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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 29, 2016, Vol. 17, No. 041


                            Headlines


F I N L A N D

METSA BOARD: S&P Raises CCR to 'BB+', Outlook Positive


F R A N C E

AREVA SA: Posts EUR2-Bil. Net Loss Amid Government Rescue Talks
PEUGEOT SA: S&P Raises Corp. Credit Rating to 'BB', Outlook Pos.


I R E L A N D

BLACKROCK I: Moody's Assigns Ba2 Def. Rating to Cl. E Debt
MERCATOR CLO III: S&P Raises Rating on Cl. B-2 def Notes to BB-
PETROCELTIC: Receives Takeover Bid From Sunny Hill


I T A L Y

* Italian SME Default Data Not Always Representative, Fitch Says


K A Z A K H S T A N

EURASIAN BANK: Moody's Withdraws 'Caa1' Currency Deposit Ratings
KAZAGRO HOLDING: S&P Lowers ICRs to 'BB+/B', Outlook Negative
KAZAKH AGRARIAN: S&P Affirms 'BB+/B' ICRs, Outlook Negative


N E T H E R L A N D S

AI AVOCADO: S&P Affirms 'B' Corp. Credit Rating, Outlook Stable
ARES EUROPEAN: S&P Raises Rating on Class E def Notes to CCC


N O R W A Y

NORSKE SKOGINDUSTRIER: Hedge Funds in Dispute Over Bets on Debt


R U S S I A

BANK ZERICH: Placed Under Provisional Administration
CB ADMIRALTEISKY: Deemed Insolvent, Prov. Administration Halted
CB MILBANK: Placed Under Provisional Administration
INVESTTRUSTBANK JSC: Is Insolvent, Prov. Administration Halted
KURGANMASHZAVOD: Court Tosses MTE Group's Bankruptcy Petition

METALLOINVEST JSC: S&P Affirms 'BB' CCR, Outlook Negative
NOVOSIBIRSK CITY: Fitch Assigns 'BB' IDR, Outlook Stable
RASCHETNY DOM: Placed Under Provisional Administration
ROSEVROBANK: Moody's Withdraws B1/Not-Prime Deposit Ratings
TRANSNEFT OAO: S&P Affirms 'BB+' CCR, Outlook Negative


S P A I N

ABENGOA SA: U.S. Units Have $41M Financing From Sandton
CAIXABANK RMBS 1: Moody's Assigns Caa3(sf) Rating to Cl. B Notes
IM SABADELL RMBS 2: S&P Lowers Rating on Class C Notes to B-


S W E D E N

OVAKO GROUP: S&P Lowers Corp. Credit Rating to 'B-', Outlook Neg.


T U R K E Y

BANK ASYA: Authorities Mull Liquidation, May 29 Sale Deadline


U K R A I N E

MHP SA: S&P Affirms 'B-' Corp. Credit Rating, Outlook Stable


U N I T E D   K I N G D O M

CUCINA ACQUISITION: Moody's Reviews Caa1 Ratings for Upgrade
MKF TRANSPORT: Creditor Lodges Winding-Up Petition
RANGERS FOOTBALL: March 8 Hearing Scheduled for "Big Tax Case"


X X X X X X X X

* S&P Lowers Ratings on Three Repack Tranches
* BOND PRICING: For the Week February 22 to February 26, 2016


                            *********



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F I N L A N D
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METSA BOARD: S&P Raises CCR to 'BB+', Outlook Positive
------------------------------------------------------
Standard & Poor's Ratings Services raised its long-term corporate
credit rating on Finland-based paperboard producer Metsa Board
Corp. to 'BB+' from 'BB'.  At the same time, S&P affirmed its 'B'
short-term rating on Metsa Board.  The outlook is positive.

S&P also raised its issue rating on Metsa Board's senior
unsecured debt to 'BB+' from 'BB'.  At the same time, S&P revised
the recovery rating on this debt to '3' from '4', indicating its
expectation of meaningful recovery in the lower half of the 50%-
70% range the event of a payment default.

The upgrade follows Metsa Board's stronger-than-expected
performance in 2015 as it progressed with the final steps of
becoming a pure paperboard producer.  Its paperboards, primarily
folding boxboard and white linerboards, are used in various
packages for consumer goods, retail, and food service
applications.  Global trends, such as urbanization and
sustainability, underpin demand for paperboards.  Although sales
were flat at EUR2 billion in 2015, compared with 2014, the mix
improved significantly as paperboard sales increased by about 12%
while other sales decreased, mainly owing to the closure of
unprofitable paper capacity.  This resulted in the company's
EBITDA margin strengthening to 12.5% in 2015 from 10.4% in 2014.
This, in combination with the disposal of the unprofitable
Gohrsmuhle mill in Germany (which also reduced pension
obligations by EUR94 million) and the EUR100 million equity
increase, resulted in funds from operations (FFO) of 54% and debt
to EBITDA of 1.5x for 2015, compared with S&P's base case of 32%
and 2.5x, respectively.

Although S&P sees a risk of pressure on pricing on folding
boxboard in Europe due to potential overcapacity, S&P thinks that
this could be offset at the group level through additional
improvements in the sales mix in 2016.  Consequently, S&P expects
another year of markedly improving EBITDA margins in 2016.

S&P thinks that Metsa Board's financial risk profile will further
improve in 2016, as capital expenditures decrease as of 2015 and
dividends increase only marginally.  In the following years, S&P
sees further potential improvements, unless there are any
unexpected mergers and acquisitions (M&A) or large one-off
dividend distributions.  As a result, S&P thinks that the company
will maintain strong credit metrics in the coming three years,
with FFO to debt of above 50% and debt to EBITDA well below 1.5x,
which S&P views as consistent with the modest financial risk
profile.

S&P's business risk assessment still takes into account Metsa
Board's relatively small size and narrow product and geographic
scope, compared with larger forest and paper groups such as Mondi
Group, Stora Enso, and UPM-Kymmene.  Although growth prospects
for paperboard appear favorable, S&P thinks that this focus makes
Metsa Board particularly exposed to adverse market developments,
such as overcapacity and potential changes in customer
preferences.  S&P thinks that increasing sales in markets outside
of Europe would improve the business risk profile, and S&P could
revise its assessment if the company realizes its U.S. expansion
as planned.  S&P thinks that Metsa Board's satisfactory
profitability in its paperboard operations, the positive demand
trends for paperboard, its strong market share in Europe, and its
strong backward integration into key raw materials are supporting
factors for the business risk.  S&P has also reassessed its
management and governance score to satisfactory from fair to take
into account management's successful implementation of strategy
over the past few years to increase profitability.

In S&P's base case for Metsa Board, S&P assumes:

   -- Eurozone GDP growth of 1.8% in 2016 and 1.7% in 2017 and
      U.S. growth of 2.7% and 2.6% for the same years,
      respectively, supporting demand growth for paperboard.
      Metsa Board's sales declining slightly in 2016, as paper
      capacity is phased out while new paperboard capacity is not
      yet at full capacity.

   -- Some price pressure on folding boxboard in the second half
      of 2016, depending on the ramp-up of new capacity at Metsa
      Board and competitors.

   -- EBITDA margins widening to about 15% as paper volumes
      decrease and are replaced by more profitable paperboard
      volumes.

   -- Capital expenditures in 2016 of approximately
      EUR130 million (including the potential equity injection of
      EUR25 million into Metsa Fibre), then falling considerably
      in 2017.  Dividend payments increasing in line with profits
      and dividend policy.

   -- No M&A transactions or share buybacks.

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

   -- FFO to debt of clearly above 50% in 2016 and 2017.
   -- Debt to EBITDA below 1.5x.
   -- Free operating cash flow to debt of 35%-40% in 2016.

The combination of a fair business risk profile and a modest
financial risk profile results in a 'bbb-' anchor for Metsa
Board. S&P applies a negative adjustment to the anchor under its
comparable ratings analysis modifier to take into account Metsa
Board's recent transition and significant overhaul of its
business and financial structure in the past few years.  Although
S&P's base case indicates the company's financial metrics will be
strong in the coming years, S&P sees some uncertainty with regard
to the pricing environment in Europe, the expansion into the
U.S., and possible pressure from shareholders to increase
dividends if the balance sheet remains at the current levels.

S&P applies its group rating methodology to take into account the
impact of Metsa Board's close integration into the Metsa Group.
In S&P's view, Metsa Board cannot be rated higher than S&P's
assessment of the creditworthiness of its parent, Metsa Group,
which S&P currently assess at 'bb+'.  S&P assess Metsa Board to
be a highly strategic subsidiary for the Metsa Group, the parent
company of which is Metsaliitto Cooperative.  This is because:

   -- The group is unlikely to sell Metsa Board in the near term,
      in S&P's view, given that it provides forward integration
      in the forest and paper products value chain;

   -- The group's senior management has a track record and long-
      term commitment of support for the company;

   -- Metsa Board accounts for about 40% of group sales; and

   -- Its reputation, brand, name, and treasury management is
      closely tied to that of Metsa Group.

"We assess Metsa Group's credit profile as 'bb+'.  This is
supported by moderate consolidated leverage, favorable growth
prospects among its paperboard and pulp segments, and strong
product diversification.  However, we think that these strengths
are offset by exposure to cyclical and volatile pulp and sawn
timber segments, tissue operations with below-average
profitability, and the fact that there are large minority
shareholders across the Metsa Group structure, which somewhat
distorts consolidated financials.  It is further constrained by
project and execution risks relating to subsidiary Metsa Fibre's
EUR1.2 billion pulp mill project in Aanekoski, expected to come
online in the second half of 2017.  We could revise upward our
assessment of the group credit profile if we think it is likely
that the Aanekoski mill will come online on budget and on time
and that consolidated leverage will not deteriorate from the
current levels," S&P said.

The positive outlook indicates that there is at least a one-in-
three likelihood that S&P could raise the rating on Metsa Board
by one notch in the coming 12 months.

S&P could upgrade Metsa Board if S&P was to revise upward its
group credit profile on Metsa Group to 'bbb-'.  This could result
from the large pulp project within Metsa Fibre coming in on time
and on budget and S&P's view that there would be only a low risk
of leverage increasing from the current levels.  S&P would view a
ratio of FFO to debt of at least 50% as commensurate with a
higher group credit profile, assuming S&P's current assessment of
the business risk profile remains unchanged.

An upgrade of Metsa Board would also be contingent on its
financial risk profile not deteriorating from the current levels,
for example, through extraordinary dividend payments or
acquisitions, although S&P views such a scenario unlikely in the
coming year.

S&P could revise the outlook to stable if Metsa Board's
operational performance deteriorated, for example due to
significantly decreasing prices for paperboard or operational
issues linked to the ramp up of its new capacity.  S&P could also
revise the outlook to stable if Metsa Board's financial policy
became less stringent, although S&P regards such a scenario as
unlikely.



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F R A N C E
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AREVA SA: Posts EUR2-Bil. Net Loss Amid Government Rescue Talks
---------------------------------------------------------------
Michael Stothard at The Financial Times reports that Areva SA
reported a EUR2 billion net loss for the full year as the French
nuclear group took further writedowns on its long-delayed reactor
project in Finland as well as impairments related to
restructuring and weak market conditions.

The company, which is 87%-owned by the French state, is in the
middle of negotiating a government-backed rescue package that
will see it raise EUR5 billion in the markets, the FT relays.  It
is also selling a majority stake in its reactor making division
Areva NP, valued at EUR2.5 billion, to rival French nuclear group
EDF, the FT discloses.

According to the FT, the results, which were delayed by 24 hours
as the group finalized a EUR1.1 billion bridge loan to shore up
its stressed balance sheet for 2016, highlight the continuing
problems at the company, which was once the pride of the French
nuclear industry.

Areva SA is a France-based company that offers technological
solutions for nuclear power generation.


PEUGEOT SA: S&P Raises Corp. Credit Rating to 'BB', Outlook Pos.
----------------------------------------------------------------
Standard & Poor's Ratings Services raised its long-term corporate
credit ratings on French auto manufacturer Peugeot S.A. and
subsidiary GIE PSA Tresorerie to 'BB' from 'BB-'.  The outlook is
positive.

At the same time, S&P affirmed its 'B' short-term corporate
credit ratings on Peugeot and GIE PSA Tresorerie.

S&P also raised its issue rating on the senior unsecured notes
issued by Peugeot and GIE PSA Tresorerie to 'BB' from 'BB-'.  The
recovery rating on these notes is '3', indicating S&P's
expectation of meaningful recovery in the lower half of the 50%-
70% range in the event of a payment default.

The upgrade reflects S&P's view that Peugeot's lower debt and
successful restructuring of its automotive division should enable
it to sustain higher credit ratios, despite its decreasing market
share.  S&P thinks that the company's business profile has
significantly improved over the past two years.  The automotive
division reported a recurring EBIT margin of 5% in 2015, compared
with 0.2% in 2014 and negative 2.9% in 2013.  Although Peugeot
benefited from a supportive operating environment last year,
notably the significant rebound of the European car market and
favorable exchange rates, S&P thinks that the improvement in
profitability is mainly structural.  The company has increased
productivity by cutting production and procurement costs, and it
lowered its break-even point to 1.6 million cars at year-end 2015
from 2.6 million in 2013.  It has also successfully increased its
prices.

On the downside, Peugeot remains dependent on Europe, where it
generates more than 60% of its sales.  The company's European
market shares have been declining since 2010 and may reduce
further because the pipeline of new vehicles seems relatively
weak.  Additionally, Peugeot's capital expenditures and research
and development costs appear low relative to peers' and may
constrain future growth, despite Peugeot's cooperation agreements
with several automakers.  Moreover, Peugeot keeps posting high
restructuring expenses, which reached EUR793 million in 2015,
after EUR761 million in 2014 and EUR465 million in 2013.

Peugeot's financial profile has strengthened markedly in recent
years.  Based on S&P's preliminary calculations, funds from
operations (FFO) to debt exceeded 60% at the end of 2015, a sharp
improvement from the 4% low in 2013.  Over the past two years,
S&P estimates that the company nearly halved its adjusted debt,
thanks to a capital increase, internal cash flow generation, and
a significant reduction in working capital.  Nonoperating cash
inflows should support a further decrease in debt over the coming
years.  These inflows include exceptional dividends from
Peugeot's captive finance subsidiary Banque PSA, proceeds from
warrants granted to Peugeot's shareholders at the time of the
2014 capital increase, and funds from the sale of subsidiary
Faurecia's exteriors business.

S&P applies a negative modifier to its 'bb+' anchor for Peugeot,
owing to S&P's comparable ratings analysis.  This reflects S&P's
view that the performance improvements are recent and follow a
period of much weaker and volatile credit protection measures
than peers'.  In S&P's view, the company still lacks a track
record of financial policy commitments regarding the use of its
sizable cash holdings to reduce debt.

The positive outlook indicates a one-in-three possibility that
S&P will raise its long-term ratings on Peugeot by one notch
within 12 months if operating performance improves sustainably.
S&P believes the company can maintain high profitability over the
coming year, despite an eroding revenue base.  The outlook also
factors in S&P's view that Peugeot's financial policy will likely
remain prudent and, in particular, that the group will not use
its sizable cash position to finance large acquisitions.

S&P may raise its ratings if Peugeot established a firm track
record of stronger credit ratios, with the Standard & Poor's-
adjusted FFO-to-debt ratio sustainably above 45%.  This would
lead S&P to revise its financial risk profile assessment to
modest from intermediate.  Such a scenario could unfold if, for
instance, Peugeot only moderately increases shareholder
remuneration and does not make large debt-financed acquisitions.

S&P could revise the outlook to stable if Peugeot was unable to
preserve an adjusted FFO-to-debt ratio above 45%, for example, as
a result of a more aggressive financial policy or a meaningful
decline in earnings.  S&P would also revise the outlook to stable
if the automotive operations' operating margin fell sharply
because of declining sales or inability to contain costs.



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BLACKROCK I: Moody's Assigns Ba2 Def. Rating to Cl. E Debt
----------------------------------------------------------
Moody's Investors Service announced that it has assigned the
following definitive ratings to notes issued by BlackRock
European CLO I Designated Activity Company (the "Issuer" or
"BlackRock CLO I"):

-- EUR215,000,000 Class A-1 Senior Secured Floating Rate Notes
    due 2029, Definitive Rating Assigned Aaa (sf)

-- EUR21,843,000 Class A-2 Senior Secured Fixed Rate Notes due
    2029, Definitive Rating Assigned Aaa (sf)

-- EUR35,000,000 Class B-1 Senior Secured Floating Rate Notes
    due 2029, Definitive Rating Assigned Aa2 (sf

-- EUR22,895,000 Class B-2 Senior Secured Fixed Rate Notes due
    2029, Definitive Rating Assigned Aa2 (sf)

-- EUR22,500,000 Class C Senior Secured Deferrable Floating Rate
    Notes due 2029, Definitive Rating Assigned A2 (sf)

-- EUR19,000,000 Class D Senior Secured Deferrable Floating Rate
    Notes due 2029, Definitive Rating Assigned Baa2 (sf)

-- EUR24,000,000 Class E Senior Secured Deferrable Floating Rate
    Notes due 2029, Definitive Rating Assigned Ba2 (sf)

RATINGS RATIONALE

Moody's rating of the rated notes addresses the expected loss
posed to noteholders by legal final maturity of the notes in
2029. The ratings reflect the risks due to defaults on the
underlying portfolio of loans given the characteristics and
eligibility criteria of the constituent assets, the relevant
portfolio tests and covenants as well as the transaction's
capital and legal structure. Furthermore, Moody's is of the
opinion that the Collateral Manager, BlackRock Investment
Management (UK) Limited ("BlackRock"), has sufficient experience
and operational capacity and is capable of managing this CLO.

BlackRock CLO I is a managed cash flow CLO. At least 90% of the
portfolio must consist of secured senior loans or senior secured
bonds and up to 10% of the portfolio may consist of unsecured
senior loans, second-lien loans, high yield bonds and mezzanine
loans. The portfolio is expected to be at least 70% ramped up as
of the closing date and to be comprised predominantly of
corporate loans to obligors domiciled in Western Europe. The
remainder of the portfolio will be acquired during the six month
ramp-up period in compliance with the portfolio guidelines.

BlackRock will manage the CLO. It will direct the selection,
acquisition and disposition of collateral on behalf of the Issuer
and may engage in trading activity, including discretionary
trading, during the transaction's four-year reinvestment period.
Thereafter, purchases are permitted using principal proceeds from
unscheduled principal payments and proceeds from sales of credit
risk and credit improved obligations, and are subject to certain
restrictions.

In addition to the seven classes of notes rated by Moody's, the
Issuer will issue EUR 50,000,000 of subordinated notes. Moody's
has not assigned rating to this class of notes.

The transaction incorporates interest and par coverage tests
which, if triggered, divert interest and principal proceeds to
pay down the notes in order of seniority.

Factors that would lead to an upgrade or downgrade of the
ratings:

The rated notes' performance is subject to uncertainty. The
notes' performance is sensitive to the performance of the
underlying portfolio, which in turn depends on economic and
credit conditions that may change. BlackRock's investment
decisions and management of the transaction will also affect the
notes' performance.

Loss and Cash Flow Analysis:

Moody's modeled the transaction using CDOEdge, a cash flow model
based on the Binomial Expansion Technique, as described in
Section 2.3 of the "Moody's Global Approach to Rating
Collateralized Loan Obligations" rating methodology published in
December 2015. The cash flow model evaluates all default
scenarios that are then weighted considering the probabilities of
the binomial distribution assumed for the portfolio default rate.
In each default scenario, the corresponding loss for each class
of notes is calculated given the incoming cash flows from the
assets and the outgoing payments to third parties and
noteholders. Therefore, the expected loss or EL for each tranche
is the sum product of (i) the probability of occurrence of each
default scenario and (ii) the loss derived from the cash flow
model in each default scenario for each tranche.

Moody's used the following base-case modeling assumptions:

Par Amount: EUR 400,000,000

Diversity Score: 37

Weighted Average Rating Factor (WARF): 2750

Weighted Average Spread (WAS): 4.00%

Weighted Average Coupon (WAC): 5.50%

Weighted Average Recovery Rate (WARR): 45.00%

Weighted Average Life (WAL): 8 years

As part of the base case, Moody's has addressed the potential
exposure to obligors domiciled in countries with local currency
country risk ceiling (LCC) of A1 or below. As per the portfolio
constraints, exposures to countries with local currency country
risk ceiling rating of between A1 to A3 cannot exceed 10%.
Following the effective date, and given these portfolio
constraints and the current sovereign ratings of eligible
countries, the total exposure to countries with a LCC of A1 or
below may not exceed 10% of the total portfolio. The remainder of
the pool will be domiciled in countries, which currently have a
LCC of Aa3 and above. Given this portfolio composition, the model
was run without the need to apply portfolio haircuts as further
described in the methodology.

Stress Scenarios:

Together with the set of modelling assumptions above, Moody's
conducted an additional sensitivity analysis, which was an
important component in determining the rating assigned to the
rated notes. This sensitivity analysis includes increased default
probability relative to the base case. Below is a summary of the
impact of an increase in default probability (expressed in terms
of WARF level) on each of the rated notes (shown in terms of the
number of notch difference versus the current model output,
whereby a negative difference corresponds to higher expected
losses), holding all other factors equal:

Percentage Change in WARF: WARF + 15% (to 3163 from 2750)

Ratings Impact in Rating Notches:

Class A-1 Senior Secured Floating Rate Notes: -1

Class A-2 Senior Secured Fixed Rate Notes: -1

Class B-1 Senior Secured Floating Rate Notes: -2

Class B-2 Senior Secured Fixed Rate Notes: -2

Class C Senior Secured Deferrable Floating Rate Notes: -2

Class D Senior Secured Deferrable Floating Rate Notes: -1

Class E Senior Secured Deferrable Floating Rate Notes: -1

Percentage Change in WARF: WARF +30% (to 3575 from 2750)

Class A-1 Senior Secured Floating Rate Notes: -1

Class A-2 Senior Secured Fixed Rate Notes: -1

Class B-1 Senior Secured Floating Rate Notes: -3

Class B-2 Senior Secured Fixed Rate Notes: -3

Class C Senior Secured Deferrable Floating Rate Notes: -4

Class D Senior Secured Deferrable Floating Rate Notes: -2

Class E Senior Secured Deferrable Floating Rate Notes: -2


MERCATOR CLO III: S&P Raises Rating on Cl. B-2 def Notes to BB-
---------------------------------------------------------------
Standard & Poor's Ratings Services raised its credit ratings on
Mercator CLO III Ltd.'s class A-2, A-3 def, B-1 def, and B-2 def
notes.  At the same time, S&P has withdrawn its 'AAA (sf)' rating
on the class A-1 notes.

The rating actions follow S&P's assessment of the transaction's
performance, using data from the Jan. 5, 2016 trustee report and
applying S&P's relevant criteria.

Since S&P's Oct. 7, 2014 review of the transaction, the average
credit quality of the portfolio has improved to 'B+' from 'B'.
The weighted-average spread earned on the collateral pool has
decreased to 375 basis points (bps) from 411 bps, while the
portfolio's weighted-average life has reduced to 4.96 years from
5.25 years over the same period.  The par value tests for all
classes of notes currently comply with the required levels under
the transaction documents.

The available credit enhancement has increased for all of the
rated notes due to the senior notes' structural deleveraging.
The class A-1 notes redeemed on the latest payment date, while
the class A-2 notes received principal paydowns of EUR4.39
million, resulting in a note factor of 86.04%.  The upgrades of
the class A-2 to B-2 def notes reflect the increased credit
enhancement.

Obligor concentration in the portfolio has increased due to
portfolio deleveraging, with 30 distinct obligors, down from 51
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-') has increased. There are no defaulted assets (assets
rated 'CC', 'C', 'SD' [selective default], and 'D') in the
portfolio, compared with 2.35% in our 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 (EUR89,255,763), the current
weighted-average spread (3.75%), 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 currency hedge agreements with
Barclays Bank PLC to hedge any resultant currency risk from non-
euro-denominated assets (17.74% of the portfolio balance).  The
documented downgrade provisions in these currency hedge contracts
do not fully comply with S&P's current counterparty criteria.  S&
has therefore applied currency stresses on these non-euro assets
to test the effect on the class A-2 and A-3 def 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, A-3 def, B-1 def, and B-2 def notes.  At the
same time, S&P has withdrawn its 'AAA (sf)' rating on the class
A-1 notes following their redemption on the Jan. 15, 2016 payment
date.

Mercator CLO 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 August 2007 and entered its amortization period in
October 2013. The portfolio is managed by NAC Management (Cayman)
Ltd.

RATINGS LIST

Class               Rating
            To                From

Mercator CLO III Ltd.
EUR307.7 Million Floating-Rate Notes

Ratings Raised

A-2         AAA (sf)           AA (sf)
A-3 def     AA+ (sf)           A (sf)
B-1 def     BBB (sf)           BB+ (sf)
B-2 def     BB- (sf)           B+ (sf)

Rating Withdrawn

A-1         NR                 AAA (sf)


PETROCELTIC: Receives Takeover Bid From Sunny Hill
--------------------------------------------------
Kiran Stacey at The Financial Times reports that Petroceltic,
which put itself up for sale last year, has received a bid from a
unit of its biggest shareholder valuing it at GBP6.4 million --
84% less than its previous closing value.

According to the FT, Sunny Hill, a unit of Worldview, made the
offer on Feb. 26 of 3p per share in cash, well below the 18.4p at
which the company was trading a day earlier.

"The directors of Sunny Hill believe that the value of the equity
in Petroceltic is close to zero, given the parlous financial
position of the company," the FT quotes Sunny Hill as saying.

"However, as an incentive to Petroceltic shareholders to accept
the offer ... Sunny Hill is prepared to offer 3p, in cash, per
Petroceltic share."

The company has been struggling since Dragon Oil pulled out of a
bid to buy it in 2014 as the oil price tumbled, the FT discloses.

Having reported a pre-tax loss of US$23 million for the first
half of 2015, it put itself up for sale in December, describing
market conditions as "exceptionally challenging", the FT
recounts.

Since then, it has secured repeated waivers from its lenders as
it looks for potential buyers, including one earlier last week
which granted it an exemption from repayments on its senior bank
facility until March 4, the FT relays.

If Petroceltic does not accept the offer, Sunny Hill will need to
secure the agreement of 90% of the shareholders to force it
through, the FT states.

Petroceltic is a Dublin-based oil and gas explorer.



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


* Italian SME Default Data Not Always Representative, Fitch Says
----------------------------------------------------------------
Fitch Ratings says significant differences exist between static
vintage default data and empirical default rates used to validate
internal rating models for Italian SME borrowers.  Vintage data
typically tends to understate the default figures compared with
empirical default data.

Recent examples of this trend were observed by Fitch during its
rating process for:

   -- Multi Lease AS, a securitization of lease receivables to
      Italian SMEs originated by Sardaleasing S.p.A. and closed
      on Feb. 22, 2016.  The vintage default data suggested an
      annual default rate of 3.4%, whereas the annual 90 day past
      due (dpd) default rates observed for the last five years
      averaged 6.5%, almost twice the vintage default rates;

   -- Siena Lease 16-2, a securitization of lease receivables to
      Italian SMEs originated by Monte dei Paschi di Siena
      Leasing & Factoring S.p.A. and closed on Jan. 28, 2016.
      The vintage default data indicated an annual default rate
      of 3.7%, whereas the observed 90 dpd default rates averaged
      6.7%;

   -- Claris SME 2015 transaction, a securitization of loans
      granted to Italian SMEs by Veneto Banca S.c.p.a and its
      subsidiary bancApulia S.p.A., and closed on Oct. 30, 2015.
      The vintage default data suggested 0.7%, compared with an
      observed 90 dpd rate of 6% per annum.  In this particular
      case the vintage default data captured only bad loans
      (sofferenze) without taking into account delinquent loans,
      and would have implied a cure rate of 88%.

Fitch usually bases its analysis on observed default rates.  In
the case of Multi Lease AS, the most recent Italian SME deal
rated by Fitch, the transaction had a weighted average life of
5.2 years.  Using the 6.5% observed default rate per year, Fitch
calculated a life time expected default rate of 22.9%.  Factoring
in borrowers that return to performing status (cures), the
expected foreclosure rate was 18.3%.  For high investment-grade
ratings, Fitch would ensure the structure can withstand a
significant multiple over the default expectation, and give
limited credit to cure rates.



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


EURASIAN BANK: Moody's Withdraws 'Caa1' Currency Deposit Ratings
----------------------------------------------------------------
Moody's Investors Service has withdrawn Eurasian Bank's Caa1
local and foreign-currency deposit ratings, the Not-Prime foreign
currency deposit rating, the Caa1 local currency senior unsecured
debt rating, the Caa2 local currency subordinated debt rating,
the caa1 baseline credit assessment (BCA)/Adjusted BCA and the
B3(cr)/Not-Prime(cr) Counterparty Risk Assessments. At the time
of the withdrawal Eurasian Bank's long-term debt and deposit
ratings carried a negative outlook.

Headquartered in Almaty, Kazakhstan, Eurasian Bank reported total
assets of KZT894.6 billion ($3.31 billion) and total equity of
KZT70.8 billion ($0.26 billion) under unaudited IFRS as of
October 1, 2015.


KAZAGRO HOLDING: S&P Lowers ICRs to 'BB+/B', Outlook Negative
-------------------------------------------------------------
Standard & Poor's Ratings Services said that it lowered its long-
and short-term issuer credit ratings on KazAgro National
Management Holding (KazAgro Holding) to 'BB+/B' from 'BBB-/A-3'.
The outlook on the long-term ratings is negative.

S&P also lowered the Kazakhstan national scale ratings on KazAgro
to 'kzAA-' from 'kzAA'.

The rating action reflects the downgrade of Kazakhstan on Feb.
17. S&P rates KazAgro Holding, the nonoperating holding company
of the KazAgro group, under S&P's criteria "Group Rating
Methodology" and "Rating Government-Related Entities: Methodology
And Assumptions."

S&P assesses the likelihood of extraordinary government support
to the consolidated KazAgro group as almost certain.  This is
based on S&P's view of the group's:

   -- Integral link with the government.  The state owns 100% of
      the holding company, which in turn fully owns its
      subsidiaries.  The holding company has a special status as
      a financial agency, which confers certain benefits
      including the ability to borrow from the state without
      collateral.  Previously, the government has provided
      support to the group.  For instance, S&P understands that
      the government recently extended the maturity of the loan
      from the National Fund to KazAgro Holding to 2041 from
      2023.  Several ministers and the first deputy prime
      minister are on the holding company's board of directors.

   -- Critical public policy role as the government's primary
      vehicle for providing financial support to and developing
      the agricultural sector and rural areas.  KazAgro's
      subsidiaries support the agricultural sector through
      leasing, providing short- and long-term lending, and
      extending micro-financing.  S&P views the group as key to
      implementing several government strategies, including
      AgroBusiness 2020.  According to management's estimates,
      the group's current share in total lending to the
      agricultural sector is close to 50%.

Consequently, the group credit profile (GCP) is now 'bbb-',
equalized with the sovereign credit rating on Kazakhstan.  The
GCP reflects the creditworthiness of the consolidated operations
group, taking into account S&P's view of the likelihood of
extraordinary government support.

S&P believes, however, that while the holding company's
creditworthiness is closely tied to that of the consolidated
group, it is marginally weaker than the group's.
Correspondingly, S&P's ratings on KazAgro Holding are one notch
lower than the GCP. This is because S&P considers KazAgro to be a
non-operating holding company.  Consequently, the government's
incentives to provide extraordinary support to the parent company
in a stress scenario could potentially be weaker as compared to
some of the Holding's operating subsidiaries.

Specifically, S&P believes that the default of some of KazAgro
Holding's subsidiaries will be more detrimental for the
government than the default of the parent company because it is
predominantly the subsidiaries that are directly involved in
implementing a number of important government programs.  While
the role of the holding company for the government is very
important, it is less so than that of some operating
subsidiaries.  KazAgro Holding's very important role reflects its
function of improving the operational and financial performance
of its subsidiaries, as well as enhancing the efficiency of
financial resources management and increasing transparency.

The negative outlook mirrors that on the sovereign.  S&P would
likely revise the outlook on KazAgro if S&P took a similar action
on the sovereign.  Other things equal, a one-notch downgrade of
S&P's long-term ratings on Kazakhstan could lead to a two-notch
downgrade of S&P's ratings on KazAgro Holding.

S&P could also lower the ratings over the next 12 months if it
saw signs of waning government support to the group.  In
addition, S&P could lower the ratings if it perceived the role of
KazAgro Holding for the government as reducing in contrast to the
role of the overall group.

S&P could consider an upgrade if it perceived that the holding
company's role for the government and its relative importance
within the group had increased.


KAZAKH AGRARIAN: S&P Affirms 'BB+/B' ICRs, Outlook Negative
-----------------------------------------------------------
Standard & Poor's Ratings Services revised its outlook on Kazakh
Agrarian Credit Corp. (KACC) to negative from stable.  At the
same time, S&P affirmed its 'BB+/B' long- and short-term issuer
credit ratings on KACC.

S&P also affirmed the Kazakhstan national scale ratings on KACC
at 'kzAA-'.

The outlook revision follows the downgrade of Kazakhstan on
Feb. 17.  The ratings on KACC continue to benefit from the
potential for extraordinary government support in a stress
scenario, which S&P expects would be provided through the KazAgro
Group.  The negative outlook on KACC now mirrors that on the
sovereign ratings, reflecting that S&P would likely lower its
ratings on KACC if S&P downgraded Kazakhstan.

S&P expects KACC to remain strategically important to the KazAgro
Group: the institution is one of the largest in the group and its
primary mandate of channeling government support to the
agricultural sector and rural areas remains important to the
group's long-term strategy.  S&P understands that KACC's role in
direct lending to end-borrowers will gradually diminish with a
larger fraction of financing coming through commercial banks,
allowing effective utilization of the banks' existing
infrastructure and distribution networks.

S&P currently assess KazAgro group's credit profile (GCP) at
'bbb-', that is, in line with S&P's sovereign ratings as it
expects the group to almost certainly benefit from extraordinary
government support in case of need.  Owing to what S&P views as
KACC's strategically important status within KazAgro Group, S&P's
ratings on KACC are three notches higher than its 'b+' stand-
alone credit profile (SACP).

According to S&P's criteria for rating government-related
entities, it also believes that there is a high likelihood of
extraordinary government support for KACC in the event of
financial distress.  S&P's view is based on the entity's:

   -- Important role for the government.  In addition to the
      aforementioned functions, KACC remains a key provider of
      cheap loans to non-agricultural businesses in rural areas
      throughout Kazakhstan.  Moreover, its presence in 170 out
      of 175 districts in Kazakhstan and accumulated expertise in
      the sector means another entity would not easily be able to
      replicate its functions; and

   -- Very strong link with the government of Kazakhstan, which
      wholly owns KACC through KazAgro Holding.  S&P understands
      that privatization is not currently on the agenda and that
      the government closely monitors KACC's activities through
      KazAgro Holding.

The negative outlook on KACC mirrors S&P's outlook on the
sovereign ratings on Kazakhstan.  S&P would likely revise the
outlook or lower the ratings on KACC over the next 12 months if
it took similar rating actions on the sovereign.  This is because
a sovereign downgrade would likely lead S&P to revise its
assessment of KazAgro's GCP, in turn affecting the ratings on
KACC.

Any weakening in KACC's SACP, which could follow a material
deterioration in the credit quality of its loan book and sharply
increased credit costs, might prompt S&P to consider lowering the
ratings on KACC.

S&P might consider a positive rating action if it observed an
increase in the importance of KACC's role within KazAgro Group.
S&P's view of a stronger probability of extraordinary government
support also might lead S&P to take a positive rating action on
KACC, although it does not currently expect this.



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


AI AVOCADO: S&P Affirms 'B' Corp. Credit Rating, Outlook Stable
---------------------------------------------------------------
Standard & Poor's Ratings Services affirmed its 'B' long-term
corporate credit rating on Dutch Enterprise Resource Management
(ERM) software vendor AI Avocado Holding B.V. (Unit4).  The
outlook is stable.

At the same time, S&P affirmed its issue ratings on the company's
senior secured debt at 'B+', consisting of a EUR440 million term
loan and a EUR50 million revolving credit facility.  The '2'
recovery rating on these facilities indicates S&P's expectation
of substantial recovery, in the lower half of the 70%-90% range,
in the event of a payment default.

In addition, S&P assigned Unit4's $30 million incremental
facility its 'B+' issue rating, in line with its ratings on the
company's senior secured debt.  The recovery rating on this
instrument is also '2'.

The affirmation is supported by S&P's expectation that Unit4 is
likely to improve its operating results and credit metrics in
2016, on the back of the successful conclusion of its business
transformation and declining exceptional expenses.  However, S&P
has revised downward its base-case assumptions due to weaker-
than-expected results in financial year 2015, with approximately
flat revenue growth on a constant currency basis and excluding
the impact of acquisitions and lower-than-expected Standard &
Poor's-adjusted EBITDA.  S&P now projects that Unit4 will post
modest revenue growth and strengthening EBITDA margins in 2016.
In S&P's view, these improvements will enable the company to
increase its EBITDA-to-cash-interest-coverage ratio to 2.1x-2.3x
and report positive free operating cash flow (FOCF) after
spending on exceptional items.

S&P's assessment of Unit4's fair business risk profile reflects
its view that the company's competitive position is weaker than
that of considerably larger and better-capitalized enterprise
software heavyweights, such as SAP, Oracle, and Microsoft.  These
companies enjoy a firmly established position in the wider
enterprise applications market, with higher market share, strong
brand perception, a broader product portfolio, and greater
geographic diversity of operations.  In addition, S&P thinks that
Unit4 is exposed to relatively intense competition in the market
for ERM software for upper mid-market customers, also due to the
emergence of competitors with a business model that is purely
built on Software-as-a-Service (SaaS).  In addition, S&P regards
Unit4's operating margin as below average relative to the wider
enterprise software market, though S&P expects it to improve
following the successful business transformation.

S&P thinks that Unit4's business risk profile is supported by the
company's recent progress in transitioning to a SaaS-based
revenue model, which helps to gradually increase the share of
recurring revenues.  Revenues in Unit4's maintenance and SaaS
divisions, which S&P considers as mostly recurring, accounted for
about 56% of total revenues in 2015, up from about 53% in 2014.
Furthermore, S&P believes Unit4 benefits from moderate switching
costs as its ERM solutions cover a wider range of functionalities
that are more important to the everyday operations of its clients
than highly specialized niche products of smaller enterprise
software vendors.

S&P factors into its assessment of Unit4's financial risk profile
the company's ownership and control by financial sponsor Advent
International.  S&P also takes into account Unit4's very high
Standard & Poor's-adjusted debt burden, primarily consisting of
about EUR630 million in senior and second lien term loans, a
EUR400 million shareholder loan, and modest operating lease
obligations.  In S&P's base case, it expects Standard & Poor's-
adjusted debt to EBITDA to recede to about 13x-14x in 2016 (about
7x-8x excluding the shareholder loan) from approximately 24x-25x
at year-end 2015 (14x-15x excluding the shareholder loan), thanks
to modest revenue growth and a meaningful decline in
restructuring and business transformation costs.  In S&P's view,
further material deleveraging in the medium term is limited,
primarily because the shareholder loan will accrue interest and
because of S&P's assumption that the company will use future free
cash flow to pursue small to midsize acquisitions to expand
geographically and into new sectors.

For S&P's financial analysis, it deconsolidates the operations of
Unit4's cloud-based ERP start-up FinancialForce, because it is
funded independently.

The stable outlook is based on S&P's expectation that Unit4 will
achieve modest revenue growth and EBITDA margins, as adjusted by
Standard & Poor's, of at least 18% in 2016, supported by the
successful completion of its restructuring and transformation
measures.  S&P thinks this will help Unit4 to strengthen EBITDA
cash interest coverage to at least 2.0x and return to positive
FOCF in 2016, in addition to maintaining adequate liquidity.

S&P could lower the rating if weaker-than-expected operating
performance, including persistently high non-recurring charges,
prevented an improvement of adjusted EBITDA margins to at least
18%, or constrained stabilization of FOCF or EBITDA cash interest
coverage to at least 2.0x in 2016.  Rating downside could also
result from a weakening in Unit4's competitive position,
indicated, for example, by rising customer churn, a decreasing
share of recurring revenues, or declining market share.  In
addition, S&P could lower the rating if Unit4 makes a material
debt-funded acquisition or shareholder distributions.

S&P considers an upgrade unlikely over the next 12 months,
because it forecasts that its Standard & Poor's-adjusted debt to
EBITDA will remain above 10.0x in the next two years.


ARES EUROPEAN: S&P Raises Rating on Class E def Notes to CCC
------------------------------------------------------------
Standard & Poor's Ratings Services raised its credit ratings on
Ares European CLO III B.V.'s class A1 VFN, A2, A3, B, C def, D
def, and E def notes.

The upgrades follow S&P's analysis of the transaction's
performance and the application of its relevant criteria.

Since S&P's June 13, 2014 review, the class A1 VFN and A2 notes
have started to amortize.  Taking into account the notes'
amortization and the evolution of the total collateral amount,
overcollateralization has increased for all the rated classes of
notes since S&P's previous review.

S&P subjected the capital structure to its cash flow analysis to
determine the break-even default rate (BDR) for each class of
notes at each rating level.  The BDRs represent S&P's estimate of
the level of asset defaults that the notes can withstand and
still fully pay interest and principal to the noteholders.

S&P has estimated future defaults in the portfolio in each rating
scenario by applying its updated corporate collateralized debt
obligation (CDO) criteria.

S&P's analysis shows that the available credit enhancement for
all of the rated notes is now commensurate with higher ratings
than those previously assigned.  Therefore, S&P has raised its
ratings on the class A1 VFN, A2, A3, B, C def, D def, and E def
notes.

Ares European CLO III is a cash flow collateralized loan
obligation (CLO) transaction managed by Ares Management Ltd.  A
portfolio of loans to U.S. and European speculative-grade
corporates backs the transaction.  Ares European CLO III closed
in July 2007 and its reinvestment period ended in August 2014.

RATINGS LIST

Ares European CLO III B.V.
EUR356.5 mil floating-rate notes
                                        Rating
Class       Identifier            To                   From
A1 VFN      67086AAA1             AAA (sf)             AA+ (sf)
A2          67086AAB9             AAA (sf)             AA+ (sf)
A3          67086AAC7             AAA (sf)             AA (sf)
B           67086AAD5             AAA (sf)             AA- (sf)
C def       67086AAE3             AA+ (sf)             A (sf)
D def       67086AAF0             BBB+ (sf)            BB+ (sf)
E def       67086AAG8             CCC (sf)             CCC- (sf)



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


NORSKE SKOGINDUSTRIER: Hedge Funds in Dispute Over Bets on Debt
---------------------------------------------------------------
Gavin Jackson and Miles Johnson at The Financial Times report
that two funds are embroiled in a court case where both have been
accused of making bets that different portions of Norske
Skogindustrier ASA's debt will default.

According to the FT, the dispute centers on a contentious style
of hedge fund trading that involves buying up the debt of
distressed companies while at the same time seeking to profit
from bets that the company will default.

Norske, which has seen declining sales for a decade, is now
struggling under EUR1 billion of debt, the FT states.  Among its
bonds it has EUR650 million of debt that is not secured against
any assets and EUR350 million of debt that is secured, as well as
NOK357 million (EUR37 million) of equity, the FT relays.

GSO owns EUR160 million of the company's unsecured bonds and its
parent, Blackstone, has an 11% stake of its equity, giving it
some degree of control over the company's board, the FT
discloses.

BlueCrest, a hedge fund, owns a significant portion of the
company's secured bonds, meaning that they must be repaid before
the unsecured bonds in the event of a default, the FT says.

Both insist they only have the company's best interests at heart,
the FT notes.

A deadline for investors to respond to a restructuring offer was
extended from Feb. 23 to March 11, the FT recounts.  GSO, which
owns a chunk of the company's unsecured bonds has agreed to the
restructuring, the FT 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
===========


BANK ZERICH: Placed Under Provisional Administration
----------------------------------------------------
The Bank of Russia, by its Order No. OD-674, dated February 26,
2016, revoked the banking license of Orel-based credit
institution Bank ZERICH, CJSC from February 26, 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, repeated violations within a year of the
requirements of Articles 6, 7 (except for Clause 3 of Article 7)
of the Federal Law "On Countering the Legalisation (Laundering)
of Criminally Obtained Incomes and the Financing of Terrorism",
and the Bank of Russia regulatory requirements issued in
accordance with the said Federal Law, equity capital adequacy
ratios below 2 per cent, decrease in bank equity capital below
the minimum value of the authorized capital established by the
Bank of Russia as of the date of the state registration of the
credit institution, 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)", considering a real
threat to the creditors' and depositors' interests.

With its poor asset quality Bank ZERICH CJSC failed to adequately
assess the risks assumed.  Due credit risk assessment resulted in
a full loss of the bank's equity capital.  Since late February
2016, the credit institution has actually stopped its operations
and failed to meet its obligations to creditors on a timely
basis.

Besides, Bank ZERICH CJSC failed to meet the Bank of Russia
regulations on countering the legalization (laundering) of
criminally obtained incomes and the financing of terrorism,
including, but not limited to, the timely and credible
notification of the authorized body about operations subject to
obligatory control. The credit institution was focused on dubious
transit operations.

The management and owners of the credit institution did not take
effective measures to normalize its activities. Under these
circumstances, the Bank of Russia performed its duty on the
revocation of the banking license 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-675, dated February 26,
2016, appointed a provisional administration to Bank ZERICH 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.

Bank ZERICH CJSC is a member of the deposit insurance system.
The revocation of the banking license 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 1.4 million rubles in aggregate per depositor.

According to the financial statements, as of February 1, 2016,
Bank ZERICH CJSC ranked 453rd by assets in the Russian banking
system.


CB ADMIRALTEISKY: Deemed Insolvent, Prov. Administration Halted
---------------------------------------------------------------
The Court of Arbitration of Moscow issued a ruling dated
February 4, 2016, with regard to case No. A40-184616/15, on
recognizing that credit institution Commercial Bank
Admiralteisky, LLC is insolvent (bankrupt), and ordering the
appointment a receiver for the entity.

Accordingly, by virtue of the Arbitration Court's ruling, the
Bank of Russia entered a decision, Order No.OD-600, to terminate
February 20, 2016, the activity of the provisional administration
of CB Admiralteisky.

The Bank of Russia previously appointed the provisional
administration of CB Admiralteisky, by Order No. OD-2406, dated
September 11, 2015, following the revocation of the entity's
banking license.


CB MILBANK: Placed Under Provisional Administration
---------------------------------------------------
The Bank of Russia, by its Order No. OD-672, dated February 26,
2016, revoked the banking license of Moscow-based credit
institution Commercial Bank MILBANK, LLC from February 26, 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 and application of supervisory measures envisaged by
the Federal Law "On the Central Bank of the Russian Federation
(Bank of Russia)", given the real threat to creditors' and
depositors' interests.

CB MILBANK LLC implemented high-risk lending policy and failed to
create loan loss provisions adequate to the risks assumed.  At
the same time the credit institution failed to meet the
supervisor's instructions on prohibiting certain operations
designed to protect interests of the bank's depositors.  The
management and owners of CB MILBANK LLC did not take measures to
normalize its activities.

The Bank of Russia, by its Order No. OD-673, dated February 26,
2016, appointed a provisional administration to CB MILBANK LLC
for the period until the appointment of a receiver pursuant to
the Federal Law "On 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.

CB MILBANK LLC is a member of the deposit insurance system. The
revocation of the banking license 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 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 1.4 million rubles
per one depositor.

According to the financial statements, as of February 1, 2016, CB
MILBANK LLC ranked 341st by assets in the Russian banking system.


INVESTTRUSTBANK JSC: Is Insolvent, Prov. Administration Halted
--------------------------------------------------------------
The Court of Arbitration of Moscow, entered a ruling dated
January 25, 2016, on case No. A40-217490/15-174-293, on
recognizing that credit institution Commercial Bank
Investtrustbank, Joint-Stock Company is insolvent and ordering
the appointment of a receiver for the entity.

Accordingly, by virtue of the Arbitration Court ruling, the Bank
of Russia decided (via (Order No. OD-599, dated February 19,
2016) to terminate from February 20, 2016, the activity of the
provisional administration of Investtrustbank.

The Bank of Russia previously appointed the provisional
administration of Investtrustbank, via Order No. OD-2659, dated
October 6, 2015, following the revocation of the entity's
banking license.


KURGANMASHZAVOD: Court Tosses MTE Group's Bankruptcy Petition
-------------------------------------------------------------
Nikolai Novichkov at IHS Janes' 360 reports that a Russian
arbitration court in Kurgan in the south Urals has ruled that
there are no legal grounds for having Kurganmashzavod, Russia's
sole producer of infantry fighting vehicles, declared bankrupt.

"The court has taken into account the law on bankruptcy that
establishes a special procedure for initiating cases about the
bankruptcy of strategically important enterprises of Russia's
defencs industry", IHS Janes' 360 quotes the company as saying.

The petition to have Kurganmashzavod declared bankrupt were
launched in the Kurgan arbitration court on Feb. 5 by the Moscow-
based MTE Group, IHS Janes' 360 relates.  The claim was filed
because of arrears under lease contracts signed between the two
companies, IHS Janes' 360 discloses.

Kurganmashzavod is a subsidiary of Russia's Tractor Plants Group.


METALLOINVEST JSC: S&P Affirms 'BB' CCR, Outlook Negative
---------------------------------------------------------
Standard & Poor's Ratings Services affirmed its 'BB' long-term
corporate credit rating on Russia-based JSC Holding Company
Metalloinvest.  The outlook is negative.

S&P also affirmed its 'BB' issue rating on the company's
$1 billion senior unsecured notes due 2020.

S&P recently lowered its price assumptions for iron ore following
lower-than-expected demand from China and other developing
markets, combined with ongoing excess supply.  According to S&P's
revised price deck assumptions, price pressure will remain
through 2018.  That said, S&P's view that Metalloinvest will
continue to generate positive free operating cash flow (FOCF)
amid lower iron ore prices -- due to the benefits of Russian
ruble (RUB) devaluation, relatively favorable product mix, and
the company's ability to manage capital expenditures -- will
result in credit metrics in line with the 'BB' rating on
Metalloinvest and S&P's assessment of its significant financial
risk profile.  S&P also anticipates that the company will
continue to focus on reducing debt while maintaining adequate
liquidity.

S&P estimates that the company's debt will have declined to
$3.9 billion at year-end 2015 from $4.6 billion a year before and
from $6.0 billion two years ago, largely as a result of the
devaluation of the ruble-denominated part of the debt, teamed
with management actions aimed at debt reduction.  This has
largely mitigated the EBITDA decline in absolute terms, due to
the lower iron ore price.  According to S&P's estimates,
Metalloinvest will continue to generate moderately positive FOCF,
which S&P expects it will use for further deleveraging.

S&P's satisfactory assessment of Metalloinvest's competitive
position takes into account that the company is positioned in the
first quartile of the pelletizing cost curve.  S&P assess
Metalloinvest's profitability -- underpinned by the premium price
fetched by hot briquetted iron (HBI), direct reduced iron (DRI),
and iron ore pellets, with over 62% iron benchmark -- as above
average, with an EBITDA margin close to 30% on average.  S&P also
takes into account that Metalloinvest's margins are supported by
the weaker Russian ruble, which devalued sharply to about RUB70-
RUB80 per U.S. dollar from about RUB32 per U.S. dollar at the
beginning of 2014.

The weaker Russian ruble has led to improvements in the company's
cost competitiveness, supporting strong diversification of
shipments.  Metalloinvest sells iron ore products to almost all
of the largest domestic steelmakers, and Russia accounted for 66%
of Metalloinvest's sales in 2015, while Europe for 19%, and other
countries for 15%.  Domestic sales incur naturally limited
competition from global players, since iron ore is a bulky
commodity and high transportation costs create a natural captive
area for Metalloinvest.

Metalloinvest enjoys considerable product diversity.  The
company's products include HBI and DRI.  Both intermediate raw
material products have more value added than concentrate and are
easier to transport.  Metalloinvest is now the only HBI producer
in Russia and other countries in the Commonwealth of Independent
States, and the company intends to strengthen its position with
the launch of its HBI-3 facility at the end of 2016 or in early
2017.  The company holds a 40% market share globally in HBI.

S&P's negative outlook on Metalloinvest factors in the pressure
from the lower iron ore price environment and weakening market
fundamentals in the industry, increased volatility in the
country's financial markets, and Russian corporates' constrained
access to capital markets.  That said, S&P expects that
Metalloinvest's adjusted debt-to-EBITDA ratio will remain close
to or slightly above 3x, while factoring in S&P's assumption of
depressed iron ore prices at $40/MT in 2016-2017 and $45/MT in
2018.  S&P expects that Russian ruble devaluation and the
company's favorable product mix would support Metalloinvest's
margins while its debt declines.  S&P also expects that
Metalloinvest will continue to show a commitment to deleveraging.
S&P views an average ratio of FFO to adjusted debt of above 25%
over the next 12 months, at current depressed market conditions,
as commensurate with the 'BB' rating.

A downgrade of Metalloinvest could stem from increasing debt or
weaker liquidity, owing to, for example, lower margins, a drop in
volumes, or higher shareholder distributions.  S&P could also
consider lowering the rating if further adverse changes in iron
ore prices or volumes result in adjusted FFO to debt dropping
below 25% over the next 12 months without envisioned recovery, or
if industry or country risk were to escalate beyond S&P's base
case.

S&P could revise the outlook to stable if the market conditions
improve and Metalloinvest maintains credit metrics and liquidity
in line with or better than S&P's current assumptions.


NOVOSIBIRSK CITY: Fitch Assigns 'BB' IDR, Outlook Stable
--------------------------------------------------------
Fitch Ratings has assigned the Russian City of Novosibirsk Long-
term foreign and local currency Issuer Default Ratings (IDRs) of
'BB' with Stable Outlooks and a Short-term foreign currency IDR
of 'B'.  The agency has also assigned the city a National Long-
term rating of 'AA-(rus)' with Stable Outlook.

Fitch has assigned Novosibirsk's senior unsecured domestic bonds
(ISIN RU000A0JVUD3, ISIN RU000A0JU1T2, ISIN RU000A0JSY25) 'BB'
and 'AA-(rus)' ratings.

                         KEY RATING DRIVERS

The ratings reflect Novosibirsk's moderate direct risk with a
smooth maturity profile, our expectation of a stable operating
margin sufficient to cover interest payment in 2016-2018 and the
city's diversified economy.  The ratings also consider Fitch's
expectation of the city's weaker than historical average fiscal
performance over the medium term and Russia's weak institutional
framework amid a downward macro-economic trend.

In its base case scenario, Fitch expects a moderate recovery of
the city's fiscal performance, with an operating margin of 7% in
2016-2018, which is still below the sound 11% average during
2011-2014.  The improvement will be backed by the city's cost-
efficiency measures to limit expenditure growth below inflation
(Fitch's projects 9.5% consumer price increase for 2016).  The
city's operating margin dropped to 5% in 2015 following a 17.5%
tax revenue decline due to a reallocation of 10 percentage points
of personal income tax (PIT) to the regional budget.  This was
not compensated by an increase in current transfers from the
region or equivalent expenditure reallocation to the regional
budget.

Fitch views Russia's institutional framework for local and
regional governments (LRGs) as a constraint on the city's
ratings. It has a shorter track record of stable development than
many of its international peers.  Frequent changes in allocation
of revenue and expenditure responsibilities between the tiers of
government lead to lower predictability of city's budgetary
policy and hamper long-term planning.  The city's budgetary
performance particularly suffered from changes in allocation of
revenue and expenditure in 2015.

Fitch expects the city's direct risk to be about RUB16.5 bil. by
end-2016 (2015: RUB16bn), and stabilize at close to a moderate
50% of current revenue in the medium term.  Following a sharp
deterioration of the operating balance and an increase in
interest expenditure, the city's debt payback ratio (direct risk
to current balance) weakened to 29 years in 2015 from a sound
four years average during 2011-2014.  Fitch expects improvement
of debt payback to 15 years in 2016-2018 back on an operating
balance rebound, but it will remain above direct risk maturity of
six years.

Novosibirsk demonstrates sophisticated debt management and unlike
most Russian peers the city does not rely on short-term funding.
The city's prime source of borrowing is revolving lines of credit
from local banks with maturity up to six years (48% of total
direct risk) following by amortizing domestic bond issues (39% of
direct risk) with up to seven years maturity.  This smooth's the
city's annual refinancing needs.  By end-2016, Novosibirsk needs
to refinance RUB3.2 bil., which was fully covered by RUB3.5 bil.
committed credit lines as of Feb. 1, 2016.

Novosibirsk's exposure to contingent risk is low, as its public
sector is compact with few public sector entities, which had
modest RUB217m outstanding debt in 2015.  The city has no
outstanding guarantees and is unlikely to issue new ones
according to our base case scenario.

With a population of over 1.5 million inhabitants, the city is
the capital of Novosibirsk Region (BBB-/Negative) and is the
largest metropolitan area of Siberian Federal District.  The
city's economy is diversified, with well-developed processing
industry and service sector.  The sound economic performance of
local companies supports Novosibirsk's fiscal capacity, with
taxes averaging 51% of operating revenue in 2011-2015.  The city
does not receive general-purpose grants from the region, as its
budget capacity is higher than the average budget capacity of the
municipalities in the region.

                       RATING SENSITIVITIES

Restoration of the operating margin sustainably above 10% and
maintenance of direct risk below 60% of current revenue with debt
maturity profile correspondent to debt payback ratio could lead
to upgrade.

Deterioration of the budgetary performance leading to inability
to cover interest expenditure by operating balance and direct
risk growth above 70% of current revenue would lead to a
downgrade.


RASCHETNY DOM: Placed Under Provisional Administration
-----------------------------------------------------
The Bank of Russia, by Order No. OD-676, dated February 26, 2015,
revoked the banking license of Moscow-based credit institution
Commercial Bank Raschetny Dom, LLC from February 26, 2015.

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, repeated violations over the past year of the
requirements stipulated by Articles 6 and 7 (except for Clause 3
of Article 7) of the Federal Law "On Countering the Legalisation
(Laundering) of Criminally Obtained Incomes and the Financing of
Terrorism", as well as Bank of Russia regulations issued in
compliance with the said Federal Law and due to the application
of measures envisaged by the Federal Law "On the Central Bank of
the Russian Federation (Bank of Russia)" taking into account the
real threat posed to creditors' interests.

CB Raschetny Dom LLC implemented a high-risk lending policy
connected with the placement of funds in low-quality assets.  As
a result of the fulfillment of the supervisor's requirements to
make an adequate assessment of the risks assumed and a reliable
recognition of the bank's assets value there were grounds for
implementing measures to prevent the bank's insolvency
(bankruptcy).

Moreover, CB Raschetny Dom LLC failed to comply with the
requirements of law and Bank of Russia regulations on anti-money
laundering and combatting the financing of terrorism with regard
to submitting information to the authorized body on time and in
full.  The credit institution was also involved in suspicious
transit operations. The management and owners of the bank failed
to take effective measures to bring the situation back to normal.

The Bank of Russia, by its Order No. OD-677, dated February 26,
2016, appointed a provisional administration to CB Raschetny Dom
LLC for the period until the appointment of a receiver pursuant
to the Federal Law "On Insolvency (Bankruptcy)" or a liquidator
under 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.

According to reporting data, as of February 1, 2016, CB Raschetny
Dom LLC ranked 661st in the Russian banking system in terms of
assets.


ROSEVROBANK: Moody's Withdraws B1/Not-Prime Deposit Ratings
-----------------------------------------------------------
Moody's Investors Service withdrawn the B1/Not-Prime local and
foreign-currency deposit ratings, the b1 baseline credit
assessment (BCA)/Adjusted BCA and the Ba3(cr)/Not-Prime(cr)
Counterparty Risk Assessments of Rosevrobank. At the time of the
withdrawal the bank's long-term deposit ratings carried a stable
outlook.

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

Headquartered in Moscow, Russia, Rosevrobank reported total
assets of RUB166 billion and total equity of RUB25.6 billion
under unaudited IFRS as of year-end 2015.


TRANSNEFT OAO: S&P Affirms 'BB+' CCR, Outlook Negative
------------------------------------------------------
Standard & Poor's Ratings Services affirmed its 'BB+' foreign
currency and 'BBB-' local currency long-term corporate credit
ratings on Russia-based OAO AK Transneft, monopoly operator of
oil pipeline networks.   The outlook is negative.

S&P also affirmed its 'BB+' issue rating on the group's $1.05
billion senior unsecured notes due 2018.

The affirmation reflects S&P's view that there continues to be an
extremely high likelihood that Transneft would receive timely and
sufficient extraordinary support from the Russian government if
needed.  S&P regards Transneft as a government-related entity
(GRE).  S&P bases its assessment of government support on
Transneft's:

   -- Critical role for the functioning of the Russian oil
      industry, which is a major source of tax revenues and
      national income; and

   -- Very strong link with the Russian government, which has
      100% of the voting rights, appoints board members, and
      fully controls the company's strategy, tariffs, and major
      investment projects.  S&P understands, however, that
      Transneft makes operating decisions independently from the
      government.

S&P currently does not apply uplift for government support to the
rating because S&P's assessment of Transneft's 'bbb' stand-alone
credit profile (SACP) is higher than S&P's long-term rating on
Russia.  However, government support potentially protects the
rating from downside risk if Transneft's SACP were to
deteriorate.

S&P's assessment of Transneft's business risk profile as
satisfactory incorporates the company's monopoly status in the
Russian oil transportation market and its low transportation
volume risk, taking into account Russia's position as one of the
world's largest crude oil producers and exporters.  Transneft
continues to enjoy fairly stable, robust profitability, supported
by its unique natural monopoly position in transporting about 90%
of Russia's oil production to domestic destinations and abroad.

S&P views Transneft's regulation as adequate.  S&P expects
regulated tariffs to continue to support high profitability, with
an EBITDA margin exceeding 40%.  Nevertheless, the decision-
making process regarding Transneft's tariffs and capital
expenditures is opaque and politicized, in S&P's view.  Another
key constraint is Transneft's exposure to country risk in Russia,
which S&P views as high.

S&P assesses Transneft's financial risk profile as modest.  S&P
expects the company's core credit metrics to remain steady, with
debt to EBITDA of 1.0x-1.5x and funds from operations (FFO) to
debt above 60% in 2016-2017.  S&P's assessment is also based on
its expectation of negative free operating cash flow in the next
two years due to increased investments.  The company faces some
foreign exchange risk, as 70% of debt is denominated in U.S.
dollars, while revenues are mostly in rubles.  Still, Transneft's
very manageable debt and foreign currency-denominated liquid
assets partially mitigate this risk.

S&P applies a one-notch negative adjustment, reflecting its
financial policy modifier assessment.  S&P sees a risk that the
company's currently low debt might increase over the long term
because of higher capital expenditures or larger dividends.

The negative outlook on Transneft reflects S&P's outlook on the
sovereign.  A one-notch downgrade of Russia would lead S&P to
take a similar rating action on Transneft, all else being equal.

S&P would likely lower the ratings on Transneft if S&P was to
lower the sovereign ratings.  This is because S&P currently caps
the ratings on Transneft at the level of S&P's ratings on Russia,
given its GRE status with a very strong link to and critical role
for the government.  S&P also incorporates its view of the risk
of negative government intervention if the government is under
stress.  Therefore, S&P does not expect to rate Transneft above
the sovereign.

If the company's SACP were revised down to 'bb', provided that
the sovereign ratings and the level of support remain unchanged,
S&P would lower the local currency rating on to 'BB+'.  S&P could
lower the foreign currency rating to 'BB' if the SACP fell below
'bb-'.  This could occur if the company took on debt-financed
investments or dividends markedly larger than S&P's current base-
case assumptions.

S&P would likely revise its outlook on Transneft to stable if S&P
revised the outlook on Russia to stable.



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


ABENGOA SA: U.S. Units Have $41M Financing From Sandton
-------------------------------------------------------
Abengoa Bioenergy US Holding, LLC, and its affiliated debtors are
seeking permission from the U.S. Bankruptcy Court for the Eastern
District of Missouri to obtain a senior secured postpetition
financing of up to $41 million from The Kimberley Fund, LP, an
affiliate of Sandton Capital Partners, L.P.

The Debtors also seek approval to use cash collateral in which
their prepetition lenders have an interest.

The first-day hearing is scheduled for March 2, 2016, at 10:00
a.m. (Prevailing Central Time).

The Debtors assert that immediate access to financing and use of
Cash Collateral is necessary to enhance their liquidity, resume
and maintain plant operations, provide necessary working capital
during the pendency of these Chapter 11 cases, and work towards
an eventual sale transaction.

"[F]ailure to obtain approval of the DIP Loan will lead to a
wind-down of the Debtors' business operations which, in turn,
will preclude any sale of the Debtors' assets and adversely
affect the value ultimately received by stakeholders," said
Richard W. Engel, Jr., Esq., at Armstrong Teasdale LLP, counsel
for the Debtors.

On Feb. 24, 2016, the Debtors entered into a postpetition
financing arrangement pursuant to a debtor-in-possession credit
and security agreement with The Kimberley Fund, LP.  The DIP
Facility has a maximum borrowing amount of $41 million, $8
million of which will be available for draws upon entry of the
Court's interim order.

The DIP Loan will be available to the Borrowers to fund each
Borrower's expenses in accordance with a budget.  The Budget will
be agreed to by the Borrowers and the DIP Lender and will
include, without limitation, budgeted professional fees.  An
amount not in excess of $3.8 million of the DIP Loan proceeds may
be used for the purpose of restarting the York, Nebraska,
facility.  In addition, excess cash generated by the Ravenna,
Nebraska, facility's operations may also be used for the restart
of the York facility.

The Lender will be entitled to immediate repayment of all
outstanding obligations under the DIP Loan on the earliest of:
(a) the effective date of the plan of reorganization or closing
on a sale of substantially all of the Borrowers' assets; (b) the
effective date of the closing of the sale of the Ravenna plant;
and (c) through and including 180 days following the entry of the
DIP Interim Order.

The DIP Loan interest rates and fees will be as follows:

  (i) Initial Fee: The Borrowers will pay the Lender an initial
      fee of $1 million, which fee will be fully earned as, and
      payable on the date of the payment, of the Initial Draw
     (the Initial Fee will be payable as a draw under the DIP
      Loan).

(ii) Cash Interest: The Borrowers will pay the Lender cash
      interest at 14% per annum on the outstanding Principal
      Amount.  This interest will be payable monthly.  The
      Borrowers, at their option, may PIK the Cash Interest
      on a monthly basis.  Cash interest that is PIK'ed will
      not be counted towards to draw limits.

(iii) Exit Fee: The Borrowers will pay the Lender an exit fee
      of $1.5 million which will be earned on the date of the
      Initial Draw, but will be payable on the earlier to occur
      of the date: (a) the DIP Loan is required repaid in full;
      and (b) the DIP Loan is paid in full or in part prior (on
      a pro rata basis) to the Repayment Date.

(iv) Default Interest Rate: During the occurrence and
      continuance of an Event of Default, the Cash Interest
      rate will increase by 700 basis points.

  (v) Renewal Fee.  If the DIP Loan is not repaid on or
      before the Repayment Date, time being of the essence,
      the Borrowers will pay to the Lender, in addition to all
      other amounts as set forth in this Term Sheet, an
      additional renewal fee of $1.5 million, which will
      extend the Repayment Date by an additional 180 days.

The Debtors propose to grant the DIP Lender a valid, binding,
continuing, enforceable, fully-perfected first priority senior
security interest in and lien upon all prepetition and
postpetition property of the Debtors, whether existing on the
Petition Date or thereafter acquired, including, without
limitation, all cash and cash collateral of the Debtors and any
investment of such cash and cash collateral, inventory, accounts
receivable, other rights to payment whether arising before or
after the Petition Date, contracts, properties, plants,
equipment, general intangibles, documents, instruments, interests
in leaseholds, real properties, patents, copyrights, trademarks,
trade names, other intellectual property, capital stock of
subsidiaries and the proceeds, product, offspring or profits of
all the foregoing.

The proposed Interim DIP Order provides that the DIP Lender will
be granted the right to credit bid (pursuant to Section 363(k) of
the Bankruptcy Code and/or applicable law) the DIP Loan, in whole
or in part, in connection with any sale or disposition of assets
in the Chapter 11 cases.

                     About Abengoa Bionergy

Abengoa Bioenergy is a collection of indirect subsidiaries of
Abengoa S.A. ("Abengoa"), a Spanish company founded in 1941. The
global headquarters of Abengoa Bioenergy is in Chesterfield,
Missouri.  With a total investment of $3.3 billion, the United
States has become Abengoa S.A.'s largest market in terms of sales
volume, particularly from developing solar, bioethanol, and water
projects.

Spanish energy giant Abengoa S.A. is an engineering and clean
technology company with operations in more than 50 countries
worldwide that provides innovative solutions for a diverse range
of customers in the energy and environmental sectors.  Abengoa is
one of the world's top builders of power lines transporting
energy across Latin America and a top engineering and
construction business, making massive renewable-energy power
plants worldwide.

On Nov. 25, 2015, in Spain, Abengoa S.A. announced its intention
to seek protection under Article 5bis of Spanish insolvency law,
a pre-insolvency statute that permits a company to enter into
negotiations with certain creditors for restricting of its
financial affairs.  The Spanish company is facing a March 28,
2016, deadline to agree on a viability plan or restructuring plan
with its banks and bondholders, without which it could be forced
to declare bankruptcy.

Gavilon Grain, LLC, et al., on Feb. 1, 2016, filed an involuntary
Chapter 7 petition for Abengoa Bioenergy of Nebraska, LLC
("ABNE") and on Feb. 11, 2016, filed an involuntary Chapter 7
petition for Abengoa Bioenergy Company, LLC ("ABC").  ABC's
involuntary Chapter 7 case is Bankr. D. Kan. Case No. 16-20178.
ABNE's involuntary case is Bankr. D. Neb. Case No. 16-80141.  An
order for relief has not been entered, and no interim Chapter 7
trustee has been appointed in the Involuntary Cases.  The
petitioning creditors are represented by McGrath, North, Mullin &
Kratz, P.C.

On Feb. 24, 2016, Abengoa Bioenergy US Holding, LLC and five
affiliated debtors each filed a Chapter 11 voluntary petition in
St. Louis, Missouri, disclosing total assets of $1.3 billion and
debt of $1.2 billion.  The cases are pending before the Honorable
Kathy A. Surratt-States and are jointly administered under Bankr.
E.D. Mo. Case No. 16-41161.

The Debtors have engaged DLA Piper LLP (US) as counsel, Armstrong
Teasdale LLP as co-counsel, Alvarez & Marsal North America, LLC
as financial advisor, Lazard as investment banker and Prime Clerk
LLC as claims and noticing agent.


CAIXABANK RMBS 1: Moody's Assigns Caa3(sf) Rating to Cl. B Notes
----------------------------------------------------------------
Moody's Investors Service has assigned definitive ratings to
CAIXABANK RMBS 1, FT's class A and B notes:

Issuer: Caixabank RMBS 1, FT

-- EUR12,851 million Class A Notes due March 2063, Definitive
    Rating Assigned A2 (sf)

-- EUR1,349 million Class B Notes due March 2063, Definitive
    Rating Assigned Caa3 (sf)

CAIXABANK RMBS 1, FT is a static cash securitization of prime
mortgage loans extended to obligors located in Spain. Of the
provisional portfolio, 75.97% consists of flexible mortgages and
24.03% standard mortgage loans secured on Spanish residential
properties.

The definitive ratings address the expected loss posed to
investors by legal final maturity. In Moody's opinion, the
structure allows for the timely payment of interest and the
ultimate payment of principal for the class A notes and the
ultimate payment of principal for the class B notes by legal
final maturity. Moody's definitive ratings only address the
credit risks associated with the transaction. Other non-credit
risks have not been addressed, but may have a significant effect
on yield to investors.

RATINGS RATIONALE

CAIXABANK RMBS 1, FT is a securitization of loans that CaixaBank,
S.A. (Baa2/P-2/ Baa1(cr)/P-2(cr)) granted to Spanish individuals.
CaixaBank, S.A. is acting as the servicer of the loans, while
GestiCaixa, S.G.F.T., S.A. is the management company.

The definitive ratings take into account the credit quality of
the underlying mortgage loan pool, from which Moody's determined
the Moody's Individual Loan Analysis Credit Enhancement ("MILAN
CE") assumption and the portfolio's expected loss.

The key drivers for the portfolio's expected loss of 4.5% are (i)
benchmarking with comparable transactions in the Spanish market
through the analysis data in CaixaBank, S.A.'s book; (ii) very
good track record of previous Residential Mortgage-Backed
Securities ("RMBS") originated by CaixaBank, S.A (the Foncaixa
Hipotecarios series); and (iii) Moody's outlook on Spanish RMBS
in combination with the seller's historic recovery data.

The transaction's 15.8% MILAN CE number is in line other Spanish
RMBS transactions. The MILAN CE's key drivers are (i) the current
weighted-average loan-to-value ("LTV") ratio of 66.4% (calculated
taking into account the original appraisal value when the loan
was granted), which is lower than the average for Spanish RMBS
transactions; (ii) the well-seasoned portfolio, which has a
weighted-average seasoning of 7.5 years; (iii) the fact that only
3.87% of the borrowers in the pool are not Spanish nationals;
(iv) the absence of broker-originated loans in the pool; and (v)
the absence of restructured, renegotiated, refinancing or debt
consolidation loans in the pool.

However, 75.97% of the pool consists of flexible mortgage loans,
which are structured like a line of credit. Under these flexible
mortgage loans, borrowers can make additional drawdowns up to a
certain LTV ratio limit, for an amount equal to the amortized
principal. As a result, flexible mortgages lead to a higher
expected default frequency and more severe losses than for
traditional mortgage loans. Additionally, 11.72% of the borrowers
have the option to avail of payment holiday periods, where
principal is not paid, and 39.27% of the pool can avail of
principal and interest grace periods.

Moody's considers that the deal has the following credit
strengths: (i) the full subordination of the class B notes'
interest and principal to the class A notes; (ii) the notes'
sequential amortization; and (iii) a fully funded reserve upfront
equal to 4.0% of the notes, which covers potential shortfalls in
the class A notes' interest and principal during transaction's
life (and subsequently of the class B notes, once the class A
notes have fully amortized).

The portfolio mainly contains floating-rate loans linked to 12-
month Euribor 91.5%, or "Indice de Referencia de Prestamos
Hipotecarios conjunto de entidades de credito" ("IRPH"), whereas
the notes are linked to three-month Euribor and reset every
quarter on the determination dates. This leads to an interest-
rate mismatch in the transaction. Of the provisional pool, 8.5%
comprises fixed-rate loans. Therefore, there is a potential
fixed-to-floating-rate risk, whereby the Euribor rate on the
notes increases, while the interest rates on the loans remain
constant until the reset date. There is no interest-rate swap in
place to cover interest-rate risk. Moody's takes into account the
potential interest rate exposure as part of its cash flow
analysis when determining the notes' ratings.

FACTORS THAT WOULD LEAD TO AN UPGRADE OR DOWNGRADE OF THE
RATINGS:

Factors that may lead to an upgrade of the ratings include a
significantly better-than-expected performance of the pool,
combined with an increase in the notes' credit enhancement.

Factors that may cause a downgrade of the ratings include
significantly different loss assumptions compared with our
expectations at closing due to either (i) a change in economic
conditions from our central forecast scenario; or (ii)
idiosyncratic performance factors that would lead to rating
actions; or (iii) a change in Spain's sovereign risk, which may
also result in subsequent rating actions on the notes.

Stress Scenarios:

Moody's Parameter Sensitivities provide a quantitative/model-
indicated calculation of the number of rating notches that a
Moody's structured finance security may vary if certain input
parameters used in the initial rating process differed.

The analysis assumes that the deal has not aged and is not
intended to measure how the rating of the security might migrate
over time, but rather how the initial rating of the security
might have differed if key rating input parameters were varied.
Parameter Sensitivities for typical EMEA RMBS transaction are
calculated by stressing key variable inputs in Moody's primary
rating model.

At the time the definitive ratings were assigned, the model
output indicated that the class A notes would have achieved an A2
if the expected loss was as high as 4.5%, if the MILAN CE was
15.8%, and all other factors were constant. The model output
further indicated that the class A notes would not have been
assigned an A2 rating with a MILAN CE of 19%, and an expected
loss of 4.5%.


IM SABADELL RMBS 2: S&P Lowers Rating on Class C Notes to B-
------------------------------------------------------------
Standard & Poor's Ratings Services raised to 'A (sf)' from
'BBB (sf)' its credit rating on IM Sabadell RMBS 2, Fondo de
Titulizacion de Activos' class A notes.  At the same time, S&P
has affirmed its 'BB+ (sf)' rating on the class B notes, and has
lowered to 'B- (sf)' from 'BB+ (sf)' its rating on the class C
notes.

The rating actions follow the transaction's restructuring, and
S&P's credit and cash flow analysis of the most recent
transaction information that S&P has received as of February
2016.  S&P's analysis reflects the application of its Spanish
residential mortgage-backed securities (RMBS) criteria and S&P's
criteria for rating single-jurisdiction securitizations above the
sovereign foreign currency rating.

Under S&P's RAS criteria, it applied a hypothetical sovereign
default stress test to determine whether a tranche has sufficient
credit and structural support to withstand a sovereign default
and so repay timely interest and principal by legal final
maturity.

S&P's Oct. 2, 2015 upgrade of Spain has affected the maximum
rating achievable in this transaction.  S&P's RAS criteria
designate the country risk sensitivity for RMBS as moderate, and
therefore the maximum differential above the sovereign foreign
currency rating is four notches.  For this transaction, not all
conditions in paragraph 44 of S&P's criteria are met
(particularly the condition that the credit support is
commensurate to withstand an extreme level of economic stress).
As the transaction fails extreme scenarios, the maximum
achievable rating is four notches above the sovereign foreign
currency rating.

To determine S&P's ratings for the transaction it applies a RAS
stress, i.e., a hypothetical stress, which would be equivalent to
'AA' and 'AAA' stresses with benign starting conditions.  The
rating S&P assigns is the lower of (i) the rating assigned when
applying the RAS benign 'AA' or 'AAA' stresses, and (ii) the
rating derived by applying S&P's RMBS criteria with its current
base-case assumptions.

The transaction has been restructured and on Feb. 19, 2016, the
interest rate swap contract was terminated.  The swap
counterparty (Banco de Sabadell S.A.) did not charge any
termination costs to the special-purpose entity.  Consequently,
S&P's analysis reflected the risk of not having support from a
swap counterparty in the transaction, by considering the basis
risk due to the notes paying three-month Euro Interbank Offered
Rate (EURIBOR) and the assets mainly paying 12-month EURIBOR.

The bank account transaction documents were also modified.  They
remain in line with S&P's current counterparty criteria.
However, remedy actions will now apply if the bank account
provider is downgraded below 'BBB', not 'BBB-' as was previously
the case. Consequently, the maximum rating achievable in this
transaction for counterparty reasons is now 'A (sf)'.

The class B and C notes have interest deferral triggers, which
are based on cumulative defaults as a proportion of the original
collateral balance.  Cumulative defaults currently represent 1.9%
of the original collateral balance, compared with trigger levels
of 6.0% and 4.0% for the class B and C notes, respectively.
Therefore, the transaction has not breached the triggers, and S&P
don't expect it to breach them in the near term.

After the transaction's restructuring, available credit
enhancement has increased to 9% for the class A notes, from 8% in
our March 10, 2015 review.  Credit enhancement for the class B
and C notes has also increased.

Class         Available Credit
               Enhancement (%)
A                            9
B                            6
C                            4

This transaction has an amortizing reserve fund that represents
4% of the outstanding balance of the mortgage assets (post the
transaction's restructuring).

Severe delinquencies of more than 90 days, at 0.26%, are on
average lower for this transaction than S&P's Spanish RMBS index.
Defaults are defined as mortgage loans in arrears for more than
12 months in this transaction.  Cumulative defaults, at 1.9%, are
also lower than in other Spanish RMBS transactions that S&P
rates. Prepayment levels remain low and the transaction is
unlikely to pay down significantly in the near term, in S&P's
opinion.

Following the application of our S&P's criteria and its RMBS
criteria, S&P has determined that its assigned rating on each
class of notes in this transaction should be the lower of (i) the
rating as capped by S&P's RAS criteria and (ii) the rating that
the class of notes can attain under S&P's RMBS criteria.  In this
transaction, the rating on the class A notes is constrained by
the rating on the sovereign.

The class A notes now have sufficient credit enhancement to
withstand the stresses that are commensurate with a 'A+' rating
level under S&P's RMBS criteria.  However, these notes cannot
withstand the severe stress under S&P's RAS criteria, and are
only eligible for a two-notch ratings uplift above the long-term
sovereign rating.  S&P has therefore raised to 'A (sf)' from
'BBB (sf)' its rating on the class A notes.

The class B notes have sufficient credit enhancement to withstand
S&P's RMBS stresses at the 'BB+' rating level without any support
provided by a swap contract.  S&P has therefore affirmed its 'BB+
(sf)' rating on this class of notes.

Although available credit enhancement has increased for all
classes of notes, the class C notes don't pass S&P's RMBS
stresses at any rating level.  The termination of the swap has
negatively affected S&P's rating on this class of notes.  In
addition, S&P don't expect these notes to default in the short to
medium term. S&P has therefore lowered to 'B- (sf)' from 'BB+
(sf)' its rating on the class C notes.

S&P also considers credit stability in its analysis.  To reflect
moderate stress conditions, S&P adjusted its weighted-average
foreclosure (WAFF) assumptions by assuming additional arrears of
8% for one-year and three-year horizons.  This did not result in
S&P's rating deteriorating below the maximum projected
deterioration that S&P would associate with each relevant rating
level, as outlined in its credit stability criteria.

In S&P's opinion, the outlook for the Spanish residential
mortgage and real estate market is not benign and S&P has
therefore increased its expected 'B' foreclosure frequency
assumption to 3.33% from 2.00%, when S&P applies its RMBS
criteria, to reflect this view.  S&P bases these assumptions on
its expectation of modest economic growth and continuing high
unemployment.

On the back of improving but still depressed macroeconomic
conditions, S&P don't expect the performance of the transactions
in its Spanish RMBS index to improve in 2015.

S&P expects severe arrears in the portfolio to remain at their
current levels, as there are a number of downside risks.  These
include weak economic growth, high unemployment, and fiscal
tightening.  On the positive side, S&P expects interest rates to
remain low for the foreseeable future.

IM Sabadell RMBS 2 is a Spanish RMBS transaction, which closed in
June 2008.  IM Sabadell RMBS 2 securitizes a pool of first-
ranking mortgage loans that Banco de Sabadell originated.

RATINGS LIST

Class              Rating
            To                 From

IM Sabadell RMBS 2, Fondo de Titulizaci¢n de Activos
EUR1.4 Billion Residential Mortgage-Backed Floating-Rate Notes

Rating Raised

A           A (sf)             BBB (sf)

Rating Affirmed

B           BB+ (sf)

Rating Lowered

C           B- (sf)            BB+ (sf)



===========
S W E D E N
===========


OVAKO GROUP: S&P Lowers Corp. Credit Rating to 'B-', Outlook Neg.
-----------------------------------------------------------------
Standard & Poor's Ratings Services lowered its long-term
corporate credit rating on Swedish engineering steel producer
Ovako Group AB to 'B-' from 'B'.  The outlook is negative.

At the same time, S&P lowered its issue rating on Ovako's EUR300
million senior secured notes maturing 2019 to 'B-' from 'B', in
line with the corporate credit rating.  The recovery rating
remains at '4', indicating S&P's expectations of average recovery
in the lower half of the 30%-50% range in the event of a payment
default.

The rating actions reflect the deterioration of Ovako's European
engineering steel markets in 2015, materially reducing EBITDA and
translating into leverage substantially more than 8x (or 5x when
excluding the shareholder loan), a level S&P viewed as
commensurate with its 'B' rating. Ovako posted about EUR50
million of Standard & Poor's-adjusted EBITDA in 2015, which is
significantly below S&P's previous base-case assumption.
Consequently, the group's free operating cash flow turned
modestly negative and adjusted debt to EBITDA rose to about 11x
(7.5x when excluding the shareholder loan).  Moreover, S&P
anticipates that market conditions in the steel industry could
remain depressed over the coming quarters, restricting free
operating cash flows at minimal levels and resulting in limited
ability to reduce leverage.  Ovako's capital structure could
become unsustainable, in S&P's view, unless the group delivers on
its cost-savings program, targeting EUR45 million annual cost
savings over 2015-2017, and carefully manages its capital
expenditures.  S&P continues to see the group's liquidity as
adequate, supported by cash on hand and availability under its
revolving credit facility (RCF), which is largely undrawn.

The downside pressure on group EBITDA primarily reflects the
tough steel environment: Weak demand and pricing pressure has
materially hit profitability across the sector. Ovako's EUR50
million in adjusted EBITDA in 2015 (against EUR75 million-EUR80
million under our previous assumptions) stems from weaker
volumes, notably in the oil and gas industry, pressure on base
prices as observed across the industry, and a less favorable
product mix in 2015.  The lower volumes have resulted in under-
absorption of fixed costs, despite management's actions to
improve the cost profile. S&P also notes the non-recurring impact
of rapidly falling scrap and alloy prices, leading to a EUR9
million hit to EBITDA.  Under S&P's current base case, it assumes
that the industry's key drivers will stabilize at low levels in
2016.  The European auto and transportation end-market held up
fairly well in 2015, and some of Ovako's niche segments continue
to benefit from customized products and barriers to entry.
Ovako's order intake has improved slightly over the last quarter
of 2015 and into the first quarter of this year, which could spur
earnings in the near term, in S&P's view.  S&P also expects that
the company's restructuring program will mitigate repercussions
of the weak market conditions in 2016-2017.  Overall, S&P assumes
a marginal improvement in EBITDA in 2016, but very limited, if
any, free operating cash flow generation.

S&P continues to view the group's financial risk profile as
highly leveraged, given the current adjusted debt to EBITDA of
about 7.5x (excluding the shareholder loan) in 2015.  S&P would
assume a decline in leverage to about 6x under mid-cycle market
conditions.

The negative outlook reflects the likelihood that S&P could lower
the rating on Ovako further if earnings continue to weaken and
free operating cash flow remains negative.  This could occur if
steel market low cycle conditions continue to hinder profits in
2016, and this does not offset by the group's announced cost
savings.  S&P would consider lowering the rating if adjusted debt
to EBITDA (excluding the shareholder loan) materially exceeded
6.0x.  Pressure would arise if free operating cash flow turned
negative, markedly affecting the liquidity buffer.

An outlook revision to stable would hinge on a marked recovery in
EBITDA alongside cost savings and stabilization or recovery in
steel prices.  Additional supporting factors of an outlook
revision include sufficient visibility on liquidity, adjusted
debt to EBITDA (excluding the shareholder loan) at about 6.0x,
and at least neutral free operating cash flow.



===========
T U R K E Y
===========


BANK ASYA: Authorities Mull Liquidation, May 29 Sale Deadline
-------------------------------------------------------------
Ebru Tuncay and Humeyra Pamuk at Reuters report that The Savings
Deposit Insurance Fund Chairman Ercan Gul on Feb. 26 said
Turkey's authorities plan to sell Islamic lender Bank Asya by
May 29 and will liquidate it if they cannot find a buyer.

Turkish authorities took over the bank last year, making it a
high-profile victim in a feud between President Tayyip Erdogan
and U.S.-based cleric Fethullah Gulen, whose followers founded
the bank, Reuters relates.

According to Reuters, Mr. Gul said TMSF, which now controls the
bank, is in talks on its sale.

Bank Asya was established in October 24, 1996 with its head
office in Istanbul, as the sixth private finance house of Turkey.



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


MHP SA: S&P Affirms 'B-' Corp. Credit Rating, Outlook Stable
------------------------------------------------------------
Standard & Poor's Ratings Services affirmed its local and foreign
currency long-term corporate credit ratings on Ukraine-based
farming group MHP S.A. at 'B-'.  The outlook is stable.

S&P also affirmed its issue rating on the company's senior
unsecured debt at 'B-'.

The affirmation reflects S&P's view that MHP maintains a solid
market position in Ukraine.  However, S&P notices that the
persisting difficult domestic situation is starting to put some
pressure on the group's results, in particular on cash
generation. S&P considers that MHP is facing increased liquidity
risks, which has led S&P to change assessment of its liquidity to
weak from less than adequate previously.  This, in turn, has led
S&P to lower MHP's stand-alone credit profile (SACP) to 'b-' from
'b'.

S&P sees an increased risk that MHP may not meet its covenants,
owing to the reduction in its EBITDA in U.S. dollar terms given
the ongoing devaluation of Ukraine's domestic currency.  The vast
majority of MHP's financial debt is in dollars.  This could limit
the company's ability to raise new debt.  However, S&P notices
that MHP maintains good relationships with banks and that about
70% of the existing debt has long-term maturity.

MHP operates in a volatile agricultural industry and faces high
risk from operating in Ukraine.  The group benefits from a strong
market position in the country, occupying about half of the
domestic market for industrially produced chicken.  In the first
nine months of 2015, MHP exported about 45% of its chicken
production, but S&P believes the company is still largely
dependent on the domestic market and S&P considers the
diversification from poultry as limited given that only about 20%
of revenues are derived from other businesses, such as fodder
crops and sunflower seeds.

The stable outlook reflects the outlook on the foreign currency
long-term sovereign credit rating on Ukraine.  It also reflects
S&P's view that MHP should be able to negotiate the renewal of
short-term credit lines even if it does not meet the covenants,
provided that its operating performance remains solid over the
next year notwithstanding the difficult domestic economic
environment.  S&P believes that MHP will take advantage of its
increasing export sales and be able to manage its domestic
difficulties.  This should result in adjusted debt to EBITDA of
around 3.0-3.5x, and EBITDA interest coverage ratios of around
3x-4x.  S&P do not believe that MHP will generate free operating
cash flow (FOCF) for 2015 but S&P assumes that from 2016 it will
restart to generate FOCF.

S&P would consider lowering the ratings on MHP if S&P was to
downgrade Ukraine or revise downward the country's transfer and
convertibility (T&C) assessment.  S&P could also consider a
downgrade if it sees that the company is not able to renew short-
term lines to finance its operating activity.

An upgrade would be closely linked to an upgrade of the
sovereign, as S&P considers that the rating on MHP will likely
continue to be capped by the sovereign foreign currency rating on
Ukraine.  S&P could raise the SACP if MHP's liquidity profile
strengthened, and if MHP demonstrated an ability to maintain
solid free cash flow generation.



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


CUCINA ACQUISITION: Moody's Reviews Caa1 Ratings for Upgrade
------------------------------------------------------------
Moody's Investors Service has placed the Caa1 corporate facility
rating and the Caa1-PD probability of default rating of Cucina
Acquisition (UK) Limited ("Brakes") on review for upgrade after
the announcement of the acquisition of Brakes by Sysco
Corporation ("Sysco", A2, on review for downgrade), North
America's leading foodservice distributor. The B3 rating on the
GBP457 million fixed rate senior secured notes and EUR150 million
floating rate senior secured notes due 2018, issued by Brakes
Capital, have also been placed on review for upgrade.

RATINGS RATIONALE

The action follows the announcement made by Sysco on Monday,
February 22, of a takeover of Brakes for approximately GBP2.2
billion ($3.1 billion) including the repayment of approximately
$2.3 billion of Brakes' financial debt.

"The transaction is credit positive for Brakes, because the
company will become a strategic subsidiary of a leading
foodservice distribution group with pro-forma revenues of $55
billion, and because its high amount of outstanding debt will be
repaid" says Emmanuel Savoye, AVP and lead analyst on Brakes.

Moody's review will focus on Brakes' (1) future capital structure
and impact on leverage and free cash flow generation; (2) the
strategic priorities set by the new owners including appetite for
acquisitions; (3) its liquidity profile and (4) the level of
support from Sysco.

Sysco has announced that it will repay $2.3 billion of Brakes'
outstanding debt. Although details of the debt repayment have not
been disclosed, this is credit positive because Moody's estimates
that the vast majority of Brake's debt will be repaid hence
addressing refinancing risk due to a portion of the second lien
and PIK loan facilities due in 2017 as well as reducing the
complexity of the capital structure which currently comprises
shareholder loan instruments maturing before more senior
liabilities.

While it is not possible to assess the actual level of financial
support that Sysco will provide to Brakes, Moody's notes that
Brakes will become an important subsidiary of Sysco representing
around 10% of group's sales. Sysco has a much stronger credit
profile than Brakes, it benefits from excellent liquidity, strong
credit metrics and a leading market position in North America
with revenues that are almost twice those of the number two
competitor U.S. Foods.

Brakes will operate as a standalone entity and it will continue
to focus on expanding the scale of its operations in its core
markets in the UK, France and Sweden. However, Sysco has also
announced that Brakes will serve as a platform to further expand
in the European food distribution market in the future. Brakes'
management team will stay in place and this will provide
continuity in bringing to completion the substantial investments
it has made in its multi-temperature facilities, its on-line
sales platform and in the integration of recently acquired
businesses including Davigel in France.

No announcements have been made about Brakes' future capital
structure, however Moody's assumes that leverage will be reduced
following the transaction, as Sysco will finance the entire
purchase price on its balance sheet. Brakes' Moody's Adjusted
Debt/EBITDA is 7.7x as of 31 Dec 2015, considerably higher than
Sysco's Moody's Adjusted Debt/EBITDA of 2.75x. Consequently,
Moody's expect Brakes to benefit from greater financial
flexibility in order to continue to invest in its core operations
and make acquisitions in the fragmented European food
distribution market.

The acquisition is subject to customary approvals by competition
authorities. The companies expect to complete the transaction
before the end of Sysco's fiscal year in July 2016.

WHAT COULD CHANGE THE RATING UP/DOWN

Prior to placing the ratings on review, Moody's stated that
positive rating pressure could develop for Brakes if the company
were to significantly improve its EBITDA margin, leading to
sustained positive free cash flow generation, with leverage
falling materially below 7x on a Moody's adjusted basis.

However, over time the rating could be downgraded in the event of
(1) business weakening, potentially resulting in reductions in
margins or free cash flow; (2) slower-than-anticipated
deleveraging or if liquidity weakens; or (2) if near term
maturities were not addressed, particularly the second lien due
in 2017, or if the maturity of the shareholder loan instruments
is not extended within the next 12 months.


MKF TRANSPORT: Creditor Lodges Winding-Up Petition
--------------------------------------------------
Robin Meczes at Commercial Motor reports that MKF Transport Ltd.
had a winding-up petition lodged against it by creditor United
Pallet Network (UK) earlier this month.

According to Commercial Motor, the petition was considered at a
court hearing on Feb. 23 but judgment in the matter has been
postponed to March 14, the Bankruptcy and Companies High Court
subsequently confirmed.

The company, whose sole director and shareholder is listed as
Kevin Francis Fleming, has been operating under a company
voluntary arrangement since July last year, Commercial Motor
discloses.

UPN has not said why it decided to issue the winding-up petition
at this time or how much it is owed, Commercial Motor notes.

MKF Transport Ltd. is a Kibworth Harcourt, Leicester-registered
vehicle operator.


RANGERS FOOTBALL: March 8 Hearing Scheduled for "Big Tax Case"
--------------------------------------------------------------
Roddy Forsyth at The Telegraph reports that the resolution of the
so-called "big tax case" -- the long running dispute between HM
Revenue and Customs and the liquidators of the Rangers Football
club oldco over the use of Employment Benefit Trusts (EBTs) --
has been deferred yet again.

According to The Telegraph, a hearing at the Court of Session in
Edinburgh, had been scheduled for Tuesday, March 8, to consider a
request from the liquidators, BDO, for leave to appeal to the
Supreme Court against a verdict in favor of HMRC in November.

On that occasion, three Court of Session judges ruled that
Rangers oldco had been in breach of tax rules when they used EBTs
for employees to enhance salaries through the disbursement of
loans The Telegraph relates.  The tax authority contended that
these loans, few of which were repaid, were effectively disguised
remuneration, The Telegraph discloses.

Two lower level tribunals disagreed but HMRC were backed at the
third attempt, prompting BDO to ask for permission to take the
issue to the Supreme Court in London, The Telegraph recounts.
However, because of an issue relating to what a court
representative described as "judicial availability", the hearing
has been rescheduled and is now docketed for March 8, The
Telegraph says.

BDO can appeal to the Supreme Court even if their request for
leave to do so is denied, but they are required to approach the
Court of Session in the first instance, The Telegraph states.  A
total of GBP47 million was paid out through EBTs to 87 trusts on
behalf of players, coaching staff and administrative employees
between 2001 and 2010, The Telegraph relays.

Meanwhile, the Telegraph understands that criminal trials arising
out of the liquidation of the oldco are now very unlikely to be
heard until the spring of 2017 at the earliest, The Telegraph
notes.

                   About Rangers Football Club

Rangers Football Club PLC -- http://www.rangers.premiumtv.co.uk/
-- is a United Kingdom-based company engaged in the operation of
a professional football club.  The Company has launched its own
Internet television station, RANGERSTV.tv.  The station combines
the use of Internet television programming alongside traditional
Web-based services.  Services offered include the streaming of
home matches and on-demand streaming of domestic and European
games, which include dedicated pre-match, half-time and post-
match commentary.  The Company will produce dedicated news
magazine and feature programs, while the fans can also access a
library of classic European, Old Firm and Scottish Premier League
(SPL) action.  Its own dedicated television studio at Ibrox
provides onsite production, editing and encoding facilities to
produce content for distribution on all media platforms.



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


* S&P Lowers Ratings on Three Repack Tranches
---------------------------------------------
Standard & Poor's Ratings Services lowered its credit ratings on
three tranches issued by repackaging transactions.

The downgrades of these three tranches follow S&P's recent rating
actions on the underlying collateral or reference obligations.
Under S&P's criteria applicable to transactions such as these, it
would generally reflect changes to the rating on the collateral
or reference obligation in S&P's rating on the tranche.

A list of the Affected Ratings is available at:

                     http://is.gd/5ly5tc

* BOND PRICING: For the Week February 22 to February 26, 2016
-------------------------------------------------------------

Issuer                    Coupon   Maturity Currency  Price
------                    ------   -------- --------  -----
Deutsche Bank AG            7.13              GBP    74.45
Abengoa SA                  8.50  3/31/2016   EUR    12.75
Petrobras Global Finance    5.38  1/27/2021   USD    72.07
Vallourec SA                2.25  9/30/2024   EUR    59.47
Petrobras Global Finance    6.25  3/17/2024   USD    71.25
Repsol International Fina   4.50  3/25/2075   EUR    70.48
Manutencoop Facility Mana   8.50   8/1/2020   EUR    65.01
Glencore Finance Europe S   1.25  3/17/2021   EUR    77.92
Vedanta Resources PLC       9.50  7/18/2018   USD    69.00
Anglo American Capital PL   3.25   4/3/2023   EUR    67.14
Petrobras Global Finance    6.85   6/5/2115   USD    61.25
Vedanta Resources PLC       6.00  1/31/2019   USD    57.00
CSN Resources SA            6.50  7/21/2020   USD    36.88
Rickmers Holding GmbH & C   8.88  6/11/2018   EUR    65.47
Grupo Isolux Corsan Finan   6.63  4/15/2021   EUR    23.22
Petrobras Global Finance    4.38  5/20/2023   USD    64.40
Eramet                      4.50  11/6/2020   EUR    61.09
German Pellets GmbH         7.25 11/27/2019   EUR     1.06
Repsol International Fina   3.88              EUR    74.41
Scholz Holding Gmbh         8.50   3/8/2017   EUR     4.73
German Pellets GmbH         7.25   4/1/2016   EUR     1.59
Abengoa Finance SAU         8.88   2/5/2018   EUR    11.88
Portugal Telecom Internat   4.63   5/8/2020   EUR    52.37
Anglo American Capital PL   2.50  4/29/2021   EUR    67.87
Banco Popular Espanol SA    8.25              EUR    73.52
Glencore Finance Europe S   1.75  3/17/2025   EUR    70.81
Portugal Telecom Internat   4.38  3/24/2017   EUR    78.52
Anglo American Capital PL   1.50   4/1/2020   EUR    71.16
Ajecorp BV                  6.50  5/14/2022   USD    34.00
Casino Guichard Perrachon   1.86              EUR    43.77
Anglo American Capital PL   2.88 11/20/2020   EUR    71.66
CGG SA                      5.88  5/15/2020   EUR    37.95
Vedanta Resources PLC       8.25   6/7/2021   USD    55.25
CMA CGM SA                  7.75  1/15/2021   EUR    75.23
Oi Brasil Holdings Cooper   5.75  2/10/2022   USD    44.97
Delta Lloyd NV              4.38              EUR    64.74
Ensco PLC                   4.70  3/15/2021   USD    55.38
Standard Chartered PLC      5.13   6/6/2034   GBP    76.74
Banco Espirito Santo SA     2.63   5/8/2017   EUR    26.13
Glencore Finance Europe S   1.63  1/18/2022   EUR    76.66
Fiat Chrysler Automobiles   7.88 12/15/2016   USD    59.79
Bank of New York Mellon L   4.40 12/15/2050   EUR    37.69
Gol LuxCo SA                8.88  1/24/2022   USD    30.75
Petroleum Geo-Services AS   7.38 12/15/2018   USD    64.00
Obrascon Huarte Lain SA     4.75  3/15/2022   EUR    68.27
Banco Espirito Santo SA     4.00  1/21/2019   EUR    25.00
Oi Brasil Holdings Cooper   5.63  6/22/2021   EUR    50.25
Portugal Telecom Internat   5.88  4/17/2018   EUR    59.56
German Pellets GmbH         7.25   7/9/2018   EUR     1.18
Rallye SA                   4.00   4/2/2021   EUR    67.62
VistaJet Malta Finance PL   7.75   6/1/2020   USD    41.50
Premier Oil PLC             5.00 12/11/2020   GBP    54.22
Petrobras Global Finance    3.25   4/1/2019   EUR    75.41
Abengoa Finance SAU         6.00  3/31/2021   EUR    10.00
ArcelorMittal               7.75   3/1/2041   USD    77.13
Anglo American Capital PL   5.75 11/27/2018   AUD    82.00
Aegon NV                    0.86              EUR    49.07
Anglo American Capital PL   3.50  3/28/2022   EUR    68.17
Intelsat Luxembourg SA      7.75   6/1/2021   USD    36.69
RWE AG                      3.50  4/21/2075   EUR    69.54
Banca Popolare di Vicenza   9.50  9/29/2025   EUR    57.22
Vedanta Resources PLC       7.13  5/31/2023   USD    52.26
Genel Energy Finance PLC    7.50  5/14/2019   USD    55.67
Abengoa Finance SAU         7.00  4/15/2020   EUR    11.50
International Personal Fi   5.75   4/7/2021   EUR    81.75
Portugal Telecom Internat   5.00  11/4/2019   EUR    59.53
Banque Federative du Cred   1.00              EUR    45.07
Ovako AB                    6.50   6/1/2019   EUR    60.39
Vattenfall AB               3.00  3/19/2077   EUR    73.61
PagesJaunes Finance & Co    8.88   6/1/2018   EUR    50.02
Norske Skogindustrier ASA   7.00  6/26/2017   EUR    21.86
Petrobras Global Finance    5.63  5/20/2043   USD    58.50
EnQuest PLC                 7.00  4/15/2022   USD    22.50
QGOG Constellation SA       6.25  11/9/2019   USD    41.99
CHC Helicopter SA           9.25 10/15/2020   USD    44.00
Petrobras Global Finance    6.75  1/27/2041   USD    62.33
Veneto Banca SpA/Old        9.50  12/1/2025   EUR    56.38
Banca Monte dei Paschi di   2.49  5/15/2018   EUR    55.25
DNO ASA                     8.75  6/18/2020   USD    58.00
Anglo American Capital PL   4.88  5/14/2025   USD    69.75
Bluewater Holding BV       10.00 12/10/2019   USD    39.00
Algeco Scotsman Global Fi   8.50 10/15/2018   USD    73.75
Novo Banco SA               5.00  4/23/2019   EUR    69.50
Tullow Oil PLC              6.00  11/1/2020   USD    62.50
Nordea Bank AB              1.05              EUR    50.68
CGG SA                      6.50   6/1/2021   USD    34.00
Abengoa Greenfield SA       5.50  10/1/2019   EUR    11.01
AXA SA                      1.29              EUR    55.17
Paragon Offshore PLC        6.75  7/15/2022   USD    25.00
Waste Italia SpA           10.50 11/15/2019   EUR    25.00
Offshore Drilling Holding   8.38  9/20/2020   USD    59.50
Petrobras Global Finance    4.88  3/17/2020   USD    74.25
Petrobras Global Finance    4.25  10/2/2023   EUR    66.02
Credit Logement SA          1.02              EUR    68.97
Anglo American Capital PL   4.13  4/15/2021   USD    71.00
Petrobras Global Finance    3.75  1/14/2021   EUR    69.03
Banco Espirito Santo SA     4.75  1/15/2018   EUR    25.00
Petrobras Global Finance    4.75  1/14/2025   EUR    66.41
Petrobras Global Finance    5.88   3/7/2022   EUR    72.47
Petrobras Global Finance    6.88  1/20/2040   USD    63.20
ING Groep NV                1.27              EUR    53.77
Petrobras Global Finance    2.76  1/15/2019   USD    74.25
Petrobras Global Finance    7.25  3/17/2044   USD    64.75
AXA SA                      0.92              EUR    54.29
Stena AB                    7.00   2/1/2024   USD    72.50
UKRLANDFARMING PLC         10.88  3/26/2018   USD    30.50
Pacific Drilling SA         5.38   6/1/2020   USD    20.00
Anglo American Capital PL   4.13  9/27/2022   USD    68.00
Heta Asset Resolution AG    4.25 10/31/2016   EUR    68.00
CaixaBank SA                4.50 11/22/2016   EUR    51.25
Ensco PLC                   4.50  10/1/2024   USD    50.95
OAS Investments GmbH        8.25 10/19/2019   USD     2.05
Avanti Communications Gro  10.00  10/1/2019   USD    73.75
Metinvest BV               10.25  1/31/2016   USD    40.26
Far East Capital Ltd SA     8.00   5/2/2018   USD    56.38
Petrobras Global Finance    6.25 12/14/2026   GBP    62.11
Aegon NV                    2.07              USD    61.17
Brunswick Rail Finance Lt   6.50  11/1/2017   USD    44.81
Ensco PLC                   5.20  3/15/2025   USD    52.03
Ensco PLC                   5.75  10/1/2044   USD    50.75
Bank of New York Mellon L   4.11 12/30/2099   EUR    10.18
Algeco Scotsman Global Fi  10.75 10/15/2019   USD    22.44
EnQuest PLC                 5.50  2/15/2022   GBP    29.94
Obrascon Huarte Lain SA     5.50  3/15/2023   EUR    69.08
Anglo American Capital PL   3.63  5/14/2020   USD    69.00
Anglo American Capital PL   4.45  9/27/2020   USD    74.25
CIMPOR Financial Operatio   5.75  7/17/2024   USD    61.50
CGG SA                      6.88  1/15/2022   USD    37.00
Public Power Corp Finance   5.50   5/1/2019   EUR    70.64
BNP Paribas Fortis SA       1.87              EUR    67.73
Abengoa Finance SAU         8.88  11/1/2017   USD    15.00
Portugal Telecom Internat   4.50  6/16/2025   EUR    50.93
IMMOFINANZ AG               4.25   3/8/2018   EUR     4.28
Andrade Gutierrez Interna   4.00  4/30/2018   USD    62.25
Vneshprombank Ltd via VPB   9.00 11/14/2016   USD    13.00
Banca Monte dei Paschi di   0.89 11/30/2017   EUR    75.63
AXA SA                      1.05              EUR    60.00
Hema Bondco I BV            6.25  6/15/2019   EUR    66.99
Rallye SA                   1.00  10/2/2020   EUR    73.87
Credit Agricole SA          0.68              EUR    46.96
Norske Skogindustrier ASA  11.75  6/15/2016   EUR    70.41
Metinvest BV                8.75  2/14/2018   USD    41.00
Tullow Oil PLC              6.25  4/15/2022   USD    61.50
Ethias SA                   5.00  1/14/2026   EUR    73.06
FF Group Finance Luxembou   1.75   7/3/2019   EUR    64.64
Banca Popolare di Vicenza   3.02 12/20/2017   EUR    57.50
Banque Federative du Cred   0.83              EUR    45.75
ING Groep NV                0.87              EUR    51.35
Globe Luxembourg SCA        9.63   5/1/2018   USD    52.48
Intelsat Jackson Holdings   6.63 12/15/2022   USD    63.50
Neopost SA                  3.38              EUR    42.83
SOITEC                      6.75  9/18/2018   EUR     1.98
Indo Energy Finance II BV   6.38  1/24/2023   USD    37.51
BIBBY Offshore Services P   7.50  6/15/2021   GBP    65.00
First Bank of Nigeria Ltd   8.00  7/23/2021   USD    74.08
Intelsat Luxembourg SA      8.13   6/1/2023   USD    35.80
Yuksel Insaat AS            9.50 11/10/2015   USD    50.00
CNP Assurances              1.03              EUR    47.58
CGG SA                      1.75   1/1/2020   EUR     4.41
Aldesa Financial Services   7.25   4/1/2021   EUR    67.97
Air France-KLM              2.03  2/15/2023   EUR    11.26
Johnston Press Bond Plc     8.63   6/1/2019   GBP    69.15
AXA SA                      2.25              USD    71.84
Intelsat Luxembourg SA      6.75   6/1/2018   USD    65.50
Accudyne Industries Borro   7.75 12/15/2020   USD    68.25
Petrobras Global Finance    6.63  1/16/2034   GBP    59.93
Credit Mutuel Arkea SA      1.11              EUR    44.00
Ekosem-Agrar GmbH           8.50  12/7/2018   EUR    59.88
Sacyr SA                    4.00   5/8/2019   EUR    74.02
Heta Asset Resolution AG    2.75  5/31/2016   CHF    67.50
Anglo American Capital PL   4.88  5/14/2025   USD    68.50
Petroleum Geo-Services AS   7.38 12/15/2018   USD    69.50
Paragon Offshore PLC        7.25  8/15/2024   USD    27.00
Phones4u Finance PLC        9.50   4/1/2018   GBP    39.25
Banco Espirito Santo SA     6.88  7/15/2016   EUR    26.25
Prosafe SE                  4.18   9/9/2019   NOK    58.59
Anglo American Capital PL   3.63  5/14/2020   USD    73.94
Norske Skog AS             11.75 12/15/2019   EUR    60.34
Etablissements Maurel et    1.63   7/1/2019   EUR     9.63
Abengoa SA                  6.25  1/17/2019   EUR     7.25
Santander International P   2.00              USD    39.50
HSH Nordbank AG/Luxembour   2.31              EUR    16.63
Rothschilds Continuation    1.00              EUR    45.45
Financiere Quick SAS        7.36 10/15/2019   EUR    73.27
Mriya Agro Holding PLC      9.45  4/19/2018   USD     8.25
CHC Helicopter SA           9.38   6/1/2021   USD     7.00
Anglo American Capital PL   4.13  4/15/2021   USD    71.00
Capital Raising GmbH        7.50              EUR    19.26
Privatbank CJSC Via UK SP  10.25  1/23/2018   USD    63.97
Ferrexpo Finance PLC       10.38   4/7/2019   USD    56.64
Petrobras Global Finance    5.38  10/1/2029   GBP    56.46
Caixa Terrassa Societat d   1.18              EUR    47.88
TiZir Ltd                   9.00  9/28/2017   USD    63.88
Immigon Portfolioabbau AG  10.00              EUR     3.06
HSH Nordbank AG             7.25              USD    21.98
BIM SAS                     2.50 11/13/2020   EUR    24.79
Assystem                    4.50              EUR    27.84
Ageasfinlux SA              1.18              EUR    57.64
Abengoa Finance SAU         7.75   2/1/2020   USD    14.25
Hybrid Raising GmbH         6.63              EUR    19.01
Danske Bank Oyj             1.15              EUR    51.67
Indo Energy Finance BV      7.00   5/7/2018   USD    59.67
Alcatel-Lucent SA           0.13  1/30/2020   EUR     3.95
Alcatel-Lucent SA           4.25   7/1/2018   EUR     3.78
Takko Luxembourg 2 SCA      9.88  4/15/2019   EUR    50.00
Afren PLC                  11.50   2/1/2016   USD     0.35
SGL Carbon SE               3.50  9/30/2020   EUR    72.49
Anglo American Capital PL   4.45  9/27/2020   USD    74.50
BNP Paribas SA              2.13              EUR    60.00
Petrobras Global Finance    3.41  3/17/2020   USD    68.00
DTEK Finance PLC            7.88   4/4/2018   USD    40.75
Constellium NV              5.75  5/15/2024   USD    75.02
Algeco Scotsman Global Fi   9.00 10/15/2018   EUR    72.58
HSBC Bank PLC               0.81              USD    53.17
Matalan Finance PLC         8.88   6/1/2020   GBP    70.55
Helios Towers Finance Net   8.38  7/15/2019   USD    72.50
Praktiker AG                5.88  2/10/2016   EUR     0.07
First Ukrainian Internati  11.00 12/31/2018   USD    73.29
Barclays Bank PLC           0.26 12/28/2040   EUR    54.32
Cofinoga Funding Two LP     2.27              EUR    67.33
Econocom Group SA/NV        1.50  1/15/2019   EUR    11.34
Singulus Technologies AG    7.75  3/23/2017   EUR    22.50
Beate Uhse AG               7.75   7/9/2019   EUR    20.63
Iona Energy Co UK PLC      12.50  9/27/2018   USD     3.38
OGX Austria GmbH            8.50   6/1/2018   USD     0.00
Prosafe SE                  4.92  1/17/2020   NOK    58.59
Neue ZWL Zahnradwerk Leip   7.50  2/17/2021   EUR    79.63
Transcapitalbank JSC Via   10.00  9/18/2020   USD    60.00
Aegon NV                    4.26              NLG    69.93
Far East Capital Ltd SA     8.75   5/2/2020   USD    56.75
Afren PLC                   6.63  12/9/2020   USD     1.50
HSBC Bank PLC               1.13              USD    53.52
Rothschilds Continuation    0.81              USD    46.48
Virgolino de Oliveira Fin  10.50  1/28/2018   USD     3.25
Fred Olsen Energy ASA       4.16  2/28/2019   NOK    39.25
Ekosem-Agrar GmbH           8.75  3/23/2017   EUR    60.50
BPCE SA                     2.54              USD    78.25
Asya Sukuk Co Ltd           7.50  3/28/2023   USD    72.25
Santander Finance Preferr   1.05              EUR    53.83
Hema Bondco II BV           8.50 12/15/2019   EUR    38.63
KCA Deutag UK Finance PLC   7.25  5/15/2021   USD    46.00
EnQuest PLC                 7.00  4/15/2022   USD    22.50
Anglo American Capital PL   4.13  9/27/2022   USD    70.00
Norske Skog Holding AS      8.00  2/24/2021   EUR    26.17
DTEK Finance PLC           10.38  3/28/2018   USD    39.00
Tesco PLC                   4.88  3/24/2042   GBP    71.94
NTRP Via Interpipe Ltd     10.25   8/2/2017   USD    30.38
Air Berlin Finance BV       6.00   3/6/2019   EUR    68.82
Tullow Oil PLC              6.00  11/1/2020   USD    62.50
HSBC Bank PLC               0.98              USD    53.17
Novo Banco SA               3.00  6/21/2022   USD    62.00
BPCE SA                     0.91              EUR    58.63
Hema Bondco I BV            5.25  6/15/2019   EUR    64.50
Petrol AD                   8.38  1/26/2017   EUR    20.00
Abengoa Finance SAU         8.88  11/1/2017   USD    14.88
Banca Carige SpA            8.34              EUR    66.88
IGas Energy PLC            10.00  3/22/2018   USD    66.71
Tesco PLC                   5.20   3/5/2057   GBP    74.11
Barclays Bank PLC           1.56              GBP    66.00
Pohjola Bank Oyj            0.64              EUR    49.92
Novo Banco SA               5.00  5/14/2019   EUR    69.82
Stena AB                    7.00   2/1/2024   USD    71.88
Banca Monte dei Paschi di   0.86  1/15/2018   EUR    73.81
Meyer Burger Technology A   4.00  9/24/2020   CHF    71.35
ATF Capital BV             10.00              USD    60.13
Abengoa Greenfield SA       6.50  10/1/2019   USD     7.88
WPE International Coopera  10.38  9/30/2020   USD    10.50
Aegon NV                    5.19              NLG    61.70
Aegon NV                    1.51              NLG    51.01
Abengoa Finance SAU         7.75   2/1/2020   USD    14.25
Finance and Credit Bank J   9.25  1/25/2019   USD     5.63
Jyske Bank A/S              1.13              EUR    49.50
Gol LuxCo SA                8.88  1/24/2022   USD    30.75
Abengoa Greenfield SA       6.50  10/1/2019   USD     7.91
Tullow Oil PLC              6.25  4/15/2022   USD    61.75
Barclays Bank PLC           1.13              USD    56.33
Codere Finance Luxembourg   8.25  6/15/2015   EUR    70.75
Banco Espanol de Credito    0.99              EUR    54.50
Pierre & Vacances SA        3.50  10/1/2019   EUR    36.56
Novo Banco SA               3.50   1/2/2043   EUR    54.88
Espirito Santo Financial    6.88 10/21/2019   EUR     0.06
Tonon Luxembourg SA        10.50  5/14/2024   USD    43.69
Privatbank CJSC Via UK SP  11.00   2/9/2021   USD    58.98
Alno AG                     8.50  5/14/2018   EUR    63.00
Koninklijke Luchtvaart Ma   0.75              CHF    36.50
Vedanta Resources PLC       6.00  1/31/2019   USD    58.63
Gebr Sanders GmbH & Co KG   8.75 10/22/2018   EUR    70.38
Jyske Bank A/S              1.16              EUR    49.75
BNP Paribas SA              0.61              USD    56.10
Nexans SA                   2.50   1/1/2019   EUR    74.63
Prosafe SE                  4.13 10/22/2018   NOK    67.66
Banca Carige SpA            1.87 12/29/2018   EUR    54.00
Eroski S Coop               3.02              EUR    46.63
Caisse Federale du Credit   1.10              EUR    48.73
CGG SA                      1.25   1/1/2019   EUR    22.46
Metinvest BV               10.50 11/28/2017   USD    39.30
Rena GmbH                   8.25  7/11/2018   EUR     8.63
CEVA Group PLC              9.00   9/1/2021   USD    72.50
Banca Popolare di Vicenza   4.60 12/15/2017   EUR    72.02
Farstad Shipping ASA        5.30  2/15/2017   NOK    49.38
Sidetur Finance BV         10.00  4/20/2016   USD     6.00
Tonon Luxembourg SA         7.25  1/24/2020   USD     9.50
OSX 3 Leasing BV           13.00  3/20/2015   USD    25.00
Abengoa SA                  4.50   2/3/2017   EUR     8.63
Banca Popolare di Vicenza   8.50 12/28/2018   EUR    76.20
European Directories Bond   7.00  12/9/2018   EUR    70.49
Noreco Norway AS            6.50   3/6/2018   NOK    73.00
Afren PLC                  10.25   4/8/2019   USD     0.53
Privatbank CJSC Via UK SP  10.88  2/28/2018   USD    64.95
Lambay Capital Securities   6.25              GBP     1.75
Banco Bilbao Vizcaya Arge   1.19              EUR    70.87
Union Fenosa Preferentes    1.52              EUR    63.38
Havila Shipping ASA         9.66  8/30/2016   NOK    34.13
Lloyds Bank PLC             1.06              USD    53.79
Cirio Holding Luxembourg    6.25  2/16/2004   EUR     0.81
Vedanta Resources PLC       8.25   6/7/2021   USD    51.63
OGX Austria GmbH            8.38   4/1/2022   USD     0.00
Banco Espirito Santo SA     2.52              EUR     1.18
Nexity SA                   0.63   1/1/2020   EUR    50.70
Talvivaara Mining Co PLC    4.00 12/16/2015   EUR     1.29
Vedanta Resources PLC       7.13  5/31/2023   USD    52.63
Deutsche Bank AG            6.00  3/11/2016   EUR    71.73
Bank Nadra via NDR Financ   8.25  7/31/2018   USD     1.02
Ausy                        3.25   1/1/2021   EUR    53.00
Aralco Finance SA          10.13   5/7/2020   USD     2.50
Novo Banco SA               5.00  3/15/2022   EUR    67.85
Sydbank A/S                 1.05              EUR    52.20
Candyking Holding AB        5.00  1/29/2018   SEK    40.38
Songa Offshore              8.40  5/17/2018   NOK    58.99
German Pellets GmbH         8.00              EUR     2.00
Popular Capital SA          1.11              EUR    29.55
Etablissements Maurel et    2.75   7/1/2021   EUR     5.75
Banca delle Marche SpA      0.84   6/1/2017   EUR     1.14
Ukreximbank Via Biz Finan   7.87   2/9/2023   USD    70.09
Island Offshore Shipholdi   6.38   4/5/2016   NOK    58.10
Dexia Credit Local SA       1.54              EUR    14.00
NIBC Bank NV                2.13              USD    57.83
World Wide Supply AS        7.75  5/26/2017   USD    27.00
GNB - Cia de Seguros de V   2.07 12/19/2022   EUR    69.50
Takko Luxembourg 2 SCA      6.86  4/15/2019   EUR    45.83
ESFIL-Espirito Santo Fina   5.25  6/12/2015   EUR     1.64
Novo Banco SA               5.00  2/24/2022   EUR    67.00
DOF ASA                     5.88   2/7/2018   NOK    52.75
Phosphorus Holdco PLC      10.00   4/1/2019   GBP     1.53
Pacific Drilling SA         5.38   6/1/2020   USD    19.50
Atlantic Offshore AS        8.60  5/16/2018   NOK    33.94
E Forland AS                7.91   9/4/2018   NOK    60.38
Novo Banco SA               5.00  5/23/2019   EUR    69.21
CIMPOR Financial Operatio   5.75  7/17/2024   USD    61.50
Island Drilling Co ASA      9.50   4/3/2018   USD    15.25
Novo Banco SA               5.00   4/4/2019   EUR    69.94
Paragon Offshore PLC        7.25  8/15/2024   USD    26.00
Corporate Commercial Bank   8.25   8/8/2014   USD     1.05
Rena GmbH                   7.00 12/15/2015   EUR     8.63
Scandinavian Airlines Sys   0.63              CHF    27.38
Banco Espirito Santo SA     6.90  6/28/2024   EUR    25.50
Vedanta Resources PLC       9.50  7/18/2018   USD    59.05
NIBC Bank NV                0.67              EUR    45.00
Cooperatieve Rabobank UA    0.50 11/26/2021   ZAR    57.56
VistaJet Malta Finance PL   7.75   6/1/2020   USD    42.00
Mriya Agro Holding PLC     10.95  3/30/2016   USD     9.88
Eramet                      5.10  5/28/2026   EUR    54.50
Eniro AB                    6.00  4/14/2020   SEK    40.05
KCA Deutag UK Finance PLC   7.25  5/15/2021   USD    46.00
Lloyds Bank PLC             0.63              USD    52.17
Abengoa SA                  5.13   3/5/2017   USD    13.25
Standard Chartered PLC      0.81              GBP    52.83
Avanti Communications Gro  10.00  10/1/2019   USD    74.75
Kaupthing Bank ehf          9.00              USD     0.13
DOF ASA                     8.08  9/12/2019   NOK    50.47
BLT Finance BV              7.50  5/15/2014   USD     4.20
Oceanteam ASA              11.87 10/24/2017   USD    54.75
Societe Air France SA       2.75   4/1/2020   EUR    20.60
Barclays Bank PLC           0.75              USD    60.75
Oi Brasil Holdings Cooper   5.75  2/10/2022   USD    46.00
Ajecorp BV                  6.50  5/14/2022   USD    32.25
Virgolino de Oliveira Fin  11.75   2/9/2022   USD     2.78
Vseukrainsky Aktsinerny B  10.90  6/14/2019   USD     1.27
QGOG Constellation SA       6.25  11/9/2019   USD    37.05
Bank of Scotland PLC        0.94              USD    56.05
BNP Paribas SA              1.86  4/30/2033   USD    65.38
Heta Asset Resolution AG    5.92  2/22/2022   EUR    28.88
Deutsche Bank AG/London     4.32  6/30/2034   USD    74.10
Heta Asset Resolution AG    0.61  1/24/2017   EUR    25.38
Sympatex Holding GmbH       8.00  12/3/2018   EUR    41.38
International Bank of Aze   8.25  10/9/2024   USD    73.00
National Westminster Bank   1.13              USD    61.00
Farstad Shipping ASA        4.56  5/29/2018   NOK    44.13
Viking Supply Ships AS      9.42  3/21/2017   NOK    35.00
SNS Bank NV                11.25              EUR     0.63
GNB - Cia de Seguros de V   3.37              EUR    60.00
Nordea Bank Norge ASA       0.81              USD    58.90
Rallye SA                   3.40  1/31/2022   EUR    68.00
DOF ASA                     8.38   2/7/2017   NOK    70.88
MS Deutschland Beteiligun   6.88 12/18/2017   EUR     7.67
Codere Finance Luxembourg   9.25  2/15/2019   USD    58.50
Eurobank Ergasias SA        1.49   6/8/2017   EUR    69.17
Novo Banco SA               5.00  5/21/2019   EUR    69.50
SNS Bank NV                 6.25 10/26/2020   EUR     3.38
Touax SA                    6.00  7/10/2020   EUR    16.70
Novo Banco SA               3.50  2/19/2043   EUR    54.75
friedola Gebr Holzapfel G   7.25  4/11/2017   EUR     3.46
Ferrexpo Finance PLC       10.38   4/7/2019   USD    53.27
Dannemora Mineral AB       11.75  3/22/2016   USD     0.13
Mobylife Holding A/S        7.25  5/23/2018   SEK    71.38
Laurel GmbH                 7.13 11/16/2017   EUR    25.38
Paragon Offshore PLC        6.75  7/15/2022   USD    23.75
Songa Offshore              7.50 12/11/2018   NOK    55.34
Novo Banco SA               3.50  1/23/2043   EUR    54.88
Deutsche Bank AG            1.78  6/28/2033   USD    63.85
BOA Offshore AS             7.81 12/18/2018   NOK    29.50
More & More AG              8.13  6/11/2018   EUR    39.00
Region of Piemont Italy     0.12 11/27/2036   EUR    61.05
RENE LEZARD Mode GmbH       7.25 11/25/2017   EUR    22.90
Landesbank Hessen-Thuerin   0.34   5/3/2041   EUR    63.78
Elli Investments Ltd       12.25  6/15/2020   GBP    35.00
Golfino AG                  7.25   4/4/2017   EUR    75.25
Lloyds Bank PLC             0.63              USD    56.05
Solstad Offshore ASA        4.73  6/24/2019   NOK    63.00
IT Holding Finance SA       9.88 11/15/2012   EUR     0.28
Nuova Banca delle Marche    1.02  6/15/2016   EUR     0.88
Espirito Santo Financial    3.13  12/2/2018   EUR     0.42
International Industrial    9.00   7/6/2011   EUR     0.50
Waste Italia SpA           10.50 11/15/2019   EUR    25.00
DNB Bank ASA                0.69              USD    56.96
Afren PLC                  11.50   2/1/2016   USD     0.83
Assystem                    4.00   1/1/2017   EUR    23.17
Offshore Drilling Holding   8.38  9/20/2020   USD    62.50
Barclays Bank PLC           0.88              USD    54.94
Metinvest BV               10.50 11/28/2017   USD    44.50
Lehman Brothers UK Capita   5.13              EUR     0.00
Royal Bank of Scotland Gr   1.13              USD    59.30
Portugal Telecom Internat   5.24  11/6/2017   EUR    65.13
Pescanova SA                5.13  4/20/2017   EUR     3.56
LBI HF                      6.25              EUR     0.00
CSN Resources SA            6.50  7/21/2020   USD    49.27
SiC Processing GmbH         7.13   3/1/2016   EUR     1.49
KA Finanz AG                5.43  2/13/2024   EUR    63.75
Lehman Brothers Treasury    6.00  11/2/2035   EUR    16.25
Volstad Shipping AS         7.16  5/30/2018   NOK    22.13
Hellas Telecommunications   8.50 10/15/2013   EUR     0.01
DNB Bank ASA                0.71              USD    57.20
Cirio Finanziaria SpA       8.00 12/21/2005   EUR     1.52
Tonon Luxembourg SA        10.50  5/14/2024   USD    43.69
TGC-2 OJSC                 12.00 10/10/2018   RUB    46.00
EDOB Abwicklungs AG         7.50   4/1/2012   EUR     0.50
Hellenic Republic Governm   5.20  7/17/2034   EUR    69.25
Kaupthing Bank ehf          5.75  10/4/2011   USD    17.63
IKB Deutsche Industrieban   5.63  3/31/2017   EUR    22.13
OGX Austria GmbH            8.50   6/1/2018   USD     0.05
eno energy GmbH             7.38  6/30/2016   EUR    73.50
International Industrial   11.00  2/19/2013   USD     0.27
Indo Energy Finance BV      7.00   5/7/2018   USD    48.00
Societe Generale SA         1.03              EUR    54.05
Breeze Finance SA           6.71  4/19/2027   EUR    39.00
Abanka Vipa DD Via Afinan   1.74              EUR     0.32
EFG International AG        1.20              EUR    62.73
Global PVQ SE               6.75 10/21/2015   EUR     1.03
BDT Media Automation GmbH   8.13  10/9/2017   EUR    60.00
Alpine Holding GmbH         6.00  5/22/2017   EUR     0.00
Deutsche Bank AG/London     2.00  3/15/2033   USD    64.25
Dexia SA                    4.89              EUR     8.88
Standard Chartered PLC      1.02              USD    52.92
Windreich GmbH              6.50  7/15/2016   EUR    10.88
Nationwide Building Socie   1.09              GBP    70.00
DNB Bank ASA                0.69              USD    57.02
UniCredit Bank Austria AG   0.33  8/20/2033   EUR    62.50
Societe Alsacienne et Lor   1.63   1/1/2022   EUR    59.17
Afren PLC                   6.63  12/9/2020   USD     0.54
NNK-Aktiv AO                8.85   6/4/2021   RUB    66.00
National Westminster Bank   0.69              USD    56.23
Sazka AS                    9.00  7/12/2021   EUR     0.00
CRC Breeze Finance SA       6.11   5/8/2016   EUR    50.13
Phones4u Finance PLC        9.50   4/1/2018   GBP    39.25
Grupo Isolux Corsan Finan   6.63  4/15/2021   EUR    23.31
Golden Gate AG              6.50 10/11/2014   EUR    44.50
Pescanova SA                8.75  2/17/2019   EUR     3.83
Spirit Issuer PLC           1.14 12/28/2028   GBP    72.67
Espirito Santo Financial    5.13  5/30/2016   EUR     1.00
Dexia Kommunalbank Deutsc   5.63 12/31/2017   EUR    13.13
Immigon Portfolioabbau AG   7.00  7/24/2022   EUR    63.69
Region of Abruzzo Italy     0.38  11/7/2036   EUR    63.37
Karlie Group GmbH           6.75  6/25/2018   EUR    15.10
Algeco Scotsman Global Fi   8.50 10/15/2018   USD    72.75
Globe Luxembourg SCA        9.63   5/1/2018   USD    53.75
Deutsche Bank AG/London     4.23  8/28/2034   USD    67.67
Frey                        6.00 11/15/2022   EUR    22.50
Lloyds Bank PLC             2.00  1/31/2033   USD    67.13
Olympic Ship AS             7.22  9/21/2017   NOK    44.75
Novo Banco SA               3.50  3/18/2043   EUR    54.96
Danske Bank Oyj             1.47              EUR    60.63
Standard Chartered PLC      0.94              USD    53.25
Eramet                      5.29  4/22/2026   EUR    58.25
Cirio Del Monte NV          7.75  3/14/2005   EUR     2.02
Alpha Bank AE               1.54   2/1/2017   EUR    69.63
Societe Generale SA         0.44              USD    57.32
Travel24.com AG             7.50  9/17/2017   EUR    21.15
First Bank of Nigeria Ltd   8.00  7/23/2021   USD    73.61
Commerzbank Holdings UK L   1.06              USD    62.00
Avanti Communications Gro  10.00  10/1/2019   USD    73.88
JZ Capital Partners Ltd     6.00  7/30/2021   GBP    10.70
Brunswick Rail Finance Lt   6.50  11/1/2017   USD    39.00
Rem Offshore ASA            6.48  9/25/2019   NOK    34.38
CMA CGM SA                  7.75  1/15/2021   EUR    75.63
IGas Energy PLC            10.00 12/11/2018   USD    51.13
Metinvest BV               10.25  1/31/2016   USD    41.13
Norske Skog AS             11.75 12/15/2019   EUR    60.25
Kaupthing Bank ehf          7.63  2/28/2015   USD    17.63
Sairgroup Finance BV        4.38   6/8/2006   EUR    18.00
Virgolino de Oliveira Fin  10.88  1/13/2020   USD    19.38
Heta Asset Resolution AG    4.35  11/3/2016   EUR    25.13
Heta Asset Resolution AG    1.91  9/29/2016   JPY    68.50
Banco Espirito Santo SA     2.66              EUR    11.13
Belfius Bank SA/NV          1.86              FRF    69.75
National Westminster Bank   0.81              USD    60.75
Algeco Scotsman Global Fi  10.75 10/15/2019   USD    22.50
Abengoa Finance SAU         6.00  3/31/2021   EUR    11.63
Barclays Bank PLC           1.78  5/31/2033   USD    70.95
Credit Suisse AG/Guernsey   0.88              USD    56.92
Dexia Kommunalbank Deutsc   4.88 12/31/2016   EUR    24.13
Electromagnetic Geoservic   7.23  6/27/2019   NOK    58.01
Abengoa SA                  5.13   3/5/2017   USD    13.25
Virgolino de Oliveira Fin  10.50  1/28/2018   USD     3.25
PA Resources AB             3.00 12/27/2017   NOK     0.20
Banco Espirito Santo SA     0.04              EUR    13.71
Hellenic Republic Governm   2.09  7/25/2057   EUR    30.50
Societe Generale SA         7.72              EUR    66.88
Metinvest BV                8.75  2/14/2018   USD    42.50
Havyard Group ASA           6.58  6/13/2017   NOK    72.00
Freshwater Finance PLC      6.06 10/17/2036   GBP    58.38
IKB Deutsche Industrieban   4.70  3/31/2017   EUR    23.32
CEVA Group PLC             12.75  3/31/2020   USD    71.13
Barclays Bank PLC           2.77  3/28/2033   USD    71.63
PA Resources AB            13.50   3/3/2016   SEK     0.25
Lehman Brothers Treasury    7.25  10/5/2035   EUR    14.13
Espirito Santo Financial    9.75 12/19/2025   EUR     1.05
Abengoa SA                  6.25  1/17/2019   EUR    10.50
Finmek International SA     7.00  12/3/2004   EUR     0.13
Rosbank PJSC               11.60  10/7/2024   RUB   100.40
Kaupthing Bank ehf          5.75  10/4/2011   USD    17.63
Banco Pinto & Sotto Mayor   0.85              EUR    10.50
Norske Skogindustrier ASA   7.13 10/15/2033   USD    31.13
Standard Chartered PLC      0.94              USD    52.31
Credit Suisse AG/London     7.00  3/11/2016   EUR    72.68
Petromena ASA               9.75  5/24/2016   NOK     0.54
IM Skaugen SE               9.45  6/30/2016   NOK    54.38
Societe Generale SA        13.44   2/9/2017   USD    68.23
Banca Monte dei Paschi di   4.64  3/14/2024   EUR    68.50
Mox Telecom AG              7.25  11/2/2017   EUR     3.09
Lehman Brothers Treasury    6.00  2/15/2035   EUR    14.13
Afren PLC                  10.25   4/8/2019   USD     0.53
Immigon Portfolioabbau AG   5.27   2/8/2027   EUR    62.75
Cyprus Popular Bank PCL     1.65  5/26/2016   EUR     0.70
Portigon AG                 7.46 12/31/2019   EUR     9.95
Talvivaara Mining Co PLC    9.75   4/4/2017   EUR     0.09
KPNQwest NV                 8.88   2/1/2008   EUR     0.53
Tonon Luxembourg SA         7.25  1/24/2020   USD     9.50
Minicentrales Dos SA        4.81 11/29/2034   EUR    62.63
Andrade Gutierrez Interna   4.00  4/30/2018   USD    62.00
Heta Asset Resolution AG    0.33 12/18/2030   EUR    30.63
Norske Skog Holding AS      8.00  2/24/2023   USD    25.17
Indo Energy Finance II BV   6.38  1/24/2023   USD    34.41
Banca Popolare di Vicenza   5.00   6/4/2024   EUR    47.80
Codere Finance Luxembourg   9.25  2/15/2019   USD    69.13
CBo Territoria              6.00   1/1/2020   EUR     3.84
Far East Capital Ltd SA     8.00   5/2/2018   USD    55.98
SAG Solarstrom AG           6.25 12/14/2015   EUR    45.00
Cirio Finance Luxembourg    7.50  11/3/2002   EUR     9.00
Kaupthing Bank ehf          7.13  5/19/2016   USD     0.00
Credit Lyonnais SA          1.81              EUR    58.00
Getin Noble Bank SA/old     4.80  3/12/2021   PLN    70.00
UBS AG                      6.10  7/29/2016   GBP    61.44
Alpine Holding GmbH         5.25  6/10/2016   EUR     0.00
Alpine Holding GmbH         5.25   7/1/2015   EUR     0.00
SeaBird Exploration Finan   6.00   3/3/2018   USD    19.88
Depfa Funding III LP        1.35              EUR
Novo Banco SA               3.00 12/16/2021   EUR    57.25
OGX Austria GmbH            8.38   4/1/2022   USD     0.34
UniCredit Bank Austria AG   0.37 12/31/2031   EUR    64.75
Algeco Scotsman Global Fi   9.00 10/15/2018   EUR    72.75
getgoods.de AG              7.75  10/2/2017   EUR     0.23
Governo Portugues Consoli   3.00              EUR    74.00
Societe Generale SA         2.21  2/28/2033   USD    75.00
CGG SA                      6.88  1/15/2022   USD    32.63
Norske Skogindustrier ASA  11.75  6/15/2016   EUR    70.63
Oceanic Champion AS         8.00  2/20/2020   USD    73.29
Abengoa Finance SAU         8.88   2/5/2018   EUR    11.88
Olympic Ship AS             6.06  6/18/2019   NOK    37.75
Lehman Brothers UK Capita   5.75              EUR     0.01
UniCredit Bank Austria AG   0.33 10/31/2031   EUR    63.50
Minicentrales Dos SA        6.45  4/14/2028   EUR    62.63
Hema Bondco I BV            6.25  6/15/2019   EUR    66.92
BIBBY Offshore Services P   7.50  6/15/2021   GBP    65.00
Ideal Standard Internatio  11.75   5/1/2018   EUR    13.75
Santander Finance Capital   2.00              EUR    31.38
Norske Skog Holding AS      8.00  2/24/2021   EUR    26.00
KPNQwest NV                10.00  3/15/2012   EUR     0.53
Heta Asset Resolution AG    0.18  9/11/2017   EUR    27.00
Teksid Aluminum Luxembour  11.38  7/15/2011   EUR     0.05
Strenesse AG                9.00  3/15/2017   EUR    41.00
Mifa Mitteldeutsche Fahrr   7.50  8/12/2018   EUR     3.11
Standard Chartered PLC      1.09              USD    53.25
IM Skaugen SE              10.12  4/11/2017   NOK    34.63
Pescanova SA                6.75   3/5/2015   EUR     2.38
Nuova Banca Popolare dell   1.87  9/28/2017   EUR     0.30
Lloyds Bank PLC             2.06  2/22/2033   USD    66.25
Deutsche Bank AG/London     0.50  10/5/2021   IDR    54.12
Northland Resources AB      4.00 10/15/2020   USD     0.38
Marine Subsea AS            9.00 12/16/2019   USD     0.50
CGG SA                      5.88  5/15/2020   EUR    38.00
Accudyne Industries Borro   7.75 12/15/2020   USD    68.38
AgroGeneration              8.00   4/1/2019   EUR    70.03
Equity Release Funding No   2.69  4/26/2038   GBP
Santander Finance Capital   2.00              EUR    29.63
HSBC France SA              1.03              EUR    50.00
Solarworld AG               6.13  1/21/2017   EUR    42.63
Del Monte Finance Luxembo   6.63  5/24/2006   EUR     8.88
Global PVQ Netherlands B.   1.38  4/30/2012   EUR    28.50
Ekotechnika AG              9.75  5/10/2018   EUR     9.50
Royal Bank of Scotland PL   3.40 12/13/2028   USD    75.50
Governo Portugues Consoli   2.75              EUR    61.00
Plaza Centers NV            6.90 12/31/2019   ILS    67.04
Lehman Brothers Treasury    8.25  3/16/2035   EUR    14.13
CHC Helicopter SA           9.25 10/15/2020   USD    40.63
PagesJaunes Finance & Co    8.88   6/1/2018   EUR    50.00
Mriya Agro Holding PLC      9.45  4/19/2018   USD     9.38
Eidesvik Offshore ASA       5.56  5/22/2018   NOK    73.13
Solon SE                    1.38  12/6/2012   EUR     0.33
Svensk Exportkredit AB      0.50  2/22/2022   ZAR    55.81
PNE Wind AG                 3.75 10/10/2019   EUR     2.80
KPNQwest NV                 7.13   6/1/2009   EUR     0.53
Immigon Portfolioabbau AG   1.42  7/29/2018   EUR    25.00
Bulgaria Steel Finance BV  12.00   5/4/2013   EUR     0.59
Heta Asset Resolution AG    4.25  5/31/2016   EUR    67.75
Vneshprombank Ltd          14.00  6/22/2018   RUB     1.07
Espirito Santo Financial    5.05 11/15/2025   EUR     1.09
Gunther Zamek Produktions   7.75  5/15/2017   EUR     1.41
Lehman Brothers Treasury    2.88  3/14/2013   CHF    16.25
UniCredit Bank AO           8.10 11/20/2018   RUB    59.01
OAS Investments GmbH        8.25 10/19/2019   USD     5.03
UniCredit Bank Austria AG   0.35 12/27/2031   EUR    63.75
Depfa Funding IV LP         5.03              EUR    56.88
Nuova Banca Popolare dell   1.21  7/14/2016   EUR     0.91
Solarworld AG               6.38  7/13/2016   EUR    42.63
Kaupthing Bank ehf          7.50   2/1/2045   USD     0.00
Rem Offshore ASA            6.83  3/14/2018   NOK    37.63
Immigon Portfolioabbau AG   6.00  3/30/2017   EUR    59.00
Orient Express Bank PJSC   13.60   8/9/2018   RUB    39.00
Immigon Portfolioabbau AG   3.55  4/12/2022   EUR    74.70
NNK-Aktiv AO                8.85   6/1/2021   RUB    77.08
Ferrexpo Finance PLC       10.38   4/7/2019   USD    55.75
IVG Immobilien AG           5.63              EUR     0.00
Oi Brasil Holdings Cooper   5.63  6/22/2021   EUR    50.51
Abengoa Finance SAU         7.00  4/15/2020   EUR    12.00
CEVA Group PLC             12.75  3/31/2020   USD    90.00
Northland Resources AB     15.00  7/15/2019   USD     1.00
LBI HF                      6.10  8/25/2011   USD    12.45
Getin Noble Bank SA/old     4.77  7/10/2020   PLN    76.00
BLT Finance BV             12.00  2/10/2015   USD    10.50
LBI HF                      7.43              USD     0.00
Aldesa Financial Services   7.25   4/1/2021   EUR    68.38
Aralco Finance SA          10.13   5/7/2020   USD     1.00
Barclays Bank PLC           2.62  4/19/2033   USD    70.75
Abengoa Greenfield SA       5.50  10/1/2019   EUR    10.75
UKRLANDFARMING PLC         10.88  3/26/2018   USD    31.25
Bank Nederlandse Gemeente   0.50   8/9/2022   MXN    70.48
Heta Asset Resolution AG    7.50  5/27/2024   ATS    31.71
Lehman Brothers Treasury    5.00  9/22/2014   EUR    14.13
Mechel                      8.40  5/27/2021   RUB    62.33
Lehman Brothers Treasury    7.00  5/17/2035   EUR    14.13
Lehman Brothers Treasury    4.00  2/16/2017   EUR    16.25
WGF Westfaelische Grundbe   6.35  12/1/2016   EUR     3.60
Codere Finance Luxembourg   8.25  6/15/2015   EUR    70.00
Stroika Finance Ltd Via E   7.70  6/25/2019   RUB    12.00
Banco Pastor SA             2.28              EUR    25.50
Hypo Tirol Bank AG          0.30  7/23/2026   EUR    67.00
Lloyds Bank PLC             3.68  7/29/2033   USD    75.00
APP International Finance  11.75  10/1/2005   USD     3.60
Lehman Brothers Treasury    5.00  2/16/2015   EUR    14.13
Depfa Funding II LP         6.50              EUR    56.88
KA Finanz AG                4.90  6/23/2031   EUR    60.88
Artea                       6.00   8/4/2019   EUR    14.01
Heta Asset Resolution AG    5.27   4/7/2028   EUR    25.75
Region of Puglia Italy      0.30   2/6/2023   EUR    74.66
Northland Resources AB      4.00 10/15/2020   NOK     0.07
Windreich GmbH              6.50   3/1/2015   EUR    10.88
WindMW GmbH                 3.59  6/30/2027   EUR    71.30
Geotech Seismic Services   10.50 10/17/2018   RUB    66.54
Credit Suisse AG/London     7.25 11/10/2016   CHF    72.60
Heta Asset Resolution AG    0.45 11/29/2032   EUR    30.00
Financiere Quick SAS        7.36 10/15/2019   EUR    74.25
Ovako AB                    6.50   6/1/2019   EUR    60.25
wige MEDIA AG               6.00  3/17/2019   EUR     1.88
Sparebanken Sor             2.75  8/25/2025   NOK    75.72
Hellenic Bank PCL          11.00              EUR    46.13
Kommunekredit               0.50 10/22/2019   BRL    62.55
Transaero Airlines         16.00 10/25/2018   RUB     0.72
La Veggia Finance SPA       7.13 11/14/2004   EUR     0.00
DZ Bank AG Deutsche Zentr   3.05  9/25/2023   EUR    66.84
BANIF - Banco Internacion   4.50  1/30/2025   EUR    66.13
LBI HF                      3.00  12/7/2010   CHF     8.50
Barclays Bank PLC           2.75  3/21/2033   USD    73.75
Region of Molise Italy      0.36 12/15/2033   EUR    65.84
Far East Capital Ltd SA     8.75   5/2/2020   USD    55.91
HSBC Bank PLC               0.50  7/30/2027   NZD    61.09
Mechel                     15.00  2/25/2020   RUB    72.50
Bank Nederlandse Gemeente   0.50  8/15/2022   ZAR    55.06
Virgolino de Oliveira Fin  11.75   2/9/2022   USD     2.54
Heta Asset Resolution AG    0.08   4/9/2043   EUR    60.00
Virgolino de Oliveira Fin  10.88  1/13/2020   USD    18.25
Mercantile Investment Tru   4.25              GBP    70.00
Raiffeisenlandesbank Nied   5.00   7/1/2026   EUR    66.38
Hema Bondco II BV           8.50 12/15/2019   EUR    39.25
Solen AG                    7.50   4/8/2016   EUR     1.61
Accentro Real Estate AG     6.25  3/27/2019   EUR     3.45
Deutsche Bank AG            3.20  3/22/2016   EUR    51.20
Credit Europe Bank Ltd     14.50   6/5/2018   RUB    60.01
Alpha Bank AE               1.54   3/8/2017   EUR    70.63
CEVA Group PLC              9.00   9/1/2021   USD    70.25
Kaupthing Bank ehf          6.13  10/4/2016   USD    17.63
Mechel                      8.40   6/1/2021   RUB    62.01
Lehman Brothers Treasury    5.10   5/8/2017   HKD    14.13
Norske Skogindustrier ASA   7.13 10/15/2033   USD    31.13
Province of Milan Italy     0.21 12/22/2033   EUR    67.98
Astana Finance BV           7.88   6/8/2010   EUR    16.00
Ferrexpo Finance PLC       10.38   4/7/2019   USD    52.93
International Hotel Inves   5.75  5/13/2025   EUR    74.63
Societe Generale SA         1.60   1/9/2020   GBP     1.03
Montepio Holding SGPS SA    5.00              EUR    50.00
Vnesheconombank             2.00  6/18/2021   RUB    60.71
UBS AG                      7.85  12/1/2016   EUR    68.40
Agroton Public Ltd          6.00  7/14/2019   USD    10.00
Getin Noble Bank SA/old     4.81   4/7/2021   PLN    72.00
Notenstein Finance Guerns   1.00  9/17/2019   CHF    59.72
Nordea Bank Finland Abp     4.35  4/20/2020   SEK    59.60
LBI HF                      2.25  2/14/2011   CHF     8.50
LBI HF                      4.65              EUR     0.00
Royal Bank of Scotland PL   3.79 12/30/2030   USD    73.50
Raiffeisenlandesbank Nied   4.40  4/17/2024   EUR    72.00
Comune di Verona            0.09  12/1/2026   EUR    67.26
ADLER Real Estate AG        6.00  6/30/2017   EUR    11.25
Lehman Brothers Treasury    7.00   6/6/2017   EUR     3.09
Veneto Banca SpA/Old       10.00 10/22/2022   EUR    37.38
OGK-2 PAO                  11.50 11/24/2020   RUB   100.00
Kaupthing Bank ehf          6.13  10/4/2016   USD    17.63
Barclays Bank PLC           6.75  6/23/2017   USD    71.68
Zurcher Kantonalbank Fina   1.01 12/16/2016   CHF    74.77
Region of Abruzzo Italy     0.22  11/7/2031   EUR    69.26
Royal Bank of Scotland Gr   1.55  1/12/2046   EUR    53.25
SAir Group                  6.25  4/12/2005   CHF    11.13
Banco Espirito Santo SA    10.00  12/6/2021   EUR     1.01
Santander Finance Capital   2.00              USD    32.75
DTEK Finance PLC            7.88   4/4/2018   USD    38.50
A-TEC Industries AG         2.75  5/10/2014   EUR     2.00
Baltijskij Bereg ZAO        8.25 12/22/2017   RUB    26.07
WPE International Coopera  10.38  9/30/2020   USD    10.25
Banco Comercial Portugues   5.00              EUR    61.00
A-TEC Industries AG         8.75 10/27/2014   EUR     2.00
Heta Asset Resolution AG    4.88  9/18/2017   EUR    27.63
Cooperatieve Rabobank UA    0.50 10/29/2027   MXN    48.11
SAir Group                  0.13   7/7/2005   CHF    11.13
Plaza Centers NV            6.00   7/1/2020   ILS    70.04
Mechel                     15.00  2/25/2020   RUB    72.29
CHC Helicopter SA           9.25 10/15/2020   USD    40.63
Eksportfinans ASA           0.50   5/9/2030   CAD    22.50
Global PVQ Netherlands B.   5.75  5/26/2014   EUR    28.00
Kaupthing Bank ehf          5.25  7/18/2017   BGN    17.63
SNS Bank NV                 2.61              EUR     0.40
Lehman Brothers Treasury    7.06 12/29/2008   EUR     3.09
Immigon Portfolioabbau AG   0.41  3/14/2020   EUR    70.41
Kamaz PJSC                 12.10 11/23/2020   RUB    60.01
DZ Bank AG Deutsche Zentr   2.52  6/23/2022   EUR    68.35
UniCredit Bank Austria AG   0.20  1/25/2031   EUR    64.25
Lloyds Bank PLC             3.56   7/5/2033   USD    74.25
Lehman Brothers Treasury    8.25  12/3/2015   EUR    14.13
Johnston Press Bond Plc     8.63   6/1/2019   GBP    68.88
Hellenic Republic Governm   0.52  8/10/2019   EUR    69.61
Ukreximbank Via Biz Finan   7.87   2/9/2023   USD    70.00
Heta Asset Resolution AG    3.42  11/7/2016   EUR    73.75
Lehman Brothers Treasury    7.60  3/26/2009   EUR     3.09
Hellenic Republic Governm   2.27   2/7/2022   EUR    61.69
WGF Westfaelische Grundbe   6.35   8/1/2017   EUR     4.02
Sairgroup Finance BV        6.63  10/6/2010   EUR    19.88
Hamburgische Landesbank G   0.24  1/22/2041   EUR    58.20
Hamburgische Landesbank G   0.22 10/30/2040   EUR    59.61
Banco Espirito Santo SA     1.45  5/27/2018   EUR     1.01
State of Carinthia          0.75  7/20/2017   CHF     0.20
DekaBank Deutsche Girozen   3.17  9/23/2022   EUR    77.38
Heta Asset Resolution AG    0.08  8/12/2017   EUR    75.01
Mechel                      8.40  5/27/2021   RUB    62.07
Svensk Exportkredit AB      0.50  1/31/2022   ZAR    56.75
Cooperatieve Rabobank UA    0.50 11/30/2027   MXN    47.26
A-TEC Industries AG         5.75  11/2/2010   EUR     2.00
Sidetur Finance BV         10.00  4/20/2016   USD     6.63
Cooperatieve Rabobank UA    0.50 12/29/2027   MXN    48.00
DEIKON GmbH                 1.00 11/16/2016   EUR    35.80
RusHydro PJSC              12.75  4/15/2025   RUB   100.00
BNP Paribas SA              0.50  7/20/2021   BRL    50.59
Lehman Brothers Treasury    6.72 12/29/2008   EUR     3.09
Russian Railways JSC       17.90  9/20/2039   RUB    60.01
HSBC Trinkaus & Burkhardt   5.10   6/2/2016   EUR    55.61
Locko-Bank ZAO             13.75   4/2/2020   RUB    99.00
Credit Suisse AG/Nassau     9.50  10/3/2016   CHF    73.89
JP Morgan Structured Prod  12.00 11/24/2021   ZMW
UniCredit Bank AG           0.61 11/19/2029   EUR    64.13
Hema Bondco I BV            5.12  6/15/2019   EUR    64.90
Bank Julius Baer & Co Ltd   5.20  9/25/2017   EUR    58.70
Raiffeisen Centrobank AG    6.05   3/1/2017   EUR    73.96
Kaupthing Bank ehf          7.13  5/19/2016   USD     0.00
UniCredit Family Financin   0.15 12/15/2026   EUR    76.56
Atari SA                    7.50  2/17/2020   EUR     0.18
COFIDUR SA                  0.10 12/31/2024   EUR    15.01
JP Morgan Structured Prod  13.00 11/25/2024   ZMW
International Finance Fac   0.50  6/24/2024   ZAR    43.73
Lehman Brothers Treasury    7.55 12/29/2008   USD     3.09
Lehman Brothers Treasury    6.00  3/14/2011   EUR    14.13
Landesbank Hessen-Thuerin   0.36  4/23/2041   EUR    65.77
Nuova Banca Popolare dell   5.00 10/30/2023   EUR     0.32
Norske Skog Holding AS      8.00  2/24/2023   USD    25.25
SG Option Europe SA         7.00  9/22/2017   EUR    58.30
LBBW                        3.75  6/24/2016   EUR    49.25
Lehman Brothers Treasury    6.85 12/22/2008   EUR     3.09
Petrobras Global Finance    3.00  1/15/2019   USD    76.15
LBI HF                      6.10  8/25/2011   USD    12.13
J&T Banka AS                9.00              EUR    62.63
UniCredit Bank Austria AG   0.46 12/27/2026   EUR    71.50
Nordea Bank Finland Abp     2.91 10/20/2019   SEK    58.21
Getin Noble Bank SA/old     5.35  9/26/2019   PLN    78.01
Santander Finance Capital   2.00              USD    30.50
Mo-BRUK SA                  6.73  8/31/2016   PLN    86.00
Credit Suisse AG/Nassau     7.13  6/26/2017   CHF    62.39
ADLER Real Estate AG        6.00 12/27/2018   EUR    11.25
Heta Asset Resolution AG    4.63   3/4/2018   EUR    68.38
Nuova Banca Popolare dell   3.50  6/28/2018   EUR     0.32
CB First Investment Bank   12.75              EUR    70.50
Czerwona Torebka SA         6.81  4/15/2016   PLN    70.50
Privatbank CJSC Via UK SP  10.88  2/28/2018   USD    62.88
Lehman Brothers Treasury    1.00   5/9/2012   EUR     3.09
KA Finanz AG                4.44 12/20/2030   EUR    58.50
RSL Communications PLC     10.13   3/1/2008   USD     0.00
Credit Suisse AG/London     0.50   1/8/2026   BRL    26.16
Kerdos Group SA             8.00 12/15/2017   PLN    20.05
ING Bank NV                 8.05 12/30/2020   EUR    72.68
Raiffeisen Versicherung A   5.08              EUR    21.25
Sachsen Bank                0.26  1/22/2041   EUR    73.43
Banca delle Marche SpA      6.00   5/8/2018   EUR     0.94
Nuova Banca Popolare dell   4.25 10/30/2016   EUR     0.32
OT-Optima Telekom DD        5.25  5/30/2022   HRK    50.00
Jasper Explorer PLC        13.50  5/27/2016   USD     3.38
SNS Bank NV                 6.63  5/14/2018   EUR     2.93
Lehman Brothers Treasury    6.30 12/21/2018   USD     1.73
Svensk Exportkredit AB      0.50  8/28/2020   TRY    60.46
Lehman Brothers Treasury    5.00  5/12/2011   CHF     3.09
Lehman Brothers Treasury    8.28  3/26/2009   USD     3.09
UniCredit Family Financin   0.15 12/15/2026   EUR    76.55
Petromena ASA              10.85 11/19/2014   USD     0.54
Lehman Brothers Treasury    4.50   5/2/2017   EUR     3.09
Banca Popolare di Vicenza   4.97  4/20/2027   EUR    50.13
Deutsche Bank AG/London     9.33  7/30/2024   BRL    68.20
Banque Cantonale Vaudoise   6.00  5/26/2016   CHF    46.48
JP Morgan Structured Prod  14.00 11/23/2029   ZMW
Mechel                      8.00   2/9/2021   RUB    60.05
Dresdner Bank AG            0.58 11/19/2029   EUR    53.00
International Finance Fac   0.50  6/29/2020   ZAR    66.51
Ecureuil Vie Developpemen   0.82              EUR    11.75
DEMIRE Real Estate AG       6.00 12/30/2018   EUR     3.30
Raiffeisenlandesbank Nied   4.00  6/28/2023   EUR    73.50
CaixaBank SA                1.71              EUR    83.38
Lehman Brothers Treasury    4.00 10/24/2012   EUR     3.09
Lehman Brothers Treasury    5.25  5/26/2026   EUR     3.09
Lehman Brothers Treasury    3.03  1/31/2015   EUR     3.09
East Syberian Mortgage Ag   8.75  8/11/2046   RUB    92.05
Leonteq Securities AG/Gue  10.00   7/7/2016   USD    70.70
Lehman Brothers Treasury   11.00 12/20/2017   AUD     3.09
UniCredit Bank AG           6.25  5/16/2016   EUR    47.34
hkw personalkonzepte GmbH   8.25 11/15/2016   EUR     3.70
Lehman Brothers Treasury    6.60   2/9/2009   EUR     3.09
Metalloinvest Holding Co    0.01  3/10/2022   RUB    45.00
Matalan Finance PLC         8.88   6/1/2020   GBP    71.50
Lehman Brothers Treasury    6.00 10/30/2012   EUR     3.09
Lehman Brothers Treasury    4.00  12/2/2012   EUR     3.09
Biomed-Lublin Wytwornia S   7.24  8/14/2018   PLN    14.02
Vontobel Financial Produc   5.50  9/23/2016   EUR    58.00
Podkarpacki Bank Spoldzie   5.77   7/2/2020   PLN    57.00
MORTGAGE AGENT AHML 13-1    8.50   9/9/2045   RUB    58.00
DekaBank Deutsche Girozen   5.65  6/17/2016   EUR    75.28
Getin Noble Bank SA/old     4.90  2/28/2020   PLN    76.01
Nuova Banca delle Marche    7.75  6/30/2018   EUR     1.09
Finans-Avia OOO             0.01  7/31/2027   RUB    12.50
Norddeutsche Landesbank G  10.50   9/2/2016   EUR    65.63
Notenstein Finance Guerns   7.20  6/29/2016   USD    71.99
Veneto Banca SpA/Old        1.82  5/15/2019   EUR    64.38
Vontobel Financial Produc  17.05  9/23/2016   EUR    73.85
Lehman Brothers Treasury    4.70  3/23/2016   EUR     3.09
Bank Nederlandse Gemeente   0.50  7/12/2022   ZAR    54.29
Immigon Portfolioabbau AG   0.87   7/3/2019   EUR    70.38
MT-Energie GmbH & Co KG     8.25   4/4/2017   EUR     9.25
Getin Noble Bank SA/old     4.75  2/15/2021   PLN    75.10
Podkarpacki Bank Spoldzie   5.01  10/6/2021   PLN    54.20
SAG Solarstrom AG           7.50  7/10/2017   EUR    45.00
SU-155 KAPITAL OOO         13.25  2/23/2016   RUB     1.05
Lehman Brothers Treasury    4.00  7/27/2011   EUR     3.09
International Finance Fac   0.50  6/29/2027   ZAR    30.17
Notenstein La Roche Priva   5.04   3/2/2016   EUR    62.88
AKB Derzhava OJSC           9.75  7/10/2023   RUB    60.00
Lehman Brothers Treasury    7.00 11/26/2013   EUR    14.13
Lehman Brothers Treasury    4.00  7/20/2012   EUR     3.09
HSBC Bank PLC               0.50  5/31/2019   IDR    72.47
Kommunekredit               0.50  2/20/2020   BRL    60.00
Zurcher Kantonalbank Fina  10.00  6/30/2016   EUR    62.88
SG Option Europe SA         7.00   5/5/2017   EUR    43.44
Vontobel Financial Produc   4.45   9/5/2016   EUR    60.06
HSBC Trinkaus & Burkhardt   5.00   5/5/2016   EUR    72.58
Alpha Bank AE               2.50  6/20/2022   EUR    53.60
Getin Noble Bank SA/old     4.80  8/28/2020   PLN    75.00
Salvator Grundbesitz-AG     9.50              EUR    38.00
Finans-Avia OOO             8.25  7/31/2022   RUB    50.23
Mortgage Agent KHMB-1       9.20  8/25/2045   RUB    55.60
Lehman Brothers Treasury    1.46  2/19/2012   JPY    14.13
Mobile TeleSystems PJSC     5.00  6/29/2021   RUB    67.38
UniCredit Bank AG           5.20  6/20/2016   EUR    52.27
Lehman Brothers Treasury    8.00  2/16/2016   EUR     3.09
Orient Express Bank PJSC   18.00  5/28/2020   RUB    41.75
Lehman Brothers Treasury    5.00   5/2/2022   EUR     3.09
Rosseti PJSC               11.85  5/26/2025   RUB    61.09
Lehman Brothers Treasury    8.00  4/20/2009   EUR     3.09
SAir Group                  2.13  11/4/2004   CHF    11.13
DekaBank Deutsche Girozen   4.85  8/31/2016   EUR    76.00
LBBW                        5.00  3/24/2016   EUR    41.08
DekaBank Deutsche Girozen   3.25  8/11/2016   EUR    62.18
Pongs & Zahn AG             8.50              EUR     0.20
Russian Railways JSC       16.70 10/11/2038   RUB    60.03
Heta Asset Resolution AG    5.73 12/10/2021   EUR    28.63
Nuova Banca delle Marche    8.00  6/30/2018   EUR     1.09
Metalloinvest Holding Co    0.01   3/7/2022   RUB    69.17
LBBW                        5.29  9/23/2016   EUR    66.34
HC Finance OOO              8.25 11/26/2021   RUB    97.00
LBBW                        2.00  3/29/2016   EUR    68.89
NIBC Bank NV               25.98   5/7/2029   EUR    70.38
Bank Nederlandse Gemeente   0.50   6/7/2022   ZAR    55.46
Barclays Bank PLC           0.50  4/24/2023   MXN    63.77
CaixaBank SA                0.62   2/2/2037   USD    73.86
Municipality Finance PLC    0.50   5/8/2029   AUD    61.08
KFW                         0.25  10/6/2036   CAD    38.95
SG Issuer SA                6.65 10/10/2021   EUR    54.39
Penell GmbH Elektrogrosha   7.75  6/10/2019   EUR     2.54
RSL Communications PLC      9.13   3/1/2008   USD     0.00
Heta Asset Resolution AG    0.06  2/10/2018   EUR    75.01
Konservenfabrik Zachow Gm   8.00   4/1/2016   EUR     0.00
Lehman Brothers Treasury    4.00  4/13/2011   CHF     3.09
UBS AG                      4.65   7/1/2016   EUR    76.17
DekaBank Deutsche Girozen   3.80  9/25/2024   EUR    71.92
SAir Group                  4.25   2/2/2007   CHF    11.25
Kaupthing Bank ehf          7.00  7/24/2009   ISK    17.63
Commerzbank AG             10.00  5/26/2016   EUR    48.75
Leonteq Securities AG       9.60   3/9/2016   USD    56.87
Bank Julius Baer & Co Ltd   6.60  4/25/2016   CHF    71.10
Raiffeisen-Holding Nieder   2.31              EUR    68.37
Nuova Banca delle Marche    7.20  6/30/2018   EUR     1.09
Lehman Brothers Treasury    4.00  2/28/2010   EUR     3.09
Lehman Brothers Treasury    1.60  6/21/2010   JPY     3.09
Lehman Brothers Treasury    4.68 12/12/2045   EUR     3.09
Heta Asset Resolution AG    0.11   7/1/2017   EUR    75.04
Enemona AD-Kozloduy        10.00  4/28/2017   BGN     0.10
Heta Asset Resolution AG    5.03  1/26/2017   EUR    28.13
Elli Investments Ltd       12.25  6/15/2020   GBP    35.00
Lehman Brothers Treasury    0.50   7/2/2020   EUR     3.09
Province of Treviso Italy   0.19 12/31/2034   EUR    61.29
Province of Brescia Italy   0.25 12/22/2036   EUR    60.21
Province of Brescia Italy   0.35  6/30/2036   EUR    60.53
URALSIB Leasing Co OOO     10.50  4/17/2018   RUB
SAir Group                  5.13   3/1/2003   CHF    11.00
BKN biostrom AG             7.50   6/5/2016   EUR     2.50
Exane Finance               2.70  9/26/2016   USD    34.05
UniCredit Bank AG           5.00 10/18/2024   EUR    77.25
DekaBank Deutsche Girozen   2.67  11/7/2016   EUR    63.73
Salvator Grundbesitz-AG     9.50 12/31/2021   EUR    11.00
Mechel                      8.00   2/9/2021   RUB    60.05
Nota-Bank OJSC             13.50 10/13/2016   RUB    31.50
Lehman Brothers Treasury    7.00  9/20/2011   USD     3.09
Lehman Brothers Treasury    5.10  6/22/2046   EUR     3.09
Banca delle Marche SpA      6.00  6/12/2018   EUR     0.76
Goldman Sachs & Co Wertpa  14.00  3/22/2017   EUR    59.70
Lloyds Bank PLC             2.62  4/26/2033   USD    67.75
Lehman Brothers Treasury    6.65  8/24/2011   AUD    14.13
KPNQwest NV                 8.13   6/1/2009   USD     0.53
Codere Finance Luxembourg   8.25  6/15/2015   EUR    70.75
HSBC Bank PLC               0.50 12/29/2026   AUD    64.98
UBS AG/London              10.00 10/27/2016   EUR    64.48
Svensk Exportkredit AB      0.50  4/25/2019   BRL    65.55
Vegarshei Sparebank         5.16              NOK    66.21
Svensk Exportkredit AB      0.50  3/28/2029   AUD    70.31
UniCredit Bank AG           5.00  1/20/2020   USD    74.22
Vontobel Financial Produc  10.00  5/17/2016   USD    67.00
Emova Group                 4.30   5/2/2022   EUR     7.05
Lehman Brothers Treasury    5.00  8/16/2017   EUR    14.13
Ideal Standard Internatio  11.75   5/1/2018   EUR    13.75
Lehman Brothers Treasury    7.15  3/21/2013   USD     3.09
Municipality Finance PLC    0.50 11/25/2020   ZAR    66.73
Pierer Industrie AG         5.75              EUR    70.13
Transcapitalbank JSC       13.00  5/30/2023   RUB    61.01
BLT Finance BV              7.50  5/15/2014   USD     4.20
DekaBank Deutsche Girozen   3.77   7/8/2016   EUR    68.48
Atari SA                    0.10   4/1/2020   EUR     2.50
DekaBank Deutsche Girozen   3.15  4/14/2021   EUR    74.42
Credit Suisse AG/London     8.00 11/29/2019   USD     5.34
Bank Julius Baer & Co Ltd  11.73  6/10/2016   CHF    55.55
DekaBank Deutsche Girozen  11.45  2/25/2016   EUR    72.58
DekaBank Deutsche Girozen   2.10  3/25/2020   EUR    73.86
LBI HF                      7.43              USD     0.00
Lehman Brothers Treasury   11.00 12/19/2011   USD     3.09
Atomenergoprom JSC         11.10 12/12/2025   RUB    60.01
Lehman Brothers Treasury    5.00   8/1/2025   EUR     3.09
Phosphorus Holdco PLC      10.00   4/1/2019   GBP     1.53
Takko Luxembourg 2 SCA      6.86  4/15/2019   EUR    47.39
Leonteq Securities AG      10.60 12/29/2016   EUR    64.26
UBS AG/London               6.50  3/11/2016   GBP    58.22
Vontobel Financial Produc   5.35   3/3/2017   EUR    57.15
Barclays Bank PLC           8.65  7/25/2016   USD    64.84
Republika Srpska            1.50  9/26/2027   BAM    69.00
Getin Noble Bank SA/old     5.22 12/23/2019   PLN    77.00
SU-155 KAPITAL OOO         13.25  2/23/2016   RUB     1.53
Bank Nederlandse Gemeente   0.50  9/20/2022   ZAR    53.89
Lehman Brothers Treasury    5.00   9/1/2011   EUR     3.09
Takko Luxembourg 2 SCA      9.88  4/15/2019   EUR    54.42
UBS AG/London               7.00  6/24/2016   CHF    48.78
Nordea Bank Finland Abp     1.61 10/20/2019   SEK    70.25
UniCredit Bank AG           4.60  6/30/2017   EUR    54.81
Solarwatt GmbH              7.00  11/1/2015   EUR    14.50
Nordea Bank Finland Abp     4.81  1/20/2020   SEK    73.75
Heta Asset Resolution AG    1.58  6/30/2019   CHF    68.50
Mriya Agro Holding PLC     10.95  3/30/2016   USD     9.50
Lehman Brothers Treasury    2.40  6/20/2011   JPY     3.09
Kommunalbanken AS           0.50  5/27/2022   ZAR    56.19
Credit Suisse AG/Nassau     5.50  7/29/2016   EUR    74.46
ffk environment GmbH        7.25   6/1/2016   EUR     3.20
RZD Rasvytie vokzalov      12.50 10/21/2016   RUB    10.00
Raiffeisen Centrobank AG    5.00  4/18/2016   EUR    67.44
Societe Centrale des Bois   9.00   7/1/2016   EUR     6.85
Russian Railways JSC       10.80  9/19/2033   RUB    60.03
Main Road OJSC             15.30 10/30/2028   RUB    97.00
Lehman Brothers Treasury    8.00  3/19/2012   USD     3.09
KPNQwest NV                 8.88   2/1/2008   EUR     0.53
Lehman Brothers Treasury    4.60   7/6/2016   EUR     3.32
Russian Railways JSC       12.40 10/15/2040   RUB     4.96
Municipality Finance PLC    0.50  5/31/2022   ZAR    54.21
HSBC Bank PLC               0.50  2/24/2027   NZD    62.34
Societe Generale SA         0.50  5/30/2023   MXN    65.30
DekaBank Deutsche Girozen   2.00  8/19/2016   EUR    71.17
Bank J Safra Sarasin AG/G   1.00  10/9/2017   CHF    55.85
Muehl Product & Service A   6.75  3/10/2005   DEM     2.00
Immigon Portfolioabbau AG   4.90  8/18/2025   EUR    61.30
Kardan NV                   6.78   2/2/2020   ILS    70.00
Alpha Bank AE               2.50  6/20/2022   EUR    53.59
Akademiska Hus AB           2.08  4/17/2045   SEK    73.36
Nuova Banca Popolare dell   2.30  5/21/2018   EUR     0.30
Bamble Sparebank            2.30              NOK    53.16
Banca di Cividale SpA       0.03  10/2/2036   EUR    52.43
Lenta Center OOO           11.00 10/14/2020   RUB    64.38
Leonteq Securities AG       3.80  7/22/2016   CHF    76.27
Barclays Bank PLC          10.50 10/14/2016   USD     8.76
Dolomite Capital Ltd       12.50 12/20/2019   ZAR    59.97
Deutsche Bank AG            5.50  3/22/2016   EUR    69.22
Leonteq Securities AG      18.00  9/26/2016   CHF    57.23
EFG International Finance   8.99   9/4/2017   EUR    22.44
DekaBank Deutsche Girozen  10.40  3/15/2016   EUR    69.41
Credit Suisse AG/London     4.00  7/20/2016   EUR    72.48
Sparebanken Sor             2.67   6/3/2025   NOK    75.90
Astana Finance BV           9.00 11/16/2011   USD    16.00
Kerdos Group SA             8.00  3/31/2016   PLN    30.00
Bank UralSib PJSC          14.00  3/10/2017   RUB    90.05
Anglian Water Services Fi   1.08  1/26/2057   GBP    60.08
LBBW                        3.43  8/26/2016   EUR    61.70
SAir Group                  5.50  7/23/2003   CHF    11.13
RSL Communications PLC     12.00  11/1/2008   USD     0.00
Dresdner Bank AG            1.79  7/15/2023   EUR    72.92
Credit Suisse AG/London    10.25  5/31/2016   USD    20.17
Commerzbank AG              4.40  4/29/2019   EUR    60.25
Banque Cantonale Vaudoise   6.40  4/29/2016   CHF    69.09
Municipality Finance PLC    0.50   8/8/2029   NZD    59.30
MirLand Development Corp    6.00 11/30/2017   ILS    26.36
Russian Highways           12.40  4/22/2042   RUB     6.59
Kaupthing Bank ehf          5.00   1/4/2027   SKK    17.63
Lehman Brothers Treasury    8.25   2/3/2016   EUR     3.09
KPNQwest NV                 7.13   6/1/2009   EUR     0.53
BAWAG PSK Versicherungs A   1.33              EUR    56.10
UniCredit Bank Austria AG   0.24  1/24/2031   EUR    64.63
Credit Suisse AG/London     1.64   6/1/2042   USD    45.24
Deutsche Bank AG            6.00  4/15/2016   EUR    56.15
SAir Group                  6.25 10/27/2002   CHF    11.13
Araratbank OJSC             8.50  6/13/2016   USD    25.51
Credit Suisse AG/Nassau     7.25   3/8/2017   CHF    56.17
UniCredit Bank AG           5.00  2/26/2016   EUR    54.65
Deutsche Bank AG            7.20  3/22/2016   EUR    54.50
City of Hunedoara Romania   1.43  8/15/2026   RON    64.00
MirLand Development Corp    8.50  8/31/2016   ILS    23.60
Lehman Brothers Treasury    3.86  9/21/2011   SGD    16.25
Lehman Brothers Treasury    4.20  12/3/2008   HKD    16.25
Lehman Brothers Treasury    5.00  3/18/2015   EUR    14.13
Lehman Brothers Treasury    1.00  2/26/2010   USD     3.09
Lehman Brothers Treasury    4.50   3/7/2015   EUR     3.09
Municipality Finance PLC    0.50  6/19/2024   ZAR    46.04
HSBC Bank PLC               0.50   6/9/2023   MXN    65.21
Melhus Sparebank            2.70  9/16/2024   NOK    69.47
SG Issuer SA                4.57  7/10/2020   EUR    68.76
DekaBank Deutsche Girozen  10.30   9/2/2016   EUR    63.64
Leonteq Securities AG/Gue   7.18  9/14/2016   CHF    68.96
Bank Julius Baer & Co Ltd  11.05 10/21/2016   USD    65.90
Credit Suisse AG/London     7.80  7/31/2020   USD
Barclays Bank PLC           8.75  3/30/2016   USD    74.25
Nordea Bank Finland Abp     1.96 10/20/2019   SEK    69.62
City of Siret Romania       2.77   3/1/2028   RON    60.00
Russian Post FGUP           2.75  12/6/2023   RUB    60.03
Deutsche Bank AG            5.20  7/26/2017   EUR    60.90
Bank Julius Baer & Co Ltd   4.75  12/4/2017   CHF    75.80
Araratbank OJSC             7.25  6/27/2018   USD    25.14
Lehman Brothers Treasury    7.59 11/22/2009   MXN    14.13
Oberbank Hybrid 1 GmbH      1.05              EUR    79.50
Lehman Brothers Treasury    0.50   8/1/2020   EUR     4.02
Lehman Brothers Treasury    6.50  5/16/2015   EUR     3.09
Western High-Speed Diamet   9.15   2/6/2032   RUB    93.00
Province of Rovigo Italy    0.20 12/28/2035   EUR    60.39
Credit Suisse AG/Nassau     7.00  3/22/2017   CHF    54.78
RSL Communications PLC     10.50 11/15/2008   USD     0.00
Notenstein La Roche Priva   9.00   8/8/2016   USD    69.93
LBBW                        4.00  4/22/2016   EUR    53.43
Open Mortgage Agent 1       9.10  2/25/2045   RUB    70.01
Getin Noble Bank SA/old     4.90  3/30/2020   PLN    73.00
Getin Noble Bank SA/old     4.91  4/27/2020   PLN    73.00
SAir Group                  2.75  7/30/2004   CHF    11.13
CARPEVIGO AG                2.50  6/30/2016   EUR    25.00
BNP Paribas SA              0.50  11/6/2018   TRY
Municipiul Timisoara        0.69  5/12/2026   RON    60.00
Lehman Brothers Treasury    4.00  8/11/2010   USD    14.13
Heta Asset Resolution AG    0.05  8/21/2017   EUR    69.50
Hellas Telecommunications   8.50 10/15/2013   EUR     0.01
BNP Paribas Emissions- un   2.50  6/30/2022   EUR    67.65
Lehman Brothers Treasury    5.00  2/28/2032   EUR     3.09
Lehman Brothers Treasury    8.05 12/20/2010   HKD     3.09
Metalloinvest Holding Co    0.01   3/7/2022   RUB    61.77
Russian Railways JSC       12.40  5/30/2040   RUB    60.03
HSBC Bank PLC               0.50  1/29/2027   NZD    62.00
Lehman Brothers Treasury    5.50  4/23/2014   EUR     3.09
Leonteq Securities AG       3.00   8/7/2018   CHF    73.79
Landesbank Hessen-Thuerin   3.83  8/18/2016   EUR    69.35
DekaBank Deutsche Girozen   3.90  5/18/2016   EUR    57.61
Union Technologies Inform   0.10   1/1/2020   EUR     5.30
DekaBank Deutsche Girozen   3.40  6/10/2016   EUR    70.54
Raiffeisen Centrobank AG    5.50 10/14/2016   EUR    66.19
Societe Generale SA         1.35  3/31/2034   USD
IT Holding Finance SA       9.88 11/15/2012   EUR     0.28
Immigon Portfolioabbau AG   5.26   2/5/2025   EUR    59.63
International Financial C  15.50  4/26/2016   RUB    90.01
Immigon Portfolioabbau AG   4.21  1/25/2033   EUR    37.50
Vontobel Financial Produc   6.45  9/16/2016   EUR    74.46
Vontobel Financial Produc   6.70  4/22/2016   EUR    63.16
UBS AG/London               8.00  7/31/2017   CHF    58.41
Immigon Portfolioabbau AG   5.45   8/2/2019   EUR    72.70
VEB-Leasing OAO            13.09  6/23/2020   RUB    61.57
Rinol AG                    5.50 10/15/2006   DEM     0.00
Immigon Portfolioabbau AG   4.81  7/29/2025   EUR    61.00
Kaupthing Bank ehf          9.75  9/10/2015   USD    17.63
Credit Suisse AG/Nassau     8.00  2/22/2016   CHF    74.42
Nordea Bank Finland Abp     1.86  4/20/2019   SEK    73.39
Bayerische Landesbank       5.00 10/17/2016   EUR    56.60
Raiffeisen Centrobank AG    2.80 11/14/2016   EUR    36.44
Leonteq Securities AG/Gue  29.61 10/26/2017   EUR     5.55
Bank Julius Baer & Co Ltd   9.75  3/18/2016   CHF    73.65
Commerzbank AG              6.90  3/18/2016   EUR    25.03
Leonteq Securities AG       6.00   5/5/2017   CHF    76.89
Lloyds Bank PLC             0.50  7/26/2028   MXN    46.17
Wlodarzewska SA             9.19  5/15/2016   PLN    31.00
HSBC Trinkaus & Burkhardt  12.50  9/23/2016   EUR    68.50
Kaupthing Bank ehf          3.75  2/15/2024   ISK    17.63
Lehman Brothers Treasury    8.50   7/5/2016   EUR    14.13
Espirito Santo Financial    5.05 11/15/2025   EUR     0.86
Lehman Brothers Treasury    6.00  2/14/2012   EUR     3.09
Immigon Portfolioabbau AG   1.16   2/8/2019   EUR    74.00
Lehman Brothers Treasury   13.00 12/14/2012   USD     3.09
Barclays Bank PLC           0.50  3/13/2023   RUB    49.00
Barclays Bank PLC           0.50  3/26/2021   MXN    73.63
Lehman Brothers Treasury    1.75   2/7/2010   EUR     3.32
Deutsche Bank AG            7.50  3/22/2016   EUR    74.93
Vontobel Financial Produc   9.50  7/22/2016   EUR    73.76
Erste Group Bank AG         2.90 10/20/2022   EUR    64.50
Norddeutsche Landesbank G   5.19 11/25/2016   EUR    75.45
DekaBank Deutsche Girozen   3.00   5/6/2016   EUR    52.37
Credit Suisse AG/Nassau     7.25  8/11/2016   CHF    47.07
BNP Paribas Emissions- un   2.35  6/30/2021   EUR    74.64
Nordea Bank Finland Abp     4.35  4/20/2020   SEK    71.26
LZMO SA                     8.75 11/22/2016   PLN    69.00
SG Issuer SA                3.00  7/10/2020   EUR    76.67
Exane Finance               6.25 12/20/2019   SEK    67.88
EDOB Abwicklungs AG         7.50   4/1/2012   EUR     0.50
Raiffeisen Centrobank AG    6.75  6/27/2016   EUR    74.00
Commerzbank AG              6.10  10/7/2024   EUR    74.62
Credit Suisse AG/London     6.25  3/29/2016   CHF    59.24
Erste Group Bank AG         6.50  4/17/2016   EUR    63.30
Zurcher Kantonalbank Fina  10.90   6/3/2016   CHF    57.05
UniCredit Bank AG           5.00  6/25/2019   EUR    62.49
Leonteq Securities AG      10.94   4/7/2016   USD    68.17
DekaBank Deutsche Girozen   0.12  6/23/2034   EUR    71.73
RFA-Invest OAO             12.00  2/24/2016   RUB    60.00
Lehman Brothers Treasury    3.00  6/23/2009   EUR    14.13
Heta Asset Resolution AG    3.90  1/24/2017   EUR    74.00
Maritime Joint Stock Bank  12.00   3/9/2016   RUB    91.00
Western High-Speed Diamet   9.15   2/6/2032   RUB    93.61
Svensk Exportkredit AB      0.50  8/25/2021   ZAR    60.51
Cerruti Finance SA          6.50  7/26/2004   EUR     1.62
Kommunekredit               0.50 12/14/2020   ZAR    64.76
Svensk Exportkredit AB      0.50  6/28/2022   ZAR    53.94
Lehman Brothers Treasury    5.55  3/12/2015   EUR     3.09
Efesk Group                13.25  6/14/2016   RUB    10.00
Immigon Portfolioabbau AG   4.26  3/22/2024   EUR    57.88
ZapSib-Transservice OOO    15.00  4/17/2018   RUB     1.06
Credit Suisse AG/London    10.00   7/7/2016   USD    60.00
Bayerische Landesbank       3.70  11/4/2016   EUR    54.60
Heta Asset Resolution AG    0.20  8/28/2017   EUR    75.00
Leonteq Securities AG       9.00 10/31/2016   EUR    62.16
RSL Communications PLC      9.88 11/15/2009   USD     0.00
Norddeutsche Landesbank G   3.75   9/2/2016   EUR    61.03
BNP Paribas Arbitrage Iss   4.00   2/6/2020   NOK    73.25
Bayerische Landesbank       2.20  5/20/2016   EUR    54.38
Credit Suisse AG            0.50 12/16/2025   BRL    27.53
Credit Suisse AG/London     3.00 11/15/2025   ZAR    57.01
Eiendomskreditt             4.53              NOK    65.13
Bulgaria Steel Finance BV  12.00   5/4/2013   EUR     0.59
ING Bank NV                 3.00   4/8/2019   CHF    72.32
Lehman Brothers Treasury    6.00  3/18/2015   USD    14.13
Lehman Brothers Treasury    7.38  9/20/2008   EUR     3.09
Lehman Brothers Treasury    0.50 12/20/2017   AUD     3.09
Lehman Brothers Treasury    4.80 11/16/2012   HKD     3.09
Kommunekredit               0.50  7/30/2027   TRY    27.29
Kommunekredit               0.50  9/19/2019   BRL    64.58
Interregional Distributio  11.58 11/11/2025   RUB   100.00
Eksportfinans ASA           0.25  7/14/2033   CAD    15.00
Svensk Exportkredit AB      0.50  4/24/2029   AUD    61.54
LBBW                        2.51  8/26/2016   EUR    67.33
Bank Julius Baer & Co Ltd  10.20  7/27/2016   EUR    68.95
Bank Julius Baer & Co Ltd  15.70  3/31/2016   CHF    58.35
Commerzbank AG              5.00  3/24/2016   EUR    60.05
Zurcher Kantonalbank Fina   4.00  8/24/2018   CHF    75.57
DekaBank Deutsche Girozen   3.33 10/12/2020   EUR    75.91
UBS AG/London              23.75  6/24/2016   EUR    41.19
Credit Suisse AG/London     7.00  2/22/2016   EUR    70.41
ING Bank NV                 5.05  10/7/2024   EUR    50.63
Vontobel Financial Produc   3.05 12/27/2016   EUR    79.21
BNP Paribas Emissions- un  10.00 12/22/2016   EUR    56.23
Leonteq Securities AG       6.40  2/13/2019   CHF    76.04
UniCredit Bank AG           5.00  3/24/2016   EUR    67.06
UBS AG/London               5.00  4/22/2017   CHF    74.27
Municipality Finance PLC    0.50 12/15/2020   BRL    55.80
Deutsche Bank AG            7.20  7/26/2017   EUR    63.80
Transgazservice LLP        10.50  11/8/2019   RUB     1.10
Wlodarzewska SA             9.19  5/15/2016   PLN    13.00
Lehman Brothers Treasury    5.00  2/27/2014   EUR    14.13
Lehman Brothers Treasury   16.00  10/8/2008   CHF     3.09
Skue Sparebank              2.28              NOK    71.49
Lehman Brothers Treasury    7.60  1/31/2013   AUD     3.09
Credit Agricole Corporate   0.50   3/6/2023   RUB    49.15
Lehman Brothers Treasury   10.00   1/3/2012   BRL     3.09
Lehman Brothers Treasury    3.00   8/8/2017   EUR     3.09
Immigon Portfolioabbau AG   0.73  2/11/2019   EUR    72.75
Kommunalbanken AS           0.50  9/20/2018   BRL    73.02
Raiffeisen-Landesbank Tir   5.00   9/2/2024   EUR    71.11
HSBC Trinkaus & Burkhardt   5.00   7/1/2016   EUR    47.07
Erste Group Bank AG         2.70 10/20/2025   EUR    74.57
Vontobel Financial Produc  11.90  10/7/2016   EUR    69.40
Vontobel Financial Produc  12.15  10/7/2016   EUR    68.65
Gold-Zack AG                7.00 12/14/2005   EUR    12.50
Bank Spoldzielczy w Liman   5.00  5/13/2021   PLN    71.00
DekaBank Deutsche Girozen   3.20  5/20/2016   EUR    80.63
Banque Cantonale Vaudoise   1.00   7/7/2016   CHF    15.37
DekaBank Deutsche Girozen   3.40  6/24/2016   EUR    36.83
Credit Suisse AG/London     7.75   3/7/2016   CHF    55.56
Bank Julius Baer & Co Ltd   7.76  3/24/2016   CHF    47.55
Credit Suisse AG/London     7.00  3/28/2016   USD    73.43
Leonteq Securities AG       5.60  5/29/2018   CHF    75.04
UBS AG/London              10.50  5/23/2016   CHF    69.50
Credit Suisse AG/London     7.50   6/2/2016   EUR    72.95
Deutsche Bank AG            4.20 12/20/2016   EUR    51.10
Municipiul Timisoara        0.69  5/15/2026   RON    65.12
Credit Suisse AG/Nassau     8.50  4/18/2016   USD    72.56
Araratbank OJSC             8.00  6/10/2018   USD    25.65
Kerdos Group SA             8.00  4/30/2016   PLN    38.00
Windreich GmbH              6.25   3/1/2015   EUR    10.88
City of Alba Iulia Romani   2.50  4/15/2025   RON    56.00
Getin Noble Bank SA/old     5.36 10/21/2019   PLN    76.33
Getin Noble Bank SA/old     5.25 11/18/2019   PLN    78.00
Northland Resources AB     12.25  3/26/2016   USD     1.00
Lehman Brothers Treasury   10.00 10/22/2008   USD     3.09
Lehman Brothers Treasury    6.00  9/20/2011   EUR     3.09
Lehman Brothers Treasury    4.00 10/12/2010   USD     3.09
Lehman Brothers Treasury    5.00  12/6/2011   EUR     3.09
UniCredit Bank Austria AG   0.33  1/22/2031   EUR    65.13
Oberoesterreichische Land   0.30  4/25/2042   EUR    39.25
Lehman Brothers Treasury   12.00  7/13/2037   JPY     2.12
Immigon Portfolioabbau AG   0.81  5/20/2025   EUR    38.25
Deutsche Bank AG/London     0.50  3/14/2019   BRL    68.37
Municipality Finance PLC    0.50 11/21/2018   TRY    74.10
Deutsche Bank AG/London     0.50  4/18/2019   BRL    67.59
Credit Agricole Corporate   2.00   7/9/2020   BRL    62.43
Barclays Bank PLC           0.50  3/19/2021   MXN    73.72
SG Issuer SA                6.26  7/10/2020   USD    71.63
UBS AG/London               6.25   4/1/2016   CHF    72.06
Vontobel Financial Produc   8.50 12/23/2016   EUR    61.40
Praim Finans OOO           13.00   2/2/2026   RUB   100.01
Commerzbank AG              7.00 12/22/2016   EUR    68.15
Notenstein La Roche Priva   7.00  11/6/2017   CHF    72.47
Leonteq Securities AG      12.00 12/14/2016   CHF    78.48
EFG International Finance   8.32 12/21/2016   CHF    68.15
Republika Srpska            1.50  9/25/2026   BAM    74.41
Bayerische Landesbank       4.00  9/16/2016   EUR    69.10
Notenstein La Roche Priva   9.10  8/29/2016   CHF    66.66
Credit Suisse AG/Nassau     8.00  3/16/2016   USD    46.74
Zurcher Kantonalbank Fina   5.25  11/1/2016   CHF    33.71
Leonteq Securities AG/Gue   6.00 11/28/2016   CHF    73.11
Credit Suisse AG/Nassau     7.25  9/19/2016   EUR    44.81
Leonteq Securities AG       7.00  9/20/2017   CHF    66.04
Vontobel Financial Produc  21.75  6/24/2016   EUR    52.56
UBS AG/London               7.50 11/28/2016   EUR    46.61
Leonteq Securities AG       5.00   5/7/2019   CHF    54.82
Notenstein Finance Guerns   7.19   5/6/2019   EUR    42.01
Credit Suisse AG/London     7.25  4/21/2016   EUR    69.85
Nordea Bank Finland Abp     8.00  9/10/2016   SEK    69.80
Codere Finance Luxembourg   8.25  6/15/2015   EUR    70.00
UBS AG/London               9.25 11/25/2016   EUR    75.56
World of Building Technol   7.70  6/25/2019   RUB     1.20
BNP Paribas SA              0.50 10/19/2018   TRY
Espirito Santo Financial    5.63  7/28/2017   EUR     1.00
SU-155 KAPITAL OOO         13.25  2/23/2016   RUB     1.25
Lehman Brothers Treasury    2.00  6/28/2011   EUR     3.09
Lehman Brothers Treasury    7.60  5/21/2013   USD     3.09
Lehman Brothers Treasury    3.00  8/15/2017   EUR     3.09
Lehman Brothers Treasury    4.15  8/25/2020   EUR     3.09
Heta Asset Resolution AG    4.38  1/24/2017   EUR    68.00
Housing Financing Fund      2.70   1/1/2020   ISK    54.84
HSBC Bank PLC               0.50  7/30/2019   IDR    71.81
Svensk Exportkredit AB      0.50  6/20/2029   AUD    68.24
BNP Paribas SA              0.50 12/20/2018   BRL    68.80
MirLand Development Corp    6.50  9/30/2019   ILS    15.00
UBS AG/London               6.50   8/5/2016   CHF    58.54
DekaBank Deutsche Girozen   6.87  5/31/2016   EUR    70.62
Leonteq Securities AG      13.20  9/28/2016   EUR    68.09
Vontobel Financial Produc   8.35 12/23/2016   EUR    62.77
DekaBank Deutsche Girozen   3.05  3/25/2025   EUR    67.81
Boomerang SA                9.70  3/28/2016   PLN    70.00
Leonteq Securities AG      20.00  3/15/2016   CHF    69.04
ECA                         2.50   1/1/2018   EUR    11.30
Kaupthing Bank ehf          6.50  10/8/2010   ISK    17.63
Immigon Portfolioabbau AG   4.50   9/7/2020   EUR    25.00
Credit Suisse AG/Nassau     6.38  6/20/2016   CHF    70.98
Notenstein La Roche Priva   7.10  5/30/2016   CHF    48.35
UniCredit Bank AG           5.50   8/1/2016   EUR    50.14
Credit Suisse AG/Nassau    14.00  5/12/2016   USD    49.54
Leonteq Securities AG       8.20  1/16/2017   CHF    74.40
UBS AG/London              16.50  3/29/2016   EUR    35.29
Credit Suisse AG/London     7.50 12/22/2016   USD    68.24
Societe Generale SA         9.00  4/29/2016   CHF    70.20
Municipiul Timisoara        0.69  5/15/2026   RON    64.20
HSBC Bank PLC               0.50 12/22/2025   BRL    32.56
Northland Resources AB     15.00  7/15/2019   USD     1.00
Lehman Brothers Treasury    8.88  1/28/2011   HKD    14.13
Lehman Brothers Treasury   18.25  10/2/2008   USD     3.09
Totens Sparebank            2.75              NOK    71.07
Svensk Exportkredit AB      0.50  8/28/2018   BRL    72.14
Bank Nederlandse Gemeente   0.50  6/22/2021   ZAR    61.75
Municipality Finance PLC    0.50  4/26/2022   ZAR    55.00
Immigon Portfolioabbau AG   3.09 10/15/2020   EUR    68.50
Freshwater Finance PLC      6.18  4/20/2035   GBP    61.00
Leonteq Securities AG      10.40 11/14/2016   EUR    62.43
Leonteq Securities AG      10.00 10/13/2016   EUR    77.03
UBS AG/London               7.50  7/24/2017   EUR    71.42
Bank Julius Baer & Co Ltd  11.00  2/14/2017   USD    61.45
Credit Suisse AG/London     7.25  8/15/2016   EUR    68.74
SG Issuer SA                5.50  4/10/2021   EUR    56.23
Deutsche Bank AG            5.20  3/22/2016   EUR    62.30
BNP Paribas Emissions- un  12.00  3/24/2016   EUR    74.12
DekaBank Deutsche Girozen   5.20  8/11/2016   EUR    61.32
DekaBank Deutsche Girozen   7.80  6/30/2016   EUR    81.00
Deutsche Bank AG            8.50  6/21/2016   EUR    66.52
Leonteq Securities AG      14.00  11/4/2016   EUR    77.85
Bank Julius Baer & Co Ltd  11.40   2/6/2017   USD    61.05
Notenstein La Roche Priva   7.00  8/14/2017   CHF    72.28
LBBW                        2.90  8/26/2016   EUR    72.89
UBS AG/London               8.00  8/26/2016   CHF    46.78
Zurcher Kantonalbank Fina  14.50  3/16/2016   EUR    62.96
Credit Suisse AG/Nassau     6.00  7/31/2017   CHF    75.71
LBI HF                      5.08   3/1/2013   ISK     8.50
Kaupthing Bank ehf          7.50  12/5/2014   ISK    17.63
Goldman Sachs Internation   0.67   6/8/2020   GBP    74.00
UBS AG/London              24.75  3/29/2016   EUR    23.17
Credit Suisse AG/Nassau     8.50  2/29/2016   USD    44.69
Leonteq Securities AG/Gue   8.04  8/29/2016   EUR    69.76
Leonteq Securities AG/Gue   5.99  9/11/2017   EUR    44.93
Bank Julius Baer & Co Ltd  10.20   4/1/2016   USD    71.35
UBS AG                      8.25  3/29/2016   EUR    71.56
Bayerische Landesbank       3.70   6/3/2016   EUR    47.60
UBS AG/London               8.25  3/29/2016   EUR    29.47
Landesbank Hessen-Thuerin   5.50  5/27/2016   EUR    64.90
Credit Suisse AG/London    15.25  6/29/2016   USD    40.95
Leonteq Securities AG/Gue   5.00 12/12/2016   CHF    70.59
UBS AG/London               3.30  8/24/2016   EUR    53.66
Vontobel Financial Produc  20.00  6/24/2016   EUR    44.58
Vontobel Financial Produc  11.00  4/22/2016   EUR    47.48
Credit Suisse AG/Nassau     5.13   4/3/2018   CHF    64.66
UBS AG/London               8.00  5/26/2017   EUR    59.16
Credit Suisse AG/Nassau     7.25   9/6/2016   CHF    66.84
Banque Cantonale Vaudoise  11.95  2/26/2016   USD    51.10
Zurcher Kantonalbank Fina   9.40  9/19/2016   CHF    66.68
LBBW                        4.50  6/24/2016   EUR    73.64
LBBW                        3.50  7/28/2017   EUR    73.45
LBBW                        4.80  6/23/2017   EUR    66.69
HSBC Trinkaus & Burkhardt   9.00  6/24/2016   EUR    71.47
Vontobel Financial Produc  15.00  3/29/2016   EUR    65.55
MirLand Development Corp    7.21  5/31/2020   ILS    22.60
Fonciere Volta SA           4.50  7/30/2020   EUR     2.36
Getin Noble Bank SA/old     4.79   6/5/2020   PLN    73.00
UBS AG/London              10.00 11/25/2016   CHF    67.68
Mortgage Agent Absolut 1    9.20 11/12/2040   RUB    80.00
Credit Suisse AG/London     7.25 11/23/2016   CHF    58.60
Deutsche Bank AG            6.50  9/20/2016   EUR    79.09
Nota-Bank OJSC             13.50   4/1/2016   RUB    31.50
Svensk Exportkredit AB      0.50  3/15/2022   ZAR    55.62
Lehman Brothers Treasury    0.50 12/20/2017   AUD     3.09
Lehman Brothers Treasury    4.70  3/23/2016   EUR     3.09
Lehman Brothers Treasury    6.00  3/17/2011   EUR     3.09
Probanka dd                 1.36              EUR    49.75
HSBC Bank PLC               0.50  12/8/2026   AUD    65.39
Immigon Portfolioabbau AG   2.15  3/25/2019   EUR    75.63
Interregional Distributio  12.42  5/23/2025   RUB    75.25
Province of Treviso Italy   0.09 12/31/2034   EUR    59.62
Bank Nederlandse Gemeente   0.50  9/20/2022   MXN    70.31
Leonteq Securities AG       9.40 10/24/2016   EUR    49.16
Leonteq Securities AG/Gue   6.84   2/6/2017   EUR    66.67
Leonteq Securities AG      16.00   4/6/2016   CHF    48.04
URALSIB Leasing Co OOO     10.50  4/17/2018   RUB
Bank Julius Baer & Co Ltd   7.80 10/14/2016   CHF    51.80
Credit Suisse AG/Nassau     7.00  8/25/2016   CHF    48.62
Leonteq Securities AG       7.60   7/6/2016   CHF    74.16
Deutsche Bank AG            7.50  3/22/2016   EUR    66.43
Goldman Sachs & Co Wertpa   3.00  3/23/2016   EUR    71.27
UBS AG/London              10.00   9/2/2016   USD    75.75
Notenstein Finance Guerns   9.36   9/7/2017   CHF    72.92
Goldman Sachs & Co Wertpa   9.00  2/24/2016   EUR    58.62
Notenstein La Roche Priva   4.80  1/24/2018   CHF    74.73
Heta Asset Resolution AG    0.69  9/20/2017   EUR    30.28
Leonteq Securities AG/Gue   6.70   6/6/2016   USD    36.97
Credit Suisse AG/Nassau     7.00   3/9/2016   CHF    54.86
Credit Suisse AG/Nassau     7.38  3/18/2016   CHF    69.70
Barclays Bank PLC           2.50   3/7/2017   EUR    48.89
Credit Suisse AG/Nassau    12.20   6/3/2016   EUR    56.53
DZ Bank AG Deutsche Zentr   8.00  3/29/2016   EUR    58.85
Leonteq Securities AG       7.00  8/29/2016   CHF    75.77
Societe Generale SA         0.52  5/20/2016   USD    41.70
Banque Cantonale Vaudoise   8.20   3/3/2016   EUR    49.46
LBBW                        2.50  2/24/2017   EUR    66.47
Credit Suisse AG/Nassau     6.25 10/31/2016   EUR    47.25
DZ Bank AG Deutsche Zentr   4.00  5/20/2016   EUR    55.37
Leonteq Securities AG      10.00 12/14/2016   EUR    70.64
Nutritek International Co   8.75 12/11/2008   USD     2.00
Deutsche Bank AG            6.50  3/22/2016   EUR    74.65
Deutsche Bank AG            6.50  9/20/2016   EUR    74.64
Bank Nederlandse Gemeente   0.50  5/12/2021   ZAR    61.97
Lehman Brothers Treasury   10.00  5/22/2009   USD     3.09
Lehman Brothers Treasury    4.87  10/8/2013   USD     3.09
Lehman Brothers Treasury    7.00  2/15/2010   CHF     3.09
Lehman Brothers Treasury    8.00 12/31/2010   USD     3.09
Promnefteservis OOO        10.50 11/21/2019   RUB     4.00
Steiermaerkische Bank und   1.25              EUR    44.73
Lehman Brothers Treasury    5.00 10/24/2008   CHF     3.09
Municipality Finance PLC    0.50 12/14/2018   TRY    73.61
HSBC Bank PLC               0.50  2/21/2019   BRL    70.74
Municipality Finance PLC    0.25  6/28/2040   CAD    29.70
Drangedal Sparebank         2.29              NOK    71.22
PKVIT OOO                  11.00 10/14/2020   RUB    64.38
Goldman Sachs & Co Wertpa   6.00  8/24/2016   EUR    71.71
Goldman Sachs & Co Wertpa   4.00  8/24/2016   EUR    60.52
Goldman Sachs & Co Wertpa   4.00  8/24/2016   EUR    52.32
Goldman Sachs & Co Wertpa   6.00 12/21/2016   EUR    70.37
Goldman Sachs & Co Wertpa   6.00  3/22/2017   EUR    70.90
Goldman Sachs & Co Wertpa   6.00  3/22/2017   EUR    70.90
Notenstein La Roche Priva   9.00   1/6/2017   CHF    59.76
UBS AG/London               7.50   7/3/2017   EUR    52.30
UniCredit Bank AG           2.51  7/20/2022   EUR    70.65
Dayli Polska Sp zoo         8.50   9/5/2016   PLN    25.00
DekaBank Deutsche Girozen   3.00 10/12/2020   EUR    76.49
Banque Cantonale Vaudoise  16.90  8/19/2016   EUR    81.58
Raiffeisen Centrobank AG    6.50  7/28/2016   EUR    70.73
Bayerische Landesbank       3.10  11/4/2016   EUR    54.83
Credit Suisse AG/Nassau     6.25 10/10/2016   EUR    62.71
Deutsche Bank AG            5.20  3/22/2016   EUR    41.10
UBS AG/London              11.25   4/1/2016   CHF    62.41
Vontobel Financial Produc  13.95 12/23/2016   EUR    58.09
DZ Bank AG Deutsche Zentr  15.25  6/24/2016   EUR    72.74
Credit Suisse AG/Nassau     9.25  9/26/2016   EUR    63.37
Bank Julius Baer & Co Ltd   9.00 10/21/2016   USD    78.20
BNP Paribas Arbitrage Iss   6.55  3/28/2025   EUR    48.85
UBS AG/London               8.99   6/3/2016   USD     2.54
Leonteq Securities AG      11.00   1/9/2017   EUR    55.81
Leonteq Securities AG       5.60  9/11/2017   CHF    54.08
Societe Generale SA         7.20   3/2/2016   EUR    68.82
Bank Julius Baer & Co Ltd  10.40  9/15/2016   CHF    74.90
Credit Suisse AG/Nassau     7.00  1/23/2017   EUR    72.20
Russian Railways JSC       16.00  5/29/2035   RUB    60.03
DEIKON GmbH                 1.00   7/1/2016   EUR    17.50
Credit Suisse AG/Nassau     7.25  7/13/2017   CHF    65.74
Credit Suisse AG/Nassau     5.50  6/13/2016   CHF    48.42
DekaBank Deutsche Girozen   3.00   5/4/2018   EUR    63.98
UBS AG/London               5.00 12/23/2016   EUR    68.68
Credit Suisse AG/Nassau     7.25  2/22/2016   CHF    74.05
UniCredit Bank AG           4.00  6/23/2016   EUR    57.19
BNP Paribas Emissions- un   2.10 12/30/2020   EUR    75.28
UniCredit Bank AG           4.40  9/19/2018   EUR    66.64
UniCredit Bank AG           5.00  6/16/2016   EUR    52.48
Zurcher Kantonalbank Fina   4.26  12/9/2016   CHF    67.42
UniCredit Bank AG           4.25  6/24/2016   EUR    35.61
Notenstein La Roche Priva   8.16  3/16/2016   CHF    70.53
Landesbank Hessen-Thuerin   4.00  4/15/2016   EUR    76.10
Bank Julius Baer & Co Ltd   7.05  3/14/2016   CHF    51.20
Credit Suisse AG/Nassau     6.00  10/3/2016   EUR    44.04
Credit Suisse AG/Nassau     6.00  12/2/2016   EUR    47.97
Leonteq Securities AG       9.92  5/29/2017   EUR    57.85
Vontobel Financial Produc   7.65  12/9/2016   EUR    58.26
Zurcher Kantonalbank Fina   5.35  6/10/2016   CHF    76.81
UniCredit Bank AG           3.80  7/23/2020   EUR    66.91
Bank Julius Baer & Co Ltd  10.00  2/26/2016   USD    71.25
Leonteq Securities AG       7.80  2/27/2017   EUR    52.70
EFG International Finance   7.20  2/25/2019   EUR    29.20
UniCredit Bank AG           4.80  3/24/2016   EUR    70.88
Vontobel Financial Produc   9.00  2/26/2016   EUR    75.58
LBBW                        2.50  7/28/2017   EUR    60.79
Leonteq Securities AG       9.20   5/5/2017   USD    69.03
Bank Julius Baer & Co Ltd  13.70  5/13/2016   USD    34.50
Bank J Safra Sarasin AG/G   8.00   5/4/2017   CHF    64.21
Vontobel Financial Produc   6.00  5/27/2016   EUR    31.77
Credit Suisse AG/Nassau     8.00 11/21/2016   EUR    50.33
Credit Suisse AG/Nassau     8.25  5/20/2016   USD    41.94
WGZ-Bank AG Westdeutsche    5.75  6/22/2016   EUR    72.31
UniCredit Bank AG           5.00  3/24/2016   EUR    53.02
Credit Suisse AG/Nassau     8.00  9/16/2016   EUR    70.11
DekaBank Deutsche Girozen  11.85  2/25/2016   EUR    74.29
Bank Julius Baer & Co Ltd  10.20  4/22/2016   CHF    75.70
Credit Suisse AG/London     6.25  4/14/2016   CHF    58.35
Leonteq Securities AG       7.20  4/24/2017   EUR    50.01
HSBC Trinkaus & Burkhardt  12.40  6/24/2016   EUR    70.17
Commerzbank AG             10.00  2/25/2016   EUR    55.56
Ipotechny Agent KM OOO      0.37  6/30/2022   RUB    49.80
ECM Real Estate Investmen   5.00  10/9/2011   EUR    10.38
Lehman Brothers Treasury   11.00  6/29/2009   EUR     3.09
Lehman Brothers Treasury    4.00 11/24/2016   EUR     3.09
Lehman Brothers Treasury    2.30  4/28/2014   JPY     3.09
Lehman Brothers Treasury    4.05  9/16/2008   EUR     3.09
Lehman Brothers Treasury   10.00   1/4/2010   USD     3.09
Lehman Brothers Treasury    6.00 12/30/2017   EUR     3.09
Lehman Brothers Treasury   11.00   7/4/2011   CHF     3.09
Lehman Brothers Treasury    5.75  6/15/2009   CHF     3.09
Lehman Brothers Treasury    5.50 11/30/2012   CZK     3.09
Lloyds Bank PLC             0.50  4/24/2019   BRL    67.46
Lehman Brothers Treasury    4.05  9/16/2008   EUR     3.09
Agrokompleks OOO           12.50  12/8/2022   RUB   100.01
Raiffeisenverband Salzbur   0.01  2/28/2031   EUR    78.84
Immigon Portfolioabbau AG   4.80   5/9/2025   EUR    57.13
Cooperatieve Rabobank UA    0.50  8/21/2028   MXN    45.76
HSBC Bank PLC               0.50  4/11/2023   MXN    65.93
Deutsche Bank AG            5.50  9/20/2016   EUR    74.08
Deutsche Bank AG            5.50 12/20/2016   EUR    73.88
Deutsche Bank AG            7.50 12/20/2016   EUR    64.48
Deutsche Bank AG            7.50  3/22/2016   EUR    73.12
Deutsche Bank AG            7.50 12/20/2016   EUR    56.14
Kerdos Group SA             8.00   3/9/2018   PLN    49.00
Notenstein La Roche Priva   7.20   2/7/2017   CHF    71.25
Credit Suisse AG/London     8.00  2/22/2016   USD    68.48
EFG International Finance   5.30  6/24/2019   EUR    66.54
UBS AG/London              10.00  7/22/2016   USD    63.07
LBBW                        3.00  9/25/2020   EUR    76.18
LBBW                        3.00  9/27/2019   EUR    71.29
Credit Suisse AG/London    19.60  9/22/2016   USD    54.00
LBBW                        5.00  8/26/2016   EUR    44.10
LBBW                        9.35  9/23/2016   EUR    63.54
Credit Suisse AG/London     5.00  6/30/2016   EUR    74.92
Notenstein La Roche Priva   4.00   4/6/2016   CHF    75.38
Credit Suisse AG/Nassau     6.25 10/17/2016   EUR    42.99
Bank Julius Baer & Co Ltd   7.50  9/30/2016   EUR    57.15
Credit Suisse AG/London     5.00  8/10/2016   CHF    70.92
DekaBank Deutsche Girozen   2.70 10/12/2020   EUR    75.44
SG Issuer SA                4.21  7/10/2020   EUR    50.81
Notenstein La Roche Priva   6.60  5/19/2016   CHF    63.59
Leonteq Securities AG      20.00  9/21/2016   CHF    68.95
DZ Bank AG Deutsche Zentr   5.50  8/31/2016   EUR    62.18
Notenstein La Roche Priva   8.30 10/17/2016   USD    43.43
UBS AG                      2.75  8/18/2016   USD     5.49
WGZ-Bank AG Westdeutsche    6.00  9/27/2016   EUR    61.89
Leonteq Securities AG       9.20  7/20/2016   CHF    76.01
Credit Suisse AG/Nassau     8.00  7/20/2016   EUR    73.87
Leonteq Securities AG       6.20  7/24/2018   CHF    70.64
Bank J Safra Sarasin AG/G   9.60 10/17/2016   CHF    70.67
Credit Suisse AG/London     8.00  7/31/2020   USD     8.50
Getin Noble Bank SA/old     4.81  10/7/2020   PLN    70.00
Kaupthing Bank ehf          7.63  2/28/2015   USD    17.63
Lehman Brothers Treasury    5.50  6/22/2010   USD    16.25
DekaBank Deutsche Girozen   8.50 10/27/2016   EUR    42.39
Credit Suisse AG/Nassau     7.50  5/10/2016   EUR    60.70
Notenstein La Roche Priva   6.50   7/2/2018   USD    56.99
UBS AG/London               6.00  6/24/2016   EUR    65.11
Raiffeisen Centrobank AG    7.25  9/26/2016   EUR    37.52
Credit Suisse AG/Nassau     7.13   3/9/2016   CHF    73.09
WGZ-Bank AG Westdeutsche    5.00  6/10/2016   EUR    60.14
Goldman Sachs Internation   0.67  4/24/2020   GBP    72.63
Credit Suisse AG/Nassau     5.25  5/14/2018   CHF    75.22
EFG International Finance  12.86 10/30/2017   EUR    30.14
EFG International Finance   6.48  5/29/2018   EUR     7.61
UBS AG                     17.50  3/29/2016   EUR    54.61
UBS AG                     15.75  3/29/2016   EUR    76.06
Oravita City Council        2.61  6/15/2027   RON    72.00
Notenstein Finance Guerns   7.20  2/25/2016   CHF    74.63
UBS AG/London              24.50  9/23/2016   EUR    67.44
Credit Suisse AG/Nassau     6.00 12/12/2016   CHF    75.10
Deutsche Bank AG            8.20  6/21/2016   EUR    73.80
Landesbank Hessen-Thuerin   4.75  4/15/2016   EUR    70.10
Credit Suisse AG/Nassau     5.00  3/27/2017   CHF    73.88
Landesbank Hessen-Thuerin   6.35  3/18/2016   EUR    44.20
Bank Julius Baer & Co Ltd   8.80  3/24/2016   EUR    60.50
Credit Suisse AG/London     4.00  10/3/2016   CHF    74.31
UBS AG/London               7.00  5/22/2017   CHF    45.99
DekaBank Deutsche Girozen   5.60 11/21/2016   EUR    72.67
Credit Suisse AG/Nassau     7.55 11/28/2016   CHF    50.54
Leonteq Securities AG      16.40  9/15/2016   CHF    44.75
UBS AG/London               9.25  6/10/2016   CHF    45.95
Bank Julius Baer & Co Ltd   9.90  6/27/2016   USD    56.10
BNP Paribas Emissions- un   7.00 12/22/2016   EUR    39.70
Leonteq Securities AG       5.20  2/20/2019   CHF    74.88
Bank J Safra Sarasin AG/G   5.90  2/26/2016   CHF    76.84
Deutsche Bank AG            5.20  3/23/2016   EUR    44.83
Deutsche Bank AG            6.20  3/23/2016   EUR    60.87
HSBC Trinkaus & Burkhardt   5.00  1/30/2018   EUR    56.23
BNP Paribas Emissions- un   3.50  3/24/2016   EUR    66.25
Deutsche Bank AG            4.20  6/21/2016   EUR    59.80
Credit Suisse AG/Nassau     9.00  8/11/2016   USD    66.58
Leonteq Securities AG/Gue   6.00  1/30/2017   USD    70.76
Vontobel Financial Produc   8.00  2/26/2016   EUR    72.24
Erste Group Bank AG         6.50  2/27/2016   EUR    69.30
Norddeutsche Landesbank G   4.75   6/3/2016   EUR    63.19
LBBW                        3.00  6/23/2017   EUR    74.55
LBBW                        3.00  4/29/2019   EUR    68.81
Credit Suisse AG/Nassau     8.00  4/29/2016   CHF    73.07
Leonteq Securities AG       6.00   5/5/2017   CHF    72.87
Credit Suisse AG/Nassau     9.75  4/27/2016   EUR    72.10
Bank Julius Baer & Co Ltd  11.00  5/13/2016   EUR    69.25
Bank Julius Baer & Co Ltd   5.60   5/9/2016   USD    77.85
Leonteq Securities AG      15.80  5/11/2016   CHF    68.76
WGZ-Bank AG Westdeutsche    5.00  3/15/2016   EUR    61.08
Leonteq Securities AG       9.00  5/18/2016   CHF    53.24
EFG International Finance   6.26   5/7/2018   EUR    71.54
Norddeutsche Landesbank G   3.75  6/27/2016   EUR    67.65
Landesbank Hessen-Thuerin   3.80  9/12/2016   EUR    73.00
Zurcher Kantonalbank Fina   7.04  5/20/2016   EUR    70.53
Credit Suisse AG/London     6.25  5/26/2017   CHF    66.66
LBBW                        3.52  2/26/2016   EUR    57.81
DekaBank Deutsche Girozen  10.50   4/1/2016   EUR    68.46
Credit Suisse AG/London     7.50  4/25/2016   CHF    60.24
Notenstein La Roche Priva  10.00  4/29/2016   CHF    73.69
Leonteq Securities AG       3.00  9/19/2019   CHF    54.21
Norddeutsche Landesbank G   3.00   5/6/2016   EUR    60.09
Barclays Bank PLC           8.10  4/15/2016   USD    56.50
HSBC Bank PLC               0.50 11/25/2025   BRL    32.81
DZ Bank AG Deutsche Zentr   4.00  12/7/2016   EUR    73.91
Commerzbank AG              1.00 11/28/2016   EUR    33.87
Ingra DD                    6.13  12/6/2016   HRK    12.99
Windreich GmbH              6.75   3/1/2015   EUR    10.88
SAir Group                  2.75  7/30/2004   CHF    11.13
Central European Estates    7.80  4/10/2016   ILS     6.85
Leonteq Securities AG      10.20 11/30/2016   CHF    64.32
Kerdos Group SA             8.00  5/31/2016   PLN    75.00
Lehman Brothers Treasury    4.35   8/8/2016   SGD    14.13
Lehman Brothers Treasury    4.60 10/11/2017   ILS    14.13
Lehman Brothers Treasury    2.50 12/15/2011   GBP     3.09
Lehman Brothers Treasury   13.00  2/16/2009   CHF     3.09
Lehman Brothers Treasury    1.68   3/5/2015   EUR     3.09
Lehman Brothers Treasury    0.75  3/29/2012   EUR     3.09
Lehman Brothers Treasury   12.22 11/21/2017   USD     3.09
Svensk Exportkredit AB      0.50  6/26/2019   TRY    69.26
Lehman Brothers Treasury    6.00  5/23/2018   CZK     3.09
Lehman Brothers Treasury    3.50  9/29/2017   EUR     3.09
Lehman Brothers Treasury    5.00 11/22/2012   EUR     3.09
Lehman Brothers Treasury    3.00   6/3/2010   EUR     3.09
Hypo Tirol Bank AG          0.02   6/1/2033   EUR    67.66
Lehman Brothers Treasury    8.00 10/23/2008   USD     3.09
Oberoesterreichische Land   0.32  11/6/2030   EUR    57.88
HSBC Bank PLC               0.50 10/30/2026   NZD    62.81
Lehman Brothers Treasury    6.70  4/21/2011   USD     3.09
Otkritie Holding OAO       12.50   8/2/2018   RUB    60.76
Lehman Brothers Treasury    3.50  9/19/2017   EUR     3.09
Agentstvo po Ipotechnomu    9.91  11/1/2032   RUB    22.96
Immigon Portfolioabbau AG   4.20  2/22/2033   EUR    37.50
BNP Paribas SA              0.50   5/6/2021   MXN    72.28
Sparebanken Din             2.40              NOK    70.14
Ipotechny Agent AK Bars     3.00  5/10/2047   RUB    53.39
Municipality Finance PLC    0.50  7/30/2029   AUD    68.88
Nordea Bank Finland Abp     3.70  1/20/2020   SEK    74.50
SG Issuer SA                4.66  7/10/2020   SEK    68.31
Deutsche Bank AG            7.50  3/22/2016   EUR    74.93
Leonteq Securities AG       9.00 10/24/2016   EUR    68.97
Leonteq Securities AG       5.00  8/14/2017   EUR    74.91
UBS AG/London               8.25   8/7/2017   EUR    59.99
Goldman Sachs & Co Wertpa   6.00 12/21/2016   EUR    70.37
Goldman Sachs & Co Wertpa   6.00  6/21/2017   EUR    69.80
Leonteq Securities AG       6.00  8/21/2017   EUR    74.44
Goldman Sachs & Co Wertpa   4.00  6/21/2017   EUR    65.83
UBS AG/London               7.00  6/26/2017   EUR    54.71
UBS AG/London               5.00  7/22/2016   EUR    71.42
Leonteq Securities AG       9.40  8/17/2016   EUR    59.80
Bank Julius Baer & Co Ltd   6.60  8/26/2016   EUR    71.75
UBS AG/London               8.25  8/19/2016   CHF    42.39
Credit Suisse AG/Nassau     5.50   8/3/2017   EUR    57.78
Credit Suisse AG/Nassau     8.05  9/27/2016   CHF    41.89
Societe Generale Effekten   4.62  3/29/2016   EUR    68.29
UniCredit Bank AG           4.00  6/24/2016   EUR    65.54
UBS AG/London               4.20  3/11/2016   EUR    71.89
Commerzbank AG              3.00  9/15/2016   EUR    70.39
Leonteq Securities AG       8.00 12/14/2016   EUR    74.47
Credit Suisse AG/Nassau     7.00  5/13/2016   CHF    74.92
Credit Suisse AG/Nassau     8.00  7/18/2016   EUR    51.77
Vontobel Financial Produc   5.00   2/6/2017   EUR    62.99
UBS AG                      9.50  9/23/2016   EUR    79.04
Goldman Sachs & Co Wertpa   6.00  3/22/2017   EUR    58.80
Leonteq Securities AG      10.00  12/8/2016   EUR    70.93
Credit Suisse AG/Nassau     6.00  8/28/2017   CHF    74.00
Credit Suisse AG/Nassau     8.75   9/9/2016   EUR    65.39
Credit Suisse AG/Nassau     5.25  1/17/2017   CHF    75.20
Credit Suisse AG/Nassau     6.50  7/21/2016   CHF    71.72
Leonteq Securities AG       9.40 10/24/2016   EUR    51.22
Leonteq Securities AG       9.00 10/24/2016   EUR    69.34
Landesbank Hessen-Thuerin   4.75 11/10/2016   EUR    73.70
Leonteq Securities AG       7.00  7/28/2017   CHF    68.94
LBI HF                      8.65   5/1/2011   ISK     8.50
Heta Asset Resolution AG    0.20  4/22/2018   EUR    75.10
Municipiul Timisoara        0.69  5/15/2026   RON    63.00
Bank Julius Baer & Co Ltd   2.90  1/17/2019   USD    74.90
Landesbank Hessen-Thuerin   3.45   7/7/2016   EUR    62.00
Credit Suisse AG/Nassau     6.50  7/15/2016   CHF    72.96
Bank Julius Baer & Co Ltd   1.85  9/23/2019   USD    75.40
Credit Suisse AG/Nassau     8.00   3/1/2016   CHF    73.31
Credit Suisse AG/Nassau     7.30  3/10/2016   CHF    67.12
Credit Suisse AG/Nassau     7.00  3/21/2016   CHF    55.49
Leonteq Securities AG       7.20  9/26/2016   EUR    61.55
Goldman Sachs & Co Wertpa   4.00  3/23/2016   EUR    56.39
Goldman Sachs & Co Wertpa   7.00  3/23/2016   EUR    34.89
Goldman Sachs & Co Wertpa   7.00  3/23/2016   EUR    34.89
Notenstein La Roche Priva   3.50  9/26/2018   CHF    69.38
LBBW                        3.25  1/26/2018   EUR    60.73
LBBW                        4.00  7/22/2016   EUR    62.91
Notenstein La Roche Priva   3.00  3/27/2018   CHF    75.74
HSBC Trinkaus & Burkhardt   6.40  6/24/2016   EUR    76.11
Vontobel Financial Produc   8.00  4/22/2016   EUR    49.96
Leonteq Securities AG       8.00  3/31/2017   CHF    67.75
Leonteq Securities AG       4.75  3/30/2016   CHF    71.30
Credit Suisse AG/Nassau     7.00  10/3/2016   CHF    61.37
EFG International Finance   9.10  3/23/2016   USD    37.92
Leonteq Securities AG       5.00   4/9/2019   CHF    69.90
DZ Bank AG Deutsche Zentr   7.30  9/19/2016   EUR    75.84
Societe Generale SA         8.88   6/1/2017   USD    67.65
Credit Suisse AG/Nassau     6.38  6/12/2017   EUR    51.81
UBS AG                      9.50  6/24/2016   EUR    77.09
Societe Generale Effekten  10.85 10/10/2016   EUR    25.67
UniCredit Bank AG           4.40  7/13/2018   EUR    64.77
Bank Julius Baer & Co Ltd   6.00  6/19/2017   EUR    62.40
Raiffeisen Centrobank AG    7.37  3/22/2017   EUR    71.22
Raiffeisen Centrobank AG    6.70  3/13/2017   EUR    51.72
Landesbank Hessen-Thuerin   3.60  6/13/2016   EUR    51.70
Credit Suisse AG/Nassau     7.00   9/5/2016   EUR    47.58
Societe Generale Effekten   6.87   7/7/2016   EUR    59.41
EFG International Finance   7.20  2/25/2019   EUR    51.82
BNP Paribas Emissions- un   5.40  2/25/2016   EUR    51.58
Leonteq Securities AG      12.40   5/6/2016   CHF    41.63
Credit Suisse AG/London     6.25  11/8/2016   EUR    76.33
EFG International Finance   7.19   5/6/2019   EUR    28.99
Bayerische Landesbank       4.60  6/10/2016   EUR    72.86
Zurcher Kantonalbank Fina  12.03  3/11/2016   EUR    38.40
Zurcher Kantonalbank Fina  11.60 10/31/2016   CHF    67.58
Credit Suisse AG/Nassau    10.20  4/14/2016   EUR    69.51
Goldman Sachs & Co Wertpa   7.00  3/23/2016   EUR    40.17
Credit Suisse AG/Nassau     7.00  5/10/2016   CHF    51.60
Commerzbank AG              7.75  2/25/2016   EUR    58.44
Municipality Finance PLC    0.50 12/28/2018   IDR    75.14
BNP Paribas SA              0.50  9/29/2029   AUD    54.18
Leonteq Securities AG      12.70  12/9/2016   EUR    76.45
UniCredit Bank AG           4.20  8/29/2016   EUR    68.75
Bank Julius Baer & Co Ltd   9.90 11/11/2016   USD    67.00
Ipotechniy Agent Fora       8.75   6/5/2045   RUB    75.75
City of Hunedoara Romania   1.43  8/15/2026   RON    70.00
Lehman Brothers Treasury    1.28  11/6/2010   JPY    14.13
Ipotechny Agent Moskovsky   7.00  9/17/2028   RUB    66.00
Lehman Brothers Treasury    7.50   5/2/2017   EUR     3.09
Lehman Brothers Treasury    4.69  2/19/2017   EUR     3.09
Lehman Brothers Treasury   10.00   8/2/2037   JPY     3.09
Lehman Brothers Treasury    3.82 10/20/2009   USD     3.09
Lehman Brothers Treasury   13.50 11/28/2008   USD     3.09
Strommen Sparebank          2.37              NOK    38.54
Immigon Portfolioabbau AG   0.89   3/1/2021   EUR    58.25
Barclays Bank PLC           0.50  1/28/2033   MXN    33.10
Societe Generale SA         0.50   4/3/2023   RUB    48.74
Haltdalen Sparebank         2.42              NOK    54.92
Nesset Sparebank            2.47              NOK    54.36
Lehman Brothers Treasury    4.82 12/18/2036   EUR     3.09
Lehman Brothers Treasury    5.25   4/1/2023   EUR     3.09
Lehman Brothers Treasury    3.20  3/19/2018   JPY     3.09
Zapsibcombank PAO          14.85 12/12/2019   RUB    66.85
UBS AG/London               5.00   8/7/2017   CHF    67.44
Goldman Sachs & Co Wertpa   4.00  4/20/2016   EUR    71.33
Goldman Sachs & Co Wertpa  23.00  6/22/2016   EUR    70.81
Deutsche Bank AG            4.50  6/21/2016   EUR    70.60
LBBW                        2.60  8/23/2019   EUR    65.04
LBBW                        2.60  8/23/2019   EUR    67.41
DZ Bank AG Deutsche Zentr   8.50  8/26/2016   EUR    66.31
Vontobel Financial Produc  10.00  9/23/2016   EUR    73.96
Bayerische Landesbank       3.10  11/4/2016   EUR    62.88
Credit Suisse AG/Nassau     5.38  10/9/2017   CHF    65.68
Societe Generale Effekten   7.17 10/10/2016   EUR    70.65
Vontobel Financial Produc  11.50 12/23/2016   EUR    67.47
LBBW                        5.50  8/26/2016   EUR    74.01
HSBC Trinkaus & Burkhardt   8.20  6/23/2017   EUR    70.40
Credit Suisse AG/Nassau     8.25   9/5/2016   CHF    78.62
BNP Paribas Emissions- un   3.45  6/30/2022   EUR    70.57
HSBC Trinkaus & Burkhardt   6.00  12/6/2016   EUR    38.10
Goldman Sachs & Co Wertpa  19.00  5/25/2016   EUR    39.98
Leonteq Securities AG      13.00  11/4/2016   CHF    78.58
DekaBank Deutsche Girozen   9.80 12/22/2016   EUR    75.14
Leonteq Securities AG/Gue   9.07   5/3/2016   GBP    60.92
DekaBank Deutsche Girozen   7.15 10/27/2017   EUR    46.02
Banque Cantonale Vaudoise   3.50  6/12/2017   USD    58.53
UBS AG/London               5.00 12/22/2017   EUR    72.12
Banque Cantonale Vaudoise   8.40  2/29/2016   EUR    71.26
Notenstein La Roche Priva   4.10 10/10/2018   CHF    66.51
Bank Julius Baer & Co Ltd   5.70   4/4/2016   EUR    73.70
HSBC Trinkaus & Burkhardt   5.00 11/14/2016   EUR    53.10
Notenstein La Roche Priva   7.25  4/22/2016   CHF    65.56
Raiffeisen Centrobank AG    2.40 12/19/2016   EUR    37.54
DZ Bank AG Deutsche Zentr   7.10  3/21/2016   EUR    77.94
DZ Bank AG Deutsche Zentr   6.00  3/21/2016   EUR    64.73
Deutsche Bank AG            5.20 12/20/2016   EUR    58.50
Commerzbank AG              5.80  10/8/2017   EUR    66.97
Bank Julius Baer & Co Ltd  10.25  3/18/2016   USD    73.65
Bank Julius Baer & Co Ltd  10.60  3/18/2016   EUR    73.65
Vontobel Financial Produc   9.00  4/22/2016   EUR    64.32
LBBW                        4.50  6/24/2016   EUR    62.82
Deutsche Bank AG            8.20  5/25/2016   EUR    61.70
Deutsche Bank AG            5.20  5/25/2016   EUR    63.10
Credit Suisse AG/Nassau     3.50  6/12/2017   CHF    70.85
Goldman Sachs & Co Wertpa  23.00  5/25/2016   EUR    55.02
BNP Paribas Emissions- un  16.00  3/24/2016   EUR    62.14
HSBC Trinkaus & Burkhardt  13.30  2/26/2016   EUR    72.54
BNP Paribas Emissions- un   6.00 12/22/2016   EUR    71.71
Banque Cantonale Vaudoise   6.40   8/5/2016   CHF    60.46
Goldman Sachs & Co Wertpa  15.00  9/21/2016   EUR    72.82
Goldman Sachs & Co Wertpa   8.00  4/20/2016   EUR    68.10
Credit Suisse AG/Nassau     7.25 11/11/2016   CHF    69.42
HSBC Trinkaus & Burkhardt  12.00  6/24/2016   EUR    42.83
Bank Julius Baer & Co Ltd   8.70  11/3/2016   CHF    72.40
Credit Suisse AG/Nassau     7.25  6/14/2017   CHF    61.21
Vontobel Financial Produc   9.00 12/23/2016   EUR    72.72
Driver & Bengsch AG         8.50 12/31/2027   EUR     0.00
Lehman Brothers Treasury   10.44 11/22/2008   CHF     3.09
Lehman Brothers Treasury    1.50 10/25/2011   EUR     3.09
KPNQwest NV                 8.88   2/1/2008   EUR     0.53
Lehman Brothers Treasury    4.25  3/13/2021   EUR     3.09
Lehman Brothers Treasury    4.10  5/20/2009   USD     3.09
Lehman Brothers Treasury    1.95  11/4/2013   EUR     3.09
Lehman Brothers Treasury    6.00 10/30/2012   USD     3.09
Lehman Brothers Treasury    7.00 10/22/2010   EUR     3.09
Immigon Portfolioabbau AG   3.50  5/23/2022   EUR    59.25
Lehman Brothers Treasury    7.50  5/30/2010   AUD     3.09
Lehman Brothers Treasury    5.50   7/8/2013   EUR     3.09
Lehman Brothers Treasury   11.00   7/4/2011   USD     3.09
Deutsche Bank AG            3.20 10/26/2016   EUR    68.50
Deutsche Bank AG            3.20  9/20/2016   EUR    62.40
Deutsche Bank AG            3.20 12/20/2016   EUR    65.30
Deutsche Bank AG            3.20 11/23/2016   EUR    60.60
Deutsche Bank AG            3.20 12/20/2016   EUR    63.00
Deutsche Bank AG            3.20 10/26/2016   EUR    65.90
Deutsche Bank AG            3.20 10/26/2016   EUR    62.60
Deutsche Bank AG            3.20 10/26/2016   EUR    64.90
Deutsche Bank AG            3.20 11/23/2016   EUR    62.80
Deutsche Bank AG            3.20 12/20/2016   EUR    71.30
Deutsche Bank AG            3.20 11/23/2016   EUR    66.00
Deutsche Bank AG            3.20 11/23/2016   EUR    71.30
Deutsche Bank AG            3.20 10/26/2016   EUR    69.70
Deutsche Bank AG            3.20  7/20/2016   EUR    70.00
Deutsche Bank AG            3.20  6/21/2016   EUR    70.10
Deutsche Bank AG            3.20  9/20/2016   EUR    69.70
Deutsche Bank AG            3.20 11/23/2016   EUR    69.70
Deutsche Bank AG            3.20 12/20/2016   EUR    69.70
Deutsche Bank AG            3.20  8/24/2016   EUR    69.80
Deutsche Bank AG            3.20  9/20/2016   EUR    52.10
Deutsche Bank AG            3.20 12/20/2016   EUR    69.20
Deutsche Bank AG            3.20 10/26/2016   EUR    52.40
Deutsche Bank AG            3.20  9/20/2016   EUR    54.70
Deutsche Bank AG            3.20 10/26/2016   EUR    69.00
Deutsche Bank AG            3.20 12/20/2016   EUR    60.90
Deutsche Bank AG            3.20 10/26/2016   EUR    54.90
Deutsche Bank AG            3.20  6/21/2016   EUR    56.90
Deutsche Bank AG            3.20  8/24/2016   EUR    60.80
Deutsche Bank AG            3.20 10/26/2016   EUR    57.80
Deutsche Bank AG            3.20 11/23/2016   EUR    60.80
Deutsche Bank AG            3.20 11/23/2016   EUR    69.10
Deutsche Bank AG            3.20 12/20/2016   EUR    58.10
Deutsche Bank AG            3.20  6/21/2016   EUR    68.30
Deutsche Bank AG            3.20  7/20/2016   EUR    51.60
Deutsche Bank AG            3.20 11/23/2016   EUR    52.60
Deutsche Bank AG            3.20  9/20/2016   EUR    57.80
Deutsche Bank AG            3.20 10/26/2016   EUR    60.80
Deutsche Bank AG            3.20  8/24/2016   EUR    57.30
Deutsche Bank AG            3.20 10/26/2016   EUR    57.90
Deutsche Bank AG            3.20  8/24/2016   EUR    57.70
Deutsche Bank AG            3.20  6/21/2016   EUR    60.70
Deutsche Bank AG            3.20 11/23/2016   EUR    58.00
Deutsche Bank AG            3.20  9/20/2016   EUR    68.80
Deutsche Bank AG            3.20 11/23/2016   EUR    58.00
Deutsche Bank AG            3.20  8/24/2016   EUR    51.90
Deutsche Bank AG            4.20 10/26/2016   EUR    70.40
Deutsche Bank AG            4.20 12/20/2016   EUR    70.50
Deutsche Bank AG            4.20  9/20/2016   EUR    69.10
Deutsche Bank AG            4.20 10/26/2016   EUR    63.30
Deutsche Bank AG            4.20 11/23/2016   EUR    70.50
Deutsche Bank AG            4.20 10/26/2016   EUR    66.60
Deutsche Bank AG            4.20 10/26/2016   EUR    69.20
Deutsche Bank AG            4.20 11/23/2016   EUR    61.40
Deutsche Bank AG            4.20  9/20/2016   EUR    62.90
Deutsche Bank AG            4.20  7/20/2016   EUR    78.90
Deutsche Bank AG            8.20 10/26/2016   EUR    51.30
Deutsche Bank AG            8.20 12/20/2016   EUR    65.60
Deutsche Bank AG            4.20 10/26/2016   EUR    69.70
Deutsche Bank AG            8.20 10/26/2016   EUR    76.50
Deutsche Bank AG            8.20 11/23/2016   EUR    65.00
Deutsche Bank AG            8.20 10/26/2016   EUR    56.20
Deutsche Bank AG            8.20 12/20/2016   EUR    65.90
Deutsche Bank AG            8.20  9/20/2016   EUR    72.90
Deutsche Bank AG            8.20 10/26/2016   EUR    59.90
Deutsche Bank AG            8.20 11/23/2016   EUR    73.50
Deutsche Bank AG            8.20 12/20/2016   EUR    57.20
Deutsche Bank AG            8.20 11/23/2016   EUR    56.70
Deutsche Bank AG            4.20 12/20/2016   EUR    56.20
Deutsche Bank AG            4.20 10/26/2016   EUR    58.60
Deutsche Bank AG            8.20  6/21/2016   EUR    74.20
Deutsche Bank AG            8.20  6/21/2016   EUR    66.80
Deutsche Bank AG            8.20  9/20/2016   EUR    63.80
Deutsche Bank AG            8.20 10/26/2016   EUR    64.50
Deutsche Bank AG            8.20  9/20/2016   EUR    66.00
Deutsche Bank AG            8.20  6/21/2016   EUR    70.40
Deutsche Bank AG            4.20 11/23/2016   EUR    55.90
Deutsche Bank AG            8.20 10/26/2016   EUR    73.70
Deutsche Bank AG            8.20 10/26/2016   EUR    67.20
Deutsche Bank AG            4.20 10/26/2016   EUR    55.60
Deutsche Bank AG            8.20 12/20/2016   EUR    61.00
Deutsche Bank AG            4.20  9/20/2016   EUR    52.70
Deutsche Bank AG            8.20  9/20/2016   EUR    72.30
Deutsche Bank AG            4.20 12/20/2016   EUR    53.60
Deutsche Bank AG            8.20  6/21/2016   EUR    57.10
Deutsche Bank AG            4.20 12/20/2016   EUR    58.90
Commerzbank AG              6.00  6/23/2016   EUR    64.90
Notenstein La Roche Priva   3.00  7/17/2019   CHF    74.74
Commerzbank AG              9.00  3/24/2016   EUR    64.43
Commerzbank AG              9.50  6/23/2016   EUR    51.62
DZ Bank AG Deutsche Zentr   7.20  6/20/2016   EUR    57.04
Commerzbank AG             10.50  6/23/2016   EUR    64.39
Commerzbank AG             10.50  4/21/2016   EUR    62.46
Commerzbank AG              5.50  6/23/2016   EUR    47.32
DZ Bank AG Deutsche Zentr   7.80  3/21/2016   EUR    57.71
DZ Bank AG Deutsche Zentr   6.20  9/19/2016   EUR    56.37
DZ Bank AG Deutsche Zentr   7.90  3/21/2016   EUR    50.58
DZ Bank AG Deutsche Zentr   6.70  6/20/2016   EUR    52.67
HSBC Trinkaus & Burkhardt   3.85  7/22/2016   EUR    59.23
UBS AG                      5.50   7/8/2016   EUR    76.44
UBS AG                      5.00   7/8/2016   EUR    62.84
UBS AG                      8.50   7/8/2016   EUR    57.44
UBS AG                      4.80   7/8/2016   EUR    77.14
UBS AG                      7.00   7/8/2016   EUR    73.84
Vontobel Financial Produc   7.25  7/22/2016   EUR    63.02
Vontobel Financial Produc   6.50  7/22/2016   EUR    73.06
Deutsche Bank AG            3.20  6/21/2016   EUR    78.00
Deutsche Bank AG            3.20  6/21/2016   EUR    75.20
Deutsche Bank AG            3.20  7/20/2016   EUR    75.30
Deutsche Bank AG            3.20  9/20/2016   EUR    78.00
Deutsche Bank AG            3.20 10/26/2016   EUR    78.10
Deutsche Bank AG            3.20 11/23/2016   EUR    75.60
Deutsche Bank AG            3.20  6/21/2016   EUR    78.40
Deutsche Bank AG            3.20  9/20/2016   EUR    78.80
Deutsche Bank AG            3.20 11/23/2016   EUR    79.10
Vontobel Financial Produc   7.55  6/17/2016   EUR    69.87
Zurcher Kantonalbank Fina   7.50  7/14/2016   CHF    75.78
Societe Generale Effekten   9.02   8/8/2016   EUR    60.24
UniCredit Bank AG           5.00  6/23/2016   EUR    70.01
UniCredit Bank AG           4.65  6/23/2016   EUR    55.27
UniCredit Bank AG           4.15  6/23/2016   EUR    70.61
UniCredit Bank AG           4.75  6/23/2016   EUR    79.65
UniCredit Bank AG           4.70  6/23/2016   EUR    54.98
UniCredit Bank AG           4.50  6/23/2016   EUR    72.34
UniCredit Bank AG           4.45  6/23/2016   EUR    78.14
UniCredit Bank AG           4.00  6/23/2016   EUR    71.98
UniCredit Bank AG           4.30  6/23/2016   EUR    63.23
UniCredit Bank AG           4.80  6/23/2016   EUR    71.20
UniCredit Bank AG           4.50  6/23/2016   EUR    56.09
UniCredit Bank AG           4.05  6/23/2016   EUR    66.32
UniCredit Bank AG           4.10  6/23/2016   EUR    79.06
UniCredit Bank AG           4.40  6/23/2016   EUR    78.94
UniCredit Bank AG           4.35  6/23/2016   EUR    56.93
UniCredit Bank AG           4.80  6/23/2016   EUR    54.48
UniCredit Bank AG           4.00  6/23/2016   EUR    79.49
UniCredit Bank AG           4.50  6/23/2016   EUR    74.93
UniCredit Bank AG           4.05  6/23/2016   EUR    74.10
UniCredit Bank AG           4.30  6/23/2016   EUR    80.60
Credit Suisse AG/Nassau     6.13  7/17/2017   CHF    73.20
UniCredit Bank AG           4.55  6/23/2016   EUR    55.81
UniCredit Bank AG           4.45  6/23/2016   EUR    75.81
UniCredit Bank AG           4.30  6/23/2016   EUR    57.22
UniCredit Bank AG           4.10  6/23/2016   EUR    58.40
UniCredit Bank AG           4.35  6/23/2016   EUR    79.75
UniCredit Bank AG           4.25  6/23/2016   EUR    63.82
UniCredit Bank AG           4.50  6/23/2016   EUR    59.90
UniCredit Bank AG           5.00  6/23/2016   EUR    78.31
UniCredit Bank AG           4.40  6/23/2016   EUR    76.74
UniCredit Bank AG           4.50  6/23/2016   EUR    78.29
UniCredit Bank AG           4.10  6/23/2016   EUR    73.29
UniCredit Bank AG           4.00  6/23/2016   EUR    74.92
UniCredit Bank AG           4.40  6/23/2016   EUR    56.65
Commerzbank AG              6.75  6/23/2016   EUR    60.20
Commerzbank AG              5.50  6/23/2016   EUR    63.28
Commerzbank AG              9.75  6/23/2016   EUR    58.58
Commerzbank AG              8.00  6/23/2016   EUR    74.83
Commerzbank AG              7.75  6/23/2016   EUR    73.78
Commerzbank AG              7.00  6/23/2016   EUR    42.03
Commerzbank AG             11.00  6/23/2016   EUR    39.47
DZ Bank AG Deutsche Zentr   8.90  7/20/2016   EUR    64.56
DZ Bank AG Deutsche Zentr   8.25  6/24/2016   EUR    50.73
Bank Julius Baer & Co Ltd   7.30   8/2/2016   CHF    46.30
Deutsche Bank AG            5.50  6/21/2016   EUR    69.58
Deutsche Bank AG            7.50 12/20/2016   EUR    73.88
Deutsche Bank AG            7.50  6/21/2016   EUR    70.74
Deutsche Bank AG            5.50  3/22/2016   EUR    74.75
Deutsche Bank AG            5.50  6/21/2016   EUR    72.95
Deutsche Bank AG            7.50  6/21/2016   EUR    73.63
Deutsche Bank AG            7.50  9/20/2016   EUR    75.26
Deutsche Bank AG            5.50 12/20/2016   EUR    75.11
Deutsche Bank AG            7.50  6/21/2016   EUR    72.18
Deutsche Bank AG            5.50  6/21/2016   EUR    71.50
Deutsche Bank AG            5.50  9/20/2016   EUR    72.71
Deutsche Bank AG            7.50  9/20/2016   EUR    73.89
Deutsche Bank AG            5.50  9/20/2016   EUR    72.71
Deutsche Bank AG            5.50 12/20/2016   EUR    73.88
Deutsche Bank AG            5.50  3/22/2016   EUR    72.94
DZ Bank AG Deutsche Zentr   6.80  9/23/2016   EUR    73.31
DZ Bank AG Deutsche Zentr   8.90  6/24/2016   EUR    67.76
DZ Bank AG Deutsche Zentr  11.40  9/23/2016   EUR    66.78
DZ Bank AG Deutsche Zentr   8.90  9/23/2016   EUR    64.72
DZ Bank AG Deutsche Zentr   5.50  9/23/2016   EUR    66.30
DZ Bank AG Deutsche Zentr   7.40  6/24/2016   EUR    71.73
DZ Bank AG Deutsche Zentr   5.60  6/24/2016   EUR    65.40
DZ Bank AG Deutsche Zentr   5.90  9/23/2016   EUR    75.34
DZ Bank AG Deutsche Zentr   6.30  3/29/2016   EUR    76.36
DZ Bank AG Deutsche Zentr   4.90  3/29/2016   EUR    75.77
DZ Bank AG Deutsche Zentr   8.20  9/23/2016   EUR    70.01
Vontobel Financial Produc   6.30  8/26/2016   EUR    52.65
Vontobel Financial Produc   6.25  3/21/2016   EUR    75.04
Goldman Sachs & Co Wertpa   7.00  6/21/2017   EUR    75.01
Goldman Sachs & Co Wertpa  12.00  7/20/2016   EUR    63.58
Goldman Sachs & Co Wertpa  11.00  9/21/2016   EUR    64.69
Goldman Sachs & Co Wertpa   9.00  3/22/2017   EUR    66.97
Goldman Sachs & Co Wertpa   9.00  6/21/2017   EUR    67.47
Goldman Sachs & Co Wertpa   3.00  5/25/2016   EUR    51.21
Goldman Sachs & Co Wertpa   4.00  3/22/2017   EUR    54.24
Goldman Sachs & Co Wertpa  11.00  9/21/2016   EUR    57.17
Goldman Sachs & Co Wertpa   6.00  5/25/2016   EUR    52.02
Goldman Sachs & Co Wertpa   6.00  9/21/2016   EUR    53.73
Vontobel Financial Produc   6.50  7/22/2016   EUR    57.20
Goldman Sachs & Co Wertpa  10.00  3/22/2017   EUR    74.47
Goldman Sachs & Co Wertpa  10.00  6/21/2017   EUR    75.61
Goldman Sachs & Co Wertpa  19.00  7/20/2016   EUR    72.39
Goldman Sachs & Co Wertpa  21.00  7/20/2016   EUR    69.14
Goldman Sachs & Co Wertpa   4.00  8/24/2016   EUR    64.63
Goldman Sachs & Co Wertpa  13.00  3/22/2017   EUR    73.61
Goldman Sachs & Co Wertpa   7.00  7/20/2016   EUR    76.15
Goldman Sachs & Co Wertpa  21.00  8/24/2016   EUR    74.02
Goldman Sachs & Co Wertpa   7.00  4/20/2016   EUR    58.30
Goldman Sachs & Co Wertpa   6.00  6/22/2016   EUR    62.12
Goldman Sachs & Co Wertpa   6.00  8/24/2016   EUR    62.70
Goldman Sachs & Co Wertpa   8.00  7/20/2016   EUR    70.27
Goldman Sachs & Co Wertpa  13.00  7/20/2016   EUR    53.63
HSBC Trinkaus & Burkhardt  11.80  6/24/2016   EUR    70.38
HSBC Trinkaus & Burkhardt   7.30  9/23/2016   EUR    44.16
HSBC Trinkaus & Burkhardt  12.40  6/24/2016   EUR    66.09
HSBC Trinkaus & Burkhardt   7.80  6/24/2016   EUR    71.08
HSBC Trinkaus & Burkhardt  11.60  9/23/2016   EUR    67.60
HSBC Trinkaus & Burkhardt  11.30 12/23/2016   EUR    68.28
HSBC Trinkaus & Burkhardt  10.30 12/23/2016   EUR    69.23
HSBC Trinkaus & Burkhardt   7.20 12/23/2016   EUR    72.51
HSBC Trinkaus & Burkhardt   8.90  4/22/2016   EUR    70.07
HSBC Trinkaus & Burkhardt   7.80  2/26/2016   EUR    73.72
HSBC Trinkaus & Burkhardt   7.60  7/22/2016   EUR    74.05
HSBC Trinkaus & Burkhardt   9.10 12/23/2016   EUR    73.74
HSBC Trinkaus & Burkhardt  10.00  9/23/2016   EUR    64.74
HSBC Trinkaus & Burkhardt  10.20  4/22/2016   EUR    64.82
HSBC Trinkaus & Burkhardt   9.10  7/22/2016   EUR    65.36
HSBC Trinkaus & Burkhardt   6.70  3/24/2017   EUR    59.25
HSBC Trinkaus & Burkhardt   9.30  9/23/2016   EUR    69.98
HSBC Trinkaus & Burkhardt   9.60 12/23/2016   EUR    69.77
HSBC Trinkaus & Burkhardt   8.40  2/26/2016   EUR    74.28
HSBC Trinkaus & Burkhardt   6.40 12/23/2016   EUR    74.17
HSBC Trinkaus & Burkhardt   9.30 12/23/2016   EUR    73.54
HSBC Trinkaus & Burkhardt  11.70  2/26/2016   EUR    68.86
HSBC Trinkaus & Burkhardt   7.40  3/24/2017   EUR    59.45
HSBC Trinkaus & Burkhardt   9.70  7/22/2016   EUR    56.65
Credit Suisse AG/Nassau     6.30   1/3/2017   CHF    57.64
Deutsche Bank AG            3.20  7/20/2016   EUR    71.50
Deutsche Bank AG            3.20  8/24/2016   EUR    68.70
Deutsche Bank AG            3.20 11/23/2016   EUR    55.20
Deutsche Bank AG            3.20 12/20/2016   EUR    55.40
Deutsche Bank AG            3.20  9/20/2016   EUR    57.50
Deutsche Bank AG            3.20 12/20/2016   EUR    58.00
Deutsche Bank AG            3.20  8/24/2016   EUR    54.50
Deutsche Bank AG            3.20 12/20/2016   EUR    72.00
Deutsche Bank AG            3.20 12/20/2016   EUR    52.80
Deutsche Bank AG            3.20  7/20/2016   EUR    60.70
Deutsche Bank AG            3.20  7/20/2016   EUR    57.70
Deutsche Bank AG            3.20 10/26/2016   EUR    71.80
Deutsche Bank AG            3.20  7/20/2016   EUR    68.50
Deutsche Bank AG            3.20  9/20/2016   EUR    60.80
Deutsche Bank AG            3.20  7/20/2016   EUR    57.10
Deutsche Bank AG            3.20  6/21/2016   EUR    71.40
Deutsche Bank AG            3.20 11/23/2016   EUR    71.90
Deutsche Bank AG            3.20  9/20/2016   EUR    71.70
Deutsche Bank AG            3.20  7/20/2016   EUR    54.20
Deutsche Bank AG            3.20  8/24/2016   EUR    71.70
Deutsche Bank AG            3.20  6/21/2016   EUR    57.60
Deutsche Bank AG            4.20 11/23/2016   EUR    76.40
Deutsche Bank AG            4.20  9/20/2016   EUR    70.30
Deutsche Bank AG            4.20 10/26/2016   EUR    78.80
Deutsche Bank AG            4.20 12/20/2016   EUR    69.50
Deutsche Bank AG            4.20  8/24/2016   EUR    79.20
Deutsche Bank AG            4.20  6/21/2016   EUR    70.40
Deutsche Bank AG            4.20  9/20/2016   EUR    60.70
Deutsche Bank AG            4.20 10/26/2016   EUR    61.10
Deutsche Bank AG            4.20 11/23/2016   EUR    63.50
Deutsche Bank AG            4.20 11/23/2016   EUR    69.40
Deutsche Bank AG            4.20 12/20/2016   EUR    61.60
Deutsche Bank AG            4.20 12/20/2016   EUR    63.80
Deutsche Bank AG            4.20 11/23/2016   EUR    66.80
Deutsche Bank AG            4.20 11/23/2016   EUR    78.90
Deutsche Bank AG            4.20 10/26/2016   EUR    76.20
Deutsche Bank AG            8.20  6/21/2016   EUR    64.50
Deutsche Bank AG            8.20 10/26/2016   EUR    64.80
Deutsche Bank AG            8.20 12/20/2016   EUR    74.90
Deutsche Bank AG            4.20  6/21/2016   EUR    57.90
Deutsche Bank AG            8.20 11/23/2016   EUR    67.70
Deutsche Bank AG            8.20 10/26/2016   EUR    66.60
Deutsche Bank AG            8.20  9/20/2016   EUR    55.50
Deutsche Bank AG            8.20  9/20/2016   EUR    68.10
Deutsche Bank AG            4.20  9/20/2016   EUR    55.30
Deutsche Bank AG            8.20  6/21/2016   EUR    53.80
Deutsche Bank AG            4.20 11/23/2016   EUR    53.30
Deutsche Bank AG            8.20 10/26/2016   EUR    68.70
Deutsche Bank AG            8.20 11/23/2016   EUR    65.40
Deutsche Bank AG            8.20 12/20/2016   EUR    68.30
Deutsche Bank AG            8.20 11/23/2016   EUR    60.50
Deutsche Bank AG            8.20 12/20/2016   EUR    52.50
Deutsche Bank AG            8.20 11/23/2016   EUR    67.10
Deutsche Bank AG            8.20 11/23/2016   EUR    74.30
Deutsche Bank AG            8.20  9/20/2016   EUR    50.50
Deutsche Bank AG            8.20 12/20/2016   EUR    74.10
Deutsche Bank AG            8.20 12/20/2016   EUR    67.50
Deutsche Bank AG            4.20 10/26/2016   EUR    53.10
Deutsche Bank AG            4.20 11/23/2016   EUR    69.80
Deutsche Bank AG            8.20 12/20/2016   EUR    69.60
Deutsche Bank AG            8.20 11/23/2016   EUR    69.10
Deutsche Bank AG            8.20 10/26/2016   EUR    73.00
Deutsche Bank AG            4.20 11/23/2016   EUR    58.70
Deutsche Bank AG            4.20  9/20/2016   EUR    58.40
Deutsche Bank AG            8.20  9/20/2016   EUR    59.10
Deutsche Bank AG            8.20 11/23/2016   EUR    51.90
Vontobel Financial Produc   8.35  7/22/2016   EUR    77.59
Deutsche Bank AG            3.18   7/6/2016   EUR    60.10
Commerzbank AG             10.50  6/23/2016   EUR    51.31
Commerzbank AG              8.00  6/23/2016   EUR    69.55
Commerzbank AG              7.50  6/23/2016   EUR    65.00
Commerzbank AG              9.00  6/23/2016   EUR    54.39
DZ Bank AG Deutsche Zentr   8.60  3/21/2016   EUR    55.90
DZ Bank AG Deutsche Zentr   8.00  6/20/2016   EUR    55.53
Commerzbank AG              8.50  6/23/2016   EUR    63.52
DZ Bank AG Deutsche Zentr   5.70  9/19/2016   EUR    57.82
DZ Bank AG Deutsche Zentr   6.70  9/19/2016   EUR    54.92
DZ Bank AG Deutsche Zentr   5.30  6/20/2016   EUR    54.23
DZ Bank AG Deutsche Zentr   7.40  6/20/2016   EUR    51.88
UBS AG                      5.50 10/14/2016   EUR    71.93
UBS AG                      6.00   7/8/2016   EUR    73.41
UBS AG                      5.30   7/8/2016   EUR    62.65
UBS AG                      5.50 10/14/2016   EUR    76.10
UBS AG                      6.50   7/8/2016   EUR    60.85
Vontobel Financial Produc   6.00  7/22/2016   EUR    72.20
Vontobel Financial Produc   6.50  7/22/2016   EUR    74.90
Vontobel Financial Produc   8.45  7/22/2016   EUR    72.94
Deutsche Bank AG            3.20  7/20/2016   EUR    78.00
Deutsche Bank AG            3.20  8/24/2016   EUR    78.00
Deutsche Bank AG            3.20  8/24/2016   EUR    75.40
Deutsche Bank AG            3.20  9/20/2016   EUR    75.40
Deutsche Bank AG            3.20 10/26/2016   EUR    75.60
Deutsche Bank AG            3.20 11/23/2016   EUR    78.10
Deutsche Bank AG            3.20 12/20/2016   EUR    78.20
Deutsche Bank AG            3.20 12/20/2016   EUR    75.70
Deutsche Bank AG            3.20  7/20/2016   EUR    78.50
Deutsche Bank AG            3.20  8/24/2016   EUR    78.70
Deutsche Bank AG            3.20 10/26/2016   EUR    78.90
Deutsche Bank AG            3.20 12/20/2016   EUR    79.20
Vontobel Financial Produc   8.95  6/13/2016   EUR    67.12
Leonteq Securities AG/Gue   5.14   7/6/2016   EUR    72.40
Societe Generale Effekten   5.21   8/8/2016   EUR    59.87
UniCredit Bank AG           7.00  6/23/2016   EUR    68.23
UniCredit Bank AG           4.00  6/23/2016   EUR    59.01
UniCredit Bank AG           4.10  6/23/2016   EUR    71.29
UniCredit Bank AG           5.00  6/23/2016   EUR    58.49
UniCredit Bank AG           4.20  6/23/2016   EUR    64.42
UniCredit Bank AG           4.25  6/23/2016   EUR    78.66
UniCredit Bank AG           4.85  6/23/2016   EUR    54.22
UniCredit Bank AG           4.45  6/23/2016   EUR    56.36
UniCredit Bank AG           4.00  6/23/2016   EUR    58.81
UniCredit Bank AG           4.35  6/23/2016   EUR    62.64
UniCredit Bank AG           4.05  6/23/2016   EUR    58.70
UniCredit Bank AG           4.15  6/23/2016   EUR    65.05
UniCredit Bank AG           4.50  6/23/2016   EUR    77.35
UniCredit Bank AG           4.20  6/23/2016   EUR    57.80
UniCredit Bank AG           4.25  6/23/2016   EUR    81.42
UniCredit Bank AG           6.00  6/23/2016   EUR    69.11
UniCredit Bank AG           4.20  6/23/2016   EUR    69.92
UniCredit Bank AG           4.25  6/23/2016   EUR    69.25
UniCredit Bank AG           5.50  6/23/2016   EUR    57.20
UniCredit Bank AG           4.55  6/23/2016   EUR    74.97
UniCredit Bank AG           4.10  6/23/2016   EUR    65.68
UniCredit Bank AG           4.00  6/23/2016   EUR    66.97
UniCredit Bank AG           4.60  6/23/2016   EUR    74.29
UniCredit Bank AG           4.15  6/23/2016   EUR    58.10
UniCredit Bank AG           4.00  6/23/2016   EUR    61.35
UniCredit Bank AG           4.90  6/23/2016   EUR    53.97
UniCredit Bank AG           4.75  6/23/2016   EUR    54.74
UniCredit Bank AG           4.60  6/23/2016   EUR    55.54
UniCredit Bank AG           4.60  6/23/2016   EUR    77.89
UniCredit Bank AG           4.25  6/23/2016   EUR    57.51
UniCredit Bank AG           4.30  6/23/2016   EUR    68.60
Credit Suisse AG/London     5.00  7/13/2016   CHF    69.29
Commerzbank AG             10.75  6/23/2016   EUR    75.58
Commerzbank AG              8.75  6/23/2016   EUR    57.97
Commerzbank AG              7.50  6/23/2016   EUR    60.78
Commerzbank AG              8.75  6/23/2016   EUR    73.16
Commerzbank AG             10.25  6/23/2016   EUR    72.08
Commerzbank AG             10.00  6/23/2016   EUR    71.10
Commerzbank AG              5.25  6/23/2016   EUR    43.67
Commerzbank AG              9.00  6/23/2016   EUR    40.67
DZ Bank AG Deutsche Zentr   5.90  7/20/2016   EUR    57.74
DZ Bank AG Deutsche Zentr   6.80  7/20/2016   EUR    53.24
DZ Bank AG Deutsche Zentr   6.75  9/23/2016   EUR    51.90
UBS AG                     11.02  3/17/2016   USD    22.02
UBS AG                      9.76  3/30/2016   USD    23.71
Zurcher Kantonalbank Fina   7.52  7/29/2016   CHF    61.09
Bank Julius Baer & Co Ltd   9.00   8/2/2016   EUR    53.85
Deutsche Bank AG            7.50 12/20/2016   EUR    74.18
Deutsche Bank AG            7.50  3/22/2016   EUR    61.00
Deutsche Bank AG            5.50  3/22/2016   EUR    74.75
Deutsche Bank AG            7.50  6/21/2016   EUR    73.63
Deutsche Bank AG            5.50  6/21/2016   EUR    72.95
Deutsche Bank AG            7.50  9/20/2016   EUR    75.26
Deutsche Bank AG            5.50  9/20/2016   EUR    74.08
Deutsche Bank AG            5.50 12/20/2016   EUR    75.11
Deutsche Bank AG            5.50 12/20/2016   EUR    54.80
Deutsche Bank AG            5.50  3/22/2016   EUR    72.94
Deutsche Bank AG            7.50  3/22/2016   EUR    73.12
Deutsche Bank AG            5.50  6/21/2016   EUR    71.50
Deutsche Bank AG            7.50  6/21/2016   EUR    72.18
Deutsche Bank AG            5.50  9/20/2016   EUR    72.71
Deutsche Bank AG            7.50  9/20/2016   EUR    73.89
Deutsche Bank AG            7.50  9/20/2016   EUR    67.22
Deutsche Bank AG            7.50  9/20/2016   EUR    63.15
Deutsche Bank AG            7.50  9/20/2016   EUR    54.32
DZ Bank AG Deutsche Zentr   8.50  9/23/2016   EUR    69.59
DZ Bank AG Deutsche Zentr   6.00  9/23/2016   EUR    72.59
DZ Bank AG Deutsche Zentr   6.90  9/23/2016   EUR    72.86
DZ Bank AG Deutsche Zentr   6.30  6/24/2016   EUR    55.55
DZ Bank AG Deutsche Zentr   9.00  9/23/2016   EUR    56.45
Goldman Sachs & Co Wertpa   8.00  6/21/2017   EUR    76.30
Goldman Sachs & Co Wertpa   7.00  3/22/2017   EUR    74.98
Goldman Sachs & Co Wertpa   9.00  3/22/2017   EUR    66.97
Goldman Sachs & Co Wertpa   5.00  4/20/2016   EUR    51.82
EFG International Finance   6.21  7/22/2019   EUR    70.70
Goldman Sachs & Co Wertpa   8.00  8/24/2016   EUR    76.18
Goldman Sachs & Co Wertpa  12.00  3/22/2017   EUR    72.84
Goldman Sachs & Co Wertpa  11.00  6/21/2017   EUR    73.25
Goldman Sachs & Co Wertpa  25.00  3/23/2016   EUR    68.82
Goldman Sachs & Co Wertpa  15.00  5/25/2016   EUR    75.02
Goldman Sachs & Co Wertpa   6.00  3/22/2017   EUR    79.11
Goldman Sachs & Co Wertpa   6.00  5/25/2016   EUR    61.82
Goldman Sachs & Co Wertpa   8.00  5/25/2016   EUR    59.08
Goldman Sachs & Co Wertpa   6.00  7/20/2016   EUR    62.40
Goldman Sachs & Co Wertpa   8.00  8/24/2016   EUR    70.83
Goldman Sachs & Co Wertpa  24.00  3/23/2016   EUR    46.58
Goldman Sachs & Co Wertpa   6.00  4/20/2016   EUR    57.99
HSBC Trinkaus & Burkhardt   8.40  9/23/2016   EUR    71.74
HSBC Trinkaus & Burkhardt   7.90  9/23/2016   EUR    71.32
HSBC Trinkaus & Burkhardt   8.90  7/22/2016   EUR    69.83
HSBC Trinkaus & Burkhardt   7.20  4/22/2016   EUR    74.56
HSBC Trinkaus & Burkhardt   8.00 12/23/2016   EUR    75.09
HSBC Trinkaus & Burkhardt   8.50  4/22/2016   EUR    74.09
HSBC Trinkaus & Burkhardt   8.20  7/22/2016   EUR    74.72
HSBC Trinkaus & Burkhardt   7.10  3/24/2017   EUR    67.43
HSBC Trinkaus & Burkhardt  10.40 12/23/2016   EUR    56.02
HSBC Trinkaus & Burkhardt   8.20 12/23/2016   EUR    57.28
HSBC Trinkaus & Burkhardt   8.50  7/22/2016   EUR    55.88
HSBC Trinkaus & Burkhardt  10.30 12/23/2016   EUR    74.06
HSBC Trinkaus & Burkhardt  10.80  6/24/2016   EUR    68.92
HSBC Trinkaus & Burkhardt   6.50  3/24/2017   EUR    72.44
HSBC Trinkaus & Burkhardt   7.80  4/22/2016   EUR    72.25
HSBC Trinkaus & Burkhardt   8.40  7/22/2016   EUR    70.82
HSBC Trinkaus & Burkhardt   8.20 12/23/2016   EUR    72.43
HSBC Trinkaus & Burkhardt  10.50 12/23/2016   EUR    72.43
HSBC Trinkaus & Burkhardt   7.50  3/24/2017   EUR    75.50
HSBC Trinkaus & Burkhardt  10.40  4/22/2016   EUR    71.39
HSBC Trinkaus & Burkhardt   9.40  7/22/2016   EUR    72.65
HSBC Trinkaus & Burkhardt   8.80 12/23/2016   EUR    57.89
HSBC Trinkaus & Burkhardt   6.50 12/23/2016   EUR    59.93
HSBC Trinkaus & Burkhardt   9.40  4/22/2016   EUR    54.43
Vontobel Financial Produc   8.85  6/24/2016   EUR    69.28
Vontobel Financial Produc   5.35  9/23/2016   EUR    74.11
Vontobel Financial Produc   7.70  9/23/2016   EUR    70.85
Vontobel Financial Produc   9.00  9/23/2016   EUR    69.44
Vontobel Financial Produc  12.55  6/24/2016   EUR    57.45
Notenstein La Roche Priva   5.00  8/14/2017   CHF    73.38
Vontobel Financial Produc   5.90  12/9/2016   EUR    62.01
Vontobel Financial Produc   8.70  12/9/2016   EUR    59.95
Vontobel Financial Produc  10.70  12/9/2016   EUR    58.99
Vontobel Financial Produc  10.55  6/24/2016   EUR    67.67
Vontobel Financial Produc   8.30  6/24/2016   EUR    60.37
Vontobel Financial Produc  12.70  12/9/2016   EUR    58.25
Vontobel Financial Produc  14.75  12/9/2016   EUR    57.74
Vontobel Financial Produc   7.45  9/23/2016   EUR    61.44
Leonteq Securities AG       5.20  8/14/2017   CHF    72.73
Leonteq Securities AG       8.20 11/14/2016   CHF    76.58
UBS AG/London               9.50   8/5/2016   USD    62.15
Vontobel Financial Produc   5.45  9/23/2016   EUR    70.42
UBS AG                     10.00  8/12/2016   EUR    55.60
Societe Generale Effekten   3.14   8/8/2016   EUR    64.33
DekaBank Deutsche Girozen   4.75  1/20/2017   EUR    53.67
LBBW                        3.40  9/28/2018   EUR    65.93
Credit Suisse AG/Nassau     6.00  8/18/2017   CHF    69.42
DZ Bank AG Deutsche Zentr   7.70  3/21/2016   EUR    49.64
DZ Bank AG Deutsche Zentr   4.90  9/19/2016   EUR    64.06
Commerzbank AG             11.00  7/22/2016   EUR    55.15
Commerzbank AG              8.50  7/22/2016   EUR    73.81
Commerzbank AG              6.50  7/22/2016   EUR    77.33
Commerzbank AG              5.50  7/22/2016   EUR    77.05
DZ Bank AG Deutsche Zentr   6.40  9/19/2016   EUR    52.71
Vontobel Financial Produc   7.50  8/26/2016   EUR    49.29
Vontobel Financial Produc   7.50  8/26/2016   EUR    61.60
Zurcher Kantonalbank Fina   6.00  8/18/2016   EUR    57.22
LBBW                        3.60 12/23/2016   EUR    47.04
LBBW                        3.35  2/24/2017   EUR    66.91
Bank Julius Baer & Co Ltd  12.30  8/18/2016   CHF    63.85
Bank Julius Baer & Co Ltd   6.00  8/18/2016   EUR    75.10
DZ Bank AG Deutsche Zentr   5.25  8/26/2016   EUR    72.72
DZ Bank AG Deutsche Zentr  11.00  9/23/2016   EUR    63.84
DZ Bank AG Deutsche Zentr   5.25  8/26/2016   EUR    74.78
DZ Bank AG Deutsche Zentr   6.75  8/26/2016   EUR    60.78
DZ Bank AG Deutsche Zentr   5.25  8/26/2016   EUR    75.21
Notenstein La Roche Priva   7.00  8/11/2017   CHF    61.57
Credit Suisse AG/London    10.00  8/29/2016   USD    43.96
HSBC Trinkaus & Burkhardt   3.65  9/16/2016   EUR    58.16
Credit Suisse AG/Nassau     5.00  2/20/2017   CHF    74.58
Vontobel Financial Produc  11.80  3/29/2016   EUR    48.52
Vontobel Financial Produc   6.40 12/23/2016   EUR    76.29
Vontobel Financial Produc   8.05 12/23/2016   EUR    54.13
Vontobel Financial Produc   4.45 12/23/2016   EUR    57.66
Vontobel Financial Produc   7.75 12/23/2016   EUR    64.66
Vontobel Financial Produc   5.30  8/26/2016   EUR    73.13
Vontobel Financial Produc  12.50 12/23/2016   EUR    67.79
Vontobel Financial Produc   9.50 12/23/2016   EUR    69.14
Vontobel Financial Produc   6.50 12/23/2016   EUR    70.84
Bank Julius Baer & Co Ltd  11.20  8/11/2016   USD    71.75
Zurcher Kantonalbank Fina   8.52  8/19/2016   CHF    71.39
Zurcher Kantonalbank Fina  10.28  8/19/2016   CHF    68.26
Zurcher Kantonalbank Fina   7.92  8/19/2016   EUR    59.65
Leonteq Securities AG       6.10  8/12/2016   CHF    73.26
Credit Suisse AG/London     8.00  8/19/2016   USD    56.13
Credit Suisse AG/London     7.00  2/20/2017   CHF    64.43
Vontobel Financial Produc   7.90  3/29/2016   EUR    57.18
Vontobel Financial Produc   7.60  6/24/2016   EUR    56.10
Vontobel Financial Produc   6.60  9/23/2016   EUR    57.38
Vontobel Financial Produc   9.20  9/23/2016   EUR    54.55
Vontobel Financial Produc  12.25  9/23/2016   EUR    52.61
Vontobel Financial Produc  13.95  3/29/2016   EUR    68.47
Vontobel Financial Produc   9.00  3/29/2016   EUR    73.13
Vontobel Financial Produc   8.10  6/24/2016   EUR    73.76
Vontobel Financial Produc  11.85  6/24/2016   EUR    70.15
Vontobel Financial Produc  10.00  9/23/2016   EUR    71.95
Vontobel Financial Produc   8.25 12/23/2016   EUR    73.86
Bank Julius Baer & Co Ltd   4.00  8/21/2017   CHF    75.60
Bank Julius Baer & Co Ltd   5.00  8/21/2017   CHF    74.50
DZ Bank AG Deutsche Zentr   3.45  8/25/2017   EUR    66.16
Notenstein La Roche Priva   6.40  8/14/2017   CHF    74.90
Goldman Sachs & Co Wertpa  11.00  8/24/2016   EUR    52.67
Goldman Sachs & Co Wertpa  11.00  8/24/2016   EUR    52.67
Goldman Sachs & Co Wertpa  11.00  9/21/2016   EUR    53.52
Goldman Sachs & Co Wertpa   9.00  3/22/2017   EUR    56.57
Goldman Sachs & Co Wertpa   9.00  3/22/2017   EUR    56.57
Goldman Sachs & Co Wertpa   9.00  3/22/2017   EUR    56.57
Goldman Sachs & Co Wertpa   9.00  6/21/2017   EUR    58.54
Goldman Sachs & Co Wertpa   9.00  6/21/2017   EUR    58.56
Goldman Sachs & Co Wertpa   9.00  6/21/2017   EUR    58.56
Goldman Sachs & Co Wertpa   9.00  3/23/2016   EUR    71.75
Goldman Sachs & Co Wertpa   4.00  4/20/2016   EUR    71.33
Goldman Sachs & Co Wertpa   9.00  4/20/2016   EUR    72.11
Goldman Sachs & Co Wertpa   3.00  5/25/2016   EUR    70.86
Goldman Sachs & Co Wertpa   4.00  5/25/2016   EUR    71.11
Goldman Sachs & Co Wertpa   3.00  6/22/2016   EUR    68.59
Goldman Sachs & Co Wertpa   5.00  7/20/2016   EUR    69.26
Goldman Sachs & Co Wertpa   8.00  7/20/2016   EUR    70.47
Goldman Sachs & Co Wertpa   9.00  7/20/2016   EUR    70.88
Goldman Sachs & Co Wertpa   4.00  8/24/2016   EUR    68.75
Goldman Sachs & Co Wertpa   8.00  8/24/2016   EUR    70.75
Goldman Sachs & Co Wertpa   9.00  8/24/2016   EUR    71.25
Goldman Sachs & Co Wertpa   4.00  9/21/2016   EUR    68.69
Goldman Sachs & Co Wertpa   8.00  9/21/2016   EUR    70.99
Goldman Sachs & Co Wertpa   9.00  9/21/2016   EUR    71.56
Goldman Sachs & Co Wertpa   3.00 12/21/2016   EUR    67.90
Goldman Sachs & Co Wertpa   7.00 12/21/2016   EUR    71.19
Goldman Sachs & Co Wertpa   4.00  3/22/2017   EUR    68.77
Goldman Sachs & Co Wertpa   5.00  3/22/2017   EUR    69.84
Goldman Sachs & Co Wertpa   7.00  3/22/2017   EUR    71.97
Goldman Sachs & Co Wertpa   7.00  3/22/2017   EUR    71.97
Goldman Sachs & Co Wertpa   4.00  6/21/2017   EUR    67.17
Goldman Sachs & Co Wertpa   5.00  6/21/2017   EUR    68.48
Goldman Sachs & Co Wertpa   8.00  6/21/2017   EUR    72.43
Goldman Sachs & Co Wertpa  11.00  3/23/2016   EUR    54.57
Goldman Sachs & Co Wertpa  11.00  3/23/2016   EUR    54.57
Goldman Sachs & Co Wertpa  11.00  4/20/2016   EUR    55.44
Goldman Sachs & Co Wertpa  12.00  5/25/2016   EUR    56.19
Goldman Sachs & Co Wertpa  11.00  6/22/2016   EUR    56.81
Goldman Sachs & Co Wertpa  11.00  6/22/2016   EUR    56.81
Goldman Sachs & Co Wertpa  10.00  9/21/2016   EUR    58.63
Goldman Sachs & Co Wertpa   3.00  3/22/2017   EUR    55.64
Vontobel Financial Produc   5.15  3/29/2016   EUR    75.31
Vontobel Financial Produc   8.00  6/24/2016   EUR    71.94
Vontobel Financial Produc   6.80  9/23/2016   EUR    73.23
Vontobel Financial Produc  19.20  3/29/2016   EUR    49.73
Vontobel Financial Produc  18.25  3/29/2016   EUR    58.82
Vontobel Financial Produc  11.80  9/23/2016   EUR    63.94
Vontobel Financial Produc  10.00 12/23/2016   EUR    57.61
Vontobel Financial Produc   8.10 12/23/2016   EUR    58.46
Commerzbank AG              4.25  3/24/2016   EUR    63.34
Commerzbank AG              6.00  3/24/2016   EUR    59.76
Commerzbank AG              8.00  3/24/2016   EUR    56.61
Commerzbank AG             10.75  3/24/2016   EUR    53.96
Commerzbank AG             13.75  3/24/2016   EUR    51.53
Commerzbank AG              5.25  6/23/2016   EUR    62.48
Commerzbank AG              7.00  6/23/2016   EUR    59.59
Commerzbank AG              8.75  6/23/2016   EUR    57.04
Commerzbank AG             11.00  6/23/2016   EUR    55.05
Commerzbank AG             13.25  6/23/2016   EUR    53.23
Bank J Safra Sarasin AG/G   7.00  2/13/2017   CHF    69.39
Commerzbank AG              4.50   9/9/2016   EUR    69.37
Notenstein La Roche Priva   3.10  8/28/2019   CHF    76.09
Notenstein La Roche Priva   4.30  8/21/2018   CHF    67.51
Notenstein La Roche Priva   6.80  2/21/2017   CHF    75.92
Notenstein La Roche Priva   6.20  2/21/2017   EUR    60.71
Notenstein La Roche Priva   5.90  8/21/2018   CHF    74.08
Notenstein La Roche Priva   5.30  8/21/2017   CHF    74.27
Notenstein La Roche Priva   4.10  8/21/2017   CHF    75.76
UBS AG/London               5.00  8/13/2018   CHF    74.38
UBS AG/London               6.50  8/12/2016   CHF    73.32
Leonteq Securities AG      16.20 11/21/2016   CHF    65.76
Leonteq Securities AG       9.00 11/21/2016   USD    69.21
Vontobel Financial Produc   7.95  3/29/2016   EUR    74.10
Bank Julius Baer & Co Ltd   6.00   7/1/2016   CHF    68.10
Bank Julius Baer & Co Ltd  10.70   7/1/2016   CHF    67.80
UBS AG                      7.50  6/24/2016   EUR    75.13
Goldman Sachs & Co Wertpa  18.00  4/20/2016   EUR    68.02
Goldman Sachs & Co Wertpa  10.00  5/25/2016   EUR    74.80
Goldman Sachs & Co Wertpa  21.00  5/25/2016   EUR    65.54
Goldman Sachs & Co Wertpa  13.00  3/22/2017   EUR    74.18
Goldman Sachs & Co Wertpa  12.00  6/21/2017   EUR    74.12
Goldman Sachs & Co Wertpa  25.00  5/25/2016   EUR    65.57
Goldman Sachs & Co Wertpa  22.00  7/20/2016   EUR    68.20
Goldman Sachs & Co Wertpa  19.00  9/21/2016   EUR    70.31
Goldman Sachs & Co Wertpa  14.00  3/22/2017   EUR    74.40
Goldman Sachs & Co Wertpa  19.00  5/25/2016   EUR    59.48
Goldman Sachs & Co Wertpa  25.00  4/20/2016   EUR    55.84
Goldman Sachs & Co Wertpa  19.00  9/21/2016   EUR    61.69
Goldman Sachs & Co Wertpa   6.00 12/21/2016   EUR    73.16
Goldman Sachs & Co Wertpa   6.00  3/22/2017   EUR    73.89
Goldman Sachs & Co Wertpa  10.00  3/22/2017   EUR    68.91
Goldman Sachs & Co Wertpa  14.00  3/22/2017   EUR    65.69
Goldman Sachs & Co Wertpa   6.00  6/21/2017   EUR    73.47
Goldman Sachs & Co Wertpa  10.00  6/21/2017   EUR    69.89
Goldman Sachs & Co Wertpa  20.00  4/20/2016   EUR    69.01
Goldman Sachs & Co Wertpa  15.00  9/21/2016   EUR    75.02
Goldman Sachs & Co Wertpa   3.00  2/24/2016   EUR    70.03
Goldman Sachs & Co Wertpa   3.00  4/20/2016   EUR    69.23
Goldman Sachs & Co Wertpa   3.00  5/25/2016   EUR    72.26
Goldman Sachs & Co Wertpa   4.00  5/25/2016   EUR    69.49
Goldman Sachs & Co Wertpa   3.00  7/20/2016   EUR    72.04
Goldman Sachs & Co Wertpa   8.00  7/20/2016   EUR    61.35
Goldman Sachs & Co Wertpa   3.00  9/21/2016   EUR    71.88
Goldman Sachs & Co Wertpa   4.00 12/21/2016   EUR    70.18
Goldman Sachs & Co Wertpa   6.00  3/22/2017   EUR    66.05
Goldman Sachs & Co Wertpa   7.00  3/22/2017   EUR    65.10
Goldman Sachs & Co Wertpa  10.00  3/22/2017   EUR    61.14
Goldman Sachs & Co Wertpa   4.00  6/21/2017   EUR    70.75
Goldman Sachs & Co Wertpa   4.00  6/21/2017   EUR    72.96
Goldman Sachs & Co Wertpa   6.00  6/21/2017   EUR    67.09
Goldman Sachs & Co Wertpa   7.00  6/21/2017   EUR    66.46
Goldman Sachs & Co Wertpa  10.00  6/21/2017   EUR    63.45
Goldman Sachs & Co Wertpa  13.00  6/21/2017   EUR    61.75
Goldman Sachs & Co Wertpa  19.00  6/22/2016   EUR    73.71
Goldman Sachs & Co Wertpa  14.00  9/21/2016   EUR    70.53
Goldman Sachs & Co Wertpa   6.00  6/21/2017   EUR    79.18
Goldman Sachs & Co Wertpa   8.00  6/21/2017   EUR    78.35
Goldman Sachs & Co Wertpa  12.00  6/21/2017   EUR    74.55
Goldman Sachs & Co Wertpa   8.00  3/22/2017   EUR    77.66
Goldman Sachs & Co Wertpa  13.00  3/22/2017   EUR    73.65
Goldman Sachs & Co Wertpa  21.00  4/20/2016   EUR    74.96
Goldman Sachs & Co Wertpa  22.00  6/22/2016   EUR    74.57
Goldman Sachs & Co Wertpa   8.00  2/24/2016   EUR    58.61
Goldman Sachs & Co Wertpa  22.00  2/24/2016   EUR    48.04
Goldman Sachs & Co Wertpa   4.00  3/23/2016   EUR    64.66
Goldman Sachs & Co Wertpa  20.00  3/23/2016   EUR    48.43
Goldman Sachs & Co Wertpa   6.00  4/20/2016   EUR    61.46
Goldman Sachs & Co Wertpa  13.00  4/20/2016   EUR    53.56
Goldman Sachs & Co Wertpa  19.00  4/20/2016   EUR    49.83
Goldman Sachs & Co Wertpa  22.00  4/20/2016   EUR    48.26
Goldman Sachs & Co Wertpa   5.00  5/25/2016   EUR    65.13
Goldman Sachs & Co Wertpa   9.00  5/25/2016   EUR    59.33
Goldman Sachs & Co Wertpa  20.00  5/25/2016   EUR    51.86
Goldman Sachs & Co Wertpa   9.00  6/22/2016   EUR    59.92
Goldman Sachs & Co Wertpa  13.00  6/22/2016   EUR    55.70
Goldman Sachs & Co Wertpa  21.00  6/22/2016   EUR    51.70
Goldman Sachs & Co Wertpa  20.00  7/20/2016   EUR    52.88
Goldman Sachs & Co Wertpa   5.00  9/21/2016   EUR    65.60
Goldman Sachs & Co Wertpa  10.00  9/21/2016   EUR    59.49
Goldman Sachs & Co Wertpa  15.00  9/21/2016   EUR    55.34
Goldman Sachs & Co Wertpa  17.00  9/21/2016   EUR    54.52
Goldman Sachs & Co Wertpa   5.00  3/22/2017   EUR    66.47
Goldman Sachs & Co Wertpa   7.00  3/22/2017   EUR    63.04
Goldman Sachs & Co Wertpa   8.00  3/22/2017   EUR    61.60
Goldman Sachs & Co Wertpa  13.00  3/22/2017   EUR    58.53
Goldman Sachs & Co Wertpa   4.00  6/21/2017   EUR    67.62
Goldman Sachs & Co Wertpa   6.00  6/21/2017   EUR    64.63
Goldman Sachs & Co Wertpa   7.00  6/21/2017   EUR    63.40
Goldman Sachs & Co Wertpa   8.00  6/21/2017   EUR    62.33
Goldman Sachs & Co Wertpa  10.00  6/21/2017   EUR    62.73
Goldman Sachs & Co Wertpa  24.00  2/24/2016   EUR    54.66
Goldman Sachs & Co Wertpa  22.00  3/23/2016   EUR    58.51
Goldman Sachs & Co Wertpa  18.00  4/20/2016   EUR    62.00
Goldman Sachs & Co Wertpa  19.00  5/25/2016   EUR    61.73
Goldman Sachs & Co Wertpa  21.00  7/20/2016   EUR    61.42
Goldman Sachs & Co Wertpa   7.00  3/22/2017   EUR    75.20
Goldman Sachs & Co Wertpa  15.00  3/22/2017   EUR    68.29
Goldman Sachs & Co Wertpa   8.00  6/21/2017   EUR    75.15
Goldman Sachs & Co Wertpa  10.00  6/21/2017   EUR    71.11
Goldman Sachs & Co Wertpa  20.00  4/20/2016   EUR    45.73
Goldman Sachs & Co Wertpa   4.00  6/22/2016   EUR    60.86
Goldman Sachs & Co Wertpa   5.00  9/21/2016   EUR    58.90
Goldman Sachs & Co Wertpa   4.00 12/21/2016   EUR    62.16
Goldman Sachs & Co Wertpa   5.00  6/21/2017   EUR    61.30
Goldman Sachs & Co Wertpa   8.00  5/25/2016   EUR    74.33
Goldman Sachs & Co Wertpa  10.00  5/25/2016   EUR    74.83
Goldman Sachs & Co Wertpa   9.00  7/20/2016   EUR    75.84
Goldman Sachs & Co Wertpa   8.00  5/25/2016   EUR    75.82
Goldman Sachs & Co Wertpa   3.00  2/24/2016   EUR    67.26
Goldman Sachs & Co Wertpa   3.00  3/23/2016   EUR    66.22
Goldman Sachs & Co Wertpa   4.00  4/20/2016   EUR    66.46
Goldman Sachs & Co Wertpa   4.00  7/20/2016   EUR    65.33
Goldman Sachs & Co Wertpa   5.00 12/21/2016   EUR    66.54
Goldman Sachs & Co Wertpa   7.00 12/21/2016   EUR    68.19
Goldman Sachs & Co Wertpa   7.00 12/21/2016   EUR    68.19
Goldman Sachs & Co Wertpa   5.00  3/22/2017   EUR    67.03
Goldman Sachs & Co Wertpa   7.00  3/22/2017   EUR    69.17
Goldman Sachs & Co Wertpa   5.00  6/21/2017   EUR    66.34
Goldman Sachs & Co Wertpa   7.00  6/21/2017   EUR    68.97
Goldman Sachs & Co Wertpa   8.00  6/21/2017   EUR    70.28
Goldman Sachs & Co Wertpa   3.00  3/23/2016   EUR    54.35
Goldman Sachs & Co Wertpa   4.00  4/20/2016   EUR    54.78
Goldman Sachs & Co Wertpa   4.00  7/20/2016   EUR    55.54
Goldman Sachs & Co Wertpa   5.00  7/20/2016   EUR    55.95
Goldman Sachs & Co Wertpa   8.00  7/20/2016   EUR    57.16
Goldman Sachs & Co Wertpa   6.00 12/21/2016   EUR    58.58
Goldman Sachs & Co Wertpa   9.00 12/21/2016   EUR    61.04
Goldman Sachs & Co Wertpa   9.00 12/21/2016   EUR    61.04
Goldman Sachs & Co Wertpa   5.00  3/22/2017   EUR    58.70
Goldman Sachs & Co Wertpa   6.00  3/22/2017   EUR    59.77
Goldman Sachs & Co Wertpa   6.00  6/21/2017   EUR    60.85
Goldman Sachs & Co Wertpa   8.00  6/21/2017   EUR    63.48
Goldman Sachs & Co Wertpa  11.00  2/24/2016   EUR    55.55
Goldman Sachs & Co Wertpa  11.00  3/23/2016   EUR    55.07
Goldman Sachs & Co Wertpa   7.00  4/20/2016   EUR    55.25
Goldman Sachs & Co Wertpa  10.00  4/20/2016   EUR    55.71
Goldman Sachs & Co Wertpa  10.00  4/20/2016   EUR    55.71
Goldman Sachs & Co Wertpa   6.00  5/25/2016   EUR    55.50
Goldman Sachs & Co Wertpa  11.00  5/25/2016   EUR    56.76
Goldman Sachs & Co Wertpa   5.00  6/22/2016   EUR    55.53
Goldman Sachs & Co Wertpa  11.00  6/22/2016   EUR    57.49
Goldman Sachs & Co Wertpa  10.00  7/20/2016   EUR    57.79
Goldman Sachs & Co Wertpa   5.00  9/21/2016   EUR    56.24
Goldman Sachs & Co Wertpa   7.00  9/21/2016   EUR    57.39
Goldman Sachs & Co Wertpa  10.00  9/21/2016   EUR    59.11
Goldman Sachs & Co Wertpa   6.00 12/21/2016   EUR    57.86
Goldman Sachs & Co Wertpa   8.00 12/21/2016   EUR    59.50
Goldman Sachs & Co Wertpa   7.00  3/22/2017   EUR    59.70
Goldman Sachs & Co Wertpa   8.00  3/22/2017   EUR    60.76
Goldman Sachs & Co Wertpa   6.00  6/21/2017   EUR    58.62
Goldman Sachs & Co Wertpa   8.00  6/21/2017   EUR    61.24
Goldman Sachs & Co Wertpa   8.00  6/21/2017   EUR    61.24
Goldman Sachs & Co Wertpa   3.00  2/24/2016   EUR    49.88
Goldman Sachs & Co Wertpa  12.00  3/23/2016   EUR    49.53
Goldman Sachs & Co Wertpa  12.00  3/23/2016   EUR    49.53
Goldman Sachs & Co Wertpa   3.00  4/20/2016   EUR    49.07
Goldman Sachs & Co Wertpa  10.00  4/20/2016   EUR    50.16
Goldman Sachs & Co Wertpa  11.00  4/20/2016   EUR    50.32
Goldman Sachs & Co Wertpa   7.00  5/25/2016   EUR    49.87
Goldman Sachs & Co Wertpa  10.00  5/25/2016   EUR    50.63
Goldman Sachs & Co Wertpa   4.00  6/22/2016   EUR    49.46
Goldman Sachs & Co Wertpa   4.00  7/20/2016   EUR    49.72
Goldman Sachs & Co Wertpa  11.00  7/20/2016   EUR    52.54
Goldman Sachs & Co Wertpa  10.00  9/21/2016   EUR    53.66
Goldman Sachs & Co Wertpa   7.00 12/21/2016   EUR    53.52
Goldman Sachs & Co Wertpa   8.00 12/21/2016   EUR    54.34
Goldman Sachs & Co Wertpa   9.00 12/21/2016   EUR    55.16
Goldman Sachs & Co Wertpa   9.00 12/21/2016   EUR    55.16
Goldman Sachs & Co Wertpa   5.00  3/22/2017   EUR    52.97
Goldman Sachs & Co Wertpa   7.00  3/22/2017   EUR    55.11
Goldman Sachs & Co Wertpa   8.00  3/22/2017   EUR    56.18
Goldman Sachs & Co Wertpa   8.00  3/22/2017   EUR    56.18
Goldman Sachs & Co Wertpa   8.00  6/21/2017   EUR    57.33
Goldman Sachs & Co Wertpa   8.00  6/21/2017   EUR    57.33
Notenstein La Roche Priva   6.20   1/6/2017   CHF    72.36
Bank Julius Baer & Co Ltd   6.00   7/5/2016   EUR    72.10
Vontobel Financial Produc   7.55  7/22/2016   EUR    50.35
Landesbank Hessen-Thuerin   4.00  7/31/2019   EUR    66.31
Vontobel Financial Produc   7.55  7/22/2016   EUR    50.68
Credit Suisse AG/London     8.25   7/6/2016   USD    55.72
Deutsche Bank AG            6.50  3/22/2016   EUR    71.80
Deutsche Bank AG            4.50  9/20/2016   EUR    70.10
Deutsche Bank AG            4.50  3/22/2016   EUR    71.60
Deutsche Bank AG            6.50  9/20/2016   EUR    77.50
Deutsche Bank AG            6.50  6/21/2016   EUR    77.40
Deutsche Bank AG            4.50  6/21/2016   EUR    76.70
Deutsche Bank AG            4.50 12/20/2016   EUR    70.30
Deutsche Bank AG            6.50  6/21/2016   EUR    58.50
Deutsche Bank AG            4.50  9/20/2016   EUR    53.80
Deutsche Bank AG            6.50  9/20/2016   EUR    59.90
Deutsche Bank AG            4.50 12/20/2016   EUR    54.70
Deutsche Bank AG            4.50  9/20/2016   EUR    58.70
Deutsche Bank AG            6.50  3/22/2016   EUR    53.00
Deutsche Bank AG            4.50  6/21/2016   EUR    54.20
Deutsche Bank AG            6.50 12/20/2016   EUR    61.70
Deutsche Bank AG            4.50  9/20/2016   EUR    59.00
Deutsche Bank AG            4.50 12/20/2016   EUR    60.00
Deutsche Bank AG            4.50 12/20/2016   EUR    56.40
Deutsche Bank AG            6.50  6/21/2016   EUR    54.90
Deutsche Bank AG            6.50  6/21/2016   EUR    58.70
Vontobel Financial Produc   8.00  7/22/2016   EUR    52.94
Deutsche Bank AG            4.50  3/22/2016   EUR    58.10
Deutsche Bank AG            6.50  9/20/2016   EUR    56.50
Deutsche Bank AG            8.20  9/20/2016   EUR    72.30
Deutsche Bank AG            8.20  6/21/2016   EUR    54.00
Deutsche Bank AG            8.20 12/20/2016   EUR    57.80
Deutsche Bank AG            8.20  3/22/2016   EUR    54.60
Deutsche Bank AG            8.20  9/20/2016   EUR    57.50
Deutsche Bank AG            5.50  6/22/2016   EUR    62.70
Deutsche Bank AG            4.50  6/22/2016   EUR    58.30
Deutsche Bank AG            6.50  6/22/2016   EUR    59.00
Deutsche Bank AG            4.50  6/22/2016   EUR    54.80
Deutsche Bank AG            6.50  6/22/2016   EUR    55.50
Deutsche Bank AG            5.50  6/22/2016   EUR    55.10
Deutsche Bank AG            6.50  9/20/2016   EUR    64.30
Deutsche Bank AG            4.50  9/20/2016   EUR    59.30
Deutsche Bank AG            6.50  9/20/2016   EUR    57.00
Deutsche Bank AG            6.50 12/20/2016   EUR    65.40
Deutsche Bank AG            5.50 12/20/2016   EUR    64.60
Deutsche Bank AG            6.50 12/20/2016   EUR    61.70
Deutsche Bank AG            5.50 12/20/2016   EUR    57.60
Deutsche Bank AG            4.50 12/20/2016   EUR    56.70
Deutsche Bank AG            5.50  6/22/2016   EUR    77.00
Deutsche Bank AG            6.50  6/22/2016   EUR    77.30
Deutsche Bank AG            6.50  6/22/2016   EUR    73.90
Deutsche Bank AG            4.50  6/22/2016   EUR    70.00
Deutsche Bank AG            5.50  6/22/2016   EUR    70.40
Deutsche Bank AG            4.50  9/20/2016   EUR    77.00
Deutsche Bank AG            4.50  9/20/2016   EUR    73.90
Deutsche Bank AG            6.50  9/20/2016   EUR    72.00
Deutsche Bank AG            8.20  6/21/2016   EUR    71.10
Deutsche Bank AG            5.50  9/20/2016   EUR    72.30
Deutsche Bank AG            4.50  9/20/2016   EUR    71.70
Deutsche Bank AG            6.50  9/20/2016   EUR    72.90
Deutsche Bank AG            4.50 12/20/2016   EUR    72.40
Deutsche Bank AG            4.50  6/22/2016   EUR    72.60
Deutsche Bank AG            6.50 12/20/2016   EUR    76.20
Deutsche Bank AG            5.50 12/20/2016   EUR    72.50
Deutsche Bank AG            6.50  6/21/2016   EUR    71.30
Deutsche Bank AG            4.50  9/20/2016   EUR    71.40
Deutsche Bank AG            4.50 12/20/2016   EUR    70.40
Vontobel Financial Produc   4.10  6/24/2016   EUR    72.46
Commerzbank AG              8.00  6/23/2016   EUR    75.34
Commerzbank AG              6.50  6/23/2016   EUR    71.72
Commerzbank AG              8.00  4/21/2016   EUR    70.25
DZ Bank AG Deutsche Zentr   7.20  6/20/2016   EUR    74.89
Deutsche Bank AG            5.00  7/15/2016   EUR    55.02
Bank Julius Baer & Co Ltd   8.90  6/30/2016   USD    35.50
Bank Julius Baer & Co Ltd  11.70  6/30/2016   USD    50.10
Bank Julius Baer & Co Ltd   8.25  6/30/2016   USD    62.35
Vontobel Financial Produc   7.60  9/23/2016   EUR    72.83
Vontobel Financial Produc   8.75  6/24/2016   EUR    71.47
Vontobel Financial Produc   7.10  6/24/2016   EUR    55.61
Vontobel Financial Produc   6.65  3/29/2016   EUR    73.25
Vontobel Financial Produc   6.60  6/24/2016   EUR    68.13
Vontobel Financial Produc   8.35  6/24/2016   EUR    74.09
Bank Julius Baer & Co Ltd  12.50   7/8/2016   USD    64.90
Vontobel Financial Produc  10.55  3/29/2016   EUR    62.80
DZ Bank AG Deutsche Zentr   8.40  3/21/2016   EUR    73.55
DZ Bank AG Deutsche Zentr   6.40  6/20/2016   EUR    75.78
DZ Bank AG Deutsche Zentr   6.80  3/21/2016   EUR    53.57
DZ Bank AG Deutsche Zentr   5.90  6/20/2016   EUR    56.61
DZ Bank AG Deutsche Zentr   7.10  6/20/2016   EUR    55.28
DZ Bank AG Deutsche Zentr   6.30  3/21/2016   EUR    58.07
DZ Bank AG Deutsche Zentr   6.00  6/20/2016   EUR    59.47
DZ Bank AG Deutsche Zentr   5.80  9/19/2016   EUR    72.80
DZ Bank AG Deutsche Zentr   6.60  9/19/2016   EUR    71.25
DZ Bank AG Deutsche Zentr   5.00  9/19/2016   EUR    52.33
DZ Bank AG Deutsche Zentr   7.50  3/21/2016   EUR    65.41
DZ Bank AG Deutsche Zentr   6.00  3/21/2016   EUR    50.85
DZ Bank AG Deutsche Zentr   5.75  6/20/2016   EUR    52.19
HSBC Trinkaus & Burkhardt  10.90  6/24/2016   EUR    69.79
HSBC Trinkaus & Burkhardt   9.40  9/23/2016   EUR    71.55
HSBC Trinkaus & Burkhardt   9.00  5/27/2016   EUR    71.63
HSBC Trinkaus & Burkhardt   7.20  5/27/2016   EUR    73.57
HSBC Trinkaus & Burkhardt   6.90 12/23/2016   EUR    66.50
HSBC Trinkaus & Burkhardt   6.40  9/23/2016   EUR    61.91
HSBC Trinkaus & Burkhardt   8.60  2/26/2016   EUR    57.41
HSBC Trinkaus & Burkhardt   9.60  9/23/2016   EUR    74.65
HSBC Trinkaus & Burkhardt   9.70  9/23/2016   EUR    67.96
HSBC Trinkaus & Burkhardt   9.40  2/26/2016   EUR    71.32
HSBC Trinkaus & Burkhardt   6.30  2/26/2016   EUR    73.88
HSBC Trinkaus & Burkhardt  11.70  9/23/2016   EUR    70.84
HSBC Trinkaus & Burkhardt   9.70  2/26/2016   EUR    71.47
HSBC Trinkaus & Burkhardt  11.30  9/23/2016   EUR    55.41
HSBC Trinkaus & Burkhardt  10.00  5/27/2016   EUR    55.42
HSBC Trinkaus & Burkhardt   8.30  6/24/2016   EUR    68.66
HSBC Trinkaus & Burkhardt   9.20 12/23/2016   EUR    68.25
HSBC Trinkaus & Burkhardt   6.40 12/23/2016   EUR    71.99
HSBC Trinkaus & Burkhardt   6.30  4/22/2016   EUR    72.65
HSBC Trinkaus & Burkhardt  11.80  5/27/2016   EUR    64.66
HSBC Trinkaus & Burkhardt   8.80  9/23/2016   EUR    51.14
HSBC Trinkaus & Burkhardt   6.30  6/24/2016   EUR    81.36
HSBC Trinkaus & Burkhardt  13.60  9/23/2016   EUR    70.01
HSBC Trinkaus & Burkhardt   6.20  3/25/2016   EUR    67.57
HSBC Trinkaus & Burkhardt   6.90  9/23/2016   EUR    67.31
HSBC Trinkaus & Burkhardt  14.00  2/26/2016   EUR    58.54
HSBC Trinkaus & Burkhardt  10.10  3/25/2016   EUR    65.18
HSBC Trinkaus & Burkhardt   9.70  6/24/2016   EUR    52.11
HSBC Trinkaus & Burkhardt   8.20  6/24/2016   EUR    54.75
Commerzbank AG              4.00  6/23/2016   EUR    76.69
Commerzbank AG              4.75  6/23/2016   EUR    75.32
Commerzbank AG              6.50  6/23/2016   EUR    72.86
Commerzbank AG              8.25  6/23/2016   EUR    70.63
Commerzbank AG              6.00  6/23/2016   EUR    74.91
Commerzbank AG              7.75  6/23/2016   EUR    72.58
Commerzbank AG              6.50  6/23/2016   EUR    76.38
Commerzbank AG              8.25  6/23/2016   EUR    74.05
Commerzbank AG              4.50  6/23/2016   EUR    61.02
Commerzbank AG              5.00  6/23/2016   EUR    60.52
Commerzbank AG              5.75  6/23/2016   EUR    59.54
Commerzbank AG              6.00  6/23/2016   EUR    59.00
Commerzbank AG              6.75  6/23/2016   EUR    58.09
Commerzbank AG              7.75  6/23/2016   EUR    57.29
Commerzbank AG              4.25  6/23/2016   EUR    72.40
Commerzbank AG              5.00  6/23/2016   EUR    71.36
Commerzbank AG              6.50  6/23/2016   EUR    69.22
Commerzbank AG              8.25  6/23/2016   EUR    67.35
Commerzbank AG              7.50  6/23/2016   EUR    54.80
Commerzbank AG              9.25  6/23/2016   EUR    53.32
Commerzbank AG              5.50  6/23/2016   EUR    72.68
Commerzbank AG              7.25  6/23/2016   EUR    69.58
Commerzbank AG              8.25  6/23/2016   EUR    68.18
Commerzbank AG              9.25  6/23/2016   EUR    66.85
Commerzbank AG              4.50  6/23/2016   EUR    78.81
Commerzbank AG              6.25  6/23/2016   EUR    75.60
Commerzbank AG              7.25  6/23/2016   EUR    73.94
Commerzbank AG              9.25  6/23/2016   EUR    71.30
Commerzbank AG              5.25  6/23/2016   EUR    74.75
Commerzbank AG              4.50  6/23/2016   EUR    58.44
Commerzbank AG              4.25  6/23/2016   EUR    71.44
Commerzbank AG              5.50  6/23/2016   EUR    68.86
Commerzbank AG              6.25  6/23/2016   EUR    67.66
Commerzbank AG              8.50  6/23/2016   EUR    64.46
Commerzbank AG              4.50  6/23/2016   EUR    52.66
Commerzbank AG              7.75  6/23/2016   EUR    49.57
Commerzbank AG              4.50  6/23/2016   EUR    60.71
Commerzbank AG              6.75  6/23/2016   EUR    56.72
Commerzbank AG              8.75  6/23/2016   EUR    54.62
Commerzbank AG              6.25  6/23/2016   EUR    66.76
Commerzbank AG              7.75  6/23/2016   EUR    64.68
Commerzbank AG              9.50  6/23/2016   EUR    62.80
Commerzbank AG              9.00  5/26/2016   EUR    68.26
Credit Suisse AG/Nassau     7.50  1/10/2017   CHF    75.51
Goldman Sachs & Co Wertpa   7.00  7/20/2016   EUR    71.63
Goldman Sachs & Co Wertpa   8.00  6/21/2017   EUR    76.30
Goldman Sachs & Co Wertpa   8.00  6/21/2017   EUR    76.30
Goldman Sachs & Co Wertpa   4.00  2/24/2016   EUR    75.24
Goldman Sachs & Co Wertpa  11.00  7/20/2016   EUR    63.18
Goldman Sachs & Co Wertpa   4.00 12/21/2016   EUR    56.93
Goldman Sachs & Co Wertpa   3.00  5/25/2016   EUR    52.09
Goldman Sachs & Co Wertpa   3.00  6/22/2016   EUR    52.24
Goldman Sachs & Co Wertpa   4.00  2/24/2016   EUR    47.62
Goldman Sachs & Co Wertpa   6.00  3/22/2017   EUR    51.94
Commerzbank AG             11.75  6/23/2016   EUR    61.12
Commerzbank AG             15.25  6/23/2016   EUR    56.78
Commerzbank AG             15.75  6/23/2016   EUR    62.76
Commerzbank AG              7.50  6/23/2016   EUR    55.71
Commerzbank AG             11.50  6/23/2016   EUR    68.51
Commerzbank AG             12.00  6/23/2016   EUR    69.49
Commerzbank AG             13.50  6/23/2016   EUR    73.70
Commerzbank AG              7.75  6/23/2016   EUR    81.19
Commerzbank AG             11.25  6/23/2016   EUR    74.48
Commerzbank AG              8.50  6/23/2016   EUR    71.65
Commerzbank AG             12.50  6/23/2016   EUR    66.50
Commerzbank AG             10.25  6/23/2016   EUR    76.64
Goldman Sachs & Co Wertpa  11.00  3/22/2017   EUR    67.95
Bank Julius Baer & Co Ltd   5.80   7/4/2016   CHF    75.30
Commerzbank AG              8.75  6/23/2016   EUR    66.72
Leonteq Securities AG      10.00 10/13/2016   CHF    61.07
Leonteq Securities AG       8.00 10/13/2016   CHF    72.75
LBBW                        3.00  2/26/2016   EUR    67.04
LBBW                        2.50 12/23/2016   EUR    67.62
LBBW                        3.50 12/23/2016   EUR    65.18
LBBW                        4.00  2/26/2016   EUR    77.10
LBBW                        3.00 12/23/2016   EUR    72.19
LBBW                        4.00 12/23/2016   EUR    70.30
LBBW                        3.00 12/23/2016   EUR    74.96
LBBW                        3.00  2/26/2016   EUR    79.62
LBBW                        3.00  2/26/2016   EUR    75.74
LBBW                        4.00  2/26/2016   EUR    52.69
LBBW                        3.00 12/23/2016   EUR    56.98
LBBW                        2.50 12/23/2016   EUR    60.84
LBBW                        3.00  2/26/2016   EUR    58.98
LBBW                        4.00 12/23/2016   EUR    61.50
LBBW                        3.00  2/26/2016   EUR    53.99
Notenstein La Roche Priva   7.30  1/10/2017   EUR    77.04
UBS AG/London               5.50   7/3/2017   CHF    68.90
Zurcher Kantonalbank Fina  11.06   7/1/2016   CHF    61.81
Vontobel Financial Produc   3.70   9/9/2016   EUR    55.08
Vontobel Financial Produc   2.50   9/9/2016   EUR    57.28
Vontobel Financial Produc   3.65  6/10/2016   EUR    41.63
Vontobel Financial Produc   5.35   9/9/2016   EUR    40.14
Vontobel Financial Produc   5.70   9/9/2016   EUR    59.64
Vontobel Financial Produc   4.35   9/9/2016   EUR    61.93
Vontobel Financial Produc   6.30  6/10/2016   EUR    58.84
Vontobel Financial Produc   4.80  3/11/2016   EUR    57.37
Vontobel Financial Produc   5.80  6/30/2016   EUR    76.48
Vontobel Financial Produc   5.10   9/9/2016   EUR    57.70
Vontobel Financial Produc   7.00  6/17/2016   EUR    58.31
Leonteq Securities AG      10.00  7/13/2016   EUR    55.38
UBS AG/London               7.00   7/3/2017   CHF    73.14
Commerzbank AG             10.75  6/23/2016   EUR    71.47
Commerzbank AG              7.00  6/23/2016   EUR    74.79
Commerzbank AG             11.00  6/23/2016   EUR    69.22
Commerzbank AG              8.25  6/23/2016   EUR    52.29
Commerzbank AG             10.00  6/23/2016   EUR    50.90
Vontobel Financial Produc   4.65  9/16/2016   EUR    68.84
Vontobel Financial Produc   4.35   9/9/2016   EUR    55.63
Landesbank Hessen-Thuerin   3.00 10/31/2016   EUR    64.20
WGZ-Bank AG Westdeutsche    4.00 12/19/2016   EUR    69.62
Deutsche Bank AG            3.20  8/24/2016   EUR    65.70
Deutsche Bank AG            3.20 10/26/2016   EUR    71.30
Deutsche Bank AG            3.20  9/20/2016   EUR    68.50
Deutsche Bank AG            3.20  7/20/2016   EUR    68.30
Deutsche Bank AG            3.20  8/24/2016   EUR    68.40
Deutsche Bank AG            3.20  9/20/2016   EUR    64.70
Deutsche Bank AG            3.20 12/20/2016   EUR    68.70
Deutsche Bank AG            3.20 11/23/2016   EUR    68.60
Deutsche Bank AG            3.20  7/20/2016   EUR    59.70
Deutsche Bank AG            3.20  8/24/2016   EUR    64.60
Deutsche Bank AG            3.20 11/23/2016   EUR    65.10
Deutsche Bank AG            3.20  9/20/2016   EUR    60.10
Deutsche Bank AG            3.20  7/20/2016   EUR    64.40
LBBW                        4.70  7/22/2016   EUR    55.24
Bank Julius Baer & Co Ltd   7.80   7/1/2016   CHF    72.45
Vontobel Financial Produc   5.60  6/24/2016   EUR    73.29
Credit Suisse AG/London     7.25   7/1/2016   CHF    50.14
UBS AG                      5.00  6/24/2016   EUR    58.57
UBS AG                      6.50  6/24/2016   EUR    74.78
Goldman Sachs & Co Wertpa  21.00  4/20/2016   EUR    65.79
Goldman Sachs & Co Wertpa  17.00  9/21/2016   EUR    73.75
Goldman Sachs & Co Wertpa  21.00  2/24/2016   EUR    70.70
Goldman Sachs & Co Wertpa  18.00  4/20/2016   EUR    72.74
Goldman Sachs & Co Wertpa  25.00  4/20/2016   EUR    65.16
Goldman Sachs & Co Wertpa  23.00  6/22/2016   EUR    66.83
Goldman Sachs & Co Wertpa  16.00 12/21/2016   EUR    72.55
Goldman Sachs & Co Wertpa  15.00  5/25/2016   EUR    62.95
Goldman Sachs & Co Wertpa  24.00  5/25/2016   EUR    56.87
Goldman Sachs & Co Wertpa  21.00  7/20/2016   EUR    59.28
Goldman Sachs & Co Wertpa   8.00 12/21/2016   EUR    69.70
Goldman Sachs & Co Wertpa  16.00 12/21/2016   EUR    63.92
Goldman Sachs & Co Wertpa   8.00  3/22/2017   EUR    71.18
Goldman Sachs & Co Wertpa   8.00  6/21/2017   EUR    71.46
Goldman Sachs & Co Wertpa  13.00  6/21/2017   EUR    66.67
Goldman Sachs & Co Wertpa  25.00  2/24/2016   EUR    66.76
Goldman Sachs & Co Wertpa   3.00  2/24/2016   EUR    73.37
Goldman Sachs & Co Wertpa   3.00  3/23/2016   EUR    69.04
Goldman Sachs & Co Wertpa   3.00  3/23/2016   EUR    72.27
Goldman Sachs & Co Wertpa   3.00  4/20/2016   EUR    72.35
Goldman Sachs & Co Wertpa   3.00  6/22/2016   EUR    72.09
Goldman Sachs & Co Wertpa   4.00  7/20/2016   EUR    69.61
Goldman Sachs & Co Wertpa   7.00  7/20/2016   EUR    63.19
Goldman Sachs & Co Wertpa  21.00  7/20/2016   EUR    53.08
Goldman Sachs & Co Wertpa   4.00  9/21/2016   EUR    69.81
Goldman Sachs & Co Wertpa   3.00 12/21/2016   EUR    71.81
Goldman Sachs & Co Wertpa   7.00 12/21/2016   EUR    63.63
Goldman Sachs & Co Wertpa  16.00 12/21/2016   EUR    57.89
Goldman Sachs & Co Wertpa   4.00  3/22/2017   EUR    72.83
Goldman Sachs & Co Wertpa   4.00  3/22/2017   EUR    70.51
Goldman Sachs & Co Wertpa   5.00  3/22/2017   EUR    67.10
Goldman Sachs & Co Wertpa   8.00  3/22/2017   EUR    62.40
Goldman Sachs & Co Wertpa   6.00  6/21/2017   EUR    69.12
Goldman Sachs & Co Wertpa   8.00  6/21/2017   EUR    64.11
Goldman Sachs & Co Wertpa  20.00  2/24/2016   EUR    73.44
Goldman Sachs & Co Wertpa  22.00  7/20/2016   EUR    72.20
Goldman Sachs & Co Wertpa  15.00  4/20/2016   EUR    69.47
Goldman Sachs & Co Wertpa   9.00  5/25/2016   EUR    75.73
Goldman Sachs & Co Wertpa  10.00  6/21/2017   EUR    74.71
Goldman Sachs & Co Wertpa   9.00  3/22/2017   EUR    75.36
Goldman Sachs & Co Wertpa  23.00  5/25/2016   EUR    73.23
Goldman Sachs & Co Wertpa   4.00  2/24/2016   EUR    65.91
Goldman Sachs & Co Wertpa  15.00  2/24/2016   EUR    52.80
Goldman Sachs & Co Wertpa  18.00  2/24/2016   EUR    50.30
Goldman Sachs & Co Wertpa   6.00  3/23/2016   EUR    61.07
Goldman Sachs & Co Wertpa  24.00  3/23/2016   EUR    46.71
Goldman Sachs & Co Wertpa   4.00  4/20/2016   EUR    64.82
Goldman Sachs & Co Wertpa  10.00  4/20/2016   EUR    55.79
Goldman Sachs & Co Wertpa   7.00  5/25/2016   EUR    62.07
Goldman Sachs & Co Wertpa  23.00  5/25/2016   EUR    50.59
Goldman Sachs & Co Wertpa  18.00  6/22/2016   EUR    52.73
Goldman Sachs & Co Wertpa  15.00  7/20/2016   EUR    55.05
Goldman Sachs & Co Wertpa   4.00  9/21/2016   EUR    68.49
Goldman Sachs & Co Wertpa   6.00  9/21/2016   EUR    62.94
Goldman Sachs & Co Wertpa   4.00 12/21/2016   EUR    68.58
Goldman Sachs & Co Wertpa  15.00 12/21/2016   EUR    57.12
Goldman Sachs & Co Wertpa   4.00  3/22/2017   EUR    68.45
Goldman Sachs & Co Wertpa   6.00  3/22/2017   EUR    64.66
Goldman Sachs & Co Wertpa   9.00  3/22/2017   EUR    60.33
Goldman Sachs & Co Wertpa   5.00  6/21/2017   EUR    66.04
Goldman Sachs & Co Wertpa  13.00  6/21/2017   EUR    60.88
Goldman Sachs & Co Wertpa  21.00  4/20/2016   EUR    60.23
Goldman Sachs & Co Wertpa  15.00  5/25/2016   EUR    65.46
Goldman Sachs & Co Wertpa   6.00  3/22/2017   EUR    76.77
Goldman Sachs & Co Wertpa   8.00  3/22/2017   EUR    73.76
Goldman Sachs & Co Wertpa  10.00  3/22/2017   EUR    71.15
Goldman Sachs & Co Wertpa   6.00  6/21/2017   EUR    77.41
Goldman Sachs & Co Wertpa   7.00  6/21/2017   EUR    76.26
Goldman Sachs & Co Wertpa  10.00  6/21/2017   EUR    73.22
Goldman Sachs & Co Wertpa  13.00  6/21/2017   EUR    69.22
Goldman Sachs & Co Wertpa   9.00  4/20/2016   EUR    52.78
Goldman Sachs & Co Wertpa   3.00  9/21/2016   EUR    64.36
Goldman Sachs & Co Wertpa   3.00  3/22/2017   EUR    64.95
Goldman Sachs & Co Wertpa   7.00  3/22/2017   EUR    57.94
Goldman Sachs & Co Wertpa   4.00  6/21/2017   EUR    62.80
Goldman Sachs & Co Wertpa  10.00  5/25/2016   EUR    74.83
Goldman Sachs & Co Wertpa   8.00  7/20/2016   EUR    75.44
Goldman Sachs & Co Wertpa   9.00  7/20/2016   EUR    75.84
Goldman Sachs & Co Wertpa  10.00  5/25/2016   EUR    76.32
Goldman Sachs & Co Wertpa   4.00  5/25/2016   EUR    65.21
Goldman Sachs & Co Wertpa   4.00  6/22/2016   EUR    65.24
Goldman Sachs & Co Wertpa   7.00  7/20/2016   EUR    66.54
Goldman Sachs & Co Wertpa   6.00 12/21/2016   EUR    67.37
Goldman Sachs & Co Wertpa   8.00 12/21/2016   EUR    69.01
Goldman Sachs & Co Wertpa   6.00  3/22/2017   EUR    68.10
Goldman Sachs & Co Wertpa   7.00  3/22/2017   EUR    69.17
Goldman Sachs & Co Wertpa   8.00  3/22/2017   EUR    70.24
Goldman Sachs & Co Wertpa   6.00  6/21/2017   EUR    67.65
Goldman Sachs & Co Wertpa   7.00  6/21/2017   EUR    68.97
Goldman Sachs & Co Wertpa   8.00  6/21/2017   EUR    70.28
Goldman Sachs & Co Wertpa   3.00  2/24/2016   EUR    55.09
Goldman Sachs & Co Wertpa   4.00  2/24/2016   EUR    55.09
Goldman Sachs & Co Wertpa   4.00  4/20/2016   EUR    54.78
Goldman Sachs & Co Wertpa   4.00  5/25/2016   EUR    55.08
Goldman Sachs & Co Wertpa   4.00  6/22/2016   EUR    55.27
Goldman Sachs & Co Wertpa   6.00  7/20/2016   EUR    56.35
Goldman Sachs & Co Wertpa  10.00  7/20/2016   EUR    57.97
Goldman Sachs & Co Wertpa   6.00 12/21/2016   EUR    58.57
Goldman Sachs & Co Wertpa   6.00  3/22/2017   EUR    59.77
Goldman Sachs & Co Wertpa   7.00  3/22/2017   EUR    60.84
Goldman Sachs & Co Wertpa   8.00  3/22/2017   EUR    61.91
Goldman Sachs & Co Wertpa   8.00  3/22/2017   EUR    61.91
Goldman Sachs & Co Wertpa   5.00  6/21/2017   EUR    59.54
Goldman Sachs & Co Wertpa   7.00  6/21/2017   EUR    62.17
Goldman Sachs & Co Wertpa   8.00  6/21/2017   EUR    63.48
Goldman Sachs & Co Wertpa   8.00  6/21/2017   EUR    63.48
Goldman Sachs & Co Wertpa   3.00  2/24/2016   EUR    55.50
Goldman Sachs & Co Wertpa  10.00  2/24/2016   EUR    55.54
Goldman Sachs & Co Wertpa  11.00  2/24/2016   EUR    55.55
Goldman Sachs & Co Wertpa   3.00  3/23/2016   EUR    54.44
Goldman Sachs & Co Wertpa  10.00  3/23/2016   EUR    54.99
Goldman Sachs & Co Wertpa   4.00  4/20/2016   EUR    54.78
Goldman Sachs & Co Wertpa   5.00  4/20/2016   EUR    54.93
Goldman Sachs & Co Wertpa   4.00  5/25/2016   EUR    55.00
Goldman Sachs & Co Wertpa   7.00  5/25/2016   EUR    55.76
Goldman Sachs & Co Wertpa  10.00  5/25/2016   EUR    56.51
Goldman Sachs & Co Wertpa  11.00  5/25/2016   EUR    56.76
Goldman Sachs & Co Wertpa   8.00  6/22/2016   EUR    56.51
Goldman Sachs & Co Wertpa  10.00  6/22/2016   EUR    57.16
Goldman Sachs & Co Wertpa  11.00  6/22/2016   EUR    57.49
Goldman Sachs & Co Wertpa  10.00  7/20/2016   EUR    57.79
Goldman Sachs & Co Wertpa  10.00  7/20/2016   EUR    57.79
Goldman Sachs & Co Wertpa   6.00  9/21/2016   EUR    56.81
Goldman Sachs & Co Wertpa  10.00  9/21/2016   EUR    59.11
Goldman Sachs & Co Wertpa   9.00 12/21/2016   EUR    60.33
Goldman Sachs & Co Wertpa   9.00 12/21/2016   EUR    60.33
Goldman Sachs & Co Wertpa   5.00  3/22/2017   EUR    57.56
Goldman Sachs & Co Wertpa   6.00  3/22/2017   EUR    58.63
Goldman Sachs & Co Wertpa   8.00  3/22/2017   EUR    60.76
Goldman Sachs & Co Wertpa   8.00  3/22/2017   EUR    60.76
Goldman Sachs & Co Wertpa   7.00  6/21/2017   EUR    59.93
Goldman Sachs & Co Wertpa   7.00  6/21/2017   EUR    59.93
Goldman Sachs & Co Wertpa   8.00  6/21/2017   EUR    61.24
Goldman Sachs & Co Wertpa   3.00  3/23/2016   EUR    48.82
Goldman Sachs & Co Wertpa   8.00  4/20/2016   EUR    49.85
Goldman Sachs & Co Wertpa  11.00  4/20/2016   EUR    50.32
Goldman Sachs & Co Wertpa  11.00  4/20/2016   EUR    50.32
Goldman Sachs & Co Wertpa   4.00  5/25/2016   EUR    49.12
Goldman Sachs & Co Wertpa   8.00  7/20/2016   EUR    51.33
Goldman Sachs & Co Wertpa  10.00  7/20/2016   EUR    52.14
Goldman Sachs & Co Wertpa  10.00  7/20/2016   EUR    52.14
Goldman Sachs & Co Wertpa  11.00  7/20/2016   EUR    52.54
Goldman Sachs & Co Wertpa   4.00  9/21/2016   EUR    50.21
Goldman Sachs & Co Wertpa   7.00  9/21/2016   EUR    51.93
Goldman Sachs & Co Wertpa   8.00  9/21/2016   EUR    52.51
Goldman Sachs & Co Wertpa  10.00  9/21/2016   EUR    53.66
Goldman Sachs & Co Wertpa  10.00  9/21/2016   EUR    53.66
Goldman Sachs & Co Wertpa   4.00 12/21/2016   EUR    51.06
Goldman Sachs & Co Wertpa   8.00 12/21/2016   EUR    54.34
Goldman Sachs & Co Wertpa   9.00 12/21/2016   EUR    55.16
Goldman Sachs & Co Wertpa   7.00  3/22/2017   EUR    55.11
Goldman Sachs & Co Wertpa   8.00  3/22/2017   EUR    56.18
Goldman Sachs & Co Wertpa   8.00  3/22/2017   EUR    56.18
Goldman Sachs & Co Wertpa   5.00  6/21/2017   EUR    53.39
Goldman Sachs & Co Wertpa   7.00  6/21/2017   EUR    56.01
Goldman Sachs & Co Wertpa   7.00  6/21/2017   EUR    56.01
Goldman Sachs & Co Wertpa   8.00  6/21/2017   EUR    57.33
Goldman Sachs & Co Wertpa   8.00  6/21/2017   EUR    57.33
UBS AG/London               9.25  6/26/2017   CHF    64.72
Bank Julius Baer & Co Ltd   8.20   7/5/2016   USD    63.75
Vontobel Financial Produc   6.95  7/22/2016   EUR    69.79
Deutsche Bank AG            6.50 12/20/2016   EUR    77.80
Deutsche Bank AG            4.50  6/21/2016   EUR    74.40
Deutsche Bank AG            4.50  6/21/2016   EUR    69.80
Deutsche Bank AG            6.50  9/20/2016   EUR    71.30
Deutsche Bank AG            6.50 12/20/2016   EUR    72.00
Deutsche Bank AG            6.50  6/21/2016   EUR    75.00
Deutsche Bank AG            6.50  3/22/2016   EUR    79.60
Deutsche Bank AG            6.50  6/21/2016   EUR    70.50
Deutsche Bank AG            4.50  9/20/2016   EUR    76.30
Deutsche Bank AG            4.50  3/22/2016   EUR    79.50
Deutsche Bank AG            4.50 12/20/2016   EUR    76.10
Deutsche Bank AG            4.50  3/22/2016   EUR    58.00
Deutsche Bank AG            6.50  3/22/2016   EUR    58.20
Deutsche Bank AG            4.50  6/21/2016   EUR    52.80
Deutsche Bank AG            6.50  9/20/2016   EUR    54.90
Deutsche Bank AG            4.50  6/21/2016   EUR    57.80
Deutsche Bank AG            4.50 12/20/2016   EUR    59.50
Deutsche Bank AG            6.50 12/20/2016   EUR    56.40
Deutsche Bank AG            6.50  6/21/2016   EUR    53.40
Deutsche Bank AG            6.50 12/20/2016   EUR    61.20
Deutsche Bank AG            4.50  3/22/2016   EUR    52.80
LBBW                        3.70  7/27/2018   EUR    56.16
Deutsche Bank AG            6.50  3/22/2016   EUR    58.30
Deutsche Bank AG            4.50  6/21/2016   EUR    58.00
Deutsche Bank AG            4.50  9/20/2016   EUR    55.30
Deutsche Bank AG            4.50  3/22/2016   EUR    54.20
Deutsche Bank AG            6.50  3/22/2016   EUR    54.40
Vontobel Financial Produc   8.00  7/22/2016   EUR    49.70
Vontobel Financial Produc   6.50  7/22/2016   EUR    48.84
Deutsche Bank AG            6.50  9/20/2016   EUR    60.20
Deutsche Bank AG            6.50 12/20/2016   EUR    58.10
Deutsche Bank AG            8.20 12/20/2016   EUR    73.40
Deutsche Bank AG            8.20  3/22/2016   EUR    72.00
Deutsche Bank AG            8.20  3/22/2016   EUR    53.10
Deutsche Bank AG            8.20  9/20/2016   EUR    55.90
Deutsche Bank AG            8.20  6/21/2016   EUR    55.50
Deutsche Bank AG            8.20 12/20/2016   EUR    59.50
Deutsche Bank AG            4.50  6/22/2016   EUR    62.30
Deutsche Bank AG            6.50  6/22/2016   EUR    63.00
Deutsche Bank AG            5.50  6/22/2016   EUR    58.70
Deutsche Bank AG            4.50  9/20/2016   EUR    63.10
Deutsche Bank AG            5.50  9/20/2016   EUR    63.70
Deutsche Bank AG            6.50  9/20/2016   EUR    60.40
Deutsche Bank AG            5.50  9/20/2016   EUR    59.80
Deutsche Bank AG            4.50  9/20/2016   EUR    55.80
Deutsche Bank AG            5.50  9/20/2016   EUR    56.40
Deutsche Bank AG            4.50 12/20/2016   EUR    63.80
Deutsche Bank AG            4.50 12/20/2016   EUR    60.10
Deutsche Bank AG            5.50 12/20/2016   EUR    60.90
Deutsche Bank AG            6.50 12/20/2016   EUR    58.40
Deutsche Bank AG            4.50  6/22/2016   EUR    76.60
Deutsche Bank AG            4.50  6/22/2016   EUR    73.20
Deutsche Bank AG            5.50  6/22/2016   EUR    73.60
Deutsche Bank AG            6.50  6/22/2016   EUR    70.70
Deutsche Bank AG            5.50  9/20/2016   EUR    74.50
Deutsche Bank AG            6.50  9/20/2016   EUR    75.10
Deutsche Bank AG            4.50  9/20/2016   EUR    70.90
Deutsche Bank AG            5.50 12/20/2016   EUR    73.20
Deutsche Bank AG            6.50 12/20/2016   EUR    74.10
Deutsche Bank AG            5.50  6/22/2016   EUR    73.00
Deutsche Bank AG            6.50  6/22/2016   EUR    73.30
Deutsche Bank AG            5.50  9/20/2016   EUR    71.40
Deutsche Bank AG            5.50 12/20/2016   EUR    75.40
Deutsche Bank AG            4.50 12/20/2016   EUR    74.60
Deutsche Bank AG            6.50 12/20/2016   EUR    73.40
Deutsche Bank AG            4.50 12/20/2016   EUR    71.70
Deutsche Bank AG            5.50  6/21/2016   EUR    70.90
Deutsche Bank AG            6.50  9/20/2016   EUR    72.60
Deutsche Bank AG            5.50  9/20/2016   EUR    72.00
Deutsche Bank AG            4.50 12/20/2016   EUR    75.40
Deutsche Bank AG            5.50 12/20/2016   EUR    71.30
Deutsche Bank AG            6.50 12/20/2016   EUR    72.10
Commerzbank AG              7.50  5/26/2016   EUR    74.64
Commerzbank AG              8.00  6/23/2016   EUR    58.61
Commerzbank AG              7.00  4/21/2016   EUR    73.12
Commerzbank AG              8.50  6/23/2016   EUR    74.07
Commerzbank AG             14.00  6/23/2016   EUR    62.33
Commerzbank AG              8.00  6/23/2016   EUR    68.24
LBBW                        3.75 12/23/2016   EUR    61.06
DZ Bank AG Deutsche Zentr   5.25  9/23/2016   EUR    66.35
DZ Bank AG Deutsche Zentr   5.00  9/23/2016   EUR    72.36
LBBW                        3.00  6/26/2020   EUR    73.80
Vontobel Financial Produc   6.00  7/22/2016   EUR    66.71
Vontobel Financial Produc  10.05  3/29/2016   EUR    70.57
Vontobel Financial Produc   7.85  3/29/2016   EUR    54.54
Vontobel Financial Produc   7.20  6/24/2016   EUR    70.87
Vontobel Financial Produc  10.55  3/29/2016   EUR    61.46
Vontobel Financial Produc   9.05  3/29/2016   EUR    54.99
Vontobel Financial Produc   8.80  6/24/2016   EUR    57.00
Credit Suisse AG/London     4.00   7/7/2016   CHF    75.53
Credit Suisse AG/Nassau     8.00  7/11/2016   EUR    71.58
Vontobel Financial Produc   7.35  3/29/2016   EUR    74.20
Vontobel Financial Produc   7.75  6/24/2016   EUR    72.45
Vontobel Financial Produc   6.90  9/23/2016   EUR    73.82
DZ Bank AG Deutsche Zentr   5.00  3/21/2016   EUR    59.80
DZ Bank AG Deutsche Zentr   5.40  9/19/2016   EUR    57.41
DZ Bank AG Deutsche Zentr   6.30  9/19/2016   EUR    56.28
DZ Bank AG Deutsche Zentr   7.30  9/19/2016   EUR    55.29
DZ Bank AG Deutsche Zentr   5.00  6/20/2016   EUR    60.94
DZ Bank AG Deutsche Zentr   4.80  9/19/2016   EUR    74.69
DZ Bank AG Deutsche Zentr   7.90  6/20/2016   EUR    68.42
DZ Bank AG Deutsche Zentr   7.00  9/19/2016   EUR    68.46
DZ Bank AG Deutsche Zentr   7.30  9/19/2016   EUR    69.59
DZ Bank AG Deutsche Zentr   5.30  3/21/2016   EUR    55.21
DZ Bank AG Deutsche Zentr   7.90  3/21/2016   EUR    48.54
DZ Bank AG Deutsche Zentr   7.10  6/20/2016   EUR    49.76
DZ Bank AG Deutsche Zentr   7.00  6/20/2016   EUR    52.59
DZ Bank AG Deutsche Zentr   7.50  9/19/2016   EUR    54.38
HSBC Trinkaus & Burkhardt  11.20  9/23/2016   EUR    69.74
HSBC Trinkaus & Burkhardt   6.80 12/23/2016   EUR    74.63
HSBC Trinkaus & Burkhardt   8.90  2/26/2016   EUR    71.98
HSBC Trinkaus & Burkhardt   6.10  9/23/2016   EUR    67.40
HSBC Trinkaus & Burkhardt   8.20  5/27/2016   EUR    64.01
HSBC Trinkaus & Burkhardt   8.90  9/23/2016   EUR    59.37
HSBC Trinkaus & Burkhardt   7.00 12/23/2016   EUR    61.66
HSBC Trinkaus & Burkhardt   7.70  5/27/2016   EUR    58.27
HSBC Trinkaus & Burkhardt   9.20  5/27/2016   EUR    74.87
HSBC Trinkaus & Burkhardt  11.20  3/25/2016   EUR    66.87
HSBC Trinkaus & Burkhardt   7.60 12/23/2016   EUR    70.18
HSBC Trinkaus & Burkhardt   8.10  5/27/2016   EUR    69.94
HSBC Trinkaus & Burkhardt  13.50  3/25/2016   EUR    68.41
HSBC Trinkaus & Burkhardt   7.20 12/23/2016   EUR    76.29
HSBC Trinkaus & Burkhardt   8.30  5/27/2016   EUR    74.35
HSBC Trinkaus & Burkhardt  10.40  3/25/2016   EUR    52.49
HSBC Trinkaus & Burkhardt   6.40  3/25/2016   EUR    56.32
HSBC Trinkaus & Burkhardt   7.40  6/24/2016   EUR    58.02
HSBC Trinkaus & Burkhardt   6.80  9/23/2016   EUR    59.00
HSBC Trinkaus & Burkhardt   7.80 12/23/2016   EUR    58.45
HSBC Trinkaus & Burkhardt   9.50  2/26/2016   EUR    54.15
HSBC Trinkaus & Burkhardt   7.80  9/23/2016   EUR    69.76
HSBC Trinkaus & Burkhardt  12.40  2/26/2016   EUR    66.51
HSBC Trinkaus & Burkhardt   6.50  2/26/2016   EUR    74.09
HSBC Trinkaus & Burkhardt   7.10  5/27/2016   EUR    70.34
HSBC Trinkaus & Burkhardt   6.60  9/23/2016   EUR    70.72
HSBC Trinkaus & Burkhardt   6.50 12/23/2016   EUR    53.47
HSBC Trinkaus & Burkhardt   8.00  2/26/2016   EUR    49.99
HSBC Trinkaus & Burkhardt   7.10  5/27/2016   EUR    50.55
HSBC Trinkaus & Burkhardt   6.70  6/24/2016   EUR    67.43
HSBC Trinkaus & Burkhardt  12.40  5/27/2016   EUR    58.44
HSBC Trinkaus & Burkhardt  11.70  6/24/2016   EUR    74.92
HSBC Trinkaus & Burkhardt   6.00  6/24/2016   EUR    68.63
HSBC Trinkaus & Burkhardt   6.20  6/24/2016   EUR    76.77
EFG International Finance   7.20  6/26/2017   GBP    26.36
Vontobel Financial Produc   3.10   1/2/2017   EUR    47.59
Commerzbank AG              5.50  6/23/2016   EUR    74.02
Commerzbank AG              7.25  6/23/2016   EUR    71.68
Commerzbank AG              6.75  6/23/2016   EUR    73.67
Commerzbank AG              8.75  6/23/2016   EUR    71.53
Commerzbank AG              7.25  6/23/2016   EUR    75.16
Commerzbank AG              7.75  6/23/2016   EUR    74.41
Commerzbank AG              8.75  6/23/2016   EUR    72.96
Commerzbank AG              5.25  6/23/2016   EUR    59.98
Commerzbank AG              6.50  6/23/2016   EUR    58.58
Commerzbank AG              7.25  6/23/2016   EUR    57.67
Commerzbank AG              8.25  6/23/2016   EUR    56.91
Commerzbank AG              8.50  6/23/2016   EUR    56.46
Commerzbank AG              5.75  6/23/2016   EUR    70.27
Commerzbank AG              7.25  6/23/2016   EUR    68.21
Commerzbank AG              9.25  6/23/2016   EUR    66.31
Commerzbank AG              6.00  6/23/2016   EUR    56.53
Commerzbank AG              6.75  6/23/2016   EUR    55.64
Commerzbank AG              8.50  6/23/2016   EUR    54.08
Commerzbank AG              6.50  6/23/2016   EUR    71.14
Commerzbank AG             10.25  6/23/2016   EUR    65.60
Commerzbank AG             11.25  6/23/2016   EUR    64.42
Commerzbank AG              5.50  6/23/2016   EUR    77.23
Commerzbank AG              8.25  6/23/2016   EUR    72.67
Commerzbank AG              4.50  6/23/2016   EUR    76.06
Commerzbank AG              6.00  6/23/2016   EUR    73.59
Commerzbank AG              7.00  6/23/2016   EUR    72.52
Commerzbank AG              5.00  6/23/2016   EUR    57.37
Commerzbank AG              5.00  6/23/2016   EUR    70.16
Commerzbank AG              7.00  6/23/2016   EUR    66.54
Commerzbank AG              7.75  6/23/2016   EUR    65.48
Commerzbank AG              9.50  6/23/2016   EUR    63.58
Commerzbank AG              3.75  6/23/2016   EUR    53.57
Commerzbank AG              5.25  6/23/2016   EUR    51.80
Commerzbank AG              6.00  6/23/2016   EUR    50.99
Commerzbank AG              6.75  6/23/2016   EUR    50.22
Commerzbank AG              8.50  6/23/2016   EUR    48.88
Commerzbank AG              5.25  6/23/2016   EUR    59.29
Commerzbank AG              6.00  6/23/2016   EUR    57.97
Commerzbank AG              7.75  6/23/2016   EUR    55.63
Commerzbank AG              9.75  6/23/2016   EUR    53.67
Commerzbank AG              5.75  6/23/2016   EUR    67.97
Commerzbank AG              7.00  6/23/2016   EUR    65.70
Commerzbank AG              8.50  6/23/2016   EUR    63.65
Commerzbank AG             10.25  6/23/2016   EUR    61.90
Commerzbank AG              4.50  5/26/2016   EUR    74.28
Commerzbank AG              6.75  5/26/2016   EUR    71.12
Leonteq Securities AG       5.00  7/10/2018   CHF    74.43
Notenstein La Roche Priva   3.00  7/24/2017   CHF    74.38
Goldman Sachs & Co Wertpa   4.00  2/24/2016   EUR    61.65
Goldman Sachs & Co Wertpa   4.00  9/21/2016   EUR    56.12
Goldman Sachs & Co Wertpa   3.00  4/20/2016   EUR    51.93
Goldman Sachs & Co Wertpa   4.00  7/20/2016   EUR    52.77
Goldman Sachs & Co Wertpa   6.00  3/22/2017   EUR    51.94
Bank Julius Baer & Co Ltd  12.08   7/1/2016   EUR    71.10
Zurcher Kantonalbank Fina   8.12   7/8/2016   CHF    61.64
Commerzbank AG              8.25  6/23/2016   EUR    73.83
Commerzbank AG             11.75  6/23/2016   EUR    67.62
Commerzbank AG              9.25  6/23/2016   EUR    53.53
Commerzbank AG             11.25  6/23/2016   EUR    51.70
Commerzbank AG              8.75  6/23/2016   EUR    73.12
Commerzbank AG             10.00  6/23/2016   EUR    70.67
Commerzbank AG              9.00  6/23/2016   EUR    73.64
Commerzbank AG              9.50  6/23/2016   EUR    77.67
Commerzbank AG             13.25  6/23/2016   EUR    71.65
Commerzbank AG              6.75  6/23/2016   EUR    74.66
Commerzbank AG             10.50  6/23/2016   EUR    68.98
Commerzbank AG             14.50  6/23/2016   EUR    71.08
Vontobel Financial Produc   6.20   7/6/2016   EUR    75.15
Goldman Sachs & Co Wertpa   5.00  9/21/2016   EUR    71.88
Zurcher Kantonalbank Fina   8.50  7/17/2017   CHF    57.43
Zurcher Kantonalbank Fina   5.70  7/17/2017   CHF    71.70
Zurcher Kantonalbank Fina   9.00  7/17/2017   EUR    60.45
LBBW                        3.00  2/26/2016   EUR    72.82
LBBW                        3.00  2/26/2016   EUR    78.25
LBBW                        4.00 12/23/2016   EUR    72.75
LBBW                        3.50 12/23/2016   EUR    79.45
LBBW                        2.00 12/23/2016   EUR    59.42
LBBW                        4.00 12/23/2016   EUR    55.22
LBBW                        3.50 12/23/2016   EUR    58.61
LBBW                        3.00 12/23/2016   EUR    63.39
LBBW                        3.00 12/23/2016   EUR    77.35
Notenstein La Roche Priva   5.00  7/10/2018   CHF    73.40
Notenstein La Roche Priva   6.00  1/10/2017   CHF    60.08
Vontobel Financial Produc   2.05 12/12/2016   EUR    58.94
Vontobel Financial Produc   3.85   9/9/2016   EUR    41.61
Vontobel Financial Produc   6.95   9/9/2016   EUR    38.95
Vontobel Financial Produc   9.05  9/16/2016   EUR    68.16
Vontobel Financial Produc   9.80  3/11/2016   EUR    66.99
Vontobel Financial Produc   4.35  6/10/2016   EUR    61.48
Vontobel Financial Produc   7.35  3/11/2016   EUR    54.49
Vontobel Financial Produc   3.45  12/9/2016   EUR    70.97
Vontobel Financial Produc   9.05  6/17/2016   EUR    53.44
Vontobel Financial Produc   7.95  6/10/2016   EUR    54.23
Leonteq Securities AG/Gue   9.12  7/13/2016   CHF    54.95
UBS AG/London               8.50   1/3/2017   CHF    64.99
UBS AG/London              12.00   7/1/2016   USD    48.80
Vontobel Financial Produc   7.90  3/11/2016   EUR    52.21
Commerzbank AG              8.75  6/23/2016   EUR    74.28
Commerzbank AG              9.00  6/23/2016   EUR    71.89
Commerzbank AG              6.50  6/23/2016   EUR    53.85
Vontobel Financial Produc   3.00   9/9/2016   EUR    71.14
Vontobel Financial Produc   3.05  6/10/2016   EUR    70.65
Vontobel Financial Produc   4.60  6/10/2016   EUR    54.67
Vontobel Financial Produc   4.55  6/17/2016   EUR    76.84
Banque Cantonale Vaudoise   7.25   7/3/2017   CHF    52.87
Deutsche Bank AG            3.20  7/20/2016   EUR    71.30
Deutsche Bank AG            3.20  7/20/2016   EUR    65.60
Deutsche Bank AG            3.20  9/20/2016   EUR    65.80
Deutsche Bank AG            3.20  8/24/2016   EUR    71.30
Deutsche Bank AG            3.20  9/20/2016   EUR    71.30
Deutsche Bank AG            3.20  8/24/2016   EUR    62.20
Deutsche Bank AG            3.20  7/20/2016   EUR    61.90
Deutsche Bank AG            3.20  8/24/2016   EUR    59.90
Deutsche Bank AG            3.20 10/26/2016   EUR    60.40
Deutsche Bank AG            3.20 12/20/2016   EUR    60.80
Deutsche Bank AG            3.20 12/20/2016   EUR    66.10
HSBC Trinkaus & Burkhardt  14.40  6/24/2016   EUR    66.71
HSBC Trinkaus & Burkhardt  12.40 12/23/2016   EUR    69.28
HSBC Trinkaus & Burkhardt   6.90  3/24/2017   EUR    75.09
HSBC Trinkaus & Burkhardt   7.50  2/26/2016   EUR    74.73
HSBC Trinkaus & Burkhardt   7.50  4/22/2016   EUR    74.38
HSBC Trinkaus & Burkhardt   7.50  5/27/2016   EUR    74.58
HSBC Trinkaus & Burkhardt   7.60  7/22/2016   EUR    74.33
HSBC Trinkaus & Burkhardt   6.10 12/23/2016   EUR    71.42
HSBC Trinkaus & Burkhardt   9.50  2/26/2016   EUR    64.59
HSBC Trinkaus & Burkhardt   6.20  9/23/2016   EUR    56.80
HSBC Trinkaus & Burkhardt   6.70  3/24/2017   EUR    57.29
HSBC Trinkaus & Burkhardt  11.30 12/23/2016   EUR    78.42
HSBC Trinkaus & Burkhardt  14.60  2/26/2016   EUR    73.62
HSBC Trinkaus & Burkhardt  13.20  4/22/2016   EUR    75.94
HSBC Trinkaus & Burkhardt  15.40 12/23/2016   EUR    70.20
HSBC Trinkaus & Burkhardt   9.10 12/23/2016   EUR    77.37
HSBC Trinkaus & Burkhardt  15.60  7/22/2016   EUR    71.14
HSBC Trinkaus & Burkhardt  12.80  6/24/2016   EUR    69.43
HSBC Trinkaus & Burkhardt   9.40  9/23/2016   EUR    72.92
HSBC Trinkaus & Burkhardt  10.70  6/24/2016   EUR    56.95
HSBC Trinkaus & Burkhardt   8.50  9/23/2016   EUR    59.09
HSBC Trinkaus & Burkhardt  14.20  6/24/2016   EUR    68.37
HSBC Trinkaus & Burkhardt  10.40  9/23/2016   EUR    72.83
HSBC Trinkaus & Burkhardt  12.30  6/24/2016   EUR    67.09
HSBC Trinkaus & Burkhardt   8.70  9/23/2016   EUR    71.31
Credit Suisse AG/London     6.00  7/29/2016   CHF    76.79
LBBW                        2.60  2/24/2017   EUR    60.74
UBS AG/London               8.50  7/22/2016   CHF    64.91
Vontobel Financial Produc   8.90  3/29/2016   EUR    51.36
Vontobel Financial Produc   8.65  6/24/2016   EUR    53.44
Vontobel Financial Produc   3.20  9/23/2016   EUR    59.93
Vontobel Financial Produc   4.00  3/29/2016   EUR    56.49
Vontobel Financial Produc   8.15  9/23/2016   EUR    55.93
Vontobel Financial Produc  11.50  6/24/2016   EUR    65.72
Vontobel Financial Produc   7.25  6/24/2016   EUR    68.55
Vontobel Financial Produc  11.15  3/29/2016   EUR    62.86
Vontobel Financial Produc   8.10  6/24/2016   EUR    50.52
Banque Cantonale Vaudoise   5.35  7/24/2017   CHF    74.97
Zurcher Kantonalbank Fina   5.00  7/27/2017   CHF    72.08
Vontobel Financial Produc   7.15 10/11/2016   EUR    67.60
DekaBank Deutsche Girozen   2.50  6/25/2020   EUR    76.29
Vontobel Financial Produc  10.30  6/24/2016   EUR    48.79
Vontobel Financial Produc   9.45  6/24/2016   EUR    71.71
Vontobel Financial Produc   7.15  7/22/2016   EUR    74.07
Vontobel Financial Produc   7.60  7/22/2016   EUR    71.51
Vontobel Financial Produc   8.40  7/22/2016   EUR    74.73
Vontobel Financial Produc   6.00  8/26/2016   EUR    66.66
Vontobel Financial Produc   8.00  8/26/2016   EUR    73.41
Vontobel Financial Produc   5.00  8/26/2016   EUR    73.91
Vontobel Financial Produc   6.45  8/26/2016   EUR    67.88
Vontobel Financial Produc   7.45  8/26/2016   EUR    70.65
Commerzbank AG              4.75  7/21/2016   EUR    76.06
Commerzbank AG              5.75  7/21/2016   EUR    74.92
Commerzbank AG              6.50  7/21/2016   EUR    73.74
Commerzbank AG              7.50  7/21/2016   EUR    72.71
Commerzbank AG              8.00  7/21/2016   EUR    72.22
Commerzbank AG              7.00  7/21/2016   EUR    75.34
Commerzbank AG              7.75  7/21/2016   EUR    74.21
Commerzbank AG              4.00  7/21/2016   EUR    57.80
Commerzbank AG              4.25  7/21/2016   EUR    57.27
Commerzbank AG              4.50  7/21/2016   EUR    56.78
Commerzbank AG              5.50  7/21/2016   EUR    56.00
Commerzbank AG              6.25  7/21/2016   EUR    55.18
Commerzbank AG              8.00  7/21/2016   EUR    53.76
Commerzbank AG              5.50  7/21/2016   EUR    71.89
Commerzbank AG              6.00  7/21/2016   EUR    71.46
Commerzbank AG              7.50  7/21/2016   EUR    70.26
Commerzbank AG              8.75  7/21/2016   EUR    68.97
Commerzbank AG              4.75  7/21/2016   EUR    56.49
Commerzbank AG              6.75  7/21/2016   EUR    54.32
Commerzbank AG              8.75  7/21/2016   EUR    52.46
Commerzbank AG             11.00  7/21/2016   EUR    50.95
Commerzbank AG              4.75  7/21/2016   EUR    79.24
Commerzbank AG              6.50  7/21/2016   EUR    76.29
Commerzbank AG              8.75  7/21/2016   EUR    73.71
Commerzbank AG              4.25  7/21/2016   EUR    75.07
Commerzbank AG              7.00  7/21/2016   EUR    71.92
Commerzbank AG              4.50  7/21/2016   EUR    60.42
Zurcher Kantonalbank Fina   6.40   8/7/2017   CHF    75.30
Zurcher Kantonalbank Fina   7.00   8/4/2016   EUR    56.01
DZ Bank AG Deutsche Zentr   5.50  8/26/2016   EUR    70.49
DZ Bank AG Deutsche Zentr   9.75  8/26/2016   EUR    70.55
DZ Bank AG Deutsche Zentr   5.00  8/26/2016   EUR    70.52
DZ Bank AG Deutsche Zentr   5.50  8/26/2016   EUR    57.88
DZ Bank AG Deutsche Zentr   6.25  8/26/2016   EUR    70.92
DZ Bank AG Deutsche Zentr   5.00  8/26/2016   EUR    62.76
DZ Bank AG Deutsche Zentr   5.00  6/24/2016   EUR    73.79
DZ Bank AG Deutsche Zentr   5.75 12/23/2016   EUR    55.41
Bank Julius Baer & Co Ltd   6.70   8/4/2016   EUR    55.30
Commerzbank AG              7.75  7/21/2016   EUR    64.96
Commerzbank AG              8.25  7/21/2016   EUR    64.20
Commerzbank AG              9.50  7/21/2016   EUR    62.96
Commerzbank AG             10.75  6/23/2016   EUR    77.67
Commerzbank AG             18.50  6/23/2016   EUR    67.24
Commerzbank AG             11.25  6/23/2016   EUR    64.72
Commerzbank AG              9.75  6/23/2016   EUR    51.64
Commerzbank AG              9.00  7/21/2016   EUR    69.51
Commerzbank AG              9.00  7/21/2016   EUR    72.93
Commerzbank AG              9.00  7/21/2016   EUR    76.38
Commerzbank AG             11.00  7/21/2016   EUR    69.92
Commerzbank AG             14.25  7/21/2016   EUR    70.16
Commerzbank AG             14.00  7/21/2016   EUR    72.42
Commerzbank AG             11.50  7/21/2016   EUR    80.28
Commerzbank AG             13.50  7/21/2016   EUR    77.72
Commerzbank AG              8.50  7/21/2016   EUR    70.43
Commerzbank AG             12.25  7/21/2016   EUR    65.73
Commerzbank AG              6.00  7/21/2016   EUR    67.11
DekaBank Deutsche Girozen   3.20   7/1/2016   EUR    54.68
Bank Julius Baer & Co Ltd   8.70  7/27/2016   EUR    67.70
DZ Bank AG Deutsche Zentr   6.75  9/19/2016   EUR    73.31
DZ Bank AG Deutsche Zentr   7.25  9/19/2016   EUR    54.13
DZ Bank AG Deutsche Zentr  10.00  6/20/2016   EUR    74.27
DZ Bank AG Deutsche Zentr   6.60  6/20/2016   EUR    53.33
DZ Bank AG Deutsche Zentr   6.10  9/19/2016   EUR    54.64
DZ Bank AG Deutsche Zentr   5.10  9/19/2016   EUR    76.53
DZ Bank AG Deutsche Zentr   8.20  3/21/2016   EUR    70.98
DZ Bank AG Deutsche Zentr   7.60  6/20/2016   EUR    70.52
Commerzbank AG              4.75  7/21/2016   EUR    73.19
Commerzbank AG              6.50  7/21/2016   EUR    71.08
Commerzbank AG              6.00  7/21/2016   EUR    60.12
Commerzbank AG              6.75  7/21/2016   EUR    59.26
Commerzbank AG              7.50  7/21/2016   EUR    58.42
Commerzbank AG              9.25  7/21/2016   EUR    57.01
Commerzbank AG              4.50  7/21/2016   EUR    70.46
Commerzbank AG              5.25  7/21/2016   EUR    69.31
Commerzbank AG              7.50  7/21/2016   EUR    66.18
Commerzbank AG              8.25  7/21/2016   EUR    65.23
Commerzbank AG              4.25  7/21/2016   EUR    59.16
Commerzbank AG              6.75  7/21/2016   EUR    56.67
Commerzbank AG              4.25  7/21/2016   EUR    63.82
Commerzbank AG              6.00  7/21/2016   EUR    61.29
Commerzbank AG              8.25  7/21/2016   EUR    59.25
Commerzbank AG              5.00  7/21/2016   EUR    71.97
Commerzbank AG              6.75  7/21/2016   EUR    69.18
Commerzbank AG              8.75  7/21/2016   EUR    44.04
Commerzbank AG              5.25  7/21/2016   EUR    64.02
Commerzbank AG              8.50  7/21/2016   EUR    60.46
Commerzbank AG              8.75  7/21/2016   EUR    55.98
Commerzbank AG              6.50  7/21/2016   EUR    56.73
Commerzbank AG              7.50  7/21/2016   EUR    67.99
Commerzbank AG              9.75  6/23/2016   EUR    75.61
Commerzbank AG             11.75  6/23/2016   EUR    72.89
Commerzbank AG              7.00  6/23/2016   EUR    55.68
Commerzbank AG             11.00  7/21/2016   EUR    74.30
Commerzbank AG              9.25  7/21/2016   EUR    67.65
Leonteq Securities AG      10.00 12/22/2016   CHF    67.58
Bank Julius Baer & Co Ltd   5.92  7/29/2016   EUR    72.40
Zurcher Kantonalbank Fina   9.03   8/5/2016   CHF    71.97
Vontobel Financial Produc   5.70  3/29/2016   EUR    75.79
Vontobel Financial Produc   8.45  9/23/2016   EUR    76.04
Vontobel Financial Produc  10.65  7/22/2016   EUR    51.73
Vontobel Financial Produc   4.95  3/29/2016   EUR    54.58
Notenstein La Roche Priva   4.50   8/7/2017   CHF    75.30
Vontobel Financial Produc   8.30  7/22/2016   EUR    71.89
Goldman Sachs & Co Wertpa  11.00  3/23/2016   EUR    72.34
Goldman Sachs & Co Wertpa  11.00  4/20/2016   EUR    73.21
Goldman Sachs & Co Wertpa  11.00  6/22/2016   EUR    72.46
Goldman Sachs & Co Wertpa  11.00  7/20/2016   EUR    73.25
Goldman Sachs & Co Wertpa   9.00 12/21/2016   EUR    75.91
Goldman Sachs & Co Wertpa   3.00  4/20/2016   EUR    60.92
Goldman Sachs & Co Wertpa  10.00  8/24/2016   EUR    63.52
Goldman Sachs & Co Wertpa   4.00  9/21/2016   EUR    60.67
Goldman Sachs & Co Wertpa   7.00  6/21/2017   EUR    58.86
Goldman Sachs & Co Wertpa   8.00  5/25/2016   EUR    52.53
Goldman Sachs & Co Wertpa  10.00  8/24/2016   EUR    55.37
Goldman Sachs & Co Wertpa  11.00  8/24/2016   EUR    55.87
Goldman Sachs & Co Wertpa   5.00  9/21/2016   EUR    53.15
Vontobel Financial Produc   9.45  6/24/2016   EUR    57.21
Vontobel Financial Produc   8.05  9/23/2016   EUR    58.41
Vontobel Financial Produc   8.50  7/22/2016   EUR    55.27
Vontobel Financial Produc   4.70  3/29/2016   EUR    57.15
UniCredit Bank AG           4.88  8/25/2017   EUR    65.95
Commerzbank AG              8.50  7/21/2016   EUR    74.70
Commerzbank AG              7.50  7/21/2016   EUR    68.38
Commerzbank AG             19.00  4/21/2016   EUR    64.25
Commerzbank AG              8.00  7/21/2016   EUR    70.52
HSBC Trinkaus & Burkhardt  12.70  9/23/2016   EUR    68.60
HSBC Trinkaus & Burkhardt   8.40  9/23/2016   EUR    73.18
HSBC Trinkaus & Burkhardt   9.00  3/24/2017   EUR    72.45
HSBC Trinkaus & Burkhardt  13.40  2/26/2016   EUR    67.81
HSBC Trinkaus & Burkhardt  12.20  4/22/2016   EUR    68.54
HSBC Trinkaus & Burkhardt  11.10  7/22/2016   EUR    69.84
HSBC Trinkaus & Burkhardt  10.80 12/23/2016   EUR    65.80
HSBC Trinkaus & Burkhardt   9.50 12/23/2016   EUR    66.89
HSBC Trinkaus & Burkhardt   7.00  3/24/2017   EUR    70.35
HSBC Trinkaus & Burkhardt   8.00  7/22/2016   EUR    67.71
HSBC Trinkaus & Burkhardt   6.70  6/24/2016   EUR    55.59
HSBC Trinkaus & Burkhardt   8.50  4/22/2016   EUR    52.34
HSBC Trinkaus & Burkhardt   8.70  7/22/2016   EUR    54.03
HSBC Trinkaus & Burkhardt   9.70  9/23/2016   EUR    80.83
HSBC Trinkaus & Burkhardt  12.10  7/22/2016   EUR    77.67
HSBC Trinkaus & Burkhardt  14.00  6/24/2016   EUR    72.88
HSBC Trinkaus & Burkhardt  10.00  6/24/2016   EUR    78.04
HSBC Trinkaus & Burkhardt  12.70  9/23/2016   EUR    73.19
HSBC Trinkaus & Burkhardt   9.60  9/23/2016   EUR    77.20
HSBC Trinkaus & Burkhardt  12.80 12/23/2016   EUR    72.52
HSBC Trinkaus & Burkhardt  11.60 12/23/2016   EUR    74.23
HSBC Trinkaus & Burkhardt  18.10  4/22/2016   EUR    69.67
UBS AG/London               5.75  7/22/2016   CHF    47.87
UBS AG/London               6.25  7/24/2017   CHF    73.55
LBBW                        2.50  8/24/2018   EUR    68.19
Vontobel Financial Produc   7.40  9/23/2016   EUR    54.87
Vontobel Financial Produc   3.40  6/24/2016   EUR    59.30
Vontobel Financial Produc   9.35  3/29/2016   EUR    52.35
Vontobel Financial Produc   9.60  6/24/2016   EUR    54.61
Vontobel Financial Produc   7.35  3/29/2016   EUR    69.25
Vontobel Financial Produc   9.60  6/24/2016   EUR    64.98
Vontobel Financial Produc   8.30  9/23/2016   EUR    66.49
Vontobel Financial Produc   8.65  3/29/2016   EUR    51.15
Bank Julius Baer & Co Ltd   7.50  7/22/2016   CHF    66.90
Bank Julius Baer & Co Ltd   5.60  7/24/2017   EUR    65.40
Vontobel Financial Produc   5.65  3/29/2016   EUR    53.73
Vontobel Financial Produc   5.70  6/24/2016   EUR    52.43
Vontobel Financial Produc  11.65  3/29/2016   EUR    48.86
Vontobel Financial Produc  10.45  3/29/2016   EUR    70.61
Vontobel Financial Produc   5.00  8/26/2016   EUR    68.04
Vontobel Financial Produc  13.05  3/29/2016   EUR    63.89
Vontobel Financial Produc   6.50  8/26/2016   EUR    61.30
Commerzbank AG              4.50  7/21/2016   EUR    76.75
Commerzbank AG              5.25  7/21/2016   EUR    75.49
Commerzbank AG              6.00  7/21/2016   EUR    74.27
Commerzbank AG              7.00  7/21/2016   EUR    73.22
Commerzbank AG              8.50  7/21/2016   EUR    71.75
Commerzbank AG              6.00  7/21/2016   EUR    76.40
Commerzbank AG              6.50  7/21/2016   EUR    75.86
Commerzbank AG              7.50  7/21/2016   EUR    74.82
Commerzbank AG              8.25  7/21/2016   EUR    73.71
Commerzbank AG              9.25  7/21/2016   EUR    75.06
Commerzbank AG              5.00  7/21/2016   EUR    56.38
Commerzbank AG              5.75  7/21/2016   EUR    55.54
Commerzbank AG              6.75  7/21/2016   EUR    54.83
Commerzbank AG              7.00  7/21/2016   EUR    54.40
Commerzbank AG              7.50  7/21/2016   EUR    54.07
Commerzbank AG              8.50  7/21/2016   EUR    53.47
Commerzbank AG              9.00  7/21/2016   EUR    53.17
Commerzbank AG              5.25  7/21/2016   EUR    72.40
Commerzbank AG              6.50  7/21/2016   EUR    71.07
Commerzbank AG              7.00  7/21/2016   EUR    70.64
Commerzbank AG              7.75  7/21/2016   EUR    69.75
Commerzbank AG              8.25  7/21/2016   EUR    69.37
Commerzbank AG              9.25  7/21/2016   EUR    68.62
Commerzbank AG              5.75  7/21/2016   EUR    55.37
Commerzbank AG              7.75  7/21/2016   EUR    53.32
Commerzbank AG              9.75  7/21/2016   EUR    51.63
Commerzbank AG              5.50  7/21/2016   EUR    77.71
Commerzbank AG              7.50  7/21/2016   EUR    74.92
Commerzbank AG              9.75  7/21/2016   EUR    72.44
Commerzbank AG              5.00  7/21/2016   EUR    73.93
Commerzbank AG              6.00  7/21/2016   EUR    72.91
Vontobel Financial Produc   6.80  1/27/2017   EUR    70.26
UniCredit Bank AG           5.10  8/22/2016   EUR    68.74
Credit Suisse AG/Nassau     6.00   8/7/2017   CHF    68.74
DZ Bank AG Deutsche Zentr   5.00  8/26/2016   EUR    76.84
DZ Bank AG Deutsche Zentr   6.00  8/26/2016   EUR    72.20
DZ Bank AG Deutsche Zentr  10.00  6/24/2016   EUR    76.22
DZ Bank AG Deutsche Zentr   5.75 12/23/2016   EUR    41.48
DZ Bank AG Deutsche Zentr   5.25 12/23/2016   EUR    67.63
DZ Bank AG Deutsche Zentr   5.50 12/23/2016   EUR    75.03
Commerzbank AG              7.25  7/21/2016   EUR    65.68
Commerzbank AG              9.00  7/21/2016   EUR    63.62
Commerzbank AG             10.25  7/21/2016   EUR    62.43
Commerzbank AG             14.50  6/23/2016   EUR    72.01
Commerzbank AG              7.75  6/23/2016   EUR    70.77
Commerzbank AG             15.50  6/23/2016   EUR    60.16
Commerzbank AG              7.75  6/23/2016   EUR    53.64
Commerzbank AG             12.00  6/23/2016   EUR    49.98
Commerzbank AG              6.75  6/23/2016   EUR    73.21
Commerzbank AG              7.50  7/21/2016   EUR    72.46
Commerzbank AG             11.00  7/21/2016   EUR    67.09
Commerzbank AG             12.00  7/21/2016   EUR    69.14
Commerzbank AG              8.00  7/21/2016   EUR    74.17
Commerzbank AG              9.50  7/21/2016   EUR    71.96
Commerzbank AG             12.75  7/21/2016   EUR    68.17
Commerzbank AG             10.00  7/21/2016   EUR    75.19
Commerzbank AG             10.50  7/21/2016   EUR    76.21
Commerzbank AG             12.25  7/21/2016   EUR    74.37
Commerzbank AG              6.75  7/21/2016   EUR    73.16
Commerzbank AG             10.25  7/21/2016   EUR    67.92
Commerzbank AG              5.50  7/21/2016   EUR    67.96
Commerzbank AG              6.75  7/21/2016   EUR    66.43
Bank Julius Baer & Co Ltd   9.00  7/27/2016   USD    73.00
Credit Suisse AG/Nassau     7.00   8/7/2017   CHF    73.51
Vontobel Financial Produc   8.95  3/29/2016   EUR    53.20
Vontobel Financial Produc   8.80  6/24/2016   EUR    54.72
Vontobel Financial Produc   4.70  3/18/2016   EUR    55.27
DZ Bank AG Deutsche Zentr   7.25  3/21/2016   EUR    70.06
DZ Bank AG Deutsche Zentr   7.70  3/21/2016   EUR    51.78
DZ Bank AG Deutsche Zentr   6.70  9/19/2016   EUR    70.88
Commerzbank AG              8.25  7/21/2016   EUR    69.15
Commerzbank AG              8.50  7/21/2016   EUR    57.76
Commerzbank AG              4.00  7/21/2016   EUR    71.76
Commerzbank AG              6.00  7/21/2016   EUR    68.21
Commerzbank AG              6.75  7/21/2016   EUR    67.16
Commerzbank AG              9.25  7/21/2016   EUR    64.42
Commerzbank AG              5.00  7/21/2016   EUR    58.26
Commerzbank AG              6.00  7/21/2016   EUR    57.49
Commerzbank AG              7.75  7/21/2016   EUR    55.99
Commerzbank AG              8.50  7/21/2016   EUR    55.25
Commerzbank AG              5.25  7/21/2016   EUR    62.56
Commerzbank AG              7.00  7/21/2016   EUR    60.18
Commerzbank AG              9.25  7/21/2016   EUR    58.29
Commerzbank AG              9.00  7/21/2016   EUR    66.84
Commerzbank AG              5.00  7/21/2016   EUR    46.93
Commerzbank AG              6.75  7/21/2016   EUR    45.33
Commerzbank AG             10.75  7/21/2016   EUR    42.93
Commerzbank AG              6.75  7/21/2016   EUR    62.13
Commerzbank AG              6.50  7/21/2016   EUR    57.81
Commerzbank AG              5.00  7/21/2016   EUR    58.38
Commerzbank AG              8.25  7/21/2016   EUR    55.28
Commerzbank AG              5.25  7/21/2016   EUR    70.40
Commerzbank AG              8.75  6/23/2016   EUR    54.04
Commerzbank AG             10.75  6/23/2016   EUR    52.68
Commerzbank AG              9.50  7/21/2016   EUR    76.23
Commerzbank AG             12.50  7/21/2016   EUR    72.47
Commerzbank AG              7.00  7/21/2016   EUR    70.07
Vontobel Financial Produc   5.00 12/16/2016   EUR    58.62
Zurcher Kantonalbank Fina   7.52   8/5/2016   EUR    66.58
Bank J Safra Sarasin AG/G   7.45  7/28/2016   CHF    72.10
Vontobel Financial Produc   8.95  7/22/2016   EUR    62.29
Vontobel Financial Produc   8.15  9/23/2016   EUR    63.22
Vontobel Financial Produc  10.60  3/29/2016   EUR    61.47
Vontobel Financial Produc   7.80  7/22/2016   EUR    53.75
Vontobel Financial Produc   5.30  7/22/2016   EUR    56.28
Vontobel Financial Produc   5.45  6/24/2016   EUR    55.94
Vontobel Financial Produc   2.45  3/29/2016   EUR    58.54
Notenstein La Roche Priva   2.75   8/7/2019   CHF    68.63
Notenstein La Roche Priva   3.10  8/14/2019   CHF    70.62
Leonteq Securities AG       5.00   8/7/2019   CHF    71.24
Vontobel Financial Produc   7.60  9/23/2016   EUR    72.83
Goldman Sachs & Co Wertpa  11.00  3/23/2016   EUR    72.34
Goldman Sachs & Co Wertpa  11.00  4/20/2016   EUR    73.21
Goldman Sachs & Co Wertpa  11.00  6/22/2016   EUR    72.46
Goldman Sachs & Co Wertpa  11.00  7/20/2016   EUR    73.25
Goldman Sachs & Co Wertpa   9.00 12/21/2016   EUR    75.91
Goldman Sachs & Co Wertpa   3.00  5/25/2016   EUR    59.79
Goldman Sachs & Co Wertpa  10.00  8/24/2016   EUR    63.52
Goldman Sachs & Co Wertpa   7.00  8/24/2016   EUR    75.34
Goldman Sachs & Co Wertpa   3.00  6/22/2016   EUR    51.35
Goldman Sachs & Co Wertpa   3.00  7/20/2016   EUR    51.58
Goldman Sachs & Co Wertpa   7.00  6/21/2017   EUR    58.86
Goldman Sachs & Co Wertpa   7.00  6/21/2017   EUR    58.86
Goldman Sachs & Co Wertpa   5.00  8/24/2016   EUR    52.88
Goldman Sachs & Co Wertpa   8.00  8/24/2016   EUR    54.37
Goldman Sachs & Co Wertpa  11.00  8/24/2016   EUR    55.87
Vontobel Financial Produc   9.05  3/29/2016   EUR    55.02
Vontobel Financial Produc   5.30  7/22/2016   EUR    58.18
Commerzbank AG              6.50  7/21/2016   EUR    72.25
Commerzbank AG              7.50  7/21/2016   EUR    53.03
Commerzbank AG              6.50  7/21/2016   EUR    73.73
Banque Cantonale Vaudoise   6.75  8/12/2016   CHF    75.08
Landesbank Hessen-Thuerin   4.50 12/14/2016   EUR    63.10
Landesbank Hessen-Thuerin   3.30  6/14/2017   EUR    71.00
Vontobel Financial Produc  10.00  9/23/2016   EUR    75.49
Goldman Sachs & Co Wertpa  25.00  5/25/2016   EUR    70.97
Goldman Sachs & Co Wertpa  23.00  7/20/2016   EUR    49.20
Goldman Sachs & Co Wertpa  18.00  8/24/2016   EUR    51.13
Goldman Sachs & Co Wertpa  21.00  8/24/2016   EUR    50.42
Goldman Sachs & Co Wertpa  22.00  8/24/2016   EUR    65.87
Goldman Sachs & Co Wertpa   9.00  4/20/2016   EUR    72.25
Goldman Sachs & Co Wertpa  17.00 12/21/2016   EUR    68.65
Goldman Sachs & Co Wertpa  10.00  3/22/2017   EUR    72.20
Goldman Sachs & Co Wertpa  20.00  5/25/2016   EUR    72.47
Goldman Sachs & Co Wertpa  21.00  7/20/2016   EUR    72.11
Goldman Sachs & Co Wertpa  18.00  9/21/2016   EUR    73.69
Bank Julius Baer & Co Ltd  10.00  8/12/2016   EUR    39.35
Vontobel Financial Produc   5.35 12/16/2016   EUR    58.93
Vontobel Financial Produc   6.20  8/26/2016   EUR    70.41
Vontobel Financial Produc   6.20  8/26/2016   EUR    70.26
Zurcher Kantonalbank Fina   5.50  2/17/2017   EUR    75.27
Vontobel Financial Produc   7.00   9/2/2016   EUR    73.57
Commerzbank AG              9.00  6/23/2016   EUR    74.81
Commerzbank AG              9.50  6/23/2016   EUR    74.28
Commerzbank AG             10.00  6/23/2016   EUR    73.75
Commerzbank AG              9.00  6/23/2016   EUR    74.98
Commerzbank AG              9.50  6/23/2016   EUR    74.44
Commerzbank AG             10.00  6/23/2016   EUR    73.91
Commerzbank AG             10.00  6/23/2016   EUR    75.49
Commerzbank AG             10.75  6/23/2016   EUR    75.04
Commerzbank AG              9.75  6/23/2016   EUR    52.99
Commerzbank AG             10.25  6/23/2016   EUR    52.65
Commerzbank AG             10.75  6/23/2016   EUR    52.35
Commerzbank AG              9.50  6/23/2016   EUR    70.70
Commerzbank AG             10.00  6/23/2016   EUR    70.29
Commerzbank AG             10.50  6/23/2016   EUR    69.87
Commerzbank AG             12.75  6/23/2016   EUR    52.27
Commerzbank AG             13.25  6/23/2016   EUR    51.97
Commerzbank AG             13.50  6/23/2016   EUR    51.61
Commerzbank AG             10.25  6/23/2016   EUR    72.70
Commerzbank AG             10.75  6/23/2016   EUR    72.19
Commerzbank AG             11.25  6/23/2016   EUR    71.70
Commerzbank AG              7.50  6/23/2016   EUR    73.72
Commerzbank AG              8.00  6/23/2016   EUR    73.19
Commerzbank AG             10.25  6/23/2016   EUR    57.49
Commerzbank AG             10.75  6/23/2016   EUR    57.13
Commerzbank AG             11.25  6/23/2016   EUR    56.78
Commerzbank AG              9.75  6/23/2016   EUR    65.78
Commerzbank AG             10.25  6/23/2016   EUR    65.32
Commerzbank AG             10.75  6/23/2016   EUR    64.91
Commerzbank AG              9.25  6/23/2016   EUR    56.89
Commerzbank AG              9.75  6/23/2016   EUR    56.52
Commerzbank AG             10.25  6/23/2016   EUR    56.17
Commerzbank AG             10.50  6/23/2016   EUR    60.82
Commerzbank AG             11.00  6/23/2016   EUR    60.43
Commerzbank AG             11.50  6/23/2016   EUR    60.04
UniCredit Bank AG           5.10  6/15/2016   EUR    62.01
Leonteq Securities AG       6.77  8/17/2017   CHF    54.18
Zurcher Kantonalbank Fina   7.70  8/25/2016   CHF    73.01
DZ Bank AG Deutsche Zentr   5.00  9/23/2016   EUR    75.40
DZ Bank AG Deutsche Zentr   5.00  6/24/2016   EUR    75.84
DZ Bank AG Deutsche Zentr   5.75 12/23/2016   EUR    76.16
DZ Bank AG Deutsche Zentr   4.70  8/24/2016   EUR    56.95
DZ Bank AG Deutsche Zentr   5.75 12/23/2016   EUR    56.30
DZ Bank AG Deutsche Zentr  14.00  2/26/2016   EUR    54.04
DZ Bank AG Deutsche Zentr   6.50  3/29/2016   EUR    56.64
DZ Bank AG Deutsche Zentr   5.75  6/24/2016   EUR    55.56
DZ Bank AG Deutsche Zentr  14.25  2/26/2016   EUR    67.86
DZ Bank AG Deutsche Zentr  16.00  2/26/2016   EUR    75.15
Banque Cantonale Vaudoise   8.25  8/17/2016   EUR    57.64
Vontobel Financial Produc   6.25  12/2/2016   EUR    75.37
Vontobel Financial Produc   5.10  12/2/2016   EUR    56.27
Vontobel Financial Produc   6.20  8/26/2016   EUR    71.37
Vontobel Financial Produc   7.85  8/26/2016   EUR    71.21
Vontobel Financial Produc  22.80  8/26/2016   EUR    60.08
Leonteq Securities AG       8.00   9/2/2016   CHF    68.19
Leonteq Securities AG       5.25   9/2/2016   CHF    76.22
DZ Bank AG Deutsche Zentr   7.25  3/29/2016   EUR    57.37
DZ Bank AG Deutsche Zentr   6.50  6/24/2016   EUR    76.19
DekaBank Deutsche Girozen   3.00  1/15/2021   EUR    73.92
Deutsche Bank AG            4.20  9/20/2016   EUR    71.90
Deutsche Bank AG            6.20  9/20/2016   EUR    73.00
Deutsche Bank AG            5.20  9/20/2016   EUR    72.50
Deutsche Bank AG            5.20 12/20/2016   EUR    73.00
Deutsche Bank AG            6.20 12/20/2016   EUR    73.80
Deutsche Bank AG            4.20 12/20/2016   EUR    72.10
Deutsche Bank AG            6.20  9/20/2016   EUR    61.90
Deutsche Bank AG            6.20  9/20/2016   EUR    59.80
Deutsche Bank AG            4.20  9/20/2016   EUR    58.60
Deutsche Bank AG            4.20 12/20/2016   EUR    59.60
Notenstein La Roche Priva   5.00  8/18/2016   CHF    69.18
Deutsche Bank AG            4.20  6/21/2016   EUR    60.40
Deutsche Bank AG            6.20  9/20/2016   EUR    65.90
Deutsche Bank AG            5.20  9/20/2016   EUR    65.30
Deutsche Bank AG            4.20  9/20/2016   EUR    64.70
Deutsche Bank AG            4.20  9/20/2016   EUR    61.30
Deutsche Bank AG            5.20  9/20/2016   EUR    61.90
Deutsche Bank AG            6.20  9/20/2016   EUR    62.40
Deutsche Bank AG            5.20  9/20/2016   EUR    58.70
Deutsche Bank AG            4.20  9/20/2016   EUR    58.10
Deutsche Bank AG            6.20  9/20/2016   EUR    59.30
Deutsche Bank AG            6.20 12/20/2016   EUR    67.00
Deutsche Bank AG            5.20 12/20/2016   EUR    66.20
Deutsche Bank AG            4.20 12/20/2016   EUR    65.40
Deutsche Bank AG            5.20 12/20/2016   EUR    62.90
Deutsche Bank AG            6.20 12/20/2016   EUR    63.70
Deutsche Bank AG            4.20 12/20/2016   EUR    62.00
Deutsche Bank AG            5.20 12/20/2016   EUR    59.80
Deutsche Bank AG            6.20 12/20/2016   EUR    60.70
Deutsche Bank AG            4.20 12/20/2016   EUR    59.00
Deutsche Bank AG            5.20  3/22/2016   EUR    73.00
Deutsche Bank AG            5.20  3/22/2016   EUR    69.00
Deutsche Bank AG            6.20  3/22/2016   EUR    69.10
Deutsche Bank AG            4.20  3/22/2016   EUR    68.90
Deutsche Bank AG            5.20  3/22/2016   EUR    57.60
Deutsche Bank AG            6.20  3/22/2016   EUR    57.70
Deutsche Bank AG            4.20  3/22/2016   EUR    57.50
Deutsche Bank AG            6.20  3/22/2016   EUR    54.70
Deutsche Bank AG            5.20  3/22/2016   EUR    54.60
Deutsche Bank AG            4.20  3/22/2016   EUR    54.50
Deutsche Bank AG            4.20  3/22/2016   EUR    60.30
Deutsche Bank AG            5.20  3/21/2017   EUR    73.50
Deutsche Bank AG            7.20  3/21/2017   EUR    70.80
Deutsche Bank AG            5.20  3/21/2017   EUR    68.60
Deutsche Bank AG            5.20  3/21/2017   EUR    63.70
Deutsche Bank AG            7.20  3/21/2017   EUR    65.90
Deutsche Bank AG            5.20  3/21/2017   EUR    61.70
Deutsche Bank AG            7.20  3/21/2017   EUR    63.90
Deutsche Bank AG            7.20  3/21/2017   EUR    62.00
Deutsche Bank AG            5.20  3/21/2017   EUR    59.80
Deutsche Bank AG            7.20  3/21/2017   EUR    60.20
Deutsche Bank AG            5.20  3/21/2017   EUR    58.00
Deutsche Bank AG            5.20  3/21/2017   EUR    56.30
Deutsche Bank AG            7.20  3/21/2017   EUR    58.50
Deutsche Bank AG            5.20  3/21/2017   EUR    70.00
Deutsche Bank AG            5.20  3/21/2017   EUR    78.10
Deutsche Bank AG            7.20  3/21/2017   EUR    78.00
Deutsche Bank AG            5.20  3/21/2017   EUR    75.80
Deutsche Bank AG            5.20  3/21/2017   EUR    77.90
Deutsche Bank AG            5.20  3/21/2017   EUR    63.20
Deutsche Bank AG            7.20  3/21/2017   EUR    65.40
Deutsche Bank AG            7.20  3/21/2017   EUR    62.70
Deutsche Bank AG            5.20  3/21/2017   EUR    60.50
Deutsche Bank AG            5.20  3/21/2017   EUR    58.00
Deutsche Bank AG            7.20  3/21/2017   EUR    60.20
Deutsche Bank AG            5.20  6/21/2016   EUR    73.20
Deutsche Bank AG            5.20  9/20/2016   EUR    74.10
Deutsche Bank AG            5.20 12/20/2016   EUR    77.40
Deutsche Bank AG            5.20 12/20/2016   EUR    75.00
Deutsche Bank AG            5.20 12/20/2016   EUR    76.90
Deutsche Bank AG            5.20  6/21/2016   EUR    61.40
Deutsche Bank AG            4.20  6/21/2016   EUR    61.10
Deutsche Bank AG            6.20  6/21/2016   EUR    61.70
Deutsche Bank AG            5.20  6/21/2016   EUR    58.30
Deutsche Bank AG            6.20  6/21/2016   EUR    58.60
Deutsche Bank AG            6.20  9/20/2016   EUR    62.50
Deutsche Bank AG            5.20  9/20/2016   EUR    61.90
Deutsche Bank AG            4.20  9/20/2016   EUR    61.40
Deutsche Bank AG            6.20  9/20/2016   EUR    59.60
Deutsche Bank AG            5.20  9/20/2016   EUR    59.00
Deutsche Bank AG            6.20 12/20/2016   EUR    63.40
Deutsche Bank AG            5.20 12/20/2016   EUR    62.50
Deutsche Bank AG            4.20 12/20/2016   EUR    61.70
Deutsche Bank AG            5.20 12/20/2016   EUR    59.70
Deutsche Bank AG            6.20 12/20/2016   EUR    60.50
Deutsche Bank AG            5.20 12/20/2016   EUR    73.70
Deutsche Bank AG            5.20 12/20/2016   EUR    70.90
Deutsche Bank AG            5.20  3/21/2017   EUR    73.60
Deutsche Bank AG            7.20  3/21/2017   EUR    75.80
Deutsche Bank AG            7.20  3/21/2017   EUR    73.10
Deutsche Bank AG            5.20  3/21/2017   EUR    70.90
Deutsche Bank AG            7.20  3/21/2017   EUR    70.60
Deutsche Bank AG            5.20  3/21/2017   EUR    68.40
Deutsche Bank AG            5.20  3/21/2017   EUR    66.00
Deutsche Bank AG            7.20  3/21/2017   EUR    68.20
Deutsche Bank AG            7.20  3/21/2017   EUR    69.40
Deutsche Bank AG            5.20  3/21/2017   EUR    67.20
Deutsche Bank AG            7.20  3/21/2017   EUR    66.20
Deutsche Bank AG            5.20  3/21/2017   EUR    64.00
Deutsche Bank AG            5.20  3/21/2017   EUR    61.00
Deutsche Bank AG            7.20  3/21/2017   EUR    63.20
Deutsche Bank AG            7.20  7/20/2016   EUR    75.30
Deutsche Bank AG            7.20  8/24/2016   EUR    75.90
Deutsche Bank AG            5.20 10/26/2016   EUR    75.70
Deutsche Bank AG            5.20 11/23/2016   EUR    76.10
Deutsche Bank AG            7.20  7/20/2016   EUR    76.70
Deutsche Bank AG            7.20  7/20/2016   EUR    73.00
Deutsche Bank AG            5.20  7/20/2016   EUR    72.10
Deutsche Bank AG            7.20  7/20/2016   EUR    67.20
Deutsche Bank AG            5.20  8/24/2016   EUR    72.30
Deutsche Bank AG            7.20  8/24/2016   EUR    73.30
Deutsche Bank AG            7.20  8/24/2016   EUR    67.80
Deutsche Bank AG            7.20 10/26/2016   EUR    74.00
Deutsche Bank AG            5.20 10/26/2016   EUR    72.70
Deutsche Bank AG            5.20 10/26/2016   EUR    67.30
Deutsche Bank AG            7.20 10/26/2016   EUR    68.70
Deutsche Bank AG            5.20 11/23/2016   EUR    72.80
Deutsche Bank AG            7.20 11/23/2016   EUR    74.30
Deutsche Bank AG            7.20 11/23/2016   EUR    69.10
Deutsche Bank AG            5.20 11/23/2016   EUR    67.50
Deutsche Bank AG            7.20  7/20/2016   EUR    61.40
Deutsche Bank AG            7.20  7/20/2016   EUR    59.30
Deutsche Bank AG            7.20  7/20/2016   EUR    57.30
Deutsche Bank AG            7.20  7/20/2016   EUR    55.40
Deutsche Bank AG            7.20  7/20/2016   EUR    53.70
Deutsche Bank AG            7.20  8/24/2016   EUR    62.00
Deutsche Bank AG            7.20  8/24/2016   EUR    59.90
Deutsche Bank AG            7.20  8/24/2016   EUR    58.00
Deutsche Bank AG            7.20  8/24/2016   EUR    56.10
Deutsche Bank AG            7.20  8/24/2016   EUR    54.40
Deutsche Bank AG            5.20 10/26/2016   EUR    61.80
Deutsche Bank AG            7.20 10/26/2016   EUR    63.20
Deutsche Bank AG            7.20 10/26/2016   EUR    61.10
Deutsche Bank AG            5.20 10/26/2016   EUR    59.70
Deutsche Bank AG            7.20 10/26/2016   EUR    59.20
Deutsche Bank AG            5.20 10/26/2016   EUR    57.80
Deutsche Bank AG            7.20 10/26/2016   EUR    57.30
Deutsche Bank AG            5.20 10/26/2016   EUR    56.00
Deutsche Bank AG            5.20 10/26/2016   EUR    54.20
Deutsche Bank AG            7.20 10/26/2016   EUR    55.60
Deutsche Bank AG            7.20 11/23/2016   EUR    63.70
Deutsche Bank AG            5.20 11/23/2016   EUR    62.10
Deutsche Bank AG            5.20 11/23/2016   EUR    60.10
Deutsche Bank AG            7.20 11/23/2016   EUR    61.60
Deutsche Bank AG            5.20 11/23/2016   EUR    58.20
Deutsche Bank AG            7.20 11/23/2016   EUR    59.70
Deutsche Bank AG            5.20 11/23/2016   EUR    56.30
Deutsche Bank AG            7.20 11/23/2016   EUR    57.90
Deutsche Bank AG            7.20 11/23/2016   EUR    56.20
Deutsche Bank AG            5.20 11/23/2016   EUR    54.60
Deutsche Bank AG            7.20  7/20/2016   EUR    69.20
Deutsche Bank AG            5.20  7/20/2016   EUR    68.30
Deutsche Bank AG            5.20  8/24/2016   EUR    68.50
Deutsche Bank AG            7.20  8/24/2016   EUR    69.50
Deutsche Bank AG            5.20 10/26/2016   EUR    68.80
Deutsche Bank AG            7.20 10/26/2016   EUR    70.20
Deutsche Bank AG            5.20 11/23/2016   EUR    69.00
Deutsche Bank AG            7.20 11/23/2016   EUR    70.50
Deutsche Bank AG            7.20  7/20/2016   EUR    76.90
Deutsche Bank AG            7.20  7/20/2016   EUR    70.60
Deutsche Bank AG            5.20  7/20/2016   EUR    69.80
Deutsche Bank AG            7.20  8/24/2016   EUR    77.40
Deutsche Bank AG            7.20  8/24/2016   EUR    71.20
Deutsche Bank AG            5.20  8/24/2016   EUR    70.20
Deutsche Bank AG            5.20 10/26/2016   EUR    76.90
Deutsche Bank AG            7.20 10/26/2016   EUR    78.30
Deutsche Bank AG            5.20 10/26/2016   EUR    70.90
Deutsche Bank AG            7.20 10/26/2016   EUR    72.30
Deutsche Bank AG            7.20 11/23/2016   EUR    78.70
Deutsche Bank AG            5.20 11/23/2016   EUR    77.20
Deutsche Bank AG            5.20 11/23/2016   EUR    71.20
Deutsche Bank AG            7.20 11/23/2016   EUR    72.80
Deutsche Bank AG            7.20  7/20/2016   EUR    75.90
Deutsche Bank AG            7.20  8/24/2016   EUR    76.50
Deutsche Bank AG            7.20 10/26/2016   EUR    77.60
Deutsche Bank AG            5.20 10/26/2016   EUR    76.20
Deutsche Bank AG            7.20 11/23/2016   EUR    78.10
Deutsche Bank AG            5.20 11/23/2016   EUR    76.50
Deutsche Bank AG            5.20  7/20/2016   EUR    61.60
Deutsche Bank AG            7.20  7/20/2016   EUR    62.40
Deutsche Bank AG            7.20  7/20/2016   EUR    59.30
Deutsche Bank AG            5.20  7/20/2016   EUR    58.50
Deutsche Bank AG            7.20  7/20/2016   EUR    56.50
Deutsche Bank AG            5.20  8/24/2016   EUR    61.80
Deutsche Bank AG            7.20  8/24/2016   EUR    62.80
Deutsche Bank AG            7.20  8/24/2016   EUR    59.80
Deutsche Bank AG            5.20  8/24/2016   EUR    58.80
Deutsche Bank AG            7.20  8/24/2016   EUR    57.00
Deutsche Bank AG            5.20 10/26/2016   EUR    62.20
Deutsche Bank AG            7.20 10/26/2016   EUR    63.60
Deutsche Bank AG            5.20 10/26/2016   EUR    59.30
Deutsche Bank AG            7.20 10/26/2016   EUR    60.60
Deutsche Bank AG            7.20 10/26/2016   EUR    58.00
Deutsche Bank AG            5.20 10/26/2016   EUR    56.60
Deutsche Bank AG            7.20 11/23/2016   EUR    63.90
Deutsche Bank AG            5.20 11/23/2016   EUR    62.30
Deutsche Bank AG            5.20 11/23/2016   EUR    59.50
Deutsche Bank AG            7.20 11/23/2016   EUR    61.00
Deutsche Bank AG            5.20 11/23/2016   EUR    56.80
Deutsche Bank AG            7.20 11/23/2016   EUR    58.40
Deutsche Bank AG            7.20  7/20/2016   EUR    73.20
Deutsche Bank AG            5.20  7/20/2016   EUR    72.40
Deutsche Bank AG            7.20  7/20/2016   EUR    70.20
Deutsche Bank AG            7.20  7/20/2016   EUR    67.40
Deutsche Bank AG            7.20  7/20/2016   EUR    64.70
Deutsche Bank AG            7.20  8/24/2016   EUR    73.70
Deutsche Bank AG            5.20  8/24/2016   EUR    72.70
Deutsche Bank AG            7.20  8/24/2016   EUR    70.70
Deutsche Bank AG            7.20  8/24/2016   EUR    68.00
Deutsche Bank AG            7.20  8/24/2016   EUR    65.40
Deutsche Bank AG            7.20 10/26/2016   EUR    74.60
Deutsche Bank AG            5.20 10/26/2016   EUR    73.20
Deutsche Bank AG            7.20 10/26/2016   EUR    71.70
Deutsche Bank AG            5.20 10/26/2016   EUR    70.30
Deutsche Bank AG            7.20 10/26/2016   EUR    69.00
Deutsche Bank AG            5.20 10/26/2016   EUR    67.60
Deutsche Bank AG            5.20 10/26/2016   EUR    65.10
Deutsche Bank AG            7.20 10/26/2016   EUR    66.50
Deutsche Bank AG            5.20 11/23/2016   EUR    73.40
Deutsche Bank AG            7.20 11/23/2016   EUR    75.00
Deutsche Bank AG            5.20 11/23/2016   EUR    70.60
Deutsche Bank AG            7.20 11/23/2016   EUR    72.10
Deutsche Bank AG            5.20 11/23/2016   EUR    67.90
Deutsche Bank AG            7.20 11/23/2016   EUR    69.50
Deutsche Bank AG            7.20 11/23/2016   EUR    67.00
Deutsche Bank AG            5.20 11/23/2016   EUR    65.40
Deutsche Bank AG            5.20   7/6/2016   EUR    64.50
Deutsche Bank AG            7.20   7/6/2016   EUR    65.30
Deutsche Bank AG            5.20   7/6/2016   EUR    61.00
Deutsche Bank AG            7.20   7/6/2016   EUR    61.70
Deutsche Bank AG            7.20   7/6/2016   EUR    58.50
Deutsche Bank AG            5.20   7/6/2016   EUR    57.70
Deutsche Bank AG            5.20  8/24/2016   EUR    65.00
Deutsche Bank AG            7.20  8/24/2016   EUR    66.10
Deutsche Bank AG            5.20  8/24/2016   EUR    61.50
Deutsche Bank AG            7.20  8/24/2016   EUR    62.60
Deutsche Bank AG            7.20  8/24/2016   EUR    59.40
Deutsche Bank AG            5.20  8/24/2016   EUR    58.40
Deutsche Bank AG            7.20 10/26/2016   EUR    67.10
Deutsche Bank AG            5.20 10/26/2016   EUR    65.70
Deutsche Bank AG            5.20 10/26/2016   EUR    62.30
Deutsche Bank AG            7.20 10/26/2016   EUR    63.70
Deutsche Bank AG            5.20 10/26/2016   EUR    59.20
Deutsche Bank AG            7.20 10/26/2016   EUR    60.50
Deutsche Bank AG            5.20 11/23/2016   EUR    65.90
Deutsche Bank AG            7.20 11/23/2016   EUR    67.50
Deutsche Bank AG            5.20 11/23/2016   EUR    62.60
Deutsche Bank AG            7.20 11/23/2016   EUR    64.10
Deutsche Bank AG            7.20 11/23/2016   EUR    61.00
Deutsche Bank AG            5.20 11/23/2016   EUR    59.50
DZ Bank AG Deutsche Zentr   5.20  3/21/2016   EUR    62.65
DZ Bank AG Deutsche Zentr   8.30  3/21/2016   EUR    59.81
DZ Bank AG Deutsche Zentr   6.70  6/20/2016   EUR    63.70
DZ Bank AG Deutsche Zentr   5.10  9/19/2016   EUR    64.17
DZ Bank AG Deutsche Zentr   4.90  3/21/2016   EUR    62.18
DZ Bank AG Deutsche Zentr   7.60  9/19/2016   EUR    61.61
DZ Bank AG Deutsche Zentr  10.00  3/21/2016   EUR    70.26
DZ Bank AG Deutsche Zentr   8.50  3/21/2016   EUR    66.99
DZ Bank AG Deutsche Zentr  12.00  6/20/2016   EUR    70.69
DZ Bank AG Deutsche Zentr  10.00  6/20/2016   EUR    67.26
DZ Bank AG Deutsche Zentr   8.25  6/20/2016   EUR    69.66
DZ Bank AG Deutsche Zentr   9.50  3/21/2016   EUR    70.92
DZ Bank AG Deutsche Zentr   9.75  6/20/2016   EUR    70.69
DZ Bank AG Deutsche Zentr   6.50  6/20/2016   EUR    52.59
DZ Bank AG Deutsche Zentr   6.00  9/19/2016   EUR    53.88
DZ Bank AG Deutsche Zentr   6.75  9/19/2016   EUR    54.31
DZ Bank AG Deutsche Zentr   8.50  3/21/2016   EUR    67.63
DZ Bank AG Deutsche Zentr   7.25  3/21/2016   EUR    72.07
DZ Bank AG Deutsche Zentr   7.00  6/20/2016   EUR    71.19
DZ Bank AG Deutsche Zentr   7.25  9/19/2016   EUR    72.94
Notenstein La Roche Priva   6.34  8/19/2016   CHF    58.93
Vontobel Financial Produc   5.00 12/23/2016   EUR    61.98
Vontobel Financial Produc   5.00 12/23/2016   EUR    72.33
Vontobel Financial Produc  13.40 12/23/2016   EUR    65.24
Vontobel Financial Produc   7.60 12/23/2016   EUR    66.28
Vontobel Financial Produc   5.45 12/23/2016   EUR    69.35
Vontobel Financial Produc   7.30  12/2/2016   EUR    68.86
Vontobel Financial Produc   6.35  8/26/2016   EUR    77.59
Vontobel Financial Produc   6.75  8/26/2016   EUR    58.04
Vontobel Financial Produc   9.00  8/26/2016   EUR    73.91
DekaBank Deutsche Girozen   5.20  8/12/2016   EUR    73.06
DekaBank Deutsche Girozen   5.40  8/12/2016   EUR    55.06
DZ Bank AG Deutsche Zentr   4.90  6/20/2016   EUR    60.30
DZ Bank AG Deutsche Zentr   5.60  9/19/2016   EUR    66.41
Goldman Sachs & Co Wertpa  11.00  9/21/2016   EUR    58.33
Goldman Sachs & Co Wertpa   7.00  4/20/2016   EUR    71.80
Goldman Sachs & Co Wertpa   7.00  4/20/2016   EUR    71.80
Goldman Sachs & Co Wertpa   7.00  5/25/2016   EUR    71.86
Goldman Sachs & Co Wertpa   8.00  5/25/2016   EUR    72.12
Goldman Sachs & Co Wertpa   4.00  6/22/2016   EUR    68.92
Goldman Sachs & Co Wertpa   8.00  6/22/2016   EUR    70.23
Goldman Sachs & Co Wertpa   8.00  6/22/2016   EUR    70.23
Goldman Sachs & Co Wertpa  13.00  6/22/2016   EUR    71.87
Goldman Sachs & Co Wertpa   5.00  8/24/2016   EUR    69.25
Goldman Sachs & Co Wertpa  13.00  7/20/2016   EUR    72.49
Goldman Sachs & Co Wertpa  12.00  8/24/2016   EUR    72.74
Goldman Sachs & Co Wertpa  11.00  9/21/2016   EUR    72.71
Goldman Sachs & Co Wertpa  11.00  9/21/2016   EUR    72.71
Goldman Sachs & Co Wertpa   8.00 12/21/2016   EUR    72.01
Goldman Sachs & Co Wertpa   5.00 12/21/2016   EUR    69.55
Goldman Sachs & Co Wertpa   8.00 12/21/2016   EUR    72.01
Goldman Sachs & Co Wertpa  12.00  3/23/2016   EUR    58.16
Goldman Sachs & Co Wertpa  11.00  4/20/2016   EUR    58.85
Goldman Sachs & Co Wertpa  11.00  4/20/2016   EUR    58.85
Goldman Sachs & Co Wertpa   5.00  5/25/2016   EUR    58.18
Goldman Sachs & Co Wertpa   7.00 12/21/2016   EUR    61.29
Goldman Sachs & Co Wertpa  13.00  5/25/2016   EUR    59.38
Goldman Sachs & Co Wertpa  12.00  4/20/2016   EUR    58.58
Goldman Sachs & Co Wertpa   8.00  7/20/2016   EUR    59.28
Goldman Sachs & Co Wertpa  10.00  7/20/2016   EUR    60.09
Goldman Sachs & Co Wertpa  10.00  8/24/2016   EUR    60.87
Goldman Sachs & Co Wertpa  10.00  8/24/2016   EUR    60.87
Goldman Sachs & Co Wertpa  11.00  8/24/2016   EUR    61.37
Goldman Sachs & Co Wertpa   8.00  9/21/2016   EUR    60.33
Goldman Sachs & Co Wertpa  10.00  9/21/2016   EUR    61.48
Goldman Sachs & Co Wertpa  10.00  9/21/2016   EUR    61.48
Goldman Sachs & Co Wertpa   6.00 12/21/2016   EUR    60.34
Goldman Sachs & Co Wertpa   8.00 12/21/2016   EUR    61.98
Goldman Sachs & Co Wertpa   8.00 12/21/2016   EUR    61.98
Goldman Sachs & Co Wertpa   7.00  3/22/2017   EUR    62.56
Goldman Sachs & Co Wertpa   8.00  3/22/2017   EUR    63.63
Goldman Sachs & Co Wertpa   8.00  3/22/2017   EUR    63.63
Goldman Sachs & Co Wertpa   8.00  3/22/2017   EUR    63.63
Goldman Sachs & Co Wertpa   7.00  6/21/2017   EUR    63.21
Goldman Sachs & Co Wertpa   8.00  6/21/2017   EUR    64.53
Goldman Sachs & Co Wertpa   8.00  6/21/2017   EUR    64.53
Goldman Sachs & Co Wertpa   8.00  6/21/2017   EUR    64.52
Goldman Sachs & Co Wertpa   8.00  6/21/2017   EUR    64.52
UBS AG/London              10.40  8/21/2017   CHF    72.11
Vontobel Financial Produc  13.95  9/23/2016   EUR    52.49
Vontobel Financial Produc   6.00 12/23/2016   EUR    58.44
Vontobel Financial Produc  10.00 12/23/2016   EUR    55.01
Vontobel Financial Produc  11.70 12/23/2016   EUR    54.16
Vontobel Financial Produc  10.70 12/23/2016   EUR    77.02
LBBW                        4.50  8/26/2016   EUR    43.88
LBBW                        5.50  8/26/2016   EUR    43.35
LBBW                        6.00  8/26/2016   EUR    76.39
LBBW                        6.00  8/26/2016   EUR    75.90
DekaBank Deutsche Girozen   5.40  8/12/2016   EUR    73.53
LBBW                        2.50  8/26/2016   EUR    46.27
LBBW                        3.50  8/26/2016   EUR    44.43
LBBW                        3.00  8/26/2016   EUR    74.40
LBBW                        5.00  8/26/2016   EUR    70.97
LBBW                        3.00  8/26/2016   EUR    71.94
LBBW                        4.50  8/26/2016   EUR    69.15
LBBW                        5.50  8/26/2016   EUR    67.98
LBBW                        3.00  8/26/2016   EUR    59.06
LBBW                        4.00  8/26/2016   EUR    57.11
LBBW                        5.00  8/26/2016   EUR    55.89
LBBW                        6.00  8/26/2016   EUR    54.78
LBBW                        5.00  8/26/2016   EUR    73.01
LBBW                        2.50  8/26/2016   EUR    65.30
LBBW                        3.50  8/26/2016   EUR    63.92
LBBW                        4.50  8/26/2016   EUR    62.92
LBBW                        3.50  8/26/2016   EUR    78.81
LBBW                        4.50  8/26/2016   EUR    77.20
LBBW                        5.50  8/26/2016   EUR    75.76
LBBW                        2.50  8/26/2016   EUR    79.63
LBBW                        3.50  8/26/2016   EUR    77.54
LBBW                        4.50  8/26/2016   EUR    75.84
LBBW                        5.50  8/26/2016   EUR    74.52
LBBW                        3.00  8/26/2016   EUR    67.87
LBBW                        4.50  8/26/2016   EUR    65.18
LBBW                        6.00  8/26/2016   EUR    63.38
LBBW                        3.50  8/26/2016   EUR    66.05
LBBW                        5.50  8/26/2016   EUR    63.57
LBBW                        3.00  8/26/2016   EUR    63.90
LBBW                        4.00  8/26/2016   EUR    62.40
LBBW                        5.00  8/26/2016   EUR    61.00
LBBW                        3.00  8/26/2016   EUR    77.31
LBBW                        5.00  8/26/2016   EUR    73.63
LBBW                        4.50  8/26/2016   EUR    75.10
LBBW                        6.00  8/26/2016   EUR    73.13
LBBW                        3.00  8/26/2016   EUR    70.55
LBBW                        4.50  8/26/2016   EUR    67.77
LBBW                        2.50  8/26/2016   EUR    72.41
LBBW                        4.00  8/26/2016   EUR    70.11
LBBW                        5.50  8/26/2016   EUR    68.47
LBBW                        3.00  8/26/2016   EUR    74.35
LBBW                        4.00  8/26/2016   EUR    72.35
LBBW                        5.00  8/26/2016   EUR    70.45
LBBW                        2.50  8/26/2016   EUR    62.42
LBBW                        3.50  8/26/2016   EUR    60.90
LBBW                        4.50  8/26/2016   EUR    59.67
LBBW                        5.50  8/26/2016   EUR    58.65
LBBW                        6.50  8/26/2016   EUR    57.81
UBS AG/London               8.25  2/20/2017   CHF    64.17
UBS AG/London               6.25  8/19/2016   CHF    78.45
Notenstein La Roche Priva   5.02  2/20/2017   CHF    74.02
Vontobel Financial Produc  21.40  9/23/2016   EUR    61.36
Vontobel Financial Produc   9.00 12/23/2016   EUR    66.47
Vontobel Financial Produc   7.10 12/23/2016   EUR    67.98
Vontobel Financial Produc  11.15 12/23/2016   EUR    65.39
Vontobel Financial Produc  13.30 12/23/2016   EUR    64.53
Vontobel Financial Produc  15.45 12/23/2016   EUR    63.87
Vontobel Financial Produc  12.25  9/23/2016   EUR    68.81
Vontobel Financial Produc   5.15 12/23/2016   EUR    76.51
Vontobel Financial Produc  10.50 12/23/2016   EUR    70.27
Vontobel Financial Produc  13.60 12/23/2016   EUR    68.38
Vontobel Financial Produc   4.75  9/23/2016   EUR    63.50
Vontobel Financial Produc  13.00  9/23/2016   EUR    58.08
Vontobel Financial Produc   6.35 12/23/2016   EUR    77.55
Vontobel Financial Produc   8.80 12/23/2016   EUR    60.35
Vontobel Financial Produc   5.00 12/23/2016   EUR    63.00
Vontobel Financial Produc   6.85 12/23/2016   EUR    61.51
Vontobel Financial Produc  10.80 12/23/2016   EUR    59.48
Vontobel Financial Produc  15.60  9/23/2016   EUR    57.23
Vontobel Financial Produc  23.55  2/26/2016   EUR    55.95
Leonteq Securities AG       5.40  8/28/2017   CHF    54.88
Leonteq Securities AG      15.80 11/28/2016   CHF    73.41
Banque Cantonale Vaudoise   6.72  8/19/2016   EUR    61.95
Vontobel Financial Produc   6.15  9/23/2016   EUR    76.36
UBS AG                      5.00  9/23/2016   EUR    78.92
UBS AG                     10.00  9/23/2016   EUR    70.14
UBS AG                     13.50  6/24/2016   EUR    74.56
UBS AG                     14.00  6/24/2016   EUR    71.09
UBS AG                     11.50  9/23/2016   EUR    76.52
Erste Group Bank AG         6.80  8/28/2016   EUR    63.00
Vontobel Financial Produc   7.20  6/24/2016   EUR    71.05
Vontobel Financial Produc   5.75  6/24/2016   EUR    73.02
Vontobel Financial Produc   6.45  9/23/2016   EUR    72.38
Notenstein La Roche Priva   4.10  8/14/2018   CHF    69.14
Notenstein La Roche Priva   7.00  8/14/2017   CHF    73.43
Notenstein La Roche Priva   6.30  2/14/2017   CHF    51.08
Notenstein La Roche Priva   5.70  8/14/2017   CHF    71.14
Notenstein La Roche Priva   6.20  2/14/2017   CHF    60.41
Notenstein La Roche Priva   5.30  8/14/2017   CHF    74.27
Notenstein La Roche Priva   4.20  8/15/2016   CHF    47.48
Vontobel Financial Produc   6.80  12/9/2016   EUR    61.23
Vontobel Financial Produc  11.85  6/24/2016   EUR    77.78
Vontobel Financial Produc  11.70  12/9/2016   EUR    58.60
Vontobel Financial Produc   4.65  9/23/2016   EUR    71.14
Vontobel Financial Produc   7.60  9/23/2016   EUR    68.20
Vontobel Financial Produc   4.75  6/24/2016   EUR    64.20
Vontobel Financial Produc  10.75  9/23/2016   EUR    59.08
Vontobel Financial Produc   7.80  9/23/2016   EUR    71.29
Vontobel Financial Produc   5.55  9/23/2016   EUR    74.42
Vontobel Financial Produc   9.55  9/23/2016   EUR    69.53
Vontobel Financial Produc   4.60  9/23/2016   EUR    64.63
Vontobel Financial Produc   8.90  6/24/2016   EUR    66.81
Vontobel Financial Produc   5.00  6/24/2016   EUR    70.35
Vontobel Financial Produc   9.10  6/24/2016   EUR    69.98
Vontobel Financial Produc   6.20  6/24/2016   EUR    73.75
Leonteq Securities AG       5.40  8/14/2017   CHF    71.50
Leonteq Securities AG      10.00 11/14/2016   CHF    53.21
Leonteq Securities AG       8.00 11/14/2016   CHF    73.69
Vontobel Financial Produc   6.30  6/24/2016   EUR    75.62
UBS AG/London               5.00   8/6/2018   CHF    74.99
Vontobel Financial Produc   7.35  6/24/2016   EUR    69.74
UBS AG                      4.50 11/11/2016   EUR    64.14
UBS AG                      9.00  8/12/2016   EUR    56.57
UBS AG                      4.50 11/11/2016   EUR    71.78
UBS AG                      8.00  8/12/2016   EUR    57.63
UBS AG                      4.80  8/12/2016   EUR    71.65
DekaBank Deutsche Girozen   5.50  7/22/2016   EUR    72.73
LBBW                        3.40  9/28/2018   EUR    67.20
Vontobel Financial Produc   8.50  8/26/2016   EUR    66.61
Commerzbank AG              5.50  7/22/2016   EUR    56.83
Commerzbank AG              6.00  7/22/2016   EUR    59.03
Commerzbank AG              5.00  7/22/2016   EUR    64.04
Commerzbank AG              6.00  7/22/2016   EUR    72.58
DZ Bank AG Deutsche Zentr   6.90  6/20/2016   EUR    51.30
Bank Julius Baer & Co Ltd  12.20  8/18/2016   USD    65.90
DZ Bank AG Deutsche Zentr   6.50  9/23/2016   EUR    56.77
DZ Bank AG Deutsche Zentr   6.50  9/23/2016   EUR    51.65
DZ Bank AG Deutsche Zentr   8.00  8/26/2016   EUR    71.95
DZ Bank AG Deutsche Zentr   7.50  8/26/2016   EUR    69.04
Vontobel Financial Produc   7.00  8/26/2016   EUR    65.19
Vontobel Financial Produc   5.50  8/26/2016   EUR    73.52
Notenstein La Roche Priva   8.02  8/11/2017   EUR    61.92
Vontobel Financial Produc   6.15 12/23/2016   EUR    55.60
Vontobel Financial Produc  11.00  3/29/2016   EUR    73.64
Vontobel Financial Produc   5.35 12/23/2016   EUR    67.36
Vontobel Financial Produc  11.00  6/24/2016   EUR    73.79
Vontobel Financial Produc   6.15  8/26/2016   EUR    69.74
Vontobel Financial Produc  10.70  3/29/2016   EUR    69.27
Vontobel Financial Produc  13.35  6/24/2016   EUR    66.67
Vontobel Financial Produc  11.00  9/23/2016   EUR    67.96
Vontobel Financial Produc  14.80  9/23/2016   EUR    66.21
Notenstein La Roche Priva   4.10   8/7/2018   CHF    74.35
Notenstein La Roche Priva   7.00   2/7/2017   CHF    63.49
Notenstein La Roche Priva   5.50   8/7/2018   CHF    67.84
Notenstein La Roche Priva   5.00   8/7/2018   CHF    68.43
Goldman Sachs & Co Wertpa  21.00  7/20/2016   EUR    68.45
Goldman Sachs & Co Wertpa  10.00  8/24/2016   EUR    63.86
Goldman Sachs & Co Wertpa   8.00  8/24/2016   EUR    56.21
Goldman Sachs & Co Wertpa   9.00  6/21/2017   EUR    59.15
Bank Julius Baer & Co Ltd  13.68  7/28/2016   CHF    55.90
LBBW                        4.00  8/26/2016   EUR    58.50
LBBW                        3.00  8/26/2016   EUR    69.00
LBBW                        3.00  8/26/2016   EUR    59.23
LBBW                        5.00  8/26/2016   EUR    56.04
LBBW                        5.00  8/26/2016   EUR    73.47
LBBW                        2.50  8/26/2016   EUR    77.73
LBBW                        4.50  8/26/2016   EUR    73.69
LBBW                        2.50  8/26/2016   EUR    63.30
LBBW                        4.50  8/26/2016   EUR    59.79
LBBW                        3.00  8/26/2016   EUR    80.02
LBBW                        4.50  8/26/2016   EUR    77.28
LBBW                        4.50  8/26/2016   EUR    69.00
LBBW                        2.50  8/26/2016   EUR    60.41
LBBW                        4.00  8/26/2016   EUR    75.54
LBBW                        3.00  8/26/2016   EUR    74.28
LBBW                        4.50  8/25/2017   EUR    75.65
LBBW                        2.50  8/25/2017   EUR    75.50
LBBW                        4.50  8/25/2017   EUR    70.77
LBBW                        3.50  8/25/2017   EUR    60.96
LBBW                        4.50  8/25/2017   EUR    71.76
LBBW                        3.50  8/25/2017   EUR    77.72
LBBW                        4.50  8/25/2017   EUR    75.87
LBBW                        3.50  8/25/2017   EUR    75.21
LBBW                        3.00  8/25/2017   EUR    68.89
LBBW                        5.00  8/25/2017   EUR    65.97
LBBW                        3.00  8/25/2017   EUR    62.08
LBBW                        4.00  8/25/2017   EUR    60.09
LBBW                        5.00  8/25/2017   EUR    58.67
LBBW                        3.00  8/25/2017   EUR    49.00
LBBW                        3.50  8/25/2017   EUR    60.66
LBBW                        3.00  8/25/2017   EUR    64.10
LBBW                        3.00  8/25/2017   EUR    71.54
EFG International Finance   7.20  7/29/2020   EUR    54.36
Vontobel Financial Produc   4.15 12/23/2016   EUR    56.80
Vontobel Financial Produc   7.45  3/29/2016   EUR    61.88
Vontobel Financial Produc   8.05  6/24/2016   EUR    72.55
Vontobel Financial Produc   9.00  3/29/2016   EUR    68.64
Vontobel Financial Produc   5.15  6/24/2016   EUR    70.40
Landesbank Hessen-Thuerin   3.00 11/28/2016   EUR    72.80
Leonteq Securities AG       5.20   8/7/2018   CHF    76.06
Leonteq Securities AG       4.20   8/7/2018   EUR    73.87
Leonteq Securities AG      12.00  11/7/2016   CHF    69.33
Leonteq Securities AG       8.00  11/7/2016   CHF    67.71
Leonteq Securities AG       9.20  11/7/2016   USD    63.09
Notenstein La Roche Priva   6.00   8/7/2017   CHF    68.75
Notenstein La Roche Priva   4.00  7/31/2018   CHF    69.75
Notenstein La Roche Priva   6.00  7/31/2017   CHF    61.00
Notenstein La Roche Priva   5.60  7/31/2017   CHF    75.68
Notenstein La Roche Priva   4.00  1/31/2017   EUR    53.78
Commerzbank AG              6.00  6/23/2016   EUR    60.38
DZ Bank AG Deutsche Zentr   5.60  6/20/2016   EUR    63.34
DZ Bank AG Deutsche Zentr   4.80  9/19/2016   EUR    62.09
Banque Cantonale Vaudoise   5.52  7/29/2016   USD    75.05
UBS AG/London               5.00  7/29/2016   CHF    65.04
Zurcher Kantonalbank Fina   9.00  8/11/2016   CHF    71.07
Zurcher Kantonalbank Fina   7.20  8/11/2016   CHF    71.61
Bank Julius Baer & Co Ltd   9.05  2/13/2017   EUR    57.95
Vontobel Financial Produc   7.70  6/24/2016   EUR    75.82
Vontobel Financial Produc   6.40  6/24/2016   EUR    77.53
Vontobel Financial Produc   5.45  9/23/2016   EUR    78.39
Vontobel Financial Produc   6.55  9/23/2016   EUR    76.97
Vontobel Financial Produc   5.10  9/23/2016   EUR    60.43
Vontobel Financial Produc   4.25  9/23/2016   EUR    61.53
Vontobel Financial Produc   9.50  6/24/2016   EUR    56.28
Vontobel Financial Produc   8.90  7/22/2016   EUR    56.78
Zurcher Kantonalbank Fina  10.03 10/21/2016   CHF    78.80
Goldman Sachs & Co Wertpa   8.00 11/23/2016   EUR    70.61
Leonteq Securities AG      11.20  1/26/2017   CHF    75.90
Leonteq Securities AG      10.20  1/26/2017   CHF    60.32
Goldman Sachs & Co Wertpa   6.00 11/23/2016   EUR    64.18
Goldman Sachs & Co Wertpa  10.00  3/23/2016   EUR    61.38
Goldman Sachs & Co Wertpa   8.00 11/23/2016   EUR    65.68
Bank Julius Baer & Co Ltd   9.00 10/24/2016   CHF    57.55
LBBW                        6.00 10/28/2016   EUR    72.76
LBBW                        5.50  6/24/2016   EUR    73.55
Notenstein La Roche Priva   5.00 10/23/2018   CHF    76.63
Notenstein La Roche Priva   7.50 10/26/2016   CHF    77.55
BNP Paribas Emissions- un   7.50  3/24/2016   EUR    72.77
BNP Paribas Emissions- un  11.00  3/24/2016   EUR    66.84
BNP Paribas Emissions- un  20.00  3/24/2016   EUR    59.93
BNP Paribas Emissions- un   5.50  9/22/2016   EUR    73.39
BNP Paribas Emissions- un   9.00  9/22/2016   EUR    67.81
BNP Paribas Emissions- un  12.00  9/22/2016   EUR    65.03
BNP Paribas Emissions- un  16.00  9/22/2016   EUR    63.31
BNP Paribas Emissions- un   8.00 12/22/2016   EUR    68.84
BNP Paribas Emissions- un  10.00 12/22/2016   EUR    66.20
BNP Paribas Emissions- un  21.00  6/23/2016   EUR    74.68
BNP Paribas Emissions- un  16.00  3/24/2016   EUR    64.22
BNP Paribas Emissions- un   5.00  9/22/2016   EUR    72.52
BNP Paribas Emissions- un   6.00  9/22/2016   EUR    69.82
BNP Paribas Emissions- un  15.00  3/24/2016   EUR    71.44
BNP Paribas Emissions- un   9.00  9/22/2016   EUR    73.66
BNP Paribas Emissions- un  13.00  9/22/2016   EUR    69.87
BNP Paribas Emissions- un  19.00  9/22/2016   EUR    64.12
BNP Paribas Emissions- un  16.00 12/22/2016   EUR    65.65
BNP Paribas Emissions- un  13.00  6/23/2016   EUR    72.66
BNP Paribas Emissions- un  16.00  9/22/2016   EUR    64.47
BNP Paribas Emissions- un  22.00  9/22/2016   EUR    60.59
BNP Paribas Emissions- un  13.00 12/22/2016   EUR    65.89
BNP Paribas Emissions- un  19.00 12/22/2016   EUR    64.17
BNP Paribas Emissions- un  13.00  6/23/2016   EUR    74.87
BNP Paribas Emissions- un  18.00  6/23/2016   EUR    71.91
BNP Paribas Emissions- un  12.00 12/22/2016   EUR    75.50
BNP Paribas Emissions- un   8.00  3/24/2016   EUR    64.92
BNP Paribas Emissions- un   9.00  9/22/2016   EUR    68.51
BNP Paribas Emissions- un   6.00 12/22/2016   EUR    71.23
BNP Paribas Emissions- un   7.00 12/22/2016   EUR    69.09
BNP Paribas Emissions- un  12.00  6/23/2016   EUR    60.40
BNP Paribas Emissions- un  15.00  6/23/2016   EUR    59.26
BNP Paribas Emissions- un  18.00  6/23/2016   EUR    57.32
BNP Paribas Emissions- un  21.00  6/23/2016   EUR    55.68
BNP Paribas Emissions- un   7.00  9/22/2016   EUR    66.08
BNP Paribas Emissions- un   8.00  9/22/2016   EUR    66.66
BNP Paribas Emissions- un   9.50  9/22/2016   EUR    63.91
BNP Paribas Emissions- un  13.00  9/22/2016   EUR    61.64
BNP Paribas Emissions- un  17.00  9/22/2016   EUR    58.51
BNP Paribas Emissions- un   7.00 12/22/2016   EUR    67.10
BNP Paribas Emissions- un   8.50 12/22/2016   EUR    64.91
BNP Paribas Emissions- un  10.00 12/22/2016   EUR    64.04
BNP Paribas Emissions- un  11.00 12/22/2016   EUR    62.88
BNP Paribas Emissions- un  15.00 12/22/2016   EUR    60.92
BNP Paribas Emissions- un  29.00  3/24/2016   EUR    52.15
BNP Paribas Emissions- un   8.00  6/23/2016   EUR    65.15
BNP Paribas Emissions- un  11.00  6/23/2016   EUR    62.36
BNP Paribas Emissions- un  23.00  3/24/2016   EUR    78.94
BNP Paribas Emissions- un   7.50  9/22/2016   EUR    73.23
BNP Paribas Emissions- un   9.00  9/22/2016   EUR    70.77
BNP Paribas Emissions- un  11.00  9/22/2016   EUR    68.84
BNP Paribas Emissions- un  16.00  9/22/2016   EUR    65.41
BNP Paribas Emissions- un   7.50 12/22/2016   EUR    73.60
BNP Paribas Emissions- un   9.00 12/22/2016   EUR    71.71
BNP Paribas Emissions- un  13.00 12/22/2016   EUR    68.54
BNP Paribas Emissions- un  14.00 12/22/2016   EUR    66.92
BNP Paribas Emissions- un   6.00  6/23/2016   EUR    74.27
BNP Paribas Emissions- un   7.50  6/23/2016   EUR    72.25
BNP Paribas Emissions- un  10.00  6/23/2016   EUR    69.54
BNP Paribas Emissions- un  13.00  6/23/2016   EUR    67.29
BNP Paribas Emissions- un  14.00  6/23/2016   EUR    65.61
BNP Paribas Emissions- un  17.00  6/23/2016   EUR    64.70
BNP Paribas Emissions- un  20.00  6/23/2016   EUR    63.04
BNP Paribas Emissions- un  13.00 12/22/2016   EUR    80.85
BNP Paribas Emissions- un  16.00  3/24/2016   EUR    80.04
BNP Paribas Emissions- un  22.00  3/24/2016   EUR    77.08
BNP Paribas Emissions- un  25.00  3/24/2016   EUR    75.40
BNP Paribas Emissions- un  14.00  9/22/2016   EUR    80.17
BNP Paribas Emissions- un  15.00  9/22/2016   EUR    79.03
BNP Paribas Emissions- un  16.00  9/22/2016   EUR    72.70
BNP Paribas Emissions- un  13.00 12/22/2016   EUR    74.13
BNP Paribas Emissions- un   8.00  3/24/2016   EUR    64.54
BNP Paribas Emissions- un   8.00  9/22/2016   EUR    65.86
BNP Paribas Emissions- un  13.00  9/22/2016   EUR    59.01
Vontobel Financial Produc   8.50  9/23/2016   EUR    59.95
Vontobel Financial Produc  10.00  9/23/2016   EUR    58.91
Vontobel Financial Produc  15.00 12/23/2016   EUR    59.90
Vontobel Financial Produc  11.50  3/29/2016   EUR    71.01
Vontobel Financial Produc  10.00  6/24/2016   EUR    71.75
Vontobel Financial Produc   9.00  9/23/2016   EUR    72.97
Vontobel Financial Produc  14.50  3/29/2016   EUR    63.43
Vontobel Financial Produc  26.00  3/29/2016   EUR    54.37
Vontobel Financial Produc   8.00  6/24/2016   EUR    69.89
Vontobel Financial Produc  13.60  6/24/2016   EUR    62.22
Vontobel Financial Produc  21.55  6/24/2016   EUR    56.82
Vontobel Financial Produc  17.50  9/23/2016   EUR    58.33
Leonteq Securities AG      16.80  7/26/2016   CHF    63.77
Vontobel Financial Produc  10.10 10/28/2016   EUR    74.01
BNP Paribas Emissions- un  20.00  3/24/2016   EUR    75.73
BNP Paribas Emissions- un  24.00  3/24/2016   EUR    73.26
BNP Paribas Emissions- un  17.00  9/22/2016   EUR    74.49
Zurcher Kantonalbank Fina   8.00 10/27/2016   CHF    70.59
Credit Suisse AG/London     7.00 10/26/2016   CHF    67.11
UBS AG                      9.50  6/24/2016   EUR    66.12
DZ Bank AG Deutsche Zentr  11.50 10/28/2016   EUR    68.82
DZ Bank AG Deutsche Zentr   5.00 10/28/2016   EUR    74.74
DZ Bank AG Deutsche Zentr   6.75 10/28/2016   EUR    73.59
DZ Bank AG Deutsche Zentr   6.75 10/28/2016   EUR    72.50
DZ Bank AG Deutsche Zentr  12.25 10/28/2016   EUR    73.61
DZ Bank AG Deutsche Zentr  11.00 12/23/2016   EUR    62.79
DZ Bank AG Deutsche Zentr  13.50  3/29/2016   EUR    58.09
DZ Bank AG Deutsche Zentr  12.50  9/23/2016   EUR    58.13
DZ Bank AG Deutsche Zentr   5.00  6/24/2016   EUR    67.65
DZ Bank AG Deutsche Zentr   5.00  9/23/2016   EUR    71.96
DZ Bank AG Deutsche Zentr   8.00  9/23/2016   EUR
DZ Bank AG Deutsche Zentr  10.00  9/23/2016   EUR    77.37
DZ Bank AG Deutsche Zentr   8.00  3/29/2016   EUR    71.69
DZ Bank AG Deutsche Zentr   8.00  6/24/2016   EUR    72.16
DZ Bank AG Deutsche Zentr  10.00  6/24/2016   EUR    73.57
DZ Bank AG Deutsche Zentr   8.00  3/29/2016   EUR
DZ Bank AG Deutsche Zentr   8.00  9/23/2016   EUR    73.53
DZ Bank AG Deutsche Zentr   8.00  3/29/2016   EUR    64.48
DZ Bank AG Deutsche Zentr   8.00  6/24/2016   EUR    62.21
UBS AG                     13.75 12/23/2016   EUR    59.32
Bank Julius Baer & Co Ltd   5.65 10/27/2016   CHF    70.35
Bank Julius Baer & Co Ltd   3.90 10/27/2016   CHF    53.10
DZ Bank AG Deutsche Zentr   7.50  3/29/2016   EUR    56.78
DZ Bank AG Deutsche Zentr   7.00  6/24/2016   EUR    57.11
UBS AG/London              12.50  6/24/2016   EUR    62.49
Deutsche Bank AG            5.20  3/21/2017   EUR    74.30
Deutsche Bank AG            5.20  3/21/2017   EUR    71.90
Deutsche Bank AG            5.20  3/21/2017   EUR    69.50
Deutsche Bank AG            5.20  3/21/2017   EUR    67.30
Deutsche Bank AG            5.20  9/20/2016   EUR    76.20
Deutsche Bank AG            5.20 12/20/2016   EUR    75.20
Deutsche Bank AG            7.20  6/21/2016   EUR    72.60
Deutsche Bank AG            7.20  3/21/2017   EUR    71.70
Deutsche Bank AG            7.20  3/21/2017   EUR    69.50
DZ Bank AG Deutsche Zentr   9.00  3/21/2016   EUR    73.58
DZ Bank AG Deutsche Zentr   9.00  6/20/2016   EUR    72.84
DZ Bank AG Deutsche Zentr   7.50  9/19/2016   EUR    74.45
DZ Bank AG Deutsche Zentr   9.00 12/19/2016   EUR    73.13
DZ Bank AG Deutsche Zentr   6.00  9/19/2016   EUR    69.09
UBS AG                      6.50 11/25/2016   EUR    65.29
UBS AG                      6.25 11/25/2016   EUR    72.12
UniCredit Bank AG           4.00 12/22/2016   EUR    76.27
UniCredit Bank AG           4.00 12/22/2016   EUR    79.17
LBBW                        3.35 11/23/2018   EUR    73.94
Vontobel Financial Produc   8.50 10/28/2016   EUR    68.22
Bank Julius Baer & Co Ltd  13.70  7/29/2016   CHF    61.80
UniCredit Bank AG           4.00 12/22/2016   EUR    71.21
UniCredit Bank AG           5.60 12/22/2016   EUR    73.82
UniCredit Bank AG           4.00 12/22/2016   EUR    73.32
UniCredit Bank AG           5.20 12/22/2016   EUR    74.57
UniCredit Bank AG           4.25 12/22/2016   EUR    70.17
UniCredit Bank AG           4.50 12/22/2016   EUR    69.75
UniCredit Bank AG           4.00 12/22/2016   EUR    70.58
UniCredit Bank AG           4.75 12/22/2016   EUR    69.39
UniCredit Bank AG           5.00 12/22/2016   EUR    69.00
Leonteq Securities AG      10.00  1/30/2017   CHF    72.78
Leonteq Securities AG       9.00  1/30/2017   CHF    75.11
Notenstein La Roche Priva   5.10 10/30/2018   CHF    71.93
Notenstein La Roche Priva   6.00 10/30/2017   CHF    69.83
HSBC Trinkaus & Burkhardt  19.40  6/24/2016   EUR    60.57
HSBC Trinkaus & Burkhardt  10.30  9/23/2016   EUR    66.07
HSBC Trinkaus & Burkhardt  18.20  6/24/2016   EUR    66.08
HSBC Trinkaus & Burkhardt  12.40  9/23/2016   EUR    70.22
Societe Generale Effekten   5.61 11/25/2016   EUR    67.31
Bank Julius Baer & Co Ltd   6.50 10/27/2016   CHF    70.90
Vontobel Financial Produc   8.50  9/23/2016   EUR    69.59
Notenstein La Roche Priva   7.80  11/9/2016   CHF    56.87
Commerzbank AG              4.25 10/27/2016   EUR    68.11
Commerzbank AG              4.75 10/27/2016   EUR    67.16
Commerzbank AG              5.25 10/27/2016   EUR    66.17
Commerzbank AG              6.00 10/27/2016   EUR    65.46
Commerzbank AG              6.50 10/27/2016   EUR    64.59
Commerzbank AG              7.25 10/27/2016   EUR    63.94
Commerzbank AG              8.00 10/27/2016   EUR    63.31
Commerzbank AG              8.75 10/27/2016   EUR    62.71
Deutsche Bank AG            4.20  9/20/2016   EUR    65.80
Deutsche Bank AG            6.20  9/20/2016   EUR    64.80
Deutsche Bank AG            4.20  9/20/2016   EUR    63.60
Deutsche Bank AG            6.20  9/20/2016   EUR    62.80
Deutsche Bank AG            4.20  9/20/2016   EUR    61.60
Deutsche Bank AG            4.20  9/20/2016   EUR    59.60
Deutsche Bank AG            4.20  9/20/2016   EUR    64.50
Deutsche Bank AG            6.20  6/21/2016   EUR    59.00
Deutsche Bank AG            6.20  9/20/2016   EUR    73.50
Deutsche Bank AG            4.20  9/20/2016   EUR    72.30
Deutsche Bank AG            4.20  9/20/2016   EUR    70.10
Deutsche Bank AG            4.20  6/21/2016   EUR    58.30
Deutsche Bank AG            6.20  9/20/2016   EUR    65.00
Deutsche Bank AG            4.20  9/20/2016   EUR    73.40
Deutsche Bank AG            6.20  9/20/2016   EUR    72.10
Deutsche Bank AG            6.20  3/22/2016   EUR    64.80
Deutsche Bank AG            4.20  9/20/2016   EUR    67.30
Deutsche Bank AG            6.20  9/20/2016   EUR    65.70
Deutsche Bank AG            6.20  3/22/2016   EUR    64.90
Deutsche Bank AG            4.20  3/22/2016   EUR    64.70
Deutsche Bank AG            6.20  3/22/2016   EUR    62.70
Deutsche Bank AG            4.20  3/22/2016   EUR    62.50
Deutsche Bank AG            6.20  3/22/2016   EUR    58.80
Deutsche Bank AG            4.20  3/22/2016   EUR    58.70
Deutsche Bank AG            6.20  6/21/2016   EUR    63.00
Deutsche Bank AG            4.20  6/21/2016   EUR    62.30
Deutsche Bank AG            6.20  6/21/2016   EUR    61.00
Deutsche Bank AG            4.20  6/21/2016   EUR    60.30
Deutsche Bank AG            4.20  6/21/2016   EUR    56.70
Deutsche Bank AG            6.20  6/21/2016   EUR    57.40
Deutsche Bank AG            6.20  9/20/2016   EUR    64.10
Deutsche Bank AG            4.20  9/20/2016   EUR    62.90
Deutsche Bank AG            6.20  9/20/2016   EUR    62.20
Deutsche Bank AG            4.20  9/20/2016   EUR    61.00
Deutsche Bank AG            6.20  9/20/2016   EUR    58.70
Deutsche Bank AG            4.20  9/20/2016   EUR    57.50
Deutsche Bank AG            4.20  9/20/2016   EUR    62.00
Deutsche Bank AG            4.20  3/22/2016   EUR    78.90
Deutsche Bank AG            6.20  3/22/2016   EUR    79.10
Deutsche Bank AG            4.20  6/21/2016   EUR    78.30
Deutsche Bank AG            6.20  6/21/2016   EUR    79.00
Deutsche Bank AG            6.20  9/20/2016   EUR    79.80
Deutsche Bank AG            4.20  9/20/2016   EUR    78.60
Deutsche Bank AG            4.20  3/22/2016   EUR    70.90
Deutsche Bank AG            6.20  3/22/2016   EUR    71.10
Deutsche Bank AG            6.20  3/22/2016   EUR    67.40
Deutsche Bank AG            4.20  3/22/2016   EUR    67.20
Deutsche Bank AG            6.20  3/22/2016   EUR    64.00
Deutsche Bank AG            4.20  3/22/2016   EUR    63.80
Deutsche Bank AG            6.20  6/21/2016   EUR    71.10
Deutsche Bank AG            4.20  6/21/2016   EUR    70.40
Deutsche Bank AG            4.20  6/21/2016   EUR    66.80
Deutsche Bank AG            4.20  6/21/2016   EUR    56.20
Deutsche Bank AG            6.20  6/21/2016   EUR    67.50
Deutsche Bank AG            4.20  6/21/2016   EUR    63.50
Deutsche Bank AG            6.20  6/21/2016   EUR    64.20
Deutsche Bank AG            4.20  9/20/2016   EUR    71.30
Deutsche Bank AG            6.20  9/20/2016   EUR    72.50
Deutsche Bank AG            6.20  9/20/2016   EUR    69.00
Deutsche Bank AG            4.20  9/20/2016   EUR    67.80
Deutsche Bank AG            6.20  9/20/2016   EUR    65.70
Deutsche Bank AG            4.20  9/20/2016   EUR    64.60
Deutsche Bank AG            6.20  9/20/2016   EUR    60.40
Deutsche Bank AG            6.20  9/20/2016   EUR    58.30
Deutsche Bank AG            4.20  3/22/2016   EUR    73.00
Deutsche Bank AG            6.20  3/22/2016   EUR    73.20
Deutsche Bank AG            6.20  3/22/2016   EUR    69.90
Deutsche Bank AG            4.20  3/22/2016   EUR    69.70
Deutsche Bank AG            6.20  6/21/2016   EUR    73.80
Deutsche Bank AG            4.20  6/21/2016   EUR    73.10
Deutsche Bank AG            6.20  6/21/2016   EUR    70.60
Deutsche Bank AG            4.20  6/21/2016   EUR    69.90
Deutsche Bank AG            4.20  9/20/2016   EUR    73.90
Deutsche Bank AG            6.20  9/20/2016   EUR    75.10
Deutsche Bank AG            6.20  9/20/2016   EUR    72.00
Deutsche Bank AG            4.20  9/20/2016   EUR    70.80
Deutsche Bank AG            4.20  6/21/2016   EUR    44.00
Deutsche Bank AG            6.20  6/21/2016   EUR    44.70
Deutsche Bank AG            6.20  6/21/2016   EUR    43.00
Deutsche Bank AG            6.20  9/20/2016   EUR    49.90
Deutsche Bank AG            4.20  9/20/2016   EUR    48.70
Deutsche Bank AG            4.20  9/20/2016   EUR    46.80
Deutsche Bank AG            6.20  9/20/2016   EUR    47.90
Deutsche Bank AG            6.20  9/20/2016   EUR    46.10
Deutsche Bank AG            4.20  9/20/2016   EUR    44.90
Deutsche Bank AG            6.20  9/20/2016   EUR    44.50
Deutsche Bank AG            4.20  9/20/2016   EUR    43.30
Deutsche Bank AG            4.20  3/22/2016   EUR    67.80
Deutsche Bank AG            4.20  3/22/2016   EUR    64.90
Deutsche Bank AG            4.20  3/22/2016   EUR    62.20
Deutsche Bank AG            6.20  3/22/2016   EUR    62.40
Deutsche Bank AG            4.20  3/22/2016   EUR    59.70
Deutsche Bank AG            6.20  3/22/2016   EUR    59.90
Deutsche Bank AG            4.20  6/21/2016   EUR    68.70
Deutsche Bank AG            6.20  6/21/2016   EUR    69.30
Deutsche Bank AG            4.20  6/21/2016   EUR    65.80
Deutsche Bank AG            6.20  6/21/2016   EUR    66.50
Deutsche Bank AG            4.20  6/21/2016   EUR    63.20
Deutsche Bank AG            6.20  6/21/2016   EUR    63.90
Deutsche Bank AG            6.20  6/21/2016   EUR    61.40
Deutsche Bank AG            4.20  6/21/2016   EUR    60.70
Deutsche Bank AG            4.20  9/20/2016   EUR    69.40
Deutsche Bank AG            6.20  9/20/2016   EUR    70.60
Deutsche Bank AG            6.20  9/20/2016   EUR    67.80
Deutsche Bank AG            4.20  9/20/2016   EUR    66.60
Deutsche Bank AG            6.20  9/20/2016   EUR    65.30
Deutsche Bank AG            4.20  9/20/2016   EUR    64.10
Deutsche Bank AG            4.20  9/20/2016   EUR    61.70
Deutsche Bank AG            6.20  9/20/2016   EUR    62.90
Deutsche Bank AG            6.20  3/22/2016   EUR    44.80
Deutsche Bank AG            5.50  3/22/2016   EUR    64.70
Deutsche Bank AG            5.50  3/22/2016   EUR    61.50
Deutsche Bank AG            5.50  6/21/2016   EUR    63.40
Deutsche Bank AG            5.50  6/21/2016   EUR    60.40
Deutsche Bank AG            5.50  3/22/2016   EUR    72.80
Deutsche Bank AG            5.50  6/21/2016   EUR    74.20
Deutsche Bank AG            5.50  3/22/2016   EUR    73.20
Deutsche Bank AG            5.50  6/21/2016   EUR    73.30
Deutsche Bank AG            4.20  3/22/2016   EUR    44.60
Deutsche Bank AG            4.20  3/22/2016   EUR    42.80
Deutsche Bank AG            6.20  3/22/2016   EUR    42.90
Deutsche Bank AG            6.20  3/22/2016   EUR    41.20
Deutsche Bank AG            4.20  3/22/2016   EUR    41.10
Deutsche Bank AG            6.20  6/21/2016   EUR    45.80
Deutsche Bank AG            4.20  6/21/2016   EUR    45.10
Deutsche Bank AG            6.20  6/21/2016   EUR    44.00
Deutsche Bank AG            4.20  6/21/2016   EUR    43.30
Deutsche Bank AG            6.20  6/21/2016   EUR    42.30
Deutsche Bank AG            4.20  6/21/2016   EUR    41.60
Deutsche Bank AG            4.20  9/20/2016   EUR    48.10
Deutsche Bank AG            6.20  9/20/2016   EUR    49.30
Deutsche Bank AG            4.20  9/20/2016   EUR    46.20
Deutsche Bank AG            6.20  9/20/2016   EUR    47.30
Deutsche Bank AG            6.20  9/20/2016   EUR    45.50
Deutsche Bank AG            4.20  9/20/2016   EUR    44.30
Deutsche Bank AG            6.20  9/20/2016   EUR    43.80
Deutsche Bank AG            4.20  9/20/2016   EUR    42.70
Deutsche Bank AG            6.20  3/22/2016   EUR    62.20
Deutsche Bank AG            6.20  6/21/2016   EUR    64.20
Deutsche Bank AG            4.20  6/21/2016   EUR    60.90
Deutsche Bank AG            5.50  3/22/2016   EUR    48.00
Deutsche Bank AG            5.50  3/22/2016   EUR    45.00
Deutsche Bank AG            5.50  6/21/2016   EUR    47.70
Deutsche Bank AG            5.50  6/21/2016   EUR    44.80
Deutsche Bank AG            5.50  3/22/2016   EUR    63.30
Deutsche Bank AG            5.50  3/22/2016   EUR    58.10
Deutsche Bank AG            5.50  6/21/2016   EUR    62.10
Deutsche Bank AG            5.50  6/21/2016   EUR    57.10
Deutsche Bank AG            5.50  3/22/2016   EUR    52.90
Deutsche Bank AG            4.20  9/20/2016   EUR    70.30
Deutsche Bank AG            4.20  9/20/2016   EUR    66.40
Deutsche Bank AG            5.50  3/22/2016   EUR    48.50
Deutsche Bank AG            5.50  6/21/2016   EUR    53.10
Deutsche Bank AG            5.50  6/21/2016   EUR    48.90
Deutsche Bank AG            5.50  3/22/2016   EUR    71.80
Deutsche Bank AG            5.50  6/21/2016   EUR    72.90
Deutsche Bank AG            6.20  9/20/2016   EUR    67.50
Deutsche Bank AG            5.50  3/22/2016   EUR    51.00
Deutsche Bank AG            5.50  3/22/2016   EUR    48.00
Deutsche Bank AG            5.50  3/22/2016   EUR    45.30
Deutsche Bank AG            5.50  6/21/2016   EUR    51.30
Deutsche Bank AG            5.50  6/21/2016   EUR    48.40
Deutsche Bank AG            5.50  6/21/2016   EUR    45.80
Deutsche Bank AG            6.20  9/20/2016   EUR    69.80
Deutsche Bank AG            5.50  3/22/2016   EUR    76.30
Deutsche Bank AG            5.50  6/21/2016   EUR    75.50
Deutsche Bank AG            5.50  3/22/2016   EUR    68.80
Deutsche Bank AG            5.50  6/21/2016   EUR    69.30
Deutsche Bank AG            6.20  9/20/2016   EUR    67.60
Deutsche Bank AG            4.20  3/22/2016   EUR    56.40
Deutsche Bank AG            4.20  6/21/2016   EUR    60.60
Deutsche Bank AG            4.20  9/20/2016   EUR    68.60
Deutsche Bank AG            6.20  6/21/2016   EUR    61.60
Deutsche Bank AG            6.20  9/20/2016   EUR    68.50
Deutsche Bank AG            6.20  3/22/2016   EUR    56.60
Deutsche Bank AG            6.20  6/21/2016   EUR    56.90
Deutsche Bank AG            6.20  9/20/2016   EUR    62.60
Deutsche Bank AG            4.20  9/20/2016   EUR    57.10
Deutsche Bank AG            4.20  3/22/2016   EUR    70.80
Deutsche Bank AG            6.20  3/22/2016   EUR    71.00
Commerzbank AG              6.50  3/24/2016   EUR    58.30
Commerzbank AG              9.00  3/24/2016   EUR    53.85
Commerzbank AG             12.00  3/24/2016   EUR    50.13
Commerzbank AG             11.25  3/24/2016   EUR    73.46
Commerzbank AG             12.50  3/24/2016   EUR    52.83
Commerzbank AG             16.50  3/24/2016   EUR    48.03
Commerzbank AG             12.25  3/24/2016   EUR    76.57
Commerzbank AG             16.00  3/24/2016   EUR    69.43
Commerzbank AG             11.25  3/24/2016   EUR    73.18
Commerzbank AG             14.00  3/24/2016   EUR    75.89
Commerzbank AG             16.00  3/24/2016   EUR    72.45
Commerzbank AG              6.50  3/24/2016   EUR    72.58
Commerzbank AG              9.25  3/24/2016   EUR    66.96
Commerzbank AG             12.25  3/24/2016   EUR    62.23
Commerzbank AG              6.75  3/24/2016   EUR    60.15
Commerzbank AG              9.00  3/24/2016   EUR    57.36
Commerzbank AG             10.75  3/24/2016   EUR    73.01
Commerzbank AG             12.75  3/24/2016   EUR    69.42
Commerzbank AG             14.75  3/24/2016   EUR    66.19
Commerzbank AG              6.75  3/24/2016   EUR    72.25
Commerzbank AG              9.25  3/24/2016   EUR    66.64
Commerzbank AG             12.25  3/24/2016   EUR    61.94
Commerzbank AG             13.00  3/24/2016   EUR    79.90
Commerzbank AG              7.00  3/24/2016   EUR    47.46
Commerzbank AG             10.25  3/24/2016   EUR    44.20
Commerzbank AG             10.50  3/24/2016   EUR    74.28
Commerzbank AG             12.75  3/24/2016   EUR    70.80
Commerzbank AG             11.75  3/24/2016   EUR    70.34
Commerzbank AG             14.50  3/24/2016   EUR    65.33
Commerzbank AG              6.50  3/24/2016   EUR    78.07
Commerzbank AG              7.75  3/24/2016   EUR    76.24
Commerzbank AG              5.50  3/24/2016   EUR    67.60
Commerzbank AG              7.25  3/24/2016   EUR    64.26
Commerzbank AG              9.25  3/24/2016   EUR    61.21
Commerzbank AG              4.75  3/24/2016   EUR    59.60
Commerzbank AG              6.75  3/24/2016   EUR    56.61
Commerzbank AG              8.75  3/24/2016   EUR    53.97
Commerzbank AG              5.00  3/24/2016   EUR    60.00
Commerzbank AG              7.00  3/24/2016   EUR    57.09
Commerzbank AG              9.25  3/24/2016   EUR    54.38
Commerzbank AG              6.00  3/24/2016   EUR    75.63
Commerzbank AG              8.00  3/24/2016   EUR    72.77
Commerzbank AG              9.00  3/24/2016   EUR    75.42
Commerzbank AG             11.00  3/24/2016   EUR    71.86
Commerzbank AG              7.25  3/24/2016   EUR    49.97
Commerzbank AG              9.00  3/24/2016   EUR    48.06
Commerzbank AG             11.00  3/24/2016   EUR    46.33
Commerzbank AG              9.00  2/25/2016   EUR    65.83
Commerzbank AG              5.75  3/24/2016   EUR    74.47
Commerzbank AG              7.50  3/24/2016   EUR    71.67
Commerzbank AG              5.00  3/24/2016   EUR    40.91
Commerzbank AG              7.75  3/24/2016   EUR    37.85
Commerzbank AG             10.75  3/24/2016   EUR    35.31
UBS AG/London               4.75  3/29/2016   CHF    72.00
UBS AG/London               9.00  3/29/2016   CHF    66.00
UBS AG/London               6.00  3/29/2016   CHF    60.40
UBS AG/London               4.00  3/29/2016   CHF    65.25
UBS AG/London               6.75  3/29/2016   CHF    59.65
UBS AG/London               5.00  3/29/2016   CHF    53.75
UBS AG/London               4.50  3/29/2016   CHF    69.95
UBS AG/London               4.50  3/29/2016   CHF    51.95
UBS AG/London               4.00  3/29/2016   CHF    65.35
Deutsche Bank AG            5.00  3/31/2016   EUR    46.70
Vontobel Financial Produc   3.50   4/6/2017   EUR    62.97
UniCredit Bank AG           5.00  3/24/2016   EUR    69.53
UniCredit Bank AG           5.00  3/24/2016   EUR    47.86
UniCredit Bank AG           5.65  3/24/2016   EUR    42.49
UniCredit Bank AG           5.70  3/24/2016   EUR    42.32
UniCredit Bank AG           4.30  3/24/2016   EUR    75.22
UniCredit Bank AG           4.35  3/24/2016   EUR    70.34
UniCredit Bank AG           5.60  3/24/2016   EUR    42.66
UniCredit Bank AG           4.90  3/24/2016   EUR    45.19
UniCredit Bank AG           5.75  3/24/2016   EUR    42.14
UniCredit Bank AG           5.10  3/24/2016   EUR    44.44
UniCredit Bank AG           5.20  3/24/2016   EUR    69.96
UniCredit Bank AG           4.50  3/24/2016   EUR    51.83
UniCredit Bank AG           5.00  3/24/2016   EUR    73.85
UniCredit Bank AG           5.05  3/24/2016   EUR    44.60
UniCredit Bank AG           4.00  3/24/2016   EUR    73.07
UniCredit Bank AG           4.50  3/24/2016   EUR    67.43
UniCredit Bank AG           5.00  3/24/2016   EUR    67.42
UniCredit Bank AG           5.25  3/24/2016   EUR    43.89
UniCredit Bank AG           5.55  3/24/2016   EUR    42.83
UniCredit Bank AG           4.70  3/24/2016   EUR    50.16
UniCredit Bank AG           4.80  3/24/2016   EUR    50.30
UniCredit Bank AG           4.20  3/24/2016   EUR    71.46
UniCredit Bank AG           5.80  3/24/2016   EUR    41.99
UniCredit Bank AG           4.50  3/24/2016   EUR    74.09
UniCredit Bank AG           4.50  3/24/2016   EUR    74.36
UniCredit Bank AG           4.60  3/24/2016   EUR    73.54
UniCredit Bank AG           4.70  3/24/2016   EUR    66.29
UniCredit Bank AG           4.40  3/24/2016   EUR    52.70
UniCredit Bank AG           4.20  3/24/2016   EUR    54.56
UniCredit Bank AG           5.10  3/24/2016   EUR    70.48
UniCredit Bank AG           4.00  3/24/2016   EUR    71.27
UniCredit Bank AG           4.60  3/24/2016   EUR    68.82
UniCredit Bank AG           4.50  3/24/2016   EUR    63.50
UniCredit Bank AG           4.50  3/24/2016   EUR    69.18
UniCredit Bank AG           4.70  3/24/2016   EUR    72.69
UniCredit Bank AG           5.00  3/24/2016   EUR    64.57
UniCredit Bank AG           4.60  3/24/2016   EUR    73.51
UniCredit Bank AG           5.40  3/24/2016   EUR    69.04
UniCredit Bank AG           4.90  3/24/2016   EUR    71.44
UniCredit Bank AG           4.30  3/24/2016   EUR    53.61
UniCredit Bank AG           4.80  3/24/2016   EUR    60.68
UniCredit Bank AG           4.10  3/24/2016   EUR    72.26
UniCredit Bank AG           5.15  3/24/2016   EUR    44.25
UniCredit Bank AG           4.90  3/24/2016   EUR    48.59
UniCredit Bank AG           5.00  3/24/2016   EUR    49.45
UniCredit Bank AG           4.70  3/24/2016   EUR    73.04
UniCredit Bank AG           4.35  3/24/2016   EUR    75.20
UniCredit Bank AG           5.20  3/24/2016   EUR    44.05
UniCredit Bank AG           4.45  3/24/2016   EUR    69.55
UniCredit Bank AG           5.30  3/24/2016   EUR    69.51
UniCredit Bank AG           5.00  3/24/2016   EUR    70.94
UniCredit Bank AG           5.50  3/24/2016   EUR    68.57
UniCredit Bank AG           5.95  3/24/2016   EUR    41.49
UniCredit Bank AG           4.90  3/24/2016   EUR    65.13
UniCredit Bank AG           6.00  3/24/2016   EUR    41.33
UniCredit Bank AG           4.80  3/24/2016   EUR    71.95
UniCredit Bank AG           4.20  3/24/2016   EUR    69.30
UniCredit Bank AG           4.90  3/24/2016   EUR    70.28
UniCredit Bank AG           4.80  3/24/2016   EUR    49.36
UniCredit Bank AG           4.30  3/24/2016   EUR    75.76
UniCredit Bank AG           4.05  3/24/2016   EUR    70.60
UniCredit Bank AG           4.75  3/24/2016   EUR    71.87
UniCredit Bank AG           5.50  3/24/2016   EUR    66.42
UniCredit Bank AG           4.40  3/24/2016   EUR    69.93
UniCredit Bank AG           4.25  3/24/2016   EUR    76.34
UniCredit Bank AG           4.90  3/24/2016   EUR    67.76
UniCredit Bank AG           5.50  3/24/2016   EUR    43.00
UniCredit Bank AG           4.80  3/24/2016   EUR    65.71
UniCredit Bank AG           4.70  3/24/2016   EUR    68.47
UniCredit Bank AG           4.85  3/24/2016   EUR    45.38
UniCredit Bank AG           5.10  3/24/2016   EUR    67.08
UniCredit Bank AG           4.60  3/24/2016   EUR    66.83
UniCredit Bank AG           4.30  3/24/2016   EUR    68.67
UniCredit Bank AG           4.40  3/24/2016   EUR    66.37
UniCredit Bank AG           5.30  3/24/2016   EUR    43.71
UniCredit Bank AG           4.80  3/24/2016   EUR    45.56
UniCredit Bank AG           4.40  3/24/2016   EUR    68.04
UniCredit Bank AG           4.60  3/24/2016   EUR    61.73
UniCredit Bank AG           7.50  3/24/2016   EUR    73.37
UniCredit Bank AG           5.40  3/24/2016   EUR    43.35
UniCredit Bank AG           4.10  3/24/2016   EUR    55.53
UniCredit Bank AG           5.00  3/24/2016   EUR    60.97
UniCredit Bank AG           4.80  3/24/2016   EUR    62.21
UniCredit Bank AG           4.80  3/24/2016   EUR    79.54
UniCredit Bank AG           5.35  3/24/2016   EUR    43.51
UniCredit Bank AG           4.40  3/24/2016   EUR    74.76
UniCredit Bank AG           5.00  3/24/2016   EUR    44.79
UniCredit Bank AG           4.95  3/24/2016   EUR    44.98
UniCredit Bank AG           4.40  3/24/2016   EUR    74.64
UniCredit Bank AG           4.50  3/24/2016   EUR    63.38
UniCredit Bank AG           4.05  3/24/2016   EUR    72.66
UniCredit Bank AG           5.85  3/24/2016   EUR    41.81
UniCredit Bank AG           5.25  3/24/2016   EUR    64.06
UniCredit Bank AG           4.50  3/24/2016   EUR    52.03
UniCredit Bank AG           5.45  3/24/2016   EUR    43.18
UniCredit Bank AG           5.90  3/24/2016   EUR    41.65
UniCredit Bank AG           4.75  3/24/2016   EUR    72.51
UniCredit Bank AG           5.50  3/24/2016   EUR    63.55
UniCredit Bank AG           5.20  3/24/2016   EUR    66.74
UniCredit Bank AG           4.80  3/24/2016   EUR    68.11
UniCredit Bank AG           4.30  3/24/2016   EUR    70.69
UniCredit Bank AG           5.00  3/24/2016   EUR    77.95
UniCredit Bank AG           4.60  3/24/2016   EUR    51.14
UniCredit Bank AG           4.15  3/24/2016   EUR    71.86
UniCredit Bank AG           4.80  3/24/2016   EUR    71.06
UniCredit Bank AG           4.10  3/24/2016   EUR    69.92
UniCredit Bank AG           4.25  3/24/2016   EUR    71.07
UniCredit Bank AG           4.60  3/24/2016   EUR    50.98
UniCredit Bank AG           5.00  3/24/2016   EUR    59.67
Landesbank Hessen-Thuerin   4.25  7/27/2016   EUR    58.30
Commerzbank AG              9.00  3/24/2016   EUR    58.92
Vontobel Financial Produc   5.20  3/29/2016   EUR    52.52
DZ Bank AG Deutsche Zentr   5.50  3/21/2016   EUR    52.07
DZ Bank AG Deutsche Zentr   6.40  3/21/2016   EUR    50.47
DZ Bank AG Deutsche Zentr   5.40  6/20/2016   EUR    53.40
DZ Bank AG Deutsche Zentr   6.30  6/20/2016   EUR    52.03
DZ Bank AG Deutsche Zentr   4.20  3/21/2016   EUR    73.98
DZ Bank AG Deutsche Zentr   4.10  3/21/2016   EUR    47.24
DZ Bank AG Deutsche Zentr   4.70  3/21/2016   EUR    69.81
Vontobel Financial Produc  17.20  4/22/2016   EUR    55.66
Zurcher Kantonalbank Fina  11.50  3/29/2016   EUR    74.25
Commerzbank AG              7.45  3/30/2016   EUR    58.64
Commerzbank AG              7.40  3/30/2016   EUR    72.23
Zurcher Kantonalbank Fina  10.00   4/7/2016   CHF    54.13
Zurcher Kantonalbank Fina   8.50   4/7/2016   CHF    62.72
HSBC Trinkaus & Burkhardt   7.20  3/25/2016   EUR    72.00
HSBC Trinkaus & Burkhardt   6.40  3/25/2016   EUR    73.03
HSBC Trinkaus & Burkhardt   4.90  3/25/2016   EUR    67.12
HSBC Trinkaus & Burkhardt   4.10  3/25/2016   EUR    67.05
HSBC Trinkaus & Burkhardt   5.50  3/25/2016   EUR    51.00
HSBC Trinkaus & Burkhardt   7.00  3/25/2016   EUR    70.86
HSBC Trinkaus & Burkhardt   5.90  3/25/2016   EUR    70.76
HSBC Trinkaus & Burkhardt   4.90  3/25/2016   EUR    66.21
HSBC Trinkaus & Burkhardt   7.30  3/25/2016   EUR    43.50
HSBC Trinkaus & Burkhardt   7.10  3/25/2016   EUR    62.40
HSBC Trinkaus & Burkhardt   5.70  3/25/2016   EUR    72.37
HSBC Trinkaus & Burkhardt   6.30  3/25/2016   EUR    41.35
HSBC Trinkaus & Burkhardt  10.00  3/25/2016   EUR    48.68
HSBC Trinkaus & Burkhardt   9.80  3/25/2016   EUR    48.66
HSBC Trinkaus & Burkhardt   7.20  3/25/2016   EUR    61.14
HSBC Trinkaus & Burkhardt   6.50  3/25/2016   EUR    61.08
HSBC Trinkaus & Burkhardt   4.30  3/25/2016   EUR    67.33
HSBC Trinkaus & Burkhardt   7.20  3/25/2016   EUR    78.86
HSBC Trinkaus & Burkhardt   5.90  3/25/2016   EUR    78.73
HSBC Trinkaus & Burkhardt   6.10  3/25/2016   EUR    53.15
HSBC Trinkaus & Burkhardt   4.50  3/25/2016   EUR    53.01
HSBC Trinkaus & Burkhardt   6.90  3/25/2016   EUR    70.66
HSBC Trinkaus & Burkhardt   6.90  3/25/2016   EUR    62.02
HSBC Trinkaus & Burkhardt   5.90  3/25/2016   EUR    62.13
Vontobel Financial Produc   9.00  4/22/2016   EUR    70.99
Vontobel Financial Produc   6.50  4/22/2016   EUR    69.98
Vontobel Financial Produc   6.50  4/22/2016   EUR    42.32
Landesbank Hessen-Thuerin   4.00  4/30/2019   EUR    68.92
Vontobel Financial Produc   5.40  4/22/2016   EUR    42.45
Vontobel Financial Produc   4.75  4/22/2016   EUR    81.68
Vontobel Financial Produc   5.65  4/22/2016   EUR    66.95
DZ Bank AG Deutsche Zentr   5.00  3/29/2016   EUR    69.67
DZ Bank AG Deutsche Zentr   5.25  6/24/2016   EUR    68.52
DZ Bank AG Deutsche Zentr   5.25  3/29/2016   EUR    70.48
DZ Bank AG Deutsche Zentr   5.25  6/24/2016   EUR    69.38
DZ Bank AG Deutsche Zentr   7.00  6/24/2016   EUR    46.63
DZ Bank AG Deutsche Zentr   5.50  3/29/2016   EUR    46.90
DZ Bank AG Deutsche Zentr   5.75  6/24/2016   EUR    47.37
Bank Julius Baer & Co Ltd   9.40 10/14/2016   EUR    45.45
Bank Julius Baer & Co Ltd  14.00 10/14/2016   USD    67.95
Vontobel Financial Produc   5.05   4/4/2016   EUR    73.85
BNP Paribas Emissions- un   5.50  3/24/2016   EUR    73.76
BNP Paribas Emissions- un   6.50  3/24/2016   EUR    70.42
BNP Paribas Emissions- un   7.50  3/24/2016   EUR    68.91
BNP Paribas Emissions- un   9.50  3/24/2016   EUR    66.09
BNP Paribas Emissions- un  11.00  3/24/2016   EUR    64.81
BNP Paribas Emissions- un   5.00  6/23/2016   EUR    74.28
BNP Paribas Emissions- un   7.50  6/23/2016   EUR    70.05
BNP Paribas Emissions- un   6.00  3/24/2016   EUR    58.74
BNP Paribas Emissions- un  12.00  3/24/2016   EUR    50.87
BNP Paribas Emissions- un   6.00  9/22/2016   EUR    60.25
BNP Paribas Emissions- un   9.00  3/24/2016   EUR    70.70
BNP Paribas Emissions- un  10.00  6/23/2016   EUR    69.65
BNP Paribas Emissions- un   9.50  6/23/2016   EUR    66.30
BNP Paribas Emissions- un   5.50  9/22/2016   EUR    73.94
BNP Paribas Emissions- un   6.50  9/22/2016   EUR    71.29
BNP Paribas Emissions- un   8.50  9/22/2016   EUR    68.07
BNP Paribas Emissions- un  10.00  9/22/2016   EUR    66.94
BNP Paribas Emissions- un   6.50 12/22/2016   EUR    72.93
BNP Paribas Emissions- un   9.00 12/22/2016   EUR    68.70
BNP Paribas Emissions- un   5.50  3/24/2016   EUR    69.57
BNP Paribas Emissions- un  11.00  6/23/2016   EUR    68.63
BNP Paribas Emissions- un   9.50  9/22/2016   EUR    70.47
BNP Paribas Emissions- un   7.50 12/22/2016   EUR    75.67
BNP Paribas Emissions- un   4.00  3/24/2016   EUR    69.36
BNP Paribas Emissions- un   6.00  3/24/2016   EUR    69.51
BNP Paribas Emissions- un   9.00  6/23/2016   EUR    63.22
BNP Paribas Emissions- un   7.00  3/24/2016   EUR    70.80
BNP Paribas Emissions- un   9.50  3/24/2016   EUR    66.59
BNP Paribas Emissions- un   9.00  6/23/2016   EUR    67.95
BNP Paribas Emissions- un   7.00  9/22/2016   EUR    72.05
BNP Paribas Emissions- un   8.00 12/22/2016   EUR    71.50
BNP Paribas Emissions- un   9.50 12/22/2016   EUR    68.47
BNP Paribas Emissions- un  10.00  3/24/2016   EUR    61.31
BNP Paribas Emissions- un  11.00  3/24/2016   EUR    58.97
BNP Paribas Emissions- un   5.50  6/23/2016   EUR    68.79
BNP Paribas Emissions- un   7.50  6/23/2016   EUR    63.97
BNP Paribas Emissions- un   9.00  6/23/2016   EUR    61.99
BNP Paribas Emissions- un   5.50  9/22/2016   EUR    69.60
BNP Paribas Emissions- un   7.50  9/22/2016   EUR    65.57
BNP Paribas Emissions- un   9.50  9/22/2016   EUR    62.12
BNP Paribas Emissions- un   6.00 12/22/2016   EUR    67.92
BNP Paribas Emissions- un   8.50 12/22/2016   EUR    63.19
BNP Paribas Emissions- un   9.50  3/24/2016   EUR    74.26
BNP Paribas Emissions- un   9.50  6/23/2016   EUR    73.83
BNP Paribas Emissions- un   7.00  3/24/2016   EUR    66.57
BNP Paribas Emissions- un   8.50  3/24/2016   EUR    63.83
BNP Paribas Emissions- un  10.00  9/22/2016   EUR    73.29
BNP Paribas Emissions- un  11.00  9/22/2016   EUR    72.43
BNP Paribas Emissions- un   9.50 12/22/2016   EUR    73.95
BNP Paribas Emissions- un   4.00  3/24/2016   EUR    58.71
BNP Paribas Emissions- un   6.00  3/24/2016   EUR    54.69
BNP Paribas Emissions- un   7.50  3/24/2016   EUR    52.94
BNP Paribas Emissions- un   9.00  3/24/2016   EUR    51.30
BNP Paribas Emissions- un  11.00  3/24/2016   EUR    48.29
BNP Paribas Emissions- un   5.50  6/23/2016   EUR    58.08
BNP Paribas Emissions- un   8.00  6/23/2016   EUR    53.31
BNP Paribas Emissions- un   6.00  9/22/2016   EUR    57.67
BNP Paribas Emissions- un   8.00  9/22/2016   EUR    55.27
BNP Paribas Emissions- un   9.50  9/22/2016   EUR    53.00
BNP Paribas Emissions- un   6.50 12/22/2016   EUR    57.63
BNP Paribas Emissions- un   8.50 12/22/2016   EUR    54.49
BNP Paribas Emissions- un   8.50  3/24/2016   EUR    63.81
BNP Paribas Emissions- un  10.00  3/24/2016   EUR    61.68
BNP Paribas Emissions- un   4.50  6/23/2016   EUR    70.83
BNP Paribas Emissions- un   6.50  6/23/2016   EUR    66.64
BNP Paribas Emissions- un   8.00  6/23/2016   EUR    64.86
BNP Paribas Emissions- un  10.00  6/23/2016   EUR    61.32
BNP Paribas Emissions- un   5.00  9/22/2016   EUR    68.96
BNP Paribas Emissions- un   7.00  9/22/2016   EUR    65.73
BNP Paribas Emissions- un   9.00  9/22/2016   EUR    62.89
BNP Paribas Emissions- un   5.00 12/22/2016   EUR    69.35
BNP Paribas Emissions- un   3.00  3/24/2016   EUR    69.16
BNP Paribas Emissions- un   6.00  3/24/2016   EUR    65.56
BNP Paribas Emissions- un   7.00  3/24/2016   EUR    62.21
BNP Paribas Emissions- un  10.00  3/24/2016   EUR    59.35
BNP Paribas Emissions- un  12.00  3/24/2016   EUR    56.71
BNP Paribas Emissions- un   7.00  6/23/2016   EUR    62.98
BNP Paribas Emissions- un   8.00  9/22/2016   EUR    62.07
BNP Paribas Emissions- un   9.00  9/22/2016   EUR    59.98
BNP Paribas Emissions- un   5.50  3/24/2016   EUR    68.56
BNP Paribas Emissions- un   7.00  3/24/2016   EUR    66.10
BNP Paribas Emissions- un   7.50 12/22/2016   EUR    65.33
BNP Paribas Emissions- un   9.50 12/22/2016   EUR    63.35
BNP Paribas Emissions- un  12.00  6/23/2016   EUR    73.40
BNP Paribas Emissions- un   4.00  3/24/2016   EUR    74.50
BNP Paribas Emissions- un   5.00  3/24/2016   EUR    71.80
BNP Paribas Emissions- un   6.50  3/24/2016   EUR    69.33
BNP Paribas Emissions- un   8.50  3/24/2016   EUR    64.80
BNP Paribas Emissions- un  10.00  3/24/2016   EUR    62.80
BNP Paribas Emissions- un  13.00  3/24/2016   EUR    59.17
BNP Paribas Emissions- un   5.00  6/23/2016   EUR    71.53
BNP Paribas Emissions- un   6.50  6/23/2016   EUR    67.15
BNP Paribas Emissions- un   8.50  6/23/2016   EUR    63.62
BNP Paribas Emissions- un  10.00  6/23/2016   EUR    62.18
BNP Paribas Emissions- un   5.00  9/22/2016   EUR    72.24
BNP Paribas Emissions- un   7.00  9/22/2016   EUR    66.74
BNP Paribas Emissions- un   9.00  9/22/2016   EUR    64.00
BNP Paribas Emissions- un  11.00  9/22/2016   EUR    61.66
BNP Paribas Emissions- un   5.00 12/22/2016   EUR    70.88
BNP Paribas Emissions- un   7.00  3/24/2016   EUR    75.41
BNP Paribas Emissions- un   8.00  3/24/2016   EUR    73.35
BNP Paribas Emissions- un   3.00  3/24/2016   EUR    75.15
BNP Paribas Emissions- un   5.00  3/24/2016   EUR    71.15
BNP Paribas Emissions- un   7.00  3/24/2016   EUR    67.57
BNP Paribas Emissions- un   8.50  3/24/2016   EUR    65.97
BNP Paribas Emissions- un  10.00  3/24/2016   EUR    64.45
BNP Paribas Emissions- un   5.00  6/23/2016   EUR    71.07
BNP Paribas Emissions- un   7.00  6/23/2016   EUR    68.13
BNP Paribas Emissions- un   9.00  6/23/2016   EUR    65.52
BNP Paribas Emissions- un   5.50  9/22/2016   EUR    70.67
BNP Paribas Emissions- un   8.00  9/22/2016   EUR    67.17
BNP Paribas Emissions- un  13.00  3/24/2016   EUR    72.86
BNP Paribas Emissions- un  11.00  6/23/2016   EUR    75.25
BNP Paribas Emissions- un   9.00  3/24/2016   EUR    71.41
BNP Paribas Emissions- un   8.00  6/23/2016   EUR    74.58


                            *********

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 * * *