TCREUR_Public/150831.mbx         T R O U B L E D   C O M P A N Y   R E P O R T E R

                           E U R O P E

           Monday, August 31, 2015, Vol. 16, No. 171

                            Headlines

A U S T R I A

VOLKSBANKEN-VERBUND: Fitch Raises IDR to 'BB+', Outlook Positive


A Z E R B A I J A N

KAPITAL BANK: S&P Assigns 'BB-/B' Counterparty Credit Ratings


F I N L A N D

DIANORDIA OY: Santa Claus Office Averts Bankruptcy


F R A N C E

ALCATEL-LUCENT: Moody's Raises Corporate Family Rating to 'B2'


G E R M A N Y

PROVIDE GEMS 2002-1: Fitch Cuts Rating on Class E Notes to 'Dsf'
WALSUM PAPIER: Insolvency Proceedings Postponed to October


G R E E C E

PIRAEUS BANK: Fitch Raises Ratings on 18 RMBS Tranches to 'B-sf'


I T A L Y

FINARVEDI SPA: Moody's Withdraws (P)B1 Provisional CFR


N E T H E R L A N D S

PANTHER CDO: Fitch Raises Ratings on 2 Note Classes to 'CCCsf'


R U S S I A

ASKO INTERREGIONAL: Bank of Russia Revokes Insurance License
INVESTMENT TRADE: DIA to Oversee Provisional Administration
INVESTMENT TRADE: MIRA Cuts National Scale Rating to Ca.ru
INVESTMENT TRADE: Moody's Lowers Long-Term Deposit Ratings to Ca
PLATO-BANK LLC: Liabilities Exceed Assets, Bank of Russia Says

ROSENERGO-LIFE INSURANCE: Bank of Russia Revokes Insurance License


U K R A I N E

UKRAINE: Creditors Agree to Write Off 20% of Debt
UKRAINE: Fitch Lowers Long-Term Foreign Currency IDR to 'C'


U N I T E D   K I N G D O M

CATALYST HEALTHCARE: S&P Lowers Rating on GBP175MM Loan to 'BB+'
DECO 10 - PAN EUROPE: Fitch Affirms 'Csf' Rating on Class D Notes
DUKINFIELD PLC: Moody's Assigns (P)Ba1 Rating to Class E Notes
INDEPENDENT OIL: Defers Loan Repayment of GBP358,000
MCCLURE NAISMITH: In Administration, Rescue Talks Ongoing


X X X X X X X X

* BOND PRICING: For the Week August 24, 2015 to August 28, 2015


                            *********


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


VOLKSBANKEN-VERBUND: Fitch Raises IDR to 'BB+', Outlook Positive
----------------------------------------------------------------
Fitch Ratings has upgraded Austria's Volksbanken-Verbund's (VB-
Verbund) Long-term Issuer Default Rating (IDR) to 'BB+' from 'BB-'
and removed it from Rating Watch Positive (RWP).  The Outlook is
Positive.  Fitch has also downgraded immigon portfolioabbau ag's
Long-term IDR to 'CCC' from 'B' and withdrawn its ratings.

The rating actions reflect immigon's spin-off from VB-Verbund,
effective on July 6, 2015, and commencement of a major
restructuring of the remaining banks in VB-Verbund.  VB-Verbund is
not a legal entity but a network of cooperative banks.  Based on
Fitch's criteria for rating banking structures backed by mutual
support mechanisms, Fitch has assigned group ratings but no
Viability Ratings (VRs) to VB-Verbund's member banks.

Fitch is withdrawing immigon's ratings as the entity has chosen to
stop participating in the rating process.  Fitch is also
withdrawing the ratings of several members of VB-Verbund, which
have left or are expected to leave VB-Verbund's mutual support
scheme.  Therefore, Fitch will no longer have sufficient
information to maintain these ratings.  Accordingly, Fitch will no
longer provide ratings or analytical coverage for these entities.

KEY RATING DRIVERS - VB-VERBUND's IDRs AND VR

The upgrade of VB-Verbund's Long-term IDR reflects the significant
risk reduction achieved through immigon's spin-off, where the
group's non-core, riskiest assets have been concentrated.
Substantial further reorganization of VB-Verbund is underway,
which Fitch also views as positive for its ratings.  As a result,
we expect VB-Verbund's post spin-off profitability to become
significantly more stable but initially modest.

The contract governing the member banks' obligations under the
mutual support scheme has been thoroughly overhauled to recognize
VB-Verbund as a single regulated group under the EU's Capital
Requirements Regulation.  The functions previously carried out by
Oesterreichische Volksbanken-Aktiengesellschaft (OeVAG) as a
central organization for the VB-Verbund and related assets and
liabilities have been transferred to Volksbank Wien-Baden AG
(VBWB).

As a result, in addition to remaining by far VB-Verbund's largest
member bank covering the Vienna region, VBWB has also become the
group's new central institution.  The new contract provides VBWB
with significantly stronger authority to give individual or
sector-wide directives to the primary banks.  Fitch believes that
these changes increase the group's cohesion and strengthen its
corporate governance.  This should also improve its cost and risk
management.

To cut costs and reduce complexity, the group has initiated a far-
reaching consolidation of its member banks to reduce their number
from 43 mostly local entities to eight larger entities of regional
scale supplemented by two specialized banks by 2017.  This should
enable them to achieve the critical size that increasingly
demanding regulatory requirements are likely to make necessary for
individual cooperative banks.

Fitch believes that immigon's spin-off will enable VB-Verbund's
long-term stabilization as a fairly low-risk, medium-sized banking
group predominantly focused on Austrian retail and small corporate
clients.  VB-Verbund's asset quality post spin-off is only
moderately weaker than those of large, highly rated European
cooperative banking groups.  Moreover, VB-Verbund's overhauled
risk management practices should enable further convergence with
these peers over the medium term.

A first debt buyback of EUR933 million completed by immigon on
July 31, 2015 included most of its outstanding debt held by VB-
Verbund's members.  As a result, VB-Verbund's net residual
exposure to immigon, which hitherto materially constrained VB-
Verbund's VR, has become negligible.  This remaining exposure is
also guaranteed by a third party, as required by the ECB to
approve the spin-off.

KEY RATING DRIVERS - IMMIGON's IDRs

The downgrade of immigon's IDRs reflects its spin-off from VB-
Verbund.  VB-Verbund's negligible residual exposure to immigon and
the fact that the latter has left the mutual support mechanism no
longer create a material incentive for VB-Verbund to provide
institutional support if needed.

immigon is highly vulnerable to a decline in assumptions on asset
values either from a deterioration in the business and economic
environment or a need to sell assets quickly to meet obligations,
making a default a real possibility as indicated by the 'CCC'
Long-term IDR.  In particular, Fitch views the ability of its
small capital base inherited from OeVAG to absorb potentially
large losses from its legacy assets as very limited.

immigon was established on July 6, 2015 as a partly-regulated
wind-down entity without a banking licence and is the legal
successor to OeVAG.  OeVAG was VB-Verbund's former central
organisation, whose troubles triggered VB-Verbund's restructuring
following OeVAG's bailout by the Austrian government.  This
restructuring was initiated in 2012 and accelerated in 4Q14 as it
became clear that OeVAG would fail the European Central Bank's
(ECB) Comprehensive Assessment.

Central organization functions and related assets and liabilities
have been transferred to VBWB while all other assets and
liabilities remain at immigon.  immigon will focus exclusively on
its accelerated orderly wind-down, which it expects to complete by
2017 through a combination of repayment of debt maturities, asset
sales and debt buybacks. immigon is subject to partial regulation
by the Austrian national regulators.  Although it does not have to
fulfil minimum regulatory capital requirements, it is subject to
the Austrian legislation implementing the European Bank Recovery
and Resolution Directive (BRRD) and its bail-in tool.

immigon's ratio of equity/total assets is low and volatile.  The
gone-concern valuation of its assets provides a fairly
conservative assessment of its capitalization.  Moreover, major
clean-up measures have been implemented before the spin-off
(notably the sale of OeVAG's fairly large stake in its loss-making
Romanian unit in April 2015, followed by several more modest
divestments).  However, immigon's ambitious run-off schedule
creates additional uncertainty about the potential extent of
losses.

KEY RATING DRIVERS - IMMIGON's SUPPORT RATING

The downgrade of immigon's Support Rating to '5' from '4' reflects
its spin-off from VB-Verbund and our view that the de-linking of
its risks from VB-Verbund mean that there is no longer an
incentive for the latter to provide any further support.  Although
VB-Verbund retains 43% of immigon's share capital, this stake has
been fully written down by VB-Verbund's members.  Similarly, the
Austrian government also retains a 43% share of immigon's capital
but has publicly ruled out future state support to the wind-down
entity.

KEY RATING DRIVERS - IMMIGON's SENIOR DEBT

Fitch has affirmed immigon's debt ratings at 'B' and assigned a
Recovery Rating of 'RR2' to reflect superior recovery prospects.
This is based primarily on Fitch's view that most of the remaining
rated debt instruments are likely to be repurchased by immigon at
or close to par given its intention to do so and the debt
repurchases already completed.  This translates into a two-notch
uplift to 'B' from its Long-term IDR of 'CCC'.  The uplift also
reflects our view that, if debt is not repurchased, in the event
of default assets should be sufficient to allow superior recovery
on remaining senior unsecured obligations.

KEY RATING DRIVERS - VB-VERBUND's SUPPORT RATING AND SUPPORT
RATING FLOOR (SRF)

Fitch has affirmed VB-Verbund's Support Rating at '5' and its SRF
at 'No Floor'.

These rating actions reflect our view that the BRRD and the Single
Resolution Mechanism (SRM) are now sufficiently progressed to
provide a framework for resolving banks that is likely to require
senior creditors participating in losses, if necessary, instead of
or ahead of a bank receiving sovereign support.

BRRD, which was implemented into Austrian legislation with effect
from 1 January 2015, includes minimum loss absorption requirements
before resolution financing or alternative financing (eg,
government stabilization funds) can be used.  Austria is one of
the first EU countries to have implemented the BRRD's bail-in
tool.

RATING SENSITIVITIES - VB-VERBUND's IDRs AND VR

As VB-Verbund's and its member banks' IDRs are driven by the
group's VR they are subject to the same sensitivities as the VR.

The Positive Outlook on VB-Verbund's Long-term IDR reflects the
ongoing consolidation of its member banks and a high likelihood
that it will be upgraded within the next two years, once the
execution risk of the consolidation plan has sufficiently receded.
We expect the planned consolidation to significantly improve the
group's efficiency, which will lift earnings to levels that are
commensurate with an investment grade rating.

VB-Verbund is required to repay EUR300 million to the Austrian
government between 2017 and 2023 for participation capital
received by OeVAG as part of its bailout.  Therefore, the cost
savings arising from the primary banks' mergers will also be
essential to strengthening VB-Verbund's internal capital
generation before it starts repaying the state capital.

Fitch believes that VB-Verbund has the potential to achieve a
Long-term IDR comfortably within the 'BBB' range in the medium
term, on successful execution of the primary banks' restructuring.
However, a higher rating even in the long term is unlikely given
the group's small market share of about 7% in the low-margin
Austrian retail market, where it is concentrated.  Fitch expects
the retail banking sector to continue to suffer from structural
overcapacity, with little signs of relief in the foreseeable
future.

Downside risk to the VR and IDRs could come from a failure to
achieve the necessary cost savings from the restructuring.  A
downgrade could also result from heightened credit risk and a
deterioration in asset quality either from a severe downturn in
Austria's economy or extension of lending outside Austria, which
would be a departure from VB-Verbund's current strategy, neither
of which we expect.

RATING SENSITIVITIES -- VB-VERBUND's SUPPORT RATING AND SUPPORT
RATING FLOOR

Any upgrade of VB-Verbund's Support Rating and upward revision of
its SRF would be contingent on a positive change in the
sovereign's propensity to provide support.  This is highly
unlikely in our view.

The rating actions are:

VB-Verbund

  Long-term IDR: upgraded to 'BB+' from 'BB-'; off RWP; Outlook
   Positive

  Short-term IDR: affirmed at 'B'

  Viability Rating: upgraded to 'bb+' from 'bb-'; off RWP

  Support Rating: affirmed at '5'

  Support Rating Floor: affirmed at 'No Floor'

Fitch does not rate any debt instruments of any member of VB-
Verbund.

Immigon

  Long-term IDR: downgraded to 'CCC' from 'B'; off RWN, and
   withdrawn

  Short-term IDR: downgraded to 'C' from 'B'; off RWN, and
   withdrawn

  Support Rating: downgraded to '5' from '4'; off RWN, and
   withdrawn

  Debt issuance programme: affirmed at 'B'/'B', off RWE, assigned

  Recovery Rating 'RR2'and withdrawn

  Senior unsecured notes: affirmed at 'B', off RWE, assigned

  Recovery Rating 'RR2' and withdrawn

  Market linked securities: affirmed at 'Bemr', off RWE, assigned

  Recovery Rating 'RR2', and withdrawn

The IDRs of VB-Verbund's member banks listed below have been
upgraded to 'BB+'/Positive/affirmed 'B' from 'BB-'/RWP/'B', in
line with VB-Verbund's IDRs.  These group ratings are sensitive to
the same drivers as VB-Verbund's IDRs:

start:bausparkasse e.Gen.  Genossenschaft mit beschraenkter
Haftung
Bank fuer Aerzte und Freie Berufe AG
Volksbank, Gewerbe- und Handelsbank Kaernten AG
IMMO-BANK AG
Oesterreichische Apothekerbank eG
SPARDA-BANK AUSTRIA Nord eGen
SPARDA-BANK AUSTRIA Sued eGen
Volksbank Alpenvorland e.Gen.
Volksbank Bad Goisern eingetragene Genossenschaft
Volksbank Bad Hall e.Gen.
Volksbank Donau-Weinland reg.Gen.m.b.H.
Volksbank Eferding - Grieskirchen reg.Gen.m.b.H.
Volksbank Enns - St.Valentin eG
Volksbank Feldkirchen eG
Volksbank Fels am Wagram e.Gen.
Volksbank Kaernten Sued e.Gen.
Volksbank Kufstein-Kitzbuehel eG
Volksbank Landeck eG
Volksbank Linz-Wels-Muehlviertel AG
Volksbank Marchfeld e.Gen.
Volksbank Niederoesterreich Sued eG
Volksbank NOe, St.Poelten, Krems Zwettl AG
Volksbank Oberes Waldviertel reg.Gen.m.b.H.
Volksbank Oberkaernten reg.Gen.m.b.H.
Volksbank Oberndorf reg.Gen.m.b.H.
Volksbank Obersdorf - Wolkersdorf - Deutsch-Wagram e. Gen.
Volksbank Obersteiermark eGen
Volksbank Ost reg.Gen.m.b.H.
Volksbank Oetscherland eG
Volksbank Ried im Innkreis eG
Volksbank Salzburg eG
Volksbank Schaerding, Altheim Braunau
Volksbank Steiermark Mitte AG
Volksbank Steirisches Salzkammergut reg.Gen.m.b.H.
Volksbank Suedburgenland eG
Volksbank Sued-Oststeiermark e.Gen.
Volksbank Tirol Innsbruck - Schwaz AG
Volksbank Tullnerfeld eG
Volksbank Voecklabruck-Gmunden e.Gen.
Volksbank Vorarlberg e. Gen.
Volksbank Weinviertel e.Gen.
Volksbank Wien-Baden AG
Waldviertler Volksbank Horn reg.Gen.m.b.H.

The IDRs of VB-Verbund's following member bank have been upgraded
to 'BB+'/Positive/affirmed 'B' from 'BB-'/RWP/'B' and withdrawn as
a result of its merger into Volksbank Salzburg eG, another rated
member of the group:
Volksbank Strasswalchen-Voecklamarkt-Mondsee eGen

The IDRs of VB-Verbund's following member banks remain at 'BB-'
/'B' and maintained on Rating Watch Evolving.  The ratings have
been subsequently withdrawn.  These entities have recently left
VB-Verbund's mutual support scheme or are expected to leave it in
the near future.  The RWE and the withdrawals reflect the limited
information available on the plans for these entities and their
ability to operate as viable stand-alone banks without VB-
Verbund's support:

Volksbank Gmuend eingetragene Genossenschaft
Volksbank Osttirol-Westkaernten eG
Volksbank Almtal e. Gen.

The IDRs of VB-Verbund's following members remain at 'BB-'/'B'.
The Rating Watch on their Long-term IDRs has been changed to
Evolving from Positive and the ratings have been subsequently
withdrawn.  These entities are expected to leave VB-Verbund's
mutual support scheme.  The RWE and the withdrawals reflect the
limited information available on the plans for these entities and
their ability to operate as viable stand-alone banks without VB-
Verbund's support:

Spar- und Vorschuss-Verein der Beamtenschaft der Oesterreichischen
Nationalbank reg.Gen.m.b.H.
Spar- und Vorschussverein "Graphik" reg.Gen.m.b.H.
Spar- und Vorschussverein der Mitarbeiter der
Niederoesterreichischen Landesbank-Hypothekenbank AG,
reg.Gen.m.b.H.
Spar- und Vorschusskasse der Angestellten der "Wiener Staedtische
Versicherung AG Vienna Insurance Group" e.Gen.



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A Z E R B A I J A N
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KAPITAL BANK: S&P Assigns 'BB-/B' Counterparty Credit Ratings
-------------------------------------------------------------
Standard & Poor's Ratings Services said that it had assigned its
'BB-' long-term and 'B' short-term counterparty credit ratings to
Azerbaijan-based Kapital Bank OJSC.  The outlook is stable.

S&P bases its ratings on Kapital Bank on S&P's 'bb-' anchor for a
commercial bank operating only in Azerbaijan.  The anchor is S&P's
starting point for deriving an issuer credit rating.

The ratings reflect S&P's view of Kapital Bank's good business
diversity and solid market positions.  S&P's assessment also
reflects the bank's adequate capital buffer with good loss
absorption capacity in the challenging Azeri environment.  S&P
views the bank as having "high" systemic importance in a
"supportive" regime, which is a rating positive factor.

S&P assesses Kapital Bank's business position as "adequate," as
defined by S&P's criteria.  With total assets of Azerbaijan manat
(AZN) 1.7 billion (US$1.6 billion) as of June 30, 2015, the bank
is the second largest in the country in terms of assets and has a
valuable franchise in local corporate and retail segments.

S&P's assessment of Kapital Bank's capital and earnings is
"adequate," as defined by S&P's criteria.  The bank's capital
buffer materially strengthened in 2014 when the shareholders
injected AZN70 million into the bank, and later, further increased
the authorized share capital by an additional AZN36 million of
retained earnings.  Thus, as of Dec. 31, 2014, S&P's risk-adjusted
capital ratio, before adjustments for diversification, stood at a
comfortable 10.4%.  However, S&P expects that this metric will
gradually decline over the next 12-18 months to about 9.0%-9.5%,
which is neutral for S&P's ratings on banks in countries with a
'bb-' anchor.

In S&P's view, Kapital Bank's overall risk position is "moderate,"
as defined by S&P's criteria.  The bank's track record in
underwriting credit, as measured by nonperforming loans (loans
which are overdue by more than 90 days) to total loans and annual
loss provisions to loans, is generally in line with Azerbaijan's
banking system average.  At the same time, in 2014, Kapital Bank
demonstrated aggressive growth in its retail portfolio, which
almost doubled over one year.  S&P understands that this was due
to the bank's attempts to gain momentum in the booming consumer
lending segment in Azerbaijan and leverage its wide franchise and
brand recognition.  S&P believes credit costs may increase in the
near future, in line with market trends.

S&P assess Kapital Bank's funding as "average," as defined by
S&P's criteria.  Although its loan-to-deposit ratio of 145% looks
relatively aggressive, it is in line with the system average ratio
of 150%.

Kapital Bank's liquidity is currently "adequate" as defined by
S&P's criteria.  S&P understands that cash and money market
instruments exceed 30% of total assets or AZN580 million as of
June 30, 2015, which amply covers the bank's short- and long-term
wholesale debt.

The long-term counterparty credit rating is one notch higher than
the bank's stand-alone credit profile, which S&P assess at 'b+'.
This reflects S&P's current view of Kapital Bank's "high" systemic
importance and the Azerbaijan government's "supportive" stance
toward the domestic banking sector.

The stable outlook balances S&P's concerns that deteriorated
operating conditions in Azerbaijan may intensify pressure on the
bank's financial fundamentals, especially its asset quality and
earnings capacity, against an adequate capital buffer with good
loss-absorption capacity in the challenging environment.

S&P could take a negative rating action in the next 12-18 months
if the economic outlook for Azerbaijan further weakened, making
operating conditions even more difficult for the country's bank.
These risks could put substantial pressure on Kapital Bank's asset
quality, resulting in more rapid deterioration than S&P currently
anticipates.  A negative rating action is also possible if the
funding structure comes under pressure because of a sharp growth
in lending without being matched by adequate growth in customer
deposits, thus placing strain on the stability of the bank's
funding base.

S&P could revise the outlook to positive if the bank demonstrates
a positive track record of sustainable financial performance with
noticeable improvements in asset quality metrics.  Such a scenario
could materialize if operating conditions in Azerbaijan
substantially ease, while at the same time our other analytical
factors remain unchanged.



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F I N L A N D
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DIANORDIA OY: Santa Claus Office Averts Bankruptcy
--------------------------------------------------
Jussi Rosendahl at Reuters reports that Finland's Santa Claus
Office has avoided bankruptcy thanks to the help of a new owner.

According to Reuters, Lapland Safaris Group said it had bought a
majority of shares in Dianordia Oy, the company behind the Santa's
office attraction in Lapland, and cleared its tax bill.

"With this arrangement, we want to ensure that the story of Santa
Claus will continue," Reuters quotes Jyrki Niva, the managing
director of Lapland Safaris, which organizes reindeer and
snowmobile safaris, as saying.

Santa Claus Office previously said it had just days left to avoid
closure over its EUR200,000 (US$225,000) tax bill, Reuters relays.
The problems stemmed from a drop in visits from recession-hit
Russians, once its best customers, Reuters notes.

It had some 300,000 visitors last year and revenues of about
EUR2 million, Reuters discloses.



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F R A N C E
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ALCATEL-LUCENT: Moody's Raises Corporate Family Rating to 'B2'
--------------------------------------------------------------
Moody's Investors Service upgraded French telecoms company
Alcatel-Lucent's corporate family rating (CFR) to B2 from B3 and
its probability of default rating (PDR) to B2-PD from B3-PD.
Concurrently, Moody's has upgraded all the group's existing
instrument ratings (to B3 from Caa1 for the convertible notes, and
to B2 from B3 for the senior unsecured ratings). All ratings
remain on review for upgrade.

"Our decision to upgrade Alcatel-Lucent's ratings primarily
reflects the company's improved operating performance over the
past few quarters, particularly its free cash flow generation, and
our expectation that these improvements will persist through 2016
on the back of material fixed cost reductions," says
Roberto Pozzi, a Moody's Vice President -- Senior Credit Officer
and lead analyst for the issuer.

RATINGS RATIONALE

-- RATIONALE FOR UPGRADE

The upgrade was triggered by Alcatel-Lucent's gradual improvement
in operating performance and, in particular, of its free cash flow
generation over the past several quarters and Moody's expectations
that this trend will continue over the next 12-18 months driven by
an ongoing restructuring program targeting a significant reduction
of fixed costs.

Moody's believes that uncertainty regarding Alcatel-Lucent's
ability to move towards sustained positive free cash flow
generation has significantly reduced. The company's results in Q2
2015 showed continued progress towards achieving the targets of
its Shift Plan. While overall revenues were below the company's
own expectations, reflecting weaker revenues in its wireless
division (-12% year-on-year), increased gross margins and cost
discipline resulted in a company-reported adjusted operating
margin of 5.2% for the 12 months to June 30, 2015, compared to
4.7% in 2014. This improvement provided further evidence that the
company's restructuring plan is gaining traction. For the first
time since 2006, reported free cash flow was positive in Q2 2015,
albeit mostly thanks to positive working capital inflows. However,
on a last-twelve-months basis, FCF remains negative with EUR460
million (based on Moody's adjusted figures), although strongly
improved compared to the numbers achieved in 2014 with around
EUR720 million. The upgrade of the company's rating incorporates
the expectation that it will at least break-even in terms of free
cash flow in 2015, based on Moody's adjusted figures, i.e. after
cash outflows from restructuring measures.

-- RATIONALE FOR REVIEW FOR UPGRADE

Alcatel-Lucent's ratings remain on review for upgrade reflecting
its ongoing plan to merge with Nokia Oyj (Ba2 stable). The review
will mainly, but not exclusively, focus on the timely and
successful execution of the transaction, as well as targeted cost
synergies being achieved on time.

Nokia Oyj has a stronger balance sheet, better record of
profitability, and, hence, a higher credit rating than Alcatel-
Lucent and the merger would lead to an enhancement of Alcatel-
Lucent's credit profile. If executed successfully, the plan would
be credit positive for Alcatel-Lucent, which has struggled to
generate positive free cash flows for the past seven years.

Assuming the conversion of some of Alcatel-Lucent's and one of
Nokia's convertible bonds, and the repayment of Alcatel-Lucent's
outstanding amount under its securitization program, the rating
agency expects that the debt/EBITDA ratio (Moody's adjusted) of
the combined Nokia - Alcatel-Lucent group will be around 4x per
year-end 2015.

Moody's expects to conclude its review shortly after the closure
of the transaction, which will likely be in the first half of
2016. If the transaction is successful, the review could lead to a
multi-notch upgrade of Alcatel-Lucent's long-term ratings to the
same level as those of Nokia.

LIQUIDITY PROFILE

Alcatel-Lucent's liquidity profile is more than adequate based on
the availability of around EUR5.8 billion in cash, cash
equivalents and marketable securities reported at the end-June
2015. Estimated cash needs for operations are around EUR450
million (3% of revenue) and about EUR1.0 billion of cash and
marketable securities are held in countries subject to exchange
controls.

The company's liquidity comfortably covers limited debt maturities
for the next 18 months. The company has debt maturities of EUR190
million in 2016, EUR801 million in 2017, EUR629 million in 2018,
EUR688 million in 2019 and approximately EUR1.8 billion in 2020,
followed by approximately EUR1.5 billion maturities between 2028-
29.

WHAT COULD CHANGE THE RATINGS DOWN/UP

Alcatel-Lucent's ratings could be upgraded once the merger with
Nokia is concluded successfully, and/or, if the performance of
both entities improves in 2015 compared to 2014. Should the merger
not conclude, a further upgrade, however, is unlikely given the
very short track record of the company generating positive free
cash flow.

Negative rating pressure would build if the announced merger were
not to be completed, and, if at the same time Alcatel-Lucent 's
standalone metrics, such as operating margins, were not to improve
towards mid-single digits and free cash flow were to remain
negative in 2015.

LIST OF AFFECTED RATINGS

Upgrades:

Issuer: Alcatel-Lucent

  Probability of Default Rating, Upgraded to B2-PD from B3-PD;
  Placed Under Review for further Upgrade

  Corporate Family Rating (Foreign Currency), Upgraded to B2 from
  B3; Placed Under Review for further Upgrade

  Senior Unsecured Conv./Exch. Bond/Debenture, Upgraded to B3 from
  Caa1; Placed Under Review for further Upgrade

  Senior Unsecured Regular Bond/Debenture, Upgraded to B2 from B3;
  Placed Under Review for further Upgrade

Issuer: Alcatel-Lucent USA, Inc.

  Backed Senior Unsecured Regular Bond/Debenture, Upgraded to B2
  from B3; Placed Under Review for further Upgrade

Outlook Actions:

Issuer: Alcatel-Lucent

  Outlook, Unchanged: Rating Under Review

Issuer: Alcatel-Lucent USA, Inc.

  Outlook, Unchanged: Rating Under Review



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


PROVIDE GEMS 2002-1: Fitch Cuts Rating on Class E Notes to 'Dsf'
----------------------------------------------------------------
Fitch Ratings has downgraded Provide GEMS 2002-1 Plc's class E
notes and affirmed the others:

  Class B (XS0145701289) affirmed at 'AAAsf'; Outlook Stable
  Class C (XS0145701792) affirmed at 'BBsf'; Outlook Stable
  Class D (XS0145701875) affirmed at 'Csf'; Recovery Estimate
   revised to 50% from 40%
  Class E (XS0145702170) downgraded to 'Dsf' from 'Csf'; Recovery
   Estimate 0%

The review of this transaction follows a review of the data input
into the model for the transaction.  However, the rating actions
are not driven by the results of the data review.

The transaction is a synthetic securitization of second-lien
mortgage loans originated by Rheinische Hypothekenbank, now part
of Hypothekenbank Frankfurt AG (A-/Negative/F1).

KEY RATING DRIVERS

Improved Performance

Fitch has not received new performance data since its review in
July 2015.  Over the past 12 months, the performance of the
underlying assets in the portfolio has improved.  The volume of
credit events has reduced to 12.8% from 21.3% of the current
portfolio.  More than half of the credit events were removed from
the portfolio due to ineligibility with the transaction
representations and warranties, while the remaining credit events
were subject to a sale of the underlying properties.

All loans are second ranking claims with loan-to-value ratios
(LTV) in excess of 60%.  Consequently, it is not unusual that loss
severities are reported at 90% on a cumulative basis.  According
to different rating scenarios, Fitch assumed between 0% and 10%
recoveries on the outstanding and any future credit events.  The
credit enhancement available to the class B and C notes is
sufficient to sustain the relevant rating stresses as reflected in
their affirmation.

Exposure to Loss Allocation

As of June 2015 the class D notes had allocated losses of 21.5%.
While Fitch believes that further losses are likely to be
allocated to these notes, the agency expects that about half of
the outstanding class D notes amount can still be repaid.  This is
reflected in the revision of their Recovery Estimate to 50% from
40%.

Meanwhile, losses were allocated to the full outstanding balance
of the class E notes.  The agency considers the write-down to be
irreversible.  Late recoveries and funds from unjustified loss
allocations are not expected to be sufficient to write the notes
up in full.  Thus, the rating on the class E notes has been
downgraded to 'Dsf' with a Recovery Estimate of 0%.

Operational Risk

Fitch has not been provided with current full information on the
servicing operations, structure or strategies for this
transaction.  Nevertheless, Fitch believes that the performance of
the pool, its seasoning and the good quality of investor reports
provided by Hypothekenbank Frankfurt AG, mitigates this risk.  The
agency has not extended its dialogue since June 2015 given the
unresponsiveness of the servicer.

RATING SENSITIVITIES

A sudden deterioration in asset performance that leads to credit
events and losses for the structure beyond Fitch's assumptions
would put pressure on credit enhancement, particularly at the
bottom end of the structure.


WALSUM PAPIER: Insolvency Proceedings Postponed to October
----------------------------------------------------------
EUWID reports that the opening of regular insolvency proceedings
on the Walsum Papier magazine paper mill in Germany has been
postponed to the start of October.

The payments of insolvency benefits covered by the German state
could have been extended for another month until the end of
September, EUWID relays, citing information from the
administrators' office.

Meanwhile, operations at the 205,000 tpy LWC paper machine PM 10
are running to capacity as the mill's customers continue placing
orders with the company, despite it being in preliminary
administration, EUWID notes.

Norske Skog Walsum filed for insolvency in June and changed its
name into Walsum Papier, EUWID recounts.  The opening of regular
insolvency proceeding was originally scheduled for Sept. 1, EUWID
discloses.  According to EUWID, the extension period has
reportedly worked in favor of the administrators by creating
additional space to negotiate with interested parties.



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


PIRAEUS BANK: Fitch Raises Ratings on 18 RMBS Tranches to 'B-sf'
----------------------------------------------------------------
Fitch Ratings has upgraded 18 tranches of seven Greek RMBS
originated by Piraeus Bank S.A. (Piraeus, RD/RD, VR: f),
Consignment Deposit & Loans Fund and Eurobank Ergasias S.A.  Fitch
has also taken rating actions on one credit-linked Greek ABS
tranche and four covered bonds programs issued by Alpha Bank AE
(Alpha, RD/RD, Viability Rating (VR): f), National Bank of Greece
S.A. (NBG, RD/RD, VR: f), and Piraeus.

The rating actions follow the upgrade of the Greek sovereign's
Issuer Default Rating (IDR) to 'CCC' and revision of the Country
Ceiling to 'B-'.

KEY RATING DRIVERS

Higher SF Cap

As a result of the sovereign IDR upgrade and Country Ceiling
revision, Fitch has revised the SF rating cap to 'B-sf'.  This led
to the upgrade of 18 RMBS tranches to 'B-sf', currently the
highest achievable rating for Greek SF transactions.  The Outlook
assigned to the tranches rated 'B-sf' is Stable.

Linked Rating

Aeolos S.A. is a Greek ABS transaction guaranteed by the Greek
government and backed by receivables from Greek airspace route
charges.  Fitch upgraded the notes to 'CCCsf' to reflect the
strong cash flows and link to the sovereign IDR.  The terms of the
notes include a provision for noteholders to call an event of
default if the sovereign defaults.  This option was not exercised
when the Greek sovereign defaulted in 2012 and Fitch expects this
will also be the case in the current circumstances.

Reduced Country Ceiling and Bank IDRs

The covered bond rating actions are driven by the revised Country
Ceiling.

The levels of protection committed by Piraeus and NBG for its
Programme I (66.7% and 25% over-collateralization (OC),
respectively) are sufficient to achieve outstanding recovery
prospects given default of the issuer (91%-100%), which according
to Fitch's rating definitions, are commensurate with the 'B-'
rating.  As a result Fitch has upgraded the ratings of the Piraeus
and NBG Programme I covered bonds to 'B-' from 'CCC'.  The Outlook
assigned to both programs is Stable.

The covered bonds issued by Alpha and NBG under its Programme II
have been upgraded to 'CCC+' from 'CCC' based on the superior
recovery prospects given default of the issuer (71%-90%) achieved
with the OC that Fitch relies upon (5.3% minimum legal and 25%
commitment, respectively).

Unpublished Discontinuity Caps

As the Greek covered bonds issuers' IDRs remain at 'RD',
reflecting an uncured payment default on obligations other than
the covered bonds, Fitch maintains its view that the IDR is not a
starting point for its covered bonds credit risk assessment.  As a
result, Fitch's Discontinuity Cap and IDR uplift analysis, which
generally determines the maximum rating notch uplift from the IDR
of the issuing entities to the covered bond rating on a
probability of default basis, remain unpublished.

RATING SENSITIVITIES

Further changes in the sovereign rating or the Country Ceiling
will affect the rating of the highest rated SF tranches and
covered bond programs.

The ratings of the covered bond programs are also sensitive to
changes to Greek banks' IDRs.

The ratings of NBG and Piraeus' covered bonds would be vulnerable
to downgrades if the asset percentage considered in Fitch's
analysis increases above the breakeven levels of 92.5% (for NBG
Programme I), 86% (NBG Programme II) and 75% (Piraeus).

In the event of an extended or permanent interest payment
shortfall or, after expiry of the applicable extension, a material
principal shortfall, Fitch would likely downgrade the rating of
the covered bonds to 'RD' or 'D'.

DUE DILIGENCE USAGE (only applicable to the RMBS and ABS
transactions)

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

DATA ADEQUACY

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

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

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



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


FINARVEDI SPA: Moody's Withdraws (P)B1 Provisional CFR
------------------------------------------------------
Moody's Investors Service withdrawn Finarvedi S.p.A.'s provisional
corporate family rating (CFR) of (P)B1 and the provisional rating
of (P)B1 on the envisaged unsecured notes.



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


PANTHER CDO: Fitch Raises Ratings on 2 Note Classes to 'CCCsf'
--------------------------------------------------------------
Fitch Ratings has upgraded Panther CDO B.V. notes:

  EUR147.2 mil. Class A1 (ISIN XS0308593671): upgraded to 'A+sf'
   from 'Asf'; Outlook Positive

  EUR29.8 mil. Class A2 (ISIN XS0308594059): upgraded to 'BBBsf'
   from 'BB+sf'; Outlook Positive

  EUR24.5 mil. Class B (ISIN XS0308594489): upgraded to 'BBsf'
   from 'Bsf'; Outlook Positive

  EUR17.5 mil. Class C (ISIN XS0308594729): upgraded to 'Bsf'
   from 'CCCsf'; Outlook Stable

  EUR18 mil. Class D (ISIN XS0308595296): upgraded to 'CCCsf'
   from 'CCsf'

  EUR4 mil. Class E (ISIN XS0308595536): upgraded to 'CCCsf' from
   'CCsf'

Panther CDO V B.V. is a managed cash arbitrage securitization of a
diverse pool of assets, including high-yield bonds, asset-backed
securities, senior loans, second lien loans and mezzanine loans.
The portfolio is managed by M&G Investment Management Limited.

KEY RATING DRIVERS

The upgrades across the capital structure are driven principally
by a significant increase in credit enhancement across all note
tranches following a EUR34 million pay down to the class A1 notes
at the April 2015 interest payment date.  In addition to this, the
reinvestment period ended in October 2014.  As conditions for
further reinvestment are not currently being met, all principal
receipts must be used to pay down debt, and the transaction is
therefore static.  The Positive Outlook on the three senior
tranches reflects further upgrades if repayments continue as per
the last year.

The portfolio is currently made up of ABS assets (46%), corporate
bonds (17%) and leverage loans (37%).  The proportion of ABS
assets has fallen from 50% a year ago, benefiting the transaction
as the majority of its non-senior exposure is attributable to this
sector.  Fitch calculates that the proportion of investment-grade
assets have increased to 36.7% from 34.4% over the past one year.
The positive performance of the portfolio is also illustrated by
the proportion of upgrades (8.9% of the portfolio) vs. downgrades
(2.7%) over the same period, while exposure to Europe's periphery
(Italy, Spain and Portugal) has also fallen, to 19% from 25%.

Defaults currently stand at EUR13 million, down marginally from
EUR13.4 million last year.  This reflects the resolution of one
defaulted asset, the rehabilitation of another back to performing,
and one new default over the year.  The notional value of this
defaulted asset is EUR1.35 million, and has been assigned only a
nominal recovery amount.

Assets subject to a fixed rate of interest represent 7.1% of the
portfolio while all liabilities are currently floating-rate.  A
macro interest rate swap is in place, which currently has a
notional value of EUR8.5 million.  This swap expires at the
forthcoming October 2015 interest payment date, which, given the
current low interest rate environment, will benefit the
transaction through an increase in available excess spread.

Fitch analyzed the portfolio's maturity using two approaches;
first assuming the asset's legal final maturity (corresponding to
that assumed by the trustee) and second using a Fitch-adjusted
maturity.  Fitch assumed a weighted average maturity of 16 and 27
years from closing for amortizing and non-amortizing RMBS loans
respectively.  As a result, Fitch estimates a weighted average
life for the entire portfolio of 8.9 years, relative to the legal
final maturity estimate of 11.2 years.

RATING SENSITIVITIES

Fitch found that reducing the recovery rate by 25% or increasing
the default rate by 25% would not have any impact on the rating of
the notes.

DATA ADEQUACY

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

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

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



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


ASKO INTERREGIONAL: Bank of Russia Revokes Insurance License
------------------------------------------------------------
The Bank of Russia, by its Order No. OD-2284 dated August 27,
2015, revoked the insurance license of ASKO Interregional
Insurance Company, LLC.

The decision is taken due to the insurer's failure to timely
eliminate violations of insurance legislation, which served as a
ground for the suspension of the insurance license (Bank of Russia
Order No. OD-1259, dated June 8, 2015, "On Suspending Insurance
License of ASKO Interregional Insurance Company, Limited Liability
Company"), i.e. due to the non-compliance with financial stability
and solvency requirements in terms of creating insurance reserves
and capital with eligible assets and failure to submit the
documents required by the Bank of Russia. The decision becomes
effective the day it is published in the Bank of Russia Bulletin.

Due to the revocation of its license, ASKO Interregional Insurance
Company is obliged to:

   -- take a decision on the termination of insurance activity in
      accordance with Russian legislation;

   -- meet its liabilities arising from insurance (reinsurance)
      contracts, including the payment of insurance benefits under
      insured events;

   -- transfer liabilities taken under insurance (reinsurance)
      contracts, and/or to cancel these contracts.

ASKO Interregional Insurance Company shall inform insured persons
on the revocation of its license, early termination of insurance
(reinsurance) contracts and/or transfer of liabilities taken under
insurance contracts to another insurer within a month after the
decision on the revocation of the license becomes effective.


INVESTMENT TRADE: DIA to Oversee Provisional Administration
-----------------------------------------------------------
The Bank of Russia, pursuant to Federal Law No. 127-FZ, dated
October 26, 2002, "On Insolvency (Bankruptcy)", took a decision to
appoint the state corporation Deposit Insurance Agency to perform
the functions of the provisional administration of PJSC JSCB
INVESTTRADEBANK and JSC VOCBANK participating in OJSC ITB Holding
from August 27, 2015.

The main objective of the provisional administrations is to
inspect the financial standing of INVESTTRADEBANK and VOCBANK,
including determining the most optimal measures to protect
interests of depositors and creditors.

The powers of shareholders of the banks connected with their
participation in the authorized capital and the powers of
executive bodies are suspended for the period of the provisional
administrations' functioning.


INVESTMENT TRADE: MIRA Cuts National Scale Rating to Ca.ru
----------------------------------------------------------
Moody's Interfax Rating Agency (MIRA) downgraded to Ca.ru from
Caa3.ru the national scale long-term deposit rating (NSR) of
Investment Trade Bank (Russia), the rating has been placed on
review with direction uncertain.

RATINGS RATIONALE

The rating action follows the Central Bank of Russia's (CBR)
announcement on August 27, 2015, that the state Deposit Insurance
Agency (DIA) had taken Investment Trade Bank into temporary
administration.

Moody's considers that the temporary administration indicates that
there is an increased risk that the bank may default on its
obligations and a sign that the bank needs extraordinary support
to avoid defaulting. The downgrade of Investment Trade Bank's
ratings reflects Moody's expectations of heavy losses that the
bank's creditors may incur if the bank defaults on its
obligations, given the bank's poor asset quality and very weak
capital position.

RATINGS REVIEW

Moody's analysis incorporates two principal scenarios: (1) a
commencement of the bank's financial rehabilitation, possibly with
the involvement of a stronger bank institution; or (2) a
withdrawal of the bank's license and its subsequent liquidation.
Moody's will complete its review of Investment Trade Bank's NSR
once it has obtained more clarity regarding the likelihood of
either of the two scenarios.

WHAT COULD MOVE THE RATINGS DOWN/UP

Moody's might downgrade Investment Trade Bank's NSR if the
regulator decides to revoke Investment Trade Bank's license.

The rating agency may confirm the bank's NSR or upgrade it if the
bank continues to operate as a going concern, and if the bank
receives any form of external support from the government or from
a stronger financial institution.

Headquartered in Moscow, Russia, Investment Trade Bank's reported
total assets of RUB134.1 billion, total equity of RUB10.9 billion
and net profit of RUB642 million under audited IFRS on
January 1, 2015.


INVESTMENT TRADE: Moody's Lowers Long-Term Deposit Ratings to Ca
----------------------------------------------------------------
Moody's Investors Service downgraded Investment Trade Bank's long-
term global local and foreign currency deposit ratings to Ca from
Caa3 and placed them on review with direction uncertain. The
rating agency also affirmed the bank's Not Prime short-term local
and foreign currency deposit ratings.

Concurrently, Moody's downgraded the bank's Baseline Credit
Assessment (BCA) and Adjusted BCA to ca from caa3 and placed them
on review with direction uncertain.

Moody's downgraded the bank's long-term Counterparty Risk
Assessment (CR Assessment) to Caa3(cr) from Caa2(cr) and placed it
on review with direction uncertain. The rating agency affirmed the
bank's short-term CR Assessment of Not Prime(cr).

RATINGS RATIONALE

The rating actions follow the Central Bank of Russia's (CBR)
announcement on August 27, 2015, that the state Deposit Insurance
Agency (DIA) had taken Investment Trade Bank into temporary
administration.

Moody's considers that the temporary administration indicates that
there is an increased risk that the bank may default on its
obligations and a sign that the bank needs extraordinary support
to avoid defaulting. The downgrade of Investment Trade Bank's
ratings reflects Moody's expectations of heavy losses that the
bank's creditors may incur if the bank defaults on its
obligations, given the bank's poor asset quality and very weak
capital position.

RATINGS REVIEW

Moody's analysis incorporates two principal scenarios: (1) a
commencement of the bank's financial rehabilitation, possibly with
the involvement of a stronger bank institution; or (2) a
withdrawal of the bank's license and its subsequent liquidation.
Moody's will complete its review of Investment Trade Bank's
ratings once it has obtained more clarity regarding the likelihood
of either of the two scenarios.

WHAT COULD MOVE THE RATINGS DOWN/UP

Moody's might downgrade Investment Trade Bank's ratings if the
regulator decides to revoke Investment Trade Bank's license.

The rating agency may confirm the bank's deposit ratings at Ca or
upgrade them if the bank continues to operate as a going concern,
and if the bank receives any form of external support from the
government or from a stronger financial institution.

Headquartered in Moscow, Russia, Investment Trade Bank's reported
total assets of RUB134.1 billion, total equity of RUB10.9 billion
and net profit of RUB642 million under audited IFRS on
January 1, 2015.


PLATO-BANK LLC: Liabilities Exceed Assets, Bank of Russia Says
--------------------------------------------------------------
The provisional administration of LLC Plato-bank appointed by Bank
of Russia Order No. OD-1040 dated May 13, 2015, due to the
revocation of its banking license revealed in the course of
examination of the credit institution's financial standing that
the value of assets of LLC Plato-bank did not exceed RUR473
million while its liabilities to creditors amounted to RUR907.3
million.

In the course of its examination, the provisional administration
found out that the loans to practically all bank borrowers were
not related to their actual economic activities.  The operations
carried out by the bank bear the evidence of withdrawing the funds
including those received from households.  Besides, the bank
recorded its assets by the value, which exceeded manifold their
market value.

On July 20, 2015, the Court of Arbitration of the Sverdlovsk
Region took a decision to recognize Plato-bank insolvent
(bankrupt) and to initiate bankruptcy proceedings with the state
corporation Deposit Insurance Agency appointed as a receiver.

The Bank of Russia has submitted the information on the financial
transactions bearing the evidence of the criminal offence
conducted by the former management and owners of Plato-bank to the
Prosecutor General's Office of the Russian Federation and to the
Russian Ministry of Internal Affairs for consideration and
procedural decision making.


ROSENERGO-LIFE INSURANCE: Bank of Russia Revokes Insurance License
------------------------------------------------------------------
The Bank of Russia, by its Order No. OD-2289 dated August 27,
2015, revoked the insurance license of Rosenergo-Life Insurance
Company, LLC.

The decision is taken due to the insurer's failure to timely
eliminate violations of insurance legislation, which served as a
ground for the suspension of the insurance license (Bank of Russia
Order No. OD-1626, dated July 9, 2015, "On Suspending Insurance
License of Rosenergo-Life Insurance Company, Limited Liability
Company"), i.e. due to the failure to properly meet Bank of Russia
instruction issued because of the non-compliance with financial
stability and solvency requirements in terms of creating insurance
reserves and capital with eligible assets.  The decision becomes
effective the day it is published in the Bank of Russia Bulletin.

Due to the revocation of its license, Rosenergo-Life Insurance
Company is obliged:

   -- take a decision on the termination of insurance activity in
      accordance with Russian legislation;

   -- meet its liabilities arising from insurance (reinsurance)
      contracts, including the payment of insurance benefits under
      insured events; and

   -- transfer liabilities taken under insurance (reinsurance)
      contracts, and/or to cancel these contracts.

Rosenergo-Life Insurance Company shall inform insured persons on
the revocation of its license, early termination of insurance
(reinsurance) contracts and/or transfer of liabilities taken under
insurance contracts to another insurer within a month after the
decision on the revocation of the license becomes effective.



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


UKRAINE: Creditors Agree to Write Off 20% of Debt
-------------------------------------------------
BBC News reports that the Ukrainian government says it has reached
a debt restructuring deal with its creditors including a write-off
of up to US$3.8 billion (GBP2.5 billion, EUR3.4 billion).

Finance Minister Natalia Yaresko said Ukraine's sovereign debt,
estimated at US$19 billion, would be cut by 20% and the repayment
period extended, BBC relates.

Ukraine's economic woes have spiraled since conflict erupted with
pro-Russia rebels in the east in April 2014, BBC notes.

The debt restructuring deal announced on Aug. 27 comes after five
months of negotiations to save the conflict-hit country from
default, BBC discloses.

Foreign creditors, including private investors, had come under
pressure from the US and the International Monetary Fund to accept
short-term losses so that Ukraine would not be forced into
resuming its reliance on Russia, BBC relays.

According to BBC, the finance ministry said as well as the 20%
"haircut" for creditors, the deal will also extend the payment
period on government bonds by four years.

IMF chief Christine Lagarde welcomed the deal for Ukraine on
Aug. 27, saying it would "help restore debt sustainability", BBC
relates.


UKRAINE: Fitch Lowers Long-Term Foreign Currency IDR to 'C'
-----------------------------------------------------------
Fitch Ratings has taken these rating actions on Ukraine:

   -- Long-term foreign currency IDR downgraded to 'C' from 'CC';
   -- Long-term local currency IDR affirmed at 'CCC';
   -- Short-term foreign currency IDR affirmed at 'C';
   -- Senior unsecured Foreign-Currency issue ratings downgraded
      to 'C' from 'CC';
   -- Senior unsecured Local-Currency issue ratings affirmed at
      'CCC';
   -- Senior unsecured Foreign-Currency, domestically-issued
      issue ratings upgraded to 'CCC' from 'CC';
   -- Country Ceiling affirmed at 'CCC'.

KEY RATING DRIVERS

The government of Ukraine announced that it had reached an
agreement with a representative group of creditors for a debt
exchange that would result in a 20% reduction in principal and a
postponement of principal repayments on USD18 billion of
government and government-guaranteed Eurobonds.  Fitch considers
that this represents a Distressed Debt Exchange (DDE) under its
criteria that results in material losses to bondholders and is
being conducted in order to avoid default.

Domestically issued, foreign-currency bonds are not included in
the debt restructuring and are upgraded to align their ratings
with the long-term, local-currency IDR.

RATING SENSITIVITIES

The foreign and local currency IDRs do not have Outlooks.

Fitch does not envisage developments that would result in positive
rating action at the present time.

Completion of the debt exchange will result in the foreign-
currency IDR being downgraded to 'RD'.

Ukraine's ratings will be raised out of default shortly after
Fitch determines that the exchange has been successful, which is
typically measured by a minimum participation rate of 90%.  The
new rating will be consistent with Ukraine's prospective credit
profile and debt structure.

KEY ASSUMPTIONS

Fitch assumes that the government's announcement of a debt
restructuring with a representative group of creditors on 27
August will be implemented.



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


CATALYST HEALTHCARE: S&P Lowers Rating on GBP175MM Loan to 'BB+'
----------------------------------------------------------------
Standard & Poor's Ratings Services said that it has lowered to
'BB+' from 'BBB-' its long-term issue ratings on the GBP175
million senior secured European Investment Bank (EIB) loan due
Sept. 30, 2037, and GBP218.05 million variable-rate (including
GBP38 million variation bonds) bonds due Sept. 30, 2040, issued by
Catalyst Healthcare (Manchester) Financing PLC (ProjectCo).  S&P
is keeping the ratings on CreditWatch with negative implications,
where it initially placed them on July 2, 2015.

In addition, S&P assigned a '2' recovery rating to the EIB bank
loan and variable-rate bonds.  S&P's recovery expectations are in
the lower half of the 70%-90% range.  To date, however, there has
been limited experience of default or loss in this sector.

The downgrade follows a deterioration in the working relationships
between the Central Manchester University Hospitals NHS Foundation
Trust and the project, which led the Trust to apply another
service payment deduction to ProjectCo earlier this month.  The
deductions relate to fire compartmentation issues at one of the
Trust's hospitals.  The downgrade reflects our concerns that if a
commercial settlement is not agreed soon, further deductions could
be applied.  The possibility of these causing the project's
financial situation to deteriorate, leading to a tight short-term
liquidity position, is a risk--at this stage, however, S&P
considers it unlikely, and it expects the project to have the
ability to pass through those deductions, if these were to
continue.  The Trust applied these deductions because it alleges
that the site is "unavailable but used," as defined in the project
agreement and ProjectCo continues to disagree with the Trust's
interpretation of "availability."  Although remedial works and
surveys are already being carried out by the building contractor
at its own expense, the dispute continues and could lead to
further deductions.

S&P understands that the parties have not yet been able to reach a
commercial agreement.  For this reason, the Trust claimed to be
entitled to make a further deduction of GBP3.1 million in August.
From these, the Trust has deducted GBP1.5 million from the monthly
service payment and deferred the remaining balance of
GBP1.6 million.  This takes the total unavailability deductions
which the Trust is entitled to deduct since December 2014 to
GBP11.9 million, out of which the Trust chose to defer GBP8.9
million.  The GBP3 million total applied deductions have been
passed down to Cofely FM Ltd., the life cycle contractor.

S&P estimates that if the Trust applies the outstanding "deferred
deductions" in September, ProjectCo would still be able to pay its
debt service in September 2015 by drawing on the debt service
reserve account (DSRA).  However, at this stage, S&P considers it
unlikely that the Trust would apply further deductions, and even
if they do, S&P expects the project to have sufficient liquidity
to cover them.

The CreditWatch placement reflects S&P's lack of visibility in the
current situation.  S&P expects to resolve the placement within
the next three months, depending upon the outcome of the current
commercial negotiations between the parties.

S&P could lower the rating, possibly by more than one notch, if an
agreement is not reached and the Trust continues to apply further
deductions, which could lead to a tight liquidity position for
ProjectCo if it is unable to pass deductions on to Cofely FM.

S&P could affirm the rating once an agreement is reached.  A
subsequent upgrade could follow a period of greater operational
stability, during which the Trust and ProjectCo establish a more
constructive relationship.


DECO 10 - PAN EUROPE: Fitch Affirms 'Csf' Rating on Class D Notes
-----------------------------------------------------------------
Fitch Ratings has affirmed DECO 10 - Pan Europe 4 p.l.c.'s
floating rate notes due 2019:

   -- EUR85.5 mil. class A2 (XS0276271375) affirmed at 'BB+sf';
      Outlook Stable

   -- EUR31.9 mil. class B (XS0276272001) affirmed at 'B+sf'';
      Outlook Stable

   -- EUR31.9 mil. class C (XS0276273074) affirmed at 'CCsf';
      Recovery Estimate (RE) revised to 65% from 85%

   -- EUR18.9 mil. class D (XS0276273660) affirmed at 'Csf';
      RE 0%

DECO 10 closed in December 2006 and was originally the
securitization of 14 commercial real estate loans, backed by
collateral located in Germany, Switzerland and the Netherlands.
Twelve loans were solely originated by Deutsche Bank (DB,
A/Negative) whereas the other two were syndications between DB and
Citibank N.A. (A+/Stable) Landesbank Hessen-Thueringen
Girozentrale (A+/Stable).  Seven loans remain outstanding.

KEY RATING DRIVERS

The affirmation of the class A2 and B notes reflects the overall
stable performance of the loan portfolio over the last 12 months.
The Rubicon Nike loan, which is supported by strong contractual
income, is sweeping surplus rent, and combined with collateral
liquidations from other loans, has led to EUR29.3 million of
principal being repaid sequentially over this period.  Over the
loan's four-year remaining term, at current interest rates the
Nike lease, which also expires in four years, should return over
EUR20 million of principal.

The pace of sales from the EUR83.6 million.  Treveria II loan (50%
is held in this securitization) is a key rating driver of this
deal and hinges on this loan's special servicer Situs Asset
Management. Earlier this year Situs appointed a new asset manager
to hasten sales, following disappointing progress and legal issues
related to common land charges affecting most assets.

Only five properties were sold between July 2014 and April 2015,
versus Situs's expectations of up to three or four assets per
quarter.  The slow sale weighs on the rating of the class A2
bonds, and the high vacancy of 18.5% recorded in April suggests
that better-performing assets have been disposed of.  Although
Fitch expects a significant loss from Treveria II, those assets
that are being sold have returned principal broadly in line with
our expectations, thus helping to deleverage the senior bonds.

The collateral securing the DFK Portfolio and Toom DIY loans was
sold in July 2015.  DFK suffered a EUR5.1 million write-down,
which may rise to EUR5.7 million after costs are deducted.  This
is worse than previously assumed by Fitch.  The Toom DIY sale
could result in losses of around EUR2.2 million, which together
with the DFK sale, could mean lower recoveries, as reflected in
the revised RE for the class C notes.

The EUR13.7 million Luebeck Retail and EUR12.1 million Edeka
Retail loans were formerly granted to borrowers owned by the same
sponsor.  In 2014, the special servicer (Hatfield Philips)
enforced the sponsor's voting right and replaced management.  The
Edeka Retail asset is almost fully let to German retailer Edeka.
This tenant is also the largest in the Luebeck Retail portfolio,
which is 32.7% vacant.  Both assets are up for sale but at loan-
to-values (LTVs) of 115% and 145%, respectively, Fitch expects
significant losses.

The EUR9 million ECP MF Portfolio loan is performing in line with
our expectations.  It is secured by German multifamily housing
collateral located in Berlin and Leipzig, and scheduled to mature
in July 2016.  With a low reported LTV of 56%, low vacancy and
slowly increasing income, we expect the loan to repay on maturity.

RATING SENSITIVITIES

A sustained and significant increase in the pace of asset
disposals for the Treveria II loan could result in an upgrade of
the senior notes.  Similarly, a full repayment of Rubicon Nike
could result in positive rating action.

DUE DILIGENCE USAGE

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

DATA ADEQUACY

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

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

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


DUKINFIELD PLC: Moody's Assigns (P)Ba1 Rating to Class E Notes
--------------------------------------------------------------
Moody's Investors Service has assigned provisional long-term
credit ratings to Notes to be issued by Dukinfield PLC:

  GBP[326.4] million Class A Mortgage Backed Floating Rate Notes
  due [August 2045], Assigned (P) Aaa (sf)

  GBP[37.9] million Class B Mortgage Backed Floating Rate Notes
  due [August 2045], Assigned (P) Aa1 (sf)

  GBP[33.3] million Class C Mortgage Backed Floating Rate Notes
  due [August 2045], Assigned (P) Aa3 (sf)

  GBP[16.1] million Class D Mortgage Backed Floating Rate Notes
  due [August 2045], Assigned (P) A3 (sf)

  GBP[25.3] million Class E Mortgage Backed Floating Rate Notes
  due [August 2045], Assigned (P) Ba1 (sf)

Moody's has not assigned ratings to the GBP [20.7] million Class F
Mortgage Backed Floating Rate Notes and Class Z Certificates.

The portfolio backing this transaction consists of UK non-
conforming residential loans originated by Future Mortgages
Limited (not rated, undergoing a name change to Dukinfield
Mortgages Limited, [97.04]% of loans), Rooftop Mortgages Limited
(not rated, [1.54]% of loans), Southern Pacific Mortgages Limited
(not rated, [0.77]% of loans), Amber Homeloans Limited (not rated,
[0.37]% of loans), Citibank International Limited (A1/P-1, [0.17]%
of loans), Citifinancial Europe Plc (not rated, [0.06]% of loans);
and Citibank Trust Limited (not rated, [0.05]% of loans).

On the closing date, Future Mortgages Limited will sell the
portfolio to Dukinfield PLC.

RATINGS RATIONALE

The ratings take into account the credit quality of the underlying
mortgage loan pool, from which Moody's determined the MILAN Credit
Enhancement (CE) and the portfolio expected loss, as well as the
transaction structure and legal considerations. The expected
portfolio loss of [5.0]% and the MILAN CE of [21]% serve as input
parameters for Moody's cash flow model, which is based on a
probabilistic lognormal distribution.

Portfolio expected loss of [5.0]%: this is lower than UK
pre-crisis non-conforming securitizations and is based on Moody's
assessment of the lifetime loss expectation taking into account:
(i) the high seasoning of [8.1] years on average, (ii) the
relatively low arrears levels of [9.32]% compared with the sector
average, (iii) the originators' limited historical performance,
(iv) the current macroeconomic environment and our view of the
future macroeconomic environment in the UK; and (v) benchmarking
with similar transactions in the UK non-conforming sector.

MILAN CE of [21]%: this is slightly lower than the UK non-
conforming sector average and follows Moody's assessment of the
loan-by-loan information taking into account the historical
performance and the following key drivers: (i) the high WA current
LTV of [81.54]% of the pool, (ii) the presence of around [17.5]%
of loans which were granted one or several arrears capitalizations
or a loan modification, which Moody's sees as a negative feature,
(iii) the presence of a relatively low proportion of self-
certified borrowers ([33.8]%) and borrowers with CCJs at
origination ([5.4]%) compared with the non-conforming sector
average; and (iv) positive features such as a WA seasoning of
[8.1] years and months current data showing that around [60]% of
the loans in the pool have not been in arrears since January 2011.

At closing the mortgage pool balance will consist of GBP [459.7]
million of loans. The reserve fund will be funded to [2.5]% of the
initial mortgage pool balance and will build up to [3.0]% of the
initial mortgage pool balance through the accumulation of excess
spread. Thereafter, the reserve fund required amount will equal
the greater of (i) [4.5]% of the outstanding principal amount of
Class A notes and (ii) [3.0]% of the initial mortgage pool
balance.

Operational Risk Analysis: Pepper (UK) Limited ("Pepper") will be
acting as servicer and is not rated by Moody's. In order to
mitigate the operational risk, the transaction will have a back-up
servicer facilitator, Homeloan Management Limited (Not rated) will
be acting as back-up servicer and Elavon Financial Services
Limited, UK Branch will be acting as an independent cash manager
from close. To ensure payment continuity over the transaction's
lifetime the transaction documents incorporate estimation language
whereby the cash manager can use the three most recent servicer
reports to determine the cash allocation in case no servicer
report is available. Class A notes benefit from principal to pay
interest and the equivalent of [2] quarters of liquidity through
the reserve fund. The reserve fund also provides slightly less
than [2] quarters of liquidity to Class B to E notes.

Interest Rate Risk Analysis: The transaction will be unhedged and
[98.6]% of the pool balance are floating rate mortgages linked to
three-month sterling Libor. Moody's has taken the absence of basis
swap into account in its cashflow modelling.

The provisional ratings address the expected loss posed to
investors by the legal final maturity of the Notes. In Moody's
opinion, the structure allows for timely payment of interest with
respect to Class A Notes, ultimate payment of interest to Class B
to E Notes and ultimate payment of principal with respect to Class
A to E Notes by legal final maturity. Moody's issues provisional
ratings in advance of the final sale of securities, but these
ratings represent only Moody's preliminary credit opinions. Upon a
conclusive review of the transaction and associated documentation,
Moody's will endeavor to assign definitive ratings to the Notes. A
definitive rating may differ from a provisional rating. Other non-
credit risks have not been addressed, but may have a significant
effect on yield to investors.

Moody's Parameter Sensitivities: If the portfolio expected loss
was increased from [5.0]% to [8.75]% of current balance, and the
MILAN CE was increased from [21]% to [29.4]%, the model output
indicates that the Class A notes would still achieve Aaa(sf)
assuming that all other factors remained equal. Moody's Parameter
Sensitivities quantify the potential rating impact on a structured
finance security from changing certain input parameters used in
the initial rating. The analysis assumes that the deal has not
aged and is not intended to measure how the rating of the security
might change over time, but instead what the initial rating of the
security might have been under different key rating inputs.

Moody's Parameter Sensitivities provide a quantitative/model-
indicated calculation of the number of rating notches that a
Moody's structured finance security may vary if certain input
parameters used in the initial rating process differed. The
analysis assumes that the deal has not aged and is not intended to
measure how the rating of the security might migrate over time,
but rather how the initial rating of the security might have
differed if key rating input parameters were varied. Parameter
Sensitivities for the typical EMEA RMBS transaction are calculated
by stressing key variable inputs in Moody's primary rating model.

The principal methodology used in this rating was Moody's Approach
to Rating RMBS Using the MILAN Framework published in January
2015. Please see the Credit Policy page on www.moodys.com for a
copy of this methodology.

The analysis undertaken by Moody's at the initial assignment of a
rating for an RMBS security may focus on aspects that become less
relevant or typically remain unchanged during the surveillance
stage. Please see Moody's Approach to Rating RMBS Using the MILAN
Framework for further information on Moody's analysis at the
initial rating assignment and the on-going surveillance in RMBS.

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

Significantly different loss assumptions compared with our
expectations at close due to either a change in economic
conditions from our central scenario forecast or idiosyncratic
performance factors would lead to rating actions. For instance,
should economic conditions be worse than forecast, the higher
defaults and loss severities resulting from a greater
unemployment, worsening household affordability and a weaker
housing market could result in downgrade of the ratings.
Deleveraging of the capital structure or conversely a
deterioration in the notes available credit enhancement could
result in an upgrade or a downgrade of the ratings, respectively.


INDEPENDENT OIL: Defers Loan Repayment of GBP358,000
----------------------------------------------------
The Scotsman reports that Independent Oil & Gas has reached
agreement with a lender to defer a loan repayment for a month as
the firm looks to secure a funding deal for a well.

Darwin Strategic has put back repayment of GBP358,000 to Oct. 4
with no additional fees or interest being charged, .

The Aim-quoted explorer is looking to drill an appraisal well at
the Skipper discovery in the North Sea later this year.

Chief executive Mark Routh said that, amid the current downturn
facing the sector, it was a "challenging time to fund and drill
wells in the North Sea", but the firm was "appreciative of
Darwin's flexibility in extending the loan".

Independent Oil & Gas is a North Sea driller.


MCCLURE NAISMITH: In Administration, Rescue Talks Ongoing
---------------------------------------------------------
Gareth Mackie at The Scotsman reports that McClure Naismith has
collapsed into administration after months of speculation about
its financial health.

However, it was understood on Aug. 28 that administrators for
McClure Naismith were hopeful that a "reasonable number" of jobs
could be saved amid ongoing talks with a number of firms, The
Scotsman relates.

McClure Naismith, which had 26 partners and more than 100 staff,
had been more than seven months late in filing its annual accounts
and recently said that it was looking at the possibility of
merging with a rival practice after its banking division suffered
at the hands of the financial crisis and ensuing recession, The
Scotsman relays.

Tom MacLennan and Iain Fraser, partners at insolvency practice FRP
Advisory, have been appointed joint administrators, The Scotsman
discloses.

According to The Scotsman, the most recent available accounts show
that turnover fell to GBP12 million for the 12 months to April 30,
2013, down from GBP13.1 million the previous year.

McClure Naismith is a law firm founded in Glasgow in 1826.



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X X X X X X X X
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* BOND PRICING: For the Week August 24, 2015 to August 28, 2015
---------------------------------------------------------------

Issuer               Coupon    Maturity   Currency   Price
------               ------    --------   --------   -----
Abengoa Finance SAU    7.00    4/15/2020    EUR      62.34
Abengoa Finance SAU    8.88     2/5/2018    EUR      67.22
Abengoa Finance SAU    6.00    3/31/2021    EUR      62.00
Grupo Isolux Corsan    6.63    4/15/2021    EUR      54.21
CSN Resources SA       6.50    7/21/2020    USD      59.50
Abengoa Greenfield     5.50    10/1/2019    EUR      59.48
CGG SA                 5.88    5/15/2020    EUR      72.73
NBG Finance PLC        4.38    4/30/2019    EUR      45.50
Abengoa Finance SAU    8.88    11/1/2017    USD      71.80
Vallourec SA           2.25    9/30/2024    EUR      73.86
Piraeus Group Finan    5.00    3/27/2017    EUR      36.00
Ukraine Government     9.25    7/24/2017    USD      71.00
Alpha Credit Group     3.38    6/17/2017    EUR      56.75
Abengoa Finance SAU    7.75     2/1/2020    USD      60.00
Abengoa SA             6.25    1/17/2019    EUR      60.84
Ajecorp BV             6.50    5/14/2022    USD      61.90
Ukraine Government     6.88    9/23/2015    USD      70.75
Petrobras Global Fi    5.63    5/20/2043    USD      70.71
CGG SA                 6.50     6/1/2021    USD      54.00
OAS Investments Gmb    8.25   10/19/2019    USD      11.00
CHC Helicopter SA      9.25   10/15/2020    USD      57.00
Abengoa Finance SAU    8.88    11/1/2017    USD      69.50
ERB Hellas PLC         4.25    6/26/2018    EUR      32.70
Ukraine Government     4.95   10/13/2015    EUR      71.00
Andrade Gutierrez I    4.00    4/30/2018    USD      62.50
Abengoa SA             5.13     3/5/2017    USD      65.48
Algeco Scotsman Glo   10.75   10/15/2019    USD      59.25
QGOG Constellation     6.25    11/9/2019    USD      57.00
Russian Standard Ba   13.00    4/10/2020    USD      48.00
Afren PLC              6.63    12/9/2020    USD       5.00
Tullow Oil PLC         6.00    11/1/2020    USD      79.10
HSH Nordbank AG        0.82    2/14/2017    EUR      68.35
Gol LuxCo SA           8.88    1/24/2022    USD      74.00
Ukraine Government     7.75    9/23/2020    USD      70.50
Heta Asset Resoluti    4.38    1/24/2017    EUR      64.50
Takko Luxembourg 2     9.88    4/15/2019    EUR      52.67
Norske Skogindustri    7.00    6/26/2017    EUR      70.17
Nordea Bank AB         0.70                 EUR      70.75
Ukraine Government     7.50    4/17/2023    USD      70.25
Comfeed Finance BV     6.00     5/2/2018    USD      76.63
Tullow Oil PLC         6.25    4/15/2022    USD      72.93
CIMPOR Financial Op    5.75    7/17/2024    USD      76.00
Hema Bondco I BV       6.25    6/15/2019    EUR      62.17
Metinvest BV          10.25    1/31/2016    USD      68.00
EnQuest PLC            5.50    2/15/2022    GBP      64.42
Privatbank CJSC Via    9.38    9/23/2015    USD      68.50
Bluewater Holding B   10.00   12/10/2019    USD      69.88
Indo Energy Finance    6.38    1/24/2023    USD      54.50
Abengoa Finance SAU    7.75     2/1/2020    USD      52.00
Abengoa Greenfield     6.50    10/1/2019    USD      59.75
Russian Standard Ba    7.56    12/1/2016    USD      65.20
Alcatel-Lucent         4.25     7/1/2018    EUR       3.76
Aegon NV               1.26                 EUR      72.19
Indo Energy Finance    7.00     5/7/2018    USD      78.25
CGG SA                 6.88    1/15/2022    USD      58.00
Pacific Drilling SA    5.38     6/1/2020    USD      71.96
Far East Capital Lt    8.00     5/2/2018    USD      59.75
Intelsat Luxembourg    8.13     6/1/2023    USD      74.95
CGG SA                 1.75     1/1/2020    EUR       8.47
Public Power Corp F    5.50     5/1/2019    EUR      72.71
Peugeot SA             4.45     1/1/2016    EUR      27.07
Heta Asset Resoluti    2.75    5/31/2016    CHF      63.00
Abengoa Greenfield     6.50    10/1/2019    USD      89.50
Bank of New York Me    4.23   12/30/2099    EUR      22.98
Afren PLC             11.50     2/1/2016    USD       4.75
Banque Federative d    1.40                 EUR      63.81
ING Groep NV           1.57                 EUR      70.51
Avangardco Investme   10.00   10/29/2015    USD      48.25
DOF Subsea AS          6.26    5/22/2018    NOK      74.00
HSH Nordbank AG        0.78    2/14/2017    EUR      68.35
Brunswick Rail Fina    6.50    11/1/2017    USD      50.85
Bank of New York Me    4.47   12/15/2050    EUR      62.86
Paragon Offshore PL    7.25    8/15/2024    USD      20.00
Afren PLC             10.25     4/8/2019    USD       5.00
Abengoa SA             5.13     3/5/2017    USD      64.25
Ukraine Government     6.25    6/17/2016    USD      70.50
World Wide Supply A    7.75    5/26/2017    USD      55.00
Hema Bondco II BV      8.50   12/15/2019    EUR      32.13
Solstad Offshore AS    4.82    6/24/2019    NOK      65.50
Yuksel Insaat AS       9.50   11/10/2015    USD      55.25
Banco Espirito Sant    7.13   11/28/2023    EUR       5.13
HSH Nordbank AG/Lux    2.31                 EUR      11.69
EnQuest PLC            7.00    4/15/2022    USD      65.50
TiZir Ltd              9.00    9/28/2017    USD      68.00
Ukraine Government     7.80   11/28/2022    USD      70.50
Metinvest BV           8.75    2/14/2018    USD      56.25
Heta Asset Resoluti    4.25   10/31/2016    EUR      63.00
Petrobras Global Fi    5.38    10/1/2029    GBP      73.28
Ukraine Government     6.75   11/14/2017    USD      70.50
KCA Deutag UK Finan    7.25    5/15/2021    USD      70.25
WPE International C   10.38    9/30/2020    USD       8.06
AXA SA                 0.54                 EUR      74.01
CNP Assurances         1.25                 EUR      64.75
Russian Standard Ba   11.50    1/17/2024    USD      35.13
Banca delle Marche     0.92     6/1/2017    EUR      39.67
CHC Helicopter SA      9.38     6/1/2021    USD      45.00
Ukraine Government     6.58   11/21/2016    USD      71.00
Transcapitalbank JS   10.00    9/18/2020    USD      78.25
ING Groep NV           1.17                 EUR      69.77
Farstad Shipping AS    4.55    5/29/2018    NOK      62.50
HSH Nordbank AG        7.25                 USD      15.00
Dolphin Group AS       8.91     3/5/2019    NOK      44.00
First Ukrainian Int   11.00   12/31/2018    USD      62.27
IMMOFINANZ AG          4.25     3/8/2018    EUR       4.57
Paragon Offshore PL    6.75    7/15/2022    USD      51.61
DTEK Finance PLC       7.88     4/4/2018    USD      43.03
Immigon Portfolioab   10.00                 EUR       1.02
Ukraine Government     7.95    2/23/2021    USD      70.25
Financiere Quick SA    7.48   10/15/2019    EUR      71.75
Mriya Agro Holding     9.45    4/19/2018    USD      16.25
Commercial Bank Pri    5.80     2/9/2016    USD      60.00
Virgolino de Olivei   10.50    1/28/2018    USD       1.00
Alcatel-Lucent         0.13    1/30/2020    EUR       4.21
OGX Austria GmbH       8.50     6/1/2018    USD       0.00
Rothschilds Continu    1.29                 EUR      61.29
Ukraine Railways vi    9.50    5/21/2018    USD      73.50
Caixa Terrassa Soci    1.18                 EUR      62.62
Banque Federative d    0.83                 EUR      63.71
Neopost SA             3.38                 EUR      52.67
Norske Skog Holding    8.00    2/24/2021    EUR      48.33
Singulus Technologi    7.75    3/23/2017    EUR      31.63
Codere Finance Luxe    8.25    6/15/2015    EUR      71.25
SOITEC                 6.75    9/18/2018    EUR       1.45
Faurecia               3.25     1/1/2018    EUR      32.95
BOA OCV AS             6.75    10/7/2019    NOK      73.75
Fred Olsen Energy A    4.16    2/28/2019    NOK      74.00
Laurel GmbH            7.13   11/16/2017    EUR      18.88
DOF ASA                8.36    9/12/2019    NOK      60.00
DOF ASA                5.99     2/7/2018    NOK      60.88
Rem Offshore ASA       6.56    9/25/2019    NOK      50.00
DTEK Finance PLC      10.38    3/28/2018    USD      47.01
OSX 3 Leasing BV      13.00    3/20/2015    USD      48.50
Tullow Oil PLC         6.25    4/15/2022    USD      72.75
Piraeus Group Finan    1.83    7/20/2016    EUR       5.63
Island Offshore Shi    6.54     4/5/2016    NOK      68.81
Credit Agricole SA     0.71                 EUR      66.20
Far East Capital Lt    8.75     5/2/2020    USD      59.75
Ukreximbank Via Biz    7.51     2/9/2023    USD      67.87
Praktiker AG           5.88    2/10/2016    EUR       0.16
syncreon Group BV /    8.63    11/1/2021    USD      72.25
UKRLANDFARMING PLC    10.88    3/26/2018    USD      49.00
Credit Mutuel Arkea    1.33                 EUR      62.98
Santander Internati    2.00                 USD      44.75
Financing of Infras    9.00    12/7/2017    USD      70.00
E Forland AS           8.17     9/4/2018    NOK      70.63
Eurobank Ergasias S    1.59     6/8/2017    EUR       5.00
Tonon Luxembourg SA   10.50    5/14/2024    USD      52.50
Immigon Portfolioab    8.98    7/26/2018    EUR      66.63
Etablissements Maur    1.63     7/1/2019    EUR      13.77
Norshore Atlantic B   12.00   12/21/2018    USD      50.00
Phosphorus Holdco P   10.00     4/1/2019    GBP       0.95
Etablissements Maur    2.75     7/1/2021    EUR       8.61
Espirito Santo Fina    6.88   10/21/2019    EUR       0.37
City of Kiev Ukrain    8.00    11/6/2015    USD      64.88
Tullow Oil PLC         6.00    11/1/2020    USD      74.00
Abengoa Finance SAU    6.00    3/31/2021    EUR      61.33
Island Drilling Co     9.50     4/3/2018    USD      57.75
Aegon NV               1.51                 NLG      56.92
Atlantic Offshore A    8.88    5/16/2018    NOK      65.11
Air France-KLM         2.03    2/15/2023    EUR      10.44
Afren PLC              6.63    12/9/2020    USD       5.00
Barclays Bank PLC      1.44    3/28/2033    USD      64.75
Banca delle Marche     1.14    6/15/2016    EUR      38.13
OGX Austria GmbH       8.38     4/1/2022    USD       0.01
Finance and Credit     9.25    1/25/2019    USD       8.38
Assystem               4.50                 EUR      27.20
Abengoa Finance SAU    7.00    4/15/2020    EUR      62.67
Pescanova SA           5.13    4/20/2017    EUR       3.32
HSBC Bank PLC          0.75                 USD      62.05
Espirito Santo Fina    3.13    12/2/2018    EUR       0.83
Banco Espirito Sant    2.64                 EUR       8.13
Barclays Bank PLC      1.18    3/21/2033    USD      64.50
EnQuest PLC            7.00    4/15/2022    USD      82.50
CGG SA                 1.25     1/1/2019    EUR      25.59
Renaissance Credit    13.50    5/22/2019    USD      71.25
Metinvest BV          10.50   11/28/2017    USD      58.87
Ageasfinlux SA         1.33                 EUR      63.48
Candyking Holding A    5.00    1/29/2018    SEK      60.00
Danske Bank Oyj        0.73                 EUR      64.47
NTRP Via Interpipe    10.25     8/2/2017    USD      25.00
Abengoa Finance SAU    8.88     2/5/2018    EUR      67.67
Pescanova SA           8.75    2/17/2019    EUR       3.53
HSBC Bank PLC          0.75                 USD      61.73
Hema Bondco I BV       5.24    6/15/2019    EUR      60.69
Heta Asset Resoluti    0.06    5/31/2016    EUR      64.14
Electromagnetic Geo    7.29    6/27/2016    NOK      60.52
Alpha Credit Group     1.68     2/1/2017    EUR       6.63
Abengoa Greenfield     5.50    10/1/2019    EUR      59.88
Afren PLC             10.25     4/8/2019    USD       3.40
BPCE SA                1.07                 EUR      60.75
Lambay Capital Secu    6.25                 GBP       1.30
Orpea                  1.75     1/1/2020    EUR      72.00
City of Kyiv Via Ky    9.38    7/11/2016    USD      64.99
CIMPOR Financial Op    5.75    7/17/2024    USD      73.00
Sydbank A/S            1.14                 EUR      64.20
CSN Resources SA       6.50    7/21/2020    USD      65.00
Rem Offshore ASA       7.11    3/14/2018    NOK      63.00
Econocom Group SA/N    1.50    1/15/2019    EUR      11.30
Hellenic Republic G    6.14    4/14/2028    EUR      75.63
Rothschilds Continu    0.69                 USD      52.69
Jyske Bank A/S         1.38                 EUR      64.07
Barclays Bank PLC      1.56                 GBP      71.95
Santander Finance P    0.62                 EUR      67.75
Talvivaara Mining C    4.00   12/16/2015    EUR       0.85
Norske Skog Holding    8.00    2/24/2023    USD      50.63
ATF Capital BV        10.00                 USD      66.38
ESFIL-Espirito Sant    5.25    6/12/2015    EUR       1.05
Ideal Standard Inte   11.75     5/1/2018    EUR      24.25
Hellenic Republic G    5.20    7/17/2034    EUR      68.00
Union Fenosa Prefer    1.64                 EUR      70.25
Pacific Drilling SA    5.38     6/1/2020    USD      70.00
Bank Nadra via NDR     8.25    7/31/2018    USD       7.00
Olympic Ship AS        6.36    6/18/2019    NOK      65.07
Takko Luxembourg 2     6.98    4/15/2019    EUR      50.67
TAG Immobilien AG      6.50   12/10/2015    EUR      10.43
Cooperatieve Centra    0.50   11/26/2021    ZAR      56.06
eno energy GmbH        7.38    6/30/2016    EUR      62.00
Le Noble Age           4.88     1/3/2016    EUR      20.70
BLT Finance BV         7.50    5/15/2014    USD       5.00
Eniro AB               6.00    4/14/2020    SEK      55.00
Mriya Agro Holding    10.95    3/30/2016    USD      16.75
Abengoa SA             6.25    1/17/2019    EUR      60.62
Aralco Finance SA     10.13     5/7/2020    USD       2.38
Barclays Bank PLC      0.58                 USD      50.00
Nexans SA              4.00     1/1/2016    EUR      54.90
Phones4u Finance PL    9.50     4/1/2018    GBP      37.38
HSBC Bank PLC          0.60                 USD      62.14
Noreco Norway AS       6.50     3/6/2018    NOK      62.38
Pierre & Vacances S    3.50    10/1/2019    EUR      37.87
Gunther Zamek Produ    7.75    5/15/2017    EUR       1.74
Afren PLC             11.50     2/1/2016    USD       4.50
Scandinavian Airlin    2.38                 CHF      30.38
Gol LuxCo SA           8.88    1/24/2022    USD      81.00
NIBC Bank NV           2.13                 USD      70.83
Ukraine Government     9.25    7/24/2017    USD      72.98
Touax SA               6.00    7/10/2020    EUR      20.30
Telecare Service Ho    6.98    5/23/2018    SEK      73.63
Virgolino de Olivei   10.88    1/13/2020    USD      19.88
Petrol AD              8.38    1/26/2017    EUR      11.63
IKB Deutsche Indust    5.63    3/31/2017    EUR      22.00
Caisse Federale du     1.17                 EUR      63.90
Agroton Public Ltd     6.00    7/14/2019    USD      21.13
BOA Offshore AS        8.11   12/18/2018    NOK      55.88
BDT Media Automatio    8.13    10/9/2017    EUR      65.88
RENE LEZARD Mode Gm    7.25   11/25/2017    EUR      21.00
Banco Espanol de Cr    0.61                 EUR      67.16
Capital Raising Gmb    7.50                 EUR      10.98
Global PVQ SE          6.75   10/21/2015    EUR       0.59
Algeco Scotsman Glo   10.75   10/15/2019    USD      80.25
Banco Espirito Sant    2.81                 EUR      14.38
Paragon Offshore PL    7.25    8/15/2024    USD      28.90
Privatbank CJSC Via   10.88    2/28/2018    USD      64.00
Vseukrainsky Aktsin    9.00    6/14/2019    USD       2.39
Dexia Credit Local     4.30                 EUR      10.13
Corporate Commercia    8.25     8/8/2014    USD       2.32
Financing of Infras    7.40    4/20/2018    USD      70.00
International Indus    9.00     7/6/2011    EUR       0.49
friedola Gebr Holza    7.25    4/11/2017    EUR      29.25
Probusinessbank OAO   13.25     9/5/2015    RUB      67.52
SNS Bank NV            6.25   10/26/2020    EUR       2.79
Air Berlin Finance     1.50    4/11/2027    EUR      60.00
Windreich GmbH         6.50    7/15/2016    EUR      10.88
Heta Asset Resoluti    0.74    1/24/2017    EUR      18.33
SNS Bank NV           11.25                 EUR       0.79
Virgolino de Olivei   11.75     2/9/2022    USD       2.00
Ukraine Government     5.00   12/20/2015    USD      72.00
Lloyds Bank PLC        2.01    2/22/2033    USD      63.00
Barclays Bank PLC      1.95    5/31/2033    USD      67.00
Alpine Holding GmbH    6.00    5/22/2017    EUR       0.00
Barclays Bank PLC      1.68    4/19/2033    USD      65.00
Nexity SA              0.63     1/1/2020    EUR      49.73
Minicentrales Dos S    6.45    4/14/2028    EUR      61.63
QGOG Constellation     6.25    11/9/2019    USD      54.10
CGG SA                 6.88    1/15/2022    USD      56.00
APP International F   11.75    10/1/2005    USD       1.75
Standard Chartered     0.59                 USD  #N/A N/A
Lehman Brothers UK     5.13                 EUR       0.05
Cirio Holding Luxem    6.25    2/16/2004    EUR       2.29
JZ Capital Partners    6.00    7/30/2021    GBP      10.90
Orient Express Bank   12.00    5/29/2019    USD      70.13
Lloyds Bank PLC        0.52                 USD      62.59
Ekotechnika GmbH       9.75    5/10/2018    EUR      10.13
Barclays Bank PLC      0.69                 USD      50.00
Grupo Isolux Corsan    6.63    4/15/2021    EUR      54.45
DNB Bank ASA           0.66                 USD      62.80
Vedanta Resources P    7.13    5/31/2023    USD      75.00
Ukraine Government     7.50    4/17/2023    USD      72.47
NIBC Bank NV           0.67                 EUR      59.47
KCA Deutag UK Finan    7.25    5/15/2021    USD      84.75
Lehman Brothers Tre    7.00    5/17/2035    EUR      19.00
ADLER Real Estate A    6.00    6/30/2017    EUR      12.50
Jyske Bank A/S         0.74                 EUR      63.38
Volstad Shipping AS    7.15    5/30/2018    NOK      64.89
Alpha Credit Group     6.00    5/20/2017    EUR      56.75
KA Finanz AG           5.43    2/13/2024    EUR      60.00
Koninklijke Luchtva    0.75                 CHF      35.00
Kaupthing Bank Hf      5.75    10/4/2011    USD      22.00
MS Deutschland Bete    6.88   12/18/2017    EUR      15.00
Ajecorp BV             6.50    5/14/2022    USD      59.88
Astana Finance BV      7.88     6/8/2010    EUR      17.38
SeaBird Exploration    6.00     3/3/2018    USD  #N/A N/A
GNB - Cia de Seguro    3.49                 EUR      61.50
Andrade Gutierrez I    4.00    4/30/2018    USD      78.13
CGG SA                 5.88    5/15/2020    EUR      72.50
Nordea Bank Norge A    0.56                 USD      63.28
Dannemora Mineral A   11.75    3/22/2016    USD       0.67
GNB - Cia de Seguro    2.19   12/19/2022    EUR      74.05
Espirito Santo Fina    9.75   12/19/2025    EUR       1.40
Den Norske Creditba    0.63                 USD      62.93
Financing of Infras    8.38    11/3/2017    USD      70.00
Hybrid Raising GmbH    6.63                 EUR      11.50
Mox Telecom AG         7.25    11/2/2017    EUR       2.48
Codere Finance Luxe    9.25    2/15/2019    USD      71.38
Dexia SA               4.89                 EUR      15.25
Banco Espirito Sant    0.16                 EUR      14.38
Norske Skogindustri    7.13   10/15/2033    USD      35.13
Lloyds Bank PLC        0.69                 USD      62.50
Societe Air France     2.75     4/1/2020    EUR      20.27
OAS Investments Gmb    8.25   10/19/2019    USD       9.75
Bank of Scotland PL    0.63                 USD      62.50
More & More AG         8.13    6/11/2018    EUR      37.25
Depfa Funding III L    1.35                 EUR      57.38
Cirio Finanziaria S    8.00   12/21/2005    EUR       1.83
Ukreximbank Via Biz    7.51     2/9/2023    USD      66.26
Hellenic Republic G    2.09    7/25/2057    EUR      29.25
BNP Paribas SA         0.48                 USD      60.70
Havila Holding AS      7.99    9/26/2017    NOK      59.19
Strenesse AG           9.00    3/15/2017    EUR      55.00
Hellenic Bank PCL     10.00                 EUR      48.63
Commerzbank Holding    0.81                 USD      63.88
Popular Capital SA     1.34                 EUR      53.75
Kaupthing Bank Hf      9.00                 USD       0.13
Lehman Brothers Tre    6.00    11/2/2035    EUR      16.25
State of Carinthia     0.74    7/20/2017    CHF       0.20
Mechel                 8.40    5/27/2021    RUB      60.05
Standard Chartered     0.56                 USD      60.58
Popular Capital SA     7.00   11/25/2015    EUR      22.50
Ukraine Government     7.75    9/23/2020    USD      72.45
Far East Capital Lt    8.75     5/2/2020    USD      58.00
Alpha Credit Group     1.64     3/8/2017    EUR      11.00
Pescanova SA           6.75     3/5/2015    EUR       3.35
Jasper Explorer PLC   13.50    5/27/2016    USD       5.00
Teksid Aluminum Lux   11.38    7/15/2011    EUR       0.12
Ukraine Government     6.88    9/23/2015    USD      71.84
Travel24.com AG        7.50    9/17/2017    EUR      45.00
OGX Austria GmbH       8.38     4/1/2022    USD       0.03
Codere Finance Luxe    9.25    2/15/2019    USD      71.38
DEIKON GmbH            1.00     7/1/2016    EUR      20.00
TGC-2 OJSC            12.00   10/10/2018    RUB      72.90
Codere Finance Luxe    8.25    6/15/2015    EUR      71.50
Karlie Group GmbH      6.75    6/25/2018    EUR      54.21
IKB Deutsche Indust    4.70    3/31/2017    EUR      22.60
Espirito Santo Fina    5.13    5/30/2016    EUR       1.00
BNP Paribas SA         2.24    4/30/2033    USD      63.00
Comfeed Finance BV     6.00     5/2/2018    USD      70.00
Ukraine Government     7.80   11/28/2022    USD      72.53
Royal Bank of Scotl    4.23   11/16/2030    USD      73.50
OT-Optima Telekom D    5.25    5/30/2022    HRK      25.00
OGX Austria GmbH       8.50     6/1/2018    USD       0.01
Sazka AS               9.00    7/12/2021    EUR       9.63
Sidetur Finance BV    10.00    4/20/2016    USD       9.88
NNK-Aktiv AO           8.85     6/4/2021    RUB      82.00
Global PVQ Netherla    5.75    5/26/2014    EUR      27.50
Societe Generale SA    1.03                 EUR      65.72
Tonon Luxembourg SA   10.50    5/14/2024    USD      52.00
Hypo Tirol Bank AG     0.41    7/23/2026    EUR      56.38
National Westminste    0.63                 USD      64.00
Far East Capital Lt    8.00     5/2/2018    USD      57.25
Lloyds Bank PLC        0.63                 USD      62.64
Kaupthing Bank Hf      7.13    5/19/2016    USD       0.00
National Westminste    0.81                 USD      64.00
Kezizalog Zrt          7.75    10/1/2018    EUR       0.51
Rena GmbH              8.25    7/11/2018    EUR       8.63
Dexia Kommunalbank     5.63   12/31/2017    EUR      13.50
Heta Asset Resoluti    4.35    11/3/2016    EUR      18.25
Paragon Offshore PL    6.75    7/15/2022    USD      42.50
Saphir Finance PLC     6.85                 GBP       1.38
PA Resources AB       13.50     3/3/2016    SEK       5.13
Mechel                10.00    8/25/2020    RUB      74.15
Abanka Vipa DD Via     1.88                 EUR       0.41
Belfius Bank SA/NV     1.93                 FRF      69.00
Depfa Funding IV LP    5.03                 EUR      56.75
Pohjola Bank Oyj       0.64                 EUR      70.83
International Indus   11.00    2/19/2013    USD       0.42
SiC Processing GmbH    7.13     3/1/2016    EUR       2.34
Societe Alsacienne     1.63     1/1/2022    EUR      59.41
Northland Resources   15.00    7/15/2019    USD       1.07
Northland Resources    4.00   10/15/2020    USD       0.13
LBI HF                 6.10    8/25/2011    USD      11.63
Lehman Brothers Tre    6.00    2/15/2035    EUR      19.00
EDOB Abwicklungs AG    7.50     4/1/2012    EUR       0.00
Kaupthing Bank Hf      5.75    10/4/2011    USD      22.00
Dexia Kommunalbank     4.88   12/31/2016    EUR      20.60
Glitnir HF             6.69    6/15/2016    USD       0.02
Ukraine Government     4.95   10/13/2015    EUR      71.33
Barclays Bank PLC      0.38   12/28/2040    EUR      66.84
Kaupthing Bank Hf      7.63    2/28/2015    USD      22.00
Barclays Bank PLC      0.69                 USD      50.00
PNE Wind AG            3.75   10/10/2019    EUR       3.00
DF Deutsche Forfait    7.88    5/27/2020    EUR       9.98
Barclays Bank PLC      2.79     4/9/2028    USD      74.13
Frey                   6.00   11/15/2022    EUR      21.00
KPNQwest NV           10.00    3/15/2012    EUR       0.50
Solarworld AG          6.13    1/21/2017    EUR      31.13
Standard Chartered     0.69                 USD      60.41
Lloyds Bank PLC        4.77     7/5/2033    USD      73.76
Hellas Telecommunic    8.50   10/15/2013    EUR       0.00
Deutsche Bank AG/Lo    2.23    3/15/2033    USD      70.00
Ukraine Government     6.25    6/17/2016    USD      72.61
Royal Bank of Scotl    0.69                 USD      59.75
Petromena ASA          9.75    5/24/2016    NOK       1.04
Lehman Brothers Tre    7.25    10/5/2035    EUR      19.00
Commerzbank AG         5.00    9/27/2019    EUR      50.50
Cooperatieve Centra    0.50   10/29/2027    MXN      44.34
Metinvest BV          10.25    1/31/2016    USD      72.00
Banca delle Marche     1.09   12/22/2015    EUR      40.00
IM Skaugen SE          9.42    6/30/2016    NOK      58.16
Societe Generale SA    0.50                 USD      62.00
getgoods.de AG         7.75    10/2/2017    EUR       5.38
Heta Asset Resoluti    5.92    2/22/2022    EUR      16.50
DEIKON GmbH            1.00   11/16/2016    EUR      38.11
PA Resources AB       12.25     4/5/2016    NOK       5.00
Bank Nederlandse Ge    0.50     8/9/2022    MXN      68.86
CHC Helicopter SA      9.25   10/15/2020    USD      88.00
Aralco Finance SA     10.13     5/7/2020    USD       4.50
Norske Skog Holding    8.00    2/24/2023    USD      50.63
Rena GmbH              7.00   12/15/2015    EUR       8.63
Alpine Holding GmbH    5.25    6/10/2016    EUR       0.00
Lloyds Bank PLC        1.45    4/26/2033    USD      64.50
Depfa Funding II LP    6.50                 EUR      56.88
Brunswick Rail Fina    6.50    11/1/2017    USD      48.00
Cirio Del Monte NV     7.75    3/14/2005    EUR       2.70
Novo Banco SA          3.50    1/23/2043    EUR      74.31
ADLER Real Estate A    6.00   12/27/2018    EUR      12.50
Credit Suisse AG/Na    7.25   10/12/2015    EUR      73.84
Ukraine Government     7.95    2/23/2021    USD      72.51
LBI HF                 6.25                 EUR       0.00
Indo Energy Finance    7.00     5/7/2018    USD      64.01
Piraeus Bank SA        0.92     2/9/2017    EUR      45.14
A-TEC Industries AG    8.75   10/27/2014    EUR       2.00
Barclays Bank PLC      3.12    6/17/2033    USD      66.01
SU-155 KAPITAL OOO    13.25    2/23/2016    RUB      25.51
Auplata SAC            8.00    6/26/2019    EUR      75.00
National Westminste    0.75                 USD      64.00
Heta Asset Resoluti    0.09    5/31/2016    EUR      63.83
Del Monte Finance L    6.63    5/24/2006    EUR       8.06
Mechel                 8.40    5/27/2021    RUB      60.02
Centrosolar Group A    7.00    2/15/2016    EUR       2.36
Ukraine Government     6.75   11/14/2017    USD      72.64
Standard Chartered     0.69                 GBP      59.11
Windreich GmbH         6.50     3/1/2015    EUR      10.88
Cirio Finance Luxem    7.50    11/3/2002    EUR       8.13
Golden Gate AG         6.50   10/11/2014    EUR      38.75
Global PVQ Netherla    1.38    4/30/2012    EUR      27.50
Ukraine Government     5.00   12/20/2015    USD      72.00
Indo Energy Finance    6.38    1/24/2023    USD      65.41
Piraeus Group Finan    2.23   10/27/2034    EUR       5.63
SAG Solarstrom AG      6.25   12/14/2015    EUR      45.00
Lehman Brothers UK     5.75                 EUR       0.00
DTEK Finance PLC       7.88     4/4/2018    USD      42.00
Norske Skogindustri    7.13   10/15/2033    USD      35.13
Novo Banco SA          3.50    2/19/2043    EUR      74.01
Sairgroup Finance B    4.38     6/8/2006    EUR      15.88
UniCredit Bank AG      5.25     9/4/2015    EUR      56.31
Virgolino de Olivei   10.50    1/28/2018    USD       0.97
Hema Bondco I BV       6.25    6/15/2019    EUR      62.13
Lloyds Bank PLC        2.33    1/31/2033    USD      69.75
Den Norske Creditba    0.69                 USD      62.19
IVG Immobilien AG      5.79                 EUR       0.00
IT Holding Finance     9.88   11/15/2012    EUR       0.23
DEIKON GmbH            1.00     7/1/2015    EUR      28.50
Ukraine Government     6.58   11/21/2016    USD      72.59
Nationwide Building    1.09                 GBP      70.00
Immigon Portfolioab    0.74    6/18/2018    EUR      67.38
Glitnir HF             6.00     3/5/2012    GBP      27.13
Heta Asset Resoluti    1.91    9/29/2016    JPY      62.88
Norske Skog Holding    8.00    2/24/2021    EUR      48.38
Alpha Credit Group     0.47    2/21/2021    EUR      56.75
Breeze Finance SA      6.71    4/19/2027    EUR      44.00
Artea                  6.00     8/4/2019    EUR      13.90
City of Kyiv Via Ky    9.38    7/11/2016    USD      65.00
Barclays Bank PLC      2.00    9/30/2044    USD      65.00
Talvivaara Mining C    9.75     4/4/2017    EUR       0.09
Barclays Bank PLC      4.93    11/1/2031    USD      70.00
ING Bank Eurasia ZA   12.00    5/27/2020    RUB     100.01
Espirito Santo Fina    5.05   11/15/2025    EUR       1.67
Alpha Credit Group     2.00   11/28/2032    EUR      56.75
Metinvest BV          10.50   11/28/2017    USD      60.50
Bank Nederlandse Ge    0.50    7/12/2022    ZAR      54.25
Standard Chartered     0.65                 USD      60.15
Deutsche Morgan Gre    0.81                 USD      59.88
Danske Bank Oyj        1.59                 EUR      73.13
Kalvebod PLC           2.00     5/1/2016    DKK      85.00
Kommunekredit          0.50   12/14/2020    ZAR      62.74
Metinvest BV           8.75    2/14/2018    USD      57.02
IM Skaugen SE         10.26    4/11/2017    NOK      49.50
Banco Espirito Sant   10.00    12/6/2021    EUR       5.13
Russian Standard Ba   13.00    4/10/2020    USD      40.63
Governo Portugues C    3.00                 EUR      73.00
UniCredit Bank Aust    0.49    8/20/2033    EUR      56.75
Lehman Brothers Tre    2.88    3/14/2013    CHF      16.25
Kaupthing Bank Hf      9.75    9/10/2015    USD      22.00
Takko Luxembourg 2     9.88    4/15/2019    EUR      52.77
Minicentrales Dos S    4.81   11/29/2034    EUR      61.63
Alpine Holding GmbH    5.25     7/1/2015    EUR       0.00
Banca delle Marche     0.79    9/24/2015    EUR      38.25
Banco Pinto & Sotto    0.95                 EUR      31.00
TradeDoubler AB        6.75   12/20/2018    SEK      74.75
Hellenic Republic G    2.27     2/7/2022    EUR      64.85
Seabird Exploration    6.00   12/18/2015    USD      27.00
Hellenic Republic G    0.68    8/10/2019    EUR      69.70
State Transport Lea   18.75     3/6/2025    RUB     102.00
Mifa Mitteldeutsche    7.50    8/12/2018    EUR       2.72
Accentro Real Estat    6.25    3/27/2019    EUR       2.61
UniCredit Bank Aust    0.47   12/27/2031    EUR      59.38
Atari SA               7.50    2/17/2020    EUR       0.30
Portigon AG            7.46   12/31/2019    EUR      15.55
VEB-Leasing OAO        8.50     3/1/2018    RUB      57.01
LBI HF                 6.10    8/25/2011    USD      11.13
Club Mediterranee S    6.11    11/1/2015    EUR      16.03
Heta Asset Resoluti    0.45   12/18/2030    EUR      18.38
Raiffeisenlandesban    4.00    6/28/2023    EUR      74.50
Solarworld AG          6.38    7/13/2016    EUR      31.13
Bulgaria Steel Fina   12.00     5/4/2013    EUR       1.00
Financiere Quick SA    7.48   10/15/2019    EUR      73.43
Alpha Credit Group     1.98     2/1/2017    EUR      56.75
Heta Asset Resoluti    4.25    5/31/2016    EUR      63.88
EXER D GmbH            5.70     2/1/2016    EUR      32.00
Novo Banco SA          3.50    3/18/2043    EUR      73.99
Ukraine Railways vi    9.50    5/21/2018    USD      73.00
UniCredit Bank Aust    0.49   12/31/2031    EUR      70.38
Kaupthing Bank Hf      6.13    10/4/2016    USD      22.00
Polyus Gold OJSC      12.10     7/3/2025    RUB      61.22
Kaupthing Bank Hf      5.25    7/18/2017    BGN      22.00
Mobile TeleSystems     8.25    3/22/2023    RUB      90.20
Mechel                 8.40     6/1/2021    RUB      60.05
Kaupthing Bank Hf      6.13    10/4/2016    USD      22.00
Gazprom Capital LLC    7.55    2/15/2018    RUB      55.60
Municipality Financ    0.50    3/28/2018    BRL      73.53
Svensk Exportkredit    0.50    3/19/2018    IDR      74.17
Cooperatieve Centra    0.50   11/30/2027    MXN      43.26
Northland Resources    4.00   10/15/2020    NOK       0.13
BKN biostrom AG        7.50     6/5/2016    EUR       1.30
LBI HF                 7.43                 USD       0.00
CBo Territoria         6.00     1/1/2020    EUR       3.91
Russian Federal Bon    7.05    1/19/2028    RUB      72.73
UniCredit Bank AO     10.50     8/6/2019    RUB      60.07
Royal Bank of Scotl    4.24    1/12/2046    EUR      74.00
Spoldzielczy Bank R    4.86    4/17/2024    PLN      44.00
Cooperatieve Centra    0.50    7/30/2043    MXN      17.12
Penell GmbH Elektro    7.75    6/10/2019    EUR       8.10
Center-Invest Comme    9.20   11/13/2018    RUB      60.01
Piraeus Bank SA        0.91   12/27/2016    EUR      48.38
Lehman Brothers Tre    5.00    3/18/2015    EUR      19.00
KPNQwest NV            7.13     6/1/2009    EUR       0.50
Financing of Infras    7.40    4/20/2018    USD      72.25
Municipality Financ    0.50   12/14/2018    TRY      70.01
Virgolino de Olivei   10.88    1/13/2020    USD      19.38
UNIQA Insurance Gro    5.34                 EUR      71.48
Credit Agricole Cor    0.50    2/28/2018    RUB      73.89
CHC Helicopter SA      9.25   10/15/2020    USD      60.50
Equity Release Fund    1.98    4/26/2038    GBP      72.50
Bremer Landesbank K    0.47     4/5/2041    EUR      73.41
Bank Otkritie Finan   16.25     4/7/2020    RUB     100.46
Lehman Brothers Tre    5.10     5/8/2017    HKD      19.00
Sonae SGPS SA          1.65     6/9/2022    EUR      72.27
Freshwater Finance     6.06   10/17/2036    GBP      65.13
Burovoya Kompaniya     8.40    6/20/2018    RUB      90.01
UniCredit Bank AG      5.15    9/25/2015    EUR      57.00
Solen AG               7.50     4/8/2016    EUR       2.01
SNS Bank NV            6.63    5/14/2018    EUR       2.78
BLT Finance BV        12.00    2/10/2015    USD      10.50
Region of Abruzzo I    0.44    11/7/2036    EUR      65.83
KA Finanz AG           4.90    6/23/2031    EUR      65.13
syncreon Group BV /    8.63    11/1/2021    USD      72.25
Heta Asset Resoluti    0.54   11/29/2032    EUR      17.25
Cyprus Popular Bank    1.72    5/26/2016    EUR       1.57
Societe Generale SA    1.04    2/28/2034    USD      67.01
HSBC Bank PLC          0.50    4/27/2027    NZD      50.28
Hema Bondco II BV      8.50   12/15/2019    EUR      32.75
Solon SE               1.38    12/6/2012    EUR       0.33
CRC Breeze Finance     6.11     5/8/2016    EUR      54.38
Heta Asset Resoluti    7.50    5/27/2024    ATS      17.25
Accentro Real Estat    7.75    6/25/2017    EUR       3.04
SNS Bank NV            2.73                 EUR       0.79
RusHydro PJSC         12.75    4/15/2025    RUB     100.31
Lehman Brothers Tre    8.25    3/16/2035    EUR      19.00
LBI HF                 2.25    2/14/2011    CHF       8.50
Petromena ASA         10.85   11/19/2014    USD       1.04
Societe Generale SA    2.21    2/28/2033    USD      69.25
Finmek Internationa    7.00    12/3/2004    EUR       0.13
Kaupthing Bank Hf      7.50     2/1/2045    USD       0.00
Atari SA               0.50    9/30/2015    EUR       1.32
Lehman Brothers Tre    5.00    9/22/2014    EUR      19.00
Volkswagen Bank Rus   11.30   10/19/2019    RUB      60.17
Heta Asset Resoluti    4.88    9/18/2017    EUR      17.00
Heta Asset Resoluti    5.73   12/10/2021    EUR      15.75
Hamburgische Landes    0.36   10/30/2040    EUR      67.41
DEMIRE Real Estate     6.00   12/30/2018    EUR       3.35
Assystem               4.00     1/1/2017    EUR      22.35
Glitnir HF             6.38    9/25/2012    USD      27.13
Heta Asset Resoluti    0.24    8/12/2017    EUR      59.13
Lehman Brothers Tre    8.25    12/3/2015    EUR      19.00
Global PVQ Netherla    1.38    4/30/2012    EUR      27.63
Russian Railways JS   11.60    7/16/2018    RUB      62.01
Mriya Agro Holding     9.45    4/19/2018    USD      16.63
LBI HF                 4.65                 EUR       0.00
Cooperatieve Centra    0.50    1/31/2033    MXN      30.49
Region of Piemont I    0.21   11/27/2036    EUR      62.11
Alpha Credit Group     6.00    7/29/2020    EUR      56.75
DekaBank Deutsche G    5.55   11/20/2015    EUR      61.82
Cooperatieve Centra    0.50   10/30/2043    MXN      16.04
Heta Asset Resoluti    1.63    6/30/2019    CHF      64.00
Kommunekredit          0.50   10/22/2019    BRL      63.02
Otkritie Holding OA   14.00     5/3/2018    RUB      60.16
Lehman Brothers Tre    6.30   12/21/2018    USD       4.76
Svensk Exportkredit    0.50    4/24/2029    AUD      57.30
Hema Bondco I BV       5.24    6/15/2019    EUR      61.12
Mriya Agro Holding    10.95    3/30/2016    USD      16.75
UKRLANDFARMING PLC    10.88    3/26/2018    USD      43.75
Banco Espirito Sant    1.52    5/27/2018    EUR       5.13
HSBC Bank PLC          0.50     4/3/2023    AUD      73.13
Heta Asset Resoluti    0.09    1/24/2017    EUR      64.38
Lehman Brothers Tre    5.00    2/27/2014    EUR      19.00
Bashneft PAO           8.35   12/13/2016    RUB      95.10
Rosselkhozbank OJSC    8.10   11/10/2023    RUB      90.01
Virgolino de Olivei   11.75     2/9/2022    USD       0.93
Rosselkhozbank OJSC    7.90    9/18/2023    RUB      70.00
Banco Comercial Por    5.00                 EUR      63.00
Lehman Brothers Tre    5.25    5/26/2026    EUR       4.76
Russian Railways JS   12.40    5/30/2040    RUB      13.40
Landesbank Hessen-T    0.39     5/3/2041    EUR      71.86
Svensk Exportkredit    0.50    1/31/2022    ZAR      54.50
NOVIKOMBANK ZAO       14.25    6/19/2018    RUB      60.56
Immigon Portfolioab    6.00    3/30/2017    EUR       1.00
Banque Cantonale Va    6.00    5/26/2016    CHF      55.13
La Veggia Finance S    7.13   11/14/2004    EUR       0.00
NIBC Bank NV           2.34                 USD      69.63
Rusfinans Bank OOO    12.00    6/30/2020    RUB      60.07
Lehman Brothers Tre    3.03    1/31/2015    EUR       4.76
Lehman Brothers Tre   11.00   12/20/2017    AUD       4.76
Financing of Infras    8.38    11/3/2017    USD      72.08
Ideal Standard Inte   11.75     5/1/2018    EUR      24.25
Otkritie Holding OA   12.50     8/2/2018    RUB      60.07
DekaBank Deutsche G    8.50   10/27/2016    EUR      57.12
Lehman Brothers Tre    4.50     5/2/2017    EUR       4.76
Agentstvo po Ipotec    8.80    2/15/2020    RUB      93.00
Raiffeisen Bank Int    4.50    9/28/2035    EUR      60.00
DeltaCredit Bank      12.10    7/28/2025    RUB      99.00
Lehman Brothers Tre    6.00   10/30/2012    EUR       4.76
Lehman Brothers Tre    4.00   10/24/2012    EUR       4.76
Lehman Brothers Tre    1.00     5/9/2012    EUR       4.76
Lehman Brothers Tre    4.00    12/2/2012    EUR       4.76
Immigon Portfolioab    4.81    7/29/2025    EUR      61.00
Glitnir HF             4.75   10/15/2010    USD      27.13
GFI Informatique SA    5.25     1/1/2017    EUR       6.30
Codere Finance Luxe    8.25    6/15/2015    EUR      71.25
ffk environment Gmb    7.25     6/1/2016    EUR       2.11
Breeze Finance SA     11.75    4/19/2027    EUR       3.00
Astana Finance BV      9.00   11/16/2011    USD      17.38
Governo Portugues C    2.75                 EUR      60.00
SU-155 KAPITAL OOO    13.25    2/23/2016    RUB      25.25
Region of Molise It    0.45   12/15/2033    EUR      66.59
Espirito Santo Fina    5.05   11/15/2025    EUR       1.28
Alpha Credit Group     2.00    4/27/2024    EUR      56.75
NOVIKOMBANK ZAO       14.25    6/12/2020    RUB      60.16
Rosneft OAO           11.90   11/28/2024    RUB      60.34
Locko-Bank ZAO        14.00    7/17/2018    RUB      61.03
URALSIB Leasing Co    10.50   12/18/2015    RUB      60.10
Gazprom PAO           17.40   10/21/2043    RUB      10.08
Credit Suisse AG/Gu    0.56                 USD  #N/A N/A
Bank Nederlandse Ge    0.50    6/22/2021    ZAR      58.54
Moscow United Elect   13.20    4/23/2025    RUB      61.78
wige MEDIA AG          6.00    3/17/2019    EUR       1.90
Allied Irish Banks     5.25    3/10/2035    GBP      26.50
Societe Centrale de    9.00     7/1/2016    EUR       7.03
Credit Agricole Cor    0.50     3/6/2023    RUB      41.98
Otium AS               6.13    3/31/2017    NOK      20.13
Societe Generale SA    1.50   12/30/2032    USD      67.10
SAG Solarstrom AG      7.50    7/10/2017    EUR      45.00
Montepio Holding SG    5.00                 EUR      50.00
Privatbank CJSC Via   10.88    2/28/2018    USD      67.00
Orient Express Bank   13.60     8/9/2018    RUB      44.80
UniCredit Bank AO      8.10   11/20/2018    RUB      58.01
Alpha Credit Group     6.00    4/11/2018    EUR      56.75
Volkswagen Bank Rus    9.35    6/29/2019    RUB      60.03
hkw personalkonzept    8.25   11/15/2016    EUR       2.05
Spoldzielczy Bank R    4.99     7/8/2021    PLN      76.00
WGF Westfaelische G    6.35    12/1/2016    EUR       7.00
Nutritek Internatio    8.75   12/11/2008    USD       2.00
Lehman Brothers Tre    6.65    8/24/2011    AUD      19.00
Freshwater Finance     6.18    4/20/2035    GBP      67.75
Immigon Portfolioab    5.27     2/8/2027    EUR      62.75
Sairgroup Finance B    6.63    10/6/2010    EUR      17.88
Transcapitalbank JS   13.00     6/6/2018    RUB      60.00
Allied Irish Banks     0.73   10/24/2035    EUR      23.13
Eurobank Ergasias S    1.34    6/20/2017    EUR      49.17
Dolomite Capital Lt   12.03   12/20/2019    ZAR      56.87
UTair-Finans OOO      13.00   11/13/2015    RUB      31.21
KPNQwest NV            8.88     2/1/2008    EUR       0.50
Leonteq Securities    10.00    9/17/2015    USD      42.34
Lehman Brothers Tre    6.00    3/18/2015    USD      19.00
Salvator Grundbesit    9.50   12/31/2021    EUR      11.50
Public Power Corp F    5.50     5/1/2019    EUR      73.26
SAir Group             6.25    4/12/2005    CHF      10.88
Landes-Hypothekenba    0.37    3/20/2043    EUR      59.75
Lenenergo OAO         13.00     7/9/2025    RUB      60.01
Lehman Brothers Tre    1.46    2/19/2012    JPY      19.00
NIBC Bank NV           2.34                 USD      69.63
Alpha Credit Group     1.50   12/18/2028    EUR      56.75
Rena Lange Holding     8.00   12/12/2017    EUR       0.75
Severo-Zapadnaya Ko   11.50    9/26/2031    RUB      58.00
SU-155 KAPITAL OOO    13.25    2/23/2016    RUB      25.31
Schneekoppe GmbH &     6.45    9/20/2015    EUR       6.00
Heta Asset Resoluti    0.31    9/26/2043    EUR      64.00
Investkredit Bank A    3.55    4/12/2022    EUR      74.70
Rosneft OAO           11.90   11/28/2024    RUB      60.27
Locko-Bank ZAO        17.00     4/2/2020    RUB     100.00
WPE International C   10.38    9/30/2020    USD       7.88
Rusfinans Bank OOO     8.15    9/15/2015    RUB      70.01
Heta Asset Resoluti    4.63     3/4/2018    EUR      63.38
Transcapitalbank JS   13.00    5/30/2023    RUB      61.11
BLT Finance BV         7.50    5/15/2014    USD       5.00
Lehman Brothers Tre    7.50     5/2/2017    EUR       4.76
OL Groupe SA           7.00   12/28/2015    EUR       7.30
Banco Pastor SA        2.39                 EUR      60.00
Immigon Portfolioab    3.50    1/14/2019    EUR      69.13
BNP Paribas SA         0.50     5/6/2021    MXN      70.59
Codere Finance Luxe    8.25    6/15/2015    EUR      71.50
Santander Finance C    2.00                 USD      18.50
Federal Grid Co Uni    7.95     7/6/2023    RUB      90.30
UniCredit Bank Aust    0.33    1/25/2031    EUR      69.63
Avangard-Agro OOO     12.00   10/10/2017    RUB      60.00
Russian Railways JS   17.90    9/20/2039    RUB      70.00
Banca Carim Cassa d    3.00    3/31/2021    EUR      71.50
DekaBank Deutsche G    7.15   10/27/2017    EUR      59.68
Heta Asset Resoluti    5.27     4/7/2028    EUR      17.50
HSBC Bank PLC          0.50    9/28/2018    IDR      72.01
Russian Railways JS   16.80    5/29/2035    RUB      60.01
HSBC Trinkaus & Bur    5.10     6/2/2016    EUR      74.46
Lehman Brothers Tre    8.00   10/17/2014    EUR       4.76
Main Road OJSC         8.40   10/30/2028    RUB      57.01
Russlavbank AKB ZAO   12.25    7/30/2018    RUB      60.00
Santander Finance C    2.00                 EUR      36.25
Credit Europe Bank    11.40    6/26/2017    RUB      60.01
Lehman Brothers Tre    5.00    2/16/2015    EUR      19.00
Rostelecom PJSC        8.55    11/2/2017    RUB      95.08
Lehman Brothers Tre    5.00     5/2/2022    EUR       4.76
LBI HF                 3.00    12/7/2010    CHF       8.50
Heta Asset Resoluti    0.20     4/9/2043    EUR      60.00
Region of Abruzzo I    0.28    11/7/2031    EUR      71.19
SG Option Europe SA    8.00    9/29/2015    USD      62.60
Lehman Brothers Tre    4.35     8/8/2016    SGD      19.00
Heta Asset Resoluti    0.30    3/12/2043    EUR      58.75
Rosselkhozbank OJSC   12.40     7/1/2021    RUB      61.03
Financing of Infras    9.00    12/7/2017    USD      71.60
HSBC Bank PLC          0.50   12/29/2022    AUD      74.16
Bank Nederlandse Ge    0.50    5/12/2021    ZAR      61.58
Exane Finance          1.75    4/28/2016    EUR      29.68
Lehman Brothers Tre    8.00    2/16/2016    EUR       4.76
DeltaCredit Bank       8.65     7/4/2018    RUB      59.01
Barclays Bank PLC      0.50    3/19/2021    MXN      72.18
Deutsche Bank AG       2.50    6/28/2033    USD      71.58
Hellenic Bank PCL     11.00                 EUR      48.63
Lehman Brothers Tre    4.60   10/11/2017    ILS      19.00
Emova Group            4.30     5/2/2022    EUR       5.85
Solarwatt GmbH         7.00    11/1/2015    EUR      14.50
Heta Asset Resoluti    0.05    5/31/2016    EUR      64.00
Bank MIA OAO          13.75     6/6/2017    RUB      61.01
Bank Nederlandse Ge    0.50    9/20/2022    MXN      68.80
Raiffeisen-Holding     5.08                 EUR      74.00
EDOB Abwicklungs AG    7.50     4/1/2012    EUR       0.00
Glitnir HF             6.33    7/28/2011    USD      27.13
Phones4u Finance PL    9.50     4/1/2018    GBP      37.38
Takko Luxembourg 2     6.98    4/15/2019    EUR      50.86
Rosselkhozbank OJSC   12.50   11/27/2018    RUB      60.04
Barclays Bank PLC      0.50    3/26/2021    MXN      72.08
Svensk Exportkredit    0.50    6/20/2029    AUD      65.17
Leonteq Securities    10.00   11/20/2015    USD      62.00
Kaupthing Bank Hf      7.63    2/28/2015    USD      22.00
Sviaz Bank OAO        12.25    12/9/2021    RUB      60.34
Sidetur Finance BV    10.00    4/20/2016    USD       9.88
Immigon Portfolioab    1.80    5/24/2018    EUR      71.00
Otkritie Holding OA   13.00   10/12/2017    RUB      70.04
Exane Finance          2.70    9/26/2016    USD      68.24
Nordea Bank Finland    2.14   10/20/2019    SEK      74.66
MT-Energie GmbH & C    8.25     4/4/2017    EUR      11.22
DekaBank Deutsche G    9.60    7/29/2016    EUR      62.11
Wlodarzewska SA        9.22    5/15/2016    PLN       1.00
Lehman Brothers Tre    3.86    9/21/2011    SGD      16.25
Banca delle Marche     6.00     5/8/2018    EUR      38.25
Immigon Portfolioab    1.31     2/8/2019    EUR      62.50
Svensk Exportkredit    0.50    8/25/2021    ZAR      58.65
Raiffeisenlandesban    5.00     7/1/2026    EUR      69.13
Immigon Portfolioab    5.45     8/2/2019    EUR      72.70
LBBW                   4.50    6/24/2016    EUR      52.91
CARPEVIGO AG           8.25    6/30/2016    EUR      30.00
Lehman Brothers Tre    6.00    3/14/2011    EUR      19.00
Bank Nederlandse Ge    0.50    8/15/2022    ZAR      54.50
Russian Post FGUP      8.70   10/18/2019    RUB      60.03
Heta Asset Resoluti    3.42    11/7/2016    EUR      62.25
UTair-Finans OOO      13.00   11/13/2015    RUB      35.00
Bank Julius Baer &    11.10    4/14/2016    EUR      75.55
Konservenfabrik Zac    8.00     4/1/2016    EUR       0.00
Bank Nederlandse Ge    0.50     6/7/2022    ZAR      53.12
Raiffeisenlandesban    4.40    4/17/2024    EUR      73.25
Ecureuil Vie Develo    0.94                 EUR      20.00
Bank Julius Baer &     8.60     3/4/2016    EUR      72.15
Lehman Brothers Tre    7.00   11/26/2013    EUR      19.00
Lehman Brothers Tre    0.50   12/20/2017    AUD       4.76
Landesbank Hessen-T    0.41    4/23/2041    EUR      72.46
KA Finanz AG           4.44   12/20/2030    EUR      58.75
UBS AG                 7.25   12/29/2015    EUR      73.11
ECM Real Estate Inv    5.00    10/9/2011    EUR      10.38
LBBW                   5.00    3/29/2016    EUR      57.46
Lehman Brothers Tre    3.00    6/23/2009    EUR      19.00
Mortgage Agent AHML    8.50    6/11/2046    RUB      94.24
Lehman Brothers Tre    4.00    4/13/2011    CHF       4.76
Mechel                 8.00     2/9/2021    RUB      57.00
Strommen Sparebank     2.52                 NOK      45.42
UniCredit Bank Aust    0.37    1/24/2031    EUR      59.63
HSBC Trinkaus & Bur    3.00   10/30/2015    EUR      73.30
A-TEC Industries AG    2.75    5/10/2014    EUR       2.00
Lehman Brothers Tre    5.00    8/16/2017    EUR      19.00
Lehman Brothers Tre    7.59   11/22/2009    MXN      19.00
Glitnir HF             5.24   12/22/2010    USD      27.13
Atari SA               0.10     4/1/2020    EUR       2.20
Banque Cantonale Va    8.20     3/3/2016    EUR      67.38
Bank Julius Baer &     9.00    10/8/2015    CHF      36.20
Heta Asset Resoluti    4.70     4/2/2018    EUR      60.63
Province of Milan I    0.30   12/22/2033    EUR      69.19
Metalloinvest Holdi    0.01     3/7/2022    RUB      90.00
Municipality Financ    0.50    5/31/2022    ZAR      52.12
HSBC Bank PLC          0.50   10/30/2026    NZD      52.21
Bank Otkritie Finan   18.00   12/25/2019    RUB      60.04
SAir Group             2.13    11/4/2004    CHF      10.88
UBS AG/London          9.25   12/10/2015    CHF      57.03
Vontobel Financial     5.84     9/9/2016    EUR      33.81
Credit Suisse/New Y   12.50    9/21/2020    USD      60.59
UBS AG/London          9.00    9/21/2015    EUR      41.75
Bulgaria Steel Fina   12.00     5/4/2013    EUR       1.00
Heta Asset Resoluti    0.13    2/17/2017    EUR      61.63
Banque Cantonale Va   17.75   11/17/2015    CHF      43.94
Cooperatieve Centra    0.50   12/29/2027    MXN      44.18
Santander Finance C    2.00                 USD      18.38
Federal Grid Co Uni    8.00     1/7/2028    RUB      70.01
Phosphorus Holdco P   10.00     4/1/2019    GBP       0.95
Heta Asset Resoluti    4.54    9/22/2017    EUR      64.00
Heta Asset Resoluti    0.04    5/31/2016    EUR      64.00
Kaupthing Bank Hf      7.13    5/19/2016    USD       0.00
Otkritie Bank OJSC    13.20   12/13/2017    RUB      61.01
Northland Resources   15.00    7/15/2019    USD       1.07
Powszechne Towarzys    6.66    11/8/2015    PLN       4.00
Vontobel Financial     5.30    7/22/2016    EUR      72.61
Rinol AG               5.50   10/15/2006    DEM       0.00
Lehman Brothers Tre    7.00     6/6/2017    EUR       4.76
Kommunekredit          0.50    7/30/2027    TRY      24.91
Immigon Portfolioab    1.75     9/9/2020    EUR      48.25
RZD Rasvytie vokzal   12.50   10/21/2016    RUB      27.00
Immigon Portfolioab    0.97    5/20/2025    EUR      21.13
Deutsche Bank AG/Lo    0.50    10/5/2021    IDR      47.89
Russian Highways      12.40    4/22/2042    RUB      11.52
ECA                    2.50     1/1/2018    EUR      11.97
Marine Subsea AS       9.00   12/16/2019    USD       0.50
Municipiul Timisoar    1.18    5/12/2026    RON      73.00
Heta Asset Resoluti    5.04    2/15/2023    EUR      64.00
UniCredit Bank Aust    0.47   10/31/2031    EUR      66.13
Comune di Verona       0.18    12/1/2026    EUR      63.59
Skue Sparebank         2.45                 NOK      72.10
Province of Brescia    0.35    6/30/2036    EUR      63.65
Credit Suisse AG/Lo   10.00   10/20/2015    USD      73.82
Lehman Brothers Tre    4.00    2/16/2017    EUR      16.25
Leonteq Securities     8.08    7/25/2016    EUR      69.70
Lehman Brothers Tre   13.50     6/2/2009    USD       4.76
Investkredit Bank A    7.00    7/24/2022    EUR      63.69
Hamburgische Landes    0.36    1/22/2041    EUR      60.73
Immigon Portfolioab    0.88    2/11/2019    EUR      59.00
Rusfinans Bank OOO    10.88    8/22/2019    RUB      60.01
Vnesheconombank        2.00    6/18/2021    RUB      58.88
HSBC Bank PLC          0.50     2/2/2023    AUD      73.78
Bank Julius Baer &    10.00   10/15/2015    CHF      75.40
Russian Railways JS   17.70    9/19/2033    RUB      70.00
Lehman Brothers Tre    2.50    11/9/2011    CHF       4.76
ING Bank NV            5.05    10/7/2024    EUR      59.17
Araratbank OJSC        9.00   10/20/2015    USD      25.36
COFIDUR SA             0.10   12/31/2024    EUR      15.00
Lehman Brothers Tre    4.05    9/16/2008    EUR       4.76
KPNQwest NV            8.13     6/1/2009    USD       0.50
Atari SA               0.50    9/30/2015    EUR       1.91
International Finan   15.50    4/26/2016    RUB      60.11
DeltaCredit Bank      11.10    10/1/2024    RUB      60.01
Lehman Brothers Tre   15.00    3/30/2011    EUR       4.76
SAir Group             0.13     7/7/2005    CHF      10.88
Lehman Brothers Tre    5.00    5/12/2011    CHF       4.76
Sviaz Bank OAO        11.40    4/13/2022    RUB      60.04
UniCredit Bank AG      0.68   11/19/2029    EUR      71.38
Eksportfinans ASA      0.50     5/9/2030    CAD      21.50
Eksportfinans ASA      0.25    7/14/2033    CAD      14.25
City of Kiev Ukrain    8.00    11/6/2015    USD      64.88
Anglian Water Servi    1.09    1/26/2057    GBP      70.11
Pervyi Obiedineonny   17.00    9/22/2015    RUB      62.02
Svensk Exportkredit    0.50    4/25/2019    BRL      63.95
Svensk Exportkredit    0.50    2/22/2022    ZAR      53.50
JP Morgan Structure   12.20    9/30/2015    USD      56.76
DekaBank Deutsche G    0.12    6/23/2034    EUR      68.71
Przedsiebiorstwo Pr    9.01    3/31/2016    PLN      69.66
Raiffeisen Centroba    5.00    4/18/2016    EUR      64.77
Enemona AD-Kozloduy   10.00    4/28/2017    BGN       0.16
LBI HF                 7.43                 USD       0.00
Royal Bank of Scotl    1.33   10/26/2018    GBP       1.03
A-TEC Industries AG    5.75    11/2/2010    EUR       2.00
Leonteq Securities    29.61   10/26/2017    EUR      31.66
Heta Asset Resoluti    0.83    5/31/2016    EUR      63.38
Bank Julius Baer &    10.00   10/23/2015    EUR      55.20
Otkritie Holding OA   12.75    9/29/2017    RUB      61.01
Leonteq Securities     4.50     4/4/2016    EUR      32.99
SAir Group             5.13     3/1/2003    CHF      11.00
Kaupthing Bank Hf      3.75    2/15/2024    ISK      22.00
Armenian Treasury B   11.00     2/7/2028    AMD      73.95
SG Option Europe SA    7.00     5/5/2017    EUR      68.86
Heta Asset Resoluti    0.75    9/20/2017    EUR      17.25
EFG International F    7.20    2/25/2019    EUR      69.04
Immigon Portfolioab    1.52    2/19/2018    EUR      73.38
Eurobank Ergasias S    1.26    7/22/2016    EUR      70.22
Santander Finance C    2.00                 EUR      34.00
Agentstvo po Ipotec   12.50    4/18/2018    RUB      61.30
Heta Asset Resoluti    0.13    8/11/2017    EUR      64.00
Heta Asset Resoluti    3.90    1/24/2017    EUR      61.13
Northland Resources   12.25    3/26/2016    USD       1.07
Barclays Bank PLC      2.50    5/24/2017    USD      10.43
EFG International F   12.86   10/30/2017    EUR      48.30
Societe Generale SA    9.25    1/10/2019    RUB      72.73
UBS AG                14.75   12/29/2015    EUR      61.56
Lehman Brothers Tre    7.60    1/31/2013    AUD       4.76
Credit Suisse AG/Na   14.00    5/12/2016    USD      69.99
Heta Asset Resoluti    0.22    2/10/2018    EUR      64.00
Gold-Zack AG           7.00   12/14/2005    EUR      12.10
Heta Asset Resoluti    0.27     4/9/2018    EUR      64.00
Barclays Bank PLC      0.50    4/24/2023    MXN      61.26
Immigon Portfolioab    4.26    3/22/2024    EUR      35.88
Svensk Exportkredit    0.50    3/28/2029    AUD      66.50
Raiffeisen-Holding     5.10                 EUR      64.00
Deutsche Bank AG       4.50    9/22/2015    EUR      73.25
Pongs & Zahn AG        8.50                 EUR       0.22
Bank Julius Baer &     9.75   11/13/2015    USD      62.60
Windreich GmbH         6.75     3/1/2015    EUR      10.88
UBS AG                14.75   12/29/2015    EUR      56.68
Heta Asset Resoluti    0.21    8/21/2017    EUR      64.00
Investkredit Bank A    0.52    3/14/2020    EUR      70.41
RSL Communications     9.13     3/1/2008    USD       1.25
Hellas Telecommunic    8.50   10/15/2013    EUR       0.00
Mechel                 8.00     2/9/2021    RUB      69.70
Societe Generale SA    5.65    10/5/2015    EUR      65.27
IT Holding Finance     9.88   11/15/2012    EUR       0.23
Svensk Exportkredit    0.50    8/28/2020    TRY      56.97
Baltic Financial Ag   12.75    9/27/2016    RUB      99.71
Oberoesterreichisch    0.38    11/6/2030    EUR      64.50
Raiffeisenverband S    0.01    2/28/2031    EUR      73.96
Immigon Portfolioab    3.50    3/20/2018    EUR      73.63
Transbaltstroi OOO    13.00   11/26/2020    RUB      60.01
Bank ZENIT PJSC        8.50    6/14/2024    RUB      60.01
Municipality Financ    0.50     5/8/2029    AUD      56.14
Czerwona Torebka SA    6.66    4/15/2016    PLN      70.00
UniCredit Bank AG      6.00   11/19/2015    EUR      63.31
Republika Srpska       9.00    9/26/2027    BAM      67.62
Credit Suisse AG/Lo    7.25   11/16/2015    USD      60.18
Russian Railways JS   15.60   10/11/2038    RUB      70.00
Leonteq Securities    13.00     9/2/2015    CHF      39.72
Vontobel Financial     5.60   12/29/2015    EUR      48.27
Russian Bor Chemica   10.00   12/20/2018    RUB       0.11
Societe Generale SA    5.68    9/28/2015    EUR      64.61
Leonteq Securities    12.10   10/22/2015    USD      24.64
Heta Asset Resoluti    0.25    3/29/2017    EUR      64.00
Caisse Centrale du     7.00    9/10/2015    EUR      15.39
Lehman Brothers Tre   14.90    9/15/2008    EUR       4.76
Lehman Brothers Tre    5.55    3/12/2015    EUR       4.76
Heta Asset Resoluti    0.23    5/10/2017    EUR      64.00
Immigon Portfolioab    4.25     9/7/2020    EUR      70.35
Immigon Portfolioab    4.90    8/18/2025    EUR      61.30
Province of Treviso    0.18   12/31/2034    EUR      63.20
Leonteq Securities    14.40    5/26/2016    CHF      72.98
Kommunalbanken AS      0.50    8/15/2018    BRL      72.17
Hypo Tirol Bank AG     0.14    3/28/2043    EUR      53.55
Raiffeisen Versiche    5.08                 EUR      45.13
VEB-Leasing OAO        8.60     4/2/2021    RUB      59.01
Zapsibcombank OAO     11.50    2/25/2016    RUB      95.01
City of Hunedoara R    2.43    8/15/2026    RON      70.00
PCZ SA                10.00    4/15/2016    PLN       2.10
Leonteq Securities    12.60     1/6/2016    USD      57.28
JP Morgan Structure   12.00   11/24/2021    ZMW  #N/A N/A
World of Building T    7.70    6/25/2019    RUB       4.00
Bank Julius Baer &     9.00    1/29/2016    EUR      70.25
Vontobel Financial     4.00    9/11/2015    EUR      69.02
Raiffeisen Centroba    6.75    6/27/2016    EUR      72.00
UBS AG/London          7.05    9/16/2015    USD      17.15
UBS AG                14.50   12/23/2016    EUR      68.60
Lehman Brothers Tre    0.80   12/30/2016    EUR       4.76
Lehman Brothers Tre   10.00     1/3/2012    BRL       4.76
Lehman Brothers Tre    2.50    8/23/2012    GBP       4.76
Leonteq Securities     5.70    12/3/2015    USD      44.53
Lehman Brothers Tre    8.88    1/28/2011    HKD      19.00
UBS AG/London         14.50   12/17/2015    CHF      58.99
Vontobel Financial     5.40     3/3/2017    EUR      74.44
Lehman Brothers Tre    0.50   12/20/2017    AUD       4.76
Banca delle Marche     7.75    6/30/2018    EUR      38.25
Bank MIA OAO           9.75    10/1/2015    RUB      98.71
Kommunalbanken AS      0.50    11/8/2018    BRL      70.05
Heta Asset Resoluti    0.83    5/28/2017    EUR      60.63
Heta Asset Resoluti    5.03    1/26/2017    EUR      15.25
Municipality Financ    0.50   11/25/2020    ZAR      63.22
Immigon Portfolioab    5.50    8/26/2025    EUR      35.63
Svensk Exportkredit    0.50    3/15/2022    ZAR      53.37
Bank Nederlandse Ge    0.50    9/20/2022    ZAR      53.42
HSBC Bank PLC          0.50     3/1/2018    RUB      73.65
Leonteq Securities     8.25    11/6/2015    EUR      51.32
Notenstein Finance     1.00    9/17/2019    CHF      72.03
Lehman Brothers Tre    7.60    3/26/2009    EUR       4.76
Bank Julius Baer &     7.10   10/30/2015    USD      76.70
DZ Bank AG Deutsche    6.50   10/23/2015    EUR      68.23
DZ Bank AG Deutsche    6.00   10/23/2015    EUR      65.08
DZ Bank AG Deutsche    3.00   12/28/2015    EUR      73.83
Credit Suisse AG/Lo    8.00    5/21/2025    USD       9.25
SV Patrimonia          4.00    4/19/2016    EUR      51.00
Driver & Bengsch AG    8.50   12/31/2027    EUR       0.01
Lehman Brothers Tre    4.00    7/27/2011    EUR       4.76
Kaupthing Bank Hf      5.00     1/4/2027    SKK      22.00
Lehman Brothers Tre    5.50    6/22/2010    USD      16.25
Heta Asset Resoluti    0.13     2/9/2017    EUR      64.00
UBS AG/London          7.50   11/19/2015    CHF      44.42
Credit Suisse AG/Lo    8.00   11/24/2015    USD      67.49
RSL Communications    10.13     3/1/2008    USD       1.25
Heta Asset Resoluti    0.29    3/10/2018    EUR      64.00
EFG International F    6.00   11/30/2017    EUR      35.94
Leonteq Securities    20.00     2/5/2016    CHF      65.29
Banca delle Marche     7.20    6/30/2018    EUR      38.25
Espirito Santo Fina    5.63    7/28/2017    EUR       2.17
Mobile TeleSystems     5.00    6/29/2021    RUB      65.13
Metallurgical Comme   15.00     9/8/2016    RUB      60.00
Agrokompleks OOO      15.00    7/29/2019    RUB      61.00
Societe Generale SA    0.50    5/30/2023    MXN      63.19
Immigon Portfolioab    3.09   10/15/2020    EUR      51.75
Orient Express Bank   18.00    5/28/2020    RUB      49.25
Barclays Bank PLC      0.50    1/28/2033    MXN      30.94
Barclays Bank PLC      0.50    3/13/2023    RUB      42.12
HSBC Trinkaus & Bur    3.35     9/4/2015    EUR      59.23
UBS AG/London         12.50   10/15/2015    CHF      70.50
Heta Asset Resoluti    0.10    7/18/2017    EUR      64.00
Heta Asset Resoluti    4.07    3/21/2017    EUR      64.00
Deutsche Bank AG       4.20   12/22/2015    EUR      72.40
Bank Julius Baer &    10.00    2/26/2016    EUR      74.65
Leonteq Securities     8.04    7/25/2016    CHF      70.04
UBS AG/London          6.50    6/10/2016    USD      63.99
Landesbank Berlin A    5.20    11/5/2015    EUR      52.23
Lehman Brothers Tre   23.30    9/16/2008    USD       4.76
Leonteq Securities    15.00    12/8/2015    CHF      69.82
Glitnir HF             5.86    7/28/2016    GBP      27.13
KPNQwest NV            8.88     2/1/2008    EUR       0.50
RSL Communications    12.00    11/1/2008    USD       1.25
Leonteq Securities    15.00     3/9/2016    USD      52.47
Cerruti Finance SA     6.50    7/26/2004    EUR       1.01
Bamble Sparebank       2.42                 NOK      55.85
BusinessLight OOO     15.00   12/15/2015    RUB      60.03
HSBC Bank PLC          0.50   12/29/2026    AUD      68.71
Immigon Portfolioab    5.05     8/5/2030    EUR      24.13
Oberoesterreichisch    0.30    4/25/2042    EUR      48.50
Dresdner Bank AG       0.65   11/19/2029    EUR      61.13
HSBC Bank PLC          0.50    5/31/2019    IDR      66.70
Rusfinans Bank OOO    13.90    4/24/2018    RUB      63.04
HSBC Bank PLC          0.50     6/4/2018    IDR      73.82
Societe Generale SA    0.50     4/4/2024    MXN      59.13
Svensk Exportkredit    0.50    6/26/2019    TRY      64.92
Banca delle Marche     6.00    6/12/2018    EUR      38.25
HSBC Bank PLC          0.50    1/29/2027    NZD      51.21
Leonteq Securities     3.00    9/19/2019    CHF      72.28
Heta Asset Resoluti    0.18    5/17/2017    EUR      64.00
Heta Asset Resoluti    0.03    5/31/2016    EUR      64.00
UBS AG/London         12.00     7/1/2016    USD      76.24
Credit Suisse AG/Na    7.00     9/7/2015    CHF      62.59
Landesbank Hessen-T    3.20     9/4/2015    EUR      72.10
UBS AG                 5.00   12/29/2015    EUR      71.37
SAir Group             6.25   10/27/2002    CHF      12.63
HSBC Trinkaus & Bur   11.00    9/23/2016    EUR      70.49
Ingra DD               6.13    12/6/2016    HRK      12.99
Glitnir HF             5.44   12/22/2015    USD      27.13
LBI HF                 4.40   11/30/2035    EUR       0.01
Heta Asset Resoluti    0.23    5/17/2017    EUR      64.00
Heta Asset Resoluti    5.80    6/17/2017    EUR      64.00
KPNQwest NV            8.88     2/1/2008    EUR       0.50
KPNQwest NV            7.13     6/1/2009    EUR       0.50
RSL Communications     9.88   11/15/2009    USD       1.25
Heta Asset Resoluti    0.25    4/22/2018    EUR      64.00
EFG International F    8.99     9/4/2017    EUR      64.22
EFG International F    9.10    3/23/2016    USD      53.24
Bank Julius Baer &     8.80    3/24/2016    EUR      71.45
Lehman Brothers Tre    0.50   12/20/2017    AUD       4.76
EFG International F    7.20    2/25/2019    EUR      66.01
Banca delle Marche     8.00    6/30/2018    EUR      38.25
Immigon Portfolioab    5.03    6/11/2019    EUR      68.63
Heta Asset Resoluti    6.94    6/10/2017    EUR      62.63
Immigon Portfolioab    5.21    2/13/2026    EUR      33.00
Credit Suisse AG/Lo    1.64     6/1/2042    USD      52.19
Lehman Brothers Tre    4.60     7/6/2016    EUR       4.74
HSBC Bank PLC          0.50    2/24/2023    AUD      74.28
Immigon Portfolioab    4.21    1/25/2033    EUR      18.50
Oravita City Counci    2.63    6/15/2027    RON      72.00
UBS AG/London          9.06   10/23/2015    CHF      49.25
DZ Bank AG Deutsche    7.00    9/11/2015    EUR      73.78
Leonteq Securities     5.20    10/6/2015    USD      73.00
Heta Asset Resoluti    0.03    1/24/2017    EUR      64.00
Lehman Brothers Tre    8.28    3/26/2009    USD       4.76
Republika Srpska       1.50    9/25/2026    BAM      69.50
Leonteq Securities    12.00    7/20/2016    CHF      59.64
Leonteq Securities    11.80     2/6/2017    USD      58.08
UniCredit Bank AG      4.00    9/24/2015    EUR      40.55
DZ Bank AG Deutsche    5.90   10/23/2015    EUR      48.02
Notenstein Privatba    6.93     9/4/2015    CHF      74.88
UBS AG                16.00   12/23/2016    EUR      51.05
SAir Group             5.50    7/23/2003    CHF      10.88
UBS AG                13.83     5/5/2016    USD       7.71
Leonteq Securities    14.00    5/18/2016    CHF      65.49
Leonteq Securities    13.00    5/18/2016    CHF      74.63
Zurcher Kantonalban   10.90     6/3/2016    CHF      69.74
Lehman Brothers Tre    6.00    5/23/2018    CZK       4.76
Lehman Brothers Tre    6.25   11/30/2012    EUR       4.76
Lehman Brothers Tre    2.50    8/15/2012    CHF       4.76
Lehman Brothers Tre   10.44   11/22/2008    CHF       4.76
LBI HF                 5.44     9/3/2018    EUR       0.01
Deutsche Bank AG       5.80    9/23/2015    EUR      53.78
Deutsche Bank AG       5.80   11/25/2015    EUR      54.77
MirLand Development    6.50    9/30/2019    ILS      32.24
Glitnir HF             6.00   12/10/2009    ISK       0.02
Lehman Brothers Tre    4.05    9/16/2008    EUR       4.76
AKB Derzhava OJSC      9.75    7/10/2023    RUB      60.25
Erste Group Bank AG    6.50    4/17/2016    EUR      73.45
EFG International F    7.19     5/6/2019    EUR      60.35
HSBC Bank PLC          0.50    7/30/2027    NZD      49.25
Societe Generale SA    0.50     4/3/2023    RUB      41.96
Province of Brescia    0.52   12/22/2036    EUR      63.27
Immigon Portfolioab    4.80     5/9/2025    EUR      34.00
Kommunekredit          0.50    9/19/2019    BRL      63.39
Societe Generale SA    0.50    5/22/2024    MXN      58.49
HSBC Bank PLC          0.50    2/24/2027    NZD      50.96
HSBC Bank PLC          0.50     2/5/2018    RUB      74.31
Municipality Financ    0.50     8/8/2029    NZD      58.87
Lehman Brothers Tre    7.15    3/21/2013    USD       4.76
Bank J Safra Sarasi   11.02   12/30/2015    EUR      53.15
Leonteq Securities    10.94     4/7/2016    USD      52.42
Lehman Brothers Tre    4.10    5/20/2009    USD       4.76
Heta Asset Resoluti    3.72    3/15/2017    EUR      64.00
Leonteq Securities    20.00    1/26/2016    CHF      43.42
Deutsche Bank AG       5.20   10/21/2015    EUR      61.14
Leonteq Securities     6.00    2/20/2017    CHF      70.79
Deutsche Bank AG       5.20    9/20/2016    EUR      63.60
Deutsche Bank AG       5.20    9/20/2016    EUR      59.10
Deutsche Bank AG       5.20    3/22/2016    EUR      73.80
Deutsche Bank AG       5.20    3/22/2016    EUR      71.10
Deutsche Bank AG       5.20    6/21/2016    EUR      70.40
Deutsche Bank AG       5.20    9/20/2016    EUR      74.10
Deutsche Bank AG       5.20    9/20/2016    EUR      71.50
Societe Generale SA   15.16     9/2/2015    USD      60.01
Leonteq Securities     4.40    8/28/2017    CHF      73.70
Windreich GmbH         6.25     3/1/2015    EUR      10.88
Leonteq Securities    10.80    9/28/2015    GBP      50.32
Landesbank Berlin A    5.50    10/8/2015    EUR      54.64
DZ Bank AG Deutsche    3.90   10/23/2015    EUR      49.73
DZ Bank AG Deutsche    4.90   10/23/2015    EUR      47.24
DZ Bank AG Deutsche    4.70   10/23/2015    EUR      61.95
Raiffeisen Centroba    7.00    8/22/2016    EUR      48.71
DZ Bank AG Deutsche    4.75    9/11/2015    EUR      65.54
Leonteq Securities     8.20    5/11/2016    USD      69.73
City of Baile Hercu    2.50   12/16/2020    RON      75.00
Leonteq Securities    11.20    8/29/2016    CHF      70.97
Lehman Brothers Tre    1.00    2/26/2010    USD       4.76
Lehman Brothers Tre    4.00    3/10/2011    EUR       4.76
Lehman Brothers Tre    8.00    3/19/2012    USD       4.76
Lehman Brothers Tre   14.10   11/12/2008    USD       4.76
Lehman Brothers Tre   16.00    11/9/2008    USD       4.76
Lehman Brothers Tre    7.60    5/21/2013    USD       4.76
Lehman Brothers Tre    1.28    11/6/2010    JPY      19.00
WGZ-Bank AG Westdeu    5.25    9/29/2015    EUR      61.23
Deutsche Bank AG       5.80   12/23/2015    EUR      55.21
Deutsche Bank AG       5.80   10/21/2015    EUR      54.22
Vontobel Financial    10.00    9/25/2015    EUR      53.14
Glitnir HF             6.69    6/15/2016    USD       0.02
Lehman Brothers Tre    5.10    6/22/2046    EUR       4.76
Leasing-Experts SA     9.00    9/17/2016    PLN      47.00
Glitnir HF             6.20   12/20/2009    ISK       0.02
Union Technologies     0.10     1/1/2020    EUR      15.00
Notenstein Privatba    9.00     9/2/2016    CHF      65.82
Leonteq Securities    12.00     3/9/2016    CHF      57.13
Banque Cantonale Va    7.25     3/3/2016    CHF      66.80
WGZ-Bank AG Westdeu    4.05    12/9/2015    EUR      61.49
Leonteq Securities    12.40     5/6/2016    CHF      72.75
Leonteq Securities    10.00     5/6/2016    USD      71.92
Leonteq Securities     9.60   11/18/2015    CHF      49.64
SAir Group             4.25     2/2/2007    CHF      10.88
Kommunalbanken AS      0.50    5/27/2022    ZAR      54.62
Grong Sparebank        4.77                 NOK      70.25
Municipality Financ    0.50    7/30/2029    AUD      66.92
BNP Paribas SA         0.50    2/13/2024    NZD      69.74
Svensk Exportkredit    0.50    6/29/2029    AUD      66.71
RESO-Garantia Insur    9.20    3/24/2023    RUB      59.03
SAir Group             2.75    7/30/2004    CHF      10.88
Lehman Brothers Tre    6.00     3/4/2015    USD       4.76
Veniti SA              9.70    3/28/2016    PLN      70.00
Lehman Brothers Tre    7.25    6/20/2010    USD       4.76
Credit Suisse AG/Na    8.00    3/16/2016    USD      58.05
Leonteq Securities    12.40     2/3/2016    CHF      38.80
Vontobel Financial    24.35    9/25/2015    EUR      71.03
Goldman Sachs & Co    11.00   12/23/2015    EUR      57.28
Leonteq Securities    14.00   10/20/2015    CHF      60.64
Araratbank OJSC        8.00    6/11/2018    USD      25.74
BNP Paribas Arbitra    6.55    3/28/2025    EUR      74.38
BNP Paribas Emissio    7.50   12/22/2016    EUR      72.95
Bank Julius Baer &     6.78    1/15/2016    CHF      68.65
Deutsche Bank AG       6.20   10/21/2015    EUR      58.75
UBS AG                13.07    3/18/2016    USD      31.66
Credit Suisse AG/Na    8.05    9/27/2016    CHF      53.31
Deutsche Bank AG       5.20    9/20/2016    EUR      61.20
Leonteq Securities    18.00     2/9/2016    CHF      55.00
Landesbank Hessen-T    4.25    5/27/2016    EUR      72.40
Societe Generale Ef    5.00    11/7/2016    EUR      71.38
UTair-Finans OOO       9.50    7/21/2016    RUB      28.28
Credit Suisse AG/Na    5.00     6/6/2016    CHF      72.20
UBS AG                25.00    9/25/2015    EUR      68.07
Deutsche Bank AG       4.50   12/22/2015    EUR      46.12
Credit Suisse AG/Na    8.00     2/8/2016    USD      54.45
Fonciere Volta SA      4.50    7/30/2020    EUR       2.28
City of Siret Roman    2.75     3/1/2028    RON      53.10
Lehman Brothers Tre   12.22   11/21/2017    USD       4.76
Heta Asset Resoluti    0.25    3/29/2017    EUR      63.13
Glitnir HF            10.00    6/28/2017    USD      27.13
Credit Suisse AG/Lo    7.00    2/16/2016    USD      72.36
SG Issuer SA           5.50    4/10/2021    EUR      70.79
Lehman Brothers Tre    8.00    3/21/2018    USD       4.76
UBS AG/London          7.25     3/4/2016    CHF      70.59
Lehman Brothers Tre   12.00     7/4/2011    EUR       4.76
Lehman Brothers Tre   13.15   10/30/2008    USD       4.76
Lehman Brothers Tre    0.50     8/1/2020    EUR       4.76
Lehman Brothers Tre    6.25     9/5/2011    EUR       4.76
Glitnir HF             5.31   12/24/2012    USD      27.13
PCZ SA                11.00   10/31/2015    PLN      20.00
Heta Asset Resoluti    4.40    6/20/2017    EUR      64.00
Heta Asset Resoluti    0.20    7/28/2017    EUR      64.00
Vontobel Financial    23.30   12/28/2015    EUR      70.70
Credit Suisse AG/Na   11.00    12/3/2015    USD      55.15
Glitnir HF             5.86    7/28/2016    GBP      27.13
RSL Communications    10.50   11/15/2008    USD       1.25
Diversified Financi    2.18    7/27/2016    EUR      62.22
Muehl Product & Ser    6.75    3/10/2005    DEM       1.73
Leonteq Securities    21.00     3/9/2016    USD      64.86
UniCredit Bank AG      6.00     7/4/2016    EUR      72.06
Lehman Brothers Tre    8.00    5/22/2009    USD       4.76
Lehman Brothers Tre    5.00   10/24/2008    CHF       4.76
Lehman Brothers Tre    4.95   10/25/2036    EUR       4.76
Lehman Brothers Tre    7.50    6/15/2017    USD       4.76
Lehman Brothers Tre    6.00    9/20/2011    EUR       4.76
Arizk                  3.00   12/20/2030    RUB      35.62
Municipality Financ    0.50    4/26/2022    ZAR      52.75
Leonteq Securities    11.50     6/1/2016    CHF      73.80
Municipality Financ    0.50   11/21/2018    TRY      70.45
Svensk Exportkredit    0.50   12/17/2027    USD      73.79
KFW                    0.25    10/6/2036    CAD      37.42
SpareBank 1 Sore Su    2.41                 NOK      70.78
Svensk Exportkredit    0.50    8/28/2018    BRL      69.36
Svensk Exportkredit    0.50    6/28/2022    ZAR      51.70
Municipality Financ    0.50    2/22/2019    IDR      68.66
HSBC Bank PLC          0.50    6/28/2019    IDR      65.83
Efesk Group           13.25    6/14/2016    RUB      61.20
HSBC Bank PLC          0.50   10/30/2018    IDR      70.65
Kommunekredit          0.50    2/20/2020    BRL      60.19
Bank Otkritie Finan   12.25    1/13/2022    RUB      60.34
Salvator Grundbesit    9.50                 EUR      40.00
2C Partners SA         9.50    3/17/2017    PLN      70.00
Lehman Brothers Tre    7.55   12/29/2008    USD       4.76
SAir Group             2.75    7/30/2004    CHF      10.88
Deutsche Bank AG       6.20   11/25/2015    EUR      59.34
Deutsche Bank AG       6.20    9/20/2016    EUR      73.00
Deutsche Bank AG       5.50    6/21/2016    EUR      68.00
Vontobel Financial     8.00    4/22/2016    EUR      72.58
Leonteq Securities    11.00     5/4/2016    USD      67.47
Notenstein Privatba    5.12    2/29/2016    EUR      63.71
DekaBank Deutsche G    3.10    2/26/2018    EUR      68.02
Vontobel Financial     4.95    9/11/2015    EUR      57.29
UBS AG                 7.75    6/24/2016    EUR      44.66
DZ Bank AG Deutsche    5.80   10/23/2015    EUR      45.37
DZ Bank AG Deutsche    5.80   10/23/2015    EUR      45.75
DZ Bank AG Deutsche    4.70   10/23/2015    EUR      43.55
Banque Cantonale Va    1.00     7/7/2016    CHF      21.10
HSBC Trinkaus & Bur    7.00    9/25/2015    EUR      58.37
UBS AG                 9.50    9/25/2015    EUR      40.47
UBS AG                11.50    9/25/2015    EUR      67.55
DZ Bank AG Deutsche    4.75    3/21/2016    EUR      70.80
Barclays Bank PLC     11.50   10/10/2018    SEK      66.10
Landesbank Berlin A    6.00   11/27/2015    EUR      50.70
UBS AG/London         10.75   12/29/2015    EUR      50.62
Republika Srpska       1.50   12/22/2023    BAM      74.78
Lehman Brothers Tre    7.32    7/31/2013    GBP       4.76
Heta Asset Resoluti    0.20    8/28/2017    EUR      64.00
Leonteq Securities    11.00   11/19/2015    USD      61.05
Kaupthing Bank Hf      7.00    7/24/2009    ISK      22.00
Commerzbank AG        10.50    2/25/2016    EUR      65.09
Central European Es    7.80    9/10/2015    ILS      12.80
NIBC Bank NV          25.98     5/7/2029    EUR      65.05
UniCredit Bank Aust    0.44    1/22/2031    EUR      60.00
Kommunekredit          0.50    5/11/2029    CAD      69.57
Leasing-Experts SA     9.00     6/5/2016    PLN      53.99
Lehman Brothers Tre    5.12    4/30/2027    EUR       4.76
Lehman Brothers Tre    4.82   12/18/2036    EUR       4.76
Lehman Brothers Tre    5.25     4/1/2023    EUR       4.76
Lehman Brothers Tre    9.50     4/1/2018    USD       4.76
Lehman Brothers Tre    3.50    6/20/2011    EUR       4.76
Lehman Brothers Tre   10.00    6/17/2009    USD       4.76
Lehman Brothers Tre    0.50     6/2/2020    EUR       4.76
Lehman Brothers Tre   11.00     7/4/2011    USD       4.76
Lehman Brothers Tre   11.00     7/4/2011    CHF       4.76
Powszechne Towarzys    7.79     8/1/2016    PLN       1.00
Goldman Sachs & Co     5.00   10/21/2015    EUR      54.50
Goldman Sachs Inter    1.00    12/5/2017    SEK       8.70
UBS AG/London         11.75   11/12/2015    CHF      48.27
Deutsche Bank AG       6.20    6/21/2016    EUR      72.80
Deutsche Bank AG       6.20    9/22/2015    EUR      71.30
Deutsche Bank AG       7.20    6/21/2016    EUR      73.60
Deutsche Bank AG       7.20   12/22/2015    EUR      73.10
Deutsche Bank AG       7.20    9/22/2015    EUR      71.40
Deutsche Bank AG       6.20   12/22/2015    EUR      72.80
Bank Julius Baer &     8.50    12/1/2015    USD      71.80
Vontobel Financial     7.85     5/9/2016    EUR      71.89
Zurcher Kantonalban    6.50   12/18/2015    CHF      75.95
UBS AG/London         11.00   12/10/2015    CHF      65.34
DZ Bank AG Deutsche   10.00   12/21/2015    EUR      69.77
DZ Bank AG Deutsche    6.00   12/21/2015    EUR      65.85
Lehman Brothers Tre    7.00    9/20/2011    USD       4.76
Lehman Brothers Tre    4.10    8/23/2010    USD       4.76
HSBC Trinkaus & Bur    6.00    9/25/2015    EUR      68.45
UBS AG/London         24.50    3/29/2016    EUR      58.65
UBS AG/London         24.25   12/29/2015    EUR      73.55
UBS AG/London         22.25    6/24/2016    EUR      45.19
UBS AG/London          7.25    9/25/2015    EUR      73.86
UBS AG/London         24.50   12/29/2015    EUR      68.94
UBS AG/London         24.75   12/29/2015    EUR      73.85
Vontobel Financial     5.75   12/28/2015    EUR      73.29
Vontobel Financial     6.50    9/25/2015    EUR      72.32
Zurcher Kantonalban    7.00    11/3/2015    EUR      55.81
UBS AG/London         12.88   10/23/2015    CHF      49.85
UBS AG/London          7.54   10/23/2015    CHF      68.15
DZ Bank AG Deutsche    8.75    9/25/2015    EUR      53.89
DZ Bank AG Deutsche    5.00   11/27/2015    EUR      60.33
DZ Bank AG Deutsche    8.75   11/27/2015    EUR      55.59
Notenstein Finance     7.00   10/23/2015    USD      35.36
Deutsche Bank AG       5.00    11/6/2015    EUR      58.52
Commerzbank AG         8.00   10/22/2015    EUR      54.99
DekaBank Deutsche G    4.00   10/21/2016    EUR      66.57
Zurcher Kantonalban    5.75    11/6/2015    CHF      66.24
Vontobel Financial    10.35    9/25/2015    EUR      72.58
Vontobel Financial     8.80   12/28/2015    EUR      74.29
BNP Paribas Emissio    4.75    9/24/2015    EUR      64.04
BNP Paribas Emissio    7.50    9/24/2015    EUR      58.90
BNP Paribas Emissio    4.50   12/24/2015    EUR      65.22
BNP Paribas Emissio    6.75   12/24/2015    EUR      60.64
BNP Paribas Emissio    3.75    6/23/2016    EUR      69.67
BNP Paribas Emissio    5.00    6/23/2016    EUR      64.97
BNP Paribas Emissio    6.75    6/23/2016    EUR      61.46
Leonteq Securities    10.00   11/10/2015    CHF      58.26
Bank Julius Baer &     8.10    11/6/2015    USD      72.05
Bank Julius Baer &     8.30    11/6/2015    EUR      72.55
Commerzbank AG         4.50   10/22/2015    EUR      60.97
Commerzbank AG         5.50   10/22/2015    EUR      59.37
Commerzbank AG         6.25   10/22/2015    EUR      57.86
Commerzbank AG         7.25   10/22/2015    EUR      56.46
Commerzbank AG         8.25   10/22/2015    EUR      55.15
Commerzbank AG         9.25   10/22/2015    EUR      53.89
Commerzbank AG        10.50   10/22/2015    EUR      52.75
Commerzbank AG        12.50   10/22/2015    EUR      73.89
Vontobel Financial    11.65    9/25/2015    EUR      73.41
UBS AG/London          5.50   10/29/2015    USD      57.23
HSBC Trinkaus & Bur   14.20   12/28/2015    EUR      67.19
HSBC Trinkaus & Bur   10.30   12/28/2015    EUR      71.73
HSBC Trinkaus & Bur    9.20   10/23/2015    EUR      73.34
HSBC Trinkaus & Bur   14.40   12/28/2015    EUR      72.90
HSBC Trinkaus & Bur   11.90    9/25/2015    EUR      51.05
HSBC Trinkaus & Bur    6.80    9/25/2015    EUR      56.72
HSBC Trinkaus & Bur    6.30   12/28/2015    EUR      58.27
HSBC Trinkaus & Bur    8.10    3/25/2016    EUR      56.58
HSBC Trinkaus & Bur   17.00   12/28/2015    EUR      53.01
HSBC Trinkaus & Bur   11.90   12/28/2015    EUR      58.09
HSBC Trinkaus & Bur    8.70   12/28/2015    EUR      62.66
Notenstein Finance    12.00    11/3/2015    USD      55.27
Goldman Sachs & Co     4.00    3/23/2016    EUR      54.03
Goldman Sachs & Co     6.00    3/23/2016    EUR      55.14
Goldman Sachs & Co     8.00    3/23/2016    EUR      56.25
Goldman Sachs & Co     9.00    3/23/2016    EUR      56.81
Goldman Sachs & Co     9.00    3/23/2016    EUR      56.81
Goldman Sachs & Co     9.00    3/23/2016    EUR      56.81
Goldman Sachs & Co     9.00    9/23/2015    EUR      52.39
Goldman Sachs & Co    11.00   11/25/2015    EUR      54.41
Goldman Sachs & Co    11.00   11/25/2015    EUR      54.41
Goldman Sachs & Co    11.00   11/25/2015    EUR      54.41
Goldman Sachs & Co    10.00    9/23/2015    EUR      54.09
Goldman Sachs & Co     6.00   10/21/2015    EUR      61.48
Goldman Sachs & Co    10.00   10/21/2015    EUR      55.04
Goldman Sachs & Co     7.00   11/25/2015    EUR      59.80
Goldman Sachs & Co     7.00   12/23/2015    EUR      60.39
Bank Julius Baer &    13.70   11/11/2015    CHF      52.20
UBS AG/London         12.35    11/3/2015    CHF      49.05
UBS AG/London          8.48    11/3/2015    CHF      48.50
Vontobel Financial     9.70    9/25/2015    EUR      52.55
JP Morgan Structure    1.55    11/6/2015    USD      50.90
Vontobel Financial     4.45    9/11/2015    EUR      58.53
Vontobel Financial     5.90    9/11/2015    EUR      56.23
Vontobel Financial     5.50   12/11/2015    EUR      57.65
Vontobel Financial     4.40   12/11/2015    EUR      59.69
Commerzbank AG        12.75   10/22/2015    EUR      49.96
Commerzbank AG         7.00    9/24/2015    EUR      60.45
Bayerische Landesba    3.70     6/3/2016    EUR      62.00
UBS AG/London          9.50   12/29/2015    EUR      62.91
UBS AG/London         10.75    9/25/2015    EUR      66.02
UBS AG/London          9.00   12/23/2016    EUR      74.21
UBS AG/London          9.00    9/25/2015    EUR      65.91
UBS AG/London         11.75    6/24/2016    EUR      68.18
UBS AG/London          8.50   12/23/2016    EUR      73.57
UBS AG/London         10.75    3/29/2016    EUR      71.02
UBS AG/London         14.50    9/25/2015    EUR      71.57
UBS AG/London         13.75   12/29/2015    EUR      74.71
UBS AG/London         11.25    9/25/2015    EUR      47.36
UBS AG/London          8.25   12/23/2016    EUR      68.66
UBS AG/London         10.75    3/29/2016    EUR      65.87
UBS AG/London         12.50    3/29/2016    EUR      66.88
UBS AG/London          9.75    9/25/2015    EUR      60.51
UBS AG/London         14.00    6/24/2016    EUR      73.07
UBS AG/London         14.50    3/29/2016    EUR      72.39
UBS AG/London         10.25   12/23/2016    EUR      71.31
UBS AG/London         10.75    3/29/2016    EUR      74.38
UBS AG/London         16.50   12/29/2015    EUR      69.38
UBS AG/London          8.25   12/29/2015    EUR      46.42
UBS AG/London         11.75   12/29/2015    EUR      68.99
UBS AG/London         10.25    6/24/2016    EUR      66.94
UBS AG/London         13.75   12/29/2015    EUR      64.33
UBS AG/London          8.50    9/25/2015    EUR      50.52
UBS AG/London         11.00    6/24/2016    EUR      74.54
UBS AG/London          9.00    3/29/2016    EUR      64.83
UBS AG/London         10.25    6/24/2016    EUR      71.85
UBS AG/London          9.75    3/29/2016    EUR      70.42
UBS AG/London          9.00    6/24/2016    EUR      65.91
UBS AG/London         13.25    9/25/2015    EUR      66.17
UBS AG/London          8.25    6/24/2016    EUR      70.20
UBS AG/London          9.50   12/23/2016    EUR      70.32
UBS AG/London          8.25    3/29/2016    EUR      69.54
UBS AG/London         14.50   12/29/2015    EUR      48.48
UBS AG/London          9.00    9/25/2015    EUR      47.21
UBS AG/London         13.25   12/29/2015    EUR      50.98
UniCredit Bank AG      5.60    9/24/2015    EUR      66.07
UniCredit Bank AG      6.25    9/24/2015    EUR      61.92
UniCredit Bank AG      5.20    9/24/2015    EUR      74.92
UniCredit Bank AG      5.20    9/24/2015    EUR      58.38
UniCredit Bank AG      6.00    9/24/2015    EUR      56.81
UniCredit Bank AG      4.25    9/24/2015    EUR      60.98
HSBC Trinkaus & Bur    6.00   12/28/2015    EUR      70.16
HSBC Trinkaus & Bur    5.10   12/28/2015    EUR      69.87
Vontobel Financial     5.80   12/28/2015    EUR      52.00
Vontobel Financial     6.40    9/25/2015    EUR      50.47
DZ Bank AG Deutsche    5.70     9/7/2015    EUR      65.60
DZ Bank AG Deutsche    7.00    9/11/2015    EUR      73.78
HSBC Trinkaus & Bur   10.80    9/25/2015    EUR      57.93
HSBC Trinkaus & Bur    7.10    9/25/2015    EUR      64.02
HSBC Trinkaus & Bur    8.80   10/23/2015    EUR      61.36
HSBC Trinkaus & Bur    6.00   12/28/2015    EUR      30.15
HSBC Trinkaus & Bur    6.00   12/28/2015    EUR      71.18
HSBC Trinkaus & Bur    6.00   12/28/2015    EUR      48.17
HSBC Trinkaus & Bur    8.00   10/23/2015    EUR      49.66
HSBC Trinkaus & Bur    7.40   12/28/2015    EUR      50.89
HSBC Trinkaus & Bur    6.00   12/28/2015    EUR      28.62
HSBC Trinkaus & Bur    6.00   12/28/2015    EUR      57.51
HSBC Trinkaus & Bur   11.50    9/25/2015    EUR      63.16
HSBC Trinkaus & Bur    6.60    9/25/2015    EUR      71.77
HSBC Trinkaus & Bur    7.90   10/23/2015    EUR      68.98
HSBC Trinkaus & Bur    6.00   12/28/2015    EUR      59.13
Vontobel Financial     6.45    9/11/2015    EUR      65.02
Vontobel Financial     8.05    9/11/2015    EUR      62.82
Vontobel Financial     5.10    9/11/2015    EUR      67.39
HSBC Trinkaus & Bur    7.30   10/23/2015    EUR      69.77
Notenstein Privatba    7.20     9/3/2015    EUR      36.54
Leonteq Securities     5.99    9/11/2017    EUR      60.03
Credit Suisse AG/Lo    7.50    9/10/2015    CHF      73.93
Vontobel Financial     9.10   12/11/2015    EUR      73.83
Vontobel Financial    10.60    9/11/2015    EUR      70.82
Vontobel Financial     4.15   12/11/2015    EUR      73.30
Vontobel Financial     5.10   12/11/2015    EUR      73.56
Vontobel Financial     4.35    3/11/2016    EUR      74.16
Vontobel Financial     5.10    3/11/2016    EUR      74.56
Vontobel Financial     5.10    9/11/2015    EUR      52.04
Vontobel Financial     7.80    9/11/2015    EUR      48.53
Vontobel Financial     7.00   12/11/2015    EUR      50.32
BNP Paribas Emissio    5.10   10/21/2015    EUR      47.78
Leonteq Securities    13.00   12/15/2015    CHF      73.62
Leonteq Securities    12.00   12/15/2015    CHF      53.06
Leonteq Securities     8.00   12/15/2015    CHF      61.64
Leonteq Securities    13.60   12/15/2015    USD      73.41
BNP Paribas Emissio    6.00    9/24/2015    EUR      72.35
BNP Paribas Emissio    5.75   12/24/2015    EUR      73.07
Vontobel Financial     6.80    9/25/2015    EUR      45.11
DZ Bank AG Deutsche   10.25    9/25/2015    EUR      70.41
Goldman Sachs & Co    10.00   10/21/2015    EUR      74.52
Goldman Sachs & Co    13.00   10/21/2015    EUR      70.08
Goldman Sachs & Co    10.00    3/23/2016    EUR      73.80
Goldman Sachs & Co     5.00   10/21/2015    EUR      54.35
Goldman Sachs & Co     6.00   10/21/2015    EUR      52.49
Goldman Sachs & Co    10.00   10/21/2015    EUR      47.85
Goldman Sachs & Co    13.00   10/21/2015    EUR      45.34
Goldman Sachs & Co     5.00    3/23/2016    EUR      56.55
Goldman Sachs & Co     6.00    3/23/2016    EUR      55.13
Goldman Sachs & Co     8.00    3/23/2016    EUR      52.67
Goldman Sachs & Co     8.00    3/23/2016    EUR      51.06
Goldman Sachs & Co    10.00    3/23/2016    EUR      49.26
BNP Paribas Emissio    6.25    9/24/2015    EUR      47.23
BNP Paribas Emissio    6.00   12/24/2015    EUR      48.78
HSBC Trinkaus & Bur    7.60   10/23/2015    EUR      66.71
HSBC Trinkaus & Bur   10.20   10/23/2015    EUR      58.57
HSBC Trinkaus & Bur   13.80    9/25/2015    EUR      67.65
HSBC Trinkaus & Bur    7.80    9/25/2015    EUR      73.76
Vontobel Financial     6.95   12/28/2015    EUR      49.03
DZ Bank AG Deutsche    7.25    9/11/2015    EUR      72.76
Vontobel Financial     6.25   12/28/2015    EUR      71.71
Vontobel Financial     7.45    9/25/2015    EUR      70.33
Bank Julius Baer &     6.00    9/18/2015    EUR      71.55
Goldman Sachs & Co     7.00   10/21/2015    EUR      50.78
Goldman Sachs & Co     8.00   10/21/2015    EUR      49.19
Goldman Sachs & Co     7.00    3/23/2016    EUR      52.11
Goldman Sachs & Co     5.00   10/21/2015    EUR      73.81
Goldman Sachs & Co     7.00   10/21/2015    EUR      74.09
Goldman Sachs & Co     8.00   10/21/2015    EUR      74.22
Goldman Sachs & Co     5.00   10/21/2015    EUR      47.32
Goldman Sachs & Co     6.00   10/21/2015    EUR      47.45
Goldman Sachs & Co     7.00   10/21/2015    EUR      47.59
Goldman Sachs & Co     8.00   10/21/2015    EUR      47.73
Goldman Sachs & Co     9.00   10/21/2015    EUR      47.86
Goldman Sachs & Co     9.00   10/21/2015    EUR      47.86
Goldman Sachs & Co     9.00   10/21/2015    EUR      47.86
Goldman Sachs & Co     5.00    3/23/2016    EUR      49.41
Goldman Sachs & Co     6.00    3/23/2016    EUR      49.97
Goldman Sachs & Co     7.00    3/23/2016    EUR      50.52
Goldman Sachs & Co     7.00    3/23/2016    EUR      50.52
Goldman Sachs & Co     8.00    3/23/2016    EUR      51.08
Goldman Sachs & Co     8.00    3/23/2016    EUR      51.08
Goldman Sachs & Co     8.00    3/23/2016    EUR      51.08
Bank Julius Baer &     8.20    9/23/2015    CHF      39.40
Vontobel Financial     8.10   12/28/2015    EUR      46.47
Vontobel Financial     9.45    9/25/2015    EUR      44.41
Vontobel Financial     7.25   12/28/2015    EUR      52.47
Vontobel Financial     4.30    9/25/2015    EUR      56.35
Vontobel Financial     7.00   10/30/2015    EUR      52.47
Commerzbank AG         9.25    9/24/2015    EUR      74.25
Commerzbank AG         5.75    9/24/2015    EUR      53.54
Commerzbank AG         6.75    9/24/2015    EUR      52.15
Commerzbank AG         7.75    9/24/2015    EUR      50.85
Commerzbank AG         7.75    9/24/2015    EUR      72.29
Commerzbank AG         9.50    9/24/2015    EUR      58.28
Commerzbank AG        11.50    9/24/2015    EUR      55.37
Commerzbank AG        13.75    9/24/2015    EUR      52.78
BNP Paribas Emissio    9.00    1/21/2016    EUR      60.20
Leonteq Securities     8.04    4/21/2016    USD      62.50
Notenstein Finance    15.00   10/20/2015    USD      64.76
Goldman Sachs & Co     6.00   11/25/2015    EUR      74.47
Goldman Sachs & Co     4.00   11/25/2015    EUR      49.20
Goldman Sachs & Co     6.00   11/25/2015    EUR      49.66
Goldman Sachs & Co     7.00   11/25/2015    EUR      49.90
Goldman Sachs & Co    10.00   11/25/2015    EUR      50.59
Goldman Sachs & Co     6.00   11/25/2015    EUR      57.23
Goldman Sachs & Co    12.00   11/25/2015    EUR      49.32
Leonteq Securities    12.40    4/27/2016    CHF      53.78
Leonteq Securities    10.40    4/27/2016    CHF      40.67
Leonteq Securities    13.60    4/27/2016    USD      60.83
Bank Julius Baer &    11.00   10/14/2015    CHF      43.70
UBS AG/London          7.50   10/15/2015    CHF      45.23
Commerzbank AG         4.75   10/22/2015    EUR      60.19
Commerzbank AG         5.75   10/22/2015    EUR      58.63
Commerzbank AG         6.50   10/22/2015    EUR      57.13
Commerzbank AG         7.50   10/22/2015    EUR      55.76
Commerzbank AG         8.50   10/22/2015    EUR      54.46
Commerzbank AG         9.50   10/22/2015    EUR      53.24
Commerzbank AG        10.50   10/22/2015    EUR      52.06
Leonteq Securities     5.20    11/7/2016    CHF      64.26
Leonteq Securities     8.75    11/6/2015    GBP      47.06
Leonteq Securities    10.75   10/21/2015    USD      54.11
UniCredit Bank AG      5.00   11/26/2015    EUR      52.11
UniCredit Bank AG      4.00   11/26/2015    EUR      55.86
UniCredit Bank AG      5.50   11/26/2015    EUR      50.47
UniCredit Bank AG      4.65   11/26/2015    EUR      53.96
UniCredit Bank AG      4.75   11/26/2015    EUR      53.49
UniCredit Bank AG      4.85   11/26/2015    EUR      53.03
UniCredit Bank AG      4.50   11/26/2015    EUR      54.44
UniCredit Bank AG      4.25   11/26/2015    EUR      54.88
UniCredit Bank AG      5.25   11/26/2015    EUR      51.27
UniCredit Bank AG      4.10   11/26/2015    EUR      55.35
Credit Suisse AG/Na    8.00   10/29/2015    CHF      46.02
DZ Bank AG Deutsche    8.75   10/23/2015    EUR      53.16
DZ Bank AG Deutsche    7.00   10/23/2015    EUR      60.74
Zurcher Kantonalban    9.55   10/28/2015    EUR      57.43
Bank Julius Baer &    14.20   10/28/2015    CHF      48.05
Vontobel Financial     6.75   12/28/2015    EUR      58.33
Vontobel Financial     7.95    9/25/2015    EUR      56.60
Deutsche Bank AG       3.20   11/25/2015    EUR      64.20
Deutsche Bank AG       3.20   12/22/2015    EUR      59.20
Deutsche Bank AG       3.20   11/25/2015    EUR      59.00
Deutsche Bank AG       3.20   10/21/2015    EUR      58.70
Deutsche Bank AG       3.20   10/21/2015    EUR      61.20
Deutsche Bank AG       3.20   12/22/2015    EUR      64.40
Deutsche Bank AG       3.20   10/21/2015    EUR      63.90
Deutsche Bank AG       3.20   11/25/2015    EUR      61.50
Deutsche Bank AG       6.20    9/22/2015    EUR      58.60
Deutsche Bank AG       5.20    9/22/2015    EUR      58.50
Deutsche Bank AG       5.20   10/21/2015    EUR      59.00
Deutsche Bank AG       6.20   10/21/2015    EUR      59.10
Deutsche Bank AG       6.20   10/21/2015    EUR      56.80
Deutsche Bank AG       5.20   10/21/2015    EUR      56.60
Deutsche Bank AG       5.20   11/25/2015    EUR      59.40
Deutsche Bank AG       6.20   11/25/2015    EUR      59.70
Deutsche Bank AG       6.20   11/25/2015    EUR      57.40
Deutsche Bank AG       5.20   11/25/2015    EUR      57.10
Deutsche Bank AG       3.20   12/22/2015    EUR      61.70
Deutsche Bank AG       6.20   12/22/2015    EUR      60.10
Deutsche Bank AG       5.20   12/22/2015    EUR      59.80
Deutsche Bank AG       6.20   12/22/2015    EUR      57.80
Deutsche Bank AG       5.20   12/22/2015    EUR      57.50
HSBC Trinkaus & Bur   10.40    9/25/2015    EUR      72.57
HSBC Trinkaus & Bur   12.60    9/25/2015    EUR      73.90
HSBC Trinkaus & Bur    8.70   12/28/2015    EUR      54.90
HSBC Trinkaus & Bur    9.50   10/23/2015    EUR      53.46
HSBC Trinkaus & Bur   11.60   10/23/2015    EUR      56.06
Deutsche Bank AG       3.20    9/22/2015    EUR      63.70
Vontobel Financial     8.70   12/28/2015    EUR      58.06
Vontobel Financial    26.55    9/25/2015    EUR      65.68
Commerzbank AG         5.75   10/22/2015    EUR      64.69
Commerzbank AG         6.50   10/22/2015    EUR      62.96
Commerzbank AG         7.50   10/22/2015    EUR      61.39
Commerzbank AG         8.50   10/22/2015    EUR      59.91
Commerzbank AG         9.50   10/22/2015    EUR      58.50
Commerzbank AG        10.50   10/22/2015    EUR      57.18
Commerzbank AG        11.50   10/22/2015    EUR      55.91
Notenstein Privatba   10.00    4/29/2016    CHF      59.01
Goldman Sachs & Co    13.00    9/23/2015    EUR      54.62
Goldman Sachs & Co    13.00    9/23/2015    EUR      54.62
Goldman Sachs & Co     6.00   10/21/2015    EUR      54.64
Goldman Sachs & Co     7.00   10/21/2015    EUR      54.78
Goldman Sachs & Co     8.00   10/21/2015    EUR      54.91
Goldman Sachs & Co    10.00   10/21/2015    EUR      55.19
Goldman Sachs & Co    12.00   10/21/2015    EUR      55.46
Goldman Sachs & Co    12.00   10/21/2015    EUR      55.46
Goldman Sachs & Co    12.00   10/21/2015    EUR      55.46
Goldman Sachs & Co     8.00   11/25/2015    EUR      55.70
Goldman Sachs & Co    10.00   11/25/2015    EUR      56.17
Goldman Sachs & Co     6.00   12/23/2015    EUR      55.73
Goldman Sachs & Co     7.00   12/23/2015    EUR      56.04
Goldman Sachs & Co     8.00   12/23/2015    EUR      56.35
Goldman Sachs & Co    10.00   12/23/2015    EUR      56.97
Goldman Sachs & Co    11.00   12/23/2015    EUR      57.28
Goldman Sachs & Co     7.00    3/23/2016    EUR      57.68
Goldman Sachs & Co     8.00    9/23/2015    EUR      61.18
Goldman Sachs & Co    15.00    9/23/2015    EUR      52.39
Goldman Sachs & Co     5.00   10/21/2015    EUR      67.24
Goldman Sachs & Co     7.00   10/21/2015    EUR      64.49
Goldman Sachs & Co     8.00   10/21/2015    EUR      61.75
Goldman Sachs & Co    14.00   10/21/2015    EUR      53.59
Goldman Sachs & Co     5.00   11/25/2015    EUR      67.74
Goldman Sachs & Co     8.00   11/25/2015    EUR      62.56
Goldman Sachs & Co    10.00   11/25/2015    EUR      58.16
Goldman Sachs & Co    13.00   11/25/2015    EUR      54.75
Goldman Sachs & Co     6.00   12/23/2015    EUR      65.46
Goldman Sachs & Co    10.00   12/23/2015    EUR      58.99
Goldman Sachs & Co    13.00   12/23/2015    EUR      55.80
Goldman Sachs & Co     5.00    3/23/2016    EUR      69.15
Goldman Sachs & Co     6.00    3/23/2016    EUR      66.69
Goldman Sachs & Co     7.00    3/23/2016    EUR      64.56
Goldman Sachs & Co    10.00    3/23/2016    EUR      59.34
Goldman Sachs & Co    11.00    3/23/2016    EUR      57.91
Commerzbank AG         8.50   10/22/2015    EUR      52.99
DZ Bank AG Deutsche    6.25    9/11/2015    EUR      71.72
DZ Bank AG Deutsche    6.00   12/11/2015    EUR      73.14
DZ Bank AG Deutsche    5.25   12/11/2015    EUR      72.93
DZ Bank AG Deutsche    6.50    9/25/2015    EUR      71.97
BNP Paribas Emissio    7.25   10/22/2015    EUR      67.98
BNP Paribas Emissio    7.00    1/21/2016    EUR      69.02
Zurcher Kantonalban    4.50    9/25/2015    CHF      63.57
Bank Julius Baer &     8.10    9/25/2015    USD      56.25
Bank Julius Baer &     8.25    9/18/2015    CHF      37.40
Goldman Sachs & Co     6.00   10/21/2015    EUR      73.95
Goldman Sachs & Co     8.00   10/21/2015    EUR      74.25
Goldman Sachs & Co    11.00    3/23/2016    EUR      47.24
Goldman Sachs & Co    11.00    9/23/2015    EUR      44.39
Goldman Sachs & Co    11.00    9/23/2015    EUR      44.39
Goldman Sachs & Co    11.00    9/23/2015    EUR      44.39
Goldman Sachs & Co    11.00   10/21/2015    EUR      45.22
Goldman Sachs & Co    11.00   10/21/2015    EUR      45.22
Goldman Sachs & Co     9.00    3/23/2016    EUR      48.72
Goldman Sachs & Co     9.00    3/23/2016    EUR      48.72
Goldman Sachs & Co     9.00    3/23/2016    EUR      48.72
Notenstein Privatba    5.50    9/26/2016    CHF      66.54
Notenstein Privatba    5.00    9/26/2016    CHF      67.83
DZ Bank AG Deutsche    5.60    3/30/2017    EUR      50.90
Leonteq Securities    20.00   12/29/2015    CHF      37.61
Deutsche Bank AG       5.50   12/22/2015    EUR      74.54
Deutsche Bank AG       4.50   12/22/2015    EUR      74.20
Leonteq Securities     5.05    9/22/2015    CHF      60.47
UniCredit Bank AG      4.00   10/14/2019    EUR      60.49
Credit Suisse AG/Na    8.25    9/30/2015    CHF      57.75
Commerzbank AG         4.00    9/23/2015    EUR      72.54
Vontobel Financial     8.00   12/28/2015    EUR      47.14
Vontobel Financial     7.65   12/28/2015    EUR      72.25
DZ Bank AG Deutsche   10.25    9/25/2015    EUR      69.55
DZ Bank AG Deutsche    6.25    9/25/2015    EUR      61.31
DZ Bank AG Deutsche    5.75    9/25/2015    EUR      65.89
DZ Bank AG Deutsche    5.20    9/23/2015    EUR      75.95
DZ Bank AG Deutsche    7.10    9/23/2015    EUR      72.09
DZ Bank AG Deutsche    5.40    9/23/2015    EUR      51.54
DZ Bank AG Deutsche    4.80   12/23/2015    EUR      55.23
DZ Bank AG Deutsche    5.70    9/23/2015    EUR      49.31
DZ Bank AG Deutsche    5.70    9/23/2015    EUR      46.93
DZ Bank AG Deutsche    4.60    9/23/2015    EUR      44.73
DZ Bank AG Deutsche    5.10   12/23/2015    EUR      54.30
DZ Bank AG Deutsche    5.10   12/23/2015    EUR      51.80
DZ Bank AG Deutsche    4.40   12/23/2015    EUR      49.24
DZ Bank AG Deutsche    2.20   12/23/2015    EUR      61.61
DZ Bank AG Deutsche    3.50   12/23/2015    EUR      58.51
DZ Bank AG Deutsche    7.20    9/23/2015    EUR      74.66
DZ Bank AG Deutsche    5.20    9/23/2015    EUR      74.33
DZ Bank AG Deutsche    5.20   12/23/2015    EUR      75.37
DZ Bank AG Deutsche    2.60    9/23/2015    EUR      50.14
DZ Bank AG Deutsche    3.10    9/23/2015    EUR      47.88
DZ Bank AG Deutsche    4.80    9/23/2015    EUR      47.99
DZ Bank AG Deutsche    2.70   12/23/2015    EUR      53.28
DZ Bank AG Deutsche    4.60   12/23/2015    EUR      51.49
DZ Bank AG Deutsche    3.20   12/23/2015    EUR      51.05
DZ Bank AG Deutsche    7.60    9/23/2015    EUR      69.71
DZ Bank AG Deutsche    6.60    9/23/2015    EUR      71.11
DZ Bank AG Deutsche    6.00    9/23/2015    EUR      66.42
DZ Bank AG Deutsche    4.90   12/23/2015    EUR      71.94
Vontobel Financial     5.25    9/25/2015    EUR      70.98
Commerzbank AG         3.00    9/21/2015    EUR      56.98
DZ Bank AG Deutsche    6.00   12/11/2015    EUR      73.13
Vontobel Financial     7.50    10/9/2015    EUR      73.35
HSBC Trinkaus & Bur    6.90   10/23/2015    EUR      74.22
HSBC Trinkaus & Bur    6.60    9/25/2015    EUR      48.96
HSBC Trinkaus & Bur    7.70   10/23/2015    EUR      48.00
HSBC Trinkaus & Bur   15.10    9/25/2015    EUR      73.46
HSBC Trinkaus & Bur    9.60   10/23/2015    EUR      74.14
Bank Julius Baer &     8.85    9/25/2015    CHF      35.80
Notenstein Privatba    8.00    10/3/2016    CHF      52.51
Bank Julius Baer &     7.00    10/2/2015    USD      60.50
Vontobel Financial     7.60    9/25/2015    EUR      44.62
Vontobel Financial     7.45   12/28/2015    EUR      64.86
Vontobel Financial     8.50    9/25/2015    EUR      63.07
Vontobel Financial     7.80    9/25/2015    EUR      73.08
Notenstein Finance     6.20    9/25/2015    CHF      62.02
Leonteq Securities    11.20   12/29/2015    CHF      45.10
Leonteq Securities     8.20   12/29/2015    CHF      63.33
Deutsche Bank AG       4.20   12/22/2015    EUR      45.00
Deutsche Bank AG       5.20   12/22/2015    EUR      45.30
Deutsche Bank AG       4.20    9/22/2015    EUR      43.90
Deutsche Bank AG       4.20    9/22/2015    EUR      46.80
Deutsche Bank AG       5.20    9/22/2015    EUR      44.00
Deutsche Bank AG       4.20   12/22/2015    EUR      47.90
Deutsche Bank AG       4.20    9/22/2015    EUR      48.40
Deutsche Bank AG       4.20   12/22/2015    EUR      49.50
Deutsche Bank AG       5.20    6/21/2016    EUR      73.70
Deutsche Bank AG       6.20    6/21/2016    EUR      74.50
Deutsche Bank AG       5.20    3/22/2016    EUR      51.10
Deutsche Bank AG       6.20    3/22/2016    EUR      51.70
Deutsche Bank AG       5.20    3/22/2016    EUR      49.50
Deutsche Bank AG       6.20    3/22/2016    EUR      50.00
Deutsche Bank AG       5.20    6/21/2016    EUR      50.50
Deutsche Bank AG       6.20    6/21/2016    EUR      51.30
Deutsche Bank AG       5.20    6/21/2016    EUR      49.00
Deutsche Bank AG       6.20    6/21/2016    EUR      49.80
Deutsche Bank AG       7.20    9/22/2015    EUR      73.10
Deutsche Bank AG       5.20    9/22/2015    EUR      72.90
Deutsche Bank AG       6.20    9/22/2015    EUR      73.00
Deutsche Bank AG       6.20   12/22/2015    EUR      74.20
Deutsche Bank AG       7.20   12/22/2015    EUR      74.50
Deutsche Bank AG       5.20   12/22/2015    EUR      73.90
Deutsche Bank AG       6.20    9/22/2015    EUR      44.00
Deutsche Bank AG       6.20   12/22/2015    EUR      45.60
Commerzbank AG         5.00    9/24/2015    EUR      49.28
Commerzbank AG         6.00    9/24/2015    EUR      48.02
Commerzbank AG         7.00    9/24/2015    EUR      46.82
Commerzbank AG         8.25    9/24/2015    EUR      45.71
Commerzbank AG         9.25    9/24/2015    EUR      44.65
Commerzbank AG         7.25    9/24/2015    EUR      72.93
Commerzbank AG         8.25    9/24/2015    EUR      71.14
Commerzbank AG         7.50    9/24/2015    EUR      65.29
Commerzbank AG         9.25    9/24/2015    EUR      61.99
Commerzbank AG        11.25    9/24/2015    EUR      59.04
Commerzbank AG        12.00    9/24/2015    EUR      73.43
Commerzbank AG         7.50    9/24/2015    EUR      66.70
Commerzbank AG         9.50    9/24/2015    EUR      63.44
Commerzbank AG        11.50    9/24/2015    EUR      71.19
Commerzbank AG        20.50    9/24/2015    EUR      71.60
Commerzbank AG        23.75    9/24/2015    EUR      64.30
Commerzbank AG        26.75    9/24/2015    EUR      57.96
UniCredit Bank AG      4.20   12/28/2015    EUR      73.15
UniCredit Bank AG      4.00   12/28/2015    EUR      43.69
Notenstein Finance     8.68     4/1/2016    USD      37.12
Bank Julius Baer &     6.60    10/9/2015    USD      72.65
Bank Julius Baer &     8.25    10/9/2015    USD      45.40
Bank Julius Baer &    10.50    10/9/2015    USD      52.40
UniCredit Bank AG      4.00   10/22/2015    EUR      50.59
UniCredit Bank AG      5.00   10/22/2015    EUR      72.09
UniCredit Bank AG      4.20   10/22/2015    EUR      49.73
UniCredit Bank AG      4.80   10/22/2015    EUR      46.60
UniCredit Bank AG      4.60   10/22/2015    EUR      74.01
UniCredit Bank AG      4.50   10/22/2015    EUR      75.02
UniCredit Bank AG      5.00   10/22/2015    EUR      71.84
UniCredit Bank AG      4.80   10/22/2015    EUR      73.01
UniCredit Bank AG      5.00   10/22/2015    EUR      45.89
UniCredit Bank AG      4.50   10/22/2015    EUR      73.85
UniCredit Bank AG      4.60   10/22/2015    EUR      47.33
UniCredit Bank AG      4.50   10/22/2015    EUR      48.10
UniCredit Bank AG      5.20   10/22/2015    EUR      71.17
UniCredit Bank AG      5.20   10/22/2015    EUR      44.51
UniCredit Bank AG      4.40   10/22/2015    EUR      48.92
Vontobel Financial     5.70   10/23/2015    EUR      72.62
Bank Julius Baer &    10.60    10/9/2015    USD      44.75
Bank Julius Baer &     8.20    10/2/2015    EUR      77.60
Leonteq Securities    13.40    1/14/2016    CHF      67.50
Zurcher Kantonalban    7.02    10/9/2015    CHF      51.33
Notenstein Privatba    7.00   10/13/2016    USD      73.01
Goldman Sachs & Co     8.00    3/23/2016    EUR      72.51
Goldman Sachs & Co     8.00    9/23/2015    EUR      44.21
Vontobel Financial     6.85   10/23/2015    EUR      74.05
Vontobel Financial     7.05   10/23/2015    EUR      47.74
Vontobel Financial     9.75   10/23/2015    EUR      45.20
Vontobel Financial     4.75   10/23/2015    EUR      50.75
Leonteq Securities    13.60     1/6/2016    CHF      49.61
Vontobel Financial     4.10   12/11/2015    EUR      53.10
Vontobel Financial     4.05    3/11/2016    EUR      54.16
Vontobel Financial     3.30    3/11/2016    EUR      55.76
Vontobel Financial    27.40    9/25/2015    EUR      64.93
Vontobel Financial    27.95    9/25/2015    EUR      57.37
Vontobel Financial     7.35    9/11/2015    EUR      73.65
Credit Suisse AG/Na    7.00    4/14/2016    EUR      71.47
Bank Julius Baer &     8.00    10/8/2015    EUR      74.35
Deutsche Bank AG      10.00   10/22/2015    EUR      57.75
DZ Bank AG Deutsche    5.60    10/7/2015    EUR      55.69
Credit Suisse AG/Na    8.38   10/15/2015    USD      62.37
DZ Bank AG Deutsche    5.00   10/23/2015    EUR      72.25
DZ Bank AG Deutsche    5.25   10/23/2015    EUR      73.61
Leonteq Securities     9.00     4/8/2016    USD       7.82
Deutsche Bank AG       3.20    9/22/2015    EUR      56.10
Deutsche Bank AG       3.20    9/22/2015    EUR      53.90
Deutsche Bank AG       3.20    9/22/2015    EUR      51.90
Deutsche Bank AG       3.20    9/22/2015    EUR      50.10
Deutsche Bank AG       3.20    9/22/2015    EUR      48.40
Deutsche Bank AG       3.20   12/22/2015    EUR      56.90
Deutsche Bank AG       3.20   12/22/2015    EUR      54.70
Deutsche Bank AG       3.20   12/22/2015    EUR      52.70
Deutsche Bank AG       3.20   12/22/2015    EUR      50.90
Deutsche Bank AG       3.20   12/22/2015    EUR      49.20
Deutsche Bank AG       3.20   10/21/2015    EUR      56.30
Deutsche Bank AG       3.20   10/21/2015    EUR      54.20
Deutsche Bank AG       3.20   10/21/2015    EUR      52.20
Deutsche Bank AG       3.20   11/25/2015    EUR      56.60
Deutsche Bank AG       3.20   11/25/2015    EUR      54.50
Deutsche Bank AG       3.20   11/25/2015    EUR      52.50
Deutsche Bank AG       8.20    9/22/2015    EUR      71.30
Deutsche Bank AG       8.20   10/21/2015    EUR      72.00
Deutsche Bank AG       8.20   11/25/2015    EUR      72.70
Deutsche Bank AG       8.20   12/22/2015    EUR      73.30
Deutsche Bank AG      10.00    9/22/2015    EUR      69.10
Deutsche Bank AG      10.00   10/21/2015    EUR      69.90
Deutsche Bank AG      10.00   11/25/2015    EUR      70.80
Deutsche Bank AG      10.00   12/22/2015    EUR      71.50
Deutsche Bank AG      10.00    9/22/2015    EUR      44.30
Deutsche Bank AG      10.00   10/21/2015    EUR      45.10
Deutsche Bank AG      10.00   11/25/2015    EUR      46.10
Deutsche Bank AG      10.00   12/22/2015    EUR      46.80
Deutsche Bank AG       7.20    9/22/2015    EUR      70.00
Deutsche Bank AG       7.20   12/22/2015    EUR      71.80
Credit Suisse AG/Lo    7.00    4/20/2016    USD      75.77
Bank Julius Baer &    10.00   10/16/2015    USD      72.50
Notenstein Privatba    8.20   10/20/2016    USD      55.93
Leonteq Securities     9.00   10/20/2015    CHF      49.73
Lehman Brothers Tre    2.00    5/17/2010    EUR       4.76
Lehman Brothers Tre    3.82   10/20/2009    USD       4.76
Lehman Brothers Tre    2.75   10/28/2009    EUR       4.76
LBI HF                 3.45   12/18/2033    JPY       0.01
Lehman Brothers Tre    5.00    12/6/2011    EUR       4.76
Lehman Brothers Tre    3.63     3/2/2012    EUR       4.76
Lehman Brothers Tre    0.75    3/29/2012    EUR       4.76
Glitnir HF             5.35    5/11/2010    USD      27.13
Noyabrskaya Pge OOO    8.50   11/10/2020    RUB      60.01
2C Partners SA         9.25    5/12/2017    PLN      70.00
Araratbank OJSC        8.50    6/14/2016    USD      25.80
JP Morgan Structure   14.00   11/23/2029    ZMW  #N/A N/A
JP Morgan Structure   13.00   11/25/2024    ZMW  #N/A N/A
Lehman Brothers Tre    8.25     2/3/2016    EUR       4.76
Lehman Brothers Tre   10.00     1/4/2010    USD       4.76
Lehman Brothers Tre    0.50    2/16/2009    EUR       4.76
Lehman Brothers Tre    4.25    3/13/2021    EUR       4.76
Lehman Brothers Tre    6.00    3/17/2011    EUR       4.76
Lehman Brothers Tre    4.70    3/23/2016    EUR       4.76
Lehman Brothers Tre    4.70    3/23/2016    EUR       4.76
Lehman Brothers Tre    8.00    4/20/2009    EUR       4.76
Lehman Brothers Tre    6.85   12/22/2008    EUR       4.76
Goldman Sachs & Co     8.00   12/23/2015    EUR      56.25
DZ Bank AG Deutsche   11.00   10/23/2015    EUR      61.20
UBS AG/London          6.50    11/5/2015    USD      56.33
UBS AG/London         15.00    9/25/2015    EUR      60.86
UBS AG/London          9.25    6/24/2016    EUR      71.03
UBS AG/London          8.50   12/29/2015    EUR      67.90
UBS AG/London          8.25    9/25/2015    EUR      44.25
UBS AG/London         19.25    9/25/2015    EUR      71.89
UBS AG/London         10.25   12/29/2015    EUR      49.99
UBS AG/London         10.75    9/25/2015    EUR      72.55
UBS AG/London          9.75   12/29/2015    EUR      74.51
UBS AG/London         18.75    9/25/2015    EUR      65.20
UBS AG/London         10.25   12/29/2015    EUR      68.50
Bank Julius Baer &    10.00    11/6/2015    USD      65.90
Bank Julius Baer &     9.75   11/13/2015    USD      54.15
Bank Julius Baer &    10.20   11/13/2015    USD      56.40
Leonteq Securities     9.40   11/17/2015    CHF      55.26
Vontobel Financial     9.00   11/27/2015    EUR      52.25
Commerzbank AG         5.60    9/29/2015    EUR      44.97
Commerzbank AG         6.50    9/24/2015    EUR      72.10
DZ Bank AG Deutsche    5.50   10/23/2015    EUR      73.49
DZ Bank AG Deutsche    8.75   10/23/2015    EUR      68.84
DZ Bank AG Deutsche    5.00   10/23/2015    EUR      48.58
DZ Bank AG Deutsche    8.75   10/23/2015    EUR      44.89
Deutsche Bank AG       4.20    9/22/2015    EUR      71.00
Deutsche Bank AG       4.20   12/22/2015    EUR      74.50
Deutsche Bank AG       4.20   12/22/2015    EUR      72.00
Deutsche Bank AG       4.20    9/22/2015    EUR      73.60
Deutsche Bank AG       5.20    9/22/2015    EUR      61.10
Deutsche Bank AG       7.20    9/22/2015    EUR      61.20
Deutsche Bank AG       6.20    9/22/2015    EUR      61.10
Deutsche Bank AG       7.20    9/22/2015    EUR      58.70
Deutsche Bank AG       7.20   12/22/2015    EUR      63.00
Deutsche Bank AG       6.20   12/22/2015    EUR      62.60
Deutsche Bank AG       5.20   12/22/2015    EUR      62.30
Deutsche Bank AG       7.20   12/22/2015    EUR      60.50
Deutsche Bank AG       7.20   12/22/2015    EUR      58.10
Deutsche Bank AG       8.20    9/22/2015    EUR      56.40
Deutsche Bank AG       8.20   12/22/2015    EUR      58.40
DZ Bank AG Deutsche    7.75   11/27/2015    EUR      64.31
DZ Bank AG Deutsche    5.75   11/27/2015    EUR      63.32
DZ Bank AG Deutsche   10.00   11/27/2015    EUR      57.30
Leonteq Securities     9.07     5/3/2016    GBP      55.98
Goldman Sachs & Co     5.00   11/25/2015    EUR      74.23
HSBC Trinkaus & Bur    8.20   10/23/2015    EUR      71.89
HSBC Trinkaus & Bur   15.50    9/25/2015    EUR      72.30
HSBC Trinkaus & Bur   17.10    9/25/2015    EUR      43.55
HSBC Trinkaus & Bur   13.40    9/25/2015    EUR      46.68
HSBC Trinkaus & Bur   11.30   10/23/2015    EUR      49.23
DZ Bank AG Deutsche    7.75    9/25/2015    EUR      64.05
DZ Bank AG Deutsche    7.00   12/28/2015    EUR      65.96
DZ Bank AG Deutsche    8.00    9/25/2015    EUR      74.27
DZ Bank AG Deutsche    5.00    9/25/2015    EUR      52.43
DZ Bank AG Deutsche    8.50    9/25/2015    EUR      48.43
Bank Julius Baer &     6.40     9/9/2015    CHF      75.50
Bank Julius Baer &     7.40     9/9/2015    CHF      37.05
Bank Julius Baer &     7.00    9/12/2016    CHF      51.85
UniCredit Bank AG      4.50    9/24/2015    EUR      60.07
UniCredit Bank AG      6.00    9/24/2015    EUR      73.11
UniCredit Bank AG      4.00    9/24/2015    EUR      62.31
UniCredit Bank AG      5.00    9/24/2015    EUR      66.42
UniCredit Bank AG      5.60    9/24/2015    EUR      57.59
UniCredit Bank AG      6.00    9/24/2015    EUR      64.93
UniCredit Bank AG      6.00    9/24/2015    EUR      69.96
UniCredit Bank AG      4.25    9/24/2015    EUR      68.96
UniCredit Bank AG      4.50    9/24/2015    EUR      67.66
UniCredit Bank AG      4.00    9/24/2015    EUR      72.53
UniCredit Bank AG      5.20    9/24/2015    EUR      65.20
UniCredit Bank AG      5.00    9/24/2015    EUR      59.22
UniCredit Bank AG      5.60    9/24/2015    EUR      73.22
Leonteq Securities     5.00    8/22/2016    CHF      61.94
Vontobel Financial     4.95   12/28/2015    EUR      57.74
Vontobel Financial     9.20    9/25/2015    EUR      50.66
Commerzbank AG        14.75    1/21/2016    EUR      75.94
Commerzbank AG        10.25    1/21/2016    EUR      62.33
Commerzbank AG         7.25    1/21/2016    EUR      65.89
DZ Bank AG Deutsche    7.25    9/23/2015    EUR      72.04
DZ Bank AG Deutsche   10.50    9/23/2015    EUR      72.24
Vontobel Financial     6.50    2/26/2016    EUR      62.46
DZ Bank AG Deutsche    8.10    9/21/2015    EUR      69.32
DZ Bank AG Deutsche    9.80    9/21/2015    EUR      67.02
DZ Bank AG Deutsche    6.60   12/21/2015    EUR      70.77
DZ Bank AG Deutsche    8.10   12/21/2015    EUR      68.87
DZ Bank AG Deutsche    8.80   12/21/2015    EUR      67.69
DZ Bank AG Deutsche    5.60    3/21/2016    EUR      71.60
DZ Bank AG Deutsche    6.70    3/21/2016    EUR      69.93
DZ Bank AG Deutsche    7.50    3/21/2016    EUR      69.01
DZ Bank AG Deutsche    8.00    9/21/2015    EUR      60.77
DZ Bank AG Deutsche    9.50   12/21/2015    EUR      63.20
DZ Bank AG Deutsche    8.00   12/21/2015    EUR      62.75
DZ Bank AG Deutsche    8.75    3/21/2016    EUR      65.05
DZ Bank AG Deutsche    7.75    3/21/2016    EUR      64.50
Commerzbank AG        14.00    9/24/2015    EUR      61.09
Commerzbank AG        10.50    1/21/2016    EUR      64.26
Commerzbank AG         2.00     2/3/2016    EUR      51.96
BNP Paribas Emissio    6.50    9/24/2015    EUR      74.20
BNP Paribas Emissio    8.00    9/24/2015    EUR      70.61
BNP Paribas Emissio   22.00    9/24/2015    EUR      57.43
BNP Paribas Emissio   13.00   12/24/2015    EUR      65.00
BNP Paribas Emissio    7.00    3/24/2016    EUR      73.59
BNP Paribas Emissio   11.00    3/24/2016    EUR      67.11
BNP Paribas Emissio   14.00    3/24/2016    EUR      63.98
BNP Paribas Emissio    8.50    6/23/2016    EUR      70.54
BNP Paribas Emissio   10.00    6/23/2016    EUR      69.00
BNP Paribas Emissio   11.00    6/23/2016    EUR      67.25
BNP Paribas Emissio   14.00    6/23/2016    EUR      65.10
BNP Paribas Emissio   10.00   12/22/2016    EUR      68.83
Societe Generale Ef    4.45     1/6/2016    EUR      72.76
Societe Generale Ef    6.23     1/6/2016    EUR      69.51
Societe Generale Ef    7.81     7/1/2016    EUR      72.49
Societe Generale Ef    9.86     7/1/2016    EUR      70.13
Societe Generale Ef    6.93     1/6/2016    EUR      69.84
Societe Generale Ef    8.76     1/6/2016    EUR      67.06
Societe Generale Ef   10.64     7/1/2016    EUR      71.14
Societe Generale Ef   12.56     7/1/2016    EUR      69.12
DZ Bank AG Deutsche    8.00    1/22/2016    EUR      70.55
HSBC Trinkaus & Bur   10.50    9/25/2015    EUR      59.11
HSBC Trinkaus & Bur    9.10   12/28/2015    EUR      61.52
HSBC Trinkaus & Bur    9.70    3/25/2016    EUR      61.62
HSBC Trinkaus & Bur    6.30   10/23/2015    EUR      64.81
HSBC Trinkaus & Bur   11.50   11/27/2015    EUR      58.90
HSBC Trinkaus & Bur    6.20   11/27/2015    EUR      65.27
HSBC Trinkaus & Bur   17.30   12/28/2015    EUR      73.36
HSBC Trinkaus & Bur   21.60    9/25/2015    EUR      71.49
Commerzbank AG         8.50   12/24/2015    EUR      64.99
Commerzbank AG        10.75   12/24/2015    EUR      62.51
Commerzbank AG         8.25    6/23/2016    EUR      65.91
Commerzbank AG         9.50    6/23/2016    EUR      64.57
Commerzbank AG         5.00   12/22/2016    EUR      71.47
Commerzbank AG         6.00   12/22/2016    EUR      69.49
Commerzbank AG         7.00   12/22/2016    EUR      67.73
Commerzbank AG         8.00   12/22/2016    EUR      66.24
DekaBank Deutsche G    4.15    12/3/2015    EUR      57.05
Vontobel Financial    26.90   12/28/2015    EUR      73.65
Goldman Sachs & Co    10.00    9/23/2015    EUR      58.94
Goldman Sachs & Co    14.00   11/25/2015    EUR      61.58
Goldman Sachs & Co     8.00    1/20/2016    EUR      61.41
Goldman Sachs & Co    10.00    1/20/2016    EUR      62.18
Goldman Sachs & Co    12.00    1/20/2016    EUR      62.95
Goldman Sachs & Co    12.00    1/20/2016    EUR      62.95
Goldman Sachs & Co     8.00    2/24/2016    EUR      62.12
Goldman Sachs & Co    10.00    2/24/2016    EUR      63.08
Goldman Sachs & Co    12.00    2/24/2016    EUR      64.04
Goldman Sachs & Co    12.00    2/24/2016    EUR      64.04
Goldman Sachs & Co     8.00    3/23/2016    EUR      62.67
Goldman Sachs & Co    10.00    3/23/2016    EUR      63.78
Goldman Sachs & Co    10.00    3/23/2016    EUR      63.78
Goldman Sachs & Co    11.00    3/23/2016    EUR      64.34
Goldman Sachs & Co    11.00    3/23/2016    EUR      64.34
Goldman Sachs & Co     8.00    6/22/2016    EUR      62.33
Goldman Sachs & Co    10.00    6/22/2016    EUR      63.94
Goldman Sachs & Co    10.00    6/22/2016    EUR      63.94
Goldman Sachs & Co    11.00    6/22/2016    EUR      64.74
Goldman Sachs & Co    11.00    6/22/2016    EUR      64.74
Goldman Sachs & Co    25.00    9/23/2015    EUR      69.81
Goldman Sachs & Co    22.00    1/20/2016    EUR      72.57
Goldman Sachs & Co    20.00    2/24/2016    EUR      73.69
Goldman Sachs & Co    22.00    1/20/2016    EUR      73.46
Goldman Sachs & Co     9.00    9/23/2015    EUR      67.01
Goldman Sachs & Co    13.00    9/23/2015    EUR      61.49
Goldman Sachs & Co    16.00    9/23/2015    EUR      59.13
Goldman Sachs & Co    24.00    9/23/2015    EUR      52.93
Goldman Sachs & Co    10.00   10/21/2015    EUR      64.90
Goldman Sachs & Co    15.00   10/21/2015    EUR      60.17
Goldman Sachs & Co    20.00   10/21/2015    EUR      56.41
Goldman Sachs & Co    18.00   11/25/2015    EUR      57.91
Goldman Sachs & Co    25.00   10/21/2015    EUR      53.24
Goldman Sachs & Co    14.00   11/25/2015    EUR      61.43
Goldman Sachs & Co    25.00   11/25/2015    EUR      53.96
Goldman Sachs & Co     8.00   12/23/2015    EUR      69.07
Goldman Sachs & Co    13.00   12/23/2015    EUR      62.24
Goldman Sachs & Co    19.00   12/23/2015    EUR      57.66
Goldman Sachs & Co    24.00   12/23/2015    EUR      55.62
Goldman Sachs & Co     8.00    1/20/2016    EUR      69.63
Goldman Sachs & Co    20.00    1/20/2016    EUR      57.65
Goldman Sachs & Co     8.00    2/24/2016    EUR      70.30
Goldman Sachs & Co    10.00    2/24/2016    EUR      65.51
Goldman Sachs & Co    15.00    2/24/2016    EUR      60.99
Goldman Sachs & Co    15.00    3/23/2016    EUR      62.12
Goldman Sachs & Co    19.00    3/23/2016    EUR      58.79
Goldman Sachs & Co    20.00    2/24/2016    EUR      57.83
UBS AG/London          6.75   12/28/2015    CHF      65.45
WGZ-Bank AG Westdeu    4.75   12/22/2015    EUR      71.40
Leonteq Securities    15.20    1/26/2016    AUD      73.22
Commerzbank AG        11.50   12/24/2015    EUR      60.99
Vontobel Financial     9.60   12/28/2015    EUR      66.87
Vontobel Financial     6.25   12/28/2015    EUR      72.01
Vontobel Financial    11.45    9/25/2015    EUR      64.49
Vontobel Financial     6.90    9/25/2015    EUR      70.58
DekaBank Deutsche G    3.20    1/14/2019    EUR      71.06
Deutsche Bank AG       6.20   12/23/2015    EUR      61.03
Deutsche Bank AG       5.20   12/23/2015    EUR      62.00
Deutsche Bank AG       5.20   11/25/2015    EUR      61.62
Deutsche Bank AG       6.20   11/25/2015    EUR      74.34
Deutsche Bank AG       6.20   10/21/2015    EUR      73.83
Deutsche Bank AG       5.20    3/23/2016    EUR      63.17
Deutsche Bank AG       6.20    3/23/2016    EUR      61.26
DZ Bank AG Deutsche    7.75    1/22/2016    EUR      70.49
DZ Bank AG Deutsche   12.50    1/22/2016    EUR      65.41
Credit Suisse AG/Lo    7.15    7/26/2016    EUR      62.62
DZ Bank AG Deutsche    7.75    6/24/2016    EUR      64.20
DZ Bank AG Deutsche    7.50   12/28/2015    EUR      62.74
DZ Bank AG Deutsche   10.00    3/29/2016    EUR      65.95
DZ Bank AG Deutsche    9.00    6/24/2016    EUR      63.51
Goldman Sachs & Co    17.00    9/23/2015    EUR      61.90
Goldman Sachs & Co    17.00    9/23/2015    EUR      61.90
Goldman Sachs & Co     8.00   10/21/2015    EUR      61.94
Goldman Sachs & Co    10.00   10/21/2015    EUR      62.21
Goldman Sachs & Co    15.00   10/21/2015    EUR      62.90
Goldman Sachs & Co    16.00   10/21/2015    EUR      63.03
Goldman Sachs & Co    16.00   10/21/2015    EUR      63.03
Goldman Sachs & Co     8.00   11/25/2015    EUR      62.72
Goldman Sachs & Co    10.00   11/25/2015    EUR      63.18
Goldman Sachs & Co     7.00    3/23/2016    EUR      64.60
Goldman Sachs & Co    23.00   11/25/2015    EUR      73.66
Goldman Sachs & Co    24.00   12/23/2015    EUR      68.83
Goldman Sachs & Co     9.00   11/25/2015    EUR      71.94
Goldman Sachs & Co    13.00    1/20/2016    EUR      65.75
Goldman Sachs & Co    22.00    1/20/2016    EUR      60.27
Goldman Sachs & Co     8.00    3/23/2016    EUR      73.93
Goldman Sachs & Co     8.00    6/22/2016    EUR      73.13
Goldman Sachs & Co    15.00    6/22/2016    EUR      65.86
Goldman Sachs & Co    18.00    6/22/2016    EUR      64.32
UniCredit Bank AG      6.00    3/24/2016    EUR      65.49
UniCredit Bank AG      4.20    3/24/2016    EUR      71.83
UniCredit Bank AG      5.00    3/24/2016    EUR      67.69
UniCredit Bank AG      4.50    3/24/2016    EUR      70.41
UniCredit Bank AG      4.75    3/24/2016    EUR      69.79
UniCredit Bank AG      5.25    3/24/2016    EUR      66.43
UniCredit Bank AG      4.00    3/24/2016    EUR      73.36
UniCredit Bank AG      4.25    3/24/2016    EUR      71.06
UniCredit Bank AG      4.80    3/24/2016    EUR      69.06
UniCredit Bank AG      5.10    3/24/2016    EUR      67.03
UniCredit Bank AG      4.10    3/24/2016    EUR      72.58
UniCredit Bank AG      5.50    3/24/2016    EUR      65.88
UniCredit Bank AG      4.90    3/24/2016    EUR      68.39
Vontobel Financial     4.50   12/11/2015    EUR      65.72
Vontobel Financial     4.60    3/11/2016    EUR      66.85
Vontobel Financial     6.80    3/11/2016    EUR      62.08
Vontobel Financial     5.20    6/10/2016    EUR      66.01
Vontobel Financial     7.15    6/10/2016    EUR      61.85
UBS AG/London          3.30    8/24/2016    EUR      70.18
UBS AG/London         11.00    1/20/2016    EUR      57.37
UBS AG/London          3.10    1/20/2016    EUR      71.61
DZ Bank AG Deutsche    8.80   12/23/2015    EUR      71.06
Commerzbank AG        10.75   12/24/2015    EUR      68.48
Commerzbank AG        14.75   12/24/2015    EUR      63.33
Commerzbank AG         8.25   12/24/2015    EUR      63.65
Commerzbank AG         5.00   12/24/2015    EUR      65.68
Commerzbank AG         6.75   12/24/2015    EUR      62.71
Commerzbank AG         8.75   12/24/2015    EUR      60.14
Commerzbank AG        11.00   12/24/2015    EUR      57.97
UniCredit Bank AG      5.00    3/24/2016    EUR      74.50
UniCredit Bank AG      4.60    3/24/2016    EUR      58.60
UniCredit Bank AG      4.30    3/24/2016    EUR      60.15
UniCredit Bank AG      4.40    3/24/2016    EUR      59.61
UniCredit Bank AG      4.25    3/24/2016    EUR      60.71
UniCredit Bank AG      4.80    3/24/2016    EUR      57.62
UniCredit Bank AG      4.90    3/24/2016    EUR      57.14
UniCredit Bank AG      4.50    3/24/2016    EUR      59.10
UniCredit Bank AG      4.00    3/24/2016    EUR      63.69
UniCredit Bank AG      5.00    3/24/2016    EUR      56.69
UniCredit Bank AG      4.15    3/24/2016    EUR      61.86
UniCredit Bank AG      4.05    3/24/2016    EUR      63.05
UniCredit Bank AG      4.70    3/24/2016    EUR      58.09
UniCredit Bank AG      4.20    3/24/2016    EUR      61.25
UniCredit Bank AG      4.10    3/24/2016    EUR      62.44
UBS AG/London         11.75    6/24/2016    EUR      71.67
UBS AG/London         16.50    3/29/2016    EUR      66.32
UBS AG/London         13.00    3/29/2016    EUR      70.12
UBS AG/London         14.75    3/29/2016    EUR      68.10
UBS AG/London         11.00    3/29/2016    EUR      72.25
UBS AG/London          9.25    3/29/2016    EUR      74.79
UBS AG/London          8.00    3/29/2016    EUR      77.86
UBS AG/London         14.75    6/24/2016    EUR      68.52
UBS AG/London         10.25    6/24/2016    EUR      73.58
UBS AG/London          9.00    6/24/2016    EUR      75.91
UBS AG/London          7.50    6/24/2016    EUR      78.24
DZ Bank AG Deutsche    8.25   12/28/2015    EUR      62.62
Bank Julius Baer &     9.90    6/27/2016    USD      77.05
BNP Paribas Emissio   17.00   12/24/2015    EUR      71.97
BNP Paribas Emissio   22.00   12/24/2015    EUR      70.53
BNP Paribas Emissio   13.00    6/23/2016    EUR      74.16
Deutsche Bank AG       5.50    3/22/2016    EUR      71.99
Deutsche Bank AG       5.50    3/22/2016    EUR      71.56
Deutsche Bank AG       7.50    3/22/2016    EUR      72.76
Deutsche Bank AG       5.50    3/22/2016    EUR      71.61
Deutsche Bank AG       7.50    3/22/2016    EUR      72.71
Deutsche Bank AG       7.50    3/22/2016    EUR      73.14
Deutsche Bank AG       7.50    6/21/2016    EUR      71.49
Deutsche Bank AG       5.50    6/21/2016    EUR      70.47
Deutsche Bank AG       7.50    6/21/2016    EUR      72.10
Deutsche Bank AG       5.50    6/21/2016    EUR      69.92
Deutsche Bank AG       7.50    6/21/2016    EUR      71.56
Deutsche Bank AG       5.50    6/21/2016    EUR      69.85
Deutsche Bank AG       7.50    9/20/2016    EUR      73.04
Deutsche Bank AG       5.50    9/20/2016    EUR      70.90
Deutsche Bank AG       7.50    9/20/2016    EUR      73.65
Deutsche Bank AG       5.50    9/20/2016    EUR      71.52
Deutsche Bank AG       5.50    9/20/2016    EUR      70.99
Deutsche Bank AG       7.50    9/20/2016    EUR      73.13
Deutsche Bank AG       5.50   12/20/2016    EUR      72.57
Deutsche Bank AG       5.50   12/20/2016    EUR      71.95
Deutsche Bank AG       7.50   12/20/2016    EUR      74.70
Deutsche Bank AG       5.50   12/20/2016    EUR      72.06
Deutsche Bank AG       7.50   12/20/2016    EUR      74.59
Vontobel Financial     7.45    8/26/2016    EUR      74.38
DZ Bank AG Deutsche   15.25   12/28/2015    EUR      73.61
Deutsche Bank AG       6.50   12/20/2016    EUR      73.27
Deutsche Bank AG       6.50    6/21/2016    EUR      70.67
Deutsche Bank AG       6.50    9/20/2016    EUR      71.97
Deutsche Bank AG       6.50    3/22/2016    EUR      72.13
Deutsche Bank AG       4.50   12/20/2016    EUR      72.14
Deutsche Bank AG       4.50    3/22/2016    EUR      72.55
Deutsche Bank AG       4.50    6/21/2016    EUR      70.55
Deutsche Bank AG       4.50    9/20/2016    EUR      71.35
LBBW                   4.70    7/22/2016    EUR      73.08
UBS AG                 8.00    6/24/2016    EUR      67.92
UBS AG                10.50    6/24/2016    EUR      64.23
UBS AG                 7.50    6/24/2016    EUR      61.74
UBS AG                 6.00    6/24/2016    EUR      66.26
Goldman Sachs & Co    23.00   12/23/2015    EUR      73.71
Goldman Sachs & Co    25.00    1/20/2016    EUR      73.23
Goldman Sachs & Co    22.00    2/24/2016    EUR      74.11
Goldman Sachs & Co    24.00    3/23/2016    EUR      74.04
Lehman Brothers Tre    4.20    12/3/2008    HKD      16.25
DZ Bank AG Deutsche    6.00   12/28/2015    EUR      70.04
DZ Bank AG Deutsche    6.00    9/23/2016    EUR      71.16
DZ Bank AG Deutsche    6.00    9/23/2016    EUR      71.93
Vontobel Financial     5.45    6/24/2016    EUR      70.72
DZ Bank AG Deutsche    7.30    9/19/2016    EUR      74.40
DZ Bank AG Deutsche    9.75   12/21/2015    EUR      67.45
DZ Bank AG Deutsche    6.75   12/21/2015    EUR      64.87
DZ Bank AG Deutsche    6.00    3/21/2016    EUR      71.60
DZ Bank AG Deutsche    7.00    6/20/2016    EUR      71.22
DZ Bank AG Deutsche    5.75    6/20/2016    EUR      70.22
DZ Bank AG Deutsche    7.50    9/19/2016    EUR      73.20
DZ Bank AG Deutsche    6.75    9/19/2016    EUR      71.04
DZ Bank AG Deutsche    5.50    9/19/2016    EUR      69.72
EFG International F    7.20    6/26/2017    GBP      72.85
Commerzbank AG         7.50    6/23/2016    EUR      74.25
Commerzbank AG         8.50    6/23/2016    EUR      73.79
Commerzbank AG         9.25    6/23/2016    EUR      73.16
Goldman Sachs & Co     3.00    9/23/2015    EUR      70.19
Goldman Sachs & Co     4.00   12/23/2015    EUR      71.07
Goldman Sachs & Co     4.00    1/20/2016    EUR      71.27
Deutsche Bank AG       8.20    6/21/2016    EUR      73.10
Commerzbank AG         9.50    1/21/2016    EUR      73.37
Commerzbank AG         7.00    3/24/2016    EUR      73.38
Commerzbank AG         9.00    6/23/2016    EUR      74.12
DZ Bank AG Deutsche    7.50    3/29/2016    EUR      72.89
DZ Bank AG Deutsche    9.25    3/29/2016    EUR      70.84
DZ Bank AG Deutsche    7.75    6/24/2016    EUR      73.10
WGZ-Bank AG Westdeu    6.00    2/22/2016    EUR      71.02
WGZ-Bank AG Westdeu    5.50    2/22/2016    EUR      72.38
DZ Bank AG Deutsche    6.50   12/21/2015    EUR      73.83
DZ Bank AG Deutsche    7.75    9/21/2015    EUR      72.64
DZ Bank AG Deutsche   13.00    9/21/2015    EUR      66.85
DZ Bank AG Deutsche   11.00    9/21/2015    EUR      66.74
DZ Bank AG Deutsche    8.75    9/21/2015    EUR      66.62
DZ Bank AG Deutsche   10.25   12/21/2015    EUR      69.24
DZ Bank AG Deutsche    9.25    3/21/2016    EUR      71.12
DZ Bank AG Deutsche   10.00    9/21/2015    EUR      68.87
DZ Bank AG Deutsche   10.25   12/21/2015    EUR      71.42
DZ Bank AG Deutsche    9.25   12/21/2015    EUR      71.11
DZ Bank AG Deutsche    8.50   12/21/2015    EUR      70.88
DZ Bank AG Deutsche    8.25    3/21/2016    EUR      72.73
DZ Bank AG Deutsche    7.75    3/21/2016    EUR      72.45
DZ Bank AG Deutsche    7.75    6/20/2016    EUR      72.40
DZ Bank AG Deutsche    6.40    3/21/2016    EUR      73.43
DekaBank Deutsche G    6.00    9/16/2016    EUR      71.80
Vontobel Financial     7.50   12/23/2016    EUR      66.15
Vontobel Financial     3.75   12/23/2016    EUR      71.58
Vontobel Financial     8.40    9/23/2016    EUR      65.24
Vontobel Financial     4.05    9/23/2016    EUR      71.11
Goldman Sachs & Co    16.00   12/23/2015    EUR      73.80
Goldman Sachs & Co    21.00    9/23/2015    EUR      70.17
Goldman Sachs & Co     6.00    4/20/2016    EUR      59.71
Goldman Sachs & Co     7.00    9/21/2016    EUR      61.00
Goldman Sachs & Co    11.00    9/21/2016    EUR      65.20
Goldman Sachs & Co    11.00    9/21/2016    EUR      65.20
Goldman Sachs & Co    11.00    9/21/2016    EUR      65.20
Goldman Sachs & Co    16.00    9/23/2015    EUR      72.22
Goldman Sachs & Co    16.00    9/21/2016    EUR      74.20
Goldman Sachs & Co    24.00   12/23/2015    EUR      75.07
Goldman Sachs & Co    21.00    3/23/2016    EUR      59.91
Goldman Sachs & Co     9.00    4/20/2016    EUR      66.37
Goldman Sachs & Co    15.00    2/24/2016    EUR      73.07
Commerzbank AG         6.90    3/18/2016    EUR      61.05
Deutsche Bank AG       4.20    3/22/2016    EUR      74.10
Deutsche Bank AG       4.20    3/22/2016    EUR      71.20
Deutsche Bank AG       6.20   12/22/2015    EUR      73.90
Deutsche Bank AG       4.20    9/20/2016    EUR      71.50
Deutsche Bank AG       6.20    9/20/2016    EUR      73.60
Deutsche Bank AG       4.20   12/22/2015    EUR      73.30
Deutsche Bank AG       4.20    6/21/2016    EUR      72.70
Deutsche Bank AG       4.20    3/22/2016    EUR      72.80
Deutsche Bank AG       6.20    3/22/2016    EUR      74.00
Deutsche Bank AG       4.20    6/21/2016    EUR      70.60
Deutsche Bank AG       6.20    6/21/2016    EUR      72.20
Deutsche Bank AG       4.20    9/20/2016    EUR      73.70
Deutsche Bank AG       4.20    9/20/2016    EUR      73.50
Deutsche Bank AG       4.20   12/22/2015    EUR      70.30
Deutsche Bank AG       4.20    9/20/2016    EUR      70.90
Deutsche Bank AG       4.20    6/21/2016    EUR      59.20
Deutsche Bank AG       6.20    6/21/2016    EUR      60.80
Deutsche Bank AG       6.20    6/21/2016    EUR      58.70
Deutsche Bank AG       6.20    9/20/2016    EUR      67.20
Deutsche Bank AG       4.20    9/20/2016    EUR      65.10
Deutsche Bank AG       4.20    9/20/2016    EUR      62.50
Deutsche Bank AG       6.20    9/20/2016    EUR      64.70
Deutsche Bank AG       6.20    9/20/2016    EUR      62.30
Deutsche Bank AG       4.20    9/20/2016    EUR      60.20
Deutsche Bank AG       6.20    9/20/2016    EUR      60.10
Deutsche Bank AG       4.20    9/20/2016    EUR      58.00
Deutsche Bank AG       6.20   12/22/2015    EUR      73.00
Deutsche Bank AG       6.20   12/22/2015    EUR      70.20
Deutsche Bank AG       4.20   12/22/2015    EUR      69.60
Deutsche Bank AG       5.50   12/22/2015    EUR      74.00
Deutsche Bank AG       5.50   12/22/2015    EUR      67.60
Deutsche Bank AG       5.50    3/22/2016    EUR      74.90
Deutsche Bank AG       5.50    3/22/2016    EUR      68.80
Deutsche Bank AG       5.50    6/21/2016    EUR      74.50
Deutsche Bank AG       5.50    6/21/2016    EUR      68.60
Deutsche Bank AG       4.20    3/22/2016    EUR      73.30
Deutsche Bank AG       6.20    3/22/2016    EUR      71.70
Deutsche Bank AG       4.20    3/22/2016    EUR      70.50
Deutsche Bank AG       4.20    6/21/2016    EUR      72.20
Deutsche Bank AG       6.20    6/21/2016    EUR      71.20
Deutsche Bank AG       4.20    6/21/2016    EUR      69.60
Deutsche Bank AG       6.20    9/20/2016    EUR      72.60
Deutsche Bank AG       4.20    9/20/2016    EUR      70.50
Deutsche Bank AG       6.20    3/22/2016    EUR      72.40
Deutsche Bank AG       6.20    6/21/2016    EUR      74.40
Deutsche Bank AG       5.50   12/22/2015    EUR      67.90
Deutsche Bank AG       5.50   12/22/2015    EUR      63.80
Deutsche Bank AG       4.20    6/21/2016    EUR      70.00
Deutsche Bank AG       5.50    3/22/2016    EUR      69.10
Deutsche Bank AG       5.50    3/22/2016    EUR      65.10
Deutsche Bank AG       5.50    6/21/2016    EUR      64.10
Deutsche Bank AG       6.20   12/22/2015    EUR      70.90
Deutsche Bank AG       5.50   12/22/2015    EUR      71.40
Deutsche Bank AG       5.50    3/22/2016    EUR      72.60
Deutsche Bank AG       5.50    6/21/2016    EUR      71.40
Deutsche Bank AG       6.20    6/21/2016    EUR      71.60
Commerzbank AG        12.25    3/24/2016    EUR      74.11
Commerzbank AG         9.00    3/24/2016    EUR      72.58
Commerzbank AG         7.00    3/24/2016    EUR      69.41
Commerzbank AG        10.25    3/24/2016    EUR      66.37
Bayerische Landesba    3.70    11/4/2016    EUR      70.27
UBS AG/London          4.00    3/29/2016    CHF      72.00
UBS AG/London         10.00    3/29/2016    CHF      74.45
UniCredit Bank AG      5.65    3/24/2016    EUR      73.52
UniCredit Bank AG      5.70    3/24/2016    EUR      73.27
UniCredit Bank AG      5.60    3/24/2016    EUR      73.77
UniCredit Bank AG      5.75    3/24/2016    EUR      73.02
UniCredit Bank AG      4.60    3/24/2016    EUR      71.06
UniCredit Bank AG      5.00    3/24/2016    EUR      68.92
UniCredit Bank AG      5.55    3/24/2016    EUR      74.02
UniCredit Bank AG      5.80    3/24/2016    EUR      72.78
UniCredit Bank AG      5.00    3/24/2016    EUR      74.56
UniCredit Bank AG      4.80    3/24/2016    EUR      69.96
UniCredit Bank AG      4.50    3/24/2016    EUR      72.25
UniCredit Bank AG      5.95    3/24/2016    EUR      72.03
UniCredit Bank AG      6.00    3/24/2016    EUR      71.82
UniCredit Bank AG      5.50    3/24/2016    EUR      74.27
UniCredit Bank AG      5.85    3/24/2016    EUR      72.52
UniCredit Bank AG      5.25    3/24/2016    EUR      74.12
UniCredit Bank AG      5.90    3/24/2016    EUR      72.32
UniCredit Bank AG      5.50    3/24/2016    EUR      73.68
Vontobel Financial    14.10    9/25/2015    EUR      73.43
HSBC Trinkaus & Bur    4.70   12/28/2015    EUR      74.92
HSBC Trinkaus & Bur    7.60    9/25/2015    EUR      73.69
HSBC Trinkaus & Bur    4.50    9/25/2015    EUR      73.44
HSBC Trinkaus & Bur    7.40   12/28/2015    EUR      73.89
HSBC Trinkaus & Bur    5.20   12/28/2015    EUR      73.15
HSBC Trinkaus & Bur    5.50    3/25/2016    EUR      74.75
HSBC Trinkaus & Bur    8.10    9/25/2015    EUR  #N/A N/A
HSBC Trinkaus & Bur    7.90   12/28/2015    EUR  #N/A N/A
HSBC Trinkaus & Bur    6.70   12/28/2015    EUR      60.64
HSBC Trinkaus & Bur    7.30    3/25/2016    EUR      62.45
HSBC Trinkaus & Bur    6.40    3/25/2016    EUR  #N/A N/A
HSBC Trinkaus & Bur    4.40    3/25/2016    EUR      59.60
HSBC Trinkaus & Bur    8.60   12/28/2015    EUR      71.17
HSBC Trinkaus & Bur    5.40   12/28/2015    EUR      70.04
HSBC Trinkaus & Bur    6.30    3/25/2016    EUR      71.71
HSBC Trinkaus & Bur    5.50    3/25/2016    EUR      70.10
HSBC Trinkaus & Bur    4.60    3/25/2016    EUR      69.58
HSBC Trinkaus & Bur   10.30    9/25/2015    EUR      72.24
HSBC Trinkaus & Bur    8.20    9/25/2015    EUR      72.07
HSBC Trinkaus & Bur    8.20   12/28/2015    EUR      73.64
HSBC Trinkaus & Bur    6.80   12/28/2015    EUR      71.90
HSBC Trinkaus & Bur    7.80    3/25/2016    EUR      73.32
HSBC Trinkaus & Bur    6.90    3/25/2016    EUR      73.81
Vontobel Financial     6.50    4/22/2016    EUR      71.12
DZ Bank AG Deutsche    8.50   12/28/2015    EUR      71.68
DZ Bank AG Deutsche    7.00    6/24/2016    EUR      63.77
DZ Bank AG Deutsche    6.00    9/25/2015    EUR      65.18
DZ Bank AG Deutsche   14.50   10/23/2015    EUR      61.21
DZ Bank AG Deutsche    5.50   12/28/2015    EUR      66.51
DZ Bank AG Deutsche    5.50    3/29/2016    EUR      66.38
DZ Bank AG Deutsche   12.75   10/23/2015    EUR      73.18
Bank Julius Baer &     9.40   10/14/2016    EUR      73.00
BNP Paribas Emissio   18.00    9/24/2015    EUR      73.11
BNP Paribas Emissio   21.00    9/24/2015    EUR      71.46
UniCredit Bank AG      4.00    6/24/2016    EUR      65.81
UniCredit Bank AG      4.00    6/24/2016    EUR      72.19
Goldman Sachs & Co    21.00    4/20/2016    EUR      72.40
Goldman Sachs & Co    21.00    4/20/2016    EUR      61.55
Goldman Sachs & Co    19.00    4/20/2016    EUR      71.16
UBS AG/London          6.75     4/1/2016    CHF      73.22
UBS AG/London         10.80   12/11/2015    EUR      62.93
UBS AG/London          4.10    12/9/2016    EUR      72.09
UBS AG/London          5.20    12/9/2016    EUR      70.10
UBS AG/London          5.10    3/11/2016    EUR      69.42
UBS AG/London          5.70   12/11/2015    EUR      68.54
UBS AG/London          6.30    12/9/2016    EUR      68.37
UBS AG/London          3.90   12/11/2015    EUR      72.01
UBS AG/London          8.80    12/9/2016    EUR      65.78
UBS AG/London          7.50    12/9/2016    EUR      66.77
UBS AG/London         11.30    3/11/2016    EUR      62.96
UBS AG/London          9.00    3/11/2016    EUR      64.60
UBS AG/London         14.00   12/11/2015    EUR      60.93
UBS AG/London          3.60    3/11/2016    EUR      72.43
UBS AG/London          9.80    3/11/2016    EUR      73.52
UBS AG/London         12.10   12/11/2015    EUR      71.79
UBS AG/London          8.00   12/11/2015    EUR      65.61
UBS AG/London          6.90    3/11/2016    EUR      66.90
Notenstein Finance     9.00     4/1/2019    EUR      75.42
Vontobel Financial    12.85   12/11/2015    EUR      72.56
Vontobel Financial    10.80    6/10/2016    EUR      72.49
Vontobel Financial    12.45    6/10/2016    EUR      71.44
Vontobel Financial     9.25    6/10/2016    EUR      73.78
Vontobel Financial    13.50    3/11/2016    EUR      70.49
Vontobel Financial    11.40    3/11/2016    EUR      71.79
Vontobel Financial    11.15   12/11/2015    EUR      72.24
Vontobel Financial    16.90   12/11/2015    EUR      68.00
Vontobel Financial    11.90    6/10/2016    EUR      73.48
Vontobel Financial     7.65    3/29/2016    EUR      72.53
Vontobel Financial    12.15     4/6/2016    EUR      72.50
Vontobel Financial     3.30    6/10/2016    EUR      73.61
Vontobel Financial     9.40    6/10/2016    EUR      71.76
Vontobel Financial     8.05    6/10/2016    EUR      72.67
Vontobel Financial     8.30    3/11/2016    EUR      72.66
Vontobel Financial     9.95    3/11/2016    EUR      71.44
Vontobel Financial     4.45    6/10/2016    EUR      71.27
Vontobel Financial     9.55     9/9/2016    EUR      73.90
Vontobel Financial     5.80    6/10/2016    EUR      70.70
Vontobel Financial     6.50    6/10/2016    EUR      71.24
Vontobel Financial     5.75    3/11/2016    EUR      71.11
Commerzbank AG         6.00    3/24/2016    EUR      61.42
Vontobel Financial    12.85   12/23/2016    EUR      72.69
DZ Bank AG Deutsche    7.50    9/23/2016    EUR      71.56
DZ Bank AG Deutsche    8.50    9/23/2016    EUR      72.62
DZ Bank AG Deutsche    7.00    9/23/2016    EUR      62.61
DZ Bank AG Deutsche    6.00    3/29/2016    EUR      74.28
DZ Bank AG Deutsche    7.50    6/24/2016    EUR      72.34
DZ Bank AG Deutsche    6.50    9/23/2016    EUR      74.29
DZ Bank AG Deutsche    7.00    9/23/2016    EUR      74.82
DZ Bank AG Deutsche    7.50   12/21/2015    EUR      74.13
DZ Bank AG Deutsche   16.00    3/29/2016    EUR      68.66
DZ Bank AG Deutsche    9.25    3/29/2016    EUR      64.76
Notenstein Privatba    8.30   10/17/2016    USD      59.68
Notenstein Privatba    7.30   10/17/2016    EUR      72.78
Deutsche Bank AG       7.20   12/22/2015    EUR      71.90
Deutsche Bank AG       6.20   12/22/2015    EUR      71.50
Deutsche Bank AG       5.20    3/22/2016    EUR      74.70
Deutsche Bank AG       6.20    6/21/2016    EUR      69.20
Deutsche Bank AG       5.20    6/21/2016    EUR      68.40
Deutsche Bank AG       7.20    6/21/2016    EUR      70.00
Deutsche Bank AG       5.20    3/22/2016    EUR      68.60
Deutsche Bank AG       5.20    6/21/2016    EUR      74.20
Deutsche Bank AG       5.20    9/20/2016    EUR      72.60
Deutsche Bank AG       5.20   12/22/2015    EUR      71.20
Deutsche Bank AG       6.20   12/22/2015    EUR      67.80
Deutsche Bank AG       5.20   12/22/2015    EUR      67.50
Deutsche Bank AG       7.20   12/22/2015    EUR      68.20
Deutsche Bank AG       7.20    3/22/2016    EUR      69.70
Deutsche Bank AG       7.20    6/21/2016    EUR      73.40
Deutsche Bank AG       6.20    6/21/2016    EUR      72.60
Deutsche Bank AG       7.20    3/22/2016    EUR      73.30
Deutsche Bank AG       5.20    6/21/2016    EUR      71.80
Deutsche Bank AG       5.20    9/20/2016    EUR      69.30
Deutsche Bank AG       6.20    9/20/2016    EUR      73.70
Deutsche Bank AG       7.20    9/20/2016    EUR      71.40
Deutsche Bank AG       6.20    3/22/2016    EUR      72.70
Deutsche Bank AG       5.20    3/22/2016    EUR      72.20
Deutsche Bank AG       6.20    6/21/2016    EUR      75.00
Deutsche Bank AG       6.20    9/20/2016    EUR      70.40
Deutsche Bank AG       7.20    9/20/2016    EUR      74.70
Deutsche Bank AG       6.20    3/22/2016    EUR      69.20
Deutsche Bank AG       5.20    9/20/2016    EUR      74.90
Deutsche Bank AG       6.20   12/22/2015    EUR      71.60
Deutsche Bank AG       5.20   12/22/2015    EUR      71.30
Deutsche Bank AG       6.20   12/22/2015    EUR      68.00
Deutsche Bank AG       5.20   12/22/2015    EUR      67.70
Deutsche Bank AG       6.20    3/22/2016    EUR      73.00
Deutsche Bank AG       5.20    3/22/2016    EUR      72.40
Deutsche Bank AG       5.20    3/22/2016    EUR      68.90
Deutsche Bank AG       6.20    3/22/2016    EUR      69.40
Deutsche Bank AG       6.20    6/21/2016    EUR      72.00
Deutsche Bank AG       5.20    6/21/2016    EUR      71.10
Deutsche Bank AG       5.20    6/21/2016    EUR      67.80
Deutsche Bank AG       6.20    6/21/2016    EUR      68.60
Deutsche Bank AG       5.20    9/20/2016    EUR      72.20
Deutsche Bank AG       6.20    9/20/2016    EUR      73.30
Deutsche Bank AG       5.20    9/20/2016    EUR      68.90
Deutsche Bank AG       6.20    9/20/2016    EUR      70.00
DZ Bank AG Deutsche    5.50    2/26/2016    EUR      64.14
HSBC Trinkaus & Bur    9.80    9/25/2015    EUR      61.81
HSBC Trinkaus & Bur    8.50   12/28/2015    EUR      63.86
HSBC Trinkaus & Bur   12.50    3/25/2016    EUR      60.96
HSBC Trinkaus & Bur   11.70   10/23/2015    EUR      60.28
HSBC Trinkaus & Bur   11.00   11/27/2015    EUR      61.22
HSBC Trinkaus & Bur    6.80    1/22/2016    EUR      66.67
HSBC Trinkaus & Bur    9.70    2/26/2016    EUR      63.24
HSBC Trinkaus & Bur    6.70    2/26/2016    EUR      66.98
HSBC Trinkaus & Bur   13.60    3/25/2016    EUR      71.28
HSBC Trinkaus & Bur   11.00    3/25/2016    EUR      73.63
HSBC Trinkaus & Bur   11.40   11/27/2015    EUR      72.62
HSBC Trinkaus & Bur   10.10    2/26/2016    EUR      74.54
Commerzbank AG         7.30     2/5/2016    EUR      67.03
Leonteq Securities    20.00    2/23/2016    USD      41.98
Vontobel Financial    13.30    9/25/2015    EUR      64.61
Vontobel Financial    10.75   12/28/2015    EUR      67.25
Vontobel Financial    10.50    9/25/2015    EUR      67.22
Goldman Sachs & Co    16.00   11/25/2015    EUR      62.05
Goldman Sachs & Co    25.00    9/23/2015    EUR      70.33
Goldman Sachs & Co    21.00   11/25/2015    EUR      73.67
Goldman Sachs & Co    23.00    1/20/2016    EUR      72.39
Goldman Sachs & Co    21.00    2/24/2016    EUR      73.62
Goldman Sachs & Co    24.00   11/25/2015    EUR      74.03
Vontobel Financial     9.40   12/28/2015    EUR      69.49
Zurcher Kantonalban    6.82    2/19/2016    EUR      62.58
Leonteq Securities    11.80    2/17/2016    USD      59.69
DZ Bank AG Deutsche    7.00    2/26/2016    EUR      72.12
DZ Bank AG Deutsche   11.50    2/26/2016    EUR      67.49
DZ Bank AG Deutsche    5.75    3/29/2016    EUR      64.89
DZ Bank AG Deutsche    6.75    6/24/2016    EUR      62.08
Bank Julius Baer &    10.00    2/26/2016    USD      55.30
Vontobel Financial    15.30    9/25/2015    EUR      61.97
Vontobel Financial    12.15   12/28/2015    EUR      64.95
Vontobel Financial     5.20    9/25/2015    EUR      60.88
Vontobel Financial     5.50   12/28/2015    EUR      62.29
Vontobel Financial     7.50    3/29/2016    EUR      59.80
Goldman Sachs & Co     5.00   11/25/2015    EUR      62.02
UBS AG/London         10.75    2/18/2016    CHF      56.42
UBS AG/London         13.50    2/18/2016    CHF      45.46
DZ Bank AG Deutsche    8.50    9/21/2015    EUR      69.93
DZ Bank AG Deutsche    7.75    9/21/2015    EUR      69.89
DZ Bank AG Deutsche    7.00    9/21/2015    EUR      69.85
Vontobel Financial     6.25   12/11/2015    EUR      69.26
Vontobel Financial     4.80   12/11/2015    EUR      72.15
Vontobel Financial     4.95    3/11/2016    EUR      73.20
Vontobel Financial     6.10    3/11/2016    EUR      70.64
HSBC Trinkaus & Bur   14.80   10/23/2015    EUR      77.92
HSBC Trinkaus & Bur    9.00    9/25/2015    EUR      64.53
HSBC Trinkaus & Bur    8.10   12/28/2015    EUR      66.48
HSBC Trinkaus & Bur    9.10    3/25/2016    EUR      66.08
HSBC Trinkaus & Bur    6.20    3/25/2016    EUR      70.03
HSBC Trinkaus & Bur   11.10   10/23/2015    EUR      62.74
HSBC Trinkaus & Bur    6.60   10/23/2015    EUR      67.90
HSBC Trinkaus & Bur    6.50   11/27/2015    EUR      68.46
HSBC Trinkaus & Bur    9.70    1/22/2016    EUR      64.87
HSBC Trinkaus & Bur    6.40    1/22/2016    EUR      69.42
HSBC Trinkaus & Bur   15.10    9/25/2015    EUR      69.93
HSBC Trinkaus & Bur   14.00   12/28/2015    EUR      70.98
HSBC Trinkaus & Bur   19.70    9/25/2015    EUR      65.15
HSBC Trinkaus & Bur   14.70    9/25/2015    EUR      68.82
HSBC Trinkaus & Bur   15.60   12/28/2015    EUR      68.86
HSBC Trinkaus & Bur   11.80   10/23/2015    EUR      71.70
HSBC Trinkaus & Bur   10.30    1/22/2016    EUR      73.78
HSBC Trinkaus & Bur   16.60    9/25/2015    EUR      73.97
Vontobel Financial     6.65    6/10/2016    EUR      70.04
Vontobel Financial     9.05    6/10/2016    EUR      65.82
Commerzbank AG         6.00    1/21/2016    EUR      72.16
Goldman Sachs & Co    25.00   10/21/2015    EUR      72.23
Goldman Sachs & Co    21.00    3/23/2016    EUR      72.05
Goldman Sachs & Co    22.00    2/24/2016    EUR      70.92
Vontobel Financial     7.20    9/25/2015    EUR      73.44
Vontobel Financial    14.35    9/25/2015    EUR      59.36
Vontobel Financial    11.50   12/28/2015    EUR      62.20
UniCredit Bank AG      4.00    6/24/2016    EUR      62.65
Leonteq Securities    10.00    2/17/2016    CHF      78.21
Commerzbank AG         6.00    1/21/2016    EUR      65.26
Leonteq Securities     9.00    2/16/2016    EUR      72.15
UBS AG/London          6.50    10/9/2015    EUR      71.42
Vontobel Financial     6.00     2/4/2016    EUR      71.76
Deutsche Bank AG       5.20   10/21/2015    EUR      61.50
Deutsche Bank AG       6.20   10/21/2015    EUR      61.60
Deutsche Bank AG       5.20   11/25/2015    EUR      62.00
Deutsche Bank AG       6.20   11/25/2015    EUR      62.20
Deutsche Bank AG       6.20    3/22/2016    EUR      61.60
Deutsche Bank AG       5.20    3/22/2016    EUR      61.00
Deutsche Bank AG       7.20   11/25/2015    EUR      72.40
Deutsche Bank AG       7.20    3/22/2016    EUR      74.60
Deutsche Bank AG       7.20   10/21/2015    EUR      72.00
Deutsche Bank AG       7.20   10/21/2015    EUR      69.80
Deutsche Bank AG       7.20   11/25/2015    EUR      72.70
Deutsche Bank AG       7.20   11/25/2015    EUR      70.50
Deutsche Bank AG       7.20   12/22/2015    EUR      71.00
Deutsche Bank AG       7.20    3/22/2016    EUR      72.60
Deutsche Bank AG       7.20   10/21/2015    EUR      59.30
Deutsche Bank AG       7.20   10/21/2015    EUR      56.90
Deutsche Bank AG       7.20   11/25/2015    EUR      59.90
Deutsche Bank AG       7.20   11/25/2015    EUR      57.60
Deutsche Bank AG       7.20    3/22/2016    EUR      62.20
Deutsche Bank AG       7.20    3/22/2016    EUR      59.90
Deutsche Bank AG       3.20   10/21/2015    EUR      67.00
Deutsche Bank AG       3.20   11/25/2015    EUR      67.20
Deutsche Bank AG       3.20   12/22/2015    EUR      67.40
Deutsche Bank AG       3.20    3/22/2016    EUR      68.00
Deutsche Bank AG       3.20    3/22/2016    EUR      65.10
Deutsche Bank AG       4.20   10/21/2015    EUR      64.10
Deutsche Bank AG       4.20   10/21/2015    EUR      61.30
Deutsche Bank AG       4.20   11/25/2015    EUR      64.50
Deutsche Bank AG       4.20   11/25/2015    EUR      61.70
Goldman Sachs & Co     7.00    5/25/2016    EUR      71.60
Goldman Sachs & Co    10.00    5/25/2016    EUR      73.78
Goldman Sachs & Co     7.00    4/20/2016    EUR      62.63
Goldman Sachs & Co     5.00    5/25/2016    EUR      59.56
Goldman Sachs & Co     7.00    5/25/2016    EUR      61.02
Goldman Sachs & Co    10.00    5/25/2016    EUR      63.20
Goldman Sachs & Co    12.00    5/25/2016    EUR      64.66
Goldman Sachs & Co    12.00    5/25/2016    EUR      64.66
Goldman Sachs & Co    12.00    5/25/2016    EUR      64.66
Goldman Sachs & Co     6.00    5/25/2016    EUR      73.40
Goldman Sachs & Co     7.00    5/25/2016    EUR      74.13
UBS AG/London          9.75    4/11/2016    CHF      62.81
UBS AG/London          7.00    4/11/2016    CHF      69.80
DZ Bank AG Deutsche   12.75    9/25/2015    EUR      73.02
DZ Bank AG Deutsche    5.00    3/29/2016    EUR      66.09
DZ Bank AG Deutsche    8.75    3/29/2016    EUR      62.71
DZ Bank AG Deutsche   13.75    9/25/2015    EUR      69.18
DZ Bank AG Deutsche   10.00   12/28/2015    EUR      71.51
DZ Bank AG Deutsche    8.50    3/29/2016    EUR      73.09
DZ Bank AG Deutsche   12.25    3/29/2016    EUR      71.01
DZ Bank AG Deutsche    8.25    6/24/2016    EUR      72.84
DekaBank Deutsche G    4.20    10/7/2016    EUR      71.89
Vontobel Financial    11.60    4/14/2016    EUR      74.30
Vontobel Financial    10.25   12/28/2015    EUR      73.14
BNP Paribas Emissio    7.50   10/22/2015    EUR      70.90
BNP Paribas Emissio    4.00    1/21/2016    EUR      71.92
BNP Paribas Emissio    5.50    1/21/2016    EUR      69.27
BNP Paribas Emissio    5.00    7/21/2016    EUR      71.83
BNP Paribas Emissio    5.50    7/21/2016    EUR      68.49
DZ Bank AG Deutsche    6.50    3/29/2016    EUR      73.34
Commerzbank AG         5.00    3/24/2016    EUR      67.35
Commerzbank AG         7.00    3/24/2016    EUR      65.07
Commerzbank AG         9.25    3/24/2016    EUR      63.25
Commerzbank AG         7.25    3/24/2016    EUR      73.77
HSBC Trinkaus & Bur   13.20    6/24/2016    EUR      74.36
HSBC Trinkaus & Bur   13.50    6/24/2016    EUR      61.32
HSBC Trinkaus & Bur   11.90    6/24/2016    EUR      61.94
HSBC Trinkaus & Bur    9.20    9/23/2016    EUR      64.15
HSBC Trinkaus & Bur   11.40    1/22/2016    EUR      60.90
HSBC Trinkaus & Bur    9.90    4/22/2016    EUR      62.46
HSBC Trinkaus & Bur   12.70   12/28/2015    EUR      72.58
HSBC Trinkaus & Bur   12.00    6/24/2016    EUR      73.80
HSBC Trinkaus & Bur   10.70   11/27/2015    EUR      73.73
HSBC Trinkaus & Bur   11.90   12/28/2015    EUR      70.88
HSBC Trinkaus & Bur   12.40    6/24/2016    EUR      69.23
HSBC Trinkaus & Bur   12.40    6/24/2016    EUR      69.22
HSBC Trinkaus & Bur    8.20    6/24/2016    EUR      71.79
HSBC Trinkaus & Bur   10.60    1/22/2016    EUR      69.05
HSBC Trinkaus & Bur    9.20    4/22/2016    EUR      70.50
HSBC Trinkaus & Bur   16.90   12/28/2015    EUR      70.90
HSBC Trinkaus & Bur   13.90    6/24/2016    EUR      72.62
HSBC Trinkaus & Bur   12.20    6/24/2016    EUR      73.65
HSBC Trinkaus & Bur   13.00   11/27/2015    EUR      73.23
HSBC Trinkaus & Bur   11.80    1/22/2016    EUR      74.60
BNP Paribas Emissio    6.00    9/24/2015    EUR      70.49
BNP Paribas Emissio   18.00    9/24/2015    EUR      59.53
BNP Paribas Emissio    6.00   12/24/2015    EUR      71.82
BNP Paribas Emissio    7.50   12/24/2015    EUR      69.03
BNP Paribas Emissio    9.00   12/24/2015    EUR      66.51
BNP Paribas Emissio   14.00   12/24/2015    EUR      62.78
BNP Paribas Emissio    5.00    3/24/2016    EUR      72.36
BNP Paribas Emissio    6.50    3/24/2016    EUR      70.08
BNP Paribas Emissio    8.00    3/24/2016    EUR      68.02
BNP Paribas Emissio    9.50    3/24/2016    EUR      66.17
BNP Paribas Emissio    6.00    6/23/2016    EUR      71.48
BNP Paribas Emissio    8.00    6/23/2016    EUR      67.38
BNP Paribas Emissio    9.50    6/23/2016    EUR      66.04
BNP Paribas Emissio    6.50    9/22/2016    EUR      70.35
BNP Paribas Emissio    8.00    9/22/2016    EUR      69.24
BNP Paribas Emissio   10.00    9/22/2016    EUR      66.51
BNP Paribas Emissio    7.00   12/22/2016    EUR      69.66
BNP Paribas Emissio    8.50   12/22/2016    EUR      69.16
BNP Paribas Emissio   20.00    9/24/2015    EUR      69.61
HSBC Trinkaus & Bur   11.90   10/23/2015    EUR      73.18
HSBC Trinkaus & Bur   11.10   11/27/2015    EUR      74.32
HSBC Trinkaus & Bur   17.20    9/25/2015    EUR      67.03
HSBC Trinkaus & Bur   13.10   12/28/2015    EUR      70.09
HSBC Trinkaus & Bur   13.00    3/25/2016    EUR      70.39
HSBC Trinkaus & Bur   11.10    3/25/2016    EUR      71.99
HSBC Trinkaus & Bur    8.90    6/24/2016    EUR      73.78
HSBC Trinkaus & Bur   12.30   10/23/2015    EUR      70.26
HSBC Trinkaus & Bur   11.40   11/27/2015    EUR      71.06
HSBC Trinkaus & Bur    9.70    2/26/2016    EUR      73.31
HSBC Trinkaus & Bur   14.60    9/25/2015    EUR      69.20
HSBC Trinkaus & Bur    8.40   12/28/2015    EUR      74.27
HSBC Trinkaus & Bur   10.70    2/26/2016    EUR      72.35
HSBC Trinkaus & Bur    9.40   12/28/2015    EUR      73.71
HSBC Trinkaus & Bur   19.30    9/25/2015    EUR      69.20
HSBC Trinkaus & Bur   15.00   12/28/2015    EUR      72.39
HSBC Trinkaus & Bur   12.80    3/25/2016    EUR      74.31
Vontobel Financial    10.10    3/30/2016    EUR      71.27
Deutsche Bank AG       5.20    3/22/2016    EUR      71.80
Deutsche Bank AG       5.20    9/20/2016    EUR      71.90
Deutsche Bank AG       5.20    6/21/2016    EUR      70.80
Deutsche Bank AG       5.20    6/21/2016    EUR      73.60
Deutsche Bank AG       5.20    3/22/2016    EUR      73.40
Deutsche Bank AG       5.20    6/21/2016    EUR      71.40
Deutsche Bank AG       5.20    9/20/2016    EUR      72.50
DZ Bank AG Deutsche    6.00    3/21/2016    EUR      73.40
DZ Bank AG Deutsche    7.00    3/21/2016    EUR      73.08
DZ Bank AG Deutsche    7.00    6/20/2016    EUR      72.91
DZ Bank AG Deutsche    6.25    6/20/2016    EUR      73.11
Deutsche Bank AG       5.20    6/21/2016    EUR      60.00
Deutsche Bank AG       5.20    6/21/2016    EUR      57.80
Deutsche Bank AG       4.20    9/20/2016    EUR      69.20
Deutsche Bank AG       5.20    9/20/2016    EUR      70.30
Deutsche Bank AG       6.20    9/20/2016    EUR      71.40
Deutsche Bank AG       5.20    9/20/2016    EUR      66.10
Deutsche Bank AG       4.20    7/20/2016    EUR      73.00
Deutsche Bank AG       6.20    7/20/2016    EUR      72.10
Deutsche Bank AG       4.20    7/20/2016    EUR      70.30
Deutsche Bank AG       4.20    7/20/2016    EUR      73.10
Deutsche Bank AG       6.20    7/20/2016    EUR      74.90
Deutsche Bank AG       6.20    7/20/2016    EUR      72.70
Deutsche Bank AG       4.20    7/20/2016    EUR      70.90
Deutsche Bank AG       4.20    7/20/2016    EUR      68.70
Deutsche Bank AG       6.20    7/20/2016    EUR      70.50
Deutsche Bank AG       6.20    7/20/2016    EUR      66.20
Deutsche Bank AG       4.20    7/20/2016    EUR      64.40
Deutsche Bank AG       4.20    7/20/2016    EUR      61.90
Deutsche Bank AG       6.20    7/20/2016    EUR      63.70
Deutsche Bank AG       4.20    7/20/2016    EUR      59.50
Deutsche Bank AG       6.20    7/20/2016    EUR      61.30
Deutsche Bank AG       6.20    7/20/2016    EUR      59.10
Deutsche Bank AG       4.20    7/20/2016    EUR      57.30
Deutsche Bank AG       4.20    7/20/2016    EUR      72.50
Deutsche Bank AG       4.20    7/20/2016    EUR      69.90
Deutsche Bank AG       6.20    7/20/2016    EUR      71.70
Deutsche Bank AG       4.20   12/20/2016    EUR      74.50
Deutsche Bank AG       6.20   12/20/2016    EUR      68.60
Deutsche Bank AG       4.20   12/20/2016    EUR      66.00
Deutsche Bank AG       5.20   12/20/2016    EUR      67.30
Deutsche Bank AG       4.20   12/20/2016    EUR      63.50
Deutsche Bank AG       5.20   12/20/2016    EUR      64.80
Deutsche Bank AG       6.20   12/20/2016    EUR      66.10
Societe Generale Ef    3.04   12/29/2015    EUR      71.23
Societe Generale Ef    4.65   12/29/2015    EUR      68.21
Societe Generale Ef    3.89     1/6/2016    EUR      71.20
Societe Generale Ef    5.44     1/6/2016    EUR      68.13
Societe Generale Ef    4.21    3/29/2016    EUR      72.08
Societe Generale Ef    5.89    3/29/2016    EUR      69.44
Societe Generale Ef    5.06     4/7/2016    EUR      72.13
Societe Generale Ef    6.71     4/7/2016    EUR      69.44
Societe Generale Ef    6.51    6/24/2016    EUR      71.22
Societe Generale Ef    8.43    6/24/2016    EUR      69.08
Societe Generale Ef    7.34     7/7/2016    EUR      71.30
Societe Generale Ef    9.25     7/7/2016    EUR      69.13
Societe Generale Ef    8.36   10/10/2016    EUR      72.19
Societe Generale Ef   10.26   10/10/2016    EUR      70.20
Vontobel Financial     9.40    4/22/2016    EUR      64.56
Vontobel Financial     3.65    4/22/2016    EUR      72.01
BNP Paribas Emissio    7.00    9/24/2015    EUR      73.61
BNP Paribas Emissio    9.00    9/24/2015    EUR      73.63
BNP Paribas Emissio   14.00    9/24/2015    EUR      73.93
BNP Paribas Emissio   12.00    9/24/2015    EUR      72.96
Deutsche Bank AG       5.00    2/11/2016    EUR      67.19
Goldman Sachs & Co     5.00    9/23/2015    EUR      61.17
Goldman Sachs & Co     7.00    9/23/2015    EUR      61.29
Goldman Sachs & Co     5.00   10/21/2015    EUR      61.53
Goldman Sachs & Co    14.00   11/25/2015    EUR      64.11
Goldman Sachs & Co    14.00   11/25/2015    EUR      64.11
Goldman Sachs & Co     6.00    2/24/2016    EUR      63.65
Goldman Sachs & Co     6.00    3/23/2016    EUR      64.04
Goldman Sachs & Co     6.00    6/22/2016    EUR      63.09
Goldman Sachs & Co    23.00   10/21/2015    EUR      71.45
Goldman Sachs & Co    21.00    1/20/2016    EUR      69.51
Goldman Sachs & Co     8.00    9/23/2015    EUR      70.28
Goldman Sachs & Co     8.00   10/21/2015    EUR      70.97
Goldman Sachs & Co     9.00    1/20/2016    EUR      70.02
Goldman Sachs & Co    21.00    2/24/2016    EUR      60.03
Goldman Sachs & Co    10.00    3/23/2016    EUR      68.92
Goldman Sachs & Co    10.00    6/22/2016    EUR      68.93
Bank Julius Baer &     9.80     2/5/2016    EUR      61.45
Commerzbank AG        14.50   10/22/2015    EUR      73.08
Commerzbank AG        13.50    1/21/2016    EUR      75.00
Credit Suisse AG/Na    9.00    8/11/2016    USD      76.28
Bank Julius Baer &    12.00     2/5/2016    USD      62.15
Deutsche Bank AG       5.20   12/22/2015    EUR      68.00
Deutsche Bank AG       6.20   12/22/2015    EUR      68.40
Deutsche Bank AG       4.20   12/22/2015    EUR      67.70
Deutsche Bank AG       6.20   12/22/2015    EUR      65.40
Deutsche Bank AG       4.20   12/22/2015    EUR      64.70
Deutsche Bank AG       5.20   12/22/2015    EUR      65.10
Deutsche Bank AG       4.20   12/22/2015    EUR      62.00
Deutsche Bank AG       6.20    3/22/2016    EUR      71.20
Deutsche Bank AG       5.20    3/22/2016    EUR      69.10
Deutsche Bank AG       4.20    3/22/2016    EUR      70.00
Deutsche Bank AG       6.20    3/22/2016    EUR      66.80
Deutsche Bank AG       4.20    3/22/2016    EUR      65.60
Deutsche Bank AG       5.20    3/22/2016    EUR      66.20
Deutsche Bank AG       5.20    3/22/2016    EUR      63.50
Deutsche Bank AG       6.20    3/22/2016    EUR      64.10
Deutsche Bank AG       4.20    3/22/2016    EUR      63.00
Deutsche Bank AG       5.20    6/21/2016    EUR      69.20
Deutsche Bank AG       6.20    6/21/2016    EUR      70.00
Deutsche Bank AG       4.20    6/21/2016    EUR      66.90
Deutsche Bank AG       6.20    6/21/2016    EUR      65.80
Deutsche Bank AG       4.20    6/21/2016    EUR      64.10
Deutsche Bank AG       5.20    6/21/2016    EUR      64.90
Deutsche Bank AG       4.20    6/21/2016    EUR      61.60
Deutsche Bank AG       5.20    6/21/2016    EUR      62.40
Deutsche Bank AG       6.20    6/21/2016    EUR      63.20
Deutsche Bank AG       5.20    1/19/2016    EUR      68.40
Deutsche Bank AG       4.20    1/19/2016    EUR      68.00
Deutsche Bank AG       6.20    1/19/2016    EUR      68.80
Deutsche Bank AG       4.20    1/19/2016    EUR      65.00
Deutsche Bank AG       5.20    1/19/2016    EUR      65.40
Deutsche Bank AG       6.20    1/19/2016    EUR      65.80
Deutsche Bank AG       4.20    1/19/2016    EUR      62.30
Deutsche Bank AG       5.20    1/19/2016    EUR      62.70
Deutsche Bank AG       6.20    1/19/2016    EUR      63.10
UBS AG                11.50    1/28/2016    AUD      59.18
DZ Bank AG Deutsche    9.20    9/21/2015    EUR      65.43
DZ Bank AG Deutsche    8.50   12/21/2015    EUR      66.06
DZ Bank AG Deutsche    7.30    3/21/2016    EUR      67.39
DZ Bank AG Deutsche    8.25    3/29/2016    EUR      63.57
DZ Bank AG Deutsche    9.00    6/24/2016    EUR      63.90
DZ Bank AG Deutsche    9.75   12/28/2015    EUR      62.06
Leonteq Securities     8.25    2/23/2016    EUR      80.33
Bank Julius Baer &     8.50    1/29/2016    USD      75.50
Deutsche Bank AG       6.20   10/21/2015    EUR      71.90
Deutsche Bank AG       6.20   11/25/2015    EUR      72.40
Deutsche Bank AG       5.20   10/21/2015    EUR      71.80
Deutsche Bank AG       5.20   11/25/2015    EUR      72.20
Deutsche Bank AG       5.20    3/22/2016    EUR      73.50
Commerzbank AG         9.50   12/24/2015    EUR      60.46
BNP Paribas Emissio   16.00    9/24/2015    EUR      73.65
BNP Paribas Emissio   19.00    9/24/2015    EUR      71.04
BNP Paribas Emissio   15.00   12/24/2015    EUR      74.32
Societe Generale SA    2.95     8/1/2016    USD      59.15
Bank Julius Baer &    13.20    2/26/2016    USD      66.75
HSBC Trinkaus & Bur    8.50    9/25/2015    EUR      67.53
HSBC Trinkaus & Bur    7.80   12/28/2015    EUR      69.52
HSBC Trinkaus & Bur   12.20    3/25/2016    EUR      65.34
HSBC Trinkaus & Bur   10.20    6/24/2016    EUR      67.16
HSBC Trinkaus & Bur    6.40    6/24/2016    EUR      72.21
HSBC Trinkaus & Bur    6.20   10/23/2015    EUR      71.18
HSBC Trinkaus & Bur   12.60   11/27/2015    EUR      64.15
HSBC Trinkaus & Bur    6.10   11/27/2015    EUR      71.50
HSBC Trinkaus & Bur    6.00    1/22/2016    EUR      72.17
HSBC Trinkaus & Bur   10.90    2/26/2016    EUR      66.33
HSBC Trinkaus & Bur    6.00    2/26/2016    EUR      72.56
HSBC Trinkaus & Bur   17.20    3/25/2016    EUR      78.52
HSBC Trinkaus & Bur   19.00    9/25/2015    EUR      67.06
HSBC Trinkaus & Bur   14.80   12/28/2015    EUR      70.52
HSBC Trinkaus & Bur   12.60    3/25/2016    EUR      72.43
HSBC Trinkaus & Bur   19.60    9/25/2015    EUR      68.79
HSBC Trinkaus & Bur   15.20   12/28/2015    EUR      72.24
HSBC Trinkaus & Bur   12.80    3/25/2016    EUR      74.00
Vontobel Financial     7.00    2/26/2016    EUR      53.66
DZ Bank AG Deutsche    7.00    2/26/2016    EUR      59.90
Vontobel Financial     7.50    3/29/2016    EUR      74.42
Leonteq Securities     5.60   11/20/2015    GBP      45.00
Leonteq Securities     7.60   11/20/2015    USD      24.64
Raiffeisen Centroba    2.40   12/19/2016    EUR      57.20
Barclays Bank PLC      3.50     2/5/2016    EUR      61.20
Bank Julius Baer &     3.90   11/30/2015    CHF      50.00
Leonteq Securities     6.11     1/7/2016    EUR      44.59
Leonteq Securities     6.00     1/7/2016    EUR      22.06
LBBW                   3.25   10/23/2015    EUR      67.43
Leonteq Securities     7.00    1/22/2016    CHF      32.53
Zurcher Kantonalban    3.76    1/25/2016    CHF      46.17
UBS AG                 5.25   12/29/2015    EUR      57.62
UBS AG                 5.75   12/29/2015    EUR      57.78
UBS AG                 9.25   12/29/2015    EUR      42.86
UBS AG                10.00   12/29/2015    EUR      64.34
UBS AG                 8.25   12/29/2015    EUR      49.21
UBS AG                 5.75   12/29/2015    EUR      63.95
UBS AG                 6.75   12/29/2015    EUR      58.07
UBS AG                 6.50   12/29/2015    EUR      48.67
UBS AG                 5.50   12/29/2015    EUR      52.61
UBS AG                 4.75   12/29/2015    EUR      63.65
UBS AG                10.50   12/29/2015    EUR      71.51
UBS AG                10.00   12/29/2015    EUR      71.35
UBS AG                11.75   12/29/2015    EUR      62.16
UBS AG                14.75   12/29/2015    EUR      55.76
UBS AG                13.00   12/29/2015    EUR      55.22
UBS AG                12.50   12/29/2015    EUR      38.84
UBS AG                 6.25   12/29/2015    EUR      52.85
UBS AG                 5.25   12/29/2015    EUR      63.81
UBS AG                 7.50   12/29/2015    EUR      53.22
UBS AG                13.00   12/29/2015    EUR      62.55
Leonteq Securities     5.25    2/26/2016    CHF      54.24
Leonteq Securities     3.90     3/1/2016    EUR      46.70
Leonteq Securities     3.10     3/1/2016    EUR      39.65
Raiffeisen Centroba    6.95    1/20/2016    EUR      75.02
Raiffeisen Centroba    6.95    1/20/2016    EUR      68.91
Commerzbank AG         5.00    6/23/2016    EUR      58.26
Commerzbank AG         5.75    6/23/2016    EUR      56.81
Commerzbank AG         6.25    6/23/2016    EUR      55.63
Commerzbank AG         6.75    6/23/2016    EUR      54.90
Commerzbank AG         7.25    6/23/2016    EUR      54.03
Commerzbank AG         8.00    6/23/2016    EUR      53.44
Notenstein Privatba    4.90    8/15/2017    CHF      71.44
Vontobel Financial     5.00    9/23/2016    EUR      47.86
DZ Bank AG Deutsche    5.25    9/25/2015    EUR      71.37
DZ Bank AG Deutsche    5.25   12/28/2015    EUR      71.65
Credit Suisse AG/Na    8.50    2/29/2016    USD      56.23
HSBC Trinkaus & Bur    7.50    9/25/2015    EUR      69.25
HSBC Trinkaus & Bur   10.00    9/25/2015    EUR      47.58
HSBC Trinkaus & Bur    6.50   12/28/2015    EUR      52.32
HSBC Trinkaus & Bur    6.50    9/25/2015    EUR      67.71
DekaBank Deutsche G    3.40    6/10/2016    EUR      58.86
Notenstein Privatba    9.10    8/29/2016    CHF      44.93
Notenstein Privatba    9.10    8/29/2016    CHF      35.65
DZ Bank AG Deutsche    6.50   12/28/2015    EUR      73.55
Vontobel Financial     4.45   12/28/2015    EUR      74.76
Vontobel Financial     5.50    9/25/2015    EUR      73.93
Leonteq Securities    15.20    12/2/2015    CHF      39.57
Leonteq Securities     8.00    12/8/2015    CHF      62.07
Leonteq Securities    20.00    12/8/2015    USD      32.65
Raiffeisen Centroba    7.25    9/26/2016    EUR      54.00
BNP Paribas Emissio    5.00    9/24/2015    EUR      76.32
BNP Paribas Emissio    6.00    9/24/2015    EUR      71.72
BNP Paribas Emissio    7.50    9/24/2015    EUR      67.66
BNP Paribas Emissio    9.00    9/24/2015    EUR      64.05
BNP Paribas Emissio    5.00   12/24/2015    EUR      76.32
BNP Paribas Emissio    6.00   12/24/2015    EUR      72.43
BNP Paribas Emissio    7.25   12/24/2015    EUR      68.92
BNP Paribas Emissio    8.50   12/24/2015    EUR      65.74
BNP Paribas Emissio    3.50    9/24/2015    EUR      61.30
BNP Paribas Emissio    4.75    9/24/2015    EUR      56.49
BNP Paribas Emissio    6.75    9/24/2015    EUR      52.46
BNP Paribas Emissio    3.50   12/24/2015    EUR      62.16
BNP Paribas Emissio    4.50   12/24/2015    EUR      57.61
BNP Paribas Emissio    6.25   12/24/2015    EUR      54.01
Notenstein Privatba    5.04    8/28/2017    CHF      56.11
Notenstein Privatba   10.00     9/5/2016    CHF      48.39
HSBC Trinkaus & Bur    8.50    9/25/2015    EUR      60.73
HSBC Trinkaus & Bur    7.00   12/28/2015    EUR      61.91
HSBC Trinkaus & Bur    6.10   12/28/2015    EUR      61.61
HSBC Trinkaus & Bur    7.00   12/28/2015    EUR      66.46
HSBC Trinkaus & Bur    5.90   12/28/2015    EUR      66.09
Leonteq Securities     4.68    8/29/2017    CHF      54.89
Leonteq Securities     6.00    9/29/2015    EUR      63.77
Deutsche Bank AG       6.20   10/21/2015    EUR      52.60
Deutsche Bank AG       5.20   10/21/2015    EUR      52.50
Deutsche Bank AG       7.20   10/21/2015    EUR      52.80
Deutsche Bank AG       6.20   10/21/2015    EUR      50.80
Deutsche Bank AG       5.20   10/21/2015    EUR      50.60
Deutsche Bank AG       7.20   10/21/2015    EUR      50.90
Leonteq Securities     9.50     9/8/2016    USD      54.17
Leonteq Securities     8.64     9/8/2016    CHF      54.54
Deutsche Bank AG       4.20    9/22/2015    EUR      69.80
Deutsche Bank AG       4.20    9/22/2015    EUR      73.70
Deutsche Bank AG       6.20   12/22/2015    EUR      71.50
Deutsche Bank AG       5.20    9/22/2015    EUR      73.70
Deutsche Bank AG       4.20   12/22/2015    EUR      70.80
Deutsche Bank AG       4.20   12/22/2015    EUR      74.60
Deutsche Bank AG       6.20   12/22/2015    EUR      75.20
Deutsche Bank AG       6.20    9/22/2015    EUR      73.80
Deutsche Bank AG       5.20   12/22/2015    EUR      71.10
Deutsche Bank AG       6.20    9/22/2015    EUR      70.00
Deutsche Bank AG       5.20    9/22/2015    EUR      69.90
Deutsche Bank AG       5.20   12/22/2015    EUR      74.90
DZ Bank AG Deutsche    5.50   12/28/2015    EUR      72.23
Zurcher Kantonalban    5.00    9/17/2015    CHF      46.99
Raiffeisen Centroba    2.80   11/14/2016    EUR      56.63
Barclays Bank PLC      2.50     3/7/2017    EUR      46.65
Mortgage Agent KAMA   10.90   12/31/2043    RUB      60.00
HSBC Trinkaus & Bur   13.00    9/25/2015    EUR      72.01
HSBC Trinkaus & Bur   13.00    9/25/2015    EUR      73.68
UBS AG/London          6.50    6/24/2016    EUR      74.74
UBS AG/London         23.00   12/29/2015    EUR      67.00
UBS AG/London         23.50    6/24/2016    EUR      74.70
UBS AG/London         23.00   12/29/2015    EUR      70.40
UBS AG/London          7.75   12/22/2017    EUR      55.93
UBS AG/London         11.75    9/25/2015    EUR      66.80
UBS AG/London          4.75   12/23/2016    EUR      57.89
UBS AG/London         24.75    3/29/2016    EUR      42.37
UBS AG/London         18.50   12/29/2015    EUR      41.97
UBS AG/London          5.75    6/24/2016    EUR      54.52
UBS AG/London         24.25    9/25/2015    EUR      68.75
UBS AG/London         20.25    9/25/2015    EUR      73.49
UBS AG/London         10.00    3/29/2016    EUR      70.20
Goldman Sachs & Co    11.00   12/23/2015    EUR      71.73
DZ Bank AG Deutsche    5.75    9/11/2015    EUR      72.72
Vontobel Financial    13.45   12/28/2015    EUR      73.32
Vontobel Financial    18.75   12/28/2015    EUR      67.39
DZ Bank AG Deutsche    8.00   12/28/2015    EUR      50.29
WGF Westfaelische G    6.35     8/1/2017    EUR       2.06
Lehman Brothers Tre    5.25   11/21/2009    USD       4.76
UBS AG                22.75    9/25/2015    EUR      58.21
UBS AG                 6.25   12/29/2015    EUR      66.46
UBS AG                17.00    9/25/2015    EUR      69.29
UBS AG                14.00    9/25/2015    EUR      68.43
UBS AG                11.00    9/25/2015    EUR      63.10
UBS AG                24.50    9/25/2015    EUR      52.67
UBS AG                21.75   12/29/2015    EUR      58.29
UBS AG                16.25   12/29/2015    EUR      75.42
UBS AG                18.50    9/25/2015    EUR      69.09
UBS AG                20.00   12/29/2015    EUR      63.36
UBS AG                24.00   12/29/2015    EUR      70.06
UBS AG                21.50   12/29/2015    EUR      73.66
UBS AG                23.25   12/29/2015    EUR      65.19
UBS AG                 5.75   12/29/2015    EUR      69.18
UBS AG                17.50    9/25/2015    EUR      40.22
UBS AG                24.25    9/25/2015    EUR      61.43
UBS AG                12.50   12/29/2015    EUR      60.48
UBS AG                 9.50   12/29/2015    EUR      56.07
UBS AG                23.00   12/29/2015    EUR      50.65
UBS AG                16.50    9/25/2015    EUR      74.03
UBS AG                11.25   12/29/2015    EUR      62.65
UBS AG                14.50   12/29/2015    EUR      73.06
UBS AG                 5.25   12/29/2015    EUR      72.13
EFG International F    6.48    5/29/2018    EUR      44.86
Barclays Bank PLC      4.17     1/5/2017    EUR  #N/A N/A
Barclays Bank PLC      4.17     1/5/2017    EUR      42.32
Leonteq Securities     6.89   12/30/2015    USD      65.50
Bank Julius Baer &     7.30    1/19/2016    CHF      59.40
Bank Julius Baer &     7.50    1/19/2016    USD      59.05
Credit Suisse AG/Lo    2.75    1/29/2019    SEK      50.30
UBS AG                10.50   12/22/2017    EUR      73.52
UBS AG                10.50   12/23/2016    EUR      70.01
UBS AG                10.50   12/23/2016    EUR      63.11
UBS AG                14.00    3/29/2016    EUR      59.24
UBS AG                10.50   12/22/2017    EUR      71.92
UBS AG                10.50   12/22/2017    EUR      71.65
UBS AG                11.25    6/24/2016    EUR      69.07
UBS AG                 4.25   12/23/2016    EUR      59.03
LBBW                   4.30    9/23/2016    EUR      62.69
LBBW                   4.00    9/25/2015    EUR      54.12
LBBW                   3.50    9/25/2015    EUR      71.88
Credit Suisse AG/Na    8.25    9/14/2015    CHF      64.40
Notenstein Privatba    8.75    9/14/2015    EUR      49.59
Deutsche Bank AG       9.00    9/11/2015    EUR      34.41
DekaBank Deutsche G    3.40     3/5/2018    EUR      67.48
Banque Cantonale Va    4.80    3/10/2017    CHF      48.36
Goldman Sachs & Co    10.00    9/23/2015    EUR      73.76
Goldman Sachs & Co     5.00    9/23/2015    EUR      48.56
Goldman Sachs & Co     7.00    9/23/2015    EUR      48.68
Goldman Sachs & Co     7.00    9/23/2015    EUR      48.68
Goldman Sachs & Co    10.00    9/23/2015    EUR      48.87
Goldman Sachs & Co    10.00    9/23/2015    EUR      48.87
Goldman Sachs & Co    11.00    9/23/2015    EUR      73.84
Goldman Sachs & Co     5.00    9/23/2015    EUR      61.00
Goldman Sachs & Co     6.00    9/23/2015    EUR      56.19
Goldman Sachs & Co     7.00    9/23/2015    EUR      53.91
Goldman Sachs & Co    10.00    9/23/2015    EUR      48.51
Goldman Sachs & Co    11.00    9/23/2015    EUR      46.96
HSBC Trinkaus & Bur    7.50    9/25/2015    EUR      49.02
HSBC Trinkaus & Bur    6.50    9/25/2015    EUR      61.70
Credit Suisse AG/Na    7.50    9/25/2015    CHF      66.55
DZ Bank AG Deutsche    4.75    9/11/2015    EUR      69.79
LBBW                   4.25    4/22/2016    EUR      64.98
Leonteq Securities     7.07    9/21/2015    CHF      38.19
Credit Suisse AG/Na    8.00    10/5/2015    CHF      68.43
DZ Bank AG Deutsche    8.00    9/11/2015    EUR      58.66
HSBC Trinkaus & Bur    7.00    9/25/2015    EUR      50.71
HSBC Trinkaus & Bur    7.00    9/25/2015    EUR      60.08
Goldman Sachs & Co     8.00    9/23/2015    EUR      48.74
Goldman Sachs & Co     8.00    9/23/2015    EUR      51.97
Credit Suisse AG/Na    8.50    10/8/2015    USD      62.86
Leonteq Securities     6.58    3/29/2016    EUR      61.45
LBBW                   5.50    3/29/2016    EUR      72.86
LBBW                   4.00    3/29/2016    EUR      59.38
LBBW                   4.00    3/29/2016    EUR      71.09
LBBW                   5.00    3/29/2016    EUR      67.73
Credit Suisse AG/Lo    7.25    10/9/2015    CHF      67.29
DekaBank Deutsche G    3.40    6/24/2016    EUR      48.99
Goldman Sachs & Co     7.00    9/23/2015    EUR      73.59
Goldman Sachs & Co    11.00    9/23/2015    EUR      48.93
Goldman Sachs & Co    11.00    9/23/2015    EUR      48.93
Raiffeisen Centroba    9.41    1/20/2016    EUR      67.69
Raiffeisen Centroba    8.24    1/20/2016    EUR      65.52
HSBC Trinkaus & Bur    6.00    12/6/2016    EUR      51.40
DZ Bank AG Deutsche    7.25    9/11/2015    EUR      60.84
DZ Bank AG Deutsche    7.75    9/11/2015    EUR      60.86
Credit Suisse AG/Na    7.50   11/23/2015    CHF      70.93
HSBC Trinkaus & Bur    6.00    9/25/2015    EUR      54.30
Notenstein Privatba    6.60    5/19/2016    CHF      72.76
Leonteq Securities     8.40   11/23/2015    USD      75.92
LBBW                   3.60    6/23/2017    EUR      68.64
DZ Bank AG Deutsche    7.00    9/25/2015    EUR      61.27
UBS AG/London         22.50   12/29/2015    EUR      66.33
Raiffeisen Centroba    5.60    6/15/2016    EUR      53.81
DZ Bank AG Deutsche    8.00    9/11/2015    EUR      59.76
DZ Bank AG Deutsche    6.75    9/11/2015    EUR      59.72
DZ Bank AG Deutsche    5.25    9/11/2015    EUR      59.69
DZ Bank AG Deutsche    4.20    9/11/2015    EUR      68.67
DZ Bank AG Deutsche    4.90    9/11/2015    EUR      66.47
DZ Bank AG Deutsche    5.80    9/11/2015    EUR      64.29
UniCredit Bank AG      4.00    9/24/2015    EUR      62.61
UniCredit Bank AG      4.00    9/24/2015    EUR      51.97
UniCredit Bank AG      4.00    9/24/2015    EUR      38.44
UniCredit Bank AG      4.00    9/24/2015    EUR      68.33
UniCredit Bank AG      4.00    9/24/2015    EUR      54.09
UniCredit Bank AG      4.00    9/24/2015    EUR      58.52
DZ Bank AG Deutsche    5.50   12/28/2015    EUR      55.09
DZ Bank AG Deutsche    7.30    9/11/2015    EUR      62.33
DekaBank Deutsche G    3.15    5/18/2018    EUR      56.14
DekaBank Deutsche G    3.20    5/20/2016    EUR      66.30
DekaBank Deutsche G    3.65    5/18/2018    EUR      70.95
DZ Bank AG Deutsche    7.50    9/11/2015    EUR      60.85
Goldman Sachs & Co     8.00    9/23/2015    EUR      73.65
Vontobel Financial     3.20    9/11/2015    EUR      72.40
Vontobel Financial     6.50    9/11/2015    EUR      50.23
Vontobel Financial     8.90    9/11/2015    EUR      46.95
Vontobel Financial     3.50    9/11/2015    EUR      56.16
Vontobel Financial    10.45    9/11/2015    EUR      55.39
Vontobel Financial     8.65    9/11/2015    EUR      58.25
Vontobel Financial     6.95    9/11/2015    EUR      61.43
Vontobel Financial     5.35    9/11/2015    EUR      64.99
Vontobel Financial     7.80    9/11/2015    EUR      57.37
Leonteq Securities     6.70     6/6/2016    USD      54.60
Goldman Sachs & Co     6.00    9/23/2015    EUR      73.52
Norddeutsche Landes    3.50     1/4/2016    EUR      64.15
Goldman Sachs & Co    10.00   12/23/2015    EUR      68.75
UBS AG                 6.00    9/25/2015    EUR      46.93
UBS AG                 5.75    9/25/2015    EUR      51.17
UBS AG                 4.50    9/25/2015    EUR      56.19
UBS AG                 7.75    9/25/2015    EUR      51.26
UBS AG                24.00   12/29/2015    EUR      50.17
UBS AG                19.25    3/29/2016    EUR      57.09
UBS AG                23.50    9/25/2015    EUR      73.51
UBS AG                19.75    6/24/2016    EUR      57.73
UBS AG                18.00    6/24/2016    EUR      59.78
UBS AG                17.50    3/29/2016    EUR      71.74
UBS AG                10.00    3/29/2016    EUR      74.00
UBS AG                 4.50    6/24/2016    EUR      67.27
UBS AG                17.50    6/24/2016    EUR      46.29
UBS AG                21.75    3/29/2016    EUR      41.64
UBS AG                24.50    9/25/2015    EUR      56.97
UBS AG                24.50   12/29/2015    EUR      57.99
UBS AG                22.00   12/29/2015    EUR      55.15
UBS AG                19.75    3/29/2016    EUR      59.44
UBS AG                22.50   12/29/2015    EUR      64.12
UBS AG                24.75    9/25/2015    EUR      47.39
UBS AG                23.75   12/29/2015    EUR      42.00
UBS AG                22.25    3/29/2016    EUR      55.53
UBS AG                20.00   12/29/2015    EUR      45.73
UBS AG                 6.75    3/29/2016    EUR      59.85
UBS AG                24.50    9/25/2015    EUR      69.69
UBS AG                22.75    9/25/2015    EUR      40.56
UBS AG                22.50   12/29/2015    EUR      72.83
UBS AG                 6.00    3/29/2016    EUR      61.73
UBS AG                21.25    3/29/2016    EUR      60.28
UBS AG                 8.75    3/29/2016    EUR      55.03
UBS AG                 5.00    6/24/2016    EUR      64.93
UBS AG                25.00   12/29/2015    EUR      50.72
UBS AG                25.00    9/25/2015    EUR      49.48
UBS AG                14.00    3/29/2016    EUR      71.12
UBS AG                23.00   12/29/2015    EUR      49.21
UBS AG                24.25   12/29/2015    EUR      59.14
UBS AG                 6.25    6/24/2016    EUR      61.03
UBS AG                16.50    6/24/2016    EUR      47.08
UBS AG                13.00    6/24/2016    EUR      73.21
UBS AG                14.00    6/24/2016    EUR      70.43
UBS AG                21.25    3/29/2016    EUR      54.69
UBS AG                16.75    6/24/2016    EUR      63.14
UBS AG                 4.75    3/29/2016    EUR      66.19
UBS AG                24.50   12/29/2015    EUR      37.02
UBS AG                 6.75    6/24/2016    EUR      59.24
UBS AG                 4.25    3/29/2016    EUR      68.80
UBS AG                13.50    6/24/2016    EUR      49.45
UBS AG                23.50   12/29/2015    EUR      40.22
UBS AG                 5.25    3/29/2016    EUR      63.79
UBS AG                21.75   12/29/2015    EUR      52.99
UBS AG                23.75   12/29/2015    EUR      71.98
UBS AG                18.75    3/29/2016    EUR      61.28
UBS AG                11.50    6/24/2016    EUR      51.41
UBS AG                17.25    6/24/2016    EUR      64.29
UBS AG                13.25    3/29/2016    EUR      67.96
UBS AG                13.00    6/24/2016    EUR      68.72
UBS AG                13.50    9/25/2015    EUR      72.50
UBS AG                 4.25   12/23/2016    EUR      64.67
UBS AG                 9.50    6/24/2016    EUR      73.21
UBS AG                11.75    3/29/2016    EUR      65.24
UBS AG                13.75    6/24/2016    EUR      60.56
UBS AG                 8.25   12/22/2017    EUR      55.75
UBS AG                 4.25    6/24/2016    EUR      62.88
BNP Paribas Emissio   10.00   12/24/2015    EUR      72.91
BNP Paribas Emissio   12.00    3/24/2016    EUR      72.84
BNP Paribas Emissio    9.00    9/22/2016    EUR      73.96
Goldman Sachs & Co    22.00    4/20/2016    EUR      74.30
Goldman Sachs & Co     5.00    5/25/2016    EUR      73.59
Goldman Sachs & Co     6.00    5/25/2016    EUR      71.14
Goldman Sachs & Co     9.00    5/25/2016    EUR      67.46
Goldman Sachs & Co    14.00    5/25/2016    EUR      63.97
Goldman Sachs & Co    20.00    5/25/2016    EUR      62.61
Goldman Sachs & Co    22.00    5/25/2016    EUR      62.41
Goldman Sachs & Co    21.00    6/22/2016    EUR      63.32
Goldman Sachs & Co    21.00    3/23/2016    EUR      70.81
Goldman Sachs & Co    15.00    5/25/2016    EUR      72.75
Goldman Sachs & Co    17.00    5/25/2016    EUR      74.05
Goldman Sachs & Co    21.00    5/25/2016    EUR      72.61
Vontobel Financial     3.85    6/24/2016    EUR      73.24
Vontobel Financial     3.55   12/23/2016    EUR      74.38
Vontobel Financial     3.70    9/23/2016    EUR      73.85
UBS AG                20.50   12/29/2015    EUR      55.35
UBS AG                18.25    9/25/2015    EUR      57.93
UBS AG                21.00    9/25/2015    EUR      71.06
UBS AG                23.50    9/25/2015    EUR      51.46
UBS AG                14.00    9/25/2015    EUR      73.14
UBS AG                15.75   12/29/2015    EUR      72.50
UBS AG                16.25    9/25/2015    EUR      71.27
Vontobel Financial     4.45    4/15/2016    EUR      66.40
Zurcher Kantonalban    4.25    4/19/2016    CHF      66.88
LBBW                   3.00    6/24/2016    EUR      69.17
Societe Generale Ef    4.25     6/7/2016    EUR      73.65
Leonteq Securities     5.00    5/23/2016    CHF      57.12
Leonteq Securities     5.80    5/23/2016    CHF      47.53
Zurcher Kantonalban    4.25    5/27/2016    CHF      75.05
UBS AG                12.75   12/29/2015    EUR      65.36
UBS AG                13.50   12/29/2015    EUR      64.52
UBS AG                 5.50   12/29/2015    EUR      68.29
UBS AG                10.75   12/29/2015    EUR      72.38
UBS AG                11.00   12/29/2015    EUR      71.73
UBS AG                 6.75   12/29/2015    EUR      62.97
UBS AG                 7.25   12/29/2015    EUR      60.61
UBS AG                11.50   12/29/2015    EUR      69.34
UBS AG                12.25   12/29/2015    EUR      67.89
UBS AG                14.50   12/29/2015    EUR      59.76
UBS AG                14.25   12/29/2015    EUR      44.46
UBS AG                13.75   12/29/2015    EUR      61.84
UBS AG                 6.00   12/29/2015    EUR      65.47
Notenstein Privatba    8.20    1/18/2016    EUR      70.55
Deutsche Bank AG       5.20    9/22/2015    EUR      52.10
Deutsche Bank AG       5.20   12/22/2015    EUR      53.50
Deutsche Bank AG       6.20    9/22/2015    EUR      52.20
Deutsche Bank AG       7.20    9/22/2015    EUR      52.30
Deutsche Bank AG       7.20   12/22/2015    EUR      58.10
Deutsche Bank AG       7.20   12/22/2015    EUR      54.10
Deutsche Bank AG       6.20    9/22/2015    EUR      56.20
Deutsche Bank AG       5.20    9/22/2015    EUR      56.10
Deutsche Bank AG       6.20   12/22/2015    EUR      57.80
Deutsche Bank AG       7.20    9/22/2015    EUR      56.30
Deutsche Bank AG       5.20   12/22/2015    EUR      57.40
Deutsche Bank AG       6.20   12/22/2015    EUR      53.80
Deutsche Bank AG       6.20    9/22/2015    EUR      68.10
Deutsche Bank AG       5.20    9/22/2015    EUR      65.10
Deutsche Bank AG       5.20    9/22/2015    EUR      60.70
Deutsche Bank AG       7.20    9/22/2015    EUR      60.80
Deutsche Bank AG       6.20    9/22/2015    EUR      60.80
Deutsche Bank AG       7.20    9/22/2015    EUR      57.80
Deutsche Bank AG       6.20    9/22/2015    EUR      57.70
Deutsche Bank AG       5.20    9/22/2015    EUR      57.70
Deutsche Bank AG       7.20    9/22/2015    EUR      55.10
Deutsche Bank AG       6.20    9/22/2015    EUR      55.00
Deutsche Bank AG       5.20    9/22/2015    EUR      54.90
Deutsche Bank AG       7.20    9/22/2015    EUR      52.60
Deutsche Bank AG       6.20    9/22/2015    EUR      52.50
Deutsche Bank AG       5.20    9/22/2015    EUR      52.50
Credit Suisse AG/Na    6.00    1/22/2016    CHF      72.88
Vontobel Financial     6.90    6/10/2016    EUR      49.03
Vontobel Financial     4.75    6/10/2016    EUR      52.02
Notenstein Privatba   11.00    1/25/2016    USD      58.75
Deutsche Bank AG       4.50    9/22/2015    EUR      73.25
Deutsche Bank AG       5.50    9/22/2015    EUR      73.31
Deutsche Bank AG       4.50   12/22/2015    EUR      74.20
Deutsche Bank AG       5.50   12/22/2015    EUR      74.52
Credit Suisse AG/Na    8.00    1/29/2016    CHF      36.76
Credit Suisse AG/Na    6.00    1/29/2016    CHF      58.14
DZ Bank AG Deutsche    5.25    9/25/2015    EUR      58.42
Leonteq Securities    10.00    1/22/2016    USD      38.66
DZ Bank AG Deutsche    4.50    9/11/2015    EUR      72.85
DZ Bank AG Deutsche    5.40   10/23/2015    EUR      70.03
DZ Bank AG Deutsche    4.40   10/23/2015    EUR      69.89
DZ Bank AG Deutsche    5.60   10/23/2015    EUR      63.77
DZ Bank AG Deutsche    5.30   10/22/2015    EUR      73.52
DZ Bank AG Deutsche    4.50   10/23/2015    EUR      76.84
DZ Bank AG Deutsche    4.50    9/11/2015    EUR      67.58
DZ Bank AG Deutsche    5.25    9/11/2015    EUR      73.98
DZ Bank AG Deutsche    4.40   10/22/2015    EUR      74.80
DZ Bank AG Deutsche    5.60   10/22/2015    EUR      72.40
DZ Bank AG Deutsche    5.60   10/22/2015    EUR      49.32
DZ Bank AG Deutsche    4.90   10/22/2015    EUR      74.39
DZ Bank AG Deutsche    5.70   10/22/2015    EUR      72.63
DZ Bank AG Deutsche    6.60   10/22/2015    EUR      70.98
Vontobel Financial     3.70    9/25/2015    EUR      52.15
Vontobel Financial     7.50    9/25/2015    EUR      65.85
UniCredit Bank AG      4.20    9/24/2015    EUR      70.24
UniCredit Bank AG      4.20    9/24/2015    EUR      68.69
UniCredit Bank AG      4.10    9/24/2015    EUR      42.46
UniCredit Bank AG      4.00    9/24/2015    EUR      43.79
Leonteq Securities    11.52   10/28/2015    CHF      42.31
HSBC Trinkaus & Bur    5.65    2/22/2016    EUR      51.39
DZ Bank AG Deutsche    7.00    9/25/2015    EUR      73.23
Deutsche Bank AG       6.20   10/21/2015    EUR      71.70
Deutsche Bank AG       6.20   10/21/2015    EUR      74.20
Deutsche Bank AG       7.20   10/21/2015    EUR      71.80
Deutsche Bank AG       5.20   10/21/2015    EUR      71.50
Deutsche Bank AG       5.20   10/21/2015    EUR      74.00
Deutsche Bank AG       7.20   10/21/2015    EUR      74.30
Deutsche Bank AG       7.20   10/21/2015    EUR      47.60
Deutsche Bank AG       6.20   10/21/2015    EUR      47.50
Deutsche Bank AG       5.20   10/21/2015    EUR      47.30
Deutsche Bank AG       5.20   10/21/2015    EUR      48.90
Deutsche Bank AG       7.20   10/21/2015    EUR      49.20
Deutsche Bank AG       6.20   10/21/2015    EUR      49.10
UBS AG/London          7.20    1/20/2016    EUR      57.05
HSBC Trinkaus & Bur    8.50    9/25/2015    EUR      63.26
HSBC Trinkaus & Bur   12.00    9/25/2015    EUR      74.39
HSBC Trinkaus & Bur   12.50    9/25/2015    EUR      63.01
HSBC Trinkaus & Bur    8.00    9/25/2015    EUR      68.90
HSBC Trinkaus & Bur    6.00   12/28/2015    EUR      72.59
HSBC Trinkaus & Bur   12.50    9/25/2015    EUR      41.06
HSBC Trinkaus & Bur    8.50    9/25/2015    EUR      44.55
HSBC Trinkaus & Bur    6.50   12/28/2015    EUR      47.47
HSBC Trinkaus & Bur   14.00    9/25/2015    EUR      50.69
HSBC Trinkaus & Bur   10.50    9/25/2015    EUR      55.19
HSBC Trinkaus & Bur   13.00    9/25/2015    EUR      54.37
HSBC Trinkaus & Bur   10.00    9/25/2015    EUR      58.27
HSBC Trinkaus & Bur   14.50    9/25/2015    EUR      68.80
HSBC Trinkaus & Bur    6.00    9/25/2015    EUR      75.97
HSBC Trinkaus & Bur   12.00    9/25/2015    EUR      58.28
Notenstein Privatba    4.00     2/1/2016    EUR      49.37
Vontobel Financial     4.05   12/28/2015    EUR      70.06
Vontobel Financial     4.05    9/25/2015    EUR      74.68
Credit Suisse AG/Na    7.50    2/15/2016    EUR      70.82
UniCredit Bank AG      4.00    9/24/2015    EUR      61.25
UniCredit Bank AG      5.50    9/24/2015    EUR      73.50
UniCredit Bank AG      6.00    9/24/2015    EUR      51.27
UniCredit Bank AG      5.25    9/24/2015    EUR      74.45
UniCredit Bank AG      5.50    9/24/2015    EUR      52.99
UniCredit Bank AG      6.50    9/24/2015    EUR      45.60
Deutsche Bank AG       7.20   12/22/2015    EUR      63.40
Deutsche Bank AG       7.20   12/22/2015    EUR      60.20
Deutsche Bank AG       5.20   12/22/2015    EUR      59.60
Deutsche Bank AG       6.20    9/22/2015    EUR      58.30
Deutsche Bank AG       7.20    9/22/2015    EUR      61.60
Deutsche Bank AG       7.20    9/22/2015    EUR      55.50
Deutsche Bank AG       6.20   12/22/2015    EUR      63.10
Deutsche Bank AG       7.20   12/22/2015    EUR      57.30
Deutsche Bank AG       5.20   12/22/2015    EUR      62.80
Deutsche Bank AG       6.20    9/22/2015    EUR      55.40
Deutsche Bank AG       5.20    9/22/2015    EUR      55.40
Deutsche Bank AG       5.20    9/22/2015    EUR      61.50
Deutsche Bank AG       5.20    9/22/2015    EUR      58.30
Deutsche Bank AG       6.20   12/22/2015    EUR      59.90
Deutsche Bank AG       5.20   12/22/2015    EUR      56.70
Deutsche Bank AG       5.20   12/22/2015    EUR      48.20
Deutsche Bank AG       6.20   12/22/2015    EUR      57.00
Deutsche Bank AG       7.20    9/22/2015    EUR      58.40
Deutsche Bank AG       6.20   12/22/2015    EUR      48.50
Deutsche Bank AG       7.20   12/22/2015    EUR      56.00
Deutsche Bank AG       7.20    9/22/2015    EUR      48.60
Deutsche Bank AG       5.20    9/22/2015    EUR      46.90
Deutsche Bank AG       6.20   12/22/2015    EUR      50.10
Deutsche Bank AG       6.20   12/22/2015    EUR      53.70
Deutsche Bank AG       7.20   12/22/2015    EUR      48.80
Deutsche Bank AG       6.20    9/22/2015    EUR      47.00
Deutsche Bank AG       5.20   12/22/2015    EUR      53.40
Deutsche Bank AG       5.20    9/22/2015    EUR      48.50
Deutsche Bank AG       5.20   12/22/2015    EUR      49.80
Deutsche Bank AG       7.20   12/22/2015    EUR      52.20
Deutsche Bank AG       6.20   12/22/2015    EUR      55.70
Deutsche Bank AG       5.20   12/22/2015    EUR      51.50
Deutsche Bank AG       7.20    9/22/2015    EUR      47.00
Deutsche Bank AG       7.20   12/22/2015    EUR      54.00
Deutsche Bank AG       6.20   12/22/2015    EUR      51.80
Deutsche Bank AG       5.20   12/22/2015    EUR      55.40
Deutsche Bank AG       7.20   12/22/2015    EUR      50.40
Deutsche Bank AG       6.20    9/22/2015    EUR      48.60
Deutsche Bank AG       6.20    9/22/2015    EUR      61.60
Barclays Bank PLC      2.30    9/13/2016    EUR      59.79
Goldman Sachs & Co    10.00    9/23/2015    EUR      68.90
Goldman Sachs & Co     7.00   12/23/2015    EUR      63.58
Goldman Sachs & Co    11.00   12/23/2015    EUR      56.08
Goldman Sachs & Co    11.00   12/23/2015    EUR      47.07
Goldman Sachs & Co     5.00    9/23/2015    EUR      73.47
Goldman Sachs & Co     5.00   12/23/2015    EUR      74.57
Goldman Sachs & Co     5.00   12/23/2015    EUR      48.24
Goldman Sachs & Co     6.00   12/23/2015    EUR      48.55
Goldman Sachs & Co     7.00   12/23/2015    EUR      48.85
Goldman Sachs & Co     8.00   12/23/2015    EUR      49.16
Goldman Sachs & Co     8.00   12/23/2015    EUR      49.16
Goldman Sachs & Co     9.00   12/23/2015    EUR      49.47
Goldman Sachs & Co     9.00   12/23/2015    EUR      49.47
DZ Bank AG Deutsche    5.25    9/11/2015    EUR      70.66
DZ Bank AG Deutsche    4.60    9/11/2015    EUR      70.34
DZ Bank AG Deutsche    5.50    9/11/2015    EUR      68.15
Credit Suisse AG/Na    7.00   12/28/2015    EUR      67.18
BNP Paribas Emissio    7.00   10/22/2015    EUR      45.41
BNP Paribas Emissio    9.00   10/22/2015    EUR      61.27
Notenstein Privatba    7.50    6/23/2016    CHF      73.57
Raiffeisen Centroba    7.55    1/20/2016    EUR      59.69
Raiffeisen Centroba    5.98    1/20/2016    EUR      62.59
Raiffeisen Centroba    6.29    1/20/2016    EUR      57.52
Goldman Sachs & Co    12.00    9/23/2015    EUR      65.71
Goldman Sachs & Co     9.00   12/23/2015    EUR      71.77
Goldman Sachs & Co    11.00   12/23/2015    EUR      68.39
UniCredit Bank AG      5.00    9/24/2015    EUR      74.90
UniCredit Bank AG      7.00    9/24/2015    EUR      72.46
UniCredit Bank AG      5.50    9/24/2015    EUR      73.21
UniCredit Bank AG      5.25    9/24/2015    EUR      43.65
UniCredit Bank AG      4.25    9/24/2015    EUR      47.21
UniCredit Bank AG      5.40    9/24/2015    EUR      43.12
UniCredit Bank AG      6.75    9/24/2015    EUR      68.90
UniCredit Bank AG      5.20    9/24/2015    EUR      71.95
UniCredit Bank AG      4.80    9/24/2015    EUR      74.22
UniCredit Bank AG      4.00    9/24/2015    EUR      59.13
UniCredit Bank AG      4.60    9/24/2015    EUR      72.53
UniCredit Bank AG      4.50    9/24/2015    EUR      57.49
UniCredit Bank AG      6.50    9/24/2015    EUR      53.80
UniCredit Bank AG      5.50    9/24/2015    EUR      55.20
UniCredit Bank AG      6.50    9/24/2015    EUR      69.98
UniCredit Bank AG      6.00    9/24/2015    EUR      71.63
UniCredit Bank AG      5.25    9/24/2015    EUR      73.34
UniCredit Bank AG      4.00    9/24/2015    EUR      74.26
UniCredit Bank AG      5.75    9/24/2015    EUR      42.13
UniCredit Bank AG      6.00    9/24/2015    EUR      71.57
UniCredit Bank AG      7.50    9/24/2015    EUR      65.30
UniCredit Bank AG      6.00    9/24/2015    EUR      69.86
UniCredit Bank AG      5.50    9/24/2015    EUR      74.26
UniCredit Bank AG      4.80    9/24/2015    EUR      44.68
UniCredit Bank AG      5.00    9/24/2015    EUR      73.07
UniCredit Bank AG      6.50    9/24/2015    EUR      73.63
UniCredit Bank AG      5.00    9/24/2015    EUR      55.90
UniCredit Bank AG      5.50    9/24/2015    EUR      70.88
UniCredit Bank AG      4.90    9/24/2015    EUR      45.78
UniCredit Bank AG      4.75    9/24/2015    EUR      46.35
UniCredit Bank AG      5.25    9/24/2015    EUR      73.56
DZ Bank AG Deutsche    5.25    9/11/2015    EUR      68.51
DZ Bank AG Deutsche    7.00    9/11/2015    EUR      68.56
DZ Bank AG Deutsche    6.25    9/11/2015    EUR      68.54
DZ Bank AG Deutsche    5.50    9/11/2015    EUR      68.52
DZ Bank AG Deutsche    4.75    9/11/2015    EUR      70.65
DZ Bank AG Deutsche    5.50    9/11/2015    EUR      73.13
Notenstein Privatba    6.10   12/30/2015    EUR      51.94
HSBC Trinkaus & Bur    7.50    9/25/2015    EUR      69.48
Credit Suisse AG/Na    6.50    1/11/2016    CHF      70.99
Vontobel Financial     4.50    9/25/2015    EUR      70.59
Vontobel Financial     4.40    9/25/2015    EUR      73.62
Notenstein Privatba    6.50     7/2/2018    USD      68.90
Credit Suisse AG/Na    8.25    1/11/2016    CHF      37.41
DZ Bank AG Deutsche    6.00    9/11/2015    EUR      68.65
DZ Bank AG Deutsche    5.25    9/11/2015    EUR      68.63
DZ Bank AG Deutsche    5.75    9/11/2015    EUR      65.57
DZ Bank AG Deutsche    3.40    9/11/2015    EUR      73.64
DZ Bank AG Deutsche    4.40    9/11/2015    EUR      72.13
DZ Bank AG Deutsche    5.10    9/11/2015    EUR      70.71
Leonteq Securities     5.25     1/4/2016    CHF      69.93
Leonteq Securities     8.00     7/7/2016    USD      44.41
Vontobel Financial     4.50    9/11/2015    EUR      72.01
Vontobel Financial     7.60    9/11/2015    EUR      65.55
Vontobel Financial     9.35    9/11/2015    EUR      62.75
Vontobel Financial     4.40   12/11/2015    EUR      72.77
Vontobel Financial     5.65   12/11/2015    EUR      69.86
Vontobel Financial     6.95   12/11/2015    EUR      67.20
Vontobel Financial     5.85    9/25/2015    EUR      47.09
Vontobel Financial     6.00    9/25/2015    EUR      68.59
Notenstein Privatba    8.00    1/11/2016    EUR      67.11
Vontobel Financial     8.45    9/11/2015    EUR      74.92
Vontobel Financial     7.95   12/11/2015    EUR      75.84
Vontobel Financial     3.95    3/11/2016    EUR      52.29
Vontobel Financial     4.05   12/11/2015    EUR      51.24
Vontobel Financial     5.80   12/11/2015    EUR      48.37
Vontobel Financial     7.05    3/11/2016    EUR      47.62
Vontobel Financial     7.70   12/11/2015    EUR      45.96
Vontobel Financial     8.50    9/11/2015    EUR      44.01
Vontobel Financial     6.35    9/11/2015    EUR      73.68
Vontobel Financial     7.85   12/11/2015    EUR      71.08
Vontobel Financial     7.25    3/11/2016    EUR      72.58
Vontobel Financial     5.40    3/11/2016    EUR      49.67
Vontobel Financial     4.60   12/11/2015    EUR      74.77
Vontobel Financial     4.05   12/11/2015    EUR      74.60
Vontobel Financial     4.55    9/11/2015    EUR      73.68
Deutsche Bank AG       6.20   12/22/2015    EUR      70.30
Deutsche Bank AG       5.20   12/22/2015    EUR      70.00
Deutsche Bank AG       6.20   12/22/2015    EUR      72.80
Deutsche Bank AG       6.20   12/22/2015    EUR      70.70
Deutsche Bank AG       5.20   12/22/2015    EUR      70.40
Deutsche Bank AG       5.20   12/22/2015    EUR      72.50
Deutsche Bank AG       7.20   12/22/2015    EUR      73.10
Deutsche Bank AG       7.20   12/22/2015    EUR      70.60
Deutsche Bank AG       5.20    9/22/2015    EUR      68.80
Deutsche Bank AG       7.20    9/22/2015    EUR      71.50
Deutsche Bank AG       7.20    9/22/2015    EUR      68.90
Deutsche Bank AG       5.20    9/22/2015    EUR      73.70
Deutsche Bank AG       6.20    9/22/2015    EUR      71.40
Deutsche Bank AG       5.20    9/22/2015    EUR      71.30
Deutsche Bank AG       6.20    9/22/2015    EUR      68.80
Zurcher Kantonalban    8.80    1/14/2016    CHF      61.09
UBS AG                 9.00     7/3/2017    CHF      48.44
UBS AG/London          2.80   12/23/2015    EUR      56.38
UBS AG/London          3.80   12/23/2015    EUR      53.39
UBS AG/London          5.00   12/23/2015    EUR      50.86
Leonteq Securities     9.40    10/8/2015    USD      63.88
Vontobel Financial     8.55    9/25/2015    EUR      69.49
UBS AG                21.50    3/29/2016    EUR      63.76
UBS AG                23.75   12/29/2015    EUR      59.25
UBS AG                10.25    6/24/2016    EUR      73.99
UBS AG                10.25    6/24/2016    EUR      53.19
UBS AG                11.75    6/24/2016    EUR      71.27
UBS AG                16.25    6/24/2016    EUR      66.11
UBS AG                11.75    3/29/2016    EUR      70.83
UBS AG                 5.75    6/24/2016    EUR      62.99
UBS AG                13.25    6/24/2016    EUR      67.15
LBBW                   4.00    2/26/2016    EUR      64.91
LBBW                   5.00    2/26/2016    EUR      61.46
UBS AG                 7.00    6/24/2016    EUR      53.69
UBS AG                 4.75    6/24/2016    EUR      51.86
UBS AG                13.25   12/29/2015    EUR      50.10
UBS AG                 8.75    9/25/2015    EUR      61.51
UBS AG                10.25    3/29/2016    EUR      62.87
UBS AG                 5.75    6/24/2016    EUR      60.57
UBS AG                 6.75    9/25/2015    EUR      51.75
UBS AG                 5.25   12/29/2015    EUR      61.55
UBS AG                 6.50    3/29/2016    EUR      47.48
UBS AG                 8.75    9/25/2015    EUR      44.25
UBS AG                 4.00    3/29/2016    EUR      65.71
UBS AG                 9.25    6/24/2016    EUR      69.17
UBS AG                 4.50    9/25/2015    EUR      72.20
UBS AG                10.00    9/25/2015    EUR      64.61
UBS AG                10.50    6/24/2016    EUR      63.46
UBS AG                 6.75    9/25/2015    EUR      72.93
UBS AG                11.75    6/24/2016    EUR      59.02
UBS AG                 9.50   12/29/2015    EUR      67.09
UBS AG                 8.50    6/24/2016    EUR      54.91
UBS AG                 4.75   12/29/2015    EUR      59.86
UBS AG                 4.75    3/29/2016    EUR      60.98
UBS AG                 9.50   12/29/2015    EUR      53.07
UBS AG                 5.00    6/24/2016    EUR      59.96
UBS AG                 6.50    9/25/2015    EUR      44.13
UBS AG                14.75    3/29/2016    EUR      45.29
UBS AG                 6.00    6/24/2016    EUR      52.89
UBS AG                12.25    9/25/2015    EUR      66.31
UBS AG                 9.00    3/29/2016    EUR      69.21
UBS AG                13.25    6/24/2016    EUR      65.70
UBS AG                 6.00   12/29/2015    EUR      70.60
UBS AG                 8.50   12/29/2015    EUR      63.72
UBS AG                 5.75    9/25/2015    EUR      60.28
UBS AG                 4.00    9/25/2015    EUR      63.89
UBS AG                 5.25    3/29/2016    EUR      61.26
UBS AG                 7.25   12/29/2015    EUR      63.44
UBS AG                 6.50   12/29/2015    EUR      45.84
UBS AG                 5.75    9/25/2015    EUR      50.34
UBS AG                 4.00    6/24/2016    EUR      59.15
UBS AG                 5.75    3/29/2016    EUR      53.29
UBS AG                 5.75   12/29/2015    EUR      51.85
UBS AG                 4.75    9/25/2015    EUR      58.62
UBS AG                 4.50    6/24/2016    EUR      64.47
UBS AG                 4.25    3/29/2016    EUR      52.43
UBS AG                10.75   12/29/2015    EUR      64.30
UBS AG                14.75    9/25/2015    EUR      52.29
UBS AG                14.75    6/24/2016    EUR      62.20
UBS AG                 6.00   12/29/2015    EUR      53.30
UBS AG                 4.00   12/29/2015    EUR      72.68
UBS AG                13.25    9/25/2015    EUR      37.59
UBS AG                 6.50   12/29/2015    EUR      72.46
UBS AG                11.50    3/29/2016    EUR      57.89
UBS AG                14.00    9/25/2015    EUR      75.44
Leonteq Securities    10.58     2/3/2017    USD      59.78
DZ Bank AG Deutsche    6.25    10/9/2015    EUR      61.61
UBS AG                20.50    6/24/2016    EUR      58.64
UBS AG                16.75   12/23/2016    EUR      65.82
UBS AG                17.00    6/24/2016    EUR      69.46
UBS AG                 6.00   12/23/2016    EUR      61.53
UBS AG                12.25   12/23/2016    EUR      72.43
UBS AG                13.00   12/23/2016    EUR      71.22
UBS AG                20.25    3/29/2016    EUR      64.29
UBS AG                24.25   12/29/2015    EUR      51.79
UBS AG                18.75    6/24/2016    EUR      66.63
UBS AG                 4.00   12/23/2016    EUR      68.43
UBS AG                 4.50   12/23/2016    EUR      66.45
UBS AG                12.50   12/23/2016    EUR      71.34
UBS AG                11.75   12/22/2017    EUR      74.76
UBS AG                 7.75   12/22/2017    EUR      60.80
UBS AG                22.50    3/29/2016    EUR      55.09
UBS AG                 5.00   12/23/2016    EUR      64.65
UBS AG                18.25    3/29/2016    EUR      67.52
UBS AG                 4.75   12/22/2017    EUR      68.33
UBS AG                 5.50   12/23/2016    EUR      63.02
UBS AG                 9.00    3/29/2016    EUR      73.28
UBS AG                 7.25    3/29/2016    EUR      44.10
UBS AG                 9.50   12/23/2016    EUR      68.68
UBS AG                12.25   12/23/2016    EUR      65.42
UBS AG                11.75    6/24/2016    EUR      65.94
UBS AG                 5.00   12/23/2016    EUR      60.02
DekaBank Deutsche G    3.45     6/1/2018    EUR      76.44
Credit Suisse AG/Lo    7.00   10/22/2015    CHF      67.69
Goldman Sachs & Co    10.00    9/23/2015    EUR      72.82
Goldman Sachs & Co    12.00    9/23/2015    EUR      68.13
Goldman Sachs & Co     5.00    9/23/2015    EUR      69.34
Goldman Sachs & Co     6.00    9/23/2015    EUR      65.35
Goldman Sachs & Co     7.00    9/23/2015    EUR      61.80
Goldman Sachs & Co    10.00    9/23/2015    EUR      55.84
Goldman Sachs & Co    11.00    9/23/2015    EUR      53.27
Leonteq Securities     8.16    4/14/2016    EUR      61.81
Goldman Sachs & Co     8.00    9/23/2015    EUR      61.86
Credit Suisse AG/Lo    7.60   10/15/2015    CHF      46.16
Credit Suisse AG/Na    7.00   10/29/2015    CHF      66.07
Deutsche Bank AG       7.20    9/22/2015    EUR      67.20
Deutsche Bank AG       6.20    9/22/2015    EUR      67.10
Deutsche Bank AG       5.20    9/22/2015    EUR      63.20
Deutsche Bank AG       5.20    9/22/2015    EUR      67.00
Deutsche Bank AG       7.20    9/22/2015    EUR      63.40
Deutsche Bank AG       5.20    9/22/2015    EUR      59.80
Deutsche Bank AG       7.20    9/22/2015    EUR      60.00
Deutsche Bank AG       6.20    9/22/2015    EUR      63.30
Deutsche Bank AG       6.20    9/22/2015    EUR      59.90
Deutsche Bank AG       7.20    9/22/2015    EUR      52.20
Deutsche Bank AG       6.20    9/22/2015    EUR      52.10
Deutsche Bank AG       6.20    9/22/2015    EUR      50.30
Deutsche Bank AG       6.20    9/22/2015    EUR      56.30
Deutsche Bank AG       7.20    9/22/2015    EUR      56.40
Deutsche Bank AG       5.20    9/22/2015    EUR      50.20
Deutsche Bank AG       7.20    9/22/2015    EUR      50.40
Deutsche Bank AG       7.20    9/22/2015    EUR      54.20
Deutsche Bank AG       5.20    9/22/2015    EUR      52.10
Deutsche Bank AG       6.20    9/22/2015    EUR      54.10
Deutsche Bank AG       5.20    9/22/2015    EUR      56.20
Deutsche Bank AG       5.20    9/22/2015    EUR      54.10
Deutsche Bank AG       4.20    9/22/2015    EUR      69.10
Deutsche Bank AG       3.20    9/22/2015    EUR      60.90
Deutsche Bank AG       4.20    9/22/2015    EUR      61.00
Deutsche Bank AG       4.20    9/22/2015    EUR      58.50
Deutsche Bank AG       4.20    9/22/2015    EUR      71.30
Deutsche Bank AG       3.20    9/22/2015    EUR      69.00
Deutsche Bank AG       3.20    9/22/2015    EUR      58.40
Deutsche Bank AG       3.20    9/22/2015    EUR      71.20
Commerzbank AG         1.88    4/22/2016    EUR      64.58
Goldman Sachs & Co     9.00    9/23/2015    EUR      65.51
Goldman Sachs & Co    12.00    9/23/2015    EUR      58.85
UBS AG                 5.00   12/23/2016    EUR      62.18
UBS AG                 9.00   12/23/2016    EUR      73.08
UBS AG                 4.00   12/23/2016    EUR      60.86
UBS AG                 4.25   12/22/2017    EUR      66.98
UBS AG                 4.75   12/23/2016    EUR      54.09
Credit Suisse AG/Na    7.00    11/2/2015    CHF      66.62
Credit Suisse AG/Lo    9.00    8/31/2015    USD      61.46
UBS AG                 4.25   12/23/2016    EUR      65.93
UBS AG                 4.75   12/22/2017    EUR      68.14
Credit Suisse AG/Lo    7.00    11/2/2015    CHF      67.48
Credit Suisse AG/Na    8.63    11/2/2015    CHF      69.40
LBBW                   4.50   10/23/2015    EUR      71.41
LBBW                   6.00   10/23/2015    EUR      66.54
LBBW                   2.50   10/23/2015    EUR      65.41
LBBW                   4.50   10/23/2015    EUR      58.88
HSBC Trinkaus & Bur    6.50    9/25/2015    EUR      52.33
Credit Suisse AG/Na    7.50   11/16/2015    CHF      70.41
UBS AG                 8.50    9/25/2015    EUR      47.07
UBS AG                 4.75    9/25/2015    EUR      62.42
UBS AG                 5.25    9/25/2015    EUR      56.23
UBS AG                 4.25    9/25/2015    EUR      62.38
UBS AG                 5.75    9/25/2015    EUR      62.46
UBS AG                 5.00    9/25/2015    EUR      51.13
UBS AG                 6.75    9/25/2015    EUR      56.30
UBS AG                 8.50    9/25/2015    EUR      73.55
UBS AG                13.50    9/25/2015    EUR      59.19
UBS AG                13.50   12/29/2015    EUR      69.55
UBS AG                 9.50    9/25/2015    EUR      73.59
UBS AG                13.75    9/25/2015    EUR      55.86
UBS AG                 9.25    9/25/2015    EUR      68.71
UBS AG                12.50    9/25/2015    EUR      51.83
UBS AG                10.75    9/25/2015    EUR      68.79
UBS AG                11.00    9/25/2015    EUR      59.06
UBS AG                14.00    9/25/2015    EUR      51.91
UBS AG                 9.00    9/25/2015    EUR      73.70
UBS AG                12.00    9/25/2015    EUR      73.31
UBS AG                10.75    9/25/2015    EUR      68.91
UBS AG                23.25    9/25/2015    EUR      65.44
UBS AG                14.00   12/29/2015    EUR      72.82
UBS AG                14.25    9/25/2015    EUR      71.99
UBS AG                14.50    9/25/2015    EUR      61.07
DekaBank Deutsche G    4.05    5/13/2016    EUR      64.36
UBS AG                24.00    9/25/2015    EUR      72.07
UBS AG                 6.50   12/29/2015    EUR      77.07
UBS AG                16.00    9/25/2015    EUR      48.40
UBS AG                 9.25   12/29/2015    EUR      73.40
UBS AG                22.75   12/29/2015    EUR      40.89
UBS AG                23.75    9/25/2015    EUR      36.98
UBS AG                24.50    9/25/2015    EUR      45.93
UBS AG                22.50   12/29/2015    EUR      68.46
UBS AG                21.00   12/29/2015    EUR      66.11
UBS AG                 7.50    9/25/2015    EUR      71.66
UBS AG                21.75    9/25/2015    EUR      64.30
UBS AG                10.00   12/29/2015    EUR      63.27
UBS AG                 8.25   12/29/2015    EUR      69.53
UBS AG                24.75    9/25/2015    EUR      60.10
UBS AG                19.25    9/25/2015    EUR      58.56
UBS AG                20.00    9/25/2015    EUR      68.41
UBS AG                20.25    9/25/2015    EUR      41.86
UBS AG                17.25   12/29/2015    EUR      74.32
UBS AG                23.25    9/25/2015    EUR      61.13
UBS AG                22.50    9/25/2015    EUR      49.01
UBS AG                12.75   12/29/2015    EUR      56.04
UBS AG                 6.50    9/25/2015    EUR      76.33
UBS AG                19.75   12/29/2015    EUR      44.42
UBS AG                23.75    9/25/2015    EUR      66.15
UBS AG                10.37   10/23/2015    USD      10.41
UBS AG                10.05   10/23/2015    USD      16.27
Deutsche Bank AG       4.20   12/20/2016    EUR      74.30
Deutsche Bank AG       6.20   12/20/2016    EUR      72.80
Deutsche Bank AG       6.20   12/20/2016    EUR      63.80
Deutsche Bank AG       4.20   12/20/2016    EUR      70.10
Deutsche Bank AG       4.20   12/20/2016    EUR      61.20
Deutsche Bank AG       6.20   12/20/2016    EUR      61.70
Deutsche Bank AG       4.20   12/20/2016    EUR      59.00
Deutsche Bank AG       4.20   12/20/2016    EUR      71.40
Deutsche Bank AG       7.20   12/22/2015    EUR      71.90
Deutsche Bank AG       7.20   12/22/2015    EUR      68.30
Deutsche Bank AG       7.20    6/21/2016    EUR      72.80
Deutsche Bank AG       7.20    6/21/2016    EUR      69.40
Deutsche Bank AG       7.20    9/20/2016    EUR      71.00
Deutsche Bank AG       7.20    3/22/2016    EUR      73.50
Deutsche Bank AG       7.20    3/22/2016    EUR      70.00
Deutsche Bank AG       6.20   12/20/2016    EUR      74.00
Deutsche Bank AG       7.20    9/20/2016    EUR      74.30
Vontobel Financial     8.95    3/29/2016    EUR      63.69
Vontobel Financial     9.15    6/24/2016    EUR      63.72
Vontobel Financial     8.90    6/24/2016    EUR      73.83
Vontobel Financial    10.65   12/28/2015    EUR      61.93
LBBW                   2.00   12/23/2016    EUR      67.55
LBBW                   3.00   12/23/2016    EUR      64.59
LBBW                   4.00   12/23/2016    EUR      62.22
LBBW                   3.00    8/24/2018    EUR      71.62
LBBW                   4.50    1/22/2016    EUR      73.56
LBBW                   6.00    1/22/2016    EUR      70.79
LBBW                   3.40    6/22/2018    EUR      64.21
LBBW                   3.90    6/24/2016    EUR      62.81
LBBW                   2.00   11/27/2015    EUR      63.52
LBBW                   3.00   11/27/2015    EUR      60.77
LBBW                   4.00   11/27/2015    EUR      58.77
LBBW                   2.50   12/29/2015    EUR      58.69
LBBW                   4.00   12/29/2015    EUR      55.37
LBBW                   5.50   12/29/2015    EUR      53.42
LBBW                   5.00   12/29/2015    EUR      73.06
LBBW                   5.00   10/28/2016    EUR      71.48
LBBW                   2.50    3/29/2016    EUR      72.94
LBBW                   4.00    3/29/2016    EUR      69.62
LBBW                   5.50    3/29/2016    EUR      67.23
LBBW                   7.00    3/29/2016    EUR      65.61
LBBW                   3.00    9/25/2015    EUR      69.55
LBBW                   6.00    9/25/2015    EUR      65.06
LBBW                   4.50    2/24/2017    EUR      72.11
LBBW                   5.50    2/24/2017    EUR      70.01
LBBW                   5.00    2/26/2016    EUR      73.88
LBBW                   6.00    2/26/2016    EUR      72.05
LBBW                   4.15    9/23/2016    EUR      73.69
LBBW                   3.90    7/28/2017    EUR      59.00
LBBW                   4.70   10/28/2016    EUR      68.58
LBBW                   3.00   12/29/2015    EUR      70.54
LBBW                   4.50   12/29/2015    EUR      67.81
LBBW                   6.00   12/29/2015    EUR      66.19
LBBW                   3.00    3/24/2017    EUR      72.94
LBBW                   4.00    3/24/2017    EUR      70.82
LBBW                   5.00    3/24/2017    EUR      69.18
LBBW                   6.00    3/24/2017    EUR      67.77
LBBW                   4.50   10/28/2016    EUR      70.64
LBBW                   5.00    5/27/2016    EUR      69.79
LBBW                   7.00    5/27/2016    EUR      67.19
LBBW                   3.00    5/27/2016    EUR      73.46
LBBW                   5.00    6/24/2016    EUR      71.76
LBBW                   3.00    6/24/2016    EUR      62.67
LBBW                   4.50    6/24/2016    EUR      58.58
LBBW                   3.50    6/24/2016    EUR      72.53
LBBW                   3.00   12/29/2015    EUR      69.14
LBBW                   4.50   12/29/2015    EUR      64.58
LBBW                   3.00   12/29/2015    EUR      56.73
LBBW                   4.00   12/23/2016    EUR      68.12
LBBW                   2.00    3/29/2016    EUR      61.92
LBBW                   3.50    3/29/2016    EUR      57.35
LBBW                   5.00    3/29/2016    EUR      54.50
LBBW                   3.00    6/24/2016    EUR      74.52
LBBW                   2.50    6/24/2016    EUR      54.65
LBBW                   4.00    6/24/2016    EUR      51.17
LBBW                   3.55    8/25/2017    EUR      52.12
LBBW                   3.75    9/22/2017    EUR      51.88
LBBW                   2.50    7/22/2016    EUR      62.75
LBBW                   3.50    7/22/2016    EUR      60.54
LBBW                   2.50    7/22/2016    EUR      55.83
LBBW                   4.00    7/22/2016    EUR      52.33
LBBW                   3.00    7/22/2016    EUR      75.59
LBBW                   3.90    9/22/2017    EUR      50.97
LBBW                   3.00    6/22/2018    EUR      65.35
LBBW                   3.30   10/23/2015    EUR      61.31
LBBW                   3.00   10/23/2015    EUR      59.29
LBBW                   5.30   11/27/2015    EUR      54.12
LBBW                   3.50   11/24/2017    EUR      66.74
LBBW                   3.40    6/23/2017    EUR      62.22
LBBW                   3.00   10/23/2015    EUR      55.44
LBBW                   4.50   10/23/2015    EUR      52.84
LBBW                   5.00    4/22/2016    EUR      63.95
LBBW                   2.00    4/22/2016    EUR      72.30
LBBW                   3.50    4/22/2016    EUR      67.37
LBBW                   2.50    9/25/2015    EUR      72.93
LBBW                   2.00    9/25/2015    EUR      53.98
LBBW                   3.50    9/25/2015    EUR      71.02
LBBW                   3.85   10/27/2017    EUR      56.57
LBBW                   3.00    9/25/2015    EUR      51.65
LBBW                   4.00    9/25/2015    EUR      50.05
LBBW                   3.00   11/24/2017    EUR      63.16
LBBW                   3.40   11/24/2017    EUR      53.01
LBBW                   3.00    9/23/2016    EUR      73.65
LBBW                   4.50    9/23/2016    EUR      70.84
LBBW                   2.50    9/23/2016    EUR      55.41
LBBW                   3.50    9/23/2016    EUR      53.20
LBBW                   4.50    9/23/2016    EUR      51.50
LBBW                   2.50   11/27/2015    EUR      69.16
LBBW                   4.00   11/27/2015    EUR      65.21
LBBW                   5.50   11/27/2015    EUR      61.89
Vontobel Financial     8.00   11/25/2016    EUR      63.41
Vontobel Financial     6.50   11/25/2016    EUR      71.85
LBBW                   3.45    3/22/2019    EUR      72.18
LBBW                   4.50    3/23/2018    EUR      67.44
LBBW                   4.00    8/25/2017    EUR      51.57
LBBW                   3.00    9/28/2018    EUR      56.43
LBBW                   3.75   10/27/2017    EUR      57.01
LBBW                   3.00     1/4/2019    EUR      62.57
Commerzbank AG         9.50    9/24/2015    EUR      68.96
Commerzbank AG         8.00   12/24/2015    EUR      70.86
Commerzbank AG         7.00    3/24/2016    EUR      72.19
Commerzbank AG         8.00    9/24/2015    EUR      69.64
Commerzbank AG         7.00   12/24/2015    EUR      71.23
Commerzbank AG         6.00    3/24/2016    EUR      72.20
Commerzbank AG         7.00   11/26/2015    EUR      57.65
Commerzbank AG         7.00    3/24/2016    EUR      59.91
DZ Bank AG Deutsche    7.25    3/29/2016    EUR      70.17
DZ Bank AG Deutsche    7.00    3/29/2016    EUR      73.23
DZ Bank AG Deutsche    7.25    3/29/2016    EUR      72.60
DZ Bank AG Deutsche    8.25    3/29/2016    EUR      70.27
DZ Bank AG Deutsche    8.00    6/24/2016    EUR      71.75
DZ Bank AG Deutsche    8.50    3/29/2016    EUR      73.75
DZ Bank AG Deutsche    5.50    6/24/2016    EUR      70.65
DZ Bank AG Deutsche   10.75    3/29/2016    EUR      74.74
DZ Bank AG Deutsche    6.00    3/29/2016    EUR      60.78
Goldman Sachs & Co    24.00   12/23/2015    EUR      72.74
Goldman Sachs & Co    22.00    1/20/2016    EUR      73.82
Goldman Sachs & Co    25.00    3/23/2016    EUR      73.92
Goldman Sachs & Co    23.00    4/20/2016    EUR      74.59
Goldman Sachs & Co    24.00    3/23/2016    EUR      73.54
Goldman Sachs & Co    22.00    4/20/2016    EUR      74.12
Goldman Sachs & Co    17.00    9/23/2015    EUR      69.44
Goldman Sachs & Co    21.00    4/20/2016    EUR      70.47
Vontobel Financial    10.25   12/28/2015    EUR      59.29
Vontobel Financial     7.45    6/24/2016    EUR      59.81
Vontobel Financial     8.25   12/28/2015    EUR      74.66
DZ Bank AG Deutsche    5.30    3/21/2016    EUR      73.65
DZ Bank AG Deutsche    6.00   12/21/2015    EUR      69.25
DZ Bank AG Deutsche    6.50    3/21/2016    EUR      70.88
DZ Bank AG Deutsche    5.50   12/21/2015    EUR      73.69
DZ Bank AG Deutsche    6.25    3/21/2016    EUR      74.35
Commerzbank AG        10.25    3/24/2016    EUR      70.47
Commerzbank AG        12.00    3/24/2016    EUR      68.92
Commerzbank AG        11.75    3/24/2016    EUR      71.95
Commerzbank AG        13.25    3/24/2016    EUR      74.95
Bank Julius Baer &    10.00    4/18/2016    EUR      72.85
Lehman Brothers Tre    6.00    6/21/2011    EUR       4.76
Lehman Brothers Tre    2.00    6/21/2011    EUR       4.76
DZ Bank AG Deutsche   10.50   10/23/2015    EUR      65.01
DZ Bank AG Deutsche   15.00   10/23/2015    EUR      64.77
DZ Bank AG Deutsche   13.75   10/23/2015    EUR      71.60
DZ Bank AG Deutsche   13.00   10/23/2015    EUR      72.04
DZ Bank AG Deutsche   13.25   10/23/2015    EUR      59.63
DZ Bank AG Deutsche   13.25    9/21/2015    EUR      69.05
DZ Bank AG Deutsche   12.75   12/21/2015    EUR      72.18
DZ Bank AG Deutsche   10.25   12/21/2015    EUR      71.42
DZ Bank AG Deutsche   10.00    3/21/2016    EUR      73.69
Commerzbank AG         3.50    4/21/2016    EUR      71.98
Commerzbank AG         4.25    4/21/2016    EUR      70.57
Commerzbank AG         5.00    4/21/2016    EUR      69.20
Commerzbank AG         6.00    4/21/2016    EUR      68.10
Commerzbank AG         7.00    4/21/2016    EUR      67.05
Commerzbank AG         8.00    4/21/2016    EUR      66.10
Commerzbank AG         9.00    4/21/2016    EUR      65.20
Commerzbank AG        10.25    4/21/2016    EUR      64.55
HSBC Trinkaus & Bur   10.00     7/1/2016    EUR      73.86
UBS AG                 5.50   10/20/2015    EUR      73.87
Leonteq Securities    13.00   11/18/2015    USD      73.36
Vontobel Financial     8.15    3/29/2016    EUR      68.43
Vontobel Financial     9.90   12/28/2015    EUR      66.97
Vontobel Financial     8.60    6/24/2016    EUR      68.25
Commerzbank AG         6.75    4/21/2016    EUR      73.00
Commerzbank AG         9.25    4/21/2016    EUR      70.63
Bank Julius Baer &    13.70    5/13/2016    USD      59.10
Goldman Sachs & Co    22.00    9/23/2015    EUR      59.66
Goldman Sachs & Co    16.00   12/23/2015    EUR      63.31
Goldman Sachs & Co    23.00   12/23/2015    EUR      60.89
Goldman Sachs & Co    22.00    9/23/2015    EUR      59.49
Goldman Sachs & Co     8.00    5/25/2016    EUR      69.50
Raiffeisen Centroba    6.50    7/20/2016    EUR      70.27
LBBW                   4.00    1/22/2016    EUR      68.55
LBBW                   5.00    1/22/2016    EUR      67.17
LBBW                   3.00    1/22/2016    EUR      70.12
LBBW                   3.00   10/28/2016    EUR      74.12
LBBW                   3.00   10/28/2016    EUR      72.17
LBBW                   4.00   10/28/2016    EUR      70.03
LBBW                   5.00   10/28/2016    EUR      68.69
Deutsche Bank AG       9.20    3/22/2016    EUR      73.40
Deutsche Bank AG      11.20    3/22/2016    EUR      74.60
Deutsche Bank AG       8.20    6/21/2016    EUR      71.70
Deutsche Bank AG       8.20    3/22/2016    EUR      72.90
Deutsche Bank AG       9.20    9/20/2016    EUR      74.70
Deutsche Bank AG       9.20    6/21/2016    EUR      72.50
Deutsche Bank AG       8.20    9/20/2016    EUR      73.60
Deutsche Bank AG      11.20    6/21/2016    EUR      74.20
Deutsche Bank AG       9.20    6/21/2016    EUR      74.70
Deutsche Bank AG       9.20    9/20/2016    EUR      65.50
Deutsche Bank AG       8.20    9/20/2016    EUR      62.30
Deutsche Bank AG       8.20    3/22/2016    EUR      60.40
Deutsche Bank AG       8.20    3/22/2016    EUR      62.80
Deutsche Bank AG       9.20    6/21/2016    EUR      61.10
Deutsche Bank AG      11.20    3/22/2016    EUR      64.50
Deutsche Bank AG       9.20    3/22/2016    EUR      61.00
Deutsche Bank AG      11.20    6/21/2016    EUR      64.90
Deutsche Bank AG      11.20    3/22/2016    EUR      62.20
Deutsche Bank AG       8.20    6/21/2016    EUR      62.50
Deutsche Bank AG       8.20    6/21/2016    EUR      60.30
Deutsche Bank AG       9.20    9/20/2016    EUR      63.30
Deutsche Bank AG       9.20    6/21/2016    EUR      63.30
Deutsche Bank AG      11.20    9/20/2016    EUR      67.60
Deutsche Bank AG      11.20    6/21/2016    EUR      62.70
Deutsche Bank AG       8.20    9/20/2016    EUR      64.40
Deutsche Bank AG      11.20    9/20/2016    EUR      65.40
Deutsche Bank AG       9.20    3/22/2016    EUR      63.30
HSBC Trinkaus & Bur   11.40    6/24/2016    EUR      63.61
HSBC Trinkaus & Bur   11.40    9/23/2016    EUR      64.27
HSBC Trinkaus & Bur    6.30    9/23/2016    EUR      68.27
HSBC Trinkaus & Bur    6.90   12/23/2016    EUR      67.72
HSBC Trinkaus & Bur    8.40    5/27/2016    EUR      65.41
HSBC Trinkaus & Bur    7.60    9/23/2016    EUR      72.85
HSBC Trinkaus & Bur    9.90    2/26/2016    EUR      69.63
HSBC Trinkaus & Bur   10.00    5/27/2016    EUR      70.67
Vontobel Financial     9.40    5/27/2016    EUR      72.40
UBS AG                10.00    9/23/2016    EUR      73.55
UBS AG/London          5.50    7/10/2017    CHF      66.26
Vontobel Financial     5.30    6/10/2016    EUR      73.69
Vontobel Financial     6.55    6/10/2016    EUR      74.08
Vontobel Financial     6.00    3/11/2016    EUR      74.13
Vontobel Financial     4.55    3/11/2016    EUR      73.97
Vontobel Financial    18.45    9/11/2015    EUR      56.48
Vontobel Financial     7.20   12/11/2015    EUR      63.00
Vontobel Financial     7.80    3/11/2016    EUR      64.86
Vontobel Financial     6.85    3/11/2016    EUR      69.76
Vontobel Financial     5.65    3/11/2016    EUR      69.10
Vontobel Financial     6.60    6/10/2016    EUR      68.88
Vontobel Financial     7.60    6/10/2016    EUR      69.68
Vontobel Financial     8.30    6/10/2016    EUR      70.23
Bank Julius Baer &     3.70    5/13/2016    CHF      72.70
DZ Bank AG Deutsche    8.50   12/28/2015    EUR      68.86
DZ Bank AG Deutsche    6.50   12/28/2015    EUR      72.69
DZ Bank AG Deutsche    7.75   12/28/2015    EUR      73.07
DZ Bank AG Deutsche   10.00   12/28/2015    EUR      70.55
DZ Bank AG Deutsche    9.50    3/29/2016    EUR      72.32
DZ Bank AG Deutsche    6.75    9/23/2016    EUR      71.57
DZ Bank AG Deutsche    5.50    9/23/2016    EUR      63.63
DZ Bank AG Deutsche    7.00    9/23/2016    EUR      71.70
DZ Bank AG Deutsche    8.50   12/28/2015    EUR      71.04
DZ Bank AG Deutsche    5.50    9/23/2016    EUR      71.20
DZ Bank AG Deutsche    7.25    6/20/2016    EUR      72.07
DZ Bank AG Deutsche    6.00    6/20/2016    EUR      71.07
DZ Bank AG Deutsche    5.00    6/20/2016    EUR      70.27
DZ Bank AG Deutsche    6.25    3/21/2016    EUR      71.45
DZ Bank AG Deutsche    5.25    3/21/2016    EUR      72.16
DZ Bank AG Deutsche    5.50   12/21/2015    EUR      73.52
DZ Bank AG Deutsche    7.25   12/21/2015    EUR      68.61
UBS AG                12.60    2/12/2016    EUR      63.41
UBS AG                 4.00   11/11/2016    EUR      72.68
UBS AG                 7.80   11/11/2016    EUR      67.31
UBS AG                 9.80    2/12/2016    EUR      65.07
UBS AG                 5.30    2/12/2016    EUR      69.84
UBS AG                 5.30   11/11/2016    EUR      70.48
UBS AG                 3.50    2/12/2016    EUR      73.26
UBS AG                 7.40    2/12/2016    EUR      67.23
UBS AG                 6.50   11/11/2016    EUR      68.71
UBS AG                 9.30   11/11/2016    EUR      66.39
EFG International F    6.26     5/7/2018    EUR      72.56
Goldman Sachs & Co    18.00   12/23/2015    EUR      63.79
Goldman Sachs & Co    20.00    1/20/2016    EUR      63.61
Goldman Sachs & Co    18.00    2/24/2016    EUR      64.58
Goldman Sachs & Co    19.00    3/23/2016    EUR      64.36
Goldman Sachs & Co     7.00    5/25/2016    EUR      71.87
UBS AG/London         10.75     5/9/2016    CHF      68.06
Vontobel Financial     6.00    5/27/2016    EUR      72.42
Bank Julius Baer &    10.00    5/20/2016    USD      54.85
DZ Bank AG Deutsche    6.75    3/29/2016    EUR      72.63
DZ Bank AG Deutsche    5.50    6/24/2016    EUR      69.07
DZ Bank AG Deutsche    8.25    6/24/2016    EUR      66.11
Lehman Brothers Tre    8.00   12/27/2032    JPY       4.76
Lehman Brothers Tre    1.50     2/8/2012    CHF       4.76
Lehman Brothers Tre   12.00    7/13/2037    JPY       4.76
Lehman Brothers Tre   10.00    6/11/2038    JPY       4.76
Republika Srpska       1.50   12/24/2025    BAM      72.50
UBS AG                 8.50    6/10/2016    EUR      69.62
UBS AG                10.50    6/10/2016    EUR      68.25
UBS AG                 9.10   12/11/2015    EUR      68.25
UBS AG                 6.20   12/11/2015    EUR      70.96
UBS AG                 6.60    12/9/2016    EUR      71.17
UBS AG                12.80   12/11/2015    EUR      66.08
UBS AG                 8.00    12/9/2016    EUR      70.15
UBS AG                 6.60    6/10/2016    EUR      71.33
UBS AG                 4.30    12/9/2016    EUR      74.50
UBS AG                 5.40    12/9/2016    EUR      72.67
UBS AG                 4.00   12/11/2015    EUR      74.19
UBS AG                 5.00    6/10/2016    EUR      73.52
UniCredit Bank AG      6.00    6/23/2016    EUR      74.60
UniCredit Bank AG      4.50    6/23/2016    EUR      70.96
UniCredit Bank AG      4.20    6/23/2016    EUR      73.10
UniCredit Bank AG      5.00    6/23/2016    EUR      67.66
UniCredit Bank AG      4.30    6/23/2016    EUR      72.36
UniCredit Bank AG      4.90    6/23/2016    EUR      68.29
UniCredit Bank AG      4.40    6/23/2016    EUR      71.65
UniCredit Bank AG      4.60    6/23/2016    EUR      70.27
UniCredit Bank AG      4.70    6/23/2016    EUR      69.60
UniCredit Bank AG      4.80    6/23/2016    EUR      68.94
UBS AG/London         10.00     6/3/2016    CHF      69.98
UBS AG/London          6.00     6/3/2016    EUR      70.77
LBBW                   2.50    2/26/2016    EUR      71.90
LBBW                   3.50    2/26/2016    EUR      70.42
LBBW                   4.50    2/26/2016    EUR      69.08
LBBW                   4.00    6/23/2017    EUR      72.25
LBBW                   5.50    6/23/2017    EUR      70.12
Leonteq Securities    16.40    9/15/2016    CHF      74.92
Leonteq Securities    10.40    9/15/2016    CHF      71.00
UniCredit Bank AG      4.00   12/22/2016    EUR      71.05
UniCredit Bank AG      4.00   12/22/2016    EUR      68.00
UniCredit Bank AG      4.00   12/22/2016    EUR      74.25
Commerzbank AG         5.00    5/26/2016    EUR      74.35
Commerzbank AG         5.75    5/26/2016    EUR      73.48
Commerzbank AG         6.50    5/26/2016    EUR      72.66
Commerzbank AG         7.25    5/26/2016    EUR      71.87
Commerzbank AG         8.00    5/26/2016    EUR      71.12
Commerzbank AG         9.00    5/26/2016    EUR      70.60
Commerzbank AG         9.75    5/26/2016    EUR      69.90
HSBC Trinkaus & Bur   16.30    3/25/2016    EUR      74.21
HSBC Trinkaus & Bur   14.30    6/24/2016    EUR      75.03
HSBC Trinkaus & Bur   10.80    9/23/2016    EUR      70.28
HSBC Trinkaus & Bur    6.20    9/23/2016    EUR      73.65
HSBC Trinkaus & Bur    7.10   12/23/2016    EUR      73.23
HSBC Trinkaus & Bur    8.10    2/26/2016    EUR      70.59
HSBC Trinkaus & Bur    8.60    5/27/2016    EUR      70.77
Zurcher Kantonalban   11.50    6/16/2016    CHF      75.59
DZ Bank AG Deutsche   10.00    6/24/2016    EUR      72.74
Vontobel Financial     6.90    9/23/2016    EUR      74.16
Vontobel Financial     7.95    6/24/2016    EUR      73.48
Vontobel Financial     7.60    3/29/2016    EUR      74.17
Vontobel Financial     9.30   12/28/2015    EUR      73.00
UBS AG                12.50    6/24/2016    EUR      66.06
UBS AG                17.00    6/24/2016    EUR      63.82
UBS AG                 8.50    6/24/2016    EUR      70.08
UBS AG                12.00    6/24/2016    EUR      60.61
UBS AG                13.50    6/24/2016    EUR      57.72
UBS AG                 6.50    6/24/2016    EUR      71.80
DZ Bank AG Deutsche    4.75    9/19/2016    EUR      72.36
DZ Bank AG Deutsche    5.50    9/19/2016    EUR      73.16
DZ Bank AG Deutsche    6.25    9/19/2016    EUR      73.95
DZ Bank AG Deutsche    7.25    9/19/2016    EUR      73.64
DZ Bank AG Deutsche    6.50    9/19/2016    EUR      72.85
Bank J Safra Sarasi    5.00    5/26/2016    CHF      66.53
Deutsche Bank AG       4.20    8/24/2016    EUR      71.90
Deutsche Bank AG       4.20    8/24/2016    EUR      69.00
Deutsche Bank AG       4.20    7/20/2016    EUR      71.60
Deutsche Bank AG       5.20    7/20/2016    EUR      74.00
Deutsche Bank AG       5.20    8/24/2016    EUR      74.40
Deutsche Bank AG       5.20    7/20/2016    EUR      72.50
Deutsche Bank AG       6.20    7/20/2016    EUR      73.40
Deutsche Bank AG       5.20    7/20/2016    EUR      69.60
Deutsche Bank AG       6.20    8/24/2016    EUR      73.90
Deutsche Bank AG       5.20    8/24/2016    EUR      65.80
Deutsche Bank AG       5.20    7/20/2016    EUR      65.30
Deutsche Bank AG       5.20    8/24/2016    EUR      70.00
Deutsche Bank AG       5.20    8/24/2016    EUR      72.90
Deutsche Bank AG       6.20    8/24/2016    EUR      66.80
Deutsche Bank AG       6.20    8/24/2016    EUR      71.00
Deutsche Bank AG       5.20    5/25/2016    EUR      71.90
Deutsche Bank AG       6.20    5/25/2016    EUR      72.60
Deutsche Bank AG       5.20    5/25/2016    EUR      68.90
Deutsche Bank AG       6.20    5/25/2016    EUR      69.60
Deutsche Bank AG       6.20    5/25/2016    EUR      65.40
Deutsche Bank AG       5.20    5/25/2016    EUR      64.60
Deutsche Bank AG       4.20    5/25/2016    EUR      74.40
Deutsche Bank AG       8.20    5/25/2016    EUR      73.30
Deutsche Bank AG       8.20    5/25/2016    EUR      64.30
Deutsche Bank AG       8.20    5/25/2016    EUR      66.80
Deutsche Bank AG       8.20    4/20/2016    EUR      68.50
Deutsche Bank AG       8.20    4/20/2016    EUR      65.80
Deutsche Bank AG       5.20    4/20/2016    EUR      74.00
Deutsche Bank AG       6.20    4/20/2016    EUR      74.70
Deutsche Bank AG       5.20    4/20/2016    EUR      70.90
Deutsche Bank AG       6.20    4/20/2016    EUR      71.60
Deutsche Bank AG       6.20    4/20/2016    EUR      67.20
Deutsche Bank AG       5.20    4/20/2016    EUR      66.60
Deutsche Bank AG       6.20    5/25/2016    EUR      74.10
Deutsche Bank AG       5.20    5/25/2016    EUR      73.40
UBS AG                11.75    6/24/2016    EUR      69.75
UBS AG                 6.75    6/24/2016    EUR      66.33
UBS AG                12.25    6/24/2016    EUR      73.31
UBS AG                11.75    6/24/2016    EUR      71.30
UBS AG                14.75    6/24/2016    EUR      65.75
UBS AG                 7.25    6/24/2016    EUR      72.42
UBS AG                13.75    6/24/2016    EUR      64.84
UBS AG/London          6.25    5/30/2016    CHF      52.17
UBS AG/London          7.50    5/30/2016    CHF      75.19
Credit Suisse AG/Lo    8.00     6/6/2016    USD      57.12
WGZ-Bank AG Westdeu    4.25    6/29/2016    EUR      73.53
WGZ-Bank AG Westdeu    5.50    6/29/2016    EUR      71.48
WGZ-Bank AG Westdeu    6.50    6/29/2016    EUR      70.81
DZ Bank AG Deutsche    5.25    6/24/2016    EUR      73.36
DZ Bank AG Deutsche   10.25    6/24/2016    EUR      69.68
Vontobel Financial     5.50    9/23/2016    EUR      74.37
Vontobel Financial     5.45    6/24/2016    EUR      73.44
Vontobel Financial     4.70    3/29/2016    EUR      74.55
Vontobel Financial     5.15    12/9/2016    EUR      74.06
Vontobel Financial     6.30    12/9/2016    EUR      72.64
Vontobel Financial     7.55    12/9/2016    EUR      71.55
Vontobel Financial     5.55     9/9/2016    EUR      73.32
Vontobel Financial     6.90     9/9/2016    EUR      71.76
Vontobel Financial     8.40     9/9/2016    EUR      70.57
Vontobel Financial     6.70    9/23/2016    EUR      73.33
Vontobel Financial     7.20    6/24/2016    EUR      72.35
Vontobel Financial     6.10    3/29/2016    EUR      72.52
DZ Bank AG Deutsche    5.75    6/20/2016    EUR      70.80
DZ Bank AG Deutsche    5.75    9/19/2016    EUR      72.07
DZ Bank AG Deutsche    5.75   12/28/2015    EUR      72.43
DZ Bank AG Deutsche    7.75   12/28/2015    EUR      68.58
DZ Bank AG Deutsche    7.75    3/29/2016    EUR      69.97
DZ Bank AG Deutsche    5.75    9/23/2016    EUR      69.41
DZ Bank AG Deutsche    7.75    9/23/2016    EUR      71.48
DZ Bank AG Deutsche    5.50    3/29/2016    EUR      70.75
DZ Bank AG Deutsche    7.00    9/23/2016    EUR      72.87
DZ Bank AG Deutsche    6.25    9/23/2016    EUR      72.65
DZ Bank AG Deutsche    5.50   12/28/2015    EUR      64.58
DZ Bank AG Deutsche    6.50    9/23/2016    EUR      66.82
DZ Bank AG Deutsche    5.75   12/28/2015    EUR      69.62
DZ Bank AG Deutsche    7.25   12/28/2015    EUR      70.13
DZ Bank AG Deutsche    9.00   12/28/2015    EUR      71.21
Goldman Sachs & Co     5.00    3/23/2016    EUR      69.05
Goldman Sachs & Co     5.00    7/20/2016    EUR      73.18
Goldman Sachs & Co     6.00    7/20/2016    EUR      68.76
Goldman Sachs & Co     8.00    7/20/2016    EUR      70.52
Goldman Sachs & Co    10.00    7/20/2016    EUR      72.28
Goldman Sachs & Co     7.00   12/21/2016    EUR      72.13
Goldman Sachs & Co     7.00   12/21/2016    EUR      72.13
Goldman Sachs & Co    12.00    9/23/2015    EUR      70.53
Goldman Sachs & Co    18.00    9/23/2015    EUR      67.55
Goldman Sachs & Co    13.00   12/23/2015    EUR      70.61
Goldman Sachs & Co    25.00   12/23/2015    EUR      65.96
Goldman Sachs & Co    11.00    3/23/2016    EUR      72.50
Goldman Sachs & Co    23.00    4/20/2016    EUR      68.37
Goldman Sachs & Co    11.00    5/25/2016    EUR      71.69
Goldman Sachs & Co    18.00    5/25/2016    EUR      69.10
Goldman Sachs & Co    23.00    5/25/2016    EUR      68.48
Goldman Sachs & Co    19.00    6/22/2016    EUR      69.09
Goldman Sachs & Co    21.00    6/22/2016    EUR      68.65
Goldman Sachs & Co     8.00    7/20/2016    EUR      73.69
Goldman Sachs & Co    10.00    7/20/2016    EUR      72.42
Goldman Sachs & Co    14.00    7/20/2016    EUR      70.70
Goldman Sachs & Co    20.00    7/20/2016    EUR      69.39
Goldman Sachs & Co    15.00   12/21/2016    EUR      71.37
Commerzbank AG        10.50   10/22/2015    EUR      65.87
Commerzbank AG         9.00   12/24/2015    EUR      67.17
Commerzbank AG         9.00    5/26/2016    EUR      68.52
EFG International F   11.12   12/12/2016    USD      64.48
Bank Julius Baer &    12.50    6/20/2016    USD      69.45
Bank J Safra Sarasi    9.70    6/15/2016    CHF      67.93
Bank Julius Baer &    10.00    6/13/2016    USD      80.05
DZ Bank AG Deutsche    6.75    3/29/2016    EUR      72.03
DZ Bank AG Deutsche    8.00    3/29/2016    EUR      72.76
DZ Bank AG Deutsche    5.00    3/29/2016    EUR      67.16
DZ Bank AG Deutsche    7.00    6/24/2016    EUR      71.02
DZ Bank AG Deutsche    8.25    6/24/2016    EUR      73.53
Bank Julius Baer &    10.30    6/16/2016    CHF      70.80
Norddeutsche Landes    5.00     6/3/2016    EUR      69.78
DZ Bank AG Deutsche    7.00    3/29/2016    EUR      73.18
DZ Bank AG Deutsche    7.00    3/29/2016    EUR      61.48
DZ Bank AG Deutsche    8.00    6/24/2016    EUR      71.77
DZ Bank AG Deutsche    6.75    3/29/2016    EUR      71.48
DZ Bank AG Deutsche    7.50    6/24/2016    EUR      71.70
DZ Bank AG Deutsche    7.50   12/21/2015    EUR      70.58
DZ Bank AG Deutsche    8.50    6/20/2016    EUR      73.00
DZ Bank AG Deutsche    6.00    6/24/2016    EUR      69.32
HSBC Trinkaus & Bur    9.70    9/23/2016    EUR      66.73
LBBW                   3.00    6/24/2016    EUR      72.23
LBBW                   4.00    6/24/2016    EUR      70.55
LBBW                   5.00    6/24/2016    EUR      68.94
Leonteq Securities    10.40     9/1/2016    CHF      56.81
Goldman Sachs & Co    14.00    2/24/2016    EUR      67.44
Goldman Sachs & Co    23.00    2/24/2016    EUR      64.84
Goldman Sachs & Co    24.00    3/23/2016    EUR      65.16
Goldman Sachs & Co    15.00    4/20/2016    EUR      67.73
Goldman Sachs & Co    20.00    4/20/2016    EUR      66.47
Goldman Sachs & Co    10.00    9/21/2016    EUR      71.39
Goldman Sachs & Co    13.00    9/21/2016    EUR      69.70
Goldman Sachs & Co    17.00    9/21/2016    EUR      67.81
UBS AG/London         12.00    5/23/2016    CHF      57.92
UBS AG/London         15.50    5/23/2016    USD      71.23
DZ Bank AG Deutsche    8.00   12/28/2015    EUR      68.62
DZ Bank AG Deutsche   16.00   11/27/2015    EUR      72.89
DZ Bank AG Deutsche   12.50   11/27/2015    EUR      67.73
Vontobel Financial     6.50    6/24/2016    EUR      69.65
City of Predeal Rom    2.50    5/15/2026    RON      60.00
Vontobel Financial     6.20    6/10/2016    EUR      71.26
Vontobel Financial     8.30    9/23/2016    EUR      70.01
Vontobel Financial     9.50    6/24/2016    EUR      68.98
Vontobel Financial     4.50   12/18/2015    EUR      70.42
Vontobel Financial     5.35    3/11/2016    EUR      71.18
Vontobel Financial     9.40    3/29/2016    EUR      69.16
Vontobel Financial     6.90     9/9/2016    EUR      73.37
Vontobel Financial     6.05     9/9/2016    EUR      66.88
Vontobel Financial     5.05     9/9/2016    EUR      65.86
Vontobel Financial     7.50     9/9/2016    EUR      74.00
Vontobel Financial     6.90    12/9/2016    EUR      74.85
Vontobel Financial    10.35   12/11/2015    EUR      58.84
Vontobel Financial     6.50    12/9/2016    EUR      74.33
Vontobel Financial     5.90    12/9/2016    EUR      73.55
Vontobel Financial     5.05    12/9/2016    EUR      66.64
DZ Bank AG Deutsche    3.50    9/30/2016    EUR      63.41
LBBW                   4.80    7/22/2016    EUR      54.47
Zurcher Kantonalban    5.01   10/28/2016    CHF      74.29
Notenstein Privatba    7.40   10/31/2016    CHF      40.72
LBBW                   3.50   10/23/2015    EUR      68.08
LBBW                   4.50   10/23/2015    EUR      63.07
LBBW                   5.50   10/23/2015    EUR      59.52
LBBW                   3.30   12/23/2016    EUR      68.54
UBS AG                14.25    9/25/2015    EUR      44.51
UBS AG                 7.50    9/25/2015    EUR      58.76
UBS AG                 6.75    9/25/2015    EUR      61.25
UBS AG                 5.25    9/25/2015    EUR      66.97
UBS AG                 4.50    9/25/2015    EUR      70.26
UBS AG                 6.00    9/25/2015    EUR      63.99
Lehman Brothers Tre   18.25    10/2/2008    USD       4.76
Glitnir HF             6.38    9/25/2012    USD      27.13
Lehman Brothers Tre    3.40    9/21/2009    HKD       4.76
Lehman Brothers Tre    4.00   10/12/2010    USD       4.76
Glitnir HF             6.00   12/15/2012    GBP      27.13
Lehman Brothers Tre    1.50   10/12/2010    EUR       4.76
ECM Real Estate Inv    5.00    10/9/2011    EUR      10.38
Lehman Brothers Tre    7.00   10/22/2010    EUR       4.76
Lehman Brothers Tre    8.00   10/23/2008    USD       4.76
Lehman Brothers Tre    4.60    11/9/2011    EUR      19.00
Lehman Brothers Tre    4.80   11/16/2012    HKD       4.76
Lehman Brothers Tre    3.50   12/20/2027    USD       4.76
Lehman Brothers Tre    5.50   11/30/2012    CZK       4.76
Lehman Brothers Tre   14.90   11/16/2010    EUR       4.76
Lehman Brothers Tre    6.00   10/30/2012    USD       4.76
Lehman Brothers Tre   16.00    10/8/2008    CHF       4.76
Lehman Brothers Tre    3.00    12/3/2012    EUR       4.76
Lehman Brothers Tre    6.75     4/5/2012    EUR       4.76
Lehman Brothers Tre    5.00    4/24/2017    EUR       4.76
Lehman Brothers Tre    7.39     5/4/2017    USD       4.76
Lehman Brothers Tre    4.25    5/15/2010    EUR       4.76
Lehman Brothers Tre    3.35   10/13/2016    EUR       4.76
Lehman Brothers Tre    4.00    5/30/2010    USD       4.76
Lehman Brothers Tre    4.00    5/17/2010    USD       4.76
Lehman Brothers Tre    2.48    5/12/2009    USD       4.76
Lehman Brothers Tre    2.25    5/12/2009    USD       4.76
Lehman Brothers Tre    6.00   12/30/2017    EUR       4.76
Lehman Brothers Tre    4.10    6/10/2014    SGD      16.25
Lehman Brothers Tre   13.00    7/25/2012    EUR       4.76
Lehman Brothers Tre   10.00     8/2/2037    JPY       4.76
Lehman Brothers Tre    4.00    7/20/2012    EUR       4.76
Lehman Brothers Tre    3.00    8/13/2011    EUR       4.76
Lehman Brothers Tre    2.50   12/15/2011    GBP       4.76
Lehman Brothers Tre    4.00   11/24/2016    EUR       4.76
Lehman Brothers Tre   11.00   12/19/2011    USD       4.76
Lehman Brothers Tre    1.75     2/7/2010    EUR       4.76
Lehman Brothers Tre    6.00    2/14/2012    EUR       4.76
Lehman Brothers Tre    7.00    2/15/2012    EUR       4.76
Lehman Brothers Tre    4.69    2/19/2017    EUR       4.76
Lehman Brothers Tre    6.00    5/12/2017    EUR       4.76
Lehman Brothers Tre    4.10    2/19/2010    EUR       4.76
Lehman Brothers Tre    6.60    2/22/2012    EUR       4.76
Lehman Brothers Tre    5.20    3/19/2018    EUR       4.76
Lehman Brothers Tre    5.00    2/28/2032    EUR       4.76
Societe Generale Ef    4.00    6/26/2017    EUR      49.22
Leonteq Securities     6.20    7/15/2016    EUR      61.28
Landesbank Berlin A    5.25    9/10/2015    EUR      59.60
LBBW                   3.50    9/23/2016    EUR      72.55
UBS AG                 9.75   12/29/2015    EUR      72.21
Goldman Sachs & Co     8.00    9/23/2015    EUR      66.53
Goldman Sachs & Co     8.00    9/23/2015    EUR      69.46
Goldman Sachs & Co     8.00    9/23/2015    EUR      66.84
Goldman Sachs & Co    11.00    9/23/2015    EUR      66.40
Goldman Sachs & Co    12.00    9/23/2015    EUR      62.40
Goldman Sachs & Co     8.00   12/23/2015    EUR      72.98
Goldman Sachs & Co    10.00   12/23/2015    EUR      66.42
Goldman Sachs & Co    11.00   12/23/2015    EUR      62.49
UBS AG                 4.50   12/29/2015    EUR      71.20
UBS AG                 4.50   12/29/2015    EUR      71.20
UBS AG/London         15.00    9/25/2015    EUR      62.82
UBS AG/London         15.50   12/29/2015    EUR      63.55
UBS AG/London         13.00    9/25/2015    EUR      66.11
UBS AG/London         19.75    9/25/2015    EUR      57.26
UBS AG/London         17.25   12/29/2015    EUR      61.35
UBS AG/London         11.00    9/25/2015    EUR      69.81
UBS AG/London         19.25   12/29/2015    EUR      59.48
UBS AG/London         13.75   12/29/2015    EUR      66.00
UBS AG/London         17.25    9/25/2015    EUR      59.88
UBS AG/London         11.75   12/29/2015    EUR      68.68
UBS AG/London         10.00   12/29/2015    EUR      71.77
Deutsche Bank AG       5.20    1/19/2016    EUR      62.70
Deutsche Bank AG       4.20    1/19/2016    EUR      62.30
Deutsche Bank AG       5.20    1/19/2016    EUR      60.20
Deutsche Bank AG       4.20    1/19/2016    EUR      59.80
Deutsche Bank AG       4.20    1/19/2016    EUR      57.50
Deutsche Bank AG       5.20    1/19/2016    EUR      57.90
Deutsche Bank AG       5.20    1/19/2016    EUR      55.70
Deutsche Bank AG       4.20    1/19/2016    EUR      55.30
Deutsche Bank AG       5.20    2/23/2016    EUR      63.20
Deutsche Bank AG       4.20    2/23/2016    EUR      62.70
Deutsche Bank AG       5.20    2/23/2016    EUR      60.70
Deutsche Bank AG       4.20    2/23/2016    EUR      60.20
Deutsche Bank AG       4.20    2/23/2016    EUR      57.90
Deutsche Bank AG       5.20    2/23/2016    EUR      58.30
Deutsche Bank AG       5.20    2/23/2016    EUR      56.20
Deutsche Bank AG       4.20    2/23/2016    EUR      55.70
Deutsche Bank AG       6.20    1/19/2016    EUR      60.60
Deutsche Bank AG       7.20    1/19/2016    EUR      61.00
Deutsche Bank AG       7.20    1/19/2016    EUR      58.70
Deutsche Bank AG       6.20    1/19/2016    EUR      58.30
Deutsche Bank AG       6.20    1/19/2016    EUR      56.10
Deutsche Bank AG       7.20    1/19/2016    EUR      56.50
Deutsche Bank AG       7.20    2/23/2016    EUR      61.60
Deutsche Bank AG       6.20    2/23/2016    EUR      61.10
Deutsche Bank AG       7.20    2/23/2016    EUR      59.30
Deutsche Bank AG       6.20    2/23/2016    EUR      58.80
Deutsche Bank AG       7.20    2/23/2016    EUR      57.20
Deutsche Bank AG       6.20    2/23/2016    EUR      56.70
Deutsche Bank AG       7.20   10/21/2015    EUR      59.20
Deutsche Bank AG       7.20   10/21/2015    EUR      56.90
Deutsche Bank AG       7.20   10/21/2015    EUR      54.80
Deutsche Bank AG       7.20   11/25/2015    EUR      59.90
Deutsche Bank AG       7.20   11/25/2015    EUR      57.60
Deutsche Bank AG       7.20   11/25/2015    EUR      55.50
Deutsche Bank AG       7.20    3/22/2016    EUR      62.20
Deutsche Bank AG       6.20    3/22/2016    EUR      61.60
Deutsche Bank AG       7.20    3/22/2016    EUR      59.90
Deutsche Bank AG       7.20    3/22/2016    EUR      57.70
Goldman Sachs & Co     6.00   11/25/2015    EUR      55.24
Goldman Sachs & Co     7.00   11/25/2015    EUR      55.47
Goldman Sachs & Co     6.00    1/20/2016    EUR      56.17
Goldman Sachs & Co     7.00    1/20/2016    EUR      56.56
Goldman Sachs & Co    10.00    1/20/2016    EUR      57.71
Goldman Sachs & Co    12.00    1/20/2016    EUR      58.48
Goldman Sachs & Co    12.00    1/20/2016    EUR      58.48
Goldman Sachs & Co    11.00    3/23/2016    EUR      59.91
Goldman Sachs & Co    11.00    3/23/2016    EUR      59.91
Goldman Sachs & Co     6.00    6/22/2016    EUR      56.49
Goldman Sachs & Co     7.00    6/22/2016    EUR      57.30
Goldman Sachs & Co    10.00    6/22/2016    EUR      59.71
Goldman Sachs & Co    10.00    6/22/2016    EUR      59.71
Goldman Sachs & Co    10.00    6/22/2016    EUR      59.71
Goldman Sachs & Co    11.00    6/22/2016    EUR      60.51
Goldman Sachs & Co    11.00    6/22/2016    EUR      60.51
Deutsche Bank AG       4.20    1/19/2016    EUR      74.70
Deutsche Bank AG       4.20    2/23/2016    EUR      75.00
Goldman Sachs & Co    15.00    1/20/2016    EUR      74.09
Goldman Sachs & Co    18.00    1/20/2016    EUR      71.03
Goldman Sachs & Co    15.00    6/22/2016    EUR      73.55
Goldman Sachs & Co     6.00    9/23/2015    EUR      66.83
Goldman Sachs & Co     7.00    9/23/2015    EUR      63.89
Goldman Sachs & Co    19.00    9/23/2015    EUR      50.78
Goldman Sachs & Co    20.00   10/21/2015    EUR      50.83
Goldman Sachs & Co    24.00    9/23/2015    EUR      47.74
Goldman Sachs & Co    22.00   10/21/2015    EUR      49.49
Goldman Sachs & Co     6.00   11/25/2015    EUR      67.97
Goldman Sachs & Co    18.00   11/25/2015    EUR      52.33
Goldman Sachs & Co    23.00   12/23/2015    EUR      50.78
Goldman Sachs & Co    19.00   12/23/2015    EUR      52.46
Goldman Sachs & Co     6.00    1/20/2016    EUR      65.90
Goldman Sachs & Co    10.00    1/20/2016    EUR      59.75
Goldman Sachs & Co    15.00    1/20/2016    EUR      55.72
Goldman Sachs & Co    18.00    1/20/2016    EUR      53.54
Goldman Sachs & Co    19.00    3/23/2016    EUR      54.27
Goldman Sachs & Co    22.00    1/20/2016    EUR      52.16
Goldman Sachs & Co     6.00    6/22/2016    EUR      68.47
Goldman Sachs & Co     7.00    6/22/2016    EUR      66.52
Goldman Sachs & Co     8.00    6/22/2016    EUR      62.43
Goldman Sachs & Co    10.00    6/22/2016    EUR      61.84
Goldman Sachs & Co    18.00    6/22/2016    EUR      56.55
Goldman Sachs & Co    15.00    6/22/2016    EUR      56.95
Notenstein Privatba    8.50    1/16/2017    EUR      67.43
DZ Bank AG Deutsche    9.50   12/28/2015    EUR      56.38
DZ Bank AG Deutsche    8.75    6/24/2016    EUR      58.38
DZ Bank AG Deutsche    7.00   12/28/2015    EUR      62.80
DZ Bank AG Deutsche   11.25   12/28/2015    EUR      58.56
Commerzbank AG         4.75   12/24/2015    EUR      67.47
Commerzbank AG         5.50   12/24/2015    EUR      65.77
Commerzbank AG         6.25   12/24/2015    EUR      64.21
Commerzbank AG         7.25   12/24/2015    EUR      62.81
Commerzbank AG         8.25   12/24/2015    EUR      61.48
Commerzbank AG         9.25   12/24/2015    EUR      60.25
Commerzbank AG        10.25   12/24/2015    EUR      59.10
Commerzbank AG        11.25   12/24/2015    EUR      58.01
Vontobel Financial     6.00    1/22/2016    EUR      64.04
DZ Bank AG Deutsche    6.50    9/21/2015    EUR      73.13
Commerzbank AG         8.50   12/24/2015    EUR      77.57
Commerzbank AG        11.25   12/24/2015    EUR      72.83
Commerzbank AG        14.25   12/24/2015    EUR      68.72
Commerzbank AG         7.50   12/24/2015    EUR      73.74
Commerzbank AG         9.50   12/24/2015    EUR      70.66
Deutsche Bank AG       7.20   10/21/2015    EUR      69.50
Deutsche Bank AG       7.20   11/25/2015    EUR      70.10
Deutsche Bank AG       6.20    6/22/2016    EUR      70.10
Deutsche Bank AG       7.20    3/22/2016    EUR      72.30
Deutsche Bank AG       7.20    6/22/2016    EUR      70.90
Deutsche Bank AG       6.20   10/21/2015    EUR      69.30
Deutsche Bank AG       6.20    3/22/2016    EUR      71.70
Deutsche Bank AG       6.20   11/25/2015    EUR      69.90
Leonteq Securities    11.00   12/15/2015    USD      36.95
DZ Bank AG Deutsche    6.50    3/29/2016    EUR      72.37
DZ Bank AG Deutsche    5.25   12/21/2015    EUR      64.96
DZ Bank AG Deutsche    5.25    3/21/2016    EUR      66.20
DZ Bank AG Deutsche    5.70   12/21/2015    EUR      72.06
DZ Bank AG Deutsche    5.60    3/21/2016    EUR      73.28
UBS AG/London          5.00   12/10/2015    USD      70.12
Vontobel Financial     9.20   12/28/2015    EUR      71.17
Bank Julius Baer &    14.20   12/23/2015    CHF      77.90
Deutsche Bank AG       5.34    6/30/2016    EUR      57.44
Vontobel Financial     6.00    6/24/2016    EUR      58.96
Vontobel Financial     9.50    9/25/2015    EUR      71.17
Vontobel Financial     5.50    1/15/2016    EUR      59.11
Bank J Safra Sarasi    5.75   12/17/2015    CHF      60.00
Goldman Sachs & Co    12.00   11/25/2015    EUR      71.03
Goldman Sachs & Co    11.00   12/23/2015    EUR      71.63
Goldman Sachs & Co    11.00   12/23/2015    EUR      71.63
Goldman Sachs & Co    11.00    1/20/2016    EUR      72.43
Goldman Sachs & Co     6.00    6/22/2016    EUR      69.96
Goldman Sachs & Co     7.00    1/20/2016    EUR      52.71
UBS AG/London         10.75   12/17/2015    CHF      69.85
DZ Bank AG Deutsche    8.75   12/28/2015    EUR      72.21
Leonteq Securities    13.40   12/29/2015    USD      67.96
Goldman Sachs & Co    23.00   12/23/2015    EUR      64.11
Goldman Sachs & Co    21.00    1/20/2016    EUR      65.10
Goldman Sachs & Co    17.00    6/22/2016    EUR      68.45
Goldman Sachs & Co    22.00   11/25/2015    EUR      70.12
DZ Bank AG Deutsche    9.20   11/25/2015    EUR      71.24
Deutsche Bank AG       8.20   12/22/2015    EUR      54.30
Deutsche Bank AG       8.20    3/22/2016    EUR      56.30
Deutsche Bank AG       8.20   12/20/2016    EUR      60.40
Deutsche Bank AG       8.20    6/22/2016    EUR      56.40
HSBC Trinkaus & Bur    6.30    9/25/2015    EUR      76.62
HSBC Trinkaus & Bur   10.40   12/28/2015    EUR      69.96
HSBC Trinkaus & Bur    6.60   12/28/2015    EUR      76.69
HSBC Trinkaus & Bur   13.20   11/27/2015    EUR      66.38
HSBC Trinkaus & Bur   16.00   12/28/2015    EUR      65.51
HSBC Trinkaus & Bur    7.10    3/25/2016    EUR      74.40
HSBC Trinkaus & Bur    8.10   11/27/2015    EUR      72.64
HSBC Trinkaus & Bur    7.30    9/25/2015    EUR      54.59
Bank Julius Baer &    12.80    1/29/2016    USD      48.85
Bank Julius Baer &     7.70    1/29/2016    USD      74.35
Societe Generale SA    5.10     9/5/2017    EUR      59.57
Commerzbank AG        11.50    1/21/2016    EUR      66.78
Commerzbank AG         6.50    1/21/2016    EUR      73.50
Commerzbank AG         7.25    1/21/2016    EUR      71.88
Commerzbank AG         8.25    1/21/2016    EUR      70.47
Commerzbank AG         9.25    1/21/2016    EUR      69.14
Commerzbank AG        10.25    1/21/2016    EUR      67.89
Leonteq Securities    12.00    1/27/2016    AUD      70.49
Credit Suisse AG/Lo    7.80    7/16/2025    USD       9.65
UBS AG/London          5.75    3/29/2016    EUR      74.54
UBS AG/London          8.25    9/25/2015    EUR      60.48
UBS AG/London          6.75   12/29/2015    EUR      68.14
UBS AG/London          6.00    6/24/2016    EUR      68.79
UBS AG/London         14.50    9/25/2015    EUR      71.49
UBS AG/London          5.25    3/29/2016    EUR      72.92
UBS AG/London          7.25    3/29/2016    EUR      68.46
UBS AG/London          5.50   12/29/2015    EUR      74.96
UBS AG/London          8.25    6/24/2016    EUR      63.70
UBS AG/London         24.75   12/29/2015    EUR      69.46
UBS AG/London          8.00   12/29/2015    EUR      73.26
UBS AG/London          9.00   12/29/2015    EUR      57.90
UBS AG/London         10.75    6/24/2016    EUR      53.56
UBS AG/London         23.00    3/29/2016    EUR      70.95
UBS AG/London         24.25   12/29/2015    EUR      60.47
UBS AG/London          9.00    9/25/2015    EUR      37.37
UBS AG/London         10.50    9/25/2015    EUR      55.32
UBS AG/London          9.00    9/25/2015    EUR      63.64
UBS AG/London          9.50    3/29/2016    EUR      59.08
UBS AG/London          5.00    6/24/2016    EUR      74.34
UBS AG/London          6.75    9/25/2015    EUR      66.38
UBS AG/London          8.25   12/29/2015    EUR      62.65
UBS AG/London         14.00   12/23/2016    EUR      59.66
UBS AG/London          7.50    6/24/2016    EUR      73.93
UBS AG/London         23.75    6/24/2016    EUR      59.12
UBS AG/London          9.00   12/29/2015    EUR      65.41
UBS AG/London         13.25    6/24/2016    EUR      60.25
UBS AG/London         21.25   12/29/2015    EUR      73.21
UBS AG/London         22.50    6/24/2016    EUR      72.02
UBS AG/London          5.75    3/29/2016    EUR      70.45
UBS AG/London          9.25    6/24/2016    EUR      59.78
UBS AG/London         25.00    3/29/2016    EUR      69.77
UBS AG/London          9.00    9/25/2015    EUR      71.25
UBS AG/London          6.75    9/25/2015    EUR      68.93
UBS AG/London         10.75    9/25/2015    EUR      47.79
UBS AG/London          8.50    3/29/2016    EUR      63.37
UBS AG/London         20.75    6/24/2016    EUR      72.79
UBS AG/London         24.50    6/24/2016    EUR      70.33
UBS AG/London         21.00    9/25/2015    EUR      73.31
UBS AG/London         23.50    9/25/2015    EUR      71.13
UBS AG/London         10.25    9/25/2015    EUR      33.94
UBS AG/London         24.75    9/25/2015    EUR      57.24
UBS AG/London         11.00    3/29/2016    EUR      52.30
UBS AG/London          5.50    9/25/2015    EUR      73.63
UBS AG/London          5.50    6/24/2016    EUR      73.75
UBS AG/London         10.00    9/25/2015    EUR      66.59
UBS AG/London          7.00    6/24/2016    EUR      68.30
UBS AG/London          9.00    9/25/2015    EUR      55.53
UBS AG/London          5.50    6/24/2016    EUR      71.27
UBS AG/London          9.50   12/29/2015    EUR      65.23
UBS AG/London          6.50   12/29/2015    EUR      70.32
UBS AG/London          9.00   12/29/2015    EUR      53.32
UBS AG/London         14.75    9/25/2015    EUR      52.55
UBS AG/London         23.25    6/24/2016    EUR      70.72
UBS AG/London         23.00    9/25/2015    EUR      69.88
UBS AG/London         11.00   12/29/2015    EUR      57.44
Vontobel Financial     6.55     9/4/2015    EUR      48.10
HSBC Trinkaus & Bur   12.50    9/25/2015    EUR      64.94
HSBC Trinkaus & Bur    7.50    9/25/2015    EUR      71.23
HSBC Trinkaus & Bur   13.00    9/25/2015    EUR      42.28
HSBC Trinkaus & Bur    9.00    9/25/2015    EUR      46.00
HSBC Trinkaus & Bur    7.00   12/28/2015    EUR      49.15
DZ Bank AG Deutsche    7.00    3/29/2016    EUR      72.18
DZ Bank AG Deutsche    5.00    3/29/2016    EUR      73.44
DZ Bank AG Deutsche    6.50    6/24/2016    EUR      73.08
Notenstein Privatba    6.00    5/24/2016    EUR      54.79
Goldman Sachs & Co    19.00    5/25/2016    EUR      71.45
Credit Suisse AG/Na    8.25    5/20/2016    USD      71.92
Vontobel Financial     6.25    3/29/2016    EUR      71.85
Vontobel Financial     6.95    6/24/2016    EUR      71.98
Vontobel Financial     6.45    9/23/2016    EUR      72.45
DZ Bank AG Deutsche    5.25   12/28/2015    EUR      73.15
Societe Generale Ef    8.68     7/7/2016    EUR      67.21
Societe Generale Ef   10.57     7/7/2016    EUR      65.71
Societe Generale Ef   12.62     7/7/2016    EUR      64.57
Societe Generale Ef    8.26   10/10/2016    EUR      70.10
Societe Generale Ef    9.99   10/10/2016    EUR      68.35
Societe Generale Ef   13.91   10/10/2016    EUR      66.01
Zurcher Kantonalban   10.03    6/17/2016    EUR      73.83
Commerzbank AG         7.50   11/26/2015    EUR      74.35
Lehman Brothers Tre    6.00    2/19/2023    USD       4.76
Lehman Brothers Tre   11.75     3/1/2010    EUR       4.76
Lehman Brothers Tre    7.05     4/8/2015    USD       4.76
Lehman Brothers Tre    7.80    3/31/2018    USD       4.76
Landesbank Hessen-T    6.35    3/18/2016    EUR      64.10
DZ Bank AG Deutsche    6.30    9/21/2015    EUR      73.75
DZ Bank AG Deutsche    6.70    9/21/2015    EUR      72.07
DZ Bank AG Deutsche    6.80   12/21/2015    EUR      73.75
DZ Bank AG Deutsche   10.50    9/25/2015    EUR      72.88
DZ Bank AG Deutsche    5.25    3/29/2016    EUR      66.24
DZ Bank AG Deutsche   10.25    3/29/2016    EUR      63.57
DZ Bank AG Deutsche   10.00    6/24/2016    EUR      63.55
DZ Bank AG Deutsche   14.25    9/25/2015    EUR      58.68
DZ Bank AG Deutsche   11.25   12/28/2015    EUR      61.37
DZ Bank AG Deutsche   13.00    9/25/2015    EUR      73.42
Landesbank Hessen-T    5.10    4/15/2016    EUR      59.70
HSBC Trinkaus & Bur   15.10    9/25/2015    EUR      70.13
HSBC Trinkaus & Bur   11.80   12/28/2015    EUR      72.84
HSBC Trinkaus & Bur   12.10    3/25/2016    EUR      72.69
HSBC Trinkaus & Bur   15.20    9/25/2015    EUR      71.76
HSBC Trinkaus & Bur    6.30    6/24/2016    EUR      66.90
HSBC Trinkaus & Bur   14.00    9/25/2015    EUR      72.57
HSBC Trinkaus & Bur   17.30    9/25/2015    EUR      73.51
HSBC Trinkaus & Bur   10.00   11/27/2015    EUR      72.33
HSBC Trinkaus & Bur    9.00    2/26/2016    EUR      73.75
HSBC Trinkaus & Bur   14.80    9/25/2015    EUR      71.87
HSBC Trinkaus & Bur   14.50    9/25/2015    EUR      71.27
HSBC Trinkaus & Bur   12.00   12/28/2015    EUR      73.85
HSBC Trinkaus & Bur   13.70    3/25/2016    EUR      72.68
BNP Paribas Emissio    9.00   10/22/2015    EUR      73.48
BNP Paribas Emissio   18.00   10/22/2015    EUR      66.23
BNP Paribas Emissio   13.00   12/24/2015    EUR      71.70
BNP Paribas Emissio   10.00    3/24/2016    EUR      73.19
BNP Paribas Emissio   10.00    6/23/2016    EUR      73.48
BNP Paribas Emissio   12.00    6/23/2016    EUR      71.49
UniCredit Bank AG      5.00    3/24/2016    EUR      73.82
Credit Suisse AG/Na    7.00    9/16/2016    CHF      52.30
HSBC Trinkaus & Bur   10.40   12/28/2015    EUR      74.71
HSBC Trinkaus & Bur    9.10   12/28/2015    EUR      74.27
HSBC Trinkaus & Bur    7.50   12/28/2015    EUR      73.72
HSBC Trinkaus & Bur    7.50    3/25/2016    EUR      74.72
Lehman Brothers Tre    5.50     7/8/2013    EUR       4.76
Lehman Brothers Tre   16.00   12/26/2008    USD       4.76
Lehman Brothers Tre   13.43     1/8/2009    ILS       4.76
Lehman Brothers Tre    0.50     7/2/2020    EUR       4.76
Lehman Brothers Tre    7.75     1/3/2012    AUD       4.76
Lehman Brothers Tre    3.10     6/4/2010    USD       4.76
Lehman Brothers Tre    5.00   11/22/2012    EUR       4.76
Lehman Brothers Tre    6.00     8/7/2013    EUR       4.76
Lehman Brothers Tre   16.80    8/21/2009    USD       4.76
Lehman Brothers Tre    5.25     7/8/2014    EUR       4.76
Lehman Brothers Tre    4.00    8/11/2010    USD      19.00
Lehman Brothers Tre    2.30     6/6/2013    USD       4.76
Lehman Brothers Tre    7.50    5/30/2010    AUD       4.76
Lehman Brothers Tre   11.00     5/9/2020    USD       4.76
Lehman Brothers Tre    4.30     6/4/2012    USD       4.76
Lehman Brothers Tre    4.00     6/5/2011    USD       4.76
Lehman Brothers Tre    6.70    4/21/2011    USD       4.76
Lehman Brothers Tre    3.00    9/12/2036    JPY      19.00
Lehman Brothers Tre    4.68   12/12/2045    EUR       4.76
Lehman Brothers Tre   13.00   12/14/2012    USD       4.76
Lehman Brothers Tre    7.50    2/14/2010    AUD       4.76
Lehman Brothers Tre   10.00   10/23/2008    USD       4.76
Lehman Brothers Tre   10.00   10/22/2008    USD       4.76
Lehman Brothers Tre    6.45    2/20/2010    AUD       4.76
Lehman Brothers Tre    6.60    5/23/2012    AUD       4.76
Lehman Brothers Tre    3.45    5/23/2013    USD       4.76
Lehman Brothers Tre   16.00   10/28/2008    USD       4.76
Lehman Brothers Tre    5.50    4/23/2014    EUR       4.76
Lehman Brothers Tre    5.00    2/15/2018    EUR       4.76
Lehman Brothers Tre    9.00     5/6/2011    CHF       4.76
Lehman Brothers Tre   16.20    5/14/2009    USD       4.76
Lehman Brothers Tre   10.60    4/22/2014    MXN       4.76
Lehman Brothers Tre    9.75    6/22/2018    USD       4.76
Lehman Brothers Tre   10.00    5/22/2009    USD       4.76
Lehman Brothers Tre    4.60     8/1/2013    EUR       4.76
Lehman Brothers Tre    8.00    5/22/2009    USD       4.76
Lehman Brothers Tre   15.00     6/4/2009    CHF       4.76
Lehman Brothers Tre    7.60     3/4/2010    NZD       4.76
Lehman Brothers Tre   17.00     6/2/2009    USD       4.76
Lehman Brothers Tre    3.00     6/3/2010    EUR       4.76
Lehman Brothers Tre   12.40    6/12/2009    USD       4.76
Lehman Brothers Tre    2.00    6/28/2011    EUR       4.76
Nordea Bank Finland    0.82    1/17/2018    SEK      75.50
Lehman Brothers Tre    9.25    6/20/2012    USD       4.76
Lehman Brothers Tre    3.00    9/13/2010    JPY      19.00
MirLand Development    8.50    8/31/2016    ILS      38.00
Lehman Brothers Tre    3.20    3/19/2018    JPY       4.76
Kaupthing Bank Hf      6.50    10/8/2010    ISK      22.00
Kaupthing Bank Hf      7.50    12/5/2014    ISK      22.00
Lehman Brothers Tre    2.30    6/27/2013    USD       4.76
Heta Asset Resoluti    0.20     7/1/2017    EUR      64.00
Lehman Brothers Tre    2.37    7/15/2013    USD       4.76
Lehman Brothers Tre    4.87    10/8/2013    USD       4.76
Lehman Brothers Tre    1.95    11/4/2013    EUR       4.76
Lehman Brothers Tre    5.22     3/1/2024    EUR       4.76
Heta Asset Resoluti    0.09    3/15/2017    EUR      64.00
Lehman Brothers Tre    8.60    7/31/2013    GBP       4.76
Lehman Brothers Tre    8.28    7/31/2013    GBP       4.76
Lehman Brothers Tre    7.50    7/31/2013    GBP       4.76
Lehman Brothers Tre    2.30    4/28/2014    JPY       4.76
Lehman Brothers Tre    4.00    2/28/2010    EUR       4.76
MirLand Development    6.00   11/30/2017    ILS      35.10
Zurcher Kantonalban    5.60   11/18/2015    USD      62.03
UniCredit Bank AG      4.90   12/24/2015    EUR      74.48
UniCredit Bank AG      4.30   12/24/2015    EUR      72.26
UniCredit Bank AG      4.75   12/24/2015    EUR      75.12
Leonteq Securities    10.00    12/4/2015    CHF      63.22
Leonteq Securities    11.00    12/4/2015    USD      58.40
UniCredit Bank AG      4.20   12/24/2015    EUR      73.47
UniCredit Bank AG      4.40   12/24/2015    EUR      71.04
UniCredit Bank AG      5.00   12/24/2015    EUR      73.17
UniCredit Bank AG      4.50   12/24/2015    EUR      69.89
Bank Julius Baer &     7.90   11/20/2015    USD      38.70
Bank Julius Baer &     8.20   11/20/2015    USD      72.95
Notenstein Privatba    8.50   11/28/2016    CHF      44.76
Notenstein Privatba    8.20    5/27/2016    CHF      46.59
Leonteq Securities     6.00   11/28/2016    CHF      64.38
Leonteq Securities     8.00     3/1/2016    CHF      74.33
UniCredit Bank AG      4.25   12/24/2015    EUR      54.18
UniCredit Bank AG      4.00   12/24/2015    EUR      58.42
UniCredit Bank AG      4.20   12/24/2015    EUR      55.19
UniCredit Bank AG      4.50   12/24/2015    EUR      50.56
UniCredit Bank AG      4.10   12/24/2015    EUR      56.20
UniCredit Bank AG      4.45   12/24/2015    EUR      51.42
UniCredit Bank AG      4.40   12/24/2015    EUR      52.32
UniCredit Bank AG      4.30   12/24/2015    EUR      53.23
UniCredit Bank AG      4.05   12/24/2015    EUR      57.28
Goldman Sachs & Co    22.00   11/25/2015    EUR      69.18
Goldman Sachs & Co    17.00    3/23/2016    EUR      73.53
Goldman Sachs & Co     8.00    3/23/2016    EUR      58.22
Leonteq Securities    11.60   11/24/2015    CHF      59.02
Leonteq Securities    10.80   11/24/2015    CHF      59.12
Leonteq Securities     9.80   11/24/2015    EUR      54.95
Zurcher Kantonalban    6.75    12/3/2015    USD      70.05
DZ Bank AG Deutsche    6.25   11/27/2015    EUR      56.41
DZ Bank AG Deutsche   10.25   11/27/2015    EUR      53.14
UniCredit Bank AG      3.79   12/19/2016    EUR      57.79
Leonteq Securities     8.20   11/25/2015    USD      75.64
WGZ-Bank AG Westdeu    3.00    9/29/2015    EUR      66.78
WGZ-Bank AG Westdeu    4.00    9/29/2015    EUR      63.87
WGZ-Bank AG Westdeu    6.00    9/29/2015    EUR      60.05
JP Morgan Structure    8.70   11/25/2015    USD      64.02
Commerzbank AG        11.25   11/26/2015    EUR      68.63
Commerzbank AG        14.25   11/26/2015    EUR      64.54
Commerzbank AG         7.50   11/26/2015    EUR      73.97
Commerzbank AG         9.50   11/26/2015    EUR      70.75
Zurcher Kantonalban    5.25    12/4/2015    CHF      68.98
UBS AG/London         14.00   11/26/2015    CHF      68.72
UBS AG/London         11.50   11/26/2015    CHF      54.98
UBS AG/London         10.75   11/26/2015    CHF      54.77
Bank Julius Baer &     6.50    12/4/2015    EUR      50.25
Commerzbank AG         8.50   11/26/2015    EUR      73.58
Goldman Sachs & Co    21.00   12/23/2015    EUR      70.58
Goldman Sachs & Co    21.00   11/25/2015    EUR      48.50
Leonteq Securities    10.00    5/27/2016    GBP      73.84
Deutsche Bank AG       6.80    9/23/2015    EUR      73.42
Deutsche Bank AG       6.80   12/23/2015    EUR      74.95
Vontobel Financial     8.00    12/4/2015    EUR      51.24
HSBC Trinkaus & Bur    7.60   11/27/2015    EUR      73.42
HSBC Trinkaus & Bur   14.50   12/28/2015    EUR      70.64
HSBC Trinkaus & Bur   14.70   12/28/2015    EUR      48.53
HSBC Trinkaus & Bur    6.20   12/28/2015    EUR      56.08
HSBC Trinkaus & Bur    8.00    3/25/2016    EUR      54.67
HSBC Trinkaus & Bur    9.20   11/27/2015    EUR      52.43
HSBC Trinkaus & Bur    6.60    9/25/2015    EUR      71.90
HSBC Trinkaus & Bur   17.50   12/28/2015    EUR      57.48
HSBC Trinkaus & Bur   13.70   12/28/2015    EUR      61.35
HSBC Trinkaus & Bur   10.00   12/28/2015    EUR      66.30
HSBC Trinkaus & Bur    6.60   12/28/2015    EUR      72.56
HSBC Trinkaus & Bur   12.40   11/27/2015    EUR      62.72
Goldman Sachs & Co    23.00    9/23/2015    EUR      73.60
Goldman Sachs & Co    18.00    9/23/2015    EUR      69.39
Goldman Sachs & Co    16.00   10/21/2015    EUR      70.49
Goldman Sachs & Co    22.00    9/23/2015    EUR      65.36
Goldman Sachs & Co    21.00   10/21/2015    EUR      66.91
Goldman Sachs & Co    19.00   11/25/2015    EUR      68.48
Goldman Sachs & Co    18.00   12/23/2015    EUR      69.65
Goldman Sachs & Co    19.00    9/23/2015    EUR      44.59
Goldman Sachs & Co    24.00    9/23/2015    EUR      42.32
Goldman Sachs & Co    18.00   10/21/2015    EUR      46.03
Goldman Sachs & Co    22.00   10/21/2015    EUR      43.81
Goldman Sachs & Co    13.00   12/23/2015    EUR      50.61
Goldman Sachs & Co    20.00   11/25/2015    EUR      45.69
Goldman Sachs & Co    19.00   12/23/2015    EUR      46.96
Goldman Sachs & Co    16.00    3/23/2016    EUR      50.02
Commerzbank AG         7.00   10/22/2015    EUR      66.16
Notenstein Privatba    8.00   11/21/2016    CHF      72.85
BNP Paribas Emissio   13.00   12/24/2015    EUR      60.94
BNP Paribas Emissio    8.00   12/24/2015    EUR      73.76
BNP Paribas Emissio   12.00   12/24/2015    EUR      68.85
BNP Paribas Emissio   11.00   12/24/2015    EUR      73.18
BNP Paribas Emissio    8.00    9/24/2015    EUR      73.67
BNP Paribas Emissio   10.00    9/24/2015    EUR      73.69
BNP Paribas Emissio   12.00    9/24/2015    EUR      73.81
BNP Paribas Emissio    6.00    9/24/2015    EUR      48.73
BNP Paribas Emissio    7.00    9/24/2015    EUR      48.69
BNP Paribas Emissio    9.00    9/24/2015    EUR      48.81
BNP Paribas Emissio   14.00    9/24/2015    EUR      49.11
BNP Paribas Emissio    5.00   12/24/2015    EUR      50.04
BNP Paribas Emissio    6.00   12/24/2015    EUR      50.35
BNP Paribas Emissio    7.00   12/24/2015    EUR      50.46
BNP Paribas Emissio    8.00   12/24/2015    EUR      50.76
BNP Paribas Emissio   10.00   12/24/2015    EUR      51.38
BNP Paribas Emissio    9.00    1/21/2016    EUR      74.76
BNP Paribas Emissio   11.00   12/24/2015    EUR      74.10
BNP Paribas Emissio   12.00   12/24/2015    EUR      73.23
BNP Paribas Emissio    5.00   12/24/2015    EUR      60.10
BNP Paribas Emissio    6.00   12/24/2015    EUR      58.08
BNP Paribas Emissio    7.00   12/24/2015    EUR      56.23
BNP Paribas Emissio    8.50   12/24/2015    EUR      54.70
BNP Paribas Emissio    9.00   12/24/2015    EUR      53.00
BNP Paribas Emissio   11.00   12/24/2015    EUR      51.90
BNP Paribas Emissio   12.00   12/24/2015    EUR      50.59
BNP Paribas Emissio    5.00    6/23/2016    EUR      60.05
BNP Paribas Emissio    6.00    6/23/2016    EUR      58.66
BNP Paribas Emissio    7.00    6/23/2016    EUR      57.43
BNP Paribas Emissio    7.50    6/23/2016    EUR      55.94
BNP Paribas Emissio    9.50    6/23/2016    EUR      54.14
Vontobel Financial     8.00   11/27/2015    EUR      52.65
Vontobel Financial     8.55   12/28/2015    EUR      52.89
Vontobel Financial    10.25    9/25/2015    EUR      50.73
DZ Bank AG Deutsche    5.25   11/27/2015    EUR      56.51
DZ Bank AG Deutsche    7.75   11/27/2015    EUR      50.95
DZ Bank AG Deutsche    7.50   11/27/2015    EUR      68.68
Vontobel Financial     6.00    12/4/2015    EUR      73.06
Vontobel Financial     8.00    12/4/2015    EUR      49.79
Societe Generale SA   17.60   11/17/2015    EUR      45.00
Commerzbank AG         7.75   10/22/2015    EUR      73.51
Commerzbank AG         9.50   10/22/2015    EUR      69.66
Commerzbank AG        11.50   10/22/2015    EUR      66.25
Commerzbank AG        13.75   10/22/2015    EUR      63.31
Commerzbank AG        15.75   10/22/2015    EUR      60.58
Commerzbank AG        10.00   10/22/2015    EUR      71.97
Credit Suisse AG/Lo    9.00    12/3/2024    USD       9.70
DZ Bank AG Deutsche    6.00   11/27/2015    EUR      51.94
HSBC Trinkaus & Bur    9.50   11/27/2015    EUR      54.36
HSBC Trinkaus & Bur   14.20   12/28/2015    EUR      74.55
Commerzbank AG         3.00    12/3/2015    EUR      58.34
Deutsche Bank AG       5.20   11/25/2015    EUR      74.40
Deutsche Bank AG       6.20   11/25/2015    EUR      74.70
UniCredit Bank AG      4.10    6/24/2016    EUR      50.78
UniCredit Bank AG      4.00    6/24/2016    EUR      52.68
UniCredit Bank AG      4.25    6/24/2016    EUR      49.09
Credit Suisse AG/Na    8.50   12/11/2015    USD      66.21
Deutsche Bank AG       5.20   11/25/2015    EUR      53.00
Deutsche Bank AG       5.20    3/22/2016    EUR      56.60
Deutsche Bank AG       5.20    3/22/2016    EUR      54.60
DZ Bank AG Deutsche    5.75    3/21/2016    EUR      72.44
Deutsche Bank AG       6.20    3/22/2016    EUR      59.30
Deutsche Bank AG       6.20    3/22/2016    EUR      55.20
Deutsche Bank AG       5.20    3/22/2016    EUR      52.80
Deutsche Bank AG       5.20    3/22/2016    EUR      58.80
Deutsche Bank AG       5.20   10/21/2015    EUR      54.50
Deutsche Bank AG       6.20   11/25/2015    EUR      55.20
Deutsche Bank AG       6.20   11/25/2015    EUR      53.20
Deutsche Bank AG       5.20   11/25/2015    EUR      51.10
Deutsche Bank AG       6.20   11/25/2015    EUR      51.40
Deutsche Bank AG       6.20    3/22/2016    EUR      57.20
Deutsche Bank AG       5.20   11/25/2015    EUR      55.00
Deutsche Bank AG       6.20   10/21/2015    EUR      54.60
Deutsche Bank AG       6.20    3/22/2016    EUR      53.40
Vontobel Financial     4.80    9/11/2015    EUR      71.92
Vontobel Financial     6.70    9/11/2015    EUR      71.97
Vontobel Financial     6.55   12/11/2015    EUR      73.16
Vontobel Financial     5.35   12/11/2015    EUR      72.83
Deutsche Bank AG       7.20   11/25/2015    EUR      74.90
Commerzbank AG        12.00   11/26/2015    EUR      61.91
Commerzbank AG        10.00    9/24/2015    EUR      51.03
Commerzbank AG         8.50   11/26/2015    EUR      52.41
Deutsche Bank AG       7.20   11/25/2015    EUR      53.50
Deutsche Bank AG       7.20    3/22/2016    EUR      55.80
Deutsche Bank AG       7.20   11/25/2015    EUR      51.60
Deutsche Bank AG       7.20    3/22/2016    EUR      53.90
Deutsche Bank AG       4.20   11/25/2015    EUR      59.20
Deutsche Bank AG       4.20   12/22/2015    EUR      59.50
Deutsche Bank AG       3.20    3/22/2016    EUR      59.90
Deutsche Bank AG       4.20    3/22/2016    EUR      60.50
Vontobel Financial     6.50   12/18/2015    EUR      53.36
Vontobel Financial     4.85   12/11/2015    EUR      49.57
Vontobel Financial     4.55    9/11/2015    EUR      48.34
Vontobel Financial    22.85   12/28/2015    EUR      68.72
Vontobel Financial    21.25   12/28/2015    EUR      71.80
Vontobel Financial    21.25   12/28/2015    EUR      63.78
Zurcher Kantonalban    7.80   12/11/2015    CHF      70.49
Goldman Sachs & Co    21.00   11/25/2015    EUR      65.19
Vontobel Financial     5.60   12/11/2015    EUR      55.52
Vontobel Financial     5.25    3/11/2016    EUR      56.79
Vontobel Financial     6.00    9/11/2015    EUR      54.07
UBS AG/London         10.75    12/3/2015    CHF      64.00
Vontobel Financial     9.85    9/25/2015    EUR      73.72
Vontobel Financial     4.40   12/28/2015    EUR      57.56
Credit Suisse AG/Na    6.50    12/7/2015    EUR      72.98
Vontobel Financial    13.30    9/25/2015    EUR      72.78
Vontobel Financial     8.55   12/28/2015    EUR      70.95
Vontobel Financial    10.65    9/25/2015    EUR      68.90
Vontobel Financial     7.00    9/25/2015    EUR      73.53
Vontobel Financial     5.20   12/28/2015    EUR      70.33
Vontobel Financial     5.15    9/25/2015    EUR      68.94
UBS AG                11.40    12/7/2015    EUR      74.49
DZ Bank AG Deutsche    6.25    6/24/2016    EUR      70.10
DZ Bank AG Deutsche    6.00    6/24/2016    EUR      71.13
DZ Bank AG Deutsche    7.00    6/24/2016    EUR      51.60
Zurcher Kantonalban    9.00   12/16/2015    EUR      53.99
Commerzbank AG         7.00   11/26/2015    EUR      74.43
Commerzbank AG         7.50   11/26/2015    EUR      50.82
DZ Bank AG Deutsche    5.25   12/21/2015    EUR      70.04
DZ Bank AG Deutsche    5.00   12/21/2015    EUR      69.96
DZ Bank AG Deutsche    5.00    3/21/2016    EUR      71.05
DZ Bank AG Deutsche    5.00    3/21/2016    EUR      71.05
Commerzbank AG         7.25   11/26/2015    EUR      73.31
Commerzbank AG         9.00   11/26/2015    EUR      70.86
Commerzbank AG         5.75   11/26/2015    EUR      55.13
Commerzbank AG         7.75   11/26/2015    EUR      52.77
Commerzbank AG        10.00   11/26/2015    EUR      50.74
DZ Bank AG Deutsche    6.50    9/21/2015    EUR      73.39
Vontobel Financial     6.50   12/28/2015    EUR      73.09
Lehman Brothers Tre    3.70     6/6/2009    EUR       4.76
LBI HF                 7.20    4/27/2026    EUR       0.01
Glitnir HF             6.84   12/15/2015    EUR       0.02
Lehman Brothers Tre    8.50     7/6/2009    CHF       4.76
Lehman Brothers Tre    7.50    9/13/2009    CHF       4.76
Lehman Brothers Tre    6.50    7/24/2026    EUR       4.76
Lehman Brothers Tre    4.50     8/2/2009    USD       4.76
Glitnir HF             6.33    7/28/2011    USD      27.13
Glitnir HF             6.31    7/28/2011    USD      27.13
Glitnir HF             6.31    7/28/2011    USD      27.13
Royal Bank of Scotl    1.69   11/14/2016    GBP       1.07
Heta Asset Resoluti    5.68     7/5/2017    EUR      64.00
LBI HF                 8.65     5/1/2011    ISK       8.50
LBI HF                 5.08     3/1/2013    ISK       8.50
Lehman Brothers Tre    5.00    3/13/2009    EUR       4.76
Heta Asset Resoluti    0.28     3/4/2018    EUR      64.00
Lehman Brothers Tre    8.05   12/20/2010    HKD       4.76
Lehman Brothers Tre    6.72   12/29/2008    EUR       4.76
Lehman Brothers Tre    7.06   12/29/2008    EUR       4.76
Lehman Brothers Tre    7.63    7/22/2011    HKD       4.76
KPNQwest NV            7.13     6/1/2009    EUR       0.50
Lehman Brothers Tre    6.60     2/9/2009    EUR       4.76
Lehman Brothers Tre    7.00    7/11/2010    EUR       4.76
Lehman Brothers Tre    5.00     8/1/2025    EUR       4.76
Lehman Brothers Tre    6.00    7/28/2010    EUR       4.76
Lehman Brothers Tre    6.00    7/28/2010    EUR       4.76
Lehman Brothers Tre    7.50     8/1/2035    EUR       4.76
Lehman Brothers Tre    4.90    7/28/2020    EUR       4.76
Lehman Brothers Tre    4.15    8/25/2020    EUR       4.76
Lehman Brothers Tre    6.00    12/6/2016    USD       4.76
Lehman Brothers Tre    6.50    5/16/2015    EUR       4.76
Lehman Brothers Tre    3.50    9/29/2017    EUR       4.76
Lehman Brothers Tre    3.00     8/8/2017    EUR       4.76
Glitnir HF             4.75   10/15/2010    USD      27.13
Lehman Brothers Tre    5.00     9/1/2011    EUR       4.76
Lehman Brothers Tre    3.00    8/15/2017    EUR       4.76
Lehman Brothers Tre    3.50    9/19/2017    EUR       4.76
MirLand Development    7.21    5/31/2020    ILS      34.02
Wlodarzewska SA        9.22    5/15/2016    PLN      36.81
Lehman Brothers Tre    4.50     3/7/2015    EUR       4.76
Lehman Brothers Tre    4.50   12/30/2010    USD       4.76
DZ Bank AG Deutsche   10.25   12/21/2015    EUR      73.77
Lehman Brothers Tre    7.75    2/21/2016    EUR       4.76
Landesbank Hessen-T    3.50     6/6/2018    EUR      73.67
Goldman Sachs & Co     5.00   12/23/2015    EUR      62.43
Goldman Sachs & Co     5.00    1/20/2016    EUR      62.77
Goldman Sachs & Co     5.00    2/24/2016    EUR      63.17
Goldman Sachs & Co    25.00   12/23/2015    EUR      71.14
Goldman Sachs & Co    20.00    1/20/2016    EUR      73.56
Goldman Sachs & Co    21.00    2/24/2016    EUR      73.53
Vontobel Financial     7.25   12/28/2015    EUR      70.95
Vontobel Financial     5.15   12/28/2015    EUR      70.28
Societe Generale Ef    4.00   12/29/2015    EUR      73.11
Societe Generale Ef    5.65   12/29/2015    EUR      70.06
Societe Generale Ef    4.75     1/6/2016    EUR      73.22
Societe Generale Ef    6.34     1/6/2016    EUR      70.10
Societe Generale Ef    7.36    6/24/2016    EUR      72.99
Societe Generale Ef    9.29    6/24/2016    EUR      70.79
Societe Generale Ef    8.11     7/7/2016    EUR      73.15
Societe Generale Ef   10.00     7/7/2016    EUR      70.91
Commerzbank AG         3.75    2/25/2016    EUR      74.02
Commerzbank AG         4.75    2/25/2016    EUR      72.54
Commerzbank AG         5.50    2/25/2016    EUR      70.99
Commerzbank AG         6.50    2/25/2016    EUR      69.67
Commerzbank AG         7.25    2/25/2016    EUR      68.30
Commerzbank AG         8.25    2/25/2016    EUR      67.11
Commerzbank AG         9.50    2/25/2016    EUR      66.14
Commerzbank AG        11.25    2/25/2016    EUR      74.29
Commerzbank AG        12.25    2/25/2016    EUR      73.95
Commerzbank AG         7.00    2/25/2016    EUR      62.53
Commerzbank AG        10.00    2/25/2016    EUR      59.42
DZ Bank AG Deutsche    6.50   12/28/2015    EUR      74.70
DZ Bank AG Deutsche    8.50   12/28/2015    EUR      74.21
DZ Bank AG Deutsche    7.75   12/28/2015    EUR  #N/A N/A
DZ Bank AG Deutsche    6.25    3/29/2016    EUR      61.26
DZ Bank AG Deutsche    7.50    3/29/2016    EUR  #N/A N/A
DZ Bank AG Deutsche    6.75    6/24/2016    EUR      60.56
DZ Bank AG Deutsche    7.75    6/24/2016    EUR  #N/A N/A
DZ Bank AG Deutsche    7.00   12/28/2015    EUR      70.23
DZ Bank AG Deutsche    7.00    3/29/2016    EUR      71.53
DZ Bank AG Deutsche    7.25    6/24/2016    EUR      71.69
DZ Bank AG Deutsche   16.00    9/25/2015    EUR      70.05
DZ Bank AG Deutsche    7.75    9/25/2015    EUR      66.70
DZ Bank AG Deutsche   16.00    9/25/2015    EUR      60.20
DZ Bank AG Deutsche   14.00    9/25/2015    EUR      54.48
DZ Bank AG Deutsche   15.50    9/25/2015    EUR      73.32
DZ Bank AG Deutsche    6.75   12/28/2015    EUR      68.30
DZ Bank AG Deutsche    5.50    3/29/2016    EUR      69.10
DZ Bank AG Deutsche    5.75    6/24/2016    EUR      67.99
BNP Paribas Emissio    7.50    3/24/2016    EUR      70.75
BNP Paribas Emissio    9.00    3/24/2016    EUR      68.68
BNP Paribas Emissio    5.50    6/23/2016    EUR      74.24
BNP Paribas Emissio    7.00    6/23/2016    EUR      72.29
BNP Paribas Emissio    7.50    9/22/2016    EUR      71.40
BNP Paribas Emissio    9.00    9/22/2016    EUR      70.30
BNP Paribas Emissio    6.00   12/22/2016    EUR      73.79
BNP Paribas Emissio    8.00   12/22/2016    EUR      70.97
BNP Paribas Emissio    6.00    3/24/2016    EUR      73.03
BNP Paribas Emissio    9.50   10/22/2015    EUR      68.07
BNP Paribas Emissio   12.00   10/22/2015    EUR      65.39
BNP Paribas Emissio   15.00   10/22/2015    EUR      63.04
BNP Paribas Emissio   18.00   10/22/2015    EUR      60.91
BNP Paribas Emissio    7.00   12/24/2015    EUR      72.13
BNP Paribas Emissio   18.00   12/24/2015    EUR      61.69
DZ Bank AG Deutsche    5.75    9/21/2015    EUR      72.53
DZ Bank AG Deutsche    9.40    9/25/2015    EUR      73.26
DZ Bank AG Deutsche    5.50   12/21/2015    EUR      73.52
DZ Bank AG Deutsche    5.00    3/21/2016    EUR      72.58
DZ Bank AG Deutsche    5.75    6/20/2016    EUR      73.90
DZ Bank AG Deutsche    5.75   12/21/2015    EUR      70.05
DZ Bank AG Deutsche    5.25    3/21/2016    EUR      71.08
DZ Bank AG Deutsche    5.75    6/20/2016    EUR      70.80
DZ Bank AG Deutsche    5.50    3/29/2016    EUR      66.54
DZ Bank AG Deutsche   10.20    9/25/2015    EUR      64.05
DZ Bank AG Deutsche    8.80   12/28/2015    EUR      66.18
DZ Bank AG Deutsche   11.60   12/28/2015    EUR      64.28
DZ Bank AG Deutsche    7.50    3/29/2016    EUR      67.52
DZ Bank AG Deutsche    9.80    3/29/2016    EUR      66.09
DZ Bank AG Deutsche    8.00   12/28/2015    EUR      72.66
DZ Bank AG Deutsche    8.70    3/29/2016    EUR      74.63
DZ Bank AG Deutsche    6.70    9/21/2015    EUR      73.52
BNP Paribas Emissio    9.50    1/21/2016    EUR      73.74
Vontobel Financial     7.95   12/28/2015    EUR      69.37
Goldman Sachs & Co     8.00    4/20/2016    EUR      63.26
Goldman Sachs & Co    10.00    4/20/2016    EUR      64.53
Goldman Sachs & Co    11.00    4/20/2016    EUR      65.16
Goldman Sachs & Co    11.00    4/20/2016    EUR      65.16
Goldman Sachs & Co    11.00    4/20/2016    EUR      65.16
Goldman Sachs & Co     5.00    9/21/2016    EUR      61.07
Goldman Sachs & Co     8.00    9/21/2016    EUR      64.22
Goldman Sachs & Co    10.00    9/21/2016    EUR      66.32
Goldman Sachs & Co    10.00    9/21/2016    EUR      66.32
Goldman Sachs & Co    10.00    9/21/2016    EUR      66.32
Goldman Sachs & Co    10.00    9/21/2016    EUR      66.32
Commerzbank AG         6.75    3/11/2016    EUR      59.97
DZ Bank AG Deutsche    8.10    9/21/2015    EUR      73.04
Commerzbank AG         9.50    3/24/2016    EUR      74.53
Commerzbank AG         3.00    3/24/2016    EUR      73.30
Commerzbank AG         4.00    3/24/2016    EUR      71.10
Commerzbank AG         5.00    3/24/2016    EUR      69.42
Commerzbank AG         6.00    3/24/2016    EUR      68.20
Commerzbank AG         7.00    3/24/2016    EUR      66.73


                            *********

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

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

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


                            *********


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

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

Copyright 2015.  All rights reserved.  ISSN 1529-2754.

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

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

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


                 * * * End of Transmission * * *