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        T R O U B L E D   C O M P A N Y   R E P O R T E R

                           E U R O P E

          Monday, September 7, 2015, Vol. 16, No. 176

                            Headlines

C Y P R U S

CAMPOSOL HOLDING: Fitch Lowers IDR to 'B-', Outlook Stable


F R A N C E

HORIZON HOLDINGS: Moody's Assigns B1 Definitive Rating to Loan B


G E R M A N Y

KIRK BEAUTY: Moody's Assigns 'B2' Corporate Family Rating


G R E E C E

SKYGREECE AIRLINES: Files Notice to Make Bankruptcy Proposal


I R E L A N D

ACA EURO 2007-1: Moody's Affirms Ba2(sf) Rating on Class E Notes
BLACK DIAMOND CLO 2015-1: Moody's Rates Class F Notes 'B2(sf)'
BLACK DIAMOND 2015-1: S&P Assigns 'B' Rating to Class F Notes
CLERYS: Owner Prepares for Legal Action
EUROCREDIT CDO VI: S&P Lowers Rating on Class V Notes to B+

PRIME 2006-1: Fitch Lowers Rating on Class E Notes to 'Dsf'


L U X E M B O U R G

BSN MEDICAL: S&P Lowers Rating on EUR1.24-Bil. Debt to 'B+'


N E T H E R L A N D S

CADOGAN SQUARE CLO IV: Moody's Raises Class E Notes Rating to Ba3
HIGHLANDER EURO CDO III: Moody's Hikes Cl. S Debt Rating From Ba1
INNOVIO PAPERS: Court Declares Firm Insolvent


P O L A N D

* POLAND: New Restructuring Law to Take Effect in January 2016


R U S S I A

KREMLIN INSURANCE: Bank of Russia Suspends Insurance License
TANDEMBANK LLC: Liabilities Exceed Assets, Investigation Shows
TRUST INSURANCE: Bank of Russia Suspends Insurance License


S E R B I A

NISKA PIVARA: Administrator to Oversee Assets Amid Sale Probe


U K R A I N E

UKRAINE: DGF Proceeds From Insolvent Banks Reach UAH775.3 Million


U N I T E D   K I N G D O M

BLOOMFIELD SHOPPING CENTRE: Goes Up for Sale at GBP54 Million
ODOUR SERVICES: Bought Out of Administration
OPTIMAL PAYMENTS: Moody's Assigns Ba2 Corporate Family Rating
RANGERS FOOTBALL: Police Not Pursuing Stockbridge in Fraud Probe


X X X X X X X X

* BOND PRICING: For the Week August 31, 2015 to September 4, 2015


                            *********



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C Y P R U S
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CAMPOSOL HOLDING: Fitch Lowers IDR to 'B-', Outlook Stable
----------------------------------------------------------
Fitch Ratings has downgraded to 'B-' from 'B' the foreign and
local currency Issuer Default Ratings for Camposol Holding Ltd
and its wholly-owned subsidiary Camposol S.A.  In addition, Fitch
has downgraded Camposol S.A.'s USD200 million senior unsecured
notes to 'B-/RR4' from 'B/RR4'.  The Rating Outlook is Stable.

The downgrade of Camposol's ratings reflects the company's
deteriorated credit profile.  Camposol's gross leverage is above
5x due to weaker operating performance than initially anticipated
and increased refinancing risk for its USD200 million unsecured
notes maturing on Feb. 2, 2017.  The company intends to refinance
the debt early next year by accessing the bond market or through
a syndicated credit loan.  Fitch believes Camposol's improvement
of its results and reduction of leverage may be delayed should
adverse climatic conditions continue.  Camposol's gross leverage
remains high due to negative free cash flow generation (FCF)
given the group's expansion plan coupled with low operating cash
generation; completion of the expansion plan should aid financial
recovery.

The ratings incorporate Camposol's leading position in the
Peruvian agribusiness industry as a producer of asparagus and
avocado, its vertical integration and strategic location, and its
potential growth in new crops (blueberries) and businesses
(shrimp).  Camposol's valuable unencumbered land-bank and
potential cash support from shareholders are also positively
factored into the ratings.

Constraining factors for Camposol's ratings are its limited size
and recent track record on launching new products as well as its
vulnerability to climatic changes and price volatility.  The
'B-/RR4' rating on Camposol's unsecured public debt reflects
average recovery prospects in the event of a default.

KEY RATING DRIVERS

Weak Operating Performance:

Since third-quarter 2014 (3Q'14), Camposol has been reporting
weak operating results.  This was due to lower prices for
avocados because of overproduction and higher fixed costs due to
inefficiencies in the distribution system in 2014.  In 2015, the
volume of asparagus and shrimp yields were negatively impacted by
the 'El Nino' phenomenon.  For LTM ended June 2015, EBITDA was
USD20 million (USD34 million and USD43 million in 2014 and 2013,
respectively).  For 2015, Fitch expects a recovery of the
performance in the second-semester due to seasonality of the
production (60% of Camposol's sales is concentrated in the second
half of the year) and better performance from avocados as a large
portion of the production is now sold directly to retailers.  For
YE2015, Fitch projects an EBITDA similar to 2014.  For the next
years, Fitch expects revenues and EBITDA to recover thanks to
increased blueberries and avocado production as new planted
hectares are entering into more maturity phases (57% of planted
areas are in mature fields).  Fitch also expects improvements on
shrimp yield production due to investments in intensive ponds.

Increased Leverage:

Camposol's gross and net leverage ratios were at 13.5x and 11.9x
respectively as of June 2015, showing an upward trend since 2014.
Leverage increased because of the deterioration on operating cash
flow generation while the company continued executing its
business plan oriented to increase and diversify its product
portfolio.  As of LTM ended June 2015, FCF was negative US$32
million mainly due to capex allocated to improve the packing
facility and asparagus fields and increase the size of its
blueberry plantations. Additionally, in November 2014, Camposol
acquired three seafood processing plants and doubled its shrimp
ponds.  For 2015 and 2016, Fitch expects FCF to be slightly
negative or neutral as major investments have been done while
gross leverage should reduce toward 5x following higher
production and operating cash flow recovery.

Exposure to Climatic Risks and International Prices:

Camposol is exposed to seasonality, volatility on prices and
external factors such as climatic events like 'El Nino' or 'La
Nina' phenomenon and/or proliferation of existing or new plagues.
All of which could negatively impact production yields and cash
flow generation.  In the last five years, Camposol has faced
several 'El Nino' phenomena (every one or two years) that have
negatively impacted asparagus crops as well as shrimp yields due
to higher mortality.  Despite doubling its ponds for shrimp
farming, Camposol's gross profit of this activity significantly
reduced in the first-semester of 2015 (1S'15) due to lower yields
and price reduction.

High Product and Geographical Concentration:

Camposol's product, customer and regions are concentrated.  100%
of production is located in the north of Peru.  The company has
been diversifying its production, but 40% of Camposol's revenues
are still based on two products (asparagus and avocado).  Any
variation in prices, costs and volumes of these products have an
important impact on the company's results.  In addition, 90% of
Camposol's revenues are originated in Europe (40%) and the United
States (50%).

Leading position in Peru:
Camposol is a leading agro-industrial vertically integrated
company in Peru, offering fresh, preserved and frozen products.
It is also involved in the harvest, processing and marketing of
agricultural products such as avocado, asparagus and blueberries
and farming of shrimp.  Camposol's competitive advantages are due
to its vertical integration on production and strategic location
as well as its owned-valuable land-bank.  Camposol also benefits
from the worldwide trends toward the consumption of healthy
products and the opening of the U.S. market for the Peruvian Hass
avocado since 2011.

KEY ASSUMPTIONS

Fitch's key assumptions within the rating case for the issuer
include:

   -- Increasing production mainly in blueberries and avocados as
      new plantations are entering into mature phases;

   -- Recovery in shrimp production and processing other seafood
      products in order to maximize utilization capacity of new
      facilities;

   -- Three-year average prices for most agriculture products and
      price reduction for shrimp as it increased at high levels
      in the last two years due to diseases in Asia production;

   -- Fixed costs reduction at about 20% in 2015 following the
      company's efforts toward savings and efficiencies;

   -- Improvement of working capital due to inventories
      reduction;

   -- Capex at around USD30 million for 2015 and USD15 million
      per year for 2016 and 2017;

   -- No dividend payments;

   -- Successful refinancing of the USD200 million senior
      unsecured notes prior to maturity;

   -- Shareholders' tangible support if needed;

   -- A strong 'El Nino' impact is not considered into base case
      assumptions.

RATING SENSITIVITIES

Negative Rating Action: Factors that could lead to a rating
downgrade include failure to refinance by mid-2016, further
deterioration of Camposol's liquidity without any tangible
support from shareholders and/or profitability as a result of
lower production volumes and yields due to climatic events.
Another potential detriment to Camposol's ratings would be a
decline of product prices due to lower demand for its key markets
resulting in gross leverage levels consistently above 6.0x.
Shareholder-friendly actions such as aggressive dividend payouts
and/or debt-funded acquisitions negatively affecting Camposol's
credit profile could also lead to Fitch taking a negative rating
action.

Positive Rating Action: Factors that could lead to Fitch taking a
positive rating action would be successful refinancing coupled
with improvement in Camposol's cash flow generation leading to
lower gross adjusted leverage at levels consistently below 5.0x
and a solid liquidity.

LIQUIDITY

Camposol's liquidity has deteriorated over the last year.  As of
June 2015, liquidity relies primarily on cash on hand of USD30
million which only covers 0.5x the adjusted short-term debt of
USD57 million.  The interest coverage ratio (EBITDA/interest)
deteriorated to 0.8x as of LTM June 2015 from 1.5x in 2014 and
2.2x in 2013.  Fitch expects this situation to improve in the
second-half of this year following improved avocado sales.  The
company intends to refinance its bond early next year.
Camposol's debt is mainly composed of its USD200 million
unsecured bond due on Feb. 2, 2017.  Fitch expects cash support
would be provided by shareholders if liquidity deteriorates
further.

FULL LIST OF RATING ACTIONS

Fitch has downgraded these ratings:

Camposol Holding Ltd.

   -- Long-term foreign currency IDR to 'B-' from 'B';
   -- Long-term local currency IDR to 'B-' from 'B'.

Camposol S.A.

   -- Long-term foreign currency IDR to 'B-' from 'B';
   -- Long-term local currency IDR to 'B-' from 'B';
   -- Senior unsecured notes to 'B-/RR4' from B/RR4.

The Rating Outlook is Stable.



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HORIZON HOLDINGS: Moody's Assigns B1 Definitive Rating to Loan B
----------------------------------------------------------------
Moody's Investors Service assigned a definitive B1 rating to the
EUR1,337 billion Senior Secured Term Loan B, the EUR200 million
Senior Secured Revolving Credit Facility and the EUR300 million
Senior Secured Notes issued by Horizon Holdings III S.A.S.
Concurrently, Moody's assigned a definitive B3 rating to the
EUR225 million Senior Notes issued by Horizon Holdings I S.A.S.,
the ultimate holding company of Horizon Holdings III and the
Verallia group. The corporate Family Rating of B1 and the
probability of default rating of B1-PD remain unchanged. The
outlook on all ratings is stable.

RATINGS RATIONALE

The B1 rating on the Senior Secured Notes, the Senior Secured
Term Loan B and the Revolving Credit Facility is at the same
level as the Corporate Family Rating and reflects the fact that
the Senior Notes provide only for a modest first-loss cushion in
a default scenario, not sufficient to allow for a one-notch
uplift from the CFR. The Senior Secured Notes, the Term Loan B
and the RCF share the same collateral package, comprising pledges
over shares of the issuer and the guarantors, pledges over
intercompany receivables and material bank accounts. The B3
rating on the Senior Unsecured Notes reflect their junior ranking
in the capital structure as they are contractually and
structurally subordinated to the Senior Secured Notes, the Senior
Secured Term Loan B and the RCF.

Verallia's B1 CFR is supported by its solid market position as
the global number 3 producer of glass containers, with leading
positions in its core markets of Southwestern Europe. Strong and
long-standing customer relationships, supported by the group's
track record of being perceived as a high quality and reliable
supplier add to this. The rating also incorporates the strong
historical profitability levels of the group helped by its
exposure to resilient end markets, no material customer
concentration and a track record of being able to pass on
volatile input costs as well as a focus on cost management.

On a more negative note, the rating is constrained by high
financial leverage for the rating category, calculated at just
below 5.5x gross debt/EBITDA (as adjusted by Moody's) pro forma
for the recapitalisation. Moody's expects any deleveraging to be
gradual, hinging on targeted profit improvements due to the
absence of meaningful debt amortization requirements. While
operating profitability came under pressure in 2013/2014 from
increased competition in particular in Italy and France, we note
that initiated efficiency measures and some price concessions
should allow Verallia to win back market share while gradually
improving operating profitability. Moody's also considers the
risk of at least temporary margin compression, should input cost
inflation not be managed carefully and be largely passed on to
customers.

Following the recapitalization, Moody's expects that Verallia's
liquidity profile will remain adequate.

RATIONALE FOR STABLE OUTLOOK

The stable outlook mirrors our expectation of moderate
improvements in operating profitability over the next 18 months,
owing to improving fixed cost absorption and benefits from
initiated restructuring measures, partly compensated by negative
pricing effects. This should allow Verallia to deleverage its
capital structure and build headroom in its rating category.

WHAT COULD CHANGE THE RATING UP/DOWN

Upward pressure on the rating could result from the company's
success in improving profitability on the back of implemented
restructuring measures such as its EBITDA margin improves back to
the high teen percentages and its Moody's adjusted debt/EBITDA
declining to below 4.5x.

Pressure on the rating could build if profitability were to
weaken with EBITDA margins falling below the mid-teen
percentages, Moody's adjusted debt/EBITDA trending above 5.5x for
a longer period or Verallia were to generate negative free cash
flow or were to embark on a sizeable debt-funded acquisition.

The principal methodology used in these ratings was Global
Packaging Manufacturers: Metal, Glass, and Plastic Containers
published in June 2009.

Headquartered in Paris, France, Verallia S.A. is a global leading
producer of glass containers for the food and beverage industry.
The group generated sales of EUR2.4 billion in 2014.



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G E R M A N Y
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KIRK BEAUTY: Moody's Assigns 'B2' Corporate Family Rating
---------------------------------------------------------
Moody's Investors Service assigned a definitive B2 corporate
family rating (CFR) and a B2-PD Probability of Default Rating
(PDR) to Kirk Beauty One GmbH ('Kirk'). Concurrently, Moody's has
assigned a definitive B1 (LGD3) rating to the senior secured
facilities made available to Kirk Beauty Zero GmbH comprising a
EUR200 million revolving credit facility (RCF), EUR1,220 million
Term Loan B and EUR300 million Senior Secured Notes, all of which
rank pari-passu, and a definitive Caa1 (LGD6) rating to the
EUR335 million Senior Notes issued by Kirk. The outlook on all
ratings is stable.

Moody's has also withdrawn the ratings of Beauty Holding One GmbH
('Beauty') and its subsidiaries, including Beauty's CFR of B2,
probability of default rating (PDR) of B2-PD, and the B1 rating
on the senior secured bank debt of its subsidiary Beauty Holding
Two GmbH (all under review for upgrade).

RATINGS RATIONALE

Moody's definitive ratings for Kirk's CFR and debt facilities are
in line with the provisional ratings assigned on 19 June 2015
despite a change in the split of debt raised between senior
secured and senior unsecured since the assignment of provisional
ratings. Additionally, the margin on the Term Loan B was
increased to 5% from 4.5% with an introduction of EURIBOR floor
of 1.0%. The shift of EUR85 million Senior Notes and of EUR335
million Senior Secured Notes into the Senior Secured Term Loan B
and the re-pricing of Term Loan B are not considered material
enough to affect the ratings. Apart from these changes, the final
terms of the facilities were in line with the drafts reviewed for
the provisional instrument rating assignments.

Kirk is a holding company formed by private equity sponsor CVC
and the founding family as the acquisition vehicle to acquire the
Douglas perfumeries business of Beauty. The proceeds of the new
debt facilities were used to repay Beauty's debt facilities and
Beauty's ratings are consequently withdrawn.

Kirk's B2 CFR reflects (1) the discretionary nature of beauty
spend, which leaves the company exposed to consumer sentiment in
general and Christmas in particular; (2) the ongoing highly
competitive nature of the industry where differentiation via
service can be of secondary importance to price for consumers;
(3) modest absolute scale and a concentrated supplier base; and
(4) high leverage at closing of 6.0x.

The CFR also reflects the company's (1) strong market position
and brand recognition in most countries the company operates, in
particular the key markets of Germany for Douglas and France for
Nocibe; (2) extensive store network coverage and established
strength in e-commerce; (3) significant scale within the segment
resulting in relatively strong bargaining power with suppliers;
(4) low fashion and trend risks in the business model; and (5)
positive industry demand dynamics in particular with respect to
the selective beauty segment in which the company operates.

RATING OUTLOOK

The stable outlook on the ratings reflects Moody's expectation
that: (1) Kirk will be successful in implementing its ongoing
commercial initiatives; (2) market conditions will remain
supportive; and (3) the company will maintain an adequate
liquidity profile.

WHAT COULD CHANGE THE RATING UP/DOWN

The high opening leverage means the company is weakly positioned
in the B2 rating category and as such, an upgrade is unlikely in
the short term. However, positive pressure on the ratings could
result from solid top line growth, improving margins and positive
free cash flow. Quantitatively, this would equate to leverage
falling towards 5.0x on a sustained basis.

Negative pressure could be exerted on Kirk's ratings if: (1)
operating performance were to deteriorate e.g. due to negative
like-for-like sales or reduced margins, such that Moody's
adjusted leverage deteriorated from the 6.0x level at closing on
a sustained basis; or (2) free cash flow was negative for an
extended period of time; or (3) its liquidity profile were to
weaken.

CORPORATE PROFILE

Headquartered in Hagen, Germany, Douglas is a leading European
beauty products retailer The company operates in 19 countries
with over 1,700 stores (including franchisees) and in the
financial year ending 30 September 2014 reported revenues from
continuing operations of EUR 2.1 billion, including three months
of revenues from the Nocibe business, which was acquired on June
30, 2014.


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SKYGREECE AIRLINES: Files Notice to Make Bankruptcy Proposal
------------------------------------------------------------
SkyGreece Airlines, S.A. on Sept. 3 disclosed that, with the
authorization and approval of its board of directors, the company
has filed a Notice of Intention to Make a Proposal (Notice of
Intention) pursuant to the provisions of Part III of the
Bankruptcy and Insolvency Act (BIA) (Canada).

Pursuant to the Notice of Intention, Ernst & Young Inc. has been
appointed as the trustee in the company's proposal proceedings
(the Proposal Trustee) and in that capacity will monitor and
assist the company in its restructuring efforts.

It was determined by the company's board of directors that as a
result of the company's current financial situation, seeking
protection under the BIA would be in the best interests of the
company and all of its stakeholders.  This was a very difficult
decision for SkyGreece.  The company ultimately determined that
this was the best course of action to ensure that all of its
creditors, including passengers, were treated equitably.  While
under BIA protection, the company will continue with its efforts
to resume service, while determining the best way to see that all
parties are compensated fairly.

A Notice of Intention is the first stage of a restructuring
process and allows the company to pursue a restructuring of its
financial affairs and operations, through a formal Proposal to
creditors.  This filing has the effect of imposing an automatic
stay of proceedings (Stay) that will protect the company and its
assets from the claims of creditors and others while the company
pursues its restructuring.

SkyGreece was founded with a commitment to providing economical,
customer-focused air travel between Athens, Toronto, Montreal,
Budapest, Zagreb and New York.  In spite of its recent
challenges, the company looks forward to serving passengers again
soon and to doing everything it can to take care of those
passengers who have been recently affected.

SkyGreece is actively working to quickly improve customer
communications by establishing a customer and creditor support
centre, which it hopes to have operational in the coming days.
In the meantime all information and creditor/media should be
forwarded to Ernst & Young Inc. at
http://documentcentre.eycan.com/



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ACA EURO 2007-1: Moody's Affirms Ba2(sf) Rating on Class E Notes
----------------------------------------------------------------
Moody's Investors Service has upgraded the ratings on the
following notes issued by ACA Euro CLO 2007-1 P.L.C.:

  EUR32 million Class B Senior Secured Floating Rate Notes due
  2024, Upgraded to Aaa (sf); previously on Mar 26, 2014 Upgraded
  to Aa1 (sf)

  EUR25.6 million Class C Secured Deferrable Floating Rate Notes
  due 2024, Upgraded to Aa1 (sf); previously on Mar 26, 2014
  Upgraded to Aa3 (sf)

Moody's also affirmed the ratings on the following notes issued
by ACA Euro CLO 2007-1 P.L.C.:

  EUR80 million (Current balance outstanding approx. EUR6.6 M)
  Class A-1R Senior Secured Floating Rate Dual Currency Notes due
  2024, Affirmed Aaa (sf); previously on Mar 26, 2014 Affirmed
  Aaa (sf)

  EUR157.6 million (Current balance outstanding EUR0.48 M) Class
  A-1T Senior Secured Floating Rate Notes due 2024, Affirmed Aaa
  (sf); previously on Mar 26, 2014 Affirmed Aaa (sf)

  EUR26.4 million Class A-2 Senior Secured Floating Rate Notes
  due 2024, Affirmed Aaa (sf); previously on Mar 26, 2014
  Affirmed Aaa (sf)

  EUR24 million Class D Secured Deferrable Floating Rate Notes
  due 2024, Affirmed Baa1 (sf); previously on Mar 26, 2014
  Upgraded to Baa1 (sf)

  EUR13.6 million Class E Secured Deferrable Floating Rate Notes
  due 2024, Affirmed Ba2 (sf); previously on Mar 26, 2014
  Upgraded to Ba2 (sf)

ACA Euro CLO 2007-1 P.L.C., issued in June 2007, is a multi-
currency collateralised loan obligation (CLO) backed by a
portfolio of mostly high-yield senior secured European loans. The
portfolio is managed by Avoca Capital Holdings Limited. The
transaction's reinvestment period finished in June 2014.

RATINGS RATIONALE

The rating action on the notes is primarily a result of
deleveraging of the senior notes and subsequent increase in the
overcollateralization (the "OC") ratios. Moody's notes that on
the June 2015 payment date, the Class A-1T and Class A-1R notes
were paid EUR44.88 million and EUR19.32 million, respectively, or
28.5 and 24.2% of their original aggregate balances. As a result
of this deleveraging, the OC ratios of the notes have increased.
As per the latest trustee report dated June 2015, the Class A,
Class B, Class C, Class D and Class E OC ratios are 416.38%,
212.05%, 152.27%, 120.44% and 107.69% respectively, versus May
2015 levels of 208.79%, 156.94%, 130.93%, 113.33% and 105.30%.
Furthermore, as per the latest trustee report, the balance
standing to the credit of the Principal Account is EUR14.6
million thus further deleveraging of the senior notes is expected
at the next payment date in December 2015.

The key model inputs Moody's uses in its analysis, such as par,
weighted average rating factor, diversity score and the weighted
average recovery rate, are based on its published methodology and
could differ from the trustee's reported numbers. In its base
case, Moody's analysed the underlying collateral pool as having a
performing par and principal proceeds balance of approximately
EUR135 million and GBP4.75 million, EUR0.8 million and GBP0.16
million of defaulted assets, a weighted average default
probability of 24% (consistent with a WARF of 3328 with a
weighted average life of 4.42 years), a weighted average recovery
rate upon default of 48.62% for a Aaa liability target rating, a
diversity score of 15 and a weighted average spread of 3.67%. The
GBP denominated liabilities are naturally hedged by the GBP
assets.

The default probability derives from the credit quality of the
collateral pool and Moody's expectation of the remaining life of
the collateral pool. The estimated average recovery rate on
future defaults is based primarily on the seniority of the assets
in the collateral pool. For a Aaa liability target rating,
Moody's assumed that 96.07% of the portfolio exposed to senior
secured corporate assets would recover 50% upon default, while
the remainder non first-lien loan corporate assets would recover
15%. In each case, historical and market performance and a
collateral manager's latitude to trade collateral are also
relevant factors. Moody's incorporates these default and recovery
characteristics of the collateral pool into its cash flow model
analysis, subjecting them to stresses as a function of the target
rating of each CLO liability it is analyzing.

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

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

This transaction is subject to a high level of macroeconomic
uncertainty, which could negatively affect the ratings on the
note, in light of 1) uncertainty about credit conditions in the
general economy and 2) the concentration of lowly- rated debt
maturing between 2015 and 2016, which may create challenges for
issuers to refinance. CLO notes' performance may also be impacted
either positively or negatively by 1) the manager's investment
strategy and behaviour and 2) divergence in the legal
interpretation of CDO documentation by different transactional
parties due to embedded ambiguities.

Additional uncertainty about performance is due to the following:

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

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

3) Around 14.7% of the collateral pool consists of debt
obligations whose credit quality Moody's has assessed by using
credit estimates. As part of its base case, Moody's has stressed
large concentrations of single obligors bearing a credit estimate
as described in "Updated Approach to the Usage of Credit
Estimates in Rated Transactions", published in October 2009 and
available at
http://www.moodys.com/viewresearchdoc.aspx?docid=PBC_120461.

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

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


BLACK DIAMOND CLO 2015-1: Moody's Rates Class F Notes 'B2(sf)'
--------------------------------------------------------------
Moody's Investors Service announced that it has assigned the
following definitive ratings to notes issued by Black Diamond CLO
2015-1 Designated Activity Company (the "Issuer" or "Black
Diamond CLO 2015-1 D.A.C."):

EUR176,300,000 Class A-1 Senior Secured Floating Rate Notes due
2029, Definitive Rating Assigned Aaa (sf)

USD67,200,000 Class A-2 Senior Secured Floating Rate Notes due
2029, Definitive Rating Assigned Aaa (sf)

EUR24,300,000 Class B-1 Senior Secured Floating Rate Notes due
2029, Definitive Rating Assigned Aa2 (sf)

EUR30,000,000 Class B-2 Senior Secured Fixed Rate Notes due 2029,
Definitive Rating Assigned Aa2 (sf)

EUR22,900,000 Class C Senior Secured Deferrable Floating Rate
Notes due 2029, Definitive Rating Assigned A2 (sf)

EUR24,800,000 Class D Senior Secured Deferrable Floating Rate
Notes due 2029, Definitive Rating Assigned Baa3 (sf)

EUR23,600,000 Class E Senior Secured Deferrable Floating Rate
Notes due 2029, Definitive Rating Assigned Ba2 (sf)

EUR9,500,000 Class F Senior Secured Deferrable Floating Rate
Notes due 2029, Definitive Rating Assigned B2 (sf)

RATINGS RATIONALE

Moody's definitive rating of the rated notes addresses the
expected loss posed to noteholders by legal final maturity of the
notes in 2029. The definitive ratings reflect the risks due to
defaults on the underlying portfolio of loans given the
characteristics and eligibility criteria of the constituent
assets, the relevant portfolio tests and covenants as well as the
transaction's capital and legal structure. Furthermore, Moody's
is of the opinion that the collateral manager, Black Diamond CLO
2015-1 Adviser, L.L.C. ("Black Diamond Adviser"), has sufficient
experience and operational capacity and is capable of managing
this CLO.

Black Diamond CLO 2015-1 D.A.C. is a managed cash flow CLO. At
least 90% of the portfolio must consist of senior secured loans
or senior secured bonds, and up to 10% of the portfolio may
consist of senior unsecured loans, second-lien loans, mezzanine
obligations and high yield bonds. The portfolio may also consist
of up to 10% of fixed rate assets. The proportion of assets
denominated in USD should be between 15% and 20% of the
portfolio. There is no requirement to hedge fixed rate assets and
USD denominated assets.

The portfolio is expected to be 55% ramped up as of the closing
date and to be comprised predominantly of corporate loans to
obligors domiciled in Western Europe. The remainder of the
portfolio will be acquired during the six month ramp-up period in
compliance with the portfolio guidelines.

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

In addition to the eight classes of notes rated by Moody's, the
Issuer has issued two unrated subordinated notes: one denominated
in Euro (EUR 26m) and the other denominated in USD (USD 22.4m).

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

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

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

Loss and Cash Flow Analysis:

Moody's modelled the transaction using its BET Model, a cash flow
model based on the Binomial Expansion Technique, as described in
Section 2.3 of the "Moody's Global Approach to Rating
Collateralized Loan Obligations" rating methodology published in
February 2014. The cash flow model evaluates all default
scenarios that are then weighted considering the probabilities of
the binomial distribution assumed for the portfolio default rate.
In each default scenario, the corresponding loss for each class
of notes is calculated given the incoming cash flows from the
assets and the outgoing payments to third parties and
noteholders. Therefore, the expected loss or EL for each tranche
is the sum product of (i) the probability of occurrence of each
default scenario and (ii) the loss derived from the cash flow
model in each default scenario for each tranche. As such, Moody's
encompasses the assessment of stressed scenarios.

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

Par amount: EUR400,000,000

Diversity Score: 38

Weighted Average Rating Factor (WARF): 2820

Weighted Average Spread (WAS): 4.0%

Weighted Average Recovery Rate (WARR): 44.5%

Weighted Average Life (WAL): 8 years

Moody's has analyzed the potential impact associated with
sovereign related risk of peripheral European countries. As part
of the base case, Moody's has addressed the potential exposure to
obligors domiciled in countries with local currency country risk
ceiling below Aa3. Following the effective date, and given the
portfolio constraints and the current sovereign ratings in
Europe, such exposure may not exceed 10% of the total portfolio.
In addition, no more than 5% of the total portfolio could be
domiciled in countries which have local currency country risk
ceiling rated below A3 and no obligors should be domiciled in
countries which have a local country risk ceiling rated below
Baa3. Given this portfolio composition, the model was run with
different target par amounts depending on the target rating of
each class as further described in the methodology. The portfolio
haircuts are a function of the exposure size to peripheral
countries and the target ratings of the rated notes and amount to
0.75% for the Class A-1 and A-2 notes, 0.50% for the Class B-1
and B-2 notes, 0.375% for the Class C notes and 0% for the
Classes D, E and F.

Stress Scenarios:

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

Percentage Change in WARF: WARF + 15% (to 3243 from 2820)

Ratings Impact in Rating Notches:

Class A-1 Senior Secured Floating Rate Notes: 0

Class A-2 Senior Secured Floating Rate Notes: 0

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

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

Class C Senior Secured Deferrable Floating Rate Notes: -2

Class D Senior Secured Deferrable Floating Rate Notes: -2

Class E Senior Secured Deferrable Floating Rate Notes: -1

Class F Senior Secured Deferrable Floating Rate Notes: 0

Percentage Change in WARF: WARF +30% (to 3,666 from 2820)

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

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

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

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

Class C Senior Secured Deferrable Floating Rate Notes: -4

Class D Senior Secured Deferrable Floating Rate Notes: -2

Class E Senior Secured Deferrable Floating Rate Notes: -2

Class F Senior Secured Deferrable Floating Rate Notes: -2

Further details regarding Moody's analysis of this transaction
may be found in the upcoming new issue report, available soon on
Moodys.com.


BLACK DIAMOND 2015-1: S&P Assigns 'B' Rating to Class F Notes
-------------------------------------------------------------
Standard & Poor's Ratings Services has assigned its credit
ratings to Black Diamond CLO 2015-1 Designated Activity Company's
(Black Diamond CLO 2015-1) class A-1, A-2, B-1, B-2, C, D, E, and
F senior secured floating-rate notes. At closing, Black Diamond
CLO 2015-1 also issued unrated class M-1 and M-2 subordinated
notes.

Black Diamond CLO 2015-1 is a cash flow collateralized loan
obligation (CLO) transaction securitizing a portfolio of
primarily senior secured loans granted to speculative-grade
European and U.S. corporates.  Black Diamond CLO 2015-1 Advisors
LLC, a special-purpose management affiliate of Black Diamond
Capital Management LLC, manages the transaction.

Under the transaction documents, the rated notes pay quarterly
interest unless there is a frequency switch event.  Following
this, the notes permanently switch to semiannual payment.

The portfolio's reinvestment period ends approximately four years
after closing, and the portfolio's maximum average maturity date
is eight years after closing.

At the end of the ramp-up period, the portfolio represented a
well-diversified pool of corporate credits, with a fairly uniform
exposure to all of the credits.  Therefore, S&P has conducted its
credit and cash flow analysis by applying its criteria for
corporate cash flow collateralized debt obligations.

In S&P's cash flow analysis, it used a portfolio target par
amount of a euro equivalent of EUR400.00 million, using the
covenanted weighted-average spread (4.00%), and the covenanted
weighted-average recovery rates at each rating level.

Elavon Financial Services Ltd. is the bank account provider and
custodian and Natixis S.A. is the options provider.  The
participants' downgrade remedies are in line with S&P's current
counterparty criteria.

The issuer is bankruptcy remote under S&P's European legal
criteria.  The issuer may further directly own issuer
subsidiaries.  These subsidiaries are required to comply with
S&P's criteria.

Following S&P's analysis of the credit, cash flow, counterparty,
operational, and legal risks, it believes its ratings are
commensurate with the available credit enhancement for each class
of notes.

RATINGS LIST

Ratings Assigned

Black Diamond CLO 2015-1 Designated Activity Company

EUR337.4 Million and US$89.6 Million Senior Secured Fixed- and
Floating-Rate Deferrable Notes and Subordinated Notes

Class                  Rating          Amount
                                     (mil. EUR)

A-1                    AAA (sf)        176.30
A-2                    AAA (sf)         67.20[1]
B-1                    AA (sf)          24.30
B-2                    AA (sf)          30.00
C                      A (sf)           22.90
D                      BBB (sf)         24.80
E                      BB (sf)          23.60
F                      B (sf)            9.50
M-1                    NR               26.00
M-2                    NR               22.40[1]

[1]Denominated in U.S. dollars.
NR--Not rated.


CLERYS: Owner Prepares for Legal Action
---------------------------------------
The Irish Times reports that Lorraine Sweeney, whose LS Catering
company owned the cafes at Clerys, says she is preparing legal
action against several parties involved in the recent sale and
liquidation of the companies behind the iconic department store.

KPMG, the liquidator to Clerys' operating company, OCS
Operations, is due to hold a meeting of creditors to appoint a
committee of inspection to oversee the liquidation, according to
The Irish Times.

The report notes that Ms. Sweeney, a former chair of the Small
Firms Association, is refusing to take part in this process,
which she believes "endorses" the controversial liquidation,
which happened on the same day as the store was sold in June.

More than 400 staff members lost their jobs on the day of the
sale, with no notice given, the report relays.

The report discloses Ms. Sweeney believes the property assets of
Clerys should not have been separated from the insolvent trading
arm prior to the liquidation, as it left fewer assets to be
distributed among creditors, including concession holders who are
owed up to EUR3 million.

                          'Predatory'

The report relays that Ms. Sweeney has repeatedly criticized the
separation and subsequent liquidation, which she has previously
publicly alleged was "predatory" and an act of "asset stripping".

LS Catering says it has written to a number of parties to put
them on notice that it is filing legal action in an attempt to
reverse the effect of the separation of OCS's property and
trading assets for the purposes of the liquidation, the report
notes.  Ms. Sweeney said she wants the assets of OCS Holdings,
OCS Properties and the trading arm "pooled" for liquidation, the
report relays.

Ms. Sweeney said her company has written threatening the legal
action to the KPMG liquidators, property developer Deirdre
Foley's Natrium consortium that bought the Clerys building, the
US private equity company Gordon Brothers that sold it, and Jim
Brydie, the UK-based insolvency specialist who bought OCS
Operations for EUR1 on the day the entire business was sold and
put in liquidation, the report relays.

KPMG, Natrium and Gordon Brothers did not comment on LS
Catering's proposed legal action, while Mr. Brydie could not be
reached for comment.

Ms. Sweeney said she believes the appointment of a creditors'
committee of inspection is "just a face-saving exercise" and that
the "whole process" of the Clerys sale and liquidation is flawed,
and leaves fewer assets for creditors, the report notes.

                           Legal Action

"We wrote to all of the parties two weeks ago and advised them we
are joining them all to the legal action," Ms. Sweeney said, the
report notes.  "We have appointed legal advisers and we have
sought to instruct counsel and proceedings will be issued within
weeks," Ms. Sweeney added.

LS Catering has appointed Barry Healy solicitors to represent it
in its proposed action.

"This creditors meeting is yet another step in the planned
wipeout of Clerys.  This pre-planned process was facilitated by
Gordon Brothers, Natrium and their advisers.  It is a matter of
principle that they should be challenged.  This difficult and
expensive journey will be worth it if it prevents such a scandal
in future," said Ms. Sweeney, the report adds.


EUROCREDIT CDO VI: S&P Lowers Rating on Class V Notes to B+
-----------------------------------------------------------
Standard & Poor's Ratings Services took various credit rating
actions in Eurocredit CDO VI PLC.

Specifically, S&P has:

   -- Raised its ratings on the class A-R, B, and C notes;

   -- Lowered its ratings on the class E notes and class V
      combination notes; and

   -- Affirmed its ratings on the class D notes and class W
      combination notes.

The rating actions follow S&P's review of the transaction's
performance.  S&P conducted a credit and cash flow analysis and
applied its relevant criteria.  In S&P's analysis, it used data
from the July 2015 trustee report.

S&P determined the break-even default rate for each class of
notes at each rating level.  In S&P's analysis, it used the
reported portfolio balance that it considers to be performing,
the current weighted-average spread as reported in the trustee
report, and the weighted-average recovery rates that S&P
considered to be appropriate.  S&P incorporated various cash flow
stress scenarios using default patterns and levels, in
conjunction with different interest and currency stress
scenarios.

The portfolio's overall credit quality has improved since S&P's
March 7, 2014 review.  However, the scenario default rates at
each rating level have increased due to the increased asset
concentration.

S&P's ratings on the class V and W combination notes address the
ultimate payment of interest and principal.

The class A-R notes have continued to deleverage since S&P's
March 2014 review.  As a result, the available credit enhancement
has increased for all classes of notes.  Since S&P's March 2014
review, the transaction's 'CCC' rated assets and defaulted
obligations have decreased in notional terms.

The class A-R notes have an outstanding balance of œ9.30 million.
The asset portfolio comprises GBP5.53 million sterling-
denominated assets.  As sterling-denominated assets are lower
than the liabilities, there is a mismatch between the sterling-
denominated assets and liability notional balances.  S&P has
modeled this mismatch in its cash flow analysis.

S&P's credit and cash flow analysis indicates that the available
credit enhancement for all classes of notes is now commensurate
with higher ratings than those currently assigned.  S&P has
therefore raised its ratings on the class A-R, B, and C notes.
However, S&P's largest obligor test, which it introduced in its
corporate collateralized debt obligations (CDO) criteria,
constrains S&P's ratings on the class D and E notes.  S&P has
therefore affirmed its 'BB+ (sf)' rating on the class D notes and
lowered to 'B- (sf)' from 'B+ (sf)' its rating on the class E
notes.

As the combination note components include the class C, D, and E
notes, the rating actions on the class V and W combination notes
consider the results of S&P's largest obligor default test.  S&P
have therefore lowered to 'B+ (sf)' from 'BB+ (sf)' its rating on
the class V combination notes and affirmed its 'B+ (sf)' rating
on the class W combination notes.

Eurocredit CDO VI is a cash flow collateralized loan obligation
(CLO) that securitizes primarily leveraged loans granted to
speculative-grade corporate firms.  The transaction closed in
December 2006 and Intermediate Capital Managers Ltd. manages the
portfolio.

RATINGS LIST

Eurocredit CDO VI PLC
EUR520 mil senior and secured deferrable floating-rate notes

                                   Rating      Rating
Class       Identifier             To          From
A-R         XS0278775241           AAA (sf)    AA+ (sf)
B           XS0278776306           AAA (sf)    AA (sf)
C           XS0278776645           AA (sf)     BBB+ (sf)
D           XS0278776991           BB+ (sf)    BB+ (sf)
E           XS0278777296           B- (sf)     B+ (sf)
V (combo)   XS0280171892           B+ (sf)     BB+ (sf)
W (combo)   XS0280172601           B+ (sf)     B+ (sf)


PRIME 2006-1: Fitch Lowers Rating on Class E Notes to 'Dsf'
-----------------------------------------------------------
Fitch Ratings has downgraded Prime 2006-1's class E notes and
subsequently withdrawn the rating:

  EUR5.7 million class E notes (ISIN: XS0278572135): downgraded
   to 'Dsf' from 'Csf'; withdrawn

KEY RATING DRIVERS

The transaction reached final maturity in August 2015.  The
outstanding principal amount on the class E notes was not repaid
in full due to the number of defaults that occurred in the
portfolio since closing.  As Fitch's rating on the notes
addresses ultimate payment of interest and ultimate repayment of
principal according to the terms of the notes, the agency has
downgraded the notes to 'Dsf' and withdrawn the rating.

RATING SENSITIVITIES

Rating sensitivities are not applicable as the transaction has
reached final maturity.

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.



===================
L U X E M B O U R G
===================


BSN MEDICAL: S&P Lowers Rating on EUR1.24-Bil. Debt to 'B+'
-----------------------------------------------------------
Standard & Poor's Ratings Services lowered to 'B+' from 'BB-' its
issue rating on the EUR1,245 million senior secured debt issued
by BSN Medical Luxembourg Group Holding S.A R.L., the parent
company of Germany-based health care group BSN Medical.  At the
same time, S&P removed the issue rating on the senior secured
debt facilities from CreditWatch with negative implications,
where it had been placed on May 20, 2015.

S&P also revised downward its recovery rating on the debt to '3'
from '2'.  S&P's recovery expectations are in the lower half of
the 50%-70% range.

The rating actions were based on an increase in the group's debt
outstanding at default, resulting from a EUR854 million new
facility, the proceeds of which, S&P understands, were used to
repay part of the second-lien debt and refinance the term loan
B2B.

RECOVERY ANALYSIS

   -- In S&P's hypothetical default scenario, it assumes that
      intensified competition, pricing pressure, and a higher-
      than-expected cost of raw materials result in falling
      margins.

   -- S&P values BSN as a going concern, underpinned by its
      robust market positions, resilient business model, and
      favorable industry trends.

Simulated default and valuation assumptions

   -- Year of default: 2019
   -- EBITDA at emergence: EUR127 million
   -- Implied enterprise value multiple: 6.0x
   -- Jurisdiction: Germany

Simplified waterfall

   -- Gross enterprise value at default: EUR760 million
   -- Administrative costs: EUR54 million
   -- Net value available to creditors: EUR706 million
   -- Priority claims: EUR16 million (1)(2)
   -- Secured debt claims: EUR1.3 billion (1)
   -- Recovery expectation: 50%-70% (lower half of range)

(1) All debt amounts include six months' prepetition interest.
(2) Includes: Pensions, finance lease, factoring facility, and
    various other debt at subsidiaries.



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


CADOGAN SQUARE CLO IV: Moody's Raises Class E Notes Rating to Ba3
-----------------------------------------------------------------
Moody's Investors Service has taken rating actions on the
following classes of notes issued by Cadogan Square CLO IV B.V.:

  EUR343.75 million (current balance EUR 153.51M) Class A Senior
  Secured Floating Rate Notes due 2023, Affirmed Aaa (sf);
  previously on Jul 9, 2014 Upgraded to Aaa (sf)

  EUR25 million Class B-1 Senior Secured Floating Rate Notes due
  2023, Upgraded to Aaa (sf); previously on Jul 9, 2014 Upgraded
  to Aa2 (sf)

  EUR15 million Class B-2 Senior Secured Fixed Rate Notes due
  2023, Upgraded to Aaa (sf); previously on Jul 9, 2014 Upgraded
  to Aa2 (sf)

  EUR22.5 million Class C Senior Secured Deferrable Floating Rate
  Notes due 2023, Upgraded to Aa3 (sf); previously on Jul 9, 2014
  Upgraded to A1 (sf)

  EUR26.25 million Class D Senior Secured Deferrable Floating
  Rate Notes due 2023, Upgraded to Baa2 (sf); previously on Jul
  9, 2014 Upgraded to Baa3 (sf)

  EUR18.75 million Class E Senior Secured Deferrable Floating
  Rate Notes due 2023, Upgraded to Ba3 (sf); previously on Jul 9,
  2014 Affirmed B1 (sf)

  EUR3 million (current rated balance EUR 1.64M) Class X
  Combination Notes due 2023, Upgraded to Baa2 (sf); previously
  on Jul 9, 2014 Upgraded to Baa3 (sf)

Cadogan Square CLO IV B.V., issued in May 2007, is a
collateralised loan obligation (CLO) backed by a portfolio of
mostly high-yield senior secured European loans managed by Credit
Suisse Asset Management Limited. The transaction's reinvestment
period ended in July 2013.

RATINGS RATIONALE

According to Moody's, the rating actions taken on the notes are
the result of the substantial deleveraging over the last two
payment dates in January and July 2015.

Class A notes have paid down by approximately EUR83.6 million
(24.3% of closing balance) since the July 2014 payment date, as a
result of which over-collateralisation (OC) ratios of all classes
of rated notes have increased significantly. As per the trustee
report dated July 2015, Class A/B, Class C, Class D, and Class E
OC ratios are reported at 140.09%, 127.91%, 116.14%, and 108.97%
compared to July 2014 levels of 129.36%, 121.03%, 112.57%, and
107.22%, respectively. These reported OC ratios do not take into
account the pay-down of Class A notes on the payment dates in
July 2015 and July 2014 respectively.

The rating of the Combination Notes address the repayment of the
Rated Balance on or before the legal final maturity. For Class X
the 'Rated Balance' is equal at any time to the principal amount
of the Combination Note on the issue date minus the aggregate of
all payments made from the issue date to such date, either
through interest or principal payments. The Rated Balance may not
necessarily correspond to the outstanding notional amount
reported by the trustee.

The key model inputs Moody's uses in its analysis, such as par,
weighted average rating factor, diversity score and the weighted
average recovery rate, are based on its published methodology and
could differ from the trustee's reported numbers. In its base
case, Moody's analysed the underlying collateral pool as having a
performing par of EUR 292.01 million, defaulted par of EUR 6.57
million, a weighted average default probability of 21.31%
(consistent with a WARF of 2914 over a weighted average life of
4.63 years), a weighted average recovery rate upon default of
46.20% for a Aaa liability target rating, a diversity score of 33
and a weighted average spread of 4.02%.

The default probability derives from the credit quality of the
collateral pool and Moody's expectation of the remaining life of
the collateral pool. The estimated average recovery rate on
future defaults is based primarily on the seniority of the assets
in the collateral pool. For a Aaa liability target rating,
Moody's assumed that 90.1% of the portfolio exposed to first-lien
senior secured corporate assets would recover 50% upon default,
while the 4.5% non-first-lien loan corporate assets would recover
15%, and the 5.4% of structured finance assets would recover
9.1%. In each case, historical and market performance and a
collateral manager's latitude to trade collateral are also
relevant factors. Moody's incorporates these default and recovery
characteristics of the collateral pool into its cash flow model
analysis, subjecting them to stresses as a function of the target
rating of each CLO liability it is analyzing.


HIGHLANDER EURO CDO III: Moody's Hikes Cl. S Debt Rating From Ba1
-----------------------------------------------------------------
Moody's Investors Service has upgraded the ratings on the
following notes issued by Highlander Euro CDO III B.V.:

   EUR76M Class B Senior Secured Floating Rate Notes due 2023,
   Upgraded to Aaa (sf); previously on Apr 7, 2014 Upgraded to
   Aa2 (sf)

   EUR48M Class C Senior Secured Deferrable Floating Rate Notes
   due 2023, Upgraded to A2 (sf); previously on Apr 7, 2014
   Upgraded to A3 (sf)

   EUR5M Class R Combination Notes due 2023, Upgraded to A2 (sf);
   previously on Apr 7, 2014 Upgraded to A3 (sf)

   EUR15M Class S Combination Notes due 2023, Upgraded to Baa3
   (sf); previously on Apr 7, 2014 Upgraded to Ba1 (sf)

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

   EUR536M (current outstanding balance of EUR284.6M) Class A
   Senior Secured Floating Rate Notes due 2023, Affirmed Aaa
   (sf); previously on Apr 7, 2014 Upgraded to Aaa (sf)

   EUR34M Class D Senior Secured Deferrable Floating Rate Notes
   due 2023, Affirmed Baa3 (sf); previously on Apr 7, 2014
   Upgraded to Baa3 (sf)

   EUR26M (current outstanding balance of EUR23.2M) Class E
   Senior Secured Deferrable Floating Rate Notes due 2023,
   Affirmed Ba2 (sf); previously on Apr 7, 2014 Upgraded to Ba2
   (sf)

Highlander Euro CDO III B.V. issued in April 2007, is a
Collateralised Loan Obligation ("CLO") backed by a portfolio of
mostly high yield European loans. The portfolio is managed by
CELF Advisors LLP. The transaction's reinvestment period ended in
May 2014. The portfolio is predominantly composed of senior
secured loans.

RATINGS RATIONALE

The upgrades to the ratings are primarily the result of the
substantial deleveraging that has occurred over the last year.

Over the last four quarterly payment dates the Class A Notes have
amortized approximately by EUR170.2 million or 31.7% of initial
closing balance. As a result the over-collateralisation (OC)
ratio has increased. As per the trustee report dated July 2015,
the Class A/B, the Class C, Class D and Class E OC ratios are
reported at 135.0%, 120.9%, 112.6% and 107.5% compared to July
2014 levels of 125.7%, 116.0%, 109.9% and 106.2%, respectively.
Moody's notes that the August 2015 principal payments are not
reflected in the OC ratios reported.

The ratings on the combination notes address the repayment of the
rated balance on or before the legal final maturity. For Classes
R and S, 'Rated Balance' is equal at any time to the principal
amount of the Combination Note on the Issue Date minus the
aggregate of all payments made from the Issue Date to such date,
either through interest or principal payments. The rated balance
may not necessarily correspond to the outstanding notional amount
reported by the trustee.

The key model inputs Moody's uses in its analysis, such as par,
weighted average rating factor, diversity score and the weighted
average recovery rate, are based on its published methodology and
could differ from the trustee's reported numbers. In its base
case, Moody's analysed the underlying collateral pool as having a
performing par and principal proceeds balance of EUR553.5
million, defaulted par of EUR2.7 million, a weighted average
default probability of 20.9% (consistent with a WARF of 2664), a
weighted average recovery rate upon default of 47.41% for a Aaa
liability target rating, a diversity score of 34 and a weighted
average spread of 3.85%.

Moody's notes that shortly after this analysis was completed, the
17 August 2015 monthly report has been issued. There is no
material change in key portfolio metrics such as WARF, diversity
score, and weighted average spread from their July 2015 levels.

The default probability derives from the credit quality of the
collateral pool and Moody's expectation of the remaining life of
the collateral pool. The estimated average recovery rate on
future defaults is based primarily on the seniority of the assets
in the collateral pool. For a Aaa liability target rating,
Moody's assumed a recovery of 50% for the 93.3% of the portfolio
exposed to first-lien senior secured corporate assets upon
default, of 15% for the remaining non-first-lien loan corporate
assets upon default and of 10.9% for 6.4% of the portfolio
exposed to structured finance assets upon default . In each case,
historical and market performance and a collateral manager's
latitude to trade collateral are also relevant factors. Moody's
incorporates these default and recovery characteristics of the
collateral pool into its cash flow model analysis, subjecting
them to stresses as a function of the target rating of each CLO
liability it is analyzing.

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

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

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


INNOVIO PAPERS: Court Declares Firm Insolvent
---------------------------------------------
Euwid Pulp and Paper reports that the District Court of
Gelderland declared Innovio Papers insolvent on August 10. Coen
Houtman of the law firm Poelmann van den Broek was appointed as
insolvency administrator, the report says.

The report says Innovio Papers operates the former Sappi paper
mill in Nijmegen. Prior to its sale to the US investment and
private equity firm AIAC (American Industrial Acquisition
Corporation) in June 2014, the Sappi Nijmegen mill produced
240,000 tpy of coated woodfree paper on one machine. Innovio
Papers wanted to reposition itself and had adapted the machinery
to make specialty paper.

Citing reports published in the Dutch media, Euwid says around
150 employees are affected by the insolvency.



===========
P O L A N D
===========



* POLAND: New Restructuring Law to Take Effect in January 2016
--------------------------------------------------------------
Andrzej Stosio, Esq. and Anna Biala, Esq. of Clifford Chance
disclosed that the new restructuring law of May 15, 2015 will
enter into force on January 1, 2016.  The Restructuring Law
introduces new restructuring procedures, allowing the
restructuring of a debtor's business and avoiding its
liquidation.  It also introduces major amendments to the
Bankruptcy and Recovery Proceedings Law of 28 February 28, 2003,

Under the Bankruptcy Law, when the bankruptcy tests provided for
in the Bankruptcy Law are met, the debtor is obliged, and each of
its creditors has the right, to file a bankruptcy petition with a
court.  Only after having examined the merits of the petition and
being satisfied that the requisite bankruptcy tests have been
met, may the court issue an order declaring the debtor bankrupt.

Currently, Article 83 of the Bankruptcy Law invalidates any
contractual provision which purports, in the event of the
declaration of bankruptcy, to modify or terminate a legal
relationship to which the bankrupt is a party.  The amendments to
the Bankruptcy Law that will enter into force on January 1, 2016
extend the scope of this provision so that it covers not only the
declaration of bankruptcy but also the filing of a bankruptcy
petition.

Automatic early termination

This amendment may be particularly important in the context of
agreements with automatic early termination clauses.

Under the law currently in force, terms of an agreement providing
for automatic early termination triggered by a declaration
of bankruptcy are ineffective.  As a rule, automatic early
termination triggered by an event of default preceding the
declaration of bankruptcy is valid.  Therefore, some agreements
(in particular those governed by foreign law) were
sometimes modified so that automatic early termination was
triggered not by the declaration of bankruptcy (which, as
mentioned above, would be ineffective), but by the filing of a
bankruptcy petition.  It can be argued that under the law
currently in force such modified automatic early termination
clauses would be effective (although there is some ambiguity in
this regard stemming from a provision of the Bankruptcy Law under
which a term of an agreement preventing or hindering
the aim of bankruptcy proceedings against the bankrupt party to
the agreement is ineffective vis-a-vis the bankrupt's estate).

This will change when the amendments to the Bankruptcy Law enter
into force.  Under the amended law, a contractual term
providing for a modification or termination of the agreement upon
the filing of a bankruptcy petition or upon one of the parties
being declared bankrupt (such as an automatic early termination
clause triggered by the filing of a bankruptcy petition) will
be invalid.

Although disapplying the automatic early termination provisions
set out in master agreements for financial transactions (such
as the ISDA Master Agreement, GMRA, GMSLA) is currently a
standard practice when contracting with counterparties that
might become subject to Polish bankruptcy proceedings, it may be
worthwhile for market participants to check their contracts
to confirm whether the automatic early termination clause is
excluded.  If the automatic termination clause is not excluded
and it may be triggered by the filing of a bankruptcy petition or
declaration of bankruptcy, a party to such a contract should
bear in mind that if such an event of default occurs, it will not
result in automatic termination of the contract.  However, this
will not impact on the other provisions of the contract,
including those which provide for automatic termination if an
event of default other than those mentioned above occurs.

Events of Default

While it is undisputable that the Bankruptcy Law provision
discussed above applies to automatic termination, there is some
suggestion that it could also apply to termination of an
agreement by notice.

As mentioned above, under the amended Article 83 of the
Bankruptcy Law, contractual provisions providing for a
modification or termination of an agreement in the event of
declaration of bankruptcy or the filing of a bankruptcy petition
will be invalid.  It might be argued that in a situation where
events of default specified in an agreement comprise declaration
of bankruptcy or the filing of a bankruptcy petition, and the
occurrence of an event of default entitles a party to terminate
the agreement, such a situation is not within the scope of
Article 83 of the Bankruptcy Law.  This is because the agreement
is not actually amended or terminated by the opening of the
bankruptcy proceedings or the filing of a bankruptcy petition,
but rather the contract is performed in accordance with its terms
which give a party to the agreement a right to terminate.

Nonetheless, it seems that the current market practice position
is to interpret the scope of this provision of the Bankruptcy
Law to cover not only automatic early termination clauses but
also termination by notice upon the occurrence of an event of
default.  Consequently, the terms of agreements are quite often
formulated in such a way that it is the filing of a bankruptcy
petition and not the opening of bankruptcy proceedings that
constitutes an event of default.  If this market consensus
interpretation is correct, then, when the amendment enters into
force, termination by notice following an occurrence of that
event of default will be ineffective.

The Bankruptcy Law provides for special treatment of master
agreements.  A master agreement in the meaning of this
provision is an agreement that provides that "term financial
contracts" (i.e. derivatives), "lending of financial instruments"
and/or "contracts for the sale and repurchase of financial
instruments" will be entered into in performance of the master
agreement and that termination of the master agreement results in
termination of all transactions entered into in its performance.
The Bankruptcy Law provides that when a party to a master
agreement is declared bankrupt, either party may
terminate the master agreement and the settlement method that is
provided for therein will be respected.  This is a statutory
right which may be exercised even if a master agreement does not
give a party the right to terminate in the given circumstances.
The provision in question is set out in a section of the
Bankruptcy Law which deals with the consequences of
declaration of bankruptcy.  The right to terminate under this
provision may be exercised after a party to the master agreement
has been declared bankrupt.

The question arises as to what will happen if a party has not yet
been declared bankrupt but a bankruptcy petition has been
filed with respect to it -- will its counterparty be able to
terminate the master agreement by exercising the statutory right
provided for in the above-mentioned provision of the Bankruptcy
Law, or will such termination prior to the declaration of
bankruptcy be ineffective based on Article 83? It seems that the
latter interpretation is hardly the intention of the legislator
and the teleological interpretation should be applied here.  If
the Bankruptcy Law gives the right to terminate a master
agreement even if bankruptcy is declared, in our view the
relevant provisions should be interpreted in such a way that
there should be no limitations in this regard if bankruptcy has
not yet been declared, even if a petition for bankruptcy had been
filed.  Nonetheless, until there is an established practice in
this regard and court precedents addressing this issue are
available, when the amendments enter into force, particular care
is recommended with regard to the termination of master
agreements as a result of the filing of a bankruptcy petition
under the Bankruptcy Law.

Restructuring Procedures

Under the Restructuring Law, provisions similar to the above-
discussed Article 83 and Article 85 of the Bankruptcy Law will
apply to the new types of restructuring procedures.  Provisions
in an agreement will be ineffective if they provide for a
modification or termination of the agreement in the event of a
filing for the opening of restructuring procedures and in the
case of the opening of restructuring procedures.  Also in this
case it is not clear whether a party to a master agreement will
have a right to terminate the agreement if restructuring
procedures have been opened, or indeed if a petition for the
opening of restructuring procedures has been filed.



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


KREMLIN INSURANCE: Bank of Russia Suspends Insurance License
------------------------------------------------------------
The Bank of Russia, by its Order No. OD-2342 dated September 3,
2015, suspended the insurance license of Kremlin Insurance
Company, LLC.

This decision is taken due to the insurer's failure to duly
follow a Bank of Russia instruction, namely the non-compliance
with the requirements of financial sustainability and solvency
and with procedure and terms of investing its capital and
insurance reserves.

The decision shall become effective the day it is published in
the Bank of Russia Bulletin.

Suspended license of the insurance agent shall mean a prohibition
on entering into insurance contracts, and also on amending
respective contracts resulting in increase in the existing
obligations of the insurance agent.

The insurance company shall accept notifications of claim and
meet its obligations.


TANDEMBANK LLC: Liabilities Exceed Assets, Investigation Shows
--------------------------------------------------------------
The provisional administration of LLC TANDEMBANK appointed by
Bank of Russia Order No. OD-700 dated April 2, 2015, due to the
revocation of its banking licence revealed in the course of
examination of the credit institution's financial standing that
the value of assets of TANDEMBANK did not exceed RUR62.1 million
while its liabilities to creditors amounted to RUR396.6 million.

The main reason of insufficient bank's assets to fully meet
creditors' claims were the facts revealed by the provisional
administration of moving out the assets through extending known
unrecoverable loans worth over RUR900 million to companies absent
at their stated registration addresses which stopped servicing
loan debts after the revocation of the banking licence.

Under the current circumstances, on June 9, 2015, the Court of
Arbitration of the city of Moscow took a decision to recognize
TANDEMBANK 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 criminal offences conducted
by the former management and owners of TANDEMBANK to the
Prosecutor General's Office of the Russian Federation, Russian
Ministry of Internal Affairs and the Investigation Committee of
the Russian Federation for consideration and procedural decision
making.


TRUST INSURANCE: Bank of Russia Suspends Insurance License
----------------------------------------------------------
The Bank of Russia, by its Order No. OD-2336 dated September 3,
2015, suspended the insurance license of Trust Insurance Company,
LLC.

This decision is taken due to the insurer's failure to follow
Bank of Russia instructions, namely the non-compliance with the
requirements of financial sustainability and solvency with
respect to securing insurance reserves and procedure and terms of
investing its capital and insurance reserves.

The decision shall become effective the day it is published in
the Bank of Russia Bulletin.

Suspended license of the insurance agent shall mean a prohibition
on entering into insurance contracts, and also on amending
respective contracts resulting in increase in the existing
obligations of the insurance agent.

The insurance company shall accept notifications of claim and
meet its obligations.



===========
S E R B I A
===========


NISKA PIVARA: Administrator to Oversee Assets Amid Sale Probe
-------------------------------------------------------------
SeeNews reports that a commercial court in the Serbian town of
Nis has put an administrator in charge at Niska Pivara while it
looks into a complaint filed against the recent sale of the
brewer to a Bulgarian buyer.

According to SeeNews, news agency Tanjug reported on Sept. 3 that
in a letter sent to high officials from the Serbian government
and state and to the local EU delegation, the brewery's buyer and
current owner, Stefan Stefanov, says that in line with a ruling
of the commercial court, the brewery's assets have been entrusted
to an administrator while a complaint against its sale filed by
Belgrade-based firm Lus Investment is investigated.

Also on Sept. 3, Serbian news daily Dnevne Novosti reported that
Niska Pivara was sold for RSD130 million (US$1.2 million/EUR1.08
million ) in early August through direct negotiations with the
buyer after eight previous sale attempts failed, but that
Lus Investment is convinced the whole deal was rigged and that
their bid was superior to that of the Bulgarian buyer, SeeNews
relays.

Tanjug quoted Mr. Stefanov as saying that the court's decision
was "groundless" and that he will use all legal means to fight
for his rights before both domestic and international
institutions, SeeNews notes.

In his letter, Mr. Stefanov asserts that since Aug. 3 he has paid
the full deal price, hired 23 employees and begun works on
relaunching production and reviving the brewery to the tune of
EUR5 million (US$5.57 million), SeeNews discloses.



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


UKRAINE: DGF Proceeds From Insolvent Banks Reach UAH775.3 Million
-----------------------------------------------------------------
Ukrainian News Agency reports that since early 2015, the proceeds
of the Deposit Guarantee Fund from insolvent commercial banks
undergoing the liquidation made up UAH775.3 million.

The most part of the funds was received in July to August at
UAH364.4 million, Ukrainian News discloses.

The largest stake in the total amount were the funds paid by
Forum bank, Aktabank and VAB Bank, Ukrainian News notes.

In 2015, creditor claims of the DGF were in full redeemed by
Green Bank, Prime-bank and Ukrbiznesbank, Ukrainian News states.

The DGF's proceeds from the insolvent Astra Bank and tranditional
RVS bank made up UAH137.2 million, Ukrainian News says.

In compliance with the Law of Ukraine "On deposit guarantee
system," the DGF acquires a right of a creditor of an insolvent
bank for the amount subjected to the repayment to depositors of
such a banks, according to Ukrainian News.



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


BLOOMFIELD SHOPPING CENTRE: Goes Up for Sale at GBP54 Million
-------------------------------------------------------------
Belfast Telegraph reports that Co Down retail asset Bloomfield
Shopping Centre, formerly owned by one of Northern Ireland's
richest men, has gone on the market for GBP54 million.

The Bangor development is the latest major retail property to go
on sale in Northern Ireland, following hot on the heels of
Junction One and The Outlet discount parks being offered to
potential buyers for around GBP60 million, according to Belfast
Telegraph.

The report notes that Bloomfield Centre, which is anchored by M&S
and Tesco, has rental income of GBP4.66 million, and a new Next
store is due to open in April 2016.

Tenants in the separate retail park include Laura Ashley, DW
Sports and Pets at Home, the report notes.

Ulster Bank appointed a fixed charge receiver to Bloomfield last
year, which has led to receivers putting it on the market, the
report relays.

The shopping mall is part of the portfolio of Donegall Place
Investments Ltd, led by KFC tycoon Michael Herbert, one of
Northern Ireland's richest people, the report discloses.

Donegall Place Investments posted losses of GBP25 million in its
latest set of accounts up to September 30, 2014, the report
relays.

Turnover also fell, dropping by more than a third to GBP10.4
million, the report notes.

Bloomfield is the main center in Bangor and its robust retail
line-up of River Island, Boots, H&M, and Marks & Spencer -- as
well as anchors M&S and Tesco -- are a major pull to shoppers,
the report discloses.

Agency Colliers was appointed by Ulster Bank to manage the center
at the beginning of last year, the report relays.

In the run-up to Colliers' appointment, Bloomfield had suffered
the effects of retailer collapses, with Peacocks going into
administration in 2012 shortly after the center had completed an
extension to house it, the report notes.

The report relays that the center also lost occupants in 2013
after homewares firm Hanna and Browne went into administration
and shoe chain Barratts went out of business.

The Belfast Telegraph revealed that Ballymena's Fairhill Shopping
Centre, owned by Sam Morrison, was on the market for GBP52.5
million - though it's understood Mr. Morrison may be refinancing
so that he can buy back the center, the report notes.

Meanwhile, commercial law firm Tughans has said its property team
acted for Mr. Morrison's firm, Corbo Group, in the sale of three
other retail assets, Lisnagelvin Retail Park in Strabane, a
development occupied by Homebase and the UK Border Agency at
Drumkeen in south-east Belfast, and the Showgrounds in Omagh, the
report relays.

The three retail properties were sold for a combined GBP53
million, according to Tughans, the report discloses.  Lisnagelvin
was sold for GBP16.7 million to M&G Real Estate, while Pradera
and Tristan Capital Partners acquired the Showgrounds Retail Park
in Omagh for GBP26.7 million, the report notes.

And a private Northern Ireland investor snapped up the Upper
Galwally development for GBP9.8 million.

The report notes that Phyllis Agnew, head of real estate at
Tughans, said: 'The completion of these deals for the Corbo Group
represents a significant boost to inward investment here and a
positive sign for the local economy.

"They come on the back of a busy 12 months in the Northern Irish
property market.  We have seen an increased appetite from
investors, including major UK funds, to get back into Northern
Ireland particularly when there is an opportunity to acquire such
high-quality assets as these investments," the report quoted Mr.
Agnew as saying.

"Our real estate team also recently completed the sale of
Erneside Shopping Centre in Enniskillen to another joint venture
comprising Tristan Capital Partners and Ellandi," Mr. Agnew
added.

The report notes that Sam Morrison himself added: "Both Corbo and
Tughans understand the local market, its pressures and obstacles,
but also its opportunities and potential.  With the renewed
interest in the Northern Ireland property market it is a good
time to sell, returns are strong and the market is really
starting to move again."


ODOUR SERVICES: Bought Out of Administration
--------------------------------------------
Insider Media reports that Odour Services International Ltd
(OSIL) has been bought out of administration in a deal that saved
almost 20 jobs.

New documents seen by Insider have also shed light on the events
leading up to the insolvency, which was sparked by difficulties
relating to a multimillion-pound contract with a waste treatment
facility in Scotland.

Insider relates that a report to creditors, prepared by
administrator Ian Pankhurst of Solihull restructuring firm
Cobalt, revealed that a year of profitability in 2013 sparked an
expansion plan at the business, which resulted in the major
contract win in Glasgow.

But following a number of issues, the contractor refused to pay,
which had a "devastating effect" on cashflow, the report relays.

Insider says OSIL's directors worked to source further profitable
contracts but following another dispute on a separate project,
one creditor issued a winding up petition. While OSIL settled
this debt, threats of further action from other creditors and a
lack of available finance from funder Bibby Financial Services
led to the appointment of Cobalt on July 30, 2015, according to
the report.

According to the report, the business was rescued by Processus
Ltd, a group led by OSIL directors John Geary and Matthew Wilkes,
and 17 staff were transferred via TUPE.

The report says the deal was worth a total of GBP81,500, with an
initial payment of GBP65,000 made on 12 August. The remaining
balance of GBP16,500 will be paid no later than 11 November.

It is estimated that OSIL owes more than GBP1.6 million to
unsecured creditors, along with GBP20,763 to preferential
creditors. Administrators expect funds will be available to make
a dividend payment, although the amount is dependent on the costs
incurred throughout the insolvency process, Insider relates.

The report adds Wilkes and Geary have given guarantees for the
amounts owed to Bibby and Lloyds Bank, which are financing
Processus.

Cannock-headquartered Odour Services International Ltd (OSIL) was
formed in 2007 to provide odour control systems to the water,
waste, food and beverage and process industries.


OPTIMAL PAYMENTS: Moody's Assigns Ba2 Corporate Family Rating
-------------------------------------------------------------
Moody's Investors Service assigned a definitive Ba2 corporate
family rating (CFR) and a probability of default rating (PDR) of
Ba3-PD to Optimal Payments PLC following the completion of its
acquisition of the the Skrill Group. Concurrently, Moody's has
also assigned definitive Ba2 instrument ratings with LGD3 to the
company's EUR280 million Term Loan A, EUR220 million Term Loan B
and USD85 million Revolving Credit Facility (RCF) issued by
Netinvest Limited. The outlook on the ratings is stable.

RATINGS RATIONALE

Moody's definitive rating assignments are in line with the
provisional ratings assigned on June 15, 2015. Moody's rating
rationale was set out in a press release issued on that date.

The Ba2 rating assigned to Optimal Payments reflects (i) its
significant exposure to the gambling industry (ii) a degree of
client concentration with the company's top customer representing
around 32% of revenues as of FY2014 (company expects proportion
to decline to 15-20% by year-end 2015) (iii) exposure to changes
in regulatory framework in the company's end markets and/or
regulation by authorities overseeing their industry (iv) the
fragmented characteristics of the payment-processing industry
where competitive solutions may yet emerge.

These factors are balanced to an extent by (i) the increased
scale and strategic fit that Skrill brings to the combined entity
(ii) our expectations of a continued growth momentum in Optimal
Payments' end-markets allowing for strong organic growth-rates to
continue (iii) the company's high profitability with EBITDA-
margins in the high 20s translating into solid free cash flows
(iv) a very clear financial policy targeting net leverage (as
reported) of 2.0x-2.5x supporting Moody's expectations that
credit metrics will remain strong (v) a very good liquidity
profile.

The Ba2 (LGD3) ratings assigned to the EUR280 million Term Loan
A, EUR220 million Term Loan B and USD85 million RCF reflects the
instruments pari-passu positioning in the capital structure.
Moody's understands the instruments to benefit from guarantees
representing at least 85% of the company's EBITDA.

Optimal Payments' liquidity profile is very good supported by our
expectations of strong positive free cash flows going forward. An
additional liquidity cushion is provided by access to a USD85
million RCF. Moody's would expect Optimal Payments to maintain
ample leeway under its financial covenant.

The stable outlook on the ratings reflects our anticipations that
Optimal Payments will continue benefiting from a high organic
growth in its end-markets allowing for the company to maintain
strong credit metrics.

WHAT COULD CHANGE THE RATING UP/DOWN

Positive pressure on the rating could develop should Optimal
Payments succeed in further diversifying its exposure to
verticals other than gambling while maintaining its strong
trajectory of organic growth. Moody's would also expect Optimal
Payments capital structure to be maintained with a debt/ EBITDA
ratio declining towards 2.0x.

Conversely, negative pressure could develop if the company's
adjusted leverage moves sustainably above 3.0x or if changes to
financial policies weaken the company's current strong liquidity
profile. Negative pressure could also develop should disruptive
technologies emerge or if the company's market-positioning
weakens materially.

Optimal Payments is a global provider of online payment
solutions. For the last twelve months to December 2014, pro forma
for the Skrill acquisition, the company recorded revenues of
USD722 million and an EBITDA of USD171 million.


RANGERS FOOTBALL: Police Not Pursuing Stockbridge in Fraud Probe
----------------------------------------------------------------
STV reports that Brian Stockbridge claims he has assurances that
police are not seeking to speak with him in connection with the
alleged fraudulent acquisition of the Rangers Football Club in
2012.

In a newspaper report on Sept. 4, it was claimed the former
finance director of the club was a person of interest in the
case, STV relates.

Speaking to STV, Mr. Stockbridge said: "Following the reports in
the tabloid, I instructed my legal team to contact the courts to
establish whether or not officers of Police Scotland were
attempting to contact me.

"It has been confirmed that this is categorically not the case.
I am now discussing these entirely baseless and outrageous claims
with my legal team and I will take the appropriate action.

"For the avoidance of doubt, I joined the club on June 14, 2012
and had no involvement in the acquisition, which appears to be
the basis of the current investigation."

Four men were charged last week, including former Rangers owner
Craig Whyte and ex-chief executive Charles Green, STV discloses.

The men appointed as administrators of the club in 2012,
Paul Clark and David Whitehouse, also appeared in court, STV
relays.

Mr. Green, who purchased the assets of Rangers when it failed to
agree a company voluntary arrangement in 2012, received four
charges when he appeared at Glasgow Sheriff Court on Sept. 2, STV
recounts.  He stands accused of involvement in serious organised
crime, a breach of the companies act, conspiracy and fraud, STV
discloses.

Mr. Whyte, the owner of Rangers when it went into administration
in 2011, was also charged with conspiracy and involvement in
serious organised crime, STV notes.

Messrs. Clark and Whitehouse were both charged with conspiracy
and involvement in serious organized crime, according to STV.

                  About Rangers Football Club

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



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


* BOND PRICING: For the Week August 31, 2015 to September 4, 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
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
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
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
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
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
DZ Bank AG Deutsche    6.25    3/29/2016    EUR      61.26
DZ Bank AG Deutsche    7.50    3/29/2016    EUR
DZ Bank AG Deutsche    6.75    6/24/2016    EUR      60.56
DZ Bank AG Deutsche    7.75    6/24/2016    EUR
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 * * *