TCREUR_Public/150914.mbx         T R O U B L E D   C O M P A N Y   R E P O R T E R

                           E U R O P E

          Monday, September 14, 2015, Vol. 16, No. 181

                            Headlines

A L B A N I A

CREDINS BANK: Moody's Withdraws B2/NP Deposit Ratings


B E L G I U M

SAIRGROUP: Ruling in Debt Restructuring Liquidation


F R A N C E

BRD-GROUPE SOCIETE: Moody's Affirms Ba1/NP Deposit Ratings


G E R M A N Y

ASTRA: German Unit Experiences Difficulties, Euro am Sonntag Says
EKOTECHNIKA GMBH: Heidelberg Court Rejects KS Insolvency Petition


H U N G A R Y

HUNGARY: Moody's Ba1 Rating Balances Economy With High Debt Level


I R E L A N D

LIGHTPOINT PAN-EUROPEAN: S&P Cuts Rating on Class E Notes to BB-
SVG DIAMOND: Fitch Raises Rating on Class M-2 Notes to 'Bsf'


I T A L Y

INTESA SANPAOLO: Moody's Rates Add'l. Tier 1 Debt '(P)Ba3(hyb)'


L I T H U A N I A

KAUNO ENERGIJA: Liquidation of Subsidiary Completed


L U X E M B O U R G

BRAAS MONIER: Fitch to Withdraw 'B' LT IDR in October
ELEX ALPHA: Moody's Affirms B1 Rating on Class E Notes
NEMERA DEVELOPMENT: S&P Affirms Then Withdraws 'B' CCR


N E T H E R L A N D S

ABN AMRO BANK: S&P Assigns 'BB' Rating to Proposed AT1 Securities
PROSPERO CLO II: S&P Raises Rating on Class D Notes to BB+


N O R W A Y

NORSKE SKOGINDUSTRIER: Bondholders Seek Debt Restructuring Talks


P O L A N D

BRZESZCZE MINE: Tauron Submits Offer to Acquire Assets


P O R T U G A L

MAGELLAN MORTGAGES 3: S&P Lowers Rating on Class C Notes to BB


R O M A N I A

BANCA COMERCIALA: Moody's Affirms Ba1/NP Bank Deposit Ratings
RAIFFEISEN BANK: Moody's Affirms 'Ba1/NP' Deposit Ratings


R U S S I A

DOMODEDOVO: Transaero Restructuring May Put Pressure on Traffic
GEORGIA JSC: Fitch Affirms 'BB-' IDR, Outlook Stable


S P A I N

SANTANDER HIPOTECARIO 7: Moody's Cuts Cl. B Notes Rating to Caa1


U N I T E D   K I N G D O M

AMDIPHARM MERCURY: Moody's Puts B3 CFR Under Review
AVALON BAR: Goes Into Liquidation, 10 Jobs Axed
CEONA OFFSHORE: Set to Enter Administration This Week
CIL LTD: Investors Win Court Hearing Over Alleged Fraud
INSIGHT COMPUTING: Directors Banned for Stealing Company Funds


X X X X X X X X

* BOND PRICING: For the Week Sept. 7, 2015 to Sept. 11, 2015


                            *********


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A L B A N I A
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CREDINS BANK: Moody's Withdraws B2/NP Deposit Ratings
-----------------------------------------------------
Moody's Investors Service has withdrawn Credins Bank Sh.a.'s
B2/Not-Prime deposit ratings, B1(cr)/Not-Prime(cr) Counterparty
Risk Assessment and b3 baseline credit assessment (BCA)/adjusted
baseline credit assessment. At the time of the withdrawal, the
bank's long-term deposit rating carried a stable outlook.

RATINGS RATIONALE

Moody's has withdrawn the rating for its own business reasons.



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B E L G I U M
=============


SAIRGROUP: Ruling in Debt Restructuring Liquidation
---------------------------------------------------
The Federal Supreme Court recently rendered an important new
decision in the SAirGroup and SAirLines proceedings. It upheld
the Zurich High Court decision in which the claims of three
Sabena shareholders (the Belgian state, Societe federale de
Participations et d'Investissement SA and SA Zephyr-Fin) in the
SAirGroup and SAirLines debt restructuring liquidation
proceedings were rejected and not admitted in the schedule of
claims. Moreover, the Federal Supreme Court upheld the Zurich
High Court decision refusing to recognise the Brussels Appeal
Court ruling of January 27, 2011, which was partially about these
claims, according to International Law Office.

The Federal Supreme Court held that foreign judgments issued
after the opening of insolvency proceedings shall not be taken
into account in the schedule of claims, even if the foreign
proceedings were initiated before the insolvency proceedings
opened.

Facts

Sabena's shareholders filed a claim of several billion Swiss
francs in SAirGroup and SAirLines' debt restructuring liquidation
proceedings. The liquidators rejected the claims and did not
admit them in the schedules of claim.

On August 8, 2006, Sabena's shareholders appealed and lodged a
claim against the insolvency estates of SAirGroup and SAirLines
with the Zurich District Court. In essence, Sabena's shareholders
claimed that they had initiated proceedings in Belgium regarding
the same claim before the debt restructuring moratorium of
SAirGroup and SAirLines. They argued that the claims they had
filed were the same as those in Belgium and concluded that the
liquidators should have waited until the end of the Belgian
proceedings and have taken into account the Belgian court ruling.
After many intermediary proceedings, the Zurich District Court
rejected the claims on February 22 2011.

Sabena's shareholders appealed to the Zurich High Court and
produced the Belgian judgment rendered in the meantime. In the
Belgian judgment, the court had partially accepted claims,
partially rejected other claims and stayed the proceedings
regarding further claims. Sabena's shareholders requested
recognition of that part of the Belgian judgment admitting their
claims and a stay of the proceedings until the end of the second
part of the Belgian proceedings. The Zurich High Court rejected
the appeal on May 28 2013.

On July 1, 2013, Sabena's shareholders appealed the Zurich High
Court decision to the Federal Supreme Court. On May 29, 2015, the
Federal Supreme Court (5A_491/2013) rejected the appeal and
upheld the Zurich High Court decision.

Decision

The Federal Supreme Court first stated that insolvency
proceedings do not fall within the scope of the Lugano
Convention; neither do accessory proceedings relating to or
arising from insolvency proceedings.

The possibility to lodge a claim against the insolvency estate to
contest the schedule of claims is a procedure relating to
insolvency proceedings and forms an integral part of them. The
only goal of this procedure is to revise and rectify the schedule
of claims and thereby establish the debts of the company (ie, the
claims that must be taken into account when the insolvency
proceeds are distributed). Thus, such a claim does not fall
within the scope of the convention.

The court then discussed the issue of recognition of a foreign
judgment in the proceedings against the insolvency estate, during
which the claimants can contest the schedule of claims. It stated
that it had already ruled on two situations:

  * If the claim is based on a foreign judgment that has become
    binding and enforceable before the opening of the insolvency
    proceedings, the liquidators (and judge, if the creditors
    appeal) are bound by the judgment and must take it into
    account in the schedule of claims.

  * If the creditors filed a claim abroad against the company
    after the opening of insolvency proceedings, the liquidators
    (and judge, if the creditors appeal) need not take the
    foreign proceedings into account and may decide independently
    whether the claim should be admitted in the schedule of
    claims and at what amount.

In previous judgments, the court had only partially ruled on the
question of whether a judgment issued by a foreign court can be
recognized in any case and thus taken into account in the
schedule of claims in the event that:

  * the claim was filed abroad before the opening of insolvency
    proceedings; and

  * the judgment was issued or had become binding and enforceable
    after the opening of the insolvency proceedings.

In this latest decision, the court held that liquidators are not
bound or influenced by foreign proceedings. The schedule of
claims must be established independently by the liquidators (or a
judge, if a creditor contests the schedule of claims). All claims
and proceedings directly relating to the company insolvency fall
within the jurisdiction of the state in which the proceedings
have been opened.

Comment

The court clarified its jurisprudence and ruled that only a
binding and enforceable foreign judgment issued before the
opening of insolvency proceedings must be taken into account when
establishing the schedule of claims. In all other cases a foreign
judgment need not be taken into account in the Swiss insolvency
proceedings.

It is better and more efficient for a creditor that intends to
initiate proceedings against a Swiss company in financial
difficulties either to:

   * find a jurisdiction in Switzerland and initiate court
     proceeding there -- in which case, the lawsuit will be
     coordinated with the insolvency proceedings if insolvency
     proceedings are opened in the meantime; or

   * stay the proceedings initiated abroad (if there is no
     jurisdiction in Switzerland) as soon as the Swiss insolvency
     proceedings have been opened and participate actively in the
     Swiss proceedings by filing a proof of claim in the debtor's
     insolvency estate in Switzerland, and request (if possible
     under foreign law) the foreign judge to coordinate the
     proceedings with the insolvency proceedings according to
     Swiss law.

The Federal Supreme Court gives more weight to the principle of
the vis attractiva concursus (ie, the concentration of insolvency
proceedings at specific insolvency courts) than the EU Insolvency
Regulation provides. Indeed, in Article 15 the regulation
foresees that the effects of insolvency proceedings on a pending
lawsuit concerning an asset or right of which the debtor has been
divested shall be governed solely by the law of the member state
in which that lawsuit is pending.

ILO provides online commentaries as specialist Legal Newsletters.
Written in collaboration with over 500 of the world's leading
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counsel.



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F R A N C E
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BRD-GROUPE SOCIETE: Moody's Affirms Ba1/NP Deposit Ratings
------------------------------------------------------
Moody's Investors Service has affirmed BRD -- Groupe Societe
Generale's (BRD) b2 baseline credit assessment (BCA), ba3
adjusted BCA, Ba1/Not Prime long-term and short-term deposit
ratings and Baa3(cr)/Prime-3(cr) Counterparty Risk Assessment.

The outlook on the bank's long-term deposit ratings was changed
to stable from negative.

RATINGS RATIONALE

The stable outlook on BRD's ratings reflects the diminished risks
to the bank's solvency due to declining problem loans and abating
cost of risk. Relatively stable economic conditions in Romania
also support stabilizing the bank's outlook.

The BCA of BRD reflects high asset risk and weak profitability.
This is balanced by good capitalization and adequate liquidity.

The bank's financial performance has been significantly
constrained in recent years as a result of high provisioning
costs required to sell and write-off a significant part of its
problem loans, resulting in losses in 2012 and 2013 and only a
marginally positive net result in 2014. BRD's non-performing loan
(NPL) ratio improved to 18.3% as of June 2015, from 20.1% in 2014
and 24.5% in 2013, whilst NPL coverage rose significantly to 74%
as of June 2015. Although the bank reported RON270 million of net
income in H1 2015, translating into an annualized return on
average assets (RoAA) of 1.15%, Moody's says that over the next
12-18 months profitability will remain constrained by further
significant loan loss provisions and declining revenues.

Moody's says that BRD's capital adequacy ratio remains sound on a
standalone level, at 16.3% as of June 2015, down from 17.2% as of
year-end 2014, compared to a 18.1% average ratio for the Romanian
banking system. Furthermore, the bank has a good leverage,
measured as the ratio of shareholder equity to total assets, of
around 12% as of June 2015. However, the rating agency notes that
capitalization could come under pressure if BRD resumes active
reduction of its NPLs through sales and write-offs, leading to
increased loan loss provisions. The bank has an adequate
liquidity cushion with liquid assets to total assets of 39% as of
June 2015.

BRD's adjusted BCA of ba3 receives two notches of uplift from
Moody's assumption of high support from the bank's parent Societe
Generale (A2 Stable /P-1, BCA baa2).

The bank's long-term deposit ratings of Ba1 reflect Moody's
Advanced Loss Given Failure (LGF) analysis, which provides two
notches of uplift from the adjusted BCA of ba3. The bank benefits
from a large volume of deposits, and limited senior and
subordinated debt, resulting in very low loss given failure.

BRD's Baa3(cr) Counterparty Risk Assessment is three notches
above its ba3 adjusted BCA, and reflects the seniority of the
counterparty obligations and the volume of liabilities
subordinated to them under Moody's Advanced LGF framework.

-- WHAT CAN CHANGE THE RATING UP/DOWN

Upward pressure on BRD's ratings is likely to develop if the bank
successfully reduces its level of non-performing loans and/or
achieves a sustainable improvement in profitability, while
maintaining good capitalization.

A material erosion of the bank's capital from high loan loss
provisions and/or declining revenues could result in downward
rating pressure.



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


ASTRA: German Unit Experiences Difficulties, Euro am Sonntag Says
-----------------------------------------------------------------
According to Bloomberg News' Chris Malpass, Euro am Sonntag,
citing Bafin, says the German unit of Romanian insurer Asigurare-
Reasigurare Astra may be in trouble.

Bafin says clients with damages should contact guarantee fund in
Romania, Bloomberg discloses.

Euro am Sonntag says it couldn't contact anyone at Astra's German
unit, Bloomberg notes.

Euro am Sonntag says the unit's chief Frank Loeffler quit in
August, Bloomberg relays.

Astra sold about 6,000 home and personal liability policies since
starting German business in 2014, Bloomberg notes.


EKOTECHNIKA GMBH: Heidelberg Court Rejects KS Insolvency Petition
-----------------------------------------------------------------
The Heidelberg local court has rejected the application filed by
Kollosal Salz GmbH i.l. headquartered in Bergheim, Austria, (KS
GmbH) to open insolvency proceedings over the assets of
Ekotechnika GmbH.  The corresponding decision was handed over to
the management of Ekotechnika on Sept. 10.  The local court thus
follows the recommendation made by the expert, lawyer Tobias
Wahl, who had confirmed that Ekotechnika is neither insolvent
within the meaning of section 17 InsO nor overindebted within the
meaning of section 19 InsO and that it is mostly likely that the
company will continue as a going concern.  The cost of the
proceedings will be borne by the applicant, which has filed for
bankruptcy in the meantime.  At the time the application was
lodged, lawyer Stephan Geiddlreiter was Managing Director and
sole shareholder of KS.  He now acts as consultant and counsel of
the Receiver appointed for KS.

The Heidelberg local court additionally informed the company that
the report prepared by Mr. Wahl will also be the object of the
proceedings in another insolvency application received in the
meantime.  This application was also lodged by Mr. Geiddlreiter,
this time in his capacity as consultant and counsel of EMB
Consulting SE headquartered in Muehltal.  The management
of Ekotechnika GmbH is optimistic that this application will also
be rejected by the court.  As announced in the press release
dated July 31, 2015, the company has meanwhile initiated court
release proceedings ("gerichtliches Freigabeverfahren") and
expects a positive release decision ("Freigabebeschluss") by mid-
October 2015 at the latest.  The latter is a precondition for
implementation of the resolutions adopted by the bondholders'
meeting of May 6, 2015.

The management of Ekotechnika continues to assume that the
financial restructuring of the company can be implemented as
planned.

                        About Ekotechnika

Walldorf-based Ekotechnika GmbH is the German holding company of
the Ekoniva-Technika Group, the largest distributor of
agriculture equipment in Russia.  The company's single most
important supplier is John Deere & Co., the world's leading
manufacturer in this field. In addition, Ekotechnika
sells equipment from another 11 market-leading manufacturers.
Its main business is in selling new equipment such as tractors
but also milking equipment and precision farming technology.  In
addition, the company sells spare parts and provides service and
maintenance.  Ekotechnika's founder and main shareholder is
Stefan DÅrr, who has been active in the Russian farming sector
since the late eighties and has been instrumental in its
modernization over the past two decades. In 2011 the equipment
business was separated from the farming business, which now
operates independently under the name Ekosem-Agrar.  Operating 12
locations in attractive Russian farming regions, Ekotechnika
today employs around 545 people and generates sales of
EUR171 million in 2013/2014.


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H U N G A R Y
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HUNGARY: Moody's Ba1 Rating Balances Economy With High Debt Level
-----------------------------------------------------------------
Hungary's Ba1 (stable) rating reflects its diversified and
relatively resilient economy and its contained fiscal deficit,
weighed against the government's high debt level and the
economy's substantial refinancing needs, Moody's Investors
Service said in a report dated Sept. 10, 2015.

"Hungary's economy is responding to government policies which are
aimed at stimulating domestic demand," said Alpona Banerji, Vice
President -- Senior Credit Officer and co-author of the report.
"We expect growth over the next three years to average around
2.3%. However, government debt levels -- although on a declining
trend -- are still relatively high and represent the country's
main credit challenge."

Moody's forecasts GDP growth in Hungary of around 2.7% in 2015,
down from the 3.6% recorded in 2014. This recent period of growth
follows seven years of challenging economic conditions between
2007 and 2013.

The country's three-year growth forecast of 2.4% is lower than
the 2.8% average expected for the rest of the Central and Eastern
Europe region.

The Hungarian economy is also exposed to potential shocks
directly and indirectly from any further slowdown in the European
Union and Russia and the ongoing slowdown in China. However, the
emergence of more broad-based and balanced growth driven by
domestic demand should offset the impact of these potential
external threats. The redenomination of foreign currency
mortgages has also reduced Hungary's external vulnerabilities.

Hungary's biggest credit challenge is the government's high debt,
estimated to stand at 75% of GDP in 2015 and forecast to be
around 73% in 2016. While that ratio exceeds the levels of most
of its similarly-rated peers, it is declining and the government
is committed to keeping the budget deficit below 3% of GDP.

The government's recent intervention in the banking and energy
sectors has increased its contingent liabilities. However, a
government plan to gradually reduce the country's extraordinary
bank tax -- introduced in 2010 to support the public finances --
is expected to improve the investment climate.

Moody's would consider upgrading the government bond rating if
there were signs of sustained growth prospects supported by
greater policy stability, or if there were strong evidence that
debt is falling.

Downward pressure on the rating could stem from any weakening of
policymakers' commitment to containing the budget deficit to less
than 3% of GDP, or the introduction of measures that would affect
the growth outlook.



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I R E L A N D
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LIGHTPOINT PAN-EUROPEAN: S&P Cuts Rating on Class E Notes to BB-
----------------------------------------------------------------
Standard & Poor's Ratings Services raised its credit ratings on
Lightpoint Pan-European CLO 2007-1 PLC's class A, B, C, and D
notes.  At the same time, S&P has lowered its rating on the class
E notes.

The rating actions follow S&P's assessment of the transaction's
performance using data from the July 23, 2015 trustee report and
the application of its relevant criteria.

S&P subjected the capital structure to a cash flow analysis to
determine the break-even default rate (BDR) for each rated class
at each rating level.  The BDR represents S&P's estimate of the
maximum level of gross defaults, based on its stress assumptions,
that a tranche can withstand and still fully repay the
noteholders.  In S&P's analysis, it used the portfolio balance
that it considers to be performing (EUR184,072,393), the
weighted-average spread (3.24%), and the weighted-average
recovery rates calculated in line with S&P's corporate
collateralized debt obligation (CDO) criteria.  S&P applied
various cash flow stresses, using its standard default patterns,
in conjunction with different interest rate stress scenarios.

Since S&P's Dec. 19, 2013 review, the aggregate collateral
balance has decreased by 44.55% to EUR184.17 million from
EUR332.15 million.

The class A notes have amortized by EUR139.69 million since S&P's
previous review.  In S&P's view, this has increased the available
credit enhancement for all rated classes of notes.  S&P has also
observed that the weighted-average spread has decreased and the
concentration of assets in the 'CCC' category ('CCC+', 'CCC', and
'CCC-') has increased since S&P's previous review.

Non-euro-denominated assets comprise 24.28% of the aggregate
collateral balance.  A cross-currency swap agreement hedges these
assets.  In S&P's cash flow analysis, it considered scenarios
where the hedging counterparty does not perform, and where the
transaction is therefore exposed to changes in currency rates.

Taking into account the results of S&P's credit and cash flow
analysis and the application of its current counterparty
criteria, S&P considers that the available credit enhancement for
the class A, B, C, and D notes is commensurate with higher
ratings than those previously assigned.  S&P has therefore raised
its ratings on these classes of notes.

The application of the largest obligor test constrains S&P's
rating on the class E notes.  This test is a supplemental stress
test that S&P introduced in its corporate CDO criteria.  S&P has
therefore lowered to 'BB- (sf)' from 'BB (sf)' its rating on the
class E notes.

Lightpoint Pan-European CLO 2007-1 is a cash flow collateralized
loan obligation (CLO) transaction that securitizes loans to
primarily speculative-grade corporate firms.  The transaction
closed in November 2007, and its reinvestment period ended in
February 2014.  Neuberger Berman Fixed Income LLC. is the
transaction manager.

RATINGS LIST

Class             Rating
            To                 From

Lightpoint Pan-European CLO 2007-1 PLC
EUR352 Million Senior Secured Deferrable And Floating-Rate Notes

Ratings Raised

A           AAA (sf)           AA (sf)
B           AA+ (sf)           A+ (sf)
C           A+ (sf)            A- (sf)
D           BBB+ (sf)          BBB- (sf)

Rating Lowered

E           BB- (sf)            BB (sf)


SVG DIAMOND: Fitch Raises Rating on Class M-2 Notes to 'Bsf'
------------------------------------------------------------
Fitch Ratings has upgraded these five classes of floating- and
fixed-rated secured notes issued by SVG Diamond Private Equity II
plc (SVG II):

   -- EUR76,500,000 class B-1 to 'BBBsf' from 'BBsf'; Outlook
      Stable;

   -- US$40,000,000 class B-2 to 'BBBsf' from 'BBsf'; Outlook
      Stable;

   -- US$47,800,000 class C to 'BBsf' from 'Bsf'; Outlook Stable;

   -- EUR43,000,000 class M-1 to 'Bsf' from 'CCCsf'; assigned
      Outlook Stable;

   -- US$20,300,000 class M-2 to 'Bsf' from 'CCCsf'; assigned
      Outlook Stable.

SVG II is a securitization of existing limited partnership
interests and future commitments to private equity funds that is
managed by SVG Aberdeen.  SVG II is currently in its amortization
phase and the class A notes were paid in full in March 2015,
substantially de-leveraging the transaction.

KEY RATING DRIVERS

   -- Continued stabilization of the fund's net asset value (NAV)
      from 2009 lows;

   -- Significant improvement in credit enhancement
      (subordination) levels to all remaining classes due to
      class A note repayment;

   -- Adequate near-term liquidity relative to unfunded
      commitments.

NET ASSET VALUE

The upgrades reflect a stabilized NAV since Fitch's last review
in September 2014, as well as adequate near-term liquidity
relative to unfunded commitments.  Between July 31, 2013, and
July 31, 2015, SVG II's NAV, as reported by the ratio of net
assets to preferred equity share, increased to 1.57 from 1.13,
according to the respective trustee reports, as the fund
continued its rebound from mid-2009 valuation lows.  The NAV
performance since the
Sept. 2014 review was in line with Fitch's expectations.

LIQUIDITY PROFILE

According to the July 31, 2015, trustee report, SVG II's unfunded
commitment exposure was reduced by EUR5.0 million from the prior
review to an outstanding balance of EUR48.9 million. This amount
was covered by cash/liquid investments of EUR105.4 million.
SVG's cash reserve accounts have now been built up to a point
where they have replaced the fund's liquidity facilities.
Minimum reserves are sized at 78.57% of unfunded commitments and
six months of senior expenses.  The increase in reserve account
amounts reflects the strong performance of the fund's incoming
cash flow distributions from its underlying private equity funds.

RATING SENSITIVITIES

Going forward, the assigned ratings may be sensitive to material
changes in the values of the underlying private equity fund
investments and the impact these have on SVG II's overall NAV and
liquidity relative to the rated liabilities.  Furthermore,
ratings may be influenced by the rate at which unfunded
commitments are drawn, the rate at which gains (or losses) on
existing private equity investments are realized, overall
economic conditions, and Fitch's assessment of how these factors
may influence performance for a given point in time as well as on
a going-forward basis.  A material adverse deviation from Fitch
guidelines for any key rating driver could cause the rating to be
lowered by Fitch.

Fitch seeks monthly portfolio holdings information and semi-
annual financial statements for the fund from The Bank of New
York Mellon (trustee) and Aberdeen SVG, respectively, to conduct
surveillance against ratings guidelines and maintain its ratings.



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I T A L Y
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INTESA SANPAOLO: Moody's Rates Add'l. Tier 1 Debt '(P)Ba3(hyb)'
---------------------------------------------------------------
Moody's Investors Service assigned a (P)Ba3 rating to the
US$25 billion Global Medium Term Note Program established by
Intesa Sanpaolo Spa (Baa1/Baa1 Stable, baa3) to issue Additional
Tier 1 capital instruments and a (P)Ba3(hyb) rating to the
expected issue of Additional Tier 1 non-viability contingent
capital instruments under the program.

The (P)Ba3/(P)Ba3(hyb) rating assigned to the program and notes
is based on Intesa Sanpaolo's standalone creditworthiness and is
positioned three notches below the bank's baa3 adjusted BCA, one
notch below to reflect high loss severity under our Advanced Loss
Given Failure (LGF) analysis and a further two notches below to
reflect the higher payment risk associated with the non-
cumulative coupon skip mechanism, as well as the probability of
the bank-wide failure. The LGF analysis takes into consideration
the principal write-down feature, in combination with the Tier 1
notes' deeply subordinated claim in liquidation.

RATINGS RATIONALE

According to Moody's framework for rating non-viability
securities under its bank rating methodology, the agency
typically positions Additional Tier 1 securities three notches
below the bank's Adjusted BCA. One notch reflects the high loss-
given-failure that these securities are likely to face in a
resolution scenario, due to their deep subordination, small
volume and limited protection from residual equity. We also
incorporate two additional notches to reflect the higher risk
associated with the non-cumulative coupon skip mechanism, which
could precede the bank reaching the point of non-viability.

The notes are unsecured, perpetual and subordinated to senior and
subordinated unsecured obligations of Intesa Sanpaolo. The notes
have a non-cumulative optional and mandatory coupon-suspension
mechanism. There is a principal write-down if the bank's or the
group's transitional Common Equity Tier 1 capital ratio drops
below 5.125%, which Moody's views as close to the point of non-
viability. Principal can be written up at the issuer's
discretion.

Moody's has assigned a provisional rating of (P)Ba3 to Intesa's
program under which non-viability or "low trigger" contingent
capital securities may be issued. The program also allows Intesa
to issue "high trigger" contingent capital securities which,
depending on the trigger level and distance to trigger breach,
may be assigned a lower rating. Consistent with the way Moody's
assigns definitive ratings for any securities issued under a
program, the agency would determine the rating based on the
security's features once they are known.

The issuer can make changes to the conditions of the notes,
without the note-holders' consent, to ensure the securities
continue to qualify as Tier1 capital, following changes in
regulation or tax law. Moody's believes that there is a low
likelihood that an amendment of the terms of the securities would
result in materially riskier securities.

What Could Change the Rating UP/DOWN

The rating of the notes is mainly driven by Intesa Sanpaolo's
baa3 standalone BCA, and reflects the bank's (1) sound capital
adequacy; (2) satisfactory liquidity profile; and (3) significant
business diversification, providing a considerable buffer to
offset the bank's weak asset risk and still low profitability.

Any changes in the BCA of the bank would likely result in changes
to the (P)Ba3 rating assigned to the program and these
securities. In addition, any increase in the probability of a
coupon suspension would also lead us to reconsider the rating
level.

The principal methodology used in these ratings was Banks
published in March 2015.



=================
L I T H U A N I A
=================


KAUNO ENERGIJA: Liquidation of Subsidiary Completed
---------------------------------------------------
Procedures of liquidation of AB Kauno Energija subsidiary UAB
Pastatu Prieziuros Paslaugos are being accomplished. The
subsidiary is being removed from the Register of Legal Entities
on Sept. 7, 2015.

Liquidation procedures were initiated considering provisions of
the Law on Change and Addition of articles 2, 3, 20, 22, 28 and
31 of the Law on Heat Sector of the Republic of Lithuania of
Sept. 29, 2011, No XI-1608 heat supplier or persons associated
with the heat supplier cannot function as supervisors (operators)
of heating and hot water system in residential buildings.



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


BRAAS MONIER: Fitch to Withdraw 'B' LT IDR in October
-----------------------------------------------------
Fitch Ratings expects to withdraw its ratings of Braas Monier
Building Group S.A.'s after a 30-day period beginning on Sept.
10, 2015, as they are no longer considered by Fitch to be
relevant to the agency's coverage.  Fitch will continue to
maintain coverage of Braas Monier prior to withdrawal.

Fitch's ratings on Braas Monier are unsolicited and have been
provided by us as a service to investors.  Fitch reserves the
right in its sole discretion to withdraw or maintain any rating
at any time for any reason it deems sufficient.  Fitch may elect
to maintain coverage based on investor feedback.  Fitch will only
provide ratings where it has sufficient information to rate the
issuer or transaction.

This advance notice is provided to permit further investor
feedback to Fitch and for the benefit of users in managing their
use of Fitch's ratings.

Braas Monier's ratings are:

Braas Monier Building Group S.A.
Long-term Issuer Default Rating: 'B'; Outlook Stable

BMBG Bond Finance S.C.A.
Senior secured rating: 'B+'/'RR3'

Monier Finance S.a r.l.
Senior secured rating: 'B+'/'RR3'


ELEX ALPHA: Moody's Affirms B1 Rating on Class E Notes
------------------------------------------------------
Moody's Investors Service has upgraded the ratings on the
following notes issued by eleX Alpha S.A.:

  EUR15M Class C Senior Secured Deferrable Floating Rate Notes
  due 2023, Upgraded to Aa1 (sf); previously on Feb 16, 2015
  Upgraded to Aa2 (sf)

  EUR16.5M Class D Senior Secured Deferrable Floating Rate Notes
  due 2023, Upgraded to Baa1 (sf); previously on Feb 16, 2015
  Affirmed Baa3 (sf)

Moody's also affirmed the ratings on the following notes issued
by eleX Alpha S.A.:

  EUR60M (Current balance outstanding approx. EUR 24.9M) Class
  A-1 Senior Secured Revolving Floating Rate Notes due 2023,
  Affirmed Aaa (sf); previously on Feb 16, 2015 Affirmed Aaa (sf)

  EUR133.5M (Current balance outstanding approx. EUR 20.5M) Class
  A-2 Senior Secured Delayed Draw Floating Rate Notes due 2023,
  Affirmed Aaa (sf); previously on Feb 16, 2015 Affirmed Aaa (sf)

  EUR28.5M Class B Senior Secured Floating Rate Notes due 2023,
  Affirmed Aaa (sf); previously on Feb 16, 2015 Affirmed Aaa (sf)

  EUR16.5M Class E Senior Secured Deferrable Floating Rate Notes
  due 2023, Affirmed B1 (sf); previously on Feb 16, 2015 Affirmed
  B1 (sf)

eleX Alpha S.A., issued in December 2006, is a multi-currency
Collateralised Loan Obligation ("CLO") backed by a portfolio of
mostly high yield European leveraged loans. The portfolio was
initially managed by DWS Finanz-Service GmbH, which was succeeded
by Deutsche Asset & Wealth Management International GmbH and this
transaction ended its reinvestment period in March 2013. It is
predominantly composed of senior secured loans.

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, Class A-1 and Class A-2 notes were
paid by approximately EUR12.4 million and EUR8.5 million,
respectively, or 21% and 6.4% 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
August 2015, the Class A/B, Class C, Class D and Class E OC
ratios are 175.21%, 145.04%, 121.94% and 105.18% respectively,
versus 158.06%, 136.04%, 117.97% and 104.14%. Furthermore, as per
the latest trustee report, the balance standing to the credit of
the Principal Account is EUR 24.46 million thus further
deleveraging of the senior notes is expected at next payment date
in September 2015.

The key model inputs Moody's uses in its analysis, such as par,
weighted average rating factor, diversity score and the weighted
average recovery rate, are based on its published methodology and
could differ from the trustee's reported numbers. In its base
case, Moody's analyzed the underlying collateral pool as having a
performing par and principal proceeds balance of approximately
EUR109 million and GBP15.87 million, EUR1.9 million of defaulted
assets, a weighted average default probability of 24.3%
(consistent with a WARF of 3,177 with a weighted average life of
4.94 years), a weighted average recovery rate upon default of
48.09% for a Aaa liability target rating, a diversity score of 22
and a weighted average spread of 3.71%. 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 94.54% 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.

Methodology Underlying the Rating Action:

The principal methodology used in these ratings was "Moody's
Global Approach to Rating Collateralized Loan Obligations"
published in February 2014.

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 behavior and 2) divergence in the legal
interpretation of CDO documentation by different transactional
parties due to embedded ambiguities.

Additional uncertainty about performance is due to the following:

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

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

3) Around 11.7% 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.


NEMERA DEVELOPMENT: S&P Affirms Then Withdraws 'B' CCR
------------------------------------------------------
Standard & Poor's Ratings Services affirmed and then subsequently
withdrew its ratings on Nemera Development S.A., including the
'B' corporate credit rating and 'B' senior secured first-level
facility issue rating and the 'CCC+' senior secured second-lien
facility rating, at the company's request.  At the time of the
withdrawal, the ratings were on CreditWatch with developing
implications.

S&P understands that Nemera Development S.A. has fully repaid its
outstanding debt following the disposal of its U.S.-based
prescription retail business Centor US Holding Inc. to
Gerresheimer.  While Nemera is now operating debt-free on a
reported basis, S&P lacks information on future financial policy,
which prevents S&P from resolving the CreditWatch at the time of
withdrawal.



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


ABN AMRO BANK: S&P Assigns 'BB' Rating to Proposed AT1 Securities
-----------------------------------------------------------------
Standard & Poor's Ratings Services said that it had assigned its
'BB' long-term issue rating to the proposed undated deeply
subordinated additional Tier 1 (AT1) fixed rate resettable
callable capital securities to be issued by ABN AMRO Bank N.V.
(ABN AMRO; A/Negative/A-1).  The rating is subject to S&P's
review of the notes' final documentation.

This is ABN AMRO's first AT1 issuance that complies with the EU's
capital requirements regulation and directive (the CRD IV
package), which implements Basel III in the EU.  Also, S&P
understands that the notes will rank senior to ordinary shares,
but will be subordinated to more senior debt, including ABN
AMRO's Tier 2 debt.

In accordance with S&P's criteria for hybrid capital instruments,
the 'BB' issue rating reflects its analysis of the proposed
instrument and its assessment of the stand-alone credit profile
(SACP) of ABN AMRO.

The 'BB' issue rating stands four notches below the 'bbb+' SACP
of ABN AMRO.  S&P derives this four-notch difference:

   -- One notch for subordination;
   -- Two notches for Tier 1 regulatory capital status;
   -- One notch because the notes contain a contractual write-
      down clause.

S&P notes that the principal amount of the instrument will be
written down if, among other circumstances, ABN AMRO Group N.V.'s
consolidated common equity tier 1 ratio (CET1) is below 7.0%,
which S&P views as a going concern trigger.  S&P believes that
the group's phase-in CET1 ratio, which was a reported 14.2% at
June 30, 2015, will likely remain more than 700 basis points
above this trigger at each quarterly reporting date over the next
18-24 months.  S&P has therefore not deducted an additional
notch, reflecting the relatively remote distance from the
trigger.  S&P assumes that this metric will gradually increase
from current levels, despite ABN AMRO's forthcoming IPO and
stated progressive
dividend policy.

S&P could lower the rating if it expects the group's consolidated
CET1 ratio to fall below 14%, either as a result of a change in
ABN AMRO's capital policy, or regulatory changes.  A higher
rating would require an improvement in ABN AMRO's SACP.

S&P expects to assign "intermediate" equity content to the notes
because they meet the conditions under S&P's criteria, as they
are perpetual, with a call date expected to be five or more years
from issuance, they do not contain a coupon step-up, and they
have loss-absorption features on a "going-concern" basis as the
bank has the flexibility to suspend the coupon at any time.


PROSPERO CLO II: S&P Raises Rating on Class D Notes to BB+
----------------------------------------------------------
Standard & Poor's Ratings Services raised its credit ratings on
Prospero CLO II B.V.'s class A-2, B, C, and D notes.  At the same
time, S&P has affirmed its ratings on the class A-1-A, A-1-B, A-
1-C, and A-1-VF notes.

The rating actions follow S&P's review of the transaction's
performance.  S&P performed a credit and cash flow analysis and
assessed the support that each participant provides to the
transaction by applying its current counterparty criteria.  In
S&P's analysis, it used data from the latest available trustee
report dated July 20, 2015.

S&P subjected the capital structure to a cash flow analysis to
determine the break-even default rate for each rated class of
notes at each rating level.  In S&P's analysis, it used the
reported portfolio balance that it considered to be performing
($131.1 million), the weighted-average spread, and the weighted-
average recovery rates for the performing portfolio.  S&P applied
various cash flow stress scenarios, using its standard default
patterns in conjunction with different interest stress scenarios
for each liability rating category.  The exposure to obligors
based in countries rated below 'A-' is less than 10% of the
aggregate collateral balance (3.0%).  In accordance with S&P's
nonsovereign ratings criteria, S&P has therefore not applied any
additional stresses.

S&P's review of the transaction highlights that the class A-I
notes have paid down by EUR132.8 million since its previous
review.  This has increased the available credit enhancement for
all of the rated classes of notes.

S&P's credit and cash flow analysis indicates that the available
credit enhancement for the class A-1-A, A-1-B, A-1-C, and A-1-VF
notes is commensurate with the currently assigned ratings.
Therefore, S&P has affirmed its 'AAA (sf)' ratings on these
classes of notes.

S&P's analysis indicates that the available credit enhancement
for the class A-2, B, C, and D notes is now commensurate with
higher ratings than those currently assigned.  Therefore, S&P has
raised its ratings on all of these classes of notes.  None of the
ratings on the notes is capped by our supplemental tests.

Prospero CLO II is a cash flow collateralized loan obligation
(CLO) transaction that securitizes loans granted to primarily
European speculative-grade corporate firms.  Alcentra NY, LLC
manages the transaction.  The transaction closed in October 2006
and entered its amortization period in October 2012.

RATINGS LIST

Class                Rating
             To                From

Prospero CLO II B.V.
EUR69 Million, GBP10.5 Million, And $293.7 Million Secured
Floating-Rate Notes

Ratings Raised

A-2          AAA (sf)          AA (sf)
B            AA+ (sf)          A- (sf)
C            A- (sf)           BBB (sf)
D            BB+ (sf)          B+ (sf)

Ratings Affirmed

A-1-A        AAA (sf)
A-1-B        AAA (sf)
A-1-C        AAA (sf)
A-1-VF       AAA (sf)



===========
N O R W A Y
===========


NORSKE SKOGINDUSTRIER: Bondholders Seek Debt Restructuring Talks
----------------------------------------------------------------
Luca Casiraghi at Bloomberg News reports that Norske
Skogindustrier ASA's bondholders are seeking to negotiate a debt
restructuring amid concerns that it will struggle to repay bonds
this year.

According to Bloomberg, two people familiar with the matter said
Blackstone Group LP's GSO Capital Partners is among investors
readying proposals to reduce the company's EUR1 billion (US$1.1
billion) of debt.  Norske Skog had NOK896 million (US$109
million) in cash and equivalents at the end of June after
depleting reserves, short of the NOK1.57 billion it needs to
honor creditor commitments through 2016, Bloomberg notes.

The people, as cited by Bloomberg, said GSO Capital, the largest
owner of Norske Skog's EUR220 million of junior bonds due 2017,
approached management to discuss a restructuring.

Two holders of Norske Skog's EUR290 million of senior 2019 bonds
approached law firm Akin Gump Strauss Hauer & Feld to create an
alternative plan, Bloomberg says, citing different people
familiar with the matter.

"We have an open dialog with all investors," Bloomberg quotes
Carsten Dybevig, a spokesman for the Lysaker-based company as
saying.  "We have always paid our obligations at maturity and we
intend to do so in the future."

Europe's third largest publication papermaker is struggling to
maintain sales amid weak newspaper and magazine demand as readers
switch to electronic reading platforms and producers compete for
market share, Bloomberg discloses.

The cost of protecting EUR10 million of Norske Skog's debt for
one year rose to EUR3.5 million in advance from EUR2 million at
the start of the year, Bloomberg relays, citing CMA.

Norske Skogindustrier ASA or Norske Skog, which translates as
Norwegian Forest Industries, is a Norwegian pulp and paper
company based in Oslo, Norway and established in 1962.

                          *     *     *

As reported by the Troubled Company Reporter-Europe on March 10,
2015, Standard & Poor's Ratings Services said it has raised its
long-term corporate credit rating on Norwegian paper producer
Norske Skogindustrier ASA to 'CCC+' from 'SD' (selective
default).  S&P said the outlook is negative.

On March 2, 2015, the Troubled Company Reporter-Europe
reported Moody's Investors Service affirmed Norske Skogindustrier
ASA's  long term corporate family rating at Caa2 and upgraded the
Probability of Default Rating (PDR) to Caa2-PD/ LD (limited
default) from Ca-PD.  The action follows the completion of the
debt exchange offer, as announced on Feb. 23, 2015, which
qualifies as distressed exchange under Moody's definition.
Moody's said the outlook is negative.



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


BRZESZCZE MINE: Tauron Submits Offer to Acquire Assets
------------------------------------------------------
Agnieszka Barteczko at Reuters reports that Poland's second-
biggest power firm Tauron on Sept. 10 said it has submitted an
offer to buy assets owned by the troubled state-run Brzeszcze
mine.

According to Reuters, the already highly indebted Tauron said it
submitted the offer through a special purpose vehicle (SPV) in
which it will ultimately hold a 40% stake.  The rest of the SPV
will be controlled by two other state-run entities, Reuters says.

SRK, a state-owned coal mines restructuring company and the
current Brzeszcze owner, has announced a public tender to sell
the mine, meeting one of the conditions set by Tauron for it to
submit an offer, Reuters relays.

SRK said there were three offers for Brzeszcze, but did not name
the bidders, Reuters notes.

Tauron said previously it would purchase Brzeszcze assets only
for a "token sum" in a public tender because of the risk of
potentially having to return funds deemed as illegal public aid,
Reuters recounts.

SRK was to restructure the loss-making mines owned earlier by
state-run Kompania Weglowa, the European Union's largest coal
miner, which stood on the brink of bankruptcy due to falling coal
prices and high costs, Reuters discloses.

Tauron's offer for Brzeszcze is a part of Poland's plan to
involve its power groups, mainly coal-run, in KW's rescue,
Reuters states.



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


MAGELLAN MORTGAGES 3: S&P Lowers Rating on Class C Notes to BB
--------------------------------------------------------------
Standard & Poor's Ratings Services lowered its credit ratings on
Magellan Mortgages No. 3 PLC's class A and C notes.  At the same
time, S&P has affirmed its ratings on the class B and D notes.

Upon publishing S&P's updated criteria for Portuguese residential
mortgage-backed securities (RMBS criteria), it placed those
ratings that could potentially be affected "under criteria
observation".

Following S&P's review of this transaction, its ratings that
could potentially be affected by the criteria are no longer under
criteria observation.

The rating actions follow S&P's credit and cash flow analysis of
the most recent transaction information that it has received as
of July 2015.  S&P's analysis reflects the application of its
RMBS criteria.

This transaction features an amortizing reserve fund, which
currently represents 1.99% of the outstanding balance of the
notes.  It has amortized and reached its floor of EUR9 million.
The notes are currently amortizing pro rata.  This transaction
features a provisioning mechanism for loans approaching default.
This mechanism traps an increasing amount of cash within the
transaction as loans move through delinquency toward default.

The transaction's performance is in line with S&P's Portuguese
RMBS index.  Defaults are defined as mortgage loans in arrears
for more than 365 days in this transaction.  The net default
ratio is 1.64%.  Unlike other Portuguese RMBS transactions that
S&P rates, the servicer does not report gross cumulative
defaults.  Prepayment levels remain low and the transaction is
unlikely to pay down significantly in the near term, in S&P's
opinion.

After applying S&P's RMBS criteria to this transaction, its
credit analysis results show a decrease in the weighted-average
foreclosure frequency (WAFF) and an increase in the weighted-
average loss severity (WALS) for each rating level.

Rating level    WAFF (%)    WALS (%)
AAA                13.57       15.16
AA                 10.14       12.42
A                   8.30        7.72
BBB                 6.07        5.57
BB                  3.92        4.24
B                   3.29        3.14

The decrease in the WAFF is mainly due to due to seasoning, as
the updated criteria give greater credit to well-seasoned pools.
The transaction has a weighted-average seasoning of 133 months,
which means that most of the loans will have a 0.5x adjustment.
In addition, S&P used the weighted-average original loan-to-value
(OLTV) ratio in the WAFF calculation, which in this transaction
is low at 66.87%.

The increase in the WALS is mainly due to the application of
S&P's revised market value decline assumptions and the indexing
of its valuations under its RMBS criteria.  The overall effect is
an increase in the required credit coverage for each rating
level.

Following the application of S&P's RMBS criteria and considering
its criteria for rating single-jurisdiction securitizations above
the sovereign foreign currency rating (RAS criteria), S&P has
determined that its assigned rating on each class of notes in
this transaction should be the lower of (i) the rating as capped
by S&P's RAS criteria and (ii) the rating that the class of notes
can attain under its RMBS criteria.

In this transaction, S&P's unsolicited long-term rating on the
Republic of Portugal (BB/Positive/B) constrains its ratings on
the class A, B, and C notes.

Under S&P's RAS criteria, it applied a hypothetical sovereign
default stress test to determine whether a tranche has sufficient
credit and structural support to withstand a sovereign default
and so repay timely interest and principal by legal final
maturity.

S&P's RAS criteria designate the country risk sensitivity for
RMBS as "moderate".  Under S&P's RAS criteria, this transaction's
notes can therefore be rated four notches above the sovereign
rating, if they have sufficient credit enhancement to pass a
minimum of a "severe" stress.  However, as not all of the
conditions in paragraph 44 of the RAS criteria are met, S&P
cannot assign any additional notches of uplift to the ratings in
this transaction.

Under S&P's RMBS criteria, the class A notes have sufficient
available credit enhancement to withstand the stresses that are
commensurate with a 'AA' rating level.  However, due to the new
assumptions S&P applies under its RMBS criteria, not all of the
conditions in paragraph 44 of the RAS criteria are met--these
conditions were met at S&P's Dec. 19, 2014 review.  Under S&P's
RAS criteria, the class A notes are consequently eligible for a
maximum four-notch rating uplift above the sovereign.  S&P has
therefore lowered to 'BBB+ (sf)' from 'A (sf)' its rating on the
class A notes.

The class B notes can support the stresses that S&P applies at a
'A' rating level.  However, because the class B notes are not the
most senior tranche outstanding in the transaction, not all of
the conditions in paragraph 44 of the RAS criteria are met.
Consequently, S&P can assign a rating to the class B notes up to
a maximum of four notches above the sovereign rating.  S&P has
therefore affirmed its 'BBB+ (sf)' rating on the class B notes.

The class C notes can support the stresses that S&P applies at a
'BBB+' rating level.  However, the class C notes cannot support
any additional stresses under S&P's RAS criteria, which they were
able to do at our Dec. 19, 2014 review.  S&P has therefore
lowered to 'BB (sf)' from 'BBB+ (sf)' its rating on the class C
notes, in line with its rating on the sovereign.

S&P's analysis also indicates that the available credit
enhancement for the class D notes is commensurate with the
stresses that S&P applies at a 'B+' rating level.  S&P has
therefore affirmed its 'B+ (sf)' rating on the class D notes.

S&P also considers credit stability in its analysis.  To reflect
moderate stress conditions, S&P adjusted its WAFF assumptions by
assuming additional arrears of 8% for one- and three-year
horizons.  This did not result in S&P's rating deteriorating
below the maximum projected deterioration that it would associate
with each relevant rating level, as outlined in S&P's credit
stability criteria.

In S&P's opinion, the outlook for the Portuguese residential
mortgage and real estate market is not benign and S&P has
therefore increased its expected 'B' foreclosure frequency
assumption to 3.33% from 2.00%, when S&P applies its RMBS
criteria, to reflect this view.  S&P bases these assumptions on
its expectation of modest economic growth, continuing high
unemployment, and house price appreciation for the remainder of
2015 and 2016.

On the back of the weak macroeconomic conditions, S&P don't
expect the performance of the transactions in its Portuguese RMBS
index to significantly improve in 2015.

Magellan Mortgages No. 3 is a Portuguese RMBS transaction, which
closed in June 2005 and securitizes first-ranking mortgage loans
that Banco Commercial Portugues originated.

RATINGS LIST

Class              Rating
            To                From

Magellan Mortgages No. 3 PLC
EUR1.52 Billion Mortgage-Backed Floating-Rate Notes

Ratings Lowered

A           BBB+ (sf)         A (sf)
C           BB (sf)           BBB+ (sf)

Ratings Affirmed

B           BBB+ (sf)
D           B+ (sf)



=============
R O M A N I A
=============


BANCA COMERCIALA: Moody's Affirms Ba1/NP Bank Deposit Ratings
-------------------------------------------------------------
Moody's Investors Service has affirmed Banca Comerciala Romana
S.A.'s (BCR) b3 baseline credit assessment (BCA), b1 adjusted
BCA, Ba1/Not Prime long-term and short-term bank deposit ratings
and Baa3(cr)/ Prime-3(cr) Counterparty Risk Assessment.

The outlook on the bank's long-term deposit ratings was changed
to stable from negative.

RATINGS RATIONALE

According to Moody's, the stable outlook on BCR's ratings
reflects the diminished risks to the bank's solvency due to
declining problem loans and abating cost of risk. Relatively
stable economic conditions in Romania also support stabilizing
the bank's outlook.

BCR's b3 BCA reflects high asset risk and weak profitability, but
also satisfactory capital adequacy and good liquidity.

Problem loans accounted for 23.1% of the bank's gross loans at
end-H1 2015, down from 29.2% at year-end 2013. The reduction in
problem loans was mainly due to a significant sales and write-
offs. However, the rating agency notes that this loan portfolio
clean-up resulted in high loan loss provisions in 2014, which was
the main driver for BCR's large RON2.8 billion loss in 2014.
Although the bank reported RON603 million net income in H1 2015,
translating into an annualized return on average assets (RoAA) of
1.9%, Moody's expects that over the next 12-18 months
profitability will remain constrained by further significant loan
loss provisions and declining revenues.

The large loss reported in 2014 resulted in a decline in BCR's
Tier 1 ratio to 12.49% as of December 2014 from 18.8% as of year-
end 2013. Moody's said that it anticipates that capitalization
will remain under pressure from further problem loans clean-up,
leading to high loan loss provisions. BCR's liquidity remains
good with liquid assets accounting for around 40% of the total
assets at year-end 2014.

BCR's adjusted BCA of b1 receives two notches of uplift from
Moody's assumption of high support from the bank's parent Erste
Group Bank AG (Baa2 Positive /P-2, BCA ba1).

The bank's long-term deposit ratings of Ba1 reflect the
combination of the following: (1) Moody's Advanced Loss Given
Failure (LGF) analysis that provides two notches of uplift from
the bank's adjusted BCA of b1; and (2) Moody's assumption of
moderate government support to BCR being the largest bank in
Romania, which provides one notch of rating uplift. The bank
benefits from a large volume of deposits, and limited senior and
subordinated debt, resulting in very low loss given failure.

BCR's Baa3(cr) Counterparty Risk Assessment is four notches above
its b1 adjusted BCA, and reflects the seniority of the
counterparty obligations and the volume of liabilities
subordinated to them under Moody's Advanced LGF framework.

-- WHAT CAN CHANGE THE RATING UP/DOWN

A significant improvement in bank's financial fundamentals, in
particular its asset risk and profitability, would have a
positive impact on BCR's ratings.

A material erosion of the bank's capital from high loan loss
provisions and/or declining revenues could result in downward
rating pressure. In addition, a downgrade of the standalone
rating of the parent could adversely affect BCR's long-term
deposit ratings.


RAIFFEISEN BANK: Moody's Affirms 'Ba1/NP' Deposit Ratings
---------------------------------------------------------
Moody's Investors Service has affirmed Raiffeisen Bank SA's ba3
baseline credit assessment (BCA), ba3 adjusted BCA, Ba1/Not Prime
long and short-term deposit ratings, Ba2 senior unsecured debt
rating and Baa3(cr)/Prime-3(cr) Counterparty Risk Assessment.

The outlook on the bank's long-term deposit and senior unsecured
debt ratings remains stable.

RATINGS RATIONALE

According to Moody's, Raiffeisen Bank SA's BCA continues to
reflect the bank's good financial performance, capitalization and
liquidity, which it has maintained in recent years. Relatively
stable economic conditions in Romania support the stable outlook
on the bank's ratings.

The bank's credit profile is characterized with better than
Romanian system average asset quality, with a reported non-
performing loan (NPL) ratio of 7.5% as of year-end 2014, compared
to an average of 13.9% for the Romanian banking sector. At the
same time Raiffeisen Bank SA maintains acceptable impaired loans
coverage which Moody's estimates at 62%.

The bank remains consistently profitable, with net income
increasing by 6.1% year-on-year for 2014, equivalent to a return
on assets of 1.85% and return on equity of 16%.

Raiffeisen Bank SA displays good capital adequacy with a
consolidated Tier 1 ratio of 15.1% and Total Capital Adequacy
ratio of 20.2% as at end-2014, up from 13.1% and 17.3%,
respectively, as of end-2013. However, in 2015 the bank paid
dividends in the amount of RON606 million, which is about 120% of
its 2014 net income, compared to only 57% paid from 2013 net
income. Moody's expects that Raiffeisen Bank SA will continue
distributing high dividends to its parent, similarly to other
Raiffeisen Bank International (RBI; Baa2 Negative/P-2, BCA ba3)
subsidiaries across the region, given the negative pressure at
the group level. Consequently, the capitalization of the bank
could decline moderately in the next 12-18 months.

Raiffeisen Bank SA is fully deposit funded with gross loan-to-
deposit ratio of 81% as of year-end 2014. The bank holds adequate
liquidity reserves with liquid assets to total assets at 41% as
of year-end 2014.

Raiffeisen Bank SA's adjusted BCA of ba3 does not benefit from
uplift from parental support from RBI because the BCAs of the two
banks are at the same level.

The bank's long-term deposit ratings of Ba1 and local-currency
senior unsecured debt rating of Ba2 reflect Moody's Advanced Loss
Given Failure (LGF) analysis, which provides two notches of
uplift from the bank's adjusted BCA of ba3 for the deposit
ratings and one notch of uplift for the debt rating. The bank
benefits from a large volume of deposits, and limited senior and
subordinated debt, resulting in very low loss given failure for
its deposits and low loss given failure for its senior unsecured
debt.

Raiffeisen Bank SA's Baa3(cr) Counterparty Risk Assessment is
three notches above its ba3 adjusted BCA, and reflects the
seniority of the counterparty obligations and the volume of
liabilities subordinated to them under Moody's Advanced LGF
framework.

-- WHAT CAN CHANGE THE RATING UP/DOWN

Upward pressure on Raiffeisen Bank SA's ratings could develop (1)
from a material improvement in the operating environment, and (2)
if the bank achieves stronger loan book quality while maintaining
good capital adequacy and profitability. An upgrade of RBI's BCA,
could also have positive rating implications.

The bank's ratings could experience downward pressure as a result
of substantial weakening in its profitability, erosion of its
capital base and/or increase in asset risk. A downgrade of RBI's
BCA could exert negative pressure on Raiffeisen Bank SA's deposit
and debt ratings.



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


DOMODEDOVO: Transaero Restructuring May Put Pressure on Traffic
---------------------------------------------------------------
Fitch Ratings says that the expected acquisition of the
financially troubled Transaero by Aeroflot may put pressure on
passenger traffic at Domodedovo airport (DME) in Moscow.  DME Ltd
has an Issuer Default Rating of 'BB+' with Stable Outlook.  DME
Airport Ltd' senior unsecured notes are also rated at 'BB+'.

In acquiring a majority stake in the second largest airline in
Russia, Aeroflot will now be responsible for restructuring
Transaero's operations and debt.  In Moscow, Transaero operates
from DME airport and Vnukovo airport (the third largest airport
in Moscow), with Transaero passengers accounting for about 15% of
traffic at DME.  Although the share of Transaero flights at DME
is not significant, the restructuring of the airline's operations
is likely, in Fitch's opinion, to put pressure on traffic numbers
in the short to medium term.

Aeroflot's restructuring strategy of Transaero's operations is
unclear at present, but it is possible that this may involve
cancelling Transaero's flights that overlap with Aeroflot's,
cancelling loss-making routes and transferring some flights from
DME to Sheremetyevo (Aeroflot's hub airport).  It is also not
certain whether Transaero will continue to operate as a
standalone subsidiary within Aeroflot group or will be integrated
into Aeroflot's operations.

Fitch expects traffic at DME to decline 6% in 2015, due to a weak
domestic economy and sharp rouble devaluation in 2014.  Based on
operating results for 7M15, traffic at DME declined 6.8%,
slightly worse than under Fitch's rating case.  International
traffic dropped significantly by 22% while domestic traffic
continued to show strong growth of 12%.

The current ratings of DME have some headroom to accommodate
negative trends.  The company's leverage is fairly low (total
debt/EBITDA was 1.6x at end-2014 based on Fitch's calculation
which includes payment obligations under the concession).  The
natural hedge of currency risk (46% of revenues are collected in
EUR/USD) mitigates the negative effects of the Russian rouble's
depreciation.

Fitch will conduct a full review of the ratings by end-2015.


GEORGIA JSC: Fitch Affirms 'BB-' IDR, Outlook Stable
----------------------------------------------------
Fitch Ratings has affirmed Georgia's JSC Partnership Fund's (PF)
Long-term foreign and local currency Issuer Default Ratings
(IDRs) at 'BB-'.  The agency has also affirmed the company's
Short-term local currency IDR at 'B'.  The Outlooks on the Long-
term IDRs are Stable.

KEY RATING DRIVERS

PF's ratings are equalized with those of Georgia (BB-/Stable/B),
reflecting Fitch's view of the Georgian government's strong
intent to support the fund's potential issued or guaranteed debt.
Fitch uses its public sector entities methodology and applies a
top-down approach in its analysis of PF.

Fitch views the fund as an entity of strategic importance for the
Georgian government and factors in its integration with the
sovereign, including timely support if needed.  Fitch believes
the Georgian government remains committed to boosting economic
growth via the promotion of large-scale infrastructure projects,
and that the fund will remain a significant player in
facilitating investments, particularly in the energy sector.

PF is 100% owned by the state and its mandate is to oversee key
national infrastructure corporations.  The state endowed PF with
100% stakes in Georgian Railway (BB-/Stable), JSC Georgian Oil
and Gas Corporation (GOGC, BB-/Stable), JSC Georgian State
Electrosystem, and JSC Electricity System Commercial Operator.

Another of PF's mandates is to develop private equity investments
in viable economic projects to generate positive economic
returns. The private equity market is currently under-developed
in Georgia, limiting the country's growth potential.  PF targets
profitable projects in several key areas - agriculture,
manufacturing, real estate and energy; PF successfully exited
some of its finished projects in 2013-2015.

The fund's supervisory board is chaired by the Georgian Prime
Minister and composed of five leading cabinet members and four
independent directors.  In Fitch's view, blending a corporate
structure with strong state control should ensure the fund's
accountability to Georgia's government, and hence its adherence
to mandated policy objectives.

PF's current debt stock comprises a USD50m loan from its
subsidiary GOGC, and a USD20m loan from local TBC Bank
(BB-/Stable).  According to PF's consolidated financial
statements its net debt/EBITDA slightly decreased to 3.5x in 2014
from 4.1x in 2013, while its profitability as measured by return
on equity ratio improved to 4.9% from 3.3%.  PF used the loan
from GOGC to invest in the equity of Gardabani TPP SPV, which was
commissioned in July 2015.

RATING SENSITIVITIES

A positive rating action on Georgia, coupled with continued
support from the state, would be rating-positive for PF.

Weaker links with the state would be rating-negative, although
Fitch currently views this as unlikely.  A downgrade of Georgia
would also be negative.



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


SANTANDER HIPOTECARIO 7: Moody's Cuts Cl. B Notes Rating to Caa1
----------------------------------------------------------------
Moody's Investors Service has downgraded the ratings of FTA
Santander Hipotecario 7's class B notes, and affirmed the ratings
of the classes A and C notes. These rating actions follow Moody's
review of the recent structural changes to FTA Santander
Hipotecario 7 and concluded that these amendments have both
neutral and negative impact on the ratings, depending on the
ranking of the notes:

Issuer: FTA SANTANDER HIPOTECARIO 7

   EUR1440 million A Notes, Affirmed Aa2 (sf); previously on Jan
   23, 2015 Upgraded to Aa2 (sf)

   EUR360 million B Notes, Downgraded to Caa1 (sf); previously on
   Jan 23, 2015 Upgraded to A1 (sf)

   EUR359.7 million C Notes, Affirmed C (sf); previously on Jul
   26, 2011 Definitive Rating Assigned C (sf)

RATINGS RATIONALE

The structural amendments relate to a reduction of the size of
the reserve fund from 20.0% of the initial amount of classes A
and B notes at closing to 5.0% of the outstanding amount of the
classes A and B notes. The reserve fund was funded by the
issuance of the class C notes. Consequently, class C has
amortized to EUR63.6million equal to 5.0% of the outstanding
amount of classes A and B.

Additionally, the interest deferral trigger of class B has been
amended from 38.4% to 20.0% of accumulated defaults in terms of
original balance of securitized assets.

Accordingly, Class B will not benefit from sufficient credit
enhancement to maintain the rating of the notes.

In reaching this conclusion, Moody's has taken into consideration
the characteristics of the mortgage pool, the current level of
credit enhancement and the level of credit enhancement that will
be present in the transaction after the amendments have taken
place, together with the amount of liquidity within the
transaction given by the new reserve fund level. However, Moody's
opinion addresses only the credit impact associated with the
amendment, and Moody's is not expressing any opinion as to
whether the amendment has, or could have, other non-credit
related effects that may have a detrimental impact on the
interests of note holders and/or counterparties.

The key collateral assumptions have not been updated as part of
this restructuring. The performance of the underlying asset
portfolio remains in line with Moody's assumptions.

Moody's rating analysis also took into consideration the exposure
to key transaction counterparties, including the roles of
servicer and account bank provided by Banco Santander S.A.
(Spain) (A3(cr)/P-2(cr)).

Moody's Parameter Sensitivities provide a quantitative/model-
indicated calculation of the number of rating notches that a
Moody's structured finance security may vary if certain input
parameters used in the initial rating process differed.

The analysis assumes that the deal has not aged and is not
intended to measure how the rating of the security might migrate
over time, but rather how the initial rating of the security
might have differed if key rating input parameters were varied.
Parameter Sensitivities for the typical EMEA RMBS transaction are
calculated by stressing key variable inputs in Moody's primary
rating model.

At the time the deal was restructured, the model output indicated
that the class A notes would have achieved an Aa2 rating if the
expected loss was as high as 21.1% and the MILAN CE was 30.0% and
all other factors were constant.

The principal methodology used in these ratings was Moody's
Approach To Rating RMBS Using the MILAN Framework published in
January 2015.

The analysis undertaken by Moody's at the initial assignment of
ratings for RMBS securities may focus on aspects that become less
relevant or typically remain unchanged during the surveillance
stage.

Moody's will continue monitoring the ratings. Any change in the
ratings will be publicly disseminated by Moody's through
appropriate media.

The rating addresses the expected loss posed to investors by the
legal final maturity of the notes. In Moody's opinion, the
structure allows for timely payment of interest with respect of
the classes A and ultimate payment of principal by the legal
final maturity. Moody's ratings only address the credit risk
associated with the transaction. Other non-credit risks have not
been addressed, but may have a significant effect on yield to
investors.

TRANSACTION FEATURES

The transaction is a securitization of Spanish prime mortgage
loans originated by Banco Santander S.A. (Spain) (A3(cr)/P-2(cr))
to obligors located in Spain. The portfolio consists of high Loan
To Value ("HLTV") mortgage loans secured by residential
properties.

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

Factors or circumstances that could lead to an upgrade of the
ratings include (1) further reduction in sovereign risk, (2)
performance of the underlying collateral that is better than
Moody's expected, (3) deleveraging of the capital structure and
(4) improvements in the credit quality of the transaction
counterparties.

Factors or circumstances that could lead to a downgrade of the
ratings include (1) an increase in sovereign risk, (2)
performance of the underlying collateral that is worse than
Moody's expects, (3) deterioration in the notes' available credit
enhancement and (4) deterioration in the credit quality of the
transaction counterparties.



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


AMDIPHARM MERCURY: Moody's Puts B3 CFR Under Review
---------------------------------------------------
Moody's Investors Service has placed the B3 Corporate Family
Rating, B3-PD Probability of Default Rating and all other
associated debt ratings of Amdipharm Mercury Debtco Limited
('AMCo') under review with direction uncertain. This follows the
announcement by Concordia Healthcare Corp. of its intention to
acquire AMCo from Cinven and certain other sellers and Moody's
expectation that AMCo's rated debt will be redeemed in
conjunction with the closing of the proposed transaction.

RATINGS RATIONALE

On September 8, 2015, Concordia Healthcare Corp., rated B2, under
review for downgrade, announced that it had signed an agreement
with Cinven and / or funds managed or advised by the group and
certain other sellers, to acquire AMCo for total consideration of
approximately USD3.5 billion. Moody's notes that the proposed
transaction is subject to stock exchange approval and is expected
to close in Q4 2015. In conjunction with announcing the
transaction, Concordia has announced its intention to redeem
AMCo' outstanding rated debt obligations at closing. Concordia
has signed a commitment letter with various banks, which have
agreed to provide credit facilities and bridge commitments of up
to US$4.3 billion to fully pay for the acquisition price and
refinance all outstanding term loans or indebtedness for borrowed
money of AMCo. The review will therefore monitor progress toward
completing the transaction. The transaction is expected to close
in Q4 2015 and is subject to satisfaction of certain customary
closing conditions (including stock exchange approval for the
consideration shares that are issuable as part of the purchase
price). In addition, the review will consider any rating changes
of Concordia Healthcare, which ratings have been placed under
review for downgrade following the transaction announcement.

WHAT COULD CHANGE THE RATING UP / DOWN

Primary driver of future rating change will be the development of
Concordia's rating, given that we expect to align AMCo's rating
with that of Concordia. In a scenario where the proposed
transaction would not go ahead, Moody's would consider upgrading
the ratings of AMCo if leverage as measured by debt/EBITDA would
move sustainably below 5.0x and the company would continue to
diversify its product portfolio and geographical exposure. A
successful implementation of the dual sourcing strategy would
also be supportive of a higher rating.

Downward pressure could be exerted on the ratings as a result of
a material deterioration in operating performance leading to a
lack of deleveraging and a break even free cash flow generation.
Diminishing headroom under financial covenants could also lead to
negative pressure on the ratings.

The principal methodology used in these ratings was Global
Pharmaceutical Industry published in December 2012.


AVALON BAR: Goes Into Liquidation, 10 Jobs Axed
-----------------------------------------------
Tom Keighley at ChronicleLive reports that Whitley Bay biker bar
The Avalon Bar and Hotel has gone into liquidation with the loss
of 10 jobs.

The report says the venue, on Whitley Bay's South Parade, traded
as a bar and hotel since 2004 and was latterly used by North
Tyneside Council for short term accommodation for young adults.

In 2008, the owners bought the adjoining former Conservative Club
and turned it into the Trojan Rooms music venue and bar, the
report notes.

According to ChronicleLive, director Mike Farwell said the 2008
recession and the onset of the UK smoking ban hampered trade.

The report relates that several other bars and hotels on South
Parade, once a coastal draw for its nightlife, have also closed
in recent years.

Greg Whitehead, an insolvency practitioner with Newcastle firm
Northpoint, was appointed liquidator on Sept. 3, 2015, having
been instructed by the company directors, the report discloses.

"This cessation of trading and liquidation with the loss of 10
jobs reflects the gradual decline in recent years of similar
businesses in the immediate area," the report quotes Mr.
Whitehead as saying.

"It will be interesting to see how South Parade moves on in years
to come. As a local to Whitley Bay I hope it can be regenerated
in some way.  I have asked Lambert Smith Hampton in Newcastle to
deal with a sale of the property."



CEONA OFFSHORE: Set to Enter Administration This Week
-----------------------------------------------------
Robin Pagnamenta at The Times reports that fresh job losses are
expected in the North Sea oil industry after the collapse of
Ceona Offshore.

Ceona Offshore is scheduled to go into administration this week
with debts as high as US$800 million, The Times discloses.

The company, which employs about 70 people in Aberdeen, London
and Houston, has been hammered by the collapse in world oil
prices, which have more than halved to less than US$48 a barrel
during the past year, The Times relates.

The downturn has led to a string of cancellations for the group's
fleet, The Times notes.

Ceona Offshore is an operator of oil exploration vessels and
deepwater equipment backed by Goldman Sachs.


CIL LTD: Investors Win Court Hearing Over Alleged Fraud
-------------------------------------------------------
Alex Lennane at The Loadstar reports that former creditors of
CEVA Investments Ltd have alleged that its two directors, also
employed by parent firm Apollo Global Management, acted
fraudulently, causing the loss of their equity stake in
subsidiary forwarder CEVA Group.

According to the report, the creditors have won the right to a
hearing in a New York bankruptcy court next month, which may
bring resolution to a case, which has rumbled on since April
2013, when CIL Ltd, formerly known as CEVA Investments Ltd,
petitioned for liquidation in the Cayman Islands.

This was shortly before the group announced a financial
restructure. The shares in CIL, owned by CEVA staff and former
TNT and EGL staff as well as other investors, lost all value with
the liquidation, The Loadstar discloses.

In a court hearing last year, David Friedman --
dfriedman@kasowitz.com -- of law firm Kasowitz, Benson, Torres, &
Freidman, accused the two directors of CIL, both of whom also
worked for Apollo, of "a massive constructive and intentional
fraudulent transfer, as well as a breach of fiduciary duty," the
report recalls.

He explained to the judge: "Right now, it's a company with no
assets other than litigation claims . . . It used to be called
CEVA Investments Ltd. Just about a month before the filing of the
[bankruptcy] petition it was the parent company of CEVA Group
PLC, which is a $12 billion company, according to the report.

"Apollo . . . had a desire to restructure the entire CEVA empire.
This company that they owned [CIL] had $150m-worth of debt. They
wanted to retain ownership and control over CEVA, but they didn't
want to pay any of those creditors," the report quotes Mr.
Friedman as saying.

"Through their directors and their ownership control of the
enterprise, they caused the operating company, CEVA Group PLC, to
issue a massive amount of equity -- billions and billions of
shares of stock -- which diluted the debtors' ownership in the
company to zero. And all that stock was issued to Apollo
directly.

"When the smoke settled, they still owned the company, but the
debt was now junior to the equity, instead of senior to the
equity . . . The creditors of CIL were left behind . . . with no
assets to look to. The primary asset was the equity of the
company.

"Before the transaction occurred, the debtors owned 100% of CEVA.
After the transaction, they owned 0% of CEVA, and Apollo owned a
100%."

It is alleged that the two directors concerned, Gareth Turner and
Mark Beith, transferred the debtors' equity interest in CEVA to a
wholly owned affiliate of Apollo in exchange for nothing, says
The Loadstar.

The Loadstar relates that Mr. Friedman claimed that the
liquidation in the Cayman Islands "was referred to internally as
a soft-touch filing. And it was designed to . . . keep the
creditors at bay while this thing was happening."

However, Emil Kleinhaus -- EAKleinhaus@WLRK.com --  of Wachtell,
Lipton, Rosen & Katz, acting for Apollo Global Management,
disputes the claims, noting "one incredibly important detail".

The Loadstar quotes Mr Kleinhaus as saying that: "Apollo . . . is
the shareholder of CIL. As a result of this transaction, instead
of being essentially the 100% owner of the entire enterprise,
what actually happened was the secured and unsecured creditors of
the operating company, CEVA, some $1.4bn dollars of debt . . .
equitised their debt."

The Loadstar says the case is significant for many former and
current employees, some of whom claimed to have been "press-
ganged" into the equity scheme launched after Apollo took over
TNT's logistics division in 2006. One told The Loadstar they
believed employees had put between $10 million and $15 million
into the scheme.

Another said: "Apollo's senior partners incentivised us with the
promise of 'very significant returns' on any investment." Some
employees took out loans or second mortgages on their houses, the
report notes.

The Loadstar notes that former CEO of CEVA, Marvin Schlanger,
claimed at the time that: "We have given people the opportunity
to participate in a new equity plan. If the company performs,
they can earn as much or more than their initial investment. We
think we've treated everyone fairly."

Based in United Kingdom, CIL Limited, formerly known as CEVA
Investments Limited, is engaged in supply chain management
business. CEVA Investments Limited was incorporated as a Cayman
Islands exempted company with limited liability on August 15,
2006. CEVA was established through the acquisition of the
contract logistics business of TNT N.V. on November 4, 2006, and
the U.S.-based freight forwarder EGL, Inc., which CEVA acquired
on August 2, 2007.

CEVA's principal shareholders are investment funds affiliated
with or managed by affiliates of Apollo Global Management, LLC,
which is a leading global alternative investment manager.


INSIGHT COMPUTING: Directors Banned for Stealing Company Funds
--------------------------------------------------------------
The two directors of IT consultancy Insight Computing Ltd have
been disqualified as company directors having left a large tax
bill unpaid despite transferring nearly GBP1 million out of the
company to their personal bank account.

Russell Bloore and Karen Bloore, Insight's directors who now
reside in France, were disqualified for five and three years
respectively. The Insolvency Service investigation following the
firm's liquidation found that the company owed HMRC at least
GBP275,243, during which time Russell Bloore personally
benefitted from at least GBP889,784 of the company's funds.

Insight began trading in March 2002, providing IT integration
services and business process technology to large corporate
organizations, predominantly in the banking sector. Although its
turnover reached the VAT threshold in February 2004, Russell
Bloore failed to register it for VAT and submit returns until May
2012 shortly before the firm went into liquidation. He also
failed to submit any corporation tax returns until May 2012.

Andrew Stanley, Official Receiver at Medway, said: "By not paying
the correct tax, the director has short-changed the public purse
by over a quarter of a million pounds and this is totally
unacceptable. These directors abrogated their responsibilities
and it should be no surprise they have been removed from the
business environment."

The disqualifications, from September 11 and 10, 2015
respectively, prevent Russell and Karen Bloore from directly or
indirectly becoming involved in the promotion, formation or
management of a company for the duration of the term.

During the period September 1, 2004 to November 5, 2012, Insights
bank account received income of GBP920,960; GBP889,784 of this
was transferred directly to Mr. Bloore's personal bank account.



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


* BOND PRICING: For the Week Sept. 7, 2015 to Sept. 11, 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 * * *