TCREUR_Public/150713.mbx         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, July 13, 2015, Vol. 16, No. 136

                            Headlines

G E R M A N Y

GRENKELEASING: S&P Assigns 'BB-' Rating to Tier 1 Capital Notes


G R E E C E

GREECE: Rescue Plan Faces Resistance from Finland, Germany


I R E L A N D

ACCHL: Seeks Examinership, July 20 Court Hearing Set
BELGARD MOTORS: BOI Gets Priority Over Preferential Creditors


M A L T A

GASOL PLC: Directors Cast Significant Going Concern Doubt


N E T H E R L A N D S

* NETHERLANDS: Number of Bankruptcies Down to 35 in June 2015


R U S S I A

FAKEL LLC: Put Under Provisional Administration; License Revoked
MECHEL OAO: Government to Help in Creditor Negotiations
RUSSIAN ALLIANCE: Put Under Provisional Administration
RUSSIAN STANDARD: S&P Lowers 'B-/C' Counterparty Credit Ratings
SOTIS LLC: Put Under Provisional Administration; License Revoked

TRANSNATIONAL BANK: Provisional Administration Terminated
VOSTOK-ALLIANCE LLC: Put Under Provisional Administration


S P A I N

AUTOVIA DEL NOROESTE: S&P Assigns Prelim. 'BB+' Rating to Bonds


U K R A I N E

PRIVATBANK: S&P Lowers Counterparty Rating to 'CC', Outlook Neg.


U N I T E D   K I N G D O M

TULLIS RUSSELL: Owed More Than GBP50 Million at Time of Collapse


X X X X X X X X

* BOND PRICING: For the Week July 6, 2015 to July 10, 2015


                            *********



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G E R M A N Y
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GRENKELEASING: S&P Assigns 'BB-' Rating to Tier 1 Capital Notes
---------------------------------------------------------------
Standard & Poor's Ratings Services affirmed its long- and short-
term counterparty credit ratings on Germany-based financial
institution GRENKELEASING AG (Grenke) at 'BBB+/A-2'.  The outlook
is negative.

At the same time, S&P assigned its 'BB-' long-term issue rating
to Grenke's proposed perpetual additional Tier 1 capital notes.
This issue rating is subject to S&P's review of the notes' final
documentation.

The affirmation of the ratings on Grenke reflects S&P's view of
the bank's ongoing, very strong capitalization and very high
profitability, owing to sound margins and high cost efficiency,
according to the bank's latest annual and quarterly results.
Moreover, S&P continues to regard its risk management
capabilities as good, given that Grenke benefits from the high
granularity and collateralization of its portfolio.

This is Grenke's first issuance of a perpetual additional Tier 1
security (AT1).  S&P understands that this AT1 issuance will
comply with Basel III capital requirements, although Grenke is
not required to adhere to Basel III requirements.  However, S&P
notes that the proceeds of the issuance will be onlent to GRENKE
BANK AG, which is a fully regulated financial institution
supervised by the German authorities.  Also, S&P understands that
the proposed notes will rank senior to ordinary shares but be
subordinated to more senior debt.

In accordance with S&P's criteria, the 'BB-' issue rating
reflects its analysis of the proposed instruments and our 'bbb'
assessment of Grenke's stand-alone credit profile (SACP).  S&P
notches down from its SACP assessment for the bank to derive the
rating on the proposed notes.

The 'BB-' issue rating is four notches below S&P's SACP
assessment for Grenke, based on these:

   -- One notch for subordination;
   -- Two notches for Tier 1 regulatory capital status; and
   -- One notch due to the principal write down.

S&P does not apply additional notching given the 5.125% mandatory
write-down trigger at Grenke level, which S&P considers to be a
nonviability capital trigger.  As of December 2014, the relevant
common equity Tier 1 ratio for the bank was 12.1%, based on risk-
weighted assets under Basel III, and S&P expects it to rise
slightly over the next two years.

S&P will assign "intermediate" equity content to the proposed
notes.  The proposed instruments meet the conditions for
"intermediate" equity content under our criteria, because they
are perpetual, with a call date expected to be five or more years
from issuance; they do not contain a coupon step-up; and they
have loss-absorption features as a "going concern," given that
Grenke has the flexibility to suspend the coupon at any time.

Standard & Poor's Ratings Services' negative outlook on Germany-
based GRENKELEASING AG (Grenke) indicates a one-in-three
possibility that S&P could downgrade Grenke within the next 12-24
months.

S&P believes Grenke's creditworthiness could deteriorate if it
were to lose its competitive edge in superior risk-adjusted
pricing and risk management.  This could prompt S&P to remove the
one notch of uplift it currently includes in the ratings for
Grenke's outperformance of similar peers.

Moreover, S&P continues to see challenges for Grenke's
historically strong loss track record in Europe's sluggish and
fragile economies.  S&P might also consider a negative rating
action if an unexpected worsening of economic conditions in
Europe or an increase in lending growth, coupled with inability
to finance such growth through internal capital generation,
diluted Grenke's risk-adjusted capital (RAC) ratio to below 15%.

S&P might revise the outlook to stable if it saw a longer period
of pricing discipline and risk management at Grenke, and S&P
believed that Grenke would be able to maintain a RAC ratio higher
than 15% through internal capital generation.



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G R E E C E
===========


GREECE: Rescue Plan Faces Resistance from Finland, Germany
----------------------------------------------------------
The Guardian reports that Greece's final attempt to avoid being
kicked out of the euro by securing a new three-year bailout worth
up to EUR80 billion ran into a wall of resistance from the
eurozone's fiscal hawks on July 11.

Finland rejected any more funding for the country and Germany
called for Greece to be turfed out of the currency bloc for at
least five years, The Guardian relates.

With Greece on the edge of financial and social implosion,
eurozone finance ministers met to decide on the country's fate
and on what to do about its debt crisis, after experts from the
troika of creditors said that new fiscal rigor proposals from
Athens were good enough to form "the basis for negotiations", The
Guardian relays.

But the German finance minister, Wolfgang Schauble, dismissed
that view, supported by a number of northern and eastern European
states, The Guardian discloses.

"These proposals cannot build the basis for a completely new,
three-year [bailout] program, as requested by Greece," The
Guardian quotes a German finance ministry paper as saying.

It called for Greece to be expelled from the eurozone for a
minimum of five years and demanded that the Greek government
transfer EUR50 billion of state assets to an outside agency for
sell-off, The Guardian discloses.

According to The Guardian, Timo Soini, the nationalist True Finns
leader, meanwhile, threatened to bring down the government in
Helsinki if Alex Stubb, the finance minister, agreed to a new
bailout for Greece.  Mr. Stubb apparently came to the crunch
meeting on a new bailout without a mandate to agree one, The
Guardian notes.

The European commission and the European Central Bank issued dire
warnings that a failure to grant Greece new rescue funds of up to
EUR78 billion would put the country on a trajectory of complete
banking and financial collapse, The Guardian states.

The July 11 talks were not to agree on a third bailout, but were
negotiations on whether to launch more talks on Greece's third
rescue package in five years.



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


ACCHL: Seeks Examinership, July 20 Court Hearing Set
----------------------------------------------------
Sunday Times reports that ACCHL, the former holder of the Iceland
retail franchise in Ireland, has sought examinership to
restructure its debts.

ACCHL, previously known as AIM Cash & Carry, sold the franchise
back to the Iceland group at the end of 2013, Sunday Times
recounts.

The company sought the appointment of Joseph Walsh of accountants
Hughes Blake as examiner, Sunday Times relates.

A court hearing will take place on July 20, Sunday Times
discloses.

Revenues at ACCHL, which also distributes electrical goods,
slumped from EUR21.8 million to EUR4.4 million after the end of
the Iceland deal, Sunday Times notes.


BELGARD MOTORS: BOI Gets Priority Over Preferential Creditors
-------------------------------------------------------------
Mary Carolan at The Irish Times reports that Irish banks have
secured greater protection for loans to companies in a landmark
Supreme Court ruling.

According to The Irish Times, the court's unanimous judgment
means Bank of Ireland (BoI) gets priority over preferential
creditors, including the Revenue, which is owed EUR600,000, in
the liquidation of companies in the Belgard Motors Group.  As the
bank is owed EUR16.2 million, no other creditor will get paid,
The Irish Times notes.

The Supreme Court said amending legislation is needed to reverse
what it said were the "undoubtedly unsatisfactory" effects of its
judgment clarifying the law relating to priority of creditors in
liquidations, The Irish Times relates.

At issue was whether a "crystallisation" notice served by the
bank was sufficient to convert the bank's floating charge to a
fixed charge, The Irish Times discloses.  The High Court had
ruled previously that it did not, The Irish Times recounts.

Overturning the High Court, the Supreme Court ruled that a notice
in writing from the lender to the company, ahead of the beginning
of any wind-up process, crystallising the debt does convert the
floating charge to a fixed charge and makes the lender a secured
creditor, The Irish Times relays.

The court's decision was based on the wording of provisions of
the old Companies Act, The Irish Times says.

The case arose from liquidation of three companies in the Belgard
Motors group -- J.D. Brian Ltd., trading as East Coast Print and
Publicity; J.D. Brian Motors Ltd., trading as Belgard Motors; and
East Coast Car Parts Ltd., The Irish Times states.

The companies petitioned for winding up at the High Court in
December 2009 and Tom Kavanagh was appointed liquidator, The
Irish Times recounts.  He sought directions under the Companies
Act concerning debentures each company had entered into with Bank
of Ireland under which each charged, in favor of the bank, all
their property and assets, The Irish Times relays.  A clause in
each debenture referred to a "floating security", The Irish Times
notes.

Belgard Motors Group was a Tallaght-based motor company.  Its
business includes a Porsche dealership.



=========
M A L T A
=========


GASOL PLC: Directors Cast Significant Going Concern Doubt
---------------------------------------------------------
Times of Malta reports that questions are being raised over the
financial strength of Gasol plc, the lead partner in Electrogas
Malta Ltd., which has been entrusted by the government to build a
new power station.

According to Times of Malta, the 2014 published annual report and
financial statements of Gasol, which holds 30% in the Maltese
project, reveals that the directors cast "significant doubt" on
the company's ability "to continue as a going concern."

Gasol reported a negative equity of EUR12.8 million and
accumulated losses of EUR96 million by the end of March 2014,
Times of Malta discloses.

Gasol chief operating officer Alan Boxton, as cited by Times of
Malta, said "the company is likely to be required to obtain
significant capital in the future" and that "there is no
assurance that it (Gasol plc) will be able to raise such capital
when it requires or that the terms associated with providing such
capital will be satisfactory for the company".

"The group does not currently hold sufficient cash or liquid
assets in order to meet its commitments as they fall due for the
next 12 months" Times of Malta quotes Scott Knight, the
independent auditor from London's public accounting firm BDO LLP,
as saying in the report.



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


* NETHERLANDS: Number of Bankruptcies Down to 35 in June 2015
-------------------------------------------------------------
Statistics Netherlands reports that the number of bankruptcies of
businesses and institutions corrected for the number of court
session days in June 2015 was down 35 from May.

There has been a continuing downward trend in number of
bankruptcies, Statistics Netherlands notes.

In June this year, 472 businesses and institutions (excluding
one-man businesses) were declared bankrupt, Statistics
Netherlands relates.  As a result, the total number of
bankruptcies in the first half of 2015 was 2,908 or 16% less than
the same period one year previously, Statistics Netherlands
discloses.

With a total of 100, most bankruptcies in June were filed in the
trade sector, Statistics Netherlands states.  For financial
institutions, the number was 73, Statistics Netherlands notes.

In any case, the number of businesses is highest in the sectors
trade and financial services, Statistics Netherlands says.

In relative terms, however, the highest bankruptcy rates in June
were seen in the sectors construction (52), rental and other
business services (32) and transport and storage (19), according
to Statistics Netherlands.



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


FAKEL LLC: Put Under Provisional Administration; License Revoked
----------------------------------------------------------------
The Bank of Russia, by its order No. OD-1585, dated July 7, 2015,
took a decision to appoint a provisional administration to
Insurance Company Fakel, limited liability company from July 7,
2015.

The decision to appoint a provisional administration was taken
due to the suspension of the Company's insurance license (Bank of
Russia Order No. OD-1392, dated June 18, 2015).

The powers of the executive bodies of the Company are suspended.

Pavel Osipov, member of the non-profit partnership Self-
Regulatory Organisation of Independent Receivers DELO, has been
appointed as a head of the provisional administration.


MECHEL OAO: Government to Help in Creditor Negotiations
-------------------------------------------------------
Elena Popina at Bloomberg News reports that Russian Industry
Minister Denis Manturov said the government will help OAO Mechel,
the Russian mining company seeking to avert bankruptcy, reach an
agreement with its lenders.

Mechel, the biggest producer of coal used for steel-making,
suspended debt payments last year as prices for the raw material
slid, Bloomberg relates.

Mr. Manturov, as cited by Bloomberg, said in an interview that
the Industry & Trade Ministry opposes a bankruptcy and will aid
in negotiations with creditors.  The company owes more than US$6
billion, mostly to state-controlled OAO VTB Bank, OAO Sberbank
and OAO Gazprombank, Bloomberg discloses.

"The debt talks have been ongoing for months and months,
signaling the complexity of the issue, and a vow from the
government to help the process always improves investor
sentiment," Bloomberg quotes Sergei Pigarev, an analyst at Rye,
Man & Gor in Moscow, as saying on June 9.  "It takes political
will to save the company, and the fact that the government is
ready to help can make some investors believe that an agreement
with its debt holders can be found sooner rather than later."

Mechel has made several proposals to alter loan terms since the
start of 2014, Bloomberg relays.

The company has a preliminary agreement on restructuring with
Gazprombank and VTB Bank and has yet to strike a deal with
Sberbank, which holds about US$1.36 billion of the company's
debt, Bloomberg notes.

Mechel is a Russian steel and coal producer.


RUSSIAN ALLIANCE: Put Under Provisional Administration
------------------------------------------------------
The Bank of Russia, by its order No. OD-1586 dated July 7, 2015,
took a decision to appoint a provisional administration to the
insurance company Russian Alliance, LLC.

The decision to appoint a provisional administration was taken
due to the suspension of the Company's license for voluntary
personal insurance license, except for voluntary life insurance,
and for voluntary property insurance (Bank of Russia Order No.
OD-1234, dated June 3, 2015).

The powers of the executive bodies of the Company are suspended.

Alexey V. Kochetov, member of the non-profit partnership
Receivers' Union Avangard, has been appointed as a head of the
provisional administration.


RUSSIAN STANDARD: S&P Lowers 'B-/C' Counterparty Credit Ratings
---------------------------------------------------------------
Standard & Poor's Ratings Services lowered its long- and short-
term counterparty credit ratings on Russian Standard Bank JSC
(RSB) to 'B-/C' from 'B/B'.  At the same time, S&P lowered its
long-term Russia national scale rating on the bank to 'ruBBB-'
from 'ruA-'.  S&P subsequently placed the long-term ratings on
CreditWatch with negative implications.

At the same time, S&P lowered its issue rating on RSB's senior
unsecured debt to 'B-' from 'B' and that on its subordinated debt
to 'CCC' from 'CCC+'.

"The downgrade reflects RSB's continued weak financial
performance and, as a result, the additional pressure on its
capital and profitability that constrains its loss-absorption
capacity amid the economic recession in Russia," said Standard &
Poor's credit analyst Sergey Voronenko. "We lowered our ratings
on RSB's senior unsecured and subordinated debt to reflect our
view of RSB's increasing vulnerability to a liquidity crisis or
violation of financial covenants over the next 12 months."

"The CreditWatch placement reflects our rising concerns about the
bank's vulnerability to weakening asset quality, as well as its
capacity to absorb mounting loan loss provisions and their effect
on earnings and capitalization," Mr. Voronenko added.  "We will
be conducting a more detailed analysis to assess RSB's ability to
withstand potentially higher losses at the current rating level."

"Moreover, in our view, the recently deteriorated economic
environment in Russia may intensify pressure on the bank's
financials, especially its asset quality and earnings capacity.
We believe in particular that a materially narrowed margin and
higher credit costs are weighing on the bank's already weak
financial profile.  We are also concerned about increasing
pressure on RSB's funding profile in the light of increased
funding costs amid the continuing divestment of high-yield
assets. At the same time, we believe that forthcoming debt
repayments, including a put option of senior debt in July 2015
and about US$200 million of subordinated debt in December 2015,
could be manageable in our base-case scenario.  This is because
RSB's accumulated liquidity cushion in interbank placements
constituted about US$0.8 billion as of July 1, 2015," S&P said.

The retail lending segment, especially unsecured lending, is
currently under increasing stress in Russia after years of rapid
growth.  RSB's retail loan book generates very high credit costs
(including charge-offs) of 33.4% of gross loans in 2014 after
16.2% in 2013.  This resulted in net losses of RUB16 billion for
2014, which was materially worse than S&P expected.  Losses for
the first quarter of 2015 under Russian generally accepted
accounting principles totaled RUB6.5 billion.

Given the substantially increased credit costs, S&P expects RSB
to report net losses in 2015 of the same magnitude as in 2014.
In S&P's view, RSB's internal capital generation remains a proxy
for its credit quality, which is still vulnerable to adverse
economic conditions.  S&P thinks RSB's nonperforming loans,
including charge-offs, will be close to 20%-25% of total loans in
2015, versus 21% in 2009 and 16% in 2008.  Furthermore, S&P
believes that RSB's currently "very weak" capitalization, as
S&P's criteria define the term, allows only limited room for the
absorption of potential additional losses in the absence of
remedial actions.

S&P aims to resolve the CreditWatch within the next three months,
during which time it expects to have more clarity on the bank's
capital plans and ability to curb credit losses.  S&P could lower
the ratings if it sees that losses are not balanced by capital
support or other remedial actions.  S&P believes the bank is
vulnerable and dependent on favorable business, financial, and
economic conditions to meet its financial commitments.  Absence
or insufficient support could rapidly erode RSB's
creditworthiness, putting it at risk of breaching regulatory
requirements.

S&P could take a negative rating action if the economic outlook
deteriorated further and capital markets remained volatile,
making operating conditions even more difficult for Russian
banks.  These risks could put substantial pressure on RSB's
profits and asset quality, especially if its margins and cost
efficiency were to weaken further.  More challenging operating
conditions could also further complicate management's capacity to
sustainably turn RSB around.  S&P could also take a negative
rating action if it was to see a gradual decrease of the bank's
currently "moderate" systemic importance as a result of a
substantial loss of market share.

S&P could affirm the ratings if it considers that the bank is
able to reduce losses, and the erosion in the capital buffer is
sufficiently offset by remedial actions.


SOTIS LLC: Put Under Provisional Administration; License Revoked
----------------------------------------------------------------
The Bank of Russia, by its order No. OD-1588 dated July 7, 2015,
took a decision to appoint a provisional administration to the
reinsurance company Sotis, LLC.

The decision to appoint a provisional administration was taken
due to the suspension of the Company's reinsurance license (Bank
of Russia Order No. OD-1236, dated June 3, 2015).

The powers of the executive bodies of the Company are suspended.

Igor A. Gulakov, member of the non-profit partnership self-
regulated interregional public organization Association of Crisis
Managers, has been appointed as a head of the provisional
administration.


TRANSNATIONAL BANK: Provisional Administration Terminated
---------------------------------------------------------
Due to the ruling of the Arbitration Court of the city of Moscow,
dated June 23, 2015, on recognizing insolvent (bankrupt) the
credit institution Commercial Bank Transnational Bank, LLC (Bank
of Russia registration No. 2108, date of registration is
October 9, 1992), and appointing a receiver in compliance with
Clause 3 of Article 18927 of the Federal Law "On the Insolvency
(Bankruptcy)", the Bank of Russia took a decision (Order No. OD-
1616, dated July 9, 2015) to terminate from July 10, 2015, the
activity of the provisional administration of Transnational Bank,
appointed by Bank of Russia Order No. OD-786, dated April 13,
2015, "On the Appointment of Provisional Administration to Manage
the Moscow-based Credit Institution Commercial Bank Transnational
Bank, Limited Liability Company, Due to the Revocation of Its
Banking Licence".


VOSTOK-ALLIANCE LLC: Put Under Provisional Administration
---------------------------------------------------------
The Bank of Russia, by its order No. OD-1587 dated July 7, 2015,
took a decision to appoint a provisional administration to the
insurance company VOSTOK-ALLIANCE, LLC.

The decision to appoint a provisional administration was taken
due to the suspension of the Company's insurance license and
reinsurance license (Bank of Russia Order No. OD-1256, dated
June 8, 2015).

The powers of the executive bodies of the Company are suspended.

Igor V. Rekunov, member of the non-profit partnership Far-Eastern
Interregional Self-Regulated Organisation of Professional
Receivers, has been approved as a head of the provisional
administration.



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


AUTOVIA DEL NOROESTE: S&P Assigns Prelim. 'BB+' Rating to Bonds
---------------------------------------------------------------
Standard & Poor's Ratings Services assigned its preliminary 'BB+'
long-term issue rating to the proposed EUR57.2 million fixed-rate
senior secured bonds due 2025 to be issued by Spain-based
limited-purpose entity Autovia del Noroeste Concesionaria de la
Comunidad Autonoma de la Region de Murcia, S.A. (ProjectCo).  The
outlook is negative.

The final rating will depend on receipt and satisfactory review
of all final transaction documentation, including legal opinions.
Accordingly, the preliminary rating should not be construed as
evidence of final rating.  If Standard & Poor's does not receive
final documentation within a reasonable time frame, or if final
documentation departs from materials reviewed, Standard & Poor's
reserves the right to withdraw or revise its rating.

ProjectCo entered into a concession with the regional government
of Murcia (Comunidad Autonoma de la Region de Murcia; CARM), in
1999 for the construction, operation, and maintenance of C-415.
The project receives revenues from CARM, which are based on a
banding mechanism (shadow toll road).

Stretching 62.4 kilometers, the C-415 toll road replaced the
existing one and upgraded it to dual carriageway, with two lanes
in each direction.  The project has been in operation since
October 2001.

ProjectCo intends to refinance the transaction through the
proposed bond issuance.

Operations phase.

S&P assesses the operations phase stand-alone credit profile
(SACP) as 'bb+'.  The key elements used to derive this are:

   -- S&P's expectation of strong operating performance, given
      the project's simple service requirements;

   -- The project's lack of material market exposure, given that
      traffic is well-above the maximum band.  As a result,
      revenues are not sensitive to likely changes in traffic
      volumes;

   -- Operations and maintenance being undertaken in-house by
      ProjectCo;

   -- An ongoing dispute between ProjectCo and CARM regarding the
      project's major maintenance expenditure profile; and

   -- The preliminary rating being capped by our assessment of
      the creditworthiness of the irreplaceable revenue
      counterparty, CARM.

Revenue counterparty.

All of ProjectCo's revenues are sourced from the concession
agreement with CARM.  Therefore, S&P considers the authority to
be an irreplaceable counterparty and believe it will remain
important throughout the project's life.  As S&P's assessment of
the creditworthiness of CARM is lower than the preliminary
operations-phase SACP before the counterparty analysis, CARM
constrains the preliminary rating on ProjectCo's debt.

Operations counterparties.

Operations and maintenance are undertaken in-house by the
sponsors' own service personnel.

Financial counterparties.

The project's financial counterparties do not constrain the
rating.  The project bank account provider is Banco Santander
S.A. (BBB+/Stable/A-2) and the replacement language meets S&P's
criteria.

The negative outlook reflects S&P's view of the ongoing dispute
with CARM, which could materialized in higher capital
expenditures (capex) than what S&P has included in the base case.

S&P's preliminary rating is currently constrained by its
assessment of the creditworthiness of CARM, the sole provider of
the revenues.

S&P could revise the outlook to stable once the project resolves
the dispute with CARM, or it otherwise becomes clear that the
current major maintenance budget is sufficient to meet the
project's obligations.

S&P could lower the preliminary rating if the ongoing dispute
with CARM materializes in a capex profile that is higher than
S&P's current forecast and deteriorates the project's minimum
debt service coverage ratios to less than 1.15x.

S&P could also lower the preliminary rating if, in its view,
CARM's creditworthiness deteriorates.



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


PRIVATBANK: S&P Lowers Counterparty Rating to 'CC', Outlook Neg.
----------------------------------------------------------------
Standard & Poor's Ratings Services lowered its long-term
counterparty credit rating on Ukraine-based PrivatBank to 'CC'
from 'CCC-'.  The outlook remains negative.  S&P affirmed the 'C'
short-term rating.

The downgrade follows PrivatBank's announcement on June 26, 2015,
that it has made available a consent solicitation memorandum to
holders of Eurobonds due in 2015 and in 2016 regarding the
amendment of the terms of two series of the Eurobonds of
PrivatBank.  In particular, PrivatBank offers to extend the
maturity of the Eurobonds for USD200 million due in Sept. 2015 to
2018 and the Eurobonds for USD150 million due in Feb. 2016 to
2021.

S&P regards the planned extension as a distressed exchange offer
and tantamount to a selective default, as per S&P's criteria.
This is based on S&P's understanding that the investors would not
receive the full value of the bonds on time as originally agreed.

S&P expects that non-payment on Eurobonds due in 2015 and 2016 is
a virtual certainty.  S&P expects that the nonpayment will be a
selective default ('SD') -- versus a general default -- and that
PrivatBank would continue to honor its other obligations as they
come due, especially to its depositors within the limits allowed
by the National Bank of Ukraine (NBU).

PrivatBank has initiated the extension of the Eurobond maturities
in light of the very difficult economic situation in Ukraine, as
well as in accordance with the requirements of the NBU to
increase its capitalization and ease pressure on the currency
market of Ukraine.

S&P has revised its assessment of PrivatBank's stand-alone credit
profile (SACP) to 'ccc' from 'ccc+', reflecting the weakened
creditworthiness of PrivatBank due to its deteriorated liquidity
position.  S&P now views the bank's liquidity as "weak" versus
"moderate."  S&P's revised assessment accounts for the bank's
pronounced reliance on the NBU for liquidity assistance to
address continuing deposit outflows.  S&P's current assessment
also reflects its view that the planned Eurobond restructuring
will have stifled investors' confidence, resulting in the bank
having noticeably weaker liquidity than other Ukrainian banks.
That said, S&P understands that PrivatBank is currently honoring
its obligations to depositors.

S&P does not rate any debt issued by PrivatBank.

The negative outlook reflects S&P's view that that nonpayment on
Eurobonds due in September 2015 and February 2016 is a virtual
certainty.

S&P expects to view the consummation of a distressed exchange
offer as a de facto default with respect to the securities
involved.  Once the distressed exchange offer has been confirmed,
S&P would likely lower the ratings on PrivatBank to 'SD'.



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


TULLIS RUSSELL: Owed More Than GBP50 Million at Time of Collapse
----------------------------------------------------------------
Perry Gourley at The Scotsman reports that Tullis Russell owed
more than GBP50 million when it collapsed with the loss of
hundreds of jobs earlier this year.

According to an update from administrators at KPMG, after money
due to the company by customers has been recovered and assets
such as land and equipment have been sold, there will be an
estimated shortfall owing to creditors of some GBP37.5 million,
The Scotsman relates.

The employee-owned company collapsed in April after being hit by
factors including weak global demand for printed materials,
rising raw material costs and strengthening of sterling against
the euro, The Scotsman recounts.

Those owed money include the company's 474 employees who were due
a total figure of GBP18.4 million -- an average of almost
GBP39,000 -- including payments for holiday entitlement and
redundancy pay, The Scotsman discloses.

Discussions over a potential rescue of the firm's defined benefit
pension scheme, which had a deficit of some GBP15.7 million, are
also continuing, The Scotsman relays.

Administrators Blair Nimmo and Tony Friar of KPMG said that at
this stage, they anticipate that unsecured creditors will receive
some payment for money owed, The Scotsman notes.

"However, the amount and timing of such a dividend is currently
uncertain," The Scotsman quotes administrators as saying.

There are more than 250 unsecured creditors of the firm,
including six who are owed more than GBP1 million each, The
Scotsman states.

Tullis Russell is a paper maker based in Fife.



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


* BOND PRICING: For the Week July 6, 2015 to July 10, 2015
----------------------------------------------------------

Issuer             Coupon    Maturity Currency     Price
------             ------    -------- --------     -----
Grupo Isolux Corsa    6.63   4/15/2021     EUR      71.19
OTE PLC               3.50    7/9/2020     EUR      81.67
Hellenic Republic     5.80   7/14/2015     JPY      46.75
Hellenic Petroleum    8.00   5/10/2017     EUR      81.35
Hema Bondco I BV      6.25   6/15/2019     EUR      67.31
CHC Helicopter SA     9.25  10/15/2020     USD      68.55
Piraeus Group Fina    5.00   3/27/2017     EUR      34.42
Heta Asset Resolut    4.38   1/24/2017     EUR      61.49
Hellenic Republic     5.00   3/11/2019     EUR      54.63
Alpha Credit Group    3.38   6/17/2017     EUR      39.00
NBG Finance PLC       4.38   4/30/2019     EUR      33.29
Public Power Corp     5.50    5/1/2019     EUR      58.00
Hellenic Petroleum    4.63   5/16/2016     USD      69.67
Ukraine Government    9.25   7/24/2017     USD      52.38
Public Power Corp     4.75    5/1/2017     EUR      60.05
QGOG Constellation    6.25   11/9/2019     USD      68.75
Hema Bondco II BV     8.50  12/15/2019     EUR      30.17
Hellenic Petroleum    5.25    7/4/2019     EUR      56.26
Heta Asset Resolut    4.25  10/31/2016     EUR      61.98
Ajecorp BV            6.50   5/14/2022     USD      73.75
OAS Investments Gm    8.25  10/19/2019     USD      19.03
ERB Hellas PLC        4.25   6/26/2018     EUR      32.28
Russian Standard B   13.00   4/10/2020     USD      57.50
ING Groep NV          1.57                 EUR      71.24
CGG SA                1.75    1/1/2020     EUR      10.28
Privatbank CJSC Vi    9.38   9/23/2015     USD      67.00
Nordea Bank AB        0.70                 EUR      72.26
Heta Asset Resolut    2.75   5/31/2016     CHF      61.00
Far East Capital L    8.00    5/2/2018     USD      61.25
Alcatel-Lucent        4.25    7/1/2018     EUR       3.88
Ukraine Government    7.50   4/17/2023     USD      54.50
Banque Federative     1.40                 EUR      64.87
CHC Helicopter SA     9.38    6/1/2021     USD      44.97
Athens Urban Trans    4.85   9/19/2016     EUR      58.00
Ukraine Government    6.88   9/23/2015     USD      54.00
HSH Nordbank AG       0.83   2/14/2017     EUR      72.55
Metinvest BV         10.50  11/28/2017     USD      60.73
Metinvest BV          8.75   2/14/2018     USD      59.50
Avangardco Investm   10.00  10/29/2015     USD      50.75
Brunswick Rail Fin    6.50   11/1/2017     USD      58.00
Peugeot SA            4.45    1/1/2016     EUR      30.07
Hellenic Railways     4.68  10/29/2015     EUR      69.13
Hellenic Republic     4.50    7/3/2017     JPY      61.88
HSH Nordbank AG/Lu    2.31                 EUR      20.12
CGG SA                1.25    1/1/2019     EUR      26.10
Ukraine Government    4.95  10/13/2015     EUR      53.88
Banco Espirito San    7.13  11/28/2023     EUR       9.00
Banca delle Marche    0.94    6/1/2017     EUR      29.38
Bank of New York M    4.26  12/30/2099     EUR      25.65
ING Groep NV          1.17                 EUR      70.77
Ukraine Railways v    9.50   5/21/2018     USD      66.50
Takko Luxembourg 2    9.88   4/15/2019     EUR      44.67
Neopost SA            3.38                 EUR      55.89
Ukraine Government    7.75   9/23/2020     USD      53.25
Hema Bondco I BV      5.24   6/15/2019     EUR      65.16
CNP Assurances        1.25                 EUR      66.57
Hellenic Republic     5.20   7/17/2034     EUR      44.13
Indo Energy Financ    6.38   1/24/2023     USD      64.00
Bank of New York M    4.49  12/15/2050     EUR      63.73
Paragon Offshore P    6.75   7/15/2022     USD      34.13
Ukraine Government    7.80  11/28/2022     USD      55.38
Paragon Offshore P    7.25   8/15/2024     USD      33.90
Hellenic Republic     6.14   4/14/2028     EUR      50.25
Hellenic Republic     2.09   7/25/2057     EUR      18.00
Commercial Bank Pr    5.80    2/9/2016     USD      59.50
Hellenic Republic     3.80    8/8/2017     JPY      55.00
OSX 3 Leasing BV     13.00   3/20/2015     USD      31.00
WPE International    10.38   9/30/2020     USD       9.50
HSH Nordbank AG       7.25                 USD      25.11
EnQuest PLC           5.50   2/15/2022     GBP      75.00
Codere Finance Lux    8.25   6/15/2015     EUR      72.00
UKRLANDFARMING PLC   10.88   3/26/2018     USD      44.50
Oschadbank Via SSB    8.88   3/20/2018     USD      73.77
Mriya Agro Holding    9.45   4/19/2018     USD      16.00
DTEK Finance PLC      7.88    4/4/2018     USD      42.00
HSH Nordbank AG       0.79   2/14/2017     EUR      72.55
Ukraine Government    7.95   2/23/2021     USD      55.88
Oesterreichische V   10.00                 EUR       0.61
Banque Federative     0.83                 EUR      64.98
Afren PLC             6.63   12/9/2020     USD      45.00
Ukraine Government    6.25   6/17/2016     USD      53.38
Air France-KLM        2.03   2/15/2023     EUR      10.25
Heta Asset Resolut    0.06   5/31/2016     EUR      61.24
Piraeus Group Fina    1.85   7/20/2016     EUR       5.63
Hellenic Republic     5.80   7/14/2015     JPY      46.75
IMMOFINANZ AG         4.25    3/8/2018     EUR       4.47
Russian Standard B   11.50   1/17/2024     USD      47.88
Privatbank CJSC Vi   10.88   2/28/2018     USD      66.00
Nexity SA             0.63    1/1/2020     EUR      48.93
Tonon Luxembourg S   10.50   5/14/2024     USD      60.00
Faurecia              3.25    1/1/2018     EUR      38.28
Eurobank Ergasias     1.59    6/8/2017     EUR       6.89
Aegon NV              1.51                 NLG      57.26
Ukreximbank Via Cr    5.79    2/9/2016     USD      49.00
Ukraine Government    6.58  11/21/2016     USD      53.38
Ukraine Government    6.75  11/14/2017     USD      52.50
Hellenic Republic     5.25    2/1/2016     JPY      46.00
Credit Agricole SA    0.71                 EUR      67.11
Yuksel Insaat AS      9.50  11/10/2015     USD      69.50
Alcatel-Lucent        0.13   1/30/2020     EUR       4.42
DTEK Finance PLC     10.38   3/28/2018     USD      49.78
OGX Austria GmbH      8.50    6/1/2018     USD       0.00
City of Kiev Ukrai    8.00   11/6/2015     USD      51.00
Norwegian Energy C    6.50    3/6/2018     NOK      80.50
Oesterreichische V    0.84  11/28/2016     EUR      72.25
Financing of Infra    9.00   12/7/2017     USD      51.50
Rothschilds Contin    0.96                 EUR      61.79
City of Kyiv Via K    9.38   7/11/2016     USD      48.50
Banca delle Marche    1.14   6/15/2016     EUR      29.85
Virgolino de Olive   10.50   1/28/2018     USD       2.00
Far East Capital L    8.75    5/2/2020     USD      64.00
Hellenic Republic     5.00   8/22/2016     JPY      55.88
HSBC Bank PLC         0.75                 USD      63.04
Noreco Norway AS      6.50    3/6/2018     NOK      75.13
Etablissements Mau    2.75    7/1/2021     EUR       9.77
SOITEC                6.75   9/18/2018     EUR       1.57
Assystem              4.50                 EUR      27.92
Espirito Santo Fin    6.88  10/21/2019     EUR       0.03
Santander Finance     0.62                 EUR      67.96
Hellenic Railways     4.03   3/17/2017     EUR      69.13
Pescanova SA          5.13   4/20/2017     EUR       3.19
Lambay Capital Sec    6.25                 GBP       1.15
ESFIL-Espirito San    5.25   6/12/2015     EUR       0.95
Novo Banco SA         3.50    1/2/2043     EUR      75.16
Econocom Group SA/    1.50   1/15/2019     EUR      11.29
Afren PLC            11.50    2/1/2016     USD      44.39
First Ukrainian In   11.00  12/31/2018     USD      53.59
Etablissements Mau    1.63    7/1/2019     EUR      14.67
Hellenic Railways     4.50   12/6/2016     JPY      67.88
Orpea                 1.75    1/1/2020     EUR      68.71
NIBC Bank NV          0.67                 EUR      61.50
Singulus Technolog    7.75   3/23/2017     EUR      41.00
BPCE SA               1.07                 EUR      66.13
Afren PLC            10.25    4/8/2019     USD      44.50
Talvivaara Mining     4.00  12/16/2015     EUR       1.00
Caixa Terrassa Soc    1.43                 EUR      64.25
OGX Austria GmbH      8.38    4/1/2022     USD       0.00
Oesterreichische V    9.00   7/26/2018     EUR      57.25
Jyske Bank A/S        1.38                 EUR      64.37
Ekotechnika GmbH      9.75   5/10/2018     EUR       9.25
Cooperatieve Centr    0.50  11/26/2021     ZAR      55.27
Hellenic Republic     4.50   11/8/2016     JPY      55.38
HSBC Bank PLC         0.75                 USD      62.87
Phosphorus Holdco    10.00    4/1/2019     GBP       2.00
Virgolino de Olive   10.88   1/13/2020     USD      19.25
Hellenic Railways     5.01  12/27/2017     EUR      69.13
Banco Espirito San    2.64                 EUR      10.88
Capital Raising Gm    7.50                 EUR      11.11
Le Noble Age          4.88    1/3/2016     EUR      20.37
Caisse Federale du    1.17                 EUR      63.28
Pohjola Bank Oyj      0.64                 EUR      67.39
Hellenic Republic     5.25    2/1/2016     JPY      46.00
Ageasfinlux SA        1.34                 EUR      65.35
Depfa Funding II L    6.50                 EUR      57.00
Danske Bank Oyj       0.73                 EUR      65.25
Santander Internat    2.00                 USD      47.63
Mriya Agro Holding   10.95   3/30/2016     USD      13.50
Jasper Explorer PL   13.50   5/27/2016     USD       5.00
HSBC Bank PLC         0.60                 USD      63.03
Candyking Holding     5.00   1/29/2018     SEK      71.00
Renaissance Credit   13.50   5/22/2019     USD      74.13
Norshore Atlantic    12.00  12/21/2018     USD      55.36
Heta Asset Resolut    0.09   5/31/2016     EUR      60.98
Aralco Finance SA    10.13    5/7/2020     USD       6.50
Praktiker AG          5.88   2/10/2016     EUR       0.09
Koninklijke Luchtv    0.75                 CHF      35.05
APP International    11.75   10/1/2005     USD       5.24
BNP Paribas SA        0.48                 USD      62.59
Paragon Offshore P    7.25   8/15/2024     USD      33.50
Credit Mutuel Arke    1.33                 EUR      63.13
Scandinavian Airli    2.38                 CHF      30.63
Ideal Standard Int   11.75    5/1/2018     EUR      38.50
Depfa Funding III     1.35                 EUR      57.00
Norske Skogindustr    7.13  10/15/2033     USD      48.21
IKB Deutsche Indus    4.70   3/31/2017     EUR      22.01
NIBC Bank NV          2.13                 USD      68.46
ATF Capital BV       10.00                 USD      67.25
Finance and Credit    9.25   1/25/2019     USD       9.75
Bank Nadra via NDR    8.25   7/31/2018     USD       5.01
Pierre & Vacances     3.50   10/1/2019     EUR      38.35
Norske Skog Holdin    8.00   2/24/2023     USD      60.50
Piraeus Bank SA       0.93    2/9/2017     EUR      38.38
BOA Offshore AS       8.11  12/18/2018     NOK      65.00
Virgolino de Olive   11.75    2/9/2022     USD       2.00
IKB Deutsche Indus    5.63   3/31/2017     EUR      18.00
Dexia Credit Local    4.30                 EUR       8.63
Atlantic Offshore     8.88   5/16/2018     NOK      72.52
Financing of Infra    7.40   4/20/2018     USD      50.63
Popular Capital SA    1.34                 EUR      54.00
NTRP Via Interpipe   10.25    8/2/2017     USD      25.00
MS Deutschland Bet    6.88  12/18/2017     EUR      14.25
Hellenic Railways     0.25   5/24/2016     EUR      69.13
Petrol AD             8.38   1/26/2017     EUR       6.25
Societe Air France    2.75    4/1/2020     EUR      20.78
Portigon AG           7.46  12/31/2019     EUR      15.70
Corporate Commerci    8.25    8/8/2014     USD       2.44
Belfius Bank SA/NV    1.93                 FRF      69.13
Alpha Credit Group    1.70    2/1/2017     EUR       4.52
Pescanova SA          8.75   2/17/2019     EUR       3.33
Espirito Santo Fin    3.13   12/2/2018     EUR       1.00
BDT Media Automati    8.13   10/9/2017     EUR      63.00
Global PVQ SE         6.75  10/21/2015     EUR       0.94
Hellas Telecommuni    8.50  10/15/2013     EUR       0.00
Afren PLC             6.63   12/9/2020     USD      45.50
Ukraine Government    5.00  12/20/2015     USD      53.38
Hellenic Republic     5.00   8/22/2016     JPY      54.88
Heta Asset Resolut    0.76   1/24/2017     EUR      12.75
BLT Finance BV        7.50   5/15/2014     USD       5.00
Island Drilling Co    9.50    4/3/2018     USD      59.13
Astana Finance BV     7.88    6/8/2010     EUR      16.63
TAG Immobilien AG     6.50  12/10/2015     EUR      11.13
Phones4u Finance P    9.50    4/1/2018     GBP      35.88
Hellenic Republic     2.27    2/7/2022     EUR      35.85
Hellenic Bank PCL    10.00                 EUR      48.63
Alpine Holding Gmb    6.00   5/22/2017     EUR       0.00
Grupo Isolux Corsa    6.63   4/15/2021     EUR      70.50
Norske Skog Holdin    8.00   2/24/2021     EUR      67.07
Financing of Infra    8.38   11/3/2017     USD      51.13
Rothschilds Contin    0.69                 USD      53.00
Hybrid Raising Gmb    6.63                 EUR      11.00
Telecare Service H    7.03   5/23/2018     SEK      70.25
Minicentrales Dos     6.45   4/14/2028     EUR      72.88
Lloyds Bank PLC       0.69                 USD      63.32
Barclays Bank PLC     1.56                 GBP      72.92
Vseukrainsky Aktsi    9.00   6/14/2019     USD       1.89
Sydbank A/S           1.14                 EUR      64.75
Air Berlin Finance    1.50   4/11/2027     EUR      50.00
International Indu    9.00    7/6/2011     EUR       0.48
SNS Bank NV          11.25                 EUR       1.26
Laurel GmbH           7.13  11/16/2017     EUR      30.63
Takko Luxembourg 2    7.01   4/15/2019     EUR      44.50
Nexans SA             4.00    1/1/2016     EUR      55.00
Barclays Bank PLC     0.63                 USD      64.00
Windreich GmbH        6.50   7/15/2016     EUR      10.88
Hema Bondco I BV      6.25   6/15/2019     EUR      67.59
Alpha Credit Group    6.00   5/20/2017     EUR      39.50
Den Norske Creditb    0.56                 USD      63.00
Codere Finance Lux    9.25   2/15/2019     USD      72.00
Societe Alsacienne    1.63    1/1/2022     EUR      59.44
Sazka AS              9.00   7/12/2021     EUR       4.60
Barclays Bank PLC     4.40  11/29/2030     USD      76.93
Brunswick Rail Fin    6.50   11/1/2017     USD      55.75
Barclays Bank PLC     0.38  12/28/2040     EUR      65.38
GNB - Cia de Segur    3.49                 EUR      70.90
Novo Banco SA         3.50   2/19/2043     EUR      74.99
Barclays Bank PLC     0.69                 USD      63.00
Standard Chartered    0.69                 GBP      60.93
National Westminst    0.56                 USD      64.00
Lehman Brothers Tr    6.00   11/2/2035     EUR      16.25
Cirio Holding Luxe    6.25   2/16/2004     EUR       1.82
Tonon Luxembourg S   10.50   5/14/2024     USD      59.25
Hema Bondco II BV     8.50  12/15/2019     EUR      31.17
Kaupthing Bank Hf     9.00                 USD       0.13
Orco Property Grou    7.00   11/7/2019     EUR      75.75
Banco Espanol de C    0.61                 EUR      67.96
PNE Wind AG           3.75  10/10/2019     EUR       2.81
Lehman Brothers UK    5.13                 EUR       0.05
Heta Asset Resolut    1.91   9/29/2016     JPY      60.00
Ukraine Government    7.80  11/28/2022     USD      55.60
Heta Asset Resolut    4.35   11/3/2016     EUR      13.00
Codere Finance Lux    8.25   6/15/2015     EUR      71.63
Hypo Tirol Bank AG    0.50   7/23/2026     EUR      53.00
Banco Espirito San    0.16                 EUR      14.63
Nationwide Buildin    1.07                 GBP      70.00
Ajecorp BV            6.50   5/14/2022     USD      71.85
RENE LEZARD Mode G    7.25  11/25/2017     EUR      26.00
Heta Asset Resolut    4.25   5/31/2016     EUR      62.13
Kezizalog Zrt         7.75   10/1/2018     EUR       5.55
Jyske Bank A/S        0.74                 EUR      66.25
Afren PLC            10.25    4/8/2019     USD      43.88
Travel24.com AG       7.50   9/17/2017     EUR      54.00
Saphir Finance PLC    6.85                 GBP       3.08
SNS Bank NV           6.25  10/26/2020     EUR       2.46
Oesterreichische V    0.74   6/18/2018     EUR      65.63
JZ Capital Partner    6.00   7/30/2021     GBP      10.90
Barclays Bank PLC     0.63                 USD      64.00
Commerzbank Holdin    0.81                 USD      63.62
GNB - Cia de Segur    2.19  12/19/2022     EUR      74.95
Cirio Finanziaria     8.00  12/21/2005     EUR       1.55
LBI HF                6.25                 EUR       0.00
PA Resources AB      12.25    4/5/2016     NOK       4.99
Agroton Public Ltd    6.00   7/14/2019     USD      28.75
Metinvest BV         10.50  11/28/2017     USD      63.00
National Westminst    0.69                 USD      64.00
Dexia SA              4.89                 EUR      15.25
Metinvest BV          8.75   2/14/2018     USD      55.69
SeaBird Exploratio    6.00    3/3/2018     USD       N/A
Deutsche Bank AG/L    2.23   3/15/2033     USD      66.70
Cirio Del Monte NV    7.75   3/14/2005     EUR       2.81
IT Holding Finance    9.88  11/15/2012     EUR       0.22
Region of Abruzzo     0.44   11/7/2036     EUR      66.45
getgoods.de AG        7.75   10/2/2017     EUR       5.38
Espirito Santo Fin    9.75  12/19/2025     EUR       1.61
Sairgroup Finance     4.38    6/8/2006     EUR      16.50
Minicentrales Dos     4.81  11/29/2034     EUR      72.88
Mox Telecom AG        7.25   11/2/2017     EUR       2.76
Gunther Zamek Prod    7.75   5/15/2017     EUR       0.33
Pescanova SA          6.75    3/5/2015     EUR       3.49
PA Resources AB      13.50    3/3/2016     SEK       5.00
Metinvest BV         10.25   5/20/2049     USD      75.75
Talvivaara Mining     9.75    4/4/2017     EUR       0.09
Public Power Corp     5.50    5/1/2019     EUR      55.83
Lehman Brothers UK    5.75                 EUR       0.00
Strenesse AG          9.00   3/15/2017     EUR      49.00
Lehman Brothers Tr    6.00   2/15/2035     EUR      19.13
Windreich GmbH        6.50    3/1/2015     EUR      10.88
Royal Bank of Scot    0.69                 USD      63.88
Breeze Finance SA     6.71   4/19/2027     EUR      44.00
Etablissements Mau    7.13   7/31/2015     EUR      13.42
Piraeus Bank SA       0.94  12/27/2016     EUR      41.42
Ukraine Railways v    9.50   5/21/2018     USD      67.00
Societe Generale S    0.50                 USD      62.50
Lloyds Bank PLC       0.50                 USD      63.42
Ukraine Government    9.25   7/24/2017     USD      52.57
Dexia Kommunalbank    4.88  12/31/2016     EUR      20.50
AgroGeneration        8.00    4/1/2019     EUR      67.50
OAS Investments Gm    8.25  10/19/2019     USD      18.88
Sidetur Finance BV   10.00   4/20/2016     USD      13.75
EDOB Abwicklungs A    7.50    4/1/2012     EUR       0.00
Societe Generale S    1.92                 EUR      68.00
Heta Asset Resolut    5.92   2/22/2022     EUR       9.25
Standard Chartered    0.50                 USD      60.44
Virgolino de Olive   10.88   1/13/2020     USD      17.88
Alpine Holding Gmb    5.25    7/1/2015     EUR       0.00
Norske Skogindustr    7.13  10/15/2033     USD      45.00
Dannemora Mineral    11.75   3/22/2016     USD       0.67
Nordea Bank Norge     0.56                 USD      63.79
Karlie Group GmbH     6.75   6/25/2018     EUR      63.00
KPNQwest NV          10.00   3/15/2012     EUR       0.50
Mechel                8.40   5/27/2021     RUB      62.14
Kaupthing Bank Hf     6.50    2/3/2045     EUR       0.00
International Indu   11.00   2/19/2013     USD       0.40
KA Finanz AG          5.43   2/13/2024     EUR      53.50
Assystem              4.00    1/1/2017     EUR      22.24
Paragon Offshore P    6.75   7/15/2022     USD      42.50
Hellenic Railways     4.50   12/6/2016     JPY      69.13
Astana Finance BV     9.00  11/16/2011     USD      16.63
Bank Nederlandse G    0.50   7/12/2022     ZAR      52.79
Glitnir HF            6.69   6/15/2016     USD       0.02
KPNQwest NV           8.88    2/1/2008     EUR       0.50
Cirio Finance Luxe    7.50   11/3/2002     EUR       8.00
Region of Puglia I    0.53    2/6/2023     EUR      74.70
Petromena ASA         9.75   5/24/2016     NOK       1.08
Codere Finance Lux    9.25   2/15/2019     USD      71.99
Lehman Brothers Tr    7.00   5/17/2035     EUR      19.13
Kaupthing Bank Hf     7.13   5/19/2016     USD       0.00
Espirito Santo Fin    5.13   5/30/2016     EUR       1.30
BNP Paribas SA        1.62   4/30/2033     USD      69.50
Svensk Exportkredi    0.50   2/22/2022     ZAR      53.56
Ukraine Government    7.50   4/17/2023     USD      55.17
National Westminst    0.63                 USD      64.00
Lloyds Bank PLC       0.48                 USD      63.58
Afren PLC            11.50    2/1/2016     USD      44.50
More & More AG        8.13   6/11/2018     EUR      42.75
Raiffeisen Bank In    4.50   9/28/2035     EUR      65.00
Kaupthing Bank Hf     7.63   2/28/2015     USD      14.25
Public Power Corp     4.75    5/1/2017     EUR      60.14
Rena GmbH             8.25   7/11/2018     EUR       8.63
Ukraine Government    7.75   9/23/2020     USD      53.67
Oesterreichische V    9.00   7/26/2020     EUR      52.25
Novo Banco SA         3.50   3/18/2043     EUR      74.94
Barclays Bank PLC     1.18   3/21/2033     USD      65.00
Northland Resource    4.00  10/15/2020     USD       0.14
SiC Processing Gmb    7.13    3/1/2016     EUR       3.28
Heta Asset Resolut    4.63    3/4/2018     EUR      61.00
Popular Capital SA    7.00  11/25/2015     EUR      27.15
Solarworld AG         6.13   1/21/2017     EUR      30.75
Heta Asset Resolut    7.50   5/27/2024     ATS       8.88
EXER D GmbH           5.70    2/1/2016     EUR      45.00
Banco Pinto & Sott    0.95                 EUR      31.00
friedola Gebr Holz    7.25   4/11/2017     EUR      39.38
Lehman Brothers Tr    7.25   10/5/2035     EUR      19.13
Aralco Finance SA    10.13    5/7/2020     USD       4.50
Kaupthing Bank Hf     6.75                 EUR       0.00
Alliance Oil Co OJ    8.85    6/4/2021     RUB      56.21
Heta Asset Resolut    0.95   5/31/2016     EUR      59.63
KA Finanz AG          4.90   6/23/2031     EUR      64.75
Banco Espirito San    2.82                 EUR      15.67
Far East Capital L    8.00    5/2/2018     USD      64.00
Standard Chartered    0.69                 USD      61.08
Teak Holz Internat    5.00   8/31/2015     EUR      30.00
IM Skaugen SE         9.75   6/30/2016     NOK      48.98
Heta Asset Resolut    0.54  11/29/2032     EUR       9.25
Cyprus Popular Ban    1.74   5/26/2016     EUR       2.82
Virgolino de Olive   11.75    2/9/2022     USD       1.62
KPNQwest NV           7.13    6/1/2009     EUR       0.50
Heta Asset Resolut    0.45  12/18/2030     EUR       9.75
Svyaznoy Bank ZAO    12.00    8/6/2015     RUB      60.17
Dexia Kommunalbank    5.63  12/31/2017     EUR      12.00
Ukraine Government    6.88   9/23/2015     USD      54.43
OGX Austria GmbH      8.50    6/1/2018     USD       0.00
NOS SGPS SA           2.56   11/9/2019     EUR      36.88
LBI HF                6.10   8/25/2011     USD      11.50
Ukraine Government    6.25   6/17/2016     USD      53.60
Northland Resource   15.00   7/15/2019     USD       1.05
Solar Millennium A    6.50   7/15/2015     EUR      15.20
LBI HF                4.65                 EUR       0.00
DNB Bank ASA          0.56                 USD      63.08
Standard Chartered    0.59                 USD      61.13
Alpha Credit Group    1.64    3/8/2017     EUR       4.52
Credit Agricole SA    5.04                 NZD      71.00
UKRLANDFARMING PLC   10.88   3/26/2018     USD      49.02
City of Kyiv Via K    9.38   7/11/2016     USD      48.50
Kaupthing Bank Hf     5.75   10/4/2011     USD      14.25
Deutsche Bank AG      2.50   6/28/2033     USD      71.58
Svensk Exportkredi    7.00   9/26/2022     RUB      78.65
Bank of Scotland P    0.63                 USD      63.32
Golden Gate AG        6.50  10/11/2014     EUR      39.50
Depfa Funding IV L    5.03                 EUR      56.75
Teksid Aluminum Lu   11.38   7/15/2011     EUR       0.12
Den Norske Creditb    0.53                 USD      63.06
OGX Austria GmbH      8.38    4/1/2022     USD       0.02
Frey                  6.00  11/15/2022     EUR      20.01
ADLER Real Estate     6.00   6/30/2017     EUR      12.75
Abanka Vipa DD Via    1.90                 EUR       0.16
Barclays Bank PLC     1.68   4/19/2033     USD      70.70
Virgolino de Olive   10.50   1/28/2018     USD       1.83
Region of Piemont     0.21  11/27/2036     EUR      62.58
Standard Chartered    0.59                 USD      60.88
Alpine Holding Gmb    5.25   6/10/2016     EUR       0.00
BLT Finance BV       12.00   2/10/2015     USD      10.50
State of Carinthia    0.69   7/20/2017     CHF       0.20
SAG Solarstrom AG     6.25  12/14/2015     EUR      45.00
La Veggia Finance     7.13  11/14/2004     EUR       0.00
Glitnir HF            6.00    3/5/2012     GBP      14.00
Heta Asset Resolut    5.73  12/10/2021     EUR       8.00
Norske Skog Holdin    8.00   2/24/2021     EUR      67.38
Acron JSC            13.60   5/18/2021     RUB     102.00
IM Skaugen SE        10.26   4/11/2017     NOK      46.50
UniCredit Bank Aus    0.51   8/20/2033     EUR      61.50
Penell GmbH Elektr    7.75   6/10/2019     EUR      16.00
Norske Skog Holdin    8.00   2/24/2023     USD      60.50
Bulgaria Steel Fin   12.00    5/4/2013     EUR       1.00
Kaupthing Bank Hf     5.75   10/4/2011     USD      14.25
Del Monte Finance     6.63   5/24/2006     EUR       8.10
A-TEC Industries A    8.75  10/27/2014     EUR       2.00
Equity Release Fun    1.97   4/26/2038     GBP      72.50
ADLER Real Estate     6.00  12/27/2018     EUR      12.75
Indo Energy Financ    6.38   1/24/2023     USD      66.05
Societe Centrale d    9.00    7/1/2016     EUR       7.15
Rena GmbH             7.00  12/15/2015     EUR       8.63
Heta Asset Resolut    0.31   9/26/2043     EUR      61.38
Banco Pastor SA       2.39                 EUR      46.00
Financing of Infra    8.38   11/3/2017     USD      51.20
Global PVQ Netherl    1.38   4/30/2012     EUR      27.50
TradeDoubler AB       6.75  12/20/2018     SEK      72.63
Lloyds Bank PLC       1.45   4/26/2033     USD      67.50
Alpha Credit Group    2.00   4/27/2024     EUR      39.50
Global PVQ Netherl    5.75   5/26/2014     EUR      27.50
Accentro Real Esta    6.25   3/27/2019     EUR       2.51
VEB-Leasing OAO      13.09   6/23/2020     RUB     100.83
Heta Asset Resolut    1.59   6/30/2019     CHF      61.88
Kaupthing Bank Hf     3.00   2/12/2010     CHF      14.25
OL Groupe SA          7.00  12/28/2015     EUR       7.12
Credit Suisse AG/G    0.56                 USD       N/A
Mifa Mitteldeutsch    7.50   8/12/2018     EUR       3.17
CRC Breeze Finance    6.11    5/8/2016     EUR      54.38
Governo Portugues     2.75                 EUR      60.00
Deutsche Bank AG/L   11.50   8/31/2015     USD      26.25
Lloyds Bank PLC       2.42   2/22/2033     USD      67.68
Ukraine Government    7.95   2/23/2021     USD      55.84
Kaupthing Bank Hf     6.25                 EUR       0.00
Global PVQ Netherl    1.38   4/30/2012     EUR      24.00
Lehman Brothers Tr    5.00   3/18/2015     EUR      19.13
Lehman Brothers Tr    2.88   3/14/2013     CHF      16.25
Moscow United Elec   13.20   4/23/2025     RUB      61.01
UniCredit Bank Aus    0.47  12/27/2031     EUR      63.38
Club Mediterranee     6.11   11/1/2015     EUR      20.58
DEMIRE Real Estate    6.00  12/30/2018     EUR       4.55
Ukraine Government    5.00  12/20/2015     USD      53.38
Governo Portugues     3.00                 EUR      73.00
Takko Luxembourg 2    9.88   4/15/2019     EUR      45.00
Region of Molise I    0.45  12/15/2033     EUR      67.20
Privatbank CJSC Vi   10.88   2/28/2018     USD      66.50
LBI HF                7.43                 USD       0.00
GFI Informatique S    5.25    1/1/2017     EUR       6.11
LBI HF                3.00   12/7/2010     CHF       2.77
IVG Immobilien AG     5.80                 EUR       0.00
Svensk Exportkredi    0.50   4/24/2029     AUD      53.16
Lehman Brothers Tr    8.25   3/16/2035     EUR      19.13
Kaupthing Bank Hf     9.75   9/10/2015     USD      14.25
Ukraine Government    4.95  10/13/2015     EUR      54.41
Lehman Brothers Tr    5.00   2/16/2015     EUR      19.13
UniCredit Bank Aus    0.49  12/31/2031     EUR      70.13
Solarworld AG         6.38   7/13/2016     EUR      30.75
Cooperatieve Centr    0.50   7/30/2043     MXN      16.89
Seabird Exploratio    6.00  12/18/2015     USD      27.00
Barclays Bank PLC     1.95   5/31/2033     USD      67.25
Breeze Finance SA    11.75   4/19/2027     EUR       3.00
Investkredit Bank     3.55   4/12/2022     EUR      74.70
Heta Asset Resolut    4.88   9/18/2017     EUR       8.75
Italy Government I    0.72   7/31/2045     EUR      73.56
Freshwater Finance    6.06  10/17/2036     GBP      70.88
Financing of Infra    7.40   4/20/2018     USD      51.10
Piraeus Group Fina    2.25  10/27/2034     EUR       5.63
Kommunalbanken AS     0.50   5/27/2022     ZAR      53.59
Region of Abruzzo     0.28   11/7/2031     EUR      71.14
Federal Grid Co Un   13.90   7/21/2027     RUB     102.00
Kaupthing Bank Hf     6.13   10/4/2016     USD      14.25
Russian Standard B   13.00   4/10/2020     USD      59.00
Svensk Exportkredi    0.50   1/31/2022     ZAR      53.50
SMP Bank OAO         12.00   5/23/2017     RUB      60.12
Glitnir HF            3.00   6/30/2010     EUR      14.00
Heta Asset Resolut    5.27    4/7/2028     EUR       8.75
Rusfinans Bank OOO   12.00   6/30/2020     RUB      60.11
Finmek Internation    7.00   12/3/2004     EUR       0.13
CBo Territoria        6.00    1/1/2020     EUR       3.91
Barclays Bank PLC     1.44   3/28/2033     USD      70.45
Rosselkhozbank OJS   18.50   1/29/2020     RUB      64.00
Oesterreichische V    0.99   5/20/2025     EUR      18.50
Barclays Bank PLC     3.12   6/17/2033     USD      67.00
Heta Asset Resolut    0.32   8/12/2017     EUR      59.75
Solen AG              7.50    4/8/2016     EUR       1.32
Alpha Credit Group    1.50  12/18/2028     EUR      39.50
Banco Comercial Po    5.00                 EUR      62.81
Northland Resource    4.00  10/15/2020     NOK       0.14
Absolut Bank OAO     10.25   7/27/2016     RUB      60.06
Danske Bank Oyj       1.59                 EUR      72.63
Banco Espirito San   10.00   12/6/2021     EUR       9.00
Ukraine Government    6.75  11/14/2017     USD      53.55
Deutsche Morgan Gr    0.69                 USD      60.17
Kaupthing Bank Hf     5.25   7/18/2017     BGN      14.25
Oesterreichische V    5.27    2/8/2027     EUR      62.75
Lehman Brothers Tr    5.00   9/22/2014     EUR      19.13
Heta Asset Resolut    3.42   11/7/2016     EUR      61.25
Bank MIA OAO         13.75    6/6/2017     RUB      61.01
Kaupthing Bank Hf     6.13   10/4/2016     USD      14.25
Barclays Bank PLC     2.79    4/9/2028     USD      71.82
DTEK Finance PLC      7.88    4/4/2018     USD      46.00
Ukraine Government    6.58  11/21/2016     USD      53.85
TGC-2 OJSC           12.00  10/10/2018     RUB      74.10
Petromena ASA        10.85  11/19/2014     USD       1.08
Centrosolar Group     7.00   2/15/2016     EUR       2.22
Kaupthing Bank Hf     5.90                 EUR       0.13
Otkritie Holding     14.00    5/3/2018     RUB     100.30
KPNQwest NV           8.13    6/1/2009     USD       0.50
Lehman Brothers Tr    5.00   2/27/2014     EUR      19.13
Glitnir HF            1.63   3/11/2009     CHF      14.00
Oesterreichische V    6.00   3/30/2017     EUR       1.00
Lloyds Bank PLC       1.75   1/31/2033     USD      68.50
Magnit PJSC          12.10   5/11/2018     RUB      61.01
MirLand Developmen    5.50   9/30/2019     ILS      40.42
Codere Finance Lux    8.25   6/15/2015     EUR      72.00
Hamburgische Lande    0.38   1/22/2041     EUR      60.65
UniCredit Bank Aus    0.35   1/25/2031     EUR      68.38
Alpha Credit Group    0.49   2/21/2021     EUR      39.50
MirLand Developmen    3.09  12/31/2015     ILS      40.00
Bank Nederlandse G    0.50    8/9/2022     MXN      66.62
Cooperatieve Centr    0.50  10/29/2027     MXN      47.67
Raiffeisen-Holding    5.08                 EUR      74.63
Cooperatieve Centr    0.50   1/31/2033     MXN      29.94
Investkredit Bank     7.00   7/24/2022     EUR      63.69
Espirito Santo Fin    5.05  11/15/2025     EUR       2.26
BLT Finance BV        7.50   5/15/2014     USD       5.00
Atari SA              7.50   2/17/2020     EUR       0.25
Kommunekredit         0.50  12/14/2020     ZAR      64.68
Raiffeisenlandesba    5.00    7/1/2026     EUR      68.88
Credit Agricole Co    0.50   2/28/2018     RUB      73.56
Cooperatieve Centr    0.50  10/30/2043     MXN      15.25
Cooperatieve Centr    0.50  11/30/2027     MXN      47.24
SNS Bank NV           2.75                 EUR       1.26
Artea                 6.00    8/4/2019     EUR      13.95
Glitnir HF            6.33   7/28/2011     USD      14.00
Mechel                8.40    6/1/2021     RUB      61.25
Kaupthing Bank Hf     7.50    2/1/2045     USD       0.00
Far East Capital L    8.75    5/2/2020     USD      60.45
Sairgroup Finance     6.63   10/6/2010     EUR      17.88
Mechel                8.40   5/27/2021     RUB      63.00
DEIKON GmbH           1.00    7/1/2015     EUR      28.50
SNS Bank NV           6.63   5/14/2018     EUR       2.46
Kommunekredit         0.50  10/22/2019     BRL      63.02
LBI HF                2.25   2/14/2011     CHF       2.77
Europlan ZAO         12.50  10/31/2017     RUB      99.05
Russian Highways     12.40   4/22/2042     RUB      12.68
Solon SE              1.38   12/6/2012     EUR       0.33
LBI HF                3.20   5/10/2010     SKK       2.77
Municipality Finan    0.50   3/28/2018     BRL      72.86
Heta Asset Resolut    4.07   3/21/2017     EUR      61.38
Glitnir HF            3.25   8/15/2016     EUR      14.00
BKN biostrom AG       7.50    6/5/2016     EUR       1.52
Heta Asset Resolut    0.30   3/12/2043     EUR      59.50
Oesterreichische V    9.00   7/26/2019     EUR      52.38
Allied Irish Banks    5.25   3/10/2035     GBP      26.50
Svensk Exportkredi    0.50   8/28/2018     BRL      69.52
Center-Invest Comm   11.50   3/23/2016     RUB      60.04
AK BARS Bank OJSC    16.00   8/18/2016     RUB      62.00
DeltaCredit Bank      8.40  10/21/2023     RUB      58.01
Lehman Brothers Tr    7.00  11/26/2013     EUR      19.13
City of Kiev Ukrai    8.00   11/6/2015     USD      51.00
Kommunalbanken AS     0.50    3/2/2018     BRL      74.10
Hellenic Republic     3.38   7/17/2017     EUR      62.16
Credit Europe Bank   15.75   4/19/2016     RUB      61.01
Rosneft OAO           7.95  12/11/2023     RUB      90.00
Espirito Santo Fin    5.05  11/15/2025     EUR       1.30
Czerwona Torebka S    6.66   4/15/2016     PLN      69.20
Solarwatt GmbH        7.00   11/1/2015     EUR      14.50
Ideal Standard Int   11.75    5/1/2018     EUR      38.50
Heta Asset Resolut    6.94   6/10/2017     EUR      59.63
Hellenic Bank PCL    11.00                 EUR      48.63
Financing of Infra    9.00   12/7/2017     USD      51.41
Rossetti JSC         11.90    6/9/2025     RUB      60.01
Lehman Brothers Tr    6.65   8/24/2011     AUD      19.13
Alpha Credit Group    2.00    2/1/2017     EUR      39.50
Allied Irish Banks    0.75  10/24/2035     EUR      23.13
Mriya Agro Holding    9.45   4/19/2018     USD      16.00
Lehman Brothers Tr   11.00  12/20/2017     AUD       4.83
UniCredit Bank AO     6.75    9/1/2015     RUB      95.06
Kalvebod PLC          2.00    5/1/2016     DKK      60.00
Lehman Brothers Tr    5.10    5/8/2017     HKD      19.13
Accentro Real Esta    7.75   6/25/2017     EUR       3.05
Santander Finance     2.00                 EUR      32.50
NOVIKOMBANK ZAO      15.75    4/8/2016     RUB      80.01
UniCredit Bank AO     8.60   2/11/2016     RUB      60.05
Banco Espirito San    1.54   5/27/2018     EUR       9.00
Lehman Brothers Tr    4.00  10/24/2012     EUR       4.83
Lehman Brothers Tr    3.03   1/31/2015     EUR       4.83
Lehman Brothers Tr    5.25   5/26/2026     EUR       4.83
Lehman Brothers Tr    4.50    5/2/2017     EUR       4.83
Rostelecom OJSC       8.55   11/2/2017     RUB      60.01
HSBC Bank PLC         0.50   2/24/2027     NZD      58.72
AK BARS Bank OJSC    15.00   3/16/2016     RUB     100.00
MT-Energie GmbH &     8.25    4/4/2017     EUR      10.56
Lehman Brothers Tr    8.25   12/3/2015     EUR       4.83
UniCredit Bank AO     8.10  11/20/2018     RUB      58.01
Glitnir HF            4.38    2/5/2010     EUR      14.00
UniCredit Bank Aus    0.49  10/31/2031     EUR      66.63
Lehman Brothers Tr    4.00   12/2/2012     EUR       4.83
Hellas Telecommuni    8.50  10/15/2013     EUR       0.00
Montepio Holding S    5.00                 EUR      50.00
Lehman Brothers Tr    6.00  10/30/2012     EUR       4.83
Lehman Brothers Tr    1.00    5/9/2012     EUR       4.83
Province of Bresci    0.35   6/30/2036     EUR      68.20
Santander Finance     2.00                 EUR      34.38
Bashneft AO          12.00   5/19/2025     RUB      60.01
Glitnir HF            4.75  10/15/2010     USD      14.00
Bank Nederlandse G    0.50    6/7/2022     ZAR      51.77
Absolut Bank OAO     12.00   5/28/2018     RUB      99.11
RESO-Garantia OCAO   14.00   9/13/2022     RUB      61.08
Heta Asset Resolut    0.05   1/24/2017     EUR      61.38
Bank Otkritie Fina   15.50   2/28/2017     RUB     101.59
DeltaCredit Bank     10.35    5/6/2024     RUB     100.00
DEIKON GmbH           1.00  11/16/2016     EUR      26.51
DekaBank Deutsche     0.12   6/23/2034     EUR      69.39
Atari SA              0.50   9/30/2015     EUR       1.29
Heta Asset Resolut    0.14   2/17/2017     EUR      61.25
Heta Asset Resolut    0.11   1/24/2017     EUR      62.50
Oesterreichische V    1.16  10/13/2020     EUR      44.25
Mechel                8.00    2/9/2021     RUB      51.51
WPE International    10.38   9/30/2020     USD       7.88
Sovcombank ICB JSC   17.50    2/7/2019     RUB      60.29
Rossiysky Capital    13.00  11/22/2019     RUB      60.01
Ingra DD              6.13   12/6/2016     HRK      12.99
Rena Lange Holding    8.00  12/12/2017     EUR       0.80
DeltaCredit Bank     11.10   10/1/2024     RUB      60.01
Eksportfinans ASA     0.50    5/9/2030     CAD      29.00
Alpha Credit Group    6.00   4/11/2018     EUR      39.50
Svensk Exportkredi    0.50   3/15/2022     ZAR      53.22
Heta Asset Resolut    0.25   3/29/2017     EUR      61.38
City of Baile Herc    2.50  12/16/2020     RON      75.00
SU-155 KAPITAL OOO   13.25   2/23/2016     RUB      30.30
Raiffeisenbank ZAO    7.65  10/29/2018     RUB      60.01
Heta Asset Resolut    0.25   3/29/2017     EUR      61.38
Caisse Centrale du    7.00   9/10/2015     EUR      15.39
UniCredit Bank AO    10.15  10/23/2015     RUB      60.01
Svensk Exportkredi    0.50   8/25/2021     ZAR      60.21
TransFin-M OJSC      13.50    6/4/2025     RUB      63.04
Bank Otkritie Fina   15.25  10/28/2018     RUB     101.00
Ecureuil Vie Devel    0.94                 EUR      19.75
Codere Finance Lux    8.25   6/15/2015     EUR      71.63
Russian Railways J    8.20   3/21/2028     RUB      88.30
Espirito Santo Fin    5.63   7/28/2017     EUR       2.10
Heta Asset Resolut    0.25   4/22/2018     EUR      61.38
SAir Group            6.25   4/12/2005     CHF      11.50
Lehman Brothers Tr    7.50    5/2/2017     EUR       4.83
A-TEC Industries A    2.75   5/10/2014     EUR       2.00
Municipality Finan    0.50  12/14/2018     TRY      70.67
KA Finanz AG          4.44  12/20/2030     EUR      57.63
Oesterreichische V    2.15   3/25/2019     EUR      61.00
SAir Group            0.13    7/7/2005     CHF      12.00
Province of Milan     0.30  12/22/2033     EUR      70.34
Bank Nederlandse G    0.50   5/12/2021     ZAR      60.96
DF Deutsche Forfai    7.88   5/27/2020     EUR       9.98
Sviaz Bank OAO       12.25   12/9/2021     RUB     100.00
MirLand Developmen    7.21   5/31/2020     ILS      40.21
Heta Asset Resolut    0.27    4/9/2018     EUR      61.38
Bank National Fact   12.30  10/17/2016     RUB      60.32
Mriya Agro Holding   10.95   3/30/2016     USD      13.38
Rostelecom OJSC      11.70   5/20/2025     RUB      60.01
ECM Real Estate In    5.00   10/9/2011     EUR      10.38
Heta Asset Resolut    4.70    4/2/2018     EUR      59.50
Magnit PJSC          12.10   5/11/2018     RUB      61.01
Oesterreichische V    3.50   3/20/2018     EUR      72.75
Schneekoppe GmbH &    6.45   9/20/2015     EUR       5.12
Oesterreichische V    5.05    8/5/2030     EUR      20.75
Transcapitalbank J   15.00   3/15/2016     RUB      60.65
ffk environment Gm    7.25    6/1/2016     EUR       3.12
HSBC Bank PLC         0.50   9/28/2018     IDR      73.62
Alpha Credit Group    2.00  11/28/2032     EUR      39.50
Lehman Brothers Tr    1.75    2/7/2010     EUR       4.83
Kaupthing Bank Hf     7.13   5/19/2016     USD       0.00
Heta Asset Resolut    5.03   1/26/2017     EUR       8.00
Lehman Brothers Tr    6.00   3/14/2011     EUR      19.13
Municipality Finan    0.50  11/25/2020     ZAR      62.63
SAir Group            2.13   11/4/2004     CHF      11.50
Raiffeisenlandesba    4.40   4/17/2024     EUR      73.00
RSL Communications   12.00   11/1/2008     USD       1.25
UniCredit Bank Aus    0.39   1/24/2031     EUR      63.75
B&N Bank JSC         14.50    6/2/2021     RUB     100.00
A-TEC Industries A    5.75   11/2/2010     EUR       2.00
Lehman Brothers Tr    1.46   2/19/2012     JPY      19.13
CaixaBank SA          1.80                 EUR      76.25
Alpha Credit Group    6.00   7/29/2020     EUR      39.50
Russlavbank AKB ZA   12.25   7/30/2018     RUB      70.21
DeltaCredit Bank      8.45   8/30/2018     RUB      58.01
Heta Asset Resolut    4.54   9/22/2017     EUR      61.38
Raiffeisenbank ZAO   11.35   6/11/2018     RUB      60.01
MirLand Developmen    6.50   7/31/2015     ILS      48.00
Russian Bank for S   14.00   3/17/2022     RUB      63.01
Comune di Verona      0.18   12/1/2026     EUR      63.39
Russian Railways J   16.80   5/29/2035     RUB      60.01
Salvator Grundbesi    9.50  12/31/2021     EUR      11.50
SG Option Europe S    7.00    5/5/2017     EUR      76.17
CARPEVIGO AG          8.25   6/30/2016     EUR      29.50
Oesterreichische V    3.88   3/15/2022     EUR      41.00
Municipality Finan    0.50   5/31/2022     ZAR      50.90
KPNQwest NV           7.13    6/1/2009     EUR       0.50
Lehman Brothers Tr    5.00    5/2/2022     EUR       4.83
Lehman Brothers Tr    8.00  10/17/2014     EUR       4.83
LBI HF                6.10   8/25/2011     USD      11.13
Oesterreichische V    4.81    5/9/2035     EUR      17.00
Strommen Sparebank    2.52                 NOK      46.47
DeltaCredit Bank     10.55    6/5/2024     RUB      60.01
Heta Asset Resolut    5.68    7/5/2017     EUR      61.38
B&N Bank JSC         14.50    6/2/2021     RUB     100.00
Novolipetsk Steel    10.00    9/5/2022     RUB      99.70
HSBC Bank PLC         0.50   5/31/2019     IDR      68.50
Federal Grid Co Un    8.00    1/7/2028     RUB      70.01
Credit Europe Bank   11.25    9/5/2016     RUB      99.50
Barclays Bank PLC     0.50   4/24/2023     MXN      60.69
Lehman Brothers Tr   11.75    3/1/2010     EUR       4.83
Lehman Brothers Tr    8.00   2/16/2016     EUR       4.83
Lehman Brothers Tr    4.87   10/8/2013     USD       4.83
Russian Railways J   11.65    5/3/2030     RUB      60.01
Barclays Bank PLC     0.50   3/13/2023     RUB      41.41
Rosselkhozbank OJS   10.90  10/11/2022     RUB      60.21
Svensk Exportkredi    0.50   6/26/2019     TRY      65.83
Heta Asset Resolut    0.29   3/10/2018     EUR      61.38
Marine Subsea AS      9.00  12/16/2019     USD       0.50
Kristensen Germany    7.00  12/31/2015     DKK       2.00
wige MEDIA AG         6.00   3/17/2019     EUR       1.90
Bashneft AO          12.10    6/3/2025     RUB      60.01
Oesterreichische V    5.10   5/23/2022     EUR      44.00
Kommunekredit         0.50   7/30/2027     TRY      26.54
WGF Westfaelische     6.35    8/1/2017     EUR       2.06
Heta Asset Resolut    5.80   6/17/2017     EUR      61.38
Lehman Brothers Tr    8.50    7/5/2016     EUR       4.83
Glitnir HF            6.38   9/25/2012     USD      14.00
Oesterreichische V    4.00  12/14/2023     EUR      32.13
Bank J Safra Saras   11.02  12/30/2015     EUR      75.38
Heta Asset Resolut    0.05   5/31/2016     EUR      61.38
Municipality Finan    0.50    8/8/2029     NZD      56.37
Rosneft OAO           8.90    2/6/2024     RUB      94.00
Enemona AD-Kozlodu   10.00   4/28/2017     BGN       0.22
Bashneft AO          12.00    5/9/2025     RUB      60.01
Credit Suisse AG/L    1.64    6/1/2042     USD      50.57
Raiffeisen-Holding    5.10                 EUR      64.88
Deutsche Bank AG/L    0.50    3/9/2018     BRL       N/A
SAG Solarstrom AG     7.50   7/10/2017     EUR      45.00
Raiffeisen Centrob    7.25   9/26/2016     EUR      73.95
Heta Asset Resolut    0.09   3/15/2017     EUR      61.38
Heta Asset Resolut    0.30   2/10/2018     EUR      61.38
BRFkredit A/S         0.90   10/1/2044     DKK      53.97
Lehman Brothers Tr    7.60   1/31/2013     AUD       4.83
Raiffeisen Centrob    5.00   4/18/2016     EUR      74.32
Lehman Brothers Tr    6.00   3/18/2015     USD       4.83
Russian Railways J   12.40   2/28/2040     RUB      60.01
MORTGAGE AGENT AHM    8.50    9/9/2045     RUB      56.10
Bank UralSib OJSC    14.00   3/10/2017     RUB     103.30
hkw personalkonzep    8.25  11/15/2016     EUR       2.31
Heta Asset Resolut    3.90   1/24/2017     EUR      60.50
Gazprom OAO          16.30  10/21/2043     RUB      60.01
Kaupthing Bank Hf     1.80  10/20/2009     JPY      14.25
RSL Communications   10.13    3/1/2008     USD       1.25
Hypo Tirol Bank AG    0.14   3/28/2043     EUR      48.00
MirLand Developmen    8.50   8/31/2016     ILS      43.54
Svensk Exportkredi    0.50   6/20/2029     AUD      61.99
Konservenfabrik Za    8.00    4/1/2016     EUR       0.00
COFIDUR SA            0.10  12/31/2024     EUR      15.05
Gazprom Neft OAO      8.50   1/26/2021     RUB      60.39
Santander Finance     2.00                 USD      18.50
HSBC Bank PLC         0.50  10/30/2026     NZD      59.91
Transcapitalbank J   13.00   5/30/2023     RUB      60.31
Landesbank Hessen-    3.50   7/10/2015     EUR      43.80
Heta Asset Resolut    0.14   8/11/2017     EUR      61.38
Russian Railways J   17.90   9/20/2039     RUB       7.93
UTair-Finans OOO     13.00  11/13/2015     RUB      40.00
KPNQwest NV           8.88    2/1/2008     EUR       0.50
Raiffeisen Versich    5.08                 EUR      50.50
Oesterreichische V    3.09  10/15/2020     EUR      48.75
Glitnir HF            5.44  12/22/2015     USD      14.00
Oesterreichische V    4.25    9/7/2020     EUR      70.35
Pongs & Zahn AG       8.50                 EUR       0.32
Anglian Water Serv    1.02   1/26/2057     GBP      74.37
Rosselkhozbank OJS   12.50  11/27/2018     RUB     100.00
Bank Otkritie Fina   16.25    4/7/2020     RUB     101.35
Lehman Brothers Tr    7.00    6/6/2017     EUR       4.83
Glitnir HF            5.31  12/24/2012     USD      14.00
Vontobel Financial    5.40    3/3/2017     EUR      71.91
Heta Asset Resolut    0.23   5/10/2017     EUR      61.38
URALSIB Leasing Co   11.50  12/21/2017     RUB      85.00
Bank Otkritie Fina   16.00    4/7/2020     RUB     101.00
Heta Asset Resolut    0.83   5/28/2017     EUR      59.50
Investkredit Bank     0.52   3/14/2020     EUR      70.41
Province of Rovigo    0.30  12/28/2035     EUR      68.33
Municipality Finan    0.50   4/26/2022     ZAR      51.47
Municipality Finan    0.50    2/7/2018     BRL      74.24
Oesterreichische V    4.00    2/1/2021     EUR      49.25
Oesterreichische V    3.78   8/25/2033     EUR      14.13
Deutsche Bank AG/L    0.50   10/5/2021     IDR      68.97
Orient Express Ban   13.60    8/9/2018     RUB      47.00
Heta Asset Resolut    0.06   5/31/2016     EUR      61.38
Heta Asset Resolut    5.04   2/15/2023     EUR      61.38
Bank St Petersburg   15.00    9/8/2016     RUB      70.01
Oesterreichische V    4.21   1/25/2033     EUR      15.88
Societe Generale S    1.50   2/28/2033     USD      71.65
Lehman Brothers Tr    4.00   2/16/2017     EUR      16.25
Atari SA              0.10    4/1/2020     EUR       2.20
Sviaz Bank OAO       15.00    4/7/2022     RUB     100.10
RusHydro JSC         11.85    7/4/2018     RUB      60.01
Oesterreichische V    4.80    5/9/2025     EUR      30.00
Oesterreichische V    4.26   3/22/2024     EUR      32.00
Oesterreichische V    5.26    2/5/2025     EUR      32.13
HSBC Bank PLC         0.50   1/29/2027     NZD      58.92
DeltaCredit Bank      8.65    7/4/2018     RUB      59.01
Russian Post FGUP     8.70  10/18/2019     RUB      60.00
Heta Asset Resolut    0.14    2/9/2017     EUR      61.38
Heta Asset Resolut    4.40   6/20/2017     EUR      61.38
Heta Asset Resolut    0.20    7/1/2017     EUR      61.38
Oesterreichische V    1.80   5/24/2018     EUR      69.63
UBS AG/London         7.50  11/19/2015     CHF      75.36
Glitnir HF           10.00   6/28/2017     USD      14.00
Heta Asset Resolut    0.75   9/20/2017     EUR       8.88
Dolomite Capital L   12.03  12/20/2019     ZAR      54.42
Phones4u Finance P    9.50    4/1/2018     GBP      35.88
KFW                   0.25   10/6/2036     CAD      37.40
MirLand Developmen    6.00  11/30/2017     ILS      42.10
Rosselkhozbank OJS   10.90  10/13/2022     RUB     100.00
SAir Group            4.25    2/2/2007     CHF      11.75
Svensk Exportkredi    0.50   4/25/2019     BRL      63.77
SU-155 KAPITAL OOO   13.25   2/23/2016     RUB      29.00
Glitnir HF            3.00  10/31/2015     EUR      14.00
PCZ SA                9.40  11/30/2017     PLN       1.20
Emova Group           4.30    5/2/2022     EUR       5.35
HSBC Bank PLC         0.50   4/27/2027     NZD      58.07
HSBC Bank PLC         0.50   12/2/2022     AUD      72.69
Svensk Exportkredi    0.50   6/28/2022     ZAR      50.46
Glitnir HF            5.00   3/14/2012     EUR      14.00
URALSIB Leasing Co   10.25   3/21/2019     RUB      60.01
BNP Paribas SA        0.50    5/6/2021     MXN      69.75
PCZ SA                9.50   1/31/2017     PLN       2.10
Driver & Bengsch A    8.50  12/31/2027     EUR       0.01
Glitnir HF            5.25    5/2/2017     ISK      14.00
RSL Communications   10.50  11/15/2008     USD       1.25
Bulgaria Steel Fin   12.00    5/4/2013     EUR       1.00
Bank Julius Baer &    3.90  11/30/2015     CHF      60.35
JP Morgan Structur   12.00  11/24/2021     ZMW      67.55
UniCredit Bank Aus    0.53   1/22/2031     EUR      64.25
Cerruti Finance SA    6.50   7/26/2004     EUR       0.90
Rusfinans Bank OOO   11.60  11/10/2015     RUB      99.71
Societe Generale S    0.50   6/12/2023     RUB      40.09
Rusfinans Bank OOO   10.75   6/10/2019     RUB      96.48
UBS AG               14.75  12/29/2015     EUR      68.26
Republika Srpska      1.50  12/24/2025     BAM      71.02
Bosnia & Herzegovi    2.50   6/30/2023     BAM      72.10
DEIKON GmbH           1.00    7/1/2016     EUR      31.10
Lehman Brothers Tr    7.00   2/15/2012     EUR       4.83
Lehman Brothers Tr   15.00   3/30/2011     EUR       4.83
Otkritie Holding     12.50   7/26/2017     RUB      99.60
Heta Asset Resolut    0.12   7/18/2017     EUR      61.38
Heta Asset Resolut    0.30   8/21/2017     EUR      61.38
City of Predeal Ro    2.50   5/15/2026     RON      60.00
WGF Westfaelische     6.35   12/1/2016     EUR      10.50
Lehman Brothers Tr    5.00   12/6/2011     EUR       4.83
Lehman Brothers Tr    6.00    3/4/2015     USD       4.83
Lehman Brothers Tr    5.00   8/16/2017     EUR      19.13
Heta Asset Resolut    0.26    4/2/2018     EUR      52.00
DZ Bank AG Deutsch   16.00   3/29/2016     EUR      74.19
Russian Railways J   12.40   2/28/2040     RUB      60.01
Oesterreichische V    4.78    6/7/2030     EUR      20.00
Bank Nederlandse G    0.50   6/22/2021     ZAR      60.57
Landes-Hypothekenb    0.37   3/20/2043     EUR      55.82
Oesterreichische V    0.89   2/11/2019     EUR      56.88
Bank Nederlandse G    0.50   8/15/2022     ZAR      52.57
GlobexBank CJSC      12.25  12/25/2016     RUB      80.02
HSBC Bank PLC         0.50    2/5/2018     RUB      73.97
Lehman Brothers Tr    2.00   6/21/2011     EUR       4.83
Lehman Brothers Tr    8.25    2/3/2016     EUR       4.83
Lehman Brothers Tr    5.00   5/12/2011     CHF       4.83
RSL Communications    9.88  11/15/2009     USD       1.25
Lloyds Bank PLC       0.50   7/26/2028     MXN      43.95
Notenstein Privatb    8.80   7/24/2015     EUR      66.87
Vontobel Financial    5.84    9/9/2016     EUR      42.16
Windreich GmbH        6.25    3/1/2015     EUR      10.88
Pervyi Obiedineonn   17.00   9/22/2015     RUB      61.01
Oesterreichische V    2.00   4/24/2020     EUR      49.63
Sidetur Finance BV   10.00   4/20/2016     USD      11.63
Lehman Brothers Tr    4.35    8/8/2016     SGD      19.13
Lehman Brothers Tr    4.00   4/13/2011     CHF       4.83
UWC Finance          16.00   9/10/2019     RUB     100.00
Union Technologies    0.10    1/1/2020     EUR       3.30
Hellenic Republic     0.76   8/10/2019     EUR      47.60
Lehman Brothers Tr   10.00   5/22/2009     USD       4.83
Lehman Brothers Tr    5.55   3/12/2015     EUR       4.83
HSBC Bank PLC         0.50  12/29/2022     AUD      72.93
Takko Luxembourg 2    7.01   4/15/2019     EUR      43.00
Oesterreichische V    3.78   7/21/2033     EUR      14.25
UTair-Finans OOO      9.50   7/21/2016     RUB      30.12
Exane Finance         1.75   4/28/2016     EUR      47.59
Heta Asset Resolut    0.05   5/31/2016     EUR      61.38
Heta Asset Resolut    0.29   7/28/2017     EUR      61.38
Municipality Finan    0.50    5/8/2029     AUD      52.36
Kommunekredit         0.50   2/20/2020     BRL      59.94
Tatfondbank OAO      14.50   5/28/2025     RUB      60.04
Kaupthing Bank Hf     5.00    1/4/2027     SKK      14.25
World of Building     7.70   6/25/2019     RUB       5.00
Leonteq Securities    6.11    1/7/2016     EUR      50.37
Lehman Brothers Tr    5.00  11/22/2012     EUR       4.83
Kaupthing Bank Hf     3.75   2/15/2024     ISK      14.25
Raiffeisen Centrob    2.80  11/14/2016     EUR      62.87
Province of Trevis    0.28  12/31/2034     EUR      69.23
Province of Trevis    0.05  12/31/2034     EUR      66.18
Barclays Bank PLC     0.50   3/26/2021     MXN      71.77
Synergy Classic Vi    2.00    8/2/2015     USD      52.64
Severo-Zapadnaya K   11.50   9/26/2031     RUB      58.00
Republic of Srpska    1.50    6/9/2025     BAM      73.01
Northland Resource   15.00   7/15/2019     USD       1.05
Northland Resource   12.25   3/26/2016     USD       1.05
Pharmacy Chain 36.   16.00   5/23/2018     RUB     100.00
SAir Group            5.50   7/23/2003     CHF      12.00
Heta Asset Resolut    0.28   8/28/2017     EUR      61.38
Heta Asset Resolut    0.18   5/17/2017     EUR      61.38
Glitnir HF            4.75  10/15/2010     USD      14.00
Lehman Brothers Tr    3.50  10/24/2011     USD       4.83
Municipiul Timisoa    1.29   5/12/2026     RON      73.00
UBS AG               14.75  12/29/2015     EUR      74.78
Oesterreichische V    1.24    3/1/2022     EUR      34.13
Russian Bank for S    9.20   8/11/2022     RUB      60.01
HSBC Bank PLC         0.50    4/3/2023     AUD      71.84
Santander Finance     2.00                 USD      18.50
Oesterreichische V    3.50   5/23/2022     EUR      37.38
Oesterreichische V    0.99    7/3/2019     EUR      55.88
HSBC Bank PLC         0.50   7/30/2027     NZD      57.11
Cooperatieve Centr    0.50  12/29/2027     MXN      47.72
Oesterreichische V    4.20   2/22/2033     EUR      15.88
Credit Agricole Co    0.50    3/6/2023     RUB      41.81
Svensk Exportkredi    0.50   8/28/2020     TRY      58.60
Bank Julius Baer &    6.65   7/28/2015     USD      69.55
Credit Suisse AG/L   15.00   9/18/2015     USD      47.32
Lehman Brothers Tr    6.00   2/14/2012     EUR       4.83
Lehman Brothers Tr   16.80   8/21/2009     USD       4.83
Baltic Financial A   12.75   9/27/2016     RUB      99.01
HYPO NOE Gruppe Ba    2.50   3/10/2045     EUR      76.77
Southern Urals Co    10.00   2/23/2016     RUB      98.00
Glitnir HF            6.69   6/15/2016     USD       0.02
RSL Communications    9.13    3/1/2008     USD       1.25
LBI HF                3.45  12/18/2033     JPY       0.01
UTair-Finans OOO     13.00  11/13/2015     RUB      38.00
Lehman Brothers Tr   23.30   9/16/2008     USD       4.83
Lehman Brothers Tr    9.00    5/6/2011     CHF       4.83
Province of Milan     0.05  12/20/2042     EUR      53.62
SU-155 KAPITAL OOO   13.25   2/23/2016     RUB      29.90
Leonteq Securities    8.64   8/25/2015     CHF      11.97
DeltaCredit Bank     11.75   11/2/2016     RUB      99.09
Lehman Brothers Tr    4.00   2/28/2010     EUR       4.83
Russian Highways      9.75  11/29/2016     RUB      60.10
Delta-Finance OOO    10.00   1/19/2021     RUB     100.00
Credit Europe Bank   15.00   3/22/2018     RUB      70.01
Hellenic Republic     4.75   4/17/2019     EUR      58.09
Barclays Bank PLC     0.50   1/28/2033     MXN      30.39
Lehman Brothers Tr    8.28   3/26/2009     USD       4.83
Oesterreichische V    4.90   8/18/2025     EUR      61.30
Glitnir HF            3.00  11/30/2009     EUR      14.00
Lehman Brothers Tr    3.00    8/8/2017     EUR       4.83
PCZ SA                9.50   9/30/2016     PLN       2.10
Lehman Brothers Tr    5.10   6/22/2046     EUR       4.83
EFG International     6.00  11/30/2017     EUR      45.04
Zaklady Miesne Mys   11.00   7/25/2015     PLN      10.00
Lehman Brothers Tr    4.00   7/20/2012     EUR       4.83
Vneshprombank Ltd    13.00  12/13/2017     RUB     103.00
KPNQwest NV           8.88    2/1/2008     EUR       0.50
JP Morgan Structur   13.00  11/25/2024     ZMW      65.36
Oravita City Counc    2.63   6/15/2027     RON      66.00
Leonteq Securities    9.68   7/29/2015     USD      68.87
Leonteq Securities   20.00   1/26/2016     CHF      37.62
VEB-Leasing OAO       8.60    4/2/2021     RUB      96.50
LBI HF                4.40   11/3/2009     CZK       2.77
Kommunekredit         0.50   9/19/2019     BRL      63.56
HSBC Bank PLC         0.50   12/8/2026     AUD      55.77
Province of Trevis    0.18  12/31/2034     EUR      67.61
HSBC Bank PLC         0.50  12/29/2026     AUD      61.20
Bank Nederlandse G    0.50   9/20/2022     MXN      66.16
Vontobel Financial    5.60  12/29/2015     EUR      70.87
EFG International     7.20   2/25/2019     EUR      74.29
Windreich GmbH        6.75    3/1/2015     EUR      10.88
Glitnir HF            6.00    8/1/2015     ISK      14.00
Lehman Brothers Tr    7.50    8/1/2035     EUR       4.83
Kaupthing Bank Hf     7.63   2/28/2015     USD      14.25
Delta-Finance OOO    10.00  12/17/2020     RUB      60.00
Heta Asset Resolut    3.72   3/15/2017     EUR      61.38
Heta Asset Resolut    0.23   5/17/2017     EUR      61.38
SAir Group            2.75   7/30/2004     CHF      11.50
Muehl Product & Se    6.75   3/10/2005     DEM       1.73
Lehman Brothers Tr    3.86   9/21/2011     SGD      16.25
SAir Group            5.13    3/1/2003     CHF      11.00
Salvator Grundbesi    9.50                 EUR      40.00
City of Hunedoara     2.43   8/15/2026     RON      70.00
Glitnir HF            2.25   2/15/2011     EUR      14.00
Barclays Bank PLC     3.50    2/5/2016     EUR      65.54
Central European E    7.80   7/14/2015     ILS      12.80
Kaupthing Bank Hf     7.70   10/2/2011     EUR      14.25
Federal Grid Co Un   16.30   6/30/2048     RUB      60.01
SpareBank 1 Sore S    2.64                 NOK      74.35
Freshwater Finance    6.18   4/20/2035     GBP      73.38
Kommunekredit         0.50   5/11/2029     CAD      71.13
IT Holding Finance    9.88  11/15/2012     EUR       0.22
Municipality Finan    0.50   6/19/2024     ZAR      44.60
Svensk Exportkredi    0.50  12/17/2027     USD      72.07
UBS AG/London         5.00    8/6/2015     USD      52.19
UniCredit Bank AG     6.00    7/4/2016     EUR      68.13
Leonteq Securities   29.61  10/26/2017     EUR      52.20
RESO-Garantia OCAO    9.20   3/24/2023     RUB      96.91
Soyuz AKB OAO        14.50   6/11/2020     RUB      60.01
HSBC Bank PLC         0.50  10/30/2018     IDR      72.72
Svensk Exportkredi    0.50   3/28/2029     AUD      63.44
Glitnir HF            3.00    4/1/2010     CZK      14.00
Glitnir HF            3.00   10/4/2011     EUR      14.00
Kaupthing Bank Hf     7.90    2/1/2016     EUR      14.25
Kaupthing Bank Hf     0.80   2/15/2011     EUR      14.25
Lehman Brothers Tr    8.00   4/20/2009     EUR       4.83
PCZ SA               11.00  10/31/2015     PLN       1.11
JP Morgan Structur    1.55   11/6/2015     USD      67.86
Republika Srpska      1.50   5/31/2025     BAM      74.01
Lehman Brothers Tr    8.88   1/28/2011     HKD      19.13
Lehman Brothers Tr    4.10   6/10/2014     SGD      16.25
Lehman Brothers Tr    4.00    1/4/2011     USD       4.83
Zurcher Kantonalba   12.00   7/23/2015     CHF      40.98
Municipality Finan    0.50  11/21/2018     TRY      71.12
Province of Bresci    0.52  12/22/2036     EUR      67.89
Province of Teramo    0.15  12/30/2030     EUR      70.99
Dresdner Bank AG      0.65  11/19/2029     EUR      59.75
UniCredit Bank AO    10.15  10/27/2015     RUB     100.05
HSBC Bank PLC         0.50   6/28/2019     IDR      68.39
Credit Suisse AG/L    7.00  10/22/2015     CHF      68.96
EFG International     6.48   5/29/2018     EUR      59.83
Lehman Brothers Tr    0.50  12/20/2017     AUD       4.83
Barclays Bank PLC     3.50   12/7/2015     EUR      62.06
EFG International     9.10   3/23/2016     USD      69.94
Torgovyi Dom Spart   14.00    5/2/2017     RUB     100.00
Heta Asset Resolut    0.10    8/1/2017     EUR      61.38
Credit Europe Bank   11.36    6/5/2018     RUB      60.01
Interregional Dist   12.42   5/23/2025     RUB      60.01
ENEL RUSSIA PJSC     12.10   5/22/2025     RUB      60.01
Societe Generale S    0.50  12/21/2022     AUD      73.80
Barclays Bank PLC     0.50   3/19/2021     MXN      71.87
Municipality Finan    0.50   2/22/2019     IDR      70.76
Oesterreichische V    4.81   7/29/2025     EUR      61.00
Glitnir HF            6.31   7/28/2011     USD      14.00
Rinol AG              5.50  10/15/2006     DEM       0.00
Lehman Brothers Tr    3.00   9/12/2036     JPY      19.13
Kaupthing Bank Hf     4.53   4/24/2012     EUR      14.25
Lehman Brothers Tr    4.05   9/16/2008     EUR       4.83
Nutritek Internati    8.75  12/11/2008     USD       2.00
LBI HF                3.00  10/22/2015     EUR       2.77
RusHydro JSC         11.85    7/4/2018     RUB      60.01
Oesterreichische V    0.99    3/1/2021     EUR      40.13
Hypo Tirol Bank AG    0.12    6/1/2033     EUR      58.50
Oesterreichische V    0.83  10/15/2019     EUR      52.00
Phosphorus Holdco    10.00    4/1/2019     GBP       2.00
Vontobel Financial    4.95   9/11/2015     EUR      64.13
Federal Grid Co Un   16.30   4/27/2048     RUB      60.01
Leonteq Securities   21.00    3/9/2016     USD      49.61
Kaupthing Bank Hf     8.00   6/22/2011     ISK       0.00
Glitnir HF            3.75   1/15/2010     EUR      14.00
Lehman Brothers Tr    0.50  12/20/2017     AUD       4.83
Lehman Brothers Tr    5.00   4/24/2017     EUR       4.83
Lehman Brothers Tr    4.69   2/19/2017     EUR       4.83
Lehman Brothers Tr    2.00   6/28/2011     EUR       4.83
DOMO OJSC            15.00   5/11/2016     RUB      60.00
Lehman Brothers Tr    4.60    7/6/2016     EUR       4.85
UNGP-Finance OOO     10.00   4/20/2021     RUB      60.00
Metallurgical Comm   15.00    9/8/2016     RUB      99.50
Absolut Bank OAO     11.50   4/29/2020     RUB     100.00
Interregional Dist   12.42   5/23/2025     RUB      60.01
Lehman Brothers Tr    3.50   9/29/2017     EUR       4.83
Lehman Brothers Tr    3.50   9/19/2017     EUR       4.83
Lehman Brothers Tr    4.70   3/23/2016     EUR       4.83
Lehman Brothers Tr    7.59  11/22/2009     MXN      19.13
Zurcher Kantonalba    5.00   9/17/2015     CHF      49.35
Republika Srpska      9.00   9/26/2027     BAM      65.30
Lehman Brothers Tr   13.15  10/30/2008     USD       4.83
Kaupthing Bank Hf     4.95    5/6/2009     EUR      14.25
Lehman Brothers Tr    7.80   3/31/2018     USD       4.83
Lehman Brothers Tr    5.22    3/1/2024     EUR       4.83
Lehman Brothers Tr   16.00   10/8/2008     CHF       4.83
Lehman Brothers Tr    4.60   11/9/2011     EUR       4.83
City of Siret Roma    2.75    3/1/2028     RON      45.20
Lehman Brothers Tr    4.05   9/16/2008     EUR       4.83
Housing Financing     2.70    1/1/2020     ISK      69.37
Kvinesdal Spareban    2.79                 NOK      75.17
EDOB Abwicklungs A    7.50    4/1/2012     EUR       0.00
Oesterreichische V    1.52   2/19/2018     EUR      72.25
Bank Nederlandse G    0.50   9/20/2022     ZAR      52.04
Societe Generale S    0.50   5/30/2023     MXN      63.16
Oesterreichische V    3.50   1/14/2019     EUR      67.38
Svensk Exportkredi    0.50   6/29/2029     AUD      63.75
BNP Paribas SA        0.50  11/16/2032     MXN      33.09
HSBC Bank PLC         0.50   4/11/2023     MXN      65.46
Atomenergoprom JSC   11.90   6/25/2025     RUB      60.01
Leonteq Securities    8.00   12/8/2015     CHF      55.41
Leonteq Securities    8.25   11/6/2015     EUR      73.53
Lehman Brothers Tr   10.44  11/22/2008     CHF       4.83
Lehman Brothers Tr    0.50  12/20/2017     AUD       4.83
Glitnir HF            6.33   7/28/2011     USD      14.00
Lehman Brothers Tr    0.50    6/2/2020     EUR       4.83
Avangard-Agro OOO    12.00  10/10/2017     RUB      60.00
Razgulyai-Finans O   11.30   10/3/2018     RUB      98.30
Svensk Exportkredi    0.50   8/29/2029     AUD      64.19
Mobile TeleSystems    5.00   6/29/2021     RUB      64.38
HSBC Bank PLC         0.50   5/29/2020     IDR      62.65
Societe Generale S    0.50    4/3/2023     RUB      41.25
Glitnir HF            3.30   8/22/2012     EUR      14.00
Kaupthing Bank Hf     4.50   1/17/2011     EUR      14.25
Barclays Bank PLC     2.50    3/7/2017     EUR      51.75
Bank Julius Baer &    9.75  11/13/2015     USD      60.65
Banque Cantonale V   17.75  11/17/2015     CHF      45.66
Republika Srpska      1.50   9/25/2026     BAM      68.51
Oesterreichische V    5.45    8/2/2019     EUR      72.70
Republika Srpska      1.50  12/15/2023     BAM      71.80
Republika Srpska      1.50  12/22/2023     BAM      72.54
Lehman Brothers Tr   10.00    1/3/2012     BRL       4.83
Lehman Brothers Tr    4.00   7/27/2011     EUR       4.83
Lehman Brothers Tr    2.75  10/28/2009     EUR       4.83
Western High-Speed    9.15    2/6/2032     RUB      58.01
Sviaz Bank OAO       11.40   4/13/2022     RUB      99.30
Societe Generale E    2.50   10/7/2016     EUR      59.27
LBI HF                6.00    6/6/2017     EUR       2.77
RusHydro JSC         11.85    7/4/2018     RUB      60.01
Drangedal Spareban    2.61                 NOK      72.20
Gjerstad Sparebank    2.72                 NOK      76.07
LBI HF                4.34  12/22/2025     EUR       2.77
LBI HF                2.75   3/16/2011     EUR       2.77
BNP Paribas SA        6.30   5/28/2021     RUB      74.44
Oesterreichische V    1.75    9/9/2020     EUR      45.50
Leasing-Experts SA    9.00   9/17/2016     PLN      70.00
Notenstein Finance   15.00  10/20/2015     USD      70.49
Credit Suisse AG/N    8.00  10/29/2015     CHF      70.10
Bank Julius Baer &    6.50   7/16/2015     CHF      71.25
PCZ SA               10.00   4/15/2016     PLN       2.10
Leonteq Securities    7.55    3/9/2016     USD      64.74
Ashinskiy metallur   16.80   6/17/2024     RUB      65.11
Powszechne Towarzy    6.66   11/8/2015     PLN       6.00
Leonteq Securities   11.80   2/17/2016     USD      66.68
DOMO OJSC            15.00   5/11/2016     RUB      60.15
Heta Asset Resolut    0.28    3/4/2018     EUR      61.38
Societe Generale S    0.50   4/30/2023     RUB      40.71
Lehman Brothers Tr    7.55  12/29/2008     USD       4.83
Glitnir HF            3.45   8/22/2010     CZK      14.00
Lehman Brothers Tr    4.50  12/30/2010     USD       4.83
Glitnir HF            4.01    7/6/2009     HKD      14.00
Kaupthing Bank Hf     6.40  12/15/2015     EUR      14.25
Glitnir HF            4.85   4/26/2012     EUR      14.00
Lehman Brothers Tr    3.00   8/15/2017     EUR       4.83
Lehman Brothers Tr    4.50   7/24/2014     EUR       4.83
Lehman Brothers Tr    5.00  10/24/2008     CHF       4.83
LBI HF                7.20   4/27/2026     EUR       0.01
Glitnir HF            5.86   7/28/2016     GBP      14.00
Lehman Brothers Tr    7.00   9/20/2011     USD       4.83
UBS AG/London         6.50   11/5/2015     USD      66.91
UBS AG                8.91   9/28/2015     USD      39.61
Lehman Brothers Tr    7.39    5/4/2017     USD       4.83
SV Patrimonia         4.00   4/19/2016     EUR      50.01
Kaupthing Bank Hf     4.90   5/29/2017     EUR      14.25
Lehman Brothers Tr    9.50    4/1/2018     USD       4.83
Lehman Brothers Tr    6.00   2/19/2023     USD       4.83
Lehman Brothers Tr    3.00   6/23/2009     EUR      19.13
Lehman Brothers Tr    2.50   11/9/2011     CHF       4.83
Glitnir HF            6.00  12/15/2012     GBP      14.00
ECM Real Estate In    5.00   10/9/2011     EUR      10.38
Lehman Brothers Tr    7.60   5/21/2013     USD       4.83
JP Morgan Structur   14.00  11/23/2029     ZMW      64.99
Credit Suisse AG/L    8.00   6/11/2020     USD       9.75
Oberoesterreichisc    0.30   4/25/2042     EUR      52.75
LBI HF                8.65    5/1/2011     ISK       2.77
LBI HF                5.08    3/1/2013     ISK       2.77
Oesterreichische V    5.25  12/20/2022     EUR      41.38
LBI HF                4.38  10/20/2008     EUR       2.77
LBI HF                3.11  11/10/2008     EUR       2.77
LBI HF                2.22  10/15/2019     JPY       2.77
Nesset Sparebank      2.80                 NOK      59.46
LBI HF                7.75   2/22/2016     USD       2.77
Oesterreichische V    1.55   5/18/2020     EUR      49.13
BNP Paribas SA        0.50   2/13/2024     NZD      67.99
Municipality Finan    0.50   7/30/2029     AUD      63.92
Bamble Sparebank      2.68                 NOK      57.79
Oesterreichische V    5.50   8/26/2025     EUR      31.50
LBI HF                6.75   8/18/2015     EUR       2.77
Oesterreichische V    1.32    2/8/2019     EUR      60.75
BNP Paribas SA        6.64   4/26/2021     RUB      76.08
Waste Management N   18.30   6/15/2022     RUB     100.00
Landesbank Hessen-    4.80   8/21/2015     EUR      62.10
Lehman Brothers Tr    4.20   12/3/2008     HKD       4.83
Credit Suisse AG/N    7.00  10/29/2015     CHF      67.34
UBS AG               24.75   9/25/2015     EUR      54.66
Leonteq Securities   12.20   7/22/2015     EUR      72.05
Credit Suisse AG/N    8.13   7/15/2015     CHF      62.87
UBS AG/London         5.50  10/29/2015     USD      67.88
Bank Julius Baer &   10.50   10/9/2015     USD      68.85
Leonteq Securities   12.10  10/22/2015     USD      35.95
Credit Suisse AG/N    8.25   9/14/2015     CHF      65.83
Glitnir HF            6.00  12/10/2009     ISK       0.02
Lehman Brothers Tr    7.00   2/15/2010     CHF       4.83
Lehman Brothers Tr    0.50  12/20/2017     AUD       4.83
Lehman Brothers Tr    4.90   7/28/2020     EUR       4.83
Lehman Brothers Tr   13.50  11/28/2008     USD       4.83
National Capital J   11.50   3/18/2016     RUB     100.02
SAir Group            6.25  10/27/2002     CHF      12.25
TransFin-M OJSC      14.00   2/21/2017     RUB     100.00
Kommunalbanken AS     0.50   11/8/2018     BRL      69.34
Kommunalbanken AS     0.50   2/23/2018     BRL      73.78
Lehman Brothers Tr    4.50    3/7/2015     EUR       4.83
PCZ SA                9.40   6/30/2017     PLN       1.20
Lehman Brothers Tr    9.75   6/22/2018     USD       4.83
Deutsche Bank AG      5.20   6/21/2016     EUR      68.90
LBI HF                5.25    6/5/2023     EUR       2.77
Sparebanken Din       2.52                 NOK      74.63
Ofoten Sparebank      2.50                 NOK      72.02
Municipality Finan    0.25   6/28/2040     CAD      28.99
Barclays Bank PLC     2.33    1/2/2041     USD      73.58
Oesterreichische V    6.60    5/6/2023     EUR      44.13
e-Kancelaria Grupa    8.07   9/15/2016     PLN       1.00
UniCredit Bank AG     4.10   6/24/2016     EUR      77.57
Mortgage Agent AHM    9.00  11/20/2042     RUB      51.10
LBBW                  3.60   6/23/2017     EUR      76.64
DZ Bank AG Deutsch    5.00   7/24/2015     EUR      43.40
Deutsche Bank AG      6.20  12/22/2015     EUR      55.50
Banque Cantonale V    9.03   7/23/2015     CAD      50.93
DZ Bank AG Deutsch    4.80  12/23/2015     EUR      63.42
UBS AG               12.25  12/29/2015     EUR      73.53
UBS AG               24.75   9/25/2015     EUR      71.80
UBS AG               23.25   9/25/2015     EUR      72.53
Glitnir HF            5.25  10/23/2011     ISK      14.00
Lehman Brothers Tr    0.50  12/20/2017     AUD      16.25
Lehman Brothers Tr    4.10   5/20/2009     USD       4.83
Vnesheconombank       2.00   6/18/2021     RUB      57.25
BNP Paribas SA        0.50   9/29/2029     AUD      50.55
e-Kancelaria Grupa    8.00  10/17/2016     PLN       3.00
Lehman Brothers Tr    6.85  12/22/2008     EUR       4.83
Lehman Brothers Tr    7.60   3/26/2009     EUR       4.83
Lehman Brothers Tr   12.00   7/13/2037     JPY       4.83
Lehman Brothers Tr   10.00   6/11/2038     JPY       4.83
Glitnir HF            0.01    8/3/2009     JPY      14.00
Kaupthing Bank Hf     5.80    9/7/2012     EUR      14.25
Lehman Brothers Tr    6.00   12/6/2016     USD       4.83
Lehman Brothers Tr    7.00   7/11/2010     EUR       4.83
Lehman Brothers Tr    6.00   7/28/2010     EUR       4.83
Lehman Brothers Tr    6.00   7/28/2010     EUR       4.83
Lehman Brothers Tr    6.00   6/21/2011     EUR       4.83
Fonciere Volta SA     4.50   7/30/2020     EUR       2.45
Lehman Brothers Tr    4.15   8/25/2020     EUR       4.83
Glitnir HF            3.25   9/15/2015     EUR      14.00
Lehman Brothers Tr    5.00    8/1/2025     EUR       4.83
Lehman Brothers Tr    0.75   3/29/2012     EUR       4.83
Glitnir HF            3.30   6/10/2010     EUR      14.00
Glitnir HF            5.35   5/11/2010     USD      14.00
Kaupthing Bank Hf     0.95  10/20/2010     JPY      14.25
Glitnir HF            6.75   3/27/2013     EUR      14.00
Diversified Financ    2.18   7/27/2016     EUR      62.36
Lehman Brothers Tr    6.50   5/16/2015     EUR       4.83
Glitnir HF            2.75   3/31/2010     EUR      14.00
Lehman Brothers Tr    2.00  11/16/2009     EUR       4.83
Lehman Brothers Tr   10.00    1/4/2010     USD       4.83
Kaupthing Bank Hf     7.90   4/28/2016     EUR      14.25
Glitnir HF            2.57  12/31/2013     EUR      14.00
Lehman Brothers Tr    0.50   2/16/2009     EUR       4.83
Lehman Brothers Tr    4.25   3/13/2021     EUR       4.83
Glitnir HF            4.85    4/6/2012     EUR      14.00
Kaupthing Bank Hf     5.40   3/22/2014     ISK       0.00
Glitnir HF            0.01    5/6/2009     JPY      14.00
Glitnir HF            4.50    1/9/2012     EUR      14.00
Lehman Brothers Tr    4.70   3/23/2016     EUR       4.83
Glitnir HF            3.63    4/5/2009     EUR      14.00
Lehman Brothers Tr    3.70    6/6/2009     EUR       4.83
Lehman Brothers Tr   11.00  12/19/2011     USD       4.83
Lehman Brothers Tr    9.00   6/13/2009     USD       4.83
Lehman Brothers Tr    9.00   3/17/2009     GBP       4.83
Lehman Brothers Tr    7.00  11/28/2008     CHF       4.83
Lehman Brothers Tr   10.50    8/9/2010     EUR       4.83
Lehman Brothers Tr    8.00   5/22/2009     USD       4.83
Lehman Brothers Tr    2.50  12/15/2011     GBP       4.83
Lehman Brothers Tr    4.00  11/24/2016     EUR       4.83
Lehman Brothers Tr   10.00   3/27/2009     USD       4.83
Lehman Brothers Tr    7.00   4/14/2009     EUR       4.83
Lehman Brothers Tr    0.25   7/21/2014     EUR       4.83
Lehman Brothers Tr    4.95  10/25/2036     EUR       4.83
Lehman Brothers Tr   11.00   6/29/2009     EUR       4.83
Lehman Brothers Tr    8.00    8/3/2009     USD       4.83
Lehman Brothers Tr    5.50   6/15/2009     CHF       4.83
Lehman Brothers Tr    1.50  10/25/2011     EUR       4.83
Lehman Brothers Tr    8.50    7/6/2009     CHF       4.83
Lehman Brothers Tr    6.50   7/24/2026     EUR       4.83
Kaupthing Bank Hf     1.75    6/7/2016     EUR      14.25
Glitnir HF            5.86   7/28/2016     GBP      14.00
UralCapitalBank OO   14.50  11/24/2022     RUB     100.00
Lehman Brothers Tr    4.50    3/6/2013     CHF       4.83
Lehman Brothers Tr    4.00   4/24/2009     USD       4.83
Lehman Brothers Tr    7.38   9/20/2008     EUR       4.83
Lehman Brothers Tr    3.85   4/24/2009     USD       4.83
Lehman Brothers Tr    7.25   10/6/2008     EUR       4.83
Glitnir HF            6.31   7/28/2011     USD      14.00
Lehman Brothers Tr    7.50   9/13/2009     CHF       4.83
LBI HF                4.40  11/30/2035     EUR       0.01
Lehman Brothers Tr    4.50    8/2/2009     USD       4.83
Lehman Brothers Tr    5.75   6/15/2009     CHF       4.83
Lehman Brothers Tr    7.50  10/24/2008     USD       4.83
Lehman Brothers Tr    6.00  10/24/2008     EUR       4.83
Lehman Brothers Tr    7.75   1/30/2009     EUR       4.83
Glitnir HF            3.50  10/30/2012     EUR      14.00
Lehman Brothers Tr   14.90   9/15/2008     EUR       4.83
Lehman Brothers Tr    6.00   5/12/2017     EUR       4.83
Lehman Brothers Tr    6.60   2/22/2012     EUR       4.83
Lehman Brothers Tr    4.10   2/19/2010     EUR       4.83
Lehman Brothers Tr    5.20   3/19/2018     EUR       4.83
Lehman Brothers Tr    5.00   2/28/2032     EUR       4.83
Lehman Brothers Tr    6.75    4/5/2012     EUR       4.83
Lehman Brothers Tr    3.50  10/31/2011     USD       4.83
Lehman Brothers Tr    0.25  10/19/2012     CHF       4.83
Lehman Brothers Tr    9.00   5/15/2022     USD       4.83
DZ Bank AG Deutsch    7.00   6/24/2016     EUR      72.00
e-Kancelaria Grupa   10.00   11/6/2015     PLN       2.01
Bank Julius Baer &   13.70   5/13/2016     USD      66.20
Bank J Safra Saras    5.75  12/17/2015     CHF      68.35
DZ Bank AG Deutsch    7.75   7/24/2015     EUR      69.34
Goldman Sachs & Co   19.00   9/23/2015     EUR      75.11
Goldman Sachs & Co   24.00   9/23/2015     EUR      71.33
Goldman Sachs & Co   22.00   1/20/2016     EUR      74.02
DZ Bank AG Deutsch    5.25   3/29/2016     EUR      75.07
HSBC Trinkaus & Bu    8.00   3/25/2016     EUR      76.56
HSBC Trinkaus & Bu   11.40   7/24/2015     EUR      71.53
HSBC Trinkaus & Bu   17.50  12/28/2015     EUR      57.02
HSBC Trinkaus & Bu   10.00  12/28/2015     EUR      64.25
HSBC Trinkaus & Bu   13.90   8/28/2015     EUR      58.69
Goldman Sachs & Co   20.00  10/21/2015     EUR      74.40
Goldman Sachs & Co   22.00  10/21/2015     EUR      72.66
Goldman Sachs & Co   18.00  11/25/2015     EUR      75.60
Goldman Sachs & Co   19.00  12/23/2015     EUR      75.14
Goldman Sachs & Co   18.00   1/20/2016     EUR      76.07
Goldman Sachs & Co   19.00   3/23/2016     EUR      75.75
DZ Bank AG Deutsch    5.00   9/25/2015     EUR      74.88
DZ Bank AG Deutsch    5.00  12/28/2015     EUR      73.35
HSBC Trinkaus & Bu   14.70  12/28/2015     EUR      68.96
HSBC Trinkaus & Bu    9.20  11/27/2015     EUR      74.73
HSBC Trinkaus & Bu    6.60   9/25/2015     EUR      68.82
HSBC Trinkaus & Bu   13.70  12/28/2015     EUR      60.13
HSBC Trinkaus & Bu    6.60  12/28/2015     EUR      69.72
UniCredit Bank AG     4.60   3/24/2016     EUR      76.25
BNP Paribas Emissi    7.50  12/24/2015     EUR      74.43
BNP Paribas Emissi    9.00  12/24/2015     EUR      72.39
BNP Paribas Emissi    7.00   9/24/2015     EUR      70.12
BNP Paribas Emissi   14.00   9/24/2015     EUR      71.48
BNP Paribas Emissi    8.00  12/24/2015     EUR      72.28
Goldman Sachs & Co   25.00   8/26/2015     EUR      61.70
Goldman Sachs & Co   24.00   9/23/2015     EUR      63.50
Goldman Sachs & Co   18.00  10/21/2015     EUR      67.41
Goldman Sachs & Co   13.00  12/23/2015     EUR      72.48
Goldman Sachs & Co   20.00  11/25/2015     EUR      66.23
Commerzbank AG        7.00  10/22/2015     EUR      63.42
DZ Bank AG Deutsch    8.80  12/23/2015     EUR      68.25
Goldman Sachs & Co   19.00   9/23/2015     EUR      66.20
Goldman Sachs & Co   22.00  10/21/2015     EUR      64.82
Goldman Sachs & Co   19.00  12/23/2015     EUR      67.34
Goldman Sachs & Co   16.00   3/23/2016     EUR      70.03
Commerzbank AG       10.75  12/24/2015     EUR      66.28
Commerzbank AG       14.75  12/24/2015     EUR      62.08
Commerzbank AG        8.25  12/24/2015     EUR      66.39
Lehman Brothers Tr    7.25   6/20/2010     USD       4.83
Lehman Brothers Tr    5.12   4/30/2027     EUR       4.83
Lehman Brothers Tr    4.10   8/23/2010     USD       4.83
Lehman Brothers Tr    0.01   9/20/2011     USD       4.83
Goldman Sachs & Co   24.00   9/23/2015     EUR      76.56
Goldman Sachs & Co   18.00   1/20/2016     EUR      68.28
Goldman Sachs & Co   21.00   1/20/2016     EUR      66.58
Goldman Sachs & Co   10.00   6/22/2016     EUR      75.98
Deutsche Bank AG      3.20   6/22/2016     EUR      76.60
Deutsche Bank AG      6.20  11/25/2015     EUR      71.20
Deutsche Bank AG      7.20  11/25/2015     EUR      71.60
Deutsche Bank AG      7.20   3/22/2016     EUR      73.80
Deutsche Bank AG      5.20   6/22/2016     EUR      76.00
DZ Bank AG Deutsch    5.25  12/28/2015     EUR      73.79
DZ Bank AG Deutsch    8.75  12/28/2015     EUR      69.31
DZ Bank AG Deutsch    9.20  11/25/2015     EUR      68.43
UBS AG/London        13.25  12/29/2015     EUR      72.48
UBS AG/London        10.25  12/29/2015     EUR      71.08
UBS AG/London        14.50  12/29/2015     EUR      68.95
Vontobel Financial    9.00  11/27/2015     EUR      74.55
Goldman Sachs & Co    9.00   9/23/2015     EUR      75.72
Vontobel Financial    7.95   9/11/2015     EUR      75.76
UBS AG/London        12.35   11/3/2015     CHF      52.25
UBS AG/London         8.48   11/3/2015     CHF      51.20
Commerzbank AG       11.25  12/24/2015     EUR      70.41
Commerzbank AG       14.25  12/24/2015     EUR      67.04
Bank Julius Baer &   13.70  11/11/2015     CHF      55.55
Vontobel Financial    9.70   9/25/2015     EUR      75.78
Goldman Sachs & Co    9.00   8/26/2015     EUR      72.37
DZ Bank AG Deutsch   11.00  10/23/2015     EUR      59.14
Commerzbank AG       12.75  10/22/2015     EUR      71.85
UBS AG/London        11.25   9/25/2015     EUR      68.63
Commerzbank AG        7.00   9/24/2015     EUR      58.05
Lehman Brothers Tr    2.40   6/20/2011     JPY       4.83
Commerzbank AG       11.25  11/26/2015     EUR      66.45
UBS AG/London        11.50  11/26/2015     CHF      58.26
UBS AG/London        10.75  11/26/2015     CHF      57.96
Lehman Brothers Tr    1.60   6/21/2010     JPY       4.83
Commerzbank AG       14.25  11/26/2015     EUR      63.07
Commerzbank AG        7.50  11/26/2015     EUR      76.64
UniCredit Bank AG     4.30  12/24/2015     EUR      74.27
Leonteq Securities   11.00   12/4/2015     USD      66.11
Commerzbank AG       12.75  11/26/2015     EUR      75.99
Commerzbank AG        9.50  11/26/2015     EUR      73.77
Zurcher Kantonalba    5.25   12/4/2015     CHF      62.03
Bank Julius Baer &    6.50   12/4/2015     EUR      72.30
Commerzbank AG        8.50  11/26/2015     EUR      70.64
Goldman Sachs & Co   21.00  11/25/2015     EUR      70.26
Bank Julius Baer &    7.90  11/20/2015     USD      63.00
Notenstein Privatb    8.50  11/28/2016     CHF      67.21
Leonteq Securities    6.00  11/28/2016     CHF      59.85
UniCredit Bank AG     4.30  12/24/2015     EUR      75.67
Goldman Sachs & Co   25.00   8/26/2015     EUR      65.38
Credit Suisse AG/L    8.00  11/29/2019     USD       8.78
DZ Bank AG Deutsch   10.25  11/27/2015     EUR      75.82
Vontobel Financial    8.00   12/4/2015     EUR      70.95
Societe Generale S   17.60  11/17/2015     EUR      47.75
Commerzbank AG        7.75  10/22/2015     EUR      70.22
Commerzbank AG        9.50  10/22/2015     EUR      66.97
Commerzbank AG       11.50  10/22/2015     EUR      64.10
Commerzbank AG       13.75  10/22/2015     EUR      61.69
Commerzbank AG       15.75  10/22/2015     EUR      59.42
Notenstein Privatb    8.20   5/27/2016     CHF      58.78
UniCredit Bank AG     4.25  12/24/2015     EUR      76.98
UniCredit Bank AG     4.50  12/24/2015     EUR      71.99
UniCredit Bank AG     4.45  12/24/2015     EUR      73.19
UniCredit Bank AG     4.40  12/24/2015     EUR      74.42
HSBC Trinkaus & Bu   11.90   9/25/2015     EUR      73.77
Commerzbank AG       13.25  11/26/2015     EUR      64.45
Commerzbank AG        7.50  11/26/2015     EUR      72.34
Commerzbank AG        7.75  11/26/2015     EUR      75.06
HSBC Trinkaus & Bu   17.00  12/28/2015     EUR      52.73
HSBC Trinkaus & Bu   11.90  12/28/2015     EUR      56.78
HSBC Trinkaus & Bu    8.70  12/28/2015     EUR      60.62
Goldman Sachs & Co   20.00   9/23/2015     EUR      76.14
Goldman Sachs & Co   25.00   9/23/2015     EUR      73.11
Goldman Sachs & Co   23.00  10/21/2015     EUR      74.51
Goldman Sachs & Co   22.00  12/23/2015     EUR      65.40
Goldman Sachs & Co   10.00   1/20/2016     EUR      74.17
Goldman Sachs & Co   15.00   1/20/2016     EUR      70.39
Goldman Sachs & Co   15.00   6/22/2016     EUR      71.16
Goldman Sachs & Co   17.00   6/22/2016     EUR      69.90
Deutsche Bank AG      7.20   6/22/2016     EUR      73.30
Deutsche Bank AG      5.20   6/22/2016     EUR      73.70
Zurcher Kantonalba    9.00  12/16/2015     EUR      74.83
Commerzbank AG       10.00  11/26/2015     EUR      72.32
e-Kancelaria Grupa   10.00   6/27/2016     PLN       2.17
Commerzbank AG       10.25  11/26/2015     EUR      68.08
Commerzbank AG        8.25  11/26/2015     EUR      70.18
Powszechne Towarzy    8.01    8/1/2016     PLN      32.00
Royal Bank of Scot    1.69  11/14/2016     GBP       1.07
UBS AG/London         9.00   6/24/2016     EUR      73.35
DZ Bank AG Deutsch    8.25  12/28/2015     EUR      60.14
UBS AG                8.15   7/21/2015     USD      45.51
Vontobel Financial    8.00  11/27/2015     EUR      75.05
Vontobel Financial    8.55  12/28/2015     EUR      75.10
Vontobel Financial   10.25   9/25/2015     EUR      73.26
DZ Bank AG Deutsch    7.75  11/27/2015     EUR      72.62
DZ Bank AG Deutsch    9.75  11/27/2015     EUR      68.96
Commerzbank AG       10.00  10/22/2015     EUR      75.17
Deutsche Bank AG      6.20   6/21/2016     EUR      75.20
Deutsche Bank AG      6.20   9/22/2015     EUR      73.80
Deutsche Bank AG      7.20   6/21/2016     EUR      76.10
Deutsche Bank AG      7.20  12/22/2015     EUR      75.30
Deutsche Bank AG      7.20   9/22/2015     EUR      74.00
Deutsche Bank AG      6.20  12/22/2015     EUR      74.80
Zurcher Kantonalba    5.60  11/18/2015     USD      71.96
UniCredit Bank AG     4.10  12/24/2015     EUR      76.61
UniCredit Bank AG     4.20  12/24/2015     EUR      75.43
UniCredit Bank AG     4.40  12/24/2015     EUR      73.11
BNP Paribas Emissi    9.50   6/23/2016     EUR      75.53
UBS AG/London         9.25   3/29/2016     EUR      72.10
UBS AG/London        10.25   6/24/2016     EUR      71.33
DZ Bank AG Deutsch   14.50   8/28/2015     EUR      61.41
DZ Bank AG Deutsch   14.00   8/28/2015     EUR      73.76
DZ Bank AG Deutsch   13.00   8/28/2015     EUR      61.87
UniCredit Bank AG     4.80   3/24/2016     EUR      75.00
BNP Paribas Emissi   13.00  12/24/2015     EUR      59.31
BNP Paribas Emissi   11.00  12/24/2015     EUR      70.74
UniCredit Bank AG     5.00   3/24/2016     EUR      73.78
BNP Paribas Emissi    9.00   9/24/2015     EUR      70.51
BNP Paribas Emissi    7.00  12/24/2015     EUR      71.84
BNP Paribas Emissi   10.00  12/24/2015     EUR      73.17
BNP Paribas Emissi    9.00   1/21/2016     EUR      71.64
UBS AG/London        11.75   6/24/2016     EUR      69.77
UBS AG               10.67   7/20/2015     USD      45.65
Deutsche Bank AG      8.00  10/30/2015     USD       8.43
DZ Bank AG Deutsch    7.50  11/27/2015     EUR      65.79
Goldman Sachs & Co   23.00  12/23/2015     EUR      72.78
Leonteq Securities    9.40  11/17/2015     CHF      73.67
HSBC Trinkaus & Bu   12.40  11/27/2015     EUR      61.17
BNP Paribas Emissi    9.00  12/24/2015     EUR      75.35
BNP Paribas Emissi   11.00  12/24/2015     EUR      73.83
BNP Paribas Emissi   12.00  12/24/2015     EUR      72.00
UBS AG/London        13.00   3/29/2016     EUR      68.31
UBS AG/London        14.75   3/29/2016     EUR      66.69
UBS AG/London        11.00   3/29/2016     EUR      69.98
UBS AG/London        14.75   6/24/2016     EUR      67.31
UBS AG/London        11.75  11/12/2015     CHF      51.50
DZ Bank AG Deutsch    8.00   1/22/2016     EUR      67.83
Deutsche Bank AG      6.20  11/25/2015     EUR      76.20
Deutsche Bank AG      6.20  11/25/2015     EUR      73.60
Vontobel Financial    4.85  12/11/2015     EUR      72.86
Deutsche Bank AG      7.20  11/25/2015     EUR      76.60
Vontobel Financial    9.45  12/11/2015     EUR      75.02
Vontobel Financial    6.00  12/11/2015     EUR      71.02
Vontobel Financial    4.55   9/11/2015     EUR      69.36
Deutsche Bank AG      5.20  11/25/2015     EUR      73.30
Deutsche Bank AG      6.20   3/22/2016     EUR      76.20
Commerzbank AG       12.00  11/26/2015     EUR      60.16
Vontobel Financial    4.70   9/11/2015     EUR      72.02
Deutsche Bank AG      5.20   3/22/2016     EUR      75.50
Commerzbank AG       10.00   9/24/2015     EUR      73.44
Commerzbank AG        8.50  11/26/2015     EUR      74.51
Deutsche Bank AG      7.20  11/25/2015     EUR      74.00
Deutsche Bank AG      7.20   3/22/2016     EUR      76.90
ECA                   2.50    1/1/2018     EUR       9.15
Vontobel Financial    4.85  12/11/2015     EUR      70.55
HSBC Trinkaus & Bu   10.90   8/28/2015     EUR      75.39
UniCredit Bank AG     4.25   6/24/2016     EUR      74.86
UBS AG/London        16.50   3/29/2016     EUR      65.31
DZ Bank AG Deutsch    6.00  11/27/2015     EUR      73.94
Zurcher Kantonalba    7.80  12/11/2015     CHF      63.52
Deutsche Bank AG      5.20  11/25/2015     EUR      75.80
Lehman Brothers Tr    4.82  12/18/2036     EUR       4.83
Lehman Brothers Tr    4.68  12/12/2045     EUR       4.83
Glitnir HF            3.00  12/15/2009     EUR      14.00
Glitnir HF            0.50  11/26/2009     EUR      14.00
Lehman Brothers Tr    6.70   4/21/2011     USD       4.83
Lehman Brothers Tr   13.00  12/14/2012     USD       4.83
Lehman Brothers Tr    3.82  10/20/2009     USD       4.83
KPNQwest NV           7.13    6/1/2009     EUR       0.50
Leonteq Securities    6.25  11/13/2015     CHF      53.39
Lehman Brothers Tr    6.00   5/23/2018     CZK       4.83
Lehman Brothers Tr    0.80  12/30/2016     EUR       4.83
EFG International    12.86  10/30/2017     EUR      64.23
Lehman Brothers Tr    4.00   5/30/2010     USD       4.83
Lehman Brothers Tr    4.00   5/17/2010     USD       4.83
Lehman Brothers Tr    2.25   5/12/2009     USD       4.83
Lehman Brothers Tr    7.50   6/15/2017     USD       4.83
Leonteq Securities    6.00    1/7/2016     EUR      31.58
Lehman Brothers Tr    6.00  12/30/2017     EUR       4.83
Lehman Brothers Tr    3.50   6/20/2011     EUR       4.83
Lehman Brothers Tr    7.50   2/14/2010     AUD       4.83
Lehman Brothers Tr    5.50   6/22/2010     USD       4.83
LBI HF                5.44    9/3/2018     EUR       0.01
Lehman Brothers Tr    5.50    7/8/2013     EUR       4.83
Kaupthing Bank Hf     6.50   10/8/2010     ISK      14.25
Lehman Brothers Tr    3.10    6/4/2010     USD       4.83
Kaupthing Bank Hf     7.50   12/5/2014     ISK      14.25
Lehman Brothers Tr    2.30   6/27/2013     USD       4.83
Lehman Brothers Tr    2.37   7/15/2013     USD       4.83
Lehman Brothers Tr   16.00  12/26/2008     USD       4.83
Lehman Brothers Tr   13.43    1/8/2009     ILS       4.83
Lehman Brothers Tr    0.50    7/2/2020     EUR       4.83
Lehman Brothers Tr    7.75    1/3/2012     AUD       4.83
Lehman Brothers Tr    8.00   3/19/2012     USD       4.83
Lehman Brothers Tr    7.05    4/8/2015     USD       4.83
Lehman Brothers Tr    7.15   3/21/2013     USD       4.83
Leonteq Securities    6.20   7/15/2016     EUR      73.06
Lehman Brothers Tr    0.50    8/1/2020     EUR       4.83
Lehman Brothers Tr    6.25  11/30/2012     EUR       4.83
Leonteq Securities    5.25   2/26/2016     CHF      57.63
Lehman Brothers Tr    7.63   7/22/2011     HKD       4.83
Leonteq Securities    3.10    3/1/2016     EUR      46.88
Leonteq Securities    3.90    3/1/2016     EUR      51.99
UBS AG               10.00  12/29/2015     EUR      70.83
UBS AG               12.50  12/29/2015     EUR      55.40
Lehman Brothers Tr    6.72  12/29/2008     EUR       4.83
Lehman Brothers Tr    7.06  12/29/2008     EUR       4.83
Kaupthing Bank Hf     5.00   11/8/2013     EUR      14.25
Lehman Brothers Tr    2.50   8/23/2012     GBP       4.83
Lehman Brothers Tr    3.00   8/13/2011     EUR       4.83
Glitnir HF            5.25    5/2/2014     ISK      14.00
Lehman Brothers Tr    6.00   9/20/2011     EUR       4.83
Lehman Brothers Tr   11.00    5/9/2020     USD       4.83
Lehman Brothers Tr    4.00    6/5/2011     USD       4.83
Societe Generale E    4.00   6/26/2017     EUR      50.25
Lehman Brothers Tr    2.50   8/15/2012     CHF       4.83
Lehman Brothers Tr    6.25    9/5/2011     EUR       4.83
Lehman Brothers Tr    5.25    7/8/2014     EUR       4.83
Lehman Brothers Tr    2.30    6/6/2013     USD       4.83
Lehman Brothers Tr    7.50   5/30/2010     AUD       4.83
Lehman Brothers Tr    4.30    6/4/2012     USD       4.83
Lehman Brothers Tr    4.00   8/11/2010     USD      19.13
Lehman Brothers Tr    4.80  11/16/2012     HKD       4.83
Lehman Brothers Tr    3.50  12/20/2027     USD       4.83
Lehman Brothers Tr    5.50  11/30/2012     CZK       4.83
Lehman Brothers Tr   14.90  11/16/2010     EUR       4.83
Lehman Brothers Tr    6.00  10/30/2012     USD       4.83
Lehman Brothers Tr    6.60    2/9/2009     EUR       4.83
Lehman Brothers Tr    1.50  10/12/2010     EUR       4.83
Lehman Brothers Tr    7.00  10/22/2010     EUR       4.83
Lehman Brothers Tr    8.00  10/23/2008     USD       4.83
LBI HF                7.43                 USD       0.00
Lehman Brothers Tr   18.25   10/2/2008     USD       4.83
Glitnir HF            6.38   9/25/2012     USD      14.00
Lehman Brothers Tr    3.40   9/21/2009     HKD       4.83
Lehman Brothers Tr    4.00  10/12/2010     USD       4.83
Leasing-Experts SA    9.00    6/5/2016     PLN      69.85
Lehman Brothers Tr   16.20   5/14/2009     USD       4.83
Lehman Brothers Tr   10.60   4/22/2014     MXN       4.83
Notenstein Privatb    6.00   5/24/2016     EUR      75.94
Lehman Brothers Tr   16.00   11/9/2008     USD       4.83
Kaupthing Bank Hf     7.50    4/2/2011     EUR      14.25
Kaupthing Bank Hf     7.50   10/2/2010     EUR      14.25
Lehman Brothers Tr    4.60    8/1/2013     EUR       4.83
Lehman Brothers Tr    8.00   5/22/2009     USD       4.83
Lehman Brothers Tr   15.00    6/4/2009     CHF       4.83
Lehman Brothers Tr    5.00   3/13/2009     EUR       4.83
UBS AG               12.75  12/29/2015     EUR      72.24
UBS AG               13.75  12/29/2015     EUR      68.56
Lehman Brothers Tr   17.00    6/2/2009     USD       4.83
Lehman Brothers Tr   10.00  10/22/2008     USD       4.83
Lehman Brothers Tr    6.60   5/23/2012     AUD       4.83
Lehman Brothers Tr    5.50   4/23/2014     EUR       4.83
UBS AG               11.50  12/29/2015     EUR      76.36
Lehman Brothers Tr   10.00   6/17/2009     USD       4.83
UBS AG               14.50  12/29/2015     EUR      66.40
UBS AG               14.25  12/29/2015     EUR      63.37
Lehman Brothers Tr    7.60    3/4/2010     NZD       4.83
Lehman Brothers Tr   13.50    6/2/2009     USD       4.83
Lehman Brothers Tr    6.45   2/20/2010     AUD       4.83
Lehman Brothers Tr    3.45   5/23/2013     USD       4.83
Lehman Brothers Tr   16.00  10/28/2008     USD       4.83
Lehman Brothers Tr    5.00   2/15/2018     EUR       4.83
Lehman Brothers Tr    8.00   3/21/2018     USD       4.83
Lehman Brothers Tr    4.00   3/10/2011     EUR       4.83
Kaupthing Bank Hf     0.69   5/21/2011     JPY      14.25
Leonteq Securities    5.60  11/20/2015     GBP      50.91
Leonteq Securities    7.60  11/20/2015     USD      34.32
Raiffeisen Centrob    2.40  12/19/2016     EUR      63.34
Gold-Zack AG          7.00  12/14/2005     EUR      12.01
Zurcher Kantonalba    3.67   1/25/2016     CHF      50.04
Lehman Brothers Tr    8.05  12/20/2010     HKD       4.83
Kaupthing Bank Hf     1.65    7/5/2010     JPY      14.25
Kaupthing Bank Hf     1.99    7/5/2012     JPY      14.25
Leonteq Securities    7.00   1/22/2016     CHF      46.31
Kaupthing Bank Hf     0.20   7/12/2009     JPY      14.25
Lehman Brothers Tr   13.00   7/25/2012     EUR       4.83
Lehman Brothers Tr   10.00    8/2/2037     JPY       4.83
Kaupthing Bank Hf     4.47  10/27/2010     EUR      14.25
Kaupthing Bank Hf     7.00   4/28/2012     ISK       0.00
Lehman Brothers Tr   12.22  11/21/2017     USD       4.83
Lehman Brothers Tr    4.60  10/11/2017     ILS      19.13
Lehman Brothers Tr    0.50  12/20/2017     USD       4.83
Lehman Brothers Tr    0.50  12/20/2017     USD       4.83
Lehman Brothers Tr    0.50  12/20/2017     USD       4.83
Lehman Brothers Tr    0.50  12/20/2017     USD       4.83
Lehman Brothers Tr    5.38    2/4/2014     USD       4.83
Lehman Brothers Tr    6.30  12/21/2018     USD       4.83
Lehman Brothers Tr    2.48   5/12/2009     USD       4.83
Lehman Brothers Tr    8.80  12/27/2009     EUR       4.83
Glitnir HF            7.32  12/19/2012     USD      14.00
Lehman Brothers Tr   11.00  12/20/2017     AUD       4.83
Lehman Brothers Tr   11.00  12/20/2017     AUD       4.83
Kaupthing Bank Hf     7.00    1/3/2011     EUR      14.25
Lehman Brothers Tr    1.95   11/4/2013     EUR       4.83
Lehman Brothers Tr    5.25    4/1/2023     EUR       4.83
BNP Paribas Emissi    3.50  10/22/2015     EUR      73.17
BNP Paribas Emissi    5.00  10/22/2015     EUR      70.76
BNP Paribas Emissi    7.50  10/22/2015     EUR      67.93
BNP Paribas Emissi    4.50   1/21/2016     EUR      73.76
BNP Paribas Emissi    6.00   1/21/2016     EUR      71.85
BNP Paribas Emissi    4.50   7/21/2016     EUR      74.30
BNP Paribas Emissi    6.00   7/21/2016     EUR      72.50
Notenstein Privatb    6.80   4/15/2016     CHF      72.56
Bank Julius Baer &    5.40   4/15/2016     CHF      71.90
DZ Bank AG Deutsch    5.00   3/29/2016     EUR      72.90
Deutsche Bank AG      7.20   3/22/2016     EUR      75.70
Deutsche Bank AG      6.20   9/20/2016     EUR      71.00
Deutsche Bank AG      7.20   9/20/2016     EUR      69.00
Deutsche Bank AG      6.20   3/22/2016     EUR      69.90
Deutsche Bank AG      5.20   3/22/2016     EUR      69.20
Deutsche Bank AG      6.20   6/21/2016     EUR      74.70
Deutsche Bank AG      6.20   6/21/2016     EUR      72.20
Deutsche Bank AG      7.20   6/21/2016     EUR      73.20
Deutsche Bank AG      6.20   9/20/2016     EUR      67.80
Deutsche Bank AG      7.20   9/20/2016     EUR      72.20
Deutsche Bank AG      6.20   3/22/2016     EUR      66.50
Deutsche Bank AG      5.20   9/20/2016     EUR      74.50
Deutsche Bank AG      5.20   9/20/2016     EUR      72.10
LBBW                  5.50  12/29/2015     EUR      76.04
HSBC Trinkaus & Bu   12.40   6/24/2016     EUR      67.45
HSBC Trinkaus & Bu   12.40   6/24/2016     EUR      67.45
HSBC Trinkaus & Bu    8.20   6/24/2016     EUR      69.21
HSBC Trinkaus & Bu   10.60   1/22/2016     EUR      66.76
HSBC Trinkaus & Bu    9.20   4/22/2016     EUR      68.03
Commerzbank AG       10.25   3/24/2016     EUR      68.39
Commerzbank AG       12.00   3/24/2016     EUR      67.20
LBBW                  2.50   9/25/2015     EUR      72.14
LBBW                  3.00   9/25/2015     EUR      74.23
LBBW                  4.00   9/25/2015     EUR      72.07
LBBW                  3.00   9/23/2016     EUR      76.49
LBBW                  4.50   9/23/2016     EUR      73.99
LBBW                  3.50   9/23/2016     EUR      74.34
LBBW                  4.50   9/23/2016     EUR      71.96
LBBW                  4.00   8/25/2017     EUR      72.38
LBBW                  3.00   9/28/2018     EUR      75.27
LBBW                  5.00   3/24/2017     EUR      74.43
LBBW                  4.00   4/22/2016     EUR      73.52
LBBW                  3.00  12/29/2015     EUR      77.36
LBBW                  4.50  12/29/2015     EUR      72.58
LBBW                  4.00  12/23/2016     EUR      75.35
LBBW                  2.50   8/28/2015     EUR      70.55
LBBW                  4.00   8/28/2015     EUR      67.31
LBBW                  5.00   3/29/2016     EUR      76.88
LBBW                  2.50   6/24/2016     EUR      76.85
LBBW                  4.00   6/24/2016     EUR      72.21
LBBW                  2.00   7/24/2015     EUR      75.49
LBBW                  3.50   7/24/2015     EUR      71.11
LBBW                  5.00   7/24/2015     EUR      67.60
LBBW                  2.50   7/24/2015     EUR      53.16
LBBW                  3.55   8/25/2017     EUR      75.50
LBBW                  3.75   9/22/2017     EUR      73.24
Commerzbank AG        6.75   4/21/2016     EUR      75.43
Commerzbank AG        9.25   4/21/2016     EUR      73.48
Bank Julius Baer &    4.90    5/6/2016     CHF      71.70
DZ Bank AG Deutsch   10.50  10/23/2015     EUR      68.43
DZ Bank AG Deutsch   15.00  10/23/2015     EUR      63.59
Przedsiebiorstwo P    9.01   3/31/2016     PLN      50.00
Lehman Brothers Tr    8.00  12/27/2032     JPY       4.83
Lehman Brothers Tr    1.50    2/8/2012     CHF       4.83
Lehman Brothers Tr    3.63    3/2/2012     EUR       4.83
Deutsche Bank AG      7.20  12/22/2015     EUR      74.30
Deutsche Bank AG      7.20  12/22/2015     EUR      69.10
Deutsche Bank AG      5.20  12/22/2015     EUR      73.40
Deutsche Bank AG      6.20  12/22/2015     EUR      73.90
Deutsche Bank AG      6.20  12/22/2015     EUR      68.60
Deutsche Bank AG      5.20   3/22/2016     EUR      74.30
Deutsche Bank AG      7.20   3/22/2016     EUR      73.10
Deutsche Bank AG      5.20   3/22/2016     EUR      71.70
Deutsche Bank AG      6.20   6/21/2016     EUR      66.60
Deutsche Bank AG      5.20   6/21/2016     EUR      65.60
Deutsche Bank AG      7.20   6/21/2016     EUR      67.50
Deutsche Bank AG      6.20   9/20/2016     EUR      73.30
Deutsche Bank AG      5.20   3/22/2016     EUR      65.80
Deutsche Bank AG      5.20   6/21/2016     EUR      73.80
Deutsche Bank AG      5.20   6/21/2016     EUR      71.30
Deutsche Bank AG      5.20   9/20/2016     EUR      69.80
Deutsche Bank AG      5.20  12/22/2015     EUR      68.20
Deutsche Bank AG      6.20  12/22/2015     EUR      65.10
Deutsche Bank AG      5.20  12/22/2015     EUR      64.60
Deutsche Bank AG      7.20  12/22/2015     EUR      65.50
Deutsche Bank AG      7.20   3/22/2016     EUR      67.20
Deutsche Bank AG      7.20   6/21/2016     EUR      70.80
Deutsche Bank AG      6.20   6/21/2016     EUR      69.90
Deutsche Bank AG      6.20   9/20/2016     EUR      75.70
Deutsche Bank AG      6.20   3/22/2016     EUR      75.00
Deutsche Bank AG      6.20   3/22/2016     EUR      72.40
Deutsche Bank AG      7.20   3/22/2016     EUR      70.60
Deutsche Bank AG      7.20   6/21/2016     EUR      75.70
Deutsche Bank AG      7.20   9/20/2016     EUR      74.50
Deutsche Bank AG      5.20   9/20/2016     EUR      66.60
Lehman Brothers Tr    7.75   2/21/2016     EUR       4.83
DZ Bank AG Deutsch    5.50   7/10/2015     EUR      71.08
Societe Generale S    5.50   7/27/2015     EUR      49.55
Vontobel Financial    6.80   9/11/2015     EUR      75.43
Vontobel Financial    7.95   9/11/2015     EUR      75.62
Vontobel Financial    6.05  12/11/2015     EUR      76.23
HSBC Trinkaus & Bu   11.00   9/23/2016     EUR      68.63
HSBC Trinkaus & Bu    7.60   9/23/2016     EUR      70.33
HSBC Trinkaus & Bu    9.90   2/26/2016     EUR      67.26
HSBC Trinkaus & Bu   10.00   5/27/2016     EUR      68.34
HSBC Trinkaus & Bu   10.00  11/27/2015     EUR      69.66
UniCredit Bank AG     5.00   3/24/2016     EUR      74.45
UniCredit Bank AG     4.80   3/24/2016     EUR      75.66
HSBC Trinkaus & Bu   21.60   9/25/2015     EUR      70.25
HSBC Trinkaus & Bu   16.90  12/28/2015     EUR      73.59
RegionEnergoInvest    8.50   5/30/2016     RUB      60.00
Medved-Finans OOO    12.50   8/22/2016     RUB      61.43
Agrokompleks OOO     10.00   7/29/2019     RUB      91.13
UBS AG/London         7.50    5/9/2016     CHF      72.54
Commerzbank AG        8.75   3/24/2016     EUR      75.00
Commerzbank AG       10.50   3/24/2016     EUR      73.52
Commerzbank AG       12.25   3/24/2016     EUR      72.19
Commerzbank AG        7.00   3/24/2016     EUR      72.01
Commerzbank AG       10.25   3/24/2016     EUR      69.39
UBS AG/London         4.00   3/29/2016     CHF      64.95
UniCredit Bank AG     4.60   3/24/2016     EUR      68.45
UniCredit Bank AG     5.00   3/24/2016     EUR      65.96
UniCredit Bank AG     4.80   3/24/2016     EUR      67.44
UniCredit Bank AG     4.50   3/24/2016     EUR      69.08
UniCredit Bank AG     4.00   6/24/2016     EUR      67.51
Leonteq Securities    9.00   2/16/2016     EUR      71.66
Bank Julius Baer &   12.80   1/29/2016     USD      61.75
HSBC Trinkaus & Bu   19.70   9/25/2015     EUR      70.34
HSBC Trinkaus & Bu   14.70   9/25/2015     EUR      73.48
HSBC Trinkaus & Bu   15.60  12/28/2015     EUR      73.44
HSBC Trinkaus & Bu   11.80  10/23/2015     EUR      76.02
HSBC Trinkaus & Bu   16.60   9/25/2015     EUR      71.98
HSBC Trinkaus & Bu   13.20  12/28/2015     EUR      74.45
HSBC Trinkaus & Bu   11.30  10/23/2015     EUR      76.01
DZ Bank AG Deutsch   12.50   8/28/2015     EUR      73.57
DZ Bank AG Deutsch   10.25   8/28/2015     EUR      58.35
Commerzbank AG       14.50  10/22/2015     EUR      70.76
Commerzbank AG       13.50   1/21/2016     EUR      72.76
LBBW                  3.00  10/28/2016     EUR      72.30
Commerzbank AG       14.75   1/21/2016     EUR      74.04
Commerzbank AG       10.25   1/21/2016     EUR      65.30
Commerzbank AG        7.25   1/21/2016     EUR      68.49
DZ Bank AG Deutsch   10.50   9/23/2015     EUR      69.32
Commerzbank AG        2.00    2/3/2016     EUR      59.53
BNP Paribas Emissi   13.00   9/24/2015     EUR      73.90
BNP Paribas Emissi   16.00   9/24/2015     EUR      71.66
BNP Paribas Emissi   19.00   9/24/2015     EUR      69.63
BNP Paribas Emissi   11.00  12/24/2015     EUR      75.89
BNP Paribas Emissi   15.00  12/24/2015     EUR      72.42
BNP Paribas Emissi   10.00   6/23/2016     EUR      75.93
Vontobel Financial   14.20   9/25/2015     EUR      74.21
HSBC Trinkaus & Bu   10.70   2/26/2016     EUR      69.94
Deutsche Bank AG      5.50  12/22/2015     EUR      70.90
Deutsche Bank AG      5.50  12/22/2015     EUR      64.80
Deutsche Bank AG      5.50   3/22/2016     EUR      66.70
Deutsche Bank AG      5.50   6/21/2016     EUR      71.60
DZ Bank AG Deutsch   11.25  10/23/2015     EUR      67.23
UBS AG/London         6.75  12/28/2015     CHF      74.70
Deutsche Bank AG      5.50   3/22/2016     EUR      72.60
Deutsche Bank AG      5.50   6/21/2016     EUR      66.60
Deutsche Bank AG      5.50  12/22/2015     EUR      70.00
Deutsche Bank AG      5.50  12/22/2015     EUR      65.90
Deutsche Bank AG      5.50   3/22/2016     EUR      71.70
Deutsche Bank AG      5.50   3/22/2016     EUR      67.70
Deutsche Bank AG      5.50   6/21/2016     EUR      70.40
Deutsche Bank AG      5.50   6/21/2016     EUR      66.70
Oesterreichische V    5.03   6/11/2019     EUR      66.50
Oesterreichische V    5.20    4/1/2020     EUR      59.88
LBI HF                7.25    4/2/2011     EUR       2.77
LBI HF                7.00    4/2/2010     EUR       2.77
Oesterreichische V    5.23   12/5/2022     EUR      41.50
Oesterreichische V    5.21   12/6/2022     EUR      41.38
Oesterreichische V    5.00  12/12/2018     EUR      71.38
LBI HF                4.28  11/19/2010     EUR       2.77
LBI HF                4.53   4/24/2012     EUR       2.77
LBI HF                4.75   5/31/2013     EUR       2.77
Banca di Cividale     0.09   10/2/2036     EUR      62.04
Oesterreichische V    5.10    7/5/2022     EUR      43.50
NIBC Bank NV         25.98    5/7/2029     EUR      59.35
LBI HF                4.32   1/31/2010     EUR       2.77
LBI HF                2.14    2/3/2020     JPY       2.77
Municipality Finan    0.50   3/17/2025     CAD      72.06
LBI HF                4.08   3/16/2015     EUR       2.77
LBI HF                4.00   9/23/2015     EUR       2.77
Landeskreditbank B    0.50   5/10/2027     CAD      74.43
Eksportfinans ASA     0.25   7/14/2033     CAD      20.38
Oesterreichische V    1.93   7/20/2018     EUR      67.38
Oesterreichische V    1.29    3/1/2018     EUR      71.63
LBI HF                4.34    3/1/2011     EUR       2.77
Hypothekenbank Fra    0.26   6/30/2051     EUR      69.03
HSBC Bank PLC         0.50   11/9/2018     IDR      73.04
Arizk                 3.00  12/20/2030     RUB      39.36
Barclays Bank PLC     1.99   12/1/2040     USD      71.78
HSBC Bank PLC         0.50   2/24/2023     AUD      71.67
Barclays Bank PLC     1.64    6/3/2041     USD      68.80
Klaebu Sparebank      2.57                 NOK      69.58
Oesterreichische V    5.21   2/13/2026     EUR      29.00
Oesterreichische V    1.39   1/28/2019     EUR      61.13
Oesterreichische V    4.50  10/21/2020     EUR      53.38
Skue Sparebank        2.45                 NOK      75.33
LBI HF                1.68  12/22/2014     JPY       2.77
Oesterreichische V    1.55   5/18/2020     EUR      49.13
Oesterreichische V    1.55   5/18/2020     EUR      48.63
HSBC Bank PLC         0.50   7/30/2019     IDR      67.43
LBI HF                3.34   5/11/2012     EUR       2.77
LBI HF                6.75   2/18/2015     EUR       2.77
Haltdalen Spareban    2.55                 NOK      58.23
HSBC Bank PLC         0.50  12/20/2018     RUB      66.92
Societe Generale S    0.50  11/29/2022     AUD      74.30
HSBC Bank PLC         0.50    2/2/2023     AUD      69.93
HSBC Bank PLC         0.50    6/9/2023     MXN      64.69
Kommunalbanken AS     0.50   8/15/2018     BRL      71.41
Cooperatieve Centr    0.50   8/21/2028     MXN      45.65
Kommunalbanken AS     0.50   9/20/2018     BRL      70.14
Goldman Sachs & Co    7.00   1/20/2016     EUR      74.82
DZ Bank AG Deutsch   15.75   8/28/2015     EUR      74.51
HSBC Trinkaus & Bu    7.00  12/28/2015     EUR      69.77
HSBC Trinkaus & Bu    7.50   8/28/2015     EUR      67.57
HSBC Trinkaus & Bu    8.00   8/28/2015     EUR      55.12
HSBC Trinkaus & Bu    6.00   9/25/2015     EUR      74.28
HSBC Trinkaus & Bu    8.50   8/28/2015     EUR      68.14
Commerzbank AG       10.25   7/23/2015     EUR      69.45
Goldman Sachs & Co    9.00   8/26/2015     EUR      69.93
Goldman Sachs & Co    8.00   8/26/2015     EUR      67.49
Goldman Sachs & Co   10.00   8/26/2015     EUR      67.72
Goldman Sachs & Co   11.00   8/26/2015     EUR      67.84
Goldman Sachs & Co   11.00   8/26/2015     EUR      67.84
Goldman Sachs & Co   11.00   7/22/2015     EUR      66.81
Goldman Sachs & Co   11.00   7/22/2015     EUR      66.81
UniCredit Bank AG     4.25   8/14/2015     EUR      52.47
DZ Bank AG Deutsch    9.50   8/28/2015     EUR      69.61
Commerzbank AG        7.00   7/23/2015     EUR      74.98
Commerzbank AG        8.00   7/23/2015     EUR      73.03
Commerzbank AG        9.25   7/23/2015     EUR      71.21
Goldman Sachs & Co    6.00   7/22/2015     EUR      76.95
Goldman Sachs & Co    7.00   8/26/2015     EUR      74.79
Goldman Sachs & Co   14.00   8/26/2015     EUR      64.06
Goldman Sachs & Co   11.00   7/22/2015     EUR      66.81
Goldman Sachs & Co    5.00   8/26/2015     EUR      67.14
Goldman Sachs & Co    6.00   8/26/2015     EUR      67.25
DZ Bank AG Deutsch   10.75   8/28/2015     EUR      67.89
DZ Bank AG Deutsch    8.00  12/28/2015     EUR      71.40
Commerzbank AG       16.00   7/23/2015     EUR      52.43
Commerzbank AG       12.75   7/23/2015     EUR      74.12
HSBC Trinkaus & Bu    6.30   9/25/2015     EUR      73.10
HSBC Trinkaus & Bu   10.40  12/28/2015     EUR      67.78
HSBC Trinkaus & Bu    6.60  12/28/2015     EUR      73.70
HSBC Trinkaus & Bu   13.20  11/27/2015     EUR      64.75
HSBC Trinkaus & Bu   20.20   9/25/2015     EUR      75.43
Leonteq Securities   11.00  12/15/2015     USD      54.58
Commerzbank AG        7.50  12/24/2015     EUR      76.26
Commerzbank AG        9.50  12/24/2015     EUR      73.50
Goldman Sachs & Co    6.00   1/20/2016     EUR      71.92
Goldman Sachs & Co    6.00   1/20/2016     EUR      71.92
Goldman Sachs & Co    8.00   1/20/2016     EUR      72.96
Goldman Sachs & Co   10.00   1/20/2016     EUR      74.00
Goldman Sachs & Co   10.00   1/20/2016     EUR      74.00
Goldman Sachs & Co   10.00   1/20/2016     EUR      74.00
Goldman Sachs & Co    6.00   6/22/2016     EUR      71.86
Goldman Sachs & Co    8.00   6/22/2016     EUR      73.73
Goldman Sachs & Co    7.00   6/22/2016     EUR      72.80
Goldman Sachs & Co   10.00   6/22/2016     EUR      75.61
UniCredit Bank AG     4.50  12/24/2015     EUR      72.00
DZ Bank AG Deutsch    6.00   3/29/2016     EUR      69.29
LBBW                  2.50   7/22/2016     EUR      59.99
LBBW                  3.50   7/22/2016     EUR      58.02
LBBW                  4.00   7/22/2016     EUR      73.59
LBBW                  3.90   9/22/2017     EUR      71.94
LBBW                  4.50  10/23/2015     EUR      75.86
LBBW                  4.50  10/23/2015     EUR      75.75
Goldman Sachs Inte    1.00   12/5/2017     SEK      11.41
Commerzbank AG        3.00   12/3/2015     EUR      63.61
Atomenergoprom JSC   11.90   6/25/2025     RUB     130.00
Lehman Brothers Tr    1.28   11/6/2010     JPY      19.13
Lehman Brothers Tr    8.60   7/31/2013     GBP       4.83
Lehman Brothers Tr    8.28   7/31/2013     GBP       4.83
Lehman Brothers Tr    7.50   7/31/2013     GBP       4.83
Lehman Brothers Tr    7.32   7/31/2013     GBP       4.83
UBS AG/London        24.50   3/29/2016     EUR      72.70
UBS AG/London        22.25   6/24/2016     EUR      59.82
UBS AG/London        23.00  12/29/2015     EUR      75.05
UBS AG/London         7.75  12/22/2017     EUR      73.30
UBS AG/London        24.75   3/29/2016     EUR      57.60
UBS AG/London        18.50  12/29/2015     EUR      59.70
UBS AG/London         5.75   6/24/2016     EUR      76.09
UBS AG/London         9.00  12/29/2015     EUR      59.42
UBS AG/London        14.75   9/25/2015     EUR      59.44
Vontobel Financial    6.55    9/4/2015     EUR      78.90
HSBC Trinkaus & Bu   13.00   9/25/2015     EUR      61.41
HSBC Trinkaus & Bu    9.00   9/25/2015     EUR      66.29
Raiffeisen Centrob   10.59   7/22/2015     EUR      77.54
Raiffeisen Centrob    6.95   1/20/2016     EUR      73.11
Commerzbank AG        7.25   6/23/2016     EUR      75.08
Commerzbank AG        8.00   6/23/2016     EUR      74.18
DZ Bank AG Deutsch    7.10    8/7/2015     EUR      66.74
DZ Bank AG Deutsch    9.10    8/7/2015     EUR      63.06
Leonteq Securities   13.00    9/2/2015     CHF      51.34
Notenstein Privatb    9.10   8/29/2016     CHF      59.80
Bank Julius Baer &    7.00   8/28/2015     USD      55.40
Commerzbank AG        9.00   7/23/2015     EUR      58.55
Vontobel Financial    8.00   8/28/2015     EUR      63.79
DZ Bank AG Deutsch    6.50   8/28/2015     EUR      64.21
DZ Bank AG Deutsch    5.00   8/28/2015     EUR      67.69
DZ Bank AG Deutsch    6.00   8/28/2015     EUR      64.56
Vontobel Financial    9.20   9/25/2015     EUR      73.05
Commerzbank AG        6.75   6/23/2016     EUR      76.29
UBS AG/London         7.50   8/13/2015     CHF      37.78
Commerzbank AG        7.00   8/13/2015     EUR      65.10
Vontobel Financial    5.00   9/23/2016     EUR      70.39
DZ Bank AG Deutsch    5.25   9/25/2015     EUR      68.10
DZ Bank AG Deutsch    5.25  12/28/2015     EUR      68.46
Leonteq Securities   15.20   12/2/2015     CHF      50.28
Leonteq Securities   20.00   12/8/2015     USD      35.77
BNP Paribas Emissi    5.00   9/24/2015     EUR      72.18
BNP Paribas Emissi    6.00   9/24/2015     EUR      68.16
BNP Paribas Emissi    6.00  12/24/2015     EUR      68.70
BNP Paribas Emissi    7.25  12/24/2015     EUR      65.71
BNP Paribas Emissi    8.50  12/24/2015     EUR      63.01
BNP Paribas Emissi    6.75   9/24/2015     EUR      75.35
Credit Suisse AG/N   10.25   8/28/2015     USD      50.02
HSBC Trinkaus & Bu   10.00   9/25/2015     EUR      68.64
HSBC Trinkaus & Bu    6.50  12/28/2015     EUR      74.22
HSBC Trinkaus & Bu    7.00   8/28/2015     EUR      72.27
HSBC Trinkaus & Bu    8.50   8/28/2015     EUR      61.19
DekaBank Deutsche     3.40   6/10/2016     EUR      64.97
Credit Suisse AG/L    7.00   8/27/2015     CHF      75.48
Credit Suisse AG/N    8.50   2/29/2016     USD      63.16
HSBC Trinkaus & Bu    6.50   9/25/2015     EUR      64.89
Commerzbank AG        8.50   7/23/2015     EUR      67.71
BNP Paribas Emissi    7.50   9/24/2015     EUR      64.64
BNP Paribas Emissi    9.00   9/24/2015     EUR      61.50
BNP Paribas Emissi    5.00  12/24/2015     EUR      72.08
BNP Paribas Emissi    6.25  12/24/2015     EUR      76.69
Commerzbank AG        7.25   7/23/2015     EUR      65.35
Bank Julius Baer &    6.90   8/14/2015     EUR      70.50
Goldman Sachs & Co    7.00   8/26/2015     EUR      69.66
Notenstein Privatb    9.10   8/29/2016     CHF      42.79
Credit Suisse AG/L   11.00   8/28/2015     USD      40.72
Commerzbank AG       24.25   7/23/2015     EUR      51.28
Leonteq Securities   11.00   8/25/2015     USD      55.15
Lehman Brothers Tr    3.20   3/19/2018     JPY       4.83
HSBC Trinkaus & Bu    7.60   9/25/2015     EUR      70.30
HSBC Trinkaus & Bu    7.10  12/28/2015     EUR      71.92
HSBC Trinkaus & Bu    6.50  12/28/2015     EUR      71.64
HSBC Trinkaus & Bu    6.10  12/28/2015     EUR      71.46
HSBC Trinkaus & Bu    7.80   9/25/2015     EUR      58.34
HSBC Trinkaus & Bu    6.90   9/25/2015     EUR      58.16
HSBC Trinkaus & Bu    8.10  12/28/2015     EUR      60.09
HSBC Trinkaus & Bu    6.10  12/28/2015     EUR      59.17
HSBC Trinkaus & Bu    8.40   9/25/2015     EUR      71.46
HSBC Trinkaus & Bu    7.80   9/25/2015     EUR      71.34
HSBC Trinkaus & Bu    7.90  12/28/2015     EUR      72.79
HSBC Trinkaus & Bu    7.50  12/28/2015     EUR      72.61
HSBC Trinkaus & Bu    7.00  12/28/2015     EUR      72.38
HSBC Trinkaus & Bu    5.90  12/28/2015     EUR      71.87
Leonteq Securities    4.68   8/29/2017     CHF      74.42
Deutsche Bank AG      7.20   8/26/2015     EUR      75.00
Deutsche Bank AG      5.20   8/26/2015     EUR      72.10
Deutsche Bank AG      7.20   8/26/2015     EUR      72.40
Deutsche Bank AG      5.20  10/21/2015     EUR      75.40
Deutsche Bank AG      7.20  10/21/2015     EUR      76.00
Deutsche Bank AG      6.20  10/21/2015     EUR      73.10
Deutsche Bank AG      5.20  10/21/2015     EUR      72.80
Commerzbank AG        6.50   8/27/2015     EUR      73.61
Commerzbank AG        7.50   8/27/2015     EUR      71.81
Commerzbank AG        8.50   8/27/2015     EUR      70.10
Commerzbank AG        9.75   8/27/2015     EUR      68.54
HSBC Trinkaus & Bu    8.70   7/24/2015     EUR      73.46
HSBC Trinkaus & Bu   11.50   9/25/2015     EUR      69.36
Vontobel Financial    6.45   9/11/2015     EUR      62.24
Vontobel Financial    8.05   9/11/2015     EUR      60.38
Vontobel Financial    5.10   9/11/2015     EUR      64.30
Vontobel Financial    5.10   9/11/2015     EUR      74.67
Vontobel Financial    7.00  12/11/2015     EUR      71.66
BNP Paribas Emissi    5.10  10/21/2015     EUR      69.99
Leonteq Securities    9.50    9/8/2016     USD      58.41
Leonteq Securities    8.64    9/8/2016     CHF      58.94
DZ Bank AG Deutsch    5.00   9/25/2015     EUR      75.05
DZ Bank AG Deutsch    8.50   9/25/2015     EUR      69.75
UBS AG/London        11.25   8/27/2015     CHF      38.30
Commerzbank AG        8.75   8/27/2015     EUR      57.81
Commerzbank AG       10.75   8/27/2015     EUR      55.21
Commerzbank AG       10.25   8/27/2015     EUR      71.81
Commerzbank AG       14.00   8/27/2015     EUR      69.61
Commerzbank AG       17.25   8/27/2015     EUR      61.56
Commerzbank AG       20.50   8/27/2015     EUR      55.20
Commerzbank AG       23.75   8/27/2015     EUR      49.89
Commerzbank AG        6.25   8/27/2015     EUR      63.79
Commerzbank AG        8.25   8/27/2015     EUR      60.79
Bank Julius Baer &    7.00   9/12/2016     CHF      75.75
UniCredit Bank AG     4.50   9/24/2015     EUR      62.68
UniCredit Bank AG     4.00   9/24/2015     EUR      64.49
UniCredit Bank AG     5.60   9/24/2015     EUR      60.23
UniCredit Bank AG     4.25   9/24/2015     EUR      67.85
UniCredit Bank AG     4.50   9/24/2015     EUR      66.64
UniCredit Bank AG     4.00   9/24/2015     EUR      69.16
UniCredit Bank AG     5.20   9/24/2015     EUR      64.33
UniCredit Bank AG     5.60   9/24/2015     EUR      63.28
UniCredit Bank AG     6.25   9/24/2015     EUR      61.22
Commerzbank AG        6.75   8/27/2015     EUR      60.72
Vontobel Financial    6.40   9/25/2015     EUR      72.50
DZ Bank AG Deutsch    5.70    9/7/2015     EUR      62.63
Notenstein Privatb    5.04   8/28/2017     CHF      74.28
Notenstein Privatb   10.00    9/5/2016     CHF      57.97
Commerzbank AG        6.50   8/27/2015     EUR      68.68
Goldman Sachs & Co   16.00   7/22/2015     EUR      62.78
Goldman Sachs & Co    8.00   8/26/2015     EUR      72.29
HSBC Trinkaus & Bu    6.70   9/25/2015     EUR      70.12
HSBC Trinkaus & Bu    6.00   9/25/2015     EUR      69.98
HSBC Trinkaus & Bu    8.50   9/25/2015     EUR      58.47
HSBC Trinkaus & Bu    7.60  12/28/2015     EUR      59.86
HSBC Trinkaus & Bu    7.00  12/28/2015     EUR      59.58
HSBC Trinkaus & Bu    7.10   9/25/2015     EUR      71.20
Deutsche Bank AG      6.20   8/26/2015     EUR      72.20
Deutsche Bank AG      6.20  10/21/2015     EUR      75.70
Deutsche Bank AG      7.20  10/21/2015     EUR      73.40
Commerzbank AG        5.50   8/27/2015     EUR      75.52
HSBC Trinkaus & Bu    6.00  12/28/2015     EUR      65.11
HSBC Trinkaus & Bu    6.00  12/28/2015     EUR      71.45
Commerzbank AG        6.00   8/27/2015     EUR      76.13
Commerzbank AG        9.25   8/27/2015     EUR      72.64
Commerzbank AG       11.75   8/27/2015     EUR      69.40
Notenstein Privatb    7.20    9/3/2015     EUR      48.03
Credit Suisse AG/L    7.50   9/10/2015     CHF      75.28
Vontobel Financial    7.80   9/11/2015     EUR      70.01
DZ Bank AG Deutsch    7.75   9/25/2015     EUR      61.53
DZ Bank AG Deutsch    7.00  12/28/2015     EUR      63.34
Commerzbank AG        5.75   8/27/2015     EUR      67.12
Commerzbank AG        7.75   8/27/2015     EUR      63.86
Commerzbank AG       10.00   8/27/2015     EUR      60.99
Bank Julius Baer &    7.40    9/9/2015     CHF      39.30
UniCredit Bank AG     5.00   9/24/2015     EUR      65.50
UniCredit Bank AG     6.00   9/24/2015     EUR      62.25
UniCredit Bank AG     5.00   9/24/2015     EUR      61.85
UniCredit Bank AG     6.00   9/24/2015     EUR      59.45
UniCredit Bank AG     4.25   9/24/2015     EUR      63.58
Vontobel Financial    5.80  12/28/2015     EUR      73.85
HSBC Trinkaus & Bu    6.00  12/28/2015     EUR      77.32
HSBC Trinkaus & Bu    6.00  12/28/2015     EUR      58.06
HSBC Trinkaus & Bu    8.90   7/24/2015     EUR      69.20
HSBC Trinkaus & Bu    8.00  10/23/2015     EUR      71.13
HSBC Trinkaus & Bu    7.40  12/28/2015     EUR      72.22
HSBC Trinkaus & Bu    6.00  12/28/2015     EUR      40.69
Lehman Brothers Tr    3.00   9/13/2010     JPY      19.13
Lehman Brothers Tr    9.25   6/20/2012     USD       4.83
BNP Paribas Emissi    7.25  10/22/2015     EUR      64.91
BNP Paribas Emissi    7.00   1/21/2016     EUR      65.99
Goldman Sachs & Co   11.00   9/23/2015     EUR      64.58
Goldman Sachs & Co   11.00   9/23/2015     EUR      64.58
Goldman Sachs & Co   11.00   9/23/2015     EUR      64.58
Goldman Sachs & Co   11.00  10/21/2015     EUR      65.43
Goldman Sachs & Co   11.00  10/21/2015     EUR      65.43
Goldman Sachs & Co    9.00   3/23/2016     EUR      68.59
Goldman Sachs & Co    9.00   3/23/2016     EUR      68.59
Goldman Sachs & Co    9.00   3/23/2016     EUR      68.59
Notenstein Privatb    5.50   9/26/2016     CHF      60.21
Notenstein Privatb    5.00   9/26/2016     CHF      61.28
DZ Bank AG Deutsch    5.50   2/26/2016     EUR      66.39
UBS AG               21.75  12/29/2015     EUR      59.86
UBS AG               18.75   3/29/2016     EUR      70.19
Credit Suisse AG/L    7.00   11/2/2015     CHF      68.45
Credit Suisse AG/N    8.63   11/2/2015     CHF      75.55
UBS AG               11.50   6/24/2016     EUR      71.04
UBS AG               17.25   6/24/2016     EUR      72.94
Zurcher Kantonalba   14.00   7/29/2015     EUR      66.93
UBS AG               21.50   3/29/2016     EUR      73.74
UBS AG               23.75  12/29/2015     EUR      66.61
UBS AG               10.25   6/24/2016     EUR      73.74
UBS AG               16.25   6/24/2016     EUR      74.89
UBS AG               13.25   6/24/2016     EUR      73.74
Leonteq Securities   11.60   8/12/2015     USD      54.19
LBBW                  6.00  10/23/2015     EUR      75.19
HSBC Trinkaus & Bu    6.50   9/25/2015     EUR      75.12
UBS AG               13.25  12/29/2015     EUR      57.09
UBS AG                8.75   9/25/2015     EUR      69.61
Credit Suisse AG/N    7.50  11/16/2015     CHF      71.73
UBS AG                6.50  12/29/2015     EUR      75.24
Raiffeisen Centrob   10.78   7/22/2015     EUR      71.91
Raiffeisen Centrob    9.12   7/22/2015     EUR      69.66
Raiffeisen Centrob    8.24   1/20/2016     EUR      70.11
HSBC Trinkaus & Bu    6.00   12/6/2016     EUR      69.76
DZ Bank AG Deutsch    7.25   9/11/2015     EUR      68.46
DZ Bank AG Deutsch    7.75   9/11/2015     EUR      68.54
Credit Suisse AG/N    7.50  11/23/2015     CHF      72.25
Vontobel Financial    6.50   9/11/2015     EUR      72.26
Vontobel Financial    8.90   9/11/2015     EUR      67.89
Vontobel Financial   10.45   9/11/2015     EUR      62.75
Vontobel Financial    8.65   9/11/2015     EUR      65.69
Vontobel Financial    6.95   9/11/2015     EUR      69.00
Vontobel Financial    5.35   9/11/2015     EUR      72.74
Vontobel Financial    4.00   9/11/2015     EUR      76.99
Vontobel Financial    7.80   9/11/2015     EUR      64.59
Notenstein Privatb    6.60   5/19/2016     CHF      74.83
Vontobel Financial    4.55   9/11/2015     EUR      68.78
Zurcher Kantonalba    9.20   8/24/2015     CHF      72.15
Leonteq Securities    6.70    6/6/2016     USD      60.40
DZ Bank AG Deutsch    7.00   9/25/2015     EUR      68.87
HSBC Trinkaus & Bu    7.00   9/25/2015     EUR      65.80
Raiffeisen Centrob    7.24   7/22/2015     EUR      73.02
Bank Julius Baer &    7.30   1/19/2016     CHF      65.25
Raiffeisen Centrob    9.87   7/22/2015     EUR      67.38
Deutsche Bank AG      7.20   9/22/2015     EUR      75.90
Deutsche Bank AG      5.20   9/22/2015     EUR      71.30
Goldman Sachs & Co    8.00   9/23/2015     EUR      69.47
Credit Suisse AG/L    7.60  10/15/2015     CHF      60.08
Raiffeisen Centrob    8.56   7/22/2015     EUR      67.13
Bank Julius Baer &    7.50   1/19/2016     USD      65.00
Raiffeisen Centrob    7.90   7/22/2015     EUR      74.02
Deutsche Bank AG      6.20   9/22/2015     EUR      75.70
DZ Bank AG Deutsch    6.00   7/10/2015     EUR      69.62
UBS AG               24.00  12/29/2015     EUR      57.05
UBS AG               19.25   3/29/2016     EUR      63.59
UBS AG               19.75   6/24/2016     EUR      63.99
UBS AG               18.00   6/24/2016     EUR      66.10
Goldman Sachs & Co    9.00   9/23/2015     EUR      73.59
Goldman Sachs & Co   12.00   9/23/2015     EUR      66.55
UBS AG               17.50   6/24/2016     EUR      62.54
UBS AG               21.75   3/29/2016     EUR      56.98
UBS AG               24.50   9/25/2015     EUR      69.32
UBS AG               24.50  12/29/2015     EUR      69.56
UBS AG               22.00  12/29/2015     EUR      64.26
UBS AG               19.75   3/29/2016     EUR      68.21
UBS AG               22.50  12/29/2015     EUR      69.80
UBS AG               23.75  12/29/2015     EUR      49.17
UBS AG               22.25   3/29/2016     EUR      66.99
UBS AG               20.00  12/29/2015     EUR      52.92
UBS AG               24.50   9/25/2015     EUR      74.78
UBS AG               22.75   9/25/2015     EUR      48.13
UBS AG               21.25   3/29/2016     EUR      64.33
UBS AG               25.00  12/29/2015     EUR      62.59
UBS AG               25.00   9/25/2015     EUR      59.01
UBS AG               23.00  12/29/2015     EUR      53.54
UBS AG               24.25  12/29/2015     EUR      69.52
UBS AG               16.50   6/24/2016     EUR      63.87
UBS AG               21.25   3/29/2016     EUR      61.17
Goldman Sachs & Co    5.00   7/22/2015     EUR      76.34
Goldman Sachs & Co    7.00   7/22/2015     EUR      71.88
Goldman Sachs & Co    8.00   7/22/2015     EUR      67.70
Goldman Sachs & Co   10.00   7/22/2015     EUR      64.17
Goldman Sachs & Co   12.00   7/22/2015     EUR      60.99
Goldman Sachs & Co    6.00  12/23/2015     EUR      74.46
Goldman Sachs & Co    8.00  12/23/2015     EUR      71.46
Goldman Sachs & Co   10.00  12/23/2015     EUR      65.60
Raiffeisen Centrob    5.60   6/15/2016     EUR      73.16
Goldman Sachs & Co    7.00   7/22/2015     EUR      74.14
Goldman Sachs & Co    8.00   7/22/2015     EUR      71.52
Goldman Sachs & Co    9.00   7/22/2015     EUR      69.09
DZ Bank AG Deutsch    8.00   9/11/2015     EUR      67.35
Goldman Sachs & Co   11.00   7/22/2015     EUR      66.83
DZ Bank AG Deutsch    6.75   9/11/2015     EUR      67.15
Goldman Sachs & Co    6.00  12/23/2015     EUR      76.61
Goldman Sachs & Co    7.00  12/23/2015     EUR      74.50
Goldman Sachs & Co    8.00  12/23/2015     EUR      72.54
Goldman Sachs & Co    9.00  12/23/2015     EUR      70.71
DZ Bank AG Deutsch    5.25   9/11/2015     EUR      68.10
DZ Bank AG Deutsch    4.20   9/11/2015     EUR      76.65
DZ Bank AG Deutsch    4.90   9/11/2015     EUR      74.31
DZ Bank AG Deutsch    5.80   9/11/2015     EUR      72.01
DZ Bank AG Deutsch    5.75   9/25/2015     EUR      68.95
Vontobel Financial    6.05   9/25/2015     EUR      64.27
Vontobel Financial    4.40   9/25/2015     EUR      68.60
Barclays Bank PLC     4.17    1/5/2017     EUR      69.00
Leonteq Securities   12.20   7/22/2015     USD      59.70
Vontobel Financial    5.00    5/6/2016     EUR      71.20
Goldman Sachs & Co    6.00   9/23/2015     EUR      70.06
Goldman Sachs & Co    5.00   9/23/2015     EUR      77.32
Goldman Sachs & Co    6.00   9/23/2015     EUR      73.07
Goldman Sachs & Co    7.00   9/23/2015     EUR      69.28
BNP Paribas Emissi   10.00   7/23/2015     EUR      57.24
BNP Paribas Emissi    8.00   7/23/2015     EUR      57.80
Leonteq Securities    6.89  12/30/2015     USD      64.05
Goldman Sachs & Co   10.00   9/23/2015     EUR      63.04
Goldman Sachs & Co   11.00   9/23/2015     EUR      60.32
UBS AG                8.50   6/24/2016     EUR      76.33
UBS AG                9.50  12/29/2015     EUR      60.01
UBS AG               14.75   3/29/2016     EUR      62.89
UBS AG               12.25   9/25/2015     EUR      73.49
UniCredit Bank AG     5.50   7/23/2015     EUR      41.31
UniCredit Bank AG     5.00   7/23/2015     EUR      42.84
UniCredit Bank AG     5.50   7/23/2015     EUR      66.44
UniCredit Bank AG     5.20   7/23/2015     EUR      68.27
UniCredit Bank AG     4.80   7/23/2015     EUR      70.20
UBS AG                8.50  12/29/2015     EUR      71.69
UniCredit Bank AG     5.50   7/23/2015     EUR      71.62
DekaBank Deutsche     3.20   5/20/2016     EUR      73.24
UBS AG                7.25  12/29/2015     EUR      71.24
UBS AG               10.75  12/29/2015     EUR      67.45
Goldman Sachs & Co    6.00  11/25/2015     EUR      71.07
Goldman Sachs & Co    7.00  11/25/2015     EUR      71.43
Goldman Sachs & Co   10.00  11/25/2015     EUR      72.53
Goldman Sachs & Co   12.00  11/25/2015     EUR      71.12
Leonteq Securities   12.40   4/27/2016     CHF      58.59
Leonteq Securities   10.40   4/27/2016     CHF      64.06
Bank Julius Baer &   11.00  10/14/2015     CHF      46.60
UBS AG/London         7.50  10/15/2015     CHF      47.69
Commerzbank AG        9.50  10/22/2015     EUR      76.22
Commerzbank AG       10.50  10/22/2015     EUR      74.65
Leonteq Securities    5.20   11/7/2016     CHF      58.55
UniCredit Bank AG     5.00  11/26/2015     EUR      74.38
UniCredit Bank AG     5.50  11/26/2015     EUR      72.05
UniCredit Bank AG     4.65  11/26/2015     EUR      76.87
UniCredit Bank AG     4.75  11/26/2015     EUR      76.23
Commerzbank AG        5.50   7/23/2015     EUR      57.57
Commerzbank AG        9.00   7/23/2015     EUR      53.06
HSBC Trinkaus & Bu   12.00   9/25/2015     EUR      68.63
Leonteq Securities   13.40   1/14/2016     CHF      75.52
Zurcher Kantonalba    7.02   10/9/2015     CHF      53.15
Zurcher Kantonalba   11.03    8/7/2015     CHF      48.20
Commerzbank AG        6.75   7/23/2015     EUR      58.83
Vontobel Financial    7.05  10/23/2015     EUR      68.45
Vontobel Financial    9.75  10/23/2015     EUR      65.02
Vontobel Financial    4.75  10/23/2015     EUR      72.54
Notenstein Privatb    4.00    2/1/2016     EUR      58.30
Leonteq Securities   13.60    1/6/2016     CHF      61.60
UBS AG/London         5.00   7/31/2015     CHF      63.06
Vontobel Financial    7.30   7/10/2015     EUR      71.82
Vontobel Financial    4.10  12/11/2015     EUR      75.45
Vontobel Financial    4.05   3/11/2016     EUR      76.28
Vontobel Financial   27.40   9/25/2015     EUR      76.51
Vontobel Financial   27.95   9/25/2015     EUR      70.00
Leonteq Securities    8.00   8/15/2016     CHF      71.62
Leonteq Securities    9.60  11/18/2015     CHF      58.97
Leonteq Securities    9.00    4/8/2016     USD      14.32
Deutsche Bank AG      3.20   9/22/2015     EUR      74.70
Deutsche Bank AG      3.20   9/22/2015     EUR      72.10
Deutsche Bank AG      3.20   9/22/2015     EUR      69.60
Deutsche Bank AG      3.20  12/22/2015     EUR      75.30
Deutsche Bank AG      3.20  12/22/2015     EUR      72.70
Deutsche Bank AG      3.20  12/22/2015     EUR      70.30
UBS AG/London        24.25  12/29/2015     EUR      72.39
UBS AG/London         9.00   9/25/2015     EUR      54.18
UBS AG/London        14.00  12/23/2016     EUR      69.75
UBS AG/London        23.75   6/24/2016     EUR      70.25
UBS AG/London         9.00  12/29/2015     EUR      75.73
UBS AG/London        13.25   6/24/2016     EUR      71.82
UniCredit Bank AG     6.00   9/24/2015     EUR      67.75
DZ Bank AG Deutsch    5.60   10/7/2015     EUR      53.31
UniCredit Bank AG     5.50   9/24/2015     EUR      69.96
UniCredit Bank AG     6.50   9/24/2015     EUR      65.71
UniCredit Bank AG     5.00   9/24/2015     EUR      72.29
Credit Suisse AG/N    8.38  10/15/2015     USD      69.26
UniCredit Bank AG     4.50   9/24/2015     EUR      74.81
DZ Bank AG Deutsch    7.50   9/25/2015     EUR      55.66
DZ Bank AG Deutsch    5.75   8/28/2015     EUR      68.75
DZ Bank AG Deutsch   10.00   8/28/2015     EUR      63.27
DZ Bank AG Deutsch    8.25   7/24/2015     EUR      53.17
DZ Bank AG Deutsch    7.25   9/25/2015     EUR      71.71
Vontobel Financial    9.70   9/11/2015     EUR      69.87
Vontobel Financial    7.25  12/11/2015     EUR      73.92
Vontobel Financial    8.65  12/11/2015     EUR      71.67
Vontobel Financial    5.50   8/14/2015     EUR      57.58
Commerzbank AG        5.00   9/24/2015     EUR      72.95
Vontobel Financial    7.25  12/28/2015     EUR      74.51
Vontobel Financial    7.00  10/30/2015     EUR      75.10
Commerzbank AG        5.75   9/24/2015     EUR      76.60
Commerzbank AG        6.75   9/24/2015     EUR      74.74
Commerzbank AG        7.75   9/24/2015     EUR      73.01
Commerzbank AG        7.75   9/24/2015     EUR      75.30
Commerzbank AG        9.50   9/24/2015     EUR      56.35
Commerzbank AG       11.50   9/24/2015     EUR      53.88
Commerzbank AG       13.75   9/24/2015     EUR      51.74
BNP Paribas Emissi    9.00   1/21/2016     EUR      58.18
Deutsche Bank AG     10.00   7/22/2015     EUR      62.80
Deutsche Bank AG     10.00   8/26/2015     EUR      63.80
Deutsche Bank AG     10.00   9/22/2015     EUR      64.50
Deutsche Bank AG     10.00  10/21/2015     EUR      65.30
Deutsche Bank AG     10.00  11/25/2015     EUR      66.20
Deutsche Bank AG     10.00  12/22/2015     EUR      67.00
UBS AG/London        10.25   9/25/2015     EUR      49.44
UBS AG/London        24.75   9/25/2015     EUR      65.90
Leonteq Securities   14.00  10/20/2015     CHF      68.47
Leonteq Securities    9.00  10/20/2015     CHF      53.97
HSBC Trinkaus & Bu   17.10   9/25/2015     EUR      43.51
HSBC Trinkaus & Bu   13.40   9/25/2015     EUR      45.97
HSBC Trinkaus & Bu   12.80   7/24/2015     EUR      45.52
HSBC Trinkaus & Bu   11.30  10/23/2015     EUR      48.06
Goldman Sachs & Co   15.00   7/22/2015     EUR      77.16
Goldman Sachs & Co   17.00   7/22/2015     EUR      74.36
Goldman Sachs & Co   16.00   8/26/2015     EUR      75.86
Goldman Sachs & Co   15.00   9/23/2015     EUR      76.96
Commerzbank AG        8.50  10/22/2015     EUR      75.71
DZ Bank AG Deutsch   10.00   9/25/2015     EUR      74.18
DZ Bank AG Deutsch    7.75  12/28/2015     EUR      75.43
DZ Bank AG Deutsch    7.75  11/27/2015     EUR      61.73
Leonteq Securities    9.07    5/3/2016     GBP      66.05
UBS AG/London         9.06  10/23/2015     CHF      52.00
UBS AG/London        12.88  10/23/2015     CHF      53.15
UBS AG/London         7.54  10/23/2015     CHF      61.65
Commerzbank AG        8.00  10/22/2015     EUR      74.76
HSBC Trinkaus & Bu   11.00   7/24/2015     EUR      74.36
HSBC Trinkaus & Bu    9.50  10/23/2015     EUR      76.60
HSBC Trinkaus & Bu   13.50   7/24/2015     EUR      51.97
HSBC Trinkaus & Bu   11.60  10/23/2015     EUR      54.69
Leonteq Securities   12.40    2/3/2016     CHF      62.82
Deutsche Bank AG      6.20   9/22/2015     EUR      74.20
Deutsche Bank AG      5.20   9/22/2015     EUR      70.90
Deutsche Bank AG      5.20   9/22/2015     EUR      57.90
Deutsche Bank AG      7.20   9/22/2015     EUR      58.30
Deutsche Bank AG      6.20   9/22/2015     EUR      58.10
Deutsche Bank AG      5.20   9/22/2015     EUR      55.10
Deutsche Bank AG      7.20   9/22/2015     EUR      52.90
Vontobel Financial    5.05   7/10/2015     EUR      54.91
Deutsche Bank AG      3.20   7/22/2015     EUR      77.00
Deutsche Bank AG      3.20   7/22/2015     EUR      74.20
Deutsche Bank AG      3.20   8/26/2015     EUR      77.30
Deutsche Bank AG      3.20   8/26/2015     EUR      74.50
Deutsche Bank AG      3.20  10/21/2015     EUR      74.90
Deutsche Bank AG      3.20  11/25/2015     EUR      75.10
UniCredit Bank AG     4.40  10/22/2015     EUR      70.06
DZ Bank AG Deutsch    8.75  10/23/2015     EUR      76.15
DZ Bank AG Deutsch    7.00  10/23/2015     EUR      58.23
Bank Julius Baer &   14.20  10/28/2015     CHF      51.45
Credit Suisse AG/N    5.00    6/6/2016     CHF      73.20
DZ Bank AG Deutsch    7.30   9/11/2015     EUR      70.05
UniCredit Bank AG     5.50   7/23/2015     EUR      53.80
UniCredit Bank AG     4.50   7/23/2015     EUR      58.37
UniCredit Bank AG     4.00   7/23/2015     EUR      60.07
Goldman Sachs & Co    6.00   7/22/2015     EUR      71.86
UniCredit Bank AG     5.50   7/23/2015     EUR      72.75
Goldman Sachs & Co    7.00  12/23/2015     EUR      71.01
UniCredit Bank AG     5.20   7/23/2015     EUR      75.48
Goldman Sachs & Co   11.00  12/23/2015     EUR      63.14
Goldman Sachs & Co   11.00  12/23/2015     EUR      67.46
Goldman Sachs & Co    4.00   7/22/2015     EUR      66.66
Goldman Sachs & Co    6.00   7/22/2015     EUR      66.70
Goldman Sachs & Co    7.00   7/22/2015     EUR      66.72
Goldman Sachs & Co   10.00   7/22/2015     EUR      66.79
Goldman Sachs & Co   10.00   7/22/2015     EUR      66.79
Goldman Sachs & Co   10.00   7/22/2015     EUR      66.79
Goldman Sachs & Co    5.00  12/23/2015     EUR      68.79
Goldman Sachs & Co    6.00  12/23/2015     EUR      69.23
Goldman Sachs & Co    7.00  12/23/2015     EUR      69.67
Goldman Sachs & Co    8.00  12/23/2015     EUR      70.11
Goldman Sachs & Co    8.00  12/23/2015     EUR      70.11
Goldman Sachs & Co    9.00  12/23/2015     EUR      70.56
Goldman Sachs & Co    9.00  12/23/2015     EUR      70.56
DZ Bank AG Deutsch    5.50   9/11/2015     EUR      76.25
Notenstein Privatb    6.10  12/30/2015     EUR      62.59
Credit Suisse AG/N    6.50   1/11/2016     CHF      72.23
Notenstein Privatb    6.50    7/2/2018     USD      73.65
DZ Bank AG Deutsch    7.25   7/24/2015     EUR      56.03
DZ Bank AG Deutsch    6.75   7/24/2015     EUR      71.95
DZ Bank AG Deutsch   16.00   7/24/2015     EUR      32.56
Vontobel Financial    5.50   7/24/2015     EUR      65.01
Credit Suisse AG/N    8.25   1/11/2016     CHF      42.38
Leonteq Securities    5.25    1/4/2016     CHF      71.57
Leonteq Securities    8.00    7/7/2016     USD      61.83
Vontobel Financial    7.60   9/11/2015     EUR      75.66
Vontobel Financial    9.35   9/11/2015     EUR      72.76
Vontobel Financial    5.85   9/25/2015     EUR      67.65
Notenstein Privatb    8.00   1/11/2016     EUR      68.53
Vontobel Financial    5.85   9/25/2015     EUR      72.39
UniCredit Bank AG     4.00   9/24/2015     EUR      80.00
UniCredit Bank AG     4.00   9/24/2015     EUR      38.00
UniCredit Bank AG     4.00   9/24/2015     EUR      72.11
UniCredit Bank AG     4.00   9/24/2015     EUR      38.87
Deutsche Bank AG      7.20  12/22/2015     EUR      71.40
Deutsche Bank AG      7.20  12/22/2015     EUR      67.90
Deutsche Bank AG      5.20  12/22/2015     EUR      67.00
Deutsche Bank AG      6.20   9/22/2015     EUR      65.90
Deutsche Bank AG      7.20   9/22/2015     EUR      69.70
Deutsche Bank AG      7.20   9/22/2015     EUR      62.90
Deutsche Bank AG      6.20  12/22/2015     EUR      71.00
Deutsche Bank AG      7.20  12/22/2015     EUR      64.70
Deutsche Bank AG      5.20  12/22/2015     EUR      70.50
Deutsche Bank AG      6.20   9/22/2015     EUR      62.70
Deutsche Bank AG      5.20   7/22/2015     EUR      72.50
Deutsche Bank AG      5.20   9/22/2015     EUR      62.50
Deutsche Bank AG      5.20   8/26/2015     EUR      77.50
Deutsche Bank AG      5.20   8/26/2015     EUR      68.90
Deutsche Bank AG      5.20   9/22/2015     EUR      69.30
Deutsche Bank AG      5.20   9/22/2015     EUR      65.70
Deutsche Bank AG      6.20  12/22/2015     EUR      67.50
Deutsche Bank AG      5.20  12/22/2015     EUR      63.80
Deutsche Bank AG      5.20   7/22/2015     EUR      77.00
Deutsche Bank AG      6.20   7/22/2015     EUR      77.00
Deutsche Bank AG      6.20   7/22/2015     EUR      72.50
Deutsche Bank AG      5.20  12/22/2015     EUR      68.90
Deutsche Bank AG      6.20   7/22/2015     EUR      68.50
Deutsche Bank AG      6.20   8/26/2015     EUR      73.10
Deutsche Bank AG      6.20  12/22/2015     EUR      64.20
Deutsche Bank AG      7.20   9/22/2015     EUR      66.10
Deutsche Bank AG      6.20  12/22/2015     EUR      69.40
Deutsche Bank AG      7.20   9/22/2015     EUR      70.40
Deutsche Bank AG      5.20   9/22/2015     EUR      67.70
Deutsche Bank AG      6.20  12/22/2015     EUR      71.70
Deutsche Bank AG      6.20  12/22/2015     EUR      76.60
Deutsche Bank AG      7.20  12/22/2015     EUR      69.80
Deutsche Bank AG      6.20   9/22/2015     EUR      67.90
Deutsche Bank AG      5.20  12/22/2015     EUR      76.20
Deutsche Bank AG      5.20   9/22/2015     EUR      70.00
Deutsche Bank AG      5.20  12/22/2015     EUR      71.20
Deutsche Bank AG      7.20  12/22/2015     EUR      74.50
Deutsche Bank AG      5.20  12/22/2015     EUR      73.60
Deutsche Bank AG      7.20   9/22/2015     EUR      68.10
Deutsche Bank AG      5.20   7/22/2015     EUR      68.40
Deutsche Bank AG      7.20  12/22/2015     EUR      77.10
Deutsche Bank AG      6.20   8/26/2015     EUR      77.60
Deutsche Bank AG      6.20  12/22/2015     EUR      74.10
Deutsche Bank AG      5.20   8/26/2015     EUR      72.90
Deutsche Bank AG      6.20   8/26/2015     EUR      69.10
Deutsche Bank AG      7.20  12/22/2015     EUR      72.10
Deutsche Bank AG      6.20   9/22/2015     EUR      70.20
Deutsche Bank AG      5.20   7/22/2015     EUR      74.20
Deutsche Bank AG      6.20   8/26/2015     EUR      74.90
Deutsche Bank AG      6.20   7/22/2015     EUR      74.30
Deutsche Bank AG      5.20   8/26/2015     EUR      74.70
Deutsche Bank AG      6.20   7/22/2015     EUR      77.10
Deutsche Bank AG      5.20   7/22/2015     EUR      77.10
Deutsche Bank AG      6.20   9/22/2015     EUR      69.50
Vontobel Financial    5.40   9/25/2015     EUR      75.70
Credit Suisse AG/N    8.50   7/20/2015     USD      54.39
Leonteq Securities    6.00   7/14/2015     USD      42.51
Deutsche Bank AG      5.20   9/22/2015     EUR      50.00
Deutsche Bank AG      5.20  12/22/2015     EUR      51.30
Deutsche Bank AG      6.20   9/22/2015     EUR      50.20
Deutsche Bank AG      7.20   9/22/2015     EUR      50.40
Deutsche Bank AG      7.20  12/22/2015     EUR      56.00
Deutsche Bank AG      7.20  12/22/2015     EUR      52.20
Deutsche Bank AG      6.20   9/22/2015     EUR      54.00
Deutsche Bank AG      5.20   9/22/2015     EUR      53.80
Deutsche Bank AG      7.20   9/22/2015     EUR      54.20
Deutsche Bank AG      5.20  12/22/2015     EUR      55.10
Bank Julius Baer &    6.00   7/17/2015     USD      74.85
Deutsche Bank AG      6.20  12/22/2015     EUR      51.80
Deutsche Bank AG      7.20   9/22/2015     EUR      55.50
Deutsche Bank AG      6.20   9/22/2015     EUR      55.30
BNP Paribas Emissi    7.00  10/22/2015     EUR      43.85
BNP Paribas Emissi    9.00  10/22/2015     EUR      58.95
Notenstein Privatb    7.50   6/23/2016     CHF      76.34
Raiffeisen Centrob    7.55   1/20/2016     EUR      64.06
Raiffeisen Centrob    5.98   1/20/2016     EUR      66.82
Raiffeisen Centrob    6.29   1/20/2016     EUR      61.80
Goldman Sachs & Co    8.00   7/22/2015     EUR      69.04
Goldman Sachs & Co   10.00   7/22/2015     EUR      76.45
Goldman Sachs & Co   13.00   7/22/2015     EUR      72.01
Goldman Sachs & Co   12.00   9/23/2015     EUR      74.23
Goldman Sachs & Co   11.00  12/23/2015     EUR      76.67
UniCredit Bank AG     5.25   9/24/2015     EUR      43.25
UniCredit Bank AG     4.25   9/24/2015     EUR      45.24
UniCredit Bank AG     5.40   9/24/2015     EUR      42.78
UniCredit Bank AG     6.75   9/24/2015     EUR      74.59
UniCredit Bank AG     5.20   9/24/2015     EUR      77.68
UniCredit Bank AG     4.00   9/24/2015     EUR      61.64
UniCredit Bank AG     4.50   9/24/2015     EUR      60.00
UniCredit Bank AG     6.50   9/24/2015     EUR      56.40
UniCredit Bank AG     5.50   9/24/2015     EUR      57.73
UniCredit Bank AG     5.75   9/24/2015     EUR      41.84
UniCredit Bank AG     7.50   9/24/2015     EUR      73.67
UniCredit Bank AG     6.00   9/24/2015     EUR      75.54
UniCredit Bank AG     4.80   9/24/2015     EUR      44.22
UniCredit Bank AG     5.00   9/24/2015     EUR      58.43
UniCredit Bank AG     5.50   9/24/2015     EUR      76.58
UniCredit Bank AG     4.90   9/24/2015     EUR      43.97
UniCredit Bank AG     4.75   9/24/2015     EUR      44.49
DZ Bank AG Deutsch    7.00   9/11/2015     EUR      76.88
DZ Bank AG Deutsch    6.25   9/11/2015     EUR      76.76
DZ Bank AG Deutsch    5.50   9/11/2015     EUR      76.64
Vontobel Financial    5.40   3/11/2016     EUR      70.09
Zurcher Kantonalba    8.80   1/14/2016     CHF      54.83
UBS AG                9.00    7/3/2017     CHF      63.67
UBS AG/London         3.80  12/23/2015     EUR      75.82
UBS AG/London         5.00  12/23/2015     EUR      72.31
Leonteq Securities    9.40   10/8/2015     USD      69.63
Banque Cantonale V    1.00    7/7/2016     CHF      26.09
Credit Suisse AG/L    4.00    1/4/2016     EUR      68.71
DZ Bank AG Deutsch    5.25   7/24/2015     EUR      68.18
DZ Bank AG Deutsch    9.25   7/24/2015     EUR      62.28
HSBC Trinkaus & Bu   10.50   9/25/2015     EUR      71.27
HSBC Trinkaus & Bu   12.00   9/25/2015     EUR      76.39
HSBC Trinkaus & Bu   11.00   9/25/2015     EUR      74.45
HSBC Trinkaus & Bu   12.50   9/25/2015     EUR      58.05
HSBC Trinkaus & Bu    8.50   9/25/2015     EUR      62.29
HSBC Trinkaus & Bu    6.50   7/24/2015     EUR      64.69
HSBC Trinkaus & Bu   15.00   9/25/2015     EUR      47.89
HSBC Trinkaus & Bu   12.00   9/25/2015     EUR      51.58
HSBC Trinkaus & Bu    7.50   9/25/2015     EUR      58.44
HSBC Trinkaus & Bu    9.00   7/24/2015     EUR      54.43
HSBC Trinkaus & Bu    9.00   9/25/2015     EUR      76.16
HSBC Trinkaus & Bu   13.00   9/25/2015     EUR      70.51
HSBC Trinkaus & Bu    9.50   9/25/2015     EUR      75.68
HSBC Trinkaus & Bu   14.50   9/25/2015     EUR      69.30
HSBC Trinkaus & Bu   11.00   9/25/2015     EUR      75.00
HSBC Trinkaus & Bu   10.00   7/24/2015     EUR      75.54
HSBC Trinkaus & Bu   12.50   9/25/2015     EUR      62.13
HSBC Trinkaus & Bu   10.00   9/25/2015     EUR      66.39
HSBC Trinkaus & Bu    7.00   9/25/2015     EUR      71.35
HSBC Trinkaus & Bu    8.50   7/24/2015     EUR      67.36
Credit Suisse AG/N    7.00   11/2/2015     CHF      67.90
UBS AG               16.75   6/24/2016     EUR      75.22
UBS AG               24.50  12/29/2015     EUR      52.75
UBS AG               13.50   6/24/2016     EUR      67.87
UBS AG               23.50  12/29/2015     EUR      48.40
UBS AG               14.75   6/24/2016     EUR      70.49
UBS AG               13.25   9/25/2015     EUR      55.02
Deutsche Bank AG      7.20   9/22/2015     EUR      71.70
Deutsche Bank AG      7.20   9/22/2015     EUR      67.90
Deutsche Bank AG      6.20   9/22/2015     EUR      71.50
Deutsche Bank AG      7.20   9/22/2015     EUR      75.50
Deutsche Bank AG      6.20   9/22/2015     EUR      75.30
Deutsche Bank AG      6.20   9/22/2015     EUR      72.70
Deutsche Bank AG      4.20   9/22/2015     EUR      77.60
Deutsche Bank AG      3.20   9/22/2015     EUR      77.40
Vontobel Financial    9.20   9/25/2015     EUR      62.92
Vontobel Financial    5.90   9/25/2015     EUR      69.07
Commerzbank AG        1.88   4/22/2016     EUR      73.18
UniCredit Bank AG     4.85  11/26/2015     EUR      75.60
UniCredit Bank AG     5.25  11/26/2015     EUR      73.20
Commerzbank AG        7.50   9/24/2015     EUR      69.58
Commerzbank AG        9.50   9/24/2015     EUR      66.51
Commerzbank AG       11.25   9/24/2015     EUR      73.86
Commerzbank AG       20.50   9/24/2015     EUR      74.68
Commerzbank AG       23.75   9/24/2015     EUR      68.78
Commerzbank AG       26.75   9/24/2015     EUR      63.18
Zurcher Kantonalba    5.75   11/6/2015     CHF      59.48
Goldman Sachs & Co   15.00   7/22/2015     EUR      77.14
DZ Bank AG Deutsch    5.50   3/29/2016     EUR      70.63
DZ Bank AG Deutsch    8.50   3/29/2016     EUR      70.37
HSBC Trinkaus & Bu   17.30  12/28/2015     EUR      67.06
HSBC Trinkaus & Bu   23.10   9/25/2015     EUR      63.83
HSBC Trinkaus & Bu   14.40   3/25/2016     EUR      69.00
HSBC Trinkaus & Bu   10.10   1/22/2016     EUR      70.85
HSBC Trinkaus & Bu    9.10   4/22/2016     EUR      72.26
Vontobel Financial    5.00   4/22/2016     EUR      66.44
BNP Paribas Emissi    8.00   1/21/2016     EUR      72.90
BNP Paribas Emissi    9.50   1/21/2016     EUR      71.15
BNP Paribas Emissi    6.50   1/21/2016     EUR      74.81
BNP Paribas Emissi    8.50   7/21/2016     EUR      73.60
Zurcher Kantonalba    6.28   9/23/2016     CHF      70.20
BNP Paribas Emissi    6.50   7/21/2016     EUR      75.46
BNP Paribas Emissi   11.00   7/23/2015     EUR      71.70
BNP Paribas Emissi    6.50  10/22/2015     EUR      73.99
BNP Paribas Emissi    9.00  10/22/2015     EUR      71.85
BNP Paribas Emissi   11.00  10/22/2015     EUR      68.88
BNP Paribas Emissi    7.00   7/21/2016     EUR      74.40
DZ Bank AG Deutsch    7.90  12/28/2015     EUR      72.54
DZ Bank AG Deutsch    6.90   3/29/2016     EUR      73.48
HSBC Trinkaus & Bu    9.00   2/26/2016     EUR      71.01
DZ Bank AG Deutsch    9.40   9/25/2015     EUR      70.78
DZ Bank AG Deutsch    9.30   9/25/2015     EUR      67.44
DZ Bank AG Deutsch    5.50   3/29/2016     EUR      69.09
UBS AG/London        10.50   7/16/2015     CHF      62.21
UBS AG/London         7.00   7/16/2015     CHF      39.20
HSBC Trinkaus & Bu    6.60   9/25/2015     EUR      70.25
HSBC Trinkaus & Bu    8.60   7/24/2015     EUR      66.90
HSBC Trinkaus & Bu    7.70  10/23/2015     EUR      68.76
Deutsche Bank AG      4.50  12/22/2015     EUR      66.12
Bank Julius Baer &    8.85   9/25/2015     CHF      43.00
Bank Julius Baer &    7.00   10/2/2015     USD      65.85
Credit Suisse AG/N    8.00   1/29/2016     CHF      41.58
DZ Bank AG Deutsch    5.25   9/25/2015     EUR      55.87
Banque Cantonale V   13.10   7/21/2015     CHF      72.74
Commerzbank AG        5.50   7/23/2015     EUR      72.04
Commerzbank AG        7.25   7/23/2015     EUR      68.31
Commerzbank AG        9.50   7/23/2015     EUR      64.96
Zurcher Kantonalba    6.60   7/29/2015     CHF      41.12
EFG International     7.30   7/22/2015     USD      68.69
Deutsche Bank AG      5.20   8/26/2015     EUR      69.60
Deutsche Bank AG      6.20   8/26/2015     EUR      67.50
Deutsche Bank AG      5.20   7/22/2015     EUR      69.10
Deutsche Bank AG      6.20   7/22/2015     EUR      69.20
Deutsche Bank AG      5.20   7/22/2015     EUR      66.80
Deutsche Bank AG      7.20   7/22/2015     EUR      66.90
DZ Bank AG Deutsch   16.00   8/28/2015     EUR      37.80
Deutsche Bank AG      6.20  10/21/2015     EUR      68.40
Deutsche Bank AG      5.20  10/21/2015     EUR      70.40
Zurcher Kantonalba    6.30    8/6/2015     EUR      66.22
Zurcher Kantonalba    7.50    8/6/2015     EUR      66.99
Bank Julius Baer &    5.40    8/5/2015     CHF      76.20
Bank Julius Baer &    8.25   10/9/2015     USD      51.00
UniCredit Bank AG     4.00  10/22/2015     EUR      72.39
UniCredit Bank AG     4.20  10/22/2015     EUR      71.21
UniCredit Bank AG     4.80  10/22/2015     EUR      66.80
HSBC Trinkaus & Bu    8.50   9/25/2015     EUR      73.81
HSBC Trinkaus & Bu    6.50   7/24/2015     EUR      75.72
HSBC Trinkaus & Bu   12.50   9/25/2015     EUR      59.63
HSBC Trinkaus & Bu    8.50   9/25/2015     EUR      64.18
HSBC Trinkaus & Bu   14.00   9/25/2015     EUR      49.85
HSBC Trinkaus & Bu   10.50   9/25/2015     EUR      53.62
HSBC Trinkaus & Bu   13.00   9/25/2015     EUR      60.10
HSBC Trinkaus & Bu   10.00   9/25/2015     EUR      63.92
UniCredit Bank AG     5.00  10/22/2015     EUR      65.80
HSBC Trinkaus & Bu   14.50   9/25/2015     EUR      73.44
UniCredit Bank AG     4.60  10/22/2015     EUR      67.81
UniCredit Bank AG     4.50  10/22/2015     EUR      68.93
UniCredit Bank AG     5.20  10/22/2015     EUR      63.85
DZ Bank AG Deutsch    5.40   7/23/2015     EUR      74.29
DZ Bank AG Deutsch    4.10   7/23/2015     EUR      74.26
DZ Bank AG Deutsch    5.40   7/23/2015     EUR      67.54
DZ Bank AG Deutsch    5.40  10/23/2015     EUR      75.50
DZ Bank AG Deutsch    4.40  10/23/2015     EUR      75.22
DZ Bank AG Deutsch    5.60  10/23/2015     EUR      68.92
DZ Bank AG Deutsch    4.70   7/23/2015     EUR      52.52
DZ Bank AG Deutsch    3.90  10/23/2015     EUR      57.94
DZ Bank AG Deutsch    6.10   7/23/2015     EUR      64.09
DZ Bank AG Deutsch    7.60   7/22/2015     EUR      74.39
DZ Bank AG Deutsch    6.30   7/23/2015     EUR      53.16
DZ Bank AG Deutsch    4.90   7/23/2015     EUR      53.13
DZ Bank AG Deutsch    4.40   7/23/2015     EUR      48.28
DZ Bank AG Deutsch    5.90  10/23/2015     EUR      56.19
DZ Bank AG Deutsch    5.80  10/23/2015     EUR      53.57
DZ Bank AG Deutsch    3.10   7/22/2015     EUR      58.82
DZ Bank AG Deutsch    6.00   7/22/2015     EUR      54.78
DZ Bank AG Deutsch    5.60  10/22/2015     EUR      57.66
DZ Bank AG Deutsch    7.80   7/22/2015     EUR      69.94
Zurcher Kantonalba    8.60   7/23/2015     CHF      58.36
Leonteq Securities    4.05   7/23/2015     CHF      68.45
DZ Bank AG Deutsch    7.75   9/25/2015     EUR      73.73
DZ Bank AG Deutsch    7.75  12/28/2015     EUR      75.43
Vontobel Financial    3.70   9/25/2015     EUR      74.59
Deutsche Bank AG      4.20  12/22/2015     EUR      64.40
Deutsche Bank AG      5.20  12/22/2015     EUR      64.80
Deutsche Bank AG      4.20   9/22/2015     EUR      63.30
Deutsche Bank AG      4.20   9/22/2015     EUR      67.50
Deutsche Bank AG      5.20   9/22/2015     EUR      63.50
Deutsche Bank AG      4.20  12/22/2015     EUR      70.80
Leonteq Securities    4.20   7/23/2015     EUR      68.12
Vontobel Financial    7.50   9/25/2015     EUR      75.87
UniCredit Bank AG     4.10   9/24/2015     EUR      64.70
UniCredit Bank AG     4.00   9/24/2015     EUR      68.25
Deutsche Bank AG      5.20   3/22/2016     EUR      70.10
Deutsche Bank AG      6.20   3/22/2016     EUR      70.80
Deutsche Bank AG      5.20   6/21/2016     EUR      72.20
Deutsche Bank AG      6.20   6/21/2016     EUR      73.10
Deutsche Bank AG      5.20   6/21/2016     EUR      69.30
Bank Julius Baer &   13.30   7/31/2015     USD      59.75
Deutsche Bank AG      7.20   9/22/2015     EUR      70.00
Deutsche Bank AG      5.20   9/22/2015     EUR      69.60
Deutsche Bank AG      7.20  12/22/2015     EUR      71.60
Deutsche Bank AG      5.20  12/22/2015     EUR      70.70
UBS AG/London        15.00   7/23/2015     CHF      59.45
Deutsche Bank AG      6.20  12/22/2015     EUR      65.30
Commerzbank AG        5.00   9/24/2015     EUR      70.47
Commerzbank AG        9.25   9/24/2015     EUR      64.37
Leonteq Securities   11.52  10/28/2015     CHF      49.54
Notenstein Privatb   13.40   7/28/2015     USD      54.27
HSBC Trinkaus & Bu    5.65   2/22/2016     EUR      72.51
Commerzbank AG        7.50   9/24/2015     EUR      62.65
HSBC Trinkaus & Bu    4.90   7/10/2015     EUR      53.99
DZ Bank AG Deutsch    9.50   7/24/2015     EUR      62.02
DZ Bank AG Deutsch   10.00   7/24/2015     EUR      53.98
DZ Bank AG Deutsch    6.25   9/25/2015     EUR      58.68
DZ Bank AG Deutsch    5.75   9/25/2015     EUR      68.42
Vontobel Financial    6.90   6/10/2016     EUR      68.68
Vontobel Financial    4.75   6/10/2016     EUR      73.16
DZ Bank AG Deutsch    4.60   9/23/2015     EUR      53.27
DZ Bank AG Deutsch    5.10  12/23/2015     EUR      62.04
DZ Bank AG Deutsch    5.10  12/23/2015     EUR      59.23
DZ Bank AG Deutsch    5.80   9/23/2015     EUR      69.15
Commerzbank AG        8.75   8/27/2015     EUR      66.95
Commerzbank AG       10.75   8/27/2015     EUR      53.09
Commerzbank AG       10.00   8/27/2015     EUR      74.45
Commerzbank AG        8.50   8/27/2015     EUR      55.54
Zurcher Kantonalba    7.00   7/24/2015     CHF      56.10
Notenstein Privatb   11.00   1/25/2016     USD      62.85
Vontobel Financial    7.60   9/25/2015     EUR      64.42
Vontobel Financial    7.45  12/28/2015     EUR      74.32
Vontobel Financial    8.50   9/25/2015     EUR      72.92
Credit Suisse AG/N    6.00   1/29/2016     CHF      52.76
Leonteq Securities   11.20  12/29/2015     CHF      46.36
Leonteq Securities    8.20  12/29/2015     CHF      56.63
Deutsche Bank AG      7.20   8/26/2015     EUR      67.60
Deutsche Bank AG      7.20   7/22/2015     EUR      69.20
Deutsche Bank AG      6.20   7/22/2015     EUR      66.90
Deutsche Bank AG      5.20   8/26/2015     EUR      67.30
UniCredit Bank AG     4.00  12/28/2015     EUR      67.26
Deutsche Bank AG      6.20   8/26/2015     EUR      69.80
Deutsche Bank AG      7.20   8/26/2015     EUR      69.90
DZ Bank AG Deutsch    6.75   8/28/2015     EUR      58.29
DZ Bank AG Deutsch    5.25   8/28/2015     EUR      58.25
Deutsche Bank AG      7.20  10/21/2015     EUR      68.70
Deutsche Bank AG      5.20  10/21/2015     EUR      68.10
Notenstein Finance    8.68    4/1/2016     USD      56.74
Deutsche Bank AG      7.20  10/21/2015     EUR      71.00
Deutsche Bank AG      6.20  10/21/2015     EUR      70.70
Credit Suisse AG/N    8.00    2/8/2016     USD      61.02
UBS AG/London         7.20   1/20/2016     EUR      55.10
UniCredit Bank AG     5.00  10/22/2015     EUR      78.22
HSBC Trinkaus & Bu    6.50  12/28/2015     EUR      67.41
HSBC Trinkaus & Bu    9.00   7/24/2015     EUR      64.69
DZ Bank AG Deutsch    5.70   7/23/2015     EUR      50.30
DZ Bank AG Deutsch    4.90  10/23/2015     EUR      55.17
DZ Bank AG Deutsch    5.80  10/23/2015     EUR      53.13
DZ Bank AG Deutsch    7.10   7/23/2015     EUR      67.19
DZ Bank AG Deutsch    3.70   7/23/2015     EUR      55.46
DZ Bank AG Deutsch    4.20   7/23/2015     EUR      61.10
DZ Bank AG Deutsch    6.50  10/23/2015     EUR      72.41
DZ Bank AG Deutsch    6.00  10/23/2015     EUR      69.15
DZ Bank AG Deutsch    4.70  10/23/2015     EUR      65.77
DZ Bank AG Deutsch    4.70  10/23/2015     EUR      50.90
DZ Bank AG Deutsch    5.70   7/22/2015     EUR      73.56
DZ Bank AG Deutsch    6.60  10/22/2015     EUR      75.16
DZ Bank AG Deutsch    5.00  10/23/2015     EUR      69.42
DZ Bank AG Deutsch    8.75  10/23/2015     EUR      64.45
Bank Julius Baer &    8.75   7/31/2015     EUR      62.70
Deutsche Bank AG      4.20  12/22/2015     EUR      68.50
Deutsche Bank AG      4.20   9/22/2015     EUR      69.80
Deutsche Bank AG      5.20   3/22/2016     EUR      73.10
Deutsche Bank AG      6.20   3/22/2016     EUR      73.80
Deutsche Bank AG      6.20   6/21/2016     EUR      70.30
Bank Julius Baer &    6.50   7/31/2015     USD      56.20
Deutsche Bank AG      6.20   9/22/2015     EUR      69.80
Deutsche Bank AG      6.20  12/22/2015     EUR      71.20
Deutsche Bank AG      6.20   9/22/2015     EUR      63.70
Bank Julius Baer &    6.60   7/27/2015     EUR      63.55
Commerzbank AG        6.00   9/24/2015     EUR      68.80
Commerzbank AG        7.00   9/24/2015     EUR      67.21
Commerzbank AG        8.25   9/24/2015     EUR      65.77
Commerzbank AG        9.25   9/24/2015     EUR      59.80
Commerzbank AG       11.25   9/24/2015     EUR      57.31
Bank Julius Baer &    3.75   7/22/2015     CHF      71.45
Vontobel Financial    3.30   7/10/2015     EUR      57.74
Vontobel Financial    7.20   7/10/2015     EUR      52.52
Vontobel Financial    9.60   7/10/2015     EUR      50.25
DZ Bank AG Deutsch   10.25   9/25/2015     EUR      62.55
DZ Bank AG Deutsch    7.10   9/23/2015     EUR      75.81
DZ Bank AG Deutsch    2.10   9/23/2015     EUR      73.24
DZ Bank AG Deutsch    3.50   9/23/2015     EUR      69.82
DZ Bank AG Deutsch    5.40   9/23/2015     EUR      60.89
DZ Bank AG Deutsch    2.10  12/23/2015     EUR      74.95
DZ Bank AG Deutsch    3.30  12/23/2015     EUR      71.89
DZ Bank AG Deutsch    5.70   9/23/2015     EUR      58.77
DZ Bank AG Deutsch    5.70   9/23/2015     EUR      55.99
DZ Bank AG Deutsch    4.40  12/23/2015     EUR      56.29
DZ Bank AG Deutsch    3.90   9/23/2015     EUR      72.59
DZ Bank AG Deutsch    2.20  12/23/2015     EUR      70.02
DZ Bank AG Deutsch    3.50  12/23/2015     EUR      66.75
DZ Bank AG Deutsch    5.10  12/23/2015     EUR      71.48
DZ Bank AG Deutsch    2.60   9/23/2015     EUR      58.77
DZ Bank AG Deutsch    3.10   9/23/2015     EUR      56.21
DZ Bank AG Deutsch    4.80   9/23/2015     EUR      56.54
DZ Bank AG Deutsch    2.70  12/23/2015     EUR      60.89
DZ Bank AG Deutsch    4.60  12/23/2015     EUR      59.04
DZ Bank AG Deutsch    3.20  12/23/2015     EUR      58.42
DZ Bank AG Deutsch    7.60   9/23/2015     EUR      73.49
DZ Bank AG Deutsch    6.60   9/23/2015     EUR      74.84
DZ Bank AG Deutsch    6.00   9/23/2015     EUR      69.94
Commerzbank AG        6.50   8/27/2015     EUR      70.25
UniCredit Bank AG     6.00   7/23/2015     EUR      40.36
UniCredit Bank AG     4.50   7/23/2015     EUR      43.92
UniCredit Bank AG     4.00   7/23/2015     EUR      45.06
UniCredit Bank AG     4.40   7/23/2015     EUR      72.25
UniCredit Bank AG     4.00   7/23/2015     EUR      74.43
UniCredit Bank AG     5.20   7/23/2015     EUR      74.15
DZ Bank AG Deutsch    7.50   9/11/2015     EUR      68.85
UBS AG               14.75   9/25/2015     EUR      55.74
Deutsche Bank AG      5.20   9/22/2015     EUR      75.50
Deutsche Bank AG      5.20   9/22/2015     EUR      67.50
Leonteq Securities   11.80   7/21/2015     EUR      76.36
Deutsche Bank AG      6.20   9/22/2015     EUR      67.70
Deutsche Bank AG      5.20   9/22/2015     EUR      72.50
Deutsche Bank AG      7.20   9/22/2015     EUR      72.90
Deutsche Bank AG      5.20   9/22/2015     EUR      75.10
DZ Bank AG Deutsch    6.25   7/10/2015     EUR      63.28
DZ Bank AG Deutsch    6.75   7/10/2015     EUR      63.28
DZ Bank AG Deutsch    7.25   7/10/2015     EUR      63.29
Commerzbank AG        7.00   7/23/2015     EUR      55.21
Commerzbank AG        9.25   7/23/2015     EUR      64.12
Bank Julius Baer &   10.60   10/9/2015     USD      63.95
Commerzbank AG        7.00   7/23/2015     EUR      69.79
Commerzbank AG       10.00   7/23/2015     EUR      58.05
Commerzbank AG       13.00   7/23/2015     EUR      49.72
Commerzbank AG       16.25   7/23/2015     EUR      43.77
Commerzbank AG       19.75   7/23/2015     EUR      38.69
Commerzbank AG       23.25   7/23/2015     EUR      35.10
Commerzbank AG        7.00   7/23/2015     EUR      57.51
Commerzbank AG       10.00   7/23/2015     EUR      53.20
Goldman Sachs & Co    8.00   9/23/2015     EUR      64.00
Commerzbank AG        5.00   7/23/2015     EUR      62.04
Commerzbank AG        9.00   7/23/2015     EUR      55.94
Vontobel Financial    6.80   9/25/2015     EUR      64.93
DZ Bank AG Deutsch   10.25   9/25/2015     EUR      63.30
Goldman Sachs & Co   10.00  10/21/2015     EUR      69.40
Goldman Sachs & Co    8.00   3/23/2016     EUR      74.43
Goldman Sachs & Co    8.00   3/23/2016     EUR      72.21
Commerzbank AG        8.50   8/27/2015     EUR      68.52
Commerzbank AG        9.75   8/27/2015     EUR      66.55
Vontobel Financial    6.25  12/28/2015     EUR      68.71
Vontobel Financial    7.45   9/25/2015     EUR      67.41
Commerzbank AG        6.25   8/27/2015     EUR      71.85
Commerzbank AG        7.25   8/27/2015     EUR      70.06
Commerzbank AG       10.75   8/27/2015     EUR      65.30
Goldman Sachs & Co    8.00  10/21/2015     EUR      71.15
Goldman Sachs & Co    7.00   3/23/2016     EUR      73.76
Goldman Sachs & Co    8.00  10/21/2015     EUR      68.77
Goldman Sachs & Co    9.00  10/21/2015     EUR      69.04
Goldman Sachs & Co    7.00   3/23/2016     EUR      71.28
Goldman Sachs & Co    8.00   3/23/2016     EUR      71.97
Vontobel Financial    8.10  12/28/2015     EUR      66.09
Vontobel Financial    9.45   9/25/2015     EUR      64.20
Leonteq Securities    8.00  12/15/2015     CHF      55.04
Commerzbank AG        6.00   8/27/2015     EUR      66.82
Commerzbank AG        6.00   8/27/2015     EUR      74.28
Credit Suisse AG/N    8.00   3/16/2016     USD      65.32
Commerzbank AG        6.50   8/27/2015     EUR      59.70
Commerzbank AG        6.00   8/27/2015     EUR      67.47
Goldman Sachs & Co    6.00  10/21/2015     EUR      75.67
Goldman Sachs & Co   13.00  10/21/2015     EUR      66.04
Goldman Sachs & Co   10.00   3/23/2016     EUR      69.51
BNP Paribas Emissi    6.25   9/24/2015     EUR      69.09
BNP Paribas Emissi    6.00  12/24/2015     EUR      71.48
HSBC Trinkaus & Bu   10.20  10/23/2015     EUR      56.86
HSBC Trinkaus & Bu   13.80   9/25/2015     EUR      74.42
Vontobel Financial    6.95  12/28/2015     EUR      69.70
Commerzbank AG        5.50   8/27/2015     EUR      73.78
Commerzbank AG        8.50   8/27/2015     EUR      68.40
Commerzbank AG        9.50   8/27/2015     EUR      66.78
Goldman Sachs & Co    7.00  10/21/2015     EUR      73.33
Goldman Sachs & Co    5.00  10/21/2015     EUR      67.96
Goldman Sachs & Co    6.00  10/21/2015     EUR      68.23
Goldman Sachs & Co    7.00  10/21/2015     EUR      68.50
Goldman Sachs & Co    9.00  10/21/2015     EUR      69.04
Goldman Sachs & Co    9.00  10/21/2015     EUR      69.04
Goldman Sachs & Co    5.00   3/23/2016     EUR      69.90
Goldman Sachs & Co    6.00   3/23/2016     EUR      70.59
Goldman Sachs & Co    7.00   3/23/2016     EUR      71.28
Goldman Sachs & Co    8.00   3/23/2016     EUR      71.97
Goldman Sachs & Co    8.00   3/23/2016     EUR      71.97
Bank Julius Baer &    8.20   9/23/2015     CHF      41.80
HSBC Trinkaus & Bu    9.50   7/24/2015     EUR      57.29
HSBC Trinkaus & Bu   10.80   9/25/2015     EUR      56.25
HSBC Trinkaus & Bu    7.10   9/25/2015     EUR      61.50
HSBC Trinkaus & Bu    8.80  10/23/2015     EUR      59.31
HSBC Trinkaus & Bu    6.00  12/28/2015     EUR      34.45
UniCredit Bank AG     5.20   9/24/2015     EUR      60.99
Bank Julius Baer &   11.50    3/4/2016     USD      64.10
HSBC Trinkaus & Bu   22.50   9/25/2015     EUR      61.74
HSBC Trinkaus & Bu   11.20  11/27/2015     EUR      67.60
Vontobel Financial    5.15  12/28/2015     EUR      67.12
Banque Cantonale V    4.25   8/28/2015     CHF      53.04
LBBW                  4.25   8/28/2015     EUR      57.83
LBBW                  5.25   8/28/2015     EUR      53.89
LBBW                  6.50   8/28/2015     EUR      50.04
LBBW                  3.50   8/28/2015     EUR      56.03
DZ Bank AG Deutsch   16.00   9/25/2015     EUR      68.33
Commerzbank AG        8.25   2/25/2016     EUR      76.33
Commerzbank AG        7.00   2/25/2016     EUR      65.07
BNP Paribas Emissi    9.50   6/23/2016     EUR      73.12
BNP Paribas Emissi   13.00   6/23/2016     EUR      70.13
BNP Paribas Emissi    8.50   9/22/2016     EUR      73.93
BNP Paribas Emissi   10.00   9/22/2016     EUR      72.53
BNP Paribas Emissi    6.50   9/22/2016     EUR      76.19
BNP Paribas Emissi    8.00   9/22/2016     EUR      75.60
BNP Paribas Emissi   13.00  12/24/2015     EUR      76.20
BNP Paribas Emissi   18.00  10/22/2015     EUR      71.33
BNP Paribas Emissi   12.00   6/23/2016     EUR      75.70
DZ Bank AG Deutsch   14.00   9/25/2015     EUR      57.83
DZ Bank AG Deutsch   15.50   9/25/2015     EUR      66.60
HSBC Trinkaus & Bu   15.60   9/25/2015     EUR      75.93
HSBC Trinkaus & Bu   15.80   9/25/2015     EUR      64.48
HSBC Trinkaus & Bu   16.90  12/28/2015     EUR      64.92
HSBC Trinkaus & Bu   12.60  12/28/2015     EUR      67.01
HSBC Trinkaus & Bu   14.20   3/25/2016     EUR      66.76
HSBC Trinkaus & Bu   10.90   3/25/2016     EUR      68.50
Leonteq Securities   15.00    3/9/2016     USD      64.90
UBS AG               20.50   6/24/2016     EUR      66.74
UniCredit Bank AG     4.80   3/24/2016     EUR      71.16
DZ Bank AG Deutsch    6.25   10/9/2015     EUR      69.80
Raiffeisen Centrob    7.33   8/21/2015     EUR      61.47
Commerzbank AG        7.00   2/26/2016     EUR      73.78
Credit Suisse AG/N    8.75   8/24/2015     CHF      64.70
Credit Suisse AG/N   10.25   8/14/2015     CHF      65.52
Notenstein Privatb   10.00   8/14/2015     CHF      70.08
Notenstein Privatb   11.00   8/14/2015     CHF      56.27
DZ Bank AG Deutsch    5.75   8/14/2015     EUR      75.24
UBS AG               14.25   9/25/2015     EUR      65.01
UBS AG               16.75  12/23/2016     EUR      73.54
Vontobel Financial    7.45   3/11/2016     EUR      73.11
Vontobel Financial    5.90   3/11/2016     EUR      74.72
Vontobel Financial    8.40  12/11/2015     EUR      71.85
UBS AG               24.75   9/25/2015     EUR      64.41
HSBC Trinkaus & Bu    7.00   9/25/2015     EUR      67.74
UBS AG               23.25   9/25/2015     EUR      62.89
UBS AG               11.00  12/29/2015     EUR      76.86
UBS AG               20.75  12/29/2015     EUR      58.47
DekaBank Deutsche     3.10   2/26/2018     EUR      73.81
UBS AG               23.00   9/25/2015     EUR      56.24
UBS AG               22.75  12/29/2015     EUR      60.30
UBS AG               22.75  12/29/2015     EUR      76.50
UBS AG                9.75   9/25/2015     EUR      70.82
Credit Suisse AG/N    8.50   10/8/2015     USD      69.89
LBBW                  5.00   3/29/2016     EUR      75.70
Credit Suisse AG/N    8.00   10/5/2015     CHF      69.86
DZ Bank AG Deutsch    8.00   9/11/2015     EUR      66.13
UBS AG               20.00   9/25/2015     EUR      68.41
UBS AG               24.75   9/25/2015     EUR      60.52
HSBC Trinkaus & Bu    7.00   9/25/2015     EUR      72.79
UBS AG               18.50  12/29/2015     EUR      61.70
UBS AG               16.50   9/25/2015     EUR      64.38
UBS AG               13.50   9/25/2015     EUR      70.61
UBS AG               19.75  12/29/2015     EUR      65.57
UBS AG               20.50  12/29/2015     EUR      61.22
Goldman Sachs & Co    8.00   9/23/2015     EUR      70.45
UBS AG               19.75  12/29/2015     EUR      60.06
Goldman Sachs & Co    8.00   9/23/2015     EUR      75.58
UBS AG               13.50  12/29/2015     EUR      70.58
UBS AG               24.25   9/25/2015     EUR      75.07
UBS AG               18.00   9/25/2015     EUR      68.68
UBS AG               14.75   9/25/2015     EUR      58.02
Leonteq Securities    6.58   3/29/2016     EUR      67.90
DZ Bank AG Deutsch    7.25   8/14/2015     EUR      66.60
Vontobel Financial   10.45   3/29/2016     EUR      69.66
Vontobel Financial   12.80  12/28/2015     EUR      68.13
Vontobel Financial   17.00   9/25/2015     EUR      65.70
Vontobel Financial    9.30   9/25/2015     EUR      70.41
DekaBank Deutsche     3.40    3/5/2018     EUR      73.28
Goldman Sachs & Co    7.00   9/23/2015     EUR      70.27
Goldman Sachs & Co    7.00   9/23/2015     EUR      70.27
Goldman Sachs & Co   10.00   9/23/2015     EUR      70.86
Goldman Sachs & Co   11.00   9/23/2015     EUR      68.80
HSBC Trinkaus & Bu    7.50   9/25/2015     EUR      70.43
HSBC Trinkaus & Bu    6.50   9/25/2015     EUR      69.48
UBS AG                7.25  12/29/2015     EUR      69.68
UBS AG               16.00   9/25/2015     EUR      47.91
UBS AG               23.75   9/25/2015     EUR      38.20
UBS AG                7.50   9/25/2015     EUR      68.40
UBS AG               21.75   9/25/2015     EUR      75.25
UBS AG               10.00  12/29/2015     EUR      61.04
UBS AG                8.25  12/29/2015     EUR      66.55
UBS AG               19.25   9/25/2015     EUR      66.04
UBS AG               11.50   9/25/2015     EUR      70.97
UBS AG               22.50   9/25/2015     EUR      53.43
UBS AG               23.75   9/25/2015     EUR      76.33
UBS AG               22.50   9/25/2015     EUR      72.50
UBS AG               19.50  12/29/2015     EUR      66.47
UBS AG               12.50   9/25/2015     EUR      73.15
UBS AG               16.50   9/25/2015     EUR      65.47
UBS AG               23.50   9/25/2015     EUR      51.98
UBS AG                6.25  12/29/2015     EUR      71.93
UBS AG               14.00   9/25/2015     EUR      72.98
UBS AG               24.50   9/25/2015     EUR      57.48
UBS AG               21.50  12/29/2015     EUR      75.31
UBS AG               23.25  12/29/2015     EUR      73.15
UBS AG               12.50  12/29/2015     EUR      72.58
UBS AG                9.50  12/29/2015     EUR      61.31
Goldman Sachs & Co   11.00   9/23/2015     EUR      71.03
UBS AG               22.75   9/25/2015     EUR      73.04
UBS AG               21.75  12/29/2015     EUR      62.71
Credit Suisse AG/L    7.25   10/9/2015     CHF      68.60
UBS AG               18.50   9/25/2015     EUR      74.42
UBS AG               24.00  12/29/2015     EUR      75.55
UBS AG                5.75  12/29/2015     EUR      74.69
DekaBank Deutsche     3.40   6/24/2016     EUR      72.00
UBS AG               17.50   9/25/2015     EUR      45.58
UBS AG               24.25   9/25/2015     EUR      69.42
UBS AG               23.00  12/29/2015     EUR      55.51
Goldman Sachs & Co   11.00   9/23/2015     EUR      71.03
UBS AG               11.25  12/29/2015     EUR      74.94
Societe Generale S    4.00   3/29/2016     EUR      58.91
Vontobel Financial    6.60   3/29/2016     EUR      72.84
Vontobel Financial    7.70  12/28/2015     EUR      71.88
Goldman Sachs & Co   10.00   9/23/2015     EUR      70.85
Goldman Sachs & Co   10.00   9/23/2015     EUR      70.90
UBS AG                6.50  12/29/2015     EUR      73.19
LBBW                  4.25   4/22/2016     EUR      75.64
UBS AG               22.75  12/29/2015     EUR      42.04
UBS AG               24.50   9/25/2015     EUR      50.54
UBS AG               21.00  12/29/2015     EUR      76.44
Leonteq Securities    7.07   9/21/2015     CHF      40.76
UBS AG               20.25   9/25/2015     EUR      42.33
UBS AG               12.75  12/29/2015     EUR      54.71
UBS AG                6.50   9/25/2015     EUR      72.46
UBS AG               19.75  12/29/2015     EUR      44.89
UBS AG               20.50  12/29/2015     EUR      67.80
UBS AG               18.25   9/25/2015     EUR      71.67
Bank Julius Baer &    9.00   10/8/2015     CHF      38.70
DZ Bank AG Deutsch    5.25   3/29/2016     EUR      75.07
BNP Paribas Emissi    4.75   7/23/2015     EUR      76.77
UBS AG               23.25   9/25/2015     EUR      75.31
Notenstein Privatb    8.75   9/14/2015     EUR      69.69
UBS AG               14.50   9/25/2015     EUR      74.94
BNP Paribas Emissi    8.00   7/23/2015     EUR      41.60
BNP Paribas Emissi    6.75   7/23/2015     EUR      44.22
UBS AG                8.25  12/22/2017     EUR      72.89
UBS AG               11.25   6/24/2016     EUR      75.62
Credit Suisse AG/N    7.00    9/7/2015     CHF      64.34
DZ Bank AG Deutsch    5.00   8/14/2015     EUR      72.73
LBBW                  4.30   9/23/2016     EUR      69.84
UBS AG               13.75   9/25/2015     EUR      62.37
UBS AG                7.75   6/24/2016     EUR      76.75
UniCredit Bank AG     4.60   3/24/2016     EUR      71.65
UBS AG               13.25  12/22/2017     EUR      70.54
UniCredit Bank AG     5.00   3/24/2016     EUR      70.66
Notenstein Privatb   11.00   8/28/2015     CHF      48.88
Leonteq Securities   25.00   3/16/2016     CHF      59.66
UniCredit Bank AG     4.50   3/24/2016     EUR      72.89
UBS AG               22.50   3/29/2016     EUR      63.48
Landesbank Berlin     6.00  11/27/2015     EUR      72.21
Credit Suisse AG/N    7.75   8/28/2015     CHF      64.90
Leonteq Securities   13.72   8/14/2015     AUD      60.48
Landesbank Hessen-    4.15   8/27/2015     EUR      76.20
e-Kancelaria Grupa    9.00   12/4/2015     PLN       1.11
DZ Bank AG Deutsch    7.00   2/26/2016     EUR      68.47
e-Kancelaria Grupa    9.00  12/23/2015     PLN       2.00
Commerzbank AG       10.00   2/25/2016     EUR      73.86
Commerzbank AG       12.25   2/25/2016     EUR      71.99
Commerzbank AG       10.00   2/25/2016     EUR      62.24
Vontobel Financial    7.25  12/28/2015     EUR      68.06
UBS AG               24.25  12/29/2015     EUR      60.68
UBS AG               16.00  12/23/2016     EUR      66.11
Notenstein Privatb   10.12   8/26/2015     USD      59.43
Notenstein Privatb    7.40  10/31/2016     CHF      40.72
Commerzbank AG        6.00   7/23/2015     EUR      71.75
Commerzbank AG       11.75   7/23/2015     EUR      63.20
Commerzbank AG        7.25   7/23/2015     EUR      66.21
Commerzbank AG        9.50   7/23/2015     EUR      62.97
Commerzbank AG       10.50   7/23/2015     EUR      78.04
Lehman Brothers Tr    5.25  11/21/2009     USD       4.83
Commerzbank AG        6.75   7/23/2015     EUR      68.90
Commerzbank AG        8.50   7/23/2015     EUR      65.67
Commerzbank AG       10.75   7/23/2015     EUR      62.74
Notenstein Privatb   10.00   8/14/2015     USD      38.04
Leonteq Securities    5.00   8/22/2016     CHF      56.91
Leonteq Securities   13.00   8/25/2015     CHF      32.92
DZ Bank AG Deutsch    5.00   9/25/2015     EUR      72.33
DZ Bank AG Deutsch    5.00  12/28/2015     EUR      71.70
TGK-1 OAO            12.90   2/14/2022     RUB     100.00
Intertekhelektro-N    8.50   4/21/2020     RUB      60.00
e-Kancelaria Grupa    9.00   8/19/2016     PLN       2.01
HSBC Trinkaus & Bu   19.60   9/25/2015     EUR      67.51
HSBC Trinkaus & Bu   15.20  12/28/2015     EUR      70.43
HSBC Trinkaus & Bu   12.80   3/25/2016     EUR      71.84
HSBC Trinkaus & Bu   11.20   3/25/2016     EUR      73.26
HSBC Trinkaus & Bu   13.60   3/25/2016     EUR      75.55
HSBC Trinkaus & Bu   19.00   9/25/2015     EUR      72.21
HSBC Trinkaus & Bu   14.80  12/28/2015     EUR      75.04
HSBC Trinkaus & Bu   11.50  11/27/2015     EUR      72.79
HSBC Trinkaus & Bu    9.90   2/26/2016     EUR      74.02
e-Kancelaria Grupa    9.00  10/25/2016     PLN       1.00
Veniti SA             9.70   3/28/2016     PLN      50.00
Zurcher Kantonalba    4.50   9/25/2015     CHF      56.96
Leonteq Securities   10.00   9/17/2015     USD      61.73
Bank Julius Baer &    8.10   9/25/2015     USD      68.75
Bank Julius Baer &    8.25   9/18/2015     CHF      39.20
Goldman Sachs & Co   11.00   3/23/2016     EUR      66.58
Leonteq Securities   12.00  12/15/2015     CHF      57.40
DZ Bank AG Deutsch    5.60   3/30/2017     EUR      69.56
Leonteq Securities   20.00  12/29/2015     CHF      44.17
Leonteq Securities    5.05   9/22/2015     CHF      54.23
Vontobel Financial    8.00  12/28/2015     EUR      67.08
e-Kancelaria Grupa   10.00  10/23/2015     PLN       1.00
Glitnir HF            6.20  12/20/2009     ISK       0.02
Glitnir HF            5.00    2/1/2011     ISK      14.00
Glitnir HF            5.00    2/1/2016     ISK      14.00
Glitnir HF            6.00    8/1/2010     ISK      14.00
Kaupthing Bank Hf     7.00   7/24/2009     ISK      14.25
Lehman Brothers Tr   10.00  10/23/2008     USD       4.83
Lehman Brothers Tr    3.00   12/3/2012     EUR       4.83
Lehman Brothers Tr   11.00   2/16/2009     CHF       4.83
Lehman Brothers Tr   10.00   2/16/2009     CHF       4.83
Lehman Brothers Tr   13.00   2/16/2009     CHF       4.83
Lehman Brothers Tr    9.30  12/21/2010     EUR       4.83
Lehman Brothers Tr    8.00  12/31/2010     USD       4.83
Glitnir HF            2.00   1/30/2009     CHF      14.00
Lehman Brothers Tr    5.00    9/1/2011     EUR       4.83
Glitnir HF            6.84  12/15/2015     EUR       0.02
Lehman Brothers Tr    6.00   3/17/2011     EUR       4.83
Leonteq Securities    4.50    4/4/2016     EUR      48.09
Lehman Brothers Tr    4.25   5/15/2010     EUR       4.83
Lehman Brothers Tr    1.68    3/5/2015     EUR       4.83
Lehman Brothers Tr    3.35  10/13/2016     EUR       4.83
Lehman Brothers Tr    3.00    6/3/2010     EUR       4.83
Lehman Brothers Tr   12.40   6/12/2009     USD       4.83
Lehman Brothers Tr    1.00   2/26/2010     USD       4.83
Leonteq Securities    5.00   5/23/2016     CHF      61.00
Lehman Brothers Tr   11.00    7/4/2011     USD       4.83
Lehman Brothers Tr   11.00    7/4/2011     CHF       4.83
Lehman Brothers Tr   12.00    7/4/2011     EUR       4.83
Lehman Brothers Tr    2.30   4/28/2014     JPY       4.83
Lehman Brothers Tr    6.00    8/7/2013     EUR       4.83
Glitnir HF            5.24  12/22/2010     USD      14.00
Lehman Brothers Tr   14.10  11/12/2008     USD       4.83
Lehman Brothers Tr    2.00   5/17/2010     EUR       4.83
Leonteq Securities   20.00   2/23/2016     USD      36.54
BNP Paribas Emissi    7.50  10/22/2015     EUR      73.31
BNP Paribas Emissi   10.00  10/22/2015     EUR      71.20
BNP Paribas Emissi   11.00  10/22/2015     EUR      68.88
BNP Paribas Emissi   16.00  10/22/2015     EUR      66.68
BNP Paribas Emissi   19.00  10/22/2015     EUR      64.28
BNP Paribas Emissi   22.00  10/22/2015     EUR      63.14
BNP Paribas Emissi    6.50  12/24/2015     EUR      73.89
BNP Paribas Emissi   17.00  12/24/2015     EUR      66.63
BNP Paribas Emissi    7.50   6/23/2016     EUR      76.05
BNP Paribas Emissi    8.00   6/23/2016     EUR      74.05
BNP Paribas Emissi   14.00  12/24/2015     EUR      68.47
BNP Paribas Emissi    6.50   3/24/2016     EUR      75.14
BNP Paribas Emissi    8.00   3/24/2016     EUR      73.59
BNP Paribas Emissi    9.50   3/24/2016     EUR      72.17
BNP Paribas Emissi   16.00   3/24/2016     EUR      68.24
UBS AG               24.25   9/25/2015     EUR      38.06
UBS AG               23.25   9/25/2015     EUR      72.74
UBS AG               24.75   9/25/2015     EUR      51.64
Deutsche Bank AG      9.00   9/11/2015     EUR      50.37
Credit Suisse AG/N    7.50   9/25/2015     CHF      67.89
UBS AG                7.00  12/29/2015     EUR      69.48
UBS AG                9.75   9/25/2015     EUR      59.16
UBS AG               22.25  12/29/2015     EUR      67.78
UBS AG               21.25  12/29/2015     EUR      74.51
UBS AG               12.00  12/29/2015     EUR      55.35
UBS AG               22.25  12/29/2015     EUR      73.55
UBS AG               23.50   9/25/2015     EUR      58.91
UBS AG                9.20   7/22/2015     EUR      70.54
Commerzbank AG        5.60   9/29/2015     EUR      64.75
Leonteq Securities   10.00   1/22/2016     USD      55.01
Credit Suisse AG/N    8.25   7/31/2015     USD      55.28
Credit Suisse AG/L    2.75   1/29/2019     SEK      65.60
Deutsche Bank AG      6.20   9/22/2015     EUR      52.70
Deutsche Bank AG      5.20   9/22/2015     EUR      52.50
Deutsche Bank AG      7.20   9/22/2015     EUR      50.60
Deutsche Bank AG      6.20   9/22/2015     EUR      50.40
Deutsche Bank AG      5.20   9/22/2015     EUR      50.20
Credit Suisse AG/N    6.00   1/22/2016     CHF      73.99
Raiffeisen Centrob    9.41   1/20/2016     EUR      72.36
Vontobel Financial    3.95   3/11/2016     EUR      73.81
Vontobel Financial    4.05  12/11/2015     EUR      72.89
Vontobel Financial    5.80  12/11/2015     EUR      68.89
Vontobel Financial    7.05   3/11/2016     EUR      67.09
Vontobel Financial    7.70  12/11/2015     EUR      65.53
Vontobel Financial    8.50   9/11/2015     EUR      63.67
Vontobel Financial   10.75   7/10/2015     EUR      73.63
Vontobel Financial   12.30   7/10/2015     EUR      68.56
JP Morgan Structur   12.20   9/30/2015     USD      63.37
Leonteq Securities   10.00  11/10/2015     CHF      69.10
Commerzbank AG       10.50  10/22/2015     EUR      75.61
Commerzbank AG        9.25  10/22/2015     EUR      76.13
Commerzbank AG       10.25  10/22/2015     EUR      74.60
Commerzbank AG       11.50  10/22/2015     EUR      73.15
Commerzbank AG       12.50  10/22/2015     EUR      71.71
Vontobel Financial   11.65   9/25/2015     EUR      70.87
Vontobel Financial    8.55  12/28/2015     EUR      72.32
DZ Bank AG Deutsch    9.50   9/25/2015     EUR      74.08
DZ Bank AG Deutsch    7.25  12/28/2015     EUR      75.20
Notenstein Finance    7.00  10/23/2015     USD      53.24
Leonteq Securities    3.00   9/19/2019     CHF      77.98
Vontobel Financial    7.95  12/28/2015     EUR      66.67
Efesk Group          13.25   6/14/2016     RUB      60.01
TransFin-M OJSC      10.50  11/11/2024     RUB      60.01
MORTGAGE AGENT AHM    9.00    9/9/2045     RUB      69.63
Reso-Leasing OOO     10.40   9/21/2023     RUB      60.01
Totens Sparebank      3.01                 NOK      58.01
SAir Group            2.75   7/30/2004     CHF      11.88
HSBC Bank PLC         0.50    3/1/2018     RUB      73.31
BNP Paribas SA        0.50   1/31/2018     RUB      74.16
Societe Generale S    0.50   5/22/2024     MXN      58.53
Societe Generale S    0.50    4/4/2024     MXN      59.15
Kommunalbanken AS     0.50    2/2/2018     BRL      74.18


                            *********

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 2015.  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 * * *