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        T R O U B L E D   C O M P A N Y   R E P O R T E R

                           E U R O P E

           Monday, February 8, 2016, Vol. 17, No. 026


                            Headlines


A Z E R B A I J A N

AGBANK: Fitch Revises 'CCC' IDR Watch to Evolving From Negative
AZERBAIJAN REPUBLIC: S&P Lowers CCR to 'BB', Outlook Stable


C Z E C H   R E P U B L I C

SLEZSKY KAMEN: Slezske Kamenolomy Buys Assets for CZK50 Million


F R A N C E

FINANCIERE GAILLON: S&P Puts 'B' CCR on CreditWatch Positive


G E R M A N Y

ERSTE GROUP: Moody's Hikes Jr. Subordinate Debt Ratings to Ba3
STABILITY CMBS 2007-1: Fitch Lowers Rating on Cl. E Notes to CC


G R E E C E

NAVIOS MARITIME: S&P Lowers CCR to 'B-', Outlook Negative


I R E L A N D

CELF LOAN III: S&P Raises Rating on Class E Notes to B+


I T A L Y

CERVED GROUP: Moody's Withdraws 'Ba3' Corporate Family Rating


K A Z A K H S T A N

CASPIAN SERVICES: Has US$98.4MM Current Working Capital Deficit


N E T H E R L A N D S

V&D: Receivers in Talks with Potential Buyer


N O R W A Y

NORSKE SKOGINDUSTRIER: Hasn't Yet Meet Target for Debt Exchange


R U S S I A

IJS BANK: Placed Under Provisional Administration
MECHEL OAO: Reaches Debt Restructuring Deals with Creditors
MILLENIUM BANK: Placed Under Provisional Administration
REGNUM BANK: Placed Under Provisional Administration
YAROSLAVL MENDELEEV: File for Bankruptcy


S P A I N

BBVA LEASING 1: Fitch Affirms 'Csf' Rating on Cl. C Notes


U K R A I N E

CENTRENERGO: May Go Bankrupt Over Debts, Herus Says


U N I T E D   K I N G D O M

LINCOLN FINANCE: Moody's Assigns B1 Rating to Sr. Secured Notes


X X X X X X X X

* BOND PRICING: For the Week February 1, 2016 to February 5, 2016


                            *********


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A Z E R B A I J A N
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AGBANK: Fitch Revises 'CCC' IDR Watch to Evolving From Negative
---------------------------------------------------------------
Fitch Ratings has revised the Rating Watch on AGBank's (AGB)
'CCC' Issuer Default Rating to Evolving from Negative.  The
agency has also downgraded AGB's Viability Rating (VR) to 'f'
from 'ccc' and removed it from Rating Watch Negative (RWN).
Fitch has also maintained Demirbank's (Demir) 'B' Long-term IDR
on RWN.

The rating actions follow the recent announcements of the
anticipated merger between Demir and AGB.  Fitch placed both
banks' IDRs on RWN on Dec. 24, 2015, shortly after the sharp
manat devaluation, which caused a significant weakening of both
banks' capital positions.

KEY RATING DRIVERS

The downgrade of AGB's VR to 'f' reflects Fitch's view that the
bank has failed.  Fitch believes the bank has become non-viable
as a result of a material capital shortfall, and requires
extraordinary support.  At end-2015, AGB's regulatory total
capital ratio fell to 0.9%, from 9.7% at end-November 2015, as a
result of losses driven by the manat devaluation.  In addition,
AGB has sizable unreserved non-performing loans (NPLs, 90 days
overdue) and uncollected accrued interest on them.

AGB's 'CCC' Long-term IDR reflects Fitch's view that the bank's
default is a real possibility, although to date Fitch understands
that the bank has continued to service its obligations.  The
revision of the Rating Watch to Evolving from Negative reflects
significant uncertainty about the near-term risks facing AGB's
creditors.  If a merger with Demir goes ahead, particularly if
this is preceded by capital support for AGB, then AGB's creditors
will likely become exposed to an entity with a higher rating than
'CCC'.  However, if the merger does not take place and capital
support is not forthcoming, then Fitch would likely downgrade
AGB's ratings and default would become probable.

The RWN on Demir's ratings reflects the potential for them to be
downgraded as a result of the weakening of its capital position
and asset quality following the devaluation.  In addition, it now
also reflects risks related to the potential merger with the more
weakly-capitalised AGB, which could put additional pressure on
Demir's credit profile and ratings.

At end-2015, Demir's regulatory total capital ratio was 10.9%,
just above the revised, lower minimum threshold of 10%.  Fitch
estimates that the combined capital ratio for the merged bank
would be around 6%, implying it would need at least AZN28 million
of additional capital to achieve compliance with regulatory
capital requirements (of these around AZN13 million may be
available from potential conversion of AGB's existing
subordinated debt, placed by its private shareholder).  In
addition, further capital would likely be necessary to absorb
potential credit losses stemming from unreserved NPLs and
uncollected accrued interest on them (Fitch estimates these at
AZN87m at AGB and AZN15 mil. at Demir at end-2015, according to
regulatory accounts).

Both banks' management has informed Fitch that the banks will
only merge if the merged bank receives sufficient capital support
from its shareholders or the Central Bank and will have a
regulatory capital adequacy ratio comfortably above the current
minimum requirement.  Fitch believes that while capital support
for AGB is possible, it cannot be relied upon given (i) the
absence of measures, to date, by AGB's shareholders to
recapitalise the bank; and (ii) its limited overall systemic
importance.

RATING SENSITIVITIES

If the merger goes ahead, then Fitch expects to resolve the
Rating Watches on both banks when the merger is complete and
sufficient information is available on the profile of the merged
entity.  If AGB ceases to exist as a separate legal entity after
the merger, Fitch would withdraw its ratings.

The merged bank could be rated at the level of 'B', in line with
Demir's current rating, if significant capital support is
received by AGB pre-merger, and Fitch views the merged
institution's problem loans as reasonably reserved.  However, the
merged bank could be rated 'B-' or below, if the capital position
or asset quality of the merged bank is significantly weaker than
they were pre-devaluation at Demir.

If the potential merger does not go ahead, then Fitch would
resolve the RWN on Demir in line with the drivers identified in
the commentary of December 24, primarily the extent to which
Fitch views the bank's capitalisation and asset quality as having
deteriorated as a result of the devaluation.

If the merger does not go ahead, then Fitch would likely
downgrade AGB, potentially to 'D' (default) if the bank faces
acute liquidity stress, forcing it to cease servicing its
obligations, or if the bank is subject to regulatory
intervention. Alternatively, the bank's ratings could be affirmed
or upgraded if it is recapitalised by its shareholders or the
authorities.

The rating actions are:

Demirbank:

  Long-term foreign currency IDR: 'B', maintained on RWN
  Short-term foreign currency IDR: 'B', maintained on RWN
  Viability Rating: 'b', maintained on RWN
  Support Rating: affirmed at '5'
  Support Rating Floor: affirmed at 'No Floor'

AGBank:

  Long-term foreign currency IDR: 'CCC', Rating Watch revised to
   Evolving from Negative
  Short-term foreign currency IDR: 'C', placed on Rating Watch
   Evolving
  Viability Rating: downgraded to 'f' from 'ccc'; RWN Off
  Support Rating: affirmed at '5'
  Support Rating Floor: affirmed at 'No Floor'


AZERBAIJAN REPUBLIC: S&P Lowers CCR to 'BB', Outlook Stable
-----------------------------------------------------------
Standard & Poor's Ratings Services lowered its long-term
corporate credit rating on Azerbaijan's national oil company,
State Oil Company of Azerbaijan Republic (SOCAR), to 'BB' from
'BB+'.  The outlook is stable.

S&P also lowered its rating on SOCAR's senior unsecured debt to
'BB' from 'BB+'.

The rating action on SOCAR follows the downgrade of the company's
only shareholder, the Republic of Azerbaijan, on Jan. 29, 2016.
The rating on SOCAR now incorporates a one-notch uplift -- versus
a two-notch uplift previously -- from the rating on the
sovereign, reflecting S&P's view of the government's reduced
capacity to support its government-related entities (GREs).  That
said, S&P continues to believe there is an extremely high
likelihood that SOCAR would receive such support due to its
critical role for and very important link with the government.

S&P's assessment of SOCAR's stand-alone credit profile (SACP)
remains unchanged at 'bb-'.  S&P forecasts a moderate increase
only in SOCAR's debt metrics due to the lower oil prices.  This
is because SOCAR has materially cut its capital expenditures,
which should enable the company to generate positive free
operating cash flow, even in the current environment.  S&P also
anticipates continuing ongoing support from the government,
including its expectation that the government will finance part
of SOCAR's capital expenditures in 2016.  S&P captures this in
its assessments of SOCAR's business and financial risk profiles
as well as its liquidity.

In S&P's revised base-case scenario for SOCAR, S&P assumes:

   -- A Brent crude oil price of $40 per barrel in 2016, $45 in
      2017, and $50 from 2018 onward.

   -- About 1% decline in oil production in 2016, then
      stabilizing at about 9.6 million tons, including production
      sharing agreements and the share in Azeri-Chirag-Guneshli
     (ACG).

   -- Stable gas production, as declining own production should
      be offset by an increase at Shah Deniz.  An exchange rate
      of Azerbaijani new manat (AZN) 1.6 to US$1.

   -- Continued government support to finance SOCAR's
      participation in major projects, such as TANAP (the Trans-
      Anatolian gas pipeline), ACG, and Shah Deniz, with equity
      injections.  Capital expenditures of AZN1.5 billion-AZN1.6
      billion in 2016-2017.

   -- Distribution to the government of about AZN0.4 billion.

Based on these assumptions, S&P arrives at these credit measures:

   -- Funds from operations (FFO) to debt of 30%-35%.
   -- Debt to EBITDA of 2.0x-2.5x.
   -- Slightly positive free operating cash flow generation.

The rating on SOCAR reflects S&P's view of the extremely high
likelihood that its owner, the government of Azerbaijan, would
provide extraordinary support to the company.

In line with S&P's methodology for rating GREs, it views SOCAR's
role in the country's economy as critical.  The company plays a
central role in Azerbaijan's most strategic sector, oil and gas.
SOCAR is the country's largest employer and a substantial
taxpayer, and it has important social mandates and a monopoly in
refining and petrochemicals.  It is also a minority shareholder
and the government's representative in Azerbaijan's largest
internationally led upstream projects such as ACG (11.6461%
ownership).

S&P views SOCAR's link to the Azerbaijani government as very
strong.  The government appoints the company's key management and
determines its strategy, though day-to-day operations are managed
at the corporate level.  S&P believes that if SOCAR were to
default, it would have severely negative consequences for the
sovereign's reputation and access to financing.  Historically,
the government has provided equity financing and loans from
state-owned banks to SOCAR.

The quality of SOCAR's majority-owned assets is below average, in
S&P's view.  Because these fields are mature, S&P do not expect
any material production growth over the next 12-18 months.  SOCAR
has only minority stakes in (and therefore only a low share of
profits from) the country's largest and most profitable oil and
gas projects -- ACG and the Shah-Deniz gas field -- and their
related pipelines.  Both projects are production-sharing
agreements, and the government, not SOCAR, receives the largest
proportion of the profit.  In addition, SOCAR is exposed to the
risks of operating in Azerbaijan, where most of its assets are
located, and significant capacity underutilization constrains the
company's profitability from its refining and petrochemical
operations.

Positively, SOCAR has a leading role in Azerbaijan's hydrocarbon
sector, with stakes in all oil-producing, refining, and
petrochemical assets in the country.  Both ACG and Shah-Deniz are
now producing and generating cash for SOCAR, including the
transfer of a Shah-Deniz stake from SOCAR to Southern Gas
Corridor Company (SGCC), a new financing entity.  In addition,
SOCAR enjoys considerable ongoing government support through
priority access to assets, case-by-case equity contributions, and
financing for strategic investments.

The government's and SOCAR's investment plans pose the key
constraint on the rating, in S&P's view.  SGCC was created to
finance and bear some of the investment risks associated with
Shah-Deniz and other strategic projects.  To export the new gas
production, the government plans to construct a new pipeline,
TANAP, which will cost an estimated total of $10 billion.

The stable outlook on SOCAR mirrors the stable outlook on
Azerbaijan.  S&P expects that any future rating action on SOCAR
will be driven by changes to the sovereign rating, rather than
SOCAR's SACP.

S&P would likely lower the rating on SOCAR, as a GRE, if it
lowered the sovereign credit ratings on Azerbaijan.

Although less probable, S&P could also lower the rating if it
revised down its assessment of SOCAR's SACP by several notches.
However, this could happen only if SOCAR sharply increases its
investments without compensating support from the government, or
if liquidity weakened materially from current levels due to
excessive reliance on short-term debt or aggressive liquidity
management.  A ratio of FFO to debt of sustainably below 12%, for
example, would prompt S&P to consider a negative rating action.

S&P could raise the rating on SOCAR is it was to raise the rating
on Azerbaijan.  Beyond that, S&P do not see a strong likelihood
of a positive rating action in the next year or two, given the
oil price outlook.  Subject to the sovereign rating, S&P could
consider an upgrade over time if SOCAR's SACP improves by two
notches to 'bb+', which could be achieved only as a result of
lower capital investment commitments and oil prices quickly
recovering to above S&P's long-term price assumption of $50 per
barrel.



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C Z E C H   R E P U B L I C
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SLEZSKY KAMEN: Slezske Kamenolomy Buys Assets for CZK50 Million
---------------------------------------------------------------
CTK, citing information from the purchasing contract published in
the insolvency register, reports that Slezske kamenolomy has won
a tender for the assets of bankrupt stone quarry Slezsky kamen,
in bankruptcy since 2014, and bought the assets for CZK50 million
in January.

The contract was signed by insolvency administrator Ivo Sotek
with company Danilo Servis at the end of January, CTK recounts.
Danilo Servis then changed name to Slezske kamenolomy, CTK notes.

Creditors of Slezsky kamen, which has 80 employees, have filed
claims for almost CZK220 million, CTK relates.  The sale of
Slezsky kamen assets has already been approved by its creditor
committee, CTK discloses.

Slezsky kamen is based in Czech Republic.



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F R A N C E
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FINANCIERE GAILLON: S&P Puts 'B' CCR on CreditWatch Positive
------------------------------------------------------------
Standard & Poor's Ratings Services placed its 'B' long-term
corporate credit rating on Financiere Gaillon 8 S.A. (FG8) on
CreditWatch with positive implications.

S&P also placed its 'B' issue rating on FG8's senior notes due
2019 on CreditWatch with positive implications.

The CreditWatch placement follows FG8's announcement of its
intention to sell part of its stake in its subsidiary K&B.  FG8,
which is held by the private equity fund PAI Partners, currently
owns about 89% of the French real estate developer K&B.  S&P
understands that the sale of its stake would most likely be done
through an offer to the equity capital markets in the coming
months, which could reduce its ownership to below 50% of its
share capital in K&B.  Management also announced that the sale
proceeds would be mostly used for the redemption of the EUR370
million senior notes due 2019, issued by FG8.  S&P understands
that a portion of the notes may also be repaid by a dividend
payment to be upstreamed from K&B to FG8.

In this context, S&P believes that this transaction would
materially improve FG8's financial risk profile given that a
large portion of the group's debt would be repaid with equity
proceeds. S&P's assessment of FG8 pro forma this transaction
would, however, also take into account the reduced ownership in
K&B, with FG8's stake expected to fall below 50%.  Overall, S&P
considers that there is at least a one-in-two possibility of S&P
raising its corporate credit rating on FG8 following the
transaction, even though FG8 would most likely only have a
noncontrolling interest in K&B.

S&P's current assessment of FG8 includes S&P's view of its fair
business risk profile, supported by K&B's established market
position and long track record in the French market.  S&P's
highly leveraged financial risk profile assessment is currently
constrained by the high level of debt.  S&P calculates adjusted
debt-to-EBITDA at above 5x.  S&P's rating also reflects the
aggressive financial policy as a result of the current 100%
ownership by the private equity fund, PAI Partners.

The CreditWatch positive placement reflects S&P's expectation
that the partial sale of FG8's stake in K&B and concomitant
senior notes repayment would reduce FG8's debt leverage, leading
S&P to consider raising the corporate credit rating, even though
FG8's stake in K&B would fall below 50%.  An upgrade would also
depend on the level of debt at K&B, pro forma the transaction.

S&P will likely resolve the CreditWatch placement when the
transaction is completed, which S&P understands may happen during
the first half of the year.



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G E R M A N Y
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ERSTE GROUP: Moody's Hikes Jr. Subordinate Debt Ratings to Ba3
--------------------------------------------------------------
Moody's Investors Service has taken a series of rating actions
that resulted in upgrades of the supplementary capital and hybrid
capital instruments of Erste Group Bank AG (Erste).

The rating actions on supplementary capital and hybrid capital
instruments follow Erste's announcement on January 21, 2016, to
resume coupon payments on these instruments in 2016. The
announcement is a result of management's expectation of
sufficient profits (prior to movements in reserves) in the case
of the supplementary capital instruments (Upper Tier 2 [UT2]),
and sufficient distributable funds, in the case of the hybrid
capital instruments. Each calculation has been performed by the
bank for the financial year 2015 on a single entity basis of
Erste Group Bank AG in accordance with Austrian GAAP and the
Austrian Banking Act. The rating action also reflects revised
notching for certain subordinated debt instruments as described
more fully below.

RATINGS RATIONALE

NEW RATING LEVELS FOR SUPPLEMENTARY CAPITAL AND HYBRID CAPITAL
INSTRUMENTS REFLECT RESUMPTION OF COUPON PAYMENTS

The rating actions on Erste's supplementary capital and hybrid
capital instruments reflect the bank's announcement on January
21, 2016 to resume coupon payments on these instruments in 2016.
The rating agency has therefore positioned the ratings according
to its notching guidelines as set out in the bank rating
methodology, assuming that all instruments are back to performing
on a sustained basis. The new rating levels depend on the terms
and conditions of these securities and their respective coupon
skip mechanisms.

Three securities have been upgraded by one or two notches
according to Moody's notching approach. Another five securities
have been upgraded by up to three notches, reflecting Moody's
decision to rate these securities based on its normal notching
approach rather than an expected loss basis.

(1) For Erste's cumulative junior subordinated debt maturing in
2019 (ISIN:XS0303559115, Moody's Debt ID: 820418491), Moody's
upgraded the rating by one notch to Ba3(hyb) from B1(hyb) - two
notches below the bank's ba1 adjusted baseline credit assessment
(BCA). The ratings reflect the junior subordinated claim in
liquidation and cumulative deferral features tied to the breach
of a net loss trigger.

(2) For two junior subordinated debt securities, Moody's has
upgraded the rating by two notches to Ba3(hyb) from B2(hyb)
(ISIN:AT000B000450, Moody's Debt ID: 809640880;
ISIN:AT000B000518, Moody's Debt ID: 809783821), two notches below
the adjusted BCA. The ratings reflect the rating agency's
assessment of these instruments' cumulative coupon deferral
mechanisms tied to the breach of a net loss trigger, but no
longer reflect an assumption that payment of coupons is at
management discretion.

(3) For two junior subordinated debt securities
(ISIN:AT000B000062, Moody's Debt ID: 809202341; and
ISIN:XS0143383148, Moody's Debt ID: 10323181), Moody's changed
its rating approach back to normal notching from expected loss.
The rating agency therefore upgraded the ratings to B1(hyb) from
Caa1(hyb) for ISIN AT000B000062 and to B1(hyb) from B2(hyb) for
ISIN XS0143383148, respectively. The ratings reflect the rating
agency's assessment of these instruments' junior subordinated
claim in liquidation and non-cumulative deferral features tied to
the breach of a net loss trigger.

(4) The ratings of Erste's three non-cumulative preferred
securities have been upgraded to B1(hyb), in-line with Moody's
normal notching guidelines. The upgrades reflect Erste's
announcement to resume coupon payments and the resulting limited
effect on these perpetual instruments' recovery rates. Moody's
believes that the risks for securities holders are therefore
reflected in its normal notching approach as opposed to an
expected loss rating. This led to three-notch upgrades to B1(hyb)
from Caa1(hyb) for ISIN XS0268694808 (Moody's Debt ID: 809807559)
and ISIN XS0215338152 (Moody's Debt ID: 808192280) and to a one-
notch upgrade to B1(hyb) from B2(hyb) for ISIN XS0188305741
(Moody's Debt ID: 807484307).

WHAT COULD CHANGE THE RATING UP/DOWN

Upward (or downward) pressure could be exerted on Erste's junior
subordinated and non-cumulative preferred securities as a result
of an upgrade (or downgrade) of the bank's ba1 BCA.

Upward pressure on Erste's BCA would be prompted by (1) a further
significant and sustained reduction in the volume of NPLs; (2) a
sustained capitalisation displaying a fully-loaded common equity
Tier 1 (CET1) ratio above 11%; and (3) a sustained improvement in
the bank's operating performance and capital generation capacity.
In addition, an upgrade would require the bank to maintain a
solid risk management and corporate governance track record.

Downward pressure on Erste's BCA could follow (1) additional
credit charges, in particular related to the bank's operations in
Central and Eastern Europe; (2) reduced earnings resulting in
lower internal capital generation capacity; and (3) sustained
lower capitalisation levels.

In addition, Moody's would also reconsider the ratings in the
event of an increased probability of a coupon suspension.

LIST OF AFFECTED RATINGS

The following ratings of Erste Group Bank AG were upgraded:

-- Certain junior subordinate debt ratings to Ba3(hyb), from
    B1(hyb) (ISIN:XS0303559115)

-- Certain junior subordinate debt ratings to Ba3(hyb), from
    B2(hyb) (ISIN:AT000B000450 and ISIN:AT000B000518)

-- Certain junior subordinate debt ratings to B1(hyb), from
    Caa1(hyb) (ISIN:AT000B000062)

-- Certain junior subordinate debt ratings to B1(hyb), from
    B2(hyb) (ISIN:XS0143383148)

The following ratings of Erste Capital Finance (Jersey) Tier I PC
were upgraded:

-- Non-cumulative preferred securities to B1(hyb), from
    Caa1(hyb) (ISIN:XS0268694808)

The following ratings of Erste Finance Jersey (6) Limited were
upgraded:

-- Backed non-cumulative preferred securities to B1(hyb), from
    Caa1(hyb) (ISIN:XS0215338152)

The following ratings of Erste Finance Jersey (4) Limited were
upgraded:

-- Non-cumulative preferred securities to B1(hyb), from B2(hyb)
    (ISIN:XS0188305741)


STABILITY CMBS 2007-1: Fitch Lowers Rating on Cl. E Notes to CC
---------------------------------------------------------------
Fitch Ratings has downgraded Stability CMBS 2007-1 GmbH's class E
notes and upgraded the class D notes, as:

  EUR7.6 mil. Class D (DE000A0N3039) upgraded to 'BBBsf' from
   'BBsf', Outlook Stable

  EUR28.2 mil. Class E (DE000A0N3047) downgraded to 'CCsf' from
   'CCCsf'; Recovery Estimate lowered to 80% from 90%

The transaction is a synthetic securitisation of commercial
mortgage loans originated by IKB Deutsche Industriebank AG.
Kreditanstalt fur Wiederaufbau (AAA/Stable/F1+) acts as
intermediary, providing credit protection under a CDS with IKB
while transferring the credit risk to the issuer and ultimately
the noteholders.

KEY RATING DRIVERS

The downgrade of the class E notes and revision of the Recovery
Estimate reflects worse than expected recoveries from four
defaulted loans, which make up around EUR18 million of
outstanding loan principal (the recovery process has not
concluded).  In total, Fitch expects around EUR17 million of
losses in the current portfolio, also accounting for potential
losses on performing loans as well as a small amount of currency
conversion losses from CHF-denominated loans.

In Fitch's view, the class E notes will therefore sustain a loss
of 20% of principal balance, as reflected in the lowered Recovery
Estimate, while holders of the unrated class F notes will not
receive any principal.  Due to the substantial subordination, the
class D notes are considered well protected from loss, which as
the portfolio continues to de-risk in terms of tail exposure, is
reflected in its upgrade to investment grade.

Fitch understands that the servicer is pursuing legal actions
against the borrower of one of the defaulted claims for which the
mortgaged property has already been sold.  Fitch does not expect
any material improvement of its recovery expectation.  However,
legal proceedings are likely to delay the determination of loss
amounts.

RATING SENSITIVITIES

A change in market conditions for German commercial real estate
could lead to corresponding action on the ratings, although Fitch
sees no further prospect of upgrade for the class D notes given
rising concentration.

Fitch estimates Bsf proceeds of EUR27 mil.

DUE DILIGENCE USAGE

No third party due diligence was provided or reviewed in relation
to this rating action.

DATA ADEQUACY

Fitch has checked the consistency and plausibility of the
information it has received about the performance of the asset
pool and the transaction.  There were no findings that were
material to this analysis.  Fitch has not reviewed the results of
any third party assessment of the asset portfolio information or
conducted a review of origination files as part of its ongoing
monitoring.

Fitch did not undertake a review of the information provided
about the underlying asset pool ahead of the transaction's
initial closing.  The subsequent performance of the transaction
over the years is consistent with the agency's expectations given
the operating environment and Fitch is therefore satisfied that
the asset pool information relied upon for its initial rating
analysis was adequately reliable.

Overall, Fitch's assessment of the information relied upon for
the agency's rating analysis according to its applicable rating
methodologies indicates that it is adequately reliable.



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G R E E C E
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NAVIOS MARITIME: S&P Lowers CCR to 'B-', Outlook Negative
---------------------------------------------------------
Standard & Poor's Ratings Services said that it had lowered to
'B-' from 'B' its long-term corporate credit rating on Marshall
Islands-registered shipping company Navios Maritime Holdings Inc.
The outlook is negative.

At the same time, S&P lowered its issue rating on the company's
senior secured debt to 'B' from 'B+'.  The recovery rating is
unchanged at '2', reflecting S&P's expectation of recovery in the
lower half of the 70%-90% range in the event of a payment
default.

S&P also lowered its issue rating on the senior unsecured debt to
'CCC' from 'CCC+'.  The recovery rating is unchanged at '6',
reflecting S&P's expectation of negligible recovery (0%-10%) in
the event of a payment default.

"The downgrade reflects our reassessment of Navios Holdings'
management and governance as satisfactory, compared with strong
previously.  This is because we consider that the protracted
downturn in the drybulk shipping industry has significantly
reduced management's ability to enhance the company's fortunes
and interrupted its track record of achieving financial goals and
better operational performance than peers'.  Furthermore, we
believe that Navios Holdings' continuing negative cash
Generation -- triggered by losses from its core drybulk shipping
business and large investments -- is heightening liquidity risk
and reliance on third parties to avert a potential liquidity
shortfall.  This is exacerbated by drybulk charter rates that
will likely remain at their currently severely depressed levels
over the next 12 months.

Navios Holdings' earnings are under persistent pressure, and S&P
expects another year of operating losses in the drybulk shipping
business in 2016.  Weak industry prospects, combined with the
company's large, partly equity-funded capital expenditure (capex)
for new drybulk vessels, and its South American logistics
operations, will lead to negative cash flows and diminishing cash
balances.  S&P forecasts that Navios Holdings will generate
negative free operating cash flows of $40 million-$90 million in
2016 depending on its ability to optimize working capital
management, including a proportionately consolidated 63.8%-owned
subsidiary Navios South American Logistics Inc. (Navios
Logistics).  These figures compare with S&P's forecast cash
balance of about $140 million as of Dec. 31, 2015 (including
proportionately consolidated Navios Logistics).

Navios Holdings' fair business risk profile remains constrained
by S&P's overall view of the shipping industry as high risk.
This stems from the industry's capital intensity, high
fragmentation, frequent imbalances between demand and supply,
lack of meaningful supply discipline, and volatility in charter
rates and vessel values.  S&P believes that Navios Holdings'
competitive position benefits from its expanding and more-
predictable than traditional shipping logistics business in South
America; its large holdings in affiliates that generally, under
normal operating conditions, pay dividends; and its solid
reputation as a quality operator of a cost-efficient vessel
fleet, underpinned by a good grip on cost control, as reflected
in lower daily vessel operating costs than the industry average.

S&P's assessment of Navios Holdings' financial risk profile
incorporates the company's high adjusted debt, which reflects the
underlying industry's high capital intensity, the company's track
record of large expansionary investments, and a prolonged period
of depressed charter rates that will likely result in credit
measures at the lower end of our highly leveraged category in
2016-2017.  This, combined with S&P's view of Navios Holdings'
business risk profile at the lower end of the fair category,
results in a downward adjustment of one notch from the anchor
under our comparable ratings analysis, leading to the long-term
rating of 'B-'.

The negative outlook reflects the possibility of a further
deterioration of Navios Holdings' liquidity position in the
coming months, owing to the company's ongoing weak operating
performance amid depressed charter rates and partly cash-funded
expansionary capex, particularly if management doesn't take
timely corrective actions.

S&P could downgrade Navios Holdings within the next six months if
the company's plan to restore its liquidity sources do not unfold
as expected and if S&P considered its liquidity sources-to-uses
ratio will likely fall below 1.0x.

S&P could revise the outlook to stable if the company's measures
to boost its liquidity sources were successful, if S&P believed
that its cash flow generation were to turn positive, and if its
liquidity position sustainably stabilized.  However, S&P thinks
positive cash flow generation is not likely before 2017.



=============
I R E L A N D
=============


CELF LOAN III: S&P Raises Rating on Class E Notes to B+
-------------------------------------------------------
Standard & Poor's Ratings Services raised its credit ratings on
CELF Loan Partners III PLC's class A-2, B-1, B-2, C, D, and E
notes.  At the same time, S&P has affirmed its rating on the
class A-1 notes.

The rating actions follow S&P's assessment of the transaction's
performance, using data from the Dec. 22, 2015 trustee report and
applying its relevant criteria.

Since S&P's Aug. 13, 2013 review of the transaction, the average
credit quality of the portfolio has remained stable at 'B+'.  The
weighted-average spread earned on the collateral pool has
decreased to 369 basis points (bps) from 389 bps, while the
portfolio's weighted-average life has marginally reduced to 4.69
years from 4.71 years over the same period.

The available credit enhancement has increased for all of the
rated notes due to the senior notes' structural deleveraging.
The class A-1 notes have received principal paydowns of EUR186.37
million since S&P's previous review and have a note factor of
25.47%. The upgrades of the class A-2 to E notes reflect the
increased credit enhancement.

The par value tests for all classes of notes currently comply
with the required levels under the transaction documents.  In
S&P's previous review, the class E par value test did not comply
with the required levels.

Obligor concentration in the portfolio has increased due to
portfolio deleveraging, with 62 distinct obligors, down from 106
in S&P's previous review.  The proportion of assets that S&P
considers to be rated in the 'CCC' category ('CCC+', 'CCC', or
'CCC-') and assets that S&P considers to be defaulted (assets
rated 'CC', 'C', 'SD' [selective default], and 'D') have
decreased in notional and percentage terms since S&P's previous
review.

"We subjected the capital structure to a cash flow analysis to
determine the break-even default rate (BDR) for each rated class
at each rating level.  The BDR represents our estimate of the
maximum level of gross defaults, based on our stress assumptions,
that a tranche can withstand and still fully repay the
noteholders.  In our analysis, we used the portfolio balance that
we consider to be performing (EUR245,341,141), the current
weighted-average spread (3.69%), principal cash (EUR7,076,120),
and the weighted-average recovery rates calculated in line with
our corporate collateralized debt obligation (CDO) criteria.  We
applied various cash flow stresses, using our standard default
patterns, in conjunction with different interest rate and
currency stress scenarios," S&P said.

The issuer has entered into asset swap agreements with JPMorgan
Chase Bank N.A. to hedge any resultant currency risk from non-
euro-denominated assets (5.68% of the portfolio balance).  The
documented downgrade provisions in these asset swap contracts do
not fully comply with S&P's current counterparty criteria.  S&P
has therefore applied currency stresses on these noneuro assets
to test the effect on the class A-1, A-2, B-1, B-2, and C notes--
rated above the ratings on the counterparty--if the counterparty
failed to perform.

The increase in available credit enhancement for all of the rated
classes of notes has resulted in each class of notes achieving
higher ratings in S&P's cash flow analysis.  The results of S&P's
cash flow analysis indicate that all of the rated classes of
notes are able to sustain defaults at higher rating levels than
those currently assigned.  S&P has therefore raised its ratings
on the class A-2, B-1, B-2, C, D, and E notes.  At the same time,
S&P has affirmed its 'AAA (sf)' rating on the class A-1 notes as
the available credit enhancement is commensurate with the
currently assigned rating.

CELF Loan Partners III is a cash flow corporate loan
collateralized loan obligation (CLO) transaction that securitizes
loans to primarily speculative-grade corporate firms.  The
transaction closed in October 2006.

RATINGS LIST

Class               Rating
            To                From

CELF Loan Partners III PLC
EUR528.5 Million Secured Floating-Rate Notes

Ratings Raised

A-2         AAA (sf)           AA (sf)
B-1         AAA (sf)           AA- (sf)
B-2         AAA (sf)           AA- (sf)
C           AA (sf)            BBB+ (sf)
D           BBB+ (sf)          BB+ (sf)
E           B+ (sf)            CCC+ (sf)

Rating Affirmed

A-1         AAA (sf)



=========
I T A L Y
=========


CERVED GROUP: Moody's Withdraws 'Ba3' Corporate Family Rating
-------------------------------------------------------------
Moody's Investors Service withdrawn Cerved Group S.p.A.'s Ba3
corporate family rating (CFR) and Ba2-PD probability of default
rating, as well as the stable outlook.

RATINGS RATIONALE

Moody's has withdrawn the ratings following the closing of
refinancing undertaken by Cerved in January 2016 which resulted
in repayment of the company's existing bonds.

Moody's has withdrawn the rating for its own business reasons.

Cerved is the largest credit information provider to both
corporates and banks in Italy.



===================
K A Z A K H S T A N
===================


CASPIAN SERVICES: Has US$98.4MM Current Working Capital Deficit
---------------------------------------------------------------
Caspian Services, Inc.'s working capital deficit was US$98.4
million at September 30, 2015.  The deficit was US$85.0 million
as of September 30, 2014.

At September 30, 2015, the Company had total current assets of
US$11.4 million and total current liabilities of US$109.9
million.  At September 30, 2014, the Company had total current
assets of US$16.5 million and total current liabilities of
US$101.5 million.

The Company said: "At September 30, 2015, we had cash on hand of
$1,372,000 compared to cash on hand of $1,957,000 at September
30, 2014.   At September 30, 2015 total current liabilities
exceeded total current assets by $98,409,000. That was mainly
attributable to the European Bank for Reconstruction and
Development (EBRD) loans and put option and loans with Bakhytbek
Baiseitov (the Investor) loans being classified as current
liabilities.

"In 2007, our subsidiary Balykshi LLP (Balykshi) entered into a
series of debt and equity financing agreements with EBRD to
provide funding for our marine base.  As of September 30, 2015
the outstanding loan balance and accrued interest of the Balykshi
Loan with EBRD was $27,968,000.  The Balykshi Loan matured in May
2015.  Under the terms of the Balykshi Loan Agreement, as
amended, semi-annual repayment installments under the Balykshi
Loan were due each year on November 20 and May 20.  As of the
date of this report none of the required installment payments has
been made and the loan is now due and payable.  The default
interest rate of the Balykshi loan of 9% is applied to the
payments due but not paid.   The Balykshi Loan is collateralized
by the property, including the marine base, and bank accounts of
Balykshi and Caspian Real Estate, Ltd (CRE) and is additionally
secured by our corporate guarantee.

"In connection with the Balykshi financing, EBRD also made a
$10,000,000 equity investment to purchase a 22% equity interest
in Balykshi.  To secure that funding we were required to grant
EBRD a put option whereby EBRD can require us to repurchase the
22% equity interest.

"The put option includes an acceleration right in the event: (i)
any financial debt of Balykshi in excess of $1,000,000 is not
paid when due, or a default of any nature occurs and such
financial debt becomes prematurely due and payable or is placed
on demand; (ii) any party to the financing agreements (other than
EBRD) fails to meet its obligations under of any of the financing
agreements between Balykshi, us and EBRD; (iii) any actions are
taken or proceeding instituted that would result in our
bankruptcy, insolvency, reorganization or similar action, or our
consenting to any such action or proceeding;  (iv) any
representation or warranty made or confirmed by us or Balykshi is
found to be false or misleading when made or confirmed.  If the
put option is accelerated, EBRD can require us to repurchase the
$10,000,000 equity investment plus a 20% per annum rate of
return.

"As of September 30, 2015 the outstanding balance of Mangistau
Oblast Boat Yard LLP (MOBY)'s loan agreement from EBRD (the MOBY
Loan) was $6,314,000 including the accrued and unpaid interest.

"As of September 30, 2015, MOBY had made no semi-annual
installment payments and was in violation of certain financial
covenants under the MOBY Loan Agreement.  Pursuant to the MOBY
Loan Agreement, if an event of default occurs and is continuing,
EBRD may declare all or any portion of the principal and accrued
interest of the loan due and payable on demand, or immediately
due and payable without further notice and without presentment,
demand or protest.

"To our knowledge, EBRD has not sought to accelerate the debt
obligations of MOBY or enforce our guarantee obligations under
the Guarantee.

"Should EBRD seek to collect the Balykshi Loan, or to accelerate
the put option or the MOBY Loan, or should it seek to enforce the
MOBY Loan guarantee, or our other financial obligations to it, we
would have insufficient funds to satisfy those obligations
collectively or individually.  If we are unable to satisfy those
obligations, EBRD could seek any legal remedy available to it to
obtain repayment, including forcing us into bankruptcy, or
foreclosing on the loan collateral, which includes the marine
base and other assets and bank accounts of Balykshi and CRE and
pursuing the other assets of our company.

"We are engaged in ongoing discussions with EBRD about a
potential restructuring of our obligations to EBRD.  There is no
guarantee we will be successful in negotiating, obtaining
approval of or concluding a restructuring agreement with EBRD on
favorable terms, or at all.

"To help meet our additional funding obligations to construct the
marine base, in 2008 we entered into two facility agreements
pursuant to which we obtained debt funding of $30,000,000.  In
June and July 2011 Investor acquired the two facility agreements.
In September 2011, we issued the Investor two secured promissory
notes, the Non-Negotiable Note in the principal amount of
$10,800,000 and the Consolidated Note in the principal amount of
$24,446,000 in connection with a proposed restructuring of the
facility agreements.  We agreed to secure these Notes with non-
marine base assets that have not been pledged to EBRD.

"Pursuant to the terms of the Non-Negotiable Note, Investor may,
at any time, demand and receive payment of the Non-Negotiable
Note by the issuance of our common stock.  The price per share
for principal and interest is $0.12.  Investor has the right, at
any time, to demand the issuance of shares in satisfaction of the
Non-Negotiable Note.  If the issuance of common stock has not
been demanded by Investor or made at our election by the June 30,
2016 extended maturity date, we are required to repay the
principal and interest in cash.  We do not currently have
sufficient cash to repay the principal or interest of the Non-
Negotiable Note.

"Pursuant to the terms of the Consolidated Note, interest accrues
at 12% per annum and shall be paid semi-annually in arrears on
each six month anniversary of the Issuance Date (September 30,
2011).  The unpaid principal amount of the Consolidated Note and
any accrued but unpaid interest thereon shall be due and payable
on the extended maturity date of the Consolidated Note, which is
June 30, 2016.  The Consolidated Note provides for a default rate
of interest of 13% per annum upon the occurrence and during the
continuation of an event of default, as defined in the
Consolidated Note, which shall be payable in cash upon demand.

"Investor has the right at any time following a five-day written
notice to convert all or any portion of the principal and any
accrued but unpaid interest into shares of our common stock at
$0.10 per share.  However any conversion that would result in a
change in control of our company without the prior consent of
EBRD could result in a breach of the Balykshi financing
agreements.

"None of the semi-annual interest payments under the Consolidated
Note have been made to Investor when due.  We have, however, made
partial payments to Investor in the aggregate amount of
$2,850,000 to reduce the balance due on the Consolidated Note.
The failure to pay the full interest on the Consolidated Note
when due may constitute an event of default under the
Consolidated Note.  In the event of a default that remains
uncured, Investor may, at any time, demand immediate repayment of
the Consolidated Note.  As a result, we have included the
Consolidated Note and all accrued but unpaid interest as current
liabilities at September 30, 2015.  As of the date of this
report, to our knowledge, Investor has not made any demand for
immediate repayment of the Consolidated Note.  As with EBRD, if
Investor were to demand immediate repayment of the Consolidated
Note, we would have insufficient funds to satisfy that
obligation.  Were that to occur, we anticipate Investor would
seek any legal remedy available to him to obtain repayment.

"While we have made significant efforts to increase our revenues
and control our operating expenses, we continue to generate net
losses.  We do not expect a reversal in the trend of lower
revenues from operations to improve until world oil prices
rebound, the credit markets in Kazakhstan improve and the second
phase of the Kashagan development ramps up, which at this time is
projected to occur no earlier than 2019.  In order to diversify
our operations, we have worked to enter the Turkmen and Russian
markets.  To date, however, these efforts have not been
successful in replacing the lost demand in Kazakhstan.  Unless we
are able to exploit other new markets outside of Kazakhstan for
our services, we do not believe we will be able to continue to
sustain net losses until the second phase of Kashagan development
ramps up.  Moreover, we expect the recent significant decrease in
world oil prices will continue to have a significantly negative
impact on our revenues until such time as oil prices rebound.

"With ongoing weak oil prices and the soft market for the
services we offer, we have been searching for new opportunities
to generate income.

"During fiscal 2015, we provided financial assistance to Caspian
Geo-Consulting Services LLP (Caspian Geo) in the form of loans
which has been used by Caspian Geo to explore for gold ore within
the Shoyimbai Deposit located in the Karaganda Oblast of the
Republic of Kazakhstan (the Deposit) and to prove the reserves of
the Deposit so that Caspian Geo and the holders of the
exploration license on the Deposit could prepare the required
submission to apply for a subsoil use contract for the production
of gold ore from the Deposit (the Subsoil Use Contract).  The
application for the Subsoil Use Contract has been submitted to
the competent authority of the Republic of Kazakhstan and the
parties to that contract are in the process of reviewing and
finalizing it.  Upon successful grant of the Subsoil Use
Contract, Caspian Geo plans to pursue commercial production of
gold ore from the Deposit (the Project).

"At September 30, 2015 the unpaid outstanding balance of the
financial assistance was KZT593,500,000 and at December 31, 2015
the unpaid outstanding balance was KZT543,500,000.  We have
agreed with Caspian Geo to consolidate the previously provided
financial assistance into a single US dollar denominated
outstanding amount of $2,195,000 (US dollars).  Caspian Geo will
make minimum monthly payments of KZT50,000,000 from January 2016
through November 2016 and by no later than December 30, 2016,
will pay the remaining unpaid balance of the outstanding amount.

"In addition to repayment of the financial assistance, we hold a
participation interest right pursuant to which, we will receive
20% of the total amount received by Caspian Geo, which in no
event shall be less than 10% percent of the total amount
distributed to the holders of the Subsoil Use Contract, from the
sale of gold ore from the Deposit (the Participation Interest)
from January 11, 2016 until seven years from the date of
commencement of production following a commercial discovery at
the Deposit.  In the event we have not exercised our conversion
or exchange rights, following repayment in full of the
$2,195,000, Caspian Geo has the right until January 9, 2018 to
retire our Participation Interest in exchange for a lump sum
payment of $1,825,000.  At this time, we do not know how long it
will be before the Project begins generating income or we receive
any income from our Participation Interest.

"Our ability to continue as a going concern is dependent upon,
among other things, our ability to (i) successfully restructure
our financial obligations to EBRD and Investor, (ii) increase our
revenues and improve our operating results to a level that will
allow us to service our financial obligations, and/or (iii)
attract other significant sources of funding, and (iv) a return
to higher world oil prices.  Uncertainty as to the outcome of
each of these events raises substantial doubt about our ability
to continue as a going concern.

"We typically realize decreasing cash flows during our first
fiscal quarter and limited cash flow during our second fiscal
quarter as weather conditions in the north Caspian Sea dictate
when oil and gas exploration and development work can be
performed.  Usually, the work season commences in late March or
early April and continues until the Caspian Sea ices over in
November.  As a result, other than TatArka LLP, which can
continue to provide some onshore geophysical services between
November and March and the receipt of winter standby rates on
vessels, we generate very little revenue from November to March
each year.

"Net cash flow from operations for fiscal 2015 was positive,
mostly due to a decrease in trade accounts receivable of
$1,864,000.

"Net cash used in investing activities was mostly due to an
increase in short-term notes from related parties of $2,579,000
during the fiscal 2015."

A copy of the Form 10-K is available at http://is.gd/SE4NgM

Caspian Services, Inc. provides diversified oilfield services to
the oil and gas industry in the Republic of Kazakhstan and the
Caspian Sea region, including providing a fleet of marine
vessels, geophysical data acquisition services and a marine
supply and support base located in the port of Bautino, Atash
Village, Kazakhstan.  The Company is headquartered in Salt Lake
City.



=====================
N E T H E R L A N D S
=====================


V&D: Receivers in Talks with Potential Buyer
--------------------------------------------
DutchNews.nl reports that the official receivers dealing with the
bankruptcy of department store group V&D are in "advanced talks"
with a Dutch company about a restart.

According to DutchNews.nl, a memo to personnel leaked to TV
current affairs show Nieuwsuur indicates the talks are continuing
with just one interested party but states the finances have not
yet been finalized.  Nor is it clear if the owners of the 63 V&D
stores nationwide want to rent their properties to another
department store group, DutchNews.nl notes.

Dutch media said on Feb. 5 that Ronald Kahn, owner of retail
group Cool Cat, is the buyer, but he has dismissed the rumors as
rubbish, DutchNews.nl relays.



===========
N O R W A Y
===========


NORSKE SKOGINDUSTRIER: Hasn't Yet Meet Target for Debt Exchange
---------------------------------------------------------------
Sally Bakewell at Bloomberg News reports that Norske
Skogindustrier ASA, the company seeking support for a EUR326
million (US$364 million) debt exchange backed by Blackstone Group
LP, said it still hasn't met its target.

Norske Skog said in a statement more than 40% of the aggregate
principal amount of bonds due in 2016 have been tendered, along
with about 80% of notes due in 2017, Bloomberg relates.
According to Bloomberg, it needs at least 90% of the 2016 notes
and 75% of the 2017 bonds to be tendered for the exchange to
succeed.

The company agreed on the terms of the exchange with Blackstone's
GSO Capital Partners unit and Cyrus Capital Partners LP, which
together hold about 38% of the 2016 securities and 68% of those
due 2017, Bloomberg recounts.  The plan requires holders to swap
their notes for longer-term securities, Bloomberg discloses.

                       About Norske Skog

Norske Skogindustrier ASA or Norske Skog, which translates as
Norwegian Forest Industries, is a Norwegian pulp and paper
company based in Oslo, Norway and established in 1962.

As reported by the Troubled Company Reporter-Europe in mid-
November 2015, Moody's Investors Service downgraded Norske
Skogindustrier ASA's (Norske Skog) Corporate Family Rating
("CFR") to Caa3 from Caa2 and its Probability of Default Rating
(PDR) to Ca-PD from Caa2-PD.  Standard & Poor's Ratings Service
also downgraded the Company's long-term corporate credit rating
to CC from CCC.



===========
R U S S I A
===========


IJS BANK: Placed Under Provisional Administration
-------------------------------------------------
The Bank of Russia, by Order No. OD-328, dated February 3, 2016,
revoked the banking license of Moscow-based credit institution
International Joint-Stock Bank, CJSC from February 3, 2016.

The Bank of Russia took such an extreme measure -- revocation of
the banking license -- because of the credit institution's
failure to comply with federal banking laws and Bank of Russia
regulations.  The bank's capital adequacy ratios fell below 2%,
its equity capital dropped below the minimum amount of the
authorised capital established as of the date of state
registration of the credit institution and also the bank was
subject to repeated application of measures envisaged by the
Federal Law "On the Central Bank of the Russian Federation (Bank
of Russia)" over the past year.

IJS Bank CJSC violated banking laws and Bank of Russia
regulations while assessing credit risk.  As a result of the
credit institution's compliance with the supervisor's
requirements to make loan loss provisions adequate to risks
assumed, a full loss of its equity capital was revealed.

Due to the low quality of the bank's assets it was unfeasible to
apply financial resolution measures to IJS Bank CJSC with the
involvement of the state corporation Deposit Insurance Agency.
Under these circumstances, the Bank of Russia guided by Article
20 of the Federal Law "On Banks and Banking Activities" fulfilled
its duty and revoked the banking licence from the credit
institution.

In pursuance of Bank of Russia Order No. OD-329, dated
February 3, 2016, a provisional administration has been appointed
to IJS Bank CJSC for a term until the appointment of a receiver
in accordance with the Federal Law "On Insolvency (Bankruptcy)"
or a liquidator in accordance with Article 23.1 of the Federal
Law "On Banks and Banking Activities".  In compliance with
federal laws the powers of the credit institution's executive
bodies have been suspended.

IJS Bank CJSC is a participant in the deposit insurance system.
The revocation of the banking licence is recognised as an insured
event stipulated by Federal Law No. 177-FZ "On Insurance of
Household Deposits in Russian Banks" with regard to the bank's
obligations on household deposits identified in accordance with
the procedure established by law.  The said Federal Law provides
for the payment of indemnities to the bank's depositors,
including individual entrepreneurs, in the amount of 100% of the
balance of funds but no more than RUR1.4 million per one
depositor.

According to reporting data, as of January 1, 2016, IJS Bank CJSC
ranked 207th in the Russian banking system in terms of assets.


MECHEL OAO: Reaches Debt Restructuring Deals with Creditors
-----------------------------------------------------------
PRIME reports that Igor Zyuzin, chairman of Mechel OAO's board of
directors, on Feb. 4 told shareholders the company has reached
debt restructuring deals with all largest creditors.

"We have reached agreements on restructuring terms with our
largest creditors.  Under these agreements, the start of debt
redemption is postponed to 2017, and on the majority of debts the
start of redemption may be postponed until 2020 if the
shareholders approve deals with bank-creditors," PRIME quotes
Mr. Zyuzin as saying.

In accordance with the reached agreements, the banks will reduce
interest rates and write off fines, while a part of interest
payments will be capitalized, PRIME states.

Mr. Zyuzin, as cited by PRIME, said these measures will allow the
company to restore its financial solvency.

According to PRIME, Mechel said the total volume of debt that
will be restructured will amount to US$5.132 billion and it
includes only the company's major creditors.

Mechel's debt to Sberbank amounts to US$1.267 billion, while debt
to Gazprombank amounts to US$1.793 billion, debt to VTB Bank
stands at US$1.068 billion, and debt to a syndicate of
international banks is US$1.004 billion, PRIME discloses.

Mechel is a Russian steel and coal producer.


MILLENIUM BANK: Placed Under Provisional Administration
--------------------------------------------------------
The Bank of Russia, by its Order No. OD-376, dated February 5,
2016, revoked the banking licence of Moscow-based credit
institution Millenium Bank CJSC from February 5, 2016.

The Bank of Russia took such an extreme measure -- revocation of
the banking license -- because of the credit institution's
failure to comply with federal banking laws and Bank of Russia
regulations, equity (capital) adequacy ratios below 2 per cent,
decrease in bank capital below the minimum value of the
authorised capital established by the Bank of Russia as of the
date of the state registration of the credit institution,
inability to meet creditors' claims on monetary obligations, and
due to repeated application within a year of measures envisaged
by the Federal Law "On the Central Bank of the Russian Federation
(Bank of Russia)".

With its poor asset quality, Millenium Bank CJSC failed to
adequately assess the risks assumed.  Due credit risk assessment
as requested by the supervisory authority revealed that the bank
lost its equity (capital).  Besides, due to the loss of liquidity
the credit institution failed to meet its obligations to
creditors on a timely basis.

The management and owners of the credit institution did not take
effective measures to normalise its activities.  Under these
circumstances, the Bank of Russia performed its duty on the
revocation of the banking licence from the credit institution in
accordance with Article 20 of the Federal Law "On Banks and
Banking Activities".

The Bank of Russia, by its Order No. OD-377, dated February 5,
2016, appointed a provisional administration to Millenium Bank
CJSC for the period until the appointment of a receiver pursuant
to the Federal Law "On the Insolvency (Bankruptcy)" or a
liquidator under Article 23.1 of the Federal Law "On Banks and
Banking Activities".  In accordance with federal laws, the powers
of the credit institution's executive bodies are suspended.

Millenium Bank CJSC is a member of the deposit insurance system.
The revocation of the banking licence is an insured event
envisaged by Federal Law No. 177-FZ "On Insurance of Household
Deposits with Russian Banks" regarding the bank's liabilities on
deposits of households determined in accordance with the
legislation.  The said Federal Law stipulates the insurance
premium as one hundred per cent reimbursement of the entire
deposit to bank depositors, including individual entrepreneurs,
but not more than RUR1.4 million in aggregate per depositor.

According to the financial statements, as of January 1, 2016,
Millenium Bank CJSC ranked 282nd by assets in the Russian banking
system.


REGNUM BANK: Placed Under Provisional Administration
----------------------------------------------------
The Bank of Russia, by its Order No. OD-378, dated February 5,
2016, revoked the banking license of Moscow-based credit
institution REGNUM BANK (LLC) from February 5, 2016.

The Bank of Russia took such an extreme measure -- revocation of
the banking license -- due to the credit institution's failure to
comply with federal banking laws and Bank of Russia regulations,
revealed facts of considerable unreliability of the reporting
data and taking into account the repeated application within a
year of measures envisaged by the Federal Law "On the Central
Bank of the Russian Federation (Bank of Russia)".

The credit institution implemented high-risk lending policy
connected with the placement of funds into low-quality assets.
Adequate assessment of risks assumed and true reflection of the
bank's assets value lead to a total loss of its capital.  At the
same time, REGNUM BANK (LLC) did not comply with the supervisor's
requirements to create loss provisions adequate to the risks
assumed and to submit statements reflecting the bank's real
financial standing.  There existed grounds for the revocation of
the banking licence.  Also, the bank was involved in dubious
transit operations.

Both management and owners of the bank did not take any effective
measures to bring its activities back to normal.  Under these
circumstances, the Bank of Russia took a decision to revoke the
banking licence of REGNUM BANK (LLC).

The Bank of Russia, by its Order No. OD-379, dated February 5,
2016, appointed a provisional administration to REGNUM BANK (LLC)
for the period until the appointment of a receiver pursuant to
the Federal Law "On the Insolvency (Bankruptcy)" or a liquidator
under Article 23.1 of the Federal Law "On Banks and Banking
Activities".  In accordance with federal laws, the powers of the
credit institution's executive bodies are suspended.

REGNUM BANK (LLC) is a member of the deposit insurance system.
The revocation of the banking licence is an insured event as
stipulated by Federal Law No. 177-FZ "On the Insurance of
Household Deposits with Russian Banks" in respect of the bank's
retail deposit obligations, as defined by legislation.  The said
Federal Law provides for the payment of indemnities to the bank's
depositors, including individual entrepreneurs, in the amount of
100% of the balance of funds but not more than RUR1.4 million
per depositor.

According to reporting data, as of January 1, 2016, REGNUM BANK
(LLC) ranked 586th in the Russian banking system in terms of
assets.


YAROSLAVL MENDELEEV: File for Bankruptcy
----------------------------------------
RosBusinessConsulting reports that the Yaroslavl Mendeleev
Refinery has filed for bankruptcy in the Yaroslavl Region
Arbitration Court, according to the court's register of
arbitration cases.

The petition was registered on Feb. 3, ROS discloses.

In late 2015, the court threw out Credit Bank of Moscow's
bankruptcy lawsuit against the refinery over an overdue debt of
RUR300,000 (approximately USD3,924), ROS relates.

In late January 2016, the Yaroslavl Region government and the
refinery signed a road map on preserving the refinery that
suspended operations in the fall of 2015 due to absence of crude
oil, ROS recounts.

Yaroslavl Mendeleev Refinery is Russia's oldest oil refinery.



=========
S P A I N
=========


BBVA LEASING 1: Fitch Affirms 'Csf' Rating on Cl. C Notes
---------------------------------------------------------
Fitch Ratings has upgraded BBVA Leasing 1, FTA's class A2 notes
and affirmed these others:

  EUR33.6 mil. Class A2 notes upgraded to 'A-sf' from 'BBBsf';
   Outlook Stable

  EUR82.5 mil. Class B notes affirmed at 'CCsf'; Recovery
   Estimate revised to 70% from 60%

  EUR61.3 mil. Class C notes affirmed at 'Csf'; Recovery Estimate
   0%

BBVA Leasing 1 FTA is a securitisation of a pool of leasing
contracts originated by Banco Bilbao Vizcaya Argentaria S.A.
(BBVA; A-/Stable/F2) extended to non-financial small- and medium-
enterprises domiciled in Spain.  BBVA (A-/Stable/F2) is also the
servicer, account bank and swap provider for the transaction.

KEY RATING DRIVERS

The upgrade of the class A2 notes is driven by the build-up of
credit enhancement provided by over-collateralisation to 70% as
of November 2015 from 46% during the previous 12 months due to
the amortization of the notes.  The notes are capped at 'A-sf'
due to the exposure to BBVA, which holds the servicer and account
bank roles with no structural mitigants in place.

The affirmation of the class B and class C notes at 'CCsf' and
'Csf', respectively, is driven by an outstanding principal
deficiency ledger (PDL) of EUR63.2 million.  With limited excess
spread, coupled with slow incoming recoveries, it is unlikely
that PDL will be significantly reduced in the near term.
Therefore, the repayment of the class B notes is mainly dependent
on future recoveries while the default of the class C notes is
considered inevitable.

Transaction performance has improved during the past year.
Leases in arrears in excess of 30 days decreased to 3.9% as of
December 2015 from 5.7% over the previous year and cumulative
defaults have remained stable at around 4.8% of the beginning
balance plus purchased leases.  However, the transaction is
exposed to high obligor concentration levels due to the low
portfolio factor 4.5%. As of the latest reporting date, the
largest 10 borrowers accounted for 8% of the outstanding
collateral balance, compared with only 2% at closing in 2007.
Fitch considers the class A2 notes' rating to be sufficiently
robust to support the risk from significant obligor
concentration.

RATING SENSITIVITIES

The ratings are fairly robust.  The class A2 notes' rating is
mainly driven by the rating cap and increases of the loss rate
over the base cases are not expected to have a rating impact.

Expected impact upon the note ratings of increased defaults
(class A2/B/C):

  Current Rating: 'A-sf'/'CCsf'/'Csf'
  Increase expected case defaults by 25%: 'A-sf'/'CCsf'/'Csf'
  Expected impact upon the note ratings of reduced recoveries
   (class A2/ B/C):
  Current Rating: 'A-sf'/'CCsf'/'Csf'
  Reduce expected case recoveries by 25%: 'A-sf'/'CCsf'/'Csf'
  Expected impact upon the note ratings of increased defaults and
   reduced recoveries (class A2/ B/C):
  Current Rating: 'A-sf'/'CCsf'/'Csf'
  Increase expected case defaults by 25%; reduce expected case
   recoveries by 25%: 'A-sf'/'CCsf'/'Csf'

DUE DILIGENCE USAGE

No third party due diligence was provided or reviewed in relation
to this rating action.

DATA ADEQUACY

Fitch has checked the consistency and plausibility of the
information it has received about the performance of the asset
pool and the transaction.  There were no findings that were
material to this analysis.  Fitch has not reviewed the results of
any third party assessment of the asset portfolio information or
conducted a review of origination files as part of its ongoing
monitoring.

Fitch did not undertake a review of the information provided
about the underlying asset pool ahead of the transaction's
initial closing.  The subsequent performance of the transaction
over the years is consistent with the agency's expectations given
the operating environment and Fitch is therefore satisfied that
the asset pool information relied upon for its initial rating
analysis was adequately reliable.

Overall, Fitch's assessment of the information relied upon for
the agency's rating analysis according to its applicable rating
methodologies indicates that it is adequately reliable.



=============
U K R A I N E
=============


CENTRENERGO: May Go Bankrupt Over Debts, Herus Says
---------------------------------------------------
Interfax-Ukraine reports that Centrenergo is moving to
bankruptcy, not privatization.

According to Interfax-Ukraine, Andriy Herus, a former member of
the National Commission for Energy, Housing and Utilities
Services Regulation of Ukraine, said at a press conference in
Kyiv on Feb. 4 "Everything is going in the way that the company
would not be put up for the privatization, and it is likely that
the company will become bankrupt over the debts that are being
accumulated and bought by some groups . . . There are
quantitative indicators using which one can clearly judge what
was happening with the company in the past two years: if we take
a look at the financial performance — net profit in 2013 was
UAH487 million, and in January-September 2015 net loss is UAH82
million.  This is on the regulated market."

Mr. Herus, as cited by Interfax-Ukraine, said that the value of
Centrenergo could be judged by share quotations.  The company's
shares are listed on the Ukrainian Exchange, Interfax-Ukraine
relates.

"In summer 2014, the company's capitalization was almost
UAH3 billion or US$270 million, and today the company's
capitalization fell from $270 million to $60 million," Mr. Herus,
as cited by Interfax-Ukraine, said.

He said that Energy and Coal Industry Minister of Ukraine
Volodymyr Demchyshyn did not execute the decision of the
government to transfer shares in Centrenergo to the State
Property Fund of Ukraine, Interfax-Ukraine relays.

Centrenergo is a public joint-stock company.



===========================
U N I T E D   K I N G D O M
===========================


LINCOLN FINANCE: Moody's Assigns B1 Rating to Sr. Secured Notes
---------------------------------------------------------------
Moody's Investors Service assigned a long-term debt rating of B1
to the Senior Secured Notes to be issued by Lincoln Finance
Limited (Lincoln) in connection with the acquisition of
LeasePlan. The outlook assigned to the rating is stable.

Concurrently, Moody's has downgraded LeasePlan Corporation N.V.'s
(LeasePlan) and its supported entities' long-term senior
unsecured debt and deposit ratings to Baa1 from A3. The outlooks
on these ratings are stable. Moody's has also downgraded
LeasePlan's Baseline Credit Assessment (BCA) to baa3 from baa2.
The bank's short-term senior unsecured debt and deposit ratings
were affirmed at Prime-2. In addition, Moody's has downgraded
LeasePlan's long-term and short-term Counterparty Risk
Assessments to A3(cr)/Prime-2(cr) from A2(cr)/Prime-1(cr).

These actions conclude the review for downgrade initiated on
LeasePlan's ratings on 28 July 2015, following the bank's
announcement on the 23rd of July of a change of ownership. On 1
February 2016, LeasePlan announced that the European Central Bank
(ECB) approved the transaction under which its 100% shareholder
Global Mobility Holding B.V. (GMH; unrated) sold its shares to a
consortium of investors. GMH is a joint venture between
Volkswagen Aktiengesellschaft (VW; A3 negative) and Fleet
Investment BV (unrated). The consortium of buyers is composed of
pension funds, sovereign wealth funds and private equity funds.

RATINGS RATIONALE

-- LINCOLN FINANCE LIMITED

Moody's has assigned a B1 rating to the EUR1.55 billion Senior
Secured Notes issued by Lincoln. This debt will be used to
finance part the 100% acquisition of LeasePlan's shares, the
remainder being financed through equity. The total proceeds of
the transaction will be approximately EUR3.9 billion, which
essentially comprise the acquisition purchase price of EUR3.5
billion, an interest reserve account of 2.5 years of interest on
the Senior Secured Notes and transaction expenses of EUR100
million. 61% of the transaction financing will be funded through
equity, which includes the proceeds of a EUR480 million mandatory
convertible instrument issued by an affiliate.

The B1 rating of the Senior Secured Notes is a function of (1)
the baa3 BCA of LeasePlan, which is Lincoln's principal
investment; (2) the deeply subordinated position of the
instrument and high expected loss-given-failure; and (3) the fact
that LeasePlan is a regulated bank and may at times be
constrained in its ability to pay dividends, a credit negative
for Lincoln's creditors, which will be reliant on such dividend
payments for the servicing of their debt. The B1 rating is
positioned four notches below LeasePlan's baa3 BCA. This outcome
compares to a non-viability security rating for LeasePlan, which
would typically be positioned three notches below the bank's BCA,
at Ba3. The additional notch is a reflection of the structural
subordination of the Senior Secured Notes and the significant
double leverage incurred at Lincoln's level which result in
additional default risk.

-- LEASEPLAN

The downgrade of LeasePlan's BCA to baa3 reflects the leveraged
nature of the proposed acquisition, which suggests a more
aggressive financial policy given the need to service the EUR1.55
billion cash-pay acquisition debt and optimise the return on
invested equity. Moody's believes that earnings retention and
capital accretion may be constrained going forward, as the new
owners will have little incentive to leave significant buffers
above the minimum regulatory capital ratios, hence reducing
financial flexibility in case of unexpected shocks. In addition,
although the new owners are expected to preserve the strategic
and operating independence of LeasePlan, Lincoln's debt burden
may in time lead to changes in the company's direction and risk
profile. These constraints and uncertainties have led the rating
agency to downgrade the bank's BCA to baa3 from baa2.

Nonetheless, LeasePlan's credit profile continues to benefit from
its status as a regulated credit institution which is subject to
capital and liquidity requirements. This supervision could
mitigate the risk of an overly aggressive financial policy and
creates a relatively strong "ring-fence" for LeasePlan's credit
profile. As a result, Moody's believes that LeasePlan's solvency
and liquidity will remain satisfactory against the risks
undertaken in the auto leasing business. The planned dividend
payout ratio of 60% going forward, although above historical
average, should allow LeasePlan's CET1 ratio to stay relatively
elevated. The bank's CET1 ratio was 17.2% as of end-September
2015. In addition, LeasePlan's funding and liquidity profile will
not be significantly altered. The bank will notably replace the
EUR1.25 billion VW liquidity facility by a bank line of similar
amount and characteristics.

The downgrade of LeasePlan's long-term deposit and senior
unsecured debt ratings to Baa1 reflects (1) the downgrade of the
bank's BCA to baa3; and (2) two notches of uplift under Moody's
Advanced Loss Given Failure (LGF) analysis, reflecting the very
low loss rate that senior debt holders and depositors are likely
to experience in resolution given the material volume of senior
unsecured debt issued by the bank. Moody's expects only a low
probability of government support for LeasePlan's senior debt
holders and depositors, resulting in no uplift for the senior
debt and deposit ratings.

OUTLOOKS

LeasePlan's long-term debt and deposit ratings and the rating of
the Senior Secured Notes all carry stable outlooks.

WHAT COULD CHANGE THE RATING UP/DOWN

The rating of the Senior Secured Notes may be downgraded if the
interest coverage of the notes by dividends and cash reserves
(through the interest reserve account) diminishes due to (1) a
deterioration of LeasePlan's net results and/or (2) a diminution
of LeasePlan's capacity to upstream dividends due to tighter
regulatory constraints. Moody's does not envisage an upgrade of
the notes in the foreseeable future, viewing the capacity of the
shareholders to upstream cash out of the restricted group and to
incur additional indebtedness at Lincoln's level under certain
covenants.

LeasePlan's BCA and long-term ratings may be downgraded if the
shareholders implement a materially more aggressive financial
policy at the bank. In addition, the BCA could be downgraded as a
result of (1) the failure of risk mitigation techniques,
recurring earnings or capital resources to adequately address
higher residual value risk; (2) evidence of deterioration of the
bank's liquidity and funding profile, resulting from an increased
reliance on wholesale funding or worse-than-expected liquidity
gaps; (3) a structural deterioration in profitability or the
diversity of income streams. A downgrade of LeasePlan's BCA would
typically result in a downgrade of the bank's long-term ratings.
These ratings could also be downgraded if there was a significant
and sustainable decrease in debt loss-absorption capacity
resulting in higher loss-given-failure for one or more instrument
class.

An upgrade of LeasePlan's BCA is unlikely at present, viewing
that the new acquirers are financial sponsors which are expected
to limit equity retention at the bank.

LIST OF AFFECTED RATINGS, BASELINE CREDIT ASSESSMENTS AND
COUNTERPARTY RISK ASSESSMENTS

The following rating has been assigned:

-- Lincoln Finance Limited's senior secured debt rating of B1,
    stable outlook.

The following ratings, Baseline Credit Assessments (BCAs) and
Counterparty Risk Assessments have been downgraded:

-- LeasePlan Corporation N.V.'s BCA and adjusted BCA to baa3
    from baa2

-- LeasePlan Corporation N.V.'s long-term debt, issuer and
    deposit ratings to Baa1 stable from A3 Ratings under Review

-- LeasePlan Corporation N.V.'s senior unsecured MTN ratings to
    (P)Baa1 from (P)A3

-- LeasePlan Corporation N.V.'s long-term and short-term
    counterparty risk assessments to A3(cr)/Prime-2(cr) from
    A2(cr)/Prime-1(cr)

-- LeasePlan Australia Limited's backed senior unsecured rating
    to Baa1 stable from A3 Ratings under Review

-- LeasePlan Australia Limited's backed senior unsecured MTN
    rating to (P)Baa1 from (P)A3

-- LeasePlan Finance N.V. (Dublin Branch)'s backed senior
    unsecured rating to Baa1 stable from A3 Ratings under Review

-- LeasePlan Finance N.V. (Dublin Branch)'s backed senior
    unsecured MTN rating to (P)Baa1 from (P)A3

-- LeasePlan Finance N.V. (Dublin Branch)'s long-term and short-
    term counterparty risk assessments to A3(cr)/Prime-2(cr) from
    A2(cr)/Prime-1(cr)

The following ratings have been affirmed:

-- LeasePlan Corporation N.V.'s short-term debt and deposit
    ratings of Prime-2

-- LeasePlan Corporation N.V.'s other short term ratings of
    (P)Prime-2

-- LeasePlan Australia Limited's backed short-term Commercial
    Paper rating of Prime-2

-- LeasePlan Australia Limited's backed other short term ratings
    of (P)Prime-2

-- LeasePlan Finance N.V. (Dublin Branch)'s backed short-term
    Commercial Paper rating of Prime-2

-- LeasePlan Finance N.V. (Dublin Branch)'s backed other short
    term ratings of (P)Prime-2



===============
X X X X X X X X
===============


* BOND PRICING: For the Week February 1, 2016 to February 5, 2016
-----------------------------------------------------------------

Issuer             Coupon    Maturity  Currency  Price
------             ------    --------  --------  -----
Petrobras Global     6.25    3/17/2024    USD   73.05
Abengoa SA           8.50    3/31/2016    EUR   17.00
Repsol Internatio    4.50    3/25/2075    EUR   70.10
Petrobras Global     5.38    1/27/2021    USD   74.85
Vallourec SA         2.25    9/30/2024    EUR   61.93
Vedanta Resources    6.00    1/31/2019    USD   58.88
Glencore Finance     1.25    3/17/2021    EUR   74.32
Casino Guichard P    1.86                 EUR   44.66
Petrobras Global     6.85     6/5/2115    USD   64.45
Banco Espirito Sa    2.63     5/8/2017    EUR   29.00
Vedanta Resources    9.50    7/18/2018    USD   69.63
Petrobras Global     4.38    5/20/2023    USD   66.40
Repsol Internatio    3.88                 EUR   74.88
Banco Espirito Sa    4.00    1/21/2019    EUR   29.00
Scholz Holding Gm    8.50     3/8/2017    EUR    4.17
Grupo Isolux Cors    6.63    4/15/2021    EUR   28.08
Eramet               4.50    11/6/2020    EUR   63.64
Portugal Telecom     4.63     5/8/2020    EUR   52.99
Heta Asset Resolu    4.38    1/24/2017    EUR   71.03
Vedanta Resources    8.25     6/7/2021    USD   55.38
Rickmers Holding     8.88    6/11/2018    EUR   63.27
German Pellets Gm    7.25   11/27/2019    EUR    9.20
Rallye SA            4.00     4/2/2021    EUR   63.29
Glencore Finance     1.75    3/17/2025    EUR   69.15
Abengoa Finance S    8.88     2/5/2018    EUR   16.13
CGG SA               5.88    5/15/2020    EUR   46.59
German Pellets Gm    7.25     4/1/2016    EUR    7.53
Anglo American Ca    3.25     4/3/2023    EUR   66.24
Deutsche Bank AG     7.13                 GBP   72.37
Fiat Chrysler Aut    7.88   12/15/2016    USD   61.79
Portugal Telecom     4.38    3/24/2017    EUR   73.52
Oi Brasil Holding    5.75    2/10/2022    USD   46.50
Ajecorp BV           6.50    5/14/2022    USD   32.85
Delta Lloyd NV       4.38                 EUR   69.92
CSN Resources SA     6.50    7/21/2020    USD   39.25
Glencore Finance     1.63    1/18/2022    EUR   73.24
Ensco PLC            4.70    3/15/2021    USD   67.75
Petrobras Global     6.75    1/27/2041    USD   63.60
Portugal Telecom     5.88    4/17/2018    EUR   58.29
Rallye SA            4.25    3/11/2019    EUR   71.29
Banco Espirito Sa    4.75    1/15/2018    EUR   29.00
Banca Popolare di    9.50    9/29/2025    EUR   69.53
Petrobras Global     3.25     4/1/2019    EUR   74.31
Anglo American Ca    2.50    4/29/2021    EUR   65.24
Oi Brasil Holding    5.63    6/22/2021    EUR   50.72
Genel Energy Fina    7.50    5/14/2019    USD   55.67
Gol LuxCo SA         8.88    1/24/2022    USD   32.13
Portugal Telecom     5.00    11/4/2019    EUR   57.04
Abengoa Finance S    6.00    3/31/2021    EUR   12.50
Petroleum Geo-Ser    7.38   12/15/2018    USD   65.38
Bank of New York     4.40   12/15/2050    EUR   37.67
Vedanta Resources    7.13    5/31/2023    USD   52.25
Premier Oil PLC      5.00   12/11/2020    GBP   55.72
Veneto Banca SpA/    9.50    12/1/2025    EUR   69.55
German Pellets Gm    7.25     7/9/2018    EUR    8.75
Anglo American Ca    2.88   11/20/2020    EUR   66.73
Banca Monte dei P    2.49    5/15/2018    EUR   66.75
Anglo American Ca    1.50     4/1/2020    EUR   66.55
RWE AG               3.50    4/21/2075    EUR   72.30
Abengoa Finance S    7.00    4/15/2020    EUR   14.00
Obrascon Huarte L    4.75    3/15/2022    EUR   71.58
Bank of New York     4.11   12/30/2099    EUR   10.19
DNO ASA              8.75    6/18/2020    USD   60.65
Petrobras Global     4.25    10/2/2023    EUR   65.63
Ovako AB             6.50     6/1/2019    EUR   62.79
Anglo American Ca    5.75   11/27/2018    AUD   74.05
Abengoa Greenfiel    5.50    10/1/2019    EUR   13.01
Petrobras Global     5.63    5/20/2043    USD   59.82
Intelsat Luxembou    7.75     6/1/2021    USD   39.00
Norske Skogindust    7.00    6/26/2017    EUR   22.00
Heta Asset Resolu    4.25   10/31/2016    EUR   71.03
Tullow Oil PLC       6.00    11/1/2020    USD   63.25
Petrobras Global     6.88    1/20/2040    USD   64.00
Petrobras Global     3.75    1/14/2021    EUR   68.13
Petrobras Global     4.75    1/14/2025    EUR   65.64
ArcelorMittal        7.75     3/1/2041    USD   73.88
CGG SA               6.50     6/1/2021    USD   37.50
Vneshprombank Ltd    9.00   11/14/2016    USD   13.00
Offshore Drilling    8.38    9/20/2020    USD   61.00
Petrobras Global     2.76    1/15/2019    USD   73.76
Anglo American Ca    3.50    3/28/2022    EUR   65.97
EnQuest PLC          7.00    4/15/2022    USD   25.00
QGOG Constellatio    6.25    11/9/2019    USD   37.63
CHC Helicopter SA    9.25   10/15/2020    USD   42.11
VistaJet Malta Fi    7.75     6/1/2020    USD   48.00
Far East Capital     8.00     5/2/2018    USD   57.75
Aegon NV             0.86                 EUR   57.61
Petrobras Global     7.25    3/17/2044    USD   65.97
Stena AB             7.00     2/1/2024    USD   76.00
Banca Popolare di    3.02   12/20/2017    EUR   66.09
Rallye SA            1.00    10/2/2020    EUR   71.63
Heta Asset Resolu    2.75    5/31/2016    CHF   70.00
Nordea Bank AB       1.05                 EUR   56.18
Pacific Drilling     5.38     6/1/2020    USD   23.50
Metinvest BV         8.75    2/14/2018    USD   43.36
Ensco PLC            4.50    10/1/2024    USD   58.08
Petrobras Global     5.88     3/7/2022    EUR   71.72
Ensco PLC            5.20    3/15/2025    USD   58.23
Bluewater Holding   10.00   12/10/2019    USD   46.75
Metinvest BV        10.25    1/31/2016    USD   40.99
Indo Energy Finan    6.38    1/24/2023    USD   37.51
CaixaBank SA         4.50   11/22/2016    EUR   54.63
Anglo American Ca    4.13    4/15/2021    USD   63.00
AXA SA               1.29                 EUR   60.24
Johnston Press Bo    8.63     6/1/2019    GBP   70.63
EnQuest PLC          5.50    2/15/2022    GBP   34.02
Ekosem-Agrar GmbH    8.50    12/7/2018    EUR   61.00
Abengoa Finance S    8.88    11/1/2017    USD   15.00
CGG SA               6.88    1/15/2022    USD   37.00
Brunswick Rail Fi    6.50    11/1/2017    USD   44.81
Banque Federative    1.00                 EUR   50.96
Petrobras Global     6.25   12/14/2026    GBP   62.89
Waste Italia SpA    10.50   11/15/2019    EUR   29.69
Anglo American Ca    4.88    5/14/2025    USD   58.56
Portugal Telecom     4.50    6/16/2025    EUR   49.70
UKRLANDFARMING PL   10.88    3/26/2018    USD   39.00
Banco Espirito Sa    6.88    7/15/2016    EUR   28.75
BIBBY Offshore Se    7.50    6/15/2021    GBP   61.50
OAS Investments G    8.25   10/19/2019    USD    2.05
BNP Paribas Forti    1.87                 EUR   68.85
AXA SA               0.92                 EUR   59.68
Paragon Offshore     6.75    7/15/2022    USD   12.88
Avanti Communicat   10.00    10/1/2019    USD   72.50
Tullow Oil PLC       6.25    4/15/2022    USD   64.00
Ensco PLC            5.75    10/1/2044    USD   53.53
Credit Agricole S    0.68                 EUR   50.71
CIMPOR Financial     5.75    7/17/2024    USD   61.49
IMMOFINANZ AG        4.25     3/8/2018    EUR    4.36
ING Groep NV         1.27                 EUR   55.71
Norske Skogindust   11.75    6/15/2016    EUR   70.50
Petrobras Global     6.63    1/16/2034    GBP   60.45
CGG SA               1.75     1/1/2020    EUR    4.95
First Bank of Nig    8.00    7/23/2021    USD   79.50
Anglo American Ca    4.13    9/27/2022    USD   59.84
Accudyne Industri    7.75   12/15/2020    USD   70.75
Yuksel Insaat AS     9.50   11/10/2015    USD   53.00
Financiere Quick     7.36   10/15/2019    EUR   73.74
Anglo American Ca    4.45    9/27/2020    USD   63.26
Intelsat Luxembou    8.13     6/1/2023    USD   40.25
Intelsat Jackson     6.63   12/15/2022    USD   63.75
Andrade Gutierrez    4.00    4/30/2018    USD   63.73
Hema Bondco I BV     6.25    6/15/2019    EUR   71.63
Anglo American Ca    3.63    5/14/2020    USD   63.54
Petroleum Geo-Ser    7.38   12/15/2018    USD   69.50
Credit Logement S    1.02                 EUR   74.43
ING Groep NV         0.87                 EUR   53.90
Capital Raising G    7.50                 EUR   19.32
PagesJaunes Finan    8.88     6/1/2018    EUR   64.39
Banque Federative    0.83                 EUR   51.31
AXA SA               1.05                 EUR   63.67
Algeco Scotsman G   10.75   10/15/2019    USD   34.00
Anglo American Ca    4.88    5/14/2025    USD   61.00
Intelsat Luxembou    6.75     6/1/2018    USD   71.00
Mriya Agro Holdin    9.45    4/19/2018    USD    8.25
CNP Assurances       1.03                 EUR   53.24
Abengoa SA           6.25    1/17/2019    EUR    8.50
Immigon Portfolio   10.00                 EUR    3.31
Hybrid Raising Gm    6.63                 EUR   19.52
Aldesa Financial     7.25     4/1/2021    EUR   70.83
Ekosem-Agrar GmbH    8.75    3/23/2017    EUR   66.00
Outokumpu OYJ        3.25    2/26/2020    EUR   74.37
HSH Nordbank AG/L    2.31                 EUR   17.34
Etablissements Ma    1.63     7/1/2019    EUR    9.64
BIM SAS              2.50   11/13/2020    EUR   25.05
Santander Interna    2.00                 USD   38.88
Globe Luxembourg     9.63     5/1/2018    USD   66.94
Air France-KLM       2.03    2/15/2023    EUR   10.92
Petrobras Global     5.38    10/1/2029    GBP   57.32
Privatbank CJSC V   10.25    1/23/2018    USD   69.02
Helios Towers Fin    8.38    7/15/2019    USD   73.56
Rothschilds Conti    1.00                 EUR   45.97
SGL Carbon SE        3.50    9/30/2020    EUR   69.62
First Ukrainian I   11.00   12/31/2018    USD   72.96
OGX Austria GmbH     8.50     6/1/2018    USD    0.00
Indo Energy Finan    7.00     5/7/2018    USD   59.67
Danske Bank Oyj      1.15                 EUR   53.58
Norske Skog AS      11.75   12/15/2019    EUR   61.33
Caixa Terrassa So    1.18                 EUR   46.75
TiZir Ltd            9.00    9/28/2017    USD   70.00
Anglo American Ca    4.13    4/15/2021    USD   63.00
Anglo American Ca    3.63    5/14/2020    USD   66.00
Ferrexpo Finance    10.38     4/7/2019    USD   56.64
HSH Nordbank AG      7.25                 USD   22.02
CHC Helicopter SA    9.38     6/1/2021    USD   14.90
Banca Monte dei P    0.86    1/15/2018    EUR   74.44
Petrobras Global     3.41    3/17/2020    USD   69.25
Neopost SA           3.38                 EUR   42.30
Prosafe SE           4.18     9/9/2019    NOK   59.00
DTEK Finance PLC     7.88     4/4/2018    USD   40.75
Takko Luxembourg     9.88    4/15/2019    EUR   53.34
Paragon Offshore     7.25    8/15/2024    USD   12.88
Transcapitalbank    10.00    9/18/2020    USD   60.00
Banca Carige SpA     8.34                 EUR   66.88
Ageasfinlux SA       1.18                 EUR   58.30
Abengoa Finance S    7.75     2/1/2020    USD   14.25
Eroski S Coop        3.02                 EUR   43.63
Afren PLC           11.50     2/1/2016    USD    0.31
Iona Energy Co UK   12.50    9/27/2018    USD    3.38
Credit Mutuel Ark    1.11                 EUR   47.63
Far East Capital     8.75     5/2/2020    USD   55.47
Matalan Finance P    8.88     6/1/2020    GBP   70.41
Econocom Group SA    1.50    1/15/2019    EUR   11.58
AXA SA               1.83                 USD   74.94
Aegon NV             4.26                 NLG   74.00
Fred Olsen Energy    4.16    2/28/2019    NOK   40.38
Phones4u Finance     9.50     4/1/2018    GBP   39.63
Alcatel-Lucent SA    0.13    1/30/2020    EUR    3.98
Afren PLC            6.63    12/9/2020    USD    1.50
Tullow Oil PLC       6.00    11/1/2020    USD   63.75
Hema Bondco II BV    8.50   12/15/2019    EUR   40.61
Virgolino de Oliv   10.50    1/28/2018    USD    3.00
Santander Finance    1.05                 EUR   56.74
KCA Deutag UK Fin    7.25    5/15/2021    USD   60.44
Alcatel-Lucent SA    4.25     7/1/2018    EUR    4.00
Cofinoga Funding     2.27                 EUR   68.00
Neue ZWL Zahnradw    7.50    2/17/2021    EUR   65.75
Singulus Technolo    7.75    3/23/2017    EUR   18.13
Anglo American Ca    4.45    9/27/2020    USD   66.00
Prosafe SE           4.92    1/17/2020    NOK   58.50
Barclays Bank PLC    0.26   12/28/2040    EUR   62.02
Novo Banco SA        3.00    6/21/2022    USD   64.88
Stena AB             7.00     2/1/2024    USD   76.25
Praktiker AG         5.88    2/10/2016    EUR    0.07
Asya Sukuk Co Ltd    7.50    3/28/2023    USD   72.25
HSBC Bank PLC        0.81                 USD   55.53
Nyrstar NV           4.25    9/25/2018    EUR   74.01
Assystem             4.50                 EUR   28.08
Norske Skog Holdi    8.00    2/24/2021    EUR   26.38
Banco Espirito Sa    6.90    6/28/2024    EUR   29.25
IGas Energy PLC     10.00    3/22/2018    USD   67.34
Beate Uhse AG        7.75     7/9/2019    EUR   20.13
Vedanta Resources    6.00    1/31/2019    USD   59.50
Aegon NV             1.51                 NLG   49.51
Tesco PLC            4.88    3/24/2042    GBP   72.99
Meyer Burger Tech    4.00    9/24/2020    CHF   73.38
HSBC Bank PLC        1.13                 USD   58.12
SOITEC               6.75    9/18/2018    EUR    1.53
Jyske Bank A/S       1.16                 EUR   52.75
Orpea                1.75     1/1/2020    EUR   73.12
WPE International   10.38    9/30/2020    USD   10.75
BPCE SA              0.91                 EUR   58.13
Novo Banco SA        3.50     1/2/2043    EUR   57.50
Scandinavian Airl    0.63                 CHF   27.38
Abengoa Greenfiel    6.50    10/1/2019    USD   13.00
NTRP Via Interpip   10.25     8/2/2017    USD   29.00
DTEK Finance PLC    10.38    3/28/2018    USD   40.00
Metinvest BV        10.50   11/28/2017    USD   40.63
Anglo American Ca    4.13    9/27/2022    USD   57.00
Espirito Santo Fi    6.88   10/21/2019    EUR    0.02
EnQuest PLC          7.00    4/15/2022    USD   23.75
Barclays Bank PLC    1.56                 GBP   67.50
Hema Bondco I BV     5.25    6/15/2019    EUR   69.52
Codere Finance Lu    8.25    6/15/2015    EUR   70.75
Novo Banco SA        5.00    3/15/2022    EUR   72.63
Alno AG              8.50    5/14/2018    EUR   69.50
Banco Espirito Sa    2.52                 EUR    0.83
Banca Carige SpA     1.87   12/29/2018    EUR   54.00
Rothschilds Conti    0.81                 USD   47.97
Aegon NV             5.19                 NLG   62.72
Etablissements Ma    2.75     7/1/2021    EUR    6.37
Tesco PLC            5.20     3/5/2057    GBP   74.97
Sydbank A/S          1.05                 EUR   53.03
Abengoa Finance S    8.88    11/1/2017    USD   14.88
Talvivaara Mining    4.00   12/16/2015    EUR    1.30
CGG SA               1.25     1/1/2019    EUR   22.59
Prosafe SE           4.13   10/22/2018    NOK   68.84
CEVA Group PLC       9.00     9/1/2021    USD   72.50
Gol LuxCo SA         8.88    1/24/2022    USD   31.28
Tonon Luxembourg    10.50    5/14/2024    USD   50.00
Banco Espanol de     0.99                 EUR   55.44
Tullow Oil PLC       6.25    4/15/2022    USD   63.25
ATF Capital BV      10.00                 USD   60.50
Ausy                 3.25     1/1/2021    EUR   50.02
OSX 3 Leasing BV    13.00    3/20/2015    USD   25.00
Vedanta Resources    7.13    5/31/2023    USD   52.63
BNP Paribas SA       1.15                 EUR   65.00
Pierre & Vacances    3.50    10/1/2019    EUR   36.09
Union Fenosa Pref    1.52                 EUR   65.25
Banca delle March    0.84     6/1/2017    EUR    1.08
Abengoa Greenfiel    6.50    10/1/2019    USD   13.00
HSBC Bank PLC        0.98                 USD   58.02
Tonon Luxembourg     7.25    1/24/2020    USD    9.38
Caisse Federale d    1.10                 EUR   49.89
NIBC Bank NV         0.67                 EUR   48.13
Vedanta Resources    8.25     6/7/2021    USD   53.00
Noreco Norway AS     6.50     3/6/2018    NOK   73.25
Abengoa Finance S    7.75     2/1/2020    USD   14.25
Privatbank CJSC V   11.00     2/9/2021    USD   60.75
World Wide Supply    7.75    5/26/2017    USD   27.00
Havila Shipping A    9.66    8/30/2016    NOK   30.88
Koninklijke Lucht    0.75                 CHF   36.41
Lambay Capital Se    6.25                 GBP    1.54
Farstad Shipping     5.36    2/15/2017    NOK   50.88
OGX Austria GmbH     8.38     4/1/2022    USD    0.00
GNB - Cia de Segu    2.07   12/19/2022    EUR   50.00
Barclays Bank PLC    1.13                 USD   56.83
Bank Nadra via ND    8.25    7/31/2018    USD    2.68
Vedanta Resources    9.50    7/18/2018    USD   59.05
Aralco Finance SA   10.13     5/7/2020    USD    2.50
German Pellets Gm    8.00                 EUR    6.00
Novo Banco SA        5.00    2/24/2022    EUR   72.78
MS Deutschland Be    6.88   12/18/2017    EUR    7.70
BNP Paribas SA       0.61                 USD   57.83
Candyking Holding    5.00    1/29/2018    SEK   41.00
Rudolf Woehrl AG     6.50    2/12/2018    EUR   71.00
Privatbank CJSC V   10.88    2/28/2018    USD   64.95
ESFIL-Espirito Sa    5.25    6/12/2015    EUR    1.22
Afren PLC           10.25     4/8/2019    USD    0.25
Abengoa SA           4.50     2/3/2017    EUR    9.63
Pacific Drilling     5.38     6/1/2020    USD   24.00
Abengoa SA           5.13     3/5/2017    USD   16.25
Viking Supply Shi    9.42    3/21/2017    NOK   35.00
Island Offshore S    6.38     4/5/2016    NOK   68.37
Rena GmbH            8.25    7/11/2018    EUR    8.63
Banco Bilbao Vizc    1.19                 EUR   70.88
Nexity SA            0.63     1/1/2020    EUR   50.01
Rallye SA            3.40    1/31/2022    EUR   72.25
NIBC Bank NV         2.13                 USD   56.75
Heta Asset Resolu    0.61    1/24/2017    EUR   26.13
Phosphorus Holdco   10.00     4/1/2019    GBP    1.63
CIMPOR Financial     5.75    7/17/2024    USD   61.38
Oi Brasil Holding    5.75    2/10/2022    USD   46.75
Jyske Bank A/S       1.13                 EUR   52.75
Virgolino de Oliv   11.75     2/9/2022    USD    2.78
Mitchells & Butle    1.18   12/15/2033    GBP   74.00
Finance and Credi    9.25    1/25/2019    USD    5.75
Petrol AD            8.38    1/26/2017    EUR   23.00
Mriya Agro Holdin   10.95    3/30/2016    USD    9.88
Cirio Holding Lux    6.25    2/16/2004    EUR    0.59
DOF ASA              8.08    9/12/2019    NOK   50.50
Pohjola Bank Oyj     0.64                 EUR   55.98
European Director    7.00    12/9/2018    EUR   71.45
KCA Deutag UK Fin    7.25    5/15/2021    USD   59.25
Island Drilling C    9.50     4/3/2018    USD   20.00
Deutsche Bank AG     1.78    6/28/2033    USD   59.70
DOF ASA              5.88     2/7/2018    NOK   52.63
Sidetur Finance B   10.00    4/20/2016    USD    5.25
Ajecorp BV           6.50    5/14/2022    USD   32.25
Popular Capital S    1.11                 EUR   47.00
Rena GmbH            7.00   12/15/2015    EUR    8.63
Gebr Sanders GmbH    8.75   10/22/2018    EUR   75.13
Lloyds Bank PLC      1.06                 USD   58.10
Codere Finance Lu    9.25    2/15/2019    USD   58.50
Atlantic Offshore    8.60    5/16/2018    NOK   34.45
Banco Espirito Sa    0.04                 EUR   12.94
BLT Finance BV       7.50    5/15/2014    USD    4.19
Eramet               5.10    5/28/2026    EUR   55.75
Heta Asset Resolu    5.92    2/22/2022    EUR   27.63
Royal Bank of Sco    1.13                 USD   59.64
Novo Banco SA        3.50    2/19/2043    EUR   58.38
National Westmins    1.13                 USD   61.00
International Ban    8.25    10/9/2024    USD   68.88
SNS Bank NV          6.25   10/26/2020    EUR    3.47
Ukreximbank Via B    7.87     2/9/2023    USD   72.58
E Forland AS         7.91     9/4/2018    NOK   62.38
IKB Deutsche Indu    5.63    3/31/2017    EUR   22.25
BNP Paribas SA       1.86    4/30/2033    USD   67.00
Songa Offshore       8.40    5/17/2018    NOK   67.40
Ferrexpo Finance    10.38     4/7/2019    USD   53.45
Nuova Banca delle    1.02    6/15/2016    EUR    0.88
Farstad Shipping     4.56    5/29/2018    NOK   45.88
Societe Air Franc    2.75     4/1/2020    EUR   21.44
Barclays Bank PLC    0.75                 USD   60.75
Oceanteam ASA       11.87   10/24/2017    USD   59.02
Cooperatieve Rabo    0.50   11/26/2021    ZAR   57.09
Touax SA             6.00    7/10/2020    EUR   16.46
Hypo Tirol Bank A    0.30    7/23/2026    EUR   63.25
Kaupthing Bank eh    9.00                 USD    0.13
Solstad Offshore     4.73    6/24/2019    NOK   65.00
More & More AG       8.13    6/11/2018    EUR   30.25
Takko Luxembourg     6.86    4/15/2019    EUR   46.83
Paragon Offshore     7.25    8/15/2024    USD    2.86
GNB - Cia de Segu    3.37                 EUR   67.00
Metinvest BV         8.75    2/14/2018    USD   42.50
Banca Monte dei P    4.64    3/14/2024    EUR   65.25
Avanti Communicat   10.00    10/1/2019    USD   74.75
Metinvest BV        10.50   11/28/2017    USD   44.50
Novo Banco SA        3.50    1/23/2043    EUR   58.47
Hellenic Republic    5.20    7/17/2034    EUR   71.63
Corporate Commerc    8.25     8/8/2014    USD    1.00
Standard Chartere    0.94                 USD   55.91
Espirito Santo Fi    3.13    12/2/2018    EUR    0.49
Nordea Bank Norge    0.81                 USD   57.50
Lloyds Bank PLC      2.00    1/31/2033    USD   64.75
Elli Investments    12.25    6/15/2020    GBP   35.13
OGX Austria GmbH     8.50     6/1/2018    USD    0.02
International Ind    9.00     7/6/2011    EUR    0.50
Breeze Finance SA    6.71    4/19/2027    EUR   39.00
EFG International    1.20                 EUR   64.36
Vseukrainsky Akts   10.90    6/14/2019    USD    1.20
Dannemora Mineral   11.75    3/22/2016    USD    0.10
Eurobank Ergasias    1.49     6/8/2017    EUR   73.73
Portugal Telecom     5.24    11/6/2017    EUR   63.75
Offshore Drilling    8.38    9/20/2020    USD   60.03
Laurel GmbH          7.13   11/16/2017    EUR   25.50
Global PVQ SE        6.75   10/21/2015    EUR    1.04
IT Holding Financ    9.88   11/15/2012    EUR    0.26
Paragon Offshore     6.75    7/15/2022    USD   12.25
Standard Chartere    0.81                 GBP   56.12
Pescanova SA         5.13    4/20/2017    EUR    3.56
Hellas Telecommun    8.50   10/15/2013    EUR    0.01
Deutsche Bank AG/    4.32    6/30/2034    USD   74.40
Lehman Brothers U    5.13                 EUR    0.00
Novo Banco SA        3.00   12/16/2021    EUR   62.63
Alpine Holding Gm    6.00    5/22/2017    EUR    0.00
Pescanova SA         8.75    2/17/2019    EUR    3.56
SNS Bank NV         11.25                 EUR    0.76
DNB Bank ASA         0.69                 USD   57.83
KA Finanz AG         5.43    2/13/2024    EUR   62.75
Heta Asset Resolu    4.35    11/3/2016    EUR   26.38
Afren PLC           11.50     2/1/2016    USD    0.41
EDOB Abwicklungs     7.50     4/1/2012    EUR    0.50
Grupo Isolux Cors    6.63    4/15/2021    EUR   28.43
UniCredit Bank Au    0.43    8/20/2033    EUR   65.25
Golfino AG           7.25     4/4/2017    EUR   76.50
Sazka AS             9.00    7/12/2021    EUR    0.00
QGOG Constellatio    6.25    11/9/2019    USD   51.00
Heta Asset Resolu    1.91    9/29/2016    JPY   72.63
Abanka Vipa DD Vi    1.74                 EUR    0.27
Dexia Credit Loca    1.64                 EUR   11.50
Mobylife Holding     7.25    5/23/2018    SEK   71.38
Societe Alsacienn    1.63     1/1/2022    EUR   59.34
Sairgroup Finance    4.38     6/8/2006    EUR   17.88
Assystem             4.00     1/1/2017    EUR   23.42
DOF ASA              8.38     2/7/2017    NOK   75.00
Songa Offshore       7.50   12/11/2018    NOK   62.13
friedola Gebr Hol    7.25    4/11/2017    EUR    3.59
BDT Media Automat    8.13    10/9/2017    EUR   59.50
LBI HF               6.25                 EUR    0.00
International Ind   11.00    2/19/2013    USD    0.27
Tonon Luxembourg    10.50    5/14/2024    USD   41.63
Afren PLC            6.63    12/9/2020    USD    0.28
Den Norske Credit    0.69                 USD   58.88
Indo Energy Finan    6.38    1/24/2023    USD   33.46
Lloyds Bank PLC      0.63                 USD   58.13
Avanti Communicat   10.00    10/1/2019    USD   73.88
Region of Piemont    0.12   11/27/2036    EUR   61.97
Eramet               5.29    4/22/2026    EUR   62.00
Novo Banco SA        3.50    3/18/2043    EUR   58.47
Metinvest BV        10.25    1/31/2016    USD   67.25
Indo Energy Finan    7.00     5/7/2018    USD   48.00
Mriya Agro Holdin    9.45    4/19/2018    USD   10.00
National Westmins    0.69                 USD   60.08
Den Norske Credit    0.71                 USD   58.25
Sympatex Holding     8.00    12/3/2018    EUR   57.50
Lloyds Bank PLC      1.90    2/22/2033    USD   66.25
Cirio Finanziaria    8.00   12/21/2005    EUR    1.82
Volstad Shipping     7.16    5/30/2018    NOK   25.00
Region of Abruzzo    0.38    11/7/2036    EUR   65.15
Lloyds Bank PLC      0.63                 USD   56.67
Abengoa SA           6.25    1/17/2019    EUR    8.13
Eniro AB             6.00    4/14/2020    SEK   50.00
Abengoa Finance S    6.00    3/31/2021    EUR   12.88
Dexia Kommunalban    4.88   12/31/2016    EUR   24.13
Brunswick Rail Fi    6.50    11/1/2017    USD   41.50
TGC-2 OJSC          12.00   10/10/2018    RUB   50.52
SiC Processing Gm    7.13     3/1/2016    EUR    1.49
Belfius Bank SA/N    1.86                 FRF   69.75
Abengoa SA           5.13     3/5/2017    USD   19.25
Portigon AG          7.46   12/31/2019    EUR    7.02
CRC Breeze Financ    6.11     5/8/2016    EUR   54.50
CSN Resources SA     6.50    7/21/2020    USD   49.27
First Bank of Nig    8.00    7/23/2021    USD   73.00
Espirito Santo Fi    5.13    5/30/2016    EUR    3.56
Societe Generale     0.44                 USD   57.42
Dexia Kommunalban    5.63   12/31/2017    EUR   13.13
Avanti Communicat   10.00    10/1/2019    USD   72.38
Dexia SA             4.89                 EUR    8.88
JZ Capital Partne    6.00    7/30/2021    GBP   10.70
Standard Chartere    1.02                 USD   55.88
Waste Italia SpA    10.50   11/15/2019    EUR   30.25
VistaJet Malta Fi    7.75     6/1/2020    USD   47.75
Landesbank Hessen    0.34     5/3/2041    EUR   64.32
NNK-Aktiv AO         8.85     6/4/2021    RUB   70.01
Globe Luxembourg     9.63     5/1/2018    USD   64.13
Phones4u Finance     9.50     4/1/2018    GBP   39.63
Alpine Holding Gm    5.25    6/10/2016    EUR    0.00
BIBBY Offshore Se    7.50    6/15/2021    GBP   61.50
Societe Generale     1.03                 EUR   59.48
Frey                 6.00   11/15/2022    EUR   21.00
SAG Solarstrom AG    6.25   12/14/2015    EUR   45.00
Espirito Santo Fi    9.75   12/19/2025    EUR    1.05
IM Skaugen SE        9.45    6/30/2016    NOK   50.25
Windreich GmbH       6.50    7/15/2016    EUR   10.88
IGas Energy PLC     10.00   12/11/2018    USD   50.75
Kaupthing Bank eh    5.75    10/4/2011    USD   17.63
Commerzbank Holdi    1.06                 USD   62.25
Heta Asset Resolu    0.33   12/18/2030    EUR   29.88
SeaBird Explorati    6.00     3/3/2018    USD   19.88
Deutsche Bank AG/    4.23    8/28/2034    USD   74.00
Barclays Bank PLC    0.88                 USD   57.25
Banco Pinto & Sot    0.85                 EUR   10.50
Hellenic Republic    2.09    7/25/2057    EUR   30.50
Codere Finance Lu    9.25    2/15/2019    USD   70.38
Tonon Luxembourg     7.25    1/24/2020    USD    9.38
Ideal Standard In   11.75     5/1/2018    EUR   15.00
Lehman Brothers T    6.00    11/2/2035    EUR   16.25
Karlie Group GmbH    6.75    6/25/2018    EUR   17.50
Banca Popolare di    5.00     6/4/2024    EUR   63.47
Kaupthing Bank eh    7.13    5/19/2016    USD    0.00
KPNQwest NV          8.88     2/1/2008    EUR    0.53
Heta Asset Resolu    3.42    11/7/2016    EUR   74.63
Cirio Del Monte N    7.75    3/14/2005    EUR    2.19
Virgolino de Oliv   10.88    1/13/2020    USD   19.38
Alpha Bank AE        1.54     2/1/2017    EUR   69.88
Credit Suisse AG/    0.88                 USD   58.33
PA Resources AB     13.50     3/3/2016    SEK    0.25
Havyard Group ASA    6.58    6/13/2017    NOK   72.00
National Westmins    0.81                 USD   60.75
Heta Asset Resolu    5.27     4/7/2028    EUR   25.88
Banco Espirito Sa    2.66                 EUR   11.13
RENE LEZARD Mode     7.25   11/25/2017    EUR   26.00
Lehman Brothers T    6.00    2/15/2035    EUR   14.13
BOA Offshore AS      7.81   12/18/2018    NOK   31.63
Lehman Brothers U    5.75                 EUR    0.01
Deutsche Bank AG/    2.00    3/15/2033    USD   64.00
Talvivaara Mining    9.75     4/4/2017    EUR    0.09
Norske Skogindust    7.13   10/15/2033    USD   31.00
Alpine Holding Gm    5.25     7/1/2015    EUR    0.00
eno energy GmbH      7.38    6/30/2016    EUR   69.60
Barclays Bank PLC    1.78    5/31/2033    USD   68.15
Barclays Bank PLC    3.96    8/15/2033    USD   74.50
Minicentrales Dos    4.81   11/29/2034    EUR   62.63
Accudyne Industri    7.75   12/15/2020    USD   68.50
Norske Skog AS      11.75   12/15/2019    EUR   61.50
Bank of Scotland     0.94                 USD   58.00
Vneshprombank Ltd   14.00    6/22/2018    RUB    1.07
Heta Asset Resolu    4.25    5/31/2016    EUR   71.50
Eidesvik Offshore    5.67    5/22/2018    NOK   74.25
Immigon Portfolio    5.27     2/8/2027    EUR   62.75
Olympic Ship AS      6.06    6/18/2019    NOK   42.25
Plaza Centers NV     6.90   12/31/2019    ILS   71.80
Nuova Banca Popol    1.21    7/14/2016    EUR    0.91
Sairgroup Finance    6.63    10/6/2010    EUR   20.00
Northland Resourc    4.00   10/15/2020    USD    0.49
Afren PLC           10.25     4/8/2019    USD    0.25
Virgolino de Oliv   10.50    1/28/2018    USD    2.58
PA Resources AB      3.00   12/27/2017    NOK    0.21
Finmek Internatio    7.00    12/3/2004    EUR    0.13
Equity Release Fu    2.69    4/26/2038    GBP #N/A N/A
CGG SA               5.88    5/15/2020    EUR   46.13
Mox Telecom AG       7.25    11/2/2017    EUR    2.99
Norske Skog Holdi    8.00    2/24/2023    USD   25.25
Kaupthing Bank eh    5.75    10/4/2011    USD   17.63
Travel24.com AG      7.50    9/17/2017    EUR   27.50
Cirio Finance Lux    7.50    11/3/2002    EUR    8.88
Kaupthing Bank eh    7.63    2/28/2015    USD   17.63
Nuova Banca Popol    1.87    9/28/2017    EUR    0.30
UniCredit Bank Au    0.33   10/31/2031    EUR   67.25
Gazprom PAO         16.60   10/21/2043    RUB    7.95
Algeco Scotsman G   10.75   10/15/2019    USD   33.25
CBo Territoria       6.00     1/1/2020    EUR    3.88
Danske Bank Oyj      1.47                 EUR   65.88
Rem Offshore ASA     6.83    3/14/2018    NOK   42.63
Teksid Aluminum L   11.38    7/15/2011    EUR    0.05
Financiere Quick     7.36   10/15/2019    EUR   74.07
Royal Bank of Sco    3.96   11/16/2030    USD   72.50
UniCredit Bank Au    0.35   12/27/2031    EUR   67.13
UniCredit Bank Au    0.37   12/31/2031    EUR   67.75
Heta Asset Resolu    0.18    9/11/2017    EUR   27.13
Centrosolar Group    7.00    2/15/2016    EUR    2.15
KPNQwest NV         10.00    3/15/2012    EUR    0.53
Immigon Portfolio    6.00    3/30/2017    EUR   63.00
CGG SA               6.88    1/15/2022    USD   37.13
Heta Asset Resolu    0.08     4/9/2043    EUR   60.00
Far East Capital     8.00     5/2/2018    USD   56.01
Solarworld AG        6.13    1/21/2017    EUR   42.63
Cyprus Popular Ba    1.65    5/26/2016    EUR    1.08
Olympic Ship AS      7.22    9/21/2017    NOK   51.88
Golden Gate AG       6.50   10/11/2014    EUR   42.50
CHC Helicopter SA    9.25   10/15/2020    USD   45.88
Heta Asset Resolu    4.88    9/18/2017    EUR   26.00
CEVA Group PLC      12.75    3/31/2020    USD   72.50
Petromena ASA        9.75    5/24/2016    NOK    0.59
Rem Offshore ASA     6.48    9/25/2019    NOK   35.13
Abengoa Finance S    8.88     2/5/2018    EUR   16.13
Ferrexpo Finance    10.38     4/7/2019    USD   55.75
Depfa Funding II     6.50                 EUR   57.25
Heta Asset Resolu    0.45   11/29/2032    EUR   30.00
Abengoa Finance S    7.00    4/15/2020    EUR   14.00
Minicentrales Dos    6.45    4/14/2028    EUR   62.63
Strenesse AG         9.00    3/15/2017    EUR   41.00
Getin Noble Bank     5.35    8/27/2019    PLN   75.00
Mechel               8.40    5/27/2021    RUB   59.50
LBI HF               6.10    8/25/2011    USD   11.63
Norske Skogindust   11.75    6/15/2016    EUR   70.75
Northland Resourc   15.00    7/15/2019    USD    1.00
Abengoa Greenfiel    5.50    10/1/2019    EUR   13.50
Heta Asset Resolu    7.50    5/27/2024    ATS   31.71
Del Monte Finance    6.63    5/24/2006    EUR    8.00
Governo Portugues    3.00                 EUR   74.00
Hema Bondco I BV     6.25    6/15/2019    EUR   71.04
IM Skaugen SE       10.12    4/11/2017    NOK   34.63
Aralco Finance SA   10.13     5/7/2020    USD    2.52
Oi Brasil Holding    5.63    6/22/2021    EUR   50.75
getgoods.de AG       7.75    10/2/2017    EUR    0.31
Standard Chartere    0.94                 USD   56.00
Depfa Funding III    1.35                 EUR #N/A N/A
KPNQwest NV          7.13     6/1/2009    EUR    0.53
UBS AG               6.10    7/29/2016    GBP   53.59
AgroGeneration       8.00     4/1/2019    EUR   72.00
Northland Resourc    4.00   10/15/2020    NOK    0.10
BLT Finance BV      12.00    2/10/2015    USD   10.50
Lehman Brothers T    7.00    5/17/2035    EUR   14.13
Veneto Banca SpA/   10.00   10/22/2022    EUR   55.88
IVG Immobilien AG    5.65                 EUR    0.00
Espirito Santo Fi    5.05   11/15/2025    EUR    0.85
Transaero Airline   16.00   10/25/2018    RUB    1.72
Hellenic Bank PCL   11.00                 EUR   46.13
Societe Generale     2.21    2/28/2033    USD   72.85
APP International   11.75    10/1/2005    USD    3.60
Marine Subsea AS     9.00   12/16/2019    USD    0.50
Immigon Portfolio    1.42    7/29/2018    EUR   25.00
Oceanic Champion     8.00    2/20/2020    USD   74.11
Geotech Seismic S   10.50   10/17/2018    RUB   67.66
Getin Noble Bank     4.80    3/12/2021    PLN   70.00
Aldesa Financial     7.25     4/1/2021    EUR   70.50
PNE Wind AG          3.75   10/10/2019    EUR    2.90
Standard Chartere    1.09                 USD   56.16
Heta Asset Resolu    0.24    8/12/2017    EUR   72.25
SNS Bank NV          2.61                 EUR    0.41
Lehman Brothers T    5.00    2/16/2015    EUR   14.13
Region of Puglia     0.30     2/6/2023    EUR   74.91
Lehman Brothers T    2.88    3/14/2013    CHF   16.25
Lehman Brothers T    7.25    10/5/2035    EUR   14.13
Bulgaria Steel Fi   12.00     5/4/2013    EUR    0.59
Electromagnetic G    7.23    6/27/2019    NOK   58.68
Codere Finance Lu    8.25    6/15/2015    EUR   70.00
Pescanova SA         6.75     3/5/2015    EUR    1.80
Cooperatieve Rabo    0.50    7/30/2043    MXN   13.90
Lloyds Bank PLC      3.68    7/29/2033    USD   75.00
Raiffeisenlandesb    5.00     7/1/2026    EUR   71.38
Bank Nederlandse     0.50    8/15/2022    ZAR   54.84
CEVA Group PLC      12.75    3/31/2020    USD   72.50
Depfa Funding IV     5.03                 EUR   56.88
Johnston Press Bo    8.63     6/1/2019    GBP   71.00
Raiffeisenlandesb    4.40    4/17/2024    EUR   76.38
OGX Austria GmbH     8.38     4/1/2022    USD    0.00
Societe Generale     1.60     1/9/2020    GBP    1.02
Kaupthing Bank eh    7.50     2/1/2045    USD    0.00
Gunther Zamek Pro    7.75    5/15/2017    EUR    1.41
Societe Generale     7.72                 EUR   69.63
UKRLANDFARMING PL   10.88    3/26/2018    USD   34.25
Norddeutsche Land   10.50     9/2/2016    EUR   64.26
OAS Investments G    8.25   10/19/2019    USD    5.03
Region of Abruzzo    0.22    11/7/2031    EUR   69.11
Banco Espirito Sa   10.00    12/6/2021    EUR    0.89
Deutsche Bank AG     6.00    3/11/2016    EUR   71.55
Ekotechnika AG       9.75    5/10/2018    EUR    9.50
Barclays Bank PLC    2.97    6/17/2033    USD   74.65
Artea                6.00     8/4/2019    EUR   13.86
Solon SE             1.38    12/6/2012    EUR    0.33
Ovako AB             6.50     6/1/2019    EUR   62.17
Barclays Bank PLC    2.77    3/28/2033    USD   67.80
Astana Finance BV    7.88     6/8/2010    EUR   16.00
Barclays Bank PLC    2.75    3/21/2033    USD   72.00
Andrade Gutierrez    4.00    4/30/2018    USD   69.50
Volkswagen Bank R    9.35    6/29/2019    RUB   60.00
State of Carinthi    0.75    7/20/2017    CHF    0.20
Accentro Real Est    6.25    3/27/2019    EUR    3.31
A-TEC Industries     8.75   10/27/2014    EUR    2.00
La Veggia Finance    7.13   11/14/2004    EUR    0.00
Mo-BRUK SA           6.73    8/31/2016    PLN   75.00
Solen AG             7.50     4/8/2016    EUR    1.50
LBI HF               3.00    12/7/2010    CHF    8.50
Barclays Bank PLC    2.62    4/19/2033    USD   69.00
Commerzbank AG       5.00    9/27/2019    EUR    4.62
Heta Asset Resolu    4.63     3/4/2018    EUR   71.00
Lehman Brothers T    5.10     5/8/2017    HKD   14.13
Heta Asset Resolu    5.73   12/10/2021    EUR   28.63
Santander Finance    2.00                 EUR   31.63
Banco Pastor SA      2.28                 EUR   27.38
Far East Capital     8.75     5/2/2020    USD   55.08
Veneto Banca SpA/    1.92    5/15/2019    EUR   70.75
Baltijskij Bereg     8.25   12/22/2017    RUB   29.90
Lehman Brothers T    5.00    9/22/2014    EUR   14.13
Bank Nederlandse     0.50     8/9/2022    MXN   70.90
Royal Bank of Sco    3.79   12/30/2030    USD   72.00
Open Mortgage Age    9.10    2/25/2045    RUB   60.00
Norske Skogindust    7.13   10/15/2033    USD   31.00
Lehman Brothers T    8.25    3/16/2035    EUR   14.13
Cooperatieve Rabo    0.50   10/29/2027    MXN   47.68
LBI HF               2.25    2/14/2011    CHF    8.50
Governo Portugues    2.75                 EUR   61.00
Banco Espirito Sa    1.45    5/27/2018    EUR    0.89
Norske Skog Holdi    8.00    2/24/2021    EUR   26.38
KA Finanz AG         4.90    6/23/2031    EUR   62.00
ADLER Real Estate    6.00    6/30/2017    EUR   11.50
Montepio Holding     5.00                 EUR   50.00
Agroton Public Lt    6.00    7/14/2019    USD   10.00
Santander Finance    2.00                 EUR   29.75
PagesJaunes Finan    8.88     6/1/2018    EUR   64.13
Banca Popolare di    4.97    4/20/2027    EUR   68.88
Barclays Bank PLC    6.75    6/23/2017    USD   71.68
UniCredit Bank Au    0.46   12/27/2026    EUR   73.38
Royal Bank of Sco    1.55    1/12/2046    EUR   58.88
Mechel              15.00    2/25/2020    RUB   70.51
Solarworld AG        6.38    7/13/2016    EUR   42.63
LBI HF               4.65                 EUR    0.00
Nuova Banca Popol    4.25   10/30/2016    EUR    0.32
Hamburgische Land    0.24    1/22/2041    EUR   61.34
Immigon Portfolio    4.50     9/7/2020    EUR   25.00
Cooperatieve Rabo    0.50   10/30/2043    MXN   12.83
DTEK Finance PLC     7.88     4/4/2018    USD   38.50
LBI HF               7.43                 USD    0.00
Virgolino de Oliv   11.75     2/9/2022    USD    2.55
Ferrexpo Finance    10.38     4/7/2019    USD   54.38
Immigon Portfolio    3.55    4/12/2022    EUR   74.70
Kaupthing Bank eh    6.13    10/4/2016    USD   17.63
WindMW GmbH          3.59    6/30/2027    EUR   72.20
Nationwide Buildi    1.09                 GBP   70.00
Getin Noble Bank     4.77    7/10/2020    PLN   71.00
Virgolino de Oliv   10.88    1/13/2020    USD   18.13
Oberoesterreichis    0.30    4/25/2042    EUR   44.00
HSBC Trinkaus & B    5.10     6/2/2016    EUR   66.87
International Hot    5.75    5/13/2025    EUR   73.63
Global PVQ Nether    1.38    4/30/2012    EUR   28.25
Raiffeisen Centro    5.50   10/14/2016    EUR   68.29
Svensk Exportkred    0.50    2/22/2022    ZAR   55.41
Kommunekredit        0.50   10/22/2019    BRL   61.91
Heta Asset Resolu    1.62    6/30/2019    CHF   72.00
HSBC Bank PLC        0.50    7/30/2027    NZD   61.70
CEVA Group PLC       9.00     9/1/2021    USD   72.25
Kaupthing Bank eh    5.25    7/18/2017    BGN   17.63
BANIF - Banco Int    4.50    1/30/2025    EUR   66.50
Plaza Centers NV     6.00     7/1/2020    ILS   74.00
Penell GmbH Elekt    7.75    6/10/2019    EUR    2.54
Lehman Brothers T    4.00    2/16/2017    EUR   16.25
UBS AG               7.85    12/1/2016    EUR   70.53
Mifa Mitteldeutsc    7.50    8/12/2018    EUR    3.27
DZ Bank AG Deutsc    3.05    9/25/2023    EUR   63.88
wige MEDIA AG        6.00    3/17/2019    EUR    1.88
SNS Bank NV          6.63    5/14/2018    EUR    3.38
Province of Milan    0.21   12/22/2033    EUR   69.03
Credit Europe Ban   14.50     6/5/2018    RUB   60.01
Comune di Verona     0.09    12/1/2026    EUR   68.32
Orient Express Ba   13.60     8/9/2018    RUB   25.20
Windreich GmbH       6.50     3/1/2015    EUR   10.88
Mechel              15.00    2/25/2020    RUB   70.10
Immigon Portfolio    0.41    3/14/2020    EUR   70.41
Norske Skog Holdi    8.00    2/24/2023    USD   25.25
Nuova Banca Popol    5.00   10/30/2023    EUR    0.32
Nordea Bank Finla    4.35    4/20/2020    SEK   53.60
Mechel               8.40    5/27/2021    RUB   59.02
Kaupthing Bank eh    6.13    10/4/2016    USD   17.63
DZ Bank AG Deutsc    2.52    6/23/2022    EUR   65.34
SAir Group           6.25    4/12/2005    CHF   11.13
Bank Julius Baer     5.20    9/25/2017    EUR   60.25
Hamburgische Land    0.22   10/30/2040    EUR   62.60
J&T Banka AS         9.00                 EUR   60.13
Rusfinans Bank OO   12.10    9/29/2020    RUB   60.61
Region of Molise     0.36   12/15/2033    EUR   66.38
UniCredit Bank Au    0.20    1/25/2031    EUR   67.25
Norddeutsche Land    3.75    6/27/2016    EUR   70.62
CHC Helicopter SA    9.25   10/15/2020    USD   45.88
Banca delle March    6.00     5/8/2018    EUR    0.97
LBI HF               6.10    8/25/2011    USD   11.63
Deutsche Bank AG/    0.50    10/5/2021    IDR   53.78
SAir Group           0.13     7/7/2005    CHF   11.13
London County Of     3.00                 GBP   56.00
Hellenic Republic    0.68    8/10/2019    EUR   70.23
DekaBank Deutsche    3.15    4/14/2021    EUR   67.39
WPE International   10.38    9/30/2020    USD   10.13
Raiffeisenlandesb    4.00    6/28/2023    EUR   77.63
Matalan Finance P    8.88     6/1/2020    GBP   70.83
Deutsche Bank AG     3.20    3/22/2016    EUR   51.80
Lehman Brothers T    7.00     6/6/2017    EUR    3.10
DekaBank Deutsche    2.67    11/7/2016    EUR   73.22
Jasper Explorer P   13.50    5/27/2016    USD    2.89
DEMIRE Real Estat    6.00   12/30/2018    EUR    3.30
Notenstein Financ    1.00    9/17/2019    CHF   64.11
Mechel               8.40     6/1/2021    RUB   59.02
Kommunekredit        0.50    2/20/2020    BRL   59.68
Codere Finance Lu    8.25    6/15/2015    EUR   70.75
Getin Noble Bank     4.81     4/7/2021    PLN   72.50
Cooperatieve Rabo    0.50   12/29/2027    MXN   47.30
Lloyds Bank PLC      2.62    4/26/2033    USD   67.00
Banco Comercial P    5.00                 EUR   61.00
Atari SA             7.50    2/17/2020    EUR    0.18
Lehman Brothers T    7.55   12/29/2008    USD    3.10
DEIKON GmbH          1.00   11/16/2016    EUR   35.61
Raiffeisen Versic    5.08                 EUR   21.50
A-TEC Industries     2.75    5/10/2014    EUR    2.00
Deutsche Bank AG/    9.33    7/30/2024    BRL   70.53
Nuova Banca Popol    3.50    6/28/2018    EUR    0.32
Lehman Brothers T    7.06   12/29/2008    EUR    3.10
Eksportfinans ASA    0.50     5/9/2030    CAD   22.38
International Fin    0.50    6/24/2024    ZAR   43.03
Nordea Bank Finla    2.91   10/20/2019    SEK   58.99
Hema Bondco I BV     5.12    6/15/2019    EUR   69.63
A-TEC Industries     5.75    11/2/2010    EUR    2.00
ADLER Real Estate    6.00   12/27/2018    EUR   11.50
Sidetur Finance B   10.00    4/20/2016    USD    4.56
Sachsen Bank         0.26    1/22/2041    EUR   73.52
Lehman Brothers T    4.00    7/27/2011    EUR    3.10
Ecureuil Vie Deve    0.82                 EUR   12.75
Hema Bondco II BV    8.50   12/15/2019    EUR   42.38
Lehman Brothers T    7.60    3/26/2009    EUR    3.10
Finans-Avia OOO      8.25    7/31/2022    RUB   38.01
Russian Railways    12.40   10/15/2040    RUB    5.53
Svensk Exportkred    0.50    1/31/2022    ZAR   57.00
IKB Deutsche Indu    4.70    3/31/2017    EUR   22.50
LBBW                 3.75    6/24/2016    EUR   50.51
Lehman Brothers T    6.85   12/22/2008    EUR    3.10
SU-155 KAPITAL OO   13.25    2/23/2016    RUB    5.02
Global PVQ Nether    5.75    5/26/2014    EUR   27.00
DekaBank Deutsche    3.17    9/23/2022    EUR   73.98
Lehman Brothers T    6.30   12/21/2018    USD    1.74
JP Morgan Structu   12.00   11/24/2021    ZMW #N/A N/A
Vnesheconombank      2.00    6/18/2021    RUB   63.66
KA Finanz AG         4.44   12/20/2030    EUR   59.25
Privatbank CJSC V   10.88    2/28/2018    USD   64.50
Mechel               8.00     2/9/2021    RUB   36.08
Heta Asset Resolu    5.03    1/26/2017    EUR   28.13
Northland Resourc   15.00    7/15/2019    USD    1.00
Freshwater Financ    6.06   10/17/2036    GBP   57.50
Alpha Bank AE        1.54     3/8/2017    EUR   67.75
CB First Investme   12.75                 EUR   73.13
Kaupthing Bank eh    7.13    5/19/2016    USD    0.00
RSL Communication   10.13     3/1/2008    USD    0.00
WGF Westfaelische    6.35    12/1/2016    EUR    6.50
International Fin    0.50    6/29/2020    ZAR   66.15
Bank Nederlandse     0.50     6/7/2022    ZAR   54.72
Municipality Fina    0.50     5/8/2029    AUD   60.20
Czerwona Torebka     6.81    4/15/2016    PLN   64.01
Cooperatieve Rabo    0.50   11/30/2027    MXN   47.55
Kerdos Group SA      8.00   12/15/2017    PLN   20.00
Ukreximbank Via B    7.87     2/9/2023    USD   72.60
Kommunekredit        0.50    7/30/2027    TRY   26.75
Credit Suisse AG/    9.50    10/3/2016    CHF   72.54
Credit Suisse AG/    0.50     1/8/2026    BRL   28.10
Lehman Brothers T    1.00     5/9/2012    EUR    3.10
UniCredit Family     0.18   12/15/2026    EUR   72.69
Rossiysky Capital    9.00     9/6/2016    RUB   60.00
Dolomite Capital    12.50   12/20/2019    ZAR   59.22
UTair-Finans OOO     9.50    7/21/2016    RUB    2.25
Provinsor Fastigh    8.50    6/30/2020    DKK    0.10
Notenstein La Roc    5.00    8/18/2016    CHF   70.01
Finans-Avia OOO      0.01    7/31/2027    RUB   11.23
Lehman Brothers T    4.50     5/2/2017    EUR    3.10
Biomed-Lublin Wyt    7.29    8/14/2018    PLN   50.00
Lehman Brothers T    3.03    1/31/2015    EUR    3.10
Lehman Brothers T    5.25    5/26/2026    EUR    3.10
Lehman Brothers T    4.00   10/24/2012    EUR    3.10
COFIDUR SA           0.10   12/31/2024    EUR   15.00
Nuova Banca delle    7.75    6/30/2018    EUR    1.09
Lehman Brothers T   11.00   12/20/2017    AUD    3.10
SG Option Europe     7.00    9/22/2017    EUR   58.01
LBBW                 5.00    3/24/2016    EUR   45.09
CaixaBank SA         0.62     2/2/2037    USD   74.43
BNP Paribas SA       0.50    7/20/2021    BRL   50.16
Lehman Brothers T    6.72   12/29/2008    EUR    3.10
NIBC Bank NV        25.98     5/7/2029    EUR   70.35
Lehman Brothers T    4.00    12/2/2012    EUR    3.10
Petromena ASA       10.85   11/19/2014    USD    0.59
Elli Investments    12.25    6/15/2020    GBP   35.13
Lehman Brothers T    6.00   10/30/2012    EUR    3.10
UniCredit Bank AG    0.61   11/19/2029    EUR   65.75
Barclays Bank PLC    8.65    7/25/2016    USD   64.84
Immigon Portfolio    7.00    7/24/2022    EUR   63.69
Lehman Brothers T    7.00   11/26/2013    EUR   14.13
Salvator Grundbes    9.50                 EUR   38.00
Getin Noble Bank     4.90    3/30/2020    PLN   75.00
Banque Cantonale     6.00    5/26/2016    CHF   39.90
Getin Noble Bank     4.80    8/28/2020    PLN   71.00
Nuova Banca delle    8.00    6/30/2018    EUR    1.09
Hellenic Republic    2.27     2/7/2022    EUR   64.91
Societe Generale     8.40    5/24/2016    USD   69.56
Lehman Brothers T    8.28    3/26/2009    USD    3.10
SG Issuer SA         6.65   10/10/2021    EUR   58.94
CaixaBank SA         1.71                 EUR   78.00
Commerzbank AG      10.00    5/26/2016    EUR   56.21
Lehman Brothers T    5.00    5/12/2011    CHF    3.10
Sparebanken Sor      2.75    8/25/2025    NOK   75.44
Lehman Brothers T    1.46    2/19/2012    JPY   14.13
Svensk Exportkred    0.50    8/28/2020    TRY   60.59
BLT Finance BV       7.50    5/15/2014    USD    4.19
hkw personalkonze    8.25   11/15/2016    EUR    3.96
RESO-Garantia Ins   14.00    9/13/2022    RUB   61.03
Pongs & Zahn AG      8.50                 EUR    0.20
KFW                  0.25    10/6/2036    CAD   38.97
International Fin    0.50    6/29/2027    ZAR   29.17
Banca delle March    6.00    6/12/2018    EUR    0.77
HSBC Bank PLC        0.50   12/29/2026    AUD   66.99
Mobile TeleSystem    5.00    6/29/2021    RUB   65.50
Barclays Bank PLC    0.50    4/24/2023    MXN   64.30
Notenstein Financ    7.20    6/29/2016    USD   72.23
Nota-Bank OJSC      13.50   10/13/2016    RUB    1.78
DekaBank Deutsche    3.77     7/8/2016    EUR   68.65
BNP Paribas SA       0.50     5/6/2021    MXN   73.45
AKB Derzhava OJSC    9.75    7/10/2023    RUB   60.00
Bank Nederlandse     0.50    7/12/2022    ZAR   54.12
Asian-Pacific Ban   12.00    2/19/2016    RUB   60.00
HSBC Bank PLC        0.50    5/31/2019    IDR   71.28
Zurcher Kantonalb   10.00    6/30/2016    EUR   64.00
Getin Noble Bank     4.90    2/28/2020    PLN   74.00
JP Morgan Structu   14.00   11/23/2029    ZMW #N/A N/A
Vontobel Financia    4.45     9/5/2016    EUR   60.55
Heta Asset Resolu    0.07    2/17/2017    EUR   74.38
Landesbank Hessen    0.36    4/23/2041    EUR   69.46
DekaBank Deutsche    3.25    8/11/2016    EUR   62.21
Province of Bresc    0.35    6/30/2036    EUR   61.98
Heta Asset Resolu    3.90    1/24/2017    EUR   74.50
SU-155 KAPITAL OO   13.25    2/23/2016    RUB    4.90
Takko Luxembourg     9.88    4/15/2019    EUR   54.09
Notenstein La Roc    7.10    5/30/2016    CHF   67.88
Metalloinvest Hol    0.01     3/7/2022    RUB   60.07
LBBW                 2.00    3/29/2016    EUR   70.69
East Syberian Mor    8.75    8/11/2046    RUB   70.00
Getin Noble Bank     4.79    2/15/2021    PLN   73.00
RSL Communication    9.13     3/1/2008    USD    0.00
JP Morgan Structu   13.00   11/25/2024    ZMW #N/A N/A
Mriya Agro Holdin   10.95    3/30/2016    USD    9.63
HSBC Trinkaus & B    5.00     5/5/2016    EUR   70.78
Societe Centrale     9.00     7/1/2016    EUR    6.85
Heta Asset Resolu    0.20    4/22/2018    EUR   72.25
Sparebanken Sor      2.67     6/3/2025    NOK   75.59
Promnefteservis O   10.50   11/21/2019    RUB    0.01
Cooperatieve Rabo    0.50    1/31/2033    MXN   30.82
Vontobel Financia    5.50    9/23/2016    EUR   58.02
SG Option Europe     7.00     5/5/2017    EUR   42.87
Oberbank Hybrid 1    1.05                 EUR   73.84
Lehman Brothers T    4.70    3/23/2016    EUR    3.10
Barclays Bank PLC    8.00    4/29/2016    USD    4.45
UniCredit Family     0.18   12/15/2026    EUR   72.67
WGF Westfaelische    6.35     8/1/2017    EUR    1.03
Lehman Brothers T    6.60     2/9/2009    EUR    3.10
DekaBank Deutsche    7.44     2/9/2016    EUR   55.18
DekaBank Deutsche    3.90    5/18/2016    EUR   68.27
KPNQwest NV          8.13     6/1/2009    USD    0.53
Getin Noble Bank     5.22   12/23/2019    PLN   72.05
Lehman Brothers T    5.00     5/2/2022    EUR    3.10
Rossiysky Capital   10.50    1/20/2020    RUB   61.10
HSBC Trinkaus & B    5.00     7/1/2016    EUR   47.79
Lehman Brothers T    8.25    12/3/2015    EUR   14.13
SAir Group           5.50    7/23/2003    CHF   11.13
ING Bank NV          8.05   12/30/2020    EUR   68.70
DekaBank Deutsche    2.10    3/25/2020    EUR   70.36
Kommunalbanken AS    0.50    5/27/2022    ZAR   55.60
Heta Asset Resolu    0.22    2/10/2018    EUR   72.25
LBBW                 5.29    9/23/2016    EUR   71.41
UBS AG               4.65     7/1/2016    EUR   72.06
Vontobel Financia    5.35     3/3/2017    EUR   57.70
URALSIB Leasing C   11.50   12/21/2017    RUB   60.01
Astana Finance BV    9.00   11/16/2011    USD   16.00
Bank Nederlandse     0.50    6/22/2021    ZAR   60.34
Salvator Grundbes    9.50   12/31/2021    EUR   11.00
Svensk Exportkred    0.50    3/28/2029    AUD   69.85
Lehman Brothers T    8.00    4/20/2009    EUR    3.10
Santander Finance    2.00                 USD   32.88
Orient Express Ba   18.00    5/28/2020    RUB   42.25
Medved-Finans OOO   15.00    8/22/2016    RUB   60.10
Credit Suisse AG/    3.00   11/15/2025    ZAR   55.97
HSBC Bank PLC        0.50    2/24/2027    NZD   62.94
Podkarpacki Bank     5.01    10/6/2021    PLN   63.50
Lehman Brothers T    5.00    2/27/2014    EUR   14.13
Bank Julius Baer     6.60    4/25/2016    CHF   73.30
Lehman Brothers T    5.00     8/1/2025    EUR    3.10
Transcapitalbank    13.00    5/30/2023    RUB   61.01
Phosphorus Holdco   10.00     4/1/2019    GBP    1.63
Bulgaria Steel Fi   12.00     5/4/2013    EUR    0.59
Nordea Bank Finla    1.61   10/20/2019    SEK   70.89
Credit Suisse AG     0.50   12/16/2025    BRL   29.42
Credit Suisse AG/    7.00    2/16/2016    USD   63.09
DekaBank Deutsche    2.00    8/19/2016    EUR   71.48
DekaBank Deutsche    3.00     5/6/2016    EUR   53.13
SAir Group           2.13    11/4/2004    CHF   11.13
Raiffeisen-Holdin    2.31                 EUR   65.12
Russian Railways    17.90    9/20/2039    RUB    6.13
Getin Noble Bank     4.81    10/7/2020    PLN   70.00
Svensk Exportkred    0.50    4/24/2029    AUD   60.91
Credit Suisse AG/    8.00   11/29/2019    USD    5.47
SAir Group           5.13     3/1/2003    CHF   11.00
Lehman Brothers T    6.65    8/24/2011    AUD   14.13
UniCredit Bank AO   14.00    2/23/2016    RUB   61.00
Main Road OJSC       9.80   10/30/2028    RUB   58.21
BNP Paribas Arbit    6.55    3/28/2025    EUR   51.89
Nuova Banca Popol    2.41    5/21/2018    EUR    0.30
Metalloinvest Hol    0.01     3/7/2022    RUB   70.00
Araratbank OJSC      7.25    6/27/2018    USD   25.06
DekaBank Deutsche    3.80    9/25/2024    EUR   67.13
UniCredit Bank AO   10.50     8/6/2019    RUB   60.01
Atari SA             0.10     4/1/2020    EUR    2.50
MT-Energie GmbH &    8.25     4/4/2017    EUR    9.53
Province of Bresc    0.25   12/22/2036    EUR   61.66
Lehman Brothers T    7.59   11/22/2009    MXN   14.13
National Developi   15.00    7/19/2018    RUB   60.12
Nota-Bank OJSC      13.50     4/1/2016    RUB    4.40
Takko Luxembourg     6.86    4/15/2019    EUR   47.13
Kommunekredit        0.50   12/14/2020    ZAR   63.47
Exane Finance        2.70    9/26/2016    USD   38.25
Lehman Brothers T    6.00    3/18/2015    USD   14.13
Lehman Brothers T    0.50     7/2/2020    EUR    3.10
Svensk Exportkred    0.50    4/25/2019    BRL   63.99
EFG International    8.99     9/4/2017    EUR   24.42
Leonteq Securitie    9.60     3/9/2016    USD   60.19
Commerzbank AG       5.00    3/24/2016    EUR   56.49
VEB-Leasing OAO     13.09    6/23/2020    RUB   61.51
Akademiska Hus AB    2.08    4/17/2045    SEK   73.20
Kaupthing Bank eh    9.75    9/10/2015    USD   17.63
Transgazservice L   10.50    11/8/2019    RUB    0.01
Podkarpacki Bank     5.77     7/2/2020    PLN   65.00
Municipality Fina    0.50    6/19/2024    ZAR   45.54
SAG Solarstrom AG    7.50    7/10/2017    EUR   45.00
Mechel               8.00     2/9/2021    RUB   60.00
Raiffeisen Centro    6.75    6/27/2016    EUR   74.00
Kaupthing Bank eh    7.00    7/24/2009    ISK   17.63
WGZ-Bank AG Westd    4.00    2/19/2016    EUR   57.89
Russian Railways    16.70   10/11/2038    RUB   60.00
UniCredit Bank AG    1.57    7/20/2020    EUR   74.64
BKN biostrom AG      7.50     6/5/2016    EUR    2.50
Freshwater Financ    6.18    4/20/2035    GBP   60.13
Espirito Santo Fi    5.05   11/15/2025    EUR    0.84
Lehman Brothers T    4.00    4/13/2011    CHF    3.10
LBBW                 3.43    8/26/2016    EUR   62.35
Oberoesterreichis    0.32    11/6/2030    EUR   61.25
Russian Post FGUP    2.75    12/6/2023    RUB   99.43
Kerdos Group SA      8.00    3/31/2016    PLN   36.00
Municipality Fina    0.50    5/31/2022    ZAR   54.04
Municipality Fina    0.50     8/8/2029    NZD   59.63
Raiffeisen Centro    5.00    4/18/2016    EUR   64.95
Credit Suisse AG/   11.00    7/25/2016    USD   33.60
UniCredit Bank Au    0.24    1/24/2031    EUR   67.63
Norddeutsche Land    5.19   11/25/2016    EUR   73.33
Bank Julius Baer    11.73    6/10/2016    CHF   59.45
Rinol AG             5.50   10/15/2006    DEM    0.00
RSL Communication   10.50   11/15/2008    USD    0.00
KPNQwest NV          7.13     6/1/2009    EUR    0.53
Immigon Portfolio    4.20    2/22/2033    EUR   37.75
UniCredit Bank AG    5.00   10/18/2024    EUR   72.22
Bamble Sparebank     2.36                 NOK   53.57
Exane Finance        6.25   12/20/2019    SEK   67.88
Leonteq Securitie   18.00    9/26/2016    CHF   55.62
Kommunekredit        0.50    9/19/2019    BRL   63.42
Pierer Industrie     5.75                 EUR   69.88
MirLand Developme    6.00   11/30/2017    ILS   15.00
CARPEVIGO AG         2.50    6/30/2016    EUR   25.00
DekaBank Deutsche    3.05    3/25/2025    EUR   63.33
Ideal Standard In   11.75     5/1/2018    EUR   15.00
MirLand Developme    8.50    8/31/2016    ILS   25.90
Municipality Fina    0.50   11/25/2020    ZAR   64.01
Barclays Bank PLC    8.75    3/30/2016    USD   74.25
Lehman Brothers T    8.00    3/19/2012    USD    3.10
Bank UralSib PJSC   14.00    3/10/2017    RUB   60.01
Erste Group Bank     2.90   10/20/2022    EUR   59.79
Societe Generale     0.50    5/30/2023    MXN   65.63
Credit Suisse AG/   10.25    5/31/2016    USD   34.30
DekaBank Deutsche    5.65    6/17/2016    EUR   71.27
Kaupthing Bank eh    5.00     1/4/2027    SKK   17.63
LBBW                 2.51    8/26/2016    EUR   68.30
Banque Cantonale    16.90    8/19/2016    EUR   71.18
RSL Communication    9.88   11/15/2009    USD    0.00
Deutsche Bank AG/    0.50    4/18/2019    BRL   66.16
Immigon Portfolio    5.50    8/26/2025    EUR   58.13
Lehman Brothers T    4.68   12/12/2045    EUR    3.10
City of Hunedoara    1.43    8/15/2026    RON   64.00
Nordea Bank Finla    4.35    4/20/2020    SEK   74.00
UWC Finance         15.50    9/10/2019    RUB   60.00
Leonteq Securitie   10.00    5/17/2016    EUR   66.23
HSBC Bank PLC        0.50    1/29/2027    NZD   62.56
Municipality Fina    0.50    1/25/2019    IDR   74.61
Heta Asset Resolu    0.69    9/20/2017    EUR   30.28
Getin Noble Bank     4.80   11/30/2020    PLN   70.00
Lenta Center OOO    11.00   10/14/2020    RUB   64.00
SAir Group           4.25     2/2/2007    CHF   11.25
BNP Paribas Emiss   10.00   12/22/2016    EUR   59.16
Leonteq Securitie   16.00     4/6/2016    CHF   45.52
UBS AG/London        7.00    6/24/2016    CHF   70.57
AK BARS Bank PJSC   12.25   12/26/2017    RUB   60.51
Bank UralSib PJSC   14.00    8/25/2017    RUB   60.11
Societe Generale     6.84     7/1/2016    USD   47.19
Lloyds Bank PLC      3.56     7/5/2033    USD   74.25
Rossiysky Capital   13.00   11/22/2019    RUB   60.01
Solarwatt GmbH       7.00    11/1/2015    EUR   14.50
Sviaz Bank OAO      12.25    4/13/2022    RUB   60.11
Lloyds Bank PLC      0.50    7/26/2021    BRL   50.34
Bank Julius Baer    11.05   10/21/2016    USD   61.70
DekaBank Deutsche    3.33   10/12/2020    EUR   72.08
Leonteq Securitie    7.18    9/14/2016    CHF   71.85
Lehman Brothers T    8.05   12/20/2010    HKD    3.10
DekaBank Deutsche   10.30     9/2/2016    EUR   66.12
Leonteq Securitie   10.20    2/17/2016    USD   67.96
UBS AG/London        6.50    3/11/2016    GBP   57.44
Getin Noble Bank     5.25   11/18/2019    PLN   71.00
Vegarshei Spareba    5.16                 NOK   65.67
Credit Agricole C    0.50     3/6/2023    RUB   47.13
Immigon Portfolio    4.26    3/22/2024    EUR   56.38
Commerzbank AG       5.00   12/22/2016    EUR   75.00
Muehl Product & S    6.75    3/10/2005    DEM    2.00
Province of Rovig    0.20   12/28/2035    EUR   61.96
BNP Paribas SA       0.50   10/19/2018    TRY   73.29
SAir Group           6.25   10/27/2002    CHF   11.13
Alpha Bank AE        2.50    6/20/2022    EUR   54.57
Lehman Brothers T   13.00   12/14/2012    USD    3.10
Getin Noble Bank     4.91    4/27/2020    PLN   73.00
HSBC Bank PLC        0.50    7/30/2019    IDR   71.49
Santander Finance    2.00                 USD   30.63
Kommunalbanken AS    0.50    9/20/2018    BRL   71.54
Lehman Brothers T    5.00    2/28/2032    EUR    3.10
Leonteq Securitie   10.00     7/7/2016    USD   72.87
Lehman Brothers T    6.00    3/14/2011    EUR   14.13
Heta Asset Resolu    0.17    5/10/2017    EUR   72.25
DekaBank Deutsche    5.20    8/11/2016    EUR   63.61
Vontobel Financia    8.00    9/29/2017    EUR   53.08
Lehman Brothers T    5.00     9/1/2011    EUR    3.10
Bayerische Landes    5.00   10/17/2016    EUR   65.92
Barclays Bank PLC    9.00    5/31/2016    USD    3.53
Russian Railways    12.40    5/30/2040    RUB    7.17
Center-Invest Com   11.25   11/13/2018    RUB   60.01
Alpha Bank AE        2.50    6/20/2022    EUR   54.55
Barclays Bank PLC    0.50    3/13/2023    RUB   46.98
Anglian Water Ser    1.08    1/26/2057    GBP   63.24
Mortgage Agent AH    9.00   11/20/2042    RUB   70.00
Svensk Exportkred    0.50    8/29/2029    AUD   70.48
UniCredit Bank AG    5.00    2/26/2016    EUR   55.19
UniCredit Bank AG    6.25    5/16/2016    EUR   47.04
DekaBank Deutsche    3.40    6/10/2016    EUR   66.86
Eiendomskreditt      4.53                 NOK   65.11
KPNQwest NV          8.88     2/1/2008    EUR    0.53
Province of Trevi    0.19   12/31/2034    EUR   62.83
Vontobel Financia   21.75    6/24/2016    EUR   58.67
EDOB Abwicklungs     7.50     4/1/2012    EUR    0.50
HSBC Bank PLC        0.50     6/9/2023    MXN   65.45
Interregional Dis   11.58   11/11/2025    RUB  100.00
HSBC Bank PLC        0.50   12/22/2025    BRL   31.60
RZD Rasvytie vokz   12.50   10/21/2016    RUB   17.10
LBBW                 2.90    8/26/2016    EUR   73.96
HSBC Bank PLC        0.50    4/11/2023    MXN   66.20
Mortgage Agent KH    9.20    8/25/2045    RUB   56.20
Russian Railways    12.40    2/28/2040    RUB   60.01
Nuova Banca delle    7.20    6/30/2018    EUR    1.09
Barclays Bank PLC    0.50    1/28/2033    MXN   32.72
Raiffeisen Centro    7.25    9/26/2016    EUR   44.21
Lehman Brothers T    0.50   12/20/2017    AUD    3.10
SAir Group           2.75    7/30/2004    CHF   11.13
LZMO SA              8.75   11/22/2016    PLN   61.80
Heta Asset Resolu    0.16    5/17/2017    EUR   72.25
Leonteq Securitie   20.00    4/27/2016    USD   42.99
Leonteq Securitie   20.00    9/21/2016    CHF   60.93
DekaBank Deutsche    6.87    5/31/2016    EUR   72.90
Commerzbank AG       6.90    3/18/2016    EUR   25.35
UBS AG/Jersey        6.24    3/29/2016    EUR   68.36
Societe Generale     8.88     6/1/2017    USD   67.65
Lehman Brothers T    3.86    9/21/2011    SGD   16.25
Credit Europe Ban   15.00     4/6/2018    RUB   60.01
Maritime Joint St   12.00     3/9/2016    RUB   60.00
Probanka dd          1.36                 EUR   44.13
Lehman Brothers T    4.00    7/20/2012    EUR    3.10
Araratbank OJSC      8.50    6/13/2016    USD   25.44
Svensk Exportkred    0.50    8/25/2021    ZAR   58.69
Lehman Brothers T    5.55    3/12/2015    EUR    3.10
UniCredit Bank AG    4.20    8/29/2016    EUR   69.02
Svensk Exportkred    0.50    6/29/2029    AUD   70.08
UniCredit Bank Au    0.33    1/22/2031    EUR   68.00
Cerruti Finance S    6.50    7/26/2004    EUR    1.47
Landesbank Hessen    4.75   11/10/2016    EUR   74.60
Immigon Portfolio    5.45     8/2/2019    EUR   72.70
Gold-Zack AG         7.00   12/14/2005    EUR   12.06
Province of Trevi    0.09   12/31/2034    EUR   61.17
Bank Julius Baer     9.75    3/18/2016    CHF   72.70
Lehman Brothers T    7.38    9/20/2008    EUR    3.10
Agentstvo po Ipot   12.50    4/18/2018    RUB   61.30
RSL Communication   12.00    11/1/2008    USD    0.00
Barclays Bank PLC    0.50    3/26/2021    MXN   74.34
HSBC Bank PLC        0.50    5/29/2020    IDR   65.94
Wlodarzewska SA      9.23    5/15/2016    PLN   22.10
Banca di Cividale    0.03    10/2/2036    EUR   46.98
Lehman Brothers T    4.80   11/16/2012    HKD    3.10
Credit Suisse AG/    1.64     6/1/2042    USD   48.56
Lehman Brothers T    4.20    12/3/2008    HKD   16.25
Landesbank Hessen    5.50    5/27/2016    EUR   71.00
HSBC Bank PLC        0.50    12/8/2026    AUD   64.55
Getin Noble Bank     4.80    11/9/2020    PLN   70.00
ECA                  2.50     1/1/2018    EUR   11.30
Credit Suisse AG/    7.80    7/31/2020    USD    9.06
UBS AG/London       10.50     3/4/2016    CHF   60.64
Credit Suisse AG/    7.25     9/6/2016    CHF   70.70
Lehman Brothers T    4.35     8/8/2016    SGD   14.13
Eksportfinans ASA    0.25    7/14/2033    CAD   14.88
Hellas Telecommun    8.50   10/15/2013    EUR    0.01
Lehman Brothers T    8.25     2/3/2016    EUR    3.10
Russian Highways    12.40    4/22/2042    RUB    6.45
Cooperatieve Rabo    0.50    8/21/2028    MXN   44.82
MirLand Developme    7.21    5/31/2020    ILS   23.73
DekaBank Deutsche    0.12    6/23/2034    EUR   70.82
LBI HF               7.43                 USD    0.00
Bosnia & Herzegov    2.50    6/30/2023    BAM   75.00
Enemona AD-Kozlod   10.00    4/28/2017    BGN    0.10
Nordea Bank Finla    1.96   10/20/2019    SEK   71.14
UniCredit Bank AG    5.20    6/20/2016    EUR   51.81
UBS AG/London       23.75    6/24/2016    EUR   45.77
Lehman Brothers T   16.00    10/8/2008    CHF    3.10
Lehman Brothers T    7.60    1/31/2013    AUD    3.10
Lehman Brothers T    2.00    6/28/2011    EUR    3.10
Credit Suisse AG/    8.00     2/8/2016    USD   43.74
Notenstein La Roc    9.00     8/8/2016    USD   68.14
SG Issuer SA         3.00    7/10/2020    EUR   73.59
SG Issuer SA         5.50    4/10/2021    EUR   59.96
Lehman Brothers T    4.05    9/16/2008    EUR    3.10
Exane Finance        5.00   12/20/2019    SEK   60.44
Leonteq Securitie   20.00    3/15/2016    CHF   60.79
Immigon Portfolio    4.81    7/29/2025    EUR   61.00
Vontobel Financia    6.70    4/22/2016    EUR   61.29
Leonteq Securitie    7.60    2/23/2016    USD   73.20
BNP Paribas SA       0.50    11/6/2018    TRY   72.87
WGZ-Bank AG Westd    5.75    6/22/2016    EUR   74.31
LBBW                 4.00    4/22/2016    EUR   54.25
Credit Suisse AG/   10.20    4/14/2016    EUR   68.99
City of Alba Iuli    2.50    4/15/2025    RON   66.00
Raiffeisen Centro    2.40   12/19/2016    EUR   39.08
UBS AG/London       10.00   11/25/2016    CHF   68.74
UniCredit Bank AG    2.51    7/20/2022    EUR   64.16
Raiffeisen Centro    6.50    7/28/2016    EUR   70.94
Credit Agricole C    2.00     7/9/2020    BRL   62.22
Espirito Santo Fi    5.63    7/28/2017    EUR    3.56
Immigon Portfolio    5.26     2/5/2025    EUR   58.25
Lehman Brothers T    7.00    9/20/2011    USD    3.10
Kerdos Group SA      8.00    4/30/2016    PLN   42.00
Immigon Portfolio    0.91    5/20/2025    EUR   37.25
Immigon Portfolio    4.21    1/25/2033    EUR   37.88
ffk environment G    7.25     6/1/2016    EUR    3.22
Credit Suisse AG/    7.00    3/21/2016    CHF   57.60
DekaBank Deutsche    3.40    6/24/2016    EUR   44.13
Credit Suisse AG/   14.00    5/12/2016    USD   51.37
Lehman Brothers T   10.00   10/22/2008    USD    3.10
Municipality Fina    0.50    7/30/2029    AUD   68.13
Lehman Brothers T    4.00    2/28/2010    EUR    3.10
Erste Group Bank     6.50    4/17/2016    EUR   60.85
UBS AG/London       10.50    5/23/2016    CHF   74.35
DekaBank Deutsche    3.20    1/14/2019    EUR   63.96
Russian Railways    12.40    2/28/2040    RUB   60.01
SG Issuer SA         4.21    7/10/2020    EUR   47.41
UBS AG/London        8.25    8/19/2016    CHF   43.22
Housing Financing    2.70     1/1/2020    ISK   54.13
Notenstein La Roc    5.04     3/2/2016    EUR   66.84
Banque Cantonale     1.00     7/7/2016    CHF   12.67
Municipality Fina    0.50   12/15/2020    BRL   55.33
MirLand Developme    6.50    2/29/2016    ILS   10.00
Bank Julius Baer     8.65    12/5/2016    CHF   74.05
Svensk Exportkred    0.50    6/20/2029    AUD   67.74
Tatfondbank PJSC    13.50    5/28/2025    RUB   60.15
Leonteq Securitie   10.00     4/7/2016    CHF   66.09
Credit Suisse AG/    6.25    3/29/2016    CHF   63.14
Credit Suisse AG/    8.00    2/16/2016    CHF   65.45
Bank Julius Baer     9.70    2/19/2016    EUR   60.95
Bank J Safra Sara    8.30    2/17/2016    CHF   65.38
Vontobel Financia    5.40     3/3/2017    EUR   74.43
Northland Resourc   12.25    3/26/2016    USD    1.00
Russian Post FGUP   12.00   10/18/2019    RUB   61.00
Credit Suisse AG/    7.25    4/21/2016    EUR   68.37
Lehman Brothers T    4.60     7/6/2016    EUR    3.33
Konservenfabrik Z    8.00     4/1/2016    EUR    0.00
Notenstein Financ    7.19     5/6/2019    EUR   40.39
Landesbank Hessen    5.75    2/12/2016    EUR   73.40
Lehman Brothers T    4.15    8/25/2020    EUR    3.10
Vontobel Financia   13.95   12/23/2016    EUR   55.75
Zurcher Kantonalb   12.29    4/22/2016    EUR   62.97
Lloyds Bank PLC      0.50    4/24/2019    BRL   66.72
HSBC Trinkaus & B   12.50    9/23/2016    EUR   61.28
Vontobel Financia    7.65    12/9/2016    EUR   58.88
Deutsche Bank AG     7.20    7/26/2017    EUR   65.60
Leonteq Securitie    6.00   11/28/2016    CHF   74.50
Vontobel Financia    8.35   12/23/2016    EUR   67.62
Immigon Portfolio    1.16     2/8/2019    EUR   71.50
Driver & Bengsch     8.50   12/31/2027    EUR    0.00
Kaupthing Bank eh    3.75    2/15/2024    ISK   17.63
Municipality Fina    0.50    4/26/2022    ZAR   54.37
World of Building    7.70    6/25/2019    RUB    1.15
ING Bank NV          5.05    10/7/2024    EUR   53.35
Zurcher Kantonalb    5.25    11/1/2016    CHF   36.33
Leonteq Securitie    6.70     6/6/2016    USD   39.52
DekaBank Deutsche    3.00     5/4/2018    EUR   65.92
Notenstein La Roc    4.90    8/15/2017    CHF   66.34
Nordea Bank Finla    8.00    9/10/2016    SEK   70.20
Bayerische Landes    3.70     6/3/2016    EUR   57.23
Municipality Fina    0.50   12/14/2018    TRY   73.83
SAir Group           2.75    7/30/2004    CHF   11.13
Leonteq Securitie    7.00    7/28/2017    CHF   70.87
UBS AG               7.00     9/9/2016    EUR   69.95
BNP Paribas Emiss    5.30    3/29/2024    EUR   66.86
Credit Suisse AG/    6.00    10/3/2016    EUR   45.31
Landesbank Hessen    6.30   10/17/2016    EUR   49.90
Vontobel Financia    8.50    7/22/2016    EUR   51.86
Zurcher Kantonalb    3.00     3/7/2016    CHF   47.16
Credit Suisse AG/    7.00    2/17/2016    CHF   70.30
Raiffeisen Centro    6.70    3/13/2017    EUR   52.18
Banque Cantonale     8.20     3/3/2016    EUR   59.50
Immigon Portfolio    3.09   10/15/2020    EUR   66.13
BKZ Finance OAO     17.00   12/20/2019    RUB   60.00
Zurcher Kantonalb   10.90     6/3/2016    CHF   65.81
Societe Generale     9.00    4/29/2016    CHF   51.80
Lehman Brothers T    8.50     7/5/2016    EUR   14.13
Credit Suisse AG/    7.50    4/25/2016    CHF   64.14
LBBW                 9.35    9/23/2016    EUR   65.86
Landesbank Hessen    4.00    2/19/2016    EUR   62.30
Lehman Brothers T    6.00    2/14/2012    EUR    3.10
Kommunalbanken AS    0.50    11/8/2018    BRL   70.53
Barclays Bank PLC    8.50    9/16/2016    USD    8.23
Bank Julius Baer    10.20    7/27/2016    EUR   69.65
BNP Paribas Emiss   12.00   12/22/2016    EUR   62.08
Societe Generale     0.50     4/3/2023    RUB   46.71
Lehman Brothers T    5.25     4/1/2023    EUR    3.10
Getin Noble Bank     4.79     6/5/2020    PLN   70.01
Immigon Portfolio    0.87     7/3/2019    EUR   68.00
Republika Srpska     1.50    9/26/2027    BAM   74.70
Immigon Portfolio    4.80     5/9/2025    EUR   55.88
Lehman Brothers T    5.00    8/16/2017    EUR   14.13
Codere Finance Lu    8.25    6/15/2015    EUR   70.00
Credit Europe Ban   15.00    3/22/2018    RUB   60.31
UniCredit Bank AG    5.00    6/16/2016    EUR   57.20
Bayerische Landes    4.00    9/16/2016    EUR   70.10
Lehman Brothers T    1.00    2/26/2010    USD    3.10
Lehman Brothers T    5.00   11/22/2012    EUR    3.10
Credit Suisse AG/    7.25   11/23/2016    CHF   67.31
Lehman Brothers T    3.00    6/23/2009    EUR   14.13
Heta Asset Resolu    0.21    8/21/2017    EUR   70.00
Societe Generale     1.35    3/31/2034    USD   65.75
Leonteq Securitie    8.76    7/21/2016    USD   54.54
Vontobel Financia   11.00    4/22/2016    EUR   48.11
Leonteq Securitie   16.40    9/15/2016    CHF   48.86
Credit Suisse AG/    8.00    6/20/2016    CHF   67.26
Deutsche Bank AG/    0.50    3/14/2019    BRL   66.83
Credit Suisse AG/    7.50    5/23/2016    USD   72.90
Banque Cantonale     5.65    5/18/2016    CHF   74.08
Leonteq Securitie    5.20    5/29/2019    CHF   73.10
Bank Julius Baer    11.10    4/14/2016    EUR   39.80
Leonteq Securitie   17.00     5/4/2016    CHF   69.32
HSBC Trinkaus & B   12.40    6/24/2016    EUR   66.30
LBBW                 3.50    7/28/2017    EUR   73.25
LBBW                 4.80    6/23/2017    EUR   67.93
Bank Julius Baer     5.60     5/9/2016    USD   74.35
HSBC Trinkaus & B    9.00    6/24/2016    EUR   73.60
Credit Suisse AG/   15.25    6/29/2016    USD   40.95
BNP Paribas Emiss   12.00    3/24/2016    EUR   67.89
UBS AG/London       11.25     4/1/2016    CHF   64.17
Credit Suisse AG/   10.35    5/30/2016    CHF   58.22
UBS AG               8.25    3/29/2016    EUR   70.90
Lehman Brothers T    9.00    3/17/2009    GBP    3.10
BNP Paribas Emiss    2.65    6/30/2022    EUR   61.92
Lehman Brothers T   11.00     5/9/2020    USD    3.10
Immigon Portfolio    0.83    2/11/2019    EUR   70.25
Lloyds Bank PLC      0.50    7/26/2028    MXN   46.63
Dresdner Bank AG     0.58   11/19/2029    EUR   53.50
Drangedal Spareba    2.29                 NOK   71.66
BNP Paribas Emiss    2.10   12/30/2020    EUR   69.21
Svensk Exportkred    0.50    8/28/2018    BRL   70.58
Credit Suisse AG/    6.50    7/15/2016    CHF   74.03
Credit Suisse AG/    7.00     3/9/2016    CHF   56.95
Lehman Brothers T    2.50    11/9/2011    CHF    3.10
Lehman Brothers T    8.00   12/31/2010    USD    3.10
Lehman Brothers T    7.00    2/15/2010    CHF    3.10
HSBC Bank PLC        0.50   10/30/2026    NZD   63.34
Bank ZENIT PJSC      8.50    6/14/2024    RUB   60.01
Hypo Tirol Bank A    0.02     6/1/2033    EUR   74.00
Lehman Brothers T    4.87    10/8/2013    USD    3.10
Deutsche Bank AG     8.20    9/20/2016    EUR   65.90
Bank Julius Baer     7.80   10/14/2016    CHF   58.05
Notenstein La Roc    6.50    9/27/2016    CHF   66.35
Credit Suisse AG/   12.20     6/3/2016    EUR   57.58
Leonteq Securitie    5.00   12/12/2016    CHF   74.20
Notenstein La Roc    4.00    3/13/2018    CHF   74.37
Bank Julius Baer    12.90     3/4/2016    USD   28.55
DZ Bank AG Deutsc    8.00    3/29/2016    EUR   59.51
Norddeutsche Land    5.00     6/3/2016    EUR   65.13
DZ Bank AG Deutsc    4.00    5/20/2016    EUR   55.30
Credit Suisse AG/    6.00    12/2/2016    EUR   49.29
Societe Generale     0.52    5/20/2016    USD   43.02
Societe Generale    12.50    4/29/2016    USD   46.60
Barclays Bank PLC    2.50     3/7/2017    EUR   51.91
UBS AG/London        8.99     6/3/2016    USD    2.54
Goldman Sachs & C    9.00    2/24/2016    EUR   71.47
Lehman Brothers T    5.00   10/24/2008    CHF    3.10
Lehman Brothers T   11.00   12/19/2011    USD    3.10
UBS AG/London        6.50     8/5/2016    CHF   60.88
Credit Suisse AG/    7.00    8/25/2016    CHF   55.72
Russian Railways    16.00    5/29/2035    RUB   13.13
Immigon Portfolio    2.00    4/24/2020    EUR   65.25
BAWAG PSK Versich    1.33                 EUR   52.62
Lehman Brothers T    4.05    9/16/2008    EUR    3.10
Lehman Brothers T    1.68     3/5/2015    EUR    3.10
Lehman Brothers T    6.00   12/30/2017    EUR    3.10
ECM Real Estate I    5.00    10/9/2011    EUR   10.38
Societe Generale     0.50     8/4/2021    BRL   50.20
Raiffeisen-Landes    5.00     9/2/2024    EUR   70.99
Svensk Exportkred    0.50    6/28/2022    ZAR   53.30
HSBC Bank PLC        0.50    1/31/2020    BRL   61.30
Societe Generale     0.50     7/6/2021    BRL   50.69
Credit Suisse AG/    5.50    6/13/2016    CHF   50.29
UBS AG/London       24.75    3/29/2016    EUR   29.09
Credit Suisse AG/    8.50    2/29/2016    USD   46.80
UniCredit Bank AG    4.00    6/23/2016    EUR   57.08
Svensk Exportkred    0.50    3/15/2022    ZAR   55.05
Svensk Exportkred    0.50    6/26/2019    TRY   68.63
Heta Asset Resolu    0.11     7/1/2017    EUR   72.25
Lehman Brothers T    8.88    1/28/2011    HKD   14.13
Lehman Brothers T    2.30    4/28/2014    JPY    3.10
Getin Noble Bank     4.52   12/21/2020    PLN   70.00
BNP Paribas SA       0.50   12/20/2018    BRL   68.31
Societe Generale     7.20     3/2/2016    EUR   68.22
Bank Julius Baer     5.25    3/31/2016    EUR   61.15
Credit Suisse AG/    5.13     4/3/2018    CHF   67.83
Notenstein La Roc    3.00     4/9/2018    CHF   73.89
HSBC Trinkaus & B    9.80    3/25/2016    EUR   47.67
DZ Bank AG Deutsc    5.25    6/24/2016    EUR   73.79
Credit Suisse AG/    7.50   12/22/2016    USD   72.44
BNP Paribas Emiss   10.00   12/22/2016    EUR   72.34
DekaBank Deutsche    2.75     2/2/2018    EUR   55.38
EFG International    7.20    2/25/2019    EUR   29.45
Notenstein La Roc    8.16    3/16/2016    CHF   71.37
Ipotechny Agent U    3.00   10/15/2047    RUB   28.36
Vontobel Financia    6.00    5/27/2016    EUR   34.61
HSBC Trinkaus & B    4.00    5/29/2017    EUR   66.51
Bayerische Landes    2.20    5/20/2016    EUR   55.16
Leonteq Securitie    9.20     5/5/2017    USD   69.92
UBS AG/London        3.30    8/24/2016    EUR   63.61
Deutsche Bank AG     7.20    3/22/2016    EUR   55.00
Lehman Brothers T    5.10    6/22/2046    EUR    3.10
UniCredit Bank AG    4.80    3/24/2016    EUR   71.42
BNP Paribas Emiss    8.00   12/22/2016    EUR   67.32
Leonteq Securitie   29.61   10/26/2017    EUR    7.54
Bank Julius Baer    11.40     2/6/2017    USD   65.00
Goldman Sachs & C    5.00    7/20/2016    EUR   61.45
Goldman Sachs & C    5.00    8/24/2016    EUR   61.78
Vontobel Financia    6.00   12/23/2016    EUR   65.26
Lehman Brothers T   11.00    6/29/2009    EUR    3.10
Lehman Brothers T    4.00   11/24/2016    EUR    3.10
iMoneyBank KB OOO   16.00   10/27/2016    RUB   60.01
Bank Julius Baer    11.00    2/14/2017    USD   65.45
UBS AG/London        8.00    8/26/2016    CHF   45.11
Goldman Sachs & C    6.00    8/24/2016    EUR   71.13
Goldman Sachs & C    4.00    8/24/2016    EUR   61.24
Goldman Sachs & C    4.00    8/24/2016    EUR   52.70
SU-155 KAPITAL OO   13.25    2/23/2016    RUB    5.00
Lehman Brothers T    6.70    4/21/2011    USD    3.10
Agentstvo po Ipot    9.91    11/1/2032    RUB   23.02
Immigon Portfolio    1.75     9/9/2020    EUR   62.00
City of Siret Rom    2.77     3/1/2028    RON   62.00
Kerdos Group SA      8.00    5/31/2016    PLN   75.00
Araratbank OJSC      8.00    6/10/2018    USD   25.58
Lehman Brothers T   10.00     1/3/2012    BRL    3.10
Lehman Brothers T    2.50    8/23/2012    GBP    3.10
Sparebanken Din      2.40                 NOK   70.57
Central European     7.80    4/10/2016    ILS    7.00
Lehman Brothers T    4.00   10/12/2010    USD    3.10
Lehman Brothers T    8.00   10/23/2008    USD    3.10
Lehman Brothers T    4.60   10/11/2017    ILS   14.13
Lehman Brothers T   12.22   11/21/2017    USD    3.10
SG Issuer SA         5.05    4/10/2025    EUR   55.56
BNP Paribas Emiss    2.35    6/30/2021    EUR   69.48
Bank Julius Baer     7.50    9/30/2016    EUR   64.55
Ipotechny Agent M    7.00    9/17/2028    RUB   60.13
LBBW                 5.20    6/24/2016    EUR   45.73
EFG International    6.48    5/29/2018    EUR    9.96
Goldman Sachs Int    0.67     6/8/2020    GBP   74.00
Notenstein La Roc    6.50     7/2/2018    USD   59.06
Notenstein La Roc    9.10    8/29/2016    CHF   61.48
Bank Julius Baer     8.20    8/29/2016    CHF   59.75
Societe Generale     5.99     2/9/2016    USD   39.72
WGZ-Bank AG Westd    5.00    6/10/2016    EUR   60.23
Leonteq Securitie    8.16    4/14/2016    EUR   65.36
Barclays Bank PLC    8.10    4/15/2016    USD   56.50
Bank Julius Baer     8.85    11/3/2016    USD   71.05
Credit Suisse AG/   10.50     5/3/2016    USD   29.39
DekaBank Deutsche    7.15   10/27/2017    EUR   52.03
Leonteq Securitie   10.80     3/1/2016    CHF   74.10
HSBC Bank PLC        0.50   11/25/2025    BRL   31.87
BNP Paribas Emiss   19.00    6/22/2017    EUR   74.96
Lehman Brothers T   13.00    2/16/2009    CHF    3.10
Lehman Brothers T   23.30    9/16/2008    USD    3.10
HSBC Bank PLC        0.50    12/7/2018    BRL   70.56
Municipality Fina    0.50   11/21/2018    TRY   74.27
LBBW                 3.00    4/29/2019    EUR   68.89
Boomerang SA         9.70    3/28/2016    PLN   70.00
Lehman Brothers T    5.22     3/1/2024    EUR    3.10
LBI HF               8.65     5/1/2011    ISK    8.50
Kerdos Group SA      8.00     3/9/2018    PLN   49.00
Commerzbank AG       4.60     4/7/2016    EUR   54.53
UBS AG/London       10.00    7/15/2016    CHF   63.17
Bank J Safra Sara    9.60   10/17/2016    CHF   70.99
UBS AG               6.50   11/25/2016    EUR   66.17
IT Holding Financ    9.88   11/15/2012    EUR    0.26
PKVIT OOO           11.00   10/14/2020    RUB   64.00
Leonteq Securitie   17.00    10/5/2016    CHF   73.04
Lehman Brothers T    5.00    3/18/2015    EUR   14.13
Bank Julius Baer     5.50    11/6/2017    CHF   63.80
Vontobel Financia   11.15    3/29/2016    EUR   57.10
HSBC Trinkaus & B   13.20    2/26/2016    EUR   57.48
UBS AG/London        9.25    6/10/2016    CHF   46.36
BNP Paribas Emiss    7.00   12/22/2016    EUR   42.89
DZ Bank AG Deutsc    5.50    8/31/2016    EUR   62.64
Credit Suisse AG/   10.00     7/7/2016    USD   63.93
Bank Julius Baer     7.76    3/24/2016    CHF   49.65
Leonteq Securitie    3.50    4/10/2018    EUR   49.44
UBS AG/London       24.50    9/23/2016    EUR   68.61
Leonteq Securitie    5.84     9/5/2016    USD   48.25
Norddeutsche Land    4.75     6/3/2016    EUR   70.95
Credit Suisse AG/    8.00    2/18/2016    EUR   73.05
UBS AG/London        9.00    2/11/2016    CHF   68.73
Bank Julius Baer    16.30    2/24/2016    CHF   60.95
Banque Cantonale     7.50    2/17/2016    EUR   56.82
UniCredit Bank AG    5.00    6/25/2019    EUR   62.72
Leonteq Securitie   12.00     3/9/2016    CHF   37.06
Banque Cantonale    11.95    2/26/2016    USD   57.65
Credit Suisse AG/    6.25    9/26/2016    CHF   63.87
Zurcher Kantonalb    9.40    9/19/2016    CHF   68.50
Ipotechny Agent A    3.00    5/10/2047    RUB   52.44
BNP Paribas SA       0.50   11/16/2032    MXN   34.65
Immigon Portfolio    2.15    3/25/2019    EUR   73.13
Credit Suisse AG/    8.00   11/21/2016    EUR   51.76
Credit Suisse AG/    6.25    5/26/2017    CHF   69.26
Vontobel Financia   21.65    3/29/2016    EUR   49.79
DekaBank Deutsche    5.60   11/21/2016    EUR   70.60
Skue Sparebank       2.28                 NOK   71.92
Leonteq Securitie   11.00     5/4/2016    USD   31.89
Lehman Brothers T    6.50    7/24/2026    EUR    3.10
Credit Suisse AG/    6.25   10/31/2016    EUR   48.61
Notenstein La Roc    5.52   10/24/2016    EUR   69.77
Vontobel Financia    9.75    3/29/2016    EUR   74.74
WGZ-Bank AG Westd    5.00    3/15/2016    EUR   61.66
EFG International    6.26     5/7/2018    EUR   71.31
Deutsche Bank AG     5.20    3/23/2016    EUR   55.96
Zurcher Kantonalb    8.52    4/15/2016    CHF   70.98
HSBC Trinkaus & B    5.00    1/30/2018    EUR   57.52
Deutsche Bank AG     4.20    6/21/2016    EUR   71.10
Vontobel Financia    8.00    2/26/2016    EUR   70.24
Erste Group Bank     6.50    2/27/2016    EUR   66.10
DZ Bank AG Deutsc    8.00    3/21/2016    EUR   74.16
EFG International   12.86   10/30/2017    EUR   29.70
Leonteq Securitie   10.00     9/8/2016    CHF   65.68
Commerzbank AG       1.00   11/28/2016    EUR   34.12
UBS AG               2.75    8/18/2016    USD    5.49
Lehman Brothers T    2.50   12/15/2011    GBP    3.10
Totens Sparebank     2.75                 NOK   69.86
LBBW                 3.00    9/27/2019    EUR   72.83
Zurcher Kantonalb    5.80    8/21/2017    CHF   69.88
SG Issuer SA         4.66    7/10/2020    SEK   73.00
SG Issuer SA         4.57    7/10/2020    EUR   73.49
UBS AG/London       10.00    7/22/2016    USD   64.61
Credit Suisse AG/    5.00    8/10/2016    CHF   72.36
Societe Generale     0.50    4/30/2023    RUB   46.15
Societe Generale     0.50    6/12/2023    RUB   45.54
Lehman Brothers T    4.82   12/18/2036    EUR    3.10
Lehman Brothers T   12.00    7/13/2037    JPY    2.14
Immigon Portfolio    0.89     3/1/2021    EUR   56.13
Immigon Portfolio    5.05     8/5/2030    EUR   46.13
Lehman Brothers T    3.20    3/19/2018    JPY    3.10
Lehman Brothers T    4.69    2/19/2017    EUR    3.10
Lehman Brothers T    7.50     5/2/2017    EUR    3.10
Lehman Brothers T   13.50   11/28/2008    USD    3.10
Lehman Brothers T    6.00    5/23/2018    CZK    3.10
Lehman Brothers T    1.28    11/6/2010    JPY   14.13
BNP Paribas SA       0.50    9/29/2029    AUD   56.75
Melhus Sparebank     2.70    9/16/2024    NOK   69.48
LBBW                 5.25    2/26/2016    EUR   48.18
LBBW                 5.00    4/22/2016    EUR   48.40
LBBW                 3.25    1/26/2018    EUR   62.39
LBBW                 4.00    7/22/2016    EUR   69.86
Credit Suisse AG/    6.38    6/20/2016    CHF   72.07
Landesbank Hessen    3.45     7/7/2016    EUR   63.00
Bank Julius Baer     1.85    9/23/2019    USD   74.55
UBS AG/London        5.00   12/23/2016    EUR   69.71
Credit Suisse AG/    8.00     3/1/2016    CHF   74.46
Credit Suisse AG/    7.13     3/9/2016    CHF   74.25
Credit Suisse AG/    7.38    3/18/2016    CHF   73.43
UniCredit Bank AG    4.40    9/19/2018    EUR   67.19
Notenstein La Roc    7.25    4/22/2016    CHF   68.45
Leonteq Securitie   10.94     4/7/2016    USD   58.69
Credit Suisse AG/    7.00    5/10/2016    CHF   59.76
Lehman Brothers T   14.90   11/16/2010    EUR    3.10
Lehman Brothers T    5.50    4/23/2014    EUR    3.10
Lehman Brothers T   17.00     6/2/2009    USD    3.10
Strommen Spareban    2.37                 NOK   38.53
Municipality Fina    0.50   12/28/2018    IDR   75.17
LBBW                 2.50    1/25/2019    EUR   65.37
Credit Suisse AG/    7.50    2/15/2016    EUR   53.01
Landesbank Hessen    5.00   10/17/2017    EUR   63.18
UNGP-Finance OOO    10.00    4/20/2021    RUB   60.00
BNP Paribas SA       0.50    2/13/2024    NZD   71.98
LBI HF               5.08     3/1/2013    ISK    8.50
Credit Suisse AG/    6.50    7/21/2016    CHF   73.17
Credit Suisse AG/    7.25    7/22/2016    EUR   70.51
LBBW                 5.50    2/24/2017    EUR   66.17
Bayerische Landes    3.70    10/7/2016    EUR   68.03
Credit Suisse AG/    7.00    10/3/2016    CHF   63.09
EFG International    9.10    3/23/2016    USD   39.82
Leonteq Securitie    5.00     4/9/2019    CHF   72.00
Bayerische Landes    3.70    11/4/2016    EUR   64.17
Credit Suisse AG/    8.05    9/27/2016    CHF   37.63
Bank Julius Baer     9.90   11/11/2016    USD   62.90
UBS AG               9.50    6/24/2016    EUR   69.59
Deutsche Bank AG     4.40    6/27/2016    EUR   56.38
Leonteq Securitie    8.00    3/31/2017    CHF   69.34
Leonteq Securitie    4.75    3/30/2016    CHF   73.67
Zurcher Kantonalb    4.26    12/9/2016    CHF   74.35
Vontobel Financia    6.70     2/9/2016    EUR   51.43
UBS AG/London        6.25    2/11/2016    CHF   66.99
Landesbank Hessen    3.60    6/13/2016    EUR   52.50
UBS AG/London        2.60     9/9/2016    EUR   70.19
Vontobel Financia    8.00    4/22/2016    EUR   54.03
HSBC Trinkaus & B    6.40    6/24/2016    EUR   68.58
HSBC Bank PLC        0.50   12/20/2018    RUB   73.06
Bayerische Landes    4.60    6/10/2016    EUR   68.96
DZ Bank AG Deutsc    7.30    9/19/2016    EUR   68.82
EFG International    7.19     5/6/2019    EUR   30.05
Zurcher Kantonalb   11.60   10/31/2016    CHF   68.93
Bayerische Landes    3.10    11/4/2016    EUR   55.68
Credit Suisse AG/    5.38    10/9/2017    CHF   68.28
Immigon Portfolio    4.90    8/18/2025    EUR   61.30
UniCredit Bank AG    4.00    6/24/2016    EUR   60.43
BNP Paribas Emiss    5.40    2/25/2016    EUR   50.98
EFG International    7.20    2/25/2019    EUR   49.06
Barclays Bank PLC   11.00    5/31/2016    USD    4.73
Credit Suisse AG/    8.00    7/18/2016    EUR   53.27
DekaBank Deutsche    5.50    7/22/2016    EUR   70.51
Bank Julius Baer     6.60    8/26/2016    EUR   73.85
Union Technologie    0.10     1/1/2020    EUR    5.30
DOMO OJSC           15.00    5/11/2016    RUB   60.00
Steiermaerkische     1.25                 EUR   43.25
Lehman Brothers T    1.50     2/8/2012    CHF    3.10
HSBC Bank PLC        0.50    12/8/2020    BRL   56.23
Nutritek Internat    8.75   12/11/2008    USD    2.00
Vontobel Financia   11.50   12/23/2016    EUR   68.32
Vontobel Financia    9.50   12/23/2016    EUR   70.16
Immigon Portfolio    3.50    5/23/2022    EUR   57.38
Barclays Bank PLC    0.50    3/19/2021    MXN   74.43
DZ Bank AG Deutsc    6.00    1/27/2017    EUR   73.45
HSBC Trinkaus & B    6.00    12/6/2016    EUR   45.44
Banque Cantonale     3.50    6/12/2017    USD   60.65
UBS AG/London        5.00   12/22/2017    EUR   73.43
Banque Cantonale     8.40    2/29/2016    EUR   67.89
Credit Suisse AG/    7.25     4/1/2016    CHF   59.18
Bank Julius Baer     5.70     4/4/2016    EUR   73.75
HSBC Trinkaus & B    5.00   11/14/2016    EUR   54.44
Leonteq Securitie    9.07     5/3/2016    GBP   57.44
Lehman Brothers T    6.00   10/30/2012    USD    3.10
Lehman Brothers T    0.50   12/20/2017    AUD    3.10
Lehman Brothers T    8.00    2/16/2016    EUR    3.10
Lehman Brothers T   16.00   10/28/2008    USD    3.10
Lehman Brothers T   12.40    6/12/2009    USD    3.10
Lehman Brothers T    5.50     7/8/2013    EUR    3.10
Lehman Brothers T    7.75     1/3/2012    AUD    3.10
Windreich GmbH       6.25     3/1/2015    EUR   10.88
Bank Julius Baer     6.50    12/2/2016    EUR   73.80
Lehman Brothers T    1.95    11/4/2013    EUR    3.10
KPNQwest NV          8.88     2/1/2008    EUR    0.53
Heta Asset Resolu    0.20    8/28/2017    EUR   72.25
Goldman Sachs & C   25.00    5/25/2016    EUR   59.69
Lehman Brothers T    4.10    5/20/2009    USD    3.10
Vontobel Financia   10.00    9/23/2016    EUR   72.10
Bank Julius Baer     9.40   11/10/2016    CHF   55.60
Vontobel Financia    9.00    4/22/2016    EUR   63.46
Vontobel Financia    7.35   12/23/2016    EUR   70.47
Vontobel Financia    7.25    6/24/2016    EUR   73.79
DZ Bank AG Deutsc    9.25    6/24/2016    EUR   74.17
Vontobel Financia   17.10   12/23/2016    EUR   72.82
UBS AG/London        6.50    6/17/2016    CHF   73.62
BNP Paribas Emiss   16.00    3/24/2016    EUR   69.58
Goldman Sachs & C   14.00    3/22/2017    EUR   66.41
Commerzbank AG       7.25    2/25/2016    EUR   54.69
BNP Paribas Emiss    6.00   12/22/2016    EUR   73.66
Commerzbank AG       8.00    2/25/2016    EUR   67.91
Banque Cantonale     6.40     8/5/2016    CHF   62.57
HSBC Trinkaus & B   13.30    2/26/2016    EUR   62.25
Commerzbank AG       7.25    2/25/2016    EUR   72.93
Commerzbank AG       4.25    2/25/2016    EUR   68.64
Vontobel Financia    5.50    6/24/2016    EUR   46.90
Deutsche Bank AG    11.20    3/22/2016    EUR   61.50
BNP Paribas Emiss    6.00    6/23/2016    EUR   68.58
Lehman Brothers T    6.50    5/16/2015    EUR    3.10
UBS AG/London        3.90    12/9/2016    EUR   63.18
Lehman Brothers T    4.25    3/13/2021    EUR    3.10
Lehman Brothers T    1.75     2/7/2010    EUR    3.33
EFG International    6.00   11/30/2017    EUR   23.00
Credit Suisse AG/    3.50    6/12/2017    CHF   73.59
Goldman Sachs & C    8.00    4/20/2016    EUR   60.06
Notenstein La Roc    7.00    8/14/2017    CHF   74.12
Credit Suisse AG/    7.25    6/14/2017    CHF   74.32
DZ Bank AG Deutsc    7.10    3/21/2016    EUR   70.09
Lehman Brothers T    1.50   10/25/2011    EUR    3.10
LBBW                 3.35    2/24/2017    EUR   68.59
Goldman Sachs & C   23.00    7/20/2016    EUR   50.16
Credit Suisse AG/    8.25     9/5/2016    CHF   70.78
LBBW                 2.60    8/23/2019    EUR   66.74
LBBW                 2.60    8/23/2019    EUR   68.90
Commerzbank AG       7.00    7/21/2016    EUR   69.60
BNP Paribas Emiss    7.00   12/22/2016    EUR   66.13
Municipality Fina    0.50    2/22/2019    IDR   74.06
Lehman Brothers T   13.15   10/30/2008    USD    3.10
Lehman Brothers T    0.50     8/1/2020    EUR    3.10
Lehman Brothers T    6.00     8/7/2013    EUR    3.10
Lehman Brothers T    6.25     9/5/2011    EUR    3.10
Lehman Brothers T   16.80    8/21/2009    USD    3.10
Lehman Brothers T   14.10   11/12/2008    USD    3.10
Lehman Brothers T    5.25     7/8/2014    EUR    3.10
Lehman Brothers T    4.00    8/11/2010    USD   14.13
Lehman Brothers T    2.30     6/6/2013    USD    3.10
Lehman Brothers T    7.50    5/30/2010    AUD    3.10
Lehman Brothers T    4.30     6/4/2012    USD    3.10
Lehman Brothers T    4.00     6/5/2011    USD    3.10
Haltdalen Spareba    2.42                 NOK   55.34
Nesset Sparebank     2.47                 NOK   54.76
Lehman Brothers T    3.00    9/12/2036    JPY   14.13
Municipiul Timiso    1.03    5/15/2026    RON   65.10
Municipiul Timiso    1.03    5/15/2026    RON   64.50
Municipiul Timiso    1.03    5/15/2026    RON   65.12
HSBC Bank PLC        0.50    6/28/2019    IDR   72.60
Efesk Group         13.25    6/14/2016    RUB    2.10
Kommunalbanken AS    0.50    8/15/2018    BRL   73.44
Immigon Portfolio    4.50   10/21/2020    EUR   71.00
Lehman Brothers T    0.01    9/20/2011    USD    3.10
City of Predeal R    2.50    5/15/2026    RON   60.00
Immigon Portfolio    1.23    1/28/2019    EUR   71.88
Lehman Brothers T   10.00    6/11/2038    JPY    3.10
Immigon Portfolio    1.24     3/1/2022    EUR   52.13
Lehman Brothers T    7.25    6/20/2010    USD    3.10
Oravita City Coun    2.61    6/15/2027    RON   72.00
Lehman Brothers T    4.10    8/23/2010    USD    3.10
Lehman Brothers T    5.12    4/30/2027    EUR    3.10
Lehman Brothers T    7.75    2/21/2016    EUR    3.10
Lehman Brothers T    8.00   12/27/2032    JPY    3.10
Immigon Portfolio    0.68   10/15/2019    EUR   65.00
Bank Nederlandse     0.50    9/20/2022    MXN   70.64
Ladya Finans LLC    12.00   10/29/2021    RUB   60.01
Lehman Brothers T   15.00    3/30/2011    EUR    3.10
Lehman Brothers T    6.00    5/12/2017    EUR    3.10
Lehman Brothers T    4.10    2/19/2010    EUR    3.10
Lehman Brothers T    6.60    2/22/2012    EUR    3.10
Lehman Brothers T    5.20    3/19/2018    EUR    3.10
Lehman Brothers T   14.90    9/15/2008    EUR    3.10
Lehman Brothers T    3.50   10/31/2011    USD    3.10
Lehman Brothers T    3.50   10/24/2011    USD    3.10
Lehman Brothers T    0.25   10/19/2012    CHF    3.10
Lehman Brothers T    9.00    5/15/2022    USD    3.10
Lehman Brothers T    6.75     4/5/2012    EUR    3.10
Lehman Brothers T    5.00    4/24/2017    EUR    3.10
Lehman Brothers T    7.39     5/4/2017    USD    3.10
Lehman Brothers T    4.25    5/15/2010    EUR    3.10
Lehman Brothers T    3.35   10/13/2016    EUR    3.10
Lehman Brothers T    0.80   12/30/2016    EUR    3.10
Lehman Brothers T    4.00    5/30/2010    USD    3.10
Lehman Brothers T    4.00    5/17/2010    USD    3.10
Lehman Brothers T    2.48    5/12/2009    USD    3.10
Lehman Brothers T    2.25    5/12/2009    USD    3.10
Lehman Brothers T    7.50    6/15/2017    USD    3.10
Lehman Brothers T    8.60    7/31/2013    GBP    3.10
Lehman Brothers T    8.28    7/31/2013    GBP    3.10
Lehman Brothers T    7.50    7/31/2013    GBP    3.10
Lehman Brothers T    7.32    7/31/2013    GBP    3.10
Lehman Brothers T    4.10    6/10/2014    SGD   16.25
Immigon Portfolio    5.10     7/5/2022    EUR   66.00
Lehman Brothers T   13.00    7/25/2012    EUR    3.10
Lehman Brothers T   10.00     8/2/2037    JPY    3.10
Lehman Brothers T    3.00    8/13/2011    EUR    3.10
Lehman Brothers T    6.00    9/20/2011    EUR    3.10
Lehman Brothers T   18.25    10/2/2008    USD    3.10
Lehman Brothers T    3.40    9/21/2009    HKD    3.10
ECM Real Estate I    5.00    10/9/2011    EUR   10.38
Lehman Brothers T    1.50   10/12/2010    EUR    3.10
Lehman Brothers T    7.00   10/22/2010    EUR    3.10
Lehman Brothers T    4.60    11/9/2011    EUR   14.13
Lehman Brothers T    3.50   12/20/2027    USD    3.10
Lehman Brothers T    6.00    6/21/2011    EUR    3.10
Lehman Brothers T    2.00    6/21/2011    EUR    3.10
Immigon Portfolio    4.78     6/7/2030    EUR   44.75
Fonciere Volta SA    4.50    7/30/2020    EUR    2.36
2C Partners SA       9.50    3/17/2017    PLN   66.40
2C Partners SA       9.25    5/12/2017    PLN   64.02
BNP Paribas Emiss    3.45    6/30/2022    EUR   64.96
Westland Hypothee    3.25                 NLG   70.54
BNP Paribas Emiss   22.00    9/22/2016    EUR   65.91
BNP Paribas Emiss   12.00    3/24/2016    EUR   70.53
BNP Paribas Emiss   13.00    3/24/2016    EUR   67.68
BNP Paribas Emiss   16.00    3/24/2016    EUR   65.28
BNP Paribas Emiss   20.00    3/24/2016    EUR   63.22
BNP Paribas Emiss   24.00    3/24/2016    EUR   61.34
BNP Paribas Emiss    9.00    9/22/2016    EUR   73.62
BNP Paribas Emiss   12.00    9/22/2016    EUR   70.30
BNP Paribas Emiss   14.00    9/22/2016    EUR   69.16
BNP Paribas Emiss    8.00   12/22/2016    EUR   74.52
BNP Paribas Emiss    9.50   12/22/2016    EUR   73.30
BNP Paribas Emiss   10.00   12/22/2016    EUR   71.32
BNP Paribas Emiss   12.00   12/22/2016    EUR   70.76
BNP Paribas Emiss   19.00    3/24/2016    EUR   69.03
BNP Paribas Emiss   24.00    3/24/2016    EUR   65.70
BNP Paribas Emiss   12.00    6/23/2016    EUR   74.82
BNP Paribas Emiss   15.00    9/22/2016    EUR   71.43
BNP Paribas Emiss   21.00    3/24/2016    EUR   69.34
BNP Paribas Emiss   14.00    3/24/2016    EUR   70.97
BNP Paribas Emiss   19.00    3/24/2016    EUR   67.27
BNP Paribas Emiss   24.00    3/24/2016    EUR   65.26
BNP Paribas Emiss   27.00    3/24/2016    EUR   63.21
BNP Paribas Emiss   17.00    6/23/2016    EUR   69.76
BNP Paribas Emiss   21.00    6/23/2016    EUR   66.46
BNP Paribas Emiss   16.00    9/22/2016    EUR   70.54
BNP Paribas Emiss   17.00    9/22/2016    EUR   68.94
BNP Paribas Emiss   10.00   12/22/2016    EUR   74.83
BNP Paribas Emiss   14.00   12/22/2016    EUR   72.40
BNP Paribas Emiss   15.00   12/22/2016    EUR   71.14
BNP Paribas Emiss   16.00    3/24/2016    EUR   71.82
Vontobel Financia   28.05    3/29/2016    EUR   58.21
Vontobel Financia   22.50    6/24/2016    EUR   62.74
Vontobel Financia   14.50   12/23/2016    EUR   66.98
Vontobel Financia   12.55    3/29/2016    EUR   72.84
Vontobel Financia   17.60    3/29/2016    EUR   68.71
Vontobel Financia   20.00    3/29/2016    EUR   66.85
Vontobel Financia   22.40    3/29/2016    EUR   65.13
Vontobel Financia   25.05    3/29/2016    EUR   63.57
Vontobel Financia   18.55    6/24/2016    EUR   65.69
Vontobel Financia   16.50    6/24/2016    EUR   66.80
Vontobel Financia   14.50    6/24/2016    EUR   68.05
Vontobel Financia   11.00    6/24/2016    EUR   71.08
Vontobel Financia    9.50    6/24/2016    EUR   72.88
Vontobel Financia    8.00    6/24/2016    EUR   74.80
Vontobel Financia    8.00    9/23/2016    EUR   73.57
Vontobel Financia    9.50    9/23/2016    EUR   72.30
Vontobel Financia   11.50    9/23/2016    EUR   69.44
Vontobel Financia   14.50    9/23/2016    EUR   67.60
Vontobel Financia   15.50    9/23/2016    EUR   66.50
Vontobel Financia   17.00    9/23/2016    EUR   65.80
Vontobel Financia   18.50    9/23/2016    EUR   65.19
Vontobel Financia   12.00   12/23/2016    EUR   68.76
Vontobel Financia   13.00   12/23/2016    EUR   67.74
Vontobel Financia   14.00   12/23/2016    EUR   67.25
Vontobel Financia   15.00   12/23/2016    EUR   66.61
Vontobel Financia    7.50   12/23/2016    EUR   72.36
Vontobel Financia    6.50   12/23/2016    EUR   73.60
Goldman Sachs & C   15.00    6/22/2016    EUR   68.70
Goldman Sachs & C   15.00    3/23/2016    EUR   67.84
Goldman Sachs & C   22.00    9/21/2016    EUR   65.84
Goldman Sachs & C   18.00    6/22/2016    EUR   67.33
Vontobel Financia    4.95    4/22/2016    EUR   63.30
Vontobel Financia   11.60    3/11/2016    EUR   66.41
Vontobel Financia    8.40    6/10/2016    EUR   68.29
Vontobel Financia   11.30    6/10/2016    EUR   64.34
Vontobel Financia    9.75     9/9/2016    EUR   66.79
Vontobel Financia    7.65     9/9/2016    EUR   68.04
Vontobel Financia    7.05    12/9/2016    EUR   68.94
Vontobel Financia    8.65    12/9/2016    EUR   66.74
Deutsche Bank AG     4.20    3/22/2016    EUR   73.10
Deutsche Bank AG     4.20    3/22/2016    EUR   69.80
Deutsche Bank AG     4.20    6/21/2016    EUR   73.50
Deutsche Bank AG     4.20    6/21/2016    EUR   70.50
Vontobel Financia    5.40    3/11/2016    EUR   68.51
Vontobel Financia    6.35    6/10/2016    EUR   69.94
Vontobel Financia    9.20    6/10/2016    EUR   72.57
Vontobel Financia    8.50     9/9/2016    EUR   73.96
Vontobel Financia    6.45     9/9/2016    EUR   71.20
Vontobel Financia    6.20    12/9/2016    EUR   72.09
Vontobel Financia    9.10    3/11/2016    EUR   70.60
Vontobel Financia    7.60    12/9/2016    EUR   74.71
Vontobel Financia    5.70    3/10/2017    EUR   72.71
Vontobel Financia    5.90     6/9/2017    EUR   73.92
Deutsche Bank AG     4.20    9/20/2016    EUR   72.60
Deutsche Bank AG     4.20   12/20/2016    EUR   73.20
Deutsche Bank AG     4.20    9/20/2016    EUR   73.50
Deutsche Bank AG     6.20    9/20/2016    EUR   73.90
Deutsche Bank AG     4.20    9/20/2016    EUR   72.60
Deutsche Bank AG     6.20   12/20/2016    EUR   74.70
Deutsche Bank AG     4.20   12/20/2016    EUR   73.00
Deutsche Bank AG     6.20   10/26/2016    EUR   74.30
Deutsche Bank AG     5.20   10/26/2016    EUR   73.60
Deutsche Bank AG     6.20   10/26/2016    EUR   71.60
Deutsche Bank AG     5.20   10/26/2016    EUR   70.90
Deutsche Bank AG     6.20   11/23/2016    EUR   74.60
Deutsche Bank AG     5.20   11/23/2016    EUR   73.80
Deutsche Bank AG     5.20   11/23/2016    EUR   71.20
Deutsche Bank AG     6.20   11/23/2016    EUR   72.00
Deutsche Bank AG     6.20   10/26/2016    EUR   74.20
Deutsche Bank AG     5.20   10/26/2016    EUR   73.50
Deutsche Bank AG     6.20   10/26/2016    EUR   72.00
Deutsche Bank AG     5.20   10/26/2016    EUR   71.30
Deutsche Bank AG     6.20   10/26/2016    EUR   69.90
Deutsche Bank AG     5.20   10/26/2016    EUR   69.20
Deutsche Bank AG     6.20   11/23/2016    EUR   74.50
Deutsche Bank AG     5.20   11/23/2016    EUR   73.70
Deutsche Bank AG     5.20   11/23/2016    EUR   71.50
Deutsche Bank AG     6.20   11/23/2016    EUR   72.30
Deutsche Bank AG     5.20   11/23/2016    EUR   69.40
Deutsche Bank AG     6.20   11/23/2016    EUR   70.20
Lehman Brothers T    2.40    6/20/2011    JPY    3.10
Lehman Brothers T    1.60    6/21/2010    JPY    3.10
Immigon Portfolio    1.47    5/18/2020    EUR   63.50
Immigon Portfolio    1.47    5/18/2020    EUR   63.00
Immigon Portfolio    1.47    5/18/2020    EUR   63.50
Lehman Brothers T    5.25   11/21/2009    USD    3.10
Property Lease Fu    9.01     6/5/2016    PLN   20.00
Bank Nederlandse     0.50    9/20/2022    ZAR   53.63
HSBC Bank PLC        0.50    2/21/2019    BRL   69.57
Lehman Brothers T    9.25    6/20/2012    USD    3.10
Lehman Brothers T    3.00    9/13/2010    JPY   14.13
Bank Nederlandse     0.50    5/12/2021    ZAR   62.33
Barclays Bank PLC    1.64     6/3/2041    USD   72.81
DZ Bank AG Deutsc    6.00    6/23/2017    EUR   74.47
UBS AG/London        7.50    2/10/2017    EUR   68.72
UBS AG/London        5.30    4/18/2017    EUR   74.12
UBS AG/London        6.30    2/10/2017    EUR   74.64
UBS AG/London        5.00     7/8/2016    EUR   70.27
UBS AG/London        5.30    2/10/2017    EUR   73.28
UBS AG/London        8.40     7/8/2016    EUR   69.83
UBS AG/London        8.70     7/8/2016    EUR   73.50
UBS AG/London        7.40    2/10/2017    EUR   68.72
UBS AG/London        7.20    4/18/2017    EUR   69.59
UBS AG/London        7.30    4/18/2017    EUR   69.61
UBS AG/London        9.70     7/8/2016    EUR   73.29
UBS AG/London        8.70     7/8/2016    EUR   65.18
UBS AG/London       10.20     7/8/2016    EUR   65.93
Vontobel Financia    6.50     9/9/2016    EUR   74.49
Deutsche Bank AG     6.50    9/20/2016    EUR   75.00
Deutsche Bank AG     5.50    9/20/2016    EUR   74.40
Deutsche Bank AG     5.50   12/20/2016    EUR   74.60
Leonteq Securitie    5.02   12/11/2017    USD   73.51
UniCredit Bank AG    5.25    2/26/2016    EUR   55.71
LBBW                 3.85    8/25/2017    EUR   63.33
DekaBank Deutsche    4.00    8/19/2016    EUR   49.94
Leonteq Securitie    5.25    2/26/2016    CHF   54.37
Leonteq Securitie    3.90     3/1/2016    EUR   30.18
Leonteq Securitie    3.10     3/1/2016    EUR   20.00
LBBW                 3.33    9/23/2016    EUR   70.09
Vontobel Financia    4.45    4/15/2016    EUR   53.00
Leonteq Securitie    4.50     4/4/2016    EUR   17.53
Notenstein La Roc    5.90    4/11/2016    CHF   59.98
LBBW                 3.25    6/24/2016    EUR   67.81
LBBW                 3.00    6/24/2016    EUR   63.47
UniCredit Bank AG    6.30    6/20/2016    EUR   47.49
LBBW                 4.40    6/24/2016    EUR   63.42
Notenstein La Roc    8.40    5/30/2016    CHF   48.69
Leonteq Securitie    5.00    5/23/2016    CHF   35.28
Leonteq Securitie    5.80    5/23/2016    CHF   32.88
Notenstein La Roc    5.50    5/24/2016    CHF   55.90
Notenstein La Roc    6.00    5/24/2016    EUR   51.86
UBS AG/London        5.00     7/4/2016    CHF   63.36
Societe Generale     4.00    6/26/2017    EUR   46.64
UniCredit Bank AG    5.50     8/1/2016    EUR   49.71
Leonteq Securitie    6.20    7/15/2016    EUR   49.57
LBBW                 3.20    8/26/2016    EUR   72.89
LBBW                 5.00    2/26/2016    EUR   60.33
LBBW                 3.50    9/23/2016    EUR   66.01
LBBW                 4.25    3/29/2016    EUR   57.95
LBBW                 5.00    3/29/2016    EUR   50.86
LBBW                 3.15   10/28/2016    EUR   69.14
LBBW                 4.75    7/22/2016    EUR   66.00
Barclays Bank PLC   11.50   10/10/2018    SEK   52.14
DZ Bank AG Deutsc    3.50    9/30/2016    EUR   55.36
LBBW                 5.30    7/22/2016    EUR   47.85
LBBW                 4.80    7/22/2016    EUR   48.64
LBBW                 4.50    6/24/2016    EUR   47.48
LBBW                 5.20    6/24/2016    EUR   47.08
Zurcher Kantonalb    5.00   10/28/2016    CHF   72.89
Notenstein La Roc    7.40   10/31/2016    CHF   31.56
LBBW                 3.30   12/23/2016    EUR   61.97
LBBW                 3.40   12/23/2016    EUR   68.95
LBBW                 4.60    6/24/2016    EUR   54.02
LBBW                 4.80    6/24/2016    EUR   55.03
LBBW                 3.25   12/22/2017    EUR   66.28
LBBW                 4.00    6/24/2016    EUR   51.23
UniCredit Bank AG    4.00    6/26/2018    EUR   60.72
UniCredit Bank AG    4.60    6/30/2017    EUR   55.08
DekaBank Deutsche    4.05    5/13/2016    EUR   58.36
LBBW                 4.25    6/24/2016    EUR   46.80
LBBW                 4.25    6/24/2016    EUR   53.51
LBBW                 3.00    1/26/2018    EUR   66.54
Landesbank Hessen    4.00    1/16/2018    EUR   57.08
DZ Bank AG Deutsc    4.00   11/22/2017    EUR   69.19
Barclays Bank PLC    4.17     1/5/2017    EUR #N/A N/A
Barclays Bank PLC    4.17     1/5/2017    EUR #N/A N/A
LBBW                 4.30    7/22/2016    EUR   45.50
LBBW                 3.00    2/23/2018    EUR   61.95
LBBW                 3.80    8/26/2016    EUR   47.99
LBBW                 4.20    7/22/2016    EUR   71.12
LBBW                 4.00    7/22/2016    EUR   53.26
LBBW                 3.25    6/23/2017    EUR   66.65
Credit Suisse AG/    2.75    1/29/2019    SEK   40.50
LBBW                 4.00    8/26/2016    EUR   69.76
LBBW                 4.00    8/26/2016    EUR   53.81
UBS AG               7.00   12/23/2016    EUR   56.22
UBS AG               9.50   12/23/2016    EUR   53.26
UBS AG               6.50   12/23/2016    EUR   55.78
UBS AG               5.00    6/24/2016    EUR   58.95
UBS AG               4.50   12/22/2017    EUR   58.29
UBS AG               4.75    6/24/2016    EUR   54.99
UBS AG               8.25   12/23/2016    EUR   49.57
UBS AG              10.25   12/23/2016    EUR   47.36
UBS AG               9.00   12/23/2016    EUR   46.24
UBS AG               5.00   12/22/2017    EUR   65.69
UBS AG               5.00   12/23/2016    EUR   73.76
UBS AG               4.25   12/23/2016    EUR   64.17
UBS AG               4.25   12/22/2017    EUR   60.34
UBS AG               4.75   12/22/2017    EUR   61.30
Exane Finance        1.75    4/28/2016    EUR   23.56
LBBW                 3.10    6/23/2017    EUR   66.97
Goldman Sachs Int    0.67    4/24/2020    GBP   72.63
UniCredit Bank AG    4.10    9/28/2018    EUR   71.68
LBBW                 3.05    6/22/2018    EUR   68.18
LBBW                 3.00    6/22/2018    EUR   73.76
DekaBank Deutsche    3.10     5/5/2017    EUR   65.21
DekaBank Deutsche    3.00    4/16/2018    EUR   57.54
DekaBank Deutsche    3.40     4/9/2018    EUR   56.92
LBBW                 3.25    6/23/2017    EUR   74.83
Vontobel Financia    7.10    5/27/2016    EUR   63.74
Leonteq Securitie    7.68    5/16/2016    EUR   63.15
UBS AG/London        5.00    8/14/2017    CHF   57.76
Notenstein La Roc    6.60    5/19/2016    CHF   68.19
LBBW                 3.25    6/23/2017    EUR   73.35
UBS AG/London       11.00    6/24/2016    EUR   74.25
UBS AG/London       13.75    3/29/2016    EUR   67.85
UBS AG/London       10.50    6/24/2016    EUR   73.90
UBS AG/London       11.25    3/29/2016    EUR   74.04
UBS AG/London       11.75   12/23/2016    EUR   74.22
UBS AG/London       10.50    3/29/2016    EUR   73.81
UBS AG/London       12.00    6/24/2016    EUR   68.23
UBS AG/London       13.75   12/23/2016    EUR   62.43
UBS AG/London       11.75   12/23/2016    EUR   68.88
UBS AG/London       10.50   12/23/2016    EUR   72.88
UBS AG/London       12.25    3/29/2016    EUR   67.51
UBS AG/London       11.75   12/23/2016    EUR   69.71
Raiffeisen Centro    5.60    6/15/2016    EUR   51.66
Credit Suisse AG/    5.00     6/6/2016    CHF   66.35
DekaBank Deutsche    3.15    5/18/2018    EUR   50.84
Vontobel Financia    6.15    6/24/2016    EUR   64.07
Vontobel Financia    8.60    6/24/2016    EUR   49.10
Vontobel Financia    5.00     7/4/2016    EUR   53.80
Zurcher Kantonalb    7.38    6/17/2016    CHF   55.25
Barclays Bank PLC    2.30    9/13/2016    EUR   51.61
Notenstein La Roc    7.50    6/23/2016    CHF   52.43
Credit Suisse AG/    5.00     7/4/2016    CHF   69.48
DekaBank Deutsche    2.35    6/13/2016    EUR   53.95
EFG International    7.05    6/30/2016    USD   54.71
DekaBank Deutsche    3.00    6/12/2018    EUR   66.38
Leonteq Securitie    8.00     7/7/2016    USD   64.91
Vontobel Financia    5.10    3/11/2016    EUR   70.18
Vontobel Financia    3.70    3/11/2016    EUR   74.42
Vontobel Financia    4.25    3/11/2016    EUR   72.66
Vontobel Financia    6.05    3/11/2016    EUR   67.89
Vontobel Financia    5.00    7/28/2016    EUR   56.40
Vontobel Financia    7.25    3/11/2016    EUR   52.08
Vontobel Financia    4.55    3/11/2016    EUR   57.57
Vontobel Financia    4.30    3/11/2016    EUR   73.49
Vontobel Financia    7.55    3/11/2016    EUR   63.82
Vontobel Financia    3.35    3/11/2016    EUR   60.83
Vontobel Financia    3.95    3/11/2016    EUR   59.15
Vontobel Financia    6.40    3/11/2016    EUR   66.73
Vontobel Financia    5.20    3/11/2016    EUR   56.08
Vontobel Financia    5.85    3/11/2016    EUR   54.67
Vontobel Financia    5.30    3/11/2016    EUR   69.94
Vontobel Financia    6.55    3/11/2016    EUR   53.34
Vontobel Financia    5.05    3/11/2016    EUR   73.37
Vontobel Financia    6.95    3/11/2016    EUR   66.98
Vontobel Financia    7.95    3/11/2016    EUR   64.18
Vontobel Financia    3.95    3/11/2016    EUR   45.95
Vontobel Financia    7.05    3/11/2016    EUR   40.51
Vontobel Financia    9.00    3/11/2016    EUR   61.62
Vontobel Financia    5.40    3/11/2016    EUR   43.03
Vontobel Financia    3.45    3/11/2016    EUR   66.43
Vontobel Financia    4.30    3/11/2016    EUR   63.75
Vontobel Financia    5.20    3/11/2016    EUR   61.30
Vontobel Financia    6.15    3/11/2016    EUR   59.04
Vontobel Financia    7.15    3/11/2016    EUR   56.96
UBS AG               9.00     7/3/2017    CHF   37.31
Commerzbank AG       5.24    7/14/2016    EUR   73.34
Landesbank Hessen    3.30     8/1/2016    EUR   68.20
Vontobel Financia    6.30    6/10/2016    EUR   62.90
Vontobel Financia    4.60    6/10/2016    EUR   67.45
Vontobel Financia    3.10    6/10/2016    EUR   72.79
Vontobel Financia    6.90    6/10/2016    EUR   42.43
Vontobel Financia    4.75    6/10/2016    EUR   46.01
Vontobel Financia    5.15    6/10/2016    EUR   68.67
Vontobel Financia    3.65    6/10/2016    EUR   73.35
Vontobel Financia    5.95    6/10/2016    EUR   70.17
Vontobel Financia    4.85    6/10/2016    EUR   73.19
Vontobel Financia    3.45    6/10/2016    EUR   62.49
Vontobel Financia    5.40    6/10/2016    EUR   57.44
Vontobel Financia    4.55    6/10/2016    EUR   59.38
Vontobel Financia    4.00    6/10/2016    EUR   60.89
Credit Suisse AG/    6.50    7/25/2016    CHF   70.06
Notenstein La Roc    4.70    7/21/2016    EUR   66.15
Raiffeisen Centro    5.69    6/22/2016    EUR   69.50
Raiffeisen Centro    6.34    6/22/2016    EUR   70.75
Raiffeisen Centro    6.59    6/22/2016    EUR   63.40
Raiffeisen Centro    5.30    6/22/2016    EUR   64.43
Leonteq Securitie    8.04    7/25/2016    CHF   47.45
Leonteq Securitie    8.08    7/25/2016    EUR   47.43
Vontobel Financia    9.30    6/24/2016    EUR   52.80
Raiffeisen Centro    7.00    8/22/2016    EUR   46.05
Leonteq Securitie    8.00     8/8/2016    EUR   61.35
UBS AG/London        4.25   12/23/2016    EUR   73.76
UBS AG/London       15.00    6/24/2016    EUR   50.75
UBS AG/London        4.50   12/22/2017    EUR   74.68
UBS AG/London        7.50   12/23/2016    EUR   73.41
UBS AG/London       22.50    6/24/2016    EUR   66.42
UBS AG/London        5.00    3/29/2016    EUR   48.30
UBS AG/London        5.75    3/29/2016    EUR   51.80
UBS AG/London       15.75    6/24/2016    EUR   55.55
UBS AG/London        6.00   12/23/2016    EUR   65.93
UBS AG/London        4.50    6/24/2016    EUR   73.52
UBS AG/London        6.00    6/24/2016    EUR   65.77
UBS AG/London        6.25    3/29/2016    EUR   58.78
UBS AG/London        5.00   12/23/2016    EUR   71.05
UBS AG/London        4.50    3/29/2016    EUR   55.01
UBS AG/London       10.75    6/24/2016    EUR   36.01
UBS AG/London       23.00    3/29/2016    EUR   50.78
UBS AG/London       20.75    3/29/2016    EUR   42.15
UBS AG/London        7.00   12/22/2017    EUR   67.43
UBS AG/London       14.00   12/23/2016    EUR   50.49
UBS AG/London        7.50    6/24/2016    EUR   65.49
UBS AG/London       11.00   12/23/2016    EUR   57.65
UBS AG/London        7.50    3/29/2016    EUR   59.73
UBS AG/London       13.25    6/24/2016    EUR   50.68
UBS AG/London        4.00   12/22/2017    EUR   73.47
UBS AG/London       19.25    6/24/2016    EUR   59.41
UBS AG/London       22.50    6/24/2016    EUR   55.49
UBS AG/London       25.00    3/29/2016    EUR   51.96
UBS AG/London        6.00    6/24/2016    EUR   69.27
UBS AG/London        4.00   12/22/2017    EUR   73.48
UBS AG/London       13.75    3/29/2016    EUR   49.66
UBS AG/London       11.25    6/24/2016    EUR   55.26
UBS AG/London        5.50   12/23/2016    EUR   67.76
UBS AG/London       24.50    3/29/2016    EUR   57.38
UBS AG/London        6.75   12/23/2016    EUR   67.81
UBS AG/London       12.25   12/23/2016    EUR   56.00
UBS AG/London        9.50    6/24/2016    EUR   58.22
UBS AG/London        4.75    6/24/2016    EUR   56.25
UBS AG/London        5.50    6/24/2016    EUR   49.76
UBS AG/London       12.50   12/22/2017    EUR   68.12
UBS AG/London       20.75    6/24/2016    EUR   53.79
UBS AG/London       10.00    6/24/2016    EUR   65.99
UBS AG/London       24.50    6/24/2016    EUR   53.36
UBS AG/London       18.25    3/29/2016    EUR   60.61
UBS AG/London        9.50   12/22/2017    EUR   69.66
UBS AG/London       15.00    3/29/2016    EUR   56.43
UBS AG/London        4.75    3/29/2016    EUR   66.94
UBS AG/London        4.25   12/23/2016    EUR   71.55
UBS AG/London        9.00   12/22/2017    EUR   64.84
UBS AG/London        5.50    3/29/2016    EUR   64.31
UBS AG/London        7.50    6/24/2016    EUR   61.59
UBS AG/London        5.00   12/23/2016    EUR   58.77
UBS AG/London        5.00    6/24/2016    EUR   69.22
UBS AG/London        4.25   12/23/2016    EUR   66.47
UBS AG/London       10.50    3/29/2016    EUR   65.17
UBS AG/London       15.25    6/24/2016    EUR   60.34
UBS AG/London        8.50    3/29/2016    EUR   70.86
UBS AG/London        8.25    6/24/2016    EUR   70.94
UBS AG/London        8.75    3/29/2016    EUR   55.64
UBS AG/London        8.25   12/23/2016    EUR   61.85
UBS AG/London        6.75   12/23/2016    EUR   64.45
UBS AG/London       13.50    3/29/2016    EUR   74.29
UBS AG/London       13.00    6/24/2016    EUR   74.74
UBS AG/London        6.50    3/29/2016    EUR   61.93
UBS AG/London        5.75   12/22/2017    EUR   70.18
UBS AG/London        6.75    6/24/2016    EUR   63.60
UBS AG/London       18.00    3/29/2016    EUR   74.35
UBS AG/London       11.00   12/22/2017    EUR   69.04
UBS AG/London        4.75    3/29/2016    EUR   68.14
UBS AG/London        5.25    6/24/2016    EUR   68.12
UBS AG/London        5.00   12/22/2017    EUR   71.63
UBS AG/London        4.00    3/29/2016    EUR   69.81
UBS AG/London        4.50    6/24/2016    EUR   70.63
UBS AG/London       13.00    6/24/2016    EUR   52.77
UBS AG/London        6.25   12/22/2017    EUR   69.66
UBS AG/London        7.75    3/29/2016    EUR   55.49
UBS AG/London        9.00   12/23/2016    EUR   69.63
UBS AG/London       12.75    3/29/2016    EUR   60.43
UBS AG/London       11.50    6/24/2016    EUR   71.17
UBS AG/London       23.25    6/24/2016    EUR   51.39
UBS AG/London        9.50    3/29/2016    EUR   55.84
UBS AG/London       15.75    6/24/2016    EUR   49.76
UBS AG/London       24.50    3/29/2016    EUR   35.36
UBS AG/London       15.25    3/29/2016    EUR   64.75
UBS AG/London        5.75    6/24/2016    EUR   63.87
UBS AG/London       19.00    6/24/2016    EUR   70.13
UBS AG/London        6.50    6/24/2016    EUR   52.07
UBS AG/London       22.25    6/24/2016    EUR   33.50
UBS AG/London       24.75    6/24/2016    EUR   68.46
UBS AG/London       22.50    6/24/2016    EUR   43.99
UBS AG/London        4.25   12/23/2016    EUR   70.09
UBS AG/London        5.50   12/23/2016    EUR   65.83
UBS AG/London        4.50   12/23/2016    EUR   68.47
UBS AG/London        5.25    6/24/2016    EUR   54.48
UBS AG/London        4.25    3/29/2016    EUR   58.02
UBS AG/London       23.50    6/24/2016    EUR   63.81
UBS AG/London        7.75   12/22/2017    EUR   50.26
UBS AG/London       19.25    6/24/2016    EUR   46.78
UBS AG/London        4.00    6/24/2016    EUR   69.00
UBS AG/London        5.75    6/24/2016    EUR   48.11
UBS AG/London       16.50    6/24/2016    EUR   63.10
UBS AG/London        5.50    3/29/2016    EUR   63.26
UBS AG/London       10.00    3/29/2016    EUR   47.42
Norddeutsche Land    3.75     9/2/2016    EUR   62.60
UniCredit Bank AG    4.25    9/12/2017    EUR   69.82
Credit Suisse AG/    7.00    2/22/2016    EUR   67.60
Leonteq Securitie    5.00    8/22/2016    CHF   60.19
Norddeutsche Land    4.00     3/3/2016    EUR   58.50
Commerzbank AG       4.75    6/23/2016    EUR   72.01
Commerzbank AG       5.25    6/23/2016    EUR   70.39
Commerzbank AG       5.75    6/23/2016    EUR   68.83
Commerzbank AG       6.50    6/23/2016    EUR   67.46
Commerzbank AG       7.00    6/23/2016    EUR   66.01
Commerzbank AG       7.50    6/23/2016    EUR   64.68
Commerzbank AG       7.50    6/23/2016    EUR   74.80
Commerzbank AG       7.75    6/23/2016    EUR   73.90
Commerzbank AG       8.00    6/23/2016    EUR   73.29
Commerzbank AG       8.50    6/23/2016    EUR   71.83
Commerzbank AG       7.75    6/23/2016    EUR   63.84
Commerzbank AG       5.75    6/23/2016    EUR   74.97
Commerzbank AG       6.25    6/23/2016    EUR   73.48
Commerzbank AG       6.75    6/23/2016    EUR   71.96
Commerzbank AG       7.50    6/23/2016    EUR   70.68
Commerzbank AG       5.00    6/23/2016    EUR   51.61
Commerzbank AG       5.75    6/23/2016    EUR   49.99
Commerzbank AG       6.25    6/23/2016    EUR   48.81
Commerzbank AG       6.75    6/23/2016    EUR   47.86
Commerzbank AG       7.25    6/23/2016    EUR   46.88
Commerzbank AG       8.00    6/23/2016    EUR   46.06
Commerzbank AG       5.00    6/23/2016    EUR   73.54
Commerzbank AG       5.75    6/23/2016    EUR   71.30
Commerzbank AG       6.50    6/23/2016    EUR   68.72
Commerzbank AG       4.75    6/23/2016    EUR   67.46
Commerzbank AG       5.50    6/23/2016    EUR   66.09
Commerzbank AG       6.00    6/23/2016    EUR   64.71
Commerzbank AG       6.75    6/23/2016    EUR   63.47
Vontobel Financia    5.00    9/23/2016    EUR   42.36
Zurcher Kantonalb    8.00     9/1/2016    CHF   60.87
Zurcher Kantonalb    7.50     9/1/2016    CHF   74.72
DekaBank Deutsche    2.15     8/5/2016    EUR   61.56
Notenstein La Roc    5.00    8/29/2018    CHF   62.82
Notenstein La Roc    9.10    8/29/2016    CHF   24.16
Commerzbank AG       5.50    6/23/2016    EUR   71.82
Commerzbank AG       6.00    6/23/2016    EUR   70.41
Commerzbank AG       6.50    6/23/2016    EUR   68.96
Commerzbank AG       7.25    6/23/2016    EUR   67.63
Commerzbank AG       5.25    6/23/2016    EUR   63.94
Commerzbank AG       6.50    6/23/2016    EUR   61.40
Leonteq Securitie    5.80    9/12/2016    CHF   56.28
Leonteq Securitie    4.40    8/28/2017    CHF   59.84
Leonteq Securitie    8.04    8/29/2016    EUR   68.91
Zurcher Kantonalb    7.50    9/12/2016    CHF   64.11
Notenstein La Roc    5.12    2/29/2016    EUR   64.52
Notenstein La Roc    5.04    8/28/2017    CHF   46.48
Notenstein La Roc   10.00     9/5/2016    CHF   55.81
Notenstein La Roc    7.00     9/5/2016    EUR   66.17
Leonteq Securitie    4.68    8/29/2017    CHF   45.93
Leonteq Securitie    9.50     9/8/2016    USD   59.44
Leonteq Securitie    8.64     9/8/2016    CHF   61.43
Notenstein La Roc    8.04     3/1/2016    CHF   70.71
Bank Julius Baer     7.00    9/12/2016    CHF   45.10
Vontobel Financia    4.70    3/11/2016    EUR   74.41
Leonteq Securitie    5.99    9/11/2017    EUR   52.71
Vontobel Financia    5.65    3/11/2016    EUR   68.09
Notenstein La Roc    7.50    9/12/2016    EUR   57.71
Zurcher Kantonalb    7.15     9/9/2016    CHF   74.77
Credit Suisse AG/    8.00    3/16/2016    USD   48.96
Zurcher Kantonalb    7.60    9/16/2016    CHF   72.42
Zurcher Kantonalb    7.15    9/16/2016    CHF   60.14
Goldman Sachs & C    8.00    3/23/2016    EUR   75.00
Goldman Sachs & C    6.00    3/23/2016    EUR   73.51
Goldman Sachs & C    9.00    3/23/2016    EUR   67.34
Goldman Sachs & C   11.00    3/23/2016    EUR   62.08
Goldman Sachs & C    5.00    3/23/2016    EUR   66.67
Goldman Sachs & C    7.00    3/23/2016    EUR   61.64
Goldman Sachs & C    8.00    3/23/2016    EUR   59.42
Goldman Sachs & C    9.00    3/23/2016    EUR   57.38
Goldman Sachs & C    8.00    3/23/2016    EUR   68.71
Goldman Sachs & C    6.00    3/23/2016    EUR   73.59
Goldman Sachs & C   10.00    3/23/2016    EUR   64.46
Goldman Sachs & C    5.00    3/23/2016    EUR   49.83
Goldman Sachs & C    6.00    3/23/2016    EUR   48.12
Goldman Sachs & C    8.00    3/23/2016    EUR   45.09
Goldman Sachs & C    8.00    3/23/2016    EUR   43.62
Goldman Sachs & C   10.00    3/23/2016    EUR   41.19
Goldman Sachs & C    6.00    3/23/2016    EUR   73.75
Goldman Sachs & C    7.00    3/23/2016    EUR   70.15
Goldman Sachs & C    8.00    3/23/2016    EUR   66.97
Goldman Sachs & C    9.00    3/23/2016    EUR   64.08
Goldman Sachs & C    4.00    3/23/2016    EUR   69.16
Goldman Sachs & C    6.00    3/23/2016    EUR   65.12
Vontobel Financia    5.84     9/9/2016    EUR   21.05
Credit Suisse AG/    7.30    3/10/2016    CHF   70.30
Leonteq Securitie    6.00    9/26/2016    CHF   73.09
Leonteq Securitie    7.20    9/26/2016    EUR   62.40
Notenstein La Roc    7.20    9/19/2016    USD   70.71
Notenstein La Roc    6.50    9/19/2016    CHF   74.27
Goldman Sachs & C    9.00    3/23/2016    EUR   71.58
Goldman Sachs & C    8.00    3/23/2016    EUR   67.23
Goldman Sachs & C    6.00    3/23/2016    EUR   61.52
Goldman Sachs & C    7.00    3/23/2016    EUR   68.59
Goldman Sachs & C    7.00    3/23/2016    EUR   44.97
Goldman Sachs & C    6.00    3/23/2016    EUR   61.55
Goldman Sachs & C    7.00    3/23/2016    EUR   61.66
Goldman Sachs & C    8.00    3/23/2016    EUR   61.78
Goldman Sachs & C   10.00    3/23/2016    EUR   62.02
Goldman Sachs & C   10.00    3/23/2016    EUR   62.01
Goldman Sachs & C    4.00    3/23/2016    EUR   56.86
Goldman Sachs & C    6.00    3/23/2016    EUR   57.09
Goldman Sachs & C    6.00    3/23/2016    EUR   57.09
Goldman Sachs & C    7.00    3/23/2016    EUR   57.21
Goldman Sachs & C    8.00    3/23/2016    EUR   57.33
Goldman Sachs & C    8.00    3/23/2016    EUR   57.33
Goldman Sachs & C    8.00    3/23/2016    EUR   57.33
Goldman Sachs & C    5.00    3/23/2016    EUR   68.30
Goldman Sachs & C    6.00    3/23/2016    EUR   68.41
Goldman Sachs & C    7.00    3/23/2016    EUR   68.53
Goldman Sachs & C    5.00    3/23/2016    EUR   43.22
Goldman Sachs & C    6.00    3/23/2016    EUR   43.34
Goldman Sachs & C    7.00    3/23/2016    EUR   43.46
Goldman Sachs & C    7.00    3/23/2016    EUR   43.46
Goldman Sachs & C    8.00    3/23/2016    EUR   43.57
Goldman Sachs & C    8.00    3/23/2016    EUR   43.57
Goldman Sachs & C    8.00    3/23/2016    EUR   43.57
Goldman Sachs & C    6.00    3/23/2016    EUR   74.83
Goldman Sachs & C    7.00    3/23/2016    EUR   74.95
Goldman Sachs & C    7.00    3/23/2016    EUR   74.95
Goldman Sachs & C    5.00    3/23/2016    EUR   61.19
Goldman Sachs & C    6.00    3/23/2016    EUR   61.31
Goldman Sachs & C    6.00    3/23/2016    EUR   61.31
Goldman Sachs & C    6.00    3/23/2016    EUR   61.31
Notenstein La Roc    6.28    3/16/2016    CHF   71.75
Goldman Sachs & C   11.00    3/23/2016    EUR   38.96
Goldman Sachs & C    9.00    3/23/2016    EUR   41.03
Goldman Sachs & C    9.00    3/23/2016    EUR   41.03
Goldman Sachs & C    9.00    3/23/2016    EUR   41.03
Notenstein La Roc    7.50    9/26/2016    EUR   64.88
Notenstein La Roc    7.00    9/26/2016    CHF   63.05
Notenstein La Roc    5.50    9/26/2016    CHF   62.83
Notenstein La Roc    3.50    9/26/2018    CHF   73.42
Notenstein La Roc    6.50    9/26/2016    CHF   62.48
Notenstein La Roc    5.00    9/26/2016    CHF   62.29
DZ Bank AG Deutsc    5.60    3/30/2017    EUR   45.22
Goldman Sachs & C    7.00    3/23/2016    EUR   58.06
Goldman Sachs & C    7.00    3/23/2016    EUR   58.06
Goldman Sachs & C    8.00    3/23/2016    EUR   58.18
Goldman Sachs & C    8.00    3/23/2016    EUR   58.18
UniCredit Bank AG    4.00   10/14/2019    EUR   56.59
Notenstein La Roc    8.00    10/3/2016    CHF   37.41
Notenstein La Roc    7.50    10/3/2016    CHF   64.14
Notenstein La Roc    7.00    10/3/2016    EUR   67.75
Leonteq Securitie    6.84    9/25/2017    GBP   72.93
Zurcher Kantonalb    7.20    4/14/2016    CHF   59.73
Deutsche Bank AG     5.20    3/22/2016    EUR   64.20
Deutsche Bank AG     6.20    3/22/2016    EUR   64.30
Deutsche Bank AG     5.20    3/22/2016    EUR   61.60
Deutsche Bank AG     6.20    3/22/2016    EUR   61.70
Deutsche Bank AG     5.20    6/21/2016    EUR   64.00
Deutsche Bank AG     6.20    6/21/2016    EUR   64.40
Deutsche Bank AG     5.20    6/21/2016    EUR   61.50
Deutsche Bank AG     6.20    6/21/2016    EUR   61.90
Deutsche Bank AG     6.20    3/22/2016    EUR   59.50
Deutsche Bank AG     5.20    3/22/2016    EUR   59.30
Deutsche Bank AG     5.20    3/22/2016    EUR   57.20
Deutsche Bank AG     6.20    3/22/2016    EUR   57.30
Deutsche Bank AG     5.20    6/21/2016    EUR   60.60
Deutsche Bank AG     6.20    6/21/2016    EUR   61.00
Deutsche Bank AG     5.20    6/21/2016    EUR   58.40
Deutsche Bank AG     6.20    6/21/2016    EUR   58.80
Deutsche Bank AG     6.20    3/22/2016    EUR   71.00
Deutsche Bank AG     5.20    3/22/2016    EUR   70.90
Deutsche Bank AG     6.20    3/22/2016    EUR   68.60
Deutsche Bank AG     5.20    3/22/2016    EUR   68.40
Deutsche Bank AG     5.20    6/21/2016    EUR   68.80
Deutsche Bank AG     6.20    6/21/2016    EUR   69.20
Deutsche Bank AG     5.20    6/21/2016    EUR   66.60
Deutsche Bank AG     6.20    6/21/2016    EUR   67.00
Deutsche Bank AG     5.20    3/22/2016    EUR   44.80
Deutsche Bank AG     6.20    3/22/2016    EUR   44.90
Deutsche Bank AG     5.20    3/22/2016    EUR   43.30
Deutsche Bank AG     6.20    3/22/2016    EUR   43.40
Deutsche Bank AG     5.20    6/21/2016    EUR   44.70
Deutsche Bank AG     6.20    6/21/2016    EUR   45.10
Deutsche Bank AG     5.20    6/21/2016    EUR   43.30
Deutsche Bank AG     6.20    6/21/2016    EUR   43.70
Deutsche Bank AG     6.20    3/22/2016    EUR   70.50
Deutsche Bank AG     5.20    3/22/2016    EUR   70.40
Deutsche Bank AG     5.20    3/22/2016    EUR   67.10
Deutsche Bank AG     6.20    3/22/2016    EUR   67.20
Deutsche Bank AG     6.20    6/21/2016    EUR   71.80
Deutsche Bank AG     5.20    6/21/2016    EUR   71.40
Deutsche Bank AG     6.20    6/21/2016    EUR   68.60
Deutsche Bank AG     5.20    6/21/2016    EUR   68.20
Deutsche Bank AG     5.20    6/21/2016    EUR   61.60
Deutsche Bank AG     6.20    3/22/2016    EUR   61.30
Deutsche Bank AG     5.20    6/21/2016    EUR   65.20
Deutsche Bank AG     6.20    6/21/2016    EUR   65.60
Deutsche Bank AG     6.20    3/22/2016    EUR   65.10
Deutsche Bank AG     5.20    3/22/2016    EUR   65.00
Deutsche Bank AG     5.20    3/22/2016    EUR   61.20
Deutsche Bank AG     6.20    6/21/2016    EUR   62.00
UBS AG               9.50   12/22/2017    EUR   69.13
UBS AG              10.00   12/22/2017    EUR   69.30
UBS AG              11.75    6/24/2016    EUR   47.12
UBS AG               9.00    3/29/2016    EUR   50.41
UBS AG               9.25   12/23/2016    EUR   48.45
UBS AG              20.50    6/24/2016    EUR   37.89
UBS AG               8.75   12/22/2017    EUR   71.78
UBS AG               9.50   12/23/2016    EUR   68.76
UBS AG              12.00   12/23/2016    EUR   52.99
UBS AG               7.00   12/22/2017    EUR   70.62
UBS AG               8.25   12/22/2017    EUR   73.60
UBS AG              10.50   12/23/2016    EUR   66.68
UBS AG               7.50   12/23/2016    EUR   73.95
UBS AG               5.25   12/22/2017    EUR   62.91
UBS AG              16.75   12/23/2016    EUR   46.31
UBS AG               8.25   12/22/2017    EUR   65.59
UBS AG               7.50   12/23/2016    EUR   65.97
UBS AG              11.75   12/22/2017    EUR   57.87
UBS AG               5.25   12/23/2016    EUR   63.98
UBS AG               6.25    6/24/2016    EUR   59.06
UBS AG               5.00   12/22/2017    EUR   66.42
UBS AG               7.00    3/29/2016    EUR   55.27
UBS AG              17.00    6/24/2016    EUR   40.68
UBS AG               7.75   12/22/2017    EUR   60.00
UBS AG               4.75   12/22/2017    EUR   68.84
UBS AG               7.00   12/22/2017    EUR   73.71
UBS AG              14.50   12/23/2016    EUR   58.57
UBS AG              13.00   12/22/2017    EUR   68.47
UBS AG               6.75   12/23/2016    EUR   73.87
UBS AG              20.00    3/29/2016    EUR   74.18
UBS AG               4.25    3/29/2016    EUR   65.03
UBS AG               8.00   12/23/2016    EUR   55.66
UBS AG              10.25   12/22/2017    EUR   56.11
UBS AG               5.75   12/22/2017    EUR   65.16
UBS AG               7.50   12/23/2016    EUR   57.56
UBS AG               4.25   12/22/2017    EUR   71.08
UBS AG              10.25   12/22/2017    EUR   53.18
UBS AG               5.00   12/22/2017    EUR   65.91
UBS AG              12.25   12/23/2016    EUR   44.49
UBS AG              13.00   12/23/2016    EUR   43.83
UBS AG               8.50   12/22/2017    EUR   54.55
UBS AG              11.75   12/22/2017    EUR   51.82
UBS AG              20.25    3/29/2016    EUR   34.71
UBS AG               8.00    3/29/2016    EUR   52.71
UBS AG               5.25   12/23/2016    EUR   57.98
UBS AG               4.50   12/23/2016    EUR   66.65
UBS AG               6.00    3/29/2016    EUR   58.14
UBS AG               6.75   12/23/2016    EUR   70.14
UBS AG              16.00   12/23/2016    EUR   42.07
UBS AG               9.00    6/24/2016    EUR   52.11
UBS AG              18.75    6/24/2016    EUR   38.75
UBS AG               8.00    6/24/2016    EUR   54.13
UBS AG              13.75   12/23/2016    EUR   65.74
UBS AG               5.75   12/23/2016    EUR   61.36
UBS AG               7.25    6/24/2016    EUR   56.50
UBS AG               5.50    6/24/2016    EUR   62.02
UBS AG               4.75    6/24/2016    EUR   65.33
UBS AG               8.00   12/22/2017    EUR   72.24
UBS AG               8.75   12/22/2017    EUR   70.56
UBS AG               4.00   12/23/2016    EUR   61.34
UBS AG               4.50   12/23/2016    EUR   59.45
UBS AG              10.50   12/23/2016    EUR   72.77
UBS AG              12.50   12/23/2016    EUR   61.70
UBS AG               4.00   12/22/2017    EUR   69.72
UBS AG              10.25   12/22/2017    EUR   67.95
UBS AG              11.75   12/22/2017    EUR   66.23
UBS AG              10.25   12/23/2016    EUR   65.67
UBS AG              11.00   12/22/2017    EUR   72.51
UBS AG              10.25   12/23/2016    EUR   56.96
UBS AG               6.00   12/23/2016    EUR   55.42
UBS AG               7.50   12/22/2017    EUR   56.59
UBS AG               4.25    3/29/2016    EUR   57.69
UBS AG              13.00   12/22/2017    EUR   64.41
UBS AG               6.75   12/22/2017    EUR   58.65
UBS AG               8.50   12/23/2016    EUR   49.88
UBS AG               9.50   12/22/2017    EUR   62.11
UBS AG               5.75   12/22/2017    EUR   60.79
UBS AG               7.25   12/23/2016    EUR   52.33
UBS AG               7.75   12/22/2017    EUR   54.72
UBS AG              22.50    3/29/2016    EUR   33.83
UBS AG               5.75   12/23/2016    EUR   74.66
UBS AG               8.25   12/22/2017    EUR   55.95
UBS AG               4.75   12/23/2016    EUR   61.18
UBS AG              10.50   12/22/2017    EUR   59.31
UBS AG              18.25    3/29/2016    EUR   37.06
UBS AG               5.25    3/29/2016    EUR   61.39
UBS AG               4.75   12/22/2017    EUR   61.50
UBS AG               7.75   12/23/2016    EUR   70.66
UBS AG              12.25   12/22/2017    EUR   70.10
LBBW                 4.50    8/26/2016    EUR   50.58
LBBW                 4.00    8/26/2016    EUR   73.68
UBS AG               7.75   12/23/2016    EUR   57.94
UBS AG               5.75   12/22/2017    EUR   72.29
UBS AG               9.50    3/29/2016    EUR   55.16
UBS AG               6.25    6/24/2016    EUR   68.00
UBS AG               5.25   12/23/2016    EUR   62.27
UBS AG              11.75    3/29/2016    EUR   72.15
UBS AG               7.25    3/29/2016    EUR   37.52
UBS AG               8.50    3/29/2016    EUR   57.47
UBS AG               8.50    6/24/2016    EUR   51.70
UBS AG               8.50   12/23/2016    EUR   56.10
UBS AG               6.00    3/29/2016    EUR   46.62
UBS AG               6.25   12/23/2016    EUR   74.53
UBS AG              10.50    6/24/2016    EUR   51.61
UBS AG               8.00    3/29/2016    EUR   57.97
UBS AG               7.50    6/24/2016    EUR   62.39
UBS AG               7.00   12/23/2016    EUR   57.27
UBS AG               8.00   12/23/2016    EUR   58.97
UBS AG               5.50    6/24/2016    EUR   50.81
UBS AG               4.75   12/23/2016    EUR   57.45
UBS AG               6.25   12/22/2017    EUR   57.60
UBS AG               5.00   12/23/2016    EUR   57.67
UBS AG              10.25   12/23/2016    EUR   72.03
UBS AG              10.50    3/29/2016    EUR   50.83
UBS AG               9.75    6/24/2016    EUR   56.66
UBS AG              10.25    3/29/2016    EUR   50.24
UBS AG               8.25    6/24/2016    EUR   58.18
UBS AG              11.50   12/23/2016    EUR   67.56
UBS AG               9.50    3/29/2016    EUR   53.60
UBS AG               7.75    6/24/2016    EUR   54.80
UBS AG               6.25   12/23/2016    EUR   64.64
UBS AG               7.75    6/24/2016    EUR   38.39
UBS AG               7.25    3/29/2016    EUR   67.86
UBS AG              12.25    3/29/2016    EUR   43.57
UBS AG               7.75   12/23/2016    EUR   67.86
UBS AG               6.25    6/24/2016    EUR   74.80
UBS AG               8.25   12/23/2016    EUR   43.03
UBS AG               4.00   12/23/2016    EUR   65.08
UBS AG              10.00    6/24/2016    EUR   51.58
UBS AG               7.50    3/29/2016    EUR   57.89
UBS AG               7.00   12/23/2016    EUR   69.66
UBS AG              10.50   12/23/2016    EUR   50.37
UBS AG               6.75   12/23/2016    EUR   65.90
UBS AG               5.50   12/23/2016    EUR   50.68
UBS AG               6.50    6/24/2016    EUR   48.19
UBS AG               8.50    6/24/2016    EUR   38.83
UBS AG               9.25   12/23/2016    EUR   55.97
UBS AG               7.75   12/23/2016    EUR   61.71
UBS AG               5.75    3/29/2016    EUR   67.23
UBS AG               8.50    3/29/2016    EUR   49.98
UBS AG               7.75    6/24/2016    EUR   58.71
UBS AG               7.75    3/29/2016    EUR   62.03
UBS AG              10.50    3/29/2016    EUR   53.75
UBS AG               9.25    6/24/2016    EUR   54.68
UBS AG               9.00   12/22/2017    EUR   63.14
UBS AG               8.75    6/24/2016    EUR   61.51
UBS AG               7.50    6/24/2016    EUR   67.40
UBS AG               6.25    3/29/2016    EUR   46.52
UBS AG               6.00   12/23/2016    EUR   69.26
UBS AG              11.50    6/24/2016    EUR   45.37
UBS AG               6.75    3/29/2016    EUR   62.49
UBS AG               6.25    3/29/2016    EUR   67.91
UBS AG               8.25   12/23/2016    EUR   65.64
UBS AG               8.50    3/29/2016    EUR   61.46
UBS AG               7.25    6/24/2016    EUR   58.52
UBS AG               6.75    6/24/2016    EUR   57.59
UBS AG               7.00   12/23/2016    EUR   69.68
UBS AG               9.75   12/23/2016    EUR   57.40
UBS AG               9.50   12/22/2017    EUR   68.22
UBS AG              13.50    6/24/2016    EUR   65.65
UBS AG               8.25   12/22/2017    EUR   50.17
UBS AG               6.25   12/23/2016    EUR   45.67
UBS AG               7.75   12/22/2017    EUR   50.50
UBS AG              11.25    6/24/2016    EUR   70.97
UBS AG               4.50   12/22/2017    EUR   65.64
UBS AG              10.50   12/22/2017    EUR   55.36
UBS AG               7.00   12/23/2016    EUR   65.32
UBS AG               9.00   12/23/2016    EUR   61.06
UBS AG              10.00   12/22/2017    EUR   71.65
UBS AG               6.25   12/23/2016    EUR   51.35
UBS AG               5.00   12/22/2017    EUR   62.33
UBS AG               5.25   12/22/2017    EUR   62.81
UBS AG               9.50   12/23/2016    EUR   45.62
UBS AG               7.50   12/23/2016    EUR   62.35
UBS AG               5.50    6/24/2016    EUR   60.25
UBS AG               7.00   12/23/2016    EUR   70.80
UBS AG               5.75    6/24/2016    EUR   66.92
UBS AG               6.00    3/29/2016    EUR   67.78
UBS AG              10.50   12/22/2017    EUR   49.33
UBS AG              13.00    6/24/2016    EUR   62.73
UBS AG              10.50   12/22/2017    EUR   63.68
UBS AG               7.00   12/23/2016    EUR   61.86
UBS AG               6.75    3/29/2016    EUR   57.21
UBS AG               6.00   12/23/2016    EUR   69.26
UBS AG               6.00    6/24/2016    EUR   67.85
UBS AG               8.00    3/29/2016    EUR   53.93
UBS AG               5.75   12/23/2016    EUR   69.04
UBS AG               6.75    6/24/2016    EUR   62.90
UBS AG               6.75   12/23/2016    EUR   60.81
UBS AG               8.50   12/23/2016    EUR   58.62
UBS AG               9.50   12/22/2017    EUR   58.34
UBS AG               6.50   12/22/2017    EUR   69.45
UBS AG               8.00   12/23/2016    EUR   54.85
UBS AG               6.50   12/23/2016    EUR   65.76
UBS AG               8.25    3/29/2016    EUR   36.68
UBS AG              11.25    6/24/2016    EUR   39.91
UBS AG               6.50   12/22/2017    EUR   58.01
UBS AG               8.25    6/24/2016    EUR   43.98
UBS AG               8.25    6/24/2016    EUR   48.51
LBBW                 4.30    9/23/2016    EUR   69.26
LBBW                 4.00    9/23/2016    EUR   60.75
UniCredit Bank AG    5.00    9/30/2016    EUR   54.20
Vontobel Financia    5.55    3/29/2016    EUR   67.36
Leonteq Securitie    5.75    3/17/2017    CHF   71.04
DZ Bank AG Deutsc    3.50     7/1/2016    EUR   66.19
LBBW                 3.50    9/23/2016    EUR   57.99
LBBW                 3.00    6/23/2017    EUR   69.51
Zurcher Kantonalb    7.50    3/27/2017    CHF   63.99
DekaBank Deutsche    3.40     3/5/2018    EUR   72.97
Banque Cantonale     4.80    3/10/2017    CHF   36.18
LBBW                 4.20   10/28/2016    EUR   51.81
Commerzbank AG       7.00    9/13/2016    EUR   50.07
UniCredit Bank AG    4.30   10/17/2018    EUR   66.45
LBBW                 3.30    6/22/2018    EUR   64.45
LBBW                 4.15   10/28/2016    EUR   53.54
Vontobel Financia    5.00    4/11/2016    EUR   54.10
UniCredit Bank AG    4.55   10/28/2016    EUR   56.49
UniCredit Bank AG    4.30   12/22/2017    EUR   64.62
LBBW                 4.90   10/28/2016    EUR   59.70
DekaBank Deutsche    3.30    2/26/2018    EUR   53.15
DekaBank Deutsche    3.10    2/26/2018    EUR   73.63
Leonteq Securitie    6.58    3/29/2016    EUR   68.00
LBBW                 4.00    3/29/2016    EUR   37.88
LBBW                 5.50    3/29/2016    EUR   34.78
LBBW                 4.00    3/29/2016    EUR   73.47
LBBW                 5.00    3/29/2016    EUR   68.28
LBBW                 6.00    3/29/2016    EUR   64.32
LBBW                 4.00    3/29/2016    EUR   53.21
LBBW                 5.00    3/29/2016    EUR   73.83
LBBW                 3.00    3/29/2016    EUR   63.14
LBBW                 4.00    3/29/2016    EUR   59.16
LBBW                 5.00    3/29/2016    EUR   56.07
LBBW                 6.00    3/29/2016    EUR   53.31
LBBW                 3.00    3/29/2016    EUR   70.45
LBBW                 4.00    3/29/2016    EUR   66.11
LBBW                 5.00    3/29/2016    EUR   62.65
UniCredit Bank AG    4.40    11/2/2017    EUR   61.05
UniCredit Bank AG    4.30   10/29/2018    EUR   72.91
LBBW                 3.90    6/23/2017    EUR   72.14
LBBW                 3.25    6/23/2017    EUR   66.74
Vontobel Financia    4.35    4/22/2016    EUR   69.94
Vontobel Financia    4.35    4/22/2016    EUR   70.23
Bank Julius Baer     5.70     4/4/2016    EUR   74.95
DekaBank Deutsche    3.10     2/5/2018    EUR   59.88
Societe Generale     4.00    3/29/2016    EUR   36.23
Leonteq Securitie    8.04    4/11/2016    CHF   67.50
Landesbank Hessen    3.20     8/2/2016    EUR   53.50
Vontobel Financia    5.00     5/6/2016    EUR   72.30
LBBW                 3.00    5/25/2018    EUR   67.38
DekaBank Deutsche    3.45     6/1/2018    EUR   69.18
LBBW                 3.90    6/23/2017    EUR   74.89
Commerzbank AG       1.88    4/22/2016    EUR   70.76
UBS AG              13.00   12/23/2016    EUR   72.34
UBS AG              18.50    6/24/2016    EUR   67.36
UBS AG               5.75   12/23/2016    EUR   58.33
UBS AG               7.00   12/23/2016    EUR   51.21
UBS AG               5.25   12/23/2016    EUR   61.49
UBS AG               4.25    6/24/2016    EUR   58.66
UBS AG               5.00   12/23/2016    EUR   54.43
Notenstein Financ    8.68     4/1/2016    USD   19.02
Bank Julius Baer     4.75   10/10/2016    CHF   74.30
Notenstein La Roc    4.10   10/10/2018    CHF   69.57
Notenstein La Roc    7.00   10/13/2016    USD   73.22
Goldman Sachs & C    8.00    3/23/2016    EUR   64.17
Vontobel Financia    3.65    6/10/2016    EUR   64.48
Vontobel Financia    5.40    6/10/2016    EUR   60.30
Vontobel Financia    5.00    3/11/2016    EUR   64.77
Vontobel Financia    4.15    3/11/2016    EUR   66.77
Vontobel Financia    3.40    3/11/2016    EUR   68.92
Vontobel Financia    2.70    3/11/2016    EUR   71.22
Vontobel Financia    5.90    3/11/2016    EUR   62.90
Vontobel Financia    5.45    6/10/2016    EUR   65.05
Vontobel Financia    3.95    6/10/2016    EUR   68.60
Vontobel Financia    4.05    3/11/2016    EUR   47.65
Vontobel Financia    3.30    3/11/2016    EUR   49.40
Credit Suisse AG/    7.00    4/14/2016    EUR   53.55
Vontobel Financia    5.50    3/11/2016    EUR   55.68
Nordea Bank Finla    5.50    9/10/2016    SEK   71.00
Norddeutsche Land    3.00     5/6/2016    EUR   62.06
Leonteq Securitie    9.00     4/8/2016    USD    1.66
Credit Suisse AG/    7.00    4/20/2016    USD   66.13
Notenstein La Roc    8.00   10/17/2016    CHF   70.79
Notenstein La Roc    8.20   10/20/2016    USD   69.49
Notenstein La Roc    7.50   10/17/2016    EUR   73.44
DekaBank Deutsche    4.20     4/1/2016    EUR   55.29
Leonteq Securitie    8.04    4/21/2016    USD   67.61
Goldman Sachs & C   11.00    3/23/2016    EUR   55.60
Goldman Sachs & C    9.00    3/23/2016    EUR   74.10
Leonteq Securitie   12.40    4/27/2016    CHF   40.10
Leonteq Securitie   10.40    4/27/2016    CHF   22.76
Leonteq Securitie   13.60    4/27/2016    USD   36.48
Notenstein La Roc    7.70   10/24/2016    EUR   71.26
Credit Suisse AG/    7.00    4/25/2016    CHF   72.90
Leonteq Securitie    8.45    11/7/2016    CHF   66.41
Leonteq Securitie    5.20    11/7/2016    CHF   61.64
UBS AG/London       10.00   10/27/2016    EUR   66.83
Notenstein La Roc   10.00    4/29/2016    CHF   63.99
Notenstein La Roc    8.50   10/31/2016    EUR   71.22
Goldman Sachs & C    7.00    3/23/2016    EUR   64.23
Goldman Sachs & C    8.00    3/23/2016    EUR   64.35
Goldman Sachs & C    4.00    3/23/2016    EUR   73.28
Goldman Sachs & C    7.00    3/23/2016    EUR   50.01
Goldman Sachs & C   10.00    3/23/2016    EUR   74.06
Goldman Sachs & C    5.00    3/23/2016    EUR   61.52
Goldman Sachs & C    6.00    3/23/2016    EUR   58.88
Goldman Sachs & C    7.00    3/23/2016    EUR   56.47
Goldman Sachs & C   10.00    3/23/2016    EUR   50.41
Goldman Sachs & C   11.00    3/23/2016    EUR   48.71
Goldman Sachs & C    8.00    3/23/2016    EUR   69.60
Credit Suisse AG/   15.50     5/4/2016    USD   31.51
Banque Cantonale     9.90    4/25/2016    CHF   67.58
Zurcher Kantonalb    7.40    5/11/2016    CHF   65.61
DekaBank Deutsche    4.00   10/21/2016    EUR   60.07
Leonteq Securitie    3.00    9/19/2019    CHF   58.70
Bank Julius Baer     8.70    11/3/2016    CHF   71.45
BNP Paribas Emiss    6.00    6/23/2016    EUR   70.14
BNP Paribas Emiss    7.50    6/23/2016    EUR   64.35
BNP Paribas Emiss    5.75    6/23/2016    EUR   74.35
BNP Paribas Emiss    6.25    6/23/2016    EUR   39.82
BNP Paribas Emiss    3.50    6/23/2016    EUR   74.40
BNP Paribas Emiss    4.50    6/23/2016    EUR   68.53
BNP Paribas Emiss    6.00    6/23/2016    EUR   63.69
BNP Paribas Emiss    7.00    6/23/2016    EUR   73.55
BNP Paribas Emiss    4.75    6/23/2016    EUR   73.54
BNP Paribas Emiss    6.75    6/23/2016    EUR   68.49
BNP Paribas Emiss    3.50    6/23/2016    EUR   66.51
BNP Paribas Emiss    5.75    6/23/2016    EUR   59.33
BNP Paribas Emiss    3.75    6/23/2016    EUR   63.27
BNP Paribas Emiss    5.00    6/23/2016    EUR   58.35
BNP Paribas Emiss    6.75    6/23/2016    EUR   54.39
DekaBank Deutsche    8.50   10/27/2016    EUR   49.55
Notenstein La Roc    7.50    11/7/2016    EUR   66.69
Notenstein La Roc    7.00    11/7/2016    CHF   65.02
Notenstein La Roc    6.30    11/7/2016    CHF   62.59
Landesbank Hessen    3.25    11/7/2016    EUR   70.80
Credit Suisse AG/    7.50    5/10/2016    EUR   62.49
DekaBank Deutsche    3.50   10/28/2016    EUR   72.00
HSBC Trinkaus & B    7.40    3/25/2016    EUR   61.72
HSBC Trinkaus & B    7.40    3/25/2016    EUR   73.79
HSBC Trinkaus & B    8.10    3/25/2016    EUR   48.45
HSBC Trinkaus & B    7.50    3/25/2016    EUR   74.00
HSBC Trinkaus & B    8.80    3/25/2016    EUR   64.59
HSBC Trinkaus & B    6.40    3/25/2016    EUR   70.51
HSBC Trinkaus & B    9.30    3/25/2016    EUR   68.58
HSBC Trinkaus & B    6.60    3/25/2016    EUR   70.68
HSBC Trinkaus & B    6.30    3/25/2016    EUR   65.27
Goldman Sachs & C    4.00    3/23/2016    EUR   47.84
Goldman Sachs & C    6.00    3/23/2016    EUR   48.08
Goldman Sachs & C    8.00    3/23/2016    EUR   48.31
Goldman Sachs & C    9.00    3/23/2016    EUR   48.43
Goldman Sachs & C    9.00    3/23/2016    EUR   48.43
Goldman Sachs & C    9.00    3/23/2016    EUR   48.43
Goldman Sachs & C    9.00    3/23/2016    EUR   61.94
Goldman Sachs & C    9.00    3/23/2016    EUR   61.94
Goldman Sachs & C    6.00    3/23/2016    EUR   73.52
Goldman Sachs & C    8.00    3/23/2016    EUR   73.75
Goldman Sachs & C    9.00    3/23/2016    EUR   73.87
Goldman Sachs & C   10.00    3/23/2016    EUR   62.02
Goldman Sachs & C   10.00    3/23/2016    EUR   62.02
Goldman Sachs & C   11.00    3/23/2016    EUR   62.13
Goldman Sachs & C   11.00    3/23/2016    EUR   62.13
Goldman Sachs & C   11.00    3/23/2016    EUR   69.06
Goldman Sachs & C   11.00    3/23/2016    EUR   70.62
Vontobel Financia    3.75    3/11/2016    EUR   69.45
UBS AG/London       11.25    3/29/2016    EUR   56.01
UBS AG/London        9.25    3/29/2016    EUR   62.95
UBS AG/London        9.00   12/23/2016    EUR   38.17
UBS AG/London       11.00    6/24/2016    EUR   58.69
UBS AG/London        8.75    6/24/2016    EUR   61.44
UBS AG/London       10.25    6/24/2016    EUR   58.40
UBS AG/London        9.25   12/23/2016    EUR   66.22
UBS AG/London        8.50    3/29/2016    EUR   59.19
UBS AG/London        8.25    6/24/2016    EUR   62.67
UBS AG/London        9.00    6/24/2016    EUR   63.77
UBS AG/London       10.75    3/29/2016    EUR   62.47
UBS AG/London        8.50    3/29/2016    EUR   62.73
UBS AG/London        8.75   12/23/2016    EUR   66.88
UBS AG/London        9.50   12/23/2016    EUR   62.82
UBS AG/London       12.00    6/24/2016    EUR   73.06
UBS AG/London       13.75    6/24/2016    EUR   73.63
UBS AG/London       10.00    6/24/2016    EUR   63.35
UBS AG/London        9.00    3/29/2016    EUR   29.39
UBS AG/London        9.75    3/29/2016    EUR   32.05
UBS AG/London        8.25    3/29/2016    EUR   31.83
UBS AG/London        8.25   12/23/2016    EUR   67.38
UBS AG/London       14.75    3/29/2016    EUR   72.62
UBS AG/London        8.25    6/24/2016    EUR   68.06
UBS AG/London        9.75    3/29/2016    EUR   59.39
UBS AG/London       10.75    3/29/2016    EUR   59.44
UBS AG/London        8.75   12/23/2016    EUR   65.65
UBS AG/London        8.25    3/29/2016    EUR   62.08
UBS AG/London        9.75    6/24/2016    EUR   61.82
UBS AG/London        8.25   12/23/2016    EUR   65.29
Notenstein La Roc    5.30   11/14/2018    CHF   66.29
Notenstein La Roc    6.00   11/14/2016    CHF   63.08
Notenstein La Roc    4.80   11/14/2018    CHF   61.81
Goldman Sachs & C    7.00    3/23/2016    EUR   73.64
Goldman Sachs & C    9.00    3/23/2016    EUR   61.66
Goldman Sachs & C    9.00    3/23/2016    EUR   61.66
Goldman Sachs & C    6.00    3/23/2016    EUR   69.75
Notenstein La Roc    3.00    9/22/2020    CHF   68.62
BNP Paribas Emiss    5.00    6/23/2016    EUR   73.68
Vontobel Financia    5.00   11/21/2016    EUR   62.45
DekaBank Deutsche    3.00    5/15/2018    EUR   57.79
DZ Bank AG Deutsc    5.75    3/29/2016    EUR   63.26
DZ Bank AG Deutsc    5.00    3/29/2016    EUR   73.76
DZ Bank AG Deutsc    5.00    3/29/2016    EUR   62.41
HSBC Trinkaus & B    7.40    3/25/2016    EUR   71.24
HSBC Trinkaus & B    8.00    3/25/2016    EUR   46.74
HSBC Trinkaus & B    6.70    3/25/2016    EUR   61.54
HSBC Trinkaus & B    8.90    3/25/2016    EUR   61.95
HSBC Trinkaus & B    9.40    3/25/2016    EUR   64.39
HSBC Trinkaus & B    6.60    3/25/2016    EUR   71.28
Credit Suisse AG/    7.00   11/15/2019    USD    8.90
Goldman Sachs & C    8.00    3/23/2016    EUR   61.55
Goldman Sachs & C    8.00    3/23/2016    EUR   61.55
Goldman Sachs & C   16.00    3/23/2016    EUR   72.41
Goldman Sachs & C   16.00    3/23/2016    EUR   71.23
Goldman Sachs & C   16.00    3/23/2016    EUR   73.98
Goldman Sachs & C   16.00    3/23/2016    EUR   53.87
Goldman Sachs & C   16.00    3/23/2016    EUR   52.57
Goldman Sachs & C   16.00    3/23/2016    EUR   71.63
Goldman Sachs & C   13.00    3/23/2016    EUR   73.57
Goldman Sachs & C   16.00    3/23/2016    EUR   69.87
Goldman Sachs & C   16.00    3/23/2016    EUR   39.55
Goldman Sachs & C   17.00    3/23/2016    EUR   62.27
Goldman Sachs & C   14.00    3/23/2016    EUR   53.44
Notenstein Financ    6.40    5/19/2016    EUR   56.06
Notenstein La Roc    8.00   11/21/2016    CHF   63.42
DekaBank Deutsche    4.10    5/12/2016    EUR   60.67
BNP Paribas Emiss    5.00    6/23/2016    EUR   70.66
BNP Paribas Emiss    7.00    6/23/2016    EUR   65.94
BNP Paribas Emiss    8.00    6/23/2016    EUR   63.84
BNP Paribas Emiss    9.00    6/23/2016    EUR   61.91
BNP Paribas Emiss    6.50    6/23/2016    EUR   70.24
BNP Paribas Emiss    8.50    6/23/2016    EUR   65.30
BNP Paribas Emiss    7.00    6/23/2016    EUR   71.94
BNP Paribas Emiss    9.00    6/23/2016    EUR   68.06
BNP Paribas Emiss    5.00    6/23/2016    EUR   53.75
BNP Paribas Emiss    6.00    6/23/2016    EUR   52.07
BNP Paribas Emiss    7.00    6/23/2016    EUR   50.54
BNP Paribas Emiss    7.50    6/23/2016    EUR   48.96
BNP Paribas Emiss    9.50    6/23/2016    EUR   46.53
BNP Paribas Emiss    9.00    6/23/2016    EUR   72.61
BNP Paribas Emiss    6.00    6/23/2016    EUR   65.66
BNP Paribas Emiss    6.50    6/23/2016    EUR   63.98
BNP Paribas Emiss    8.50    6/23/2016    EUR   61.27
BNP Paribas Emiss    9.00    6/23/2016    EUR   59.86
UBS AG/London        9.50   12/23/2016    EUR   74.15
UBS AG/London       10.25    6/24/2016    EUR   72.65
UBS AG/London       10.75   12/23/2016    EUR   74.53
UBS AG/London       12.00    6/24/2016    EUR   69.72
UBS AG/London       11.50    6/24/2016    EUR   68.16
UBS AG/London       10.00    6/24/2016    EUR   72.12
UBS AG/London       14.75    3/29/2016    EUR   71.21
UBS AG/London       13.25    3/29/2016    EUR   63.85
UBS AG/London       11.75    3/29/2016    EUR   67.62
UBS AG/London       10.50   12/23/2016    EUR   71.75
UBS AG/London       13.50    6/24/2016    EUR   65.85
UBS AG/London       10.25    3/29/2016    EUR   72.92
UBS AG/London       12.75    6/24/2016    EUR   64.46
UBS AG/London       11.00   12/23/2016    EUR   69.21
UBS AG/London       13.50    3/29/2016    EUR   71.03
UBS AG/London        9.50   12/23/2016    EUR   74.33
UBS AG/London       10.00   12/23/2016    EUR   72.68
UBS AG/London       14.00    6/24/2016    EUR   71.40
UBS AG/London        9.75    6/24/2016    EUR   74.92
UBS AG/London       11.75   12/23/2016    EUR   70.97
UBS AG/London       13.25    6/24/2016    EUR   71.10
UBS AG/London       13.75    3/29/2016    EUR   65.35
UBS AG/London       11.25    6/24/2016    EUR   70.02
UBS AG/London       12.25    3/29/2016    EUR   70.03
UBS AG/London       10.50    6/24/2016    EUR   74.21
Leonteq Securitie    9.00    5/17/2016    EUR   41.27
Deutsche Bank AG     7.20    6/21/2016    EUR   74.20
Deutsche Bank AG     6.20    6/21/2016    EUR   73.80
Deutsche Bank AG     6.20    6/21/2016    EUR   46.90
Deutsche Bank AG     7.20    6/21/2016    EUR   69.90
Deutsche Bank AG     7.20    6/21/2016    EUR   52.70
Deutsche Bank AG     7.20    6/21/2016    EUR   47.30
Deutsche Bank AG     6.20    6/21/2016    EUR   72.90
Deutsche Bank AG     6.20    6/21/2016    EUR   69.50
Deutsche Bank AG     6.20    6/21/2016    EUR   52.30
Deutsche Bank AG     7.20    6/21/2016    EUR   73.30
Deutsche Bank AG     7.20    6/21/2016    EUR   70.20
Deutsche Bank AG     6.20    6/21/2016    EUR   69.80
Deutsche Bank AG     7.20    6/21/2016    EUR   74.70
Deutsche Bank AG     6.20    6/21/2016    EUR   74.30
Deutsche Bank AG     7.20    6/21/2016    EUR   68.50
Deutsche Bank AG     6.20    6/21/2016    EUR   68.10
Deutsche Bank AG     7.20    6/21/2016    EUR   63.60
Deutsche Bank AG     6.20    6/21/2016    EUR   63.20
Deutsche Bank AG     6.20    6/21/2016    EUR   74.60
Deutsche Bank AG     7.20    6/21/2016    EUR   75.00
Zurcher Kantonalb    6.50    5/30/2016    CHF   74.76
UniCredit Bank AG    3.50    1/29/2020    EUR   71.87
UniCredit Bank AG    3.50   12/19/2019    EUR   74.60
Credit Suisse AG/    6.00   11/28/2016    CHF   73.89
Leonteq Securitie    6.75    12/5/2016    CHF   70.47
Societe Generale     8.37    3/29/2016    EUR   72.74
Societe Generale     6.08    3/29/2016    EUR   72.46
Societe Generale     4.32    3/29/2016    EUR   65.21
Societe Generale     6.15    3/29/2016    EUR   61.82
Notenstein La Roc    8.50   11/28/2016    CHF   28.63
Notenstein La Roc    7.00   11/28/2016    CHF   73.54
Notenstein La Roc    6.50   11/28/2016    CHF   61.11
Notenstein La Roc    8.20    5/27/2016    CHF   33.78
Notenstein La Roc    6.50   11/28/2016    CHF   71.51
Leonteq Securitie    6.00   11/28/2016    CHF   62.39
Credit Suisse AG/    8.25    5/20/2016    USD   66.16
Goldman Sachs & C    6.00    3/23/2016    EUR   64.11
LBBW                 3.00   11/25/2016    EUR   72.78
LBBW                 4.00   11/25/2016    EUR   71.21
LBBW                 5.00   11/25/2016    EUR   69.47
Credit Suisse AG/    8.00   11/28/2016    CHF   72.94
Deutsche Bank AG     6.50    3/22/2016    EUR   72.86
Deutsche Bank AG     6.50    3/22/2016    EUR   72.86
Deutsche Bank AG     6.50    6/21/2016    EUR   71.64
Deutsche Bank AG     6.50    6/21/2016    EUR   71.64
Deutsche Bank AG     6.50    9/20/2016    EUR   73.02
Deutsche Bank AG     6.50    9/20/2016    EUR   73.02
Deutsche Bank AG     6.50   12/20/2016    EUR   74.37
Deutsche Bank AG     6.50   12/20/2016    EUR   74.37
Deutsche Bank AG     6.50   12/20/2016    EUR   68.09
Deutsche Bank AG     6.50    6/21/2016    EUR   73.95
Deutsche Bank AG     6.50    6/21/2016    EUR   73.87
Deutsche Bank AG     6.50   12/20/2016    EUR   74.55
Deutsche Bank AG     6.50    9/20/2016    EUR   74.09
Deutsche Bank AG     6.50    3/22/2016    EUR   73.85
Deutsche Bank AG     6.50    6/21/2016    EUR   74.78
DZ Bank AG Deutsc    5.70    6/20/2016    EUR   71.09
DZ Bank AG Deutsc    7.20    6/20/2016    EUR   69.50
DZ Bank AG Deutsc    8.80    6/20/2016    EUR   68.05
DZ Bank AG Deutsc    4.90    9/19/2016    EUR   71.45
DZ Bank AG Deutsc    4.70   12/19/2016    EUR   71.98
UBS AG/London       11.00   11/18/2016    USD   67.82
Goldman Sachs & C   24.00    9/21/2016    EUR   74.72
Goldman Sachs & C   16.00    9/21/2016    EUR   73.88
HSBC Trinkaus & B   13.30    9/23/2016    EUR   74.05
HSBC Trinkaus & B   10.80    9/23/2016    EUR   67.38
HSBC Trinkaus & B    7.00    9/23/2016    EUR   70.02
HSBC Trinkaus & B    9.70   12/23/2016    EUR   68.87
HSBC Trinkaus & B    6.80   12/23/2016    EUR   71.08
HSBC Trinkaus & B    7.00    6/23/2017    EUR   71.57
HSBC Trinkaus & B   10.20    5/27/2016    EUR   66.47
HSBC Trinkaus & B    9.40    7/22/2016    EUR   67.57
HSBC Trinkaus & B    7.90    1/27/2017    EUR   70.16
HSBC Trinkaus & B   18.20    9/23/2016    EUR   56.62
HSBC Trinkaus & B   14.80    9/23/2016    EUR   58.05
HSBC Trinkaus & B   18.60   12/23/2016    EUR   58.19
HSBC Trinkaus & B   16.10    3/24/2017    EUR   59.87
HSBC Trinkaus & B    8.20    3/24/2017    EUR   64.25
HSBC Trinkaus & B   16.30    7/22/2016    EUR   56.46
HSBC Trinkaus & B   12.80    1/27/2017    EUR   60.46
HSBC Trinkaus & B    8.00   12/23/2016    EUR   70.99
Vontobel Financia   16.45   11/25/2016    EUR   58.70
Leonteq Securitie   14.00   11/30/2016    CHF   68.45
Leonteq Securitie   10.20   11/30/2016    CHF   71.51
Barclays Bank PLC   10.00   12/16/2016    USD    9.45
DZ Bank AG Deutsc    7.70    6/20/2016    EUR   74.84
DZ Bank AG Deutsc    6.00    3/20/2017    EUR   74.85
DZ Bank AG Deutsc    6.80    3/20/2017    EUR   74.05
UBS AG/London        8.50   12/23/2016    EUR   58.96
UBS AG/London        9.50    9/23/2016    EUR   58.27
UBS AG/London       10.00    6/24/2016    EUR   56.87
Vontobel Financia    9.00   12/23/2016    EUR   74.60
Vontobel Financia    8.00   12/23/2016    EUR   72.07
UBS AG/London       12.00   12/23/2016    EUR   65.16
UBS AG/London        7.00   12/23/2016    EUR   72.70
UBS AG/London       13.50    9/23/2016    EUR   64.06
UBS AG/London        9.75    3/24/2017    EUR   71.51
UBS AG/London        7.00    3/24/2017    EUR   73.91
Goldman Sachs & C   23.00    3/23/2016    EUR   71.81
Goldman Sachs & C   15.00    6/22/2016    EUR   74.10
Goldman Sachs & C   10.00    8/24/2016    EUR   73.37
Goldman Sachs & C    8.00   12/21/2016    EUR   74.10
Commerzbank AG      13.00    3/24/2016    EUR   70.05
Commerzbank AG      10.00    9/22/2016    EUR   73.65
HSBC Trinkaus & B    4.81    9/16/2016    EUR   71.54
WGZ-Bank AG Westd    5.00     6/6/2017    EUR   71.87
Goldman Sachs & C    9.00    6/22/2016    EUR   71.90
Commerzbank AG       8.50   12/22/2016    EUR   74.26
UBS AG/London       12.50    3/24/2017    EUR   65.29
UBS AG/London       14.50    3/24/2017    EUR   64.88
UBS AG/London       11.00    3/24/2017    EUR   66.54
Goldman Sachs & C    8.00    3/23/2016    EUR   70.05
Goldman Sachs & C   15.00    3/23/2016    EUR   70.87
Goldman Sachs & C   19.00    3/23/2016    EUR   71.34
Goldman Sachs & C    9.00    7/20/2016    EUR   72.33
Goldman Sachs & C   14.00    7/20/2016    EUR   74.54
Goldman Sachs & C   10.00    9/21/2016    EUR   73.86
Goldman Sachs & C   10.00   10/26/2016    EUR   74.62
Goldman Sachs & C    8.00    1/25/2017    EUR   74.65
Commerzbank AG      10.50    7/21/2016    EUR   72.54
Commerzbank AG       8.75   12/22/2016    EUR   73.08
Vontobel Financia    6.60   12/23/2016    EUR   74.85
Vontobel Financia    7.70   12/23/2016    EUR   73.89
Vontobel Financia    5.50   12/23/2016    EUR   71.97
Vontobel Financia    5.60    9/23/2016    EUR   71.30
Commerzbank AG       7.25   12/22/2016    EUR   74.80
Commerzbank AG      12.50   12/22/2016    EUR   70.66
DZ Bank AG Deutsc   12.00    9/23/2016    EUR   74.94
DZ Bank AG Deutsc    6.75    3/24/2017    EUR   74.35
Commerzbank AG      10.50   12/22/2016    EUR   71.61
Bank Julius Baer    11.60     1/5/2017    CHF   72.20
Vontobel Financia    6.95    9/23/2016    EUR   73.80
DZ Bank AG Deutsc   15.25    6/24/2016    EUR   73.62
DZ Bank AG Deutsc    9.50    6/20/2016    EUR   72.43
DZ Bank AG Deutsc    9.25    9/19/2016    EUR   74.06
DZ Bank AG Deutsc    6.75    3/20/2017    EUR   74.96
BNP Paribas Emiss   19.00    9/22/2016    EUR   72.87
BNP Paribas Emiss   16.00   12/22/2016    EUR   74.50
Lehman Brothers T    5.50   11/30/2012    CZK    3.10
Immigon Portfolio    5.23    12/5/2022    EUR   65.00
Lehman Brothers T    3.00    12/3/2012    EUR    3.10
Immigon Portfolio    5.21    12/6/2022    EUR   64.88
Lehman Brothers T    8.80   12/27/2009    EUR    3.10
Lehman Brothers T   11.00   12/20/2017    AUD    3.10
Lehman Brothers T   11.00   12/20/2017    AUD    3.10
Immigon Portfolio    5.25   12/20/2022    EUR   65.00
Lehman Brothers T    4.00     1/4/2011    USD    3.10
Lehman Brothers T    0.50   12/20/2017    AUD   16.25
Lehman Brothers T    0.50   12/20/2017    AUD    3.10
Lehman Brothers T    0.50   12/20/2017    AUD    3.10
Lehman Brothers T    9.30   12/21/2010    EUR    3.10
Lehman Brothers T    0.50   12/20/2017    USD    3.10
Lehman Brothers T    0.50   12/20/2017    USD    3.10
Lehman Brothers T    0.50   12/20/2017    USD    3.10
Lehman Brothers T    0.50   12/20/2017    USD    3.10
Lehman Brothers T    5.38     2/4/2014    USD    3.10
Lehman Brothers T   11.00    2/16/2009    CHF    3.10
Lehman Brothers T   10.00    2/16/2009    CHF    3.10
City of Hunedoara    1.43    8/15/2026    RON   70.00
Municipiul Timiso    1.03    5/12/2026    RON   64.50
Lehman Brothers T    6.25   11/30/2012    EUR    3.10
Lehman Brothers T    6.00    2/19/2023    USD    3.10
Immigon Portfolio    5.21    2/13/2026    EUR   55.50
Lehman Brothers T    8.00    3/21/2018    USD    3.10
Lehman Brothers T   11.75     3/1/2010    EUR    3.10
Lehman Brothers T    8.00   10/17/2014    EUR    3.10
Lehman Brothers T    4.00    3/10/2011    EUR    3.10
Kaupthing Bank eh    7.63    2/28/2015    USD   17.63
Lehman Brothers T    7.05     4/8/2015    USD    3.10
Lehman Brothers T    7.80    3/31/2018    USD    3.10
Lehman Brothers T    9.50     4/1/2018    USD    3.10
Lehman Brothers T    6.00     3/4/2015    USD    3.10
Lehman Brothers T    7.15    3/21/2013    USD    3.10
Lehman Brothers T    3.50    6/20/2011    EUR    3.10
Lehman Brothers T    7.50    2/14/2010    AUD    3.10
Lehman Brothers T    5.50    6/22/2010    USD   16.25
Lehman Brothers T   10.00   10/23/2008    USD    3.10
Lehman Brothers T    6.45    2/20/2010    AUD    3.10
Lehman Brothers T    6.60    5/23/2012    AUD    3.10
Lehman Brothers T    3.45    5/23/2013    USD    3.10
Lehman Brothers T    5.00    2/15/2018    EUR    3.10
Lehman Brothers T    9.00     5/6/2011    CHF    3.10
Lehman Brothers T   16.20    5/14/2009    USD    3.10
Lehman Brothers T   10.60    4/22/2014    MXN    3.10
Lehman Brothers T   16.00    11/9/2008    USD    3.10
Lehman Brothers T    9.75    6/22/2018    USD    3.10
Lehman Brothers T   10.00    5/22/2009    USD    3.10
Lehman Brothers T    4.60     8/1/2013    EUR    3.10
Lehman Brothers T    8.00    5/22/2009    USD    3.10
Lehman Brothers T   15.00     6/4/2009    CHF    3.10
Lehman Brothers T   10.44   11/22/2008    CHF    3.10
Lehman Brothers T    7.60     3/4/2010    NZD    3.10
Lehman Brothers T   13.50     6/2/2009    USD    3.10
Lehman Brothers T    3.00     6/3/2010    EUR    3.10
Lehman Brothers T    7.60    5/21/2013    USD    3.10
Lehman Brothers T   10.00    6/17/2009    USD    3.10
Lehman Brothers T    0.50     6/2/2020    EUR    3.10
Lehman Brothers T   11.00     7/4/2011    USD    3.10
Lehman Brothers T   11.00     7/4/2011    CHF    3.10
Lehman Brothers T   12.00     7/4/2011    EUR    3.10
Lehman Brothers T   16.00   12/26/2008    USD    3.10
Lehman Brothers T   13.43     1/8/2009    ILS    3.10
Lehman Brothers T    3.10     6/4/2010    USD    3.10
Lehman Brothers T    2.50    8/15/2012    CHF    3.10
Immigon Portfolio    3.88    3/15/2022    EUR   62.13
Windreich GmbH       6.75     3/1/2015    EUR   10.88
Zurcher Kantonalb    7.52   11/18/2016    CHF   69.64
Deutsche Bank AG     5.20    7/20/2016    EUR   70.90
Deutsche Bank AG     5.20    8/24/2016    EUR   71.80
Deutsche Bank AG     5.20   10/26/2016    EUR   72.40
Deutsche Bank AG     5.20   11/23/2016    EUR   72.60
Deutsche Bank AG     5.20    3/21/2017    EUR   73.70
Deutsche Bank AG     5.20    7/20/2016    EUR   72.10
Deutsche Bank AG     5.20    7/20/2016    EUR   69.30
Deutsche Bank AG     5.20    7/20/2016    EUR   66.70
Deutsche Bank AG     5.20    7/20/2016    EUR   64.30
Deutsche Bank AG     5.20    8/24/2016    EUR   73.00
Deutsche Bank AG     5.20    8/24/2016    EUR   70.20
Deutsche Bank AG     5.20    8/24/2016    EUR   67.70
Deutsche Bank AG     5.20    8/24/2016    EUR   65.20
Deutsche Bank AG     5.20   10/26/2016    EUR   68.40
Deutsche Bank AG     5.20   10/26/2016    EUR   66.00
Deutsche Bank AG     5.20   11/23/2016    EUR   68.70
Deutsche Bank AG     5.20   11/23/2016    EUR   66.40
Deutsche Bank AG     5.50    6/22/2016    EUR   72.00
Deutsche Bank AG     5.50    9/20/2016    EUR   74.60
Deutsche Bank AG     6.50    6/21/2016    EUR   72.90
Deutsche Bank AG     6.50    6/21/2016    EUR   67.10
Deutsche Bank AG     5.50    6/21/2016    EUR   66.70
Deutsche Bank AG     6.50    9/20/2016    EUR   70.20
Deutsche Bank AG     5.50    9/20/2016    EUR   69.50
Deutsche Bank AG     5.50   12/20/2016    EUR   70.80
Deutsche Bank AG     6.50   12/20/2016    EUR   71.70
Deutsche Bank AG     6.50    3/21/2017    EUR   71.70
Deutsche Bank AG     5.50    3/21/2017    EUR   70.50
Deutsche Bank AG     6.50    6/21/2016    EUR   61.10
Deutsche Bank AG     6.50    9/20/2016    EUR   63.70
Deutsche Bank AG     5.50    9/20/2016    EUR   63.00
Deutsche Bank AG     6.50   12/20/2016    EUR   64.70
Deutsche Bank AG     5.50   12/20/2016    EUR   62.30
Bank Julius Baer    11.35   11/18/2016    CHF   65.25
Bank Julius Baer     7.10   11/18/2016    EUR   72.90
Bank J Safra Sara    8.30   11/11/2016    CHF   71.49
Vontobel Financia    7.05    6/24/2016    EUR   67.18
Vontobel Financia   13.00    3/29/2016    EUR   62.64
Vontobel Financia   15.00    3/29/2016    EUR   61.73
Vontobel Financia   17.10    3/29/2016    EUR   60.87
Vontobel Financia   19.20    3/29/2016    EUR   60.06
Vontobel Financia   15.55    6/24/2016    EUR   62.17
Vontobel Financia   16.55    6/24/2016    EUR   61.53
Vontobel Financia   16.55    6/24/2016    EUR   61.53
Vontobel Financia   18.50    6/24/2016    EUR   61.28
Vontobel Financia   14.50    6/24/2016    EUR   62.83
Vontobel Financia   13.05    6/24/2016    EUR   63.37
Vontobel Financia   11.50    6/24/2016    EUR   63.92
Vontobel Financia    6.10    6/24/2016    EUR   68.16
Vontobel Financia    5.05    6/24/2016    EUR   69.16
Vontobel Financia    4.05    6/24/2016    EUR   70.21
Vontobel Financia    3.00    9/23/2016    EUR   72.86
Vontobel Financia    4.00    9/23/2016    EUR   72.07
Vontobel Financia    4.50    9/23/2016    EUR   71.00
Vontobel Financia    5.00    9/23/2016    EUR   69.96
Vontobel Financia    6.00    9/23/2016    EUR   69.27
Vontobel Financia    6.55    3/29/2016    EUR   67.02
Vontobel Financia   10.55    6/24/2016    EUR   64.73
Vontobel Financia    9.00    6/24/2016    EUR   65.36
Vontobel Financia    8.05    6/24/2016    EUR   66.25
Vontobel Financia    8.55    3/29/2016    EUR   64.56
Vontobel Financia    6.50    9/23/2016    EUR   68.30
Vontobel Financia    7.50    9/23/2016    EUR   67.68
Vontobel Financia    8.50    9/23/2016    EUR   67.09
Vontobel Financia    9.05    9/23/2016    EUR   66.26
Vontobel Financia   10.00    9/23/2016    EUR   65.72
Vontobel Financia   11.00    9/23/2016    EUR   65.24
Vontobel Financia   12.00    9/23/2016    EUR   64.80
Vontobel Financia   13.00    9/23/2016    EUR   64.40
Vontobel Financia   15.00    9/23/2016    EUR   63.69
Vontobel Financia   12.00   12/23/2016    EUR   64.79
Vontobel Financia   10.50   12/23/2016    EUR   65.40
Vontobel Financia    7.00   12/23/2016    EUR   73.26
Vontobel Financia    9.00   12/23/2016    EUR   63.55
Commerzbank AG      10.00   10/27/2016    EUR   68.28
Commerzbank AG      13.50   10/27/2016    EUR   64.92
Commerzbank AG      17.50   10/27/2016    EUR   62.77
Commerzbank AG       7.75   10/27/2016    EUR   73.18
Commerzbank AG      10.00   10/27/2016    EUR   71.50
DZ Bank AG Deutsc   11.75   11/25/2016    EUR   61.78
DZ Bank AG Deutsc    5.00   11/25/2016    EUR   71.27
DZ Bank AG Deutsc    5.25   11/25/2016    EUR   74.35
DZ Bank AG Deutsc    6.25   11/25/2016    EUR   74.09
Vontobel Financia    5.05   10/28/2016    EUR   71.67
Vontobel Financia    4.00   12/23/2016    EUR   73.88
Vontobel Financia    5.00   12/23/2016    EUR   72.09
Vontobel Financia    6.05   12/23/2016    EUR   70.46
Vontobel Financia    7.15   12/23/2016    EUR   68.99
Vontobel Financia    8.50   12/23/2016    EUR   67.87
Vontobel Financia   10.00   12/23/2016    EUR   67.01
Commerzbank AG       6.75   10/27/2016    EUR   72.73
Zurcher Kantonalb   10.00    12/1/2016    EUR   67.02
DZ Bank AG Deutsc    7.00    3/24/2017    EUR   58.95
DZ Bank AG Deutsc   10.00    6/24/2016    EUR   70.06
DZ Bank AG Deutsc   10.00    9/23/2016    EUR   69.95
DZ Bank AG Deutsc   10.00    6/24/2016    EUR   74.11
DZ Bank AG Deutsc   10.00   12/23/2016    EUR   72.32
DZ Bank AG Deutsc    7.00    6/24/2016    EUR   68.25
DZ Bank AG Deutsc    9.00    6/24/2016    EUR   66.43
DZ Bank AG Deutsc    8.00    9/23/2016    EUR   70.83
DZ Bank AG Deutsc   10.00    9/23/2016    EUR   68.14
DZ Bank AG Deutsc    8.00   12/23/2016    EUR   71.69
DZ Bank AG Deutsc   10.00   12/23/2016    EUR   67.97
DZ Bank AG Deutsc    8.00    3/24/2017    EUR   70.99
DZ Bank AG Deutsc    4.00    3/24/2017    EUR   69.45
DZ Bank AG Deutsc    7.00    6/24/2016    EUR   66.32
DZ Bank AG Deutsc    4.00    9/23/2016    EUR   69.19
DZ Bank AG Deutsc    4.00   12/23/2016    EUR   70.49
DZ Bank AG Deutsc    6.00   12/23/2016    EUR   68.26
DZ Bank AG Deutsc   10.00    9/23/2016    EUR   74.56
DZ Bank AG Deutsc    8.00    6/24/2016    EUR   68.53
DZ Bank AG Deutsc    8.00    9/23/2016    EUR   69.41
DZ Bank AG Deutsc    8.00    6/24/2016    EUR   67.49
DZ Bank AG Deutsc    8.00    9/23/2016    EUR   69.35
DZ Bank AG Deutsc    8.00   12/23/2016    EUR   71.20
DZ Bank AG Deutsc    8.00    6/24/2016    EUR   73.14
DZ Bank AG Deutsc    8.00    9/23/2016    EUR   64.88
DZ Bank AG Deutsc    8.00    9/23/2016    EUR   73.45
DZ Bank AG Deutsc    8.00   12/23/2016    EUR   72.38
DZ Bank AG Deutsc    7.40   11/23/2016    EUR   73.14
DZ Bank AG Deutsc   11.50    6/24/2016    EUR   68.76
DZ Bank AG Deutsc    9.25    9/23/2016    EUR   69.89
DZ Bank AG Deutsc    6.25   11/25/2016    EUR   74.24
DZ Bank AG Deutsc    9.75   11/25/2016    EUR   71.73
DZ Bank AG Deutsc    7.75   12/23/2016    EUR   70.65
DZ Bank AG Deutsc    6.25    3/24/2017    EUR   70.61
DZ Bank AG Deutsc    9.25    5/27/2016    EUR   68.47
DZ Bank AG Deutsc    6.00    6/24/2016    EUR   72.46
DZ Bank AG Deutsc    8.00    9/23/2016    EUR   74.59
DZ Bank AG Deutsc    5.25   12/23/2016    EUR   72.43
DZ Bank AG Deutsc    5.00    3/24/2017    EUR   74.84
DZ Bank AG Deutsc    6.75   11/25/2016    EUR   67.06
Kommunalbanken AS    0.50   12/16/2020    TRY   68.00
Bank Julius Baer     5.50   11/24/2016    CHF   75.00
Bank Julius Baer     6.85    12/5/2016    CHF   70.50
Notenstein La Roc    7.11   11/25/2016    EUR   68.60
DZ Bank AG Deutsc    7.25   12/19/2016    EUR   67.92
DZ Bank AG Deutsc   10.50    6/20/2016    EUR   72.15
DZ Bank AG Deutsc    8.25    6/20/2016    EUR   71.34
DZ Bank AG Deutsc   10.25    9/19/2016    EUR   74.07
DZ Bank AG Deutsc    8.75    9/19/2016    EUR   73.16
DZ Bank AG Deutsc   12.75    6/20/2016    EUR   74.17
DZ Bank AG Deutsc    8.00    6/20/2016    EUR   65.14
DZ Bank AG Deutsc    9.00    9/19/2016    EUR   67.47
DZ Bank AG Deutsc    9.25   12/19/2016    EUR   69.64
DZ Bank AG Deutsc    7.25   12/19/2016    EUR   73.42
DZ Bank AG Deutsc    7.00    3/20/2017    EUR   74.05
Vontobel Financia   20.55    6/24/2016    EUR   74.36
Commerzbank AG      30.00    3/24/2016    EUR   48.73
Commerzbank AG      21.00    8/25/2016    EUR   55.80
Commerzbank AG      17.00   11/24/2016    EUR   57.46
Commerzbank AG      11.50    6/23/2016    EUR   74.17
Commerzbank AG      13.00    2/25/2016    EUR   64.59
Commerzbank AG      12.50    4/21/2016    EUR   66.41
Commerzbank AG      10.50    6/23/2016    EUR   67.66
Commerzbank AG       9.50    8/25/2016    EUR   68.66
Commerzbank AG       8.50   11/24/2016    EUR   69.87
Commerzbank AG       6.00    2/25/2016    EUR   73.78
Deutsche Bank AG     5.20    3/21/2017    EUR   74.70
Deutsche Bank AG     5.20    6/20/2017    EUR   73.40
Deutsche Bank AG     5.20    6/20/2017    EUR   74.50
Deutsche Bank AG     5.20    6/20/2017    EUR   71.90
Deutsche Bank AG     7.20    6/20/2017    EUR   74.60
Deutsche Bank AG     7.20    3/21/2017    EUR   73.30
Deutsche Bank AG     5.20    6/20/2017    EUR   74.30
Deutsche Bank AG     5.20    6/20/2017    EUR   71.90
Deutsche Bank AG     7.20    6/20/2017    EUR   74.70
Deutsche Bank AG     7.20    6/20/2017    EUR   72.40
Deutsche Bank AG     5.20    6/20/2017    EUR   69.60
Deutsche Bank AG     7.20    6/20/2017    EUR   70.20
Deutsche Bank AG     5.20    6/20/2017    EUR   67.40
Credit Suisse AG/   11.50    12/2/2016    CHF   69.70
Deutsche Bank AG     5.20    6/20/2017    EUR   73.30
DZ Bank AG Deutsc    8.00    6/24/2016    EUR   71.14
DZ Bank AG Deutsc    6.70    9/23/2016    EUR   72.15
DZ Bank AG Deutsc    5.80   12/23/2016    EUR   74.61
DZ Bank AG Deutsc    4.80    3/24/2017    EUR   72.48
Commerzbank AG       4.50   11/24/2016    EUR   73.67
Commerzbank AG       5.00   11/24/2016    EUR   72.73
Commerzbank AG       5.75   11/24/2016    EUR   72.06
Commerzbank AG       6.25   11/24/2016    EUR   71.18
Commerzbank AG       7.00   11/24/2016    EUR   70.54
Commerzbank AG       7.75   11/24/2016    EUR   69.92
Commerzbank AG       8.50   11/24/2016    EUR   69.36
Commerzbank AG       9.25   11/24/2016    EUR   68.78
Commerzbank AG       7.00   11/24/2016    EUR   65.45
Commerzbank AG      10.00   11/24/2016    EUR   61.37
Commerzbank AG      13.25   11/24/2016    EUR   58.49
Commerzbank AG      17.00   11/24/2016    EUR   56.97
Commerzbank AG       9.75   11/24/2016    EUR   73.33
Commerzbank AG      11.50   11/24/2016    EUR   74.43
Commerzbank AG      13.50   11/24/2016    EUR   73.13
Bank Julius Baer     6.50    12/2/2016    EUR   69.05
UniCredit Bank AG    5.00    6/22/2017    EUR   69.92
UniCredit Bank AG    4.80    6/22/2017    EUR   71.31
UniCredit Bank AG    4.60    6/22/2017    EUR   72.77
UniCredit Bank AG    4.60    6/22/2017    EUR   73.35
UniCredit Bank AG    4.40    6/22/2017    EUR   74.24
UniCredit Bank AG    5.00    6/22/2017    EUR   70.47
UniCredit Bank AG    5.00    6/22/2017    EUR   71.03
UniCredit Bank AG    4.80    6/22/2017    EUR   71.90
UniCredit Bank AG    4.80    6/22/2017    EUR   72.47
UniCredit Bank AG    4.60    6/22/2017    EUR   73.93
UniCredit Bank AG    4.40    6/22/2017    EUR   74.82
Goldman Sachs & C    5.00    9/21/2016    EUR   65.68
Goldman Sachs & C    6.00   12/21/2016    EUR   67.50
Vontobel Financia   17.00    2/26/2016    EUR   73.96
Deutsche Bank AG     4.20   10/26/2016    EUR   73.80
Deutsche Bank AG     4.20   11/23/2016    EUR   74.10
Deutsche Bank AG     6.20   10/26/2016    EUR   70.30
Deutsche Bank AG     6.20   11/23/2016    EUR   70.70
Deutsche Bank AG     4.20    6/21/2016    EUR   73.10
Deutsche Bank AG     6.20    6/21/2016    EUR   73.90
Deutsche Bank AG     4.20   10/26/2016    EUR   75.00
Deutsche Bank AG     4.20   10/26/2016    EUR   74.60
Deutsche Bank AG     4.20   11/23/2016    EUR   74.90
Deutsche Bank AG     6.20    9/20/2016    EUR   74.40
Deutsche Bank AG     4.20    9/20/2016    EUR   73.10
Deutsche Bank AG     6.20   10/26/2016    EUR   74.80
Deutsche Bank AG     4.20   10/26/2016    EUR   73.40
Deutsche Bank AG     4.20   11/23/2016    EUR   73.50
Deutsche Bank AG     4.20   12/20/2016    EUR   73.70
Leonteq Securitie   10.80    12/7/2016    USD   74.27
LBBW                 4.00    3/29/2016    EUR   64.26
LBBW                 4.50    9/23/2016    EUR   68.94
LBBW                 6.00    9/23/2016    EUR   64.60
LBBW                 3.00   11/24/2017    EUR   56.68
LBBW                 3.40   11/24/2017    EUR   47.89
LBBW                 3.00    9/23/2016    EUR   37.56
LBBW                 4.00    9/23/2016    EUR   69.29
LBBW                 5.50    9/23/2016    EUR   62.59
LBBW                 2.50    9/23/2016    EUR   66.92
LBBW                 4.50    9/23/2016    EUR   61.39
LBBW                 4.50    9/23/2016    EUR   46.37
Vontobel Financia    8.00   11/25/2016    EUR   49.42
LBBW                 3.45    3/22/2019    EUR   64.34
LBBW                 4.20    3/23/2018    EUR   74.51
LBBW                 3.00    3/22/2019    EUR   71.98
LBBW                 3.00    6/28/2019    EUR   64.29
LBBW                 2.50    6/28/2019    EUR   55.31
LBBW                 3.00    6/28/2019    EUR   58.29
LBBW                 3.00    6/22/2018    EUR   65.53
LBBW                 2.65    6/28/2019    EUR   73.96
LBBW                 3.50    6/22/2018    EUR   52.13
LBBW                 4.00    8/25/2017    EUR   46.80
LBBW                 3.00    9/22/2017    EUR   61.89
LBBW                 3.00    9/28/2018    EUR   51.14
Commerzbank AG       5.50    3/24/2016    EUR   61.94
Commerzbank AG       5.50    3/24/2016    EUR   68.40
Commerzbank AG       9.50    3/24/2016    EUR   56.70
Commerzbank AG       7.00    3/24/2016    EUR   52.01
Commerzbank AG      10.50    3/24/2016    EUR   60.93
DZ Bank AG Deutsc    7.25    3/29/2016    EUR   58.82
DZ Bank AG Deutsc    7.50    3/29/2016    EUR   60.30
DZ Bank AG Deutsc    6.25    3/29/2016    EUR   44.95
DZ Bank AG Deutsc    5.50    6/24/2016    EUR   42.70
DZ Bank AG Deutsc    7.50    3/29/2016    EUR   73.43
DZ Bank AG Deutsc    7.50    3/23/2016    EUR   62.60
Vontobel Financia    5.85    4/22/2016    EUR   59.71
Goldman Sachs & C   22.00    2/24/2016    EUR   69.99
Goldman Sachs & C   25.00    3/23/2016    EUR   52.18
Goldman Sachs & C   17.00    4/20/2016    EUR   57.11
Goldman Sachs & C   23.00    5/25/2016    EUR   54.17
Goldman Sachs & C   21.00    6/22/2016    EUR   55.18
Goldman Sachs & C    8.00    4/20/2016    EUR   70.96
Goldman Sachs & C    8.00    4/20/2016    EUR   67.15
Goldman Sachs & C   24.00    2/24/2016    EUR   46.28
DZ Bank AG Deutsc    4.00     5/6/2016    EUR   63.30
Goldman Sachs & C   14.00    9/21/2016    EUR   56.09
Goldman Sachs & C   17.00    3/23/2016    EUR   63.00
Goldman Sachs & C   15.00    6/22/2016    EUR   63.96
Goldman Sachs & C    6.00    5/25/2016    EUR   56.05
Goldman Sachs & C   10.00    5/25/2016    EUR   50.44
Goldman Sachs & C    8.00    5/25/2016    EUR   71.63
Goldman Sachs & C    7.00    5/25/2016    EUR   74.45
Goldman Sachs & C   20.00    2/24/2016    EUR   64.83
Goldman Sachs & C   13.00    4/20/2016    EUR   71.55
Goldman Sachs & C   24.00    3/23/2016    EUR   61.93
Goldman Sachs & C   21.00    4/20/2016    EUR   72.55
Goldman Sachs & C   21.00    5/25/2016    EUR   71.95
Vontobel Financia    6.20    6/24/2016    EUR   57.23
Goldman Sachs & C   20.00    3/23/2016    EUR   48.41
Vontobel Financia    4.55    6/24/2016    EUR   68.91
Vontobel Financia    6.55    3/29/2016    EUR   48.31
LBBW                 3.00    2/26/2016    EUR   71.00
LBBW                 3.00   12/23/2016    EUR   73.76
LBBW                 4.00   12/23/2016    EUR   71.74
LBBW                 4.00    2/26/2016    EUR   52.57
LBBW                 2.00   12/23/2016    EUR   60.93
LBBW                 3.00   12/23/2016    EUR   58.46
LBBW                 4.00   12/23/2016    EUR   56.67
LBBW                 2.50   12/23/2016    EUR   61.69
LBBW                 3.50   12/23/2016    EUR   59.54
LBBW                 3.00    2/26/2016    EUR   73.68
LBBW                 3.00   12/23/2016    EUR   73.81
LBBW                 4.00   12/23/2016    EUR   71.94
LBBW                 3.00   12/23/2016    EUR   74.74
LBBW                 3.00    2/26/2016    EUR   53.82
Notenstein La Roc    6.00    1/10/2017    CHF   62.06
UBS AG/London        5.50     7/3/2017    CHF   70.84
Zurcher Kantonalb   11.06     7/1/2016    CHF   72.73
Vontobel Financia    2.05   12/12/2016    EUR   59.54
Vontobel Financia    3.70     9/9/2016    EUR   55.74
Vontobel Financia    2.50     9/9/2016    EUR   57.93
Vontobel Financia    3.65    6/10/2016    EUR   45.47
Vontobel Financia    3.85     9/9/2016    EUR   46.17
Vontobel Financia    5.35     9/9/2016    EUR   44.47
Vontobel Financia    6.95     9/9/2016    EUR   43.09
Vontobel Financia    9.05    9/16/2016    EUR   63.16
Vontobel Financia    9.80    3/11/2016    EUR   61.29
Vontobel Financia    5.70     9/9/2016    EUR   70.54
Vontobel Financia    4.35     9/9/2016    EUR   72.95
Vontobel Financia    6.30    6/10/2016    EUR   70.25
Vontobel Financia    4.35    6/10/2016    EUR   73.09
Vontobel Financia    7.35    3/11/2016    EUR   67.88
Vontobel Financia    3.45    12/9/2016    EUR   72.73
Vontobel Financia    4.80    3/11/2016    EUR   71.37
Vontobel Financia    5.10     9/9/2016    EUR   57.46
Vontobel Financia    9.05    6/17/2016    EUR   53.97
Vontobel Financia    7.00    6/17/2016    EUR   58.82
Vontobel Financia    7.95    6/10/2016    EUR   54.72
Leonteq Securitie    9.12    7/13/2016    CHF   55.81
Leonteq Securitie   10.00    7/13/2016    EUR   56.20
UBS AG/London        7.00     7/3/2017    CHF   73.56
UBS AG/London       12.00     7/1/2016    USD   44.28
UBS AG/London        7.50     7/3/2017    EUR   53.51
Vontobel Financia    7.90    3/11/2016    EUR   52.72
Commerzbank AG      10.75    6/23/2016    EUR   73.74
Commerzbank AG      11.00    6/23/2016    EUR   73.67
Commerzbank AG       6.50    6/23/2016    EUR   62.55
Commerzbank AG       8.25    6/23/2016    EUR   60.71
Commerzbank AG      10.00    6/23/2016    EUR   59.07
Vontobel Financia    4.65    9/16/2016    EUR   69.74
Vontobel Financia    3.00     9/9/2016    EUR   71.96
Vontobel Financia    3.05    6/10/2016    EUR   71.58
Vontobel Financia    4.35     9/9/2016    EUR   60.13
Vontobel Financia    4.60    6/10/2016    EUR   59.17
Vontobel Financia    4.55    6/17/2016    EUR   74.33
Landesbank Hessen    3.00   10/31/2016    EUR   65.20
WGZ-Bank AG Westd    4.00   12/19/2016    EUR   71.76
Banque Cantonale     7.25     7/3/2017    CHF   59.74
Deutsche Bank AG     3.20    7/20/2016    EUR   72.10
Deutsche Bank AG     3.20    7/20/2016    EUR   66.10
Deutsche Bank AG     3.20    8/24/2016    EUR   66.30
Deutsche Bank AG     3.20    9/20/2016    EUR   74.70
Deutsche Bank AG     3.20   10/26/2016    EUR   74.90
Deutsche Bank AG     3.20   11/23/2016    EUR   75.00
Deutsche Bank AG     3.20   10/26/2016    EUR   72.30
Deutsche Bank AG     3.20    9/20/2016    EUR   66.50
Deutsche Bank AG     3.20    7/20/2016    EUR   74.40
Deutsche Bank AG     3.20    9/20/2016    EUR   69.30
Deutsche Bank AG     3.20    8/24/2016    EUR   74.60
Deutsche Bank AG     3.20    8/24/2016    EUR   72.20
Deutsche Bank AG     3.20    7/20/2016    EUR   69.00
Deutsche Bank AG     3.20    9/20/2016    EUR   72.20
Deutsche Bank AG     3.20    8/24/2016    EUR   69.20
Deutsche Bank AG     3.20    8/24/2016    EUR   62.60
Deutsche Bank AG     3.20    9/20/2016    EUR   65.20
Deutsche Bank AG     3.20   12/20/2016    EUR   69.70
Deutsche Bank AG     3.20    7/20/2016    EUR   62.40
Deutsche Bank AG     3.20   11/23/2016    EUR   69.50
Deutsche Bank AG     3.20    8/24/2016    EUR   60.40
Deutsche Bank AG     3.20   10/26/2016    EUR   60.80
Deutsche Bank AG     3.20    7/20/2016    EUR   60.10
Deutsche Bank AG     3.20   12/20/2016    EUR   61.20
Deutsche Bank AG     3.20   12/20/2016    EUR   67.00
Deutsche Bank AG     3.20    8/24/2016    EUR   65.10
Deutsche Bank AG     3.20   11/23/2016    EUR   65.60
Deutsche Bank AG     3.20    9/20/2016    EUR   60.60
Deutsche Bank AG     3.20    7/20/2016    EUR   64.80
Deutsche Bank AG     3.20   10/26/2016    EUR   69.40
Deutsche Bank AG     3.20    9/20/2016    EUR   62.80
Deutsche Bank AG     3.20   12/20/2016    EUR   65.80
Deutsche Bank AG     3.20   11/23/2016    EUR   61.00
Deutsche Bank AG     3.20   12/20/2016    EUR   63.40
Deutsche Bank AG     3.20   10/26/2016    EUR   66.70
Deutsche Bank AG     3.20   10/26/2016    EUR   63.10
Deutsche Bank AG     3.20   10/26/2016    EUR   65.50
Deutsche Bank AG     3.20   11/23/2016    EUR   63.30
Deutsche Bank AG     3.20   12/20/2016    EUR   72.50
Deutsche Bank AG     3.20   11/23/2016    EUR   66.80
Deutsche Bank AG     3.20   11/23/2016    EUR   72.40
HSBC Trinkaus & B    5.65    2/22/2016    EUR   44.60
Landesbank Hessen    3.15    8/22/2016    EUR   71.70
Zurcher Kantonalb    5.50    8/14/2017    CHF   64.60
Leonteq Securitie    8.00     8/5/2016    USD   63.15
Vontobel Financia    4.55     4/8/2016    EUR   64.11
Leonteq Securitie    8.00    8/15/2016    CHF   47.01
UBS AG/London        8.75    6/24/2016    EUR   57.81
UBS AG/London        5.75   12/23/2016    EUR   52.83
UBS AG/London        7.50    3/29/2016    EUR   51.74
Commerzbank AG       5.75    9/22/2016    EUR   74.30
Commerzbank AG       6.50    9/22/2016    EUR   73.35
Commerzbank AG       7.25    9/22/2016    EUR   72.16
Commerzbank AG       8.00    9/22/2016    EUR   70.99
Commerzbank AG       9.00    9/22/2016    EUR   70.03
Commerzbank AG      10.00    9/22/2016    EUR   69.13
Commerzbank AG      11.00    9/22/2016    EUR   68.26
Leonteq Securitie   10.00   10/12/2016    CHF   69.46
UniCredit Bank AG    4.50    9/19/2017    EUR   59.23
UniCredit Bank AG    5.40    6/30/2017    EUR   71.81
Notenstein Financ    7.20    3/17/2017    CHF   73.98
Zapsibcombank PAO   14.85   12/12/2019    RUB   50.00
Landesbank Hessen    4.00    5/16/2018    EUR   66.61
Societe Generale     0.50    5/22/2024    MXN   61.19
Lehman Brothers T    5.00    3/13/2009    EUR    3.10
Immigon Portfolio    6.60     5/6/2023    EUR   69.50
Kaupthing Bank eh    6.50    10/8/2010    ISK   17.63
Kaupthing Bank eh    7.50    12/5/2014    ISK   17.63
Dresdner Bank AG     1.79    7/15/2023    EUR   72.23
Societe Generale     1.04    2/28/2034    USD   66.90
Lehman Brothers T    7.63    7/22/2011    HKD    3.10
Lehman Brothers T    2.30    6/27/2013    USD    3.10
Lehman Brothers T    2.37    7/15/2013    USD    3.10
Raiffeisen-Landes    0.25    9/10/2033    EUR   85.37
MirLand Developme    6.50    9/30/2019    ILS   15.00
Dayli Polska Sp z    8.50     9/5/2016    PLN   25.00
Bank Julius Baer     5.80     7/8/2016    EUR   72.05
Leonteq Securitie    8.00    7/20/2016    CHF   57.71
Leonteq Securitie   17.00    7/20/2016    USD   52.74
UBS AG/London        6.50     7/8/2016    CHF   45.30
UBS AG/London        7.00     7/8/2016    USD   63.04
UBS AG/London        7.00    7/10/2017    CHF   74.16
Notenstein La Roc    4.20    7/17/2019    CHF   61.47
Zurcher Kantonalb   10.06     7/8/2016    EUR   73.21
Credit Suisse AG/    6.25    7/18/2016    CHF   70.39
Vontobel Financia    7.00    8/26/2016    EUR   74.13
Vontobel Financia    6.50    8/26/2016    EUR   51.30
Vontobel Financia    6.00    8/26/2016    EUR   54.43
Vontobel Financia    7.00    8/26/2016    EUR   52.91
Zurcher Kantonalb    8.75    7/21/2016    CHF   70.74
LBBW                 2.60   12/23/2016    EUR   63.58
Bank Julius Baer    10.00    7/21/2016    CHF   58.50
Vontobel Financia    6.45    7/22/2016    EUR   72.04
Credit Suisse AG/    7.00    1/23/2017    EUR   72.15
DZ Bank AG Deutsc    5.75    7/22/2016    EUR   65.54
DZ Bank AG Deutsc    9.00    7/22/2016    EUR   63.52
DZ Bank AG Deutsc    7.25    7/22/2016    EUR   71.85
DZ Bank AG Deutsc    5.75    7/22/2016    EUR   64.66
DZ Bank AG Deutsc    7.00    3/29/2016    EUR   42.08
DZ Bank AG Deutsc    8.00    3/29/2016    EUR   51.08
DZ Bank AG Deutsc    7.50    6/24/2016    EUR   48.71
DZ Bank AG Deutsc    8.00    6/24/2016    EUR   62.95
DZ Bank AG Deutsc    9.50    6/24/2016    EUR   72.02
DZ Bank AG Deutsc    6.00    6/24/2016    EUR   71.79
DZ Bank AG Deutsc    7.50    6/24/2016    EUR   72.35
DZ Bank AG Deutsc    7.00    3/29/2016    EUR   65.94
Vontobel Financia    4.65    7/24/2017    EUR   55.50
Landesbank Hessen    6.10   11/17/2020    EUR   74.84
Bank Julius Baer    10.00    4/18/2016    EUR   62.05
Raiffeisen Centro   14.56    7/20/2016    EUR   73.86
Commerzbank AG       4.25    3/24/2016    EUR   65.69
Commerzbank AG       5.00    3/24/2016    EUR   64.31
Commerzbank AG       6.00    3/24/2016    EUR   63.06
Commerzbank AG       6.75    3/24/2016    EUR   61.81
Commerzbank AG       8.00    3/24/2016    EUR   60.67
Commerzbank AG       9.00    3/24/2016    EUR   59.56
Commerzbank AG      10.00    3/24/2016    EUR   58.51
Commerzbank AG       4.50    6/23/2016    EUR   67.46
Commerzbank AG       5.25    6/23/2016    EUR   66.30
Commerzbank AG       6.00    6/23/2016    EUR   65.19
Commerzbank AG       6.75    6/23/2016    EUR   64.15
Commerzbank AG       7.50    6/23/2016    EUR   63.14
Commerzbank AG       8.25    6/23/2016    EUR   62.17
Commerzbank AG       9.25    6/23/2016    EUR   61.35
Commerzbank AG      10.00    6/23/2016    EUR   60.49
Commerzbank AG       5.00    6/23/2016    EUR   61.65
Commerzbank AG       6.00    6/23/2016    EUR   60.29
Commerzbank AG       6.75    6/23/2016    EUR   59.00
Commerzbank AG       7.75    6/23/2016    EUR   57.83
Commerzbank AG       8.50    6/23/2016    EUR   56.65
Commerzbank AG       9.50    6/23/2016    EUR   55.65
Commerzbank AG      10.50    6/23/2016    EUR   54.70
Commerzbank AG      11.75    6/23/2016    EUR   53.75
Commerzbank AG      10.00    6/23/2016    EUR   74.00
Commerzbank AG       7.75    6/23/2016    EUR   74.73
Commerzbank AG       5.25    6/23/2016    EUR   73.76
Commerzbank AG       6.25    6/23/2016    EUR   72.80
Commerzbank AG       7.00    6/23/2016    EUR   71.74
Commerzbank AG       7.75    6/23/2016    EUR   70.72
Commerzbank AG       8.75    6/23/2016    EUR   69.80
Commerzbank AG       9.50    6/23/2016    EUR   68.86
Commerzbank AG      10.50    6/23/2016    EUR   68.01
Commerzbank AG       4.75    6/23/2016    EUR   74.27
Commerzbank AG       5.50    6/23/2016    EUR   73.04
Commerzbank AG       6.00    6/23/2016    EUR   71.74
Commerzbank AG       6.75    6/23/2016    EUR   70.60
Commerzbank AG       7.50    6/23/2016    EUR   69.51
Commerzbank AG       8.25    6/23/2016    EUR   68.46
Commerzbank AG       9.25    6/23/2016    EUR   67.53
Commerzbank AG      10.00    6/23/2016    EUR   66.54
Commerzbank AG       4.25    6/23/2016    EUR   58.95
Commerzbank AG       5.00    6/23/2016    EUR   57.96
Commerzbank AG       5.75    6/23/2016    EUR   57.04
Commerzbank AG       6.75    6/23/2016    EUR   56.26
Commerzbank AG       7.50    6/23/2016    EUR   55.42
Commerzbank AG       8.50    6/23/2016    EUR   54.73
Commerzbank AG       9.25    6/23/2016    EUR   53.98
Commerzbank AG       6.25    6/23/2016    EUR   63.55
Commerzbank AG       7.00    6/23/2016    EUR   62.23
Commerzbank AG       8.00    6/23/2016    EUR   61.07
Commerzbank AG       9.25    6/23/2016    EUR   60.08
Commerzbank AG      10.25    6/23/2016    EUR   59.05
LBBW                 4.55    8/26/2016    EUR   72.73
Credit Suisse AG/    8.00    7/21/2016    CHF   67.50
Credit Suisse AG/    6.00    1/23/2017    CHF   66.54
BNP Paribas Emiss    4.00    7/21/2016    EUR   74.47
Vontobel Financia   23.10    6/24/2016    EUR   68.92
Vontobel Financia   21.05    6/24/2016    EUR   71.38
Vontobel Financia   25.05    6/24/2016    EUR   68.09
Vontobel Financia   25.95    6/24/2016    EUR   53.19
Vontobel Financia    3.75     9/9/2016    EUR   60.22
Vontobel Financia    3.90    6/17/2016    EUR   59.47
Vontobel Financia    4.75    6/17/2016    EUR   58.22
Vontobel Financia   23.15    6/24/2016    EUR   58.31
Vontobel Financia   22.75    6/24/2016    EUR   49.24
DZ Bank AG Deutsc    8.25    6/20/2016    EUR   52.56
DZ Bank AG Deutsc    5.20    9/19/2016    EUR   58.89
Commerzbank AG       9.50    3/24/2016    EUR   72.31
Commerzbank AG      10.50    3/24/2016    EUR   70.77
Commerzbank AG      12.00    3/24/2016    EUR   69.36
Commerzbank AG       7.50    4/21/2016    EUR   74.77
Commerzbank AG       9.00    4/21/2016    EUR   72.82
Commerzbank AG      10.50    4/21/2016    EUR   71.04
Commerzbank AG      12.00    4/21/2016    EUR   69.30
Commerzbank AG       7.75    5/26/2016    EUR   73.97
Commerzbank AG       8.75    5/26/2016    EUR   72.50
Commerzbank AG      10.25    5/26/2016    EUR   70.55
Commerzbank AG      12.00    5/26/2016    EUR   68.81
Commerzbank AG       8.00    6/23/2016    EUR   74.00
Commerzbank AG       9.00    6/23/2016    EUR   72.76
Commerzbank AG      10.00    6/23/2016    EUR   71.60
Commerzbank AG      11.00    6/23/2016    EUR   70.47
Commerzbank AG      12.00    6/23/2016    EUR   69.39
Commerzbank AG      10.00    6/23/2016    EUR   70.50
Commerzbank AG      13.50    6/23/2016    EUR   65.25
Commerzbank AG      17.25    6/23/2016    EUR   61.04
Commerzbank AG      11.25    6/23/2016    EUR   67.79
Commerzbank AG      15.25    6/23/2016    EUR   63.06
Commerzbank AG       8.25    6/23/2016    EUR   62.96
Commerzbank AG      10.25    6/23/2016    EUR   60.58
Commerzbank AG      12.25    6/23/2016    EUR   58.51
Commerzbank AG      10.00    6/23/2016    EUR   74.21
Commerzbank AG      11.75    6/23/2016    EUR   72.17
Commerzbank AG      12.50    6/23/2016    EUR   71.93
Commerzbank AG       8.75    6/23/2016    EUR   68.39
Commerzbank AG      10.50    6/23/2016    EUR   65.66
Commerzbank AG      12.50    6/23/2016    EUR   63.31
Commerzbank AG      12.00    6/23/2016    EUR   74.63
Commerzbank AG      14.00    6/23/2016    EUR   71.93
Commerzbank AG       9.50    6/23/2016    EUR   72.91
Commerzbank AG      11.25    6/23/2016    EUR   70.30
Commerzbank AG      13.50    6/23/2016    EUR   68.07
Commerzbank AG      12.75    6/23/2016    EUR   70.66
BNP Paribas Emiss    3.00    7/21/2016    EUR   70.68
BNP Paribas Emiss    4.00    7/27/2017    EUR   74.12
BNP Paribas Emiss    4.00    7/27/2017    EUR   71.71
BNP Paribas Emiss    4.00   10/27/2016    EUR   72.65
BNP Paribas Emiss    5.00    7/21/2016    EUR   70.06
BNP Paribas Emiss    5.00    7/27/2017    EUR   74.97
BNP Paribas Emiss    7.00    7/21/2016    EUR   58.81
BNP Paribas Emiss    6.00   10/27/2016    EUR   59.71
BNP Paribas Emiss    4.00    7/27/2017    EUR   63.82
BNP Paribas Emiss    3.50    7/21/2016    EUR   59.68
BNP Paribas Emiss    4.00   10/27/2016    EUR   59.25
BNP Paribas Emiss    5.50   10/27/2016    EUR   56.11
BNP Paribas Emiss    3.50    7/27/2017    EUR   61.39
Commerzbank AG       7.50    3/24/2016    EUR   73.80
Vontobel Financia   10.15    3/29/2016    EUR   74.82
Vontobel Financia   12.00    3/29/2016    EUR   68.00
Bank Julius Baer     7.00    7/18/2016    CHF   58.10
Bank Julius Baer     6.00    7/24/2017    CHF   72.40
Vontobel Financia    8.50    9/23/2016    EUR   61.59
Vontobel Financia   10.40    3/29/2016    EUR   57.77
Bank Julius Baer     4.75    7/22/2016    CHF   72.25
Bank Julius Baer     8.00    7/22/2016    USD   67.90
Goldman Sachs & C   11.00    8/24/2016    EUR   69.77
Goldman Sachs & C   11.00    8/24/2016    EUR   69.77
Goldman Sachs & C    4.00    9/21/2016    EUR   66.06
Goldman Sachs & C    4.00   12/21/2016    EUR   66.04
Goldman Sachs & C    4.00    3/22/2017    EUR   66.03
Goldman Sachs & C    9.00    3/22/2017    EUR   71.56
Goldman Sachs & C    9.00    3/22/2017    EUR   71.56
Goldman Sachs & C    5.00    6/21/2017    EUR   66.29
Goldman Sachs & C    9.00    6/21/2017    EUR   71.70
Goldman Sachs & C    9.00    6/21/2017    EUR   71.70
Goldman Sachs & C    4.00    4/20/2016    EUR   52.27
Goldman Sachs & C    7.00    4/20/2016    EUR   52.85
Goldman Sachs & C   12.00    5/25/2016    EUR   54.54
Goldman Sachs & C   11.00    6/22/2016    EUR   55.19
Goldman Sachs & C   11.00    6/22/2016    EUR   55.19
Goldman Sachs & C    6.00    7/20/2016    EUR   53.74
Goldman Sachs & C    6.00    8/24/2016    EUR   54.17
Goldman Sachs & C    6.00    6/21/2017    EUR   57.89
Goldman Sachs & C    8.00    5/25/2016    EUR   67.07
Goldman Sachs & C    7.00    8/24/2016    EUR   68.01
Goldman Sachs & C   10.00    8/24/2016    EUR   69.62
Goldman Sachs & C   11.00    8/24/2016    EUR   70.16
Goldman Sachs & C   11.00    8/24/2016    EUR   70.15
Goldman Sachs & C    9.00    3/22/2017    EUR   72.94
Goldman Sachs & C    9.00    3/22/2017    EUR   72.94
Goldman Sachs & C    9.00    6/21/2017    EUR   73.32
Goldman Sachs & C    5.00    8/24/2016    EUR   58.76
Goldman Sachs & C    5.00    5/25/2016    EUR   57.78
Goldman Sachs & C    6.00    8/24/2016    EUR   59.29
Goldman Sachs & C    7.00    8/24/2016    EUR   59.83
Goldman Sachs & C   11.00    8/24/2016    EUR   61.97
Goldman Sachs & C    4.00    2/24/2016    EUR   67.51
Goldman Sachs & C    4.00    3/23/2016    EUR   67.68
Goldman Sachs & C    6.00    4/20/2016    EUR   68.19
Goldman Sachs & C    4.00    6/22/2016    EUR   65.96
Goldman Sachs & C    7.00    6/22/2016    EUR   67.06
Goldman Sachs & C    7.00    7/20/2016    EUR   67.32
Goldman Sachs & C    8.00    7/20/2016    EUR   67.76
Goldman Sachs & C    4.00    8/24/2016    EUR   66.02
Goldman Sachs & C    7.00    8/24/2016    EUR   67.63
Goldman Sachs & C    8.00    8/24/2016    EUR   68.16
Goldman Sachs & C   18.00    9/21/2016    EUR   73.20
Goldman Sachs & C   17.00    5/25/2016    EUR   74.73
Goldman Sachs & C   22.00    6/22/2016    EUR   62.78
Goldman Sachs & C   20.00    7/20/2016    EUR   63.60
Goldman Sachs & C   14.00    9/21/2016    EUR   67.63
Goldman Sachs & C   21.00    3/23/2016    EUR   53.15
Goldman Sachs & C   19.00    4/20/2016    EUR   54.37
Goldman Sachs & C    8.00    5/25/2016    EUR   65.58
Goldman Sachs & C   22.00    5/25/2016    EUR   59.63
Goldman Sachs & C   13.00    7/20/2016    EUR   65.92
Goldman Sachs & C   12.00    9/21/2016    EUR   67.39
Landesbank Hessen    5.50    5/10/2017    EUR   74.70
Notenstein La Roc    5.04    7/24/2019    CHF   72.45
UBS AG/London        7.00    7/17/2017    CHF   57.53
Notenstein La Roc    4.00    7/24/2019    CHF   61.95
Notenstein La Roc    5.80    1/24/2018    CHF   73.45
Notenstein La Roc    6.70    7/24/2017    EUR   57.74
Notenstein La Roc    7.00    1/24/2017    CHF   68.37
Notenstein La Roc    6.80    7/25/2016    CHF   69.71
Leonteq Securitie    6.20    7/24/2018    CHF   74.30
Leonteq Securitie   14.00   10/24/2016    CHF   58.01
Leonteq Securitie    9.40   10/24/2016    EUR   51.60
Leonteq Securitie    9.00   10/24/2016    EUR   71.32
Leonteq Securitie   10.20   10/24/2016    USD   66.12
Leonteq Securitie   16.80    4/27/2016    CHF   63.45
LBBW                 4.50    7/22/2016    EUR   72.65
LBBW                 7.00    7/22/2016    EUR   69.00
LBBW                 3.00    7/22/2016    EUR   69.29
LBBW                 4.00    7/22/2016    EUR   67.06
LBBW                 3.00    7/22/2016    EUR   73.32
LBBW                 5.00    7/22/2016    EUR   65.40
LBBW                 4.00    7/22/2016    EUR   74.51
LBBW                 5.00    7/22/2016    EUR   73.25
LBBW                 4.50    7/22/2016    EUR   72.38
LBBW                 3.00    7/22/2016    EUR   58.63
LBBW                 4.00    7/22/2016    EUR   56.93
LBBW                 5.00    7/22/2016    EUR   55.74
LBBW                 3.00    7/22/2016    EUR   51.86
LBBW                 4.50    7/22/2016    EUR   49.92
LBBW                 3.00    7/22/2016    EUR   64.15
LBBW                 4.50    7/22/2016    EUR   61.54
LBBW                 3.00    7/22/2016    EUR   70.63
LBBW                 4.50    7/22/2016    EUR   73.52
Vontobel Financia    3.25    6/24/2016    EUR   59.33
Vontobel Financia    8.95    6/24/2016    EUR   68.20
Vontobel Financia    9.50    3/29/2016    EUR   64.47
Vontobel Financia    8.30    3/29/2016    EUR   52.60
Vontobel Financia    3.55    6/24/2016    EUR   64.56
LBBW                 3.40    8/24/2018    EUR   62.60
Vontobel Financia    8.00    4/29/2016    EUR   49.70
Notenstein La Roc    3.75    7/17/2018    CHF   69.65
Credit Suisse AG/    6.00    7/28/2016    CHF   72.80
Vontobel Financia    7.00    8/26/2016    EUR   69.06
Vontobel Financia    7.50    8/26/2016    EUR   68.82
Vontobel Financia    6.60    9/23/2016    EUR   58.45
Vontobel Financia    7.65    9/23/2016    EUR   65.16
Vontobel Financia    8.70    6/24/2016    EUR   63.66
Vontobel Financia    7.70    6/24/2016    EUR   72.70
Vontobel Financia    9.55    6/24/2016    EUR   70.91
Vontobel Financia    6.60    9/23/2016    EUR   73.98
Vontobel Financia    8.00    9/23/2016    EUR   72.45
Vontobel Financia    8.00    8/26/2016    EUR   52.07
Vontobel Financia    9.50    8/26/2016    EUR   60.67
Vontobel Financia    9.90    3/29/2016    EUR   71.11
Vontobel Financia    7.75    3/29/2016    EUR   73.37
Vontobel Financia    6.40    3/29/2016    EUR   74.99
Vontobel Financia    6.80    6/24/2016    EUR   74.09
Vontobel Financia    6.80    6/24/2016    EUR   71.18
Vontobel Financia    5.80    9/23/2016    EUR   72.26
Vontobel Financia    8.20    3/29/2016    EUR   51.33
Vontobel Financia    8.00    6/24/2016    EUR   52.68
Vontobel Financia    6.90    9/23/2016    EUR   54.04
Vontobel Financia    3.10    6/24/2016    EUR   57.64
Vontobel Financia    8.30    6/24/2016    EUR   73.51
Vontobel Financia    9.10    3/29/2016    EUR   73.07
Vontobel Financia    7.20    3/29/2016    EUR   71.00
Vontobel Financia    3.00    9/23/2016    EUR   58.35
Vontobel Financia    6.65    9/23/2016    EUR   68.67
Vontobel Financia    7.35    6/24/2016    EUR   67.60
Vontobel Financia    8.10    3/29/2016    EUR   67.46
Vontobel Financia    7.35    9/23/2016    EUR   74.35
Vontobel Financia    8.55    6/24/2016    EUR   72.98
Vontobel Financia    8.40    3/29/2016    EUR   74.06
Vontobel Financia    3.20    7/22/2016    EUR   62.87
Vontobel Financia    4.75    7/22/2016    EUR   60.32
Leonteq Securitie   10.00    7/28/2016    EUR   56.11
LBBW                 3.00   11/25/2016    EUR   62.22
Bank Julius Baer     6.00    7/28/2016    CHF   56.35
Bank Julius Baer     6.30    7/28/2016    CHF   67.05
Vontobel Financia    5.45    6/24/2016    EUR   71.66
Vontobel Financia    5.35    6/24/2016    EUR   54.31
DZ Bank AG Deutsc    7.75    3/29/2016    EUR   73.20
DZ Bank AG Deutsc   10.25    3/29/2016    EUR   66.63
DZ Bank AG Deutsc    5.00    3/29/2016    EUR   74.90
DZ Bank AG Deutsc    5.50    6/24/2016    EUR   73.63
DZ Bank AG Deutsc    5.00    9/23/2016    EUR   56.37
DZ Bank AG Deutsc    5.00    9/23/2016    EUR   73.19
DZ Bank AG Deutsc    5.25    9/23/2016    EUR   56.72
DZ Bank AG Deutsc    6.50    3/29/2016    EUR   52.29
LBBW                 3.00    7/24/2020    EUR   74.02
Deutsche Bank AG     5.50    3/22/2016    EUR   74.60
Deutsche Bank AG     5.50    6/21/2016    EUR   72.70
Deutsche Bank AG     5.50    3/22/2016    EUR   74.80
Deutsche Bank AG     5.50    3/22/2016    EUR   69.90
Deutsche Bank AG     5.50    6/21/2016    EUR   74.10
Deutsche Bank AG     5.50    6/21/2016    EUR   69.60
Deutsche Bank AG     5.50    9/20/2016    EUR   71.60
Deutsche Bank AG     5.50   12/20/2016    EUR   72.40
Deutsche Bank AG     7.50    6/21/2016    EUR   74.30
Deutsche Bank AG     7.50    3/22/2016    EUR   71.50
Deutsche Bank AG     7.50    6/21/2016    EUR   73.30
Deutsche Bank AG     7.50    3/22/2016    EUR   74.80
Deutsche Bank AG     7.50    3/22/2016    EUR   71.10
Deutsche Bank AG     7.50    6/21/2016    EUR   73.40
Deutsche Bank AG     7.50    6/21/2016    EUR   70.00
Deutsche Bank AG     7.50    9/20/2016    EUR   73.10
Deutsche Bank AG     7.50   12/20/2016    EUR   74.50
Deutsche Bank AG     7.50    3/22/2016    EUR   70.20
Deutsche Bank AG     7.50    3/22/2016    EUR   65.90
Deutsche Bank AG     7.50    6/21/2016    EUR   74.80
Deutsche Bank AG     7.50    6/21/2016    EUR   70.30
Deutsche Bank AG     7.50    6/21/2016    EUR   66.30
Deutsche Bank AG     7.50    9/20/2016    EUR   72.90
Deutsche Bank AG     7.50    9/20/2016    EUR   69.10
Deutsche Bank AG     7.50   12/20/2016    EUR   74.20
Deutsche Bank AG     7.50   12/20/2016    EUR   70.50
Deutsche Bank AG     7.50    3/22/2016    EUR   60.10
Deutsche Bank AG     7.50    6/21/2016    EUR   61.50
Deutsche Bank AG     7.50    9/20/2016    EUR   64.30
Deutsche Bank AG     7.50   12/20/2016    EUR   65.60
DZ Bank AG Deutsc   12.80    3/21/2016    EUR   64.68
DZ Bank AG Deutsc   11.60    6/20/2016    EUR   67.30
DZ Bank AG Deutsc    8.50   12/23/2016    EUR   74.79
DZ Bank AG Deutsc    6.50    6/24/2016    EUR   74.97
Goldman Sachs & C    8.00   11/23/2016    EUR   71.41
Leonteq Securitie   10.20    1/26/2017    CHF   67.38
Goldman Sachs & C    6.00   11/23/2016    EUR   64.83
Goldman Sachs & C   10.00    3/23/2016    EUR   62.06
Goldman Sachs & C    8.00   11/23/2016    EUR   66.40
Bank Julius Baer     9.00   10/24/2016    CHF   65.85
LBBW                 6.00   10/28/2016    EUR   74.93
BNP Paribas Emiss    7.50    3/24/2016    EUR   73.24
BNP Paribas Emiss   11.00    3/24/2016    EUR   67.45
BNP Paribas Emiss   20.00    3/24/2016    EUR   60.88
BNP Paribas Emiss    5.50    9/22/2016    EUR   74.24
BNP Paribas Emiss    9.00    9/22/2016    EUR   68.46
BNP Paribas Emiss   12.00    9/22/2016    EUR   65.70
BNP Paribas Emiss   16.00    9/22/2016    EUR   64.11
BNP Paribas Emiss    8.00   12/22/2016    EUR   69.59
BNP Paribas Emiss   10.00   12/22/2016    EUR   66.87
BNP Paribas Emiss   16.00    6/23/2016    EUR   72.13
BNP Paribas Emiss   21.00    6/23/2016    EUR   70.20
BNP Paribas Emiss   13.00    9/22/2016    EUR   73.81
BNP Paribas Emiss   16.00    3/24/2016    EUR   65.73
BNP Paribas Emiss    5.00    9/22/2016    EUR   73.60
BNP Paribas Emiss    6.00    9/22/2016    EUR   70.95
BNP Paribas Emiss   13.00    9/22/2016    EUR   69.26
BNP Paribas Emiss   19.00    9/22/2016    EUR   64.07
BNP Paribas Emiss   16.00   12/22/2016    EUR   65.77
BNP Paribas Emiss   16.00    9/22/2016    EUR   71.65
BNP Paribas Emiss   22.00    9/22/2016    EUR   67.28
BNP Paribas Emiss   13.00   12/22/2016    EUR   71.67
BNP Paribas Emiss   19.00   12/22/2016    EUR   69.07
BNP Paribas Emiss   13.00    6/23/2016    EUR   73.46
BNP Paribas Emiss   18.00    6/23/2016    EUR   70.81
BNP Paribas Emiss   12.00   12/22/2016    EUR   74.17
BNP Paribas Emiss    8.00    3/24/2016    EUR   70.29
BNP Paribas Emiss    9.00    9/22/2016    EUR   69.74
BNP Paribas Emiss    6.00   12/22/2016    EUR   72.30
BNP Paribas Emiss    7.00   12/22/2016    EUR   70.20
BNP Paribas Emiss   12.00    6/23/2016    EUR   65.48
BNP Paribas Emiss   15.00    6/23/2016    EUR   64.28
BNP Paribas Emiss   18.00    6/23/2016    EUR   62.23
BNP Paribas Emiss   21.00    6/23/2016    EUR   60.48
BNP Paribas Emiss    7.00    9/22/2016    EUR   71.22
BNP Paribas Emiss    8.00    9/22/2016    EUR   71.83
BNP Paribas Emiss    9.50    9/22/2016    EUR   68.92
BNP Paribas Emiss   13.00    9/22/2016    EUR   66.49
BNP Paribas Emiss   17.00    9/22/2016    EUR   63.11
BNP Paribas Emiss    7.00   12/22/2016    EUR   72.24
BNP Paribas Emiss    8.50   12/22/2016    EUR   69.90
BNP Paribas Emiss   10.00   12/22/2016    EUR   68.94
BNP Paribas Emiss   11.00   12/22/2016    EUR   67.68
BNP Paribas Emiss   15.00   12/22/2016    EUR   65.47
BNP Paribas Emiss   29.00    3/24/2016    EUR   57.25
BNP Paribas Emiss    8.00    6/23/2016    EUR   70.52
BNP Paribas Emiss   11.00    6/23/2016    EUR   67.57
BNP Paribas Emiss   16.00    9/22/2016    EUR   73.11
BNP Paribas Emiss   14.00   12/22/2016    EUR   74.85
BNP Paribas Emiss   14.00    6/23/2016    EUR   73.87
BNP Paribas Emiss   17.00    6/23/2016    EUR   72.89
BNP Paribas Emiss   20.00    6/23/2016    EUR   71.08
BNP Paribas Emiss   22.00    3/24/2016    EUR   73.97
BNP Paribas Emiss   25.00    3/24/2016    EUR   72.52
BNP Paribas Emiss    8.00    3/24/2016    EUR   64.77
BNP Paribas Emiss    8.00    9/22/2016    EUR   66.12
BNP Paribas Emiss   13.00    9/22/2016    EUR   59.43
Vontobel Financia    8.50    9/23/2016    EUR   60.58
Vontobel Financia   10.00    9/23/2016    EUR   59.48
Vontobel Financia    8.50    9/23/2016    EUR   74.95
Vontobel Financia   15.00   12/23/2016    EUR   65.83
Vontobel Financia   14.50    3/29/2016    EUR   68.08
Vontobel Financia   26.00    3/29/2016    EUR   59.08
Vontobel Financia   13.60    6/24/2016    EUR   68.79
Vontobel Financia   21.55    6/24/2016    EUR   62.58
Vontobel Financia   17.50    9/23/2016    EUR   64.54
Credit Suisse AG/    7.00   10/26/2016    CHF   71.52
UBS AG               9.50    6/24/2016    EUR   72.86
DZ Bank AG Deutsc   11.50   10/28/2016    EUR   67.87
DZ Bank AG Deutsc    5.00   10/28/2016    EUR   72.95
DZ Bank AG Deutsc    6.75   10/28/2016    EUR   65.05
DZ Bank AG Deutsc   12.25   10/28/2016    EUR   72.73
DZ Bank AG Deutsc   11.00   12/23/2016    EUR   61.65
DZ Bank AG Deutsc   13.50    3/29/2016    EUR   63.12
DZ Bank AG Deutsc   12.50    9/23/2016    EUR   63.04
DZ Bank AG Deutsc    5.00    6/24/2016    EUR   73.42
DZ Bank AG Deutsc    8.00    9/23/2016    EUR   68.44
DZ Bank AG Deutsc    8.00    3/29/2016    EUR   69.85
UBS AG              13.75   12/23/2016    EUR   64.52
Bank Julius Baer     5.65   10/27/2016    CHF   72.80
Bank Julius Baer     3.90   10/27/2016    CHF   62.45
DZ Bank AG Deutsc    7.50    3/29/2016    EUR   59.55
DZ Bank AG Deutsc    7.00    6/24/2016    EUR   59.49
UBS AG/London       12.50    6/24/2016    EUR   68.71
Deutsche Bank AG     5.20    3/21/2017    EUR   75.00
Deutsche Bank AG     5.20    3/21/2017    EUR   72.50
Deutsche Bank AG     5.20    3/21/2017    EUR   70.10
Deutsche Bank AG     5.20    3/21/2017    EUR   67.90
Deutsche Bank AG     7.20    6/21/2016    EUR   73.60
Deutsche Bank AG     7.20    3/21/2017    EUR   72.40
Deutsche Bank AG     7.20    3/21/2017    EUR   70.10
DZ Bank AG Deutsc    9.00   12/19/2016    EUR   73.13
UBS AG               6.25   11/25/2016    EUR   73.72
UniCredit Bank AG    4.00   12/22/2016    EUR   72.71
Vontobel Financia    8.50   10/28/2016    EUR   69.05
Bank Julius Baer    13.70    7/29/2016    CHF   59.70
Bank Julius Baer    10.60    10/6/2016    CHF   59.70
UBS AG               9.00   10/14/2016    EUR   72.40
UBS AG               9.00   10/14/2016    EUR   69.46
UBS AG               6.00    12/9/2016    EUR   73.19
UBS AG               8.50    12/9/2016    EUR   72.21
UBS AG               9.00   10/14/2016    EUR   72.96
UBS AG               8.00   10/14/2016    EUR   72.31
UBS AG               8.00   10/14/2016    EUR   74.45
UBS AG               9.50     4/8/2016    EUR   74.23
UBS AG               7.50    12/9/2016    EUR   74.77
UBS AG               7.00     4/8/2016    EUR   70.40
UBS AG               7.50    12/9/2016    EUR   72.77
UBS AG               9.50     4/8/2016    EUR   70.63
DZ Bank AG Deutsc    7.00    6/24/2016    EUR   67.79
DZ Bank AG Deutsc    5.00    9/23/2016    EUR   74.75
DZ Bank AG Deutsc    7.00    9/23/2016    EUR   68.28
DZ Bank AG Deutsc    5.00   12/23/2016    EUR   73.08
DZ Bank AG Deutsc    7.00   12/23/2016    EUR   69.66
DZ Bank AG Deutsc   13.00    9/23/2016    EUR   74.65
DZ Bank AG Deutsc    6.00   12/23/2016    EUR   72.72
DZ Bank AG Deutsc   10.00    9/23/2016    EUR   65.63
UniCredit Bank AG    4.10   12/22/2016    EUR   73.27
UniCredit Bank AG    4.00   12/22/2016    EUR   73.85
UniCredit Bank AG    4.50   12/22/2016    EUR   71.02
UniCredit Bank AG    4.40   12/22/2016    EUR   71.58
UniCredit Bank AG    4.30   12/22/2016    EUR   72.14
UniCredit Bank AG    4.20   12/22/2016    EUR   72.70
UniCredit Bank AG    5.40   12/22/2016    EUR   73.10
UniCredit Bank AG    5.20   12/22/2016    EUR   73.62
UniCredit Bank AG    5.00   12/22/2016    EUR   74.14
UniCredit Bank AG    4.80   12/22/2016    EUR   74.65
UBS AG              11.50   10/14/2016    EUR   71.54
UBS AG              10.50   10/14/2016    EUR   72.50
UBS AG               8.50   10/14/2016    EUR   68.96
UBS AG              12.50   10/14/2016    EUR   73.18
Vontobel Financia   18.35    3/18/2016    EUR   70.63
Vontobel Financia   12.20    6/17/2016    EUR   71.45
Vontobel Financia    8.35    12/9/2016    EUR   73.77
Vontobel Financia   10.55    12/9/2016    EUR   72.65
Vontobel Financia   12.25    3/10/2017    EUR   71.60
Vontobel Financia   10.40    3/11/2016    EUR   73.30
Vontobel Financia    9.85    3/10/2017    EUR   73.37
Vontobel Financia   11.75     6/9/2017    EUR   73.93
Vontobel Financia   16.50    6/24/2016    EUR   69.43
Vontobel Financia   21.05    9/23/2016    EUR   67.48
Vontobel Financia   11.50    9/23/2016    EUR   72.71
Vontobel Financia    7.20    3/29/2016    EUR   69.97
Vontobel Financia    6.50    3/29/2016    EUR   73.08
Vontobel Financia   11.35    6/24/2016    EUR   60.42
Vontobel Financia    6.00    9/23/2016    EUR   74.30
Vontobel Financia    7.00    6/24/2016    EUR   74.04
Vontobel Financia    8.50    6/24/2016    EUR   68.85
Vontobel Financia   10.10    6/24/2016    EUR   64.37
Vontobel Financia    5.50   12/23/2016    EUR   73.44
Vontobel Financia    6.00   12/23/2016    EUR   71.77
Vontobel Financia   10.95    12/9/2016    EUR   73.02
Vontobel Financia   12.80    9/16/2016    EUR   71.84
Vontobel Financia   19.30    3/29/2016    EUR   66.05
Vontobel Financia    7.50    9/23/2016    EUR   69.86
Vontobel Financia    9.50    9/23/2016    EUR   61.95
DZ Bank AG Deutsc   11.50   10/26/2016    EUR   74.99
Deutsche Bank AG     5.50    3/22/2016    EUR   69.63
Deutsche Bank AG     5.50    3/22/2016    EUR   66.65
Deutsche Bank AG     5.50    6/21/2016    EUR   70.50
Deutsche Bank AG     5.50    6/21/2016    EUR   67.69
Deutsche Bank AG     5.50    9/20/2016    EUR   71.32
Deutsche Bank AG     5.50    9/20/2016    EUR   68.67
Deutsche Bank AG     5.50   12/20/2016    EUR   72.14
Deutsche Bank AG     5.50   12/20/2016    EUR   69.63
Deutsche Bank AG     5.50   12/20/2016    EUR   69.48
Deutsche Bank AG     7.50    3/22/2016    EUR   66.91
Deutsche Bank AG     7.50    3/22/2016    EUR   66.91
Deutsche Bank AG     7.50    6/21/2016    EUR   68.45
Deutsche Bank AG     7.50    6/21/2016    EUR   68.45
Deutsche Bank AG     7.50    9/20/2016    EUR   69.93
Deutsche Bank AG     7.50    9/20/2016    EUR   69.93
Deutsche Bank AG     7.50   12/20/2016    EUR   71.38
Deutsche Bank AG     7.50   12/20/2016    EUR   71.38
DZ Bank AG Deutsc   10.00    9/19/2016    EUR   66.04
DZ Bank AG Deutsc    6.00    9/19/2016    EUR   70.84
DZ Bank AG Deutsc    5.50   12/19/2016    EUR   69.66
DZ Bank AG Deutsc   10.00    3/21/2016    EUR   62.92
DZ Bank AG Deutsc    8.00    3/21/2016    EUR   63.26
DZ Bank AG Deutsc   10.00    6/20/2016    EUR   65.34
DZ Bank AG Deutsc    7.00    6/20/2016    EUR   71.51
DZ Bank AG Deutsc    6.00    9/19/2016    EUR   72.58
DZ Bank AG Deutsc    5.00   12/19/2016    EUR   73.97
DZ Bank AG Deutsc   12.00    3/21/2016    EUR   64.81
DZ Bank AG Deutsc    7.00    6/20/2016    EUR   74.96
BNP Paribas Emiss    6.50   10/27/2016    EUR   61.35
Vontobel Financia   12.00    9/23/2016    EUR   70.49
Vontobel Financia   13.70    9/23/2016    EUR   69.17
Vontobel Financia   17.50    9/23/2016    EUR   67.21
Vontobel Financia    8.50   10/28/2016    EUR   74.17
Vontobel Financia   10.00   10/28/2016    EUR   72.63
Vontobel Financia   14.50   10/28/2016    EUR   68.82
Vontobel Financia   16.00   10/28/2016    EUR   67.84
Vontobel Financia    9.00   12/23/2016    EUR   73.05
Vontobel Financia   11.50   12/23/2016    EUR   70.50
Vontobel Financia    9.45    3/29/2016    EUR   73.62
Vontobel Financia   21.00    3/29/2016    EUR   63.75
Vontobel Financia   11.50   10/28/2016    EUR   71.22
Vontobel Financia   13.00   10/28/2016    EUR   69.95
Goldman Sachs & C   15.00    5/25/2016    EUR   67.61
Goldman Sachs & C   17.00    5/25/2016    EUR   68.19
Goldman Sachs & C   17.00    5/25/2016    EUR   68.19
Goldman Sachs & C   16.00    6/22/2016    EUR   69.04
Goldman Sachs & C   16.00    6/22/2016    EUR   69.04
Goldman Sachs & C   14.00    8/24/2016    EUR   70.31
Goldman Sachs & C   14.00    8/24/2016    EUR   70.31
Goldman Sachs & C    7.00   11/23/2016    EUR   73.78
Goldman Sachs & C   10.00   11/23/2016    EUR   70.26
Goldman Sachs & C   10.00   11/23/2016    EUR   70.26
Goldman Sachs & C   12.00   11/23/2016    EUR   71.83
Goldman Sachs & C   12.00   11/23/2016    EUR   71.83
Goldman Sachs & C   12.00   11/23/2016    EUR   71.83
Goldman Sachs & C   12.00   12/21/2016    EUR   72.66
Goldman Sachs & C   12.00   12/21/2016    EUR   72.66
Goldman Sachs & C    6.00    6/21/2017    EUR   74.49
Goldman Sachs & C   10.00    6/21/2017    EUR   74.93
Goldman Sachs & C   10.00    6/21/2017    EUR   74.93
Goldman Sachs & C   10.00    6/21/2017    EUR   74.93
Goldman Sachs & C   10.00    6/21/2017    EUR   74.93
Bank Julius Baer     8.05    10/7/2016    CHF   67.55
Goldman Sachs & C   21.00    6/22/2016    EUR   66.14
Goldman Sachs & C   21.00   10/26/2016    EUR   67.27
Goldman Sachs & C    9.00   11/23/2016    EUR   74.74
Goldman Sachs & C   15.00   11/23/2016    EUR   69.98
Goldman Sachs & C   20.00   11/23/2016    EUR   68.13
Goldman Sachs & C   16.00    3/22/2017    EUR   70.20
UBS AG/London       13.50    10/7/2016    CHF   57.36
Bank J Safra Sara    1.00    10/9/2017    CHF   57.83
Leonteq Securitie   10.00   10/19/2016    CHF   73.36
Bank Julius Baer     7.50    10/7/2016    EUR   63.25
Commerzbank AG      13.25    9/22/2016    EUR   72.70
Commerzbank AG      17.00    9/22/2016    EUR   69.64
Commerzbank AG      11.50    9/22/2016    EUR   74.58
Commerzbank AG      11.00    9/22/2016    EUR   74.50
Commerzbank AG      14.50    9/22/2016    EUR   71.70
Commerzbank AG       8.00    9/22/2016    EUR   74.25
Commerzbank AG       9.75    9/22/2016    EUR   72.01
Commerzbank AG      11.75    9/22/2016    EUR   70.11
Commerzbank AG      13.75    9/22/2016    EUR   68.43
UniCredit Bank AG    8.00    11/7/2016    EUR   65.87
Ipotechny Agent K    0.37    6/30/2022    RUB  100.00
Vontobel Financia   25.00    6/24/2016    EUR   61.86
Vontobel Financia   17.50    9/23/2016    EUR   65.26
Vontobel Financia   19.50    9/23/2016    EUR   64.67
Vontobel Financia   10.50    6/24/2016    EUR   69.82
Vontobel Financia   12.50    6/24/2016    EUR   67.93
Vontobel Financia   14.55    6/24/2016    EUR   66.23
Vontobel Financia   19.50    6/24/2016    EUR   63.66
DZ Bank AG Deutsc   15.25    4/22/2016    EUR   70.24
Bank Julius Baer    13.10    7/20/2016    CHF   59.50
UniCredit Bank AG    4.60   12/22/2016    EUR   68.73
UniCredit Bank AG    5.10    9/22/2016    EUR   71.27
UniCredit Bank AG    4.90    9/22/2016    EUR   71.96
UniCredit Bank AG    6.10    9/22/2016    EUR   68.00
UniCredit Bank AG    4.50   12/22/2016    EUR   70.29
UniCredit Bank AG    4.90   12/22/2016    EUR   67.90
UniCredit Bank AG    5.00   12/22/2016    EUR   66.81
UniCredit Bank AG    5.00   12/22/2016    EUR   73.67
UniCredit Bank AG    4.00   12/22/2016    EUR   70.44
UniCredit Bank AG    4.50   12/22/2016    EUR   67.93
UniCredit Bank AG    4.50    9/22/2016    EUR   71.07
UniCredit Bank AG    6.50    9/22/2016    EUR   66.80
UniCredit Bank AG    4.75   12/22/2016    EUR   66.95
UniCredit Bank AG    4.80    9/22/2016    EUR   72.31
UniCredit Bank AG    4.75   12/22/2016    EUR   74.89
UniCredit Bank AG    4.20   12/22/2016    EUR   69.84
UniCredit Bank AG    4.10   12/22/2016    EUR   70.15
UniCredit Bank AG    6.90    9/22/2016    EUR   65.63
UniCredit Bank AG    6.60    9/22/2016    EUR   66.50
UniCredit Bank AG    4.70    9/22/2016    EUR   72.66
UniCredit Bank AG    4.20    9/22/2016    EUR   74.45
UniCredit Bank AG    6.00    9/22/2016    EUR   68.31
UniCredit Bank AG    4.10    9/22/2016    EUR   74.80
UniCredit Bank AG    4.60    9/22/2016    EUR   73.01
UniCredit Bank AG    4.75    9/22/2016    EUR   68.61
UniCredit Bank AG    5.20    9/22/2016    EUR   70.93
UniCredit Bank AG    4.25    9/22/2016    EUR   73.69
UniCredit Bank AG    5.50    9/22/2016    EUR   69.93
UniCredit Bank AG    5.10   12/22/2016    EUR   67.37
UniCredit Bank AG    4.00   12/22/2016    EUR   71.18
UniCredit Bank AG    6.80    9/22/2016    EUR   65.92
UniCredit Bank AG    5.00    9/22/2016    EUR   71.61
UniCredit Bank AG    5.50    9/22/2016    EUR   74.94
UniCredit Bank AG    6.30    9/22/2016    EUR   67.40
UniCredit Bank AG    5.70    9/22/2016    EUR   69.27
UniCredit Bank AG    5.00   12/22/2016    EUR   69.44
Commerzbank AG       7.75    8/25/2016    EUR   71.03
Commerzbank AG       9.50    8/25/2016    EUR   69.33
Commerzbank AG      11.25    8/25/2016    EUR   67.77
Commerzbank AG       9.50    8/25/2016    EUR   73.85
Commerzbank AG       6.00    8/25/2016    EUR   62.20
Commerzbank AG       7.75    8/25/2016    EUR   60.31
Commerzbank AG       9.50    8/25/2016    EUR   58.62
Commerzbank AG      11.25    8/25/2016    EUR   57.11
Commerzbank AG      13.25    8/25/2016    EUR   55.91
Commerzbank AG       6.75    8/25/2016    EUR   69.83
Commerzbank AG       8.25    8/25/2016    EUR   67.21
Commerzbank AG       9.75    8/25/2016    EUR   64.74
Commerzbank AG      11.50    8/25/2016    EUR   62.77
Commerzbank AG      13.50    8/25/2016    EUR   61.10
Credit Suisse AG/    7.25     3/8/2017    CHF   63.77
DZ Bank AG Deutsc    8.00    9/19/2016    EUR   68.36
DZ Bank AG Deutsc    8.00    6/20/2016    EUR   63.69
DZ Bank AG Deutsc    6.00   12/19/2016    EUR   65.33
DZ Bank AG Deutsc   11.75    6/20/2016    EUR   59.27
DZ Bank AG Deutsc    9.50    6/20/2016    EUR   62.70
DZ Bank AG Deutsc    7.50   12/19/2016    EUR   65.34
Leonteq Securitie   18.50     9/9/2016    CHF   69.10
Leonteq Securitie    5.60    9/11/2017    CHF   71.84
LBBW                 3.10    9/28/2018    EUR   67.13
Societe Generale     3.31    6/24/2016    EUR   73.42
Societe Generale     5.16    9/23/2016    EUR   74.38
Societe Generale     6.16   12/23/2016    EUR   74.69
HSBC Trinkaus & B   15.10    6/24/2016    EUR   53.29
HSBC Trinkaus & B    8.10    9/23/2016    EUR   58.52
HSBC Trinkaus & B   13.20    6/24/2016    EUR   73.12
HSBC Trinkaus & B   11.50    9/23/2016    EUR   74.80
HSBC Trinkaus & B   11.80   12/23/2016    EUR   74.54
HSBC Trinkaus & B   10.90    5/27/2016    EUR   74.67
HSBC Trinkaus & B    8.60    6/24/2016    EUR   66.65
HSBC Trinkaus & B    7.70    9/23/2016    EUR   67.86
HSBC Trinkaus & B    7.00   12/23/2016    EUR   68.84
HSBC Trinkaus & B    7.50    3/24/2017    EUR   68.49
HSBC Trinkaus & B   10.60    4/22/2016    EUR   63.13
HSBC Trinkaus & B    6.40    4/22/2016    EUR   67.51
HSBC Trinkaus & B   11.10    5/27/2016    EUR   64.27
HSBC Trinkaus & B    7.10    5/27/2016    EUR   68.26
HSBC Trinkaus & B    6.70    7/22/2016    EUR   69.00
HSBC Trinkaus & B    8.70   10/28/2016    EUR   66.81
HSBC Trinkaus & B    6.20   10/28/2016    EUR   69.89
HSBC Trinkaus & B   14.30    6/24/2016    EUR   74.48
HSBC Trinkaus & B   11.20    6/24/2016    EUR   64.71
HSBC Trinkaus & B    8.00    6/24/2016    EUR   67.18
HSBC Trinkaus & B    7.00    9/23/2016    EUR   67.38
HSBC Trinkaus & B   10.40   12/23/2016    EUR   65.29
HSBC Trinkaus & B    8.30   12/23/2016    EUR   66.56
HSBC Trinkaus & B    6.30   12/23/2016    EUR   68.21
HSBC Trinkaus & B    7.30    4/22/2016    EUR   65.70
HSBC Trinkaus & B    7.00    5/27/2016    EUR   66.39
HSBC Trinkaus & B    6.70   10/28/2016    EUR   67.83
HSBC Trinkaus & B   17.80    5/27/2016    EUR   69.15
HSBC Trinkaus & B   14.80   10/28/2016    EUR   71.90
HSBC Trinkaus & B   12.60    6/24/2016    EUR   68.03
HSBC Trinkaus & B    8.00    9/23/2016    EUR   71.10
HSBC Trinkaus & B   13.30    6/24/2016    EUR   72.29
Vontobel Financia   12.00    8/26/2016    EUR   68.77
Vontobel Financia   12.00    8/26/2016    EUR   68.29
Vontobel Financia    4.45     9/9/2016    EUR   69.66
Vontobel Financia    5.50     9/9/2016    EUR   68.30
Vontobel Financia    6.55     9/9/2016    EUR   67.03
Vontobel Financia    7.65     9/9/2016    EUR   65.87
Vontobel Financia    3.75    6/10/2016    EUR   70.71
Vontobel Financia    3.55     6/9/2017    EUR   69.60
Vontobel Financia    8.90    6/10/2016    EUR   57.56
Vontobel Financia    4.15     6/9/2017    EUR   68.66
Vontobel Financia    4.80     6/9/2017    EUR   67.84
Vontobel Financia    6.00    6/10/2016    EUR   60.95
Vontobel Financia    3.75    6/10/2016    EUR   65.16
Vontobel Financia   10.85     9/9/2016    EUR   56.41
Vontobel Financia    5.40     6/9/2017    EUR   67.02
Goldman Sachs & C   25.00    4/20/2016    EUR   70.91
Goldman Sachs & C   21.00    5/25/2016    EUR   70.86
Goldman Sachs & C    9.00    7/20/2016    EUR   69.68
Goldman Sachs & C    6.00    9/21/2016    EUR   74.37
Goldman Sachs & C   19.00    5/25/2016    EUR   74.67
Vontobel Financia   11.75     7/8/2016    EUR   62.96
Vontobel Financia    3.95    12/9/2016    EUR   69.81
Vontobel Financia    3.20    12/9/2016    EUR   71.15
Vontobel Financia    2.50    12/9/2016    EUR   72.58
Vontobel Financia    3.50     9/9/2016    EUR   71.15
Vontobel Financia    8.30     9/9/2016    EUR   58.55
Goldman Sachs & C   15.00    3/23/2016    EUR   74.61
Goldman Sachs & C   15.00    3/23/2016    EUR   74.61
Goldman Sachs & C   10.00    4/20/2016    EUR   74.58
Goldman Sachs & C    7.00    5/25/2016    EUR   73.03
Goldman Sachs & C   10.00    5/25/2016    EUR   73.89
Goldman Sachs & C   10.00    7/20/2016    EUR   74.79
Goldman Sachs & C   17.00    3/23/2016    EUR   60.55
Goldman Sachs & C    7.00    4/20/2016    EUR   59.87
Goldman Sachs & C    9.00    4/20/2016    EUR   60.25
Goldman Sachs & C   15.00    4/20/2016    EUR   61.42
Goldman Sachs & C   15.00    4/20/2016    EUR   61.42
Goldman Sachs & C    9.00    5/25/2016    EUR   61.08
Goldman Sachs & C   15.00    5/25/2016    EUR   62.82
Goldman Sachs & C   15.00    5/25/2016    EUR   62.82
Goldman Sachs & C   10.00    7/20/2016    EUR   62.75
Goldman Sachs & C   14.00    7/20/2016    EUR   64.51
Goldman Sachs & C   10.00    8/24/2016    EUR   63.54
Goldman Sachs & C   13.00    8/24/2016    EUR   65.15
Goldman Sachs & C   13.00    8/24/2016    EUR   65.15
Goldman Sachs & C    7.00    9/21/2016    EUR   62.34
Goldman Sachs & C   10.00    9/21/2016    EUR   64.18
Goldman Sachs & C   12.00    9/21/2016    EUR   65.40
Goldman Sachs & C   12.00    9/21/2016    EUR   65.40
Goldman Sachs & C   12.00    9/21/2016    EUR   65.40
Goldman Sachs & C   10.00   12/21/2016    EUR   66.51
Goldman Sachs & C   10.00   12/21/2016    EUR   66.51
Goldman Sachs & C   11.00   12/21/2016    EUR   67.37
Goldman Sachs & C   11.00   12/21/2016    EUR   67.37
Goldman Sachs & C   10.00    3/22/2017    EUR   68.72
Goldman Sachs & C   10.00    3/22/2017    EUR   68.72
Goldman Sachs & C   10.00    3/22/2017    EUR   68.72
Goldman Sachs & C   10.00    6/21/2017    EUR   70.79
Goldman Sachs & C   10.00    6/21/2017    EUR   70.79
Goldman Sachs & C   15.00    3/23/2016    EUR   62.37
Goldman Sachs & C   16.00    3/23/2016    EUR   62.49
Goldman Sachs & C   10.00    4/20/2016    EUR   62.50
Goldman Sachs & C   14.00    4/20/2016    EUR   63.27
Goldman Sachs & C   14.00    4/20/2016    EUR   63.27
Goldman Sachs & C   15.00    5/25/2016    EUR   64.35
Goldman Sachs & C   14.00    6/22/2016    EUR   65.19
Goldman Sachs & C   13.00    7/20/2016    EUR   65.66
Goldman Sachs & C   12.00    8/24/2016    EUR   66.11
Goldman Sachs & C   12.00    8/24/2016    EUR   66.11
Goldman Sachs & C   10.00    9/21/2016    EUR   65.59
Goldman Sachs & C   11.00    9/21/2016    EUR   66.21
Goldman Sachs & C   11.00    9/21/2016    EUR   66.21
Goldman Sachs & C   10.00   12/21/2016    EUR   67.58
Goldman Sachs & C   10.00   12/21/2016    EUR   67.58
Goldman Sachs & C    9.00    3/22/2017    EUR   68.65
Goldman Sachs & C    9.00    3/22/2017    EUR   68.65
Goldman Sachs & C    9.00    6/21/2017    EUR   69.85
Goldman Sachs & C    9.00    6/21/2017    EUR   69.85
Bank Julius Baer     7.00     9/9/2016    CHF   73.70
Notenstein La Roc    7.70    3/14/2017    EUR   72.07
Vontobel Financia    5.55     9/9/2016    EUR   73.82
LBBW                 3.00    2/24/2017    EUR   59.45
LBBW                 4.00    2/24/2017    EUR   57.72
LBBW                 5.50    2/24/2017    EUR   56.00
LBBW                 2.50    2/24/2017    EUR   72.94
LBBW                 3.50    2/24/2017    EUR   70.45
LBBW                 4.50    2/24/2017    EUR   68.37
LBBW                 5.50    2/24/2017    EUR   66.97
LBBW                 2.50    2/24/2017    EUR   72.92
LBBW                 4.00    2/24/2017    EUR   69.03
LBBW                 3.50    2/24/2017    EUR   74.48
LBBW                 4.50    2/24/2017    EUR   73.05
LBBW                 2.00    2/24/2017    EUR   73.90
LBBW                 3.00    2/24/2017    EUR   71.84
LBBW                 4.00    2/24/2017    EUR   70.24
LBBW                 5.00    2/24/2017    EUR   68.96
Vontobel Financia    5.60     9/9/2016    EUR   73.85
Vontobel Financia    8.60     9/9/2016    EUR   70.49
Vontobel Financia   12.00     9/9/2016    EUR   67.87
Vontobel Financia    5.90    6/10/2016    EUR   74.65
Vontobel Financia    9.70    6/10/2016    EUR   70.44
Vontobel Financia   14.35    6/10/2016    EUR   67.09
Vontobel Financia   15.90    3/11/2016    EUR   63.86
Vontobel Financia    9.35    3/11/2016    EUR   68.48
Vontobel Financia    4.30    3/11/2016    EUR   74.14
Vontobel Financia    8.55     9/9/2016    EUR   70.46
DZ Bank AG Deutsc    8.00    9/21/2016    EUR   65.57
UBS AG               4.50    12/9/2016    EUR   72.16
UBS AG              12.00     9/9/2016    EUR   62.86
UBS AG               4.00     9/9/2016    EUR   73.56
UBS AG               8.80     9/9/2016    EUR   66.16
UBS AG/London        9.50     9/4/2017    CHF   51.34
UBS AG               6.30    12/9/2016    EUR   70.90
UBS AG               9.50    3/11/2016    EUR   57.17
UBS AG               6.30     9/9/2016    EUR   70.84
UBS AG               5.50    12/9/2016    EUR   71.10
UBS AG               5.80     9/9/2016    EUR   70.33
UBS AG               8.50     9/9/2016    EUR   68.46
UBS AG               8.00    3/11/2016    EUR   69.47
UBS AG               5.50    12/9/2016    EUR   70.95
UBS AG              13.30     9/9/2016    EUR   54.85
UBS AG               8.00     9/9/2016    EUR   58.46
UBS AG               7.50    12/9/2016    EUR   69.32
UBS AG               7.50    12/9/2016    EUR   59.04
UBS AG               8.30     9/9/2016    EUR   68.21
UBS AG               9.50    12/9/2016    EUR   65.23
UBS AG               4.50     9/9/2016    EUR   73.88
UBS AG               6.30    3/11/2016    EUR   71.97
UBS AG               6.80    3/11/2016    EUR   69.91
Vontobel Financia    4.35    6/10/2016    EUR   69.06
Vontobel Financia    7.75     9/9/2016    EUR   65.43
Vontobel Financia    4.65     9/9/2016    EUR   69.92
Vontobel Financia    8.10    6/10/2016    EUR   63.77
Vontobel Financia   10.50    6/17/2016    EUR   67.71
Vontobel Financia    5.75     9/9/2016    EUR   68.93
Vontobel Financia    4.50     9/9/2016    EUR   70.89
Vontobel Financia    3.45     9/9/2016    EUR   73.09
Vontobel Financia    7.60    3/11/2016    EUR   64.05
Vontobel Financia    6.95     9/9/2016    EUR   67.09
Vontobel Financia    3.40    12/9/2016    EUR   73.31
Vontobel Financia    4.25    12/9/2016    EUR   71.35
Vontobel Financia    5.25    12/9/2016    EUR   69.61
Vontobel Financia    6.35    12/9/2016    EUR   68.09
UBS AG               8.50     9/9/2016    EUR   71.46
UBS AG              13.50     9/9/2016    EUR   63.52
UBS AG              12.50     9/9/2016    EUR   57.54
UBS AG               8.80     9/9/2016    EUR   65.99
Societe Generale     8.42    10/7/2016    EUR   69.59
Vontobel Financia    5.95     9/9/2016    EUR   67.49
Vontobel Financia    5.25    12/9/2016    EUR   70.28
Vontobel Financia    4.55    12/9/2016    EUR   69.67
Vontobel Financia    3.75    12/9/2016    EUR   67.62
Vontobel Financia    4.65    12/9/2016    EUR   62.90
Vontobel Financia    5.05    6/10/2016    EUR   68.37
Vontobel Financia    3.75    6/10/2016    EUR   67.89
Vontobel Financia    4.85     9/9/2016    EUR   66.80
DZ Bank AG Deutsc    9.80    9/21/2016    EUR   71.40
Commerzbank AG       5.50    8/25/2016    EUR   62.13
Vontobel Financia    4.95    9/23/2016    EUR   62.76
UBS AG               4.75    9/23/2016    EUR   70.00
UBS AG               9.00    9/23/2016    EUR   45.84
UBS AG               4.50    9/23/2016    EUR   69.92
UBS AG               5.50    6/24/2016    EUR   61.15
UBS AG               6.00    9/23/2016    EUR   48.07
UBS AG               6.00    6/24/2016    EUR   47.01
UBS AG              10.00    6/24/2016    EUR   44.28
Societe Generale     4.72     3/2/2016    EUR   73.60
Societe Generale     7.80     3/2/2016    EUR   73.29
Norddeutsche Land    3.75    10/5/2016    EUR   71.80
Credit Suisse AG/    8.00    9/16/2016    CHF   67.66
DZ Bank AG Deutsc    6.00    6/24/2016    EUR   51.29
DZ Bank AG Deutsc    9.50    9/23/2016    EUR   54.17
DZ Bank AG Deutsc    5.50    6/24/2016    EUR   61.30
DZ Bank AG Deutsc    6.25    6/24/2016    EUR   71.17
DZ Bank AG Deutsc   10.00    8/26/2016    EUR   74.53
Zurcher Kantonalb   14.50    3/16/2016    EUR   64.41
Vontobel Financia    7.75    9/23/2016    EUR   65.28
Credit Suisse AG/    7.50    9/19/2016    CHF   60.97
Vontobel Financia   15.00    6/24/2016    EUR   56.26
Vontobel Financia   19.00    6/24/2016    EUR   54.36
Vontobel Financia   11.50    6/24/2016    EUR   58.80
Vontobel Financia   13.00    9/23/2016    EUR   58.11
DZ Bank AG Deutsc   10.00    3/21/2016    EUR   60.45
DZ Bank AG Deutsc   13.00    3/21/2016    EUR   60.78
DZ Bank AG Deutsc    1.00    6/20/2016    EUR   59.63
DZ Bank AG Deutsc    8.25   12/19/2016    EUR   63.32
DZ Bank AG Deutsc   13.75    3/21/2016    EUR   63.26
DZ Bank AG Deutsc   11.50    6/20/2016    EUR   64.95
DZ Bank AG Deutsc    8.75    9/19/2016    EUR   65.82
Vontobel Financia   11.50   12/23/2016    EUR   59.32
Vontobel Financia   19.00    6/24/2016    EUR   68.92
Vontobel Financia   15.50    9/23/2016    EUR   70.95
DekaBank Deutsche    2.90    8/26/2016    EUR   71.42
LBBW                 4.10    3/24/2017    EUR   72.28
LBBW                 3.00    3/24/2017    EUR   71.69
Vontobel Financia   29.35    3/29/2016    EUR   67.55
Vontobel Financia   22.55    6/24/2016    EUR   70.61
Vontobel Financia    8.00    9/23/2016    EUR   67.99
Vontobel Financia   12.50    9/23/2016    EUR   64.09
Vontobel Financia   10.50   12/23/2016    EUR   65.40
Vontobel Financia    7.00   12/23/2016    EUR   68.86
Vontobel Financia   15.95    3/29/2016    EUR   60.71
Vontobel Financia    9.95    3/29/2016    EUR   64.75
Vontobel Financia    9.50    6/24/2016    EUR   66.80
Vontobel Financia   15.40    6/24/2016    EUR   62.12
BNP Paribas Emiss   10.00    9/22/2016    EUR   69.04
BNP Paribas Emiss   12.00    9/22/2016    EUR   66.78
BNP Paribas Emiss    4.00   12/22/2016    EUR   65.85
BNP Paribas Emiss    5.00   12/22/2016    EUR   63.39
BNP Paribas Emiss    6.00   12/22/2016    EUR   67.58
BNP Paribas Emiss    7.00   12/22/2016    EUR   68.45
BNP Paribas Emiss    8.00   12/22/2016    EUR   69.31
BNP Paribas Emiss   10.00   12/22/2016    EUR   67.71
BNP Paribas Emiss    4.00    6/22/2017    EUR   65.72
BNP Paribas Emiss    5.00    6/22/2017    EUR   67.09
BNP Paribas Emiss    7.00    3/24/2016    EUR   65.10
BNP Paribas Emiss    9.00    3/24/2016    EUR   61.55
BNP Paribas Emiss   10.00    3/24/2016    EUR   65.44
BNP Paribas Emiss   12.00    3/24/2016    EUR   65.67
BNP Paribas Emiss   14.00    3/24/2016    EUR   65.90
BNP Paribas Emiss   16.00    3/24/2016    EUR   62.35
BNP Paribas Emiss    5.00    6/23/2016    EUR   65.06
BNP Paribas Emiss    8.00    6/23/2016    EUR   62.54
BNP Paribas Emiss   10.00    6/23/2016    EUR   63.27
BNP Paribas Emiss   12.00    6/23/2016    EUR   67.61
BNP Paribas Emiss   14.00    6/23/2016    EUR   64.72
BNP Paribas Emiss    4.00    9/22/2016    EUR   65.36
BNP Paribas Emiss    6.00    9/22/2016    EUR   63.10
BNP Paribas Emiss    7.00    9/22/2016    EUR   67.20
BNP Paribas Emiss    8.00    9/22/2016    EUR   67.81
BNP Paribas Emiss    9.00    9/22/2016    EUR   68.42
BNP Paribas Emiss    6.00    6/22/2017    EUR   68.45
BNP Paribas Emiss    7.00    6/22/2017    EUR   69.82
BNP Paribas Emiss    9.00    6/22/2017    EUR   69.49
BNP Paribas Emiss   12.00    3/24/2016    EUR   74.22
BNP Paribas Emiss   16.00    3/24/2016    EUR   74.68
BNP Paribas Emiss    8.00    6/23/2016    EUR   61.32
BNP Paribas Emiss   10.00    6/23/2016    EUR   62.04
BNP Paribas Emiss   12.00    6/23/2016    EUR   62.77
BNP Paribas Emiss    5.00    9/22/2016    EUR   72.19
BNP Paribas Emiss    6.00    9/22/2016    EUR   68.06
BNP Paribas Emiss    7.00    9/22/2016    EUR   62.73
BNP Paribas Emiss    8.00    9/22/2016    EUR   63.11
BNP Paribas Emiss    9.00    9/22/2016    EUR   63.73
BNP Paribas Emiss   10.00    9/22/2016    EUR   64.34
BNP Paribas Emiss   12.00    9/22/2016    EUR   65.57
BNP Paribas Emiss    8.00    3/24/2016    EUR   59.40
BNP Paribas Emiss   10.00    3/24/2016    EUR   59.63
BNP Paribas Emiss   12.00    3/24/2016    EUR   59.86
BNP Paribas Emiss   14.00    3/24/2016    EUR   60.09
BNP Paribas Emiss   16.00    3/24/2016    EUR   60.32
BNP Paribas Emiss    5.00   12/22/2016    EUR   71.35
BNP Paribas Emiss    6.00   12/22/2016    EUR   68.16
BNP Paribas Emiss    7.00   12/22/2016    EUR   64.01
BNP Paribas Emiss    8.00   12/22/2016    EUR   64.87
BNP Paribas Emiss    9.00   12/22/2016    EUR   65.74
BNP Paribas Emiss   10.00   12/22/2016    EUR   66.60
BNP Paribas Emiss    5.00    6/22/2017    EUR   68.29
BNP Paribas Emiss    6.00    6/22/2017    EUR   66.11
BNP Paribas Emiss    8.00    6/22/2017    EUR   68.53
BNP Paribas Emiss    9.00    6/22/2017    EUR   69.90
Goldman Sachs & C   18.00    3/23/2016    EUR   74.96
Goldman Sachs & C   18.00    3/23/2016    EUR   74.95
Goldman Sachs & C    6.00    4/20/2016    EUR   59.67
Goldman Sachs & C   17.00    4/20/2016    EUR   61.81
Goldman Sachs & C   17.00    4/20/2016    EUR   61.81
Goldman Sachs & C   17.00    5/25/2016    EUR   63.40
Goldman Sachs & C   16.00    6/22/2016    EUR   64.29
Goldman Sachs & C    6.00    7/20/2016    EUR   60.98
Goldman Sachs & C    6.00    9/21/2016    EUR   61.73
Goldman Sachs & C    8.00    9/21/2016    EUR   62.95
Goldman Sachs & C    6.00   10/26/2016    EUR   62.25
Goldman Sachs & C    8.00   10/26/2016    EUR   63.66
Goldman Sachs & C   12.00   10/26/2016    EUR   66.49
Goldman Sachs & C   10.00   10/26/2016    EUR   65.08
Goldman Sachs & C   12.00   10/26/2016    EUR   66.49
Goldman Sachs & C   12.00   10/26/2016    EUR   66.49
Goldman Sachs & C    8.00   12/21/2016    EUR   64.79
Goldman Sachs & C    8.00    3/22/2017    EUR   66.51
Goldman Sachs & C    8.00    3/22/2017    EUR   66.51
Goldman Sachs & C    6.00    9/20/2017    EUR   66.52
Goldman Sachs & C    7.00    9/20/2017    EUR   68.12
Goldman Sachs & C    8.00    9/20/2017    EUR   69.71
Goldman Sachs & C    8.00    9/20/2017    EUR   69.71
Goldman Sachs & C    9.00    9/20/2017    EUR   71.31
Goldman Sachs & C    9.00    9/20/2017    EUR   71.31
Goldman Sachs & C    9.00    9/20/2017    EUR   71.31
Goldman Sachs & C    9.00    9/20/2017    EUR   71.31
Goldman Sachs & C   10.00    8/24/2016    EUR   68.54
Goldman Sachs & C   10.00   10/26/2016    EUR   69.77
Goldman Sachs & C   10.00   10/26/2016    EUR   69.77
Goldman Sachs & C    8.00    3/22/2017    EUR   70.73
Goldman Sachs & C    8.00    3/22/2017    EUR   70.73
Goldman Sachs & C    8.00    9/20/2017    EUR   72.85
Goldman Sachs & C    8.00    9/20/2017    EUR   72.85
UBS AG/London       11.53     9/9/2016    USD   20.96
Leonteq Securitie    7.20    9/21/2016    CHF   69.98
Notenstein La Roc    5.80    3/17/2017    CHF   71.99
Vontobel Financia    9.00    3/29/2016    EUR   71.40
Vontobel Financia    5.50    3/29/2016    EUR   74.60
Vontobel Financia    6.00    6/24/2016    EUR   72.75
Vontobel Financia    9.05    6/24/2016    EUR   70.49
Vontobel Financia   12.00    6/24/2016    EUR   68.48
Vontobel Financia   12.00    9/23/2016    EUR   64.31
Vontobel Financia   14.50    9/23/2016    EUR   62.69
Deutsche Bank AG     6.20    3/22/2016    EUR   73.30
Deutsche Bank AG     7.20    3/22/2016    EUR   73.50
Deutsche Bank AG     5.20    3/22/2016    EUR   73.20
Deutsche Bank AG     5.20    3/22/2016    EUR   69.90
Deutsche Bank AG     6.20    6/21/2016    EUR   74.20
Deutsche Bank AG     5.20    6/21/2016    EUR   73.90
Deutsche Bank AG     7.20    6/21/2016    EUR   74.60
Deutsche Bank AG     7.20    6/21/2016    EUR   71.60
Deutsche Bank AG     5.20    6/21/2016    EUR   70.90
Deutsche Bank AG     6.20    6/21/2016    EUR   71.20
Deutsche Bank AG     7.20    6/21/2016    EUR   68.80
Deutsche Bank AG     7.20    6/21/2016    EUR   66.10
Deutsche Bank AG     7.20    6/21/2016    EUR   63.60
Deutsche Bank AG     5.20    9/20/2016    EUR   74.60
Deutsche Bank AG     7.20    9/20/2016    EUR   73.00
Deutsche Bank AG     6.20    9/20/2016    EUR   72.40
Deutsche Bank AG     5.20    9/20/2016    EUR   71.70
Deutsche Bank AG     6.20    9/20/2016    EUR   69.70
Deutsche Bank AG     7.20    9/20/2016    EUR   70.30
Deutsche Bank AG     5.20    9/20/2016    EUR   69.00
Deutsche Bank AG     5.20    9/20/2016    EUR   66.50
Deutsche Bank AG     7.20    9/20/2016    EUR   67.70
Deutsche Bank AG     6.20    9/20/2016    EUR   67.10
Deutsche Bank AG     6.20    9/20/2016    EUR   64.70
Deutsche Bank AG     7.20    9/20/2016    EUR   65.30
Deutsche Bank AG     5.20    9/20/2016    EUR   64.10
Deutsche Bank AG     7.20    9/20/2016    EUR   63.10
Deutsche Bank AG     6.20   12/20/2016    EUR   73.40
Deutsche Bank AG     7.20   12/20/2016    EUR   74.30
Deutsche Bank AG     5.20   12/20/2016    EUR   72.60
Deutsche Bank AG     7.20   12/20/2016    EUR   71.70
Deutsche Bank AG     6.20   12/20/2016    EUR   70.90
Deutsche Bank AG     5.20   12/20/2016    EUR   70.00
Deutsche Bank AG     6.20   12/20/2016    EUR   68.40
Deutsche Bank AG     5.20   12/20/2016    EUR   67.50
Deutsche Bank AG     7.20   12/20/2016    EUR   69.30
Deutsche Bank AG     6.20   12/20/2016    EUR   66.10
Deutsche Bank AG     5.20   12/20/2016    EUR   65.20
Vontobel Financia    5.50    9/23/2016    EUR   73.60
Vontobel Financia    5.00   12/23/2016    EUR   74.27
Vontobel Financia    6.50   12/23/2016    EUR   72.44
Vontobel Financia    9.00    3/29/2016    EUR   69.85
Vontobel Financia   12.50    3/29/2016    EUR   65.81
Vontobel Financia   21.50    3/29/2016    EUR   59.56
Vontobel Financia   21.55    6/24/2016    EUR   58.82
Vontobel Financia   11.50    6/24/2016    EUR   64.92
Vontobel Financia   10.00    9/23/2016    EUR   66.59
Deutsche Bank AG     7.20   12/20/2016    EUR   67.00
Deutsche Bank AG     7.20   12/20/2016    EUR   64.80
Banque Cantonale     6.02     9/9/2016    CHF   70.01
UBS AG/London        6.00    9/12/2016    CHF   61.20
UBS AG/London        7.00    9/12/2016    CHF   70.35
Vontobel Financia   14.50    3/29/2016    EUR   62.04
Vontobel Financia   13.00    6/24/2016    EUR   63.59
Vontobel Financia   11.50    9/23/2016    EUR   65.77
Vontobel Financia   10.00    9/23/2016    EUR   67.06
Vontobel Financia    9.00   12/23/2016    EUR   68.49
Vontobel Financia   15.00   12/23/2016    EUR   64.14
Deutsche Bank AG     7.20    3/22/2016    EUR   72.00
Deutsche Bank AG     7.20    3/22/2016    EUR   65.00
Deutsche Bank AG     7.20    3/22/2016    EUR   61.00
Deutsche Bank AG     7.20    6/21/2016    EUR   69.80
Deutsche Bank AG     7.20    6/21/2016    EUR   67.60
Deutsche Bank AG     7.20    6/21/2016    EUR   65.50
Deutsche Bank AG     7.20    6/21/2016    EUR   63.40
Deutsche Bank AG     7.20    6/21/2016    EUR   59.80
Deutsche Bank AG     7.20    9/20/2016    EUR   70.80
Deutsche Bank AG     7.20    9/20/2016    EUR   68.70
Deutsche Bank AG     7.20    9/20/2016    EUR   66.70
Deutsche Bank AG     7.20    9/20/2016    EUR   64.80
Deutsche Bank AG     7.20    9/20/2016    EUR   61.20
Deutsche Bank AG     7.20   12/20/2016    EUR   72.00
Deutsche Bank AG     5.20   12/20/2016    EUR   70.20
Deutsche Bank AG     7.20   12/20/2016    EUR   69.90
Deutsche Bank AG     7.20   12/20/2016    EUR   68.00
Deutsche Bank AG     7.20   12/20/2016    EUR   66.10
Deutsche Bank AG     7.20   12/20/2016    EUR   62.70
Deutsche Bank AG     5.20   12/20/2016    EUR   60.90
Deutsche Bank AG     7.20    3/22/2016    EUR   74.40
Deutsche Bank AG     5.20    3/22/2016    EUR   74.10
Deutsche Bank AG     6.20    3/22/2016    EUR   74.20
Deutsche Bank AG     7.20    3/22/2016    EUR   69.50
Deutsche Bank AG     5.20    3/22/2016    EUR   69.30
Deutsche Bank AG     6.20    3/22/2016    EUR   69.40
Deutsche Bank AG     6.20    6/21/2016    EUR   74.00
Deutsche Bank AG     5.20    6/21/2016    EUR   73.60
Deutsche Bank AG     7.20    6/21/2016    EUR   74.40
Deutsche Bank AG     6.20    6/21/2016    EUR   69.60
Deutsche Bank AG     7.20    6/21/2016    EUR   70.00
Deutsche Bank AG     5.20    6/21/2016    EUR   69.30
Deutsche Bank AG     7.20    6/21/2016    EUR   66.00
Deutsche Bank AG     5.20    9/20/2016    EUR   74.30
Deutsche Bank AG     6.20    9/20/2016    EUR   74.90
Deutsche Bank AG     5.20    9/20/2016    EUR   70.10
Deutsche Bank AG     6.20    9/20/2016    EUR   70.70
Deutsche Bank AG     7.20    9/20/2016    EUR   71.40
Deutsche Bank AG     7.20    9/20/2016    EUR   67.50
Deutsche Bank AG     5.20   12/20/2016    EUR   74.80
Deutsche Bank AG     7.20   12/20/2016    EUR   72.60
Deutsche Bank AG     5.20   12/20/2016    EUR   70.90
Deutsche Bank AG     6.20   12/20/2016    EUR   71.80
Deutsche Bank AG     7.20   12/20/2016    EUR   69.00
Credit Suisse AG/    7.00    3/22/2017    CHF   62.56
UBS AG/London        8.50    9/11/2017    CHF   74.76
UBS AG/London        9.00     9/9/2016    CHF   67.75
HSBC Trinkaus & B   13.50    9/23/2016    EUR   58.33
HSBC Trinkaus & B    6.00    9/23/2016    EUR   65.56
HSBC Trinkaus & B   13.90    6/24/2016    EUR   63.81
HSBC Trinkaus & B   10.20   12/23/2016    EUR   67.11
HSBC Trinkaus & B    6.20    3/24/2017    EUR   71.58
HSBC Trinkaus & B    8.60    6/24/2016    EUR   71.41
HSBC Trinkaus & B    7.50    9/23/2016    EUR   71.71
HSBC Trinkaus & B    6.50   12/23/2016    EUR   72.04
HSBC Trinkaus & B    7.60    3/24/2017    EUR   70.68
HSBC Trinkaus & B    7.00    4/22/2016    EUR   72.33
HSBC Trinkaus & B    6.50    5/27/2016    EUR   72.54
HSBC Trinkaus & B    7.00    7/22/2016    EUR   72.76
HSBC Trinkaus & B    6.10   10/28/2016    EUR   73.16
HSBC Trinkaus & B   15.60   12/23/2016    EUR   65.47
HSBC Trinkaus & B   15.60   12/23/2016    EUR   65.27
HSBC Trinkaus & B   16.90    5/27/2016    EUR   63.46
HSBC Trinkaus & B   13.70   10/28/2016    EUR   66.37
HSBC Trinkaus & B   12.30    6/24/2016    EUR   71.96
HSBC Trinkaus & B    9.20    9/23/2016    EUR   73.85
HSBC Trinkaus & B   18.40    6/24/2016    EUR   65.92
HSBC Trinkaus & B   12.50    9/23/2016    EUR   70.34
HSBC Trinkaus & B    8.20    9/23/2016    EUR   74.30
Goldman Sachs & C   18.00    3/23/2016    EUR   74.92
Goldman Sachs & C   25.00    4/20/2016    EUR   71.09
Goldman Sachs & C   22.00    6/22/2016    EUR   72.68
Goldman Sachs & C   20.00    7/20/2016    EUR   73.36
Goldman Sachs & C   19.00    8/24/2016    EUR   74.56
Goldman Sachs & C   24.00    8/24/2016    EUR   72.00
Goldman Sachs & C   22.00    9/21/2016    EUR   72.54
Goldman Sachs & C   21.00   10/26/2016    EUR   73.93
Goldman Sachs & C   19.00    3/23/2016    EUR   60.72
Goldman Sachs & C   25.00    3/23/2016    EUR   57.25
Goldman Sachs & C   10.00    4/20/2016    EUR   67.94
Goldman Sachs & C   12.00    4/20/2016    EUR   65.62
Goldman Sachs & C   20.00    4/20/2016    EUR   60.19
Goldman Sachs & C   23.00    4/20/2016    EUR   58.76
Goldman Sachs & C    9.00    5/25/2016    EUR   71.40
Goldman Sachs & C   12.00    5/25/2016    EUR   66.73
Goldman Sachs & C   19.00    5/25/2016    EUR   61.82
Goldman Sachs & C   25.00    6/22/2016    EUR   59.87
Goldman Sachs & C    8.00    7/20/2016    EUR   71.99
Goldman Sachs & C   15.00    7/20/2016    EUR   65.03
Goldman Sachs & C   19.00    7/20/2016    EUR   62.69
Goldman Sachs & C   23.00    7/20/2016    EUR   60.88
Goldman Sachs & C    8.00    8/24/2016    EUR   72.46
Goldman Sachs & C    9.00    8/24/2016    EUR   70.31
Goldman Sachs & C   14.00    8/24/2016    EUR   65.82
Goldman Sachs & C   19.00    8/24/2016    EUR   62.60
Goldman Sachs & C   21.00    8/24/2016    EUR   61.95
Goldman Sachs & C    8.00    9/21/2016    EUR   72.85
Goldman Sachs & C   10.00    9/21/2016    EUR   68.93
Goldman Sachs & C   15.00    9/21/2016    EUR   65.33
Goldman Sachs & C   20.00    9/21/2016    EUR   62.90
Goldman Sachs & C    7.00   10/26/2016    EUR   72.76
Goldman Sachs & C    8.00   10/26/2016    EUR   70.88
Goldman Sachs & C   10.00   10/26/2016    EUR   69.83
Goldman Sachs & C   15.00   10/26/2016    EUR   64.84
Goldman Sachs & C   19.00   10/26/2016    EUR   64.17
Goldman Sachs & C    7.00   12/21/2016    EUR   73.59
Goldman Sachs & C    8.00   12/21/2016    EUR   71.94
Goldman Sachs & C    9.00   12/21/2016    EUR   70.39
Goldman Sachs & C   15.00   12/21/2016    EUR   65.38
Goldman Sachs & C   17.00   12/21/2016    EUR   65.41
Goldman Sachs & C    8.00    3/22/2017    EUR   71.24
Goldman Sachs & C   10.00    3/22/2017    EUR   69.16
Goldman Sachs & C   15.00    3/22/2017    EUR   67.41
Goldman Sachs & C    8.00    6/21/2017    EUR   72.82
Goldman Sachs & C   10.00    6/21/2017    EUR   71.39
Goldman Sachs & C   14.00    6/21/2017    EUR   69.66
Goldman Sachs & C    8.00    9/20/2017    EUR   74.47
Goldman Sachs & C   10.00    9/20/2017    EUR   71.77
Goldman Sachs & C   12.00    9/20/2017    EUR   71.49
Goldman Sachs & C   12.00    9/20/2017    EUR   69.87
Goldman Sachs & C   24.00    3/23/2016    EUR   74.86
Goldman Sachs & C   25.00    3/23/2016    EUR   72.26
Goldman Sachs & C   24.00    5/25/2016    EUR   72.92
Goldman Sachs & C   22.00    6/22/2016    EUR   73.89
Goldman Sachs & C   24.00    7/20/2016    EUR   73.46
Goldman Sachs & C   22.00    8/24/2016    EUR   74.55
Goldman Sachs & C   20.00    9/21/2016    EUR   74.91
Goldman Sachs & C    9.00    3/23/2016    EUR   74.85
Goldman Sachs & C   15.00   10/26/2016    EUR   67.15
Goldman Sachs & C   18.00   10/26/2016    EUR   66.42
UBS AG               9.00     9/9/2016    EUR   66.97
UBS AG               9.50     9/9/2016    EUR   64.31
UBS AG               6.50     9/9/2016    EUR   69.02
UBS AG               8.00     9/9/2016    EUR   67.52
UBS AG               6.00     9/9/2016    EUR   61.27
UBS AG              10.00    3/11/2016    EUR   57.21
UBS AG               4.80    3/11/2016    EUR   71.53
UBS AG               6.00    12/9/2016    EUR   69.67
UBS AG               6.00    12/9/2016    EUR   61.51
UBS AG               4.50     9/9/2016    EUR   74.13
UBS AG              12.00    3/11/2016    EUR   65.44
UBS AG              11.00     9/9/2016    EUR   56.67
UBS AG               6.50    12/9/2016    EUR   69.78
UBS AG               4.50     9/9/2016    EUR   71.78
UBS AG               8.50    12/9/2016    EUR   65.84
UBS AG               7.50    3/11/2016    EUR   64.22
Vontobel Financia   12.00   12/23/2016    EUR   63.98
Vontobel Financia    8.50   12/23/2016    EUR   67.44
Vontobel Financia   14.00   12/23/2016    EUR   62.91
Norddeutsche Land    5.00    10/6/2016    EUR   70.88
Vontobel Financia   12.65    3/29/2016    EUR   69.38
Vontobel Financia   12.00    6/24/2016    EUR   71.60
Vontobel Financia   15.00    6/24/2016    EUR   69.73
Vontobel Financia   12.00    9/23/2016    EUR   70.08
Vontobel Financia   10.00    9/23/2016    EUR   71.64
Vontobel Financia    7.75   12/23/2016    EUR   73.65
Vontobel Financia   21.00    6/24/2016    EUR   73.89
Vontobel Financia   14.55    3/29/2016    EUR   64.40
Vontobel Financia   10.50    3/29/2016    EUR   67.85
Vontobel Financia   10.00    6/24/2016    EUR   69.12
Vontobel Financia   11.45    6/24/2016    EUR   67.71
Vontobel Financia   13.50    6/24/2016    EUR   66.62
Vontobel Financia    9.50    9/23/2016    EUR   69.12
Vontobel Financia    8.50    9/23/2016    EUR   70.37
Vontobel Financia    7.00   12/23/2016    EUR   70.67
Vontobel Financia    8.00   12/23/2016    EUR   69.74
Vontobel Financia    9.00   12/23/2016    EUR   68.88
Notenstein Financ    4.00    9/14/2016    EUR   69.74
Vontobel Financia   13.00    9/23/2016    EUR   65.79
Vontobel Financia   11.00    9/23/2016    EUR   66.16
Credit Suisse AG/    9.25    9/26/2016    EUR   64.97
Credit Suisse AG/    7.00    9/22/2016    CHF   74.56
Vontobel Financia    6.50    6/24/2016    EUR   71.13
Vontobel Financia   19.45    6/24/2016    EUR   59.73
Vontobel Financia    6.00    9/23/2016    EUR   71.94
Vontobel Financia   16.00    9/23/2016    EUR   62.48
Vontobel Financia    5.50   12/23/2016    EUR   72.54
Vontobel Financia    6.50    9/23/2016    EUR   71.08
Vontobel Financia    7.50    6/24/2016    EUR   70.23
DZ Bank AG Deutsc    9.00    3/29/2016    EUR   62.00
DZ Bank AG Deutsc   12.00    3/29/2016    EUR   62.40
DZ Bank AG Deutsc    5.75    3/29/2016    EUR   71.74
DZ Bank AG Deutsc    9.50    3/29/2016    EUR   71.41
DZ Bank AG Deutsc   10.00    3/29/2016    EUR   66.87
DZ Bank AG Deutsc   15.25    3/29/2016    EUR   67.18
DZ Bank AG Deutsc   12.50    3/29/2016    EUR   74.09
DZ Bank AG Deutsc   10.00    6/24/2016    EUR   69.02
DZ Bank AG Deutsc    6.50    9/23/2016    EUR   68.94
DZ Bank AG Deutsc    6.75   12/23/2016    EUR   70.43
DZ Bank AG Deutsc   10.50    6/24/2016    EUR   64.71
DZ Bank AG Deutsc    7.75   12/23/2016    EUR   66.75
DZ Bank AG Deutsc   16.00    3/29/2016    EUR   68.37
DZ Bank AG Deutsc   12.75    3/29/2016    EUR   74.91
DZ Bank AG Deutsc    5.75    9/23/2016    EUR   68.89
Vontobel Financia   15.50    9/23/2016    EUR   60.44
Vontobel Financia    6.00   12/23/2016    EUR   69.02
Vontobel Financia   12.45    6/24/2016    EUR   61.61
Vontobel Financia   15.50    6/24/2016    EUR   59.48
Vontobel Financia    7.00    6/24/2016    EUR   67.34
Vontobel Financia    6.50    9/23/2016    EUR   68.32
Bank Julius Baer     6.20    9/22/2016    CHF   68.20
Bank Julius Baer    11.40    9/22/2016    CHF   47.55
Credit Suisse AG/    5.00    1/30/2017    CHF   68.09
Commerzbank AG       4.00    7/20/2016    EUR   53.46
DZ Bank AG Deutsc    8.25    6/20/2016    EUR   73.26
DZ Bank AG Deutsc    7.75    6/20/2016    EUR   73.07
DZ Bank AG Deutsc    9.25    3/21/2016    EUR   66.26
DZ Bank AG Deutsc    6.50    3/21/2016    EUR   65.95
DZ Bank AG Deutsc    6.50    9/19/2016    EUR   72.35
DZ Bank AG Deutsc    9.00    3/21/2016    EUR   68.80
DZ Bank AG Deutsc    7.25    3/21/2016    EUR   68.61
DZ Bank AG Deutsc    6.25    3/21/2016    EUR   68.49
DZ Bank AG Deutsc    7.50    6/20/2016    EUR   69.00
DZ Bank AG Deutsc    6.50    6/20/2016    EUR   68.63
DZ Bank AG Deutsc    7.75    9/19/2016    EUR   70.88
DZ Bank AG Deutsc    7.00    9/19/2016    EUR   70.42
DZ Bank AG Deutsc    6.25    9/19/2016    EUR   69.97
DZ Bank AG Deutsc    6.50    3/21/2016    EUR   73.03
DZ Bank AG Deutsc    7.00    9/19/2016    EUR   74.56
DZ Bank AG Deutsc    6.00    9/19/2016    EUR   73.95
DZ Bank AG Deutsc    6.00    6/20/2016    EUR   53.88
DZ Bank AG Deutsc    6.50    9/19/2016    EUR   55.63
DZ Bank AG Deutsc    6.00    9/19/2016    EUR   55.33
DZ Bank AG Deutsc    5.50    3/21/2016    EUR   71.78
DZ Bank AG Deutsc    6.25    6/20/2016    EUR   72.79
DZ Bank AG Deutsc    7.25    3/21/2016    EUR   47.10
DZ Bank AG Deutsc    8.75    6/20/2016    EUR   48.89
DZ Bank AG Deutsc    6.10    6/20/2016    EUR   74.93
DZ Bank AG Deutsc    8.00    3/21/2016    EUR   73.53
DZ Bank AG Deutsc    8.20    3/21/2016    EUR   53.64
DZ Bank AG Deutsc    5.00    6/20/2016    EUR   58.01
DZ Bank AG Deutsc    4.70    9/19/2016    EUR   58.97
DZ Bank AG Deutsc    5.40    9/19/2016    EUR   57.61
DZ Bank AG Deutsc    6.20    9/19/2016    EUR   56.45
DZ Bank AG Deutsc    6.70    3/21/2016    EUR   55.15
DZ Bank AG Deutsc    5.20    3/21/2016    EUR   58.19
DZ Bank AG Deutsc    5.30    6/20/2016    EUR   58.80
DZ Bank AG Deutsc    4.90    9/19/2016    EUR   59.65
HSBC Trinkaus & B    8.65    6/17/2016    EUR   55.95
Deutsche Bank AG     5.00    8/12/2016    EUR   60.05
Notenstein La Roc    8.99    7/22/2019    EUR   41.66
Leonteq Securitie    5.00    7/31/2019    CHF   72.17
Leonteq Securitie   14.40   10/31/2016    CHF   38.40
Leonteq Securitie   11.00   10/31/2016    CHF   53.03
Leonteq Securitie    9.00   10/31/2016    EUR   69.70
Leonteq Securitie    3.00     8/7/2018    CHF   70.30
Vontobel Financia    8.80    6/24/2016    EUR   72.20
Vontobel Financia    8.50    9/23/2016    EUR   73.73
Vontobel Financia    9.55    9/23/2016    EUR   71.42
Vontobel Financia    8.05    3/29/2016    EUR   74.06
DZ Bank AG Deutsc   12.00    6/24/2016    EUR   67.15
DZ Bank AG Deutsc    8.00    3/24/2017    EUR   71.19
DZ Bank AG Deutsc    9.00    6/24/2016    EUR   72.57
DZ Bank AG Deutsc   10.00    9/23/2016    EUR   74.59
DZ Bank AG Deutsc    9.00    6/24/2016    EUR   71.75
DZ Bank AG Deutsc    6.00    9/23/2016    EUR   73.78
DZ Bank AG Deutsc    8.00    9/23/2016    EUR   73.08
DZ Bank AG Deutsc    6.00   12/23/2016    EUR   74.94
DZ Bank AG Deutsc   10.00   12/23/2016    EUR   72.97
DZ Bank AG Deutsc    8.00    3/24/2017    EUR   73.03
DZ Bank AG Deutsc   10.00    9/23/2016    EUR   73.87
DZ Bank AG Deutsc   10.00   12/23/2016    EUR   72.89
Vontobel Financia    7.05    3/29/2016    EUR   70.07
Bank Julius Baer     8.35   12/15/2016    CHF   73.05
Vontobel Financia    4.60    6/24/2016    EUR   73.40
Vontobel Financia    5.50    6/24/2016    EUR   72.23
Vontobel Financia   14.60    6/24/2016    EUR   66.25
Vontobel Financia   14.50    6/24/2016    EUR   66.21
Vontobel Financia   16.00    6/24/2016    EUR   65.61
Vontobel Financia   12.50    9/23/2016    EUR   67.28
Vontobel Financia    4.55    3/29/2016    EUR   72.94
Vontobel Financia    6.10   12/23/2016    EUR   71.77
Vontobel Financia    7.50   12/23/2016    EUR   70.50
Vontobel Financia    9.00   12/23/2016    EUR   69.44
DZ Bank AG Deutsc   11.50    6/24/2016    EUR   67.84
DZ Bank AG Deutsc   10.00    9/23/2016    EUR   69.49
DZ Bank AG Deutsc    5.75   11/25/2016    EUR   70.41
DZ Bank AG Deutsc    8.75   11/25/2016    EUR   68.64
DZ Bank AG Deutsc    7.75   12/23/2016    EUR   69.88
DZ Bank AG Deutsc    7.00    3/24/2017    EUR   70.72
Lehman Brothers T    2.00    5/17/2010    EUR    3.10
Lehman Brothers T    2.75   10/28/2009    EUR    3.10
SG Issuer SA         3.31    7/10/2019    EUR   67.96
Societe Generale     0.50     4/4/2024    MXN   61.79
Lehman Brothers T    3.82   10/20/2009    USD    3.10
Lehman Brothers T    5.00    12/6/2011    EUR    3.10
UniCredit Bank AG    4.25   12/22/2016    EUR   71.95
UniCredit Bank AG    4.50   12/22/2016    EUR   71.52
UniCredit Bank AG    4.00   12/22/2016    EUR   72.35
UniCredit Bank AG    4.75   12/22/2016    EUR   71.16
UniCredit Bank AG    5.00   12/22/2016    EUR   70.79
Leonteq Securitie   10.00    1/30/2017    CHF   74.68
HSBC Trinkaus & B   19.40    6/24/2016    EUR   66.44
HSBC Trinkaus & B   10.30    9/23/2016    EUR   73.02
HSBC Trinkaus & B   18.20    6/24/2016    EUR   58.97
HSBC Trinkaus & B   12.40    9/23/2016    EUR   62.84
Societe Generale     5.61   11/25/2016    EUR   67.81
Bank Julius Baer     6.50   10/27/2016    CHF   73.40
Vontobel Financia    8.50    9/23/2016    EUR   71.22
Notenstein La Roc    7.80    11/9/2016    CHF   65.02
Commerzbank AG       4.25   10/27/2016    EUR   68.83
Commerzbank AG       4.75   10/27/2016    EUR   67.86
Commerzbank AG       5.25   10/27/2016    EUR   66.88
Commerzbank AG       6.00   10/27/2016    EUR   66.17
Commerzbank AG       6.50   10/27/2016    EUR   65.31
Commerzbank AG       7.25   10/27/2016    EUR   64.66
Commerzbank AG       8.00   10/27/2016    EUR   64.06
Commerzbank AG       8.75   10/27/2016    EUR   63.47
Commerzbank AG      18.00   10/27/2016    EUR   74.91
Commerzbank AG       8.50   10/27/2016    EUR   74.15
Commerzbank AG      10.50   10/27/2016    EUR   72.28
Commerzbank AG       5.75   10/27/2016    EUR   71.90
Commerzbank AG       7.25   10/27/2016    EUR   69.54
Commerzbank AG       9.00   10/27/2016    EUR   67.57
Commerzbank AG      10.75   10/27/2016    EUR   65.80
Commerzbank AG      12.75   10/27/2016    EUR   64.48
DZ Bank AG Deutsc    5.50   10/28/2016    EUR   63.06
DZ Bank AG Deutsc    6.50   12/23/2016    EUR   61.79
DZ Bank AG Deutsc    9.20    6/20/2016    EUR   64.94
DZ Bank AG Deutsc    6.30    9/19/2016    EUR   67.22
DZ Bank AG Deutsc    7.40    9/19/2016    EUR   65.89
Credit Suisse AG/    8.50    11/3/2016    CHF   72.32
DZ Bank AG Deutsc    7.50   12/19/2016    EUR   61.00
DZ Bank AG Deutsc    6.00    9/23/2016    EUR   73.89
DZ Bank AG Deutsc    6.00   12/23/2016    EUR   75.00
Commerzbank AG       7.50   10/27/2016    EUR   66.87
Vontobel Financia   11.50    9/23/2016    EUR   59.39
Commerzbank AG      14.50   10/27/2016    EUR   74.91
Commerzbank AG      18.00   10/27/2016    EUR   72.88
Vontobel Financia   10.65   12/23/2016    EUR   71.73
Societe Generale     2.72   11/25/2016    EUR   73.90
Societe Generale     4.00   11/25/2016    EUR   70.87
Societe Generale     5.58   11/25/2016    EUR   68.40
Societe Generale     5.05    6/23/2017    EUR   74.45
Societe Generale     6.63    6/23/2017    EUR   72.18
Societe Generale     8.47    6/23/2017    EUR   70.32
Societe Generale     5.29   11/25/2016    EUR   66.23
Societe Generale     5.97   11/25/2016    EUR   65.15
Societe Generale     7.75   11/25/2016    EUR   62.96
Societe Generale     8.81    6/23/2017    EUR   66.68
Societe Generale     9.62    6/23/2017    EUR   65.90
Societe Generale    11.68    6/23/2017    EUR   64.42
Commerzbank AG      11.75   10/27/2016    EUR   74.46
Commerzbank AG       7.00   10/27/2016    EUR   69.82
Commerzbank AG       8.50   10/27/2016    EUR   67.43
Commerzbank AG      10.00   10/27/2016    EUR   65.39
Commerzbank AG      11.75   10/27/2016    EUR   63.79
Commerzbank AG      13.50   10/27/2016    EUR   62.41
UBS AG/London       15.25   10/30/2017    USD   68.88
Credit Suisse AG/    8.00    11/7/2016    CHF   63.34
LBBW                 3.00    4/28/2017    EUR   71.00
LBBW                 4.00    4/28/2017    EUR   68.73
LBBW                 5.00    4/28/2017    EUR   67.40
Leonteq Securitie   15.00     2/6/2017    CHF   71.93
Leonteq Securitie   10.00     2/6/2017    CHF   66.79
Commerzbank AG       7.00   10/27/2016    EUR   64.80
Vontobel Financia   10.85   11/17/2016    EUR   69.21
Vontobel Financia   15.00    9/23/2016    EUR   71.17
Vontobel Financia   13.00   12/23/2016    EUR   72.05
Vontobel Financia   17.50    3/29/2016    EUR   73.66
Vontobel Financia   15.70    6/24/2016    EUR   73.45
Vontobel Financia   20.05    3/29/2016    EUR   72.93
Vontobel Financia   16.55    6/24/2016    EUR   73.31
HSBC Trinkaus & B    6.08    9/16/2016    EUR   70.76
Deutsche Bank AG     8.20    3/22/2016    EUR   74.00
Deutsche Bank AG     9.20    6/21/2016    EUR   74.30
Deutsche Bank AG     8.20    6/21/2016    EUR   74.00
Deutsche Bank AG     8.20    3/22/2016    EUR   59.70
Deutsche Bank AG     9.20    6/21/2016    EUR   64.40
Deutsche Bank AG     8.20    6/21/2016    EUR   61.70
Deutsche Bank AG     9.20    6/21/2016    EUR   62.10
Deutsche Bank AG     9.20    9/20/2016    EUR   66.60
Deutsche Bank AG     9.20    9/20/2016    EUR   64.30
Deutsche Bank AG     8.20    9/20/2016    EUR   63.70
Deutsche Bank AG     9.20   12/20/2016    EUR   68.70
Deutsche Bank AG     8.20   12/20/2016    EUR   65.60
Deutsche Bank AG     9.20   12/20/2016    EUR   66.50
Deutsche Bank AG     8.20    3/22/2016    EUR   56.00
Deutsche Bank AG     9.20    6/21/2016    EUR   55.70
Deutsche Bank AG     8.20    6/21/2016    EUR   55.30
Deutsche Bank AG     9.20    9/20/2016    EUR   57.80
Deutsche Bank AG     8.20   12/20/2016    EUR   59.00
Deutsche Bank AG     9.20   12/20/2016    EUR   59.90
Deutsche Bank AG     8.20    9/20/2016    EUR   57.20
Deutsche Bank AG     8.20    3/22/2016    EUR   61.60
Deutsche Bank AG     8.20    6/21/2016    EUR   62.80
Deutsche Bank AG     9.20    6/21/2016    EUR   63.10
Deutsche Bank AG     8.20    9/20/2016    EUR   64.60
Deutsche Bank AG     9.20    9/20/2016    EUR   65.20
Deutsche Bank AG     8.20   12/20/2016    EUR   66.50
Deutsche Bank AG     9.20   12/20/2016    EUR   67.30
Commerzbank AG      11.50    9/22/2016    EUR   73.52
Commerzbank AG       7.00    9/22/2016    EUR   69.37
Commerzbank AG       8.50    9/22/2016    EUR   66.75
Commerzbank AG      10.00    9/22/2016    EUR   64.52
Commerzbank AG      11.75    9/22/2016    EUR   62.70
Commerzbank AG      13.50    9/22/2016    EUR   61.13
Commerzbank AG       5.75    9/22/2016    EUR   68.73
Commerzbank AG       7.25    9/22/2016    EUR   66.80
Commerzbank AG       9.00    9/22/2016    EUR   65.07
Commerzbank AG      10.75    9/22/2016    EUR   63.58
Commerzbank AG      12.50    9/22/2016    EUR   62.23
Commerzbank AG      14.50    9/22/2016    EUR   61.11
Goldman Sachs & C    8.00    8/24/2016    EUR   62.46
Goldman Sachs & C    8.00    7/20/2016    EUR   61.86
Goldman Sachs & C    7.00    3/22/2017    EUR   65.40
Bank Julius Baer    13.00    9/30/2016    EUR   70.25
Bank Julius Baer    10.85    9/30/2016    EUR   70.35
Leonteq Securitie   13.40    10/5/2016    CHF   73.83
Leonteq Securitie   11.00    10/5/2016    CHF   68.06
Vontobel Financia   28.50    6/24/2016    EUR   57.94
Vontobel Financia   22.50    9/23/2016    EUR   60.84
Vontobel Financia    9.50    9/23/2016    EUR   68.01
Vontobel Financia    4.50    9/23/2016    EUR   74.87
Vontobel Financia    4.50   12/23/2016    EUR   73.80
Vontobel Financia    8.50   12/23/2016    EUR   68.07
Vontobel Financia   19.00   12/23/2016    EUR   62.84
Vontobel Financia   10.65    3/29/2016    EUR   67.54
Vontobel Financia   10.15    6/24/2016    EUR   67.49
Goldman Sachs & C   25.00    3/23/2016    EUR   69.22
DekaBank Deutsche    3.00    6/30/2017    EUR   60.95
Vontobel Financia    8.50    9/23/2016    EUR   60.34
Vontobel Financia    7.00    9/23/2016    EUR   64.60
DekaBank Deutsche    4.09     7/7/2016    EUR   73.89
DekaBank Deutsche    4.22    9/16/2016    EUR   70.21
Vontobel Financia   28.00    3/29/2016    EUR   74.82
Vontobel Financia   25.00    6/24/2016    EUR   71.18
Vontobel Financia   20.00    9/23/2016    EUR   73.76
DZ Bank AG Deutsc    7.70    6/20/2016    EUR   71.11
DZ Bank AG Deutsc    6.40    9/19/2016    EUR   71.71
DZ Bank AG Deutsc    5.40   12/19/2016    EUR   71.95
UBS AG               4.00   12/23/2016    EUR   73.73
DekaBank Deutsche    4.50   12/30/2016    EUR   69.94
DekaBank Deutsche    7.65    6/30/2016    EUR   70.29
DekaBank Deutsche   10.20   10/10/2016    EUR   70.93
DekaBank Deutsche    4.90     9/2/2016    EUR   61.21
DekaBank Deutsche   10.50   11/15/2016    EUR   60.95
Commerzbank AG      12.58    9/22/2016    EUR   48.47
DZ Bank AG Deutsc    5.00    9/23/2016    EUR   61.31
DZ Bank AG Deutsc    7.00    9/23/2016    EUR   63.43
DZ Bank AG Deutsc    5.00    6/24/2016    EUR   58.68
DZ Bank AG Deutsc   10.00    6/24/2016    EUR   74.00
DZ Bank AG Deutsc   12.50    3/29/2016    EUR   61.11
DZ Bank AG Deutsc   11.75    6/24/2016    EUR   63.75
DZ Bank AG Deutsc    9.25    9/23/2016    EUR   64.93
DZ Bank AG Deutsc    6.25   10/28/2016    EUR   69.24
DZ Bank AG Deutsc    9.50   10/28/2016    EUR   65.93
DZ Bank AG Deutsc    7.75   12/23/2016    EUR   65.77
DZ Bank AG Deutsc    8.50   10/28/2016    EUR   62.96
HSBC Trinkaus & B   10.50    3/24/2017    EUR   67.70
HSBC Trinkaus & B    9.40    3/24/2017    EUR   68.51
HSBC Trinkaus & B    7.30    3/24/2017    EUR   70.47
HSBC Trinkaus & B    8.20    6/23/2017    EUR   71.05
HSBC Trinkaus & B   14.60    3/24/2017    EUR   61.13
HSBC Trinkaus & B   12.60    3/24/2017    EUR   61.98
HSBC Trinkaus & B   10.70    3/24/2017    EUR   63.33
HSBC Trinkaus & B    7.30    3/24/2017    EUR   67.57
HSBC Trinkaus & B   13.80    6/24/2016    EUR   74.46
HSBC Trinkaus & B   11.30   12/23/2016    EUR   69.84
HSBC Trinkaus & B    8.10   12/23/2016    EUR   73.10
DekaBank Deutsche    4.75    6/20/2016    EUR   66.43
DekaBank Deutsche    4.55    8/19/2019    EUR   69.16
Credit Suisse AG/    7.50    10/6/2016    CHF   65.93
Vontobel Financia   23.00    9/23/2016    EUR   73.84
DZ Bank AG Deutsc   13.10    3/21/2016    EUR   72.98
DZ Bank AG Deutsc   10.40    6/20/2016    EUR   73.84
DZ Bank AG Deutsc    8.10    9/19/2016    EUR   74.11
DZ Bank AG Deutsc   10.40    9/19/2016    EUR   71.69
DZ Bank AG Deutsc    7.60   12/19/2016    EUR   74.84
DZ Bank AG Deutsc    8.40   12/19/2016    EUR   73.74


                            *********

Monday's edition of the TCR delivers a list of indicative prices
for bond issues that reportedly trade well below par.  Prices are
obtained by TCR editors from a variety of outside sources during
the prior week we think are reliable.  Those sources may not,
however, be complete or accurate.  The Monday Bond Pricing table
is compiled on the Friday prior to publication.  Prices reported
are not intended to reflect actual trades.  Prices for actual
trades are probably different.  Our objective is to share
information, not make markets in publicly traded securities.
Nothing in the TCR constitutes an offer or solicitation to buy or
sell any security of any kind.  It is likely that some entity
affiliated with a TCR editor holds some position in the issuers'
public debt and equity securities about which we report.

Each Tuesday edition of the TCR contains a list of companies with
insolvent balance sheets whose shares trade higher than US$3 per
share in public markets.  At first glance, this list may look
like the definitive compilation of stocks that are ideal to sell
short.  Don't be fooled.  Assets, for example, reported at
historical cost net of depreciation may understate the true value
of a firm's assets.  A company may establish reserves on its
balance sheet for liabilities that may never materialize.  The
prices at which equity securities trade in public market are
determined by more than a balance sheet solvency test.

Each Friday's edition of the TCR includes a review about a book
of interest to troubled company professionals.  All titles are
available at your local bookstore or through Amazon.com.  Go to
http://www.bankrupt.com/booksto order any title today.


                            *********


S U B S C R I P T I O N   I N F O R M A T I O N

Troubled Company Reporter-Europe is a daily newsletter co-
published by Bankruptcy Creditors' Service, Inc., Fairless Hills,
Pennsylvania, USA, and Beard Group, Inc., Washington, D.C., USA.
Valerie U. Pascual, Marites O. Claro, Rousel Elaine T. Fernandez,
Joy A. Agravante, Ivy B. Magdadaro, and Peter A. Chapman,
Editors.

Copyright 2016.  All rights reserved.  ISSN 1529-2754.

This material is copyrighted and any commercial use, resale or
publication in any form (including e-mail forwarding, electronic
re-mailing and photocopying) is strictly prohibited without prior
written permission of the publishers.

Information contained herein is obtained from sources believed to
be reliable, but is not guaranteed.

The TCR Europe subscription rate is US$775 per half-year,
delivered via e-mail.  Additional e-mail subscriptions for
members of the same firm for the term of the initial subscription
or balance thereof are US$25 each.  For subscription information,
contact Peter Chapman at 215-945-7000 or Nina Novak at
202-362-8552.


                 * * * End of Transmission * * *