 BP MORTGAGES 2 07/44 4/20/2011 IT0004239403 BP MORTGAGES 2 07/44 4/20/2011 IT0004239429 BP MORTGAGES 2 07/44 4/20/2011 IT0004239510 SNIA ORD POST RAGGR. IT0004239726 B.MPS 07/11 TM 7/18/2011 IT0004239759 VENETO B.07/12 ZC 6/18/2012 IT0004240328 POP INTRA 07/11 TV 6/18/2011 IT0004240351 POSILLIPO FIN A2 5/30/2011 IT0004240377 POSILLIPO FIN II A1 5/30/2011 IT0004240443 PIQUADRO ORDINARIE IT0004240658 B.ETRURIA 12 TV 3/14/2011 IT0004240690 B.CARIGE 07/11 4.25 7/5/2011 IT0004240815 POP.CROTONE 12 TV 6/13/2011 IT0004240831 POP.CROTONE 11 4.20 6/13/2011 IT0004240849 POP.CROTONE 12 4.3 6/13/2011 IT0004240856 CERT ALE ENEL C IT0004241078 VENETO B.07/17 SU 3/21/2011 IT0004241524 POP MATERAN 07/12 ZC 6/29/2012 IT0004242092 B.ROMAGNA 07/12 TV 7/5/2011 IT0004242498 B.TOSCANA 07/12 TV 4/13/2011 IT0004242829 B.SARDEGNA 07/12 SU 6/15/2011 IT0004243371 BIVERBANCA 07/12 4.5 7/1/2011 IT0004243413 BIVERBANCA 17 4.75% 7/1/2011 IT0004243421 BIVERBANCA 07/17 TV 7/1/2011 IT0004243512 BTP 07/23 2.6% IND. 3/15/2011 IT0004243710 MEDIOBANCA 07/12 TM 8/17/2011 IT0004244163 POP.MILANO 17 3.625% 7/16/2011 IT0004244171 POP.MILANO 12 3.625% 7/16/2011 IT0004244197 POP.MILANO 07/12 TM 7/16/2011 IT0004244296 CERT ABAX FTSE/MIB C IT0004244304 BNL 07/12 4.364% 7/24/2011 IT0004244601 EMILRO 07/12 ZC 6/29/2012 IT0004244627 BNL 07/12 TM 7/24/2011 IT0004244841 B.SASSARI 07/11 TV 7/2/2011 IT0004245087 FERENTINO 07/27 TV 6/28/2011 IT0004246655 POP.SPOLETO 12 TV 6/29/2011 IT0004246747 CAPITALIA 07/11 TM 8/27/2011 IT0004246978 POMEZIA 07/32 TV 6/28/2011 IT0004247158 CW ALE MEDIASET C IT0004247166 CW ALE EUROST C IT0004247174 CW ALE EUROST C IT0004247281 BCA CARIGE 07/11 4.3 7/20/2011 IT0004247521 CARISPE 07/11 S-UP 8/6/2011

Security Description Payment Date FungibleIT0004247687 C.C.S.CLASS A1 3/4/2011 IT0004247695 C.C.S. CLASS A2 3/4/2011 IT0004247703 C.C.S. CLASS B 3/4/2011 IT0004247711 C.C.S. CLASS C1 3/4/2011 IT0004247729 C.C.S. CLASS C2 3/4/2011 IT0004247737 C.C.S. CLASS C3 3/4/2011 IT0004247745 C.C.S CLASS C4 3/4/2011 IT0004247752 C.C.S. CLASS C5 3/4/2011 IT0004247760 C.C.S. CLASS C6 3/4/2011 IT0004247778 C.C.S. CLASS C7 3/4/2011 IT0004247786 C.C.S. CLASS C8 3/4/2011 IT0004247794 C.C.S CLASS C9 3/4/2011 IT0004247802 C.C.S. CLASS C10 3/4/2011 IT0004247810 C.C.S. CLASS C11 3/4/2011 IT0004247828 C.C.S. CLASS C12 3/4/2011 IT0004247836 C.C.S. CLASS C13 3/4/2011 IT0004247844 C.C.S. CLASS C14 3/4/2011 IT0004247851 C.C.S. CLASS C15 3/4/2011 IT0004247869 C.C.S. CLASS C16 3/4/2011 IT0004247877 C.C.S. CLASS C17 3/4/2011 IT0004247885 C.C.S. CLASS C18 3/4/2011 IT0004247893 C.C.S. CLASS C19 3/4/2011 IT0004247901 C.C.S. CLASS C20 3/4/2011 IT0004247919 C.C.S. CLASS C21 3/4/2011 IT0004247927 C.C.S. CLASS C22 3/4/2011 IT0004247935 C.C.S. CLASS C23 3/4/2011 IT0004247943 C.C.S CLASS C24 3/4/2011 IT0004247950 C.C.S. CLASS C25 3/4/2011 IT0004247968 C.C.S. CLASS C26 3/4/2011 IT0004248099 BCA ROMAGNA 07/12 TV 4/2/2011 IT0004248503 TESSIT PONTELAMBRO IT0004248867 CR AL 07/11 3.55% 8/6/2011 IT0004248883 CR AL 07/11 TV 8/6/2011 IT0004249329 CASA DAMIANI ORD. IT0004249881 CARISPE 07/17 TV 3/14/2011 IT0004250079 C.R.ASTI 17 5.15 7/16/2011 IT0004250129 B.CAMPANIA 11 TV 7/16/2011 IT0004250152 B.CAMPANIA 12 4.2 7/16/2011 IT0004250202 CERT ALE ENI C IT0004250327 GLOBALDRIVE IV 2020 2/22/2011 IT0004250376 CR FIRENZE 07/11 S-U 8/13/2011 IT0004250392 CERT ALE ALLEANZA C IT0004250400 CERT ALE DJ EURO C IT0004250459 CR FIRENZE 07/11 TV 8/13/2011 IT0004250509 POP CIVIDALE ORD IT0004250970 BANCAPULIA 07/11 4.5 8/3/2011 IT0004251689 MAIRE TECNIMONT ORD IT0004251903 B.TOSCANA 07/12 TV 5/10/2011 IT0004252034 B.SARDEGNA PRIV. IT0004252331 BCA IMI 07/11 ZC 2/28/2011 IT0004252364 BCA IMI 07/12 TM 8/31/2012 IT0004252398 POP.VR-SGSP 07/12 8/22/2012 IT0004252471 B.ROMAGNA 12 TV 4/19/2011

Security Description Payment Date FungibleIT0004252737 B.CA ETRURIA 14 TV 7/30/2011 IT0004252760 AUTO ABS CLASS A 4/25/2011 IT0004252778 AUTO ABS CLASS B 4/25/2011 IT0004252786 AUTO ABS CLASS C 4/25/2011 IT0004252851 QUARZO LEASE CLASS A 4/25/2011 IT0004252968 BCA CARIGE 07/12 TV 8/10/2011 IT0004252992 B. CARIGE 07/11 4.35 8/10/2011 IT0004253602 CARISPAQ 07/11 4.80% 4/30/2011 IT0004253628 BNL 07/12 TM 9/5/2011 IT0004253818 BNL 07/12 TM 9/5/2011 IT0004254345 CERT ABAX S.S-PEF C IT0004254642 CERT ALE DJ EURO C IT0004254659 CERT ALE ENI C IT0004254667 CERT ALE FIAT C IT0004254808 POP.RAVENNA 07/12 TV 4/30/2011 IT0004254907 POP SONDRIO 11 4.4% 2/17/2011 IT0004255045 B.BRESCIA 07/12 S.UP 2/20/2011 IT0004255276 BANCAPULIA 11 4.5 9/3/2011 IT0004259971 BNL 07/12 4.190% 3/5/2011 IT0004260284 CR CESENA 07/11 4.30 8/1/2011 IT0004267891 CR AL 07/11 3.55% 3/3/2011 IT0004268006 CERT ALE GENERALI C IT0004268063 B.ETRURIA 11 4.3 3/3/2011 IT0004268089 C.R.CESENA 11 TV 5/2/2011 IT0004268261 MONTI ASCENSORI ORD. IT0004268592 CR CESENA 07/17 TV 3/14/2011 IT0004268667 ARKIMEDICA 12 CV 5% 11/12/2011 IT0004268857 FUTURA INVEST ORD IT0004268899 CW CAB EURIBOR 3M C IT0004268907 CW CAB EURIBOR 3M C IT0004268915 CW CAB EURIBOR 3M C IT0004268923 CW CAB EURIBOR 3M C IT0004268931 CW CAB EURIBOR 3M C IT0004268949 CW CAB EURIBOR 3M C IT0004268956 CW CAB EURIBOR 3M C IT0004268964 CW CAB EURIBOR 3M C IT0004268972 CW CAB EURIBOR 3M C IT0004268998 CW CAB EURIBOR 3M C IT0004269004 CW CAB EURIBOR 3M C IT0004269012 CW CAB EURIBOR 3M C IT0004269020 CW CAB EURIBOR 3M C IT0004269038 CW CAB EURIBOR 3M C IT0004269046 CW CAB EURIBOR 3M C IT0004269053 CW CAB EURIBOR 3M C IT0004269061 CW CAB EURIBOR 3M C IT0004269079 CW CAB EURIBOR 3M C IT0004269327 A.POTABILI ORD IT0004269335 SAVINO DEL BENE ORD. IT0004269475 KTESIOS ORD. IT0004269723 IL SOLE 24 ORE SPEC. IT0004269780 POP.A.ADIGE 11 S UP 3/3/2011 IT0004269798 POP.A.ADIGE 13 TV 3/30/2011 IT0004269806 B.MPS 07/11 4.30% 2/28/2011

Security Description Payment Date FungibleIT0004269848 B.TOSCANA 07/12 TV 3/10/2011 IT0004269871 CARISPE 07/11 S-UP 9/19/2011 IT0004270002 EMILRO 07/11 TV 2/20/2011 IT0004271059 B.CIVIDALE 07/17 TV 5/13/2011 IT0004271406 POP.CROTONE 12 4.3% 2/16/2011 IT0004271430 POP.CROTONE 11 4.20% 2/16/2011 IT0004272123 BPT ORD IT0004272206 CREDIOP 12 TV 9/28/2011 IT0004272461 BCC ROMA 11 TV 4/8/2011 IT0004272701 B. CARIGE 07/11 4.00 9/20/2011 IT0004272743 POP.VI 07/13 ZC 8/30/2013 IT0004272768 BCC SORISOLE 11 TV 3/28/2011 IT0004272834 BANCAPULIA 07/11 4.5 10/2/2011 IT0004273337 CW ALE FIAT C IT0004273345 CW ALE FTSE/MIB C IT0004273493 BTP 07/18 4.50% 8/1/2011 IT0004273832 CAPITALIA 07/11 TM 9/27/2011 IT0004273865 B.SASSARI 07/11 TV 3/3/2011 IT0004273915 BEST UNION ORD IT0004274061 POP.NOVARA 07/11 TV 9/21/2011 IT0004274079 B.POP.VR 07/12 5% 10/19/2012 IT0004274111 AREA IMPIANTI ORD. IT0004274558 B.ETRURIA 11 TV 4/1/2011 IT0004275407 RAFFAELE CARUSO ORD. IT0004275605 CAPITALIA 07/11 TM 9/27/2011 IT0004275647 BNL 07/12 TM 9/28/2011 IT0004275696 BNL 07/12 TV 3/28/2011 IT0004275704 BNL 07/12 4.00% 3/28/2011 IT0004275738 TREFIN SPA ORD. IT0004275860 B.SARDEGNA 07/12 S-U 9/10/2011 IT0004275894 CERT ABAX SPECIAL C IT0004276074 B.MPS 07/11 4.10% 4/30/2011 IT0004276132 BCC VERONA 07/12 TV 3/17/2011 IT0004276256 ARTEMIDE GROUP ORD IT0004276314 CR S.MINIATO 17 S.UP 9/28/2011 IT0004276322 PS BTP 01/02/17 4% 2/1/2017 IT0004276454 B.TOSCANA 07/12 TV 3/28/2011 IT0004277007 POP.EMILRO 12 5% 3/17/2011 IT0004277262 PHILOGEN ORD. IT0004277742 B.SELLA 07/11 TV 6/10/2011 IT0004278245 B.CAMPANIA 11 4.6 9/25/2011 IT0004278534 POP.RAVENNA 12 ZC 9/20/2012 IT0004278658 B.CRV 07/12 5% 3/21/2011 IT0004278708 POP.MATERANO 12 5% 3/26/2011 IT0004279011 POP.MATERANO 11 4.40 3/26/2011 IT0004279219 POP.MILANO 12 3.875 4/15/2011 IT0004279235 POP.MILANO 17 3.875 4/15/2011 IT0004279243 DEXIA CREDIOP 12 TV 10/31/2011 IT0004279300 POP.MILANO 12 TM 10/15/2011 IT0004279326 DEXIA CREDIOP 13 TM 10/31/2013 IT0004279391 MELIORBANCA 07/12 ZC 10/26/2012 IT0004279847 POP APRILIA 12 5.0 3/27/2011 IT0004279862 DEUTSCHE B. 12 4.2% 10/31/2011

Security Description Payment Date FungibleIT0004279920 DEUTSCHE B.07/17 4.4 10/31/2011 IT0004280159 CREBERG 07/12 TV 10/31/2011 IT0004280183 P.BARI ORD. G.1.1.08 IT0004280365 VENETO B.07/11 SU 3/28/2011 IT0004280407 EMILRO 07/12 4.80% 3/28/2011 IT0004280910 POP.SPOLETO 17 TV 3/28/2011 IT0004281421 CR FOLIGNO 07/14 4.2 4/30/2011 IT0004281504 POP.ETRURIA 17 TV 3/28/2011 IT0004281538 CREBERG 07/11 4.5% 4/10/2011 IT0004281744 WARRANT FUTURA INV. IT0004282163 POP.LODI 07/12 TV 5/30/2011 IT0004282205 POP.LODI 07/12 TV 4/30/2011 IT0004282387 B.CRV 07/12 4.80% 4/5/2011 IT0004282999 POP.VR-SGSP 07/13 ZC 11/19/2013 IT0004283120 CR FIRENZE 07/12 S-U 10/24/2011 IT0004283138 CR FIRENZE 07/12 TV 4/24/2011 IT0004283179 CR CESENA 07/13 TV 4/3/2011 IT0004283500 B.NUOVA 07/11 4.3% 4/12/2011 IT0004283807 MERIDIE ORDINARIE IT0004283930 WARRANT MERIDIE 11 IT0004284029 POP.EMILRO 12 ZC 10/31/2012 IT0004284086 B.CR.POP. 07/11 4.1% 4/15/2011 IT0004284300 B.DESIO 07/11 S-U 5/2/2011 IT0004284334 BTP 20121015 4,25% 4/15/2011 IT0004284458 CR FERRARA 07/11 4% 5/5/2011 IT0004284490 B.CR.POP. 13 OC 25% 10/15/2013 IT0004284557 GR.SALUMIFICI IT ORD IT0004284607 CREBERG 07/11 4.50% 4/24/2011 IT0004284755 CARISPE 07/11 S-UP 10/31/2011 IT0004285059 B.ROMAGNA 11 TV 4/9/2011 IT0004285612 C.RAIFFEISEN 15 TV 4/15/2011 IT0004285661 B.TOSCANA 07/12 TV 4/26/2011 IT0004285976 POP INTRA 07/11 4.4% 4/15/2011 IT0004286214 CREDIOP 12 OC 10/29/2012 IT0004286289 B.CAMPANIA 12 4.65 4/22/2011 IT0004286321 CCR A.ADIGE 07/12 TV 4/18/2011 IT0004286339 CLUB DEAL FONDO IMM IT0004286404 CERT ABAX ENERGIA C IT0004286503 CCR A.ADIGE 07/12 TV 4/18/2011 IT0004286552 DEXIA CRED. 07/12 OC 11/29/2012 IT0004286644 POP.VR-SGSP 07/11 ZC 5/15/2011 IT0004286818 POP.NOVARA 07/12 S-U 5/12/2011 IT0004286867 CERT ABAX ENERGSAL C IT0004286966 BTP 20390801 5% 8/1/2011 IT0004287048 POP.RAVENNA 12 ZC 10/31/2012 IT0004287196 MONTE PARMA 12 S UP 4/19/2011 IT0004287246 POP.VR-SGSP 07/13 ZC 11/30/2013 IT0004287386 POP MATERAN 07/12 ZC 10/31/2012 IT0004287576 POP.RAVENNA 12 TV 4/22/2011 IT0004287584 POP.NOVARA 07/12 IND 11/12/2011 IT0004288160 POP.SONDRIO 07/12 ZC 10/26/2012 IT0004288343 SEI ENERGIA SPA IT0004288376 CR AL 07/11 3.55% 6/3/2011

Security Description Payment Date FungibleIT0004288392 CR AL 07/11 TV 6/3/2011 IT0004288517 POP.EMILRO 12 4.8 4/24/2011 IT0004288574 P.S.BTP 01/08/39 TV 8/1/2039 IT0004288590 C.S. 01/08/37 8/1/2037 IT0004288608 C.S. 01/02/38 2/1/2038 IT0004288616 C.S. 01/08/38 8/1/2038 IT0004288624 C.S. 01/02/39 2/1/2039 IT0004288640 C.S. 01/08/39 8/1/2039 IT0004288830 BCA IMI 07/12 TM 11/30/2012 IT0004289051 VENETO B.07/12 TV 4/30/2011 IT0004289184 BCC CAMUNA 13 ZC 10/26/2013 IT0004289457 F.IM.COM.MILANO I A IT0004289770 UNICREDITO IT.11 TV 2/28/2011 IT0004290141 CERT ABAX NW EMERG C IT0004290257 B.TOSCANA 07/12 TV 5/2/2011 IT0004290273 POP INTRA 07/11 4.3% 4/30/2011 IT0004290661 CR VOLTERRA 07/12 TV 5/5/2011 IT0004291099 B.ETRURIA 11 4.15 6/3/2011 IT0004291172 MEDIOBANCA 08/14 TF 3/25/2011 IT0004291677 POP.EMILRO 12 4.6 5/7/2011 IT0004291693 PRIMA CINQUE AZ.ORD. IT0004291891 CR FERRARA 07/17 TV 6/14/2011 IT0004292287 B.MPS 07/11 4% 3/20/2011 IT0004292535 POP.APRILIA 7/11 4.8 5/9/2011 IT0004292683 ENEL 07/15 5.25% 1/14/2012 IT0004292691 ENEL 07/15 TV 7/14/2011 IT0004292873 B.MERIDIANA 07/17 TV 5/12/2011 IT0004292923 B.BERGAMO 07/17 TV 5/12/2011 IT0004293558 ISLAND RIFIN CL A 7/25/2011 IT0004293574 ISLAND RIFIN CL B 7/25/2011 IT0004293582 ISLAND RIFIN CL C 7/25/2011 IT0004293590 ISLAND RIFIN CL D 7/25/2011 IT0004293608 ISLAND RIFIN CL X 7/25/2011 IT0004293624 ISLAND RIFIN CL E 7/25/2011 IT0004293731 C.TRENTINO 16 4.448% 12/31/2011 IT0004293756 B.CRV 07/12 4.60% 2/16/2011 IT0004293830 BCA ROMAGNA 07/11 TV 5/12/2011 IT0004293921 CR SOPRAMONTE 12 TV 6/1/2011 IT0004294051 POP.EMILRO 11 4.10 5/15/2011 IT0004294101 POP.VR-SGSP 07/11 ZC 6/28/2011 IT0004294119 CERT ABAX OVER CAL C IT0004294127 AGRICART 4 FIN CL A1 3/14/2011 IT0004294168 AGRICART 4 FIN CL A2 3/14/2011 IT0004294184 POP.NOVARA 07/12 TV 11/30/2011 IT0004294242 AGRICART 4 FIN CL B 3/14/2011 IT0004294325 AGRICART 4 CL JUNIOR 3/14/2011 IT0004294838 SAGRANTINO 7/25 CL B 7/25/2011 IT0004294846 SAGRANTINO 7/25 CL C 7/25/2011 IT0004294853 SAGRANTINO 7/25 CL D 7/25/2011 IT0004295025 SAGRANTINO 7/25 CL E 7/25/2011 IT0004295116 SAGRANTINO 7/25 CL J 7/26/2011 IT0004295207 CERT ABAX DJ EURO C IT0004295215 CERT ABAX TW UNICR C

Security Description Payment Date FungibleIT0004295363 POP.MILANO 12 TV 12/19/2011 IT0004295645 BCA IMI 07/12 TM 12/28/2012 IT0004295728 UNICREDITO IT 17 TV 3/28/2011 IT0004295744 CREDIOP 12 OC 12/28/2012 IT0004295827 B.S.BIAGIO 07/12 TV 2/26/2011 IT0004295884 B.ETRURIA 17 SUP C. 6/28/2011 IT0004296056 CREDIOP 13 TV 12/28/2013 IT0004296213 CERT ABAX TOP FUND C IT0004296304 SPQR II CLASS A 8/1/2011 IT0004296411 CARIFAC 07/12 TV 6/3/2011 IT0004296767 UNICREDIT SPA 15 12/21/2011 IT0004296825 CERT ABAX ALPHA C IT0004296833 UNICREDIT SPA 16 12/21/2011 IT0004296866 CREDIOP 13 OC 12/28/2013 IT0004297419 POP.NOVARA 07/12 IND 12/14/2011 IT0004297476 POP.NOVARA 07/11 TV 3/14/2011 IT0004297567 CR FOSSANO 07/11 TV 3/3/2011 IT0004297575 ROSSS ORDINARIE IT0004297773 B.CRV 07/11 4.10% 6/5/2011 IT0004298037 POP.CROTONE 11 4.2% 6/3/2011 IT0004298086 POP.CROTONE 12 4.3 6/3/2011 IT0004298243 PROV.PADOVA 27 TF 5/29/2011 IT0004298268 B.ROMAGNA 11 TV 5/28/2011 IT0004298961 UNICREDITO IT 14 TV 5/31/2011 IT0004298979 B.NUOVA 07/11 4.30% 6/7/2011 IT0004299431 BANCA 24-7 15 TV 7/7/2011 IT0004299555 CR AL 08/12 TV 8/4/2011 IT0004299563 CR AL 08/12 3.55% 8/4/2011 IT0004299720 POP.MILANO 13 3.625 7/15/2011 IT0004300411 CREDIOP 14 3.5% 7/18/2011 IT0004300569 ISLAND JUNIOR CL F 7/25/2011 IT0004300627 B.CARIGE 08/13 4.20% 1/7/2012 IT0004300965 PATR.TRENT. 37 5.274 12/19/2011 IT0004301492 CCR A.ADIGE 07/12 TV 6/17/2011 IT0004301559 BIVERBANCA 13 4.10% 7/1/2011 IT0004301815 BIVERBANCA 18 4.50% 1/1/2012 IT0004302060 BIVERBANCA 08/13 TV 7/1/2011 IT0004302425 B.MPS 08/11 TV 2/28/2011 IT0004302730 BIPCA CORDUSIO CL A1 3/31/2011 IT0004302748 BIPCA CORDUSIO CL A2 3/31/2011 IT0004302755 BIPCA CORDUSIO CL B 3/31/2011 IT0004302763 BIPCA CORDUSIO CL C 3/31/2011 IT0004302797 BIPCA CORDUSIO CL D 3/31/2011 IT0004302805 CREDIOP 15 TV 2/15/2015 IT0004302854 BIPCA CORDUSIO CL E 3/31/2011 IT0004302946 CREDIOP 14 TV 4/18/2011 IT0004303068 B.CARIGE 08/15 TV 7/7/2011 IT0004303233 16 UNO FINANCE CL E 3/17/2011 IT0004303290 POP.A.ADIGE 12 TV 6/17/2011 IT0004303373 POP.A.ADIGE 13 TV 3/30/2011 IT0004303480 16 UNO FINANCE CL A 3/17/2011 IT0004303498 16 UNO FINANCE CL B 3/17/2011 IT0004303506 16 UNO FINANCE CL C 3/17/2011

Security Description Payment Date FungibleIT0004303563 16 UNO FINANCE CL D 3/17/2011 IT0004303621 CREBERG 08/12 4% 7/29/2011 IT0004303860 POP.CROTONE 12 TV 6/14/2011 IT0004304173 CREDIOP 13 TV 2/15/2013 IT0004304199 CREDIOP 13 OC 2/15/2013 IT0004304223 SIENA MORTGAGES CL A 2/21/2011 IT0004304231 SIENA MORTGAGES CL B 2/21/2011 IT0004304249 SIENA MORTGAGES CL C 2/21/2011 IT0004304421 UNICREDITO IT.12 TV 12/17/2011 IT0004304694 SIENA MORTGAGES CL D 2/21/2011 IT0004304710 EUROHOME ITALY CL A 5/2/2011 IT0004304769 EUROHOME ITALY CL B 5/2/2011 IT0004304785 EUROHOME ITALY CL C 5/2/2011 IT0004304819 EUROHOME ITALY CL D 5/2/2011 IT0004304827 EUROHOME ITALY CL E 5/2/2011 IT0004304835 BPV MORTGAGES 07/52 7/22/2011 IT0004304843 EUROHOME ITALY CL Z 5/2/2011 IT0004305139 B.MPS 08/11 4% C/AMM 4/30/2011 IT0004305550 ABAXBANK 07/17 IND. 12/31/2017 IT0004305758 VIAREGGIO 07/12 TV 6/30/2011 IT0004305774 CR FOLIGNO 08/11 TV 2/18/2011 IT0004306285 POP NO 08/14 TV 1/25/2012 IT0004306947 POP.VR-SGSP 08/14 ZC 1/31/2014 IT0004307200 B.MONTE PARMA 12 4.4 6/21/2011 IT0004307291 PROV.PADOVA 07/27 TF 6/30/2011 IT0004307366 B.TOSCANA 08/13 TV 4/15/2011 IT0004307390 POP.VR-SGSP 08/11 ZC 7/31/2011 IT0004307747 B.TOSCANA 08/13 TV 4/30/2011 IT0004307986 CREDIOP 12 TV 3/4/2011 IT0004308208 POP.RAVENNA 12 4,60% 6/28/2011 IT0004308455 B.CAMPANIA 13 4.35 7/7/2011 IT0004308554 CARISPE 08/12 4% 1/30/2012 IT0004308588 UNICREDITO IT 12 TV 12/31/2011 IT0004308844 MEDIOBANCA 08/12 TM 2/27/2012 IT0004309081 B.SARDEGNA 08/13 4.3 1/1/2012 IT0004309198 POP.PR.MOLISANE ORD. IT0004309313 B.CO POPOLARE 14 TM 4/30/2014 IT0004309669 B.S.BIAGIO 08/14 TV 7/15/2011 IT0004309883 POP VI 08/12 TV 5/6/2011 IT0004310188 EMILRO 08/13 4.60% 4/7/2011 IT0004310378 EMILRO 08/12 4.20% 7/7/2011 IT0004310477 BCC ROMAGNA 08/12 TI 7/14/2011 IT0004310626 UNICREDIT 16 TV 8/11/2011 IT0004311137 POP.RAVENNA 13 3.5% 12/31/2011 IT0004311145 POP.RAVENNA ORD IT0004311376 BVC 08/15 TV 7/10/2011 IT0004311418 B.CRV 08/12 4.20% 7/15/2011 IT0004311467 BTB 13 4.30% 7/30/2011 IT0004311491 CR FIRENZE 08/12 S-U 2/6/2012 IT0004311699 B.S.GIORGIO 08/17 TV 7/10/2011 IT0004311913 POP APRILIA 12 4.60 7/11/2011 IT0004311954 B.CIVIDALE 08/12 TV 4/10/2011 IT0004312663 BCA CARIGE 08/13 TV 8/5/2011

Security Description Payment Date FungibleIT0004312796 UNICREDITO IT 10 ZC 2/18/2013 IT0004313802 UNICREDITO IT.14 TV 1/16/2012 IT0004313836 CCR A.ADIGE 08/13 TV 7/21/2011 IT0004313844 MEDIOBANCA 08/16 TV 5/16/2011 IT0004313935 POP VI 08/12 TV 5/15/2011 IT0004314016 UNICREDIT 14 TV 7/16/2011 IT0004314115 B.TOSCANA 12 3.938% 5/15/2011 IT0004314123 B.TOSCANA 08/13 TV 5/15/2011 IT0004314248 CCR A.ADIGE 08/13 TV 7/21/2011 IT0004314495 CERT ALE CAP EUR. C IT0004314503 CERT ALE Q.LUXURY C IT0004314511 CERT ALE SQ EUROST C IT0004314834 B.DESIO 08/12 4% 8/8/2011 IT0004314917 CR FOLIGNO 08/15 5% 7/21/2011 IT0004315047 B.POPOLARE 08/14 TM 5/23/2011 IT0004315062 POP.S.F.PANARO 14 TV 1/1/2012 IT0004315104 B.P.S.F.PANARO ORD. IT0004315302 BVC 08/17 TV 2/21/2011 IT0004315518 POP RAVENNA 1 4.1% 4/22/2011 IT0004315740 B.ETRURIA 08/12 SD 2/4/2012 IT0004316169 CR SOPRAMONTE 13 TV 8/1/2011 IT0004316516 B.POPOLARE 08/13 TM 4/1/2011 IT0004317019 CR RAVENNA 08/11 TV 8/1/2011 IT0004321490 B.MPS 08/11 3.80%C/A 2/28/2011 IT0004321532 POP.LODI 08/13 4% 2/28/2011 IT0004321540 POP.LODI 08/11 3.42% 2/28/2011 IT0004321813 CCT 07/14 TV 6/1/2011 IT0004322092 CERT ALE FTSE/MIB C IT0004322100 CERT ALE S-P/BRIC C IT0004322118 CERT ALE 1+1 FIAT C IT0004322316 ANTONVENETA 11 3.6% 2/21/2011 IT0004322449 C RAIFF. SELVA 16 TV 7/30/2011 IT0004322555 POP.LODI 08/13 3.5% 2/28/2011 IT0004322563 UNICREDIT 14 TV 1/31/2012 IT0004322571 CR CIVITAVEC.11 S-UP 2/20/2011 IT0004322589 POP.LODI 08/18 3.75% 2/28/2011 IT0004322613 POP.LODI 08/16 3.6% 2/28/2011 IT0004322688 UNICREDITO IT.15 TV 7/31/2011 IT0004322704 UNICREDITO IT.15 TV 1/29/2012 IT0004322779 CARIVIT 08/11 TV 2/18/2011 IT0004322993 CARISPE 08/12 3.5% 3/3/2011 IT0004323009 CARISPE 08/11 TV 3/3/2011 IT0004323314 POP. ANCONA 08/17 TV 3/30/2011 IT0004323355 POP.SPOLETO 11 S UP 2/28/2011 IT0004323389 EMILRO 08/12 3.85% 8/1/2011 IT0004323454 B.SARDEGNA 08/13 3.8 2/1/2012 IT0004323504 BPCI 08/15 TV 3/30/2011 IT0004323637 ANTONVENETA 08/11 TV 2/28/2011 IT0004323702 PHARMA FIN 3 08/28 3/26/2011 IT0004323728 PHARMA FIN 3 08/28 3/26/2011 IT0004323744 PHARMA FIN 3 08/28 3/26/2011 IT0004323835 UNICREDIT 13 ZC 7/28/2013 IT0004323843 UNICREDIT 11 TV 2/28/2011

Security Description Payment Date FungibleIT0004324155 BCA ROMAGNA 08/12 TV 8/1/2011 IT0004324221 POP VICENZA 11 3.85 2/28/2011 IT0004324247 BNL 08/13 TM 2/28/2011 IT0004324296 B.TERCAS 12 ZC 2/21/2012 IT0004325319 BANCAPULIA 08/13 5.1 3/4/2011 IT0004325574 CR S.MINIATO 12 3.60 2/18/2011 IT0004325665 UNICREDIT 12 TV 2/28/2011 IT0004325673 UNICREDIT 13 TV 2/28/2011 IT0004325699 UNICREDIT 14 TM 2/28/2011 IT0004325863 B.CR.POP.08/11 4% 2/25/2011 IT0004325905 BNL 08/11 TV 2/27/2011 IT0004326127 UNICREDIT 13 S UP 2/28/2011 IT0004326150 POP.SULMONA 13 ZC 2/15/2013 IT0004326242 PROV.BOLOGNA 08/32 6/30/2011 IT0004326580 IMMIT ORD. IT0004326598 B.TOSCANA 08/13 TV 3/3/2011 IT0004326606 B.TOSCANA 08/11 3.6% 3/3/2011 IT0004326903 CARIPRATO 08/11 TV 3/14/2011 IT0004327380 BCC MANZANO 11 TV 2/25/2011 IT0004327489 B.TOSCANA 08/18 TV 3/3/2011 IT0004327497 B.TOSCANA 08/13 TV 3/3/2011 IT0004327505 BCO BRESCIA 08/11 TV 2/22/2011 IT0004327687 CASA IN 08/12 6.00 3/31/2011 IT0004328172 CR PR PC 08/13 TV 3/1/2011 IT0004328230 B.POPOLARE 08/18 S-U 3/31/2011 IT0004328271 BCA CARIGE 08/18 TV 3/3/2011 IT0004328560 CERT ALE HEALTHC. C IT0004328578 B.SICILIA 08/13 4.91 2/12/2012 IT0004328792 CR PR PC 08/15 ZC 12/31/2015 IT0004328982 CR PR PC 08/12 TV 2/28/2011 IT0004329048 B.DESIO 08/12 3.75% 3/3/2011 IT0004329162 CR CESENA 08/12 TV 3/3/2011 IT0004329287 ANTONVENETA 08/11 ZC 3/12/2011 IT0004329303 BCO BRESCIA 08/11 3% 3/11/2011 IT0004329360 B.MERIDIANA 08/11 SU 3/3/2011 IT0004329428 VESTA FIN CL A 7/20/2011 IT0004329444 VESTA FIN CL B JUN 7/20/2011 IT0004329618 MANTOVABANCA 11 TV 3/10/2011 IT0004329733 CAIRO COM.ORD.P.FRAZ IT0004329758 B.NUOVA 08/11 3.70% 2/22/2011 IT0004329790 POP.RAVENNA 11 3,60 2/18/2011 IT0004329899 POP VESUVIANA 11 TV 4/1/2011 IT0004329956 BCO S.GIORGIO 11 TV 3/3/2011 IT0004330046 UNICREDITO IT.13 SUP 3/14/2011 IT0004330145 POP.FRIULADRIA 11 TV 3/20/2011 IT0004330319 B.POPOLARE 08/14 TM 4/24/2012 IT0004330335 B.CRV 08/11 TV 2/22/2011 IT0004330343 B.POPOLARE 08/14 TM 3/31/2011 IT0004330350 BCA CARIGE 08/13 TV 3/5/2011 IT0004330459 ANTONVENETA 11 3.47% 2/28/2011 IT0004330533 BNL 08/11 TM 3/14/2011 IT0004330673 BCC.S.GIORGIO 11 TV 3/3/2011 IT0004330756 CR CENTO 08/11 TV 2/22/2011

Security Description Payment Date FungibleIT0004330764 B.M.PARMA 13 3.80% 2/20/2011 IT0004330830 16 UNO FIN.2 EMISS A 3/22/2011 IT0004330871 16 UNO FIN 2 EMISS B 3/22/2011 IT0004330889 16 UNO FIN 2 EMISS C 3/22/2011 IT0004330905 16 UNO FIN 2 EMISS D 3/22/2011 IT0004330939 CR CIVITAVEC.11 S-UP 3/19/2011 IT0004330947 CR CESENA 08/11 TV 2/22/2011 IT0004331077 INTESA S.P.08/15 4.8 3/28/2011 IT0004331200 POP.RAVENNA 11 TV 2/21/2011 IT0004331440 BVC 08/11 3.25% 2/28/2011 IT0004331481 BVC 08/11 TV 2/28/2011 IT0004331697 UNICREDITO IT 13 ZC 9/14/2013 IT0004331788 B.CAMPANIA 12 TV 2/27/2011 IT0004331796 B.CAMPANIA 13 3.9 2/27/2011 IT0004331804 BCA CARIGE 08/11 TV 3/11/2011 IT0004331861 CR VOLTERRA 08/11 TV 3/3/2011 IT0004331887 CARIVIT 08/11 TV 3/17/2011 IT0004331929 DEUTSCHE B. 18 TV 4/2/2011 IT0004331937 CR VOLTERRA 08/11 TV 2/28/2011 IT0004332208 EUROB.TRENT.11 TV 2/26/2011 IT0004332224 CARISPE 08/11 TV 4/1/2011 IT0004332232 CARISPE 08/12 3.5% 4/1/2011 IT0004332240 CREDIOP 12 TV 3/28/2011 IT0004332265 UNICREDIT 11 TV 2/26/2011 IT0004332299 CARIPRATO 08/11 3.30 3/7/2011 IT0004332323 DEUTSCHE B. 11 S-UP 3/4/2011 IT0004332356 BCA CARIGE 08/11 3.6 3/10/2011 IT0004332570 UNICREDIT 08/11 TV 3/21/2011 IT0004332679 CERT ALE UP-UP S-P C IT0004332687 CERT ALE STEP ENI C IT0004332695 CERT ALE FTSE/MIB C IT0004332729 CERT ALE CAP DJ EU C IT0004332810 B.MPS 08/11 3.65 C/A 3/31/2011 IT0004333073 B.BERGAMO 08/11 TV 3/10/2011 IT0004333305 CCR A.ADIGE 08/11 TV 2/27/2011 IT0004333321 CCR A.ADIGE 11 3.95 2/27/2011 IT0004333388 POP.LODI 08/11 TV 2/28/2011 IT0004333396 POP.LODI 08/11 3.42% 3/31/2011 IT0004333511 CERT ALE FTSE/MIB C IT0004333529 CERT ALE CAP ENI C IT0004333537 CERT ALE UNICREDIT C IT0004333545 CERT ALE BK AGR C IT0004333552 POP.NOVARA 08/11 TV 3/17/2011 IT0004333560 POP.VR-SGSP 08/13 TV 7/31/2011 IT0004333578 POP.MILANO 13 TV 4/30/2013 IT0004333594 POP.VR-SGSP 08/15 TV 2/28/2011 IT0004333644 POP.VR-SGSP 08/13 TV 6/30/2011 IT0004333651 POP.VR-SGSP 08/11 TV 2/28/2011 IT0004333719 ESCALUS FIN 08/14 5/8/2011 IT0004333727 POP.RAVENNA 11 3.85% 2/28/2011 IT0004333750 POP.VI 08/11 TV 3/17/2011 IT0004333768 POP.VI 08/11 3.7% 3/17/2011 IT0004334105 HYPO A.A.BANK 11 4.0 3/3/2011

Security Description Payment Date FungibleIT0004334113 BTB SPA 11 TV 3/30/2011 IT0004334410 ABAX 08/15 MULTIM. 3/31/2015 IT0004338445 B.ETRURIA 12 TV 4/15/2011 IT0004338494 BCC ROMA 12 TV 4/14/2011 IT0004338643 B.MARCHE 08/11 TV 3/6/2011 IT0004338668 LOFARMA SPA ORD IT0004338767 B.ETRURIA 11 3.7 4/10/2011 IT0004338817 GOLDEN BAR CL A 4/20/2011 IT0004338825 GOLDEN BAR CL B 4/20/2011 IT0004338833 GOLDEN BAR CL C 4/20/2011 IT0004338841 GOLDEN BAR CL D 4/20/2011 IT0004338858 BOTTICELLI FIN CL A 5/3/2011 IT0004338866 BOTTICELLI FIN CLS B 5/3/2011 IT0004339047 POP.LAZIO 11 TV 3/20/2011 IT0004339054 CRED.VALT.08/11 3.85 3/5/2011 IT0004339096 HYPO A.A.BANK 13 TV 4/14/2011 IT0004339104 POP.LAZIO 11 S-UP 3/20/2011 IT0004339138 CR CESENA 08/12 3.75 3/3/2011 IT0004343502 BCA CARIGE 08/18 TV 4/2/2011 IT0004343528 BCA CARIGE 08/13 TV 4/2/2011 IT0004343619 B.CRV 08/11 3.65% 3/14/2011 IT0004343643 BCC SORISOLE 12 TV 3/10/2011 IT0004343684 B.TOSCANA 08/18 TV 3/10/2011 IT0004343700 POP.BARI 14 TV 3/28/2011 IT0004343916 BCO BRESCIA 11 3.20 4/15/2011 IT0004343965 BANCAPULIA 08/13 5.1 3/31/2011 IT0004344112 CR FIRENZE 08/13 S-U 4/9/2011 IT0004344120 CR FIRENZE 08/12 3.4 4/9/2011 IT0004344153 B.ETRURIA 11 TV 3/10/2011 IT0004344187 BVC 08/11 3.2% 4/30/2011 IT0004344278 POP.SPOLETO 18 S UP 4/18/2011 IT0004344377 CR VOLTERRA 08/11 TV 3/17/2011 IT0004344443 VENETO BANCA 11 SU 3/20/2011 IT0004344476 VENETO B.08/11 TV 3/20/2011 IT0004344559 B.TOSCANA 08/12 3.6% 3/14/2011 IT0004344880 CR FABRIANO 08/11 TV 3/17/2011 IT0004344906 POP.LODI 08/11 TV 3/31/2011 IT0004345044 B.SARDEGNA 08/11 3.5 3/15/2011 IT0004345051 B.SARDEGNA 08/13 S-U 3/15/2011 IT0004345077 B.SARDEGNA 08/11 TV 3/15/2011 IT0004345085 B.AGRILEASING 11 TV 4/1/2011 IT0004345226 BCC MANZANO 11 TV 4/7/2011 IT0004345242 UNICREDIT 18 TV 3/31/2011 IT0004345275 POP.MONZA 08/11 TV 4/2/2011 IT0004345291 BCA CARIGE 08/15 TV 4/2/2011 IT0004345309 BCA CARIGE 08/17 TV 4/2/2011 IT0004345317 CERT IMI EQ DJ50 C IT0004345333 BNL 08/11 TV 3/31/2011 IT0004345903 B.MPS 08/11 TV 3/31/2011 IT0004345911 BCA CARIGE 08/11 3.6 4/2/2011 IT0004346034 CARIPIT 08/11 TV 4/4/2011 IT0004346083 B.CRV 08/13 ZC 3/18/2013 IT0004346273 B.TOSCANA 08/13 TV 3/31/2011

Security Description Payment Date FungibleIT0004346331 BCO S.GIORGIO 18 TV 3/14/2011 IT0004346356 VENETO B.08/18 SU 3/21/2011 IT0004346364 BVC 08/18 TV 3/14/2011 IT0004346513 CERT ABAX DJ EURO C IT0004346604 BCO S.GIORGIO 11 TV 3/31/2011 IT0004347065 DEUTSCHE B. 12 3.6% 3/27/2011 IT0004347107 POP.MILANO 18 4.5 4/18/2011 IT0004347131 B.CIVIDALE 11 TV 3/18/2011 IT0004347214 CERT IMI ENI C IT0004347222 CERT IMI ENEL C IT0004347230 CERT IMI BANKS C IT0004347495 BAM 08/11 3.80% 3/28/2011 IT0004347644 CARIVIT 08/11 TV 4/7/2011 IT0004347677 MEDIA FIN CL A SEN 4/28/2011 IT0004347685 MEDIA FIN CL B JUN 4/28/2011 IT0004347891 CERT ABAX NEWEMERG C IT0004347941 BIVERBANCA 13 3.65% 4/1/2011 IT0004347966 CARIPRATO 08/11 TV 3/28/2011 IT0004347974 BIVERBANCA 08/13 TV 4/1/2011 IT0004347982 BANCASAI 11 TV 5/15/2011 IT0004347990 BANCASAI 13 4,25% 5/15/2011 IT0004348006 B.ROMAGNA 12 TV 3/18/2011 IT0004348139 POP.A.ADIGE 08/13 TV 3/30/2011 IT0004348469 B.TOSCANA 13 3.886% 4/18/2011 IT0004348485 POP.RAVENNA 08/11 TV 3/19/2011 IT0004348519 B.ROMAGNA 12 TV 3/18/2011 IT0004348709 CR PR PC 08/15 ZC 11/30/2015 IT0004349244 B.NUOVA 08/12 3.80 4/2/2011 IT0004349251 BCO BRESCIA 08/11 ZC 4/14/2011 IT0004349772 B.TERCAS 11 OC 3/28/2011 IT0004349814 POP.MILANO 11 3.375 4/15/2011 IT0004349988 POP.RAVENNA 11 3.85% 3/25/2011 IT0004349996 POP.MILANO 11 TV 4/15/2011 IT0004350028 CERT ALE DJ EURO C IT0004350036 CERT ALE FTSE/MIB C IT0004350044 CERT ALE CAP ENEL C IT0004350051 CERT ALE SP/BRIC C IT0004350069 CERT ALE FTSE/MIB C IT0004350077 CR SOPRAMONTE 11 TV 4/1/2011 IT0004350085 BRE BANCA 08/11 TV 4/2/2011 IT0004350192 UNICREDIT 14 3.95% 4/30/2011 IT0004350291 B.MPS 08/12 3.7 C/AM 4/30/2011 IT0004350341 B.DESIO TOSCANA 11TV 5/2/2011 IT0004350473 POP.EMILRO 11 TV 3/31/2011 IT0004350598 UNICREDIT 13 TM 4/10/2011 IT0004350622 CCR A.ADIGE 08/11 TV 4/1/2011 IT0004350655 BCA SASSARI 08/12 TV 4/1/2011 IT0004350671 B.SASSARI 08/11 3.8% 4/1/2011 IT0004351117 B.CARIGE 08/11 3.65% 4/21/2011 IT0004351364 BCA ROMAGNA 11 3.75% 3/28/2011 IT0004351398 CREDIOP 11 TV 5/15/2011 IT0004351455 B.S.BIAGIO 08/14 TV 4/7/2011 IT0004351513 BETA FUNDING CL A 7/28/2011

Security Description Payment Date FungibleIT0004351562 POP.CROTONE 12 4.2 3/28/2011 IT0004351604 CARISPE 08/12 3.4% 5/2/2011 IT0004351612 CARISPE 08/11 TV 5/2/2011 IT0004351646 CR VOLTERRA 08/13 TV 4/15/2011 IT0004351679 CR.CESENA 08/12 TV 4/1/2011 IT0004351729 B.POP.LODI 08/11 3.6 4/30/2011 IT0004351737 CR CIVITAVEC. 11 S-U 4/23/2011 IT0004351760 MEDIOLEASING 18 TV 3/28/2011 IT0004352115 CR ASTI 08/23 TV 4/1/2011 IT0004352172 BANCAPULIA 08/13 5,1 4/15/2011 IT0004352248 UNICREDIT 14 TV 4/30/2011 IT0004352487 ANTONVENETA 11 3.65% 4/18/2011 IT0004352511 ANTONVENETA 08/11 TV 5/6/2011 IT0004352537 B.CRV 08/11 TV 4/11/2011 IT0004352545 POP RAVENNA 11 3.75% 4/3/2011 IT0004352552 POP RAVENNA 08/11 TV 4/3/2011 IT0004352586 B.MPS 08/18 TV 5/15/2011 IT0004352594 INTESA S.P.08/13 TM 4/30/2011 IT0004352636 BCO BRESCIA 08/12 TM 4/30/2011 IT0004352909 CARIVIT 08/11 TV 6/23/2011 IT0004352917 B.CIVIDALE 08/18 TV 4/7/2011 IT0004353014 BTB 11 4% 4/30/2011 IT0004353022 BTB 11 TV 4/30/2011 IT0004353162 POP.RAVENNA 11 TV 4/7/2011 IT0004353287 C.R.CESENA 12 TV 4/4/2011 IT0004353527 B.SARDEGNA 08/11 3.8 4/1/2011 IT0004353535 BNL 08/11 TV 4/30/2011 IT0004353618 POP.RAVENNA 11 3,75 4/4/2011 IT0004353634 CR SPOLETO 08/11 TV 4/30/2011 IT0004353725 CR VOLTERRA 08/11 TV 4/15/2011 IT0004353808 SIENA MORTGAGES 07-5 4/27/2011 IT0004354152 KEDRION ORD. IT0004354244 UNICREDIT SPA 13 TV 4/29/2011 IT0004354582 POP.RAVENNA 11 3.75% 4/8/2011 IT0004354590 PROV.PADOVA TF 08/28 4/10/2011 IT0004354707 UNICREDIT SPA 14 SUP 5/5/2011 IT0004354806 CERT ALE S-P BRIC C IT0004354814 CERT ALE MEDIOB C IT0004354822 CERT ALE FTSE/MIB C IT0004354830 CERT ALE ALT.EN. C IT0004355357 POP.EMILRO 11 TV 4/14/2011 IT0004355423 CREDEM 08/11 TV 4/28/2011 IT0004355530 BCO BRESCIA 11 3.50% 5/8/2011 IT0004355563 B.PIEMONTE 11 TV 4/30/2011 IT0004355571 POP.FRIULADRIA 11 TV 3/3/2011 IT0004356645 MARS 2600 CL A 2EMIS 4/26/2011 IT0004356660 MARS 2600 CL B 2EMIS 4/26/2011 IT0004356678 MARS 2600 CL C 2EMIS 4/26/2011 IT0004356694 POP.RAVENNA 11 3,75% 4/11/2011 IT0004356751 ENERVIT ORD IT0004356769 BCO S.GIORGIO 11 TV 4/28/2011 IT0004356843 BTP 08/23 4,75% 8/1/2011 IT0004357049 CERT IMI BASKET C

Security Description Payment Date FungibleIT0004357098 B.ETRURIA 12 TV 4/30/2011 IT0004357106 B.ETRURIA 12 TV 4/30/2011 IT0004357429 BCA IMI 08/12 TM 5/16/2011 IT0004357437 BCA CARIGE 08/13 TV 5/2/2011 IT0004357452 BCA CARIGE 08/13 4.0 5/2/2011 IT0004357460 BCA CARIGE 11 3.75 5/2/2011 IT0004357684 POP.RAVENNA 11 TV 4/15/2011 IT0004358054 CR FIRENZE 08/12 4.2 5/19/2011 IT0004358138 B.SARDEGNA 08/11 TV 7/1/2011 IT0004358187 BCC CASTENASO 11 TV 4/21/2011 IT0004358393 POP.EMILRO 12 3.9 4/21/2011 IT0004358427 SESTANE FIN CL A 3/24/2011 IT0004358443 SESTANTE FIN CL B 3/24/2011 IT0004358476 BNL 08/11 TV 4/30/2011 IT0004358815 POP INTRA 08/11 TV 5/2/2011 IT0004358823 POP.INTRA 08/11 4.25 5/15/2011 IT0004359011 POP.RAVENNA 11 3,75% 4/16/2011 IT0004359029 P.S.BTP 08/23 8/1/2023 IT0004359037 TERNIENERGIA ORD IT0004359235 POP.VI 08/12 TV 5/9/2011 IT0004359425 POP SPOLETO 08/11 SU 5/30/2011 IT0004359433 POP SPOLETO 08/11 SU 6/30/2011 IT0004359466 POP.BERGAMO 11 3.45 5/13/2011 IT0004359615 BCC PAD OR 08/11 3.9 5/2/2011 IT0004359789 POP.EMILRO 11 TV 4/21/2011 IT0004359821 B.CIVIDALE 08/11 TV 4/15/2011 IT0004359862 BAM 08/11 4.20% 5/2/2011 IT0004359912 CARIPRATO 08/11 TV 5/16/2011 IT0004359920 CARIPIT 08/11 TV 5/20/2011 IT0004359946 VENETO B.08/11 TV 4/28/2011 IT0004359953 VENETO B.08/11 SU 4/28/2011 IT0004360100 B.DESIO 08/11 SU 5/2/2011 IT0004360118 POP RAVENNA 08/11 ZC 4/23/2011 IT0004360357 UNIPOL BCA 08/11 TV 4/30/2011 IT0004360431 POP RAVENNA 08/11 TV 4/23/2011 IT0004360688 B.CAMPANIA 11 3.8 4/29/2011 IT0004360977 B.BRESCIA 08/11 3.50 5/21/2011 IT0004360985 B.BRESCIA 08/11 TV 5/21/2011 IT0004361041 BTP 4,50% 08/18 8/1/2011 IT0004361264 BRE BANCA 08/11 TV 6/4/2011 IT0004361280 ITALFIN SV 2 CL A1 4/14/2011 IT0004361298 ITALFIN SV 2 CL A2 4/14/2011 IT0004361306 BRE BANCA 08/11 3.50 6/4/2011 IT0004361322 BRE BANCA 08/11 3.90 6/4/2011 IT0004361371 BCA CARIGE 08/18 TV 5/12/2011 IT0004361454 B.BRESCIA 08/11 TV 5/22/2011 IT0004361470 C.R.ORVIETO 11 TV 5/26/2011 IT0004361538 CR RAVENNA 08/11 TV 5/2/2011 IT0004361769 CR FIRENZE 08/11 TV 5/30/2011 IT0004361793 BPCI 08/11 TV 6/3/2011 IT0004361801 BPCI 08/11 3.60 6/3/2011 IT0004361850 CREDEM 08/11 TV 5/12/2011 IT0004362254 B.DESIO 08/11 TV 5/15/2011

Security Description Payment Date FungibleIT0004362262 CERT ALE DJ EURO C IT0004362270 CERT ALE FTSE/MIB C IT0004362288 B.BRESCIA 08/11 3.50 4/28/2011 IT0004362304 CERT ALE S-P/BRIC C IT0004362312 CERT ALE S-P 500 C IT0004362320 CERT ALE DJ EURO C IT0004362353 B.DESIO 08/13 TV 6/3/2011 IT0004362379 BRE BANCA 08/11 4% 5/15/2011 IT0004362429 CR VOLTERRA 08/11 TV 5/2/2011 IT0004362452 B.MPS 08/11 TV 5/5/2011 IT0004362510 CERT IMI FTSE/MIB C IT0004362528 CERT IMI DJ EURO C IT0004362536 CERT IMI DJ EURO C IT0004362544 CERT IMI SP/GSCI C IT0004362734 CERT ALE CAP TELEC C IT0004362767 B.ROMAGNA 12 TV 4/30/2011 IT0004362775 POP.RAVENNA 11 TV 4/29/2011 IT0004362858 CR RAVENNA 08/15 TV 6/30/2011 IT0004362890 BVC 08/11 3.6% 5/30/2011 IT0004362908 BVC 08/11 4% 5/30/2011 IT0004363096 POP.LODI 08/11 3.8% 5/30/2011 IT0004363203 BCA LEGNANO 08/11 TV 5/5/2011 IT0004363450 P.S. BTP 01/08/18 8/1/2018 IT0004363690 POP.RAVENNA 11 4,35% 5/5/2011 IT0004363740 B.BERGAMO 08/11 TV 5/16/2011 IT0004364185 VELA MORTGAGES CL A 4/26/2011 IT0004364193 VELA MORTGAGES CL B 4/26/2011 IT0004364201 SIENA MORTGAGES CL C 4/26/2011 IT0004364292 INTESA S.P.08/11 TV 3/16/2011 IT0004364300 UNICREDIT 11 4.95 5/6/2011 IT0004364375 POP.MAROST. 11 4.15% 6/3/2011 IT0004364391 B.SARDEGNA 08/12 4% 5/1/2011 IT0004364516 B.TOSCANA 08/18 TV 5/12/2011 IT0004364524 B.TOSCANA 08/11 4.29 5/12/2011 IT0004364748 POP.RAVENNA 11 4.25% 5/6/2011 IT0004364854 CARISPE 08/12 3.8% 6/9/2011 IT0004364888 CARISPE 08/11 TV 3/9/2011 IT0004364920 CENTROSIM 08/14 TV 5/15/2011 IT0004365109 B.TOSCANA 08/13 TV 3/4/2011 IT0004365281 F.IM.COM.MILANO I B IT0004365315 POP.RAVENNA 11 TV 5/8/2011 IT0004365349 B.POPOLARE 08/11 TM 5/30/2011 IT0004365364 POP.EMILRO 11 TV 5/12/2011 IT0004365489 UNICREDIT 14 TV 3/6/2011 IT0004365497 UNICREDIT SPA 15 SUP 6/6/2011 IT0004365513 BNL 08/11 TV 3/4/2011 IT0004365554 BTP 08/13 4.25% 4/15/2011 IT0004365836 CREDEM 08/14 TV 3/9/2011 IT0004366032 BCA CARIGE 08/13 TV 6/4/2011 IT0004366040 BCA CARIGE 08/11 4.0 6/4/2011 IT0004366065 WARRANT PIERREL ORD IT0004366115 CR FOLIGNO 08/11 TV 6/30/2011 IT0004366230 POP.CROTONE 13 4.3 5/12/2011

Security Description Payment Date FungibleIT0004366255 UNICREDIT 11 TV 5/12/2011 IT0004366347 INTESA S.P.08/11 TV 6/30/2011 IT0004366420 CR PR PC 08/15 ZC 12/20/2015 IT0004366453 POP.RAVENNA 11 TV 5/13/2011 IT0004366461 POP.NOVARA 08/11 TV 2/28/2011 IT0004366610 B.DESIO 08/12 SU 6/3/2011 IT0004366636 CARIFAC 08/11 TV 5/15/2011 IT0004369515 BCP 08/11 4% 6/6/2011 IT0004369572 VENETO B.08/11 SU 5/16/2011 IT0004369580 B.ETRURIA 18 TV 2/21/2011 IT0004369606 B.MERIDIANA 08/11 SU 6/3/2011 IT0004369614 B.MERIDIANA 08/11 TV 6/3/2011 IT0004369796 POP.VR-SGSP 08/11 TV 5/20/2011 IT0004369804 POP.VR-SGSP 08/11 TV 5/20/2011 IT0004369812 CERT ALE TELECOM C IT0004369820 CERT ALE CAP BK AG C IT0004369838 CERT ALE FTSE/MIB C IT0004369846 CERT ALE CAP DJ EU C IT0004369861 UNICREDIT 11 TV 5/20/2011 IT0004369952 CERT ABAX CROSSOV C IT0004369986 CR VOLTERRA 08/11 TV 2/19/2011 IT0004370018 BCA CARIGE 08/13 4.2 6/4/2011 IT0004370240 ALFA SKYE SENIOR C A 5/2/2011 IT0004370331 ALFA SKYE MEZZ CL B 5/2/2011 IT0004370349 POP APRILIA 11 3.90 5/19/2011 IT0004370356 ALFA SKYE MEZZ CL C 5/2/2011 IT0004370380 ALFA SKYE MEZZ CL D 5/2/2011 IT0004370422 CERT ALE BASKET C IT0004370448 ERGYCAPITAL ORD IT0004370455 WARRANT ERGYCAPITAL IT0004370463 RETELIT ORD POST RG IT0004370653 CR FIRENZE 08/11 TV 3/11/2011 IT0004370679 POP.VR-SGSP 08/13 TV 3/20/2011 IT0004370687 CERT IMI BSK BLAC C IT0004370695 POP.VR-SGSP 08/11 TV 2/20/2011 IT0004370703 POP.VR-SGSP 08/11 TV 5/20/2011 IT0004370885 ASTI FINANCE CLASS A 5/27/2011 IT0004370950 GRECALE SENIOR CL A 7/22/2011 IT0004370992 POP. MILANO 08/18 TV 3/18/2011 IT0004371008 B.LEGNANO 11 TV 5/16/2011 IT0004371016 POP.BARI 14 TV 3/29/2011 IT0004371040 CR.CESENA 08/11 4% 5/19/2011 IT0004371057 B.TOSCANA 08/11 TV 6/20/2011 IT0004371099 WARRANT RETELIT IT0004371172 MEDIOLEASING CL A 4/26/2011 IT0004371180 MEDIOLEASING CL B 4/26/2011 IT0004371487 HYPO A.A.BANK 11 TV 2/21/2011 IT0004371826 C.R.ORVIETO 11 TV 7/3/2011 IT0004371834 INTESA S.P.08/13 TV 2/26/2011 IT0004371842 16 UNO FIN CL A S.4 3/22/2011 IT0004371859 16 UNO FIN CL B S 4 3/22/2011 IT0004371867 16 UNO FIN CL C S 4 3/22/2011 IT0004371875 16 UNO FIN CL D S.4 3/22/2011

Security Description Payment Date FungibleIT0004371883 16 UNO FIN CL E S.4 3/22/2011 IT0004371891 CERT IMI DJEUR C IT0004372055 POP.RAVENNA 11 4,35% 5/22/2011 IT0004372071 B.POP.08/11 TV 6/30/2011 IT0004372121 POP. LAZIO 08/11 TV 3/4/2011 IT0004372139 POP.LAZIO 08/11 S.UP 6/4/2011 IT0004372162 CREDIOP 12 TV 6/26/2011 IT0004372303 MERCURIO MORT CL A 7/25/2011 IT0004372394 POP.CROTONE 11 TV 5/27/2011 IT0004372519 CARISPAQ 08/11 4.2% 3/10/2011 IT0004372592 BANCASAI 14 ZC 7/11/2014 IT0004372782 CARIPRATO 08/11 TV 6/16/2011 IT0004372790 CARIPRATO 08/11 TV 3/16/2011 IT0004372865 BNL 08/11 TM 6/26/2011 IT0004372873 BPCI 08/11 TV 6/30/2011 IT0004372881 BRE BANCA 08/11 TV 6/16/2011 IT0004372907 POP.LODI 08/11 TV 6/3/2011 IT0004373244 BCA CARIGE 08/11 TV 3/10/2011 IT0004373517 POP.BERGAMO 11 5.26 6/18/2011 IT0004373525 CARIPIT 08/11 4.10 7/14/2011 IT0004373533 POP.BERGAMO 11 5.26 6/24/2011 IT0004373566 CARICHIETI 08/11 TV 6/27/2011 IT0004373632 CR LUCCA 08/13 TV 6/9/2011 IT0004373699 BVC 08/11 4% 6/30/2011 IT0004373806 B.POPOLARE 08/11 TV 3/9/2011 IT0004373947 B.AGRILEASING 12 TV 7/1/2011 IT0004374192 BCC C.COVO 12 TV 6/23/2011 IT0004374200 B.ETRURIA 12 TV 3/31/2011 IT0004374218 CR FIRENZE 08/12 4.3 3/30/2011 IT0004374226 B.ETRURIA 11 TV 7/1/2011 IT0004374309 CR FIRENZE 08/11 TV 6/30/2011 IT0004374358 POP.BERGAMO 11 4.3 7/16/2011 IT0004374366 B.SARDEGNA 08/13 ZC 7/16/2013 IT0004374374 BPCI 08/11 TV 6/30/2011 IT0004374432 POP RAVENNA 11 4.58% 6/9/2011 IT0004374465 B.CARIME 08/11 TV 3/30/2011 IT0004374598 CARIPRATO 08/11 4.10 6/20/2011 IT0004374622 CR SOPRAMONTE 12 TV 6/15/2011 IT0004374648 CARISPE 08/11 4.3% 4/16/2011 IT0004374655 CR SOPRAMONTE 13 TV 6/15/2011 IT0004374671 CR SOPRAMONTE 11 TV 6/15/2011 IT0004374697 CARISPE 08/12 4% 4/16/2011 IT0004374705 CARISPE 08/11 TV 4/16/2011 IT0004374804 CARIVIT 08/11 TV 6/27/2011 IT0004374861 VENETO B.08/11 S-U 6/23/2011 IT0004374903 BCA GALILEO 08/11 TV 3/31/2011 IT0004374960 B.CIVIDALE 08/11 TV 3/9/2011 IT0004374986 VENETO B.08/11 TV 6/23/2011 IT0004375009 B.CARIME 08/11 4% 3/30/2011 IT0004375041 B.CARIME 08/11 S-D 3/30/2011 IT0004375090 POP.MILANO 11 TV 6/30/2011 IT0004375108 B.TOSCANA 08/11 4.4% 3/16/2011 IT0004375173 B.BRESCIA 11 4.00% 7/1/2011

Security Description Payment Date FungibleIT0004375389 UNI LAND ORD IT0004375538 BCO BRESCIA 08/11 TV 3/30/2011 IT0004375561 B.SASSARI 08/12 TV 6/16/2011 IT0004375652 B.CARIME 08/11 TV 3/30/2011 IT0004375736 BCA IMI 08/14 TM 9/23/2011 IT0004375769 BRE BANCA 08/11 4.35 7/1/2011 IT0004375777 POP.MONZA 08/11 TV 7/2/2011 IT0004375843 BCA CARIGE 08/11 4.7 7/1/2011 IT0004375934 B.BERGAMO 08/11 4.7% 6/27/2011 IT0004375959 VENETO B.08/11 TV 3/13/2011 IT0004375975 B.MPS 08/12 TV 6/30/2011 IT0004375983 POP.MAROSTICA 11 TV 4/8/2011 IT0004376015 BCO S.GIORGIO 11 TV 3/30/2011 IT0004376023 BCO S.GIORGIO 11 TV 3/23/2011 IT0004376049 CR VOLTERRA 08/11 TV 3/16/2011 IT0004376072 BCA CARIGE 08/13 TV 7/1/2011 IT0004376080 POP.ANCONA 11 4.5 7/7/2011 IT0004376098 POP LANCIANO 11 ZC 6/12/2011 IT0004376114 B.MPS 08/11 5% 6/30/2011 IT0004376148 CR CASTELLO 11 4.6% 6/16/2011 IT0004376155 BVC 08/11 OC 6/30/2011 IT0004376395 A-LEASING CL A 4/18/2011 IT0004376403 A-LEASING CLASSE B 4/18/2011 IT0004376411 A-LEASING CLASSE C 4/18/2011 IT0004376437 24-7 FINANCE CL A 2/21/2011 IT0004376460 POP RAVENNA 08/11 TV 6/13/2011 IT0004376585 POP.ANCONA 11 4.10% 7/2/2011 IT0004376676 C.CEN.RAIFF.08/11 TV 6/18/2011 IT0004376684 CARISPAQ 08/11 4.2% 3/16/2011 IT0004376742 POP.BERGAMO 11 TV 3/30/2011 IT0004376981 ADRIATICO FIN CL A 4/20/2011 IT0004376999 ADRIATICO FIN CL B 4/20/2011 IT0004377096 BCO BRESCIA 11 4.25% 7/23/2011 IT0004377104 BCO BRESCIA 08/11 TV 7/18/2011 IT0004377195 C. TRENTINO 17 5.131 12/31/2011 IT0004377260 BCA CARIGE 08/18 TV 7/1/2011 IT0004377435 POP.BERGAMO 11 4.5 7/31/2011 IT0004377450 BNL 08/11 TV 4/3/2011 IT0004377518 CARISPAQ 08/11 4.2% 3/18/2011 IT0004377559 BIVERBANCA 12 4.95% 7/1/2011 IT0004377567 BIVERBANCA 08/13 TV 7/1/2011 IT0004377963 B.POP.08/11 5.1% 7/31/2011 IT0004378094 B.POP. 08/11 4% 7/31/2011 IT0004378102 CARISPAQ 08/11 TV 3/23/2011 IT0004378177 EUROB.TRENTINO 11 TV 3/20/2011 IT0004378185 POP.ANCONA 11 4.5 8/4/2011 IT0004378243 B.POPOLARE 08/11 TM 7/31/2011 IT0004378318 POP.ANCONA 11 TV 7/8/2011 IT0004378334 B.ROMAGNA 12 TV 3/18/2011 IT0004378367 POP.RAVENNA 11 4.58% 6/18/2011 IT0004378383 DEUTSCHE BANK 13 TV 7/9/2011 IT0004378490 POP.MILANO 15 TV 8/29/2015 IT0004378524 POP.A.ADIGE 13 TV 3/30/2011

Security Description Payment Date FungibleIT0004378672 BAM 08/11 5.10% 6/27/2011 IT0004378920 CREDEM 08/14 TV 3/30/2011 IT0004378961 POP.EMILRO 12 4.3 6/23/2011 IT0004379068 POP.MILANO 11 TV 2/28/2011 IT0004379076 POP.MILANO 11 TV 3/30/2011 IT0004379217 POP.BERGAMO 11 TV 7/16/2011 IT0004379241 POP.BERGAMO 11 5.25 6/25/2011 IT0004379258 POP.BERGAMO 11 5.26 6/26/2011 IT0004379316 POP.MILANO 11 TV 7/31/2011 IT0004379522 B.LEGNANO 11 TV 6/23/2011 IT0004379670 PROV.BOLOGNA TV 33 6/30/2011 IT0004379738 UNICREDIT 11 TV 7/1/2011 IT0004379811 B.FORLI' 08/11 TV 4/1/2011 IT0004380074 CR CESENA 08/11 4.5% 6/23/2011 IT0004380322 B.MPS 08/12 5.05%C/A 4/30/2011 IT0004380504 POP.MILANO 12 TV 6/30/2011 IT0004380546 BTP IND 2.35% 08/19 3/15/2011 IT0004380553 BNL 08/11 TV 3/18/2011 IT0004380694 CLARIS 2008 CLASSE A 6/20/2011 IT0004380702 CLARIS 2008 CL B 6/20/2011 IT0004380710 CLARIS 2008 CL C1 6/20/2011 IT0004380728 CLARIS 2008 CL C2 6/20/2011 IT0004380793 CERT IMI ENEL C IT0004381437 CERT ALE FTSE/MIB C IT0004381445 CERT ALE S&P/BRIC C IT0004381452 CERT ALE ENEL C IT0004381460 CERT ALE UNICREDIT C IT0004381528 BRE BANCA 08/11 3.70 7/1/2011 IT0004381544 POP.ANCONA 11 TV 6/19/2011 IT0004381569 BRE BANCA 08/11 4% 7/1/2011 IT0004381585 POP.ANCONA 11 3.7 6/19/2011 IT0004381635 BCA IMI 08/13 4.30% 6/30/2011 IT0004381809 B.TOSCANA 08/11 TV 6/16/2011 IT0004381890 B.LEGNANO 11 TV 5/28/2011 IT0004381908 POP.EMILRO 11 TV 5/30/2011 IT0004381916 POP.RAVENNA 11 TV 2/26/2011 IT0004381999 BRE BANCA 08/11 TV 7/1/2011 IT0004382005 BPCI 08/11 4% 6/30/2011 IT0004382021 B.ROMAGNA 11 4.25 5/27/2011 IT0004382112 CR AL 08/11 TV 7/7/2011 IT0004382120 CR AL 08/13 TV 7/7/2011 IT0004382138 B.NUOVA 08/13 4.30% 5/30/2011 IT0004382179 B.CRV 08/11 TV 6/12/2011 IT0004382187 B.CRV 08/11 TV 6/12/2011 IT0004382203 B.CRV 08/11 3.65% 6/12/2011 IT0004382401 B.M.PARMA 13 4.3% 5/27/2011 IT0004382427 B.CARIME 08/11 TV 3/17/2011 IT0004382443 B.CARIME 08/11 S-D 3/17/2011 IT0004382468 B.CARIME 08/11 3.75% 3/17/2011 IT0004382567 BAM 08/11 4.60% 6/6/2011 IT0004382633 B.SARDEGNA 08/12 4.2 6/1/2011 IT0004382641 B.SARDEGNA 08/11 TV 6/1/2011 IT0004383052 BCA CARIGE 08/11 TV 3/17/2011

Security Description Payment Date FungibleIT0004383078 CR VOLTERRA 11 4.25 5/30/2011 IT0004383169 UNICREDIT SPA 14 TV 3/27/2011 IT0004383177 UNICREDIT 15 S UP 6/27/2011 IT0004383300 CW UI FTSE/MIB C IT0004383326 CW UI FTSE/MIB C IT0004383334 CW UI FTSE/MIB P IT0004383342 CW UI FTSE/MIB C IT0004383359 CW UI FTSE/MIB C IT0004383367 CW UI FTSE/MIB P IT0004383441 B.BRESCIA 11 TV 6/12/2011 IT0004383458 POP.BERGAMO 11 TV 3/17/2011 IT0004383482 POP.BERGAMO 11 3.95% 6/30/2011 IT0004384902 B.DESIO 08/11 4% 6/16/2011 IT0004385313 B.TOSCANA 08/18 TV 3/16/2011 IT0004385339 B.LEGNANO 11 TV 6/16/2011 IT0004385511 B.CARIME 08/11 TV 7/31/2011 IT0004385560 B.MONTE PR 08/13 4.6 6/25/2011 IT0004385586 B.CARIME 08/11 4.5% 4/30/2011 IT0004385594 B.CARIME 11 STEP DOW 4/30/2011 IT0004385776 BC LEVERANO 08/11 TV 7/1/2011 IT0004386014 POP.EMILRO 11 TV 6/27/2011 IT0004386048 B.CIVIDALE 08/11 TV 3/27/2011 IT0004386089 B.POPOLARE 08/11 TV 4/30/2011 IT0004386113 B.S.GIORGIO 11 4.65% 7/18/2011 IT0004386121 B.POP. 08/13 TV 7/31/2011 IT0004386139 POP.BERGAMO 11 TV 4/16/2011 IT0004386154 BCO S.GIORGIO 11 TV 4/18/2011 IT0004386345 B.MARCHE 08/11 4.6% 6/30/2011 IT0004386352 B.SASSARI 08/11 4.2% 7/1/2011 IT0004386402 POP.RAVENNA 11 4.58% 7/1/2011 IT0004386444 B. CARIGE 08/13 4.75 7/15/2011 IT0004386535 B.MPS 08/11 TV 4/30/2011 IT0004386667 TOWER FIN S.JUNIOR 5/5/2011 IT0004386675 TOWER FIN JUNIOR 5/5/2011 IT0004386683 TOWER FIN SENIOR 5/5/2011 IT0004386717 B.POPOLARE 08/11 4.7 7/31/2011 IT0004386782 B.POPOLARE 08/12 ZC 7/31/2012 IT0004386832 B.POPOLARE 08/11 TV 7/15/2011 IT0004386915 CERT ALE FTSE/MIB C IT0004386923 CERT ALE DJ EURO C IT0004386931 CERT ALE ENEL C IT0004386949 CERT ALE FTSE/MIB C IT0004386964 BPCI 08/11 TV 7/31/2011 IT0004386972 BRE BANCA 08/11 TV 2/19/2011 IT0004386980 VENETO B. 08/11 TV 6/30/2011 IT0004387137 B.MPS 08/11 5% 7/31/2011 IT0004387210 CR PR PC 08/11 TV 3/15/2011 IT0004387251 B.S.BIAGIO 08/13 TV 4/8/2011 IT0004387301 BCC TUSCOLO 11 TV 7/4/2011 IT0004387335 B.S.BIAGIO 11 4.75 7/21/2011 IT0004387434 CR VOLTERRA 08/11 TV 4/1/2011 IT0004387467 POP.VI 08/12 4.8% 8/1/2011 IT0004387509 CCR A ADIGE 08/11 TV 7/2/2011

Security Description Payment Date FungibleIT0004387681 BPCI 08/11 ZC 7/31/2011 IT0004387749 BPCI 08/11 5.15% 4/1/2011 IT0004387764 CR AL 08/13 TV 8/5/2011 IT0004387772 CR AL 08/11 TV 8/5/2011 IT0004387962 B.TOSCANA 08/11 4.97 4/16/2011 IT0004388077 CR FABRIANO 08/11 TV 4/15/2011 IT0004388093 CR FIRENZE 8/11 4,85 8/6/2011 IT0004388101 CR FIRENZE 11 SD 8/6/2011 IT0004388168 CR VOLTERRA 08/11 TV 4/8/2011 IT0004388234 B.ROMAGNA C.08/12 TV 7/15/2011 IT0004388366 POP.VI 08/11 5% 8/1/2011 IT0004388382 BCA CARIPE 08/11 ZC 6/30/2011 IT0004388473 CERT ALE 1+1 FIAT C IT0004388481 CERT ALE DJ EURO C IT0004388887 BCA IMI 08/13 TV 4/30/2011 IT0004388960 BRE 08/11 TV 7/17/2011 IT0004388978 BRE 08/11 4.30% 2/19/2011 IT0004389042 ADRIATICO SME CL A 3/20/2011 IT0004389133 B.LEGNANO 11 TV 7/15/2011 IT0004389182 BCC CAMUNA 16 TV 7/25/2011 IT0004389539 DEUTSCHE B. 08/13 TV 8/5/2011 IT0004389711 POP.ANCONA 11 TV 7/29/2011 IT0004389737 POP INTRA 08/12 TV 8/12/2011 IT0004389752 POP INTRA 08/11 TV 7/31/2011 IT0004389760 POP INTRA 08/11 5% 8/12/2011 IT0004389984 CARISPE 08/11 TV 2/18/2011 IT0004390008 CARISPE 08/11 4% 2/18/2011 IT0004390016 CARISPE 08/11 TV 2/18/2011 IT0004390024 CARISPE 08/11 TV 2/18/2011 IT0004390032 CARISPE 08/11 4.6% 2/18/2011 IT0004390057 BCA CARIGE 08/13 TV 8/1/2011 IT0004390131 B.INTERMOBIL.11 TV 7/18/2011 IT0004390248 B.SARDEGNA 08/12 4.5 7/1/2011 IT0004390487 CR CESENA 08/11 4.55 7/7/2011 IT0004390743 B.ETRURIA 12 TV 5/1/2011 IT0004390875 B. NUOVA 08/11 TV 4/11/2011 IT0004390909 CR FOSSANO 08/12 TV 4/15/2011 IT0004391006 CR VOLTERRA 08/11 TV 4/17/2011 IT0004391188 BTB 08/11 TV 4/30/2011 IT0004391287 BNL 08/11 4.80% 7/31/2011 IT0004391576 BVC 08/11 4.3% 8/4/2011 IT0004391592 B.BERGAMO 08/11 TV 8/4/2011 IT0004391626 P.MILANO 11 5.5 C.B. 7/15/2011 IT0004391642 COMUR IMM. 10/13 TV 7/15/2011 IT0004391766 BNL 08/11 TV 4/30/2011 IT0004391790 B.CARIGE 08/13 4.75 8/1/2011 IT0004391949 BVC 08/12 4.65% 8/4/2011 IT0004392186 CR PR PC 08//11 TV 4/15/2011 IT0004392228 B.CIVIDALE 08/11 TV 7/16/2011 IT0004392285 POP.BERGAMO 11 4.3 7/31/2011 IT0004392608 POP.LANCIANO 11 TV 7/10/2011 IT0004392665 B.MPS 08/11 4.77% 8/5/2011 IT0004392699 B.CRV 08/11 TV 7/23/2011

Security Description Payment Date FungibleIT0004392707 B.DESIO 08/11 TV 5/1/2011 IT0004392723 POP. LANCIANO 11 ZC 7/10/2011 IT0004392855 BPCI 08/11 ZC 8/18/2011 IT0004392871 BCO S.GIORGIO 11 TV 4/30/2011 IT0004393176 HYPO A.A.BANK 11 TV 4/21/2011 IT0004393242 B.POPOLARE 08/11 5% 8/29/2011 IT0004393283 BPCI 08/11 TV 2/28/2011 IT0004394133 POP.RAVENNA 11 TV 4/18/2011 IT0004394141 POP.RAVENNA 11 TV 7/17/2011 IT0004394158 BCA CARIGE 08/18 TV 8/1/2011 IT0004394240 B.POPOLARE 08/11 4.5 2/28/2011 IT0004394257 B.POPOLARE 08/12 ZC 8/29/2012 IT0004394281 CR CESENA 08/12 TV 4/18/2011 IT0004394315 VENETO B.08/11 SU 7/31/2011 IT0004394323 VENETO B.08/11 5.20% 7/31/2011 IT0004394331 BLS ORD. 01/11/08 IT0004394380 BCC TUSCOLO 11 TV 7/29/2011 IT0004394430 BAM 08/11 4.90% 7/25/2011 IT0004394513 CW IMI FTSE 100 C IT0004394539 CW IMI MSCI W. C IT0004394760 POP APRILIA 12 4.70 7/23/2011 IT0004394802 B.POPOLARE 08/12 TV 8/29/2011 IT0004394836 BCO BRESCIA 08/11 TV 2/20/2011 IT0004395031 POP RAVENNA 08/11 TV 8/1/2011 IT0004395049 POP.RAVENNA 11 ZC 7/22/2011 IT0004395130 GRUPPO MINERALI ORD IT0004395155 POP.BERGAMO 11 TV 2/28/2011 IT0004395163 POP.BERGAMO 11 TV 5/13/2011 IT0004395171 BCO BRESCIA 08/11 4% 2/26/2011 IT0004395221 BCO BRESCIA 08/11 TV 2/26/2011 IT0004395239 AGRISECURTIES CL A 3/17/2011 IT0004395247 AGRISECURITIES CL B 3/17/2011 IT0004395254 AGRISECURITIES CL J 3/17/2011 IT0004395411 CARIVIT 08/11 TV 2/18/2011 IT0004395486 POP VICENZA 08/11 TV 2/22/2011 IT0004395510 B.POPOLARE 08/13 TV 8/29/2011 IT0004395569 POP.BERGAMO 11 4.25 8/11/2011 IT0004395635 ZEPHYROS FIN CL A1 2/28/2011 IT0004395643 ZEPHYROS FIN CL A2 2/28/2011 IT0004395825 BNL 08/11 4.60% 7/31/2011 IT0004395833 APULIA FIN 4 CL A 6/20/2011 IT0004395866 CARISPO 08/11 TV 8/8/2011 IT0004395973 B.NUOVA 08/13 4.80% 8/1/2011 IT0004395981 POP VICENZA 11 4.95 2/22/2011 IT0004396047 B.ROMAGNA 11 4.5 7/23/2011 IT0004396054 B.MERIDIANA 08/11 TV 2/27/2011 IT0004396062 B.MERIDIANA 08/11 5% 2/27/2011 IT0004396336 CR.CESENA 08/11 4.4% 7/23/2011 IT0004396344 POP.BERGAMO 11 4.75 8/1/2011 IT0004396385 B.CARIME 08/11 4.45% 2/28/2011 IT0004396393 B.CARIME 08/11 SD 2/28/2011 IT0004396476 CR PR PC 08/15 ZC 9/28/2015 IT0004396492 POP.MILANO 18 TV 4/20/2011

Security Description Payment Date FungibleIT0004396740 CARISPE 08/11 TV 3/16/2011 IT0004396757 CARISPE 08/11 TV 3/16/2011 IT0004396765 CARISPE 08/11 4% 3/16/2011 IT0004396880 POP.BERGAMO 11 4.5 8/12/2011 IT0004396898 POP.ANCONA 11 4.4% 2/20/2011 IT0004396922 B.CARIME 08/11 TV 2/28/2011 IT0004397136 B.TOSCANA 08/11 TV 7/31/2011 IT0004397144 B.CAMPANIA 08/12 TV 7/31/2011 IT0004397177 B. CAMPANIA 13 4.60% 7/31/2011 IT0004397185 BCA CAMPANIA 11 4.40 7/31/2011 IT0004397219 POP SPOLETO 11 S-UP 2/28/2011 IT0004397227 POP SPOLETO 08/11 SU 7/31/2011 IT0004397292 BCA IMI 08/14 TM 11/27/2011 IT0004397326 BRE BANCA 08/11 TV 8/8/2011 IT0004397359 QUARZO SENIOR 08/20 2/20/2011 IT0004397367 QUARZO JUNIOR 08/20 2/20/2011 IT0004397524 CCR A.ADIGE 08/11 TV 8/1/2011 IT0004397599 CERT ALE FTSE/MIB C IT0004397607 CERT ALE GENERALI C IT0004397730 B.CRV 08/11 TV 8/8/2011 IT0004397805 POP.EMILRO 11 TV 8/1/2011 IT0004397946 DEUTSCHE B. 08/13 TV 3/2/2011 IT0004398092 ADRIANO FIN CL A 8/5/2011 IT0004398183 B.DESIO TOSCANA 11TV 2/18/2011 IT0004398191 BNL 08/11 4.60% 8/29/2011 IT0004398357 CR VOLTERRA 08/11 TV 5/1/2011 IT0004398431 CARIPRATO 08/11 5.00 2/18/2011 IT0004398456 BCO BRESCIA 08/11 4% 3/18/2011 IT0004398464 BCO BRESCIA 08/11 TV 3/18/2011 IT0004398597 CARIPRATO 08/11 TV 2/18/2011 IT0004398621 B.MPS 8/11 4,85% 3/2/2011 IT0004398886 B.LEGNANO 11 TV 3/15/2011 IT0004398902 B.TOSCANA 08/18 TV 2/21/2011 IT0004398910 B.TOSCANA 08/11 TV 2/21/2011 IT0004398928 B.TOSCANA 08/11 TV 2/28/2011 IT0004398936 B.TOSCANA 11 4.924% 2/21/2011 IT0004398951 BANCA SAI 13 4,25% 3/15/2011 IT0004399124 B.MPS 08/12 4.90% 3/31/2011 IT0004399314 C.RAIFFEISEN 13 TV 5/4/2011 IT0004399405 BTB 08/11 TV 3/3/2011 IT0004399439 CERT ALE FTSE/MIB C IT0004399470 B.MPS 08/11 4,90% 2/28/2011 IT0004399538 B.DESIO 08/12 4.50 3/1/2011 IT0004399629 B.CIVIDALE 08/12 TV 5/8/2011 IT0004399751 B.NUOVA 08/13 TV 5/11/2011 IT0004399777 B.S.GIORGIO 11 4.45% 2/18/2011 IT0004399785 POP.BERGAMO 11 TV 3/4/2011 IT0004399793 POP.BG 08/11 4.20% 2/25/2011 IT0004400104 BCC CAMUNA 12 5% 8/11/2011 IT0004400112 BCC CAMUNA 11 4.75% 8/11/2011 IT0004400369 B.VALLE CAMON.12 TV 2/28/2011 IT0004400377 B.BRESCIA 08/11 4.50 2/28/2011 IT0004400385 B.ROMAGNA 12 TV 5/5/2011

Security Description Payment Date FungibleIT0004400625 CR CESENA 08/11 TV 8/8/2011 IT0004400658 INTESA S.P.08/15 4% 9/30/2011 IT0004400708 B.CIVIDALE 08/11 TV 8/8/2011 IT0004400872 CARISAP 08/11 TV 3/31/2011 IT0004401086 POP.EMILRO 11 TV 5/12/2011 IT0004401110 BPCI 08/11 TV 3/30/2011 IT0004401128 BRE BANCA 08/11 TV 3/16/2011 IT0004401136 BRE BANCA 08/11 4.10 3/16/2011 IT0004401821 PHARMA FIN CL A 2030 4/26/2011 IT0004402217 BNL 08/11 TV 3/5/2011 IT0004402233 B.MPS 08/12 TV 3/2/2011 IT0004402282 UNIPOL BCA 08/11 TV 2/20/2011 IT0004402290 UNIPOL BCA 08/11 5% 2/20/2011 IT0004402308 VENETO B. 08/11 S-U 2/28/2011 IT0004402316 VENETO B. 08/11 TV 2/28/2011 IT0004402324 VENETO B. 08/11 TV 2/28/2011 IT0004402589 B.VALLE CAMON.11 4% 3/1/2011 IT0004402597 B.VALLE CAMON. 12 TV 2/18/2011 IT0004402605 CERT ABAX EUR3M C IT0004402621 B.V.CAMONICA 12 TV 2/18/2011 IT0004402738 CR VOLTERRA 08/11 TV 2/18/2011 IT0004402761 POP.RAVENNA 11 TV 8/14/2011 IT0004402837 CARIVIT 08/11 TV 3/17/2011 IT0004402910 CR VOLTERRA 08/11 TV 2/18/2011 IT0004403041 POP.VI 08/11 4.60% 9/15/2011 IT0004403066 B.POPOLARE 08/11 4.2 3/30/2011 IT0004403074 B.POPOLARE 08/12 ZC 9/30/2012 IT0004403108 B.S.GIORGIO 11 4.10% 3/1/2011 IT0004403124 POP. ANCONA 11 4.05% 3/9/2011 IT0004403207 B.MPS 08/11 4.58% 3/19/2011 IT0004403322 BCP 08/12 4.15% 3/15/2011 IT0004403355 CARIPIT 08/11 SD 9/30/2011 IT0004403371 CR FIRENZE 08/11 S-D 9/30/2011 IT0004403389 CARISAP 08/11 TV 3/31/2011 IT0004403637 POP.RAVENNA 11 4.75% 2/20/2011 IT0004403645 CR FIRENZE 08/11 TV 3/30/2011 IT0004403678 POP.BERGAMO 08/11 4% 3/5/2011 IT0004403702 B.RIMINI 08/11 ZC 3/1/2011 IT0004403751 POP.BERGAMO 08/11 TV 3/15/2011 IT0004403801 CR PR PC 08/11 SU 8/28/2011 IT0004403827 BCA CARIGE 08/13 TV 3/16/2011 IT0004404536 B.CARIME 08/11 3.85% 3/16/2011 IT0004404544 B.CARIME 08/11 TV 3/16/2011 IT0004404577 B.CARIME 08/11 S-D 3/16/2011 IT0004404627 POP.RAVENNA 11 4,65 2/25/2011 IT0004404650 B.TOSCANA 11 TV 2/25/2011 IT0004404726 CR SOPRAMONTE 15 TV 3/1/2011 IT0004404734 CR SOPRAMONTE 12 TV 3/1/2011 IT0004404759 POP.BERGAMO 08/11 TV 3/30/2011 IT0004404775 POP.BERGAMO 08/11 TV 3/22/2011 IT0004404932 B.MPS 08/11 SU 9/24/2011 IT0004404965 CCT 08/15 TV 3/1/2011 IT0004404973 BTP 01/09/11 4.25% 3/1/2011

Security Description Payment Date FungibleIT0004405020 POP. BERGAMO 11 3.90 3/15/2011 IT0004405038 CERT ALE SP BRIC40 C IT0004405046 CERT ALE FTSE/MIB C IT0004405160 B.DESIO 08/11 TV 3/10/2011 IT0004405186 ANTONVENETA 08/11 TV 4/8/2011 IT0004405319 EMILRO 08/26 ZC 8/26/2026 IT0004405327 POP.LAN.SULMONA 13 7/1/2011 IT0004405335 POP SPOLETO 08/12 4% 4/30/2011 IT0004405343 POP SPOLETO 08/11 ZC 10/31/2011 IT0004405350 POP SPOLETO 08/11 TV 4/30/2011 IT0004405368 POP SPOLETO 11 S-UP 3/29/2011 IT0004405376 B.CARIGE 08/13 4.25% 9/16/2011 IT0004405459 POP.VI 08/11 TV 3/15/2011 IT0004405491 CCR A.ADIGE 08/11 TV 2/27/2011 IT0004405509 B.MERIDIANA 08/11 TV 3/16/2011 IT0004405517 B.MERIDIANA 08/11 TV 3/16/2011 IT0004405525 B.MERIDIANA 08/11 TV 3/16/2011 IT0004405533 B.MERIDIANA 08/11 SU 3/16/2011 IT0004405608 BNL 08/11 4.30% 9/30/2011 IT0004405616 EMILRO 08/11 TV 2/28/2011 IT0004405756 C RAIFF. SELVA 14 TV 2/28/2011 IT0004405954 B.ETRURIA 11 TV 4/3/2011 IT0004406069 CARISPO 08/11 TV 3/30/2011 IT0004406275 B.TOSCANA 08/11 4.5% 3/26/2011 IT0004406325 POP RA 08/11 4.25% 3/1/2011 IT0004406374 CR VOLTERRA 08/11 TV 3/8/2011 IT0004406416 BPCI 08/11 ZC 9/30/2011 IT0004406598 B.CRV 08/11 TV 3/10/2011 IT0004406606 B.CRV 08/11 4.40% 3/10/2011 IT0004406630 CR PR PC 08/11 TV 3/9/2011 IT0004406689 POP.VI 08/11 4.70% 10/3/2011 IT0004406721 BCA CAMPANIA 13 4.50 3/8/2011 IT0004406754 B.MARCHE 08/11 TV 3/3/2011 IT0004407166 VENETO B.08/11 TV 3/16/2011 IT0004407257 BNL 08/11 TV 3/30/2011 IT0004407265 BNL 08/13 TV 3/30/2011 IT0004407430 FIRST CAPITAL ORD IT0004407554 B.TOSCANA 08/11 TV 3/26/2011 IT0004407570 CR ASTI 08/18 TV 4/1/2011 IT0004407638 BIVERB. 08/11 4.35% 4/1/2011 IT0004407646 BIVERBANCA 08/13 4.3 4/1/2011 IT0004407661 POP.L.SULMONA 11 ZC 9/10/2011 IT0004407679 POP.L.SULMONA 11 ZC 9/5/2011 IT0004407703 CARIFAC 08/12 TV 3/15/2011 IT0004407711 CR PR PC 08/11 TV 3/9/2011 IT0004407745 BVC 08/12 4.4% 3/30/2011 IT0004407802 CARIPRATO 08/11 4.5% 3/12/2011 IT0004408115 POP.SPOLETO 11 4.25% 3/19/2011 IT0004408206 BCO BRESCIA 08/11 TV 3/10/2011 IT0004408222 CARIPRATO 08/11 TV 3/19/2011 IT0004408313 DEUTSCHE B. 08/13 TV 4/2/2011 IT0004408453 POP.EMILRO 11 TV 3/15/2011 IT0004408479 CARICHIETI 08/11 4.6 9/16/2011

Security Description Payment Date FungibleIT0004408487 B.CARIGE 08/13 TV 4/1/2011 IT0004408578 CR VOLTERRA 08/11 TV 3/16/2011 IT0004408586 CCR ALTO ADIGE 11 TV 3/15/2011 IT0004408602 B.POPOLARE 08/13 TM 10/7/2011 IT0004408636 POP.BERGAMO 11 4% 3/30/2011 IT0004408644 B.CARIME 08/11 4% 3/30/2011 IT0004408651 B.CARIME 08/11 S-D 3/30/2011 IT0004409030 HYPO A.A.BANK 11 SU 3/15/2011 IT0004409055 B.NUOVA 08/11 TV 3/15/2011 IT0004409097 POP.BERGAMO 11 TV 4/2/2011 IT0004409105 BCO S.GIORGIO 11 TV 4/3/2011 IT0004409113 B.CARIME 08/11 TV 3/30/2011 IT0004409485 CARIVIT 08/11 TV 4/6/2011 IT0004409501 POP.RAVENNA 11 4% 3/11/2011 IT0004409527 CR CARRARA 08/12 TV 3/15/2011 IT0004409535 CR CARRARA 8/12 4.58 9/15/2011 IT0004409543 B.M. LUCCA 12 4.58% 9/15/2011 IT0004409550 CR SAVONA 08/12 TV 3/15/2011 IT0004409568 CR SAVONA 08/12 4.58 9/15/2011 IT0004409808 CR VOLTERRA 08/11 TV 3/22/2011 IT0004409980 CERT ALE CAP ENI C IT0004409998 CERT ALE DJ-EURO C IT0004410004 B.MPS 08/12 TV 4/30/2011 IT0004410079 CERT ALE DJ EUR C IT0004410095 B.MPS 08/12 4.6 C/AM 2/28/2011 IT0004410178 B.S.GIORGIO 11 4.10% 4/3/2011 IT0004410186 BRE BANCA 08/11 TV 4/14/2011 IT0004410194 BRE BANCA 08/11 4% 4/14/2011 IT0004410202 B.S.GIORGIO 08/11 TV 4/7/2011 IT0004410210 B.S.GIORGIO 08/11 TV 4/6/2011 IT0004410228 VENETO B.08/11 4.4% 3/30/2011 IT0004410236 VENETO B.08/12 SU 3/30/2011 IT0004410442 CENTROBANCA 08/11 TV 4/6/2011 IT0004410590 BNL 08/11 TV 4/3/2011 IT0004410608 B.CARIGE 08/18 TV 4/1/2011 IT0004410616 B.CARIGE 08/13 4.25% 10/1/2011 IT0004411234 CERT IMI SP BRIC C IT0004411291 24-7 FINANCE CL A 3/30/2011 IT0004411408 POP.RAVENNA 11 TV 3/16/2011 IT0004411572 POP.ANCONA 11 4.05 3/30/2011 IT0004411788 B.CIVIDALE 08/12 TV 3/18/2011 IT0004412141 EMILRO 08/11 4.15% 3/19/2011 IT0004412174 CARIPIT 08/11 4.25 4/20/2011 IT0004412182 CARIPIT 08/11 TV 4/20/2011 IT0004412299 BCO BRESCIA 11 4.35% 4/23/2011 IT0004412307 BCO BRESCIA 08/11 TV 4/23/2011 IT0004412430 POP.BERGAMO 11 5.25 3/24/2011 IT0004412448 POP.A.ADIGE 14 TV 3/30/2011 IT0004412497 BASTOGI ORD.POST-RAG IT0004412679 CARIVIT 08/11 TV 4/1/2011 IT0004412703 B.SARDEGNA 08/11 4.4 9/15/2011 IT0004412737 POP.RAVENNA 11 TV 3/19/2011 IT0004412828 VENETO B.08/14 TV 4/1/2011

Security Description Payment Date FungibleIT0004413057 B.TOSCANA 11 4.592% 4/16/2011 IT0004413149 CR CIVITAVECC.11 S-U 10/15/2011 IT0004413156 BCA CARIGE 08/11 TV 4/16/2011 IT0004413255 HYPO A.A.BANK 11 TV 3/22/2011 IT0004413305 POP.BERGAMO 11 4% 4/8/2011 IT0004413339 CARISPE 08/11 TV 4/23/2011 IT0004413347 CARISPE 08/11 TV 4/23/2011 IT0004413354 PAMI FINANCE CL A 6/21/2011 IT0004413362 CARISPE 08/11 4% 4/23/2011 IT0004413388 BVC 08/11 4% 4/15/2011 IT0004413602 B.MARCHE 08/15 TV 3/24/2011 IT0004413735 POP.BERGAMO 11 TV 4/23/2011 IT0004413743 B.CARIME 08/11 4% 4/17/2011 IT0004413750 B.CARIME 08/11 TV 4/17/2011 IT0004413776 POP INTRA 08/11 TV 5/17/2011 IT0004413800 BCC ROMA 11 TV 4/1/2011 IT0004413867 BCC ROMA 11 S UP 4/1/2011 IT0004414030 CR VOLTERRA 8/11 TV 4/6/2011 IT0004414089 BPCI 08/11 TV 4/30/2011 IT0004414147 BP MEZZOGIORNO ORD IT0004414303 B.TOSCANA 08/18 TV 4/30/2011 IT0004414311 B.TOSCANA 08/11 TV 4/30/2011 IT0004414329 B.TOSCANA 08/11 TV 4/1/2011 IT0004414345 POP.MAROST.08/11 TV 4/28/2011 IT0004414360 POP.SPOLETO 11 S UP 4/30/2011 IT0004414378 CR FIRENZE 08/11 TV 4/29/2011 IT0004414410 DEUTSCHE B. 08/13 TV 6/4/2011 IT0004414659 CR FIRENZE 08/11 S-D 10/29/2011 IT0004414675 CARIVIT 08/11 TV 5/14/2011 IT0004414691 B.CRV 08/11 TV 4/3/2011 IT0004414998 CR CESENA 08/12 4.3% 3/29/2011 IT0004415250 B.MPS 08/11 3.35% 4/30/2011 IT0004415268 B.PIEMONTE 12 TV 4/13/2011 IT0004415383 POP.ANCONA 11 4.2 4/20/2011 IT0004415532 B.MPS 08/11 SU 11/21/2011 IT0004415565 EMILRO 08/11 4.65% 4/3/2011 IT0004415573 POP.EMILRO 11 TV 3/30/2011 IT0004415599 C.TRENTINO 17 4.659 12/31/2011 IT0004415698 B.POP.08/11 4.3% 4/30/2011 IT0004415706 B.POP.08/12 ZC 10/31/2012 IT0004415771 VENETO B. 08/11 TV 4/17/2011 IT0004415805 VENETO B. 08/11 TV 4/17/2011 IT0004415870 CENTROBANCA 08/11 TV 5/7/2011 IT0004415888 ANTONVENETA 08/11 TV 5/7/2011 IT0004415912 PROV.PADOVA TF 4,675 4/6/2011 IT0004415987 DEUTSCHE B. 08/12 TV 2/19/2011 IT0004416027 B.POP.08/13 TM 10/31/2011 IT0004416167 CERT ALE FTSE/MIB C IT0004416175 CERT ALE TELECOM C IT0004416183 CERT ALE DJ EURO C IT0004416423 B.SASSARI 08/11 TV 4/13/2011 IT0004416431 B.SASSARI 08/11 4.4% 4/13/2011 IT0004416498 CARISPAQ 08/11 TV 4/6/2011

Security Description Payment Date FungibleIT0004416506 CARISPAQ 08/11 4.6% 4/6/2011 IT0004416571 BCO BRESCIA 11 4.35% 4/7/2011 IT0004416712 POP.MILANO 11 TV 4/30/2011 IT0004416795 INTESA S.P.8/15 6.16 10/29/2011 IT0004416845 B.POPOLARE 08/11 TV 4/30/2011 IT0004416860 POP.BERGAMO 11 4% 4/20/2011 IT0004416886 UNICREDIT 13 TV 4/30/2011 IT0004416894 UNICREDIT SPA 11 10/21/2011 IT0004417249 POP.RAVENNA 11 TV 4/8/2011 IT0004417264 CASTELNOVO 08/28 TF 6/30/2011 IT0004417298 POP APRILIA 11 5.30 4/7/2011 IT0004417306 B.NUOVA 08/11 TV 4/10/2011 IT0004417314 CARIPRATO 08/11 TV 4/20/2011 IT0004417322 B.NUOVA 08/11 4.50% 4/10/2011 IT0004417371 POP.BERGAMO 11 TV 4/24/2011 IT0004418221 CR AL 08/11 TV 5/3/2011 IT0004418239 B.LEGNANO 11 TV 4/30/2011 IT0004418296 B.S.BIAGIO 08/11 4.3 4/9/2011 IT0004418304 B.S.BIAGIO 08/11 TV 4/9/2011 IT0004418437 CR RAVENNA 08/11 TV 4/10/2011 IT0004418767 CR PR PC 08/15 ZC 11/13/2015 IT0004418890 POP INTRA 08/11 TV 5/24/2011 IT0004419104 C.R.ORVIETO 11 3.5 10/30/2011 IT0004419146 CR VOLTERRA 11 3.75% 4/17/2011 IT0004419187 C.RAIFFEISEN 12 TV 10/15/2011 IT0004419195 BRE BANCA 08/11 TV 5/18/2011 IT0004419203 BRE BANCA 08/11 3.50 5/18/2011 IT0004419229 BVC 08/11 TV 4/30/2011 IT0004419237 BVC 08/13 TV 4/30/2011 IT0004419252 VENETO BANCA 8/11 TV 4/15/2011 IT0004419286 CERT ALE FTSE/MIB C IT0004419344 BIVERBANCA 08/11 4% 5/1/2011 IT0004419369 BCA CARIGE 08/11 TV 4/27/2011 IT0004419377 BCA CARIGE 08/12 TV 5/3/2011 IT0004419534 B.BRESCIA 08/11 3.50 5/14/2011 IT0004419617 BCC GHISALBA 11 4,3% 4/15/2011 IT0004419740 B.CRV 08/11 3.80% 4/22/2011 IT0004419948 BNL 08/11 TV 5/5/2011 IT0004419963 BCA CARIGE 08/11 TV 4/24/2011 IT0004420441 B.TOSCANA 08/11 TV 5/14/2011 IT0004420474 B.DESIO 08/11 4% 5/3/2011 IT0004420540 CR VOLTERRA 08/11 TV 4/20/2011 IT0004420607 B.CARIME 08/11 3.8% 4/30/2011 IT0004421050 B.MPS 08/11 TV 5/28/2011 IT0004421126 BCA CARIGE 08/11 TV 5/3/2011 IT0004421373 B.TOSCANA 08/12 4.33 4/30/2011 IT0004421456 C.ARTIGIANO 08/11 TV 4/16/2011 IT0004421498 INTESA S.P. 08/11 TM 11/18/2011 IT0004421555 B.POP.08/13 ZC 11/28/2013 IT0004421563 BPCI 08/11 TV 3/1/2011 IT0004421811 POP.VI 08/11 4.20% 11/21/2011 IT0004421829 BCO BRESCIA 08/11 TV 2/19/2011 IT0004421837 BPCI 08/11 3.80% 11/21/2011

Security Description Payment Date FungibleIT0004421845 B.ROMAGNA 08/11 3.95 4/20/2011 IT0004421902 IFIS COLL CL A1 2/22/2011 IT0004422025 B.LEGNANO 11 S-UP 11/17/2011 IT0004422041 IFIS COLL CL A3 8/22/2011 IT0004422066 POP. MILANO 08/11 TV 6/29/2011 IT0004422082 POP. MILANO 08/11 TV 5/28/2011 IT0004422108 IFIS COLL CL A2 5/22/2011 IT0004422140 IFIS COLL CL A4 11/22/2011 IT0004422173 B.CR.POP. 08/11 ZC 3/7/2011 IT0004422181 B.CR.POP. 08/12 4.05 5/7/2011 IT0004422223 CR SPEZIA 08/11 3.80 2/28/2011 IT0004422231 CR SPEZIA 08/11 TV 2/28/2011 IT0004422322 BPCI 08/11 3.70% 6/1/2011 IT0004422538 B.CAMPANIA 13 4.05% 4/27/2011 IT0004422546 BCA CAMPANIA 11 3.90 4/27/2011 IT0004422595 CARISPAQ 08/11 4.2% 4/27/2011 IT0004422702 BVC 08/11 TV 5/10/2011 IT0004423114 INTESA S.P.15 6.25% 11/12/2011 IT0004423387 CARICHIETI 08/11 4.5 10/31/2011 IT0004423403 BCA CARIGE 08/13 TV 5/17/2011 IT0004423411 BCA CARIGE 08/12 4.0 11/17/2011 IT0004423437 CARIPRATO 08/12 4.05 5/3/2011 IT0004423502 POP.CREMA 08/13 ZC 10/27/2013 IT0004423528 POP.LODI 08/13 ZC 10/27/2013 IT0004423544 POP.BERGAMO 11 3.5 5/14/2011 IT0004423759 BRE BANCA 08/11 TV 2/28/2011 IT0004423767 BRE BANCA 08/11 3.40 5/28/2011 IT0004423957 BTP 20190301 4.50% 3/1/2011 IT0004424187 EFIBANCA 08/11 ZC 11/14/2011 IT0004424195 CARIPIT 08/11 TV 5/28/2011 IT0004424203 BCA CARIGE 08/18 TV 5/17/2011 IT0004424351 POP.VI 08/15 5% 12/15/2011 IT0004424435 UBI 08/15 TV 2/28/2011 IT0004424799 POP.SPOLETO 11 S UP 6/2/2011 IT0004424807 POP.SPOLETO 11 TV 3/31/2011 IT0004427321 BCO BRESCIA 08/11 TV 3/1/2011 IT0004427339 BVC 08/11 3.55% 5/10/2011 IT0004427347 POP.ANCONA 11 S-DW 5/18/2011 IT0004427354 B.ROMAGNA 11 TV 4/29/2011 IT0004427586 POP.NOVARA 08/15 ZC 10/30/2015 IT0004427594 POP.NOVARA 08/13 ZC 10/30/2013 IT0004427602 B.BRESCIA 08/11 3.25 6/2/2011 IT0004427610 BPCI 08/11 3.20% 6/1/2011 IT0004427636 BCA ROMAGNA 08/11 TV 4/30/2011 IT0004427677 BCC AVETRANA 11 TV 5/1/2011 IT0004427800 BCA ROMAGNA 08/11 TV 4/30/2011 IT0004428063 POP.MILANO 13 5% 12/18/2011 IT0004428113 B.CR.POP. 08/14 S-UP 12/31/2011 IT0004428238 UNICREDIT 11 TM 2/28/2011 IT0004428246 UNICREDIT 11 4% 11/28/2011 IT0004428311 APULIA FIN S6 CL A 5/30/2011 IT0004428329 APULIA FIN 4 S6 CL B 5/30/2011 IT0004428592 POP.VI 08/11 3.70% 11/28/2011

Security Description Payment Date FungibleIT0004428634 POP INTRA 08/11 4% 6/15/2011 IT0004428725 BCC GHISALBA 11 3,60 5/10/2011 IT0004428980 ANTONVENETA 08/11 TV 6/13/2011 IT0004429012 B.TOSCANA 08/11 TV 2/28/2011 IT0004429111 POP.MAROSTICA 11 TM 6/2/2011 IT0004429137 BCA CARIGE 08/18 TV 3/29/2011 IT0004429202 BCA IMI 09/15 TF 2/27/2011 IT0004429244 B.POP.08/11 3.35% 5/28/2011 IT0004429251 B.POP. 08/12 ZC 11/28/2012 IT0004429269 B.POP. 08/11 4% 5/28/2011 IT0004429293 CERT ALE FTSE/MIB C IT0004429301 POP.MEZZOG.11 TV 5/4/2011 IT0004429319 POP.MEZZOG.11 TV 5/3/2011 IT0004429327 POP.MEZZOG.11 3.85 5/4/2011 IT0004429335 POP.MEZZOG.11 3.85 5/3/2011 IT0004429343 POP.MEZZOG.11 ZC 5/4/2011 IT0004429350 POP.MEZZOG.11 ZC 5/3/2011 IT0004429368 ITALFINANCE RMBS CLA 7/26/2011 IT0004429376 ITALFINANCE RMBS CLB 7/26/2011 IT0004429541 B.CR.POP. 08/11 TV 2/28/2011 IT0004429558 B.CR.POP. 08/12 4% 5/28/2011 IT0004429566 B.CR.POP. 08/11 ZC 3/28/2011 IT0004429590 INTESA S.P.8/15 5.87 11/26/2011 IT0004430432 BCC CAMUNA 11 TV 5/10/2011 IT0004430457 BCC CAMUNA 11 3.75% 5/10/2011 IT0004430606 BCA CARIGE 08/12 TV 6/3/2011 IT0004430622 C. TRENTINO 17 4.17 12/31/2011 IT0004430630 CENTROBANCA 14 4.25% 1/30/2012 IT0004430697 CERT ALE FTSE/MIB C IT0004430705 CERT ALE DJ EURO C IT0004430796 B.TOSCANA 12 3.775% 2/28/2011 IT0004430820 C.R.ORVIETO 11 TV 6/3/2011 IT0004430879 DEUTSCHE B.09/14 TV 4/15/2011 IT0004430895 B.MPS 08/11 3.75% 5/28/2011 IT0004430952 POP.VI 08/11 3.8% 11/14/2011 IT0004431166 BCA CARIGE 08/12 3.6 12/3/2011 IT0004431174 DEUTSCHE B.14 3.875% 1/9/2012 IT0004431182 B.MPS 08/11 3.55% 5/28/2011 IT0004431208 CORDUSIO 5 CL A 3/31/2011 IT0004431265 BIVERBANCA 11 3.55% 6/1/2011 IT0004431273 BCO BRESCIA 08/11 3% 6/9/2011 IT0004431281 CORDUSIO 5 CLASSE B 3/31/2011 IT0004431398 B.CRV 08/11 TV 5/20/2011 IT0004431406 B.CRV 08/11 4% 5/21/2011 IT0004431695 POP.EMILRO 11 3.75 5/14/2011 IT0004431711 CARISPAQ 08/11 3.8% 5/14/2011 IT0004431729 CENTROB. 08/12 4.10% 12/30/2011 IT0004431778 POP.NOVARA 08/11 ZC 11/14/2011 IT0004431794 BVC 08/11 TV 2/24/2011 IT0004431810 BVC 08/11 3.3% 5/21/2011 IT0004431844 UBI B.PRI.INV. 11 TV 2/21/2011 IT0004431935 BCC ROMA 11 S D 5/20/2011 IT0004431968 BCA GALILEO 08/11 TV 2/19/2011

Security Description Payment Date FungibleIT0004432065 INTESA S.P.08/14 TV 12/30/2011 IT0004432222 BERICA 7 MBS CL A 2/28/2011 IT0004432230 BERICA 7 MBS CL B 2/28/2011 IT0004432396 B.DESIO 08/11 SU 6/1/2011 IT0004432412 CR FOLIGNO 08/11 3.7 6/30/2011 IT0004432495 CREDEM 08/14 TV 3/29/2011 IT0004432503 HYPO A.A.BANK 11 TV 5/12/2011 IT0004432578 BVC 08/11 TV 2/21/2011 IT0004432768 PROV.PADOVA 08/28 TF 5/24/2011 IT0004432818 BRE BANCA 08/11 3% 6/16/2011 IT0004432826 BPCI 08/11 3.10% 6/15/2011 IT0004432859 BNL 08/11 TV 3/2/2011 IT0004432867 GUERCINO CLASS B 5/2/2011 IT0004432875 GUERCINO CLASS A 5/2/2011 IT0004433071 B.CRV 08/11 3.60% 5/28/2011 IT0004433097 CR PR PC 08/11 TM 2/20/2011 IT0004433105 CR VOLTERRA 08/11 TV 2/21/2011 IT0004433147 GLOBALDRIVE IV CL A 3/22/2011 IT0004433154 INTESA S.P.08/11 TM 12/16/2011 IT0004433204 GLOBALDRIVE IV CL B 3/31/2011 IT0004433253 UBI LEASE FINANCE 5 4/30/2011 IT0004433378 B.SARDEGNA 08/11 3.3 11/15/2011 IT0004433386 B.SARDEGNA 08/13 S-U 11/15/2011 IT0004433535 POP APRILIA 11 3.85 5/20/2011 IT0004433733 CARIVIT 08/11 TV 6/15/2011 IT0004433758 POP.EMILRO 14 TV 3/31/2011 IT0004433766 POP.EMILRO 14 5.2% 3/31/2011 IT0004433907 B.NUOVA 08/11 3.50% 5/28/2011 IT0004433915 CERT IMI EUROST C IT0004433931 CERT ALE DJEURO C IT0004434012 BCC PORDENONESE11 TV 6/1/2011 IT0004434160 POP.RAVENNA 11 TV 2/21/2011 IT0004434202 16 UNO FIN CL A S6 3/22/2011 IT0004434210 UNICREDIT 11 4% 12/17/2011 IT0004434228 16 UNO FIN CL B S6 3/22/2011 IT0004434251 16 UNO FIN CL C S6 3/22/2011 IT0004434269 16 UNO FIN CL E S6 3/22/2011 IT0004434277 16 UNO FIN CL D S6 3/22/2011 IT0004434285 CR VOLTERRA 8/11 3.7 5/25/2011 IT0004434350 CARISPE 08/11 3.20% 3/22/2011 IT0004434368 CARISPE 08/11 TV 3/22/2011 IT0004434376 BIM 08/11 4% 6/4/2011 IT0004434657 B.SASSARI 08/11 3.3% 6/1/2011 IT0004434673 CR FABRIANO 08/11 TV 3/1/2011 IT0004434806 B.CO POP.08/13 ZC 6/16/2013 IT0004434814 BCO BRESCIA 08/11 TV 3/30/2011 IT0004434822 VOBA 2 FIN CL A 6/21/2011 IT0004434830 VOBA FIN 2 CL B 6/21/2011 IT0004434855 B.INTERMOB. 08/11 5% 11/26/2011 IT0004435613 CR FERRARA 08/12 3.5 6/15/2011 IT0004435753 BVC 08/12 3.10% 6/16/2011 IT0004435951 B.TOSCANA 08/12 TV 6/30/2011 IT0004436033 BCA CARIGE 12 3.25 12/15/2011

Security Description Payment Date FungibleIT0004436108 BCA IMI 08/11 TM 12/29/2011 IT0004436124 CARIPRATO 08/12 3.50 5/28/2011 IT0004436132 CARIPRATO 08/11 3.30 5/28/2011 IT0004436165 POP.CREMONA 08/13 ZC 11/28/2013 IT0004436447 EXOR RP NC IT0004436504 POP.BARI ORD. 1/4/09 IT0004436967 UNICREDIT 12 3,80% 12/31/2011 IT0004436975 UNICREDIT 12 TM 3/31/2011 IT0004437064 PROV.BOLOGNA TVT 6/30/2011 IT0004437148 BPCI 08/11 TV 3/31/2011 IT0004437155 B.POP. LODI 08/12 ZC 11/28/2012 IT0004437239 POP.EMILRO 11 TV 5/28/2011 IT0004437247 POP RAVENNA 11 3.25% 3/1/2011 IT0004437320 CERT ALE FTSE/MIB C IT0004437551 B.MPS 08/12 3.20% 3/31/2011 IT0004437627 POP. BERGAMO 11 3.20 12/19/2011 IT0004437635 BPCI 09/12 ZC 1/7/2012 IT0004437643 VENETO B. 08/11 TV 6/16/2011 IT0004437684 VENETO B.08/14 TV 3/15/2011 IT0004437783 CR PR PC 08/11 TV 3/3/2011 IT0004437882 CR SOPRAMONTE 11 3% 6/15/2011 IT0004438005 BCC CAMUNA 11 3.2% 6/5/2011 IT0004438088 ADRIANO FIN CL A 7/31/2011 IT0004438104 B.MPS 08/11 TV 6/30/2011 IT0004438211 BCA CARIGE 09/12 TV 4/2/2011 IT0004438252 CRED.VALT.08/13 TV 12/3/2011 IT0004438260 CERT ALE FTSE/MIB C IT0004438351 ALICANTE FIN CL A 7/31/2011 IT0004438435 POP.SPOLETO 11 S UP 6/30/2011 IT0004438450 BCC BORGH.LOD. 12 TV 4/2/2011 IT0004438492 B.TOSCANA 11 3.173 3/31/2011 IT0004438542 MERCURIO MORTG CL A 7/25/2011 IT0004438617 UNICREDIT 12 4,03% 12/30/2011 IT0004438880 24-7 FINANCE A 08/24 5/31/2011 IT0004438971 UNICREDIT 15 ZC 12/30/2015 IT0004439045 GOLDEN BAR III CL A 2/20/2011 IT0004439052 GOLDEN BAR III CL C 2/20/2011 IT0004439060 GOLDEN BAR III CL B 2/20/2011 IT0004439078 GOLDEN BAR III CL D 2/20/2011 IT0004439128 B.S.BIAGIO 08/11 TV 3/15/2011 IT0004439201 B.S.BIAGIO 08/11 3.7 3/15/2011 IT0004439292 UNICREDIT 12 3,90 7/13/2012 IT0004439565 UN.T.CASTELLI 08/38 6/30/2011 IT0004439631 B.CRV 08/11 3.30% 6/18/2011 IT0004439722 B.CIVIDALE 08/11 3% 12/11/2011 IT0004439755 DEUTSCHE B. 14 3.15% 2/4/2012 IT0004439763 DEUTSCHE B.09/13 TV 2/28/2011 IT0004439789 FORLI'08/28 TF 6/30/2011 IT0004439813 BCO BRESCIA 08/12 TM 6/30/2011 IT0004439847 BIVERBANCA 09/12 TV 7/1/2011 IT0004439854 BIVERBANCA 09/14 TV 7/1/2011 IT0004439961 B.CRV 08/11 3.50% 6/19/2011 IT0004440027 CARICHIETI 11 3.75% 12/29/2011

Security Description Payment Date FungibleIT0004440035 CARISPAQ 08/11 3.4% 3/15/2011 IT0004440043 CENTRO SERVIZI M.ORD IT0004440068 CR VOLTERRA 08/11 3% 6/16/2011 IT0004440084 POP.VI 09/11 TV 4/15/2011 IT0004440118 DEUTSCHE B. 09/14 TV 7/30/2011 IT0004440175 B.POPOLARE 08/12 3% 6/30/2011 IT0004440183 B.POPOLARE 08/11 3.4 6/30/2011 IT0004440399 B.LEGNANO 12 TV 4/15/2011 IT0004440423 B.TOSCANA 08/11 TV 3/31/2011 IT0004440464 MARSCIANO 08/38 TF 6/15/2011 IT0004440613 POPOLARE BARI MORTGA 8/2/2011 IT0004440654 CERT IMI S-P500 C IT0004440894 BCA CARIGE 13 3.25 1/5/2012 IT0004440993 BCA IMI 09/12 TM 2/16/2011 IT0004441009 BCA IMI 09/15 TV 2/2/2012 IT0004441058 POP.BERGAMO 11 2.9 6/30/2011 IT0004441066 BVC 08/12 2.8% 6/29/2011 IT0004441231 COMACCHIO 08/28 TF 6/30/2011 IT0004441249 POP.MILANO 12 TV 4/30/2011 IT0004441405 BAGNOLO P.08/28 TF 6/30/2011 IT0004441421 BANCA FARNESE ORD IT0004441454 VIOLA FIN SENIOR 7/23/2011 IT0004441603 KINEXIA ORD IT0004441645 SPQR II CLASS A 2/28/2011 IT0004441660 POP.EMILRO 13 SUP 12/19/2011 IT0004441678 POP.EMILRO 11 3.2 6/19/2011 IT0004441744 POP.LODI 08/12 ZC 12/18/2012 IT0004441751 UNICREDIT 13 4.25% 1/15/2012 IT0004441793 SCANDIANO TF 08/28 6/30/2011 IT0004441991 POP.RAVENNA 13 S UP 12/19/2011 IT0004442007 C.R.ORVIETO 11 TV 6/30/2011 IT0004442049 CERVIA 08/28 3,956 6/30/2011 IT0004442130 PARMA 08/28 3,956 6/30/2011 IT0004442163 POP.VI 09/12 SU 1/30/2012 IT0004442189 PROV.MODENA 08/28 TF 6/30/2011 IT0004442460 CCR A.ADIGE 09/12 TV 7/12/2011 IT0004442478 CCR A.ADIGE 12 2.80 1/12/2012 IT0004442494 UNICREDIT 13 4,18% 1/28/2012 IT0004442569 B.DESIO 09/11 3% 7/15/2011 IT0004442676 RAVENNA 08/28 TVT 6/30/2011 IT0004442718 B.CARIGE 09/14 TV 7/20/2011 IT0004442726 B.CARIGE 09/19 TV 7/20/2011 IT0004442783 CR AL 09/12 TV 5/4/2011 IT0004442791 CERT ALE DJEUROSTO C IT0004443831 BPCI 09/12 TV 4/30/2011 IT0004443872 POP.ANCONA 13 S-DW 7/20/2011 IT0004443880 POP.ANCONA 11 2.7 2/20/2011 IT0004443906 POP.ANCONA 14 S-DW 7/20/2011 IT0004443963 CERT ALE FTSE/MIB C IT0004443971 CERT ALE FTSE/MIB C IT0004443989 CERT ALE FTSE/MIB C IT0004444268 ARGO MORTGAGE 3 CL A 7/28/2011 IT0004444276 ARGO MORTGAGE 3 CL B 7/28/2011

Security Description Payment Date FungibleIT0004444292 ARGO MORTGAGE 3 CL J 7/28/2011 IT0004444300 POP APRILIA 11 3.30 6/23/2011 IT0004444573 CR VOLTERRA 12 2.80% 7/9/2011 IT0004444581 FIN.E FUT.11 191208 12/19/2011 IT0004444615 POP.VI 09/12 ZC 1/30/2012 IT0004444623 POP.VI 09/11 2.75% 4/30/2011 IT0004444706 B.M.LUCCA 08/12 TV 6/30/2011 IT0004444714 B.PONTI 08/12 TV 6/30/2011 IT0004444755 B.SAN GIORGIO 11 TV 2/19/2011 IT0004444789 B.TOSCANA 09/12 TV 4/30/2011 IT0004444797 B.TOSCANA 09/14 3.43 4/30/2011 IT0004445117 POP.VI 09/11 TV 4/30/2011 IT0004445174 POP.SPOLETO 09/11 TV 3/2/2011 IT0004445182 POP.SPOLETO 09/12 SU 8/2/2011 IT0004445190 POP.SPOLETO 09/14 4% 8/2/2011 IT0004445208 CR CARRARA 08/12 TV 6/30/2011 IT0004445216 CR CARRARA 08/12 TV 6/30/2011 IT0004445224 CR CARRARA 12 3.16% 12/30/2011 IT0004445232 B.M.LUCCA 08/12 TV 6/30/2011 IT0004445240 B.M.LUCCA 08/13 4.3 12/30/2011 IT0004445257 B.PONTI 08/12 TV 6/30/2011 IT0004445265 B.PONTI 08/12 3.16% 12/30/2011 IT0004445273 CR PR-PC 08/11 2.30% 6/29/2011 IT0004445398 B.MPS 09/14 SU 2/27/2011 IT0004445406 B.MPS 09/12 3% 7/30/2011 IT0004445547 PROV.PADOVA 08/28 TF 6/30/2011 IT0004445646 POP INTRA 09/12 3% 7/30/2011 IT0004445653 POP INTRA 09/12 TV 7/15/2011 IT0004445661 B.MPS 09/12 2.80 C/A 4/30/2011 IT0004445687 INTESA S.P.09/12 TV 4/30/2011 IT0004445711 B.POPOLARE 09/15 ZC 1/30/2015 IT0004446313 B.MPS 09/12 3.15% 7/30/2011 IT0004446321 B.MPS 09/12 3% 7/20/2011 IT0004446339 B.MPS 09/12 TV 7/30/2011 IT0004446347 B.MPS 09/13 TV 7/30/2011 IT0004446420 B.SIRACUSA 12 4.25% 8/1/2011 IT0004446446 EMILRO 08/14 5.90% 6/30/2011 IT0004446495 ADRIANO FIN 2 08/61 7/29/2011 IT0004446602 MECENATE CL A SENIOR 4/22/2011 IT0004446628 POP.BERGAMO 12 2.70% 7/23/2011 IT0004446651 BCO BRESCIA 09/11 TV 3/2/2011 IT0004446669 BRE BANCA 09/12 2.40 7/30/2011 IT0004446677 BCO BRESCIA 09/12 TV 8/2/2011 IT0004446701 CCR A.ADIGE 09/14 TV 4/12/2011 IT0004446719 P.MEZZOGIORNO 11 ZC 3/23/2011 IT0004446859 BCC CAMUNA 12 3% 7/2/2011 IT0004446909 MECENATE CL B MEZZAN 4/22/2011 IT0004446917 MECENATE CL C JUNIOR 4/22/2011 IT0004446933 CR VOLTERRA 09/12 TV 4/9/2011 IT0004447014 COGEME 09/14 TF 3/13/2011 IT0004447048 B.MPS 09/12 TV 7/20/2011 IT0004447063 B.CRV 09/12 TV 7/9/2011 IT0004447071 B.CRV 09/12 3.10% 7/9/2011

Security Description Payment Date FungibleIT0004447170 B.NUOVA 09/12 3% 7/9/2011 IT0004447220 C.RAIFFEISEN 14 TV 4/7/2011 IT0004447303 CERT IMI FTSE/MIB C IT0004447634 POP.RAVENNA 11 3% 4/8/2011 IT0004447675 CARISAP 09/11 TV 2/27/2011 IT0004447865 BVC 09/12 2.60% 7/20/2011 IT0004447881 BVC 09/13 3% 7/20/2011 IT0004447899 BVC 09/12 STEP DOWN 7/20/2011 IT0004447907 BVC 09/13 2.70% 7/20/2011 IT0004448152 B.S.BIAGIO 09/12 3.0 4/12/2011 IT0004448210 B.CRV 09/12 3% 7/15/2011 IT0004448301 BCO BRESCIA 12 2.50% 2/16/2011 IT0004448442 BCA CARIGE 09/14 3.2 2/2/2012 IT0004448657 POP.LANCIANO 11 ZC 3/8/2011 IT0004448863 BTP 3,75%20131215 6/15/2011 IT0004448970 CERT IMI ENEL C IT0004448988 CERT IMI ENI C IT0004448996 CERT IMI GENERALI C IT0004449028 CERT IMI GENERALI C IT0004449036 CERT IMI FTSE/MIB C IT0004449044 CERT IMI FTSE/MIB C IT0004449051 CERT IMI DJ EURO C IT0004449069 CERT IMI FTSE/MIB C IT0004449077 CERT IMI DJ EURO C IT0004449176 BIVERBANCA 09/14 TV 8/1/2011 IT0004449184 BIVERBANCA 09/12 TV 8/1/2011 IT0004449200 BIVERBANCA 09/19 4% 8/1/2011 IT0004449218 BIVERBANCA 09/12 2.9 8/1/2011 IT0004449267 POP.MAROSTICA 12 2.5 2/3/2012 IT0004449283 BCA CARIGE 12 2.85 2/2/2012 IT0004449333 BCA IMI 09/14 TM 2/27/2011 IT0004449341 CARIPRATO 09/11 TV 4/16/2011 IT0004449655 B.MARCHE 09/11 2.70% 7/15/2011 IT0004449689 EMILRO 09/11 2.90% 7/19/2011 IT0004449705 POP.SPOLETO 13 4,10 7/16/2011 IT0004449713 POP.SPOLETO 12 3,9 7/16/2011 IT0004449747 CR FABRIANO 09/12 TM 7/15/2011 IT0004449960 BCC CANAVESE 11 TV 4/15/2011 IT0004450224 BCC BASCIANO 12 TV 2/25/2011 IT0004450273 ANTONVENETA 09/11 ZC 2/27/2011 IT0004450299 ANTONVENETA 12 2.75% 2/27/2011 IT0004450323 CARISPAQ 09/11 3% 4/20/2011 IT0004450398 CR VOLTERRA 9/12 2.8 7/16/2011 IT0004450422 POP.VI 09/12 SU 2/20/2011 IT0004450430 CARIPRATO 09/11 TV 6/15/2011 IT0004450448 CARIPRATO 09/11 TV 3/15/2011 IT0004450455 POP.VI 09/12 ZC 1/29/2012 IT0004450463 POP.VI 09/12 2.80% 1/30/2012 IT0004450513 BRE BANCA 09/12 2.20 2/19/2011 IT0004450521 BRE BANCA 09/11 TV 2/19/2011 IT0004450612 POP. MILANO 09/12 TV 3/31/2011 IT0004450620 POP. MILANO 09/12 TV 2/27/2011 IT0004450687 CENTROBANCA 09/12 TV 3/5/2011

Security Description Payment Date FungibleIT0004450752 BCA IMI 09/15 TV 2/2/2012 IT0004450794 P.BERGAMO 09/12 2.30 7/30/2011 IT0004450802 POP.ANCONA 12 2.40% 8/2/2011 IT0004450828 B.S.GIORGIO 09/11 TV 7/30/2011 IT0004450927 BCA CAMPANIA 14 3% 7/21/2011 IT0004450935 BCA CAMPANIA 12 2.90 7/21/2011 IT0004451214 LAVORWASH ORD. IT0004451248 CENTROBANCA 09/11 TV 4/30/2011 IT0004451404 BCC MANZANO 12 2.5% 7/23/2011 IT0004451537 B.MPS 09/14 TV 2/27/2014 IT0004451560 POP.RAVENNA 11 TV 2/19/2011 IT0004451594 CARIRI 11 3,25% 2/20/2011 IT0004451602 CARIRI 11 3% 2/20/2011 IT0004451768 B.POPOLARE 09/13 ZC 8/27/2013 IT0004451784 BPCI 09/12 2.30% 3/2/2011 IT0004452154 B.CRV 09/12 2.65% 7/23/2011 IT0004452238 B.CR.POP. 09/12 3.3% 8/10/2011 IT0004452246 B.CR.POP. 09/11 ZC 6/10/2011 IT0004452345 CARIPRATO 09/11 2.50 7/30/2011 IT0004452352 CARIPRATO 09/12 3.00 7/30/2011 IT0004452386 MEDIOBANCA 09/15 TM 4/28/2011 IT0004452394 UNICREDIT 12 TM 2/27/2011 IT0004452469 ITA11 SENIOR CL A 4/21/2011 IT0004452477 ITA11 JUNIOR CL B 4/21/2011 IT0004452642 UNICREDIT 13 3,76% 2/27/2011 IT0004452675 POP.ANCONA 09/11 TV 2/19/2011 IT0004452691 B.S.GIORGIO 09/11 TV 3/6/2011 IT0004452790 POP.RAVENNA 11 2,75% 4/20/2011 IT0004452808 BCA CARIGE 09/15 3.0 2/5/2012 IT0004452832 CREDEM 09/11 2.70% 5/9/2011 IT0004452881 CR VOLTERRA 09/12 ZC 2/2/2012 IT0004452899 BANCA IMI 09/12 S-D 2/27/2011 IT0004452907 BCA IMI 09/11 3.3175 3/9/2011 IT0004452949 POP.VI 09/12 2.80% 2/16/2011 IT0004452956 POP.VI 09/12 S-U 2/16/2011 IT0004453038 B.TOSCANA 09/14 3.15 2/18/2011 IT0004453046 B.TOSCANA 11 2.297% 3/2/2011 IT0004453087 BCA PIEMONTE 13 TV 5/10/2011 IT0004453285 POP.INTRA 09/11 TV 5/6/2011 IT0004453293 CARIT 09/11 TV 2/27/2011 IT0004454010 CARISPAQ 09/11 2.8% 4/28/2011 IT0004454101 BANCAPERTA 09/12 TV 4/26/2011 IT0004454127 POP APRILIA 12 3.00 7/26/2011 IT0004454499 B.MPS 09/11 TV 3/2/2011 IT0004454507 B.MPS 09/12 2.3 C/AM 2/27/2011 IT0004454671 BCO BRESCIA 09/12 TV 3/9/2011 IT0004454697 BVC 09/16 TV 4/30/2011 IT0004454713 POP.VI 09/11 TV 6/27/2011 IT0004454960 B.S.BIAGIO 12 2.25 8/2/2011 IT0004455058 MARS 2600 MEZZ CL B 7/30/2011 IT0004455066 MARS 2600 SENIOR A 7/30/2011 IT0004455074 MARS 2600 MEZZ CL C 7/30/2011 IT0004455207 B.ROMAGNA 09/12 2.75 7/27/2011

Security Description Payment Date FungibleIT0004455231 B.POP.09/12 2.3% 2/27/2011 IT0004455249 B.POP. 09/12 2.8& 2/27/2011 IT0004455256 B.POP.09/13 S-UP 2/27/2011 IT0004455280 B.POP.09/12 STEP-UP 2/27/2011 IT0004455298 B.POP.09/14 TV 2/27/2011 IT0004455355 B.MPS 09/12 2.55% 2/27/2011 IT0004455447 POP.RAVENNA 11 2,60% 4/26/2011 IT0004455520 B.MPS 09/12 2.70% 2/27/2011 IT0004455769 BANCASAI 11 TV 2/20/2011 IT0004455793 B.MPS 09/11 2.36% 3/2/2011 IT0004455850 BANCASAI 11 2,6 2/20/2011 IT0004455876 EMILRO 09/11 2.60% 7/30/2011 IT0004455884 POP.RAVENNA 11 2,60 4/28/2011 IT0004455892 POP SPOLETO 11 2.1% 3/3/2011 IT0004456007 B.MPS 09/11 2.26% 3/2/2011 IT0004456015 B.MPS 09/14 SU 3/20/2011 IT0004456031 BCA IMI 09/12 3.32% 3/6/2011 IT0004456049 CARIPRATO 09/11 2.5 2/27/2011 IT0004456056 POP.VI 09/12 2.80% 3/16/2011 IT0004456064 POP.VI 09/12 SU 3/16/2011 IT0004456072 CARIPRATO 09/11 TV 4/28/2011 IT0004456114 P.BERGAMO 09/12 2.20 2/27/2011 IT0004456163 CR SOPRAMONTE 12 TV 8/1/2011 IT0004456262 POP SPOLETO 09/11 3% 2/20/2011 IT0004456304 INTESA S.P.09/15 TV 2/27/2011 IT0004456361 CR AL 09/11 2.40% 3/2/2011 IT0004456403 B.SASSARI 09/11 2.8% 8/2/2011 IT0004456619 POP. BARI 09/11 TV 4/29/2011 IT0004456742 B.CR.POP. 09/12 3.5% 8/2/2011 IT0004456759 BCA CARIGE 09/12 TV 2/20/2011 IT0004456767 CR PR PC 09/12 TV 5/2/2011 IT0004456775 CR PR PC 09/11 TV 5/2/2011 IT0004456825 CARIPRATO 09/12 3.00 2/27/2011 IT0004456874 BCO BRESCIA 09/11 TV 4/9/2011 IT0004456890 B.S.GIORGIO 09/11 TV 3/20/2011 IT0004456981 BIVERBANCA 12 2.55% 3/1/2011 IT0004456999 BIVERBANCA 09/19 4% 3/1/2011 IT0004457005 BIVERBANCA 09/11 2.2 3/1/2011 IT0004457013 BIVERBANCA 09/11 2.4 3/1/2011 IT0004457021 BIVERBANCA 09/11 TV 3/1/2011 IT0004457039 BCA CARIGE 09/12 TV 2/20/2011 IT0004457070 UBI 09/19 TM 3/13/2011 IT0004457112 MED-FVG 09/12 3% 2/27/2011 IT0004457138 POP.BARI 09/14 TM 4/30/2011 IT0004457161 B.S.GIORGIO 11 2.20% 3/20/2011 IT0004457179 BCO BRESCIA 09/12 TV 3/9/2011 IT0004457187 UBI 09/16 TV 3/13/2011 IT0004457195 CERT ALE S-P500 C IT0004457211 BNL 09/11 TV 2/27/2011 IT0004457260 BRE BANCA 09/12 2.20 3/10/2011 IT0004457328 B.DESIO 09/11 2.50% 2/23/2011 IT0004457336 B.DESIO 09/13 SU 2/23/2011 IT0004457344 B.DESIO LAZIO 11 TV 2/23/2011

Security Description Payment Date FungibleIT0004457351 B.DESIO LAZIO 12 2.7 2/23/2011 IT0004457369 B.DESIO LAZIO 11 2.5 2/23/2011 IT0004457427 POP.RAVENNA 11 2,60 4/30/2011 IT0004457435 B.MPS 09/14 OC 2/27/2014 IT0004457443 BCA CARIGE 09/16 3.4 2/25/2011 IT0004457476 CR PR PC 09/11 TV 2/27/2011 IT0004457484 B.CIVIDALE 09/12 SU 2/6/2012 IT0004457492 B.CIVIDALE 09/11 TV 5/4/2011 IT0004457807 INTESA S.P.09/16 TV 2/24/2011 IT0004457930 VENETO B.09/14 TV 2/16/2011 IT0004457963 CR.BRA 09/12 TV 8/5/2011 IT0004458045 BCA LEGNANO 09/12 TV 2/20/2011 IT0004458060 B.MPS 09/19 TV 3/2/2011 IT0004458094 SEAT P.G. ORD IT0004458128 B.MPS 09/12 TV 3/2/2011 IT0004458151 SEAT P.G RP NC IT0004458201 B.MERIDIANA 09/14 SU 2/16/2011 IT0004458219 CERT IMI SP500 C IT0004458243 POP.RAVENNA 11 2,5 5/5/2011 IT0004458391 BCA CARIGE 09/11 TV 3/3/2011 IT0004458532 POP.MANTOVA 09/12 SU 8/5/2011 IT0004458565 POP.ANCONA 09/12 S.D 3/3/2011 IT0004458573 BRE BANCA 09/12 TV 3/23/2011 IT0004458599 POP.MILANO 09/11 2.5 2/27/2011 IT0004458607 B.CRV 09/12 TV 8/13/2011 IT0004458615 B.CRV 09/14 S-U 2/13/2012 IT0004458631 B.CR.POP. 09/11 TV 2/23/2011 IT0004458656 POP.LANCIANO 11 ZC 4/9/2011 IT0004458664 POP.LANCIANO 12 3,5 8/9/2011 IT0004458672 POP.LANCIANO 12 ZC 8/5/2012 IT0004458680 POP.LANCIANO 11 ZC 3/5/2011 IT0004458706 CARIFAC 09/12 3.10% 2/20/2011 IT0004458813 BVC 09/12 TV 5/13/2011 IT0004458821 CR CESENA 09/12 2.6% 8/4/2011 IT0004459324 BCC CAMUNA 11 2.5% 8/13/2011 IT0004459449 CERT ALE FTSE/MIB C IT0004459514 BCA GALILEO 09/11 TV 2/26/2011 IT0004459522 BCA GALILEO 09/12 TV 5/10/2011 IT0004459548 POP.MAROST.09/11 2% 3/3/2011 IT0004459563 POP SPOLETO 09/14 4% 2/16/2011 IT0004459753 BVC 09/13 2.5% 2/20/2011 IT0004459761 BVC 09/12 2.3% 2/20/2011 IT0004459779 BVC 09/13 2.7% 2/20/2011 IT0004459787 B.CARIME 09/11 TV 2/25/2011 IT0004459795 B.CARIME 09/11 2.1% 2/25/2011 IT0004459969 BCA LEGNANO 09/11 SD 3/16/2011 IT0004459993 ANTONVENETA 09/11 ZC 3/10/2011 IT0004460009 ANTONVENETA 12 2.7 3/10/2011 IT0004460017 ANTONVENETA 14 3.5% 3/10/2011 IT0004460256 POP.RAVENNA 14 S UP 2/9/2012 IT0004460348 B.MARCHE 09/11 2.5% 8/6/2011 IT0004460363 EMILRO 09/12 TV 5/9/2011 IT0004460397 EMILRO 09/11 2.40% 8/9/2011

Security Description Payment Date FungibleIT0004460405 EMILRO 09/14 S.UP 2/9/2012 IT0004460439 B.CIVIDALE 09/13 3.1 3/2/2011 IT0004460488 CRED.ART. 09/12 TV 2/25/2011 IT0004460603 CERT IMI DJ EURO C IT0004460819 ANTONVENETA 09/12 TV 3/31/2011 IT0004460892 CARISPAQ 09/11 2.7% 2/16/2011 IT0004461114 CERT ALE DJ EURO C IT0004461148 POP INTRA 09/12 2.5% 3/30/2011 IT0004461155 POP INTRA 09/14 3% 3/30/2011 IT0004461163 POP INTRA 09/12 TV 3/20/2011 IT0004462294 CLARIS 09/55 CL.A 4/22/2011 IT0004462369 CLARIS 09/55 CL B3 4/22/2011 IT0004462393 CLARIS 09/55 CL B1 4/22/2011 IT0004462401 CLARIS 09/55 CL B2 4/22/2011 IT0004462443 B.DESIO TOSC.12 2.7% 3/2/2011 IT0004462450 B.SARDEGNA 09/12 2.3 2/15/2012 IT0004462534 B.CIVIDALE 09/11 SU 2/26/2011 IT0004462583 CR VOLTERRA 9/12 2.8 2/16/2011 IT0004462609 POP.VI 09/11 2.20% 2/27/2011 IT0004462633 POP.BG 09/11 TV 3/6/2011 IT0004462641 POP.BERGAMO 09/11 TV 2/27/2011 IT0004462906 B.MARCHE 09/12 3.00 2/12/2012 IT0004462922 BCA CARIGE 14 2.95 3/3/2011 IT0004462997 BCA IMI 09/11 3.086% 3/9/2011 IT0004463003 INTESA S.P.09/11 3.2 2/27/2011 IT0004463029 POP.VI 09/11 TV 3/30/2011 IT0004463102 POP. ANCONA 09/11 TV 3/13/2011 IT0004463318 BCA CARIGE 09/14 TV 3/3/2011 IT0004463334 CENTROB. 09/14 3.60% 4/30/2011 IT0004463391 FIN.& FUTURO B.12 TV 2/10/2012 IT0004463409 B.MPS 09/11 2.15% 3/18/2011 IT0004463607 BCC PORDENONESE12 TV 2/16/2011 IT0004463722 B.DESIO VEN.9/11 2.6 3/2/2011 IT0004463748 BANCAPULIA 09/11 3.5 3/16/2011 IT0004463755 B.MPS 09/14 3.20% 3/18/2011 IT0004463839 B. PIEMONTE 09/12 TV 3/9/2011 IT0004463847 B.PIEMONTE 12 2.25% 2/20/2011 IT0004463854 BANCA MB 09/12 3.2% 4/1/2011 IT0004463862 B.DESIO VENETO 11 TV 3/2/2011 IT0004463870 B.DESIO VENETO 12 SU 3/2/2011 IT0004463987 HYPO A.ADRIA 12 TV 2/16/2011 IT0004464050 POP.ANCONA 09/12 S.D 3/9/2011 IT0004464068 BPCI 09/12 TV 3/31/2011 IT0004464076 BCO S.GIORGIO 11 TV 4/2/2011 IT0004464407 MEDIOBANCA 09/15 TF 6/30/2011 IT0004464647 BPCI 09/12 2,15% 3/31/2011 IT0004464654 POP.ANCONA 09/11 2.1 4/9/2011 IT0004464696 B.CRV 09/11 2.40% 2/20/2011 IT0004464704 B.CRV 09/14 S-U 2/20/2011 IT0004464738 B.MARCHE 09/11 2.4% 2/17/2011 IT0004464753 B.MARCHE 09/11 2.1% 2/17/2011 IT0004464779 B.CIVIDALE 09/12 TV 3/2/2011 IT0004464787 B.CIVIDALE 09/11 3.1 2/26/2011

Security Description Payment Date FungibleIT0004464795 B.CIVIDALE 11 2.65% 2/19/2011 IT0004464894 POP. BERGAMO 11 1.80 3/9/2011 IT0004465362 EMILRO 09/11 2.30% 2/19/2011 IT0004465487 INTESA S.P.09/15 TV 3/31/2011 IT0004465545 B.MERIDIANA 09/11 TV 3/2/2011 IT0004465925 B.DESIO 09/12 2.30% 3/2/2011 IT0004466030 POP APRILIA 09/14 SU 2/23/2011 IT0004466048 POP APRILIA 12 2.75 2/23/2011 IT0004466071 POP INTRA 09/11 3.43 3/2/2011 IT0004466089 POP INTRA 09/15 S-UP 3/2/2011 IT0004466097 VENETO B.09/15 SU 3/2/2011 IT0004466105 B.MERIDIANA 11 3.43 3/2/2011 IT0004466113 B.MERIDIANA 09/15 SU 3/2/2011 IT0004466121 VENETO B.09/11 3.43% 3/2/2011 IT0004466139 VENETO B.09/11 2.90% 2/27/2011 IT0004466147 CR S.MINIATO 12 2.50 7/1/2011 IT0004466329 UNICREDIT 13 TM 3/25/2011 IT0004466345 BRE BANCA 09/12 2% 4/8/2011 IT0004466352 B.CARIME 09/11 TV 3/9/2011 IT0004466360 B.CARIME 09/11 1.9% 3/9/2011 IT0004466402 BVC 09/12 2.1% 3/2/2011 IT0004466428 BVC 09/13 2.3% 3/2/2011 IT0004466451 POP.BERGAMO 09/12 2% 3/23/2011 IT0004466592 B.SARDEGNA 09/11 TV 3/1/2011 IT0004466832 B.SARDEGNA 09/14 S-U 3/1/2011 IT0004467020 BCC LEVERANO 11 2.25 3/1/2011 IT0004467129 B.CR.POP. 09/11 ZC 7/18/2011 IT0004467137 BCP 09/12 2.8% 3/17/2011 IT0004467186 INTESA S.P. 09/16 TV 3/12/2011 IT0004467194 POP VICENZA 11 2.20 3/27/2011 IT0004467228 B.POP.09/14 3.9% 3/6/2011 IT0004467251 BCO S.GIORGIO 11 TV 4/16/2011 IT0004467277 CREDICO FIN 8 CL A 4/5/2011 IT0004467285 CREDICO FIN 8 CL B1 4/5/2011 IT0004467293 CREDICO FIN 8 CL B14 4/5/2011 IT0004467301 CREDICO FIN 8 CL B2 4/5/2011 IT0004467327 CREDICO FIN 8 CL B3 4/5/2011 IT0004467335 CREDICO FIN 8 CL B13 4/5/2011 IT0004467343 CREDICO FIN 8 CL B9 4/5/2011 IT0004467350 CREDICO FIN 8 CL B8 4/5/2011 IT0004467368 CREDICO FIN 8 CL B12 4/5/2011 IT0004467376 CREDICO FIN 8 CL B11 4/5/2011 IT0004467384 CREDICO FIN CL B10 4/5/2011 IT0004467392 CREDICO FIN 8 CL B4 4/5/2011 IT0004467400 CREDICO FIN 8 CL B7 4/5/2011 IT0004467418 CREDICO FIN 8 CL B5 4/5/2011 IT0004467426 CREDICO FIN 8 CL B6 4/5/2011 IT0004467442 QUARZO 2 SENIOR S.A 2/28/2011 IT0004467459 QUARZO 2 JUNIOR S.B 2/28/2011 IT0004467483 BTP 20120301 3% 3/1/2011 IT0004467541 BCC CAMUNA 12 TV 2/26/2011 IT0004467566 BCC CAMUNA 11 2.2% 2/26/2011 IT0004467640 BO S.GIORGIO 11 TV 4/15/2011

Security Description Payment Date FungibleIT0004467665 B.NUOVA 09/13 2.75% 2/27/2011 IT0004467673 DEUTSCHE B. 09/14 ZC 2/20/2014 IT0004467715 CREDEM 09/12 2.50% 3/16/2011 IT0004467756 POP.SPOLETO 11 1,75 4/1/2011 IT0004467764 P.MEZZOGIORNO 14 TM 2/23/2011 IT0004467772 POP.LANCIANO 11 ZC 5/20/2011 IT0004467780 B.LANCIANO 12 ZC 2/20/2012 IT0004467897 C SOPRAMONTE 11 S.UP 3/1/2011 IT0004467905 CR SOPRAMONTE 13 TM 3/1/2011 IT0004467913 CR SOPRAMONTE 12 TV 3/1/2011 IT0004467921 UNICREDIT 12 3,20 3/31/2011 IT0004467939 CR CESENA 09/14 TV 2/24/2011 IT0004467954 B. ROMAGNA 09/14 TV 2/24/2011 IT0004467970 BCO BRESCIA 09/11 TV 4/30/2011 IT0004467988 BCO S.GIORGIO 11 1.8 4/16/2011 IT0004467996 ANTONVENETA 13 2.9% 3/31/2011 IT0004468002 ANTONVENETA 09/11 ZC 3/31/2011 IT0004468010 CR VOLTERRA 14 3.50% 3/2/2011 IT0004468028 CR PR-PC 09/12 2.30% 2/27/2011 IT0004468036 POP.SPOLETO 11 2,5 3/24/2011 IT0004468176 CRA CANTU' 09/14 SU 3/23/2011 IT0004468234 POP.BERGAMO 09/11 TV 3/20/2011 IT0004468267 B.POP.09/14 TM 3/31/2011 IT0004468275 B.POPOLARE 09/13 S-U 3/31/2011 IT0004468283 B.POP.09/12 S-UP 3/31/2011 IT0004468309 B.NUOVA 09/13 4.50% 3/6/2011 IT0004468317 B.NUOVA 09/14 3.50% 3/6/2011 IT0004468416 B.FORLI' 09/12 2.5% 3/2/2011 IT0004468531 B.MPS 09/13 TV 3/31/2011 IT0004468549 B.MPS 09/11 TV 3/31/2011 IT0004468556 CR AL 09/11 2.20% 4/6/2011 IT0004468770 B.NUOVA 09/12 3.50% 3/6/2011 IT0004468788 POP INTRA 09/11 3.43 3/16/2011 IT0004468796 VENETO B.09/11 3.43% 3/16/2011 IT0004468804 POP INTRA 09/15 S-UP 3/16/2011 IT0004468812 VENETO B.09/15 SU 3/16/2011 IT0004468820 B.MERIDIANA 11 3.43% 3/16/2011 IT0004468838 B.MERIDIANA 09/15 SU 3/16/2011 IT0004468937 BCA LEGNANO 09/11 SD 3/31/2011 IT0004468945 BANCAPULIA 14 4.25% 3/31/2011 IT0004468960 B.MPS 9/14 2.45% C/A 3/31/2011 IT0004468994 B.MPS 09/12 3.20% 3/31/2011 IT0004469067 BCA CARIGE 09/19 TV 3/20/2011 IT0004469075 BCA CARIGE 09/15 3.0 3/20/2011 IT0004469224 TEVERE FIN CL A S II 7/21/2011 IT0004469240 TEVERE FIN CL B II S 7/21/2011 IT0004469745 BNL 09/11 TV 3/31/2011 IT0004469778 BNL 09/11 TV 3/31/2011 IT0004469968 B.CARIME 09/11 1.9% 3/26/2011 IT0004469976 B.CARIME 09/11 TV 3/26/2011 IT0004470040 B.IMI 09/14 STEP-UP 3/31/2011 IT0004470057 FINMARO 08/18 TV 4/2/2011 IT0004470107 B.MPS 09/11 2.26% 4/1/2011

Security Description Payment Date FungibleIT0004470115 POP.MAROST.09/11 TM 4/1/2011 IT0004470149 B.MPS 09/12 2.76% 4/1/2011 IT0004470156 B.MPS 09/11 TV 4/1/2011 IT0004470198 B.CARIME 09/12 2.1 3/31/2011 IT0004470313 EVEREL GROUP ORD IT0004470503 F-E RED 09/40 CL A 5/3/2011 IT0004470511 F-E RED 09/40 CL B 5/3/2011 IT0004470529 UNICREDIT 12 3,35 4/3/2011 IT0004470537 POP.ANCONA 13 S-D 4/3/2011 IT0004470560 BCA IMI 09/11 TV 3/13/2011 IT0004470644 BANCASAI 14 ZC 4/22/2014 IT0004470826 BCA GALILEO 12 3.00 3/27/2011 IT0004470867 POP.MEZZOG.09/12 2.5 3/9/2011 IT0004470875 POP.MEZZOG. 09/11 ZC 9/9/2011 IT0004470883 POP.MEZZOG. 09/12 TV 3/9/2011 IT0004470917 CARISPAQ 09/13 3.2% 3/10/2011 IT0004470925 CARISPAQ 09/11 2.6% 3/10/2011 IT0004470990 CR.ARTIGIANO 11 2.15 3/26/2011 IT0004471014 HYPO A. ADRIA 14 SU 3/9/2011 IT0004471162 POP.ANCONA 09/11 TV 4/10/2011 IT0004471170 POP.ANCONA 09/12 S-D 4/6/2011 IT0004471188 POP. ANCONA 11 1.90% 4/27/2011 IT0004471204 UNICREDIT 15 S UP 4/3/2011 IT0004471352 MANTOVABANCA 09/13 3 3/16/2011 IT0004471410 BCA GALILEO 09/12 TV 3/19/2011 IT0004471543 POP.RAVENNA 11 2.15% 6/6/2011 IT0004471550 CARIRI 09/11 3.25% 5/15/2011 IT0004471626 POP.MANTOVA 09/12 TM 3/30/2011 IT0004471659 POP.BERGAMO 09/11 TV 3/27/2011 IT0004471667 CARIT 09/11 TV 4/1/2011 IT0004471709 BPL MORTGAGES CL A 3/30/2011 IT0004471725 BPL MORTGAGES CL B 3/30/2011 IT0004471931 B.MPS 09/12 2.50% 4/30/2011 IT0004471964 POP.BERGAMO 11 1.7% 3/30/2011 IT0004471998 CR VOLTERRA 9/12 2.4 3/17/2011 IT0004472020 POP.SPOLETO 12 3,25% 5/4/2011 IT0004472053 B.MPS 09/12 2.65% 4/30/2011 IT0004472244 BIVERBANCA 14 3.25% 4/1/2011 IT0004472251 BIVERBANCA 09/12 2.6 4/1/2011 IT0004472269 BIVERBANCA 11 1,85% 4/1/2011 IT0004472285 BIVERBANCA 11 2.05% 4/1/2011 IT0004472293 BIVERBANCA 09/11 TV 4/1/2011 IT0004472335 QUI INSURANCE AZ.ORD IT0004472418 CC RAI A.ADIGE 12 TV 3/16/2011 IT0004472459 BANCASAI 11 2,5% 4/15/2011 IT0004472491 B.MPS 09/14 SU 5/29/2011 IT0004472509 EUROB.TRENT. 11 2.30 3/20/2011 IT0004472541 POP VICENZA 15 4.00 3/31/2011 IT0004472574 VENETO B. 09/15 SU 4/2/2011 IT0004472582 VENETO B. 09/11 3.43 4/2/2011 IT0004472590 B.MERIDIANA 11 3.43% 4/2/2011 IT0004472608 B.MERIDIANA 09/15 SU 4/2/2011 IT0004472616 POP INTRA 09/11 3.43 4/2/2011

Security Description Payment Date FungibleIT0004472624 POP INTRA 09/15 S-UP 4/2/2011 IT0004472822 EUROB.TRENTINO 11 TV 3/20/2011 IT0004472855 BPCI 09/14 2.40% 4/30/2011 IT0004472863 BPCI 09/11 1.70% 4/30/2011 IT0004472939 POP.EMILIA 09/11 2.2 3/16/2011 IT0004472947 POP.EMILIA 09/12 TV 3/16/2011 IT0004472954 POP.EMILIA 09/14 S-U 3/16/2011 IT0004472970 BNL 09/11 TV 4/3/2011 IT0004472996 B.CRV 09/12 2% 3/12/2011 IT0004473077 BCC ROMA 11 2,60% 3/16/2011 IT0004473242 CR CASTELLO 09/11 TV 5/18/2011 IT0004473259 B. CARIGE 09/13 2.25 4/6/2011 IT0004473283 DEUTSCHE B. 14 TV 4/22/2011 IT0004473440 B.S.GIORGIO 09/12 TV 3/31/2011 IT0004473457 B.S.GIORGIO 12 2.50% 3/31/2011 IT0004473465 POP INTRA 09/13 TV 4/28/2011 IT0004473473 POP INTRA 09/13 2.5% 4/15/2011 IT0004473796 CARIPRATO 09/12 TV 3/16/2011 IT0004473812 POP.BERGAMO 09/12 2% 4/24/2011 IT0004473820 BRE BANCA 09/12 1.90 5/5/2011 IT0004473838 BS.GIORGIO 09/11 TV 5/3/2011 IT0004473861 BANCAPERTA 09/11 TV 3/17/2011 IT0004474067 POP.RAVENNA 11 TV 3/19/2011 IT0004474075 POP RAVENNA 11 1.75% 6/18/2011 IT0004474158 BCA IMI 09/14 3.5% 6/30/2011 IT0004474174 POP.VI 09/11 TV 4/20/2011 IT0004474232 P.BERGAMO 09/11 1.70 4/10/2011 IT0004474240 BRE BANCA 09/11 TV 5/5/2011 IT0004474257 B.MERIDIANA 9/12 3.5 4/2/2011 IT0004474406 POP.VI 09/14 3% 4/20/2011 IT0004474414 POP.VI 09/12 2.50% 4/20/2011 IT0004474422 POP.VI 09/11 2.10% 4/30/2011 IT0004474497 VENETO B.09/14 SU 4/2/2011 IT0004474844 BANCAPULIA 11 4.25% 3/23/2011 IT0004474877 B.CR.POP.09/11 2.6% 3/23/2011 IT0004474950 B.CARIME 09/14 S-D 4/10/2011 IT0004475098 BIM 09/19 TV 4/1/2011 IT0004475122 CR AL 09/11 2% 5/11/2011 IT0004475148 B.DESIO TOSC.9/11 TV 4/6/2011 IT0004475155 B.DESIO TOSC.11 2.20 4/6/2011 IT0004475163 BNL 09/12 TV 4/20/2011 IT0004475171 CARIFAC 09/13 S-UP 4/1/2011 IT0004475189 CARIFAC 09/11 2.4% 4/1/2011 IT0004475197 BCA CARIGE 09/13 SU 4/20/2011 IT0004475205 CENTROBANCA 09/11 3% 3/27/2011 IT0004475338 B.S.GIORGIO 11 1.80% 5/3/2011 IT0004475346 POP.BERGAMO 09/11 TV 4/24/2011 IT0004475395 BCA CARIME 09/13 4/10/2011 IT0004475502 POP. MILANO 09/11 2% 5/11/2011 IT0004475510 POP. MILANO 09/12 TV 5/11/2011 IT0004475569 CARIFAC 09/12 TV 4/1/2011 IT0004475643 FARBANCA 11 TV 4/1/2011 IT0004475684 BCA CARIME 09/12 2.1 4/17/2011

Security Description Payment Date FungibleIT0004475692 POP.ANCONA 09/11 1.8 5/14/2011 IT0004475700 BCA CARIME 09/11 TV 4/17/2011 IT0004475734 BCA CARIME 09/12 TV 4/17/2011 IT0004475767 BCO BRESCIA 09/11 TV 4/20/2011 IT0004475775 BCO BRESCIA 09/11 TV 2/17/2011 IT0004475882 BIM 09/14 STEP UP 4/7/2011 IT0004475973 CR RIETI 09/11 2.35% 5/15/2011 IT0004476039 POP.VI 09/15 4% 4/30/2011 IT0004476104 POP.MANTOVA 09/11 TV 3/25/2011 IT0004476120 B.S.BIAGIO 09/12 TV 4/1/2011 IT0004476336 B.CANAVESE 13 TV 4/1/2011 IT0004476344 BCC CANAVESE 11 TV 4/1/2011 IT0004476369 B.S.BIAGIO 09/12 TV 4/1/2011 IT0004476484 BNL 09/11 TV 4/30/2011 IT0004476492 BNL 09/11 TV 4/30/2011 IT0004476500 POP.SPOLETO 11 1,75% 5/4/2011 IT0004476518 POP.SPOLETO 11 2,5 4/27/2011 IT0004476534 POP.SPOLETO 11 2,6 4/20/2011 IT0004476567 ANTONVENETA 09/12 TV 5/5/2011 IT0004476575 INTESA S.P.09/13 TV 4/30/2011 IT0004476609 BCA CARIME 09/11 1.7 4/17/2011 IT0004476617 B. BRESCIA 09/11 TV 2/21/2011 IT0004476633 CCR A.ADIGE 09/14 TV 4/1/2011 IT0004476658 CCR A.ADIGE 09/16 TV 4/1/2011 IT0004480858 CTZ 20110331 3/31/2011 IT0004481021 ANTONVENETA 09/11 ZC 5/5/2011 IT0004481039 B.MPS 09/11 TV 4/30/2011 IT0004481062 B.ETICA 12 S UP 5/15/2011 IT0004481088 B.MARCHE 09/12 2.8% 3/31/2011 IT0004481112 B.DESIO VEN.09/12 SU 4/10/2011 IT0004481120 B.DESIO VEN. 11 2.40 4/10/2011 IT0004481138 BCC CAMUNA 11 2.3% 3/26/2011 IT0004481211 DEUTSCHE B. 09/11 TV 4/28/2011 IT0004481229 ANTONVENETA 13 2.87% 5/5/2011 IT0004481237 INTESA S.P.09/11 3% 4/30/2011 IT0004481245 BANCA IMI 09/13 S.UP 5/15/2011 IT0004481252 BPCI 09/12 TV 5/15/2011 IT0004481278 P.BERGAMO 09/14 2.50 4/30/2011 IT0004481591 BCA CARIGE 09/12 TV 4/20/2011 IT0004481658 B.MPS 09/11 TV 4/30/2011 IT0004481690 B.POPOLARE 09/15 ZC 3/31/2015 IT0004481708 B.POPOLARE 09/11 2.6 5/31/2011 IT0004481716 B.POPOLARE 09/13 3.3 4/30/2011 IT0004481724 B.POPOLARE 09/14 S-U 4/30/2011 IT0004481773 B.BRESCIA 09/12 1.80 4/21/2011 IT0004481781 POP.BERGAMO 09/11 TV 4/17/2011 IT0004481831 CERT ALE FTSE/MIB C IT0004481849 CERT ALE FTSE/MIB C IT0004481864 B.MPS 09/11 2.15% 4/30/2011 IT0004481872 B.DESIO 09/14 TV 5/4/2011 IT0004481906 BCC CAMUNA 11 2.68% 4/8/2011 IT0004481914 CR PR-PC 09/11 TM 5/3/2011 IT0004481930 BCA IMI 09/13 TM 4/30/2011

Security Description Payment Date FungibleIT0004482243 ABAXBANK 09/15 TV 3/30/2011 IT0004482250 B.S.GIORGIO 12 2.16% 4/15/2011 IT0004482342 POP.LANCIANO 11 ZC 5/1/2011 IT0004482359 POP.LANCIANO 14 ZC 4/1/2014 IT0004482367 B.MARCHE 09/14 TV 4/1/2011 IT0004482722 BANCAPULIA 11 3.25% 4/20/2011 IT0004482748 B.LANCIANO 14 S UP 4/1/2011 IT0004482755 POP LANCIANO 13 S UP 4/1/2011 IT0004482995 INTESA S.P.09/12 TM 4/30/2011 IT0004483035 UNICREDIT B. 11 OC 4/2/2011 IT0004483068 UNICREDIT 09/14 OC 4/2/2014 IT0004483084 BRE BANCA 09/11 TV 4/15/2011 IT0004483092 BRE BANCA 09/11 2.00 4/15/2011 IT0004483100 UNICREDIT 09/13 OC 4/2/2013 IT0004483118 UNICREDIT 12 OC 4/2/2012 IT0004483290 POP.VI 09/12 3.25% 4/29/2011 IT0004483308 POP.VI 09/15 SU 4/30/2011 IT0004483357 B.POP.BERGAMO 13 S-U 4/20/2011 IT0004483365 VENETO B.09/12 3.65% 4/6/2011 IT0004483399 CERT IMI ITCPIFOI C IT0004483423 BCO DESIO 09/12 SU 4/20/2011 IT0004483480 UC B.ROMA 09/12 OC 4/2/2012 IT0004483514 BCC CAMUNA 13 2.7% 4/8/2011 IT0004483613 POP.EMILIA 15 5.12% 3/31/2011 IT0004483647 BCA CARIGE 09/14 2.6 5/4/2011 IT0004483654 BCA CARIGE 09/14 TV 4/22/2011 IT0004483753 POP.VI 09/14 ZC 4/9/2014 IT0004483761 POP.VI 09/13 ZC 4/9/2013 IT0004483779 CARIPRATO 09/13 3% 4/15/2011 IT0004483787 CERT ALE FTSE/MIB C IT0004483795 CERT ALE FTSE/MIB C IT0004483803 CARIPRATO 09/15 3.50 4/15/2011 IT0004483811 POP.VI 09/15 4% 4/29/2011 IT0004484058 B.DESIO LAZIO 12 SU 4/30/2011 IT0004484066 B.DESIO LAZIO 11 2.3 4/30/2011 IT0004484124 CRED.ART. 09/11 2.10 4/9/2011 IT0004484157 CARIPRATO 09/14 3.25 4/15/2011 IT0004484165 CARIPRATO 09/15 4% 4/16/2011 IT0004484298 C.RAIFFEISEN 14 TV 4/6/2011 IT0004484470 DOLOMITI CL.A 2029 4/26/2011 IT0004484637 BCO S.GIORGIO 12 TV 4/14/2011 IT0004484645 B.S.GIORGIO 14 3.36% 4/17/2011 IT0004484652 POP.ANCONA 09/11 TV 5/8/2011 IT0004484850 BCA CARIGE 09/19 TV 5/4/2011 IT0004484876 CREDEM 09/12 2.45% 4/27/2011 IT0004484926 CR SPOLETO 09/11 TV 4/30/2011 IT0004484959 VENETO B.09/12 3.45% 4/14/2011 IT0004484967 B.CARIME 09/13 S-U 4/27/2011 IT0004484975 B.CARIME 09/14 S-D 4/27/2011 IT0004484983 UBI BANCA 09/17 ZC 11/8/2017 IT0004484991 UBI 09/17 ZC 2/15/2017 IT0004485063 QUADRIVIO FIN CL A 2/25/2011 IT0004485089 QUADRIVIO FIN CL B1 2/25/2011

Security Description Payment Date FungibleIT0004485105 QUADRIVIO FIN CL B2 2/25/2011 IT0004485113 QUADRIVIO FIN CL B3 2/25/2011 IT0004485147 QUADRIVIO FIN CL B4 2/25/2011 IT0004485154 QUADRIVIO FIN CL B5 2/25/2011 IT0004485410 B.MARCHE 09/14 2.8% 4/8/2011 IT0004485444 BNL 09/11 TV 4/30/2011 IT0004485493 BIM 09/11 3.43% 4/27/2011 IT0004485501 B.NUOVA 09/12 2.50% 4/15/2011 IT0004485592 BPCI 09/11 1.70% 5/15/2011 IT0004485618 POP. BERGAMO 11 1.80 5/15/2011 IT0004485626 BPCI 09/12 2.10% 5/15/2011 IT0004485634 BRE BANCA 09/12 2% 7/8/2011 IT0004485659 BRE BANCA 09/11 TV 4/8/2011 IT0004485691 B.POP.09/12 S-UP 5/6/2011 IT0004485857 BCC LEVERANO 13 2.85 5/1/2011 IT0004485865 BCC LEVERANO 12 2.5% 5/1/2011 IT0004485873 BCC LEVERANO 11 2.35 5/1/2011 IT0004485923 B.CAMPANIA 09/14 2% 4/20/2011 IT0004485931 B.CAMPANIA 12 1.75% 4/20/2011 IT0004485949 B.CAMPANIA 11 1.25% 4/20/2011 IT0004486111 HYPO A.ADRIA 12 3.00 4/20/2011 IT0004486145 POP MANTOVA 11 2.15% 5/11/2011 IT0004486376 MALATESTA FINANCE A 4/28/2011 IT0004486442 B.SARDEGNA 09/12 2.2 4/15/2011 IT0004486525 BCA IMI 09/13 3.25% 6/26/2011 IT0004486533 BANCA IMI 09/14 TV 5/25/2011 IT0004486574 P.BERGAMO 09/13 S.UP 4/30/2011 IT0004486582 B.CARIME 09/12 TV 4/30/2011 IT0004486590 B.CARIME 09/12 2.2% 4/30/2011 IT0004486608 B.CARIME 09/11 1.8% 4/30/2011 IT0004486616 B.CARIME 09/11 TV 4/30/2011 IT0004486624 POP.ANCONA 11 2.30% 6/4/2011 IT0004486640 B.MERIDIANA 09/12 SU 4/24/2011 IT0004486699 CR CANTU' 09/19 TV 5/18/2011 IT0004486814 B.MPS 09/13 TM 4/24/2011 IT0004486822 CERT IMI DJ EURO C IT0004486830 POP.RAVENNA 11 2,05 7/16/2011 IT0004486863 B.CIVIDALE 09/11 2% 4/16/2011 IT0004486871 CLARIS SERIE 2009 1A 4/26/2011 IT0004486889 CLARIS SERIE 2009 1B 4/26/2011 IT0004486962 BCPI 09/13 S-U 2% 4/30/2011 IT0004486970 BVC 09/12 S-UP 4/27/2011 IT0004486988 BVC 09/11 2% 5/20/2011 IT0004486996 BVC 09/13 2.8% 5/20/2011 IT0004487002 BVC 09/13 2.5% 5/29/2011 IT0004487010 BVC 09/12 2.1% 5/20/2011 IT0004487085 B.CARIME 09/11 2.2% 4/30/2011 IT0004487093 B.S.GIORGIO 12 2.50% 5/15/2011 IT0004487101 B.CARIME 09/12 2.6% 4/30/2011 IT0004487119 B.S.GIORGIO 12 2.80% 5/15/2011 IT0004487135 B.S.GIORGIO 09/11 TV 5/15/2011 IT0004487143 B.S.GIORGIO 09/11 TV 6/15/2011 IT0004487150 B.S.GIORGIO 09/12 TV 5/15/2011

Security Description Payment Date FungibleIT0004487168 B.S.GIORGIO 11 1.80% 6/15/2011 IT0004487176 B.S.GIORGIO 11 2.10% 5/15/2011 IT0004487473 WARR.K.R.ENERGY 2012 IT0004487572 BCO BRESCIA 09/11 TV 5/20/2011 IT0004487580 BCO BRESCIA 09/11 TV 4/1/2011 IT0004487598 BRE BANCA 09/11 TV 5/8/2011 IT0004487606 POP. BERGAMO 13 S.UP 5/11/2011 IT0004487614 BCO BRESCIA 09/12 TV 2/28/2011 IT0004487622 BRE BANCA 09/11 2.00 5/8/2011 IT0004487630 CR CESENA 09/13 S-UP 4/20/2011 IT0004487770 B.TRE VENEZIE ORD IT0004487853 P.MEZZOGIORNO 11 ZC 7/20/2011 IT0004487903 BCA IMI 09/14 TV 5/28/2011 IT0004487952 POP.BERGAMO 09/11 TV 5/8/2011 IT0004487960 BCO BRESCIA 09/13 TV 5/11/2011 IT0004488166 B.S.BIAGIO 09/11 3.0 5/4/2011 IT0004488232 EMILRO 09/14 STEP UP 4/24/2011 IT0004488240 EMILRO 09/12 2.20% 4/24/2011 IT0004488257 POP.SPOLETO 11 1,8 6/30/2011 IT0004488265 POP.SPOLETO 11 1,8 6/3/2011 IT0004488273 POP.SPOLETO 11 TV 3/30/2011 IT0004488281 B. CARIGE 09/13 2.25 5/18/2011 IT0004488307 IKF ORD. IT0004488315 B.CIVIDALE 09/12 SU 4/20/2011 IT0004488356 WARRANT IKF 2014 IT0004488372 CR VOLTERRA 09/11 3% 6/11/2011 IT0004488448 POP.BERGAMO 09/11 TV 5/4/2011 IT0004488455 POP. BERGAMO 11 2.30 5/4/2011 IT0004488547 ANTONVENETA 12 2.45 5/29/2011 IT0004488554 B.ANTONVENETA 12 TV 5/29/2011 IT0004488570 POP.MAROST.09/11 TM 5/19/2011 IT0004488604 CDP 09/12 3.5% 4/24/2011 IT0004488646 CR VOLTERRA 12 2.30 5/4/2011 IT0004488653 B.MPS 09/11 TV 6/4/2011 IT0004488661 ANTONVENETA 09/11 ZC 5/29/2011 IT0004488695 POP APRILIA 11 2.30 4/23/2011 IT0004488760 POP INTRA 09/11 3% 6/16/2011 IT0004488794 SIENA MORTGAGES CL A 5/15/2011 IT0004488810 SIENA MORTGAGES CL B 5/15/2011 IT0004488828 SIENA MORTGAGES CL C 5/15/2011 IT0004488844 SIENA MORTGAGES CL D 5/15/2011 IT0004489115 CARISPAQ 09/12 2.8% 4/28/2011 IT0004489123 CARISPAQ 09/11 2.5% 4/28/2011 IT0004489149 INTESA S.P.09/11 2.4 5/29/2011 IT0004489164 B.IMI 09/13 STEP UP 5/15/2011 IT0004489172 POP.BERGAMO 09/11 TV 2/25/2011 IT0004489354 BANCAPULIA 11 3.25% 6/1/2011 IT0004489453 CREDEM 09/12 2.40% 2/18/2011 IT0004489511 P.ANCONA 09/13 3.10% 5/12/2011 IT0004489529 B.MERIDIANA 09/11 3% 5/4/2011 IT0004489537 CR SOPRAMONTE 12 SU 5/1/2011 IT0004489610 BTP 20190901 4.25% 3/1/2011 IT0004489800 BANCAPULIA 11 3.25% 6/30/2011

Security Description Payment Date FungibleIT0004489867 BNL 09/11 TV 2/28/2011 IT0004489875 BNL 09/11 TV 2/28/2011 IT0004489883 POP.SPOLETO 11 2,5% 5/11/2011 IT0004489925 INTESA S.P.09/13 TV 5/29/2011 IT0004489974 B.POP.09/14 2.7% 5/29/2011 IT0004489982 B.POP.09/13 ZC 11/29/2013 IT0004489990 B.POP.09/12 2,35% 5/29/2011 IT0004490006 UNICREDIT 12 3,25% 5/29/2011 IT0004490048 UNICREDIT 14 3,75% 5/29/2011 IT0004490063 UNICREDIT 12 3% 5/29/2011 IT0004490113 POP. ANCONA 09/11 TV 4/30/2011 IT0004490329 B.MARCHE 09/14 3% 5/8/2011 IT0004490337 B.MARCHE 09/12 2.5% 4/29/2011 IT0004490410 POP.VI 09/11 2.30% 5/29/2011 IT0004490477 B.CARIME 09/11 1.8% 2/18/2011 IT0004490493 B.CARIME 09/12 2.1% 2/18/2011 IT0004490501 B.CARIME 09/14 S-D 2/18/2011 IT0004490519 B.CARIME 09/12 TV 5/18/2011 IT0004490527 B.CARIME 09/11 TV 5/18/2011 IT0004490543 B.CARIME 09/13 S-UP 2/18/2011 IT0004490709 B.SASSARI 09/14 3% 5/4/2011 IT0004490717 B.SASSARI 09/12 2.30 5/4/2011 IT0004490725 B POP.T.GRECO 11 TV 5/12/2011 IT0004490816 CRU PINETANA 12 S228 3/30/2011 IT0004490840 B.MPS 09/13 TV 5/29/2011 IT0004490873 POP.VI 09/11 TV 2/28/2011 IT0004490881 POP.VI 09/15 4% 5/29/2011 IT0004490899 POP.VI 09/11 2.90% 8/29/2011 IT0004490915 POP.BERGAMO 09/11 TV 5/15/2011 IT0004490923 POP. ANCONA 11 1.80% 6/22/2011 IT0004490931 P. BERGAMO 09/11 2.3 5/15/2011 IT0004490949 POP. ANCONA 12 2.10% 5/15/2011 IT0004490956 POP.BERGAMO 09/12 SU 5/15/2011 IT0004491095 BCA PIEMONTE 12 2% 5/15/2011 IT0004491103 B. PIEMONTE 09/14 TV 5/15/2011 IT0004491160 B.MPS 09/11 TV 6/1/2011 IT0004491210 CERT ALE DJ EURO C IT0004491251 P. BERGAMO 09/13 SU 5/25/2011 IT0004491285 ALTA PADOVANA CL A 5/20/2011 IT0004491301 ALTA PADOVANA CL B 5/20/2011 IT0004491392 BNL 09/12 2.30% 5/29/2011 IT0004491434 S.G.PERSICETO TF 6/30/2011 IT0004491442 CARIPRATO 09/15 4.00 5/15/2011 IT0004491459 CARIPRATO 09/13 3.00 5/15/2011 IT0004491673 B.CRV 09/14 SU 5/8/2011 IT0004491681 B.CRV 09/12 TV 5/6/2011 IT0004491731 B.DESIO 09/11 2.20% 5/20/2011 IT0004491798 B.BRESCIA 09/13 2.20 6/25/2011 IT0004491830 POP.VI 09/12 3.25% 5/29/2011 IT0004491848 BCA IMI 09/14 S.UP 5/29/2011 IT0004491962 BCC CAMUNA 11 2.2% 5/4/2011 IT0004492044 PROV.BOLOGNA TVT 6/30/2011 IT0004492200 B.BOLOGNA 09/12 TV 5/15/2011

Security Description Payment Date FungibleIT0004492275 BCA CARIGE 09/14 2.6 2/18/2011 IT0004492283 CRU PINETANA 14 230^ 5/8/2011 IT0004492317 B.MPS 09/11 2.04% 6/1/2011 IT0004492341 POP.VI 09/11 3% 5/28/2011 IT0004492382 POP.ANCONA 09/11 TV 3/12/2011 IT0004492457 CAPE LIVE 09/14 5% 7/17/2011 IT0004492671 BCA CARIGE 09/13 SU 5/25/2011 IT0004492812 B.CARIME 09/12 2.4% 2/22/2011 IT0004492879 B.MPS 09/14 SU 6/30/2011 IT0004492911 B.DESIO TOSC.09/11 2 6/1/2011 IT0004493158 BPCI 09/11 2.30% 6/12/2011 IT0004493166 BPCI 06/13 S-U 1.80% 6/12/2011 IT0004493174 POP.A.ADIGE 13 S UP 5/11/2011 IT0004493653 B.CR.PO. 09/12 2.5% 5/26/2011 IT0004493661 B.CR.POP. 09/11 ZC 9/26/2011 IT0004493679 BNL 09/11 TV 3/3/2011 IT0004493760 POP. INTRA 09/12 TV 6/16/2011 IT0004493935 BANCASAI 11 2,30% 6/12/2011 IT0004493943 B.CIVIDALE 09/12 TV 5/14/2011 IT0004493976 POP.VI 09/12 2.60% 5/28/2011 IT0004494164 EMILBANCA 09/11 TV 5/20/2011 IT0004494412 B.CARIME 09/14 S-D 3/1/2011 IT0004494420 B.CARIME 09/11 1.7% 6/1/2011 IT0004494438 BPCI 09/12 TV 3/30/2011 IT0004494446 POP.BERGAMO 09/11 TV 2/28/2011 IT0004494461 B.CARIME 09/12 TV 6/1/2011 IT0004494503 B.CARIME 09/13 S-UP 3/1/2011 IT0004494511 B.CARIME 09/11 TV 6/1/2011 IT0004494529 B.CARIME 09/12 2% 3/1/2011 IT0004494651 B.MPS 09/14 2.28 C/A 2/28/2011 IT0004494701 CARISPAQ 09/14 3% 2/18/2011 IT0004494727 B.POP.09/11 3.48% 5/28/2011 IT0004494784 CARISPAQ 09/12 TV 2/18/2011 IT0004494792 CARISPAQ 09/11 2.30% 2/18/2011 IT0004494800 CARISPAQ 09/12 2.60% 2/18/2011 IT0004494941 VENETO V.09/19 TM 5/15/2011 IT0004494982 BPCI 09/11 1.65% 6/12/2011 IT0004495021 POP.VI 09/15 4% 6/15/2011 IT0004495039 POP.VI 09/11 2.20% 6/15/2011 IT0004495088 CR VOLTERRA 09/11 3% 7/16/2011 IT0004495096 BCA CARIGE 09/14 TV 6/3/2011 IT0004495187 WARRANT UBI B.ORD 11 IT0004495609 SUNRISE CLASS A 2/28/2011 IT0004495674 B.BEDIZZOLE 09/11 SU 2/20/2011 IT0004495682 POP.RAVENNA 14 S UP 5/19/2011 IT0004495690 POP.RAVENNA 12 S UP 5/19/2011 IT0004495708 POP.RAVENNA 13 S UP 5/19/2011 IT0004495716 POP.RAVENNA 11 2,25 2/19/2011 IT0004495757 B.MPS 09/12 TV 6/18/2011 IT0004495765 CARIPRATO 09/11 2.25 6/15/2011 IT0004495773 CR SELVA 09/14 TV 5/18/2011 IT0004495807 CCR.A.ADIGE 09/12 TV 5/20/2011 IT0004495872 BCC ABRUZZ. 09/16 SU 5/15/2011

Security Description Payment Date FungibleIT0004495906 BCC PORDENONESE12 TV 5/25/2011 IT0004496037 QUARZO LEASE 2 SENIO 4/25/2011 IT0004496045 QUARZO LEASE 2 JUNIO 4/25/2011 IT0004496052 CERT IMI EUR/GBP C IT0004496102 POP.VI 09/12 TV 5/20/2011 IT0004496326 B.MPS 09/14 TV 6/18/2014 IT0004496359 B.DESIO VENETO 11 TV 3/8/2011 IT0004496367 B.DESIO VEN. 11 2.3% 6/8/2011 IT0004496482 FIN.& FUTURO B.12 TV 5/19/2011 IT0004496490 POP. BARI 09/19 TM 3/26/2011 IT0004496524 B.POPOLARE 09/11 2.4 2/19/2011 IT0004496557 UBI 09/14 TM 7/7/2011 IT0004496821 B.MARCHE 09/11 2% 6/22/2011 IT0004496870 POP. LANCIANO 11 ZC 7/20/2011 IT0004496912 BCA IMI 09/13 2.45% 6/17/2011 IT0004496920 WARRANT AEDES ORD 14 IT0004497019 POP.BG. 09/12 1.8% 6/30/2011 IT0004497035 POP.BG 09/11 TV 3/22/2011 IT0004497043 UBI 09/14 TM 6/30/2011 IT0004497050 UBI 09/19 TM 6/30/2011 IT0004497068 UBI 09/16 TV 3/30/2011 IT0004497076 UNICREDIT SPA 15 TV 3/26/2011 IT0004497084 BANCAPULIA 09/11 4% 5/21/2011 IT0004497167 B.PIEMONTE 09/14 TV 3/22/2011 IT0004497175 B.PIEMONTE 09/13 2% 6/10/2011 IT0004497209 BCA CARIGE 09/17 TV 6/15/2011 IT0004497241 POP.VI 09/12 2.60% 6/15/2011 IT0004497415 BCA LEGNANO 09/12 TV 3/15/2011 IT0004497423 POP. MILANO 09/12 TV 3/30/2011 IT0004497431 POP.MILANO 09/11 1.5 6/30/2011 IT0004497449 B.MPS 09/12 2.375% 6/18/2011 IT0004497456 ANTONVENETA 09/11 ZC 7/31/2011 IT0004497480 BNL 09/11 TV 3/30/2011 IT0004497498 BNL 09/11 TV 3/30/2011 IT0004497522 B.MPS 09/13 2.705% 6/18/2011 IT0004497530 ANTONVENETA 09/12 TV 7/31/2011 IT0004497548 ANTONVENETA 12 2.32% 7/31/2011 IT0004497563 POP.VI 09/11 TV 6/19/2011 IT0004497852 CR AL 09/11 1.50% 7/6/2011 IT0004497860 BCA LEGNANO 09/11 SD 7/15/2011 IT0004497878 B.MPS 09/11 TV 6/18/2011 IT0004497902 WARRANT BPM ORD. 13 IT0004498017 INTESA S.P.9/11 1.95 6/30/2011 IT0004498058 B.MERIDIANA 09/12 SU 6/16/2011 IT0004498066 B.MERIDIANA 9/11 2.3 3/16/2011 IT0004498249 UNICREDIT SPA 12 6/30/2011 IT0004498983 CW UI ENI P IT0004498991 CW UI ENI C IT0004499007 CW UI ENI C IT0004499213 CW UI 1+1 FIAT P IT0004499221 CW UI 1+1 FIAT C IT0004499239 CW UI 1+1 FIAT C IT0004499601 CW UI INTSPAOLO P

Security Description Payment Date FungibleIT0004499619 CW UI INTSPAOLO C IT0004499627 CW UI INTSPAOLO C IT0004500440 EMILRO 09/12 TV 5/15/2011 IT0004500523 BCA ROMAGNA 09/13 SU 5/13/2011 IT0004500531 POP.BERGAMO 11 1.70% 6/12/2011 IT0004500549 POP. ANCONA 12 2.05% 6/5/2011 IT0004500556 POP.ANCONA 09/11 1.7 7/5/2011 IT0004500598 GRECALE ABS 2056 A 4/28/2011 IT0004500663 CW UI TELECOM P IT0004500671 CW UI TELECOM C IT0004500689 CW UI TELECOM C IT0004502156 CW UI FTSE/MIB C IT0004502164 CW UI FTSE/MIB C IT0004502172 CW UI FTSE/MIB C IT0004502180 CW UI FTSE/MIB P IT0004502198 CW UI FTSE/MIB C IT0004502206 CW UI FTSE/MIB C IT0004502214 CW UI FTSE/MIB C IT0004502222 CW UI FTSE/MIB P IT0004502230 CW UI FTSE/MIB P IT0004502289 BNL 09/12 2.20% 6/30/2011 IT0004502297 POP.RAVENNA 14 S UP 6/1/2011 IT0004502420 BVC 09/16 TV 3/5/2011 IT0004502438 POP.BERGAMO 09/11 SU 7/6/2011 IT0004502446 UNICREDIT 14 3,5 6/30/2011 IT0004502453 POP INTRA 09/12 2.25 6/16/2011 IT0004502917 B.MPS 09/14 TM 6/18/2011 IT0004502941 B.DESIO LAZIO 11 TV 3/30/2011 IT0004503048 B.CO POPOLARE 13 TM 6/23/2011 IT0004503097 B.CARIME 09/11 1.6% 4/18/2011 IT0004503105 B.CARIME 09/13 S-UP 3/18/2011 IT0004503113 B.CARIME 09/12 1.9% 3/18/2011 IT0004503121 B.CARIME 09/14 S-DOW 3/18/2011 IT0004503139 B.CARIME 09/11 TV 6/18/2011 IT0004503170 BIM 09/12 TV 6/1/2011 IT0004503188 CERT IMI EUROST. C IT0004503253 BCC AVETRANA 11 2,25 6/1/2011 IT0004503345 B.S.GIORGIO 09/12 TV 6/22/2011 IT0004503352 B.S.GIORGIO 12 1.90% 6/22/2011 IT0004503360 BVC 09/12 2.1% 6/22/2011 IT0004503451 BCC PORDENONESE09/11 6/1/2011 IT0004503485 BNL 09/11 TV 3/30/2011 IT0004503493 POP.MAROSTICA 12 TV 6/26/2011 IT0004503535 CENTROBANCA 09/11 TM 6/30/2011 IT0004503543 HYPO A.A.BANK 12 3.0 6/4/2011 IT0004503568 CARIPRATO 09/11 2.0 6/30/2011 IT0004503717 ENI 2009/2015 TF 4% 6/29/2011 IT0004503766 ENI 2009/2015 TV 6/29/2011 IT0004503816 B.CO POP.09/13 TM 6/30/2011 IT0004503832 B.BRESCIA 09/11 TV 6/30/2011 IT0004503840 BRE BANCA 09/11 TV 4/10/2011 IT0004503857 BCO BRESCIA 09/13 TV 6/30/2011 IT0004503865 BCO BRESCIA 09/11 TV 4/30/2011

Security Description Payment Date FungibleIT0004503873 BRE BANCA 09/12 2% 7/10/2011 IT0004503881 B.S.GIORGIO 09/14 TV 6/22/2011 IT0004503907 BVC 09/13 2.60% 6/22/2011 IT0004503964 CERT ALE FTSE MIB C IT0004504046 P.MILANO 09/13 6.75 6/1/2011 IT0004504137 POP.VI 09/15 3.80% 6/30/2011 IT0004504145 CARIPRATO 09/13 3.00 6/22/2011 IT0004504152 POP.VI 09/11 2.20% 7/15/2011 IT0004504160 POP BG 09/11 TV 3/30/2011 IT0004504244 PS.ANGELO ORD.1/1/10 IT0004504251 CERT IMI EUROST. C IT0004504269 CERT IMI EUROST. C IT0004504400 B.DESIO 09/12 SU 6/29/2011 IT0004504418 B.DESIO 09/12 2.30% 6/29/2011 IT0004504426 B.DESIO 09/11 TV 3/29/2011 IT0004504475 INTESA SP 09/11 2% 6/29/2011 IT0004504533 RED & BLACK 29 TF B 5/2/2011 IT0004504541 RED & BLACK 29 TV A 5/2/2011 IT0004504681 P.MEZZOG. 09/12 2.3% 6/3/2011 IT0004504699 P.MEZZOGIORNO 12 TV 6/1/2011 IT0004504723 POP.VI 09/11 TV 6/30/2011 IT0004504749 CERT IMI EUROST. C IT0004504756 POP.VI 09/12 3.25% 6/30/2011 IT0004504764 B.POP.09/14 4.58% 6/15/2011 IT0004504772 VENETO B.09/14 TV 3/16/2011 IT0004504780 VENETO B.09/13 2.20% 3/16/2011 IT0004504798 VENETO B.09/12 1.90% 3/16/2011 IT0004505035 BPCI 09/13 S-U 6/30/2011 IT0004505076 BTP 20140601 3.50% 6/1/2011 IT0004505217 BNL 09/12 2.86% 6/30/2011 IT0004505225 BCA CARIGE 09/14 2.8 4/2/2011 IT0004505233 BCA CARIGE 09/13 2.4 7/2/2011 IT0004505266 CREDEM 09/15 TM 3/30/2011 IT0004505332 POP. ANCONA 09/11 TV 4/13/2011 IT0004505472 EMILRO 09/12 2.20% 6/12/2011 IT0004505498 POP.MEZZOG. 09/11 ZC 9/9/2011 IT0004505506 POP.SPOLETO 09/14 3% 6/15/2011 IT0004505530 BCA IMI 09/14 3.10% 6/30/2011 IT0004505597 POP.ANCONA 09/11 1.8 6/30/2011 IT0004505654 CR SOPRAMONTE 12 TV 6/15/2011 IT0004505761 POP INTRA 09/13 TV 7/20/2011 IT0004505944 B.MPS 09/14 TV 8/7/2011 IT0004505969 B.MPS 09/13 TV 8/7/2011 IT0004506181 B.SARDEGNA 13 2.45% 6/15/2011 IT0004506199 B.SARDEGNA 09/12 2.1 6/15/2011 IT0004506207 B.SARDEGNA 09/11 TV 6/15/2011 IT0004506249 B.MPS 09/11 ZC 7/24/2011 IT0004506256 B.MPS 09/11 TV 8/4/2011 IT0004506298 B.S.GIORGIO 13 2.70% 6/30/2011 IT0004506389 CERT IMI CARBONE C IT0004506397 CERT IMI ZUCCHERO C IT0004506405 CERT IMI COTONE C IT0004506413 CERT IMI CARBUR. C

Security Description Payment Date FungibleIT0004506421 CERT IMI NICKEL C IT0004506439 CERT IMI CAFFE C IT0004506447 CERT IMI PIOMBO C IT0004506546 B.CARIME 09/13 S-UP 4/6/2011 IT0004506553 B.CARIME 09/12 TV 7/6/2011 IT0004506561 B.CARIME 09/11 1.9% 5/6/2011 IT0004506579 B.CARIME 09/12 2.2% 4/6/2011 IT0004506587 B.CARIME 09/14 SD 4/6/2011 IT0004506645 UNIPOL 09/12 5.25% 7/1/2011 IT0004506686 POP.MILANO 09/12 TV 4/30/2011 IT0004506694 B.CRV 09/12 2% 6/18/2011 IT0004506702 P.MEZZOGIORNO 11 ZC 9/18/2011 IT0004506710 POP RAVENNA 11 2% 3/16/2011 IT0004506751 FIN.& FUTURO 12 TV 6/16/2011 IT0004506868 UBI 09/13 5.75 CONV 7/10/2011 IT0004506975 CREDEM 09/12 2.65% 4/6/2011 IT0004506991 POP.BERGAMO 09/12 SU 7/20/2011 IT0004507007 P.BERGAMO 09/11 1.85 7/20/2011 IT0004507015 POP.BERGAMO 09/11 TV 4/20/2011 IT0004507023 VENETO B.09/14 TV 3/30/2011 IT0004507031 POP.MILANO 09/12 TV 2/28/2011 IT0004507056 CERT ALE FTSE MIB C IT0004507155 POP.RAVENNA 12 TV 3/19/2011 IT0004507171 POP SPOLETO 11 2.375 4/20/2011 IT0004507205 CENTROBANCA 09/14 TM 7/21/2011 IT0004507254 GRUPPO EFFEGI ORD. IT0004507395 BNL 09/11 TV 4/30/2011 IT0004507429 POP.MANTOVA 09/12 SU 7/27/2011 IT0004507445 B.CR.POP.09/11 TV 4/3/2011 IT0004507460 BNL 09/11 TV 4/30/2011 IT0004507478 POP.RAVENNA 14 S UP 6/22/2011 IT0004507510 CR VOLTERRA 9/11 2.5 8/15/2011 IT0004507593 POP.BERGAMO 09/11 TV 4/10/2011 IT0004507601 B.CARIME 09/11 2% 4/10/2011 IT0004507619 INTESA S.P.09/11 TV 4/6/2011 IT0004507791 POP.VI 09/15 4% 7/31/2011 IT0004507809 POP.VI 09/11 2.40% 7/31/2011 IT0004507858 B.MPS 09/14 TV 8/4/2011 IT0004507866 B.MPS 09/13 3% 7/24/2011 IT0004508039 WARR.GABETTI 09/13 IT0004508112 POP.MEZZOG.09/11 ZC 12/26/2011 IT0004508146 CARISPAQ 09/11 2.1% 3/25/2011 IT0004508187 DEUTSCHE B.09/11 TV 5/3/2011 IT0004508211 B.MPS 09/14 SU 8/10/2011 IT0004508922 UNICREDIT 09/15 TV 5/4/2011 IT0004508971 BTP 09/12 2.50% 7/1/2011 IT0004509078 CR CESENA 09/13 S.UP 6/24/2011 IT0004509219 CTZ 09/11 24M 6/30/2011 IT0004509326 B.MPS 09/14 2.78% 4/24/2011 IT0004509383 B.SVILUPPO 11 2.25% 3/26/2011 IT0004509474 INTESA S.P.09/11 2% 7/31/2011 IT0004509482 INTESA S.P.09/11 2% 7/30/2011 IT0004509516 B.MPS 09/13 3.13% 7/24/2011

Security Description Payment Date FungibleIT0004509524 B.MPS 09/12 TV 8/4/2011 IT0004509615 BCC CAMUNA 14 S-UP 7/1/2011 IT0004509722 CR VOLTERRA 9/12 2.8 7/20/2011 IT0004509821 B.MPS 09/14 TM 7/16/2011 IT0004509839 BANCAPULIA 09/11 3.5 6/30/2011 IT0004509862 POP.MILANO 11 1.75% 7/31/2011 IT0004509870 POP. MILANO 11 1.75% 2/28/2011 IT0004509953 BNL 09/15 TV 4/20/2011 IT0004510514 B.CIVIDALE 09/12 TV 4/1/2011 IT0004510522 POP.SPOLETO 24 5% 7/1/2011 IT0004510530 POP.RAVENNA 13 3% 6/30/2011 IT0004510548 BNL 09/12 2.45% 7/31/2011 IT0004510563 B.DESIO TOS 09/12 SU 7/20/2011 IT0004510621 B.LEGNANO 09/11 S-UP 8/31/2011 IT0004510688 BCO BRESCIA 09/11 TV 2/28/2011 IT0004510811 CERT IMI DJOIL-GAS C IT0004510837 CERT IMI DJOIL-GAS C IT0004510845 BCO BRESCIA 09/13 TV 7/31/2011 IT0004510860 BCO BRESCIA 09/12 TV 7/31/2011 IT0004510951 CARISPAQ 09/14 3% 4/1/2011 IT0004511116 BCA GALILEO 09/12 TV 4/10/2011 IT0004511124 B.GALILEO 09/12 2.70 7/15/2011 IT0004511132 BANCAPULIA 11 2.75% 7/31/2011 IT0004511140 CR AL 09/11 1.75 8/5/2011 IT0004511157 CR AL 09/12 2.20 8/5/2011 IT0004511439 BERICA 8 SENIOR CL A 3/31/2011 IT0004511447 BERICA 8 JUNIOR CL B 3/31/2011 IT0004511579 POP APRILIA 12 2.20 7/2/2011 IT0004511611 CR FABRIANO 12 S-UP 4/15/2011 IT0004511629 CR FABRIANO 11 2,5% 4/15/2011 IT0004511686 B.POP.09/14 ZC 1/30/2014 IT0004511702 B.SASSARI 09/14 3.1% 7/10/2011 IT0004511710 B.POP.09/14 2.7% 7/30/2011 IT0004511728 B.POP.09/11 2.4% 3/30/2011 IT0004511819 CCR A.ADIGE 09/14 TV 7/1/2011 IT0004511850 POP INTRA 09/13 3% 7/16/2011 IT0004511868 B.SASSARI 12 2.3% 7/10/2011 IT0004511884 BPCI 09/12 2.20% 2/21/2011 IT0004511900 BPCI 09/13 2% 8/21/2011 IT0004511918 POP.ANCONA 09/11 1.6 8/13/2011 IT0004511926 FANES CL A SENIOR 4/29/2011 IT0004511959 UNICREDIT SPA 16 OBG 7/31/2011 IT0004511975 BPCI 09/11 1.80% 2/21/2011 IT0004511983 B.CARIME 09/13 S-UP 4/17/2011 IT0004511991 B.CARIME 09/14 S-DOW 4/17/2011 IT0004512015 BPCI 09/12 TV 2/21/2011 IT0004512023 FANES CL B SENIOR 7/29/2011 IT0004512049 B.CARIME 09/12 2% 4/17/2011 IT0004512056 B.CARIME 09/11 1.6% 4/17/2011 IT0004512122 B.BOLOGNA 09/11 TV 3/30/2011 IT0004512270 POP.RAVENNA 14 S UP 7/6/2011 IT0004512288 POP.SPOLETO 14 3,5 7/6/2011 IT0004512312 POP.VI 09/11 2.30% 8/7/2011

Security Description Payment Date FungibleIT0004512379 POP.ANCONA 12 2.43% 7/30/2011 IT0004512387 BVC 09/13 2.2% 7/3/2011 IT0004512544 UNICREDIT 09/15 TM 7/31/2011 IT0004512569 CERT IMI FTSE/XC C IT0004512718 BANCASAI 12 2,80% 7/15/2011 IT0004512767 VENETO B. 09/11 2.86 2/17/2011 IT0004512775 VENETO B. 09/12 SU 3/16/2011 IT0004512783 POP. INTRA 11 2.86% 2/17/2011 IT0004512791 POP.INTRA 09/12 S-UP 3/16/2011 IT0004512809 B.MERIDIANA 11 2.86% 2/17/2011 IT0004512817 B.MERIDIANA 09/12 SU 3/16/2011 IT0004513039 POP.ANCONA 09/11 1.8 3/28/2011 IT0004513047 POP.ANCONA 09/12 2.2 2/28/2011 IT0004513054 POP.ANCONA 09/11 TV 2/28/2011 IT0004513070 BRE BANCA 09/12 2% 8/12/2011 IT0004513088 B.BRESCIA 09/13 S-UP 3/11/2011 IT0004513096 BRE BANCA 09/11 TV 5/12/2011 IT0004513112 ADRIANO FIN CL A 3^ 4/29/2011 IT0004513161 BCA CARIGE 09/19 TV 8/10/2011 IT0004513179 ADRIANO FIN CL B 3^ 4/29/2011 IT0004513401 POP.RAVENNA 11 TV 4/8/2011 IT0004513435 MONTE PARMA 11 TV 4/8/2011 IT0004513443 CARIPRATO 09/11 2.00 7/30/2011 IT0004513542 ESTENSE FIN.CL A 2/24/2011 IT0004513559 ESTENSE FIN CL B 2/24/2011 IT0004513641 BTP 20250301 5% 3/1/2011 IT0004513666 TISCALI ORD IT0004513690 CERT IMI ENI C IT0004513823 POP.ANCONA 09/13 S-D 2/28/2011 IT0004513906 BCC CANAVESE 12 S-UP 7/13/2011 IT0004514060 CERT ALE FTSE MIB C IT0004514128 BCC ROMA 09/13 S-UP 7/14/2011 IT0004514243 B.MARCHE 09/12 2.8% 7/13/2011 IT0004514276 BNL 09/12 2.30% 7/31/2011 IT0004514292 BNL 09/11 TV 4/30/2011 IT0004514318 CR VOLTERRA 09/12 2% 7/16/2011 IT0004514359 CR.CESENA 09/14 ZC 7/13/2014 IT0004514367 POP.BG.09/11 1.5% 8/10/2011 IT0004514375 POP.BG 09/11 TV 4/30/2011 IT0004514383 PO.BG.09/12 S-UP 8/10/2011 IT0004514417 CR SELVA 09/12 S.UP 7/10/2011 IT0004514508 GABETTI PROPERTY B IT0004514599 B.S.GIORGIO 13 2.36% 2/17/2011 IT0004514607 BVC 09/13 2.15% 7/24/2011 IT0004514615 BVC 09/14 2.4% 7/24/2011 IT0004514953 BCA CARIGE 09/17 TV 8/10/2011 IT0004514961 B.CIVIDALE 11 2.28 12/28/2011 IT0004515034 POP.VI 09/12 3.25% 7/31/2011 IT0004515083 POP.ANCONA 09/14 S-U 2/28/2011 IT0004515224 BCC LEVERANO 11 2.35 8/1/2011 IT0004515281 B.ETRURIA 09/14 4.9 7/15/2011 IT0004515471 POP.MANTOVA 09/11 TV 2/28/2011 IT0004515489 POP.MANTOVA 09/11 TV 3/30/2011

Security Description Payment Date FungibleIT0004515570 B.CR.POP.09/13 2.5% 8/12/2011 IT0004515588 POP.MAROSTICA 11 TM 8/11/2011 IT0004515596 POP.RAVENNA 09/13 TV 4/16/2011 IT0004515604 POP. RAVENNA 09/13 3 7/16/2011 IT0004515687 CR SELVA 09/12 TV 7/15/2011 IT0004515703 BRE BANCA 09/14 2.50 7/23/2011 IT0004515729 POP.BERGAMO 09/11 TV 2/18/2011 IT0004515737 B.CARIME 09/13 S-UP 3/4/2011 IT0004515745 B.CARIME 09/12 2,05% 3/4/2011 IT0004515752 B.CARIME 09/14 S-D 3/4/2011 IT0004515760 B.CARIME 09/11 1.6% 3/4/2011 IT0004515794 MARCHE MUTUI 4 CL A 2/25/2011 IT0004515802 MARCHE MUTUI 4 CL J 2/25/2011 IT0004516040 BPL MORTGAGES CL A 5/31/2011 IT0004516123 POP.LANCIANO 12 TV 7/20/2011 IT0004516131 B.CAMPANIA 09/14 2.5 7/22/2011 IT0004516149 B.CAMPANIA 09/12 2% 7/22/2011 IT0004516156 B.CAMPANIA 09/11 1.5 7/22/2011 IT0004516164 POP.LANCIANO 14 S UP 7/20/2011 IT0004516172 POP.LANCIANO 14 ZC 7/20/2014 IT0004516180 POP.RAVENNA 09/14 SU 7/22/2011 IT0004516198 POP.RAVENNA 13 2.3% 7/22/2011 IT0004516206 BVC 09/16 3% 8/3/2011 IT0004516222 B.MERIDIANA 09/12 TV 2/17/2011 IT0004516230 B.CR.POP. 09/11 ZC 12/12/2011 IT0004516313 MERCURIO MORTG CL A 2/23/2011 IT0004516420 B.CRV 09/12 TV 7/22/2011 IT0004516446 POP.SPOLETO 09/11 TV 3/1/2011 IT0004516453 POP.SPOLETO 11 1.8 8/3/2011 IT0004516503 INTESA S.P.9/11 1.85 8/31/2011 IT0004516743 CERT ALE BASKET C IT0004516842 ANTONVENETA 12 2.46% 3/14/2011 IT0004516859 INTESA S.P.9/11 1.85 8/28/2011 IT0004517097 ANTONVENETA 09/11 ZC 9/14/2011 IT0004517139 UBI 09/13 TM 3/4/2011 IT0004517212 BCC CAMUNA 12 2.1% 8/3/2011 IT0004517261 POP.SPOLETO 11 2.20% 3/2/2011 IT0004517428 ANTONVENETA 09/12 TV 3/14/2011 IT0004517444 CR SELVA 09/13 S.UP 8/3/2011 IT0004517634 CW UI ENEL P IT0004517642 CW UI ENEL C IT0004517659 CW UI ENEL C IT0004518210 CERT ALE TELECOM C IT0004518343 BANCAPULIA 11 2.75% 9/15/2011 IT0004518384 B.SANTAGIULIA 12 2.5 8/1/2011 IT0004518400 POP.RAVENNA 11 2.25% 4/29/2011 IT0004518418 POP RAVENNA 09/11 TV 4/28/2011 IT0004518426 B.CARIGE 09/19 TV 8/20/2011 IT0004518541 POP.VI 09/11 2% 11/30/2011 IT0004518558 B.S.GIORGIO 09/12 TV 2/28/2011 IT0004518574 UNICREDIT 15 S UP 8/31/2011 IT0004518582 UNICREDIT 15 TV 3/8/2011 IT0004518715 CCT 09/16 TV 7/1/2011

Security Description Payment Date FungibleIT0004518830 B.MPS 09/13 2.87% 2/28/2011 IT0004518897 POP.VI 09/11 TV 5/30/2011 IT0004518913 POP.VI 09/12 3.25% 8/31/2011 IT0004518947 B.MPS 09/11 TV 3/31/2011 IT0004518962 B.MPS 09/14 2.55% 2/28/2011 IT0004518970 B.MPS 09/11 ZC 8/31/2011 IT0004519028 BANCAPULIA 09/11 TV 5/5/2011 IT0004519036 BNL 09/11 TV 2/28/2011 IT0004519127 BNL 09/11 TV 2/28/2011 IT0004519135 BNL 09/11 TV 2/28/2011 IT0004519168 CARIPRATO 09/15 3.30 2/28/2011 IT0004519176 CARIPRATO 09/13 2.75 2/28/2011 IT0004519184 CARIPRATO 09/11 2% 5/28/2011 IT0004519200 B.POPOLARE 09/14 S.U 2/28/2011 IT0004519218 B. POPOLARE 09/14 ZC 2/28/2014 IT0004519226 POP.BERGAMO 09/12 SU 9/3/2011 IT0004519234 P.BERGAMO 09/11 1.60 3/3/2011 IT0004519341 CR AL 09/11 1.65 3/2/2011 IT0004519382 B.CR.POP. 09/11 ZC 12/19/2011 IT0004519390 B.CR.POP. 09/13 2.5% 2/18/2011 IT0004519408 B.CR.POP. 09/11 TV 2/18/2011 IT0004519416 POP SPOLETO 11 1.6% 3/2/2011 IT0004519424 CARISPAQ 09/12 2% 5/3/2011 IT0004519432 CARISPAQ 09/14 3% 5/3/2011 IT0004519549 B.POPOLARE 09/11 2.3 4/30/2011 IT0004519564 BPCI 09/12 TV 2/28/2011 IT0004519580 BPCI 09/11 1.60 2/28/2011 IT0004519721 BNL 09/12 2.35% 8/31/2011 IT0004519739 POP RAVENNA 09/14 SU 8/3/2011 IT0004519812 B.NUOVA 09/14 3.50 8/7/2011 IT0004519820 B. NUOVA 09/12 2.30 8/7/2011 IT0004519838 POP. BERGAMO 11 TV 2/28/2011 IT0004519846 VENETO B.09/14 TV 2/17/2011 IT0004519853 VENETO B.09/12 2.50% 5/10/2011 IT0004519960 WARRANT CAM FIN 11 IT0004520125 B.DESIO 09/12 SU 2/24/2011 IT0004520133 B.DESIO 09/13 2.50% 2/24/2011 IT0004520158 POP.SPOLETO 09/12 TM 5/4/2011 IT0004520174 POP.SPOLETO 09/11 TM 5/4/2011 IT0004520331 B.NUOVA 09/12 TV 5/7/2011 IT0004520349 POP.VI 09/11 4% 10/30/2011 IT0004520414 DOLOMITI FIN CL A 4/26/2011 IT0004520422 DOLOMITI FIN CLA B 4/26/2011 IT0004520455 BIVERBANCA 09/12 TV 8/5/2011 IT0004520463 BIVERBANCA 09/12 2.3 8/5/2011 IT0004520471 BIVERBANCA 09/11 1.9 8/5/2011 IT0004520497 EMILRO 09/14 3.30% 8/6/2011 IT0004520505 POP.SPOLETO 09/13 TM 2/4/2012 IT0004520521 POP SPOLETO 14 TM 8/4/2011 IT0004520539 POP.SPOLETO 09/14 TM 5/4/2011 IT0004520547 POP.SPOLETO 09/13 TM 5/4/2011 IT0004520646 SIENA MORTG 09-6 A 3/21/2011 IT0004520653 SIENA MORTG 09-6 A 3/21/2011

Security Description Payment Date FungibleIT0004520687 SIENA MORTG 09-6 B 3/21/2011 IT0004520695 SIENA MORTG 09-6 J 3/21/2011 IT0004520810 POP.SPOLETO 09/13 TM 8/4/2011 IT0004520851 B.MPS 09/14 TV 2/28/2011 IT0004520869 B.MPS 09/12 TV 3/31/2011 IT0004520877 B.MPS 09/13 3% 2/28/2011 IT0004520901 B.DESIO VEN.9/11 2.3 2/28/2011 IT0004521040 P.ANCONA 09/12 2.15 3/15/2011 IT0004521057 POP.ANCONA 09/13 S.D 3/15/2011 IT0004521065 POP. ANCONA 09/11 TV 3/15/2011 IT0004521073 BCO BRESCIA 09/12 2% 3/30/2011 IT0004521081 B.BRESCIA 09/13 S.UP 3/30/2011 IT0004521099 BCO BRESCIA 09/12 TV 4/19/2011 IT0004521107 POP.ANCONA 09/11 1.7 4/1/2011 IT0004521180 B.VALLECAMON. 14 2.7 2/17/2011 IT0004521198 BCO BRESCIA 09/13 TV 4/19/2011 IT0004521214 BCO BRESCIA 09/11 TV 2/19/2011 IT0004521222 POP.ANCONA 09/14 S.U 3/15/2011 IT0004521230 POP INTRA 09/12 2% 3/18/2011 IT0004521255 POP INTRA 09/10 3% 3/18/2011 IT0004521263 POP INTRA 09/13 TV 3/18/2011 IT0004521461 B.MPS 09/14 TV 10/30/2011 IT0004521487 B.MPS 09/14 TV 10/30/2011 IT0004521560 BRE BANCA 09/11 TV 3/15/2011 IT0004521578 BRE BANCA 09/12 2% 3/15/2011 IT0004521636 CERT ALE DJ EURO C IT0004521719 B.S.GIORGIO 13 2.45% 2/28/2011 IT0004521743 SANVITALE 1 CL A 4/30/2011 IT0004521784 SANVITALE 1 CL B 4/30/2011 IT0004522006 B.MPS 09/11 2.06% 3/1/2011 IT0004522071 BVC 09/14 2.50% 2/21/2011 IT0004522089 BVC 09/12 2% 2/21/2011 IT0004522097 POP.BERGAMO 09/13 SU 9/10/2011 IT0004522121 B.CARIME 09/13 S-UP 3/4/2011 IT0004522139 BCA CARIME 09/14 S.D 3/4/2011 IT0004522147 B.CARIME 09/11 1.55% 3/4/2011 IT0004522436 CERT IMI S-P BRIC C IT0004522444 CERT IMI S-P GSCI C IT0004522634 POP.LANCIANO 11 ZC 12/1/2011 IT0004522642 B.CARIGE 09/14 2.85% 9/3/2011 IT0004522857 B.MPS 09/14 TV 3/31/2011 IT0004522865 B.MPS 09/12 TV 3/31/2011 IT0004522964 POP.BERGAMO 09/11 TV 3/21/2011 IT0004522998 VENETO B. 09/11 2.86 3/16/2011 IT0004523004 B.MERIDIANA 11 2.86 3/16/2011 IT0004523012 POP. INTRA 11 2.86% 3/16/2011 IT0004523160 ANTONVENETA 09/11 ZC 11/3/2011 IT0004523285 C.VALSUGANA 09/12 TV 2/17/2011 IT0004523301 BPCI 09/13 SU 9/30/2011 IT0004523319 BPCI 09/12 2.30% 3/30/2011 IT0004523459 B.LEGNANO 09/11 S.UP 10/2/2011 IT0004523467 CR AL 09/11 1.40% 4/5/2011 IT0004523475 POP. MILANO 12 2.05% 3/30/2011

Security Description Payment Date FungibleIT0004523483 ANTONVENETA 09/12 TV 5/3/2011 IT0004523491 ANTONVENETA 19 4.072 5/3/2011 IT0004523509 ANTONVENETA 12 2.67% 5/3/2011 IT0004523749 B.M.PARMA 12 2,15 2/20/2011 IT0004523798 B.MPS 09/11 ZC 9/30/2011 IT0004523814 BIVERBANCA 12 2.30 3/2/2011 IT0004523822 BIVERBANCA 09/11 TV 3/2/2011 IT0004523830 BIVERBANCA 09/11 1.9 3/2/2011 IT0004523848 CENTROBANCA 09/15 SU 10/30/2011 IT0004523889 POP. ANCONA 11 1.85% 4/18/2011 IT0004524010 BCC MANZANO 12 TV 3/18/2011 IT0004524135 B.ROMAGNA 09/15 TV 3/1/2011 IT0004524366 CERT IMI DJ EURST C IT0004524374 CERT IMI DJ EURST C IT0004524499 B.SASSARI 09/12 2.3% 3/1/2011 IT0004524507 BNL 09/11 TV 3/18/2011 IT0004524531 POP.MAROSTICA 11 TM 4/6/2011 IT0004524549 POP.RAVENNA 13 TV 2/25/2011 IT0004524572 POP.RAVENNA 14 S UP 8/26/2011 IT0004524580 POP.RAVENNA 12 2% 2/26/2011 IT0004524598 B.CARIGE 09/11 ZC 9/30/2011 IT0004524622 B.CARIGE 09/11 1,80% 4/1/2011 IT0004524655 INTESA S.P.09/11 1.8 9/30/2011 IT0004524663 INTESA S.P.09/11 1.8 9/29/2011 IT0004524788 B.MARCHE 09/11 1.72% 2/28/2011 IT0004524796 POP.MEZZOG. 09/11 ZC 11/25/2011 IT0004524804 POP RAVENNA 09/11 3% 2/28/2011 IT0004524812 POP.SPOLETO 14 3,25 5/2/2011 IT0004524820 POP.SPOLETO 11 1,6 4/2/2011 IT0004524838 POP.SPOLETO 11 TV 5/2/2011 IT0004524846 POP.SPOLETO 11 2,2 4/2/2011 IT0004524887 BPCI 09/11 1.75% 3/30/2011 IT0004524895 POP.BERGAMO 09/11 TV 3/18/2011 IT0004524937 CERT ALE DJEURO C IT0004528946 B.BOLOGNA 09/12 TV 3/14/2011 IT0004528953 CRA ROANA 09/12 TV 3/15/2011 IT0004528987 A.MARITTIME 12 2,5 3/1/2011 IT0004529068 B.BOLOGNA 09/12 2.75 3/14/2011 IT0004529076 B.BOLOGNA 09/12 TV 3/14/2011 IT0004529084 B.BOLOGNA 09/12 TV 3/14/2011 IT0004529092 B.BOLOGNA 09/12 2.5% 3/14/2011 IT0004529100 B.BOLOGNA 09/12 TV 3/14/2011 IT0004529233 POP.EMILIA 14 3.25% 2/28/2011 IT0004529241 POP.RAVENNA 12 2,5 3/1/2011 IT0004529258 POP.RAVENNA 14 S UP 9/1/2011 IT0004529266 POP.RAVENNA 13 2,90% 2/28/2011 IT0004529498 B.POP.09/13 S-UP 3/30/2011 IT0004529621 B.MANTIGNANA 12 TV 3/1/2011 IT0004529662 B.MANTIGNANA 12 TM 3/1/2011 IT0004529688 B.MPS 09/11 TV 4/2/2011 IT0004529696 POP.RAVENNA 12 TV 3/1/2011 IT0004529704 CR VOLTERRA 06/14 SU 3/1/2011 IT0004529712 CR VOLTERRA 09/14 TV 3/1/2011

Security Description Payment Date FungibleIT0004529720 B.MPS 09/12 TV 4/2/2011 IT0004529985 B.CRV 09/14 S-U 9/2/2011 IT0004530033 B.MARCHE 09/11 TV 3/30/2011 IT0004530041 B.MARCHE 09/11 1.7% 3/30/2011 IT0004530066 B.MARCHE 09/13 2.6% 3/4/2011 IT0004530074 B.MARCHE 09/12 2.5% 3/4/2011 IT0004530165 CR OLTRADIGE 13 TV 3/2/2011 IT0004530173 B.CARIME 09/14 S-DOW 3/23/2011 IT0004530181 B.CARIME 09/11 1.65% 3/23/2011 IT0004530199 B.CARIME 09/13 S-UP 3/23/2011 IT0004530207 B.CARIME 09/12 2% 3/23/2011 IT0004530215 B.MPS 09/12 2,26% 3/31/2011 IT0004530264 BCC CAMUNA 13 S-UP 9/3/2011 IT0004530421 INTESA S.P.09/12 2.1 3/31/2011 IT0004530439 B.MPS 09/13 TV 3/31/2011 IT0004530496 B.CARIME 09/12 TV 3/23/2011 IT0004530827 BNL 09/12 2.25% 9/18/2011 IT0004530900 MEDIOCREVAL 14 2.90 3/18/2011 IT0004530934 HYPO A.ADRIA 12 TV 3/7/2011 IT0004530942 POP.VI 09/11 1.85% 12/30/2011 IT0004531080 B.BOLOGNA 09/11 TV 4/30/2011 IT0004531148 POP.L.SULMONA 12 ZC 1/9/2012 IT0004531155 B.L.SULMONA 14 ZC 9/8/2014 IT0004531197 BCC PEDEMONTE 12 TV 3/16/2011 IT0004531239 BCC PEDEMONTE 12 TV 3/16/2011 IT0004531262 BVC 09/13 S-U 9/15/2011 IT0004531270 VENETO B. 09/12 1.90 3/30/2011 IT0004531288 BVC 09/12 2% 3/15/2011 IT0004531312 BANCA IMI 09/14 TV 10/30/2011 IT0004531320 BCA CARIGE 09/17 TM 10/1/2011 IT0004531437 B.SASSARI 09/14 3.2% 3/10/2011 IT0004531478 CERT ALE DJEURO C IT0004531759 CR VOLTERRA 09/13 SU 3/16/2011 IT0004531791 FARBANCA 09/13 TV 3/15/2011 IT0004531809 CARIPRATO 09/11 TV 6/15/2011 IT0004531817 C RAIFF. SELVA 14 TV 3/9/2011 IT0004531833 BCO S.GIORGIO 14 S-U 3/30/2011 IT0004531841 BCO S.GIORGIO 13 2.3 3/30/2011 IT0004532096 POP.L.SULMONA 14 SUP 3/10/2011 IT0004532179 BANCA IMI 09/16 OC 10/30/2016 IT0004532187 BANCA IMI 09/16 TV 10/30/2011 IT0004532195 BANCA IMI 09/16 TM 10/30/2011 IT0004532229 B.S.GIORGIO 09/14 TV 4/12/2011 IT0004532310 B.MPS 09/14 DYVA P. 12/4/2014 IT0004532377 P.EMILIA 09/12 2.65% 9/16/2011 IT0004532385 POP RAVENNA 09/14 SU 9/16/2011 IT0004532484 POP ANCONA 09/12 1.9 4/2/2011 IT0004532492 BRE BANCA 09/12 1.85 4/2/2011 IT0004532500 POP ANCONA 09/11 1.5 5/2/2011 IT0004532559 BTP 5,00% 20400901 3/1/2011 IT0004532682 BANCAPULIA 09/11 2.5 10/6/2011 IT0004532799 POP.EMILIA 09/14 S-U 9/1/2011 IT0004532807 POP.EMILIA 12 2.25% 3/1/2011

Security Description Payment Date FungibleIT0004532864 BPCI 09/12 TV 3/30/2011 IT0004532872 POP.BERGAMO 09/12 SU 9/30/2011 IT0004532880 CERT ALE PLANAR DJ C IT0004532898 POP. BERGAMO 11 1.70 3/28/2011 IT0004532922 CODICE DISPONIBILE 00/00/0000 IT0004532955 POP.ANCONA 09/11 TV 4/16/2011 IT0004532963 BRE BANCA 09/11 TV 4/2/2011 IT0004532971 POP INTRA 09/11 2.86 4/16/2011 IT0004533011 AEDES ORD C SVN IT0004533243 CERT ALE DJ EURO C IT0004533292 BCC PIOVE 09/12 TV 4/1/2011 IT0004533458 BNL 09/11 TV 3/30/2011 IT0004533466 BNL 09/12 2.15% 9/30/2011 IT0004533516 CERT ALE FTSE MIB C IT0004533615 BCC VEROLA. 14 TM 3/21/2011 IT0004533698 P.MEZZOGIORNO 11 ZC 12/17/2011 IT0004533714 POP.BERGAMO 06/11 TV 4/9/2011 IT0004533730 POP BERGAMO 09/12 SU 10/19/2011 IT0004533789 CLARIS FIN 09 CL A 4/22/2011 IT0004533797 CLARIS FIN 09 CL B1 4/22/2011 IT0004533813 CLARIS FIN 09 CL B2 4/22/2011 IT0004533821 CLARIS FIN 09 CL B3 4/22/2011 IT0004533839 ANTONVENETA 13 2.75% 5/3/2011 IT0004533854 EMILRO 09/12 2.47% 9/17/2011 IT0004533862 EMILRO 09/14 STEP UP 9/21/2011 IT0004533896 UBI C.BOND 16 3.625 9/23/2011 IT0004533904 B.CARIME 09/14 S-DW 4/13/2011 IT0004533912 B.CARIME 09/12 1.9% 4/13/2011 IT0004533920 B.CARIME 09/13 S-UP 4/13/2011 IT0004533946 B.CARIME 09/11 TV 4/13/2011 IT0004533995 B.CARIME 09/11 1.4% 4/13/2011 IT0004534001 POP BERGAMO 11 1.5% 4/20/2011 IT0004534035 POP.LANCIANO 12 ZC 1/23/2012 IT0004534043 POP RAVENNA 09/12 TV 3/21/2011 IT0004534597 CERT ALE DJ EURO C IT0004534621 B.L.SULMONA 12 ZC 9/23/2012 IT0004534647 B.MPS 09/12 2.83% 5/2/2011 IT0004534670 EMILRO 09/14 3.12% 9/22/2011 IT0004534696 B.MPS 09/13 2.73% 5/2/2011 IT0004534746 F.DO MEDIOL. A TEMP. IT0004534860 B.MPS 09/11 ZC 10/30/2011 IT0004534886 BANCAETRURIA 12 2.10 4/5/2011 IT0004534944 POP.BERGAMO 09/11 TV 4/23/2011 IT0004535859 B.MPS 09/11 TV 4/30/2011 IT0004535933 WARRANT TISCALI IT0004536022 EMILRO 09/12 2.55% 9/24/2011 IT0004536154 BPCI 09/15 S-U 2% 10/30/2011 IT0004536162 UNICREDIT 15 TV 4/9/2011 IT0004536261 B.MPS 09/12 2.17% 4/30/2011 IT0004536279 B.CRV 09/12 TV 3/24/2011 IT0004536287 B.DESIO VEN. 11 2.10 3/30/2011 IT0004536311 P.MEZZOGIORNO 12 2.3 3/22/2011 IT0004536378 INTESA S.P. 09/12 2% 4/30/2011

Security Description Payment Date FungibleIT0004536386 POP.VI 09/12 1.70% 1/16/2012 IT0004536436 B.POP. 09/11 2% 6/30/2011 IT0004536444 BPCI 09/19 ZC 10/30/2019 IT0004536451 BPCI 09/15 S-D 10/30/2011 IT0004536469 VENETO B.09/11 2.86% 5/2/2011 IT0004536642 B.PIEMONTE 09/13 TV 4/6/2011 IT0004536709 BNL 09/11 TV 4/30/2011 IT0004536873 POP.ANCONA 09/12 1.8 4/16/2011 IT0004536881 POP.ANCONA 09/13 S-U 4/16/2011 IT0004536899 INTESA S.P.09/12 2% 4/29/2011 IT0004536915 WARRANT MEDIOB. ORD. IT0004536931 CTZ 20110930 9/30/2011 IT0004536949 BTP 4.25% 20200301 3/1/2011 IT0004536956 BANCAPULIA 09/11 TV 3/28/2011 IT0004537046 B.MPS 09/14 2.50%C/A 5/2/2011 IT0004537129 BNL 09/11 TV 4/30/2011 IT0004537137 BLS 09/12 ZC 2/1/2012 IT0004537145 POP.MEZZOG.09/12 2.1 3/25/2011 IT0004537152 P.MEZZOGIORNO 12ZC 3/25/2012 IT0004537160 BCA CARIGE 09/14 SU 10/15/2011 IT0004537269 F.MEDIOLANUM B PRO.R IT0004537277 CERT IMI DJ STX C IT0004537285 CERT IMI DJ STX C IT0004537301 B.POPOLARE 09/13 S-U 4/30/2011 IT0004537335 BRE BANCA 09/12 2% 5/2/2011 IT0004537392 CERT IMI ENI C IT0004537475 BCC ROMA 13 S UP 4/1/2011 IT0004537541 BANCAPULIA 09/11 TV 3/28/2011 IT0004537590 B.DESIO LAZIO 12 SU 4/19/2011 IT0004537699 CARIPRATO 09/12 2.00 4/15/2011 IT0004537764 BRE BANCA 09/11 TV 5/2/2011 IT0004537855 CR ASTI 09/11 TV 10/6/2011 IT0004537871 B.BOLOGNA 09/11 2.4% 4/1/2011 IT0004537954 B.MARCHE 09/12 2.3% 3/29/2011 IT0004537970 BANCASAI 11 2% 4/30/2011 IT0004537996 BIVERBANCA 11 1.65% 5/2/2011 IT0004538002 BIVERBANCA 09/13 2.7 5/2/2011 IT0004538010 BIVERBANCA 09/11 TV 5/2/2011 IT0004538028 BIVERBANCA 09/11 ZC 11/2/2011 IT0004538085 CR VOLTERRA SENIOR A 7/31/2011 IT0004538101 B. CARIGE 09/12 1.75 5/3/2011 IT0004538119 B.CIVIDALE 09/13 SU 3/30/2011 IT0004538127 B.CIVIDALE 09/11 TV 10/6/2011 IT0004538135 CRU B.VALSUG. 14 TV 4/1/2011 IT0004538143 B.NUOVA 09/14 3% 4/2/2011 IT0004538291 BCC MANZANO 14 2.5% 5/9/2011 IT0004538309 BCC MANZANO 14 2.6% 5/9/2011 IT0004538341 BCC CAMUNA 13 S-UP 10/1/2011 IT0004538515 B.DESIO TOSC.12 2% 4/21/2011 IT0004538549 CRU B.VALSUG.13 151^ 4/1/2011 IT0004538622 U.C.B. 09/12 TV 9/30/2011 IT0004538655 B.BRESCIA 09/13 S.UP 4/30/2011 IT0004538895 CERT IMI DAX C

Security Description Payment Date FungibleIT0004538903 CERT ALE UP-UP DJ C IT0004538911 CERT ALE 1+1 FIAT C IT0004539224 BNL 09/12 2.15% 4/30/2011 IT0004539406 POP APRILIA 09/14 SU 10/2/2011 IT0004539661 EMILBANCA 13 TV 13[ 10/15/2011 IT0004539935 POP.L.SULMONA 12 3,5 4/1/2011 IT0004539968 CARIPRATO 09/11 TV 6/15/2011 IT0004540016 B.MERIDIANA 09/12 2% 4/15/2011 IT0004540065 AGATHOS FINANCE CL B 7/31/2011 IT0004540073 AGATHOS FINANCE CL C 7/31/2011 IT0004540222 B.MPS 09/13 2.67% 5/3/2011 IT0004540289 P.MILANO C.B.16 3.50 10/17/2011 IT0004540305 BCP 09/13 2.85% 4/14/2011 IT0004540313 P.MEZZOGIORNO 12 ZC 1/2/2012 IT0004540347 CREDIOP 14 OC 12/18/2014 IT0004540370 POP INTRA 09/12 2% 4/26/2011 IT0004540552 B.FINNAT 09/14 TV 5/4/2011 IT0004540560 B.MPS 09/13 2.77% 5/3/2011 IT0004540610 P.MEZZOGIORNO 11 2.6 4/5/2011 IT0004540628 POP SPOLETO 11 2.1% 5/2/2011 IT0004540636 POP SPOLETO 19 4.2% 5/2/2011 IT0004540644 POP SPOLETO 11 1.375 5/2/2011 IT0004540701 B.MPS 09/11 ZC 11/2/2011 IT0004540719 MEDIOBANCA 09/14 3% 11/20/2011 IT0004540743 BVC 09/13 2% 4/23/2011 IT0004540842 MEDIOBANCA 09/14 TV 5/20/2011 IT0004540925 CARIM 09/13 S-U 4/15/2011 IT0004540933 CARIM 09/12 1.80% 4/15/2011 IT0004540966 EMILRO 09/12 2.42% 10/9/2011 IT0004540982 EMILRO 09/12 2.15% 4/9/2011 IT0004541196 POP RAVENNA 09/14 SU 10/8/2011 IT0004541220 BCC ABRUZZ. 09/11 TV 4/8/2011 IT0004541287 WARRANT INTERPUMP IT0004541295 ARGENTARIO FIN CL A1 3/23/2011 IT0004541303 ARGENTARIO FIN CL A2 6/23/2011 IT0004541311 ARGENTARIO FIN CL B1 3/23/2011 IT0004541329 BCC ABRUZZ. 14 3.00% 4/8/2011 IT0004541337 BCC ABRUZZ. 11 2.25% 4/8/2011 IT0004541436 ARGENTARIO FIN CL B2 6/23/2011 IT0004541444 CREDEM 09/15 TM 4/26/2011 IT0004541469 BVC 09/13 2.2% 4/30/2011 IT0004541477 POP.BERGAMO 09/11 TV 4/30/2011 IT0004541519 BCC CAMUNA 12 2.5% 10/14/2011 IT0004541568 B.BOLOGNA 09/12 2.35 5/9/2011 IT0004541600 POP.LANCIANO 12 S UP 4/9/2011 IT0004541626 POP.LANCIANO 12 ZC 1/9/2012 IT0004541634 POP.RAVENNA 14 S UP 10/13/2011 IT0004541683 CREDIOP 14 TV 5/30/2011 IT0004541691 HYPO A.A.BANK 14 ZC 10/19/2014 IT0004541709 HYPO A.A.BANK 13 SU 4/19/2011 IT0004541717 HYPO A.A.BANK 12 TV 4/19/2011 IT0004541733 C.RAIFFEISEN 14 TV 4/12/2011 IT0004541782 B.CARIME 09/14 S-D 4/30/2011

Security Description Payment Date FungibleIT0004541824 BVC 09/14 2.5% 4/30/2011 IT0004541832 B.CARIME 09/12 1.9% 4/30/2011 IT0004541840 B.CARIME 09/11 1.5% 4/30/2011 IT0004541857 B.CARIME 09/13 S-UP 4/30/2011 IT0004541923 POP.SPOLETO 11 TV 3/2/2011 IT0004541931 CR VALSUGANA 13 TV 4/12/2011 IT0004541949 CR VALSUGANA 12 SU 4/12/2011 IT0004541980 INTESA S.P.09/12 S-U 11/2/2011 IT0004542046 POP.ANCONA 11 1.55% 6/6/2011 IT0004542251 POP.MILANO 09/14 S-U 11/16/2011 IT0004542277 B.CRV 09/12 S-U 10/15/2011 IT0004542293 B.SARDEGNA 09/11 TV 4/15/2011 IT0004542319 B.SARDEGNA 13 2.45% 10/15/2011 IT0004542327 B.SARDEGNA 12 2.10% 10/15/2011 IT0004542350 POP.EMILIA 14 S-UP 10/15/2011 IT0004542509 B.POPOLARE 09/14 ZC 5/16/2014 IT0004542533 P.ANCONA 09/13 2.05% 5/6/2011 IT0004542665 BCC PORDENONESE09/11 5/2/2011 IT0004542699 CR AL 09/14 SU 11/16/2011 IT0004542707 POP.MANTOVA 09/14 SU 11/16/2011 IT0004542715 POP.MANTOVA 09/11 SU 5/6/2011 IT0004542723 B.LEGNANO 09/14 S-UP 11/16/2011 IT0004542756 B.DESIO LAZIO 12 TV 5/6/2011 IT0004542764 B.DESIO LAZIO 12 SU 5/6/2011 IT0004542772 BPL 09/12 TV 4/16/2011 IT0004542780 B.CIVIDALE 09/12 TV 4/12/2011 IT0004542814 B.BRESCIA 09/12 1.7% 5/10/2011 IT0004542947 BANCAPULIA 09/11 TM 10/17/2011 IT0004543077 CR ASTI 09/11 TV 10/17/2011 IT0004543127 CR PR PC 09/16 SU 8/1/2011 IT0004543218 B.S.GIORGIO 09/14 SU 10/30/2011 IT0004543507 POP.VI 09/12 1.60% 2/16/2011 IT0004543531 POP.BG. 09/12 S-UP 11/18/2011 IT0004543564 BVC 09/11 1.5% 5/30/2011 IT0004543598 BPCI 09/15 S-U 2% 11/30/2011 IT0004543606 BPCI 09/15 S-D 4% 11/30/2011 IT0004543614 POP.ANCONA 09/11 TV 5/13/2011 IT0004543630 CERT ALE FTSE MIB C IT0004543846 CARIM 09/12 TV 4/30/2011 IT0004543853 CARIM 09/13 ZC 10/30/2013 IT0004543861 CARIM 09/11 ZC 10/30/2011 IT0004543879 CARIM 09/13 S-U 4/30/2011 IT0004543895 B.DESIO 09/12 2.10% 5/5/2011 IT0004543903 MERCURIO MORTG CL A 5/25/2011 IT0004543911 B.DESIO 09/13 S-U 5/5/2011 IT0004543937 BCA CARIGE 09/14 SU 11/10/2011 IT0004543960 B.NUOVA 09/15 4% 11/16/2011 IT0004543978 MEDIOBANCA 14 2.65% 11/10/2011 IT0004543994 B.S.GIORGIO 09/13 TV 5/13/2011 IT0004544166 BCC LEVERANO 11 1.90 5/1/2011 IT0004544323 BANCAPULIA 09/11 2.5 11/16/2011 IT0004544331 B.MPS 09/11 TV 6/2/2011 IT0004544513 CR ORVIETO 09/12 SU 11/10/2011

Security Description Payment Date FungibleIT0004544521 B.BRESCIA 09/11 TV 2/26/2011 IT0004544588 FELSINA CL A 10/49 6/21/2011 IT0004544604 POP CORTONA 09/12 TV 5/2/2011 IT0004544638 FELSINA CL B 10/49 6/21/2011 IT0004544679 B.MPS 09/11 TV 6/3/2011 IT0004544745 B.CR.POP. 09/14 3.05 4/22/2011 IT0004544752 POP.EMILIA 09/14 S-U 10/23/2011 IT0004544760 POP.EMILIA 09/12 2.5 4/23/2011 IT0004544794 CR VOLTERRA 09/13 SU 4/26/2011 IT0004544950 WARR.R.GINORI 2011 IT0004545031 CR VOLTERRA 09/12 2% 4/26/2011 IT0004545049 B.MPS 09/12 TV 6/1/2011 IT0004545098 MED-FVG 09/13 2.75% 11/16/2011 IT0004545106 POP APRILIA 12 2.10 4/22/2011 IT0004545122 P.BERGAMO 09/11 1.60 5/20/2011 IT0004545155 BNL 09/11 TV 2/28/2011 IT0004545197 PROV.BOLOGNA TV 9/34 6/30/2011 IT0004545205 ANTONVENETA 14 3.05% 6/2/2011 IT0004545213 B.ANTONVENETA 12 ZC 12/2/2012 IT0004545247 INTESA S.P.09/12 2.6 11/30/2011 IT0004545254 INTESA S.P.9/12 2.25 11/27/2011 IT0004545262 INTESA S.P.9/12 2.25 11/30/2011 IT0004545270 B.MONTE PARMA 12 1,8 4/22/2011 IT0004545304 BCO BRESCIA 09/11 TV 3/30/2011 IT0004545312 B.BRESCIA 09/12 TV 5/30/2011 IT0004545460 CERT IMI DJESTOXX C IT0004545478 CERT IMI DJSTOXX C IT0004545502 B.ANTONVENETA 12 TV 6/2/2011 IT0004545718 BCA CARIGE 09/14 SU 12/3/2011 IT0004545833 B.NUOVA 09/14 3% 4/30/2011 IT0004545841 POP.VI 09/13 SD 11/16/2011 IT0004545858 POP.VI 09/11 2.50% 12/16/2011 IT0004545866 ICCREA BANCA 14 TM 6/1/2011 IT0004545874 B.MPS 09/13 2.80% 6/2/2011 IT0004545882 B.MPS 09/12 2.18% 6/2/2011 IT0004545890 BTP 2,55% 20410915 3/15/2011 IT0004545908 B.MPS 09/14 TV 6/2/2011 IT0004545916 B.MPS 9/11 ZC 12/2/2011 IT0004545924 B.MPS 09/13 2.901% 6/2/2011 IT0004545940 WAR.PRIMA INDUSTRIE IT0004545965 POP.MANTOVA 09/11 TV 5/30/2011 IT0004545999 B.BOLOGNA 09/11 TV 6/4/2011 IT0004546005 B.BOLOGNA 09/12 2.7% 5/9/2011 IT0004546013 BCA CARIGE 09/19 TV 5/20/2011 IT0004546039 CENTROBANCA 12 2.35% 11/30/2011 IT0004546062 CARIPRATO 09/13 SD 11/16/2011 IT0004546070 B.POP.09/13 S-UP 5/30/2011 IT0004546088 B.POP.09/14 TV 5/30/2011 IT0004546179 BCC PETRALIA 12 SU 6/15/2011 IT0004546211 CERT ALE EUROST. C IT0004546229 CERT ALE EUROST. C IT0004546237 CERT ALE EUROST. C IT0004546245 B CAMPANIA 11 1.25% 5/1/2011

Security Description Payment Date FungibleIT0004546252 B CAMPANIA 12 2.00% 5/1/2011 IT0004546260 B CAMPANIA 14 2.50% 5/1/2011 IT0004546278 B.CRV 09/12 SU 10/27/2011 IT0004546393 POP.ANCONA 09/13 SU 5/20/2011 IT0004546401 BCO BRESCIA 09/13 SU 5/30/2011 IT0004546492 BCC PORDENONESE09/12 5/2/2011 IT0004546534 BIM 09/12 TV 5/1/2011 IT0004546682 EMILRO 09/14 3.22% 10/29/2011 IT0004546716 CARISPAQ 09/13 2.5% 4/30/2011 IT0004546724 CARISPAQ 09/12 2% 4/30/2011 IT0004546773 CR VOLTERRA 12 2.50 5/2/2011 IT0004546807 CR VALBADIA 09/12 TV 5/16/2011 IT0004546823 UCB 09/12 TV 10/31/2011 IT0004546831 UNICREDIT CB 13 TV 10/31/2011 IT0004546856 CR BOLZANO 09/14 TV 5/31/2011 IT0004546864 CR BOLZANO 09/12 TV 2/28/2011 IT0004546872 CR BOLZANO 12 2.25% 5/31/2011 IT0004546880 CR BOLZANO 09/15 TV 5/31/2011 IT0004546898 B.CARIME 09/15 S-D 5/16/2011 IT0004546906 B.CARIME 09/13 S-UP 5/16/2011 IT0004546914 B.CARIME 09/14 2.5% 5/16/2011 IT0004546930 B.CARIME 09/11 1.6% 5/16/2011 IT0004546948 POP INTRA 09/12 2% 6/2/2011 IT0004546955 UNICREDIT 15 TV 2/28/2011 IT0004547169 CERT ALE C IT0004547185 CR BOLZANO 12 TV 5/31/2011 IT0004547250 BNL 09/11 TV 2/28/2011 IT0004547268 POP MAROSTICA 11 TM 5/30/2011 IT0004547276 POP.RAVENNA 09/17 SU 10/29/2011 IT0004547284 POP RAVENNA 13 2.3% 4/29/2011 IT0004547300 CREDEM 09/12 2.15% 2/16/2011 IT0004547334 B.POP.09/13 TV 5/30/2011 IT0004547367 POP.ANCONA 09/15 2.8 5/23/2011 IT0004547375 BRE BANCA 09/11 TV 3/9/2011 IT0004547383 B.DESIO 09/16 TV 11/20/2011 IT0004547391 B.DESIO 09/14 TV 11/20/2011 IT0004547409 UNICREDIT 22 1/31/2012 IT0004547516 B.MPS 09/14 2.32% AM 3/30/2011 IT0004547672 B S.FRANCESCO 16 3.3 5/1/2011 IT0004547698 CRED. VALTELL. 13 TM 6/29/2011 IT0004547722 B.MPS 09/12 TV 6/28/2011 IT0004547763 B.NUOVA 09/12 2.30% 5/10/2011 IT0004547789 POP.BERGAMO 09/11 TV 2/20/2011 IT0004547797 BRE BANCA 09/12 2% 6/9/2011 IT0004547912 WARR. CREVAL ORD 14 IT0004548019 BNL 09/12 2.20% 2/28/2011 IT0004548050 CR VOLTERRA 12 1.85% 5/16/2011 IT0004548076 CR OLTRADIGE 15 TV 5/4/2011 IT0004548100 VENETO B.09/12 2.85% 5/13/2011 IT0004548142 B.CENTROP. 11 1.75% 5/16/2011 IT0004548258 POP.VI 09/16 TM CONV 6/30/2011 IT0004548282 STRIP 15/03/36 3/15/2036 IT0004548290 BTP 15/09/41 - P.S. 9/15/2041

Security Description Payment Date FungibleIT0004548308 STRIP 15/09/36 9/15/2036 IT0004548316 STRIP 150307 3/15/2037 IT0004548324 STRIP 150937 9/15/2037 IT0004548332 STRIP 15/03/38 3/15/2038 IT0004548340 STRIP 15/09/38 9/15/2038 IT0004548357 STRIP 15/03/39 3/15/2039 IT0004548365 STRIP 15/09/39 9/15/2039 IT0004548373 STRIP 15/03/40 3/15/2040 IT0004548381 STRIP 15/09/40 9/15/2040 IT0004548399 STRIP 15/03/41 3/15/2041 IT0004548407 STRIP 15/09/41 9/15/2041 IT0004548464 B.CARIGE 16 COVERED 11/25/2011 IT0004548480 B.MPS 09/14 TV 5/27/2011 IT0004548498 B.BOLOGNA 09/12 2.5% 5/9/2011 IT0004548522 B.BOLOGNA 09/12 TV 5/9/2011 IT0004548548 CR OLTRADIGE 14 TV 3/15/2011 IT0004548555 B.BRESCIA 09/11 1.70 6/25/2011 IT0004548563 B.BRESCIA 09/12 S.UP 5/25/2011 IT0004548589 VENETO B.09/13 TV 5/10/2011 IT0004548738 BCC FARMAC.12 3,15% 6/15/2011 IT0004548779 B.DESIO 09/12 2.10% 5/5/2011 IT0004548787 B.CR.POP.09/16 3.6% 5/9/2011 IT0004548852 B.MPS 09/13 TV 5/20/2011 IT0004549074 MONDOMUTUI CL A9/58 7/29/2011 IT0004549157 DEXIA CREDIOP 12 TV 5/16/2011 IT0004549173 CARIPRATO 09/12 2.00 5/16/2011 IT0004549181 B.POPOLARE 09/12 3% 5/30/2011 IT0004549215 GREEN AGE EUROPE ORD IT0004549363 B.SASSARI 12 2,10% 5/16/2011 IT0004549397 POP.RAVENNA 12 2,50% 5/9/2011 IT0004549470 B.CENTROP. 12 2.30% 6/1/2011 IT0004549520 CERT IMI SP GSCI C IT0004549538 CERT IMI FTSE MIB C IT0004549553 CRED.VALT.09/12 2.75 11/20/2011 IT0004549603 P.ANCONA 09/11 1.65% 6/30/2011 IT0004549611 BPCI 09/19 ZC 12/31/2019 IT0004549645 CARIM 09/11 1.70% 5/16/2011 IT0004549660 B.BOLOGNA 09/12 2.35 5/23/2011 IT0004549694 POP.L.SULMONA 12 ZC 2/5/2012 IT0004549769 CERT ALE EURIBOR C IT0004549934 BPCI 09/19 TM 6/30/2011 IT0004549959 POP INTRA 09/12 2% 5/23/2011 IT0004549967 F.IM.COM.MILANO II A IT0004549983 F.IM.COM.MILANO II B IT0004550098 POP.SPOLETO 14 2% 6/15/2011 IT0004550106 POP.SPOLETO 19 4% 3/31/2011 IT0004550114 POP.SPOLETO 14 S UP 6/30/2011 IT0004550122 POP.SPOLETO 11 1,5% 6/2/2011 IT0004550155 POP.SPOLETO 11 2% 3/2/2011 IT0004550429 VELA MORT 2 CL A 4/27/2011 IT0004550437 B.CR.POP. 09/12 ZC 4/2/2012 IT0004550445 EMILRO 09/11 TV 5/12/2011 IT0004550452 VELA MORTG CL C 4/27/2011

Security Description Payment Date FungibleIT0004550460 EMILRO 09/11 TV 11/12/2011 IT0004550486 BLS 09/12 ZC 1/9/2012 IT0004550494 BCA CARIGE 09/14 SU 12/3/2011 IT0004550569 B.POP.09/11 2% 5/16/2011 IT0004550593 VELA MORTG CL B 4/27/2011 IT0004550692 B.PIEMONTE 09/13 SU 5/24/2011 IT0004550700 B.C. POP. 09/12 TV 00/00/0000 IT0004550734 CRU PINETANA 12 S-UP 5/16/2011 IT0004550833 B.CARIME 09/11 1.6% 5/30/2011 IT0004550858 B.S.GIORGIO 09/14 SU 11/30/2011 IT0004550866 VENETO B.09/12 TV 5/19/2011 IT0004550940 B.M.LUCCA 09/14 TV 6/15/2011 IT0004551146 CR PR PC 09/15 ZC 12/31/2015 IT0004551153 CR PR PC 09/14 ZC 3/31/2014 IT0004551161 CR PR PC 09/13 ZC 12/30/2013 IT0004551195 CR PR PC 09/12 ZC 7/15/2012 IT0004551203 BETA FUNDING 10/14 7/31/2011 IT0004551211 CR PR PC 09/11 ZC 12/7/2011 IT0004551245 BETA FUNDING CL B 7/31/2011 IT0004551302 B.NUOVA 09/12 TV 2/18/2011 IT0004551336 B.CARIME 09/15 SD 5/30/2011 IT0004551351 B.CARIME 09/13 S-UP 5/30/2011 IT0004551377 B.CARIME 09/12 2.05% 5/30/2011 IT0004551385 B.CARIME 09/14 2.6% 5/30/2011 IT0004551419 UNICREDIT 15 TV 3/18/2011 IT0004551567 POP.RAVENNA 14 S UP 11/16/2011 IT0004551575 POP.RAVENNA 12 TV 2/16/2011 IT0004551583 POP.RAVENNA 12 2,15% 5/16/2011 IT0004551609 B.MPS 09/11 TV 6/28/2011 IT0004551740 BCC ROMA 09/13 S-UP 5/23/2011 IT0004551815 BCC MANTIGN. 12 2.5% 5/9/2011 IT0004551831 BANCAPULIA 09/11 2.5 12/15/2011 IT0004551872 POP.RAVENNA 12 2,5% 5/17/2011 IT0004551880 POP.RAVENNA 14 S UP 10/29/2011 IT0004551922 BCA CARIGE 09/12 1.6 6/3/2011 IT0004551989 B.MPS 09/11 TV 6/30/2011 IT0004552011 B.POPOLARE 09/12 ZC 2/27/2012 IT0004552037 B.BRESCIA 09/12 1.65 7/7/2011 IT0004552045 B.VALLE CAMON.11 1.5 6/30/2011 IT0004552052 POP. BERGAMO 12 S.UP 12/15/2011 IT0004552060 B.MPS 09/11 ZC 12/3/2011 IT0004552110 B.DESIO 09/14 TV 6/15/2011 IT0004552227 POP.EMILIA 09/16 S-U 11/23/2011 IT0004552235 POP.EMILIA 09/14 3% 5/23/2011 IT0004552243 POP.EMILIA 09/12 2.1 5/23/2011 IT0004552250 POP RAVENNA 09/14 SU 10/13/2011 IT0004552359 KME GROUP ORDINARIE IT0004552367 KME GROUP R.P. N.C IT0004552375 KME RISP. N.C NOMIN, IT0004552383 WARR.KME 09/11 IT0004552391 DIR ASS INTEK GR IT0004552409 INTEK ORD SN VAL-NOM IT0004552417 INTEK RP NC SN V-NOM

Security Description Payment Date FungibleIT0004552425 INTEK RN NC SN V-NOM IT0004552433 INTEK CALL AM. WARR. IT0004552524 B.MPS 09/14 TV 6/30/2011 IT0004552532 B.MPS 09/11 ZC 12/30/2011 IT0004552557 B.MPS 09/13 2.70% 6/30/2011 IT0004552565 B.MPS 09/13 2.80% 6/30/2011 IT0004552607 POP.RAVENNA 12 2,15 5/20/2011 IT0004552649 CR MORI-VDG 9/14 TV 3/1/2011 IT0004552656 CR MORI-VDG 9/12 SU 12/1/2011 IT0004552714 CREDIOP 09/14 S-UP 12/30/2011 IT0004552755 POP APRILIA 12 2.00 5/20/2011 IT0004552763 POP.ANCONA 09/14 S-U 6/21/2011 IT0004552771 POP.ANCONA 10/16 ZC 1/8/2016 IT0004552789 POP.ANCONA 10/20 ZC 1/8/2020 IT0004552797 POP.ANCONA 09/12 2% 6/30/2011 IT0004552961 CARIM 09/13 TV 5/30/2011 IT0004552979 B.BOLOGNA 10/13 2.6% 7/4/2011 IT0004552987 B.BOLOGNA 09/12 2.35 6/7/2011 IT0004553019 POP.RAVENNA 12 2,60 2/23/2011 IT0004553076 B.MPS 09/12 1,98% 6/30/2011 IT0004553092 CERT IMI DJ STOXX C IT0004553100 CERT IMI DJ ESTO C IT0004553159 INTESA SP 09/12 2.35 12/30/2011 IT0004553225 POP.ANCONA 09/16 TM 6/21/2011 IT0004553233 POP.ANCONA 09/11 TV 3/31/2011 IT0004553241 POP.BG 09/11 TV 3/11/2011 IT0004553530 BCC PORDENONESE13 SU 12/1/2011 IT0004553571 BIVERBANCA 10/12 TV 7/4/2011 IT0004553605 BIVERBANCA 10/12 1.7 7/4/2011 IT0004553621 POP.RAVENNA 12 2,52 2/25/2011 IT0004553845 POP.MEZZ.09/13 2.5% 5/30/2011 IT0004553860 POP.RAVENNA 12 2,15% 5/24/2011 IT0004553878 POP.RAVENNA 14 S UP 11/24/2011 IT0004553910 CR VOLTERRA 09/13 SU 5/30/2011 IT0004553944 B.POP.09/14 TV 6/30/2011 IT0004553969 VENETO B.09/16 TV 11/24/2011 IT0004553977 POP.ANCONA 09/12 1.6 7/31/2011 IT0004554116 ITAL TBS ORD IT0004554140 FINSARDEGNA10/13 3.6 2/1/2012 IT0004554553 BNL 09/11 TV 3/30/2011 IT0004554561 BNL 09/11 TV 3/30/2011 IT0004554595 FIEMME 13 S-UP 58A 2/1/2012 IT0004554645 B. DUE MARI 09/14 SU 5/25/2011 IT0004554694 B.CARIME 09/15 S-DW 6/30/2011 IT0004554926 POP.L.SULMONA 12 ZC 1/26/2012 IT0004554991 B.IMI 09/12 1.85% 12/21/2011 IT0004555030 POP APRILIA 14 3.00 6/1/2011 IT0004555048 B.BRESCIA 09/12 TV 6/30/2011 IT0004555063 B.CARIME 09/16 ZC 12/31/2016 IT0004555071 BPCI 09/12 2% 6/15/2011 IT0004555089 B.BRESCIA 09/12 TV 4/30/2011 IT0004555097 B.CARIME 09/14 2.5% 6/30/2011 IT0004555105 B.CARIME 09/13 2% 6/30/2011

Security Description Payment Date FungibleIT0004555113 B.CARIME 09/11 1.55% 6/30/2011 IT0004555121 B.BRESCIA 09/13 2% 6/30/2011 IT0004555139 B.CARIME 09/12 1.9% 6/30/2011 IT0004555147 B.BRESCIA 09/12 S-UP 6/30/2011 IT0004555170 VENETO B.09/12 SU 6/3/2011 IT0004555188 VENETO B.09/11 2.10% 6/3/2011 IT0004555196 CERT ALE FTSE MIB C IT0004555253 CERT ALE BASKET C IT0004555261 CERT ALE FTSE MIB C IT0004555279 CR CARRARA 09/14 TV 6/15/2011 IT0004555436 BCC ATESTINA 12 2,35 6/4/2011 IT0004555477 POP.MAROSTICA 14 3% 12/29/2011 IT0004555485 POP.MAROSTICA 12 TV 3/29/2011 IT0004555493 POP.MAROSTICA 11 TM 6/29/2011 IT0004555501 POP.RAVENNA 14 S UP 11/27/2011 IT0004555576 INTESA SP 09/16 TV 12/23/2011 IT0004555626 CERT IMI DJEUROST C IT0004555782 CR SELVA 09/17 TV 6/1/2011 IT0004555824 POP BERGAMO 11 1.60 6/30/2011 IT0004555873 HOUSE BUILDING ORD IT0004556053 PKARTON ORDINARIE IT0004556061 BCC ROMAGNA 09/12 TV 6/4/2011 IT0004556087 MEDIOCRATI 09/14 TM 6/21/2011 IT0004556095 MEDIOCRATI 09/13 TM 6/21/2011 IT0004556103 MEDIOCRATI 11 2.50% 6/21/2011 IT0004556160 CRA CAS.GROTTE 12 SU 6/30/2011 IT0004556186 B.BERGAMASCA 13 SU 6/10/2011 IT0004556293 B.CR.POP.09/11 2.85% 6/2/2011 IT0004556319 BNL 09/12 2.20% 3/30/2011 IT0004556350 POP.RAVENNA 12 2,15 6/3/2011 IT0004556384 B.CIVIDALE 09/16 SU 6/1/2011 IT0004556517 BPCI 09/15 S-U 2% 12/31/2011 IT0004556525 BPCI 09/11 1.70% 6/28/2011 IT0004556608 ANTONVENETA 13 2.6% 6/30/2011 IT0004556616 ANTONVENETA 09/11 ZC 12/30/2011 IT0004556624 CR ASTI 09/11 TV 12/5/2011 IT0004556632 B.CRV 09/14 S-U 12/3/2011 IT0004556681 B.CR.POP. 09/11 TV 12/5/2011 IT0004556699 POP.EMILIA 09/14 3% 6/4/2011 IT0004556707 POP.EMILIA 09/12 2.1 6/4/2011 IT0004556731 POP.EMILIA 09/16 S-U 12/4/2011 IT0004556780 CARISPAQ 09/14 3% 3/7/2011 IT0004556798 CARISPAQ 09/16 S-UP 12/7/2011 IT0004556814 ANTONVENETA 09/12 TV 6/30/2011 IT0004556855 B.CATTOLICA 09/12 TV 6/7/2011 IT0004556871 B.DESIO 09/11 3.50% 3/21/2011 IT0004556897 POP.RAVENNA 14 S UP 12/4/2011 IT0004556905 POP.RAVENNA 12 2,5 6/4/2011 IT0004556988 HYPO A.A.BANK 12 2.9 6/3/2011 IT0004556996 HYPO A.A.BANK 12 TV 6/3/2011 IT0004557218 UNICREDIT 16 TV 4/15/2011 IT0004557226 B.BRESCIA 09/12 1.60 7/30/2011 IT0004557341 POP.RAVENNA 12 2,15% 6/4/2011

Security Description Payment Date FungibleIT0004557366 B.DESIO LAZIO 11 TV 3/23/2011 IT0004557382 BCC GAMBATESA 12 TV 6/15/2011 IT0004558216 CW UI FTSE/MIB P IT0004558224 CW UI FTSE/MIB P IT0004558232 CW UI FTSE/MIB C IT0004558240 CW UI FTSE/MIB C IT0004558257 CW UI FTSE/MIB P IT0004558265 CW UI FTSE/MIB P IT0004558273 CW UI FTSE/MIB C IT0004558281 CW UI FTSE/MIB C IT0004558299 CW UI FTSE/MIB P IT0004558307 CW UI FTSE/MIB P IT0004558315 CW UI FTSE/MIB C IT0004558323 CW UI FTSE/MIB C IT0004558539 BRE BANCA 09/12 1.90 6/30/2011 IT0004558547 BRE BANCA 09/11 TV 3/31/2011 IT0004558620 POP PUGLIESE 12 2.00 7/7/2011 IT0004558638 POP PUGLIESE 13 2.40 7/7/2011 IT0004558729 CRA ROANA 10/13 S-UP 7/4/2011 IT0004558786 BIM USD FRN 09/12 TV 3/1/2011 IT0004558794 UBI C.B. 19 4% 12/16/2011 IT0004558844 B.SARDEGNA 14 S-U 12/15/2011 IT0004558869 BCA CARIGE 10/20 TM 1/5/2012 IT0004558901 PROV.VARESE TF 09/39 6/18/2011 IT0004558919 CREDIOP 15 TV 7/29/2011 IT0004558950 PROV.BOLOGNA 09/34 6/30/2011 IT0004559131 BIM 10/15 TV 7/1/2011 IT0004559156 B.SASSARI 09/14 2.8% 6/15/2011 IT0004559164 POP.EMILIA 09/16 S-U 12/14/2011 IT0004559172 EMILRO 09/11 TV 12/10/2011 IT0004559222 B.MPS 10/15 SU 2/26/2011 IT0004559313 BPER 10/15 TF 3/5/2011 IT0004559560 B.BOLOGNA 09/14 TV 6/15/2011 IT0004559586 B.BOLOGNA 09/12 TV 6/15/2011 IT0004559594 B.BOLOGNA 09/14 3.1% 6/10/2011 IT0004559602 POP.RAVENNA 12 2,85 3/11/2011 IT0004559644 POP.VI 10/12 1.65% 2/15/2012 IT0004559685 POP.ANCONA 09/15 SU 6/30/2011 IT0004559818 B.BOLOGNA 09/12 2.2% 6/21/2011 IT0004559909 POP RAVENNA 09/11 2% 12/16/2011 IT0004559917 CR PR PC 10/13 2.30% 1/4/2012 IT0004559925 CR PR PC 10/13 2.50% 1/4/2012 IT0004559933 CR PR PC 10/13 SU 1/4/2012 IT0004559941 CR PR PC 09/12 2% 4/2/2011 IT0004559958 MONTEBELLUNA 09/24 6/18/2011 IT0004560022 B.S.GIORGIO 10/15 TV 7/22/2011 IT0004560048 ARCTURUS 09/14 TV 3/31/2011 IT0004560071 BANCAPULIA 09/11 TV 6/15/2011 IT0004560253 B.CRV 09/14 SU 12/16/2011 IT0004560295 B.DESIO LAZIO 11 TV 3/23/2011 IT0004560303 B.DESIO VENETO 11 TV 3/30/2011 IT0004560311 B.DESIO VEN.11 2.10% 6/30/2011 IT0004560337 POP.RAVENNA 14 S UP 12/15/2011

Security Description Payment Date FungibleIT0004560345 POP.RAVENNA 12 2,15 6/15/2011 IT0004560436 POP.BERGAMO 11 1.50% 6/30/2011 IT0004560444 B.CRV 09/12 SU 12/16/2011 IT0004560543 B.FORLI'09/12 S-UP 6/21/2011 IT0004560642 CR ALESSANDRIA 15 SU 2/2/2012 IT0004560683 CARIM 09/11 ZC 12/30/2011 IT0004560691 CARIM 10/12 1.65% 7/4/2011 IT0004560790 B.MARCHE 09/12 2.6% 12/16/2011 IT0004560808 POP.RAVENNA 12 2,15% 6/16/2011 IT0004560816 B.CARIGE 10/15 S-U 1/20/2012 IT0004560907 B.S.GIORGIO 09/14 SU 12/30/2011 IT0004560915 BCO BRESCIA 09/12 SU 6/30/2011 IT0004561012 GOLDEN BAR IV CL A 4/20/2011 IT0004561020 BCC ABRUZZ. 09/12 TV 6/17/2011 IT0004561129 BCC ABRUZZ. 09/14 SU 6/17/2011 IT0004561194 GOLDEN BAR IV CL B 4/20/2011 IT0004561202 GOLDEN BAR IV CL C 4/20/2011 IT0004561236 POP.MANTOVA 10/13 SU 7/29/2011 IT0004561269 CR ALESSANDRIA 13 2% 8/2/2011 IT0004561293 B.LEGNANO 10/13 S-UP 1/15/2012 IT0004561392 CERT IMI STOXX TEL C IT0004561400 CERT IMI EUROST. C IT0004561434 B.BOLOGNA 10/12 TM 8/1/2011 IT0004561467 POP EMILIA 09/14 3.1 12/18/2011 IT0004561483 POP.SPOLETO 11 2% 3/31/2011 IT0004561491 POP.SPOLETO 11 1,5 6/30/2011 IT0004561509 B.CIVIDALE 09/19 SU 12/22/2011 IT0004561608 INTESA SP 10/13 TV 2/2/2012 IT0004561830 BVC 09/12 1.50% 7/30/2011 IT0004561848 P.ANCONA 10/12 1.75 7/15/2011 IT0004561855 P.ANCONA 10/14 2.15% 7/15/2011 IT0004561889 BANCA IMI 10/13 TV 2/2/2012 IT0004561905 POP.MI 10/15 STEP-UP 1/29/2012 IT0004561913 BCC ROMA 12 TV 3/23/2011 IT0004562010 B.LEGNANO 10/15 S-UP 1/15/2012 IT0004562077 POP.RAVENNA 14 S UP 12/18/2011 IT0004562119 CERT ALE ENI C IT0004562135 B.CARIGE 10/12 1,65% 8/5/2011 IT0004562143 CR PR PC 10/12 SU 4/4/2011 IT0004562309 MEDIA FIN 3 CL A 4/28/2011 IT0004562317 MEDIA FIN 3 CL JUNIO 4/28/2011 IT0004562358 BVG CREDIT FIN CL A 7/25/2011 IT0004562416 CARIPRATO 10/13 2.00 7/15/2011 IT0004562424 B.NUOVA 09/12 2.80% 6/23/2011 IT0004562432 CARIPRATO 09/12 TV 3/15/2011 IT0004562440 B.NUOVA 09/12 2.50% 12/22/2011 IT0004562457 B.MPS 10/12 TV 3/4/2011 IT0004562481 BVG CREDIT CL B 7/25/2011 IT0004562564 BCC UDINE 09/12 S214 6/28/2011 IT0004562986 BNL 10/12 TV 4/29/2011 IT0004562994 BNL 10/12 TV 4/29/2011 IT0004563042 POP.RAVENNA 10/12 TV 7/4/2011 IT0004563059 POP.RAVENNA 09/14 SU 12/21/2011

Security Description Payment Date FungibleIT0004563091 INTESA SP.10/13 2.2% 2/1/2012 IT0004563141 CRU ISARCO 10/13 SU 1/4/2012 IT0004563331 BCC B.LODIG. 13 SU 1/4/2012 IT0004563398 POP.MI 10/13 STEP-UP 1/29/2012 IT0004563745 F.ENASARCO 2 PORT. A IT0004563760 F.ENASARCO 2 PORT. B IT0004563810 P.MEZZOGIORNO 11 TV 12/23/2011 IT0004563828 BCA CARIGE 10/13 1.5 1/19/2012 IT0004563976 CREDIOP 11 TV 3/23/2011 IT0004564016 BANCA IMI 10/13 TV 2/3/2012 IT0004564073 BCC ROMA 15 4% 7/8/2011 IT0004564081 B.POP.10/15 STEP-UP 7/29/2011 IT0004564099 POP.ANCONA 10/12 TV 4/29/2011 IT0004564156 BANCA IMI 10/15 TV 7/29/2011 IT0004564164 POP APRILIA 14 3.00 6/23/2011 IT0004564198 BCC A.BRIANZA 13 SU 7/4/2011 IT0004564271 BANCAPULIA 09/11 3.1 12/23/2011 IT0004564313 B.POP.10/14 S-UP 7/29/2011 IT0004564347 B.CRV 09/12 TV 6/23/2011 IT0004564354 B.BOLOGNA 10/15 S-UP 7/18/2011 IT0004564362 B.BOLOGNA 10/15 ZC 1/4/2015 IT0004564370 B.ETICA 15 TV 8/5/2011 IT0004564388 BANCA ETICA 13 S UP 8/5/2011 IT0004564420 B.DESIO VENETO11 2.1 6/24/2011 IT0004564438 POP.EMILIA 10/12 2% 7/4/2011 IT0004564446 POP.EMILIA 10/15 S-U 1/4/2012 IT0004564453 POP.RAVENNA 12 TV 6/23/2011 IT0004564461 POP.RAVENNA 12 2.50% 6/23/2011 IT0004564479 POP.RAVENNA 11 2,05% 6/23/2011 IT0004564495 CR ROVERETO 10/13 SU 1/1/2012 IT0004564602 POP.BG 10/12 1.7% 7/22/2011 IT0004564610 POP BERGAMO 12 1.5% 7/22/2011 IT0004564636 BTP 20121215 6/15/2011 IT0004564651 CERT IMI S-P GSCI C IT0004564669 CERT IMI EURSTOX C IT0004564933 B.MPS 10/15 SU CALL 2/16/2011 IT0004564941 B.MPS 10/15 TV 7/29/2011 IT0004564974 B.SASSARI 10/11 2% 4/4/2011 IT0004564982 CRU GIUD.10/15 3.40% 7/4/2011 IT0004565013 POP INTRA 10/14 TV 7/15/2011 IT0004565047 POP.BG.10/13 S-UP 1/22/2012 IT0004565054 BPCI 10/16 S-U 2% 1/22/2012 IT0004565062 POP.RAVENNA 12 2,15% 6/28/2011 IT0004565070 BRE BANCA 10/12 TV 4/22/2011 IT0004565104 BRE BANCA 10/13 1.80 7/22/2011 IT0004565120 BPCI 10/13 1,85% 7/22/2011 IT0004565237 BCA IMI 10/14 2.40% 2/26/2011 IT0004565294 CERT ALE DJ EURO C IT0004565302 CERT ALE FTSE MIB C IT0004565518 B.MPS 10/12 ZC 2/4/2012 IT0004565526 B.MPS 10/15 2.30% CA 5/4/2011 IT0004565609 B.PIEMONTE 10/14 SU 7/19/2011 IT0004565617 B.PIEMONTE 10/14 TV 7/19/2011

Security Description Payment Date FungibleIT0004565625 POP.RAVENNA 10/15 SU 1/4/2012 IT0004565633 POP.RAVENNA 13 2.15% 7/4/2011 IT0004565682 CR FOSSANO 14 TV 237 4/4/2011 IT0004565740 POP.VICENZA 10/12 2% 5/26/2011 IT0004565765 VENETO B.10/13 TV 7/15/2011 IT0004565781 UNICREDIT 16 TV 2/16/2011 IT0004565807 B.CARIME 10/16 S-DOW 7/18/2011 IT0004565815 B.CARIME 10/14 S-UP 7/18/2011 IT0004565823 B.CARIME 10/17 ZC 1/18/2017 IT0004565872 CR VALBADIA 10/13 SU 1/15/2012 IT0004565955 B.MPS 10/14 2.72% 8/4/2011 IT0004565997 B.SANTAGIULIA 12TM 4/11/2011 IT0004566003 B.S.GIULIA 10/12 TM 7/11/2011 IT0004566011 B.DESIO 10/13 2.10% 7/25/2011 IT0004566037 POP EMILRO 13 2.35 1/4/2012 IT0004566045 POP.RAVENNA 14 2.65% 4/4/2011 IT0004566052 POP.RAVENNA 10/15 SU 1/4/2012 IT0004566060 POP.RAVENNA 13 2.5% 7/4/2011 IT0004566086 B.CIVIDALE 10/13 TV 4/7/2011 IT0004566094 B.CIVIDALE 10/12 1.7 1/7/2012 IT0004566151 POP.SONDRIO 17 S-UP 2/26/2011 IT0004566169 CR VALBADIA 10/13 SU 1/15/2012 IT0004566185 B.BRESCIA 10/12 1.5% 2/21/2011 IT0004566193 UNICREDIT 16 TV 4/29/2011 IT0004566201 B.BRESCIA 10/14 S-UP 7/21/2011 IT0004566219 B.BRESCIA 10/13 S-UP 7/21/2011 IT0004566227 B.CARIME 10/15 2.35% 7/18/2011 IT0004566235 B.CARIME 10/13 1.8% 7/18/2011 IT0004566243 B.CARIME 10/12 1.45% 7/18/2011 IT0004566326 POP.L.SULMONA 12 ZC 3/29/2012 IT0004566748 POP RAVENNA 13 2.85% 7/4/2011 IT0004566755 POP.RAVENNA 13 TV 4/4/2011 IT0004566763 POP.SPOLETO 10/12 2% 5/2/2011 IT0004566771 POP SPOLETO 12 2.50 4/4/2011 IT0004566789 POP.SPOLETO 13 1.5% 8/2/2011 IT0004566813 CR LEVICO 10/15 SU 1/15/2012 IT0004566821 CRA ROANA 10/15 S-UP 7/15/2011 IT0004566847 CR VOLTERRA 13 1.80% 7/15/2011 IT0004566854 BCC GHISALBA 18 4% 7/11/2011 IT0004566870 POP.BERGAMO 10/12 TV 4/22/2011 IT0004566961 BNL 10/13 2.25% 4/29/2011 IT0004567001 CR VOLTERRA 10/14 SU 7/15/2011 IT0004567381 CARIM 10/12 ZC 1/15/2012 IT0004567423 B.DESIO 10/15 2.60% 7/25/2011 IT0004567563 BCC TERAMO 13 2.75% 7/18/2011 IT0004567571 BCC TERAMO 12 2.35% 7/4/2011 IT0004567779 BCC ATESTINA 13 TV 7/15/2011 IT0004567845 VENETO B.10/20 TV 7/11/2011 IT0004567852 B.ATESTINA 13 2,25 7/15/2011 IT0004567878 CR CANTU' 10/14 TM 7/25/2011 IT0004567910 BCC CANTU' 10/13 SU 7/18/2011 IT0004567944 POP.MAROST10/13 2.25 2/12/2012 IT0004567951 POP.MAROST.10/12 TM 8/12/2011

Security Description Payment Date FungibleIT0004568009 BCC B.LODI 10/16 SU 2/4/2012 IT0004568066 BCC CASAGIOVE 10/12 7/25/2011 IT0004568074 BANCAPULIA 10/12 2.5 1/18/2012 IT0004568082 UNIBANCA GOD.1.1.10 IT0004568124 POP MEZZOG. 14 2.50% 7/11/2011 IT0004568132 POP.PUGLIESE 13 2.4 8/5/2011 IT0004568140 POP.PUGLIESE 12 2% 8/5/2011 IT0004568157 CR RABBI 10/13SU 1/11/2012 IT0004568199 POP SONDRIO 24 TV 6/30/2011 IT0004568207 CR SELVA 10/18 TV 7/11/2011 IT0004568272 BTP 3% 20150415 4/15/2011 IT0004568355 B.DESIO 10/12 2.15% 7/13/2011 IT0004568371 CENTROBANCA 16 3.15% 2/26/2011 IT0004568389 B.CIVIDALE 10/14 SU 1/13/2012 IT0004568397 CR BRENTONICO 13 SUP 1/15/2012 IT0004568496 BS INVEST SRL 14 TV 12/31/2011 IT0004568512 POP.LODI 10/13 TV 1/11/2012 IT0004568579 B.CRV 10/15 S-U 1/14/2012 IT0004568587 B.CRV 10/13 S-U 1/14/2012 IT0004568637 POP.RAVENNA 12 2,20 5/31/2011 IT0004568652 CARISPAQ 10/12 2% 4/14/2011 IT0004568660 CARISPAQ 10/14 2.5% 4/14/2011 IT0004568678 CARISPAQ 10/13 TV 7/14/2011 IT0004568694 EMILBANCA 15 TV 1/18/2012 IT0004568777 EMILBANCA 13 TV 7/18/2011 IT0004568793 EMILBANCA 10/13 2.1% 8/15/2011 IT0004568801 EMILBANCA 10/13 2.1% 7/18/2011 IT0004568819 EMILBANCA 15 TV 1/18/2012 IT0004568827 BCC BASCIANO 13 3% 3/10/2011 IT0004568835 BCC CANAVESE 15 TM 7/13/2011 IT0004568843 EMILBANCA 14 S-UP 7/18/2011 IT0004568850 EMILBANCA 14 S UP 8/15/2011 IT0004568884 B.DESIO 10/17 TV 1/20/2012 IT0004568967 POP.VI 10/12 1.65% 4/29/2011 IT0004568975 B.CARIME 10/16 3.10% 7/29/2011 IT0004568983 B.CARIME 10/13 1.95% 7/29/2011 IT0004568991 B.CARIME 10/12 1,55% 7/29/2011 IT0004569007 B.CARIME 10/14 S-U 2 7/29/2011 IT0004569015 B.CARIME 10/15 2.45% 7/29/2011 IT0004569189 POP MEZZOG. 10/12 ZC 7/18/2012 IT0004569205 CR RAVENNA 10/13 2.7 1/15/2012 IT0004569262 CR FANO 10/12 1.70% 7/18/2011 IT0004569288 B.POP.10/14 ZC 7/29/2014 IT0004569304 B.CARIME 10/17 ZC 1/29/2017 IT0004569312 POP ANCONA 10/16 SU 2/5/2012 IT0004569320 B.ROMAGNA 10/14 S.UP 1/13/2012 IT0004569379 BCC MANTIGNANA 13 SU 7/18/2011 IT0004569387 BCC VENEZIANO 13 TV 7/14/2011 IT0004569510 BCC PORDENONESE14 SU 1/20/2012 IT0004569528 POP MANTOVA 13 S-UP 2/26/2011 IT0004569544 BCC CAMUNA 13 2.1% 7/18/2011 IT0004569585 B.CREMASCA 10/13 2% 7/20/2011 IT0004569619 B.NUOVA 10/15 3% 7/18/2011

Security Description Payment Date FungibleIT0004569627 B.NUOVA 10/14 2.70% 7/18/2011 IT0004569635 CR BRUNICO 09/14 SU 2/1/2012 IT0004569650 BIM 10/15 OC 2/15/2015 IT0004569684 POP.BERGAMO 12 1.70% 1/21/2012 IT0004569692 BVC 10/12 1.5% 3/1/2011 IT0004569726 B.MERIDIANA 10/13 SU 7/29/2011 IT0004569734 B.MERIDIANA 12 2.30% 7/29/2011 IT0004569742 POP INTRA 10/13 S-UP 3/5/2011 IT0004569759 POP INTRA 10/12 2.3% 3/5/2011 IT0004569783 CERT ALE DJEURO C IT0004569866 CRA GROTTE 10/12 TV 8/1/2011 IT0004569916 CRA CASTELL. 13 2.1% 8/1/2011 IT0004569924 BCC VERONESE 14 SUP 8/1/2011 IT0004569965 B.MANTIGNANA 13 TV 7/18/2011 IT0004569999 BANCA SAI 10/15 ZC 2/15/2015 IT0004570005 B.CAMPANIA 15 2.625% 7/21/2011 IT0004570013 B.CAMPANIA 13 2.05% 7/21/2011 IT0004570021 B.CAMPANIA 12 1.275% 7/21/2011 IT0004570039 CARIM 10/12 ZC 2/1/2012 IT0004570047 CR ASTI 10/12 1.72% 7/15/2011 IT0004570088 BCA SAI 10/13 2.56% 8/15/2011 IT0004570104 B.SARDEGNA 10/12 TV 7/15/2011 IT0004570112 B.SARDEGNA 10/14 2.5 1/15/2012 IT0004570120 B.SARDEGNA 10/13 2.1 1/15/2012 IT0004570138 B.SARDEGNA 10/16 3% 1/15/2012 IT0004570161 EMILRO 10/13 2.35% 1/20/2012 IT0004570203 FIMMCO ORD IT0004570211 POP SVILUPPO 13 3.25 2/18/2011 IT0004570245 BCA CARIGE 10/15 SU 2/5/2012 IT0004570252 BCA CARIGE 10/15 SU 2/5/2012 IT0004570278 C.RUR.NOVELLA 13 TV 8/1/2011 IT0004570310 EMILBANCA 10/12 2.6% 8/1/2011 IT0004570328 CARIPRATO 10/13 2.10 8/1/2011 IT0004570336 CARIPRATO 10/12 1.80 5/1/2011 IT0004570351 VENETO B. 10/15 3.77 1/25/2012 IT0004570393 C.RAIFFEISEN 13 SU 1/20/2012 IT0004570401 CR LANA 10/13 TV 8/1/2011 IT0004570419 CR LANA 10/15 2.80 8/1/2011 IT0004570476 CR ASTI 10/15 2.30% 7/25/2011 IT0004570484 CR ASTI 10/20 3.72% 7/25/2011 IT0004570492 BCC GATTEO 10/14 SU 7/25/2011 IT0004570526 B S.STEFANO 10/15 TM 8/1/2011 IT0004570534 BCC VALTROMP.13 SUP 7/29/2011 IT0004570567 BCA CARIGE 10/20 TV 3/3/2011 IT0004570575 BCA CARIGE 10/20 SU 2/15/2012 IT0004570583 CR MORI 10/14 TV 5/1/2011 IT0004570591 CR MORI 10/15 TM 8/1/2011 IT0004570658 POP. BERGAMO 13 SU 2/22/2011 IT0004570666 POP. BERGAMO 12 1.70 2/22/2011 IT0004570674 B.BRESCIA 10/12 1.70 4/1/2011 IT0004570682 BCO BRESCIA 10/14 SU 3/1/2011 IT0004570690 POP. BERGAMO 12 1.50 8/15/2011 IT0004570708 BRE BANCA 10/13 1.90 2/26/2011

Security Description Payment Date FungibleIT0004570716 BRE BANCA 10/12 TV 2/26/2011 IT0004570724 B.S.GIORGIO 10/14 TV 8/15/2011 IT0004570732 B.S.GIORGIO 10 S.UP 2/15/2012 IT0004570765 BCO BRESCIA 10/13 TV 3/1/2011 IT0004570773 B.BRESCIA 10/13 S.UP 3/1/2011 IT0004570880 CERT ALE CAP ENEL C IT0004571045 BCC IMPRUNETA 16 TM 7/20/2011 IT0004571102 B.CRV 10/13 S-U 1/21/2012 IT0004571128 POP.RAVENNA 15 S UP 1/21/2012 IT0004571144 CR TRENTO 10/14 SU 8/1/2011 IT0004571151 CRED.ROMAGNA 13 S-U 8/2/2011 IT0004571169 CRE.PIEMONTESE 13 SU 7/22/2011 IT0004571177 CR FOSSANO 16 2.75% 7/21/2011 IT0004571185 CR FOSSANO 13 1.7% 7/21/2011 IT0004571227 BPCI 10/16 S-D 4% 2/26/2011 IT0004571235 POP.ANCONA 10/12 TV 2/26/2011 IT0004571243 BPCI 10/13 1.90% 2/26/2011 IT0004571268 BPCI 10/16 S-U 2% 2/26/2011 IT0004571334 B.BOLOGNA 10/13 2.5% 8/1/2011 IT0004571342 BCC CESENA 10/13 2% 8/1/2011 IT0004571409 CR LAVIS 10/13 S.UP 2/1/2012 IT0004571417 CR TRENTO 10/12 SU 8/1/2011 IT0004571433 CRED.ROMAGNA 15 S-U 8/2/2011 IT0004571474 CRA BRENDOLA 15 TM 8/1/2011 IT0004571524 BCC LEVERANO 12 1.75 8/1/2011 IT0004571557 BCC PERGOLA 12 2.30% 8/1/2011 IT0004571573 BCC PERGOLA 10/14 3% 8/1/2011 IT0004571623 POP SONDRIO 25 4.55% 6/30/2011 IT0004571664 POP ANCONA 12 2.20% 7/27/2011 IT0004571672 POP BERGAMO 13 3.91% 7/29/2011 IT0004571680 POP ANCONA 12 1.75% 2/26/2011 IT0004571698 POP BERGAMO 10/12 SU 8/10/2011 IT0004571706 POP BERGAMO 10/12 TV 5/12/2011 IT0004571714 VENETO B.H.10/14 SU 8/1/2011 IT0004571722 CRU GIUD.15 SU 2/1/2012 IT0004571730 CRU GIUD.10/12 SU 2/1/2012 IT0004571748 VICTOR 10/17 1.66% 2/3/2012 IT0004571789 B.S.G. 10/17 ZC 1/25/2017 IT0004571797 B.S.GIORGIO 10/13 SU 7/25/2011 IT0004571805 B.S.GIORGIO 10/14 SU 7/25/2011 IT0004571813 BCC OROBICA 10/13 2% 8/1/2011 IT0004571839 BCC UDINE 14 2,5 8/1/2011 IT0004571847 BCC C.BRIANZA 15 SU 8/5/2011 IT0004571904 BCC PITIGLIANO 13 SU 8/2/2011 IT0004571938 B.PADOVANA 10/15 SU 7/26/2011 IT0004571946 B.PADOVANA 10/13 SU 7/26/2011 IT0004571953 B.PADOVANA 14 2.75% 7/26/2011 IT0004571979 CW AKR EURIBOR C IT0004571987 CW AKR EURIBOR C IT0004571995 CW AKR EURIBOR C IT0004572001 CW AKR EURIBOR C IT0004572019 CW AKR EURIBOR C IT0004572027 CW AKR EURIBOR C

Security Description Payment Date FungibleIT0004572035 CW AKR EURIBOR C IT0004572043 CW AKR EURIBOR C IT0004572050 CW AKR EURIBOR C IT0004572068 CW AKR EURIBOR C IT0004572076 CW AKR EURIBOR C IT0004572084 CW AKR EURIBOR C IT0004572092 B.DESIO TOSCANA 12 2 8/15/2011 IT0004572100 EMILRO 10/15 3.00% 1/25/2012 IT0004572118 POP SPOLETO 10/20 4% 4/2/2011 IT0004572126 POP.SPOLETO 15 3,25 3/2/2011 IT0004572134 POP SPOLETO 13 2.5% 3/2/2011 IT0004572142 C.PADANA 10/12 2% 8/1/2011 IT0004572159 C.PADANA 10/13 TV 8/1/2011 IT0004572167 CENTROBANCA 10/16 TV 3/5/2011 IT0004572209 CRU VALSUGANA 15 TM 1/25/2012 IT0004572258 BCA IMI 10/13 S.UP 2/15/2012 IT0004572274 UGF BANCA 10/13 2.40 4/25/2011 IT0004572290 VENETO B.10/13 SU 8/15/2011 IT0004572316 VENETO B.10/12 2.60% 8/15/2011 IT0004572449 B.PESARO 10/15 TV 8/1/2011 IT0004572456 B.VICENT.10/14 TV 8/1/2011 IT0004572464 BC OFFANENGO 12 1.75 2/26/2011 IT0004572472 BCC OFFANENGO 13 S-U 3/16/2011 IT0004572480 BCC ROMAGNA 10/15 SU 7/27/2011 IT0004572498 BCC REGALBUTO 15 S-U 8/1/2011 IT0004572506 BCC REGALBUTO 13 SU 8/1/2011 IT0004572514 BANCASCIANO 12 3.5% 8/1/2011 IT0004572522 B.REGGIANA 13 2% 8/1/2011 IT0004572530 BCC OSTRA VET. 12 TM 5/1/2011 IT0004572548 BCC PISTOIA 10/13 SU 7/28/2011 IT0004572555 BCC VICENT.10/13 SU 2/1/2012 IT0004572563 BCC PISTOIA 10/14 SU 7/28/2011 IT0004572571 BCC PISTOIA 12 1.8% 3/28/2011 IT0004572589 BANCAPULIA 10/12 2.9 1/25/2012 IT0004572597 B.DESIO 10/12 2.20% 7/27/2011 IT0004572605 BINTER 10/14 TV 8/15/2011 IT0004572613 EMILRO 10/12 TV 1/27/2012 IT0004572621 BINTER 10/13 ZC 3/1/2012 IT0004572639 POP RAVENNA 13 2.5% 7/26/2011 IT0004572647 POP.SPOLETO 12 TV 4/2/2011 IT0004572654 POP.SPOLETO 12 1,5% 3/2/2011 IT0004572662 POP.SPOLETO 15 3% 3/2/2011 IT0004572670 CR FABRIANO 10/14 SU 8/1/2011 IT0004572688 BCA CARIGE 10/12 1.5 3/3/2011 IT0004572696 BCA IMOLA 10/12 TV 8/1/2011 IT0004572704 BCC CAVOLA 10/16 4% 2/1/2012 IT0004572720 CR SAONE 10/12 2.50% 8/1/2011 IT0004572738 CR SAONE 10/13 SU 8/1/2011 IT0004572746 BAI 10/12 2.25% 8/8/2011 IT0004572753 CRED.ART. 10/13 S-UP 1/27/2012 IT0004572761 CRED.ART.10/12 TV 7/27/2011 IT0004572779 BAI 10/13 S-UP 2/8/2012 IT0004572787 B.MPS 10/12 TV 3/1/2011

Security Description Payment Date FungibleIT0004572795 BCC GARDA 10/13 2.75 7/26/2011 IT0004572803 INTESA SP 10/13 TV 3/3/2011 IT0004572811 B.IMI 10/17 TV 3/4/2011 IT0004572829 POP.VICENZA 10/12 TV 8/5/2011 IT0004572852 B.S.GIORGIO 10/13 TV 2/22/2011 IT0004572860 UBI 10/17 TV 2/23/2011 IT0004572878 UBI 10/17 3.10% 2/23/2011 IT0004572886 CERT IMI DJ STOXX C IT0004572894 CERT IMI DJ STOXX C IT0004572910 CTZ 20120229 2/29/2012 IT0004572936 POP.VICENZA 12 1.55% 5/15/2011 IT0004572944 BCC PISTOIA 10/12 TV 3/28/2011 IT0004572951 BCC ALBA 10/12 TV 8/1/2011 IT0004572985 BCC SPELLO 10/13 S-U 8/15/2011 IT0004572993 BCC ALBA 10/12 S-UP 8/1/2011 IT0004573009 BCC LOZZO 10/12 S-UP 2/1/2012 IT0004573017 CRA S.GIUSEPPE 16 TM 7/25/2011 IT0004573033 BCC GHISALBA 15 S-UP 7/26/2011 IT0004573041 BCC CARUGATE 12 1.65 8/2/2011 IT0004573058 BCC FANO 10/12 3.00% 8/1/2011 IT0004573066 CR BOVES 13 S UP 2/10/2012 IT0004573074 B.CRAS 10/16 2.7% 8/1/2011 IT0004573082 BCC CORINALDO 13 2.5 8/8/2011 IT0004573090 B.MPS 10/15 TV 4/29/2011 IT0004573108 CARIM 10/13 TV 8/15/2011 IT0004573116 CARIM 10/12 1.70% 8/15/2011 IT0004573124 B.MARCHE 10/12 1.55% 2/26/2011 IT0004573132 B.MARCHE 10/13 2% 7/26/2011 IT0004573140 B.SASSARI 10/12 1.8% 2/1/2012 IT0004573157 B.SASSARI 10/17 3.3% 8/1/2011 IT0004573165 B.DESIO 10/12 2.50% 8/1/2011 IT0004573173 B.DESIO VEENTO 14 TV 1/29/2012 IT0004573181 POP RAVENNA 20 S-UP 1/27/2012 IT0004573199 BCC CAMUNA 14 S-UP 1/27/2012 IT0004573207 CARIMILO 10/12 TV 5/15/2011 IT0004573215 CR RAVENNA 10/12 TV 5/15/2011 IT0004573223 POP.CIVIDALE 13 TV 4/27/2011 IT0004573231 CRED.ROMAGNA 17 S-U 8/2/2011 IT0004573249 BANCA IMI 10/15 TV 2/26/2011 IT0004573256 BANCA IMI 10/13 TV 3/4/2011 IT0004573264 BANCA IMI 10/13 TV 3/3/2011 IT0004573272 POP.NOVARA 10/15 TV 4/26/2011 IT0004573280 CR BOLZANO 10/14 TV 2/28/2011 IT0004573298 CR BOLZANO 10/13 2.2 2/28/2011 IT0004573306 CR BOLZANO 14 2.4% 2/28/2011 IT0004573314 CR BOLZANO 10/13 TV 2/28/2011 IT0004573322 CR BOLZANO 10/12 TV 2/28/2011 IT0004573330 POP BERGAMO 13 3.90% 7/29/2011 IT0004573348 POP BERGAMO 13 3.92% 7/29/2011 IT0004573355 VENETO B. 10/13 1.80 8/8/2011 IT0004573363 CCR A.ADIGE 15 3.00 2/8/2012 IT0004573371 P.LAZIO ORD.01.01.10 IT0004573389 CELESTE 10/20 1,50% 8/1/2011

Security Description Payment Date FungibleIT0004573405 B.FINNAT 10/15 TV 3/1/2011 IT0004573413 BCC CHERASCO 13 TV 5/1/2011 IT0004573421 CC FRIULI 10/16 TV 8/1/2011 IT0004573439 CC FRIULI 10/14 TV 5/2/2011 IT0004573447 BCC CARTURA 10/15 TV 8/11/2011 IT0004573454 BC CASALGRASSO 12 TV 8/1/2011 IT0004573470 BCC B.VAGIEN. 13 2.3 8/1/2011 IT0004573488 BCC ROMAGNA 16 4% 8/1/2011 IT0004573496 BCC LERCARA 13 2.10% 8/1/2011 IT0004573504 BCC CARTURA 10/14 SU 2/18/2011 IT0004573512 BC CASALGRASSO 12 2% 8/1/2011 IT0004573538 B.MPS 10/17 TM 4/29/2011 IT0004573546 GEST.PART.IMM. ORD IT0004573553 WARR.GEST.PART.IMM. IT0004573561 CERT ALE ENEL C IT0004573579 B.ALPI MARIT.12 2% 7/28/2011 IT0004573587 B FARNESE 10/12 2.5% 8/4/2011 IT0004573595 B FARNESE 10/14 TM 8/4/2011 IT0004573603 B.DESIO 10/17 TV 2/3/2012 IT0004573611 B.DESIO 10/12 2% 7/29/2011 IT0004573629 B.DESIO 10/14 S-U 2/16/2011 IT0004573637 POP SVILUPPO 13 2.75 3/15/2011 IT0004573645 CR PR PC 10/15 SU 1/29/2012 IT0004573652 CC REGGIANO 10/15 TV 5/1/2011 IT0004573660 CR LAVIS 10/15 TV 5/5/2011 IT0004573678 CR LAVIS 10/12 S.UP 8/5/2011 IT0004573686 CRED.ART. 10/13 2.5% 1/29/2012 IT0004573694 ANTONVENETA 10/13 TV 3/5/2011 IT0004573710 B.POP.10/12 ZC 5/26/2012 IT0004573728 B.CARIME 10/16 SD 2/26/2011 IT0004573736 B.CARIME 10/17 ZC 2/26/2017 IT0004573744 B.CARIME 10/15 2.4% 2/26/2011 IT0004573751 B.CARIME 10/12 1.45% 2/26/2011 IT0004573769 B.CARIME 10/13 1.85% 2/26/2011 IT0004573777 B.CARIME 10/14 S-UP 2/26/2011 IT0004573785 CR CESENA 10/15 TV 3/21/2011 IT0004573793 B.MERIDIANA 14 SU 8/8/2011 IT0004573801 B.MERIDIANA 12 2.00 8/8/2011 IT0004573819 BCC SORISOLE 15 S-UP 8/15/2011 IT0004573827 C.S.MINIATO 10/12 2% 8/8/2011 IT0004573843 CR ULTIMO 10/14 TV 8/1/2011 IT0004573868 BCC ANAGNI 10/13 TV 8/15/2011 IT0004573876 TEVERE FIN CL B 8/5/2011 IT0004573884 TEVERE FIN.3 CLA 8/5/2011 IT0004573892 BCC ANAGNI 10/13 SU 8/15/2011 IT0004573900 CR SAVIGLIANO 14 TV 8/1/2011 IT0004573918 CR SAVIGLIANO12 1.75 8/1/2011 IT0004573926 B.CRV 10/15 S-U 1/29/2012 IT0004573934 B.CRV 10/13 S-U 1/29/2012 IT0004573942 B.DESIO TOSC. 14 TV 2/22/2011 IT0004573959 BNL 10/13 TV 2/26/2011 IT0004574023 UNICREDIT 16 TV 2/26/2011 IT0004574031 CW ICCREA EURIBOR C

Security Description Payment Date FungibleIT0004574049 CW ICCREA EURIBOR C IT0004574056 CW ICCREA EURIBOR C IT0004574064 CW ICCREA EURIBOR C IT0004574072 CW ICCREA EURIBOR C IT0004574080 CW ICCREA EURIBOR C IT0004574098 CW ICCREA EURIBOR C IT0004574106 CW ICCREA EURIBOR C IT0004574114 CW ICCREA EURIBOR C IT0004574122 BNL 10/13 TV 2/26/2011 IT0004574130 CERT IMI DJ STOXX C IT0004574148 CERT IMI DJ STOXX C IT0004574163 CERT ALE DJEURO C IT0004574171 POP.LANCIANO 15 S UP 7/27/2011 IT0004574189 POP.LANCIANO 13 SUP 7/27/2011 IT0004574197 BCC BUCCINO 13 2.3% 8/15/2011 IT0004574213 B.CIVIDALE 10/13 SU 2/1/2012 IT0004574239 CR B.VALLLAG. 13 SU 2/1/2012 IT0004574262 CR FIEMME 10/13 SU 2/1/2012 IT0004574270 CREDEM 10/15 3% 4/29/2011 IT0004574288 CRED.VALT.10/12 2% 8/5/2011 IT0004574296 BCC GARDA 10/12 2% 3/1/2011 IT0004574312 B.POP.10/15 S-UP 2/26/2011 IT0004574320 B.POP.10/14 STEP-UP 2/26/2011 IT0004574338 BCC PIOVE 10/12 ZC 8/1/2012 IT0004574346 BCC ANCONA 10/15 S-U 8/1/2011 IT0004574353 BCC ANCONA 10/13 2.4 8/1/2011 IT0004574361 CR.TREVIGIANO 15 2.7 2/10/2012 IT0004574379 B.DON RIZZO 13 2.5% 3/1/2011 IT0004574387 BCC PIANFEI 10/13 SU 8/1/2011 IT0004574395 COIN ORD IT0004574403 CR BRONZOLO 10/13 SU 2/1/2012 IT0004574429 B.DESIO 10/12 TV 8/15/2011 IT0004574437 BCC PREALPI 10/13 TV 5/1/2011 IT0004574445 B.CENTROVENETO 13 TV 2/1/2012 IT0004574452 BCC POMPIANO 13 2.8% 8/9/2011 IT0004574460 BCC POMPIANO 10/13 3 2/25/2011 IT0004574478 BCC POMPIANO 15 S-UP 8/9/2011 IT0004574486 BCC VENEZIANO 14 ZC 1/28/2014 IT0004574494 BCC VENEZIANO13 2.75 7/28/2011 IT0004574502 BCC VEROLA. 13 3% 8/15/2011 IT0004574510 B.CENTROV.10/17 3.5% 8/1/2011 IT0004574528 B.VERONESE 16 S-UP 2/16/2011 IT0004574536 BCC S.MICHELE 13 2.5 8/5/2011 IT0004574544 ANTONVENETA 14 2.55 3/5/2011 IT0004574551 ANTONVENETA 10/12 ZC 3/5/2012 IT0004574569 CARILO 10/13 2% 7/28/2011 IT0004574577 POP.RAGUSA 10/13 SU 8/2/2011 IT0004574585 CRU TUENNO 10/14 2.6 8/1/2011 IT0004574593 CREDEM 10/13 2.35% 2/22/2011 IT0004574601 HYPO A.A.BANK 15 TM 8/1/2011 IT0004574619 HYPO A.A.BANK 14 SU 8/1/2011 IT0004574627 POP.SONDRIO 13 2.15% 8/15/2011 IT0004574650 CR LUCCA 10/15 TV 5/1/2011

Security Description Payment Date FungibleIT0004574668 B.S.GIORGIO 10/15 SU 2/15/2012 IT0004574676 POP ANCONA 10/15 SU 3/8/2011 IT0004574684 POP ANCONA 12 1.65% 3/8/2011 IT0004574734 RS.MOTO 09/16 TV 12/31/2011 IT0004574742 POP.PUGLIA E BAS.ORD IT0004574791 BC CARUGATE 10/13 2% 7/29/2011 IT0004574809 B.CARUGATE 10/15 2.8 7/29/2011 IT0004574817 B.CARUGATE 10/14 2.4 7/29/2011 IT0004574825 BC CARUGATE 10/16 TM 7/29/2011 IT0004574833 CRED.ART.10/13 TV 8/8/2011 IT0004574841 MELIORBANCA 10/12 TV 2/16/2011 IT0004574882 B.BERGAMASCA 13 S.UP 8/1/2011 IT0004574890 B.ADRIA 10/13 S-U 8/5/2011 IT0004574908 ROMAGNA EST 10/13 SU 8/5/2011 IT0004574916 BCC ATESTINA 12 2.15 8/5/2011 IT0004574932 B.MAREMMA 10/12 3.5% 8/5/2011 IT0004574940 B.ETRURIA 10/15 SU 3/2/2011 IT0004574957 B.ETRURIA 13 2.20% 3/2/2011 IT0004574965 B.PIACENZA 10/13 2% 8/1/2011 IT0004574973 B.PIACENZA 10/14 TV 2/1/2012 IT0004574981 B.PIACENZA 10/15 2.3 8/1/2011 IT0004574999 B.RIMINI 10/12 SU 8/4/2011 IT0004575004 B.DESIO 10/13 2.10% 2/16/2011 IT0004575012 EMILRO 10/15 S.UP 2/2/2012 IT0004575020 P.L.SULMONA 15 ZC 1/29/2015 IT0004575038 POP.L.SULMONA 17 ZC 1/29/2017 IT0004575046 CR FERRARA 10/12 TV 8/1/2011 IT0004575053 BCA CARIGE 10/13 SU 3/12/2011 IT0004575061 BCA CARIGE 10/15 SU 3/3/2011 IT0004575079 POP.FRIULADR10/15 SU 1/29/2012 IT0004575095 CRED.ART.10/13 S-UP 2/8/2012 IT0004575103 CR VOLTERRA 10/15 3% 8/8/2011 IT0004575111 POP BERGAMO 13 3.85% 8/5/2011 IT0004575129 BVC 10/12 1.50% 4/1/2011 IT0004575137 BCC ALBA 10/12 TV 2/1/2012 IT0004575145 CW ALE EURIBOR C IT0004575152 CW ALE EURIBOR C IT0004575160 CW ALE EURIBOR C IT0004575178 CW ALE EURIBOR C IT0004575186 CW ALE EURIBOR C IT0004575194 CW ALE EURIBOR C IT0004575202 CW ALE EURIBOR C IT0004575251 FMR ART'E' ORD. IT0004575277 BCC MONTERENZIO14 TV 5/8/2011 IT0004575293 CC ADDA 10/12 2.25% 3/1/2011 IT0004575301 CC ADDA 10/13 S-UP 3/1/2011 IT0004575319 CC ADDA 10/12 1.55% 3/1/2011 IT0004575327 BCC GRADARA 10/14 SU 8/8/2011 IT0004575335 CENTR.CALABRIA 14 SU 2/2/2012 IT0004575343 BCC MONTERENZI 14 SU 8/8/2011 IT0004575350 B.MPS 10/12 ZC 3/1/2012 IT0004575368 B.DESIO 10/13 SU 2/22/2011 IT0004575376 B.DESIO LAZIO12 1.75 8/8/2011

Security Description Payment Date FungibleIT0004575384 B.DESIO LAZIO 12 2% 2/22/2011 IT0004575392 B.DESIO 10/12 2.30% 5/3/2011 IT0004575400 BNL 10/14 TM 2/26/2011 IT0004575426 CC REGGIANO 10/13 SU 8/1/2011 IT0004575434 CR MEZZOCORONA 17 SU 2/16/2011 IT0004575442 CR MEZZOCORONA 13 SU 2/16/2011 IT0004575459 CR PIEMONTESE 13 S-U 8/8/2011 IT0004575467 BCC C.COVO 10/14 SU 8/11/2011 IT0004575475 BCC LAUDENSE 15 SU 8/4/2011 IT0004575483 BCC LAUDENSE 14 SU 8/4/2011 IT0004575491 BCC LAUDENSE 14 2.29 8/4/2011 IT0004575558 CR P.STELVIO 15 S.UP 2/1/2012 IT0004575582 BCC TREVIGLIO 12 1.8 2/22/2011 IT0004575590 BCA ROMAGNA 14 2.80% 5/1/2011 IT0004575608 B.FUCINO 10/13 TV 5/1/2011 IT0004575632 C.ARTIGIANO 10/15 TV 3/31/2011 IT0004575665 BCC S.GIORGIO 14 TV 8/10/2011 IT0004575673 B.FORLI' 10/14 S-UP 8/8/2011 IT0004575681 ROVIGOBANCA 10/14 SU 8/8/2011 IT0004575699 BCC S.GIORGIO 12 S-U 8/10/2011 IT0004575707 BCC S.GIORGIO 14 S-U 8/10/2011 IT0004575715 BCC MASIANO 10/13 2% 8/15/2011 IT0004575731 BC VALMARECC. 12 2.5 8/8/2011 IT0004575798 B.LEGNANO 10/12 1.65 8/12/2011 IT0004575806 ANTONVENETA 16 3.21% 3/1/2011 IT0004575848 BCC FORNACETTE 10/14 2/25/2011 IT0004575863 BIVERBANCA 10/12 TV 4/6/2011 IT0004575871 BIVERBANCA 12 1.65% 4/6/2011 IT0004575897 BIVERBANCA 10/13 2.2 4/6/2011 IT0004575913 EMILRO 10/13 2.10% 8/5/2011 IT0004575921 POP PUGLIESE 13 2.30 3/8/2011 IT0004575939 POP PUGLIESE 12 1.90 3/8/2011 IT0004575947 CARISPAQ 10/14 2.5% 5/10/2011 IT0004575954 CARISPAQ 10/12 2% 5/10/2011 IT0004575962 CRU VALDISOLE 15 TM 8/10/2011 IT0004575970 CRU B.VALSUG. 15 TM 8/1/2011 IT0004575988 CRED.ART.10/13 S-UP 3/2/2011 IT0004575996 CRED.ART. 10/12 1.75 3/2/2011 IT0004576002 C.ARTIGIANO 10/13 SU 2/11/2012 IT0004576028 BCC LAUDENSE 13 1.85 8/4/2011 IT0004576036 POP APRILIA 14 2.70 8/5/2011 IT0004576044 POP.A.ADIGE 15 TM 8/3/2011 IT0004576069 POP.VI 10/13 TM 3/15/2011 IT0004576085 POP.A.ADIGE 15 TM 8/3/2011 IT0004576093 BCC CRETA 10/13 TV 8/5/2011 IT0004576101 CR.VALTELL. 10/12 TV 5/11/2011 IT0004576119 MEDIOCREVAL 10/13 TV 5/10/2011 IT0004576127 C.ARTIGIANO 10/13 TV 3/31/2011 IT0004576192 B.PESCIA 10/13 S.UP 8/15/2011 IT0004576200 CR BINASCO 10/15 S.U 2/10/2012 IT0004576218 BCC FRIULI 10/15 S-U 8/8/2011 IT0004576226 B.ADIGE PO 13 2.25% 8/10/2011 IT0004576234 B.VIGNOLE 10/12 1.75 5/8/2011

Security Description Payment Date FungibleIT0004576267 B.VENETA 1896 13 TM 2/15/2012 IT0004576275 B.PESARO 10/12 1.85% 8/15/2011 IT0004576283 BCC POMPIANO 10/13 3 8/10/2011 IT0004576291 B.PESCIA 10/12 TM 8/15/2011 IT0004576309 B.COSTA A.10/12 S-UP 3/1/2011 IT0004576317 B.COSTA A. 10/15 S-U 8/15/2011 IT0004576325 BANCAPULIA 10/12 2.2 3/5/2011 IT0004576358 B.MPS 10/12 TV 4/7/2011 IT0004576366 CR ASTI 10/20 3.72% 8/5/2011 IT0004576374 B.MARCHE 13 2.4% 8/3/2011 IT0004576382 B.SASSARI 10/13 2.1% 8/15/2011 IT0004576424 BLPR 10/12 2.38% 8/10/2011 IT0004576432 POP.RAVENNA 12 TV 2/8/2012 IT0004576440 POP RAVENNA 13 2.85% 8/5/2011 IT0004576457 CARICHIETI 10/13 TV 8/10/2011 IT0004576481 CR FOLGARIA 10/13 SU 2/22/2011 IT0004576499 CRU LEDRO 10/15 TM 2/15/2012 IT0004576507 CRU LEDRO 10/13 2.4% 8/15/2011 IT0004576523 CR.VALTELL. 12 1.75% 5/10/2011 IT0004576531 B. SVILUPPO 10/13 TV 3/1/2011 IT0004576549 CC RAVENNATE 12 2.30 8/5/2011 IT0004576556 BANCA IMI 10/15 TM 3/22/2011 IT0004576564 POP.VI 10/12 2% 5/25/2011 IT0004576572 B.SELLA SUD 14 2.60% 8/8/2011 IT0004576580 DOLOMITI EN. 17 4.1% 5/10/2011 IT0004576598 B.POP. 10/15 ZC 4/12/2015 IT0004576606 BCA CARIGE10/15 4.75 3/5/2011 IT0004576630 COSMO PHARMACEUTICAL IT0004576648 CRED.ART.10/13 TV 8/15/2011 IT0004576655 UNICR.F.F.BANK 12 TV 3/15/2011 IT0004576705 BCC VEROLA. 14 2.5% 8/15/2011 IT0004576713 BCC VEROLA. 13 2.3% 8/15/2011 IT0004576721 CRA BRENDOLA 13 S-U 8/15/2011 IT0004576739 BCC BARI 10/13 S-U 8/11/2011 IT0004576747 BCC BARI 10/12 2.25% 8/11/2011 IT0004576754 B.S.BIAGIO 13 2.75 8/10/2011 IT0004576762 B.S.BIAGIO 12 3.25 8/10/2011 IT0004576770 BCC PACHINO 14 2.1% 2/23/2011 IT0004576788 BCC PACHINO 10/13 SU 2/22/2011 IT0004576796 BCC PACHINO 12 1.8% 2/25/2011 IT0004576804 BCC CARNIA 12 2.15% 8/15/2011 IT0004576812 CR ORVIETO 10/13 SU 3/10/2011 IT0004576838 B.MPS 10/14 2.60% 4/7/2011 IT0004576846 CR ASTI 10/14 S.UP 8/5/2011 IT0004576853 CR ASTI 10/15 TV 2/5/2012 IT0004576861 B.DESIO 10/12 2.30% 8/8/2011 IT0004576879 BCC CARDUCCI 13 SU 8/9/2011 IT0004576887 EMILRO 10/12 TV 2/8/2012 IT0004576895 BCA CARIGE 10/20 SU 3/3/2011 IT0004576903 CRED.ART.10/12 1.9% 5/15/2011 IT0004576911 BCC CALCIO 10/14 SU 8/11/2011 IT0004576929 CR VALBADIA 10/13 TV 8/12/2011 IT0004576945 BIM 10/13 CHF FRN TV 3/1/2011

Security Description Payment Date FungibleIT0004576952 BRE BANCA 10/13 1.80 2/26/2011 IT0004576960 CR.CESENA 10/15 ZC 12/31/2015 IT0004576978 ENEL 10/16 3.50% 2/26/2011 IT0004576986 BCC CAMUNA 13 2.5% 2/8/2012 IT0004576994 ENEL 10/16 TV 2/28/2011 IT0004577000 CRED.ART. 10/13 TV 2/16/2011 IT0004577034 BCC PERGOLA 10/15 TV 8/15/2011 IT0004577042 BCC GARDA 10/13 S-UP 8/4/2011 IT0004577059 BCC CREMENO 13 S-UP 2/15/2012 IT0004577067 CRA LUCINICO 13 S-UP 2/16/2011 IT0004577075 BCC GARDA 10/12 TM 8/4/2011 IT0004577083 BC CARUGATE 10/14 SU 8/11/2011 IT0004577091 CC FIORENTINO 15 S-U 3/1/2011 IT0004577109 CC FIORENTINO 13 2.9 3/1/2011 IT0004577117 CRA TREVISO 12 2.5% 8/15/2011 IT0004577125 BCC C.ETRUSCA 13 SU 8/11/2011 IT0004577133 BC CARUGATE 10/16 SU 8/11/2011 IT0004577141 BCC SANGRO 10/14 OC 2/15/2014 IT0004577158 BCC SANGRO 10/14 SU 5/15/2011 IT0004577166 BCC SANGRO 10/18 OC 2/15/2018 IT0004577174 POP.VI 10/12 1.55% 2/24/2011 IT0004577182 B.NUOVA 10/15 3% 8/12/2011 IT0004577190 B.NUOVA 10/13 2.30% 8/12/2011 IT0004577208 BCC AGRO BS 10/15 TM 2/15/2012 IT0004577216 BCC ANAGNI 10/13 SU 8/15/2011 IT0004577224 BCC ANAGNI 10/13 TV 8/15/2011 IT0004577232 B.MPS 10/13 1.92% 4/7/2011 IT0004577240 CR ASTI 10/15 2.30% 8/15/2011 IT0004577257 CR ASTI 10/12 1.50% 8/15/2011 IT0004577265 BCC CESENA 12 2.4% 5/15/2011 IT0004577273 BPSA 10/14 2.70% 8/8/2011 IT0004577281 BPSA 10/14 2.60% 8/8/2011 IT0004577299 B.DESIO 10/12 2.25% 8/11/2011 IT0004577307 B.DESIO LAZIO 13 SU 8/11/2011 IT0004577315 EMILRO 10/13 2.35% 2/10/2012 IT0004577331 EMILRO 10/12 1.95% 2/10/2012 IT0004577349 POP.LANCIANO 15 ZC 2/5/2015 IT0004577356 PO.LANCIANO 12 ZC 8/5/2012 IT0004577364 POP.LANCIANO 12 ZC 8/8/2012 IT0004577372 CR VALLE LAGHI 13 SU 2/15/2012 IT0004577380 CRED.ART.10/13 S-UP 2/16/2011 IT0004577398 POP.SONDRIO 20 4.10 8/15/2011 IT0004577406 VENETO B.10/12 2.86% 8/10/2011 IT0004577422 B.EMILVENETA 12 TV 5/15/2011 IT0004577430 B.DESIO 10/12 TV 8/11/2011 IT0004577448 CRED.ART.10/12 TV 2/17/2011 IT0004577455 VINTAGE FINANCE CL A 4/29/2011 IT0004577513 VINTAGE FINANCE CL B 4/29/2011 IT0004577521 EMILBANCA 15 TV 2/15/2012 IT0004577539 CREDIVENETO 10/17 ZC 2/10/2017 IT0004577547 CREDIVENETO 10/14 SU 8/10/2011 IT0004577554 CREDIVENETO 10/13 SU 8/10/2011 IT0004577562 CREDIVENETO 10/14 SU 8/10/2011

Security Description Payment Date FungibleIT0004577570 CREDIVENETO 10/13 SU 8/10/2011 IT0004577588 BSG V.AGNO 10/14 S-U 8/15/2011 IT0004577596 BCC MOZZANICA 13 SU 3/1/2011 IT0004577604 BCC BARBARANO 14 SU 8/15/2011 IT0004577612 BCC BARBARANO 12 2.3 8/15/2011 IT0004577620 BCC SIGNA 10/17 3.5% 8/12/2011 IT0004577638 EMILBANCA 13 2% 7A 8/15/2011 IT0004577646 MANTOVABANCA 13 2.3% 8/15/2011 IT0004577653 EMILBANCA 14 2.5%8[ 8/15/2011 IT0004577661 BCC UDINE 13 S UP 8/15/2011 IT0004577679 BCC UDINE 14 S UP 8/15/2011 IT0004577687 BCC G.TONIOLO 15 2.6 8/9/2011 IT0004577695 BC G.TONIOLO 17 2.85 8/9/2011 IT0004577703 BCC G.TONIOLO 13 2.3 8/9/2011 IT0004577711 BCC G.TONIOLO 15 2.5 8/9/2011 IT0004577729 BCC G.TONIOLO 17 3% 8/9/2011 IT0004577737 BCC G.TONIOLO 13 2.4 8/9/2011 IT0004577745 CR AL 10/13 SU 3/1/2011 IT0004577752 CR ASTI 10/17 3.44% 8/15/2011 IT0004577760 CR ASTI 10/25 4.30% 8/15/2011 IT0004577778 POP.ETICA 15 TV 3/15/2011 IT0004577786 POP.ETICA 17 TV 3/15/2011 IT0004577794 BCA MARCHE 10/12 TV 5/9/2011 IT0004577802 B.DESIO 10/12 2.25% 2/17/2011 IT0004577810 B.POP ETICA 13 S-UP 3/15/2011 IT0004577836 B.DESIO VEN.12 1.90% 2/26/2011 IT0004577844 VINTAGE FINANCE CS 4/30/2011 IT0004577851 VINTAGE FINANCE CS 10/30/2011 IT0004577869 SANFELICE 10/12 2.00 8/8/2011 IT0004577877 VINTAGE FINANCE CS 4/30/2012 IT0004577885 VINTAGE FINANCE CS 10/30/2012 IT0004577893 CRU BRENTONICO 13 SU 2/15/2012 IT0004577901 VINTAGE FINANCE CS 4/30/2013 IT0004577919 CRED.ART. 10/13 S-UP 2/12/2012 IT0004577927 VINTAGE FINANCE CS 10/30/2013 IT0004577935 VINTAGE FINANCE CS 4/30/2014 IT0004577943 CR VOLTERRA 10/13 2% 2/16/2011 IT0004577950 VINTAGE FINANCE CS 10/30/2014 IT0004577968 B.MONTE PARMA 12 1.5 5/9/2011 IT0004577976 VINTAGE FINANCE CS 4/30/2015 IT0004577984 VINTAGE FINANCE CS 10/30/2015 IT0004577992 B.DESIO VEN.10/13 SU 2/26/2011 IT0004578008 VINTAGE FINANCE CS 4/30/2016 IT0004578016 VINTAGE FINANCE CS 10/30/2016 IT0004578024 VITANGE FINANCE CS 4/30/2017 IT0004578040 VINTAGE FINANCE CS 10/30/2017 IT0004578057 VINTAGE FINANCE CS 4/30/2018 IT0004578065 VINTAGE FINANCE CS 10/30/2018 IT0004578073 VINTAGE FINANCE CS 4/30/2019 IT0004578081 CR VALBADIA 12 2.00 2/15/2012 IT0004578099 VINTAGE FINANCE CS 10/30/2019 IT0004578107 POP BERGAMO 12 1.50% 3/15/2011 IT0004578115 VINTAGE FINANCE CS 4/30/2020

Security Description Payment Date FungibleIT0004578123 B.S.GIORGIO 10/17 SU 2/26/2011 IT0004578131 VENETO B.H.10/14 SU 3/1/2011 IT0004578149 VINTAGE FINANCE CS 10/30/2020 IT0004578156 VINTAGE FINANCE CS 4/30/2021 IT0004578164 VINTAGE FINANCE CS 10/30/2021 IT0004578172 VINTAGE FINANCE CS 4/30/2022 IT0004578180 VINTAGE FINANCE CS 10/30/2022 IT0004578198 VINTAGE FINANCE CS 4/30/2023 IT0004578230 BCC VITERBO 13 2.8% 2/18/2011 IT0004578248 B.MARCHE 10/15 S-U 8/8/2011 IT0004578255 BPSA 10/14 3.00% 8/12/2011 IT0004578263 POP.RAVENNA 13 2,15 8/10/2011 IT0004578271 CRU MEZZOLOMB.13 2% 3/8/2011 IT0004578289 POP.VI 10/14 2% 2/26/2011 IT0004578297 POP BERGAMO 13 3.85% 2/23/2011 IT0004578313 POP BERGAMO 15 3.85% 8/15/2011 IT0004578321 POP BERGAMO 12 1.60 2/17/2011 IT0004578339 CR.CESENA 10/12 1.8% 8/10/2011 IT0004578347 CR CESENA 10/14 S-UP 2/10/2012 IT0004578354 BCC SM CAVOTI 13 TV 3/1/2011 IT0004578362 BCC SM CAVOTI 12 TV 3/1/2011 IT0004578370 CRA CASTELLANA 14 TV 3/8/2011 IT0004578396 BCC MONAST.10/12 2.5 5/15/2011 IT0004578404 BCC ROMAGNA 13 S-UP 2/15/2012 IT0004578412 BCC GHISALBA 13 S-UP 8/10/2011 IT0004578420 BCC PEDEMONTE 13 S-U 2/16/2011 IT0004578438 BCC VICENT.10/14 SU 2/23/2011 IT0004578446 BCC B.SEBINO 10 2.3% 8/15/2011 IT0004578453 BCC TRIUGGIO 13 S-UP 2/15/2012 IT0004578461 BCC CAVOTI 10/13 2.5 3/1/2011 IT0004578669 CW UI ENEL C IT0004578677 CW UI ENEL P IT0004578776 CW UI ENI C IT0004578784 CW UI ERG C IT0004578974 CW UI 1+1 FIAT P IT0004578982 CW UI 1+1 FIAT C IT0004579097 CW UI GENERALI C IT0004579105 CW UI GENERALI C IT0004579113 CW UI GENERALI P IT0004579576 CW UI TELECOM C IT0004580277 BCC CAVOTI 10/12 2.0 3/1/2011 IT0004580715 BCC AGRO BS 10/15 SU 8/15/2011 IT0004580723 B.SUASA 10/14 3% 8/15/2011 IT0004580749 BCC FLUMERI 10/15 4% 8/15/2011 IT0004580756 BCC FLUMERI 12 2.40% 5/15/2011 IT0004580764 BCC AGRO BS 10/14 SU 8/15/2011 IT0004580814 B.BOLOGNA 10/17 TV 2/26/2011 IT0004580822 CRED.ART.10/12 TV 2/19/2011 IT0004580830 CRED.ART.10/12 TV 2/18/2011 IT0004580848 CR.CESENA 10/14 TV 5/10/2011 IT0004580855 BCC CAMBIANO 13 SU 2/18/2011 IT0004580863 B.BOLOGNA 10/12 TV 8/15/2011 IT0004580871 B.BOLOGNA 10/15 TV 8/15/2011

Security Description Payment Date FungibleIT0004580889 B.BOLOGNA 10/17 TM 2/26/2011 IT0004580897 B.BOLOGNA 10/15 TV 2/26/2011 IT0004580905 B.BOLOGNA 10/13 2.4 2/26/2011 IT0004580913 B.BOLOGNA 10/13 2.4% 2/26/2011 IT0004580921 B.PADOVANA 15 S.UP 2/16/2011 IT0004580939 B.PADOVANA 14 2.25% 2/16/2011 IT0004580947 B.SARDEGNA 10/12 S-U 8/15/2011 IT0004580954 CW ALE EURIBOR C IT0004580962 CW ALE EURIBOR C IT0004580970 CW ALE EURIBOR C IT0004580988 CW ALE EURIBOR C IT0004580996 CW ALE EURIBOR C IT0004581002 CW ALE EURIBOR C IT0004581010 CW ALE EURIBOR C IT0004581028 CW ALE EURIBOR C IT0004581036 CW ALE EURIBOR C IT0004581044 CW ALE EURIBOR C IT0004581051 CW ALE EURIBOR C IT0004581069 CW ALE EURIBOR C IT0004581077 CW ALE EURIBOR C IT0004581085 CW ALE EURIBOR C IT0004581093 CW ALE EURIBOR C IT0004581101 POP.MAROST.10/13 TM 3/12/2011 IT0004581127 CARICHIETI 14 2.98% 2/15/2012 IT0004581135 CARIFAC 10/14 S-UP 3/1/2011 IT0004581143 CR RAVENNA 10/13 2.2 2/11/2012 IT0004581150 CR RAVENNA 12 1.75% 8/10/2011 IT0004581184 CARIPRATO 10/12 1.75 2/26/2011 IT0004581192 CARIPRATO 10/13 2.00 2/26/2011 IT0004581259 BIM MXN FRN 10/13 TV 3/1/2011 IT0004581283 B.POP.10/15 TV 3/9/2011 IT0004581291 UMCC TV 2010/2013 3/31/2011 IT0004581309 POP APRILIA 12 2.00 8/12/2011 IT0004581317 B.A.MARITTIME 12 3% 8/10/2011 IT0004581325 B.CRAS 10/17 TV 8/15/2011 IT0004581333 B.CRAS 10/20 TV 8/15/2011 IT0004581341 BCC ALBA 10/16 TV 2/16/2011 IT0004581358 BCC ALBA 10/13 TV 2/16/2011 IT0004581366 B.CENTROP. 10/12 1.5 3/1/2011 IT0004581374 B.CRAS.10/15 S-UP 8/15/2011 IT0004581382 BCC ALBA 10/13 S-UP 2/16/2011 IT0004581390 BCC ALBA 10/16 S-UP 2/16/2011 IT0004581408 BCC CERNUSCO 16 3% 8/15/2011 IT0004581416 BCC CERNUSCO 13 2.25 8/15/2011 IT0004581424 B.VERONESE 10/13 S-U 2/22/2011 IT0004581432 BCC FIUMICELLO 14 SU 8/15/2011 IT0004581440 B.ADIGE PO 12 2.85% 2/22/2011 IT0004581614 CRED.ART.10/12 TV 2/22/2011 IT0004581622 BCC CAMBIANO 12 TM 3/10/2011 IT0004581630 BCC CAMBIANO 12 TM 3/10/2011 IT0004581648 B.BOLOGNA 10/13 2.15 2/22/2011 IT0004581655 BCC PICENA 10/15 TV 2/15/2012 IT0004581663 BCC SATURNIA 14 99A 8/15/2011

Security Description Payment Date FungibleIT0004581671 BCC ABRUZZESE 12 TV 8/15/2011 IT0004581689 BCC GHISALBA 13 S-UP 2/18/2011 IT0004581697 BCC GHISALBA 13 3.3% 2/16/2011 IT0004581705 BCC ABRUZZ. 12 2.30% 8/15/2011 IT0004581713 BCC SATURNIA 16 101A 8/15/2011 IT0004581721 BCC SATURNIA 13 100A 8/15/2011 IT0004581739 BCC SATURNIA 16 98A 8/15/2011 IT0004581747 BCC SATURNIA 12 97A 8/15/2011 IT0004581754 B.MARCA 10/15 3.2% 2/15/2012 IT0004581762 B.MARCA 10/13 2.8% 2/15/2012 IT0004581770 BCC PICENA 10/13 SU 8/15/2011 IT0004581788 BCC ABRUZZ. 10/15 SU 8/15/2011 IT0004581796 BCC VELINO 10/13 S-U 3/1/2011 IT0004581804 POP MEZZOG. 13 2.60% 8/15/2011 IT0004581812 CR FERRARA 10/15 S-U 3/3/2011 IT0004581820 CR FERRARA 10/14 S-U 8/11/2011 IT0004581861 CR CENTO 10/15 S-UP 2/19/2011 IT0004581879 CRED.ART.10/13 TM 2/22/2011 IT0004581887 CR FANO 10/13 SU 8/15/2011 IT0004581895 MED-FVG 10/25 TM 2/15/2012 IT0004581903 B.MONTE PARMA 15 S-U 8/15/2011 IT0004581911 POP.SONDRIO 25 1.75% 4/30/2011 IT0004581929 POP.SONDRIO 20 1.418 4/30/2011 IT0004581937 POP.SONDRIO 29 2.002 4/30/2011 IT0004581945 CR BRUNICO 10/16 TV 2/22/2011 IT0004581952 BCC RONCIGLIONE 15TV 3/1/2011 IT0004581978 B.SELLA 10/16 3% 2/16/2011 IT0004581986 CR BOLZANO 10/17 S-U 4/20/2011 IT0004581994 CR BOLZANO 10/15 TV 4/20/2011 IT0004582000 BPCI 10/16 S-D 3/31/2011 IT0004582018 BPCI 10/13 1.70% 3/31/2011 IT0004582026 BPCI 10/16 S-U 3/31/2011 IT0004582034 CCR A.ADIGE 10/14 TV 2/15/2012 IT0004582042 CCR A.ADIGE 10/14 SU 2/15/2012 IT0004582075 CRED.ART.10/13 TV 2/23/2011 IT0004582083 PMS ORD. IT0004582091 B.GIORGIO ORD 1.1.10 IT0004582109 BCC PORDENONESE15 SU 2/15/2012 IT0004582117 BCC POLESINE 12 ZC 8/19/2012 IT0004582125 BCC SALA 10/14 S-UP 8/15/2011 IT0004582133 BCC B.GAROLFO 15 3% 8/15/2011 IT0004582141 BCC SALA 10/12 S-UP 8/15/2011 IT0004582158 BCC B.GAROLFO 15 TM 8/15/2011 IT0004582166 BCC MONAST.15 3.25% 2/22/2011 IT0004582174 B.MPS 10/15 TV 3/31/2011 IT0004582182 BCC CAMBIANO 14 S-U 2/22/2011 IT0004582190 CR ASTI 10/12 1.71% 8/15/2011 IT0004582208 CR ASTI 10/17 3.44% 3/1/2011 IT0004582216 BCA CESENA 10/12 2.6 2/22/2011 IT0004582224 BCC CESENA 10/13 2% 2/22/2011 IT0004582232 POP.RAGUSA 10/13 ZC 2/17/2013 IT0004582240 CRU PERGINE 15 203^ 3/2/2011 IT0004582257 CRU PERGINE 12 TV 3/1/2011

Security Description Payment Date FungibleIT0004582265 CRU PERGINE 13 202^ 3/2/2011 IT0004582273 CRU PRIMIERO 13 TM 5/15/2011 IT0004582281 CRED.VALT. 10/12 1.8 2/18/2011 IT0004582299 CRED.ART.10/13 2.25% 2/23/2011 IT0004582307 CC RAVENNATE 14 2.50 8/12/2011 IT0004582315 BCC LEZZENO 10/13 SU 2/18/2011 IT0004582331 CR VANDOIES 10/13 SU 2/17/2011 IT0004582349 BCC TREVIGLIO 15 S-U 3/8/2011 IT0004582356 POP BERGAMO 10/13 SU 3/22/2011 IT0004582364 POP BERGAMO 15 3.85% 2/18/2011 IT0004582372 B.BRESCIA 10/12 1.40 4/15/2011 IT0004582380 CR S.MINIATO 20 3.5% 2/22/2011 IT0004582422 CRU PERGINE 10/13 TV 3/1/2011 IT0004582430 BCC STARANZ.10/14 TV 2/22/2011 IT0004582448 BCC PIANFEI 10/14 TM 2/24/2011 IT0004582455 BCC PIANFEI 10/12 SU 8/15/2011 IT0004582463 BCC STARANZ. 13 2.3% 2/22/2011 IT0004582471 B. C. EMILIA 13 2.30 3/1/2011 IT0004582489 BCC FANO 10/13 SU 2/22/2011 IT0004582497 CREDIUMBRIA 12 1.75 2/20/2011 IT0004582505 CREDIUMBRIA 10/13 SU 2/20/2011 IT0004582513 CRU BATTIPAGL. 15 3% 2/18/2011 IT0004582521 CRA BATTIPAGL.13 2.4 2/18/2011 IT0004582539 CRA BINASCO 15 2.60% 2/19/2011 IT0004582547 BCC CAPACCIO 12 2.00 4/15/2011 IT0004582554 BCC CAPACCIO 13 2.30 8/15/2011 IT0004582562 CR ASTI 10/15 TV 3/1/2011 IT0004582570 B.MARCHE 10/13 S-UP 2/15/2012 IT0004582588 B.CR.POP. 10/12 TV 3/15/2011 IT0004582596 POP SVILUPPO 13 3.25 2/18/2011 IT0004582612 CR CENTO 10/13 2% 2/19/2011 IT0004582620 CR SALUZZO 10/15 S-U 3/2/2011 IT0004582638 CR SALUZZO 13 1.65% 3/2/2011 IT0004582661 BCC SORISOLE 15 3% 3/1/2011 IT0004582687 CRED.ART.10/12 TV 2/25/2011 IT0004582695 BCC CONVERSANO 15 SU 3/20/2011 IT0004582703 BCC CONVERSANO 13 2% 3/20/2011 IT0004582711 BCC CONVERSANO 13 TV 3/20/2011 IT0004582729 BNL 10/13 TV 3/12/2011 IT0004582745 CR FERRARA 10/15 S-U 4/1/2011 IT0004582752 CR FERRARA 10/13 TV 3/3/2011 IT0004582760 CR A.BRENTA 13 2.30% 3/1/2011 IT0004582778 CR A.BRENTA 10/12 TV 3/1/2011 IT0004582786 CR A.BRENTA 13 SU 2/17/2011 IT0004582794 CR B.VALLAGAR. 14 SU 3/1/2011 IT0004582802 CRU C.CAVALESE 12 2% 3/1/2011 IT0004582810 CR ISERA 10/15 OC 2/25/2015 IT0004582828 CRED.ROMAGNA 13 S-U 3/1/2011 IT0004582836 INTESA SP 10/16 TV 3/22/2011 IT0004582844 CC RAVENNATE 12 TV 3/5/2011 IT0004582851 BCC A.RENO 10/13 SU 2/16/2011 IT0004582877 CC RAVENNATE 15 TM 3/5/2011 IT0004582885 CC RAVENNATE 10/20SU 3/15/2011

Security Description Payment Date FungibleIT0004582893 BCC VALLE S.10/15 SU 3/15/2011 IT0004582901 BCC CAPRANICA 12 2.3 3/1/2011 IT0004582919 BCC V.SERIANA 13 S-U 3/15/2011 IT0004582927 CR ORVIETO 10/14 SU 3/31/2011 IT0004582943 C.RUR BOLZANO 14 S-U 2/15/2012 IT0004582950 B ROMAGNA 10/14 SU 2/16/2011 IT0004582968 POP.INTRA 10/12 TV 2/24/2011 IT0004582976 BCC ALTAVILLA 15 TV 3/1/2011 IT0004582984 B.MPS 10/15 S-U 4/29/2011 IT0004583008 CRED.ART.10/12 TV 2/26/2011 IT0004583016 B.SVILUPPO 13 S UP 2/19/2011 IT0004583024 BCC CARAGLIO 12 SU 2/22/2011 IT0004583073 NEPRI FINANCE CL A 4/26/2011 IT0004583081 B LEGNANO 10/12 2.85 2/25/2011 IT0004583099 NEPRI FINANCE CL B 4/24/2011 IT0004583115 B LEGNANO 10/12 1.8% 2/26/2011 IT0004583149 B.ANTOVENETA 13 ZC 3/18/2013 IT0004583156 B.MARCHE 10/12 2% 2/17/2011 IT0004583180 POP.CASSINATE 15 3.5 3/1/2011 IT0004583198 POP.CASSINATE 2.75% 3/1/2011 IT0004583222 B S.STEFANO 12 3.75% 2/25/2011 IT0004583230 B.DESIO LAZIO 12 2% 3/1/2011 IT0004583248 CR FERRARA 10/17 ZC 3/1/2017 IT0004583255 CR FERRARA 13 2.25% 3/3/2011 IT0004583263 CR FERRARA 10/13 TV 3/3/2011 IT0004583271 CR FERRARA 10/13 S-U 4/1/2011 IT0004583289 CARIMILO 10/14 3.00% 2/24/2011 IT0004583339 CRU A.GARDA 13 S-UP 2/22/2011 IT0004583362 CR C. VALSUG. 14 SU 2/22/2011 IT0004583370 CRED.ROMAGNA 12 TM 2/19/2011 IT0004583388 CRED.ART. 10/13 S-UP 2/26/2011 IT0004583396 CR.PIEMONTESE 13 TV 2/23/2011 IT0004583404 CR VOLTERRA 13 2.65% 2/22/2011 IT0004583412 BCC ALBA 10/14 3.05% 2/18/2011 IT0004583420 INTESA SP 10/15 3.10 9/22/2011 IT0004583438 POP.VI 10/13 2.44% 2/22/2011 IT0004583446 BCO BRESCI 10/14 SU 3/5/2011 IT0004583453 VENETO B.10/14 TV 2/26/2011 IT0004583461 CRA S.GIACOMO 14 3% 3/8/2011 IT0004583479 CRA S.GIACOMO 14 3% 3/2/2011 IT0004583529 BCC MONTEPULC.13 TV 3/1/2011 IT0004583537 B.LANCIANO 12 TV 3/1/2011 IT0004583545 CRED.ART.10/12 TV 3/1/2011 IT0004583552 MED.TRENT. 10/13 TV 3/1/2011 IT0004583578 BCC CARSO 10/13 TV 3/1/2011 IT0004583586 BCC SARSINA 13 TV 2/20/2011 IT0004583594 BCC MONTEPULC.13 2.5 3/1/2011 IT0004583602 BCC ANCONA 10/16 6% 3/1/2011 IT0004583610 BCC MONTEPULC. 13 3% 3/1/2011 IT0004583628 BCC GHISALBA 12 SUP 2/19/2011 IT0004583636 BCC CHERASCO 12 2% 4/1/2011 IT0004583644 BCC CHERASCO 12 2.20 2/26/2011 IT0004583651 CR.ARETUSEO 10/13 SU 3/31/2011

Security Description Payment Date FungibleIT0004583669 BCC CARSO 10/13 SU 3/1/2011 IT0004583677 CARIM 10/12 ZC 3/1/2012 IT0004583685 B.MARCHE 10/12 1.50% 4/1/2011 IT0004583693 B.MARCHE 10/12 1.60% 3/1/2011 IT0004583701 POP.CASSINATE 3.75% 3/1/2011 IT0004583719 B.SASSARI 10/17 3.3% 3/1/2011 IT0004583727 POP. RAGUSA 10/13 SU 2/23/2011 IT0004583735 BCC FORNACETTE 15 SU 3/10/2011 IT0004583743 BCC FORNACETTE13 2.3 3/10/2011 IT0004583750 EMILRO 10/12 TV 3/1/2011 IT0004583768 EMILRO 10/12 TV 2/23/2011 IT0004583776 POP.RAVENNA 12 TV 2/23/2011 IT0004583784 BCA CARIGE 10/15 SU 3/22/2011 IT0004583800 CR PIEMOTESE 12 TV 2/24/2011 IT0004583818 CR FOSSANO 16 2.75% 2/25/2011 IT0004583826 CR FOSSANO 13 1,7% 2/25/2011 IT0004583834 POP.SONDRIO 13 2.05% 3/5/2011 IT0004583842 POP.SONDRIO 14 2.4% 3/5/2011 IT0004583859 FARBANCA 14 TV 21A 3/15/2011 IT0004583867 FARBANCA 12 S-UP 22A 3/15/2011 IT0004583875 POP.VI 10/12 2% 4/30/2011 IT0004583891 POP ANCONA 10/14 SU 3/19/2011 IT0004583909 POP ANCONA 10/12 TV 3/31/2011 IT0004583917 POP ANCONA 12 1.60% 3/19/2011 IT0004583925 BANCAPULIA 10/12 TV 2/24/2011 IT0004583933 CRED.ART. 10/13 TV 3/2/2011 IT0004583941 FINTEL ENERGIA G.ORD IT0004583966 B.ADIGE PO 15 TV 235 3/1/2011 IT0004583974 BCC VALTROM.13 S UP 3/8/2011 IT0004583982 BC CENTROP. 10/15 SU 3/1/2011 IT0004583990 BCC METAURO 13 2,5% 3/1/2011 IT0004584006 B.ANGHIARI 13 2,5% 3/1/2011 IT0004584014 BANCAPULIA 10/12 2.5 2/23/2011 IT0004584022 BCC CESENA 10/13 2.5 3/1/2011 IT0004584030 B.DESIO LAZIO 12 2,1 3/2/2011 IT0004584048 B.DESIO TOS.10/17 TV 2/26/2011 IT0004584055 CRA NOVELLA 13 2.15% 3/1/2011 IT0004584063 CRED.ART. 10/13 S-UP 3/2/2011 IT0004584071 BCC GARDA 10/12 3.10 2/25/2011 IT0004584089 TERCAS 10/15 SU 3/9/2011 IT0004584097 TERCAS 10/14 SU 3/8/2011 IT0004584105 B.CARIME 10/12 1.3% 3/16/2011 IT0004584113 B.CARIME 10/17 ZC 3/16/2017 IT0004584121 B.CARIME 10/16 S-D 3/16/2011 IT0004584139 B.S.GIORGIO 10/13 TV 3/31/2011 IT0004584147 B.CARIME 10/14 S-UP 3/16/2011 IT0004584154 B.CARIME 10/13 1.65% 3/16/2011 IT0004584162 B.CARIME 10/15 2.25 3/16/2011 IT0004584204 CCT 20170301 TV 3/1/2011 IT0004584212 BOT 20110315 365GG 3/15/2011 IT0004584238 CRED.ART. 10/12 TV 3/3/2011 IT0004584246 BCC PONTASS. 13 TV 2/26/2011 IT0004584253 BCC CASTENASO 13 TV 3/5/2011

Security Description Payment Date FungibleIT0004584261 BCC PONTASS. 14 S-UP 2/26/2011 IT0004584279 BCC PONTASS. 14 3% 2/26/2011 IT0004584287 BCC ROMA 12 S UP 2/24/2011 IT0004584295 BCC CASTENASO 13 2.1 4/5/2011 IT0004584303 BCC AQUARA 12 2.15 4/1/2011 IT0004584311 BCC MOLISANA 13 2.50 2/26/2011 IT0004584329 BCC CASTIGL. 15 3% 3/15/2011 IT0004584337 CR ASTI 10/13 2.30% 3/1/2011 IT0004584345 CR ASTI 10/20 S.UP 3/1/2011 IT0004584352 CR ASTI 10/14 S.UP 3/1/2011 IT0004584360 CR ASTI 10/17 3.44% 3/1/2011 IT0004584378 B.DESIO TOSC.12 2.15 2/26/2011 IT0004584386 B.DESIO TOSC.10/12 2 2/26/2011 IT0004584394 B.SARDEGNA 10/17 SU 3/1/2011 IT0004584402 BCA CARIGE 10/12 1.4 4/6/2011 IT0004584410 BCO LUCCA 10/13 2.50 3/11/2011 IT0004584436 CRU VALFASSA 12 S-U 3/1/2011 IT0004584444 B.CENTROV.10/14 OC 3/1/2014 IT0004584451 B.POP.10/13 2.855 3/31/2011 IT0004584493 CR.TURES 10/12 TV 3/1/2011 IT0004584501 CR BOLZANO 14 2.35% 3/31/2011 IT0004584519 CR BOLZANO 13 1.9% 3/31/2011 IT0004584527 CR BOLZANO 13 TV 154 3/31/2011 IT0004584535 CR BOLZANO 12 TV 153 3/31/2011 IT0004584543 CR.CESENA 10/15 2.5% 2/23/2011 IT0004584568 CR.CESENA 10/12 1.7% 2/23/2011 IT0004584626 CERT IMI ENEL C IT0004584634 CERT IMI ENI C IT0004584659 B.POP. 10/14 4.75% 3/24/2011 IT0004584709 CRED.ART. 10/12 TV 3/4/2011 IT0004584717 JUSTINE CL B 10/15 4/30/2011 IT0004584725 BCC VALMARECC. 12 TV 5/12/2011 IT0004584733 BBC C.BRIANZA 12 TV 3/1/2011 IT0004584741 JUSTINE CAPIT 10/15 4/30/2011 IT0004584758 BCA VENETA 10/16 S-U 3/15/2011 IT0004584766 BCA VENETA 10/13 S-U 3/10/2011 IT0004584774 B.CRAS 10/13 1.6% 3/1/2011 IT0004584782 B C.EMILIA 10/15 SU 3/8/2011 IT0004584790 CRA BRENDOLA 15 TM 4/1/2011 IT0004584808 BCC MONTEPULC. 13 TV 3/1/2011 IT0004584816 BCC CAMPIGLIA 13 S-P 3/5/2011 IT0004584824 POP.MANTOVA 10/13 SU 3/31/2011 IT0004584832 CR FERMO 10/12 1.25% 3/17/2011 IT0004584840 CR FERMO 10/14 SU 3/17/2011 IT0004584857 B.MPS 10/14 TV 3/18/2011 IT0004584865 CR ASTI 10/17 TV 3/1/2011 IT0004584873 B.BOLOGNA 10/13 2.35 3/15/2011 IT0004584881 BCC VITERBO 14 S-UP 3/1/2011 IT0004584899 B.MARCHE 10/12 TV 2/24/2011 IT0004584907 BANCASAI 15 3% 3/3/2011 IT0004584915 SANFELICE 10/13 TV 2/22/2011 IT0004584923 CR FERRARA 16 3.5% 3/5/2011 IT0004584931 POP.FRIULADR10/16 SU 2/25/2011

Security Description Payment Date FungibleIT0004584949 CR PR-PC 10/16 S-U 2/25/2011 IT0004584956 CRU VALDISOLE 12 2.1 2/24/2011 IT0004584964 CRED.VALT.10/12 2.3% 3/1/2011 IT0004584972 CRED.ART.10/13 S-UP 3/4/2011 IT0004584980 BAI 10/12 2% 42^ 3/8/2011 IT0004584998 B.MPS 10/12 TV 3/31/2011 IT0004585003 INTESA S.P. 10/13 TV 3/31/2011 IT0004585029 WARR.TAMBURI 10/13 IT0004585045 INTESA S.P. 10/13 TV 4/1/2011 IT0004585052 INTESA S.P. 10/13 TV 3/31/2011 IT0004585060 B SELLA NEBC 13 2.10 3/1/2011 IT0004585078 B.POP.10/14 STEP-UP 3/31/2011 IT0004585086 VENETO B.10/13 2.5% 3/16/2011 IT0004585094 VENETO B.10/14 2.25% 3/29/2011 IT0004585102 VENETO B.10/13 TV 3/15/2011 IT0004585110 VENETO B.10/14 SU 4/1/2011 IT0004585128 B.MERIDIANA 10/14 SU 3/16/2011 IT0004585144 CERT ALE FTSE MIB C IT0004585219 CR AL 10/12 TV 3/1/2011 IT0004585227 CC CRU TRE 10/13 TV 3/1/2011 IT0004585235 VENETO B.10/15 TV 3/2/2011 IT0004585243 TESMEC ORD IT0004585250 B.S.GIORGIO 17 S.UP 3/16/2011 IT0004585268 B.S.GIORGIO 10/14 TV 3/16/2011 IT0004585276 POP BERGAMO 13 3.85% 3/2/2011 IT0004585284 POP BERGAMO 13 3.85% 3/5/2011 IT0004585292 BCC SESTO S.G.12 TV 3/1/2011 IT0004585326 B.CENTROV. 10/12 2% 3/1/2011 IT0004585334 B.VERONESE 16 S UP 3/8/2011 IT0004585342 BCC S.GIOVAN.12 1,8 3/3/2011 IT0004585359 BCC CAMPIGLIA 14 S-U 3/5/2011 IT0004585367 BCC PREALPI 14 SU 2^ 3/1/2011 IT0004585375 BCC PREALPI 13 2% 3^ 3/1/2011 IT0004585383 BCC ALTAVILLA 14 S-U 3/1/2011 IT0004585391 BCC ALTAVILL.12 2.75 3/1/2011 IT0004585409 B.MPS 10/15 TM 2/26/2011 IT0004585417 ANTONVENETA 13 2.08% 4/7/2011 IT0004585425 ANTONVENETA 16 3.12% 4/7/2011 IT0004585433 ANTONVENETA 10/12 ZC 4/7/2012 IT0004585441 B.MPS 10/12 TV 4/7/2011 IT0004585458 B.MARCHE 10/15 2.4% 2/24/2011 IT0004585466 BPSA 10/14 3.40% 3/1/2011 IT0004585474 B S.STEFANO 10/12 TV 3/15/2011 IT0004585482 B.DESIO 10/12 2% 3/16/2011 IT0004585490 BLPR 10/20 5.10% 3/1/2011 IT0004585508 BNL 10/13 TV 3/31/2011 IT0004585516 BNL 10/13 TV 3/31/2011 IT0004585524 POP.LANCIANO 17 ZC 3/1/2017 IT0004585532 POP.L.SULMONA 12 ZC 4/1/2012 IT0004585557 P.LANCIANO 12 2.7428 3/15/2011 IT0004585565 POP.RAVENNA 20 S UP 3/1/2011 IT0004585573 POP.RAVENNA 13 2% 3/1/2011 IT0004585581 FLASHBANK 10/12 TV 7/1/2011

Security Description Payment Date FungibleIT0004585599 POP.FRIULADRIA 12 SU 4/4/2011 IT0004585607 BCC CAVOLA 15 TM 2/25/2011 IT0004585615 CRU ALDENO 10/14 S-U 3/1/2011 IT0004585631 BANCAPERTA 10/17 TV 3/1/2011 IT0004585649 CREVERBANCA 13 SU 3/15/2011 IT0004585672 B.POP. 10/15 TV 3/31/2011 IT0004585680 TERCAS 10/12 2.50% 3/8/2011 IT0004585698 VENETO B.10/13 3.3% 3/2/2011 IT0004585706 POP INTRA 10/13 3.3% 3/2/2011 IT0004585714 POP INTRA 10/15 TV 3/2/2011 IT0004585722 CR AL 10/15 SU 4/6/2011 IT0004585730 CR ASTI 10/12 1.50% 3/15/2011 IT0004585748 B.BOLOGNA 10/15 TV 3/15/2011 IT0004585755 B.BOLOGNA 10/15 TV 3/10/2011 IT0004585763 B.BOLOGNA 10/13 2.25 3/10/2011 IT0004585771 B.BOLOGNA 10/13 2.35 3/15/2011 IT0004585789 B MODENESE 12 2.90% 3/1/2011 IT0004585797 B MODENESE 12 2.85% 3/1/2011 IT0004585805 B.DESIO VENETO 14 TV 3/3/2011 IT0004585813 B.DESIO 10/17 TV 3/5/2011 IT0004585821 POP.RAVENNA 15 S UP 3/1/2011 IT0004585854 POP.RAVENNA 13 2,60 3/1/2011 IT0004585888 BCC GATTEO 10/14 S-U 3/22/2011 IT0004585896 BCC PALESTRINA 13 SU 3/15/2011 IT0004585904 B.VALSASSINA 13 SU 3/10/2011 IT0004585912 BCC S.ELENA 10/15 SU 3/2/2011 IT0004585920 BCC S.ELENA 13 2.10% 3/2/2011 IT0004585938 BCC S.ELENA 10/15 SU 3/2/2011 IT0004585946 BCC S.ELENA 13 2.00% 3/2/2011 IT0004585953 BCC ATESTINA 15 SUP 3/5/2011 IT0004585961 BCC ATESTINA 13 2,2 3/5/2011 IT0004585979 BCA ARBOREA 13 3.00 3/1/2011 IT0004585987 BCC PETRALIA 13 SU 3/15/2011 IT0004585995 CARICHIETI 10/14 S-U 3/15/2011 IT0004586001 CARICHIETI 10/13 S-U 3/15/2011 IT0004586019 B.CIVIDALE 10/16 TV 3/8/2011 IT0004586027 B.CIVIDALE 10/14 TV 3/1/2011 IT0004586035 CRU TUENNO 10/13 S-U 3/1/2011 IT0004586043 CR VOLTERRA 10/13 3% 3/1/2011 IT0004586050 BCC FANO 13 3.452% 3/1/2011 IT0004586068 BCC LEZZENO 10/13 SU 3/5/2011 IT0004586076 BCC LEZZENO 12 1.70% 3/5/2011 IT0004586084 MEDIOCRATI 10/17 SU 2/26/2011 IT0004586100 CR VALBADIA10/13 2.0 3/1/2011 IT0004586134 BIM 10/13 6.5% MXN 3/1/2011 IT0004586142 POP BERGAMO 13 3.20% 3/10/2011 IT0004586159 BRE BANCA 10/12 TV 3/31/2011 IT0004586167 BRE BANCA 10/13 1.70 3/31/2011 IT0004586175 BRE BANCA 10/14 2% 3/31/2011 IT0004586183 CCR A.ADIGE 10/14 SU 3/10/2011 IT0004586233 MEDIOCRATI 10/17 SU 3/15/2011 IT0004586241 B.MPS 10/12 ZC 4/1/2012 IT0004586258 ANTONVENETA 10/13 TV 4/7/2011

Security Description Payment Date FungibleIT0004586266 B.MPS 10/14 2.51% 4/7/2011 IT0004586274 B.MPS 10/14 2.41% 4/7/2011 IT0004586282 B.MPS 10/13 TV 3/31/2011 IT0004586290 B.MPS 10/12 ZC 4/7/2012 IT0004586308 B.MPS 10/15 2.10% 4/7/2011 IT0004586316 CR ASTI 10/17 3.20% 3/15/2011 IT0004586324 CR ASTI 10/15 2.30% 3/15/2011 IT0004586332 B.CRV 10/13 2.10% 3/2/2011 IT0004586340 B.MARCHE 10/14 2.15% 3/1/2011 IT0004586357 B.PADOVANA 10/14 TV 3/1/2011 IT0004586365 BPSA 10/14 2.70% 3/5/2011 IT0004586373 BPSA 10/13 ZC 3/5/2013 IT0004586381 BPSA 10/14 2.60% 3/5/2011 IT0004586399 EMILRO 10/12 TV 3/3/2011 IT0004586407 POP.RAVENNA 13 2,3 3/1/2011 IT0004586415 CR FERRARA 10/13 2% 3/15/2011 IT0004586423 CR PR-PC 10/13 2.30% 3/2/2011 IT0004586431 POP.FRIULADRIA 10/13 3/2/2011 IT0004586449 CR RAVENNA 10/12 2% 3/3/2011 IT0004586456 CRED.VALT.10/13 S-UP 3/5/2011 IT0004586464 BCC GARDA 10/12 2% 4/1/2011 IT0004586472 BANCA IMI 10/16 TV 4/12/2011 IT0004586480 POP.VI 10/15 3% 3/31/2011 IT0004586498 POP.VI 10/12 1.40% 3/15/2011 IT0004586506 C.RAIFFEISEN 15 TM 3/5/2011 IT0004586514 CARIPRATO 10/12 1.75 3/15/2011 IT0004586530 BANCASAI 14 2,75 4/1/2011 IT0004586548 C.S.MINIATO 10/15 TM 3/8/2011 IT0004586555 BCC RONCIGLIONE13 TV 3/1/2011 IT0004586563 B.REGGIANA 10/12 2% 3/5/2011 IT0004586571 B.ROMAGNA C.12 1,75 4/15/2011 IT0004586589 BCC GATTEO 10/15 TM 3/22/2011 IT0004586597 BCC MORRO 10/15 TM 3/1/2011 IT0004586605 BCC OSTRA 10/13 2% 3/1/2011 IT0004586613 BCC IMPRUN.15 3,10% 3/2/2011 IT0004587363 B.POP.10/17 3.625% 3/31/2011 IT0004587371 BCC ANAGNI 10/13 TV 3/16/2011 IT0004587389 B.BOLOGNA 10/20 TM 3/5/2011 IT0004587397 BCC A.RENO 10/12 TV 3/10/2011 IT0004587405 BCC CIVITANOVA 15 TV 3/3/2011 IT0004587413 BCC NISSENO 13 1.73% 3/4/2011 IT0004587421 BCC EUGANEA 10/13 SU 3/1/2011 IT0004587439 BCC EUGANEA 10/15 TM 3/1/2011 IT0004587447 CREDIVENETO 10/20 SU 3/4/2011 IT0004587454 BCC LESMO 10/13 S-U 3/8/2011 IT0004587462 BCC AGRO BS 10/12 2% 3/15/2011 IT0004587470 POLIGR. PRINTING ORD IT0004587488 B.MERIDIANA 10/13 SU 3/22/2011 IT0004587496 UNICREDIT 16 TV 3/31/2011 IT0004587504 UBI BANCA 10/16 TV 2/28/2011 IT0004587512 POP BERGAMO 13 3.89% 3/3/2011 IT0004587520 POP BERGAMO 12 1.50% 4/13/2011 IT0004587538 POP BERGAMO 12 1.30% 4/8/2011

Security Description Payment Date FungibleIT0004587546 CREVERBANCA 12 3.25% 3/15/2011 IT0004587553 CRED.VALT.10/12 1.7% 3/5/2011 IT0004587561 CARIFANO 10/12 TV 3/8/2011 IT0004587579 CR ROVERE L 14 S UP 3/1/2011 IT0004587595 POP.FRIULAD.10/12 2% 4/2/2011 IT0004587603 CR FERRARA 10/13 3% 3/1/2011 IT0004587611 POP.LAJATICO 12 TV 3/5/2011 IT0004587629 EMILRO 10/13 2.00% 3/3/2011 IT0004587637 EMILRO 10/15 SU 3/3/2011 IT0004587645 BCC CASTAGNETO 12 TV 3/5/2011 IT0004587660 B.PADOVANA 14 2.75% 3/1/2011 IT0004587678 B.BOLOGNA 10/15 TM 3/5/2011 IT0004587686 B.BOLOGNA 10/17 TM 3/5/2011 IT0004587694 B.BOLOGNA 10/15 TV 3/5/2011 IT0004587702 B.BOLOGNA 10/15 S-UP 3/5/2011 IT0004587710 B.BOLOGNA 10/15 TV 4/2/2011 IT0004587728 B.CRV 10/12 TV 3/3/2011 IT0004587736 B.CRV 10/13 S-U 3/3/2011 IT0004587744 B.CRV 10/15 SU 3/3/2011 IT0004587751 CR ASTI 10/20 3.72% 3/15/2011 IT0004587769 CR ASTI 10/25 4.30% 3/15/2011 IT0004587777 BCC ANAGNI 10/13 SU 3/16/2011 IT0004587785 BCC ALTAVILLA 12 2% 3/15/2011 IT0004587819 CERT IMI HANG SENG C IT0004587827 BCC CAMBIANO 13 3.00 3/15/2011 IT0004587835 CARIM 10/14 S-U 3/15/2011 IT0004587843 CARIM 10/12 1.65% 3/15/2011 IT0004587850 CR ASTI 10/17 TV 3/15/2011 IT0004587868 CR ASTI 10/17 3.44% 3/5/2011 IT0004587876 B.RIMINI 10/13 TV 3/10/2011 IT0004587884 B.MARCHE 13 1.7 ZC 3/2/2013 IT0004587892 B.MARCHE 10/15 2.50% 3/2/2011 IT0004587900 CERT IMI EUROSTO C IT0004587918 B S.STEFANO 10/13 TV 3/8/2011 IT0004587926 B.RIMINI 10/12 S-U 3/10/2011 IT0004587934 B.CR.POP. 10/14 2.6% 3/17/2011 IT0004587942 EMILRO 10/12 TV 3/4/2011 IT0004587959 POP RAVENNA 12 TV 3/4/2011 IT0004587967 POP SPOLETO 15 3.25% 4/2/2011 IT0004587975 CERT ALE EUROST C IT0004587983 POP SPOLETO 15 3% 4/2/2011 IT0004587991 POP SPOLETO 13 2.5% 4/2/2011 IT0004588007 POP SPOLETO 12 1.5% 4/2/2011 IT0004588023 BCC PACECO 14 S UP 3/5/2011 IT0004588031 CC RAVENNATE 16 S-U 3/10/2011 IT0004588049 AREA PRATESE 15 S-U 3/10/2011 IT0004588056 AREA PRATESE 12 2% 3/10/2011 IT0004588064 BCC GARDA 10/12 TM 3/2/2011 IT0004588072 BCC GARDA 10/13 S-UP 3/2/2011 IT0004588080 MANTOVABANCA 12 3% 3/3/2011 IT0004588098 BCC VALDINIEV.15 S-U 3/5/2011 IT0004588106 CC VALDINIEV. 13 S-U 3/5/2011 IT0004588114 CRED.VALT.10/12 2% 3/8/2011

Security Description Payment Date FungibleIT0004588130 CR MERANO 10/15 ZC 3/5/2015 IT0004588163 B.BRESCIA 10/13 S.UP 3/31/2011 IT0004588171 B.BRESCIA 10/14 S.UP 3/31/2011 IT0004588189 B.BRESCIA 10/12 1.25 4/30/2011 IT0004588213 BCC TUSCIA 10/16 TV 3/11/2011 IT0004588221 BCC DOBERDO 10/13 TV 3/5/2011 IT0004588239 CRA TREVISO 14 120A 3/8/2011 IT0004588247 BCC POLESINE 14 TV 3/10/2011 IT0004588254 BCC V.TRIGNO 13 2.3% 3/8/2011 IT0004588262 BCC POLESINE 17 3.50 3/10/2011 IT0004588270 BCC LAMETINO 12 2.35 3/8/2011 IT0004588288 BCC COLLI E.10/12 SU 3/8/2011 IT0004588296 CRA TREVISO 14 119A 3/8/2011 IT0004588304 CRA TREVISO 15 118A 3/8/2011 IT0004588312 BCC COLLI E.10/15 SU 3/8/2011 IT0004588320 BCC POLESINE 15 SU 3/10/2011 IT0004588338 POP MEZZOG. 15 2.50% 3/8/2011 IT0004588346 POP MEZZOG. 13 2.10% 3/8/2011 IT0004588353 POP.RAVENNA 12 2,25 6/5/2011 IT0004588361 CR FERRARA 15 S-UP 3/5/2011 IT0004588379 BCC 3 VENEZIE 13 S-U 3/15/2011 IT0004588387 CR.SICILIANO 10/14 4 3/10/2011 IT0004588395 CRED.ART.10/13 S-UP 3/10/2011 IT0004588403 CR.SICILIANO 15 S.UP 3/5/2011 IT0004588411 BCC ALBA 10/13 S-UP 3/4/2011 IT0004588429 POP.SONDRIO 14 2.30% 3/23/2011 IT0004588452 BCA SELLA 10/13 2.00 3/8/2011 IT0004588460 B.SELLA SUD 14 2.40% 3/8/2011 IT0004588478 UBI 10/16 TV 3/7/2011 IT0004588486 POP ANCONA 10/14 SU 4/2/2011 IT0004588494 POP ANCONA 10/12 1.4 4/2/2011 IT0004588502 B.BRESCIA 10/12 TV 3/31/2011 IT0004588510 VENETO B.10/13 2.83% 3/5/2011 IT0004588544 CC CRU TREN 10/13 TV 3/15/2011 IT0004588551 BANCASCIANO 13 TV 4/1/2011 IT0004588569 BANCASCIANO 17 TV 4/1/2011 IT0004588577 B.MAREMMA 10/13 TV 3/12/2011 IT0004588585 BCC B.LODIG. 13 TV 3/12/2011 IT0004588593 BCC A.RENO 10/13 SU 3/15/2011 IT0004588619 BCC SPELLO 17 2.86% 3/8/2011 IT0004588627 B.MAREMMA 10/13 2.50 3/12/2011 IT0004588635 BCC B.LODIG. 14 SU 4/1/2011 IT0004588668 BCC AVETRANA 12 2,25 3/15/2011 IT0004588676 BCC CAMBIANO 16 SU 3/15/2011 IT0004588684 B.BOLOGNA 10/13 2.15 3/26/2011 IT0004588692 B.BOLOGNA 10/15 TV 3/26/2011 IT0004588700 B.BOLOGNA 10/15 TV 3/26/2011 IT0004588718 B.BOLOGNA 10/15 TV 3/26/2011 IT0004588726 B.BOLOGNA 10/13 2.15 4/1/2011 IT0004588734 B.SARDEGNA 10/14 2.4 3/10/2011 IT0004588742 B.SARDEGNA 10/13 S-U 3/10/2011 IT0004588759 B.SARDEGNA 10/12 S-U 3/10/2011 IT0004588767 BCC CASTAGNETO12 3.1 3/8/2011

Security Description Payment Date FungibleIT0004588775 B.CR.POP. 10/12 ZC 7/16/2012 IT0004588783 P.LAJATICO 10/15 S-U 3/26/2011 IT0004588791 P.LAJATICO 10/15 S-U 3/26/2011 IT0004588809 POP PUGLIESE 13 2.15 4/7/2011 IT0004588817 POP PUGLIESE 12 1.75 4/7/2011 IT0004588825 CARICHIETI 10/12 TV 3/8/2011 IT0004588833 POP.FRIUL.10/13 2.50 3/5/2011 IT0004588841 CR PR PC 10/13 2.50% 3/5/2011 IT0004588858 B.CIVIDALE 10/13 S-U 3/8/2011 IT0004588866 CRU PERGINE 13 206^ 3/5/2011 IT0004588874 CRU PINETANA 16 S233 3/8/2011 IT0004588882 CR VOLTERRA 16 3.20% 3/16/2011 IT0004588890 B.ROMAGNA 20 ZC 6/1/2020 IT0004588908 POP A.ADIGE 13 2.1% 3/5/2011 IT0004588916 POP.A.ADIGE 14 S UP 3/5/2011 IT0004588924 CR S.MINIATO 20 3.8% 3/31/2011 IT0004588965 BANCAPULIA 10/12 2.2 4/7/2011 IT0004588973 B.MPS 10/12 TV 3/22/2011 IT0004588981 CARILO 10/12 1.6% 3/5/2011 IT0004588999 B.MARCHE 10/13 2.10% 3/8/2011 IT0004589005 B MODENESE 10/15 SU 3/31/2011 IT0004589013 BCA SASSARI 15 2.8% 3/10/2011 IT0004589021 BCR ROMAGNA 10/13 SU 3/15/2011 IT0004589039 EMILRO 10/12 TV 3/9/2011 IT0004589047 POP MEZZOG. 10/12 TV 3/9/2011 IT0004589054 CR FERRARA 10/16 3% 3/15/2011 IT0004589062 BCA CARIGE 10/15 SU 4/6/2011 IT0004589070 CR RAVENNA 13 1.5% 3/15/2011 IT0004589088 CENTR.CALABR.17 3.85 3/31/2011 IT0004589112 CR FOLGARIA 12 2.00 3/15/2011 IT0004589120 CRU PINETANA 13 S-UP 3/9/2011 IT0004589138 CRED.ART.10/13 TV 3/16/2011 IT0004589146 DEUTSCHE B.10/13 2% 3/29/2011 IT0004589153 BCC GARDA 10/12 2.30 3/8/2011 IT0004589161 B CREMASCA 14 2.10% 3/15/2011 IT0004589179 B CREMASCA 13 2.00% 3/15/2011 IT0004589187 BCC PRATOLA 10/13 TV 3/15/2011 IT0004589195 B.MANTIGNANA 12 TV 3/8/2011 IT0004589203 B.MANTIGNANA 13 TV 3/8/2011 IT0004589211 BCC ROMAGNA 13 1.75 3/10/2011 IT0004589229 BCC G.TONIOLO 17 3% 3/8/2011 IT0004589237 BCC G.TONIOLO 13 2.4 3/8/2011 IT0004589245 BCC PRATOLA 13 1.7% 3/15/2011 IT0004589252 BC G.TONIOLO 13 2.85 3/8/2011 IT0004589260 BCC CARUGATE 12 1.40 3/11/2011 IT0004589278 BCC PRATOLA 14 S-UP 3/15/2011 IT0004589286 BCC CARUGATE 14 S.UP 3/10/2011 IT0004589294 BCC PRATOLA 10/16 SU 3/15/2011 IT0004589302 BCC VERGATO 10/13 2% 3/15/2011 IT0004589310 BCC MAIERATO 12 3% 3/15/2011 IT0004589328 BCC OROBICA 10/14 2% 3/15/2011 IT0004589344 CR VANDOIES 10/14 TM 3/31/2011 IT0004589351 POP BERGAMO 13 3.89% 3/15/2011

Security Description Payment Date FungibleIT0004589369 POP BERGAMO 13 3.90% 3/15/2011 IT0004589377 BPCI 10/16 S-U 4/30/2011 IT0004589385 BPCI 10/13 1.65 4/30/2011 IT0004589393 BPCI 10/14 ZC 4/30/2014 IT0004589401 CARILO 10/12 2.1% 3/5/2011 IT0004589419 YORKVILLE ORD. SVN IT0004589435 CRU PERGINE 13 207^ 3/10/2011 IT0004589443 B.DESIO 10/12 SU 3/22/2011 IT0004589450 B.DESIO 10/12 2% 3/22/2011 IT0004589468 B.DESIO LAZ.10/12 SU 4/2/2011 IT0004589484 BNL 10/15 TV 3/31/2011 IT0004589492 FLASHBANK 10/14 SU 3/22/2011 IT0004589518 CR ROVERETO 10/13 SU 3/15/2011 IT0004589526 CR ROVERETO 10/15 TM 3/15/2011 IT0004589534 CR CENTO 10/17 S-UP 3/12/2011 IT0004589542 CR CENTO 10/12 2% 3/8/2011 IT0004589559 CRED.ART.10/14 2.75% 3/11/2011 IT0004589567 B.MONTE PARMA 15 2.3 3/10/2011 IT0004589575 CW ALE EURIBOR C IT0004589583 CW ALE EURIBOR C IT0004589591 CW ALE EURIBOR C IT0004589609 CW ALE EURIBOR C IT0004589617 CW ALE EURIBOR C IT0004589625 CW ALE EURIBOR C IT0004589633 CW ALE EURIBOR C IT0004589641 B ROMAGNA 10/15 SU 3/8/2011 IT0004589666 POP BERGAMO 13 0.70% 3/10/2011 IT0004589674 POP BERGAMO 10/13 SU 4/15/2011 IT0004589682 POP BERGAMO 13 0.71% 3/10/2011 IT0004589690 BPCI 10/16 S-D 4/30/2011 IT0004589708 B.CENTROV.10/16 TV 3/15/2011 IT0004589716 B.CENTROV.10/15 TV 3/15/2011 IT0004589724 BCC CALATAB. 15 SU 3/15/2011 IT0004589732 BCC VALMAREC. 13 SU 3/15/2011 IT0004589765 B.CENTROV. 10/15 ZC 3/15/2015 IT0004589773 BCC PACHINO 12 1.6% 4/20/2011 IT0004589781 BCC GATTEO 10/12 SU 3/15/2011 IT0004589799 BCC CALATAB. 15 3.00 3/15/2011 IT0004589807 BCC CHERASCO 15 S.UP 3/15/2011 IT0004589823 CR LACES 10/14 SU 3/8/2011 IT0004589831 CR LACES 10/13 TV 3/8/2011 IT0004589849 CR VALBADIA 10/12 SU 3/10/2011 IT0004589856 B MODENESE 10/13 SU 3/31/2011 IT0004589864 GE CAPITAL 10/13 TV 3/17/2011 IT0004589880 B.PIOVE SACCO 13 TV 3/15/2011 IT0004589898 B.SUASA 10/12 OC 6/15/2012 IT0004589922 BCC MONTEPUL.12 2.75 3/15/2011 IT0004589930 BCC METAURO 13 S-UP 3/22/2011 IT0004589948 CR TREVIGIANO 13 SU 3/25/2011 IT0004589955 B PIEMONTE 13 1.95% 3/10/2011 IT0004589963 B.BOLOGNA 10/17 TM 4/1/2011 IT0004589971 B.BOLOGNA 10/15 TV 4/1/2011 IT0004589989 B.BOLOGNA 10/13 2.30 4/1/2011

Security Description Payment Date FungibleIT0004589997 B.DESIO 10/12 2.25% 3/15/2011 IT0004590003 POP.RAGUSA 10/13 SU 3/12/2011 IT0004590011 POP.LAJATICO 13 2.28 3/29/2011 IT0004590029 FLASHBANK 10/13 TV 3/22/2011 IT0004590045 CR LACES 10/14 OC 3/19/2014 IT0004590052 B.CARIME 10/16 S-DW 3/31/2011 IT0004590060 B.CARIME 10/17 ZC 3/31/2017 IT0004590078 BVC 10/12 1.35% 5/6/2011 IT0004590086 BRE BANCA 10/14 2% 4/9/2011 IT0004590102 B.CARIME 10/15 2.2% 3/31/2011 IT0004590110 B.CARIME 10/12 1.25% 3/31/2011 IT0004590128 B.CARIME 10/14 S-UP 3/31/2011 IT0004590136 B.CARIME 10/13 1.6% 3/31/2011 IT0004590144 CR S.MINIATO 16 S.UP 3/15/2011 IT0004590169 BANCAPULIA 10/15 TV 3/11/2011 IT0004590185 B LEGNANO 10/12 1.60 3/17/2011 IT0004590193 CERT IMI ENEL C IT0004590201 BCC CAMBIANO 15 3.50 3/25/2011 IT0004590219 POP ETICA 10/15 S-UP 4/19/2011 IT0004590227 POP.ETICA 13 TV 4/19/2011 IT0004590235 B.MARCHE 10/13 2% 3/11/2011 IT0004590243 B.MARCHE 10/13 2.30% 3/11/2011 IT0004590250 B.PADOVANA 17 3.75% 3/15/2011 IT0004590268 B.PADOVANA 13 S.UP 3/15/2011 IT0004590276 BSG 10/13 TV 3/15/2011 IT0004590284 B S.STEFANO 10/12 TV 4/1/2011 IT0004590292 B.DESIO 10/12 2.25% 3/16/2011 IT0004590300 BCC CAVOLA 10/12 TM 3/12/2011 IT0004590318 HYPO AA BANK 12 TV 3/15/2011 IT0004590326 POP.SONDRIO 25 3.22% 6/30/2011 IT0004590367 POP.SONDRIO 20 3.71% 6/30/2011 IT0004590375 BVC 10/15 2.4% 4/6/2011 IT0004590383 BVC 10/14 2% 4/6/2011 IT0004590391 POP.BERGAMO 10/13 3% 3/23/2011 IT0004590409 POP. BERGAMO 13 3.50 3/30/2011 IT0004590417 CR S.MINIATO 13 2% 3/31/2011 IT0004590425 CC RAVENNATE 15 TV 4/12/2011 IT0004590433 BCC A.VIC.10/14 TV 4/1/2011 IT0004590441 BC VALDARNO 10/13 SU 3/15/2011 IT0004590458 CR BINASCO 10/13 2% 3/15/2011 IT0004590466 BCC STARANZ. 15 2.3% 3/18/2011 IT0004590474 BCC POMPIANO 15 S-UP 3/25/2011 IT0004590482 BCC POMPIANO 12 S-UP 3/25/2011 IT0004590490 CC RAVENNATE 12 2.50 3/25/2011 IT0004590508 BCC A.VIC.10/14 SU 4/1/2011 IT0004590516 BCC CIVITANOVA 15 SU 3/12/2011 IT0004590524 BCC VEROLA. 15 S-UP 3/15/2011 IT0004590532 BCC CILENTO 10/15 ZC 4/1/2015 IT0004590540 BCC VEROLA. 10/13 2% 3/15/2011 IT0004590557 B.CILENTO 10/15 S-U 4/1/2011 IT0004590565 BPL 10/13 TV 4/16/2011 IT0004590573 BCC B.FRIULANA 12 TV 4/1/2011 IT0004590581 B.BEDIZZOLE 10/12 TV 4/12/2011

Security Description Payment Date FungibleIT0004590599 B.BEDIZZOLE 15 S.UP 4/12/2011 IT0004590607 B.BEDIZZOLE 12 2.50% 4/12/2011 IT0004590615 BCC B.FRIULANA 13 SU 4/1/2011 IT0004590623 B.S.BIAGIO 10/13 SU 3/25/2011 IT0004590649 BCC A.BRIANZA 13 SU 3/16/2011 IT0004590656 B.ROM.COOP.13 S UP 4/1/2011 IT0004590664 B.VERONESE 13 S UP 4/1/2011 IT0004590672 BCC CARNIA 12 1.75% 4/1/2011 IT0004590680 B.ADIGE PO 15 2.75% 4/1/2011 IT0004590698 B.ADIGE PO 13 2.25% 4/1/2011 IT0004590706 B.BEDIZZOLE 13 S.UP 4/12/2011 IT0004590714 B.MPS 10/12 TV 5/3/2011 IT0004590722 BCC CAMBIANO 12 TM 4/6/2011 IT0004590730 BPL 10/12 2.375% 3/15/2011 IT0004590748 B.MODENESE 12 2.85% 3/15/2011 IT0004590755 BPSA 10/14 3.00% 3/15/2011 IT0004590763 B.DESIO 10/12 2.30% 3/16/2011 IT0004590771 BCC CASTAGNETO 13 TM 3/15/2011 IT0004590797 POP MILANO 13 1.80% 4/23/2011 IT0004590805 POP.MAROS.10/12 1.75 4/6/2011 IT0004590813 POP.SPOLETO 12 2,5 3/15/2011 IT0004590839 CR PERGINE 16 210^ 4/6/2011 IT0004590847 CR PERGINE 14 209^ 4/6/2011 IT0004590854 CR PERGINE 13 208^ 4/6/2011 IT0004590870 CRED.ART. 10/12 1.75 3/16/2011 IT0004590888 CRED.ART. 10/14 S-UP 3/16/2011 IT0004590896 CARIFANO 10/12 1.50% 3/16/2011 IT0004590904 CR. ARTIGIANO 13 TV 3/22/2011 IT0004590912 CRED.ART. 10/13 S-UP 3/16/2011 IT0004590920 B.MPS 10/14 2.43% 5/3/2011 IT0004590946 BCC MANTEPAONE 15 TV 3/15/2011 IT0004590953 BCC ALBA 10/17 ZC 3/12/2017 IT0004590961 B.NUOVA 10/15 3% 3/15/2011 IT0004590979 CARIPRATO 10/15 3.00 3/31/2011 IT0004590987 B.NUOVA 10/15 TV 3/15/2011 IT0004590995 B.NUOVA 10/15 2.80% 3/15/2011 IT0004591019 POP. BERGAMO 13 3.85 3/22/2011 IT0004591027 POP.BERGAMO 13 3.85% 3/19/2011 IT0004591035 CR.CESENA 10/12 1.6% 6/12/2011 IT0004591043 BCC GARDA 12 TV 3/16/2011 IT0004591068 BCC FALCONARA 13 TV 4/1/2011 IT0004591076 BCC CARAVAGGIO 15 SU 4/1/2011 IT0004591084 CRA S.GIUSEPPE 12 TM 3/15/2011 IT0004591092 B.MARCA 10/13 S-UP 3/22/2011 IT0004591100 BCC MARCA 10/13 2.7% 3/15/2011 IT0004591118 BCC SATURNIA 16 103A 3/15/2011 IT0004591126 BCC SATURNIA 13 3% 3/15/2011 IT0004591134 B.MALATESTIANA 14 SU 3/18/2011 IT0004591142 B.MALATESTIANA 14 SU 3/18/2011 IT0004591159 BCC VALDOSTANA 13 TM 4/1/2011 IT0004591167 BCC VALDOSTANA 13 4/1/2011 IT0004591175 B.CREMONESE 17 2.75% 3/16/2011 IT0004591183 B.CREMONESE 13 1.75% 3/16/2011

Security Description Payment Date FungibleIT0004591191 B.CREMONESE 10/14 2% 3/16/2011 IT0004591209 B.CREMONESE 12 1.25% 3/16/2011 IT0004591217 B.MPS 10/12 ZC 5/3/2012 IT0004591225 BCC CAMBIANO10/20 SU 4/7/2011 IT0004591233 B.CRS 10/15 SU 4/1/2011 IT0004591241 B.CRS 10/14 SU 4/1/2011 IT0004591258 B.CRS 10/12 1.75% 4/1/2011 IT0004591266 BCC CESENA 10/15 3.5 3/22/2011 IT0004591274 BCC CESENA 10/15 S-U 3/22/2011 IT0004591282 BCC CESENA 10/14 2% 3/22/2011 IT0004591290 POP. RAGUSA 13 2.28% 3/17/2011 IT0004591308 POP.FRIULAD.10/12 SU 7/15/2011 IT0004591316 CR PR PC 10/12 SU 7/15/2011 IT0004591324 CRED.ART. 10/15 2.5% 3/23/2011 IT0004591332 CR CESENA 10/14 S-UP 3/12/2011 IT0004591340 B.MPS 10/12 TV 4/30/2011 IT0004591357 BCC ALBA 10/12 2.05% 3/16/2011 IT0004591381 CERT IMI EUROSTO C IT0004591399 CERT IMI ENI C IT0004591407 CERT IMI ENEL C IT0004591415 BCC LEZZENO 13 S-U 3/19/2011 IT0004591431 BCC LEZZENO 12 1.70% 3/19/2011 IT0004591449 BIM 10/13 TV 4/1/2011 IT0004591456 UNICREDIT 16 TV 4/15/2011 IT0004591464 VENETO B.10/14 SU 4/1/2011 IT0004591472 VENETO B.10/13 2.50% 3/19/2011 IT0004591480 VENETO B.10/12 2.80% 3/22/2011 IT0004591506 BCC CAMUNA 14 S-UP 3/15/2011 IT0004591514 CC RAI ADIGE 14 TV 3/15/2011 IT0004591522 CERT IMI GENERALI C IT0004591530 CERT IMI MEDIOB C IT0004591548 CERT IMI EUROSTO C IT0004591555 CERT IMI ENI C IT0004591563 CERT IMI ENEL C IT0004591571 FARBANCA 14 TV 23A 3/15/2011 IT0004591589 CR ASTI 10/14 S.UP 4/1/2011 IT0004591597 BCC OFFAN.10/12 1.75 4/13/2011 IT0004591605 B.BERGAMASCA 14 S.UP 3/26/2011 IT0004591613 BCC SANGRO 10/14 SU 3/22/2011 IT0004591621 BCC SALA 15 TM S.175 3/15/2011 IT0004591639 BCC CARAVAGGIO 13 SU 4/1/2011 IT0004591647 BCC SIGNA 10/17 3.25 3/22/2011 IT0004591654 BCC SIGNA 10/13 S-UP 3/22/2011 IT0004591662 BCC AGRO BS 13 2.65 3/22/2011 IT0004591670 B.VENETA 1896 13 SUP 4/15/2011 IT0004591688 BCC CASAGIOVE15 2.05 4/12/2011 IT0004591696 BCC MOZZANICA 13 SU 4/1/2011 IT0004591704 C.CASTELLANA 12 1.83 4/26/2011 IT0004591712 B.MARCHE 10/12 1.70% 3/15/2011 IT0004591720 B.INTERREGIONALE 12 4/15/2011 IT0004591738 BINTER 10/12 3.20 3/22/2011 IT0004591746 BINTER 10/13 3.43 3/22/2011 IT0004591753 BINTER 10/12 3.43 3/22/2011

Security Description Payment Date FungibleIT0004591761 CR.PIEMONTESE 13 TV 3/18/2011 IT0004591779 CR.PIEMONTESE 13 14^ 3/18/2011 IT0004591787 BCC ALBA 10/13 2.35% 3/19/2011 IT0004591795 BANCA IMI 10/16 TV 5/4/2011 IT0004591803 CARIPRATO 10/12 TV 3/15/2011 IT0004591811 B.S.GIORGIO 10/14 TM 3/24/2011 IT0004591829 POP INTRA 10/14 TV 5/17/2011 IT0004591837 POP INTRA 10/12 2% 3/18/2011 IT0004591845 POP INTRA 10/15 S-UP 4/20/2011 IT0004591860 BCC CAMUNA 14 S-UP 3/18/2011 IT0004591878 B.MPS 10/15 2% C/AM 2/28/2011 IT0004591902 B LEGNANO 10/13 1.80 4/23/2011 IT0004591910 B.MPS 10/15 SU 5/4/2011 IT0004591928 ANTONVENETA 10/13 TV 5/10/2011 IT0004591936 B.MPS 10/14 2.58% 5/3/2011 IT0004591944 CR ASTI 10/17 3.20% 4/1/2011 IT0004591951 B.CRV 10/13 TV 3/18/2011 IT0004591969 B.CRV 10/13 2.10% 3/18/2011 IT0004591977 POP.RAVENNA 20 S UP 3/18/2011 IT0004591985 BCA CARIGE 10/15 SU 4/26/2011 IT0004591993 CR TRENTO 10/12 SU 4/1/2011 IT0004592009 CR.SALERNIT. 15 S-UP 4/15/2011 IT0004592017 CR.SALERNITANO 13 TV 4/15/2011 IT0004592025 CR.SALERNIT. 13 2.25 4/15/2011 IT0004592033 ANTONVENETA 10/13 ZC 5/10/2013 IT0004592041 VIBANCA 10/14 2.30% 4/1/2011 IT0004592058 BCC IRPINA 10/13 2.7 3/15/2011 IT0004592066 CRA BRENDOLA 15 S-UP 4/1/2011 IT0004592074 BCC MASIANO 13 2.75% 4/1/2011 IT0004592082 CRA BRENDOLA 13 S-UP 4/1/2011 IT0004592090 BC B.GAROLFO 12 2.25 4/6/2011 IT0004592108 VIBANCA 10/13 S-U 4/1/2011 IT0004592116 AREA PRAT.10/17 SU 3/25/2011 IT0004592124 AREA PRAT.10/15 TM 3/25/2011 IT0004592132 BCC TUSCIA 10/17 S-U 3/15/2011 IT0004592140 BCC ALBA 10/13 S-UP 3/19/2011 IT0004592165 UBI 10/12 TV 3/23/2011 IT0004592173 POP. ANCONA 15 2.45% 3/23/2011 IT0004592181 C.RAIFFEISEN 15 SU 3/17/2011 IT0004592199 B.MPS 10/15 TV 4/30/2011 IT0004592207 B.CATTOLICA 10/12 TV 3/22/2011 IT0004592215 ADMIRAL FINANCE TV 5/3/2011 IT0004592231 POP.MANTOVA 13 1.80% 4/23/2011 IT0004592249 CR ASTI 10/17 TV 4/1/2011 IT0004592256 B PIEMONTE 10/15 SU 4/6/2011 IT0004592264 B.MARCHE 10/13 S-U C 3/17/2011 IT0004592272 B.MARCHE 10/12 2.25% 3/17/2011 IT0004592280 CARICHIETI 10/12 TV 3/22/2011 IT0004592298 CARIFAC 10/14 S-UP 4/1/2011 IT0004592322 CR LEVICO 10/15 SU 4/1/2011 IT0004592330 ADMIRAL FINANCE 2047 5/3/2011 IT0004592355 BANCAPERTA 10/12 TV 3/22/2011 IT0004592363 CR VOLTERRA 16 3.20% 3/26/2011

Security Description Payment Date FungibleIT0004592371 BCC GARDA 10/12 TV 3/20/2011 IT0004592389 CR ORVIETO 10/13 SU 4/9/2011 IT0004592397 BCC FILOTTRANO 13 TV 4/1/2011 IT0004592405 BC CASALGRASSO 13 TV 4/1/2011 IT0004592413 BCC VERSILIA 16 2.85 4/1/2011 IT0004592421 BCC VERSILIA 10/13 2 4/1/2011 IT0004592439 B.VERONESE 14 TM 4/1/2011 IT0004592447 BCC VERSILIA 20 3.75 4/1/2011 IT0004592454 BANCA CRAS 10/15 SU 3/22/2011 IT0004592470 BANCA CRAS 10/16 3% 3/22/2011 IT0004592488 BANCA CRAS 10/15 TM 3/22/2011 IT0004592496 B.FILOTTRANO 13ZC 4/1/2013 IT0004592504 B.FILOTTRANO 14 S-UP 4/1/2011 IT0004592512 B.FIOTTRANO 13 2.6% 4/1/2011 IT0004592520 BCC PORDENONESE14 SU 3/22/2011 IT0004592538 B.VALDARNO 10/12 2.3 3/25/2011 IT0004592546 CREDIUMBRIA 10/13 SU 4/1/2011 IT0004592686 BCC CARATE 15 2.35% 4/7/2011 IT0004592694 BCC GHISALBA 12 3.5% 3/19/2011 IT0004592702 B.ADRIA 10/13 S-U 3/26/2011 IT0004592736 BANCASCIANO 13 TV 4/1/2011 IT0004592744 BCC LERCARA 15 2.50% 4/1/2011 IT0004592751 ANTONVENETA 14 2.50% 5/10/2011 IT0004592769 CR ASTI 10/15 TV 4/1/2011 IT0004592777 BOT 20110415 365GG 4/15/2011 IT0004592785 B.MARCHE 10/13 T.M. 3/18/2011 IT0004592801 BNL 10/13 TV 4/28/2011 IT0004592819 EMILRO 10/13 2.17% 3/22/2011 IT0004592827 EMILRO 10/15 2.84% 3/22/2011 IT0004592835 CARISPAQ 10/13 1.8% 3/7/2011 IT0004592843 CARISPAQ 13 1.8% 4/23/2011 IT0004592868 CARIFANO 10/12 TV 3/23/2011 IT0004592876 CRED.ART.10/15 2.45% 3/26/2011 IT0004592884 CRED.ART.10/13 S-UP 3/26/2011 IT0004592918 BRE BANCA 10/13 1.70 4/30/2011 IT0004592926 POP BERGAMO 13 3.89% 3/26/2011 IT0004592934 BCO BRESCIA 10/13 SU 4/16/2011 IT0004592942 POP BERGAMO 13 3.00% 3/24/2011 IT0004592959 BCO BRESCIA 10/14 SU 4/16/2011 IT0004592967 BCO BRESCIA 12 1.40% 5/16/2011 IT0004592975 B.MERIDIANA 10/12 OC 3/22/2012 IT0004592983 BPRM 10/12 2.50 4/1/2011 IT0004592991 BPRM 10/13 SU 4/1/2011 IT0004593007 C.S.MINIATO 10/15 TM 3/25/2011 IT0004593015 CR S.MINIATO 15 TM 3/25/2011 IT0004593023 C.S.MINIATO 10/16 SU 3/25/2011 IT0004593031 CR S.MINIATO 16 S.UP 4/5/2011 IT0004593080 CRU D.L.GUETTI 13 TV 4/1/2011 IT0004593098 CERT ALE EURIBOR C IT0004593106 CERT ALE EURIBOR C IT0004593114 CERT ALE EURIBOR C IT0004593122 CERT ALE EURIBOR C IT0004593130 CERT ALE EURIBOR C

Security Description Payment Date FungibleIT0004593148 CERT ALE EURIBOR C IT0004593155 CERT ALE EURIBOR C IT0004593163 CERT ALE EURIBOR C IT0004593171 CERT ALE EURIBOR C IT0004593189 CERT ALE EURIBOR C IT0004593197 CERT ALE EURIBOR C IT0004593205 CERT ALE EURIBOR C IT0004593213 CERT ALE EURIBOR C IT0004593239 BCC CAMBIANO 14 SU 3/29/2011 IT0004593247 B.DESIO TOSC.12 2% 4/22/2011 IT0004593254 B.DESIO 10/13 SU 4/6/2011 IT0004593262 B.DESIO 10/12 TV 3/23/2011 IT0004593288 CRED.ART.10/13 S-UP 3/29/2011 IT0004593296 CRED.VALT 10/17 TV 3/30/2011 IT0004593304 POP.SONDRIO 14 2.25% 5/12/2011 IT0004593312 POP.SONDRIO 10/13 2% 5/12/2011 IT0004593320 B.POP. 10/14 ZC 9/30/2014 IT0004593338 B.V.SERIANA 13 2.7% 3/25/2011 IT0004593346 B.VALDICH.10/13 TV 4/1/2011 IT0004593353 BCC PEDEMONTE 13 TV 3/25/2011 IT0004593361 CRA ROANA 10/14 2.5% 4/1/2011 IT0004593379 B.VALDICH.10/15 3.6% 4/1/2011 IT0004593387 B.VALDICH.10/14 3.15 4/1/2011 IT0004593395 CC VALDARNO F.15 S-U 4/1/2011 IT0004593403 CRA ROANA 10/14 S-UP 4/1/2011 IT0004593411 B.VALDICH.10/13 2.7% 4/1/2011 IT0004593429 BCC PEDEMONTE 13 TV 3/25/2011 IT0004593478 FREEPORT 10/12 TV 3/30/2011 IT0004593486 BCA MUGELLO 10/12 TV 4/1/2011 IT0004593494 BCC ROMA 13 TV 3/25/2011 IT0004593502 BCC ROMA 12 2% 3/25/2011 IT0004593510 B.V.SERIANA 15 S-UP 4/29/2011 IT0004593528 B.V.SERIANA 13 S-UP 4/6/2011 IT0004593536 BCC POMPIANO 12 1.5% 4/1/2011 IT0004593544 CRU LUCINICO 15 2.2% 4/1/2011 IT0004593551 CRU LUCINICO 13 64A 4/1/2011 IT0004593569 CRU LUCINICO 12 63A 4/1/2011 IT0004593577 BCC ADDA 10/15 S-UP 4/6/2011 IT0004593585 BCC ADDA 10/13 1.70% 4/6/2011 IT0004593593 BCC VENEZIANO 13 2.5 3/22/2011 IT0004593601 BCC ADDA 10/17 S-UP 4/6/2011 IT0004593619 BCC CANAVESE 15 TM 3/24/2011 IT0004593627 BCC CANAVESE 15 TM 3/24/2011 IT0004593676 BCC CAMBIANO 13 SU 3/30/2011 IT0004593684 CR ASTI 10/13 TV 4/15/2011 IT0004593692 BCC CASTAGNETO 13 SU 3/25/2011 IT0004593726 B.CR.POP. 10/15 2.85 4/2/2011 IT0004593734 B.CR.POP. 10/17 3.1% 4/7/2011 IT0004593742 POP.LAJATICO 13 2.28 4/9/2011 IT0004593759 POP.SPOLETO 15 TM 5/3/2011 IT0004593767 CARICHIETI 10/15 S-U 4/15/2011 IT0004593775 CDP 10/15 TV 3/31/2011 IT0004593791 CRU MEZZOLOMB. 13 2% 4/6/2011

Security Description Payment Date FungibleIT0004593809 CRED.ROMAGNA 12 TM 3/23/2011 IT0004593817 CRED.ART.10/13 S-UP 3/30/2011 IT0004593841 CR VOLTERRA 10/15 SU 3/26/2011 IT0004593858 BCC LAUDENSE 15 2.50 3/24/2011 IT0004593866 B.POP.10/14 S-UP 4/30/2011 IT0004593874 B.POP.10/15 TV 4/30/2011 IT0004593882 POP ANCONA 14 2.20% 3/29/2011 IT0004593890 POP ANCONA 13 2.00% 3/29/2011 IT0004593908 B ROMAGNA 10/15 SU 3/23/2011 IT0004593916 VENETO B.10/12 2.5% 3/25/2011 IT0004593924 B.CENTROV.10/14 OC 4/1/2014 IT0004593932 TAMBURI ORD IT0004593940 B.A.MARITT.21 S UP 3/23/2011 IT0004593957 B.A.MARITT.21 4,25 3/23/2011 IT0004593965 B.FARNESE 10/13 2.50 4/1/2011 IT0004593973 B.MARCHE 10/14 TV 3/22/2011 IT0004593981 B.MARCHE 10/12 1.50% 5/1/2011 IT0004593999 BPSA 10/14 2.60% 3/25/2011 IT0004594005 B.DESIO VEN.10/13 SU 4/15/2011 IT0004594013 B.DESIO VEN10/12 1.8 4/15/2011 IT0004594021 SANFELICE 10/12 2.40 3/22/2011 IT0004594039 POP.SPOLETO 15 3,25 5/3/2011 IT0004594047 POP.SPOLETO 15 2,75% 5/3/2011 IT0004594054 POP.SPOLETO 13 2,5 5/3/2011 IT0004594062 POP.SPOLETO 12 1,5% 5/3/2011 IT0004594070 B.VALLAGARINA 12 TV 4/1/2011 IT0004594088 BCC LIZZANA 13 S-U 4/1/2011 IT0004594112 CRU LIZZANA 10/15 OC 4/1/2015 IT0004594120 CRU D.L.GUET 13 2.20 4/1/2011 IT0004594138 CR.SICILIANO 14 S.UP 3/26/2011 IT0004594146 INTESA SP 10/13 TV 5/3/2011 IT0004594153 INTESA SP 10/13 TV 5/3/2011 IT0004594161 BCC SORISOLE 13 TV 4/1/2011 IT0004594179 BCC SORISOLE 16 S-UP 4/1/2011 IT0004594187 INTESA SP 10/13 TV 5/4/2011 IT0004594195 POP BERGAMO 13 3.88% 3/25/2011 IT0004594203 POP BERGAMO 15 3.89% 3/29/2011 IT0004594211 POP BERGAMO 15 3.89% 3/26/2011 IT0004594229 BCC OSTRA V. 12 2% 4/1/2011 IT0004594237 B.SVILUPPO 10/13 S-U 3/26/2011 IT0004594245 BCC CHIANTI 10/13 3% 4/1/2011 IT0004594252 BCC SM CAVOTI13 2.25 4/15/2011 IT0004594260 BCC SM CAVOTI12 1.75 4/15/2011 IT0004594278 BCC CILENTANI 12 TM 4/1/2011 IT0004594286 POP BERGAMO 15 3.89% 3/31/2011 IT0004594294 B.CARIME 10/16 S-D 4/15/2011 IT0004594302 B.CARIME 10/17 ZC 4/15/2017 IT0004594310 B.CARIME 10/14 S-UP 4/15/2011 IT0004594328 POP.ANCONA 15 2.90% 3/29/2011 IT0004594336 B.CARIME 10/13 1.6% 4/15/2011 IT0004594344 B.CARIME 10/12 1.25% 4/15/2011 IT0004594351 POP BERGAMO 13 3.89% 3/25/2011 IT0004594369 B.CARIME 10/15 2.15% 4/15/2011

Security Description Payment Date FungibleIT0004594377 POP BERGAMO 13 3.90% 3/25/2011 IT0004594385 POP BERGAMO 15 3.89% 3/30/2011 IT0004594435 BCC ANAGNI 10/13 TV 4/16/2011 IT0004594443 BCC ANAGNI 10/13 SU 4/16/2011 IT0004594450 B CAMPANIA 10/12 TV 3/29/2011 IT0004594468 B.PROMOS 10/13 2.75% 4/12/2011 IT0004594476 BANCASAI 13 3,062 3/24/2011 IT0004594484 B.SARDEGNA 10/16 S-U 4/1/2011 IT0004594492 B.BEDIZZOLE 13 3.20% 4/1/2011 IT0004594500 EMILRO 10/12 TV 3/29/2011 IT0004594518 POP.RAVENNA 12 TV 3/29/2011 IT0004594526 POP.SPOLETO 12 TV 5/3/2011 IT0004594534 POP.SPOLETO 20 4% 5/3/2011 IT0004594559 BCA CARIGE 10/12 2.0 5/3/2011 IT0004594567 B.VALLAGARINA 13 2.3 4/1/2011 IT0004594575 CR FOLGARIA 10/13 SU 4/1/2011 IT0004594583 CRU PRIM.10/13 TM 4/1/2011 IT0004594591 CRED.ART.10/20 3.85% 3/29/2011 IT0004594609 CRED.VALT.10/12 2.05 3/30/2011 IT0004594617 CRED.VALT.10/13 S-UP 3/29/2011 IT0004594625 CR. SICILIANO 12 1.5 3/26/2011 IT0004594633 C.SICILIANO 13 1.90% 3/26/2011 IT0004594641 INTESA SP 10/13 TV 4/1/2011 IT0004594658 INTESA SP 10/16 TV 4/19/2011 IT0004594666 KOS ORD IT0004594682 CR PRATO ST.10/15 SU 3/25/2011 IT0004594690 CR PRATO ST.10/13 SU 3/25/2011 IT0004594708 CR BRUNICO 10/13 TM 4/9/2011 IT0004594724 UCB 10/17 TV 3/31/2011 IT0004594732 B S.FRANCESCO 13 TV 4/1/2011 IT0004594740 B.CENTROV.10/13 S-UP 4/1/2011 IT0004594757 BCC AGRO BS 10/14 3% 4/6/2011 IT0004594765 BCC AGRO BS 13 2.90% 4/6/2011 IT0004594773 BCC RIPATRAN.12 2.12 4/1/2011 IT0004594799 BCC M.PISTOIES.15 SU 4/1/2011 IT0004594807 BCC VICENTINO 14 S-U 4/9/2011 IT0004594815 BCC VICENTINO 13 S-U 4/9/2011 IT0004594823 BCC CAVOLA 13 S-UP 4/6/2011 IT0004594831 BCC CAVOLA 10/15 TM 4/6/2011 IT0004594864 UCB 10/16 TV 3/31/2011 IT0004594872 UCB 10/13 TV 4/30/2011 IT0004594880 UCB 10/12 TV 4/30/2011 IT0004594898 UCB 10/20 TV 3/31/2011 IT0004594906 POP ANCONA 10/12 TV 5/14/2011 IT0004594914 POP BERGAMO 15 3.50% 3/26/2011 IT0004594922 POP BERGAMO 13 2.50% 3/26/2011 IT0004594930 BTP 20200901 4% 3/1/2011 IT0004594948 BNL 10/13 TV 4/30/2011 IT0004594963 BCC ALBA 10/13 TV 4/1/2011 IT0004594971 BENEBANCA 10/15 TV 7/1/2011 IT0004594989 BCC MONAST.10/13 TV 3/30/2011 IT0004594997 BCC ROMAGNA 10/14 TV 3/30/2011 IT0004595002 B.MARCA 10/15 TV 4/1/2011

Security Description Payment Date FungibleIT0004595010 BCC CARSO 10/14 SU 4/1/2011 IT0004595028 BENEBANCA 10/13 1.80 4/1/2011 IT0004595036 BENEBANCA 10/15 SU 4/1/2011 IT0004595044 BCC ALBA 10/13 S-UP 4/1/2011 IT0004595051 BCC ALBA 10/16 S-UP 4/1/2011 IT0004595077 B.MPS 10/13 ZC 5/3/2013 IT0004595085 BNL 10/13 TV 4/30/2011 IT0004595093 BCA CARIGE 10/15 SU 4/20/2011 IT0004595101 BCO LUCCA 10/17 TV 3/30/2011 IT0004595119 CR RAVENNA 14 TV 202 4/2/2011 IT0004595127 B.VALLAGARINA 15 2.8 4/1/2011 IT0004595135 C.VALSUGANA 12 2.30% 4/1/2011 IT0004595143 C.RUR.NOV.10/13 1.85 4/1/2011 IT0004595150 CR SAONE 10/13 SU 4/1/2011 IT0004595168 CR SAONE 10/12 TV 4/1/2011 IT0004595176 CR.BRA 10/15 2.6% 4/1/2011 IT0004595184 BAI 10/12 TV PP9 4/6/2011 IT0004595192 CRED.ART. 10/12 3% 3/30/2011 IT0004595200 CRED.VALT.10/13 S-UP 4/2/2011 IT0004595218 CRED.VALT.10/12 1.7 4/6/2011 IT0004595226 CRED.VALT.10/13 1.85 4/1/2011 IT0004595234 POP CORTONA 13 2.25 4/26/2011 IT0004595267 CR BOLZANO 13 TV 158 4/30/2011 IT0004595283 CR BOLZANO 14 2.25% 4/30/2011 IT0004595291 CR BOLZANO 13 1,8% 4/30/2011 IT0004595309 UGF BANCA 10/12 2% 3/29/2011 IT0004595317 CERT ALE EUROSTOXX C IT0004595325 POP.RAVENNA 13 2% 3/29/2011 IT0004595333 POP APRILIA 12 2.20 3/30/2011 IT0004595374 CR BOLZANO 12 TV 157 4/30/2011 IT0004595416 BCC CESENA 13 TV 4/5/2011 IT0004595424 MEDIOCREVAL 10/12 TV 4/6/2011 IT0004595440 BCC REGGIANA 12 TV 4/1/2011 IT0004595457 BCC CHIANTI 10/13 TV 4/1/2011 IT0004595465 C.CASTELLANA 14 TV 5/3/2011 IT0004595473 BCC PISTOIA 12 TV 4/1/2011 IT0004595481 BCC MONTEPAONE13 2.5 4/1/2011 IT0004595499 BCC REGGIANA 13 2.3% 4/1/2011 IT0004595507 BCC CHIANTI 10/12 ZC 7/1/2012 IT0004595515 BCC RECANATI 13 S-UP 4/2/2011 IT0004595523 BCC PISTOIA 12 1.8% 4/1/2011 IT0004595531 BCC FLUMERI 10/15 SU 4/1/2011 IT0004595549 BCC FLUMERI 10/13 SU 4/1/2011 IT0004595556 BCC PISTOIA 14 SU SB 4/1/2011 IT0004595564 BCC PISTOIA 13 SU XV 4/1/2011 IT0004595572 POP.PUGLIA 13 2.25% 4/19/2011 IT0004595580 POP.VALCONCA 12 TV 4/19/2011 IT0004595598 CR FERRARA 12 3.45% 3/30/2011 IT0004595606 BCA CARIGE 10/15 ZC 12/31/2015 IT0004595614 CR RAVENNA 14 2.25% 3/30/2011 IT0004595622 CR MEZZOCORONA 10/15 4/1/2011 IT0004595630 BANCAPERTA 10/12 TV 3/28/2011 IT0004595648 POP VICENZA 10/16 ZC 4/20/2016

Security Description Payment Date FungibleIT0004595655 CARIPRATO 10/14 2.15 4/16/2011 IT0004595663 PRADER BANK 10/15 TV 4/1/2011 IT0004595671 POP ANCONA 10/16 SU 4/28/2011 IT0004595689 POP BERGAMO 13 1.00% 3/31/2011 IT0004595697 B.MERIDIANA 10/13 SU 4/16/2011 IT0004595713 B.MERIDIANA 10/14 SU 4/16/2011 IT0004595747 CW ICCREA EURIBOR C IT0004595754 CW ICCREA EURIBOR C IT0004595762 CW ICCREA EURIBOR C IT0004595770 CW ICCREA EURIBOR C IT0004595788 CW ICCREA EURIBOR C IT0004595796 CW ICCREA EURIBOR C IT0004595804 CW ICCREA EURIBOR C IT0004595812 CW ICCREA EURIBOR C IT0004595820 CW ICCREA EURIBOR C IT0004595853 BCC VIGNOLE 10/17 TV 4/1/2011 IT0004595861 BCC VIGNOLE 10/12 TV 4/1/2011 IT0004595879 B.CENTROV.10/14 TV 4/1/2011 IT0004595887 B.CENTROV.10/15 TV 4/1/2011 IT0004595895 BCC VIGNOLE 10/17 ZC 4/1/2017 IT0004595903 BCC CASTELLI 10/13 2 5/3/2011 IT0004595937 B.MAREMMA 10/12 3% 4/6/2011 IT0004595945 B.PIACENZA 10/16 S-U 4/1/2011 IT0004595952 B.PIACENZA 10/15 2.3 4/1/2011 IT0004595960 B.PIACENZA 10/14 2% 4/1/2011 IT0004595978 B.PIACENZA 10/13 1,6 4/1/2011 IT0004595986 B.PIACENZA 10/13 TV 4/1/2011 IT0004595994 BIVERBANCA 10/13 1.9 6/1/2011 IT0004596000 BIVERBANCA 10/12 1.5 6/1/2011 IT0004596018 CARIFANO 10/13 SU 4/1/2011 IT0004596026 CARIFANO 10/13 SU 4/1/2011 IT0004596034 CR SALUZZO 10/12 1.5 5/4/2011 IT0004596042 BCC ALBA 10/11 2.125 3/31/2011 IT0004596059 MED.TREN.10/13 TV 4/1/2011 IT0004596075 BCC TREVIGLIO 12 1.8 4/8/2011 IT0004596083 BCC V.SERIANA 15 S-U 4/6/2011 IT0004596109 B.POP.10/49 9% 3/29/2011 IT0004596125 KINEXIA ORD IT0004596133 BCC MONAST.10/12 TV 4/20/2011 IT0004596141 BCC TRUENTINA 13 TV 4/6/2011 IT0004596158 BCC OSTRA 13 TV 4/1/2011 IT0004596166 BCC CARAGLIO 13 SU 4/1/2011 IT0004596174 BCC TRUENTINA 12 2% 6/6/2011 IT0004596182 BCC G.TONIOLO 13 2.3 4/2/2011 IT0004596190 BCC OSTRA 13 2.25% 4/1/2011 IT0004596208 BCC TRUENTINA 15 S-U 4/6/2011 IT0004596216 BCC UDINE 15 TM 4/6/2011 IT0004596224 CC BRESCIA 12 1.8% 3/10/2011 IT0004596232 BCC REGALBUTO 14 S-U 4/6/2011 IT0004596240 CC BRESCIA 13 2.1% 4/10/2011 IT0004596257 CR ASTI 10/13 2.30% 4/1/2011 IT0004596273 B.BOLOGNA 10/15 TV 4/30/2011 IT0004596281 B.BOLOGNA 10/15 TV 4/30/2011

Security Description Payment Date FungibleIT0004596299 B.BOLOGNA 10/17 TM 4/30/2011 IT0004596307 B.BOLOGNA 10/17 TM 4/30/2011 IT0004596315 B.BOLOGNA 10/15 S-UP 4/1/2011 IT0004596323 B.MARCHE 10/13 S-UP 3/30/2011 IT0004596331 CARILO 10/13 2.4% 3/29/2011 IT0004596349 CARILO 10/13 2.1% 3/29/2011 IT0004596364 BCC FORNACETTE 10/14 4/20/2011 IT0004596372 BCC FORNACETTE 13 TV 5/5/2011 IT0004596380 BCC FORNACETTE 15 SD 4/8/2011 IT0004596398 BCC S.G.MEDUNO 14 OC 4/12/2014 IT0004596406 B.BEDIZZOLE 13 3.20% 4/8/2011 IT0004596414 BNL 10/15 TM 4/30/2011 IT0004596422 EMILRO 10/12 1.76% 4/6/2011 IT0004596455 POP MEZZOG. 10/12 ZC 10/1/2012 IT0004596463 POP PUGLIESE 17 TV 4/1/2011 IT0004596471 POP.RAVENNA 13 TV 4/1/2011 IT0004596489 CR PR PC 10/12 2% 7/31/2011 IT0004596497 POP.FRIULADR.10/12 2 7/31/2011 IT0004596505 CR RAVENNA 15 S-UP 7/2/2011 IT0004596513 CRU A.GARDA 13 S-UP 4/15/2011 IT0004596521 CRED.ART.10/13 S-UP 4/8/2011 IT0004596547 POP BERGAMO 15 3,92% 4/7/2011 IT0004596554 POP BERGAMO 15 3.91% 4/7/2011 IT0004596562 B.BRESCIA 10/15 S.UP 4/30/2011 IT0004596570 B.BRESCIA 10/12 1.30 5/30/2011 IT0004596588 BRE BANCA 10/12 TV 5/5/2011 IT0004596596 POP BERGAMO 13 3.92% 4/6/2011 IT0004596604 POP BERGAMO 13 3.00% 4/2/2011 IT0004596612 POP BERGAMO 12 1.25% 5/10/2011 IT0004596620 POP ANCONA 10/14 SU 4/30/2011 IT0004596638 POP ANCONA 12 1.40% 4/30/2011 IT0004596646 BCO BRESCIA 10/13 SU 4/30/2011 IT0004596653 B.BRESCIA 10/14 1.90 4/30/2011 IT0004596661 CRED.ART.10/13 TV 4/9/2011 IT0004596679 BCC Q.VICENTIN.13 TV 4/19/2011 IT0004596687 B LEGNANO 10/12 1.80 4/6/2011 IT0004596695 CR ASTI 10/12 1.40% 4/15/2011 IT0004596703 B.MARCHE 10/15 TM 3/29/2011 IT0004596711 B.MARCHE 10/15 3% 3/29/2011 IT0004596729 B.MARCHE 10/13 S-U 3/31/2011 IT0004596737 B.DESIO 10/14 SU 4/15/2011 IT0004596745 B.DESIO 10/12 2% 4/15/2011 IT0004596752 POP.SPOLETO 12 2,5 5/3/2011 IT0004596760 CRED.ART.10/13 S-UP 4/9/2011 IT0004596778 CRED.VALT. 10/12 TV 4/6/2011 IT0004596786 CARIFANO 10/12 2.00% 4/7/2011 IT0004596794 CR VOLTERRA 10/15 SU 4/2/2011 IT0004596802 BCC MAIERATO 15 3.5% 4/6/2011 IT0004596810 CR LACES 10/14 OC 5/14/2014 IT0004596828 CR BRONZOLO10/13 2.2 4/1/2011 IT0004596836 BCA SELLA 10/12 1.65 4/1/2011 IT0004596844 POP BERGAMO 17 0.75% 4/8/2011 IT0004596851 POP BERGAMO 13 3.89% 4/2/2011

Security Description Payment Date FungibleIT0004596869 BCC V.SERIANA 13 S-U 4/6/2011 IT0004596877 CR S.MINIATO 16 S.UP 3/31/2011 IT0004596885 CR S.MINIATO 15 S.UP 3/31/2011 IT0004596893 B.COSTA A.10/15 TV 4/15/2011 IT0004596901 B.MALATESTIANA 14 TV 4/12/2011 IT0004596919 BCC ULIVI 13 2,35% 4/22/2011 IT0004596927 BCC ULIVI 12 1,95% 4/22/2011 IT0004596935 BCC LAMETINO 12 2.35 4/6/2011 IT0004596943 BCC BARLAS.14 2,60 4/19/2011 IT0004596950 BCC BARLAS.13 2,35 4/19/2011 IT0004596968 BCC BARLASSINA 12 2% 4/19/2011 IT0004596976 BCC AQUARA 10/13 2.1 5/15/2011 IT0004596984 BCC BASILIANO 14 S-U 4/15/2011 IT0004596992 CREDIUMBRIA 12 1.75 4/8/2011 IT0004597008 CREDIUMBRIA 10/14 SU 4/8/2011 IT0004597016 CREDIUMBRIA10/13 3.0 4/8/2011 IT0004597081 B.MARCHE 10/12 2.10% 4/1/2011 IT0004597099 BCC CASTAGNETO 13 TM 4/8/2011 IT0004597107 BCC CASTAGNETO 13 SU 4/8/2011 IT0004597115 POP PUGLIESE 13 2.40 5/7/2011 IT0004597123 POP PUGLIESE 12 1.75 5/7/2011 IT0004597131 POP.SPOLETO 15 TV 5/3/2011 IT0004597149 BCA CARIGE 10/12 1.4 5/3/2011 IT0004597156 NORDEST BCA 13 2.57% 4/1/2011 IT0004597172 CRED.ART. 10/12 2.11 4/12/2011 IT0004597180 POP VICENZA 10/13 TV 7/30/2011 IT0004597198 POP.VI 10/14 S-U 5/14/2011 IT0004597214 CR ISARCO 10/13 SU 4/1/2011 IT0004597222 CR.CESENA 10/12 1.6% 4/6/2011 IT0004597230 UNICREDIT 18 TV 4/6/2011 IT0004597248 B.BOLOGNA 10/15 SU 4/30/2011 IT0004597255 BCC ALBA 10/12 TV 4/8/2011 IT0004597263 BCC S.ELENA 10/12 TV 4/8/2011 IT0004597271 CRA BOVES 10/12 TV 4/30/2011 IT0004597289 BCC ABRUZZ. 12 2.20% 4/1/2011 IT0004597305 BCC ALBA 10/12 S-UP 4/8/2011 IT0004597313 CR CANTU' 10/15 TM 4/19/2011 IT0004597321 CR CANTU' 10/14 SU 4/19/2011 IT0004597339 BCC CANTU' 10/13 TM 4/19/2011 IT0004597347 CW ALE EURIBOR C IT0004597354 BCC ABRUZZESE 15 SU 4/1/2011 IT0004597495 POP MILANO 20 4.00% 4/23/2011 IT0004597503 B.MARCHE 10/12 TV 4/6/2011 IT0004597511 B.PADOVANA 10/13 TV 4/8/2011 IT0004597529 BCC CASTAGNETO12 2.2 4/8/2011 IT0004597537 BCC CASTAGNETO 14 SU 4/8/2011 IT0004597545 SANFELICE 10/12 2.50 4/6/2011 IT0004597552 BCA CARIGE 10/20 SU 5/3/2011 IT0004597560 CR A.BRENTA 16 2.80% 4/8/2011 IT0004597578 CR A.BRENTA 13 2.00% 4/8/2011 IT0004597594 B C.EMILIA 10/12 TV 4/9/2011 IT0004597602 BCC MONAST.10/14 TV 4/15/2011 IT0004597610 B.FORLI' 10/13 TV 4/2/2011

Security Description Payment Date FungibleIT0004597628 BCC TRIUGGIO 13 S-UP 4/12/2011 IT0004597636 BCC MONTEPUL.12 142^ 4/16/2011 IT0004597644 BCC MONAST.10/15 TM 4/15/2011 IT0004597651 BCC MONAST.10/16 SU 4/15/2011 IT0004597669 BCC CAPRANICA 14 SU 4/30/2011 IT0004597677 B C.EMILIA 12 2.25% 4/19/2011 IT0004597685 CRED.ART. 10/12 2.11 4/13/2011 IT0004597693 BAI 10/14 ZC 11^ 4/6/2014 IT0004597701 BAI 10/12 2.25% 43^ 4/9/2011 IT0004597719 BAI 10/12 2% 15^ 4/6/2011 IT0004597727 CR VOLTERRA 13 2.70% 4/9/2011 IT0004597735 BCC LAUDENSE 16 SU 4/6/2011 IT0004597743 BCC LAUDENSE 16 SU 4/6/2011 IT0004597768 POP VICENZA10/12 2.0 4/30/2011 IT0004597776 POP VICENZA10/12 1.5 7/30/2011 IT0004597784 POP BERGAMO 12 1.50% 5/17/2011 IT0004597792 POP BERGAMO 13 3.92% 4/12/2011 IT0004597800 UGF BANCA 10/15 ZC 10/9/2015 IT0004597834 BCA SELLA 10/14 TV 4/12/2011 IT0004597842 BCA SELLA 10/13 TV 4/12/2011 IT0004597859 BCA SELLA 10/15 TV 4/12/2011 IT0004597867 BCC IMPRUNETA 16 3.1 4/7/2011 IT0004597875 BCC IMPRUNETA 13 TM 4/7/2011 IT0004597883 CR BINASCO 15 2.50% 4/15/2011 IT0004597891 B.S.BIAGIO 12 3.25 4/12/2011 IT0004597909 BANCA AGCI 12 2.5% 6/1/2011 IT0004597917 B.VALDARNO 10/18 4% 4/12/2011 IT0004597925 BLS 10/12 ZC 7/31/2012 IT0004597933 BLS 10/17 ZC 4/8/2017 IT0004597941 BLS 10/14 S-UP 4/6/2011 IT0004597958 POP.L.SULMONA 15 ZC 4/6/2015 IT0004597966 POP.L.SULMONA 12 ZC 10/6/2012 IT0004597982 POP RAVENNA 20 S-UP 4/7/2011 IT0004598014 CRED.ART.10/13 S-UP 4/13/2011 IT0004598030 CRED.ROMAGNA 15 S-U 5/3/2011 IT0004598048 BCC OROBICA 10/13 3% 4/8/2011 IT0004598063 CARIPRATO 10/12 1.50 4/30/2011 IT0004598071 POP BERGAMO 13 3.00% 4/12/2011 IT0004598089 VENETO B.10/12 2.70% 4/9/2011 IT0004598097 VENETO B.10/12 2.50% 4/9/2011 IT0004598113 C.S.MINIATO 10/15 SU 4/23/2011 IT0004598220 CR.BRENTONICO 15 TV 4/15/2011 IT0004598238 POP INTRA 10/12 TV 4/9/2011 IT0004598246 BANCAPULIA 10/12 2.2 5/6/2011 IT0004598253 CR ASTI 10/15 2.30% 4/15/2011 IT0004598261 CARILO 10/12 2.15% 4/6/2011 IT0004598279 CRU PINETANA 13 S-UP 4/8/2011 IT0004598295 BC CHERASCO 10/13 TV 4/12/2011 IT0004598303 B.BRESCIA 10/13 TV 5/14/2011 IT0004598311 B.CARIME 10/15 2.1% 4/30/2011 IT0004598329 B.CARIME 10/13 1.55% 4/30/2011 IT0004598337 B.CARIME 10/12 1.2% 4/30/2011 IT0004598345 POP.A.ADIGE 15 S UP 4/9/2011

Security Description Payment Date FungibleIT0004598352 POP.A.ADIGE 15 TV 4/9/2011 IT0004598360 POP.A.ADIGE 13 2% 4/9/2011 IT0004598378 BCC B.SEBINO 15 S UP 4/14/2011 IT0004598386 BCC B.SEBINO 13 S-UP 4/14/2011 IT0004598394 BCC GHISALBA 12 2,80 4/9/2011 IT0004598402 B.CRAS 10/17 TM 4/9/2011 IT0004598410 B.CRAS.10/15 TM 3A 4/9/2011 IT0004598428 B.CRAS.10/15 S-UP 4/9/2011 IT0004598436 BC CARUGATE 13 1.50% 4/14/2011 IT0004598444 B.CRAS 10/13 1.6% 4/9/2011 IT0004598451 B.COLLI E. 10/13 S-U 4/12/2011 IT0004598469 BC CARUGATE 10/16 SU 4/12/2011 IT0004598493 BANCAPULIA 10/12 TV 4/9/2011 IT0004598501 B.BOLOGNA 10/15 S-UP 4/12/2011 IT0004598519 BANCA SAI 14 2,60 5/14/2011 IT0004598527 BANCA SAI 12 1,80 5/14/2011 IT0004598535 B.DESIO LAZ.10/12 SU 5/10/2011 IT0004598543 POP.MAROST.10/12 TV 5/21/2011 IT0004598550 CR RAVENNA 13 2.91% 4/8/2011 IT0004598568 CR RAVENNA 13 TV 203 4/8/2011 IT0004598576 CRU LEDRO 13 2.1% 4/19/2011 IT0004598584 B.NUOVA 10/14 2.50 4/16/2011 IT0004598592 B.NUOVA 10/13 2.15 4/16/2011 IT0004598600 C.RAIFFEISEN 15 SU 4/12/2011 IT0004598618 B.SELLA SUD 14 2,40% 4/13/2011 IT0004598626 BRE BANCA 10/16 TV 3/23/2011 IT0004598634 BCC PICENA 10/12 2% 4/15/2011 IT0004598642 BCC CARNIA 10/15 TM 4/20/2011 IT0004598717 ROVIGOBANCA 12 SU 4/15/2011 IT0004598725 B.ADIGE PO 15 239A 5/3/2011 IT0004598733 B.ADIGE PO 13 SU 238 5/3/2011 IT0004598741 BCC RIZZO 10/15 2.40 6/1/2011 IT0004598758 BCC RIZZO 10/13 1.80 6/1/2011 IT0004598766 B.MPS 10/15 TV 4/12/2011 IT0004598774 BCC CAMBIANO10/12 TM 5/13/2011 IT0004598782 CR ASTI 10/15 TV 4/15/2011 IT0004598790 CR ASTI 10/12 1.90% 4/9/2011 IT0004598808 B.MARCHE 10/12 1,50 5/15/2011 IT0004598816 B.MARCHE 10/13 2.3% 4/9/2011 IT0004598824 B.MARCHE 10/13 2% 4/9/2011 IT0004598832 B.MARCHE 10/13 S-U C 4/8/2011 IT0004598840 BPSA 10/14 2.70% 4/12/2011 IT0004598857 B.MARCHE 10/12 1.70% 4/9/2011 IT0004598865 EMILRO 10/12 TV 4/12/2011 IT0004598873 EMILRO 10/15 3.00% 4/12/2011 IT0004598881 POP.LAJATICO 15 S-UP 4/27/2011 IT0004598899 CARICHIETI 10/14 SU 5/3/2011 IT0004598907 CARICHIETI 10/12 TV 4/14/2011 IT0004598931 CRED.ART.10/14 S-UP 4/12/2011 IT0004598949 CRED.ART.10/12 1,75% 4/12/2011 IT0004598956 CRED.ART. 10/13 S-UP 4/12/2011 IT0004598964 CR BRUNICO 10/13 1.8 4/23/2011 IT0004598972 CR LANA 10/13 TV 5/1/2011

Security Description Payment Date FungibleIT0004598998 CR LANA 10/13 2.00 5/1/2011 IT0004599046 POP BERGAMO 13 2.50% 4/15/2011 IT0004599053 POP BERGAMO 10/13 SU 5/24/2011 IT0004599061 UGF BANCA 10/12 TV 4/13/2011 IT0004599095 POP,L,SULMONA 12 TV 4/12/2011 IT0004599103 CR RAVENNA 17 TV 207 4/15/2011 IT0004599137 BCC PIANFEI 13 TV 4/9/2011 IT0004599145 B S.STEFANO 10/14 SU 5/15/2011 IT0004599152 B S.STEFANO 13 2.30% 5/15/2011 IT0004599160 CC FIORENTINO 15 S-U 5/2/2011 IT0004599178 BCC FIUMICELLO 14 TM 5/3/2011 IT0004599186 CC RAVENNATE 13 SU 4/26/2011 IT0004599202 CC FIORENTINO 14 3% 5/2/2011 IT0004599210 B LEGNANO 10/12 1.80 4/13/2011 IT0004599228 B. CRS 10/13 TV 5/1/2011 IT0004599236 BCC MASIANO 13 2.5% 4/23/2011 IT0004599244 BLS 10/12 ZC 10/12/2012 IT0004599251 CR RAVENNA 12 1.7% 4/15/2011 IT0004599269 CRED.ART.10/12 1.95% 4/21/2011 IT0004599277 BCC GARDA 10/13 TM 4/15/2011 IT0004599285 BCC CAGLIARI 12 3% 4/20/2011 IT0004599293 BCC LEZZENO 10/13 SU 4/20/2011 IT0004599301 BCC LEZZENO10/12 1.7 4/20/2011 IT0004599319 POP.VI 10/12 2% 5/31/2011 IT0004599335 BVC 10/12 1.4% 5/3/2011 IT0004599343 C.RAIFFEISEN 14 TV 4/15/2011 IT0004599376 CERT ALE BASKET C IT0004599384 CERT ALE EUROST. C IT0004599483 BCC CARTURA 10/15 TV 4/26/2011 IT0004599491 UBI C.BONDS 10/22 TV 5/3/2011 IT0004599517 BCC CAMBIANO 12 TM 4/14/2011 IT0004599525 CR ASTI 10/13 2.30% 4/15/2011 IT0004599533 B.CRV 10/15 S-U 4/16/2011 IT0004599541 BNL 10/15 TV 4/30/2011 IT0004599558 B.CRV 10/13 S-U 4/16/2011 IT0004599566 BFDVECCHIO 10/13 TV 4/21/2011 IT0004599574 B.VITERBO 12 TM 127A 4/14/2011 IT0004599582 BCC ALBEROB.12 2.10% 4/15/2011 IT0004599590 B APUANA 10/13 SU 4/19/2011 IT0004599608 BCC GAMBATESA 12 TV 4/15/2011 IT0004599624 CRA CORTINA 12 1.50% 5/1/2011 IT0004599632 CRA CORTINA 10/15 SU 5/1/2011 IT0004599640 BCC VENEZIANO 14 SU 4/15/2011 IT0004599665 BNL 10/25 4.02% 4/15/2011 IT0004599673 BNL 10/20 3.62% 4/15/2011 IT0004599681 BNL 10/25 3.62% 4/15/2011 IT0004599699 BNL 10/20 3,22% 4/15/2011 IT0004599707 BNL 10/25 3.22% 4/15/2011 IT0004599715 EMILRO 10/13 2.30% 4/15/2011 IT0004599723 EMILRO 10/13 2.00% 4/16/2011 IT0004599731 EMILRO 10/20 4.00% 4/12/2011 IT0004599749 CR A-BRENTA 10/15 TM 4/15/2011 IT0004599756 CR A-BRENTA 10/12 TV 4/15/2011

Security Description Payment Date FungibleIT0004599764 CRED.ART.10/12 2% 4/22/2011 IT0004599772 CR VOLTERRA 10/15 SU 4/16/2011 IT0004599780 POP.RAVENNA 13 1,85 4/15/2011 IT0004599798 POP INTRA 17 3.3% 4/15/2011 IT0004599848 B.MPS 10/13 TV 5/31/2011 IT0004599855 B.MONTE PARMA 13 TV 4/15/2011 IT0004599863 B CAMPANIA 15 2.625% 4/21/2011 IT0004599889 BCC GATTEO 15 2.85 4/20/2011 IT0004599897 B. MAREMMA 10/12 3% 4/15/2011 IT0004599905 BCC GRADARA 10/14 SU 4/26/2011 IT0004599913 BCC GRADARA 12 2.00 4/26/2011 IT0004599921 B.VENETA 1896 12 S-U 11/10/2011 IT0004599947 B.VALPOLICELLA 14 TV 4/15/2011 IT0004599954 B CAMPANIA 13 2.05% 4/21/2011 IT0004599962 B CAMPANIA 12 1.50% 4/21/2011 IT0004599970 CR ASTI 10/12 1.50% 4/15/2011 IT0004599988 B.DESIO 10/12 2.15 4/16/2011 IT0004599996 POP FRUSINATE 13 2.5 5/1/2011 IT0004600000 POP.PUGLIA 13 2.25% 4/19/2011 IT0004600018 CRED.ART.10/13 S-UP 4/23/2011 IT0004600026 EMILBANCA 12 2.1% 4/20/2011 IT0004600034 B.ROMAGNA C.12 2,5 4/20/2011 IT0004600042 B.MONTE PARMA 15 3% 4/15/2011 IT0004600059 B.M.PARMA 13 2,3 4/15/2011 IT0004600075 POP BERGAMO 13 3.90% 4/20/2011 IT0004600083 POP BERGAMO 13 3.00% 4/19/2011 IT0004600091 VENETO B.10/15 ZC 3/17/2015 IT0004600109 POP INTRA 10/15 ZC 3/17/2015 IT0004600117 CRA S.GIACOMO 13 2.5 4/28/2011 IT0004600125 CR S.GIACOMO 12 1.80 4/28/2011 IT0004600133 CR S.MINIATO 13 1.72 7/1/2011 IT0004600141 CRA S.GIACOMO 13 2% 4/29/2011 IT0004600190 POP.PUGLIA 10/13 TV 4/19/2011 IT0004600208 CRU PERGINE 14 211^ 5/3/2011 IT0004600216 CERT ALE MEDIOB C IT0004600224 B C.EMILIA 10/12 TV 4/22/2011 IT0004600232 BCC CHIANTI 10/12 TV 4/20/2011 IT0004600240 BCC SIGNA 10/15 TV 4/19/2011 IT0004600257 BC CHERASCO 10/14 SU 4/20/2011 IT0004600265 BCC SIGNA 10/17 S-UP 4/19/2011 IT0004600299 CR ASTI 10/17 3% 5/3/2011 IT0004600307 CR ASTI 10/17 TV 5/3/2011 IT0004600331 BFDVECCHIO 10/13 SU 4/30/2011 IT0004600349 B.RIMINI 10/12 SU 4/23/2011 IT0004600356 B.RIMINI 10/13 SU 4/23/2011 IT0004600364 TEL.IT.MEDIA ORD.SVN IT0004600372 TEL.IT.MEDIA RP SVN IT0004600380 TEL.IT.MEDIA RN SVN IT0004602873 POP. RAGUSA 10/13 SU 4/20/2011 IT0004602881 EMILRO 10/13 TV 4/19/2011 IT0004602899 POP FRUSINATE 15 3.5 5/1/2011 IT0004602907 POP RAVENNA 15 S-UP 4/20/2011 IT0004602915 B.MPS 10/12 TV 6/1/2011

Security Description Payment Date FungibleIT0004602931 BCC GARDA 10/13 S-UP 4/14/2011 IT0004602949 HYPO AA BANK 15 TM 4/15/2011 IT0004602956 BCC CALCIO 13 3.00% 4/26/2011 IT0004602964 BCC CALCIO 10/13 SU 4/26/2011 IT0004602972 POP BERGAMO 15 3.92% 4/27/2011 IT0004602980 B.S.GIORGIO 10/18 TM 5/14/2011 IT0004602998 BRE BANCA 10/14 2% 5/31/2011 IT0004603095 CR C.VALSUGANA 16 TV 4/19/2011 IT0004603269 B.MANTIGNANA 12 TV 4/19/2011 IT0004603277 BCC CRETA 10/15 TV 4/20/2011 IT0004603285 B.MANTIGNANA 14 2.5% 4/19/2011 IT0004603293 B.MANTIGNANA 12 2.1% 4/19/2011 IT0004603301 BCC VALMAREC. 13 SU 4/28/2011 IT0004603319 BCC FANO 10/13 SU 5/3/2011 IT0004603327 BCC AGRO BS 12 2,70 4/22/2011 IT0004603335 BCC FRIULI 10/16 S-U 4/20/2011 IT0004603343 BCC FANO 10/15 SU 5/3/2011 IT0004603350 BCC CRETA 10/14 S-UP 4/20/2011 IT0004603368 ANTONVENETA 13 ZC 6/14/2013 IT0004603376 POP MEZZOG. 12 2.30% 4/19/2011 IT0004603384 B.IMOLA 10/14 2.25% 4/15/2011 IT0004603392 B.IMOLA 10/12 1.70% 4/15/2011 IT0004603418 CRA VESTEN.10/17 S-U 4/26/2011 IT0004603426 CR SALUZZO 13 TV 5/4/2011 IT0004603434 INTESA SP 10/17 C B 4/28/2011 IT0004603442 VENETO B.10/12 2.35% 4/26/2011 IT0004603459 B.MERIDIANA 10/14 SU 5/3/2011 IT0004603467 CCR A.ADIGE 10/14 TM 3/15/2011 IT0004603491 BCC VERGATO 10/14 TV 5/1/2011 IT0004603525 BCC ROMA 10/15 S-UP 4/21/2011 IT0004603533 CREDICOOP.C.14 2.25% 4/26/2011 IT0004603541 BCC CASTENASO 16 SU 4/30/2011 IT0004603558 BCC VERGATO 10/14 TV 5/1/2011 IT0004603566 BCC VERGATO 10/13 2% 5/1/2011 IT0004603574 B.VERGATO 10/13 2.25 5/1/2011 IT0004603608 ANTONVENETA 10/13 TV 7/12/2011 IT0004603616 B.CRV 10/12 TV 4/20/2011 IT0004603624 B.DESIO 10/12 2.20% 4/21/2011 IT0004603632 EMILRO 10/12 TV 4/22/2011 IT0004603640 POP,RAVENNA 12 TV 4/22/2011 IT0004603657 CRU VALFASSA 13 2% 5/3/2011 IT0004603681 ANTONVENETA 15 2.60% 6/14/2011 IT0004603699 BCC ROMA 10/15 3% 4/21/2011 IT0004603707 BRE BANCA 1/15 S-U 5/12/2011 IT0004603715 B.S.GIORGIO 10/17 TV 5/14/2011 IT0004603723 CR.CESENA 10/12 1.5 4/20/2011 IT0004603731 CERT ALE FTSE MIB C IT0004603749 CERT ALE EUROSTO C IT0004603756 CW ALE EURIBOR C IT0004603764 CW ALE EURIBOR C IT0004603772 CW ALE EURIBOR C IT0004603780 CW ALE EURIBOR C IT0004603798 CW ALE EURIBOR C

Security Description Payment Date FungibleIT0004603806 CW ALE EURIBOR C IT0004603814 CW ALE EURIBOR C IT0004603830 POP BARI ORD 1/1/10 IT0004603848 B.CENTROPA. 10/13 SU 5/3/2011 IT0004603855 BC CHERASCO 12 2.30% 4/26/2011 IT0004603863 B.VALDICH.10/13 2.4% 5/1/2011 IT0004603871 B.VALDICH.10/14 3% 5/1/2011 IT0004603889 MEDIOCRATI 10/15 TM 4/26/2011 IT0004603897 BCC PACHINO 13 S-UP 5/21/2011 IT0004603905 BCC ANCONA 15 2.5% 5/3/2011 IT0004603913 BCC ANCONA 13 2.15% 5/3/2011 IT0004603921 B.MARCHE 10/14 TV CF 4/21/2011 IT0004603947 B.MARCHE 10/14 TV 4/21/2011 IT0004603954 B.MARCHE 10/13 S-U 4/21/2011 IT0004603970 BANCAPULIA 10/15 ZC 3/17/2015 IT0004603988 B.CRV 10/12 TV 4/22/2011 IT0004603996 B.MODENESE 12 2.85% 4/22/2011 IT0004604010 EMILRO 10/12 TV 4/22/2011 IT0004604028 BCA CARIGE 10/15 SU 5/20/2011 IT0004604036 B.MONTE PARMA 12 1.5 7/21/2011 IT0004604044 CR BRONZOLO 10/13 SU 5/1/2011 IT0004604051 CR.CESENA 10/14 S-U 4/21/2011 IT0004604069 UMCC TV 2010/2015 6/30/2011 IT0004604093 CW UI FTSE/MIB C IT0004604101 CW UI FTSE/MIB C IT0004604119 CW UI FTSE/MIB P IT0004604127 CW UI FTSE/MIB C IT0004604135 CW UI FTSE/MIB C IT0004604143 CW UI FTSE/MIB C IT0004604150 CW UI FTSE/MIB C IT0004604168 CC RAVENNATE 15 TV 5/5/2011 IT0004604176 BCC ATESTINA 16 3.5% 5/5/2011 IT0004604192 CR BINASCO 10/13 2% 4/29/2011 IT0004604200 BCC VEROLAV. 13 1.80 5/5/2011 IT0004604218 BCC REGALBUTO 15 S-U 5/3/2011 IT0004604226 BCC REGALBUTO 13 S-U 5/3/2011 IT0004604234 B.MARCHE 10/13 S-UP 4/21/2011 IT0004604242 POP.RAVENNA 13 2.50% 4/23/2011 IT0004604267 EMILBANCA 20 4.12% 5/3/2011 IT0004604275 POP BERGAMO 15 3.92% 4/27/2011 IT0004604283 POP BERGAMO 15 3.91% 4/27/2011 IT0004604291 POP BERGAMO 13 3.92% 4/23/2011 IT0004604309 POP BERGAMO 13 3.85% 4/27/2011 IT0004604317 POP RAVENNA 20 S-UP 4/23/2011 IT0004604325 CR BRONZOLO 10/13 TV 5/1/2011 IT0004604333 CR VANDOIES 10/13 TV 4/27/2011 IT0004604358 CRED.ART.10/13 TV 5/3/2011 IT0004604366 CRED.ART. 10/12 TV 5/3/2011 IT0004604374 BPSA 10/12 2.60% 5/26/2011 IT0004604382 BPSA 10/14 2.60% 4/26/2011 IT0004604390 B.SARDEGNA 10/13 2% 5/1/2011 IT0004604408 BNL 10/13 TV 2/28/2011 IT0004604416 BNL 10/13 TV 2/28/2011

Security Description Payment Date FungibleIT0004604424 BCA CARIGE 10/20 TV 6/3/2011 IT0004604440 CR ORVIETO 10/13 SU 5/14/2011 IT0004604457 BCC CIVITANOVA 15 TV 4/22/2011 IT0004604465 BCC RONCIGLIONE13 TV 4/29/2011 IT0004604473 CC FRIULI 10/14 TV 5/3/2011 IT0004604481 BCC DOVERA 10/13 TV 5/17/2011 IT0004604499 BCC CASTELLI10/13 2% 2/17/2011 IT0004604507 BCC ATESTINA 13 2.2% 5/5/2011 IT0004604515 CC FRIULI 10/17 TM 5/3/2011 IT0004604523 CC FRIULI 10/15 S-UP 5/3/2011 IT0004604531 CC FRIULI 10/13 2% 5/3/2011 IT0004604549 BCC OSTRA 12 2.5% 4/28/2011 IT0004604556 BCC ATESTINA 15 2.85 5/5/2011 IT0004604564 POP.VI 10/12 1.50% 5/14/2011 IT0004604572 CR VANDOIES 13 SU 5/5/2011 IT0004604598 POP ANCONA 10/14 SU 5/28/2011 IT0004604606 P.POP.10/12 ZC 8/31/2012 IT0004604614 POP BERGAMO 15 3.90% 4/27/2011 IT0004604622 B.POP.10/13 2.55% 5/31/2011 IT0004604630 BPRM 10/13 2.5 5/10/2011 IT0004604648 CS.MINIATO 10/20 3.5 4/22/2011 IT0004604655 C.S.MINIATO 10/20 TV 4/22/2011 IT0004604671 BTP 20210915 2.1 IND 3/15/2011 IT0004604713 BOT 20110516 367 GG 5/16/2011 IT0004604721 BCA CARIGE 10/13 TV 4/28/2011 IT0004604747 BCC SALA 15 TV S.176 5/3/2011 IT0004604754 BCC ROMAGNA 10/14 TM 5/17/2011 IT0004604762 SAFILO GROUP ORD IT0004604770 BCC ROMAGNA 13 2.00 4/28/2011 IT0004604788 BCC FIUMICELLO 14 SU 5/15/2011 IT0004604796 BCC FIUMICELLO 14 SU 5/10/2011 IT0004604804 BCC PERGOLA 12 2.10% 5/10/2011 IT0004604812 BCC GOFFREDO 13 2.00 5/3/2011 IT0004604820 BCC GOFFREDO10/12 TM 5/3/2011 IT0004604838 CARIM 10/14 TV 5/17/2011 IT0004604846 CR ASTI 10/14 SU 5/3/2011 IT0004604853 B.MARCHE 10/12 1.60% 4/26/2011 IT0004604861 B.DESIO 10/12 2.15% 4/28/2011 IT0004604879 POP SPOLETO 12 1.5% 3/30/2011 IT0004604887 POP SPOLETO 12 TV 3/3/2011 IT0004604895 POP SPOLETO 15 2.75% 3/3/2011 IT0004604903 POP SPOLETO 12 1.5% 3/3/2011 IT0004604911 CR FERRARA 12 TV 4/23/2011 IT0004604929 BCA CARIGE 13 1.75 4/28/2011 IT0004604937 B.CIVIDALE 10/13 2.2 4/26/2011 IT0004604945 B.CIVIDALE 10/13 TV 4/26/2011 IT0004604960 CR VOLTERRA 10/15 SU 4/30/2011 IT0004604978 CRU ISARCO 10/13 2.0 5/3/2011 IT0004604986 C.RAIFFEISEN 15 TM 5/3/2011 IT0004605009 B.POP.10/15 TV 5/31/2011 IT0004605017 B.POP.10/14 STEP-UP 5/31/2011 IT0004605025 B.SUASA 10/12 4.6% 4/23/2011 IT0004605033 B.CARIME 10/12 1.2% 5/17/2011

Security Description Payment Date FungibleIT0004605041 B.CARIME 10/15 2.1% 5/17/2011 IT0004605058 POP ANCONA 12 1.40% 5/28/2011 IT0004605066 POP BERGAMO 13 3.90% 4/27/2011 IT0004605074 UNICREDIT 20 TV 5/31/2011 IT0004605082 VENETO B.H.10/14 SU 5/7/2011 IT0004605090 CTZ 20120430 ZC 4/30/2012 IT0004605132 BCC S.G.E MED.14TV 5/3/2011 IT0004605157 B.COSTA A.10/15 TV 5/10/2011 IT0004605165 B.COSTA A.10/12 3.5% 5/10/2011 IT0004605173 BCC COSTA A.2017 3,5 5/10/2011 IT0004605181 BCC PETRALIA10/13 SU 5/15/2011 IT0004605207 BCC MASIANO 17 S-UP 5/17/2011 IT0004605215 BCC MASIANO 15 S-UP 5/17/2011 IT0004605223 B.VERONESE 10 S-UP 5/17/2011 IT0004605231 BCC CHIANTI 15 4.20% 4/28/2011 IT0004605256 CARIM 10/13 1.70% 5/17/2011 IT0004605272 B.DESIO 10/12 SU 5/17/2011 IT0004605280 POP SVILUPPO 13 2.50 5/14/2011 IT0004605298 POP SVILUPPO 15 3.25 5/14/2011 IT0004605306 POP.SPOLETO 13 2.50% 3/30/2011 IT0004605314 POP.SPOLETO 15 TM 6/30/2011 IT0004605322 POP.SPOLETO 20 4% 3/3/2011 IT0004605330 POP.SPOLETO 15 3,25% 3/3/2011 IT0004605348 POP.SPOLETO 13 2,5 3/3/2011 IT0004605355 POP.SPOLETO 15 TM 6/3/2011 IT0004605363 POP SPOLETO 12 TV 3/30/2011 IT0004605371 POP SPOLETO 15 2.75% 3/30/2011 IT0004605389 NORDEST B. 10/12 TV 4/26/2011 IT0004605397 CR FIEMME 10/17 SU 5/3/2011 IT0004605405 CR FIEMME 10/14 2.30 5/3/2011 IT0004605413 CRU PRIMIERO 10/12SU 5/3/2011 IT0004605421 CRU PRIMIERO 10/13TM 5/3/2011 IT0004605439 INTESA SP 10/13 1.80 6/3/2011 IT0004605447 INTESA SP 10/13 2% 6/1/2011 IT0004605454 INTESA SP 10/13 1.8% 6/1/2011 IT0004605462 U.C.B. 10/15 TV 4/30/2011 IT0004605470 BPCI 10/13 1.55% 5/31/2011 IT0004605488 BPCI 10/16 S-U 2% 5/31/2011 IT0004605496 BPCI 10/16 S-D 3.25% 5/31/2011 IT0004605504 B ROMAGNA 10/13 TV 4/27/2011 IT0004605512 BCC VALDIN.12 2% 5/10/2011 IT0004605520 BCC VALDIN.14 S UP 5/10/2011 IT0004605538 VENETO B.H.10/15 TF 4/27/2011 IT0004605587 B.PESCIA 10/15 S.UP 6/3/2011 IT0004605603 BCC GARDA 10/15 S-UP 5/3/2011 IT0004605611 BCC GARDA 10/14 S-UP 5/3/2011 IT0004605629 BCC GARDA 10/14 S-UP 5/3/2011 IT0004605637 BCC GARDA 10/13 S-UP 5/3/2011 IT0004605645 BCC GARDA 10/12 TM 5/3/2011 IT0004605652 POP.SPOLETO 10/20 4% 3/30/2011 IT0004605660 POP.SPOLETO 15 3.25% 3/30/2011 IT0004605678 POP.FRIULAD.10/12 SU 11/3/2011 IT0004605686 CR PR PC 10/12 SU 11/3/2011

Security Description Payment Date FungibleIT0004605694 C.PADANA 10/13 TV 5/10/2011 IT0004605702 C.PADANA 10/12 2% 5/10/2011 IT0004605710 NORDEST B. 10/13 TV 5/3/2011 IT0004605728 CR LAVIS 10/13 S.UP 5/3/2011 IT0004605736 CRU MEZZOLOMB.13 2% 5/10/2011 IT0004605751 CR FOSSANO 14 TV 5/3/2011 IT0004605769 CR FOSSANO 13 1.7% 5/3/2011 IT0004605777 DB MUTUI 10/15 TV 5/3/2011 IT0004605793 POP.SONDRIO 28 1.75% 4/30/2011 IT0004605801 POP.SONDRIO 24 1.50% 4/30/2011 IT0004605819 POP.SONDRIO 18 1.145 4/30/2011 IT0004605827 CR VALBADIA 10/13 TV 5/10/2011 IT0004605850 CR BOLZANO 15 2.45% 5/31/2011 IT0004605868 CR BOLZANO 13 1.7% 5/31/2011 IT0004605876 CR BOLZANO 13 TV 5/31/2011 IT0004605884 CR BOLZANO 12 TV 2/28/2011 IT0004605892 B.CARIME 10/13 1.55% 5/17/2011 IT0004605900 C.S.MINIATO 10/23 4% 5/31/2011 IT0004605918 C.S.MINIATO 10/16 TM 5/5/2011 IT0004605926 C.S.MINIATO 10/16 SU 5/5/2011 IT0004605934 C.S.MINIATO 10/16 SU 4/30/2011 IT0004605967 B.ALPI MAR.13 2% A31 5/3/2011 IT0004605975 B.ALPI MAR. 15 S-UP 5/3/2011 IT0004605983 B.ALPI MAR. 15 TM 5/3/2011 IT0004605991 B.ALPI MAR. 17 3.1% 5/3/2011 IT0004606007 CR.ASTI 10/15 TV 5/3/2011 IT0004606015 B ETRURIA 14 2.50% 6/30/2011 IT0004606023 BCC FORNACETTE 15 SU 5/20/2011 IT0004606031 BCC FORNACETTE14 2.6 5/20/2011 IT0004606049 EMILRO 10/15 SU 4/30/2011 IT0004606056 POP.LAJATICO 13 2.28 5/20/2011 IT0004606072 POP RAVENNA 16 S-UP 4/29/2011 IT0004606098 BCC PREALPI 10/14 TV 5/4/2011 IT0004606106 BCC PREALPI 10/14 TV 5/3/2011 IT0004606114 BCC PREALPI 10/13 TV 5/3/2011 IT0004606122 BCC SACCO 10/17 SU 5/15/2011 IT0004606130 BCC GHISALBA 13 S-UP 5/3/2011 IT0004606155 BCC PREALPI 10/15 SU 5/3/2011 IT0004606163 BCC PREALPI 10/15 SU 5/3/2011 IT0004606171 BCC ROMANO 10/15 TM 5/1/2011 IT0004606189 POP.RAVENNA 13 2,30 4/29/2011 IT0004606197 CARIFAC 10/14 S-UP 5/7/2011 IT0004606213 CRED.ROMAGNA 12 2.50 5/3/2011 IT0004606221 CC FIORENTINO 15 S-U 5/2/2011 IT0004606239 CRED.ART. 10/13 S-UP 5/7/2011 IT0004606247 POP APRILIA 12 1.80 4/30/2011 IT0004606254 POP.SONDRIO 30 4.25% 6/30/2011 IT0004606262 UNICREDIT 15 TV 4/30/2011 IT0004606270 UNICREDIT 16 TV 4/30/2011 IT0004606288 UNICREDIT 14 TV 4/30/2011 IT0004606296 UNICREDIT 13 TV 4/30/2011 IT0004606304 B.S.GIORGIO 10/14 TM 5/31/2011 IT0004606312 POP BERGAMO 13 3.92% 4/30/2011

Security Description Payment Date FungibleIT0004606320 C.S.MINIATO 10/14 SU 5/31/2011 IT0004606338 CRU GIUD.VAL.10/13 2 5/3/2011 IT0004606346 SANFELICE 12 2.30% 4/28/2011 IT0004606353 SANFELICE 10/14 SU 4/29/2011 IT0004606403 ARENA ORD IT0004606411 BNL 10/15 TM 2/28/2011 IT0004606429 EMILRO 10/15 2.83% 5/4/2011 IT0004606437 CARICHIETI 10/12 TV 5/3/2011 IT0004606445 CARICHIETI 10/12 2.5 5/3/2011 IT0004606452 CR RAVENNA 13 TV 211 4/29/2011 IT0004606460 CR RAVENNA 10/14 2.2 4/29/2011 IT0004606478 BCC CAVOLA 12 S-UP 4/30/2011 IT0004606494 B.CIVIDALE 10/15 TV 5/3/2011 IT0004606528 B.SICILIA 10/22 TV 4/30/2011 IT0004606536 B.SICILIA 10/21 TV 4/30/2011 IT0004606544 CERT ALE EUROSTO C IT0004606551 B.SICILIA 10/16 TV 4/30/2011 IT0004606569 UNICRED B.ROMA 16 TV 4/30/2011 IT0004606577 UNICRED.B.ROMA 15 TV 4/30/2011 IT0004606585 UNICRED.B.ROMA 14 TV 4/30/2011 IT0004606593 UNICRED.B.ROMA 13 TV 4/30/2011 IT0004606601 BRE BANCA 10/12 TV 3/15/2011 IT0004606627 UNICREDIT 10/20 TM 5/5/2011 IT0004606635 BCC MANZANO 13 TV 5/14/2011 IT0004606643 B CREMONESE 10/13 TV 5/3/2011 IT0004606650 BCARAGLIO 10/15 TM 5/3/2011 IT0004606668 BCC CAMPIGLIA 13 S-U 5/5/2011 IT0004606676 BCC MANZANO 14 S-UP 5/14/2011 IT0004606684 BCC MANZANO 13 2.2% 5/14/2011 IT0004606692 BCC VALTROMPIA 12 TV 5/21/2011 IT0004606700 BCC MANZANO 13 2% 5/14/2011 IT0004606718 BCC B.VAGIENNA 13 2% 5/3/2011 IT0004606742 BCC VERONA 10/20 TV 5/5/2011 IT0004606759 BCC CAMBIANO 14 SU 5/14/2011 IT0004606767 CR ASTI 10/13 TV 5/14/2011 IT0004606775 B PIEMONTE 13 2.15% 5/5/2011 IT0004606783 BCA MARCHE 10/12 TV 6/30/2011 IT0004606791 BCA MARCHE 10/12 2.3 12/31/2011 IT0004606809 B.TREVISO 10/15 3% 00/00/0000 IT0004606817 B.TREVISO 10/13 2% 00/00/0000 IT0004606825 CR VALLE LAGHI 12 TF 5/10/2011 IT0004606841 TERCAS 10/13 2.25% 5/21/2011 IT0004606858 BCC GOFFREDO 12 3.00 5/3/2011 IT0004606866 BCC PIANFEI 10/12 3% 5/14/2011 IT0004606874 BCC PIANFEI 10/12 2% 5/14/2011 IT0004606882 B.VALDARNO 10/13 2% 5/3/2011 IT0004606890 BCC MONTEPUL.13 2.75 5/3/2011 IT0004606908 BCC MONTEPULC.13 2.5 5/3/2011 IT0004606916 BCC CAMPIGLIA 13 TV 5/5/2011 IT0004606924 B.BEDIZZOLE 12 2.50% 5/24/2011 IT0004606932 B.BEDIZZOLE 10/15 SU 5/24/2011 IT0004606940 B.BEDIZZOLE 10/13 SU 5/24/2011 IT0004606957 BCC CARTURA 10/14 SU 5/18/2011

Security Description Payment Date FungibleIT0004606965 BCC CARTURA 10/16 TV 5/18/2011 IT0004606973 TERCAS 10/12 ZC 11/21/2012 IT0004606981 BCC TREVIGLIO 15 S-U 5/17/2011 IT0004606999 BCC TREVIGLIO 13 1.7 5/17/2011 IT0004607005 UNICREDIT 10/20 TV 5/5/2011 IT0004607013 BPRM 10/13 SU 5/10/2011 IT0004607021 BPRM 10/12 2.50 5/10/2011 IT0004607039 CR ULTIMO 10/14 TV 5/1/2011 IT0004607047 B.BOLOGNA 10/17 TV 6/1/2011 IT0004607054 B.BOLOGNA 10/15 S-UP 5/10/2011 IT0004607062 B.BOLOGNA 10/15 S-UP 6/1/2011 IT0004607070 B.MARCHE 10/13 2.20% 5/4/2011 IT0004607088 POP PUGLIESE 13 2.30 5/19/2011 IT0004607096 POP PUGLIESE 12 1.90 5/19/2011 IT0004607104 CR RAVENNA 13 TV 209 5/3/2011 IT0004607112 B.IMOLA 10/15 S-U 4/29/2011 IT0004607120 B.IMOLA 10/13 1.85% 4/29/2011 IT0004607146 BCC INZAGO 10/13 TV 5/10/2011 IT0004607153 B.COLLI E. 10/17 S-U 5/10/2011 IT0004607161 BCC INZAGO 13 1.675% 5/10/2011 IT0004607179 B.COLLI E.10/12 S-UP 5/10/2011 IT0004607187 CRA LUCINICO 13 S-UP 5/17/2011 IT0004607195 BCC MONASTIER 15 SU 2/18/2011 IT0004607203 BCC MONASTIER 20 4% 2/18/2011 IT0004607211 BCC MONASTIER 12 2% 2/18/2011 IT0004607229 BCC INZAGO 14 2,5% 5/10/2011 IT0004607237 BCC INZAGO 13 S-UP 5/10/2011 IT0004607286 CREDIOP 16 TM 5/31/2011 IT0004607302 UNICREDIT 16 TV 2/28/2011 IT0004607310 BCC CAMUNA 13 2% 5/17/2011 IT0004607351 POP PUGLIESE13 2.515 5/7/2011 IT0004607369 MEDIOCREVAL 10/13 TV 5/10/2011 IT0004607377 CRED.ART. 10/13 1.95 5/6/2011 IT0004607393 CR BRUNICO 10/14 TV 5/10/2011 IT0004607419 CR BOLZANO 15 SU 165 6/23/2011 IT0004607427 B C.EMILIA 10/12 TV 5/7/2011 IT0004607435 B C.EMILIA 10/15 TV 5/5/2011 IT0004607443 ROVIGOBANCA 10/15 SU 5/13/2011 IT0004607450 BCC CANTU' 10/12 SU 6/7/2011 IT0004607468 CR CANTU' 10/17 SU 6/7/2011 IT0004607476 BCC CARUGATE 12 1.5% 5/20/2011 IT0004607484 B.PESARO 10/15 2.75% 5/24/2011 IT0004607518 STEFANEL ORD IT0004607526 STEFANEL RP NC IT0004607534 STEFANEL RN IT0004607542 WARRANT ERGYCAPITAL IT0004607591 CRED.ART.10/12 TV 5/14/2011 IT0004607625 BCC POMPIANO 13 TV 5/13/2011 IT0004607633 BCC TRIUGGIO 14 S-UP 5/12/2011 IT0004607641 BCC POMPIANO 15 S-UP 5/19/2011 IT0004607658 BCC POMPIANO 13 S-UP 5/19/2011 IT0004607666 BCC POMPIANO 12 1.8% 5/19/2011 IT0004607674 BCC POMPIANO 12 1.6% 5/19/2011

Security Description Payment Date FungibleIT0004607682 BCC POMPIANO 17 S-UP 5/13/2011 IT0004607690 BCC POMPIANO 20 4% 5/13/2011 IT0004607716 BCC OSTRA 15 2.75% 5/1/2011 IT0004607773 B ETRURIA 10/13 TV 5/31/2011 IT0004607781 CRED.ART.10/14 S-UP 5/14/2011 IT0004607799 CREVERBANCA 12 TV 5/5/2011 IT0004607807 CR SALUZZO 12 1.5% 5/17/2011 IT0004607823 BCC RIANO 10/13 TV 3/3/2011 IT0004607831 B.BRESCIA 10/13 S.U. 5/27/2011 IT0004607849 UBI 10/12 TV 6/30/2011 IT0004607856 P.BERGAMO 10/12 1.40 6/23/2011 IT0004607864 P.BERGAMO 10/12 1.20 6/15/2011 IT0004607872 B.S.GIORGIO 10/17 TV 2/20/2011 IT0004607880 POP BERGAMO 13 3.77% 5/7/2011 IT0004607898 UGF BANCA 10/12 2% 5/7/2011 IT0004607906 C.S.MINIATO 10/14 TM 5/17/2011 IT0004607922 CRED.ART.10/12 TV 2/17/2011 IT0004607948 B LEGNANO 10/13 2% 5/11/2011 IT0004607955 B.MPS 10/13 1.90% 5/17/2011 IT0004607971 POP.ETICA 15 S UP 6/25/2011 IT0004607989 POP.ETICA 17 SUP 6/25/2011 IT0004608003 B.POP.ETICA 10/15 SU 6/15/2011 IT0004608011 B.MARCHE 10/15 S-UP 5/6/2011 IT0004608052 BNL 10/13 TV 3/8/2011 IT0004608060 CRU TUENNO 10/15 TV 5/10/2011 IT0004608078 CRU TUENNO 10/14 S-U 5/10/2011 IT0004608086 CR CENTO 10/14 2% 5/21/2011 IT0004608144 BC VIGNOLE 10/16 2.9 5/10/2011 IT0004608169 BC VIGNOLE 10/12 1.4 5/10/2011 IT0004608193 B.MANTIGNANA 12 2.5% 5/5/2011 IT0004608201 AREA PRATESE 18 3.75 5/10/2011 IT0004608219 CR.ARETUSEO 10/13 SU 6/30/2011 IT0004608227 CRED.ART.10/15 2.2% 5/17/2011 IT0004608235 CR VOLTERRA 13 2.15% 5/20/2011 IT0004608243 BCC ALBA 10/12 S-UP 5/11/2011 IT0004608250 POP. BERGAMO 13 2.40 5/13/2011 IT0004608268 BRE BANCA 10/14 1.85 5/31/2011 IT0004608276 BRE BANCA 10/13 1.50 5/31/2011 IT0004608284 B.BRESCIA 10/14 S.U. 5/27/2011 IT0004608292 B.BRESCIA 10/12 1.20 6/27/2011 IT0004608300 CRED.ART. 10/12 TV 2/18/2011 IT0004608334 BCC POLESINE10/13 TV 2/20/2011 IT0004608342 BCC POLESINE 15 3.00 5/20/2011 IT0004608359 BCC POLESINE10/12 ZC 11/20/2012 IT0004608367 BCC CILENTANI 13 SU 5/14/2011 IT0004608375 BCC ANAGNI 10/13 SU 5/27/2011 IT0004608383 BCC CAMBIANO 13 SU 5/14/2011 IT0004608391 B ETRURIA 12 2.10% 5/10/2011 IT0004608409 B.MARCHE 10/13 2.50% 5/10/2011 IT0004608417 B.MARCHE 10/14 S-UP 5/10/2011 IT0004608425 B.MARCHE 10/12 1.5% 6/17/2011 IT0004608433 B.DESIO 10/12 2% 5/11/2011 IT0004608441 B.SARDEGNA 10/14 S-U 5/1/2011

Security Description Payment Date FungibleIT0004608458 B.SARDEGNA 10/12 S-U 5/1/2011 IT0004608466 B.SARDEGNA 10/12 TV 5/1/2011 IT0004608482 EMILRO 10/12 TV 5/12/2011 IT0004608490 POP.RAVENNA 12 TV 5/12/2011 IT0004608508 CRU PINETANA 12 236^ 5/10/2011 IT0004608516 HYPO AA BANK 13 3.00 5/12/2011 IT0004608524 INTESA S.P.10/12 1.8 5/14/2011 IT0004608557 UGF BANCA 10/14 2.40 5/7/2011 IT0004608565 BCC S.ELENA 10/13 TV 2/18/2011 IT0004608573 B.VALLE S. 10/14 S-U 6/7/2011 IT0004608581 B.VALLE S. 10/12 S-U 6/7/2011 IT0004608599 BCC S.ELENA 10/15 SU 5/18/2011 IT0004608607 BCC S.ELENA 13 2.30% 5/18/2011 IT0004608615 BCC S.ELENA 10/15 SU 5/18/2011 IT0004608623 BCC S.ELENA 10/13 TV 2/18/2011 IT0004608631 BCC S.ELENA 13 2.20% 5/18/2011 IT0004608649 BCC GHISALBA 12 2,35 5/12/2011 IT0004608656 CRED.ETNEO 10/13 3.0 5/20/2011 IT0004608664 B.PESCIA 10/15 TV 6/3/2011 IT0004608672 B.MARCHE 10/17 3.20% 5/10/2011 IT0004608680 B.MARCHE 10/12 1.75% 5/10/2011 IT0004608698 B.DESIO 10/12 2% 5/12/2011 IT0004608706 BLPR 10/12 2.30% 5/14/2011 IT0004608714 POP.SPOLETO 2015 TM 6/30/2011 IT0004608722 POP.SPOLETO 15 3,375 2/17/2011 IT0004608730 CARICHIETI 10/14 S-U 5/11/2011 IT0004608755 CR PR-PC 10/12 2.50% 11/12/2011 IT0004608763 CRED.ART.10/12 TV 2/19/2011 IT0004608771 BCC LEZZENO 13 S-U 5/18/2011 IT0004608789 BCC LEZZENO 12 1.70% 5/18/2011 IT0004608797 MEDIOBANCA 10/20 4.5 5/14/2011 IT0004608805 POP.VI 10/15 SU 6/30/2011 IT0004608813 POP.VI 10/14 SU 5/31/2011 IT0004608821 CR PRATO ST.10/14 SU 5/10/2011 IT0004608839 CR PRATO ST.10/14 ZC 11/10/2014 IT0004608847 CR PRATO 10/14 ZC 11/10/2014 IT0004608854 POP ANCONA 13 1.40% 6/18/2011 IT0004608862 B.CARIME 10/12 1.10% 5/31/2011 IT0004608870 B.CARIME 10/13 1.40% 5/31/2011 IT0004608888 B.CARIME 10/15 2% 5/31/2011 IT0004608896 B.ROMAGNA 10/13 1.75 5/10/2011 IT0004608912 BPRM 10/12 2.50 5/10/2011 IT0004608953 B.MAREMMA 10/12 TV 6/1/2011 IT0004608961 B.BERGAMAS. 10/17 TV 6/10/2011 IT0004608979 BCC MARCON 10/14 TM 5/20/2011 IT0004608987 BCC C.BRIANZA 15 SU 5/15/2011 IT0004608995 BCC MARCON 10/13 2.5 5/20/2011 IT0004609001 BCC S.G.MEDUNO15 TM 5/17/2011 IT0004609019 C.CASTELLANA 13 1.95 6/1/2011 IT0004609027 C.CASTELLANA 14 S-UP 6/1/2011 IT0004609035 BCC MARCON 10/15 TM 5/20/2011 IT0004609043 BCC CARSO 10/14 SU 5/15/2011 IT0004609050 BCC CARSO 10/12 2.75 5/15/2011

Security Description Payment Date FungibleIT0004609068 BCA VITERBO 10/13 TM 2/24/2011 IT0004609076 BLPR 10/13 ZC 11/14/2013 IT0004609084 POP.L.SULMONA 12 TF 5/12/2011 IT0004609092 B.L.SULMONA 12 ZC 12/1/2012 IT0004609100 POP.L.SULMONA 17 ZC 6/1/2017 IT0004609118 POP.SPOLETO 2012 2,5 3/30/2011 IT0004609159 POP.FRIULAD.10/16 SU 6/30/2011 IT0004609167 CR PR PC 10/16 SU 6/30/2011 IT0004609175 CC FIORENTINO 14 TV 5/20/2011 IT0004609191 B.BRESCIA 10/12 TV 6/26/2011 IT0004609209 POP ANCONA 10/12 TV 3/30/2011 IT0004609217 BS INVEST 10/15 1.66 12/31/2011 IT0004609258 UCB 10/12 OC USD 4/20/2012 IT0004609282 B.SANTAGIULIA 12 TV 2/20/2011 IT0004609290 BCC VALDARNO 14 TV 5/20/2011 IT0004609308 B.VALDARNO 10/12 TV 5/20/2011 IT0004609316 CC RAVENNATE 17 TV 2/25/2011 IT0004609324 BCC PREALPI 10/12 TV 5/17/2011 IT0004609332 CENTROMARCA 14 3.50% 7/1/2011 IT0004609340 BCC TONIOLO 13 2.30% 5/14/2011 IT0004609357 BCC SUASA 10/17 S-UP 5/17/2011 IT0004609365 BCC SUASA 10/13 S-UP 5/17/2011 IT0004609373 BCC VICENTINO 15 S-U 5/28/2011 IT0004609381 BCC VICENTINO 14C SU 5/28/2011 IT0004609399 B.CENTROPADANA 15 SU 6/1/2011 IT0004609431 CR ASTI 10/15 TV 5/17/2011 IT0004609449 B.SANTAGIULIA 12TV 2/20/2011 IT0004609456 BPSA 10/15 SU 5/17/2011 IT0004609464 B.DESIO 10/12 2.10% 5/14/2011 IT0004609498 CR PR-PC 10/13 2% 5/14/2011 IT0004609506 CR FOLGARIA 10/13 SU 5/17/2011 IT0004609514 CR MORI-VDG 10/15 TM 6/1/2011 IT0004609548 BCC CALATAB. 14 TV 5/31/2011 IT0004609555 BCC ALBA 10/13 TV 5/21/2011 IT0004609563 B.VENETA 1896 14 SUP 5/31/2011 IT0004609571 B VENETA 1896 13 SUP 5/31/2011 IT0004609589 BCC CALATAB. 15 ZC 5/31/2015 IT0004609597 BCC ALBA 10/14 S-UP 5/21/2011 IT0004609605 BCC SARSINA 14 TM 43 5/20/2011 IT0004609613 BCC CHERASCO 12 2.30 5/20/2011 IT0004609621 CC ADDA 10/12 2.50% 6/4/2011 IT0004609639 B.CRS 10/15 SU 6/1/2011 IT0004609647 B.CRS 10/13 SU 6/1/2011 IT0004609654 POP.RAGUSA 10/15 2.9 5/17/2011 IT0004609662 P. RAGUSA 10/14 2.60 5/17/2011 IT0004609670 POP.RAGUSA 10/13 S.U 5/18/2011 IT0004609688 POP.RAGUSA 10/13 ZC 5/18/2013 IT0004609696 CR B.VALLAG. 14 TM 6/1/2011 IT0004609712 POP.SONDRIO 12 2.10% 5/14/2011 IT0004609720 CARIPRATO 10/14 SU 6/30/2011 IT0004609738 CARIPRATO 10/12 1,65 5/31/2011 IT0004609746 VENETO B.10/12 OC 5/14/2012 IT0004609753 POP INTRA 10/12 OC 5/14/2012

Security Description Payment Date FungibleIT0004609779 CRA S.GIACOMO 13 2% 6/1/2011 IT0004609795 CR CESENA 10/12 1.4% 5/14/2011 IT0004609811 BCC CALCIO 10/18 TV 6/1/2011 IT0004609829 BCC CAMBIANO 15 TM 5/28/2011 IT0004609837 CR ASTI 10/15 2.30% 6/1/2011 IT0004609845 B S.STEFANO 12 3.00% 00/00/0000 IT0004609852 B.VALPOLICELLA 10/13 2/17/2011 IT0004609860 B.DESIO 10/13 2% 6/1/2011 IT0004609878 P. RAGUSA 10/14 2.50 5/17/2011 IT0004609886 BCC S.MICHELE13 2.25 5/21/2011 IT0004609894 B.CRAS 10/16 3% 5/18/2011 IT0004609902 BCC GHISALBA 12 S UP 5/14/2011 IT0004609910 BCC S.SGIOV.15 TM 6/1/2011 IT0004609928 BCC S.GIOV. 14 2,25 6/1/2011 IT0004609936 BCC S.GIOV 12 1,75 6/1/2011 IT0004609944 CW ALE EURIBOR C IT0004609951 CW ALE EURIBOR C IT0004609969 CW ALE EURIBOR C IT0004609977 CW ALE EURIBOR C IT0004609985 CW ALE EURIBOR C IT0004609993 CW ALE EURIBOR C IT0004610009 CW ALE EURIBOR C IT0004610017 CW ALE EURIBOR C IT0004610025 CW ALE EURIBOR C IT0004610033 CW ALE EURIBOR C IT0004610041 CW ALE EURIBOR C IT0004610058 CW ALE EURIBOR C IT0004610066 CERT ALE EUROSTOXX C IT0004610074 POP.RAVENNA 15 S UP 5/19/2011 IT0004610082 CARICHIETI 10/13 S-U 6/3/2011 IT0004610108 CR ARTIGIANO 15 2.35 2/19/2011 IT0004610116 POP.VI 10/12 1.50% 3/15/2011 IT0004610124 CR SELVA VG. 13 TM 5/17/2011 IT0004610157 WAR.UNIPOL ORD IT0004610165 WAR.UNIPOL PRIV IT0004610173 B SELLA NEBC 14 TV 5/24/2011 IT0004610181 BCC MASIANO 10/15 TV 6/1/2011 IT0004610207 CR AL 10/13 SU 7/5/2011 IT0004610215 B LEGNANO 10/13 SU 6/22/2011 IT0004610223 B LEGNANO 10/13 1.80 5/20/2011 IT0004610231 POP.CIVIDALE 20 3.18 5/19/2011 IT0004610249 CR SALUZZO 12 1,5 6/3/2011 IT0004610256 BANCA IMI 10/13 2% 6/30/2011 IT0004610280 B.MARCHE 10/15 S-UP 5/17/2011 IT0004610355 BCC ROMANO 10/12 TV 5/20/2011 IT0004610363 BFDV 10/13 TV 5/31/2011 IT0004610371 BCA CARIGE 10/13 SU 6/15/2011 IT0004610389 BCC CARAGLIO 14 TV 5/20/2011 IT0004610397 BCC RIANO 10/13 2.75 6/15/2011 IT0004610405 BCC FIUGGI 10/12 SU 6/1/2011 IT0004610413 CC RAVENNATE 13 1.75 5/20/2011 IT0004610421 INTESA SP 10/12 TV 2/25/2011 IT0004610439 INTESA SP 10/14 2.43 5/25/2011

Security Description Payment Date FungibleIT0004610447 B.NUOVA 10/16 ZC 5/31/2016 IT0004610454 POP ANCONA 14 2.20% 5/27/2011 IT0004610462 POP BERGAMO 13 2.00% 5/24/2011 IT0004610470 CR CESENA 10/14 S.UP 5/18/2011 IT0004610488 VENETO B.H.10/13 2.5 7/2/2011 IT0004610496 VENETO B.H.10/13 2.3 6/3/2011 IT0004610504 VENETO B.H.10/14 TV 6/3/2011 IT0004610512 VENETO B.H.10/15 SU 7/2/2011 IT0004610520 VENETO B.H.10/14 SU 7/2/2011 IT0004610538 VENETO B.H.10/15 SU 6/3/2011 IT0004610553 BANCA IMI 10/14 2% 6/23/2011 IT0004610629 B.CRV 10/12 TV 5/24/2011 IT0004610637 EMILRO 10/12 TV 5/24/2011 IT0004610645 POP PUGLIESE 13 2.10 6/7/2011 IT0004610652 POP PUGLIESE 12 1.70 6/7/2011 IT0004610660 BCA CARIGE 10/14 TM 6/15/2011 IT0004610678 B. CARIGE 10/12 1.75 6/15/2011 IT0004610686 CR.ARTIGIANO 15 2.25 5/27/2011 IT0004610694 CREVERBANCA 13 SUP 6/10/2011 IT0004610702 BANCA IMI 10/13 2% 7/1/2011 IT0004610710 BCC LAUDENSE 14 2.25 8/1/2011 IT0004610736 BPCI 10/13 1.30% 6/30/2011 IT0004610744 POP BERGAMO 13 3.70% 5/31/2011 IT0004610751 B.S.GIORGIO 17 S.UP 6/15/2011 IT0004610769 POP BERGAMO 13 3.77% 5/21/2011 IT0004610777 POP.INTRA 10/15 3% 2/21/2011 IT0004610785 POP BERGAMO 13 3.75% 5/24/2011 IT0004610793 BPRM 10/13 2.90 5/24/2011 IT0004610884 B.CRAS 10/15 S.UP 5/24/2011 IT0004610892 BCC DOBERDO 10/13 SU 5/27/2011 IT0004610918 CW ALE EURIBOR C IT0004610926 PARMA 10/25 TVT 6/30/2011 IT0004610934 CRUEZA DE MA 10/16 2/22/2011 IT0004610942 BCC PALESTRINA 13 TV 6/10/2011 IT0004610959 BCC LAMETINO 12 2% 5/24/2011 IT0004610967 BCC CAPRANICA 14 SU 6/15/2011 IT0004611080 BCC CAMBIANO 12 TM 6/22/2011 IT0004611098 CR ASTI 10/13 1.40% 5/31/2011 IT0004611106 CR ASTI 10/25 4% 5/20/2011 IT0004611114 B.CRV 10/15 SU 5/21/2011 IT0004611122 B.CRV 10/13 SU 5/21/2011 IT0004611130 B.L.SULMONA 12 ZC 5/18/2012 IT0004611148 POP.L.SULMONA 12 TF 5/18/2011 IT0004611155 B.IMOLA 10/12 2.30% 5/20/2011 IT0004611163 CR CONDINO10/13 2.35 6/1/2011 IT0004611171 CR CONDINO 10/14 SU 6/1/2011 IT0004611189 CR FOSSANO 16 2.75% 5/25/2011 IT0004611197 POP BERGAMO 13 3.78% 5/28/2011 IT0004611205 POP BERGAMO 13 3.77% 5/28/2011 IT0004611213 BRE BANCA 10/14 1.65 6/30/2011 IT0004611221 POP ANCONA 13 1.20% 7/2/2011 IT0004611239 BRE BANCA 10/12 TV 3/30/2011 IT0004611247 BPCI 10/16 S-U 6/30/2011

Security Description Payment Date FungibleIT0004611254 CR CESENA 10/12 1.35 5/20/2011 IT0004611262 BANCAPULIA 10/12 2.2 6/21/2011 IT0004611536 CR ASTI 10/15 TV 5/31/2011 IT0004611544 B.TREVISO 10/13 S-U 6/1/2011 IT0004611551 B.TREVISO 10/15 3% 5/31/2011 IT0004611569 B.TREVISO 10/13 2% 5/31/2011 IT0004611577 BCC FORNACETTE14 2.5 6/1/2011 IT0004611585 BCC VALDINIEV. 12 2% 2/26/2011 IT0004611593 BCC ALBA 10/13 TM 5/21/2011 IT0004611601 B CREMASCA 12 1.80% 6/1/2011 IT0004611619 INTESA SP 10/12 TV 6/30/2011 IT0004611627 CR ORVIETO 10/13 SU 6/30/2011 IT0004611676 POP.A.ADIGE 15 S UP 5/27/2011 IT0004611684 POP.A.ADIGE 14 2% 5/27/2011 IT0004611692 BCC GHISALBA 15 TV 2/25/2011 IT0004611700 BCC OFFAN.10/12 1.75 6/11/2011 IT0004611718 CREDIVENETO 14 S-UP 5/26/2011 IT0004611726 CREDIVENETO 13 2.05% 5/26/2011 IT0004611734 CREDIVENETO 14 S-UP 5/26/2011 IT0004611742 BC CHERASCO 10/13 SU 6/1/2011 IT0004611759 BC CHERASCO 10/14 SU 6/1/2011 IT0004611767 CRA ROANA 10/14 SU 6/1/2011 IT0004611775 CREDIVENETO 13 2.35% 5/26/2011 IT0004611791 CR S.MINIATO 15 TM 5/31/2011 IT0004611866 B.RIMINI 10/12 SU 6/1/2011 IT0004611874 B.MARCHE 10/13 2% 6/1/2011 IT0004611882 BCA CARIGE 10/15 SU 6/25/2011 IT0004611890 BCA CARIGE 10/13 1.3 6/25/2011 IT0004611908 CRU VALFASSA 14 TV 6/1/2011 IT0004611916 CRU VALFASSA 13 2.20 6/1/2011 IT0004611924 INTESA SP 10/13 2.4% 6/30/2011 IT0004611932 BANCA IMI 10/17 TV 6/30/2011 IT0004611940 CR BOLZANO 10/13 TV 6/30/2011 IT0004611957 CR BOLZANO 10/13 1.5 6/30/2011 IT0004611965 CR BOLZANO 15 2.25% 6/30/2011 IT0004611973 CR BOLZANO 10/12 TV 3/31/2011 IT0004611981 B.BRESCIA 10/13 1.55 6/30/2011 IT0004611999 B.CARIME 10/12 1% 6/15/2011 IT0004612005 B.BRESCIA 10/14 SU 6/14/2011 IT0004612013 B.CARIME 10/15 1.85% 6/15/2011 IT0004612021 BVC 10/15 2.1% 6/15/2011 IT0004612039 B.BRESCIA 10/12 1.15 6/14/2011 IT0004612047 BCO BRESCIA 10/13 SU 6/14/2011 IT0004612054 B.BRESCIA 10/15 SU 6/14/2011 IT0004612070 B.CARIME 10/13 1.25% 6/15/2011 IT0004612088 B.S.GIORGIO 10/15 TV 6/15/2011 IT0004612096 BVC 10/13 1.35% 6/15/2011 IT0004612104 BCC FANO 10/13 3.45% 5/24/2011 IT0004612112 BCC VICENT.10/12 TV 6/1/2011 IT0004612120 MANTOVABANCA 10/12 3 3/1/2011 IT0004612138 B C.EMILIA 10/13 SU 6/7/2011 IT0004612146 BCC AGRO BS 12 2.80% 6/1/2011 IT0004612161 FINALE EMILIA 10/30 6/30/2011

Security Description Payment Date FungibleIT0004612179 BTP 2% 20130601 6/1/2011 IT0004612187 B.MPS 10/12 ZC 6/18/2012 IT0004612195 EMILRO 10/13 1.70% 5/28/2011 IT0004612203 POP FRUSINATE 15 3.5 6/1/2011 IT0004612211 CRU B.VALSUG. 13 S-U 6/1/2011 IT0004612229 B.POP.10/15 TV 6/30/2011 IT0004612237 B.POP. 10/14 S-UP 6/30/2011 IT0004612245 POP BERGAMO 13 3.75% 5/27/2011 IT0004612252 BCC VEROLA. 12 2.1% 5/25/2011 IT0004612286 B C. GEMONESE 13 TV 3/1/2011 IT0004612294 CR TREVIGIANO 14 TV 6/10/2011 IT0004612302 BCC ROMAGNA 10/13 ZC 5/26/2013 IT0004612310 BCC ROMA 13 2,25 5/27/2011 IT0004613102 BCC UDINE 13 S UP 6/1/2011 IT0004613136 DIR RISANAMENTO PG IT0004613185 CERT IMI EP S-P C IT0004613193 B.VERONESE15 S UP 6/7/2011 IT0004613201 CW ALE EURIBOR C IT0004613219 B.VERONESE 15 S UP 6/7/2011 IT0004613227 B.VERONESE 13 S UP 6/7/2011 IT0004613235 BCC PREALPI 10/13 SU 5/28/2011 IT0004613243 BCC PREALPI 10/15 SU 5/28/2011 IT0004613250 BCC CARAGLIO 14 TM 5/28/2011 IT0004613268 CERT ALE EUROSTO C IT0004613276 BCC MASIANO 12 1.5% 9/1/2011 IT0004613292 B.VALSASSINA 13 SU 6/15/2011 IT0004613300 BCC VALDOSTANA 13 TM 6/1/2011 IT0004613318 BCC VALDOSTANA 13 TM 6/1/2011 IT0004613326 CRA BINASCO 12 1.75% 6/1/2011 IT0004613334 B.A.MARITTIME 18 3% 5/27/2011 IT0004613342 BCC MANZANO 11 OC 6/1/2011 IT0004613359 CW ALE EURIBOR C IT0004613367 CW ALE EURIBOR C IT0004613375 CW ALE EURIBOR C IT0004613383 CW ALE EURIBOR C IT0004613391 CW ALE EURIBOR C IT0004613409 CW ALE EURIBOR C IT0004613417 BPSA 10/12 ZC 6/30/2012 IT0004613425 BPSA 10/13 ZC 5/31/2013 IT0004613433 BCO LUCCA 10/13 2.50 5/28/2011 IT0004613441 CRU ALDENO 12 S-UP 6/1/2011 IT0004613466 CRED.ROMAGNA 15 TV 6/1/2011 IT0004613474 CRED.ROMAGNA 17 TV 6/1/2011 IT0004613482 CRED.ART.10/15 2.3% 6/7/2011 IT0004613490 HYPO AA BANK 12 TV 2/28/2011 IT0004613508 INTESA SP 10/12 TV 3/4/2011 IT0004613557 B.MARCHE 10/13 ZC 6/1/2013 IT0004613581 CARIPRATO 10/12 1.65 6/15/2011 IT0004613599 CARIPRATO 10/15 SU 6/30/2011 IT0004613607 BCC CASTENASO 12 TV 3/1/2011 IT0004613615 B.S.BIAGIO 10/12 2% 6/1/2011 IT0004613623 BCC ARBOREA 13 3.00 6/1/2011 IT0004613631 B.FORLI' 10/14 S-UP 6/1/2011

Security Description Payment Date FungibleIT0004613649 B.CENTROV.10/12 S-UP 6/1/2011 IT0004613656 BCC MONTERENZIO15 SU 6/1/2011 IT0004613664 BCC MONTERENZIO14 SU 6/1/2011 IT0004613672 BCC MONTERENZIO13 SU 6/1/2011 IT0004613680 BCC EUGANEA 10/16 SU 6/1/2011 IT0004613698 BCC EUGANEA 10/14 SU 6/1/2011 IT0004613706 BCC EUGANEA 10/13 SU 6/1/2011 IT0004613714 BCC CREMENO 10/13 SU 6/7/2011 IT0004613730 BCC LESMO 10/12 SU 6/9/2011 IT0004613748 CR ASTI 10/20 3.42% 6/1/2011 IT0004613755 CR ASTI 10/17 2.85% 6/1/2011 IT0004613813 B.NUOVA 10/15 2.50% 5/31/2011 IT0004613821 B.NUOVA 10/13 2% 5/31/2011 IT0004613847 POP.VI 10/15 SU 6/30/2011 IT0004613854 UNICREDIT C.B.15 TV 2/28/2011 IT0004613862 POP BERGAMO 10/12 TV 3/18/2011 IT0004613870 CERT ALE FTSE MIB C IT0004613888 CW ALE EURIBOR C IT0004613896 BPSA 10/15 4.22% 5/15/2011 IT0004613912 CRED.ART. 10/13 TV 3/9/2011 IT0004613938 POP.MANTOVA 18 3.50% 6/30/2011 IT0004613946 POP MILANO 10/18 3.5 6/30/2011 IT0004613953 POP.MANTOVA 15 2.65% 6/30/2011 IT0004613961 POP MILANO 15 2.65% 6/30/2011 IT0004613987 CR AL 10/15 2.65% 7/5/2011 IT0004613995 B LEGNANO 10/18 3.50 7/5/2011 IT0004614001 B LEGNANO 10/15 2.65 7/5/2011 IT0004614019 B.MPS 10/13 ZC 10/15/2013 IT0004614027 CARILO 10/13 ZC 6/1/2013 IT0004614035 B.DESIO LAZIO 12 SU 6/22/2011 IT0004614043 B.DESIO 10/12 SU 6/15/2011 IT0004614050 SANFELICE 10/14 SU 6/1/2011 IT0004614068 POP.LAJATICO 15 S-UP 6/11/2011 IT0004614076 POP.LAJATICO 13 2% 6/11/2011 IT0004614084 POP.MAROST.10/12 TM 6/21/2011 IT0004614092 CRU ALDENO 15 S-UP 6/14/2011 IT0004614100 CR. CENTO 12 1,70% 6/4/2011 IT0004614118 CR CENTO 10/12 TV 6/4/2011 IT0004614126 CRED.ART.10/15 2.2% 6/9/2011 IT0004614134 CRED.ART.10/13 S-UP 6/9/2011 IT0004614142 POP APRILIA10/12 1.7 6/1/2011 IT0004614159 POP APRILIA 10/14 SU 6/1/2011 IT0004614167 POP BERGAMO 15 3.77% 5/31/2011 IT0004614175 POP ANCONA 17 2.90% 6/11/2011 IT0004614183 BRE BANCA 10/15 S-U 6/16/2011 IT0004614191 BANCAPULIA 10/14 S-U 7/2/2011 IT0004614209 POP.INTRA 10/15 S-UP 7/2/2011 IT0004614217 POP.INTRA 14 S UP 7/2/2011 IT0004614225 POP.INTRA 13 2,5 7/2/2011 IT0004614233 VENETO B.10/13 2.30% 6/3/2011 IT0004614241 VENETO B.10/15 SU 6/3/2011 IT0004614266 VENETO B.10/15 SU 7/2/2011 IT0004614274 VENETO B.10/14 TV 6/3/2011

Security Description Payment Date FungibleIT0004614282 BCC ROMANO 10/12 TV 6/1/2011 IT0004614308 CRA S.GIUSEPPE 13 TV 6/1/2011 IT0004614316 BCC TUSCOLO 10/15 SU 6/21/2011 IT0004614324 B.ROMAGNA C. 14 SUP 6/9/2011 IT0004614332 B.ROMAGNA C.12 1,75% 7/15/2011 IT0004614340 BCC SERINO 13 2.55% 2/18/2011 IT0004614357 BCC GAROLFO 10/17 TM 6/3/2011 IT0004614365 BCC VERSILIA 16 2.50 6/15/2011 IT0004614373 BCC ADDA 10/15 S-UP 6/21/2011 IT0004614381 BCC ADDA 10/13 1.70% 6/21/2011 IT0004614399 B PIEMONTE 10/12 TV 3/1/2011 IT0004614407 CRED.ART.10/13 TV 6/10/2011 IT0004614415 B.CENTROP. 10/12 TV 4/1/2011 IT0004614423 BCC ABRUZZ. 12 2.25% 6/3/2011 IT0004614431 CR BOVES 12 TF 6/15/2011 IT0004614449 CR BOVES 14 S UP 6/15/2011 IT0004614456 BCC AGRO BS 14 S-U 6/21/2011 IT0004614464 BCC AGRO BS 10/13 2% 6/21/2011 IT0004614472 BCC AGRO BS 12 1.50% 3/21/2011 IT0004614480 B.BERGAMASCA 14 S-UP 6/10/2011 IT0004614498 BCC AGRO BS 10/15 SU 6/21/2011 IT0004614514 BCC ANAGNI 10/13 SU 6/15/2011 IT0004614530 B.CR.POP.10/15 2.97% 6/3/2011 IT0004614548 SANFELICE 10/15 2.50 3/1/2011 IT0004614555 SANFELICE 10/13 TV 6/1/2011 IT0004614589 B.L.SULMONA 13 S UP 5/31/2011 IT0004614597 B.P.L.SULMONA 13 ZC 5/31/2013 IT0004614613 CRED.ART.10/15 2.18% 6/10/2011 IT0004614621 FINANZA E F.TV 15 5/28/2011 IT0004614639 B.MPS 10/12 ZC 7/16/2012 IT0004614654 BANCA IMI 10/17 TV 6/30/2011 IT0004614696 BANCA IMI 10/16 TV 6/30/2011 IT0004614704 FINANZA E F.15 TV 5/28/2011 IT0004614712 INTESA SP 10/14 2.7% 6/30/2011 IT0004614795 BOT 20110615 365 GG 6/15/2011 IT0004614829 POP ANCONA 10/14 SU 7/2/2011 IT0004614837 POP BERGAMO 13 3.80% 6/7/2011 IT0004614845 BVC 10/18 2.8% 3/7/2011 IT0004614894 BCC PACECO 10/14 S-U 6/10/2011 IT0004614902 BCC SIGNA 10/20 4% 6/3/2011 IT0004614910 BCC SIGNA 10/14 S-UP 6/3/2011 IT0004614928 CW ALE EURIBOR C IT0004614944 BCC FALCONARA15 2.75 7/1/2011 IT0004614951 BCC FALCONARA 13 2.0 7/1/2011 IT0004614977 B.MPS 10/13 2.35% 7/16/2011 IT0004614985 B.MPS 10/12 ZC 7/16/2012 IT0004614993 B.MPS 10/12 TV 7/16/2011 IT0004615008 B.MPS 10/13 2.45% 7/16/2011 IT0004615016 B.MPS 10/14 TV 7/16/2011 IT0004615024 CR ASTI 10/17 TV 3/3/2011 IT0004615057 B.BOLOGNA 10/13 2% 6/14/2011 IT0004615065 B.BOLOGNA 10/15 S-UP 6/14/2011 IT0004615073 BCA GALILEO 10/13 TM 6/22/2011

Security Description Payment Date FungibleIT0004615081 B.MARCHE 10/12 1.25% 10/15/2011 IT0004615099 B.MARCHE 10/13 1.50% 10/15/2011 IT0004615107 B.DESIO VENE.13 1.80 6/30/2011 IT0004615115 B.DESIO VEN.10/12 SU 6/30/2011 IT0004615123 POP.SPOLETO 15 3,25% 3/15/2011 IT0004615131 CR MEZZOCORONA 10/12 6/16/2011 IT0004615149 POP PUGLIESE 13 2.30 6/21/2011 IT0004615156 POP PUGLIESE 12 1,90 6/21/2011 IT0004615172 CRED.ART. 10/12 TV 6/15/2011 IT0004615180 CRED.ART.10/14 TV 3/14/2011 IT0004615214 BCC BRESCIA 15 S-UP 6/10/2011 IT0004615222 BCC BRESCIA 13 2.5% 6/10/2011 IT0004615230 BC G.TONIOLO 17 3% 6/8/2011 IT0004615248 BC TONIOLO 10/15 2.5 6/8/2011 IT0004615255 BC G.TONIOLO 13 2.3% 6/8/2011 IT0004615263 B.MPS 10/13 2.40% 6/30/2011 IT0004615271 HYPO AA BANK 14 SU 6/7/2011 IT0004615289 HYPO AA BANK 13 TV 3/7/2011 IT0004615297 BCC ROMA 15 TV 6/7/2011 IT0004615305 UNICREDIT 17 S UP 6/14/2011 IT0004615321 PIANTA MARINA SRL 16 6/30/2011 IT0004615339 CR MEZZOCORONA 13 2% 6/16/2011 IT0004615370 B FUCINO 10/13 2.30% 6/1/2011 IT0004615396 METHORIOS ORD IT0004615420 N.IMMOBILIARE ORD IT0004615446 B.CRAS.10/20 TV 6/10/2011 IT0004615453 BCC A.RENO 10/13 SU 6/15/2011 IT0004615461 BCC A.RENO 10/12 SU 6/15/2011 IT0004615479 CRA BRENDOLA 14 S-U 6/7/2011 IT0004615487 B.CRAS.10/15 S-UP 6/11/2011 IT0004615495 BCC SPELLO 13 S-UP 6/15/2011 IT0004615503 BCC SPELLO 15 S-UP 6/15/2011 IT0004615511 CR ASTI 10/13 2.30% 6/4/2011 IT0004615529 BCC CASTAGNETO 13 TV 6/14/2011 IT0004615537 BCC CASTAGNETO 14 TM 6/14/2011 IT0004615545 BCC CASTAGNETO 13 2% 6/14/2011 IT0004615552 BCC CASTAGNETO 15 SU 6/14/2011 IT0004615560 EMILRO 10/12 TV 6/7/2011 IT0004615578 POP.RAVENNA 12 TV 6/7/2011 IT0004615586 CRU PRIMIER.10/12 SU 3/15/2011 IT0004615594 CRU PRIMER.10/15 TM 3/15/2011 IT0004615602 CR SAONE 10/13 SU 6/15/2011 IT0004615610 CR SAONE 10/12 TV 6/15/2011 IT0004615628 CR SAONE 10/12 2.15% 6/15/2011 IT0004615636 CRED.ROMAGNA 15 TV 6/10/2011 IT0004615644 CRED.ROMAGNA 17 TV 6/15/2011 IT0004615651 CR SALUZZO 13 2.5% 6/28/2011 IT0004615669 HYPO AA BANK 15 TM 6/7/2011 IT0004615677 BCC CIRCEO 10/15 2.5 7/5/2011 IT0004615693 C.S.MINIATO 10/15 TM 6/16/2011 IT0004615701 BCA CARIGE 10/13 2.0 7/2/2011 IT0004615719 BANCASCIANO 17 TV 3/8/2011 IT0004615727 BANCASCIANO 13 S UP 6/8/2011

Security Description Payment Date FungibleIT0004615735 POP.ETICA 12 S UP 8/4/2011 IT0004615750 B MODENESE 12 2.65% 6/23/2011 IT0004615768 B.DESIO TOS.10/14 TV 6/22/2011 IT0004615776 POP.ETICA 13 S UP 8/4/2011 IT0004615784 B.DESIO TOS.10/13 SU 6/22/2011 IT0004615792 B.DESIO TOS.10/12 TF 6/22/2011 IT0004615826 CR CONDINO 10/12 TV 7/1/2011 IT0004615834 BCC GHISALBA 13 TV 6/7/2011 IT0004615859 BCC ROM.C.12 2,35 6/15/2011 IT0004615867 CARIPRATO 10/13 TV 6/15/2011 IT0004615875 CRU LACES 10/13 TV 7/15/2011 IT0004615883 B.MPS ORD VINC IT0004615917 BTP 20150615 3% 6/15/2011 IT0004615925 CR ASTI 10/25 3.75% 6/8/2011 IT0004615933 BCA CARIGE 10/15 SU 7/5/2011 IT0004615958 CR FIRENZE 10/40 TV 6/16/2011 IT0004615966 CR BOLZANO 15 TV 7/23/2011 IT0004615974 B.CARIME 10/15 1.85 6/30/2011 IT0004615982 B.CARIME 10/13 1.3% 6/30/2011 IT0004615990 B.CARIME 10/12 1% 6/30/2011 IT0004616014 UNICREDIT 10/16 TV 3/31/2011 IT0004616022 VENETO B.H.10/14 SU 6/21/2011 IT0004616030 VENETO B.H.10/14 TV 7/2/2011 IT0004616048 VENETO B.H.10/13 2.3 7/2/2011 IT0004616055 VENETO B.10/12 2.15% 6/10/2011 IT0004616097 B.MALATESTIANA 13 TV 3/15/2011 IT0004616105 B.MALATESTIANA 14 TV 6/15/2011 IT0004616113 BCC CARUGATE 13 1.65 6/18/2011 IT0004616121 B.MPS 10/13 TV 6/15/2011 IT0004616139 B.MARCHE 10/15 S-UP 6/30/2011 IT0004616147 B.MARCHE 10/12 1.50% 6/17/2011 IT0004616154 POP.CASSINATE 10/15 6/15/2011 IT0004616162 POP.CASSINATE 10/13 6/15/2011 IT0004616170 BCA CARIGE 10/17 SU 7/5/2011 IT0004616188 CR RAVENNA 13 2.3% 6/10/2011 IT0004616204 POP.SONDRIO 10/14 2% 6/25/2011 IT0004616238 POP BERGAMO 13 1.00% 6/11/2011 IT0004616246 BCC CANAVESE 17 TV 6/10/2011 IT0004616295 EMILRO 10/12 TV 6/14/2011 IT0004616303 POP.MEZZOG. 10/12 TV 6/14/2011 IT0004616311 CR VOLTERRA 13 2.15% 6/16/2011 IT0004616329 CR BRUNICO 10/13 TV 6/18/2011 IT0004616337 BIM 10/13 TV 6/1/2011 IT0004616345 BIVERBANCA 10/14 SU 7/2/2011 IT0004616352 BIVERBANCA 10/12 TV 7/2/2011 IT0004616360 BIVERBANCA 10/13 2.4 7/2/2011 IT0004616378 BIVERB. 10/12 1.85% 7/2/2011 IT0004616386 POP.CASSINATE 13 TV 3/15/2011 IT0004616394 B.DESIO LAZIO 13 1.9 6/14/2011 IT0004616402 CARIFAC 10/14 S-UP 6/21/2011 IT0004616410 CR PR PC 10/16 SU 6/30/2011 IT0004616428 CR PR PC 10/12 SU 11/3/2011 IT0004616436 CENTROB. 10/40 3.25% 6/21/2011

Security Description Payment Date FungibleIT0004616444 CENTROB. 10/35 3.25% 6/21/2011 IT0004616469 CR LAGUNDO 10/14 TM 7/1/2011 IT0004616485 BCC A.VIC.10/13 TV 7/1/2011 IT0004616493 BCC CAVOTI 10/13 2.5 7/1/2011 IT0004616501 BCC CAVOTI 12 2.125 7/1/2011 IT0004616519 BCC A.VIC.10/14 SU 7/1/2011 IT0004616527 CRU LUCINICO 14 S-UP 6/15/2011 IT0004616535 BCC CASTELLI 13 1,95 4/1/2011 IT0004616576 SIENA TF 10/20 4/1/2011 IT0004616592 VENETO B.10/14 TV 7/2/2011 IT0004616600 B.MPS 10/14 TV 6/15/2011 IT0004616618 B.CR.POP. 10/14 2.6% 6/25/2011 IT0004616626 B.CR.POP. 10/12 ZC 10/25/2012 IT0004616634 POP.LAJATICO 12 2% 3/21/2011 IT0004616642 UBI 10/12 TV 6/30/2011 IT0004616659 VENETO B.10/13 2.30% 7/2/2011 IT0004616667 CR LANA 10/13 2.10% 5/1/2011 IT0004616683 BCC PRATOLA 13 TV 6/15/2011 IT0004616691 B.MOLISANA 10/13 3% 6/21/2011 IT0004616709 BCC MOZZANICA 12 S-U 6/22/2011 IT0004616717 BCC PRATOLA 14 S-UP 6/15/2011 IT0004616725 BCC PRATOLA 13 S-UP 6/15/2011 IT0004617517 BCC AGRO BS 13 3.15% 6/17/2011 IT0004617525 BCC GHISALBA 13 2,3 6/28/2011 IT0004617533 BCC PORDENONESE16 TM 6/14/2011 IT0004617541 BCC GATTEO 10/14 SU 6/21/2011 IT0004617558 B.CENTROV.10/15 ZC 6/15/2015 IT0004617566 B.CENTROV.10/12 S-UP 6/15/2011 IT0004617574 BCC GHISALBA 15 3% 6/28/2011 IT0004617582 B.CENTROV.10/16 S-UP 6/15/2011 IT0004617608 B ETRURIA 10/13 3% 6/30/2011 IT0004617624 CR BRUNICO 10/15 SU 7/5/2011 IT0004617632 CR BRUNICO 10/15 TV 7/5/2011 IT0004617640 POP.NOVARA 10/30 1.4 6/18/2011 IT0004617657 B.JONIO 17 S UP 6/30/2011 IT0004617665 CR.CESENA 10/12 1.35 6/15/2011 IT0004617723 BCC ALBA 10/12 TV 3/16/2011 IT0004617756 ROVIGOBANCA 12 2.10 6/22/2011 IT0004617764 BCC ALBA 10/12 S-UP 6/16/2011 IT0004617780 BANCA SAI 10/13 2.7% 6/17/2011 IT0004617806 B.DESIO 10/13 SU 7/1/2011 IT0004617814 B.DESIO 10/12 1.80% 7/1/2011 IT0004617822 B.DESIO 10/15 SU 6/17/2011 IT0004617830 POP.MAROST.10/15 SU 7/20/2011 IT0004617848 EMILBANCA 12 2.23% 6/17/2011 IT0004617855 FINITALIA 10/13 2.81 6/17/2011 IT0004617863 BCC GARDA 10/13 S-UP 6/10/2011 IT0004617889 BCC GARDA 10/12 3% 6/21/2011 IT0004617897 B.PASSADORE 14 TV 7/1/2011 IT0004617905 POP.VI 10/13 TV 7/30/2011 IT0004617913 POP.VI 10/13 1.50% 7/30/2011 IT0004617921 POP BERGAMO 10/12 TV 4/16/2011 IT0004617939 UBI LEASING 20 TV 3/23/2011

Security Description Payment Date FungibleIT0004617947 UGF BANCA 10/12 2% 3/17/2011 IT0004617954 UGF BANCA 10/14 2.40 3/17/2011 IT0004617962 P.MEZZOG. 10/12 1.90 6/17/2011 IT0004617988 CR VALBADIA 10/13 TV 7/5/2011 IT0004617996 POP MILANO 13 2.30% 6/16/2011 IT0004618002 BCC CAMBIANO 12 SU 7/15/2011 IT0004618010 B.RIMINI 10/12 2% 3/18/2011 IT0004618028 B.RIMINI 10/12 SU 6/18/2011 IT0004618044 B.SASSARI 17 2.9% 6/21/2011 IT0004618051 B.SASSARI 15 2.4% 6/21/2011 IT0004618069 B.SASSARI 12 1.8% 6/21/2011 IT0004618077 B.TRE VENEZIE 13 SU 6/21/2011 IT0004618085 POP.MAROST.10/13 TM 8/10/2011 IT0004618093 CRED.VALT. 10/15 S-U 3/23/2011 IT0004618119 BCC TONIOLO 13 TV 7/1/2011 IT0004618127 BCC NISSENO 13 2,20% 6/21/2011 IT0004618135 BCC VEROLA.15 S-UP 6/21/2011 IT0004618143 B.ROMAGNA C. 13 S-UP 6/21/2011 IT0004618150 CRA TREVISO 14 S-UP 6/21/2011 IT0004618168 CRA TREVISO 12 3% 6/21/2011 IT0004618176 BCC G.TONIOLO 14 3% 7/1/2011 IT0004618184 BCC G.TONIOLO 12 2% 7/1/2011 IT0004618200 BCC G.TONIOLO 13 TV 7/1/2011 IT0004618218 BCC VALLE S. 13 S-UP 7/15/2011 IT0004618226 B.MPS 10/15 COV.BOND 6/30/2011 IT0004618234 BCC VIGNOLE 10/20 TV 6/21/2011 IT0004618242 BCC OSTRA 13 TV 6/28/2011 IT0004618259 BCC OSTRA 13 S-UP 6/28/2011 IT0004618275 B.CIVIDALE 10/13 2% 6/22/2011 IT0004618283 CR BRENTONICO 15 TM 7/2/2011 IT0004618291 CRU VALLE LAGH.17 TV 7/1/2011 IT0004618309 CRU VALLE LAGH.13 TV 7/1/2011 IT0004618317 CRU VALLE LAGH.15 SU 7/1/2011 IT0004618325 CRED.ROMAGNA 13 TM 4/1/2011 IT0004618390 CRED.ROMAGNA 13 TM 4/1/2011 IT0004618408 CRED.ROMAGNA 15 TV 7/1/2011 IT0004618424 POP VICENZA 13 2.30 7/30/2011 IT0004618432 POP VICENZA 10/13 SU 7/30/2011 IT0004618440 B.BRESCIA 10/13 1.15 7/14/2011 IT0004618465 ENEL GREEN POWER ORD IT0004618473 B.INTERPROV.12 TV 4/1/2011 IT0004618481 CC FIORENTINO 13 TV 7/10/2011 IT0004618499 CREDIOP 16 TV 6/28/2011 IT0004618507 CREDIOP 16 3,60% 6/28/2011 IT0004618556 CR ASTI 10/15 TV 6/30/2011 IT0004618564 B.INTERPROV.12 2.50% 7/1/2011 IT0004618572 BCA REALE 10/15 3.00 7/2/2011 IT0004618580 BCA REALE 10/20 4.10 7/2/2011 IT0004618598 B.M. LUCCA 10/20 TV 6/29/2011 IT0004618606 CR.BRA 10/15 TV 7/1/2011 IT0004618614 POP BERGAMO 13 2.51% 6/23/2011 IT0004618622 POP BERGAMO 13 2.50% 6/23/2011 IT0004618648 VIBANCA 10/13 TV 7/1/2011

Security Description Payment Date FungibleIT0004618655 BCC BASILIANO 13 TV 7/1/2011 IT0004618663 BCC IMPRUNETA 16 3,6 6/21/2011 IT0004618671 BCC CARATE 12 2.35% 6/28/2011 IT0004618689 BCC MONTEP.13 2.52% 7/1/2011 IT0004618697 BCC MONTEP.13 2.86% 7/1/2011 IT0004618705 VIBANCA 10/13 S-U 7/1/2011 IT0004618713 BCC ANCONA 10/16 S-U 6/28/2011 IT0004618721 BCC MAIERATO 12 2.2% 6/28/2011 IT0004618747 CRA CORTINA 10/13 TM 7/16/2011 IT0004618754 BCC ROMA TV 13 TV 3/25/2011 IT0004618762 BCC SASSANO 14 3.50 6/23/2011 IT0004618788 B.MAREMMA 10/14 3% 6/28/2011 IT0004618796 CC VALDARNO 10/15 SU 7/1/2011 IT0004618812 CARIM 10/14 S-U 7/16/2011 IT0004618820 CARIM 10/12 1.50% 7/16/2011 IT0004618838 CARIM 10/13 1.65% 7/16/2011 IT0004618846 POP.RAGUSA 10/13 SU 6/25/2011 IT0004618853 BNL 10/50 9% 6/28/2011 IT0004618861 POP PUGLIESE 13 2.20 7/7/2011 IT0004618879 POP PUGLIESE 12 1.80 7/7/2011 IT0004618887 CR BRA 10/14 S-UP 7/1/2011 IT0004618895 BCC GARDA 10/13 3.25 6/16/2011 IT0004618903 B.AGRIGENT.13 3.25% 7/1/2011 IT0004618937 MEDIOCRATI 10/15 TV 7/1/2011 IT0004618952 C.RAFFAISEN 10/13 TV 7/1/2011 IT0004618978 B.POP.10/17 S-UP 7/30/2011 IT0004618986 B.POP.10/15 S-UP 7/30/2011 IT0004618994 B.POP.10/13 2.5% 7/30/2011 IT0004619000 B.CO POP. 10/15 ZC 1/30/2015 IT0004619018 B.POP.10/12 ZC 10/31/2012 IT0004619026 BPCI 10/14 S-U 7/21/2011 IT0004619034 BPCI 10/13 1.30% 7/21/2011 IT0004619042 POP BERGAMO 13 3.80% 6/21/2011 IT0004619059 CRU GIUD.VA 10/14 SU 7/1/2011 IT0004619067 CRU GIUD.VA 10/15 SU 7/1/2011 IT0004619075 CRU GIUD.VA 10/20 SU 7/1/2011 IT0004619083 CRU GIUD.VA 10/14 TV 7/1/2011 IT0004619091 B.FEDERICIANA 13 TF 7/15/2011 IT0004619109 UBI C.BONDS 17 3.375 9/15/2011 IT0004619125 CREDIUMBRIA 10/15 TV 7/1/2011 IT0004619133 CREDIUMBRIA 10/13 TV 7/20/2011 IT0004619141 CC RAVENNATE 13 TV 4/5/2011 IT0004619158 B.REGGIANA 10/13 TV 4/1/2011 IT0004619166 B.REGGIANA 10/13 TV 7/1/2011 IT0004619174 B.BERGAMASCA 12 UP 6/28/2011 IT0004619182 CREDIUMBRIA 10/13 SU 7/1/2011 IT0004619190 CREDIUMBRIA 10/13 SU 7/20/2011 IT0004619208 BCC REGGIANA 14 S-UP 7/1/2011 IT0004619216 BCC REGGIANA 13 2% 7/1/2011 IT0004619224 BCC REGGIANA 15 TM 7/1/2011 IT0004619240 CERT ALE FTSE MIB C IT0004619257 CR ASTI 10/12 1.90% 6/22/2011 IT0004619265 POP FRUSINATE 16 SU 7/1/2011

Security Description Payment Date FungibleIT0004619281 CR BRA 10/13 TV 4/1/2011 IT0004619299 CREDEM 10/12 1.80% 4/19/2011 IT0004619307 CREDEM 10/13 2.35% 4/19/2011 IT0004619315 CREDEM 10/12 1.80% 4/19/2011 IT0004619323 CRED.VALT.10/13 1.55 6/30/2011 IT0004619331 BCC MONTEPAONE 10/15 6/25/2011 IT0004619349 INTESA SP 10/13 2.60 8/3/2011 IT0004619356 INTESA SP 10/13 2.25 8/3/2011 IT0004619364 INTESA SP 10/17 TV 8/3/2011 IT0004619372 POP.CORTONA 10/13 TF 7/12/2011 IT0004619380 CR OLTRADIGE 20 TV 6/29/2011 IT0004619398 CR OLTRADIGE 20 TV 6/30/2011 IT0004619414 BRE BANCA 10/12 TV 4/30/2011 IT0004619422 BRE BANCA 10/14 1.65 7/30/2011 IT0004619430 BRE BANCA 10/12 1.10 7/30/2011 IT0004619448 B.CARIME 10/12 1.05% 7/15/2011 IT0004619455 B.CARIME 10/13 1.25% 7/15/2011 IT0004619463 B.CARIME 10/15 1.8% 7/15/2011 IT0004619471 POP BERGAMO 15 3.80% 6/30/2011 IT0004619497 CR S.GIACOMO 13 2% 7/1/2011 IT0004619513 B.BERGAMASCA 15 S-UP 6/28/2011 IT0004619521 BCC ANGHIARI 16 S-UP 7/1/2011 IT0004619547 CR BOVES 13 TM 4/1/2011 IT0004619554 BCC GHISALBA 12 2,4 6/28/2011 IT0004619562 BCC GHISALBA 12 2,60 3/28/2011 IT0004619612 BCC CAMBIANO10/13 SU 7/12/2011 IT0004619620 B.PADOVANA 10/13 2% 6/28/2011 IT0004619638 B.DESIO TOSC. 14 TV 7/15/2011 IT0004619646 B.DESIO TOSC. 12 1.9 7/15/2011 IT0004619653 B.DESIO 10/15 TM 7/15/2011 IT0004619661 CARICHIETI 10/15 S-U 7/12/2011 IT0004619687 CC VALDINIEVOL.15 TM 7/5/2011 IT0004619695 CC VALDINIEVOL.13 TV 4/5/2011 IT0004619703 CRED.ART. 10/12 TV 4/1/2011 IT0004619711 BCC ALBA 13 S-UP 6/24/2011 IT0004619729 BCC ALBA 10/13 TM 6/24/2011 IT0004619737 BCC ALBA 20 3,5 6/24/2011 IT0004619745 POP BARI 10/13 TV 6/28/2011 IT0004619752 B.POP.10/15 TV 7/30/2011 IT0004619760 C RAIFF. SELVA 15 TV 6/24/2011 IT0004619802 ORIENTE 10/17 TV 6/30/2011 IT0004619828 BCC ANCONA 15 TV 7/1/2011 IT0004619836 BCC ARBOREA 10/13 TV 6/30/2011 IT0004619851 CR PR PC 10/12 TV 4/1/2011 IT0004619901 BCC FILOTTR.10/13 TV 7/1/2011 IT0004619919 B CREMONESE 10/14 SU 6/28/2011 IT0004619927 CRA BRENDOLA 13 S-UP 7/1/2011 IT0004619935 BCC SANGRO 10/13 S-U 4/1/2011 IT0004619943 BCC FILOTTR.10/13 ZC 7/1/2013 IT0004619950 BCC FILOTTRANO 133% 7/1/2011 IT0004619968 BCC ANAGNI 10/15 SU 7/5/2011 IT0004619976 BANCANAGNI 10/13 S-U 7/20/2011 IT0004619984 BCC ARBOREA 10/13 3% 6/30/2011

Security Description Payment Date FungibleIT0004619992 B.MPS 10/12 ZC 8/3/2012 IT0004620008 B.MARCHE 10/13 2.20% 5/4/2011 IT0004620016 B.MARCHE 10/17 3.20% 6/21/2011 IT0004620024 B.MARCHE 10/13 2% 6/1/2011 IT0004620032 B.MARCHE 10/12 1.5% 6/17/2011 IT0004620040 B.MARCHE 10/12 TV 3/28/2011 IT0004620065 B.MARCHE 10/15 S-UP 6/30/2011 IT0004620073 CASTELNOVO 10/30 TF 6/30/2011 IT0004620081 POP.FRIULAD.10/12 2% 10/1/2011 IT0004620107 CR PR PC 10/12 TV 4/1/2011 IT0004620115 CR PR PC 10/12 2% 10/1/2011 IT0004620123 C.RUR NOVELLA 13 TV 7/1/2011 IT0004620156 CRED.ROMAGNA 15 OC 7/1/2015 IT0004620164 INTESA SP 10/13 2.25 8/4/2011 IT0004620172 BCC LEZZENO 13 S-U 7/5/2011 IT0004620180 BCC LEZZENO 12 1.70% 7/5/2011 IT0004620214 CERT ALE S-P BRIC C IT0004620230 UCB 10/16 TV 3/31/2011 IT0004620248 UCB 10/12 TV 3/31/2011 IT0004620255 UCB 10/14 TV 3/31/2011 IT0004620263 CR ULTIMO 14 TV 7/1/2011 IT0004620271 CR BURGRAVIATO 14 TV 7/5/2011 IT0004620305 CCTEU 10/15 TV 6/15/2011 IT0004620321 B ROMAGNA 10/17 TV 6/28/2011 IT0004620339 CR CESENA 10/17 TV 6/28/2011 IT0004620347 B.MARCA 10/15 TV 7/1/2011 IT0004620354 CC FIORENTINO 13 TV 7/15/2011 IT0004620362 BCC GARDA 10/13 S-UP 7/1/2011 IT0004620370 BCC RECANATI 15 S-UP 7/2/2011 IT0004620388 BCC RECANATI 13 S-UP 7/2/2011 IT0004620396 BCC RECANATI 13 S-UP 7/2/2011 IT0004620404 CC FIORENTINO 15 S-U 7/15/2011 IT0004620412 BFDV 10/13 S-U 7/7/2011 IT0004620420 BCC CESENA 15 S-UP 7/5/2011 IT0004620438 BPSA 10/13 3.40% 6/29/2011 IT0004620446 POP.RAGUSA 10/14 2.5 6/30/2011 IT0004620453 B.IMOLA 10/13 2% 7/2/2011 IT0004620461 CREVERBANCA 12 TV 6/28/2011 IT0004620479 CR BURGRAVIATO 15 ZC 7/5/2015 IT0004620487 BCC PISTOIA 14 TV 6/29/2011 IT0004620495 BCC LAUDENSE 15 ZC 7/1/2015 IT0004620503 BCC PISTOIA 16 TV 6/29/2011 IT0004620511 CARIPRATO 10/13 SU 7/30/2011 IT0004620529 CRU ISARCO 10/13 2.1 7/5/2011 IT0004620537 B SELLA NEBC 15 TV 6/29/2011 IT0004620545 B.SELLA SUD 10/15 TV 6/29/2011 IT0004620552 B.SELLA SUD 10/13 TV 6/29/2011 IT0004620560 CR BOLZANO 10/14 S-U 7/31/2011 IT0004620578 CR BOLZANO 10/13 1.6 7/31/2011 IT0004620586 CR BOLZANO 10/13 TV 7/31/2011 IT0004620594 CR BOLZANO 10/12 TV 4/30/2011 IT0004620610 UGF M. 10/13 TV 16 7/1/2011 IT0004620628 BCC IRPINA 10/17 SU 7/15/2011

Security Description Payment Date FungibleIT0004620677 B.MPS 10/13 2% 8/3/2011 IT0004620685 BFDV 10/14 S-U 7/2/2011 IT0004620693 B.BOLOGNA 10/15 TV 8/2/2011 IT0004620701 CARPINETI 10/30 TF 6/30/2011 IT0004620719 FLASHBANK 10/12 TV 7/5/2011 IT0004620727 POP.FRIULAD.10/15 SU 7/1/2011 IT0004620735 CR PR PC 10/14 TM 1/2/2012 IT0004620743 POP.FRIULAD.10/13 2% 7/1/2011 IT0004620750 CR PR PC 10/13 2% 7/1/2011 IT0004620768 MEDIOCREVAL 13 TV 7/1/2011 IT0004620784 BCC LAUDENSE 13 2% 7/1/2011 IT0004620792 BCC LAUDENSE 15 2.50 7/1/2011 IT0004620818 BCC OSTRA 17 TM 7/5/2011 IT0004620826 BCA SELLA 10/15 TV 6/30/2011 IT0004620834 BCA SELLA 10/13 TV 6/30/2011 IT0004620842 BCA SELLA 10/17 TV 6/30/2011 IT0004620859 POP BERGAMO 13 1.20% 8/2/2011 IT0004620867 UNICREDIT 10/16 TV 4/30/2011 IT0004620875 BCC PICENA 13 TV 4/1/2011 IT0004620883 BCC GRADARA 10/15 TV 7/2/2011 IT0004620891 B.CASCINA 10/13 S-U 7/1/2011 IT0004620909 CRA ROANA 10/13 1.50 7/20/2011 IT0004620917 CRA ROANA 10/14 S-UP 8/2/2011 IT0004620925 BCC IMPRUNETA 14 SUP 7/1/2011 IT0004620933 BCC GRADARA 10/13 2% 7/2/2011 IT0004620941 BCC PACHINO 12 1.8% 4/12/2011 IT0004620958 BCC PACHINO 10/12 2% 4/5/2011 IT0004620966 B.ADIGE PO 15 2.45% 7/19/2011 IT0004620974 CERT ALE EURIBOR C IT0004620982 CERT ALE EURIBOR C IT0004620990 CERT ALE EURIBOR C IT0004621006 CERT ALE EURIBOR C IT0004621014 CERT ALE EURIBOR C IT0004621022 CERT ALE EURIBOR C IT0004621030 CERT ALE EURIBOR C IT0004621048 CERT ALE EURIBOR C IT0004621055 CERT ALE EURIBOR C IT0004621063 CERT ALE EURIBOR C IT0004621071 CERT ALE EURIBOR C IT0004621089 CERT ALE EURIBOR C IT0004621113 CERT IMI FTSE MIB C IT0004621121 CR PR PC 10/15 SU 7/1/2011 IT0004621170 POP SPOLETO 12 1.9% 5/2/2011 IT0004621188 CR CENTO 12 1.5% 7/30/2011 IT0004621196 B.MPS 10/12 TV 8/3/2011 IT0004621204 CR ASTI 10/13 2% 8/2/2011 IT0004621212 EMILRO ORDG. 010710 IT0004621287 EMILRO 10/15 SU 7/2/2011 IT0004621295 POP SPOLETO 15 TM 8/2/2011 IT0004621303 INTESA SP 10/12 TV 5/3/2011 IT0004621352 BRE BANCA 10/16 S-U 7/20/2011 IT0004621360 B.BRESCIA 10/16 S.UP 7/30/2011 IT0004621378 B.BRESCIA 10/14 SU 7/30/2011

Security Description Payment Date FungibleIT0004621386 B.BRESCIA 10/13 SU 7/30/2011 IT0004621394 B.BRESCIA 10/13 1.20 7/30/2011 IT0004621402 POP ANCONA 12 TV 5/6/2011 IT0004621410 BCC VENEZIANO 15 TV 6/28/2011 IT0004621428 CRA BINASCO 13 1.75% 7/5/2011 IT0004621436 BCC S.G MEDUNO 14 ZC 7/5/2014 IT0004621444 BCC.G.MEDUNO 14 SUP 7/5/2011 IT0004621451 B.MAREMMA 10/16 3.5% 7/1/2011 IT0004621469 CC FRIULI 10/15 S-UP 7/5/2011 IT0004621477 BCC FIUMICELLO 14 SU 7/2/2011 IT0004621485 BCC PACHINO 12 1.5% 4/16/2011 IT0004621493 CONSUM IT CL A 3/7/2011 IT0004621501 CONSUM IT CL B 3/7/2011 IT0004621519 CONSUM IT CL C 3/7/2011 IT0004621527 CONSUM IT CL D 3/7/2011 IT0004621543 BANCA IMI 10/15 TV 9/1/2011 IT0004621550 CCR A.ADIGE 10/14 SU 7/1/2011 IT0004621568 CR S.MINIATO 14 S.UP 5/31/2011 IT0004621576 U.ALBERGHI IT.ORD SV IT0004621584 WARR. U.ALBERGHI IT. IT0004621592 BCC CAMBIANO 12 TV 4/5/2011 IT0004621600 BCC S.ELENA 10/13 TV 4/1/2011 IT0004621618 BCC S.ELENA 10/14 TM 7/1/2011 IT0004621634 BCC ULIVI 14 2,6% 7/7/2011 IT0004621667 BCC S.ELENA 10/17 SU 7/1/2011 IT0004621675 BCC S.ELENA 17 3.20% 7/1/2011 IT0004621683 BCC S.ELENA 15 2.70% 7/1/2011 IT0004621691 BCC S.ELENA 13 2.10% 7/1/2011 IT0004621709 BCC S.ELENA 10/15 ZC 7/1/2015 IT0004621717 BCC ULIVI TB 13 2.25 7/7/2011 IT0004621725 BCC RIPATRANS.13 SU 7/1/2011 IT0004621733 BPL 10/13 TV 7/29/2011 IT0004621741 B FARNESE 10/15 SU 8/2/2011 IT0004621782 BNL 10/15 TM 4/30/2011 IT0004621790 POP.SPOLETO 20 4% 5/2/2011 IT0004621808 POP.SPOLETO 15 3% 5/2/2011 IT0004621816 POP.SPOLETO 13 2,25 5/2/2011 IT0004621824 CR PR PC 10/13 SU 7/1/2011 IT0004621840 CRU TUENNO 10/15 TV 7/5/2011 IT0004621865 CRU TUENNO 10/15 TV 7/5/2011 IT0004621873 B.IMI 10/15 TV 7/29/2011 IT0004621923 BANCA IMI 10/15 TM 2/16/2011 IT0004621956 POP ANCONA 10/16 SU 8/6/2011 IT0004621964 POP ANCONA 13 1.15% 8/6/2011 IT0004621972 BRE BANCA 10/12 TV 7/20/2011 IT0004621980 UGF BANCA 10/12 TV 4/5/2011 IT0004622004 B ROMAGNA 13 1.60% 7/2/2011 IT0004622020 CRS.MINIATO 10/15 TV 4/5/2011 IT0004622038 CERT ALE FTSE MIB C IT0004622095 B.MARCHE 10/20 4% 7/9/2011 IT0004622103 POP FRIULADRIA 15 SU 7/12/2011 IT0004622111 B.M.PARMA 13 TV 4/5/2011 IT0004622145 ANTONVENETA 14 2.52% 3/6/2011

Security Description Payment Date FungibleIT0004622152 ANTONVENETA 10/13 2% 8/3/2011 IT0004622160 B.MARCHE 10/13 2.10% 7/6/2011 IT0004622178 BPSA 10/13 ZC 7/7/2013 IT0004622186 BCC DOVERA 10/13 TV 7/16/2011 IT0004622194 BCC FLUMERI 13 3.25 7/1/2011 IT0004622202 BCC FLUMERI 12 2.40 4/1/2011 IT0004622210 BCC FLUMERI 10/15 SU 7/1/2011 IT0004622228 BCC S.ELENA 10/14 TM 7/1/2011 IT0004622236 BCC S.ELENA 10/15 ZC 7/1/2015 IT0004622244 BCC S.ELENA 10/17 SU 7/1/2011 IT0004622251 BCC S.ELENA 10/13 TV 4/1/2011 IT0004622269 BCC S.ELENA 17 3.30% 7/1/2011 IT0004622277 BCC S.ELENA 15 2.80% 7/1/2011 IT0004622285 BCC S.ELENA 13 2.20% 7/1/2011 IT0004622293 BCC MONTEPULC. 15 SU 7/1/2011 IT0004622301 BCC PERGOLA 10/14 SU 7/5/2011 IT0004622319 BCC IRPINA 10/15 SU 7/1/2011 IT0004622327 BCC IRPINA 10/14 SU 7/1/2011 IT0004622335 BCC IRPINA 10/13 SU 7/1/2011 IT0004622343 BOT 20110715 365 GG 7/15/2011 IT0004622350 B CARNIA E G. 15 TV 7/15/2011 IT0004622376 BCC ABRUZZESE 15 SU 7/5/2011 IT0004622384 BCC ABRUZ. 13 2.286% 7/5/2011 IT0004622392 BCC GAMBATESA 13 TV 7/2/2011 IT0004622400 BCC ABRUZZESE 13 TV 7/5/2011 IT0004622418 BPSA 10/13 2.00% 7/7/2011 IT0004622426 BPSA 10/13 2.40% 7/7/2011 IT0004622434 POP.SPOLETO 13 2,50% 4/5/2011 IT0004622459 POP.FRIULAD.10/14 TM 1/2/2012 IT0004622467 CR PR PC 10/14 TM 1/2/2012 IT0004622475 POP.FRIULADRIA 13 SU 7/1/2011 IT0004622483 CR PERGINE 13 S-UP 7/16/2011 IT0004622491 CRED.ROMAGNA 15 TV 8/1/2011 IT0004622509 CRED.ROMAGNA 15 TV 7/15/2011 IT0004622517 BCC ALBA 10/12 TM 7/1/2011 IT0004622525 BANCA IMI 10/15 TV 9/1/2011 IT0004622533 B.MONTE PARMA 3% 7/5/2011 IT0004622541 B.M.PARMA 13 2,30 7/5/2011 IT0004622558 CR LANA 10/13 TV 8/1/2011 IT0004622566 TERCAS 10/12 3.05% 4/6/2011 IT0004622574 POP BERGAMO 13 3.00% 7/7/2011 IT0004622582 POP BERGAMO 12 1.22% 7/9/2011 IT0004622590 BCC ABRUZZESE 14 SU 7/5/2011 IT0004622608 CR LANA 10/15 SU 8/1/2011 IT0004622616 CW ALE EURIBOR C IT0004622624 CW ALE EURIBOR C IT0004622632 CW ALE EURIBOR C IT0004622640 CW ALE EURIBOR C IT0004622657 CW ALE EURIBOR C IT0004622665 CW ALE EURIBOR C IT0004622673 CW ALE EURIBOR C IT0004622749 BCC GHISALBA 12 TV 4/5/2011 IT0004622756 BCC MASIANO 13 S-UP 7/7/2011

Security Description Payment Date FungibleIT0004622764 EMILBANCA 15 3.25% 7/9/2011 IT0004622772 EMILBANCA 13 2.75% 7/9/2011 IT0004622780 EMILBANCA 10/15 2.4% 7/9/2011 IT0004622798 EMILBANCA 14 2.1% 7/9/2011 IT0004622806 EMILBANCA 12 1.35% 7/9/2011 IT0004622814 B.VALDARNO 10/13 S-U 7/6/2011 IT0004622822 ROVIGOBANCA 10/15 SU 7/7/2011 IT0004622830 ANTONVENETA 13 TV 3/6/2011 IT0004622848 ANTONVENETA 10/12 ZC 9/6/2012 IT0004622855 B.CRV 10/15 S-U 7/8/2011 IT0004622863 B.CRV 10/13 1.70% 7/8/2011 IT0004622871 POP.PUGLIA 13 2.25% 5/2/2011 IT0004622889 POP.PUGLIA 10/17 3.5 8/2/2011 IT0004622897 B.DESIO 10/17 3.25% 7/19/2011 IT0004622905 POP.RAVENNA 13 2.05% 7/12/2011 IT0004622913 CRU A.GARDA 10/13 SU 8/9/2011 IT0004622939 TRE VENEZIE 13 1.56% 7/15/2011 IT0004622954 CR BURGRAVIATO 13 SU 7/5/2011 IT0004622962 CR BURGRAVIATO 13 SU 7/5/2011 IT0004622970 B.SICILIA 10/15 TV 3/30/2011 IT0004622988 BCC TREVIGLIO 12 2% 7/15/2011 IT0004622996 B.SICILIA 10/13 TV 3/30/2011 IT0004623002 POP BERGAMO 13 3.99% 7/21/2011 IT0004623010 POP BERGAMO 13 3.99% 7/5/2011 IT0004623028 POP BERGAMO 13 3.98% 7/12/2011 IT0004623036 CDP 10/12 TV 4/13/2011 IT0004623051 PIRELLI & C.ORD SVN IT0004623069 CREDIVENETO 10/18 SU 7/8/2011 IT0004623077 B.ADRIA 10/13 SU 7/20/2011 IT0004623085 B.VALDICH.10/13 TV 7/15/2011 IT0004623093 B.VALDICH.10/13 2.20 7/15/2011 IT0004623101 B.VALDICH.10/15 3% 7/15/2011 IT0004623119 BCC.B.LODIG. 15 S.UP 7/20/2011 IT0004623127 BCC B.LODIG. 13 1.75 7/19/2011 IT0004623135 B.BEDIZZOLE 10/12 3% 7/14/2011 IT0004623143 BNL 10/13 TV 4/30/2011 IT0004623150 POP PUGLIESE 15 3.10 8/4/2011 IT0004623168 POP PUGLIESE 13 2.30 8/4/2011 IT0004623176 POP PUGLIESE 12 2.00 8/4/2011 IT0004623184 CR PR PC 10/12 2.30% 10/5/2011 IT0004623192 CR A-BRENTA 10/13 TM 7/8/2011 IT0004623200 CR A-BRENTA 10/14 ZC 7/8/2014 IT0004623218 CR A-BRENTA 10/15 TM 7/8/2011 IT0004623226 CR A-BRENTA 13 2.30% 7/8/2011 IT0004623259 CR.BRA 10/15 2.25% 7/16/2011 IT0004623267 C.ARETUSEO 10/13 SU 8/31/2011 IT0004623275 CRED.ART. 10/12 TV 3/31/2011 IT0004623283 CR VOLTER.10/14 2.7% 7/15/2011 IT0004623291 BBC CALCIO 13 2.25% 7/16/2011 IT0004623309 B.ROMAGNA C.13 3,43 7/15/2011 IT0004623317 B.ROMAGNA C.15 4% 7/15/2011 IT0004623325 INTESA SP 10/12 TV 8/4/2011 IT0004623333 PIRELLI & C.RP NC SV

Security Description Payment Date FungibleIT0004623341 PIRELLI & C.RN NC SV IT0004623374 BCC GANGI 12 TM 8/4/2011 IT0004623382 BCC GANGI 14 S UP 7/28/2011 IT0004623390 BCC GANGI 13 2,30 7/28/2011 IT0004623408 B LEGNANO 10/15 3% 7/19/2011 IT0004623416 BCC VITERBO 13 S-UP 7/26/2011 IT0004623424 B MODENESE 10/13 SU 7/30/2011 IT0004623432 BCC CASTAGNETO13 3.0 7/12/2011 IT0004623440 POP.RAVENNA 13 1,85% 7/9/2011 IT0004623457 CRU LEDRO 14 TM 190A 7/15/2011 IT0004623465 CRU LEDRO 13 2% 189A 7/15/2011 IT0004623481 DB MUTUI 10/15 TV 5/3/2011 IT0004623507 UFFB 10/13 TV 3/15/2011 IT0004623515 UFFB 10/14 TV 3/15/2011 IT0004623523 BCC MONTERIGG. 15 TV 7/6/2011 IT0004623531 BCC FIORENTINO 13 SU 7/6/2011 IT0004623549 BCC FIORENTINO 20 SU 7/6/2011 IT0004623556 BCC FIORENTINO 15 SU 7/6/2011 IT0004623564 BCC MONTERIG. 13 2% 7/6/2011 IT0004623630 C.CASTELLANA 13 2% 8/1/2011 IT0004623655 B MARCA 10/13 3.2% 7/15/2011 IT0004623663 CARILO 10/15 3.1% 7/8/2011 IT0004623689 BANCA SAI 12 1,90 7/12/2011 IT0004623697 BCC FORNACETTE 13 TM 7/20/2011 IT0004623705 BCC FORNACETTE14 2.6 7/20/2011 IT0004623713 CR FOSSANO 10/14 TM 7/15/2011 IT0004623721 CR FOSSANO 16 S-UP 7/15/2011 IT0004623739 POP BERGAMO 13 3.99% 7/15/2011 IT0004623747 B.CARIME 10/12 1.15% 7/30/2011 IT0004623754 B.CARIME 10/13 1.35% 7/30/2011 IT0004623762 B.CARIME 10/15 1,8% 7/30/2011 IT0004623770 C.S.MINIATO 10/18 SU 7/26/2011 IT0004623788 CR S.MINIATO 13 1.50 7/15/2011 IT0004623846 B CAMPANIA 10/12 TV 7/15/2011 IT0004623853 B CAMPANIA 15 2.85% 7/15/2011 IT0004623861 B CAMPANIA 13 2.15% 7/15/2011 IT0004623879 B CAMPANIA 12 1.68% 7/15/2011 IT0004623887 B ETRURIA 10/13 TV 7/9/2011 IT0004623895 POP FRIULADRIA13 2.0 7/12/2011 IT0004623903 CR CONDINO 10/13 3.0 7/20/2011 IT0004623911 CR VANDOIES 10/14 SU 7/15/2011 IT0004623929 CENTR.CALABR.14 TV 7/9/2011 IT0004623937 BCA CRAS 10/15 TV 7/15/2011 IT0004623945 CENTR.CALABR.14 TF 7/9/2011 IT0004623960 BCC CORINALDO 14 SU 7/15/2011 IT0004623994 ICCREA B. 15 TM 8/2/2011 IT0004624018 POP MILANO 12 2.65% 7/27/2011 IT0004624026 POP MILANO 10/12 2.0 7/15/2011 IT0004624034 BCC CAMBIANO10/12 TM 8/16/2011 IT0004624042 B ETRURIA 10/13 2.50 8/2/2011 IT0004624059 B ETRURIA 10/12 2.25 8/2/2011 IT0004624067 B. SARDEGNA 10/14 SU 6/30/2011 IT0004624075 B.MARCHE 10/15 TV 4/26/2011

Security Description Payment Date FungibleIT0004624083 BCO LUCCA 10/14 TV 7/12/2011 IT0004624091 B.MPS 10/14 TV 8/19/2011 IT0004624109 ICCREA B. 15 TM 8/2/2011 IT0004624117 INTESA SP 10/12 TV 4/15/2011 IT0004624125 BCC SARSINA 13 TV 7/15/2011 IT0004624133 BCC SATURNIA 13 1.5% 7/15/2011 IT0004624141 BCC SATURNIA 13 3% 7/15/2011 IT0004624158 BCC SATURNIA 15 S-UP 7/15/2011 IT0004624166 CR BOVES 10/13 2.00 7/15/2011 IT0004624174 BCC CAVOTI 10/12 TF 8/1/2011 IT0004624182 BCC CAVOLA 13 S-UP 7/15/2011 IT0004624190 BCC MONTEPULC.17 S-U 7/15/2011 IT0004624208 BCC BARBAR.10/13 2.2 7/19/2011 IT0004624216 BCC BARBAR.10/14 SU 7/19/2011 IT0004624232 BCC CANAVESE 14 S-UP 7/12/2011 IT0004624240 B.SUASA 14 3% 7/15/2011 IT0004624257 BCC PISTOIA 14 S-UP 7/1/2011 IT0004624265 BCC PISTOIA 12 1.8% 3/30/2011 IT0004624273 BCC PISTOIA 13 S-UP 7/1/2011 IT0004624281 POP.NO 10/15 TV 7/15/2011 IT0004624299 BPCI 10/14 SD 8/31/2011 IT0004624307 BPCI 10/12 1.20% 2/28/2011 IT0004624315 UGF 10/20 4% 4/15/2011 IT0004624331 B FUCINO 10/13 SU 7/15/2011 IT0004624422 MEDIOCRATI 10/12 2.7 7/26/2011 IT0004624430 MEDIOCRATI 10/13 2.4 7/26/2011 IT0004624448 MEDIOCRATI 10/12 2.2 7/26/2011 IT0004624463 B.MARCHE 10/12 ZC 7/13/2012 IT0004624471 BCC FORNACETTE13 2.7 8/5/2011 IT0004624489 CR RAVENNA 10/13 2% 7/15/2011 IT0004624497 CR CENTO 17 S-UP 7/30/2011 IT0004624505 BAI 10/12 2% 7/16/2011 IT0004624521 HYPO AA BANK10/13 TM 4/15/2011 IT0004624539 POP BERGAMO 13 3.95% 7/20/2011 IT0004624547 UBI 10/12 2.3% 8/31/2011 IT0004624554 BRE BANCA 10/12 1.15 2/28/2011 IT0004624562 CR CESENA 10/13 1.5% 7/14/2011 IT0004624570 B.VALLE S. 10/13 S-U 7/16/2011 IT0004624596 POP.INTRA 10/15 S-UP 2/18/2011 IT0004624604 VENETO B.H.10/15 SU 2/18/2011 IT0004624612 CR.S.GIACOMO 15 S-U 7/20/2011 IT0004624620 CR S.GIACOMO 13 2.3% 8/2/2011 IT0004624646 MAESTRALE 3 10/34 A 2/28/2011 IT0004624653 MAESTRALE 3 10/34 B 2/28/2011 IT0004624661 BCC CRETA 10/13 TV 8/3/2011 IT0004624679 CC RAVENNATE 13 TV 7/15/2011 IT0004624687 POP MILANO 10/16 2.9 8/30/2011 IT0004624695 POP.MANTOVA 16 2,90 8/30/2011 IT0004624703 BCC PIANFEI 10/15 TM 7/15/2011 IT0004624711 BCC CASTENASO 14 2.3 7/26/2011 IT0004624729 BCC CASTENASO 12 2.0 4/26/2011 IT0004624778 POP.SPOLETO 12 TV 5/2/2011 IT0004624794 B LEGNANO 10/13 SU 8/6/2011

Security Description Payment Date FungibleIT0004624802 POP.SPOLETO 15 2,375 5/2/2011 IT0004624810 POP.SPOLETO 12 1,375 5/2/2011 IT0004624828 BCC CRETA 10/15 2.5% 8/3/2011 IT0004624851 EMILBANCA 12 TV 7/19/2011 IT0004624869 POP.VI 10/15 TV 7/30/2011 IT0004624877 POP.VI 10/16 S-U 8/30/2011 IT0004624885 POP.VI 10/13 1.70% 2/27/2011 IT0004624893 POP.VI 10/14 S-U 8/30/2011 IT0004624901 POP.VI 10/13 TV 2/27/2011 IT0004624919 TERCAS 10/15 TM 7/29/2011 IT0004624927 TERCAS 10/15 SU 7/29/2011 IT0004624935 POP.INTRA 10/13 TV 7/27/2011 IT0004624943 B.P.A.ADIGE 13 1,6 7/14/2011 IT0004624950 POP A.ADIGE 15 TV 7/14/2011 IT0004624968 POP A.ADIGE 15 TV 7/14/2011 IT0004624976 POP A.ADIGE 20 TV 7/14/2011 IT0004624992 B LEGNANO 16 2.90% 9/3/2011 IT0004625007 CR AL 10/13 SU 8/5/2011 IT0004625023 B.MPS 10/15 2.35 C/A 2/28/2011 IT0004625031 POP.FRIULADRIA 14 TM 1/16/2012 IT0004625049 CR PR PC 10/13 TM 1/16/2012 IT0004625056 POP.FRIULADRIA 13 TM 1/16/2012 IT0004625064 CR PR PC 10/14 TM 1/16/2012 IT0004625072 CR FIEMME 10/17 SU 7/19/2011 IT0004625080 CREDEM 10/13 2.35 5/5/2011 IT0004625098 CREDEM 10/12 1.85 5/5/2011 IT0004625106 BCC CRETA 10/15 2.8% 7/20/2011 IT0004625114 B.MONTE PR 15 2.5% 7/26/2011 IT0004625122 B.MOMTE PR 14 2% 7/26/2011 IT0004625130 B.M PARMA 14 S UP 4/26/2011 IT0004625148 POP.SONDRIO 14 2,10 8/6/2011 IT0004625155 POP.SONDRIO 13 1,90 8/6/2011 IT0004625163 BCC ROMA 13 S UP 7/16/2011 IT0004625171 POP BERGAMO 13 3.80% 7/20/2011 IT0004625189 POP BERGAMO 10/13 SU 8/18/2011 IT0004625221 BCC A.BRIANZA 13 SU 7/20/2011 IT0004625239 B.V.SERIANA 10/13 SU 2/28/2011 IT0004625247 BCC SIGNA 10/12 2.75 7/21/2011 IT0004625254 BCC C.BRIANZA 15 TM 8/2/2011 IT0004625262 BCC G.TONIO. 17 2.85 7/19/2011 IT0004625270 BCC G.TONIOLO 13 2.3 7/19/2011 IT0004625296 BCC AQUARA 10/12 2.1 3/1/2011 IT0004625304 BCC CASALGRAS.14 S-U 8/1/2011 IT0004625312 BCC BORGH.L. 13 2.50 4/26/2011 IT0004625353 CRU TASSULLO10/13 TV 8/2/2011 IT0004625361 CRU TASSULLO10/15 TV 8/2/2011 IT0004625379 CRED.VALT.10/12 TV 7/21/2011 IT0004625387 B.MARCHE 10/16 3.5% 7/16/2011 IT0004625395 B.DESIO 10/13 2% 8/9/2011 IT0004625403 B.DESIO 10/16 3% 8/9/2011 IT0004625411 BCC CARDUCCI 13 3.40 7/22/2011 IT0004625429 B.CR.POP. 10/16 3.10 8/5/2011 IT0004625437 B.CR.POP. 10/14 2.6% 8/5/2011

Security Description Payment Date FungibleIT0004625452 B.CR.POP. 10/12 ZC 12/5/2012 IT0004625460 CR PR PC 10/14 TM 1/16/2012 IT0004625478 CR PR PC 10/13 TM 1/16/2012 IT0004625486 CR C.VALSUGANA 14 TV 7/19/2011 IT0004625494 CRU TASSULLO10/13 SU 8/2/2011 IT0004625502 CRED.ROMAGNA 15 TV 8/2/2011 IT0004625536 CRED.ROMAGNA 15 TV 8/2/2011 IT0004625551 HYPO AA BANK 13 2.85 7/22/2011 IT0004625569 B.MONTE PARMA 12 1.5 4/26/2011 IT0004625577 POP BARI 10/15 SU 8/6/2011 IT0004625585 POP BARI 10/12 1.65% 5/6/2011 IT0004625593 POP BARI 10/13 SU 8/6/2011 IT0004625619 POP BERGAMO 15 3.99% 7/21/2011 IT0004625627 CR.CESENA 10/14 S-UP 7/19/2011 IT0004625635 VENETO B.10/15 SU 2/18/2011 IT0004625643 BCC VIGNOLE 10/12 TV 4/19/2011 IT0004625650 BCC VIGNOLE 12 1.75% 4/19/2011 IT0004625668 BCC ROMAGNA 10/14 SU 7/20/2011 IT0004625676 BCC VELINO 13 S-UP 3/1/2011 IT0004625684 BCC B.FRIULANA 13 SU 8/2/2011 IT0004625692 B PADOVANA 13 2.25% 7/22/2011 IT0004625700 BCC PACHINO 13 S-UP 2/25/2011 IT0004625718 BCC MANTIGNANA 13 SU 7/15/2011 IT0004625726 ARGENTA TF 10/30 6/30/2011 IT0004625742 B C.EMILIA 10/13 TV 8/6/2011 IT0004625759 B C.EMILIA 10/13 TV 8/6/2011 IT0004625767 B C.EMILIA 10/15 SU 8/6/2011 IT0004625775 BCC ROMA 14 SUP 7/20/2011 IT0004625783 BCC ROMA 13 2,15% 7/20/2011 IT0004625791 BCC ROMA 14 TM 7/20/2011 IT0004625809 BCC CAMBIANO10/12 TM 7/22/2011 IT0004625817 BCC CASTAGNETO 12 TM 7/22/2011 IT0004625825 BINTER 10/14 SU 8/2/2011 IT0004625833 BINTER 10/12 SU 5/2/2011 IT0004625841 POP.RAVENNA 15 S UP 7/21/2011 IT0004625858 CRED.ROMAGNA 17 S-U 8/2/2011 IT0004625874 CR VOLTERRA 13 2.15% 8/2/2011 IT0004625882 CR VOLTERRA 15 SU 8/2/2011 IT0004625890 BANCA IMI 10/13 TV 9/6/2011 IT0004625932 POP ANCONA 14 2.00% 7/30/2011 IT0004625940 BVC 10/15 STEP UP 7/30/2011 IT0004625957 BVC 10/13 1.35% 7/30/2011 IT0004625965 BANCAPULIA 10/13 2.2 8/2/2011 IT0004625973 BANCAPULIA 10/14 S-U 8/2/2011 IT0004625981 VENETO B.H.10/14 SU 8/2/2011 IT0004625999 VENETO B.10/14 TV 2/18/2011 IT0004626005 VENETO B.H.10/14 TV 2/18/2011 IT0004626039 CERT IMI IND AZ C IT0004626047 BLS 10/12 TV 7/23/2011 IT0004626054 EDIT.OLIMPIA ORD IT0004626161 B MODENESE 12 2.65% 7/23/2011 IT0004626179 EMILRO 10/12 TV 7/23/2011 IT0004626187 BCA CARIGE 10/13 TM 8/10/2011

Security Description Payment Date FungibleIT0004626195 BCA CARIGE 10/20 TV 8/10/2011 IT0004626211 CR BOLZANO 10/14 TV 3/15/2011 IT0004626229 TERCAS 10/13 ZC 2/4/2013 IT0004626237 POP BERGAMO 13 3.75% 7/28/2011 IT0004626245 POP BERGAMO 13 3.70% 8/2/2011 IT0004626252 BCC STARANZ.10/15 TV 8/2/2011 IT0004626260 BCC VICENTINO 13 TV 8/6/2011 IT0004626278 BCC STARANZANO 14 TM 8/2/2011 IT0004626286 CRA BATTIPAGL.13 2.4 8/10/2011 IT0004626294 BC STARANZ. 10/16 SU 8/2/2011 IT0004626302 B C.EMILIA 10/13 SU 8/6/2011 IT0004626369 CRED.ART.10/12 TV 7/29/2011 IT0004626377 B.CENTROV, 10/15 TV 8/1/2011 IT0004626385 B S.FRANCESCO 13 2.5 8/1/2011 IT0004626393 BCC VEROLA. 15 S-UP 7/26/2011 IT0004626401 B.LEVERANO 10/13 2.1 8/1/2011 IT0004626419 B.LEVERANO 10/12 2.3 8/1/2011 IT0004626450 BANCA IMI 10/15 TM 2/28/2011 IT0004626468 POP.VALCONA 10/13 TV 8/9/2011 IT0004626476 BCA CARIGE 10/13 SU 8/20/2011 IT0004626484 BCA CARIGE 10/12 1.6 2/20/2011 IT0004626518 CRU D.L.G.10/15 TM 8/1/2011 IT0004626526 CRU D.L.G.10/15 TM 8/1/2011 IT0004626534 CRED.ART.10/15 2.25% 7/29/2011 IT0004626542 CRED.ART.10/13 S-UP 7/29/2011 IT0004626559 CR VOLTERRA 14 2.7 8/2/2011 IT0004626567 BCC ALBA 10/12 TV 7/22/2011 IT0004626575 BCC S.FRANCES. 17 TV 4/26/2011 IT0004626591 BCC RONCIGLIONE10/14 8/1/2011 IT0004626617 IW BANK 10/15 OC 8/12/2015 IT0004626625 CR LUCCA 10/15 TV 7/30/2011 IT0004626633 POP BERGAMO 13 1.30% 2/27/2011 IT0004626641 POP BERGAMO 13 3.50% 7/30/2011 IT0004626674 B.DESIO 10/14 2.50% 8/9/2011 IT0004626682 B.A.MARITTIME 13 2,3 7/26/2011 IT0004626690 B.SARDEGNA 10/13 TF 8/1/2011 IT0004626708 POP MAROSTICA 12 TV 7/26/2011 IT0004626716 CRED.ART.10/13 1.65% 8/2/2011 IT0004626724 CRED.VALT.10/12 2.05 2/28/2011 IT0004626732 CRED.ART. 10/14 S-UP 8/2/2011 IT0004626740 CR VOLTERRA 10/12 TV 5/9/2011 IT0004626757 BCC OFFANENGO 12 2.0 8/13/2011 IT0004626765 B.SELLA SUD 10/15 TV 7/27/2011 IT0004626773 TERCAS 10/15 SU 8/4/2011 IT0004626781 VENETO B.H.10/12 TV 7/29/2011 IT0004626807 BCC PREALPI 10/14 TV 7/27/2011 IT0004626815 BCC PREALPI 10/13 TV 7/27/2011 IT0004626823 BCC PIANFEI 10/14 TV 8/2/2011 IT0004626831 BCC PIANFEI 10/13 TM 2/16/2011 IT0004626849 BCC PREALPI 10/13 2% 7/27/2011 IT0004626856 BCC PREALPI 10/15 SU 7/27/2011 IT0004626864 BCC PREALPI 10/13 SU 7/27/2011 IT0004626906 CW ALE EURIBOR C

Security Description Payment Date FungibleIT0004626914 BANCA IMI 10/17 TV 9/1/2011 IT0004627003 BCC CIVITANOVA 16 TV 7/26/2011 IT0004627011 BCC VALMAREC. 15 ZC 8/11/2015 IT0004627029 BCC VALMAREC. 14 SU 8/11/2011 IT0004627037 BCC REGGIANA 12 2.4% 8/3/2011 IT0004627060 BINTER 10/13 TM 5/2/2011 IT0004627078 BCA CARIGE 10/14 TM 8/20/2011 IT0004627086 BCA CARIGE 10/17 SU 8/20/2011 IT0004627094 POP.FRIULADRIA 15 SU 7/23/2011 IT0004627102 POP.FRIULADRIA 13 2% 7/23/2011 IT0004627128 CRED.ART.10/17 TV 6/30/2011 IT0004627136 CRED.ART.10/12 TV 3/31/2011 IT0004627144 CR SALUZZO 15 S-UP 8/2/2011 IT0004627151 BCA IMI 10/13 2.25% 9/1/2011 IT0004627169 BCC LAUDENSE 18 4.00 8/2/2011 IT0004627185 CR BOLZANO 10/17 TV 9/30/2011 IT0004627193 CR BOLZANO 10/15 TV 2/28/2011 IT0004627201 CR BOLZANO 14 1.75% 2/28/2011 IT0004627219 CR BOLZANO 10/13 TV 2/28/2011 IT0004627235 CR BOLZANO 10/12 TV 2/28/2011 IT0004627243 POP BERGAMO 13 3.98% 7/28/2011 IT0004627250 POP BERGAMO 13 3.99% 7/28/2011 IT0004627284 BCC FRIULI 10/13 TV 7/28/2011 IT0004627292 CC FRIULI 10/15 TV 8/2/2011 IT0004627300 BCC AGRO BS 10/13 TF 7/30/2011 IT0004627318 BCC B.SEBINO 15 2.30 7/28/2011 IT0004627326 BCC POMPIANO 15 3% 8/4/2011 IT0004627334 BCC POMPIANO 20 4% 8/4/2011 IT0004627342 BCC FRIULI 10/13 2.1 7/28/2011 IT0004627359 B CENTROPADANA 12 ZC 12/15/2012 IT0004627367 B.CENTROPADANA 16 SU 8/2/2011 IT0004627375 BCC CAPACCIO 13 2.30 8/2/2011 IT0004627383 B.ADIGE PO 10/14 TV 8/2/2011 IT0004627391 CC FRIULI 10/16 TM 8/2/2011 IT0004627409 B. MPS 10/12 TV 3/2/2011 IT0004627417 B. MPS 10/12 ZC 9/2/2012 IT0004627425 B ETRURIA 10/17 ZC 8/2/2017 IT0004627433 B ETRURIA 10/14 ZC 8/2/2014 IT0004627441 B ETRURIA 10/12 ZC 8/2/2012 IT0004627458 POP MILANO 10/12 2.5 8/2/2011 IT0004627466 B ETRURIA 10/15 ZC 8/2/2015 IT0004627474 POP MEZZOG. 10/13 ZC 1/26/2013 IT0004627482 POP MEZZOG. 13 2.008 7/26/2011 IT0004627490 CR SAONE 10/13 TV 8/1/2011 IT0004627508 CR SAONE 10/13 2.35% 8/1/2011 IT0004627516 INTESA S.P.10/13 2.6 9/1/2011 IT0004627524 B SELLA NEBC 13 TV 7/29/2011 IT0004627532 B SELLA NEBC 15 TV 7/29/2011 IT0004627540 BRE BANCA 10/12 TV 2/28/2011 IT0004627557 BRE BANCA 10/12 TV 2/20/2011 IT0004627565 POP BERGAMO 13 3.25% 7/30/2011 IT0004627573 POP BERGAMO 13 3.26% 7/30/2011 IT0004627581 POP BERGAMO 15 4.16% 8/2/2011

Security Description Payment Date FungibleIT0004627599 BRE BANCA 10/14 1.65 2/28/2011 IT0004627656 BNL 10/14 TV 4/28/2011 IT0004627664 BCC VALMAREC. 15 TM 8/11/2011 IT0004627672 BCC PERGOLA 10/14 TV 8/2/2011 IT0004627680 BCC PERGOLA 10/15 SU 8/2/2011 IT0004627698 BCC PERGOLA 13 2.20% 8/2/2011 IT0004627706 BCC PERGOLA 13 1.90% 8/2/2011 IT0004627714 BCC PERGOLA 10/14 SU 8/2/2011 IT0004627722 B ETRURIA 10/12 ZC 8/2/2012 IT0004627730 B.EMILVENETA 13 S-UP 8/1/2011 IT0004627748 B.MARCHE 10/15 2.05% 7/28/2011 IT0004627755 BCC CASSANO 10/13 2% 8/2/2011 IT0004627789 B.MPS 10/14 COV.BOND 8/3/2011 IT0004627797 CR ROVERETO 10/15 TM 8/11/2011 IT0004627805 CR ROVERETO 10/13 SU 8/1/2011 IT0004627847 CARIME 10/12 1.15% 8/13/2011 IT0004627854 B.CARIME 10/13 1.35% 8/13/2011 IT0004627862 CARIME 10/15 1.80% 8/13/2011 IT0004627870 B S.GIORGIO 10/14 TM 8/16/2011 IT0004627888 B S.GIORGIO 13 2.10% 2/16/2011 IT0004627912 CERT ALE EUROSTOXX C IT0004627938 CERT ALE FTSE MIB C IT0004627961 BCC GHISALBA 12 TV 5/2/2011 IT0004627979 ROMAGNA EST 10/15 TV 8/3/2011 IT0004627987 ROMAGNA EST 10/16 TV 8/3/2011 IT0004627995 ROMAGNA EST 10/14 TV 8/3/2011 IT0004628001 CRA BRENDOLA 13 S-UP 8/2/2011 IT0004628019 C.ARTIGIANO 10/12 TV 5/5/2011 IT0004628027 BCC GHISALBA 12 2,52 5/2/2011 IT0004628035 B.AGRILEASING 15 TV 5/2/2011 IT0004628043 ROMAGNA EST 10/14 SU 8/3/2011 IT0004628050 BANCA IMI 10/17 TV 9/3/2011 IT0004628068 ROMAGNA EST 10/15 SU 8/3/2011 IT0004628076 BCC BASILIANO 15 S-U 8/2/2011 IT0004628084 B.CO POP. 10/17 S-UP 2/28/2011 IT0004628092 B.POP.10/15 S-UP 2/28/2011 IT0004628100 CR ASTI 10/15 2% 2/16/2011 IT0004628118 POP.CASSINATE 15 3.5 8/10/2011 IT0004628126 B S.STEFANO 10/13 TV 8/2/2011 IT0004628142 CR ASTI 10/17 2.50% 2/16/2011 IT0004628159 BNL 10/15 TM 2/28/2011 IT0004628167 BNL 10/14 STEP UP 8/31/2011 IT0004628175 CARICHIETI 10/12 TV 8/2/2011 IT0004628183 CR BRENTONICO 15 TM 8/2/2011 IT0004628191 HYPO AA BANK 14 TV 8/4/2011 IT0004628217 CARIPRATO 10/16 SU 8/20/2011 IT0004628225 CARIPRATO 10/15 TV 7/20/2011 IT0004628233 B.NUOVA 10/15 TV 5/13/2011 IT0004628241 CARIPRATO 10/13 1.70 2/20/2011 IT0004628258 CARIPRATO 10/13 2.30 2/20/2011 IT0004628266 B.NUOVA 10/15 2.50% 8/13/2011 IT0004628274 B.NUOVA 10/13 2% 8/13/2011 IT0004628282 CR SELVA VG. 13 S-UP 8/3/2011

Security Description Payment Date FungibleIT0004628290 CR BOLZANO 10/17 S-U 3/31/2011 IT0004628316 B.S.GIORGIO 10/14 TM 8/30/2011 IT0004628324 B.MAREMMA 10/13 TV 8/2/2011 IT0004628332 BCC S.ELENA 10/13 TV 5/2/2011 IT0004628340 B.MAREMMA 10/16 3.5% 8/2/2011 IT0004628357 B.MAREMMA 10/14 3% 8/2/2011 IT0004628365 B.MAREMMA 13 2.50% 8/2/2011 IT0004628373 BCC S.ELENA 13 2.20% 5/2/2011 IT0004628381 BCC B.SEBINO 14 S UP 8/4/2011 IT0004628399 B.MPS 10/13 1.80% 3/2/2011 IT0004628407 BPSA 10/13 ZC 7/30/2013 IT0004628415 CR FABRIANO 14 TV 2/18/2011 IT0004628423 C ARTIGIANO 10/13 TV 3/31/2011 IT0004628431 HYPO AA BANK 15 TM 8/4/2011 IT0004628449 HYPO AA BANK 13 2.85 8/4/2011 IT0004628456 BCC MAIERATO 13 3% 8/2/2011 IT0004628522 B.POP.10/17 3.625% 00/00/0000 IT0004628530 CR CESENA 10/13 1.5% 7/30/2011 IT0004628548 UNICREDIT 16 TV 3/10/2011 IT0004628589 CR.VALTELL. 10/12 TV 8/6/2011 IT0004628597 BCC ALBA 10/14 TV 8/2/2011 IT0004628605 BCC BERGAMASCA 15 SU 8/4/2011 IT0004628613 BCC BERGAMASCA 13SU 8/4/2011 IT0004628621 BC CHERASCO 10/16 3% 8/2/2011 IT0004628639 BC CHERASCO 10/13 2% 8/2/2011 IT0004628647 B.CRAS 10/15 2.40% 8/5/2011 IT0004628654 BCA CRAS 10/15 TM 8/5/2011 IT0004628662 BCC ALBA 10/13 S-UP 8/2/2011 IT0004628670 BCC ALBA 10/14 S-UP 8/2/2011 IT0004628688 BCC ALBA 10/13 2% 8/2/2011 IT0004628696 B FUCINO 10/13 TV 8/1/2011 IT0004628704 BCC CASTAGNETO14 3.0 8/5/2011 IT0004628720 POP.RAVENNA 13 1,85% 8/3/2011 IT0004628738 FLASHBANK 10/13 SU 8/9/2011 IT0004628746 CR.ARTIGIANO 10/15 4 5/4/2011 IT0004628753 CR VOLTERRA 10/12 TV 2/16/2011 IT0004628761 B.M.PARMA 15 3% 4/30/2011 IT0004628795 CRU ISARCO 10/13 SU 8/2/2011 IT0004628829 BCO POP. 10/12 ZC 11/30/2012 IT0004628845 BCO POP. 10/15 ZC 2/28/2015 IT0004628852 BCO POP. 10/13 2.50% 2/28/2011 IT0004628878 POP ANCONA 10/14 SU 3/16/2011 IT0004628886 POP ANCONA 13 1.35% 3/16/2011 IT0004628894 POP ANCONA 10/16 SU 3/16/2011 IT0004628902 POP ANCONA 10/13 TV 3/30/2011 IT0004628910 UGF BANCA 10/14 3% 5/3/2011 IT0004628969 BCA PIACENZA10/13 TV 8/1/2011 IT0004628977 BCA PIACENZA10/15 TV 8/1/2011 IT0004629330 B.BOLOGNA 10/15 TV 2/16/2011 IT0004629348 B.MPS 10/13 2.25% 3/2/2011 IT0004629389 B.BOLOGNA 10/20 TM 4/1/2011 IT0004629397 B.BOLOGNA 10/17 TM 4/1/2011 IT0004629405 B.BOLOGNA 10/15 TM 4/1/2011

Security Description Payment Date FungibleIT0004629421 B.BOLOGNA 10/12 2.25 4/1/2011 IT0004629439 B.BOLOGNA 10/20 TV 4/1/2011 IT0004629447 POP PUGLIESE 15 3.00 3/6/2011 IT0004629454 B FARNESE 10/14 SU 8/11/2011 IT0004629462 POP PUGLIESE 13 2.10 3/6/2011 IT0004629470 POP PUGLIESE 12 1.80 3/6/2011 IT0004629488 POP.RAVENNA 13 TV 5/4/2011 IT0004629504 BCC TREVIGLIO 14 TM 8/13/2011 IT0004629512 BCC TREVIGLIO 13 2% 8/13/2011 IT0004629520 BCC VALTROM.13 S UP 8/9/2011 IT0004629538 PARMA TVT 10/25 6/30/2011 IT0004629561 B.PADOVANA 10/13 TV 8/9/2011 IT0004629579 B.PADOVANA 10/15 SU 8/9/2011 IT0004629587 B.ROMAGNA C.13 1,8 8/4/2011 IT0004629595 BCC PICENA 10/15 SU 8/5/2011 IT0004629603 BCC PICENA 10/13 3% 8/5/2011 IT0004629611 BC CARUGATE 10/13 2% 8/12/2011 IT0004629629 BOT 20110815 364 GG. 8/15/2011 IT0004629637 BOT 20110228 181 GG. 2/28/2011 IT0004629652 BCC CALATAB. 12 2.00 8/2/2011 IT0004629660 CERT ALE ENEL C IT0004629777 AGATHOS FIN CL A 8/7/2011 IT0004629785 B.MPS 10/14 TV 9/2/2011 IT0004629793 B.DESIO 10/17 SU 2/23/2011 IT0004629801 SANFELICE 10/13 1.80 8/5/2011 IT0004629819 POP.LANCIANO 13 ZC 2/1/2013 IT0004629835 C.S.MINIATO 10/16 TM 8/9/2011 IT0004629843 CC RAVENNATE 13 ZC 12/16/2013 IT0004629868 BCC A.VIC. 10/13 S-U 9/1/2011 IT0004629876 BCC PETRALIA10/13 SU 8/15/2011 IT0004629884 BCC OROBICA 15 2.75% 3/1/2011 IT0004629900 BCC OROBICA 13 2.10% 3/1/2011 IT0004629942 BCC A.VIC. 10/15 TM 9/1/2011 IT0004629975 AGATHOS FINANCE CLB 8/7/2011 IT0004630189 CRU LIZZANA 17 TV 2/16/2011 IT0004630197 EMILRO 10/12 TV 8/6/2011 IT0004630205 SANFELICE 10/12 2.30 8/5/2011 IT0004630213 POP.SPOLETO 12 TV 3/2/2011 IT0004630221 POP.SPOLETO 15 2,375 3/2/2011 IT0004630239 POP.SPOLETO 13 2,5 5/5/2011 IT0004630247 POP.SPOLETO 12 2,5 5/5/2011 IT0004630254 POP.SPOLETO 12 1,375 3/2/2011 IT0004630270 CRU LIZZANA 13 SU 8/16/2011 IT0004630288 CR MORI 10/14 TM 3/15/2011 IT0004630296 CR TRENTO 10/17 SU 3/1/2011 IT0004630304 CR TRENTO 10/14 SU 3/1/2011 IT0004630312 C.S.GIACOMO 13 2.30% 3/1/2011 IT0004630320 C.S.GIACOMO 10/20 SU 3/1/2011 IT0004630338 CR CENTO 14 2.74% 8/5/2011 IT0004630346 CR CENTO 13 2.86% 8/5/2011 IT0004630353 CR.PIEMONTESE 13 S-U 8/6/2011 IT0004630361 SIENA TF 10/20 4/1/2011 IT0004630379 POP.VI 10/15 TV 7/30/2011

Security Description Payment Date FungibleIT0004630387 POP.VI 10/12 2.15% 12/30/2011 IT0004630395 CREBERG 10/17 3.625% 3/31/2011 IT0004630403 POP LODI 10/17 3.625 3/31/2011 IT0004630411 POP.VR SGSP 17 3.625 3/31/2011 IT0004630429 POP.NOVARA 17 3.625% 3/31/2011 IT0004630437 CR LUCCA 17 3.625% 3/31/2011 IT0004630445 BCC SPELLO 14 3.55% 3/1/2011 IT0004630452 CR CESENA 10/13 2.30 8/5/2011 IT0004630460 BCC LAMETINO 12 2% 8/9/2011 IT0004630478 B.BEDIZZOLE 13 S-UP 2/23/2011 IT0004630486 B.BEDIZZOLE 15 S-UP 2/23/2011 IT0004630494 B.BEDIZZOLE 10/13 2% 2/23/2011 IT0004630502 B.PADOVANA 10/12 2% 3/1/2011 IT0004630510 BCC CARSO 10/14 TM 8/15/2011 IT0004630569 CR S.GIACOMO 20 SU 3/1/2011 IT0004630650 SETECO ORD. IT0004630668 B.CATTOLICA 13 TV 8/9/2011 IT0004630676 BCC CARAGLIO 13 TV 8/9/2011 IT0004630692 B.CREMONESE 10/13 2% 8/9/2011 IT0004630700 BCC MONAST. 14 2.25% 5/6/2011 IT0004630718 BCC PALESTRINA 14 SU 3/1/2011 IT0004630759 BIVERBANCA 14 2.55% 3/15/2011 IT0004630767 CR RAVENNA 15 TV 6/10/2011 IT0004630783 CR RAVENNA 15 TV 5/6/2011 IT0004630809 BIVERBANCA 13 2.15% 3/15/2011 IT0004630817 CR ASTI 10/14 2.80% 8/5/2011 IT0004630825 POP.CASSINATE 13 TV 5/10/2011 IT0004630833 POP.SPOLETO 20 3,80 3/2/2011 IT0004630841 POP.SPOLETO 15 2,75 3/2/2011 IT0004630858 POP.SPOLETO 13 2,25 3/2/2011 IT0004630866 POP SPOLETO 12 1.9% 3/2/2011 IT0004630874 POP.SPOLETO 15 TM 3/2/2011 IT0004630882 CARICHIETI 10/12 TV 8/9/2011 IT0004630890 CR RAVENNA 13 2.3% 8/6/2011 IT0004630916 B ROMAGNA C.15 5,66 8/9/2011 IT0004630924 BCC ALBA 10/16 TV 8/6/2011 IT0004631039 BCC LEZZENO 10/13 SU 8/13/2011 IT0004631047 BCC LEZZENO 10/12 TF 8/13/2011 IT0004631054 FARBANCA 10/13 S-UP 3/15/2011 IT0004631062 FARBANCA 10/15 TV 3/15/2011 IT0004631070 FARBANCA 10/13 TV 3/15/2011 IT0004631104 PONTORMO MORTG CL A 8/12/2011 IT0004631112 CR ATESINA 10/13 SU 8/6/2011 IT0004631138 CR ATESINA 10/15 TV 8/6/2011 IT0004631153 POP BERGAMO 10/13 SU 9/14/2011 IT0004631161 CR CESENA 10/17 TV 8/6/2011 IT0004631179 VENETO B.H.10/12 TV 2/16/2011 IT0004631195 VENETO B. 10/13 3% 3/15/2011 IT0004631203 VENETO B.H.10/13 3% 3/15/2011 IT0004631211 SECURITIFLEET ORD IT0004631229 C.S.MINIATO 22 3.75% 3/20/2011 IT0004631237 CREDIUMBRIA10/12 2.8 2/16/2011 IT0004631245 B.S.FRANCESCO 13 2.5 3/1/2011

Security Description Payment Date FungibleIT0004631252 BCC CARAVAGG.13 1.85 2/16/2011 IT0004631260 BCC CASTIGL. 13 OC 8/23/2013 IT0004631278 CR ASTI 10/14 S.UP 8/16/2011 IT0004631286 BCC CESENA 10/14 SU 2/16/2011 IT0004631294 BCC COSENZA 12 2.50% 3/30/2011 IT0004631302 B S.STEFANO 13 3.00% 8/9/2011 IT0004631310 POP. LAJATICO 12 TV 2/23/2011 IT0004631328 POP.FRIULADRIA 14 TM 1/16/2012 IT0004631336 POP.FRIULADRIA 13 TM 1/16/2012 IT0004631344 B.IMOLA 10/15 TV 5/6/2011 IT0004631377 CR PERGINE 13 S-UP 9/7/2011 IT0004631385 B.IMOLA 10/15 TV 6/10/2011 IT0004631393 CR PERGINE 15 TM 3/7/2011 IT0004631401 CREDEM 10/12 TM 3/6/2011 IT0004631419 CREDEM 10/13 2.35% 3/6/2011 IT0004631443 CR VOLTERRA 14 2.50% 2/16/2011 IT0004631468 B.CARIME 10/12 1.10% 2/28/2011 IT0004631476 B.CARIME 10/13 1.35 2/28/2011 IT0004631484 INTESA USD 3.625%-X 8/12/2011 IT0004631492 INTESA USD 3.625% -N 8/12/2011 IT0004631500 POP.CORTONA 10/12 TV 2/23/2011 IT0004631518 BCC SIGNA 10/13 TV 8/18/2011 IT0004631526 CREDIUMBRIA10/13 3.0 2/20/2011 IT0004631534 BC VALDARNO 10/15 TM 8/10/2011 IT0004631542 B.VERONESE 14 TM 2/23/2011 IT0004631559 B.VERONESE 13 S UP 2/20/2011 IT0004631567 B.VENETA 1896 17 SUP 3/15/2011 IT0004631575 B.VENETA 1896 20 ZC 8/13/2020 IT0004631583 B.FORLI' 10/15 S-UP 8/11/2011 IT0004631591 B.FORLI'10/13 S-UP 8/11/2011 IT0004631609 BCC DOBERDO 10/13 SU 8/16/2011 IT0004631617 CC RAVENNATE 16 S-U 9/10/2011 IT0004631625 CR ASTI 10/13 TV 9/1/2011 IT0004631633 B.RIMINI 10/13 2% 8/10/2011 IT0004631641 CR.BRA 10/17 4% 2/18/2011 IT0004631658 BCC LAUDENSE 13 2.50 8/2/2011 IT0004631666 BCC LAUDENSE10/13 SU 8/2/2011 IT0004631674 BCA CARIME 10/14 SU 2/28/2011 IT0004631690 CW ALE EURIBOR C IT0004631708 CW ALE EURIBOR C IT0004631716 CW ALE EURIBOR C IT0004631724 CW ALE EURIBOR C IT0004631732 CW ALE EURIBOR C IT0004631740 CW ALE EURIBOR C IT0004631757 CW ALE EURIBOR C IT0004631765 CW ALE EURIBOR C IT0004631773 CW ALE EURIBOR C IT0004631781 CW ALE EURIBOR C IT0004631799 CW ALE EURIBOR C IT0004631807 CW ALE EURIBOR C IT0004631856 BCC METAURO 13 2.5%Q 8/13/2011 IT0004631864 B.CENTROV. 10/13 2.5 2/16/2011 IT0004631872 B CREMONESE 13 2.25% 2/16/2011

Security Description Payment Date FungibleIT0004631880 POP MILANO 10/15 3.4 8/12/2011 IT0004631898 POP MILANO 10/15 4% 8/11/2011 IT0004631906 CR ASTI 10/12 2.30% 2/18/2011 IT0004631914 BCC VITERBO 14 S-UP 2/26/2011 IT0004631922 B MODENESE 10/12 2.9 8/12/2011 IT0004631955 BCC S.G.MEDUNO 14 OC 8/13/2014 IT0004631963 POP.MAROSTICA 14 TV 3/30/2011 IT0004631971 POP.MAROSTICA 13 TM 3/30/2011 IT0004631989 POP.MAROSTICA 12 2% 9/30/2011 IT0004631997 CR FANO 10/13 SU 2/16/2011 IT0004632003 CR VOLTERRA 10/12 TV 3/2/2011 IT0004632011 BCC RONCIGLIONE10/14 3/9/2011 IT0004632029 B.MPS 10/14 TV 9/2/2011 IT0004632037 BCC RONCIGLIONE10/13 3/9/2011 IT0004632045 BCC RONCIGLIONE13 TV 3/9/2011 IT0004632052 BCC RONCIGLIONE15 TM 3/9/2011 IT0004632060 BCC RONCIGLIONE10/14 3/9/2011 IT0004632094 POP MILANO 10/13 TV 3/30/2011 IT0004632102 B.M.PARMA 13 TV 2/16/2011 IT0004632110 BCC BRESCIA 14 TV 3/10/2011 IT0004632144 BCC BRESCIA 15 S-UP 3/10/2011 IT0004632151 POP MILANO 10/17 3.1 9/30/2011 IT0004632169 BCC BRESCIA 13 2,3 3/10/2011 IT0004632177 B.MALATEST.14 S UP 2/16/2011 IT0004632185 BCC TRIUGGIO 13 S.UP 8/16/2011 IT0004632201 ROVIGOBANCA 10/13 TF 2/16/2011 IT0004632219 CR ASTI 10/12 1.75% 6/30/2011 IT0004632227 B S.STEFANO 10/13 TV 2/20/2011 IT0004632235 POP.RAVENNA 13 2,15 2/17/2011 IT0004632243 C.RUR.VESTEN.14 S-UP 3/1/2011 IT0004632250 CARIFANO 10/12 1.55% 8/13/2011 IT0004632268 CREVERBANCA 12 S UP 2/20/2011 IT0004632276 INTESA S.P.10/13 TV 2/24/2011 IT0004632284 BCC LAUDENSE10/15 TM 8/2/2011 IT0004632292 C.RUR.BOLZANO 14 S-U 8/20/2011 IT0004632300 C.RUR BOLZANO 15 TV 2/20/2011 IT0004632318 CR ISARCO 10/15 TV 3/1/2011 IT0004632326 POP BERGAMO 13 1.30% 3/27/2011 IT0004632375 BCC FIUMICELLO 13 TV 2/27/2011 IT0004632391 BENE BANCA 10/13 1.6 2/16/2011 IT0004632409 BCC ROMAGNA 13 2.00 2/18/2011 IT0004632417 POP.RAGUSA 10/13 SU 2/17/2011 IT0004632425 BCC CAMBIANO 13 3.75 2/16/2011 IT0004632433 POP. RAGUSA 10/13 ZC 8/17/2013 IT0004632441 CR.BRA 10/14 2% 3/1/2011 IT0004632458 INTESA S.P. 10/12 TV 2/18/2011 IT0004632466 B.S.GIORGIO 13 2.10% 2/28/2011 IT0004632482 D.C.D 2017 TV 12/31/2011 IT0004632490 BCC B.VAGIENNA 13 TV 2/20/2011 IT0004632508 B.CANAVESE 15 TM 75^ 2/20/2011 IT0004632516 ROMAGNA EST 15 2.30 2/20/2011 IT0004632524 B.CANAVESE 15 TM 76^ 2/20/2011 IT0004632532 CR ASTI 10/17 TV 3/1/2011

Security Description Payment Date FungibleIT0004632540 B MODENESE 12 2.75% 2/25/2011 IT0004632557 BCC FORNACETTE 13 TV 3/10/2011 IT0004632565 POP.RAVENNA 15 S UP 8/18/2011 IT0004632573 POP.RAVENNA 14 1,85% 2/18/2011 IT0004632581 C.PADANA 10/13 TV 2/23/2011 IT0004632599 C.PADANA 10/13 2% 2/23/2011 IT0004632607 CR MEZZOCORONA 17 SU 8/20/2011 IT0004632615 CR MEZZOCORONA 15 SU 8/20/2011 IT0004632623 CR MEZZOCORONA 13 SU 8/20/2011 IT0004632631 CR MEZZOCORONA 15 TV 2/20/2011 IT0004632672 POP LODI 10/12 TV 2/20/2011 IT0004632680 UBI 10/12 2.15% 3/28/2011 IT0004632706 BCC VENEZIANO 15 TV 2/16/2011 IT0004632714 B.TERAMO 10/12 2.15% 2/18/2011 IT0004632722 BCC AGRO BS 10/20 4% 3/6/2011 IT0004632730 B.CA COLLI.10/15 S-U 8/23/2011 IT0004632748 BCC V.TRIGNO 14 S-UP 3/1/2011 IT0004632755 BCC V.TRIGNO 13 2.35 3/1/2011 IT0004632763 BCC VENEZIANO 14 SU 2/16/2011 IT0004632771 BCC VENEZIANO 15 ZC 8/16/2015 IT0004632789 POP.MANTOVA 10/13 TV 3/30/2011 IT0004632797 POP.MANTOVA 10/20 SU 9/30/2011 IT0004632805 POP.MANTOVA 17 3.10% 9/30/2011 IT0004632813 ANTONVENETA 14 2.45% 4/18/2011 IT0004632821 B.MARCHE 20 3,90 2/17/2011 IT0004632839 BCC FORNACETTE15 SU 9/10/2011 IT0004632847 POP.RAVENNA 12 1,5 5/18/2011 IT0004632854 BCO LUCCA 10/15 3.00 2/25/2011 IT0004632862 CENTROBANCA 10/16 SU 9/30/2011 IT0004632888 CRU VALDISOLE 13 2% 3/1/2011 IT0004632896 CRU VALDISOLE 15 S-U 2/18/2011 IT0004632904 C.RUR.NOVELLA 13 TV 3/1/2011 IT0004632912 C.RUR.NOV.10/13 1.85 3/1/2011 IT0004632920 CR SALUZZO 13 TV 3/7/2011 IT0004632938 CR SALUZZO 13 1.7% 3/7/2011 IT0004633001 UNICREDIT 18 TV 3/21/2011 IT0004633019 CRU GIUD.VA 10/14 TM 2/20/2011 IT0004633027 CRU GIUD.VA 10/13 TM 2/20/2011 IT0004633084 CR A.BRENTA 10/12 TV 3/1/2011 IT0004633092 CR CREMASCO 15 SUP 3/2/2011 IT0004633100 CC ADDA 13 1.9% 3/2/2011 IT0004633118 BCC ATESTINA 13 TV- 2/20/2011 IT0004633126 BCC ATESTINA 15 TM 2/20/2011 IT0004633134 BCC ATESTINA 2,35% 2/20/2011 IT0004633142 ANTONVENETA 10/12 ZC 10/18/2012 IT0004633159 B.ANTONVENETA 14 TV 10/18/2011 IT0004633167 ANTONVENETA 10/13 TV 4/18/2011 IT0004633175 ANTONVENETA 16 2.9% 4/18/2011 IT0004633183 POP MEZZOG. 10/15 SU 8/19/2011 IT0004633191 CARISPAQ 14 1.9% 2/23/2011 IT0004633209 CARISPAQ 13 1.8% 2/23/2011 IT0004633217 CARISPAQ 15 S-UP 8/23/2011 IT0004633233 CR A-BRENTA 10/14 SU 2/23/2011

Security Description Payment Date FungibleIT0004633241 CR.BRA 10/15 TV 9/1/2011 IT0004633258 BCC ALBA 17 TV 4/29/2011 IT0004633274 UNICREDIT 12 TV 2/23/2011 IT0004633282 POP INTRA 10/12 TV 2/26/2011 IT0004633340 B C.EMILIA 10/13 TV 3/1/2011 IT0004633357 B.CENTROV.10/13 2% 3/1/2011 IT0004633381 BC COSTA A.10/12 3.5 2/27/2011 IT0004633399 B.VALSASSINA 13 2.30 9/15/2011 IT0004633407 B MARCHE 15 S UP 2/24/2011 IT0004633415 EMILRO 10/15 TV 8/20/2011 IT0004633423 POP.L.SULMONA 15 TV 2/19/2011 IT0004633431 CR VOLTERRA 13 2% 3/2/2011 IT0004633456 CR BRUNICO 10/13 1.7 9/1/2011 IT0004633464 CR BOLZANO 15 TV 3/31/2011 IT0004633472 CR BOLZANO 13 TV 3/31/2011 IT0004633480 CR BOLZANO 12 TV 3/31/2011 IT0004633506 CRA LUCINICO 13 TV 3/1/2011 IT0004633514 CRA LUCINICO 14 S-UP 3/1/2011 IT0004633522 BCC PACECO 10/14 S-U 3/1/2011 IT0004633530 B. LEGNANO 10/13 TV 4/6/2011 IT0004633548 CR AL 10/17 3.10% 10/6/2011 IT0004633555 CR AL 10/13 TV 4/6/2011 IT0004633563 CR ASTI 10/15 TV 3/1/2011 IT0004633597 POP BERGAMO 13 4.01% 3/10/2011 IT0004633605 B.SASSARI ORD 01/10 IT0004633621 B.VERONESE 10/14 TM 2/27/2011 IT0004633639 BCC PIOVE 10/15 S-UP 3/1/2011 IT0004633647 BCC PIOVE 10/14 TM 3/1/2011 IT0004633654 BCC PIOVE 10/13 ZC 3/1/2013 IT0004633662 B.MPS 10/12 TV 4/4/2011 IT0004633670 B.MPS 10/12 TV 4/4/2011 IT0004633688 POP.L.SULMONA 13 ZC 2/19/2013 IT0004633696 CR B.VALLAG.10/15 TV 3/1/2011 IT0004633704 CR CESENA 10/14 S-UP 7/19/2011 IT0004633779 BCC CARSO 10/15 S-U 3/1/2011 IT0004633787 BCC CARSO 10/12 2% 3/1/2011 IT0004633795 AREA PRATESE 14 S-U 3/1/2011 IT0004633803 AREA PRATESE 13 2% 3/1/2011 IT0004633811 B.MPS 10/20 3.75% 2/28/2011 IT0004633829 B.MPS 10/13 2.05% 4/4/2011 IT0004633837 B.MPS 10/12 ZC 10/4/2012 IT0004633845 CARIM 10/15 TM 3/1/2011 IT0004633852 CARIM 10/13 1.65% 3/1/2011 IT0004633860 CARIM 10/12 1.50% 3/1/2011 IT0004633878 CARICHIETI 10/14 SU 9/13/2011 IT0004633886 POP.FRIULADRIA 13 3% 7/31/2011 IT0004633894 POP BERGAMO 13 4.00% 2/28/2011 IT0004633902 UGF MERCH. 10/13 TV 2/28/2011 IT0004633928 CREDIUMBRIA 10/13 SU 3/6/2011 IT0004633936 CERT ALE ENEL C IT0004633944 CERT IMI BASKET C IT0004633951 CRU VALFASSA 13 S-U 3/1/2011 IT0004633969 CR SAONE 10/13 2.30% 3/1/2011

Security Description Payment Date FungibleIT0004633977 CR VOLTERRA 10/15 SU 3/2/2011 IT0004633985 INTESA SP 10/14 TV 10/4/2011 IT0004633993 INTESA SP 10/17 TV 10/4/2011 IT0004634009 INTESA SP 10/12 ZC 10/4/2012 IT0004634017 INTESA SP 10/13 2.10 10/4/2011 IT0004634025 BPCI 10/14 ZC 9/30/2014 IT0004634033 BPCI 10/15 S-U 9/30/2011 IT0004634041 BPCI 10/13 1.30% 3/30/2011 IT0004634058 POP BERGAMO 13 4.00% 2/27/2011 IT0004634066 B.CARIME 10/13 1.3% 3/15/2011 IT0004634074 B.CARIME 10/12 1.15% 3/15/2011 IT0004634082 B.CARIME 10/14 S-UP 3/15/2011 IT0004634090 BPRM 10/12 2.50% 3/1/2011 IT0004634124 CTZ 20120831 8/31/2012 IT0004634132 BTP 3.75% 20210301 3/1/2011 IT0004634165 CR VALLE LAGHI 15 TV 3/1/2011 IT0004634199 BCC CASTAGNETO 12 TV 3/1/2011 IT0004634207 CR BRENTONICO 15 TV 3/3/2011 IT0004634215 B.VALLE S.10/15 S-UP 3/28/2011 IT0004634223 BCC CAMBIANO 12 TM 9/29/2011 IT0004634231 BCC METAURO 14 TM 2/27/2011 IT0004634249 B.MARCHE 10/13 2.50% 5/10/2011 IT0004634256 B.V.SERIANA 13 S-UP 3/28/2011 IT0004634264 B CREMONESE 13 1.50% 2/28/2011 IT0004634272 B.MARCHE 10/13 2.10% 7/6/2011 IT0004634280 CR BRENTONICO 13 S-U 9/3/2011 IT0004634298 B.MARCHE 10/20 3.7% 3/1/2011 IT0004634306 B.MARCHE 10/13 2% 6/1/2011 IT0004634314 B.MARCHE 10/13 1.5% 3/1/2011 IT0004634322 CR RAVENNA 13 1.8% 2/27/2011 IT0004634348 BCC Q.VICENT.13 TV 3/15/2011 IT0004634355 BCC CAGLIARI 10/13 3 2/28/2011 IT0004634363 BC CHERASCO 10/20 4% 2/28/2011 IT0004634397 BRE 10/13 TV 3/30/2011 IT0004634405 BRE 10/12 1.05% 3/30/2011 IT0004634413 BANCA 24-7 17 3.66% 4/30/2011 IT0004634421 BRE 10/12 TV 3/30/2011 IT0004634439 CR.CESENA 10/13 1.3% 2/27/2011 IT0004634447 BCC CASTENASO 13 TV 3/1/2011 IT0004634454 BCC CAMBIANO 10/13SU 9/14/2011 IT0004634462 BCC ANGHIARI 13 S UP 3/1/2011 IT0004634470 B.PIACENZA 10/15 SU 9/1/2011 IT0004634488 BCC CASTENASO 14 TM 3/1/2011 IT0004634496 B.PIACENZA 10/14 SU 9/1/2011 IT0004634504 BCC CASTENASO 15 SU 3/1/2011 IT0004634512 BCC CASTENASO 12 1.8 6/1/2011 IT0004634520 B.PIACENZA 10/15 TV 3/1/2011 IT0004634538 B.PIACENZA 10/14 TV 3/1/2011 IT0004634546 B.MARCHE 14 S-UP 5/10/2011 IT0004634553 B.MARCHE 10/12 TV 3/1/2011 IT0004634561 B.CARIGE 10/13 SU 10/5/2011 IT0004634579 B.IMOLA 10/13 2.50% 2/27/2011 IT0004634587 NORDEST B. 10/13 TV 3/1/2011

Security Description Payment Date FungibleIT0004634595 CR VALSUGANA 14 SU 9/1/2011 IT0004634603 CREDEM 10/12 1.85% 3/13/2011 IT0004634611 CRU ISARCO 10/13 SU 9/3/2011 IT0004634645 B.POP.10/17 S-UP 3/30/2011 IT0004634652 B.POP.10/15 STEP-UP 3/30/2011 IT0004634660 BCC SORISOLE 17 S-UP 3/6/2011 IT0004634678 BCC SORISOLE 14 1.7% 3/6/2011 IT0004634710 B.COLLI E. 10/17 TV 3/8/2011 IT0004634728 CC RAVENNATE 12 TV 3/2/2011 IT0004634744 INARCASSA PORTATORE IT0004634751 INARCASSA RE NOMIN. IT0004634793 CRA BRENDOLA 15 TV 3/1/2011 IT0004634801 BC CHERASCO 10/13 TV 3/15/2011 IT0004634819 CRA BRENDOLA 15 S-UP 3/1/2011 IT0004634827 CW ALE EURIBOR C IT0004634835 CW ALE EURIBOR C IT0004634843 CW ALE EURIBOR C IT0004634850 CW ALE EURIBOR C IT0004634868 CW ALE EURIBOR C IT0004634876 CW ALE EURIBOR C IT0004634884 CW ALE EURIBOR C IT0004634892 BPL 10/13 TV 4/1/2011 IT0004634900 B.MPS 10/14 TM 9/7/2011 IT0004634918 BCA SAI 10/12 2% 3/30/2011 IT0004634926 CRA NOVELLA 10/13 TV 4/1/2011 IT0004634934 CRA NOVELLA 13 2.3% 4/1/2011 IT0004634942 BCC VALDIN.14 S UP 9/1/2011 IT0004634959 BCC VALDIN.12 S UP 3/1/2011 IT0004634967 CRED.VALT.10/12 2.3% 3/2/2011 IT0004634975 BAI 10/12 TV 3/2/2011 IT0004634983 INTESA SP 10/17 TV 3/31/2011 IT0004634991 POP.SONDRIO 13 1.7% 3/17/2011 IT0004635014 CR BOLZANO 15 TV 3/21/2011 IT0004635022 POP BERGAMO 15 4.00% 3/6/2011 IT0004635030 CRU GIUD.VALS.13 3.5 3/1/2011 IT0004635048 CERT IMI ENI C IT0004635055 BCC GARDA 10/13 TV 3/1/2011 IT0004635063 B.CRAS 10/12 TM 3/9/2011 IT0004635071 BCC VALMAREC. 12 1.5 5/10/2011 IT0004635089 BCC VALMAREC.14 SU 3/15/2011 IT0004635097 CR TREVIGIANO 14 TM 3/20/2011 IT0004635105 CR TREVIGIANO 15 SU 3/15/2011 IT0004635113 BCC GARDA 10/13 S-UP 3/1/2011 IT0004635121 BCC GARDA 10/13 S-UP 3/1/2011 IT0004635139 BCC GARDA 10/14 S-U 3/1/2011 IT0004635147 B ETRURIA 10/14 SU 4/1/2011 IT0004635154 B ETRURIA 10/13 2.25 4/1/2011 IT0004635162 B ETRURIA 10/12 2.75 4/1/2011 IT0004635170 B.DESIO 10/12 2.25% 3/3/2011 IT0004635188 CR A-BRENTA 10/13 TM 3/6/2011 IT0004635204 BCC OFFAN.10/12 2.25 4/6/2011 IT0004635212 CR ATESINA 10/13 SU 9/3/2011 IT0004635220 B.BRESCIA 10/13 TV 3/30/2011

Security Description Payment Date FungibleIT0004635238 POP BERGAMO 10/12 TV 4/4/2011 IT0004635261 CW UI AUTOGRILL C IT0004635279 CW UI AUTOGRILL C IT0004635287 CW UI AUTOGRILL P IT0004635303 CW UI BPM C IT0004635311 CW UI BPM C IT0004635329 CW UI BPM P IT0004635337 CW UI BCO POP C IT0004635345 CW UI BCO POP C IT0004635352 CW UI BCO POP C IT0004635360 CW UI BCO POP P IT0004635386 CW UI BULGARI C IT0004635394 CW UI BULGARI C IT0004635402 CW UI BULGARI P IT0004635428 CW UI BUZZI U C IT0004635436 CW UI BUZZI U C IT0004635444 CW UI BUZZI U P IT0004635469 CW UI CAMPARI C IT0004635477 CW UI CAMPARI C IT0004635485 CW UI CAMPARI P IT0004635501 CW UI CIR C IT0004635519 CW UI CIR C IT0004635527 CW UI CIR P IT0004635535 CW UI ENEL C IT0004635543 CW UI ENEL C IT0004635550 CW UI ENEL C IT0004635568 CW UI ENEL C IT0004635576 CW UI ENEL P IT0004635584 CW UI ENEL P IT0004635592 CW UI ENEL P IT0004635600 CW UI ENI C IT0004635618 CW UI ENI C IT0004635626 CW UI ENI C IT0004635634 CW UI ENI C IT0004635642 CW UI ENI P IT0004635659 CW UI ENI P IT0004635667 CW UI ENI P IT0004635683 CW UI ERG C IT0004635691 CW UI ERG C IT0004635709 CW UI ERG C IT0004635717 CW UI ERG P IT0004635725 CW UI 1+1 FIAT C IT0004635733 CW UI 1+1 FIAT C IT0004635741 CW UI 1+1 FIAT C IT0004635758 CW UI 1+1 FIAT C IT0004635766 CW UI 1+1 FIAT C IT0004635774 CW UI 1+1 FIAT C IT0004635782 CW UI 1+1 FIAT P IT0004635790 CW UI 1+1 FIAT P IT0004635808 CW UI 1+1 FIAT P IT0004635816 CW UI 1+1 FIAT P IT0004635824 CW UI 1+1 FIAT P IT0004635832 CW UI 1+1 FIAT P

Security Description Payment Date FungibleIT0004635857 CW UI FINMECC C IT0004635865 CW UI FINMECC C IT0004635873 CW UI FINMECC C IT0004635881 CW UI FINMECC P IT0004635907 CW UI FONDIARIA C IT0004635915 CW UI FONDIARIA C IT0004635923 CW UI FONDIARIA C IT0004635931 CW UI FONDIARIA P IT0004635949 CW UI GENERALI C IT0004635956 CW UI GENERALI C IT0004635964 CW UI GENERALI C IT0004635972 CW UI GENERALI C IT0004635980 CW UI GENERALI P IT0004635998 CW UI GENERALI P IT0004636004 CW UI GENERALI P IT0004636012 CW UI INTSPAOLO C IT0004636020 CW UI INTSPAOLO C IT0004636038 CW UI INTSPAOLO C IT0004636046 CW UI INTSPAOLO C IT0004636053 CW UI INTSPAOLO C IT0004636061 CW UI INTSPAOLO P IT0004636079 CW UI INTSPAOLO P IT0004636087 CW UI INTSPAOLO P IT0004636095 CW UI ITALCEMENTI C IT0004636129 CW UI MEDIASET C IT0004636137 CW UI MEDIASET C IT0004636145 CW UI MEDIASET C IT0004636152 CW UI MEDIASET C IT0004636160 CW UI MEDIASET P IT0004636178 CW UI MEDIASET P IT0004636186 CW UI MEDIASET P IT0004636194 CW UI MEDIOLANUM C IT0004636202 CW UI MEDIOLANUM P IT0004636210 CW UI MEDIOLANUM C IT0004636228 CW UI MEDIOLANUM C IT0004636236 CW UI MEDIOLANUM C IT0004636244 CW UI MEDIOLANUM P IT0004636251 CW UI MEDIOLANUM P IT0004636269 CW UI MONTEPASCHI C IT0004636277 CW UI MONTEPASCHI C IT0004636285 CW UI MONTEPASCHI C IT0004636293 CW UI MONTEPASCHI P IT0004636301 CW UI MONTEPASCHI P IT0004636327 CW UI PARMALAT C IT0004636335 CW UI PARMALAT C IT0004636343 CW UI PARMALAT C IT0004636350 CW UI PARMALAT P IT0004636368 CW UI PARMALAT P IT0004636376 CW UI PRYSMIAN C IT0004636384 CW UI PRYSMIAN C IT0004636392 CW UI PRYSMIAN P IT0004636400 CW UI SAIPEM C IT0004636418 CW UI SAIPEM C

Security Description Payment Date FungibleIT0004636426 CW UI SAIPEM C IT0004636434 CW UI SAIPEM P IT0004636442 CW UI SAIPEM P IT0004636459 CW UI SNAM RG C IT0004636467 CW UI SNAM RG C IT0004636475 CW UI SNAM RG C IT0004636483 CW UI SNAM RG P IT0004636491 CW UI SNAM RG P IT0004636517 CW UI STM C IT0004636533 CW UI STM C IT0004636541 CW UI STM C IT0004636558 CW UI STM C IT0004636566 CW UI STM C IT0004636574 CW UI STM P IT0004636582 CW UI STM P IT0004636590 CW UI TELECOM C IT0004636608 CW UI TELECOM C IT0004636616 CW UI TELECOM C IT0004636624 CW UI TELECOM C IT0004636632 CW UI TELECOM P IT0004636640 CW UI TELECOM P IT0004636657 CW UI TELECOM P IT0004636665 CW UI TELECOM P IT0004636673 CW UI TELECOM C IT0004636681 CW UI TELECOM RP C IT0004636699 CW UI TELECOM RP C IT0004636707 CW UI TELECOM RP P IT0004636731 CW UI TENARIS C IT0004636749 CW UI TENARIS C IT0004636756 CW UI TENARIS C IT0004636764 CW UI TENARIS P IT0004636772 CW UI TENARIS P IT0004636798 CW UI TERNA C IT0004636806 CW UI TERNA C IT0004636814 CW UI TERNA C IT0004636822 CW UI TERNA P IT0004636830 CW UI TERNA P IT0004636855 CW UI UBI BANCA C IT0004636863 CW UI UBI BANCA C IT0004636871 CW UI UBI BANCA C IT0004636889 CW UI UBI BANCA P IT0004636897 CW UI UBI BANCA P IT0004636921 CW UI UNIPOL C IT0004636939 CW UI UNIPOL C IT0004636947 CW UI UNIPOL C IT0004636954 CW UI UNIPOL P IT0004636962 CW UI UNIPOL P IT0004636970 CW UI ATLANTIA C IT0004636988 CW UI ATLANTIA C IT0004636996 CW UI ATLANTIA C IT0004637002 CW UI ATLANTIA P IT0004637010 CW UI ATLANTIA P IT0004637101 CW UI ARGENTO C

Security Description Payment Date FungibleIT0004637119 CW UI ARGENTO C IT0004637127 CW UI ARGENTO C IT0004637135 CW UI ARGENTO C IT0004637143 CW UI ARGENTO C IT0004637150 CW UI ARGENTO P IT0004637168 CW UI ARGENTO P IT0004637176 CW UI ARGENTO P IT0004637184 CW UI ARGENTO P IT0004637192 CW UI FUTURE C IT0004637200 CW UI FUTURE C IT0004637218 CW UI FUTURE C IT0004637226 CW UI FUTURE C IT0004637234 CW UI FUTURE P IT0004637242 CW UI FUTURE P IT0004637259 CW UI FUTURE P IT0004637267 CW UI FUTURE P IT0004637275 CW UI ORO C IT0004637283 CW UI ORO C IT0004637291 CW UI ORO C IT0004637309 CW UI ORO C IT0004637317 CW UI ORO P IT0004637325 CW UI ORO P IT0004637333 CW UI ORO P IT0004637341 CW UI ORO P IT0004637457 CW UI FTSE/MIB C IT0004637465 CW UI FTSE/MIB C IT0004637473 CW UI FTSE/MIB C IT0004637481 CW UI FTSE/MIB C IT0004637499 CW UI FTSE/MIB C IT0004637507 CW UI FTSE/MIB C IT0004637515 CW UI FTSE/MIB P IT0004637523 CW UI FTSE/MIB P IT0004637531 CW UI FTSE/MIB P IT0004637549 CW UI FTSE/MIB P IT0004637556 CW UI FTSE/MIB C IT0004637564 CW UI FTSE/MIB C IT0004637572 CW UI FTSE/MIB C IT0004637580 CW UI FTSE/MIB C IT0004637598 CW UI FTSE/MIB C IT0004637606 CW UI FTSE/MIB C IT0004637614 CW UI FTSE/MIB P IT0004637622 CW UI FTSE/MIB P IT0004637630 CW UI FTSE/MIB P IT0004637648 CW UI FTSE/MIB P IT0004637655 CW UI NASDAQ100 C IT0004637663 CW UI NASDAQ100 C IT0004637671 CW UI NASDAQ100 C IT0004637689 CW UI NASDAQ100 C IT0004637697 CW UI NASDAQ100 P IT0004637705 CW UI NASDAQ100 P IT0004637713 CW UI NASDAQ100 P IT0004637721 CW UI NASDAQ100 P IT0004637747 CW UI NIKKEI225 C

Security Description Payment Date FungibleIT0004637754 CW UI NIKKEI225 C IT0004637762 CW UI NIKKEI225 C IT0004637770 CW UI NIKKEI225 C IT0004637788 CW UI NIKKEI225 P IT0004637796 CW UI NIKKEI225 P IT0004637804 CW UI NIKKEI225 P IT0004637812 CW UI NIKKEI225 P IT0004637820 CW UI S&P500 C IT0004637838 CW UI S&P500 C IT0004637846 CW UI S&P500 C IT0004637853 CW UI S&P500 C IT0004637861 CW UI S&P500 P IT0004637879 CW UI S&P500 P IT0004637887 CW UI S&P500 P IT0004637895 CW UI S&P500 P IT0004637903 CW UI EUR/GBP C IT0004637911 CW UI EUR/GBP C IT0004637929 CW UI EUR/GBP C IT0004637937 CW UI EUR/GBP P IT0004637945 CW UI EUR/GBP P IT0004637952 CW UI EUR/GBP P IT0004637960 CW UI EUR/JPY C IT0004637978 CW UI EUR/JPY C IT0004637986 CW UI EUR/JPY C IT0004637994 CW UI EUR/JPY P IT0004638000 CW UI EUR/JPY P IT0004638018 CW UI EUR/JPY P IT0004638026 CW UI EUR/USD C IT0004638034 CW UI EUR/USD C IT0004638042 CW UI EUR/USD C IT0004638059 CW UI EUR/USD C IT0004638067 CW UI EUR/USD P IT0004638075 CW UI EUR/USD P IT0004638083 CW UI EUR/USD P IT0004638091 CW UI EUR/USD P IT0004638109 BCC FANO 10/12 TV 3/20/2011 IT0004638117 BCC TONIOLO 15 3.10% 3/16/2011 IT0004638125 BCC G.TONIOLO 14 3% 3/16/2011 IT0004638133 BCC TONIOLO 13 2.50% 3/16/2011 IT0004638141 BCC TONIOLO 10/12 2% 3/16/2011 IT0004638158 B.PADOVANA 10/12 TV 9/6/2011 IT0004638166 BNL 10/14 STEP 9/30/2011 IT0004638174 POP.SPOLETO 15 T M 4/1/2011 IT0004638182 POP.SPOLETO 10/12 TV 4/1/2011 IT0004638190 POP SPOLETO 15 2.15% 4/1/2011 IT0004638208 POP SPOLETO 12 1.375 4/1/2011 IT0004638216 CR CARRARA 10/15 TV 3/15/2011 IT0004638224 B.M.LUCCA 10/15 TV 3/15/2011 IT0004638232 CRU A.GARDA 13 S-UP 9/24/2011 IT0004638240 CERT IMI S-P GSCI C IT0004638273 POP INTRA 10/12 2.1% 3/3/2011 IT0004638281 B CREMASCA 10/13 TV 3/10/2011 IT0004638356 BCC ELBA 10/13 TV 3/13/2011

Security Description Payment Date FungibleIT0004638364 BCC PIANFEI 10/14 TV 3/1/2011 IT0004638372 CENTROMARCA 10/14 TV 4/4/2011 IT0004638380 BCC ELBA 10/13 2.25% 3/13/2011 IT0004638398 BCC OSTRA VET. 13 2% 3/7/2011 IT0004638406 BCC PIANFEI 10/14 TM 3/1/2011 IT0004638414 CENTROMARCA 10/14 SU 4/1/2011 IT0004638422 B.FORLI'10/14 S-UP 3/6/2011 IT0004638497 B.A.MARIT.12 TV 9/6/2011 IT0004638505 B.DESIO LAZIO 13 2% 4/1/2011 IT0004638513 B.CR.POP. 10/13 TV 3/20/2011 IT0004638521 BNL 10/13 TV 3/30/2011 IT0004638539 POP MEZZOG. 15 2.70% 3/6/2011 IT0004638547 POP MEZZOG. 15 2.80% 3/2/2011 IT0004638554 POP PUGLIESE 15 2.80 4/4/2011 IT0004638562 POP PUGLIESE 13 2.10 4/4/2011 IT0004638570 POP PUGLIESE 12 1.80 4/4/2011 IT0004638588 POP.SPOLETO 20 3,7 4/1/2011 IT0004638596 POP.SPOLETO 15 2,5 4/1/2011 IT0004638604 POP.SPOLETO 13 2,15 4/1/2011 IT0004638612 POP.SPOLETO 12 1,90 4/1/2011 IT0004638620 CR RAVENNA 15 TV 3/6/2011 IT0004638638 CR RAVENNA 14 2% 218 3/6/2011 IT0004638646 B CREMASCA 10/13 SU 9/10/2011 IT0004638653 UNICREDIT 16 TV 3/30/2011 IT0004638661 B CREMASCA 10/12 1.8 3/10/2011 IT0004638679 POP.VI 10/15 TV 9/29/2011 IT0004638687 POP.VI 10/13 2.25% 4/29/2011 IT0004638695 POP.VI 10/13 TV 4/29/2011 IT0004638737 UNICREDIT 15 10/31/2011 IT0004638752 BOT 20110915 365 GG 9/15/2011 IT0004638760 BOT 20110331 182 GG 3/31/2011 IT0004638802 BCC PESCIA 10/17 SU 3/14/2011 IT0004638810 B.PESCIA 10/13 S.UP 3/14/2011 IT0004638828 CREDIVENETO 16 S-UP 3/8/2011 IT0004638836 CREDIVENETO 14/ S-UP 3/8/2011 IT0004638844 CENTROMARCA 13 2.25% 6/1/2011 IT0004638851 CREDIUMBRIA 13 3.50 3/15/2011 IT0004638893 B.A.MARITT. 13 2% 3/9/2011 IT0004638901 B.DESIO 10/15 SU 4/1/2011 IT0004638919 B.DESIO LAZIO 15 TM 4/1/2011 IT0004638927 BCA APUANA 10/14 TM 9/17/2011 IT0004638935 CR FERRARA 15 3.1% 3/17/2011 IT0004638943 CR FERRARA 17 3.4% 3/17/2011 IT0004638950 CR FERRARA 17 3.8% 3/17/2011 IT0004638968 CR FERRARA 15 2.6% 3/17/2011 IT0004638976 CR FERRARA 13 2.25% 3/17/2011 IT0004638984 CR SV 10/15 TV 3/15/2011 IT0004638992 CR FERRARA 13 2.75% 3/17/2011 IT0004639008 CR LAVIS 10/13 1.90 3/15/2011 IT0004639016 CARIFANO 10/13 SU 3/8/2011 IT0004639024 CARIFANO 10/12 1.40% 3/8/2011 IT0004639032 CR VALBADIA10/12 2.0 9/17/2011 IT0004639040 CR VALBADIA 10/13 TV 3/17/2011

Security Description Payment Date FungibleIT0004639057 SAGITTARIA FIN CL A 3/31/2011 IT0004639065 SAGITTARIA FIN CL C 3/31/2011 IT0004639073 SAGITTARIA FIN CL B 3/31/2011 IT0004639081 B.CARIGE10/13 2.375 9/25/2011 IT0004639115 CC RAVENNATE 17 TV 3/27/2011 IT0004639156 BC S.ELENA 10/17 3.1 3/13/2011 IT0004639164 BCC S.ELENA 15 2.7% 3/13/2011 IT0004639172 BCC S.ELENA 13 2.3% 3/13/2011 IT0004639180 BC S.ELENA 10/12 1.9 3/13/2011 IT0004639198 BCC S.ELENA 10/17 3% 3/13/2011 IT0004639206 BCC S.ELENA 15 2.60% 3/13/2011 IT0004639214 BC S.ELENA 10/12 1.8 3/13/2011 IT0004639222 BCC AGRO BS 13 2.50% 3/8/2011 IT0004639255 B.A.MARITTIME 15 TM 3/13/2011 IT0004639263 CARIM 10/14 ZC 9/6/2014 IT0004639271 B PIEMONTE 10/14 SU 3/20/2011 IT0004639289 BNL 10/15 2.50% 3/30/2011 IT0004639297 EMILRO 10/13 TV 9/10/2011 IT0004639305 EMILRO 10/14 2.00% 3/10/2011 IT0004639313 CREDEM 10/13 2.25% 3/29/2011 IT0004639321 CREDEM 10/13 TM 3/27/2011 IT0004639339 CREDEM 10/13 TM 3/27/2011 IT0004639347 CR SALUZZO 13 1.7% 3/15/2011 IT0004639354 CR SALUZZO 13 TV 3/15/2011 IT0004639362 CR SALUZZO 15 S-UP 3/15/2011 IT0004639370 CR SALUZZO 13 2.5% 3/15/2011 IT0004639404 B.SELLA SUD 10/15 TV 3/10/2011 IT0004639412 B.POP.10/17 S-UP 3/30/2011 IT0004639420 B.POP.10/17 TM 3/30/2011 IT0004639438 B.POP.10/17 4% 3/30/2011 IT0004639446 CARISMI 10/13 TV 3/27/2011 IT0004639453 CARISMI 10/16 S-UP 3/30/2011 IT0004639503 B.A.MARITT.14 2,6% 3/9/2011 IT0004639511 B.A.MARITT.14 2,25 3/9/2011 IT0004639529 B.CRS 10/15 TM 10/1/2011 IT0004639537 BCC FANO 10/13 TV 3/10/2011 IT0004639545 BCC CARAVAGGIO 14 SU 9/20/2011 IT0004639552 BCC CARAVAGG.13 2.15 9/20/2011 IT0004639560 BCC CARAVAGG.12 1.8% 10/1/2011 IT0004639578 BCC FANO 10/13 3% 3/10/2011 IT0004639586 BCC FANO 10/15 S.UP 3/10/2011 IT0004639594 BCC FANO 10/13 S.UP 3/10/2011 IT0004639602 B.CA APUANA 10/17 ZC 9/17/2017 IT0004639610 BCC CASTAGNETO13 2.0 3/13/2011 IT0004639628 BCC CASTAGNETO 14 TM 3/13/2011 IT0004639636 BCC CASTAGNETO 15 SU 3/13/2011 IT0004639644 CR.FANO 10/13 TV 3/8/2011 IT0004639651 CRED.VALT.10//13 S-U 3/9/2011 IT0004639669 CRED.VALT.10/13 TV 3/9/2011 IT0004639677 B.POP.10/15 ZC 3/30/2015 IT0004639685 CR BOLZANO 14 TV 186 4/15/2011 IT0004639727 BCC ANAGNI 10/13 SU 3/20/2011 IT0004639735 B.CRV 10/15 TV 9/10/2011

Security Description Payment Date FungibleIT0004639743 B.CRV 10/13 TV 9/10/2011 IT0004639750 B.CRV 10/14 2% 3/10/2011 IT0004639826 CARICHIETI 10/13 ZC 9/30/2013 IT0004639834 CARICHIETI 10/13 2% 9/30/2011 IT0004639842 CR RAVENNA 13 2.9% 3/16/2011 IT0004639859 B.CIVIDALE 10/15 TV 9/10/2011 IT0004639867 CRED.VALT 10/12 2.3 3/14/2011 IT0004639875 C.SICILIANO 10/13 SU 3/13/2011 IT0004639883 CR FOSSANO 14 TM 247 9/15/2011 IT0004639891 B.FERMANO 10/15 SU 3/15/2011 IT0004639917 POP BERGAMO 13 4.00% 3/15/2011 IT0004639925 POP BERGAMO 13 4.01% 3/21/2011 IT0004639933 BCO BRESCIA 12 2.15% 10/1/2011 IT0004639941 B.CARIME 10/13 1.3% 3/30/2011 IT0004639958 B.CARIME 10/12 1.1% 3/30/2011 IT0004639966 B.CARIME 10/14 1.3% 3/30/2011 IT0004639974 B.S.G 10/17 TV 4/1/2011 IT0004639982 BCC TRUENTINA 13 TV 3/13/2011 IT0004639990 CRA TREVISO 15 S-UP 3/13/2011 IT0004640006 B.S.G 10/15 TM 4/1/2011 IT0004640014 B.S.G 10/13 TM 3/15/2011 IT0004640022 B.PICENA 10/13 2.1% 3/13/2011 IT0004640030 BCC TRUENTINA 15 S-U 3/13/2011 IT0004640048 BCC CENTROP.13 1.50 3/15/2011 IT0004640113 TIZZANO V.P. 10/30 6/30/2011 IT0004640121 BANCA IMI 10/15 TV 11/1/2011 IT0004640139 SANFELICE 10/14 2% 3/13/2011 IT0004640147 POP.L.SULMONA 15 TV 3/10/2011 IT0004640162 CR RAVENNA 15 2.2% 3/10/2011 IT0004640188 B.IMOLA 10/14 TV 3/9/2011 IT0004640196 B.IMOLA 10/13 2% 3/9/2011 IT0004640212 CENTROBANCA 10/16 TV 4/13/2011 IT0004640220 CR VOLTERRA 10/14 TV 3/16/2011 IT0004640238 CR VOLTERRA 10/13 TV 3/16/2011 IT0004640246 CR VOLTERRA 14 S-U 3/16/2011 IT0004640303 CARIPRATO 10/15 SU 3/30/2011 IT0004640311 B.NUOVA 10/15 TV 3/13/2011 IT0004640337 CR VALBADIA10/12 2.4 9/22/2011 IT0004640352 BENE BANCA 10/13 TV 7/1/2011 IT0004640360 BCC VERSILIA 14 S-U 3/15/2011 IT0004640378 BCC VERSILIA 10/13 2 3/15/2011 IT0004640386 BCC FRIULI 14 2.20% 3/13/2011 IT0004640394 BCC G.TONIOLO 13 2.1 3/13/2011 IT0004640402 BCC PICENA 10/15 SU 3/20/2011 IT0004640410 BCC POMPIANO 13 3% 3/15/2011 IT0004640428 BCC B.VAGIENNA 13 2% 3/15/2011 IT0004640436 B.PADOVANA 12 1.75% 3/30/2011 IT0004640519 BCC POMPIANO 13 TV 3/27/2011 IT0004640527 BCC POLESINE 14 TV 3/20/2011 IT0004640535 B. UDINE 10/13 S-U 3/15/2011 IT0004640543 CREDIVENETO 10/13 2% 3/15/2011 IT0004640550 BCC POLESINE 13 ZC 9/20/2013 IT0004640568 BCC POMPIANO 16 3% 3/27/2011

Security Description Payment Date FungibleIT0004640576 BCC POMPIANO 13 2.5% 3/27/2011 IT0004640584 BCC ARBOREA 13 3.00 3/15/2011 IT0004640592 BCC CAVOTI10/13 2.25 4/1/2011 IT0004640600 BCC CAVOTI 10/12 1.9 4/1/2011 IT0004640618 BCC POLESINE 17 TV 3/20/2011 IT0004640634 CR ASTI 10/13 2% 3/15/2011 IT0004640642 BCC VENEZIANO 15 TV 3/15/2011 IT0004640659 BCC CESENA 10/13 1.7 3/20/2011 IT0004640667 CARILO 10/15 S-UP 6/30/2011 IT0004640675 B.MODENESE 10/13 SU 3/30/2011 IT0004640741 B.DESIO 10/16 2.75% 4/1/2011 IT0004640758 POP APRILIA 13 1.70 3/13/2011 IT0004640766 BNL 10/15 TV 3/30/2011 IT0004640774 SANFELICE 10/13 TV 3/13/2011 IT0004640790 CRU LIZZANA 13 S-U 10/1/2011 IT0004640816 CRU PRIMIERO 14 SU 4/1/2011 IT0004640824 CRU PRIMIERO 17 TM 4/1/2011 IT0004640832 CR VOLTERRA 10/15 SU 3/16/2011 IT0004640840 BCC CALCIO 10/14 2% 3/20/2011 IT0004640857 BCC CALCIO 10/14 2.5 3/20/2011 IT0004640865 B.SELLA BC 10/14 TV 3/15/2011 IT0004640873 UGF BCA 10/17 SU 9/13/2011 IT0004640881 B.MPS COV.10/13 2.5 9/23/2011 IT0004640907 CR TRENTO 10/13 TV 3/15/2011 IT0004640915 CRED.VALT.10/14 TV 3/16/2011 IT0004640923 CRU PINETANA 16 TV 3/10/2011 IT0004640931 CRU PINETANA 13 1.7% 3/13/2011 IT0004640964 CW IMI ATLANTIA C IT0004640972 CW IMI ATLANTIA C IT0004640998 CW IMI BCO POP C IT0004641004 CW IMI BCO POP C IT0004641012 CW IMI BPM C IT0004641020 CW IMI BPM C IT0004641038 CW IMI BPM C IT0004641053 CW IMI ENEL C IT0004641061 CW IMI ENEL C IT0004641079 CW IMI ENEL C IT0004641087 CW IMI ENI C IT0004641095 CW IMI ENI C IT0004641103 CW IMI 1+1 FIAT C IT0004641111 CW IMI 1+1 FIAT C IT0004641129 CW IMI 1+1 FIAT C IT0004641137 CW IMI GENERALI C IT0004641145 CW IMI GENERALI C IT0004641152 CW IMI GENERALI C IT0004641160 CW IMI MEDIOB C IT0004641178 CW IMI MEDIOB C IT0004641186 CW IMI MEDIOB C IT0004641194 CW IMI BCA MPS C IT0004641202 CW IMI BCA MPS C IT0004641210 CW IMI BCA MPS C IT0004641236 CW IMI STM C IT0004641244 CW IMI STM C

Security Description Payment Date FungibleIT0004641251 CW IMI STM C IT0004641269 CW IMI TELECOM C IT0004641277 CW IMI TELECOM C IT0004641285 CW IMI TELECOM C IT0004641293 CW IMI UNICREDIT C IT0004641301 CW IMI UNICREDIT C IT0004641319 CW IMI UNICREDIT C IT0004641327 CW IMI DAX C IT0004641335 CW IMI DAX C IT0004641343 CW IMI DAX C IT0004641350 CW IMI DAX P IT0004641368 CW IMI DAX P IT0004641376 CW IMI DAX P IT0004641384 CW IMI DAX P IT0004641392 CW IMI DAX P IT0004641400 CW IMI DAX C IT0004641418 CW IMI DAX C IT0004641426 CW IMI DAX P IT0004641434 CW IMI DAX P IT0004641442 CW IMI FTSE MIB C IT0004641459 CW IMI FTSE MIB C IT0004641467 CW IMI FTSE MIB C IT0004641475 CW IMI FTSE MIB P IT0004641483 CW IMI FTSE MIB P IT0004641491 CW IMI FTSE MIB P IT0004641509 CW IMI FTSE MIB C IT0004641517 CW IMI FTSE MIB C IT0004641525 CW IMI FTSE MIB C IT0004641533 CW IMI FTSE MIB P IT0004641541 CW IMI FTSE MIB P IT0004641558 CW IMI FTSE MIB P IT0004641582 B.S.G. 10/14 S-UP 4/1/2011 IT0004641590 BC VERGATO 10/14 TV 3/15/2011 IT0004641608 BCC VERGATO 14 S.UP 3/15/2011 IT0004641616 BCC OSTRA VET. 14 SU 3/20/2011 IT0004641624 BCC ROMAGNA 10/13 SU 3/20/2011 IT0004641632 B.S.G.10/14 STEP-UP 4/1/2011 IT0004641640 B.S.G. 10/13 2.1% 4/1/2011 IT0004641657 BCC NISSENO 10/13 2% 3/20/2011 IT0004641665 VENETO B.H.10/15 3.4 4/15/2011 IT0004641673 VENETO B.H.10/15 SU 4/15/2011 IT0004641681 CARIFAC 10/15 S-UP 4/15/2011 IT0004641699 CARIFAC 10/15 3.4% 4/15/2011 IT0004641707 BANCAPULIA 10/15 SU 4/15/2011 IT0004641715 BANCAPULIA 10/15 3.4 4/15/2011 IT0004641723 VENETO B.H.10/14 2.5 3/30/2011 IT0004641731 VENETO B.H.10/14 TV 3/30/2011 IT0004641749 VENETO B.H.10/12 TV 4/18/2011 IT0004641756 B.DESIO 10/13 2.25% 4/4/2011 IT0004641764 FORLI' TVT 10/30 6/30/2011 IT0004641772 SANFELICE 10/13 TV 3/14/2011 IT0004641780 BCA CARIGE 10/12 1.6 5/5/2011 IT0004641806 POP.MEZZOG. 13 2.286 3/13/2011

Security Description Payment Date FungibleIT0004641814 CR MEZZOCORONA 12 TV 3/15/2011 IT0004641822 CRU D.L.G.10/13 SU 4/1/2011 IT0004641830 CRU D.L.G.10/13 TM 4/1/2011 IT0004641848 CR.SICILIANO 15 TV 3/20/2011 IT0004641855 B.POP.10/15 3.25% 9/30/2011 IT0004641863 B.M.PARMA 14 S UP 6/20/2011 IT0004641871 B.M.PARMA 13 TV 3/20/2011 IT0004641889 B.S.GIORGIO 10/13 2% 4/15/2011 IT0004641897 B.BRESCIA 10/13 S.UP 5/2/2011 IT0004641939 CRA CORTINA 10/12 TV 4/1/2011 IT0004641947 BCC VIGNOLE 10/17 TV 3/15/2011 IT0004641954 BCC VIGNOLE 10/13 TV 3/15/2011 IT0004641970 BCA MUGELLO 10/13 TV 4/1/2011 IT0004641988 BCC IMPRUNETA 13 TV 3/15/2011 IT0004641996 BCC VIGNOLE 10/15 SU 3/15/2011 IT0004642002 BCC VIGNOLE 10/13 2% 3/15/2011 IT0004642010 BCC PESARO 10/13 2% 4/11/2011 IT0004642028 BCC GATTEO 10/14 SU 4/18/2011 IT0004642036 BCC GATTEO 10/12 SU 5/2/2011 IT0004642051 BCC GATTEO 10/16 TM 4/18/2011 IT0004642069 BCC IMPRUNETA 13 2,3 3/15/2011 IT0004642077 BCC IMPRUNETA 16 TM 3/15/2011 IT0004642101 CW ICCREA EURIBOR C IT0004642119 CW ICCREA EURIBOR C IT0004642127 CW ICCREA EURIBOR C IT0004642135 CW ICCREA EURIBOR C IT0004642143 CW ICCREA EURIBOR C IT0004642150 CW ICCREA EURIBOR C IT0004642168 CW ICCREA EURIBOR C IT0004642176 CW ICCREA EURIBOR C IT0004642184 CW ICCREA EURIBOR C IT0004642192 CW ICCREA EURIBOR C IT0004642218 BIVERBANCA 13 2.10% 4/15/2011 IT0004642226 BIVERBANCA 12 1.75% 4/15/2011 IT0004642259 POP.CASSINATE 13 TV 3/15/2011 IT0004642267 CR A.BRENTA 10/13 2% 3/15/2011 IT0004642283 BCC C.COVO 10/17 TM 3/20/2011 IT0004642291 CR OLTRADIGE10/20 TM 6/15/2011 IT0004642317 POP.NOVARA 15 3.25% 9/30/2011 IT0004642325 CR LUCCA 15 3.25% 9/30/2011 IT0004642333 POP.VR-SGSP 15 3.25% 9/30/2011 IT0004642341 POP.LODI 10/15 3,25% 9/30/2011 IT0004642358 CREBERG 10/15 3.25% 9/30/2011 IT0004642366 B.BRESCIA 10/14 S.UP 5/2/2011 IT0004642382 IW BANK 10/15 OC 10/14/2015 IT0004642390 P.S. BTP 03/21 3.75% 3/1/2021 IT0004642457 B.CRV 10/12 3.50% 3/17/2011 IT0004642465 CARISPAQ 10/20 TV 3/30/2011 IT0004642473 CR B.VALLAG. 15 S.UP 9/1/2011 IT0004642481 CR B.VALL. 10/15 TM 3/1/2011 IT0004642499 CRU B.VALSUG. 15 TM 9/16/2011 IT0004642507 CREDEM 10/12 1,85% 4/4/2011 IT0004642515 BCC S.G.MEDUNO TV 3/20/2011

Security Description Payment Date FungibleIT0004642523 BCC CASCINA10/16 2.6 3/27/2011 IT0004642531 BCC CASCINA 10/13 SU 3/27/2011 IT0004642549 BCC G.MEDUNO 15 TM 1/1/2012 IT0004642556 BCC G.MEDUNO 14 S UP 3/20/2011 IT0004642564 B.MARCA 10/13 S-UP 10/1/2011 IT0004642572 B.MARCA 10/15 3% 9/15/2011 IT0004642580 B.MARCA 10/13 2,5% 9/15/2011 IT0004642598 B.CRAS 10/15 S-UP 3/20/2011 IT0004642606 CRED.ART.10/12 TV 3/23/2011 IT0004642614 BCC BRUTIA 10/13 SU 4/1/2011 IT0004642622 BCC ALBA 10/13 2.4% 9/15/2011 IT0004642630 BCC TUSCIA 13 2% 4/1/2011 IT0004642648 BCA TUSCIA 10/15 S-U 4/1/2011 IT0004642655 BCC LAUDENSE 18 4.00 3/20/2011 IT0004642721 VIBANCA 10/13 TV 4/1/2011 IT0004642739 BCC GANGI 13 2,3 4/4/2011 IT0004642747 B.VERONESE 13 S UP 4/1/2011 IT0004642754 BCC METAURO 20 ZC 9/20/2020 IT0004642762 BCC METAURO 13 S-UP 9/20/2011 IT0004642770 BCC METAURO 13 2.3% 9/20/2011 IT0004642788 CW ALE EURIBOR C IT0004642796 BCC VENEZIANO 15 TV 3/20/2011 IT0004642804 B.PADOVANA 10/12 TV 9/20/2011 IT0004642812 POP.VALCONCA 13 TV 4/6/2011 IT0004642820 B.DESIO TOSC.13 SU 4/5/2011 IT0004642838 BLPR 10/12 2.50% 3/27/2011 IT0004642846 BCA CARIGE 10/16 TM 11/5/2011 IT0004642861 BCA CARIGE 10/12 TM 11/5/2011 IT0004642879 B.CIVIDALE 10/14 TV 3/20/2011 IT0004642887 CR VOLTERRA 10/12 TV 9/20/2011 IT0004642895 C RAIFF. SELVA 13 OC 3/17/2013 IT0004642903 C RAIFF. SELVA 14 SU 9/17/2011 IT0004642911 B.CIVIDALE 10/13 TV 3/20/2011 IT0004642929 UGF BANCA 10/12 2% 3/20/2011 IT0004642937 B.DESIO TOS.10/14 SU 4/5/2011 IT0004642960 B.DESIO 10/15 TM 4/15/2011 IT0004642978 EMILBANCA 12 TV 3/27/2011 IT0004642986 BCC TREVIGLIO 14 TM 4/4/2011 IT0004642994 POP.BERGAMO 10/13 SU 10/22/2011 IT0004643000 UNICREDIT 15 TV 4/29/2011 IT0004643034 CR S.GIACOMO 14 S.UP 4/1/2011 IT0004643042 CR S.GIACOMO 13 2.30 4/1/2011 IT0004643083 BCC PRATOLA 13 TV 3/27/2011 IT0004643109 B C.EMILIA 10/13 2% 4/1/2011 IT0004643117 BCC C.EMILIA 15 S.UP 4/1/2011 IT0004643125 BCC PRATOLA 14 S-UP 3/27/2011 IT0004643133 BCC PRATOLA 13 S-UP 3/27/2011 IT0004643141 B.CHIANTI F.10/14 SU 3/16/2011 IT0004643208 B.COLLI E. 10/13 TV 3/23/2011 IT0004643216 CRA C.GROTTE 14 S.UP 3/20/2011 IT0004643224 B.PADOVANA 10/13 TV 3/22/2011 IT0004643232 B.PADOVANA 13 2.15% 3/22/2011 IT0004643240 B S.FRANCESCO 13 2.5 4/1/2011

Security Description Payment Date FungibleIT0004643257 BCC RIANO 13 3.25% 4/15/2011 IT0004643265 BCC RIANO 13 2.85% 4/15/2011 IT0004643281 BCC FALCONARA 13 2.2 4/1/2011 IT0004643299 BLPR 10/13 2.90% 3/27/2011 IT0004643307 CR PR PC 10/12 2.5 11/11/2011 IT0004643315 POP.FRIULADRIA12 2.5 11/11/2011 IT0004643323 POP.FRIULADRIA12 2.1 11/11/2011 IT0004643331 CR MORI-VDG 10/12 TV 4/1/2011 IT0004643349 CR.BRA 10/13 TV 4/5/2011 IT0004643356 CR.BRA 10/15 TV 10/1/2011 IT0004643364 B.SELLA SUD 17 TV 3/23/2011 IT0004643372 BVC 10/13 1.35% 4/8/2011 IT0004643380 B.BRESCIA 10/13 1.30 5/2/2011 IT0004643398 BVC 10/12 1.2% 5/8/2011 IT0004643406 POP.A.ADIGE 15 TV 3/23/2011 IT0004643414 CRU GIUD.VALS.13 2% 10/4/2011 IT0004643455 CR LAGUNDO 10/14 TV 4/1/2011 IT0004643471 B.A.MARITTIME 13 3% 3/30/2011 IT0004643489 B.A.MARITTIME 12 SUP 3/30/2011 IT0004643497 BPL 10/12 2.5% 3/24/2011 IT0004643505 POP.ETICA 10/13 S-UP 5/4/2011 IT0004643513 POP.ETICA 10/12 S-UP 5/4/2011 IT0004643521 LEONE ARANCIO CL A 5/4/2011 IT0004643547 CR PR PC 10/12 2.10% 11/11/2011 IT0004643554 CR LEVICO 10/13 1.50 4/1/2011 IT0004643562 CARIFANO 10/15 TV 3/27/2011 IT0004643570 INTESA S.P.10/14 TV 11/5/2011 IT0004643588 INTESA S.P.10/17 TV 11/5/2011 IT0004643596 INTESA S.P.10/17 TV 11/4/2011 IT0004643604 INTESA S.P.10/12 1.9 11/4/2011 IT0004643612 INTESA S.P.10/14 TV 11/4/2011 IT0004643620 B.MEDIOLANUM 12 TV 4/29/2011 IT0004643638 CR.CESENA 10/12 TV 3/22/2011 IT0004643646 CRU GIUD.VAL10/15 SU 10/4/2011 IT0004643653 BCC ROMAGNA 10/13 TV 3/23/2011 IT0004643661 B.CARUGATE 10/13 1.9 3/22/2011 IT0004643711 CW ALE EURIBOR C IT0004643729 BCC ROMAGNA 10/13 TM 3/23/2011 IT0004643737 BCC VERONA 10/15 TM 4/1/2011 IT0004643745 BCC V.TORTO 13 2,20% 4/1/2011 IT0004643752 B.VALDARNO 10/15 TM 3/28/2011 IT0004643760 B.VALDARNO 10/13 SU 3/28/2011 IT0004643778 B.COLLI E.10/13 S-UP 9/23/2011 IT0004643786 B.COSTA A. 10/13 SU 4/1/2011 IT0004643794 B.COSTA A. 10/16 TV 10/1/2011 IT0004643810 BOT 20111014 364 GG 10/14/2011 IT0004643828 BOT 20110429 182 GG 4/29/2011 IT0004643844 ENI USD 5.70% - N 4/1/2011 IT0004643851 ENI USD 5.70% - X 4/1/2011 IT0004643869 B.MPS 10/17 TV 3/30/2011 IT0004643885 CRA ROANA 10/15 TM 4/25/2011 IT0004643901 CRA ROANA 10/13 TM 3/22/2011 IT0004643919 B.CENTROV.10/17 3.25 4/1/2011

Security Description Payment Date FungibleIT0004643927 BCC BARI 10/12 2% 6/27/2011 IT0004643935 B.CENTROV.10/15 2.6% 4/1/2011 IT0004643943 BCC ANGHIARI 14 TM 4/1/2011 IT0004643950 BCC PACHINO 12 1.6% 4/27/2011 IT0004643968 LEONE ARANCIO CL C 5/4/2011 IT0004643976 LEONE ARANCIO CL B 5/4/2011 IT0004643984 CERT IMI EUR/CHF C IT0004644016 B.MPS 10/12 TV 5/2/2011 IT0004644024 B.MPS 10/12 TV 5/3/2011 IT0004644032 ANTONVENETA 13 2.20% 4/29/2011 IT0004644040 ANTONVENETA 10/13 TV 4/29/2011 IT0004644057 B.MPS 10/12 3.08% 10/28/2011 IT0004644065 B.MARCHE 10/12 TV 9/24/2011 IT0004644073 BPSA 10/13 2.40% 3/24/2011 IT0004644081 BPSA 10/13 2.00% 3/24/2011 IT0004644099 BPSA 10/14 STEP UP 9/24/2011 IT0004644107 BPSA 10/13 ZC 3/24/2013 IT0004644115 BPSA 10/13 ZC 3/24/2013 IT0004644123 POP.FRUSINATE 13 TM 4/1/2011 IT0004644131 POP.MEZZ. 10/12 TV 9/27/2011 IT0004644149 CR FOLGARIA 10/14 SU 4/1/2011 IT0004644156 CR FOLGARIA 10/20 SU 10/1/2011 IT0004644164 CR VALLE LAG.13 2% 4/1/2011 IT0004644172 CRA VESTEN 10/13 1.9 4/1/2011 IT0004644180 CRA VESTEN.10/13 ZC 1/1/2013 IT0004644198 CR.PIEMONTESE 13 SUP 4/1/2011 IT0004644206 CR.PIEMONTESE 13 TV 4/1/2011 IT0004644214 BAI 10/15 TV 4/4/2011 IT0004644230 BCC OSTRA 13 OC 2/1/2013 IT0004644263 POP.BERGAMO 10/13 4% 3/28/2011 IT0004644289 B.MARCHE 10/14 TM 3/23/2011 IT0004644297 B.SIRACUSA 10/17 TV 3/27/2011 IT0004644305 B.MANTIGNANA 13 TV 3/24/2011 IT0004644313 BCC CALATAB. 15 3.00 5/15/2011 IT0004644321 BCC CALATAB. 13 2.20 5/15/2011 IT0004644339 B. ROMAGNA C.13 TM 4/7/2011 IT0004644347 B. ROMAGNA C. 14 SUP 4/6/2011 IT0004644354 B.ROMAGNA C12 S UP 4/4/2011 IT0004644362 BCC CILENTANI 15 SU 4/1/2011 IT0004644370 B.MANTIGNANA 13 TV 3/24/2011 IT0004644388 BCC CAPRANICA 13 2.8 4/15/2011 IT0004644396 BCC CILENTANI 13 2.4 4/1/2011 IT0004644404 BCC MASIANO 13 2.5% 10/1/2011 IT0004644412 BCC S.ELENA 14 2.20% 4/4/2011 IT0004644420 BCC LESMO 10/13 SU 4/4/2011 IT0004644438 CR BOVES 10/14 TM 4/5/2011 IT0004644446 B.LEGNANO 10/15 3.10 10/4/2011 IT0004644453 B.A.MARITTIME 15 TM 4/11/2011 IT0004644461 B.A.AMARITTIME 13 2 4/11/2011 IT0004644479 B.MARCHE 10/15 S-UP 9/23/2011 IT0004644487 B.MARCHE 10/14 1.75 3/23/2011 IT0004644495 BCC CASTAGNETO13 2.7 3/28/2011 IT0004644503 POP.EMILIA 10/12 TV 9/27/2011

Security Description Payment Date FungibleIT0004644511 B.IMOLA 10/15 2.25% 3/24/2011 IT0004644529 POP CIVIDALE 15 TV 3/24/2011 IT0004644537 B.CIVIDALE 10/15 TV 3/24/2011 IT0004644545 CR TRENTO 10/15 SU 4/15/2011 IT0004644552 BCC C.COVO 10/13 3% 4/5/2011 IT0004644560 B.ROMAGNA C.12 2,5 4/7/2011 IT0004644578 POP.VI 10/13 2.35% 5/15/2011 IT0004644586 POP.VI 10/12 2.25% 6/15/2011 IT0004644594 CARIPRATO 10/13 2.00 3/30/2011 IT0004644602 UNICREDIT 16 TV 4/29/2011 IT0004644610 VENETO B.10/13 2.30% 3/27/2011 IT0004644636 CASAFORTE CL A 10/40 6/30/2011 IT0004644644 CASAFORTE CL B 10/40 6/30/2011 IT0004644677 CASAFORTE CL Z 10/40 6/30/2011 IT0004644685 ENI USD 4.150% - N 4/1/2011 IT0004644693 ENI USD 4.150% - X 4/1/2011 IT0004644701 CERT ALE EUROSTO C IT0004644735 BTP 4,5% 20260301 3/1/2011 IT0004644743 FIAT INDUSTRIAL ORD IT0004644750 FIAT INDUSTRIAL PRIV IT0004644768 FIAT INDUSTRIAL RP IT0004644776 FIAT INDUSTRIAL RN IT0004644784 BCC CARNIA 10/15 TV 4/1/2011 IT0004644792 BCC CAVOLA 10/13 TV 4/5/2011 IT0004644800 EMILBANCA 14 TV 4/1/2011 IT0004644818 EMILBANCA 12 1.35% 4/1/2011 IT0004644826 BCC CAVOLA 10/14 TM 4/5/2011 IT0004644834 BCC CAVOLA 10/12 ZC 12/5/2012 IT0004644842 BCC ROMAGNA 13 2.00 3/30/2011 IT0004644859 CC RAVENNATE 14 S-U 4/15/2011 IT0004644867 B.CENTROP. 10/17 SU 4/1/2011 IT0004644875 B.CENTROP. 10/14 SU 4/1/2011 IT0004644883 BCC CAVOLA 13 2.85% 4/5/2011 IT0004644891 B.A.MARITT.12 2,45 3/27/2011 IT0004644909 CR ASTI 10/13 1.40% 4/1/2011 IT0004644917 B.COSTA A. 10/20 TM 4/20/2011 IT0004644925 BCC VENEZIANO 15 TV 4/1/2011 IT0004644933 B.DESIO 10/15 TM 4/18/2011 IT0004644941 BCR ROMAGNA 13 2.75% 4/1/2011 IT0004644958 POP MEZZOG. 13 2.10% 3/28/2011 IT0004644966 POP.SPOLETO 13 2,35 4/8/2011 IT0004644974 CW ALE EURIBOR C IT0004644982 CW ALE EURIBOR C IT0004644990 CW ALE EURIBOR C IT0004645005 CW ALE EURIBOR C IT0004645013 CW ALE EURIBOR C IT0004645021 CW ALE EURIBOR C IT0004645039 CW ALE EURIBOR C IT0004645047 CW ALE EURIBOR C IT0004645054 CW ALE EURIBOR C IT0004645062 CW ALE EURIBOR C IT0004645070 CW ALE EURIBOR C IT0004645088 POP.SPOLETO 12 2,10 4/8/2011

Security Description Payment Date FungibleIT0004645096 CR A-BRENTA 10/13 TV 4/1/2011 IT0004645104 CR SALUZZO 12 2.4% 3/24/2011 IT0004645120 CR ISARCO 10/13 1.80 10/1/2011 IT0004645146 CR VANDOIES 10/14 TV 4/1/2011 IT0004645153 CR ULTIMO 14 TV 4/1/2011 IT0004645229 BANCASCIANO 13 TV 4/1/2011 IT0004645237 BANCASCIANO 15 S UP 4/1/2011 IT0004645245 BANCASCIANO 13 3% 4/1/2011 IT0004645252 BCC.ATESTINA 14 2,35 4/5/2011 IT0004645260 B.ATESTINA 13 2,10 4/5/2011 IT0004645278 BCC CASCIA 10/13 2.5 4/1/2011 IT0004645286 BCC VALDARNO 17 TM 4/1/2011 IT0004645294 BCC EUGANEA 10/15 TM 4/1/2011 IT0004645302 BCC ALBA 10/14 S-UP 10/1/2011 IT0004645310 BCC ALBA 13 2% 10/1/2011 IT0004645328 BCC ALBA 10/13 2.30% 4/4/2011 IT0004645344 ANTONVENETA 10/12 ZC 11/25/2012 IT0004645351 ANTONVENETA 13 2.05% 5/25/2011 IT0004645369 ANTONVENETA 10/13 TV 5/25/2011 IT0004645377 ANTONVENETA 10/14 TV 11/25/2011 IT0004645385 ANTONVENETA 10/14 2% 5/24/2011 IT0004645393 CR ASTI 10/14 S.UP 10/1/2011 IT0004645401 BCC VENEZIANO 15 TV 3/29/2011 IT0004645419 BCC PISTOIA 14 S-UP 4/1/2011 IT0004645427 B.MARCHE 10/15 S-UP 9/27/2011 IT0004645435 B.MARCHE 10/17 3.20% 9/27/2011 IT0004645443 B.DESIO 10/12 2.25% 4/1/2011 IT0004645450 B.DESIO 10/14 2.50% 4/15/2011 IT0004645468 POP FRUSINATE 17 SU 10/1/2011 IT0004645476 CDP 10/17 3.41% 10/11/2011 IT0004645484 B.ADIGE PO 13 S-UP 4/1/2011 IT0004645492 POP.LAJATICO 15 S-UP 4/11/2011 IT0004645500 POP.LAJATICO 14 TM 4/11/2011 IT0004645518 CC CRU TREN 10/13 SU 4/1/2011 IT0004645526 CR ROVERETO 10/17 SU 10/1/2011 IT0004645534 CR ROVERETO 10/15 TM 10/1/2011 IT0004645542 MEDIOBANCA 10/20 5% 11/15/2011 IT0004645559 POP.SONDRIO 10/30 TV 6/30/2011 IT0004645567 POP.SONDRIO 10/25 TV 6/30/2011 IT0004645575 POP.SONDRIO 10/20 TV 6/30/2011 IT0004645583 CR BOLZANO 15 TV 4/30/2011 IT0004645591 CR BOLZANO 13 TV 4/30/2011 IT0004645609 CR BOLZANO 17 S-UP 5/31/2011 IT0004645617 BRE BANCA 10/13 TV 4/29/2011 IT0004645625 BRE BANCA 10/12 TV 4/29/2011 IT0004645633 CR BOLZANO 12 TV 4/30/2011 IT0004645641 BRE BANCA 12 1.25% 4/29/2011 IT0004645658 B.S.GIORGIO 10/17 TM 10/15/2011 IT0004645666 B.CARIME 10/13 1.5% 4/15/2011 IT0004645674 B.CARIME 10/14 S-UP 4/15/2011 IT0004645682 B.BRESCIA 10/12 2.15 4/15/2011 IT0004645690 B.CARIME 10/12 1.35% 4/15/2011 IT0004645708 CR CESENA 10/12 TV 3/27/2011

Security Description Payment Date FungibleIT0004645740 CERT ALE EUROSTO C IT0004645781 POP. MILANO 10/13 TV 5/12/2011 IT0004645799 POP MILANO 10/12 TV 3/28/2011 IT0004645807 POP.VI 10/13 TV 4/26/2011 IT0004645823 POP.MILANO 10/15 ZC 11/12/2015 IT0004645831 POP.MILANO 10/12 2.4 4/5/2011 IT0004645849 POP MILANO 10/12 2.5 9/28/2011 IT0004645856 B.MARCHE 10/13 2.6% 9/28/2011 IT0004645864 POP.CASSINATE 15 3.5 4/1/2011 IT0004645872 POP.CASSINATE13 2.75 4/1/2011 IT0004645880 CARICHIETI 14 TV 4/4/2011 IT0004645898 CRU ALDENO 15 TV 4/1/2011 IT0004645914 CR LACES 10/13 SU 10/15/2011 IT0004645922 CR LACES 10/13 TV 4/15/2011 IT0004645948 B.CO POP. 10/17 TM 4/29/2011 IT0004645955 B.CO POP. 10/16 3% 4/29/2011 IT0004645963 UBI 10/17 4.30% 5/5/2011 IT0004645971 CRS.MINIATO 10/12 TV 3/30/2011 IT0004645989 B.CO POP. 10/15 S-UP 4/29/2011 IT0004646003 WARR.YORKVILLE BHN IT0004646011 BCC GHISALBA 13 2,20 4/1/2011 IT0004646029 BC TRIUGGIO 10/14 TM 4/4/2011 IT0004646037 BCC TRIUGGIO 13 S-UP 10/4/2011 IT0004646045 BCC TRIUGGIO 13 S-UP 4/4/2011 IT0004646052 BCA VERONESE 18 3.45 9/30/2011 IT0004646060 BCC VALDINIEV.15 TV 4/1/2011 IT0004646078 BCC VALDINIEV.14 SUP 4/1/2011 IT0004646086 BCC VALDINIEV.13 2% 4/1/2011 IT0004646094 BCC GHISALBA 15 2,70 4/1/2011 IT0004646102 CC FRIULI 10/15 TV 4/4/2011 IT0004646110 CC FRIULI 10/13 TV 4/4/2011 IT0004646144 MELIORBANCA 10/15 TV 10/11/2011 IT0004646151 MELIORBANCA 10/15 TV 4/11/2011 IT0004646169 B.MONTE PARMA 13 TV 6/30/2011 IT0004646177 BCC A.RENO 10/14 TV 4/5/2011 IT0004646185 BCC SARSINA 13 TV 4/1/2011 IT0004646193 B CARAGLIO 10/14 TV 4/1/2011 IT0004646201 B.CRAS 10/14 TM 4/1/2011 IT0004646219 B.CRAS 10/13 TM 4/1/2011 IT0004646227 B.CRAS 10/13 TM 4/1/2011 IT0004646235 CREDIVENETO 10/20 SU 4/4/2011 IT0004646243 B CARAGLIO 10/13 SU 4/1/2011 IT0004646250 BCC RIPATRANS.15 S-U 4/1/2011 IT0004646268 BCC RIPATR. 13 2.12% 4/1/2011 IT0004646284 CRA BINASCO 10/15 SU 10/3/2011 IT0004646292 BCC SUASA 17 S-UP 10/1/2011 IT0004646300 ROVIGOBANCA 14 2.40 4/1/2011 IT0004646318 B.DESIO 10/12 2,20% 4/4/2011 IT0004646326 BNL 10/20 3.62% 4/14/2011 IT0004646334 BNL 10/25 3.62% 4/14/2011 IT0004646342 BNL 10/20 3.22% 4/14/2011 IT0004646359 BNL 10/25 3.22% 4/14/2011 IT0004646367 BNL 10/13 TV 4/29/2011

Security Description Payment Date FungibleIT0004646375 POP.L.SULMONA 12 ZC 10/29/2012 IT0004646383 CR FERRARA 12 2.5% 4/1/2011 IT0004646391 HYPO A.A.BANK 14 TV 4/1/2011 IT0004646409 HYPO A.A.BANK 14 TM 4/1/2011 IT0004646417 HYPO A.A.BANK13 2.85 4/1/2011 IT0004646425 B.RIMINI 10/15 TV 3/29/2011 IT0004646433 B.MONTE PARMA 15 2,5 3/30/2011 IT0004646441 B.MONTE PARMA 14 2% 3/30/2011 IT0004646458 B.MONTE PARMA 12 1,5 6/30/2011 IT0004646490 B.TERCAS 10/14 TM 10/13/2011 IT0004646508 TERCAS 10/13 2.25% 4/11/2011 IT0004646516 TERCAS 10/13 2% 4/11/2011 IT0004646524 BPCI 10/13 1.30% 11/5/2011 IT0004646532 BPCI 10/17 S-U 5/5/2011 IT0004646540 BPCI 10/17 S-D 5/5/2011 IT0004646557 POP BERGAMO 10/13 4% 3/30/2011 IT0004646565 UBI 10/12 TV 3/29/2011 IT0004646573 CR.CESENA 10/13 2% 4/4/2011 IT0004646581 CARIFAC 13 2.5% 4/18/2011 IT0004646599 VENETO B.H.10/13 2.5 4/18/2011 IT0004646615 MEDIOCREVAL 10/12 TV 4/4/2011 IT0004646672 BCC VENEZIANO 15 TV 4/20/2011 IT0004646680 B.PADOVANA 10/12 TV 10/11/2011 IT0004646698 BCC ALBEROB.10/15 SU 4/1/2011 IT0004646714 BCC ALBEROB.10/13 2% 4/1/2011 IT0004646722 BCC FILOTTR.10/13 TV 10/1/2011 IT0004646730 BCC SIGNA 10/15 TV 4/4/2011 IT0004646748 BCC SIGNA 10/13 TV 7/4/2011 IT0004646755 B.FORLI'10/13 TV 4/1/2011 IT0004646763 BCC AVETRANA 13 2,25 4/1/2011 IT0004646771 BCC FLUMERI 12 2.30 4/1/2011 IT0004646789 BCC FLUMERI 10/15 SU 10/1/2011 IT0004646797 BCC FILOTTR.10/13 ZC 10/1/2013 IT0004646805 BCC FILOTTR.13 2.75% 4/1/2011 IT0004646813 BCC FILOTTR.14 S-UP 10/1/2011 IT0004646821 BCC CANTU' 10/13 SU 4/18/2011 IT0004646839 B.CENTROV.10/13 2% 4/5/2011 IT0004646847 POP.L.SULMONA 12 ZC 11/6/2012 IT0004646854 P.L.SULMONA 15 TV 10/1/2011 IT0004646862 POP.L.SULMONA 13 TV 10/1/2011 IT0004646870 P.L.SULMONA 15 ZC 10/1/2015 IT0004646888 POP.L.SULMONA 13 ZC 10/1/2013 IT0004646896 CR FERRARA 13 2.25% 4/15/2011 IT0004646912 POP.FRIULADRIA 13 SU 4/4/2011 IT0004646920 CR PR-PC 10/13 S-U 4/4/2011 IT0004646938 POP.FRIULADRIA 13 2% 4/5/2011 IT0004646953 CR PR-PC 10/13 2% 4/5/2011 IT0004646961 B.IMOLA 10/12 TV 4/1/2011 IT0004646979 CRU MEZZOLOMB. 14 2% 4/18/2011 IT0004646995 CR ARETUSEO 10/13 SU 10/31/2011 IT0004647001 CRED.ART. 10/12 TV 4/11/2011 IT0004647019 BCC A.MESSINA 14 TV 4/4/2011 IT0004647027 BCC A.MESSINA 13 SU 4/4/2011

Security Description Payment Date FungibleIT0004647035 BCC A.MESSINA 12 2.3 4/4/2011 IT0004647043 BCC A.MESSINA 15 ZC 10/4/2015 IT0004647068 BANCAPULIA 10/13 2% 4/8/2011 IT0004647084 FINMARO 08/18 TV 4/13/2011 IT0004647092 CRED.VALT 10/12 TV 4/8/2011 IT0004647100 CRED.ART. 10/13 TV 4/12/2011 IT0004647118 CW ALE EURIBOR C IT0004647126 CW ALE EURIBOR C IT0004647134 CW ALE EURIBOR C IT0004647142 CW ALE EURIBOR C IT0004647159 CW ALE EURIBOR C IT0004647167 CW ALE EURIBOR C IT0004647175 CW ALE EURIBOR C IT0004647191 CRA BRENDOLA 15 TV 4/1/2011 IT0004647209 B.UDINE 10/13 TV 4/6/2011 IT0004647217 B. UDINE 10/13 TV 4/6/2011 IT0004647225 BCC PREALPI 10/13 SU 10/6/2011 IT0004647233 CRA BRENDOLA 13 S-UP 4/1/2011 IT0004647241 BCC AGRO BS 20 3.80% 4/18/2011 IT0004647258 BCC ADDA 10/14 S-UP 4/15/2011 IT0004647274 BCC ADDA 10/12 2.30% 4/15/2011 IT0004647290 BCC RECANATI 13 3% 4/4/2011 IT0004647316 BCC DON RIZZO 14 2% 5/2/2011 IT0004647332 BCC T.OTRANTO 13 SU 5/2/2011 IT0004647340 POP.MANTOVA 10/15 ZC 11/12/2015 IT0004647357 CR AL 10/15 ZC 11/12/2015 IT0004647365 B LEGNANO 10/15 ZC 11/12/2015 IT0004647381 POP PUGLIESE 15 3.00 4/18/2011 IT0004647399 POP PUGLIESE 13 2.25 4/18/2011 IT0004647407 POP PUGLIESE 12 1.90 4/18/2011 IT0004647415 POP.RAVENNA 13 TV 4/7/2011 IT0004647423 POP.SPOLETO 10/15 TM 5/3/2011 IT0004647431 POP SPOLETO 10/12 TV 5/3/2011 IT0004647449 POP.SPOLETO 12 1.375 5/3/2011 IT0004647456 POP.SPOLETO 15 2.15% 5/3/2011 IT0004647464 CDP 10/12 TV 4/12/2011 IT0004647472 B.PERUGIA 10/15 TV 5/15/2011 IT0004647480 B.PERUGIA 10/13 TV 5/15/2011 IT0004647498 B.PERUGIA 10/16 S-U 4/15/2011 IT0004647506 B.PERUGIA 10/13 S-U 4/15/2011 IT0004647514 B.PERUGIA 10/13 S-U 4/15/2011 IT0004647522 POP.FRIULADRIA 17 SU 8/29/2011 IT0004647530 CR PR-PC 10/17 S-U 8/29/2011 IT0004647548 CR FERRARA 10/16 4% 5/2/2011 IT0004647555 CR FERRARA 15 3.5% 5/2/2011 IT0004647563 CR FERRARA 13 2.5% 5/2/2011 IT0004647571 CR FERRARA 20 4.5% 5/2/2011 IT0004647589 CR FERRARA 17 3.8% 4/15/2011 IT0004647597 CR FERRARA 15 3.1% 4/15/2011 IT0004647605 CR FERRARA 13 2.75% 4/15/2011 IT0004647613 CR FERRARA 17 3.4% 4/15/2011 IT0004647621 CR FERRARA 15 2.6% 4/15/2011 IT0004647639 BCC CRETA 10/15 TM 4/5/2011

Security Description Payment Date FungibleIT0004647647 CR VOLTERRA 10/13 2% 4/18/2011 IT0004647654 B.MPS 10/12 ZC 11/3/2012 IT0004647662 B.PERUGIA 10/14 S-U 5/15/2011 IT0004647670 POP.SONDRIO 10/13 2% 4/22/2011 IT0004647696 CR VALSARENT 14 2.0 4/15/2011 IT0004647704 POP ANCONA 10/16 SU 5/5/2011 IT0004647712 POP ANCONA 10/13 1.3 5/5/2011 IT0004647720 POP ANCONA 10/14 1.6 5/5/2011 IT0004647738 POP ANCONA 10/16 SD 5/5/2011 IT0004647746 UGF BANCA 10/14 2.50 4/6/2011 IT0004647753 CR.CESENA 10/17 TV 4/4/2011 IT0004647761 B ROMAGNA 10/13 1.8% 10/4/2011 IT0004647811 B LEGNANO 10/13 TV 5/12/2011 IT0004647829 CR AL 10/13 TV 5/12/2011 IT0004647837 B.BOLOGNA 10/17 TV 5/15/2011 IT0004647860 BCA SELLA 10/12 TV 4/5/2011 IT0004647878 BCA SELLA 10/12 TV 4/5/2011 IT0004647894 BCC C.BRIANZA 13 TV 4/4/2011 IT0004647902 BCC CIVITA. 16 TV 4/4/2011 IT0004647910 BCC PONTASS. 13 TV 10/10/2011 IT0004647928 BCC GOFFREDO 14 2.86 4/8/2011 IT0004647936 BCC GOFFREDO10/15 SU 4/8/2011 IT0004647944 BCC GOFFREDO 13 2.30 4/8/2011 IT0004647951 BCC C.BRIANZA 15 SU 4/4/2011 IT0004647969 BCC CIVITA. 15 S-UP 10/4/2011 IT0004647977 POP INTRA 13 3.1% 4/11/2011 IT0004647985 BCC PONTASS. 15 3% 10/10/2011 IT0004647993 POP INTRA 12 3% 4/11/2011 IT0004648009 B.MODENESE 10/15 3.1 4/15/2011 IT0004648017 POP CORTONA 12 2.50 5/12/2011 IT0004648033 POP CORTONA 13 2.75 5/12/2011 IT0004648041 POP CORTONA 12 3.00 5/12/2011 IT0004648074 POP.SONDRIO 10/15 TV 5/5/2011 IT0004648082 B.S.GIORGIO 10/17 TM 10/18/2011 IT0004648090 B LEGNANO 10/12 2.15 10/12/2011 IT0004648108 POP BERGAMO 13 1.30% 5/5/2011 IT0004648116 POP INTRA 15 3.45% 4/11/2011 IT0004648124 B.MPS 10/13 2.35% 5/2/2011 IT0004648132 POP.MANTOVA 10/13 TV 5/12/2011 IT0004648140 B.MPS 10/13 1.35% 5/3/2011 IT0004648157 BCC CAMBIANO10/12TM 10/11/2011 IT0004648165 B.BOLOGNA 10/15 TM 4/15/2011 IT0004648207 B.BOLOGNA 10/20 TM 4/15/2011 IT0004648215 BFVD 10/13 2.15 4/15/2011 IT0004648223 POP. RAGUSA 10/13 SU 4/7/2011 IT0004648231 BCC FORNACETTE 10/13 4/25/2011 IT0004648256 POP.RAVENNA 15 S UP 10/7/2011 IT0004648264 POP SPOLETO 15 2.50 5/3/2011 IT0004648272 POP.SPOLETO 20 3.70% 5/3/2011 IT0004648280 B.BOLOGNA 10/18 TM 5/15/2011 IT0004648298 CR FERRARA 13 ZC 11/2/2013 IT0004648306 BCC CAVOLA 10/12 3% 4/5/2011 IT0004648322 CARIFANO 10/15 TV 4/7/2011

Security Description Payment Date FungibleIT0004648330 BCC CHERASCO 12 2.30 4/25/2011 IT0004648355 INTESA SP 10/12 TV 4/29/2011 IT0004648363 CR VOLTERRA 15 S-U 4/18/2011 IT0004648371 CERT ALE COMMODIT C IT0004648397 BCC VITERBO 13 3% 10/20/2011 IT0004648405 B.VENETA 10/12 TV 4/14/2011 IT0004648413 B.DESIO 10/15 TM 4/12/2011 IT0004648421 BNL 10/14 2.20% 4/6/2011 IT0004648454 BCC ABRUZZESE 14 SU 4/15/2011 IT0004648462 BCC ABRUZ. 12 2.286% 6/15/2011 IT0004648470 BCC VEROLAV. 15 S-UP 4/15/2011 IT0004648488 BCC VEROLA. 13 2.15% 4/15/2011 IT0004648496 B.CHIANTI F.10/20 ZC 10/8/2020 IT0004648504 BCC CHIANTI F. 18 ZC 10/8/2018 IT0004648512 EMILRO 10/13 2.60% 5/3/2011 IT0004648538 CR RAVENNA 17 TV 10/21/2011 IT0004648546 CC REGGIANO 10/15 TM 4/1/2011 IT0004648553 CC REGGIANO 10/13 SU 4/1/2011 IT0004648561 CR.BRA 10/20 3.55% 4/8/2011 IT0004648579 CREVERBANCA 13 2,75 4/20/2011 IT0004648603 UNICREDIT 17 3,375 10/31/2011 IT0004648611 POP BERGAMO 10/13 TV 5/12/2011 IT0004648629 CR S.MINIATO 14 1.72 4/25/2011 IT0004648645 B.CATTOLICA 10/13 TV 4/11/2011 IT0004648660 B.S.GIORGIO 17 TV 10/29/2011 IT0004648686 INTESA S.P.10/17 TV 5/10/2011 IT0004648694 BANCA IMI 10/17 TM 11/10/2011 IT0004648710 BCC AGRIG.10/13 2.5% 10/15/2011 IT0004648728 FIN.E FUT.15 TV 4/5/2011 IT0004648736 CRED.VALT 10/15 TV 4/29/2011 IT0004648744 CRED.VALT.10/813 S-U 4/11/2011 IT0004648751 CR PR-PC 10/12 2.30% 11/6/2011 IT0004648769 POP.SPOLETO 10/17 TV 4/7/2011 IT0004648777 BNL 10/15 2.60% 4/29/2011 IT0004648793 B.MPS 10/15 2.20 C/A 5/3/2011 IT0004648801 CR FERMO 10/14 SU 10/18/2011 IT0004648819 POP MILANO 10/13 TV 4/11/2011 IT0004648835 BCC CAMPIGLIA 13 TV 4/15/2011 IT0004648843 BCC MASIANO 15 S UP 11/2/2011 IT0004648850 BCC MASIANO 10/13 2% 5/2/2011 IT0004648868 BCC MONASTIER 13 S-U 4/8/2011 IT0004648876 BCC BINASCO 13 1.75% 4/11/2011 IT0004648884 BCC PITIGLIANO 15 TM 4/15/2011 IT0004648892 BCC PITIGLIANO 13 SU 4/15/2011 IT0004648926 CR CESENA 10/12 TV 4/8/2011 IT0004648959 SOCOTHERM SPA ORD IT0004648983 ROVIGOBANCA 13 2.80 4/11/2011 IT0004648991 B.ADIGE PO 13 TM 4/11/2011 IT0004649015 AREA PRATESE 17 TM 4/11/2011 IT0004649023 CR ASTI 10/15 2% 4/18/2011 IT0004649031 B.CRS 10/17 4% C/A 5/1/2011 IT0004649049 B.FUCINO 10/13 TV 4/15/2011 IT0004649056 CR ASTI 10/17 2.45% 4/7/2011

Security Description Payment Date FungibleIT0004649064 B.MODENESE 13 S.UP 4/29/2011 IT0004649072 B.MODENESE 13 2.75% 4/15/2011 IT0004649080 BPSA 10/14 SU 10/15/2011 IT0004649098 BPSA 10/13 2.60% 4/15/2011 IT0004649106 BNL 10/13 TV 5/10/2011 IT0004649114 CR FERRARA 17 3.43% 4/8/2011 IT0004649122 POP FRIULADRIA 13 TV 4/8/2011 IT0004649130 CR PR PC 10/13 TV 4/8/2011 IT0004649148 CR RAVENNA 13 2.7% 10/7/2011 IT0004649189 CARIFANO 10/13 SU 4/11/2011 IT0004649197 CARIFANO 10/12 1.55% 4/11/2011 IT0004649205 CR FOSSANO 16 S-UP 10/20/2011 IT0004649213 BCC CASTELLI 15 3.25 3/1/2011 IT0004649221 B.M.PARMA 15 3% 4/8/2011 IT0004649239 B PASSADORE 14 TV 7/1/2011 IT0004649270 B.MALATESTIANA 14 TV 4/13/2011 IT0004649288 BC CASALGRASSO 13 TV 4/15/2011 IT0004649296 BC G.TONIOLO 17 2.65 4/11/2011 IT0004649304 BCC G.TONIOLO 15 2.3 4/11/2011 IT0004649312 B.MALATESTIANA 14 TV 4/13/2011 IT0004649320 B.MALATESTIANA 14 TM 4/13/2011 IT0004649338 BCC CAMPIGLIA 14 TM 4/15/2011 IT0004649346 BC CASALGRASSO 13 TV 4/15/2011 IT0004649353 CR ASTI 10/17 3.14% 4/18/2011 IT0004649361 B.DESIO 10/13 S-U 5/2/2011 IT0004649379 B.DESIO 10/12 S-U 5/2/2011 IT0004649387 B.DESIO 10/14 TM 4/20/2011 IT0004649395 BCC CASTAGNETO 12 TM 10/14/2011 IT0004649411 POP.RAVENNA 12 TV 4/12/2011 IT0004649429 CR PR PC 10/13 TV 4/15/2011 IT0004649437 CR RAVENNA 17 2.7% 4/21/2011 IT0004649460 CR LANA 10/13 TV 5/1/2011 IT0004649478 CR LANA 10/13 2.00 5/1/2011 IT0004649486 B.CARIME 10/13 1.5% 5/2/2011 IT0004649494 B.CARIME 10/12 1.35% 5/2/2011 IT0004649502 B.CARIME 10/14 1.5% 5/2/2011 IT0004649528 POP.PUGLIA 13 2.25% 5/2/2011 IT0004649536 CERT ALE EUROSTO C IT0004649544 BANCA IMI 10/14 TV 11/18/2011 IT0004649551 BCC CAMBIANO 12 TM 10/14/2011 IT0004649627 CR ASTI 10/17 2.57% 4/18/2011 IT0004649635 B PIEMONTE 10/15 SU 5/8/2011 IT0004649643 B PIEMONTE 10/15 SU 4/29/2011 IT0004649650 BCC VENEZIANO 17 TV 4/11/2011 IT0004649668 B.MARCHE 15 S UP 10/12/2011 IT0004649676 B.S.STEFANO 10/13 TV 4/18/2011 IT0004649684 BCR 10/17 3.8% 4/15/2011 IT0004649692 BCR 10/15 3.1% 4/15/2011 IT0004649700 UBI 10/15 3.125% 10/18/2011 IT0004649718 BCA CARIGE 10/13 TM 5/22/2011 IT0004649726 CR CENTO 10/12 2.50% 11/5/2011 IT0004649734 BCC A.RENO 10/14 SU 4/20/2011 IT0004649742 B.CHERASCO 10/13 2.3 4/15/2011

Security Description Payment Date FungibleIT0004649791 B.VENETA 1896 13 SUP 4/20/2011 IT0004649809 BCC GHISALBA 15 2,6 4/20/2011 IT0004649817 BCC GHISALBA 13 2% 4/20/2011 IT0004649825 CARIPRATO 10/15 TV 9/22/2011 IT0004649833 B.SELLA SUD 17 2.95% 4/12/2011 IT0004649858 CR BOLZANO 14 TV191 5/15/2011 IT0004649866 B.BRESCIA 10/13 1.55 5/15/2011 IT0004649874 CARIFAC 15 3.4% 6/2/2011 IT0004649882 CARIFAC 15 S-UP 6/2/2011 IT0004649890 BANCAPULIA 10/15 3.4 6/2/2011 IT0004649908 BANCAPULIA 10/15 S-U 6/2/2011 IT0004649916 VENETO B.H. 15 3.40% 6/2/2011 IT0004649924 VENETO B.H. 15 S-U 6/2/2011 IT0004649940 CR ASTI 10/20 3.14% 4/18/2011 IT0004649957 BLPR 10/14 3.40% 4/14/2011 IT0004649965 CDP 10/19 TV 10/28/2011 IT0004649981 POP.APRILIA 14 2.60% 4/15/2011 IT0004649999 VENETO B.H. 14 2.30% 4/25/2011 IT0004650005 B.PADOVANA 10/12 TV 5/15/2011 IT0004650013 BCC CARSO 10/12 TV 4/15/2011 IT0004650021 B CARNIA 10/14 TV 11/1/2011 IT0004650039 B.PADOVANA 10/12 1.8 5/15/2011 IT0004650047 BCC CARSO 10/13 SU 4/15/2011 IT0004650054 BCC REGGIANA 13 2.3% 4/15/2011 IT0004650062 BCC MONTEPULC.13 3% 4/15/2011 IT0004650070 BCC MONTEPULC.14 2.5 4/15/2011 IT0004650195 TICINO VITA TV 6/30/2011 IT0004650203 CR C.VALSUGANA 15 TV 4/15/2011 IT0004650211 BCC SERINO 10/13 2.3 5/26/2011 IT0004650229 VIBANCA 10/13 2.25% 5/1/2011 IT0004650237 BIVERBANCA 14 2.35% 5/15/2011 IT0004650245 B.S.G. 10/12 TV 4/18/2011 IT0004650260 B.DESIO 10/13 2% 5/5/2011 IT0004650278 B.DESIO LAZIO 15 TM 5/15/2011 IT0004650286 BCA CARIGE 10/16 SU 11/22/2011 IT0004650294 CR BRENTONICO 13 S-U 11/2/2011 IT0004650310 BCC ALBA 10/15 3% 4/14/2011 IT0004650328 CR.BRA 2010/2015 TV 4/30/2011 IT0004650336 B.POP. 10/15 3.25% 00/00/0000 IT0004650344 DB MUTUI 10/15 TV 5/2/2011 IT0004650351 B.DESIO LAZIO13 2.15 5/15/2011 IT0004650369 B.INTERPROV.10/12 TV 5/1/2011 IT0004650393 B LEGNANO 10/12 2.1% 4/18/2011 IT0004650401 B.BOLOGNA 10/12 2% 6/1/2011 IT0004650419 B.INTERPROV. 12 2.50 5/1/2011 IT0004650427 CARILO 10/15 S-UP 10/14/2011 IT0004650435 B.DESIO VENETO 13 TV 4/29/2011 IT0004650443 B.DESIO VENETO 13 SU 4/29/2011 IT0004650450 S.G.PERSICETO 10/30 6/30/2011 IT0004650468 POP.LANCIANO 12 TV 10/18/2011 IT0004650484 MP VITA 01 TV 6/30/2011 IT0004650492 CR B. VALLAG. 15 SU 11/2/2011 IT0004650500 BCC BASILIANO 15 S-U 10/20/2011

Security Description Payment Date FungibleIT0004650518 BCC BASILIANO 13 S-U 10/20/2011 IT0004650526 B.BERGAMASCA 13 SU 4/20/2011 IT0004650534 B.BERGAMASCA 13 1.5 4/20/2011 IT0004650542 BCC PACHINO 10/13 SU 5/30/2011 IT0004650559 BCC PACHINO 12 1.6% 5/26/2011 IT0004650567 BCC A.BRIANZA 13 SU 4/20/2011 IT0004650609 BCC S.VINCENZO 10/13 5/5/2011 IT0004650617 CR CENTO 10/13 2% 4/22/2011 IT0004650625 CRED.ART.10/13 TV 5/8/2011 IT0004650633 CRED.ART.10/15 2.45% 5/9/2011 IT0004650641 CRED.ART.10/12 1.65% 5/8/2011 IT0004650658 CRED.ART.10/13 S-UP 11/8/2011 IT0004650674 BCA SELLA 10/17 TV 4/20/2011 IT0004650682 BCA SELLA 10/15 TV 4/20/2011 IT0004650690 POP BERGAMO 10/13 SU 11/16/2011 IT0004650708 BANCAPULIA 10/13 2% 4/26/2011 IT0004650716 VENETO BH.10/15 3.22 10/28/2011 IT0004650724 B.IMOLA 10/17 2.70% 4/21/2011 IT0004650732 CC RAVENNATE 15 2.50 4/15/2011 IT0004650740 B.IMI 10/17 TV 12/10/2011 IT0004650757 BCC CAMBIANO10/12 TM 11/15/2011 IT0004650765 CARILO 10/14 1.75% 3/23/2011 IT0004650773 D.CREDIOP 13 2,6% 10/22/2011 IT0004650781 D.CREDIOP 20 ZC 10/22/2020 IT0004650807 EMILRO 10/12 TV 10/18/2011 IT0004650815 CARICHIETI 10/12 TV 6/2/2011 IT0004650823 CRU BRENTONICO 14 TM 11/2/2011 IT0004650831 CARIPRATO 10/13 2.10 4/29/2011 IT0004650849 CR BRUNICO 10/18 TM 4/29/2011 IT0004650856 CR BRUNICO 10/14 TV 5/2/2011 IT0004650864 TERCAS 10/12 2.40% 5/5/2011 IT0004650872 BCC TREVIGLIO 17 S-U 5/2/2011 IT0004650880 HOLMO 10/15 TV 5/15/2011 IT0004650898 BCC TREVIGLIO 13 SU 5/2/2011 IT0004650906 CCR A.ADIGE 10/15 TM 10/25/2011 IT0004650914 BCC PIANFEI 13 TV 4/18/2011 IT0004650922 B.CENTROP. 12 2.10% 4/20/2011 IT0004650948 B CREMONESE 13 1.75% 4/25/2011 IT0004650955 B CREMONESE 10/15 2% 4/25/2011 IT0004650963 BANCA IMI 10/15 TV 11/22/2011 IT0004650971 BC CARUGATE 10/15 TM 4/27/2011 IT0004650989 BCC ROMA 13 2,10 4/21/2011 IT0004650997 BCC ROMA 15 TM 4/21/2011 IT0004651003 BCC B.GAROLFO 15 SU 4/22/2011 IT0004651011 BCC B.GAROLFO 12 2% 4/22/2011 IT0004651029 CRA C.GROTTE 13 3.50 5/2/2011 IT0004651037 CRA C.GROTTE 13 2.20 5/15/2011 IT0004651045 BCC BASILIANO 12 2.2 12/1/2011 IT0004651052 BCC MAIERATO 13 2.5% 4/22/2011 IT0004651102 B MODENESE 13 2.75% 5/15/2011 IT0004651110 BCC CASSANO 10/15 SU 4/15/2011 IT0004651128 BCC CASSANO 10/13 TV 4/15/2011 IT0004651136 B.CR.POP. 10/16 3% 5/8/2011

Security Description Payment Date FungibleIT0004651144 BCC POPOLARE 14 2.5% 5/10/2011 IT0004651151 B.CR.POP. 10/13 ZC 3/8/2013 IT0004651169 BCA CARIGE 10/13 TM 5/22/2011 IT0004651201 B.IMOLA 10/17 3% 4/21/2011 IT0004651227 CR BRENTONICO 16 S-U 11/2/2011 IT0004651235 CREDEM 10/12 TV 4/29/2011 IT0004651243 CREDEM 10/13 TV 4/29/2011 IT0004651250 CREDEM 10/13 TV 5/2/2011 IT0004651268 CR VOLTERRA 10/15 SU 5/2/2011 IT0004651292 POP.SONDRIO 12 2.10% 10/18/2011 IT0004651300 CREBERG 10/15 3,25% 9/30/2011 IT0004651318 POP.LODI 10/15 3.25% 9/30/2011 IT0004651326 POP.VR-SGSP 15 3.25% 9/30/2011 IT0004651334 POP.NOVARA 15 3.25% 9/30/2011 IT0004651342 CR LUCCA 15 3.25% 9/30/2011 IT0004651359 CREDIVENETO 10/13 TM 6/30/2011 IT0004651383 C.S.MINIATO 10/17 TM 4/25/2011 IT0004651391 BCC VENEZIANO 15 TV 4/20/2011 IT0004651409 POP.RAGUSA 10/13 ZC 10/21/2013 IT0004651425 POP.RAGUSA 10/15 2.5 4/21/2011 IT0004651433 POP.RAGUSA 10/14 2.2 4/21/2011 IT0004651441 B.IMOLA 10/13 1.85% 4/29/2011 IT0004651458 B.IMOLA 10/13 2.30 4/29/2011 IT0004651466 B.IMOLA 10/14 2% 4/29/2011 IT0004651474 CARISPAQ 13 1.8% 4/25/2011 IT0004651482 CARISPAQ 15 S-UP 10/25/2011 IT0004651490 CASSA PADANA 13 TV 5/2/2011 IT0004651508 CASSA PADANA 13 2% 5/2/2011 IT0004651516 CR SAONE 10/13 2.15% 5/1/2011 IT0004651524 CR SAONE 10/13 SU 5/1/2011 IT0004651532 BCC CERNUSCO 15 TV 5/2/2011 IT0004651540 BCC CERNUSCO 14 2.4% 5/2/2011 IT0004651557 CR SALUZZO 13 2% 5/15/2011 IT0004651565 CR SALUZZO 15 TM 5/15/2011 IT0004651573 HYPO A.A.BANK 15 TM 4/27/2011 IT0004651581 BCA SELLA 10/12 ZC 10/20/2012 IT0004651599 BCA SELLA H.10/12 ZC 10/20/2012 IT0004651607 CR BOLZANO 15 TV 196 2/28/2011 IT0004651615 CR BOLZANO 12 TV 193 2/28/2011 IT0004651623 CR BOLZANO 13 TV 194 5/31/2011 IT0004651631 CR BOLZANO 12 1% 197 5/23/2011 IT0004651656 UBI 10/13 2.30% 6/2/2011 IT0004651664 CR BOLZANO 13 2% 195 5/31/2011 IT0004651680 BCC VALTROMPIA 14 TV 5/2/2011 IT0004651698 BCC VALTROM.13 SUP 5/2/2011 IT0004651706 B.VALTROMPIA 12 1.8% 5/2/2011 IT0004651714 BCC C.BRIANZA 15 TM 4/25/2011 IT0004651722 BCC DOBERDO 10/13 SU 10/25/2011 IT0004651730 BCC MONAST10/13 2.75 4/28/2011 IT0004651748 BCC MONAST.10/15 SU 4/28/2011 IT0004651755 BCC CARTURA 10/16 TM 2/18/2011 IT0004651763 BCC CARTURA 13 2.3% 2/18/2011 IT0004651805 P.S.BTP 01/03/26 4.5 3/1/2026

Security Description Payment Date FungibleIT0004651813 CC RAVENNATE 12 TV 4/21/2011 IT0004651839 INTESA SP 10/13 TV 4/28/2011 IT0004651847 INTESA SP 10/15 TV 4/25/2011 IT0004651854 PO.SONDRIO 10/13 TV 5/12/2011 IT0004651862 POP.SONDRIO 10/13 2% 5/12/2011 IT0004651896 B SELLA NEBC 15 TV 4/25/2011 IT0004651904 BCC FIUMICELLO 13 TM 5/9/2011 IT0004651912 BCC A.VIC.10/15 TV 5/1/2011 IT0004651938 BCC FIUMICELLO 15 TM 5/2/2011 IT0004651946 BCC FIUMICELLO 13 SU 5/2/2011 IT0004651953 BCC SPELLO 13 2.5% 5/15/2011 IT0004651961 BCC OROBICA 13 1.75 5/2/2011 IT0004651979 B.ALTO VIC.10/13 SU 11/1/2011 IT0004651987 BCC SPELLO 13 2% 5/15/2011 IT0004651995 BCC POMPIANO 13 2.5% 5/5/2011 IT0004652001 BCC POMPIANO 20 4% 5/3/2011 IT0004652043 UBI 10/14 TM 3/2/2011 IT0004652068 UGF BANCA 10/16 3% 4/25/2011 IT0004652084 CRU GIUD.10/14 TV 5/2/2011 IT0004652092 CRU GIUD.10/15 SU 11/2/2011 IT0004652100 CRU GIUD.10/12 OC 10/20/2012 IT0004652175 CCTEU TV 20171015 4/15/2011 IT0004652209 B.UDINE 10/17 S-U 4/25/2011 IT0004652241 POP.INTRA 10/12 TV 4/25/2011 IT0004652258 B.VERONESE 18 TM 5/2/2011 IT0004652266 CC R.TE-IM 10/13 TV 5/10/2011 IT0004652274 BCC ALBA 13 2.5% 570 4/29/2011 IT0004652282 BCC ALBA 15 3% 569[ 10/29/2011 IT0004652290 BCC MONTEPUL.13 2.75 5/2/2011 IT0004652308 POP MILANO 13 3.70% 4/25/2011 IT0004652316 B MODENESE 12 2.65% 4/25/2011 IT0004652324 BPSA 10/13 2.00% 4/25/2011 IT0004652332 BCC FORNACETTE 17 SU 11/15/2011 IT0004652340 BCC FORNACETTE 10/15 5/15/2011 IT0004652357 BCC FORNACETTE 10/13 5/15/2011 IT0004652365 POP.LANCIANO 13 ZC 1/9/2013 IT0004652373 CRED.PIEMONT.15 TV 5/2/2011 IT0004652399 F.DO VENTI M PORT. A IT0004652407 FONDO VENTI M NOM. A IT0004652415 F.DO VENTI M PORT. B IT0004652423 POP.VI 10/13 S-U 11/30/2011 IT0004652431 FONDO VENTI M NOM. B IT0004652449 B.POP.10/12 2.5% 5/30/2011 IT0004652464 CERT IMI EUR/USD C IT0004652506 BCC VALDOST 13 S UP 5/2/2011 IT0004652514 CRU GIUD.10/20 SU 11/2/2011 IT0004652548 BIM 10/13 TV 5/1/2011 IT0004652555 BIM 10/13 OC 12/2/2013 IT0004652571 B.VALPOLICELLA 13 TV 4/27/2011 IT0004652589 B.SARDEGNA 10/13 OC 5/1/2013 IT0004652597 B.SARDEGNA 10/14 S-U 5/1/2011 IT0004652605 B.SARDEGNA 10/12 TV 11/1/2011 IT0004652613 CENTR.CALAB.17 3.85% 10/25/2011

Security Description Payment Date FungibleIT0004652621 CR CENTO 10/14 TV 5/1/2011 IT0004652639 CR CENTO 10/17 S-UP 11/1/2011 IT0004652647 CR CENTO 10/14 TV 5/1/2011 IT0004652654 CR.ARTIGIANO 15 2.10 5/3/2011 IT0004652662 FIRST CAP. CALL WR IT0004652670 B.ALBA 14 TM 571[ 10/29/2011 IT0004652688 BCC CANOSA 15 4% 12/1/2011 IT0004652696 B.MARCA 10/15 3.5% 10/22/2011 IT0004652704 BCC VIGNOLE 16 3.00% 4/27/2011 IT0004652712 BCC VIGNOLE 14 2.50% 4/27/2011 IT0004652720 BCC AGRO BS 13 1.75% 5/8/2011 IT0004652738 BCC AGRO BS 10/13 2% 5/8/2011 IT0004652746 B.V.SERIANA 10/15 SU 5/30/2011 IT0004652753 CRA SGIUSEPPE 13 2.5 4/25/2011 IT0004652761 CERT IMI S-P 500 C IT0004652779 CERT IMI NIKKEI C IT0004652787 CERT IMI HSCE C IT0004652795 CERT IMI SP/ASX C IT0004652803 CERT IMI SP CNX C IT0004652811 CERT IMI FTSE/JSE C IT0004652829 CERT IMI CECE C IT0004652837 CERT IMI NASDAQ C IT0004652845 CERT IMI IBEX 35 C IT0004652852 CERT IMI SMI C IT0004652860 CERT IMI EUROSTO C IT0004652878 CERT IMI S-P 500 C IT0004652886 CERT IMI FTSE MIB C IT0004652894 CERT IMI IBEX 35 C IT0004652902 CERT IMI STOXX C IT0004652910 CERT IMI NIKKEI C IT0004652928 CERT IMI STOXX C IT0004652936 CERT IMI STOXX C IT0004652944 CERT IMI STOXX C IT0004652951 CERT IMI STOXX C IT0004652969 CERT IMI OIL-GAS C IT0004652977 CERT IMI TELECOM C IT0004652985 CERT IMI STOXX C IT0004653009 BIM 10/13 TV 5/1/2011 IT0004653017 BIM 10/13 8% 11/1/2011 IT0004653025 BCC SPELLO 10/17 4.0 6/1/2011 IT0004653033 B.POP.10/15 TM 5/30/2011 IT0004653041 B.POP.10/15 S-UP 5/30/2011 IT0004653058 B.POP.10/13 ZC 2/28/2013 IT0004653066 B.POP.10/16 2.9% 5/30/2011 IT0004653074 POP BERGAMO 15 3.78% 4/25/2011 IT0004653082 POP ANCONA 10/18 2.9 5/2/2011 IT0004653108 BTP 2.25% 20131101 5/1/2011 IT0004653124 INTESA SP 10/15 C.3% 11/4/2011 IT0004653140 B.ALPI MAR. 15 2.4% 4/26/2011 IT0004653157 B.ALPI MAR. 12 2.3% 4/26/2011 IT0004653165 BCC CAMBIANO10/13 SU 11/10/2011 IT0004653173 CR ASTI 1015 TV 5/2/2011 IT0004653181 B.BOLOGNA 10/18 TM 6/30/2011

Security Description Payment Date FungibleIT0004653199 B FARNESE 10/13 2.75 5/2/2011 IT0004653207 B FARNESE 10/15 3.10 5/2/2011 IT0004653215 POP.CASSINATE 13 TV 5/5/2011 IT0004653223 B.DESIO V.10/12 TV 4/27/2011 IT0004653231 SANFELICE 10/13 TV 4/25/2011 IT0004653249 POP PUGLIESE 15 3.00 5/18/2011 IT0004653256 POP PUGLIESE 13 2.20 5/18/2011 IT0004653264 NORDEST B. 10/13 TV 4/28/2011 IT0004653272 POP PUGLIESE 12 1.80 5/18/2011 IT0004653280 CR CONDINO 10/13 TV 5/3/2011 IT0004653298 CR CONDINO 10/13 2.1 5/3/2011 IT0004653306 CR NOVELLA 10/13 TV 5/1/2011 IT0004653348 C.ARTIGIANO 10/15 TV 5/8/2011 IT0004653355 CR.ARTIGIANO 15 2.25 5/4/2011 IT0004653371 MANTOVABANCA 13 2.25 5/2/2011 IT0004653389 MANTOVABANCA 10/13 3 5/2/2011 IT0004653397 B.NUOVA 10/14 2.30% 4/29/2011 IT0004653421 B SELLA NEBC 12 ZC 10/26/2012 IT0004653439 BCA SELLA H.10/12 ZC 10/26/2012 IT0004653447 BCC VICENTINO 13 TV 5/9/2011 IT0004653454 BCC SALA 13 S-UP 177 5/2/2011 IT0004653462 BCC SALA 15 TM 178^ 5/2/2011 IT0004653470 C TREVIGIANO 14 3.00 5/2/2011 IT0004653488 B.VERONESE 15 S-UP 5/15/2011 IT0004653496 BCC VICENTINO 10/13 5/9/2011 IT0004653504 BCC VICENTINO 14 S-U 5/9/2011 IT0004653512 B ROMAGNA C. 14 TM 11/2/2011 IT0004653520 B.ROMAGNA C.13 2,30 5/2/2011 IT0004653538 BCC SUASA 13 S-UP 5/8/2011 IT0004653546 B.CARIME 10/13 1.55% 5/16/2011 IT0004653553 B.CARIME 10/12 1.4% 5/16/2011 IT0004653561 B.CARIME 10/16 ZC 11/16/2016 IT0004653579 POP BERGAMO 13 3.93% 5/8/2011 IT0004653587 B.CARIME 10/14 S-UP 5/16/2011 IT0004653603 B.MEDIOLANUM 12 TV 2/28/2011 IT0004653629 CERT ALE ENI C IT0004653637 POP MILANO 10/13 3.7 5/4/2011 IT0004653645 CR ASTI 10/12 TV 11/5/2011 IT0004653652 BCC CASTAGNETO13 2.7 4/28/2011 IT0004653660 POP.LANCIANO 13 ZC 1/9/2013 IT0004653678 POP.RAVENNA 13 1,5 8/2/2011 IT0004653694 BCC PRATOLA 12 TV 5/10/2011 IT0004653702 CC RAVENNATE 13 TV 3/6/2011 IT0004653710 B.ADIGE PO 13 2.6% 5/5/2011 IT0004653728 BOT 20111115 365 GG 11/15/2011 IT0004653736 BCC PRATOLA 14 S-UP 5/10/2011 IT0004653744 BCC MARCON 10/17 TM 5/1/2011 IT0004653751 BCC MARCON 10/15 TM 5/1/2011 IT0004653769 BCC MARCON 10/13 2.5 5/1/2011 IT0004653777 CC RAVENNATE 15 TM 3/6/2011 IT0004653785 BOT 20110531 182 GG 5/31/2011 IT0004653793 CR BRA 10/13 TV 11/8/2011 IT0004653801 CR.BRA 10/17 STEP-UP 5/8/2011

Security Description Payment Date FungibleIT0004653819 CR.BRA 10/13 2.5% 5/8/2011 IT0004653827 CR.BRA 10/13 3% 5/4/2011 IT0004653835 INTESA SP 10/12 2% 12/3/2011 IT0004653843 INTESA SP 10/17 TM 12/3/2011 IT0004653850 INTESA SP 10/14 TV 12/3/2011 IT0004653876 CR ISARCO 10/13 1.80 11/2/2011 IT0004653884 SANVITALE 2 CL A 4/30/2011 IT0004653892 CREBERG 12 TV N.854 5/29/2011 IT0004653900 UGF MERCH. 10/13 TV 5/4/2011 IT0004653918 B.MPS 10/13 2.30% 6/2/2011 IT0004653926 B.MPS 10/13 2.20% 6/2/2011 IT0004653934 B.MPS 10/12 ZC 12/2/2012 IT0004653942 B.MPS 10/12 TV 6/2/2011 IT0004653959 B.MPS 10/12 TV 6/1/2011 IT0004653967 BCC GHISALBA 13 TV 4/29/2011 IT0004653975 B.VALDICH.10/15 2.85 5/15/2011 IT0004653983 BCC MONTER.10/14 TM 5/2/2011 IT0004653991 BCC S.S.GIOV. 13 2 5/8/2011 IT0004654007 BCC MONTER.10/13 1.9 5/2/2011 IT0004654031 B.VALDICH.10/13 2.20 5/15/2011 IT0004654049 BCC CAPACCIO 13 2.3% 5/2/2011 IT0004654056 BCC CAPACCIO 12 ZC 12/2/2012 IT0004654064 CR FIEMME 10/15 TM 5/3/2011 IT0004654072 CRU LIZZANA 10/13 2% 5/8/2011 IT0004654098 BCC CHERASCO 13 2.50 5/2/2011 IT0004654114 POP BERGAMO 13 1.45% 5/26/2011 IT0004654122 BRE BANCA 10/12 TV 2/28/2011 IT0004654130 BRE BANCA 10/13 TV 5/30/2011 IT0004654148 POP ANCONA 13 1.40% 5/26/2011 IT0004654155 BRE BANCA 10/12 1.25 5/30/2011 IT0004654163 POP.ADIGE 13 2,5 5/2/2011 IT0004654171 BANCA IMI 10/16 TV 12/21/2011 IT0004654189 SANVITALE 2 CL B 4/30/2011 IT0004654197 BCC S.GIOVANNI 12 TV 4/27/2011 IT0004654205 B LEGNANO 10/19 4.60 5/3/2011 IT0004654213 BCC CAMBIANO10/15 TM 11/29/2011 IT0004654221 B ETRURIA 10/13 2.00 6/6/2011 IT0004654239 B.MARCHE 10/21 S-UP 10/28/2011 IT0004654247 B MODENESE 10/13 SU 6/1/2011 IT0004654254 B MODENESE 13 2,75% 6/1/2011 IT0004654262 BNL 10/15 TV 2/28/2011 IT0004654270 BNL 10/13 TV 2/28/2011 IT0004654288 P.MILANO C.B.15 3.25 11/16/2011 IT0004654296 POP.L.SULMONA 12 TV 11/2/2011 IT0004654304 BCC SUASA 13 TV 5/8/2011 IT0004654312 BCC A.RENO 10/14 TV 5/2/2011 IT0004654320 BCC A.RENO 10/13 SU 5/2/2011 IT0004654338 BCC ANGHIARI 15 ZC 11/2/2015 IT0004654346 BCC SUASA 13 OC 5/8/2013 IT0004654353 BCC SUASA 13 2.6% 5/15/2011 IT0004654361 BCC ROMANO 13 2.30 5/1/2011 IT0004654379 CARICHIETI 10/12 TV 11/5/2011 IT0004654387 CR FERRARA 13 TV 3/2/2011

Security Description Payment Date FungibleIT0004654395 BCC GARDA 10/13 3% 5/3/2011 IT0004654403 POP.VI 10/13 2.30% 7/15/2011 IT0004654411 BCA SELLA 10/12 ZC 10/29/2012 IT0004654429 BCA SELLA H.10/12 ZC 10/29/2012 IT0004654437 B.BRESCIA 10/16 SU 6/3/2011 IT0004654445 POP BERGAMO 15 3,93% 5/5/2011 IT0004654452 B.PIACENZA 10/13 TV 5/1/2011 IT0004654460 B.PIACENZA 10/14 TV 5/1/2011 IT0004654478 B.PIACENZA 10/14 TV 11/1/2011 IT0004654486 B.PIACENZA 10/15 S-U 11/1/2011 IT0004654494 BANCASAI 14 2,75% 5/31/2011 IT0004654502 EMILRO 10/12 TV 10/29/2011 IT0004654510 EMILRO 10/12 TV 11/2/2011 IT0004654528 POP MEZZOG. 13 2.40% 5/3/2011 IT0004654536 CARISPAQ 13 2.6% 6/3/2011 IT0004654544 CR ISERA 10/15 TM 11/4/2011 IT0004654551 SOLIS 10/13 2.90% 12/1/2011 IT0004654577 CRED.ART. 10/12 1.8% 5/10/2011 IT0004654585 POP.SONDRIO 10/13 TV 5/3/2011 IT0004654619 B.CENTROV.10/18 3.75 5/5/2011 IT0004654627 CR.BRA 10/15 3.25% 5/5/2011 IT0004654635 CR S.MINIATO 15 2.30 5/29/2011 IT0004654650 CC RAVENNATE 17 TV 6/10/2011 IT0004654692 B.MAREMMA 10/16 4.1% 5/4/2011 IT0004654718 BCC FRIULI 13 2.20% 5/3/2011 IT0004654726 BCA ELBA 10/13 S-UP 5/10/2011 IT0004654734 CREDIUMBRIA 10/13 SU 5/15/2011 IT0004654742 CC BRESCIA 17 3.6% 5/10/2011 IT0004654759 BC CHERASCO 10/15 SU 5/5/2011 IT0004654817 B.BOLOGNA 10/15 TV 6/30/2011 IT0004654858 B S.STEFANO 10/13 TV 8/10/2011 IT0004654866 B.DESIO 10/15 TV 6/1/2011 IT0004654874 BAI 13 ZC 44^ SS 5/4/2013 IT0004654890 B ETRURIA 10/14 ZC 11/3/2014 IT0004654908 BCC ALBA 10/12 TV 4/29/2011 IT0004654916 CRA S.GIACOMO 12 2.5 5/15/2011 IT0004654924 CR BOLZANO 13 TV 192 5/5/2011 IT0004654932 BCC ALBA 10/13 TV 5/5/2011 IT0004654940 BCC TONIOLO 14 2.50 5/4/2011 IT0004654957 BCC TONIOLO 10/13 2% 5/4/2011 IT0004654965 BCC CASCINA 10/14 SU 5/15/2011 IT0004654973 BCC CASCINA 10/17 SU 5/4/2011 IT0004654981 BCC ALBA 10/14 2.3% 11/5/2011 IT0004654999 BCC SANGRO10/14 1.83 5/15/2011 IT0004655004 BCC SANGRO 10/14 OC 11/15/2014 IT0004655020 BCC CAVOLA 12 3% 3/2/2011 IT0004655038 POP.VI ORD. 01/01/11 IT0004655046 BCC VITERBO 14 3% 5/23/2011 IT0004655053 CR FERRARA 12 TV 5/3/2011 IT0004655061 CR CESENA 10/12 TV 5/4/2011 IT0004655087 CR FOLGARIA 10/15 SU 11/5/2011 IT0004655095 FALCK RENEW ORD N Q IT0004655103 CREVERBANCA 13 2,75 5/22/2011

Security Description Payment Date FungibleIT0004655145 B.SELLA SUD 10/12 ZC 11/4/2012 IT0004655160 BCC S.G.MEDUNO 15 TV 5/15/2012 IT0004655178 BCC POLESINE 15 TV 5/10/2011 IT0004655186 CR BOVES 15 2,30% 5/15/2011 IT0004655194 BCC S.G.MEDUNO 14 ZC 5/15/2014 IT0004655202 BCC PIANFEI 13 TM 5/3/2011 IT0004655210 CR BINASCO 10/13 2% 5/9/2011 IT0004655228 BCC POLESINE 20 SU 5/10/2011 IT0004655236 BCC POLESINE 17 TM 5/10/2011 IT0004655244 BCC SIGNA 10/15 2.3% 5/8/2011 IT0004655269 B.SELLA H.10/12 ZC 11/4/2012 IT0004655277 B.BRESCIA 10/13 1.50 5/8/2011 IT0004655285 B.S.GIORGIO 10/17 TM 11/19/2011 IT0004655293 CBA VITA 10/20 4.15% 6/10/2011 IT0004655301 B.S.GIORGIO 17 S.UP 11/19/2011 IT0004655319 BPCI 10/17 S-D 5/30/2011 IT0004655327 BPCI 10/17 S-U 5/30/2011 IT0004655335 BPCI 10/13 1.60% 11/30/2011 IT0004655343 CRU GIUD.VA 12 2.30% 11/8/2011 IT0004655350 B FARNESE 10/13 TV 5/15/2011 IT0004655368 B.ROMAGNA C.13 T.M 5/15/2011 IT0004655376 B FARNESE 10/14 TM 5/15/2011 IT0004655384 BCC CASTAGNETO 15 TV 5/5/2011 IT0004655418 BCC CASTAGNETO 15 SU 5/5/2011 IT0004655426 BCC CASTAGNETO 14 TM 5/5/2011 IT0004655434 BCC CASTAGNETO 10/13 5/5/2011 IT0004655442 POP.SPOLETO 12 TV 3/2/2011 IT0004655459 POP.SPOLETO 12 1.375 3/2/2011 IT0004655467 BCA CARIGE 10/12 TM 12/30/2011 IT0004655475 BCA CARIGE 10/12 1.8 6/20/2011 IT0004655483 CENTROBANCA 10/15 TM 12/20/2011 IT0004655509 CREDEM 10/12 TV 2/22/2011 IT0004655517 CREDEM 10/13 TV 2/22/2011 IT0004655533 DEXIA CREDIOP 24 4,5 11/8/2011 IT0004655541 CRED.ART.10/15 2.85% 5/15/2011 IT0004655566 CC RAVENANTE 13 2.50 5/5/2011 IT0004655616 BCC CESENA 13 2% 5/15/2011 IT0004655624 POP SPOLETO 13 2.15% 3/2/2011 IT0004655632 POP SPOLETO 12 1.9% 3/2/2011 IT0004655640 POP SPOLETO 20 3.7% 3/2/2011 IT0004655657 POP SPOLETO 15 2.5% 3/2/2011 IT0004655665 POP SPOLETO 15 TM 6/2/2011 IT0004655673 POP.SPOLETO 15 2.15% 3/2/2011 IT0004655681 BCA CARIGE 10/13 TM 11/10/2011 IT0004655715 CR CESENA 10/13 2% 5/9/2011 IT0004655723 CR VOLTERRA 10/12 TV 11/8/2011 IT0004655749 B.CHIANTI F. 15 S-UP 11/15/2011 IT0004655756 B.CHIANTI F.10/20 SU 11/15/2011 IT0004655764 B.CHIANTI F. 13 S-UP 11/15/2011 IT0004655772 BANCADRIA 10/13 S-U 5/19/2011 IT0004655780 EMILBANCA 14 TV 5/16/2011 IT0004655814 BCC GHISALBA 12 3,5 5/5/2011 IT0004655822 CREDEM 10/13 TV 2/24/2011

Security Description Payment Date FungibleIT0004655830 CR VANDOIES 10/14 SU 11/12/2011 IT0004655848 C.S.MINIATO 10/12 TV 11/8/2011 IT0004655855 CREDIVENETO 10/16 TV 5/15/2011 IT0004655863 VENETO B.H. 15 2.25% 5/22/2011 IT0004655871 CARIFAC 10/13 2.5% 5/19/2011 IT0004655889 VENETO B.H.10/13 2.5 5/19/2011 IT0004655897 VENETO B.H.10/13 TV 5/22/2011 IT0004655905 CR BOLZANO 14 TV 198 6/15/2011 IT0004655970 BCA IMI 10/16 TV 12/17/2011 IT0004655988 BANCA IMI 10/15 TV 6/21/2011 IT0004656010 B.MPS 10/15 TM 5/9/2011 IT0004656028 CR ASTI 10/13 TV 11/15/2011 IT0004656036 BCC CASTAGNETO14 2.7 5/10/2011 IT0004656069 EMILRO 10/17 SU 11/11/2011 IT0004656077 EMILRO 10/13 2.50% 5/11/2011 IT0004656085 CR LAVIS 10/13 TV 5/15/2011 IT0004656093 BCC GAUDIANO 15 3.7% 6/15/2011 IT0004656101 BCA SELLA H.10/12 ZC 11/9/2012 IT0004656119 BCA SELLA 10/12 ZC 11/9/2012 IT0004656127 POP BERGAMO 13 3.93% 5/19/2011 IT0004656135 POP BERGAMO 13 3.93% 5/16/2011 IT0004656143 B.PESCIA 10/13 TM 6/3/2011 IT0004656150 B.PESCIA 10/15 S.UP 6/3/2011 IT0004656168 B.PESCIA 10/14 TM 6/3/2011 IT0004656176 ROVIGOBANCA 13 3.10 5/15/2011 IT0004656184 BCC CAPRANICA 13 2.8 5/30/2011 IT0004656192 BCC G.TONIOLO 13 2.1 5/8/2011 IT0004656200 BC G.TONIOLO 17 2.65 5/8/2011 IT0004656226 BCC MAIERATO 13 2.35 5/10/2011 IT0004656234 B.FORLI'10/14 S-UP 5/9/2011 IT0004656275 BTP 3% 20151101 5/1/2011 IT0004656283 CC RAVENNATE 12 TV 2/25/2011 IT0004656291 CC RAVENNATE 12 TV 5/10/2011 IT0004656309 BCC PISTOIA 15 TV 5/15/2011 IT0004656317 BPSA 10/13 2.00% 5/12/2011 IT0004656325 B.DESIO 10/13 SU 5/11/2011 IT0004656333 BCC CONVERSANO 13 TV 5/20/2011 IT0004656341 BCC CONVERSANO 13 2% 5/20/2011 IT0004656358 BCC CONVERSANO 15 SU 5/20/2011 IT0004656366 CARIFANO 10/12 TV 5/15/2011 IT0004656374 CC RAVENNATE 14 2.50 11/10/2011 IT0004656382 B.ESPERIA 10/12 TV 2/23/2011 IT0004656390 BCC LEZZENO 14 S-U 11/29/2011 IT0004656408 BCC LEZZENO 13 2.10% 11/29/2011 IT0004656424 DIR FALCK RENEW PG IT0004656432 BCC MONAST.10/14 4% 5/15/2011 IT0004656440 CRA CORTINA 10/14 SU 6/1/2011 IT0004656457 BCC CASTEN. 13 2.964 3/10/2011 IT0004656465 BCC CAVOTI 12 2.125 6/1/2011 IT0004656473 BCC SM CAVOTI 13 2.5 6/1/2011 IT0004656481 B C.EMILIA 10/14 SU 5/15/2011 IT0004656499 B C.EMILIA 10/13 2.3 5/15/2011 IT0004656507 CW ALE EURIBOR C

Security Description Payment Date FungibleIT0004656515 CW ALE EURIBOR C IT0004656523 CW ALE EURIBOR C IT0004656531 CW ALE EURIBOR C IT0004656549 CW ALE EURIBOR C IT0004656556 CW ALE EURIBOR C IT0004656564 CW ALE EURIBOR C IT0004656572 CW ALE EURIBOR C IT0004656580 CW ALE EURIBOR C IT0004656598 CW ALE EURIBOR C IT0004656606 CW ALE EURIBOR C IT0004656614 CW ALE EURIBOR C IT0004656622 CW ALE EURIBOR C IT0004656630 CW ALE EURIBOR C IT0004656648 CW ALE EURIBOR C IT0004656655 CW ALE EURIBOR C IT0004656663 CW ALE EURIBOR C IT0004656671 CW ALE EURIBOR C IT0004656713 CERT ALE COMMOD C IT0004656739 BCC INZAGO 13 TV 5/10/2011 IT0004656747 BIVERBANCA 10/14 TV 6/15/2011 IT0004656762 CRA BINASCO 10/15 SU 11/15/2011 IT0004656770 BCC FIUMICELLO 15 TM 11/15/2011 IT0004656788 BCC B.LODIG. 13 1.75 11/22/2011 IT0004656796 BCC INZAGO 14 S UP 5/10/2011 IT0004656804 BCC INZAGO 13 2.5% 5/10/2011 IT0004656838 B MODENESE 13 2.75% 6/10/2011 IT0004656846 POP.SPOLETO 13 2,75 5/12/2011 IT0004656853 POP.SPOLETO 15 TM 5/12/2011 IT0004656861 CR PR-PC 10/12 2.10% 12/15/2011 IT0004656879 POP.FRIULADRIA 10/12 12/15/2011 IT0004656887 POP.FRIUL.10/13 2% 7/1/2011 IT0004656895 CARIFANO 10/13 SU 5/12/2011 IT0004656903 CARIFANO 10/12 1.75% 5/12/2011 IT0004656911 CRS.MINIATO 10/13 TV 4/1/2011 IT0004656929 HYPO A.A.BANK 13 2.9 11/16/2011 IT0004656937 CRS.MINIATO 10/14 TV 7/1/2011 IT0004656945 HYPO A.A.BANK 14 TM 5/16/2011 IT0004656952 HYPO A.A.BANK 15 SU 5/16/2011 IT0004656960 B.CHERASCO 10/18 S-U 5/2/2011 IT0004656994 B.CARIME 10/12 1.5% 5/30/2011 IT0004657000 B.CARIME 10/13 1.65% 5/30/2011 IT0004657018 B.CARIME 10/14 S-UP 5/30/2011 IT0004657026 B.CARIME 10/17 ZC 11/30/2017 IT0004657034 POP ANCONA 10/13 TV 5/11/2011 IT0004657067 CR SALERNITANO 17 ZC 12/10/2017 IT0004657075 CR.SALERNITANO 15 TV 6/10/2011 IT0004657083 CR.SALERNITANO 15 TV 6/10/2011 IT0004657091 CR SALERNITANO 15 4% 6/10/2011 IT0004657109 CR SALERNITANO 13 3% 6/10/2011 IT0004657117 POP.MANTOVA 10/13 TV 6/30/2011 IT0004657125 ANDROMEDA CL A1 3/31/2011 IT0004657133 CR AL 10/13 TV 6/30/2011 IT0004657141 B LEGNANO 10/13 TV 6/30/2011

Security Description Payment Date FungibleIT0004657158 POP MILANO 10/13 TV 6/30/2011 IT0004657166 POP.ETICA 15 S UP 6/15/2011 IT0004657174 BCA CARIGE 10/20 IL 12/15/2011 IT0004657190 CRU B.VALSUG.15 TM 11/17/2011 IT0004657208 CR PERGINE 13 S-UP 11/15/2011 IT0004657216 CR PERGINE 15 TM 5/15/2011 IT0004657224 CR PERGINE 13 S-UP 11/15/2011 IT0004657232 CR PERGINE 16 S-UP 9/7/2011 IT0004657240 C.ARETUSEO 13 S.UP 12/31/2011 IT0004657257 BCC QUINTO VIC.12 TV 5/12/2011 IT0004657265 INTESA SP 10/12 TV 6/22/2011 IT0004657323 POP BERGAMO 13 3.93% 5/22/2011 IT0004657331 POP BERGAMO 13 2.15% 11/18/2011 IT0004657349 POP BERGAMO 12 2.00% 11/18/2011 IT0004657356 CR ATESINA 10/13 TV 5/15/2011 IT0004657380 ANDROMEDA CL A2 3/31/2011 IT0004657398 BCC ROMANO 10/14 SU 11/15/2011 IT0004657406 BCC MARINO 14 S-UP 5/15/2011 IT0004657430 POP.FRIULADRIA 10/12 12/16/2011 IT0004657448 CRED.VALT 10/13 S-UP 5/19/2011 IT0004657455 BANCAPULIA 10/13 2% 5/25/2011 IT0004657463 CR BRUNICO 10/13 SU 11/25/2011 IT0004657471 POP.VI 10/17 4.60% 12/15/2011 IT0004657505 B.AGRILEASING 12 TV 2/16/2011 IT0004657513 CRED.VALT.10/12 1.8% 5/19/2011 IT0004657521 CRED.VALT.10/13 TV 5/19/2011 IT0004657539 CR CENTO 12 2.5% 12/30/2011 IT0004657547 CR PR-PC 10/12 2.50% 12/16/2011 IT0004657554 POP.PUGLIA 10/12 2.3 3/3/2011 IT0004657562 POP.PUGLIA 10/15 TV 6/3/2011 IT0004657570 BCC CR.POP.17 4% 5/15/2011 IT0004657588 POP. RAGUSA 10/13 SU 5/17/2011 IT0004657596 B.MARCHE 10/15 S-UP 11/12/2011 IT0004657604 B.MARCHE 10/20 3.6% 5/12/2011 IT0004657612 B.MARCHE 10/17 S-UP 11/12/2011 IT0004657620 B.FDV 10/13 SU 6/3/2011 IT0004657638 B.CRAS 10/20 TV 5/16/2011 IT0004657646 B.PADOVANA 10/13 TV 5/15/2011 IT0004657653 B PADOVANA 10/12 2.0 6/17/2011 IT0004657661 BCC VALMAR. 13 1.50% 7/19/2011 IT0004657679 CRA S.GIUSEPPE 17 SU 5/15/2011 IT0004657687 B.PADOVANA 13 2.25% 5/15/2011 IT0004657695 BCC PREALPI 10/13 3% 5/17/2011 IT0004657703 ASTI FIN 3 CL B 2/28/2011 IT0004657711 ASTI FIN 3 CL A 2/28/2011 IT0004657729 CERT ALE FTSE MIB C IT0004657778 BCC CAMBIANO 12 TM 12/27/2011 IT0004657786 B ETRURIA 10/17 SU 12/15/2011 IT0004657794 B.DESIO T.10/13 SU 6/1/2011 IT0004657802 B.DESIO T.10/12 2% 6/1/2011 IT0004657810 POP.RAGUSA 10/14 2.2 5/18/2011 IT0004657828 CR.CESENA 10/17 TV 5/16/2011 IT0004657836 CRU VALFASSA10/15 SU 6/1/2011

Security Description Payment Date FungibleIT0004657844 CRU VALFASSA 14 2.30 6/1/2011 IT0004657851 CR.BRA 10/14 3% 5/23/2011 IT0004657869 BCA SELLA 10/15 TV 5/17/2011 IT0004657877 B SELLA NEBC 15 TV 5/17/2011 IT0004657885 POP ANCONA 10/14 TV 6/16/2011 IT0004657893 POP ANCONA 10/16 SD 6/30/2011 IT0004657901 POP ANCONA 10/16 SU 6/16/2011 IT0004657919 POP ANCONA 10/13 1.5 6/16/2011 IT0004657927 POP BERGAMO 13 2.50% 5/26/2011 IT0004657943 CR S.MINIATO 12 3.40 6/30/2011 IT0004657968 BCC VALDARNO 16 S-UP 2/16/2011 IT0004657976 BCC S.ELENA 15 2.9% 5/19/2011 IT0004657984 BCC S.ELENA 13 2.05% 2/19/2011 IT0004657992 BCC S.ELENA 15 2.80% 5/19/2011 IT0004658008 BCC FALCONARA 17 3.1 6/10/2011 IT0004658016 BCC BATTIPAGL.13 2.4 5/22/2011 IT0004658024 B.CRAS 10/17 S-UP 5/19/2011 IT0004658032 BCC GHISALBA 2,6% 5/15/2011 IT0004658040 CC FRIULI 10/13 2.25 6/1/2011 IT0004658057 BCC VIGNOLE 13 2.25% 5/22/2011 IT0004658065 BCC S.ELENA 13 2.15% 2/19/2011 IT0004658073 BCC FALCONARA 13 2.5 6/10/2011 IT0004658099 POP.ETICA 12 TV 6/15/2011 IT0004658107 SIENA MORTG CL A1 2/22/2011 IT0004658172 BCC VALMAREC. 14 TV 5/23/2011 IT0004658180 MEDIOCRATI 10/12 TV 5/22/2011 IT0004658198 MEDIOCRATI 10/13 TV 5/22/2011 IT0004658206 MEDIOCRATI 10/14 TV 5/22/2011 IT0004658214 MEDIOCRATI 10/14 2.6 5/22/2011 IT0004658222 BCC V.SERIANA 15 S-U 6/1/2011 IT0004658230 MEDIOCRATI 10/12 2.2 5/22/2011 IT0004658248 BCC ANGHIARI 17 3,5 6/1/2011 IT0004658255 BCC ATESTINA 13 2,15 5/25/2011 IT0004658263 MEDIOCRATI 10/13 2.4 5/22/2011 IT0004658271 SIENA MORTG CL A2 2/22/2011 IT0004658289 SIENA MORTG CL A3 2/22/2011 IT0004658297 SIENA MORTG CL B 2/22/2011 IT0004658305 SIENA MORTG CL C 2/22/2011 IT0004658313 POP MILANO 13 3.70% 5/18/2011 IT0004658321 POP MILANO 12 2.50% 5/22/2011 IT0004658339 P.RAGUSA 10/13 2.16 5/19/2011 IT0004658347 BNL 10/13 TV 3/28/2011 IT0004658354 POP.LAJATICO 12 TV 11/26/2011 IT0004658362 POP RAVENNA 12 TV 2/19/2011 IT0004658370 CR MORI-VDG 10/14 TM 6/1/2011 IT0004658388 CR VALLE LAGHI 15 TM 5/30/2011 IT0004658396 POP BERGAMO 10/13 SU 11/26/2011 IT0004658404 BCA SELLA H.10/12 ZC 11/17/2012 IT0004658412 BCA SELLA 10/12 ZC 11/17/2012 IT0004658438 CC RAVENNATE 13 2.30 11/18/2011 IT0004658537 B.MUGELLO 10/14 TV 6/1/2011 IT0004658545 CREDIUMBRIA 14 TV 6/3/2011 IT0004658552 B.MUGELLO 10/13 TV 6/1/2011

Security Description Payment Date FungibleIT0004658560 CREDIUMBRIA 13 SU 6/3/2011 IT0004658578 MEDIOCRATI 10/15 2.8 5/22/2011 IT0004658586 CREDIUMBRIA 13 SU 6/3/2011 IT0004658594 CREDIUMBRIA 13 3.00 6/3/2011 IT0004658602 B.MAREMMA 10/16 S-UP 5/22/2011 IT0004658610 B MODENESE 14 3.75% 2/28/2011 IT0004658628 CARISPAQ 13 2.6% 3/3/2011 IT0004658636 CRU A.GARDA 10/13 SU 11/22/2011 IT0004658644 CR VALLE LAGHI 10/13 5/30/2011 IT0004658651 CR VALLE LAGHI 13 TV 5/30/2011 IT0004658669 CREDEM 10/13 TV 2/24/2011 IT0004658677 BAI 10/12 2% 17^ 5/22/2011 IT0004658685 CR ORVIETO 10/13 SU 12/23/2011 IT0004658693 TERCAS 10/15 SU 12/3/2011 IT0004658701 TERCAS 10/12 ZC 11/19/2012 IT0004658719 POP BERGAMO 13 2.15% 11/26/2011 IT0004658727 POP BERGAMO 10/12 2% 11/26/2011 IT0004658735 POP BERGAMO 13 3.50% 5/19/2011 IT0004658743 BCC AGRO BS 10/12 TV 12/1/2011 IT0004658750 CR ORVIETO 10/14 TV 6/23/2011 IT0004658784 BCC EUGANEA 10/14 3% 5/22/2011 IT0004658792 BCC VERONA 10/13 ZC 12/1/2013 IT0004658800 BCC EUGANEA 10/13 TM 5/22/2011 IT0004658842 B LEGNANO 10/12 2.20 5/29/2011 IT0004658859 POP MILANO 12 2.75% 5/25/2011 IT0004658867 B.MPS 10/16 3.55% 5/22/2011 IT0004658875 BCC VENEZIANO 15 TV 5/22/2011 IT0004658883 BCC CASTAGNETO 10/14 5/22/2011 IT0004658891 BCC CASTAGNETO12 3.3 5/22/2011 IT0004658917 POP PUGLIESE 15 3.15 6/9/2011 IT0004658933 POP PUGLIESE 13 2.50 6/9/2011 IT0004658958 POP PUGLIESE 12 2.15 6/9/2011 IT0004658966 CR LEVICO 10/15 TM 6/1/2011 IT0004658974 CR LEVICO 10/16 S-U 12/1/2011 IT0004658982 BCC VALDINIEV.17 TV 5/22/2011 IT0004658990 BCC VALDINIEV.17 TV 5/29/2011 IT0004659006 MANTOVABANCA 15 S-UP 5/26/2011 IT0004659014 MANTOVABANCA 10/13 3 5/26/2011 IT0004659030 MANTOVABANCA 13 2.25 2/26/2011 IT0004659048 POP.CORTONA 12 TV 11/26/2011 IT0004659055 POP.CORTONA 13 3.25 5/29/2011 IT0004659063 POP.CORTONA 13 2.25% 5/29/2011 IT0004659071 B.SELLA SUD 17 3.15% 5/22/2011 IT0004659089 POP BERGAMO 15 2.25% 5/22/2011 IT0004659097 POP BERGAMO 13 3.00% 5/22/2011 IT0004659196 BCC MASIANO 17 TV 5/22/2011 IT0004659212 BCC C.BRIANZA 13 2% 6/6/2011 IT0004659220 BCC MASIANO 20 4% 11/22/2011 IT0004659238 B.COLLI E.10/14 S-UP 11/29/2011 IT0004659246 CRA CAMERANO 13 2.50 5/22/2011 IT0004659253 CC RAVENNATE 14 ZC 1/5/2014 IT0004659287 POP MILANO 10/13 TV 2/28/2011 IT0004659311 BCC CESENA 12 2.25% 6/1/2011

Security Description Payment Date FungibleIT0004659329 B.FEDERICIANA 13 3.1 6/15/2011 IT0004659337 POP.CASSINATE 13 2.5 6/1/2011 IT0004659345 BC B.GAROLFO 12 2.75 5/22/2011 IT0004659352 CR LEVICO 10/14 S-U 12/1/2011 IT0004659360 CR LEVICO 10/13 S-U 12/1/2011 IT0004659378 BCC GARDA 11/17 4.5% 7/5/2011 IT0004659386 BCC GARDA 11/17 4.25 7/25/2011 IT0004659394 BCC GARDA 11/17 4.2% 7/5/2011 IT0004659410 BCC OFFAN.10/12 2.45 6/15/2011 IT0004659428 YORKVILLE BHN ORD. IT0004659444 POP ANCONA 10/17 SU 5/25/2011 IT0004659477 CARICHIETI 10/18 TV 1/5/2012 IT0004659485 BIM 10/12 TV 3/15/2011 IT0004659493 CERT IMI EUROST. C IT0004659535 BCC B.SEBINO 13 TV 3/2/2011 IT0004659543 BCC MASIANO 13 TV 42 12/1/2011 IT0004659550 B.S.BIAGIO 13 2.75 6/1/2011 IT0004659576 BCC STARANZANO 14 SU 6/1/2011 IT0004659584 BCC CANTU' 10/13 2% 6/2/2011 IT0004659600 B.S.BIAGIO 10/13 SU 6/1/2011 IT0004659618 CRA LUCINICO 15 S-UP 12/1/2011 IT0004659626 BCC CANTU' 10/13 ZC 1/7/2013 IT0004659634 CRA BINASCO 14 2.3% 6/1/2011 IT0004659642 B.S.BIAGIO 10/15 SU 6/1/2011 IT0004659659 CRA LUCINICO 15 S-UP 12/1/2011 IT0004659667 POP MILANO 12 2.25% 5/26/2011 IT0004659675 CR ASTI 10/12 TV 12/2/2011 IT0004659683 B PADOVANA 10/12 TV 12/1/2011 IT0004659691 B.SARDEGNA 10/15 OC 6/1/2015 IT0004659709 POP PUGLIESE 16 TV 3/9/2011 IT0004659717 CARICHIETI 18 S-U 1/5/2012 IT0004659725 CARICHIETI 18 S-U 1/7/2012 IT0004659741 CR RAVENNA 17 TV 5/29/2011 IT0004659758 CENTROBANCA 10/16 TV 3/30/2011 IT0004659766 CR A-BRENTA 10/13 2% 5/22/2011 IT0004659774 CR B.VALLAG. 15 TV 6/3/2011 IT0004659782 CR TRENTO 10/14 SU 6/1/2011 IT0004659790 CRED.ART.10/12 TV 6/30/2011 IT0004659816 BCC LAUDENSE10/15 SU 5/23/2011 IT0004659824 BCC LAUDENSE10/13 SU 5/23/2011 IT0004659832 BCC OFFAN.10/12 2.9% 6/15/2011 IT0004659840 BCC OFFAN.10/13 2.75 6/15/2011 IT0004659865 CR BOLZANO 15 TV 6/30/2011 IT0004659873 CR BOLZANO 13 TV 3/31/2011 IT0004659899 BPCI 10/17 S-D 6/30/2011 IT0004659923 CR BOLZANO 13 TV 6/30/2011 IT0004659931 BPCI 10/17 S-U 6/30/2011 IT0004659949 B.S.GIORGIO 10/15 TV 12/15/2011 IT0004659972 BCC PONTASS.14 TV6^ 11/30/2011 IT0004659980 B.VALSASSINA 13 TV 6/15/2011 IT0004659998 B.VALSASSINA 13 SU 12/15/2011 IT0004660004 BCC PACECO 14 SUP 6/10/2011 IT0004660038 B ETRURIA 10/15 3.25 6/1/2011

Security Description Payment Date FungibleIT0004660046 B.DESIO 10/14 S-U 6/20/2011 IT0004660053 B.DESIO 10/13 S-U 6/20/2011 IT0004660061 RHO IMM. FDO CHIUSO IT0004660079 B.DESIO LAZIO 12 2.4 2/26/2011 IT0004660087 RHO IMM. FDO CHIUSO IT0004660103 B.CR.POP.10/12 TV 12/2/2011 IT0004660111 BCC CAVOLA 12 3% 3/1/2011 IT0004660137 CR FOLGARIA 10/13 SU 12/3/2011 IT0004660145 CRED.ART.10/20 3.88% 12/1/2011 IT0004660152 CR VOLTERRA 10/12 TV 3/30/2011 IT0004660160 CR VOLTERRA 10/13 SU 6/2/2011 IT0004660178 CR BOLZANO 12 TV 3/31/2011 IT0004660202 INTESA S.P.10/17 IND 12/30/2011 IT0004660210 INTESA S.P.10/14 TV 12/30/2011 IT0004660228 INTESA S.P.10/12 2.1 12/30/2011 IT0004660236 INTESA S.P.10/12 2.5 12/30/2011 IT0004660244 B.NUOVA 10/16 ZC 12/22/2016 IT0004660251 POP VICENZA 10/17 ZC 12/22/2017 IT0004660269 CR BOLZANO 12 1.7% 6/30/2011 IT0004660277 CR BOLZANO 18 S-UP 7/31/2011 IT0004660285 CR BOLZANO 13 TV 3/31/2011 IT0004660293 CR BOLZANO 15 TV 6/22/2011 IT0004660301 POP ANCONA 10/14 2.5 6/2/2011 IT0004660319 B.CARIME 10/14 S-UP 6/15/2011 IT0004660327 B.CARIME 10/15 ZC 12/15/2015 IT0004660335 BPCI 10/13 1.70% 12/31/2011 IT0004660343 VENETO B.H. 13 2.86% 7/3/2011 IT0004660350 CR.S.MINIATO 22 3.75 12/30/2011 IT0004660376 BAI 10/12 TV 45[SS 5/29/2011 IT0004660384 B SELLA NEBC 12 TV 5/25/2011 IT0004660400 B.MPS 10/12 2.15% 6/30/2011 IT0004660418 B.NUOVA 10/15 2.75% 5/26/2011 IT0004660426 BCC CAMBIANO 13 TM 6/10/2011 IT0004660434 B.MPS 10/15 S-U 6/30/2011 IT0004660442 B.CRS 10/13 2% 6/1/2011 IT0004660459 POP ETICA 14 S-UP 7/11/2011 IT0004660467 POP ETICA 16 S-UP 7/11/2011 IT0004660475 BNL 10/13 TV 3/29/2011 IT0004660483 POP MAROSTICA 12 TM 6/23/2011 IT0004660491 BC CASALGRASSO 13 TV 6/1/2011 IT0004660509 BCC ROMAGNA C. 13 3% 6/1/2011 IT0004660517 BCC PIANFEI 10/13 TM 6/1/2011 IT0004660525 BCC GRADARA 13 2.75% 6/1/2011 IT0004660533 BCC PIANFEI 10/14 TM 6/1/2011 IT0004660541 CR FERRARA 12 TV 6/1/2011 IT0004660558 CRED.ART.10/20 3.88% 12/2/2011 IT0004660566 BCC GARDA 11/17 4% 7/25/2011 IT0004660582 CC RAVENNATE 12 TV 5/25/2011 IT0004660616 B.POP.11/16 2.5% 7/10/2011 IT0004660624 B.POP.10/13 2.8% 7/30/2011 IT0004660632 B.POP. 10/15 ZC 6/30/2015 IT0004660640 B.POP.10/15 S-UP 6/29/2011 IT0004660657 B.POP. 10/14 S-UP 6/29/2011

Security Description Payment Date FungibleIT0004660665 B.BRESCIA 10/13 2% 7/31/2011 IT0004660673 B.BRESCIA 10/13 1.60 7/31/2011 IT0004660681 BRE BANCA 10/12 TV 3/31/2011 IT0004660699 BRE BANCA 10/13 TV 6/30/2011 IT0004660707 B.BRESCIA 10/13 SU 6/30/2011 IT0004660715 BRE BANCA 10/12 1.50 6/30/2011 IT0004660723 POP BERGAMO 10/13 SU 12/20/2011 IT0004660731 B.CARIME 10/12 1.6% 6/15/2011 IT0004660749 B.CARIME 10/13 1.8% 6/15/2011 IT0004660756 ITEA 11 TV 3/24/2011 IT0004660764 PATRIM.TRENTIN.12 TV 3/31/2011 IT0004660863 POP MILANO 10/13 3.0 6/1/2011 IT0004660871 B CAMPANIA 10/17 SU 12/1/2011 IT0004660889 POP.LAJATICO 13 1.7% 6/3/2011 IT0004660897 B.CHIANTI F. 13 3.5% 3/1/2011 IT0004660905 CRED.ETNEO 10/15 SU 6/10/2011 IT0004660913 CRED.ETNEO 10/13 3.0 6/10/2011 IT0004660939 CR.CESENA 10/13 TV 5/26/2011 IT0004660947 CENTROB. 10/35 2.35% 12/1/2011 IT0004660954 CENTROB. 10/30 2.35% 12/1/2011 IT0004660962 CENTROB. 10/25 2.35% 12/1/2011 IT0004660970 CENTROB. 10/20 2.35% 12/1/2011 IT0004660988 CENTROB. 10/15 2.35% 12/1/2011 IT0004660996 B.MEDIOLANUM 12 TV 3/29/2011 IT0004661002 CR ATESINA 10/14 TM 6/1/2011 IT0004661036 POP BERGAMO 15 3.87% 6/20/2011 IT0004661069 CERT ALE S-P 500 C IT0004661085 BANCA IMI 10/15 TM 12/30/2011 IT0004661093 CR AL 11/14 S-U 1/7/2012 IT0004661101 CR AL 11/16 S-U 1/7/2012 IT0004661119 B LEGNANO 11/14 SU 1/7/2012 IT0004661127 B LEGNANO 11/16 SU 1/7/2012 IT0004661135 POP MILANO 11/16 SU 1/7/2012 IT0004661143 POP MILANO 11/14 SU 1/7/2012 IT0004661150 B PIEMONTE 10/14 2% 6/6/2011 IT0004661168 BFDV 10/12 SU 3/30/2011 IT0004661176 BPSA 10/13 2.60% 5/30/2011 IT0004661184 B.DESIO 10/12 2.30% 6/1/2011 IT0004661192 BCO DESIO 10/15 3.00 6/2/2011 IT0004661218 POP.FRIULAD. 13 2.50 1/17/2012 IT0004661226 CR PR-PC 10/13 2.50% 1/17/2012 IT0004661234 CR.CESENA 10/13 2% 5/26/2011 IT0004661267 CR.CESENA 10/13 TV 5/26/2011 IT0004661275 CR BRENTONICO 14 SUP 12/3/2011 IT0004661283 CRA BINASCO 10/13 3% 6/20/2011 IT0004661291 B.FERMANO 10/15 4.50 5/31/2011 IT0004661309 CRU GIUD VA 10/15 SU 11/29/2011 IT0004661317 CRU GIUD VA 10/13 SU 11/29/2011 IT0004661325 BCC UDINE 20 S UP 6/9/2011 IT0004661333 BCC PIOVE 10/13 ZC 6/15/2013 IT0004661341 BCC PIOVE 10/14 ZC 12/15/2014 IT0004661358 BCC UDINE 17 S UP 6/9/2011 IT0004661366 B CRAS 10/13 SU 6/1/2011

Security Description Payment Date FungibleIT0004661374 BCC ROMAGNA 12 2.00 6/2/2011 IT0004661382 BCC PIOVE 10/13 ZC 12/15/2013 IT0004661390 B.BERGAMASCA 14 SU 6/3/2011 IT0004661416 CW ICCREA EURIBOR C IT0004661424 CW ICCREA EURIBOR C IT0004661432 CW ICCREA EURIBOR C IT0004661440 CW ICCREA EURIBOR C IT0004661457 CW ICCREA EURIBOR C IT0004661465 CW ICCREA EURIBOR C IT0004661473 CW ICCREA EURIBOR C IT0004661481 CW ICCREA EURIBOR C IT0004661499 CW ICCREA EURIBOR C IT0004661507 CW ICCREA EURIBOR C IT0004661523 PATRIM.TRENTIN.20 TV 3/31/2011 IT0004661549 BOT 20110630 178 GG 6/30/2011 IT0004661556 BOT 20111215 365 GG 12/15/2011 IT0004661598 B.ANTONVENETA 14 2.4 7/10/2011 IT0004661606 B.ANTONVENETA 14 TV 12/15/2011 IT0004661614 POP BERGAMO 13 1.60% 6/21/2011 IT0004661622 POP BERGAMO 10/12 TV 6/21/2011 IT0004661630 VENETO B. 10/15 3.60 00/00/0000 IT0004661648 CR S.MINIATO 10/13 2 6/3/2011 IT0004661655 POP BERGAMO 15 3.85% 6/22/2011 IT0004661663 CR S.MINIATO 20 TV 5/30/2011 IT0004661671 CRS.MINIATO 10/17 ZC 12/22/2017 IT0004661689 POP.LODI 10/15 TV 5/30/2011 IT0004661697 POP LANCIANO 17 S-UP 11/30/2011 IT0004661705 POP LANCIANO 14 ZC 1/30/2014 IT0004661713 POP LANCIANO 13 ZC 1/30/2013 IT0004661721 CR BOLZANO 15 TV 3/31/2011 IT0004661739 POP.SONDRIO 20 4,5% 6/1/2011 IT0004661747 CREDEM 10/12 TV 3/20/2011 IT0004661754 CREDEM 10/13 TV 3/22/2011 IT0004661770 BCC CALATAB. 12 4.75 6/6/2011 IT0004661788 SANFELICE 10/13 2.3% 6/1/2011 IT0004661804 BCA SASSARI 10/13 2% 6/10/2011 IT0004661812 CRA BOVES 14 TV 97[ 3/1/2011 IT0004661820 BCC PIOVE 10/16 TM 6/15/2011 IT0004661838 BCC POMPIANO 10/15 3 6/10/2011 IT0004661846 CRA BOVES 13 TM 96[ 3/10/2011 IT0004661853 BCC VALDOSTANA 13 2% 6/9/2011 IT0004661861 BCC VALDOST. 13 2.15 6/9/2011 IT0004661879 BCC VENEZIANO 17 TV 6/1/2011 IT0004661887 B FUCINO 10/13 TV 6/1/2011 IT0004661895 EMILRO 10/13 2.85% 12/1/2011 IT0004661937 CR VANDOIES13 OC 7.5 12/1/2013 IT0004661945 ANTONVENETA 11/13 ZC 1/10/2013 IT0004661952 BCC PACHINO 12 2.3% 6/30/2011 IT0004661960 BCC FRIULI 10/15 TM 6/3/2011 IT0004661978 BCC PREALPI 10/15 SU 12/6/2011 IT0004661986 BCC FRIULI 10/16 SU 6/3/2011 IT0004661994 BCC PACHINO 10/13 SU 6/10/2011 IT0004662000 BCC PREALPI 10/13 SU 12/6/2011

Security Description Payment Date FungibleIT0004662018 POP.NOVARA 10/13 TV 5/30/2011 IT0004662026 POP.NOVARA 10/12 TV 5/30/2011 IT0004662216 B LEGNANO 10/12 2.10 12/13/2011 IT0004662224 B.BEDIZZOLE 13 3.40% 3/6/2011 IT0004662232 POP.SPOLETO 15 T.M 6/30/2011 IT0004662240 POP SPOLETO 15 2.15% 3/31/2011 IT0004662257 POP SPOLETO 12 TV 3/31/2011 IT0004662265 POP.SPOLETO 12 1.375 3/31/2011 IT0004662273 CR RABBI 10/13 SU 12/1/2011 IT0004662281 BCC VALDINIEV.12 TV 6/1/2011 IT0004662299 CRED.ART.10/15 4% 3/3/2011 IT0004662307 CR VOLTERRA 10/12 TV 12/2/2011 IT0004662315 POP SONDRIO 13 TV 3/21/2011 IT0004662323 POP SONDRIO 13 2.2% 6/21/2011 IT0004662356 CTZ 251110 - 311212 12/31/2012 IT0004662364 POP ANCONA 10/17 TV 6/10/2011 IT0004662372 POP BERGAMO 13 3.85% 6/6/2011 IT0004662380 BVC 10/13 TV 6/20/2011 IT0004662398 CCR A.ADIGE 10/12 TV 3/1/2011 IT0004662406 CW IMI ATLANTIA C IT0004662414 CW IMI ATLANTIA C IT0004662422 CW IMI B POP C IT0004662430 CW IMI B POP C IT0004662448 CW IMI B POP C IT0004662455 CW IMI B POP C IT0004662463 CW IMI B POP C IT0004662471 CW IMI BPM C IT0004662489 CW IMI BPM C IT0004662497 CW IMI BPM C IT0004662505 CW IMI BPM C IT0004662513 CW IMI ENEL C IT0004662521 CW IMI ENEL C IT0004662539 CW IMI ENEL C IT0004662547 CW IMI ENI C IT0004662554 CW IMI ENI C IT0004662562 CW IMI ENI C IT0004662570 CW IMI ENI C IT0004662588 CW IMI 1+1 FIAT C IT0004662596 CW IMI 1+1 FIAT C IT0004662604 CW IMI 1+1 FIAT C IT0004662612 CW IMI 1+1 FIAT C IT0004662620 CW IMI 1+1 FIAT C IT0004662638 CW IMI GENERALI C IT0004662646 CW IMI GENERALI C IT0004662653 CW IMI GENERALI C IT0004662661 CW IMI GENERALI C IT0004662679 CW IMI MEDIOB C IT0004662687 CW IMI MEDIOB C IT0004662695 CW IMI MEDIOB C IT0004662703 CW IMI MEDIOB C IT0004662711 CW IMI BMPS C IT0004662729 CW IMI BMPS C IT0004662737 CW IMI BMPS C

Security Description Payment Date FungibleIT0004662745 CW IMI BMPS C IT0004662752 CW IMI BMPS C IT0004662760 CW IMI STM C IT0004662778 CW IMI STM C IT0004662786 CW IMI STM C IT0004662794 CW IMI TELECOM C IT0004662802 CW IMI TELECOM C IT0004662810 CW IMI TELECOM C IT0004662828 CW IMI UNICREDIT C IT0004662836 CW IMI UNICREDIT C IT0004662844 CW IMI UNICREDIT C IT0004662851 CW IMI UNICREDIT C IT0004662869 CW IMI UNICREDIT C IT0004662877 CW IMI DAX C IT0004662885 CW IMI DAX C IT0004662893 CW IMI DAX C IT0004662901 CW IMI DAX P IT0004662919 CW IMI DAX C IT0004662927 CW IMI DAX P IT0004662935 CW IMI DAX P IT0004662943 CW IMI FTSE MIB C IT0004662950 CW IMI FTSE MIB C IT0004662968 CW IMI FTSE MIB C IT0004662976 CW IMI FTSE MIB C IT0004662992 CRED.ART.10/12 TV 3/9/2011 IT0004663008 CR ASTI 10/12 TV 12/2/2011 IT0004663016 POP SPOLETO 13 2.15% 3/31/2011 IT0004663024 POP.SPOLETO 12 1,90 3/31/2011 IT0004663032 POP.SPOLETO 20 3.70% 3/31/2011 IT0004663040 POP SPOLETO 15 2.5% 3/31/2011 IT0004663057 B ROMAGNA 10/13 2% 12/2/2011 IT0004663065 BCC VALDINIEV.14 ZC 6/15/2014 IT0004663099 B.MPS 10/13 1.65% 6/30/2011 IT0004663107 B.MPS 10/12 ZC 12/30/2012 IT0004663131 B C.EMILIA 10/13 TV 6/13/2011 IT0004663149 B CARAGLIO 10/14 TV 6/3/2011 IT0004663156 BCC GHISALBA 12 TV 3/1/2011 IT0004663164 CRA TREVISO 14 3% 6/3/2011 IT0004663180 B C.EMILIA 10/13 SU 6/7/2011 IT0004663198 CRA TREVISO 14 TM 6/3/2011 IT0004663206 BCC VICENTINO 13 S-U 6/17/2011 IT0004663214 BCC VICENTINO 14 S-U 6/17/2011 IT0004663222 U.TERRE D. 10/30 TV 6/30/2011 IT0004663271 B.MPS 10/13 2.60% 6/30/2011 IT0004663289 BCC S.GIORGIO 14 TV 6/15/2011 IT0004663297 BCC GANGI 12 2,35% 6/28/2011 IT0004663305 BCC GANGI 13 2.5% 6/28/2011 IT0004663313 BCC GANGI 15 3% 6/28/2011 IT0004663321 BCC CARAGLIO 13 ZC 12/6/2013 IT0004663339 B.VERONESE 13 S-UP 6/10/2011 IT0004663347 BCC CREMONESE 13 3% 6/6/2011 IT0004663354 BCC C.BRIAN. 12 2.35 6/10/2011 IT0004663362 BCC.S.GIORGIO 14 S-U 6/15/2011

Security Description Payment Date FungibleIT0004663396 B.MPS 10/14 TV 12/30/2011 IT0004663404 B.MPS 10/12 TV 6/30/2011 IT0004663412 POP.RAGUSA 10/15 2.5 6/7/2011 IT0004663420 B.MPS 10/15 2.60% 3/30/2011 IT0004663438 CR FERRARA 12 TV 6/3/2011 IT0004663446 CR FOLGARIA 10/13 TV 3/6/2011 IT0004663453 CR FOLGARIA 10/15 TV 3/6/2011 IT0004663461 CRED.ART.10/12 TV 6/30/2011 IT0004663479 B.MPS 10/12 TV 6/30/2011 IT0004663487 ICCREA BANCA 13 3.1% 6/10/2011 IT0004663495 ICCREA BANCA 12 2.8% 6/10/2011 IT0004663503 POP A.ADIGE 20 TV 6/6/2011 IT0004663511 POP A.ADIGE 14 S-UP 6/6/2011 IT0004663529 B.VALPOLICELLA 13 TV 6/10/2011 IT0004663537 CARICHIETI 12 TV 12/10/2011 IT0004663552 BCC ANAGNI 10/15 SU 6/20/2011 IT0004663586 B.GALILEO 11/14 TM 4/18/2011 IT0004663610 PR.ANCONA TVT 10/30 6/30/2011 IT0004663628 CW UI A2A C IT0004663636 CW UI A2A C IT0004663644 CW UI A2A P IT0004663651 CW UI A2A C IT0004663669 CW UI A2A C IT0004663677 CW UI A2A P IT0004663685 CW UI ANSALDO C IT0004663693 CW UI ANSALDO C IT0004663701 CW UI ANSALDO P IT0004663719 CW UI ANSALDO C IT0004663727 CW UI ANSALDO C IT0004663735 CW UI ANSALDO P IT0004663743 CW UI ATLANTIA P IT0004663750 BCA CARIGE 10/13 TM 6/30/2011 IT0004663768 CW UI ATLANTIA P IT0004663776 CW UI AUTOGRILL C IT0004663784 CW UI AUTOGRILL P IT0004663792 CW UI AUTOGRILL C IT0004663800 CW UI AUTOGRILL C IT0004663818 CW UI AUTOGRILL P IT0004663826 CW UI AZIMUT C IT0004663834 CW UI AZIMUT C IT0004663842 CW UI AZIMUT P IT0004663859 CW UI AZIMUT C IT0004663867 CW UI AZIMUT C IT0004663875 CW UI AZIMUT P IT0004663883 CW UI POP. MI C IT0004663891 CW UI POP. MI P IT0004663909 CW UI POP. MI C IT0004663917 CW UI POP. MI C IT0004663925 CW UI POP. MI P IT0004663933 CW UI B.POP. C IT0004663941 CW UI B.POP. P IT0004663958 CW UI B.POP. C IT0004663966 CW UI B.POP. C

Security Description Payment Date FungibleIT0004663974 CW UI B.POP. P IT0004663982 CW UI BULGARI C IT0004663990 CW UI BULGARI C IT0004664006 CW UI BULGARI P IT0004664014 CW UI BULGARI C IT0004664022 CW UI BULGARI C IT0004664030 CW UI BULGARI P IT0004664048 CW UI BUZZI C IT0004664055 CW UI BUZZI C IT0004664063 CW UI BUZZI P IT0004664071 CW UI CAMPARI C IT0004664089 CW UI CAMPARI C IT0004664097 CW UI CAMPARI P IT0004664105 CW UI CIR C IT0004664113 CW UI CIR C IT0004664121 CW UI CIR C IT0004664139 CW UI CIR P IT0004664147 CW UI CIR P IT0004664154 CW UI ENEL C IT0004664162 CW UI ENEL C IT0004664170 CW UI ENEL C IT0004664188 CW UI ENEL P IT0004664196 CW UI ENEL P IT0004664204 CW UI ENEL P IT0004664212 CW UI ENEL C IT0004664220 CW UI ENEL C IT0004664238 CW UI ENEL P IT0004664246 POP BERGAMO 11/13 TV 7/28/2011 IT0004664253 MEDIOBANCA 10/17 TV 12/23/2011 IT0004664261 B.REGGIANA 11/14 TV 7/3/2011 IT0004664279 CRA BRENDOLA 17 TV 6/20/2011 IT0004664287 B.REGGIANA 11/15 S-U 7/5/2011 IT0004664295 BCC PREALPI 13 2.5% 6/27/2011 IT0004664303 CW UI ENI C IT0004664311 CW UI ENI C IT0004664329 CW UI ENI C IT0004664337 CW UI ENI C IT0004664345 CW UI ENI P IT0004664352 CW UI ENI P IT0004664360 CW UI ENI P IT0004664378 CW UI ENI C IT0004664386 CW UI ENI C IT0004664394 CW UI ENI P IT0004664402 CW UI ENI P IT0004664410 CW UI ENI C IT0004664428 CW UI ENI C IT0004664436 CW UI ENI P IT0004664501 CW UI ERG C IT0004664519 CW UI ERG C IT0004664527 CW UI ERG C IT0004664535 CW UI ERG P IT0004664543 CW UI ERG P IT0004664550 CW UI EXOR C

Security Description Payment Date FungibleIT0004664568 CW UI EXOR C IT0004664576 CW UI EXOR C IT0004664584 CW UI EXOR C IT0004664592 CW UI 1+1 FIAT C IT0004664600 CW UI 1+1 FIAT C IT0004664618 CW UI 1+1 FIAT C IT0004664626 CW UI 1+1 FIAT C IT0004664634 CW UI 1+1 FIAT C IT0004664642 CW UI 1+1 FIAT P IT0004664659 CW UI 1+1 FIAT P IT0004664667 CW UI 1+1 FIAT P IT0004664675 CW UI 1+1 FIAT C IT0004664683 CW UI 1+1 FIAT C IT0004664691 CW UI 1+1 FIAT C IT0004664709 CW UI 1+1 FIAT C IT0004664717 CW UI 1+1 FIAT C IT0004664725 CW UI 1+1 FIAT C IT0004664733 CW UI 1+1 FIAT P IT0004664741 CW UI 1+1 FIAT P IT0004664758 CW UI 1+1 FIAT P IT0004664766 CW UI 1+1 FIAT P IT0004664774 CW UI 1+1 FIAT P IT0004664881 CW UI FINMECC. C IT0004664899 CW UI FINMECC. P IT0004664907 CW UI FINMECC. C IT0004664915 CW UI FINMECC. C IT0004664923 CW UI FINMECC. C IT0004664931 CW UI FINMECC. P IT0004664949 CW UI FINMECC. P IT0004665029 CW UI GENERALI C IT0004665037 CW UI GENERALI C IT0004665045 CW UI GENERALI C IT0004665052 CW UI GENERALI C IT0004665060 CW UI GENERALI P IT0004665078 CW UI GENERALI P IT0004665086 CW UI GENERALI P IT0004665094 CW UI GENERALI P IT0004665102 CW UI GENERALI C IT0004665110 CW UI GENERALI C IT0004665128 CW UI GENERALI P IT0004665136 CW UI GENERALI P IT0004665144 CW UI GENERALI C IT0004665151 CW UI GENERALI C IT0004665169 CW UI GENERALI C IT0004665177 CW UI GENERALI P IT0004665185 CW UI GENERALI P IT0004665193 CW UI GEOX C IT0004665201 CW UI GEOX C IT0004665219 CW UI GEOX P IT0004665227 CW UI GEOX C IT0004665235 CW UI GEOX C IT0004665243 CW UI GEOX P IT0004665250 CW UI IMPREGILO C

Security Description Payment Date FungibleIT0004665268 CW UI IMPREGILO C IT0004665276 CW UI IMPREGILO P IT0004665284 CW UI IMPREGILO C IT0004665292 CW UI IMPREGILO C IT0004665300 CW UI IMPREGILO P IT0004665318 CW UI INTESA SP C IT0004665326 CW UI INTESA SP C IT0004665334 CW UI INTESA SP C IT0004665342 CW UI INTESA SP C IT0004665359 CW UI INTESA SP C IT0004665367 CW UI INTESA SP P IT0004665375 CW UI INTESA SP P IT0004665383 CW UI INTESA SP P IT0004665391 CW UI INTESA SP P IT0004665409 CW UI INTESA SP C IT0004665417 CW UI INTESA SP P IT0004665425 CW UI INTESA SP C IT0004665433 CW UI INTESA SP C IT0004665441 CW UI INTESA SP P IT0004665458 CW UI ITALCEMENTI C IT0004665466 CW UI ITALCEMENTI P IT0004665474 CW UI ITALCEMENTI C IT0004665482 CW UI ITALCEMENTI C IT0004665490 CW UI ITALCEMENTI P IT0004665508 CW UI LOTTOMATICA C IT0004665516 CW UI LOTTOMATICA C IT0004665524 CW UI LOTTOMATICA P IT0004665532 CW UI LOTTOMATICA C IT0004665540 CW UI LOTTOMATICA C IT0004665557 CW UI LOTTOMATICA P IT0004665565 CW UI LUXOTTICA C IT0004665573 CW UI LUXOTTICA C IT0004665581 CW UI LUXOTTICA P IT0004665599 CW UI LUXOTTICA C IT0004665607 CW UI LUXOTTICA C IT0004665615 CW UI LUXOTTICA P IT0004665623 CW UI MEDIASET C IT0004665631 CW UI MEDIASET C IT0004665649 CW UI MEDIASET C IT0004665656 CW UI MEDIASET P IT0004665664 CW UI MEDIASET P IT0004665672 CW UI MEDIOLANUM C IT0004665680 CW UI MEDIOLANUM C IT0004665698 CW UI MEDIOLANUM C IT0004665706 CW UI MEDIOLANUM P IT0004665714 CW UI MEDIOLANUM P IT0004665722 CW UI M.PASCHI C IT0004665730 CW UI M.PASCHI C IT0004665748 CW UI M.PASCHI C IT0004665755 CW UI M.PASCHI P IT0004665763 CW UI M.PASCHI P IT0004665771 CW UI PARMALAT C IT0004665789 CW UI PARMALAT C

Security Description Payment Date FungibleIT0004665797 CW UI PARMALAT C IT0004665805 CW UI PARMALAT P IT0004665813 CW UI PARMALAT P IT0004665821 CW UI PRYSMIAN C IT0004665839 CW UI PRYSMIAN C IT0004665847 CW UI PRYSMIAN C IT0004665854 CW UI PRYSMIAN P IT0004665862 CW UI PRYSMIAN P IT0004665870 CW UI SAIPEM C IT0004665888 CW UI SAIPEM C IT0004665896 CW UI SAIPEM P IT0004665904 CW UI SAIPEM P IT0004665912 CW UI SAIPEM C IT0004665920 CW UI SAIPEM C IT0004665938 CW UI SAIPEM C IT0004665946 CW UI SAIPEM P IT0004665953 CW UI SAIPEM P IT0004665961 CW UI SNAM C IT0004665979 CW UI SNAM C IT0004665987 CW UI SNAM C IT0004665995 CW UI SNAM P IT0004666001 CW UI SNAM P IT0004666019 CW UI STM C IT0004666027 CW UI STM P IT0004666035 CW UI STM C IT0004666043 CW UI STM C IT0004666050 CW UI STM C IT0004666068 CW UI STM C IT0004666076 CW UI STM P IT0004666084 CW UI STM P IT0004666092 CW UI STM P IT0004666100 CW UI STM C IT0004666118 CW UI STM C IT0004666126 CW UI STM C IT0004666134 CW UI STM P IT0004666142 CW UI STM P IT0004666159 CW UI TEL.ITALIA C IT0004666167 CW UI TEL.ITALIA C IT0004666175 CW UI TEL.ITALIA C IT0004666183 CW UI TEL.ITALIA C IT0004666191 CW UI TEL.ITALIA C IT0004666209 CW UI TEL.ITALIA C IT0004666217 CW UI TEL.ITALIA P IT0004666225 CW UI TEL.ITALIA P IT0004666233 CW UI TEL.ITALIA P IT0004666241 CW UI TEL.ITALIA P IT0004666258 CW UI TEL.ITALIA C IT0004666266 CW UI TEL.ITALIA C IT0004666274 CW UI TEL.ITALIA P IT0004666282 CW UI TEL.ITALIA P IT0004666290 CW UI TENARIS C IT0004666308 CW UI TENARIS P IT0004666316 CW UI TENARIS C

Security Description Payment Date FungibleIT0004666324 CW UI TENARIS C IT0004666332 CW UI TENARIS C IT0004666340 CW UI TENARIS P IT0004666357 CW UI TENARIS P IT0004666365 CW UI TERNA C IT0004666373 CW UI TERNA C IT0004666381 CW UI TERNA C IT0004666399 CW UI TERNA P IT0004666407 CW UI TERNA P IT0004666415 CW UI TERNA P IT0004666423 CW UI UBI C IT0004666431 CW UI UBI C IT0004666449 CW UI UBI C IT0004666456 CW UI UBI P IT0004666464 CW UI UBI P IT0004666472 CW UI UNIPOL C IT0004666480 CW UI UNIPOL C IT0004666498 CW UI UNIPOL C IT0004666506 CW UI UNIPOL P IT0004666514 CW UI UNIPOL P IT0004666522 CW UI TOTAL C IT0004666530 CW UI TOTAL C IT0004666548 CW UI TOTAL P IT0004666555 CW UI TELEFONICA C IT0004666563 CW UI TELEFONICA C IT0004666571 CW UI TELEFONICA P IT0004666589 CW UI B.SANTANDER C IT0004666597 CW UI B.SANTANDER C IT0004666605 CW UI B.SANTANDER P IT0004666613 CW UI DEUTSCHE C IT0004666621 CW UI DEUTSCHE C IT0004666639 CW UI DEUTSCHE P IT0004666647 CW UI D.TELEKOM C IT0004666654 CW UI D.TELEKOM C IT0004666662 CW UI D.TELEKOM P IT0004666670 CW UI NOKIA C IT0004666688 BCC MONASTIER 15 TV 6/10/2011 IT0004666696 CW UI NOKIA P IT0004666704 CW UI NOKIA P IT0004666712 CW UI ROYAL DP C IT0004666720 CW UI ROYAL DP C IT0004666738 CW UI ROYAL DP P IT0004666746 CW UI ARGENTO C IT0004666753 CW UI ARGENTO C IT0004666761 CW UI ARGENTO P IT0004666779 CW UI ARGENTO P IT0004666787 CW UI ARGENTO C IT0004666795 CW UI ARGENTO C IT0004666803 CW UI ARGENTO C IT0004666811 CW UI ARGENTO P IT0004666829 CW UI ARGENTO P IT0004666837 CW UI ARGENTO P IT0004666845 CW UI PETROLIO C

Security Description Payment Date FungibleIT0004666852 CW UI PETROLIO C IT0004666860 CW UI PETROLIO C IT0004666878 CW UI PETROLIO C IT0004666886 CW UI PETROLIO C IT0004666894 CW UI PETROLIO P IT0004666902 CW UI PETROLIO P IT0004666910 CW UI PETROLIO P IT0004666928 CW UI ORO C IT0004666936 CW UI ORO C IT0004666944 CW UI ORO C IT0004666951 CW UI ORO C IT0004666969 CW UI ORO P IT0004666977 CW UI ORO P IT0004666985 CW UI ORO P IT0004666993 CW UI FTSE/MIB C IT0004667009 CW UI FTSE/MIB C IT0004667017 CW UI FTSE/MIB C IT0004667025 CW UI FTSE/MIB C IT0004667033 CW UI FTSE/MIB P IT0004667041 CW UI FTSE/MIB P IT0004667058 CW UI FTSE/MIB P IT0004667066 CW UI FTSE/MIB P IT0004667074 CW UI FTSE/MIB C IT0004667082 CW UI FTSE/MIB C IT0004667090 CW UI FTSE/MIB C IT0004667108 CW UI FTSE/MIB C IT0004667116 CW UI FTSE/MIB P IT0004667124 CW UI FTSE/MIB P IT0004667132 CW UI FTSE/MIB P IT0004667140 CW UI FTSE/MIB P IT0004667157 CW UI FTSE/MIB C IT0004667165 CW UI FTSE/MIB C IT0004667173 CW UI FTSE/MIB C IT0004667181 CW UI FTSE/MIB C IT0004667199 CW UI FTSE/MIB C IT0004667207 CW UI FTSE/MIB C IT0004667215 CW UI FTSE/MIB P IT0004667223 CW UI FTSE/MIB P IT0004667231 CW UI FTSE/MIB P IT0004667249 CW UI FTSE/MIB P IT0004667256 CW UI FTSE/MIB P IT0004667264 CW UI FTSE/MIB P IT0004667272 CW UI FTSE/MIB C IT0004667280 CW UI FTSE/MIB C IT0004667298 CW UI FTSE/MIB C IT0004667306 CW UI FTSE/MIB C IT0004667314 CW UI FTSE/MIB P IT0004667322 CW UI FTSE/MIB P IT0004667330 CW UI FTSE/MIB P IT0004667348 CW UI FTSE/MIB P IT0004667355 CW UI FTSE/MIB C IT0004667363 CW UI FTSE/MIB C IT0004667371 CW UI FTSE/MIB C

Security Description Payment Date FungibleIT0004667389 CW UI FTSE/MIB P IT0004667397 CW UI FTSE/MIB P IT0004667405 CW UI FTSE/MIB C IT0004667413 CW UI FTSE/MIB C IT0004667421 CW UI FTSE/MIB P IT0004667439 CW UI FTSE/MIB C IT0004667447 CW UI FTSE/MIB C IT0004667454 CW UI FTSE/MIB P IT0004667462 CW UI NASDAQ C IT0004667470 CW UI NASDAQ P IT0004667488 CW UI NASDAQ C IT0004667496 CW UI NASDAQ C IT0004667504 CW UI NASDAQ C IT0004667512 CW UI NASDAQ C IT0004667520 CW UI NASDAQ P IT0004667538 CW UI NASDAQ P IT0004667546 CW UI NASDAQ P IT0004667553 CW UI NASDAQ P IT0004667561 CW UI NIKKEI C IT0004667579 CW UI NIKKEI C IT0004667587 CW UI NIKKEI C IT0004667595 CW UI NIKKEI C IT0004667603 CW UI NIKKEI C IT0004667611 CW UI NIKKEI P IT0004667629 CW UI NIKKEI P IT0004667637 CW UI NIKKEI P IT0004667645 CW UI NIKKEI P IT0004667652 CW UI S-P500 C IT0004667660 CW UI S-P500 C IT0004667678 CW UI S-P500 C IT0004667686 CW UI S-P500 C IT0004667694 CW UI S-P500 P IT0004667702 CW UI S-P500 P IT0004667710 CW UI S-P500 P IT0004667728 CW UI S-P500 P IT0004667736 CW UI EUR/JPY C IT0004667744 CW UI EUR/JPY C IT0004667751 CW UI EUR/JPY C IT0004667769 CW UI EUR/JPY P IT0004667777 CW UI EUR/JPY P IT0004667785 CW UI EUR/JPY P IT0004667793 CW UI EUR/USD C IT0004667801 CW UI EUR/USD C IT0004667819 CW UI EUR/USD C IT0004667827 CW UI EUR/USD C IT0004667835 CW UI EUR/USD P IT0004667843 CW UI EUR/USD P IT0004667850 CW UI EUR/USD P IT0004667868 CW UI EUR/USD P IT0004667876 CW UI EUR/USD C IT0004667884 CW UI EUROST. C IT0004667892 CW UI EUROST. C IT0004667900 CW UI EUROST. C

Security Description Payment Date FungibleIT0004667918 CW UI EUROST. C IT0004667926 CW UI EUROST. P IT0004667934 CW UI EUROST. P IT0004667942 CW UI EUROST. P IT0004667959 CW UI EUROST. P IT0004667967 CW UI EUROST. C IT0004667975 CW UI EUROST. C IT0004667983 CW UI EUROST. C IT0004667991 CW UI EUROST. C IT0004668007 CW UI EUROST. P IT0004668015 CW UI EUROST. P IT0004668023 CW UI EUROST. P IT0004668031 CW UI EUROST. P IT0004668049 CW UI EUROST. C IT0004668056 CW UI EUROST. C IT0004668064 CW UI EUROST. P IT0004668072 CW UI EUROST. P IT0004668080 CW UI EUROST. C IT0004668098 CW UI EUROST. C IT0004668106 CW UI EUROST. P IT0004668114 CW UI EUROST. P IT0004668122 CW UI EUROST. C IT0004668130 CW UI EUROST. C IT0004668148 CW UI EUROST. P IT0004668155 CW UI EUROST. P IT0004668171 BCC MONASTIER 14 2.6 3/10/2011 IT0004668189 CW UI ATLANTIA C IT0004668197 CW UI ATLANTIA C IT0004668205 CW UI NOKIA C IT0004668213 CW UI NOKIA C IT0004668221 FINARTE C.A.ORD. SVN IT0004668239 BCC MONAST. 14 3.25% 3/10/2011 IT0004668247 BCC PALESTRINA 14 SU 7/3/2011 IT0004668254 CC RAVENNATE 14 S-U 6/20/2011 IT0004668270 POP.FRIULADRIA 13 TV 4/7/2011 IT0004668288 CR.CESENA 10/13 2% 6/3/2011 IT0004668296 CRED.ROMAGNA 12 3.50 6/15/2011 IT0004668304 CRED.ART.10/15 TV 3/31/2011 IT0004668312 CR VOLTERRA 10/12 TV 12/10/2011 IT0004668346 EXTRABANCA 10/13 SU 3/31/2011 IT0004668353 BCA SELLA 10/12 ZC 12/6/2012 IT0004668361 BCA SELLA H.10/12 ZC 12/6/2012 IT0004668395 CRU PERGINE 12 TV 6/27/2011 IT0004668403 CR ASTI 10/13 2.60% 6/15/2011 IT0004668411 B ETRURIA 10/17 4.00 6/30/2011 IT0004668429 POP.FRIULAD. 13 2.10 1/16/2012 IT0004668437 CR PR-PC 10/13 2.10% 1/16/2012 IT0004668445 CR RAVENNA 17 3% 225 6/17/2011 IT0004668452 CR.BRA 10/13 2.35% 6/15/2011 IT0004668460 CR VOLTERRA 10/12 TV 6/10/2011 IT0004668478 BCC ALBA 10/12 2.25% 12/9/2011 IT0004668486 POP BARI 10/13 TM 3/30/2011 IT0004668502 BCA SELLA 10/17 TV 6/9/2011

Security Description Payment Date FungibleIT0004668510 B.S.GIORGIO 13 2.10 7/27/2011 IT0004668528 B ETRURIA 10/13 2.75 6/30/2011 IT0004668551 B.CRAS 10/13 TV 6/13/2011 IT0004668569 B.CRAS 10/15 TV 6/13/2011 IT0004668577 BCC LAMETINO 12 SU 6/7/2011 IT0004668585 B.CRAS 10/14 S-UP 6/13/2011 IT0004668593 EMILBANCA 15 3.25% 6/10/2011 IT0004668601 BCC GATTEO 10/13 2.0 6/20/2011 IT0004668619 BCC B.GAROLFO 13 2.5 6/9/2011 IT0004668627 BCC LAMETINO 13 SU 6/7/2011 IT0004668668 GESPV CL A 10/21 2/25/2011 IT0004668676 GESPV CL B10/00 2/25/2011 IT0004668684 POP.CASSINATE ORD. IT0004668700 DIR CASSINATE PG 3 IT0004668718 B.ANGHIARI 13 TV 4/1/2011 IT0004668726 BCC VALTROMPIA 14 TM 6/14/2011 IT0004668734 B.ANGHIARI 13 2,20 4/1/2011 IT0004668742 BCC GATTEO 10/16 TM 6/20/2011 IT0004668759 BCC UDINE 13 S UP 6/20/2011 IT0004668767 B.PESARO 11/16 2.75% 7/3/2011 IT0004668825 POP.MAROSTICA13 2.25 1/25/2012 IT0004668858 CRU MEZZOLOMB. 13 TV 6/20/2011 IT0004668866 CRU MEZZOLOMB. 14 SU 6/20/2011 IT0004668908 B.PASSADORE 13 TV 7/1/2011 IT0004668916 BCA SELLA H.10/12 ZC 12/9/2012 IT0004668924 B.ARDITI 10/12 ZC 12/9/2012 IT0004668932 POP BERGAMO 10/14 SU 12/20/2011 IT0004668940 B.S.GIORGIO 10/17 ZC 12/27/2017 IT0004668957 POP BERGAMO 10/12 2% 12/20/2011 IT0004668965 CR BRUNICO 11/14 TV 7/3/2011 IT0004668981 CREDIVENETO 10/16 TV 3/10/2011 IT0004668999 CR S.MINIATO 15 2.55 6/30/2011 IT0004669005 CRS.MINIATO 10/12 TV 3/20/2011 IT0004669013 MEDIOBANCA 10/15 TV 3/20/2011 IT0004669021 CR ASTI 10/15 2.30% 6/15/2011 IT0004669039 CRU PINETANA 14 S-UP 6/10/2011 IT0004669047 CRU PINETANA 15 TV 6/10/2011 IT0004669054 CR ASTI 10/13 2% 6/15/2011 IT0004669062 BPSA 10/13 2.00% 6/10/2011 IT0004669070 BCC CASTAGNETO12 3.0 6/13/2011 IT0004669088 POP LAZIO 10/13 SU 6/28/2011 IT0004669096 B.IMOLA 10/12 2.50 6/3/2011 IT0004669104 CRU LIZZANA 11/16 TM 7/1/2011 IT0004669112 BCC ROMAGNA C.18 4.2 7/24/2011 IT0004669120 MEDIOBANCA 10/15 TV 3/13/2011 IT0004669138 MEDIOBANCA 10/15 TV 3/13/2011 IT0004669146 B SELLA NEBC 16 TV 6/15/2011 IT0004669153 B SELLA NEBC 13 TV 6/15/2011 IT0004669161 B.CARIME 10/14 S-UP 6/30/2011 IT0004669179 B.CARIME 10/13 1.75% 6/30/2011 IT0004669187 B.CARIME 10/15 ZC 12/31/2015 IT0004669195 B.S.GIORGIO 10/17 SU 12/27/2011 IT0004669203 B.CARIME 10/12 1.5% 6/30/2011

Security Description Payment Date FungibleIT0004669211 POP ANCONA 10/15 SU 6/17/2011 IT0004669229 B.S.GIORGIO 10/17 TM 12/27/2011 IT0004669237 VENETO B.H.10/15 3.6 6/15/2011 IT0004669245 MEDIOBANCA 10/13 TV 3/20/2011 IT0004669260 MEDIOBANCA 10/15 TV 3/20/2011 IT0004669278 B.MPS 10/15 3.50% 6/22/2011 IT0004669286 BCC ATESTINA 13 TV 3/20/2011 IT0004669294 CREDIVENETO 10/13 SU 6/10/2011 IT0004669302 BANCASCIANO 13 3.5% 7/1/2011 IT0004669310 BENE BANCA 15 2.85% 6/15/2011 IT0004669328 CREDIVENETO 10/14 SU 6/10/2011 IT0004669336 CREDIVENETO 10/20 SU 6/10/2011 IT0004669344 BCC ATESTINA 13 2,75 6/20/2011 IT0004669351 BENE BANCA 13 2.50% 6/15/2011 IT0004669393 UNICREDIT 11/18 TV 4/18/2011 IT0004669401 CR LAVIS 10/12 TV 6/15/2011 IT0004669450 POP.RAGUSA 14 2.20% 6/13/2011 IT0004669468 EMILRO 10/13 2.85% 12/13/2011 IT0004669476 POP PUGLIESE 12 2.40 6/20/2011 IT0004669484 CR.CESENA 10/13 2% 6/13/2011 IT0004669492 CRED.ROMAGNA 13 3.50 7/3/2011 IT0004669500 BCC VALDINIEVOLE 17 6/15/2011 IT0004669526 B.PERUGIA 15 4.60% 6/15/2011 IT0004669534 CR BRUNICO 10/13 TV 6/15/2011 IT0004669542 B.ARDITI 10/16 3.15% 6/15/2011 IT0004669575 UNICREDIT 11/17 TV 4/30/2011 IT0004669583 VENETO B.H. 14 3.45% 6/16/2011 IT0004669591 CR S.MINIATO 22 3.75 12/31/2011 IT0004669609 BCC GHISALBA 12 TV 3/16/2011 IT0004669617 B.BERGAMASCA 13 TV 6/16/2011 IT0004669625 BCC BRESCIA 14 2.90% 6/10/2011 IT0004669633 BCC AQUARA 11/13 2.1 7/15/2011 IT0004669666 BCC AQUARA 11/14 2.3 7/15/2011 IT0004669674 BCC AQUARA 11/13 2.0 7/15/2011 IT0004669690 CC BRESCIA 16 3.3% 6/10/2011 IT0004669799 B.RIMINI 10/13 S-U 6/15/2011 IT0004669807 B MODENESE 11/13 SU 7/5/2011 IT0004669815 BCC MASIANO 13 2.35% 6/14/2011 IT0004669823 PAVULLO N/FRIG.TVT 6/30/2011 IT0004669831 CESENA TF 10/25 6/30/2011 IT0004669849 BCA CARIGE 11/13 2.2 7/20/2011 IT0004669872 C.S.MINIATO 13 2.125 6/30/2011 IT0004669898 CR BOLZANO 14 TV 208 8/17/2011 IT0004669906 CR BOLZANO 11/14 TV 5/31/2011 IT0004669914 CR BOLZANO 11/13 TV 4/30/2011 IT0004669963 B.PADOVANA 11/14 TV 7/17/2011 IT0004669989 B.MALATESTIANA 14 TV 6/20/2011 IT0004669997 B.PADOVANA 11/14 2.5 7/17/2011 IT0004670003 B.PADOVANA 13 2.25% 7/17/2011 IT0004670011 B.PADOVANA 11/16 SU 7/17/2011 IT0004670060 BCC PREALPI 10/12 TV 6/15/2011 IT0004670078 CR BOLZANO 11/14 TV 7/31/2011 IT0004670086 BCC VITERBO 13 3% 3/30/2011

Security Description Payment Date FungibleIT0004670094 EMILRO 10/17 4.35% 12/31/2011 IT0004670102 POP FRUSINATE 14 2.5 7/1/2011 IT0004670110 C.PADANA 13 2.25% 6/24/2011 IT0004670128 C.PADANA 13 TV 6/24/2011 IT0004670185 CR LEVICO 10/12 TV 6/22/2011 IT0004670193 CAZZAGO S.M. TF 2030 6/30/2011 IT0004670201 BCC OFFANENGO 13 2.6 7/12/2011 IT0004670219 B.CARIME 10/14 TM 6/30/2011 IT0004670227 POP BERGAMO 13 3.75% 6/16/2011 IT0004670235 B S.GIACOMO 13 2.75% 6/27/2011 IT0004670243 ROVIGOBANCA 10/17 TV 6/20/2011 IT0004670268 CR TREVIGIANO 13 TV 6/23/2011 IT0004670276 BCC B.FRIULANA 15 TV 1/3/2012 IT0004670284 BCC VERSILIA10/13 SU 6/15/2011 IT0004670292 BCC B.FRIULANA 14 TV 1/3/2012 IT0004670300 B,VENETA 1896 13 SUP 6/27/2011 IT0004670318 BCC VERSILIA 13 2.20 6/15/2011 IT0004670326 CR TREVIGIANO 16 TM 6/23/2011 IT0004670334 BCC STARANZ.10/12 2% 6/15/2011 IT0004670342 BCC B.FRIUL. 13 2.5% 1/3/2012 IT0004670359 BCC VITERBO 14 S-UP 6/30/2011 IT0004670417 B.MPS 11/16 SU 9/1/2011 IT0004670425 POP MEZZOG. 10/13 ZC 1/26/2013 IT0004670433 POP MEZZOG. 10/13 3% 6/16/2011 IT0004670466 BCA CARIGE 11/17 TM 1/20/2012 IT0004670474 B. CIVIDALE 10/13 SU 12/21/2011 IT0004670482 B. CIVIDALE 10/16 TV 12/16/2011 IT0004670490 B. CIVIDALE 10/14 TV 6/21/2011 IT0004670516 SIENA TF 10/20 4/1/2011 IT0004670532 IMVEST ORD. IT0004670599 POP BERGAMO 13 3,87% 6/20/2011 IT0004670607 CREDIVENETO 13 2.3% 7/31/2011 IT0004670615 CREDIVENETO 14 2.6% 7/31/2011 IT0004670623 ROMAGNA EST 10/14 TV 6/20/2011 IT0004670631 ROMAGNA EST 10/15 TV 6/20/2011 IT0004670649 BCC BARLASSINA 14 TV 6/29/2011 IT0004670656 ROMAGNA EST 10/16 TV 6/20/2011 IT0004670664 ROMAGNA EST 10/16 SU 6/20/2011 IT0004670672 BCC BARLASSINA12 2,5 6/29/2011 IT0004670680 BCC CASTENASO 13 2% 7/27/2011 IT0004670698 B.FISCIANO 11/14 3.1 8/1/2011 IT0004670706 BCC BARLASSINA 14 3% 6/29/2011 IT0004670714 BCC CASTENASO 14 2.4 6/27/2011 IT0004670722 ROMAGNA EST 13 1.65 6/20/2011 IT0004670730 BCC CASTENASO 15 SU 6/27/2011 IT0004670748 ROMAGNA EST 10/15 SU 6/20/2011 IT0004670813 POP.MANTOVA 11/14 TF 2/7/2012 IT0004670821 POP MILANO 11/14 SU 2/4/2012 IT0004670839 B LEGNANO 11/14 SU 2/4/2012 IT0004670847 POP.VALCONCA 14 TV 7/10/2011 IT0004670854 CREDEM 10/13 TV 3/20/2011 IT0004670862 P.LAJATICO 11/14 TV 1/3/2012 IT0004670870 CARICHIETI 11/14 S-U 1/7/2012

Security Description Payment Date FungibleIT0004670888 BCC SIGNA 10/16 TV 6/27/2011 IT0004670896 BCC CARSO 10/12 TV 6/22/2011 IT0004670904 BCC SM CAVOTI 14 3.0 7/1/2011 IT0004670912 BCC NETTUNO 16 2.75 7/1/2011 IT0004670920 BC CARUGATE 10/13 2% 6/21/2011 IT0004670938 BCC SM CAVOTI 13 2.5 7/1/2011 IT0004670946 BCC SIGNA 10/13 2% 6/27/2011 IT0004670953 BCC CASCINA 13 2.50 6/15/2011 IT0004670961 BCC GHISALBA 13 2.75 6/17/2011 IT0004670979 BCC SIGNA 10/17 3.4% 12/27/2011 IT0004670987 B.NETTUNO 11/14 2.25 7/1/2011 IT0004670995 BCC NETTUNO 21 3.25% 7/1/2011 IT0004671001 P.EMILIA 10/17 4.94% 12/31/2011 IT0004671019 CR.CESENA 10/14 2.6% 6/17/2011 IT0004671027 CR CESENA 10/13 2.25 6/17/2011 IT0004671035 CRU PINETANA 17 S-UP 7/20/2011 IT0004671043 POP.APRILIA 10/13 3% 6/20/2011 IT0004671068 POP SONDRIO 26 1.75% 4/30/2011 IT0004671076 POP.SONDRIO 21 1,483 4/30/2011 IT0004671084 C R.SELVA 11/16 TM 7/3/2011 IT0004671092 C.RAIFFEISEN 17 TM 7/3/2011 IT0004671100 BCA SELLA H.10/12 ZC 12/17/2012 IT0004671118 BCA SELLA 10/12 ZC 12/17/2012 IT0004671126 POP BERGAMO 13 3.80% 6/30/2011 IT0004671134 POP BERGAMO 13 3.88% 6/20/2011 IT0004671233 B.VALDARNO 10/19 TV 6/29/2011 IT0004671381 MPS ORD. VINCOLATE IT0004671423 BCC CAVOLA 15 TV 7/10/2011 IT0004671431 BCC TREVIGLIO 14 2.2 7/10/2011 IT0004671456 B.ANGHIARI 12 2.85% 3/27/2011 IT0004671464 BCC TREVIGLIO 16 S-U 7/10/2011 IT0004671472 B.PESARO 11/13 2.4% 7/3/2011 IT0004671480 BCC CAPACCIO P.13 ZC 1/20/2013 IT0004671506 B.FILOTTRANO 16 S-UP 1/3/2012 IT0004671522 CR BIELLA 13 2.05% 7/20/2011 IT0004671530 CR BIELLA 15 TV 7/20/2011 IT0004671548 CR AL 11/14 SU 2/4/2012 IT0004671555 B.A.MARITTIME 14 2.3 7/3/2011 IT0004671563 BCC VENEZIANO 13 TV 7/24/2011 IT0004671571 BCC FORNACETTE 18 TM 7/28/2011 IT0004671589 ARGENTA TVT 10/30 6/30/2011 IT0004671597 CR ISERA 10/12 TV 6/20/2011 IT0004671605 CRU TUENNO 10/12 TV 6/20/2011 IT0004671613 CR SALUZZO 16 TM 69^ 7/5/2011 IT0004671621 CR SALUZZO 14 2.8% 7/5/2011 IT0004671639 CR SALUZZO 13 2% 91^ 7/5/2011 IT0004671647 HYPO A.A.BANK 15 TM 7/3/2011 IT0004671654 HYPO A.A.BANK 16 SU 7/3/2011 IT0004671670 POP ANCONA 10/16 SU 6/30/2011 IT0004671688 POP ANCONA 10/17 ZC 12/27/2017 IT0004671696 UBI 10/15 TV 3/21/2011 IT0004671704 HYPO A.A.BANK 14 3.0 1/3/2012 IT0004671712 UGF BANCA 10/13 2.25 3/21/2011

Security Description Payment Date FungibleIT0004671720 UGF BANCA 10/16 3.25 3/21/2011 IT0004671738 UGF BANCA 10/14 2.75 3/21/2011 IT0004671779 B.C.EMILIA 10/13 TV 6/23/2011 IT0004671787 BCC GARDA 10/13 TV 6/20/2011 IT0004671795 BCC GARDA 10/13 S-UP 6/20/2011 IT0004671803 BCC GARDA 10/14 S-UP 6/20/2011 IT0004671811 EMILRO 10/13 2.70% 6/23/2011 IT0004671829 POP PUGLIESE 16 3.30 7/7/2011 IT0004671837 POP PUGLIESE 14 2.80 7/7/2011 IT0004671845 POP PUGLIESE 13 2.40 7/7/2011 IT0004671852 C.RUR.NOV.11/15 2.5% 7/1/2011 IT0004671860 INTESA SP 11/13 3% 2/3/2012 IT0004671878 INTESA SP 11/13 2,50 2/3/2012 IT0004671910 CR ISARCO 11/14 2.20 1/3/2012 IT0004671936 BCA SELLA H.10/12 ZC 12/21/2012 IT0004671944 BCA SELLA 10/12 ZC 12/21/2012 IT0004671969 BRE BANCA 11/15 2.50 7/31/2011 IT0004671977 BRE BANCA 11/14 1.90 7/31/2011 IT0004671985 BRE BANCA 11/13 TV 4/30/2011 IT0004672009 DIR GABETTI ORD PG IT0004672082 B.C.EMILIA 10/13 2.6 6/29/2011 IT0004672090 B.ETRURIA 10/15 TV 6/29/2011 IT0004672108 B.DESIO 10/12 2.25% 6/23/2011 IT0004672116 BINTER 11/16 4.00 7/10/2011 IT0004672124 BINTER 11/14 3.20 7/10/2011 IT0004672132 P.LAJATICO 10/12 TV 12/29/2011 IT0004672140 B.ROMAGNA 10/14 2.50 6/22/2011 IT0004672157 CR A-BRENTA 11/18 ZC 1/4/2018 IT0004672165 CR A-BRENTA 11/16 SU 7/4/2011 IT0004672173 CR A-BRENTA 11/14 SU 7/4/2011 IT0004672181 B.MPS 11/13 TV 8/2/2011 IT0004672199 INTESA SP 11/17 IND 2/3/2012 IT0004672207 INTESA SP 10/15 TV 6/27/2011 IT0004672215 INTESA SP 11/15 TV 2/3/2012 IT0004672231 AEVV ORD IT0004672249 C.RUR.BOLZANO 16 TV 7/3/2011 IT0004672256 AEVV ORD IT0004672264 BPCI 11/13 1.70% 7/31/2011 IT0004672272 BPCI 11/18 S-U 7/31/2011 IT0004672298 BPCI 11/14 1.95% 7/31/2011 IT0004672306 POP BERGAMO 11/14 SU 1/24/2012 IT0004672314 B.V.SERIANA 14 S-UP 7/10/2011 IT0004672322 B C.EMILIA 10/15 SU 6/29/2011 IT0004672348 CC RAVENNATE 15 S-U 7/10/2011 IT0004672355 BCC VALMAR. 14 2.85% 6/21/2011 IT0004672363 B.REGGIANA 11/16 TM 7/4/2011 IT0004672371 BCC CARSO 10/13 SU 6/28/2011 IT0004672389 BCC BERGAMASCA 16 SU 6/27/2011 IT0004672397 CR.BOVES 13 2,3 7/10/2011 IT0004672405 B.ROMAGNA 13 3% 7/3/2011 IT0004672413 B.ROMAGNA 11/13 S-U 7/3/2011 IT0004672421 BCC RIPATRANSONE 13 7/1/2011 IT0004672439 BCC PREALPI 13 2.25% 6/27/2011

Security Description Payment Date FungibleIT0004672447 ANTONVENETA 11/15 TV 3/7/2012 IT0004672454 CC RAI A.ADIGE 16 SU 1/10/2012 IT0004672462 BCC VENEZIANO 13 TV 6/24/2011 IT0004672470 B.S.STEFANO 14 2.80% 7/5/2011 IT0004672488 BCC A.RENO 10/13 SU 6/28/2011 IT0004672496 B C.EMILIA 10/15 TM 6/29/2011 IT0004672504 CR RABBI 11/16 TV 7/10/2011 IT0004672512 B.CENTROP. 11/13 ZC 9/15/2013 IT0004672520 B.S.STEFANO 11/15 SU 7/5/2011 IT0004672538 BCC A.RENO 10/13 SU 6/28/2011 IT0004672546 B.MPS 11/13 ZC 2/2/2013 IT0004672553 B.MPS 11/14 3% 8/2/2011 IT0004672561 B.MPS 11/13 2.45% 8/2/2011 IT0004672579 POP PUGLIESE 16 3.10 4/1/2012 IT0004672587 POP PUGLIESE ORD IT0004672595 POP CIVIDALE ORD IT0004672603 BINTER 11/13 TV 4/10/2011 IT0004672611 B.MPS 11/14 TV 8/2/2011 IT0004672629 ANTONVENETA 14 2.95% 9/7/2011 IT0004672637 BCC CASTAGNETO 14 TV 1/3/2012 IT0004672645 BCC SACCO 10/16 4.10 6/27/2011 IT0004672652 DIR.POP.PUGLIESE PG IT0004672660 BLPR 11/15 3.40% 7/3/2011 IT0004672678 P.LAJATICO 14 2.28% 7/10/2011 IT0004672686 CR ALESSANDRIA 17 TV 2/4/2012 IT0004672694 B LEGNANO 11/17 TV 1/31/2012 IT0004672702 POP MILANO 11/17 TV 1/31/2012 IT0004672728 CR FERRARA 13 3% 7/7/2011 IT0004672736 CR MEZZACORONA 16 TV 7/1/2011 IT0004672744 BAGNOLO P.TF 10/30 6/30/2011 IT0004672751 CR MEZZACORONA 16 SU 1/1/2012 IT0004672769 CR MEZZACORONA 14 SU 1/1/2012 IT0004672777 CR RABBI 11/14 S-U 1/10/2012 IT0004672785 CRA ROANA 10/17 TV 6/28/2011 IT0004672793 CREDICOOP C.13 2.7% 7/17/2011 IT0004672819 CREDICOOP C.11/15 3% 7/17/2011 IT0004672835 CARIFANO 10/12 1.85% 6/27/2011 IT0004672868 B.MPS 11/16 TV 1/31/2012 IT0004672876 B.ANTONVENETA 13 ZC 3/7/2013 IT0004672884 BCC RONCIGLIONE10/14 6/23/2011 IT0004672892 BCC RONCIGLIONE10/14 6/23/2011 IT0004672900 CRU GIUD.10/12 TV 6/22/2011 IT0004672918 CR.S.MINIATO 12 TV 12/29/2011 IT0004672926 BPRM 11/13 2.50 7/10/2011 IT0004672934 B.BRESCIA 11/13 2.10 8/31/2011 IT0004672942 BIM 11/14 TV 5/1/2011 IT0004672959 BCC RONCIGLIONE10/13 6/23/2011 IT0004672967 BCC RONCIGLIONE14 SU 6/23/2011 IT0004672975 BCC RONCIGLIONE13 TV 6/23/2011 IT0004672983 BCC ALBA 10/13 2.60% 6/24/2011 IT0004673056 B.ALTO VIC.10/17 TV 6/28/2011 IT0004673130 BFDV 10/13 3.429 6/27/2011 IT0004673148 BSG 10/17 TV 6/28/2011

Security Description Payment Date FungibleIT0004673155 BSG 10/17 TV 6/28/2011 IT0004673163 POP.RAVENNA 13 2,6 7/3/2011 IT0004673171 POP.RAVENNA 14 2,30 7/3/2011 IT0004673189 CRU VALSISOLE 15 TM 7/17/2011 IT0004673197 CRU VALDISOLE 16 SU 7/3/2011 IT0004673205 CR BRENTONICO 16 S-U 1/3/2012 IT0004673221 CR BRENTONICO 14 SUP 1/3/2012 IT0004673239 CR ISERA 11/15 3% 4/3/2011 IT0004673247 CC RAVENNATE 18 TV 4/5/2011 IT0004673270 B.POPOLARE 11/16 TM 7/31/2011 IT0004673288 B.POPOLARE 11/15 SU 7/31/2011 IT0004673296 POP ANCONA 11/15 TV 7/31/2011 IT0004673304 POP ANCONA 11/16 SD 7/24/2011 IT0004673312 POP ANCONA 11/17 SU 7/24/2011 IT0004673320 POP ANCONA 11/13 1.8 7/24/2011 IT0004673338 POP BERGAMO 13 1.80% 7/24/2011 IT0004673353 UGF BANCA 10/13 TV 3/27/2011 IT0004673361 BPRM 11/13 TV 4/10/2011 IT0004673379 BPRM 11/14 SU 7/10/2011 IT0004673387 BPRM 11/14 SU 7/10/2011 IT0004673395 B.CHIANTI F.10/13 TV 12/29/2011 IT0004673403 BCC S.GIORGIO 15 TV 7/5/2011 IT0004673411 BCC S.GIORGIO 14 TV 4/5/2012 IT0004673429 BCC OSTRA 13 2% 7/3/2011 IT0004673445 BCC S.GIORGIO 15 S-U 7/5/2011 IT0004673452 B.VERSILIA 16 TM 7/3/2011 IT0004673460 BCC OSTRA 15 S-UP 7/3/2011 IT0004673478 B.CHIANTI F.11/14 SU 7/10/2011 IT0004673486 BCC S.G.MEDUNO 14 ZC 4/5/2014 IT0004673494 BCC SUASA 15 S-UP 1/3/2012 IT0004673502 CC FRIULI 11/18 TM 4/3/2011 IT0004673510 BCC SS.GIOV. 14 2.25 7/3/2011 IT0004673528 CC FRIULI 11/15 S-UP 7/3/2011 IT0004673536 CC FRIULI 11/16 3% 7/3/2011 IT0004673544 CC FRIULI 11/13 2.25 6/27/2011 IT0004673551 LEO CONSUMO 1 CL A 2/18/2011 IT0004673569 LEO CONSUMO 1 CL B 2/18/2011 IT0004673577 LEO CONSUMO 1 CL C 2/18/2011 IT0004673585 B.MPS 11/16 3.50% 8/2/2011 IT0004673593 B.SELLA H.10/12 TV 6/27/2011 IT0004673601 B.SELLA 10/12 TV 6/27/2011 IT0004673619 BCC ROMANO 10/17 TV 6/28/2011 IT0004673627 CR FERMO 11/14 TV 7/3/2011 IT0004673635 BCC CAMBIANO 12 TM 12/30/2011 IT0004673643 POP. RAGUSA 10/13 SU 6/30/2011 IT0004673650 CR ASTI 11/20 TV 4/10/2011 IT0004673668 POP.LANCIANO 13 ZC 6/28/2013 IT0004673676 POP.LANCIANO 13 ZC 2/3/2013 IT0004673684 B.CARIME 11/13 1.65% 7/17/2011 IT0004673692 B.CARIME 11/14 2.2% 7/17/2011 IT0004673700 B.CARIME 11/15 TM 7/17/2011 IT0004673718 B.BRESCIA 11/13 2.15 7/31/2011 IT0004673726 UBI 10/16 TV 3/30/2011

Security Description Payment Date FungibleIT0004673734 P.BERGAMO 11/13 2.10 1/24/2012 IT0004673742 CREDIVENETO 10/15 SU 6/30/2011 IT0004673759 B.BRESCIA 11/13 2.30 8/31/2011 IT0004673767 B.BRESCIA 11/14 SU 7/31/2011 IT0004673841 IBL BANCA 10/15 5.75 12/28/2011 IT0004673858 MEDIOCREVAL 10/13 TV 3/30/2011 IT0004673866 CRED.ART.10/13 S-UP 12/29/2011 IT0004673874 CRED.ART.10/15 3% 6/29/2011 IT0004673882 CRED.ART.10/12 2% 6/30/2011 IT0004673890 CRU PINETANA 13 2.4% 6/27/2011 IT0004673924 POP.RAVENNA 13 TV 8/3/2011 IT0004673932 POP.RAVENNA 13 TV 7/3/2011 IT0004673940 POP.DI RAVENNA 14 TV 7/3/2011 IT0004673957 POP.RAVENNA 17 S UP 1/3/2012 IT0004673973 BCC PRATOLA 13 TV 8/3/2011 IT0004673981 BC S.ELENA 11/13 TV 4/3/2011 IT0004673999 BC S.ELENA 11/18 3.6 7/3/2011 IT0004674005 BCC S.ELENA 14 2.7% 4/3/2011 IT0004674013 B.VALDICHIANA 14 SU 7/1/2011 IT0004674021 BCC S.ELENA 11/16 ZC 1/3/2016 IT0004674039 POP.LANCIANO 14 ZC 6/28/2014 IT0004674047 BCC S.ELENA 16 3.30% 7/3/2011 IT0004674054 BCC FLUMERI 11/16 SU 1/1/2012 IT0004674062 BCC S.ELENA 11/18 SU 7/3/2011 IT0004674070 BCC PRATOLA 14 S-UP 8/3/2011 IT0004674088 BCC FLUMERI 13 2.40 4/1/2011 IT0004674096 BCC S.ELENA 11/16 ZC 1/3/2016 IT0004674104 EMILRO 10/13 3.10% 12/28/2011 IT0004674112 BCA CILENTO 11/16 SU 7/25/2011 IT0004674138 BCC ARBOREA11/14 3.0 7/3/2011 IT0004674146 CR FERMO 11/16 SU 1/3/2012 IT0004674161 CW ALE EURIBOR C IT0004674179 CW ALE EURIBOR C IT0004674187 CW ALE EURIBOR C IT0004674195 CW ALE EURIBOR C IT0004674203 CW ALE EURIBOR C IT0004674211 CW ALE EURIBOR C IT0004674229 CW ALE EURIBOR C IT0004674237 CW ALE EURIBOR C IT0004674245 CW ALE EURIBOR C IT0004674252 CW ALE EURIBOR C IT0004674260 CW ALE EURIBOR C IT0004674278 BPRM 11/13 TV 4/10/2011 IT0004674286 BC S.ELENA 11/18 3.5 7/3/2011 IT0004674302 BC S.ELENA 11/16 3.2 7/3/2011 IT0004674310 BC S.ELENA 11/14 2.6 4/3/2011 IT0004674328 BCC S.ELENA 11/18 SU 7/3/2011 IT0004674336 BCA CILENTO 11/14 SU 7/5/2011 IT0004674344 AZIMUT 11/16 2.50% 2/1/2012 IT0004674369 CTZ 20121231 12/31/2012 IT0004674385 BC VIGNOLE 11/17 TV 7/17/2011 IT0004674393 BCC RECANATI 14 TV 4/3/2011 IT0004674401 B.FORLI' 11/15 S-UP 7/3/2011

Security Description Payment Date FungibleIT0004674419 BC VIGNOLE 11/14 SU 7/17/2011 IT0004674450 B.VIGNOLE 11/16 3.75 7/17/2011 IT0004674484 B.ADIGE PO 15 S-UP 7/17/2011 IT0004674500 BCC RECANATI 14 S-UP 7/3/2011 IT0004674518 BC VIGNOLE 11/14 SU 7/17/2011 IT0004674534 CERT ALE INTSPAOLO C IT0004674542 CERT ALE CAP EURO C IT0004674559 CW ALE EURIBOR C IT0004674567 CW ALE EURIBOR C IT0004674575 CW ALE EURIBOR C IT0004674583 CW ALE EURIBOR C IT0004674591 CW ALE EURIBOR C IT0004674609 CW ALE EURIBOR C IT0004674617 CW ALE EURIBOR C IT0004674633 B.MPS 11/13 ZC 2/28/2013 IT0004674658 POP.BERGAMO 11/15 SU 1/24/2012 IT0004674682 POP VICENZA 14 3.00 1/26/2012 IT0004674765 SANFELICE 10/12 2.5% 6/30/2011 IT0004674781 BCC EUGANEA 11/13 TV 7/3/2011 IT0004674799 BCC Q.VICENTINO 13TV 7/13/2011 IT0004674807 INTESA S.P. 11/18 TM 1/3/2012 IT0004674823 PO.VI 11/13 2.50% 9/16/2011 IT0004674856 B.POPOLARE 11/16 OC 1/31/2016 IT0004674864 CR BRUNICO 11/16 SU 1/21/2012 IT0004674880 BCC ALBA 11/15 TM 1/10/2012 IT0004674898 VIBANCA 11/14 TV 7/3/2011 IT0004674906 BCC TRUENTINA 14 TV 7/3/2011 IT0004674914 B ROMAGNA C.15 TV 7/14/2011 IT0004674922 BCC CORINALDO13 2.25 4/12/2011 IT0004674930 BCC ADDA 11/14 2% 7/10/2011 IT0004674948 VIBANCA 11/14 2.80% 7/3/2011 IT0004674955 BCC TRUENTINA 13 2.4 7/3/2011 IT0004674963 BCC TRUENTINA 18 3.4 7/3/2011 IT0004674971 BCC TRUENTINA 16 S-U 7/3/2011 IT0004674989 BCC ADDA 11/16 S-UP 7/10/2011 IT0004674997 BCC LESMO 11/14 S-U 7/10/2011 IT0004675002 BANCADRIA 11/14 S-U 7/10/2011 IT0004675010 BCC FORNACETTE 12 TV 12/30/2011 IT0004675044 BOT 20120116 367 GG. 1/16/2012 IT0004675051 BOT 20110729 179 GG. 7/29/2011 IT0004675093 CR FERRARA 12 3% 6/29/2011 IT0004675101 CR FOLGARIA 11/16 TV 7/3/2011 IT0004675119 CR SAONE 11/14 2.65% 7/1/2011 IT0004675127 B.AGRILEASING 16 3.6 3/1/2011 IT0004675135 POP.VI 11/14 TV 5/2/2011 IT0004675176 BCC AGRO BS 11/18 4% 7/17/2011 IT0004675184 BCC AGRO BS 18 4.25% 7/17/2011 IT0004675218 POP.VI 11/13 2.20% 4/26/2011 IT0004675226 POP.VI 11/13 2.50% 8/26/2011 IT0004675234 POP.VI 11/13 2.20% 5/16/2011 IT0004675242 NORDEST B.10/13 TV 3/29/2011 IT0004675259 B.CIVIDALE 10/13 TV 6/29/2011 IT0004675275 BCC GARDA 10/14 3.25 7/26/2011

Security Description Payment Date FungibleIT0004675283 EMILBANCA 14 TV 1/5/2012 IT0004675291 CRED.VALT.10/13 S-UP 3/31/2011 IT0004675309 CR SAONE 11/14 TV 7/1/2011 IT0004675317 CR MEZZACORONA 18 ZC 1/1/2018 IT0004675325 CR CESENA 10/13 2.25 6/30/2011 IT0004675333 BCA CARIGE 11/14 TM 8/14/2011 IT0004675341 P,L.SULMONA 13 2,35 6/28/2011 IT0004675366 EMILRO 11/16 SU 1/4/2012 IT0004675374 B.DESIO 11/15 TV 4/25/2011 IT0004675390 B.MARCHE 11/16 S-U 1/10/2012 IT0004675408 B.MARCHE 11/13 2% 11/10/2011 IT0004675416 B.MARCHE 11/13 TV 5/10/2011 IT0004675432 B.MARCHE 11/14 3.10% 5/10/2011 IT0004675440 B.MARCHE 11/13 2.70% 5/10/2011 IT0004675457 B.MARCHE 11/21 4% 1/10/2012 IT0004675465 B.MARCHE 11/14 2.30% 11/10/2011 IT0004675473 B.MARCHE 11/18 S-U 1/10/2012 IT0004675515 CR ASTI 11/21 3.43% 7/10/2011 IT0004675523 CR ASTI 11/18 3.14% 7/10/2011 IT0004675531 BNL 11/14 TV 4/30/2011 IT0004675549 BCC POMPIANO 14 TV 8/9/2011 IT0004675556 BCC ALBA 11/14 TV 7/10/2011 IT0004675598 BCC GHISALBA 14 2.20 7/3/2011 IT0004675606 BCC ALBA 11/16 3.25% 1/10/2012 IT0004675614 CR BINASCO 11/14 2.5 7/11/2011 IT0004675622 B.COSTA A. 11/13 3.5 7/14/2011 IT0004675630 BCC POMPIANO 14 2.5% 8/9/2011 IT0004675648 BCC POMPIANO 16 S-U 7/27/2011 IT0004675655 BCC POMPIANO 18 S-U 7/27/2011 IT0004675663 BCC ALBA 11/16 ZC 2/28/2016 IT0004675671 BCC ALBA 11/14 S-U 1/10/2012 IT0004675689 BCC ALBA 11/15 2.50% 7/10/2011 IT0004675697 BCC MONAST.11/13 3% 4/12/2011 IT0004675713 BCC VALDINIEV.13 TV 4/3/2011 IT0004675721 B.MANTIGNANA 13 TV 7/3/2011 IT0004675739 BCC TONIOLO 11/14 TV 7/3/2011 IT0004675747 BCC CAMBIANO11/14 TV 7/5/2011 IT0004675754 B.MANTIGNANA 14 S-UP 7/3/2011 IT0004675762 B.MARCHE 11/13 TV 5/10/2011 IT0004675770 B.MARCHE 11/21 S-U 1/10/2012 IT0004675788 B.MANTIGNANA 13 TV 7/3/2011 IT0004675796 BNL 11/16 TM 4/30/2011 IT0004675812 CR FIEMME 11/15 SU 7/5/2011 IT0004675838 BC CHERASCO 11/13 TV 7/15/2011 IT0004675846 INTESA S.P.11/13 2.5 2/4/2012 IT0004675945 BCC CASTIGL.16 TV 7/10/2011 IT0004675978 BCC CAMBIANO 13 TM 1/28/2012 IT0004675986 B.CRS 11/15 TM 7/15/2011 IT0004675994 B.CRS 11/13 2.30% 7/15/2011 IT0004676018 B. DESIO 11/13 2.00 7/31/2011 IT0004676042 CR CENTO 11/13 2.50% 4/4/2011 IT0004676059 C TREVIGIANO 15 TV 7/24/2011 IT0004676067 B.CRAS 11/13 2.10% 7/7/2011

Security Description Payment Date FungibleIT0004676075 BCC ROMAGNA11/14 2.4 7/10/2011 IT0004676091 BCC ROMAGNA11/13 2.1 7/10/2011 IT0004676109 BCC GOFFREDO 16 3.43 7/3/2011 IT0004676117 BCC GOFFREDO 14 TM 4/3/2011 IT0004676125 BCC GOFFREDO 14 2.86 7/3/2011 IT0004676133 BCC BRESCIA 14 3.2% 4/10/2011 IT0004676141 BCC BRESCIA 13 2.8% 7/10/2011 IT0004676158 BCC BRESCIA 16 3.8% 4/10/2011 IT0004676166 C TREVIGIANO 16 SU 1/21/2012 IT0004676174 POP.VI 11/14 3% 2/16/2012 IT0004676182 CR VOLTERRA 11/13 TV 4/18/2011 IT0004676190 CR VOLTERRA 11/14 SU 7/18/2011 IT0004676232 BCC ANAGNI 11/14 SU 7/21/2011 IT0004676240 B APUANA 11/15 3.60% 1/15/2012 IT0004676257 B APUANA 11/15 TM 1/15/2012 IT0004676273 CRED.ROMAG.11/13 3.5 7/20/2011 IT0004676299 CR VOLTERRA 11/16 SU 7/18/2011 IT0004676349 BC TRIUGGIO 11/16 SU 1/12/2012 IT0004676356 BC TRIUGGIO 11/14 SU 1/12/2012 IT0004676364 BCC ULIVI 13 2,3 7/11/2011 IT0004676372 B.S.G 11/16 4% 7/31/2011 IT0004676398 BCC PANFEI 11/14 TV 7/12/2011 IT0004676406 CR LUCINICO 13 TV 7/17/2011 IT0004676414 BCC PIANFEI 11/15 TV 7/12/2011 IT0004676422 BCC SPELLO 13 2% 10/15/2011 IT0004676430 B.CHIANTI 11/14 TV 7/10/2011 IT0004676448 BCC PICENA 11/16 SU 7/17/2011 IT0004676455 B ETRURIA 11/13 ZC 1/10/2013 IT0004676471 B.TREVISO 11/13 TV 4/10/2011 IT0004676489 CARIMILO 11/15 3.00% 7/14/2011 IT0004676497 CARIMILO 11/14 TV 4/14/2011 IT0004676505 CR.PIEMONTESE 13 2% 7/24/2011 IT0004676521 CR VOLTERRA 16 2.50% 7/18/2011 IT0004676539 BC STARANZ. 11/14 TV 7/5/2011 IT0004676547 BCC STARANZ.11/15 SU 7/5/2011 IT0004676554 B.VENETA 1896 15 S-U 7/17/2011 IT0004676562 B.VENETA 1896 13 3% 7/17/2011 IT0004676570 CR MERANO BUR.14 2.5 7/10/2011 IT0004676588 BIM 11/14 TV 3/1/2011 IT0004676596 B.CARIPE 11/13 TV 7/21/2011 IT0004676604 B.MARCHE 11/13 2.50% 7/24/2011 IT0004676646 B TERCAS 11/13 ZC 1/14/2013 IT0004676653 B.CARIPE 11/13 ZC 1/14/2013 IT0004676661 B. CARIPE 11/16 SU 1/21/2012 IT0004676679 B. CARIPE 11/14 2.25 7/21/2011 IT0004676687 B. CARIPE 11/13 ZC 7/24/2013 IT0004676737 CREVERBANCA 14 TV 7/28/2011 IT0004676745 B.A.MARITTIME 13 SUP 7/10/2011 IT0004676752 CR ASTI 11/16 2.75% 7/10/2011 IT0004676760 CR ASTI 11/13 2% 7/10/2011 IT0004676778 B.ETRURIA 11/13 2.60 7/31/2011 IT0004676786 B.ETRURIA 11/21 4.50 7/31/2011 IT0004676794 BFDV 11/15 SU 7/31/2011

Security Description Payment Date FungibleIT0004676802 BFDV 11/13 SU 7/31/2011 IT0004676810 B.MARCHE 11/13 2.50% 1/10/2012 IT0004676828 B.CR.POP. 11/17 3% 00/00/0000 IT0004676836 B.CR.POP. 11/15 2.5% 00/00/0000 IT0004676844 B.CR.POP. 11/13 ZC 00/00/0000 IT0004676851 BCC VAGIENNA 17 3.25 8/1/2011 IT0004676869 POP PUGLIESE 13 2.70 8/7/2011 IT0004676877 POP PUGLIESE 14 3.00 8/7/2011 IT0004676885 BPSA 11/14 2.00% 7/11/2011 IT0004676893 BCA CARIGE 11/13 TM 6/1/2011 IT0004676901 CENTR.CALABRIA 18 SU 1/10/2012 IT0004676927 CREDEM 11/13 TV 4/28/2011 IT0004676935 CREDEM 11/13 TV 4/30/2011 IT0004676943 CRU PRIMIERO 14 4.60 5/1/2011 IT0004676950 CREVERBANCA 14 2,65 7/28/2011 IT0004677016 POP.SONDRIO 16 3.50% 7/14/2011 IT0004677024 POP BERGAMO 11/14 SU 2/9/2012 IT0004677032 VENETO B.H.11/15 3.5 7/17/2011 IT0004677040 VENETO B.H.11/15 2.6 7/17/2011 IT0004677057 VENETO B.H.11/15 SU 7/17/2011 IT0004677065 VENETO B.H.11/15 SU 7/17/2011 IT0004677073 VENETO B.H.11/15 3.3 7/17/2011 IT0004677081 VENETO B.H.11/15 3% 7/17/2011 IT0004677099 CR S.MINIATO 22 3.75 12/31/2011 IT0004677107 C.S.MINIATO 11/14 TV 7/1/2011 IT0004677115 BC STARANZ. 11/14 TV 7/17/2011 IT0004677149 B.BERGAMASCA 14 SU 7/17/2011 IT0004677156 BCC STARANZ. 15 S.UP 7/17/2011 IT0004677206 DIR.BCO POP PG IT0004677230 POP MILANO 11/13 4.0 7/17/2011 IT0004677248 POP.PUGLIA E BAS.ORD IT0004677263 B CAMPANIA 11/13 TV 7/17/2011 IT0004677271 B CAMPANIA 11/16 3.2 7/17/2011 IT0004677289 B CAMPANIA 11/14 2.9 7/17/2011 IT0004677297 B CAMPANIA 11/13 2.5 7/17/2011 IT0004677305 B.DESIO LAZ.13 2.15% 7/31/2011 IT0004677313 BCO DI LUCCA 14 2.60 1/10/2012 IT0004677321 CARISPAQ 11/18 S-UP 1/12/2012 IT0004677339 CARISPAQ 16 TV 1/12/2012 IT0004677347 CARISPAQ 15 2,75% 4/12/2011 IT0004677354 CARISPAQ 13 2,5 4/12/2011 IT0004677362 CRU CENTROFIEM.13 TV 7/12/2011 IT0004677370 POP.BARI 11/14 TM 5/15/2011 IT0004677388 POP.BARI 11/19 4% 8/15/2011 IT0004677396 CR ORVIETO 14 S UP 2/14/2012 IT0004677404 CR BRUNICO 11/18 TM 7/21/2011 IT0004677412 CR LANA 11/14 TV 8/1/2011 IT0004677420 CR LANA 11/16 SU 8/1/2011 IT0004677438 C RAIFF. SELVA 15 SU 1/11/2012 IT0004677453 POP BERGAMO 14 3.50% 00/00/0000 IT0004677461 BRE BANCA 11/15 S-U 7/31/2011 IT0004677479 BVC 11/14 2% 7/31/2011 IT0004677487 BRE BANCA 11/13 2% 7/31/2011

Security Description Payment Date FungibleIT0004677495 BVC 11/18 3.50% 7/31/2011 IT0004677503 POP BERGAMO 13 1.65% 8/9/2011 IT0004677511 BANCAPULIA 11/15 3.3 7/17/2011 IT0004677529 CARIFAC 11/15 3% 7/17/2011 IT0004677537 VENETO B.H. 16 TV 7/17/2011 IT0004677545 VENETO B.H. 11/16 TV 7/17/2011 IT0004677552 CERT IMI EUR/GBP C IT0004677628 BCC AGRO BS 11/13 2% 4/24/2011 IT0004677644 BCC VEROLAVEC.16 SUP 7/14/2011 IT0004677651 BCC AGRO BS 14 2.50% 7/24/2011 IT0004677669 BCC AGRO BS 15 2.80% 7/24/2011 IT0004677677 BCC VEROLAVEC 13 2,5 7/14/2011 IT0004677685 BCC CRETA 11/15 S-UP 1/17/2012 IT0004677693 POP CORTONA 14 2.50 8/7/2011 IT0004677727 B.SELLA SUD 17 3.70% 7/14/2011 IT0004677735 B.SELLA SUD 14 2.65% 7/14/2011 IT0004677768 B.CENTROP. 11/21 SU 8/2/2011 IT0004677792 B.CENTROP. 11/15 SU 8/2/2011 IT0004677818 BCC VICENTINO 14 TV 4/25/2011 IT0004677826 CC RAVENNATE 18 TV 5/10/2011 IT0004677834 BC CHERASCO 11/14 TV 4/17/2011 IT0004677842 CC RAVENNATE 16 S-U 8/7/2011 IT0004677867 BCC VICENTINO 14 S-U 7/25/2011 IT0004677875 B.MAREMMA 11/14 3.10 7/19/2011 IT0004677891 BC CHERASCO 11/14 3% 7/17/2011 IT0004677933 B LEGNANO 11/13 2.75 1/18/2012 IT0004677966 BCC CAMBIANO 13 TM 7/24/2011 IT0004677974 BCC FORNACETTE 16 SU 2/10/2012 IT0004677982 BCC FORNACETTE15 3.0 8/10/2011 IT0004677990 BCC FORNACETTE13 2.5 8/10/2011 IT0004678006 CRU TUENNO 11/16 S-U 7/17/2011 IT0004678014 CRU TUENNO 11/14 2.4 7/17/2011 IT0004678022 CRED.VALT.11/15 S-UP 7/17/2011 IT0004678030 C.SICILIANO 11/14 TV 7/18/2011 IT0004678048 C.SICILIANO 14 2.20% 7/18/2011 IT0004678055 CRED.VALT.11/14 2% 4/17/2011 IT0004678063 CRED.VALT 11/14 TV 4/17/2011 IT0004678071 BCC CRETA 11/15 TV 7/17/2011 IT0004678089 BRE BANCA 11/15 2.30 8/31/2011 IT0004678097 BRE BANCA 11/14 1.75 8/31/2011 IT0004678105 C.S.MINIATO 11/14 TV 4/25/2011 IT0004678162 BCC CESENA 14 4% 7/24/2011 IT0004678170 BCC CESENA 16 S-UP 7/24/2011 IT0004678196 POP MEZZOG. 11/13 TV 1/18/2012 IT0004678204 POP.SPOLETO 13 TV 5/1/2011 IT0004678212 POP.SPOLETO 13 1,375 5/1/2011 IT0004678220 POP.FRIULAD11/13 2.1 2/14/2012 IT0004678238 CR PR PC 11/13 2.10 2/14/2012 IT0004678287 CRU LEDRO 13 2.2% 4/17/2011 IT0004678295 CRED.ART. 11/16 3% 7/24/2011 IT0004678303 CR MERANO 11/15 TV 7/20/2011 IT0004678311 INTESA SP 11/13 3% 2/7/2012 IT0004678329 INTESA SP 11/13 2.5% 2/7/2012

Security Description Payment Date FungibleIT0004678337 INTESA SP 11/14 TM 2/9/2012 IT0004678352 B.CARIPE 11/16 TV 7/28/2011 IT0004678378 B.CARIME 11/14 2.2% 7/31/2011 IT0004678386 B.CA CARIME 11/15 2% 7/31/2011 IT0004678394 B.CARIME 11/13 1.5% 7/31/2011 IT0004678402 POP BERGAMO 14 4.00% 7/18/2011 IT0004678410 POP BERGAMO 14 4.25% 7/20/2011 IT0004678469 CC RAVENNATE 14 S-U 8/10/2011 IT0004678485 BCC B.SEBINO 14 2,29 7/18/2011 IT0004678501 BCC PERGOLA 13 2,70 8/1/2011 IT0004678519 BCC B.SEBINO 16 2,5 7/18/2011 IT0004678527 B.PESCIA 11/15 S.UP 8/4/2011 IT0004678535 B.PESCIA 11/14 TM 8/4/2011 IT0004678584 B LEGNANO 11/13 2.30 1/21/2012 IT0004678592 CARILO 11/13 2.7% 5/17/2011 IT0004678600 CARILO 11/16 S-UP 1/17/2012 IT0004678618 CARILO 11/13 2% 11/17/2011 IT0004678626 B MODENESE 11/13 SU 8/1/2011 IT0004678634 CR RAVENNA 11/15 TV 7/14/2011 IT0004678642 CR RAVENNA 11/14 2.9 1/14/2012 IT0004678667 CR RAVENNA 11/14 2.3 7/17/2011 IT0004678683 CR RAVENNA 11/13 2% 7/14/2011 IT0004678691 CR RAVENNA 11/14 2.5 7/14/2011 IT0004678717 CARISPAQ 11/14 3.00 4/20/2011 IT0004678741 CR.BRA 11/15 4.10% 1/20/2012 IT0004678774 BAI 13 2% - 18^ 7/19/2011 IT0004678782 BAI 14 TV - 29^ 7/19/2011 IT0004678790 CRED.VALT.11/13 2.5% 4/18/2011 IT0004678808 BAI 14 S-UP - 8^ 7/19/2011 IT0004678816 CERT ALE FTSE MIB C IT0004678824 INTESA SP 11/13 TV 8/23/2011 IT0004678832 INTESA SP 11/13 2.8% 7/21/2011 IT0004678840 CR OLTRADIGE11/14 TV 4/24/2011 IT0004678857 C RAIFF. SELVA 16 TV 7/18/2011 IT0004678865 BCC SUASA 11/14 0C 1/21/2014 IT0004678873 C.S.MINIATO 11/13 TV 5/7/2011 IT0004678881 B CREMONESE 11/14 TV 5/2/2011 IT0004678907 B.CENTROV. 11/16 TV 7/15/2011 IT0004678923 B CREMONESE 13 2.25% 8/2/2011 IT0004678931 B CREMONESE 16 3.25% 8/2/2011 IT0004678956 B CREMONESE 14 2.75% 8/2/2011 IT0004678964 EMILBANCA 18 S-UP 4[ 7/20/2011 IT0004679020 BCC PISTOIA 15 S-UP 7/20/2011 IT0004679038 BCC GRADARA 11/15 TV 8/1/2011 IT0004679046 BCC IMPRUNETA 15 TV 7/17/2011 IT0004679087 BCC IMPRUNETA 17 3,4 7/17/2011 IT0004679095 BCC PETRALIA 14 SU 8/1/2011 IT0004679145 BCC CARATE 16 S UP 8/3/2011 IT0004679152 BCC CARATE 14 2.25% 8/3/2011 IT0004679160 BCC PISTOIA 13 S-UP 7/20/2011 IT0004679178 BCC PISTOIA 14 S-UP 7/20/2011 IT0004679186 BCC S.STEFANO 14 OC 2/14/2014 IT0004679194 B.CR.POP. 14 2.75% 8/3/2011

Security Description Payment Date FungibleIT0004679202 POP.EMILIA 11/13 TV 1/18/2012 IT0004679210 POP.SPOLETO 13 2 5/1/2011 IT0004679236 POP.SPOLETO 16 3,15 5/1/2011 IT0004679244 POP.SPOLETO 19 4% 5/1/2011 IT0004679251 POP.SPOLETO 16 3% 5/1/2011 IT0004679269 CR RAVENNA 15 S-UP 1/14/2012 IT0004679319 CR VALLAGARINA 16 TM 8/1/2011 IT0004679327 CR B.VALLAG. 16 2.86 2/1/2012 IT0004679335 C.RUR.NOVELLA 15 2.5 8/1/2011 IT0004679343 C.RUR.NOVELLA 14 TV 8/1/2011 IT0004679350 CR TRENTO 11/15 SU 8/1/2011 IT0004679368 INTESA SP 11/21 5% 1/27/2012 IT0004679384 CR BRUNICO 11/14 TV 7/24/2011 IT0004679392 CRU BOLZANO 11/15 SU 1/20/2012 IT0004679442 B.BRESCIA 11/15 SU 8/31/2011 IT0004679459 B.BRESCIA 11/14 SU 8/31/2011 IT0004679467 B.BRESCIA 11/13 2% 9/30/2011 IT0004679475 POP ANCONA 11/15 SD 8/14/2011 IT0004679483 POP ANCONA 13 1.80% 11/14/2011 IT0004679491 POP BERGAMO 14 4,35% 7/20/2011 IT0004679509 POP BERGAMO 14 4,25% 7/25/2011 IT0004679517 C.MINIATO 11/18 3.15 7/31/2011 IT0004679525 POP.SPOLETO 14 2,25 5/1/2011 IT0004679640 GLOBALDRIVE IV CL B 2/22/2011 IT0004679681 B.A.MARITTIME 14 2,3 7/18/2011 IT0004679699 POP.S.ANGELO 14 2.60 7/21/2011 IT0004679707 B.DESIO 11/16 3% 8/7/2011 IT0004679715 B.DESIO VENETO 13 2% 7/20/2011 IT0004679749 CR PR PC 11/14 SU 1/26/2012 IT0004679756 POP.FRIUL.11/14 SU 1/26/2012 IT0004679764 B ROMAGNA 11/15 2.60 7/18/2011 IT0004679772 B ROMAGNA 11/14 2.25 7/18/2011 IT0004679780 CR CONDINO 11/15 SU 8/1/2011 IT0004679798 C.R.NOVELLA 11/16 TM 8/1/2011 IT0004679814 CR CENTO 13 2.75% 7/28/2011 IT0004679822 CR CENTO 15 TM 7/28/2011 IT0004679830 CR CENTO 14 S-UP 1/28/2012 IT0004679848 B POPOLARE 11/13 3% 9/28/2011 IT0004679855 CR.PIEMONTESE 14 SUP 1/25/2012 IT0004679871 CRED.VALT.11/14 TV 4/20/2011 IT0004679889 BCC CAMPIGLIA 14 TV 7/27/2011 IT0004679897 BCC FANO 11/15 TV 5/1/2011 IT0004679905 BCC FANO 11/13 3.00% 8/1/2011 IT0004679913 BCC FANO 11/16 SU 8/1/2011 IT0004679921 BCC FANO 11/16 SU 8/1/2011 IT0004679939 B.MALATESTIANA 16 TM 7/24/2011 IT0004679962 ROVIGOBANCA 11/15 SU 7/20/2011 IT0004679970 CRA BINASCO 11/13 2% 7/25/2011 IT0004679988 BCC FANO 11/14 SU 8/1/2011 IT0004679996 BCC NISSENO 14 2.86% 7/26/2011 IT0004680002 B.MALATESTIANA 14 SU 7/24/2011 IT0004680010 B.MALATESTIANA 16 SU 7/24/2011 IT0004680028 B.MALATESTIANA 16 SU 7/24/2011

Security Description Payment Date FungibleIT0004680036 BCC LAUDENSE 26 5.05 7/20/2011 IT0004680085 BCC LAUDENSE 14 SU 7/20/2011 IT0004680093 MONTE PARMA 13 2,3 10/18/2011 IT0004680101 CR OLTRADIGE11/15 TV 4/24/2011 IT0004680119 CR LAGUNDO 11/15 TM 8/1/2011 IT0004680127 POP BERGAMO 16 4.35% 7/31/2011 IT0004680135 POP BERGAMO 16 4.35% 7/24/2011 IT0004680218 B.TREVISO 11/13 TV 5/14/2011 IT0004680226 GR. FIANDRE X OPA IT0004680234 POP.MANTOVA 16 3.25% 9/4/2011 IT0004680242 CR AL 11/16 3.25% 9/4/2011 IT0004680259 B.LEGNANO 11/16 3.25 9/18/2011 IT0004680267 POP.MI 11/16 3.25% 9/4/2011 IT0004680275 B.ANTONVENETA 15 TV 2/14/2012 IT0004680283 BCA FARNESE 11/13 3% 8/1/2011 IT0004680291 B.MARCHE 11/15 S-U 1/20/2012 IT0004680309 B.MARCHE 11/14 3.1% 8/20/2011 IT0004680317 B.MARCHE 11/13 3% 8/20/2011 IT0004680325 B.SASSARI 16 3% 1/26/2012 IT0004680333 B.SASSARI 15 S-UP 1/26/2012 IT0004680341 POP.BARI 11/13 2.50% 8/25/2011 IT0004680358 B.SASSARI 18 S-UP 1/26/2012 IT0004680366 B.DESIO 11/14 2.50% 8/15/2011 IT0004680374 POP.EMILIA 11/16 TV 7/24/2011 IT0004680382 POP LANCIANO 14 ZC 7/20/2014 IT0004680390 POP LANCIANO 13 ZC 7/20/2013 IT0004680408 POP.FRIUL.11/13 3% 8/26/2011 IT0004680416 CR PR PC 11/13 3% 8/26/2011 IT0004680424 CARISPE 11/13 2.1% 3/25/2012 IT0004680457 BCC DOVERA 13 2% 8/3/2011 IT0004680465 B.BEDIZZOLE 13 3.43% 8/7/2011 IT0004680473 B.BERGAMASCA 14 2.30 8/1/2011 IT0004680481 B.ROMAGNA C 15 2,50 8/1/2011 IT0004680507 BCC VALLEDOLMO 13 3% 8/7/2011 IT0004680515 BCC S.S.GIOV.14 3% 8/1/2011 IT0004680523 BCC BASILIANO 16 SUP 2/1/2012 IT0004680531 BCC S.S.GIOV.13 TM 8/1/2011 IT0004680556 BCC DOVERA 14 S-UP 8/3/2011 IT0004680564 BCC GATTEO 11/15 2.5 8/1/2011 IT0004680572 CR PR PC 11/13 TV 5/26/2011 IT0004680598 B.MPS 11/17 4.20% 9/1/2011 IT0004680606 BC CHERASCO 11/13 TV 7/19/2011 IT0004680614 CC R.TE-IM 14 3.25 7/20/2011 IT0004680648 B.POP.11/14 3.875% 3/31/2012 IT0004680655 POP.A.ADIGE 13 TV 7/21/2011 IT0004680663 B.CENTROV. 11/16 2.5 7/21/2011 IT0004680762 B.CHERASCO 11/13 TV 7/24/2011 IT0004680770 BCA SELLA H.11/13 TV 7/21/2011 IT0004680788 BCA SELLA 11/13 TV 7/21/2011 IT0004680796 B.TERCAS 11/13 TV 4/28/2011 IT0004680812 B.MPS 11/14 TV 8/28/2011 IT0004680820 B.MPS 11/16 S-U 9/18/2011 IT0004680838 B.MPS 11/13 TV 9/2/2011

Security Description Payment Date FungibleIT0004680846 BCC CAMBIANO11/13 TM 2/3/2012 IT0004680853 BCC CAMBIANO 14 SU 7/27/2011 IT0004680861 BCC CESENA 13 S-UP 4/30/2011 IT0004680879 BCC PISTOIA 14 TV 7/27/2011 IT0004680887 POP.EMILIA 14 3.15% 1/26/2012 IT0004680911 CREDIUMBRIA 11/14 SU 8/1/2011 IT0004680929 BCC CAPRANICA 13 2.8 8/21/2011 IT0004680937 CREDIUMBRIA 11/14 SU 8/1/2011 IT0004680945 BCC SALA CES.15 2.5% 8/1/2011 IT0004680952 C.CASTELLANA 13 2.5% 5/25/2011 IT0004680960 ROMAGNA EST 15 2.50 8/1/2011 IT0004680978 BCC CAPRANICA 15 SU 8/21/2011 IT0004680986 CREDIUMBRIA 11/15 SU 8/1/2011 IT0004680994 BCC G.TONIOLO 14 2.1 8/1/2011 IT0004681000 BCC CAPACCIO 13 3.00 7/24/2011 IT0004681018 BCC FALCONARA 14 3.0 8/1/2011 IT0004681026 POP.FRIULADRIA 13 TV 5/26/2011 IT0004681034 B.IMOLA 11/14 2.50% 7/20/2011 IT0004681042 CR FOLGARIA 11/16 SU 2/1/2012 IT0004681059 CR FOLGARIA 11/16 TV 8/1/2011 IT0004681075 CR VOLTERRA 13 2.50% 7/26/2011 IT0004681083 B.CHERASCO 13 3.25% 7/24/2011 IT0004681091 B.PASSADORE 13 TV 5/15/2011 IT0004681109 POP.SONDRIO 11/14 TV 5/16/2011 IT0004681117 POP.SONDRIO 14 2.30% 8/16/2011 IT0004681166 CR LUCCA 29 SR.316 3/31/2012 IT0004681174 POP.NOVARA 29 5.25% 3/31/2012 IT0004681182 POP.VR-SGSP 29 5.25% 3/31/2012 IT0004681190 CR BERGAM.29 5,25 3/31/2012 IT0004681208 POP.LODI 11/29 5.25% 3/31/2012 IT0004681216 POP BG 13 TV 8/31/2011 IT0004681224 POP BG 13 2.1% F447 2/15/2012 IT0004681232 POP BG 15 S-UP 2/15/2012 IT0004681240 CR S.MINIATO 14 2.30 7/1/2011 IT0004681265 CR.CESENA 11/14 TV 7/24/2011 IT0004681356 B.MAREMMA 11/14 TV 7/31/2011 IT0004681364 CRA BRENDOLA 16 S-UP 8/1/2011 IT0004681372 CRA BRENDOLA 14 S-UP 8/1/2011 IT0004681380 B.VERONESE 15 SUP 8/17/2011 IT0004681398 BCC GHISALBA 13 2,75 7/24/2011 IT0004681406 B.CHIANTI F.13 3.2% 7/28/2011 IT0004681414 BCC CASCINA 11/15 SU 7/24/2011 IT0004681422 BCC PONTASS. 16 S-UP 1/26/2012 IT0004681430 B.VERONESE 13 2,875 5/1/2011 IT0004681448 B.MAREMMA 11/13 2.5% 7/31/2011 IT0004681455 BCC CARAVAGG.13 2.15 2/10/2012 IT0004681463 BCC CARAVAGG.14 2.5% 2/1/2012 IT0004681489 BCC CAMBIANO 13 2.75 1/25/2012 IT0004681497 B.MARCHE 11/13 2.9% 5/27/2011 IT0004681505 B.DESIO 11/13 TV 7/26/2011 IT0004681513 B.DESIO 11/13 2,50% 7/26/2011 IT0004681521 B.POP.T.GRECO 13 3,2 7/24/2011 IT0004681539 CR.CESENA 11/14 3% 7/24/2011

Security Description Payment Date FungibleIT0004681547 CR.CESENA 11/14 2.8% 7/24/2011 IT0004681554 BCC GOFFREDO 17 4.50 8/1/2011 IT0004681588 BCC OSTRA 14 S-UP 00/00/0000 IT0004681596 B.NUOVA 11/14 3% 7/28/2011 IT0004681604 B.NUOVA 11/14 TV 4/28/2011 IT0004681612 B.NUOVA 11/15 2.60% 7/28/2011 IT0004681620 CR BOLZANO 13 2.5% 8/31/2011 IT0004681638 CR BOLZANO 14 TV 213 8/31/2011 IT0004681646 CR BOLZANO 13 TV 212 5/31/2011 IT0004681653 B.BRESCIA 11/13 2.7% 8/21/2011 IT0004681661 B.S.GIORGIO 11/15 TM 2/15/2012 IT0004681679 B.S.GIORGIO 11/15 TM 2/16/2012 IT0004681687 POP.VI 11/13 TV 4/25/2011 IT0004681703 CERT ALE TELECOM C IT0004681729 BCC CAMBIANO 15 3.00 1/28/2012 IT0004681737 BCA PIEMONTE 11/14 3 8/28/2011 IT0004681752 B.VALPOLICELLA 18 TV 8/1/2011 IT0004681760 CR.CESENA 11/13 TV 7/24/2011 IT0004681778 CR BRA 11/13 3.25% 5/1/2011 IT0004681786 CRED.ART. 11/16 3% 7/26/2011 IT0004681794 DEUTSCHE B.M. 16 TV 5/2/2011 IT0004681802 CC RAVENNATE 13 2.40 7/25/2011 IT0004681828 BCC OFFANENGO 14 S-U 8/15/2011 IT0004681836 BCC OFFAN.11/13 2.95 8/15/2011 IT0004681844 POP APRILIA 14 2.80 7/27/2011 IT0004681877 BC CASALGR. 11/14 TV 8/1/2011 IT0004681885 BCC TRIUGGIO 14 S-UP 2/1/2012 IT0004681893 BCC TRIUGGIO 16 S-UP 2/1/2012 IT0004681901 BCC V.TORTO 14 2,30% 8/1/2011 IT0004681927 BCC B.GAROLFO 21 SU 8/2/2011 IT0004681935 BCC CASALGR.11/14 TV 8/1/2011 IT0004681943 CR ATESINA 11/16 TV 8/1/2011 IT0004681950 CR ATESINA 11/15 SU 2/1/2012 IT0004681968 BCA SELLA NEB 18 TV 7/26/2011 IT0004681976 BCA SELLA 11/14 TV 7/26/2011 IT0004681984 CREBERG 11/14 3.875% 3/31/2012 IT0004681992 POP.LODI 11/14 3,875 3/31/2012 IT0004682008 POP.VR-SGSP 14 3.875 3/31/2012 IT0004682016 POP.NOVARA 14 3.875% 3/31/2012 IT0004682024 CR LUCCA 14 3.875% 3/31/2012 IT0004682032 CR BOLZANO 18 TV 215 9/30/2011 IT0004682040 B.CARIME 11/13 1.75 8/15/2011 IT0004682057 B.CARIME 11/15 2.3% 8/15/2011 IT0004682065 B.CARIME 11/14 2.05 8/15/2011 IT0004682073 POP ANCONA 17 S-UP 8/25/2011 IT0004682081 POP BG 13 1.9% SF448 8/18/2011 IT0004682099 POP BG 14 S-UP 2/18/2012 IT0004682107 BTP 20160915 2.1 IND 3/15/2011 IT0004682115 POP.CASSINATE 14 TV 5/2/2011 IT0004682214 BCC VITERBO 13 TM 2/1/2012 IT0004682222 BCC VITERBO 13 3.25% 5/4/2011 IT0004682248 B.DESIO T.11/14 2.75 8/15/2011 IT0004682255 B.DESIO LAZIO13 2.25 8/1/2011

Security Description Payment Date FungibleIT0004682271 POP.S.FELICE 1.1.11 IT0004682289 B.DESIO LAZIO 13 S-U 8/1/2011 IT0004682305 UBI 11/21 5.25% 1/28/2012 IT0004682313 BCC VENEZIANO 18 TV 7/25/2011 IT0004682321 BCC VENEZIANO 17 4.0 7/25/2011 IT0004682339 BCC ROMANO 11/16 ZC 1/26/2016 IT0004682347 BCC ROMANO 11/14 2.3 1/26/2012 IT0004682354 BCC CREMASCA 13 2.25 8/2/2011 IT0004682370 BCC VENEZIANO 17 ZC 1/25/2017 IT0004682388 BCC ROMANO 11/16 SU 1/26/2012 IT0004682396 BCA S.BIAGIO 16 5.30 7/28/2011 IT0004682420 POP.RAVENNA 17 S UP 2/1/2012 IT0004682446 CRU A.GARDA 11/14 TV 8/2/2011 IT0004682453 CRU A.GARDA 11/13 TV 8/2/2011 IT0004682479 CR VOLTERRA 11 2.15% 8/4/2011 IT0004682495 BCC BRUTIA 11/13 3.2 8/1/2011 IT0004682503 CC RAVENNATE 18 3.60 1/27/2012 IT0004682511 CR VALLAGARINA 13 TV 8/7/2011 IT0004682529 INTESA SP 11/15 TV 3/3/2012 IT0004682537 INTESA SP 11/13 3% 3/3/2012 IT0004682545 INTESA SP 11/17 SU 3/3/2012 IT0004682552 INTESA S.P.11/13 2.5 3/3/2012 IT0004682560 CR S.MINIATO11/13 TV 8/21/2011 IT0004682610 MANAGEMENT ORD X OPA IT0004682784 B.MPS 11/13 ZC 3/18/2013 IT0004682792 BCC A.VIC.11/16 TV 8/1/2011 IT0004682826 BCC OFFAN. 13 2.45% 8/15/2011 IT0004682834 B. CRAS 11/14 S-U 8/1/2011 IT0004682842 BCC PREALPI 11/15 TM 8/1/2011 IT0004682859 BCC A.VIC.11/14 SU 2/1/2012 IT0004682883 CENTR.CALAB.13 2.65% 7/25/2011 IT0004682909 BCA CRAS 11/16 SU 8/1/2011 IT0004682925 BCA CRAS 11/14 2.50 8/1/2011 IT0004682941 CRA BOVES 13 TM 100[ 5/10/2011 IT0004682982 POP.EMILIA 14 3.25% 1/28/2012 IT0004682990 POP.MAROST.11/14 SU 3/8/2012 IT0004683006 POP.MEZZOG.11/13 2,7 7/28/2011 IT0004683014 BOT 20120215 365 GG 2/15/2012 IT0004683022 BOT 20110831 184 GG 8/31/2011 IT0004683030 CR FERRARA 14 S-UP 8/28/2011 IT0004683048 BCA CARIGE 11/13 2.5 6/3/2011 IT0004683055 BCA CARIGE 11/18 SU 2/22/2012 IT0004683063 POP.FRIUL.11/14 TM 7/26/2011 IT0004683071 CR PR PC 11/14 TM 7/26/2011 IT0004683089 CARISPE 11/15 TM 9/4/2012 IT0004683097 B.CIVIDALE 16 3.25% 1/26/2012 IT0004683121 CR VOLTERRA 11/13 TV 5/18/2011 IT0004683139 B.MPS 11/16 3.40%C/A 6/18/2011 IT0004683147 BCC CHERASCO 13 2.75 8/1/2011 IT0004683154 INTESA SP 11/13 2,89 2/3/2012 IT0004683162 INTESA S.P.11/13 2.5 3/4/2012 IT0004683196 B.POPOLARE 11/14 3.5 8/4/2011 IT0004683204 POP ANCONA 17 S-UP 8/4/2011

Security Description Payment Date FungibleIT0004683220 POP ANCONA 18 TV 7/31/2011 IT0004683238 POP ANCONA 17 3.4% 8/4/2011 IT0004683246 POP ANCONA 16 3.5% 8/2/2011 IT0004683253 POP BG 14 3.5% 7/28/2011 IT0004683279 B.LEGNANO 13 2.25% 7/28/2011 IT0004683287 B.MPS 11/13 2.50% 9/18/2011 IT0004683295 B.MPS 11/16 TV 2/28/2012 IT0004683303 BCC CAMBIANO 16 OC 2/15/2016 IT0004683337 B.PIACENZA 11/18 3.1 8/1/2011 IT0004683345 B.PIACENZA 11/16 S-U 2/1/2012 IT0004683352 B.PIACENZA 11/16 TV 5/1/2011 IT0004683360 B.PIACENZA 11/15 TV 2/1/2012 IT0004683378 B.PIACENZA 11/14 TV 8/1/2011 IT0004683386 B.SASSARI 11/13 2.8% 8/3/2011 IT0004683394 B.DESIO 11/13 2,25% 8/1/2011 IT0004683402 BCA CARIGE 11/13 TV 5/4/2011 IT0004683410 CR PR PC 11/13 2.10% 2/28/2012 IT0004683428 BCC CAVOLA 13 3% 5/1/2011 IT0004683436 CR FIEMME 11/15 SU 8/7/2011 IT0004683444 CRU MEZZOLOMB. 13 TV 7/31/2011 IT0004683477 CREDEM 11/13 TV 5/23/2011 IT0004683485 CREDEM 11/13 3% 5/21/2011 IT0004683493 BAI 16 3.5% 19^ 8/3/2011 IT0004683501 CR.VALTELL. 16 3.25% 8/2/2011 IT0004683519 C.SICILIANO 11/16 SU 8/2/2011 IT0004683535 BCC MAIERATO 13 3% 8/2/2011 IT0004683543 POP.VI 11/14 3% 3/1/2012 IT0004683550 B.POPOLARE 15 S-UP 8/28/2011 IT0004683568 B.POPOLARE 16 TM 199 8/28/2011 IT0004683576 POP ANCONA 14 2.3% 8/4/2011 IT0004683584 BPCI 11/18 S-U 8/31/2011 IT0004683592 BRE BANCA 11/13 TV 5/31/2011 IT0004683600 VENETO B.H.11/13 2.5 8/1/2011 IT0004683618 CW UI A2A C IT0004683626 CW UI A2A C IT0004683634 CW UI A2A P IT0004683642 CW UI ANSALDO C IT0004683659 CW UI ANSALDO C IT0004683667 CW UI ANSALDO C IT0004683675 CW UI ANSALDO P IT0004683683 CW UI ATLANTIA C IT0004683691 CW UI ATLANTIA C IT0004683709 CW UI ATLANTIA C IT0004683717 CW UI ATLANTIA P IT0004683725 CW UI ATLANTIA P IT0004683733 CW UI AUTOGRILL C IT0004683741 CW UI AUTOGRILL C IT0004683758 CW UI AUTOGRILL P IT0004683766 CW UI AZIMUT C IT0004683774 CW UI AZIMUT C IT0004683782 CW UI AZIMUT P IT0004683790 CW UI BPM C IT0004683808 CW UI BPM C

Security Description Payment Date FungibleIT0004683816 CW UI BPM P IT0004683824 CW UI BCO POP C IT0004683832 CW UI BCO POP C IT0004683840 CW UI BCO POP C IT0004683857 CW UI BCO POP P IT0004683865 CW UI BULGARI P IT0004683873 CW UI BULGARI C IT0004683881 CW UI BULGARI C IT0004683899 CW UI BULGARI P IT0004683907 CW UI BUZZI U C IT0004683915 CW UI BUZZI U C IT0004683923 CW UI BUZZI U C IT0004683931 CW UI BUZZI U P IT0004683949 CW UI CAMPARI C IT0004683956 CW UI CAMPARI C IT0004683964 CW UI CAMPARI P IT0004683972 CW UI CIR C IT0004683980 CW UI CIR C IT0004683998 CW UI CIR P IT0004684004 CW UI DIASORIN C IT0004684012 CW UI DIASORIN C IT0004684020 CW UI DIASORIN P IT0004684038 CW UI DIASORIN C IT0004684046 CW UI DIASORIN C IT0004684053 CW UI DIASORIN P IT0004684061 CW UI ENEL C IT0004684079 CW UI ENEL C IT0004684087 CW UI ENEL C IT0004684095 CW UI ENEL P IT0004684103 CW UI ENEL P IT0004684111 CW UI ENEL GP C IT0004684129 CW UI ENEL GP C IT0004684137 CW UI ENEL GP C IT0004684145 CW UI ENEL GP P IT0004684152 CW UI ENEL GP P IT0004684160 CW UI ENEL GP C IT0004684178 CW UI ENEL GP C IT0004684186 CW UI ENEL GP C IT0004684194 CW UI ENEL GP P IT0004684202 CW UI ENEL GP P IT0004684210 CW UI ENEL GP C IT0004684228 CW UI ENEL GP C IT0004684236 CW UI ENEL GP C IT0004684244 CW UI ENEL GP P IT0004684251 CW UI ENEL GP P IT0004684269 CW UI ENI C IT0004684277 CW UI ENI C IT0004684285 CW UI ENI C IT0004684293 CW UI ENI C IT0004684301 CW UI ENI P IT0004684319 CW UI ENI P IT0004684327 CW UI ENI P IT0004684335 CW UI ERG C

Security Description Payment Date FungibleIT0004684343 CW UI ERG C IT0004684350 CW UI ERG P IT0004684368 CW UI EXOR C IT0004684376 CW UI EXOR C IT0004684384 CW UI EXOR P IT0004684392 CW UI FIAT C IT0004684400 CW UI FIAT C IT0004684418 CW UI FIAT C IT0004684426 CW UI FIAT C IT0004684434 CW UI FIAT P IT0004684442 CW UI FIAT P IT0004684459 CW UI FIAT P IT0004684467 CW UI FIAT P IT0004684475 CW UI FIAT C IT0004684483 CW UI FIAT C IT0004684491 CW UI FIAT C IT0004684509 CW UI FIAT C IT0004684517 CW UI FIAT P IT0004684525 CW UI FIAT P IT0004684533 CW UI FIAT P IT0004684541 CW UI FIAT P IT0004684558 CW UI FIAT IND C IT0004684566 CW UI FIAT IND C IT0004684574 CW UI FIAT IND C IT0004684582 CW UI FIAT IND C IT0004684590 CW UI FIAT IND P IT0004684608 CW UI FIAT IND P IT0004684616 CW UI FIAT IND P IT0004684624 CW UI FIAT IND P IT0004684632 CW UI FIAT IND C IT0004684640 CW UI FIAT IND C IT0004684657 CW UI FIAT IND C IT0004684665 CW UI FIAT IND C IT0004684673 CW UI FIAT IND P IT0004684681 CW UI FIAT IND P IT0004684699 CW UI FIAT IND P IT0004684707 CW UI FIAT IND P IT0004684715 CW UI FINMEC C IT0004684723 CW UI FINMEC C IT0004684731 CW UI FINMEC C IT0004684749 CW UI FINMEC P IT0004684756 CW UI FINMEC P IT0004684764 CW UI GENERALI C IT0004684772 CW UI GENERALI C IT0004684780 CW UI GENERALI C IT0004684798 CW UI GENERALI C IT0004684806 CW UI GENERALI P IT0004684814 CW UI GENERALI P IT0004684822 CW UI GENERALI P IT0004684830 CW UI GENERALI P IT0004684848 CW UI GEOX C IT0004684855 CW UI GEOX C IT0004684863 CW UI GEOX P

Security Description Payment Date FungibleIT0004684871 CW UI IMPREGILO C IT0004684889 CW UI IMPREGILO C IT0004684897 CW UI IMPREGILO P IT0004684905 CW UI INTSPAOLO C IT0004684913 CW UI INTSPAOLO C IT0004684921 CW UI INTSPAOLO C IT0004684939 CW UI INTSPAOLO C IT0004684947 CW UI INTSPAOLO C IT0004684954 CW UI INTSPAOLO P IT0004684962 CW UI INTSPAOLO P IT0004684970 CW UI INTSPAOLO P IT0004684988 CW UI INTSPAOLO P IT0004684996 CW UI LOTTOMATICA C IT0004685001 CW UI LOTTOMATICA C IT0004685019 CW UI LOTTOMATICA P IT0004685027 CW UI LUXOTTICA C IT0004685035 CW UI LUXOTTICA C IT0004685043 CW UI LUXOTTICA P IT0004685050 CW UI MEDIASET C IT0004685068 CW UI MEDIASET C IT0004685076 CW UI MEDIASET C IT0004685084 CW UI MEDIASET P IT0004685092 CW UI MEDIASET P IT0004685100 CW UI MEDIOLAN C IT0004685118 CW UI MEDIOLAN P IT0004685126 CW UI MEDIOLAN C IT0004685134 CW UI MEDIOLAN C IT0004685142 CW UI MEDIOLAN C IT0004685159 CW UI MEDIOLAN P IT0004685167 CW UI MEDIOLAN P IT0004685175 CW UI BMPS C IT0004685183 CW UI BMPS C IT0004685191 CW UI BMPS C IT0004685209 CW UI BMPS P IT0004685217 CW UI BMPS P IT0004685225 CW UI PARMALAT C IT0004685233 CW UI PARMALAT C IT0004685241 CW UI PARMALAT C IT0004685258 CW UI PARMALAT P IT0004685266 CW UI PARMALAT P IT0004685274 CW UI PRYSMIAN C IT0004685282 CW UI PRYSMIAN C IT0004685290 CW UI PRYSMIAN C IT0004685308 CW UI PRYSMIAN P IT0004685316 CW UI PRYSMIAN P IT0004685324 CW UI SAIPEM C IT0004685332 CW UI SAIPEM C IT0004685340 CW UI SAIPEM C IT0004685357 CW UI SAIPEM P IT0004685365 CW UI SAIPEM P IT0004685373 CW UI SNAM RG C IT0004685381 CW UI SNAM RG C IT0004685399 CW UI SNAM RG C

Security Description Payment Date FungibleIT0004685407 CW UI SNAM RG P IT0004685415 CW UI SNAM RG P IT0004685423 CW UI STM C IT0004685431 CW UI STM C IT0004685449 CW UI STM C IT0004685456 CW UI STM P IT0004685464 CW UI STM C IT0004685472 CW UI STM C IT0004685480 CW UI STM C IT0004685498 CW UI STM C IT0004685506 CW UI STM P IT0004685514 CW UI STM P IT0004685522 CW UI STM P IT0004685530 CW UI TELECOM C IT0004685548 CW UI TELECOM C IT0004685555 CW UI TELECOM C IT0004685563 CW UI TELECOM C IT0004685571 CW UI TELECOM P IT0004685589 CW UI TELECOM P IT0004685597 CW UI TELECOM P IT0004685605 CW UI TELECOM P IT0004685613 CW UI TENARIS C IT0004685621 CW UI TENARIS C IT0004685639 CW UI TENARIS C IT0004685647 CW UI TENARIS P IT0004685654 CW UI TENARIS P IT0004685662 CW UI TERNA C IT0004685670 CW UI TERNA C IT0004685688 CW UI TERNA C IT0004685696 CW UI TERNA P IT0004685704 CW UI TERNA P IT0004685712 CW UI TOD'S C IT0004685720 CW UI TOD'S C IT0004685738 CW UI TOD'S P IT0004685746 CW UI TOD'S C IT0004685753 CW UI TOD'S C IT0004685761 CW UI TOD'S P IT0004685779 CW UI UBI C IT0004685787 CW UI UBI P IT0004685795 CW UI UBI C IT0004685803 CW UI UBI C IT0004685811 CW UI UBI C IT0004685829 CW UI UBI P IT0004685837 CW UI UBI P IT0004685845 CW UI UNIPOL C IT0004685852 CW UI UNIPOL C IT0004685860 CW UI UNIPOL C IT0004685878 CW UI UNIPOL P IT0004685886 CW UI UNIPOL P IT0004685894 CW UI SANTANDER C IT0004685902 CW UI DEUTSCHE B C IT0004685910 CW UI ARGENTO C IT0004685928 CW UI ARGENTO C

Security Description Payment Date FungibleIT0004685936 CW UI ARGENTO C IT0004685944 CW UI ARGENTO C IT0004685951 CW UI ARGENTO P IT0004685969 CW UI ARGENTO P IT0004685977 CW UI ARGENTO P IT0004685985 CW UI FUTURE P C IT0004685993 CW UI FUTURE P C IT0004686009 CW UI FUTURE P C IT0004686017 CW UI FUTURE P C IT0004686025 CW UI FUTURE P P IT0004686033 CW UI FUTURE P P IT0004686041 CW UI FUTURE P P IT0004686058 CW UI FUTURE P P IT0004686066 CW UI ORO C IT0004686074 CW UI ORO C IT0004686082 CW UI ORO C IT0004686090 CW UI ORO C IT0004686108 CW UI ORO P IT0004686116 CW UI ORO P IT0004686124 CW UI ORO P IT0004686132 CW UI EUROSTO C IT0004686140 CW UI EUROSTO C IT0004686157 CW UI EUROSTO C IT0004686165 CW UI EUROSTO P IT0004686173 CW UI EUROSTO P IT0004686181 CW UI EUROSTO P IT0004686199 CW UI FTSE/MIB C IT0004686207 CW UI FTSE/MIB C IT0004686215 CW UI FTSE/MIB C IT0004686223 CW UI FTSE/MIB C IT0004686231 CW UI FTSE/MIB P IT0004686249 CW UI FTSE/MIB P IT0004686256 CW UI FTSE/MIB P IT0004686264 CW UI FTSE/MIB C IT0004686272 CW UI FTSE/MIB C IT0004686280 CW UI FTSE/MIB C IT0004686298 CW UI FTSE/MIB C IT0004686306 CW UI FTSE/MIB P IT0004686314 CW UI FTSE/MIB P IT0004686322 CW UI FTSE/MIB P IT0004686330 CW UI FTSE/MIB C IT0004686348 CW UI FTSE/MIB C IT0004686355 CW UI FTSE/MIB C IT0004686363 CW UI FTSE/MIB C IT0004686371 CW UI FTSE/MIB C IT0004686389 CW UI FTSE/MIB P IT0004686397 CW UI FTSE/MIB P IT0004686405 CW UI FTSE/MIB P IT0004686413 CW UI FTSE/MIB P IT0004686421 CW UI FTSE/MIB P IT0004686439 CW UI NASDAQ100 C IT0004686447 CW UI NASDAQ100 C IT0004686454 CW UI NASDAQ100 C

Security Description Payment Date FungibleIT0004686462 CW UI NASDAQ100 C IT0004686470 CW UI NASDAQ100 P IT0004686488 CW UI NASDAQ100 P IT0004686496 CW UI NASDAQ100 P IT0004686504 CW UI NASDAQ100 P IT0004686512 CW UI NIKKEI225 C IT0004686520 CW UI NIKKEI225 C IT0004686538 CW UI NIKKEI225 C IT0004686546 CW UI NIKKEI225 C IT0004686553 CW UI NIKKEI225 P IT0004686561 CW UI NIKKEI225 P IT0004686579 CW UI NIKKEI225 P IT0004686587 CW UI NIKKEI225 P IT0004686595 CW UI S-P500 C IT0004686603 CW UI S-P500 C IT0004686611 CW UI S-P500 C IT0004686629 CW UI S-P500 C IT0004686637 CW UI S-P500 P IT0004686645 CW UI S-P500 P IT0004686652 CW UI S-P500 P IT0004686660 CW UI S-P500 P IT0004686678 CW UI EUR/JPY C IT0004686686 CW UI EUR/JPY C IT0004686694 CW UI EUR/JPY C IT0004686702 CW UI EUR/JPY P IT0004686710 CW UI EUR/JPY P IT0004686728 CW UI EUR/JPY P IT0004686736 CW UI EUR/USD C IT0004686744 CW UI EUR/USD C IT0004686751 CW UI EUR/USD C IT0004686769 CW UI EUR/USD C IT0004686777 CW UI EUR/USD P IT0004686785 CW UI EUR/USD P IT0004686793 CW UI EUR/USD P IT0004686801 CW UI EUR/USD P IT0004686835 CR.ULTIMO 15 TV 8/1/2011 IT0004686850 BCC SIGNA 11/16 TV 8/1/2011 IT0004686868 B.CENTROV.11/13 2.5% 8/1/2011 IT0004686884 BCC CARAGLIO 16 TM 4/30/2011 IT0004686900 BCC CARAGLIO 14 2.3% 7/31/2011 IT0004686918 B.ROMAGNA 15 S UP 8/7/2011 IT0004686926 B.CENTROV.11/17 3% 8/1/2011 IT0004686967 CW ICCREA EURIBOR C IT0004686975 CW ICCREA EURIBOR C IT0004686983 CW ICCREA EURIBOR C IT0004686991 CW ICCREA EURIBOR C IT0004687007 CW ICCREA EURIBOR C IT0004687031 BCC.COLLI E.11/13 TV 8/3/2011 IT0004687049 BCC CARDUCCI 13 TV 2/2/2012 IT0004687064 BAI 15 TV 46[SS 8/3/2011 IT0004687080 B.FUCINO 11/14 TV 8/1/2011 IT0004687098 B.SASSARI 11/14 TV 8/3/2011 IT0004687106 BCC CARDUCCI 13 TM 2/1/2012

Security Description Payment Date FungibleIT0004687114 BCC CASTAGNETO 143% 8/1/2011 IT0004687205 CW ICCREA EURIBOR C IT0004687213 CW ICCREA EURIBOR C IT0004687221 CW ICCREA EURIBOR C IT0004687239 CW ICCREA EURIBOR C IT0004687247 CW ICCREA EURIBOR C IT0004687254 BCC FORNACETTE 13 TV 2/2/2012 IT0004687270 POP.SPOLETO 15 S UP 6/1/2011 IT0004687288 POP.SPOLETO 13 TM 6/1/2011 IT0004687296 POP.SPOLETO 14 2,75% 6/1/2011 IT0004687304 POP.FRIULADRIA 17 SU 2/1/2012 IT0004687312 CR PR PC 11/17 SU 2/1/2012 IT0004687320 B.IMOLA 11/18 3% 8/1/2011 IT0004687411 B.CIVIDALE 11/14 3% 7/28/2011 IT0004687494 CR VANDOIES 11/14 SU 2/3/2012 IT0004687502 B.POPOLARE 16 OC 198 2/28/2016 IT0004687510 B.S.GIORGIO 11/13 TV 3/31/2012 IT0004687528 VENETO B.H.11/18 4.5 8/1/2011 IT0004687569 BCC EUGANEA 11/13 SU 8/2/2011 IT0004687577 BCC EUGANEA 11/15 SU 8/2/2011 IT0004687585 B.VALDARNO 11/13 S-U 8/10/2011 IT0004687627 BCC VIGNOLE 14 3.75 8/1/2011 IT0004687635 BCC CASTENASO 13 2,3 9/1/2011 IT0004687643 BCC POMPIANO 11/13 3 8/10/2011 IT0004687650 CC RAVENNATE 13 2.15 5/15/2011 IT0004687668 BCC VALDINIEV.15 SUP 8/1/2011 IT0004687676 BANCADRIA 11/14 S-U 8/3/2011 IT0004687684 BCC VALDIN.13 2,25 8/1/2011 IT0004687692 DIR SAVE PG X REC. IT0004687726 BCC CARNIA 13 TV 8/2/2011 IT0004687734 CR.TREVIGIANO 16 TV 7/31/2011 IT0004687767 BRE BANCA 11/14 S-U 8/31/2011 IT0004687775 BPCI 11/13 2% 8/31/2011 IT0004687783 POP ANCONA 14 2.3% 8/11/2011 IT0004687791 BRE BANCA 11/13 TV 8/25/2011 IT0004687809 POP ANCONA 18 3.6% 8/7/2011 IT0004687817 B.S.GIORGIO 11/13 3% 8/31/2011 IT0004687825 B.CARIME 11/16 3% 8/31/2011 IT0004687833 B.CARIME 11/13 3% 8/31/2011 IT0004687841 POP.MILANO 11/14 3.4 8/7/2011 IT0004687858 CR FERMO 16 S-UP 2/8/2012 IT0004687866 B.ALTO VIC.11/13 TV 8/2/2011 IT0004687890 BCC CARNIA 15 TV 8/10/2011 IT0004687908 BCC ATESTINA 13 TV 8/4/2011 IT0004687932 BCC T.OTRANTO 14S-U 9/1/2011 IT0004687940 BCC OTRANTO 14 2.75 9/1/2011 IT0004687957 BCC CARNIA 2014 TM 2/10/2012 IT0004687965 BCC.ATESTINA 13 2,6 8/4/2011 IT0004687981 BCC B.GAROLFO 14 3% 8/14/2011 IT0004687999 BCC ATESTINA 15 S UP 8/4/2011 IT0004688005 BCC CAMBIANO 16 SU 2/3/2012 IT0004688013 CR ASTI 11/21 3.72% 8/15/2011 IT0004688021 CR ASTI 11/18 3.44% 8/15/2011

Security Description Payment Date FungibleIT0004688039 CR ASTI 11/13 2% 8/15/2011 IT0004688047 BCC VENEZIANO 16 TV 7/31/2011 IT0004688054 BCA MARCHE 11/16 S-U 2/1/2012 IT0004688062 B.MODENESE 11/14 S-U 8/14/2011 IT0004688070 B.MODENESE 11/14 S-U 8/14/2011 IT0004688088 B.MODENESE 11/13 3% 8/1/2011 IT0004688096 BCA REALE 11/18 4.00 9/1/2011 IT0004688104 POP.EMILIA 11/14 3% 8/4/2011 IT0004688112 SANFELICE 11/14 TV 8/1/2011 IT0004688120 P.PUGLIA B.11/18 3.8 8/1/2011 IT0004688138 CR FERRARA 14 S-UP 8/28/2011 IT0004688161 CR.BRA 11/15 3% 8/15/2011 IT0004688179 CR FERRARA 14 S-UP 8/28/2011 IT0004688187 CR VOLTERRA 11/14 SU 8/4/2011 IT0004688195 INTESA S.P.11/13 TV 6/7/2011 IT0004688203 C.RUR.BOLZANO 16 ZC 2/1/2016 IT0004688237 C.R.BOLZANO 11/15 SU 2/1/2012 IT0004688245 UGF BANCA 11/13 3.40 2/2/2012 IT0004688252 BIVERBANCA 11/13 TV 9/1/2011 IT0004688260 BIVERBANCA 11/13 2.5 9/1/2011 IT0004688278 CR ASTI 11/16 2.86% 8/15/2011 IT0004688286 B.DESIO 11/13 2.25% 8/4/2011 IT0004688294 BCC UDINE 13 3% 8/7/2011 IT0004688302 B.SARDEGNA 11/13 2.5 8/10/2011 IT0004688310 B.SARDEGNA 11/13 TV 8/10/2011 IT0004688328 B.SARDEGNA 11/14 S-U 2/10/2012 IT0004688336 B.SARDEGNA 11/13 OC 2/10/2013 IT0004688344 BCC CASTAGNETO 16 TM 8/7/2011 IT0004688351 BCC CASTAGNETO18 4.5 8/7/2011 IT0004688369 BCC CASTAGNETO14 3.3 8/7/2011 IT0004688377 POP.L.SULMONA 14 3% 5/1/2011 IT0004688385 POP.L.SULMONA 14 TV 8/1/2011 IT0004688393 CR RAVENNA 16 2.9% 8/4/2011 IT0004688419 CR.CESENA 11/15 2.8% 8/1/2011 IT0004688443 CRU RABBI 11/14 SU 2/10/2012 IT0004688450 CRA VESTEN. 13 2.05% 8/10/2011 IT0004688468 BRE BANCA 11/15 3% 8/31/2011 IT0004688476 BRE BANCA 11/14 2.10 9/15/2011 IT0004688484 POP BERGAMO 13 2.6% 8/31/2011 IT0004688492 VENETO B.H.11/16 4% 8/15/2011 IT0004688500 CRA S.GIACOMO 15 SU 9/1/2011 IT0004688518 CRA S.GIACOMO 14 SU 9/1/2011 IT0004688526 CRA S.GIACOMO 15 SU 9/1/2011 IT0004688534 CRA S.GIACOMO 14 SU 9/1/2011 IT0004688542 CRA S.GIACOMO 13 2.6 8/20/2011 IT0004688583 BCC EUGANEA 16 TM 8/15/2011 IT0004688591 C.BINASCO 11/14 2.75 8/8/2011 IT0004688617 B.C.EMILIA 14 S UP 8/10/2011 IT0004688625 B.PESCIA 11/13 TM 8/14/2011 IT0004688690 POP.LAZIO 11/13 2% 8/15/2011 IT0004688708 POP.LAZIO 11/14 S-U 8/15/2011 IT0004688732 CARICHIETI 15 3.25% 2/15/2012 IT0004688757 CARICHIETI 11/14 S-U 2/15/2012

Security Description Payment Date FungibleIT0004688773 CR PR PC 11/14 SU 2/4/2012 IT0004688781 POP.FRIULADRIA 14 SU 2/4/2012 IT0004688799 CARISPE 11/14 S-UP 3/10/2012 IT0004688807 CR ARTIGIANO 16 3.9% 8/8/2011 IT0004688823 BCA SELLA 11/17 TV 8/4/2011 IT0004688880 POP BERGAMO 16 4.35% 8/9/2011 IT0004688898 B.BRESCIA 11/14 3% 8/31/2011 IT0004688906 B.CARIME 11/18 4% 8/31/2011 IT0004688914 BPCI 11/13 3% 9/30/2011 IT0004688930 POP.RAGUSA 16 2.50% 8/7/2011 IT0004688948 CRS MINIATO 11/16 3% 8/28/2011 IT0004688955 BRE BANCA 11/13 2% 9/15/2011 IT0004688971 BCA ELBA 11/13 2.50% 8/15/2011 IT0004688997 B.CRAS 11/15 SU 8/7/2011 IT0004689011 BCC MOZZANICA 14 SU 8/14/2011 IT0004689037 B.ELBA 11/13 TM 11/15/2011 IT0004689052 BCC TREVIGLIO 16 3.1 8/15/2011 IT0004689060 BCC D.RIZZO 11/14 2% 9/15/2011 IT0004689086 BCC TREVIGLIO 14 2.6 8/15/2011 IT0004689110 BCC MESSINA 11/18 TV 8/10/2011 IT0004689151 BCC CAMBIANO11/13 TM 2/9/2012 IT0004689169 CR ASTI 11/20 TV 5/15/2011 IT0004689177 POP.VALCONCA 13 TV 8/14/2011 IT0004689185 P.LAJATICO 11/14 TV 5/16/2011 IT0004689193 P.LAJATICO 11/14 TV 5/16/2011 IT0004689201 P.LAJATICO 11/15 S-U 8/16/2011 IT0004689219 P.LAJATICO 15 2.65% 8/16/2011 IT0004689227 P.LAJATICO 11/15 3% 8/16/2011 IT0004689235 P.LAJATICO 11/13 TV 2/18/2012 IT0004689243 POP.MEZZOG. 11/13 TV 2/8/2012 IT0004689250 POP.SPOLETO 15 TV 9/1/2011 IT0004689268 POP.SPOLETO 13 2,5% 6/1/2011 IT0004689276 POP.SPOLETO 13 TV 6/1/2011 IT0004689284 POP.SPOLETO 13 3,25 6/1/2011 IT0004689292 CARICHIETI 11/13 TV 2/15/2012 IT0004689300 POP.FRIULADRIA 15 TM 8/8/2012 IT0004689318 CR PR-PC 11/15 TM 8/8/2012 IT0004689326 B.ROMAGNA 13 2.3% 5/3/2011 IT0004689342 CR.ARTIGIANO 16 2.60 8/11/2011 IT0004689359 CR ARTIG. 16 3% 669[ 8/11/2011 IT0004689367 POP.VI 11/16 4% 3/15/2012 IT0004689375 POP.VI 11/14 3% 3/15/2012 IT0004689383 POP.VI 11/21 5.10% 8/4/2011 IT0004689417 POP ANCONA 15 TV 5/15/2011 IT0004689433 UNICREDIT 23 5,25 4/30/2012 IT0004689441 CRU GIUD.11/17 SU 2/15/2012 IT0004689458 BC CHERASCO 11/14 TV 5/21/2011 IT0004689482 BCC GHISALBA 13 2.75 8/4/2011 IT0004689508 BC CHERASCO 11/14 SU 8/21/2011 IT0004689516 B.CHERASCO 11/16 3.4 8/21/2011 IT0004689524 CRA BRENDOLA 13 S-UP 2/10/2012 IT0004689573 BCC FANO 21 4% 8/15/2011 IT0004689649 ISTPOPOLB ORD1.1.11

Security Description Payment Date FungibleIT0004689656 BCC QUINTO V. 13 TV 8/10/2011 IT0004689672 POP.EMILIA 11/13 TV 2/8/2012 IT0004689698 B.ROMAGNA 15 3.1% 5/4/2011 IT0004689706 C.SICILIANO 11/14 TV 5/7/2011 IT0004689714 BCC ALBA 11/13 2.25% 2/7/2012 IT0004689730 CR MERANO 11/14 S.UP 8/4/2011 IT0004689763 CR S.MINIATO 11/21 4 2/28/2012 IT0004689771 CR S.MINIATO 11/14 3 8/21/2011 IT0004689789 CRS MINIATO 11/13 TV 8/10/2011 IT0004689805 CRU A.PONTINO 14 3% 9/2/2011 IT0004689813 CRU A.PONTINO 14 2.8 9/2/2011 IT0004689821 BCC PICENA 14 2.5% 8/15/2011 IT0004689839 CRU A.PONTINO 13 2.4 9/2/2011 IT0004689847 CC MEDIOCRATI 13 3.1 8/14/2011 IT0004689854 BCC PICENA 14 ZC 2/15/2014 IT0004689862 CC MEDIOCRATI 14 3.3 8/14/2011 IT0004689912 B.MPS 11/18 COV.BOND 2/9/2012 IT0004689920 BCA SELLA N. 13 TV 8/8/2011 IT0004689938 BCA SELLA H.11/13 TV 8/8/2011 IT0004689946 B.LEGNANO 11/14 3.4% 2/18/2012 IT0004689953 B.LEGNANO 11/14 3.6% 8/11/2011 IT0004689961 B.MPS 11/14 3.50% 9/18/2011 IT0004689979 BCC CAMBIANO11/13 TM 2/18/2012 IT0004689987 B.ROMAGNA 15 2.85% 8/8/2011 IT0004690019 CR SALUZZO 13 2% 8/16/2011 IT0004690027 BCC AGRIG.11/15 3.6% 2/15/2012 IT0004690043 CR BRUNICO 11/16 TM 8/14/2011 IT0004690050 BCA SELLA 11/17 TV 8/10/2011 IT0004690068 B.CARIME 11/14 2.25% 8/31/2011 IT0004690076 B.CARIME 11/15 2.5% 8/31/2011 IT0004690084 B.CARIME 11/13 1.95% 8/31/2011 IT0004690100 VENETO B.H.11/14 3.1 8/15/2011 IT0004690118 BCC VALDIN.13 2,75 8/7/2011 IT0004690126 INTESA SP11/16 4.375 8/16/2011 IT0004690134 CREDIVENETO 11/17 TV 8/9/2011 IT0004690142 CREDIVENETO 11/16 TM 8/9/2011 IT0004690159 CREDIVENETO 14 3.1% 8/9/2011 IT0004690167 CREDIVENETO 11/16 SU 8/9/2011 IT0004690225 B.SASSARI ORD 1.4.11 IT0004690258 BCC VITERBO 14 3.25% 5/21/2011 IT0004690266 B.LEGNANO 11/21 4.5% 2/25/2012 IT0004690274 B.MARCHE 11/21 4.5% 8/8/2011 IT0004690282 BCC VITERBO 13 TM 2/9/2012 IT0004690308 CENTROMARCA 11/13 TV 9/4/2011 IT0004690316 B.CENTROM.15 S UP 9/1/2011 IT0004690324 CENTROMARCA 11/14 3% 9/1/2011 IT0004690332 BCC CARUGATE 14 2.70 8/10/2011 IT0004690340 CENTROMARCA 13 2.5% 9/1/2011 IT0004690357 B.V.SERIANA 11/16 SU 9/1/2011 IT0004690365 B.V.SERIANA 11/14 SU 9/1/2011 IT0004690373 CRA BINASCO 15 2.75% 8/16/2011 IT0004690381 CRA BINASCO 11/16 SU 2/16/2012 IT0004690407 BCC FORNACETTE18 4.5 9/10/2011

Security Description Payment Date FungibleIT0004690522 BCC FORNACETTE16 4.0 9/10/2011 IT0004690530 BCC FORNACETTE 10/13 9/10/2011 IT0004690597 CREDEM 11/13 3% 6/7/2011 IT0004690621 ICCREA B. 18 4.75% 8/14/2011 IT0004690670 B.S.GIORGIO 11/18 ZC 2/28/2018 IT0004690688 POP BERGAMO 13 2.3% 2/14/2012 IT0004690696 B.S.GIORGIO 11/15 TM 2/29/2012 IT0004690704 B.S.GIORGIO 11/15 TV 2/29/2012 IT0004690712 BANCAPULIA 11/15 3.3 9/2/2011 IT0004690720 VENETO B. 11/15 3.30 9/2/2011 IT0004690746 LOCAT 7 CL B 11/38 6/13/2011 IT0004690753 LOCAT 7 CL A 11/38 6/13/2011 IT0004690779 B.ETRURIA 11/13 2.75 9/7/2011 IT0004690787 POP. RAGUSA 11/14 SU 8/14/2011 IT0004690829 POP.FRIULADRIA 13 TV 6/11/2011 IT0004690837 CR PR-PC 11/13 TV 6/11/2011 IT0004690845 CRU C.VALSUG.16 TM 8/14/2011 IT0004690852 CRU C.VALSUG.15 S-UP 2/14/2012 IT0004690878 BCC ALBA 11/16 S-UP 8/11/2011 IT0004690886 CC RAVENNATE 15 3% 8/10/2011 IT0004690902 POP BERGAMO 16 4.8% 8/17/2011 IT0004690910 POP BERGAMO 14 3% 8/15/2011 IT0004690928 POP BERGAMO 14 4.75% 8/31/2011 IT0004690944 POP ANCONA 13 2.05% 9/11/2011 IT0004690951 POP.A.ADIGE 14 2,9 8/11/2011 IT0004690969 BCC BARI 11/13 TV 5/11/2011 IT0004690977 BCC VR CAD 11/14 SU 8/15/2011 IT0004691017 BCC BARI 11/13 2.50% 5/11/2011 IT0004691025 BCC GATTEO 11/14 S-U 9/1/2011 IT0004691041 BCC VR CAD 11/13 ZC 8/15/2013 IT0004691157 CDP 11/21 TV 2/16/2012 IT0004691249 B.DESIO 11/15 TV 5/25/2011 IT0004691280 POP.FRIULADRIA13 2.1 3/14/2012 IT0004691298 CR PR-PC 11/13 2.10% 3/14/2012 IT0004691306 B.CENTROP. 11/14 TV 8/15/2011 IT0004691314 BCC.S.G.MED.14 TV 8/15/2012 IT0004691322 B.FORLI'11/14 TV 8/9/2011 IT0004691363 B.NUOVA 11/14 3% 8/11/2011 IT0004691421 BCC S.G. MED.14 ZC 5/15/2014 IT0004691439 BCC S.G.MED.15 S UP 8/15/2011 IT0004691462 BCC CASCINA 13 2.40 8/10/2011 IT0004691470 B.ROMAGNA 14 3.3% 5/11/2011 IT0004691488 B.CIVIDALE 11/16 TM 8/10/2011 IT0004691504 ROMAGNA EST 18 3.50 3/31/2011 IT0004691512 INTESA S.P. 13 2.85% 2/17/2012 IT0004691520 BCC LAUDENSE 13 2.30 5/11/2011 IT0004691538 BCC LAUDENSE 21 4.50 2/11/2012 IT0004691579 BCA SELLA 11/13 2.65 8/14/2011 IT0004691603 BIOERA ORD IT0004691629 B.DESIO TOS.11/14 SU 9/10/2011 IT0004691710 B.CRAS.11/14 TV 8/15/2011 IT0004691728 B.CRAS 11/21 TV 8/15/2011 IT0004691736 B.CRAS.11/17 TV 8/15/2011

Security Description Payment Date FungibleIT0004691744 BCC C.EMILIA 14 S UP 8/18/2011 IT0004691777 BCC S.GIOV.13 3,45% 8/15/2011 IT0004691819 BCA SELLA 11/18 TV 8/15/2011 IT0004691850 C.S.MINIATO 11/13 TV 2/21/2012 IT0004691868 C.S.MINIATO 11/16 TV 8/15/2011 IT0004691876 C.S.MINIATO 11/14 TV 8/15/2011 IT0004692080 B.DESIO 11/13 2.50% 8/16/2011 IT0006506007 BEI 96/16 ZC 12/6/2016 IT0006515628 BEI 97/17 ZC TRASFOR 2/20/2011 IT0006521139 BEI 98/13 FIXED-REV 2/5/2012 IT0006523556 BIRS 98/18 ZC 3/26/2018 IT0006523960 BEI 98/13 OC TRASF. 4/15/2011 IT0006525742 IADB 98/18 RFC 11/6/2011 IT0006525767 BIRS 98/18 REV.FLOA. 11/5/2011 IT0006525932 BEI 98/18 STICKY FRF 11/20/2011 IT0006526153 BERS 98/18 LIFESTYLE 12/18/2018 IT0006526302 IADB 98/18 C.RESET 12/24/2011 IT0006526609 BEI 99/29 FIXED&ZERO 1/22/2029 IT0006527052 BEI 99/19 TV ES BOND 2/5/2019 IT0006527060 BIRS 99/19 SD SWAP L 2/5/2012 IT0006527078 BERS 99/24 SD LIFEST 2/5/2024 IT0006527185 CEF 99/24 STEP DOWN 2/26/2024 IT0006527300 BEI 99/29 STEP DOWN 2/26/2011 IT0006527516 CEF 99/19 STEP DOWN 3/15/2019 IT0006527524 BERS 99/24 STEP DOWN 3/5/2020 IT0006527532 ELLENICA 99/19 5% 3/11/2011 IT0006530049 BEI 99/14 CMS LINKED 8/4/2014 IT0006533399 BEI 00/15 5,002% 3/15/2011 IT0006571829 BEI 04/15 TM 5/13/2011 IT0006578600 LEHMAN BR. 05/17 TM 12/22/2011 IT0006582446 RBS NV 04/14 TV 12/14/2011 IT0006588849 CSFBI 05/11 TV 5/9/2011 IT0006589987 BERS 05/17 TM 5/23/2011 IT0006590076 MERRILL L.05/11 R2BP 8/5/2011 IT0006591264 RBS NV 05/12 TV 6/30/2011 IT0006591850 RBS NV 05/15 TV 6/29/2011 IT0006592080 REP. AUSTRIACA 22 TM 6/22/2011 IT0006592361 MERRILL LYNCH 05-11 9/30/2011 IT0006592981 EBRD 05/25 TV 7/22/2011 IT0006593252 RBS NV 05/15 TM 8/3/2011 IT0006594375 RBS NV 05/12 TV 8/31/2011 IT0006596313 EBRD 05/20 TM 10/5/2011 IT0006596321 RBS NV 05/12 TV 10/6/2011 IT0006596537 CREDIT SUISSE 11 OC 11/8/2011 IT0006596701 IBRD 05/25 TM 10/7/2011 IT0006596909 CEB 05/25 TM 10/17/2011 IT0006597170 RBS NV 05/12 TV 3/28/2011 IT0006598343 RBS NV 05/15 TV 11/30/2011 IT0006598830 KFW 05/25 TM 12/9/2011 IT0006599358 RBS NV 05/11 TV 12/16/2011 IT0006601675 RBS NV 06/13 TV 1/31/2012 IT0006602236 RBS NV 06/12 TV 4/11/2011 IT0006602871 MERRILL LYNCH 10 YEA 3/13/2011

Security Description Payment Date FungibleIT0006604539 MORGAN STANLEY 2012 5/19/2011 IT0006606070 RBS NV 06/11 TV 3/31/2011 IT0006606906 RBS NV B. 06/11 TV 4/14/2011 IT0006607177 RBS NV B. 06/13 TM 4/14/2011 IT0006607474 EBRD 06/11 OC 4/28/2011 IT0006607623 MERRILL L. 6/12 R3BP 7/21/2011 IT0006610452 KFW 06/13 TM 8/9/2011 IT0006612169 KFW 06/12 S-UP 6/29/2011 IT0006613134 KFW 06/12 S-UP 7/31/2011 IT0006615246 MERRILL LYNCH 06/11 9/29/2011 IT0006618307 MERRILL LYNCH 06/11 10/31/2011 IT0006618398 MERRILL LYNCH 06/11 10/31/2011 IT0006620220 MORGAN STANLEY 06/12 12/28/2011 IT0006621178 MERRILL LYNCH 2011 11/30/2011 IT0006621285 MERRILL LYNCH NEW G. 12/29/2011 IT0006621301 MERRILL LYNCH 06/11 12/29/2011 IT0006621319 MERRILL LYNCH 06/12 1/31/2012 IT0006623471 MERRILL LYNCH 07/12 1/31/2012 IT0006623497 MERRILL LYNCH 07/13 2/28/2011 IT0006623620 MERRILL LYNCH 07/13 3/6/2011 IT0006627563 MERRILL LYNCH 4,30% 3/30/2011 IT0006628595 RBS NV 07/12 TV 3/26/2011 IT0006628603 RBS NV 07/13 TV 3/21/2011 IT0006628611 RBS NV 07/13 TV 3/29/2011 IT0006628736 RBS NV 07/12 TV 3/30/2011 IT0006628876 MORGAN STANLEY EUROP 3/30/2011 IT0006630344 GOLDMAN SACHS 07/13 7/20/2011 IT0006632035 MORGAN STANLEY TV 13 4/30/2011 IT0006632613 MORGAN STANLEY TV 13 4/30/2011 IT0006632621 MORGAN STANLEY TV 13 4/30/2011 IT0006634460 RBS NV 07/11 TV 5/31/2011 IT0006635012 RBS NV 07/12 TM 5/30/2011 IT0006635343 MERRILL LYNCH ZCP 12 7/31/2012 IT0006635384 MORGAN STANLEY 07/13 6/6/2011 IT0006635400 RBS NV 07/13 TF-TV 5/30/2011 IT0006635475 MORGAN STANLEY 07/13 5/31/2011 IT0006636218 MORGAN STANLEY 07/13 7/9/2013 IT0006636770 MORGAN STANLEY 07/13 6/29/2011 IT0006637745 MERRILL LYNCH 2012 6/28/2012 IT0006638057 MORGAN STANLEY 07/13 6/29/2011 IT0006638842 MORGAN STANLEY 07/13 6/29/2011 IT0006638982 MORGAN STANLEY 07/12 7/10/2011 IT0006639972 RBS NV 12 7/27/2011 IT0006640137 MORGAN STANLEY 07/12 7/31/2011 IT0006640236 MORGAN STANLEY TV 13 9/28/2011 IT0006640319 MERRILL LYNCH 2012 7/30/2012 IT0006640327 MERRILL LYNCH 2012 7/30/2012 IT0006640335 MERRILL LYNCH CPPI12 8/16/2012 IT0006640491 MORGAN STANLEY 07/13 7/31/2011 IT0006640509 MORGAN STANLEY 07/13 8/3/2011 IT0006641119 MORGAN STANLEY 07/12 7/31/2011 IT0006641481 MORGAN STANLEY 07/12 2/20/2012 IT0006642307 MORGAN STANLEY 07/12 8/31/2012

Security Description Payment Date FungibleIT0006642380 MORGAN STANLEY 07/12 8/31/2011 IT0006642869 MERRILL LYNCH 07/12 8/30/2012 IT0006642877 MERRILL LYNCH 07/12 8/30/2012 IT0006643008 MORGAN STANLEY 07/13 8/31/2011 IT0006643016 MORGAN STANLEY 07/13 8/31/2011 IT0006643032 MORGAN STANLEY TV 13 9/28/2013 IT0006643040 MORGAN STANLEY TV 13 9/28/2011 IT0006643057 MORGAN STANLEY COMM 10/24/2012 IT0006644469 RBS NV CMS 11 3/11/2011 IT0006645243 RBS NV 07/12 TM 10/26/2011 IT0006645326 MERRILL LYNCH 2013 11/30/2011 IT0006645995 MERRILL LYNCH 2012 9/27/2012 IT0006646001 MORGAN STANLEY TV 13 9/28/2011 IT0006646019 MORGAN STANLEY TV 13 9/28/2011 IT0006646480 MERRILL LYNCH 4% 13 9/28/2011 IT0006648973 RBS NV 07/11 TV 4/26/2011 IT0006648981 RBS NV 07/11 TM 10/31/2011 IT0006649005 RBS NV 07/12 TM 10/31/2012 IT0006649211 MORGAN STANLEY 2013 10/31/2011 IT0006649229 MORGAN ST.07/133,80 11/12/2011 IT0006649237 MORGAN ST.07/133,65 11/12/2011 IT0006649674 RBS NV 07/12 OC 10/30/2012 IT0006649799 MORGAN STANLEY 2013 10/31/2013 IT0006649849 MORGAN STANLEY 2013 10/31/2013 IT0006649948 MORGAN STANLEY 2012 5/23/2011 IT0006650953 RBS NV 07/12 TV 11/28/2011 IT0006651597 MORGAN STANLEY 2013 12/3/2013 IT0006651605 MORGAN STANLEY 2013 12/3/2013 IT0006652785 HSBC 07/11 TV 6/28/2011 IT0006654815 GOLDMAN SACHS 08/13 2/4/2013 IT0006658113 GOLDMAN SACHS 08/13 2/28/2013 IT0006659830 GOLDMAN SACHS 03/08 3/31/2013 IT0006664137 DEUTSCHE BANK 08/14 7/21/2011 IT0006664459 DEUTSCHE BANK 08/14 7/23/2011 IT0006668682 BARCLAYS B. 08/13 TM 7/31/2011 IT0006669292 MERRILL LYNCH 08/13 6/30/2011 IT0006670902 MERRILL LYNCH 08/12 8/11/2011 IT0006673401 BARCLAYS BANK 08/13 9/30/2011 IT0006673419 BARCLAYS BANK 08/13 9/30/2013 IT0006678202 BARCLAYS BANK 11 TV 10/31/2011 IT0006699505 CRED.SUISSE 15 3.75% 8/28/2011 IT0006701814 CREDIT SUISSE 14 TV 8/12/2011 IT0006703190 BARCLAYS 09/14 TV 7/21/2011 IT0006703208 BARCLAYS 09/19 6% 7/21/2011 IT0006703216 BARCLAYS 09/14 TV 7/21/2011 IT0006706300 BARCLAYS 09/11 3% 9/7/2011 IT0006706318 BARCLAYS 09/19 ZC 10/6/2019 IT0006706326 BARCLAYS 09/19 TM 10/6/2011 IT0006707159 BARCLAYS 15 4,40 12/29/2011 IT0006707647 HSBC 09/15 TV 4/30/2011 IT0006707712 CERT SGE EURO C IT0006707803 BARCLAYS 09/15 TM 10/30/2011 IT0006707811 BARCLAYS 09/14 TM 10/30/2011

Security Description Payment Date FungibleIT0006707985 CERT SGE BASKET AZ C IT0006708231 BARCLAYS 12 ZC 10/15/2012 IT0006708249 BARCLAYS B.09/14 TV 11/2/2011 IT0006708413 BARCLAYS B.19 TV 4/12/2011 IT0006708421 BARCLAYS B. 19 OC 10/12/2019 IT0006708488 BARCLAYS 15 TV 11/30/2011 IT0006708769 BARCLAYS 14 TV 11/10/2011 IT0006708868 BARCLAYS 14 TV 12/18/2011 IT0006708900 BARCLAYS 15 SUP 11/30/2011 IT0006709023 HSBC 09/15 TV 2/28/2011 IT0006709056 BARCLAYS 16 TV 6/15/2011 IT0006709064 CERT SGE EURO C IT0006709122 BARCLAYS 14 TV 2/23/2011 IT0006709387 BARCLAYS 15 TM 1/5/2012 IT0006709569 HSBC 09/14 TV 3/30/2011 IT0006709593 CERT SGE EURO C IT0006709668 CERT SGE EURO C IT0006709700 BARCLAYS B. 09/15 TM 12/30/2011 IT0006709817 BARCLAYS 14 TV 12/4/2011 IT0006709825 HSBC BANK 09/14 TV 6/30/2011 IT0006709916 HSBC 10/15 TV 4/12/2011 IT0006709924 HSBC 10/15 TV 1/12/2012 IT0006710781 BARCLAYS 15 OC 3/9/2015 IT0006710880 BARCLAYS 10/25 TM 1/7/2012 IT0006710906 BARCLAYS 16 TV 1/29/2012 IT0006711474 HSBC 10/16 TV 8/4/2011 IT0006711755 BARCLAYS BANK 15 TV 4/12/2011 IT0006711854 BARCLAYS 15 TV 4/13/2011 IT0006711862 BARCLAYS 15 3,25 1/13/2012 IT0006712142 BARCLAYS PLC 25 TV 4/29/2011 IT0006712274 BARCLAYS 16 TV 5/8/2011 IT0006712308 CERT SGE EURO C IT0006712381 HSBC 10/16 TV 2/19/2011 IT0006712506 BARCLAYS B. 15 3% 4/20/2011 IT0006712571 BARCLAYS BANK 15 TV 3/24/2011 IT0006712944 HSBC 10/16 TM 4/29/2011 IT0006712951 BARCLAYS 20 TV 3/2/2011 IT0006713264 BARCLAYS 16 S UP 4/8/2011 IT0006713439 CERT SGE EURO C IT0006713751 BARCLAYS B.PLC 17 TV 4/29/2011 IT0006713959 BARCLAYS 10/16 TM 5/5/2011 IT0006713967 CERT SGE EURO C IT0006714288 CERT SGE UNICREDIT C IT0006714296 CERT SGE TELEC.IT. C IT0006714304 CERT SGE FTSE MIB C IT0006714312 CERT SGE FTSE MIB C IT0006714320 CERT SGE EUROST. C IT0006714338 CERT SGE INTESA C IT0006714346 CERT SGE ENI C IT0006714353 CERT SGE EUROST. C IT0006714361 CERT SGE ENEL C IT0006714379 CERT SGE GENERALI C IT0006714387 CERT SGE 1+1 FIAT C

Security Description Payment Date FungibleIT0006714395 BARCLAYS 21 TV 4/16/2011 IT0006714403 BARCLAYS 16 TV 5/28/2011 IT0006714429 SOCGEN TFT 10/15 5/20/2011 IT0006714593 BARCLAYS PLC 17 5/10/2011 IT0006714601 BARCLAYS 16 TV 6/30/2011 IT0006714627 BARCLAYS 17 S UP 5/27/2011 IT0006714858 BARCLAYS B. 17 TV 6/25/2011 IT0006714866 CERT SGE EUROSTO C IT0006715392 BARCLAYS 10/25 T.M. 6/16/2011 IT0006715400 BARCLAYS 10/19 TV 2/16/2011 IT0006715418 BARCLAYS 10/25 TM 6/16/2011 IT0006715426 BARCLAYS 10/22 4.60% 6/16/2011 IT0006715483 BARCLAYS 17 TV 3/30/2011 IT0006715558 CERT SGE EUROSTOX C IT0006715582 BARCLAYS 10/17 S-UP 4/28/2011 IT0006715608 BARCLAYS 17 TV 4/15/2011 IT0006715616 CERT SGE EURO C IT0006715665 CERT SGE EUROSTOXX C IT0006715673 CERT SGE EUROSTO C IT0006715806 SOC.GENERALE 15 TV 8/12/2011 IT0006716168 BARCLAYS 17 S UP 2/28/2011 IT0006716317 RBS 10/16 TM 10/26/2011 IT0006716341 CERT SGE EUROSTO C IT0006716440 BARCLAYS 20 9/17/2011 IT0006716556 BARCLAYS 25 TV 10/22/2011 IT0006716564 BARCLAYS 25 TM 4/30/2011 IT0006716580 HSBC 10/16 TM 11/4/2011 IT0006716762 RBS 10/16 TM 11/4/2011 IT0006716945 CERT SGE BASKET C IT0006716960 CERT SGE INDICE C IT0006716978 CERT SGE BASKET C IT0006717141 HSBC 10/16 TM 12/3/2011 IT0006717257 SOC GEN ZC 10/13 12/23/2013 IT0006717331 RBS TM 11/17 1/4/2012 IT0006717349 RBS TM 10/16 12/23/2011 IT0006717372 BARCLAYS 18 8 Y F 2/23/2011 IT0006718073 CERT SGE BASKET C IT0010869573 LYXOR INT.ASS.MGT ET JE00B1M1NH54 CERT GSJ DAX C JE00B1M1NK83 CERT GSJ FTSE/MIB C JE00B1M1NL90 CERT GSJ DJ C JE00B1RNRN01 CW GSJ INFRAX C JE00B1VPPV62 CERT GSJ UNICREDIT C JE00B1VPPW79 CERT GSJ UNICREDIT C JE00B1VPPX86 CERT GSJ UNICREDIT C JE00B1VPQ245 CERT GSJ ENI C JE00B1VPQ799 CERT GSJ I-S.PAOLO C JE00B1VPQ807 CERT GSJ I-S.PAOLO C JE00B1VPQF79 CERT GSJ GENERALI C JE00B1VPQL30 CERT GSJ ENEL C JE00B1VPQM47 CERT GSJ ENEL C JE00B1VPQN53 CERT GSJ ENEL C JE00B1VPQS09 CERT GSJ TELEC.IT C

Security Description Payment Date FungibleJE00B1VPQT16 CERT GSJ TELEC.IT C JE00B1VPQV38 CERT GSJ TELEC.IT C JE00B1VPQZ75 CERT GSJ FIAT C JE00B1VPR102 CERT GSJ FIAT C JE00B1VPR433 CERT GSJ UNICREDIT C JE00B1VPR656 CERT GSJ UNICREDIT C JE00B1VPRB07 CERT GSJ B.CO POP. C JE00B1VPRD21 CERT GSJ B.CO POP. C JE00B1VPRL05 CERT GSJ MEDIOB. C JE00B1VS2W53 ETFS PHYSICAL PLATIN JE00B1VS3002 ETFS PHYSICAL PALLAD JE00B1VS3333 ETFS PHYSICAL SILVER JE00B1VS3770 ETFS PHYSICAL GOLD JE00B1VS3W29 ETFS PHYSICAL PM BAS JE00B23DSL68 CW GSJ UBI C JE00B23DST45 CW GSJ M.PASCHI C JE00B23DSV66 CW GSJ M.PASCHI C JE00B23DSZ05 CW GSJ UNICREDIT C JE00B23DT242 CW GSJ ENI C JE00B23DT572 CW GSJ INT-S.PAOLO C JE00B23DT804 CW GSJ GENERALI C JE00B23DTG80 CW GSJ TELECOM IT C JE00B23DTQ88 CW GSJ B.CO POP C JE00B24DK421 ETFS SHORT ALLUMINIU JE00B24DK538 ETFS SHORT COFFEE JE00B24DK645 ETFS SHORT COPPER JE00B24DK751 ETFS SHORT CORN JE00B24DK868 ETFS SHORT COTTON JE00B24DK975 ETFS SHORT CRUDE OIL JE00B24DKB91 ETFS SHORT GASOLINE JE00B24DKC09 ETFS SHORT GOLD JE00B24DKD16 ETFS SHORT HEATING O JE00B24DKF30 ETFS SHORT LEAN HOGS JE00B24DKG47 ETFS SHORT LIVE CATT JE00B24DKH53 ETFS SHORT NATURAL G JE00B24DKJ77 ETFS SHORT NICKEL JE00B24DKK82 ETFS SHORT SILVER JE00B24DKL99 ETFS SHORT SOYBEAN JE00B24DKP38 ETFS SHORT SOYBEANS JE00B24DKQ45 ETFS SHORT SUGAR JE00B24DKR51 ETFS SHORT WHEAT JE00B24DKS68 ETFS SHORT ZINC JE00B24DKT75 ETFS SHORT ALL COM. JE00B24DKV97 ETFS SHORT ENERGY JE00B24DKW05 ETFS SHORT PETROLEUM JE00B24DKX12 ETFS SHORT EX ENERG JE00B24DKY29 ETFS SHORT PRECIOUS JE00B24DKZ36 ETFS SHORT INDUSTRIA JE00B24DL056 ETFS SHORT AGR JE00B24DL163 ETFS SHORT SOFTS JE00B24DL270 ETFS SHORT LIVESTOCK JE00B24DL387 ETFS SHORT GRAINS JE00B24DM351 ETFS COMM

Security Description Payment Date FungibleJE00B24DMC49 ETFS COMMODITY SEC JE00B24DMD55 ETFS ENETGY DJ JE00B24DMF79 ETFS COMMODITY SEC JE00B24DMG86 ETFS EX ENERGY DJ JE00B24DMJ18 ETFS COMMODITY SEC JE00B24DMK23 ETFS COMMODITY AGR JE00B24DML30 ETFS FORWARD SOFTS JE00B24DMM47 ETFS COMM LIVESTOCK JE00B24DMN53 ETFS GRAINS JE00B28Z2482 CW GSJ INFRAX C JE00B2NFT088 ETFS SHORT LEAD JE00B2NFT195 ETFS SHORT PLATINUM JE00B2NFT203 ETFS SHORT TIN JE00B2NFT310 ETFS SHORT COCOA JE00B2NFT427 LEVERAGED AGICOLTURE JE00B2NFT534 LEVERAGED ENERGY JE00B2NFT641 LEVERAGED EX ENERGY JE00B2NFT757 LEVERAGED GRAINS JE00B2NFT864 ETFS LEVERAGED LIVE JE00B2NFT971 ETFS LEVERAGED PETR JE00B2NFTB97 ETFS LEVERAGED SOFT JE00B2NFTC05 ETFS LEVERAGED ALLU, JE00B2NFTD12 ETFS LEVERAGED COFF. JE00B2NFTF36 ETFS LEVERAGED COPP. JE00B2NFTG43 ETFS LEVERAGED CORN JE00B2NFTH59 ETFS LEVERAGED COTT JE00B2NFTJ73 ETFS LEVERAGED CRUD. JE00B2NFTK88 ETFS LEVERAGED GAS JE00B2NFTL95 ETFS LEVERAGED GOLD JE00B2NFTM03 ETFS LEVERAGED HEAT. JE00B2NFTN10 ETFS LEVERAGED HOGS JE00B2NFTP34 ETFS LEVERAGED LIVE JE00B2NFTQ41 ETFS LEVERAGED NATUR JE00B2NFTR57 ETFS LEVERAGED NICK. JE00B2NFTS64 ETFS LEVERAGED SILV. JE00B2NFTT71 ETFS LEVERAGED SOY. JE00B2NFTV93 ETFS LEVERAGED SOY. JE00B2NFTW01 ETFS LEVERAGED SUGAR JE00B2NFTX18 ETFS LEVERAGED WHEAT JE00B2NFTY25 ETFS LEVERAGED ZINC JE00B2NFTZ32 ETFS LEVERAGED LEAD JE00B2NFV134 ETFS LEVERAGED PLAT, JE00B2NFV241 ETFS LEVERAGED TIN JE00B2NFV571 LEVERAGED ALL ACC. JE00B2NFV688 ETFS LEVERAGED IND. JE00B2NFV795 ETFS LEVERAGED PRECI JE00B2NFV803 ETFS LEVERAGED COCOA JE00B3KNMS14 ETFS SHORT JPY LONG JE00B3L54023 ETFS SHORT CHF LONG JE00B3LGQQ51 ETFS SHORT NOK LONG JE00B3LXVB68 ETFS LONG GBP SHORT JE00B3MQG751 ETFS LONG SEK SHORT JE00B3MR2Q90 ETFS LONG CHF SHORT

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Security Description Payment Date FungibleLU0292096186 DJ STOXX 100 ETF LU0292097234 DB X-TRACKERS FTSE 1 LU0292100046 DB X TRACK MSCI KORE LU0292100806 DB TRACKERS BASIC RE LU0292101796 DB TRACKERS OIL & GA LU0292103222 DB TRACKERS HEALTH LU0292103651 DB TRACKERS BANKS LU0292104030 DB TRACKERS TELECOMM LU0292104469 DB TRACKERS TECHNOLO LU0292104899 DB TRACKERS UTILITIE LU0292105193 DB TRACKERS INSURANC LU0292105359 DB TRACKERS FOOD AND LU0292106084 DB TRACKERS INDUSTRI LU0292106167 DB X TRACKERS DBLCI LU0292106241 DB X TRACK SHORTDAX LU0292106753 DJ EUR 50XX ETF LU0292107645 TRACKERS MSCI LU0292107991 TRACKERS ASIA LU0292108619 MSCI TRACKERS LATAM LU0292109005 TRACKERS MSCI ETF LU0292109187 TRACKERS MSCI TAIWAN LU0292109344 TRACKERS BRAZIL ETF LU0292109690 DB X TRACKERS ETF LU0292109856 DB-X TRAC.FTSE/CHINA LU0303816705 FIDELITY MID EAST LU0312694234 CS ETF ON MSCI EMU LU0321462102 DB X TRACKERS II ITR LU0321462441 DB X TRACKERS II ITR LU0321462870 DB X TRACKERS II ITR LU0321462953 DB X TRACKERS II EME LU0321463258 DB X TRACKERS II SHO LU0321464652 DB TR II SONIA LU0321465469 DB X TR II FED FDS E LU0322248658 DB TRACKERS RUSSEL LU0322249037 DB X TRACKERS 600 BA LU0322249466 DB X TRACKERS 600 HE LU0322249623 DB X TRACKERS 600 OI LU0322250043 DB X TRACKERS 600 TE LU0322250126 DB X TRACKERS 600 TE LU0322250712 DB X TRACKERS LPX MM LU0322250985 DB TRACKERS CAC40 LU0322251280 DB TRACKERS CAC40 LU0322251520 DB X TRACKERS S&P LU0322252171 DB TRACKERS MSCI AC LU0322252338 DB TRACKERS MSCI PA LU0322252502 DB X TRACKERS RUSSIA LU0322252924 DB X TRACKERS VIETNA LU0322253229 DB X TRACKERS S&P GL LU0322253732 DB X TRACKERS MSCI E LU0322253906 DB X TRACKERS MSCI E LU0323134006 ARCELOR ORD REG LU0326932968 VICTORIA CAPITAL A LU0326933420 VICTORIA CAPITAL B

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Security Description Payment Date FungibleLU0484968812 DB X-TRACKERS 100 FI LU0484969463 DB X-TRACK SOV AAA T LU0489336965 DB X TRACKERS FTSE E LU0489337690 DB X-TRACKERS FTSE E LU0490618542 DB X TRACKERS S+P500 LU0490619193 DB X-TRACK S&P 500 LU0496786574 LYXOR ETF SP 500 LU0496786731 LYXOR ETF CANADA LU0496786905 LYXOR ETF AUSTRALIA LU0524480265 DB X-TRACK SOVEREIGN LU0533032008 LYXOR ETF WORLD C D LU0533032263 LYXOR ETF WORLD C S LU0533032420 LYXOR ETF WORLD ENER LU0533032859 LYXOR ETF WORLD FINA LU0533033238 LYXOR ETF WORLD HEAL LU0533033402 LYXOR ETF WORLD INDU LU0533033667 LYXOR ETF WORLD INFO LU0533033824 LYXOR ETF WORLD MATE LU0533034129 LYXOR ETF WORLD TELE LU0533034558 LYXOR ETF WORLD UTIL LU0556041001 SHS ITALY1 INVEST. LU0556042157 WAR ITALY1 INVEST LU0569974404 APERAM ORD BR NL0000009082 KPN NL0000009132 AKZO NOBEL NV SHS NL0000009165 HEINEKEN SHS NL0000009348 UNILEVER NL0000009355 UNILEVER CERTIFICATE NL0000009538 KON PHILIPS RAG NL0000009645 KLM ROYAL D.A. ORD. NL0000019701 CERT RBS NV SILVER C NL0000019727 CERT RBS NV GOLD C NL0000019735 CERT RBS S&P T.R C NL0000019750 CERT RBS S&P T.R C NL0000019768 CERT RBS S&P INDIA C NL0000019776 CERT RBS S&P T.R C NL0000041051 CERT RBS DJEST 50 C NL0000081628 CERT RBS ZAR-TRMMI C NL0000081636 CERT RBS AUD-TRMMI C NL0000081644 CERT RBS CAD-TRMMI C NL0000081651 CERT RBS CHF-TRMMI C NL0000081669 CERT RBS CZK-TRMMI C NL0000081677 CERT RBS GBP-TRMMI C NL0000081685 CERT RBS HKD-TRMMI C NL0000081693 CERT RBS HUF-TRMMI C NL0000081701 CERT RBS JPY-TRMMI C NL0000081719 CERT RBS MXN-TRMMI C NL0000081727 CERT RBS NOK-TRMMI C NL0000081735 CERT RBS NZD-TRMMI C NL0000081743 CERT RBS PLN-TRMMI C NL0000081750 CERT RBS SEK-TRMMI C NL0000081768 CERT RBS SGD-TRMMI C NL0000081776 CERT RBS USD-TRMMI C

Security Description Payment Date FungibleNL0000082808 CW RBS NIKKEI 225 C NL0000082816 CW RBS NIKKEI 225 C NL0000082881 CW RBS NV S&P 500 C NL0000082899 CW RBS NV S&P 500 C NL0000082931 CW RBS NV DJIA C NL0000082998 CW RBS NASDAQ 100 C NL0000083004 CW RBS NASDAQ 100 C NL0000083087 CW RBS US10NOTE F C NL0000096550 CERT RBS DJ-STOXX C NL0000099166 CERT RBS SWISS MKT C NL0000099174 CERT RBS AMSTERDAM C NL0000099190 CERT RBS IBEX 35 C NL0000100626 CW LBH US BOND C NL0000100634 CW LBH US BOND C NL0000100642 CW LBH US BOND C NL0000100659 CW LBH US BOND C NL0000100667 CW LBH US BOND C NL0000100675 CW LBH US BOND C NL0000101137 CITIBANK INTL 2012 2/24/2011 NL0000102077 NEDERLAN TF 7,5% 1/15/2012 NL0000102234 NETHERLAND 05/37 4% 1/15/2012 NL0000102242 THE NETH. 05/15 3,25 7/15/2011 NL0000102275 KINGDOM OF THE NETHE 1/15/2012 NL0000102283 NETHERL 06/16 4% 7/15/2011 NL0000102317 NEDERLAND TF 1/15/2012 NL0000102325 NETH. 04/14 3,75% 7/15/2011 NL0000102606 NETH. 01/11 5% 7/15/2011 NL0000102671 NETH. 02/12 5% 7/15/2011 NL0000102689 NETH. 03/13 4,25% 7/15/2011 NL0000105161 CERT RBS NV NYMEX C NL0000105179 CERT RBS NV NYMEX C NL0000105302 CERT RBS NV GOLD C NL0000105310 CERT RBS NV GOLD C NL0000116150 AEGON 04/XX FL.-PERP 4/15/2011 NL0000116374 F VAN LANSCHOT 04/XX 4/29/2011 NL0000118784 ING BK ADAM 01/11 TF 2/23/2011 NL0000161503 CITIBANK INT ZCP 11 3/15/2011 NL0000162402 CERT RBS EUROSTOXX C NL0000162493 CITIBANK INTL 2012 3/24/2011 NL0000163160 CW RBS NV GOLD C NL0000163186 CW RBS NV GOLD C NL0000163202 CW RBS NV GOLD P NL0000163228 CW RBS NV GOLD P NL0000168466 AEGON NV 06/XX 6 7/21/2011 NL0000187185 CERT RBS DJ EURO C NL0000188993 CERT RBS NV NIKKEI C NL0000194868 CERT RBS NV WIG 20 C NL0000194876 CERT RBS CECE COMP C NL0000194884 CERT RBS FTSE JSE C NL0000194892 CERT RBS KOSPI 200 C NL0000194900 CERT RBS NV KUALA C NL0000194918 CERT RBS RUSSIAN D C NL0000194926 CERT RBS NV 18507 C

Security Description Payment Date FungibleNL0000194934 CERT RBS CHINA SE C NL0000194942 CERT RBS CHINA SH C NL0000194959 CERT RBS NV MSCI T C NL0000194967 CERT RBS NV TOPIX C NL0000194975 CERT RBS NV BUX C NL0000200889 EQUANT N.V. SHS NL0000226223 STMICROELECTRONICS NL0000231033 META4 NV ORD. NL0000233195 LYCOS EUROPE NV ORD. NL0000235190 E.A.D.S. ORD. NL0000240000 QIAGEN NV ORD. NL0000298933 CNH GLOBAL NV AZIONI NL0000303600 ING GROEP NV NL0000303709 AEGON NV ORD SHS NL0000343432 BRUNEL INT SHS NL0000354488 USG PEOPLE NV NL0000354793 KONINKL.GROLSCH AZ NL0000354934 OCE N.V. NL0000355477 HAGEMEYER N.V.- ORDI NL0000355923 GETRONICS ORD SHS NL0000360618 SBM OFFSHORE NV NL0000361947 MITTAL STEEL NL0000364925 KPN QWEST NV NL0000375558 KON. NUMICO NV NL0000375749 TEN CATE SHS NL0000387058 TOM TOM SHS NL0000388601 UNILEVER N.V. SHS NL0000388619 UNILEVER SHARES NL0000389872 NV VERENIGDE BEZIT NL0000391266 VERSATEL TELECOM SHS NL0000395887 WOLTERS KLUWER N.V. NL0000395903 WOLTERS KLUWER ORD NL0000401255 CERT RBS PLATIN.SP C NL0000401263 CERT RBS PALLAD.SP C NL0000410629 DRESDNER UK B NL0000410637 DRESDNER UK C NL0000410645 DRESDNER UK D NL0000410652 DRESDNER UK E NL0000410660 DRESDNER UK F NL0000410678 DRESDNER UK G NL0000424653 DRESDNER UK PRIV SHS NL0000464006 CERT RBS EUROSTOXX C NL0000468486 CERT RBS EUROSTOXX C NL0000471902 CERT RBS LME ZINC C NL0000471936 CERT RBS LEAD LME C NL0000471944 CERT RBS NV NICKEL C NL0000471951 CERT RBS LME HGPA C NL0000471977 CERT RBS CBOT W N5 C NL0000471985 CERT RBS COCOA LIF C NL0000471993 CERT RBS NYB.KCN5 C NL0000472009 CERT RBS NV COPPER C NL0000472025 CERT RBS CBOT CN5 C NL0000472033 CERT RBS NYB.CTN5 C

Security Description Payment Date FungibleNL0000472041 CERT RBS NYB.JON5 C NL0000472074 CERT RBS NYM.HON5 C NL0000472082 CERT RBS NYM.NGN5 C NL0000472090 CERT RBS NYM.CLN5 C NL0000472116 CERT RBS CBOT S N5 C NL0000472124 CERT RBS NYB.SBN5 C NL0000472132 CERT RBS DJ EUROST NL0000600237 CERT RBS RBS BIOF C NL0000600310 CERT RBS NV NIKKEI C NL0000600765 CERT RBS DJ EURO C NL0000604064 CITIBANK INTL PLC 11 6/30/2011 NL0000604338 CITIBANK INTL PLC 11 9/19/2011 NL0000615516 CERT RBS DJ EURO C NL0000618981 CERT RBS S. PAULO C NL0000624039 CERT RBS DJ EURO C NL0000632735 CERT RBS NV DJ C NL0000634426 CERT RBS NV NYMEX C NL0000680288 CERT RBS TOPIX B C NL0000680296 CERT RBS TOPIX INS C NL0000680304 CERT RBS TOPIX R C NL0000680924 CERT RBS NV ATX C NL0000680957 CERT RBS S-P TSX C NL0000680965 CERT RBS S&P ASX C NL0000681005 CERT RBS NV EGX 30 C NL0000681039 CERT RBS TEL AVIV C NL0000681054 CERT RBS NV MEXBOL C NL0000682094 CITIBANK INTL 2012 5/16/2012 NL0000682854 CITIBANK INTL PLC 6% 5/5/2011 NL0000687846 DRESDNER UK D1 NL0000691301 CERT RBS NV BASKET C NL0000691319 CERT RBS CC-ENVIR C NL0000691327 CERT RBS EUROST. C NL0000692630 CW RBS NV FTSE/MIB C NL0000702322 CERT RBS DJ EURO C NL0000704732 CERT RBS SOFTCOMM C NL0000704740 CERT RBS AGRICOMM C NL0000704757 CERT RBS COMM INDEX NL0000704765 CERT RBS ENERCOMM C NL0000704773 CERT RBS METALCOMM C NL0000705044 CERT RBS AMEX GOLD C NL0000707925 CERT RBS DJ TURKEY C NL0000707933 CERT RBS NV TRMMI C NL0000708873 CERT RBS NV CBOT S C NL0000708881 CERT RBS NV CBOT S C NL0000708980 CERT RBS NV LIFFE C NL0000709160 CERT RBS AMEX OIL C NL0000709178 CERT RBS AMEX NAT C NL0000710655 CERT RBS DJ EURO C NL0000713006 CERT RBS NV NYMEX C NL0000717924 CERT RBS NV NIKKEI C NL0000718112 CERT RBS DJ EURO C NL0000719979 CERT RBS FTSE/MIB C NL0000722197 CERT RBS FTSE/MIB C

Security Description Payment Date FungibleNL0000722205 CERT RBS FTSE/MIB C NL0000722395 CERT RBS RDX INDEX C NL0000722932 CERT RBS DJ EURO C NL0000725976 CERT RBS NV DAX C NL0000728830 CERT RBS NV NIKKEI C NL0000729382 CERT RBS NV NIKKEI C NL0000732261 CERT RBS NV ENERGY C NL0000734473 CERT RBS DJ EURO C NL0000737344 CERT RBS NV NIKKEI C NL0000756161 CERT RBS DJ EURO C NL0000759876 CERT RBS FTSE/MIB C NL0000759884 CERT RBS NV DJ C NL0000774446 CERT RBS DJ EURO C NL0000774453 CERT RBS FTSE/MIB C NL0000776441 CERT RBS DJ STOXX C NL0000783934 CERT RBS EUR/USD C NL0000785731 CERT RBS FTSE/MIB C NL0000789832 CERT RBS TELECOM C NL0000789840 CERT RBS NV NIKKEI C NL0000789857 CERT RBS NV BASKET C NL0000789907 CERT RBS DJSTOXX C NL0000789915 CERT RBS DJ EURO C NL0000797330 CERT RBS DJ EURO C NL0000804441 CERT RBS ALLIANZ C NL0000809994 CERT RBS DJ EURO C NL0000810109 CERT RBS NV DJ C NL0000810463 CERT RBS DJ EURO C NL0000810471 CERT RBS NV DJ C NL0000810752 CERT RBS NV DJ C NL0000810778 CERT RBS ATLANTIA C NL0000812360 CERT RBS DAIMLER C NL0000813228 CERT RBS INTSPAOLO C NL0000814697 CERT RBS NV MEDIOL C NL0000816577 CERT RBS SEEINDEX C NL0000816585 CERT RBS DAXGLOBAL C NL0000816593 CERT RBS NV OMX C NL0000816601 CERT RBS ROMINDEX C NL0000816759 CERT RBS CLIMINDEX C NL0000816767 CERT RBS WINDINDEX C NL0000831006 CERT RBS GENERALI C NL0000832616 CERT RBS FTSE/MIB C NL0000832624 CERT RBS DJ EURO C NL0000833796 CERT RBS C.C.-ENPR C NL0000834901 CERT RBS DJ STOX C NL0000834919 CERT RBS DJ STOX C NL0000836104 CERT RBS DJ EURO C NL0000836138 CERT RBS NV NIKKEI C NL0000836401 CERT RBS DJ STOXX C NL0000841906 CERT RBS NV NIKKEI C NL0000841948 CERT RBS DJ EURO C NL0000841963 CERT RBS DJ STOXX C NL0000841971 CERT RBS DJ STOXX C NL0000841989 CERT RBS DJ STOXX C

Security Description Payment Date FungibleNL0000842185 CERT RBS NV MEDIOB C NL0000842359 CERT RBS FTSE/MIB C NL0000845923 CERT RBS IBEX 35 C NL0000847671 CERT RBS COMMERZ C NL0000854750 CERT RBS FTSE/MIB C NL0000854768 CERT RBS NV EUROPA C NL0000855716 CERT RBS DJ EURO C NL0000857621 CERT RBS NV EURUSD C NL0000859171 CERT RBS SOC.GEN. C NL0000859189 CERT RBS NV CAC 40 C NL0000863793 CERT RBS INTESAP C NL0000871614 CERT RBS DJ EURO C NL0000871663 CERT RBS DJ EURO C NL0000871978 CERT RBS NV BASKET C NL0000871986 CERT RBS DJ EURO C NL0000875003 CERT RBS NV ECPI C NL0006007239 NEDERLAND 07/17 7/15/2011 NL0006008534 CERT RBS DJ EURO C NL0006016123 CERT RBS EPRA EUR C NL0006024572 CERT RBS FTSE/MIB C NL0006024705 CERT RBS ENVIROM C NL0006025975 CERT RBS NV STOCKS C NL0006026072 CERT RBS EUROSTOXX C NL0006026080 CERT RBS BIOFUELS C NL0006026916 CERT RBS WIND PR C NL0006027286 CERT RBS EUROSTOXX C NL0006033250 AHOLD NV KON ORD NL0006034001 ASML NV NL0006041188 CERT RBS NV HSCEI C NL0006044752 CERT RBS ENVIROM C NL0006044760 CERT RBS NV BASKET C NL0006055329 IMTECH BC SHS NL0006058828 CERT RBS NV INDEX C NL0006060238 CERT RBS WIND IND C NL0006060915 CERT RBS EUROSTOXX C NL0006061608 CERT RBS NV TRIMMI C NL0006063067 CERT RBS RICI IND C NL0006089864 CERT ARBI ISPAOLO C NL0006089872 CERT ARBI EUROST C NL0006089880 CERT ARBI UNICR C NL0006090698 CERT ARBI UNICRED C NL0006090706 CERT ARBI EUROSTO C NL0006090714 CERT ARBI ENI C NL0006090722 CERT ARBI ENEL C NL0006090730 CERT ARBI ENI C NL0006090748 CERT ARBI DJ HEAL C NL0006120230 RBS NV SAFETY NET 12/12/2012 NL0006120370 CERT RBS AC-EN IND C NL0006120388 CERT RBS EUROST. C NL0006120396 CERT RBS BIOFUELS C NL0006126054 CERT RBS NV BASKET C NL0006126062 CERT RBS CAC 40 C NL0006126716 CERT RBS WIND PR C

Security Description Payment Date FungibleNL0006134199 CERT RBS FTSE/MIB C NL0006135840 RBS NV CALL SPREAD 1/28/2012 NL0006136376 RBS NV RICIAGER 12/28/2012 NL0006136830 CERT RBS EUROST. C NL0006136848 CERT RBS CLIMATE C C NL0006139255 CERT RBS NV BASKET C NL0006142150 CERT RBS EUROST. C NL0006152266 CERT RBS NV CC-EN C NL0006189425 CERT ARBI INTSP. C NL0006189490 CERT ARBI FTSE/MIB C NL0006189516 CERT ARBI EUROST C NL0006189524 CERT ARBI TELECOM C NL0006191629 CERT ARBI FTSE/MIB C NL0006191637 CERT ARBI ENEL C NL0006207904 CERT RBS FTSE/MIB C NL0006208126 CERT RBS EUROST. C NL0006208357 CERT RBS NV SP 500 C NL0006227316 NED 08/18 7/15/2011 NL0006232415 CERT RBS NV NYMEX C NL0006233389 CERT RBS GENERALI C NL0006233397 CERT RBS INTSPAOLO C NL0006260184 RBS NV 08/11 TM 6/16/2011 NL0006260366 RBS NV 08/13 TV 5/30/2011 NL0006260523 CERT RBS EUR/USD C NL0006261018 CERT RBS SP BRIC C NL0006282170 CERT ARBI S-P MIB C NL0006284606 CERT RBS EUROPST. C NL0006284614 CERT RBS WASTE MAN C NL0006284622 CERT RBS NV W.COAL C NL0006286056 CERT RBS NV EURUSD C NL0006291288 CERT RBS EUR/USD C NL0006295404 CERT ARBI EUROSTO C NL0006295412 CERT ARBI OLIMPICO C NL0006295420 CERT ARBI GENERALI C NL0006295438 CERT ARBI CAC 40 C NL0006295446 CERT ARBI DAX C NL0006295453 CERT ARBI DJ EURO C NL0006295461 CERT ARBI H S C NL0006295479 CERT ARBI NASDAQ C NL0006295487 CERT ARBI NIKKEI C NL0006295495 CERT ARBI FTSE/MIB C NL0006295503 CERT ARBI SP 500 C NL0006295511 CERT ARBI UBI C NL0006295529 CERT ARBI ENERGE C NL0006295537 CERT ARBI ALLIANZ C NL0006297012 CERT ARBI ENERGE C NL0006297020 CERT ARBI PAN ENER C NL0006297038 CERT ARBI PAN TEL C NL0006298648 CERT ARBI PAN.GAS C NL0006298861 CERT ARBI ENI C NL0006298879 CERT ARBI ENEL C NL0006298895 CERT ARBI DJEURO C NL0006299596 CERT ARBI DJEURO C

Security Description Payment Date FungibleNL0006299604 CERT ARBI TELECOM C NL0006299646 CERT ARBI FTSE/MIB C NL0006299653 CERT ARBI FTSE/MIB C NL0006299810 CERT ARBI TELECOM C NL0006307829 CERT RBS EUROPEST C NL0006308942 RBS NV 08/13 ZC 6/30/2013 NL0006310039 RBS NV 08/11 TV 7/31/2011 NL0006311334 CERT JPM 1+1 FIAT NL0006311342 CERT JPM 1+1 FIAT NL0006311359 CERT JPMORGAN UNICR. NL0006311367 CERT JPMORGAN UNICR. NL0006311375 CERT JPMORGAN NOKIA NL0006311383 CERT JPMORGAN NOKIA NL0006311409 CERT JPMORGAN INFINE NL0006325094 CERT RBS NV AMEX C NL0006326712 CERT RBS NV EURUSD C NL0006328650 RBS NV TV 31/07/14 4/30/2011 NL0006329575 RBS NV ZC 2013 7/31/2013 NL0006329989 CERT RBS EURIBOR C NL0006360505 RBS NV 08/11 2/28/2011 NL0006360513 RBS NV 08/13 TV 2/28/2011 NL0006361156 CERT RBS NV BASKET C NL0006364093 RBS NV 3Y 08/11 9/12/2011 NL0006435273 RBS NV 2008/2012 10/17/2011 NL0009006667 CERT RBS NV EURUSD C NL0009041359 KINGDOM OF THE NETHE 1/15/2012 NL0009054469 CERT RBS NV EURUSD C NL0009054899 RBS NV 09/14 TV 4/20/2011 NL0009054907 RBS NV 09/19 TF 4/20/2011 NL0009055417 CERT RBS DJ EURO C NL0009055425 CERT RBS DJ EURO C NL0009055433 CERT RBS NV DAX C NL0009055441 CERT RBS NV DAX C NL0009055458 CERT RBS FTSE/MIB C NL0009055466 CERT RBS FTSE/MIB C NL0009055474 CERT RBS FTSE/MIB C NL0009055482 CERT RBS FTSE/MIB C NL0009055490 CERT RBS S-P 500 C NL0009055508 CERT RBS S-P 500 C NL0009055516 CERT RBS NV NASDAQ C NL0009055532 CERT RBS NV DJIA C NL0009055540 CERT RBS NV NASDAQ C NL0009055573 CERT RBS NV BPM C NL0009055581 CERT RBS NV BPSC C NL0009055599 CERT RBS NV ENI C NL0009055607 CERT RBS 1+1 FIAT C NL0009055623 CERT RBS GENERALI C NL0009055631 CERT RBS INTSPAOLO C NL0009055680 CERT RBS UBI BANCA C NL0009055698 CERT RBS UNICREDIT C NL0009055706 CERT RBS UNICREDIT C NL0009055714 CERT RBS UNICREDIT C NL0009056324 RBS NV 09/14 TM 4/6/2011

Security Description Payment Date FungibleNL0009056555 ROYAL 3,50% 09/12 3/26/2011 NL0009056563 ROYAL ZC 09/13 6/26/2016 NL0009057199 CERT RBS DJ EURO C NL0009057207 CERT RBS DJ EURO C NL0009057215 CERT RBS NV DAX C NL0009057223 CERT RBS S&P 500 C NL0009057231 CERT RBS RUSSIAN C NL0009057249 CERT RBS NV DJIAI C NL0009057256 CERT RBS NV NIKKEI C NL0009057306 CERT RBS NV NIKKEI C NL0009057397 CERT RBS NV ENEL C NL0009057421 CERT RBS 1+1 FIAT C NL0009057488 CERT RBS INTSPAOLO C NL0009057504 CERT RBS NV MEDIOB C NL0009057512 CERT RBS MEDIASET C NL0009057538 CERT RBS NV SAIPEM C NL0009057553 CERT RBS NV STM C NL0009057579 CERT RBS TELECOM C NL0009057587 CERT RBS TENARIS C NL0009057652 CERT RBS UNICREDIT C NL0009057744 CERT RBS FTSE MIB C NL0009058122 RBS NV STEP UP 7/31/2011 NL0009058130 CERT RBS DJ EURO C NL0009058353 RBS NV EURIBOR 3/8/2011 NL0009058395 CERT RBS RICI BASK C NL0009058981 RBS NV ROYAL 4% 3/3/2011 NL0009059930 CERT RBS NV DAX C NL0009059948 CERT RBS NV DAX C NL0009059955 CERT RBS NV DAX C NL0009059971 CERT RBS FTSE MIB C NL0009059997 CERT RBS NV NASDAQ C NL0009060003 CERT RBS DJ IND. C NL0009060052 CERT RBS FTSE MIB C NL0009060110 CERT RBS MP SIENA C NL0009060177 CERT RBS TELEC.IT. C NL0009060276 CERT RBS UNICREDIT C NL0009060284 CERT RBS UNICREDIT C NL0009060862 RBS NV INFLAZ.EURO 9/30/2011 NL0009061035 CERT RBS UNICREDIT C NL0009061357 RBS NV ROYAL 7 ANNI 4/8/2011 NL0009062215 RBS NV ROYAL 09/19 4/8/2011 NL0009062223 RBS NV 09/14 ITAL 10/23/2011 NL0009086115 NETHERLANS TF 4% 7/15/2011 NL0009097195 CERT ARBI TELECOM C NL0009097245 CERT ARBI GOLD C NL0009097757 CERT ARBI SELECT C NL0009097773 CERT ARBI SELECT C NL0009097807 CERT ARBI ENI C NL0009097815 CERT ARBI ENEL C NL0009097823 CERT ARBI TELECOM C NL0009097831 CERT ARBI UNICRED C NL0009097849 CERT ARBI INTPAOLO C NL0009097856 CERT ARBI DJEURO C

Security Description Payment Date FungibleNL0009097864 CERT ARBI SP500 C NL0009097906 CERT ARBI SELECT C NL0009098060 CERT ARBI ENI C NL0009098078 CERT ARBI ENI C NL0009098086 CERT ARBI ENI C NL0009098110 CERT ARBI ENI C NL0009098128 CERT ARBI ENEL C NL0009098136 CERT ARBI INTSPAOL C NL0009098144 CERT ARBI TOTAL C NL0009098151 CERT ARBI 1+1 FIAT C NL0009098177 CERT ARBI ENI C NL0009098185 CERT ARBI ENEL C NL0009098193 CERT ARBI ALLIANZ C NL0009098201 CERT ARBI ATLANTIA C NL0009098219 CERT ARBI 4 SHARES C NL0009098227 CERT ARBI ENI C NL0009098235 CERT ARBI 7 SHARES C NL0009098243 CERT ARBI ENI CERT NL0009098250 CERT ARBI ENI C NL0009098268 CERT ARBI ENEL C NL0009098276 CERT ARBI ENEL C NL0009098284 CERT ARBI ENEL C NL0009098383 CERT ARBI EUROST. C NL0009098391 CERT ARBI EUROST. C NL0009098409 CERT ARBI ENI/ENEL C NL0009098748 CERT ARBI MEDIOGEN C NL0009098755 CERT ARBI 6SHARES C NL0009098763 CERT ARBI EUROSTO C NL0009098789 CERT ARBI EUROSTO C NL0009098797 CERT ARBI ATHENA C NL0009098805 CERT ARBI TOTAL C NL0009098813 CERT ARBI DJ EURO C NL0009098821 CERT ARBI BASKET C NL0009098839 CERT ARBI FRANCE C NL0009098847 CERT ARBI INTSPAOL C NL0009098854 CERT ARBI SP500 C NL0009098862 CERT ARBI ENI C NL0009098870 CERT ARBI ENEL C NL0009098888 CERT ARBI TOTAL C NL0009098896 CERT ARBI 1+1 FIAT C NL0009098904 CERT ARBI BCOPOP C NL0009098912 CERT ARBI GENERALI C NL0009098979 CERT ARBI DJ EUSTO C NL0009098987 CERT ARBI ENEL C NL0009099001 CERT ARBI 2SHARES C NL0009099811 CERT ARBI TEL. IT. C NL0009099845 CERT ARBI ENI/ENEL C NL0009099852 CERT ARBI SP500/DJ C NL0009099878 CERT ARBI ENI/ENEL C NL0009099886 CERT ARBI EUROST. C NL0009099894 CERT ARBI EUROST. C NL0009099902 CERT ARBI ENI/ENEL C NL0009099928 CERT ARBI ENI/ENEL C

Security Description Payment Date FungibleNL0009099936 CERT ARBI 4 SHARES C NL0009213651 NETHERL2.75%GE15 1/15/2012 NL0009240597 UNILEVER RIGHTS NL0009272350 CERT ARBI S-P 500 C NL0009272376 CERT ARBI ENEL C NL0009273085 CERT ARBI BASKET C NL0009284884 CERT RBS DJ EURO C NL0009285113 RBS NV ROYAL 2014 10/21/2011 NL0009285790 RBS NV C.CRESCENTE 11/30/2011 NL0009285808 CERT RBS CURRENCY C NL0009286244 RBS NV MIX 09/14 12/30/2011 NL0009286798 CERT RBS NV DAX C NL0009286806 CERT RBS NV DAX C NL0009286814 CERT RBS NV DAX C NL0009286822 CERT RBS NV DAX C NL0009286830 CERT RBS FTSE MIB C NL0009286871 CERT RBS S-P 500 C NL0009286889 CERT RBS NV NASDAQ C NL0009286897 CERT RBS RUSSIAN C NL0009286954 CERT RBS FTSE MIB C NL0009286962 CERT RBS FTSE MIB C NL0009286970 CERT RBS FTSE MIB C NL0009286988 CERT RBS FTSE MIB C NL0009286996 CERT RBS NV SP 500 C NL0009287010 CERT RBS NV NIKKEI C NL0009287051 CERT RBS NV DJEURO C NL0009287069 RBS NV TM 09/14 6/23/2011 NL0009287077 RBS NV EQUITY OC 12/23/2013 NL0009287192 CERT RBS NV BMPSC C NL0009287200 CERT RBS NV BPM C NL0009287218 CERT RBS NV BPM C NL0009287226 CERT RBS NV BPOP C NL0009287234 CERT RBS NV B.POP C NL0009287317 CERT RBS FINMECC C NL0009287341 CERT RBS INTSPAOLO C NL0009287358 CERT RBS MEDIOBANC C NL0009287366 CERT RBS MEDIASET C NL0009287390 CERT RBS NV SAIPEM C NL0009287440 CERT RBS TELECOM C NL0009287457 CERT RBS TENARIS C NL0009287499 CERT RBS NV UBI C NL0009287523 CERT RBS UNICREDIT C NL0009287531 CERT RBS UNICREDIT C NL0009287572 CERT RBS ATLANTIA C NL0009287580 CERT RBS TENARIS C NL0009287598 RBS NV CMS 5Y 9/14 12/22/2011 NL0009287614 RBS NV TF 09/19 3/11/2011 NL0009287853 CERT RBS CRUDEOIL C NL0009287887 CERT RBS NV NYBOT C NL0009287895 CERT RBS NV CBOT C NL0009287929 CERT RBS NV COMEX C NL0009287937 CERT RBS NV NYMEX C NL0009287994 CERT RBS NV COMEX C

Security Description Payment Date FungibleNL0009288000 CERT RBS NV COMEX C NL0009288042 CERT RBS NV COMEX C NL0009288133 RBS NV ROYAL EONIA 3/3/2011 NL0009288141 RBS NV ROYAL 220 12/3/2024 NL0009288158 RBS NV SWITCHABLE 4/4/2011 NL0009289099 RBS NV TM 10/15 5/5/2011 NL0009289305 RBS TV 2010/2015 2/10/2012 NL0009289313 RBS NV ROYAL 8% 4/11/2011 NL0009289321 RBS NV ROYAL 10/20 4/11/2011 NL0009289339 RBS NV ROYAL 5,50% 1/11/2012 NL0009289347 RBS NV ROYAL TC 7/11/2011 NL0009289735 CERT RBS DJ EURO C NL0009291400 CERT RBS NV EUROST C NL0009292564 RBS TV 10/20 11/30/2011 NL0009292572 CERT RBS EUROST C NL0009294024 RBS ROYAL RIPRESSA 3/23/2011 NL0009294032 RBS ROYAL PROT 10/18 3/23/2011 NL0009294040 ROYAL TV 10/18 3/23/2011 NL0009294057 RBS ROYAL 5% FLEX 3/23/2011 NL0009294073 CERT RBS SILVER C NL0009294305 RBS S-U 10/17 4/19/2011 NL0009297183 CERT JP DJEURO C NL0009311158 CERT ARBI EUROST. C NL0009311588 UNILEVER RIGHTS NL0009311653 PHILIPS ELEC. RIGHT NL0009311737 CERT ARBI PANEL C NL0009312339 CERT ARBI PANELSHS C NL0009313113 CERT ARBI PANEL C NL0009313154 CERT ARBI SX5E C NL0009313162 CERT ARBI PANEL C NL0009313337 CERT ARBI BASKET 6 C NL0009325653 J.P.MORGAN 18M SPRIN NL0009329002 CERT ARBI ENEL C NL0009329119 CERT ARBI GENERALI C NL0009329127 CERT ARBI B/I/SNT C NL0009329135 CERT ARBI EUROST. C NL0009329143 CERT ARBI EUROST. C NL0009329150 CERT ARBI 5 SHARES C NL0009329176 CERT ARBI EUROST. C NL0009329184 CERT ARBI ENEL C NL0009329788 CERT ARBI ENEL C NL0009329796 CERT ARBI ENEL C NL0009329820 CERT ARBI ENEL C NL0009329838 CERT ARBI SPX/EUR C NL0009329861 CERT ARBI ENI C NL0009329879 CERT ARBI TELECOM C NL0009329887 CERT ARBI ATLANTIA C NL0009329895 CERT ARBI MEDIOB C NL0009329903 CERT ARBI GENERALI C NL0009329911 CERT ARBI INTPAOLO C NL0009329929 CERT ARBI SANOFI C NL0009329937 CERT ARBI ARCE+APE C NL0009329945 CERT ARBI TENARIS C

Security Description Payment Date FungibleNL0009329952 CERT ARBI DANONE C NL0009329960 CERT ARBI ALLIANZ C NL0009329978 CERT ARBI ENEL C NL0009329986 CERT ARBI TOTAL C NL0009329994 CERT ARBI GDF SUEZ C NL0009330000 CERT ARBI FONDIARI C NL0009330018 CERT ARBI AXA C NL0009330026 CERT ARBI LVHM C NL0009330042 CERT ARBI 1+1 FIAT C NL0009330059 CERT ARBI BCO POP C NL0009330075 CERT ARBI DJ EURO C NL0009330083 CERT ARBI FTSE MIB C NL0009330091 CERT ARBI EUROST. C NL0009330745 CERT ARBI ENI C NL0009330752 CERT ARBI GENERALI C NL0009330760 CERT ARBI FTSE MIB C NL0009330794 CERT ARBI S-P500 C NL0009330828 CERT ARBI EUROSTO C NL0009331461 KINGDOM OF THE NETH 1/15/2012 NL0009347632 CERT ARBI SHARES C NL0009348242 KINGDOM OF THE NET 7/15/2011 NL0009349208 RBS TV 2010/2015 3/24/2011 NL0009354505 RBS ROYAL 4% TV 2/22/2011 NL0009354513 ROYAL 6 TV 10/16 2/22/2011 NL0009361658 CERT RBS EUROSTOXX C NL0009361666 CERT RBS EUROSTOXX C NL0009361674 CERT RBS EUROSTOXX C NL0009361682 CERT RBS DAX INDEX C NL0009361690 CERT RBS DAX INDEX C NL0009361708 CERT RBS DAX INDEX C NL0009361724 CERT RBS FTSE MIB C NL0009361732 CERT RBS FTSE MIB C NL0009361740 CERT RBS FTSE MIB C NL0009361757 CERT RBS NASDAQ C NL0009361773 CERT RBS DJIAI C NL0009361831 CERT RBS NIKKEI C NL0009361864 CERT RBS SWISS C NL0009361872 CERT RBS SWISS C NL0009363340 CERT RBS M.PASCHI C NL0009363365 CERT RBS TISCALI C NL0009363373 CERT RBS POPOLARE C NL0009363381 CERT RBS ENEL C NL0009363407 CERT RBS ENI C NL0009363415 CERT RBS GENERALI C NL0009363423 CERT RBS INTESA C NL0009363449 CERT RBS MEDIOB C NL0009363456 CERT RBS T.ITALIA C NL0009363464 CERT RBS TENARIS C NL0009363472 CERT RBS TENARIS C NL0009363480 CERT RBS TENARIS C NL0009363498 CERT RBS TISCALI C NL0009363506 CERT RBS TISCALI C NL0009363514 CERT RBS UBI C

Security Description Payment Date FungibleNL0009363522 CERT RBS UNICREDIT C NL0009363530 CERT RBS UNICREDIT C NL0009363555 CERT RBS FINMEC C NL0009363589 CERT RBS SAIPEM C NL0009363621 CERT RBS STM C NL0009363639 CERT RBS M.PASCHI C NL0009363662 CERT RBS POPOLARE C NL0009388784 CERT ARBI ATHENA C NL0009390103 CERT ARBI PANEL C NL0009391960 CERT RBS GOLD C NL0009391978 CERT RBS PLATINUM C NL0009401801 RBS TF TO TV 10/15 4/26/2011 NL0009401819 CERT RBS PALLADIUM C NL0009401827 CERT RBS NIKKEI C NL0009401835 CERT RBS S-P 500 C NL0009401843 CERT RBS INDIA C NL0009402833 CERT RBS EUROSTO C NL0009402841 CERT RBS DAX C NL0009402858 CERT RBS FTSE MIB C NL0009402874 CERT RBS DJIAI C NL0009402882 CERT RBS EUROSTO C NL0009402908 CERT RBS FTSE MIB C NL0009402916 CERT RBS FTSE MIB C NL0009402924 CERT RBS NIKKEI C NL0009403104 CERT RBS INSPAOLO C NL0009403120 CERT RBS 1+1 FIAT C NL0009403138 CERT RBS FIAT C NL0009403146 CERT RBS BMPS C NL0009403153 CERT RBS GENERALI C NL0009403179 CERT RBS FINMECC C NL0009403187 CERT RBS UNICREDIT C NL0009403229 RBS EUR 100% 2017 5/3/2011 NL0009403237 CERT RBS ENI C NL0009403716 CERT RBS ENEL C NL0009403757 CERT RBS GENERALI C NL0009403765 CERT RBS INTESA C NL0009403773 CERT RBS INTESA C NL0009403781 CERT RBS MEDIOB C NL0009403807 CERT RBS UNICREDIT C NL0009403815 CERT RBS MEDIASET C NL0009403849 CERT RBS POP.MI C NL0009403856 CERT RBS FIAT C NL0009403864 CERT RBS FIAT C NL0009408467 RBS 2010/2022 5/5/2011 NL0009408970 RBS TV MAX 6% 10/18 5/5/2011 NL0009409085 RBS TV 10/16 3/16/2011 NL0009412675 CERT ARBI PANEL C NL0009412683 WAVIN BV SHS NL0009418409 CERT ARBI PANEL C NL0009418532 RIGHT UNILEVER N.V. NL0009418540 RIGHT UNILEVER N.V. NL0009418680 UNILEVER RIGHTS NL0009418698 UNILEVER RIGHTS

Security Description Payment Date FungibleNL0009418722 CERT ARBI PANEL C NL0009418854 CERT ARBI ENEL C NL0009419027 CW ARBI FTSE MIB C NL0009419035 CW ARBI FTSE MIB C NL0009419043 CW ARBI FTSE MIB C NL0009419050 CW ARBI FTSE MIB C NL0009419902 CERT ARBI 1+1 FIAT C NL0009419910 CERT ARBI ENI C NL0009420199 CERT ARBI GENERALI C NL0009420207 CERT ARBI FTSE MIB C NL0009420959 CERT ARBI FTSE MIB C NL0009420975 CW ARBI ANSALDO C NL0009420983 CW ARBI AZIMUT C NL0009420991 CW ARBI B POPOLARE C NL0009421007 CW ARBI BUZZI U C NL0009421015 CW ARBI CAMPARI C NL0009421023 CW ARBI ENEL P NL0009421031 CW ARBI ENEL C NL0009421049 CW ARBI ENI P NL0009421056 CW ARBI ENI C NL0009421064 CW ARBI EXOR C NL0009421072 CERT ARBI 1+1 FIAT P NL0009421080 CERT ARBI 1+1 FIAT C NL0009421098 CERT ARBI 1+1 FIAT C NL0009421106 CW ARBI GENERALI P NL0009421114 CW ARBI GENERALI C NL0009421122 CW ARBI IMPREGILO C NL0009421130 CW ARBI INTSPAOLO P NL0009421148 CW ARBI INTSPAOLO C NL0009421155 CW ARBI ITALCEM C NL0009421163 CW ARBI LUXOTTICA C NL0009421171 CW ARBI BPM C NL0009421189 CW ARBI PRYSMIAN C NL0009421197 CW ARBI SAIPEM C NL0009421205 CW ARBI SNAM RG C NL0009421213 CW ARBI SARAS C NL0009421221 CW ARBI STM C NL0009421239 CW ARBI TENARIS C NL0009421247 CW ARBI UNICREDIT P NL0009421254 CW ARBI UNICREDIT C NL0009421361 CERT ARBI ENI C NL0009421387 CERT ARBI UNICRED C NL0009421395 CERT ARBI FIAT C NL0009421403 CERT ARBI ENI C NL0009421411 CERT ARBI TELECOM C NL0009421429 CERT ARBI ENEL C NL0009421445 CERT ARBI BSANTAND C NL0009421452 CERT ARBI BPM C NL0009421460 CERT ARBI GENERALI C NL0009421486 CERT ARBI INTSPAOL C NL0009421502 CERT ARBI E.ON C NL0009421510 CERT ARBI LUFTHANS C NL0009421528 CERT ARBI ALLIANZ C

Security Description Payment Date FungibleNL0009421536 CERT ARBI INFINEON C NL0009421544 CERT ARBI SIEMENS C NL0009421551 CERT ARBI ADIDAS C NL0009421569 CERT ARBI SAP AG C NL0009421577 CERT ARBI DEUTSCHE C NL0009421585 CERT ARBI LVMH C NL0009421593 CERT ARBI VINCI C NL0009421601 CERT ARBI SAINTGOB C NL0009421619 CERT ARBI FRANCET C NL0009421627 CERT ARBI SNAMRG C NL0009421635 CERT ARBI TERNA C NL0009421643 CERT ARBI BULGARI C NL0009421650 CERT ARBI TODS C NL0009421668 CERT ARBI PRYSMIAN C NL0009421684 CERT ARBI EUROSTO C NL0009421692 CERT ARBI DAX C NL0009421700 CERT ARBI FTSE MIB C NL0009421718 CERT ARBI EUROSTO C NL0009421726 CERT ARBI S-P 500 C NL0009421742 CERT ARBI EUROSTO C NL0009421767 CERT ARBI CAC40 C NL0009421775 CERT ARBI IBEX C NL0009433226 CERT ARBI ENI C NL0009435049 CERT ARBI SHARES C NL0009435064 CERT ARBI PANELIND C NL0009445931 CERT ARBI PANEL C NL0009446210 CERT ARBI PANEL C NL0009446418 NETHERL3.75%GE42 1/15/2012 NL0009462225 CERT RBS FTSE MIB C NL0009462233 CERT RBS FTSE MIB C NL0009462241 CERT RBS FTSE MIB C NL0009465160 CERT ARBI GENERALI C NL0009465178 CERT ARBI PANEL C NL0009476282 CERT ARBI PANE C NL0009476290 CERT ARBI FINMECC C NL0009476399 CERT RBS DAX C NL0009476472 CERT RBS RUSSIAN C NL0009476480 CERT RBS EUROSTO C NL0009477066 CERT RBS DAX C NL0009477074 CERT RBS CECEEUR C NL0009477140 CERT RBS RUSSIAN C NL0009477157 CERT RBS BUX C NL0009477181 CERT RBS FTSE C NL0009477199 CERT RBS IBEX 35 C NL0009477264 CERT RBS NIKKEI C NL0009477272 CERT RBS DJIAI C NL0009477280 CERT RBS S-P 500 C NL0009477298 CERT RBS SMI 50 C NL0009477306 CERT RBS EUROSTO C NL0009478106 CERT RBS MEXIC C NL0009478114 CERT RBS KLSE C NL0009478122 CERT RBS KTX C NL0009478130 CERT RBS MSCI C

Security Description Payment Date FungibleNL0009478148 CERT RBS HSCEI C NL0009478155 CERT RBS SPTORONTO C NL0009478163 CERT RBS HANG SENG C NL0009478171 CERT RBS SPAUSTRAL C NL0009478189 CERT RBS CAC 40 C NL0009478197 CERT RBS AEX C NL0009478718 CERT RBS THAI SET C NL0009478726 CERT RBS TEL AVIV C NL0009478734 CERT RBS BOVESPA C NL0009478742 CERT RBS FTSE MIB C NL0009478759 CERT RBS EGX 30 C NL0009478767 CERT RBS FTSE/ASE C NL0009480326 CERT RBS LME LF C NL0009480334 CERT RBS LME HGZF C NL0009480342 CERT RBS LME HGPAF C NL0009480359 CERT RBS LME CGAF C NL0009480649 CERT RBS LME PNF C NL0009480664 CERT RBS GOLD C NL0009480672 CERT RBS SILVER C NL0009480680 CERT RBS PLATINUM C NL0009480698 CERT RBS PALLADIUM C NL0009481811 CERT RBS NYBOT C NL0009481829 CERT RBS COFFEE C NL0009481837 CERT RBS CBOT C NL0009481845 CERT RBS NYBOT C NL0009481852 CERT RBS NYBOT C NL0009481860 CERT RBS CBOT C NL0009481878 CERT RBS NYMEX C NL0009481886 CERT RBS NYMEX C NL0009482348 CERT RBS LIFFE C NL0009483825 RBS 5% 2010/2020 6/22/2011 NL0009483833 RBS 2010/2020 TFT 6/22/2011 NL0009487453 RBS 10/25 TOP INVERS 4/9/2011 NL0009487461 RBS 10/16 7% INVERSE 4/9/2011 NL0009488709 CERT RBS BMPS C NL0009488725 CERT RBS BMPS C NL0009488733 CERT RBS 1+1 FIAT C NL0009488741 CERT RBS B POP C NL0009488790 CERT RBS MEDIOB C NL0009488816 CERT RBS UBI C NL0009488907 CERT RBS FINMECC C NL0009488915 CERT RBS MEDIASET C NL0009488931 CERT RBS BPM C NL0009489178 CERT RBS EUROSTO C NL0009489186 CERT RBS EUROSTO) C NL0009489194 CERT RBS FTSE MIB C NL0009489202 CERT RBS FTSE MIB C NL0009489210 CERT RBS FTSE MIB C NL0009489277 CERT RBS NIKKEI C NL0009497486 CERT ARBI ATLANTIA C NL0009497783 CERT ARBI PANEL C NL0009497874 CERT ARBI DAX C NL0009508548 CERT ARBI ATLANTIA C

Security Description Payment Date FungibleNL0009508555 CERT ARBI DANONE C NL0009537851 RBS TF STEP UP 3/30/2011 NL0009537935 RBS 2010/2017 9/30/2011 NL0009537943 RBS TV 10/16 3/30/2011 NL0009538560 CERT ARBI MICROS C NL0009538594 CERT ARBI PL SHS C NL0009539089 UNILEVER RIGHTS NL0009539097 UNILEVER RIGHTS NL0009539170 UNILEVER RIGHTS NL0009540228 CERT RBS BASKET C. C NL0009542448 CERT RBS EUROST. C NL0009542455 CERT RBS EUROST. C NL0009542463 CERT RBS DAX C NL0009542471 CERT RBS DAX C NL0009542497 CERT RBS DAX C NL0009542505 CERT RBS FTSE MIB C NL0009542554 CERT RBS NASDAQ C NL0009542562 CERT RBS NASDAQ C NL0009542570 CERT RBS DJ IND C NL0009542588 CERT RBS DJ IND C NL0009542596 CERT RBS S-P 500 C NL0009542604 CERT RBS HS CHINA C NL0009542612 CERT RBS HS CHINA C NL0009542620 CERT RBS RUSSIAN C NL0009542646 CERT RBS SWISS C NL0009542653 CERT RBS SWISS C NL0009542661 CERT RBS NIKKEI C NL0009542695 CERT RBS FTSE MIB C NL0009542836 CERT RBS GENERALI C NL0009542844 CERT RBS GENERALI C NL0009542851 CERT RBS ATLANTIA C NL0009542869 CERT RBS ATLANTIA C NL0009542877 CERT RBS ATLANTIA C NL0009542919 CERT RBS POP.MI C NL0009542927 CERT RBS POP.MI C NL0009542950 CERT RBS ENEL C NL0009542968 CERT RBS ENEL C NL0009542984 CERT RBS ENI C NL0009542992 CERT RBS 1+1 FIAT C NL0009543008 CERT RBS 1+1 FIAT C NL0009543016 CERT RBS FINMECC C NL0009543065 CERT RBS INTESA C NL0009543073 CERT RBS INTESA C NL0009543099 CERT RBS MEDIASET C NL0009543107 CERT RBS MEDIOB. C NL0009543115 CERT RBS MEDIOB C NL0009543149 CERT RBS SAIPEM C NL0009543156 CERT RBS SAIPEM C NL0009543180 CERT RBS TEL.IT. C NL0009543198 CERT RBS TEL.IT. C NL0009543222 CERT RBS UBI C NL0009543230 CERT RBS UBI C NL0009543248 CERT RBS UBI C

Security Description Payment Date FungibleNL0009543263 CERT RBS UNICREDIT C NL0009543289 CERT RBS UNICREDIT C NL0009543297 CERT RBS UNICREDIT C NL0009543305 CERT RBS UNICREDIT C NL0009545284 CERT RBS STM C NL0009546407 CERT RBS NIKKEI C NL0009546415 CERT RBS NIKKEI C NL0009546423 CERT RBS NIKKEI C NL0009560002 RBS 2010/2017 3/30/2011 NL0009560010 RBS TF STEP DOWN 3/30/2011 NL0009560028 RBS 2010/2017 3/30/2011 NL0009561976 CERT ARBI PANEL C NL0009569821 RBS 10/13 10/27/2013 NL0009589761 CERT ARBI DJEURO C NL0009589951 CERT ARBI EUROSTO C NL0009590421 CERT ARBI EUROSTO C NL0009590439 CERT ARBI EUROSTO C NL0009590447 CERT ARBI EUROSTO C NL0009590488 CERT ARBI ENEL C NL0009590496 CERT ARBI PANEL C NL0009597301 RBS TM 10/15 2/23/2011 NL0009597939 RBS TV 10/17 4/18/2011 NL0009597947 CERT RBS COMEX S C NL0009597970 CERT RBS NYMEX H C NL0009597988 CERT RBS COMEX G C NL0009597996 CERT RBS COMEX G C NL0009598002 CERT RBS COMEX G C NL0009598010 CERT RBS COMEX G C NL0009598028 CERT RBS COMEX C C NL0009598036 CERT RBS COMEX C C NL0009598044 CERT RBS 1+1 FIAT C NL0009598085 CERT RBS ENEL C NL0009598093 CERT RBS ENI C NL0009598101 CERT RBS ENI C NL0009598119 CERT RBS GENERALI C NL0009598135 CERT RBS MEDIOB C NL0009598143 CERT RBS TELECOM C NL0009598150 CERT RBS TELECOM C NL0009598168 CERT RBS TELECOM C NL0009598176 CERT RBS UBI C NL0009598184 CERT RBS UNICREDIT C NL0009598192 CERT RBS UNICREDIT C NL0009598200 CERT RBS FINMECC C NL0009598218 CERT RBS MEDIASET C NL0009598226 CERT RBS SAIPEM C NL0009598259 CERT RBS STM C NL0009598267 CERT RBS STM C NL0009598309 CERT RBS B.POPOL C NL0009598317 CERT RBS BPM C NL0009598325 CERT RBS 1+1 FIAT C NL0009599489 RBS TF 10/13 2/26/2011 NL0009599497 CERT RBS FUTURE C NL0009599505 CERT RBS FUTURE C

Security Description Payment Date FungibleNL0009599513 CERT RBS FUTURE C NL0009599521 CERT RBS FUTURE C NL0009599539 CERT RBS FUTURE C NL0009599547 CERT RBS FUTURE C NL0009599604 CERT RBS EURO-BTP C NL0009599612 CERT RBS EURO-BTP C NL0009599620 CERT RBS EURO-BTP C NL0009599638 CERT RBS EURO-BTP C NL0009599646 CERT RBS EURO-BTP C NL0009599653 CERT RBS EURO-BTP C NL0009611334 CERT ARBI ENI IM C NL0009624717 CERT RBS BRENT C NL0009624725 CERT RBS LIFFE C NL0009624733 CERT RBS LIFFE C NL0009624758 CERT RBS NYMEX C NL0009624766 CERT RBS NYBOT C NL0009624774 CERT RBS NYMEX C NL0009624808 CERT RBS NYBOT C NL0009624816 CERT RBS NYBOT C NL0009624832 CERT RBS COMEX C NL0009624857 CERT RBS CBOT C NL0009624865 CERT RBS CBOT C NL0009624873 CERT RBS CBOT C NL0009624899 CERT RBS NYBOT C NL0009624907 CERT RBS NYBOT C NL0009624931 CERT RBS CBOT C NL0009624949 CERT RBS CBOT C NL0009624964 CERT RBS CBOT C NL0009624972 CERT RBS COFFEE C NL0009624980 CERT RBS COFFEE C NL0009625011 CERT RBS NYBOT C NL0009625029 CERT RBS NYBOT C NL0009625078 CERT RBS CBOT C NL0009625086 CERT RBS CBOT C NL0009629062 RBS TV 10/15 11/26/2011 NL0009629070 RBS TV 10/15 11/26/2011 NL0009629369 CERT RBS EUROSTOXX C NL0009629377 CERT RBS EUROSTOXX C NL0009629385 CERT RBS EUROSTOXX C NL0009629393 CERT RBS EUROSTOXX C NL0009629401 CERT RBS EUROSTOXX C NL0009629419 CERT RBS DAX C NL0009629427 CERT RBS DAX C NL0009629435 CERT RBS DAX C NL0009629443 CERT RBS DAX C NL0009629450 CERT RBS DAX C NL0009629468 CERT RBS DAX C NL0009629476 CERT RBS DAX C NL0009629518 CERT RBS FTSE MIB C NL0009629559 CERT RBS NASDAQ C NL0009629567 CERT RBS NASDAQ C NL0009629583 CERT RBS NASDAQ C NL0009629591 CERT RBS NASDAQ C

Security Description Payment Date FungibleNL0009629609 CERT RBS DJIAI C NL0009629625 CERT RBS DJIAI C NL0009629633 CERT RBS DJIAI C NL0009629641 CERT RBS S-P 500 C NL0009629658 CERT RBS S-P 500 C NL0009629666 CERT RBS S-P 500 C NL0009629674 CERT RBS S-P 500 C NL0009629682 CERT RBS S-P 500 C NL0009629708 CERT RBS RUSSIAN C NL0009629716 CERT RBS SWISS C NL0009629724 CERT RBS SWISS C NL0009637800 CERT ARBI FTSE MIB C NL0009638626 CERT ARBI ENI C NL0009638634 CERT ARBI ENEL C NL0009650886 CERT ARBI DEUTSCHE C NL0009650894 CERT ARBI DJEURO C NL0009654599 CERT RBS VAL JPY C NL0009654607 CERT RBS VAL MXN C NL0009654615 CERT RBS VAL NZD C NL0009654623 CERT RBS VAL ZAR C NL0009654631 CERT RBS VAL CHF C NL0009654649 CERT RBS VAL USD C NL0009654656 CERT RBS VAL TRY C NL0009654664 CERT RBS VAL GBP C NL0009654672 CERT RBS VAL AUD C NL0009654680 CERT RBS VAL CAD C NL0009654698 CERT RBS VAL EUR C NL0009654706 CERT RBS EURIBOR C NL0009660653 CERT RBS EUR/USD C NL0009660661 CERT RBS EUR/USD C NL0009660679 CERT RBS EUR/USD C NL0009660687 CERT RBS EUR/USD C NL0009660695 CERT RBS EUR/USD C NL0009660703 CERT RBS EUR/USD C NL0009660711 CERT RBS EUR/USD C NL0009660729 CERT RBS EUR/USD C NL0009660737 CERT RBS EUR/USD C NL0009660745 CERT RBS EUR/USD C NL0009662220 CERT RBS M.PASCHI C NL0009662238 CERT RBS M.PASCHI C NL0009662246 CERT RBS M.PASCHI C NL0009662253 CERT RBS M.PASCHI C NL0009662261 CERT RBS M.PASCHI C NL0009662279 CERT RBS 1+1 FIAT C NL0009662287 CERT RBS 1+1 FIAT C NL0009662295 CERT RBS 1+1 FIAT C NL0009662303 CERT RBS 1+1 FIAT C NL0009662378 CERT RBS MEDIOB. C NL0009662394 CERT RBS TEL.IT. C NL0009662402 CERT RBS TENARIS C NL0009662428 CERT RBS STM C NL0009662436 CERT RBS STM C NL0009662485 CERT RBS SAIPEM C

Security Description Payment Date FungibleNL0009662493 CERT RBS SAIPEM C NL0009662501 CERT RBS B.POP. C NL0009662519 CERT RBS B.POP. C NL0009662527 CERT RBS B.POP. C NL0009662568 CERT RBS POP. MI C NL0009662576 CERT RBS POP. MI C NL0009662584 CERT RBS POP. MI C NL0009662618 CERT RBS UNICREDIT C NL0009662626 CERT RBS UNICREDIT C NL0009662634 CERT RBS UNICREDIT C NL0009662691 CERT RBS UNICREDIT C NL0009662873 CERT RBS FTSE MIB C NL0009669225 CERT RBS CURRENC. C NL0009669829 CERT RBS ENI C NL0009670074 RBS 11/21 TM 5/27/2011 NL0009670090 RBS TF 11/19 8/27/2011 NL0009677947 RBS 11/21 TM 2/27/2012 NL0009681923 CERT RBS FIAT C NL0009681931 CERT RBS FIAT C NL0009681949 CERT RBS FIAT C NL0009681964 CERT RBS FIAT C NL0009681972 CERT RBS FIAT C NL0009681980 CERT RBS FIAT C NL0009681998 CERT RBS ENI C NL0009682004 CERT RBS ENI C NL0009682012 CERT RBS ENEL C NL0009682020 CERT RBS GENERALI C NL0009682038 CERT RBS GENERALI C NL0009682046 CERT RBS INTSPAOLO C NL0009682053 CERT RBS INTSPAOLO C NL0009682061 CERT RBS INTSPAOLO C NL0009682079 CERT RBS INTSPAOLO C NL0009682087 CERT RBS MEDIOB C NL0009682095 CERT RBS TELECOM C NL0009682103 CERT RBS TELECOM C NL0009682111 CERT RBS TELECOM C NL0009682129 CERT RBS TENARIS C NL0009682137 CERT RBS TENARIS C NL0009682145 CERT RBS STM C NL0009682152 CERT RBS STM C NL0009682160 CERT RBS STM C NL0009682178 CERT RBS STM C NL0009682186 CERT RBS UBI BANCA C NL0009682194 CERT RBS UNICREDIT C NL0009682202 CERT RBS UNICREDIT C NL0009682210 CERT RBS UNICREDIT C NL0009682228 CERT RBS UNICREDIT C NL0009682236 CERT RBS MEDIASET C NL0009682244 CERT RBS SAIPEM C NL0009682251 CERT RBS SAIPEM C NL0009682269 CERT RBS SAIPEM C NL0009682277 CERT RBS BPSC C NL0009682285 CERT RBS BPSC C

Security Description Payment Date FungibleNL0009682293 CERT RBS EUROSTO C NL0009682301 CERT RBS EUROSTO C NL0009682319 CERT RBS EUROSTO C NL0009682327 CERT RBS DAX C NL0009682335 CERT RBS DAX C NL0009682343 CERT RBS DAX C NL0009682350 CERT RBS DAX C NL0009682368 CERT RBS DAX C NL0009682376 CERT RBS DAX C NL0009682384 CERT RBS DAX C NL0009682392 CERT RBS DAX C NL0009682400 CERT RBS FTSE MIB C NL0009682418 CERT RBS FTSE MIB C NL0009682426 CERT RBS FTSE MIB C NL0009682434 CERT RBS FTSE MIB C NL0009682442 CERT RBS FTSE MIB C NL0009682459 CERT RBS 1+1 FIAT C NL0009682467 CERT RBS 1+1 FIAT C NL0009682475 CERT RBS 1+1 FIAT C NL0009682483 CERT RBS 1+1 FIAT C NL0009682491 CERT RBS 1+1 FIAT C NL0009682509 CERT RBS 1+1 FIAT C NL0009682517 CERT RBS NASDAQ C NL0009682525 CERT RBS NASDAQ C NL0009682533 CERT RBS NASDAQ C NL0009682541 CERT RBS DJIA C NL0009682558 CERT RBS DJIA C NL0009682566 CERT RBS S-P 500 C NL0009682574 CERT RBS S- 500 C NL0009682582 CERT RBS HSCE C NL0009682590 CERT RBS RUSSIAN C NL0009682608 CERT RBS RUSSIAN C NL0009682616 CERT RBS SWISS M C NL0009683168 CERT RBS EUROSTOXX C NL0009684968 CERT RBS EUROSTO C NL0009684976 CERT RBS EUROSTO C NL0009684984 CERT RBS EUROSTO C NL0009684992 CERT RBS DAX C NL0009685007 CERT RBS DAX C NL0009685015 CERT RBS DAX C NL0009685023 CERT RBS DAX C NL0009685031 CERT RBS FTSE MIB C NL0009685049 CERT RBS FTSE MIB C NL0009685056 CERT RBS FTSE MIB C NL0009685064 CERT RBS FTSE MIB C NL0009685072 CERT RBS FTSE MIB C NL0009685080 CERT RBS SP 500 C NL0009685098 CERT RBS EUROSTO C NL0009685106 CERT RBS EUROSTO C NL0009685114 CERT RBS EUROSTO C NL0009685122 CERT RBS DAX C NL0009685130 CERT RBS DAX C NL0009685148 CERT RBS DAX C

Security Description Payment Date FungibleNL0009685155 CERT RBS DAX C NL0009685163 CERT RBS FTSE MIB C NL0009685171 CERT RBS FTSE MIB C NL0009685189 CERT RBS FTSE MIB C NL0009685197 CERT RBS S-P 500 C NL0009685205 CERT RBS S-P 500 C NL0009685718 CERT RBS BMPS C NL0009685726 CERT RBS BMPS C NL0009685734 CERT RBS FIAT C NL0009685742 CERT RBS FIAT C NL0009685759 CERT RBS FIAT C NL0009685767 CERT RBS FIAT IND C NL0009685775 CERT RBS FIAT IND C NL0009685783 CERT RBS FIAT IND C NL0009685791 CERT RBS ENEL C NL0009685809 CERT RBS ENEL C NL0009685817 CERT RBS ENEL C NL0009685825 CERT RBS ENI C NL0009685833 CERT RBS ENI C NL0009685841 CERT RBS INTSPAOLO C NL0009685858 CERT RBS INTSPAOLO C NL0009685866 CERT RBS INTSPAOLO C NL0009685874 CERT RBS INTSPAOLO C NL0009685882 CERT RBS INTSPAOLO C NL0009685890 CERT RBS TELECOM C NL0009685908 CERT RBS TELECOM C NL0009685916 CERT RBS STM C NL0009685924 CERT RBS STM C NL0009685932 CERT RBS UNICRED C NL0009685940 CERT RBS UNICRED C NL0009685957 CERT RBS UNICRED C NL0009685965 CERT RBS UNICRED C NL0009685973 CERT RBS BMPS C NL0009685981 CERT RBS FIAT C NL0009685999 CERT RBS FIAT C NL0009686005 CERT RBS FIAT C NL0009686013 CERT RBS ENEL C NL0009686021 CERT RBS ENI C NL0009686039 CERT RBS ENI C NL0009686047 CERT RBS ENI C NL0009686054 CERT RBS INTSPAOLO C NL0009686062 CERT RBS INTSPAOLO C NL0009686070 CERT RBS INTSPAOLO C NL0009686088 CERT RBS TELECOM C NL0009686096 CERT RBS STM C NL0009686104 CERT RBS UNICRED C NL0009686112 CERT RBS UNICRED C NL0009686120 CERT RBS UNICRED C NL0009689389 CERT ARBI DEUTSCHE C NL0009689991 CERT ARBI ENI C NL0009690601 CERT ARBI PANEL C NL0009694272 RBS 11/21 5.30% 8/14/2011 NL0009694280 CERT RBS COFFEE C

Security Description Payment Date FungibleNL0009694298 CERT RBS COMEX C NL0009694306 CERT RBS COFFEE C NL0009694314 CERT RBS COFFEE C NL0009694322 CERT RBS CBOT C NL0009694330 CERT RBS CBOT C NL0009694348 CERT RBS COMEX C NL0009694355 CERT RBS CBOT C NL0009694363 CERT RBS COMEX C NL0009694371 CERT RBS CBOT C NL0009694389 CERT RBS COMEX C NL0009694397 CERT RBS NYMEX C NL0009694405 CERT RBS NYMEX C NL0009694413 CERT RBS NYMEX C NL0009694421 CERT RBS CBOT C NL0009694439 CERT RBS NYBOT C NL0009694447 CERT RBS NYBOT C NL0009694454 CERT RBS COMEX C NL0009694462 CERT RBS COMEX C NL0009694470 CERT RBS COMEX C NL0009694488 CERT RBS COMEX C NL0009694496 CERT RBS COMEX C NL0009694504 CERT RBS COMEX C NL0009694512 CERT RBS COMEX C NL0009694520 CERT RBS COMEX C NL0009694538 CERT RBS NYBOT C NL0009694546 CERT RBS NYBOT C NL0009694553 CERT RBS NYBOT C NL0009694843 CERT RBS BRENT C NL0009694850 CERT RBS BRENT C NL0009694868 CERT RBS BRENT C NL0009694876 CERT RBS BRENT C NL0009694884 CERT RBS BRENT C NL0009694892 CERT RBS BRENT C PTBAFPOE0003 BANIF 09/12 3,25% 5/8/2011 PTBCLSOE0018 BCO PT 09/11 3,75 6/17/2011 PTBCP7OM0061 BCO COMM PT 09/13 FL 2/28/2011 PTBCPUOM0010 BCO COMM PT 10/13 FL 3/28/2011 PTBCT3OM0000 BCO COM PORTUG TV 5/9/2011 PTBERHOM0013 BANCO ESPIRITO SANTO 3/19/2011 PTBLMWOM0002 BCO ESPTO SANTO TV 2/25/2011 PTBRIHOM0001 BRISA AUTO 06/16 4,5 12/5/2011 PTBSSAOM0005 BRISIA 03/13 4,797% 9/26/2011 PTJMT0AE0001 JERONIMO MAR. SHS PTOTE1OE0019 PORTUGUESE REPUBLIC 6/16/2011 PTOTE3OE0017 PORTUGAL-15 3,35% 10/15/2011 PTOTE4OE0040 PORTUGAL REPUBLIC TF 4/15/2011 PTOTE6OE0006 PORTUGAL-06/16 4,2% 10/15/2011 PTOTEAOE0021 PORT 08/23 4,95% 10/25/2011 PTOTECOE0029 PORTUGAL REPUBL TF 6/15/2011 PTOTEGOE0009 PORTUGAL REPUBLIC 9/23/2011 PTOTEJOE0006 PORTUGAL REPUBLIC TF 6/15/2011 PTOTEKOE0003 PORTUGUESE REPUBL TF 6/15/2011 PTOTELOE0010 PORT 07/17 4,35 10/16/2011

Security Description Payment Date FungiblePTOTEMOE0027 REPUBLIC OF PORTUGAL 6/14/2011 PTOTENOE0018 PORT REP 08/18 4,45% 6/15/2011 PTOTEOOE0017 REPUBLIC OF PORTUGAL 10/15/2011 PTOTEPOE0016 PORTUGAL REPUBLIC 2/15/2012 PTOTEYOE0007 PORTUGAL-AP21 3,85% 4/15/2011 PTPBTDGE0012 PORTUG 10/11 ZC 2/18/2011 PTPTC0AM0009 PORTUGAL TEL. SGPS PTZON0AM0006 ZON MULTIMEDIA SHS SE0000108227 SKF A/B - CLASSE B SE0000108649 ERICSSON TELEFON SE0000108656 ERICSSON SE0000113094 SKANDIA GROUP SE0000488850 BOSS MEDIA ORD SHS SE0000495293 FRANFAB AB SHS SE0000556599 SWEDEN 99/28 3,5 12/1/2011 SG9999000020 FLEXTRONICS INT. ORD SI0002102919 SLOV 09/12 4,25% 2/5/2012 SK4120007204 SLOVAKIA REPUB TF 4/27/2011 US00206R1023 AT T INC. US0028241000 ABBOTT US00339B1070 ABGENIX INC US0068481052 ADELPHIA COMMUN. US00724F1012 ADOBE SYSTEMS US0079031078 ADVANCED MICRO ORD US0138171014 ALCOA INC US0139043055 ALCATEL-LUCENT ADS US0214411003 ALTERA CORP. US02209S1033 ALTRIA GROUP INC US0231351067 AMAZON.COM INC US0255371017 AMERICAN EL. SHS US0258161092 AMERICAN EXPRESS CO US0268741073 AMERICAN INTERNATION US03076C1062 AMERIPRISE FINANCIAL US0311621009 AMGEN ORD US0345531075 ANDRX GROUP US0378331005 APPLE COMPUTER INC US0382221051 APPLIED MATERIALS US03822W1099 APPLIED M.C. US040114GN48 ARG 04/38 1,33% 4/1/2011 US040114GP95 ARGENTINA 04/38 FLR 6/30/2011 US04033V2034 ARIBA INC US0459191070 AT HOME ORD US04648X1072 ASYST TECHNOLOGIES US0495131049 ATMEL CORP. ORD. US0534991098 AVAYA INC ORD US0559211000 BMC SOFTWARE INC ORD US0605051046 BANK OF AMERICA SHS US0733251021 BEA SYST. INC. ORD. US073902KE73 BEAR STEARNS 05/12 4/27/2011 US0758961009 BED BATH - BEY. ORD. US08860T2078 BEZENET INC ORD SHS US0887661009 BICO INC US0906131000 BIOMET INC. ORD.

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Security Description Payment Date FungibleUS465410BN76 ITALY 05/15 4,50% 7/21/2011 US465410BQ08 ITALY 06/16 4,75% 7/25/2011 US465410BR80 REP.ITALY 5,25% 2016 3/20/2011 US465410BS63 ITALY 17USD 5,375 6/12/2011 US465410BV92 ITALY3.125%GE15 7/26/2011 US4657541094 I2 TECHNOLOGIES ORD. US46600V1089 IXOS SOFTWARE US46612J5074 JDS UNIPHASE CORP US46625H1005 JP MORGAN CHASE ORD. US4781601046 JOHNSONEJOHNSON ORD. US478160AW48 JOHNSON 10/10 2,95% 3/1/2011 US48203R1041 JUNIPER NET. ORD US4824801009 KLA TENCOR CORP ORD. US500750AC80 KPN QWEST 02/12 10% 00/00/0000 US50075N1046 KRAFT FOODS INC SHS US500769AX27 KFW 04/14 4,125% 4/15/2011 US5021611026 LSI CORPORATION US5128071082 LAM RESEARCH ORD. US52108KAC18 LAZIO REG 98/28 6,53 8/1/2011 US52729N1000 LEVEL 3 COMM. ORD US5307181058 LIBERTY MEDIA SHS US5324571083 ELI LILLY US5356781063 LINEAR TECH. ORD. US5508181089 LYCOS INC. US5534771002 MRV COMM. ORD. US57772K1016 MAXIM INT. PROD. ORD US5801351017 MC DONALD'S CORP. US5846991025 MEDIMMUNE INC. ORD. US5880561015 MERCER INTERN. ORD. US5893311077 MERCK & CO. INC. ORD US58933Y1055 MERCK CO. INC. US5894051094 MERCURY INTERAC. ORD US59018YE723 MER.LYNCH 07/12 FLR 3/5/2011 US59018YUX74 MER.LIN. 04/15 FLR 4/15/2011 US59018YXY21 MERRILL LYNCH & CO 4/25/2011 US5949181045 MICROSOFT CORP. US5950171042 MICROCHIP TECH. ORD. US5999021034 MILLENNIUM PHAR. ORD US6040591058 MINNESOTA M.& M. ORD US6085541018 MOLEX INC. ORD. US6174464486 MORGAN STANLEY CO. US61746SBQ12 MORGAN STAN.05/15 FL 4/15/2011 US6200761095 MOTOROLA INC. US6200763075 MOTOROLA SOLUTIONS US6200971058 MOTOROLA MOBILITY SH US62010A1051 MOTORS LIQ. CO. US6288911034 NDS GROUP PLC US6294071070 NTL INCORPORATED ORD US62940M1045 NTL INCORP.NASDAQ US US6311001043 NASDAQ 100 SHS US6411441008 NETMANAGE INC. ORD. US64120L1044 NETWORK APPL. ORD. US6501111073 NEW YORK TIMES CO.

Security Description Payment Date FungibleUS6700061053 NOVELL INC. US6700081010 NOVELLUS SYSTEMS ORD US6703461052 NUCOR CORP US67066G1040 NVIDIA CORP. ORD. US68389X1054 ORACLE CORP. US68750U1025 ORTHOVITA ORD. US69344F1066 PMC-SIERRA INC. ORD. US6937181088 PACCAR INC. US6966431057 PALM INC. US698299AD63 PANAMA 97-27 8,875% 3/30/2011 US6991731000 PARAMETRIC TECH. ORD US7043261079 PAYCHEX INC. ORD. US7127131065 PEOPLE SOFT ORD. US7170811035 PFIZER INC. US71712A2069 PHARMACEUTICAL US7181721090 PHILIP MORRIS INC. US718286AY36 PHILIP. 05/30 9,5 8/2/2011 US72583K1097 PIXTECH INC US731011AM43 POLAND REPUBB OF2012 7/3/2011 US731011AN26 POLAND REPUBLIC 2014 7/15/2011 US731011AP73 POLAND REPUBLIC 2015 4/19/2011 US74154N1081 PRIMACOM AG ADR US7427181091 PROCTER & GAMBLE ORD US7472771010 QLOGIC CORP. ORD. US7475251036 QUALCOMM FIN. US7499411004 RF MICRO DEVICES ORD US7509171069 RAMBUS INC ORD. US75605L1044 REALNETWORKS INC ORD US7565771026 RED HAT INC. ORD US78307AAE38 RUSSIAN FEDERATION 6/24/2011 US78387G1031 SBC COMMUNIC. ORD. US7840181033 MICROSYSTEMS INC ORD US78462F1030 SPDR S&P 500 ETF TR. US7928601084 ST PAUL TRAVELERS US8009071072 SANMINA CORP. ORD. US8261701028 SIEBEL SYSTEMS ORD US8327271016 SMURFIT-STONE C. ORD US8520611000 SPRINT NEXTEL SHS US8550301027 STAPLES INC ORD. US8552441094 STARBUCKS CORP ORD. US8668101046 SUN MICROSYSTEM US8668102036 SUN MICROSYSTEM US8715031089 SYMANTEC US8796641004 TELLABS ORD US8807701029 TERADYNE INC. US8825081040 TEXAS INSTR. ORD US8855351040 3COM CORP US88579Y1010 3M CO. SHS US8873171057 TIME WARNER INC. US8873173038 TIME WARNER INC. US88732J2078 TIME WARNER CABLE US89674K1034 TRIQUINT SEMIC. ORD. US900123AL40 TURKEY 00 30 11,875 7/15/2011

Security Description Payment Date FungibleUS900123AT75 REP.TURKEY 8% 2034 8/14/2011 US9025495006 UAL INC. SHS US91086QAN88 UNITED MEX 03/33 7,5 4/8/2011 US91086QAS75 UNITED MEXICAN STATE 3/27/2011 US912828BH22 USA 03/13 4,25% 8/15/2011 US9130171096 UNITED TECH. ORD. US91819B1052 SOURCEFORGE INC SHS US92230Y1047 VASCO DATA SEC. ORD. US922646AS37 VENEZUELA 97/27 9,25 3/15/2011 US922646BL74 THE BOLIVARIAN TF 7/13/2011 US92343E1029 VERISIGN INC ORD. US92343V1044 VERIZON SHS US9255243084 VIACOM INC ORD. US9284971069 VITESSE SEMIC. ORD. US929903CG57 WACHOVIA CORPORATIO 4/15/2011 US9311421039 WAL-MART STORES ORD US9497461015 WELLS FARGO CO ORD US98157D1063 WORLDCOM GROUP US98157D3044 WORLDCOM ORD US9830241009 WYETH SHS US9839191015 XILINX INC ORD. US9841211033 XEROX US9843321061 YAHOO INC USL97437AA25 WIND 06/15 10,75% 6/1/2011 USU1737T1769 WARRANT CITIBANK USU1737T1926 CITIGROUP FUND CERTI USU480501969 JPMORGAN CERT NIKKEI USU4807T4234 JPMORGAN CERT FX ALP USY49069AJ90 KOREA 08/13 5,375 5/15/2011 XS0030553530 ITALY 91/11 9,25% 3/7/2011 XS0031002784 IT EUR ZC 3/7/2011 XS0031003089 ITALY EUR 91/11 ZC 3/7/2011 XS0034394709 BRITISH GAS 91/21 ZC 11/4/2021 XS0055532534 BIRS 95/25 ZC S.503 2/10/2025 XS0056190688 BIRS 95/25 ZC S.507 3/10/2025 XS0069992989 EUROP.BANK 96/11 ZC 10/25/2011 XS0070184527 INT.BANK 96/16 ZC 11/7/2016 XS0070553820 BEI 96/26 ZC 11/6/2026 XS0070560288 INT.BANK 96/16 ZC 11/8/2016 XS0071948540 UBS FIN. 96-27 ZCP 1/29/2027 XS0071996515 MORGAN NY 97-27 ZCP 1/21/2027 XS0074525949 REP IT 97/17 3,45% 3/24/2011 XS0074594598 INT.BANK 97/17 ZC 4/4/2017 XS0075866128 UN.MEXICAN 97-17 11% 5/8/2011 XS0076015659 INT.BK.W.97-12 ZCP 5/14/2012 XS0076593267 EUROPEAN 97/27 ZC 6/17/2027 XS0077157575 BRASILE 97-17 11% 6/26/2011 XS0080650806 MORGAN GT 97-27 ZCP 10/15/2027 XS0080753873 OEST. 97/12 5,40% 10/22/2011 XS0082851105 BGB FIN 98/12 FLR 1/7/2012 XS0083246032 DEUTSCHE FIN 98/38 Z 1/20/2038 XS0083585595 DEPFA BANK TV 1/30/2012 XS0083589233 ESKOM 98/18 ZC 12/31/2018

Security Description Payment Date FungibleXS0083595636 BEI 98/18 5,50% 2/15/2012 XS0083617034 CREDIT LOC.98-13 VAR 1/30/2012 XS0083620251 EUROP.BANK 98/13 TV 1/30/2012 XS0083662923 EBRD 98/48 ZERO COUP 2/4/2048 XS0083712611 ABBEY NATL 98/13 2/26/2011 XS0083724541 BAYERISCHE 98/13 FLR 2/11/2012 XS0083745462 KFW INT. 98/18 5,50% 1/29/2012 XS0083830496 B.E.I. 98/13 TV 2/18/2011 XS0083851146 DEPFA 98/13 FLR 2/11/2012 XS0083891365 B.I.R.S. 98/13 5,375 2/25/2011 XS0083921881 PARMALAT F. 98/28 ZC XS0084071421 ARGENTINA 98/03 8,75 00/00/0000 XS0084131779 BRAZIL 98/12 8% 4/30/2011 XS0084680106 CHASE MA.BK 98-48 ZC 3/17/2048 XS0085289428 BERS 98/20 ZC 12/31/2020 XS0085468352 SUNAMERICA 98/18 9% 4/9/2011 XS0085661949 MEXICO 01/13 7,375% 4/8/2011 XS0085745296 EMERGING CAP MKT 4/20/2011 XS0085761731 WORLD B.ZAR 98-28ZCP 12/29/2028 XS0085916368 WORLD BK 03/13 7,25% 4/29/2011 XS0086074944 SUNAM. 98/13 8,25% 4/29/2011 XS0086241782 ARGENTINA CAP 18 7% 00/00/0000 XS0086358628 BEI 98-2018 12/31/2018 XS0088185508 EUROPEAN B. 98/13 8% 7/2/2011 XS0088330526 REGION LAZIO 5,695% 6/23/2011 XS0088543193 RUSSIA 98-28 12,75% 6/24/2011 XS0089030935 CREDIT 98/18 6,94792 7/20/2011 XS0089572316 ITALY 98/28 6% 8/4/2011 XS0090078907 GENERAL ELECT. 98/15 9/2/2011 XS0090566539 COUNCIL OF EUROPE 3/24/2011 XS0091349489 ITALY 98/18 TV 4/15/2011 XS0091355619 COUNCIL 98/18 10,50% 10/26/2011 XS0091362235 EBRD 98/18 FLR 11/5/2018 XS0091888783 BGB FIN 98/18 11% 2/20/2011 XS0091985472 BIRS 98/18 11/20/2011 XS0092153443 INT AMERIC 98/13 12% 11/25/2011 XS0092294262 EBRD98/18 12/4/2011 XS0092326304 INT. FC 98/13 13,25 12/2/2011 XS0093667334 B.E.I. 98/28 5,625% 2/15/2012 XS0094177457 WORLD B99/14 14%4%7% 2/24/2011 XS0094198297 INTL 99/19 EUR 4% 2/12/2012 XS0094330825 EBRD 99/19 10% 2/22/2011 XS0094374872 WORLD BANK 99/19 4% 2/18/2019 XS0094651899 COUNCIL 99-19 2/22/2011 XS0094666574 INTER-AMER. 99/14 TV 3/3/2011 XS0094713756 EUROPEAN B.99-14 ZCP 2/26/2011 XS0094739397 SOC GEN 99/14 TV 2/25/2011 XS0094785580 BERS 99/19 4% 3/11/2011 XS0094954525 EBRD 99/24 5% 3/12/2011 XS0095003249 INTL CORP 99/19 FL 3/15/2011 XS0095116280 VATTENFALL 99/11 10/25/2011 XS0095151196 BANK NED 99/14 4,5% 3/10/2011 XS0095501606 LLOYDS BK 99/11 4,75 3/18/2011

Security Description Payment Date FungibleXS0095933494 DEUTSCHE 99/14 TV 4/15/2011 XS0096086995 EUR 4 FSA GLOBAL 14 4/14/2011 XS0096374359 INTESABCI 99 14 FL.R 4/29/2011 XS0096856421 REP IT 99/19 FLR 5/6/2011 XS0097155765 COMMERZBANK AG 99/14 5/12/2011 XS0097222466 ING BK 99/19 FLR 5/19/2011 XS0097245244 GENERALI 99/14 4,75% 5/12/2011 XS0097596463 HELLEN.REP. 99/14 TV 5/21/2011 XS0097598329 HELLENIC REPUBL TV 6/3/2011 XS0097805211 ROME 99/19 4,56% 5/28/2011 XS0098449456 REP.OF ITALY 2029 6/28/2011 XS0098549750 LANDSK 99/14 4,875 6/23/2011 XS0099186636 REGION OF LAZIO 2018 7/13/2011 XS0099213547 STATOIL 99/11 5,125 6/30/2011 XS0099472994 CRED SUISSE 99/19 FL 7/29/2011 XS0100179398 ING BANK NV 99/19 5% 7/29/2011 XS0100221349 COMMERZBANK 99/19 TV 8/30/2011 XS0100688190 REP. OF ITALY 2019 8/30/2011 XS0101698289 ING BANK 99/19 TV 4/4/2011 XS0102100897 INT.BCI MED.99-19 TV 3/30/2011 XS0102881694 ROYAL BK SC 99/19 TV 10/7/2011 XS0105500846 REG UMBRIA TV 2018 6/30/2011 XS0107707852 SOC.GENERALE 00-15 V 3/1/2011 XS0109077486 EUROP INV 00/30 3/15/2030 XS0110263547 LIGURIA FL.R 2020 4/12/2011 XS0110307930 GREECE REPUBLIC TF 4/14/2011 XS0110506622 MARCHE 00/20 7,486% 4/20/2011 XS0111931969 MTE PASCHI 00/15 FLR 6/19/2011 XS0113419690 QATAR 00/30 9,75% 6/15/2011 XS0114165276 GENERALI 00-22 6,90% 7/20/2011 XS0114288789 RUSSIA FED. 00-30 5% 3/30/2011 XS0115743519 ECUADOR REP.00-30 6% 8/15/2011 XS0120312540 UMBRIA REGION 00/19 6/30/2011 XS0121342827 MPS CAPITAL 01/PERP 2/7/2012 XS0121633126 SICILY 00/15 6,15% 12/11/2011 XS0122238115 ANTONV 00 PERP FLR 3/21/2011 XS0124248922 PARMALAT NL 01/21 XS0125133644 BARCLAYS 01/11 5,75% 3/8/2011 XS0125141316 REP ITALY 01/11 6% 2/22/2011 XS0125233436 MANTO ITALY 01/31 2/20/2031 XS0125234590 COUPON ITALY 01/31 2/20/2031 XS0125468230 CHASE LDN 01/25 5,75 8/1/2011 XS0125622927 AIG SUN 01/11 5,50 3/7/2011 XS0126157287 UNICREDITO 01-11 6% 3/16/2011 XS0126467553 DAIMLER 01/11 7% 3/21/2011 XS0126800662 UMBRIA 01/31 TV P.F. 3/26/2011 XS0127276235 BSCH 01/11 3/28/2011 XS0128139531 SOGERIM SA 01/11 7% 4/20/2011 XS0128723995 REG FRIULI TV 2016 5/4/2011 XS0128857413 LEHMAN 01/11 6,375% 5/10/2011 XS0129477633 ROYAL P-01/11 6,125% 5/16/2011 XS0129648621 FIAT FIN.01/11 6,75% 5/25/2011 XS0129675350 COLOMBIA 01/11 11,5% 5/31/2011

Security Description Payment Date FungibleXS0129991864 V.D'AOSTA 01/21 TV 5/28/2011 XS0130171159 CSG FIN 01/13 6,375 6/7/2011 XS0130717134 UNIPOL 01/21 7% 6/15/2011 XS0131189143 CREDIOP ZC 01/11 8/31/2011 XS0131224155 SIEMENS 5,75% 2011 7/4/2011 XS0131273012 QUEBEC 01/11 5,625% 6/21/2011 XS0131470196 DELPHINUS A1 TV 66 3/25/2011 XS0131512450 POP COMM IND 01/PERP 6/27/2011 XS0131593864 HUNGARY REPUBLIC OF 6/27/2011 XS0131739236 ANTONVENETA 01 FLR 3/27/2011 XS0131739665 POP.MILANO TF 01/11 6/29/2011 XS0131749623 BCA POP MI 01/XX 7/2/2011 XS0131858838 TELSTRA TF 6,375% 6/29/2011 XS0131944323 INTESA 6,988 01/18 7/12/2011 XS0132052563 BANCO BPI 01/11 FLR 7/20/2011 XS0132179713 BAYERIS.01/11 5,375% 7/12/2011 XS0132229088 VEN BOL 01/11 11,125 7/25/2011 XS0132407957 DEUTSCHE TEL. 6,625% 7/11/2011 XS0132491217 CREDIOP O. 01/16 ZC 7/31/2016 XS0132915355 ARENA 01/53 5,46% 7/19/2011 XS0133144898 ITALY 01/16 5,75% 7/25/2011 XS0133872498 MELIORB.01-11 5,20% 8/16/2011 XS0135791217 BNP 01/PERP, 6,625% 10/23/2011 XS0136341814 FREDDIE MAC TF 1/15/2012 XS0136631065 HSBC NY 01-11 FLR 5/15/2011 XS0137544465 FIAT 01/11 STEP 11/7/2011 XS0138172944 REG UMBRIA 01-20 TV 6/30/2011 XS0138653372 FINMEK INT.01/50 7% 12/3/2011 XS0138717953 AVIVA PLC TF 5,75% 11/14/2011 XS0139486079 CEB5.5%GE12 1/18/2012 XS0139662067 ERSTE GROUP BANK TF 12/14/2011 XS0140090514 ENERGIEVERSORGUNG TF 12/14/2011 XS0140280644 AHOLD FINANCE 5,875 3/14/2011 XS0141843689 BNP 02/XX 6,342% 1/24/2012 XS0142044824 UPM KYMMENE TF 6,125 1/23/2012 XS0142531903 TELECOM 02/126,25% 2/1/2012 XS0143722451 ENERGIE 02/12 5,875 2/28/2011 XS0143731445 UNICR. 02/12 6,10% 2/28/2011 XS0143736162 INVESTOR 02/12 6,125 3/5/2011 XS0143998440 DEPFA DEUTSCHE 02/12 3/6/2011 XS0144129649 RE.ITALY 02/12 5,625 6/15/2011 XS0144238002 POLAND R.02-12 5,50% 3/12/2011 XS0144496048 B.POP.INTRA 02-2012 8/1/2011 XS0145005020 ORIO FINANCE CL A 5/15/2011 XS0145107297 VENICE CITY TV 02/12 3/26/2011 XS0145117502 LANDESBK HESSEN 5,5% 3/22/2011 XS0145620281 LLOYDS-02/14 5,875% 7/8/2011 XS0145758040 BAYER 02/12 6% 4/10/2011 XS0146388656 PARMAL CV02/32 6,125 XS0146396915 BEI 02/12 12,5% 5/14/2011 XS0146556385 TDC 02/12 6,50% 4/19/2011 XS0146643191 OLIVETTI FIN. 7,25% 4/24/2011 XS0147030554 RWE FINANCE BV 6,125 10/26/2011

Security Description Payment Date FungibleXS0148015885 UMBRIA 02/17 5,425% 6/30/2011 XS0148310294 EU INVEST BANK 5,375 10/15/2011 XS0148579153 EONINT6.375%MG17 5/29/2011 XS0148887564 ALLIANZ 02/22 6,125 5/31/2011 XS0148956559 DEUTSCHE TELEKOM INT 5/29/2011 XS0149216722 TUSCANY 02/22 FLR 6/12/2011 XS0149298860 SNS B.N.02-12 5,625% 6/14/2011 XS0149955360 CR FI 02/12 FLR 3/21/2011 XS0150055647 ARENA 02-54 5,25% 6/29/2011 XS0150307980 POSTE IT 02/12 5,25% 7/3/2011 XS0154444870 FREDDIE MAC TF 1/15/2012 XS0155106171 BUNDES.02/12 4,6250% 9/27/2011 XS0155972325 MPS ZC 2002/2012 12/20/2012 XS0156017955 UMBRIA 4,85965 02/18 6/30/2011 XS0156266586 CARS ALLIAN.02/17 TV 4/25/2011 XS0156270935 LANDESBANK BADEN 4/9/2011 XS0156273012 BAYERISCHE LANDSB 4/9/2011 XS0156852559 MTE PASCHI 02/12 9/21/2012 XS0158407733 MARCHE 02/18 4,71 6/30/2011 XS0158765064 TELENOR ASA 5,875% 12/5/2011 XS0158792381 ALLIANZ 02/12 5,625 11/29/2011 XS0158866847 PROV MI FLR 02/23 7/5/2011 XS0158876564 INTESA SANPAOLO TF 12/13/2011 XS0159068807 LUSITANO MORTG CL A 3/15/2011 XS0159264570 REG LAZIO 02-28 5.69 6/23/2011 XS0159738540 FRIULI V.G. 02-12 TV 6/17/2011 XS0159861078 PELICAN MORTGAGES A 3/15/2011 XS0160028014 ABRUZZO 02/32 FLR 5/9/2011 XS0160255856 VENICE CITY 02/22 TV 6/23/2011 XS0160908249 EUROPEAN INV BANK TF 1/14/2012 XS0161100515 OLIVETTI FINANCE NV 1/24/2012 XS0161101679 OLIVETTI03-13 6,875% 1/24/2012 XS0161320634 EBRD 03/15 0,50% 1/30/2012 XS0161394324 ATLANTES MORTGAGE TV 4/17/2011 XS0161441000 CA PREFERRED TF 4/30/2011 XS0161880264 BEI 03/11 5% 2/24/2011 XS0162062888 PUGLIA REG.03-23 VAR 8/6/2011 XS0162262892 AUSTRIA REP 03/13 6% 2/28/2011 XS0162350325 BEI 03/13 2/28/2011 XS0162446354 HAMBUR. 03/15 3,265% 2/14/2012 XS0162513211 RWE AG 03-33 5,75% 2/14/2012 XS0162732951 BMW 03/13 4,625% 2/20/2011 XS0162867880 TELEF E-13EUR 5,125% 2/14/2012 XS0162878903 INT END 03/13 5,375% 2/21/2011 XS0163023848 IBERD 03/13 4,875% 2/18/2011 XS0163025546 MEDIBK 03/18 6,50 2/12/2012 XS0163254062 PROVINCE OF QUEBEC 2/27/2011 XS0163298432 SINTONIA 03/30 FLR 2/25/2011 XS0163648198 BEI 5% 03-2011 3/11/2011 XS0164179391 CARTESIO SRL 03-33 V 3/7/2011 XS0164437351 LANDESBK SCHLESWIG 3/11/2011 XS0164831843 DEUT BAHN 03/18 4,75 3/14/2011 XS0164883992 HSBC BK 03/16 4,25% 3/18/2011

Security Description Payment Date FungibleXS0165956672 HELLENIC 03-16 4,59% 4/8/2011 XS0166179381 DT 03/18 6,625% 3/29/2011 XS0166667344 VODAFONE G-15 5,125% 4/10/2011 XS0166783174 CARTESIO 03/33 FLR 3/7/2011 XS0166965797 MUNCH 03/23 6,75% 6/21/2011 XS0167014918 NORDDEUTSCHE TF 4,5% 4/23/2011 XS0167068849 RABOBANK 03/13 4,25% 4/25/2011 XS0167154680 GOLDMAN 03/13 5,125 4/24/2011 XS0167255958 CRED VALT 03/13 FLR 4/29/2011 XS0167456267 ENI SPA 03-13 4,625% 4/30/2011 XS0167864544 CARREF 03/11 4,370% 6/15/2011 XS0168632890 SAFILO 03/13 5/15/2011 XS0168882495 VOLK 03/13 4,8750% 5/22/2011 XS0169058012 EUROHYP 03/XX 5/23/2011 XS0169781753 EUROPAISCHE HYPOT TF 6/4/2011 XS0169888558 VODAF 03/18 5% 6/4/2011 XS0170239692 VATTENFALL TR. 5% 18 6/18/2011 XS0170265341 AKZO 03/11 4,25% 6/14/2011 XS0170342868 ENEL SPA 03-13 4,25% 6/12/2011 XS0170343247 ENEL 03/18 4,75% 6/12/2011 XS0170558877 EU INVEST BANK 3,625 10/15/2011 XS0170641426 ESSENT NV 03/13 4,50 6/25/2011 XS0170724479 AUSTRIA 03-13 3,25% 6/25/2011 XS0170798325 NTL-LG18 5% 7/2/2011 XS0170814890 BCA INTESA 03/11 FLR 6/27/2011 XS0171231060 LINDE 03-XX 6% 7/3/2011 XS0171597395 MARCHE 03/23 4,6478 6/27/2011 XS0171786287 BAT INTL 03/13 5,125 7/9/2011 XS0171795510 INTESA 03/13 FLR 7/11/2011 XS0171904583 DEUT BANH 03/15 4,25 7/8/2011 XS0171942757 GENERAL MOTORS 03/13 7/3/2011 XS0171943649 GEN.MOT.CORP. 8,375$ 7/5/2011 XS0172201955 HUTCHISON TF 03/13 7/8/2011 XS0172289604 KREDIT 03/11 3,50 12/15/2011 XS0172751355 REPSOL 03/13 5% 7/22/2011 XS0172771973 HYPO REAL EST TF 7/18/2011 XS0172844283 TELEKOM FIN.03-13 5% 7/22/2011 XS0172851650 RWE FIN 03/18 5,125% 7/23/2011 XS0172904103 ERSTE BK DER OESTER 7/18/2011 XS0173287516 MONTE P.03-13 4,375% 7/30/2011 XS0173549659 OTE PLC 03/13 5% 8/5/2011 XS0173649798 UNIP.ASS 03/23 5,66% 7/28/2011 XS0173793216 POLO III 03/15 4,70% 7/29/2011 XS0174155654 GOLDMAN 03/15 5/12/2011 XS0175068971 BCO HIPOTEC.03-13 3% 6/1/2011 XS0176120268 KOMMUNALKREDIT TF 9/10/2011 XS0176153350 LEHMAN BROS 7% 03-13 10/10/2011 XS0176199858 LOTHIANG 03/38 FLR 4/24/2011 XS0176409927 GRANITE 03/44 FLR 4/20/2011 XS0176666229 BUND 03/13 4,375% 9/24/2011 XS0176823424 DEUT 03/XX 5,33% 9/19/2011 XS0176838372 ALTADIS FINANCE 10/2/2011 XS0176914579 EADS 03/18 5,5% 9/25/2011

Security Description Payment Date FungibleXS0177089298 ENEL 03/23 5,25% 9/29/2011 XS0177256889 BRISA FIN 4,797% 13 9/26/2011 XS0177573937 MERRILL 03/13 4,625% 10/2/2011 XS0177588703 BCA MARCHE 03/13 FLR 4/11/2011 XS0177601811 ZURICH F 03/23 5,75 10/2/2011 XS0177618039 RESEAU FERRE 03/33 5 10/10/2011 XS0177944690 MAGELLAN 03/36 FLR 4/18/2011 XS0178483649 BEI 03/13 8% 10/21/2011 XS0178545421 LUSITANO 03/36 FLR 2/16/2011 XS0178777552 KREDIT 03/15 11/24/2011 XS0178807649 GE CAP 03/13 4,625% 10/29/2011 XS0178887732 HYPO ALPE ADRIA BANK 10/29/2011 XS0178930417 CITIGROUP ZCP 03/11 12/12/2011 XS0178997671 MORGAN STANLEY TF 11/18/2011 XS0179060974 AXA SA 03/XX FLR 4/29/2011 XS0179091425 AEM 03/13 4,875% 10/30/2011 XS0180039611 INTERNATIONA BANK 4% 12/2/2011 XS0180041278 NOSTRUM M. 03-46 VAR 3/15/2011 XS0180347519 DEXIA 03/13 FLR 5/24/2011 XS0180642869 HSH NORDBANK AG TF 11/18/2011 XS0180686304 KFW BK 03/15 11/17/2011 XS0180772484 RBS NV 4,75 2014 1/4/2012 XS0181196170 ABB 03/11 6,50 5/30/2011 XS0181273342 WOLTERS 03/14 5,125 1/27/2012 XS0181557454 DEGUSSA 03/13 5,125% 12/10/2011 XS0181673798 ROMA 03/48 5,345% 1/27/2012 XS0181782144 CR FI 03/13 FLR 3/5/2011 XS0181850834 MOLISE 03/33 FLR 6/15/2011 XS0181853184 STORM 03/45 FLR 3/22/2011 XS0181853770 STORM B.V. 03-45 TV 3/22/2011 XS0181945204 UMBRIA 03/18 4,38% 6/30/2011 XS0181965228 UMBRIA 03/23 FLR 6/12/2011 XS0182120054 DUTCH 03/35 FLR 2/20/2011 XS0182145556 REG FRIULI 2013 6/10/2011 XS0182242247 FINMECC 03/18 5,75% 12/12/2011 XS0182749738 MILAN PROV. 03/33 FL 7/6/2011 XS0183082071 SICILY 03/16 FLR 6/22/2011 XS0183944643 LEHMAN 04/14 4,75% 1/16/2012 XS0184373925 TELECOM 04/19 5,375% 1/29/2012 XS0184562816 GRANITE 04/44 FLR 3/20/2011 XS0184595311 FEDERAL HOME MORTG 1/15/2012 XS0184927761 GOLDMAN SACHS 4,75% 1/28/2012 XS0185030698 UNIC.IT. 04/14 4,375 2/10/2012 XS0185490934 CITIG 04/19 4,75% 2/10/2012 XS0185555223 ARENA I-BV 04-37VAR 2/17/2011 XS0185655445 LEHMAN 04/14 5% 2/27/2011 XS0186189154 SANPAOLO 04-11 VAR 2/25/2011 XS0186752779 B.QUE FED.04-11 TV 3/3/2011 XS0187245021 BEI 04/14 4,75% 3/30/2011 XS0187584072 SOC GEN 04/16 FLR 3/15/2011 XS0187584312 SOCIETE GENERALE TF 3/12/2011 XS0187599773 PERM 04/42 3,9615 3/10/2011 XS0187751150 GMAC 04/11 5,375% 6/6/2011

Security Description Payment Date FungibleXS0188009004 ROLLS ROYCE 04/11 3/16/2011 XS0188201619 HBOS TREAS 04/XX FLR 3/12/2011 XS0188256605 BNL 04-11 VAR 3/10/2011 XS0188689623 MERRYLL 04/11 FLR 3/22/2011 XS0188853526 HSBC BK 04/XX 5,13% 3/29/2011 XS0189293417 UNICREDITO 04/14 FLR 3/31/2011 XS0189295628 BCA LOMB. 04/11 FLR 3/31/2011 XS0189387078 BAYERISCHE LAND 5/7/2011 XS0189497414 BMW 04/11 3,875 4/6/2011 XS0189527186 HELLENIC 04/11 FLR 4/5/2011 XS0189530990 UNICREDITO 04-11 VAR 4/5/2011 XS0189713992 LETTONIA-04/14 4,25% 4/2/2011 XS0189727869 BAT HOLDINGS 4,375% 6/15/2011 XS0189769788 EDF 04/11 3,75% 4/8/2011 XS0189839078 UNICREDIT TV 04/14 4/7/2011 XS0190291582 CROATIA-04/14 5% 4/15/2011 XS0190521509 DEXIA 04/14 4,75% 4/20/2011 XS0190541101 KFW 04/16 5% 5/17/2011 XS0190630383 AGRILEASING B TV 4/26/2011 XS0191013472 DEXIA 04/11 FLR 4/21/2011 XS0191263663 BCA AGRILEASING 2011 4/1/2011 XS0191322857 SLM 04/11 FLR 4/26/2011 XS0191331411 REP OF IT 04/19 FLR 4/26/2011 XS0191352847 HELLENIC REPUBLIC TF 7/17/2011 XS0191396034 GENERAL EL.04-11 VAR 5/4/2011 XS0191546539 LANDESBANK TV 04/15 3/29/2011 XS0191589695 BCA INTESA 04/11 FLR 5/10/2011 XS0192416617 HELLENIC REPUBLIC TV 5/10/2011 XS0192503000 ENEL 04/11 4,1250% 5/20/2011 XS0192503695 ENEL 04/24 5,25% 5/20/2011 XS0192839685 STORM 04/46 FLR 3/22/2011 XS0192997756 HOLLAND M.04-38 T.V. 2/18/2011 XS0193174983 FRIESLAN BK TV 04/11 2/28/2011 XS0193212825 GRANITE M.04-44 VAR 3/20/2011 XS0193310249 DOW CHEMICAL 4,625% 5/27/2011 XS0193337796 ASM 04/14 4,875% 5/28/2011 XS0193805214 GALL 04/11 4,625 6/10/2011 XS0193864229 JP MORG C-11 4,25% 6/9/2011 XS0193944765 AUTOSTR 04/11 FLR 3/9/2011 XS0193945655 AUTOSTR 04/24 5,875% 6/9/2011 XS0193947271 AUTOSTRADE 04/14 5% 6/9/2011 XS0194097167 DUTCH 04/52 FLR 2/20/2011 XS0194140785 RABOBK 04/11 4,50% 6/28/2011 XS0194465141 RMAC 2004 CL A2C 3/12/2011 XS0194698675 AKTIA REAL ESTATE TV 3/10/2011 XS0194783352 SAN PAOLO 04/16 FLR 3/28/2011 XS0194805429 KAUPTH 04/14 FLR 3/30/2011 XS0194948617 STORA 04/14 5,125% 6/23/2011 XS0195116008 GE 04/14 7/4/2011 XS0195160329 TELECOM 04/19 6,375% 6/24/2011 XS0195487912 BANK OF AMERICA TV 1 3/28/2011 XS0195569990 NORD DEUTSCHE SECUR 7/4/2011 XS0196302425 RWE 04/14 4,625 7/23/2011

Security Description Payment Date FungibleXS0196448129 E.INVES.04-20 4,625% 4/15/2011 XS0196576804 VOLKSW 04/11 4,75% 7/19/2011 XS0196630270 LAFARGE 04/14 5% 7/16/2011 XS0196645542 DEXIA CREDIOP 6,2% 7/26/2011 XS0196712086 ACEA 04/14 4,8750% 7/23/2011 XS0196740376 BNL 2004/2016 4/22/2011 XS0196762263 EDISON 04-11 TV 4/19/2011 XS0196776214 KONINK 04/11 4,50% 7/21/2011 XS0196968399 BAYER 04/15 FLR 10/30/2014 XS0197079972 MERRYLL 04/14 2,574 4/26/2011 XS0197336968 ITALY REP 04/34 ZC 12/7/2011 XS0197409195 BANCA INTESA TV 5/4/2011 XS0197488801 DEXIA 04/12 4% 9/10/2011 XS0197508764 G.E. 04/14 FLR 4/28/2011 XS0197620411 PEMEX-04/16 6,375 8/5/2011 XS0197646218 CITIGROUP TF 04/19 8/2/2011 XS0198341587 LAZIO 04/34 FLR 8/9/2011 XS0199842906 EUROPEAN INVESTMENT 9/10/2011 XS0200284247 LEHMAN 04/14 7% 9/22/2011 XS0200597457 RBS NV TV 04/11 3/16/2011 XS0200676160 UNICR.ITAL.4,5% 2019 9/22/2011 XS0200985207 UBS AAG JE 04/19 4,5 9/16/2011 XS0201110037 REP BRAZ 04/12 8,5 9/24/2011 XS0201168894 ZURICH FIN 04/14 4,5 9/17/2011 XS0201271045 BCA INTESA 04-14 4/1/2011 XS0201484382 FORTIS 04/16 4,50 10/28/2011 XS0201740056 MEDIOCR TRENT TV 5/10/2011 XS0201827333 RABOBK 04/14 FLR 10/18/2011 XS0201883674 AIRE VALLEY MORTG A 3/20/2011 XS0202043039 DAIMLER LTD. 4,25 10/4/2011 XS0202043898 AUTO TEIL 04/14 FLR 4/1/2011 XS0202178470 SNS BK 04/11 FLR 4/6/2011 XS0202202957 GLENCORE FINANCE 9/30/2011 XS0202393285 BCA POP.UNITE 04/11 3/30/2011 XS0202417050 LEHMAN 04/14 7,50 10/27/2011 XS0202649934 REPS OT14 4,625 10/8/2011 XS0202679170 BCA POP VI 04/11 FLR 4/28/2011 XS0203341424 ES ESPR. 04/14 5,125 10/27/2011 XS0203411144 PARAGON 04/35 FLR 4/15/2011 XS0203450555 CAPITALIA 04/16 FLR 4/21/2011 XS0203470157 AXA 04/XX 6% 4/29/2011 XS0203493878 KFW TV 04/16 10/25/2011 XS0203685788 CHINA PEOPLE REP 10/28/2011 XS0203702112 BAYERISCHE 04/14 5/17/2011 XS0203712939 TERNA 4,90% 04/24 10/28/2011 XS0203714802 TERNA 04 14 4,25% 10/28/2011 XS0203896567 HOLD FIN 04/12 9,875 5/15/2011 XS0204395213 ARCELORMIT FIN 04/14 11/7/2011 XS0204565310 BEI 04/14 3,5 11/18/2011 XS0204615784 DEXIA 04/12 4% 11/26/2011 XS0204805567 NAPLES 04/37 4,533% 12/31/2011 XS0204937394 BEI 3,875% 04/2011 12/15/2011 XS0204990013 RABOBK 04/11 FLR 5/25/2011

Security Description Payment Date FungibleXS0205040305 VENETO B. SCPA 04/14 5/12/2011 XS0205081911 METSO CORPORATION 11/19/2011 XS0205091712 LIGURIA 04/19 FLR 5/18/2011 XS0205092017 LIGURIA 04/24 FLR 5/18/2011 XS0205320921 RABOBANK NEDERLAND 5/29/2011 XS0205352379 TELECOM ITALIA TV 2/23/2011 XS0205440158 ROMA 04/24 4,2870% 5/12/2011 XS0205537581 ARG.04/38 1,20% PAR 3/31/2011 XS0205540536 ARGENTINA 03/38 FLR 3/31/2011 XS0205545840 ARG.04/33 7,82% DISC 6/30/2011 XS0205550170 ARGENTINA 04/38 6/30/2011 XS0205761892 LIGURIA 04/34 4,7950 11/22/2011 XS0205935470 BK SCOT. 04/XX 5,5% 12/31/2011 XS0205938730 FRIULI 04/19 FLR 5/19/2011 XS0206050147 LUSITANO 04/47 FLR 4/16/2011 XS0206334095 AZOR MORTGAGES CL A 3/20/2011 XS0206388935 BCO VR/NO 04/11 FLR 2/25/2011 XS0206399627 BANK AUSTRIA CREDIT 2/28/2011 XS0206511130 AVIVA PLC 2004 11/28/2011 XS0206809039 ABRUZZO 04/31 FLR 5/9/2011 XS0207037507 HOLCIM 04/14 4,375% 12/9/2011 XS0207065110 UNICRE 04/20 4.375% 1/29/2012 XS0207208165 E MAC NL 04/37 FLR 4/25/2011 XS0207459594 BEI 05/15 6,5% 1/5/2012 XS0207577528 BANCA SELLA TV 04/14 3/15/2011 XS0207714022 RABOBANK TV 04-2012 12/21/2011 XS0207764712 BQUE FED CRED 04/XX 6/15/2011 XS0207766170 CIR 04/24 5,75% 12/16/2011 XS0207825364 AXA 04/XX 6% 12/20/2011 XS0208159813 B ANTONV 04/11 FLR 3/16/2011 XS0208317239 BEI-04/14 FRN 6/21/2011 XS0208374628 SARDINIA 04/34 4,383 6/20/2011 XS0208412063 FORTIS LUX 04-14 4% 12/31/2011 XS0208459023 LEHMAN BR.H.04-16 7% 12/30/2011 XS0208469253 NUON FIN BV 04/14 FL 12/17/2011 XS0209060812 KFW 5% 05-2015 1/26/2012 XS0209085215 UNICREDIT 05/12 ZC 3/16/2012 XS0209139244 REP. ARG. 03/35 PIL XS0209787166 BEI 05/15 5% 2/4/2012 XS0209956530 BEI 5% 05/2015 2/9/2012 XS0210314299 POLAND 05/20 4,20 4/15/2011 XS0210318795 DEUTSCHE T. 05-15 4% 1/19/2012 XS0210355219 CR BOLZANO 05/12 FLR 5/3/2011 XS0210406814 CS FIRST 05/16 4,50% 2/18/2011 XS0210434782 AXA 05/XX 1/25/2012 XS0210515788 TOTAL3.25%GE12 1/26/2012 XS0210581145 BCA AGRILEASING 2012 7/1/2011 XS0210584677 POP MI 05/11 3,40 12/30/2011 XS0210629522 TELEKOM 05/17 4,25 1/27/2012 XS0210710058 UNICR 05/35 6% 2/15/2012 XS0210782552 LEHMAN BROS 05/13 FL 2/1/2012 XS0210870415 BCA POP VICENZA FL.R 5/3/2011 XS0210908751 WESTLAB 05/12 FLR 8/8/2011

Security Description Payment Date FungibleXS0210918123 MTE PASCHI 05/15 2/2/2012 XS0211034466 GOLDMAN 05/15 FLR 5/3/2011 XS0211034540 GOLDMAN 05/15 4% 2/2/2012 XS0211093041 LEHMAN BROTHERS 2015 2/16/2011 XS0211105662 RABOBK 05/15 7% 2/18/2011 XS0211145965 B LOMBARDA 05/12FLR 4/29/2011 XS0211216659 RABOBK TV 05/12 8/7/2011 XS0211488811 UNICREDITO 05/15 FLR 5/2/2011 XS0211568331 HBOS 05/35 FLR 2/7/2012 XS0211631808 DRESDNER BANK AG 2/28/2011 XS0211659999 ITALEASE 05-12 VAR 5/9/2011 XS0211745210 RABOBK 05/15 5% 2/24/2011 XS0211820013 INTESA SANPAOLO ZCP 3/15/2011 XS0211840391 RABOBK 05/35 5,548% 2/23/2011 XS0211870117 MEDIOBANCA 05/20 FLR 3/14/2011 XS0211962310 BNL 05/15 FLR 5/11/2011 XS0212080195 GE CARD 05/12 3,375 2/8/2012 XS0212122534 KOMMUNALKREDIT 3,5% 2/9/2012 XS0212174683 INTERBANCA 05/15 3,5 2/21/2011 XS0212183833 HOLLAND 05/39FLR 2/18/2011 XS0212189103 RMAC PLC TV CLASS A2 3/12/2011 XS0212225188 JP MORGAN 05/17 FLR 2/21/2011 XS0212274988 BEI 05/25 5% 3/7/2011 XS0212337223 BEI-05/MZ15 FRN 3/15/2011 XS0212401920 UNICREDITO 05/15 TV 2/18/2011 XS0212420987 TALANX FINANZ 06/25 6/30/2011 XS0212549595 DEXIA FLR 05/15 3/2/2011 XS0212674575 BEI 05/20 5% 3/16/2011 XS0212683998 DEXIA 03/11 FLR 3/15/2011 XS0212694920 TURKEY 05/17 5,5% 2/16/2011 XS0212843352 THE GOLDMAN SACHS TV 3/2/2011 XS0212859515 BEI 05-2020 FL.R. 3/24/2011 XS0213060295 BARCLAYS BK 05/12 4% 3/7/2011 XS0213101230 SAN PAOLO 05/20 3,75 3/2/2011 XS0213151920 EUROPEAN INVESTMENT 3/2/2015 XS0213176596 RMS PLC 05/38 FLR 5/10/2011 XS0213178295 BOI CAP 05/XX 3/3/2011 XS0213303968 DEXIA CREDIOP 05/16 3/15/2011 XS0213425308 JP MORGAN 05/15 FLR 3/2/2011 XS0213499410 BANK OF SCOTL TV 3/16/2011 XS0213557555 ARENA BV 05/63 FLR 5/14/2011 XS0213576696 HSH NORDBANK TV 15 3/2/2011 XS0213613218 BEI TV 05/15 3/23/2011 XS0213725525 CRED VALT 05/15 FLR 3/14/2011 XS0213737702 ENERGIE 05/25 4,5% 3/4/2011 XS0213768764 DEPFA 05/11 DEPFA DE 3/31/2011 XS0213899510 LEHMAN 04/15 4% 3/9/2011 XS0213927667 B INTESA 05/17 FLR 3/3/2011 XS0213971210 LEHMAN BROS 05/15 3/18/2011 XS0214004599 BEI-05/15 VRN 3/30/2011 XS0214155458 RABOBK 05/35 7% 3/23/2011 XS0214238239 THYSSENKRUPP AG TF 3/18/2011 XS0214515172 JP MORGAN 05/15 FLR 3/25/2011

Security Description Payment Date FungibleXS0214913146 CITIGROUP TV 05/15 3/14/2011 XS0214965963 TELECOM 05/55 5,25 3/17/2011 XS0215093534 FINMECC 05/25 4,875% 3/24/2011 XS0215301580 BEI-05/15 TRY 9,625% 4/1/2011 XS0215391128 ALPHA 05/12 FLR 3/23/2011 XS0215451559 POP LODI 05/15 4,625 3/23/2011 XS0215599118 DEUTSCHE APOTHEKER 3/29/2011 XS0215709238 JYSKE 05/12 FLR 4/4/2011 XS0215743252 BCA INTESA 05/15 4/1/2011 XS0215828756 CAPITALIA FL.R 05-12 4/5/2011 XS0215828830 PORTUGAL 05/12 3,75% 3/26/2011 XS0215828913 PORTUGAL TELECOM 3/24/2011 XS0216048107 DEKABANK DEUTSCHE 4/6/2011 XS0216067669 B.POPOLARE TV 05/15 4/8/2011 XS0216258763 REP OF AUSTRIA 05/20 4/22/2011 XS0216601673 HSH NORDBANK AG 4/7/2011 XS0216830199 DUTCH MBS 05/07 FLR 4/2/2011 XS0217066801 BEI 05/17 4% 4/27/2011 XS0217199602 MONTE PASCHI ZCP 11 5/20/2011 XS0217395705 NORTH ROCK05/15 3,75 4/20/2011 XS0217568061 AIRE VALLEY MORT CLA 3/20/2011 XS0217804300 UMBRIA 05/19 3,6448 6/30/2011 XS0217831618 MOLISE 05/35 FLR 4/20/2011 XS0218205473 CASTORO RMBS 05/41 F 4/28/2011 XS0218339835 INTESA 05/12 FLR 5/12/2011 XS0218439544 CRED. EMILIANO 05/12 5/4/2011 XS0218461399 AUSTRIA REP 05/15 FL 5/20/2011 XS0218465382 DEPFA DEUTSCHE 05/11 5/31/2011 XS0218469962 GENERALI 05/15 3,875 5/6/2011 XS0218733813 TELIASON 05/12 3,625 5/9/2011 XS0218734118 TELIASON.05/15 4,125 5/11/2011 XS0218766664 BCA INTESA 05/15 FLR 5/6/2011 XS0218866027 KFW 2005/2015 TV 2/20/2011 XS0218873072 BCA INTESA 05/12 FLR 5/11/2011 XS0218952702 BARCLAYS 05/15 4% 6/3/2011 XS0218956109 BEI 05/15 3% 5/12/2011 XS0219530325 DEXIA 05/15 6% 2/16/2011 XS0219718714 HYPO ALPE ADRIA BANK 2/24/2011 XS0219724878 BEI 05/37 4% 10/15/2011 XS0219808549 BEI 05/20 6/8/2011 XS0219927802 GE CAP EUR 05/12 FLR 2/28/2011 XS0220101744 REP AUSTRIA FLR 2015 3/15/2011 XS0220252521 ITALY REP 05/20 FLR 6/8/2011 XS0220308760 CREDITANSTALT TF 6/2/2011 XS0220377906 TALISMAN 1 FINAN TV 4/15/2011 XS0220420763 BEI7.5%GN16 6/1/2011 XS0220507023 EUROP INV BK 05/20 6/22/2011 XS0220543762 AGRILEAS 05/12 FLR 3/7/2011 XS0220790934 GAZ 05/15 5,875% 6/1/2011 XS0220826555 HSBC 05/12 6/8/2011 XS0220957061 RMAC 2005 TV CL A2C 3/12/2011 XS0220989692 ABBEY NATL 3,375% 05 6/8/2011 XS0220993454 KFW TV 05/20 6/22/2011

Security Description Payment Date FungibleXS0221082125 RBS TV 05/15 3/8/2011 XS0221500571 REP AUSTRIA FL.R 05 3/29/2011 XS0221500811 HBOS TREAS FL.R. 12 3/14/2011 XS0221520090 B SELLA 05/12FLR 3/21/2011 XS0221671547 BPU 05/12 FLR 3/20/2011 XS0221713216 THEMELEION MORTGAGES 4/12/2011 XS0221793499 CITI 05/12 FLR 3/14/2011 XS0221968042 BEI 05/15 2,75% 6/30/2011 XS0222117227 BEI 05/20 FLR 6/30/2011 XS0222189564 REP.ITALY 05-2020 FL 6/15/2011 XS0222372178 IBERDROLA 05/15 3,50 6/22/2011 XS0222377300 GLAXOSM 05/12 3% 6/18/2011 XS0222383027 GLAXOS4%GN25 6/16/2011 XS0222425471 BUCHAREST 05/15 6/22/2011 XS0222468950 MEDIOCR TN 05/15 FLR 8/10/2011 XS0222473877 GERMAN POSTAL 3,375% 1/18/2012 XS0222681552 JP 05/15 FLR 6/29/2011 XS0222684655 MAGELLAN 05/58 FLR 5/15/2011 XS0222695008 B.OF IRE.05-15 3.25% 6/22/2011 XS0222737529 ITALY REPUBLIC 2021 6/28/2011 XS0222754375 RABOBK 05/15 6/20/2011 XS0222759689 EURP.INV.BK TV 7/15/2011 XS0222766973 KONINKLIJKE 05/15 4% 6/22/2011 XS0222798661 CLERICAL 05/XX 4,25% 6/24/2011 XS0222800152 B.AGRILEASING TV 15 3/27/2011 XS0222841933 POP MI 05/15 FLR 3/29/2011 XS0222844952 BEI 05-2020 7/15/2011 XS0222944588 BCA INTESA 05/20 FLR 6/29/2011 XS0222998089 TELECOM ITALIA TF 12/29/2011 XS0223064139 HELLENIC REPUBLIC TF 7/6/2011 XS0223116541 GOLDMAN SACHS 2020 6/28/2011 XS0223234823 BAT INT 05/12 3,625% 6/29/2011 XS0223429084 HUTCH. 05/15 4,125% 6/28/2011 XS0223451500 GOLDMAN SACHS 2025 6/30/2011 XS0223454512 BCA POP LODI INV TRU 6/30/2011 XS0223484345 CITY OF MILAN 05/35 6/29/2011 XS0223635730 MERRILL 05/12 1% 3/30/2011 XS0223791517 EUR.INV.BK.05-35 8% 7/27/2011 XS0223870907 HELLENOC 05/24 7% 7/7/2011 XS0224227313 HELLENIC REPUBLIC 7 7/13/2011 XS0224346592 LEHMAN BROS 05/12 FL 4/20/2011 XS0224365899 BEI 3,25% 05-2017 7/26/2011 XS0224366608 REP AUSTRIA 7% 05-25 8/4/2011 XS0224713254 REP AUSTRIA 05/2025 7/28/2011 XS0224883503 BANCA INTESA TF 7/26/2011 XS0225050680 BEI 7,50% 05/2020 8/5/2011 XS0225151520 MS 05/12 3,375% 7/20/2011 XS0225152411 MORGAN 05/12 FLR 4/20/2011 XS0225369403 BAYER 05/2105 5% 7/29/2011 XS0225405991 INTER AM 05/15 6,25% 7/28/2011 XS0225425759 RABOBK 05/15 8/10/2011 XS0225513703 EUROP INV BK 05/12 10/15/2011 XS0225790533 MORGAN STANLEY TV 8/2/2011

Security Description Payment Date FungibleXS0226191798 UNICR 05/20 FLR 8/26/2011 XS0226233384 BEI 05/15 FLR 2/17/2011 XS0226781242 KAUPTHING FL.R 05/12 2/17/2011 XS0227040283 BK OF AMERICA 05/12 5/15/2011 XS0227409389 BEI-30ST15 TRAGUARDO 3/30/2011 XS0228052402 UNICREDIT TV 05/20 8/22/2011 XS0228191606 EUROPEAN INVESTMENT 9/16/2011 XS0229097034 CREDIT SUISSE TM 9/14/2011 XS0229224836 KFW 05/35 7% 9/26/2011 XS0229316442 BEAR STERNS TF 12/7/2011 XS0229318737 UNICRED.ITAL.FL,R 13 4/11/2011 XS0229808315 REP AUSTRIA 05-25 7% 4/10/2011 XS0229814040 B.E.I. 5% 02-2020 11/4/2011 XS0229840474 DEUTSCHE BK TV 3/22/2011 XS0230154121 MEDIOBK 05/15 FLR 4/5/2011 XS0230228933 BEI 3,125% 05-2015 10/15/2011 XS0230461054 SLM CORP TF 3,125% 9/17/2011 XS0230663196 UNILEVER NV 3,375% 9/29/2011 XS0230694233 LUSITANO 05/48 FLR 3/15/2011 XS0231003046 GOLDMAN 05/12 FLR 4/4/2011 XS0231106799 RABOBK 05/25 FLR 4/14/2011 XS0231140970 POP VICENZA 05-2012 4/5/2011 XS0231160812 BEI 05/20 5% 10/10/2011 XS0231230292 BCO VERONA 05/12 FLR 3/28/2011 XS0231264275 MOL HUNG 05/15 3,875 10/5/2011 XS0231283143 DEXIA CL TV 05/2020 10/14/2011 XS0231555672 JP MORGAN 05/15 4/12/2011 XS0231558858 REP.AUSTRIA 8% 05/35 10/24/2011 XS0231608208 JPMORGAN TV 05/17 10/14/2011 XS0232989532 UNICREDITO IT. FL.R. 5/2/2011 XS0233286078 BEI 05/25 TV 11/18/2011 XS0233436731 BCA INTESA 05/15 FLR 4/27/2011 XS0233447936 ROYAL BK ECOSS 05/15 5/16/2011 XS0233544625 NRW 05/15 FLR 5/4/2011 XS0233807733 RBS NV TV 05/15 11/9/2011 XS0233885531 BARCLAYS BK 05/15 FL 5/23/2011 XS0233988004 HSBC 05/15 3,75% 11/4/2011 XS0234082872 BUENOS AIR.06/35 2% 5/15/2011 XS0234085461 PROV BUENOS AIRES 20 5/1/2011 XS0234096237 HUNGARY 05/12 FLR 5/2/2011 XS0234284668 OLD MUTUAL 05/XX 5% 11/4/2011 XS0234546538 MERRILL LYNCH 05/20 11/18/2011 XS0234847068 BCA INTESA 05/20 FLR 6/12/2011 XS0234963725 MERRILL 05/11 FLR 5/15/2011 XS0235012951 POP VR NO 05/15 FLR 5/18/2011 XS0235364121 INTESA 05/11 ZC 11/29/2011 XS0235394037 INTESA 05/15 FLR 5/23/2011 XS0235419800 PARAGON MORTGAGES 41 3/15/2011 XS0235605853 LAFARGE TF 4,25% 3/23/2011 XS0235645487 AUSTRIA REPUBLIC 12/2/2011 XS0236179270 SACRES SOCIEDADE CLA 3/21/2011 XS0236183207 INTL 05/11 FLR 5/15/2011 XS0236401716 CALYON TF 2,75% 11/30/2011

Security Description Payment Date FungibleXS0236470521 SARDINIA 05/35 FLR 5/28/2011 XS0236477377 INTESA 05/15 FLR 12/2/2011 XS0236480322 MTE PASCHI 05/17 FLR 2/28/2011 XS0236515309 RABOBK 05/25 FLR 6/16/2011 XS0236849005 PREPS 2005 CL A1 6/8/2011 XS0237303598 TELECOM 05/12 FLR 3/7/2011 XS0237370605 HIPOTOTTA CL A 2048 3/30/2011 XS0237713226 GAZ CAP 05/12 4,56% 12/9/2011 XS0237788079 MORGAN STANLEY TV 1/5/2012 XS0238400229 BCA INT 05/20 FLR 6/21/2011 XS0238778053 BANCA INTESA TV 2020 3/20/2011 XS0238868805 FRIULI 05/20 FLR 6/16/2011 XS0238916620 MONTE PASCHI TV 2018 4/15/2011 XS0239249518 MESDAG CL A TV 4/25/2011 XS0239438160 POP VR NO 05/12 FLR 3/29/2011 XS0240732114 HUNGARY 06/16 3,5 7/18/2011 XS0240919372 FRESEN 06/16 5,50% 7/31/2011 XS0241042141 GE CAP 06/16 4,625 1/18/2012 XS0241109585 FINDOMESTIC TV 10/16 4/27/2011 XS0241198315 UNICREDIT IT TF 5% 2/1/2012 XS0241369577 UNICR 06/16 3,95% 2/1/2012 XS0241413813 INTESA 06/11 9/9/2011 XS0241946630 TELEFONICA EMISIONES 2/2/2012 XS0242030426 CREDEM 06/13 FLR 4/30/2011 XS0242423589 HOLLAND MRTG BACK 40 3/19/2011 XS0242696804 MEDIOBK 06/21 FLR 8/10/2011 XS0242820586 MEDIOBANCA 3,75% 16 2/2/2012 XS0242979424 BANCA INTESA ZC 4/27/2012 XS0242985405 MERRILL 06/12 ZC 3/31/2012 XS0242988177 GOLDMAN 06/13 5/4/2011 XS0242988334 GOLDMAN 06/13 3,75% 2/4/2012 XS0243023859 JP MORGAN 06/16 4% 3/1/2011 XS0243080065 BQE FED 06/16 FLR 5/10/2011 XS0243132809 B POP VR NO 06/13 FL 5/8/2011 XS0243137279 MERRILL LYNCH TV 3/6/2011 XS0243207585 KREDIT 06/11 FLR 2/21/2011 XS0243399556 SANPAOLO 06/18 FLR 2/21/2011 XS0243518403 BAA 06/18 4,50% 2/15/2012 XS0243636866 CITIG. 06/16 FLR 5/9/2011 XS0243960290 HERA 06/16 4,125% 2/16/2011 XS0244082219 GE 06/13 3,5% 2/14/2012 XS0244126107 FIAT FIN 06/13 6,625 8/15/2011 XS0244141247 CAPITALIA FLR 06/11 2/21/2011 XS0244425194 ITALY 06/21 FLR 3/17/2011 XS0244505979 ITALEASE 06/16 FLR 3/1/2011 XS0244701487 CR FIRENZE 06/13 FLR 2/22/2011 XS0244741434 NORDRHEIN LAND 2016 3/8/2011 XS0245036404 BPU 06/11 FLR 2/28/2011 XS0245125256 BCA INTESA 06/11 3,5 2/24/2011 XS0245166367 GE CAP 06/16 FLR 2/22/2011 XS0245306716 BNL 06/13 FLR 3/7/2011 XS0245358865 ALPHA CREDIT TV 2/28/2011 XS0245835540 MORGAN STANLEY 2013 3/1/2011

Security Description Payment Date FungibleXS0245836431 MORGAN ST 06/13 FLR 3/1/2011 XS0245906150 DUNA AUTOPALYA 2025 3/30/2011 XS0246216187 INTESA SPAOLO ZCP 3/27/2011 XS0246359532 VOLK 06/16 FLR 3/14/2011 XS0246487457 RBS NV 4,31 3/10/2011 XS0246516149 BEI 06/16 ZC 3/30/2016 XS0246672355 ARENA FL.R CLASS A 3/17/2011 XS0246688435 SAN PAOLO 06/13 FLR 3/15/2011 XS0247027070 MTE PASCHI 06/13 FLR 3/22/2011 XS0247594079 ITALY REP 06/26 FLR 3/29/2011 XS0247626962 NATIONAL GRID 4,125% 3/21/2011 XS0247647539 SANTANDER 06/11 FLR 3/23/2011 XS0247679573 LEHMAN 06/11 FLR 3/17/2011 XS0247757718 UNICREDIT 06/16 FLR 3/15/2011 XS0247770224 REP IT 06/18 FLR 3/22/2011 XS0247784100 BCA POP EMILIA 06/16 3/23/2011 XS0247802522 STMICROELECT TV 13 3/17/2011 XS0247812836 DAIMLER JAPAN LTD.2% 3/21/2011 XS0248005471 REXAM 06/13 4,375 3/15/2011 XS0248012923 KONINKLIJKE KPN TF 3/18/2011 XS0248264060 PERMANENT FIN CL A 3/10/2011 XS0248513540 SANTAND 06/13 FLR 4/5/2011 XS0248595091 RMAC SECURITIES CL A 3/12/2011 XS0248693854 BPU 06/16 FLR 3/29/2011 XS0248695800 BCA MARCHE 06/11 FLR 4/4/2011 XS0248814401 CITI 06/11 FLR 3/28/2011 XS0248869991 MAGYAR 06/11 3,75% 3/24/2011 XS0248972738 AKTIA REAL ESTATE 4/10/2011 XS0249026682 HBOS 06/16 FLR 3/29/2011 XS0249057489 HYPO PUBLIC FIN TV 3/28/2011 XS0249073767 NORTHERN 06/14 3,625 3/28/2011 XS0249093526 BQUE FED 06/16 3/31/2011 XS0249260364 ULSTER BANK FINANCE 3/29/2011 XS0249277681 HSBC FIN.CORP. 06-13 4/5/2011 XS0249278655 BCA INTESA 06/13 FLR 4/11/2011 XS0249443879 BK AMERICA 06/18 4% 3/28/2011 XS0249466730 PROSEC 06/16 4,668% 6/30/2011 XS0249816579 BEI 06/11 3,625% 10/15/2011 XS0249857094 CAPITALIA FL.R. 2016 4/7/2011 XS0249881474 DNB 06/11 FLR 4/11/2011 XS0249938175 INTESA SANPAOLO TV 4/19/2011 XS0250172003 BBVA 06/13 4/22/2011 XS0250309159 LITHOS 06/42 FLR 2/23/2011 XS0250338844 ING BK 06/16 FLR 4/11/2011 XS0250502233 LEEDS BUILDING TV 11 4/11/2011 XS0250578134 MERRIL 06/16 FLR 4/6/2011 XS0250709333 ADECCO INTERNAT 4.5% 4/25/2011 XS0250873642 SVENSKA HAND TF 4/20/2011 XS0250885810 CREDEM 06/11 FLR 4/21/2011 XS0250886388 BFCM 06/13 FLR 4/20/2011 XS0250971222 MORGAN STANLEY 2016 4/13/2011 XS0251558580 FRIESLAN TV 06/13 4/26/2011 XS0251614755 MEDIOBK 06/11 FLR 4/21/2011

Security Description Payment Date FungibleXS0251780762 CERT SG TWIN WIN E C XS0252326409 REGION LAZIO 5,695% 5/2/2011 XS0252366025 AMERICAN INTL TV% 11 4/26/2011 XS0252417620 SACHSEN 06/16 FLR 5/10/2011 XS0252834576 LEHMAN BROS TV 11 5/4/2011 XS0252835110 LEHMAN 06/11 FLR 5/4/2011 XS0253383912 ABRUZZO 06/26 FLR 5/5/2011 XS0253627136 ELM B.V. 5,252% 2006 5/25/2011 XS0253851280 GOLDMAN 06/11 FLR 5/11/2011 XS0253995368 FIAT FINANCE 5,625% 5/15/2011 XS0254095663 LOTTOM. 06/66 8,25% 3/31/2011 XS0254095747 LOTTOMATICA TF 8,25% 3/31/2011 XS0254171191 LEHMAN 06/16 FLR 2/19/2011 XS0254356057 GE CAP 06/21 FLR 2/17/2011 XS0254669855 METROGAS SA 06/14 FL 6/30/2011 XS0254905846 TELECOM IT. 4,75% 14 5/19/2011 XS0255015603 BANKAMERICA 06/16 FL 2/18/2011 XS0255101270 HVB ESTATE 06/11 FL 2/24/2011 XS0255243064 GOLDMAN 06/16 FLR 2/23/2011 XS0255300633 BQUE FED 06/16 4,375 5/31/2011 XS0255385444 IFIL INVEST TV 3/9/2011 XS0255673070 ITALEASE 06/XX FLR 3/6/2011 XS0255820804 PASCHI 06/16 4,875 5/31/2011 XS0256334664 BCA AGRIL 06/11 FLR 3/14/2011 XS0256368050 POP VR NO 06/11 FLR 3/15/2011 XS0256396697 BANCA CARIGE TV 6/16 3/7/2011 XS0256778464 ABN AMRO TV 06/18 2/28/2011 XS0256813048 BCC MORTGAGES 06/38 3/12/2011 XS0256975458 GENERALI 06/XX 5,317 6/16/2011 XS0256975888 GENERALI FINANCE BV 6/16/2011 XS0256997007 EDP FIN 4,625 06/16 6/13/2011 XS0257010206 GENERALI 06 P. 6,269 6/16/2011 XS0257022714 LEHMAN 06/13 FLR 3/12/2011 XS0257241272 EMIRATES BANK INTER 3/15/2011 XS0257589860 EMAC DE 2006 CLASS A 2/25/2011 XS0257712579 TAURUS CMBS CL A 4/22/2011 XS0257767631 TITAN EUROPE CL A TV 4/24/2011 XS0257807957 VODAFONE 06/16 4,75 6/14/2011 XS0257808500 VODAFONE 06/12FLR 4/13/2011 XS0257829688 CR BZ 06/11 FLR 3/20/2011 XS0257884436 NED. GAS. 06/21 4,50 6/20/2011 XS0257897842 BEI 06/11 15,75% 9/27/2011 XS0257993054 THEMELION II MTG 5/2/2011 XS0258132272 BEI 06/16 7/21/2011 XS0258238343 TWIN WIN CERT.NIKKEI XS0258428712 FORTUM 06/16 4,5% 6/20/2011 XS0258679983 DEXIA CREDIOP 06/12 8/30/2012 XS0258970051 EUROPEAN INVEST 14% 7/5/2011 XS0259257003 CITIGR 06/13 FLR 3/28/2011 XS0259400918 BANCA ITALEASE TV 3/28/2011 XS0259653292 BPU TV 06/16 3/30/2011 XS0259658507 REG.CAMPANIA 06/26 6/29/2011 XS0259833431 MEDIOBK 06/12 6% 7/28/2012

Security Description Payment Date FungibleXS0259993045 BQUE FED 06/13 FLR 4/12/2011 XS0260007934 RBS NV 3,5% 7/31/2011 XS0260024277 HELLENIC 06/18 FLR 7/5/2011 XS0260057285 AXA SA 5,777% UNDATE 7/6/2011 XS0260141584 GERMAN RESIDENTIAL 4/20/2011 XS0260349492 HELLENIC REPUBLIC TF 7/10/2011 XS0260784318 MAGELLAN 06/59 FLR 4/20/2011 XS0260896542 SCHNEIDER 4,50% 2014 1/17/2012 XS0260981229 HBOS TREAS 06/16 7/13/2011 XS0261469505 ANZ BK 06/11 FLR 4/18/2011 XS0261493638 BCA SELLA 06/11 FLR 4/26/2011 XS0261808561 ITAU EUROPA 06/11 FL 4/27/2011 XS0262066698 RBS NV 06/12 4/30/2011 XS0262384471 MERRILL LYNCH 1% 14 10/5/2011 XS0262719320 GRIFONAS FIN CL A TV 2/28/2011 XS0263593765 MERRILL LYNCH TV 13 5/9/2011 XS0263779430 UNICREDITO ITAL ZC 12/29/2012 XS0264171983 RBS NV 06/12 3% 9/29/2011 XS0264382176 SANTAND 06/12 FLR 2/24/2011 XS0264634329 SG ACCEOTABCE ZCP 11/27/2013 XS0264828103 HIPO ALPE ADRIA BANK 8/24/2011 XS0265206226 CERT DRESDNER TWIN XS0265296623 MERRILL 06/14 FLR 2/25/2011 XS0265897891 SG CERT INDICE WOWAX XS0265919968 SG CERT WORLD BIOENE XS0265921279 SG CERT ERIX XS0265921600 SG CERT INDICE SOLEX XS0265976505 MEDIOBK 06/12 3,20 9/29/2011 XS0266102226 CERT M.STANLEY ODC XS0266760965 VODAFONE 06/13 FLR 3/7/2011 XS0266838662 AIB GROUP TV 3/15/2011 XS0266838746 SIEMENS 06/66 5,25% 9/14/2011 XS0266920320 DANSKE 06/11 FLR 3/8/2011 XS0266947281 UNICREDIT 06/16 FLR 3/15/2011 XS0267063435 RBS NV 09/16 3/14/2011 XS0267101466 DEXIA 06/12 0,88 2/20/2011 XS0267299633 BK AMERICA 06/13 FLR 3/14/2011 XS0267516598 ING VERZEKERINGEN NV 9/18/2011 XS0267516911 ING VER 06/13 FLR 3/18/2011 XS0267703352 UNICREDIT TV 06/16 3/20/2011 XS0267704087 UNICREDITO ITALIANO 9/20/2011 XS0267742921 ROTHSCHILDS TV 3/21/2011 XS0267821394 NATIONAL GRID PLC 12 4/18/2011 XS0267827169 MERRILL 06/18 FLR 3/14/2011 XS0267828308 MERRILL 06/18 4,625 9/14/2011 XS0268113684 UNT SGA NV XS0268160768 CAM INTERNATIONAL 3/29/2011 XS0268297396 WACHOVIA BK 06/11 FL 3/19/2011 XS0268320800 OPT BK 06/16 5,27 9/19/2011 XS0268404653 BCA LOMB 06/13 FLR 3/28/2011 XS0268558375 BK OF IRELAND TV 3/28/2011 XS0268583993 BERTELS.06/16 4,75% 9/26/2011 XS0268587127 HUTCHINSON WHAMPOA 9/21/2011

Security Description Payment Date FungibleXS0268642161 LUSITANO MORTGAGES 4/15/2011 XS0268704458 CR FERRARA TV 06/11 3/22/2011 XS0269056056 B.STEARNS 06/13 FLR 3/26/2011 XS0269136163 HBOS TREASURY TV 3/30/2011 XS0269184130 SANTANDER INTL TV 11 4/5/2011 XS0269226238 KBC INTERN TV 06/11 4/4/2011 XS0269251855 TELENOR 06/11 FLR 3/28/2011 XS0269268586 WM COVERED 06/16 4% 9/27/2011 XS0269878905 ITV PLC TF 4,75% 10/3/2011 XS0269908231 MEDIOB TV INTL 2011 11/21/2011 XS0270002669 MEDIOBK 06/18 5,375 10/11/2011 XS0270008864 MEDIOBANCA TV 06/16 4/11/2011 XS0270347304 GOLDMAN SACHS GROUP 10/12/2011 XS0270349003 GOLDMAN S.06/21 TF 10/12/2011 XS0270503369 RHODIA 06/13 4/15/2011 XS0270510653 PERMANENT 06/33 FLR 4/16/2011 XS0270776411 GLENCORE FIN 5,25% 10/11/2011 XS0270800815 MS 06/16 4,375% 10/12/2011 XS0270990921 CR FIRENZE 06/13 FLR 4/26/2011 XS0271020850 CEZ 4,125% 06/13 10/17/2011 XS0271077538 MERRILL LYNCH S&P MI XS0271352691 NOTHERN 06/11 3,875% 10/18/2011 XS0271757832 ENBW INTL 06/16 4,25 10/19/2011 XS0271772559 DRESNER BK06/16 10/20/2011 XS0271939273 PIRAEUS GROUP FIN 11 4/26/2011 XS0272191791 NORDEA 06/11 3,75 10/25/2011 XS0272248492 MAGYAR 4,125% 2013 10/30/2011 XS0272266049 HBOS 06/13 FLR 4/24/2011 XS0272309385 BCO POP VR 06/21 FL 11/15/2011 XS0272317990 LUSITANO SMA N. 1 2/21/2011 XS0272359489 BEI 06/16 3,875% 10/15/2011 XS0272401356 HYPO ALPE TF 4,25% 10/31/2011 XS0272418590 BPU TV 06/18 4/29/2011 XS0272574020 CR FI 06/11 FLR 5/9/2011 XS0272605519 DEUT, TEL 06/13 4,50 10/25/2011 XS0272672113 HSBC 06/13 FLR 4/28/2011 XS0272758698 NORD WESTF. 06/20 FL 11/7/2011 XS0272762963 GAZ 06/14 5,03 2/25/2011 XS0272770396 GE CAP 06/16 4,125 10/27/2011 XS0273103894 ANAPTYXI TV 06/41 2/20/2011 XS0273120716 YORKSHIRE 06/12 4% 11/7/2011 XS0273234137 MERRILL 06/11 FLR 4/30/2011 XS0273235613 MERRILL 06/11 4,2% 10/31/2011 XS0273441278 CAPITALIA 06/11 FLR 5/9/2011 XS0273451822 REGIONE FRIULI 06/21 5/2/2011 XS0273766732 WELLS 06/16 4,125% 11/3/2011 XS0273823558 CITY VERONA FL.R 26 6/1/2011 XS0273902691 LAND NORDRH TF 4% 11/7/2011 XS0273910793 HSBC 06/11 3,875% 11/9/2011 XS0274531556 SG ACCEPTANCE NV XS0274554921 SG ACCEP S&P BRIC 40 XS0274566420 TAURUS CMBS CL A 5/4/2011 XS0274609923 MAC PROGRAM FL R 4/25/2011

Security Description Payment Date FungibleXS0274995116 CR FIRENZE 06/11 FLR 3/9/2011 XS0275093473 HBOS TREAS. 06/14 HB 1/15/2012 XS0275122165 GOLDMAN SACHS 2014 5/15/2011 XS0275164084 KONINKLIJKE TF 2017 1/17/2012 XS0275257920 BQUE FED 06/14 FLR 2/28/2011 XS0275431111 IMPERIAL 06/13 4,375 11/22/2011 XS0275436185 ENDESA 06/11 FLR 2/22/2011 XS0275494119 BCA INTESA 06/12 TV 4/18/2011 XS0275636438 DEUT 06/17 FLR 1/16/2012 XS0275670023 DNB NORD 06/11 FLR 2/22/2011 XS0275759602 WPP 06/13 4,375% 12/5/2011 XS0275776283 OTE PLC 06/16 4,625% 5/20/2011 XS0275880267 ALLIANZ FINANCE 4% 11/23/2011 XS0276033510 B.POP.VR TV 2/22/2011 XS0276060083 PIEMONTE 06/36 FLR 5/27/2011 XS0276071957 CARNIVAL 06/13 4,25% 11/27/2011 XS0276516829 BELUGA 06/96 FLR 4/28/2011 XS0276517710 BELUGA 06/99 FLR 4/28/2011 XS0276518288 BELUGA 03/99 FLR 4/28/2011 XS0276687984 REPUBLIC OF ICELAND 12/1/2011 XS0276838603 BANCA INTESA FLR 16 5/30/2011 XS0276864948 POP VI 06/11 3/15/2011 XS0276891594 MORGAN STANLEY TV 13 2/28/2011 XS0276898417 DEUTSCHE TEL INTL TV 2/23/2011 XS0277310073 RBS NV TV 07/13 1/31/2012 XS0277571385 NATION 06/13 3,875% 12/5/2011 XS0277614532 ENTRY FUNDING 06/13 3/28/2011 XS0277974076 CITIGR 06/12 FLR 4/12/2011 XS0277998760 REGION VENETO FLR 46 6/7/2011 XS0278107999 BCA LOMBARDA 06/16 3/19/2011 XS0278492706 OPERA GERMANY TV 4/20/2011 XS0278803712 BANCA INTESA 06/16 3/20/2011 XS0278862999 MERRILL LYNCH CERT. XS0279209349 MERRILL LYNCH CERT. XS0280079905 SGA ACCEPTANCE NV 12 XS0280146357 IT REP 06/57 FLR 3/15/2011 XS0280396465 OSTREG 07/39 FL 2/28/2011 XS0281902550 MERRILL LYNCH TV 1/30/2012 XS0282238467 DNB 07/14 FLR 4/16/2011 XS0282330868 ROYAL CARB CRUISES 1/27/2012 XS0282367514 TWIN WIN MAX XS0282423283 DEUTSCHE BANK AG TV 4/18/2011 XS0282533206 ALPHA 07/12 FLR 4/18/2011 XS0282583722 MORGAN ST 07/17 FLR 4/18/2011 XS0282586311 MS 07/12 4,375% 1/10/2012 XS0282627289 RCI 07/12 4/26/2011 XS0282701514 REPUBLIC OF POLAN TF 1/18/2012 XS0282766053 NED GEMEE 07/12 4% 2/15/2012 XS0282833184 RBS NV TV 07/17 4/17/2011 XS0282937985 LEHMAN 07/14 FLR 5/8/2011 XS0283070554 SANTANDER 07/12 FLR 4/30/2011 XS0283199247 TRY 07/17 14,50% 1/26/2012 XS0283267184 CARIGE 07/12 FLR 5/6/2011

Security Description Payment Date FungibleXS0283474723 STORM07-I/BV07-49 FL 4/23/2011 XS0283497930 BEAR STEARNS 7/13 FL 3/26/2011 XS0283627908 GENERALI 07/XX 6,416 2/8/2012 XS0283629946 GENERALI 07-XX 5,479 2/9/2012 XS0283708575 B.POP MI 07/14 FLR 4/29/2011 XS0284282356 MERRILL 04/14 FLR 4/30/2011 XS0284283081 MERRILL 07/14 4,45% 1/31/2012 XS0284363438 SNS 07/12 FLR 5/6/2011 XS0284710257 CITIGR. 07/17 4,375% 1/30/2012 XS0284727814 GOLDMAN 07/17 1/30/2012 XS0284728465 GOLDMAN 07/17 FLR 4/30/2011 XS0284756755 BANQUE FEDERATIVE 2/5/2012 XS0284761169 ERSTE BANK TV 5/6/2011 XS0284781431 RAIFF 07/12 FLR 5/2/2011 XS0284839882 JP MORGAN 07/14 FLR 4/30/2011 XS0284930889 ALPHA CREDIT TV 5/1/2011 XS0284945135 BCO POP. VR E NO TV 5/8/2011 XS0285100391 BK OF AMERICA 07/14 5/5/2011 XS0285127329 TURKEY 06/19 5,875% 4/2/2011 XS0285148598 CAPITALIA 07/14 FLR 5/5/2011 XS0285274030 WILCO GMBH TV 2/22/2011 XS0285388632 GE CAPITAL EUROPEAN 2/6/2012 XS0285661749 BEI 4,25% 19/2/07-13 2/19/2011 XS0285810841 MTE PASCHI 07/12 FLR 5/16/2011 XS0285839154 SG ACCEPTANCE DJ EUR XS0286031777 KOMMUNALKREDIT TF 2/7/2012 XS0286040331 BK AM.07/17 4,625 2/7/2012 XS0286061253 CREDITO VALTELL. TV 5/9/2011 XS0286420913 MEDIOCRED TN 07/14F 5/10/2011 XS0286634711 WACHOVIA 07/14 5/13/2011 XS0286704787 FRANCE 07/12 4,375% 2/21/2011 XS0286705321 FRANCE TELECOM 2/21/2011 XS0286930952 MER. 07/13 3,5 3/30/2011 XS0286968507 BPU 07/12 FL.R 5/15/2011 XS0287008220 MERRYLL 07/12 FLR 2/16/2011 XS0287035462 MERRILL LYNCH IRREGU 3/21/2011 XS0287257959 SG ACCEPTANCE NV 12 XS0287409212 REPSOL TF 07/17 2/16/2011 XS0287516214 AGRILEASING B TV 2/19/2011 XS0287675283 MORGAN STANLEY TV 9/1/2011 XS0287728827 MER 07/12 FLR 2/21/2011 XS0288133761 ACHMEA 07/15 4,25 2/26/2011 XS0288627507 GREAT HALL MORTGAGES 3/18/2011 XS0288672636 MERRILL LYNCH CERTIF XS0289011198 NAT WIDE 07/23 4,375 2/28/2011 XS0289011271 NAT WIDE 07/13 4,125 2/27/2011 XS0289088063 MEDIOBK 07/12 FLR 3/30/2011 XS0289185695 SOC GEN 07/12 4,2% 3/5/2011 XS0289186230 SOC GEN 07/12 FLR 3/7/2011 XS0289239963 CITIGR 07/14 FLR 3/5/2011 XS0289303215 BRUNEL RESID MORTG 4/13/2011 XS0289404161 RISANAMENTO 07/14 5/10/2011 XS0289619446 CR FI 07/14 FLR 3/7/2011

Security Description Payment Date FungibleXS0289620709 PREPS PLC TV 3/7/2011 XS0289819889 MESDAG BV SERIE CHAR 4/25/2011 XS0289885088 MERRILL W. XS0290050524 BEI 4,125% 2024 4/15/2011 XS0290185452 SG ACCEPTANCE NV XS0290300143 SILENUS ELOC 25 2019 5/15/2011 XS0290422095 WENDEL 07/15 4,875 9/21/2011 XS0290526036 BCA ITAL 07/12 FLR 3/14/2011 XS0290984920 NORTHERN ROCK PLC TV 3/13/2011 XS0291422979 EFG HELLAS PLC TV 3/28/2011 XS0291639440 INT S PAOLO 07/14FL 3/21/2011 XS0291680758 SG ACCEPTANCE NV DJ XS0291686284 FORTIS 07/12 ZC 4/3/2012 XS0292269544 HBOS 07/17 FLR 3/21/2011 XS0292409819 CAISSE CEN DESJAR 12 3/26/2011 XS0292467775 HELLENIC REPUBL IND 7/25/2011 XS0292631248 DEXIA 07/13 FLR 3/20/2011 XS0292650974 FL KENSINGRON M SEC 3/14/2011 XS0292750253 HOLMES MASTER TV 4/15/2011 XS0292898912 HIPOTOTTA A2 TV 2060 2/28/2011 XS0292937165 BARCLAYS 07/17 FLR 3/23/2011 XS0293187273 N. ROCK 07/18 4,125% 3/27/2011 XS0293470265 B. PSA07/12 FLR 3/29/2011 XS0293496815 RENTOKIL INITIAL 14 3/27/2011 XS0293598495 OPERA GERMANY TV 4/25/2011 XS0293632260 DEUT TEL 07/12 FLR 3/28/2011 XS0293657416 SAGRES SOC TITULARI 3/15/2011 XS0293693999 CR BZ 07/14 FLR 4/2/2011 XS0293707617 RABOBK 07/12 4,125% 4/4/2011 XS0293709662 SANTANDER INTERN TV 4/4/2011 XS0293982673 MEDIOBANCA TV 10/12 4/30/2011 XS0294266431 DEXIA 07/13 FLR 4/2/2011 XS0294266787 DEXIA 07/13 FLR 4/18/2011 XS0294291116 MEDIOBK 07/12 4% 4/26/2011 XS0294490312 GE CAP.EUR FLR 07/14 4/4/2011 XS0294513030 GELDILUX 07/14 FLR 4/8/2011 XS0294547525 DA SAINT 07/12 FLR 4/11/2011 XS0294584056 JPMORGAN CHASE NAT A XS0294895999 BREEZE 07/27 4,524% 4/19/2011 XS0294900583 COV BOND 07/12 4,125 4/5/2011 XS0295191968 DUETSCHE APOTHEKER T 4/16/2011 XS0295205347 BAYER AG 4,375% 2011 4/11/2011 XS0295383524 ELM 07/XX 5,849% 4/12/2011 XS0296237919 UBS 07/12 FLR 4/18/2011 XS0296407850 THE BANK OF NOVA S. 4/25/2011 XS0296544330 POP VI 07/14 FLR 4/18/2011 XS0296702268 SANTANDER TV 07/12 4/26/2011 XS0297099128 INTESA SPAOLO ZCP 6/7/2014 XS0297397811 CRED AGR 07/12 FLR 4/27/2011 XS0298329516 MTE PASCHI 07/14 FLR 5/9/2011 XS0298336487 MEDIOBANCA TV 07/15 5/31/2011 XS0298900217 MS 07/14 FLR 5/3/2011 XS0299049527 INTERNATIONAL BANK 5/9/2011

Security Description Payment Date FungibleXS0300055547 LEHMAN 07/12 FLR 5/10/2011 XS0300070694 LANDSCIRK 07/17 FLR 5/15/2011 XS0300196879 INTESA SANPAOLO TV 2/18/2011 XS0300345971 B.POP EMILIA TV 5/15/2011 XS0300622486 JPMORGAN BK CERTIFIC XS0300682621 AUS. NZ 07/12 4,375% 5/24/2011 XS0300845780 MERRILL LYNCH WRT XS0300900478 IFIL INV 07/17 FLR 6/12/2011 XS0300975306 GOLDMAN 07/15 FLR 2/18/2011 XS0301023049 GE CAPITAL EIROPEAN 3/30/2011 XS0301056999 WM COV 07/14 4,375% 5/19/2011 XS0301457049 IMMBO RESIDENT TV 16 3/15/2011 XS0301811070 BARCLAYS 07/17 FLR 2/28/2011 XS0302580880 BCA MARCHE 07/17 3/1/2011 XS0302633168 MERRILL 04/14 4,875% 5/30/2011 XS0302633598 MERRILL 07/14 FLR 2/28/2011 XS0302634059 LEHMAN 07/12 4% 7/20/2011 XS0302740328 ATLAS 07/14 4,75% 6/5/2011 XS0302887772 CRED SUISSE 07/12 FL 3/4/2011 XS0303396062 ING 07/17 4,75% 5/31/2011 XS0303583412 GAZ CAP 07/14 5,364 10/31/2011 XS0303655772 CAM GLOBAL 07/13 FLR 4/14/2011 XS0304458564 VODAF 07/14 FLR 3/7/2011 XS0304458721 HBOS 07/17 4,625% 6/8/2011 XS0304504003 LUDGATE 07/60 FLR 4/1/2011 XS0304508921 INT SPAOLO 7/17 4,75 6/15/2011 XS0304816076 TELECOM IT 07/16 3/7/2011 XS0304963290 BCO POP.VR NO TF 6/21/2011 XS0304963373 BCO POP VR NO 07/99 6/21/2011 XS0304987042 MUENCH 07/XX 5,767% 6/12/2011 XS0305024936 SANTANDER INTL TV 11 3/21/2011 XS0305080177 VOLK 07/11 FLR 3/28/2011 XS0305093311 FIAT FINANCE 2017 6/12/2011 XS0305113523 THEMELEION MORTG 52 5/9/2011 XS0305150137 HSH NOR 07/12 FLR 3/30/2011 XS0305171059 CELTIC RES IE MORT 3/18/2011 XS0305195074 BCA POP VI 07/14 FLR 3/15/2011 XS0305474461 RAIFF 07/12 4,75% 7/15/2011 XS0305475435 DEPFA ACS BANK TV 3/20/2011 XS0305564295 ACCEPTANCE ZCP 07/12 XS0305773706 FORTIS 07/12 ZC 6/29/2012 XS0305959552 JPMORGAN CALL 2012 XS0305960725 JPMORGAN CALL 2012 XS0305963661 JPMORGAN CALL 2012 XS0306644344 ENEL 07/17 5,25% 6/20/2011 XS0306644930 ENEL SPA TV 07/14 3/21/2011 XS0306646042 ENEL TF 07/27 6/21/2011 XS0306647016 ENEL TF 2007/2019 6/20/2011 XS0306773234 BRITISH TEL 5,25% 14 6/23/2011 XS0307005545 LAFARGE SA 08/17 6/26/2011 XS0307453026 VERBUND 07/14 5% 6/25/2011 XS0307504547 ERICSSON-17 5,375% 6/27/2011 XS0307552355 NORSKE SKOG 07/17 7% 7/26/2011

Security Description Payment Date FungibleXS0307741917 DEUT POSTBK 07/XX 6/29/2011 XS0307791698 BAT INT F-17 5,375% 2/25/2011 XS0307983683 BCO DESIO 07/12 FLR 3/29/2011 XS0308238772 POP VI 07/17 5,29% 6/28/2011 XS0308505055 BEI 07/17 4,75% 10/15/2011 XS0311458052 ESTIA MORTG CL A 2/27/2011 XS0311509060 UBI TV 07/2014 4/26/2011 XS0311764335 MERRILL LYNCH WRT XS0312208407 TELECOM IT TV 07/13 4/19/2011 XS0312981649 LUSITANO 07/60 FLR 3/15/2011 XS0313031840 MEDIOBK 07/13 FLR 8/31/2011 XS0314738963 VULCAN ELOC CL A TV 5/15/2011 XS0314997635 CR TRENT 07/16 4,75 12/20/2011 XS0318951463 RBS TV 07/11 9/28/2011 XS0319245295 DEXIA 07/12 FLR 2/28/2011 XS0319639745 GEN EL 07/67 5,5% 9/15/2011 XS0319793583 MEDIBK 07/13 FLR 9/28/2011 XS0320613382 MEDIOB TV 07/12 10/22/2012 XS0320644692 NATIONWIDE 4,625% 12 9/13/2011 XS0320670184 WARR.MERRILL LYNCH XS0321334442 CRED SUI07/17 5,125 9/18/2011 XS0321515073 MEDIOBK 07/12 4,875% 12/20/2011 XS0322571273 MEDIOBANCA ZCP 07/14 10/29/2014 XS0322918565 UNICR IT 07/17 5,75% 9/26/2011 XS0322976415 E.ON INTERNATIONAL 10/2/2011 XS0322977223 EON INTL 07/17 5,5 10/2/2011 XS0323621416 GE CAPITAL 07/12 9/28/2011 XS0323640986 UNICREDITO IT TV 12 10/10/2011 XS0323657527 MORGAN STANLEY 5,5% 10/2/2011 XS0323922376 AXA SA 07/XX FLR 10/5/2011 XS0324275535 UNICREDIT 07/13 ZC 11/23/2013 XS0324693968 CEZ A.S.TF 5.125% 10/12/2011 XS0325244787 CERT BNP A ENEL C XS0325541729 UNICRED.IT 4,8% 2017 10/23/2011 XS0326006540 LEHMAN 07/12 5,375 10/17/2011 XS0326126017 CRED AGRICOLE TV 12 4/18/2011 XS0326230181 KONINLIJK 07/17 10/17/2011 XS0326755146 POP VI 07/12 5,25% 10/29/2011 XS0327156138 MTE PASCHI 07/12 5% 10/25/2011 XS0327159074 KBC 07/12 FLR 4/26/2011 XS0327177134 BEI 07/13 4,375% 4/15/2011 XS0327237300 PROCTER 07/17 5,125 10/24/2011 XS0327304001 LITHUANIA 07/18 4,85 2/7/2012 XS0328430003 TERNA 07/23 FLR 3/15/2011 XS0328780241 REG. FRIULI 07/17 FL 4/30/2011 XS0328982623 MERRILL LYNCH 2012 XS0329663065 BP CAP. 07/12 4,50% 11/8/2011 XS0330631051 KONINKLIJKE KPN 5% 11/13/2011 XS0330805069 BEI 07/14 4,25 10/15/2011 XS0330848622 DNB NOR BOLIGKREDITT 11/15/2011 XS0330912659 CERT BNP A BASKET C XS0330913202 CERT BNP A ENEL C XS0330913541 CERT BNP A EUROSTO C

Security Description Payment Date FungibleXS0331141332 ENI 07/17 4,75% 11/14/2011 XS0335133996 GAXOSMITHKLINE 5,125 12/13/2011 XS0336285100 MEDIOBANCA TV 08/14 2/15/2012 XS0336285878 MEDIOBANCA TV 2014 2/15/2014 XS0336683254 BCA POP. VI TV 3/20/2011 XS0336728968 CERT BNP ARBI ENEL C XS0337773377 CERT BNP ARBI EURO C XS0338148520 CITIGROUP EUROPA BON 11/7/2011 XS0338237208 CITIGROUP CERT GENER XS0338237380 CITIGROUP FUND CERT. XS0338237620 CITIGROUP CERT.ENEL XS0338642050 BCO POP.COOP ZC 2/1/2014 XS0338812745 MEDIBK 08/14 7/31/2011 XS0338813636 MEDIOBANCA TV 4/30/2011 XS0339454851 RABOBK 08/18 4,75 1/15/2012 XS0340217248 DEUTSCHE POSTBANK TF 1/16/2012 XS0340256147 ROYAL BK 08/18 4,625 1/22/2012 XS0340282739 KBC INTL TV 08/14 3/31/2011 XS0340468163 MEDIOBANCA TV 08/14 2/12/2012 XS0340754760 BCO POP 08/13 FLR 2/28/2011 XS0341162450 UNICREDIT 08/14 ZC 2/28/2014 XS0341224151 UBS AG LONDON 4,875% 1/21/2012 XS0342083101 KOMMUNALKREDIT TF 1/24/2012 XS0342136313 HEIDELBERG 08/12 1/25/2012 XS0342510616 DRIVER FIVE CLASS A 3/21/2011 XS0342638094 GOLD S-FB14 3,95% 2/28/2011 XS0342993747 REP IT 08/58 FLR 3/15/2011 XS0343051701 CERT ARBI EUROSTO C XS0343536628 CERT ARBI GENERALI C XS0343537600 CERT ARBI TELECOM C XS0343689377 BANK AUSTRIA CRED TV 4/30/2011 XS0344541916 GOLDMAN 08/13 5,375% 2/15/2012 XS0344622831 MEDIOBANCA 298 ZCP 3/31/2015 XS0344625347 MEDIOBANCA 299 ZCP 3/31/2013 XS0344626311 MEDIOBANCA SERIE 300 3/31/2013 XS0345146400 CERT ML DJEUROSTO C XS0345376668 MERRILL LYNCH TV 2/19/2011 XS0345943764 MER LYNCH 08/13 1% 2/11/2012 XS0345983638 UNICREDIT 08/13 2/12/2012 XS0346402463 OTE PLC TASSO VARIAB 2/12/2012 XS0346801839 BEI ZCP 08/14 3/31/2014 XS0346959033 SNS BANK ZCP04/04/12 4/4/2012 XS0347919705 GOLD 08/11 3,50% 12/8/2011 XS0348079491 INTESA 08/13 ZC 3/14/2013 XS0348747865 GOLDM S-08/14 4,05% 3/31/2011 XS0350465422 GE CAP 08/13 4,875% 3/6/2011 XS0350977244 LATVIA 08/18 5,50% 3/5/2011 XS0351799092 STAND CHARTER 4,875% 3/11/2011 XS0352065584 BAT INTERNATIONAL FI 3/12/2011 XS0352241490 COMMERZBK 08/14 ZC 4/18/2014 XS0353180465 KRAFT 08/12 5,75 3/20/2011 XS0353181190 KRAFT 08/15 6,25% 3/20/2011 XS0353552861 MEDIOBK 08/11 FL 4/30/2011

Security Description Payment Date FungibleXS0354177023 MEDIOBANCA ZCP 08/15 5/16/2015 XS0354178427 MEDIOBANCA 2008/2013 5/16/2013 XS0354179409 MEDIOBANCA ZCP 13 5/16/2013 XS0354788258 DNB 08/11 4,75% 3/28/2011 XS0354858564 CITIGR 08/13 6,40 3/27/2011 XS0355183632 BCA AGRI 08/11 FLR 4/1/2011 XS0355666941 KONINKLIJKE FPN 6,5% 1/15/2012 XS0355868067 BARCLAYS 08/11 TM 6/16/2011 XS0355879346 BNP PARIBAS 08/11 4/4/2011 XS0356088772 DNB NOR BANK ASA 4/7/2011 XS0356222173 BEI9%DC18 12/21/2011 XS0356550425 CREDIT SUISSE FL.R 4/4/2011 XS0356838523 CRED AGR 08/11 4,875 4/8/2011 XS0356944636 SANTAND. 08/11 5,125 4/11/2011 XS0357283257 UBS 08/XX 6/11/2011 XS0357322410 MERRILL LYNCH SA XS0357333029 HELLENIC 08/16 FLR 4/11/2011 XS0357579704 MERRILL LYNCH SA WRT XS0357836955 FORTIS FINANCE 5.5 4/15/2011 XS0357891620 UBS AG LONDON 08/11 4/11/2011 XS0358344942 MS 08/11 6,50 4/15/2011 XS0359384947 INTESA 08/11 5% 4/28/2011 XS0359600821 MEDIOBANCA 3,75% 5/30/2011 XS0359607677 INST.CRED.OF ESPAN 5/14/2011 XS0360501109 MEDIOBANCA ZCP 08/15 1/14/2015 XS0360738453 BCA AGR 0/13 FLR 5/2/2011 XS0360809577 INTESA 08/18 6,625 5/8/2011 XS0360897689 QUEBEC 08/18 4,75% 4/29/2011 XS0360984735 BANCA AGRILEASING 3/1/2011 XS0361728867 CATERP 08/11 5,25%C 5/9/2011 XS0362113002 DEXIA 08/13 FLR 5/12/2011 XS0362269945 JPMORGAN CHASE 08/13 5/8/2011 XS0362401480 BCA IMI 08/14 FLR 6/30/2011 XS0362762311 BNP 08/11 5/28/2011 XS0362927096 RBS FLR 08/15 FLR 7/31/2011 XS0363471805 GE CAPITAL 08/15 5/18/2011 XS0363669408 ROYAL BK SCOT 08/13 5/15/2011 XS0363732701 BNB NOR BOLIGKREDITT 5/16/2011 XS0364125343 INTESA S.PAOLO ZC 7/21/2012 XS0364137272 OTP BL 08/11 5,75 5/16/2011 XS0364671346 BATCLAYS 08/15 5/28/2011 XS0364958719 MERRILL 08/13 6.75 5/21/2011 XS0365122299 RCI 08/11 5,25 5/27/2011 XS0365301620 THE EXPORT IMPORT B 5/22/2011 XS0365901494 LAFARGE 08/11 5,75% 5/27/2011 XS0366066149 ING BK NV FLR 5/29/2011 XS0366127545 DEUTSCHE BANK TF 5/27/2011 XS0366128782 BEI 08/14 4,50 3/30/2011 XS0366354875 INST.CRED OF ESPAN 5/27/2011 XS0366695434 BANQUE FEDERATIVE TV 3/4/2011 XS0367497681 BANCA IMI TV 08/14 6/30/2011 XS0367777884 UNCR 08/18 6,70 % 6/5/2011 XS0367884375 EON 08/14 5,25% 6/6/2011

Security Description Payment Date FungibleXS0368232327 ING BANK NV TF 5,25% 6/5/2011 XS0368800073 CZECH REP 08/18 5% 6/11/2011 XS0369258412 CARREFOUR 5,375 6/12/2011 XS0369461305 SIEMENS FIN 5,25% 12/12/2011 XS0369461644 SIEMENS FIN TF 6/11/2011 XS0369470397 REPUBLIC OF HUNGARY 6/11/2011 XS0370200528 BANCA IMI TV 08/14 7/31/2011 XS0370984345 MERRILL LYNCH 08/14 XS0371161653 MONTE PASCHI 08/11 6 6/20/2011 XS0371163600 ROMANIA 08/18 6,50% 6/18/2011 XS0371479667 CITI 08/13 FLR 4/3/2011 XS0371711663 INTESA SANPAOLO TF 6/20/2011 XS0372093921 DANSKE 08/11 5,875% 6/23/2011 XS0372104710 CREDIT AGRICOLE TF 6/24/2011 XS0372300227 POP MI 08 PERP. 9% 6/25/2011 XS0372322460 VTB 08/11 8,25% 6/30/2011 XS0372358902 BT 08/15 6,5% 7/7/2011 XS0372532514 BK AUSTRIA 08/15 FLR 3/24/2011 XS0373247104 THE CITY OF TURIN 08 6/26/2011 XS0373753499 GELDILUX TS TV 5/10/2011 XS0375220588 BARCL 08/18 6,5872 12/15/2011 XS0376607015 BEI 08/11 4,75% 4/15/2011 XS0378750581 GE 08/11 5,75% 9/23/2011 XS0378754906 ROYAL BK CAN 08/11 7/25/2011 XS0378931967 JPMORGAN CHASE TF 6% 8/1/2011 XS0379218315 MEDIOBANCA TV 9/30/2011 XS0380294016 UNICREDITO ITALIANO 10/31/2012 XS0381147601 GELDILUX TS 2008 5/10/2011 XS0381268068 CRED SU 08/13 6,125 8/5/2011 XS0381470219 BK IRELAND 08/11 FLR 5/8/2011 XS0381817005 SANTAND. 08/12 5,625 2/14/2012 XS0381983351 SOC GEN 08/13 FLR 5/8/2011 XS0382730272 SOC GEN 08/11 2/18/2011 XS0382764925 INTESA 08/13 FLR 5/13/2011 XS0383001210 BAA FUND 08/14 3,975 2/15/2012 XS0383435301 CRED AGR 08/13 FLR 2/19/2011 XS0383944013 ING BANK TV 2/21/2011 XS0384169446 ING BK 08/11 2/22/2011 XS0385088140 SVENSKA HANDLSBANKEN 9/2/2011 XS0385623128 DNB NOR BK ASA 2012 2/28/2011 XS0385688097 GE CAP EU-08/19 6% 1/15/2012 XS0385688253 GE FUNDING 08/11 FL 3/7/2011 XS0385754733 E.ON INTERNATIONAL 9/8/2011 XS0385755110 E.ON INTERN FIN BV 9/8/2011 XS0385798276 UBS AG 6.25% 030913 9/3/2011 XS0385955124 MEDIOBK 08/14 ZC 10/10/2014 XS0386125222 DANSKE BANK A S 3/8/2011 XS0386772924 TESCO PLC 5,625 9/12/2011 XS0387992661 KONINKLIJKE KPN TF 9/16/2011 XS0388131533 CESKA BK 08/12 3/15/2011 XS0389718163 HERA 08/31 4,20 4/10/2011 XS0390139599 MEDIBK 08/11 FLR 4/30/2011 XS0390553179 MEDIOBK 08/14 FLR 11/7/2011

Security Description Payment Date FungibleXS0390756285 DELTA 08/23 FLR 4/22/2011 XS0391542262 INTESA SANPAOLO ZCP 10/31/2014 XS0394518327 MEDIOBANCA TV 08/15 4/22/2011 XS0395325144 BARCLAYS BANK 4,25% 10/27/2011 XS0397709469 UNICREDITO ITALIANO 5/5/2011 XS0398322759 BEI-08/13 3,43% 11/28/2011 XS0399238079 LLOYDS TSB BANK PLC 11/17/2011 XS0399648301 RWEFIN5.75%NV13 11/20/2011 XS0400002670 IBERDROLA 08/15 11/25/2011 XS0400017199 BMW FIN 08/13 9/19/2011 XS0400736475 ELECTR FR 08/13 1/23/2012 XS0400780887 ENI 08/14 FLR 1/20/2012 XS0401494900 CARREF. 08/13 6,625 12/2/2011 XS0401859250 MEDIOBK 08/11 FLR 6/1/2011 XS0402228471 TOTAL CAPITAL 08/13 12/10/2011 XS0402476963 FINMECC 08/13 8,125 12/3/2011 XS0402707367 VODAF 08/13 FLR VODA 12/4/2011 XS0402785835 JP MRG 08/11 3,625% 12/12/2011 XS0402791304 MEDIOBK 08/12 FLR 6/3/2011 XS0403540189 LINDE FIN 08/15 6,75 12/8/2011 XS0403611204 DAIMLER 08/12 FLR 1/30/2012 XS0403623803 BK SCOT.08/11 3,375% 12/5/2011 XS0403965352 BEI 08/13 2,25% 2/15/2012 XS0404765710 AKZO 08/14 FLR 1/31/2012 XS0405121368 BNP PARIBAS TF 5% 12/16/2011 XS0405713883 INTESA 08/13 5,375% 12/19/2011 XS0405872762 CREDIT SUISSE TF 5/16/2011 XS0405876326 CELLCO 08/11 7,625% 12/19/2011 XS0406375757 MEDIOCRED.FRIULI TV 7/2/2011 XS0408095387 EON INT 09/16 FLR 1/19/2012 XS0408165008 UNICR 09/14 5,25% 1/14/2012 XS0408223138 VOLK 09/14 6,875 1/15/2012 XS0408285913 VODAF 09/16 6,625% 1/15/2012 XS0408528833 BBVA 09/14 4,875 1/23/2012 XS0408730157 BMW US 09/12 FLR 7/23/2011 XS0408774445 IBERDR 09/11 6,375% 11/25/2011 XS0408827235 MEDIOBK 09/12 FLR 1/20/2012 XS0408832151 RABOBANK NED 4,375 1/22/2012 XS0408966199 BEI 09/14 3,125 4/15/2011 XS0409153110 SAINT G 09/14 7/28/2011 XS0409318309 TEL. FIN 09/16 7,25 1/29/2012 XS0409510590 TELECOM IT.7,875 14 1/22/2012 XS0409744744 EDF 09/15 5,125 1/23/2012 XS0409749206 ELECTRICITE DE FR TF 1/25/2012 XS0410058746 JOHN DEERE 09/14 6% 1/24/2012 XS0410174659 RESEAU FERRE DE FR 1/30/2012 XS0410258833 TELEFONICA 09/14 2/3/2012 XS0410299357 EON 09/14 FLR 1/28/2012 XS0410500986 MEDIOBANCA TF 3,10% 2/27/2011 XS0410870991 SNS BANK NV 2,875% 1/30/2012 XS0410936842 BCA IMI-11 24 OPPORT 2/27/2011 XS0410937659 STE NAT DES CHEMINS 2/2/2012 XS0410961014 REPUBLIC OF POLAND 2/3/2012

Security Description Payment Date FungibleXS0411044653 ENI SPA 09/16 1/28/2012 XS0411331803 SWEDBANK AB 3,125% 2/2/2012 XS0411560153 THAMES WATER 09/13 2/4/2012 XS0411606246 TOYOTA 09/12 2/3/2012 XS0411735300 NOKIA 09/14 2/4/2012 XS0411850075 KONINKLIJKE TF 7.50% 2/4/2012 XS0412154378 BASF 09/15 6/9/2011 XS0412219254 PORTUGAL TELEC 3,75% 3/26/2011 XS0412443052 VOLK 09/16 FLR 2/9/2012 XS0412447632 VOLK 09/12 FLR 2/9/2012 XS0412798935 MEDIOBANCA TF 4,375% 1/20/2012 XS0412826579 BEI 09/19 4/15/2011 XS0412842428 RWE 09/15 FLR 2/10/2012 XS0412890153 FINMECC 09/12 FLR 12/3/2011 XS0412968793 SHELL INT 09/12 FLR 2/9/2012 XS0412968876 SHELL4.5%FB16 2/9/2012 XS0412982604 DEXIA 09/11 3,125% 10/28/2011 XS0413115337 DEUTSCHE BANK TF 2/12/2012 XS0413303339 BMW 09/13 FLR 9/19/2011 XS0413462721 EDP FINANCE 5,5% 2/18/2011 XS0413494500 TOBACCO 09/16 2/17/2011 XS0413526558 DEXIA CREDIOP TV 2/16/2011 XS0413806596 SIEMENS 09/17 2/20/2011 XS0413810606 SIEMENS 09/13 2/20/2011 XS0414313691 TOTAL 09/14 2/27/2011 XS0414582246 SANDVIK 09/14 2/25/2011 XS0414704451 GENERALITAT VALENCIA 2/24/2011 XS0415004331 VOLVO 09/14 2/27/2011 XS0415007789 BMW FIN 09/12 4/2/2011 XS0415046845 BCA IMI 09/14 FLR 5/29/2011 XS0415108892 IBERDROLA 14 4.875% 3/4/2011 XS0415624120 ROCHE HLD-16 5,625% 3/4/2011 XS0415624393 ROCHE 09/13 3/4/2011 XS0416196193 MEDIOB TM 09/13 3/16/2011 XS0416215910 GENERALI 09/14 11/11/2011 XS0416482106 TELIASONERA 09/14 3/13/2011 XS0416703808 CODEIS LYXOR ETN OIL XS0416711736 LYXOR ETN SHORT GOLD XS0416714599 CODEIS LYXOR ETN SHO XS0416722857 CODEIS LYXOR ETNGOL XS0416768686 SNS 06/14 3,50 3/10/2011 XS0416848363 STAT 09/15 3,625% 3/5/2011 XS0417460093 CERT IMI ITALY CPI C XS0417466884 CERT IMI EQUITY C XS0417871554 BEI 09/12 4/15/2011 XS0417874814 DEXIA CREDIT LOCAL T 3/23/2011 XS0418164496 KFW4.5%MZ13 3/26/2011 XS0418268198 HENKEL 09/14 3/19/2011 XS0418508924 TELECOM ITALIA 8,25% 3/21/2011 XS0418509146 TELECOM 09/13 3/21/2011 XS0418730601 FORTUM4.625%MZ14 3/20/2011 XS0418966395 MEDIOBANCA INTERN 3/30/2011 XS0419170591 GENERALTAT DE CATAL 3/25/2011

Security Description Payment Date FungibleXS0419179972 PHILIP M 9/12 3/23/2011 XS0419185789 LUFTHANSA 09/14 6,75 3/24/2011 XS0419195408 PHILIP M-09/16 5,75% 3/24/2011 XS0419259659 BNP PARIBAS 3,25% 3/27/2011 XS0419264063 TELEF 09/16 4/1/2011 XS0419267595 EON 09/13 4,125% 3/26/2011 XS0419344501 BCA IMI-15MG15CPI AZ 5/15/2011 XS0419352199 REPSOL 09/14 3/27/2011 XS0419378236 AKZO 09/15 3/27/2011 XS0419828024 MERK 09/13 4,875 9/27/2011 XS0420117383 BAYER CAPITAL TF 9/26/2011 XS0420657065 ELM BV 09/13 4/2/2011 XS0420972258 THALES 09/13 4/2/2011 XS0421105825 VOLK 09/11 4/1/2011 XS0421249078 BHP 09/12 4/4/2011 XS0421410621 JPMORGAN CHASE CO 4/1/2011 XS0421464719 HEINEKEN 09/14 4/7/2011 XS0421526681 BCA IMI 09/14 3% 4/30/2011 XS0421732404 BANCO POPOLARE TV 14 3/31/2011 XS0422076678 MEDIO FRIULI TF 2011 4/14/2011 XS0422624980 OMV 09/14 6,25 4/7/2011 XS0422679968 B.POPOLARE S.C. TV 3/30/2011 XS0422689843 SECURITAS 09/13 4/2/2011 XS0422704238 LLOYDS 09/14 6,25% 4/15/2011 XS0423688570 BNP ARBITRAGE CERT XS0423689628 BNP ARBITRAGE CERT XS0423724987 FORTIS BANK TF 4/17/2011 XS0423949394 SANTAND 09/11 3,374 4/21/2011 XS0424490752 B.POP.VI TV 09/12 4/17/2011 XS0424686573 MICHELIN 09/14 4/24/2011 XS0425404802 BNP 09/12 3/28/2011 XS0425413621 UNICR 09/12 4/27/2011 XS0425446712 OEST KBK-09/14 3,5% 4/28/2011 XS0425722922 ADECCO 09/14 4/28/2011 XS0425743506 BEI 09/16 4/15/2011 XS0425811865 AEGON 09/12 4/29/2011 XS0426032289 BQUE PSA 09/12 5/4/2011 XS0426089719 RAIFFEISEN Z O TF 5/4/2011 XS0426090485 RABOBK-09/16 4,375% 5/5/2011 XS0426126180 PORTUGAL T 09/13 4/30/2011 XS0426505102 MTE PASCHI 09/14 4/30/2011 XS0426626312 KINGDOM OF SWEDEN 5/7/2011 XS0426682570 STANDARD 09/14 4/30/2011 XS0427109896 BBVA SENIOR FINANCE 5/14/2011 XS0427290357 ATLANTIA 09/16 5/6/2011 XS0427291751 EUROPEAN INVESTMENT 10/15/2011 XS0427548622 UNICREDIT TF 09/14 6/18/2011 XS0427586986 UBI SC 09/11 5/6/2011 XS0427922090 BEI 09/14 2/21/2011 XS0427926752 RCI BANQUE 09/12 5/15/2011 XS0428037583 VOLKSW 09/13 11/15/2011 XS0428037666 SANOFI AV 09/13 5/17/2011 XS0428146442 SHELL 09/13 3% 5/14/2011

Security Description Payment Date FungibleXS0428147093 SHELL INT 09/18 5/14/2011 XS0428149545 VATTEN 09/14 5/19/2011 XS0428198328 ERST GROUP TF 5/13/2011 XS0428200751 RESEAU FERRE DE FRAN 1/30/2012 XS0428417900 ST GOBAIN 09/13 5/20/2011 XS0428461718 TOTALC3.625%MG15 5/19/2011 XS0428609993 UBI BCA 09/12 FLR 5/15/2011 XS0428631815 UBI TV 09/11 2/28/2011 XS0428956287 UBS 09/14 5/19/2011 XS0428962848 VOLVO 09/12 FLR 10/1/2011 XS0429114530 INT BK 09/19 5/20/2011 XS0429125650 SWISS AM 09/12 5/18/2011 XS0429315277 GE CAP 09/19 FLR 1/15/2012 XS0429607640 MAN AG 09/13 5/20/2011 XS0430052869 THE ROYAL BANK OF SC 5/21/2011 XS0430070093 STORA 09/14 5,125 6/26/2011 XS0430328525 LAFARGE 09/14 ZC 5/27/2011 XS0430329176 CATERP.09/12 FLR 6/4/2011 XS0430329507 EON 09/11 FLR 11/30/2011 XS0430452457 BARCLAYS B-14 5,25% 5/27/2011 XS0430578632 TELECOM ITALIA TF 12/15/2011 XS0430609296 ING BANK TF 4,75% 5/27/2011 XS0430695279 BANCA ETRURIA TV 5/30/2011 XS0430786581 CRH FIN 09/14 7,75% 5/28/2011 XS0430887421 MEDIOBANCA TF 09/13 5/7/2011 XS0431077550 KA FINANZ 09/13 FLR 3/10/2011 XS0431307064 MEDIOBANCA TV 09/13 3/8/2011 XS0431928414 ARCELOR MITTAL 09/16 6/3/2011 XS0431928760 ARCELOR 09/13 6/3/2011 XS0432069747 PZIZER 09/13 6/3/2011 XS0432070752 PFIZER 09/16 6/3/2011 XS0432072295 VIRGIN 09/16 9,5 1/15/2012 XS0432079381 ERST GROUP BANK TF 6/8/2011 XS0432617891 METSO 09/14 6/10/2011 XS0432810116 NOVARTIS 09/16 6/15/2011 XS0433111662 DEXIA CREDIOP TV 3/10/2011 XS0433216339 BT GROUP 09/14 FLR 7/11/2011 XS0433853644 UBS 09/12 7/6/2011 XS0433943718 CITIGROUPE TF 09/14 6/16/2011 XS0434069497 RWE FIN 09/11 9/16/2011 XS0434125828 MEDIOBK 09/12 9/7/2011 XS0434384920 BULGARI 09/14 7/8/2011 XS0434533351 MEDIOCR.FRIULI TV 6/17/2011 XS0434882014 AXA 09/15 4,5% 1/23/2012 XS0434974217 SOC LA FARGE 09/16 11/24/2011 XS0435070288 LLOYDS TSB BANK TF 6/17/2011 XS0435179378 IMPERIAL 09/12 FLR 6/25/2011 XS0435608087 CERT ARBI SELECT C XS0435871297 CERT ARBI GOLD C XS0436012024 UBI TF 09/14 6/25/2011 XS0436257561 CERT ARBI EURIBOR C XS0436258379 CERT ARBI EURIBOR C XS0436260193 CERT ARBI EURIBOR C

Security Description Payment Date FungibleXS0436300759 UBI 09/14 FLR 3/30/2011 XS0436320278 TERNA 09/19 10/3/2011 XS0436662828 SYGENTA 09/14 6/30/2011 XS0436905821 GAS NAT 09/14 7/9/2011 XS0437047292 AON 09/14 7/1/2011 XS0437056954 DANSKE BANK TF 7/1/2011 XS0437836538 MEDIOBK 09/13 5/9/2011 XS0438140526 GLAXO 09/15 3,875 7/6/2011 XS0438332271 AUTOB & SH-19 4,375% 7/8/2011 XS0438380247 SES 09/14 7/9/2011 XS0438813536 LUFTHANSA 09/16 7/7/2011 XS0439139998 BEI 09/15 4/11/2011 XS0439332643 VENETO B. SCPA 09/11 4/15/2011 XS0439443473 BANCA MONTE PASCHI 4/11/2011 XS0439512384 BCO POP 09/12 4,02 7/17/2011 XS0439519397 MEDIOB TM 09/14 7/31/2011 XS0439816090 BG 09/13 7/15/2011 XS0439858092 MEDIOBK 09/12 FLR 2/23/2011 XS0439858415 MEDIOBK 09/12 FLR 3/8/2011 XS0440235801 MEDIOCRED.FRIULI TV 7/20/2011 XS0440647740 MEDIOBANCA TV 09/12 2/16/2011 XS0441402681 EDISON 09/ 14 7/22/2011 XS0441636759 CERT ARBI SELECT C XS0441651477 IST.DE CREDIT TV 4/26/2011 XS0441697629 CERT ARBI GAS C XS0441736625 BEI TV 2017 4/27/2011 XS0441744645 ICAP GR. 7,5% 09-14 7/28/2011 XS0441800579 GE CAP 09/14 7/30/2011 XS0442330295 GAZ CAPITAL 09/15 2/4/2012 XS0442431564 FIAT FIN 09/12 7/30/2011 XS0442762752 MEDIOBANCA 09/13 5/5/2011 XS0442933403 MEDIOBK 09/12 FLR 3/8/2011 XS0443571434 BANCA ETRURIA TV 5/12/2011 XS0443680052 EFG HELLAS TF 2/11/2012 XS0443820088 BCO POP 09/12 8/7/2011 XS0444000730 CR.FERRARA TV 09/12 5/7/2011 XS0444030646 CRED SUISS 09/19 8/5/2011 XS0444289119 MEDIOFRIULI 09/11 5/12/2011 XS0444510936 BEI 09/12 3% 7/31/2011 XS0445435679 MEDIOBANCA 10/14 7/1/2011 XS0445655284 RABOBK-25ST15 3% 9/25/2011 XS0446060385 HSBC BANK TV 10/13 2/28/2011 XS0446693409 BNP 09/13 2,75% 9/30/2011 XS0447005223 SVENSKA 09/12 8/20/2011 XS0447616029 VOLVO 09/11 4% 2/24/2011 XS0448657188 RBS TV 09/12 2/28/2011 XS0449487619 SOC GEN 09/XX 9/4/2011 XS0449594455 BEI 09/20 3/3/2011 XS0450311799 HYPO INVESTMENTBANK 9/7/2011 XS0450660450 BQUE PSA 09/11 3/10/2011 XS0451046725 INT FIN CORP 09/13 9/16/2011 XS0451096076 RCI BANQUE 09/11 10/21/2011 XS0451160690 VOLK 09/11 2,375 3/11/2011

Security Description Payment Date FungibleXS0451394331 INT BK REC 09/13 6,5 9/11/2011 XS0451457435 ENI 09/19 TF 9/16/2011 XS0451641285 FIAT FINANCE TV 9/15/2011 XS0451689565 BMW 09/14 4% 9/17/2011 XS0451769086 C.RISP.DI CENTO TF 9/16/2011 XS0451930472 PIRAEUS TF 4% 09/12 9/17/2011 XS0452148009 MEDIOBANCA TF 3,3% 11/15/2011 XS0452166324 INTESA SANPAOLO TF 9/23/2011 XS0452187759 ENEL FIN INTERN TF 9/14/2011 XS0452187916 EN F ST22 EUR 5 9/14/2011 XS0452314536 ASS.GENARALI TF 9/16/2011 XS0452462723 KBC INTERNATION TF 9/17/2011 XS0452746679 BANCA DEL CIVIDALE 9/19/2011 XS0452852436 P.POP.SOC.TF 3,75% 8/7/2011 XS0452904252 MEDIOCR.FRIULI TF 9/21/2011 XS0453108762 SKAND 09/12 FLR 3/21/2011 XS0453279498 POP.ETRURIA TV 3/23/2011 XS0453578725 C.RISP.FERRARA TF 9/22/2011 XS0453611799 BANCA ETRURIA TF 3,3 9/21/2011 XS0453611955 CR CENTO 09/11 3,25 9/22/2011 XS0453677204 CCCIF 09/11 2,625 9/23/2011 XS0453775396 ROYAL BK CANADA ZC 10/1/2012 XS0453908377 GE CAPITAL EUROPEAN 1/23/2012 XS0454821462 SKANDINAV 09/XX 9,25 9/15/2011 XS0454861096 ANGLO AMERICAN TF 9/30/2011 XS0454984765 ROYAL BK 09/19 5,375 9/30/2011 XS0455122076 ING3%ST14 9/30/2011 XS0455227768 BQUE PSA 09/11 10/14/2011 XS0455239938 BCO POPOLARE TV 4/1/2011 XS0455308923 ALL. IRISH 09/12 4,5 10/1/2011 XS0455624170 UBS3%OT14 10/6/2011 XS0455687920 SWEDBK 09/16 3,625% 10/5/2011 XS0455762640 BANK.NED 09/15 2,875 1/15/2012 XS0455928555 NOMURA 09/14 4/30/2011 XS0456135184 BK IRELAND 09/13 4/8/2011 XS0456291045 CERT ARBI EURIBOR C XS0456291474 CERT ARBI EURIBOR C XS0456291714 CERT ARBI EURIBOR C XS0456413847 DANSKE BK 09/16 3,25 10/7/2011 XS0456451938 SANOFI AVENTIS 09/14 10/10/2011 XS0456541506 INTESA 09/XX 10/14/2011 XS0457111457 B.D/MARCHE 09/11 4/19/2011 XS0457848272 D.CAMPARI TF 09/19 10/14/2011 XS0458138780 MED.CRED FRIULI TF 4/21/2011 XS0458230082 HEID 09/14 4/30/2011 XS0458630778 BEI6.25%OT16 10/27/2011 XS0458747028 GAS NAT 09/12 11/2/2011 XS0458748851 GAS NATURAL TF 11/2/2011 XS0458887030 FINMECC 09/22 1/21/2012 XS0459088794 LBG 09/20 6,385 5/12/2011 XS0459131636 FRANZ HANIEL 09/14 10/25/2011 XS0459200035 BCO POP 09/14 10/22/2011 XS0459501150 SGA SOC GEN 2,90% 11/27/2011

Security Description Payment Date FungibleXS0459903620 BARCLAYS 09/13 FLR 4/28/2011 XS0460367278 KFW8.5%GE13 1/15/2012 XS0460385411 UBI BCA 09/12 4/29/2011 XS0461758830 MS 09/14 10/29/2011 XS0462994343 PTCF NV19 EUR 5 11/4/2011 XS0463000504 DEXIA 09/12 5/6/2011 XS0463027028 UBI 09/14 FLR 5/3/2011 XS0463509959 A2A (AKA AEM) 09/16 11/2/2011 XS0463535798 DEXIA LDG TF 09/12 11/9/2011 XS0463616101 KBC 09/14 4,5% 9/17/2011 XS0464464964 BANCO POPOLARE 2016 11/12/2011 XS0465246675 MEDIOBANCA TV 09/12 5/16/2011 XS0465274370 BCA POP D/ALTO ADIGE 11/23/2011 XS0465889912 FIAT FIN 09/15 2/13/2012 XS0466224564 FINDOMESTIC B TV 5/13/2011 XS0466300257 COCA COLA 09/16 11/16/2011 XS0467861653 EBS MORTGAGE FINANCE 11/23/2011 XS0467864160 INTESA SANPAOLO TF 11/23/2011 XS0469872922 MEDIOBK 09/12 FLR 3/21/2011 XS0470085498 BCO POPOLARE TV 2/28/2011 XS0470624205 BCA INTESA 09/12 12/4/2011 XS0470937243 UNICR 09/XX 6/10/2011 XS0471071133 HERA 09/19 12/3/2011 XS0471074822 LOTTOMATICA 09/16 12/5/2011 XS0471077684 RCI BANQUE 3,125% 11 7/8/2011 XS0471304849 UBI TV 09/14 3/4/2011 XS0471464882 BANQUE FEDERATIVE TV 3/10/2011 XS0471867498 B.POP.CIVIDALE TF 12/9/2011 XS0471946367 PIAGGIO 09/16 7% 6/1/2011 XS0472205300 BUZZI UNICEM 5% 16 12/9/2011 XS0472505287 NOMURA 09/14 12/9/2011 XS0472585370 B.D.MARCHE TF 09/11 12/9/2011 XS0472940617 UNIPOL 09/17 1/11/2012 XS0473787884 CEMEX FINANCE TF 6/14/2011 XS0474145470 MEDIOBANCA 09/15 TV 7/15/2011 XS0474145553 IMITV%DC11 6/22/2011 XS0475883087 CERT ARBI EURIBOR C XS0475883756 CERT ARBI EURIBOR C XS0475885967 CERT ARBI EURIBOR C XS0476433254 BANCA IMI TF 10/12 1/29/2012 XS0477243843 SANTANDER TV 10/13 4/18/2011 XS0478281396 INTESA SANPAOLO TV 4/19/2011 XS0478285389 ISP GE15 3,375 1/19/2012 XS0478802548 HEIDELB 10 /15 8/3/2011 XS0478803355 HEIDELB 10/20 4/3/2011 XS0478822496 BANESTO FIN TV 10/13 4/11/2011 XS0478864225 SOLARWORLD 10/17 1/21/2012 XS0478929457 BMW FIN 10/13 4/18/2011 XS0479017153 MEDIOBK 10/15 FLR 3/22/2011 XS0479018557 MEDIOBK 10/15 FLR 3/16/2011 XS0479021932 SNS 10/13 3,625 7/18/2011 XS0479528753 BBVA SNR TV 10/13 4/22/2011 XS0479550096 DEXIA CREDIOP TV 4/18/2011

Security Description Payment Date FungibleXS0479870916 KBC TV 2010/2012 4/20/2011 XS0479878570 UBS 10/13 2,375% 1/21/2012 XS0480266484 DEXIA 10/14 2,625% 1/21/2012 XS0480393676 CCCIF 10/15 3,75% 1/22/2012 XS0480724961 NOMURA 10/17 2/16/2011 XS0481254257 BCO POP 10/12 4/27/2011 XS0481342896 INTESANPAOLO TF 1/28/2012 XS0482545513 VALHALLA 10 13 FLR 3/28/2011 XS0482702395 TELECOM I TF 10/17 7/31/2011 XS0482703286 FRANZ H. 10/17 5,875 2/1/2012 XS0482725339 GOLDMAN SACHAS TV 2/28/2011 XS0482810958 BANK OF IRELAND TF 1/28/2012 XS0482908091 EXPERIAN 10/20 4,75 2/4/2012 XS0483005293 MEDIASET TF 5% 10/17 2/1/2012 XS0483585435 SAXON ANHALT TV10/15 5/1/2011 XS0483673488 FORTIS BANK TV 5/3/2011 XS0484519938 CREDIT SUISSE TV 3/18/2011 XS0484530588 BQUE PSA 10/11 FLR 5/5/2011 XS0484565709 EUROP INVEST BK TV 5/4/2011 XS0484855456 VENETO B. SCPA 10/13 5/16/2011 XS0484967921 BEI 10/13 9% 6/5/2011 XS0485135494 MEDIOBANCA TF 3,2015 2/15/2012 XS0485309313 INST CRED 10/15 3,25 2/10/2012 XS0485765167 BANK OF IRELAND TF 2/19/2011 XS0486101024 TELECOM ITALIA TF 2/10/2012 XS0487392291 COMMONWEALTH TV 3/10/2011 XS0488168351 MAN 10/15 6% 2/18/2011 XS0488173864 DEXIA CRED. TV 10/13 2/19/2011 XS0489513688 BRANDENBURG LAND 2/24/2011 XS0489514579 BRANDENBURG TV 10/15 2/24/2011 XS0490069266 EBS BUILDING 10/15 4 2/25/2011 XS0490323234 BCO POP. TV 10/14 2/26/2011 XS0490637849 BANCA MARCHE TV 2012 3/2/2011 XS0490739686 BEI 3.125% MZ17 3/3/2011 XS0490865986 UBS TF 3.35% 10/17 3/31/2011 XS0491042353 GE CA TF 10/17 3/1/2011 XS0491047154 RHOEN 10/16 3,875% 3/11/2011 XS0491057468 UBI TV 2010/2013 3/7/2011 XS0493198948 ERST GROUP BANK TF 3/9/2011 XS0493444060 IRISH 10/15 4,00 3/10/2011 XS0493659931 MEDIOBK 10/12 FLR 4/26/2011 XS0493818834 CREDIT AGRICOLE TV 3/14/2011 XS0494501926 RCI BQ 10/13 3,375% 1/23/2012 XS0494547168 TEL EMIS 10/15 3,406 3/24/2011 XS0494562639 GEN EL 10/14 3,125 3/12/2011 XS0494762486 ABN AMRO 10/13 2,875 3/15/2011 XS0494810392 B.POP.VICENZA TV 3/15/2011 XS0494840977 CAISSE C CREDIT TV 3/18/2011 XS0494852717 KA FINANZ 10/14 2,25 3/24/2011 XS0494902835 LLOYD TV 10/15 3/19/2011 XS0495010133 EDP FINANCE TF 10/11 3/16/2011 XS0495012428 ACEA 10/20 4,50% 3/16/2011 XS0495756537 EDISON 10/15 12,5 3/17/2011

Security Description Payment Date FungibleXS0495891821 BANK OF AMERICA TF 4/3/2011 XS0495913229 3I GROUP 10/17 5,625 3/17/2011 XS0496144113 BQUE 10/13 3,625 9/17/2011 XS0496222877 ALLIED 10/15 4% 3/19/2011 XS0496636175 BQUE CRED FED 10/13 3/25/2011 XS0496644609 VESTAS 10/15 4,625% 3/23/2011 XS0496654079 EUROP HYPOBK TF 3/25/2011 XS0496716282 ITALC 10/20 5,375% 3/19/2011 XS0497120815 SAXON ANHAL TV 10/15 3/23/2011 XS0497185511 MERK FIN 10/15 3,375 3/24/2011 XS0497187640 LLOYDS 10/20 6,50% 3/24/2011 XS0497249184 CITIGROUP FUND INC 3/29/2011 XS0497429919 NOMURA 10/15 FLR 3/30/2011 XS0497455674 BNP PARIBAS 10/11 3/24/2011 XS0497463777 EURO.I.BK 15 12/7/2011 XS0497798875 RCI BANQUE TV 3/29/2011 XS0498391894 LLOYDS 10/13 FLR 3/25/2011 XS0498417798 BK NED GEM TF 3% 3/30/2011 XS0498962124 KBC IFIMA TF 10/15 3/31/2011 XS0499480001 CERT ARBI EURIBOR C XS0499480266 CERT ARBI EURIBOR C XS0499482049 CERT ARBI EURIBOR C XS0499483799 CERT ARBI EURIBOR C XS0499812443 BANCA POP.CIVIDALE 4/6/2011 XS0499944600 CITIGROUP 10/15 5/7/2011 XS0500128326 SAP 10/17 3,50 4/10/2011 XS0500128755 SAP 10/14 2,50% 4/10/2011 XS0500187843 INTESA SANPAOLO TF 4/14/2011 XS0500405005 PRYSMIAN TF 10/15 4/9/2011 XS0501070782 BNP PARIBAS 10/13 TV 4/12/2011 XS0501195134 ARGENTINA REP 2033 6/30/2011 XS0501195480 ARGENTINA REP 2017 6/2/2011 XS0501195647 ARGENTINA 03/38 FLR 3/31/2011 XS0501195993 ARGENTINA REP.TF 3/31/2011 XS0501648371 LA FARG. 10/18 5% 4/13/2011 XS0502067423 RCI 10/12 2,875% 7/23/2011 XS0502232480 CITIFTV%CAPFLOORGN15 6/24/2011 XS0502258790 ANGLOIRISCH BK TF 4/15/2011 XS0502707853 ROYAK BK 10/15 4% 5/7/2011 XS0503326083 MTE PASCHI 10/20 5% 4/21/2011 XS0503453275 MOL HUNGAR. 10/17 4/20/2011 XS0503603267 DEUTSCHE TELEK 4,875 4/22/2011 XS0503734872 RABOBANK NL 3,375% 4/21/2011 XS0503773698 BENI STABILI TF 4/23/2011 XS0503799735 DEXIA CREDIOP TV 4/29/2011 XS0504013912 SLOVENE EXP TF 10/15 4/21/2011 XS0505200211 BPSA3.625%AP14 4/29/2011 XS0506263697 C.DEL TRENTINO TF 6/30/2011 XS0507396603 CERT SUISSE EUROST C XS0508517611 POWER 10/17 7,25% 5/11/2011 XS0508676417 CREDIT SUISSE TV 3/22/2011 XS0513294735 CERT ARBI EURIBOR C XS0513664689 CREDIT SUISSE ZC 6/14/2013

Security Description Payment Date FungibleXS0514258630 BRANDENBURG 10/20 FL 3/3/2011 XS0515004157 CREDIT AGRICOL 10/16 6/30/2011 XS0515937406 DEUTSCHE BANK TF 6/10/2011 XS0517990031 NORDEA BANK TV 10/13 3/17/2011 XS0518184667 EUROP INVEST BK TF 3/15/2011 XS0518187769 CATERP 10/13 6/17/2011 XS0518615074 CREDIT SUISSE TV 3/17/2011 XS0519175615 NOMURA WRT XS0519175888 NOMURA WRT XS0519459134 RCI 10/13 4% 7/11/2011 XS0520005645 DEXIA CREDIOP TV 3/28/2011 XS0520759803 HEID. CEM 10/156,75 6/15/2011 XS0521000975 ENI TF 10/20 6/29/2011 XS0522689404 CERT SUISSE EUROST C XS0524597613 C.EUROPE 10/20 TF 7/13/2011 XS0524939781 CERT ARBI EURIBOR C XS0524944195 CERT ARBI EURIBOR C XS0524945085 CERT ARBI EURIBOR C XS0524953691 CERT ARBI EURIBOR C XS0524954079 CERT ARBI EURIBOR C XS0524954582 CERT ARBI EURIBOR C XS0525146907 NATIONAL AUSTRIALIA 7/13/2011 XS0525490198 BNP 10/15 2,875 7/13/2011 XS0525598982 INT BK RECON, 10/13 7/1/2011 XS0525890967 BK NED GEMEENT TF 7/14/2011 XS0525912522 FCE7.25%LG13 7/15/2011 XS0526073290 UBS TF 10/15 7/15/2011 XS0526100879 BANQUE PSA FIN TF 7/19/2011 XS0526326334 INTESA 10/20 5,15 7/16/2011 XS0526338693 ROYAL BK 10/15 4,875 7/15/2011 XS0526606537 HSBC BANK TF 1/15/2012 XS0527072937 KBC INTERN TV 10/13 4/19/2011 XS0527624059 UNICREDIT 10/50 7/21/2011 XS0529519505 INST.DE CREDT ZC 2/1/2012 XS0530879658 BK AM,10/17 4,625 8/7/2011 XS0531068897 BBVA 10/15 3,875% 8/6/2011 XS0531922465 MORGAN STANLEY TF 8/10/2011 XS0532666491 KFW TF 10/12 12/17/2011 XS0537659632 BEI 10/16 FLR 4/15/2011 XS0537686288 DNB 10/17 2,375 8/31/2011 XS0537759267 ERSTE 10/13 1,625% 9/2/2011 XS0537763376 SYDBANK TV 10/12 3/3/2011 XS0538031211 SKAND 10/15 2,5% 9/1/2011 XS0538543389 RCI BQUE 10/12 2,75 9/10/2011 XS0538703843 BAWAG 10/13 1,75% 9/2/2011 XS0539339985 BCA POP A.ADIGE TV 3/14/2011 XS0539845171 LLOYDS 10/15 FLR 9/7/2011 XS0540187894 TELEFONICA SAU 10/17 9/18/2011 XS0540216669 POHJOLA 10/17 3% 9/8/2011 XS0540512984 BCO POP 10/13 3,125 9/10/2011 XS0540544912 MPS 2010/2020 TV 9/9/2011 XS0540679684 CERT CRS DJEURO C XS0540679924 CERT CRS DJEURO C

Security Description Payment Date FungibleXS0541454467 GE CAP TF 2,875% 9/17/2011 XS0541506365 UCTV%ST12 3/14/2011 XS0541608286 LEASE 10/15 3,875 9/16/2011 XS0541656509 SCOTT 10/XX 10/1/2011 XS0541787783 TOTAL CAPITAL TF 22 9/16/2011 XS0541883400 RBS TV 10/12 3/15/2011 XS0541909213 BEI 10/19 2,50 9/16/2011 XS0542174395 PSA3.5%GE14 1/17/2012 XS0542174478 BANESTO FIN TF 3% 9/17/2011 XS0542298012 RWE 10/XX FLR 9/28/2011 XS0542369219 RHEINMETALL TF 9/22/2011 XS0542371629 BNP PARIBAS TF 10/16 9/16/2011 XS0542522692 ATLANTIA TF 10/17 9/18/2011 XS0542534192 ATLANT4.375%ST25 9/16/2011 XS0542590855 MORGAN STANLEY TV 9/23/2011 XS0542649685 CITIGROUP 10/14 11/5/2011 XS0542950810 LLOYDS 10/10 4% 9/29/2011 XS0543110364 ING BANK TF 2,25% 9/23/2011 XS0543111768 MACQUARIE TF 10/20 9/21/2011 XS0543354236 KPN3.75%ST20 9/21/2011 XS0543783780 POP MI 10/12 FLR 3/24/2011 XS0543933690 B.DELLE MARCHE TV 3/24/2011 XS0544798167 BEI TF7% 10/15 10/6/2011 XS0545024191 CREDITO EMILIANO TV 4/1/2011 XS0545428285 TELIASONERA TF 10/25 10/1/2011 XS0545597048 POP VI 10/12 FLR 3/15/2011 XS0545782020 INTESA 10/XX 9,50 6/1/2011 XS0546217521 ABN AMRO TV 10/13 4/15/2011 XS0546464883 IMITV%OT12 4/15/2011 XS0546483834 SEAT 10/17 10,5% 7/31/2011 XS0546725358 COMP.DE SAINT GOB 10/8/2011 XS0547779578 CERT ARBI EURIBOR C XS0547788306 CERT ARBI EURIBOR C XS0547789296 CERT ARBI EURIBOR C XS0547789882 CERT ARBI EURIBOR C XS0547790112 CERT ARBI EURIBOR C XS0547790468 CERT ARBI EURIBOR C XS0547796077 BPCM3.83%OT17 10/6/2011 XS0547796408 RABOBK 10/12 FLR 4/8/2011 XS0547937408 BP CAPITAL TF 10/7/2011 XS0548472389 CERT CRS EUROSTO C XS0548473270 CERT CRS EUROSTO C XS0548801207 IBERD 10/16 3,5% 10/13/2011 XS0548805299 CARLSBERG 10/17 3,37 10/13/2011 XS0549431996 BNP 10/11 FLR 4/14/2011 XS0549579471 BCA MEDIOC 10/12 FLR 4/18/2011 XS0550541691 LLOYDS 10/15 3,375 4/20/2011 XS0550715600 DEXIA 10/18 4,25 10/22/2011 XS0550852346 MEDIOBANCA 10/20 9/20/2011 XS0550862063 MTE PASCHI.10/12 FLR 4/19/2011 XS0551323057 INST CRED ES 10/13 10/20/2011 XS0551845265 RCI B 10/16 4 1/25/2012 XS0552177858 SANTAND 10/13 FLR. 4/27/2011

Security Description Payment Date FungibleXS0552569005 SOC INIZ 10/20 4,5 10/26/2011 XS0553035840 GE 10/14 FLR 10/28/2011 XS0553081448 KFW TF 10/14 11/4/2011 XS0553727131 ABN AMRO 10/13 2,75% 10/31/2011 XS0554988906 POP VI 10/13 FLR 5/5/2011 XS0555834984 BCA POP 10/20 6 11/5/2011 XS0555977312 INTSANPAOLO TF 11/8/2011 XS0556404837 UBI BANCA TV 10/12 5/5/2011 XS0557268173 DEXIA CREDIOP 10/20 11/8/2011 XS0557635777 LUXOTTICA TF 10/15 11/10/2011 XS0557897203 EDISON TF 10/17 11/10/2011 XS0558189162 ITALY REP. TF 2,75% 11/11/2011 XS0558760616 BANCA DI CIVIDALE TV 5/15/2011 XS0558769831 VENETO B. SCPA 10/13 5/15/2011 XS0558939269 BEI 10/17 2% 6/15/2011 XS0559143382 ICCREA BCA TV 10/12 2/16/2011 XS0559428205 SLOVENE EXPORT TV 5/16/2011 XS0559641146 ARCELORMITTAL TF 11/17/2011 XS0562906999 CRED.VALTELL.TV 12 2/26/2011 XS0562910678 INT FIN CORP 8,25% 1/15/2012 XS0563144079 BQUE PSA FIN. TF 11/26/2011 XS0563159184 CITIGROUP 10/15 4% 11/26/2011 XS0563739696 ENI TF 3,5% 10/18 1/29/2012 XS0564487568 LOTTOMAT 10/18 5,375 2/2/2012 XS0564563921 ALCATEL 10/16 8,5 7/15/2011 XS0566129804 VENETO B. SCPA 10/12 3/6/2011 XS0569741308 POP ETR 10/12 FLR 3/17/2011 XS0570270370 BCA CARIGE TF 10/20 12/20/2011 XS0573927117 CRED VALT 10/13 FLR 6/29/2011 XS0576107519 VOLKSWAGEN TF 11/15 7/13/2011 XS0576532054 RABOBANK TF 11/21 1/12/2012 XS0576551781 RCI BANQUE TF 3,25% 1/17/2012 XS0578317587 BQUE PSA 11/15 3,875 1/14/2012 XS0579221507 UNICREDIT 11/12 4/18/2011 XS0580400884 BQUE FED CRED.TV 4/24/2011 XS0580402310 BRL/USD 8,25% 1/24/2012 XS0580494689 EUROP INVEST TF 7/25/2011 XS0580501210 EUROPEAN INVESTMENT 1/25/2012 XS0583056691 INTL.FIN.CORP TF 1/28/2012 XS0583059448 TELECOM ITALIA TF 1/25/2012 XS0583623011 CRED.VALT 11/13 TV 4/26/2011 XS0584356942 BANK OF AMERICA 2026 1/31/2012 XS0585904443 TELEFONICA TF 11/17 2/7/2012 XS0586635061 INTESA SANPAOLO TF 2/1/2012 XS0587569111 BCA DELLE MARCHE TV 5/4/2011 XS0588942812 BCA POP.EMILIA TV 5/4/2011 XS0589484467 C.RISP.CESENA TV 5/4/2011 XS0590466917 BCA D/CIVIDALE TV 5/8/2011 XS0591553853 B.PO.ETRURIA TV 5/11/2011