TCREUR_Public/170109.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, January 9, 2017, Vol. 18, No. 006


                            Headlines


B U L G A R I A

UNITED BULGARIAN: S&P Puts 'B' CCR on CreditWatch Positive
UNITED BULGARIAN: Fitch Puts 'B+' IDR on Rating Watch Positive


C Y P R U S

BANK OF CYPRUS: Can Offer Dividend Again After Bailout Repayment


F R A N C E

SPIE SA: S&P Affirms 'BB' CCR & Revises Outlook to Stable


G E R M A N Y

MIFA-BIKE: Files for Insolvency in Self-Administration


P O R T U G A L

NOVO BANCO: Lone Star to Enter Final Acquisition Talks


S P A I N

VOLCAN COMPANIA: Moody's Hikes Corp. Family Rating to Ba3


U N I T E D   K I N G D O M

ALL LEISURE: Boss Says Hebridean Acquisition Deal Not Secret
JAMIE'S ITALIAN: Six Restaurants to Close, 120 Jobs Affected
MANOR FORMULA 1: Lack of Fresh Investment Prompts Administration
PREMIER OIL: Debt Restructuring Deal Expected by Month-End


X X X X X X X X

* BOND PRICING: For the Week January 2 to January 6, 2017


                            *********


===============
B U L G A R I A
===============


UNITED BULGARIAN: S&P Puts 'B' CCR on CreditWatch Positive
----------------------------------------------------------
S&P Global Ratings said that it has placed its 'B' long-term
counterparty credit rating on United Bulgarian Bank AD (UBB) on
CreditWatch with positive implications.  At the same time, S&P
raised the short-term counterparty credit rating on UBB to 'B'
from 'C'.

The CreditWatch placement follows Belgium-based KBC Group's
announcement that it had reached an agreement with the National
Bank of Greece, UBB's owner, to acquire 99.9% ownership of UBB.
The transaction is subject to regulatory approval from the
Bulgarian National Bank and the Financial Supervision Commission
of the Republic of Bulgaria, as well as consent from the National
Bank of Belgium, the European Central Bank, and anti-trust
authorities.

S&P believes that acquiring UBB is consistent with KBC's
international bancassurance strategy and its view of Bulgaria as a
core market with good growth potential.

S&P raised its short-term rating on UBB to 'B' from 'C' because
its near-term liquidity has improved following the reversal of
deposit outflows in 2016.

S&P expects to resolve the CreditWatch when the transaction
closes.  S&P could raise the rating on UBB, potentially by several
notches, after analyzing the transaction's impact on the bank's
stand-alone credit profile and the likelihood of UBB receiving
group support from KBC.

S&P expects the transaction will close in the second quarter of
2017.  Should KBC not complete its acquisition of UBB, S&P could
affirm the ratings, all other factors remaining unchanged.


UNITED BULGARIAN: Fitch Puts 'B+' IDR on Rating Watch Positive
--------------------------------------------------------------
Fitch Ratings has placed United Bulgarian Bank AD's (UBB) Foreign
Currency Long and Short-Term Issuer Default Ratings (IDRs) and
Support Rating on Rating Watch Positive (RWP).  UBB's Viability
Rating (VR) and Support Rating Floor are unaffected.

The rating action follows an announcement by KBC Bank
(A-/Positive/a-) on Dec. 30, 2016, that it has agreed to buy a
99.9% stake in UBB from National Bank of Greece (NBG; 'RD').  The
acquisition is subject to regulatory approvals.

                        KEY RATING DRIVERS

IDRS, SUPPORT RATING

The RWP on UBB's IDRs and Support Rating reflects Fitch's view
that KBC is likely to have a high propensity to support UBB
following the acquisition.  This reflects KBC's statement that
Bulgaria is one of the four CEE markets (apart from Czech
Republic, Hungary and Slovakia) identified as core for KBC.
Currently, UBB's ratings are driven by the bank's standalone
financial strength, expressed by its 'b+' VR.

                      RATING SENSITIVITIES

IDRS, SUPPORT RATING

Fitch will resolve the RWP on UBB's ratings once the regulatory
approvals for the acquisition are received and the ownership
changes.  KBC expects the transaction to close in 2Q17.

Upon the completion of the transaction, Fitch expects to upgrade
UBB's Long-Term IDR to 'BBB+', ie one notch below KBC. Assuming
the Bulgarian sovereign rating does not change, the IDR would be
effectively at the level of Bulgaria's Country Ceiling, therefore
the Outlook is likely to be Stable, reflecting the Stable Outlook
on the Bulgarian sovereign rating.  The bank's Short-Term IDR will
likely be upgraded to 'F2' from 'B' and its Support Rating will
likely be upgraded to '2' from '5'.

Fitch expects to withdraw UBB's Support Rating Floor (SRF; 'No
Floor') following the acquisition of the bank by KBC, as
institutional support will become the more likely source of
external support for the bank.

The rating actions are:

  Long-Term IDR of 'B+' placed on RWP
  Short-Term IDR of 'B' placed on RWP
  Support Rating of '5 placed on RWP
  Viability Rating of 'b+' unaffected
  Support Rating Floor of 'No Floor' unaffected



===========
C Y P R U S
===========


BANK OF CYPRUS: Can Offer Dividend Again After Bailout Repayment
----------------------------------------------------------------
Laura Noonan at The Financial Times reports that Bank of Cyprus,
one of the biggest casualties of the eurozone financial crisis,
can once again offer investors a dividend after repaying its
"monstrous" emergency funding almost a year ahead of schedule.

The Cypriot bank rose to prominence in 2013 when it used deposits
of above EUR100,000 to help fund its rescue deal, the first
example of the "bail in" that the EU hoped to use so taxpayers
would no longer carry the can for failed banks, the FT relays.

With small depositors fleeing, large deposits converted to
capital, and bondholders scared off, Bank of Cyprus was kept
afloat by EUR11.4 billion in emergency central bank loans, an
amount that equaled more than 60% of the country's GDP in 2013,
the FT recounts.

"ELA [Emergency Liquidity Assistance] meant there was no chance a
dividend could be paid," the FT quotes John Hourican, who became
chief executive of Bank of Cyprus in late 2013, as saying.  "This
allows us to begin discussions of normal capital distributions
over the coming years."

In the three years since its near collapse, Bank of Cyprus raised
EUR1 billion by selling shares, and has disposed of international
assets as it rebuilt confidence among deposit holders, the FT
discloses.

According to the FT, Mr. Hourican stressed that the bank's
shareholders, who include Wilbur Ross, Donald Trump's nominee for
commerce secretary, will have to wait for their first payout.  He
argued that it "wouldn't be sensible" to pay a dividend before the
bank has made more progress on its non-performing loans, the FT
notes.

By the European Banking Authority's definition, almost 60% of the
bank's loan book is still non-performing, the FT states.  Bank of
Cyprus' internal metrics show a loan delinquency rate -- where
payments are late or overdue -- of about 45%, which is still among
the worst in Europe the FT relates.



===========
F R A N C E
===========


SPIE SA: S&P Affirms 'BB' CCR & Revises Outlook to Stable
---------------------------------------------------------
S&P Global Ratings revised to stable from positive its outlook on
French multi-technical services provider Spie SA.  S&P also
affirmed its 'BB' long-term corporate credit rating on Spie.

The outlook revision follows Spie's announcement of its strategic
acquisition of SAG GmbH for about EUR850 million.  S&P treats both
the cash component of the consideration, and the assumption of
SAG's pension deficit of about EUR390 million as debt.  As a
result S&P's adjusted debt/EBITDA will increase to 4.2x-4.4x in
2017.  S&P considers that this is commensurate with an aggressive
financial risk profile.

S&P views the acquisition as beneficial as it increases the number
of locations where Spie has a physical presence and bolsters its
market share in Germany and central Europe.  S&P also considers
that SAG's offering of power and transmission maintenance services
complement Spie's business mix in the region.  In the medium term,
S&P sees potential for margins in the region to rise to the levels
realized in France. S&P also anticipates that because of SAG's
higher-margin service activities, the acquisition will have a
positive impact on the group's adjusted EBITDA margins.

S&P anticipates that the company will continue to pay shareholder
returns and make bolt-on acquisitions, in line with its stated
financial policies.  S&P anticipates that the company's adjusted
debt/EBITDA will remain above 4x through 2018 as acquisitions and
dividends slow the pace of deleveraging.

S&P's rating on Spie is still constrained by the company's
geographic concentration in European markets, especially in
France; its exposure to the volatile oil and gas sector;
relatively low margins, compared with other facilities services
providers; and still relatively high leverage.

In S&P's base case, it assumes:

   -- Continued economic recovery in Europe, with French, German,
      and Swiss GDP growth of about 1.3%, 1.4%, and 1.5%,
      respectively, in 2017.

   -- The acquisition of SAG contributing additional revenues of
      about EUR1.3 billion and EBITDA of about EUR100 million in
      2017, alongside modest growth in France and a recovery in
      oil and gas.  Revenues for 2017 of EUR6.6 billion-
      EUR6.8 billion.  S&P estimates that revenues have declined
      by 3%-4% in 2016 due to weaker-than-expected performance in
      oil and gas, deconsolidation of the Angolan joint venture
      Sonaid, and the exiting of some lower-margin contracts in
      Germany and Switzerland.

   -- An improvement in adjusted EBITDA margins of about 60 basis
      points (bps) to 70 bps in 2017 due to the addition of the
      higher-margin SAG business, the company's flexible cost
      base, and its exit from lower margin contracts.

   -- Bolt-on acquisitions of about EUR60 million in 2017, rising
      to EUR90 million a year thereafter.

   -- Dividends of about EUR80 million in 2017, rising to around
      EUR90 million in 2018.

Based on these assumptions, S&P arrives at these credit measures
for 2017:

   -- Adjusted debt to EBITDA of 4.2x-4.4x.
   -- Adjusted funds from operations (FFO) to debt of 15%-17%.
   -- Adjusted EBITDA interest coverage of 5.6x-5.9x.
   -- Adjusted free operating cash flow (FOCF) of roughly
      EUR400 million.

The stable outlook reflects S&P's view that the acquisition of SAG
will cause Spie's adjusted credit metrics to weaken compared with
S&P's previous forecast, but to improve in the medium term as the
company continues to generate significant positive FOCF.  S&P
forecasts adjusted debt/EBITDA of about 4.2x-4.4x and FFO to debt
of 15%-17% in 2017.

S&P could consider lowering the rating if unexpected adverse
operating developments -- such as sudden contract losses with
established clients -- resulted in a sizable shortfall in sales
and margin levels.  S&P could also consider lowering the rating if
adjusted FFO to debt fell sustainably below 15% and debt to EBITDA
rose above 4.5x.

S&P could consider raising the rating if Spie were to focus on
reducing its leverage at the expense of additional acquisitions or
shareholder payments.  S&P could consider raising the rating if
adjusted debt to EBITDA moves below 4x or FFO/debt were sustained
above 20%.



=============
G E R M A N Y
=============


MIFA-BIKE: Files for Insolvency in Self-Administration
------------------------------------------------------
Jo Beckendorff and Jack Oortwijn at Bike Europe report that MIFA
Bike mbH that just started production in its new facility has
filed for insolvency on Jan. 4.

On Dec. 18 in a telephone conversation with Bike Europe, MIFA
owner and CEO Heinrich von Nathusius denied that there were
financial difficulties, as was reported by a local newspaper
called Volksstimme, Bike Europe recounts.  According to Bike
Europe, Mr. von Nathusius said, "We have paid the final amount of
just over EUR2 million as part of the finalization of the new
factory."

Mr. Von Nathusius mentioned further that MIFA's 2017 order book is
filled with orders worth up to EUR42 million and that the
company's three banks, which have been involved in the re-start of
the German bike maker, have their credit lines open, Bike Europe
notes.

With the Jan. 4 filing for insolvency, Mr. von Nathusius stepped
down as MIFA CEO, Bike Europe relays.

According to Bike Europe, the District Court Halle (Saale) said
MIFA filed for insolvency in self-administration.  This comes
after earlier financial troubles leading to an insolvency, which
took place in September 2014, Bike Europe notes.

The court said Dr. Lucas Floether is now responsible as MIFA
administrator, Bike Europe relates.  Mr. Floether brought the MIFA
out of its last 2014 insolvency as the responsible administrator,
Bike Europe recounts.

Next to administrator Mr. Floether on Jan. 5 a restructuring
managing director has been appointed, Bike Europe relays.  His
name is Joachim Voigt-Salus, Bike Europe discloses.  He will be
leading MIFA-Bike the next three months and maybe longer, Bike
Europe discloses.

According to Bike Europe, one of the firms that could be
interested in continuing or re-starting MIFA is Hero Cycles,
India's biggest bike maker.

MIFA is a German bike maker.



===============
P O R T U G A L
===============


NOVO BANCO: Lone Star to Enter Final Acquisition Talks
------------------------------------------------------
Peter Wise at The Financial Times reports that Portugal has
selected Lone Star to enter final talks to buy Novo Banco, the
country's third largest lender, but has put pressure on the US
private equity fund to revise its bid to help protect taxpayers.

The Bank of Portugal said Lone Star's offer for the "good bank"
salvaged from the collapse of Banco EspĀ°rito Santo has been chosen
as the mostly likely to assure the "the stability of the financial
system", the FT relates.

But it warned that the fund's bid also involved a "potential
impact" on Portugal's public accounts that it would seek to
"minimize or remove" in further talks, the FT notes.

The potential cost to taxpayers stems from a Lone Star proposal
that Portugal provide a state guarantee against risks arising from
Novo Banco's problem assets or litigation against the lender, the
FT relays, citing Lisbon bankers.

According to the FT, asked about the possibility of nationalizing
Novo Banco, Mario Centeno, finance minister, told the Diario de
Noticias newspaper, Nothing is out of the question."  The final
decision on the sale rests with the government, which has set a
deadline of August to complete the deal, the FT states.

The Bank of Portugal, as cited by the FT, said the next phase of
negotiations with Lone Star did not prevent other bidders for Novo
Banco, which accounts for about 16% of the country's banking
market, from improving their offers.

Other contenders to acquire the bank include China Minsheng
Financial Holding, private equity groups Apollo Global Management
and Centerbridge, and Portuguese lenders Millennium BCP and Banco
BPI, according to Lisbon bankers, the FT discloses.

Portugal rescued Novo Banco in a EUR4.9 billion bailout after BES
collapsed in 2014, the FT recounts.



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


VOLCAN COMPANIA: Moody's Hikes Corp. Family Rating to Ba3
---------------------------------------------------------
Moody's Investors Service has upgraded to Ba3 from B2 the
corporate family rating of Volcan Compania Minera S.A.A. y
Subsidiarias ("Volcan") and its senior unsecured notes due in
2022. The outlook is stable.

Rating Actions:

Issuer: Volcan Compania Minera S.A.A. y Subsidiarias

  Corporate Family Rating: upgraded to Ba3 from B2

  Senior unsecured notes due 2022: upgraded to Ba3 from B2

RATINGS RATIONALE

The upgrade to Ba3 reflects the improvement in Volcan's credit
metrics observed during 2016, as a result of both higher metals
prices, as well as the company's efforts to reduce costs and
maintain an adequate liquidity profile. Volcan's credit metrics
posted a significant recovery throughout 2016, with adjusted EBIT
margins of 17.8% in LTM ended September 2016, and 24.6% in 3Q16
alone, which favorably compares to 6.8% in 2015. Part of the
recovery in operational performance can be explained by market
conditions -- in 2016 average realized zinc prices were USD
0.95/lb. (USD 1.08/lb. in 2H16), which compares to USD 0.88/lb. in
2015 (USD 0.79/lb. in 2H15). But the recovery can also be
attributed to Volcan's cost reduction initiatives -- costs
declined 26% in the 2013-2016 period, reflecting a number of
initiatives which include mine optimization, personnel layoff,
negotiation with contractors, and continued investments in its
energy portfolio.

Volcan's Ba3 ratings reflect the company's competitive cost
position (first-quartile C1 zinc and silver cash costs), its
operational diversity in terms of metals produced and number of
mines -- 12 mines distributed in five operating units -- and the
company's position as a leading producer of zinc, silver and lead
globally. Constraining the company's ratings are its narrow
liquidity position to cover its short-term debt and still
relatively weak free cash flows, although we expect free cash
flows to become and remain positive in the next quarters, provided
prices do not fall to the low levels observed in December
2015/January 2016 and absent any material increase in capital
expenditures and/or dividend distribution. Volcan's low geographic
diversity and its relatively modest revenue size, as compared to
global peers, are further constraints.

The stable outlook reflects Moody's view that Volcan will be able
to improve its liquidity and sustain adequate credit metrics. As
well, it incorporates the expectation that zinc market
fundamentals will remain solid, which will allow Volcan to
generate positive free cash flows and reduce short term debt
overtime. The stable outlook also considers that Volcan will
target its pipeline of exploration projects, maintaining its
discipline regarding costs, capex and dividend distribution. The
outlook assumes that should prices retreat, the company will make
the necessary adjustments in its operations and capital spending
to maintain its financial profile.

An upward rating movement would require Volcan to improve its
liquidity cushion by reducing short-term debt levels, maintain its
competitive cost position and continue to invest for growth
without jeopardizing its liquidity and leverage metrics. To the
extent that Volcan is able to maintain a sound liquidity profile,
to reduce its reliance on short-term debt and to achieve cash flow
metrics such as (CFO-Dividends)/debt above 20% on a sustained
basis, the ratings could be positively impacted.

Ratings could be negatively impacted if profitability and cash
flow from operations materially weaken. A marked deterioration in
the company's liquidity position could also precipitate a
downgrade. Specifically, if EBIT margin falls below 6%, with
negative free cash flow, ratings could be downgraded. Negative
pressure could also result from increase in debt levels leading to
total debt to EBITDA above 4x on a sustained basis.

The principal methodology used in this rating was "Global Mining
Industry" published in August 2014.

Volcan is a Peruvian mining company with exploration, mining,
concentrating and commercial operations. It primarily produces
zinc and lead concentrate and some copper concentrate, all with
high silver content. The company operates through five operational
complexes with a total of 12 mines, 7 concentrate plants and one
leaching plant for silver oxides production. All of Volcan's
operations are located in Peru (A3 stable) and, for the LTM ended
September 2016, it reported revenues of USD 777 million. Volcan is
a holding company listed in the stock exchanges of Lima and Chile
and in Madrid's Latibex.



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


ALL LEISURE: Boss Says Hebridean Acquisition Deal Not Secret
------------------------------------------------------------
Benjamin Martin at The Telegraph reports that Roger Allard, the
boss and majority shareholder of tour operator All Leisure,
navigated a GBP5 million deal to buy the only profitable part of
its cruise arm before the company collapsed.

The firm shocked the travel industry when it went into
administration, leaving around 400 customers stranded overseas,
The Telegraph relates.

According to The Telegraph, while administrators at Grant Thornton
managed to sell off All Leisure's profitable Travelsphere and Just
You escorted tour brands to Canadian firm G Adventures, the loss-
making Swan Hellenic and Voyages of Discovery cruise operations
were shut down.

However, questions have been raised about All Leisure's third
cruise business, Hebridean Island Cruises, which was snapped up by
investors led by Mr. Allard, The Telegraph notes.

Mr. Allard told The Sunday Telegraph that he and other travel
industry veterans spent GBP5 million acquiring the division in a
deal agreed last summer, The Telegraph relays.  He said that a net
GBP3 million went into ailing All Leisure once the monies secured
against forward bookings for 2017 cruises were accounted for, The
Telegraph recounts.

"It's not a secret deal," Telegraph quotes Mr. Allard as saying.
"It's all been done at proper arm's length."

Mr. Allard said Hebridean Island Cruises, which operates the
Hebridean Princess, a luxury ship twice chartered by the Queen,
generated revenues of about GBP9 million in the year to the end of
October, The Telegraph discloses.


JAMIE'S ITALIAN: Six Restaurants to Close, 120 Jobs Affected
------------------------------------------------------------
Press Association reports that Jamie Oliver is to close six
Jamie's Italian restaurants as the celebrity chef is hit by a
combination of rising cost pressures and tough trading.

According to Press Association, the closures will impact 120
staff, although the company will attempt to place those affected
in other parts of Oliver's restaurant empire.

The Jamie Oliver Restaurant Group said restaurants in Aberdeen,
Cheltenham, Exeter, Ludgate, Richmond (both in London) and
Tunbridge Wells are all scheduled to close in the first quarter,
Press Association relates.

"As every restaurant owner knows, this is a tough market and,
post-Brexit, the pressures and unknowns have made it even harder,"
Press Association quotes Chief executive Simon Blagden as saying.

As well as staff costs and lower footfall, the group has been
stung by the collapse in the pound, which has ramped up the cost
of buying ingredients from Italy, Press Association discloses.

Revenue at Jamie's Italian rose by almost 9% to GBP116.1 million
in 2015, although profits fell from GBP3.8 million to GBP2.3
million, Press Association relays, citing accounts filed at
Companies House.

There are 42 Jamie's Italian outlets in the UK and 28 overseas,
Press Association relays notes.   It employs 3,100 in Britain,
Press Association relays states.


MANOR FORMULA 1: Lack of Fresh Investment Prompts Administration
----------------------------------------------------------------
Ravender Sembhy at The Scotsman reports that the Manor Formula 1
team has collapsed into administration after failing to secure
fresh investment, putting hundreds of jobs and its participation
in the new season at risk.

According to The Scotsman, the group, which has been backed by
energy boss Stephen Fitzpatrick, employs 212 staff and
administrator FRP Advisory said while no redundancies have been
made, the ongoing staff position is "dependent on whether new
investment can be secured".

"The team has made significant progress under its new ownership
since the start of 2015, the highlight of which included securing
a constructors' championship point in the preceding F1 season, but
the position remains that operating a F1 team requires significant
ongoing investment," The Scotsman quotes Geoff Rowley, joint
administrator and partner at FRP Advisory, as saying.  "During
recent months, the senior management team has worked tirelessly to
bring new investment to the team to secure its long term future,
but regrettably has been unable to do so within the time
available."

FRP confirmed Manor's participation in the 2017 Formula 1 season,
which begins on March 26 in Melbourne, Australia, will "depend on
the outcome of the administration process and any related
negotiations with interested parties in what is a very limited
window of opportunity", The Scotsman relates.  Mr. Rowley, as
cited by The Scotsman, said the management was left with "no
alternative" but to place Manor's parent company, Just Racing
Services, into administration.


PREMIER OIL: Debt Restructuring Deal Expected by Month-End
----------------------------------------------------------
Jillian Ambrose at The Telegraph reports that Premier Oil will
offer fresh hope to weary investors by revealing a boost to its
expected oil flows alongside evidence of progress on a long-
awaited financial bailout.

According to The Telegraph, the final terms of a painful
restructuring are understood to be circulating among the company's
private lenders, and Premier's board has promised the market an
update on the debt refinancing drive on Jan. 5.

An agreement with lenders would prove a vital turning point for
the beleaguered North Sea oil company, The Telegraph states.  The
debt-laden explorer has struggled for almost a year to agree to a
deal that would offer it a new lease of life as the industry
emerges from one of its deepest downturns in history, The
Telegraph relays.

After a series of delays, the hard-fought financial lifeline is
expected to be agreed before the end of the month, The Telegraph
discloses.

The debt deal is sorely needed to ensure survival until the
company's Catcher project begins to bring in much-needed revenue,
The Telegraph says.  Premier has short-term financial liquidity
but debts of $2.6 billion (GBP2.08 billion) following heavy
investment in Catcher and its Solan fields, which began producing
oil last year, The Telegraph notes.

The debt pile stands at over five times EBITDA, well beyond the
debt ratio of 4.75 agreed with the oil explorer's lender
syndicate, according to The Telegraph.

Premier Oil is a London-based oil and gas explorer.



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


* BOND PRICING: For the Week January 2 to January 6, 2017
---------------------------------------------------------

Issuer                      Coupon     Maturity  Currency  Price
------                      ------     --------  --------  -----
Banca Monte dei Paschi di S   5.00    4/21/2020   EUR     45.17
Privatbank CJSC Via UK SPV   10.25    1/23/2018   USD     13.82
Banca Monte dei Paschi di S   2.29    5/15/2018   EUR     45.25
Bank of New York Mellon Lux   3.94   12/30/2099   EUR      2.96
Banca Monte dei Paschi di S   5.60     9/9/2020   EUR     46.25
Oi Brasil Holdings Cooperat   5.75    2/10/2022   USD     32.00
Banca Monte dei Paschi di S   0.69   11/30/2017   EUR     45.19
Privatbank CJSC Via UK SPV   11.00     2/9/2021   USD     10.13
Ensco PLC                     5.75    10/1/2044   USD     72.24
Bank of New York Mellon Lux   4.19   12/15/2050   EUR     45.25
Privatbank CJSC Via UK SPV   10.88    2/28/2018   USD     11.75
Portugal Telecom Internatio   4.63     5/8/2020   EUR     30.01
CGG SA                        5.88    5/15/2020   EUR     45.65
CSN Resources SA              6.50    7/21/2020   USD     73.44
Intelsat Luxembourg SA        7.75     6/1/2021   USD     32.75
Air Berlin PLC                6.75     5/9/2019   EUR     75.00
Offshore Drilling Holding S   8.38    9/20/2020   USD     43.00
Veneto Banca SpA              9.50    12/1/2025   EUR     38.83
Portugal Telecom Internatio   5.00    11/4/2019   EUR     29.51
Banca Popolare di Vicenza     2.84   12/20/2017   EUR     52.00
Aegon NV                      0.26                EUR     62.04
Portugal Telecom Internatio   4.38    3/24/2017   EUR     29.98
Petrobras Global Finance BV   5.63    5/20/2043   USD     74.47
PagesJaunes Finance & Co SC   8.88     6/1/2018   EUR     62.02
Grupo Isolux Corsan Finance   6.63    4/15/2021   EUR     21.50
Abengoa SA                    8.50    3/31/2016   EUR      3.78
CGG SA                        1.75     1/1/2020   EUR      2.28
Banque Federative du Credit   0.90                EUR     61.21
Air Berlin PLC                5.63     5/9/2019   CHF     64.87
Banca Popolare di Vicenza     9.50    9/29/2025   EUR     39.05
Casino Guichard Perrachon S   1.43                EUR     58.88
CHC Helicopter SA             9.25   10/15/2020   USD     45.00
Obrascon Huarte Lain SA       4.75    3/15/2022   EUR     72.00
Rickmers Holding AG           8.88    6/11/2018   EUR     18.13
Aegon NV                      1.68                USD     71.32
Frigoglass Finance BV         8.25    5/15/2018   EUR     63.52
Portugal Telecom Internatio   4.50    6/16/2025   EUR     30.43
Ajecorp BV                    6.50    5/14/2022   USD     51.46
Obrascon Huarte Lain SA       5.50    3/15/2023   EUR     71.66
Portugal Telecom Internatio   6.25    7/26/2016   EUR     29.73
Abengoa Finance SA            8.88     2/5/2018   EUR      4.02
Portugal Telecom Internatio   5.88    4/17/2018   EUR     29.50
AXA SA                        0.82                EUR     70.28
Fuerstenberg Capital II Gmb   5.63                EUR     65.34
AXA SA                        0.54                EUR     66.37
QGOG Constellation SA         6.25    11/9/2019   USD     65.93
AXA SA                        0.95                EUR     72.32
Abengoa Finance SA            6.00    3/31/2021   EUR      3.86
Fred Olsen Energy ASA         4.13    2/28/2019   NOK     57.88
Veneto Banca SpA              0.74    6/21/2017   EUR     44.06
CGG SA                        6.50     6/1/2021   USD     46.10
CGG SA                        1.25     1/1/2019   EUR     17.43
Far East Capital Ltd SA       8.00     5/2/2018   USD     56.00
Nordea Bank AB                0.44                EUR     67.39
Bluewater Holding BV         10.00   12/10/2019   USD     64.50
Avanti Communications Group  10.00    10/1/2019   USD     76.00
OAS Investments GmbH          8.25   10/19/2019   USD      5.00
Santander International Pre   2.00                USD     46.00
Banca Monte dei Paschi di S   7.00     3/4/2019   EUR     46.13
Brunswick Rail Finance Desi   6.50    11/1/2017   USD     58.50
BPCE SA                       2.81                USD     71.52
Intelsat Jackson Holdings S   5.50     8/1/2023   USD     67.66
Neopost SA                    3.38                EUR     50.76
CNP Assurances                0.88                EUR     59.08
Etablissements Maurel et Pr   1.63     7/1/2019   EUR     16.50
Abengoa Finance SA            7.00    4/15/2020   EUR      3.80
HSBC Bank PLC                 1.63                USD     70.87
Sapinda Invest SARL           5.00    6/30/2019   EUR     54.00
ING Groep NV                  0.84                EUR     67.38
AXA SA                        1.43                USD     74.15
Banca Monte dei Paschi di S   0.69    1/15/2018   EUR     46.95
Ageasfinlux SA                1.04                EUR     47.67
BNP Paribas Fortis SA         1.68                EUR     65.31
ING Groep NV                  0.44                EUR     62.35
Rothschilds Continuation Fi   0.81                EUR     54.93
Holdikks SAS                  6.75    7/15/2021   EUR     70.51
Capital Funding GmbH          2.09                EUR     71.27
Credit Agricole SA            0.68                EUR     62.62
Landes-Hypothekenbank Steie   0.07    3/20/2043   EUR     73.33
Intelsat Luxembourg SA        8.13     6/1/2023   USD     31.75
Immigon Portfolioabbau AG    10.00                EUR      6.63
HSH Nordbank AG/Luxembourg    2.10                EUR     13.85
AXA SA                        2.10                USD     74.81
Credit Mutuel Arkea SA        0.44                EUR     53.71
ADLER Real Estate AG          2.50    7/19/2021   EUR     14.99
Gol LuxCo SA                  8.88    1/24/2022   USD     67.50
Scholz Holding Gmbh           8.50     3/8/2017   EUR     37.38
Indo Energy Finance II BV     6.38    1/24/2023   USD     80.01
Banco Espirito Santo SA       4.00    1/21/2019   EUR     27.88
Banque Federative du Credit   0.65                EUR     59.70
Aldesa Financial Services S   7.25     4/1/2021   EUR     67.00
Brighthouse Group PLC         7.88    5/15/2018   GBP     68.88
Avanti Communications Group  10.00    10/1/2019   USD     60.25
Banca Monte dei Paschi di S   2.79   10/31/2018   EUR     46.00
Pacific Drilling SA           5.38     6/1/2020   USD     35.68
Algeco Scotsman Global Fina  10.75   10/15/2019   USD     71.25
Abengoa Greenfield SA         5.50    10/1/2019   EUR      3.88
IMMOFINANZ AG                 4.25     3/8/2018   EUR      4.32
Havila Shipping ASA           8.60    3/30/2017   NOK     50.88
Santander Finance Preferred   0.31                EUR     59.04
Caixa Terrassa Societat de    0.41                EUR     54.63
KTG Energie AG                7.25    9/28/2018   EUR      6.75
KTG Agrar SE                  7.13     6/6/2017   EUR      2.07
CGG SA                        6.88    1/15/2022   USD     46.26
Solarworld AG                 9.68    2/24/2019   EUR     57.10
Air France-KLM                2.03    2/15/2023   EUR     10.41
SOITEC                        6.75    9/18/2018   EUR      2.79
OGX Austria GmbH              8.50     6/1/2018   USD      0.00
Jyske Bank A/S                0.49                EUR     51.13
Yuksel Insaat AS              9.50   11/10/2015   USD     25.88
Abengoa Finance SA            8.88    11/1/2017   USD      3.42
Banco Espirito Santo SA       7.13   11/28/2023   EUR      0.35
VistaJet Malta Finance PLC    7.75     6/1/2020   USD     65.88
Bibby Offshore Services PLC   7.50    6/15/2021   GBP     60.50
Banca Carige SpA              2.78    6/19/2018   EUR     70.00
Mriya Agro Holding PLC        9.45    4/19/2018   USD      6.95
WPE International Cooperati  10.38    9/30/2020   USD     15.00
Alno AG                       8.50    5/14/2018   EUR     42.75
UkrLandFarming PLC           10.88    3/26/2018   USD     26.50
Pierre & Vacances SA          3.50    10/1/2019   EUR     40.47
Societe Alsacienne et Lorra   1.63     1/1/2022   EUR     57.62
Johnston Press Bond Plc       8.63     6/1/2019   GBP     62.75
Econocom Group SA/NV          1.50    1/15/2019   EUR     14.07
Takko Luxembourg 2 SCA        6.69    4/15/2019   EUR     73.00
ATF Capital BV                8.58                USD     62.13
CEVA Group PLC                9.00     9/1/2021   USD     65.00
European Directories BondCo   7.00    12/9/2018   EUR     66.25
HSBC Bank PLC                 1.50                USD     72.13
Ichor Coal NV                 8.00     6/7/2017   EUR     53.44
Banco Espirito Santo SA       2.63     5/8/2017   EUR     27.88
Banco Bilbao Vizcaya Argent   0.99                EUR     72.26
Banca Carige SpA              8.34                EUR     34.50
Afren PLC                     6.63    12/9/2020   USD      0.06
HSBC Bank PLC                 1.48                USD     70.67
Far East Capital Ltd SA       8.75     5/2/2020   USD     57.50
GEWA 5 to 1 GmbH & Co KG      6.50    3/24/2018   EUR     31.38
Banco Espirito Santo SA       4.75    1/15/2018   EUR     27.88
Bilt Paper BV                 9.64                USD     49.19
BPCE SA                       0.42                EUR     56.50
Novo Banco SA                 5.00     4/4/2019   EUR     67.92
Sequa Petroleum NV            5.00    4/29/2020   USD     69.00
Virgolino de Oliveira Finan  10.50    1/28/2018   USD      8.10
Nexity SA                     0.13     1/1/2023   EUR     63.95
CHC Helicopter SA             9.38     6/1/2021   USD     34.00
Lambay Capital Securities P   6.25                GBP      0.58
Cofinoga Funding Two LP       1.68                EUR     62.25
Aegon NV                      5.19                NLG     65.46
Rothschilds Continuation Fi   1.50                USD     48.75
Eramet                        4.00                EUR     57.22
Fuerstenberg Capital Erste    1.45                EUR     56.63
Paragon Offshore PLC          6.75    7/15/2022   USD     18.25
BIM SAS                       2.50   11/13/2020   EUR     27.07
Novo Banco SA                 3.50     1/2/2043   EUR     50.88
Rem Offshore ASA              5.00    12/8/2024   NOK     32.30
NIBC Bank NV                  0.66                EUR     51.00
Etablissements Maurel et Pr   2.75     7/1/2021   EUR     11.01
Bremer Landesbank Kreditans   8.50                EUR     61.84
Espirito Santo Financial Gr   6.88   10/21/2019   EUR      0.31
Sydbank A/S                   0.85                EUR     56.50
GNB - Cia de Seguros de Vid   3.18                EUR     50.00
Caisse Federale du Credit M   0.89                EUR     54.05
IGas Energy PLC              10.00    3/22/2018   USD     73.75
Banca Popolare di Vicenza     5.00     6/4/2024   EUR     67.44
Ekosem-Agrar GmbH             8.50    12/7/2022   EUR     66.75
UniCredit Bank Austria AG     0.18   10/31/2031   EUR     68.59
Norske Skog Holding AS        8.00    2/24/2021   EUR     48.88
Virgolino de Oliveira Finan  11.75     2/9/2022   USD      7.97
GNB - Cia de Seguros de Vid   1.88   12/19/2022   EUR     55.00
Norske Skogindustrier ASA     7.13   10/15/2033   USD     29.63
Waste Italia SpA             10.50   11/15/2019   EUR     24.88
Deutsche Bank AG/London       2.98    6/30/2034   USD     60.25
OSX 3 Leasing BV             13.00    3/20/2015   USD     25.00
Banco Santander SA            0.61                EUR     58.20
Societe Generale SA           1.38                USD     62.25
Mitchells & Butlers Finance   0.97   12/15/2033   GBP     72.67
BNP Paribas SA                1.15                EUR     56.00
Pescanova SA                  5.13    4/20/2017   EUR      2.05
German Pellets GmbH           7.25     7/9/2018   EUR      0.75
Beate Uhse AG                 7.75     7/9/2019   EUR     22.50
Rudolf Woehrl AG              6.50    2/12/2018   EUR     11.26
Danske Bank Oyj               0.63                EUR     56.55
Abengoa Finance SA            7.75     2/1/2020   USD      3.23
Norske Skogindustrier ASA     2.00   12/30/2115   EUR     15.00
Sanha GmbH & Co KG            7.75     6/4/2018   EUR     40.25
Oi Brasil Holdings Cooperat   5.75    2/10/2022   USD     33.50
Popular Capital SA            0.81                EUR     48.00
Solarworld AG                 9.68    2/24/2019   EUR     50.87
Nordea Bank Norge ASA         1.50                USD     63.03
Jyske Bank A/S                0.53                EUR     57.75
Banca Monte dei Paschi di S   4.40    3/14/2024   EUR     32.13
Tatfondbank PJSC             12.50   12/11/2024   RUB     29.32
Co-Operative Bank PLC/Unite   8.50     7/1/2025   GBP     69.68
NTRP Via Interpipe Ltd       10.25     8/2/2017   USD     26.67
Privatbank CJSC Via UK SPV   10.88    2/28/2018   USD     13.00
Santander Finance Capital S   2.00                USD     43.00
Allied Irish Banks PLC       12.50    6/25/2035   GBP     73.50
Novo Banco SA                 5.00    5/14/2019   EUR     68.08
Deutsche Bank AG/London       3.20   10/31/2034   USD     71.50
Tatfondbank PJSC             13.50    5/28/2025   RUB     29.85
Ekosem-Agrar GmbH             8.75    3/23/2021   EUR     72.25
Ideal Standard Internationa  11.75     5/1/2018   EUR     11.88
Matalan Finance PLC           8.88     6/1/2020   GBP     68.25
Banco Espirito Santo SA       2.35                EUR      0.15
Paragon Offshore PLC          7.25    8/15/2024   USD     17.75
Volksbank NV                  6.25   10/26/2020   EUR      3.23
KTG Agrar SE                  7.25   10/15/2019   EUR      2.09
Volksbank NV                 11.25                EUR      1.69
Standard Chartered PLC        1.65                USD     66.56
World Wide Supply AS          7.75    5/26/2017   USD     14.00
Greene King Finance PLC       2.45    3/15/2036   GBP     69.89
E Forland AS                  7.89     9/4/2018   NOK     67.00
Ausy                          3.25     1/1/2021   EUR     63.25
ESFIL-Espirito Santo Financ   5.25    6/12/2015   EUR      0.25
German Pellets GmbH           7.25   11/27/2019   EUR      0.75
Pacific Drilling SA           5.38     6/1/2020   USD     35.00
Pescanova SA                  8.75    2/17/2019   EUR      2.05
Barclays Bank PLC             1.62    1/27/2031   USD     69.97
Aegon NV                      1.51                NLG     57.27
Minicentrales Dos SA          6.45    4/14/2028   EUR     63.50
Scandinavian Airlines Syste   0.63                CHF     24.88
Offshore Drilling Holding S   8.38    9/20/2020   USD     41.00
Aralco Finance SA            10.13     5/7/2020   USD      2.00
Alpine Holding GmbH           6.00    5/22/2017   EUR      1.69
Bank Nadra via NDR Finance    8.25    7/31/2018   USD      0.38
Candyking Holding AB          5.00    1/29/2018   SEK     36.63
Manchester Building Society   6.75                GBP     13.88
Barclays Bank PLC             0.84    3/21/2033   USD     54.75
Farstad Shipping ASA          4.52    5/29/2018   NOK     28.50
Oceanteam ASA                12.13   10/24/2017   USD     20.00
Mobylife Holding A/S          7.25    5/23/2018   SEK     64.88
Olympic Ship AS               6.15    6/18/2019   NOK     19.75
Elematic Oy Ab               10.00    5/30/2018   EUR     53.00
Talvivaara Mining Co PLC      4.00   12/16/2015   EUR      0.38
Iona Energy Co UK PLC        12.50    9/27/2018   USD      3.27
Abengoa SA                    6.25    1/17/2019   EUR      2.64
Praktiker AG                  5.88    2/10/2016   EUR      0.13
City of Kiev Ukraine Via CS   8.00    11/6/2015   USD     70.38
3W Power SA                   5.50   11/11/2020   EUR     64.51
Elli Investments Ltd         12.25    6/15/2020   GBP     45.13
Barclays Bank PLC             1.48    7/28/2031   USD     67.56
Tonon Luxembourg SA           7.25    1/24/2020   USD     11.13
Avanti Communications Group  10.00    10/1/2019   USD     60.00
Afren PLC                    11.50     2/1/2016   USD      0.09
Tonon Luxembourg SA          10.50    5/14/2024   USD     40.63
Mriya Agro Holding PLC       10.95    3/30/2016   USD      5.67
Novo Banco SA                 5.00    5/21/2019   EUR     68.08
Barclays Bank PLC             1.88    11/1/2031   USD     65.10
Barclays Bank PLC             5.40    9/13/2028   USD     74.85
IGas Energy PLC              10.00   12/11/2018   USD     21.88
IKB Deutsche Industriebank    5.63    3/31/2017   EUR     27.00
Centrics Oil & Gas Finance    6.00     3/4/2017   EUR     70.00
Lloyds Bank PLC               3.25   11/27/2033   USD     66.50
Enterprise Holdings LTD       7.00    3/30/2020   EUR      2.33
Royal Bank of Scotland Grou   1.16                USD     70.75
Abengoa Finance SA            8.88    11/1/2017   USD      3.42
Barclays Bank PLC             2.62   12/23/2033   USD     68.53
Banca Popolare di Vicenza     4.97    4/20/2027   EUR     68.63
Deutsche Bank AG/London       1.09    3/15/2033   USD     54.25
Vneshprombank Ltd via VPB F   9.00   11/14/2016   USD      0.00
NIBC Bank NV                  1.84                USD     59.50
Neue ZWL Zahnradwerk Leipzi   7.50    2/17/2021   EUR     62.63
Banca Carige SpA              1.68   12/29/2018   EUR     47.88
BNP Paribas SA                1.31                USD     63.00
Barclays Bank PLC             2.72    3/28/2034   USD     61.22
Mitchells & Butlers Finance   2.50    6/15/2036   GBP     73.53
Novo Banco SA                 5.00    5/23/2019   EUR     67.74
Vseukrainsky Aktsinerny Ban  10.90    6/14/2019   USD      1.83
Barclays Bank PLC             3.55    7/31/2034   USD     68.48
Talvivaara Mining Co PLC      9.75     4/4/2017   EUR      0.56
OGX Austria GmbH              8.38     4/1/2022   USD      0.00
SeniVita Sozial gemeinnuetz   7.00                EUR     70.00
Farstad Shipping ASA          5.27    2/15/2017   NOK     28.50
Spirit Issuer PLC             0.92   12/28/2028   GBP     71.96
Touax SA                      6.00    7/10/2020   EUR     16.85
Cooperatieve Rabobank UA      0.50   11/26/2021   ZAR     64.41
Espirito Santo Financial Gr   3.13    12/2/2018   EUR      0.23
Steilmann SE                  7.00     3/9/2017   EUR      2.42
Tatfondbank PJSC             13.00     9/7/2021   RUB     26.83
Barclays Bank PLC             1.50                USD     69.35
Travel24.com AG               7.50    9/17/2017   EUR     60.00
Corporate Commercial Bank A   8.25     8/8/2014   USD      0.54
Havila Shipping ASA           9.67    8/30/2017   NOK     14.75
Cirio Holding Luxembourg SA   6.25    2/16/2004   EUR      0.75
National Westminster Bank P   1.50                USD     70.75
Minicentrales Dos SA          4.81   11/29/2034   EUR     56.50
Avanti Communications Group  10.00    10/1/2019   USD     62.38
TradeDoubler AB               6.75   12/20/2018   SEK     47.13
Phosphorus Holdco PLC        10.00     4/1/2019   GBP      3.29
Afren PLC                     6.63    12/9/2020   USD      0.06
OP Corporate Bank plc         0.61                EUR     56.03
Lehman Brothers UK Capital    5.75                EUR      0.02
Rena GmbH                     7.00   12/15/2015   EUR      8.63
Banca delle Marche SpA        0.64     6/1/2017   EUR      1.00
Novo Banco SA                 5.00    2/24/2022   EUR     68.25
LBI HF                        6.10    8/25/2011   USD     11.13
Barclays Bank PLC             0.69    2/25/2031   USD     67.81
Orient Express Bank PJSC vi  12.00    5/29/2019   USD     51.88
Lloyds Bank PLC               0.66    4/26/2033   USD     54.38
Avanti Communications Group  10.00    10/1/2019   USD     59.88
Capital Raising GmbH          7.50                EUR     18.50
Olympic Ship AS               7.29    9/21/2017   NOK     21.25
Lehman Brothers UK Capital    5.13                EUR      0.20
Credit Lyonnais SACA          0.80                EUR
Barclays Bank PLC             0.53    5/31/2033   USD     54.57
Gebr Sanders GmbH & Co KG     8.75   10/22/2018   EUR     24.75
Volstad Subsea AS             7.65     7/5/2017   NOK     69.88
Banco Espirito Santo SA       6.88    7/15/2016   EUR     26.88
Stroika Finance Ltd Via Eme   7.70    6/25/2019   RUB     12.00
Lloyds Bank PLC               1.56                USD     70.20
Barclays Bank PLC             0.96    9/30/2031   USD     67.82
Dexia Credit Local SA         1.42                EUR      3.60
Steilmann SE                  7.00    9/23/2018   EUR      2.42
Novo Banco SA                 3.00    6/21/2022   USD     65.01
National Westminster Bank P   1.38                USD     70.75
Sazka AS                      9.00    7/12/2021   EUR      2.73
Alcatel-Lucent SA             0.13    1/30/2020   EUR      4.11
Royal Bank of Scotland PLC/   2.65    8/26/2031   USD     62.92
International Industrial Ba  11.00    2/19/2013   USD      0.49
Abengoa Greenfield SA         6.50    10/1/2019   USD      3.88
Veneto Banca SpA              6.95    2/25/2025   EUR     43.50
National Westminster Bank P   1.19                USD     70.88
Abengoa SA                    4.50     2/3/2017   EUR      4.30
Virgolino de Oliveira Finan  10.88    1/13/2020   USD     25.75
Deutsche Bank AG/London       2.65    8/28/2034   USD     58.00
Electromagnetic Geoservices   7.18    6/27/2019   NOK     45.63
EDOB Abwicklungs AG           7.50     4/1/2012   EUR      0.25
Solor Bioenergi Holding AB    6.30    11/2/2017   NOK     57.50
Orco Property Group SA        7.00    11/7/2019   EUR     70.50
Abengoa Greenfield SA         6.50    10/1/2019   USD      3.88
syncreon Group BV / syncreo   8.63    11/1/2021   USD     73.50
Breeze Finance SA             6.71    4/19/2027   EUR     28.00
RENE LEZARD Mode GmbH         7.25   11/25/2017   EUR     15.00
Novo Banco SA                 5.00    3/15/2022   EUR     68.25
Enterprise Holdings LTD       7.00    9/26/2017   EUR      2.33
Neue ZWL Zahnradwerk Leipzi   7.50     3/4/2019   EUR     73.63
Novo Banco SA                 3.50    2/19/2043   EUR     51.70
Espirito Santo Financial Gr   9.75   12/19/2025   EUR      0.52
Brunswick Rail Finance Desi   6.50    11/1/2017   USD     58.38
Paragon Offshore PLC          7.25    8/15/2024   USD     17.75
Royal Bank of Scotland PLC/   2.54   11/16/2030   USD     64.45
Lloyds Bank PLC               1.33                USD     70.25
Lehman Brothers Treasury Co   6.00    11/2/2035   EUR      9.25
Societe Generale SA           0.81                EUR     52.14
Norske Skogindustrier ASA     7.13   10/15/2033   USD     34.69
PA Resources AB              13.50     3/3/2016   SEK      0.11
getgoods.de AG                7.75    10/2/2017   EUR      0.03
Barclays Bank PLC             0.66    3/28/2033   USD     54.66
Abanka Vipa DD Via Afinance   1.59                EUR      0.91
Lloyds Bank PLC               0.83    1/31/2033   USD     57.93
Sydbank A/S                   0.79                EUR     69.25
Steilmann SE                  6.75    6/27/2017   EUR      4.44
BOA Offshore AS               7.90   12/18/2018   NOK     23.50
JZ Capital Partners Ltd       6.00    7/30/2021   GBP     11.00
Barclays Bank PLC             1.56                USD     71.34
Island Drilling Co ASA        9.50     4/3/2018   USD      2.87
Dexia SA                      1.47                EUR      5.13
Commerzbank Holdings UK Ltd   1.69                USD     67.53
Deutsche Bank AG              0.50    6/28/2033   USD     56.13
SiC Processing GmbH           7.13     3/1/2016   EUR      1.26
Smart Solutions GmbH          8.00    12/3/2018   EUR     29.38
Portugal Telecom Internatio   5.24    11/6/2017   EUR     30.88
IKB Deutsche Industriebank    4.70    3/31/2017   EUR     27.00
Azubu Investments SA          5.00    8/25/2018   EUR     50.00
Cirio Finanziaria SpA         8.00   12/21/2005   EUR      0.25
Veneto Banca SpA              6.94    5/15/2025   EUR     29.88
Lehman Brothers Treasury Co   6.00    2/15/2035   EUR      9.25
Barclays Bank PLC             4.65   11/28/2029   USD     74.75
Alno AG                       8.00    3/21/2019   EUR     38.00
CNP Assurances                2.00                EUR     62.00
Teksid Aluminum Luxembourg   11.38    7/15/2011   EUR      0.19
Barclays Bank PLC             3.23    8/28/2029   USD     74.56
Barclays Bank PLC             1.46    6/17/2033   USD     58.92
Sairgroup Finance BV          4.38     6/8/2006   EUR     18.50
Societe Generale SA           8.88     6/1/2017   USD     29.75
Petrol AD                     8.38    1/26/2017   EUR     14.50
SeaBird Exploration Finance   6.00     3/3/2018   USD     10.00
Deutsche Bank AG/London       3.33    3/27/2035   USD     73.95
Wild Bunch AG                 8.00    3/23/2019   EUR     60.00
More & More AG                8.13    6/11/2018   EUR     31.75
UniCredit Bank Austria AG     0.16   12/27/2031   EUR     65.75
IT Holding Finance SA         9.88   11/15/2012   EUR      0.11
Action SA                     3.19     7/4/2017   PLN     37.49
Strenesse AG                  9.00    3/15/2017   EUR     16.50
Hybrid Raising GmbH           6.63                EUR     17.50
Novo Banco SA                 3.50    1/23/2043   EUR     50.88
CBo Territoria                6.00     1/1/2020   EUR      4.20
Norske Skog Holding AS        8.00    2/24/2023   USD     43.25
KPNQwest NV                  10.00    3/15/2012   EUR      0.06
Barclays Bank PLC             3.38    9/29/2034   USD     69.92
Bank Nederlandse Gemeenten    0.50     6/7/2022   ZAR     61.62
Espirito Santo Financial Po   5.13    5/30/2016   EUR      0.64
Kaupthing ehf                 7.63    2/28/2015   USD     17.63
Standard Chartered PLC        1.13                USD     66.19
Lloyds Bank PLC               0.75    2/22/2033   USD     54.75
Far Eastern Shipping Co PLC  13.00   11/28/2017   RUB     52.06
Lehman Brothers Treasury Co   7.25    10/5/2035   EUR      9.63
Abengoa Finance SA            7.75     2/1/2020   USD      3.23
Cooperatieve Rabobank UA      0.50   10/30/2043   MXN     10.24
Barclays Bank PLC             0.60     4/9/2028   USD     65.10
Karlie Group GmbH             5.00    6/25/2021   EUR      2.61
Norske Skog Holding AS        8.00    2/24/2023   USD     43.25
Cirio Finance Luxembourg SA   7.50    11/3/2002   EUR      4.49
Kaupthing ehf                 5.75    10/4/2011   USD     17.63
Deutsche Bank AG/London       3.62    9/30/2029   USD     70.50
Artea                         6.00     8/4/2019   EUR     15.66
Norske Skog Holding AS        8.00    2/24/2021   EUR     48.88
Finance and Credit Bank JSC   9.25    1/25/2019   USD      0.00
Cirio Del Monte NV            7.75    3/14/2005   EUR      0.78
Belfius Bank SA/NV            1.66                FRF     69.13
Sidetur Finance BV           10.00    4/20/2016   USD      5.25
DNB Bank ASA                  1.38                USD     60.35
Koninklijke Luchtvaart Maat   0.75                CHF     36.55
Barclays Bank PLC             1.25                USD     71.11
Svensk Exportkredit AB        0.50    6/20/2029   AUD     67.84
Banco Pinto & Sotto Mayor     0.68                EUR     18.90
de Volksbank NV               6.26                EUR      0.01
DNB Bank ASA                  1.19                USD     60.33
Laurel GmbH                   7.13   11/16/2017   EUR      8.75
German Pellets GmbH           7.25     4/1/2016   EUR      0.75
Eidesvik Offshore ASA         5.60    5/22/2018   NOK     68.50
OGX Austria GmbH              8.38     4/1/2022   USD      0.00
Eniro AB                      6.00    4/14/2020   SEK     14.34
Del Monte Finance Luxembour   6.63    5/24/2006   EUR      4.98
Assystem                      4.50                EUR     30.69
Barclays Bank PLC             2.57   12/27/2028   USD     72.85
Royal Bank of Scotland PLC/   2.62   12/30/2030   USD     67.59
Hellas Telecommunications L   8.50   10/15/2013   EUR      0.28
Manchester Building Society   8.00                GBP     24.25
Portigon AG                   7.46   12/31/2019   EUR     21.50
Golden Gate AG                6.50   10/11/2014   EUR     47.75
Dexia Kommunalbank Deutschl   4.88   12/31/2016   EUR     37.00
Tatfondbank PJSC             13.50    3/21/2025   RUB     25.65
Tonon Luxembourg SA          10.50    5/14/2024   USD     40.63
Grupo Isolux Corsan Finance   6.63    4/15/2021   EUR     21.88
Standard Chartered PLC        1.56                USD     66.25
Barclays Bank PLC             4.27    5/14/2029   USD     70.00
AKB Peresvet ZAO             13.50   10/16/2020   RUB     29.26
Danske Bank Oyj               1.28                EUR     43.38
CGG SA                        5.88    5/15/2020   EUR     45.88
Mox Telecom AG                7.25    11/2/2017   EUR      2.70
Kommunekredit                 0.50    7/30/2027   TRY     29.51
Region of Abruzzo Italy       0.17    11/7/2036   EUR     62.83
Phones4u Finance PLC          9.50     4/1/2018   GBP     66.00
Volstad Shipping AS           7.14    4/15/2019   NOK     25.00
Sairgroup Finance BV          6.63    10/6/2010   EUR     20.00
CRC Breeze Finance SA         6.11     5/8/2026   EUR     52.38
Windreich GmbH                6.50     3/1/2015   EUR     10.88
Barclays Bank PLC             2.62   12/30/2030   USD     67.41
Barclays Bank PLC             1.14    3/21/2031   USD     68.90
Tatfondbank PJSC             14.50     2/3/2026   RUB     27.16
Alpine Holding GmbH           5.25    6/10/2016   EUR      1.65
Pescanova SA                  6.75     3/5/2015   EUR      3.03
CEVA Group PLC                9.00     9/1/2021   USD     64.00
Rena GmbH                     8.25    7/11/2018   EUR      8.63
KPNQwest NV                   8.88     2/1/2008   EUR      0.06
Frey                          6.00   11/15/2022   EUR     22.80
Barclays Bank PLC             0.96    9/30/2031   USD     67.87
MS Deutschland Beteiligungs   6.88   12/18/2017   EUR      9.32
PA Resources AB               3.00   12/27/2017   NOK      0.11
Barclays Bank PLC             2.62   12/30/2030   USD     67.46
BNP Paribas SA                0.78    4/30/2033   USD     50.09
APP International Finance C  11.75    10/1/2005   USD      0.56
Dexia Kommunalbank Deutschl   5.63   12/31/2017   EUR     13.13
OGX Austria GmbH              8.50     6/1/2018   USD      0.00
Windreich GmbH                6.50    7/15/2016   EUR     10.88
Deutsche Bank AG/London       3.65   11/26/2034   USD     65.80
Svensk Exportkredit AB        0.50    3/28/2029   AUD     69.06
Cooperatieve Rabobank UA      0.50    7/30/2043   MXN     10.33
Paragon Offshore PLC          6.75    7/15/2022   USD     18.75
Lloyds Bank PLC               1.13                USD     70.37
Far Eastern Shipping Co PLC  15.00    2/27/2018   RUB     51.75
Barclays Bank PLC             0.07   12/28/2040   EUR     67.03
Lloyds Bank PLC               1.84    7/29/2033   USD     70.00
Arpeni Pratama Ocean Line I   2.00    6/30/2021   USD      0.01
Accentro Real Estate AG       6.25    3/27/2019   EUR      7.00
KPNQwest NV                   7.13     6/1/2009   EUR      0.06
Barclays Bank PLC             2.41   11/29/2030   USD     67.83
UniCredit Bank Austria AG     0.21    8/20/2033   EUR     66.78
AMATHEON AGRI                 8.50     4/4/2018   EUR     72.75
CSN Resources SA              6.50    7/21/2020   USD     73.36
Activa Resources AG           8.00   11/15/2017   EUR     25.00
CHC Helicopter SA             9.25   10/15/2020   USD     47.25
IKS 5 Finance OOO             9.45    9/11/2031   RUB     60.51
Gunther Zamek Produktions-U   7.75    5/15/2017   EUR      1.55
Barclays Bank PLC             1.45    4/25/2034   USD     62.11
Dannemora Mineral AB         11.75    3/22/2016   USD      0.90
Bulgaria Steel Finance BV    12.00     5/4/2013   EUR      2.46
Bashneft PJSC                 9.50   12/10/2026   RUB     60.00
SAG Solarstrom AG             6.25   12/14/2015   EUR     28.50
DEMIRE Real Estate AG         6.00   12/30/2018   EUR      3.50
Uppfinnaren 1 AB             10.00                SEK     66.13
Kamaz PJSC                   11.24    7/18/2030   RUB     60.01
EFG International AG          0.63                EUR     65.00
Abengoa Finance SA            8.88     2/5/2018   EUR      4.02
Nationwide Building Society   0.90                GBP     70.00
Hellenic Republic Governmen   2.09    7/25/2057   EUR     30.00
Northland Resources AB        4.00   10/15/2020   USD      0.07
Volksbank NV                  2.44                EUR      1.69
Barclays Bank PLC             2.75    2/28/2034   USD     67.16
IM Skaugen SE                10.14    4/11/2017   NOK     29.75
Santander Finance Capital S   2.00                EUR     24.38
Banco Pastor SAU              2.08                EUR     57.26
Santander Finance Capital S   2.00                EUR     24.13
Autonomous Community of Cat   2.97     9/8/2039   JPY     64.41
Region of Molise Italy        0.18   12/15/2033   EUR     65.88
QGOG Constellation SA         6.25    11/9/2019   USD     65.86
Cooperatieve Rabobank UA      0.50   10/29/2027   MXN     37.29
Novo Banco SA                 3.50    3/18/2043   EUR     50.95
Bashneft PJSC                 9.50   12/12/2024   RUB     60.00
DNB Bank ASA                  1.38                USD     60.33
Northland Resources AB       15.00    7/15/2019   USD      0.44
International Finance Facil   0.50    6/24/2024   ZAR     48.62
Afren PLC                    10.25     4/8/2019   USD      0.06
A-TEC Industries AG           5.75    11/2/2010   EUR      2.00
Banca Popolare di Vicenza     9.50    10/2/2025   EUR     37.25
Oi Brasil Holdings Cooperat   5.63    6/22/2021   EUR     32.00
Geotech Seismic Services PJ  13.00   10/16/2019   RUB     71.21
Alpine Holding GmbH           5.25     7/1/2015   EUR      1.65
Kommunekredit                 0.50    2/20/2020   BRL     73.44
CGG SA                        6.88    1/15/2022   USD     45.88
Svensk Exportkredit AB        0.50    4/24/2029   AUD     59.21
Lehman Brothers Treasury Co   5.10     5/8/2017   HKD      9.63
A-TEC Industries AG           8.75   10/27/2014   EUR      2.00
VistaJet Malta Finance PLC    7.75     6/1/2020   USD     65.50
Afren PLC                    11.50     2/1/2016   USD      0.09
SAG Solarstrom AG             7.50    7/10/2017   EUR     28.50
Lehman Brothers Treasury Co   2.88    3/14/2013   CHF      9.25
Western Bulk Chartering AS    7.86    4/19/2019   NOK     71.00
HSBC France SA                1.03                EUR     48.00
PNE Wind AG                   3.75   10/10/2019   EUR      3.05
AKB Peresvet ZAO             13.00    10/7/2017   RUB     35.00
Golden Energy Offshore Serv   5.00   12/31/2017   NOK     28.00
Bashneft PJSC                 9.50   12/14/2023   RUB     60.00
UniCredit Bank Austria AG     0.18   12/31/2031   EUR     68.49
BLT Finance BV               12.00    2/10/2015   USD     10.50
Espirito Santo Financial Po   5.63    7/28/2017   EUR      0.37
Waste Italia SpA             10.50   11/15/2019   EUR     24.88
Gol LuxCo SA                  8.88    1/24/2022   USD     67.43
Standard Chartered PLC        0.69                GBP     65.12
Ajecorp BV                    6.50    5/14/2022   USD     51.37
Governo Portugues Consolida   3.00                EUR     73.10
Bank of Scotland PLC          1.56                USD     70.28
Municipality Finance PLC      0.50    7/30/2029   AUD     66.57
Oceanic Champion AS           8.00    2/20/2020   USD     68.44
Indo Energy Finance II BV     6.38    1/24/2023   USD     76.74
A-TEC Industries AG           2.75    5/10/2014   EUR      2.00
ADLER Real Estate AG          6.00    6/30/2017   EUR     13.50
Municipality Finance PLC      0.50     5/8/2029   AUD     62.78
Volksbank NV                  6.63    5/14/2018   EUR      3.23
Banco Espirito Santo SA       6.90    6/28/2024   EUR     24.38
Bremer Landesbank Kreditans   9.50                EUR     67.55
Agroton Public Ltd            6.00    7/14/2019   USD     14.00
Svensk Exportkredit AB        0.50    6/28/2022   ZAR     59.87
Assystem                      4.00     1/1/2017   EUR     25.46
ADLER Real Estate AG          6.00   12/27/2018   EUR     14.00
Abengoa Greenfield SA         5.50    10/1/2019   EUR      3.88
Societe Generale SA           1.60     1/9/2020   GBP      1.08
Kaupthing ehf                 5.75    10/4/2011   USD     17.63
Lehman Brothers Treasury Co   7.00    5/17/2035   EUR      9.25
HPI AG                        3.50                EUR      5.00
Anglian Water Services Fina   0.94    1/26/2057   GBP     74.98
Immigon Portfolioabbau AG     6.00    3/30/2017   EUR     59.00
DOF ASA                       8.17    9/12/2019   NOK     40.00
Transcapitalbank JSC         13.00     6/6/2018   RUB     70.00
syncreon Group BV / syncreo   8.63    11/1/2021   USD     73.38
Banco Espirito Santo SA      10.00    12/6/2021   EUR      0.41
Municipality Finance PLC      0.50    4/26/2022   ZAR     60.62
Cooperatieve Rabobank UA      0.50    1/31/2033   MXN     22.32
Abengoa Finance SA            6.00    3/31/2021   EUR      3.86
Virgolino de Oliveira Finan  10.50    1/28/2018   USD      6.57
Deutsche Bank AG/London       0.58    1/31/2033   USD     54.00
Barclays Bank PLC             3.49    3/27/2029   USD     60.77
Gazprom PJSC                  6.40   10/21/2043   RUB     60.06
Mriya Agro Holding PLC        9.45    4/19/2018   USD      5.13
City of Alba Iulia Romania    1.50    4/15/2025   RON     72.10
Espirito Santo Financial Gr   5.05   11/15/2025   EUR      0.38
Russian Post FGUP             9.35    9/10/2026   RUB     70.00
Republic of Italy Governmen   0.19    7/31/2045   EUR     72.42
Sparebanken Din               2.39                NOK     67.46
German Pellets GmbH           8.00                EUR      0.10
Barclays Bank PLC             0.75    4/19/2033   USD     55.15
Nuova Banca Popolare dell'E   1.68    9/28/2017   EUR      0.81
Barclays Bank PLC             6.64    3/27/2029   USD     69.43
HSBC Bank PLC                 0.50    4/27/2027   NZD     60.54
AgroGeneration                8.00     4/1/2019   EUR     69.30
La Veggia Finance SPA         7.13   11/14/2004   EUR      0.15
LBI HF                        2.25    2/14/2011   CHF      6.63
Takko Luxembourg 2 SCA        6.69    4/15/2019   EUR     73.00
Virgolino de Oliveira Finan  11.75     2/9/2022   USD      6.57
Lehman Brothers Treasury Co   8.25    3/16/2035   EUR      9.25
Northland Resources AB        4.00   10/15/2020   NOK      0.07
Orient Express Bank PJSC     13.60     8/9/2018   RUB     63.75
Salvator Grundbesitz-AG       9.50   12/31/2021   EUR     10.20
Aralco Finance SA            10.13     5/7/2020   USD      1.26
Solon SE                      1.38    12/6/2012   EUR      0.33
Finmek International SA       7.00    12/3/2004   EUR      0.13
Algeco Scotsman Global Fina  10.75   10/15/2019   USD     70.38
Barclays Bank PLC             1.52    7/28/2034   USD     62.82
Kaupthing ehf                 6.13    10/4/2016   USD     17.63
Lehman Brothers Treasury Co   6.65    8/24/2011   AUD      9.63
Vnesheconombank              11.60    2/17/2025   RUB     60.01
Deutsche ETP GmbH & Co Immo   3.00   11/30/2028   EUR
Moscow United Electric Grid  11.00    9/12/2024   RUB     61.22
Kaupthing ehf                 6.13    10/4/2016   USD     17.63
Penell GmbH Elektrogroshand   7.75    6/10/2019   EUR      4.50
State Transport Leasing Co    9.00   11/24/2031   RUB     60.31
Bank Nederlandse Gemeenten    0.50    7/12/2022   ZAR     60.25
UmweltBank AG                 2.85                EUR     50.62
Far East Capital Ltd SA       8.75     5/2/2020   USD     56.25
Governo Portugues Consolida   2.75                EUR     65.50
Barclays Bank PLC             2.84   10/30/2034   USD     68.72
Lehman Brothers Treasury Co   5.00    9/22/2014   EUR      9.25
Lehman Brothers Treasury Co   5.00    2/16/2015   EUR      9.25
Pongs & Zahn AG               8.50                EUR      0.34
IVG Immobilien AG             5.54                EUR      0.48
Heliocentris Energy Solutio   4.00    1/16/2019   EUR     58.09
Depfa Funding IV LP           5.03                EUR     56.88
Lehman Brothers Treasury Co   6.00    3/18/2015   USD      9.25
Kaupthing ehf                 9.00                USD      0.13
KPNQwest NV                   8.13     6/1/2009   USD      0.06
Bank Nederlandse Gemeenten    0.50    9/20/2022   MXN     62.05
AKB Peresvet ZAO             13.25    6/22/2017   RUB     37.06
Frigoglass Finance BV         8.25    5/15/2018   EUR     63.75
Blaker Sparebank              4.83                NOK     41.54
NIBC Bank NV                  3.01                USD     72.93
Standard Chartered PLC        1.21                USD     66.33
AKB Peresvet ZAO             12.50     9/6/2017   RUB     33.04
Barclays Bank PLC             0.55    8/31/2031   USD     68.20
AKB Peresvet ZAO             13.25    4/25/2018   RUB     35.00
OAS Investments GmbH          8.25   10/19/2019   USD      4.10
Lehman Brothers Treasury Co   7.00     6/6/2017   EUR      1.21
SG Option Europe SA           7.00     5/5/2017   EUR     66.75
Lloyds Bank PLC               2.45   10/25/2033   USD     73.00
Russian Post FGUP             9.35   10/18/2019   RUB     62.00
Bashneft PJSC                 9.30   10/15/2026   RUB     60.00
Heta Asset Resolution AG      0.27   12/31/2023   EUR     39.25
Royal Bank of Scotland PLC/   2.65    2/25/2031   USD     66.00
Barclays Bank PLC             3.41    5/30/2034   USD     67.32
VEB-Leasing OAO              12.50    2/20/2025   RUB     61.16
Virgolino de Oliveira Finan  10.88    1/13/2020   USD     26.25
Santander Finance Capital S   2.00                USD     43.00
Matalan Finance PLC           8.88     6/1/2020   GBP     69.88
Veneto Banca SpA              1.69    5/15/2019   EUR     70.50
Depfa Funding II LP           6.50                EUR     56.00
Credit Suisse AG/London      10.00    6/28/2017   USD     54.50
AKB Peresvet ZAO             13.25    11/6/2020   RUB     22.02
SpareBank 1 Nordvest          3.94    3/11/2099   NOK     69.04
Mifa Mitteldeutsche Fahrrad   7.50    8/12/2018   EUR      2.67
Credit Suisse AG/London       8.00    5/21/2025   USD      9.09
Montepio Holding SGPS SA      5.00                EUR     50.10
DEIKON GmbH                   1.00     7/1/2016   EUR     29.57
SAir Group                    6.25   10/27/2002   CHF     12.53
Abengoa SA                    5.13     3/5/2017   USD      3.21
BLT Finance BV                7.50    5/15/2014   USD      2.20
WPE International Cooperati  10.38    9/30/2020   USD     14.88
Cooperatieve Rabobank UA      0.50   11/30/2027   MXN     37.36
Vnesheconombank               9.75    8/16/2029   RUB     60.00
EFG International Finance G   2.10    3/23/2018   EUR     10.16
Landes-Hypothekenbank Steie   0.02    9/26/2043   EUR     71.99
Bank Intesa AO                9.75   10/10/2019   RUB     60.00
Novo Banco SA                 3.00   12/16/2021   EUR     53.88
Lehman Brothers Treasury Co   5.55    3/12/2015   EUR      1.21
Bibby Offshore Services PLC   7.50    6/15/2021   GBP     60.50
Abengoa SA                    5.13     3/5/2017   USD      3.21
Immigon Portfolioabbau AG     7.00     3/6/2021   EUR     33.50
Hypo Tirol Bank AG            0.17    7/23/2026   EUR     66.87
Petromena ASA                10.85   11/19/2014   USD      0.55
Landesbank Hessen-Thueringe   0.12     5/3/2041   EUR     62.67
Hamburgische Landesbank-Gir   0.07    1/22/2041   EUR     61.83
World of Building Technolog   7.70    6/25/2019   RUB      1.45
Lehman Brothers Treasury Co   6.00    3/14/2011   EUR      9.25
Lehman Brothers Treasury Co   1.00     5/9/2012   EUR      1.21
Lehman Brothers Treasury Co   6.00   10/30/2012   EUR      1.21
CHC Helicopter SA             9.25   10/15/2020   USD     47.25
PagesJaunes Finance & Co SC   8.88     6/1/2018   EUR     62.00
Lehman Brothers Treasury Co   3.03    1/31/2015   EUR      1.21
Espirito Santo Financial Gr   5.05   11/15/2025   EUR      0.38
Heta Asset Resolution AG      0.45   12/31/2023   EUR     39.25
SAir Group                    6.25    4/12/2005   CHF     12.50
Phones4u Finance PLC          9.50     4/1/2018   GBP     66.00
Lehman Brothers Treasury Co   8.25    12/3/2015   EUR      9.25
Marine Subsea AS              9.00   12/16/2019   USD      0.50
UkrLandFarming PLC           10.88    3/26/2018   USD     29.88
SpareBank 1 SR-Bank ASA       4.00   12/21/2030   EUR     74.70
Republic of Italy Governmen   0.30    7/31/2035   EUR     74.57
Mechel PJSC                   8.00     2/9/2021   RUB     70.01
Marfin Investment Group Hol   7.00    7/29/2019   EUR      1.00
MT-Energie GmbH & Co KG       8.25     4/4/2017   EUR      8.41
State of Carinthia            0.77    7/20/2017   CHF      0.20
International Finance Facil   0.50    6/29/2027   ZAR     35.04
Lehman Brothers Treasury Co   7.00   11/26/2013   EUR      9.25
Lehman Brothers Treasury Co   1.46    2/19/2012   JPY      9.25
MegaFon PJSC                  9.90    5/29/2026   RUB     62.00
Oberoesterreichische Landes   0.30    4/25/2042   EUR     52.88
Lehman Brothers Treasury Co  11.00   12/20/2017   AUD      1.21
Lehman Brothers Treasury Co   4.50     5/2/2017   EUR      9.25
Lehman Brothers Treasury Co   4.00    12/2/2012   EUR      1.21
UBS AG/London                14.50    5/26/2017   CHF     67.50
Lehman Brothers Treasury Co   5.25    5/26/2026   EUR      1.21
Lehman Brothers Treasury Co   4.00   10/24/2012   EUR      1.21
AKB Peresvet ZAO              9.80     9/2/2020   RUB     25.35
Bank Nederlandse Gemeenten    0.50     8/9/2022   MXN     62.69
Barclays Bank PLC             0.50     2/6/2024   AUD     73.80
Solarwatt GmbH                7.00    11/1/2015   EUR     14.50
NIBC Bank NV                  3.01                USD     72.93
Societe Generale SA           0.53    6/28/2033   USD     72.10
State Transport Leasing Co    9.20     9/5/2031   RUB     60.10
Far East Capital Ltd SA       8.00     5/2/2018   USD     55.54
Lehman Brothers Treasury Co   5.00    2/27/2014   EUR      9.25
Abengoa SA                    6.25    1/17/2019   EUR      2.64
Landesbank Hessen-Thueringe   0.13    4/23/2041   EUR     65.56
Lehman Brothers Treasury Co   4.00    2/16/2017   EUR      9.25
AKB Peresvet ZAO             12.75    7/24/2018   RUB     33.10
Bulgaria Steel Finance BV    12.00     5/4/2013   EUR      2.46
Svensk Exportkredit AB        0.50    6/29/2029   AUD     58.94
Minaya Capital AG             7.00     8/1/2018   EUR     66.00
SG Issuer SA                  5.05    4/10/2025   EUR     55.56
Raiffeisen Centrobank AG      6.70    3/13/2017   EUR     59.86
Lehman Brothers Treasury Co  10.00     8/2/2037   JPY      1.21
Raiffeisen Versicherung AG    5.08                EUR     26.31
Aldesa Financial Services S   7.25     4/1/2021   EUR     67.75
Marfin Investment Group Hol   6.30    7/29/2020   EUR      0.85
Finans-Avia OOO               0.01    7/31/2027   RUB     18.90
Province of Milan Italy       0.07   12/22/2033   EUR     68.66
Kommunalbanken AS             0.50    5/27/2022   ZAR     61.99
LBI HF                        6.10    8/25/2011   USD     11.13
UniCredit Bank Austria AG     0.04    1/25/2031   EUR     68.52
UniCredit Bank AO             9.00     8/6/2019   RUB     60.00
Atari SA                      7.50    2/17/2020   EUR      0.33
Gazprombank JSC              10.90    2/19/2021   RUB     60.00
Lehman Brothers Treasury Co   7.60    5/21/2013   USD      1.21
Hamburgische Landesbank-Gir   0.07   10/30/2040   EUR     64.16
SAir Group                    0.13     7/7/2005   CHF     12.50
BNP Paribas SA                0.50    9/29/2029   AUD     54.78
Societe Generale SA           1.00   12/22/2017   GBP      1.00
Mechel PJSC                   8.00     2/9/2021   RUB     60.01
Muehl Product & Service AG    6.75    3/10/2005   DEM      2.41
Lehman Brothers Treasury Co   4.00    4/13/2011   CHF      1.21
Banca Nazionale del Lavoro    1.68    6/15/2037   EUR     74.76
wige MEDIA AG                 6.00    3/17/2019   EUR      2.33
Banco Comercial Portugues S   5.00                EUR     50.00
Salvator Grundbesitz-AG       9.50                EUR     21.00
HSBC Bank PLC                 0.50   10/30/2026   NZD     62.13
Finans-Avia OOO               8.25    7/31/2022   RUB     65.39
Lehman Brothers Treasury Co   5.00    5/12/2011   CHF      1.21
Svensk Exportkredit AB        0.50   12/17/2027   USD     74.22
Lloyds Bank PLC               3.00    7/26/2033   USD     69.65
Western High-Speed Diameter   9.15     2/6/2032   RUB     60.01
Metalloinvest Holding Co OA   0.01    3/10/2022   RUB     60.00
BNP Paribas SA                0.50     5/6/2021   MXN     70.90
Russian Post FGUP             2.75    12/6/2023   RUB     67.03
Landes-Hypothekenbank Steie   0.10     3/7/2043   EUR     72.99
Lehman Brothers Treasury Co  11.75     3/1/2010   EUR      1.21
SAir Group                    4.25     2/2/2007   CHF     12.50
Lehman Brothers Treasury Co   5.50     7/8/2013   EUR      1.21
Kaupthing ehf                 5.25    7/18/2017   BGN     17.63
Lehman Brothers Treasury Co   5.00     5/2/2022   EUR      1.21
Bayerische Landesbank         2.60    3/29/2018   EUR     70.28
SAir Group                    2.13    11/4/2004   CHF     12.50
Svensk Exportkredit AB        0.50    8/29/2029   AUD     58.39
Russian Railways JSC          6.40     6/8/2028   RUB     60.00
Nuova Banca Popolare dell'E   3.50    6/28/2018   EUR      0.78
Banco Espirito Santo SA       1.24    5/27/2018   EUR      0.49
Barclays Bank PLC             9.00    6/16/2017   USD
Miratorg-Finans OOO          11.00    8/24/2021   RUB     60.00
OOO SPV Structural Investme   0.01     9/1/2023   RUB     65.00
International Finance Facil   0.50    6/29/2020   ZAR     72.91
Atari SA                      0.10     4/1/2020   EUR      3.88
Johnston Press Bond Plc       8.63     6/1/2019   GBP     62.75
Lehman Brothers Treasury Co   8.00    3/19/2012   USD      1.21
Bank Nederlandse Gemeenten    0.50    6/22/2021   ZAR     66.63
Credit Agricole Corporate &   0.50     3/6/2023   RUB     62.13
Ekotechnika AG                9.75    5/10/2018   EUR      9.50
Western High-Speed Diameter   9.15     2/6/2032   RUB     60.01
Lehman Brothers Treasury Co   4.00    7/27/2011   EUR      1.21
UBS AG/London                 3.50    3/24/2017   EUR     74.23
Norddeutsche Landesbank Gir   3.00    7/16/2018   EUR     70.63
Ideal Standard Internationa  11.75     5/1/2018   EUR     11.88
Raiffeisenbank AO             0.01   10/29/2018   RUB     72.01
WGF Westfaelische Grundbesi   6.35     8/1/2017   EUR      3.63
Gazprom PJSC                  6.40   10/21/2043   RUB     60.06
Brighthouse Group PLC         7.88    5/15/2018   GBP     68.88
Lehman Brothers Treasury Co   6.00   10/24/2008   EUR      1.21
Barclays Bank PLC             2.24    8/15/2033   USD     62.08
Agrokompleks OOO              0.10    12/8/2022   RUB      1.00
Banca delle Marche SpA        6.00    6/12/2018   EUR      1.00
Abengoa Finance SA            7.00    4/15/2020   EUR      3.80
Western High-Speed Diameter   9.15     2/6/2032   RUB     57.02
Barclays Bank PLC             2.50     3/7/2017   EUR     49.71
Kamaz PJSC                   10.39    12/5/2030   RUB     60.01
Eiendomskreditt               4.48                NOK     58.60
Holdikks SAS                  6.75    7/15/2021   EUR     71.38
Mechel PJSC                  12.50    7/15/2021   RUB     72.00
Astana Finance BV             9.00   11/16/2011   USD     16.88
HSBC Bank PLC                 0.50   12/29/2026   AUD     62.09
Societe Generale SA          10.00    7/31/2018   USD     74.98
Argon Capital PLC for Royal   2.70                GBP     70.25
Immigon Portfolioabbau AG     3.51    4/12/2022   EUR     15.00
RGS Nedvizhimost OOO         12.50    6/21/2021   RUB     60.03
AKB Peresvet ZAO             13.50    6/23/2021   RUB     27.02
Lloyds Bank PLC               0.50    7/26/2021   BRL     62.22
HSBC Bank PLC                 0.50   12/22/2025   BRL     45.20
Steiermaerkische Bank und S   1.25                EUR     51.05
DekaBank Deutsche Girozentr   0.01    6/29/2046   EUR     55.17
Barclays Bank PLC             0.50    3/26/2021   MXN     67.84
Dolomite Capital Ltd         13.26   12/20/2019   ZAR     64.80
Vegarshei Sparebank           5.10                NOK     61.86
Oberoesterreichische Landes   0.32    11/6/2030   EUR     67.88
BNP Paribas SA                0.50    2/13/2024   NZD     72.04
Zapsibcombank PAO            14.85   12/12/2019   RUB     50.00
Lehman Brothers Treasury Co   7.50   10/24/2008   USD      1.21
Lehman Brothers Treasury Co   4.50     3/6/2013   CHF      1.21
Svensk Exportkredit AB        0.50    8/28/2020   TRY     65.29
Tonon Luxembourg SA           7.25    1/24/2020   USD     11.13
Lehman Brothers Treasury Co   6.00    9/20/2011   EUR      1.21
Russian Railways JSC          7.10   11/29/2028   RUB     60.00
Nuova Banca delle Marche Sp   7.75    6/30/2018   EUR      1.24
City of Kiev Ukraine Via CS   8.00    11/6/2015   USD     70.38
Lehman Brothers Treasury Co  11.00   12/19/2011   USD      1.21
Province of Brescia Italy     0.11   12/22/2036   EUR     63.31
Rosbank PJSC                  0.01    2/26/2024   RUB     70.00
Phosphorus Holdco PLC        10.00     4/1/2019   GBP      3.29
Russian Bank for Small and   14.00    3/17/2022   RUB     61.02
Russian Railways JSC         13.90    5/30/2040   RUB     65.00
Deutsche Bank AG/London       1.52     9/2/2036   JPY     68.15
Deutsche Bank AG/London       0.50    10/5/2021   IDR     60.00
Svensk Exportkredit AB        0.50    1/31/2022   ZAR     63.37
Afren PLC                    10.25     4/8/2019   USD      0.07
Metalloinvest Holding Co OA   0.01     3/7/2022   RUB     60.01
RGS Nedvizhimost OOO         13.50    1/19/2021   RUB     60.03
UniCredit Bank AO            12.00   11/20/2019   RUB     60.11
City of Siret Romania         2.24     3/1/2028   RON     51.00
Podkarpacki Bank Spoldzielc   5.81     7/2/2020   PLN     57.90
Nuova Banca Popolare dell'E   5.00   10/30/2023   EUR      0.78
Pierer Industrie AG           5.75                EUR     52.50
Cerruti Finance SA            6.50    7/26/2004   EUR      1.29
Evrofinansy-Nedvizhimost OO  11.00   10/23/2020   RUB     60.13
Bank Julius Baer & Co Ltd/G  23.00     8/4/2017   USD     74.20
Immigon Portfolioabbau AG     8.69    7/26/2025   EUR     15.00
Credit Europe Bank Ltd       11.00     4/6/2018   RUB     60.11
Bilt Paper BV                 9.64                USD     49.38
Orient Express Bank PJSC     11.70    7/17/2018   RUB     70.01
Alpha Bank AE                 2.50    6/20/2022   EUR     67.83
Alpha Bank AE                 2.50    6/20/2022   EUR     67.85
LBI HF                        7.43                USD      0.00
ECM Real Estate Investments   5.00    10/9/2011   EUR     10.38
Driver & Bengsch AG           8.50   12/31/2027   EUR      0.00
UBS AG                       11.75   12/22/2017   EUR     44.59
Delta-Finance OOO            10.00    1/19/2021   RUB
Lillestroem Sparebank         4.63                NOK     52.19
Societe Generale SA           0.50    5/30/2023   MXN     57.56
HSBC Bank PLC                 0.50    6/10/2021   BRL     66.99
Immigon Portfolioabbau AG     8.69    7/26/2020   EUR     15.00
Pravourmiyskoe OOO            9.00   12/26/2019   RUB     60.01
Barclays Bank PLC             0.50    3/13/2023   RUB     62.14
Lehman Brothers Treasury Co   7.00   10/22/2010   EUR      1.21
Lehman Brothers Treasury Co   8.00    3/21/2018   USD      1.21
Nutritek International Corp   8.75   12/11/2008   USD      2.00
Realwerte GmBh & Co KG        1.20                EUR     42.86
UniCredit Bank AO             9.00    5/17/2019   RUB     60.03
Mriya Agro Holding PLC       10.95    3/30/2016   USD      4.95
Dresdner Bank AG              0.38   11/19/2029   EUR     65.38
SG Issuer SA                  0.78    6/15/2020   SEK     70.92
Northland Resources AB       12.25    3/26/2016   USD      0.44
Russian Railways JSC          7.10    4/29/2043   RUB     60.00
Lehman Brothers Treasury Co  23.30    9/16/2008   USD      1.21
BAWAG PSK Versicherungs AG    1.06                EUR     46.49
Kaupthing ehf                 9.75    9/10/2015   USD     17.63
Lehman Brothers Treasury Co   8.00    2/16/2016   EUR      1.21
Rinol AG                      5.50   10/15/2006   DEM      0.00
Lehman Brothers Treasury Co   3.50   12/20/2027   USD      1.21
BLT Finance BV                7.50    5/15/2014   USD      2.20
Credit Suisse AG/London       9.50   11/15/2019   USD      5.23
Stroytemp CJSC                9.00   11/13/2019   RUB      0.01
Russian Railways JSC          7.40    9/20/2039   RUB     60.00
Mortgage Agent AHML 10-1      9.00   11/20/2042   RUB     60.01
Province of Rovigo Italy      0.06   12/28/2035   EUR     65.05
Province of Brescia Italy     0.14    6/30/2036   EUR     64.27
Indre Sogn Sparebank          5.98                NOK     62.02
ENEL RUSSIA PJSC             12.10    5/22/2025   RUB     60.00
SAir Group                    5.13     3/1/2003   CHF     13.00
Podkarpacki Bank Spoldzielc   4.99    10/6/2021   PLN     54.00
Elli Investments Ltd         12.25    6/15/2020   GBP     45.13
Bank Julius Baer & Co Ltd/G  14.40    11/2/2017   CHF     66.95
Union Technologies Informat   0.10     1/1/2020   EUR
Lehman Brothers Treasury Co   8.80   12/27/2009   EUR      1.21
Gold-Zack AG                  7.00   12/14/2005   EUR     12.56
UniCredit Bank AG             4.00    3/21/2017   EUR     65.17
Notenstein Finance Guernsey   1.00    9/17/2019   CHF     62.98
Promnefteservis OOO          10.50   11/21/2019   RUB      1.05
Bayerische Landesbank         2.40    7/20/2018   EUR     72.05
Lehman Brothers Treasury Co   5.00   10/24/2008   CHF      1.21
Lehman Brothers Treasury Co   1.75     2/7/2010   EUR      1.21
Russian Railways JSC          8.20    8/18/2033   RUB     60.00
KPNQwest NV                   7.13     6/1/2009   EUR      0.06
Lehman Brothers Treasury Co   6.00    2/19/2023   USD      1.21
Lehman Brothers Treasury Co   8.88    1/28/2011   HKD      9.63
UniCredit Bank Austria AG     0.20    1/22/2031   EUR     70.19
City of Hunedoara Romania     1.43    8/15/2026   RON     70.10
Lehman Brothers Treasury Co   9.75    6/22/2018   USD      1.21
Lehman Brothers Treasury Co   0.50     7/2/2020   EUR      1.21
UBS AG                        4.75   12/22/2017   EUR     57.75
Biomed-Lublin Wytwornia Sur   7.29    8/14/2018   PLN     75.00
Lehman Brothers Treasury Co   7.50    7/31/2013   GBP      1.21
Svensk Exportkredit AB        0.10   11/20/2019   TRY     70.54
City of Predeal Romania       1.50    5/15/2026   RON     60.00
Enemona AD-Kozloduy          10.00    4/28/2017   BGN      0.06
Lehman Brothers Treasury Co   5.00    2/28/2032   EUR      1.21
City of Moscow Russia         7.50    5/18/2021   RUB     60.00
Municipiul Timisoara          0.64    5/15/2026   RON     64.20
SAir Group                    5.50    7/23/2003   CHF     12.50
ECA                           2.50     1/1/2018   EUR     11.21
Agrokompleks OOO              0.10    7/29/2019   RUB      2.71
Drangedal Sparebank           2.36                NOK     65.99
Lehman Brothers Treasury Co  16.20    5/14/2009   USD      1.21
International Industrial Ba   9.00     7/6/2011   EUR      0.49
Cattles Ltd                   7.13     7/5/2017   GBP      1.05
SAir Group                    2.75    7/30/2004   CHF     12.50
Norddeutsche Landesbank Gir   3.00   10/30/2018   EUR     67.06
Credit Suisse AG/London       0.50     1/8/2026   BRL     40.23
Bayerische Landesbank         2.70    7/13/2018   EUR     71.64
Lehman Brothers Treasury Co   8.60    7/31/2013   GBP      1.21
Lehman Brothers Treasury Co   3.86    9/21/2011   SGD      9.63
Lehman Brothers Treasury Co   7.38    9/20/2008   EUR      1.21
Sidetur Finance BV           10.00    4/20/2016   USD      5.25
Credit Suisse AG              0.50   12/16/2025   BRL     41.39
Societe Generale SA           0.50    7/31/2020   MXN     74.66
Lehman Brothers Treasury Co   2.00    6/28/2011   EUR      1.21
Leonteq Securities AG        16.40     2/6/2017   CHF     36.56
Raiffeisen Centrobank AG      9.50    7/13/2017   EUR     66.11
UBS AG/London                 5.75     6/6/2017   CHF     74.70
Russian Railways JSC          6.80    5/20/2044   RUB     65.00
Lehman Brothers Treasury Co   7.32    7/31/2013   GBP      1.21
Lehman Brothers Treasury Co   1.28    11/6/2010   JPY      9.25
Hypocredit AD                 7.50   12/18/2017   EUR     40.00
Fonciere Volta SA             4.50    7/30/2020   EUR      2.61
Lehman Brothers Treasury Co   7.50     5/2/2017   EUR      1.21
Barclays Bank PLC             0.50    1/28/2033   MXN     20.50
HSBC Bank PLC                 0.50    5/29/2020   IDR     73.16
Reserve Trust Co CJSC        11.00     1/4/2027   RUB      0.01
Metalloinvest Holding Co OA   0.01     3/7/2022   RUB     65.00
Strommen Sparebank            2.36                NOK     37.91
Lehman Brothers Treasury Co   4.00     1/4/2011   USD      1.21
Astana Finance BV             7.88     6/8/2010   EUR     16.88
DekaBank Deutsche Girozentr   3.00     5/4/2018   EUR     66.43
Landesbank Baden-Wuerttembe   4.20    6/23/2017   EUR     59.84
SAir Group                    2.75    7/30/2004   CHF     12.50
RGS Nedvizhimost OOO         12.50    7/22/2021   RUB     60.03
Vontobel Financial Products   5.00    2/13/2017   EUR     62.19
Vnesheconombank               2.00    6/18/2021   RUB     72.35
Lehman Brothers Treasury Co   7.25    10/6/2008   EUR      1.21
Lehman Brothers Treasury Co   4.60     7/6/2016   EUR      1.21
Main Road OJSC                5.40   11/22/2028   RUB     63.23
Svensk Exportkredit AB        0.50    3/15/2022   ZAR     61.33
Windreich GmbH                6.25     3/1/2015   EUR     10.88
UBS AG/London                 8.00    7/10/2017   CHF     72.65
Vnesheconombank              11.50    8/20/2020   RUB     60.51
Municipality Finance PLC      0.50    6/19/2024   ZAR     50.16
Russian Railways JSC          6.40    2/28/2040   RUB     65.00
Bayerische Landesbank         2.70     7/6/2018   EUR     68.16
UBS AG/London                12.50     1/3/2017   CHF     36.15
Lehman Brothers Treasury Co   4.00    8/11/2010   USD      9.25
Municipiul Timisoara          0.64    5/12/2026   RON     75.00
Lehman Brothers Treasury Co   4.60   10/11/2017   ILS      9.25
Landesbank Hessen-Thueringe   5.00   10/17/2017   EUR     67.07
Credit Suisse AG/London       8.95     6/6/2017   USD     71.08
Bayerische Landesbank         2.70    7/20/2018   EUR     71.86
UBS AG/London                 7.00     7/3/2017   CHF     67.95
LZMO SA                       8.50    6/30/2017   PLN     25.00
Leonteq Securities AG/Guern  29.61   10/26/2017   EUR     22.00
Lehman Brothers Treasury Co   8.28    7/31/2013   GBP      1.21
HSH Nordbank AG               7.25                USD     23.02
Immigon Portfolioabbau AG     1.31    7/29/2018   EUR      2.00
Lehman Brothers Treasury Co   4.25    3/13/2021   EUR      1.21
Lehman Brothers Treasury Co   2.50   12/15/2011   GBP      1.21
OT-Optima Telekom DD          5.25    5/30/2022   HRK     65.00
Lehman Brothers Treasury Co  14.90    9/15/2008   EUR      1.21
Lehman Brothers Treasury Co   5.25   11/21/2009   USD      1.21
Zapsibcombank PAO             5.00     9/4/2017   RUB     60.00
Novo Banco SA                 5.00    4/23/2019   EUR     68.09
URALSIB Leasing Co OOO       10.50    4/17/2018   RUB      0.01
Windreich GmbH                6.75     3/1/2015   EUR     10.88
BANIF - Banco Internacional   4.50    1/30/2025   EUR     65.25
Bayerische Landesbank         2.70     7/6/2018   EUR     67.31
Credit Suisse AG/Nassau       4.25    4/24/2017   CHF     73.51
Emova Group                   4.30     5/2/2022   EUR      4.72
Lehman Brothers Treasury Co  10.44   11/22/2008   CHF      1.21
Lehman Brothers Treasury Co  13.50   11/28/2008   USD      1.21
COFIDUR SA                    0.10   12/31/2024   EUR     19.00
Bank Julius Baer & Co Ltd/G  10.90    7/26/2017   CHF     62.80
EFG International Finance G   6.48    5/29/2018   EUR     10.35
HSBC Bank PLC                 0.50    7/21/2021   BRL     66.11
Bank Julius Baer & Co Ltd/G   9.40     2/9/2017   CHF     29.05
DekaBank Deutsche Girozentr   0.12    6/23/2034   EUR     72.55
Bayerische Landesbank         3.20    7/27/2018   EUR     69.15
Bayerische Landesbank         2.70    7/27/2018   EUR     72.65
Bayerische Landesbank         2.90    6/22/2018   EUR     71.09
Bayerische Landesbank         2.70    6/22/2018   EUR     73.06
Societe Generale SA           0.50     7/6/2021   BRL     63.85
Lehman Brothers Treasury Co   6.50    5/16/2015   EUR      1.21
Lehman Brothers Treasury Co   2.00    6/21/2011   EUR      1.21
Lehman Brothers Treasury Co   6.00    5/12/2017   EUR      1.21
Nuova Banca delle Marche Sp   8.00    6/30/2018   EUR      1.24
Russian Railways JSC          6.40    9/19/2033   RUB     60.00
EDOB Abwicklungs AG           7.50     4/1/2012   EUR      0.25
Credit Suisse AG/London       7.80    7/16/2025   USD      9.22
Bayerische Landesbank         2.60    8/24/2018   EUR     69.86
Bayerische Landesbank         3.00    10/5/2018   EUR     75.00
Leonteq Securities AG/Guern   4.40    8/28/2017   CHF     60.92
Lehman Brothers Treasury Co  10.00    6/17/2009   USD      1.21
Lehman Brothers Treasury Co   8.00   10/17/2014   EUR      1.21
Lehman Brothers Treasury Co   6.30   12/21/2018   USD      1.21
Kaupthing ehf                 7.63    2/28/2015   USD     17.63
KPNQwest NV                   8.88     2/1/2008   EUR      0.06
Lehman Brothers Treasury Co  15.00     6/4/2009   CHF      1.21
Lehman Brothers Treasury Co   0.25   10/19/2012   CHF      1.21
BNP Paribas Emissions- und   27.00    3/23/2017   EUR     73.51
Immigon Portfolioabbau AG     5.05     8/5/2030   EUR     72.38
Kommunekredit                 0.50   12/14/2020   ZAR     71.17
Oravita City Council          1.97    6/15/2027   RON     75.00
Russian Railways JSC          7.40   10/11/2038   RUB     60.00
Societe Generale SA           0.50    6/12/2023   RUB     60.75
Municipiul Timisoara          0.64    5/15/2026   RON     60.87
BNP Paribas SA                0.50    7/20/2021   BRL     62.78
Societe Generale SA           0.50    5/22/2024   MXN     52.04
AKB Derzhava OJSC            11.50    7/10/2023   RUB     60.01
HSBC Bank PLC                 0.50    4/11/2023   MXN     58.35
Societe Generale SA           0.50     4/3/2023   RUB     61.89
UBS AG/London                11.00    2/24/2017   CHF     47.35
Exane Finance                 5.00   12/20/2019   SEK     64.40
Credit Suisse AG/Nassau       7.90    2/27/2017   CHF     70.82
Bank Julius Baer & Co Ltd/G   6.50     3/6/2017   CHF     72.95
Commerzbank AG                8.00    7/14/2021   USD
Lehman Brothers Treasury Co   5.00   11/22/2012   EUR      1.21
Lehman Brothers Treasury Co   6.25     9/5/2011   EUR      1.21
LBI HF                        7.43                USD      0.00
Lehman Brothers Treasury Co   4.00    3/10/2011   EUR      1.21
Lehman Brothers Treasury Co   7.15    3/21/2013   USD      1.21
LBI HF                        8.65     5/1/2011   ISK      6.63
Nuova Banca Popolare dell'E   2.19    5/21/2018   EUR      0.81
Lehman Brothers Treasury Co   4.87    10/8/2013   USD      1.21
Lehman Brothers Treasury Co   6.00     8/7/2013   EUR      1.21
Lehman Brothers Treasury Co   7.39     5/4/2017   USD      1.21
Lehman Brothers Treasury Co   4.10    6/10/2014   SGD      9.63
UBS AG                        5.25   12/22/2017   EUR     64.29
Credit Suisse AG/London       8.20   10/22/2025   USD      9.32
EFG International Finance G   7.00   11/27/2019   EUR     29.14
Bank Julius Baer & Co Ltd/G  12.15    11/8/2017   CHF     67.95
Lehman Brothers Treasury Co   3.40    3/19/2018   JPY      1.21
Bank Nederlandse Gemeenten    0.50    5/12/2021   ZAR     68.29
Raiffeisen-Landesbank Tirol   2.50     9/2/2024   EUR     72.55
Nuova Banca delle Marche Sp   7.20    6/30/2018   EUR      1.24
Kreditanstalt fuer Wiederau   0.25    10/6/2036   CAD     40.65
Lehman Brothers Treasury Co   8.25     2/3/2016   EUR      1.21
Kaupthing ehf                 7.50     2/1/2045   USD      0.00
Lehman Brothers Treasury Co   7.00    4/14/2009   EUR      1.21
HSBC Bank PLC                 0.50   11/25/2025   BRL     45.49
Kommunalbanken AS             0.50   12/16/2020   TRY     68.86
Barclays Bank PLC             0.79    5/10/2028   USD     65.32
Lehman Brothers Treasury Co   4.82   12/18/2036   EUR      1.21
Banca delle Marche SpA        6.00     5/8/2018   EUR      1.00
Northland Resources AB       15.00    7/15/2019   USD      0.44
Oi Brasil Holdings Cooperat   5.63    6/22/2021   EUR     31.52
UBS AG/London                15.50   11/30/2017   CHF     72.25
Leonteq Securities AG        11.00     1/9/2017   EUR     64.85
HSBC Bank PLC                 0.50    12/8/2026   AUD     67.01
Credit Suisse AG/London       7.80    7/31/2020   USD      9.33
BNP Paribas SA                0.50   11/16/2032   MXN     28.92
Russian Railways JSC         13.90    2/28/2040   RUB     65.00
Leonteq Securities AG         3.50    4/10/2018   EUR     57.85
Rosselkhozbank JSC           12.87   12/21/2021   RUB     65.00
Kaupthing ehf                 3.75    2/15/2024   ISK     17.63
UniCredit Bank Austria AG     0.08    1/24/2031   EUR     68.96
Lehman Brothers Treasury Co   5.00    8/16/2017   EUR     10.00
SG Issuer SA                  6.65   10/10/2021   EUR     63.80
Leonteq Securities AG        10.00     2/6/2017   CHF     63.16
UBS AG/London                11.00    1/27/2017   CHF     29.40
Landesbank Baden-Wuerttembe   3.90    9/22/2017   EUR     40.48
Zurcher Kantonalbank Financ  13.04    4/13/2017   CHF     52.60
Mortgage Agent First St Pet   8.50    7/15/2041   RUB     59.30
Municipality Finance PLC      0.50   11/25/2020   ZAR     69.59
Main Road OJSC                5.40   10/30/2028   RUB     56.01
Bank Julius Baer & Co Ltd/G  10.25    5/17/2017   CHF     54.90
Landeskreditbank Baden-Wuer   0.50    5/10/2027   CAD     74.98
Lehman Brothers Treasury Co   5.00    3/18/2015   EUR      9.25
Lehman Brothers Treasury Co   8.50     7/6/2009   CHF      1.21
Lehman Brothers Treasury Co   4.35     8/8/2016   SGD      9.63
Kaupthing ehf                 5.00     1/4/2027   SKK     17.63
Center-Invest Commercial Ba   8.70   11/13/2018   RUB     60.01
Bank Julius Baer & Co Ltd/G  11.30     6/7/2017   CHF     59.25
EFG International Finance G   6.00   11/30/2017   EUR      8.99
Cooperatieve Rabobank UA      0.50   12/29/2027   MXN     37.24
Zurcher Kantonalbank Financ  12.10     9/6/2017   CHF     66.93
Barclays Bank PLC             1.61    7/24/2028   USD     73.21
Cooperatieve Rabobank UA      0.50    8/21/2028   MXN     34.85
Vnesheconombank               8.35   11/24/2020   RUB     60.01
Barclays Bank PLC             0.50    4/24/2023   MXN     53.58
Barclays Bank PLC             0.50    3/19/2021   MXN     67.87
HSBC Bank PLC                 5.05    5/15/2025   MXN     74.18
Deutsche Bank AG/London       1.20    8/22/2031   JPY     73.04
HSBC Bank PLC                 0.50    1/29/2027   NZD     61.12
HSBC Bank PLC                 0.50    2/24/2027   NZD     61.16
Svensk Exportkredit AB        0.50    2/22/2022   ZAR     62.02
UBS AG/London                 9.50     9/4/2017   CHF     21.25
Goldman Sachs & Co Wertpapi  11.00   12/20/2017   EUR     71.34
Bank Julius Baer & Co Ltd/G  11.60     1/5/2017   CHF     23.50
ECM Real Estate Investments   5.00    10/9/2011   EUR     10.38
Lehman Brothers Treasury Co   6.75     4/5/2012   EUR      1.21
Landesbank Hessen-Thueringe   4.50   11/28/2017   EUR     67.26
UBS AG                       11.75   12/22/2017   EUR     48.16
BNP Paribas Emissions- und   28.00   12/21/2017   EUR     72.12
BNP Paribas Emissions- und   19.00   12/21/2017   EUR     74.24
BNP Paribas Emissions- und   27.00   12/21/2017   EUR     53.27
BNP Paribas Emissions- und   19.00    3/23/2017   EUR     72.91
BNP Paribas Emissions- und   22.00   12/21/2017   EUR     64.95
BNP Paribas Emissions- und   15.00   12/21/2017   EUR     67.59
BNP Paribas Emissions- und   25.00   12/21/2017   EUR     65.58
Societe Generale Effekten G   9.62    6/23/2017   EUR     55.95
UBS AG/London                 7.50    2/10/2017   EUR     73.34
HSBC Trinkaus & Burkhardt A   7.10    3/24/2017   EUR     64.12
Polski Bank Spoldzielczy w    4.81    6/18/2020   PLN     36.01
Center-Invest Commercial Ba  10.00    5/22/2019   RUB     60.11
Lehman Brothers Treasury Co   5.10    6/22/2046   EUR      1.21
Totens Sparebank              2.75                NOK     69.84
City of Alba Iulia Romania    1.50    4/15/2025   RON     68.30
City of Hunedoara Romania     1.43    8/15/2026   RON     70.30
UBS AG/London                 8.40    8/11/2017   EUR     75.00
HSBC Trinkaus & Burkhardt A   5.50    1/31/2017   EUR     69.57
Commerzbank AG                8.75    6/22/2017   EUR     73.09
Commerzbank AG               12.25    6/22/2017   EUR     68.26
Commerzbank AG               16.00    6/22/2017   EUR     64.32
Commerzbank AG               13.75    2/23/2017   EUR     74.03
UBS AG/London                 9.50   12/22/2017   EUR     62.87
UBS AG/London                 5.75   12/22/2017   EUR     72.17
UBS AG/London                 5.00   12/22/2017   EUR     62.68
UBS AG/London                 6.25   12/22/2017   EUR     70.55
UniCredit Bank AG             4.25    9/12/2017   EUR     59.14
Notenstein La Roche Private   5.00    8/29/2018   CHF     65.12
Notenstein La Roche Private   5.00     9/5/2018   CHF     67.62
DZ Bank AG Deutsche Zentral   5.60    3/30/2017   EUR     37.58
DekaBank Deutsche Girozentr   3.05    2/25/2019   EUR     73.82
Vontobel Financial Products   5.35     3/3/2017   EUR     59.66
Vontobel Financial Products   5.40     3/3/2017   EUR     69.72
EFG International Finance G   8.99     9/4/2017   EUR     15.85
Landesbank Hessen-Thueringe   4.00     4/8/2019   EUR     65.03
Leonteq Securities AG         5.25    3/19/2018   CHF     72.96
Notenstein La Roche Private   6.50    3/13/2017   EUR     51.92
UniCredit Bank AG             4.60     7/2/2018   EUR     62.29
Raiffeisen Centrobank AG      6.88    3/30/2017   EUR     61.61
Notenstein La Roche Private   5.00    3/20/2017   CHF     74.83
Leonteq Securities AG         7.00    9/20/2017   CHF     65.50
Commerzbank AG                7.20     3/9/2017   EUR     74.62
Credit Suisse AG/Nassau       5.00    3/27/2017   CHF     73.15
DekaBank Deutsche Girozentr   3.75    3/10/2017   EUR     48.42
UBS AG/London                 5.00    3/20/2017   CHF     74.90
DekaBank Deutsche Girozentr   3.15     2/3/2017   EUR     58.14
Bayerische Landesbank         2.60   10/19/2018   EUR     65.83
Notenstein La Roche Private   4.50    3/27/2018   EUR     58.59
Notenstein La Roche Private   5.50    3/27/2017   CHF     74.72
Notenstein La Roche Private   5.00    3/27/2019   CHF     73.35
Landesbank Hessen-Thueringe   5.00    4/24/2019   EUR     62.04
Landesbank Hessen-Thueringe   6.20    7/24/2020   EUR     73.41
DekaBank Deutsche Girozentr   2.70    3/16/2018   EUR     69.69
UBS AG/London                 5.50    3/27/2017   CHF     74.15
Landesbank Hessen-Thueringe   4.00    4/30/2019   EUR     71.38
Leonteq Securities AG         3.00    10/2/2017   CHF     74.23
Notenstein La Roche Private   4.80   10/24/2018   CHF     74.97
Notenstein La Roche Private   4.20    4/10/2018   EUR     61.36
Notenstein Finance Guernsey   9.00     4/1/2019   EUR     35.91
DekaBank Deutsche Girozentr   2.50    3/31/2017   EUR     68.69
Notenstein La Roche Private   5.70    4/20/2017   CHF     73.49
Notenstein La Roche Private   4.80    4/20/2017   CHF     72.12
Zurcher Kantonalbank Financ   6.50    4/10/2018   CHF     63.10
UBS AG/London                 6.25    4/18/2017   CHF     73.00
Leonteq Securities AG         5.60    4/24/2017   CHF     73.29
Leonteq Securities AG         7.20    4/24/2017   EUR     59.99
Notenstein La Roche Private   6.50     7/2/2018   USD     60.91
UBS AG                        9.00     7/3/2017   CHF     66.90
EFG International Finance G   5.00    8/15/2017   CHF     66.64
Leonteq Securities AG        20.00   10/25/2017   CHF     67.38
Leonteq Securities AG        17.00    8/17/2017   CHF     72.83
HSBC Trinkaus & Burkhardt A   4.00    6/16/2017   EUR     65.52
Vontobel Financial Products   4.00    11/9/2017   EUR     67.67
HSBC Trinkaus & Burkhardt A   9.20    6/23/2017   EUR     72.48
HSBC Trinkaus & Burkhardt A  10.40    1/27/2017   EUR     69.68
HSBC Trinkaus & Burkhardt A  17.00    1/27/2017   EUR     41.55
Goldman Sachs & Co Wertpapi  15.00    1/25/2017   EUR     71.63
Goldman Sachs & Co Wertpapi  19.00    1/25/2017   EUR     67.17
Goldman Sachs & Co Wertpapi  17.00    1/25/2017   EUR     74.72
Goldman Sachs & Co Wertpapi  15.00    1/25/2017   EUR     66.99
Goldman Sachs & Co Wertpapi  19.00    1/25/2017   EUR     61.74
Goldman Sachs & Co Wertpapi  10.00   12/20/2017   EUR     74.54
Goldman Sachs & Co Wertpapi  12.00   12/20/2017   EUR     71.75
Goldman Sachs & Co Wertpapi  19.00    1/25/2017   EUR     71.88
Goldman Sachs & Co Wertpapi  10.00    1/25/2017   EUR     72.48
Goldman Sachs & Co Wertpapi  14.00    1/25/2017   EUR     64.74
Goldman Sachs & Co Wertpapi  18.00    1/25/2017   EUR     60.59
Goldman Sachs & Co Wertpapi   8.00   12/20/2017   EUR     74.53
Goldman Sachs & Co Wertpapi  10.00   12/20/2017   EUR     72.33
Goldman Sachs & Co Wertpapi  11.00   12/20/2017   EUR     69.48
Leonteq Securities AG         8.80    6/21/2017   CHF     72.47
Natixis Structured Issuance  11.70    12/8/2023   EUR     70.00
Notenstein La Roche Private   9.68    6/15/2017   CHF     70.10
Credit Suisse AG/Nassau       7.13    6/26/2017   CHF     68.52
UBS AG/London                 9.75    3/24/2017   EUR     56.86
UBS AG/London                 7.00    3/24/2017   EUR     62.27
Goldman Sachs & Co Wertpapi  18.00    3/22/2017   EUR     69.89
Goldman Sachs & Co Wertpapi  19.00    1/25/2017   EUR     67.51
Goldman Sachs & Co Wertpapi  14.00    3/22/2017   EUR     74.67
Goldman Sachs & Co Wertpapi  17.00    3/22/2017   EUR     69.95
Goldman Sachs & Co Wertpapi  15.00    6/21/2017   EUR     72.97
Goldman Sachs & Co Wertpapi  13.00    9/20/2017   EUR     74.63
Goldman Sachs & Co Wertpapi  22.00    1/25/2017   EUR     73.88
Notenstein La Roche Private   6.00    7/11/2017   CHF     71.55
Credit Suisse AG/Nassau       7.25    7/13/2017   CHF     68.98
Vontobel Financial Products  12.50    3/24/2017   EUR     74.20
DZ Bank AG Deutsche Zentral   5.00    1/27/2017   EUR     71.62
DZ Bank AG Deutsche Zentral   9.50    1/27/2017   EUR     71.59
DZ Bank AG Deutsche Zentral   7.50    6/23/2017   EUR     73.98
UBS AG/London                11.70    4/18/2017   EUR     63.42
Bank Julius Baer & Co Ltd/G   9.00    1/19/2017   CHF     73.75
HSBC Trinkaus & Burkhardt A  20.50    3/24/2017   EUR     74.76
Goldman Sachs & Co Wertpapi  17.00    1/25/2017   EUR     73.64
Goldman Sachs & Co Wertpapi  22.00    1/25/2017   EUR     67.42
Goldman Sachs & Co Wertpapi  20.00    2/22/2017   EUR     68.85
Goldman Sachs & Co Wertpapi  17.00    6/21/2017   EUR     73.60
Goldman Sachs & Co Wertpapi  15.00    2/22/2017   EUR     73.85
Goldman Sachs & Co Wertpapi  19.00    2/22/2017   EUR     68.94
Goldman Sachs & Co Wertpapi  21.00    1/25/2017   EUR     69.72
Goldman Sachs & Co Wertpapi  16.00    6/21/2017   EUR     74.82
Goldman Sachs & Co Wertpapi  20.00    2/22/2017   EUR     71.21
Commerzbank AG                4.00    7/19/2017   EUR     59.13
UBS AG/London                 7.00   12/22/2017   EUR     73.65
UBS AG/London                 7.00   12/22/2017   EUR     67.40
UBS AG/London                 4.00   12/22/2017   EUR     66.12
UBS AG/London                 9.00   12/22/2017   EUR     62.29
UBS AG/London                 7.75   12/22/2017   EUR     41.99
Notenstein La Roche Private   5.04    8/28/2017   CHF     67.87
Leonteq Securities AG/Guern   4.68    8/29/2017   CHF     69.45
Leonteq Securities AG/Guern   5.99    9/11/2017   EUR     44.79
UniCredit Bank AG             4.00   10/14/2019   EUR     52.96
DekaBank Deutsche Girozentr   3.00    6/12/2018   EUR     68.05
Lehman Brothers Treasury Co  12.40    6/12/2009   USD      1.21
Lehman Brothers Treasury Co   0.50     6/2/2020   EUR      1.21
Lehman Brothers Treasury Co  11.00     7/4/2011   USD      1.21
Lehman Brothers Treasury Co  11.00     7/4/2011   CHF      1.21
Kaupthing ehf                 7.50    12/5/2014   ISK     17.63
Lehman Brothers Treasury Co  16.00   12/26/2008   USD      1.21
Lehman Brothers Treasury Co   2.50    8/15/2012   CHF      1.21
Lehman Brothers Treasury Co  13.15   10/30/2008   USD      1.21
Lehman Brothers Treasury Co   0.50     8/1/2020   EUR      1.21
Lehman Brothers Treasury Co  16.80    8/21/2009   USD      1.21
Lehman Brothers Treasury Co  14.10   11/12/2008   USD      1.21
Lehman Brothers Treasury Co   5.25     7/8/2014   EUR      1.21
Lehman Brothers Treasury Co   2.30     6/6/2013   USD      1.21
Lehman Brothers Treasury Co   7.50    5/30/2010   AUD      1.21
Lehman Brothers Treasury Co  11.00     5/9/2020   USD      1.21
Lehman Brothers Treasury Co   4.30     6/4/2012   USD      1.21
Lehman Brothers Treasury Co   4.00     6/5/2011   USD      1.21
Lehman Brothers Treasury Co  13.00    7/25/2012   EUR      1.21
Lehman Brothers Treasury Co   3.00    8/13/2011   EUR      1.21
Lehman Brothers Treasury Co  18.25    10/2/2008   USD      1.21
Lehman Brothers Treasury Co   3.40    9/21/2009   HKD      1.21
Lehman Brothers Treasury Co   1.50   10/12/2010   EUR      1.21
Lehman Brothers Treasury Co   2.50    8/23/2012   GBP      1.21
Lehman Brothers Treasury Co   8.00   10/23/2008   USD      1.21
KPNQwest NV                   7.13     6/1/2009   EUR      0.06
Lehman Brothers Treasury Co   4.60    11/9/2011   EUR      9.25
Lehman Brothers Treasury Co   6.72   12/29/2008   EUR      1.21
Lehman Brothers Treasury Co   7.06   12/29/2008   EUR      1.21
Lehman Brothers Treasury Co   7.63    7/22/2011   HKD      1.21
Lehman Brothers Treasury Co   6.25   11/30/2012   EUR      1.21
Lehman Brothers Treasury Co   1.00    2/26/2010   USD      1.21
Lehman Brothers Treasury Co   7.05     4/8/2015   USD      1.21
Lehman Brothers Treasury Co   7.80    3/31/2018   USD      1.21
Lehman Brothers Treasury Co   3.50    6/20/2011   EUR      1.21
LBI HF                        5.08     3/1/2013   ISK      6.63
Lehman Brothers Treasury Co   7.60    1/31/2013   AUD      1.21
Lehman Brothers Treasury Co   6.45    2/20/2010   AUD      1.21
Lehman Brothers Treasury Co   6.60    5/23/2012   AUD      1.21
Lehman Brothers Treasury Co   3.45    5/23/2013   USD      1.21
Lehman Brothers Treasury Co   5.50    4/23/2014   EUR      1.21
Lehman Brothers Treasury Co   5.00    2/15/2018   EUR      1.21
Lehman Brothers Treasury Co   9.00     5/6/2011   CHF      1.21
Lehman Brothers Treasury Co  10.60    4/22/2014   MXN      1.21
Lehman Brothers Treasury Co   2.50    11/9/2011   CHF      1.21
Lehman Brothers Treasury Co   6.00   10/30/2012   USD      1.21
Lehman Brothers Treasury Co  16.00    10/8/2008   CHF      1.21
Lehman Brothers Treasury Co   3.00    12/3/2012   EUR      1.21
Lehman Brothers Treasury Co  11.00   12/20/2017   AUD      1.21
Lehman Brothers Treasury Co   0.50   12/20/2017   AUD      1.21
Lehman Brothers Treasury Co   0.50   12/20/2017   AUD      1.21
Lehman Brothers Treasury Co   0.50   12/20/2017   AUD      1.21
Lehman Brothers Treasury Co   8.00   12/31/2010   USD      1.21
Lehman Brothers Treasury Co   8.05   12/20/2010   HKD      1.21
Lehman Brothers Treasury Co   0.50   12/20/2017   USD      1.21
Lehman Brothers Treasury Co   0.50   12/20/2017   USD      1.21
Lehman Brothers Treasury Co   0.50   12/20/2017   USD      1.21
Lehman Brothers Treasury Co   0.50   12/20/2017   USD      1.21
Lehman Brothers Treasury Co   5.38     2/4/2014   USD      1.21
Lehman Brothers Treasury Co  13.00    2/16/2009   CHF      1.21
Lehman Brothers Treasury Co   7.00    2/15/2010   CHF      1.21
Lehman Brothers Treasury Co   4.00    7/20/2012   EUR      1.21
Lehman Brothers Treasury Co   4.00   10/12/2010   USD      1.21
Lehman Brothers Treasury Co   6.60     2/9/2009   EUR      1.21
Lehman Brothers Treasury Co   9.50     4/1/2018   USD      1.21
Lehman Brothers Treasury Co   6.00     3/4/2015   USD      1.21
Immigon Portfolioabbau AG     7.00    7/24/2022   EUR     35.00
Kaupthing ehf                 7.00    7/24/2009   ISK     17.63
Lehman Brothers Treasury Co   4.05    9/16/2008   EUR      1.21
Lehman Brothers Treasury Co   7.50    2/14/2010   AUD      1.21
Lehman Brothers Treasury Co   5.50    6/22/2010   USD      9.25
Lehman Brothers Treasury Co  10.00   10/23/2008   USD      1.21
Lehman Brothers Treasury Co  10.00   10/22/2008   USD      1.21
Lehman Brothers Treasury Co  16.00   10/28/2008   USD      1.21
Lehman Brothers Treasury Co   5.00    3/13/2009   EUR      1.21
Lehman Brothers Treasury Co   4.80   11/16/2012   HKD      1.21
Lehman Brothers Treasury Co   5.50   11/30/2012   CZK      1.21
Lehman Brothers Treasury Co  14.90   11/16/2010   EUR      1.21
Lehman Brothers Treasury Co  11.00   12/20/2017   AUD      1.21
Lehman Brothers Treasury Co   0.50   12/20/2017   AUD      9.63
Lehman Brothers Treasury Co   0.50   12/20/2017   AUD      1.21
Lehman Brothers Treasury Co   9.30   12/21/2010   EUR      1.21
KPNQwest NV                   8.88     2/1/2008   EUR      0.06
Lehman Brothers Treasury Co  11.00    2/16/2009   CHF      1.21
Lehman Brothers Treasury Co  10.00    2/16/2009   CHF      1.21
Lehman Brothers Treasury Co  16.00    11/9/2008   USD      1.21
Lehman Brothers Treasury Co  10.00    5/22/2009   USD      1.21
Lehman Brothers Treasury Co   4.60     8/1/2013   EUR      1.21
Lehman Brothers Treasury Co   8.00    5/22/2009   USD      1.21
Lehman Brothers Treasury Co   7.60     3/4/2010   NZD      1.21
Lehman Brothers Treasury Co  17.00     6/2/2009   USD      1.21
Lehman Brothers Treasury Co  13.50     6/2/2009   USD      1.21
Lehman Brothers Treasury Co   3.00     6/3/2010   EUR      1.21
Lehman Brothers Treasury Co  12.00     7/4/2011   EUR      1.21
Kaupthing ehf                 6.50    10/8/2010   ISK     17.63
Lehman Brothers Treasury Co   2.30    6/27/2013   USD      1.21
Lehman Brothers Treasury Co   2.37    7/15/2013   USD      1.21
Lehman Brothers Treasury Co  13.43     1/8/2009   ILS      1.21
Lehman Brothers Treasury Co   7.75     1/3/2012   AUD      1.21
Lehman Brothers Treasury Co   3.10     6/4/2010   USD      1.21
Lehman Brothers Treasury Co   1.95    11/4/2013   EUR      1.21
Lehman Brothers Treasury Co  12.22   11/21/2017   USD      1.21
Lehman Brothers Treasury Co   0.80   12/30/2016   EUR      1.21
Lehman Brothers Treasury Co   9.00    5/15/2022   USD      1.21
Lehman Brothers Treasury Co  10.00     1/3/2012   BRL      1.21
Lehman Brothers Treasury Co   6.00    5/23/2018   CZK      1.21
Lehman Brothers Treasury Co   4.00    5/30/2010   USD      1.21
Lehman Brothers Treasury Co   4.00    5/17/2010   USD      1.21
Royal Bank of Scotland PLC/   6.20     9/7/2018   GBP      1.07
Lehman Brothers Treasury Co   7.50    6/15/2017   USD      1.21
Lehman Brothers Treasury Co   6.00   12/30/2017   EUR      1.21
Royal Bank of Scotland PLC/   1.33   10/26/2018   GBP      1.06
Lehman Brothers Treasury Co   2.48    5/12/2009   USD      1.21
Lehman Brothers Treasury Co   2.25    5/12/2009   USD      1.21
HSBC Trinkaus & Burkhardt A  15.20    6/23/2017   EUR     61.89
Lehman Brothers Treasury Co   1.68     3/5/2015   EUR      1.21
Lehman Brothers Treasury Co   5.00    4/24/2017   EUR      1.21
Lehman Brothers Treasury Co   4.25    5/15/2010   EUR      1.21
Lehman Brothers Treasury Co   3.35   10/13/2016   EUR      1.21
DZ Bank AG Deutsche Zentral   8.00    3/24/2017   EUR     66.91
UBS AG                        7.00   12/22/2017   EUR     66.55
UBS AG                        7.75   12/22/2017   EUR     67.92
UBS AG                       10.25   12/22/2017   EUR     47.83
UBS AG                        8.50   12/22/2017   EUR     51.37
UBS AG                        4.75   12/22/2017   EUR     74.65
UBS AG                        6.75   12/22/2017   EUR     57.96
UBS AG                        8.25   12/22/2017   EUR     53.15
UBS AG                        6.25   12/22/2017   EUR     57.26
DekaBank Deutsche Girozentr   3.40     3/5/2018   EUR     72.79
UniCredit Bank AG             4.30   12/22/2017   EUR     68.12
DekaBank Deutsche Girozentr   3.30    2/26/2018   EUR     56.30
UniCredit Bank AG             4.30   10/29/2018   EUR     67.02
Landesbank Baden-Wuerttembe   3.90    6/23/2017   EUR     72.82
UBS AG                       10.25   12/22/2017   EUR     58.50
UBS AG                       13.00   12/22/2017   EUR     74.19
UBS AG                        7.75   12/22/2017   EUR     46.56
UBS AG                        8.25   12/22/2017   EUR     41.42
UBS AG                       10.50   12/22/2017   EUR     49.60
UBS AG                        9.50   12/22/2017   EUR     50.99
UBS AG                        6.50   12/22/2017   EUR     57.46
Landesbank Baden-Wuerttembe   3.30    6/22/2018   EUR     68.04
DekaBank Deutsche Girozentr   3.10    2/26/2018   EUR     73.93
Landesbank Baden-Wuerttembe   3.00    5/25/2018   EUR     70.63
DekaBank Deutsche Girozentr   3.45     6/1/2018   EUR     60.53
UniCredit Bank AG             4.40    9/19/2018   EUR     70.66
UBS AG                        9.50   12/22/2017   EUR     55.53
UBS AG                        5.50   12/22/2017   EUR     74.83
UBS AG                        8.00   12/22/2017   EUR     60.07
UBS AG                        5.50   12/22/2017   EUR     70.10
UBS AG                        7.50   12/22/2017   EUR     54.74
UBS AG                        5.75   12/22/2017   EUR     61.44
UBS AG                        5.00   12/22/2017   EUR     69.48
UBS AG                        4.50   12/22/2017   EUR     68.22
UBS AG                        5.00   12/22/2017   EUR     64.04
UBS AG                        6.50   12/22/2017   EUR     65.78
Leonteq Securities AG/Guern   5.75    3/17/2017   CHF     61.10
UniCredit Bank AG             4.30   10/17/2018   EUR     69.92
Barclays Bank PLC             4.17     1/5/2017   EUR     16.92
Landesbank Baden-Wuerttembe   3.55    6/23/2017   EUR     68.48
Landesbank Baden-Wuerttembe   3.15    6/22/2018   EUR     66.58
UBS AG                        5.00   12/22/2017   EUR     74.03
Credit Suisse AG/Nassau       5.25    5/14/2018   CHF     62.87
Landesbank Baden-Wuerttembe   3.05    6/22/2018   EUR     72.10
UBS AG                        4.50   12/22/2017   EUR     60.11
UniCredit Bank AG             4.10    9/28/2018   EUR     63.90
DekaBank Deutsche Girozentr   3.10     5/5/2017   EUR     71.24
DekaBank Deutsche Girozentr   3.40     4/9/2018   EUR     60.25
Landesbank Baden-Wuerttembe   3.60    6/23/2017   EUR     73.29
DekaBank Deutsche Girozentr   3.15    5/18/2018   EUR     47.35
UBS AG                        5.00   12/22/2017   EUR     67.65
UBS AG                        4.75   12/22/2017   EUR     57.29
UBS AG/London                 5.00    8/14/2017   CHF     55.40
Landesbank Baden-Wuerttembe   3.00    2/23/2018   EUR     65.21
Leonteq Securities AG/Guern  10.58     2/3/2017   USD     22.68
UBS AG/London                14.50    7/20/2017   USD     58.00
Goldman Sachs & Co Wertpapi  24.00    4/26/2017   EUR     73.26
Goldman Sachs & Co Wertpapi  24.00    6/21/2017   EUR     72.64
Goldman Sachs & Co Wertpapi  22.00    7/26/2017   EUR     73.92
Goldman Sachs & Co Wertpapi  21.00    8/23/2017   EUR     74.98
Landesbank Baden-Wuerttembe   3.00    8/24/2018   EUR     62.70
Landesbank Baden-Wuerttembe   3.40    6/22/2018   EUR     55.10
Landesbank Baden-Wuerttembe   2.70    7/27/2018   EUR     70.91
Landesbank Baden-Wuerttembe   4.20    6/23/2017   EUR     67.67
Landesbank Baden-Wuerttembe   3.40    8/24/2018   EUR     67.10
Landesbank Baden-Wuerttembe   3.00   10/27/2017   EUR     71.44
Landesbank Baden-Wuerttembe   5.00   10/27/2017   EUR     67.59
Landesbank Baden-Wuerttembe   5.00   10/27/2017   EUR     63.99
Landesbank Baden-Wuerttembe   4.00   10/27/2017   EUR     67.75
Landesbank Baden-Wuerttembe   2.50    2/24/2017   EUR     56.64
Landesbank Baden-Wuerttembe   2.50    2/24/2017   EUR     74.15
Landesbank Baden-Wuerttembe   2.50    2/24/2017   EUR     67.91
Landesbank Baden-Wuerttembe   3.50    2/24/2017   EUR     54.01
Landesbank Baden-Wuerttembe   3.50    2/24/2017   EUR     69.20
Landesbank Baden-Wuerttembe   3.50    2/24/2017   EUR     62.87
Landesbank Baden-Wuerttembe   3.50    2/24/2017   EUR     74.44
Landesbank Baden-Wuerttembe   4.50    2/24/2017   EUR     74.81
Landesbank Baden-Wuerttembe   4.50    2/24/2017   EUR     65.43
Landesbank Baden-Wuerttembe   4.50    2/24/2017   EUR     71.92
Landesbank Baden-Wuerttembe   4.50    2/24/2017   EUR     58.82
Landesbank Baden-Wuerttembe   4.50    2/24/2017   EUR     70.28
Landesbank Baden-Wuerttembe   5.50    2/24/2017   EUR     70.78
Landesbank Baden-Wuerttembe   5.50    2/24/2017   EUR     62.08
Landesbank Baden-Wuerttembe   5.50    2/24/2017   EUR     55.31
Landesbank Baden-Wuerttembe   5.50    2/24/2017   EUR     66.94
Landesbank Baden-Wuerttembe   4.00    2/24/2017   EUR     73.59
Landesbank Baden-Wuerttembe   5.00    2/24/2017   EUR     74.18
Landesbank Baden-Wuerttembe   5.00    2/24/2017   EUR     70.27
Landesbank Baden-Wuerttembe   6.00    2/24/2017   EUR     70.17
Landesbank Baden-Wuerttembe   3.60    9/22/2017   EUR     71.56
Landesbank Baden-Wuerttembe   3.90    7/28/2017   EUR     48.39
Landesbank Baden-Wuerttembe   5.00    3/24/2017   EUR     74.07
Landesbank Baden-Wuerttembe   5.00    3/24/2017   EUR     72.65
Landesbank Baden-Wuerttembe   4.00    3/24/2017   EUR     70.16
Landesbank Baden-Wuerttembe   5.00    3/24/2017   EUR     66.10
Landesbank Baden-Wuerttembe   6.00    3/24/2017   EUR     62.61
Landesbank Baden-Wuerttembe   3.00    3/24/2017   EUR     64.69
Landesbank Baden-Wuerttembe   4.00    3/24/2017   EUR     60.88
Landesbank Baden-Wuerttembe   5.00    3/24/2017   EUR     57.73
Landesbank Baden-Wuerttembe   3.00    3/24/2017   EUR     68.78
Landesbank Baden-Wuerttembe   4.00    3/24/2017   EUR     64.62
Landesbank Baden-Wuerttembe   5.00    3/24/2017   EUR     61.93
Landesbank Baden-Wuerttembe   2.50    3/24/2017   EUR     55.77
Landesbank Baden-Wuerttembe   4.00    3/24/2017   EUR     52.17
Landesbank Baden-Wuerttembe   4.50    3/24/2017   EUR     71.21
Landesbank Baden-Wuerttembe   3.00    3/24/2017   EUR     67.10
Landesbank Baden-Wuerttembe   6.00    9/22/2017   EUR     74.01
Landesbank Baden-Wuerttembe   3.00    9/22/2017   EUR     62.91
Leonteq Securities AG         6.00   10/12/2017   CHF     65.99
UniCredit Bank AG             4.50    9/19/2017   EUR     62.67
UniCredit Bank AG             5.40    6/30/2017   EUR     59.66
UBS AG                        8.25   12/22/2017   EUR     60.08
UBS AG                        7.00   12/22/2017   EUR     62.72
UBS AG                        5.00   12/22/2017   EUR     67.81
UBS AG                        8.75   12/22/2017   EUR     57.61
UBS AG                        4.00   12/22/2017   EUR     73.13
UBS AG                       10.25   12/22/2017   EUR     53.72
UBS AG                       11.75   12/22/2017   EUR     50.93
UBS AG                        9.50   12/22/2017   EUR     54.88
UBS AG                       10.50   12/22/2017   EUR     50.94
BNP Paribas Emissions- und   23.00   12/21/2017   EUR     74.44
BNP Paribas Emissions- und   28.00   12/21/2017   EUR     69.23
BNP Paribas Emissions- und   25.00    6/22/2017   EUR     74.38
BNP Paribas Emissions- und   28.00    6/22/2017   EUR     68.38
BNP Paribas Emissions- und   26.00   12/21/2017   EUR     70.46
BNP Paribas Emissions- und   29.00   12/21/2017   EUR     73.88
BNP Paribas Emissions- und   28.00    3/23/2017   EUR     72.69
BNP Paribas Emissions- und   26.00    6/22/2017   EUR     66.80
BNP Paribas Emissions- und   23.00   12/21/2017   EUR     67.25
BNP Paribas Emissions- und   29.00    3/23/2017   EUR     70.18
BNP Paribas Emissions- und   24.00   12/21/2017   EUR     74.75
BNP Paribas Emissions- und   12.00    3/23/2017   EUR     74.62
BNP Paribas Emissions- und   18.00    3/23/2017   EUR     64.89
BNP Paribas Emissions- und   22.00    3/23/2017   EUR     61.40
BNP Paribas Emissions- und   15.00    3/23/2017   EUR     74.55
BNP Paribas Emissions- und   16.00    6/22/2017   EUR     72.26
BNP Paribas Emissions- und   28.00    6/22/2017   EUR     61.71
BNP Paribas Emissions- und   28.00   12/21/2017   EUR     74.13
BNP Paribas Emissions- und   27.00    3/23/2017   EUR     72.63
BNP Paribas Emissions- und   27.00   12/21/2017   EUR     72.43
BNP Paribas Emissions- und   18.00    6/22/2017   EUR     62.31
BNP Paribas Emissions- und   21.00    6/22/2017   EUR     58.60
BNP Paribas Emissions- und   25.00   12/21/2017   EUR     58.10
BNP Paribas Emissions- und   18.00    3/23/2017   EUR     62.55
BNP Paribas Emissions- und   15.00    3/23/2017   EUR     73.73
BNP Paribas Emissions- und   22.00    3/23/2017   EUR     65.85
BNP Paribas Emissions- und   27.00   12/21/2017   EUR     64.35
BNP Paribas Emissions- und   13.00    6/22/2017   EUR     66.51
BNP Paribas Emissions- und   25.00    6/22/2017   EUR     49.19
BNP Paribas Emissions- und   25.00   12/21/2017   EUR     54.04
Vontobel Financial Products   8.00    3/24/2017   EUR     73.75
BNP Paribas Emissions- und   28.00    3/23/2017   EUR     71.20
BNP Paribas Emissions- und   27.00   12/21/2017   EUR     71.63
BNP Paribas Emissions- und   29.00    6/22/2017   EUR     68.68
BNP Paribas Emissions- und   28.00   12/21/2017   EUR     71.74
BNP Paribas Emissions- und   25.00   12/21/2017   EUR     73.94
BNP Paribas Emissions- und   28.00   12/21/2017   EUR     71.32
BNP Paribas Emissions- und   25.00    3/23/2017   EUR     70.98
BNP Paribas Emissions- und   22.00    3/23/2017   EUR     65.98
BNP Paribas Emissions- und   29.00    3/23/2017   EUR     59.87
BNP Paribas Emissions- und   22.00   12/21/2017   EUR     71.37
BNP Paribas Emissions- und   26.00   12/21/2017   EUR     68.12
BNP Paribas Emissions- und   29.00    6/22/2017   EUR     73.06
BNP Paribas Emissions- und   29.00   12/21/2017   EUR     65.66
BNP Paribas Emissions- und   27.00   12/21/2017   EUR     71.63
BNP Paribas Emissions- und   28.00    3/23/2017   EUR     55.63
BNP Paribas Emissions- und   27.00   12/21/2017   EUR     61.87
BNP Paribas Emissions- und   28.00   12/21/2017   EUR     72.68
BNP Paribas Emissions- und   27.00   12/21/2017   EUR     71.82
BNP Paribas Emissions- und   15.00   12/21/2017   EUR     74.28
BNP Paribas Emissions- und   22.00   12/21/2017   EUR     68.68
BNP Paribas Emissions- und   29.00   12/21/2017   EUR     73.97
BNP Paribas Emissions- und   28.00   12/21/2017   EUR     73.80
BNP Paribas Emissions- und   28.00    3/23/2017   EUR     63.81
BNP Paribas Emissions- und   22.00    3/23/2017   EUR     69.17
BNP Paribas Emissions- und   28.00    3/23/2017   EUR     64.04
BNP Paribas Emissions- und   17.00   12/21/2017   EUR     74.36
BNP Paribas Emissions- und   25.00   12/21/2017   EUR     68.22
BNP Paribas Emissions- und   10.00   12/21/2017   EUR     74.52
BNP Paribas Emissions- und   13.00   12/21/2017   EUR     69.43
BNP Paribas Emissions- und   28.00    3/23/2017   EUR     53.30
BNP Paribas Emissions- und   13.00    3/23/2017   EUR     65.14
BNP Paribas Emissions- und   16.00    3/23/2017   EUR     58.89
BNP Paribas Emissions- und   19.00    3/23/2017   EUR     54.00
BNP Paribas Emissions- und   22.00    3/23/2017   EUR     50.12
BNP Paribas Emissions- und   25.00    3/23/2017   EUR     47.00
BNP Paribas Emissions- und   28.00    3/23/2017   EUR     44.46
BNP Paribas Emissions- und   15.00   12/21/2017   EUR     63.63
BNP Paribas Emissions- und   19.00   12/21/2017   EUR     58.03
BNP Paribas Emissions- und   22.00   12/21/2017   EUR     55.37
Goldman Sachs & Co Wertpapi  16.00    3/22/2017   EUR     74.19
Vontobel Financial Products  12.25    3/10/2017   EUR     68.21
Vontobel Financial Products  11.75     6/9/2017   EUR     70.69
Goldman Sachs & Co Wertpapi  16.00    3/22/2017   EUR     62.95
Leonteq Securities AG        11.20    1/26/2017   CHF     73.73
Leonteq Securities AG        10.20    1/26/2017   CHF     63.46
Deutsche Bank AG              5.20    3/21/2017   EUR     72.70
Deutsche Bank AG              5.20    3/21/2017   EUR     69.90
Deutsche Bank AG              7.20    3/21/2017   EUR     73.10
Deutsche Bank AG              7.20    3/21/2017   EUR     70.30
DekaBank Deutsche Girozentr   2.60   10/12/2018   EUR     74.98
Goldman Sachs & Co Wertpapi  16.00    6/21/2017   EUR     67.94
Societe Generale Effekten G   8.47    6/23/2017   EUR     73.14
Societe Generale Effekten G   8.81    6/23/2017   EUR     57.32
Societe Generale Effekten G  11.68    6/23/2017   EUR     53.14
UBS AG/London                 3.81   10/28/2017   USD     65.75
Notenstein La Roche Private   7.70     5/9/2017   CHF     62.39
Landesbank Baden-Wuerttembe   4.00    4/28/2017   EUR     73.18
Landesbank Baden-Wuerttembe   5.00    4/28/2017   EUR     70.24
Landesbank Baden-Wuerttembe   3.00    4/28/2017   EUR     72.44
Landesbank Baden-Wuerttembe   4.00    4/28/2017   EUR     69.87
Vontobel Financial Products   8.25    3/10/2017   EUR     73.73
Vontobel Financial Products   8.65    3/10/2017   EUR     62.85
UBS AG/London                10.20    2/10/2017   EUR     74.01
UBS AG/London                 4.70    2/10/2017   EUR     69.08
Goldman Sachs & Co Wertpapi  10.00    6/21/2017   EUR     65.21
UBS AG/London                20.36     6/6/2017   USD      6.88
Goldman Sachs & Co Wertpapi  10.00    6/21/2017   EUR     69.23
Goldman Sachs & Co Wertpapi  11.00    6/21/2017   EUR     69.70
Goldman Sachs & Co Wertpapi  11.00    6/21/2017   EUR     65.67
Notenstein La Roche Private   4.80   11/14/2018   CHF     72.01
Goldman Sachs International   1.00    12/5/2017   SEK     13.58
Notenstein La Roche Private   5.30   11/14/2018   CHF     74.73
Notenstein La Roche Private   3.00    9/22/2020   CHF     68.21
Credit Suisse AG/London       7.00   11/15/2019   USD      8.40
UniCredit Bank AG             3.50    1/29/2020   EUR     74.51
Credit Suisse AG/London       8.00   11/29/2019   USD      8.50
Notenstein La Roche Private   5.50   12/28/2018   CHF     71.79
Notenstein La Roche Private   5.00    1/14/2019   CHF     68.71
Notenstein La Roche Private   8.50    1/16/2017   EUR     52.97
Notenstein La Roche Private   5.50    1/14/2019   CHF     73.53
Leonteq Securities AG         8.20    1/16/2017   CHF     73.72
Notenstein La Roche Private   4.50   10/31/2018   CHF     66.67
Leonteq Securities AG         3.00    9/19/2019   CHF     57.48
DekaBank Deutsche Girozentr   7.15   10/27/2017   EUR     47.63
Notenstein La Roche Private   5.00   10/31/2018   CHF     69.32
Landesbank Baden-Wuerttembe   3.25   12/22/2017   EUR     69.65
UniCredit Bank AG             4.00    6/26/2018   EUR     64.79
UniCredit Bank AG             4.60    6/30/2017   EUR     56.84
Landesbank Baden-Wuerttembe   3.25    1/26/2018   EUR     65.36
Landesbank Hessen-Thueringe   4.00    1/16/2018   EUR     64.83
Barclays Bank PLC             4.17     1/5/2017   EUR     22.20
Landesbank Baden-Wuerttembe   3.25    6/23/2017   EUR     73.62
Leonteq Securities AG/Guern   5.00   12/27/2019   EUR     70.47
Leonteq Securities AG         6.00    2/20/2017   CHF     50.76
Bayerische Landesbank         3.00     3/9/2018   EUR     60.92
Leonteq Securities AG         7.20     3/6/2017   CHF     64.94
Leonteq Securities AG         7.80    2/27/2017   EUR     60.94
DekaBank Deutsche Girozentr   2.40    2/17/2017   EUR     63.04
UniCredit Bank AG             5.00    6/25/2019   EUR     64.02
Landesbank Hessen-Thueringe   5.00    3/27/2019   EUR     66.99
EFG International Finance G   7.20    2/25/2019   EUR     29.35
Leonteq Securities AG         5.20     3/6/2017   CHF     73.70
UniCredit Bank AG             3.75    10/2/2020   EUR     68.73
DekaBank Deutsche Girozentr   2.50    2/24/2017   EUR     73.87
DekaBank Deutsche Girozentr   3.00   12/17/2018   EUR     48.23
DZ Bank AG Deutsche Zentral   5.00     2/6/2018   EUR     70.65
DekaBank Deutsche Girozentr   3.20    1/14/2019   EUR     61.21
Leonteq Securities AG         6.00    1/30/2017   CHF     69.45
UniCredit Bank AG             3.75     9/7/2020   EUR     71.06
DekaBank Deutsche Girozentr   2.75    7/17/2019   EUR     73.58
Vontobel Financial Products   6.20     2/4/2019   EUR     72.27
Notenstein La Roche Private   8.00     2/6/2017   EUR     71.00
DekaBank Deutsche Girozentr   2.75     2/2/2018   EUR     72.58
Commerzbank AG                5.24    2/16/2017   EUR     63.67
Notenstein La Roche Private   5.00    2/27/2019   CHF     68.84
Notenstein La Roche Private   5.70    2/27/2019   CHF     67.55
BNP Paribas Emissions- und   27.00    6/22/2017   EUR     72.94
BNP Paribas Emissions- und   25.00    6/22/2017   EUR     62.66
BNP Paribas Emissions- und   19.00   12/21/2017   EUR     69.35
BNP Paribas Emissions- und   28.00   12/21/2017   EUR     63.54
BNP Paribas Emissions- und   19.00    3/23/2017   EUR     68.13
BNP Paribas Emissions- und   24.00    3/23/2017   EUR     63.40
BNP Paribas Emissions- und   28.00    3/23/2017   EUR     59.42
BNP Paribas Emissions- und   16.00    6/22/2017   EUR     71.14
BNP Paribas Emissions- und   13.00    6/22/2017   EUR     60.39
BNP Paribas Emissions- und   19.00    6/22/2017   EUR     54.23
BNP Paribas Emissions- und   28.00   12/21/2017   EUR     54.37
BNP Paribas Emissions- und   24.00    3/23/2017   EUR     59.77
BNP Paribas Emissions- und   12.00   12/21/2017   EUR     72.46
BNP Paribas Emissions- und   18.00    3/23/2017   EUR     66.19
BNP Paribas Emissions- und   22.00    3/23/2017   EUR     62.60
BNP Paribas Emissions- und   25.00    6/22/2017   EUR     60.18
BNP Paribas Emissions- und   27.00    6/22/2017   EUR     58.26
BNP Paribas Emissions- und   19.00   12/21/2017   EUR     66.88
BNP Paribas Emissions- und   22.00   12/21/2017   EUR     64.38
BNP Paribas Emissions- und   25.00   12/21/2017   EUR     62.99
BNP Paribas Emissions- und   27.00   12/21/2017   EUR     61.40
BNP Paribas Emissions- und   22.00    3/23/2017   EUR     72.32
BNP Paribas Emissions- und   26.00    3/23/2017   EUR     68.00
DZ Bank AG Deutsche Zentral  15.75    2/24/2017   EUR     67.38
Communaute Francaise de Bel   0.50    6/27/2046   EUR     68.32
DZ Bank AG Deutsche Zentral   9.25    7/28/2017   EUR     64.73
UBS AG/London                 4.40    6/25/2018   USD     49.75
UBS AG/London                 4.47    6/25/2018   USD     61.03
UBS AG/London                 4.98   12/26/2017   USD     41.97
HSBC Trinkaus & Burkhardt A   8.20    9/22/2017   EUR     64.82
Credit Suisse AG/London       8.55    1/30/2026   USD     10.03
Societe Generale Effekten G  14.99    3/24/2017   EUR     72.10
Societe Generale Effekten G  15.64    6/23/2017   EUR     74.74
HSBC Trinkaus & Burkhardt A  11.80    3/24/2017   EUR     74.66
Zurcher Kantonalbank Financ  14.30   10/11/2017   CHF     72.31
Bank Julius Baer & Co Ltd/G  11.60   10/11/2017   CHF     64.00
UBS AG/London                15.00    10/5/2017   CHF     67.70
Noyabrskaya Pge OOO           8.50   11/10/2020   RUB     60.00
Podkarpacki Bank Spoldzielc   5.80   10/24/2024   PLN     61.80
Transgazservice LLP          10.50    11/8/2019   RUB      1.10
Goldman Sachs & Co Wertpapi  10.00    3/22/2017   EUR     68.19
Goldman Sachs & Co Wertpapi  12.00    3/22/2017   EUR     64.50
Goldman Sachs & Co Wertpapi  11.00    6/21/2017   EUR     65.70
Goldman Sachs & Co Wertpapi  10.00    6/21/2017   EUR     69.25
HSBC Trinkaus & Burkhardt A   6.30    3/24/2017   EUR     74.24
HSBC Trinkaus & Burkhardt A   6.70    3/24/2017   EUR     60.35
HSBC Trinkaus & Burkhardt A   6.50    3/24/2017   EUR     68.44
HSBC Trinkaus & Burkhardt A   7.40    3/24/2017   EUR     62.08
HSBC Trinkaus & Burkhardt A   6.70    3/24/2017   EUR     67.83
Landesbank Baden-Wuerttembe   2.60    2/24/2017   EUR     67.25
UBS AG/London                 6.25    7/24/2017   CHF     70.70
Landesbank Baden-Wuerttembe   2.60    8/23/2019   EUR     68.70
Zurcher Kantonalbank Financ   5.00    7/27/2017   CHF     74.86
Vontobel Financial Products   6.80    1/27/2017   EUR     72.52
Credit Suisse AG/Nassau       7.00     8/7/2017   CHF     74.45
Zurcher Kantonalbank Financ   5.50    1/30/2017   CHF     65.80
Goldman Sachs & Co Wertpapi  13.00    3/22/2017   EUR     50.77
Goldman Sachs & Co Wertpapi   9.00    6/21/2017   EUR     58.18
Goldman Sachs & Co Wertpapi  12.00    6/21/2017   EUR     53.64
Landesbank Baden-Wuerttembe   4.50    8/25/2017   EUR     74.54
Landesbank Baden-Wuerttembe   3.50    8/25/2017   EUR     74.46
Landesbank Baden-Wuerttembe   4.50    8/25/2017   EUR     70.97
Landesbank Baden-Wuerttembe   2.50    8/25/2017   EUR     74.80
Landesbank Baden-Wuerttembe   3.50    8/25/2017   EUR     70.74
Landesbank Baden-Wuerttembe   4.50    8/25/2017   EUR     67.52
Landesbank Baden-Wuerttembe   3.00    8/25/2017   EUR     71.61
Landesbank Baden-Wuerttembe   4.00    8/25/2017   EUR     68.36
Landesbank Baden-Wuerttembe   5.00    8/25/2017   EUR     65.87
Landesbank Baden-Wuerttembe   3.00    8/25/2017   EUR     67.68
Landesbank Baden-Wuerttembe   4.00    8/25/2017   EUR     64.17
Landesbank Baden-Wuerttembe   5.00    8/25/2017   EUR     61.44
Landesbank Baden-Wuerttembe   3.00    8/25/2017   EUR     72.17
EFG International Finance G   7.20    7/29/2020   EUR     51.37
Notenstein La Roche Private   4.00    1/31/2017   EUR     71.71
Zurcher Kantonalbank Financ   4.00    8/24/2018   CHF     74.55
Credit Suisse AG/Nassau       5.50     8/3/2017   EUR     72.69
Bank Julius Baer & Co Ltd/G   4.75    2/13/2017   CHF     72.90
Bank Julius Baer & Co Ltd/G   9.05    2/13/2017   EUR     70.05
Zurcher Kantonalbank Financ   5.75     2/6/2017   EUR     74.60
DekaBank Deutsche Girozentr   2.60    6/23/2017   EUR     66.54
Notenstein La Roche Private   7.00    8/14/2017   CHF     71.55
Leonteq Securities AG         5.20    8/14/2018   CHF     67.39
Goldman Sachs & Co Wertpapi   9.00    6/21/2017   EUR     67.28
Goldman Sachs & Co Wertpapi  13.00    6/21/2017   EUR     60.19
Credit Suisse AG/London       7.70    8/20/2025   USD      8.64
Notenstein La Roche Private   6.30    2/14/2017   CHF     56.16
Landesbank Baden-Wuerttembe   3.00    6/23/2017   EUR     70.66
Landesbank Baden-Wuerttembe   4.00    6/23/2017   EUR     66.93
Landesbank Baden-Wuerttembe   5.00    6/23/2017   EUR     63.80
Landesbank Baden-Wuerttembe   6.00    6/23/2017   EUR     61.36
Credit Suisse AG/Nassau       6.38    6/12/2017   EUR     62.94
Vontobel Financial Products   5.00    1/10/2017   EUR     60.50
Landesbank Baden-Wuerttembe   2.75    7/26/2019   EUR     72.83
UniCredit Bank AG             3.80    7/23/2020   EUR     69.40
Leonteq Securities AG         3.00     7/8/2019   CHF     74.58
Notenstein La Roche Private   3.00     7/3/2019   CHF     73.86
UniCredit Bank AG             4.40    7/13/2018   EUR     67.79
Notenstein La Roche Private   6.50    6/26/2017   EUR     65.86
Raiffeisen Centrobank AG      6.24    3/22/2017   EUR     72.96
Raiffeisen Centrobank AG      9.07    3/22/2017   EUR     73.43
Raiffeisen Centrobank AG      7.37    3/22/2017   EUR     73.71
Landesbank Baden-Wuerttembe   3.00    7/26/2019   EUR     74.98
EFG International Finance G   5.30    6/24/2019   EUR     72.37
Goldman Sachs & Co Wertpapi   6.00    3/22/2017   EUR     73.69
Goldman Sachs & Co Wertpapi   8.00    3/22/2017   EUR     67.74
Goldman Sachs & Co Wertpapi  10.00    3/22/2017   EUR     62.74
Goldman Sachs & Co Wertpapi  14.00    3/22/2017   EUR     54.99
Goldman Sachs & Co Wertpapi   6.00    6/21/2017   EUR     74.38
Goldman Sachs & Co Wertpapi   8.00    6/21/2017   EUR     69.42
Goldman Sachs & Co Wertpapi  10.00    6/21/2017   EUR     65.15
Goldman Sachs & Co Wertpapi  13.00    6/21/2017   EUR     58.09
Goldman Sachs & Co Wertpapi   5.00    3/22/2017   EUR     72.73
Goldman Sachs & Co Wertpapi   6.00    3/22/2017   EUR     70.17
Goldman Sachs & Co Wertpapi   7.00    3/22/2017   EUR     67.79
Goldman Sachs & Co Wertpapi   8.00    3/22/2017   EUR     63.33
Goldman Sachs & Co Wertpapi  10.00    3/22/2017   EUR     59.68
Goldman Sachs & Co Wertpapi  14.00    3/22/2017   EUR     53.80
Goldman Sachs & Co Wertpapi   6.00    6/21/2017   EUR     71.19
Goldman Sachs & Co Wertpapi   6.00    6/21/2017   EUR     73.73
Goldman Sachs & Co Wertpapi   7.00    6/21/2017   EUR     69.24
Goldman Sachs & Co Wertpapi   8.00    6/21/2017   EUR     65.23
Goldman Sachs & Co Wertpapi  10.00    6/21/2017   EUR     62.19
Goldman Sachs & Co Wertpapi  13.00    6/21/2017   EUR     56.92
Goldman Sachs & Co Wertpapi   7.00    3/22/2017   EUR     67.27
Goldman Sachs & Co Wertpapi   8.00    3/22/2017   EUR     64.04
Goldman Sachs & Co Wertpapi   9.00    3/22/2017   EUR     61.15
Goldman Sachs & Co Wertpapi  13.00    3/22/2017   EUR     54.30
Goldman Sachs & Co Wertpapi   6.00    6/21/2017   EUR     71.40
Goldman Sachs & Co Wertpapi   7.00    6/21/2017   EUR     68.16
Goldman Sachs & Co Wertpapi   8.00    6/21/2017   EUR     65.27
Goldman Sachs & Co Wertpapi  10.00    6/21/2017   EUR     63.16
Goldman Sachs & Co Wertpapi  13.00    6/21/2017   EUR     56.98
Goldman Sachs & Co Wertpapi   7.00    3/22/2017   EUR     68.36
UBS AG/London                 9.25    6/26/2017   CHF     63.50
UBS AG/London                 7.00    6/26/2017   EUR     66.10
Landesbank Baden-Wuerttembe   3.70    7/27/2018   EUR     72.04
UBS AG/London                 9.40    6/30/2017   EUR     45.90
EFG International Finance G   7.20    6/26/2017   GBP     23.72
Vontobel Financial Products   3.10     1/2/2017   EUR     63.20
Zurcher Kantonalbank Financ   8.50    7/17/2017   CHF     63.43
Zurcher Kantonalbank Financ   9.00    7/17/2017   EUR     74.43
UBS AG/London                 7.50     7/3/2017   EUR     61.85
Banque Cantonale Vaudoise     7.25     7/3/2017   CHF     61.74
Landesbank Baden-Wuerttembe   3.00    3/24/2017   EUR     61.77
Landesbank Baden-Wuerttembe   4.00    3/24/2017   EUR     58.22
Landesbank Baden-Wuerttembe   5.00    3/24/2017   EUR     55.26
Landesbank Baden-Wuerttembe   6.00    3/24/2017   EUR     52.65
Landesbank Baden-Wuerttembe   3.00    3/24/2017   EUR     66.51
Landesbank Baden-Wuerttembe   4.00    3/24/2017   EUR     62.51
Landesbank Baden-Wuerttembe   5.50    3/24/2017   EUR     57.93
Landesbank Baden-Wuerttembe   4.80    6/23/2017   EUR     67.23
Landesbank Baden-Wuerttembe   3.25    7/28/2017   EUR     70.10
Landesbank Baden-Wuerttembe   3.00    6/23/2017   EUR     72.24
Landesbank Baden-Wuerttembe   4.40    8/25/2017   EUR     74.49
Landesbank Baden-Wuerttembe   3.70    8/25/2017   EUR     74.56
Landesbank Baden-Wuerttembe   4.50    8/25/2017   EUR     68.77
Landesbank Baden-Wuerttembe   3.55    8/25/2017   EUR     42.52
Landesbank Baden-Wuerttembe   3.70    9/22/2017   EUR     69.35
Landesbank Baden-Wuerttembe   3.75    9/22/2017   EUR     41.39
Landesbank Baden-Wuerttembe   3.20    9/22/2017   EUR     64.47
Landesbank Baden-Wuerttembe   3.00    6/22/2018   EUR     56.69
Landesbank Baden-Wuerttembe   3.50   11/24/2017   EUR     56.51
Landesbank Baden-Wuerttembe   3.40    6/23/2017   EUR     51.99
Landesbank Baden-Wuerttembe   3.85   10/27/2017   EUR     45.25
Landesbank Baden-Wuerttembe   3.00   11/24/2017   EUR     53.66
Landesbank Baden-Wuerttembe   3.40   11/24/2017   EUR     43.62
Landesbank Baden-Wuerttembe   3.50    1/26/2018   EUR     74.24
Landesbank Baden-Wuerttembe   3.45    3/22/2019   EUR     62.34
Landesbank Baden-Wuerttembe   4.50    3/23/2018   EUR     53.98
Landesbank Baden-Wuerttembe   3.00    6/28/2019   EUR     66.83
Landesbank Baden-Wuerttembe   2.50    6/28/2019   EUR     68.42
Landesbank Baden-Wuerttembe   3.00    6/28/2019   EUR     71.25
Landesbank Baden-Wuerttembe   3.50    6/22/2018   EUR     65.21
Landesbank Baden-Wuerttembe   4.00    8/25/2017   EUR     41.09
Landesbank Baden-Wuerttembe   3.00    9/28/2018   EUR     48.15
Landesbank Baden-Wuerttembe   3.75   10/27/2017   EUR     45.80
Landesbank Baden-Wuerttembe   3.00     1/4/2019   EUR     53.78
Notenstein La Roche Private   5.40    4/21/2017   CHF     74.04
UBS AG/London                 5.00    4/22/2017   CHF     72.95
Leonteq Securities AG         5.00     5/7/2019   CHF     69.42
Leonteq Securities AG         6.00     5/5/2017   CHF     74.62
Notenstein La Roche Private   5.60     5/4/2017   CHF     74.53
Landesbank Baden-Wuerttembe   3.25    8/25/2017   EUR     67.60
Landesbank Baden-Wuerttembe   3.00    6/28/2019   EUR     72.03
Commerzbank AG                7.24    4/27/2017   EUR     56.86
Commerzbank AG                6.24    4/27/2017   EUR     74.18
Leonteq Securities AG         8.00    4/24/2017   USD     59.26
DekaBank Deutsche Girozentr   3.25    4/20/2018   EUR     60.17
DekaBank Deutsche Girozentr   2.60    4/21/2017   EUR     57.43
Landesbank Hessen-Thueringe   4.00     6/5/2019   EUR     74.09
Leonteq Securities AG         6.00     5/4/2017   CHF     74.21
Bank Julius Baer & Co Ltd/G   6.00     5/2/2017   CHF     72.40
Notenstein La Roche Private   4.00     5/8/2018   CHF     61.88
DekaBank Deutsche Girozentr   2.75   10/29/2018   EUR     59.86
EFG International Finance G   7.19     5/6/2019   EUR     25.47
Notenstein Finance Guernsey   7.19     5/6/2019   EUR     74.82
Bank J Safra Sarasin AG/Gue   8.00     5/4/2017   CHF     65.07
DekaBank Deutsche Girozentr   3.00    4/30/2019   EUR     69.52
UniCredit Bank AG             5.00    7/30/2018   EUR     71.46
Landesbank Baden-Wuerttembe   4.00    6/22/2018   EUR     68.30
Landesbank Baden-Wuerttembe   3.60    6/22/2018   EUR     65.86
UBS AG                        7.40    5/17/2021   CHF     73.52
Societe Generale SA           9.50    5/21/2018   USD     48.32
Notenstein La Roche Private   4.20    5/22/2019   CHF     66.85
Notenstein La Roche Private   4.50    5/22/2018   CHF     67.39
Landesbank Baden-Wuerttembe   3.00    7/26/2019   EUR     72.45
Credit Suisse AG/London       4.00    5/22/2017   CHF     74.69
DekaBank Deutsche Girozentr   3.00    5/12/2017   EUR     61.52
DekaBank Deutsche Girozentr   2.80    5/13/2019   EUR     64.55
Notenstein La Roche Private   4.10     6/5/2019   CHF     74.16
Notenstein La Roche Private   4.00    5/29/2017   CHF     73.50
Zurcher Kantonalbank Financ   3.80    5/22/2017   EUR     63.09
UBS AG/London                 7.00    5/22/2017   CHF     61.45
UBS AG/London                 8.00    5/26/2017   EUR     60.55
Leonteq Securities AG         9.92    5/29/2017   EUR     63.27
Notenstein La Roche Private   4.30     6/5/2019   CHF     72.40
Notenstein La Roche Private   5.80     6/5/2018   CHF     72.63
Commerzbank AG                6.76    6/22/2017   EUR     61.59
BNP Paribas Emissions- und    3.25   11/24/2017   EUR     71.91
Landesbank Baden-Wuerttembe   3.50    7/27/2018   EUR     68.25
Landesbank Baden-Wuerttembe   3.50    7/27/2018   EUR     64.83
Landesbank Baden-Wuerttembe   3.40    7/27/2018   EUR     68.61
Landesbank Baden-Wuerttembe   4.00    6/23/2017   EUR     69.23
Landesbank Baden-Wuerttembe   5.50    6/23/2017   EUR     64.52
Landesbank Baden-Wuerttembe   4.00    6/23/2017   EUR     69.10
Landesbank Baden-Wuerttembe   5.50    6/23/2017   EUR     64.50
Landesbank Baden-Wuerttembe   2.50    6/23/2017   EUR     70.07
Landesbank Baden-Wuerttembe   3.50    6/23/2017   EUR     66.05
Landesbank Baden-Wuerttembe   4.50    6/23/2017   EUR     63.02
Landesbank Baden-Wuerttembe   2.50    6/23/2017   EUR     66.93
Landesbank Baden-Wuerttembe   4.00    6/23/2017   EUR     61.04
Landesbank Baden-Wuerttembe   5.50    6/23/2017   EUR     56.86
Credit Suisse AG/London       8.95   10/17/2019   USD      9.35
RGS Nedvizhimost OOO         12.50   12/11/2017   RUB     60.03
URALSIB Leasing Co OOO       11.50   12/21/2017   RUB      0.01
Vontobel Financial Products   3.00    6/13/2017   EUR     54.87
EFG International Finance G  12.86   10/30/2017   EUR      7.76
Landesbank Baden-Wuerttembe   3.85    8/25/2017   EUR     67.29
UBS AG/London                10.00    3/16/2017   CHF     22.85
Lehman Brothers Treasury Co   8.28    3/26/2009   USD      1.21
Lehman Brothers Treasury Co   6.85   12/22/2008   EUR      1.21
Lehman Brothers Treasury Co   7.60    3/26/2009   EUR      1.21
Lehman Brothers Treasury Co   7.55   12/29/2008   USD      1.21
Fargo Finance OOO             9.00     2/6/2019   RUB      0.01
HSBC Bank PLC                 0.50    12/8/2020   BRL     70.58
Societe Generale SA           0.50     4/4/2024   MXN     52.76
Barclays Bank PLC             1.99    12/1/2040   USD     69.68
Lehman Brothers Treasury Co   9.25    6/20/2012   USD      1.21
Lehman Brothers Treasury Co   3.00    9/13/2010   JPY      9.25
Societe Generale SA           0.50     8/4/2021   BRL     63.38
Polski Bank Spoldzielczy w    4.81    6/22/2021   PLN     55.00
Zurcher Kantonalbank Financ  11.25    4/26/2017   CHF     46.22
Vontobel Financial Products   3.00    5/26/2017   CHF     73.71
HSBC Trinkaus & Burkhardt A   4.00    6/16/2017   EUR     70.54
Kommunekredit                 0.50    5/11/2029   CAD     69.76
Lehman Brothers Treasury Co   4.50     3/7/2015   EUR      1.21
Lehman Brothers Treasury Co   0.01    9/20/2011   USD      1.21
Lehman Brothers Treasury Co   7.50     8/1/2035   EUR      1.21
Lehman Brothers Treasury Co   6.00    12/6/2016   USD      1.21
Lehman Brothers Treasury Co   3.00     8/8/2017   EUR      1.21
Hellas Telecommunications L   8.50   10/15/2013   EUR      0.28
Lehman Brothers Treasury Co   5.00     9/1/2011   EUR      1.21
Lehman Brothers Treasury Co   3.00    8/15/2017   EUR      1.21
Municipality Finance PLC      0.25    6/28/2040   CAD     30.43
Lehman Brothers Treasury Co   4.50   12/30/2010   USD      1.21
Lehman Brothers Treasury Co   7.00    7/11/2010   EUR      1.21
Lehman Brothers Treasury Co   5.00     8/1/2025   EUR      1.21
Lehman Brothers Treasury Co   6.00    7/28/2010   EUR      1.21
Lehman Brothers Treasury Co   6.00    7/28/2010   EUR      1.21
Lehman Brothers Treasury Co   4.90    7/28/2020   EUR      1.21
Lehman Brothers Treasury Co   4.15    8/25/2020   EUR      1.21
Lehman Brothers Treasury Co   3.50    9/29/2017   EUR      1.21
Lehman Brothers Treasury Co   3.50    9/19/2017   EUR      1.21
Lehman Brothers Treasury Co  10.00     1/4/2010   USD      1.21
Lehman Brothers Treasury Co  12.00    7/13/2037   JPY      1.21
Lehman Brothers Treasury Co  10.00    6/11/2038   JPY      1.21
Lehman Brothers Treasury Co   5.00    12/6/2011   EUR      1.21
Lehman Brothers Treasury Co   1.50     2/8/2012   CHF      1.21
Lehman Brothers Treasury Co   4.00    4/24/2009   USD      1.21
Lehman Brothers Treasury Co   9.00    6/13/2009   USD      1.21
Lehman Brothers Treasury Co   3.85    4/24/2009   USD      1.21
Lehman Brothers Treasury Co  10.50     8/9/2010   EUR      1.21
Lehman Brothers Treasury Co   5.75    6/15/2009   CHF      1.21
Lehman Brothers Treasury Co  10.00    3/27/2009   USD      1.21
Lehman Brothers Treasury Co   4.95   10/25/2036   EUR      1.21
Lehman Brothers Treasury Co  11.00    6/29/2009   EUR      1.21
Lehman Brothers Treasury Co   5.50    6/15/2009   CHF      1.21
Immigon Portfolioabbau AG     0.69    5/20/2025   EUR     59.88
Lehman Brothers Treasury Co   1.50   10/25/2011   EUR      1.21
Lehman Brothers Treasury Co   6.00    6/21/2011   EUR      1.21
Lehman Brothers Treasury Co   7.59   11/22/2009   MXN      9.25
Lehman Brothers Treasury Co   0.50    2/16/2009   EUR      1.21
Immigon Portfolioabbau AG     0.98     3/1/2022   EUR     73.63
Lehman Brothers Treasury Co   6.00    3/17/2011   EUR      1.21
Lehman Brothers Treasury Co   4.70    3/23/2016   EUR      1.21
Lehman Brothers Treasury Co   4.70    3/23/2016   EUR      1.21
Lehman Brothers Treasury Co   6.50    7/24/2026   EUR      1.21
Lehman Brothers Treasury Co   4.50     8/2/2009   USD      1.21
Lehman Brothers Treasury Co   9.00    3/17/2009   GBP      1.21
Lehman Brothers Treasury Co   7.00   11/28/2008   CHF      1.21
Lehman Brothers Treasury Co   8.00    5/22/2009   USD      1.21
Lehman Brothers Treasury Co   4.50    7/24/2014   EUR      1.21
Lehman Brothers Treasury Co   7.75    1/30/2009   EUR      1.21
Lehman Brothers Treasury Co   0.25    7/21/2014   EUR      1.21
Lehman Brothers Treasury Co   8.00     8/3/2009   USD      1.21
Lehman Brothers Treasury Co   4.00   11/24/2016   EUR      1.21
Immigon Portfolioabbau AG     4.78     6/7/2030   EUR     70.63
Lehman Brothers Treasury Co   8.00    4/20/2009   EUR      1.21
SpareBank 1 Noetteroey - To   8.25                NOK     53.12
Lehman Brothers Treasury Co   2.00   11/16/2009   EUR      1.21
Petromena ASA                 9.75    5/24/2016   NOK      0.57
Lehman Brothers Treasury Co   3.70     6/6/2009   EUR      1.21
Lehman Brothers Treasury Co   7.50    9/13/2009   CHF      1.21
Lehman Brothers Treasury Co   6.00    2/14/2012   EUR      1.21
Lehman Brothers Treasury Co   7.00    2/15/2012   EUR      1.21
Lehman Brothers Treasury Co  15.00    3/30/2011   EUR      1.21
Lehman Brothers Treasury Co   4.69    2/19/2017   EUR      1.21
Lehman Brothers Treasury Co   4.10    2/19/2010   EUR      1.21
Lehman Brothers Treasury Co   6.60    2/22/2012   EUR      1.21
Lehman Brothers Treasury Co   5.20    3/19/2018   EUR      1.21
Lehman Brothers Treasury Co   3.50   10/31/2011   USD      1.21
Lehman Brothers Treasury Co   3.50   10/24/2011   USD      1.21
HSBC Trinkaus & Burkhardt A  11.10    3/24/2017   EUR     68.26
HSBC Trinkaus & Burkhardt A   7.00    6/23/2017   EUR     73.41
HSBC Trinkaus & Burkhardt A   8.20    3/24/2017   EUR     56.58
Municipality Finance PLC      0.50   12/15/2020   BRL     69.59
First Collection Bureau OJS  15.00   10/15/2021   RUB     60.03
DZ Bank AG Deutsche Zentral   7.50    3/24/2017   EUR     72.09
DZ Bank AG Deutsche Zentral   4.00    3/24/2017   EUR     70.24
DZ Bank AG Deutsche Zentral   6.25    3/24/2017   EUR     73.53
UBS AG                       10.83    5/15/2017   USD     23.56
HSBC Trinkaus & Burkhardt A   7.90    6/23/2017   EUR     74.94
HSBC Trinkaus & Burkhardt A   8.60    1/27/2017   EUR     73.04
HSBC Trinkaus & Burkhardt A   7.90    1/27/2017   EUR     71.69
HSBC Trinkaus & Burkhardt A  16.10    3/24/2017   EUR     43.62
Credit Suisse AG/London       3.00   11/15/2025   ZAR     61.19
DZ Bank AG Deutsche Zentral   7.00    3/24/2017   EUR     52.75
DZ Bank AG Deutsche Zentral   6.00    3/24/2017   EUR     70.68
DekaBank Deutsche Girozentr   3.50   10/28/2019   EUR     66.97
Bank Julius Baer & Co Ltd/G   5.50    11/6/2017   CHF     61.80
Deutsche Bank AG              7.20    3/21/2017   EUR     70.50
Deutsche Bank AG              9.20    3/21/2017   EUR     71.00
Deutsche Bank AG              9.20    3/21/2017   EUR     68.30
Deutsche Bank AG              5.50    3/21/2017   EUR     74.20
Credit Suisse AG/London       7.00    5/16/2017   CHF     70.49
DZ Bank AG Deutsche Zentral   5.25    3/24/2017   EUR     71.73
Deutsche Bank AG              5.20    3/21/2017   EUR     70.10
UBS AG/London                10.50   11/13/2017   CHF     74.70
Deutsche Bank AG              7.20    6/20/2017   EUR     74.60
Deutsche Bank AG              7.20    6/20/2017   EUR     71.60
DZ Bank AG Deutsche Zentral   7.70    3/24/2017   EUR     74.04
UniCredit Bank AG             5.00    6/22/2017   EUR     72.37
UniCredit Bank AG             5.00    6/22/2017   EUR     73.70
Deutsche Bank AG              7.20    7/26/2017   EUR     73.50
Zurcher Kantonalbank Financ  12.00    11/1/2017   CHF     74.09
Deutsche Bank AG              5.20    6/20/2017   EUR     73.70
Deutsche Bank AG              5.20    6/20/2017   EUR     70.70
Deutsche Bank AG              7.20    6/20/2017   EUR     71.60
Deutsche Bank AG              7.20    6/20/2017   EUR     74.10
Deutsche Bank AG              5.20    6/20/2017   EUR     73.20
Deutsche Bank AG              5.20    6/20/2017   EUR     70.60
UniCredit Bank AG             4.80    6/22/2017   EUR     74.27
UniCredit Bank AG             5.00    6/22/2017   EUR     73.02
UniCredit Bank AG             4.80    6/22/2017   EUR     74.93
Deutsche Bank AG              5.20    7/26/2017   EUR     72.30
Deutsche Bank AG              9.20    7/26/2017   EUR     74.60
Leonteq Securities AG         7.40   11/20/2017   EUR     70.42
Credit Suisse AG/Nassau       7.25    6/14/2017   CHF     66.72
Deutsche Bank AG              6.50    6/20/2017   EUR     75.00
UBS AG/London                 4.22    7/30/2018   USD     14.26
UBS AG/London                 6.06    1/30/2018   USD     52.84
UBS AG/London                 9.30    3/10/2017   EUR     70.47
Lehman Brothers Treasury Co   6.70    4/21/2011   USD      1.21
Lehman Brothers Treasury Co   3.00    9/12/2036   JPY      9.25
Lehman Brothers Treasury Co   4.68   12/12/2045   EUR      1.21
Lehman Brothers Treasury Co   5.22     3/1/2024   EUR      1.21
DekaBank Deutsche Girozentr   2.60    6/15/2018   EUR     71.26
Synergy PJSC                 12.90    4/29/2020   RUB     63.00
BNP Paribas Emissions- und   15.00    3/23/2017   EUR     68.69
BNP Paribas Emissions- und   18.00    3/23/2017   EUR     63.12
BNP Paribas Emissions- und   25.00    3/23/2017   EUR     55.14
BNP Paribas Emissions- und   15.00   12/21/2017   EUR     69.97
BNP Paribas Emissions- und   16.00   12/21/2017   EUR     67.60
BNP Paribas Emissions- und   19.00   12/21/2017   EUR     65.63
Vontobel Financial Products   8.35    5/26/2017   USD     72.96
DZ Bank AG Deutsche Zentral  11.50    6/23/2017   EUR     62.74
BNP Paribas Emissions- und   16.00    3/23/2017   EUR     65.65
BNP Paribas Emissions- und   24.00    3/23/2017   EUR     56.99
BNP Paribas Emissions- und   18.00   12/21/2017   EUR     66.51
HSBC Trinkaus & Burkhardt A   5.00    4/28/2017   EUR     65.07
Zurcher Kantonalbank Financ  14.75    5/11/2017   CHF     71.13
IDGC of the North Caucasus   13.00    4/22/2021   RUB     60.00
Commerzbank AG               23.00    4/27/2017   EUR     74.74
Lehman Brothers Treasury Co  13.00   12/14/2012   USD      1.21
Lehman Brothers Treasury Co   5.25     4/1/2023   EUR      1.21
Lehman Brothers Treasury Co   3.00    6/23/2009   EUR      9.25
Lehman Brothers Treasury Co   2.30    4/28/2014   JPY      1.21
Lehman Brothers Treasury Co   4.00    2/28/2010   EUR      1.21
Melhus Sparebank              2.73    9/16/2024   NOK     72.08
Svensk Exportkredit AB        0.50    8/25/2021   ZAR     66.78
Commerzbank AG               20.00    5/28/2018   SEK     65.49
Societe Generale Effekten G   4.00    6/26/2017   EUR     49.64
HSBC Trinkaus & Burkhardt A   7.70    3/24/2017   EUR     73.60
HSBC Trinkaus & Burkhardt A   1.75    8/25/2017   EUR     61.17
Commerzbank AG                4.00     9/8/2017   EUR     66.96
HSBC Trinkaus & Burkhardt A   9.20    6/23/2017   EUR     64.13
HSBC Trinkaus & Burkhardt A   7.20    9/22/2017   EUR     66.72
HSBC Trinkaus & Burkhardt A   4.40    9/22/2017   EUR     70.41
Eiendomskreditt               5.43                NOK     69.75
Lloyds Bank PLC               0.50    7/26/2028   MXN     40.99
Podkarpacki Bank Spoldzielc   5.11    5/28/2023   PLN     51.85
Lehman Brothers Treasury Co   4.05    9/16/2008   EUR      1.21
Immigon Portfolioabbau AG     4.21    1/25/2033   EUR     61.88
Lehman Brothers Treasury Co   7.25    6/20/2010   USD      1.21
Lehman Brothers Treasury Co   7.00    9/20/2011   USD      1.21
Lehman Brothers Treasury Co   4.10    5/20/2009   USD      1.21
Lehman Brothers Treasury Co   2.00    5/17/2010   EUR      1.21
Lehman Brothers Treasury Co   3.82   10/20/2009   USD      1.21
Lehman Brothers Treasury Co   2.75   10/28/2009   EUR      1.21
IT Holding Finance SA         9.88   11/15/2012   EUR      0.11
Lehman Brothers Treasury Co   4.10    8/23/2010   USD      1.21
Lehman Brothers Treasury Co   5.12    4/30/2027   EUR      1.21
Lehman Brothers Treasury Co   7.75    2/21/2016   EUR      1.21
Lehman Brothers Treasury Co   3.63     3/2/2012   EUR      1.21
Lehman Brothers Treasury Co   8.00   12/27/2032   JPY      1.21
Lehman Brothers Treasury Co   0.75    3/29/2012   EUR      1.21
Nota-Bank OJSC               13.50     4/1/2016   RUB     31.50
URALSIB Leasing Co OOO       10.25    3/21/2019   RUB      0.01
Societe Generale SA           0.50    4/30/2023   RUB     61.33
HSBC Bank PLC                 0.50     6/9/2023   MXN     57.41
Credit Agricole Corporate &   2.00     7/9/2020   BRL     72.42
Immigon Portfolioabbau AG     4.20    2/22/2033   EUR     61.88
SG Issuer SA                  5.50    4/10/2021   EUR     67.20
Podkarpacki Bank Spoldzielc   5.79    3/31/2025   PLN     55.29
Landesbank Hessen-Thueringe   4.00    5/16/2018   EUR     69.68
Syntagma OOO                 16.50    5/10/2022   RUB      0.01
Goldman Sachs & Co Wertpapi  23.00    5/24/2017   EUR     73.81
URALSIB Leasing Co OOO       10.50    4/17/2018   RUB      0.01
Notenstein La Roche Private  15.00   12/27/2017   CHF     71.93
Exane Finance                 3.00    9/18/2018   USD     72.53
Vontobel Financial Products  18.40    9/11/2017   EUR     69.11
Bank Julius Baer & Co Ltd/G  12.80    9/20/2017   CHF     61.95
Bank Julius Baer & Co Ltd/G  13.85    9/20/2017   CHF     65.70
UBS AG                        8.29    9/21/2017   USD     30.40
Leonteq Securities AG         5.20    8/14/2017   CHF     74.76
UBS AG/London                11.00     8/7/2017   USD     72.45
Notenstein La Roche Private   7.20     2/7/2017   CHF     70.25
DekaBank Deutsche Girozentr   4.75    1/20/2017   EUR     66.20
Bank Julius Baer & Co Ltd/G   5.00    8/21/2017   CHF     74.60
Lehman Brothers Treasury Co   2.40    6/20/2011   JPY      1.21
Lehman Brothers Treasury Co   1.60    6/21/2010   JPY      1.21
JP Morgan Structured Produc   3.60    7/17/2017   USD     72.92
Landesbank Baden-Wuerttembe   2.90    7/27/2018   EUR     69.19
Landesbank Baden-Wuerttembe   2.70    7/26/2019   EUR     74.01
Goldman Sachs & Co Wertpapi   5.00    3/22/2017   EUR     73.47
Goldman Sachs & Co Wertpapi   7.00    3/22/2017   EUR     67.52
Goldman Sachs & Co Wertpapi   7.00    6/21/2017   EUR     68.95
Goldman Sachs & Co Wertpapi   5.00    6/21/2017   EUR     73.26
Notenstein La Roche Private   4.20    7/17/2019   CHF     70.98
Vontobel Financial Products   4.65    7/24/2017   EUR     68.00
BNP Paribas Emissions- und    4.00    7/27/2017   EUR     69.90
Bank Julius Baer & Co Ltd/G   6.00    7/24/2017   CHF     69.25
UBS AG/London                 7.00    7/17/2017   CHF     56.75
Notenstein La Roche Private   4.00    7/24/2019   CHF     70.36
Notenstein La Roche Private   6.70    7/24/2017   EUR     71.32
Notenstein La Roche Private   7.00    1/24/2017   CHF     67.48
Exane Finance                 6.25   12/20/2019   SEK     70.35
Credit Suisse AG/Nassau       6.00    7/31/2017   CHF     74.64
Notenstein La Roche Private   8.99    7/22/2019   EUR     43.98
DZ Bank AG Deutsche Zentral   6.00    3/24/2017   EUR     72.62
DZ Bank AG Deutsche Zentral   7.00    3/24/2017   EUR     72.12
Leonteq Securities AG         5.80    8/24/2017   CHF     74.66
Leonteq Securities AG         5.00     9/4/2018   CHF     58.84
UniCredit Bank AG             3.95    10/7/2019   EUR     68.04
Credit Suisse AG/Nassau       7.25     3/8/2017   CHF     60.76
Goldman Sachs & Co Wertpapi  15.00    3/22/2017   EUR     69.00
Goldman Sachs & Co Wertpapi  14.00    6/21/2017   EUR     71.43
Bank Julius Baer & Co Ltd/G  11.85    8/30/2017   CHF     56.70
Zurcher Kantonalbank Financ  10.00    8/18/2017   CHF     63.65
Goldman Sachs & Co Wertpapi  10.00    3/22/2017   EUR     61.79
Leonteq Securities AG         6.77    8/17/2017   CHF     56.82
Deutsche Bank AG              5.20    3/21/2017   EUR     73.40
Deutsche Bank AG              7.20    3/21/2017   EUR     67.80
Deutsche Bank AG              7.20    3/21/2017   EUR     63.10
Deutsche Bank AG              5.20    3/21/2017   EUR     60.50
Deutsche Bank AG              5.20    3/21/2017   EUR     70.50
Deutsche Bank AG              7.20    3/21/2017   EUR     71.00
Deutsche Bank AG              7.20    3/21/2017   EUR     67.20
Deutsche Bank AG              7.20    3/21/2017   EUR     63.70
Leonteq Securities AG         5.40    8/28/2017   CHF     59.04
UBS AG/London                 8.25     8/7/2017   EUR     73.40
Landesbank Baden-Wuerttembe   3.40    9/28/2018   EUR     72.04
Notenstein La Roche Private   7.00    8/11/2017   CHF     72.22
Notenstein La Roche Private   8.02    8/11/2017   EUR     73.12
Credit Suisse AG/London       7.00    2/20/2017   CHF     69.34
DZ Bank AG Deutsche Zentral   3.45    8/25/2017   EUR     72.00
DekaBank Deutsche Girozentr   2.80    7/22/2019   EUR     72.41
Goldman Sachs & Co Wertpapi   3.00    3/22/2017   EUR     70.94
Credit Suisse AG/London       1.64     6/1/2042   USD     48.21
Deutsche Bank AG              7.20    3/21/2017   EUR     73.80
Deutsche Bank AG              5.20    3/21/2017   EUR     67.00
Deutsche Bank AG              5.20    3/21/2017   EUR     67.40
Deutsche Bank AG              7.20    3/21/2017   EUR     65.30
Deutsche Bank AG              7.20    3/21/2017   EUR     61.00
Deutsche Bank AG              7.20    3/21/2017   EUR     59.00
Deutsche Bank AG              7.20    3/21/2017   EUR     67.50
Deutsche Bank AG              5.20    3/21/2017   EUR     64.90
Deutsche Bank AG              5.20    3/21/2017   EUR     62.60
Deutsche Bank AG              5.20    3/21/2017   EUR     58.50
Deutsche Bank AG              7.20    3/21/2017   EUR     74.60
Deutsche Bank AG              5.20    3/21/2017   EUR     68.10
Deutsche Bank AG              5.20    3/21/2017   EUR     66.70
Deutsche Bank AG              5.20    3/21/2017   EUR     63.30
Notenstein La Roche Private   5.02    2/20/2017   CHF     74.98
BNP Paribas Emissions- und   19.00    3/23/2017   EUR     73.59
HSBC Trinkaus & Burkhardt A  10.20    3/24/2017   EUR     71.13
HSBC Trinkaus & Burkhardt A   9.40    3/24/2017   EUR     67.69
HSBC Trinkaus & Burkhardt A   7.30    3/24/2017   EUR     72.58
HSBC Trinkaus & Burkhardt A  14.60    3/24/2017   EUR     46.18
Goldman Sachs & Co Wertpapi  16.00    3/22/2017   EUR     57.39
DekaBank Deutsche Girozentr   3.10     8/4/2017   EUR     55.80
Deutsche Bank AG              3.20   11/22/2017   EUR     72.20
Deutsche Bank AG              3.20   11/22/2017   EUR     71.60
Landesbank Baden-Wuerttembe   4.50    2/24/2017   EUR     72.38
HSBC Trinkaus & Burkhardt A   7.50    3/24/2017   EUR     69.83
Landesbank Baden-Wuerttembe   5.50    2/24/2017   EUR     69.55
Bank Nederlandse Gemeenten    0.50    8/15/2022   ZAR     60.11
DekaBank Deutsche Girozentr   2.75    6/28/2019   EUR     67.35
Goldman Sachs & Co Wertpapi  10.00    3/22/2017   EUR     74.55
Goldman Sachs & Co Wertpapi  14.00    9/20/2017   EUR     70.43
Goldman Sachs & Co Wertpapi   8.00    3/22/2017   EUR     73.38
Goldman Sachs & Co Wertpapi  10.00    3/22/2017   EUR     68.44
Goldman Sachs & Co Wertpapi  12.00    9/20/2017   EUR     67.75
Goldman Sachs & Co Wertpapi  14.00    9/20/2017   EUR     73.30
Lehman Brothers Treasury Co   4.20    12/3/2008   HKD      9.63
Bank Nederlandse Gemeenten    0.50    9/20/2022   ZAR     59.49
Goldman Sachs & Co Wertpapi   9.00    9/20/2017   EUR     71.47
Credit Suisse AG/Nassau       7.00    3/22/2017   CHF     58.98
Goldman Sachs & Co Wertpapi  13.00    3/22/2017   EUR     68.82
Goldman Sachs & Co Wertpapi  16.00    3/22/2017   EUR     64.03
Goldman Sachs & Co Wertpapi  15.00    6/21/2017   EUR     67.48
Goldman Sachs & Co Wertpapi  15.00    3/22/2017   EUR     60.76
Goldman Sachs & Co Wertpapi   8.00    6/21/2017   EUR     74.66
Goldman Sachs & Co Wertpapi  10.00    6/21/2017   EUR     70.64
Goldman Sachs & Co Wertpapi  14.00    6/21/2017   EUR     64.05
Goldman Sachs & Co Wertpapi  10.00    9/20/2017   EUR     70.33
Goldman Sachs & Co Wertpapi  12.00    9/20/2017   EUR     65.90
Goldman Sachs & Co Wertpapi  17.00    3/22/2017   EUR     68.28
BNP Paribas Emissions- und    3.00   10/12/2018   EUR     66.23
Barclays Bank PLC             1.64     6/3/2041   USD     72.23
Leonteq Securities AG         5.60    9/11/2017   CHF     59.65
HSBC Trinkaus & Burkhardt A   7.80    3/24/2017   EUR     73.89
HSBC Trinkaus & Burkhardt A  10.50    3/24/2017   EUR     65.55
HSBC Trinkaus & Burkhardt A   8.20    6/23/2017   EUR     71.22
HSBC Trinkaus & Burkhardt A   7.30    3/24/2017   EUR     61.82
DekaBank Deutsche Girozentr   2.75    6/24/2019   EUR     69.60
Polski Bank Spoldzielczy w    5.29    9/14/2027   PLN     42.50
Municipality Finance PLC      0.50    5/31/2022   ZAR     60.25
Rosbank PJSC                  0.01    2/26/2025   RUB     70.00
URALSIB Leasing Co OOO       11.50     2/6/2018   RUB      0.01
Uginvestgerion OOO           12.10     4/1/2020   RUB      0.01



                            *********

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, Julie Anne L. Toledo, Ivy B. Magdadaro, and
Peter A. Chapman, Editors.

Copyright 2017.  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 * * *