Halvårsrapport KLP Fondsforvaltning. 1. Halvår 2012

Halvårsrapport KLP Fondsforvaltning 1. Halvår 2012

KLP Pengemarked 30.06.2012 KLP Pengemarked skal oppnå høyest mulig avkastning ved investering i rentebærende verdipapirer med lav kurs- og kredittrisiko, utstedt av den norske stat, fylkeskommuner, kommuner, kraftverk med garanti, kredittforetak og banker. Gjennomsnittlig løpetid i fondet kan variere mellom 0 og 4 mnd. Verdipapirenes korte løpetid gjør at kurssvingningene i fondet vil være helt minimale. Fondet egner seg som et alternativ til å ha innskudd i bank Bankkonto Bank Saldo i Kontonavn Kontovaluta HANDELSBANKEN 25 935 133 VP05 HB NORTHERN TRUST GLOBAL SERVICES LTD 31 496 791 VP05 NORTHERN Bankkonto - tidsinnskudd 57 431 924 Bank Saldo i Kontonavn Kontovaluta SPAREBANKEN OST 26 288 049 SPAREBANKEN ØST VP05 Verdipapir 26 288 049 Verdipapir Pålydende Kostpris Markedsverdi Markedsplass Kupong ISIN Valuta LANDKREDITT BANK AS 32 000 000 32 084 480 32 104 931 OSLO BORS ALTERNATIVE BOND MARKET 3,06 NO0010536071 LANDKREDITT BANK AS 25 000 000 25 000 000 25 534 497 UNLISTED 3,40 NO0010631542 ORKDAL SPAREBANK 9 000 000 9 063 000 9 067 838 UNLISTED 3,58 NO0010456635 SPAREBANKEN SOGN OG FJORDANE 25 000 000 25 055 500 25 182 892 OSLO BORS ALTERNATIVE BOND MARKET 2,82 NO0010546021 SPAREBANK 1 SR-BANK ASA 20 000 000 20 432 560 20 823 372 OSLO BORS ALTERNATIVE BOND MARKET 5,65 NO0010408214 SWEDBANK AB 25 000 000 25 000 000 25 232 423 UNLISTED 2,89 NO0010640915 TIME SPAREBANK 40 000 000 40 470 800 41 056 495 OSLO BORS ASA 4,27 NO0010298425 SWEDBANK AB 35 000 000 35 000 000 35 416 904 UNLISTED 2,84 NO0010636210 SPAREBANK 1 SR-BANK ASA 25 000 000 25 037 500 25 324 864 OSLO BORS ALTERNATIVE BOND MARKET 3,70 NO0010635196 TOTENS SPAREBANK 18 000 000 18 371 360 18 820 032 OSLO BORS ALTERNATIVE BOND MARKET 5,88 NO0010404684 SPAREBANK 1 NOTTEROY - TONSBERG 45 000 000 45 447 315 46 793 045 OSLO BORS ALTERNATIVE BOND MARKET 4,75 NO0010503899 AURSKOG SPAREBANK 17 000 000 16 983 000 17 123 803 OSLO BORS ALTERNATIVE BOND MARKET 2,82 NO0010562432 LILLESANDS SPAREBANK 20 000 000 20 000 000 20 211 034 OSLO BORS ALTERNATIVE BOND MARKET 3,49 NO0010626070 TINN SPAREBANK 5 000 000 5 058 000 5 036 546 UNLISTED 3,67 NO0010526361 SPARESKILLINGSBANKEN 10 000 000 10 100 000 10 105 317 OSLO BORS ALTERNATIVE BOND MARKET 4,00 NO0010575103 ROROSBANKEN ROROS SPAREBANK 20 000 000 19 840 000 20 060 200 UNLISTED 2,91 NO0010559990 FANA SPAREBANK 25 000 000 25 398 325 25 443 005 OSLO BORS ALTERNATIVE BOND MARKET 4,68 NO0010321573 BANK 1 OSLO AKERSHUS AS 50 000 000 49 990 000 50 042 489 UNLISTED 2,59 NO0010626161 LILLESTROM SPAREBANK 8 000 000 8 080 960 8 252 288 UNLISTED 4,34 NO0010290869 NES PRESTEGJELDS SPAREBANK 10 000 000 10 000 000 10 281 233 UNLISTED 3,50 NO0010626682 SPAREBANKEN VEST 25 000 000 24 985 500 25 105 712 OSLO BORS ALTERNATIVE BOND MARKET 3,28 NO0010604630 HOLAND OG SETSKOG SPAREBANK 20 000 000 19 956 200 20 143 093 UNLISTED 2,82 NO0010560709 SPAREBANKEN SOR 16 000 000 15 934 400 16 045 610 OSLO BORS ALTERNATIVE BOND MARKET 3,10 NO0010599129 SPAREBANK 1 GUDBRANDSDAL 35 000 000 35 322 000 35 162 704 OSLO BORS ALTERNATIVE BOND MARKET 3,28 NO0010451800 SPAREBANKEN SOGN OG FJORDANE 10 000 000 9 936 300 10 026 443 OSLO BORS ALTERNATIVE BOND MARKET 3,21 NO0010605702 SURNADAL SPAREBANK 20 000 000 20 000 000 20 113 670 UNLISTED 3,21 NO0010649114 ARENDAL OG OMEGNS SPAREKASSE 7 000 000 7 014 700 7 056 004 OSLO BORS ALTERNATIVE BOND MARKET 2,96 NO0010543465 SPAREBANKEN MORE 25 000 000 25 000 000 25 083 591 OSLO BORS ASA 3,07 NO0010624208 SPAREBANKEN PLUSS 10 000 000 10 019 500 10 053 845 OSLO BORS ALTERNATIVE BOND MARKET 2,69 NO0010549785 MELDAL SPAREBANK 30 000 000 29 994 030 30 697 347 UNLISTED 3,45 NO0010630668 HJARTDAL OG GRANSHERAD SPAREBANK 40 000 000 40 063 200 40 193 552 UNLISTED 2,83 NO0010564230 SVENSKA HANDELSBANKEN AB 20 000 000 20 440 000 20 299 632 UNLISTED 3,76 NO0010519101 HELGELAND SPAREBANK 30 000 000 30 615 000 31 526 240 OSLO BORS ALTERNATIVE BOND MARKET 6,16 NO0010473739 SURNADAL SPAREBANK 5 000 000 5 007 500 5 008 094 UNLISTED 2,99 NO0010540966 SPAREBANKEN SOGN OG FJORDANE 2 000 000 2 042 360 2 061 289 OSLO BORS ALTERNATIVE BOND MARKET 5,35 NO0010364110 TOTENS SPAREBANK 25 000 000 24 915 000 25 006 330 OSLO BORS ALTERNATIVE BOND MARKET 3,14 NO0010623218 ASKIM SPAREBANK 42 000 000 41 887 130 42 168 618 UNLISTED 2,81 NO0010555428 SPAREBANK 1 SMN 25 000 000 25 500 000 26 361 359 OSLO BORS ALTERNATIVE BOND MARKET 5,75 NO0010382138 SPAREBANKEN VEST 20 000 000 20 050 000 20 183 715 OSLO BORS ALTERNATIVE BOND MARKET 3,18 NO0010531908 Sum banker 875 095 620 884 210 056 FREDRIKSTAD KOMMUNE 16 900 000 16 915 159 17 057 992 UNLISTED 2,79 NO0010638315 Sum kommunal garanti 16 915 159 17 057 992 2

KOMMUNALBANKEN AS 20 000 000 20 116 080 20 643 319 OSLO BORS ALTERNATIVE BOND MARKET 3,80 NO0010285315 BOLIG- OG NAERINGSKREDITT AS 25 000 000 25 000 000 25 085 653 OSLO BORS ALTERNATIVE BOND MARKET 3,15 NO0010650542 OSLO BOLIG OG SPARELAG 15 000 000 14 991 300 15 129 076 OSLO BORS ALTERNATIVE BOND MARKET 3,80 NO0010635998 OSLO BOLIG OG SPARELAG 25 000 000 25 000 000 25 060 663 UNLISTED 2,87 NO0010649445 BNBANK ASA 10 000 000 9 997 100 10 049 287 OSLO BORS ALTERNATIVE BOND MARKET 3,22 NO0010649692 Sum kredittforetak, aksjeselskap Innløsningsgebyr: 0,00% Tegningsgebyr: 0,00% Forvaltningshonorar: 0,15% Antall fondsandeler 1 025 307 Fondets totale verdi etter forvaltningshonorar 1 045 257 083 Verdi av andel 1 019,46 95 104 480 95 967 999 987 115 259 997 236 047 Uoppgjorte transaksjoner Innkommende Utgående Netto 213 142-35 730 115-35 516 973 Avkastning:Verdipapirfondet KLP Pengemarked 31.12.2011 til 29.06.2012: -1,10% 31.12.2010 til 31.12.2011: 0,27% 31.12.2009 til 31.12.2010: -1,30% 31.12.2008 til 31.12.2009: -2,44% 31.12.2007 til 31.12.2008: 2,04% 31.12.2006 til 31.12.2007: 1,75% 3

KLP Aktiv Rente 30.06.2012 KLP Aktiv Rente skal oppnå høyest mulig avkastning ved investering i rentebærende verdipapirer med lav kurs- og kredittrisiko, utstedt av den norske stat, fylkeskommuner, kommuner, kraftverk med garanti, kredittforetak og banker. Gjennomsnittlig løpetid i fondet kan variere mellom 0 og 12 mnd. KLP Aktiv Rente har anledning til å ha inntil 20% av fondets midler i obligasjoner. Maksimalt 10% av fondets markedsverdi kan plasseres i rentederivatene FRA og renteswapper. Formålet med eventuelle derivatinvesteringer er å oppnå en hensiktsmessig forvaltning av fondet. Verdipapirenes korte løpetid gjør at kurssvingningene i fondet vil være små. Bankkonto Bank Saldo i Kontonavn Kontovaluta NORTHERN TRUST GLOBAL SERVICES LTD 2 182 979 VP06 NORTHERN HANDELSBANKEN 5 971 838 VP06 HB Verdipapir 8 154 817 Verdipapir Pålydende Kostpris Markedsverdi Markedsplass Kupong ISIN Valuta BAMBLE OG LANGESUND SPAREBANK 2 000 000 2 006 600 2 020 842 OSLO BORS ALTERNATIVE BOND MARKET 3,27 NO0010447402 SPAREBANKEN PLUSS 2 000 000 1 996 200 2 001 969 OSLO BORS ALTERNATIVE BOND MARKET 3,16 NO0010601164 ORLAND SPAREBANK 3 500 000 3 509 300 3 522 682 UNLISTED 2,92 NO0010549967 SPAREBANK 1 NORD-NORGE 2 000 000 2 041 800 2 054 432 OSLO BORS ALTERNATIVE BOND MARKET 4,18 NO0010462435 SPAREBANK 1 RINGERIKE HADELAND 2 000 000 2 025 920 2 030 331 OSLO BORS ALTERNATIVE BOND MARKET 3,87 NO0010511652 SPAREBANK 1 OSTFOLD AKERSHUS 2 500 000 2 536 500 2 522 286 UNLISTED 3,70 NO0010521016 HAUGESUND SPAREBANK 2 000 000 2 014 000 2 014 093 UNLISTED 3,46 NO0010577356 ARENDAL OG OMEGNS SPAREKASSE 2 000 000 2 004 390 2 016 001 OSLO BORS ALTERNATIVE BOND MARKET 2,96 NO0010543465 BERG SPAREBANK 2 000 000 2 005 120 2 006 299 UNLISTED 3,03 NO0010561624 SWEDBANK AB 2 000 000 2 000 000 2 023 823 UNLISTED 2,84 NO0010636210 TOTENS SPAREBANK 2 000 000 2 064 000 2 091 115 OSLO BORS ALTERNATIVE BOND MARKET 5,88 NO0010404684 SPAREBANKEN OST 2 000 000 2 009 600 2 010 146 OSLO BORS ALTERNATIVE BOND MARKET 3,11 NO0010566649 HJARTDAL OG GRANSHERAD SPAREBANK 2 000 000 2 002 800 2 009 678 UNLISTED 2,83 NO0010564230 SPAREBANKEN VEST 2 000 000 2 064 400 2 173 212 OSLO BORS ALTERNATIVE BOND MARKET 5,80 NO0010378722 SPAREBANKEN SOGN OG FJORDANE 2 000 000 2 066 280 2 069 100 OSLO BORS ALTERNATIVE BOND MARKET 5,70 NO0010480569 SPAREBANKEN MORE 2 000 000 2 059 200 2 063 736 OSLO BORS ASA 5,65 NO0010418908 MARKER SPAREBANK 1 500 000 1 492 950 1 510 878 UNLISTED 3,08 NO0010542251 SURNADAL SPAREBANK 2 000 000 1 978 200 2 012 537 UNLISTED 2,80 NO0010563505 TINN SPAREBANK 2 000 000 2 012 530 2 014 618 UNLISTED 3,67 NO0010526361 SPAREBANKEN HEDMARK 2 000 000 2 017 600 2 047 560 OSLO BORS ASA 4,10 NO0010302151 SPARESKILLINGSBANKEN 2 000 000 2 020 000 2 021 063 OSLO BORS ALTERNATIVE BOND MARKET 4,00 NO0010575103 SPAREBANKEN NARVIK 2 000 000 2 008 980 2 015 289 OSLO BORS ALTERNATIVE BOND MARKET 3,07 NO0010572761 FANA SPAREBANK 2 000 000 2 001 120 2 008 302 OSLO BORS ALTERNATIVE BOND MARKET 2,58 NO0010395569 ASKIM SPAREBANK 2 000 000 2 003 756 2 008 029 UNLISTED 2,81 NO0010555428 Sum banker NYSET-STEGGJE KRAFT AS 4 220 000 4 214 054 4 319 386 OSLO BORS ASA 3,50 NO0001090005 NYSET-STEGGJE KRAFT AS 2 000 000 1 995 099 2 045 633 OSLO BORS ASA 3,30 NO0001099881 Sum forsyninger BNBANK ASA 2 000 000 1 999 420 2 009 857 OSLO BORS ALTERNATIVE BOND MARKET 3,22 NO0010649692 KREDITTFORENINGEN FOR SPAREBANKER 2 000 000 2 006 600 2 017 013 OSLO BORS ALTERNATIVE BOND MARKET 2,88 NO0010538739 Sum kredittforetak, aksjeselskap Innløsningsgebyr: 0,00% Tegningsgebyr: 0,00% Forvaltningshonorar: 0,15% Antall fondsandeler 61 865 49 941 246 50 268 022 6 209 153 6 365 019 4 006 020 4 026 871 60 156 419 60 659 911 4

Fondets totale verdi etter forvaltningshonorar 64 715 479 Verdi av andel 1 046,07 Uoppgjorte transaksjoner Innkommende Utgående Netto 62 207-4 184 393-4 122 187 Avkastning:Verdipapirfondet KLP Aktiv Rente 31.12.2011 til 29.06.2012: -0,95% 31.12.2010 til 31.12.2011: -0,24% 31.12.2009 til 31.12.2010: -1,55% 31.12.2008 til 31.12.2009: -1,55% 31.12.2007 til 31.12.2008: 2,27% 31.12.2006 til 31.12.2007: 1,91% 5

KLP Rentefond II 30.06.2012 KLP Rentefond II skal oppnå høyest mulig avkastning ved investering i rentebærende verdipapirer med høy kredittverdighet og liten kursrisiko, utstedt av den norske stat, fylkeskommuner, kommuner, kraftverk med garanti, kredittforetak og banker. Gjennomsnittlig løpetid i fondet kan variere mellom 6 og 24 mnd. Bankkonto Bank Saldo i Kontonavn Kontovaluta NORTHERN TRUST GLOBAL SERVICES LTD 22 257 576 VO21 NORTHERN HANDELSBANKEN 8 679 076 VO21 HB Verdipapir 30 936 653 Verdipapir Pålydende Kostpris Markedsverdi Markedsplass Kupong ISIN Valuta STOREBRAND BANK ASA 3 000 000 3 097 500 3 190 016 OSLO BORS ALTERNATIVE BOND MARKET 6,79 NO0010455538 SPAREBANKEN GRENLAND 21 500 000 21 776 880 21 926 183 OSLO BORS ALTERNATIVE BOND MARKET 4,15 NO0010574841 HAUGESUND SPAREBANK 15 000 000 14 997 000 15 074 528 OSLO BORS ALTERNATIVE BOND MARKET 3,20 NO0010592793 SPAREBANK1 BUSKERUD-VESTFOLD 35 000 000 36 127 000 36 351 419 OSLO BORS ALTERNATIVE BOND MARKET 6,14 NO0010425465 LANDKREDITT BANK AS 15 000 000 15 404 300 15 363 844 OSLO BORS ASA 4,90 NO0010212343 DNB BANK ASA 23 500 000 24 296 650 24 736 453 OSLO BORS ASA 5,15 NO0010490758 ORKDAL SPAREBANK 35 000 000 35 148 400 35 263 815 UNLISTED 3,58 NO0010456635 SPAREBANKEN PLUSS 20 000 000 20 959 320 21 643 264 OSLO BORS ALTERNATIVE BOND MARKET 6,00 NO0010389687 SPAREBANK 1 SR-BANK ASA 19 000 000 19 673 800 19 782 203 OSLO BORS ALTERNATIVE BOND MARKET 5,65 NO0010408214 DNB BANK ASA 5 000 000 5 172 500 5 429 523 OSLO BORS ASA 5,20 NO0010530181 SPAREBANK 1 SMN 25 000 000 25 090 000 25 135 512 OSLO BORS ALTERNATIVE BOND MARKET 3,26 NO0010531452 SWEDBANK AB 20 000 000 20 880 000 21 861 914 OSLO BORS ALTERNATIVE BOND MARKET 5,75 NO0010534399 SPAREBANKEN MORE 15 000 000 15 511 500 15 641 719 OSLO BORS ASA 5,40 NO0010227515 SURNADAL SPAREBANK 25 000 000 25 000 000 25 142 087 UNLISTED 3,21 NO0010649114 LANDKREDITT BANK AS 37 000 000 37 155 600 37 718 519 OSLO BORS ALTERNATIVE BOND MARKET 4,29 NO0010576994 SPAREBANK 1 OSTFOLD AKERSHUS 46 500 000 47 882 234 48 671 157 OSLO BORS ALTERNATIVE BOND MARKET 5,75 NO0010398555 TIME SPAREBANK 15 000 000 15 562 500 15 794 717 OSLO BORS ALTERNATIVE BOND MARKET 6,40 NO0010473770 SPAREBANKEN SOR 11 000 000 11 697 600 12 132 442 OSLO BORS ALTERNATIVE BOND MARKET 7,00 NO0010460330 TOTENS SPAREBANK 24 000 000 24 741 000 25 093 377 OSLO BORS ALTERNATIVE BOND MARKET 5,88 NO0010404684 SPAREBANK 1 NORD-NORGE 6 000 000 6 431 400 6 673 671 OSLO BORS ALTERNATIVE BOND MARKET 7,50 NO0010462427 SPAREBANKEN VEST 15 000 000 15 190 500 15 494 526 OSLO BORS ALTERNATIVE BOND MARKET 4,50 NO0010307333 EIDSBERG SPAREBANK 25 000 000 24 991 250 25 112 003 UNLISTED 3,05 NO0010592843 SPAREBANK 1 NOTTEROY - TONSBERG 51 500 000 52 566 025 53 552 040 OSLO BORS ALTERNATIVE BOND MARKET 4,75 NO0010503899 SPAREBANKEN SOR 32 000 000 32 556 800 32 647 709 OSLO BORS ALTERNATIVE BOND MARKET 4,45 NO0010311111 SPAREBANKEN SOR 3 000 000 3 120 600 3 241 148 OSLO BORS ALTERNATIVE BOND MARKET 5,25 NO0010490410 SPAREBANKEN VEST 15 000 000 15 555 500 15 516 451 OSLO BORS ALTERNATIVE BOND MARKET 5,28 NO0010481567 SPAREBANKEN GRENLAND 25 000 000 24 973 750 24 975 128 OSLO BORS ALTERNATIVE BOND MARKET 3,09 NO0010605827 SPAREBANK1 BUSKERUD-VESTFOLD 6 000 000 6 059 400 6 157 811 OSLO BORS ASA 4,20 NO0010298623 SPAREBANKEN SOGN OG FJORDANE 25 000 000 25 450 000 25 354 689 OSLO BORS ALTERNATIVE BOND MARKET 3,83 NO0010514664 SVENSKA HANDELSBANKEN AB 25 000 000 25 615 000 25 613 052 UNLISTED 3,83 NO0010504251 SPAREBANK 1 OSTFOLD AKERSHUS 9 000 000 9 724 500 10 012 632 OSLO BORS ALTERNATIVE BOND MARKET 7,10 NO0010445174 SPAREBANKEN VEST 15 000 000 15 657 000 16 299 088 OSLO BORS ALTERNATIVE BOND MARKET 5,80 NO0010378722 SPAREBANK 1 SMN 10 500 000 10 758 200 11 071 771 OSLO BORS ALTERNATIVE BOND MARKET 5,75 NO0010382138 BANK 1 OSLO AKERSHUS AS 32 000 000 33 390 000 33 606 357 OSLO BORS ALTERNATIVE BOND MARKET 5,60 NO0010508682 DNB BANK ASA 37 000 000 38 438 900 38 433 197 OSLO BORS ASA 6,05 NO0010425101 SPAREBANK 1 SR-BANK ASA 31 000 000 31 392 400 32 132 996 OSLO BORS ALTERNATIVE BOND MARKET 4,65 NO0010341860 SPAREBANKEN OST 25 000 000 25 652 500 25 848 576 OSLO BORS ALTERNATIVE BOND MARKET 5,20 NO0010481724 HELGELAND SPAREBANK 60 000 000 62 619 250 63 052 481 OSLO BORS ALTERNATIVE BOND MARKET 6,16 NO0010473739 6

SPAREBANKEN MORE 5 000 000 5 184 000 5 159 339 OSLO BORS ASA 5,65 NO0010418908 SURNADAL SPAREBANK 1 000 000 999 250 1 006 269 UNLISTED 2,80 NO0010563505 SPAREBANKEN MORE 26 500 000 26 795 600 27 184 398 OSLO BORS ASA 4,60 NO0010332265 SPAREBANK 1 RINGERIKE HADELAND 20 000 000 20 252 000 20 386 449 OSLO BORS ALTERNATIVE BOND MARKET 4,17 NO0010576838 SPAREBANKEN HEDMARK 24 000 000 24 142 300 24 570 719 OSLO BORS ASA 4,10 NO0010302151 SWEDBANK AB 20 000 000 20 902 600 21 261 073 OSLO BORS ALTERNATIVE BOND MARKET 5,60 NO0010536675 SPAREBANK1 BUSKERUD-VESTFOLD 5 000 000 5 188 150 5 220 999 OSLO BORS ALTERNATIVE BOND MARKET 5,35 NO0010512452 SPAREBANK 1 RINGERIKE HADELAND 28 000 000 27 966 400 28 105 383 OSLO BORS ALTERNATIVE BOND MARKET 2,94 NO0010601180 SVENSKA HANDELSBANKEN AB 36 000 000 37 435 500 37 846 295 UNLISTED 5,30 NO0010503915 SANDNES SPAREBANK 10 000 000 10 233 000 10 349 799 OSLO BORS ALTERNATIVE BOND MARKET 5,35 NO0010355951 Sum banker NYSET-STEGGJE KRAFT AS 2 260 000 2 254 850 2 311 565 OSLO BORS ASA 3,30 NO0001099881 EIDSIVA ENERGI AS 610 000 645 247 638 372 OSLO BORS ASA 5,50 NO0001222137 Sum forsyninger OSLO KOMMUNE 25 000 000 25 212 500 25 713 033 OSLO BORS ASA 4,00 NO0010246309 Sum kommunal garanti OSLO BOLIG OG SPARELAG 25 000 000 25 000 000 25 166 334 OSLO BORS ALTERNATIVE BOND MARKET 3,35 NO0010635980 BOLIG- OG NAERINGSKREDITT AS 20 000 000 20 000 000 20 068 522 OSLO BORS ALTERNATIVE BOND MARKET 3,15 NO0010650542 OSLO BOLIG OG SPARELAG 25 000 000 25 135 000 26 043 679 OSLO BORS ALTERNATIVE BOND MARKET 3,95 NO0010585235 KREDITTFORENINGEN FOR SPAREBANKER 29 000 000 28 879 400 30 148 581 OSLO BORS ALTERNATIVE BOND MARKET 3,75 NO0010584733 KREDITTFORENINGEN FOR SPAREBANKER 12 000 000 12 387 600 12 571 638 OSLO BORS ALTERNATIVE BOND MARKET 5,20 NO0010497837 Sum kredittforetak, aksjeselskap Innløsningsgebyr: 0,00% Tegningsgebyr: 0,00% Forvaltningshonorar: 0,20% Antall fondsandeler 1 202 033 Fondets totale verdi etter forvaltningshonorar 1 244 168 242 Verdi av andel 1 035,05 1 059 415 559 1 071 838 738 2 900 096 2 949 938 25 212 500 25 713 033 111 402 000 113 998 754 1 198 930 155 1 214 500 462 Uoppgjorte transaksjoner Innkommende Utgående Netto 881 035-1 121 694-240 659 Avkastning:Verdipapirfondet KLP Rentefond II 31.12.2011 til 29.06.2012: -2,12% 31.12.2010 til 31.12.2011: -1,39% 31.12.2009 til 31.12.2010: -2,37% 31.12.2008 til 31.12.2009: -0,80% 31.12.2007 til 31.12.2008: 4,54% 31.12.2006 til 31.12.2007: 1,91% 7

KLP Pensjon 30.06.2012 KLP Pensjon skal oppnå høyest mulig avkastning ved investering i rentebærende verdipapirer med høy kredittverdighet, utstedt av den norske stat, fylkeskommuner, kommuner, kraftverk med garanti, kredittforetak og banker. Gjennomsnittlig løpetid i fondet kan variere mellom 2 og 4 år. Bankkonto Bank Saldo i Kontonavn Kontovaluta NORTHERN TRUST GLOBAL SERVICES LTD 1 241 666 VO23 NORTHERN HANDELSBANKEN 8 367 713 VO23 HB Verdipapir 9 609 379 Verdipapir Pålydende Kostpris Markedsverdi Markedsplass Kupong ISIN Valuta SPAREBANK 1 NORD-NORGE 5 000 000 5 000 000 5 034 464 OSLO BORS ALTERNATIVE BOND MARKET 4,75 NO0010649213 TOTENS SPAREBANK 5 000 000 5 227 000 5 227 787 OSLO BORS ALTERNATIVE BOND MARKET 5,88 NO0010404684 SPAREBANK 1 NORD-NORGE 5 000 000 5 512 500 5 561 392 OSLO BORS ALTERNATIVE BOND MARKET 7,50 NO0010462427 SPAREBANK 1 SMN 5 000 000 5 135 000 5 338 605 OSLO BORS ALTERNATIVE BOND MARKET 4,85 NO0010566508 SPAREBANKEN GRENLAND 11 500 000 11 519 550 12 117 476 OSLO BORS ALTERNATIVE BOND MARKET 4,25 NO0010564669 SPAREBANKEN OST 10 000 000 10 220 000 10 339 430 OSLO BORS ALTERNATIVE BOND MARKET 5,20 NO0010481724 SPAREBANKEN PLUSS 5 000 000 5 177 000 5 269 847 OSLO BORS ALTERNATIVE BOND MARKET 5,25 NO0010605454 DNB BANK ASA 5 000 000 5 026 000 5 120 375 OSLO BORS ASA 4,75 NO0010626450 HELGELAND SPAREBANK 5 000 000 5 116 500 5 256 967 OSLO BORS ALTERNATIVE BOND MARKET 5,00 NO0010599269 SKANDINAVISKA ENSKILDA BANKEN AB 5 000 000 5 162 500 5 254 507 OSLO BORS ALTERNATIVE BOND MARKET 5,80 NO0010512171 SPAREBANKEN PLUSS 5 000 000 5 099 000 5 403 197 OSLO BORS ALTERNATIVE BOND MARKET 5,15 NO0010599731 SPAREBANKEN SOR 5 000 000 4 974 500 5 101 205 OSLO BORS ALTERNATIVE BOND MARKET 4,45 NO0010311111 SPAREBANK 1 SR-BANK ASA 5 000 000 5 329 500 5 511 427 OSLO BORS ALTERNATIVE BOND MARKET 6,95 NO0010459423 SPAREBANKEN MORE 7 000 000 7 037 800 7 700 919 OSLO BORS ASA 6,70 NO0010451669 SPAREBANK 1 OSTFOLD AKERSHUS 8 000 000 8 146 400 8 876 148 UNLISTED 7,10 NO0010450596 SPAREBANK 1 RINGERIKE HADELAND 6 500 000 6 516 250 6 796 434 OSLO BORS ALTERNATIVE BOND MARKET 4,65 NO0010593593 LANDKREDITT BANK AS 8 000 000 8 017 250 8 155 355 OSLO BORS ALTERNATIVE BOND MARKET 4,29 NO0010576994 SPAREBANKEN SOGN OG FJORDANE 5 000 000 4 877 000 5 153 223 OSLO BORS ALTERNATIVE BOND MARKET 5,35 NO0010364110 SPAREBANK1 BUSKERUD-VESTFOLD 5 000 000 5 110 000 5 125 455 OSLO BORS ALTERNATIVE BOND MARKET 4,65 NO0010580582 SPAREBANKEN OST 5 000 000 5 101 750 5 131 455 OSLO BORS ALTERNATIVE BOND MARKET 4,85 NO0010593908 SPAREBANKEN HEDMARK 10 000 000 10 086 000 10 237 799 OSLO BORS ASA 4,10 NO0010302151 SPAREBANK 1 SR-BANK ASA 5 000 000 5 015 000 5 292 896 OSLO BORS ALTERNATIVE BOND MARKET 5,42 NO0010416449 BERG SPAREBANK 8 000 000 8 036 000 8 048 064 UNLISTED 3,36 NO0010576069 SPAREBANK1 BUSKERUD-VESTFOLD 5 000 000 5 113 000 5 220 999 OSLO BORS ALTERNATIVE BOND MARKET 5,35 NO0010512452 SPAREBANK 1 NOTTEROY - TONSBERG 3 000 000 3 140 700 3 198 949 OSLO BORS ALTERNATIVE BOND MARKET 5,65 NO0010480890 BANK 1 OSLO AKERSHUS AS 2 500 000 2 573 750 2 625 497 OSLO BORS ALTERNATIVE BOND MARKET 5,60 NO0010508682 SPAREBANK 1 SMN 7 000 000 7 173 600 7 394 568 OSLO BORS ALTERNATIVE BOND MARKET 5,35 NO0010606288 ASKIM SPAREBANK 5 000 000 5 550 000 5 596 259 OSLO BORS ALTERNATIVE BOND MARKET 8,00 NO0010464134 SPAREBANK 1 NORD-NORGE 5 000 000 5 022 500 5 124 073 OSLO BORS ALTERNATIVE BOND MARKET 4,60 NO0010580814 Sum banker OSLO KOMMUNE 1 000 000 1 056 000 1 112 320 OSLO BORS ASA 4,90 NO0010547961 OSLO KOMMUNE 1 000 000 1 007 000 1 028 521 OSLO BORS ASA 4,00 NO0010246309 OSLO KOMMUNE 5 000 000 4 926 000 5 247 203 OSLO BORS ASA 4,20 NO0010485675 Sum kommunal garanti 175 016 050 180 214 770 6 989 000 7 388 044 STOREBRAND BOLIGKREDITT AS 5 000 000 4 866 000 5 441 504 OSLO BORS ASA 5,75 NO0010428584 SPAREBANK 1 NAERINGSKREDITT AS 10 000 000 10 000 000 10 066 061 OSLO BORS ALTERNATIVE BOND MARKET 4,35 NO0010642085 DNB BOLIGKREDITT AS 20 000 000 20 658 400 21 183 811 OSLO BORS ASA 4,60 NO0010598857 8

SWEDBANK HYPOTEK AB 5 000 000 5 046 650 5 290 983 OSLO BORS ASA 4,60 NO0010601339 NORDEA EIENDOMSKREDITT AS 5 000 000 5 036 500 5 106 860 OSLO BORS ASA 4,25 NO0010584345 TERRA BOLIGKREDITT AS 15 000 000 15 093 000 15 845 281 OSLO BORS ASA 4,40 NO0010565211 KOMMUNALBANKEN AS 8 000 000 8 216 000 8 498 901 UNLISTED 4,20 NO0010299423 KREDITTFORENINGEN FOR SPAREBANKER 7 000 000 7 100 100 7 333 455 OSLO BORS ALTERNATIVE BOND MARKET 5,20 NO0010497837 BNBANK ASA 5 000 000 5 006 500 5 180 723 OSLO BORS ALTERNATIVE BOND MARKET 4,40 NO0010591217 NORDEA EIENDOMSKREDITT AS 10 000 000 9 901 000 10 300 237 OSLO BORS ASA 4,05 NO0010583941 DNB BOLIGKREDITT AS 3 000 000 3 178 500 3 334 671 UNLISTED 5,55 NO0010378730 OSLO BOLIG OG SPARELAG 5 000 000 5 003 150 5 208 736 OSLO BORS ALTERNATIVE BOND MARKET 3,95 NO0010585235 Sum kredittforetak, aksjeselskap KONGERIKET NORGE 18 500 000 18 469 205 20 932 877 OSLO BORS ASA 4,25 NO0010313356 KONGERIKET NORGE 5 000 000 5 347 800 5 927 158 OSLO BORS ASA 4,50 NO0010429913 KONGERIKET NORGE 15 000 000 16 023 842 16 604 075 OSLO BORS ASA 5,00 NO0010226962 Sum statsobligasjoner Innløsningsgebyr: 0,00% Tegningsgebyr: 0,00% Forvaltningshonorar: 0,20% Antall fondsandeler 323 862 Fondets totale verdi etter forvaltningshonorar 343 369 260 Verdi av andel 1 060,23 99 105 800 102 791 224 39 840 846 43 464 110 320 951 696 333 858 148 Uoppgjorte transaksjoner Innkommende Utgående Netto 166 500-57 592 108 908 Avkastning:Verdipapirfondet KLP Pensjon 31.12.2011 til 29.06.2012: -2,75% 31.12.2010 til 31.12.2011: 0,88% 31.12.2009 til 31.12.2010: 0,30% 31.12.2008 til 31.12.2009: 0,55% 31.12.2007 til 31.12.2008: 5,25% 31.12.2006 til 31.12.2007: -0,30% 9

KLP Pensjon II 30.06.2012 KLP Pensjon II skal oppnå høyest mulig avkastning ved investering i rentebærende verdipapirer med høy kredittverdighet utstedt av den norske stat, fylkeskommuner, kommuner, kraftverk med garanti, kredittforetak og banker. Gjennomsnittlig løpetid i fondet kan variere mellom 4 og 6 år Bankkonto Bank Saldo i Kontonavn Kontovaluta HANDELSBANKEN 6 367 366 VO24 HB NORTHERN TRUST GLOBAL SERVICES LTD 372 131 VO24 NORTHERN Verdipapir 6 739 497 Verdipapir Pålydende Kostpris Markedsverdi Markedsplass Kupong ISIN Valuta ROGALAND FYLKESKOMMUNE 2 000 000 1 979 200 2 170 367 UNLISTED 4,44 NO0010332042 SPAREBANK 1 NORD-NORGE 5 000 000 5 000 000 5 034 464 OSLO BORS ALTERNATIVE BOND MARKET 4,75 NO0010649213 HAUGESUND SPAREBANK 4 000 000 3 983 120 4 089 592 OSLO BORS ALTERNATIVE BOND MARKET 4,50 NO0010575376 SPAREBANKEN GRENLAND 4 000 000 4 024 000 4 158 523 OSLO BORS ALTERNATIVE BOND MARKET 4,16 NO0010283815 SPAREBANKEN SOR 2 000 000 2 011 840 2 066 948 OSLO BORS ALTERNATIVE BOND MARKET 4,95 NO0010635055 SPAREBANK 1 SR-BANK ASA 4 000 000 4 076 280 4 240 460 OSLO BORS ALTERNATIVE BOND MARKET 4,98 NO0010627854 SPAREBANKEN MORE 5 000 000 5 197 500 5 260 401 OSLO BORS ASA 5,50 NO0010364862 SPAREBANK 1 SR-BANK ASA 3 000 000 3 000 000 3 145 088 OSLO BORS ALTERNATIVE BOND MARKET 4,47 NO0010583818 SPAREBANK 1 SMN 3 000 000 2 998 200 3 203 163 OSLO BORS ALTERNATIVE BOND MARKET 4,85 NO0010566508 SPAREBANKEN PLUSS 6 000 000 6 056 800 6 323 817 OSLO BORS ALTERNATIVE BOND MARKET 5,25 NO0010605454 SPAREBANKEN PLUSS 3 000 000 3 092 400 3 241 918 OSLO BORS ALTERNATIVE BOND MARKET 5,15 NO0010599731 SPAREBANK 1 RINGERIKE HADELAND 3 500 000 3 417 750 3 659 618 OSLO BORS ALTERNATIVE BOND MARKET 4,65 NO0010593593 SPAREBANK 1 NORD-NORGE 5 000 000 4 921 710 5 162 894 OSLO BORS ALTERNATIVE BOND MARKET 4,20 NO0010584386 SPAREBANK 1 SMN 3 000 000 3 003 750 3 110 744 OSLO BORS ALTERNATIVE BOND MARKET 5,17 NO0010635782 DANSKE BANK A/S 3 000 000 3 121 500 3 187 722 UNLISTED 4,70 NO0010545361 SPAREBANK1 BUSKERUD-VESTFOLD 5 000 000 5 120 500 5 125 455 OSLO BORS ALTERNATIVE BOND MARKET 4,65 NO0010580582 SPAREBANKEN SOR 3 000 000 3 006 000 3 139 518 OSLO BORS ALTERNATIVE BOND MARKET 5,00 NO0010598535 SPAREBANKEN OST 3 000 000 3 039 000 3 078 873 OSLO BORS ALTERNATIVE BOND MARKET 4,85 NO0010593908 SWEDBANK AB 2 000 000 2 096 000 2 126 107 OSLO BORS ALTERNATIVE BOND MARKET 5,60 NO0010536675 SPAREBANKEN HEDMARK 4 000 000 3 941 600 4 089 870 OSLO BORS ASA 4,30 NO0010269152 SPAREBANK 1 SMN 1 500 000 1 558 500 1 584 550 OSLO BORS ALTERNATIVE BOND MARKET 5,35 NO0010606288 SPAREBANKEN OST 2 000 000 1 997 800 2 051 187 OSLO BORS ALTERNATIVE BOND MARKET 4,85 NO0010626575 SPAREBANKEN HEDMARK 3 000 000 2 997 300 3 148 811 OSLO BORS ALTERNATIVE BOND MARKET 4,55 NO0010624539 SPAREBANKEN VEST 3 000 000 3 005 820 3 034 182 OSLO BORS ALTERNATIVE BOND MARKET 4,75 NO0010575301 SPAREBANKEN SOR 4 000 000 3 982 000 3 990 153 OSLO BORS ALTERNATIVE BOND MARKET 4,65 NO0010649338 SPAREBANKEN OST 3 000 000 2 996 400 3 068 366 OSLO BORS ALTERNATIVE BOND MARKET 4,35 NO0010268774 SPAREBANK 1 RINGERIKE HADELAND 5 000 000 4 991 000 5 022 432 OSLO BORS ALTERNATIVE BOND MARKET 4,15 NO0010646896 BANK 1 OSLO AKERSHUS AS 5 000 000 5 008 000 5 142 019 OSLO BORS ALTERNATIVE BOND MARKET 4,95 NO0010614639 Sum banker 1 979 200 2 170 367 97 644 770 100 486 875 OSLO KOMMUNE 5 000 000 5 258 600 5 561 598 OSLO BORS ASA 4,90 NO0010547961 OSLO KOMMUNE 1 000 000 997 700 1 072 893 OSLO BORS ASA 4,45 NO0010547987 ASKER KOMMUNE 8 000 000 8 251 200 8 532 029 OSLO BORS ASA 4,35 NO0010627805 OSLO KOMMUNE 9 000 000 9 480 500 9 816 607 OSLO BORS ASA 5,10 NO0010507023 OSLO KOMMUNE 2 000 000 2 110 000 2 122 378 OSLO BORS ASA 4,60 NO0010575343 Sum kommunal garanti 26 098 000 27 105 504 OSLO BOLIG OG SPARELAG 12 000 000 12 057 100 12 359 385 OSLO BORS ALTERNATIVE BOND MARKET 4,95 NO0010636467 DNB BOLIGKREDITT AS 25 000 000 25 386 180 26 479 764 OSLO BORS ASA 4,60 NO0010598857 SPAREBANK 1 BOLIGKREDITT AS 9 000 000 9 914 700 10 147 625 OSLO BORS ASA 5,95 NO0010441454 SWEDBANK HYPOTEK AB 6 000 000 6 003 990 6 349 179 OSLO BORS ASA 4,60 NO0010601339 STOREBRAND BOLIGKREDITT AS 5 500 000 5 739 800 5 985 655 OSLO BORS ASA 5,75 NO0010428584 SPAREBANK 1 NAERINGSKREDITT AS 5 000 000 5 000 000 5 033 031 OSLO BORS ALTERNATIVE BOND MARKET 4,35 NO0010642085 NORDEA EIENDOMSKREDITT AS 13 000 000 12 833 700 13 277 837 OSLO BORS ASA 4,25 NO0010584345 TERRA BOLIGKREDITT AS 7 000 000 7 099 600 7 394 464 OSLO BORS ASA 4,40 NO0010565211 10

KREDITTFORENINGEN FOR SPAREBANKER 5 000 000 5 151 500 5 268 808 OSLO BORS ALTERNATIVE BOND MARKET 5,20 NO0010599814 KOMMUNALBANKEN AS 7 000 000 7 189 000 7 436 538 UNLISTED 4,20 NO0010299423 DNB BOLIGKREDITT AS 3 000 000 2 991 840 3 080 013 OSLO BORS ASA 4,00 NO0010634777 SPAREBANK 1 BOLIGKREDITT AS 2 000 000 2 130 000 2 231 761 OSLO BORS ASA 5,00 NO0010622137 NORDEA EIENDOMSKREDITT AS 9 000 000 8 962 800 9 270 213 OSLO BORS ASA 4,05 NO0010583941 SPAREBANKEN VEST BOLIGKREDITT AS 6 000 000 6 345 600 6 604 649 OSLO BORS ASA 5,20 NO0010607237 SPAREBANK 1 BOLIGKREDITT AS 7 000 000 7 565 860 8 123 178 OSLO BORS ASA 5,95 NO0010464944 STOREBRAND BOLIGKREDITT AS 5 000 000 5 357 000 5 551 116 OSLO BORS ASA 5,05 NO0010548373 Sum kredittforetak, aksjeselskap 129 728 670 134 593 217 KONGERIKET NORGE 2 000 000 2 180 200 2 308 603 OSLO BORS ASA 3,75 NO0010572878 KONGERIKET NORGE 6 000 000 6 156 481 6 789 041 OSLO BORS ASA 4,25 NO0010313356 KONGERIKET NORGE 4 000 000 3 901 600 3 978 329 OSLO BORS ASA 2,00 NO0010646813 KONGERIKET NORGE 10 500 000 11 066 781 12 447 031 OSLO BORS ASA 4,50 NO0010429913 Sum statsobligasjoner 23 305 062 25 523 003 278 755 702 289 878 966 Innløsningsgebyr: 0,00% Tegningsgebyr: 0,00% Forvaltningshonorar: 0,20% Antall fondsandeler 232 111 Fondets totale verdi etter forvaltningshonorar 296 500 680 Verdi av andel 1 277,41 Uoppgjorte transaksjoner Innkommende Utgående Netto 0-84 771-84 771 Avkastning:Verdipapirfondet KLP Pensjon II 31.12.2011 til 29.06.2012: -1,63% 31.12.2010 til 31.12.2011: 2,57% 31.12.2009 til 31.12.2010: 2,25% 31.12.2008 til 31.12.2009: 0,19% 31.12.2007 til 31.12.2008: 6,34% 31.12.2006 til 31.12.2007: -1,16% 11

KLP Statsobligasjon I 30.06.2012 KLP Statsobligasjon I er et aktivt forvaltet obligasjonsfond som investerer i norske statsobligasjoner. Referanseindeksen for fondet er DnB Stat Benchmark Alle. Bankkonto Bank Saldo i Kontonavn Kontovaluta NORTHERN TRUST GLOBAL SERVICES LTD 1 424 368 VO25 NORTHERN HANDELSBANKEN 208 080 VO25 HB Verdipapir 1 632 449 Verdipapir Pålydende Kostpris Markedsverdi Markedsplass Kupong ISIN Valuta KONGERIKET NORGE 21 000 000 22 339 000 24 240 329 OSLO BORS ASA 3,75 NO0010572878 KONGERIKET NORGE 29 000 000 31 597 704 32 101 212 OSLO BORS ASA 5,00 NO0010226962 KONGERIKET NORGE 29 000 000 30 365 400 32 813 699 OSLO BORS ASA 4,25 NO0010313356 KONGERIKET NORGE 2 000 000 1 972 280 1 978 600 OSLO BORS ASA 0,00 NO0010638240 KONGERIKET NORGE 2 000 000 2 252 450 2 100 740 OSLO BORS ASA 6,50 NO0010144843 KONGERIKET NORGE 4 000 000 3 901 600 3 978 329 OSLO BORS ASA 2,00 NO0010646813 KONGERIKET NORGE 18 000 000 19 677 360 21 337 767 OSLO BORS ASA 4,50 NO0010429913 Sum statsobligasjoner Innløsningsgebyr: 0,00% Tegningsgebyr: 0,00% Forvaltningshonorar: 0,12% Antall fondsandeler 113 798 Fondets totale verdi etter forvaltningshonorar 120 159 415 Verdi av andel 1 055,90 112 105 794 118 550 675 112 105 794 118 550 675 Uoppgjorte transaksjoner Innkommende Utgående Netto 0-11 904-11 904 Avkastning:Verdipapirfondet KLP Statsobligasjon I 31.12.2011 til 29.06.2012: -1,20% 31.12.2010 til 31.12.2011: 3,42% 31.12.2009 til 31.12.2010: 2,38% 04.05.2009 til 31.12.2009: 0,94% 12

KLP Obligasjon I 30.06.2012 KLP Obligasjon I er et aktivt forvaltet obligasjonsfond som investerer i norske stats-og kredittobligasjoner. Fondet har i følge vedtektene for fondet anledning til å investere i ansvarlig lån, men i forvaltningen vil en ikke benytte seg av dette. Referanseindeksen for fondet er KLP KredittNorge, som er 50% vektet av DnBStatAlle og 50% vektet av 3-års Swaprente. Bankkonto Bank Saldo i Kontonavn Kontovaluta HANDELSBANKEN 786 478 VO26 HB NORTHERN TRUST GLOBAL SERVICES LTD 37 204 130 VO26 NORTHERN Verdipapir 37 990 608 Verdipapir Pålydende Kostpris Markedsverdi Markedsplass Kupong ISIN Valuta NORGES STATSBANER 12 000 000 11 889 600 12 116 329 UNLISTED 4,25 NO0010635360 AVINOR AS 42 000 000 42 133 000 46 203 855 OSLO BORS ASA 6,56 NO0010511629 SPAREBANK 1 NORD-NORGE 10 000 000 10 000 000 10 068 927 OSLO BORS ALTERNATIVE BOND MARKET 4,75 NO0010649213 HAUGESUND SPAREBANK 10 000 000 9 957 800 10 223 980 OSLO BORS ALTERNATIVE BOND MARKET 4,50 NO0010575376 TIME SPAREBANK 20 000 000 20 000 000 19 791 895 OSLO BORS ALTERNATIVE BOND MARKET 3,69 NO0010623465 SPAREBANKEN GRENLAND 20 000 000 19 992 800 20 396 450 OSLO BORS ALTERNATIVE BOND MARKET 4,15 NO0010574841 SPAREBANK 1 SMN 12 000 000 11 992 800 12 812 653 OSLO BORS ALTERNATIVE BOND MARKET 4,85 NO0010566508 SPAREBANKEN GRENLAND 36 500 000 36 507 550 38 459 815 OSLO BORS ALTERNATIVE BOND MARKET 4,25 NO0010564669 SKANDINAVISKA ENSKILDA BANKEN AB 30 000 000 30 450 000 30 451 549 OSLO BORS ALTERNATIVE BOND MARKET 4,13 NO0010480866 SPAREBANKEN MORE 46 000 000 46 943 000 47 465 918 OSLO BORS ASA 5,65 NO0010418908 SPAREBANKEN SOR 14 000 000 13 928 600 14 283 373 OSLO BORS ALTERNATIVE BOND MARKET 4,45 NO0010311111 SPAREBANK 1 RINGERIKE HADELAND 10 000 000 9 864 000 9 921 284 OSLO BORS ALTERNATIVE BOND MARKET 3,30 NO0010584071 SPAREBANK 1 SR-BANK ASA 51 000 000 54 203 000 56 216 553 OSLO BORS ALTERNATIVE BOND MARKET 6,95 NO0010459423 SPAREBANKEN SOR 35 000 000 36 272 250 37 813 391 OSLO BORS ALTERNATIVE BOND MARKET 5,25 NO0010490410 LANDKREDITT BANK AS 15 000 000 15 303 000 15 363 844 OSLO BORS ASA 4,90 NO0010212343 DNB BANK ASA 5 000 000 5 100 000 5 278 987 OSLO BORS ASA 5,00 NO0010631070 SPAREBANK 1 RINGERIKE HADELAND 20 000 000 20 000 000 20 386 449 OSLO BORS ALTERNATIVE BOND MARKET 4,17 NO0010576838 SWEDBANK AB 18 000 000 17 958 600 18 943 924 OSLO BORS ALTERNATIVE BOND MARKET 5,05 NO0010628662 DANSKE BANK A/S 30 000 000 30 300 000 32 300 752 OSLO BORS ALTERNATIVE BOND MARKET 5,54 NO0010536030 LANDKREDITT BANK AS 12 000 000 12 052 400 12 233 033 OSLO BORS ALTERNATIVE BOND MARKET 4,29 NO0010576994 DNB BANK ASA 17 000 000 16 982 660 17 034 365 OSLO BORS ASA 3,96 NO0010626476 SPAREBANK 1 SMN 30 000 000 30 351 000 30 446 743 OSLO BORS ALTERNATIVE BOND MARKET 3,91 NO0010480007 HOLLA OG LUNDE SPAREBANK 5 000 000 5 208 500 5 168 614 UNLISTED 4,73 NO0010462948 SPAREBANK1 BUSKERUD-VESTFOLD 7 000 000 7 062 629 7 184 113 OSLO BORS ASA 4,20 NO0010298623 EIDSBERG SPAREBANK 12 000 000 11 985 600 12 110 313 UNLISTED 3,65 NO0010590268 SWEDBANK AB 50 000 000 50 500 000 54 134 660 UNLISTED 6,25 NO0010470362 MELHUS SPAREBANK 50 000 000 50 000 000 53 176 425 OSLO BORS ALTERNATIVE BOND MARKET 4,75 NO0010574528 SPAREBANKEN PLUSS 37 500 000 39 180 000 40 581 121 OSLO BORS ALTERNATIVE BOND MARKET 6,00 NO0010389687 HELGELAND SPAREBANK 20 000 000 19 982 000 19 832 062 OSLO BORS ALTERNATIVE BOND MARKET 3,70 NO0010624174 DNB BANK ASA 27 000 000 26 971 100 28 389 279 OSLO BORS ASA 5,35 NO0010601107 SPAREBANK 1 SMN 29 500 000 28 733 000 30 341 684 OSLO BORS ALTERNATIVE BOND MARKET 4,70 NO0010311236 SPAREBANK 1 SMN 75 000 000 78 382 500 81 455 377 OSLO BORS ALTERNATIVE BOND MARKET 6,35 NO0010471733 BANK 1 OSLO AKERSHUS AS 10 000 000 9 986 000 9 995 035 OSLO BORS ALTERNATIVE BOND MARKET 3,57 NO0010590458 SPAREBANK 1 SMN 25 000 000 25 840 000 26 361 359 OSLO BORS ALTERNATIVE BOND MARKET 5,75 NO0010382138 SPAREBANKEN HEDMARK 15 000 000 14 781 000 15 337 012 OSLO BORS ASA 4,30 NO0010269152 DNB BANK ASA 40 000 000 39 982 800 43 436 184 OSLO BORS ASA 5,20 NO0010530181 SPAREBANKEN VEST 42 000 000 43 386 000 44 304 564 OSLO BORS ALTERNATIVE BOND MARKET 5,30 NO0010353782 SVENSKA HANDELSBANKEN AB 25 000 000 24 995 250 26 282 149 UNLISTED 5,30 NO0010503915 SPAREBANKEN SOR 20 000 000 20 000 000 20 101 577 OSLO BORS ALTERNATIVE BOND MARKET 4,28 NO0010634801 SPAREBANKEN SOR 10 000 000 9 804 000 9 895 906 OSLO BORS ALTERNATIVE BOND MARKET 3,33 NO0010585284 SPAREBANKEN VEST 10 000 000 9 994 200 10 042 285 OSLO BORS ALTERNATIVE BOND MARKET 3,28 NO0010604630 Sum banker 54 022 600 58 320 184 964 934 039 998 023 606 LYSE ENERGI AS 10 000 000 9 978 000 10 356 284 OSLO BORS ASA 4,75 NO0010572233 HAFSLUND ASA 35 000 000 35 997 500 37 510 790 OSLO BORS ASA 6,20 NO0010209786 13

BERGENSHALVOENS KOMMUNALE KRAFTSELSKAP AS 10 000 000 10 342 300 10 615 493 OSLO BORS ASA 5,00 NO0010600281 STATKRAFT AS 36 000 000 38 322 000 40 398 553 OSLO BORS ASA 6,03 NO0010488398 Sum forsyninger 94 639 800 98 881 120 NORTURA SA 30 000 000 30 237 500 33 003 795 OSLO BORS ALTERNATIVE BOND MARKET 6,94 NO0010552607 ORKLA ASA 20 000 000 20 244 000 21 339 649 OSLO BORS ASA 6,65 NO0010502909 OLAV THON EIENDOMSSELSKAP ASA 75 000 000 74 707 500 79 313 532 OSLO BORS ASA 4,90 NO0010552680 YARA INTERNATIONAL ASA 25 000 000 25 102 500 27 072 752 OSLO BORS ASA 7,40 NO0010500127 TINE SA 10 000 000 9 987 100 10 033 965 OSLO BORS ALTERNATIVE BOND MARKET 2,66 NO0010635659 OLAV THON EIENDOMSSELSKAP ASA 10 000 000 10 000 000 9 930 301 OSLO BORS ASA 3,45 NO0010584212 Sum industriselskap 170 278 600 180 693 993 OSLO KOMMUNE 20 000 000 19 962 000 21 418 556 OSLO BORS ASA 4,62 NO0010485683 OSLO KOMMUNE 30 000 000 30 669 000 32 659 041 OSLO BORS ASA 4,65 NO0010547979 OSLO KOMMUNE 25 000 000 25 000 000 27 493 326 OSLO BORS ASA 4,50 NO0010575350 BERGEN KOMMUNE 50 000 000 52 940 000 53 972 389 UNLISTED 5,72 NO0010463946 DRAMMEN KOMMUNE 35 000 000 36 680 000 37 859 062 UNLISTED 5,65 NO0010438716 OSLO KOMMUNE 18 000 000 17 915 400 19 309 639 OSLO BORS ASA 4,35 NO0010589674 OSLO KOMMUNE 30 000 000 30 438 000 32 722 023 OSLO BORS ASA 5,10 NO0010507023 OSLO KOMMUNE 61 000 000 62 551 300 64 732 514 OSLO BORS ASA 4,60 NO0010575343 Sum kommunal garanti 276 155 700 290 166 550 SPAREBANK 1 NAERINGSKREDITT AS 15 000 000 15 000 000 14 978 271 OSLO BORS ALTERNATIVE BOND MARKET 2,98 NO0010614969 SPAREBANK 1 NAERINGSKREDITT AS 38 000 000 38 133 400 38 251 033 OSLO BORS ALTERNATIVE BOND MARKET 4,35 NO0010642085 DNB BOLIGKREDITT AS 50 000 000 49 984 000 52 959 528 OSLO BORS ASA 4,60 NO0010598857 SPAREBANK 1 BOLIGKREDITT AS 24 500 000 27 263 600 27 624 091 OSLO BORS ASA 5,95 NO0010441454 NORDEA EIENDOMSKREDITT AS 81 000 000 76 638 200 82 731 139 OSLO BORS ASA 4,25 NO0010584345 FANA SPAREBANK BOLIGKREDITT AS 10 000 000 9 942 000 10 012 208 OSLO BORS ALTERNATIVE BOND MARKET 3,04 NO0010593742 TERRA BOLIGKREDITT AS 40 000 000 40 604 000 43 971 844 OSLO BORS ASA 5,00 NO0010561103 TERRA BOLIGKREDITT AS 40 000 000 40 336 000 42 254 082 OSLO BORS ASA 4,40 NO0010565211 DNB BOLIGKREDITT AS 15 000 000 15 423 000 16 210 469 OSLO BORS ASA 5,00 NO0010566524 DNB BOLIGKREDITT AS 50 000 000 49 864 000 51 333 547 OSLO BORS ASA 4,00 NO0010634777 SPAREBANK 1 BOLIGKREDITT AS 66 000 000 70 328 500 73 648 113 OSLO BORS ASA 5,00 NO0010622137 NORDEA EIENDOMSKREDITT AS 25 000 000 25 070 000 25 750 593 OSLO BORS ASA 4,05 NO0010583941 SPAREBANKEN VEST BOLIGKREDITT AS 70 000 000 74 310 000 77 054 233 OSLO BORS ASA 5,20 NO0010607237 STOREBRAND BOLIGKREDITT AS 35 000 000 37 394 000 38 857 813 OSLO BORS ASA 5,05 NO0010548373 Sum kredittforetak, aksjeselskap 570 290 700 595 636 963 KONGERIKET NORGE 135 000 000 144 108 071 155 830 685 OSLO BORS ASA 3,75 NO0010572878 KONGERIKET NORGE 166 500 000 170 242 500 188 395 890 OSLO BORS ASA 4,25 NO0010313356 KONGERIKET NORGE 35 000 000 34 139 000 34 810 377 OSLO BORS ASA 2,00 NO0010646813 KONGERIKET NORGE 126 000 000 133 170 557 149 364 370 OSLO BORS ASA 4,50 NO0010429913 KONGERIKET NORGE 179 000 000 194 214 851 198 141 966 OSLO BORS ASA 5,00 NO0010226962 Sum statsobligasjoner 675 874 979 726 543 288 2 806 196 418 2 948 265 704 Innløsningsgebyr: 0,00% Tegningsgebyr: 0,00% Forvaltningshonorar: 0,25% Antall fondsandeler 2 826 317 Fondets totale verdi etter forvaltningshonorar 2 985 653 113 Verdi av andel 1 056,38 Uoppgjorte transaksjoner Innkommende Utgående Netto 1 347 472-245 273 1 102 199 Avkastning:Verdipapirfondet KLP Obligasjon I 31.12.2011 til 29.06.2012: -1,02% 31.12.2010 til 31.12.2011: 1,31% 31.12.2009 til 31.12.2010: 2,12% 11.05.2009 til 31.12.2009: 3,16% 14

KLP Obligasjon Global I 30.06.2012 KLP Obligasjon Global I er et indeksnært fond som investerer i det globale obligasjons-, derivat- og valutamarkedet. Fondet er valutasikret i norske kroner Bankkonto Bank Saldo i Kontonavn Kontovaluta MERRILL LYNCH CLEARING 13 718 944 VO40 ML CLEAR MERRILL LYNCH CLEARING 958 841 VO40 ML CLEAR MERRILL LYNCH CLEARING 5 170 945 VO40 ML CLEAR DNB BANK ASA 357 937 047 VO40 DNBA_NO HANDELSBANKEN 925 893 435 VO40 HB MERRILL LYNCH CLEARING 1 090 152 VO40 ML CLEAR NORTHERN TRUST GLOBAL SERVICES LTD 31 052 009 VO40 NORTHERN NORTHERN TRUST GLOBAL SERVICES LTD 15 535 015 VO40 NORTHERN NORTHERN TRUST GLOBAL SERVICES LTD 142 167 788 VO40 NORTHERN NORTHERN TRUST GLOBAL SERVICES LTD 252 048 120 VO40 NORTHERN NORTHERN TRUST GLOBAL SERVICES LTD 6 592 724 VO40 NORTHERN Future 1 752 165 021 Papir Antall Nominell verdi Markedsplass Forfallsdato US 5YR NOTE (CBT) SEP12 391 800 000 235 223 489 297 CHICAGO BOARD OF TRADE 09/28/2012 LONG GILT FUTURE SEP12 11 700 000 12 846 297 832 NYSE ONEXT LIFFE 09/26/2012 US 10YR NOTE (CBT)SEP12-335 300 000-226 575 620 781 CHICAGO BOARD OF TRADE 09/19/2012 US LONG BOND(CBT) SEP12 165 500 000 148 700 519 800 CHICAGO BOARD OF TRADE 09/19/2012 O-SCHATZ FUT SEP12-75 300 000-56 664 532 240 EX DEUTSCHLAND 09/06/2012 JPN 10Y BOND(TSE) SEP12 3 900 000 000 30 983 875 252 TOKYO STOCK EXCHANGE 09/10/2012 O-BOBL FUTURE SEP12-14 000 000-12 432 962 278 EX DEUTSCHLAND 09/06/2012 O-BUND FUTURE SEP12 7 000 000 6 101 377 959 EX DEUTSCHLAND 09/06/2012 O-BUND FUTURE SEP12-2 000 000-1 743 250 846 EX DEUTSCHLAND 09/06/2012 Verdipapir 4 049 400 000 136 439 193 997 Verdipapir Pålydende Kostpris Markedsverdi Markedsplass Kupong ISIN Valuta KBC INTERNATIONALE FINANCIERINGSMAATSCHAPPIJ NV 1 000 000 7 898 466 7 848 074 LUXEMBOURG STOCK EXCHANGE 4,38 XS0630375912 DANSKE BANK A/S 2 000 000 16 036 384 15 919 133 IRISH STOCK EXCHANGE - ALL MARKET 4,75 XS0431725901 THE ROYAL BANK OF SCOTLAND PUBLIC LIMITED COMPANY 1 500 000 12 790 161 12 581 541 LONDON STOCK EXCHANGE 5,38 XS0454984765 ANZ NATIONAL (INT'L) LIMITED 3 000 000 15 308 696 19 267 455 LONDON STOCK EXCHANGE 6,20 US00182EAJ82 CREDIT SUISSE AG LONDON BRANCH 3 000 000 23 434 904 26 593 430 DEUTSCHE BOERSE AG 5,13 XS0321334442 KBC INTERNATIONALE FINANCIERINGSMAATSCHAPPIJ NV 1 000 000 7 713 135 7 857 226 BOERSE MUENCHEN 5,00 XS0605440345 STANDARD CHARTERED PLC 5 000 000 41 946 078 41 052 497 LONDON STOCK EXCHANGE 5,75 XS0426682570 BANK OF AMERICA CORPORATION 5 000 000 29 250 119 30 885 851 NEW YORK STOCK EXCHANGE, INC. 4,88 US060505AX21 COMMONWEALTH BANK OF AUSTRALIA 7 000 000 37 412 845 42 436 211 UNLISTED 2,13 US2027A1FQ59 JPMORGAN CHASE & CO 5 000 000 39 245 393 40 071 679 LONDON STOCK EXCHANGE 3,75 XS0637844605 BANCO POPOLARE SOCIETA COOPERATIVA 3 000 000 24 803 882 22 400 658 LUXEMBOURG STOCK EXCHANGE 4,13 XS0459200035 AMERICAN EXPRESS CENTURION BANK 10 000 000 54 178 193 60 945 969 UNLISTED 5,55 US02581FYH62 SUNTRUST BANKS INC 3 000 000 17 393 208 20 595 528 NEW YORK STOCK EXCHANGE, INC. 6,00 US867914AZ63 SOCIETE GENERALE S.A. 2 000 000 17 353 447 16 046 939 BOERSE DUESSELDORF 3,75 XS0446860826 STATE STREET CORPORATION 1 825 000 10 867 478 12 744 729 NEW YORK STOCK EXCHANGE, INC. 5,38 US857477AD51 WELLS FARGO & COMPANY 5 000 000 30 203 755 31 748 261 NEW YORK STOCK EXCHANGE, INC. 3,63 US94974BEU08 SVENSKA HANDELSBANKEN AB 2 000 000 17 215 883 15 528 334 LONDON STOCK EXCHANGE 3,00 XS0447005223 FORTIS BANQUE SA 25 000 000 92 033 919 117 935 997 UNLISTED 0,00 BE0932602445 SVENSKA HANDELSBANKEN AB 2 000 000 15 266 579 16 233 614 LONDON STOCK EXCHANGE 3,38 XS0732016596 SWEDBANK AB 3 000 000 23 916 583 23 191 716 LONDON STOCK EXCHANGE 3,13 XS0491438429 DEUTSCHE APOTHEKER- UND AERZTEBANK EG 3 000 000 24 462 707 24 045 853 DEUTSCHE BOERSE AG 4,38 XS0295191968 NATIONAL AUSTRALIA BANK LIMITED 3 000 000 17 729 902 18 040 207 DEUTSCHE BOERSE AG 2,75 US63254AAB44 NORDEA BANK AB 2 000 000 11 890 411 13 292 796 LONDON STOCK EXCHANGE 4,88 US65557DAF87 COOPERATIEVE CENTRALE RAIFFEISEN-BOERENLEENBANK B.A. 8 000 000 45 282 863 48 910 714 UNLISTED 3,88 US21685WDD65 CREDIT SUISSE AG LONDON BRANCH 4 000 000 32 801 082 33 431 791 DEUTSCHE BOERSE AG 6,13 XS0381268068 UBS AG 5 000 000 41 733 099 40 721 101 LONDON STOCK EXCHANGE 3,50 XS0526073290 BANK OF MONTREAL 3 000 000 15 939 578 18 189 641 NEW YORK STOCK EXCHANGE, INC. 1,75 US06366QGJ04 JPMORGAN CHASE & CO 10 000 000 81 536 536 78 699 722 LONDON STOCK EXCHANGE 5,25 XS0362269945 POHJOLA PANKKI OYJ 1 000 000 7 664 406 7 965 426 LONDON STOCK EXCHANGE 3,13 XS0576922271 BANCA MONTE DEI PASCHI DI SIENA S.P.A. 4 000 000 35 087 050 29 630 190 BOERSE BERLIN 4,75 XS0426505102 THE ROYAL BANK OF SCOTLAND PUBLIC LIMITED COMPANY 7 000 000 56 618 584 57 101 417 LONDON STOCK EXCHANGE 4,88 XS0480133338 15

ABN AMRO BANK NV 2 000 000 11 652 569 12 305 883 UNLISTED 4,25 XS0741962681 ABN AMRO BANK NV 3 000 000 23 493 220 23 524 175 NYSE ONEXT - ONEXT AMSTERDAM 3,38 XS0581166708 BANQUE FEDERATIVE DU CREDIT MUTUEL S.A. 4 000 000 32 236 060 32 968 708 DEUTSCHE BOERSE AG 4,63 XS0297541285 DEUTSCHE BANK AG LONDON BRANCH 3 000 000 15 197 403 18 465 223 NEW YORK STOCK EXCHANGE, INC. 4,88 US2515A0NY54 LLOYDS TSB BANK PLC 2 000 000 11 506 484 12 362 340 NEW YORK STOCK EXCHANGE, INC. 4,20 US539473AQ13 LLOYDS TSB BANK PLC 4 000 000 38 901 212 43 011 542 LONDON STOCK EXCHANGE 6,75 XS0395139354 BANK OF MONTREAL 3 000 000 18 029 264 18 560 764 NEW YORK STOCK EXCHANGE, INC. 2,50 US06366QW868 WESTPAC BANKING CORPORATION 3 000 000 25 830 872 25 442 718 LONDON STOCK EXCHANGE 4,25 XS0453410978 BNP PARIBAS S.A. 8 000 000 62 033 680 63 988 521 NYSE ONEXT - ONEXT PARIS 3,50 XS0599711826 COMMONWEALTH BANK OF AUSTRALIA 7 000 000 40 415 392 43 586 801 UNLISTED 3,25 US2027A1FR33 THE ROYAL BANK OF SCOTLAND PUBLIC LIMITED COMPANY 5 000 000 29 196 366 33 395 403 NEW YORK STOCK EXCHANGE, INC. 6,13 US78010XAK72 CREDIT SUISSE AG LONDON BRANCH 10 000 000 94 618 155 82 311 094 BOERSE DUESSELDORF 6,13 XS0405872762 U.S. BANCORP 2 000 000 11 450 405 12 308 900 NEW YORK STOCK EXCHANGE, INC. 2,20 US91159HHB96 DEPFA ACS BANK 200 000 000 10 445 140 13 845 152 LONDON STOCK EXCHANGE 1,65 XS0207954412 U.S. BANCORP 2 000 000 11 133 401 12 297 743 UNLISTED 3,00 US91159HHC79 WELLS FARGO & COMPANY 6 000 000 34 588 185 37 058 954 NEW YORK STOCK EXCHANGE, INC. 3,50 US94974BFC90 CANADIAN IMPERIAL BANK OF COMMERCE 4 000 000 22 335 678 24 643 587 NEW YORK STOCK EXCHANGE, INC. 2,35 US136069DS70 SVENSKA HANDELSBANKEN AB 2 000 000 11 866 877 12 626 413 LONDON STOCK EXCHANGE 4,88 US86959NAA72 JPMORGAN CHASE & CO 4 000 000 24 873 934 25 371 182 NEW YORK STOCK EXCHANGE, INC. 4,40 US46625HHS22 NATIONAL AUSTRALIA BANK LIMITED 10 000 000 54 298 535 60 711 262 UNLISTED 2,25 US6325C1BL25 NORDEA BANK AB 2 000 000 17 520 319 15 529 956 LONDON STOCK EXCHANGE 3,00 XS0443210090 ABN AMRO BANK NV 2 000 000 15 324 021 16 764 472 NYSE ONEXT - ONEXT AMSTERDAM 4,75 XS0729213131 BBVA SENIOR FINANCE SOCIEDAD ANONIMA 2 500 000 19 981 501 18 182 039 LONDON STOCK EXCHANGE 3,88 XS0531068897 BARCLAYS BANK PLC 3 000 000 25 826 558 26 428 780 LONDON STOCK EXCHANGE 4,88 XS0445843526 ABBEY NATIONAL TREASURY SERVICES PLC 3 000 000 23 213 736 23 177 759 LONDON STOCK EXCHANGE 4,13 XS0597611705 THE BANK OF NOVA SCOTIA 4 000 000 23 775 498 27 258 933 NEW YORK STOCK EXCHANGE, INC. 4,38 US064149C886 NATIONAL AUSTRALIA BANK LIMITED 3 000 000 27 645 620 31 705 804 BOERSE BERLIN 5,13 XS0472503589 WESTPAC BANKING CORPORATION 5 000 000 31 329 645 32 506 526 NEW YORK STOCK EXCHANGE, INC. 4,88 US961214BK83 THE GOLDMAN SACHS GROUP, INC. 6 000 000 33 562 016 36 470 023 NEW YORK STOCK EXCHANGE, INC. 3,70 US38141EA745 BARCLAYS BANK PLC 5 000 000 32 153 222 34 894 531 NEW YORK STOCK EXCHANGE, INC. 6,75 US06739FFS56 LLOYDS TSB BANK PLC 2 000 000 15 092 408 16 104 999 LONDON STOCK EXCHANGE 3,75 XS0539845171 COOPERATIEVE CENTRALE RAIFFEISEN-BOERENLEENBANK B.A. 6 000 000 52 807 721 48 370 780 NYSE ONEXT - ONEXT AMSTERDAM 4,38 XS0408832151 WESTPAC BANKING CORPORATION 3 000 000 17 970 551 19 241 769 NEW YORK STOCK EXCHANGE, INC. 4,20 US961214BH54 JPMORGAN CHASE & CO 4 500 000 24 181 672 28 606 726 NEW YORK STOCK EXCHANGE, INC. 4,35 US46625HJC51 COOPERATIEVE CENTRALE RAIFFEISEN-BOERENLEENBANK B.A. 10 000 000 77 263 826 81 255 939 NYSE ONEXT - ONEXT AMSTERDAM 3,50 XS0691801327 THE GOLDMAN SACHS GROUP, INC. 2 000 000 11 269 198 12 462 698 NEW YORK STOCK EXCHANGE, INC. 5,25 US38141GDQ47 LLOYDS TSB BANK PLC 1 000 000 8 601 755 8 622 496 LONDON STOCK EXCHANGE 5,38 XS0449361350 WELLS FARGO BANK NATIONAL ASSOCIATION 4 000 000 31 380 153 31 735 287 LONDON STOCK EXCHANGE 6,00 XS0365663961 WESTPAC BANKING CORPORATION 5 000 000 42 480 550 39 735 329 LONDON STOCK EXCHANGE 6,50 XS0372204346 THE ROYAL BANK OF SCOTLAND PUBLIC LIMITED COMPANY 2 000 000 15 924 336 16 490 271 LONDON STOCK EXCHANGE 5,50 XS0496481200 THE BANK OF NOVA SCOTIA 1 000 000 5 688 410 6 338 446 NEW YORK STOCK EXCHANGE, INC. 3,40 US064149A641 NORDEA BANK AB 4 000 000 31 446 233 31 949 785 LONDON STOCK EXCHANGE 2,75 XS0532183935 WELLS FARGO & COMPANY 3 000 000 16 339 448 18 549 015 NEW YORK STOCK EXCHANGE, INC. 4,38 US949746NY36 THE BANK OF TOKYO-MITSUBISHI UFJ, LTD. 10 000 000 61 669 557 61 635 809 SINGAPORE EXCHANGE 2,45 US064255AD45 ING BANK N.V. 3 000 000 18 354 478 17 849 307 UNLISTED 3,00 US44984XAA37 CAPITAL ONE FINANCIAL CORPORATION 2 000 000 11 514 320 11 988 358 NEW YORK STOCK EXCHANGE, INC. 2,15 US14040HAZ82 SUMITOMO MITSUI BANKING CORPORATION 7 000 000 42 009 419 43 724 176 UNLISTED 2,65 USJ7771KPH43 BANK OF AMERICA CORPORATION 10 000 000 57 519 575 60 852 360 NEW YORK STOCK EXCHANGE, INC. 5,38 US060505DK72 NATIONAL AUSTRALIA BANK LIMITED 2 000 000 18 744 267 19 738 643 DEUTSCHE BOERSE AG 3,63 XS0556914520 PNC FUNDING CORP 4 000 000 23 168 111 24 657 135 NEW YORK STOCK EXCHANGE, INC. 3,30 US693476BN25 STANDARD CHARTERED PLC 2 000 000 15 696 438 16 308 182 LONDON STOCK EXCHANGE 3,63 XS0521103860 HSBC HOLDINGS PLC 4 000 000 26 926 339 29 706 261 NEW YORK STOCK EXCHANGE, INC. 6,10 US404280AM17 COOPERATIEVE CENTRALE RAIFFEISEN-BOERENLEENBANK B.A. 10 000 000 78 966 916 81 121 788 BOERSE MUENCHEN 3,88 XS0619051971 JPMORGAN CHASE & CO 4 000 000 23 521 223 26 221 706 NEW YORK STOCK EXCHANGE, INC. 4,95 US46625HHQ65 THE GOLDMAN SACHS GROUP, INC. 5 000 000 29 601 484 32 003 504 NEW YORK STOCK EXCHANGE, INC. 5,75 US38141GGS75 ABN AMRO BANK NV 1 000 000 7 817 723 8 141 507 NYSE ONEXT - ONEXT AMSTERDAM 4,25 XS0615797700 NATIONAL AUSTRALIA BANK LIMITED 2 000 000 12 077 279 12 250 983 UNLISTED 2,75 US6325C0BN08 BANQUE FEDERATIVE DU CREDIT MUTUEL S.A. 1 500 000 12 191 378 12 047 438 DEUTSCHE BOERSE AG 4,38 XS0255300633 COOPERATIEVE CENTRALE RAIFFEISEN-BOERENLEENBANK B.A. 8 000 000 63 685 901 63 813 008 NYSE ONEXT - ONEXT AMSTERDAM 3,38 XS0503734872 WELLS FARGO & COMPANY 6 000 000 35 552 896 37 921 549 NEW YORK STOCK EXCHANGE, INC. 3,75 US94974BET35 TORONTO-DOMINION BANK (THE) 5 000 000 39 232 500 39 418 674 LONDON STOCK EXCHANGE 4,88 XS0341681483 CREDIT SUISSE 5 000 000 30 084 578 32 151 927 NEW YORK STOCK EXCHANGE, INC. 4,38 US22546QAF46 DEUTSCHE BANK AKTIENGESELLSCHAFT 3 300 000 28 945 774 29 429 288 DEUTSCHE BOERSE AG 5,13 DE000DB5S5U8 BANK OF AMERICA CORPORATION 1 000 000 5 877 757 6 188 541 NEW YORK STOCK EXCHANGE, INC. 4,50 US06051GEB14 WELLS FARGO & COMPANY 3 000 000 24 940 861 25 742 412 LONDON STOCK EXCHANGE 4,38 XS0262913998 THE BANK OF NOVA SCOTIA 5 000 000 29 241 694 30 474 827 NEW YORK STOCK EXCHANGE, INC. 2,05 US064149C472 ABN AMRO BANK NV 1 000 000 7 568 515 7 853 068 NYSE ONEXT - ONEXT AMSTERDAM 4,13 XS0765299572 PNC BANK NATIONAL ASSOCIATION 4 000 000 22 127 574 26 724 385 NEW YORK STOCK EXCHANGE, INC. 4,88 US69349LAC28 COMMONWEALTH BANK OF AUSTRALIA 10 000 000 53 231 244 60 785 502 BOERSE BERLIN 5,00 US2027A1BU08 16

COOPERATIEVE CENTRALE RAIFFEISEN-BOERENLEENBANK B.A. 5 000 000 29 225 085 32 165 657 UNLISTED 4,50 US21685WBT36 ANZ NATIONAL (INT'L) LIMITED 2 000 000 12 087 489 12 828 836 LONDON STOCK EXCHANGE 6,20 US00182FAF36 HSBC HOLDINGS PLC 3 000 000 17 992 714 18 578 358 NEW YORK STOCK EXCHANGE, INC. 4,00 US404280AN99 WELLS FARGO & COMPANY 5 000 000 31 846 146 34 384 244 NEW YORK STOCK EXCHANGE, INC. 5,63 US949746NX52 LLOYDS TSB BANK PLC 5 000 000 29 943 366 31 281 396 LONDON STOCK EXCHANGE 4,38 US53947PAA75 DEUTSCHE BANK AG LONDON BRANCH 10 000 000 54 470 479 60 902 979 NEW YORK STOCK EXCHANGE, INC. 5,38 US2515A0HQ94 SVENSKA HANDELSBANKEN AB 2 000 000 15 384 326 16 249 948 LONDON STOCK EXCHANGE 3,63 XS0592450232 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED 5 000 000 30 456 627 31 052 271 UNLISTED 3,25 US05252ABN00 CAISSE CENTRALE DU CREDIT IMMOBILIER DE FRANCE SA 2 000 000 15 339 341 14 810 133 BOERSE DUESSELDORF 3,75 XS0599959953 THE ROYAL BANK OF CANADA 12 000 000 70 185 475 72 152 579 NEW YORK STOCK EXCHANGE, INC. 1,13 US78008KNA78 COMMONWEALTH BANK OF AUSTRALIA 1 500 000 12 830 431 12 730 627 LONDON STOCK EXCHANGE 4,38 XS0490013801 UNICREDIT SOCIETA PER AZIONI 5 000 000 44 953 613 38 611 716 SWISS EXCHANGE 4,88 XS0345983638 LLOYDS TSB BANK PLC 1 000 000 5 855 970 6 378 696 NEW YORK STOCK EXCHANGE, INC. 4,88 US539473AG31 U.S. BANCORP 5 000 000 30 265 557 29 961 070 UNLISTED 1,65 US91159HHD52 SOCIETE GENERALE S.A. 3 000 000 17 645 409 17 869 889 UNLISTED 3,50 US83367TAG40 ING BANK N.V. 2 000 000 15 623 647 16 924 628 NYSE ONEXT - ONEXT AMSTERDAM 4,88 XS0579847673 WESTPAC BANKING CORPORATION 5 000 000 26 691 644 31 006 915 NEW YORK STOCK EXCHANGE, INC. 3,00 US961214BP70 UBS AG 6 180 000 43 798 117 40 860 217 NEW YORK STOCK EXCHANGE, INC. 5,88 US90261XEM02 INTESA SANPAOLO SPA 6 000 000 49 955 469 43 643 453 ELECTRONIC SHARE MARKET 3,75 XS0467864160 BARCLAYS BANK PLC 3 000 000 16 941 250 19 791 763 NEW YORK STOCK EXCHANGE, INC. 5,13 US06739GAR02 BPCE S.A. 15 000 000 123 625 995 117 162 891 DEUTSCHE BOERSE AG 3,88 FR0010398339 BANK OF AMERICA CORPORATION 5 000 000 28 399 304 30 377 827 NEW YORK STOCK EXCHANGE, INC. 3,75 US06051GEK13 SVENSKA HANDELSBANKEN AB 4 000 000 35 102 755 32 582 247 LONDON STOCK EXCHANGE 4,88 XS0418783477 ABBEY NATIONAL TREASURY SERVICES PLC 2 000 000 17 837 791 19 212 033 LONDON STOCK EXCHANGE 5,50 XS0434592449 JPMORGAN CHASE & CO 17 000 000 102 723 453 110 682 211 NEW YORK STOCK EXCHANGE, INC. 4,50 US46625HJD35 JPMORGAN CHASE & CO 5 000 000 31 956 606 31 386 584 NEW YORK STOCK EXCHANGE, INC. 3,70 US46625HHP82 HSBC BANK PLC 5 000 000 41 621 397 41 883 790 LONDON STOCK EXCHANGE 3,75 XS0470370932 TORONTO-DOMINION BANK (THE) 5 000 000 39 187 240 42 282 565 LONDON STOCK EXCHANGE 5,38 XS0363922823 COMMONWEALTH BANK OF AUSTRALIA 4 000 000 22 162 277 26 286 775 UNLISTED 5,00 US2027A0DJ51 MORGAN STANLEY 7 000 000 37 185 650 40 470 232 NEW YORK STOCK EXCHANGE, INC. 3,80 US61747YDD40 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED 5 000 000 28 202 331 33 465 334 UNLISTED 4,88 US05252BBK44 SKANDINAVISKA ENSKILDA BANKEN AB 3 000 000 23 816 142 23 635 895 LONDON STOCK EXCHANGE 2,50 XS0538031211 COOPERATIEVE CENTRALE RAIFFEISEN-BOERENLEENBANK B.A. 6 000 000 52 727 671 49 499 950 NYSE ONEXT - ONEXT AMSTERDAM 4,38 XS0426090485 DANSKE BANK A/S 2 000 000 11 174 854 11 759 137 UNLISTED 3,88 US23636AAB70 BARCLAYS BANK PLC 3 000 000 24 005 811 23 826 078 LONDON STOCK EXCHANGE 3,50 XS0495946310 HSBC BANK PLC 10 000 000 61 786 799 62 473 415 LONDON STOCK EXCHANGE 3,50 US44328MAB00 SANTANDER INTERNATIONAL DEBT SA 3 000 000 22 446 996 20 756 175 BOERSE DUESSELDORF 4,00 XS0759014375 BNP PARIBAS US STRUCTURED MEDIUM-TERM NOTE PROGRAM LLC 3 000 000 16 112 025 18 540 113 DEUTSCHE BOERSE AG 5,00 US05567LT315 CREDIT AGRICOLE SA 1 000 000 9 194 352 8 910 108 LUXEMBOURG STOCK EXCHANGE 5,50 XS0583495188 LLOYDS TSB BANK PLC 4 000 000 33 408 624 33 861 861 LONDON STOCK EXCHANGE 6,38 XS0435070288 Sum banker 4 204 334 583 4 363 073 365 TARGET CORPORATION 5 000 000 27 353 888 40 262 985 NEW YORK STOCK EXCHANGE, INC. 6,50 US87612EAR71 COSTCO WHOLESALE CORPORATION 5 000 000 31 051 050 35 838 211 DEUTSCHE BOERSE AG 5,50 US22160KAC99 MCDONALD'S CORPORATION 5 000 000 27 110 627 29 585 109 UNLISTED 3,70 US58013MEN02 THE HOME DEPOT INC 5 000 000 30 122 618 34 224 190 NEW YORK STOCK EXCHANGE, INC. 4,40 US437076AW21 NEXT PLC 3 000 000 29 118 018 30 942 540 LONDON STOCK EXCHANGE 5,38 XS0630204351 CVS CAREMARK CORPORATION 8 000 000 50 787 490 54 662 243 NEW YORK STOCK EXCHANGE, INC. 4,75 US126650BU33 LOWE`S COMPANIES, INC. 2 000 000 11 512 910 12 205 013 NEW YORK STOCK EXCHANGE, INC. 5,60 US548661CM75 MCDONALD'S CORPORATION 4 000 000 24 843 085 33 431 611 NEW YORK STOCK EXCHANGE, INC. 6,30 US58013MEF77 AUTOZONE, INC. 2 000 000 11 281 452 13 300 252 NEW YORK STOCK EXCHANGE, INC. 5,50 US053332AF92 CVS CAREMARK CORPORATION 2 000 000 12 857 433 14 916 543 NEW YORK STOCK EXCHANGE, INC. 6,25 US126650BJ87 TARGET CORPORATION 8 000 000 47 713 385 56 468 249 NEW YORK STOCK EXCHANGE, INC. 5,38 US87612EAP16 KINGFISHER PLC 1 000 000 7 652 750 7 821 395 DEUTSCHE BOERSE AG 4,13 XS0235984340 PPR S.A. 2 000 000 15 079 779 15 595 759 DEUTSCHE BOERSE AG 4,00 FR0010208660 GLENCORE FINANCE (OPE) S.A. 5 000 000 37 731 011 40 435 801 BOERSE DUESSELDORF 5,25 XS0495973470 THE HOME DEPOT INC 3 000 000 16 543 288 19 932 256 NEW YORK STOCK EXCHANGE, INC. 3,95 US437076AT91 MCDONALD'S CORPORATION 1 000 000 8 548 180 8 435 366 BOERSE MUENCHEN 4,25 XS0433152690 CVS CAREMARK CORPORATION 2 000 000 11 430 102 14 879 347 NEW YORK STOCK EXCHANGE, INC. 6,13 US126650BR04 SANDVIK AKTIEBOLAG 2 000 000 17 022 688 16 768 146 LONDON STOCK EXCHANGE 6,88 XS0414582246 THE HOME DEPOT INC 1 000 000 6 866 276 7 867 807 NEW YORK STOCK EXCHANGE, INC. 5,95 US437076AV48 KOHL'S CORPORATION 1 000 000 6 348 645 7 398 287 NEW YORK STOCK EXCHANGE, INC. 6,88 US500255AQ76 DARDEN RESTAURANTS INC 1 000 000 5 415 812 6 936 423 NEW YORK STOCK EXCHANGE, INC. 6,20 US237194AG06 LOWE`S COMPANIES, INC. 3 000 000 18 082 165 18 246 680 NEW YORK STOCK EXCHANGE, INC. 3,12 US548661CW57 Sum detaljhandel 454 472 650 520 154 212 WEA FINANCE LLC 5 000 000 29 722 242 33 263 062 UNLISTED 5,70 USQ9570LAB29 WEA FINANCE LLC 2 000 000 11 979 826 12 626 465 DEUTSCHE BOERSE AG 4,63 USU94308AA86 BROOKFIELD ASSET MANAGEMENT INC. 10 000 000 59 427 112 67 869 767 NEW YORK STOCK EXCHANGE, INC. 5,80 US112585AB03 17

WEA FINANCE LLC 3 000 000 21 481 074 21 328 163 UNLISTED 7,13 US92928QAA67 WEA FINANCE LLC 5 000 000 28 909 387 31 566 161 UNLISTED 4,63 US92928QAB41 WESTFIELD GROUP 4 000 000 22 943 271 25 354 520 UNLISTED 5,13 US96008YAB11 Sum eiendom 174 462 912 192 008 139 NATIONAL GRID PLC 1 500 000 11 908 242 11 696 331 LONDON STOCK EXCHANGE 4,13 XS0247626962 SOUTHERN GAS NETWORKS PLC 2 000 000 22 047 947 20 754 402 LONDON STOCK EXCHANGE 4,88 XS0232334952 WALES & WEST UTILITIES FINANCE PLC 1 000 000 8 697 125 10 401 577 LONDON STOCK EXCHANGE 4,63 XS0702021311 CENTRICA PLC 5 000 000 51 163 619 52 033 254 LONDON STOCK EXCHANGE 5,13 XS0416397098 NATIONAL GRID GAS PLC 1 500 000 11 783 968 11 784 054 LONDON STOCK EXCHANGE 5,13 XS0363740985 CENTRICA PLC 1 500 000 13 173 516 14 510 019 LONDON STOCK EXCHANGE 4,38 XS0753789980 NATIONAL GRID GAS PLC 2 000 27 704 25 496 LONDON STOCK EXCHANGE 7,00 XS0103338496 NAKILAT INC 1 000 000 6 093 800 6 868 833 UNLISTED 6,07 US62983PAA30 CENTRICA PLC 3 000 000 31 530 620 36 043 611 LONDON STOCK EXCHANGE 7,00 XS0388006552 SEMPRA ENERGY 5 000 000 25 206 918 35 899 257 NEW YORK STOCK EXCHANGE, INC. 6,15 US816851AJ81 GAS NATURAL CAPITAL MARKETS SA 2 000 000 16 193 825 15 108 067 LONDON STOCK EXCHANGE 6,38 XS0436928872 GAS NATURAL CAPITAL MARKETS SA 3 000 000 25 535 205 23 562 964 LONDON STOCK EXCHANGE 5,25 XS0436905821 Sum energi 223 362 488 238 687 864 ABBOTT LABORATORIES 10 000 000 53 302 076 71 740 965 NEW YORK STOCK EXCHANGE, INC. 5,60 US002819AB61 TEVA PHARMACEUTICAL FINANCE COMPANY BV 2 000 000 11 185 025 12 585 290 UNLISTED 3,65 US88165FAF99 MERCK SHARP & DOHME CORP 4 000 000 23 029 210 31 083 751 NEW YORK STOCK EXCHANGE, INC. 5,95 US589331AE71 GLAXOSMITHKLINE CAPITAL PLC 5 000 000 51 515 120 65 030 565 LONDON STOCK EXCHANGE 6,38 XS0350820931 BRISTOL-MYERS SQUIBB COMPANY 1 500 000 12 198 603 13 815 087 IRISH STOCK EXCHANGE - ALL MARKET 4,63 XS0275939683 MEDCO HEALTH SOLUTIONS INC 1 000 000 5 808 697 6 405 542 NEW YORK STOCK EXCHANGE, INC. 4,13 US58405UAG76 WYETH LLC 4 000 000 23 402 647 27 812 055 NEW YORK STOCK EXCHANGE, INC. 5,50 US983024AJ99 PFIZER INC 1 000 000 8 889 297 8 530 860 IRISH STOCK EXCHANGE - ALL MARKET 4,75 XS0432070752 ASTRAZENECA PLC 1 000 000 5 794 257 7 250 168 NEW YORK STOCK EXCHANGE, INC. 5,90 US046353AB45 ASTRAZENECA PLC 10 000 000 57 871 254 60 969 251 NEW YORK STOCK EXCHANGE, INC. 5,40 US046353AC28 MERCK-FINANZ AG 1 000 000 7 453 167 7 803 526 LUXEMBOURG STOCK EXCHANGE 3,75 XS0237054431 BRISTOL-MYERS SQUIBB COMPANY 5 000 000 32 117 274 38 791 636 NEW YORK STOCK EXCHANGE, INC. 5,88 US110122AP35 HOSPIRA INC 5 000 000 30 544 726 34 046 126 NEW YORK STOCK EXCHANGE, INC. 6,05 US441060AJ93 SANOFI S.A. 5 000 000 28 287 130 33 282 744 NEW YORK STOCK EXCHANGE, INC. 4,00 US80105NAG07 MERCK & CO INC 4 000 000 23 721 779 25 490 887 DEUTSCHE BOERSE AG 5,30 US806605AE11 EXPRESS SCRIPTS INC 2 000 000 10 610 268 12 418 646 UNLISTED 3,13 US302182AF78 NOVARTIS FINANCE SA 6 000 000 50 688 067 50 809 440 LONDON STOCK EXCHANGE 4,25 XS0432810116 ARISTOTLE HOLDING INC 7 000 000 40 826 780 42 625 787 UNLISTED 2,65 US04044TAL08 ARISTOTLE HOLDING INC 1 000 000 5 783 974 6 134 474 UNLISTED 2,75 US04044TAA43 GLAXOSMITHKLINE CAPITAL PLC 1 000 000 11 925 132 11 329 179 LONDON STOCK EXCHANGE 5,25 XS0140516864 ELI LILLY AND COMPANY 2 750 000 16 420 434 20 641 729 NEW YORK STOCK EXCHANGE, INC. 5,50 US532457AZ17 ALLERGAN INC 2 000 000 10 132 234 12 855 224 NEW YORK STOCK EXCHANGE, INC. 3,38 US018490AN28 WYETH LLC 5 000 000 36 040 272 35 519 634 NEW YORK STOCK EXCHANGE, INC. 5,45 US983024AM29 WYETH LLC 5 000 000 30 270 061 39 160 848 NEW YORK STOCK EXCHANGE, INC. 5,95 US983024AN02 SANOFI S.A. 1 500 000 12 703 156 12 113 868 LUXEMBOURG STOCK EXCHANGE 3,13 XS0456451938 MERCK & CO INC 5 000 000 28 099 194 43 414 343 NEW YORK STOCK EXCHANGE, INC. 6,55 US806605AH42 MEAD JOHNSON NUTRITION COMPANY 3 000 000 16 980 365 18 621 447 NEW YORK STOCK EXCHANGE, INC. 3,50 US582839AD82 Sum farmasi, bioteknologi og forskning 645 600 198 750 283 073 ACE INA HOLDINGS INC 4 000 000 25 071 880 28 407 560 NEW YORK STOCK EXCHANGE, INC. 5,70 US00440EAJ64 SAMPO OYJ 1 000 000 7 516 986 8 075 299 LONDON STOCK EXCHANGE 4,25 XS0747897493 ALLIANZ FINANCE II BV 1 000 000 7 847 452 7 876 915 BOERSE MUENCHEN 5,00 DE000A0TR7K7 AON CORPORATION 3 000 000 18 606 891 20 052 655 NEW YORK STOCK EXCHANGE, INC. 5,00 US037389AW39 AFLAC INCORPORATED 2 000 000 11 488 766 12 256 566 NEW YORK STOCK EXCHANGE, INC. 2,65 US001055AH52 THE TRAVELERS COMPANIES INC 3 000 000 19 508 921 20 215 642 NEW YORK STOCK EXCHANGE, INC. 5,50 US792860AH10 PRUDENTIAL FINANCIAL INC 4 000 000 24 478 714 24 284 117 NEW YORK STOCK EXCHANGE, INC. 5,70 US74432QAQ82 ALLIANZ FINANCE II BV 5 000 000 40 705 860 42 233 323 OTLX 4,00 XS0275880267 AMERICAN INTERNATIONAL GROUP INC 4 000 000 23 973 779 27 377 751 NEW YORK STOCK EXCHANGE, INC. 6,25 US026874AZ07 BERKSHIRE HATHAWAY INC 7 000 000 41 562 974 44 643 872 NEW YORK STOCK EXCHANGE, INC. 3,20 US084670AV06 GENWORTH FINANCIAL INC 3 000 000 15 092 100 17 335 049 NEW YORK STOCK EXCHANGE, INC. 6,52 US37247DAK28 METLIFE INC 2 000 000 12 475 400 13 412 511 NEW YORK STOCK EXCHANGE, INC. 4,75 US59156RAX61 NEW YORK LIFE INSURANCE COMPANY 4 000 000 23 362 300 27 929 569 UNLISTED 5,88 US64952GAE89 METLIFE INC 1 000 000 11 294 916 10 648 693 IRISH STOCK EXCHANGE - ALL MARKET 5,38 XS0207636712 AFLAC INCORPORATED 1 000 000 5 739 151 6 272 909 NEW YORK STOCK EXCHANGE, INC. 4,00 US001055AJ19 ASSICURAZIONI GENERALI - SOCIETA PER AZIONI 2 000 000 16 234 534 14 655 309 ELECTRONIC SHARE MARKET 5,13 XS0452314536 MONUMENTAL GLOBAL FUNDING LIMITED 1 000 000 10 857 835 9 619 040 DEUTSCHE BOERSE AG 4,63 XS0240963198 METLIFE INC 5 000 000 28 662 238 32 599 816 NEW YORK STOCK EXCHANGE, INC. 5,00 US59156RAN89 PRICOA GLOBAL FUNDING I 25 000 000 134 142 524 152 206 156 UNLISTED 5,40 US741531EZ69 ACE INA HOLDINGS INC 4 000 000 24 046 814 25 951 474 NEW YORK STOCK EXCHANGE, INC. 5,88 US00440EAG26 THE ALLSTATE CORPORATION 4 000 000 22 958 827 26 107 665 NEW YORK STOCK EXCHANGE, INC. 5,00 US020002AR21 18

LIBERTY MUTUAL GROUP INC. 4 000 000 22 335 256 24 428 144 UNLISTED 6,50 US53079EAG98 Sum forsikring 547 964 116 596 590 034 TERNA - RETE ELETTRICA NAZIONALE SOCIETA PER AZIONI 1 000 000 8 699 462 7 536 017 LUXEMBOURG STOCK EXCHANGE 4,90 XS0203712939 EON INTERNATIONAL FINANCE BV 5 000 000 39 058 724 40 796 338 LUXEMBOURG STOCK EXCHANGE 5,25 XS0367884375 GEORGIA POWER COMPANY 5 000 000 29 951 664 35 171 230 NEW YORK STOCK EXCHANGE, INC. 5,70 US373334GE55 FIRSTENERGY SOLUTIONS CORP 5 000 000 29 272 388 32 333 538 NEW YORK STOCK EXCHANGE, INC. 4,80 US33766JAB98 ELIA SYSTEM OPERATOR SA 2 000 000 18 659 352 17 345 424 DEUTSCHE BOERSE AG 5,63 BE6000105732 GEORGIA POWER COMPANY 3 000 000 17 009 709 18 812 956 NEW YORK STOCK EXCHANGE, INC. 4,30 US373334JW27 GDF SUEZ S.A. 4 000 000 39 522 480 39 225 640 DEUTSCHE BOERSE AG 6,38 FR0010709451 ENEL FINANCE INTERNATIONAL NV 15 000 000 84 252 489 77 228 118 UNLISTED 6,80 USL2967VCZ69 COMMONWEALTH EDISON COMPANY 500 000 2 903 539 3 619 835 NEW YORK STOCK EXCHANGE, INC. 6,15 US202795HS28 SOUTHERN CALIFORNIA EDISON COMPANY 3 000 000 15 700 544 23 779 054 NEW YORK STOCK EXCHANGE, INC. 5,95 US842400FH15 WISCONSIN ELECTRIC POWER COMPANY 1 000 000 6 456 125 7 527 802 NEW YORK STOCK EXCHANGE, INC. 5,70 US976656BZ06 EWE AKTIENGESELLSCHAFT 1 000 000 7 742 406 8 282 630 DEUTSCHE BOERSE AG 4,38 DE000A0DLU51 UNITED UTILITIES WATER PLC 2 000 000 17 726 350 20 152 341 LONDON STOCK EXCHANGE 5,00 XS0212708068 EWE AKTIENGESELLSCHAFT 2 000 000 15 582 108 17 833 307 DEUTSCHE BOERSE AG 4,88 DE000A0DLU69 VEOLIA ENVIRONNEMENT-VE SA 3 500 000 28 583 934 29 237 758 NYSE ONEXT - ONEXT PARIS 4,38 FR0010397927 CONSOLIDATED EDISON COMPANY OF NEW YORK INC 3 000 000 18 870 665 22 680 811 NEW YORK STOCK EXCHANGE, INC. 5,70 US209111EQ25 KOREA MIDLAND POWER CO LTD 3 000 000 16 225 895 18 596 132 SINGAPORE EXCHANGE 5,38 XS0345639008 IBERDROLA FINANZAS SOCIEDAD ANONIMA 4 000 000 31 573 185 25 298 024 DEUTSCHE BOERSE AG 4,13 XS0494868630 RWE FINANCE BV 4 000 000 36 309 073 33 630 529 LUXEMBOURG STOCK EXCHANGE 5,00 XS0412842428 MIDAMERICAN ENERGY HOLDINGS COMPANY 5 000 000 34 089 634 35 501 325 NEW YORK STOCK EXCHANGE, INC. 5,75 US59562VAT44 DOMINION RESOURCES INC 6 000 000 38 062 337 43 907 757 NEW YORK STOCK EXCHANGE, INC. 6,40 US25746UBE82 SSE PLC 1 000 000 9 813 692 12 075 951 LONDON STOCK EXCHANGE 6,25 XS0383187720 EXELON CORPORATION 3 000 000 19 293 170 19 293 434 NEW YORK STOCK EXCHANGE, INC. 4,90 US30161NAD30 THE CLEVELAND ELECTRIC ILLUMINATING COMPANY 2 000 000 12 180 943 13 486 120 NEW YORK STOCK EXCHANGE, INC. 5,95 US186108CE42 RED ELECTRICA DE ESPANA FINANCE BV 1 000 000 8 035 154 7 874 500 DEUTSCHE BOERSE AG 4,75 XS0176347044 ALLIANDER N.V. 2 000 000 15 033 596 17 649 494 DEUTSCHE BOERSE AG 4,50 XS0208469923 VIRGINIA ELECTRIC AND POWER COMPANY 1 000 000 5 743 827 7 341 678 NEW YORK STOCK EXCHANGE, INC. 5,95 US927804FC37 SOUTHERN CALIFORNIA EDISON COMPANY 4 000 000 23 233 170 25 902 312 NEW YORK STOCK EXCHANGE, INC. 5,00 US842400ER06 UNITED UTILITIES WATER PLC 2 000 000 14 576 761 17 149 820 LONDON STOCK EXCHANGE 4,25 XS0210237011 ENW FINANCE PLC 1 000 000 9 971 647 11 330 375 LONDON STOCK EXCHANGE 6,13 XS0440345063 PPL ENERGY SUPPLY LLC 1 000 000 6 081 228 7 075 600 NEW YORK STOCK EXCHANGE, INC. 6,00 US69352JAK34 YORKSHIRE WATER SERVICES BRADFORD FINANCE LIMITED 3 000 000 30 484 958 34 959 743 LONDON STOCK EXCHANGE 6,00 XS0439817908 ENEL FINANCE INTERNATIONAL NV 4 000 000 22 501 969 24 794 618 UNLISTED 5,70 USL2967VCX12 MIDAMERICAN ENERGY COMPANY 3 000 000 17 563 373 22 366 023 UNLISTED 5,75 US595620AE52 PACIFICORP 1 000 000 6 173 853 7 535 203 UNLISTED 5,75 US695114CD86 GDF SUEZ S.A. 6 000 000 56 440 665 49 991 479 DEUTSCHE BOERSE AG 6,25 FR0010678151 ALLIANDER N.V. 2 000 000 15 177 642 16 539 674 DEUTSCHE BOERSE AG 4,13 XS0208469253 COMMONWEALTH EDISON COMPANY 3 000 000 17 713 625 19 993 034 UNLISTED 4,00 US202795HV56 NATIONAL GRID PLC 4 000 000 37 123 543 33 379 075 LONDON STOCK EXCHANGE 6,50 XS0408880127 PPL ENERGY SUPPLY LLC 2 000 000 11 929 933 12 309 071 UNLISTED 4,60 US69352JAN72 A2A SPA 2 000 000 16 734 836 14 836 755 ELECTRONIC SHARE MARKET 4,50 XS0463509959 EON INTERNATIONAL FINANCE BV 6 000 000 54 578 357 55 319 497 LUXEMBOURG STOCK EXCHANGE 5,50 XS0322977223 SUEZ ENVIRONNEMENT COMPANY SA 2 000 000 17 223 575 16 188 681 BOERSE DUESSELDORF 4,88 FR0010745984 GULF POWER COMPANY 5 000 000 31 534 061 34 519 025 NEW YORK STOCK EXCHANGE, INC. 5,30 US402479BX67 UNITED UTILITIES WATER PLC 1 000 000 9 968 309 10 877 157 LONDON STOCK EXCHANGE 6,13 XS0406709120 GDF SUEZ S.A. 2 000 000 17 088 769 17 622 748 BOERSE DUESSELDORF 5,63 FR0010709279 AWG PARENT CO LIMITED 1 000 000 13 286 862 12 867 755 LONDON STOCK EXCHANGE 6,88 XS0089553282 ENTERGY CORPORATION 1 000 000 6 107 594 6 156 290 NEW YORK STOCK EXCHANGE, INC. 3,63 US29364GAE35 DOMINION RESOURCES INC 4 000 000 22 960 816 24 835 727 NEW YORK STOCK EXCHANGE, INC. 5,00 US25746UAM18 PPL ENERGY SUPPLY LLC 1 000 000 5 100 308 6 438 541 NEW YORK STOCK EXCHANGE, INC. 6,30 US69352JAM99 ENEL FINANCE INTERNATIONAL NV 1 000 000 7 672 050 7 497 030 IRISH STOCK EXCHANGE - ALL MARKET 4,13 XS0647288140 VERBUND-INTERNATIONAL FINANCE BV 2 500 000 20 077 969 20 252 310 WIENER BOERSE AG AMTLICHER HANDEL (OFFICIAL MARKET) 5,00 XS0307453026 VIRGINIA ELECTRIC AND POWER COMPANY 5 000 000 37 180 377 40 613 435 NEW YORK STOCK EXCHANGE, INC. 6,35 US927804FE92 VEOLIA ENVIRONNEMENT-VE SA 1 000 000 8 515 010 8 832 203 DEUTSCHE BOERSE AG 6,13 FR0010033381 FLORIDA POWER & LIGHT COMPANY 3 000 000 16 282 440 21 757 882 NEW YORK STOCK EXCHANGE, INC. 5,55 US341081EZ62 RWE FINANCE BV 8 000 000 80 229 312 77 244 508 LUXEMBOURG STOCK EXCHANGE 6,63 XS0399647675 EXELON CORPORATION 3 000 000 17 401 464 19 112 719 NEW YORK STOCK EXCHANGE, INC. 4,55 US210371AK69 EASTERN POWER NETWORKS PLC 1 000 000 9 250 390 10 445 392 LONDON STOCK EXCHANGE 4,75 XS0686172601 OHIO POWER 4 000 000 20 203 836 28 600 445 NEW YORK STOCK EXCHANGE, INC. 6,05 US199575AW15 RED ELECTRICA FINANCIACIONES, S.A.U. 1 000 000 8 096 563 6 657 814 LUXEMBOURG STOCK EXCHANGE 4,88 XS0619706657 ONCOR ELECTRIC DELIVERY COMPANY LLC 2 000 000 12 115 014 11 541 048 UNLISTED 4,55 US68233JAN46 NATIONAL GRID USA 2 000 000 15 893 613 15 883 669 LONDON STOCK EXCHANGE 3,25 XS0633148621 CONSOLIDATED EDISON COMPANY OF NEW YORK INC 1 000 000 5 558 641 6 320 710 NEW YORK STOCK EXCHANGE, INC. 4,20 US209111FB47 NATIONAL GRID PLC 5 000 000 43 457 625 45 390 795 DEUTSCHE BOERSE AG 5,00 XS0170798325 SOUTH EASTERN POWER NETWORKS LIMITED 1 000 000 10 153 030 11 683 274 LONDON STOCK EXCHANGE 6,38 XS0466149506 SSE PLC 3 000 000 27 053 008 25 089 718 LONDON STOCK EXCHANGE 6,13 XS0377253405 19

TERNA - RETE ELETTRICA NAZIONALE SOCIETA PER AZIONI 2 000 000 15 396 667 16 027 583 HI-MTF 4,25 XS0203714802 BALTIMORE GAS AND ELECTRIC COMPANY 2 000 000 10 348 365 12 857 417 NEW YORK STOCK EXCHANGE, INC. 6,13 US059172AA48 SOUTHERN POWER COMPANY 4 000 000 22 246 673 26 351 442 NEW YORK STOCK EXCHANGE, INC. 4,88 US843646AF71 INTERNATIONAL ENDESA BV 2 000 000 16 466 254 15 665 582 LONDON STOCK EXCHANGE 5,38 XS0162878903 SOUTHERN CALIFORNIA EDISON COMPANY 5 000 000 27 885 874 38 157 474 NEW YORK STOCK EXCHANGE, INC. 5,55 US842400EZ22 ENBW INTERNATIONAL FINANCE BV 3 000 000 29 841 824 29 567 392 BOERSE DUESSELDORF 6,88 XS0399861086 THAMES WATER UTILITIES CAYMAN FINANCE LIMITED 4 000 000 30 490 762 32 684 192 LONDON STOCK EXCHANGE 3,25 XS0557312922 PUBLIC SERVICE COMPANY OF COLORADO 2 000 000 14 107 035 16 805 345 NEW YORK STOCK EXCHANGE, INC. 6,25 US744448BZ35 CE ELECTRIC UK FUNDING COMPANY 2 000 000 22 401 818 24 981 622 LONDON STOCK EXCHANGE 7,25 XS0082800375 ELECTRICITE DE FRANCE SA 1 500 000 11 834 633 12 172 791 NYSE ONEXT - ONEXT PARIS 5,00 XS0367001574 ENERGIE AG OBEROESTERREICH 1 000 000 7 316 323 8 288 156 DEUTSCHE BOERSE AG 4,50 XS0213737702 SSE PLC 3 000 000 29 797 034 32 349 022 LONDON STOCK EXCHANGE 5,00 XS0454509455 SOUTHERN ELECTRIC POWER DISTRIBUTION PLC 1 000 000 10 682 325 9 576 711 LONDON STOCK EXCHANGE 4,63 XS0244171236 EON INTERNATIONAL FINANCE BV 2 000 000 26 716 061 23 702 979 OTLX 6,38 XS0148579666 ALABAMA POWER COMPANY 3 000 000 15 312 438 24 187 790 NEW YORK STOCK EXCHANGE, INC. 6,13 US010392EZ75 IBERDROLA FINANZAS SOCIEDAD ANONIMA 1 000 000 7 166 773 7 017 341 DEUTSCHE BOERSE AG 3,50 XS0222372178 LOUISVILLE GAS AND ELECTRIC COMPANY 2 000 000 13 440 948 14 431 563 UNLISTED 5,13 US546676AU17 Sum forsyninger 1 720 500 447 1 820 953 297 QUEST DIAGNOSTICS INCORPORATED 1 000 000 5 549 018 6 660 554 NEW YORK STOCK EXCHANGE, INC. 4,70 US74834LAS97 ZIMMER HOLDINGS INC 2 000 000 13 005 567 14 254 166 NEW YORK STOCK EXCHANGE, INC. 5,75 US98956PAB85 JOHNSON & JOHNSON 10 000 000 58 127 983 62 243 874 NEW YORK STOCK EXCHANGE, INC. 2,15 US478160AY04 JOHNSON & JOHNSON 5 000 000 54 853 316 61 527 889 NEW YORK STOCK EXCHANGE, INC. 5,50 XS0329524457 COLGATE-PALMOLIVE COMPANY 2 000 000 11 150 486 12 102 145 UNLISTED 1,30 US19416QDX51 BAXTER INTERNATIONAL INC 5 000 000 30 229 639 34 581 570 NEW YORK STOCK EXCHANGE, INC. 4,50 US071813BA62 AETNA INC. 2 000 000 11 887 504 13 028 243 NEW YORK STOCK EXCHANGE, INC. 4,13 US008117AN30 BECTON DICKINSON AND COMPANY 1 000 000 5 593 909 6 248 858 NEW YORK STOCK EXCHANGE, INC. 3,13 US075887BA64 C R BARD INC 2 000 000 13 155 620 13 846 204 NEW YORK STOCK EXCHANGE, INC. 4,40 US067383AC36 WELLPOINT, INC. 5 000 000 30 322 461 33 170 516 NEW YORK STOCK EXCHANGE, INC. 4,35 US94973VAS60 UNITEDHEALTH GROUP INCORPORATED 3 000 000 17 930 314 21 295 207 NEW YORK STOCK EXCHANGE, INC. 6,00 US91324PAW23 QUEST DIAGNOSTICS INCORPORATED 1 000 000 6 351 612 6 655 539 NEW YORK STOCK EXCHANGE, INC. 5,45 US74834LAL45 THE PROCTER & GAMBLE COMPANY 7 000 000 42 439 963 56 043 617 NEW YORK STOCK EXCHANGE, INC. 5,55 US742718DF34 ROCHE HOLDINGS INC 11 500 000 103 863 886 101 825 337 BOERSE MUENCHEN 5,63 XS0415624120 COVIDIEN INTERNATIONAL FINANCE S.A. 1 000 000 6 765 325 7 197 360 NEW YORK STOCK EXCHANGE, INC. 6,00 US22303QAG55 UNITEDHEALTH GROUP INCORPORATED 1 000 000 5 589 949 6 211 918 NEW YORK STOCK EXCHANGE, INC. 4,38 US91324PBW14 AETNA INC. 2 000 000 12 401 505 15 563 676 NEW YORK STOCK EXCHANGE, INC. 6,75 US00817YAG35 ROCHE HOLDINGS INC 5 000 000 32 549 705 37 614 993 BOERSE BERLIN 6,00 USU75000AM82 THE ESTEE LER COMPANIES INC 5 000 000 29 518 865 38 103 825 NEW YORK STOCK EXCHANGE, INC. 6,00 US29736RAC43 CAREFUSION CORPORATION 2 000 000 14 126 642 14 446 137 NEW YORK STOCK EXCHANGE, INC. 6,38 US14170TAB70 ST JUDE MEDICAL INC 1 000 000 5 402 019 6 200 464 NEW YORK STOCK EXCHANGE, INC. 2,50 US790849AH69 THE PROCTER & GAMBLE COMPANY 2 000 000 11 633 439 13 183 482 NEW YORK STOCK EXCHANGE, INC. 4,95 US742718DA47 MEDTRONIC INC 4 000 000 22 508 928 26 952 686 NEW YORK STOCK EXCHANGE, INC. 4,75 US585055AH96 ST JUDE MEDICAL INC 1 000 000 5 637 662 6 057 227 NEW YORK STOCK EXCHANGE, INC. 2,20 US790849AG86 UNITEDHEALTH GROUP INCORPORATED 5 000 000 34 733 719 36 634 773 NEW YORK STOCK EXCHANGE, INC. 6,00 US91324PBJ03 HUMANA INC 3 000 000 19 121 753 21 089 559 NEW YORK STOCK EXCHANGE, INC. 6,30 US444859AU63 UNITEDHEALTH GROUP INCORPORATED 2 000 000 12 355 104 15 766 575 NEW YORK STOCK EXCHANGE, INC. 6,63 US91324PBE16 THE PROCTER & GAMBLE COMPANY 1 000 000 12 976 764 12 886 252 DEUTSCHE BOERSE AG 6,25 XS0106655235 LABORATORY CORPORATION OF AMERICA HOLDINGS 3 000 000 17 094 798 19 776 253 NEW YORK STOCK EXCHANGE, INC. 4,63 US50540RAJ14 ROCHE HOLDINGS INC 4 000 000 39 285 186 42 078 458 DEUTSCHE BOERSE AG 5,50 XS0415625283 UNITEDHEALTH GROUP INCORPORATED 5 000 000 28 511 759 30 024 246 NEW YORK STOCK EXCHANGE, INC. 2,88 US91324PBV31 Sum helseforetak 714 674 401 793 271 604 KIMBERLY-CLARK CORPORATION 5 000 000 29 889 960 29 872 748 NEW YORK STOCK EXCHANGE, INC. 2,40 US494368BH50 REED ELSEVIER (INVESTMENTS) 2 500 000 28 284 360 29 055 402 LONDON STOCK EXCHANGE 7,00 XS0418995907 SCHNEIDER ELECTRIC SA 1 000 000 7 899 289 8 080 088 BOERSE BERLIN 4,50 XS0260896542 OMV AKTIENGESELLSCHAFT 2 000 000 15 759 537 17 103 214 BOERSE DUESSELDORF 4,38 XS0485316102 BMW US CAPITAL, LLC 2 000 000 16 339 889 16 038 542 LUXEMBOURG STOCK EXCHANGE 6,38 XS0408730157 TYCO INTERNATIONAL FINANCE SA 1 000 000 6 388 351 7 766 841 NEW YORK STOCK EXCHANGE, INC. 7,00 US9021EQAC89 KINDER MORGAN ENERGY PARTNERS LP 6 000 000 36 073 436 41 382 348 NEW YORK STOCK EXCHANGE, INC. 6,50 US494550BD78 CONOCOPHILLIPS 1 000 000 6 459 094 7 641 416 NEW YORK STOCK EXCHANGE, INC. 6,00 US20825CAU80 ANGLO AMERICAN CAPITAL PLC 2 000 000 12 175 234 12 757 806 LONDON STOCK EXCHANGE 4,45 US034863AD26 PHILLIPS 66 5 000 000 30 460 624 30 687 003 UNLISTED 2,95 US718546AG91 SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 5 000 000 46 078 630 44 373 145 SWISS EXCHANGE 5,13 XS0413806596 LINDE FINANCE B.V. 1 000 000 11 777 732 12 045 452 BOERSE BERLIN 5,88 XS0297700006 XTO ENERGY INC 3 000 000 19 704 296 22 996 513 NEW YORK STOCK EXCHANGE, INC. 6,50 US98385XAT37 VOLKSWAGEN INTERNATIONAL FINANCE N.V. 3 000 000 17 036 203 18 241 578 UNLISTED 2,38 US928670AK49 SHELL INTERNATIONAL FINANCE BV 10 000 000 58 938 365 69 339 215 NEW YORK STOCK EXCHANGE, INC. 4,30 US822582AJ10 BP CAPITAL MARKETS PLC 2 000 000 11 711 844 12 695 580 NEW YORK STOCK EXCHANGE, INC. 3,13 US05565QBN79 ITW FINANCE OPE SA 2 000 000 15 529 209 17 067 746 DEUTSCHE BOERSE AG 5,25 XS0323494715 20