TCREUR_Public/150817.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, August 17, 2015, Vol. 16, No. 161

                            Headlines

N E T H E R L A N D S

CONTEGO CLO I: Moody's Raises Rating on Class E Notes to Ba2 (sf)
DALRADIAN EUROPEAN IV: Moody's Lifts Rating on Cl. E Notes to B2
FAXTOR ABS 2005-1: Fitch Affirms 'CC' Rating on Class B Notes


R U S S I A

PROBUSINESSBANK: Moody's Cuts Currency Deposit Ratings to C


X X X X X X X X

* BOND PRICING: For the Week August 10, 2015 to August 14, 2015


                            *********



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N E T H E R L A N D S
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CONTEGO CLO I: Moody's Raises Rating on Class E Notes to Ba2 (sf)
-----------------------------------------------------------------
Moody's Investors Service announced upgraded the ratings of the
following notes issued by Contego CLO I B.V.:

EUR21.75M (current outstanding balance EUR 13.1M) Class B
Deferrable Secured Floating rate Notes due 2026, Affirmed Aaa
(sf); previously on Sep 12, 2014 Upgraded to Aaa (sf)

EUR18.15M Class C Deferrable Secured Floating Rate Notes due 2026,
Upgraded to Aaa (sf); previously on Sep 12, 2014 Upgraded to Aa2
(sf)

EUR20.55M Class D Deferrable Secured Floating Rate Notes due 2026,
Upgraded to A1 (sf); previously on Sep 12, 2014 Upgraded to Baa2
(sf)

EUR11.75M Class E Deferrable Secured Floating rate Notes due 2026,
Upgraded to Ba2 (sf); previously on Sep 12, 2014 Upgraded to Ba3
(sf)

Contego CLO I B.V., issued in July 2007, is a multi-currency
Collateralised Loan Obligation ("CLO") backed by a portfolio of
mostly high yield European senior secured loans. The portfolio is
managed by Rothschild (NM) & Sons Limited. This transaction passed
its reinvestment period in April 2013.

RATINGS RATIONALE

The upgrades of the notes are primarily a result of significant
deleveraging since the last rating action in September 2014. The
Class A and variable funding notes have paid down EUR84.6 million
(now fully redeemed) and the class B notes have paid down
EUR8.7 million (40% of initial balance) resulting in increases in
over-collateralization levels. As of the May 2015 trustee report,
the Class B, C, D and E overcollateralization ratios are reported
at 577.73%, 241.95%, 145.93% and 118.94% respectively compared
with 158.20%, 135.17%, 116.04% and 107.36% in September 2014.

The key model inputs Moody's uses in its analysis, such as par,
weighted average rating factor, diversity score and the weighted
average recovery rate, are based on its published methodology and
could differ from the trustee's reported numbers. In its base
case, Moody's analyzed the underlying collateral pool as having a
EUR pool with performing par and principal proceeds balance of
EUR75.6 million, a defaulted par of EUR0 million, a weighted
average default probability of 19.7% (consistent with a WARF of
2732 over a weighted average life of 4.56 years), a weighted
average recovery rate upon default of 49.3% for a Aaa liability
target rating, a diversity score of 13 and a weighted average
spread of 3.67%.

The default probability derives from the credit quality of the
collateral pool and Moody's expectation of the remaining life of
the collateral pool. The estimated average recovery rate on future
defaults is based primarily on the seniority of the assets in the
collateral pool. For a Aaa liability target rating, Moody's
assumed that 98% of the portfolio exposed to senior secured
corporate assets would recover 50% upon default while the non
first-lien loan corporate assets would recover 15%. Historical and
market performance and a collateral manager's latitude to trade
collateral are also relevant factors. Moody's incorporates these
default and recovery characteristics of the collateral pool into
its cash flow model analysis, subjecting them to stresses as a
function of the target rating of each CLO liability it is
analyzing.

Methodology Underlying the Rating Action:

The principal methodology used in this rating was "Moody's Global
Approach to Rating Collateralized Loan Obligations" published in
February 2014. Please see the Credit Policy page on www.moodys.com
for a copy of this methodology.

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

In addition to the base-case analysis, Moody's conducted
sensitivity analyses on the key parameters for the rated notes,
for which it assumed a lower weighted average recovery rate in the
portfolio. Moody's ran a model in which it reduced the weighted
average recovery rate by 5%; the model generated outputs that were
within one notch of the base-case results.

This transaction is subject to a high level of macroeconomic
uncertainty, which could negatively affect the ratings on the
notes, in light of uncertainty about credit conditions in the
general economy. CLO notes' performance may also be impacted
either positively or negatively by 1) the manager's investment
strategy and behavior and 2) divergence in the legal
interpretation of CDO documentation by different transactional
parties due to embedded ambiguities.

Additional uncertainty about performance is due to the following:

1) Portfolio amortization: The main source of uncertainty in this
transaction is the pace of amortization of the underlying
portfolio, which can vary significantly depending on market
conditions and have a significant impact on the notes' ratings.
Amortization could accelerate as a consequence of high loan
prepayment levels or collateral sales the collateral manager or be
delayed by an increase in loan amend-and-extend restructurings.
Fast amortization would usually benefit the ratings of the notes
beginning with the notes having the highest prepayment priority.

2) Around 16% of the collateral pool consists of debt obligations
whose credit quality Moody's has assessed by using credit
estimates. As part of its base case, Moody's has stressed large
concentrations of single obligors bearing a credit estimate as
described in "Updated Approach to the Usage of Credit Estimates in
Rated Transactions", published in October 2009 and available at
http://www.moodys.com/viewresearchdoc.aspx?docid=PBC_120461.

In addition to the quantitative factors that Moody's explicitly
modelled, qualitative factors are part of the rating committee's
considerations. These qualitative factors include the structural
protections in the transaction, its recent performance given the
market environment, the legal environment, specific documentation
features, the collateral manager's track record and the potential
for selection bias in the portfolio. All information available to
rating committees, including macroeconomic forecasts, input from
other Moody's analytical groups, market factors, and judgments
regarding the nature and severity of credit stress on the
transactions, can influence the final rating decision.


DALRADIAN EUROPEAN IV: Moody's Lifts Rating on Cl. E Notes to B2
----------------------------------------------------------------
Moody's Investors Service has upgraded the ratings on the
following notes issued by Dalradian European CLO IV B.V. :

EUR24M Class C Deferrable Secured Floating Rate Notes due 2023,
Upgraded to Aaa (sf); previously on Oct 15, 2014 Upgraded to Aa3
(sf)

EUR25M Class D Deferrable Secured Floating Rate Notes due 2023,
Upgraded to Baa2 (sf); previously on Oct 15, 2014 Affirmed Ba1
(sf)

EUR15M Class E Deferrable Secured Floating Rate Notes due 2023,
Upgraded to B2 (sf); previously on Oct 15, 2014 Upgraded to B3
(sf)

Moody's also affirmed the ratings on the following notes:

EUR32M Class B Senior Secured Floating Rate Notes due 2023,
Affirmed Aaa (sf); previously on Oct 15, 2014 Upgraded to Aaa (sf)

Dalradian European CLO IV B.V., issued in August 2007, is a multi
currency Collateralised Loan Obligation ("CLO") backed by a
portfolio of mostly senior secured European leveraged loans. The
portfolio is managed by Rothschild (NM) & Sons Limited. This
transaction has ended the reinvestment period in August 2013.

RATINGS RATIONALE

The upgrade to the rating is primarily the result of the
deleveraging that has occurred since last rating action in October
2014.

The Class A Senior Secured Floating Rate Notes and the Senior
Secured Floating Rate Variable Funding Notes have fully redeemed
their outstanding amount of EUR4.1 and EUR48.3 million,
respectively. As a result, the class A/B and class C over-
collateralization (OC) ratios have increased to 218.8% and 155.2%
in June 2015 from 190.7% and 147.6% in August 2014. Moody's notes
a payment date just occurred in August 2015.

The key model inputs Moody's uses in its analysis, such as par,
weighted average rating factor, diversity score and the weighted
average recovery rate, are based on its published methodology and
could differ from the trustee's reported numbers. In its base
case, Moody's analyzed the underlying collateral pool as having a
performing par and principal proceeds balance of EUR94.2 million,
USD28.8 million and GBP5.9 million, defaulted par of EUR0.4
million, a weighted average default probability of 17.4%
(consistent with a WARF of 2470, a weighted average recovery rate
upon default of 49.8% for a Aaa liability target rating, a
diversity score of 14 and a weighted average spread of 3.7%. The
GBP and USD-denominated liabilities are naturally hedged by the
GBP and USD assets.

The default probability derives from the credit quality of the
collateral pool and Moody's expectation of the remaining life of
the collateral pool. The estimated average recovery rate on future
defaults is based primarily on the seniority of the assets in the
collateral pool. For a Aaa liability target rating, Moody's
assumed a recovery of 50% of the 99.5% of the portfolio exposed to
first-lien senior secured corporate assets upon default and of 15%
of the remaining non-first-lien loan corporate assets upon
default. In each case, historical and market performance and a
collateral manager's latitude to trade collateral are also
relevant factors. Moody's incorporates these default and recovery
characteristics of the collateral pool into its cash flow model
analysis, subjecting them to stresses as a function of the target
rating of each CLO liability it is analyzing.

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

In addition to the base-case analysis, Moody's conducted
sensitivity analyses on the key parameters for the rated notes,
for which it assumed a lower weighted average recovery rate for
the portfolio. Moody's ran a model in which it reduced the
weighted average recovery rate by 5%; the model generated outputs
that were unchanged for Classes A, B and C, and within one notch
of the base-case results for Classes D and E.

This transaction is subject to a high level of macroeconomic
uncertainty, which could negatively affect the ratings on the
note, in light of uncertainty about credit conditions in the
general economy. CLO notes' performance may also be impacted
either positively or negatively by 1) the manager's investment
strategy and behavior and 2) divergence in the legal
interpretation of CDO documentation by different transactional
parties because of embedded ambiguities.

Additional uncertainty about performance is due to the following:

Portfolio amortization: The main source of uncertainty in this
transaction is the pace of amortization of the underlying
portfolio, which can vary significantly depending on market
conditions and have a significant impact on the notes' ratings.
Amortization could accelerate as a consequence of high loan
prepayment levels or collateral sales by the collateral manager or
be delayed by an increase in loan amend-and-extend restructurings.
Fast amortization would usually benefit the ratings of the notes
beginning with the notes having the highest prepayment priority.

Around 6% of the collateral pool consists of debt obligations
whose credit quality Moody's has assessed by using credit
estimates. As part of its base case, Moody's has stressed large
concentrations of single obligors bearing a credit estimate as
described in "Updated Approach to the Usage of Credit Estimates in
Rated Transactions"; published in October 2009 and available at

http://www.moodys.com/viewresearchdoc.aspx?docid=PBC_120461.

Recovery of defaulted assets: Market value fluctuations in
trustee-reported defaulted assets and those Moody's assumes have
defaulted can result in volatility in the deal's over-
collateralization levels. Further, the timing of recoveries and
the manager's decision whether to work out or sell defaulted
assets can also result in additional uncertainty. Moody's analyzed
defaulted recoveries assuming the lower of the market price or the
recovery rate to account for potential volatility in market
prices. Recoveries higher than Moody's expectations would have a
positive impact on the notes' ratings.

Foreign currency exposure: The deal has a significant exposures to
non-EUR denominated assets. Volatility in foreign exchange rates
will have a direct impact on interest and principal proceeds
available to the transaction, which can affect the expected loss
of rated tranches.

In addition to the quantitative factors that Moody's explicitly
modelled, qualitative factors are part of the rating committee's
considerations. These qualitative factors include the structural
protections in the transaction, its recent performance given the
market environment, the legal environment, specific documentation
features, the collateral manager's track record and the potential
for selection bias in the portfolio. All information available to
rating committees, including macroeconomic forecasts, input from
other Moody's analytical groups, market factors, and judgments
regarding the nature and severity of credit stress on the
transactions, can influence the final rating decision.


FAXTOR ABS 2005-1: Fitch Affirms 'CC' Rating on Class B Notes
-------------------------------------------------------------
Fitch Ratings has affirmed all of Faxtor ABS 2005-1 B.V.'s
classes:

  EUR25 mil. Class A-1 floating-rate notes due 2070
   (XS0235143970): affirmed at 'Asf'; Outlook Stable
  EUR10 mil. Class A-2E floating-rate notes due 2094
   (XS0235144358): affirmed at 'BB+sf'; Outlook Stable
  EUR10 mil. Class A-2F fixed-rate notes due 2094 (XS0235144945):
   affirmed at 'BB+sf'; Outlook Stable
  EUR20 mil. Class A-3 fixed-rate notes due 2094 (XS0235146056):
   affirmed at 'BB-sf'; Outlook Stable
  EUR17 mil. Class A-4 floating-rate notes due 2094
   (XS0235146569): affirmed at 'CCCsf'
  EUR12 mil. Class B floating-rate notes due 2094 (XS0235147617):
   affirmed at 'CCsf'

Faxtor ABS 2005-1 is a securitization of European structured
finance assets of mainly mezzanine quality.

KEY RATING DRIVERS

The affirmation reflects the portfolio's stable performance over
the last 12 months.  Amortization of the portfolio has resulted in
increased credit enhancement across the capital structure, which
was offset by increases in portfolio concentration levels.

The class A-1 notes have amortized by EUR22 million over the last
12 months, resulting in an increase in credit enhancement to 78.3%
from 70.4%.  Credit enhancement for the class A-2 notes increased
to 61% from 55%; the class A-3 notes to 43.7% from 39.5%, and the
A-4 notes to 29% from 26.3%.

The transaction is currently benefitting from a floating-for-fixed
swap, which will expire in February 2016.  With interest proceeds
from the underlying portfolio sufficient to cover the notes'
interest payments, remaining cash is available to pay down the
class B notes' deferred interest of EUR563,457.  Fitch expects the
deferred interest to be fully paid over the next two payment dates
and therefore prior to the swap expiry.  Any remaining interest
proceeds would then go towards the pay-down of the class A-1 notes
principal although this is expected to be limited after the expiry
of the swap.

The transaction includes two sterling assets, which remain
unhedged since the cross-currency swap matured in July 2013.  The
assets are both non-senior RMBS assets and make up for 7.35% of
the performing balance.

The portfolio currently comprises 52 performing assets from 40
issuers and five defaulted assets.  There have not been any
additional defaults over the last 12 months.  In line with Fitch's
expectations, the portfolio is becoming increasingly concentrated
with amortization.  The UK is the largest country with 46% of
assets, up from 41% a year ago.  The second-largest country is the
Netherlands with 16%, compared with 19%, followed by Germany at
15% versus 15.5%.  RMBS remains the largest sector, representing
60% of the portfolio, followed by 20% CMBS assets and 15%
corporate CDOs.

RATING SENSITIVITIES

Stressing the default rate by 25% for all assets in the portfolio
would result in a downgrade of up to two rating categories for the
rated notes.  Reducing the recovery rate by 25% for all assets in
the portfolio would have no impact on the class A-1 or A-2 notes,
but could lead to a downgrade of up to one category on the
remaining notes.

DUE DILIGENCE USAGE

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

DATA ADEQUACY

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

The majority of the underlying assets have ratings or credit
opinions from Fitch and/or other Nationally Recognized Statistical
Rating Organizations and/or European Securities and Markets
Authority registered rating agencies.  Fitch has relied on the
practices of the relevant Fitch groups and/or other rating
agencies to assess the asset portfolio information.

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


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


PROBUSINESSBANK: Moody's Cuts Currency Deposit Ratings to C
-----------------------------------------------------------
Moody's Investors Service downgraded to C from B3 the long-term
local and foreign-currency deposit ratings of ProbusinessBank
(Russia). At the same time, Moody's downgraded the bank's baseline
credit assessment (BCA)/Adjusted BCA to c from b3 and affirmed the
bank's Not Prime short-term local and foreign-currency deposit
ratings.

Moody's also downgraded ProbusinessBank's long-term program
ratings: its senior unsecured local and foreign-currency program
ratings were downgraded to (P)C from (P)B3, and its subordinated
local and foreign-currency program ratings were downgraded to (P)C
from (P)Caa1. Moody's affirmed ProbusinessBank's short-term local
and foreign-currency program ratings of (P)Not Prime.

Finally, Moody's downgraded ProbusinessBank's long-term
Counterparty Risk Assessment (CR Assessment) to C(cr) from B2(cr)
and affirmed the bank's short-term Not Prime(cr) CR Assessment.

Moody's will withdraw all ProbusinessBank's ratings following the
withdrawal of its banking license by the Central Bank of Russia on
August 12, 2015.

RATINGS RATIONALE

The rating action and Moody's subsequent ratings withdrawal follow
the Central Bank of Russia's announcement on August 12, 2015, that
it had revoked ProbusinessBank's banking license, as a result of
the entity's violation of state laws on banking activity and its
failure to reach the minimum capital adequacy regulatory
requirements.

The downgrade of ProbusinessBank's ratings reflects Moody's
expectations of heavy losses that the bank's creditors are likely
to incur as a result of liquidation, given (1) the bank's poor
asset quality; (2) very weak capital position; and (3) historical
data for similar cases in Russia, when banks' licenses have been
revoked.

According to Moody's, ProbusinessBank had no rated debt
outstanding at the time of the rating withdrawal, and customer
deposits represented the main source of the bank's non-equity
funding.

Headquartered in Moscow, Russia, ProbusinessBank reported total
assets of RUB188 billion (US$3.3 billion) and total equity of
RUB15.2 billion (US$271 million) under audited IFRS as at  January
1, 2015.


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


* BOND PRICING: For the Week August 10, 2015 to August 14, 2015
---------------------------------------------------------------

Issuer             Coupon    Maturity Currency     Price
------             ------    -------- --------     -----
Grupo Isolux Cors     6.63    4/15/2021    EUR     65.23
CSN Resources SA      6.50    7/21/2020    USD     75.00
CHC Helicopter SA     9.25   10/15/2020    USD     64.00
NBG Finance PLC       4.38    4/30/2019    EUR     46.01
Piraeus Group Fin     5.00    3/27/2017    EUR     40.25
Alpha Credit Grou     3.38    6/17/2017    EUR     50.75
Heta Asset Resolu     4.38    1/24/2017    EUR     63.50
Ukraine Governmen     9.25    7/24/2017    USD     58.63
Russian Standard     13.00    4/10/2020    USD     49.03
Andrade Gutierrez     4.00    4/30/2018    USD     61.50
Hema Bondco I BV      6.25    6/15/2019    EUR     67.63
Petrobras Global      5.63    5/20/2043    USD     73.66
Public Power Corp     5.50     5/1/2019    EUR     68.76
Ajecorp BV            6.50    5/14/2022    USD     76.01
Algeco Scotsman G    10.75   10/15/2019    USD     69.21
QGOG Constellatio     6.25    11/9/2019    USD     62.00
Afren PLC             6.63    12/9/2020    USD      3.14
Ukraine Governmen     6.88    9/23/2015    USD     61.00
OAS Investments G     8.25   10/19/2019    USD     18.00
Metinvest BV         10.25    1/31/2016    USD     70.00
ERB Hellas PLC        4.25    6/26/2018    EUR     40.06
CHC Helicopter SA     9.38     6/1/2021    USD     48.75
CGG SA                6.50     6/1/2021    USD     74.88
Norske Skogindust     7.00    6/26/2017    EUR     73.25
CGG SA                1.75     1/1/2020    EUR      9.32
Heta Asset Resolu     4.25   10/31/2016    EUR     63.50
Hema Bondco II BV     8.50   12/15/2019    EUR     31.84
Indo Energy Finan     6.38    1/24/2023    USD     64.00
Banca delle March     0.94     6/1/2017    EUR     38.00
Yuksel Insaat AS      9.50   11/10/2015    USD     53.51
Russian Standard     11.50    1/17/2024    USD     43.38
Hellenic Republic     5.00    3/11/2019    EUR     63.88
Far East Capital      8.00     5/2/2018    USD     61.25
Banco Espirito Sa     7.13   11/28/2023    EUR      6.63
Ukraine Governmen     4.95   10/13/2015    EUR     60.50
Bank of New York      4.23   12/30/2099    EUR     23.88
Public Power Corp     4.75     5/1/2017    EUR     72.00
Heta Asset Resolu     2.75    5/31/2016    CHF     63.06
EnQuest PLC           5.50    2/15/2022    GBP     71.00
HSH Nordbank AG       0.83    2/14/2017    EUR     74.07
HSH Nordbank AG/L     2.31                 EUR     18.14
Afren PLC            11.50     2/1/2016    USD      2.00
Alcatel-Lucent        4.25     7/1/2018    EUR      4.13
Peugeot SA            4.45     1/1/2016    EUR     29.57
Brunswick Rail Fi     6.50    11/1/2017    USD     58.00
Privatbank CJSC V     9.38    9/23/2015    USD     69.66
Afren PLC            10.25     4/8/2019    USD      3.36
CGG SA                6.88    1/15/2022    USD     76.50
Nordea Bank AB        0.70                 EUR     73.40
Avangardco Invest    10.00   10/29/2015    USD     47.50
ING Groep NV          1.57                 EUR     72.46
Ukraine Governmen     7.75    9/23/2020    USD     57.44
Ukraine Governmen     7.50    4/17/2023    USD     59.00
Takko Luxembourg      9.88    4/15/2019    EUR     46.00
Ukraine Railways      9.50    5/21/2018    USD     69.00
Athens Urban Tran     4.85    9/19/2016    EUR     70.13
Paragon Offshore      7.25    8/15/2024    USD     31.13
Banque Federative     1.40                 EUR     65.40
OSX 3 Leasing BV     13.00    3/20/2015    USD     52.00
HSH Nordbank AG       7.25                 USD     24.00
Metinvest BV          8.75    2/14/2018    USD     58.30
DTEK Finance PLC      7.88     4/4/2018    USD     44.25
Neopost SA            3.38                 EUR     54.88
Immigon Portfolio    10.00                 EUR      0.65
Alcatel-Lucent        0.13    1/30/2020    EUR      4.54
Hellenic Railways     4.68   10/29/2015    EUR     78.88
Bank of New York      4.49   12/15/2050    EUR     63.66
Banca delle March     1.14    6/15/2016    EUR     41.25
Ukraine Governmen     7.80   11/28/2022    USD     59.00
Assystem              4.50                 EUR     27.47
Hema Bondco I BV      5.24    6/15/2019    EUR     65.78
ING Groep NV          1.17                 EUR     71.40
Piraeus Group Fin     1.83    7/20/2016    EUR     20.00
CGG SA                1.25     1/1/2019    EUR     25.47
Metinvest BV         10.50   11/28/2017    USD     61.01
HSH Nordbank AG       0.79    2/14/2017    EUR     74.09
Air France-KLM        2.03    2/15/2023    EUR     10.57
Santander Interna     2.00                 USD     45.38
SOITEC                6.75    9/18/2018    EUR      1.61
OGX Austria GmbH      8.50     6/1/2018    USD      0.01
Mriya Agro Holdin     9.45    4/19/2018    USD     16.25
WPE International    10.38    9/30/2020    USD     10.75
Hellenic Republic     5.25     2/1/2016    JPY     70.38
Ukraine Governmen     7.95    2/23/2021    USD     59.00
Caixa Terrassa So     1.43                 EUR     63.79
City of Kyiv Via      9.38    7/11/2016    USD     51.00
Commercial Bank P     5.80     2/9/2016    USD     57.63
Faurecia              3.25     1/1/2018    EUR     35.66
Ukraine Governmen     6.58   11/21/2016    USD     58.50
Aegon NV              1.51                 NLG     58.52
Norske Skog Holdi     8.00    2/24/2021    EUR     55.75
Heta Asset Resolu     0.06    5/31/2016    EUR     63.35
Codere Finance Lu     8.25    6/15/2015    EUR     71.50
DTEK Finance PLC     10.38    3/28/2018    USD     47.68
UKRLANDFARMING PL    10.88    3/26/2018    USD     44.50
Eurobank Ergasias     1.59     6/8/2017    EUR      2.17
Ukraine Governmen     6.25    6/17/2016    USD     58.50
Ukraine Governmen     6.75   11/14/2017    USD     58.13
IMMOFINANZ AG         4.25     3/8/2018    EUR      4.49
Paragon Offshore      6.75    7/15/2022    USD     32.50
Far East Capital      8.75     5/2/2020    USD     61.25
Tonon Luxembourg     10.50    5/14/2024    USD     59.25
Econocom Group SA     1.50    1/15/2019    EUR     11.58
Orpea                 1.75     1/1/2020    EUR     73.04
First Ukrainian I    11.00   12/31/2018    USD     55.03
City of Kiev Ukra     8.00    11/6/2015    USD     52.63
Heta Asset Resolu     0.74    1/24/2017    EUR     17.50
Hellenic Republic     3.80     8/8/2017    JPY     69.63
Rothschilds Conti     0.96                 EUR     61.73
Hellenic Republic     5.20    7/17/2034    EUR     58.88
Ukreximbank Via B     7.49     2/9/2023    USD     62.88
CNP Assurances        1.25                 EUR     66.25
Etablissements Ma     2.75     7/1/2021    EUR      9.34
Capital Raising G     7.50                 EUR     11.01
OGX Austria GmbH      8.38     4/1/2022    USD      0.01
Credit Agricole S     0.71                 EUR     67.34
Aralco Finance SA    10.13     5/7/2020    USD      2.38
Etablissements Ma     1.63     7/1/2019    EUR     14.43
Lambay Capital Se     6.25                 GBP      1.45
ESFIL-Espirito Sa     5.25    6/12/2015    EUR      1.20
Touax SA              6.00    7/10/2020    EUR     19.40
Hellenic Railways     4.03    3/17/2017    EUR     69.38
Singulus Technolo     7.75    3/23/2017    EUR     42.51
Hellenic Republic     5.00    8/22/2016    JPY     69.63
Virgolino de Oliv    10.50    1/28/2018    USD      2.00
Santander Finance     0.62                 EUR     68.09
Hellenic Republic     6.14    4/14/2028    EUR     63.75
Pescanova SA          5.13    4/20/2017    EUR      3.22
Le Noble Age          4.88     1/3/2016    EUR     21.35
BPCE SA               1.07                 EUR     65.88
Financing of Infr     9.00    12/7/2017    USD     57.50
Nexity SA             0.63     1/1/2020    EUR     50.33
Nexans SA             4.00     1/1/2016    EUR     55.01
ATF Capital BV       10.00                 USD     67.50
NTRP Via Interpip    10.25     8/2/2017    USD     25.04
Lloyds Bank PLC       0.48                 USD     62.79
NIBC Bank NV          0.67                 EUR     61.25
Phosphorus Holdco    10.00     4/1/2019    GBP      2.50
Rothschilds Conti     0.69                 USD     52.75
Banque Federative     0.83                 EUR     65.48
Hellenic Railways     5.01   12/27/2017    EUR     68.13
Hellenic Republic     2.09    7/25/2057    EUR     22.25
HSBC Bank PLC         0.60                 USD     62.70
Renaissance Credi    13.50    5/22/2019    USD     75.00
Privatbank CJSC V    10.88    2/28/2018    USD     66.07
Finance and Credi     9.25    1/25/2019    USD      9.88
Pescanova SA          8.75    2/17/2019    EUR      3.37
Standard Chartere     0.56                 USD     60.29
Afren PLC             6.63    12/9/2020    USD     45.50
HSBC Bank PLC         0.75                 USD     62.58
Espirito Santo Fi     6.88   10/21/2019    EUR      0.04
Candyking Holding     5.00    1/29/2018    SEK     67.00
Mriya Agro Holdin    10.95    3/30/2016    USD     16.00
Praktiker AG          5.88    2/10/2016    EUR      0.07
Immigon Portfolio     8.98    7/26/2018    EUR     57.63
Global PVQ SE         6.75   10/21/2015    EUR      0.67
Alpha Credit Grou     1.68     2/1/2017    EUR      4.31
Ageasfinlux SA        1.34                 EUR     64.79
Barclays Bank PLC     0.69                 USD     63.88
Financing of Infr     7.40    4/20/2018    USD     57.25
HSBC Bank PLC         0.75                 USD     62.86
Hellenic Republic     5.25     2/1/2016    JPY     70.38
Banco Espirito Sa     2.64                 EUR      9.63
Caisse Federale d     1.17                 EUR     64.15
Jyske Bank A/S        1.38                 EUR     65.00
Sydbank A/S           1.14                 EUR     64.75
Cooperatieve Cent     0.50   11/26/2021    ZAR     55.49
Hellenic Railways     4.50    12/6/2016    JPY     69.50
Heta Asset Resolu     4.35    11/3/2016    EUR     17.88
BLT Finance BV        7.50    5/15/2014    USD      5.00
Credit Mutuel Ark     1.33                 EUR     63.67
Grupo Isolux Cors     6.63    4/15/2021    EUR     65.08
NIBC Bank NV          2.13                 USD     70.65
Talvivaara Mining     4.00   12/16/2015    EUR      1.00
Hybrid Raising Gm     6.63                 EUR     11.00
Bank Nadra via ND     8.25    7/31/2018    USD      7.00
Afren PLC            11.50     2/1/2016    USD      2.16
SNS Bank NV          11.25                 EUR      1.26
Norwegian Energy      6.50     3/6/2018    NOK     80.50
Espirito Santo Fi     3.13    12/2/2018    EUR      1.30
Koninklijke Lucht     0.75                 CHF     35.00
Pierre & Vacances     3.50    10/1/2019    EUR     38.49
Island Drilling C     9.50     4/3/2018    USD     59.13
Cirio Holding Lux     6.25    2/16/2004    EUR      2.94
Barclays Bank PLC     0.63                 USD     64.00
Afren PLC            10.25     4/8/2019    USD      2.45
Banco Espirito Sa     0.16                 EUR     15.33
BOA Offshore AS       8.11   12/18/2018    NOK     68.13
Ekotechnika GmbH      9.75    5/10/2018    EUR      9.25
Barclays Bank PLC     1.56                 GBP     72.33
KA Finanz AG          5.43    2/13/2024    EUR     57.38
IKB Deutsche Indu     5.63    3/31/2017    EUR     21.00
Popular Capital S     1.34                 EUR     54.00
Minicentrales Dos     6.45    4/14/2028    EUR     73.88
International Ind     9.00     7/6/2011    EUR      0.48
Heta Asset Resolu     0.09    5/31/2016    EUR     62.79
Hypo Tirol Bank A     0.41    7/23/2026    EUR     60.25
Scandinavian Airl     2.38                 CHF     30.75
TAG Immobilien AG     6.50   12/10/2015    EUR     10.96
Takko Luxembourg      6.98    4/15/2019    EUR     45.09
Phones4u Finance      9.50     4/1/2018    GBP     38.02
Alpine Holding Gm     6.00    5/22/2017    EUR      0.00
Hellenic Republic     4.50    11/8/2016    JPY     69.13
Hellenic Bank PCL    10.00                 EUR     48.63
Norshore Atlantic    12.00   12/21/2018    USD     57.08
Virgolino de Oliv    10.88    1/13/2020    USD     19.25
BNP Paribas SA        0.48                 USD     60.96
Societe Air Franc     2.75     4/1/2020    EUR     20.24
Norske Skog Holdi     8.00    2/24/2023    USD     54.00
Corporate Commerc     8.25     8/8/2014    USD      2.35
Air Berlin Financ     1.50    4/11/2027    EUR     70.00
Orco Property Gro     7.00    11/7/2019    EUR     78.13
Nordea Bank Norge     0.56                 USD     63.44
Dexia SA              4.89                 EUR     15.25
Barclays Bank PLC     1.18    3/21/2033    USD     66.80
Breeze Finance SA     6.71    4/19/2027    EUR     44.00
Vseukrainsky Akts     9.00    6/14/2019    USD      2.58
Banco Espanol de      0.61                 EUR     67.87
RENE LEZARD Mode      7.25   11/25/2017    EUR     21.60
Petrol AD             8.38    1/26/2017    EUR      5.00
Commerzbank Holdi     0.81                 USD     64.25
SNS Bank NV           6.25   10/26/2020    EUR      2.48
Paragon Offshore      7.25    8/15/2024    USD     33.26
Laurel GmbH           7.13   11/16/2017    EUR     30.13
Heta Asset Resolu     1.91    9/29/2016    JPY     61.88
Atlantic Offshore     8.88    5/16/2018    NOK     72.51
Metinvest BV         10.25    1/31/2016    USD     70.75
Astana Finance BV     7.88     6/8/2010    EUR     15.65
Norske Skog Holdi     8.00    2/24/2021    EUR     56.25
Jasper Explorer P    13.50    5/27/2016    USD      5.13
Dexia Credit Loca     4.30                 EUR      8.50
National Westmins     0.69                 USD     64.00
JZ Capital Partne     6.00    7/30/2021    GBP     10.90
Teak Holz Interna     5.00    8/31/2015    EUR     30.00
More & More AG        8.13    6/11/2018    EUR     43.88
Banco Pastor SA       2.39                 EUR     61.88
Alpha Credit Grou     6.00    5/20/2017    EUR     50.75
Barclays Bank PLC     1.95    5/31/2033    USD     69.95
Lloyds Bank PLC       0.50                 USD     62.93
Ukraine Governmen     9.25    7/24/2017    USD     58.48
Lehman Brothers U     5.13                 EUR      0.05
Noreco Norway AS      6.50     3/6/2018    NOK     75.00
Ideal Standard In    11.75     5/1/2018    EUR     38.38
Norske Skogindust     7.13   10/15/2033    USD     43.50
Hellenic Railways     0.25    5/24/2016    EUR     70.75
Depfa Funding III     1.35                 EUR     57.38
Lloyds Bank PLC       2.33    1/31/2033    USD     69.75
Travel24.com AG       7.50    9/17/2017    EUR     50.05
Danske Bank Oyj       0.73                 EUR     65.10
Barclays Bank PLC     1.44    3/28/2033    USD     65.00
Kaupthing Bank Hf     9.00                 USD      0.13
Lehman Brothers T     6.00    11/2/2035    EUR     16.25
MS Deutschland Be     6.88   12/18/2017    EUR     14.91
Virgolino de Oliv    11.75     2/9/2022    USD      2.00
BDT Media Automat     8.13    10/9/2017    EUR     63.63
Ukraine Governmen     5.00   12/20/2015    USD     59.75
Windreich GmbH        6.50    7/15/2016    EUR     10.88
Standard Chartere     0.65                 USD     60.40
Jyske Bank A/S        0.74                 EUR     65.88
National Westmins     0.56                 USD     64.00
SiC Processing Gm     7.13     3/1/2016    EUR      2.42
Kezizalog Zrt         7.75    10/1/2018    EUR      1.06
Den Norske Credit     0.56                 USD     62.88
Lehman Brothers T     7.00    5/17/2035    EUR     19.00
Northland Resourc     4.00   10/15/2020    USD      0.13
Ajecorp BV            6.50    5/14/2022    USD     71.85
Saphir Finance PL     6.85                 GBP      1.38
Agroton Public Lt     6.00    7/14/2019    USD     28.13
Cirio Finanziaria     8.00   12/21/2005    EUR      1.66
IKB Deutsche Indu     4.70    3/31/2017    EUR     18.00
Immigon Portfolio     0.74    6/18/2018    EUR     66.88
Lloyds Bank PLC       2.42    2/22/2033    USD     67.68
Hellas Telecommun     8.50   10/15/2013    EUR      0.00
Sairgroup Finance     4.38     6/8/2006    EUR     16.75
Telecare Service      7.03    5/23/2018    SEK     73.75
Hellenic Railways     4.50    12/6/2016    JPY     70.13
Barclays Bank PLC     4.39   12/23/2033    USD     74.16
Barclays Bank PLC     0.38   12/28/2040    EUR     65.19
Belfius Bank SA/N     1.93                 FRF     69.75
Minicentrales Dos     4.81   11/29/2034    EUR     73.88
Royal Bank of Sco     0.69                 USD     59.75
APP International    11.75    10/1/2005    USD      2.95
Heta Asset Resolu     5.92    2/22/2022    EUR     16.38
Rena GmbH             8.25    7/11/2018    EUR      8.63
Dannemora Mineral    11.75    3/22/2016    USD      0.67
Lehman Brothers T     6.00    2/15/2035    EUR     19.00
Kaupthing Bank Hf     6.50     2/3/2045    EUR      0.00
Svyaznoy Bank ZAO    12.00     8/6/2015    RUB     60.01
Deutsche Morgan G     0.69                 USD     58.00
Alliance Oil Co O     8.85     6/4/2021    RUB     57.21
Lehman Brothers T     8.25    3/16/2035    EUR     19.00
Norske Skogindust     7.13   10/15/2033    USD     43.50
LBI HF                6.25                 EUR      0.00
Espirito Santo Fi     9.75   12/19/2025    EUR      1.38
EDOB Abwicklungs      7.50     4/1/2012    EUR      0.00
Societe Alsacienn     1.63     1/1/2022    EUR     59.70
Lloyds Bank PLC       0.69                 USD     63.00
Russian Standard     13.00    4/10/2020    USD     48.88
GNB - Cia de Segu     2.19   12/19/2022    EUR     70.00
Hellenic Republic     5.00    8/22/2016    JPY     69.88
Piraeus Bank SA       0.93     2/9/2017    EUR     44.93
Windreich GmbH        6.50     3/1/2015    EUR     10.88
Portigon AG           7.46   12/31/2019    EUR     15.70
Abanka Vipa DD Vi     1.88                 EUR      0.45
Kaupthing Bank Hf     7.13    5/19/2016    USD      0.00
Pohjola Bank Oyj      0.64                 EUR     66.90
OGX Austria GmbH      8.50     6/1/2018    USD      0.02
Glitnir HF            6.69    6/15/2016    USD      0.02
Banco Espirito Sa     2.82                 EUR     15.75
Kaupthing Bank Hf     7.63    2/28/2015    USD     21.50
Lehman Brothers U     5.75                 EUR      0.00
Sidetur Finance B    10.00    4/20/2016    USD     13.75
Metinvest BV         10.50   11/28/2017    USD     63.00
Kaupthing Bank Hf     5.75    10/4/2011    USD     21.75
Tonon Luxembourg     10.50    5/14/2024    USD     58.63
Pescanova SA          6.75     3/5/2015    EUR      3.47
TGC-2 OJSC           12.00   10/10/2018    RUB     72.51
International Ind    11.00    2/19/2013    USD      0.40
Ukraine Governmen     7.80   11/28/2022    USD     58.35
PNE Wind AG           3.75   10/10/2019    EUR      2.90
BNP Paribas SA        2.24    4/30/2033    USD     65.13
LBI HF                6.10    8/25/2011    USD     11.13
AK Transneft OAO     11.50     7/3/2025    RUB     60.01
Deutsche Bank AG/     2.23    3/15/2033    USD     66.70
Mox Telecom AG        7.25    11/2/2017    EUR      2.64
KPNQwest NV          10.00    3/15/2012    EUR      0.50
Financing of Infr     8.38    11/3/2017    USD     57.38
Mechel                8.40    5/27/2021    RUB     60.02
Ukraine Railways      9.50    5/21/2018    USD     68.75
Codere Finance Lu     9.25    2/15/2019    USD     71.38
Hema Bondco I BV      6.25    6/15/2019    EUR     67.20
Alpine Holding Gm     5.25     7/1/2015    EUR      0.00
Ukraine Governmen     6.88    9/23/2015    USD     60.72
Societe Generale      0.50                 USD     62.19
Hellenic Republic     0.76    8/10/2019    EUR     54.74
Sazka AS              9.00    7/12/2021    EUR      4.86
friedola Gebr Hol     7.25    4/11/2017    EUR     38.75
Ukraine Governmen     7.75    9/23/2020    USD     57.52
National Westmins     0.75                 USD     64.00
Indo Energy Finan     6.38    1/24/2023    USD     65.41
Frey                  6.00   11/15/2022    EUR     22.20
Barclays Bank PLC     1.68    4/19/2033    USD     66.50
Teksid Aluminum L    11.38    7/15/2011    EUR      0.12
EXER D GmbH           5.70     2/1/2016    EUR     60.00
Piraeus Group Fin     2.23   10/27/2034    EUR     20.00
Alpha Credit Grou     1.64     3/8/2017    EUR      4.31
Centrosolar Group     7.00    2/15/2016    EUR      2.75
Heta Asset Resolu     0.45   12/18/2030    EUR     10.25
Dexia Kommunalban     4.88   12/31/2016    EUR     19.80
Cirio Finance Lux     7.50    11/3/2002    EUR      7.88
Norske Skog Holdi     8.00    2/24/2023    USD     53.88
Codere Finance Lu     9.25    2/15/2019    USD     71.38
Aralco Finance SA    10.13     5/7/2020    USD      4.50
Hellenic Republic     2.27     2/7/2022    EUR     51.14
Petromena ASA         9.75    5/24/2016    NOK      1.04
Talvivaara Mining     9.75     4/4/2017    EUR      0.09
Hema Bondco II BV     8.50   12/15/2019    EUR     32.00
Heta Asset Resolu     0.54   11/29/2032    EUR     16.63
Espirito Santo Fi     5.13    5/30/2016    EUR      1.12
Standard Chartere     0.69                 GBP     60.42
Bank of Scotland      0.63                 USD     62.90
DNB Bank ASA          0.56                 USD     62.83
Metinvest BV          8.75    2/14/2018    USD     55.69
Cirio Del Monte N     7.75    3/14/2005    EUR      1.45
Piraeus Bank SA       0.93   12/27/2016    EUR     48.00
Rena GmbH             7.00   12/15/2015    EUR      8.63
PA Resources AB      12.25     4/5/2016    NOK      4.99
Northland Resourc    15.00    7/15/2019    USD      1.07
PA Resources AB      13.50     3/3/2016    SEK      5.00
Societe Generale      1.92                 EUR     68.00
Penell GmbH Elekt     7.75    6/10/2019    EUR     11.00
Svensk Exportkred     7.00    9/26/2022    RUB     80.55
Dexia Kommunalban     5.63   12/31/2017    EUR     11.00
Far East Capital      8.00     5/2/2018    USD     64.00
Svensk Exportkred     0.50    1/31/2022    ZAR     53.62
OGX Austria GmbH      8.38     4/1/2022    USD      0.01
Ukraine Governmen     7.95    2/23/2021    USD     58.50
Paragon Offshore      6.75    7/15/2022    USD     42.50
Region of Puglia      0.53     2/6/2023    EUR     74.83
Italy Government      0.40    7/31/2045    EUR     75.26
Kaupthing Bank Hf     5.75    10/4/2011    USD     21.75
Strenesse AG          9.00    3/15/2017    EUR     53.25
Golden Gate AG        6.50   10/11/2014    EUR     39.60
Mechel               10.00    8/25/2020    RUB     72.01
UniCredit Bank Au     0.51    8/20/2033    EUR     62.00
getgoods.de AG        7.75    10/2/2017    EUR      5.38
SAir Group            2.13    11/4/2004    CHF     10.75
Gunther Zamek Pro     7.75    5/15/2017    EUR      0.63
Lehman Brothers T     6.00     3/4/2015    USD      4.80
Global PVQ Nether     5.75    5/26/2014    EUR     27.50
Kaupthing Bank Hf     6.25                 EUR      0.00
Lehman Brothers T     7.25    10/5/2035    EUR     19.00
Lehman Brothers T     6.00    3/18/2015    USD     19.00
Heta Asset Resolu     4.25    5/31/2016    EUR     62.50
Banco Pinto & Sot     0.95                 EUR     31.00
Kamaz OJSC           13.50    6/12/2020    RUB     60.07
Societe Centrale      9.00     7/1/2016    EUR      7.12
KPNQwest NV           7.13     6/1/2009    EUR      0.50
Standard Chartere     0.69                 USD     60.16
Barclays Bank PLC     2.79     4/9/2028    USD     72.00
IM Skaugen SE        10.26    4/11/2017    NOK     47.25
GNB - Cia de Segu     3.49                 EUR     68.05
SAG Solarstrom AG     6.25   12/14/2015    EUR     45.00
Barclays Bank PLC     3.12    6/17/2033    USD     66.01
Accentro Real Est     7.75    6/25/2017    EUR      3.10
LBI HF                7.43                 USD      0.00
Heta Asset Resolu     5.73   12/10/2021    EUR     15.75
Heta Asset Resolu     4.63     3/4/2018    EUR     61.88
IT Holding Financ     9.88   11/15/2012    EUR      0.24
Codere Finance Lu     8.25    6/15/2015    EUR     71.38
Ukraine Governmen     7.50    4/17/2023    USD     58.57
State of Carinthi     0.74    7/20/2017    CHF      0.20
Depfa Funding IV      5.03                 EUR     56.75
Allied Irish Bank     0.73   10/24/2035    EUR     23.13
Barclays Bank PLC     0.69                 USD     63.00
Assystem              4.00     1/1/2017    EUR     22.48
OAS Investments G     8.25   10/19/2019    USD     18.00
Virgolino de Oliv    10.88    1/13/2020    USD     17.88
Deutsche Bank AG/    11.50    8/31/2015    USD     26.25
Ukraine Governmen     6.75   11/14/2017    USD     58.38
Lloyds Bank PLC       1.45    4/26/2033    USD     60.00
Rosselkhozbank OJ    13.10    7/14/2025    RUB     60.01
Kommunekredit         0.50    5/11/2029    CAD     71.05
Glitnir HF            3.00    6/30/2010    EUR     27.25
TradeDoubler AB       6.75   12/20/2018    SEK     73.63
Solarworld AG         6.13    1/21/2017    EUR     31.13
KA Finanz AG          4.44   12/20/2030    EUR     61.63
Gazprom Capital L     7.55    2/15/2018    RUB     60.01
Alpine Holding Gm     5.25    6/10/2016    EUR      0.00
Global PVQ Nether     1.38    4/30/2012    EUR     27.50
Brunswick Rail Fi     6.50    11/1/2017    USD     53.00
Depfa Funding II      6.50                 EUR     56.88
LBI HF                4.65                 EUR      0.00
Bank Nederlandse      0.50    7/12/2022    ZAR     52.76
Lehman Brothers T     5.00    9/22/2014    EUR     19.00
Governo Portugues     2.75                 EUR     60.00
Glitnir HF            6.00     3/5/2012    GBP     27.25
Northland Resourc     4.00   10/15/2020    NOK      0.13
Heta Asset Resolu     7.50    5/27/2024    ATS     16.63
Accentro Real Est     6.25    3/27/2019    EUR      2.68
Astana Finance BV     9.00   11/16/2011    USD     15.65
Rusfinans Bank OO    12.00    6/30/2020    RUB     61.34
Region of Piemont     0.21   11/27/2036    EUR     61.01
Bank Julius Baer      9.75   11/13/2015    USD     63.20
Kaupthing Bank Hf     3.00    2/12/2010    CHF     21.63
KPNQwest NV           8.88     2/1/2008    EUR      0.50
Schneekoppe GmbH      6.45    9/20/2015    EUR      5.84
Public Power Corp     5.50     5/1/2019    EUR     69.34
Barclays Bank PLC     4.93    11/1/2031    USD     70.00
Region of Abruzzo     0.44    11/7/2036    EUR     65.73
Credit Suisse AG/    11.00    12/3/2015    USD     55.49
Mriya Agro Holdin     9.45    4/19/2018    USD     16.63
Solen AG              7.50     4/8/2016    EUR      2.01
Federal Grid Co U     8.25    9/15/2020    RUB     60.01
Takko Luxembourg      9.88    4/15/2019    EUR     46.75
EuroChem Mineral     12.40    6/26/2018    RUB     60.66
NOS SGPS SA           2.56    11/9/2019    EUR    106.94
Bashneft PAO          8.35   12/13/2016    RUB     67.07
Danske Bank Oyj       1.59                 EUR     73.00
Heta Asset Resolu     4.88    9/18/2017    EUR     16.75
Financing of Infr     7.40    4/20/2018    USD     56.52
Ukraine Governmen     4.95   10/13/2015    EUR     59.71
Seabird Explorati     6.00   12/18/2015    USD     27.00
Kaupthing Bank Hf     6.75                 EUR      0.00
Ukraine Governmen     6.25    6/17/2016    USD     58.22
Bulgaria Steel Fi    12.00     5/4/2013    EUR      1.00
Nationwide Buildi     1.07                 GBP     70.00
Lehman Brothers T     2.88    3/14/2013    CHF     16.25
Cooperatieve Cent     0.50    7/30/2043    MXN     17.58
Lehman Brothers T     5.00    3/18/2015    EUR     19.00
KA Finanz AG          4.90    6/23/2031    EUR     68.88
LBI HF                3.20    5/10/2010    SKK      8.50
Espirito Santo Fi     5.05   11/15/2025    EUR      2.00
Privatbank CJSC V    10.88    2/28/2018    USD     66.63
IM Skaugen SE         9.75    6/30/2016    NOK     52.60
Barclays Bank PLC     4.11    2/28/2034    USD     72.00
Cyprus Popular Ba     1.74    5/26/2016    EUR      3.04
BLT Finance BV       12.00    2/10/2015    USD     10.50
Mifa Mitteldeutsc     7.50    8/12/2018    EUR      3.18
SAG Solarstrom AG     7.50    7/10/2017    EUR     45.00
Club Mediterranee     6.11    11/1/2015    EUR     16.03
SU-155 KAPITAL OO    13.25    2/23/2016    RUB     26.30
Glitnir HF            4.38     2/5/2010    EUR     27.25
A-TEC Industries      8.75   10/27/2014    EUR      2.00
Public Power Corp     4.75     5/1/2017    EUR     72.90
Heta Asset Resolu     5.27     4/7/2028    EUR     16.88
Raiffeisen Bank I     4.50    9/28/2035    EUR     65.75
Raiffeisenbank ZA    11.35    6/11/2018    RUB     60.01
Alpha Credit Grou     1.98     2/1/2017    EUR     50.75
Hellenic Bank PCL    11.00                 EUR     48.63
Equity Release Fu     1.98    4/26/2038    GBP     72.50
VEB-Leasing OAO       8.50     3/1/2018    RUB     56.03
Solarworld AG         6.38    7/13/2016    EUR     32.13
UKRLANDFARMING PL    10.88    3/26/2018    USD     49.02
Kaupthing Bank Hf     5.25    7/18/2017    BGN     21.63
Finmek Internatio     7.00    12/3/2004    EUR      0.13
SNS Bank NV           2.73                 EUR      1.26
Magnit PJSC          12.10    5/11/2018    RUB     61.02
Ukraine Governmen     6.58   11/21/2016    USD     58.24
Virgolino de Oliv    10.50    1/28/2018    USD      0.90
Santander Finance     2.00                 EUR     34.25
Orient Express Ba    13.60     8/9/2018    RUB     50.80
Rusfinans Bank OO    10.88    8/22/2019    RUB     60.01
Razgulyai-Finans     11.30   10/17/2018    RUB     60.01
Mechel                8.40     6/1/2021    RUB     58.62
City of Kyiv Via      9.38    7/11/2016    USD     52.50
Governo Portugues     3.00                 EUR     73.00
LBI HF                6.10    8/25/2011    USD     11.00
Banco Espirito Sa    10.00    12/6/2021    EUR      6.63
Far East Capital      8.75     5/2/2020    USD     60.19
Czerwona Torebka      6.66    4/15/2016    PLN     67.00
Heta Asset Resolu     0.32    8/12/2017    EUR     60.88
Kaupthing Bank Hf     6.13    10/4/2016    USD     21.63
Heta Asset Resolu     0.20     4/9/2043    EUR     60.00
Den Norske Credit     0.53                 USD     62.76
Karlie Group GmbH     6.75    6/25/2018    EUR     60.00
Moscow United Ele    13.20    4/23/2025    RUB     61.01
DF Deutsche Forfa     7.88    5/27/2020    EUR     10.00
Virgolino de Oliv    11.75     2/9/2022    USD      1.10
SMP Bank OAO         12.00    5/23/2017    RUB     60.08
Investkredit Bank     3.55    4/12/2022    EUR     74.70
Heta Asset Resolu     5.03    1/26/2017    EUR     15.00
Artea                 6.00     8/4/2019    EUR     14.05
Alpha Credit Grou     2.00   11/28/2032    EUR     50.75
Lehman Brothers T     5.10     5/8/2017    HKD     19.00
Credit Agricole C     0.50    2/28/2018    RUB     74.93
Glitnir HF            6.38    9/25/2012    USD     27.25
VEB-Leasing OAO       8.60     4/2/2021    RUB     65.03
Polyus Gold OJSC     12.10     7/3/2025    RUB     61.07
Kaupthing Bank Hf     7.50     2/1/2045    USD      0.00
Rosneft OAO          17.40    12/3/2020    RUB     60.11
Del Monte Finance     6.63    5/24/2006    EUR      7.98
ECA                   2.50     1/1/2018    EUR      9.15
Solon SE              1.38    12/6/2012    EUR      0.33
Ukraine Governmen     5.00   12/20/2015    USD     59.75
Raiffeisenlandesb     4.40    4/17/2024    EUR     75.50
Heta Asset Resolu     0.25    3/29/2017    EUR     61.50
Magnit PJSC          12.10    5/11/2018    RUB     61.02
Mechel               10.00    8/25/2020    RUB     72.30
La Veggia Finance     7.13   11/14/2004    EUR      0.00
Gazprom PAO          16.30   10/21/2043    RUB     60.01
Banco Espirito Sa     1.54    5/27/2018    EUR      6.63
Cooperatieve Cent     0.50   10/30/2043    MXN     15.49
Alpha Credit Grou     6.00    7/29/2020    EUR     50.75
Heta Asset Resolu     0.09    1/24/2017    EUR     63.00
SV Patrimonia         4.00    4/19/2016    EUR     50.00
Breeze Finance SA    11.75    4/19/2027    EUR      3.00
CRC Breeze Financ     6.11     5/8/2016    EUR     54.38
LBI HF                2.25    2/14/2011    CHF      8.50
Heta Asset Resolu     3.42    11/7/2016    EUR     61.50
HSBC Bank PLC         0.50    2/24/2027    NZD     59.82
Heta Asset Resolu     0.31    9/26/2043    EUR     62.50
Heta Asset Resolu     1.62    6/30/2019    CHF     61.00
Atari SA              0.50    9/30/2015    EUR      1.31
SNS Bank NV           6.63    5/14/2018    EUR      2.47
Atari SA              7.50    2/17/2020    EUR      0.28
Glitnir HF            1.63    3/11/2009    CHF     27.25
Otkritie Bank OJS    13.20   12/13/2017    RUB     60.42
Santander Finance     2.00                 EUR     36.50
Immigon Portfolio     4.25     9/7/2020    EUR     30.00
Global PVQ Nether     1.38    4/30/2012    EUR     23.88
Deutsche Bank AG/     6.69    6/30/2034    USD     75.00
Banco Comercial P     5.00                 EUR     46.00
Region of Abruzzo     0.28    11/7/2031    EUR     71.99
ADLER Real Estate     6.00    6/30/2017    EUR     13.75
Bashneft PAO         12.00    5/19/2025    RUB     60.06
Glitnir HF            3.25    8/15/2016    EUR     27.25
Rostelecom PJSC      11.70    5/20/2025    RUB     60.06
Heta Asset Resolu     4.70     4/2/2018    EUR     60.88
Lehman Brothers T     8.50     7/5/2016    EUR     19.00
Heta Asset Resolu     5.04    2/15/2023    EUR     62.50
Mechel                8.40    5/27/2021    RUB     60.08
DTEK Finance PLC      7.88     4/4/2018    USD     44.00
BKN biostrom AG       7.50     6/5/2016    EUR      1.32
WPE International    10.38    9/30/2020    USD      8.38
Raiffeisenlandesb     5.00     7/1/2026    EUR     71.88
Espirito Santo Fi     5.05   11/15/2025    EUR      1.30
Kaupthing Bank Hf     6.13    10/4/2016    USD     21.63
Municipality Fina     0.50    3/28/2018    BRL     74.03
Federal Grid Co U     7.95     7/6/2023    RUB     73.02
DEIKON GmbH           1.00   11/16/2016    EUR     32.50
Rena Lange Holdin     8.00   12/12/2017    EUR      0.73
UniCredit Bank Au     0.47   12/27/2031    EUR     64.00
Heta Asset Resolu     4.54    9/22/2017    EUR     62.50
Financing of Infr     8.38    11/3/2017    USD     56.43
LBI HF                3.00    12/7/2010    CHF      8.50
Alpha Credit Grou     2.00    4/27/2024    EUR     50.75
Cerruti Finance S     6.50    7/26/2004    EUR      0.93
Credit Suisse AG/     7.00    8/14/2015    USD     49.17
Immigon Portfolio     3.50    1/14/2019    EUR     68.63
Codere Finance Lu     8.25    6/15/2015    EUR     71.38
UniCredit Bank Au     0.47   10/31/2031    EUR     66.75
OBRAZOVANIE AKIB     14.50    5/31/2018    RUB     60.00
Lehman Brothers T     6.65    8/24/2011    AUD     19.00
LBI HF                7.75    2/22/2016    USD      8.50
CBo Territoria        6.00     1/1/2020    EUR      4.01
UniCredit Bank Au     0.49   12/31/2031    EUR     70.25
Credit Suisse AG/     0.56                 USD     63.07
Alpha Credit Grou     0.49    2/21/2021    EUR     50.75
Heta Asset Resolu     0.14    2/17/2017    EUR     61.38
Financing of Infr     9.00    12/7/2017    USD     56.38
AKB Derzhava OJSC     9.75    7/10/2023    RUB     60.27
Allied Irish Bank     5.25    3/10/2035    GBP     26.50
Powszechne Towarz     7.79     8/1/2016    PLN     32.00
Russlavbank AKB Z    12.25    7/30/2018    RUB     60.01
Hamburgische Land     0.36    1/22/2041    EUR     60.70
RusHydro JSC         12.75    4/15/2025    RUB     62.14
AK Transneft OAO     12.50   12/21/2015    RUB     60.07
AK Transneft OAO     11.75    10/1/2019    RUB     60.01
Russian Railways     11.65     5/3/2030    RUB     60.07
Investkredit Bank     7.00    7/24/2022    EUR     63.69
Rosneft OAO           7.95   12/11/2023    RUB     65.00
Heta Asset Resolu     6.94    6/10/2017    EUR     59.75
Sairgroup Finance     6.63    10/6/2010    EUR     17.13
Cooperatieve Cent     0.50   11/30/2027    MXN     42.80
Lehman Brothers T     4.50     5/2/2017    EUR      4.80
UBS AG/London         9.25   12/10/2015    CHF     57.58
Lehman Brothers T     5.25    5/26/2026    EUR      4.80
Freshwater Financ     6.06   10/17/2036    GBP     63.88
Emova Group           4.30     5/2/2022    EUR      6.00
Deutsche Bank AG      2.50    6/28/2033    USD     71.58
Immigon Portfolio     5.27     2/8/2027    EUR     62.75
Kommunalbanken AS     0.50     3/2/2018    BRL     75.39
GFI Informatique      5.25     1/1/2017    EUR      6.54
Lehman Brothers T    11.00   12/20/2017    AUD      4.80
Kommunekredit         0.50   10/22/2019    BRL     64.29
Lehman Brothers T     4.00    2/16/2017    EUR     16.25
IVG Immobilien AG     5.80                 EUR      0.00
Heta Asset Resolu     0.25    3/29/2017    EUR     62.50
Immigon Portfolio     6.00    3/30/2017    EUR      1.00
Svensk Exportkred     0.50    8/28/2018    BRL     70.01
Comune di Verona      0.18    12/1/2026    EUR     62.74
ADLER Real Estate     6.00   12/27/2018    EUR     13.50
Phones4u Finance      9.50     4/1/2018    GBP     37.63
Heta Asset Resolu     0.30    3/12/2043    EUR     58.88
KPNQwest NV           8.13     6/1/2009    USD      0.50
Heta Asset Resolu     0.06    5/31/2016    EUR     62.50
City of Kiev Ukra     8.00    11/6/2015    USD     52.63
Lehman Brothers T     4.00   10/24/2012    EUR      4.80
Lehman Brothers T     4.00    12/2/2012    EUR      4.80
Lehman Brothers T     6.00   10/30/2012    EUR      4.80
Russian Railways      8.20    3/21/2028    RUB     60.01
Lehman Brothers T     1.00     5/9/2012    EUR      4.80
Heta Asset Resolu     0.81    5/31/2016    EUR     62.13
Rosneft OAO          14.90    12/3/2020    RUB     61.41
Lehman Brothers T     3.03    1/31/2015    EUR      4.80
Lehman Brothers T     1.75     2/7/2010    EUR      4.80
Kommunekredit         0.50   12/14/2020    ZAR     65.10
Bank Nederlandse      0.50     8/9/2022    MXN     66.96
Kaupthing Bank Hf     9.75    9/10/2015    USD     21.63
Heta Asset Resolu     5.80    6/17/2017    EUR     62.50
UniCredit Bank Au     0.33    1/25/2031    EUR     69.25
Lehman Brothers T     5.00    2/16/2015    EUR     19.00
Eksportfinans ASA     0.50     5/9/2030    CAD     26.38
Glitnir HF            6.33    7/28/2011    USD     27.25
Vontobel Financia     5.84     9/9/2016    EUR     34.68
Immigon Portfolio     0.99    5/20/2025    EUR     19.63
Fast Finance SA       8.66    9/27/2016    PLN     70.00
Region of Molise      0.45   12/15/2033    EUR     66.56
Heta Asset Resolu     0.03    1/24/2017    EUR     62.50
SAir Group            6.25    4/12/2005    CHF     10.88
Immigon Portfolio     3.50    3/20/2018    EUR     73.50
Credit Europe Ban    11.40    6/26/2017    RUB     57.07
Commerzbank AG        5.00    9/27/2019    EUR     62.76
Heta Asset Resolu     0.83    5/28/2017    EUR     60.88
Lehman Brothers T     7.60    1/31/2013    AUD      4.80
Lloyds Bank PLC       4.77     7/5/2033    USD     72.21
Lehman Brothers T     8.25    12/3/2015    EUR      4.80
UniCredit Bank AO     6.75     9/1/2015    RUB     60.02
Mriya Agro Holdin    10.95    3/30/2016    USD     16.00
Alpha Credit Grou     1.50   12/18/2028    EUR     50.75
Mobile TeleSystem     5.00    6/29/2021    RUB     65.13
Marine Subsea AS      9.00   12/16/2019    USD      0.50
Heta Asset Resolu     0.23    5/10/2017    EUR     62.50
Codere Finance Lu     8.25    6/15/2015    EUR     71.50
Kalvebod PLC          2.00     5/1/2016    DKK     91.00
Wlodarzewska SA       9.16    5/15/2016    PLN     75.00
Novolipetsk Steel    11.50    6/26/2025    RUB     60.01
Agentstvo po Ipot    12.50    4/18/2018    RUB     61.21
Cooperatieve Cent     0.50   10/29/2027    MXN     43.98
ECM Real Estate I     5.00    10/9/2011    EUR     10.38
DekaBank Deutsche     0.12    6/23/2034    EUR     71.38
Bank Otkritie Fin    12.25    1/13/2022    RUB     60.37
Bulgaria Steel Fi    12.00     5/4/2013    EUR      1.00
Lehman Brothers T     8.88    1/28/2011    HKD     19.00
Atari SA              0.10     4/1/2020    EUR      2.20
Rossetti JSC         11.90     6/9/2025    RUB     60.01
RZD Rasvytie vokz    12.50   10/21/2016    RUB     35.00
Montepio Holding      5.00                 EUR     50.00
Lehman Brothers T     5.00    2/27/2014    EUR     19.00
JP Morgan Structu    14.00   11/23/2029    ZMW
Heta Asset Resolu     0.28    8/28/2017    EUR     62.50
Lehman Brothers T     7.00     6/6/2017    EUR      4.80
HSBC Bank PLC         0.50    4/27/2027    NZD     59.16
Lehman Brothers T     5.00     5/2/2022    EUR      4.80
A-TEC Industries      2.75    5/10/2014    EUR      2.00
Rosbank PJSC          0.01     4/4/2016    RUB     65.00
Bosnia & Herzegov     2.50    6/30/2023    BAM     75.00
SAir Group            0.13     7/7/2005    CHF     10.88
Heta Asset Resolu     0.14     2/9/2017    EUR     62.50
Anglian Water Ser     1.09    1/26/2057    GBP     72.78
WGF Westfaelische     6.35    12/1/2016    EUR      6.61
wige MEDIA AG         6.00    3/17/2019    EUR      1.90
Bank Julius Baer     13.20    2/26/2016    USD     72.05
Immigon Portfolio     5.05     8/5/2030    EUR     22.63
UBS AG               14.75   12/29/2015    EUR     64.77
Lehman Brothers T     1.46    2/19/2012    JPY     19.00
Lehman Brothers T     6.00    3/14/2011    EUR     19.00
Heta Asset Resolu     0.29    3/10/2018    EUR     62.50
WGF Westfaelische     6.35     8/1/2017    EUR      2.06
Freshwater Financ     6.18    4/20/2035    GBP     66.63
Otkritie Holding     14.00     5/3/2018    RUB     60.01
Glitnir HF            4.75   10/15/2010    USD     27.25
Wlodarzewska SA       9.17    5/15/2016    PLN     41.00
Lehman Brothers T     7.50     5/2/2017    EUR      4.80
CaixaBank SA          1.80                 EUR    100.13
Raiffeisen Centro     5.00    4/18/2016    EUR     65.81
Barclays Bank PLC     0.50    4/24/2023    MXN     61.31
Transcapitalbank     13.00     6/6/2018    RUB     60.00
Heta Asset Resolu     0.14    8/11/2017    EUR     62.50
Bank Nederlandse      0.50     6/7/2022    ZAR     51.88
Municipality Fina     0.50    6/19/2024    ZAR     44.21
OL Groupe SA          7.00   12/28/2015    EUR      7.20
DEMIRE Real Estat     6.00   12/30/2018    EUR      4.66
Barclays Bank PLC     3.50    12/7/2015    EUR     65.79
Lehman Brothers T     8.00   10/17/2014    EUR      4.80
Bashneft PAO         12.10     6/3/2025    RUB     60.01
BLT Finance BV        7.50    5/15/2014    USD      5.00
Credit Europe Ban    11.25     9/5/2016    RUB     59.88
DeltaCredit Bank     10.35     5/6/2024    RUB     60.02
Credit Suisse AG/     7.50    8/14/2015    USD     55.33
Lehman Brothers T     8.00    2/16/2016    EUR      4.80
HSBC Bank PLC         0.50    1/29/2027    NZD     60.02
JP Morgan Structu    12.00   11/24/2021    ZMW
Credit Suisse AG/     9.00    8/31/2015    USD     61.46
RESO-Garantia Ins    14.00    9/13/2022    RUB     60.02
Heta Asset Resolu     0.20    7/28/2017    EUR     62.50
Cooperatieve Cent     0.50   12/29/2027    MXN     43.86
Immigon Portfolio     4.81    7/29/2025    EUR     61.00
Rostelecom PJSC      10.50     6/7/2018    RUB     60.02
Rosneft OAO          11.90    1/18/2021    RUB     60.06
Deutsche Bank AG/     0.50     3/9/2018    BRL
DEIKON GmbH           1.00     7/1/2016    EUR     32.50
Leonteq Securitie    11.80    2/17/2016    USD     71.11
Santander Finance     2.00                 USD     19.25
SU-155 KAPITAL OO    13.25    2/23/2016    RUB     25.04
Alpha Credit Grou     6.00    4/11/2018    EUR     50.75
HSBC Bank PLC         0.50   10/30/2026    NZD     61.02
Heta Asset Resolu     0.75    9/20/2017    EUR     16.63
Northland Resourc    15.00    7/15/2019    USD      1.07
Kommunalbanken AS     0.50    5/27/2022    ZAR     53.82
Credit Suisse AG/     7.80    7/16/2025    USD      9.65
Svensk Exportkred     0.50    8/25/2021    ZAR     60.76
Heta Asset Resolu     0.27     4/9/2018    EUR     62.50
Petromena ASA        10.85   11/19/2014    USD      1.04
Rosselkhozbank OJ    13.10    7/15/2025    RUB     60.01
Kaupthing Bank Hf     5.90                 EUR      0.13
Heta Asset Resolu     0.03    5/31/2016    EUR     62.50
HSBC Bank PLC         0.50    9/28/2018    IDR     73.10
Heta Asset Resolu     4.07    3/21/2017    EUR     62.50
Kaupthing Bank Hf     1.80   10/20/2009    JPY     21.63
Santander Finance     2.00                 USD     19.13
Hellenic Republic     3.38    7/17/2017    EUR     73.93
Kristensen German     7.00   12/31/2015    DKK      2.00
Synergy Classic V     2.00     8/2/2015    USD     49.81
Heta Asset Resolu     0.18    5/17/2017    EUR     62.50
Heta Asset Resolu     3.90    1/24/2017    EUR     61.63
Fonciere Volta SA     4.50    7/30/2020    EUR      2.45
Immigon Portfolio     3.78    8/25/2033    EUR     15.25
Agrokompleks OOO     12.50   12/10/2015    RUB     60.10
Municipality Fina     0.50   12/14/2018    TRY     70.68
Heta Asset Resolu     0.10    7/18/2017    EUR     62.50
BNP Paribas SA        0.50     5/6/2021    MXN     70.31
Republic of Bashk     7.75    9/18/2020    RUB     58.01
Raiffeisen-Holdin     5.08                 EUR     72.88
RESO-Garantia Ins     9.20    3/24/2023    RUB     59.01
HSBC Bank PLC         0.50   12/29/2022    AUD     73.56
Heta Asset Resolu     0.23    5/17/2017    EUR     62.50
Heta Asset Resolu     5.68     7/5/2017    EUR     62.50
Russian Railways     17.90    9/20/2039    RUB      6.80
Svensk Exportkred     0.50    4/25/2019    BRL     64.83
KFW                   0.25    10/6/2036    CAD     37.42
Vnesheconombank       9.75    8/16/2029    RUB     60.01
A-TEC Industries      5.75    11/2/2010    EUR      2.00
Barclays Bank PLC     0.50    3/13/2023    RUB     43.32
Agentstvo po Ipot     7.75    10/1/2026    RUB     58.01
Svensk Exportkred     0.50    2/22/2022    ZAR     53.00
United Aircraft C     8.00    3/17/2020    RUB     60.02
UniCredit Bank AO    10.15   10/23/2015    RUB     60.02
Bank Otkritie Fin     9.25    8/23/2015    RUB     60.00
Immigon Portfolio     3.09   10/15/2020    EUR     50.75
Immigon Portfolio     5.26     2/5/2025    EUR     34.38
Province of Milan     0.30   12/22/2033    EUR     69.93
Heta Asset Resolu     3.72    3/15/2017    EUR     62.50
Sidetur Finance B    10.00    4/20/2016    USD     11.50
Hellas Telecommun     8.50   10/15/2013    EUR      0.00
Konservenfabrik Z     8.00     4/1/2016    EUR      0.00
Exane Finance         1.75    4/28/2016    EUR     38.77
Municipality Fina     0.50   11/21/2018    TRY     71.43
URALSIB Leasing C    10.25    3/21/2019    RUB     60.02
Societe Generale     15.16     9/2/2015    USD     60.01
Absolut Bank OAO     11.50    4/29/2020    RUB     60.01
Phosphorus Holdco    10.00     4/1/2019    GBP      2.50
VEB-Leasing OAO      11.50   10/20/2021    RUB     60.01
Rosselkhozbank OJ    10.90   10/11/2022    RUB     60.02
Rosselkhozbank OJ    10.90   10/13/2022    RUB     60.12
Northland Resourc    12.25    3/26/2016    USD      1.07
Immigon Portfolio     4.78     6/7/2030    EUR     21.63
Enemona AD-Kozlod    10.00    4/28/2017    BGN      0.22
LBI HF                4.40    11/3/2009    CZK      8.50
Heta Asset Resolu     0.05    5/31/2016    EUR     62.50
Baltic Leasing OO    13.50     7/1/2021    RUB     60.01
Takko Luxembourg      6.98    4/15/2019    EUR     45.10
Rusfinans Bank OO    10.75    6/10/2019    RUB     60.02
Sviaz Bank OAO       13.75    11/1/2015    RUB     60.04
Oberoesterreichis     0.30    4/25/2042    EUR     50.38
Heta Asset Resolu     0.30    2/10/2018    EUR     62.50
World of Building     7.70    6/25/2019    RUB      5.00
Province of Bresc     0.35    6/30/2036    EUR     67.02
RusHydro JSC         11.85     7/4/2018    RUB     60.02
CARPEVIGO AG          8.25    6/30/2016    EUR     29.50
Bank Nederlandse      0.50    5/12/2021    ZAR     62.43
Ideal Standard In    11.75     5/1/2018    EUR     38.38
HSBC Bank PLC         0.50     2/5/2018    RUB     75.34
Lehman Brothers T    10.44   11/22/2008    CHF      4.80
Heta Asset Resolu     0.25    4/22/2018    EUR     62.50
UniCredit Bank Au     0.37    1/24/2031    EUR     64.00
Heta Asset Resolu     0.28     3/4/2018    EUR     62.50
Lehman Brothers T     9.25    6/20/2012    USD      4.80
Svensk Exportkred     0.50    3/15/2022    ZAR     52.66
Rusfinans Bank OO    11.40    10/2/2019    RUB     60.01
JP Morgan Structu    13.00   11/25/2024    ZMW
Glitnir HF            3.25    9/15/2015    EUR     27.25
Notenstein Privat     9.40     1/6/2016    USD     73.77
TransFin-M PAO       13.50     6/4/2025    RUB     66.66
Raiffeisen Versic     5.08                 EUR     46.75
UniCredit Bank AO     8.60    2/11/2016    RUB     70.05
ffk environment G     7.25     6/1/2016    EUR      3.15
Lehman Brothers T     7.00   11/26/2013    EUR     19.00
RSL Communication    10.13     3/1/2008    USD      1.25
Transcapitalbank     15.00    3/15/2016    RUB     60.69
Province of Trevi     0.18   12/31/2034    EUR     66.70
Diversified Finan     2.18    7/27/2016    EUR     61.91
Russian Railways     16.80     6/8/2028    RUB     60.01
RusHydro JSC         11.85     7/4/2018    RUB     60.01
Kommunalbanken AS     0.50    11/8/2018    BRL     70.24
Heta Asset Resolu     0.30    8/21/2017    EUR     62.50
Leonteq Securitie    12.10   10/22/2015    USD     24.57
Immigon Portfolio     0.89    2/11/2019    EUR     58.38
Caisse Centrale d     7.00    9/10/2015    EUR     15.39
UTair-Finans OOO     13.00   11/13/2015    RUB     31.00
Immigon Portfolio     1.24     3/1/2022    EUR     35.75
Municipality Fina     0.50     8/8/2029    NZD     58.08
Salvator Grundbes     9.50                 EUR     40.00
MirLand Developme     5.50    9/30/2019    ILS     38.50
Rosneft OAO          11.90    1/18/2021    RUB     60.06
Kommunekredit         0.50    7/30/2027    TRY     26.46
Credit Suisse AG/     8.25    9/30/2015    CHF     56.39
HSBC Bank PLC         0.50    12/8/2026    AUD     58.24
Immigon Portfolio     4.21    1/25/2033    EUR     17.25
UTair-Finans OOO     13.00   11/13/2015    RUB     31.09
Deutsche Bank AG/     0.50    10/5/2021    IDR     68.84
Immigon Portfolio     1.52    2/19/2018    EUR     73.13
Cooperatieve Cent     0.50    1/31/2033    MXN     29.75
Araratbank OJSC       8.00    6/11/2018    USD     25.61
Glitnir HF            3.30    6/10/2010    EUR     27.25
Credit Europe Ban    11.36     6/5/2018    RUB     60.06
Leonteq Securitie    18.00     2/9/2016    CHF     61.63
LBI HF                6.00     6/6/2017    EUR      8.50
Heta Asset Resolu     4.40    6/20/2017    EUR     62.50
Municipality Fina     0.50    5/31/2022    ZAR     51.12
Interregional Dis    12.42    5/23/2025    RUB     60.01
hkw personalkonze     8.25   11/15/2016    EUR      2.31
Maritime Joint St    15.00     3/9/2016    RUB     60.42
TGK-1 OAO            12.90    2/14/2022    RUB     60.03
Lehman Brothers T     8.00   12/31/2010    USD      4.80
Rosselkhozbank OJ    12.50   11/27/2018    RUB     65.02
Heta Asset Resolu     0.20     7/1/2017    EUR     62.50
Investkredit Bank     0.52    3/14/2020    EUR     70.41
SAir Group            4.25     2/2/2007    CHF     10.88
Solarwatt GmbH        7.00    11/1/2015    EUR     14.50
Mortgage Agent Ab     8.90    8/12/2041    RUB     75.00
Kaupthing Bank Hf     7.13    5/19/2016    USD      0.00
DeltaCredit Bank      8.65     7/4/2018    RUB     59.03
Rusfinans Bank OO    13.90    4/24/2018    RUB     62.27
Russian Highways     12.40    4/22/2042    RUB     12.05
Heta Asset Resolu     0.09    3/15/2017    EUR     62.50
B&N Bank JSC         18.00    1/18/2021    RUB     62.63
Lehman Brothers T     7.38    9/20/2008    EUR      4.80
Lehman Brothers T    15.00    3/30/2011    EUR      4.80
Immigon Portfolio     2.15    3/25/2019    EUR     62.38
Southern Urals Co    10.00    2/23/2016    RUB     59.53
LBI HF                4.75    5/31/2013    EUR      8.50
Veniti SA             9.70    3/28/2016    PLN     50.00
Svensk Exportkred     0.50   12/17/2027    USD     74.24
Lehman Brothers T    11.00   12/20/2017    AUD      4.80
Heta Asset Resolu     0.26     4/2/2018    EUR     55.75
Landes-Hypotheken     0.37    3/20/2043    EUR     58.00
UniCredit Bank Au     0.44    1/22/2031    EUR     64.50
Lehman Brothers T     4.00    7/20/2012    EUR      4.80
Bank Otkritie Fin    16.25     4/7/2020    RUB     60.06
Araratbank OJSC       8.50    6/14/2016    USD     25.72
Russian Railways     12.40    2/28/2040    RUB     60.01
Kaupthing Bank Hf     7.90     2/1/2016    EUR     21.63
Hellenic Republic     4.75    4/17/2019    EUR     67.47
Svensk Exportkred     0.50    6/28/2022    ZAR     50.79
Reso-Leasing OOO     10.40    9/21/2023    RUB     60.09
Powszechne Towarz     6.66    11/8/2015    PLN      3.30
Federal Grid Co U     8.00     1/7/2028    RUB     70.01
UNGP-Finance OOO     10.00    4/20/2021    RUB     60.00
Medved-Finans OOO    12.50    8/22/2016    RUB     61.50
Dresdner Bank AG      0.65   11/19/2029    EUR     63.63
Mechel                8.00     2/9/2021    RUB     57.55
Province of Bresc     0.52   12/22/2036    EUR     66.64
Novolipetsk Steel    10.00     9/5/2022    RUB     60.02
SAir Group            5.50    7/23/2003    CHF     10.88
Heta Asset Resolu     0.08     8/1/2017    EUR     62.00
LBI HF                2.75    3/16/2011    EUR      8.50
Transcapitalbank     13.00    5/30/2023    RUB     61.17
Immigon Portfolio     1.75     9/9/2020    EUR     47.25
Moscow United Ele    11.00    9/12/2024    RUB     60.01
Notenstein Financ     6.20    9/25/2015    CHF     58.37
Societe Generale      9.00    4/29/2016    CHF     53.35
Ingra DD              6.13    12/6/2016    HRK     12.99
Reso-Leasing OOO     16.00    2/17/2016    RUB     60.01
Immigon Portfolio     4.20    2/22/2033    EUR     17.13
Sviaz Bank OAO       12.25    12/9/2021    RUB     60.01
Nutritek Internat     8.75   12/11/2008    USD      2.00
Strommen Spareban     2.52                 NOK     45.21
Glitnir HF            5.44   12/22/2015    USD     27.25
RSL Communication    12.00    11/1/2008    USD      1.25
Rosneft OAO           7.95   12/11/2023    RUB     65.00
BRFkredit A/S         0.90    10/1/2044    DKK     56.14
Svensk Exportkred     0.50    4/24/2029    AUD     55.88
IT Holding Financ     9.88   11/15/2012    EUR      0.24
UWC Finance          16.00    9/10/2019    RUB     60.01
Kaupthing Bank Hf     0.80    2/15/2011    EUR     21.63
Lehman Brothers T     6.00    5/12/2017    EUR      4.80
DZ Bank AG Deutsc    16.00    3/29/2016    EUR     74.67
HSBC Bank PLC         0.50   12/29/2026    AUD     69.76
Immigon Portfolio     3.88    3/15/2022    EUR     43.13
LBI HF                7.43                 USD      0.00
UBS AG               14.75   12/29/2015    EUR     72.47
Kommunekredit         0.50    9/19/2019    BRL     64.72
Glitnir HF            6.00     8/1/2015    ISK     27.25
Rinol AG              5.50   10/15/2006    DEM      0.00
Lehman Brothers T     4.00    7/27/2011    EUR      4.80
LBI HF                7.25     4/2/2011    EUR      8.50
LBI HF                7.00     4/2/2010    EUR      8.50
Svensk Exportkred     0.50    3/28/2029    AUD     65.90
Vnesheconombank       2.00    6/18/2021    RUB     58.77
Credit Suisse AG/     8.00   11/29/2019    USD      8.78
Kaupthing Bank Hf     6.40   12/15/2015    EUR     21.63
Glitnir HF            3.00     4/1/2010    CZK     27.25
LBI HF                6.75    8/18/2015    EUR      8.50
Leonteq Securitie     8.04    4/11/2016    CHF     63.54
RusHydro JSC         11.85     7/4/2018    RUB     60.01
Kaupthing Bank Hf     1.99     7/5/2012    JPY     21.63
Glitnir HF            5.25     5/2/2017    ISK     27.25
Barclays Bank PLC     0.50    1/28/2033    MXN     31.39
Immigon Portfolio     5.21    2/13/2026    EUR     31.13
Bamble Sparebank      2.68                 NOK     53.09
Credit Suisse AG/     7.00     9/7/2015    CHF     70.93
Credit Suisse AG/    10.25    8/14/2015    CHF     71.89
SAir Group            6.25   10/27/2002    CHF     12.13
Immigon Portfolio     4.90    8/18/2025    EUR     61.30
Immigon Portfolio     1.55    5/18/2020    EUR     50.13
Societe Generale      2.95     8/1/2016    USD     59.10
Svensk Exportkred     0.50    8/28/2020    TRY     58.53
Lehman Brothers T     3.35   10/13/2016    EUR      4.80
Lehman Brothers T    10.00     1/3/2012    BRL      4.80
Republika Srpska      1.50    9/25/2026    BAM     70.50
Oravita City Coun     2.63    6/15/2027    RON     72.00
Municipality Fina     0.50   11/25/2020    ZAR     63.06
PCZ SA               11.00   10/31/2015    PLN      1.02
Kommunekredit         0.50    2/20/2020    BRL     60.72
Drangedal Spareba     2.61                 NOK     70.85
Lehman Brothers T     2.50    11/9/2011    CHF      4.80
Raiffeisen-Holdin     5.10                 EUR     63.00
Immigon Portfolio     1.32     2/8/2019    EUR     61.88
Rosneft OAO           8.90     2/6/2024    RUB     55.05
Glitnir HF            5.31   12/24/2012    USD     27.25
SAir Group            5.13     3/1/2003    CHF     11.00
Credit Suisse AG      8.50    6/10/2016    USD      9.20
Russian Railways     16.80    5/29/2035    RUB     60.01
Immigon Portfolio     4.26    3/22/2024    EUR     34.13
International Fin    15.50    4/26/2016    RUB     60.11
HSBC Bank PLC         0.50    5/29/2020    IDR     62.25
Municipality Fina     0.50     5/8/2029    AUD     54.32
Credit Suisse AG/     1.64     6/1/2042    USD     52.76
Waste Management     18.30    6/15/2022    RUB     60.02
Glitnir HF            4.75   10/15/2010    USD     27.25
Salvator Grundbes     9.50   12/31/2021    EUR     11.50
EFG International     7.20    2/25/2019    EUR     73.26
Lehman Brothers T     5.00    5/12/2011    CHF      4.80
Lehman Brothers T     7.39     5/4/2017    USD      4.80
Russian Railways     15.30   10/11/2038    RUB     60.01
Immigon Portfolio     2.00    4/24/2020    EUR     51.38
Araratbank OJSC       9.00   10/20/2015    USD     25.27
Vontobel Financia     4.45    4/15/2016    EUR     70.40
Leonteq Securitie    13.00     9/2/2015    CHF     38.55
Svensk Exportkred     0.50    6/26/2019    TRY     65.99
Credit Suisse AG/     8.00     2/8/2016    USD     61.15
Lehman Brothers T     0.50   12/20/2017    AUD      4.80
Immigon Portfolio     0.99     7/3/2019    EUR     57.25
Lehman Brothers T     7.60    3/26/2009    EUR      4.80
Leonteq Securitie     6.89   12/30/2015    USD     60.95
e-Kancelaria Grup     9.00    12/4/2015    PLN      1.52
Glitnir HF            3.00   12/15/2009    EUR     27.25
Eksportfinans ASA     0.25    7/14/2033    CAD     18.38
Glitnir HF            3.45    8/22/2010    CZK     27.25
PCZ SA               10.00    4/15/2016    PLN      2.10
Leonteq Securitie    20.00    1/26/2016    CHF     33.51
B&N Bank JSC         18.00    1/18/2021    RUB     62.63
Immigon Portfolio     1.80    5/24/2018    EUR     70.75
Tatfondbank OAO      14.50    5/28/2025    RUB     61.02
Interregional Dis    12.42    5/23/2025    RUB     60.01
Bashneft PAO         12.00     5/9/2025    RUB     60.06
Notenstein Financ     7.19     5/6/2019    EUR     72.29
MirLand Developme     7.21    5/31/2020    ILS     39.65
Bank National Fac    12.30   10/17/2016    RUB     60.33
Russian Railways     16.00    8/18/2033    RUB     60.01
Raiffeisen Centro     2.40   12/19/2016    EUR     60.08
Windreich GmbH        6.25     3/1/2015    EUR     10.88
Immigon Portfolio     5.00   12/12/2018    EUR     72.63
Vontobel Financia     5.60   12/29/2015    EUR     66.05
City of Hunedoara     2.43    8/15/2026    RON     70.00
Municipiul Timiso     1.29    5/12/2026    RON     73.00
Lehman Brothers T     5.55    3/12/2015    EUR      4.80
Immigon Portfolio     1.29     3/1/2018    EUR     72.50
Hypo Tirol Bank A     0.14    3/28/2043    EUR     55.25
RSL Communication     9.88   11/15/2009    USD      1.25
MirLand Developme     8.50    8/31/2016    ILS     41.00
Arizk                 3.00   12/20/2030    RUB     34.31
Espirito Santo Fi     5.63    7/28/2017    EUR      2.07
Societe Generale      0.50    5/30/2023    MXN     63.30
Agentstvo po Ipot    10.89   10/15/2030    RUB     60.01
Bank Nederlandse      0.50    8/15/2022    ZAR     54.08
HSBC Bank PLC         0.50    5/31/2019    IDR     68.33
Glitnir HF            3.00   10/31/2015    EUR     27.25
Immigon Portfolio     5.50    8/26/2025    EUR     33.75
Russian Railways     12.40    2/28/2040    RUB     60.01
Bank Julius Baer      9.00    10/8/2015    CHF     36.90
Bank Julius Baer     10.00    5/20/2016    USD     55.85
Credit Suisse AG/     8.00     6/6/2016    USD     58.51
Lehman Brothers T     4.00    4/13/2011    CHF      4.80
Kaupthing Bank Hf     1.65     7/5/2010    JPY     21.63
EFG International    12.86   10/30/2017    EUR     60.57
Intertekhelektro-     8.50    4/21/2020    RUB     60.00
Credit Suisse AG/    11.00    8/28/2015    USD     36.23
DeltaCredit Bank     10.55     6/5/2024    RUB     60.01
Agentstvo po Ipot    10.89    1/15/2029    RUB     60.01
Credit Suisse AG/     6.00    1/29/2016    CHF     58.59
Lehman Brothers T    11.00   12/20/2017    AUD      4.80
Lehman Brothers T     6.30   12/21/2018    USD      4.80
LBI HF                8.65     5/1/2011    ISK      8.50
Hypo Tirol Bank A     0.12     6/1/2033    EUR     65.25
Union Technologie     0.10     1/1/2020    EUR      3.30
KPNQwest NV           8.88     2/1/2008    EUR      0.50
Ecureuil Vie Deve     0.94                 EUR     21.38
Barclays Bank PLC     4.17     1/5/2017    EUR     42.32
ING Bank NV           5.05    10/7/2024    EUR     69.31
Bank Nederlandse      0.50    9/20/2022    MXN     66.67
Leonteq Securitie     5.20    11/7/2016    CHF     64.71
Glitnir HF            0.50   11/26/2009    EUR     27.25
SpareBank 1 Sore      2.41                 NOK     71.78
Svensk Exportkred     0.50    8/29/2029    AUD     66.52
ENEL RUSSIA PJSC     12.10    5/22/2025    RUB     60.01
MT-Energie GmbH &     8.25     4/4/2017    EUR     10.42
Municipality Fina     0.50    4/26/2022    ZAR     51.83
Tatfondbank OAO      14.00   12/11/2024    RUB     60.11
Otkritie Holding     13.00   10/12/2017    RUB     60.01
Glitnir HF            5.86    7/28/2016    GBP     27.25
Leonteq Securitie     8.16    4/14/2016    EUR     61.67
Leonteq Securitie    10.94     4/7/2016    USD     54.28
UBS AG/London        13.50    2/18/2016    CHF     57.69
Lehman Brothers T     3.86    9/21/2011    SGD     16.25
Lehman Brothers T     7.59   11/22/2009    MXN     19.00
LBI HF                4.38   10/20/2008    EUR      8.50
LBI HF                4.32    1/31/2010    EUR      8.50
Metallurgical Com    15.00     9/8/2016    RUB     60.01
MirLand Developme     6.00   11/30/2017    ILS     39.70
Chelyabinsk Pipe     10.00    8/25/2015    RUB     60.01
EFG International     6.00   11/30/2017    EUR     47.47
Glitnir HF            6.38    9/25/2012    USD     27.25
Immigon Portfolio     5.03    6/11/2019    EUR     68.00
Glitnir HF            3.75    1/15/2010    EUR     27.25
Vontobel Financia     5.00    9/23/2016    EUR     63.42
T-Generation CJSC    12.00    6/14/2019    RUB     60.01
Municipality Fina     0.50    7/30/2029    AUD     66.45
Svensk Exportkred     0.50    6/29/2029    AUD     66.16
Svensk Exportkred     0.50    6/20/2029    AUD     64.46
Lehman Brothers T     0.50   12/20/2017    AUD      4.80
City of Baile Her     2.50   12/16/2020    RON     75.00
COFIDUR SA            0.10   12/31/2024    EUR     15.05
RSL Communication    10.50   11/15/2008    USD      1.25
Lehman Brothers T     4.60   10/11/2017    ILS     19.00
SAir Group            2.75    7/30/2004    CHF     10.75
DZ Bank AG Deutsc     7.75    9/11/2015    EUR     68.75
Vontobel Financia     4.85   12/11/2015    EUR     66.86
JP Morgan Structu     1.55    11/6/2015    USD     60.36
2C Partners SA        9.25    5/12/2017    PLN     72.00
Glitnir HF            3.00    10/4/2011    EUR     27.25
Glitnir HF            5.00    3/14/2012    EUR     27.25
Lehman Brothers T     3.50    9/29/2017    EUR      4.80
HSBC Bank PLC         0.50    7/30/2019    IDR     67.26
HSBC Bank PLC         0.50     6/9/2023    MXN     64.82
Efesk Group          13.25    6/14/2016    RUB     60.02
Vontobel Financia     8.00    12/4/2015    EUR     67.20
Municipality Fina     0.50    3/17/2025    CAD     74.07
Lehman Brothers T     6.50    7/24/2026    EUR      4.80
Lehman Brothers T     4.35     8/8/2016    SGD     19.00
Glitnir HF            4.85    4/26/2012    EUR     27.25
Russian Bank for      9.20    8/11/2022    RUB     60.08
HYPO NOE Gruppe B     2.50    3/10/2045    EUR     85.24
UniCredit Bank AG     7.50    9/24/2015    EUR     73.70
UBS AG/London         9.75    5/13/2016    CHF     62.39
Notenstein Privat    16.20     8/3/2015    USD     58.99
UBS AG/London        10.75    2/18/2016    CHF     72.53
LBI HF                4.53    4/24/2012    EUR      8.50
LBI HF                4.34     3/1/2011    EUR      8.50
SU-155 KAPITAL OO    13.25    2/23/2016    RUB     24.62
Glitnir HF            5.25     5/2/2014    ISK     27.25
Lehman Brothers T     8.00   10/23/2008    USD      4.80
Leonteq Securitie     8.00    8/15/2016    CHF     66.49
BNP Paribas SA        0.50   11/16/2032    MXN     34.19
Lehman Brothers T     0.50   12/20/2017    USD      4.80
Lehman Brothers T     6.25     9/5/2011    EUR      4.80
Haltdalen Spareba     2.55                 NOK     55.95
Nesset Sparebank      2.56                 NOK     57.87
Glitnir HF            6.00     8/1/2010    ISK     27.25
Immigon Portfolio     6.60     5/6/2023    EUR     46.50
RSL Communication     9.13     3/1/2008    USD      1.25
Lehman Brothers T     8.28    3/26/2009    USD      4.80
HSBC Bank PLC         0.50    11/9/2018    IDR     72.86
Russian Highways      9.75   11/29/2016    RUB     60.10
EFG International     6.48    5/29/2018    EUR     56.48
HSBC Bank PLC         0.50   10/30/2018    IDR     72.60
Notenstein Financ     1.00    9/17/2019    CHF     74.75
Barclays Bank PLC     2.50     3/7/2017    EUR     55.07
Kaupthing Bank Hf     5.80     9/7/2012    EUR     21.63
Skue Sparebank        2.45                 NOK     72.32
Province of Rovig     0.30   12/28/2035    EUR     67.20
BNP Paribas SA        6.30    5/28/2021    RUB     76.62
Leasing-Experts S     9.00    9/17/2016    PLN     63.85
Glitnir HF            0.01     5/6/2009    JPY     27.25
Glitnir HF            6.69    6/15/2016    USD      0.02
Glitnir HF            6.84   12/15/2015    EUR      0.02
Russian Railways     17.70    9/19/2033    RUB     60.01
Dolomite Capital     12.03   12/20/2019    ZAR     55.49
Deutsche Bank AG     10.00   10/22/2015    EUR     74.90
Bank Julius Baer      7.00    9/12/2016    CHF     71.10
UniCredit Bank AG     6.00     7/4/2016    EUR     74.93
Leonteq Securitie     7.55     3/9/2016    USD     69.93
e-Kancelaria Grup    10.00    11/6/2015    PLN      1.55
Lehman Brothers T     4.95   10/25/2036    EUR      4.80
Lehman Brothers T     4.00   11/24/2016    EUR      4.80
MORTGAGE AGENT AH     9.00     9/9/2045    RUB     72.25
Lehman Brothers T     5.12    4/30/2027    EUR      4.80
BNP Paribas SA        6.64    4/26/2021    RUB     78.24
Lehman Brothers T     6.00    5/23/2018    CZK      4.80
Kaupthing Bank Hf     4.90    5/29/2017    EUR     21.63
Driver & Bengsch      8.50   12/31/2027    EUR      0.01
Banque Cantonale      4.25    8/28/2015    CHF     49.38
Kaupthing Bank Hf     3.75    2/15/2024    ISK     21.63
HSBC Bank PLC         0.50    2/24/2023    AUD     73.90
Central European      7.80    8/16/2015    ILS     12.80
Lehman Brothers T     5.50   11/30/2012    CZK      4.80
Lehman Brothers T     6.00   10/30/2012    USD      4.80
Bank Nederlandse      0.50    6/22/2021    ZAR     62.02
Lehman Brothers T     0.50   12/20/2017    AUD      4.80
Province of Milan     0.05   12/20/2042    EUR     53.22
Lehman Brothers T     6.25   11/30/2012    EUR      4.80
Lehman Brothers T     8.00    3/21/2018    USD      4.80
Lehman Brothers T    11.75     3/1/2010    EUR      4.80
Lehman Brothers T    10.00    5/22/2009    USD      4.80
Lehman Brothers T     5.00   11/22/2012    EUR      4.80
SpetsStroyFinance     8.50    5/30/2016    RUB     60.00
Immigon Portfolio     1.61    7/20/2018    EUR     68.38
e-Kancelaria Grup     8.00   10/17/2016    PLN      0.05
Lehman Brothers T     6.60     2/9/2009    EUR      4.80
Glitnir HF            5.25   10/23/2011    ISK     27.25
LBI HF                5.44     9/3/2018    EUR      0.01
Lehman Brothers T     4.87    10/8/2013    USD      4.80
NIBC Bank NV         25.98     5/7/2029    EUR     63.66
Kaupthing Bank Hf     5.00    11/8/2013    EUR     21.63
Lehman Brothers T     3.50   10/24/2011    USD      4.80
Kaupthing Bank Hf     0.95   10/20/2010    JPY     21.63
Kaupthing Bank Hf     5.00     1/4/2027    SKK     21.63
Lehman Brothers T     7.50    2/14/2010    AUD      4.80
Lehman Brothers T     5.50    4/23/2014    EUR      4.80
Delta-Finance OOO    10.00    1/19/2021    RUB     60.00
UTair-Finans OOO      9.50    7/21/2016    RUB     20.04
ECM Real Estate I     5.00    10/9/2011    EUR     10.38
Leonteq Securitie     6.00    9/29/2015    EUR     69.24
Federal Grid Co U    16.30    3/23/2050    RUB     60.01
Federal Grid Co U    16.30    3/23/2050    RUB     60.01
SAir Group            2.75    7/30/2004    CHF     10.88
e-Kancelaria Grup     8.07    9/15/2016    PLN      1.00
Deutsche Bank AG      9.00    9/11/2015    EUR     34.73
Przedsiebiorstwo      9.01    3/31/2016    PLN     69.73
Societe Generale      0.50     4/4/2024    MXN     59.02
Deutsche Bank AG      5.80    9/23/2015    EUR     72.17
Credit Suisse AG/     9.00    12/3/2024    USD      9.70
UBS AG/London         7.50   11/19/2015    CHF     63.29
Leonteq Securitie     8.75    11/6/2015    GBP     66.40
Societe Generale      2.50    10/7/2016    EUR     59.57
Hellenic Republic     4.50     7/3/2017    JPY     70.25
Lehman Brothers T     3.00    6/23/2009    EUR     19.00
Immigon Portfolio     5.45     8/2/2019    EUR     72.70
LBI HF                3.45   12/18/2033    JPY      0.01
Glitnir HF            2.25    2/15/2011    EUR     27.25
Municipality Fina     0.25    6/28/2040    CAD     29.17
Muehl Product & S     6.75    3/10/2005    DEM      1.73
Glitnir HF            2.75    3/31/2010    EUR     27.25
Pongs & Zahn AG       8.50                 EUR      0.32
Kaupthing Bank Hf     1.75     6/7/2016    EUR     21.63
Glitnir HF            4.50     1/9/2012    EUR     27.25
LBI HF                4.34   12/22/2025    EUR      8.50
Lehman Brothers T     8.25     2/3/2016    EUR      4.80
Glitnir HF            2.00    1/30/2009    CHF     27.25
Glitnir HF            2.57   12/31/2013    EUR     27.25
Lloyds Bank PLC       0.50    7/26/2028    MXN     45.40
Republika Srpska      1.50   12/24/2025    BAM     73.31
Commerzbank AG        2.00     2/3/2016    EUR     53.89
Agrokompleks OOO     15.00    7/29/2019    RUB     61.00
LBI HF                4.00    9/23/2015    EUR      8.50
EDOB Abwicklungs      7.50     4/1/2012    EUR      0.00
Lehman Brothers T     4.60     7/6/2016    EUR      4.82
Kommunalbanken AS     0.50    9/20/2018    BRL     71.08
Republika Srpska      1.50   12/15/2023    BAM     71.80
Polyplast OAO/Mos    15.90     6/6/2018    RUB     60.01
Vontobel Financia     9.75   10/23/2015    EUR     61.30
JP Morgan Structu    12.20    9/30/2015    USD     63.18
MRSK Yuga PJSC       13.50     6/8/2020    RUB     60.01
UBS AG/London        12.00    5/23/2016    CHF     67.16
Bank Julius Baer     13.70    5/13/2016    USD     62.15
Lehman Brothers T     2.50   12/15/2011    GBP      4.80
Leonteq Securitie    11.00     5/4/2016    USD     74.98
Russian Railways     17.40   11/29/2028    RUB     60.01
Glitnir HF           10.00    6/28/2017    USD     27.25
Leonteq Securitie    29.61   10/26/2017    EUR     47.25
UBS AG               12.50   12/29/2015    EUR     52.15
LBI HF                3.00   10/22/2015    EUR      8.50
Barclays Bank PLC     0.50    3/19/2021    MXN     72.37
Credit Suisse AG/    10.25    8/28/2015    USD     46.17
Societe Generale      0.50    5/22/2024    MXN     58.34
UniCredit Bank AO    10.15   10/27/2015    RUB     60.07
Lehman Brothers T     7.00    9/20/2011    USD      4.80
Delta-Finance OOO    10.00   12/18/2015    RUB     60.01
City of Siret Rom     2.75     3/1/2028    RON     61.00
Kaupthing Bank Hf     7.70    10/2/2011    EUR     21.63
Rosneft OAO           8.90     2/6/2024    RUB     56.69
Gold-Zack AG          7.00   12/14/2005    EUR     12.01
Delta-Finance OOO    10.00   12/17/2020    RUB     60.00
Credit Suisse AG/     8.50    10/8/2015    USD     70.14
Notenstein Financ    15.00   10/20/2015    USD     68.18
Immigon Portfolio     3.50    5/23/2022    EUR     39.25
LBI HF                6.75    2/18/2015    EUR      8.50
Notenstein Privat     8.20   10/20/2016    USD     56.84
BNP Paribas Emiss    10.00    3/24/2016    EUR     74.97
Cooperatieve Cent     0.50    8/21/2028    MXN     41.68
Lehman Brothers T     4.05    9/16/2008    EUR      4.80
Lehman Brothers T     4.50     3/6/2013    CHF      4.80
Lehman Brothers T     4.00    4/24/2009    USD      4.80
Lehman Brothers T     9.00    6/13/2009    USD      4.80
Lehman Brothers T     9.00    3/17/2009    GBP      4.80
Lehman Brothers T     7.00   11/28/2008    CHF      4.80
Lehman Brothers T     3.85    4/24/2009    USD      4.80
Lehman Brothers T     7.25    10/6/2008    EUR      4.80
Lehman Brothers T    10.50     8/9/2010    EUR      4.80
Lehman Brothers T     8.00    5/22/2009    USD      4.80
Lehman Brothers T     4.50    7/24/2014    EUR      4.80
Lehman Brothers T     5.75    6/15/2009    CHF      4.80
Lehman Brothers T     7.50   10/24/2008    USD      4.80
Lehman Brothers T    10.00    3/27/2009    USD      4.80
Lehman Brothers T     5.00   10/24/2008    CHF      4.80
Lehman Brothers T     7.00    4/14/2009    EUR      4.80
Lehman Brothers T     6.00   10/24/2008    EUR      4.80
Lehman Brothers T     7.75    1/30/2009    EUR      4.80
Lehman Brothers T     0.25    7/21/2014    EUR      4.80
Lehman Brothers T    11.00    6/29/2009    EUR      4.80
Lehman Brothers T     8.00     8/3/2009    USD      4.80
Lehman Brothers T     5.50    6/15/2009    CHF      4.80
Lehman Brothers T     1.50   10/25/2011    EUR      4.80
Province of Trevi     0.05   12/31/2034    EUR     65.24
Lehman Brothers T    11.00   12/19/2011    USD      4.80
Province of Teram     0.15   12/30/2030    EUR     71.33
LBI HF                4.28   11/19/2010    EUR      8.50
Glitnir HF            3.50   10/30/2012    EUR     27.25
LBI HF                3.34    5/11/2012    EUR      8.50
Lehman Brothers T     5.00    4/24/2017    EUR      4.80
HSBC Bank PLC         0.50    12/2/2022    AUD     74.75
Kaupthing Bank Hf     4.53    4/24/2012    EUR     21.63
Kaupthing Bank Hf     4.47   10/27/2010    EUR     21.63
Lehman Brothers T     4.25    5/15/2010    EUR      4.80
Lehman Brothers T     0.80   12/30/2016    EUR      4.80
Immigon Portfolio     4.80     5/9/2025    EUR     32.13
Agentstvo po Ipot    11.03   12/15/2029    RUB     60.01
Kaupthing Bank Hf     0.69    5/21/2011    JPY     21.63
Kaupthing Bank Hf     4.50    1/17/2011    EUR     21.63
Lehman Brothers T     6.00    2/14/2012    EUR      4.80
Lehman Brothers T     7.00    2/15/2012    EUR      4.80
Lehman Brothers T     4.69    2/19/2017    EUR      4.80
Lehman Brothers T     4.10    2/19/2010    EUR      4.80
Lehman Brothers T     6.60    2/22/2012    EUR      4.80
Lehman Brothers T     5.20    3/19/2018    EUR      4.80
Lehman Brothers T     5.00    2/28/2032    EUR      4.80
Lehman Brothers T    14.90    9/15/2008    EUR      4.80
Lehman Brothers T     1.28    11/6/2010    JPY     19.00
Barclays Bank PLC     2.33     1/2/2041    USD     74.36
Razgulyai-Finans     11.30    10/3/2018    RUB     57.02
Rusfinans Bank OO    11.60   11/10/2015    RUB     60.02
Lehman Brothers T     8.60    7/31/2013    GBP      4.80
Lehman Brothers T     8.28    7/31/2013    GBP      4.80
Lehman Brothers T     7.50    7/31/2013    GBP      4.80
Lehman Brothers T     7.32    7/31/2013    GBP      4.80
Barclays Bank PLC     1.99    12/1/2040    USD     71.70
Lehman Brothers T     4.10    8/23/2010    USD      4.80
Lehman Brothers T     7.75    2/21/2016    EUR      4.80
Lehman Brothers T     8.00   12/27/2032    JPY      4.80
Lehman Brothers T     1.50     2/8/2012    CHF      4.80
Immigon Portfolio     0.80   10/15/2019    EUR     53.38
Immigon Portfolio     4.50   10/21/2020    EUR     55.38
Lehman Brothers T     0.01    9/20/2011    USD      4.80
HSBC Trinkaus & B    12.40    6/24/2016    EUR     71.87
HSBC Trinkaus & B    12.40    6/24/2016    EUR     71.87
HSBC Trinkaus & B     8.20    6/24/2016    EUR     74.20
HSBC Trinkaus & B    10.60    1/22/2016    EUR     71.72
HSBC Trinkaus & B     9.20    4/22/2016    EUR     72.98
Barclays Bank PLC     0.50    3/26/2021    MXN     72.27
Deutsche Bank AG      7.20   12/22/2015    EUR     74.70
LBBW                  5.50   12/29/2015    EUR     72.33
HSBC Bank PLC         0.50    4/11/2023    MXN     65.61
Societe Generale      0.50    4/30/2023    RUB     42.61
LBBW                  4.50   12/29/2015    EUR     72.67
LBBW                  4.00    8/28/2015    EUR     73.11
LBBW                  5.00    3/29/2016    EUR     73.32
LBBW                  2.50    6/24/2016    EUR     73.64
LBBW                  4.00    6/24/2016    EUR     68.87
LBBW                  3.55    8/25/2017    EUR     71.35
LBBW                  3.65    8/28/2015    EUR     74.37
LBBW                  3.75    9/22/2017    EUR     69.84
LBBW                  2.50    7/22/2016    EUR     65.24
LBBW                  3.50    7/22/2016    EUR     62.99
LBBW                  2.50    7/22/2016    EUR     74.92
LBBW                  4.00    7/22/2016    EUR     70.23
LBBW                  3.90    9/22/2017    EUR     68.47
LBBW                  4.50   10/23/2015    EUR     71.97
LBBW                  2.00    9/25/2015    EUR     73.57
National Capital     11.50    3/18/2016    RUB     60.01
Deutsche Bank AG      7.20   12/22/2015    EUR     74.60
Deutsche Bank AG      6.20   12/22/2015    EUR     74.20
Deutsche Bank AG      6.20    6/21/2016    EUR     71.70
Deutsche Bank AG      5.20    6/21/2016    EUR     70.80
Deutsche Bank AG      7.20    6/21/2016    EUR     72.60
Deutsche Bank AG      5.20    3/22/2016    EUR     71.00
Deutsche Bank AG      5.20   12/22/2015    EUR     73.80
Deutsche Bank AG      6.20   12/22/2015    EUR     70.40
Deutsche Bank AG      5.20   12/22/2015    EUR     70.00
Deutsche Bank AG      7.20   12/22/2015    EUR     70.70
Deutsche Bank AG      7.20    3/22/2016    EUR     72.30
Deutsche Bank AG      5.20    6/21/2016    EUR     74.30
Deutsche Bank AG      5.20    9/20/2016    EUR     71.70
Deutsche Bank AG      7.20    9/20/2016    EUR     74.00
Deutsche Bank AG      5.20    3/22/2016    EUR     74.70
Deutsche Bank AG      6.20    9/20/2016    EUR     72.90
Deutsche Bank AG      6.20    3/22/2016    EUR     71.70
Deutsche Bank AG      6.20   12/22/2015    EUR     74.30
Deutsche Bank AG      5.20   12/22/2015    EUR     74.00
Deutsche Bank AG      5.20    6/21/2016    EUR     74.00
Deutsche Bank AG      6.20    6/21/2016    EUR     74.90
HSBC Bank PLC         0.50     3/1/2018    RUB     74.69
Vontobel Financia    16.90   12/11/2015    EUR     73.60
Credit Agricole C     0.50     3/6/2023    RUB     43.75
DZ Bank AG Deutsc    13.75    9/25/2015    EUR     74.86
Societe Generale      0.50     4/3/2023    RUB     43.17
BNP Paribas Emiss     7.50   10/22/2015    EUR     73.63
Zapsibcombank OAO    11.50    2/25/2016    RUB     60.11
Banca di Cividale     0.09    10/2/2036    EUR     62.57
Lehman Brothers T     4.00    5/30/2010    USD      4.80
Lehman Brothers T     4.00    5/17/2010    USD      4.80
Lehman Brothers T     2.48    5/12/2009    USD      4.80
Lehman Brothers T     2.25    5/12/2009    USD      4.80
Lehman Brothers T     7.50    6/15/2017    USD      4.80
Lehman Brothers T     6.00   12/30/2017    EUR      4.80
Lehman Brothers T     4.10    6/10/2014    SGD     16.25
Immigon Portfolio     5.10     7/5/2022    EUR     45.75
Kaupthing Bank Hf     0.20    7/12/2009    JPY     21.63
LBBW                  4.25    8/28/2015    EUR     58.29
LBBW                  5.25    8/28/2015    EUR     54.23
LBBW                  6.50    8/28/2015    EUR     50.25
LBBW                  3.50    8/28/2015    EUR     60.83
Raiffeisen Centro     2.80   11/14/2016    EUR     59.58
Societe Generale      5.00    11/7/2016    EUR     73.31
HSBC Bank PLC         0.50     4/3/2023    AUD     73.75
Leonteq Securitie     6.25   11/13/2015    CHF     51.31
Leonteq Securitie     5.60   11/20/2015    GBP     47.81
Leonteq Securitie     7.60   11/20/2015    USD     29.69
Barclays Bank PLC     3.50     2/5/2016    EUR     65.88
Windreich GmbH        6.75     3/1/2015    EUR     10.88
Bank Julius Baer      3.90   11/30/2015    CHF     52.30
Lehman Brothers T     5.00    8/16/2017    EUR     19.00
Lehman Brothers T     2.50    8/23/2012    GBP      4.80
Sparebanken Din       2.52                 NOK     72.76
Ofoten Sparebank      2.50                 NOK     70.32
Lehman Brothers T     3.00    8/13/2011    EUR      4.80
Lehman Brothers T     6.00    9/20/2011    EUR      4.80
Lehman Brothers T    18.25    10/2/2008    USD      4.80
Lehman Brothers T     3.40    9/21/2009    HKD      4.80
Lehman Brothers T     4.00   10/12/2010    USD      4.80
Zurcher Kantonalb     3.76    1/25/2016    CHF     47.10
Leonteq Securitie     5.25    2/26/2016    CHF     55.30
Leonteq Securitie     3.90     3/1/2016    EUR     52.93
Leonteq Securitie     3.10     3/1/2016    EUR     44.06
Leonteq Securitie     4.50     4/4/2016    EUR     37.81
Lehman Brothers T    12.22   11/21/2017    USD      4.80
Lehman Brothers T     4.80   11/16/2012    HKD      4.80
Lehman Brothers T    14.90   11/16/2010    EUR      4.80
Lehman Brothers T    16.00    10/8/2008    CHF      4.80
Immigon Portfolio     5.23    12/5/2022    EUR     43.75
Klaebu Sparebank      2.57                 NOK     67.33
Leonteq Securitie     5.00    5/23/2016    CHF     62.03
Notenstein Privat     6.00    5/24/2016    EUR     72.42
UBS AG               14.50   12/29/2015    EUR     72.66
UBS AG               14.25   12/29/2015    EUR     59.67
Societe Generale      4.00    6/26/2017    EUR     50.36
Leonteq Securitie     6.20    7/15/2016    EUR     66.47
Barclays Bank PLC     1.64     6/3/2041    USD     69.73
e-Kancelaria Grup     9.00    8/19/2016    PLN      1.55
BNP Paribas SA        0.50    1/31/2018    RUB     75.50
HSBC Trinkaus & B    17.20    9/25/2015    EUR     72.85
Deutsche Bank AG      4.20    7/20/2016    EUR     74.50
Municipality Fina     0.50     2/7/2018    BRL     74.99
Goldman Sachs & C     8.00    8/26/2015    EUR     63.54
Goldman Sachs & C    10.00    8/26/2015    EUR     63.66
Goldman Sachs & C    11.00    8/26/2015    EUR     63.72
Goldman Sachs & C    11.00    8/26/2015    EUR     63.72
Goldman Sachs & C     5.00    8/26/2015    EUR     63.36
Goldman Sachs & C     6.00    8/26/2015    EUR     63.42
UniCredit Bank AG     4.25    8/14/2015    EUR     35.62
UBS AG/London         5.00     8/6/2015    USD     48.53
DZ Bank AG Deutsc    10.75    8/28/2015    EUR     72.29
DZ Bank AG Deutsc     9.50    8/28/2015    EUR     70.90
Landesbank Hessen     4.80    8/21/2015    EUR     67.40
DZ Bank AG Deutsc     8.00   12/28/2015    EUR     67.55
Bank Julius Baer      6.90    8/14/2015    EUR     66.70
Notenstein Privat    10.00    8/14/2015    USD     30.95
Leonteq Securitie     5.00    8/22/2016    CHF     63.61
Leonteq Securitie    13.00    8/25/2015    CHF     30.21
Vontobel Financia     9.20    9/25/2015    EUR     68.92
Raiffeisen Centro     6.95    1/20/2016    EUR     72.23
Commerzbank AG        6.25    6/23/2016    EUR     74.22
Commerzbank AG        6.75    6/23/2016    EUR     72.94
Commerzbank AG        7.25    6/23/2016    EUR     71.70
Commerzbank AG        8.00    6/23/2016    EUR     70.78
UBS AG/London         7.50    8/13/2015    CHF     36.11
DZ Bank AG Deutsc     5.25    9/25/2015    EUR     73.76
DZ Bank AG Deutsc     5.25   12/28/2015    EUR     73.93
Credit Suisse AG/     8.50    2/29/2016    USD     63.19
HSBC Trinkaus & B    10.00    9/25/2015    EUR     64.70
HSBC Trinkaus & B     6.50   12/28/2015    EUR     70.33
HSBC Trinkaus & B     7.00    8/28/2015    EUR     68.25
HSBC Trinkaus & B     6.50    9/25/2015    EUR     64.06
HSBC Trinkaus & B     8.50    8/28/2015    EUR     60.33
DekaBank Deutsche     3.40    6/10/2016    EUR     65.83
Commerzbank AG       10.00    8/27/2015    EUR     66.44
DZ Bank AG Deutsc     7.10     8/7/2015    EUR     61.97
DZ Bank AG Deutsc     9.10     8/7/2015    EUR     58.44
Goldman Sachs & C     7.00    8/26/2015    EUR     65.66
Notenstein Privat     9.10    8/29/2016    CHF     46.50
Notenstein Privat     9.10    8/29/2016    CHF     41.55
Bank Julius Baer      7.00    8/28/2015    USD     38.05
Leonteq Securitie    11.00    8/25/2015    USD     51.53
Vontobel Financia     8.00    8/28/2015    EUR     60.14
DZ Bank AG Deutsc     6.50    8/28/2015    EUR     63.46
DZ Bank AG Deutsc     5.00    8/28/2015    EUR     73.35
Leonteq Securitie    15.20    12/2/2015    CHF     39.91
Leonteq Securitie     8.00    12/8/2015    CHF     61.90
Leonteq Securitie    20.00    12/8/2015    USD     32.92
Raiffeisen Centro     7.25    9/26/2016    EUR     69.33
BNP Paribas Emiss     5.00    9/24/2015    EUR     71.89
BNP Paribas Emiss     6.00    9/24/2015    EUR     67.72
BNP Paribas Emiss     7.50    9/24/2015    EUR     64.07
BNP Paribas Emiss     9.00    9/24/2015    EUR     60.83
BNP Paribas Emiss     4.25   12/24/2015    EUR     74.72
BNP Paribas Emiss     5.00   12/24/2015    EUR     70.90
BNP Paribas Emiss     6.00   12/24/2015    EUR     67.48
BNP Paribas Emiss     7.25   12/24/2015    EUR     64.47
BNP Paribas Emiss     8.50   12/24/2015    EUR     61.76
BNP Paribas Emiss     6.75    9/24/2015    EUR     71.20
BNP Paribas Emiss     6.25   12/24/2015    EUR     72.67
Notenstein Privat     5.04    8/28/2017    CHF     62.52
Notenstein Privat    10.00     9/5/2016    CHF     46.31
Goldman Sachs & C     8.00    8/26/2015    EUR     67.83
HSBC Trinkaus & B     7.60    9/25/2015    EUR     66.38
HSBC Trinkaus & B     6.70    9/25/2015    EUR     66.25
HSBC Trinkaus & B     6.00    9/25/2015    EUR     66.15
HSBC Trinkaus & B     7.10   12/28/2015    EUR     68.09
HSBC Trinkaus & B     6.50   12/28/2015    EUR     67.85
HSBC Trinkaus & B     6.10   12/28/2015    EUR     67.69
HSBC Trinkaus & B     8.50    9/25/2015    EUR     57.59
HSBC Trinkaus & B     7.80    9/25/2015    EUR     57.49
HSBC Trinkaus & B     6.90    9/25/2015    EUR     57.35
HSBC Trinkaus & B     8.10   12/28/2015    EUR     59.09
HSBC Trinkaus & B     7.60   12/28/2015    EUR     58.89
HSBC Trinkaus & B     7.00   12/28/2015    EUR     58.65
HSBC Trinkaus & B     6.10   12/28/2015    EUR     58.29
Lehman Brothers T     3.00    9/13/2010    JPY     19.00
Notenstein Privat     6.10   12/30/2015    EUR     57.40
Notenstein Privat     6.50     7/2/2018    USD     70.62
Credit Suisse AG/     8.25    1/11/2016    CHF     39.22
Leonteq Securitie     8.00     7/7/2016    USD     44.25
Vontobel Financia     9.35    9/11/2015    EUR     72.00
Vontobel Financia     5.85    9/25/2015    EUR     63.92
Notenstein Privat     8.00    1/11/2016    EUR     70.18
Vontobel Financia     3.95    3/11/2016    EUR     70.16
Vontobel Financia     4.05   12/11/2015    EUR     69.12
Vontobel Financia     5.80   12/11/2015    EUR     65.21
Vontobel Financia     7.05    3/11/2016    EUR     63.56
Vontobel Financia     7.70   12/11/2015    EUR     61.93
Vontobel Financia     8.50    9/11/2015    EUR     60.01
Vontobel Financia     5.40    3/11/2016    EUR     66.51
Zurcher Kantonalb     8.80    1/14/2016    CHF     61.08
UBS AG                9.00     7/3/2017    CHF     57.03
UBS AG/London         3.80   12/23/2015    EUR     71.47
UBS AG/London         5.00   12/23/2015    EUR     68.59
Leonteq Securitie     9.40    10/8/2015    USD     62.43
Banque Cantonale      1.00     7/7/2016    CHF     22.17
Credit Suisse AG/     4.00     1/4/2016    EUR     62.71
HSBC Trinkaus & B    10.50    9/25/2015    EUR     69.85
HSBC Trinkaus & B    11.00    9/25/2015    EUR     72.32
HSBC Trinkaus & B    12.50    9/25/2015    EUR     54.54
HSBC Trinkaus & B     8.50    9/25/2015    EUR     58.74
HSBC Trinkaus & B    15.00    9/25/2015    EUR     46.72
HSBC Trinkaus & B    12.00    9/25/2015    EUR     50.54
HSBC Trinkaus & B     7.50    9/25/2015    EUR     57.58
HSBC Trinkaus & B    13.00    9/25/2015    EUR     70.29
HSBC Trinkaus & B    14.50    9/25/2015    EUR     66.72
HSBC Trinkaus & B    11.00    9/25/2015    EUR     72.45
HSBC Trinkaus & B    12.50    9/25/2015    EUR     62.58
HSBC Trinkaus & B    10.00    9/25/2015    EUR     67.07
HSBC Trinkaus & B     7.00    9/25/2015    EUR     72.33
Deutsche Bank AG      5.20    9/22/2015    EUR     54.20
Deutsche Bank AG      5.20   12/22/2015    EUR     55.50
Deutsche Bank AG      6.20    9/22/2015    EUR     54.30
Deutsche Bank AG      7.20    9/22/2015    EUR     54.50
Deutsche Bank AG      7.20   12/22/2015    EUR     60.40
Deutsche Bank AG      7.20   12/22/2015    EUR     56.30
Deutsche Bank AG      6.20    9/22/2015    EUR     58.40
Deutsche Bank AG      5.20    9/22/2015    EUR     58.30
Deutsche Bank AG      6.20   12/22/2015    EUR     60.00
Deutsche Bank AG      7.20    9/22/2015    EUR     58.60
Deutsche Bank AG      5.20   12/22/2015    EUR     59.60
Deutsche Bank AG      6.20   12/22/2015    EUR     55.90
Deutsche Bank AG      6.20    9/22/2015    EUR     74.70
Deutsche Bank AG      5.20    9/22/2015    EUR     71.40
Deutsche Bank AG      5.20    9/22/2015    EUR     57.30
Deutsche Bank AG      7.20    9/22/2015    EUR     57.60
Deutsche Bank AG      6.20    9/22/2015    EUR     57.50
Deutsche Bank AG      7.20    9/22/2015    EUR     54.80
Deutsche Bank AG      6.20    9/22/2015    EUR     54.70
Deutsche Bank AG      5.20    9/22/2015    EUR     54.50
Deutsche Bank AG      7.20    9/22/2015    EUR     52.20
Deutsche Bank AG      6.20    9/22/2015    EUR     52.10
Deutsche Bank AG      5.20    9/22/2015    EUR     51.90
Deutsche Bank AG      7.20    9/22/2015    EUR     49.90
Deutsche Bank AG      6.20    9/22/2015    EUR     49.80
Deutsche Bank AG      5.20    9/22/2015    EUR     49.60
Vontobel Financia     6.90    6/10/2016    EUR     65.16
Vontobel Financia     4.75    6/10/2016    EUR     69.57
Notenstein Privat    11.00    1/25/2016    USD     56.67
Deutsche Bank AG      4.50   12/22/2015    EUR     61.52
Credit Suisse AG/     8.00    1/29/2016    CHF     38.50
DZ Bank AG Deutsc     5.25    9/25/2015    EUR     60.46
UniCredit Bank AG     4.10    9/24/2015    EUR     58.43
UniCredit Bank AG     4.00    9/24/2015    EUR     60.72
Leonteq Securitie    11.52   10/28/2015    CHF     35.75
HSBC Trinkaus & B     5.65    2/22/2016    EUR     68.82
Deutsche Bank AG      5.20    8/26/2015    EUR     65.70
Deutsche Bank AG      6.20    8/26/2015    EUR     63.60
Deutsche Bank AG      7.20    8/26/2015    EUR     63.60
Deutsche Bank AG      5.20    8/26/2015    EUR     63.50
Deutsche Bank AG      6.20    8/26/2015    EUR     65.70
Deutsche Bank AG      7.20    8/26/2015    EUR     65.80
DZ Bank AG Deutsc    16.00    8/28/2015    EUR     37.87
DZ Bank AG Deutsc     6.75    8/28/2015    EUR     57.53
DZ Bank AG Deutsc     5.25    8/28/2015    EUR     63.07
Deutsche Bank AG      7.20   10/21/2015    EUR     64.70
Deutsche Bank AG      6.20   10/21/2015    EUR     64.50
Deutsche Bank AG      5.20   10/21/2015    EUR     64.30
Deutsche Bank AG      5.20   10/21/2015    EUR     66.50
Deutsche Bank AG      7.20   10/21/2015    EUR     66.90
Deutsche Bank AG      6.20   10/21/2015    EUR     66.70
Zurcher Kantonalb     6.30     8/6/2015    EUR     62.50
Zurcher Kantonalb     7.50     8/6/2015    EUR     63.32
UBS AG/London         7.20    1/20/2016    EUR     59.27
HSBC Trinkaus & B     8.50    9/25/2015    EUR     72.51
HSBC Trinkaus & B    12.50    9/25/2015    EUR     74.68
HSBC Trinkaus & B    12.50    9/25/2015    EUR     56.04
HSBC Trinkaus & B     8.50    9/25/2015    EUR     60.54
HSBC Trinkaus & B     6.50   12/28/2015    EUR     63.79
HSBC Trinkaus & B    14.00    9/25/2015    EUR     48.72
HSBC Trinkaus & B    10.50    9/25/2015    EUR     52.65
HSBC Trinkaus & B    13.00    9/25/2015    EUR     60.49
HSBC Trinkaus & B    10.00    9/25/2015    EUR     64.55
HSBC Trinkaus & B    14.50    9/25/2015    EUR     70.75
HSBC Trinkaus & B    12.00    9/25/2015    EUR     67.14
Zurcher Kantonalb    11.03     8/7/2015    CHF     46.78
Notenstein Privat     4.00     2/1/2016    EUR     52.47
UniCredit Bank AG     6.00    9/24/2015    EUR     64.00
UniCredit Bank AG     5.50    9/24/2015    EUR     66.10
UniCredit Bank AG     6.50    9/24/2015    EUR     62.04
UniCredit Bank AG     4.25    9/24/2015    EUR     73.45
UniCredit Bank AG     5.00    9/24/2015    EUR     68.36
UniCredit Bank AG     4.50    9/24/2015    EUR     70.78
DZ Bank AG Deutsc     7.50    9/25/2015    EUR     60.04
DZ Bank AG Deutsc     5.75    8/28/2015    EUR     64.92
DZ Bank AG Deutsc    10.00    8/28/2015    EUR     59.50
DZ Bank AG Deutsc     7.25    9/25/2015    EUR     70.52
Vontobel Financia     9.70    9/11/2015    EUR     69.08
Vontobel Financia     7.25   12/11/2015    EUR     73.45
Vontobel Financia     8.65   12/11/2015    EUR     71.07
Vontobel Financia     5.50    8/14/2015    EUR     62.43
Leonteq Securitie     9.60   11/18/2015    CHF     55.55
UBS AG/London        24.25   12/29/2015    EUR     68.59
UBS AG/London         9.00    9/25/2015    EUR     51.02
UBS AG/London        14.00   12/23/2016    EUR     67.83
UBS AG/London        23.75    6/24/2016    EUR     67.77
UBS AG/London         9.00   12/29/2015    EUR     74.50
UBS AG/London        13.25    6/24/2016    EUR     69.74
UBS AG/London        10.25    9/25/2015    EUR     46.46
UBS AG/London        24.75    9/25/2015    EUR     64.71
UBS AG/London         9.00   12/29/2015    EUR     59.15
UBS AG/London        14.75    9/25/2015    EUR     58.83
Vontobel Financia     6.55     9/4/2015    EUR     65.80
HSBC Trinkaus & B    13.00    9/25/2015    EUR     57.71
HSBC Trinkaus & B     9.00    9/25/2015    EUR     62.52
HSBC Trinkaus & B     7.00   12/28/2015    EUR     66.03
HSBC Trinkaus & B     7.50    8/28/2015    EUR     63.77
HSBC Trinkaus & B     8.00    8/28/2015    EUR     54.33
HSBC Trinkaus & B     8.50    8/28/2015    EUR     68.96
UBS AG/London        24.50    3/29/2016    EUR     67.68
UBS AG/London        22.25    6/24/2016    EUR     56.78
UBS AG/London        23.00   12/29/2015    EUR     74.51
UBS AG/London         7.75   12/22/2017    EUR     70.66
Bank Nederlandse      0.50    9/20/2022    ZAR     53.27
HSBC Bank PLC         0.50   12/20/2018    RUB     68.44
Societe Generale      0.50   11/29/2022    AUD     76.37
Societe Generale      0.50   12/21/2022    AUD     75.92
Lehman Brothers T     4.68   12/12/2045    EUR      4.80
Lehman Brothers T    13.00   12/14/2012    USD      4.80
Lehman Brothers T     4.82   12/18/2036    EUR      4.80
Lehman Brothers T     5.25     4/1/2023    EUR      4.80
Lehman Brothers T     7.25    6/20/2010    USD      4.80
Lehman Brothers T     8.80   12/27/2009    EUR      4.80
Glitnir HF            7.32   12/19/2012    USD     27.25
Kaupthing Bank Hf     7.00     1/3/2011    EUR     21.63
Immigon Portfolio     5.25   12/20/2022    EUR     43.63
Lehman Brothers T     4.00     1/4/2011    USD      4.80
LBI HF                5.25     6/5/2023    EUR      8.50
Lehman Brothers T     0.50   12/20/2017    AUD      4.80
Lehman Brothers T     0.50   12/20/2017    AUD     16.25
Lehman Brothers T     9.30   12/21/2010    EUR      4.80
Lehman Brothers T     0.50   12/20/2017    USD      4.80
Lehman Brothers T     0.50   12/20/2017    USD      4.80
Lehman Brothers T     0.50   12/20/2017    USD      4.80
Lehman Brothers T     5.38     2/4/2014    USD      4.80
Lehman Brothers T    11.00    2/16/2009    CHF      4.80
Lehman Brothers T    10.00    2/16/2009    CHF      4.80
Lehman Brothers T    13.00    2/16/2009    CHF      4.80
Lehman Brothers T     7.00    2/15/2010    CHF      4.80
Lehman Brothers T     6.00    2/19/2023    USD      4.80
Lehman Brothers T     1.00    2/26/2010    USD      4.80
Lehman Brothers T     4.00    3/10/2011    EUR      4.80
Kaupthing Bank Hf     7.63    2/28/2015    USD     21.50
Lehman Brothers T     8.00    3/19/2012    USD      4.80
Lehman Brothers T     7.05     4/8/2015    USD      4.80
Lehman Brothers T     7.80    3/31/2018    USD      4.80
Lehman Brothers T     9.50     4/1/2018    USD      4.80
Lehman Brothers T     7.15    3/21/2013    USD      4.80
Immigon Portfolio     1.37    1/28/2019    EUR     62.38
Lehman Brothers T    12.00    7/13/2037    JPY      4.80
Lehman Brothers T    10.00    6/11/2038    JPY      4.80
Lehman Brothers T     5.00    2/15/2018    EUR      4.80
Lehman Brothers T     9.00     5/6/2011    CHF      4.80
Lehman Brothers T    16.20    5/14/2009    USD      4.80
Lehman Brothers T    10.60    4/22/2014    MXN      4.80
Lehman Brothers T    16.00    11/9/2008    USD      4.80
Kaupthing Bank Hf     7.50     4/2/2011    EUR     21.63
Kaupthing Bank Hf     7.50    10/2/2010    EUR     21.63
Lehman Brothers T     9.75    6/22/2018    USD      4.80
Lehman Brothers T     4.60     8/1/2013    EUR      4.80
Lehman Brothers T     8.00    5/22/2009    USD      4.80
Lehman Brothers T    15.00     6/4/2009    CHF      4.80
Lehman Brothers T     7.60     3/4/2010    NZD      4.80
Lehman Brothers T    17.00     6/2/2009    USD      4.80
Lehman Brothers T    13.50     6/2/2009    USD      4.80
Lehman Brothers T    23.30    9/16/2008    USD      4.80
Lehman Brothers T     3.00     6/3/2010    EUR      4.80
Lehman Brothers T    12.40    6/12/2009    USD      4.80
Lehman Brothers T     2.00    6/28/2011    EUR      4.80
Lehman Brothers T     7.60    5/21/2013    USD      4.80
Lehman Brothers T    10.00    6/17/2009    USD      4.80
Lehman Brothers T     0.50     6/2/2020    EUR      4.80
Lehman Brothers T    11.00     7/4/2011    USD      4.80
Lehman Brothers T    11.00     7/4/2011    CHF      4.80
Lehman Brothers T    12.00     7/4/2011    EUR      4.80
Lehman Brothers T     5.50     7/8/2013    EUR      4.80
Kaupthing Bank Hf     4.95     5/6/2009    EUR     21.63
Lehman Brothers T    16.00   12/26/2008    USD      4.80
Lehman Brothers T    13.43     1/8/2009    ILS      4.80
Lehman Brothers T     0.50     7/2/2020    EUR      4.80
Lehman Brothers T     7.75     1/3/2012    AUD      4.80
Lehman Brothers T     3.10     6/4/2010    USD      4.80
Lehman Brothers T     2.50    8/15/2012    CHF      4.80
Lehman Brothers T    13.15   10/30/2008    USD      4.80
Lehman Brothers T     0.50     8/1/2020    EUR      4.80
Lehman Brothers T     6.00     8/7/2013    EUR      4.80
Glitnir HF            5.24   12/22/2010    USD     27.25
Lehman Brothers T     2.30     6/6/2013    USD      4.80
Lehman Brothers T     7.50    5/30/2010    AUD      4.80
Lehman Brothers T    11.00     5/9/2020    USD      4.80
Lehman Brothers T     4.30     6/4/2012    USD      4.80
Lehman Brothers T     4.00     6/5/2011    USD      4.80
Lehman Brothers T     6.00    6/21/2011    EUR      4.80
Lehman Brothers T     2.00    6/21/2011    EUR      4.80
RegionEnergoInves     8.50    5/30/2016    RUB     60.00
Energospetssnab L     8.50    5/30/2016    RUB     60.00
City of Predeal R     2.50    5/15/2026    RON     60.00
Immigon Portfolio     0.99     3/1/2021    EUR     41.63
BNP Paribas SA        0.50    2/13/2024    NZD     69.11
Glitnir HF            6.00   12/10/2009    ISK      0.02
Glitnir HF            6.20   12/20/2009    ISK      0.02
Glitnir HF            5.00     2/1/2011    ISK     27.25
Glitnir HF            5.00     2/1/2016    ISK     27.25
Kaupthing Bank Hf     7.00    7/24/2009    ISK     21.63
Kaupthing Bank Hf     8.00    6/22/2011    ISK      0.00
Kaupthing Bank Hf     7.00    4/28/2012    ISK      0.00
LBI HF                5.08     3/1/2013    ISK      8.50
Lehman Brothers T     4.05    9/16/2008    EUR      4.80
Kaupthing Bank Hf     6.50    10/8/2010    ISK     21.63
Kaupthing Bank Hf     7.50    12/5/2014    ISK     21.63
Lehman Brothers T     2.30    6/27/2013    USD      4.80
Lehman Brothers T     2.37    7/15/2013    USD      4.80
Lehman Brothers T     1.95    11/4/2013    EUR      4.80
Hypothekenbank Fr     0.26    6/30/2051    EUR     83.33
Lehman Brothers T     8.05   12/20/2010    HKD      4.80
KPNQwest NV           8.88     2/1/2008    EUR      0.50
Royal Bank of Sco     1.69   11/14/2016    GBP
Lehman Brothers T     5.00    3/13/2009    EUR      4.80
Lehman Brothers T     5.22     3/1/2024    EUR      4.80
Lehman Brothers T     3.20    3/19/2018    JPY      4.80
Lehman Brothers T     4.60    11/9/2011    EUR     19.00
Lehman Brothers T     3.50   12/20/2027    USD      4.80
Zurcher Kantonalb     5.00    9/17/2015    CHF     47.94
Lehman Brothers T     3.00    12/3/2012    EUR      4.80
Immigon Portfolio     5.21    12/6/2022    EUR     43.63
Lehman Brothers T    13.00    7/25/2012    EUR      4.80
Lehman Brothers T    10.00     8/2/2037    JPY      4.80
HSBC Bank PLC         0.50     2/2/2023    AUD     72.20
Lehman Brothers T     3.50   10/31/2011    USD      4.80
Lehman Brothers T     0.25   10/19/2012    CHF      4.80
Lehman Brothers T     1.68     3/5/2015    EUR      4.80
Lehman Brothers T    13.50   11/28/2008    USD      4.80
Lehman Brothers T     9.00    5/15/2022    USD      4.80
Lehman Brothers T     6.75     4/5/2012    EUR      4.80
Leonteq Securitie     6.11     1/7/2016    EUR     47.28
Leonteq Securitie     6.00     1/7/2016    EUR     27.00
Leonteq Securitie     7.00    1/22/2016    CHF     37.62
Totens Sparebank      3.01                 NOK     55.76
Immigon Portfolio     5.20     4/1/2020    EUR     61.63
Lehman Brothers T     3.50    6/20/2011    EUR      4.80
Lehman Brothers T     5.50    6/22/2010    USD     16.25
Lehman Brothers T    10.00   10/23/2008    USD      4.80
Lehman Brothers T    10.00   10/22/2008    USD      4.80
Lehman Brothers T     6.45    2/20/2010    AUD      4.80
Lehman Brothers T     6.60    5/23/2012    AUD      4.80
Lehman Brothers T     3.45    5/23/2013    USD      4.80
Lehman Brothers T    16.00   10/28/2008    USD      4.80
UNGP-Finance OOO     10.00   12/16/2020    RUB     60.00
Lehman Brothers T     6.85   12/22/2008    EUR      4.80
Lehman Brothers T     7.55   12/29/2008    USD      4.80
e-Kancelaria Grup     9.00   10/25/2016    PLN      1.00
LBBW                  3.00    9/25/2015    EUR     70.45
LBBW                  4.00    9/25/2015    EUR     68.33
LBBW                  3.40   11/24/2017    EUR     73.36
LBBW                  2.50    9/23/2016    EUR     74.08
LBBW                  3.50    9/23/2016    EUR     71.14
LBBW                  4.50    9/23/2016    EUR     68.69
Lehman Brothers T     5.25   11/21/2009    USD      4.80
Zurcher Kantonalb     4.25    4/19/2016    CHF     70.57
Glitnir HF            6.00   12/15/2012    GBP     27.25
Lehman Brothers T     1.50   10/12/2010    EUR      4.80
Lehman Brothers T     7.00   10/22/2010    EUR      4.80
TransFin-M PAO       10.50   11/27/2015    RUB     60.13
Leonteq Securitie    10.00    1/22/2016    USD     39.24
DZ Bank AG Deutsc     5.40   10/23/2015    EUR     71.89
DZ Bank AG Deutsc     4.40   10/23/2015    EUR     71.67
DZ Bank AG Deutsc     5.60   10/23/2015    EUR     65.53
DZ Bank AG Deutsc     3.90   10/23/2015    EUR     52.35
DZ Bank AG Deutsc     4.90   10/23/2015    EUR     49.81
DZ Bank AG Deutsc     5.80   10/23/2015    EUR     47.92
DZ Bank AG Deutsc     6.50   10/23/2015    EUR     70.38
DZ Bank AG Deutsc     6.00   10/23/2015    EUR     67.16
DZ Bank AG Deutsc     4.70   10/23/2015    EUR     63.87
DZ Bank AG Deutsc     5.90   10/23/2015    EUR     50.81
DZ Bank AG Deutsc     5.80   10/23/2015    EUR     48.43
DZ Bank AG Deutsc     4.70   10/23/2015    EUR     46.04
DZ Bank AG Deutsc     5.60   10/22/2015    EUR     73.66
DZ Bank AG Deutsc     5.60   10/22/2015    EUR     52.04
DZ Bank AG Deutsc     5.70   10/22/2015    EUR     74.73
DZ Bank AG Deutsc     6.60   10/22/2015    EUR     73.15
Vontobel Financia     3.70    9/25/2015    EUR     70.65
HSBC Trinkaus & B     8.40    9/25/2015    EUR     72.38
HSBC Trinkaus & B     7.80    9/25/2015    EUR     72.30
HSBC Trinkaus & B     7.10    9/25/2015    EUR     72.20
HSBC Trinkaus & B     7.90   12/28/2015    EUR     73.66
HSBC Trinkaus & B     7.50   12/28/2015    EUR     73.50
HSBC Trinkaus & B     7.00   12/28/2015    EUR     73.29
HSBC Trinkaus & B     5.90   12/28/2015    EUR     72.85
Leonteq Securitie     4.68    8/29/2017    CHF     61.35
Deutsche Bank AG      7.20    8/26/2015    EUR     70.70
Deutsche Bank AG      6.20    8/26/2015    EUR     68.10
Deutsche Bank AG      5.20    8/26/2015    EUR     68.00
Deutsche Bank AG      7.20    8/26/2015    EUR     68.10
Deutsche Bank AG      6.20   10/21/2015    EUR     71.50
Deutsche Bank AG      5.20   10/21/2015    EUR     71.30
Deutsche Bank AG      7.20   10/21/2015    EUR     71.70
Deutsche Bank AG      6.20   10/21/2015    EUR     69.00
Deutsche Bank AG      5.20   10/21/2015    EUR     68.80
Deutsche Bank AG      7.20   10/21/2015    EUR     69.20
UBS AG/London        24.75    3/29/2016    EUR     54.17
UBS AG/London        18.50   12/29/2015    EUR     56.07
UBS AG/London         5.75    6/24/2016    EUR     72.93
Goldman Sachs & C     6.00    8/26/2015    EUR     72.92
Goldman Sachs & C     7.00    8/26/2015    EUR     70.28
Goldman Sachs & C     9.00    8/26/2015    EUR     65.56
Goldman Sachs & C    14.00    8/26/2015    EUR     59.59
Commerzbank AG        4.50    8/27/2015    EUR     73.56
Commerzbank AG        5.50    8/27/2015    EUR     71.61
Commerzbank AG        6.50    8/27/2015    EUR     69.73
Commerzbank AG        7.50    8/27/2015    EUR     67.97
Commerzbank AG        8.50    8/27/2015    EUR     66.29
Commerzbank AG        9.75    8/27/2015    EUR     64.74
Commerzbank AG       12.00    8/27/2015    EUR     70.07
Leonteq Securitie     9.50     9/8/2016    USD     54.25
Leonteq Securitie     8.64     9/8/2016    CHF     54.79
DZ Bank AG Deutsc     7.75    9/25/2015    EUR     66.43
DZ Bank AG Deutsc     7.00   12/28/2015    EUR     68.25
Notenstein Privat     7.40   10/31/2016    CHF     39.59
UBS AG               14.25    9/25/2015    EUR     61.04
DZ Bank AG Deutsc     8.50    9/25/2015    EUR     65.76
Commerzbank AG        8.75    8/27/2015    EUR     57.09
Commerzbank AG       17.25    8/27/2015    EUR     63.71
Commerzbank AG        6.25    8/27/2015    EUR     69.57
Bank Julius Baer      7.40     9/9/2015    CHF     37.60
UniCredit Bank AG     4.50    9/24/2015    EUR     72.36
UniCredit Bank AG     5.20    9/24/2015    EUR     69.83
Vontobel Financia     5.80   12/28/2015    EUR     70.00
HSBC Trinkaus & B    10.80    9/25/2015    EUR     55.24
HSBC Trinkaus & B     8.80   10/23/2015    EUR     58.35
HSBC Trinkaus & B     6.00   12/28/2015    EUR     35.32
HSBC Trinkaus & B     6.00   12/28/2015    EUR     64.32
HSBC Trinkaus & B     6.00   12/28/2015    EUR     69.98
Vontobel Financia     6.45    9/11/2015    EUR     67.40
Vontobel Financia     8.05    9/11/2015    EUR     65.26
Commerzbank AG        6.00    8/27/2015    EUR     73.61
Commerzbank AG        9.25    8/27/2015    EUR     69.95
Vontobel Financia     5.10    9/11/2015    EUR     70.63
Vontobel Financia     7.80    9/11/2015    EUR     66.07
Commerzbank AG        6.00    8/27/2015    EUR     70.40
Republika Srpska      9.00    9/26/2027    BAM     67.21
UBS AG                8.25   12/22/2017    EUR     70.10
LBBW                  4.30    9/23/2016    EUR     69.88
Leonteq Securitie     8.64    8/25/2015    CHF      9.91
Notenstein Privat    10.12    8/26/2015    USD     55.46
LBBW                  4.00    9/25/2015    EUR     73.85
DZ Bank AG Deutsc     5.00    8/14/2015    EUR     73.16
Credit Suisse AG/     8.25    9/14/2015    CHF     72.48
Notenstein Privat     8.75    9/14/2015    EUR     67.71
DZ Bank AG Deutsc     7.25    8/14/2015    EUR     66.84
DekaBank Deutsche     3.40     3/5/2018    EUR     74.37
Goldman Sachs & C     7.00    9/23/2015    EUR     66.19
Goldman Sachs & C     7.00    9/23/2015    EUR     66.19
Goldman Sachs & C    10.00    9/23/2015    EUR     66.60
Goldman Sachs & C    10.00    9/23/2015    EUR     66.60
Goldman Sachs & C     7.00    9/23/2015    EUR     73.62
Goldman Sachs & C    10.00    9/23/2015    EUR     66.54
Goldman Sachs & C    11.00    9/23/2015    EUR     64.36
HSBC Trinkaus & B     7.50    9/25/2015    EUR     66.52
HSBC Trinkaus & B     6.50    9/25/2015    EUR     69.69
Credit Suisse AG/     7.50    9/25/2015    CHF     74.80
Leonteq Securitie     7.07    9/21/2015    CHF     38.90
DZ Bank AG Deutsc     8.00    9/11/2015    EUR     66.31
HSBC Trinkaus & B     7.00    9/25/2015    EUR     68.78
HSBC Trinkaus & B     7.00    9/25/2015    EUR     67.91
Goldman Sachs & C     8.00    9/23/2015    EUR     66.33
Goldman Sachs & C     8.00    9/23/2015    EUR     71.06
Leonteq Securitie     6.58    3/29/2016    EUR     68.15
DekaBank Deutsche     3.40    6/24/2016    EUR     67.82
Goldman Sachs & C    11.00    9/23/2015    EUR     66.74
Goldman Sachs & C    11.00    9/23/2015    EUR     66.74
Societe Generale      4.00    3/29/2016    EUR     54.08
DZ Bank AG Deutsc     7.00    9/25/2015    EUR     69.12
UBS AG/London        22.50   12/29/2015    EUR     74.14
Raiffeisen Centro     5.60    6/15/2016    EUR     70.19
DZ Bank AG Deutsc     8.00    9/11/2015    EUR     67.54
DZ Bank AG Deutsc     6.75    9/11/2015    EUR     67.41
DZ Bank AG Deutsc     5.25    9/11/2015    EUR     67.61
DZ Bank AG Deutsc     4.90    9/11/2015    EUR     74.76
DZ Bank AG Deutsc     5.80    9/11/2015    EUR     72.38
UniCredit Bank AG     4.00    9/24/2015    EUR     41.27
UniCredit Bank AG     4.00    9/24/2015    EUR     72.26
UniCredit Bank AG     4.00    9/24/2015    EUR     42.19
Deutsche Bank AG      5.20    8/26/2015    EUR     69.10
Deutsche Bank AG      6.20    8/26/2015    EUR     73.20
Deutsche Bank AG      5.20    8/26/2015    EUR     73.10
Deutsche Bank AG      6.20    8/26/2015    EUR     69.10
Deutsche Bank AG      6.20    8/26/2015    EUR     73.30
Deutsche Bank AG      6.20    8/26/2015    EUR     70.60
Deutsche Bank AG      5.20    8/26/2015    EUR     70.50
Deutsche Bank AG      5.20    8/26/2015    EUR     73.20
DZ Bank AG Deutsc     5.50   12/28/2015    EUR     74.07
DZ Bank AG Deutsc     7.30    9/11/2015    EUR     70.31
DekaBank Deutsche     3.20    5/20/2016    EUR     74.54
DZ Bank AG Deutsc     7.50    9/11/2015    EUR     69.09
Vontobel Financia     6.50    9/11/2015    EUR     68.27
Vontobel Financia     8.90    9/11/2015    EUR     64.00
Vontobel Financia    10.45    9/11/2015    EUR     62.74
Vontobel Financia     8.65    9/11/2015    EUR     65.81
Vontobel Financia     6.95    9/11/2015    EUR     69.26
Vontobel Financia     5.35    9/11/2015    EUR     73.13
Vontobel Financia     4.95    9/11/2015    EUR     64.47
Vontobel Financia     7.80    9/11/2015    EUR     64.76
Vontobel Financia     4.55    9/11/2015    EUR     63.92
Leonteq Securitie     6.70     6/6/2016    USD     57.11
Goldman Sachs & C     6.00   12/23/2015    EUR     74.85
Goldman Sachs & C     8.00   12/23/2015    EUR     71.70
Goldman Sachs & C    10.00   12/23/2015    EUR     65.67
Goldman Sachs & C     6.00   12/23/2015    EUR     72.34
Goldman Sachs & C     7.00   12/23/2015    EUR     70.24
Goldman Sachs & C     8.00   12/23/2015    EUR     68.30
Goldman Sachs & C     9.00   12/23/2015    EUR     66.56
DZ Bank AG Deutsc     5.75    9/25/2015    EUR     65.18
Vontobel Financia     6.05    9/25/2015    EUR     64.55
Vontobel Financia     4.40    9/25/2015    EUR     63.77
Vontobel Financia     9.20    9/25/2015    EUR     62.99
Vontobel Financia     5.90    9/25/2015    EUR     69.39
Vontobel Financia     5.85    9/25/2015    EUR     68.44
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     67.10
Deutsche Bank AG      6.20    9/22/2015    EUR     66.00
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     71.10
Deutsche Bank AG      7.20   12/22/2015    EUR     64.70
Deutsche Bank AG      5.20   12/22/2015    EUR     70.70
Deutsche Bank AG      6.20    9/22/2015    EUR     62.70
Deutsche Bank AG      5.20    9/22/2015    EUR     62.60
Deutsche Bank AG      5.20    9/22/2015    EUR     69.40
Deutsche Bank AG      5.20    9/22/2015    EUR     65.80
Deutsche Bank AG      6.20   12/22/2015    EUR     67.50
Deutsche Bank AG      5.20   12/22/2015    EUR     63.90
Deutsche Bank AG      5.20   12/22/2015    EUR     65.10
Deutsche Bank AG      6.20   12/22/2015    EUR     64.30
Deutsche Bank AG      7.20    9/22/2015    EUR     66.10
Deutsche Bank AG      6.20   12/22/2015    EUR     65.50
Deutsche Bank AG      7.20    9/22/2015    EUR     66.30
Deutsche Bank AG      5.20    9/22/2015    EUR     63.90
Deutsche Bank AG      6.20   12/22/2015    EUR     67.70
Deutsche Bank AG      6.20   12/22/2015    EUR     72.50
Deutsche Bank AG      7.20   12/22/2015    EUR     65.90
Deutsche Bank AG      6.20    9/22/2015    EUR     64.00
Deutsche Bank AG      5.20   12/22/2015    EUR     72.10
Deutsche Bank AG      5.20    9/22/2015    EUR     66.00
Deutsche Bank AG      5.20   12/22/2015    EUR     67.30
Deutsche Bank AG      7.20   12/22/2015    EUR     70.40
Deutsche Bank AG      5.20   12/22/2015    EUR     69.60
Deutsche Bank AG      7.20    9/22/2015    EUR     64.20
Deutsche Bank AG      7.20   12/22/2015    EUR     72.90
Deutsche Bank AG      6.20   12/22/2015    EUR     70.00
Deutsche Bank AG      5.20   12/22/2015    EUR     74.80
Deutsche Bank AG      7.20   12/22/2015    EUR     68.10
Deutsche Bank AG      6.20    9/22/2015    EUR     66.20
UBS AG                7.00   12/29/2015    EUR     70.12
UBS AG                9.75    9/25/2015    EUR     59.53
UBS AG               24.25    9/25/2015    EUR     37.17
UBS AG               22.25   12/29/2015    EUR     69.66
UBS AG               21.25   12/29/2015    EUR     73.75
UBS AG               12.00   12/29/2015    EUR     55.45
UBS AG               23.25    9/25/2015    EUR     72.21
UBS AG               22.25   12/29/2015    EUR     64.99
UBS AG               24.75    9/25/2015    EUR     48.88
UBS AG               22.50    9/25/2015    EUR     71.69
UBS AG               19.50   12/29/2015    EUR     71.35
UBS AG               12.50    9/25/2015    EUR     69.29
UBS AG               16.50    9/25/2015    EUR     61.71
UBS AG               23.50    9/25/2015    EUR     48.20
UBS AG               22.75    9/25/2015    EUR     63.84
UBS AG                6.25   12/29/2015    EUR     72.65
UBS AG               14.00    9/25/2015    EUR     70.24
UBS AG               11.00    9/25/2015    EUR     72.30
UBS AG               24.50    9/25/2015    EUR     61.57
UBS AG               21.75   12/29/2015    EUR     66.96
UBS AG               20.00   12/29/2015    EUR     68.77
UBS AG               23.25   12/29/2015    EUR     72.57
UBS AG               17.50    9/25/2015    EUR     45.24
UBS AG               24.25    9/25/2015    EUR     68.49
UBS AG               12.50   12/29/2015    EUR     68.97
UBS AG                9.50   12/29/2015    EUR     61.68
UBS AG               23.00   12/29/2015    EUR     52.91
UBS AG               11.25   12/29/2015    EUR     71.35
Barclays Bank PLC     4.17     1/5/2017    EUR
Bank Julius Baer      7.30    1/19/2016    CHF     63.55
Bank Julius Baer      7.50    1/19/2016    USD     63.20
Credit Suisse AG/     2.75    1/29/2019    SEK     59.80
UBS AG               24.00   12/29/2015    EUR     61.11
UBS AG               19.25    3/29/2016    EUR     68.40
UBS AG               19.75    6/24/2016    EUR     68.31
UBS AG               18.00    6/24/2016    EUR     70.96
UBS AG               17.50    6/24/2016    EUR     59.38
UBS AG               21.75    3/29/2016    EUR     53.62
UBS AG               24.50    9/25/2015    EUR     65.45
UBS AG               24.50   12/29/2015    EUR     65.85
UBS AG               22.00   12/29/2015    EUR     65.04
UBS AG               19.75    3/29/2016    EUR     69.13
UBS AG               22.50   12/29/2015    EUR     68.86
UBS AG               24.75    9/25/2015    EUR     59.13
UBS AG               23.75   12/29/2015    EUR     48.07
UBS AG               22.25    3/29/2016    EUR     64.56
UBS AG               20.00   12/29/2015    EUR     52.09
UBS AG               24.50    9/25/2015    EUR     72.96
UBS AG               22.75    9/25/2015    EUR     47.14
UBS AG               21.25    3/29/2016    EUR     66.71
UBS AG                8.75    3/29/2016    EUR     73.23
UBS AG               25.00   12/29/2015    EUR     60.00
UBS AG               25.00    9/25/2015    EUR     59.60
UBS AG               23.00   12/29/2015    EUR     55.69
UBS AG               24.25   12/29/2015    EUR     65.85
UBS AG               16.50    6/24/2016    EUR     60.68
UBS AG               21.25    3/29/2016    EUR     65.40
UBS AG               16.75    6/24/2016    EUR     72.93
UBS AG               24.50   12/29/2015    EUR     49.23
UBS AG               13.50    6/24/2016    EUR     64.55
UBS AG               23.50   12/29/2015    EUR     46.53
UBS AG               21.75   12/29/2015    EUR     64.52
UBS AG               18.75    3/29/2016    EUR     71.28
UBS AG               11.50    6/24/2016    EUR     67.66
UBS AG               17.25    6/24/2016    EUR     74.10
UBS AG               21.50    3/29/2016    EUR     70.23
UBS AG               23.75   12/29/2015    EUR     66.47
UBS AG               10.25    6/24/2016    EUR     70.33
UBS AG               13.25   12/29/2015    EUR     56.73
UBS AG                8.75    9/25/2015    EUR     69.64
Deutsche Bank AG      6.20    9/22/2015    EUR     69.60
Goldman Sachs & C     7.00   12/23/2015    EUR     71.31
Goldman Sachs & C    11.00   12/23/2015    EUR     63.13
Goldman Sachs & C    11.00   12/23/2015    EUR     63.25
UBS AG                8.50    6/24/2016    EUR     72.96
UBS AG                9.50   12/29/2015    EUR     59.90
UBS AG               14.75    3/29/2016    EUR     59.41
UBS AG                8.50   12/29/2015    EUR     71.73
UBS AG                7.25   12/29/2015    EUR     71.35
Raiffeisen Centro     9.41    1/20/2016    EUR     70.77
Raiffeisen Centro     8.24    1/20/2016    EUR     68.52
HSBC Trinkaus & B     6.00    12/6/2016    EUR     67.01
DZ Bank AG Deutsc     7.25    9/11/2015    EUR     68.70
HSBC Trinkaus & B     6.00    9/25/2015    EUR     73.64
UBS AG               18.50   12/29/2015    EUR     61.04
UBS AG               20.75   12/29/2015    EUR     57.64
UBS AG               12.25   12/29/2015    EUR     73.35
UBS AG               16.50    9/25/2015    EUR     63.90
UBS AG               13.50    9/25/2015    EUR     70.36
UBS AG               19.75   12/29/2015    EUR     64.76
UBS AG               20.50   12/29/2015    EUR     60.44
UBS AG               19.75   12/29/2015    EUR     59.30
UBS AG               23.00    9/25/2015    EUR     55.30
UBS AG               22.75   12/29/2015    EUR     59.26
UBS AG               13.50   12/29/2015    EUR     70.30
UBS AG               24.25    9/25/2015    EUR     72.08
UBS AG               22.75   12/29/2015    EUR     74.58
UBS AG                9.75    9/25/2015    EUR     69.41
UBS AG               18.00    9/25/2015    EUR     68.01
UBS AG               14.75    9/25/2015    EUR     56.45
UBS AG               10.75   12/29/2015    EUR     71.91
UBS AG               14.75    9/25/2015    EUR     59.18
UBS AG               14.75    6/24/2016    EUR     71.80
UBS AG               13.25    9/25/2015    EUR     51.61
Raiffeisen Centro     7.33    8/21/2015    EUR     60.03
Notenstein Privat    11.00    8/14/2015    CHF     40.96
Leonteq Securitie    13.72    8/14/2015    AUD     56.70
Credit Suisse AG/     8.75    8/24/2015    CHF     71.24
DZ Bank AG Deutsc     6.25    10/9/2015    EUR     69.82
UBS AG               20.50    6/24/2016    EUR     67.34
UBS AG               16.75   12/23/2016    EUR     74.44
UBS AG               17.00    6/24/2016    EUR     74.58
UBS AG               20.25    3/29/2016    EUR     69.41
UBS AG               24.25   12/29/2015    EUR     61.14
UBS AG               16.00   12/23/2016    EUR     63.20
UBS AG               18.75    6/24/2016    EUR     71.60
UBS AG               22.50    3/29/2016    EUR     63.98
UBS AG               18.25    3/29/2016    EUR     72.77
Notenstein Privat    11.00    8/28/2015    CHF     48.27
Credit Suisse AG/     7.75    8/28/2015    CHF     71.52
UBS AG                7.25    3/29/2016    EUR     73.64
UBS AG                7.75    6/24/2016    EUR     70.46
Kommunalbanken AS     0.50    2/23/2018    BRL     74.77
Kommunalbanken AS     0.50     2/2/2018    BRL     75.17
e-Kancelaria Grup     9.00   12/23/2015    PLN      2.00
UBS AG               13.83     5/5/2016    USD      7.71
DZ Bank AG Deutsc     5.00   10/23/2015    EUR     65.65
DZ Bank AG Deutsc     8.75   10/23/2015    EUR     60.77
Deutsche Bank AG      4.20   12/22/2015    EUR     60.80
Deutsche Bank AG      5.20   12/22/2015    EUR     61.20
Deutsche Bank AG      4.20    9/22/2015    EUR     59.80
Deutsche Bank AG      4.20    9/22/2015    EUR     63.70
Deutsche Bank AG      5.20    9/22/2015    EUR     59.90
Deutsche Bank AG      4.20   12/22/2015    EUR     64.80
Deutsche Bank AG      4.20    9/22/2015    EUR     65.90
Deutsche Bank AG      4.20   12/22/2015    EUR     66.90
Deutsche Bank AG      5.20    3/22/2016    EUR     68.60
Deutsche Bank AG      6.20    3/22/2016    EUR     69.20
Deutsche Bank AG      5.20    3/22/2016    EUR     66.40
Deutsche Bank AG      6.20    3/22/2016    EUR     67.10
Deutsche Bank AG      5.20    6/21/2016    EUR     67.70
HSBC Trinkaus & B    17.10    9/25/2015    EUR     42.26
HSBC Trinkaus & B    13.40    9/25/2015    EUR     44.90
HSBC Trinkaus & B    11.30   10/23/2015    EUR     47.18
Vontobel Financia     7.25   12/28/2015    EUR     70.58
Vontobel Financia     7.00   10/30/2015    EUR     71.10
Commerzbank AG        8.50   11/26/2015    EUR     69.78
Goldman Sachs & C    21.00   11/25/2015    EUR     65.48
Deutsche Bank AG      5.80   12/23/2015    EUR     73.53
Deutsche Bank AG      5.80   11/25/2015    EUR     73.12
Deutsche Bank AG      5.80   10/21/2015    EUR     72.61
Bank J Safra Sara    11.02   12/30/2015    EUR     72.05
Goldman Sachs Int     1.00    12/5/2017    SEK     13.63
DZ Bank AG Deutsc     6.00   11/27/2015    EUR     70.03
HSBC Trinkaus & B    10.90    8/28/2015    EUR     71.02
HSBC Trinkaus & B     9.50   11/27/2015    EUR     73.26
Commerzbank AG        3.00    12/3/2015    EUR     70.78
Leonteq Securitie     5.70    12/3/2015    USD     66.74
UniCredit Bank AG     4.10    6/24/2016    EUR     72.97
UniCredit Bank AG     4.25    6/24/2016    EUR     70.12
Deutsche Bank AG      5.20   11/25/2015    EUR     71.80
Deutsche Bank AG      5.20    3/22/2016    EUR     73.30
Deutsche Bank AG      6.20    3/22/2016    EUR     73.90
Deutsche Bank AG      5.20    3/22/2016    EUR     70.80
Deutsche Bank AG      5.20   10/21/2015    EUR     74.00
Deutsche Bank AG      6.20   11/25/2015    EUR     74.70
Deutsche Bank AG      6.20   11/25/2015    EUR     72.10
Deutsche Bank AG      5.20   11/25/2015    EUR     69.30
Deutsche Bank AG      6.20   11/25/2015    EUR     69.60
Deutsche Bank AG      5.20   11/25/2015    EUR     74.40
Deutsche Bank AG      6.20   10/21/2015    EUR     74.20
Deutsche Bank AG      6.20    3/22/2016    EUR     71.50
Commerzbank AG       12.00   11/26/2015    EUR     59.20
Commerzbank AG       10.00    9/24/2015    EUR     69.47
Commerzbank AG        8.50   11/26/2015    EUR     70.74
Deutsche Bank AG      7.20   11/25/2015    EUR     72.40
Deutsche Bank AG      7.20    3/22/2016    EUR     74.60
Deutsche Bank AG      7.20   11/25/2015    EUR     69.90
Deutsche Bank AG      7.20    3/22/2016    EUR     72.10
Vontobel Financia     6.00   12/11/2015    EUR     66.19
Vontobel Financia     4.55    9/11/2015    EUR     65.62
Zurcher Kantonalb     7.80   12/11/2015    CHF     70.43
Vontobel Financia     5.60   12/11/2015    EUR     74.82
Vontobel Financia     6.00    9/11/2015    EUR     73.43
DZ Bank AG Deutsc     7.00    6/24/2016    EUR     68.36
Zurcher Kantonalb     9.00   12/16/2015    EUR     71.52
Commerzbank AG        7.50   11/26/2015    EUR     68.62
Commerzbank AG        5.75   11/26/2015    EUR     74.44
Commerzbank AG        7.75   11/26/2015    EUR     71.25
Commerzbank AG       10.00   11/26/2015    EUR     68.50
Commerzbank AG       10.25   11/26/2015    EUR     67.16
Commerzbank AG       13.25   11/26/2015    EUR     63.38
Goldman Sachs & C     6.00    1/20/2016    EUR     68.00
Goldman Sachs & C     6.00    1/20/2016    EUR     68.00
Goldman Sachs & C     8.00    1/20/2016    EUR     68.93
Goldman Sachs & C    10.00    1/20/2016    EUR     69.85
Goldman Sachs & C    10.00    1/20/2016    EUR     69.85
Goldman Sachs & C    10.00    1/20/2016    EUR     69.85
Goldman Sachs & C     6.00    6/22/2016    EUR     68.26
Goldman Sachs & C     5.00    6/22/2016    EUR     73.13
Goldman Sachs & C     8.00    6/22/2016    EUR     70.02
Goldman Sachs & C     7.00    6/22/2016    EUR     69.14
Goldman Sachs & C    10.00    6/22/2016    EUR     71.78
Goldman Sachs & C    20.00    9/23/2015    EUR     73.44
Goldman Sachs & C    25.00    9/23/2015    EUR     70.20
Goldman Sachs & C    23.00   10/21/2015    EUR     71.75
Goldman Sachs & C    20.00   12/23/2015    EUR     74.56
Goldman Sachs & C    22.00   12/23/2015    EUR     60.91
Goldman Sachs & C    10.00    1/20/2016    EUR     69.90
Goldman Sachs & C    15.00    1/20/2016    EUR     65.96
Goldman Sachs & C    18.00    1/20/2016    EUR     63.86
Goldman Sachs & C    21.00    1/20/2016    EUR     62.15
Goldman Sachs & C    10.00    6/22/2016    EUR     72.00
Goldman Sachs & C    15.00    6/22/2016    EUR     67.08
Goldman Sachs & C    17.00    6/22/2016    EUR     65.85
Deutsche Bank AG      4.20    9/22/2015    EUR     73.40
Deutsche Bank AG      4.20   11/25/2015    EUR     74.10
Deutsche Bank AG      4.20   12/22/2015    EUR     74.40
Deutsche Bank AG      3.20    3/22/2016    EUR     74.60
Deutsche Bank AG      3.20    6/22/2016    EUR     72.90
Deutsche Bank AG      4.20    6/22/2016    EUR     73.80
Deutsche Bank AG      4.20   10/21/2015    EUR     73.70
Deutsche Bank AG      6.20   11/25/2015    EUR     67.30
Deutsche Bank AG      7.20   11/25/2015    EUR     67.60
Deutsche Bank AG      7.20    3/22/2016    EUR     69.80
Deutsche Bank AG      7.20    6/22/2016    EUR     69.50
Deutsche Bank AG      5.20    6/22/2016    EUR     74.70
Deutsche Bank AG      5.20    6/22/2016    EUR     72.20
Deutsche Bank AG      5.20    6/22/2016    EUR     69.90
Leonteq Securitie    11.00   12/15/2015    USD     55.78
Bank J Safra Sara     5.75   12/17/2015    CHF     66.36
Goldman Sachs & C     7.00    1/20/2016    EUR     70.78
DZ Bank AG Deutsc     8.75   12/28/2015    EUR     68.19
DZ Bank AG Deutsc     9.20   11/25/2015    EUR     67.44
Deutsche Bank AG      8.20   12/22/2015    EUR     73.30
Deutsche Bank AG      8.20    6/22/2016    EUR     74.90
HSBC Trinkaus & B     6.30    9/25/2015    EUR     72.30
HSBC Trinkaus & B    10.40   12/28/2015    EUR     66.57
HSBC Trinkaus & B     6.60   12/28/2015    EUR     72.51
HSBC Trinkaus & B    13.20   11/27/2015    EUR     63.50
HSBC Trinkaus & B     7.30    9/25/2015    EUR     74.03
Zurcher Kantonalb     5.60   11/18/2015    USD     66.50
Leonteq Securitie    11.00    12/4/2015    USD     70.86
Bank Julius Baer      7.90   11/20/2015    USD     44.10
Notenstein Privat     8.50   11/28/2016    CHF     48.93
Notenstein Privat     8.20    5/27/2016    CHF     55.20
Leonteq Securitie     6.00   11/28/2016    CHF     66.45
UniCredit Bank AG     4.25   12/24/2015    EUR     73.08
UniCredit Bank AG     4.20   12/24/2015    EUR     74.43
UniCredit Bank AG     4.50   12/24/2015    EUR     68.22
UniCredit Bank AG     4.45   12/24/2015    EUR     69.38
UniCredit Bank AG     4.40   12/24/2015    EUR     70.59
UniCredit Bank AG     4.30   12/24/2015    EUR     71.81
Goldman Sachs & C    25.00    8/26/2015    EUR     60.26
Leonteq Securitie    10.80   11/24/2015    CHF     69.93
DZ Bank AG Deutsc    10.25   11/27/2015    EUR     71.57
Commerzbank AG       11.25   11/26/2015    EUR     65.48
Commerzbank AG       14.25   11/26/2015    EUR     61.96
Zurcher Kantonalb     5.25    12/4/2015    CHF     69.07
UBS AG/London        11.50   11/26/2015    CHF     55.85
UBS AG/London        10.75   11/26/2015    CHF     55.61
Bank Julius Baer      6.50    12/4/2015    EUR     68.65
Goldman Sachs & C    19.00    9/23/2015    EUR     61.51
Goldman Sachs & C    25.00    8/26/2015    EUR     56.77
Goldman Sachs & C    24.00    9/23/2015    EUR     58.71
Goldman Sachs & C    18.00   10/21/2015    EUR     62.79
Goldman Sachs & C    22.00   10/21/2015    EUR     60.16
Goldman Sachs & C    13.00   12/23/2015    EUR     68.11
Goldman Sachs & C    20.00   11/25/2015    EUR     61.68
Goldman Sachs & C    19.00   12/23/2015    EUR     62.85
Goldman Sachs & C    16.00    3/23/2016    EUR     65.75
Commerzbank AG        7.00   10/22/2015    EUR     62.78
BNP Paribas Emiss    13.00   12/24/2015    EUR     57.95
BNP Paribas Emiss     7.00    9/24/2015    EUR     66.19
BNP Paribas Emiss     9.00    9/24/2015    EUR     66.47
BNP Paribas Emiss    14.00    9/24/2015    EUR     67.15
BNP Paribas Emiss     7.00   12/24/2015    EUR     67.95
BNP Paribas Emiss     8.00   12/24/2015    EUR     68.34
BNP Paribas Emiss    10.00   12/24/2015    EUR     69.11
BNP Paribas Emiss     9.00    1/21/2016    EUR     70.26
BNP Paribas Emiss     8.50   12/24/2015    EUR     73.54
BNP Paribas Emiss     9.00   12/24/2015    EUR     71.25
BNP Paribas Emiss    11.00   12/24/2015    EUR     69.70
BNP Paribas Emiss    12.00   12/24/2015    EUR     67.92
BNP Paribas Emiss     7.50    6/23/2016    EUR     74.32
BNP Paribas Emiss     9.50    6/23/2016    EUR     71.58
Vontobel Financia     8.00   11/27/2015    EUR     71.15
Vontobel Financia     8.55   12/28/2015    EUR     71.10
Vontobel Financia    10.25    9/25/2015    EUR     69.07
DZ Bank AG Deutsc     5.25   11/27/2015    EUR     72.14
Commerzbank AG        5.75    9/24/2015    EUR     72.67
Commerzbank AG        6.75    9/24/2015    EUR     70.84
Commerzbank AG        7.75    9/24/2015    EUR     69.14
Commerzbank AG        9.50    9/24/2015    EUR     55.60
Commerzbank AG       11.50    9/24/2015    EUR     53.02
Commerzbank AG       13.75    9/24/2015    EUR     50.76
BNP Paribas Emiss     9.00    1/21/2016    EUR     57.07
Leonteq Securitie     8.04    4/21/2016    USD     62.23
Goldman Sachs & C     6.00   11/25/2015    EUR     67.11
Goldman Sachs & C     7.00   11/25/2015    EUR     67.42
Goldman Sachs & C    10.00   11/25/2015    EUR     68.34
Goldman Sachs & C    12.00   11/25/2015    EUR     66.78
Leonteq Securitie    12.40    4/27/2016    CHF     53.72
Leonteq Securitie    10.40    4/27/2016    CHF     45.57
Bank Julius Baer     11.00   10/14/2015    CHF     44.50
UBS AG/London         7.50   10/15/2015    CHF     45.77
Commerzbank AG        8.50   10/22/2015    EUR     73.82
Commerzbank AG        9.50   10/22/2015    EUR     72.19
Commerzbank AG       10.50   10/22/2015    EUR     70.64
Leonteq Securitie     8.25    11/6/2015    EUR     69.66
UniCredit Bank AG     5.00   11/26/2015    EUR     70.45
UniCredit Bank AG     5.50   11/26/2015    EUR     68.20
UniCredit Bank AG     4.65   11/26/2015    EUR     72.94
UniCredit Bank AG     4.75   11/26/2015    EUR     72.29
UniCredit Bank AG     4.85   11/26/2015    EUR     71.67
UniCredit Bank AG     4.50   11/26/2015    EUR     73.57
UniCredit Bank AG     4.25   11/26/2015    EUR     74.16
UniCredit Bank AG     5.25   11/26/2015    EUR     69.30
UniCredit Bank AG     4.10   11/26/2015    EUR     74.81
Credit Suisse AG/     8.00   10/29/2015    CHF     63.59
DZ Bank AG Deutsc     8.75   10/23/2015    EUR     71.95
DZ Bank AG Deutsc     7.00   10/23/2015    EUR     57.49
Bank Julius Baer     14.20   10/28/2015    CHF     49.05
HSBC Trinkaus & B     8.70   12/28/2015    EUR     73.71
HSBC Trinkaus & B     9.50   10/23/2015    EUR     72.36
HSBC Trinkaus & B    11.60   10/23/2015    EUR     53.62
UBS AG/London         5.50   10/29/2015    USD     60.77
HSBC Trinkaus & B    11.90    9/25/2015    EUR     69.49
HSBC Trinkaus & B    17.00   12/28/2015    EUR     51.42
HSBC Trinkaus & B    11.90   12/28/2015    EUR     55.67
HSBC Trinkaus & B     8.70   12/28/2015    EUR     59.61
Notenstein Financ    12.00    11/3/2015    USD     63.51
Goldman Sachs & C     8.00    3/23/2016    EUR     74.96
Goldman Sachs & C     9.00    9/23/2015    EUR     71.30
Goldman Sachs & C    11.00   11/25/2015    EUR     73.47
Goldman Sachs & C    11.00   11/25/2015    EUR     73.47
Goldman Sachs & C    11.00   11/25/2015    EUR     73.47
Goldman Sachs & C    10.00    9/23/2015    EUR     74.03
Goldman Sachs & C    10.00   10/21/2015    EUR     74.83
Bank Julius Baer     13.70   11/11/2015    CHF     53.10
UBS AG/London        12.35    11/3/2015    CHF     49.95
UBS AG/London         8.48    11/3/2015    CHF     49.10
Vontobel Financia     9.70    9/25/2015    EUR     71.50
Commerzbank AG       12.75   10/22/2015    EUR     67.85
Commerzbank AG        7.00    9/24/2015    EUR     57.43
UBS AG/London        11.25    9/25/2015    EUR     64.65
UBS AG/London        14.50   12/29/2015    EUR     65.00
UBS AG/London        13.25   12/29/2015    EUR     68.42
UBS AG/London        10.25   12/29/2015    EUR     67.20
Bank Julius Baer      9.75   11/13/2015    USD     56.35
Bank Julius Baer     10.20   11/13/2015    USD     65.40
Leonteq Securitie     9.40   11/17/2015    CHF     65.53
Goldman Sachs & C     9.00    8/26/2015    EUR     68.12
Vontobel Financia     9.00   11/27/2015    EUR     70.49
Goldman Sachs & C    10.00    8/26/2015    EUR     73.16
DZ Bank AG Deutsc    11.00   10/23/2015    EUR     58.22
UBS AG/London         6.50    11/5/2015    USD     59.61
Lehman Brothers T     2.30    4/28/2014    JPY      4.80
Lehman Brothers T     4.00    2/28/2010    EUR      4.80
Lehman Brothers T     4.10    5/20/2009    USD      4.80
Lehman Brothers T     2.00    5/17/2010    EUR      4.80
Province of Trevi     0.28   12/31/2034    EUR     68.35
Lehman Brothers T     3.82   10/20/2009    USD      4.80
LBI HF                2.22   10/15/2019    JPY      8.50
Lehman Brothers T     2.75   10/28/2009    EUR      4.80
Lehman Brothers T     5.00    12/6/2011    EUR      4.80
LBI HF                1.68   12/22/2014    JPY      8.50
LBI HF                2.14     2/3/2020    JPY      8.50
Glitnir HF            5.35    5/11/2010    USD     27.25
Landeskreditbank      0.50    5/10/2027    CAD     76.34
Glitnir HF            3.00   11/30/2009    EUR     27.25
Lehman Brothers T     4.50     3/7/2015    EUR      4.80
Lehman Brothers T     4.50   12/30/2010    USD      4.80
Lehman Brothers T     7.00    7/11/2010    EUR      4.80
Glitnir HF            4.01     7/6/2009    HKD     27.25
Lehman Brothers T     5.00     8/1/2025    EUR      4.80
Lehman Brothers T     6.00    7/28/2010    EUR      4.80
Lehman Brothers T     6.00    7/28/2010    EUR      4.80
Lehman Brothers T     7.50     8/1/2035    EUR      4.80
Lehman Brothers T     4.90    7/28/2020    EUR      4.80
Glitnir HF            0.01     8/3/2009    JPY     27.25
Lehman Brothers T     4.15    8/25/2020    EUR      4.80
Glitnir HF            3.30    8/22/2012    EUR     27.25
Lehman Brothers T     6.00    12/6/2016    USD      4.80
Glitnir HF            6.75    3/27/2013    EUR     27.25
Lehman Brothers T     6.50    5/16/2015    EUR      4.80
Lehman Brothers T     3.00     8/8/2017    EUR      4.80
Lehman Brothers T     6.00    3/17/2011    EUR      4.80
Lehman Brothers T     4.70    3/23/2016    EUR      4.80
Lehman Brothers T     4.70    3/23/2016    EUR      4.80
Lehman Brothers T     8.00    4/20/2009    EUR      4.80
Glitnir HF            3.63     4/5/2009    EUR     27.25
Lehman Brothers T     2.00   11/16/2009    EUR      4.80
Lehman Brothers T     3.70     6/6/2009    EUR      4.80
UBS AG               13.07    3/18/2016    USD     31.66
LBI HF                3.11   11/10/2008    EUR      8.50
Kvinesdal Spareba     2.79                 NOK     76.47
Gjerstad Spareban     2.72                 NOK     74.94
Lehman Brothers T    10.00     1/4/2010    USD      4.80
Kaupthing Bank Hf     7.90    4/28/2016    EUR     21.63
Municipality Fina     0.50    2/22/2019    IDR     70.04
Societe Generale      0.50    6/12/2023    RUB     41.99
Leasing-Experts S     9.00     6/5/2016    PLN     69.89
BNP Paribas SA        0.50    9/29/2029    AUD     59.31
TransFin-M PAO       10.50    9/17/2019    RUB     60.01
HSBC Bank PLC         0.50    6/28/2019    IDR     68.19
Agentstvo po Ipot    11.27    11/1/2032    RUB     60.01
UBS AG/London        19.75    9/25/2015    EUR     74.02
Deutsche Bank AG      4.20    1/19/2016    EUR     74.60
Deutsche Bank AG      4.20    2/23/2016    EUR     75.00
Deutsche Bank AG      7.20   10/21/2015    EUR     74.40
Goldman Sachs & C    19.00    9/23/2015    EUR     70.11
Goldman Sachs & C    20.00   10/21/2015    EUR     69.49
Goldman Sachs & C    24.00    9/23/2015    EUR     66.14
Goldman Sachs & C    22.00   10/21/2015    EUR     67.74
Goldman Sachs & C    18.00   11/25/2015    EUR     70.77
Goldman Sachs & C    23.00   12/23/2015    EUR     67.88
Goldman Sachs & C    19.00   12/23/2015    EUR     70.42
Goldman Sachs & C    15.00    1/20/2016    EUR     74.47
Goldman Sachs & C    18.00    1/20/2016    EUR     71.42
Goldman Sachs & C    19.00    3/23/2016    EUR     71.12
Goldman Sachs & C    22.00    1/20/2016    EUR     69.19
Goldman Sachs & C    18.00    6/22/2016    EUR     73.07
Goldman Sachs & C    15.00    6/22/2016    EUR     74.20
DZ Bank AG Deutsc    14.50    8/28/2015    EUR     60.20
DZ Bank AG Deutsc    13.50    8/28/2015    EUR     63.78
DZ Bank AG Deutsc    14.00    8/28/2015    EUR     74.96
UBS AG/London        15.00    8/26/2015    EUR     72.69
DZ Bank AG Deutsc     8.80   12/23/2015    EUR     67.15
Commerzbank AG       10.75   12/24/2015    EUR     65.28
Commerzbank AG       14.75   12/24/2015    EUR     60.92
Commerzbank AG        8.25   12/24/2015    EUR     71.94
UBS AG/London        11.75    6/24/2016    EUR     68.56
UBS AG/London        16.50    3/29/2016    EUR     64.06
UBS AG/London        10.25    6/24/2016    EUR     70.14
UBS AG/London         9.00    6/24/2016    EUR     72.16
UBS AG/London         7.50    6/24/2016    EUR     74.17
DZ Bank AG Deutsc     8.25   12/28/2015    EUR     59.33
DZ Bank AG Deutsc     8.00    1/22/2016    EUR     66.68
Goldman Sachs & C    24.00    9/23/2015    EUR     73.25
Goldman Sachs & C    25.00   10/21/2015    EUR     72.84
Goldman Sachs & C    25.00   11/25/2015    EUR     72.93
Goldman Sachs & C    24.00   12/23/2015    EUR     74.47
UBS AG/London         6.75   12/28/2015    CHF     72.25
Bank Julius Baer     12.80    1/29/2016    USD     49.75
Societe Generale      5.10     9/5/2017    EUR     61.61
Commerzbank AG       14.75    1/21/2016    EUR     72.69
Commerzbank AG       10.25    1/21/2016    EUR     70.52
Commerzbank AG        7.25    1/21/2016    EUR     74.27
DZ Bank AG Deutsc     7.25    9/23/2015    EUR     68.04
DZ Bank AG Deutsc    10.50    9/23/2015    EUR     68.49
BNP Paribas Emiss    19.00    9/24/2015    EUR     74.67
Commerzbank AG       14.50   10/22/2015    EUR     69.72
Commerzbank AG       13.50    1/21/2016    EUR     71.48
Commerzbank AG        8.50   12/24/2015    EUR     73.40
Commerzbank AG       11.25   12/24/2015    EUR     69.34
Commerzbank AG       14.25   12/24/2015    EUR     65.85
UBS AG/London        13.00    3/29/2016    EUR     67.17
UBS AG/London        14.75    3/29/2016    EUR     65.50
UBS AG/London        11.00    3/29/2016    EUR     68.91
UBS AG/London         9.25    3/29/2016    EUR     71.06
UBS AG/London         8.00    3/29/2016    EUR     73.79
UBS AG/London        14.75    6/24/2016    EUR     66.04
Commerzbank AG        8.25   10/22/2015    EUR     74.73
Commerzbank AG        9.25   10/22/2015    EUR     73.06
Commerzbank AG       10.50   10/22/2015    EUR     71.56
DZ Bank AG Deutsc     7.75   11/27/2015    EUR     68.70
DZ Bank AG Deutsc     7.50   11/27/2015    EUR     64.91
DZ Bank AG Deutsc     9.75   11/27/2015    EUR     73.25
Banque Cantonale     17.75   11/17/2015    CHF     48.50
Societe Generale     17.60   11/17/2015    EUR     49.70
Commerzbank AG        7.75   10/22/2015    EUR     69.54
Commerzbank AG        9.50   10/22/2015    EUR     66.19
Commerzbank AG       11.50   10/22/2015    EUR     63.21
Commerzbank AG       13.75   10/22/2015    EUR     60.67
Commerzbank AG       15.75   10/22/2015    EUR     58.29
UBS AG/London        11.75   11/12/2015    CHF     49.02
Vontobel Financia     8.00    12/4/2015    EUR     74.33
HSBC Trinkaus & B    14.70   12/28/2015    EUR     64.98
HSBC Trinkaus & B     8.00    3/25/2016    EUR     72.72
HSBC Trinkaus & B     9.20   11/27/2015    EUR     70.66
HSBC Trinkaus & B     6.60    9/25/2015    EUR     67.98
HSBC Trinkaus & B    17.50   12/28/2015    EUR     55.64
HSBC Trinkaus & B    13.70   12/28/2015    EUR     58.88
HSBC Trinkaus & B    10.00   12/28/2015    EUR     63.12
HSBC Trinkaus & B     6.60   12/28/2015    EUR     68.62
HSBC Trinkaus & B    13.90    8/28/2015    EUR     57.56
HSBC Trinkaus & B    12.40   11/27/2015    EUR     60.00
Leonteq Securitie    12.40     2/3/2016    CHF     42.68
Vontobel Financia    10.15    9/25/2015    EUR     74.76
Notenstein Privat    10.00    4/29/2016    CHF     57.94
Goldman Sachs & C    14.00    8/26/2015    EUR     73.62
Goldman Sachs & C    13.00    9/23/2015    EUR     74.54
Goldman Sachs & C    13.00    9/23/2015    EUR     74.54
Goldman Sachs & C    10.00   10/21/2015    EUR     74.91
Goldman Sachs & C    14.00    8/26/2015    EUR     73.40
Goldman Sachs & C    16.00    8/26/2015    EUR     70.82
Goldman Sachs & C    15.00    9/23/2015    EUR     72.02
Goldman Sachs & C    14.00   10/21/2015    EUR     72.99
Goldman Sachs & C    13.00   11/25/2015    EUR     74.04
Commerzbank AG        8.50   10/22/2015    EUR     71.81
DZ Bank AG Deutsc     7.75   11/27/2015    EUR     60.87
Leonteq Securitie     9.07     5/3/2016    GBP     61.11
Zurcher Kantonalb     7.00    11/3/2015    EUR     74.35
UBS AG/London         9.06   10/23/2015    CHF     49.85
UBS AG/London        12.88   10/23/2015    CHF     50.80
UBS AG/London         7.54   10/23/2015    CHF     68.65
DZ Bank AG Deutsc     8.75    9/25/2015    EUR     73.18
DZ Bank AG Deutsc     8.75   11/27/2015    EUR     74.90
Notenstein Financ     7.00   10/23/2015    USD     44.23
Commerzbank AG        8.00   10/22/2015    EUR     74.27
Leonteq Securitie     3.00    9/19/2019    CHF     72.38
Zurcher Kantonalb     5.75    11/6/2015    CHF     66.24
Leonteq Securitie    10.00   11/10/2015    CHF     64.83
Lehman Brothers T     4.20    12/3/2008    HKD     16.25
Immigon Portfolio     1.55    5/18/2020    EUR     50.63
Immigon Portfolio     1.55    5/18/2020    EUR     50.63
e-Kancelaria Grup    10.00   10/23/2015    PLN     60.00
Lehman Brothers T     2.40    6/20/2011    JPY      4.80
Lehman Brothers T     1.60    6/21/2010    JPY      4.80
UBS AG               13.75    9/25/2015    EUR     68.68
UBS AG               23.25    9/25/2015    EUR     73.72
UBS AG               14.50    9/25/2015    EUR     72.52
UBS AG                7.25   12/29/2015    EUR     68.92
UBS AG                6.50   12/29/2015    EUR     72.47
UBS AG               16.00    9/25/2015    EUR     46.89
UBS AG               22.75   12/29/2015    EUR     40.63
UBS AG               23.75    9/25/2015    EUR     36.73
UBS AG               24.50    9/25/2015    EUR     52.82
UBS AG                7.50    9/25/2015    EUR     68.01
UBS AG               10.00   12/29/2015    EUR     60.22
UBS AG                8.25   12/29/2015    EUR     65.77
UBS AG               24.75    9/25/2015    EUR     68.80
UBS AG               19.25    9/25/2015    EUR     72.32
UBS AG               20.25    9/25/2015    EUR     41.06
UBS AG               23.25    9/25/2015    EUR     68.54
UBS AG               22.50    9/25/2015    EUR     56.10
UBS AG               12.75   12/29/2015    EUR     53.82
UBS AG                6.50    9/25/2015    EUR     72.21
UBS AG               19.75   12/29/2015    EUR     43.65
UBS AG               20.50   12/29/2015    EUR     65.32
UBS AG               18.25    9/25/2015    EUR     69.10
UBS AG               23.50    9/25/2015    EUR     64.00
UBS AG               20.00    9/25/2015    EUR     65.83
UBS AG               24.75    9/25/2015    EUR     57.84
UBS AG               24.75    9/25/2015    EUR     61.28
UBS AG               23.25    9/25/2015    EUR     60.24
Landesbank Berlin     6.00   11/27/2015    EUR     68.70
Lehman Brothers T     3.63     3/2/2012    EUR      4.80
LBI HF                4.08    3/16/2015    EUR      8.50
Lehman Brothers T     0.75    3/29/2012    EUR      4.80
Lehman Brothers T     5.00     9/1/2011    EUR      4.80
Lehman Brothers T     3.00    8/15/2017    EUR      4.80
Lehman Brothers T     3.50    9/19/2017    EUR      4.80
LBI HF                7.20    4/27/2026    EUR      0.01
Lehman Brothers T     8.50     7/6/2009    CHF      4.80
Lehman Brothers T     7.50    9/13/2009    CHF      4.80
LBI HF                4.40   11/30/2035    EUR      0.01
Lehman Brothers T     5.10    6/22/2046    EUR      4.80
e-Kancelaria Grup    10.00    6/27/2016    PLN      1.55
Republika Srpska      1.50   12/22/2023    BAM     72.54
Lehman Brothers T     6.70    4/21/2011    USD      4.80
Lehman Brothers T     3.00    9/12/2036    JPY     19.00
Lehman Brothers T    16.80    8/21/2009    USD      4.80
Lehman Brothers T    14.10   11/12/2008    USD      4.80
Lehman Brothers T     5.25     7/8/2014    EUR      4.80
Lehman Brothers T     4.00    8/11/2010    USD     19.00
Lehman Brothers T     6.72   12/29/2008    EUR      4.80
Lehman Brothers T     7.06   12/29/2008    EUR      4.80
Lehman Brothers T     7.63    7/22/2011    HKD      4.80
KPNQwest NV           7.13     6/1/2009    EUR      0.50
KPNQwest NV           7.13     6/1/2009    EUR      0.50
Housing Financing     2.70     1/1/2020    ISK     69.09
HSBC Trinkaus & B    19.00    9/25/2015    EUR     69.33
HSBC Trinkaus & B    14.80   12/28/2015    EUR     72.46
HSBC Trinkaus & B    12.60    3/25/2016    EUR     74.27
HSBC Trinkaus & B    19.60    9/25/2015    EUR     72.26
UBS AG/London         6.50    6/10/2016    USD     65.28
EFG International    11.12   12/12/2016    USD     72.44
DZ Bank AG Deutsc     7.00    2/26/2016    EUR     68.68
Leonteq Securitie     9.00    2/16/2016    EUR     70.37
Vontobel Financia     7.95   12/28/2015    EUR     71.87
Lehman Brothers T     4.50     8/2/2009    USD      4.80
Glitnir HF            6.33    7/28/2011    USD     27.25
Glitnir HF            5.86    7/28/2016    GBP     27.25
Glitnir HF            6.31    7/28/2011    USD     27.25
Glitnir HF            6.31    7/28/2011    USD     27.25
Kommunalbanken AS     0.50    8/15/2018    BRL     72.33
Mortgage Agent AH    10.50    6/13/2047    RUB     60.06
HSBC Bank PLC         0.50    7/30/2027    NZD     58.17
Lehman Brothers T     0.50    2/16/2009    EUR      4.80
Lehman Brothers T     4.25    3/13/2021    EUR      4.80
Glitnir HF            4.85     4/6/2012    EUR     27.25
Kaupthing Bank Hf     5.40    3/22/2014    ISK      0.00
Vontobel Financia     6.80    9/25/2015    EUR     61.31
DZ Bank AG Deutsc    10.25    9/25/2015    EUR     67.35
Goldman Sachs & C     5.00   10/21/2015    EUR     73.77
Goldman Sachs & C     6.00   10/21/2015    EUR     71.29
Goldman Sachs & C    10.00   10/21/2015    EUR     65.17
Goldman Sachs & C    13.00   10/21/2015    EUR     61.73
Goldman Sachs & C     6.00    3/23/2016    EUR     73.79
Goldman Sachs & C     8.00    3/23/2016    EUR     70.37
Goldman Sachs & C     8.00    3/23/2016    EUR     68.22
Goldman Sachs & C    10.00    3/23/2016    EUR     65.43
Commerzbank AG        8.50    8/27/2015    EUR     64.80
Vontobel Financia     5.00     5/6/2016    EUR     71.60
Goldman Sachs & C     6.00    9/23/2015    EUR     66.05
Goldman Sachs & C     6.00    9/23/2015    EUR     73.47
Goldman Sachs & C     7.00    9/23/2015    EUR     69.58
Goldman Sachs & C    10.00    9/23/2015    EUR     63.11
Goldman Sachs & C    11.00    9/23/2015    EUR     60.31
Deutsche Bank AG      6.20    6/21/2016    EUR     68.60
Deutsche Bank AG      5.20    6/21/2016    EUR     65.60
Deutsche Bank AG      6.20    6/21/2016    EUR     66.50
Deutsche Bank AG      6.20    9/22/2015    EUR     60.10
Deutsche Bank AG      6.20   12/22/2015    EUR     61.60
Commerzbank AG        5.00    9/24/2015    EUR     66.85
Commerzbank AG        6.00    9/24/2015    EUR     65.21
Commerzbank AG        7.00    9/24/2015    EUR     63.64
Commerzbank AG        8.25    9/24/2015    EUR     62.22
Commerzbank AG        9.25    9/24/2015    EUR     60.84
Commerzbank AG        7.50    9/24/2015    EUR     62.01
Commerzbank AG        9.25    9/24/2015    EUR     59.06
Commerzbank AG       11.25    9/24/2015    EUR     56.45
Commerzbank AG        9.50    9/24/2015    EUR     72.26
Commerzbank AG       23.75    9/24/2015    EUR     71.03
Commerzbank AG       26.75    9/24/2015    EUR     64.79
UniCredit Bank AG     4.00   12/28/2015    EUR     61.30
Notenstein Financ     8.68     4/1/2016    USD     41.20
Bank Julius Baer      8.25    10/9/2015    USD     47.40
Bank Julius Baer     10.50    10/9/2015    USD     61.75
UniCredit Bank AG     4.00   10/22/2015    EUR     68.52
UniCredit Bank AG     4.20   10/22/2015    EUR     67.39
UniCredit Bank AG     4.80   10/22/2015    EUR     63.18
UniCredit Bank AG     5.00   10/22/2015    EUR     62.21
UniCredit Bank AG     4.60   10/22/2015    EUR     64.16
UniCredit Bank AG     4.50   10/22/2015    EUR     65.21
UniCredit Bank AG     5.20   10/22/2015    EUR     60.36
UniCredit Bank AG     4.40   10/22/2015    EUR     66.29
Bank Julius Baer     10.60    10/9/2015    USD     52.50
Leonteq Securitie    13.40    1/14/2016    CHF     71.10
Zurcher Kantonalb     7.02    10/9/2015    CHF     51.51
Goldman Sachs & C     8.00    9/23/2015    EUR     60.20
Vontobel Financia     7.05   10/23/2015    EUR     64.68
Vontobel Financia     4.75   10/23/2015    EUR     68.69
Leonteq Securitie     5.20    10/6/2015    USD     74.58
Leonteq Securitie    13.60     1/6/2016    CHF     48.46
Vontobel Financia     4.10   12/11/2015    EUR     71.62
Vontobel Financia     4.05    3/11/2016    EUR     72.61
Vontobel Financia     3.30    3/11/2016    EUR     74.78
Vontobel Financia    27.95    9/25/2015    EUR     66.19
DZ Bank AG Deutsc     5.60    10/7/2015    EUR     52.66
Credit Suisse AG/     8.38   10/15/2015    USD     69.57
Leonteq Securitie     9.00     4/8/2016    USD      8.32
Deutsche Bank AG      3.20    9/22/2015    EUR     73.30
Deutsche Bank AG      3.20    9/22/2015    EUR     70.60
Deutsche Bank AG      3.20    9/22/2015    EUR     68.10
Deutsche Bank AG      3.20    9/22/2015    EUR     65.70
Deutsche Bank AG      3.20   12/22/2015    EUR     74.00
Deutsche Bank AG      3.20   12/22/2015    EUR     71.30
Deutsche Bank AG      3.20   12/22/2015    EUR     68.90
Deutsche Bank AG      3.20   12/22/2015    EUR     66.50
Deutsche Bank AG      3.20    8/26/2015    EUR     73.10
Deutsche Bank AG      3.20    8/26/2015    EUR     70.40
Deutsche Bank AG      3.20   10/21/2015    EUR     73.50
Deutsche Bank AG      3.20   10/21/2015    EUR     70.80
Deutsche Bank AG      3.20   11/25/2015    EUR     73.80
Deutsche Bank AG      3.20   11/25/2015    EUR     71.10
Deutsche Bank AG     10.00    8/26/2015    EUR     59.90
Deutsche Bank AG     10.00    9/22/2015    EUR     60.60
Deutsche Bank AG     10.00   10/21/2015    EUR     61.40
Deutsche Bank AG     10.00   11/25/2015    EUR     62.40
Deutsche Bank AG     10.00   12/22/2015    EUR     63.10
Leonteq Securitie     9.00   10/20/2015    CHF     49.88
BNP Paribas Emiss     7.25   10/22/2015    EUR     64.19
BNP Paribas Emiss     7.00    1/21/2016    EUR     64.80
Zurcher Kantonalb     4.50    9/25/2015    CHF     63.57
Leonteq Securitie    10.00    9/17/2015    USD     42.58
Bank Julius Baer      8.10    9/25/2015    USD     55.00
Bank Julius Baer      8.25    9/18/2015    CHF     37.40
Goldman Sachs & C    11.00    3/23/2016    EUR     62.58
Goldman Sachs & C    11.00    9/23/2015    EUR     60.61
Goldman Sachs & C    11.00    9/23/2015    EUR     60.61
Goldman Sachs & C    11.00    9/23/2015    EUR     60.61
Goldman Sachs & C    11.00   10/21/2015    EUR     61.47
Goldman Sachs & C    11.00   10/21/2015    EUR     61.47
Goldman Sachs & C     9.00    3/23/2016    EUR     64.82
Goldman Sachs & C     9.00    3/23/2016    EUR     64.82
Goldman Sachs & C     9.00    3/23/2016    EUR     64.82
Notenstein Privat     5.50    9/26/2016    CHF     66.52
Notenstein Privat     5.00    9/26/2016    CHF     67.71
DZ Bank AG Deutsc     5.60    3/30/2017    EUR     66.45
Leonteq Securitie    20.00   12/29/2015    CHF     37.29
Leonteq Securitie     5.05    9/22/2015    CHF     60.67
Vontobel Financia     8.00   12/28/2015    EUR     63.44
DZ Bank AG Deutsc    10.25    9/25/2015    EUR     66.54
DZ Bank AG Deutsc     6.25    9/25/2015    EUR     57.97
DZ Bank AG Deutsc     5.75    9/25/2015    EUR     74.64
DZ Bank AG Deutsc     7.10    9/23/2015    EUR     73.42
DZ Bank AG Deutsc     5.40    9/23/2015    EUR     54.59
DZ Bank AG Deutsc     4.80   12/23/2015    EUR     57.80
DZ Bank AG Deutsc     5.70    9/23/2015    EUR     52.65
DZ Bank AG Deutsc     5.70    9/23/2015    EUR     50.13
DZ Bank AG Deutsc     4.60    9/23/2015    EUR     47.73
DZ Bank AG Deutsc     5.10   12/23/2015    EUR     56.81
DZ Bank AG Deutsc     5.10   12/23/2015    EUR     54.21
DZ Bank AG Deutsc     4.40   12/23/2015    EUR     51.51
DZ Bank AG Deutsc     2.20   12/23/2015    EUR     64.29
DZ Bank AG Deutsc     3.50   12/23/2015    EUR     61.15
DZ Bank AG Deutsc     2.60    9/23/2015    EUR     52.87
DZ Bank AG Deutsc     3.10    9/23/2015    EUR     50.54
DZ Bank AG Deutsc     4.80    9/23/2015    EUR     50.78
DZ Bank AG Deutsc     2.70   12/23/2015    EUR     55.61
DZ Bank AG Deutsc     4.60   12/23/2015    EUR     53.87
DZ Bank AG Deutsc     3.20   12/23/2015    EUR     53.32
DZ Bank AG Deutsc     7.60    9/23/2015    EUR     71.07
DZ Bank AG Deutsc     6.60    9/23/2015    EUR     72.43
DZ Bank AG Deutsc     6.00    9/23/2015    EUR     67.64
DZ Bank AG Deutsc     4.90   12/23/2015    EUR     74.13
Commerzbank AG        6.50    8/27/2015    EUR     66.53
Commerzbank AG        8.75    8/27/2015    EUR     63.27
Commerzbank AG       10.75    8/27/2015    EUR     52.27
Commerzbank AG        8.50    8/27/2015    EUR     54.84
HSBC Trinkaus & B     6.60    9/25/2015    EUR     66.38
HSBC Trinkaus & B     7.70   10/23/2015    EUR     64.95
Bank Julius Baer      8.85    9/25/2015    CHF     41.05
Notenstein Privat     8.00    10/3/2016    CHF     68.90
Bank Julius Baer      7.00    10/2/2015    USD     66.55
Vontobel Financia     7.60    9/25/2015    EUR     60.79
Vontobel Financia     7.45   12/28/2015    EUR     73.84
Vontobel Financia     8.50    9/25/2015    EUR     72.25
Leonteq Securitie    11.20   12/29/2015    CHF     44.82
Leonteq Securitie     8.20   12/29/2015    CHF     63.26
Commerzbank AG        5.60    9/29/2015    EUR     61.07
Goldman Sachs & C     8.00    9/23/2015    EUR     69.71
Credit Suisse AG/     7.60   10/15/2015    CHF     57.58
HSBC Trinkaus & B     7.00    9/25/2015    EUR     65.95
Credit Suisse AG/     7.00   10/29/2015    CHF     74.16
Deutsche Bank AG      5.20    9/22/2015    EUR     71.40
Deutsche Bank AG      7.20    9/22/2015    EUR     71.70
Deutsche Bank AG      5.20    9/22/2015    EUR     67.60
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      6.20    9/22/2015    EUR     67.70
Deutsche Bank AG      7.20    9/22/2015    EUR     71.20
Deutsche Bank AG      6.20    9/22/2015    EUR     71.00
Deutsche Bank AG      6.20    9/22/2015    EUR     68.50
Deutsche Bank AG      5.20    9/22/2015    EUR     68.40
Deutsche Bank AG      7.20    9/22/2015    EUR     68.70
Deutsche Bank AG      7.20    9/22/2015    EUR     73.90
Deutsche Bank AG      5.20    9/22/2015    EUR     70.90
Deutsche Bank AG      6.20    9/22/2015    EUR     73.70
Deutsche Bank AG      5.20    9/22/2015    EUR     73.60
Commerzbank AG        1.88    4/22/2016    EUR     71.62
Goldman Sachs & C     9.00    9/23/2015    EUR     73.83
Goldman Sachs & C    12.00    9/23/2015    EUR     66.59
Credit Suisse AG/     7.00    11/2/2015    CHF     74.77
Credit Suisse AG/     8.63    11/2/2015    CHF     74.63
Leonteq Securitie    11.60    8/12/2015    USD     42.93
HSBC Trinkaus & B     6.50    9/25/2015    EUR     71.01
UBS AG/London         5.50    7/10/2017    CHF     72.88
DZ Bank AG Deutsc     5.00    9/25/2015    EUR     70.96
UBS AG/London        11.25    8/27/2015    CHF     36.41
Commerzbank AG       10.75    8/27/2015    EUR     54.39
Commerzbank AG        5.75    8/27/2015    EUR     72.92
Commerzbank AG        7.75    8/27/2015    EUR     69.22
Commerzbank AG       10.00    8/27/2015    EUR     65.93
Commerzbank AG       10.25    8/27/2015    EUR     72.56
Commerzbank AG       14.00    8/27/2015    EUR     72.68
Commerzbank AG       20.50    8/27/2015    EUR     56.75
Commerzbank AG       23.75    8/27/2015    EUR     50.95
Commerzbank AG        8.25    8/27/2015    EUR     66.14
UniCredit Bank AG     4.50    9/24/2015    EUR     68.43
UniCredit Bank AG     4.00    9/24/2015    EUR     70.47
UniCredit Bank AG     5.00    9/24/2015    EUR     71.10
UniCredit Bank AG     5.60    9/24/2015    EUR     65.64
UniCredit Bank AG     6.00    9/24/2015    EUR     67.46
UniCredit Bank AG     4.25    9/24/2015    EUR     73.72
UniCredit Bank AG     5.00    9/24/2015    EUR     67.49
UniCredit Bank AG     5.60    9/24/2015    EUR     68.63
UniCredit Bank AG     6.25    9/24/2015    EUR     66.35
UniCredit Bank AG     5.20    9/24/2015    EUR     66.53
UniCredit Bank AG     6.00    9/24/2015    EUR     64.77
UniCredit Bank AG     4.25    9/24/2015    EUR     69.43
Commerzbank AG        6.75    8/27/2015    EUR     60.10
Vontobel Financia     6.40    9/25/2015    EUR     68.53
DZ Bank AG Deutsc     5.70     9/7/2015    EUR     61.94
HSBC Trinkaus & B     7.10    9/25/2015    EUR     60.66
HSBC Trinkaus & B     6.00   12/28/2015    EUR     56.65
HSBC Trinkaus & B     8.00   10/23/2015    EUR     67.19
HSBC Trinkaus & B     7.40   12/28/2015    EUR     68.36
HSBC Trinkaus & B     6.00   12/28/2015    EUR     38.50
HSBC Trinkaus & B    11.50    9/25/2015    EUR     70.02
Vontobel Financia     5.10    9/11/2015    EUR     69.74
Commerzbank AG       11.75    8/27/2015    EUR     66.64
Notenstein Privat     7.20     9/3/2015    EUR     38.26
Vontobel Financia     7.00   12/11/2015    EUR     67.81
BNP Paribas Emiss     5.10   10/21/2015    EUR     65.00
Leonteq Securitie    12.00   12/15/2015    CHF     44.44
Leonteq Securitie     8.00   12/15/2015    CHF     61.48
Commerzbank AG        6.00    8/27/2015    EUR     72.59
Credit Suisse AG/     8.00    3/16/2016    USD     65.33
Commerzbank AG        6.50    8/27/2015    EUR     64.72
Commerzbank AG        6.00    8/27/2015    EUR     63.39
BNP Paribas Emiss     6.25    9/24/2015    EUR     64.25
BNP Paribas Emiss     6.00   12/24/2015    EUR     66.47
HSBC Trinkaus & B    10.20   10/23/2015    EUR     55.84
Commerzbank AG        9.75    8/27/2015    EUR     62.84
Vontobel Financia     6.95   12/28/2015    EUR     65.95
Vontobel Financia     6.25   12/28/2015    EUR     74.19
Vontobel Financia     7.45    9/25/2015    EUR     72.94
Commerzbank AG        8.50    8/27/2015    EUR     74.13
Commerzbank AG        9.50    8/27/2015    EUR     72.30
Commerzbank AG       10.75    8/27/2015    EUR     70.59
Goldman Sachs & C     7.00   10/21/2015    EUR     69.00
Goldman Sachs & C     8.00   10/21/2015    EUR     66.92
Goldman Sachs & C     7.00    3/23/2016    EUR     69.74
Goldman Sachs & C     5.00   10/21/2015    EUR     64.14
Goldman Sachs & C     6.00   10/21/2015    EUR     64.35
Goldman Sachs & C     7.00   10/21/2015    EUR     64.57
Goldman Sachs & C     8.00   10/21/2015    EUR     64.78
Goldman Sachs & C     9.00   10/21/2015    EUR     64.99
Goldman Sachs & C     9.00   10/21/2015    EUR     64.99
Goldman Sachs & C     9.00   10/21/2015    EUR     64.99
Goldman Sachs & C     5.00    3/23/2016    EUR     66.21
Goldman Sachs & C     6.00    3/23/2016    EUR     66.84
Goldman Sachs & C     7.00    3/23/2016    EUR     67.47
Goldman Sachs & C     7.00    3/23/2016    EUR     67.47
Goldman Sachs & C     8.00    3/23/2016    EUR     68.11
Goldman Sachs & C     8.00    3/23/2016    EUR     68.11
Goldman Sachs & C     8.00    3/23/2016    EUR     68.11
Bank Julius Baer      8.20    9/23/2015    CHF     40.00
Vontobel Financia     8.10   12/28/2015    EUR     62.46
Vontobel Financia     9.45    9/25/2015    EUR     60.48
UniCredit Bank AG     4.00   12/17/2015    EUR     71.68
Goldman Sachs & C     5.00   12/23/2015    EUR     65.00
Goldman Sachs & C     6.00   12/23/2015    EUR     65.39
Goldman Sachs & C     7.00   12/23/2015    EUR     65.77
Goldman Sachs & C     8.00   12/23/2015    EUR     66.16
Goldman Sachs & C     8.00   12/23/2015    EUR     66.16
Goldman Sachs & C     9.00   12/23/2015    EUR     66.54
Goldman Sachs & C     9.00   12/23/2015    EUR     66.54
BNP Paribas Emiss     7.00   10/22/2015    EUR     47.35
BNP Paribas Emiss     9.00   10/22/2015    EUR     58.15
Raiffeisen Centro     7.55    1/20/2016    EUR     62.55
Raiffeisen Centro     5.98    1/20/2016    EUR     65.28
Raiffeisen Centro     6.29    1/20/2016    EUR     60.30
Goldman Sachs & C    12.00    9/23/2015    EUR     74.29
UniCredit Bank AG     7.00    9/24/2015    EUR     74.22
UniCredit Bank AG     5.25    9/24/2015    EUR     46.80
UniCredit Bank AG     4.25    9/24/2015    EUR     49.05
UniCredit Bank AG     5.40    9/24/2015    EUR     46.27
UniCredit Bank AG     6.75    9/24/2015    EUR     74.66
UniCredit Bank AG     4.00    9/24/2015    EUR     67.34
UniCredit Bank AG     4.50    9/24/2015    EUR     65.47
UniCredit Bank AG     6.50    9/24/2015    EUR     61.39
UniCredit Bank AG     5.50    9/24/2015    EUR     62.93
UniCredit Bank AG     5.75    9/24/2015    EUR     45.23
UniCredit Bank AG     4.80    9/24/2015    EUR     47.91
UniCredit Bank AG     5.00    9/24/2015    EUR     63.72
UniCredit Bank AG     4.90    9/24/2015    EUR     47.62
UniCredit Bank AG     4.75    9/24/2015    EUR     48.21
DZ Bank AG Deutsc    13.25    9/21/2015    EUR     74.75
Vontobel Financia    17.20    4/22/2016    EUR     70.77
HSBC Trinkaus & B     9.80    9/25/2015    EUR     74.44
UBS AG/London         4.00    3/29/2016    CHF     72.35
UniCredit Bank AG     4.60    3/24/2016    EUR     73.47
UniCredit Bank AG     5.00    3/24/2016    EUR     71.29
UniCredit Bank AG     4.80    3/24/2016    EUR     72.37
UniCredit Bank AG     4.50    3/24/2016    EUR     74.64
LBBW                  4.00    8/25/2017    EUR     69.08
LBBW                  3.00    9/28/2018    EUR     72.67
Commerzbank AG        9.50    9/24/2015    EUR     74.31
DZ Bank AG Deutsc     6.00    3/29/2016    EUR     69.59
Commerzbank AG       10.25    3/24/2016    EUR     73.43
Commerzbank AG       12.00    3/24/2016    EUR     71.92
DZ Bank AG Deutsc    10.50   10/23/2015    EUR     73.85
DZ Bank AG Deutsc    15.00   10/23/2015    EUR     67.68
Goldman Sachs & C    24.00    1/20/2016    EUR     74.20
Leonteq Securitie    25.00    3/16/2016    CHF     60.59
EFG International     9.10    3/23/2016    USD     61.61
DZ Bank AG Deutsc    13.00    9/21/2015    EUR     74.67
DZ Bank AG Deutsc    11.00    9/21/2015    EUR     74.41
DZ Bank AG Deutsc     8.75    9/21/2015    EUR     74.12
DZ Bank AG Deutsc    10.00    9/21/2015    EUR     74.32
Deutsche Bank AG      4.20   12/22/2015    EUR     74.50
Deutsche Bank AG      5.50   12/22/2015    EUR     70.10
Deutsche Bank AG      5.50    3/22/2016    EUR     71.20
Deutsche Bank AG      5.50    6/21/2016    EUR     71.10
Deutsche Bank AG      4.20    6/21/2016    EUR     74.30
Deutsche Bank AG      5.50   12/22/2015    EUR     72.00
Deutsche Bank AG      5.50    3/22/2016    EUR     73.00
Deutsche Bank AG      5.50    6/21/2016    EUR     72.00
Commerzbank AG       10.25    3/24/2016    EUR     74.77
DZ Bank AG Deutsc     5.50    2/26/2016    EUR     72.23
Vontobel Financia    10.45    3/29/2016    EUR     74.54
Vontobel Financia    12.80   12/28/2015    EUR     72.98
Vontobel Financia    17.00    9/25/2015    EUR     70.38
DZ Bank AG Deutsc     8.50    3/29/2016    EUR     74.74
HSBC Trinkaus & B    23.10    9/25/2015    EUR     67.99
HSBC Trinkaus & B    17.30   12/28/2015    EUR     71.50
HSBC Trinkaus & B    14.40    3/25/2016    EUR     73.55
Vontobel Financia     5.00    4/22/2016    EUR     71.63
DZ Bank AG Deutsc     9.30    9/25/2015    EUR     72.90
DZ Bank AG Deutsc     5.50    3/29/2016    EUR     74.74
HSBC Trinkaus & B    11.00    9/23/2016    EUR     73.08
HSBC Trinkaus & B     9.90    2/26/2016    EUR     72.22
HSBC Trinkaus & B    10.00    5/27/2016    EUR     73.22
EFG International     7.19     5/6/2019    EUR     71.11
DZ Bank AG Deutsc    10.25    8/28/2015    EUR     63.28
DZ Bank AG Deutsc    14.25    8/28/2015    EUR     68.74
HSBC Trinkaus & B    14.80   10/23/2015    EUR     74.34
HSBC Trinkaus & B    14.70    9/25/2015    EUR     70.78
DZ Bank AG Deutsc    15.75    8/28/2015    EUR     74.31
HSBC Trinkaus & B    19.70    9/25/2015    EUR     67.47
HSBC Trinkaus & B    15.60   12/28/2015    EUR     70.84
HSBC Trinkaus & B    11.80   10/23/2015    EUR     73.46
Bank Julius Baer     12.00     2/5/2016    USD     60.70
HSBC Trinkaus & B    13.60    3/25/2016    EUR     73.16
HSBC Trinkaus & B    11.40   11/27/2015    EUR     74.43
Leonteq Securitie    20.00    2/23/2016    USD     37.42
Bank Julius Baer     10.00    2/26/2016    USD     55.65
UBS AG               16.50    6/24/2016    EUR     74.46
Bank Julius Baer     12.90     3/4/2016    USD     61.95
Bank Julius Baer     11.50     3/4/2016    USD     66.10
HSBC Trinkaus & B    15.60    9/25/2015    EUR     73.12
HSBC Trinkaus & B    22.50    9/25/2015    EUR     65.75
HSBC Trinkaus & B    15.80    9/25/2015    EUR     69.23
HSBC Trinkaus & B    16.90   12/28/2015    EUR     69.22
HSBC Trinkaus & B    12.60   12/28/2015    EUR     71.88
HSBC Trinkaus & B    14.20    3/25/2016    EUR     71.15
HSBC Trinkaus & B    10.90    3/25/2016    EUR     73.40
HSBC Trinkaus & B    11.20   11/27/2015    EUR     72.88
Leonteq Securitie    21.00     3/9/2016    USD     50.93
Leonteq Securitie    15.00     3/9/2016    USD     67.74
Vontobel Financia     7.25   12/28/2015    EUR     73.43
Vontobel Financia     5.15   12/28/2015    EUR     72.60
Commerzbank AG        7.00    2/25/2016    EUR     70.54
Commerzbank AG       10.00    2/25/2016    EUR     67.14
DZ Bank AG Deutsc    16.00    9/25/2015    EUR     73.22
DZ Bank AG Deutsc    14.00    9/25/2015    EUR     62.35
DZ Bank AG Deutsc    15.50    9/25/2015    EUR     70.52
BNP Paribas Emiss    18.00   10/22/2015    EUR     68.61
BNP Paribas Emiss    13.00   12/24/2015    EUR     73.73
BNP Paribas Emiss    12.00    6/23/2016    EUR     73.46
BNP Paribas Emiss    11.00   10/22/2015    EUR     74.38
BNP Paribas Emiss    16.00   10/22/2015    EUR     71.57
BNP Paribas Emiss    19.00   10/22/2015    EUR     68.71
BNP Paribas Emiss    22.00   10/22/2015    EUR     67.21
BNP Paribas Emiss    14.00   12/24/2015    EUR     73.43
BNP Paribas Emiss    17.00   12/24/2015    EUR     71.15
BNP Paribas Emiss    16.00    3/24/2016    EUR     72.36
BNP Paribas Emiss    13.00    6/23/2016    EUR     74.68


                            *********

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 * * *