TCREUR_Public/150928.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 28, 2015, Vol. 16, No. 191

                            Headlines

A U S T R I A

SBERBANK EUROPE: Fitch Affirms 'BB+' IDR; Outlook Negative

B U L G A R I A

DSK BANK: Moody's Withdraws ba3 Baseline Credit Assessment Rating

G E R M A N Y
KRAUSSMAFFEI GROUP: Moody's Says Credit Quality Outpaces Peers
SGL CARBON: S&P Lowers CCR to 'B'; Outlook Remains Negative
XELLA INTERNATIONAL: S&P Affirms 'B+' CCR; Outlook Stable

H U N G A R Y

SYNERGON INTEGRATOR: Budapest Court Approves Bankruptcy Plea

I R E L A N D

LODGEWOOD ENGINEERING: High Court Appoints Interim Examiner

N E T H E R L A N D S

ENDEMOL HOLDINGS: S&P Affirms 'B' CCR & Revises Outlook to Neg.
STORM 2015-II: Fitch Assigns 'BBsf' Rating to Class E Notes

P O L A N D

JSW: Bondholders Won't Demand Early Repayment, Talks to Continue

P O R T U G A L

HAITONG BANK: S&P Reinstates 'BB-/B' Ratings; Outlook Positive

R U S S I A

ANTALBANK LLC: Placed Under Provisional Administration
FIRST RUSSIAN: Placed Under Provisional Administration
GIALIT-POLIS LLC: Under Provisional Administration
INTERNATIONAL BANK: S&P Lowers Counterparty Rating; Outlook Neg.
ZERNOBANK JSC: Placed Under Provisional Administration

S P A I N

ABENGOA SA: Overhauls Business, Chairman to Step Down
CAIXA PENEDES: Fitch Affirms 'BB+sf' Rating on Class C Notes

U K R A I N E

UKRAINE: Halts Bond Payments, Credit-Default Swaps Payout Likely

U N I T E D   K I N G D O M

GALA CORAL: S&P Affirms 'B' CCR; Outlook Remains Stable
PARAGON OFFSHORE: Moody's Cuts Corporate Family Rating to Caa2
SSI UK: Redcar Steel Workers Get Pay But Future Remains Uncertain
* UNITED KINGDOM: Steelmakers Call for Help as Closures Loom

X X X X X X X X

* BOND PRICING: For the Week Sept. 21, 2015 to Sept. 25, 2015


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A U S T R I A
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SBERBANK EUROPE: Fitch Affirms 'BB+' IDR; Outlook Negative
----------------------------------------------------------
Fitch Ratings has affirmed the Long-term Issuer Default Ratings of
Sberbank Switzerland at 'BBB-' (SBS) and Sberbank Europe AG (SBEU) and
Sberbank Slovensko a.s. (SBSK) at 'BB+'.  The Outlook on all three
banks is Negative.

KEY RATING DRIVERS - IDRS AND SUPPORT RATINGS

All three banks' IDRs and Support ratings reflect Fitch's view that
the banks will be supported by their ultimate parent, Sberbank of
Russia (SBRF, BBB-/Negative/bbb-), in case of need. The Negative
Outlook on the IDRs is driven by that on SBRF's ratings.

SBRF's Long-term IDRs are driven by the bank's standalone strength,
reflected in its 'bbb-' Viability Rating (VR), and are also
underpinned by potential support from the Russian Federation
(BBB-/Negative).  The Negative Outlook on SBRF's ratings mirrors that
on the sovereign and reflects both a potential weakening of support
and the potential for the VR, which is at the same level as the
sovereign, to be downgraded due to risk of a weakening operating
environment, as SBRF is exposed to the broader Russian economy.

Fitch's view on the probability of support for the subsidiaries is
based on: (i) SBRF's track record of providing capital and funding to
subsidiary banks; (ii) high reputational risks for SBRF from any
potential default of its subsidiaries given the parent's presence on
international markets and (iii) the subsidiaries' small size relative
to the parent limiting the cost of any potential support.

Potential reconsideration by SBRF of its international strategy, for
example, due to increased geopolitical tensions between Russia and
western countries is unlikely to impact its commitment to provide
support to the subsidiaries for as long as they are owned by SBRF.

The equalization of the ratings of SBS with SBRF also takes into
account the subsidiary's high integration with the parent, limited
operational independence and its role in servicing core group clients,
in particular commodity exporters, by providing trade finance services
and participating in structured lending as well as client settlements.

The one-notch differential between the Long-term IDRs of SBEU, SBSK
and SBRF reflects these subsidiaries' lower integration, higher
operational independence and lesser reliance on the parent for
business origination.

KEY RATING DRIVERS - VRS

The affirmation of the VRs of SBEU (b+) and SBSK (bb-) reflects
limited changes in the banks' standalone profiles over the last 12
months.  The VRs continue to reflect the banks' modest franchises;
legacy asset quality problems (more significant at SBEU), although the
risks are mostly covered by hard collateral/and or SBRF guarantees;
weak pre-impairment profitability; and moderate capitalization
(tighter in SBEU).  The VRs also consider the banks' sound liquidity
and funding profiles.

SBSK's VR is one notch higher than that of its immediate parent SBEU,
mainly because the latter is exposed to higher-risk economies,
including Serbia, Bosnia and Herzegovina and Ukraine, resulting in
weaker asset quality and potentially more significant volatility of
the bottom line.  SBEU is also somewhat weaker capitalized compared
with SBSK.

At end-1H15, non-performing loans (NPLs, 90 days overdue loans), most
of which are legacy exposures, equaled 9.5% of gross loans (56%
covered by reserves) at SBEU and 6.2% (79% covered by reserves
reserved) at SBSK.  Both banks' loan concentrations are high, although
the largest exposures are of reasonable quality, in Fitch's view.
SBEU's Ukrainian exposure was limited to 1% of gross loans and 60%
covered by reserves, so of limited extra risk. The quality of new
lending in SME and retail segments is so far sound, but may
deteriorate somewhat as loans season after above-market growth in
2012-2014.  Fitch also notes that a considerable part of SBEU's
mortgage loans has fairly high loan-to-values.

Profitability is dampened by thin margins pressured by a low interest
rate environment and weak operating efficiency due to lack of scale
and not yet completed optimization processes after the bank was
acquired by SBRF.  Pre-impairment profit in 1H15 equaled low 0.8% of
average gross loans at SBSK and was only marginally above break-even
at SBEU.  Fitch expects negative bottom line results for SBEU in 2015
and break-even at best for 2016.

Liquidity is comfortable, with liquid assets (cash, net short-term
interbank and securities eligible for repo), net of potential
near-term wholesale debt repayments, covering 41% and 23% of customer
accounts at SBEU and SBSK, respectively.  Deposit outflows in
2014-1H15, resulting from geopolitical tensions and sanctions against
SBRF, were limited.  SBEU's dependence on SBRF's funding fell to 5% at
end-1H15 from 11% at end-1H14, as it has been gradually replaced by
retail deposits.

SBSK is better capitalized with Fitch Core Capital (FCC) ratio of
around 15% at end-1H15 compared with SBEU's 10%. However, both banks'
capitalization is regularly supported by SBRF.

RATING SENSITIVITIES - IDRS AND SUPPORT RATINGS

The support-driven ratings of all three banks are likely to change in
tandem with the parent's IDRs.

The IDRs of SBEU and SBSK could be upgraded to the level of SBRF,
thereby eliminating the one-notch difference, in case of (i)
significantly higher integration with the parent, (ii) an increase in
the proportion of business devoted to servicing of core group clients
and (iii) an extended track record of profitable operations,
reinforcing the parent's long-term strategic commitment to these
markets.

All three banks' support-driven IDRs are sensitive to a change in
SBRF's support propensity, for example, in case of potential plans to
dispose of any of these three banks. Under this scenario, the notching
between the parent and the subsidiaries may be widened.

RATING SENSITIVITIES - VRS

An upgrade of SBEU's VR would result from a continued expansion of the
bank's franchise and a track record of profitable performance. Upside
potential for SBSK's VR is currently limited.  However, considerable
franchise diversification, a reduction in portfolio concentrations,
and stronger profitability would be credit-positive.

Should SBEU or SBSK suffer from either a deep liquidity squeeze or
large credit losses, and if those are not promptly cured by SBRF, the
VRs could be downgraded.

Fitch may assign a VR to SBS if it develops a more significant
franchise and reduces the reliance on the parent in terms of new
business origination.

The rating actions are:

SBEU
Long-term foreign currency IDR: affirmed at 'BB+'; Outlook Negative
Short-term foreign currency IDR: affirmed at 'B'
Support Rating: affirmed at '3'
Viability Rating: affirmed at 'b+'

SBSK
Long-term foreign currency IDR: affirmed at 'BB+'; Outlook Negative
Short-term foreign currency IDR: affirmed at 'B'
Support Rating: affirmed at '3'
Viability Rating: affirmed at 'bb-'

SBS
Long-term IDR: affirmed at 'BBB-'; Outlook Negative
Short-term IDR: affirmed at 'F3'
Support Rating: affirmed at '2'


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DSK BANK: Moody's Withdraws ba3 Baseline Credit Assessment Rating
-----------------------------------------------------------------
Moody's Investors Service has withdrawn DSK Bank PLC's Ba2/Not-Prime
deposit ratings, Baa2(cr)/Prime 2(cr) Counterparty Risk Assessment,
ba3 baseline credit assessment (BCA) and ba2 adjusted baseline credit
assessment. At the time of the withdrawal the bank's long-term deposit
rating carried a stable outlook.


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G E R M A N Y
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KRAUSSMAFFEI GROUP: Moody's Says Credit Quality Outpaces Peers
-------------------------------------------------------------- Leading
plastic processing machinery and equipment manufacturer KraussMaffei
Group GmbH's (B1 stable) low leverage and interest burden place it
ahead of its peers Husky International Ltd. (B2 stable) and Milacron
Holdings Corp. (B2 stable) in credit quality terms, although Husky
remains the most profitable of the three companies, says Moody's
Investors Service.

The rating agency compared the business and financial profiles of
three of the world's largest manufacturers of plastics processing
machinery and equipment -- KraussMaffei Group, Husky and Milacron --
in a report published on Sept. 24.

Moody's report, titled "Peer Comparison -- KraussMaffei Wins On
Leverage, Husky Most Profitable", is available on www.moodys.com.

"KraussMaffei Group's broader equipment offering has allowed it to
benefit from strong demand in North America and China in 2014 and the
first six months of 2015, mainly driven by buoyant automotive and
rubber end-markets. This has boosted earnings and helped to
significantly improve the group's leverage," says Goetz Grossmann, a
Moody's Analyst and author of the report.

Moody's expects that KraussMaffei Group's leverage will stay below
that of its two peers over the next 12-18 months. KraussMaffei Group's
leverage, as adjusted by Moody's, will fall below 3.5x debt/EBITDA
compared with ratios of around 5x for Milacron and 5.5x for Husky. The
rating agency also expects that KraussMaffei Group will maintain
stronger interest coverage ratios than the others because of its lower
interest burden.

However, Husky's unique product mix, which focusses mainly on tooling
and aftermarket services rather than new machinery, makes it much more
profitable than its peers with a Moody's-adjusted EBITA margin of
15.9% for the 12 months ended 30 June 2015. Conversely, Milacron and
KraussMaffei Group achieved margins of 13.0% and 9.5%, respectively,
over the same period.

Husky and KraussMaffei Group have stronger liquidity than Milacron,
which Moody's expects will report substantially weaker free cash flow
this year. However, Milacron's recent IPO improved its financial
flexibility and significantly lowered its debt.

Milacron's IPO in June 2015 also reduced the ownership stake of its
private equity sponsors to approximately 75% and resulted in a $248
million pay down of its term loan. Nevertheless, Milacron remains
susceptible to event risk as its financial policy could allow for the
possibility of debt-funded acquisitions or share repurchases.


SGL CARBON: S&P Lowers CCR to 'B'; Outlook Remains Negative
-----------------------------------------------------------
Standard & Poor's Ratings Services lowered its long-term corporate
credit rating on Germany-based graphite materials and carbon fiber
producer SGL Carbon SE to 'B' from 'B+'.  The outlook remains
negative.

At the same time, S&P lowered its issue rating on the
EUR250 million seven-year fixed rate 4.875% senior secured notes due
2021 to 'BB-' from 'BB'.  The recovery rating on these notes remains
'1'.

S&P also lowered its issue ratings on the EUR190 million 3.5%
convertible bond due 2016, and on the EUR240 million 2.75% convertible
bond due 2018 to 'B-' from 'B'.  The recovery ratings on these bonds
is '5'.

Lastly, S&P assigned its 'B-' issue rating and '5' recovery rating to
the new EUR167 million 5-year 3.5% convertible bond issued on Sept.
24, 2015, and maturing in 2020.  S&P understands the group will use
the proceeds from this new bond to repay the
EUR190 million convertible bond due 2016, after which S&P will
withdraw its ratings on the convertible bond.

The '5' recovery ratings on the convertible bonds indicate S&P's
expectation of "modest" recovery prospects, in the higher half of the
10%-30% range.

The downgrade mainly reflects exceptional charges that SGL Carbon
faces in 2015 and which will weigh on free cash flow and debt.
Consequently, S&P anticipates that its credit metrics will remain well
below the level commensurate with the 'B+' rating.  These items
include cash outflows related to the HITCO assets sale and to a
litigation settlement with tax authorities in Spain.  S&P anticipates
Standard & Poor's adjusted gross debt to EBITDA of about 9.0x in 2015,
versus 6.5x-7.5x previously, which S&P views as highly leveraged.
This continues to be subject to further potentially challenging market
developments.  S&P estimates the weaker credit metrics despite the
year-on-year strong improvement in EBITDA it expects following cost
cutting, lower restructuring charges, and favorable currency
developments.  This is also despite the EUR261 million in net proceeds
from the 2014 capital increase.

S&P's base-case scenario points to about EUR150 million in negative
free cash flow throughout 2015, bringing unadjusted net debt to about
EUR530 million-EUR550 million by year end, from about EUR400 million
at year-end 2014.  This takes into account:

   -- A cash payment to Toronto-listed Avcorp Industries Inc.,
      the acquirer of the civil and composite aerostructures
      business of HITCO Carbon Composites Inc., subsidiary of SGL
      Carbon.  These assets have been revalued in the transaction
      process, leading to a EUR53 million impairment classified
      as discontinued operations and an about EUR40 million cash
      outflow -- subject to further adjustments -- to be paid in
      several installments of which a large part at closing,
      which S&P expects in the second half of 2015.  A EUR46
      million onetime settlement of U.S. dollar currency hedges,
      already cashed out, on initially anticipated cash inflow
      from HITCO that will not materialize.  A EUR35 million cash
      outflow for the settlement of a tax liability in the second
      half of 2015, which had already been provisioned.  Part of
      the EUR65 million working capital build-up in the first
      half of the year, of which S&P views a portion as
      structural for the ramp-up of SGL Carbon's growth projects
      at its joint-venture operations with German carmaker BMW,
      which will not revert in the second half of the year.

These negatives occur in an environment that S&P continues to view as
uncertain, including weak demand in the electric steel industry and
intense competition from Asian producers that is putting pressure on
steel prices.  Consequently, S&P anticipates continued weak demand for
graphite electrodes and depressed electrode prices squeezed by
continued overcapacity.  Still, electrodes remain the group's largest
EBITDA contributor.  The graphite materials division will likely
report lower year-on-year EBITDA because 2014 EBITDA received a boost
from a onetime big-ticket item, while order intake for 2015 was
limited.  S&P also takes into account risks related to the ramp-up and
execution of the expansion project at SGL Carbon's joint operations
with BMW in carbon fiber materials, noting at the same time that the
joint venture reported its first-time positive EBITDA in the first
half of 2015, with favorable growth prospects, in S&P's view.  For
these reasons, S&P continues to view SGL Carbon's business risk
profile as relatively weak.

"Nevertheless, we continue to expect strong improvement, albeit less
strong than previously, in unadjusted EBITDA versus the low in 2014,
to about EUR110 million after restructuring.  This reflects the
abovementioned lower raw material prices, including for needle coke
which SGL Carbon sources externally, and favorable currency effects in
a weak euro environment.  A substantial portion of the improvement
also relates to structural efficiency gains in our view, following the
group's well performing cost-savings program, including plant closures
and overhead reduction, together with assumed much lower nonrecurring
charges related to restructuring as of 2015.  We think these factors
help improve the group's cost position, including in its electrodes
activities, which we estimate in the middle of the cost curve.  It
should keep marginally improving over the next few years because we
expect the business will be legally separated and optimized to better
absorb supply and demand swings as a pure commodity business.  Legal
separation should also prepare it for future strategic options that
the group may take.  Under the current weak market conditions, we
expect SGL Carbon's operations would be broadly free cash flow neutral
to slightly positive, excluding exceptional nonrecurring items and
capital expenditures (capex) in excess of maintenance spending
(broadly depreciation)".

In S&P's base case, it assumes these in addition to the abovementioned
onetime charges:

   -- A low-single-digit decline in electrodes and cathodes
      revenues in 2015, stabilizing in 2016, reflecting continued
      depressed demand and prices on high competition from Asian
      producers.

   -- Lower year-on-year sales and EBITDA in the graphite
      materials division, mostly project-related and consequently
      difficult to forecast.

   -- Low-double-digit growth in carbon fiber and composite
      segment as the ramp-up progresses, with a continued
      positive EBITDA contribution.

   -- Material upside on group EBITDA from realized cost savings,
      with restructuring charges that should drop.

   -- Capex slightly above the depreciation level.

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

   -- About EUR150 million negative free cash flow in 2015, then
      broadly neutral in 2016.
   -- Adjusted funds from operations (FFO) to debt of 5%-10%.
   -- Adjusted debt to EBITDA of 8x-9x.
   -- Adjusted interest coverage of 3.0x-3.5x.

S&P's debt figure includes the EUR250 million senior secured notes,
the EUR240 million convertible bond, and the EUR167 million
convertible bond to repay the EUR190 million convertible maturing in
2016, of which only EUR135 million is outstanding.  S&P's adjustments
include about EUR300 million for pension obligations, EUR50 million
for operating leases, and EUR20 million for finance leases.  S&P do
not take into account cash balances given its view of SGL Carbon's
business risk profile as "weak," under S&P's criteria, and subject to
high cyclicality.

The negative outlook on SGL Carbon reflects the uncertain market
environment and potential pressure on liquidity, absent a recovery in
free cash flow.

S&P could revise the outlook on SGL Carbon to stable if adjusted gross
debt to EBITDA recovered to comfortably below 8x, under the current
weak market conditions, or moved toward 6x through the cycle, combined
with neutral free cash flow generation and adequate liquidity.

S&P could downgrade SGL Carbon absent a recovery in free cash flow and
credit ratios, or if liquidity deteriorated.  Continued negative free
cash flow -- whether from the weak operating environment,
larger-than-expected investments at SGL Carbon's growth projects, or
related to nonrecurring items -- would likely put pressure on the
rating.  Deterioration in liquidity from higher-than-expected cash
burn or covenant pressure could also prompt a downgrade.


XELLA INTERNATIONAL: S&P Affirms 'B+' CCR; Outlook Stable
---------------------------------------------------------
Standard & Poor's Ratings Services said that it affirmed its 'B+'
long-term corporate credit ratings on Germany-based Xella
International S.A.  The outlook is stable.

At the same time, S&P affirmed its 'B+' issue rating and '3' recovery
rating on the EUR215 million senior secured term loan G and EUR325
million senior secured notes issued by Xella's special-purpose vehicle
Xefin Lux S.C.A.  This indicates S&P's expectation of meaningful
(50%-70%) recovery in the event of a payment default.  S&P expects
recovery prospects to be in the upper half of the range.

S&P is affirming the rating following Xella's announcement that it
plans to launch an IPO.  The group aims to raise about EUR200 million
through the process and will use the proceeds to reduce debt.
However, Xella has yet to communicate to the market whether the
existing shareholder loans in its capital structure will be converted
into equity as part of the IPO process.  S&P currently treats these
instruments as debt under its criteria.  If Xella does not convert
them to equity, S&P would be likely to continue to assess the
company's financial risk profile as "highly leveraged."

Despite the potential for cutting debt, S&P considers it unlikely that
the existing financial sponsor's shareholding will reduce to below
40%, over its rating horizon.

S&P do not expect to revise its "satisfactory" assessment of Xella's
business risk profile following the planned IPO.  Xella is Europe's
leading producer of autoclaved aerated concrete and calcium silicate
units.  The company has good diversification across a variety of
product lines and, to a lesser extent, end markets.  S&P also
considers the low volatility in the group's profitability over past
seven years to be a key rating factor. That said, Xella operates in a
highly cyclical industry owing to its high exposure to new
construction markets that can exhibit volatile demand.  The group's
sizable exposure to energy prices and commodity price fluctuations
puts additional pressure on its profitability.

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

   -- GDP growth of 2.2% for Germany and 1.5% for the eurozone in
      2015.

   -- Revenue growth of about 1%-3% over the next two years,
      largely supported by growth in the Czech Republic, The
      Netherlands, and the U.K.  S&P expects growth in Germany to
      remain stable.

   -- Stable EBITDA margins, before incorporating any impact of
      one-off costs.

   -- Capital expenditure (capex) of about EUR110 million-
      EUR120 million for fiscal 2015.

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

   -- Standard & Poor's-adjusted debt to EBITDA of about 12x in
      2015 (6x excluding the shareholder loan), and 9.3x in 2016
      (5x excluding the shareholder loan);

   -- Funds from operations (FFO) to debt of about 2% (8%
      excluding the shareholder loan); and

   -- FFO cash interest coverage of 3x-4x.

The stable outlook reflects S&P's view of Xella's good market position
and its track record of maintaining low volatility in its absolute
profitability, which will continue to support the group's cash flows.
The outlook also reflects S&P's forecast that Xella will maintain FFO
interest coverage of above 3x over the next 18 months.

S&P could consider raising the rating by one notch if the group
successfully launches its proposed IPO, uses the proceeds to repay
debt, and fully converts its shareholder loan into equity.  In such a
scenario, S&P estimates that its leverage metrics of FFO to debt and
debt to EBITDA would improve to a level commensurate with an
"aggressive" financial risk profile.

S&P could consider lowering the rating if it sees deterioration in
Xella's credit metrics, including FFO cash interest coverage falling
below 3x.  This could result from depressed end markets and pricing
pressure or the incurrence of additional cash-interest paying debts to
replace existing payment-in-kind shareholder loan instruments.
Additionally, S&P could downgrade Xella if the group's liquidity
deteriorates.


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SYNERGON INTEGRATOR: Budapest Court Approves Bankruptcy Plea
------------------------------------------------------------
MTI-Econews reports that the Municipal Court of Budapest has approved
the bankruptcy plea of Synergon Integrator Rendszerszolgaltato.

According to MTI-Econews, the bankruptcy came into effect on Sept. 23
and the company is now eligible for a moratorium on payments due to be
made.

Synergon Informatika, the parent company, earlier blamed the unit's
lack of liquidity on problems with an order from the capital's public
transport company to build a passenger information system, MTI-Econews
relates.  It said solutions to technical problems, sub-contractor
changes and indemnities had added to costs, MTI-Econews notes.

Synergon Integrator is a Hungarian IT company.


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LODGEWOOD ENGINEERING: High Court Appoints Interim Examiner
-----------------------------------------------------------
Aodhan O'Faolain and Ray Managh at Irish Examiner report that an
interim examiner has been appointed by the High Court to Lodgewood
Engineering Ltd.

According to Irish Examiner, the aim of court protection and
examinership for Lodgewood Engineering is to allow a scheme to be put
in place with creditors, which, if accepted by the High Court, would
allow the firm to survive as a going concern.

The company, incorporated in 1997, had been profitable until 2009,
but, due to the economic recession and reliance on the construction
industry, has been loss-making since 2010, Irish Examiner relates.

Mr. Justice Henry Abbott granted an application by Ross Gorman BL, for
the company, for court protection and the appointment of Neil Hughes,
of Hughes Blake Chartered Accountants, as interim examiner, Irish
Examiner discloses.

The judge, as cited by Irish Examiner, said he was satisfied that the
company was entitled to protection and the appointment of an interim
examiner.

He made directions for advertising the petition and returned it for
hearing on Oct. 19, Irish Examiner notes.

The Judge further directed that creditors be put on notice of the
application for the appointment of an examiner, Irish Examiner relays.

Lodgewood Engineering Ltd. is a Co Wexford-based steel-fabrication
business, which employs 24 people.  The company also operates a
garden-machinery centre and sells tools and equipment online.


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ENDEMOL HOLDINGS: S&P Affirms 'B' CCR & Revises Outlook to Neg.
---------------------------------------------------------------
Standard & Poor's Ratings Services said that it revised to negative
from stable its outlook on MediArena Acquisition B.V., the parent of
Netherlands-based Endemol Holdings B.V. and Shine Group.

At the same time, S&P affirmed its 'B' long-term corporate credit
rating on MediArena.

In addition, S&P affirmed its 'B' issue ratings on the group's
first-lien secured debt.  The recovery rating on all the first-lien
tranches is '3', indicating S&P's expectation of meaningful recovery
prospects (in the lower half of the 50%-70% range) in the event of a
payment default.

Finally, S&P affirmed its 'CCC+' issue rating on MediArena's
US$457 million second-lien term loan maturing in 2022.  The recovery
rating on this instrument is '6', indicating S&P's expectation of
negligible (0%-10%) recovery in the event of a payment default.

The outlook revision reflects S&P's view of risks to the group's
credit quality arising from one-time integration, legal, and
restructuring costs hampering its operating performance and leverage.
The group's earnings and cash generation in 2014 and the first half of
2015 were weaker than S&P had expected, but it anticipates an
improvement from 2016 onward as the impact of the nonrecurring items
lessens.  If the company is unable to restore EBITDA margins to at
least 12% and Standard & Poor's-adjusted EBITDA to interest to at
least 2x and start generating free operating cash flow (FOCF), S&P
believes that credit quality will have declined and it could consider
a downgrade.

Endemol Shine Group -- a TV production joint venture comprising
international players Endemol and Shine Group -- has suffered drags on
its operating performance over the past year.  These include the
phasing effects of shows, unfavorable foreign exchange rates, and
significantly weaker cash generation than S&P had anticipated. The
cash flow generation weakened as a result of Endemol Shine's
higher-than-expected investment in working capital on the back of
developing scripted business, funding distribution advances, and the
impact of the one-time restructuring and integration items related to
the merger with Shine Group completed in December 2014. One-off costs
were enlarged because management identified more synergies and
implemented integration faster than initially planned, bringing
forward most of the one-time items to 2015 from later years.

S&P continues to assess MediArena's financial risk profile as "highly
leveraged" and business risk profile as "fair."

S&P's assessment of the financial risk profile is based on the capital
structure as finalized in April 2015.  S&P estimates that MediArena
will have a Standard & Poor's-adjusted debt-to-EBITDA ratio of around
7x at the end of 2015.  This ratio includes about EUR1.1
billion-equivalent first-lien debt and about EUR400 million of the
second-lien term loan.  It further includes about
EUR60 million of deferred considerations, and EUR144 million of the
net present value of operating leases.  S&P deducts surplus cash of
about EUR90 million that it estimates will be available to the group
by the end of 2015, net of a 5% haircut.

S&P's estimate of MediArena's EBITDA for 2015 is about
EUR225 million-EUR230 million, including upward adjustments of about
EUR60 million for operating leases and up to EUR5 million in estimated
dividends from equity-accounted subsidiaries.  S&P do not incorporate
any unrealized synergies in this calculation, but it do continue to
include restructuring expenses, according to its criteria.  S&P adds
back about EUR40 million of the nonrecurring costs arising from
integrating Shine Group and related legal expenses.

S&P continues to assess Endemol Shine Group's business risk profile as
being at the high end of the "fair" category.  This reflects the
group's strong positions in its key markets: the U.K., the U.S.,
Southern Europe, and The Netherlands.  Its global presence in more
than 30 countries and its diverse library of more than 3,000
television programs provide further support to the business risk
assessment.  At the same time, S&P expects the adjusted EBITDA margin
to remain depressed at less than 12% in 2015, before gradually
improving thereafter, compared with 13.7% in 2014.  This is because of
the lower profitability of Shine's operations compared to Endemol's;
and the group's ongoing investment in low-margin growth projects that
will continue to underpin the Endemol Shine Group's competitive
advantage in the medium-to-long term.  The group operates in the
highly competitive and fragmented film and television programming
industry, and is exposed to the inherent volatility of viewers' tastes
and cyclical spending on advertising.  Endemol Shine Group partly
mitigates such risks by generating a high proportion of recurring
revenues from highly successful shows.  The reason S&P believes in the
recurring nature of such revenues is that both Endemol and Shine have
successfully produced follow-up series for their most successful shows
and/or sold them to other countries in the past, and are likely to
continue doing so.

The rating on MediArena is at the same level as its SACP.  S&P assess
MediArena as a "nonstrategic" subsidiary for its 50% parent,
Twenty-First Century Fox Inc. (Fox) because, at the moment, the two
entities remain legally, operationally, and financially separate.  In
particular, there are no specific incentives, such as cross-default
clauses or guarantees, which would require a long-term financial
commitment by Fox to MediArena.  S&P also believes that Fox's joint
control of MediArena alongside financial sponsor Apollo Global may
limit prospects for any support from Fox should MediArena fall into
financial difficulty.

S&P expects Endemol Shine Group's combined earnings to grow steadily
over the medium term, primarily thanks to growth in the television
shows and series production market.  Earnings will also be helped by
the group's continuous cost-reduction efforts, implemented in order to
withstand pricing pressures that most of Endemol's and Shine's
customers are likely to exercise.  These positives are tempered by the
group's exposure to the television program production and distribution
market, where it generates the majority of its earnings, and its
relatively modest size compared with larger, vertically integrated,
and diverse peers, such as ITV and some film studios.

S&P's base case assumes:

   -- GDP growth of 2.6%-2.8% per year in 2015-2017 in the U.K.
      and 2.3%-2.9% in the U.S., with more subdued growth
      prospects of less than 2% in the eurozone.

   -- Flat revenue growth in financial year 2015 on a pro forma
      combined basis, in line with year-to-date trading.  Under
      S&P's base-case scenario, MediArena will post about
      EUR1.9 billion revenues in 2015.  S&P models 2.0%-3.5%
      growth thereafter, supported by a strengthening economic
      recovery and expansion into the scripted segment and online
      digital business.

   -- Adjusted EBITDA margin at about 11.5% in 2015, growing to
      about 12.5%-13% thereafter, with cost-control measures
      offsetting pricing pressure from broadcasters and ongoing
      investment in growth projects.  S&P expects that investment
      in working capital and funding growth in distribution
      business and scripted production will reach about
      EUR35 million per year.

   -- Capital expenditures (capex) of up to EUR12 million-EUR13
      million per year, of which the maintenance component
      accounts for less than EUR10 million.

   -- S&P assumes approximately EUR35 million-EUR40 million
      spending on deferred consideration payments in 2015, with
      no other acquisitions.

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

   -- Standard & Poor's-adjusted debt to EBITDA of about 7x in
      2015, decreasing to about 6x by Dec. 31, 2017, mainly due
      to EBITDA growth and annual mandatory amortization payments
      of about EUR10 million.

   -- EBITDA interest coverage of about 1.8x in 2015, recovering
      to 2.0x-2.5x in 2016-2017.

   -- Reported FOCF to remain moderately negative in 2016,
      following the significant outflow of about EUR45 million in
      2015, reflecting the impact of nonrecurring spending on the
      Shine integration, investment in growth initiatives, and
      the unfavorable effect of exchange rates on debt service.

Endemol is still in the process of integrating its operations with the
Shine Group.  S&P assumes that over the next 12 months the group will
maintain sufficient liquidity to meet all its obligations and fund
most operating requirements; however, S&P expects that free cash flow
generation in 2015 will be significantly negative on account of
increased working capital requirements, one-time items related to
merger with Shine Group and recent debt issuance, and investment in
growth projects.  S&P expects that free cash flow will improve in 2016
and turn neutral by 2017, underpinned by the earnings growth S&P
believes Endemol Shine Group will achieve once the growth initiatives
of recent years come to fruition while the restructuring spending
phases out.

To maintain the 'B' corporate credit rating, S&P expects the company
to maintain "adequate" liquidity, as defined in S&P's criteria, and to
commit to reducing leverage during the forthcoming year.  S&P expects
adjusted debt to EBITDA will improve during 2015, but will remain
about 7x, while the adjusted EBITDA to interest ratio will remain more
than 1.5x.

S&P could lower the rating over the next 12 months if adjusted EBITDA
to interest coverage fails to improve to at least 2x during 2016, if
MediArena fails to materially improve FOCF, or if its liquidity
weakens.  This would most likely be caused by an inability to
strengthen operating margins consistent with the prevailing market
conditions.  This scenario could also occur due to continued stress on
working capital following delays to a number of commissioned shows,
and faster growth of the partly deficit-funded TV series segment in
the U.S. than the rest of the business.

S&P could consider revising the outlook to stable if the group
generates sufficient EBITDA (including restructuring expenses and
investment in growth projects) to sustainably cover its interest
expenses by at least 2x, while meaningfully improving its FOCF
generation.  This would need to be underpinned by MediArena
maintaining "adequate" liquidity, including ample headroom under the
springing covenant.


STORM 2015-II: Fitch Assigns 'BBsf' Rating to Class E Notes
-----------------------------------------------------------
Fitch Ratings has assigned STORM 2015-II B.V.'s notes final ratings:

  -- EUR1,200 mil. Class A floating-rate notes: 'AAAsf'; Outlook
     Stable

  -- EUR28.8 mil. Class B floating-rate notes: 'AAsf'; Outlook
     Stable

  -- EUR24 mil. Class C floating-rate notes: 'A-sf'; Outlook
     Stable

  -- EUR24 mil. Class D floating-rate notes: 'BBsf'; Outlook
     Stable

  -- EUR12.8 mil. Class E floating-rate notes: 'BBsf'; Outlook
     Stable

The transaction is a true sale securitization of prime Dutch
residential mortgage loans originated and serviced by Obvion N.V.
Since May 2012, Obvion has been 100% owned by Rabobank Group and has
an established track record as a mortgage lender and issuer of
securitizations in the Netherlands.

The class A notes are rated for timely payment of interest, including
the step-up margin that will be accrued from the payment date falling
in September 2021, and the full repayment of principal by legal final
maturity.  The remaining notes in the structure are rated for ultimate
interest and principal payments, in accordance with the transaction
documentation.

Credit enhancement (CE) for the class A notes is 7% at closing,
provided by the subordination of the junior notes and a non-amortizing
cash reserve (1%), fully funded at closing through the class E notes.

KEY RATING DRIVERS

Market Average Portfolio

The 46-month seasoned portfolio consists of prime residential mortgage
loans, with a weighted average (WA) original loan-to-market-value of
90.3% and a WA debt-to-income ratio of 28.7%, both of which are
typical for Fitch-rated Dutch RMBS transactions and in line with
previous STORM transactions.

NHG Loans

Nationale Hypotheek Garantie (NHG) guarantees 33.5% of the loans in
the portfolio.  Fitch received historical claims data to determine a
compliance ratio assumption, which it deemed to be in line with the
market average.  Fitch did not apply a reduction in foreclosure
frequency for the NHG loans, since historical data provided did not
show a clear pattern of lower defaults for NHG loans.  Fitch also
tested the transaction without giving any credit to the NHG guarantee
and found the ratings on the class A notes to be identical.

Structure Unchanged
CE is provided by the subordination of junior notes and a
non-amortizing reserve of 1%, funded through the class E notes.  The
transaction also contains a liquidity facility (2% of the notes,
floored at 1.45%) and a margin-guaranteed total return swap, which is
unchanged from previous Fitch-rated STORM transactions.

Rabobank Main Counterparty

The transaction relies strongly on the creditworthiness of Rabobank,
which fulfils a number of roles.  Fitch gave full credit to the
structural features in place, including those mitigating construction
deposit set-off and commingling risk embedded in the transaction.

Robust Performance

The past performance of transactions in the STORM series, as well as
data received on Obvion's loan book, indicate robust historical
performance in terms of low arrears and losses.

RATING SENSITIVITIES

Material increases in the frequency of defaults and loss severity on
defaulted receivables could produce losses larger than Fitch's base
case expectations, which in turn may result in negative rating actions
on the notes.  Fitch's analysis revealed that a 30% increase in the WA
foreclosure frequency, along with a 30% decrease in the WA recovery
rate, would result in a model-implied-downgrade of the class A notes
to 'Asf'.

DUE DILIGENCE USAGE

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

DATA ADEQUACY

For its rating analysis, Fitch received a data template with all
fields fully completed.

Fitch reviewed the results of a third party assessment conducted on
the asset portfolio information.  Each year, an internationally
recognized accounting firm conducts the report on a single eligible
mortgage pool, which will be used for all transactions in the
respective year.  The report indicated no adverse findings material to
the rating analysis.

Overall and together with the assumptions referred to above, Fitch's
assessment of the asset pool information relied upon for the agency's
rating analysis according to its applicable rating methodologies
indicates that it is adequately reliable.


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


JSW: Bondholders Won't Demand Early Repayment, Talks to Continue
----------------------------------------------------------------
Marcin Goclowski at Reuters reports that bondholders at JSW agreed
that they will not demand early repayment of the company's bonds and
will continue talks regarding the state-run miner's restructuring.

All bondholders including the state-controlled: PKO BP, PZU and BGK
agreed they will conduct further talks with JSW aimed at signing a
restructuring agreement by Nov. 30, Reuters relates.

Earlier this month, ING's ING Bank Slaski, JSW's only private debt
holder, demanded early redemption of its bonds worth PLN26.3 million
(US$6.95 million) and US$13 million, adding to the loss-making miner's
troubles, Reuters recounts.

JSW is a Polish coking coal producer.


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


HAITONG BANK: S&P Reinstates 'BB-/B' Ratings; Outlook Positive
--------------------------------------------------------------
Standard & Poor's Ratings Services said it reinstated its long- and
short-term counterparty credit ratings on Portugal-based Haitong Bank
S.A. -- formerly Banco Espirito Santo de Investimento S.A. (BESI)--at
'BB-/B'.  The outlook is positive.

The rating action follows the recent announcement by China-based
Haitong Securities Co. Ltd. (BBB/Negative/A-2) that it has completed
the acquisition of BESI, which it has renamed as Haitong Bank S.A.

S&P considers Haitong Bank to be a "strategically important"
subsidiary to the parent, as per S&P's group rating methodology,
because it understands that it represents an important asset for the
overall group's long-term strategy.  Moreover, S&P expects the bank to
benefit from ongoing financial support from its parent, both in the
form of capital and funding.  However, being a newly acquired
institution, Haitong Bank is not yet integrated within the group, and
its business model is not aligned with that of its parent.  As a
strategically important subsidiary, S&P rates the bank three notches
above our assessment of its 'b-' stand-alone credit profile (SACP).

S&P's SACP on Haitong Bank reflects its 'bb' anchor, which results
from S&P's view of the economic risks of the main countries where the
bank operates, and the industry risk in Portugal, where the bank is
legally incorporated and primarily regulated.

"Our view of Haitong Bank's "weak" business position reflects its
second-tier position in investment banking, which is inherently a
competitive and volatile market.  We also factor into our assessment
the ongoing business model transition toward capital-light activities
that reduces our visibility on the bank's future earnings generation.
These deterrents are only partially balanced by the bank's solid
position in Portugal.  Specifically, domestic operations generated
more than half of the bank's revenues as of December 2014.  However,
we believe the transition from a captive investment bank, which
leveraged the network of a dominant Portuguese bank, toward a more
independent structure might constrain domestic business, at least in
the short term," S&P said.

Moreover, the benefit of geographical diversification is still
limited.  As of December 2014, Portugal and Brazil combined
represented 80% of the group's revenues and 125% of its pre-provision
profits.

S&P's risk-adjusted capital (RAC) ratio for the company as of
Dec. 31, 2014, stood at 4.6%.  S&P anticipates gradual solvency
improvement to materialize in the coming quarters, mainly through
further asset deleveraging, while profitability should remain subdued.
These trends should enable the bank to reach a RAC ratio between 5.0%
and 5.5% by end-2017.  However, these calculations exclude additional
capital injections from the parent that might result in higher capital
ratios and eventually support the subsidiary's growth strategy.  S&P
considers Haitong Bank's capital and earnings assessment as "moderate"
but it has a credit neutral impact on the rating.

S&P views Haitong Bank's risk position as "weak."  The bank has a
concentration in investment banking, which is facing additional
complexity as a result of increasingly demanding regulation, both from
a prudential and conduct standpoint.  The bank's activities are
predominately focused on higher-risk leveraged and project finance
businesses.  This also explains recent earnings volatility,
single-borrower concentration, and a high non-performing loan ratio.
In particular, S&P expects this ratio to peak in 2016 at around 40%
from 9% in 2011, as the company continues to work out its riskier
credit exposures.

Haitong Bank's lack of global scale might put pressure on the bank to
expand rapidly in various countries.  S&P will monitor the bank's
growth strategy to assess whether it adds strains to the bank's
management and eventually lead the bank to take undue risks.

Haitong Bank's funding is predominately reliant on wholesale
financing, excluding Brazilian operations, which are largely
self-sufficient.  Currently, nearly 50% of the bank's funding needs
outside Brazil are covered by a EUR750 million three-year credit
facility provided by Novo Banco S.A., in turn guaranteed by Haitong
Securities Co. Ltd.  S&P's assessment of the bank's funding and
liquidity incorporates its expectation of ongoing support from the
parent.  S&P believes this should compensate for Haitong Bank's
inherently short-term funding profile.

The positive outlook on Haitong Bank reflects the possibility of an
upgrade if the bank successfully finalizes its business model
turnaround, improves its asset quality while preserving balanced
growth, and maintains its RAC ratio sustainably above 5%. Moreover,
S&P could also raise the ratings if it anticipates a less-risky
operating environment for banks in Portugal.

S&P would revise the outlook to stable if the bank cannot strengthen
its solvency as S&P currently expects, leaving the RAC ratio below 5%.
A revision of the outlook to stable could also occur if integration
with the parent is not effectively implemented or the parent fails to
provide comprehensive financial support, as S&P currently anticipates.


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


ANTALBANK LLC: Placed Under Provisional Administration
------------------------------------------------------
The Bank of Russia, by its Order No. OD-2536 dated
September 24, 2015, revoked the banking license of Moscow-based credit
institution CB Antalbank LLC from September 24, 2015.

The Bank of Russia took such an extreme measure -- revocation of the
banking license -- because of the credit institution's failure to
comply with federal banking laws and Bank of Russia regulations, and
application of supervisory measures envisaged by the Federal Law "On
the Central Bank of the Russian Federation (Bank of Russia)", taking
into account a real threat to the interests of creditors and
depositors.

Given the unsatisfactory quality of assets, CB Antalbank made
inadequate assessment of the loan portfolio and the risks assumed.
Proper credit risk assessment resulted in the current year in repeated
occurrence of reasons for implementing insolvency (bankruptcy)
prevention measures.  Besides, the credit institution failed to meet
the requirements of the supervisor's instructions aimed at restricting
its activities.

The Bank of Russia, by its Order No. OD-2537 dated September 24, 2015,
appointed a provisional administration to CB Antalbank for the period
until the appointment of a receiver pursuant to the Federal Law "On
Insolvency (Bankruptcy)" or a liquidator under Article 23.1 of the
Federal Law "On Banks and Banking Activities".  In accordance with
federal laws, the powers of the credit institution's executive bodies
are suspended.

CB Antalbank is a member of the deposit insurance system.  The
revocation of banking license is an insured event envisaged by Federal
Law No. 177-FZ "On Insurance of Household Deposits with Russian Banks"
regarding the bank's obligations on deposits of households determined
in accordance with the legislation.

According to the financial statements, as of September 1, 2015, CB
Antalbank LLC ranked 198th by assets in the Russian banking system.


FIRST RUSSIAN: Placed Under Provisional Administration
------------------------------------------------------
The Bank of Russia, by its Order No. OD-2540 dated September 24, 2015,
cancelled the license of OJSC Pension Fund First Russian Pension Fund
to carry out pension provision and pension insurance from September
24, 2015.

The reason to take this decision was violations of requirements of
Federal Law No. 75-FZ, dated May 7. 1998, "On Non-governmental Pension
Funds" (hereinafter, Law No. 75-FZ) with regard to the Fund's
management of pension savings with violations of requirements of Law
No. 75-FZ and violation of requirements to information distribution,
provision and disclosure envisaged by Clause 3 of Article 35.3 of Law
No. 75-FZ.

Due to the cancellation of the license, by its Order No. OD-2541,
dated September 24, 2015, the Bank of Russia appointed a provisional
administration to manage Pension Fund First Russian Pension Fund.

The Bank of Russia will indemnify the policy holders their pension
savings in the amount and under procedure stipulated by the Russian
legislation.


GIALIT-POLIS LLC: Under Provisional Administration
--------------------------------------------------
The Bank of Russia, by its Order No. OD-2487 dated September 18, 2015,
took a decision to appoint from September 18, 2015, a provisional
administration to insurance company Gialit-Polis LLC.

The decision to appoint a provisional administration was taken due to
the suspension of the Company's insurance and reinsurance licenses
(Bank of Russia Order No. OD-2015, dated August 6, 2015).

The powers of the executive bodies of the Company are suspended.

Victoria Morozova, member of non-profitable partnership
Self-regulatory Interregional Non-profit Organisation Association of
Crisis Managers, has been appointed as a head of the provisional
administration.


INTERNATIONAL BANK: S&P Lowers Counterparty Rating; Outlook Neg.
----------------------------------------------------------------
Standard & Poor's Ratings Services said that it had lowered its
long-term counterparty credit rating on Russia-based International
Bank of Saint-Petersburg (IBSP) to 'B-' from 'B'.  The outlook is
negative.

At the same time, S&P affirmed its 'C' short-term counterparty credit
rating on the bank.

S&P also lowered its Russia national scale rating on IBSP to 'ruBBB-'
from 'ruBBB+'.

The downgrade stems from S&P's expectation that IBSP's capitalization
will likely remain weak over the next 12-18 months, because the
conversion of subordinated debt S&P previously anticipated is unlikely
to occur.  S&P now forecasts that its risk-adjusted capital (RAC)
ratio for IBSP will range between 4.0% and 4.2%.  S&P understands the
bank's owner,
Mr. Sergey Bazhanov currently has no intention of converting IBSP's
Tier 2 subordinated debt into equity or eligible Tier 1 hybrids.

S&P's RAC ratio forecast includes its assumption that IBSP's net
interest margin will remain negative in 2015 and recover only slightly
afterward as expensive funding sources reduce and lending diversifies.
Pressure on earnings, however, will remain, due to IBSP's large
portfolio of foreign-currency-denominated assets, including letters of
credit and interbank placements, with effective rates that are well
below IBSP's cost of U.S. dollar-denominated funds.

IBSP has access to a government-support program that aims to provide
Tier 2 capital via state bond borrowing to regional banks, on the
condition that the banks increase lending to certain sectors.  S&P
believes this is likely to result in growth of IBSP's risk-weighted
assets of 5%-7% annually, following contraction of the loan portfolio
over the past two years.  S&P believes the expansion will be focused
on midsize enterprises and will likely test the bank's underwriting
system.

S&P's assessment of IBSP's capital does not include existing or
prospective Tier 2 subordinated debt, since S&P considers these
instruments to have minimal loss-absorption capacity under its
criteria.  However, S&P factors in annual capital injections of
Russian ruble 150 million from the owner over the next three years,
stemming from IBSP's participation in the government support program.

S&P still assess IBSP's stand-alone credit profile at 'b-'. However,
S&P has removed the notch of uplift from the rating that resulted from
the anticipated conversion of the subordinated debt into equity, which
would have improved the bank's capital.

The negative outlook on IBSP indicates the possibility of a further
downgrade, owing to the vulnerability of the bank's franchise,
dependence on its owner's commitment, high depositor concentration,
and reliance on the credit standing of its largest borrowers.

S&P could lower the ratings if higher-than-anticipated credit costs
further weaken the bank's currently low Tier 1 capital buffer.  This
may come from delinquency of any of the bank's largest exposures.  A
loss of customers' confidence and a withdrawal of deposits that
undermine the bank's liquidity position can also lead to a downgrade.

S&P may revise the outlook to stable if it sees the bank diversifying
its currently narrow customer base and loan portfolio, while
maintaining sustainable levels of capitalization, with the RAC ratio
consistently above 4%.


ZERNOBANK JSC: Placed Under Provisional Administration
------------------------------------------------------
The Bank of Russia, by its Order No. OD-2534 dated September 24, 2015,
revoked the banking license of Barnaul-based credit institution
joint-stock company JSC Zernobank from
September 24, 2015.

The Bank of Russia took such an extreme measure -- revocation of the
banking license -- because of the credit institution's failure to
comply with federal banking laws and Bank of Russia regulations,
application over the year of supervisory measures envisaged by the
Federal Law "On the Central Bank of the Russian Federation (Bank of
Russia)", and taking account of a real threat to the interests of
creditors and depositors.

Due to the unsatisfactory quality of assets not generating sufficient
cash flows, starting this September Zernobank systematically failed to
timely honor its obligations to creditors.  The management and owners
of the bank did not take measures to normalize its activities and
recover its financial status.  Due to the increasing threat to the
interests of creditors and depositors and in order to preserve
bankruptcy assets, the Bank of Russia decided to revoke the banking
license of the credit institution.

The Bank of Russia, by its Order No. OD-2535, dated September 24,
2015, appointed a provisional administration to Zernobank for the
period until the appointment of a receiver pursuant to the Federal Law
"On Insolvency (Bankruptcy)" or a liquidator under Article 23.1 of the
Federal Law "On Banks and Banking Activities".  In accordance with
federal laws, the powers of the credit institution's executive bodies
are suspended.

Zernobank is a member of the deposit insurance system.  The revocation
of banking license is an insured event envisaged by Federal Law No.
177-FZ "On Insurance of Household Deposits with Russian Banks"
regarding the bank's obligations on deposits of households determined
in accordance with the legislation.

According to the financial statements, as of September 1, 2015, JSC
Zernobank ranked 392nd by assets in the Russian banking system.


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


ABENGOA SA: Overhauls Business, Chairman to Step Down
-----------------------------------------------------
Tobias Buck at The Financial Times reports that in an attempt to end
months of turbulence and speculation about its survival, Abengoa SA on
Sept. 24 launched a deep overhaul of its troubled business, including
a EUR650 million capital increase and the retirement of its veteran
chairman.

The company, which also has interests in engineering, lost almost
two-thirds of its stock market value over the past 12 months, the FT
relates.  During that period, the Seville-based group was hit by
boardroom departures, changes to its accounting method and reduced
cash flow predictions -- culminating in the admission last month that
it would need to raise more capital, the FT relays.

Part of the heavily indebted group's troubles stem from the Spanish
government's 2013 energy reform, which slashed subsidies for the
country's once-booming renewable energy sector, the FT notes.

According to the FT, after weeks of negotiations, HSBC, Banco
Santander and Credit Agricole have agreed to underwrite EUR465 million
of the planned capital increase.  Abengoa, as cited by the FT, said in
a statement Inversion Corporativa, the majority shareholder, has
committed to invest at least EUR120 million.  Waddell & Reed
Investment Management will subscribe to the remaining new shares worth
EUR65 million, the FT says.

The Abengoa board also approved "a package of strategic measures" to
cut debt, improve liquidity and bolster the group's corporate
governance, the FT relays.  It plans to raise EUR1.6 billion through
disposals by the end of next year, and to limit capital expenditure to
EUR50 million a year until the group regains a credit rating of BB- or
Ba3, or brings its leverage ratio back below a certain target, the FT
states.

Felipe Benjumea will resign from his post as chairman and will take up
the role of honorary chairman, according to the FT.

The changes are set to be approved at an extraordinary shareholders'
meeting on Oct. 10, the FT discloses.

Abengoa SA is a Spanish renewable-energy company.


CAIXA PENEDES: Fitch Affirms 'BB+sf' Rating on Class C Notes
------------------------------------------------------------
Fitch Ratings has upgraded Caixa Penedes FTGENCAT 1 TDA's class A
notes, as follows:

  Class B (ISIN ES0318559020): upgraded to 'AA+sf' from 'AAsf',
   Outlook Stable

  Class C (ISIN ES0318559038): affirmed at 'BB+sf'; Outlook
   revised to Positive from Negative

The transaction is a granular cash flow securitization of a pool of
secured and unsecured loans granted to Spanish small- and medium-sized
enterprises by Caixa Penedes (now part of Banco Mare Nostrum) and are
serviced by Banco de Sabadell.  The notes' ratings are capped at
'AA+sf', which is the ratings cap for Spanish structured finance
transactions.

KEY RATING DRIVERS

The upgrade of the class B notes reflects the increase in credit
enhancement due to deleveraging.  Since Fitch's last review in August
2014, the class A1 and A2 notes have paid in full and the class B
notes have paid down by EUR2.2 million.

The revision of the Outlook on the class C notes to Positive reflects
the improved recoveries and the decreasing trend in delinquencies over
the past year.  Over the past 12 months, the transaction has received
EUR2.7 million in recovery proceeds compared with EUR329,000 over the
previous 12 months.

Delinquencies have steadily reduced over the past 12 months with 90+
arrears decreasing to 2.6% from 5.1% and 180+ to 1.4% from 4.0%.  The
portfolio has had EUR7 million defaults over the same period, bringing
the current amount of defaulted assets net of recoveries to EUR13.7
million.

The transaction's reserve fund is underfunded at EUR35.2 million,
EUR7.6 million below the target level of EUR42.8 million.  However,
this is still large enough to provide liquidity support to the
transaction in the event of payment interruption caused by servicer
default.

The class B note benefits from a cumulative default interest deferral
mechanism which defers interest payments to the class C notes below
principal payments in the waterfall when cumulative default exceed 8%
of the initial collateral balance.  At present, further defaults of
approximately EUR15 million would be required to trigger this feature.

Portfolio concentration remains relatively granular despite the
portfolio having reached 23.21% of its initial outstanding balance.
The largest performing obligor is 1.1% of the performing portfolio
with 5.5% of the obligors comprising more than 50bps of the performing
portfolio.

RATING SENSITIVITIES

Increasing the default probability of the assets in the portfolio by
25% or reducing the recovery rate of the assets in the portfolio by
0.75% did not result in any change to the ratings.

DUE DILIGENCE USAGE

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

DATA ADEQUACY

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

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

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


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


UKRAINE: Halts Bond Payments, Credit-Default Swaps Payout Likely
----------------------------------------------------------------
RT reports that Ukraine said it would halt paying off its external
debt on Sept. 23, facing the risk of a technical default.

The list of non-payments doesn't include the US$3 billion owed to
Russia, RT notes.  The debt to Moscow is due in December which Russia
has insisted it wants in full, RT says.

The list included seven issues of Ukrainian government bonds, RT states.

Kiev has stressed that Moscow will not get more favorable terms than
other creditors, RT relays.

According to RT, the Kremlin recently responded: "The so-called debt
operation, which Russia takes no part in, cannot ease Ukraine's debt
burden.  It is in the debtor's best interests to pay back the Russian
Federation immediately, as a default on these liabilities will turn
out much more expensive for Ukraine, which will have to pay both
litigation costs and penalty interest for overdue payments."

                     Credit-Default Swaps

Bloomberg News' Natasha Doff and Katie Linsell report that a committee
of credit-default swaps traders said Ukraine's decision to freeze bond
payments may trigger payouts on contracts insuring against losses on
the country's debt.

According to Bloomberg, the International Swaps & Derivatives
Association said on its website on Sept. 23 the ruling is the first
step toward a so-called credit event that would allow the settlement
of about US$396 million of the derivatives contracts.  The group, as
cited by Bloomberg, said Ukraine would have to actually miss the
payment before any final decision is made.

The eastern European country failed to redeem a US$500 million bond on
Sept. 23 as it restructures US$18 billion of debt to shore up an
economy battered by a 17-month conflict in its easternmost regions,
Bloomberg relates.  The ISDA ruling may allow investors who bought CDS
contracts that expired Sept. 20 to be eligible for a payout if the
matured bond isn't redeemed by the end of the grace period, Bloomberg
says.

Ukraine passed a decree on Sept. 22 to freeze debt payments after
saying last month that the suspension would take place, Bloomberg
discloses.  Ukraine sent Eurobond holders notices on Sept. 22 asking
them to vote next month on the debt deal reached with a creditor group
led by Franklin Templeton, including a 20% writedown in the face value
of the bonds, Bloomberg recounts.


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


GALA CORAL: S&P Affirms 'B' CCR; Outlook Remains Stable
-------------------------------------------------------
Standard & Poor's Ratings Services said it affirmed its 'B' long-term
corporate credit rating on U.K.-based Gala Coral Group Ltd. The
outlook remains stable.

S&P revised its assessment of Gala Coral's financial policy to "FS-6",
from "neutral", to better reflect the company's ownership by financial
sponsors.  None of the ratings on Gala Coral Ltd. were affected by the
change in assessment.

Gala Coral's "fair" business risk profile reflects its position as the
third-largest player in the cash-generative U.K. retail betting
industry, its exposure to discretionary spending and regulatory risks,
and its dependence on the U.K. Its "highly leveraged" financial risk
profile reflects its leveraged capital structure and sizable lease
obligations, which are partly offset by its robust free operating cash
flow generation and adequate liquidity.

Gala Coral has been owned by a group of private equity funds since
2010.  S&P considers financial sponsors as having relatively
aggressive financial strategies, using debt and debt-like instruments
to maximize shareholder returns.  S&P is revising its assessment of
Gala Coral to "FS-6" from "neutral," because it believes this better
reflects the company's private equity ownership.  This brings Gala
Coral in line with other financial sponsor-owned issuers, which we
generally assess as "FS-6" or "FS-6 (minus)."

In July 2015, Gala Coral and Ladbrokes PLC, the U.K.'s second-largest
gaming company, announced a plan to merge to create the U.K.'s largest
gaming group by earnings and branch network, ahead of current leader
William Hill PLC (BB+/Stable/--).  The merger has yet to receive
approval from the shareholders of Ladbrokes and the Competition
Markets Authority (CMA).  Shareholder approval is expected to be
obtained in October 2015 or November 2015, while the CMA approval is
likely to take several months.  S&P believes that if the merger is
successful, it could have positive rating implications for Gala Coral
due to the increased scale and lower anticipated leverage of the
combined group.  S&P will monitor the approval process for the
transaction, and will comment accordingly.

The stable outlook reflects S&P's view that Gala Coral will continue
to demonstrate a resilient operating performance over the next 12
months, and the capital structure before any merger will be unchanged.
Specifically, S&P anticipates that adjusted debt to EBITDA will stay
below 6x and that adjusted EBITDA interest cover will be above 2x.

The most likely trigger for an upgrade would be the successful
approval and implementation of the proposed merger with Ladbrokes PLC.
A merger would, in S&P's opinion, improve Gala Coral's business risk
profile by increasing its scale and diversification, while the
financial risk profile would likely benefit from the relatively
moderate leverage targets of the combined group.

S&P sees limited prospect of an upgrade of Gala Coral on a stand-alone
basis, due to S&P's expectation that the current owners would continue
to pursue an aggressive financial policy.

S&P views a downgrade of Gala Coral as less likely, given S&P's
expectation of steadily improving credit metrics on a stand-alone
basis, and the prospect of either a merger or an initial public
offering in the coming months.  That said, S&P would consider a
negative rating action if, for example, liquidity was to weaken to
"less than adequate," if covenant headroom was to fall below 15%, or
adjusted EBITDA interest cover was to fall sustainably below 1.5x.


PARAGON OFFSHORE: Moody's Cuts Corporate Family Rating to Caa2
--------------------------------------------------------------
Moody's Investors Service owngraded Paragon Offshore plc's (Paragon)
Corporate Family Rating (CFR) to Caa2 from B2, Probability of Default
Rating (PDR) to Caa2-PD from B2-PD, senior unsecured notes to Caa3
from Caa1, senior secured term loan to B3 from Ba3 and senior secured
revolver to B3 from Ba3. The Speculative Grade Liquidity Rating was
changed to SGL-4 from SGL-3. The outlook is negative. This concludes
the rating review that was initiated on August 24.

"The sharp downgrade reflects the high likelihood of a potential
capital restructuring event that may result in heavy principal losses
to Paragon's existing lenders," said Sajjad Alam, Moody's Analyst.
"There is also significant risk that Paragon may breach the 4x
leverage covenant on its revolver agreement in 2016."

Since August 2015, Paragon has fully drawn its revolving line of
credit, has received indications from Petrobras (Ba2 stable) that it
will release one of Paragon's highest margin rigs this month and will
contest part of the backlog of another of Paragon's rigs, and hired
Lazard and Weil, Gotshal & Manges LLP to pursue strategic
alternatives. The company has also stacked 11 rigs over the past
several months to cope with the deterioration in jackup markets.

"These are strong indications that the company may have to
significantly reduce its debt burden or reorganize its capital
structure to remain a viable business over the long run," added Alam.

Issuer: Paragon Offshore plc

Downgraded:

Corporate Family Rating, Downgraded to Caa2 from B2

Probability of Default Rating, Downgraded to Caa2-PD from B2-PD

Senior Unsecured Notes, Downgraded to Caa3 (LGD5) from Caa1 (LGD5)

Senior Secured Term Loan, Downgraded to B3 (LGD2) from Ba3 (LGD2)

Senior Secured Revolver, Downgraded to B3 (LGD2) from Ba3 (LGD2)

Outlook Actions:

Changed to Negative from RUR

Changed:

Speculative Grade Liquidity Rating, Changed to SGL-4 from SGL-3

RATINGS RATIONALE

The Caa2 CFR reflects Paragon's untenable capital structure and
elevated risks of a distressed exchange and/or covenant violation. The
rating also reflects the company's older generation standard
specification rigs, high re-contracting risks under challenging
industry conditions and sharply deteriorating credit metrics. Despite
modest contract coverage for the remainder of 2015, there is
significant downside risk to Paragon's cash flows and leverage metrics
beyond 2015. In an extended downturn, Paragon's standard specification
rigs will face stiff competition and the company could be forced to
cold stack or scrap a significant number of its rigs to avoid
operating, maintenance and inspection costs. The Caa2 rating is
supported by Paragon's significant and diversified rig fleet, $1.6
billion contracted revenue backlog providing a degree of revenue
visibility, and our expectation of modest free cash flow generation at
least through mid-2016.

The CFR could be lowered if Paragon's liquidity deteriorates further,
or if it files for creditor protection or restructures its debt that
leads to significant economic losses to existing debt holders. Absent
a major reduction in Paragon's debt level, a positive rating action is
unlikely through 2016.

Paragon has weak liquidity which is captured in the SGL-4 liquidity
rating. Despite accumulating a large cash balance of about US$736
million at June 30, 2015 (proforma for the US$292 million
sale-leaseback in July and US$332 million revolver drawings in
September), the company has no revolver availability today, and is
facing a potential covenant violation in 2016. Additionally the
company has very limited access to capital markets and ability to
raise alternative liquidity.

The term loan and the revolver are rated B3, two notches above the
Caa2 CFR under Moody's Loss Given Default Methodology, reflecting
their priority claim to the company's assets. The senior notes are
rated Caa3, one notch below the CFR because of their subordination to
the secured debt. Prospector's sale-leaseback counterparties have
preferential claims to the Prospector rigs and are non-recourse to
Paragon.

Paragon Offshore plc is a publicly traded offshore drilling contractor
incorporated in the United Kingdom that operates in several major
offshore markets around the world.


SSI UK: Redcar Steel Workers Get Pay But Future Remains Uncertain
-----------------------------------------------------------------
Chris Tighe and Michael Pooler at The Financial Times report that
negotiations to buy sufficient coal to provide a lifeline for the coke
ovens that support the threatened Redcar iron and steel workers were
under way on Sept. 25.  But the future of the plant remains deeply
uncertain, the FT says.

According to the FT, the 2,000 employees at Teesside's last iron and
steelmaker received their monthly pay on Sept. 25, with the help of a
GBP4 million value-added tax rebate from HM Revenue & Customs.

Production at the site, centered on Europe's second-biggest blast
furnace, was halted on Sept. 18 amid mounting financial difficulties
and consequent shortages of raw materials and services, the FT
relates.  It remains in limbo while its Thai owners, Sahaviriya Steel
Industries, negotiate a US$1.4 billion debt restructuring with Thai
banks, the FT says.

SSI UK's finances have been hit by a big fall this year in steel
prices due to Chinese overproduction, the FT discloses.

Ensuring that the Redcar coke ovens remain in operation -- so that
production can resume without big additional costs -- has been a key
concern, the FT notes.

Coal had already been delivered, but could not be accessed without
payment to suppliers, the FT relays.  On Sept. 25, the UK government
ensured that some payments due to SSI UK were accelerated so that it
could buy the coal, the FT discloses.

Due to its parlous finances, SSI UK has been living hand to mouth, the
FT notes.  Some suppliers were threatening to pursue winding-up orders
before the pause to production was announced, according to the FT.

The government has been under mounting pressure to intervene to assist
SSI UK and the whole British steel industry, the FT relays.

SSI UK is Britain's second-largest steelmaker.


* UNITED KINGDOM: Steelmakers Call for Help as Closures Loom
-------------------------------------------------------------
Phillip Inman at The Guardian reports that Britain's steelmakers are
urging the government to rescue the industry from a "perfect storm"
that has pushed one of the UK's largest steelworks to the edge of
closure.

UK Steel, the industry lobby group, said its members were facing their
most difficult situation since privatization 27 years ago after
battling cheap imports, which are pushing down prices to unsustainable
levels, The Guardian relates.  The threatened closure of the largest
steelworks on Teesside has sent shockwaves through the industry,
leading unions and employers to call on the government for extra
support, The Guardian says.

In advance of a meeting in London, the industry body, as cited by The
Guardian, said ministers needed to give steel firms "half a chance" by
cutting green taxes and banning cheap imports, "allowing it to compete
on a level playing field with other steel-producing nations".

The plea for government intervention comes as chancellor George
Osborne continues to tour China, where figures showed local factory
activity shrinking at its fastest pace in six and a half years in
September, adding to a sense of gloom over the prospects for the world
economy, The Guardian notes.

According to The Guardian, China is the world's biggest trader in
goods, so lower demand for its products is expected to drive prices
down further.  Poor manufacturing figures from the US heightened
concerns that the global slowdown is rippling out to developed
markets, The Guardian states.

UK Steel said the beleaguered sector, which employs 30,000 people,
often in areas with higher than average unemployment, was struggling
to cope with falling prices, made worse by the recent strengthening of
the pound, The Guardian relays.


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


* BOND PRICING: For the Week Sept. 21, 2015 to Sept. 25, 2015
-------------------------------------------------------------

Issuer                    Coupon  Maturity Currency  Price
------                    ------  -------- --------  -----
Abengoa SA                 8.50  3/31/2016    EUR    60.23
Petrobras Global Fina      6.85   6/5/2115    USD    69.00
Grupo Isolux Corsan F      6.63  4/15/2021    EUR    48.70
Abengoa Finance SAU        7.00  4/15/2020    EUR    40.64
Petrobras Global Fina      4.38  5/20/2023    USD    71.05
Abengoa Finance SAU        8.88   2/5/2018    EUR    43.11
Abengoa Finance SAU        6.00  3/31/2021    EUR    40.26
Petrobras Global Fina      5.63  5/20/2043    USD    64.53
CSN Resources SA           6.50  7/21/2020    USD    57.00
Abengoa Greenfield SA      5.50  10/1/2019    EUR    37.98
Petrobras Global Fina      6.75  1/27/2041    USD    68.06
Russian Standard Bank     13.00  4/10/2020    USD    43.00
Petrobras Global Fina      7.25  3/17/2044    USD    70.70
Petrobras Global Fina      6.25 12/14/2026    GBP    71.96
Petrobras Global Fina      6.88  1/20/2040    USD    69.00
HSH Nordbank AG            0.82  2/14/2017    EUR    74.56
Banca delle Marche Sp      0.92   6/1/2017    EUR    20.33
CHC Helicopter SA          9.25 10/15/2020    USD    60.75
Abengoa Finance SAU        8.88  11/1/2017    USD    52.50
Vallourec SA               2.25  9/30/2024    EUR    69.58
Financiere Quick SAS       4.73  4/15/2019    EUR    72.63
CGG SA                     5.88  5/15/2020    EUR    71.86
NBG Finance PLC            4.38  4/30/2019    EUR    61.07
Avangardco Investment     10.00 10/29/2015    USD    39.00
Alpha Credit Group PL      3.38  6/17/2017    EUR    68.00
Paragon Offshore PLC       7.25  8/15/2024    USD    17.25
Russian Standard Bank      7.56  12/1/2016    USD    69.50
Ajecorp BV                 6.50  5/14/2022    USD    58.96
Casino Guichard Perra      2.16               EUR    68.93
Russian Standard Bank     11.50  1/17/2024    USD    25.01
Abengoa Finance SAU        7.75   2/1/2020    USD    60.00
Heta Asset Resolution      4.38  1/24/2017    EUR    65.50
Gol LuxCo SA               8.88  1/24/2022    USD    64.00
HSH Nordbank AG/Luxem      2.31               EUR    13.09
Andrade Gutierrez Int      4.00  4/30/2018    USD    63.75
Petrobras Global Fina      6.63  1/16/2034    GBP    69.62
Offshore Drilling Hol      8.38  9/20/2020    USD    74.50
QGOG Constellation SA      6.25  11/9/2019    USD    52.00
Intelsat Luxembourg S      7.75   6/1/2021    USD    72.00
OAS Investments GmbH       8.25 10/19/2019    USD     9.00
Comfeed Finance BV         6.00   5/2/2018    USD    66.45
Abengoa SA                 6.25  1/17/2019    EUR    44.12
Aegon NV                   1.26               EUR    69.19
Petrobras Global Fina      5.38  10/1/2029    GBP    65.10
Pacific Drilling SA        5.38   6/1/2020    USD    66.00
HSH Nordbank AG            0.78  2/14/2017    EUR    74.71
Paragon Offshore PLC       6.75  7/15/2022    USD    17.00
HSH Nordbank AG            7.25               USD    16.50
Immigon Portfolioabba     10.00               EUR     3.54
Banca delle Marche Sp      1.11  6/15/2016    EUR    21.50
Far East Capital Ltd       8.00   5/2/2018    USD    60.25
Indo Energy Finance B      7.00   5/7/2018    USD    78.25
Abengoa Finance SAU        8.88  11/1/2017    USD    41.50
Financiere Quick SAS       7.48 10/15/2019    EUR    59.00
Abengoa SA                 5.13   3/5/2017    USD    48.76
CIMPOR Financial Oper      5.75  7/17/2024    USD    75.00
ERB Hellas PLC             4.25  6/26/2018    EUR    42.13
Norske Skogindustrier      7.00  6/26/2017    EUR    67.17
Elli Investments Ltd      12.25  6/15/2020    GBP    43.00
Hema Bondco I BV           6.25  6/15/2019    EUR    60.22
Banco Espirito Santo       7.13 11/28/2023    EUR     3.34
Indo Energy Finance I      6.38  1/24/2023    USD    54.50
Privatbank CJSC Via U      9.41  1/15/2016    USD    74.60
CGG SA                     6.50   6/1/2021    USD    57.00
City of Kiev Ukraine       8.00  11/6/2015    USD    71.63
Novo Banco SA              3.50   1/2/2043    EUR    70.97
Nordea Bank AB             1.05               EUR    68.44
Brunswick Rail Financ      6.50  11/1/2017    USD    48.50
Algeco Scotsman Globa     10.75 10/15/2019    USD    57.75
Bank of New York Mell      4.47 12/15/2050    EUR    59.10
Alcatel-Lucent             4.25   7/1/2018    EUR     3.86
Metinvest BV               8.75  2/14/2018    USD    55.38
Tullow Oil PLC             6.25  4/15/2022    USD    71.50
IMMOFINANZ AG              4.25   3/8/2018    EUR     4.37
Takko Luxembourg 2 SC      9.88  4/15/2019    EUR    50.75
Tullow Oil PLC             6.00  11/1/2020    USD    73.88
AXA SA                     0.54               EUR    71.20
CGG SA                     1.75   1/1/2020    EUR     8.33
Abengoa Finance SAU        7.75   2/1/2020    USD    36.50
EnQuest PLC                5.50  2/15/2022    GBP    63.38
Yuksel Insaat AS           9.50 11/10/2015    USD    55.25
Banque Federative du       1.40               EUR    61.52
Heta Asset Resolution      4.25 10/31/2016    EUR    65.50
DTEK Finance PLC           7.88   4/4/2018    USD    43.03
Peugeot SA                 4.45   1/1/2016    EUR    26.75
City of Kyiv Via Kyiv      9.38  7/11/2016    USD    72.01
Mriya Agro Holding PL      9.45  4/19/2018    USD    16.41
UKRLANDFARMING PLC        10.88  3/26/2018    USD    45.38
Orpea                      1.75   1/1/2020    EUR    72.21
World Wide Supply AS       7.75  5/26/2017    USD    38.00
Bank of New York Mell      4.23 12/30/2099    EUR    21.05
AXA SA                     1.24               EUR    74.94
Etablissements Maurel      1.63   7/1/2019    EUR    13.40
Heta Asset Resolution      2.75   8/9/2016    CHF    64.50
CNP Assurances             1.18               EUR    60.63
Bluewater Holding BV      10.00 12/10/2019    USD    69.17
OGX Austria GmbH           8.50   6/1/2018    USD     0.01
ING Groep NV               1.57               EUR    69.29
First Ukrainian Inter     11.00 12/31/2018    USD    63.41
Metinvest BV              10.25  1/31/2016    USD    68.00
Abengoa Greenfield SA      6.50  10/1/2019    USD    41.83
CGG SA                     6.88  1/15/2022    USD    57.75
WPE International Coo     10.38  9/30/2020    USD     9.25
Virgolino de Oliveira     10.50  1/28/2018    USD     1.63
Phosphorus Holdco PLC     10.00   4/1/2019    GBP     0.84
SOITEC                     6.75  9/18/2018    EUR     1.45
Neopost SA                 3.38               EUR    52.08
Afren PLC                  6.63  12/9/2020    USD     5.00
Transcapitalbank JSC      10.00  9/18/2020    USD    78.25
ING Groep NV               1.17               EUR    67.92
CHC Helicopter SA          9.38   6/1/2021    USD    45.00
Abengoa SA                 5.13   3/5/2017    USD    64.25
Hema Bondco II BV          8.50 12/15/2019    EUR    28.86
EnQuest PLC                7.00  4/15/2022    USD    63.00
Fred Olsen Energy ASA      4.16  2/28/2019    NOK    66.25
HSBC Bank PLC              0.75               USD    59.50
Ferrexpo Finance PLC      10.38   4/7/2019    USD    66.83
Asya Sukuk Co Ltd          7.50  3/28/2023    USD    73.95
Financing of Infrastr      9.00  12/7/2017    USD    75.00
Intelsat Luxembourg S      8.13   6/1/2023    USD    70.44
Ukreximbank Via Biz F      7.51   2/9/2023    USD    72.43
Dolphin Group AS           8.65   3/5/2019    NOK    25.13
Afren PLC                 11.50   2/1/2016    USD     4.75
Abengoa Greenfield SA      6.50  10/1/2019    USD    44.75
TiZir Ltd                  9.00  9/28/2017    USD    70.13
Etablissements Maurel      2.75   7/1/2021    EUR     8.20
Faurecia                   3.25   1/1/2018    EUR    31.84
Farstad Shipping ASA       4.55  5/29/2018    NOK    54.00
Santander Finance Pre      0.62               EUR    66.18
Far East Capital Ltd       8.75   5/2/2020    USD    59.95
OSX 3 Leasing BV          13.00  3/20/2015    USD    48.50
CaixaBank SA               4.50 11/22/2016    EUR    62.96
Espirito Santo Financ      6.88 10/21/2019    EUR     0.02
Commercial Bank Priva      5.80   2/9/2016    USD    59.13
Codere Finance Luxemb      8.25  6/15/2015    EUR    72.38
Golden Energy Offshor      8.41  5/28/2017    NOK    36.50
Santander Internation      2.00               USD    44.75
Aralco Finance SA         10.13   5/7/2020    USD     1.20
Piraeus Group Finance      1.83  7/20/2016    EUR     6.25
BPCE SA                    1.07               EUR    59.90
Banque Federative du       0.83               EUR    61.79
DTEK Finance PLC          10.38  3/28/2018    USD    44.01
Singulus Technologies      7.75  3/23/2017    EUR    24.50
Afren PLC                 10.25   4/8/2019    USD     5.00
KCA Deutag UK Finance      7.25  5/15/2021    USD    74.50
Alcatel-Lucent             0.13  1/30/2020    EUR     4.27
Dolphin Group AS           8.97  2/14/2018    NOK    31.50
DOF Subsea AS              6.26  5/22/2018    NOK    73.80
Eurobank Ergasias SA       1.57   6/8/2017    EUR     5.00
Rothschilds Continuat      1.29               EUR    59.42
Air France-KLM             2.03  2/15/2023    EUR    10.44
Solstad Offshore ASA       4.82  6/24/2019    NOK    62.38
Caixa Terrassa Societ      1.18               EUR    62.99
Danske Bank Oyj            0.73               EUR    63.52
Candyking Holding AB       5.00  1/29/2018    SEK    62.13
HSBC Bank PLC              0.75               USD    60.23
Pescanova SA               5.13  4/20/2017    EUR     2.86
CGG SA                     1.25   1/1/2019    EUR    25.74
Region of Abruzzo Ita      0.44  11/7/2036    EUR    66.31
Econocom Group SA/NV       1.50  1/15/2019    EUR    11.41
DOF ASA                    5.99   2/7/2018    NOK    59.18
Atlantic Offshore AS       8.69  5/16/2018    NOK    56.65
Talvivaara Mining Co       4.00 12/16/2015    EUR     0.76
NTRP Via Interpipe Lt     10.25   8/2/2017    USD    25.13
Lambay Capital Securi      6.25               GBP     1.24
HSBC Bank PLC              0.60               USD    59.50
E Forland AS               7.89   9/4/2018    NOK    65.13
Finance and Credit Ba      9.25  1/25/2019    USD    10.00
Olympic Ship AS            6.18  6/18/2019    NOK    48.83
OGX Austria GmbH           8.38   4/1/2022    USD     0.01
Norske Skog Holding A      8.00  2/24/2021    EUR    46.34
DOF ASA                    8.17  9/12/2019    NOK    58.00
Laurel GmbH                7.13 11/16/2017    EUR    21.75
Tonon Luxembourg SA       10.50  5/14/2024    USD    52.50
Global PVQ SE              6.75 10/21/2015    EUR     0.54
BLT Finance BV             7.50  5/15/2014    USD     5.00
Rothschilds Continuat      0.69               USD    52.15
Assystem                   4.50               EUR    27.49
Veneto Banca SpA           6.41               EUR
Island Drilling Co AS      9.50   4/3/2018    USD    43.13
BOA Offshore AS            7.93 12/18/2018    NOK    53.63
Tullow Oil PLC             6.25  4/15/2022    USD    73.50
Novo Banco SA              3.50  2/19/2043    EUR    70.71
Heta Asset Resolution      0.03  5/31/2016    EUR    64.83
Mobylife Holding A/S       7.25  5/23/2018    SEK    72.75
Credit Agricole SA         0.71               EUR    64.16
Metinvest BV              10.50 11/28/2017    USD    57.43
Tullow Oil PLC             6.00  11/1/2020    USD    73.50
Norwegian Energy Co A      6.50   3/6/2018    NOK    66.38
Renaissance Credit LL     13.50  5/22/2019    USD    70.25
Noreco Norway AS           6.50   3/6/2018    NOK    65.50
Hema Bondco I BV           5.21  6/15/2019    EUR    58.70
Financing of Infrastr      8.38  11/3/2017    USD    75.00
Scandinavian Airlines      2.38               CHF    30.38
Novo Banco SA              3.50  1/23/2043    EUR    70.82
Ferrexpo Finance PLC      10.38   4/7/2019    USD    67.49
DOF ASA                    8.49   2/7/2017    NOK    72.75
Island Offshore Shiph      6.54   4/5/2016    NOK    69.00
Praktiker AG               5.88  2/10/2016    EUR     0.17
Aegon NV                   1.51               NLG    56.75
Farstad Shipping ASA       5.42  2/15/2017    NOK    70.25
Banco Espirito Santo       2.64               EUR     8.00
Abengoa Finance SAU        6.00  3/31/2021    EUR    37.88
Banca delle Marche Sp      1.06 12/22/2015    EUR    22.00
Immigon Portfolioabba      8.98  7/26/2018    EUR    67.50
NIBC Bank NV               2.13               USD    69.00
Nexans SA                  4.00   1/1/2016    EUR    54.90
Bank Nadra via NDR Fi      8.25  7/31/2018    USD     7.00
Privatbank CJSC Via U     10.88  2/28/2018    USD    64.00
Popular Capital SA         1.34               EUR    60.00
ESFIL-Espirito Santo       5.25  6/12/2015    EUR     0.64
Ageasfinlux SA             1.33               EUR    63.54
Banco Espanol de Cred      0.61               EUR    66.24
Espirito Santo Financ      3.13  12/2/2018    EUR     0.69
Capital Raising GmbH       7.50               EUR    10.97
Rem Offshore ASA           6.56  9/25/2019    NOK    49.80
Virgolino de Oliveira     11.75   2/9/2022    USD     1.02
Union Fenosa Preferen      1.64               EUR    70.25
friedola Gebr Holzapf      7.25  4/11/2017    EUR    23.38
ATF Capital BV            10.00               USD    66.00
Olympic Ship AS            7.22  9/21/2017    NOK    65.00
Banca delle Marche Sp      0.79  9/24/2015    EUR    22.63
Minicentrales Dos SA       6.45  4/14/2028    EUR    61.38
Pierre & Vacances SA       3.50  10/1/2019    EUR    37.26
Eidesvik Offshore ASA      5.69  5/22/2018    NOK    68.17
Petrol AD                  8.38  1/26/2017    EUR    14.50
Vseukrainsky Aktsiner     10.90  6/14/2019    USD     1.89
Electromagnetic Geose      7.29  6/27/2016    NOK    62.78
Pescanova SA               8.75  2/17/2019    EUR     3.31
Norske Skog Holding A      8.00  2/24/2023    USD    43.75
Paragon Offshore PLC       7.25  8/15/2024    USD    20.00
Le Noble Age               4.88   1/3/2016    EUR    21.04
Havila Shipping ASA        9.65  8/30/2016    NOK    73.88
Corporate Commercial       8.25   8/8/2014    USD     1.62
Abengoa Finance SAU        7.00  4/15/2020    EUR    41.34
CIMPOR Financial Oper      5.75  7/17/2024    USD    74.50
Nexity SA                  0.63   1/1/2020    EUR    49.37
Caisse Federale du Cr      1.17               EUR    63.17
DNB Bank ASA               0.69               USD    62.28
Financing of Infrastr      7.40  4/20/2018    USD    74.50
Novo Banco SA              3.50  3/18/2043    EUR    70.71
Dexia SA                   4.89               EUR    15.25
Phones4u Finance PLC       9.50   4/1/2018    GBP    37.13
Eniro AB                   6.00  4/14/2020    SEK    55.10
Barclays Bank PLC          0.75               USD    50.00
Paragon Offshore PLC       6.75  7/15/2022    USD    22.60
Hellenic Republic Gov      5.20  7/17/2034    EUR    71.50
EnQuest PLC                7.00  4/15/2022    USD    62.88
Credit Mutuel Arkea S      1.33               EUR    62.38
Grupo Isolux Corsan F      6.63  4/15/2021    EUR    49.00
Lloyds Bank PLC            0.50               USD    61.88
CSN Resources SA           6.50  7/21/2020    USD    60.02
Gol LuxCo SA               8.88  1/24/2022    USD    65.50
Codere Finance Luxemb      9.25  2/15/2019    USD    71.38
Touax SA                   6.00  7/10/2020    EUR    19.10
International Industr      9.00   7/6/2011    EUR     0.50
Ekotechnika GmbH           9.75  5/10/2018    EUR    10.00
JZ Capital Partners L      6.00  7/30/2021    GBP    10.70
Alpha Credit Group PL      1.68   2/1/2017    EUR    10.25
Abengoa Greenfield SA      5.50  10/1/2019    EUR    38.94
Gunther Zamek Produkt      7.75  5/15/2017    EUR     1.70
Mriya Agro Holding PL     10.95  3/30/2016    USD    15.75
NIBC Bank NV               0.67               EUR    58.58
SNS Bank NV                6.25 10/26/2020    EUR     2.48
Cirio Holding Luxembo      6.25  2/16/2004    EUR     1.95
Pohjola Bank Oyj           0.64               EUR    69.17
Hellenic Republic Gov      6.14  4/14/2028    EUR    73.38
Rem Offshore ASA           6.92  3/14/2018    NOK    60.00
Abengoa Finance SAU        8.88   2/5/2018    EUR    43.75
Pacific Drilling SA        5.38   6/1/2020    USD    70.00
Russian Standard Bank     13.00  4/10/2020    USD    30.13
Den Norske Creditbank      0.71               USD    62.23
Barclays Bank PLC          1.56               GBP    71.31
Cooperatieve Centrale      0.50 11/26/2021    ZAR    56.80
Dannemora Mineral AB      11.75  3/22/2016    USD     0.67
Lehman Brothers UK Ca      5.13               EUR     0.05
RENE LEZARD Mode GmbH      7.25 11/25/2017    EUR    18.00
Barclays Bank PLC          1.44  3/28/2033    USD    65.19
Barclays Bank PLC          0.69               USD    50.00
IKB Deutsche Industri      5.63  3/31/2017    EUR    22.00
Sazka AS                   9.00  7/12/2021    EUR     3.65
Ideal Standard Intern     11.75   5/1/2018    EUR    26.50
Air Berlin Finance BV      1.50  4/11/2027    EUR    55.00
Barclays Bank PLC          2.75  3/21/2033    USD    65.25
Volstad Shipping AS        7.15  5/30/2018    NOK    66.11
Heta Asset Resolution      0.07  5/31/2016    EUR    65.02
Orient Express Bank O     12.00  5/29/2019    USD    74.38
Societe Air France SA      2.75   4/1/2020    EUR    20.41
Kaupthing Bank Hf          9.00               USD     0.13
Hellas Telecommunicat      8.50 10/15/2013    EUR     0.00
APP International Fin     11.75  10/1/2005    USD     4.00
BDT Media Automation       8.13  10/9/2017    EUR    63.88
Hybrid Raising GmbH        6.63               EUR    11.13
Espirito Santo Financ      9.75 12/19/2025    EUR     1.32
Virgolino de Oliveira     10.88  1/13/2020    USD    19.88
National Westminster       0.63               USD    61.92
Nordea Bank Norge ASA      0.56               USD    62.83
Jyske Bank A/S             1.13               EUR    63.17
Barclays Bank PLC          6.22  1/27/2031    USD    70.00
Takko Luxembourg 2 SC      6.98  4/15/2019    EUR    49.67
Lloyds Bank PLC            1.45  4/26/2033    USD    65.00
Dexia Credit Local SA      4.30               EUR    10.00
Songa Offshore             7.50 12/11/2018    NOK    73.50
Ajecorp BV                 6.50  5/14/2022    USD    60.00
SNS Bank NV               11.25               EUR     0.53
Golden Gate AG             6.50 10/11/2014    EUR    43.00
Heta Asset Resolution      0.74  1/24/2017    EUR    17.83
Alpine Holding GmbH        6.00  5/22/2017    EUR     0.00
Windreich GmbH             6.50  7/15/2016    EUR    10.88
Koninklijke Luchtvaar      0.75               CHF    35.05
Mechel                    15.00  8/25/2020    RUB    70.50
Codere Finance Luxemb      9.25  2/15/2019    USD    70.00
Abengoa SA                 6.25  1/17/2019    EUR    44.75
Lloyds Bank PLC            0.69               USD    61.97
Offshore Drilling Hol      8.38  9/20/2020    USD    74.00
QGOG Constellation SA      6.25  11/9/2019    USD    54.75
Royal Bank of Scotlan      0.69               USD    59.75
Heta Asset Resolution      4.35  11/3/2016    EUR    17.88
PA Resources AB           13.50   3/3/2016    SEK     5.13
Lloyds Bank PLC            2.01  2/22/2033    USD    66.55
Barclays Bank PLC          1.95  5/31/2033    USD    65.25
Algeco Scotsman Globa     10.75 10/15/2019    USD    57.75
Travel24.com AG            7.50  9/17/2017    EUR    42.10
Alpha Credit Group PL      0.47  2/21/2021    EUR    70.88
Lloyds Bank PLC            0.63               USD    61.91
Dexia Kommunalbank De      5.63 12/31/2017    EUR    15.00
Andrade Gutierrez Int      4.00  4/30/2018    USD    78.13
Espirito Santo Financ      5.13  5/30/2016    EUR     1.00
Astana Finance BV          7.88   6/8/2010    EUR    16.00
Sidetur Finance BV        10.00  4/20/2016    USD     9.63
EDOB Abwicklungs AG        7.50   4/1/2012    EUR     0.30
GNB - Cia de Seguros       3.46               EUR    64.95
Banco Espirito Santo       0.13               EUR    14.00
Afren PLC                  6.63  12/9/2020    USD     5.00
Cirio Finanziaria SpA      8.00 12/21/2005    EUR     1.27
National Westminster       0.81               USD    61.39
Sydbank A/S                1.14               EUR    63.95
Jyske Bank A/S             1.38               EUR    63.25
Den Norske Creditbank      0.63               USD    62.23
Ibercaja Banco SA          1.11               EUR    28.13
Norske Skogindustrier      7.13 10/15/2033    USD    40.00
Banco Espirito Santo       2.81               EUR    14.75
OGX Austria GmbH           8.50   6/1/2018    USD     0.01
Saphir Finance PLC         6.85               GBP     1.38
Rena GmbH                  8.25  7/11/2018    EUR     8.63
Global PVQ Netherland      1.38  4/30/2012    EUR    27.25
Commerzbank Holdings       0.81               USD    63.30
OGX Austria GmbH           8.38   4/1/2022    USD     0.04
IT Holding Finance SA      9.88 11/15/2012    EUR     0.22
KCA Deutag UK Finance      7.25  5/15/2021    USD    72.25
Standard Chartered PL      0.56               USD    60.25
Agroton Public Ltd         6.00  7/14/2019    USD    21.88
Cirio Del Monte NV         7.75  3/14/2005    EUR     1.77
Teksid Aluminum Luxem     11.38  7/15/2011    EUR     0.12
CGG SA                     5.88  5/15/2020    EUR    71.17
Standard Chartered PL      0.59               USD    59.00
Virgolino de Oliveira     10.50  1/28/2018    USD     1.41
Alpha Credit Group PL      6.00  5/20/2017    EUR    70.88
Norske Skog Holding A      8.00  2/24/2023    USD    43.50
Talvivaara Mining Co       9.75   4/4/2017    EUR     0.09
State of Carinthia         0.74  7/20/2017    CHF     0.20
Bank of Scotland PLC       0.63               USD    62.00
International Industr     11.00  2/19/2013    USD     0.43
Sairgroup Finance BV       4.38   6/8/2006    EUR    16.35
City of Kyiv Via Kyiv      9.38  7/11/2016    USD    72.00
Standard Chartered PL      0.69               GBP    59.00
BNP Paribas SA             0.48               USD    60.36
SiC Processing GmbH        7.13   3/1/2016    EUR     1.85
Glitnir HF                 6.69  6/15/2016    USD     0.02
Hypo Tirol Bank AG         0.41  7/23/2026    EUR    61.38
UniCredit Bank Austri      0.49 12/31/2031    EUR    65.38
Afren PLC                 11.50   2/1/2016    USD     2.60
Lehman Brothers Treas      6.00  11/2/2035    EUR    16.25
Societe Alsacienne et      1.63   1/1/2022    EUR    59.60
Mechel                    15.00  8/25/2020    RUB    71.00
Pescanova SA               6.75   3/5/2015    EUR     2.96
LBI HF                     6.10  8/25/2011    USD    11.46
Popular Capital SA         7.00 11/25/2015    EUR    22.84
Belfius Bank SA/NV         1.93               FRF    69.00
Heta Asset Resolution      5.92  2/22/2022    EUR    17.75
Abanka Vipa DD Via Af      1.88               EUR     0.32
Barclays Bank PLC          1.68  4/19/2033    USD    65.82
Minicentrales Dos SA       4.81 11/29/2034    EUR    70.25
Indo Energy Finance I      6.38  1/24/2023    USD    51.00
Strenesse AG               9.00  3/15/2017    EUR    53.50
Petromena ASA              9.75  5/24/2016    NOK     0.59
Comfeed Finance BV         6.00   5/2/2018    USD    67.00
Mechel                     8.40  5/27/2021    RUB    56.21
BNP Paribas SA             2.24  4/30/2033    USD    63.00
Brunswick Rail Financ      6.50  11/1/2017    USD    46.63
CGG SA                     6.88  1/15/2022    USD    57.50
TGC-2 OJSC                12.00 10/10/2018    RUB    71.80
Banco Pastor SA            2.37               EUR    63.25
Afren PLC                 10.25   4/8/2019    USD     3.40
KPNQwest NV               10.00  3/15/2012    EUR     0.50
Northland Resources A      4.00 10/15/2020    USD     0.00
LBI HF                     6.25               EUR     0.00
Kaupthing Bank Hf          7.13  5/19/2016    USD     0.00
More & More AG             8.13  6/11/2018    EUR    33.25
Aralco Finance SA         10.13   5/7/2020    USD     1.19
Indo Energy Finance B      7.00   5/7/2018    USD    56.63
PA Resources AB           12.25   4/5/2016    NOK     4.99
Lloyds Bank PLC            5.72 11/27/2033    USD    74.00
Danske Bank Oyj            1.56               EUR    73.13
Mox Telecom AG             7.25  11/2/2017    EUR     2.54
Ferrexpo Finance PLC      10.38   4/7/2019    USD    70.49
Hellenic Bank PCL         10.00               EUR    48.63
Depfa Funding III LP       1.35               EUR    57.75
Norske Skog Holding A      8.00  2/24/2021    EUR    46.25
Far East Capital Ltd       8.00   5/2/2018    USD    59.25
Breeze Finance SA          6.71  4/19/2027    EUR    44.00
Mifa Mitteldeutsche F      7.50  8/12/2018    EUR     3.42
Tonon Luxembourg SA       10.50  5/14/2024    USD    52.00
Elli Investments Ltd      12.25  6/15/2020    GBP    43.00
Metinvest BV              10.25  1/31/2016    USD    72.00
Alpine Holding GmbH        5.25   7/1/2015    EUR     0.00
Piraeus Group Finance      2.23 10/27/2034    EUR     6.25
Codere Finance Luxemb      8.25  6/15/2015    EUR    72.00
Dexia Kommunalbank De      4.88 12/31/2016    EUR    23.00
Solarworld AG              6.13  1/21/2017    EUR    31.13
Societe Generale SA        1.03               EUR    65.72
ADLER Real Estate AG       6.00  6/30/2017    EUR    12.50
Kaupthing Bank Hf          7.63  2/28/2015    USD    19.63
NNK-Aktiv AO               8.85   6/4/2021    RUB    70.00
National Westminster       0.75               USD    61.27
Hellenic Republic Gov      2.09  7/25/2057    EUR    30.50
Kommunekredit              0.50 10/22/2019    BRL    60.29
Metinvest BV              10.50 11/28/2017    USD    60.50
IM Skaugen SE              9.42  6/30/2016    NOK    50.00
Alpine Holding GmbH        5.25  6/10/2016    EUR     0.00
Lehman Brothers Treas      6.00  2/15/2035    EUR    22.25
Lehman Brothers UK Ca      5.75               EUR     0.00
Kaupthing Bank Hf          5.75  10/4/2011    USD    19.63
KA Finanz AG               5.43  2/13/2024    EUR    60.00
Karlie Group GmbH          6.75  6/25/2018    EUR    50.05
Ferrexpo Finance PLC      10.38   4/7/2019    USD    68.00
Barclays Bank PLC          0.69               USD    50.00
Financiere Quick SAS       7.48 10/15/2019    EUR    58.77
Northland Resources A      4.00 10/15/2020    NOK     0.00
Barclays Bank PLC          0.38 12/28/2040    EUR    66.27
Global PVQ Netherland      5.75  5/26/2014    EUR    27.00
Depfa Funding II LP        6.50               EUR    56.88
Cirio Finance Luxembo      7.50  11/3/2002    EUR     8.00
Northland Resources A     15.00  7/15/2019    USD     1.21
Lenta LLC                 12.40  7/24/2025    RUB    60.05
DTEK Finance PLC           7.88   4/4/2018    USD    39.00
Rena GmbH                  7.00 12/15/2015    EUR     8.63
CHC Helicopter SA          9.25 10/15/2020    USD    88.00
Financiere Quick SAS       4.73  4/15/2019    EUR    72.73
Hema Bondco I BV           6.25  6/15/2019    EUR    60.32
Ukreximbank Via Biz F      7.51   2/9/2023    USD    72.38
Standard Chartered PL      0.69               USD    60.00
Norske Skogindustrier      7.13 10/15/2033    USD    40.00
IKB Deutsche Industri      4.70  3/31/2017    EUR    22.00
Banco Pinto & Sotto M      0.95               EUR    31.00
EXER D GmbH                5.70   2/1/2016    EUR    49.00
Heta Asset Resolution      1.91  9/29/2016    JPY    64.50
Heta Asset Resolution      0.54 11/29/2032    EUR    17.75
Frey                       6.00 11/15/2022    EUR    22.50
getgoods.de AG             7.75  10/2/2017    EUR     5.38
Artea                      6.00   8/4/2019    EUR    13.95
Del Monte Finance Lux      6.63  5/24/2006    EUR     8.09
Depfa Funding IV LP        5.03               EUR    56.75
Cooperatieve Centrale      0.50 10/29/2027    MXN    43.00
Barclays Bank PLC          3.58  6/17/2033    USD    66.00
Cyprus Popular Bank P      1.72  5/26/2016    EUR     1.68
Jasper Explorer PLC       13.50  5/27/2016    USD     5.00
Alpha Credit Group PL      1.62   3/8/2017    EUR    11.00
Bank Nederlandse Geme      0.50   8/9/2022    MXN    68.88
Standard Chartered PL      0.65               USD    59.71
Kaupthing Bank Hf          5.75  10/4/2011    USD    19.63
Deutsche Morgan Grenf      0.81               USD    59.92
Nationwide Building S      1.09               GBP    70.00
MS Deutschland Beteil      6.88 12/18/2017    EUR    15.30
LBI HF                     6.10  8/25/2011    USD    11.25
Global PVQ Netherland      1.38  4/30/2012    EUR    27.50
TradeDoubler AB            6.75 12/20/2018    SEK    74.25
A-TEC Industries AG        8.75 10/27/2014    EUR     2.00
SV Patrimonia              4.00  4/19/2016    EUR    51.00
UKRLANDFARMING PLC        10.88  3/26/2018    USD    45.00
Kezizalog Zrt              7.75  10/1/2018    EUR     0.71
Far East Capital Ltd       8.75   5/2/2020    USD    58.00
Societe Generale SA        0.50               USD    61.78
Solarworld AG              6.38  7/13/2016    EUR    31.13
SAG Solarstrom AG          6.25 12/14/2015    EUR    45.00
Glitnir HF                 6.00   3/5/2012    GBP    27.13
Heta Asset Resolution      5.73 12/10/2021    EUR    17.75
Kaupthing Bank Hf          5.25  7/18/2017    BGN    19.63
Svensk Exportkredit A      0.50  4/24/2029    AUD    56.23
Ashinskiy metallurgic     17.30  6/17/2024    RUB    60.02
Astana Finance BV          9.00 11/16/2011    USD    16.00
Immigon Portfolioabba      0.71  6/18/2018    EUR    67.75
Heta Asset Resolution      7.50  5/27/2024    ATS    17.75
OAS Investments GmbH       8.25 10/19/2019    USD     8.88
Commerzbank AG             5.00  9/27/2019    EUR    34.50
Immigon Portfolioabba      3.55  4/12/2022    EUR    74.70
Deutsche Bank AG/Lond      0.50  10/5/2021    IDR    48.06
Deutsche Bank AG/Lond      2.52  3/15/2033    USD    70.00
Far Eastern Shipping      19.00  2/27/2018    RUB    65.00
DF Deutsche Forfait A      7.88  5/27/2020    EUR    10.00
Societe Generale SA        7.72               EUR    72.25
Lehman Brothers Treas      2.88  3/14/2013    CHF    16.25
Lehman Brothers Treas      5.00  3/18/2015    EUR    22.25
Mechel                     8.40  5/27/2021    RUB    56.02
Santander Finance Cap      2.00               EUR    36.63
Club Mediterranee SA       6.11  11/1/2015    EUR    16.04
DEIKON GmbH                1.00 11/16/2016    EUR    38.76
Svensk Exportkredit A      0.50  3/19/2018    IDR    74.18
Seabird Exploration P      6.00 12/18/2015    USD    27.00
Banco Espirito Santo      10.00  12/6/2021    EUR     3.34
Czerwona Torebka SA        6.66  4/15/2016    PLN    72.00
KPNQwest NV                7.13   6/1/2009    EUR     0.50
Espirito Santo Financ      5.05 11/15/2025    EUR     1.64
Sairgroup Finance BV       6.63  10/6/2010    EUR    16.84
Heta Asset Resolution      0.42 12/18/2030    EUR    18.50
IM Skaugen SE             10.26  4/11/2017    NOK    49.63
Hema Bondco I BV           5.21  6/15/2019    EUR    58.84
CARPEVIGO AG               8.25  6/30/2016    EUR    30.00
Lehman Brothers Treas      7.00  5/17/2035    EUR    22.25
Governo Portugues Con      3.00               EUR    73.00
Cooperatieve Centrale      0.50 11/30/2027    MXN    43.96
Assystem                   4.00   1/1/2017    EUR    22.80
LBI HF                     7.43               USD     0.00
CHC Helicopter SA          9.25 10/15/2020    USD    60.75
Russian Railways JSC      11.75   5/3/2030    RUB    60.09
Virgolino de Oliveira     11.75   2/9/2022    USD     1.02
Equity Release Fundin      1.98  4/26/2038    GBP    72.50
TAG Immobilien AG          6.50 12/10/2015    EUR    10.83
Banco Espirito Santo       1.52  5/27/2018    EUR     3.34
KPNQwest NV                8.88   2/1/2008    EUR     0.50
SU-155 KAPITAL OOO        13.25  2/23/2016    RUB    25.01
Takko Luxembourg 2 SC      9.88  4/15/2019    EUR    51.69
Lehman Brothers Treas      7.25  10/5/2035    EUR    22.25
WPE International Coo     10.38  9/30/2020    USD     8.38
Deutsche Bank AG/Lond      0.50   3/9/2018    BRL
Bulgaria Steel Financ     12.00   5/4/2013    EUR     0.03
SNS Bank NV                6.63  5/14/2018    EUR     2.48
Hema Bondco II BV          8.50 12/15/2019    EUR    29.50
Kerdos Group SA            8.00 12/15/2017    PLN    70.00
OL Groupe SA               7.00 12/28/2015    EUR     7.39
Comune di Verona           0.18  12/1/2026    EUR    64.06
Alfa-Bank SC              11.65  8/30/2029    RUB    61.01
Rena Lange Holding Gm      8.00 12/12/2017    EUR     1.00
Kaupthing Bank Hf          6.13  10/4/2016    USD    19.63
SAir Group                 0.13   7/7/2005    CHF    11.38
Bremer Landesbank Kre      0.47   4/5/2041    EUR    73.40
Landesbank Hessen-Thu      0.39   5/3/2041    EUR    71.90
KA Finanz AG               4.90  6/23/2031    EUR    65.00
Lehman Brothers Treas      8.25  3/16/2035    EUR    22.25
BLT Finance BV            12.00  2/10/2015    USD    10.50
Finmek International       7.00  12/3/2004    EUR     0.13
Solen AG                   7.50   4/8/2016    EUR     2.00
Centrosolar Group AG       7.00  2/15/2016    EUR     2.42
Volkswagen Bank Rus O     11.30 10/19/2019    RUB    60.02
Phosphorus Holdco PLC     10.00   4/1/2019    GBP     0.84
Russian Federal Bond       7.05  1/19/2028    RUB    74.30
International Finance      0.50  6/29/2027    ZAR    29.16
Freshwater Finance PL      6.06 10/17/2036    GBP    62.38
Region of Piemont Ita      0.21 11/27/2036    EUR    62.27
LBI HF                     4.65               EUR     0.00
SG Option Europe SA        7.00   5/5/2017    EUR    64.62
DekaBank Deutsche Gir      2.67  11/7/2016    EUR    67.61
Sonae SGPS SA              1.65   6/9/2022    EUR    73.01
Banca delle Marche Sp      8.00  6/30/2018    EUR    22.63
Kaupthing Bank Hf          7.50   2/1/2045    USD     0.00
Heta Asset Resolution      0.27  9/11/2017    EUR    17.25
LBI HF                     2.25  2/14/2011    CHF     8.50
City of Birmingham En      3.50               GBP    63.06
Heta Asset Resolution      4.63   3/4/2018    EUR    64.50
Cooperatieve Centrale      0.50  1/31/2033    MXN    29.57
Mechel                     8.40   6/1/2021    RUB    56.12
Heta Asset Resolution      4.88  9/18/2017    EUR    17.25
Metinvest BV               8.75  2/14/2018    USD    55.13
UniCredit Bank Austri      0.47 12/27/2031    EUR    63.63
Heta Asset Resolution      4.25  5/31/2016    EUR    64.25
Hamburgische Landesba      0.36  1/22/2041    EUR    60.78
Mriya Agro Holding PL      9.45  4/19/2018    USD    16.63
Petromena ASA             10.85 11/19/2014    USD     0.59
Credit Agricole Corpo      0.50  2/28/2018    RUB    74.49
IVG Immobilien AG          5.79               EUR     0.00
PNE Wind AG                3.75 10/10/2019    EUR     3.00
Rosseti PJSC              11.85  5/26/2025    RUB    61.61
Piraeus Bank SA            0.90   2/9/2017    EUR    63.73
Glitnir HF                 6.38  9/25/2012    USD    27.13
Solon SE                   1.38  12/6/2012    EUR     0.33
SNS Bank NV                2.73               EUR     0.53
Lehman Brothers Treas      5.10   5/8/2017    HKD    22.25
Kommunalkredit Austri      0.59 10/25/2021    EUR    57.38
Kaupthing Bank Hf          6.13  10/4/2016    USD    19.63
Absolut Bank PAO          11.50  7/27/2016    RUB    60.01
OT-Optima Telekom DD       5.25  5/30/2022    HRK    35.00
UBS AG/London              9.00  9/21/2015    EUR    39.40
UniCredit Bank Austri      0.49  8/20/2033    EUR    60.38
Municipality Finance       0.50   5/8/2029    AUD    55.28
Banca delle Marche Sp      6.00   5/8/2018    EUR    22.63
Governo Portugues Con      2.75               EUR    63.00
Credit Europe Bank Lt     15.75  4/19/2016    RUB    62.00
Santander Finance Cap      2.00               EUR    34.38
Mobile TeleSystems PJ      8.25  3/22/2023    RUB    55.56
Hellenic Bank PCL         11.00               EUR    48.63
CRC Breeze Finance SA      6.11   5/8/2016    EUR    54.38
Banca delle Marche Sp      7.75  6/30/2018    EUR    22.63
Banque Cantonale Vaud      6.00  5/26/2016    CHF    49.99
Societe Generale SA        2.21  2/28/2033    USD    69.25
Bank Nederlandse Geme      0.50  5/12/2021    ZAR    62.40
Rusfinans Bank OOO        12.00  6/30/2020    RUB    60.04
UniCredit Bank Austri      0.47 10/31/2031    EUR    66.13
UniCredit Bank AG          5.15  9/25/2015    EUR    40.61
Lloyds Bank PLC            2.33  1/31/2033    USD    69.75
HSBC Bank PLC              0.50  4/27/2027    NZD    50.49
Orient Express Bank O     13.60   8/9/2018    RUB    41.01
Virgolino de Oliveira     10.88  1/13/2020    USD    17.50
International Finance      0.50  6/24/2024    ZAR    42.18
Atari SA                   0.50  9/30/2015    EUR     1.33
Windreich GmbH             6.50   3/1/2015    EUR    10.88
Bank Julius Baer & Co      6.00  11/9/2015    CHF    58.75
Accentro Real Estate       6.25  3/27/2019    EUR     2.60
Cooperatieve Centrale      0.50  7/30/2043    MXN    16.36
Mriya Agro Holding PL     10.95  3/30/2016    USD    15.75
Bayerische Landesbank      5.00 12/19/2016    EUR    68.56
Bank Nederlandse Geme      0.50  7/12/2022    ZAR    53.41
SG Option Europe SA        8.00  9/29/2015    USD    57.23
Vontobel Financial Pr      5.60 12/29/2015    EUR    37.92
Espirito Santo Financ      5.05 11/15/2025    EUR     1.28
MT-Energie GmbH & Co       8.25   4/4/2017    EUR    11.55
Spoldzielczy Bank Rze      4.99   7/8/2021    PLN    70.02
Mechel                     8.00   2/9/2021    RUB    49.00
Region of Abruzzo Ita      0.28  11/7/2031    EUR    72.39
Manchester Ship Canal      3.50               GBP    64.00
BNP Paribas SA             0.50   5/6/2021    MXN    70.97
City of Kiev Ukraine       8.00  11/6/2015    USD    71.63
Lehman Brothers Treas      5.00  2/16/2015    EUR    22.25
Raiffeisen Bank Inter      4.50  9/28/2035    EUR    64.38
Breeze Finance SA         11.75  4/19/2027    EUR     3.00
Banco Comercial Portu      5.00               EUR    61.00
Svensk Exportkredit A      0.50  1/31/2022    ZAR    55.34
Hellenic Republic Gov      0.68  8/10/2019    EUR    73.25
Russian Railways JSC      12.40  5/30/2040    RUB    12.37
Phones4u Finance PLC       9.50   4/1/2018    GBP    37.13
ADLER Real Estate AG       6.00 12/27/2018    EUR    11.50
Marine Subsea AS           9.00 12/16/2019    USD     0.50
Heta Asset Resolution      5.27   4/7/2028    EUR    17.75
Rostelecom PJSC            8.10   3/6/2018    RUB    60.01
Cooperatieve Centrale      0.50 10/30/2043    MXN    14.83
UniCredit Bank Austri      0.33  1/25/2031    EUR    69.38
Penell GmbH Elektrogr      7.75  6/10/2019    EUR    12.00
A-TEC Industries AG        2.75  5/10/2014    EUR     2.00
SAG Solarstrom AG          7.50  7/10/2017    EUR    45.00
Heta Asset Resolution      0.24  3/12/2043    EUR    60.63
Lehman Brothers Treas      5.25  5/26/2026    EUR     4.75
Hellenic Republic Gov      2.27   2/7/2022    EUR    68.85
Portigon AG                7.46 12/31/2019    EUR    15.55
Landesbank Hessen-Thu      0.41  4/23/2041    EUR    72.23
Lehman Brothers Treas     11.00 12/20/2017    AUD     4.75
Locko-Bank ZAO            14.00  7/17/2018    RUB    61.01
Russian Railways JSC      11.60  7/16/2018    RUB    62.07
LBI HF                     3.00  12/7/2010    CHF     8.50
Municipality Finance       0.50  3/28/2018    BRL    73.20
Eurobank Ergasias SA       1.31  6/20/2017    EUR    63.28
Lehman Brothers Treas      3.03  1/31/2015    EUR     4.75
Lehman Brothers Treas      6.00 10/30/2012    EUR     4.75
Lehman Brothers Treas      4.50   5/2/2017    EUR     4.75
UniCredit Bank AO          8.10 11/20/2018    RUB    58.01
Lehman Brothers Treas      4.00 10/24/2012    EUR     4.75
La Veggia Finance SPA      7.13 11/14/2004    EUR     0.00
Polyus Gold OJSC          12.10   7/3/2025    RUB    61.21
International Finance      0.50  6/29/2020    ZAR    65.23
Spoldzielczy Bank Rze      4.86  4/17/2024    PLN    44.00
ECM Real Estate Inves      5.00  10/9/2011    EUR    10.38
Lehman Brothers Treas      4.00  12/2/2012    EUR     4.75
Privatbank CJSC Via U     10.88  2/28/2018    USD    68.00
Lehman Brothers Treas      6.65  8/24/2011    AUD    22.25
Atari SA                   7.50  2/17/2020    EUR     0.25
SU-155 KAPITAL OOO        13.25  2/23/2016    RUB    25.02
HSBC Trinkaus & Burkh      5.10   6/2/2016    EUR    58.35
Montepio Holding SGPS      5.00               EUR    50.00
Codere Finance Luxemb      8.25  6/15/2015    EUR    72.38
Banca delle Marche Sp      7.20  6/30/2018    EUR    22.63
hkw personalkonzepte       8.25 11/15/2016    EUR     2.03
Banca delle Marche Sp      6.00  6/12/2018    EUR    22.63
Lehman Brothers Treas      1.00   5/9/2012    EUR     4.75
Heta Asset Resolution      1.64  6/30/2019    CHF    64.50
Bank Julius Baer & Co      8.60   3/4/2016    EUR    72.35
CBo Territoria             6.00   1/1/2020    EUR     3.90
Rosselkhozbank OJSC       13.10  7/15/2025    RUB    60.06
Kommunalbanken AS          0.50  9/20/2018    BRL    70.10
Svensk Exportkredit A      0.50  8/25/2021    ZAR    59.39
HSBC Bank PLC              0.50  9/28/2018    IDR    71.84
Alpha Credit Group PL      6.00  4/11/2018    EUR    70.88
Kommunalbanken AS          0.50  5/27/2022    ZAR    55.25
Region of Molise Ital      0.45 12/15/2033    EUR    67.11
DekaBank Deutsche Gir      5.55 11/20/2015    EUR    50.23
Immigon Portfolioabba      0.49  3/14/2020    EUR    70.41
Lehman Brothers Treas      8.25  12/3/2015    EUR    22.25
NOVIKOMBANK ZAO           15.75   4/8/2016    RUB    60.26
Kommunalbanken AS          0.50   3/2/2018    BRL    74.48
NOVIKOMBANK ZAO           14.25  6/19/2018    RUB    60.51
Rostelecom PJSC            8.20  1/24/2018    RUB    60.01
UniCredit Bank Austri      0.37  1/24/2031    EUR    62.63
Allied Irish Banks PL      0.73 10/24/2035    EUR    23.13
Allied Irish Banks PL      5.25  3/10/2035    GBP    26.50
LBBW                       7.26 12/18/2015    EUR    64.42
Heta Asset Resolution      0.24  8/12/2017    EUR    64.63
Heta Asset Resolution      4.07  3/21/2017    EUR    64.63
Immigon Portfolioabba      5.27   2/8/2027    EUR    62.75
Russian Railways JSC      16.80  5/29/2035    RUB   100.00
Immigon Portfolioabba      0.97  5/20/2025    EUR    21.00
Deutsche Bank AG           4.20  9/22/2015    EUR    65.90
UniCredit Bank AO         10.50   8/6/2019    RUB    60.36
DZ Bank AG Deutsche Z      3.00 12/28/2015    EUR    57.49
Raiffeisenlandesbank       5.00   7/1/2026    EUR    69.00
Lehman Brothers Treas      7.50   5/2/2017    EUR     4.75
Cooperatieve Centrale      0.50 12/29/2027    MXN    44.91
Bashneft PAO               8.35 12/13/2016    RUB    67.02
Russian Highways          12.40  4/22/2042    RUB    11.20
Piraeus Bank SA            0.91 12/27/2016    EUR    66.39
Province of Milan Ita      0.30 12/22/2033    EUR    70.40
Lehman Brothers Treas      6.00  3/18/2015    USD    22.25
Municipality Finance       0.50  7/30/2029    AUD    65.06
Mechel                     8.00   2/9/2021    RUB    60.01
WGF Westfaelische Gru      6.35  12/1/2016    EUR     9.90
Alpha Credit Group PL      6.00  7/29/2020    EUR    70.88
Heta Asset Resolution      0.31  9/26/2043    EUR    64.63
Nutritek Internationa      8.75 12/11/2008    USD     2.00
Emova Group                4.30   5/2/2022    EUR     5.70
Royal Bank of Scotlan      4.24  1/12/2046    EUR    74.00
Municipality Finance       0.50 12/14/2018    TRY    70.04
Ecureuil Vie Developp      0.91               EUR    19.13
Commerzbank AG             3.00  9/21/2015    EUR    50.83
Bank MIA OAO              13.75   6/6/2017    RUB    60.01
LBBW                       6.88  9/25/2015    EUR    64.66
Barclays Bank PLC          2.79   4/9/2028    USD    74.13
Svensk Exportkredit A      0.50  8/28/2018    BRL    68.54
SAir Group                 4.25   2/2/2007    CHF    10.75
Lehman Brothers Treas      5.00  2/27/2014    EUR    22.25
Immigon Portfolioabba      4.81  7/29/2025    EUR    61.00
Exane Finance              2.70  9/26/2016    USD    65.73
NOVIKOMBANK ZAO           14.25  6/12/2020    RUB    61.29
Bulgaria Steel Financ     12.00   5/4/2013    EUR     0.03
VEB-Leasing OAO            8.25  11/6/2018    RUB    65.04
Lehman Brothers Treas      5.00   5/2/2022    EUR     4.75
BLT Finance BV             7.50  5/15/2014    USD     5.00
Russian Railways JSC       8.45  5/16/2019    RUB    58.21
Glitnir HF                 6.33  7/28/2011    USD    27.13
Credit Suisse AG/Guer      0.56               USD    62.50
Kaupthing Bank Hf          9.75  9/10/2015    USD    19.63
DEMIRE Real Estate AG      6.00 12/30/2018    EUR     3.60
Eksportfinans ASA          0.50   5/9/2030    CAD    21.50
A-TEC Industries AG        5.75  11/2/2010    EUR     2.00
Atari SA                   0.50  9/30/2015    EUR     1.91
Heta Asset Resolution      0.13   2/9/2017    EUR    64.63
Barclays Bank PLC          0.50  4/24/2023    MXN    61.94
Heta Asset Resolution      0.82  5/31/2016    EUR    63.88
Heta Asset Resolution      0.13  2/17/2017    EUR    62.50
Heta Asset Resolution      0.25  4/22/2018    EUR    64.63
Alpha Credit Group PL      1.98   2/1/2017    EUR    70.88
DeltaCredit Bank          11.10  10/1/2024    RUB    60.01
Societe Centrale des       9.00   7/1/2016    EUR     7.03
SAir Group                 6.25  4/12/2005    CHF    10.88
Lehman Brothers Treas      1.46  2/19/2012    JPY    22.25
Landesbank Hessen-Thu      3.83  8/18/2016    EUR    70.90
Kommunekredit              0.50 12/14/2020    ZAR    62.68
Lehman Brothers Treas      8.00  2/16/2016    EUR     4.75
HSBC Bank PLC              0.50   2/2/2023    AUD    73.89
SMP Bank OAO              12.00  5/23/2017    RUB    60.11
Heta Asset Resolution      0.03  5/31/2016    EUR    64.63
Credit Europe Bank Lt     11.40  6/26/2017    RUB    60.01
Heta Asset Resolution      3.90  1/24/2017    EUR    62.63
ffk environment GmbH       7.25   6/1/2016    EUR     1.73
HSBC Bank PLC              0.50 10/30/2026    NZD    52.44
Immigon Portfolioabba      6.60   5/6/2023    EUR    48.13
Heta Asset Resolution      0.20   4/9/2043    EUR    60.00
Lehman Brothers Treas      8.00 10/17/2014    EUR     4.75
Vontobel Financial Pr      5.84   9/9/2016    EUR    31.50
UTair-Finans OOO          13.00 11/13/2015    RUB    40.00
HSBC Bank PLC              0.50 12/29/2022    AUD    74.24
Raiffeisenlandesbank       4.40  4/17/2024    EUR    73.25
HSBC Bank PLC              0.50  2/24/2027    NZD    51.16
Rosselkhozbank OJSC       11.90   2/9/2018    RUB    60.08
Lehman Brothers Treas      5.00  9/22/2014    EUR    22.25
Heta Asset Resolution      0.09  1/24/2017    EUR    64.13
Mortgage Agent KHMB-1      9.20  8/25/2045    RUB    57.00
Heta Asset Resolution      0.03  5/31/2016    EUR    64.63
Salvator Grundbesitz-      9.50 12/31/2021    EUR    11.50
BKN biostrom AG            7.50   6/5/2016    EUR     1.50
Russian Bor Chemical      10.00 12/20/2018    RUB     0.01
AO Bank Intesa            12.75  6/10/2018    RUB    60.27
Heta Asset Resolution      5.03  1/26/2017    EUR    15.63
Heta Asset Resolution      0.22  2/10/2018    EUR    64.63
Heta Asset Resolution      3.42  11/7/2016    EUR    61.63
Baltic Financial Agen     12.75  9/27/2016    RUB    60.02
Raiffeisenlandesbank       4.00  6/28/2023    EUR    74.50
DeltaCredit Bank           8.65   7/4/2018    RUB    59.01
Codere Finance Luxemb      8.25  6/15/2015    EUR    72.00
Volkswagen Bank Rus O     11.30 10/20/2019    RUB    60.02
Santander Finance Cap      2.00               USD    18.25
Rosselkhozbank OJSC       12.40  6/29/2021    RUB    60.31
Russian Highways           9.75 11/29/2016    RUB    60.11
Banca Carim Cassa di       3.00  3/31/2021    EUR    72.38
Armenian Treasury Bon     11.00   2/7/2028    AMD    74.61
Rosselkhozbank OJSC        7.90  9/18/2023    RUB    70.01
Anglian Water Service      1.09  1/26/2057    GBP    69.09
Solomenskij Lesozavod     10.00  9/29/2021    RUB    60.00
Kommunekredit              0.50  7/30/2027    TRY    28.92
Heta Asset Resolution      0.83  5/28/2017    EUR    64.63
Atari SA                   0.10   4/1/2020    EUR     2.20
UBS AG/London             14.50 12/17/2015    CHF    55.00
Kommunekredit              0.50  2/20/2020    BRL    57.75
Ideal Standard Intern     11.75   5/1/2018    EUR    26.50
Glitnir HF                 4.75 10/15/2010    USD    27.13
Alpha Credit Group PL      2.00  4/27/2024    EUR    70.88
Russian Post FGUP          8.70 10/18/2019    RUB    60.02
Otkritie Bank OJSC        13.20 12/13/2017    RUB    61.17
Immigon Portfolioabba      4.50   9/7/2020    EUR    70.35
HSBC Bank PLC              0.50  1/29/2027    NZD    51.49
Moscow United Electri     13.20  4/23/2025    RUB    61.12
HSBC Bank PLC              0.50  12/2/2022    AUD    74.48
HSBC Bank PLC              0.50 11/30/2021    NZD    73.71
Heta Asset Resolution      0.22  3/10/2018    EUR    64.63
Zapsibcombank OAO         11.50  2/25/2016    RUB    70.15
Russian Railways JSC      15.80 10/11/2038    RUB    60.00
Transcapitalbank JSC      13.00  5/30/2023    RUB    61.10
Heta Asset Resolution      4.54  9/22/2017    EUR    64.63
Mobile TeleSystems PJ      5.00  6/29/2021    RUB    63.75
Credit Suisse AG/Lond     10.25  5/31/2016    USD    70.66
Deutsche Bank AG           7.20  9/22/2015    EUR    49.90
KPNQwest NV                8.13   6/1/2009    USD     0.50
Cerruti Finance SA         6.50  7/26/2004    EUR     0.91
Alpha Credit Group PL      2.00 11/28/2032    EUR    70.88
Heta Asset Resolution      5.04  2/15/2023    EUR    64.63
SAir Group                 2.13  11/4/2004    CHF    10.75
Spoldzielczy Bank Rze      4.91  3/29/2023    PLN    44.00
MORTGAGE AGENT AHML 1      8.50   9/9/2045    RUB    57.00
Bank Nederlandse Geme      0.50  8/15/2022    ZAR    55.57
Banque Cantonale Vaud     17.75 11/17/2015    CHF    45.08
Heta Asset Resolution      0.69  9/20/2017    EUR    17.75
Heta Asset Resolution      0.21   3/4/2018    EUR    64.63
HSBC Trinkaus & Burkh     12.40  6/24/2016    EUR    64.68
Credit Suisse AG/Nass      8.05  9/27/2016    CHF    49.52
HSBC Bank PLC              0.50  6/28/2019    IDR    66.29
Raiffeisen Versicheru      5.08               EUR    43.13
Barclays Bank PLC          0.50  3/13/2023    RUB    42.22
Lehman Brothers Treas      4.00  2/16/2017    EUR    16.25
Credit Europe Bank Lt     11.36   6/5/2018    RUB    60.01
GFI Informatique SA/F      5.25   1/1/2017    EUR     6.18
Metallurgical Commerc     11.00   9/8/2016    RUB    60.01
ECM Real Estate Inves      5.00  10/9/2011    EUR    10.38
Northland Resources A     15.00  7/15/2019    USD     1.21
Lehman Brothers Treas      8.00  3/19/2012    USD     4.75
Takko Luxembourg 2 SC      6.98  4/15/2019    EUR    50.00
wige MEDIA AG              6.00  3/17/2019    EUR     1.90
Banque Cantonale Vaud      8.20   3/3/2016    EUR    51.65
Barclays Bank PLC          0.50  3/19/2021    MXN    73.11
RZD Rasvytie vokzalov     12.50 10/21/2016    RUB    27.68
KPNQwest NV                7.13   6/1/2009    EUR     0.50
Glitnir HF                 6.38  9/25/2012    USD    27.13
Rostelecom PJSC            8.55  11/2/2017    RUB    60.06
Federal Grid Co Unifi      8.00   1/7/2028    RUB    70.01
Heta Asset Resolution      0.25  3/29/2017    EUR    63.63
Southern Urals Co for     10.00  2/23/2016    RUB    60.17
Province of Brescia I      0.35  6/30/2036    EUR    64.89
RSL Communications PL     12.00  11/1/2008    USD     1.25
Svensk Exportkredit A      0.50  3/28/2029    AUD    67.50
Bank Julius Baer & Co     10.50  10/9/2015    USD    68.30
Lehman Brothers Treas      7.00 11/26/2013    EUR    22.25
Municipiul Timisoara       1.18  5/12/2026    RON    70.00
Banque Cantonale Vaud      7.25   3/3/2016    CHF    51.08
Renaissance Credit Co     12.85  7/30/2018    RUB    61.01
Province of Rovigo It      0.30 12/28/2035    EUR    64.91
Kommunalbanken AS          0.50   2/2/2018    BRL    74.98
Metallinvestbank OAO      14.50  5/21/2020    RUB    61.00
RSL Communications PL     10.13   3/1/2008    USD     1.25
DekaBank Deutsche Gir      0.12  6/23/2034    EUR    67.88
B&N Bank JSC              18.00  1/18/2021    RUB    62.63
Heta Asset Resolution      0.20  8/28/2017    EUR    64.63
Immigon Portfolioabba      7.00  7/24/2022    EUR    63.69
UniCredit Bank AG          4.00  6/23/2016    EUR    69.00
Svensk Exportkredit A      0.50  8/29/2029    AUD    68.52
Lehman Brothers Treas     13.00  2/16/2009    CHF     4.75
International Financi     15.50  4/26/2016    RUB    60.11
Heta Asset Resolution      0.13  8/11/2017    EUR    64.63
Heta Asset Resolution      0.10  7/18/2017    EUR    64.63
DeltaCredit Bank           8.45  8/30/2018    RUB    58.01
Kommunekredit              0.50  5/11/2029    CAD    69.34
WGZ-Bank AG Westdeuts      4.05  12/9/2015    EUR    48.32
Societe Generale SA        5.68  9/28/2015    EUR    54.12
MirLand Development C      6.50  9/30/2019    ILS    30.60
DekaBank Deutsche Gir      5.00 10/26/2015    EUR    54.87
Rinol AG                   5.50 10/15/2006    DEM     0.00
Heta Asset Resolution      0.23  5/10/2017    EUR    64.63
Heta Asset Resolution      6.94  6/10/2017    EUR    64.63
Svensk Exportkredit A      0.50  3/15/2022    ZAR    54.21
HSBC Bank PLC              0.50   4/3/2023    AUD    73.24
World of Building Tec      7.70  6/25/2019    RUB     3.00
Lehman Brothers Treas      7.50  6/15/2017    USD     4.75
UniCredit Bank AG          4.00  3/21/2017    EUR    63.36
Lehman Brothers Treas      6.45  2/20/2010    AUD     4.75
Bank Julius Baer & Co      9.75  3/11/2016    EUR    49.25
IT Holding Finance SA      9.88 11/15/2012    EUR     0.22
Northland Resources A     12.25  3/26/2016    USD     1.21
Lehman Brothers Treas      6.50  7/24/2026    EUR     4.75
Santander Finance Cap      2.00               USD    18.38
Credit Suisse AG/Lond      1.64   6/1/2042    USD    52.81
Immigon Portfolioabba      3.09 10/15/2020    EUR    51.75
KPNQwest NV                8.88   2/1/2008    EUR     0.50
WGZ-Bank AG Westdeuts      4.75 12/22/2015    EUR    56.38
Lehman Brothers Treas      6.00  3/14/2011    EUR    22.25
Societe Generale SA        0.50  5/30/2023    MXN    63.94
Immigon Portfolioabba      5.20   4/1/2020    EUR    62.50
Leonteq Securities AG      7.55   3/9/2016    USD    55.90
UTair-Finans OOO          13.00 11/13/2015    RUB    30.60
Barclays Bank PLC          0.50  1/28/2033    MXN    30.93
KFW                        0.25  10/6/2036    CAD    37.42
Sidetur Finance BV        10.00  4/20/2016    USD     9.63
UniCredit Bank AG          6.00 11/19/2015    EUR    57.12
RSL Communications PL     10.50 11/15/2008    USD     1.25
Svensk Exportkredit A      0.50  6/20/2029    AUD    64.88
Enemona AD-Kozloduy       10.00  4/28/2017    BGN     0.13
Leonteq Securities AG      9.20   5/5/2017    USD    74.70
Heta Asset Resolution      0.06  3/15/2017    EUR    64.63
Heta Asset Resolution      0.27   4/9/2018    EUR    64.63
KA Finanz AG               4.44 12/20/2030    EUR    58.88
Espirito Santo Financ      5.63  7/28/2017    EUR     2.42
Lehman Brothers Treas     10.00   1/3/2012    BRL     4.75
Zurcher Kantonalbank      12.03  3/11/2016    EUR    64.76
Vontobel Financial Pr      5.40   3/3/2017    EUR    70.12
Heta Asset Resolution      0.05  5/31/2016    EUR    64.63
DEIKON GmbH                1.00   7/1/2016    EUR    18.16
Leonteq Securities AG     29.61 10/26/2017    EUR    22.96
Dolomite Capital Ltd      12.21 12/20/2019    ZAR    54.94
WGF Westfaelische Gru      6.35   8/1/2017    EUR     2.06
Lehman Brothers Treas      7.00  2/15/2012    EUR     4.75
Lehman Brothers Treas     14.90  9/15/2008    EUR     4.75
EDOB Abwicklungs AG        7.50   4/1/2012    EUR     0.30
Ingra DD                   6.13  12/6/2016    HRK    12.99
Heta Asset Resolution      0.25  3/29/2017    EUR    64.63
Credit Agricole Corpo      0.50   3/6/2023    RUB    42.46
Lehman Brothers Treas      5.55  3/12/2015    EUR     4.75
Salvator Grundbesitz-      9.50               EUR    40.00
Skue Sparebank             2.45               NOK    74.48
Lehman Brothers Treas      5.00  5/12/2011    CHF     4.75
Oravita City Council       2.63  6/15/2027    RON    74.00
Leonteq Securities AG      8.25  11/6/2015    EUR    39.98
Raiffeisen Centrobank      2.40 12/19/2016    EUR    54.58
Oberoesterreichische       0.38  11/6/2030    EUR    63.50
UniCredit Bank AG          4.00  9/24/2015    EUR    53.48
UniCredit Bank AG          4.10  9/28/2018    EUR    60.56
DeltaCredit Bank          11.75  11/2/2016    RUB    60.01
Orient Express Bank O     18.00  5/28/2020    RUB    43.75
Vontobel Financial Pr     13.95 12/23/2016    EUR    71.29
Eiendomskreditt            4.60               NOK    69.72
HSBC Bank PLC              0.50  4/11/2023    MXN    66.24
Freshwater Finance PL      6.18  4/20/2035    GBP    65.00
BNP Paribas SA             6.30  5/28/2021    RUB    74.80
Lehman Brothers Treas     14.90 11/16/2010    EUR     4.75
Lehman Brothers Treas      7.00  2/15/2010    CHF     4.75
Landesbank Berlin AG       6.00 11/27/2015    EUR    41.81
Raiffeisen-Holding Ni      5.08               EUR    72.88
PIK Group PJSC            14.25   8/8/2025    RUB    60.01
Heta Asset Resolution      0.18  5/17/2017    EUR    64.63
Region of Stavropol R      8.09  11/4/2020    RUB    60.01
Lehman Brothers Treas      7.00   6/6/2017    EUR     4.75
Konservenfabrik Zacho      8.00   4/1/2016    EUR     0.00
Heta Asset Resolution      3.72  3/15/2017    EUR    64.63
Pongs & Zahn AG            8.50               EUR     0.22
Bank Nederlandse Geme      0.50  9/20/2022    ZAR    53.70
Heta Asset Resolution      5.80  6/17/2017    EUR    64.63
Delta-Finance OOO         10.00  1/19/2021    RUB    60.00
Bank Nederlandse Geme      0.50   6/7/2022    ZAR    53.59
Republika Srpska           1.50 12/24/2025    BAM    72.36
UBS AG/London             13.00   2/4/2016    CHF    69.78
Heta Asset Resolution      0.20   7/1/2017    EUR    64.63
Credit Suisse AG/Lond      8.00  5/21/2025    USD     9.25
Immigon Portfolioabba      6.00  3/30/2017    EUR     1.00
Immigon Portfolioabba      1.75   9/9/2020    EUR    48.25
Kaupthing Bank Hf          7.13  5/19/2016    USD     0.00
Credit Suisse AG/Lond      9.00  5/16/2016    EUR    62.29
Lehman Brothers Treas      2.50  11/9/2011    CHF     4.75
MirLand Development C      6.50 12/31/2015    ILS    40.01
Barclays Bank PLC          2.00  9/30/2044    USD    65.00
UBS AG/London              9.00  2/11/2016    CHF    74.59
Main Road OJSC             8.40 10/30/2028    RUB    57.00
Powszechne Towarzystw      6.66  11/8/2015    PLN     2.15
Societe Generale SA        5.65  10/5/2015    EUR    55.33
Bank Nederlandse Geme      0.50  9/20/2022    MXN    68.73
JP Morgan Structured      13.00 11/25/2024    ZMW
DekaBank Deutsche Gir      8.50 10/27/2016    EUR    46.89
Royal Bank of Scotlan      1.33 10/26/2018    GBP     1.03
Heta Asset Resolution      0.23  5/17/2017    EUR    64.63
Credit Suisse AG/Lond      8.00 11/29/2019    USD     6.98
UniCredit Bank AG          4.00  9/24/2015    EUR    63.18
Exane Finance              1.75  4/28/2016    EUR    24.64
UBS AG                    14.75 12/29/2015    EUR    46.72
Credit Suisse AG/Nass      7.25 10/12/2015    EUR    60.64
Heta Asset Resolution      4.70   4/2/2018    EUR    64.63
Kommunalbanken AS          0.50  11/8/2018    BRL    69.08
PCZ SA                    10.00  4/15/2016    PLN     2.10
EFG International Fin      6.48  5/29/2018    EUR    42.06
Kaupthing Bank Hf          5.00   1/4/2027    SKK    19.38
Lehman Brothers Treas      5.00  8/16/2017    EUR    22.25
Lehman Brothers Treas      7.60  1/31/2013    AUD     4.75
Lehman Brothers Treas     12.40  6/12/2009    USD     4.75
City of Hunedoara Rom      2.43  8/15/2026    RON    70.00
Bamble Sparebank           2.42               NOK    56.60
Heta Asset Resolution      0.03  1/24/2017    EUR    64.63
Immigon Portfolioabba      4.21  1/25/2033    EUR    18.38
Muehl Product & Servi      6.75  3/10/2005    DEM     1.73
UniCredit Bank AG          4.20  9/24/2015    EUR    46.75
Immigon Portfolioabba      5.05   8/5/2030    EUR    24.00
Araratbank OJSC            8.00  6/11/2018    USD    25.36
Barclays Bank PLC          3.50   2/5/2016    EUR    60.51
BNP Paribas SA             0.50  2/13/2024    NZD    69.60
Societe Generale SA        1.04  2/28/2034    USD    67.01
UniCredit Bank AG          4.00  9/24/2015    EUR    38.59
Bank J Safra Sarasin      11.02 12/30/2015    EUR    41.43
Global PVQ SE              6.75 10/21/2015    EUR     0.56
Heta Asset Resolution      5.68   7/5/2017    EUR    64.63
SAir Group                 2.75  7/30/2004    CHF    10.75
HSBC Bank PLC              0.50   3/1/2018    RUB    74.26
Svyaznoy Bank ZAO         15.00   6/8/2018    RUB    75.00
Barclays Bank PLC          0.50  3/26/2021    MXN    73.01
Araratbank OJSC            9.00 10/20/2015    USD    25.44
HSBC Bank PLC              0.50   2/5/2018    RUB    74.91
Russian Railways JSC      17.70  9/19/2033    RUB    60.00
Immigon Portfolioabba      4.90  8/18/2025    EUR    61.30
Lehman Brothers Treas     11.00  6/29/2009    EUR     4.75
UniCredit Bank AG          4.10  9/24/2015    EUR    32.59
DekaBank Deutsche Gir      7.15 10/27/2017    EUR    50.36
Russian Railways JSC      17.90  9/20/2039    RUB     5.29
Vnesheconombank            2.00  6/18/2021    RUB    58.92
Bayerische Landesbank      5.00 10/17/2016    EUR    49.51
Republika Srpska           1.50  5/31/2025    BAM    74.25
COFIDUR SA                 0.10 12/31/2024    EUR    15.00
RSL Communications PL      9.88 11/15/2009    USD     1.25
UniCredit Bank Austri      0.44  1/22/2031    EUR    65.13
Financial Sovetnik OO     11.00  6/11/2018    RUB    59.59
Baltic Leasing OOO        13.50   9/6/2018    RUB    60.01
UniCredit Bank AG          4.00  9/24/2015    EUR    41.48
Svensk Exportkredit A      0.50  2/22/2022    ZAR    54.30
Immigon Portfolioabba      3.88  3/15/2022    EUR    44.38
Windreich GmbH             6.75   3/1/2015    EUR    10.88
Republika Srpska           9.00  9/26/2027    BAM    68.01
Heta Asset Resolution      0.20  7/28/2017    EUR    64.63
Heta Asset Resolution      0.21  8/21/2017    EUR    64.63
Heta Asset Resolution      0.26   4/2/2018    EUR    64.63
EFG International Fin      9.10  3/23/2016    USD    47.88
AKB Peresvet ZAO          13.50   9/2/2020    RUB    60.01
Svensk Exportkredit A      0.50 12/17/2027    USD    73.75
Hellas Telecommunicat      8.50 10/15/2013    EUR     0.00
Societe Generale SA        1.50 12/30/2032    USD    66.59
LBBW                       4.00  7/22/2016    EUR    57.99
Lehman Brothers Treas      1.75   2/7/2010    EUR     4.75
Lehman Brothers Treas     12.22 11/21/2017    USD     4.75
Lehman Brothers Treas      5.00  4/24/2017    EUR     4.75
Municipality Finance       0.50   8/8/2029    NZD    58.54
Credit Suisse AG/Nass      8.50  2/29/2016    USD    55.20
Leonteq Securities AG      6.00  9/29/2015    EUR    60.23
Zurcher Kantonalbank      10.90   6/3/2016    CHF    55.46
City of Predeal Roman      2.50  5/15/2026    RON    60.00
City of Siret Romania      2.75   3/1/2028    RON    60.00
Lehman Brothers Treas      4.00  4/13/2011    CHF     4.75
Leonteq Securities AG      9.40  10/8/2015    USD    68.56
Bank Julius Baer & Co     10.00  6/13/2016    USD    65.05
SG Issuer SA               5.50  4/10/2021    EUR    69.05
Svensk Exportkredit A      0.50  6/28/2022    ZAR    52.22
Leonteq Securities AG     11.00 10/31/2016    CHF    71.92
UBS AG/London              7.50 11/19/2015    CHF    38.47
Svensk Exportkredit A      0.50  4/25/2019    BRL    62.50
Barclays Bank PLC          2.30  9/13/2016    EUR    41.24
UBS AG                    12.50 12/29/2015    EUR    37.53
UniCredit Bank AG          5.25  9/24/2015    EUR    53.90
Municipality Finance       0.50  4/26/2022    ZAR    53.54
Notenstein Privatbank     12.28  10/1/2015    USD    73.06
UniCredit Bank AG          0.68 11/19/2029    EUR    70.38
Bank Julius Baer & Co     13.25 11/16/2015    USD    69.80
DZ Bank AG Deutsche Z      7.90  6/20/2016    EUR    65.10
Wlodarzewska SA            9.22  5/15/2016    PLN    35.10
Lehman Brothers Treas      3.86  9/21/2011    SGD    16.25
Lehman Brothers Treas      7.38  9/20/2008    EUR     4.75
HSBC Bank PLC              0.50   6/4/2018    IDR    74.02
SU-155 KAPITAL OOO        13.25  2/23/2016    RUB    25.10
Kaupthing Bank Hf          7.63  2/28/2015    USD    19.63
Raiffeisen-Holding Ni      5.10               EUR    62.75
Alpha Credit Group PL      1.50 12/18/2028    EUR    70.88
DZ Bank AG Deutsche Z     10.50  9/25/2015    EUR    74.52
Lehman Brothers Treas      3.20  3/19/2018    JPY     4.75
Municipality Finance       0.50 11/25/2020    ZAR    63.75
Credit Suisse AG/Nass      8.00   2/8/2016    USD    53.52
Svensk Exportkredit A      0.50  8/28/2020    TRY    57.01
MirLand Development C      7.21  5/31/2020    ILS    31.50
Societe Generale SA        5.99   2/9/2016    USD    67.70
Eksportfinans ASA          0.25  7/14/2033    CAD    14.25
Glitnir HF                 6.69  6/15/2016    USD     0.02
City of Baile Hercula      2.50 12/16/2020    RON    75.00
Credit Suisse AG/Lond      7.00  2/16/2016    USD    69.77
UniCredit Bank AG          4.00  9/24/2015    EUR    57.29
Credit Suisse AG/Lond      7.80  7/16/2025    USD     9.65
Kommunekredit              0.50  9/19/2019    BRL    61.82
SAir Group                 5.13   3/1/2003    CHF    11.00
Fonciere Volta SA          4.50  7/30/2020    EUR     2.28
Credit Suisse AG/Nass      5.00   6/6/2016    CHF    73.34
Nordea Bank Finland A      8.00  9/10/2016    SEK    71.70
Credit Suisse/New Yor     12.50  9/21/2020    USD    60.59
Heta Asset Resolution      4.40  6/20/2017    EUR    64.63
Municipality Finance       0.50  5/31/2022    ZAR    52.55
LBBW                       3.75 10/27/2017    EUR    45.79
PCZ SA                    11.00 10/31/2015    PLN     1.02
LBI HF                     7.43               USD     0.00
Immigon Portfolioabba      5.21  2/13/2026    EUR    32.88
Leasing-Experts SA         9.00   6/5/2016    PLN    38.00
UBS AG                    14.75 12/29/2015    EUR    57.69
Province of Treviso I      0.05 12/31/2034    EUR    62.97
Totens Sparebank           2.75               NOK    53.53
Immigon Portfolioabba      5.00 12/12/2018    EUR    73.00
Maritime Joint Stock      12.00   3/9/2016    RUB    60.03
Lehman Brothers Treas      7.80  3/31/2018    USD     4.75
Lehman Brothers Treas      2.50  8/15/2012    CHF     4.75
Vontobel Financial Pr      7.00  2/26/2016    EUR    46.97
Raiffeisen Centrobank      7.25  9/26/2016    EUR    45.12
Russlavbank AKB ZAO       12.25  7/30/2018    RUB    70.00
Municipality Finance       0.50   2/7/2018    BRL    74.67
Leonteq Securities AG     21.00   3/9/2016    USD    67.09
UBS AG/London              6.50  6/10/2016    USD    60.68
Raiffeisenverband Sal      0.01  2/28/2031    EUR    73.96
Lehman Brothers Treas      5.00 10/24/2008    CHF     4.75
Grong Sparebank            4.48               NOK    70.75
EFG International Fin      6.00 11/30/2017    EUR    25.60
Municipality Finance       0.50  6/19/2024    ZAR    45.25
DekaBank Deutsche Gir      3.90  5/18/2016    EUR    62.11
Bank Julius Baer & Co      7.90 11/20/2015    USD    40.85
JP Morgan Structured       8.70 11/25/2015    USD    54.44
Bank Julius Baer & Co     10.20 11/13/2015    USD    43.90
Leonteq Securities AG     18.00   2/9/2016    CHF    56.93
HSBC Bank PLC              0.50  2/24/2023    AUD    75.00
HSBC Bank PLC              0.50  12/8/2026    AUD    58.57
UTair-Finans OOO           9.50  7/21/2016    RUB    20.15
Norddeutsche Landesba      4.75   6/3/2016    EUR    57.78
Driver & Bengsch AG        8.50 12/31/2027    EUR     0.00
Immigon Portfolioabba      5.03  6/11/2019    EUR    68.50
BNP Paribas SA             0.50 11/16/2032    MXN    33.96
URALSIB Leasing Co OO     10.50 12/18/2015    RUB    65.94
Norddeutsche Landesba      5.00   6/3/2016    EUR    52.10
HSBC Bank PLC              0.50   6/9/2023    MXN    65.47
Leonteq Securities AG      6.89 12/30/2015    USD    66.05
Lehman Brothers Treas      7.59 11/22/2009    MXN    22.25
Lehman Brothers Treas      4.00  7/27/2011    EUR     4.75
Ofoten Sparebank           2.50               NOK    72.15
UBS AG                    16.00  9/25/2015    EUR    55.38
Veniti SA                  9.70  3/28/2016    PLN    70.00
Svensk Exportkredit A      0.50  6/29/2029    AUD    67.90
EFG International Fin      8.99   9/4/2017    EUR    59.55
Banque Cantonale Vaud      8.20   3/3/2016    USD    52.05
Leonteq Securities AG      7.35  3/23/2016    EUR    70.09
BNP Paribas Emissions     13.00  6/23/2016    EUR    67.09
Vontobel Financial Pr      7.00  4/22/2016    EUR    65.88
Landesbank Hessen-Thu      5.10  4/15/2016    EUR    48.30
Heta Asset Resolution      0.08   8/1/2017    EUR    64.63
IFK Soyuz OAO             14.00  7/18/2028    RUB    60.01
Russian Post FGUP          8.70 10/18/2019    RUB    60.02
Leonteq Securities AG     13.40 12/29/2015    USD    67.44
HSBC Bank PLC              0.50 12/20/2018    RUB    67.85
Bank Julius Baer & Co     12.50  6/20/2016    USD    57.30
Immigon Portfolioabba      1.31   2/8/2019    EUR    62.63
Glitnir HF                 5.86  7/28/2016    GBP    27.13
Lehman Brothers Treas      8.25   2/3/2016    EUR     4.75
HSBC Trinkaus & Burkh     12.00  9/25/2015    EUR    49.87
Bank Julius Baer & Co     14.20 12/18/2015    USD    60.35
UBS AG/London              6.50  8/12/2016    CHF    73.06
Kommunalbanken AS          0.50  2/23/2018    BRL    74.50
UniCredit Bank AG          4.00  9/24/2015    EUR    48.27
HSBC Bank PLC              0.50 12/29/2026    AUD    70.34
Aeroexpress OOO           11.00  1/13/2017    RUB    60.12
UniCredit Bank AG          4.00 10/14/2019    EUR    49.21
Polyplast OAO/Moscow      15.90   6/6/2018    RUB    62.03
SAir Group                 5.50  7/23/2003    CHF    11.00
Bank UralSib OJSC         14.00  8/25/2017    RUB    61.01
RSL Communications PL      9.13   3/1/2008    USD     1.25
Lehman Brothers Treas      6.60   2/9/2009    EUR     4.75
Oberoesterreichische       0.30  4/25/2042    EUR    47.38
ECA                        2.50   1/1/2018    EUR    11.97
LBBW                       5.00  9/25/2015    EUR    58.76
Credit Suisse AG/Nass      8.50  10/8/2015    USD    62.42
UniCredit Bank AG          4.00  9/24/2015    EUR    68.91
UniCredit Bank AG          4.00  9/24/2015    EUR    39.93
Credit Suisse AG/Nass      7.13 12/21/2015    CHF    74.20
UniCredit Bank AG          6.00  9/24/2015    EUR    72.84
Svensk Exportkredit A      0.50  6/26/2019    TRY    64.54
Housing Financing Fun      2.70   1/1/2020    ISK    69.70
HSBC Trinkaus & Burkh     11.00  9/23/2016    EUR    66.09
DZ Bank AG Deutsche Z     16.00  3/29/2016    EUR    58.70
Leonteq Securities AG      5.14   7/6/2016    EUR    65.10
Rosselkhozbank OJSC       12.50 11/27/2018    RUB    60.03
Municipality Finance       0.50  2/22/2019    IDR    68.28
Municipality Finance       4.60  5/14/2020    IDR    74.41
Raiffeisen Centrobank      6.88  3/30/2017    EUR    52.69
UBS AG                    16.75 12/23/2016    EUR    63.34
UBS AG                    14.50 12/23/2016    EUR    55.22
UBS AG                    16.00 12/23/2016    EUR    43.54
UBS AG                    12.50  9/25/2015    EUR    62.10
Glitnir HF                10.00  6/28/2017    USD    27.13
Immigon Portfolioabba      5.21  12/6/2022    EUR    45.13
Credit Suisse AG/Lond      2.75  1/29/2019    SEK    49.00
Societe Generale SA        0.50   4/3/2023    RUB    42.06
Lehman Brothers Treas     10.44 11/22/2008    CHF     4.75
Lehman Brothers Treas      2.00  6/28/2011    EUR     4.75
Lehman Brothers Treas      5.25   4/1/2023    EUR     4.75
Lehman Brothers Treas      5.00 11/22/2012    EUR     4.75
Glitnir HF                 5.24 12/22/2010    USD    27.13
Glitnir HF                 5.44 12/22/2015    USD    27.13
EFG International Fin      7.20  2/25/2019    EUR    60.24
Leonteq Securities AG      9.50   9/8/2016    USD    57.16
Deutsche Bank AG           8.20  6/21/2016    EUR    74.40
MirLand Development C      8.50  8/31/2016    ILS    38.00
Municipality Finance       0.50  3/17/2025    CAD    73.58
Lehman Brothers Treas      8.60  7/31/2013    GBP     4.75
Lehman Brothers Treas      4.05  9/16/2008    EUR     4.75
Bank J Safra Sarasin       5.75 12/17/2015    CHF    54.68
EFG International Fin     11.12 12/12/2016    USD    65.55
Republika Srpska           1.50  9/25/2026    BAM    71.00
Lehman Brothers Treas     10.00  6/11/2038    JPY     4.75
Municipality Finance       0.25  6/28/2040    CAD    28.34
Lehman Brothers Treas      5.00   8/1/2025    EUR     4.75
LBI HF                     7.20  4/27/2026    EUR     0.01
Glitnir HF                 6.84 12/15/2015    EUR     0.02
Lehman Brothers Treas      4.60   7/6/2016    EUR     4.77
Lehman Brothers Treas      5.10  6/22/2046    EUR     4.75
Lehman Brothers Treas      8.50   7/5/2016    EUR    22.25
Bank Julius Baer & Co     10.00  8/12/2016    EUR    72.70
Bank Nederlandse Geme      0.50  6/22/2021    ZAR    59.04
BNP Paribas SA             0.50  9/29/2029    AUD    60.08
Bank Julius Baer & Co     10.00 10/16/2015    USD    68.40
Commerzbank AG             3.00  9/21/2015    EUR    74.26
Leonteq Securities AG     11.20 12/29/2015    CHF    49.40
SAir Group                 6.25 10/27/2002    CHF    12.50
Municipality Finance       0.50  5/29/2018    BRL    72.21
Union Technologies In      0.10   1/1/2020    EUR    16.00
NIBC Bank NV              25.98   5/7/2029    EUR    64.97
Polbrand sp zoo           11.00   1/4/2016    PLN    70.00
EFG International Fin      7.00 11/27/2019    EUR    72.88
UBS AG/London             14.00 11/26/2015    CHF    71.14
UBS AG/London              8.48  11/3/2015    CHF    52.95
Bank Julius Baer & Co      9.75 11/13/2015    USD    59.60
Societe Generale SA        0.50   4/4/2024    MXN    59.79
LBBW                       5.60 11/27/2015    EUR    74.58
Societe Generale SA        5.10   9/5/2017    EUR    55.27
Vontobel Financial Pr      5.00   5/6/2016    EUR    67.90
Whale Finance LLC          8.75  3/13/2019    RUB    60.00
Notenstein Finance Gu      7.00 10/23/2015    USD    37.27
EFG International Fin      6.26   5/7/2018    EUR    72.52
Notenstein Finance Gu      7.19   5/6/2019    EUR    61.05
SAir Group                 2.75  7/30/2004    CHF    11.13
Landesbank Hessen-Thu      5.00  4/24/2019    EUR    54.67
EFG International Fin      7.20  6/26/2017    GBP    64.06
Lehman Brothers Treas      6.00  2/14/2012    EUR     4.75
Lehman Brothers Treas     15.00  3/30/2011    EUR     4.75
Credit Suisse AG/Nass      6.50  12/7/2015    EUR    55.26
Central European Esta      7.80 11/10/2015    ILS     7.25
Lehman Brothers Treas      4.00 10/12/2010    USD     4.75
MirLand Development C      6.00 11/30/2017    ILS    33.80
Lehman Brothers Treas      4.00  7/20/2012    EUR     4.75
Kaupthing Bank Hf          3.75  2/15/2024    ISK    19.63
Lehman Brothers Treas      4.60 10/11/2017    ILS    22.25
Lehman Brothers Treas      3.50 12/20/2027    USD     4.75
Lehman Brothers Treas      6.30 12/21/2018    USD     4.75
Lloyds Bank PLC            0.50  7/26/2028    MXN    40.73
Leonteq Securities AG     12.10 10/22/2015    USD    22.41
Municipality Finance       4.20  3/26/2020    IDR    73.56
Lehman Brothers Treas      3.50  6/20/2011    EUR     4.75
Lehman Brothers Treas     10.60  4/22/2014    MXN     4.75
Lehman Brothers Treas     13.50   6/2/2009    USD     4.75
Lehman Brothers Treas      4.68 12/12/2045    EUR     4.75
Zapsibcombank OAO         14.85 12/12/2019    RUB    75.00
Nesset Sparebank           2.56               NOK    58.66
Lehman Brothers Treas     11.00   7/4/2011    CHF     4.75
Bank Julius Baer & Co     10.00  2/26/2016    USD    55.20
Bank Julius Baer & Co     13.20  2/26/2016    USD    68.15
HSBC Trinkaus & Burkh     13.80  9/25/2015    EUR    65.22
DZ Bank AG Deutsche Z      6.50 12/28/2015    EUR    55.94
Bank Julius Baer & Co      8.20  8/29/2016    CHF    61.85
DekaBank Deutsche Gir      3.73  2/26/2016    EUR    68.64
DZ Bank AG Deutsche Z      3.75  9/25/2015    EUR    69.73
Province of Treviso I      0.28 12/31/2034    EUR    65.98
LBI HF                     3.45 12/18/2033    JPY     0.01
Lehman Brothers Treas      1.28  11/6/2010    JPY    22.25
Bank Julius Baer & Co      6.80   1/6/2016    EUR    67.30
Leonteq Securities AG     12.00   3/9/2016    CHF    47.92
Bank J Safra Sarasin       5.00  5/26/2016    CHF    67.68
Vontobel Financial Pr      6.00  5/27/2016    EUR    60.32
Dresdner Bank AG           0.65 11/19/2029    EUR    61.25
Immigon Portfolioabba      1.52  2/19/2018    EUR    73.63
Immigon Portfolioabba      4.50 10/21/2020    EUR    56.38
Lehman Brothers Treas      5.75  6/15/2009    CHF     4.75
Lehman Brothers Treas      5.50  6/15/2009    CHF     4.75
UBS AG/London              9.25 12/10/2015    CHF    56.21
Agrokompleks OOO          15.00  7/29/2019    RUB    61.00
Przedsiebiorstwo Prod      9.01  3/31/2016    PLN    50.00
HSBC Bank PLC              0.50 10/30/2018    IDR    70.79
B&N Bank JSC              18.00  1/18/2021    RUB    62.63
JP Morgan Structured      12.00 11/24/2021    ZMW
Bank Julius Baer & Co     11.00 10/14/2015    CHF    47.50
UBS AG/London              7.50 10/15/2015    CHF    49.64
Bank Julius Baer & Co     14.20 10/28/2015    CHF    51.95
JP Morgan Structured      12.20  9/30/2015    USD    56.75
DeltaCredit Bank          10.55   6/5/2024    RUB    60.01
HSBC Bank PLC              0.50  7/30/2027    NZD    49.47
Lehman Brothers Treas      4.20  12/3/2008    HKD    16.25
Lehman Brothers Treas      6.72 12/29/2008    EUR     4.75
Lehman Brothers Treas      8.88  1/28/2011    HKD    22.25
B&N Bank JSC              14.00  12/2/2020    RUB    60.82
Bank Julius Baer & Co      6.00  7/21/2016    CHF    73.90
Bank Julius Baer & Co      9.50 11/20/2015    USD    74.70
Bank Julius Baer & Co      8.20 11/20/2015    USD    71.20
Bank Julius Baer & Co      6.50 11/27/2015    EUR    60.75
Bank Julius Baer & Co      6.50  12/4/2015    EUR    39.35
UBS AG/London              5.50  7/10/2017    CHF    67.25
Bank Julius Baer & Co      6.50 11/11/2015    CHF    71.55
Bank Julius Baer & Co     13.70 11/11/2015    CHF    56.45
UBS AG/London              8.25  9/25/2015    EUR    37.11
Bank Julius Baer & Co      9.75 11/13/2015    USD    55.25
Arizk                      3.00 12/20/2030    RUB    37.43
Lehman Brothers Treas      7.60  3/26/2009    EUR     4.75
Bank Julius Baer & Co      9.00  1/29/2016    EUR    72.20
Commerzbank AG             3.00  9/15/2016    EUR    65.40
Leonteq Securities AG     20.00  2/23/2016    USD    46.66
Klaebu Sparebank           2.46               NOK    67.37
Western High-Speed Di      9.15   2/6/2032    RUB    58.01
Bank Julius Baer & Co      9.00  10/8/2015    CHF    39.45
Credit Suisse AG/Nass      7.00 10/29/2015    CHF    66.95
Leonteq Securities AG      5.20  10/6/2015    USD    74.33
HSBC Bank PLC              0.50  5/31/2019    IDR    66.49
Societe Generale SA        0.50  5/22/2024    MXN    59.14
Leonteq Securities AG      5.70  12/3/2015    USD    38.27
2C Partners SA             9.50  3/17/2017    PLN    68.90
Immigon Portfolioabba      1.37  1/28/2019    EUR    63.13
Global PVQ Netherland      5.75  5/26/2014    EUR    27.25
Zurcher Kantonalbank       3.76  1/25/2016    CHF    48.23
DekaBank Deutsche Gir      9.60  7/29/2016    EUR    50.95
Credit Suisse AG/Lond      6.51  4/21/2016    USD    71.35
Lehman Brothers Treas      2.30  4/28/2014    JPY     4.75
LBI HF                     5.08   3/1/2013    ISK     8.50
UniCredit Bank AG          5.40  6/30/2017    EUR    60.42
Bank Julius Baer & Co      9.40 10/14/2016    EUR    71.55
Lehman Brothers Treas      4.69  2/19/2017    EUR     4.75
Kommunalbanken AS          0.50  8/15/2018    BRL    72.50
Glitnir HF                 4.75 10/15/2010    USD    27.13
Lehman Brothers Treas      7.00 11/28/2008    CHF     4.75
LBBW                       3.00  6/23/2017    EUR    69.70
Lehman Brothers Treas      4.10  6/10/2014    SGD    16.25
Lehman Brothers Treas     10.00  2/16/2009    CHF     4.75
Immigon Portfolioabba      1.80  5/24/2018    EUR    71.25
Lehman Brothers Treas      0.80 12/30/2016    EUR     4.75
Lehman Brothers Treas     10.00 10/22/2008    USD     4.75
Lehman Brothers Treas     16.20  5/14/2009    USD     4.75
Haltdalen Sparebank        2.55               NOK    56.91
LBBW                       4.80  7/22/2016    EUR    42.74
Commerzbank AG             7.00  2/26/2016    EUR    71.84
Vontobel Financial Pr     15.45 12/23/2016    EUR    71.42
Vontobel Financial Pr      6.40  9/25/2015    EUR    40.39
BNP Paribas Emissions      9.00  9/22/2016    EUR    56.56
Commerzbank AG             8.00  6/23/2016    EUR    42.91
Vontobel Financial Pr      5.00  9/23/2016    EUR    37.98
Commerzbank AG             7.25  6/23/2016    EUR    58.40
DZ Bank AG Deutsche Z      6.75  6/20/2016    EUR    70.04
UBS AG/London              6.00   6/3/2016    EUR    69.11
Credit Suisse AG/Nass      8.25  5/20/2016    USD    70.49
Immigon Portfolioabba      0.97   3/1/2021    EUR    42.75
Lehman Brothers Treas      7.50  9/13/2009    CHF     4.75
Glitnir HF                 6.31  7/28/2011    USD    27.13
Commerzbank AG            11.25  6/23/2016    EUR    62.96
Deutsche Bank AG           5.20  7/20/2016    EUR    66.10
Deutsche Bank AG           5.20 10/21/2015    EUR    53.70
Barclays Bank PLC          1.64   6/3/2041    USD    69.58
Priam JSC                 10.50  12/3/2026    RUB    60.00
Bank Julius Baer & Co     10.00 10/23/2015    EUR    42.75
Municipality Finance       0.50  4/16/2018    BRL    73.59
UBS AG                    10.37 10/23/2015    USD    10.00
Credit Suisse AG/Nass     14.00  5/12/2016    USD    71.98
Vontobel Financial Pr      7.05  9/25/2015    EUR    61.47
Credit Suisse AG/Lond      8.00 11/24/2015    USD    66.53
Piraeus Group Finance      5.00  3/27/2017    EUR    46.30
Societe Generale Effe      5.32   7/1/2016    EUR    73.29
Societe Generale Effe      7.10   7/1/2016    EUR    70.58
Landesbank Hessen-Thu      4.25  5/27/2016    EUR    59.70
UBS AG                    11.50  6/24/2016    EUR    73.65
LBBW                       4.00  9/25/2015    EUR    61.63
Norddeutsche Landesba      3.50   1/4/2016    EUR    46.44
UBS AG                     5.50 12/29/2015    EUR    53.37
Immigon Portfolioabba      3.50  3/20/2018    EUR    73.75
HSBC Trinkaus & Burkh      7.50  9/25/2015    EUR    74.75
UniCredit Bank AG          4.00  6/24/2016    EUR    40.78
Deutsche Bank AG           5.20 11/25/2015    EUR    58.10
DZ Bank AG Deutsche Z      7.75  9/21/2015    EUR    74.28
DZ Bank AG Deutsche Z     13.75  9/25/2015    EUR    67.32
DZ Bank AG Deutsche Z      5.80  9/21/2015    EUR    66.40
Vontobel Financial Pr      6.50 11/25/2016    EUR    69.93
LBBW                       4.50  3/23/2018    EUR    54.22
Goldman Sachs & Co We     24.00 12/23/2015    EUR    67.37
Vontobel Financial Pr     10.50 12/28/2015    EUR    72.05
Glitnir HF                 6.00 12/10/2009    ISK     0.02
DZ Bank AG Deutsche Z      5.50  3/29/2016    EUR    74.19
Goldman Sachs & Co We      9.00  9/21/2016    EUR    61.00
UniCredit Bank AG          7.00  6/23/2016    EUR    64.28
Lehman Brothers Treas     14.10 11/12/2008    USD     4.75
Lehman Brothers Treas      5.25   7/8/2014    EUR     4.75
Immigon Portfolioabba      5.50  8/26/2025    EUR    35.38
Lehman Brothers Treas      4.00  8/11/2010    USD    22.25
Lehman Brothers Treas      2.30   6/6/2013    USD     4.75
Lehman Brothers Treas      7.50  5/30/2010    AUD     4.75
Lehman Brothers Treas     11.00   5/9/2020    USD     4.75
Lehman Brothers Treas      4.30   6/4/2012    USD     4.75
Lehman Brothers Treas      4.00   6/5/2011    USD     4.75
LBBW                       4.45  6/24/2016    EUR    60.66
LBBW                       3.50 12/23/2016    EUR    70.97
UBS AG                    14.00 12/29/2015    EUR    70.99
UBS AG                    11.50 12/29/2015    EUR    74.89
UBS AG                     6.75  9/25/2015    EUR    43.71
UBS AG                    13.00 12/29/2015    EUR    73.90
UBS AG                     5.25  9/25/2015    EUR    53.92
UBS AG                     4.50  9/25/2015    EUR    62.91
UBS AG                     4.50  9/25/2015    EUR    53.93
UBS AG                     8.50  9/25/2015    EUR    53.92
UBS AG                    13.50 12/29/2015    EUR    64.60
Lehman Brothers Treas      6.00  5/12/2017    EUR     4.75
Lehman Brothers Treas      4.10  2/19/2010    EUR     4.75
Lehman Brothers Treas      6.60  2/22/2012    EUR     4.75
Lehman Brothers Treas      5.20  3/19/2018    EUR     4.75
Lehman Brothers Treas      5.00  2/28/2032    EUR     4.75
Lehman Brothers Treas      3.50 10/31/2011    USD     4.75
Lehman Brothers Treas      3.50 10/24/2011    USD     4.75
Bank Julius Baer & Co      7.30  1/19/2016    CHF    58.60
Bank Julius Baer & Co      7.50  1/19/2016    USD    58.35
LBBW                       4.20  7/22/2016    EUR    57.59
UBS AG                    22.50 12/29/2015    EUR    66.22
UBS AG                    21.00 12/29/2015    EUR    62.78
UBS AG                     8.50  9/25/2015    EUR    74.36
UBS AG                    21.75  9/25/2015    EUR    63.00
UBS AG                    10.00 12/29/2015    EUR    68.93
UBS AG                    24.75  9/25/2015    EUR    58.61
UBS AG                    19.25  9/25/2015    EUR    57.12
UBS AG                    20.00  9/25/2015    EUR    67.18
UBS AG                    11.50  9/25/2015    EUR    67.22
UBS AG                    20.25  9/25/2015    EUR    47.77
UBS AG                    17.25 12/29/2015    EUR    67.16
UBS AG                    23.25  9/25/2015    EUR    58.95
UBS AG                    22.50  9/25/2015    EUR    47.80
UBS AG                    12.75 12/29/2015    EUR    60.80
UBS AG                    19.75 12/29/2015    EUR    47.34
UBS AG                    23.75  9/25/2015    EUR    64.78
UBS AG                    14.50 12/29/2015    EUR    66.09
UBS AG                    20.50 12/29/2015    EUR    42.17
UBS AG                    18.25  9/25/2015    EUR    42.01
UBS AG                    17.25 12/29/2015    EUR    73.80
UBS AG                    21.00  9/25/2015    EUR    69.33
UBS AG                    23.50  9/25/2015    EUR    49.58
UBS AG                    18.50 12/29/2015    EUR    71.36
UBS AG                    15.75 12/29/2015    EUR    63.82
UBS AG                    16.25  9/25/2015    EUR    64.52
UBS AG                    20.00  9/25/2015    EUR    39.80
UBS AG                    24.75  9/25/2015    EUR    34.37
UBS AG                    24.75  9/25/2015    EUR    49.47
UBS AG                    12.00 12/29/2015    EUR    71.35
UBS AG                    19.50  9/25/2015    EUR    72.20
UBS AG                    23.25  9/25/2015    EUR    36.01
Banca di Cividale SpA      0.09  10/2/2036    EUR    61.31
Lehman Brothers Treas      4.00  5/30/2010    USD     4.75
Lehman Brothers Treas      4.00  5/17/2010    USD     4.75
Lehman Brothers Treas      2.48  5/12/2009    USD     4.75
Lehman Brothers Treas      2.25  5/12/2009    USD     4.75
Landesbank Berlin AG       5.20  11/5/2015    EUR    43.04
UBS AG                     4.75  3/29/2016    EUR    57.48
UBS AG                     9.50 12/29/2015    EUR    56.00
UBS AG                     5.00  6/24/2016    EUR    47.32
UBS AG                     6.50  9/25/2015    EUR    37.08
UBS AG                     5.25  6/24/2016    EUR    56.30
UBS AG                    12.25  9/25/2015    EUR    65.62
UBS AG                     4.50  6/24/2016    EUR    63.68
UBS AG                    13.25  6/24/2016    EUR    50.98
Vontobel Financial Pr      8.85 12/28/2015    EUR    74.48
Vontobel Financial Pr     13.30  9/25/2015    EUR    61.12
Vontobel Financial Pr      8.55 12/28/2015    EUR    53.94
Vontobel Financial Pr      5.85 12/28/2015    EUR    56.87
Vontobel Financial Pr      3.55 12/28/2015    EUR    60.43
Vontobel Financial Pr     10.65  9/25/2015    EUR    53.30
Vontobel Financial Pr      7.00  9/25/2015    EUR    57.08
Vontobel Financial Pr      4.00  9/25/2015    EUR    61.49
Vontobel Financial Pr      5.20 12/28/2015    EUR    53.40
Vontobel Financial Pr      5.15  9/25/2015    EUR    53.57
UBS AG                    11.40  12/7/2015    EUR    61.53
DZ Bank AG Deutsche Z      6.25  6/24/2016    EUR    70.10
DZ Bank AG Deutsche Z      6.00  6/24/2016    EUR    54.30
DZ Bank AG Deutsche Z      5.50 12/28/2015    EUR    73.92
DZ Bank AG Deutsche Z      7.00  6/24/2016    EUR    40.85
Zurcher Kantonalbank       9.00 12/16/2015    EUR    43.31
Lehman Brothers Treas     18.25  10/2/2008    USD     4.75
Lehman Brothers Treas      3.40  9/21/2009    HKD     4.75
Glitnir HF                 6.00 12/15/2012    GBP    27.13
Lehman Brothers Treas      1.50 10/12/2010    EUR     4.75
Lehman Brothers Treas      7.00 10/22/2010    EUR     4.75
Lehman Brothers Treas      8.00 10/23/2008    USD     4.75
MORTGAGE AGENT AHML 1      9.00   9/9/2045    RUB    72.00
Lehman Brothers Treas      6.25 11/30/2012    EUR     4.75
Lehman Brothers Treas      6.00  2/19/2023    USD     4.75
Lehman Brothers Treas      1.00  2/26/2010    USD     4.75
Lehman Brothers Treas      7.75  2/21/2016    EUR     4.75
DZ Bank AG Deutsche Z     11.75  2/26/2016    EUR    70.13
DZ Bank AG Deutsche Z     12.00  2/26/2016    EUR    62.97
Vontobel Financial Pr     10.70  3/29/2016    EUR    67.02
Vontobel Financial Pr     13.35  6/24/2016    EUR    66.32
Vontobel Financial Pr      3.15  6/24/2016    EUR    70.18
Vontobel Financial Pr     11.00  9/23/2016    EUR    67.13
Vontobel Financial Pr     14.80  9/23/2016    EUR    67.24
Vontobel Financial Pr     12.50 12/23/2016    EUR    68.02
Vontobel Financial Pr      9.50 12/23/2016    EUR    67.92
Vontobel Financial Pr      6.50 12/23/2016    EUR    68.27
Vontobel Financial Pr      4.15 12/23/2016    EUR    69.93
Lehman Brothers Treas      9.25  6/20/2012    USD     4.75
Lehman Brothers Treas      3.00   8/8/2017    EUR     4.75
Lehman Brothers Treas      5.00   9/1/2011    EUR     4.75
Lehman Brothers Treas      3.00  8/15/2017    EUR     4.75
Lehman Brothers Treas      3.50  9/19/2017    EUR     4.75
Lehman Brothers Treas      0.50  2/16/2009    EUR     4.75
Lehman Brothers Treas      4.25  3/13/2021    EUR     4.75
Lehman Brothers Treas      3.63   3/2/2012    EUR     4.75
Lehman Brothers Treas      0.75  3/29/2012    EUR     4.75
Lehman Brothers Treas      3.70   6/6/2009    EUR     4.75
Lehman Brothers Treas      4.50   3/6/2013    CHF     4.75
Lehman Brothers Treas      4.00  4/24/2009    USD     4.75
Lehman Brothers Treas      9.00  6/13/2009    USD     4.75
Lehman Brothers Treas      9.00  3/17/2009    GBP     4.75
Lehman Brothers Treas      3.85  4/24/2009    USD     4.75
Lehman Brothers Treas      7.25  10/6/2008    EUR     4.75
Lehman Brothers Treas     10.50   8/9/2010    EUR     4.75
Lehman Brothers Treas      8.00  5/22/2009    USD     4.75
Lehman Brothers Treas      4.50  7/24/2014    EUR     4.75
Leonteq Securities AG      9.00  5/18/2016    CHF    64.89
DZ Bank AG Deutsche Z      5.20 12/21/2015    EUR    62.62
DZ Bank AG Deutsche Z      7.30 12/21/2015    EUR    74.81
Vontobel Financial Pr      5.50  6/24/2016    EUR    73.36
Vontobel Financial Pr      2.85  3/29/2016    EUR    65.27
Vontobel Financial Pr      7.65  5/27/2016    EUR    60.29
DZ Bank AG Deutsche Z      6.50  4/20/2016    EUR    61.67
DZ Bank AG Deutsche Z      7.00  3/29/2016    EUR    73.18
DZ Bank AG Deutsche Z      7.00  3/29/2016    EUR    48.37
DZ Bank AG Deutsche Z      8.00  6/24/2016    EUR    71.77
DZ Bank AG Deutsche Z      6.75  3/29/2016    EUR    71.48
DZ Bank AG Deutsche Z      7.50  6/24/2016    EUR    71.70
UBS AG/London              6.00  3/11/2016    CHF    74.91
Commerzbank AG             9.00  2/25/2016    EUR    74.52
Commerzbank AG             9.00  2/25/2016    EUR    74.81
Commerzbank AG            10.00  2/25/2016    EUR    49.36
Commerzbank AG            10.75  2/25/2016    EUR    48.80
Commerzbank AG             9.75  2/25/2016    EUR    58.03
Notenstein Privatbank      7.20  9/20/2016    EUR    69.77
Vontobel Financial Pr     10.45  3/29/2016    EUR    67.17
Vontobel Financial Pr      6.60  3/29/2016    EUR    71.16
Vontobel Financial Pr     12.80 12/28/2015    EUR    65.19
Vontobel Financial Pr      7.70 12/28/2015    EUR    69.94
Vontobel Financial Pr     17.00  9/25/2015    EUR    61.63
Vontobel Financial Pr      9.30  9/25/2015    EUR    67.72
Lehman Brothers Treas      0.01  9/20/2011    USD     4.75
Lehman Brothers Treas      4.10  8/23/2010    USD     4.75
Lehman Brothers Treas      5.12  4/30/2027    EUR     4.75
UBS AG                     8.50 12/29/2015    EUR    67.59
UBS AG                     7.25 12/29/2015    EUR    67.27
UBS AG                     6.50 12/29/2015    EUR    35.82
UBS AG                     5.75  3/29/2016    EUR    41.90
UBS AG                     4.75  9/25/2015    EUR    49.44
UBS AG                     4.50  6/24/2016    EUR    50.79
UBS AG                    10.75 12/29/2015    EUR    66.46
UBS AG                    14.75  9/25/2015    EUR    52.43
UBS AG                    14.75  6/24/2016    EUR    59.59
UBS AG                    13.25  9/25/2015    EUR    31.22
UBS AG                     6.00  6/24/2016    EUR    50.54
HSBC Bank PLC              0.50  5/29/2020    IDR    60.62
Leonteq Securities AG     10.58   2/3/2017    USD    65.77
Societe Generale SA        0.50  6/12/2023    RUB    40.86
DZ Bank AG Deutsche Z      5.75  10/9/2015    EUR    73.93
DZ Bank AG Deutsche Z      6.25  10/9/2015    EUR    64.93
UBS AG                     9.50 12/22/2017    EUR    62.49
UBS AG                     5.50 12/23/2016    EUR    66.72
UBS AG                    11.75  6/24/2016    EUR    74.62
UBS AG                    20.50  6/24/2016    EUR    55.98
UBS AG                    12.00 12/23/2016    EUR    71.98
UBS AG                    11.75 12/22/2017    EUR    74.23
UBS AG                    17.00  6/24/2016    EUR    65.57
UBS AG                     7.00 12/22/2017    EUR    64.98
UBS AG                     6.75 12/23/2016    EUR    64.25
UBS AG                    20.00  3/29/2016    EUR    70.71
UBS AG                     6.00 12/23/2016    EUR    49.35
UBS AG                    12.25  3/29/2016    EUR    73.87
UBS AG                    12.75  6/24/2016    EUR    72.80
UBS AG                    12.25 12/23/2016    EUR    69.13
UBS AG                    13.00 12/23/2016    EUR    67.95
UBS AG                    11.75 12/22/2017    EUR    72.09
UBS AG                    20.25  3/29/2016    EUR    60.40
UBS AG                    13.25  3/29/2016    EUR    71.72
UBS AG                    24.25 12/29/2015    EUR    48.81
UBS AG                    12.75 12/23/2016    EUR    73.43
UBS AG                    18.75  6/24/2016    EUR    62.86
UBS AG                     8.00 12/22/2017    EUR    64.23
UBS AG                     8.75 12/22/2017    EUR    63.22
UBS AG                     4.00 12/23/2016    EUR    54.35
UBS AG                     4.50 12/23/2016    EUR    52.89
UBS AG                     5.50 12/22/2017    EUR    68.69
UBS AG                     4.75 12/22/2017    EUR    71.14
UBS AG                    12.50 12/23/2016    EUR    56.73
UBS AG                    10.25 12/22/2017    EUR    61.99
UBS AG                     9.00 12/23/2016    EUR    60.18
UBS AG                    11.75 12/22/2017    EUR    61.61
UBS AG                    10.25 12/23/2016    EUR    58.85
UBS AG                    13.00 12/22/2017    EUR    74.52
UBS AG                    18.50 12/29/2015    EUR    56.00
UBS AG                    20.00 12/29/2015    EUR    74.11
UBS AG                    12.50 12/29/2015    EUR    65.06
UBS AG                     5.75  9/25/2015    EUR    66.35
UBS AG                     4.50 12/29/2015    EUR    72.51
UBS AG                     8.00  9/25/2015    EUR    57.34
UBS AG                    22.75  9/25/2015    EUR    71.92
UBS AG                    11.00 12/29/2015    EUR    72.01
UBS AG                     5.25  9/25/2015    EUR    69.74
UBS AG                     4.50  9/25/2015    EUR    74.12
UBS AG                    20.75 12/29/2015    EUR    52.47
UBS AG                    14.50 12/29/2015    EUR    70.67
UBS AG                    12.25 12/29/2015    EUR    68.58
UBS AG                    16.50  9/25/2015    EUR    60.11
Societe Generale SA        0.50  4/30/2023    RUB    41.50
UBS AG                    13.50  9/25/2015    EUR    66.79
UBS AG                     9.50 12/29/2015    EUR    73.10
UBS AG                    19.75 12/29/2015    EUR    58.66
UBS AG                    20.50 12/29/2015    EUR    50.27
UBS AG                    19.75 12/29/2015    EUR    54.18
UBS AG                    23.00  9/25/2015    EUR    46.88
UBS AG                    22.75 12/29/2015    EUR    53.14
UBS AG                    13.50 12/29/2015    EUR    65.46
UBS AG                     6.50  9/25/2015    EUR    63.05
UBS AG                     5.25 12/29/2015    EUR    68.28
UBS AG                    24.25  9/25/2015    EUR    59.60
UBS AG                    22.75 12/29/2015    EUR    61.39
UBS AG                     5.75 12/29/2015    EUR    65.57
UBS AG                     7.75 12/29/2015    EUR    57.38
UBS AG                    12.25  9/25/2015    EUR    67.85
UBS AG                     9.75  9/25/2015    EUR    52.28
UBS AG                    18.00  9/25/2015    EUR    63.83
UBS AG                    11.25 12/29/2015    EUR    67.99
UBS AG                    10.00  9/25/2015    EUR    73.66
UBS AG                     6.50 12/29/2015    EUR    62.60
UBS AG                    14.75  9/25/2015    EUR    41.85
UBS AG                    11.75 12/29/2015    EUR    72.70
UBS AG                     7.00 12/29/2015    EUR    65.17
UBS AG                     9.75  9/25/2015    EUR    54.98
UBS AG                    24.25  9/25/2015    EUR    32.06
UBS AG                    12.75 12/29/2015    EUR    74.91
UBS AG                    22.25 12/29/2015    EUR    56.64
UBS AG                    21.25 12/29/2015    EUR    62.80
UBS AG                    18.25  9/25/2015    EUR    67.13
UBS AG                    12.00 12/29/2015    EUR    50.65
UBS AG                    23.25  9/25/2015    EUR    64.69
UBS AG                    22.25 12/29/2015    EUR    55.66
UBS AG                    24.75  9/25/2015    EUR    45.27
UBS AG                    18.00 12/29/2015    EUR    73.93
UBS AG                    23.25  9/25/2015    EUR    64.63
UBS AG                    22.50  9/25/2015    EUR    62.33
UBS AG                    19.50 12/29/2015    EUR    65.11
UBS AG                    16.50  9/25/2015    EUR    54.65
UBS AG                     5.25  9/25/2015    EUR    73.28
UBS AG                    23.50  9/25/2015    EUR    26.07
UBS AG                    22.75  9/25/2015    EUR    56.67
UBS AG                     6.25 12/29/2015    EUR    67.72
UBS AG                    17.00  9/25/2015    EUR    68.00
UBS AG                    14.00  9/25/2015    EUR    67.89
UBS AG                    11.00  9/25/2015    EUR    65.06
UBS AG                    24.50  9/25/2015    EUR    55.78
UBS AG                    21.75 12/29/2015    EUR    60.69
UBS AG                    16.25 12/29/2015    EUR    67.05
UBS AG                    15.25 12/29/2015    EUR    70.06
UBS AG                    15.25 12/29/2015    EUR    74.07
UBS AG                    18.50  9/25/2015    EUR    65.83
UBS AG                    20.00 12/29/2015    EUR    59.23
UBS AG                    24.00 12/29/2015    EUR    61.68
UBS AG                    21.50 12/29/2015    EUR    67.37
UBS AG                    23.25 12/29/2015    EUR    63.43
UBS AG                    20.00  9/25/2015    EUR    72.68
UBS AG                    17.00 12/29/2015    EUR    70.15
UBS AG                    20.75 12/29/2015    EUR    66.40
UBS AG                     5.75 12/29/2015    EUR    70.56
UBS AG                    15.00 12/29/2015    EUR    71.02
UBS AG                    17.50  9/25/2015    EUR    40.51
UBS AG                    24.25  9/25/2015    EUR    59.22
UBS AG                    12.50 12/29/2015    EUR    61.79
UBS AG                     9.50 12/29/2015    EUR    56.80
UBS AG                    23.00 12/29/2015    EUR    47.79
UBS AG                    16.50  9/25/2015    EUR    71.10
UBS AG                    11.25 12/29/2015    EUR    64.13
UBS AG                     5.25 12/29/2015    EUR    73.66
Barclays Bank PLC          4.17   1/5/2017    EUR    29.51
Barclays Bank PLC          4.17   1/5/2017    EUR    42.32
LBBW                       3.25  6/23/2017    EUR    68.04
Lehman Brothers Treas      2.50 12/15/2011    GBP     4.75
Lehman Brothers Treas      4.00 11/24/2016    EUR     4.75
Lehman Brothers Treas     11.00 12/19/2011    USD     4.75
Province of Teramo It      0.15 12/30/2030    EUR    69.69
Province of Brescia I      0.52 12/22/2036    EUR    64.53
Lehman Brothers Treas      6.00 12/30/2017    EUR     4.75
Immigon Portfolioabba      5.10   7/5/2022    EUR    47.13
Lehman Brothers Treas     13.00  7/25/2012    EUR     4.75
Lehman Brothers Treas     10.00   8/2/2037    JPY     4.75
Lehman Brothers Treas      2.50  8/23/2012    GBP     4.75
Sparebanken Din            2.41               NOK    73.94
Drangedal Sparebank        2.35               NOK    71.34
Lehman Brothers Treas      3.00  8/13/2011    EUR     4.75
Lehman Brothers Treas      6.00  9/20/2011    EUR     4.75
Lehman Brothers Treas      4.60  11/9/2011    EUR    22.25
Lehman Brothers Treas      4.80 11/16/2012    HKD     4.75
Lehman Brothers Treas      5.50 11/30/2012    CZK     4.75
Lehman Brothers Treas      6.00 10/30/2012    USD     4.75
Lehman Brothers Treas     16.00  10/8/2008    CHF     4.75
Immigon Portfolioabba      5.23  12/5/2022    EUR    45.25
Lehman Brothers Treas      3.00  12/3/2012    EUR     4.75
Lehman Brothers Treas      8.80 12/27/2009    EUR     4.75
Glitnir HF                 7.32 12/19/2012    USD    27.13
Lehman Brothers Treas     11.00 12/20/2017    AUD     4.75
Lehman Brothers Treas     11.00 12/20/2017    AUD     4.75
Immigon Portfolioabba      5.25 12/20/2022    EUR    45.13
Lehman Brothers Treas      4.00   1/4/2011    USD     4.75
Lehman Brothers Treas      0.50 12/20/2017    AUD     4.75
Lehman Brothers Treas      0.50 12/20/2017    AUD    16.25
Lehman Brothers Treas      0.50 12/20/2017    AUD     4.75
Lehman Brothers Treas      0.50 12/20/2017    AUD     4.75
Lehman Brothers Treas      0.50 12/20/2017    AUD     4.75
Lehman Brothers Treas      9.30 12/21/2010    EUR     4.75
Province of Milan Ita      0.05 12/20/2042    EUR    53.33
Lehman Brothers Treas      8.00 12/31/2010    USD     4.75
Lehman Brothers Treas      0.50 12/20/2017    USD     4.75
Lehman Brothers Treas      0.50 12/20/2017    USD     4.75
Lehman Brothers Treas      0.50 12/20/2017    USD     4.75
Lehman Brothers Treas      0.50 12/20/2017    USD     4.75
Lehman Brothers Treas      5.38   2/4/2014    USD     4.75
Lehman Brothers Treas     11.00  2/16/2009    CHF     4.75
Leonteq Securities AG      7.28  1/29/2016    EUR    73.80
LBBW                       3.55  6/23/2017    EUR    64.71
UBS AG                     8.50  3/29/2016    EUR    59.45
UBS AG                    24.00 12/29/2015    EUR    46.73
UBS AG                    19.25  3/29/2016    EUR    53.77
UBS AG                    19.75  6/24/2016    EUR    54.57
UBS AG                    18.00  6/24/2016    EUR    56.55
UBS AG                    17.50  3/29/2016    EUR    68.47
UBS AG                    10.00  3/29/2016    EUR    56.66
UBS AG                    25.00  9/25/2015    EUR    65.39
UBS AG                     4.50  6/24/2016    EUR    53.02
UBS AG                    17.50  6/24/2016    EUR    38.20
UBS AG                    21.75  3/29/2016    EUR    33.94
UBS AG                    24.50  9/25/2015    EUR    52.40
UBS AG                    24.50 12/29/2015    EUR    52.06
UBS AG                    22.00 12/29/2015    EUR    52.15
UBS AG                    19.75  3/29/2016    EUR    56.59
UBS AG                    22.50 12/29/2015    EUR    61.86
UBS AG                    11.75  6/24/2016    EUR    73.29
UBS AG                    24.75  9/25/2015    EUR    45.99
UBS AG                    23.75 12/29/2015    EUR    42.99
UBS AG                    19.75  6/24/2016    EUR    74.82
UBS AG                    22.25  3/29/2016    EUR    43.73
UBS AG                    20.00 12/29/2015    EUR    47.27
UBS AG                     6.75  3/29/2016    EUR    47.14
UBS AG                    24.50  9/25/2015    EUR    69.92
UBS AG                    22.75  9/25/2015    EUR    42.52
UBS AG                    22.50 12/29/2015    EUR    71.46
UBS AG                     6.00  3/29/2016    EUR    48.56
UBS AG                    21.25  3/29/2016    EUR    56.23
UBS AG                     8.75  3/29/2016    EUR    43.51
UBS AG                     5.00  6/24/2016    EUR    51.22
UBS AG                    25.00 12/29/2015    EUR    38.77
UBS AG                    25.00  9/25/2015    EUR    48.06
UBS AG                    14.00  3/29/2016    EUR    68.12
UBS AG                    23.00 12/29/2015    EUR    49.77
UBS AG                    12.25  6/24/2016    EUR    74.33
UBS AG                    24.25 12/29/2015    EUR    54.43
UBS AG                     6.25  6/24/2016    EUR    48.31
UBS AG                    16.50  6/24/2016    EUR    38.69
UBS AG                    13.00  6/24/2016    EUR    70.33
UBS AG                     4.75  6/24/2016    EUR    68.63
UBS AG                    14.00  6/24/2016    EUR    67.58
UBS AG                     8.50  3/29/2016    EUR    73.55
UBS AG                    21.25  3/29/2016    EUR    51.42
UBS AG                     8.50  6/24/2016    EUR    73.97
UBS AG                     7.25  6/24/2016    EUR    61.64
UBS AG                    15.50  6/24/2016    EUR    72.32
UBS AG                     6.00  6/24/2016    EUR    64.91
UBS AG                    16.75  6/24/2016    EUR    49.59
UBS AG                     4.75  3/29/2016    EUR    51.99
UBS AG                    24.50 12/29/2015    EUR    29.14
UBS AG                     6.75  6/24/2016    EUR    46.97
UBS AG                     4.25  3/29/2016    EUR    54.04
UBS AG                    21.00  3/29/2016    EUR    73.25
UBS AG                     9.50  3/29/2016    EUR    70.66
UBS AG                    13.50  6/24/2016    EUR    40.16
UBS AG                    23.50 12/29/2015    EUR    33.09
UBS AG                     5.25  3/29/2016    EUR    50.13
UBS AG                    21.75 12/29/2015    EUR    49.52
UBS AG                    22.50 12/29/2015    EUR    70.70
UBS AG                    12.50  3/29/2016    EUR    73.85
UBS AG                    23.75 12/29/2015    EUR    68.60
UBS AG                    18.75  3/29/2016    EUR    58.40
UBS AG                    11.50  6/24/2016    EUR    41.46
UBS AG                    17.25  6/24/2016    EUR    61.53
UBS AG                     4.25  3/29/2016    EUR    70.77
UBS AG                     5.50  3/29/2016    EUR    66.42
UBS AG                    13.25  3/29/2016    EUR    52.36
UBS AG                    13.00  6/24/2016    EUR    53.12
UBS AG                    12.75  3/29/2016    EUR    71.48
UBS AG                    21.50  3/29/2016    EUR    59.22
UBS AG                    23.75 12/29/2015    EUR    54.11
UBS AG                     9.50  6/24/2016    EUR    71.47
UBS AG                     7.00  3/29/2016    EUR    62.69
UBS AG                    10.25  6/24/2016    EUR    56.78
UBS AG                     8.75  6/24/2016    EUR    59.00
UBS AG                    10.25  6/24/2016    EUR    42.69
UBS AG                    11.75  6/24/2016    EUR    54.93
UBS AG                    16.25  6/24/2016    EUR    63.32
UBS AG                    11.75  3/29/2016    EUR    54.40
UBS AG                     5.75  6/24/2016    EUR    49.78
UBS AG                    13.25  6/24/2016    EUR    63.70
LBBW                       4.00  2/26/2016    EUR    51.21
LBBW                       5.00  2/26/2016    EUR    48.53
LBBW                       3.00  2/26/2016    EUR    72.13
LBBW                       4.00  2/26/2016    EUR    68.24
LBBW                       5.00  2/26/2016    EUR    65.17
UBS AG                     7.00  6/24/2016    EUR    42.68
UBS AG                    13.25 12/29/2015    EUR    52.51
UBS AG                     8.75  9/25/2015    EUR    66.17
UBS AG                    10.25  3/29/2016    EUR    48.28
UBS AG                     5.75  6/24/2016    EUR    47.88
UBS AG                     6.75  9/25/2015    EUR    44.12
UBS AG                     5.25 12/29/2015    EUR    51.57
UBS AG                     6.50  3/29/2016    EUR    37.46
UBS AG                     6.75  9/25/2015    EUR    72.55
UBS AG                     5.50  3/29/2016    EUR    51.15
UBS AG                    11.75  6/24/2016    EUR    45.76
HSBC Bank PLC              0.50  7/30/2019    IDR    65.29
Lehman Brothers Treas      0.25 10/19/2012    CHF     4.75
Lehman Brothers Treas      1.68   3/5/2015    EUR     4.75
Lehman Brothers Treas     13.50 11/28/2008    USD     4.75
Lehman Brothers Treas      9.00  5/15/2022    USD     4.75
Lehman Brothers Treas      6.75   4/5/2012    EUR     4.75
Lehman Brothers Treas      7.39   5/4/2017    USD     4.75
Lehman Brothers Treas      4.25  5/15/2010    EUR     4.75
Lehman Brothers Treas      3.35 10/13/2016    EUR     4.75
Immigon Portfolioabba      4.80   5/9/2025    EUR    33.75
Lehman Brothers Treas      6.00  5/23/2018    CZK     4.75
Notenstein Privatbank      7.40 10/31/2016    CHF    43.71
LBBW                       5.00 10/23/2015    EUR    62.70
LBBW                       3.50 10/23/2015    EUR    53.34
LBBW                       4.50 10/23/2015    EUR    49.37
LBBW                       5.50 10/23/2015    EUR    46.55
LBBW                       4.00 10/23/2015    EUR    71.22
LBBW                       5.00 10/23/2015    EUR    67.04
LBBW                       3.30 12/23/2016    EUR    54.66
UBS AG                    14.25  9/25/2015    EUR    34.18
UBS AG                    14.75 12/29/2015    EUR    73.09
UBS AG                    13.50 12/29/2015    EUR    71.31
UBS AG                     7.50  9/25/2015    EUR    45.89
UBS AG                     6.75  9/25/2015    EUR    47.87
UBS AG                     5.25  9/25/2015    EUR    52.11
UBS AG                     4.50  9/25/2015    EUR    54.71
UBS AG                     6.00  9/25/2015    EUR    50.04
UBS AG                     8.00 12/29/2015    EUR    50.56
UBS AG                     6.25 12/29/2015    EUR    63.72
UBS AG                     7.25 12/29/2015    EUR    56.39
UBS AG                     9.00 12/29/2015    EUR    50.82
UBS AG                     6.50 12/29/2015    EUR    56.20
UBS AG                     5.75 12/29/2015    EUR    63.60
UBS AG                     5.50 12/29/2015    EUR    74.87
Goldman Sachs & Co We      9.00 12/23/2015    EUR    73.24
Goldman Sachs & Co We      7.00  9/23/2015    EUR    70.78
Goldman Sachs & Co We      8.00  9/23/2015    EUR    67.29
Goldman Sachs & Co We     11.00  9/23/2015    EUR    59.02
Goldman Sachs & Co We      6.00 12/23/2015    EUR    66.31
Goldman Sachs & Co We      8.00 12/23/2015    EUR    58.60
Goldman Sachs & Co We      8.00 12/23/2015    EUR    64.82
Goldman Sachs & Co We      8.00  9/23/2015    EUR    56.09
Goldman Sachs & Co We      8.00  9/23/2015    EUR    58.58
Goldman Sachs & Co We      8.00  9/23/2015    EUR    56.36
Goldman Sachs & Co We     11.00  9/23/2015    EUR    55.85
Goldman Sachs & Co We     12.00  9/23/2015    EUR    52.41
Goldman Sachs & Co We      7.00 12/23/2015    EUR    47.34
Goldman Sachs & Co We      8.00 12/23/2015    EUR    56.96
Goldman Sachs & Co We     10.00 12/23/2015    EUR    51.79
Goldman Sachs & Co We      5.00 12/23/2015    EUR    65.01
Goldman Sachs & Co We      7.00 12/23/2015    EUR    62.44
Goldman Sachs & Co We     10.00 12/23/2015    EUR    53.57
Goldman Sachs & Co We      8.00 12/23/2015    EUR    61.63
UBS AG                     4.75 12/29/2015    EUR    72.89
UBS AG                     5.50 12/29/2015    EUR    69.04
UBS AG                     6.75 12/29/2015    EUR    62.21
Barclays Bank PLC         11.50 10/10/2018    SEK    61.21
LBBW                       3.20 11/25/2016    EUR    71.67
LBBW                       4.50  6/24/2016    EUR    41.69
Lehman Brothers Treas      8.00  3/21/2018    USD     4.75
Lehman Brothers Treas     11.75   3/1/2010    EUR     4.75
Lehman Brothers Treas      4.00  3/10/2011    EUR     4.75
Lehman Brothers Treas      7.05   4/8/2015    USD     4.75
Lehman Brothers Treas      9.50   4/1/2018    USD     4.75
Lehman Brothers Treas      6.00   3/4/2015    USD     4.75
Lehman Brothers Treas      7.15  3/21/2013    USD     4.75
Lehman Brothers Treas      7.50  2/14/2010    AUD     4.75
Lehman Brothers Treas      5.50  6/22/2010    USD    16.25
Lehman Brothers Treas     10.00 10/23/2008    USD     4.75
Glitnir HF                 5.31 12/24/2012    USD    27.13
Lehman Brothers Treas      6.60  5/23/2012    AUD     4.75
Lehman Brothers Treas      3.45  5/23/2013    USD     4.75
Lehman Brothers Treas     16.00 10/28/2008    USD     4.75
Lehman Brothers Treas      5.50  4/23/2014    EUR     4.75
Lehman Brothers Treas      5.00  2/15/2018    EUR     4.75
Lehman Brothers Treas      9.00   5/6/2011    CHF     4.75
Lehman Brothers Treas     16.00  11/9/2008    USD     4.75
Lehman Brothers Treas      9.75  6/22/2018    USD     4.75
Lehman Brothers Treas     10.00  5/22/2009    USD     4.75
Lehman Brothers Treas      4.60   8/1/2013    EUR     4.75
Lehman Brothers Treas      8.00  5/22/2009    USD     4.75
Lehman Brothers Treas     15.00   6/4/2009    CHF     4.75
Lehman Brothers Treas      7.60   3/4/2010    NZD     4.75
Lehman Brothers Treas     17.00   6/2/2009    USD     4.75
Lehman Brothers Treas     23.30  9/16/2008    USD     4.75
Lehman Brothers Treas      3.00   6/3/2010    EUR     4.75
Lehman Brothers Treas      7.25  6/20/2010    USD     4.75
Lehman Brothers Treas      7.00  9/20/2011    USD     4.75
UBS AG                    13.75  9/25/2015    EUR    54.45
UBS AG                     7.00  9/25/2015    EUR    53.92
UBS AG                     5.50  9/25/2015    EUR    62.91
UBS AG                     7.50  9/25/2015    EUR    50.33
UBS AG                     8.50  9/25/2015    EUR    43.14
UBS AG                     5.00  9/25/2015    EUR    58.07
UBS AG                     6.25  9/25/2015    EUR    58.06
UBS AG                     5.50  9/25/2015    EUR    50.33
UBS AG                     4.25  9/25/2015    EUR    58.07
UBS AG                     5.75  9/25/2015    EUR    63.01
UBS AG                     9.00  9/25/2015    EUR    54.01
UBS AG                     7.25  9/25/2015    EUR    58.16
UBS AG                    12.00  9/25/2015    EUR    71.77
UBS AG                    14.50  9/25/2015    EUR    74.45
UBS AG                    13.00  9/25/2015    EUR    74.21
UBS AG                    10.75  9/25/2015    EUR    50.40
UBS AG                    23.25  9/25/2015    EUR    63.97
UBS AG                     4.25  9/25/2015    EUR    68.71
UBS AG                    14.00 12/29/2015    EUR    68.48
UBS AG                    14.25  9/25/2015    EUR    71.13
UBS AG                    14.50  9/25/2015    EUR    44.47
DekaBank Deutsche Gir      4.05  5/13/2016    EUR    53.36
Immigon Portfolioabba      2.00  4/24/2020    EUR    52.38
UBS AG                    24.00  9/25/2015    EUR    71.24
UBS AG                    22.75 12/29/2015    EUR    43.15
UBS AG                    23.75  9/25/2015    EUR    41.54
UBS AG                    24.50  9/25/2015    EUR    44.62
Republika Srpska           1.50 12/22/2023    BAM    74.78
Lehman Brothers Treas      6.70  4/21/2011    USD     4.75
Immigon Portfolioabba      0.88  2/11/2019    EUR    59.13
Lehman Brothers Treas      3.00  9/12/2036    JPY    22.25
Lehman Brothers Treas     13.00 12/14/2012    USD     4.75
Lehman Brothers Treas      4.82 12/18/2036    EUR     4.75
Lehman Brothers Treas     10.00  6/17/2009    USD     4.75
Strommen Sparebank         2.40               NOK    46.68
Lehman Brothers Treas      0.50   6/2/2020    EUR     4.75
Lehman Brothers Treas     11.00   7/4/2011    USD     4.75
Lehman Brothers Treas     12.00   7/4/2011    EUR     4.75
Lehman Brothers Treas      5.50   7/8/2013    EUR     4.75
Lehman Brothers Treas     16.00 12/26/2008    USD     4.75
Lehman Brothers Treas     13.43   1/8/2009    ILS     4.75
Lehman Brothers Treas      0.50   7/2/2020    EUR     4.75
Lehman Brothers Treas      7.75   1/3/2012    AUD     4.75
Lehman Brothers Treas      3.10   6/4/2010    USD     4.75
Lehman Brothers Treas     13.15 10/30/2008    USD     4.75
Lehman Brothers Treas      0.50   8/1/2020    EUR     4.75
Lehman Brothers Treas      6.00   8/7/2013    EUR     4.75
Lehman Brothers Treas      6.25   9/5/2011    EUR     4.75
Lehman Brothers Treas     16.80  8/21/2009    USD     4.75
Lehman Brothers Treas      8.00 12/27/2032    JPY     4.75
Lehman Brothers Treas      1.50   2/8/2012    CHF     4.75
Immigon Portfolioabba      0.80 10/15/2019    EUR    54.25
UBS AG                     8.00 12/29/2015    EUR    56.58
UBS AG                     6.75 12/29/2015    EUR    63.85
UBS AG                     9.75 12/29/2015    EUR    46.17
Goldman Sachs & Co We     11.00 12/23/2015    EUR    48.73
Landesbank Berlin AG       5.50  10/8/2015    EUR    44.94
UBS AG                     6.00 12/29/2015    EUR    65.43
Immigon Portfolioabba      2.15  3/25/2019    EUR    63.13
DZ Bank AG Deutsche Z      3.50  9/30/2016    EUR    46.93
Immigon Portfolioabba      4.20  2/22/2033    EUR    18.38
Vontobel Financial Pr      6.95 12/11/2015    EUR    54.81
Vontobel Financial Pr      6.00  9/25/2015    EUR    53.30
Vontobel Financial Pr      7.95 12/11/2015    EUR    74.57
Vontobel Financial Pr      3.95  3/11/2016    EUR    40.96
Vontobel Financial Pr      7.05  3/11/2016    EUR    37.50
Vontobel Financial Pr      7.70 12/11/2015    EUR    35.84
Deutsche Bank AG           5.20 12/22/2015    EUR    52.80
Deutsche Bank AG           5.20 12/22/2015    EUR    74.60
Deutsche Bank AG           7.20 12/22/2015    EUR    53.30
Deutsche Bank AG           7.20  9/22/2015    EUR    50.60
UBS AG                     9.00   7/3/2017    CHF    43.04
HSBC Trinkaus & Burkh      7.00  9/25/2015    EUR    52.63
HSBC Trinkaus & Burkh      8.50  9/25/2015    EUR    36.25
HSBC Trinkaus & Burkh     11.00  9/25/2015    EUR    74.97
HSBC Trinkaus & Burkh     15.00  9/25/2015    EUR    54.04
HSBC Trinkaus & Burkh     11.00  9/25/2015    EUR    70.90
HSBC Trinkaus & Burkh     12.50  9/25/2015    EUR    58.49
HSBC Trinkaus & Burkh     11.00  9/25/2015    EUR    67.08
Vontobel Financial Pr      5.40  9/25/2015    EUR    55.72
Vontobel Financial Pr      4.35 12/28/2015    EUR    54.59
HSBC Bank PLC              0.50   5/2/2018    IDR    74.75
HSBC Bank PLC              0.50  11/9/2018    IDR    70.59
DZ Bank AG Deutsche Z      5.60 12/21/2015    EUR    64.80
Commerzbank AG             5.00  7/22/2016    EUR    68.97
Commerzbank AG             5.00  7/22/2016    EUR    67.15
DZ Bank AG Deutsche Z      6.50  9/23/2016    EUR    60.20
DZ Bank AG Deutsche Z      6.00  8/26/2016    EUR    69.96
Vontobel Financial Pr      7.00  8/26/2016    EUR    68.63
DZ Bank AG Deutsche Z      7.00  3/21/2016    EUR    69.33
DZ Bank AG Deutsche Z      8.40  3/21/2016    EUR    68.85
DZ Bank AG Deutsche Z      5.50  9/19/2016    EUR    66.88
DZ Bank AG Deutsche Z     10.00 12/21/2015    EUR    69.77
DZ Bank AG Deutsche Z      6.00 12/21/2015    EUR    65.85
Commerzbank AG             6.50  2/26/2016    EUR    54.30
Vontobel Financial Pr      7.00  3/29/2016    EUR    48.68
DZ Bank AG Deutsche Z      5.25  3/21/2016    EUR    58.90
DZ Bank AG Deutsche Z      5.50  6/20/2016    EUR    57.38
DZ Bank AG Deutsche Z      6.00  3/21/2016    EUR    46.62
DZ Bank AG Deutsche Z      6.70  9/21/2015    EUR    66.33
DZ Bank AG Deutsche Z      5.70 12/21/2015    EUR    61.37
DZ Bank AG Deutsche Z      5.60  3/21/2016    EUR    61.28
DZ Bank AG Deutsche Z      6.50 12/21/2015    EUR    74.63
DZ Bank AG Deutsche Z      7.30 12/21/2015    EUR    49.97
DZ Bank AG Deutsche Z      5.90  3/21/2016    EUR    50.96
DZ Bank AG Deutsche Z      6.70  3/21/2016    EUR    50.39
DZ Bank AG Deutsche Z      7.80  6/20/2016    EUR    50.96
DZ Bank AG Deutsche Z      5.50  6/20/2016    EUR    61.18
DZ Bank AG Deutsche Z      6.00  6/20/2016    EUR    60.44
Vontobel Financial Pr     28.60  3/29/2016    EUR    70.08
Vontobel Financial Pr     21.65  3/29/2016    EUR    73.34
Vontobel Financial Pr     24.70  3/29/2016    EUR    73.71
Vontobel Financial Pr      7.00  3/29/2016    EUR    72.96
Commerzbank AG             6.50  2/26/2016    EUR    62.64
Commerzbank AG             6.00  2/26/2016    EUR    51.49
Goldman Sachs & Co We      5.00  6/22/2016    EUR    45.66
Goldman Sachs & Co We     15.00  9/23/2015    EUR    73.20
Goldman Sachs & Co We      8.00 11/25/2015    EUR    71.84
Goldman Sachs & Co We      8.00 12/23/2015    EUR    72.41
Goldman Sachs & Co We     10.00  1/20/2016    EUR    73.65
Goldman Sachs & Co We     12.00  1/20/2016    EUR    74.29
Goldman Sachs & Co We      6.00  2/24/2016    EUR    72.83
Goldman Sachs & Co We     11.00  2/24/2016    EUR    74.93
Goldman Sachs & Co We     11.00  2/24/2016    EUR    74.93
Goldman Sachs & Co We      7.00  3/23/2016    EUR    73.69
Goldman Sachs & Co We      7.00  6/22/2016    EUR    73.38
Goldman Sachs & Co We     24.00 12/23/2015    EUR    71.94
Goldman Sachs & Co We     24.00  1/20/2016    EUR    44.04
Goldman Sachs & Co We     25.00  9/23/2015    EUR    67.41
Goldman Sachs & Co We     18.00 12/23/2015    EUR    69.27
Goldman Sachs & Co We     23.00  1/20/2016    EUR    67.43
Goldman Sachs & Co We     18.00  2/24/2016    EUR    69.88
Goldman Sachs & Co We     15.00  3/23/2016    EUR    72.21
Goldman Sachs & Co We     19.00  3/23/2016    EUR    69.38
Goldman Sachs & Co We     17.00  6/22/2016    EUR    71.03
Vontobel Financial Pr      6.20 12/18/2015    EUR    70.20
Vontobel Financial Pr      8.40 12/11/2015    EUR    69.77
Vontobel Financial Pr      7.45  3/11/2016    EUR    71.26
Vontobel Financial Pr      5.90  3/11/2016    EUR    73.21
Vontobel Financial Pr      3.00  3/18/2016    EUR    65.99
Leonteq Securities AG     10.40   3/9/2016    USD    53.48
Commerzbank AG             9.50 10/22/2015    EUR    73.65
Commerzbank AG             8.50  2/25/2016    EUR    48.57
Commerzbank AG             7.50 11/26/2015    EUR    74.09
UniCredit Bank AG          4.80  3/24/2016    EUR    69.49
UniCredit Bank AG          4.60  3/24/2016    EUR    70.03
Landesbank Hessen-Thu      4.70   7/1/2016    EUR    56.20
UniCredit Bank AG          4.50  3/24/2016    EUR    71.31
Norddeutsche Landesba      3.50   7/1/2016    EUR    72.06
UniCredit Bank AG          5.00  3/24/2016    EUR    68.95
UniCredit Bank AG          6.00  3/24/2016    EUR    74.99
Credit Suisse AG/Nass      7.00  9/16/2016    CHF    48.76
UBS AG/London              7.25   3/4/2016    CHF    74.35
HSBC Trinkaus & Burkh     12.20  9/25/2015    EUR    65.56
HSBC Trinkaus & Burkh      9.90  9/25/2015    EUR    65.53
HSBC Trinkaus & Burkh      6.30  3/25/2016    EUR    64.93
HSBC Trinkaus & Burkh      6.00  9/25/2015    EUR    58.09
HSBC Trinkaus & Burkh      4.60  9/25/2015    EUR    58.07
HSBC Trinkaus & Burkh      4.60  3/25/2016    EUR    57.42
HSBC Trinkaus & Burkh      3.20  3/25/2016    EUR    56.71
HSBC Trinkaus & Burkh      7.10 12/28/2015    EUR    45.32
HSBC Trinkaus & Burkh      5.90  3/25/2016    EUR    46.47
HSBC Trinkaus & Burkh     11.10  9/25/2015    EUR    74.06
HSBC Trinkaus & Burkh      8.50  9/25/2015    EUR    74.02
HSBC Trinkaus & Burkh      7.80  3/25/2016    EUR    74.35
Leonteq Securities AG      9.00  3/16/2016    EUR    72.88
UniCredit Bank AG          4.00   7/4/2016    EUR    66.70
UniCredit Bank AG          6.21   7/4/2016    EUR    64.19
UniCredit Bank AG          6.00   7/4/2016    EUR    66.51
DZ Bank AG Deutsche Z      4.40  9/21/2015    EUR    67.92
DZ Bank AG Deutsche Z      4.20 12/21/2015    EUR    62.45
DZ Bank AG Deutsche Z      5.80  3/21/2016    EUR    59.67
DZ Bank AG Deutsche Z      7.90  9/21/2015    EUR    53.86
Credit Suisse AG/Nass      7.25  9/19/2016    EUR    68.56
DZ Bank AG Deutsche Z      8.25  6/24/2016    EUR    65.17
DZ Bank AG Deutsche Z      6.50 12/28/2015    EUR    70.19
DZ Bank AG Deutsche Z      6.75  3/29/2016    EUR    71.86
DZ Bank AG Deutsche Z      5.50  6/24/2016    EUR    74.65
DZ Bank AG Deutsche Z      7.75  6/24/2016    EUR    45.58
DZ Bank AG Deutsche Z      6.75 12/28/2015    EUR    71.05
DZ Bank AG Deutsche Z      7.00  6/24/2016    EUR    73.21
DZ Bank AG Deutsche Z      6.25 12/28/2015    EUR    66.64
DZ Bank AG Deutsche Z      6.75  3/29/2016    EUR    68.41
DZ Bank AG Deutsche Z      7.00  6/24/2016    EUR    68.26
Vontobel Financial Pr      9.00  6/24/2016    EUR    59.23
Vontobel Financial Pr      4.35  6/24/2016    EUR    63.76
Vontobel Financial Pr      8.95  3/29/2016    EUR    59.85
Vontobel Financial Pr      3.75  3/29/2016    EUR    65.74
Vontobel Financial Pr     10.65 12/28/2015    EUR    58.16
Vontobel Financial Pr     13.85  9/25/2015    EUR    57.13
Vontobel Financial Pr     10.80  6/24/2016    EUR    50.23
Vontobel Financial Pr     11.10  3/29/2016    EUR    49.55
Vontobel Financial Pr      6.65  6/24/2016    EUR    52.71
Vontobel Financial Pr      6.15  3/29/2016    EUR    52.88
Vontobel Financial Pr     11.50  9/25/2015    EUR    74.57
Goldman Sachs & Co We     23.00 12/23/2015    EUR    73.40
Goldman Sachs & Co We     21.00  1/20/2016    EUR    74.53
Goldman Sachs & Co We     18.00  3/23/2016    EUR    74.56
Goldman Sachs & Co We      5.00  4/20/2016    EUR    66.78
Goldman Sachs & Co We      7.00  4/20/2016    EUR    63.46
Goldman Sachs & Co We      9.00  4/20/2016    EUR    60.61
Goldman Sachs & Co We     12.00  4/20/2016    EUR    58.78
Goldman Sachs & Co We     19.00  4/20/2016    EUR    56.84
Goldman Sachs & Co We      5.00  9/21/2016    EUR    65.60
Goldman Sachs & Co We      7.00  9/21/2016    EUR    63.42
Goldman Sachs & Co We      9.00  9/21/2016    EUR    61.67
Goldman Sachs & Co We     16.00  9/21/2016    EUR    59.70
Goldman Sachs & Co We     13.00  9/21/2016    EUR    59.36
Goldman Sachs & Co We      5.00  4/20/2016    EUR    56.96
Goldman Sachs & Co We      6.00  4/20/2016    EUR    55.04
Goldman Sachs & Co We      7.00  4/20/2016    EUR    53.32
Goldman Sachs & Co We     15.00  4/20/2016    EUR    48.91
Goldman Sachs & Co We      8.00  4/20/2016    EUR    51.79
Goldman Sachs & Co We     19.00  4/20/2016    EUR    48.44
Goldman Sachs & Co We      5.00  9/21/2016    EUR    56.91
Goldman Sachs & Co We      6.00  9/21/2016    EUR    55.62
Goldman Sachs & Co We      7.00  9/21/2016    EUR    54.46
Goldman Sachs & Co We      8.00  9/21/2016    EUR    53.47
Goldman Sachs & Co We     10.00  9/21/2016    EUR    51.90
Goldman Sachs & Co We     14.00  9/21/2016    EUR    51.44
Goldman Sachs & Co We     16.00  9/21/2016    EUR    52.15
Goldman Sachs & Co We     14.00  4/20/2016    EUR    73.46
Goldman Sachs & Co We     18.00  4/20/2016    EUR    71.28
Goldman Sachs & Co We     14.00  9/21/2016    EUR    74.78
Goldman Sachs & Co We     15.00  4/20/2016    EUR    73.38
Goldman Sachs & Co We     19.00  4/20/2016    EUR    70.86
Goldman Sachs & Co We     15.00  9/21/2016    EUR    73.30
DZ Bank AG Deutsche Z      5.25  3/29/2016    EUR    74.01
DZ Bank AG Deutsche Z      4.40 12/21/2015    EUR    63.70
DZ Bank AG Deutsche Z      4.80  3/21/2016    EUR    62.64
DZ Bank AG Deutsche Z      6.00 12/21/2015    EUR    54.17
DZ Bank AG Deutsche Z      4.50 12/21/2015    EUR    53.80
DZ Bank AG Deutsche Z      6.00  3/21/2016    EUR    55.53
DZ Bank AG Deutsche Z      4.75  3/21/2016    EUR    54.91
DZ Bank AG Deutsche Z      6.75  6/20/2016    EUR    54.80
DZ Bank AG Deutsche Z      5.50  6/20/2016    EUR    53.87
DZ Bank AG Deutsche Z      7.00  6/20/2016    EUR    73.85
DZ Bank AG Deutsche Z      7.00 12/21/2015    EUR    72.69
DZ Bank AG Deutsche Z      7.25  3/21/2016    EUR    73.49
DZ Bank AG Deutsche Z      7.00  6/20/2016    EUR    74.71
DZ Bank AG Deutsche Z      6.50 12/21/2015    EUR    66.45
DZ Bank AG Deutsche Z      6.75  3/21/2016    EUR    68.14
DZ Bank AG Deutsche Z      7.25  6/20/2016    EUR    68.26
Zurcher Kantonalbank       7.93  3/29/2016    EUR    72.54
LBBW                       3.00  8/26/2016    EUR    71.16
LBBW                       4.00  8/26/2016    EUR    70.05
LBBW                       5.00  8/26/2016    EUR    69.49
LBBW                       3.00  8/26/2016    EUR    67.81
LBBW                       4.00  8/26/2016    EUR    66.75
LBBW                       5.00  8/26/2016    EUR    65.77
Vontobel Financial Pr     21.40  9/23/2016    EUR    71.33
Vontobel Financial Pr      9.00 12/23/2016    EUR    71.37
Vontobel Financial Pr      7.10 12/23/2016    EUR    72.10
Vontobel Financial Pr     11.15 12/23/2016    EUR    71.18
Vontobel Financial Pr     13.30 12/23/2016    EUR    71.19
Vontobel Financial Pr      9.80  6/24/2016    EUR    63.52
Vontobel Financial Pr      9.35  9/23/2016    EUR    65.25
Vontobel Financial Pr      6.65 12/23/2016    EUR    67.90
UBS AG                     5.50  9/23/2016    EUR    72.02
Vontobel Financial Pr      8.50  3/29/2016    EUR    67.88
Vontobel Financial Pr     13.55  6/24/2016    EUR    74.24
Vontobel Financial Pr      8.45  9/23/2016    EUR    68.45
Vontobel Financial Pr      7.55 12/23/2016    EUR    68.84
Vontobel Financial Pr     10.20 12/23/2016    EUR    66.75
Goldman Sachs & Co We      5.00  7/20/2016    EUR    74.68
Goldman Sachs & Co We      8.00  9/21/2016    EUR    73.20
Goldman Sachs & Co We      7.00 12/21/2016    EUR    73.68
Goldman Sachs & Co We     23.00 12/23/2015    EUR    62.94
Goldman Sachs & Co We      8.00  4/20/2016    EUR    67.66
Goldman Sachs & Co We      7.00  6/22/2016    EUR    69.10
Goldman Sachs & Co We     21.00  3/23/2016    EUR    64.58
Goldman Sachs & Co We     16.00  3/23/2016    EUR    64.95
Goldman Sachs & Co We     22.00  6/22/2016    EUR    66.15
Goldman Sachs & Co We      7.00  7/20/2016    EUR    69.47
Goldman Sachs & Co We     20.00  7/20/2016    EUR    66.15
Goldman Sachs & Co We     21.00  8/24/2016    EUR    66.82
UBS AG                     5.50  6/24/2016    EUR    71.33
DZ Bank AG Deutsche Z      6.00 12/23/2016    EUR    72.59
DZ Bank AG Deutsche Z      7.50  6/24/2016    EUR    69.94
DZ Bank AG Deutsche Z     11.25  6/24/2016    EUR    74.69
WGZ-Bank AG Westdeuts      6.50  9/29/2016    EUR    74.15
DZ Bank AG Deutsche Z      7.30  3/21/2016    EUR    74.42
DZ Bank AG Deutsche Z      5.70  6/20/2016    EUR    74.29
DZ Bank AG Deutsche Z      6.70  6/20/2016    EUR    73.82
DZ Bank AG Deutsche Z      5.00  9/19/2016    EUR    74.40
DZ Bank AG Deutsche Z      5.80  9/19/2016    EUR    74.02
DZ Bank AG Deutsche Z      6.50 12/19/2016    EUR    74.86
Zurcher Kantonalbank       6.82  2/19/2016    EUR    49.33
Bank Julius Baer & Co      8.40  2/19/2016    EUR    67.85
Leonteq Securities AG     11.80  2/17/2016    USD    58.74
DZ Bank AG Deutsche Z     14.00  9/25/2015    EUR    63.72
DZ Bank AG Deutsche Z      9.75 12/28/2015    EUR    63.07
DZ Bank AG Deutsche Z      5.25  2/26/2016    EUR    68.93
DZ Bank AG Deutsche Z      9.50  2/26/2016    EUR    64.34
DZ Bank AG Deutsche Z      7.50  3/29/2016    EUR    64.06
DZ Bank AG Deutsche Z      9.25  6/24/2016    EUR    64.55
DZ Bank AG Deutsche Z      7.00  2/26/2016    EUR    56.43
DZ Bank AG Deutsche Z     11.50  2/26/2016    EUR    53.04
DZ Bank AG Deutsche Z      6.75  3/29/2016    EUR    72.98
DZ Bank AG Deutsche Z      6.50  6/24/2016    EUR    71.50
DZ Bank AG Deutsche Z      5.75  3/29/2016    EUR    50.96
DZ Bank AG Deutsche Z      7.25 12/28/2015    EUR    63.80
DZ Bank AG Deutsche Z      8.00  6/24/2016    EUR    62.75
DZ Bank AG Deutsche Z      6.75  6/24/2016    EUR    48.97
Vontobel Financial Pr     15.30  9/25/2015    EUR    49.26
Vontobel Financial Pr     12.15 12/28/2015    EUR    50.79
JP Morgan Structured       5.70  2/18/2016    EUR    56.19
Vontobel Financial Pr     14.20  9/25/2015    EUR    71.92
Vontobel Financial Pr     11.55 12/28/2015    EUR    71.75
DZ Bank AG Deutsche Z      7.00  9/21/2015    EUR    66.02
DZ Bank AG Deutsche Z      6.50 12/21/2015    EUR    61.17
DZ Bank AG Deutsche Z      6.50  3/21/2016    EUR    62.46
DZ Bank AG Deutsche Z      5.90  9/21/2015    EUR    74.81
DZ Bank AG Deutsche Z      5.10 12/21/2015    EUR    68.61
DZ Bank AG Deutsche Z      7.30 12/21/2015    EUR    65.69
DZ Bank AG Deutsche Z      6.50  3/21/2016    EUR    66.65
DZ Bank AG Deutsche Z      3.00 12/18/2015    EUR    73.10
DekaBank Deutsche Gir      5.30 12/22/2015    EUR    68.55
Vontobel Financial Pr      5.50 12/28/2015    EUR    61.01
Vontobel Financial Pr      5.65  9/25/2015    EUR    61.36
Vontobel Financial Pr      7.50  3/29/2016    EUR    46.71
Vontobel Financial Pr      5.50  3/29/2016    EUR    74.40
Goldman Sachs & Co We      5.00 11/25/2015    EUR    48.28
Goldman Sachs & Co We      6.00 11/25/2015    EUR    71.20
Goldman Sachs & Co We     25.00 11/25/2015    EUR    72.99
UBS AG/London             10.75  2/18/2016    CHF    59.84
UBS AG/London             13.50  2/18/2016    CHF    54.59
Vontobel Financial Pr     12.00 10/23/2015    EUR    59.76
Landesbank Hessen-Thu      4.70  6/20/2016    EUR    67.20
Vontobel Financial Pr     11.45 12/28/2015    EUR    68.03
Vontobel Financial Pr     14.20  9/25/2015    EUR    67.93
Bank Julius Baer & Co     10.00  2/26/2016    EUR    73.25
HSBC Trinkaus & Burkh      8.00  9/25/2015    EUR    67.94
HSBC Trinkaus & Burkh      7.10 12/28/2015    EUR    66.52
HSBC Trinkaus & Burkh      6.80  3/25/2016    EUR    67.42
HSBC Trinkaus & Burkh      9.50  6/24/2016    EUR    63.90
HSBC Trinkaus & Burkh      6.00  6/24/2016    EUR    67.21
HSBC Trinkaus & Burkh     11.60 11/27/2015    EUR    61.68
HSBC Trinkaus & Burkh      9.90  2/26/2016    EUR    63.56
HSBC Trinkaus & Burkh      8.50  9/25/2015    EUR    56.81
HSBC Trinkaus & Burkh      7.80 12/28/2015    EUR    54.22
HSBC Trinkaus & Burkh     12.20  3/25/2016    EUR    51.66
HSBC Trinkaus & Burkh     10.20  6/24/2016    EUR    53.18
HSBC Trinkaus & Burkh      6.40  6/24/2016    EUR    56.71
HSBC Trinkaus & Burkh      6.20 10/23/2015    EUR    55.17
HSBC Trinkaus & Burkh     12.60 11/27/2015    EUR    49.79
HSBC Trinkaus & Burkh      6.10 11/27/2015    EUR    55.51
HSBC Trinkaus & Burkh      6.00  1/22/2016    EUR    56.37
HSBC Trinkaus & Burkh     10.90  2/26/2016    EUR    52.09
HSBC Trinkaus & Burkh      6.00  2/26/2016    EUR    56.81
HSBC Trinkaus & Burkh     19.00  9/25/2015    EUR    66.70
HSBC Trinkaus & Burkh     14.80 12/28/2015    EUR    67.66
HSBC Trinkaus & Burkh     12.60  3/25/2016    EUR    69.81
HSBC Trinkaus & Burkh     10.20 11/27/2015    EUR    72.08
HSBC Trinkaus & Burkh      9.10  2/26/2016    EUR    73.90
HSBC Trinkaus & Burkh     19.60  9/25/2015    EUR    65.52
HSBC Trinkaus & Burkh     15.20 12/28/2015    EUR    66.95
HSBC Trinkaus & Burkh     12.80  3/25/2016    EUR    69.09
HSBC Trinkaus & Burkh     11.20  3/25/2016    EUR    70.84
HSBC Trinkaus & Burkh     11.50 11/27/2015    EUR    70.03
HSBC Trinkaus & Burkh      9.90  2/26/2016    EUR    71.82
HSBC Trinkaus & Burkh     12.30 10/23/2015    EUR    74.22
DZ Bank AG Deutsche Z      7.00  2/26/2016    EUR    57.22
DZ Bank AG Deutsche Z      5.00  2/26/2016    EUR    70.06
Vontobel Financial Pr      7.50  3/29/2016    EUR    74.86
Vontobel Financial Pr      8.30  3/29/2016    EUR    64.92
DZ Bank AG Deutsche Z      6.25  3/21/2016    EUR    60.14
DZ Bank AG Deutsche Z      7.00  6/20/2016    EUR    59.19
DZ Bank AG Deutsche Z      6.25  6/20/2016    EUR    58.63
DZ Bank AG Deutsche Z      6.50  6/20/2016    EUR    48.71
DZ Bank AG Deutsche Z      7.50  6/20/2016    EUR    49.45
DZ Bank AG Deutsche Z      7.40  9/21/2015    EUR    69.69
DZ Bank AG Deutsche Z      6.00  3/21/2016    EUR    64.25
DZ Bank AG Deutsche Z      5.40  6/20/2016    EUR    65.66
DZ Bank AG Deutsche Z      6.30  6/20/2016    EUR    64.46
DZ Bank AG Deutsche Z      6.80  6/20/2016    EUR    63.66
DZ Bank AG Deutsche Z      6.90  6/20/2016    EUR    54.68
DZ Bank AG Deutsche Z      7.90  6/20/2016    EUR    53.79
DZ Bank AG Deutsche Z      8.60  6/20/2016    EUR    53.29
DZ Bank AG Deutsche Z      4.00 12/18/2015    EUR    70.62
Bank Julius Baer & Co     12.90   3/4/2016    USD    57.50
Bank Julius Baer & Co     11.50   3/4/2016    USD    50.60
HSBC Trinkaus & Burkh      6.80  3/25/2016    EUR    64.92
HSBC Trinkaus & Burkh      6.00  6/24/2016    EUR    65.44
HSBC Trinkaus & Burkh      8.10  3/25/2016    EUR    53.63
HSBC Trinkaus & Burkh      7.00  6/24/2016    EUR    55.16
HSBC Trinkaus & Burkh     20.20  9/25/2015    EUR    73.33
HSBC Trinkaus & Burkh     15.10 12/28/2015    EUR    75.00
HSBC Trinkaus & Burkh     15.60  9/25/2015    EUR    70.98
HSBC Trinkaus & Burkh     11.00  3/25/2016    EUR    73.13
HSBC Trinkaus & Burkh     22.50  9/25/2015    EUR    59.04
HSBC Trinkaus & Burkh     15.80  9/25/2015    EUR    63.15
HSBC Trinkaus & Burkh     16.90 12/28/2015    EUR    61.12
HSBC Trinkaus & Burkh     12.60 12/28/2015    EUR    64.02
HSBC Trinkaus & Burkh     14.20  3/25/2016    EUR    63.64
HSBC Trinkaus & Burkh     10.90  3/25/2016    EUR    66.00
HSBC Trinkaus & Burkh     11.20 11/27/2015    EUR    64.95
HSBC Trinkaus & Burkh      6.00 12/28/2015    EUR    57.92
HSBC Trinkaus & Burkh      5.10 12/28/2015    EUR    57.68
Vontobel Financial Pr      4.95 12/28/2015    EUR    60.80
Vontobel Financial Pr      5.50  9/25/2015    EUR    61.50
DZ Bank AG Deutsche Z      3.90 12/11/2015    EUR    61.56
DZ Bank AG Deutsche Z      4.60 12/11/2015    EUR    60.41
Vontobel Financial Pr      5.80 12/28/2015    EUR    40.60
DZ Bank AG Deutsche Z      6.50 12/11/2015    EUR    57.20
HSBC Trinkaus & Burkh     10.80  9/25/2015    EUR    65.00
HSBC Trinkaus & Burkh      7.10  9/25/2015    EUR    72.15
HSBC Trinkaus & Burkh      8.80 10/23/2015    EUR    67.87
HSBC Trinkaus & Burkh      6.00 12/28/2015    EUR    28.72
HSBC Trinkaus & Burkh      6.00 12/28/2015    EUR    67.59
HSBC Trinkaus & Burkh      6.90 10/23/2015    EUR    58.15
HSBC Trinkaus & Burkh      6.40 12/28/2015    EUR    59.09
HSBC Trinkaus & Burkh      6.00 12/28/2015    EUR    36.53
HSBC Trinkaus & Burkh      8.00 10/23/2015    EUR    38.42
HSBC Trinkaus & Burkh      7.40 12/28/2015    EUR    39.69
HSBC Trinkaus & Burkh      6.00 12/28/2015    EUR    22.26
HSBC Trinkaus & Burkh      6.00 12/28/2015    EUR    56.83
HSBC Trinkaus & Burkh     11.50  9/25/2015    EUR    65.76
HSBC Trinkaus & Burkh      7.90 10/23/2015    EUR    70.22
HSBC Trinkaus & Burkh      6.00 12/28/2015    EUR    52.39
HSBC Trinkaus & Burkh      7.30 10/23/2015    EUR    57.09
Leonteq Securities AG      5.99  9/11/2017    EUR    44.12
Vontobel Financial Pr      9.10 12/11/2015    EUR    55.43
Vontobel Financial Pr      5.65  3/11/2016    EUR    57.62
Vontobel Financial Pr      6.45 12/11/2015    EUR    58.77
Vontobel Financial Pr      4.10 12/11/2015    EUR    62.73
Vontobel Financial Pr      7.00 12/11/2015    EUR    39.23
BNP Paribas Emissions      5.10 10/21/2015    EUR    37.14
Leonteq Securities AG     13.00 12/15/2015    CHF    67.10
Leonteq Securities AG     12.00 12/15/2015    CHF    52.51
Leonteq Securities AG      8.00 12/15/2015    CHF    63.99
Leonteq Securities AG     13.60 12/15/2015    USD    66.93
DZ Bank AG Deutsche Z      4.00  9/22/2015    EUR    66.95
Credit Suisse AG/Nass      8.00  3/16/2016    USD    56.96
UBS AG/London              4.30 12/23/2015    EUR    63.23
UBS AG/London              4.60 10/21/2015    EUR    62.74
UBS AG/London              3.30 10/21/2015    EUR    65.79
UBS AG/London              3.20 12/23/2015    EUR    65.95
Commerzbank AG             4.00  9/23/2015    EUR    58.29
BNP Paribas Emissions      3.50  9/24/2015    EUR    69.25
BNP Paribas Emissions      6.00  9/24/2015    EUR    62.35
BNP Paribas Emissions      3.75 12/24/2015    EUR    66.52
BNP Paribas Emissions      5.75 12/24/2015    EUR    60.62
BNP Paribas Emissions      7.50  9/24/2015    EUR    66.93
BNP Paribas Emissions      3.75 12/24/2015    EUR    73.90
BNP Paribas Emissions      7.00 12/24/2015    EUR    66.20
BNP Paribas Emissions      8.50 12/24/2015    EUR    73.93
Vontobel Financial Pr      6.80  9/25/2015    EUR    36.03
DZ Bank AG Deutsche Z     10.25  9/25/2015    EUR    68.80
Goldman Sachs & Co We      7.00 10/21/2015    EUR    60.29
Goldman Sachs & Co We      4.00 10/21/2015    EUR    65.00
Goldman Sachs & Co We     10.00 10/21/2015    EUR    56.27
Goldman Sachs & Co We     13.00 10/21/2015    EUR    52.81
Goldman Sachs & Co We      4.00  3/23/2016    EUR    65.99
Goldman Sachs & Co We      8.00  3/23/2016    EUR    59.42
Goldman Sachs & Co We      6.00  3/23/2016    EUR    62.46
Goldman Sachs & Co We     10.00  3/23/2016    EUR    56.84
Goldman Sachs & Co We      5.00 10/21/2015    EUR    42.12
Goldman Sachs & Co We      6.00 10/21/2015    EUR    40.64
Goldman Sachs & Co We     10.00 10/21/2015    EUR    36.91
Goldman Sachs & Co We     13.00 10/21/2015    EUR    34.89
Goldman Sachs & Co We      5.00  3/23/2016    EUR    44.27
Goldman Sachs & Co We      6.00  3/23/2016    EUR    43.24
Goldman Sachs & Co We      8.00  3/23/2016    EUR    41.46
Goldman Sachs & Co We      8.00  3/23/2016    EUR    40.19
Goldman Sachs & Co We     10.00  3/23/2016    EUR    38.93
DZ Bank AG Deutsche Z      5.70 12/11/2015    EUR    58.43
BNP Paribas Emissions      5.25  9/24/2015    EUR    58.24
BNP Paribas Emissions      6.25  9/24/2015    EUR    39.78
BNP Paribas Emissions      5.25 12/24/2015    EUR    57.62
BNP Paribas Emissions      6.00 12/24/2015    EUR    38.11
HSBC Trinkaus & Burkh      7.60 10/23/2015    EUR    54.55
HSBC Trinkaus & Burkh     10.20 10/23/2015    EUR    64.63
HSBC Trinkaus & Burkh     16.20  9/25/2015    EUR    71.40
HSBC Trinkaus & Burkh      7.80  9/25/2015    EUR    71.46
Vontobel Financial Pr      6.95 12/28/2015    EUR    38.29
Vontobel Financial Pr      6.25 12/28/2015    EUR    67.00
Vontobel Financial Pr      7.45  9/25/2015    EUR    65.11
Goldman Sachs & Co We      6.00 10/21/2015    EUR    60.21
Goldman Sachs & Co We      7.00  3/23/2016    EUR    58.92
Goldman Sachs & Co We      7.00 10/21/2015    EUR    39.28
Goldman Sachs & Co We      8.00 10/21/2015    EUR    38.01
Goldman Sachs & Co We      7.00  3/23/2016    EUR    40.94
Goldman Sachs & Co We      5.00 10/21/2015    EUR    55.92
Goldman Sachs & Co We      7.00 10/21/2015    EUR    56.08
Goldman Sachs & Co We      8.00 10/21/2015    EUR    56.16
Goldman Sachs & Co We      5.00  3/23/2016    EUR    57.69
Goldman Sachs & Co We      6.00  3/23/2016    EUR    58.19
Goldman Sachs & Co We      7.00  3/23/2016    EUR    58.69
Goldman Sachs & Co We      5.00 10/21/2015    EUR    36.74
Goldman Sachs & Co We      6.00 10/21/2015    EUR    36.81
Goldman Sachs & Co We      7.00 10/21/2015    EUR    36.89
Goldman Sachs & Co We      8.00 10/21/2015    EUR    36.97
Goldman Sachs & Co We      9.00 10/21/2015    EUR    37.05
Goldman Sachs & Co We      9.00 10/21/2015    EUR    37.05
Goldman Sachs & Co We      9.00 10/21/2015    EUR    37.05
Goldman Sachs & Co We      5.00  3/23/2016    EUR    38.79
Goldman Sachs & Co We      6.00  3/23/2016    EUR    39.28
Goldman Sachs & Co We      7.00  3/23/2016    EUR    39.78
Goldman Sachs & Co We      7.00  3/23/2016    EUR    39.78
Goldman Sachs & Co We      8.00  3/23/2016    EUR    40.28
Goldman Sachs & Co We      8.00  3/23/2016    EUR    40.28
Goldman Sachs & Co We      8.00  3/23/2016    EUR    40.28
Bank Julius Baer & Co      8.20  9/23/2015    CHF    45.70
Vontobel Financial Pr      6.15 12/28/2015    EUR    56.96
Vontobel Financial Pr      8.10 12/28/2015    EUR    36.32
Vontobel Financial Pr      9.45  9/25/2015    EUR    35.36
Commerzbank AG             9.00  2/25/2016    EUR    60.98
Goldman Sachs & Co We     13.00 12/23/2015    EUR    73.63
Goldman Sachs & Co We     14.00 11/25/2015    EUR    72.82
Goldman Sachs & Co We     25.00 12/23/2015    EUR    66.24
Goldman Sachs & Co We     12.00  1/20/2016    EUR    74.28
Goldman Sachs & Co We     20.00  1/20/2016    EUR    68.82
Goldman Sachs & Co We     21.00  2/24/2016    EUR    68.78
Goldman Sachs & Co We     14.00  6/22/2016    EUR    73.40
DekaBank Deutsche Gir      2.50  2/24/2017    EUR    66.46
Vontobel Financial Pr      7.25 12/28/2015    EUR    66.27
Vontobel Financial Pr      5.15 12/28/2015    EUR    65.72
Societe Generale Effe      3.09 12/29/2015    EUR    70.75
Societe Generale Effe      4.75 12/29/2015    EUR    66.72
Societe Generale Effe      3.85   1/6/2016    EUR    72.15
Societe Generale Effe      5.43   1/6/2016    EUR    67.61
Societe Generale Effe      6.22  6/24/2016    EUR    69.23
Societe Generale Effe      8.22  6/24/2016    EUR    67.10
Societe Generale Effe      6.96   7/7/2016    EUR    69.36
Societe Generale Effe      8.90   7/7/2016    EUR    67.11
Societe Generale Effe      3.44 12/29/2015    EUR    73.48
Societe Generale Effe      4.25   1/6/2016    EUR    74.50
Societe Generale Effe      4.42  6/24/2016    EUR    74.22
Societe Generale Effe      6.09  6/24/2016    EUR    71.55
Societe Generale Effe      6.87   7/7/2016    EUR    72.65
Societe Generale Effe      4.00 12/29/2015    EUR    56.43
Societe Generale Effe      5.65 12/29/2015    EUR    54.00
Societe Generale Effe      4.75   1/6/2016    EUR    57.46
Societe Generale Effe      6.34   1/6/2016    EUR    54.95
Societe Generale Effe      7.36  6/24/2016    EUR    57.46
Societe Generale Effe      9.29  6/24/2016    EUR    56.18
Societe Generale Effe      8.11   7/7/2016    EUR    57.47
Societe Generale Effe     10.00   7/7/2016    EUR    55.85
Commerzbank AG             3.50  2/25/2016    EUR    68.90
Commerzbank AG             4.50  2/25/2016    EUR    67.65
Commerzbank AG             5.25  2/25/2016    EUR    66.31
Commerzbank AG             6.25  2/25/2016    EUR    65.18
Commerzbank AG             7.25  2/25/2016    EUR    64.09
Commerzbank AG             8.25  2/25/2016    EUR    63.01
Commerzbank AG             9.25  2/25/2016    EUR    62.03
Commerzbank AG             8.50  2/25/2016    EUR    74.66
Commerzbank AG             3.25  2/25/2016    EUR    59.85
Commerzbank AG             3.75  2/25/2016    EUR    58.35
Commerzbank AG             4.75  2/25/2016    EUR    57.17
Commerzbank AG             5.50  2/25/2016    EUR    55.94
Commerzbank AG             6.50  2/25/2016    EUR    54.92
Commerzbank AG             7.25  2/25/2016    EUR    53.86
Commerzbank AG             8.25  2/25/2016    EUR    52.96
Commerzbank AG             9.50  2/25/2016    EUR    52.25
Commerzbank AG            10.50  2/25/2016    EUR    51.47
Commerzbank AG            11.25  2/25/2016    EUR    71.46
Commerzbank AG             8.25  2/25/2016    EUR    74.05
Commerzbank AG            10.00  2/25/2016    EUR    71.17
Commerzbank AG            12.25  2/25/2016    EUR    68.82
Commerzbank AG             7.00  2/25/2016    EUR    48.31
Commerzbank AG            10.00  2/25/2016    EUR    46.10
Vontobel Financial Pr      4.15  3/29/2016    EUR    59.54
EFG International Fin      7.20  2/25/2019    EUR    62.76
DZ Bank AG Deutsche Z      7.50  6/24/2016    EUR    60.33
DZ Bank AG Deutsche Z      6.00 12/28/2015    EUR    74.49
DZ Bank AG Deutsche Z     16.00  9/25/2015    EUR    67.29
DZ Bank AG Deutsche Z      8.00  9/25/2015    EUR    66.92
DZ Bank AG Deutsche Z     11.00  9/25/2015    EUR    60.42
DZ Bank AG Deutsche Z      5.25 12/28/2015    EUR    62.60
DZ Bank AG Deutsche Z      5.00  3/29/2016    EUR    62.77
DZ Bank AG Deutsche Z      5.00  6/24/2016    EUR    62.03
DZ Bank AG Deutsche Z      7.75  9/25/2015    EUR    56.12
DZ Bank AG Deutsche Z     16.00  9/25/2015    EUR    50.24
DZ Bank AG Deutsche Z     14.00  9/25/2015    EUR    42.49
DZ Bank AG Deutsche Z     15.50  9/25/2015    EUR    71.39
DZ Bank AG Deutsche Z      6.75 12/28/2015    EUR    53.19
DZ Bank AG Deutsche Z      5.50  3/29/2016    EUR    54.09
DZ Bank AG Deutsche Z      5.75  6/24/2016    EUR    53.48
DZ Bank AG Deutsche Z     12.00  9/25/2015    EUR    74.57
DekaBank Deutsche Gir      3.05  2/25/2019    EUR    70.44
BNP Paribas Emissions      7.00 10/22/2015    EUR    73.56
BNP Paribas Emissions     10.00 10/22/2015    EUR    69.24
BNP Paribas Emissions      8.00  3/24/2016    EUR    69.96
BNP Paribas Emissions     13.00  3/24/2016    EUR    65.18
BNP Paribas Emissions      9.00  9/22/2016    EUR    68.58
BNP Paribas Emissions      7.50  3/24/2016    EUR    55.77
BNP Paribas Emissions      9.00  3/24/2016    EUR    54.21
BNP Paribas Emissions      5.50  6/23/2016    EUR    58.96
BNP Paribas Emissions      7.00  6/23/2016    EUR    57.51
BNP Paribas Emissions      5.50  9/22/2016    EUR    60.03
BNP Paribas Emissions      7.50  9/22/2016    EUR    57.20
BNP Paribas Emissions      6.00 12/22/2016    EUR    59.14
BNP Paribas Emissions      8.00 12/22/2016    EUR    57.27
BNP Paribas Emissions      6.00  3/24/2016    EUR    57.54
BNP Paribas Emissions      5.50 10/22/2015    EUR    57.98
BNP Paribas Emissions      9.50 10/22/2015    EUR    52.83
BNP Paribas Emissions     12.00 10/22/2015    EUR    50.67
BNP Paribas Emissions     15.00 10/22/2015    EUR    48.75
BNP Paribas Emissions     18.00 10/22/2015    EUR    47.01
BNP Paribas Emissions      5.50 12/24/2015    EUR    58.81
BNP Paribas Emissions      7.00 12/24/2015    EUR    56.37
BNP Paribas Emissions     18.00 12/24/2015    EUR    48.29
BNP Paribas Emissions     19.00 10/22/2015    EUR    71.76
BNP Paribas Emissions     16.00 12/24/2015    EUR    74.30
BNP Paribas Emissions     16.00 10/22/2015    EUR    73.36
BNP Paribas Emissions     16.00 12/24/2015    EUR    73.21
BNP Paribas Emissions      5.00 10/22/2015    EUR    70.64
BNP Paribas Emissions      6.50 10/22/2015    EUR    67.79
BNP Paribas Emissions     16.00 10/22/2015    EUR    72.01
BNP Paribas Emissions     18.00 10/22/2015    EUR    70.00
BNP Paribas Emissions     13.00 12/24/2015    EUR    73.88
BNP Paribas Emissions     15.00 12/24/2015    EUR    72.26
BNP Paribas Emissions     12.00  3/24/2016    EUR    74.21
BNP Paribas Emissions      8.00 10/22/2015    EUR    65.15
BNP Paribas Emissions      5.00  9/22/2016    EUR    69.56
BNP Paribas Emissions      7.00  9/22/2016    EUR    66.95
BNP Paribas Emissions      7.50  9/22/2016    EUR    65.33
BNP Paribas Emissions      9.00  9/22/2016    EUR    64.82
BNP Paribas Emissions     11.00 12/22/2016    EUR    64.22
BNP Paribas Emissions      9.00 10/22/2015    EUR    70.70
BNP Paribas Emissions     18.00 10/22/2015    EUR    63.18
BNP Paribas Emissions      9.00 12/24/2015    EUR    72.21
BNP Paribas Emissions     13.00 12/24/2015    EUR    68.88
BNP Paribas Emissions     10.00  3/24/2016    EUR    70.60
BNP Paribas Emissions     10.00  6/23/2016    EUR    71.02
BNP Paribas Emissions     12.00  6/23/2016    EUR    68.94
BNP Paribas Emissions      7.00  9/22/2016    EUR    73.92
BNP Paribas Emissions     13.00 10/22/2015    EUR    72.92
BNP Paribas Emissions     10.00 12/24/2015    EUR    74.58
BNP Paribas Emissions      6.00 10/22/2015    EUR    74.34
BNP Paribas Emissions      6.00 12/24/2015    EUR    74.70
BNP Paribas Emissions      6.00  9/22/2016    EUR    74.88
BNP Paribas Emissions     19.00 10/22/2015    EUR    74.06
BNP Paribas Emissions      7.50 10/22/2015    EUR    71.19
BNP Paribas Emissions     10.00 10/22/2015    EUR    68.57
BNP Paribas Emissions     11.00 10/22/2015    EUR    66.05
BNP Paribas Emissions     16.00 10/22/2015    EUR    62.89
BNP Paribas Emissions     19.00 10/22/2015    EUR    59.94
BNP Paribas Emissions     22.00 10/22/2015    EUR    58.24
BNP Paribas Emissions      6.50 12/24/2015    EUR    72.10
BNP Paribas Emissions     14.00 12/24/2015    EUR    65.13
BNP Paribas Emissions     17.00 12/24/2015    EUR    62.72
BNP Paribas Emissions      6.50  3/24/2016    EUR    73.36
BNP Paribas Emissions      8.00  3/24/2016    EUR    71.46
BNP Paribas Emissions      9.50  3/24/2016    EUR    69.71
BNP Paribas Emissions     16.00  3/24/2016    EUR    64.43
BNP Paribas Emissions      7.50  6/23/2016    EUR    74.18
BNP Paribas Emissions      8.00  6/23/2016    EUR    72.05
BNP Paribas Emissions      9.50  6/23/2016    EUR    70.80
BNP Paribas Emissions      6.50  9/22/2016    EUR    74.22
BNP Paribas Emissions      8.00  9/22/2016    EUR    73.35
BNP Paribas Emissions      8.50  9/22/2016    EUR    71.59
BNP Paribas Emissions     10.00  9/22/2016    EUR    69.91
Vontobel Financial Pr      9.20  9/25/2015    EUR    40.45
Vontobel Financial Pr      4.90 12/28/2015    EUR    65.55
Vontobel Financial Pr      8.35  9/25/2015    EUR    61.49
Raiffeisen Centrobank      6.95  1/20/2016    EUR    69.14
Raiffeisen Centrobank      6.95  1/20/2016    EUR    63.48
Commerzbank AG             5.00  6/23/2016    EUR    64.68
Commerzbank AG             5.75  6/23/2016    EUR    63.78
Commerzbank AG             6.25  6/23/2016    EUR    62.75
Commerzbank AG             6.75  6/23/2016    EUR    61.77
Commerzbank AG             7.50  6/23/2016    EUR    60.99
Commerzbank AG             5.00  6/23/2016    EUR    46.35
Commerzbank AG             5.75  6/23/2016    EUR    45.29
Commerzbank AG             6.25  6/23/2016    EUR    44.43
Commerzbank AG             6.75  6/23/2016    EUR    43.91
Commerzbank AG             7.25  6/23/2016    EUR    43.28
Notenstein Privatbank      4.90  8/15/2017    CHF    74.23
DZ Bank AG Deutsche Z      5.25  9/25/2015    EUR    69.14
DZ Bank AG Deutsche Z      5.25 12/28/2015    EUR    67.10
HSBC Trinkaus & Burkh      7.50  9/25/2015    EUR    59.42
HSBC Trinkaus & Burkh      6.00 12/28/2015    EUR    61.26
HSBC Trinkaus & Burkh     10.00  9/25/2015    EUR    39.84
HSBC Trinkaus & Burkh      6.50 12/28/2015    EUR    40.80
DekaBank Deutsche Gir      3.40  6/10/2016    EUR    62.30
Goldman Sachs & Co We      9.00 12/23/2015    EUR    57.66
Notenstein Privatbank      9.10  8/29/2016    CHF    45.59
Notenstein Privatbank      9.10  8/29/2016    CHF    34.66
Commerzbank AG             5.50  6/23/2016    EUR    61.10
Commerzbank AG             6.00  6/23/2016    EUR    60.09
Commerzbank AG             6.50  6/23/2016    EUR    59.12
Vontobel Financial Pr      6.70 12/28/2015    EUR    59.12
Vontobel Financial Pr      7.65  9/25/2015    EUR    59.20
Leonteq Securities AG     15.20  12/2/2015    CHF    40.19
Leonteq Securities AG      8.00  12/8/2015    CHF    64.49
Leonteq Securities AG     20.00  12/8/2015    USD    26.84
BNP Paribas Emissions      9.00  9/24/2015    EUR    72.06
BNP Paribas Emissions      8.50 12/24/2015    EUR    72.14
BNP Paribas Emissions      4.50  9/24/2015    EUR    67.91
BNP Paribas Emissions      7.00  9/24/2015    EUR    62.71
BNP Paribas Emissions      4.50 12/24/2015    EUR    65.36
BNP Paribas Emissions      6.50 12/24/2015    EUR    61.13
BNP Paribas Emissions      3.50  9/24/2015    EUR    51.83
BNP Paribas Emissions      4.75  9/24/2015    EUR    47.70
BNP Paribas Emissions      6.75  9/24/2015    EUR    44.19
BNP Paribas Emissions      3.50 12/24/2015    EUR    48.52
BNP Paribas Emissions      4.50 12/24/2015    EUR    44.98
BNP Paribas Emissions      6.25 12/24/2015    EUR    42.19
Notenstein Privatbank      5.12  2/29/2016    EUR    62.31
Notenstein Privatbank      5.04  8/28/2017    CHF    55.24
Notenstein Privatbank     10.00   9/5/2016    CHF    43.85
HSBC Trinkaus & Burkh      7.10  9/25/2015    EUR    60.25
HSBC Trinkaus & Burkh      6.50  9/25/2015    EUR    60.24
HSBC Trinkaus & Burkh      6.30 12/28/2015    EUR    59.04
HSBC Trinkaus & Burkh      5.10 12/28/2015    EUR    58.72
HSBC Trinkaus & Burkh      8.50  9/25/2015    EUR    68.24
HSBC Trinkaus & Burkh      7.00 12/28/2015    EUR    68.04
HSBC Trinkaus & Burkh      6.10 12/28/2015    EUR    67.80
HSBC Trinkaus & Burkh      7.00 12/28/2015    EUR    67.77
HSBC Trinkaus & Burkh      5.90 12/28/2015    EUR    67.48
Leonteq Securities AG      4.68  8/29/2017    CHF    54.08
Deutsche Bank AG           6.20 10/21/2015    EUR    59.90
Deutsche Bank AG           7.20 10/21/2015    EUR    60.00
Deutsche Bank AG           5.20 10/21/2015    EUR    59.80
Deutsche Bank AG           6.20 10/21/2015    EUR    40.90
Deutsche Bank AG           5.20 10/21/2015    EUR    40.80
Deutsche Bank AG           7.20 10/21/2015    EUR    41.00
Deutsche Bank AG           6.20 10/21/2015    EUR    39.40
Deutsche Bank AG           5.20 10/21/2015    EUR    39.30
Deutsche Bank AG           7.20 10/21/2015    EUR    39.50
Leonteq Securities AG      8.64   9/8/2016    CHF    57.66
Deutsche Bank AG           4.20  9/22/2015    EUR    67.60
Deutsche Bank AG           4.20  9/22/2015    EUR    60.50
Deutsche Bank AG           4.20  9/22/2015    EUR    63.90
Deutsche Bank AG           6.20 12/22/2015    EUR    58.10
Deutsche Bank AG           5.20  9/22/2015    EUR    63.90
Deutsche Bank AG           6.20 12/22/2015    EUR    64.70
Deutsche Bank AG           4.20 12/22/2015    EUR    64.20
Deutsche Bank AG           4.20 12/22/2015    EUR    57.60
Deutsche Bank AG           4.20 12/22/2015    EUR    60.70
Deutsche Bank AG           6.20 12/22/2015    EUR    61.20
Deutsche Bank AG           6.20  9/22/2015    EUR    63.90
Deutsche Bank AG           5.20 12/22/2015    EUR    64.50
Deutsche Bank AG           5.20 12/22/2015    EUR    57.80
Deutsche Bank AG           6.20  9/22/2015    EUR    67.70
Deutsche Bank AG           5.20  9/22/2015    EUR    67.60
Deutsche Bank AG           6.20  9/22/2015    EUR    60.50
Deutsche Bank AG           5.20  9/22/2015    EUR    60.50
Deutsche Bank AG           5.20 12/22/2015    EUR    61.00
DZ Bank AG Deutsche Z      5.50 12/28/2015    EUR    54.91
DZ Bank AG Deutsche Z      7.75  9/25/2015    EUR    61.83
DZ Bank AG Deutsche Z      7.00 12/28/2015    EUR    61.60
DZ Bank AG Deutsche Z      5.25  9/25/2015    EUR    62.81
DZ Bank AG Deutsche Z      8.00  9/25/2015    EUR    58.76
DZ Bank AG Deutsche Z      5.00  9/25/2015    EUR    44.15
DZ Bank AG Deutsche Z      8.50  9/25/2015    EUR    40.61
Leonteq Securities AG     10.04  3/16/2016    EUR    73.40
Deutsche Bank AG           8.20  3/22/2016    EUR    59.00
Deutsche Bank AG           8.20  3/22/2016    EUR    57.20
Deutsche Bank AG           8.20  6/21/2016    EUR    58.00
Deutsche Bank AG           8.20  6/21/2016    EUR    56.30
Deutsche Bank AG           8.20  3/22/2016    EUR    74.50
Deutsche Bank AG           3.20  3/22/2016    EUR    60.50
Deutsche Bank AG           3.20  3/22/2016    EUR    58.40
Deutsche Bank AG           4.20  3/22/2016    EUR    57.00
Deutsche Bank AG           3.20  3/22/2016    EUR    56.50
Deutsche Bank AG           3.20  6/21/2016    EUR    62.20
Deutsche Bank AG           4.20  6/21/2016    EUR    60.80
Deutsche Bank AG           3.20  6/21/2016    EUR    60.00
Deutsche Bank AG           3.20  6/21/2016    EUR    57.90
Deutsche Bank AG           3.20  6/21/2016    EUR    56.00
Deutsche Bank AG           4.20  6/21/2016    EUR    56.80
Deutsche Bank AG           4.20  6/21/2016    EUR    54.90
Deutsche Bank AG           3.20  6/21/2016    EUR    54.20
Deutsche Bank AG           3.20  3/22/2016    EUR    75.00
Deutsche Bank AG           4.20  6/21/2016    EUR    74.40
Deutsche Bank AG           3.20  6/21/2016    EUR    73.60
Deutsche Bank AG           6.20  6/21/2016    EUR    62.30
Deutsche Bank AG           5.20  6/21/2016    EUR    61.50
Deutsche Bank AG           5.20  9/20/2016    EUR    62.60
Deutsche Bank AG           5.20  9/20/2016    EUR    60.60
Deutsche Bank AG           5.20  9/20/2016    EUR    58.70
Deutsche Bank AG           5.20  9/20/2016    EUR    56.90
Deutsche Bank AG           5.20 12/20/2016    EUR    63.70
Deutsche Bank AG           6.20 12/20/2016    EUR    65.00
Deutsche Bank AG           5.20 12/20/2016    EUR    61.80
Deutsche Bank AG           6.20 12/20/2016    EUR    63.00
Deutsche Bank AG           6.20 12/20/2016    EUR    61.10
Deutsche Bank AG           5.20 12/20/2016    EUR    59.90
Deutsche Bank AG           5.20 12/20/2016    EUR    58.10
Deutsche Bank AG           6.20 12/20/2016    EUR    59.40
Vontobel Financial Pr      4.70  3/29/2016    EUR    57.38
Vontobel Financial Pr      7.25 12/28/2015    EUR    57.09
Vontobel Financial Pr      8.00  9/25/2015    EUR    74.28
DZ Bank AG Deutsche Z      3.60 12/18/2015    EUR    62.60
DZ Bank AG Deutsche Z      5.50  3/29/2016    EUR    53.12
HSBC Trinkaus & Burkh     21.80  9/25/2015    EUR    59.58
HSBC Trinkaus & Burkh     14.30  3/25/2016    EUR    63.50
HSBC Trinkaus & Burkh     12.10  3/25/2016    EUR    65.12
HSBC Trinkaus & Burkh     10.90  1/22/2016    EUR    65.87
HSBC Trinkaus & Burkh      9.90  4/22/2016    EUR    67.66
HSBC Trinkaus & Burkh      8.70  1/22/2016    EUR    48.66
HSBC Trinkaus & Burkh      7.90  4/22/2016    EUR    50.26
HSBC Trinkaus & Burkh     12.70  3/25/2016    EUR    72.32
HSBC Trinkaus & Burkh     12.60  9/25/2015    EUR    73.38
HSBC Trinkaus & Burkh     10.20 12/28/2015    EUR    73.36
HSBC Trinkaus & Burkh     11.00  3/25/2016    EUR    73.28
HSBC Trinkaus & Burkh     15.60  9/25/2015    EUR    54.47
HSBC Trinkaus & Burkh      6.20 12/28/2015    EUR    59.14
HSBC Trinkaus & Burkh     12.00  3/25/2016    EUR    56.07
HSBC Trinkaus & Burkh      7.70  6/24/2016    EUR    58.77
HSBC Trinkaus & Burkh      8.40 11/27/2015    EUR    57.21
HSBC Trinkaus & Burkh      7.80  1/22/2016    EUR    57.86
HSBC Trinkaus & Burkh      7.10  4/22/2016    EUR    59.47
HSBC Trinkaus & Burkh      8.30  6/24/2016    EUR    49.89
HSBC Trinkaus & Burkh     20.20  9/25/2015    EUR    70.11
HSBC Trinkaus & Burkh     15.00 12/28/2015    EUR    71.83
HSBC Trinkaus & Burkh     12.50  3/25/2016    EUR    74.06
HSBC Trinkaus & Burkh      9.40  1/22/2016    EUR    73.25
HSBC Trinkaus & Burkh      8.50  4/22/2016    EUR    74.66
HSBC Trinkaus & Burkh     23.10  9/25/2015    EUR    61.06
HSBC Trinkaus & Burkh     17.30 12/28/2015    EUR    63.18
HSBC Trinkaus & Burkh     14.40  3/25/2016    EUR    65.80
HSBC Trinkaus & Burkh     10.10  1/22/2016    EUR    68.53
HSBC Trinkaus & Burkh      9.10  4/22/2016    EUR    70.26
HSBC Trinkaus & Burkh     21.00  9/25/2015    EUR    67.52
HSBC Trinkaus & Burkh     14.80  9/25/2015    EUR    71.55
HSBC Trinkaus & Burkh     15.70 12/28/2015    EUR    69.50
HSBC Trinkaus & Burkh     11.70 12/28/2015    EUR    72.36
HSBC Trinkaus & Burkh     13.20  3/25/2016    EUR    71.75
HSBC Trinkaus & Burkh     10.20  3/25/2016    EUR    74.02
HSBC Trinkaus & Burkh      9.00  1/22/2016    EUR    74.69
HSBC Trinkaus & Burkh     11.30 11/27/2015    EUR    73.57
HSBC Trinkaus & Burkh     10.50  1/22/2016    EUR    74.89
HSBC Trinkaus & Burkh     12.90  3/25/2016    EUR    73.05
Vontobel Financial Pr      5.00  4/22/2016    EUR    65.16
Vontobel Financial Pr      9.00  4/22/2016    EUR    56.10
Deutsche Bank AG           5.20 12/22/2015    EUR    74.90
Deutsche Bank AG           4.20 12/22/2015    EUR    74.70
Deutsche Bank AG           4.20 12/22/2015    EUR    73.10
Deutsche Bank AG           5.20 12/22/2015    EUR    73.30
Zurcher Kantonalbank      10.00  3/24/2016    EUR    55.16
DZ Bank AG Deutsche Z      7.50  3/29/2016    EUR    74.65
DZ Bank AG Deutsche Z      8.25  3/29/2016    EUR    71.64
DZ Bank AG Deutsche Z      5.25  3/29/2016    EUR    51.85
DZ Bank AG Deutsche Z     10.25  3/29/2016    EUR    50.11
DZ Bank AG Deutsche Z     10.00  6/24/2016    EUR    50.52
DZ Bank AG Deutsche Z     12.50  9/25/2015    EUR    58.81
DZ Bank AG Deutsche Z     11.50 12/28/2015    EUR    58.97
DZ Bank AG Deutsche Z      5.25  3/29/2016    EUR    60.70
DZ Bank AG Deutsche Z      8.75  3/29/2016    EUR    60.27
DZ Bank AG Deutsche Z     11.00  6/24/2016    EUR    61.65
DZ Bank AG Deutsche Z     14.25  9/25/2015    EUR    49.03
DZ Bank AG Deutsche Z     11.25 12/28/2015    EUR    47.89
DZ Bank AG Deutsche Z      8.25  3/29/2016    EUR    72.77
DZ Bank AG Deutsche Z     13.00  9/25/2015    EUR    71.50
DZ Bank AG Deutsche Z     10.50 12/28/2015    EUR    71.50
DZ Bank AG Deutsche Z      8.25  3/29/2016    EUR    72.90
DZ Bank AG Deutsche Z     11.50  3/29/2016    EUR    70.56
DZ Bank AG Deutsche Z      7.75  6/24/2016    EUR    72.31
HSBC Trinkaus & Burkh     15.10  9/25/2015    EUR    73.87
HSBC Trinkaus & Burkh     11.80 12/28/2015    EUR    74.53
HSBC Trinkaus & Burkh     12.10  3/25/2016    EUR    74.22
HSBC Trinkaus & Burkh     15.20  9/25/2015    EUR    56.34
HSBC Trinkaus & Burkh      8.90  2/26/2016    EUR    59.33
HSBC Trinkaus & Burkh      6.30  6/24/2016    EUR    52.54
HSBC Trinkaus & Burkh     11.40  9/25/2015    EUR    71.90
HSBC Trinkaus & Burkh      9.70 12/28/2015    EUR    72.18
HSBC Trinkaus & Burkh     12.50  3/25/2016    EUR    69.71
HSBC Trinkaus & Burkh      8.10 10/23/2015    EUR    73.07
HSBC Trinkaus & Burkh      7.90 11/27/2015    EUR    73.98
HSBC Trinkaus & Burkh      7.50  2/26/2016    EUR    74.40
HSBC Trinkaus & Burkh     12.60  3/25/2016    EUR    71.39
HSBC Trinkaus & Burkh      7.70 10/23/2015    EUR    74.49
HSBC Trinkaus & Burkh     14.00  9/25/2015    EUR    71.58
HSBC Trinkaus & Burkh     17.30  9/25/2015    EUR    73.35
HSBC Trinkaus & Burkh     10.00 11/27/2015    EUR    67.15
HSBC Trinkaus & Burkh      9.00  2/26/2016    EUR    68.96
HSBC Trinkaus & Burkh     14.80  9/25/2015    EUR    70.12
HSBC Trinkaus & Burkh      9.20 12/28/2015    EUR    73.12
HSBC Trinkaus & Burkh     14.50  9/25/2015    EUR    66.30
HSBC Trinkaus & Burkh      8.90  9/25/2015    EUR    71.33
HSBC Trinkaus & Burkh     12.00 12/28/2015    EUR    67.11
HSBC Trinkaus & Burkh     13.70  3/25/2016    EUR    66.38
HSBC Trinkaus & Burkh     10.60  3/25/2016    EUR    69.00
HSBC Trinkaus & Burkh      7.40  6/24/2016    EUR    72.48
HSBC Trinkaus & Burkh      8.80 10/23/2015    EUR    69.70
HSBC Trinkaus & Burkh      8.50 11/27/2015    EUR    70.43
HSBC Trinkaus & Burkh      8.00  2/26/2016    EUR    72.17
DZ Bank AG Deutsche Z      5.75  9/21/2015    EUR    73.78
DZ Bank AG Deutsche Z      9.40  9/25/2015    EUR    70.76
DZ Bank AG Deutsche Z      7.90 12/28/2015    EUR    70.35
DZ Bank AG Deutsche Z      6.90  3/29/2016    EUR    71.64
DZ Bank AG Deutsche Z      6.20 12/28/2015    EUR    74.18
DZ Bank AG Deutsche Z      5.50 12/21/2015    EUR    68.76
DZ Bank AG Deutsche Z      6.00  3/21/2016    EUR    70.36
DZ Bank AG Deutsche Z      5.75  6/20/2016    EUR    69.30
DZ Bank AG Deutsche Z      5.75 12/21/2015    EUR    66.39
DZ Bank AG Deutsche Z      5.25  3/21/2016    EUR    67.52
DZ Bank AG Deutsche Z      5.75  6/20/2016    EUR    67.28
DZ Bank AG Deutsche Z      6.75 12/21/2015    EUR    70.93
DZ Bank AG Deutsche Z      7.10 12/28/2015    EUR    60.85
DZ Bank AG Deutsche Z      6.80  3/29/2016    EUR    61.50
DZ Bank AG Deutsche Z      5.50  3/29/2016    EUR    51.59
Solarwatt GmbH             7.00  11/1/2015    EUR    14.50
Lehman Brothers Treas      3.00  9/13/2010    JPY    22.25
Immigon Portfolioabba      5.45   8/2/2019    EUR    72.70
Lehman Brothers Treas      3.82 10/20/2009    USD     4.75
Lehman Brothers Treas      2.75 10/28/2009    EUR     4.75
Lehman Brothers Treas      5.00  12/6/2011    EUR     4.75
Province of Treviso I      0.18 12/31/2034    EUR    64.35
Barclays Bank PLC          2.33   1/2/2041    USD    74.29
Lehman Brothers Treas      8.28  7/31/2013    GBP     4.75
Lehman Brothers Treas      7.50  7/31/2013    GBP     4.75
Lehman Brothers Treas      7.32  7/31/2013    GBP     4.75
Barclays Bank PLC          1.99  12/1/2040    USD    71.92
Deutsche Bank AG           5.20 10/21/2015    EUR    55.60
Deutsche Bank AG           7.20 10/21/2015    EUR    57.80
Deutsche Bank AG           6.20 10/21/2015    EUR    57.70
Deutsche Bank AG           7.20 10/21/2015    EUR    55.80
Deutsche Bank AG           7.20 10/21/2015    EUR    36.90
Deutsche Bank AG           6.20 10/21/2015    EUR    36.80
Deutsche Bank AG           5.20 10/21/2015    EUR    36.70
Deutsche Bank AG           5.20 10/21/2015    EUR    38.00
Deutsche Bank AG           7.20 10/21/2015    EUR    38.20
Deutsche Bank AG           6.20 10/21/2015    EUR    38.10
UBS AG/London              7.20  1/20/2016    EUR    53.02
HSBC Trinkaus & Burkh      8.50  9/25/2015    EUR    54.37
HSBC Trinkaus & Burkh     12.50  9/25/2015    EUR    74.77
HSBC Trinkaus & Burkh     12.50  9/25/2015    EUR    49.51
HSBC Trinkaus & Burkh      8.00  9/25/2015    EUR    54.39
HSBC Trinkaus & Burkh      6.00 12/28/2015    EUR    55.16
HSBC Trinkaus & Burkh     12.50  9/25/2015    EUR    34.23
HSBC Trinkaus & Burkh      8.50  9/25/2015    EUR    37.35
HSBC Trinkaus & Burkh      6.50 12/28/2015    EUR    36.95
HSBC Trinkaus & Burkh     14.00  9/25/2015    EUR    56.58
HSBC Trinkaus & Burkh     10.50  9/25/2015    EUR    61.90
HSBC Trinkaus & Burkh     13.00  9/25/2015    EUR    56.41
HSBC Trinkaus & Burkh     10.00  9/25/2015    EUR    60.70
HSBC Trinkaus & Burkh     13.00  9/25/2015    EUR    74.95
HSBC Trinkaus & Burkh     11.50  9/25/2015    EUR    75.00
HSBC Trinkaus & Burkh     14.50  9/25/2015    EUR    68.76
HSBC Trinkaus & Burkh     14.00  9/25/2015    EUR    74.23
Commerzbank AG             9.25  2/25/2016    EUR    74.23
Commerzbank AG             5.50  2/25/2016    EUR    70.94
Commerzbank AG             7.25  2/25/2016    EUR    68.12
Commerzbank AG             9.50  2/25/2016    EUR    65.84
Commerzbank AG             6.00  2/25/2016    EUR    74.16
Commerzbank AG             8.75  2/25/2016    EUR    70.01
Commerzbank AG            11.75  2/25/2016    EUR    66.61
Deutsche Bank AG           5.00  3/18/2016    EUR    48.78
Commerzbank AG             7.00  2/26/2016    EUR    66.22
Commerzbank AG             8.00  2/26/2016    EUR    74.35
DZ Bank AG Deutsche Z      4.90 12/11/2015    EUR    57.79
DZ Bank AG Deutsche Z      5.00  9/25/2015    EUR    73.51
DZ Bank AG Deutsche Z      5.00 12/28/2015    EUR    70.41
UniCredit Bank AG          4.00 12/17/2015    EUR    65.33
Cooperatieve Centrale      0.50  8/21/2028    MXN    42.56
Commerzbank AG            14.75 12/24/2015    EUR    69.37
Commerzbank AG             8.25 12/24/2015    EUR    48.90
UniCredit Bank AG          4.80  3/24/2016    EUR    57.52
Commerzbank AG             5.25 12/24/2015    EUR    61.72
Commerzbank AG             7.25 12/24/2015    EUR    59.10
Commerzbank AG             9.50 12/24/2015    EUR    56.87
UniCredit Bank AG          4.10  3/24/2016    EUR    63.44
Commerzbank AG             5.00 12/24/2015    EUR    51.50
Commerzbank AG             6.75 12/24/2015    EUR    49.18
Commerzbank AG             8.75 12/24/2015    EUR    47.18
Commerzbank AG            11.00 12/24/2015    EUR    45.50
UniCredit Bank AG          5.00  3/24/2016    EUR    56.68
UniCredit Bank AG          4.20  3/24/2016    EUR    62.37
UniCredit Bank AG          4.80  3/24/2016    EUR    73.44
UniCredit Bank AG          4.60  3/24/2016    EUR    46.04
UniCredit Bank AG          4.30  3/24/2016    EUR    47.23
UniCredit Bank AG          4.40  3/24/2016    EUR    46.83
UniCredit Bank AG          4.25  3/24/2016    EUR    47.67
UniCredit Bank AG          4.80  3/24/2016    EUR    45.29
UniCredit Bank AG          4.90  3/24/2016    EUR    44.93
UniCredit Bank AG          4.50  3/24/2016    EUR    46.44
UniCredit Bank AG          4.00  3/24/2016    EUR    50.02
UniCredit Bank AG          5.00  3/24/2016    EUR    44.58
UniCredit Bank AG          4.15  3/24/2016    EUR    48.56
UniCredit Bank AG          4.05  3/24/2016    EUR    49.53
UniCredit Bank AG          4.70  3/24/2016    EUR    45.66
UniCredit Bank AG          4.20  3/24/2016    EUR    48.13
UniCredit Bank AG          4.10  3/24/2016    EUR    49.03
UniCredit Bank AG          4.60  3/24/2016    EUR    74.75
UniCredit Bank AG          4.60  3/24/2016    EUR    58.38
UniCredit Bank AG          4.50  3/24/2016    EUR    59.35
UniCredit Bank AG          4.00  3/24/2016    EUR    64.54
UniCredit Bank AG          4.25  3/24/2016    EUR    61.31
UniCredit Bank AG          5.00  3/24/2016    EUR    72.17
UniCredit Bank AG          4.40  3/24/2016    EUR    60.33
Vontobel Financial Pr     13.95  9/25/2015    EUR    67.93
Vontobel Financial Pr     11.35 12/28/2015    EUR    68.01
Vontobel Financial Pr     14.45  9/25/2015    EUR    74.25
Vontobel Financial Pr     12.45 12/28/2015    EUR    74.76
UBS AG/London             10.00  3/29/2016    EUR    71.71
UBS AG/London              4.50  6/24/2016    EUR    66.11
UBS AG/London             16.50  3/29/2016    EUR    70.87
UBS AG/London             11.00  6/24/2016    EUR    70.15
UBS AG/London             14.00  3/29/2016    EUR    67.53
UBS AG/London              4.25  9/25/2015    EUR    70.72
UBS AG/London             12.50  6/24/2016    EUR    68.40
UBS AG/London             14.75  3/29/2016    EUR    72.96
UBS AG/London             14.75  6/24/2016    EUR    72.79
UBS AG/London              9.25  6/24/2016    EUR    71.75
UBS AG/London              9.75  9/25/2015    EUR    60.32
UBS AG/London              4.25 12/29/2015    EUR    67.95
UBS AG/London              8.00  6/24/2016    EUR    74.13
UBS AG/London             12.00  3/29/2016    EUR    69.38
DekaBank Deutsche Gir      3.00 12/17/2018    EUR    73.29
DZ Bank AG Deutsche Z      8.25 12/28/2015    EUR    68.48
Vontobel Financial Pr     13.10  6/24/2016    EUR    58.98
HSBC Trinkaus & Burkh     16.90 12/28/2015    EUR    63.73
HSBC Trinkaus & Burkh     11.50 12/28/2015    EUR    68.76
HSBC Trinkaus & Burkh      9.40 11/27/2015    EUR    71.30
HSBC Trinkaus & Burkh      8.30  9/25/2015    EUR    62.73
HSBC Trinkaus & Burkh     10.50  9/25/2015    EUR    49.59
HSBC Trinkaus & Burkh      9.10 12/28/2015    EUR    47.98
HSBC Trinkaus & Burkh      9.70  3/25/2016    EUR    48.59
HSBC Trinkaus & Burkh      6.30 10/23/2015    EUR    50.26
HSBC Trinkaus & Burkh     11.50 11/27/2015    EUR    45.74
HSBC Trinkaus & Burkh      6.20 11/27/2015    EUR    50.73
HSBC Trinkaus & Burkh     17.30 12/28/2015    EUR    70.30
HSBC Trinkaus & Burkh     21.60  9/25/2015    EUR    68.05
HSBC Trinkaus & Burkh     16.90 12/28/2015    EUR    69.81
HSBC Trinkaus & Burkh     17.20 12/28/2015    EUR    74.04
Commerzbank AG             6.25 12/24/2015    EUR    67.11
Commerzbank AG             9.25 12/24/2015    EUR    63.07
Commerzbank AG             6.75  6/23/2016    EUR    65.42
Commerzbank AG             8.25  6/23/2016    EUR    63.76
Commerzbank AG             5.50 12/22/2016    EUR    67.04
Commerzbank AG             6.25 12/22/2016    EUR    66.30
Commerzbank AG             7.25 12/22/2016    EUR    64.98
Commerzbank AG             8.50 12/24/2015    EUR    50.99
Commerzbank AG            10.75 12/24/2015    EUR    49.06
Commerzbank AG             8.25  6/23/2016    EUR    52.77
Commerzbank AG             9.50  6/23/2016    EUR    51.84
Commerzbank AG             5.00 12/22/2016    EUR    57.39
Commerzbank AG             6.00 12/22/2016    EUR    55.99
Commerzbank AG             7.00 12/22/2016    EUR    54.79
Commerzbank AG             8.00 12/22/2016    EUR    53.82
DekaBank Deutsche Gir      4.15  12/3/2015    EUR    47.18
DZ Bank AG Deutsche Z      6.75 12/21/2015    EUR    59.71
DZ Bank AG Deutsche Z      6.30  9/21/2015    EUR    73.10
DZ Bank AG Deutsche Z      5.50 12/21/2015    EUR    67.25
DZ Bank AG Deutsche Z      4.80  3/21/2016    EUR    67.69
Vontobel Financial Pr      6.00  2/26/2016    EUR    59.12
Vontobel Financial Pr      9.45 12/11/2015    EUR    72.79
Vontobel Financial Pr      4.85 12/11/2015    EUR    38.63
Vontobel Financial Pr      4.75  3/11/2016    EUR    61.48
Vontobel Financial Pr      2.85  3/11/2016    EUR    65.16
Vontobel Financial Pr      7.05  3/11/2016    EUR    58.51
DZ Bank AG Deutsche Z      7.10  9/21/2015    EUR    64.27
DZ Bank AG Deutsche Z      5.70 12/21/2015    EUR    59.55
DZ Bank AG Deutsche Z      4.60  3/21/2016    EUR    62.03
DZ Bank AG Deutsche Z      5.50  3/21/2016    EUR    60.64
Vontobel Financial Pr     22.85 12/28/2015    EUR    61.70
Vontobel Financial Pr     20.15 12/28/2015    EUR    73.31
Vontobel Financial Pr     21.25 12/28/2015    EUR    74.81
Vontobel Financial Pr     21.25 12/28/2015    EUR    48.73
Vontobel Financial Pr     23.30 12/28/2015    EUR    67.10
Credit Suisse AG/Nass     11.00  12/3/2015    USD    54.18
Goldman Sachs & Co We     21.00 11/25/2015    EUR    49.44
Goldman Sachs & Co We     18.00  9/23/2015    EUR    74.03
Goldman Sachs & Co We     24.00  9/23/2015    EUR    67.57
Goldman Sachs & Co We     19.00 10/21/2015    EUR    70.46
Goldman Sachs & Co We     22.00 10/21/2015    EUR    67.88
Vontobel Financial Pr      5.60 12/11/2015    EUR    43.28
Vontobel Financial Pr      5.25  3/11/2016    EUR    44.55
Goldman Sachs & Co We     20.00 11/25/2015    EUR    69.82
Goldman Sachs & Co We     19.00 12/23/2015    EUR    71.09
Goldman Sachs & Co We     17.00  3/23/2016    EUR    73.90
UBS AG/London             10.75  12/3/2015    CHF    59.66
Vontobel Financial Pr      9.85  9/25/2015    EUR    57.14
Vontobel Financial Pr      8.05 12/28/2015    EUR    57.46
Vontobel Financial Pr      3.10 12/28/2015    EUR    65.07
Vontobel Financial Pr      4.40 12/28/2015    EUR    44.92
UBS AG/London              8.00 10/21/2015    EUR    63.03
UBS AG/London             15.00  9/25/2015    EUR    52.08
UBS AG/London             15.50 12/29/2015    EUR    52.41
UBS AG/London             13.00  9/25/2015    EUR    54.93
UBS AG/London             19.75  9/25/2015    EUR    47.18
UBS AG/London             17.25 12/29/2015    EUR    50.56
UBS AG/London             11.00  9/25/2015    EUR    58.12
UBS AG/London             19.25 12/29/2015    EUR    48.98
UBS AG/London             13.75 12/29/2015    EUR    54.50
UBS AG/London             17.25  9/25/2015    EUR    49.50
UBS AG/London             11.75 12/29/2015    EUR    56.81
UBS AG/London             10.00 12/29/2015    EUR    59.52
Deutsche Bank AG           5.20  2/23/2016    EUR    61.20
Deutsche Bank AG           5.20  1/19/2016    EUR    63.10
Deutsche Bank AG           5.20  1/19/2016    EUR    60.90
Deutsche Bank AG           4.20  2/23/2016    EUR    58.70
Deutsche Bank AG           5.20  2/23/2016    EUR    57.10
Deutsche Bank AG           5.20  1/19/2016    EUR    49.00
Deutsche Bank AG           4.20  1/19/2016    EUR    48.70
Deutsche Bank AG           5.20  1/19/2016    EUR    47.10
Deutsche Bank AG           4.20  1/19/2016    EUR    46.70
Deutsche Bank AG           4.20  1/19/2016    EUR    44.90
Deutsche Bank AG           5.20  1/19/2016    EUR    45.20
Deutsche Bank AG           5.20  1/19/2016    EUR    43.60
Deutsche Bank AG           4.20  1/19/2016    EUR    43.20
Deutsche Bank AG           5.20  2/23/2016    EUR    49.50
Deutsche Bank AG           4.20  2/23/2016    EUR    49.00
Deutsche Bank AG           5.20  2/23/2016    EUR    47.50
Deutsche Bank AG           4.20  2/23/2016    EUR    47.10
Deutsche Bank AG           4.20  2/23/2016    EUR    45.30
Deutsche Bank AG           5.20  2/23/2016    EUR    45.70
Deutsche Bank AG           5.20  2/23/2016    EUR    44.10
Deutsche Bank AG           4.20  2/23/2016    EUR    43.60
Deutsche Bank AG           7.20  1/19/2016    EUR    63.80
Deutsche Bank AG           6.20  1/19/2016    EUR    63.50
Deutsche Bank AG           6.20  1/19/2016    EUR    61.20
Deutsche Bank AG           7.20  1/19/2016    EUR    61.50
Deutsche Bank AG           6.20  1/19/2016    EUR    59.10
Deutsche Bank AG           7.20  1/19/2016    EUR    59.40
Deutsche Bank AG           7.20  1/19/2016    EUR    57.40
Deutsche Bank AG           6.20  1/19/2016    EUR    57.10
Deutsche Bank AG           6.20  2/23/2016    EUR    63.90
Deutsche Bank AG           7.20  2/23/2016    EUR    64.30
Deutsche Bank AG           6.20  2/23/2016    EUR    61.60
Deutsche Bank AG           7.20  2/23/2016    EUR    62.10
Deutsche Bank AG           6.20  2/23/2016    EUR    59.50
Deutsche Bank AG           7.20  2/23/2016    EUR    60.00
Deutsche Bank AG           6.20  2/23/2016    EUR    57.60
Deutsche Bank AG           7.20  2/23/2016    EUR    58.00
Deutsche Bank AG           6.20  1/19/2016    EUR    47.40
Deutsche Bank AG           7.20  1/19/2016    EUR    47.70
Deutsche Bank AG           7.20  1/19/2016    EUR    45.90
Deutsche Bank AG           6.20  1/19/2016    EUR    45.60
Deutsche Bank AG           6.20  1/19/2016    EUR    43.90
Deutsche Bank AG           7.20  1/19/2016    EUR    44.20
Deutsche Bank AG           7.20  2/23/2016    EUR    48.40
Deutsche Bank AG           6.20  2/23/2016    EUR    48.00
Deutsche Bank AG           7.20  2/23/2016    EUR    46.60
Deutsche Bank AG           6.20  2/23/2016    EUR    46.20
Deutsche Bank AG           7.20  2/23/2016    EUR    44.90
Deutsche Bank AG           6.20  2/23/2016    EUR    44.50
Deutsche Bank AG           7.20 10/21/2015    EUR    62.40
Deutsche Bank AG           7.20 11/25/2015    EUR    62.90
Deutsche Bank AG           7.20 11/25/2015    EUR    60.60
Deutsche Bank AG           6.20 11/25/2015    EUR    58.30
Deutsche Bank AG           7.20 11/25/2015    EUR    58.40
Deutsche Bank AG           7.20 10/21/2015    EUR    46.00
Deutsche Bank AG           7.20 10/21/2015    EUR    44.20
Deutsche Bank AG           7.20 10/21/2015    EUR    42.50
Deutsche Bank AG           7.20 11/25/2015    EUR    46.70
Deutsche Bank AG           7.20 11/25/2015    EUR    44.80
Deutsche Bank AG           7.20 11/25/2015    EUR    43.20
Deutsche Bank AG           7.20 12/22/2015    EUR    63.40
Deutsche Bank AG           7.20  3/22/2016    EUR    64.70
Deutsche Bank AG           7.20  3/22/2016    EUR    64.00
Deutsche Bank AG           7.20  3/22/2016    EUR    62.00
Deutsche Bank AG           7.20  3/22/2016    EUR    49.00
Deutsche Bank AG           6.20  3/22/2016    EUR    48.40
Deutsche Bank AG           7.20  3/22/2016    EUR    47.20
Deutsche Bank AG           7.20  3/22/2016    EUR    45.50
Deutsche Bank AG           4.20  2/23/2016    EUR    65.40
Deutsche Bank AG           4.20  2/23/2016    EUR    63.00
Goldman Sachs & Co We     13.00 11/25/2015    EUR    57.78
Goldman Sachs & Co We      5.00  1/20/2016    EUR    56.99
Goldman Sachs & Co We      6.00  1/20/2016    EUR    57.32
Goldman Sachs & Co We      8.00  1/20/2016    EUR    57.97
Goldman Sachs & Co We     10.00  1/20/2016    EUR    58.63
Goldman Sachs & Co We     12.00  1/20/2016    EUR    59.29
Goldman Sachs & Co We     11.00  3/23/2016    EUR    60.69
Goldman Sachs & Co We      5.00  6/22/2016    EUR    56.02
Goldman Sachs & Co We      8.00  6/22/2016    EUR    58.26
Goldman Sachs & Co We     10.00  6/22/2016    EUR    59.75
Goldman Sachs & Co We     10.00  6/22/2016    EUR    59.75
Deutsche Bank AG           5.20  2/23/2016    EUR    63.40
Goldman Sachs & Co We      6.00 11/25/2015    EUR    42.99
Goldman Sachs & Co We      7.00 11/25/2015    EUR    43.16
Goldman Sachs & Co We      6.00  1/20/2016    EUR    43.86
Goldman Sachs & Co We      7.00  1/20/2016    EUR    44.19
Goldman Sachs & Co We     10.00  1/20/2016    EUR    45.17
Goldman Sachs & Co We     12.00  1/20/2016    EUR    45.83
Goldman Sachs & Co We     12.00  1/20/2016    EUR    45.83
Goldman Sachs & Co We     11.00  3/23/2016    EUR    47.35
Goldman Sachs & Co We     11.00  3/23/2016    EUR    47.35
Goldman Sachs & Co We      6.00  6/22/2016    EUR    44.81
Goldman Sachs & Co We      7.00  6/22/2016    EUR    45.56
Goldman Sachs & Co We     10.00  6/22/2016    EUR    47.80
Goldman Sachs & Co We     10.00  6/22/2016    EUR    47.80
Goldman Sachs & Co We     10.00  6/22/2016    EUR    47.80
Goldman Sachs & Co We     11.00  6/22/2016    EUR    48.54
Goldman Sachs & Co We     11.00  6/22/2016    EUR    48.54
Deutsche Bank AG           4.20  1/19/2016    EUR    62.80
Deutsche Bank AG           5.20  1/19/2016    EUR    65.50
Deutsche Bank AG           4.20  1/19/2016    EUR    60.50
Deutsche Bank AG           4.20  1/19/2016    EUR    58.40
Deutsche Bank AG           5.20  1/19/2016    EUR    56.70
Deutsche Bank AG           5.20  1/19/2016    EUR    58.70
Deutsche Bank AG           4.20  1/19/2016    EUR    56.40
Deutsche Bank AG           4.20  2/23/2016    EUR    56.70
Deutsche Bank AG           5.20  2/23/2016    EUR    65.80
Deutsche Bank AG           4.20  1/19/2016    EUR    65.20
Deutsche Bank AG           5.20  2/23/2016    EUR    59.10
Deutsche Bank AG           4.20  2/23/2016    EUR    60.80
Goldman Sachs & Co We      7.00  1/20/2016    EUR    66.58
Goldman Sachs & Co We     15.00  1/20/2016    EUR    56.74
Goldman Sachs & Co We      9.00  1/20/2016    EUR    62.54
Goldman Sachs & Co We     18.00  1/20/2016    EUR    54.52
Goldman Sachs & Co We      5.00  6/22/2016    EUR    69.24
Goldman Sachs & Co We     10.00  6/22/2016    EUR    60.15
Goldman Sachs & Co We     15.00  6/22/2016    EUR    57.52
Goldman Sachs & Co We      6.00  9/23/2015    EUR    55.03
Goldman Sachs & Co We      7.00  9/23/2015    EUR    52.46
Goldman Sachs & Co We     19.00  9/23/2015    EUR    41.14
Goldman Sachs & Co We     20.00 10/21/2015    EUR    38.96
Goldman Sachs & Co We     24.00  9/23/2015    EUR    37.50
Goldman Sachs & Co We     22.00 10/21/2015    EUR    37.86
Goldman Sachs & Co We      6.00 11/25/2015    EUR    52.87
Goldman Sachs & Co We     18.00 11/25/2015    EUR    40.55
Goldman Sachs & Co We     23.00 12/23/2015    EUR    39.66
Goldman Sachs & Co We     19.00 12/23/2015    EUR    40.92
Goldman Sachs & Co We      6.00  1/20/2016    EUR    51.25
Goldman Sachs & Co We     10.00  1/20/2016    EUR    46.65
Goldman Sachs & Co We     15.00  1/20/2016    EUR    43.68
Goldman Sachs & Co We     18.00  1/20/2016    EUR    42.07
Goldman Sachs & Co We     19.00  3/23/2016    EUR    43.42
Goldman Sachs & Co We     22.00  1/20/2016    EUR    41.11
Goldman Sachs & Co We      6.00  6/22/2016    EUR    54.18
Goldman Sachs & Co We      7.00  6/22/2016    EUR    52.78
Goldman Sachs & Co We      8.00  6/22/2016    EUR    49.64
Goldman Sachs & Co We     10.00  6/22/2016    EUR    49.40
Goldman Sachs & Co We     18.00  6/22/2016    EUR    46.23
Goldman Sachs & Co We     15.00  6/22/2016    EUR    46.17
Goldman Sachs & Co We     21.00 12/23/2015    EUR    74.23
Landesbank Hessen-Thu      3.20  3/23/2016    EUR    63.80
Notenstein Privatbank      8.50  1/16/2017    EUR    55.18
DZ Bank AG Deutsche Z      6.40  9/21/2015    EUR    65.38
DZ Bank AG Deutsche Z      5.30 12/21/2015    EUR    60.44
DZ Bank AG Deutsche Z      5.90 12/21/2015    EUR    59.29
DZ Bank AG Deutsche Z      5.60  3/21/2016    EUR    60.39
Vontobel Financial Pr      7.35  3/11/2016    EUR    71.76
Vontobel Financial Pr      8.15 12/11/2015    EUR    70.56
Vontobel Financial Pr      6.00 12/11/2015    EUR    74.16
Vontobel Financial Pr      7.75  6/10/2016    EUR    60.61
Vontobel Financial Pr      5.70  6/10/2016    EUR    63.05
Vontobel Financial Pr      3.90  6/10/2016    EUR    66.86
Vontobel Financial Pr      4.50 12/11/2015    EUR    50.69
Vontobel Financial Pr      4.60  3/11/2016    EUR    51.84
Vontobel Financial Pr      6.80  3/11/2016    EUR    48.77
Vontobel Financial Pr      5.20  6/10/2016    EUR    51.41
Vontobel Financial Pr      7.15  6/10/2016    EUR    48.91
UBS AG                     7.75 12/22/2017    EUR    50.51
UBS AG                    22.50  3/29/2016    EUR    52.29
UBS AG                     4.50 12/23/2016    EUR    69.93
UBS AG                     5.00 12/23/2016    EUR    51.57
UBS AG                    18.25  3/29/2016    EUR    63.52
UBS AG                     4.75 12/22/2017    EUR    54.89
UBS AG                     5.50 12/23/2016    EUR    50.39
UBS AG                     7.75 12/23/2016    EUR    61.87
LBBW                       4.00  8/26/2016    EUR    59.87
Leonteq Securities AG     11.00 12/15/2015    USD    50.32
DZ Bank AG Deutsche Z      6.50  3/29/2016    EUR    60.50
DZ Bank AG Deutsche Z      5.25 12/21/2015    EUR    49.35
DZ Bank AG Deutsche Z      5.25  3/21/2016    EUR    50.60
DZ Bank AG Deutsche Z      5.70 12/21/2015    EUR    54.79
DZ Bank AG Deutsche Z      5.60  3/21/2016    EUR    56.03
UBS AG/London              5.00 12/10/2015    USD    70.26
Societe Generale Effe      3.85  3/29/2016    EUR    62.65
UBS AG/London              3.60  8/24/2016    EUR    67.62
UBS AG/London              6.10  1/20/2016    EUR    63.54
UBS AG/London              3.30  8/24/2016    EUR    55.38
UBS AG/London             11.00  1/20/2016    EUR    45.04
UBS AG/London              4.60  1/20/2016    EUR    66.54
UBS AG/London              3.10  1/20/2016    EUR    56.09
Commerzbank AG             7.50 12/24/2015    EUR    56.68
Commerzbank AG             9.50 12/24/2015    EUR    54.38
Lehman Brothers Treas      7.60  5/21/2013    USD     4.75
Vontobel Financial Pr      9.20 12/28/2015    EUR    54.11
Deutsche Bank AG           5.34  6/30/2016    EUR    44.53
Vontobel Financial Pr      6.00  6/24/2016    EUR    46.10
Vontobel Financial Pr      9.50  9/25/2015    EUR    55.13
Vontobel Financial Pr      5.50  1/15/2016    EUR    46.19
Goldman Sachs & Co We     12.00 11/25/2015    EUR    53.86
Goldman Sachs & Co We     11.00 12/23/2015    EUR    54.45
Goldman Sachs & Co We     11.00 12/23/2015    EUR    54.45
Goldman Sachs & Co We     11.00  1/20/2016    EUR    55.26
Goldman Sachs & Co We      6.00  6/22/2016    EUR    53.35
Goldman Sachs & Co We      7.00  1/20/2016    EUR    41.19
UBS AG/London             10.75 12/17/2015    CHF    64.28
Vontobel Financial Pr      5.00  1/22/2016    EUR    47.25
Goldman Sachs & Co We     23.00 12/23/2015    EUR    49.01
Goldman Sachs & Co We      6.00  1/20/2016    EUR    61.55
Goldman Sachs & Co We      6.00  6/22/2016    EUR    60.96
Goldman Sachs & Co We     21.00  1/20/2016    EUR    50.14
Goldman Sachs & Co We      8.00  6/22/2016    EUR    58.66
Goldman Sachs & Co We     17.00  6/22/2016    EUR    53.97
Goldman Sachs & Co We     22.00 11/25/2015    EUR    72.84
Vontobel Financial Pr      5.75  8/23/2016    EUR    62.78
Deutsche Bank AG           8.20 12/20/2016    EUR    61.90
Deutsche Bank AG           8.20 12/22/2015    EUR    42.40
Deutsche Bank AG           8.20  3/22/2016    EUR    59.00
Deutsche Bank AG           8.20  3/22/2016    EUR    44.50
Deutsche Bank AG           8.20 12/20/2016    EUR    49.00
Deutsche Bank AG           8.20 12/22/2015    EUR    57.20
Deutsche Bank AG           8.20  6/22/2016    EUR    44.90
Deutsche Bank AG           8.20  6/22/2016    EUR    58.00
HSBC Trinkaus & Burkh      6.90  9/25/2015    EUR    73.35
HSBC Trinkaus & Burkh      6.50 12/28/2015    EUR    70.73
HSBC Trinkaus & Burkh      8.80 11/27/2015    EUR    67.39
HSBC Trinkaus & Burkh     13.20 11/27/2015    EUR    72.79
HSBC Trinkaus & Burkh     16.00 12/28/2015    EUR    49.97
HSBC Trinkaus & Burkh      7.10  3/25/2016    EUR    56.96
HSBC Trinkaus & Burkh      8.10 11/27/2015    EUR    55.05
HSBC Trinkaus & Burkh      7.30  9/25/2015    EUR    45.91
HSBC Trinkaus & Burkh     20.20  9/25/2015    EUR    73.66
HSBC Trinkaus & Burkh     15.80 12/28/2015    EUR    74.90
DZ Bank AG Deutsche Z      9.50 12/28/2015    EUR    44.01
DZ Bank AG Deutsche Z      8.75  6/24/2016    EUR    46.34
DZ Bank AG Deutsche Z      8.75  6/24/2016    EUR    58.48
DZ Bank AG Deutsche Z      7.50  9/21/2015    EUR    70.29
DZ Bank AG Deutsche Z      8.60  9/21/2015    EUR    68.84
DZ Bank AG Deutsche Z      6.30 12/21/2015    EUR    65.00
DZ Bank AG Deutsche Z      7.00 12/21/2015    EUR    63.89
DZ Bank AG Deutsche Z      7.90 12/21/2015    EUR    62.83
DZ Bank AG Deutsche Z      5.40  3/21/2016    EUR    65.68
DZ Bank AG Deutsche Z      5.90  3/21/2016    EUR    64.71
DZ Bank AG Deutsche Z      7.00 12/28/2015    EUR    48.94
DZ Bank AG Deutsche Z     11.25 12/28/2015    EUR    45.70
DZ Bank AG Deutsche Z     10.00  9/25/2015    EUR    60.41
DZ Bank AG Deutsche Z      5.00 12/28/2015    EUR    63.28
DZ Bank AG Deutsche Z      8.25 12/28/2015    EUR    59.63
DZ Bank AG Deutsche Z      6.50  3/29/2016    EUR    60.60
Commerzbank AG             4.50 12/24/2015    EUR    67.93
Commerzbank AG             5.25 12/24/2015    EUR    66.34
Commerzbank AG             6.00 12/24/2015    EUR    64.82
Commerzbank AG             7.00 12/24/2015    EUR    63.43
Commerzbank AG             8.00 12/24/2015    EUR    62.11
Commerzbank AG             9.00 12/24/2015    EUR    60.86
Commerzbank AG            10.00 12/24/2015    EUR    59.68
Commerzbank AG             4.75 12/24/2015    EUR    52.92
Commerzbank AG             5.50 12/24/2015    EUR    51.58
Commerzbank AG             6.25 12/24/2015    EUR    50.35
Commerzbank AG             7.25 12/24/2015    EUR    49.26
Commerzbank AG             8.25 12/24/2015    EUR    48.22
Commerzbank AG             9.25 12/24/2015    EUR    47.27
Commerzbank AG            10.25 12/24/2015    EUR    46.38
Commerzbank AG            11.25 12/24/2015    EUR    45.53
Vontobel Financial Pr     10.30  9/25/2015    EUR    61.50
Vontobel Financial Pr      8.65 12/28/2015    EUR    61.79
Vontobel Financial Pr      6.00  1/22/2016    EUR    49.51
DZ Bank AG Deutsche Z      6.25 12/21/2015    EUR    58.06
DZ Bank AG Deutsche Z      6.50  3/21/2016    EUR    59.52
DZ Bank AG Deutsche Z      6.00  3/21/2016    EUR    59.27
UniCredit Bank AG          4.50  6/23/2016    EUR    56.13
UniCredit Bank AG          4.20  6/23/2016    EUR    57.86
UniCredit Bank AG          5.00  6/23/2016    EUR    53.50
UniCredit Bank AG          7.50  6/23/2016    EUR    73.84
UniCredit Bank AG          7.00  6/23/2016    EUR    74.10
UniCredit Bank AG          4.30  6/23/2016    EUR    57.28
UniCredit Bank AG          6.75  6/23/2016    EUR    74.55
UniCredit Bank AG          4.90  6/23/2016    EUR    54.01
UniCredit Bank AG          4.40  6/23/2016    EUR    56.69
UniCredit Bank AG          4.50  6/23/2016    EUR    60.27
UniCredit Bank AG          4.25  6/23/2016    EUR    61.12
UniCredit Bank AG          4.60  6/23/2016    EUR    55.59
UniCredit Bank AG          5.50  6/23/2016    EUR    57.12
UniCredit Bank AG          5.00  6/23/2016    EUR    58.63
UniCredit Bank AG          4.70  6/23/2016    EUR    55.05
UniCredit Bank AG          4.75  6/23/2016    EUR    59.44
UniCredit Bank AG          4.80  6/23/2016    EUR    54.51
UBS AG/London             10.00   6/3/2016    CHF    73.17
LBBW                       3.00  6/23/2017    EUR    73.21
LBBW                       4.50  6/23/2017    EUR    70.50
LBBW                       2.50  6/23/2017    EUR    64.61
LBBW                       3.50  6/23/2017    EUR    63.04
LBBW                       4.50  6/23/2017    EUR    62.07
LBBW                       2.50  2/26/2016    EUR    63.14
LBBW                       3.50  2/26/2016    EUR    61.81
LBBW                       4.50  2/26/2016    EUR    60.92
Notenstein Privatbank      9.00   9/2/2016    CHF    64.54
Leonteq Securities AG     15.00   3/9/2016    USD    51.04
Goldman Sachs & Co We      5.00 12/23/2015    EUR    48.60
Goldman Sachs & Co We      5.00  1/20/2016    EUR    48.97
Goldman Sachs & Co We      5.00  2/24/2016    EUR    49.41
Bank Julius Baer & Co      7.00  9/12/2016    CHF    43.30
UniCredit Bank AG          6.00  9/24/2015    EUR    67.49
UniCredit Bank AG          4.00  9/24/2015    EUR    47.01
UniCredit Bank AG          6.00  9/24/2015    EUR    61.83
UniCredit Bank AG          4.00  9/24/2015    EUR    64.18
UniCredit Bank AG          4.00  9/24/2015    EUR    69.20
UniCredit Bank AG          5.00  9/24/2015    EUR    60.35
UniCredit Bank AG          5.60  9/24/2015    EUR    62.94
DZ Bank AG Deutsche Z      5.10  9/19/2016    EUR    62.26
DZ Bank AG Deutsche Z      5.90  9/19/2016    EUR    61.34
DZ Bank AG Deutsche Z      6.70  9/19/2016    EUR    60.54
DZ Bank AG Deutsche Z      6.00  9/19/2016    EUR    74.77
Vontobel Financial Pr      3.95  5/27/2016    EUR    74.33
Vontobel Financial Pr      5.75 12/28/2015    EUR    60.11
Vontobel Financial Pr      6.50  9/25/2015    EUR    61.07
Vontobel Financial Pr     13.45 12/28/2015    EUR    66.15
Vontobel Financial Pr     18.75 12/28/2015    EUR    60.61
DZ Bank AG Deutsche Z      8.00 12/28/2015    EUR    39.26
Vontobel Financial Pr      5.35 12/28/2015    EUR    72.83
Vontobel Financial Pr      8.05 12/28/2015    EUR    73.55
Goldman Sachs & Co We     10.00 12/23/2015    EUR    57.97
Goldman Sachs & Co We      6.00  9/23/2015    EUR    62.62
Goldman Sachs & Co We      8.00  9/23/2015    EUR    62.63
Goldman Sachs & Co We      5.00 12/23/2015    EUR    60.81
Goldman Sachs & Co We      5.00 12/23/2015    EUR    60.81
Leonteq Securities AG      5.00  8/22/2016    CHF    66.40
Vontobel Financial Pr      4.95 12/28/2015    EUR    45.07
Deutsche Bank AG           4.20  7/20/2016    EUR    67.00
Deutsche Bank AG           4.20  8/24/2016    EUR    58.90
Deutsche Bank AG           4.20  8/24/2016    EUR    62.90
Deutsche Bank AG           4.20  8/24/2016    EUR    60.80
Deutsche Bank AG           4.20  8/24/2016    EUR    67.30
Deutsche Bank AG           4.20  8/24/2016    EUR    65.00
Deutsche Bank AG           4.20  8/24/2016    EUR    57.20
Deutsche Bank AG           4.20  7/20/2016    EUR    61.10
Deutsche Bank AG           4.20  8/24/2016    EUR    54.90
Deutsche Bank AG           4.20  7/20/2016    EUR    59.40
Deutsche Bank AG           4.20  8/24/2016    EUR    59.70
Deutsche Bank AG           4.20  8/24/2016    EUR    62.50
Deutsche Bank AG           4.20  7/20/2016    EUR    56.90
Deutsche Bank AG           5.20  7/20/2016    EUR    56.10
Deutsche Bank AG           5.20  7/20/2016    EUR    59.40
Deutsche Bank AG           5.20  7/20/2016    EUR    61.30
Deutsche Bank AG           5.20  8/24/2016    EUR    63.80
Deutsche Bank AG           6.20  8/24/2016    EUR    62.70
Deutsche Bank AG           6.20  8/24/2016    EUR    57.50
Deutsche Bank AG           5.20  7/20/2016    EUR    63.40
Deutsche Bank AG           6.20  8/24/2016    EUR    63.60
Deutsche Bank AG           5.20  8/24/2016    EUR    59.80
Deutsche Bank AG           6.20  8/24/2016    EUR    60.80
Deutsche Bank AG           5.20  8/24/2016    EUR    61.80
Deutsche Bank AG           5.20  8/24/2016    EUR    56.50
Deutsche Bank AG           5.20  7/20/2016    EUR    57.70
Deutsche Bank AG           6.20  7/20/2016    EUR    58.60
Deutsche Bank AG           5.20  7/20/2016    EUR    55.40
Deutsche Bank AG           6.20  8/24/2016    EUR    61.60
Deutsche Bank AG           5.20  8/24/2016    EUR    60.70
Deutsche Bank AG           6.20  8/24/2016    EUR    59.10
Deutsche Bank AG           5.20  8/24/2016    EUR    52.10
Deutsche Bank AG           6.20  7/20/2016    EUR    61.10
Deutsche Bank AG           5.20  7/20/2016    EUR    51.70
Deutsche Bank AG           5.20  8/24/2016    EUR    55.80
Deutsche Bank AG           5.20  7/20/2016    EUR    60.30
Deutsche Bank AG           5.20  8/24/2016    EUR    58.10
Deutsche Bank AG           6.20  8/24/2016    EUR    53.10
Deutsche Bank AG           6.20  8/24/2016    EUR    56.70
Deutsche Bank AG           6.20  8/24/2016    EUR    72.50
Deutsche Bank AG           5.20  8/24/2016    EUR    74.50
Deutsche Bank AG           5.20  7/20/2016    EUR    71.10
Deutsche Bank AG           6.20  7/20/2016    EUR    72.00
Deutsche Bank AG           6.20  8/24/2016    EUR    74.90
Deutsche Bank AG           5.20  7/20/2016    EUR    74.00
Deutsche Bank AG           5.20  8/24/2016    EUR    74.00
Deutsche Bank AG           5.20  8/24/2016    EUR    71.50
Deutsche Bank AG           5.20  5/25/2016    EUR    57.00
Deutsche Bank AG           6.20  5/25/2016    EUR    57.70
Deutsche Bank AG           5.20  5/25/2016    EUR    54.60
Deutsche Bank AG           6.20  5/25/2016    EUR    55.30
Deutsche Bank AG           6.20  5/25/2016    EUR    51.60
Deutsche Bank AG           5.20  5/25/2016    EUR    50.90
Deutsche Bank AG           6.20  5/25/2016    EUR    73.60
Deutsche Bank AG           5.20  5/25/2016    EUR    72.90
Deutsche Bank AG           4.20  5/25/2016    EUR    66.60
Deutsche Bank AG           4.20  5/25/2016    EUR    64.30
Deutsche Bank AG           4.20  5/25/2016    EUR    62.00
Deutsche Bank AG           5.20  5/25/2016    EUR    73.30
Deutsche Bank AG           6.20  5/25/2016    EUR    74.00
Deutsche Bank AG           4.20  5/25/2016    EUR    61.80
Deutsche Bank AG           4.20  5/25/2016    EUR    59.00
Deutsche Bank AG           8.20  5/25/2016    EUR    60.80
Deutsche Bank AG           8.20  5/25/2016    EUR    57.40
Deutsche Bank AG           8.20  5/25/2016    EUR    55.70
Deutsche Bank AG           8.20  5/25/2016    EUR    51.00
Deutsche Bank AG           8.20  5/25/2016    EUR    75.00
Deutsche Bank AG           8.20  5/25/2016    EUR    72.50
Deutsche Bank AG           8.20  5/25/2016    EUR    71.10
Deutsche Bank AG           8.20  5/25/2016    EUR    53.00
Deutsche Bank AG           8.20  4/20/2016    EUR    63.00
Deutsche Bank AG           8.20  4/20/2016    EUR    59.60
Deutsche Bank AG           8.20  4/20/2016    EUR    57.80
Deutsche Bank AG           8.20  4/20/2016    EUR    54.10
Deutsche Bank AG           8.20  4/20/2016    EUR    52.00
Deutsche Bank AG           8.20  4/20/2016    EUR    74.30
Deutsche Bank AG           8.20  4/20/2016    EUR    71.70
Deutsche Bank AG           8.20  4/20/2016    EUR    73.70
Deutsche Bank AG           6.20  4/20/2016    EUR    66.00
Deutsche Bank AG           5.20  4/20/2016    EUR    65.50
Deutsche Bank AG           5.20  4/20/2016    EUR    63.30
Deutsche Bank AG           6.20  4/20/2016    EUR    63.90
Deutsche Bank AG           6.20  4/20/2016    EUR    61.80
Deutsche Bank AG           5.20  4/20/2016    EUR    61.20
Deutsche Bank AG           6.20  4/20/2016    EUR    58.40
Deutsche Bank AG           5.20  4/20/2016    EUR    57.80
Deutsche Bank AG           5.20  4/20/2016    EUR    58.60
Deutsche Bank AG           6.20  4/20/2016    EUR    59.20
Deutsche Bank AG           5.20  4/20/2016    EUR    56.10
Deutsche Bank AG           6.20  4/20/2016    EUR    56.70
Deutsche Bank AG           6.20  4/20/2016    EUR    52.90
Deutsche Bank AG           5.20  4/20/2016    EUR    52.40
Deutsche Bank AG           5.20  4/20/2016    EUR    72.50
Deutsche Bank AG           6.20  4/20/2016    EUR    73.10
Deutsche Bank AG           5.20  4/20/2016    EUR    74.80
Deutsche Bank AG           5.20  7/20/2016    EUR    73.60
Deutsche Bank AG           5.20  5/25/2016    EUR    62.70
Deutsche Bank AG           6.20  5/25/2016    EUR    56.10
Deutsche Bank AG           5.20  5/25/2016    EUR    60.70
Deutsche Bank AG           6.20  5/25/2016    EUR    61.30
Deutsche Bank AG           6.20  5/25/2016    EUR    59.40
Deutsche Bank AG           5.20  5/25/2016    EUR    57.50
Deutsche Bank AG           5.20  5/25/2016    EUR    55.40
Deutsche Bank AG           6.20  5/25/2016    EUR    63.40
UBS AG                    12.25  6/24/2016    EUR    68.52
UBS AG                     8.25  6/24/2016    EUR    70.01
UBS AG                     7.25  6/24/2016    EUR    74.24
UBS AG                    13.75  6/24/2016    EUR    65.79
UBS AG/London              6.25  5/30/2016    CHF    46.65
Credit Suisse AG/Lond      8.00   6/6/2016    USD    57.71
Leonteq Securities AG     10.80   9/8/2016    CHF    67.95
WGZ-Bank AG Westdeuts      2.25  6/29/2016    EUR    63.13
WGZ-Bank AG Westdeuts      3.25  6/29/2016    EUR    60.83
WGZ-Bank AG Westdeuts      4.25  6/29/2016    EUR    58.75
WGZ-Bank AG Westdeuts      5.50  6/29/2016    EUR    57.10
WGZ-Bank AG Westdeuts      6.50  6/29/2016    EUR    56.64
DZ Bank AG Deutsche Z      5.25  6/24/2016    EUR    57.12
DZ Bank AG Deutsche Z     10.25  6/24/2016    EUR    63.86
Vontobel Financial Pr     10.35  3/11/2016    EUR    63.26
Vontobel Financial Pr      9.65  6/10/2016    EUR    64.15
Commerzbank AG             6.76  6/22/2017    EUR    62.30
Vontobel Financial Pr      6.05 12/18/2015    EUR    60.95
Vontobel Financial Pr      3.65  12/9/2016    EUR    65.24
Vontobel Financial Pr      5.40  12/9/2016    EUR    63.22
Vontobel Financial Pr      5.30  6/17/2016    EUR    62.20
Vontobel Financial Pr      4.15  12/9/2016    EUR    59.50
Vontobel Financial Pr      5.15  12/9/2016    EUR    58.23
Vontobel Financial Pr      6.30  12/9/2016    EUR    57.33
Vontobel Financial Pr      7.55  12/9/2016    EUR    56.73
Vontobel Financial Pr      4.25   9/9/2016    EUR    58.78
Vontobel Financial Pr      5.55   9/9/2016    EUR    57.50
Vontobel Financial Pr      6.90   9/9/2016    EUR    56.46
Vontobel Financial Pr      8.40   9/9/2016    EUR    55.75
DZ Bank AG Deutsche Z      5.00  6/24/2016    EUR    72.83
DZ Bank AG Deutsche Z      4.75  3/21/2016    EUR    67.29
DZ Bank AG Deutsche Z      5.75  6/20/2016    EUR    67.27
DZ Bank AG Deutsche Z      5.75  9/19/2016    EUR    68.61
DZ Bank AG Deutsche Z      5.75 12/28/2015    EUR    60.07
DZ Bank AG Deutsche Z      7.75 12/28/2015    EUR    68.58
DZ Bank AG Deutsche Z      7.75  3/29/2016    EUR    69.97
DZ Bank AG Deutsche Z      5.75  9/23/2016    EUR    69.41
DZ Bank AG Deutsche Z      7.75  9/23/2016    EUR    71.48
DZ Bank AG Deutsche Z      5.50  3/29/2016    EUR    70.75
DZ Bank AG Deutsche Z      7.00  9/23/2016    EUR    72.87
DZ Bank AG Deutsche Z      6.25  9/23/2016    EUR    69.04
DZ Bank AG Deutsche Z      5.50 12/28/2015    EUR    64.58
DZ Bank AG Deutsche Z      6.50  9/23/2016    EUR    66.82
DZ Bank AG Deutsche Z      6.00  3/29/2016    EUR    73.96
DZ Bank AG Deutsche Z      5.75 12/28/2015    EUR    69.62
DZ Bank AG Deutsche Z      7.25 12/28/2015    EUR    70.13
DZ Bank AG Deutsche Z      9.00 12/28/2015    EUR    67.24
DZ Bank AG Deutsche Z      5.10  3/21/2016    EUR    65.31
DZ Bank AG Deutsche Z      5.00  9/19/2016    EUR    64.69
Vontobel Financial Pr      6.55  9/23/2016    EUR    62.63
Vontobel Financial Pr      8.30  9/23/2016    EUR    55.96
Vontobel Financial Pr      9.50  6/24/2016    EUR    54.87
Vontobel Financial Pr      9.40  3/29/2016    EUR    54.57
Vontobel Financial Pr     11.15  3/29/2016    EUR    74.27
Vontobel Financial Pr      6.05   9/9/2016    EUR    53.10
Vontobel Financial Pr      5.05   9/9/2016    EUR    52.14
Vontobel Financial Pr     10.35 12/11/2015    EUR    45.88
LBBW                       3.50  7/27/2018    EUR    61.93
Vontobel Financial Pr      8.15  6/24/2016    EUR    73.65
DZ Bank AG Deutsche Z      6.10  6/22/2016    EUR    62.14
UBS AG                     3.30  12/9/2016    EUR    61.22
UBS AG                     3.70  6/10/2016    EUR    60.49
UBS AG                     2.30 12/11/2015    EUR    61.37
UniCredit Bank AG          5.44   7/1/2016    EUR    70.42
UniCredit Bank AG          6.00  6/23/2016    EUR    56.60
UniCredit Bank AG          5.25  6/23/2016    EUR    57.86
LBBW                       2.50  2/26/2016    EUR    66.87
LBBW                       4.50  2/26/2016    EUR    64.60
LBBW                       2.50  2/26/2016    EUR    56.75
LBBW                       3.50  2/26/2016    EUR    55.57
LBBW                       4.50  2/26/2016    EUR    54.54
LBBW                       2.50  6/23/2017    EUR    60.86
LBBW                       4.00  6/23/2017    EUR    58.47
LBBW                       5.50  6/23/2017    EUR    57.13
Leonteq Securities AG     16.40  9/15/2016    CHF    65.15
Leonteq Securities AG     10.40  9/15/2016    CHF    71.54
UniCredit Bank AG          4.00 12/22/2016    EUR    54.87
UniCredit Bank AG          4.00 12/22/2016    EUR    52.51
UniCredit Bank AG          4.00 12/22/2016    EUR    57.46
Commerzbank AG             6.25  5/26/2016    EUR    67.27
Commerzbank AG             8.50  5/26/2016    EUR    65.72
Commerzbank AG             4.25  5/26/2016    EUR    70.32
Commerzbank AG             6.00  5/26/2016    EUR    68.15
Commerzbank AG             8.00  5/26/2016    EUR    66.45
Commerzbank AG            10.00  5/26/2016    EUR    64.93
Commerzbank AG             7.25  5/26/2016    EUR    74.68
Commerzbank AG             8.00  5/26/2016    EUR    59.47
Commerzbank AG            10.50  5/26/2016    EUR    57.93
Commerzbank AG             4.75  5/26/2016    EUR    67.31
Commerzbank AG             5.25  5/26/2016    EUR    66.42
Commerzbank AG             6.00  5/26/2016    EUR    65.72
Commerzbank AG             6.75  5/26/2016    EUR    65.05
Commerzbank AG             7.75  5/26/2016    EUR    64.59
Commerzbank AG             8.50  5/26/2016    EUR    63.99
Commerzbank AG             9.50  5/26/2016    EUR    63.59
Commerzbank AG             5.00  5/26/2016    EUR    59.18
Commerzbank AG             5.75  5/26/2016    EUR    58.52
Commerzbank AG             6.50  5/26/2016    EUR    57.90
Commerzbank AG             7.25  5/26/2016    EUR    57.32
Commerzbank AG             8.00  5/26/2016    EUR    56.77
Commerzbank AG             9.00  5/26/2016    EUR    56.43
Commerzbank AG             9.75  5/26/2016    EUR    55.94
HSBC Trinkaus & Burkh     16.30  3/25/2016    EUR    62.00
HSBC Trinkaus & Burkh     14.30  6/24/2016    EUR    63.27
HSBC Trinkaus & Burkh     12.20  6/24/2016    EUR    64.09
HSBC Trinkaus & Burkh     12.50  9/23/2016    EUR    64.66
HSBC Trinkaus & Burkh     10.90  9/23/2016    EUR    65.38
HSBC Trinkaus & Burkh     11.40  2/26/2016    EUR    63.99
HSBC Trinkaus & Burkh     10.50  5/27/2016    EUR    64.75
HSBC Trinkaus & Burkh      7.10 12/23/2016    EUR    63.04
HSBC Trinkaus & Burkh      7.50  5/27/2016    EUR    62.05
HSBC Trinkaus & Burkh     10.80  9/23/2016    EUR    56.29
HSBC Trinkaus & Burkh      6.20  9/23/2016    EUR    58.17
HSBC Trinkaus & Burkh      7.10 12/23/2016    EUR    58.31
HSBC Trinkaus & Burkh      8.10  2/26/2016    EUR    55.38
HSBC Trinkaus & Burkh      8.60  5/27/2016    EUR    55.73
HSBC Trinkaus & Burkh     10.90  6/24/2016    EUR    74.03
DZ Bank AG Deutsche Z      2.00 11/27/2015    EUR    67.74
Landesbank Hessen-Thu      3.60 10/10/2016    EUR    72.90
Vontobel Financial Pr     10.45 12/28/2015    EUR    62.27
DZ Bank AG Deutsche Z      5.50  6/24/2016    EUR    62.41
DZ Bank AG Deutsche Z      8.25  6/24/2016    EUR    60.99
DZ Bank AG Deutsche Z     10.00  6/24/2016    EUR    56.68
DZ Bank AG Deutsche Z      5.25  6/24/2016    EUR    59.12
DZ Bank AG Deutsche Z     10.75  6/24/2016    EUR    74.81
DZ Bank AG Deutsche Z      5.00 12/21/2015    EUR    67.12
DZ Bank AG Deutsche Z      4.90  6/20/2016    EUR    66.08
DZ Bank AG Deutsche Z      4.50  9/19/2016    EUR    66.52
DZ Bank AG Deutsche Z      6.20  9/19/2016    EUR    64.62
Vontobel Financial Pr      6.90  9/23/2016    EUR    59.04
Vontobel Financial Pr      7.95  6/24/2016    EUR    58.28
Vontobel Financial Pr      7.60  3/29/2016    EUR    58.48
Vontobel Financial Pr      9.30 12/28/2015    EUR    57.12
LBBW                       2.75  7/26/2019    EUR    69.91
UBS AG                    12.50  6/24/2016    EUR    55.42
UBS AG                     5.50  6/24/2016    EUR    63.06
UBS AG                    17.00  6/24/2016    EUR    53.85
UBS AG                    10.00  6/24/2016    EUR    72.52
UBS AG                     8.50  6/24/2016    EUR    58.78
UBS AG                     9.75  6/24/2016    EUR    59.53
UBS AG                    14.50  6/24/2016    EUR    70.52
UBS AG                     8.50  6/24/2016    EUR    65.60
Bank Julius Baer & Co      9.35  6/10/2016    USD    74.50
Societe Generale Effe      8.68   7/7/2016    EUR    57.79
Societe Generale Effe     10.57   7/7/2016    EUR    56.47
Societe Generale Effe     12.62   7/7/2016    EUR    55.56
Societe Generale Effe      8.26 10/10/2016    EUR    60.82
Societe Generale Effe      9.99 10/10/2016    EUR    59.22
Societe Generale Effe     13.91 10/10/2016    EUR    57.20
Zurcher Kantonalbank      10.03  6/17/2016    EUR    58.20
Goldman Sachs & Co We      4.00  7/20/2016    EUR    55.46
Goldman Sachs & Co We      6.00  7/20/2016    EUR    57.11
Goldman Sachs & Co We     12.00  7/20/2016    EUR    62.05
Goldman Sachs & Co We      4.00 12/21/2016    EUR    56.83
Goldman Sachs & Co We      8.00 12/21/2016    EUR    61.79
Goldman Sachs & Co We     10.00 12/21/2016    EUR    64.27
Goldman Sachs & Co We      5.00  3/23/2016    EUR    54.17
Goldman Sachs & Co We      5.00  7/20/2016    EUR    53.76
Goldman Sachs & Co We      6.00  7/20/2016    EUR    54.58
Goldman Sachs & Co We      8.00  7/20/2016    EUR    56.23
Goldman Sachs & Co We     10.00  7/20/2016    EUR    57.87
Goldman Sachs & Co We      5.00 12/21/2016    EUR    55.42
Goldman Sachs & Co We      7.00 12/21/2016    EUR    57.91
Goldman Sachs & Co We      7.00 12/21/2016    EUR    57.91
Goldman Sachs & Co We      9.00 12/21/2016    EUR    60.39
Goldman Sachs & Co We     24.00 12/23/2015    EUR    57.85
Goldman Sachs & Co We      4.00  7/20/2016    EUR    68.72
Goldman Sachs & Co We      6.00  7/20/2016    EUR    65.66
Goldman Sachs & Co We      9.00  7/20/2016    EUR    63.89
Goldman Sachs & Co We     15.00  7/20/2016    EUR    61.69
Goldman Sachs & Co We     19.00  7/20/2016    EUR    62.00
Goldman Sachs & Co We      4.00 12/21/2016    EUR    69.95
Goldman Sachs & Co We      6.00 12/21/2016    EUR    67.94
Goldman Sachs & Co We      8.00 12/21/2016    EUR    66.35
Goldman Sachs & Co We     10.00 12/21/2016    EUR    65.18
Goldman Sachs & Co We     14.00 12/21/2016    EUR    63.94
Goldman Sachs & Co We     12.00  9/23/2015    EUR    58.73
Goldman Sachs & Co We     18.00  9/23/2015    EUR    55.09
Goldman Sachs & Co We     13.00 12/23/2015    EUR    55.04
Goldman Sachs & Co We     25.00 12/23/2015    EUR    51.47
Goldman Sachs & Co We     11.00  3/23/2016    EUR    57.07
Goldman Sachs & Co We      8.00  4/20/2016    EUR    58.69
Goldman Sachs & Co We     23.00  4/20/2016    EUR    55.07
Goldman Sachs & Co We     11.00  5/25/2016    EUR    57.04
Goldman Sachs & Co We     18.00  5/25/2016    EUR    55.68
Goldman Sachs & Co We     23.00  5/25/2016    EUR    55.71
Goldman Sachs & Co We      7.00  6/22/2016    EUR    59.89
Goldman Sachs & Co We     19.00  6/22/2016    EUR    56.14
Goldman Sachs & Co We     21.00  6/22/2016    EUR    56.03
Goldman Sachs & Co We      5.00  7/20/2016    EUR    61.62
Goldman Sachs & Co We      7.00  7/20/2016    EUR    60.36
Goldman Sachs & Co We      8.00  7/20/2016    EUR    58.63
Goldman Sachs & Co We     10.00  7/20/2016    EUR    57.91
Goldman Sachs & Co We     14.00  7/20/2016    EUR    57.06
Goldman Sachs & Co We     20.00  7/20/2016    EUR    56.82
Goldman Sachs & Co We      8.00  9/21/2016    EUR    59.89
Goldman Sachs & Co We      5.00 12/21/2016    EUR    63.01
Goldman Sachs & Co We      6.00 12/21/2016    EUR    61.68
Goldman Sachs & Co We      7.00 12/21/2016    EUR    60.48
Goldman Sachs & Co We      9.00 12/21/2016    EUR    60.69
Goldman Sachs & Co We     15.00 12/21/2016    EUR    59.01
Goldman Sachs & Co We     23.00  5/25/2016    EUR    72.11
Goldman Sachs & Co We     21.00  6/22/2016    EUR    72.39
Goldman Sachs & Co We     20.00  7/20/2016    EUR    73.17
Commerzbank AG            10.50 10/22/2015    EUR    51.31
Commerzbank AG             9.00 12/24/2015    EUR    52.72
Commerzbank AG             9.00  5/26/2016    EUR    54.76
Commerzbank AG            10.50 11/26/2015    EUR    72.82
Commerzbank AG            10.50  1/21/2016    EUR    74.33
Commerzbank AG             8.50 12/24/2015    EUR    74.89
LBBW                       3.15 11/25/2016    EUR    72.48
Bank J Safra Sarasin       9.70  6/15/2016    CHF    70.33
Goldman Sachs & Co We     18.00 12/23/2015    EUR    49.71
Goldman Sachs & Co We     20.00  1/20/2016    EUR    49.94
Goldman Sachs & Co We     18.00  2/24/2016    EUR    51.01
Goldman Sachs & Co We     19.00  3/23/2016    EUR    51.27
Goldman Sachs & Co We      7.00  5/25/2016    EUR    56.76
Goldman Sachs & Co We     16.00  9/21/2016    EUR    74.51
Goldman Sachs & Co We     22.00  5/25/2016    EUR    70.98
Goldman Sachs & Co We     21.00  6/22/2016    EUR    71.95
UBS AG/London             10.75   5/9/2016    CHF    68.30
WGZ-Bank AG Westdeuts      2.50  3/17/2016    EUR    70.29
WGZ-Bank AG Westdeuts      3.25  3/17/2016    EUR    68.05
WGZ-Bank AG Westdeuts      4.25  3/17/2016    EUR    66.16
WGZ-Bank AG Westdeuts      5.50  3/17/2016    EUR    64.40
WGZ-Bank AG Westdeuts      6.50  3/17/2016    EUR    63.69
DZ Bank AG Deutsche Z      5.40 12/21/2015    EUR    64.18
DZ Bank AG Deutsche Z      5.80  3/21/2016    EUR    63.36
DZ Bank AG Deutsche Z      5.40  6/20/2016    EUR    63.72
Vontobel Financial Pr      8.65  5/27/2016    EUR    60.97
Vontobel Financial Pr      5.85  5/27/2016    EUR    63.00
Bank Julius Baer & Co     10.00  5/20/2016    USD    55.00
Vontobel Financial Pr      9.05  5/27/2016    EUR    72.90
DZ Bank AG Deutsche Z      6.75  3/29/2016    EUR    70.26
DZ Bank AG Deutsche Z      5.50  6/24/2016    EUR    54.31
DZ Bank AG Deutsche Z      8.25  6/24/2016    EUR    52.29
DZ Bank AG Deutsche Z      5.00  6/24/2016    EUR    62.03
DZ Bank AG Deutsche Z      8.25  6/24/2016    EUR    59.58
DZ Bank AG Deutsche Z     12.00 12/28/2015    EUR    72.14
DZ Bank AG Deutsche Z      9.75  3/29/2016    EUR    73.91
DZ Bank AG Deutsche Z      9.00  6/24/2016    EUR    73.49
DZ Bank AG Deutsche Z     12.00  6/24/2016    EUR    71.88
DZ Bank AG Deutsche Z      6.70  9/21/2015    EUR    71.65
DZ Bank AG Deutsche Z      9.60  9/21/2015    EUR    69.29
DZ Bank AG Deutsche Z      5.60 12/21/2015    EUR    66.02
DZ Bank AG Deutsche Z      4.70  3/21/2016    EUR    66.46
DZ Bank AG Deutsche Z      5.60  6/20/2016    EUR    65.48
WGZ-Bank AG Westdeuts      2.50  3/22/2016    EUR    63.67
WGZ-Bank AG Westdeuts      3.50  3/22/2016    EUR    60.98
WGZ-Bank AG Westdeuts      4.50  3/22/2016    EUR    58.44
WGZ-Bank AG Westdeuts      5.50  3/22/2016    EUR    57.71
WGZ-Bank AG Westdeuts      6.25  3/22/2016    EUR    56.68
DZ Bank AG Deutsche Z      8.75  3/21/2016    EUR    71.36
DZ Bank AG Deutsche Z      9.25  6/20/2016    EUR    72.14
DZ Bank AG Deutsche Z      7.75 12/21/2015    EUR    71.18
DZ Bank AG Deutsche Z      9.25  3/21/2016    EUR    69.50
DZ Bank AG Deutsche Z      8.50  3/21/2016    EUR    69.14
DZ Bank AG Deutsche Z      7.50  3/21/2016    EUR    68.64
DZ Bank AG Deutsche Z      9.75  6/20/2016    EUR    70.24
Notenstein Privatbank      9.00 11/22/2016    CHF    56.56
UBS AG/London              9.75  5/13/2016    CHF    59.29
Bank Julius Baer & Co      6.70  5/25/2016    EUR    63.65
DZ Bank AG Deutsche Z      7.50 12/21/2015    EUR    66.70
DZ Bank AG Deutsche Z      8.50  6/20/2016    EUR    69.18
Bank Julius Baer & Co      9.50  5/27/2016    EUR    73.00
DZ Bank AG Deutsche Z      6.00  6/24/2016    EUR    69.32
Vontobel Financial Pr      7.00  6/24/2016    EUR    74.52
WGZ-Bank AG Westdeuts      2.00  6/22/2016    EUR    72.14
WGZ-Bank AG Westdeuts      3.00  6/22/2016    EUR    67.73
WGZ-Bank AG Westdeuts      4.00  6/22/2016    EUR    66.07
WGZ-Bank AG Westdeuts      5.00  6/22/2016    EUR    64.53
WGZ-Bank AG Westdeuts      6.00  6/22/2016    EUR    63.10
DZ Bank AG Deutsche Z      5.00 12/21/2015    EUR    74.91
HSBC Trinkaus & Burkh     12.60  6/24/2016    EUR    66.99
HSBC Trinkaus & Burkh     11.10  9/23/2016    EUR    68.08
HSBC Trinkaus & Burkh     11.90  2/26/2016    EUR    67.20
HSBC Trinkaus & Burkh     10.90  5/27/2016    EUR    68.07
HSBC Trinkaus & Burkh     10.40  9/23/2016    EUR    59.59
HSBC Trinkaus & Burkh      9.70  9/23/2016    EUR    53.34
HSBC Trinkaus & Burkh     11.50  9/23/2016    EUR    74.52
HSBC Trinkaus & Burkh     11.50  9/23/2016    EUR    74.59
HSBC Trinkaus & Burkh     12.00  1/22/2016    EUR    70.22
HSBC Trinkaus & Burkh     11.40  2/26/2016    EUR    70.97
HSBC Trinkaus & Burkh     10.30  5/27/2016    EUR    72.64
LBBW                       4.50  6/24/2016    EUR    74.12
LBBW                       3.00  6/24/2016    EUR    64.12
LBBW                       4.00  6/24/2016    EUR    62.64
LBBW                       3.00  6/24/2016    EUR    56.88
LBBW                       4.00  6/24/2016    EUR    55.62
LBBW                       5.00  6/24/2016    EUR    54.44
Leonteq Securities AG     11.20  8/29/2016    CHF    74.04
Leonteq Securities AG     10.40   9/1/2016    CHF    53.02
Goldman Sachs & Co We     21.00  6/22/2016    EUR    59.35
Goldman Sachs & Co We     14.00  2/24/2016    EUR    53.08
Goldman Sachs & Co We     23.00  2/24/2016    EUR    51.51
Goldman Sachs & Co We     24.00  3/23/2016    EUR    52.22
Goldman Sachs & Co We     15.00  4/20/2016    EUR    53.93
Goldman Sachs & Co We     20.00  4/20/2016    EUR    53.34
Goldman Sachs & Co We     10.00  9/21/2016    EUR    57.45
Goldman Sachs & Co We     13.00  9/21/2016    EUR    56.60
Goldman Sachs & Co We     17.00  9/21/2016    EUR    55.81
Goldman Sachs & Co We     22.00  3/23/2016    EUR    73.28
Goldman Sachs & Co We     20.00  5/25/2016    EUR    73.94
UBS AG/London             12.00  5/23/2016    CHF    60.35
Vontobel Financial Pr      7.40  6/24/2016    EUR    61.81
Vontobel Financial Pr      6.60  5/27/2016    EUR    63.51
Vontobel Financial Pr      7.15  3/29/2016    EUR    62.95
DZ Bank AG Deutsche Z      8.00 12/28/2015    EUR    68.62
DZ Bank AG Deutsche Z     12.50 11/27/2015    EUR    52.62
DZ Bank AG Deutsche Z     11.75 11/27/2015    EUR    73.43
DZ Bank AG Deutsche Z     14.00 11/27/2015    EUR    70.18
DZ Bank AG Deutsche Z     13.25 11/27/2015    EUR    69.81
Bank Julius Baer & Co      4.20   6/2/2016    CHF    72.45
Vontobel Financial Pr      6.50  6/24/2016    EUR    53.21
Vontobel Financial Pr     21.65  3/29/2016    EUR    73.34
Vontobel Financial Pr     10.20  6/24/2016    EUR    64.92
Vontobel Financial Pr     10.90  3/29/2016    EUR    64.03
Vontobel Financial Pr      9.00  9/23/2016    EUR    65.95
DZ Bank AG Deutsche Z      5.25 12/28/2015    EUR    73.15
DZ Bank AG Deutsche Z      6.50  9/19/2016    EUR    71.77
DZ Bank AG Deutsche Z      8.25  6/20/2016    EUR    70.53
DZ Bank AG Deutsche Z      7.25  9/19/2016    EUR    71.66
DZ Bank AG Deutsche Z      8.50 12/21/2015    EUR    69.64
DZ Bank AG Deutsche Z     10.00  3/21/2016    EUR    71.57
DZ Bank AG Deutsche Z      8.00  9/19/2016    EUR    70.83
DZ Bank AG Deutsche Z      7.25  9/19/2016    EUR    70.10
DZ Bank AG Deutsche Z      6.50  9/19/2016    EUR    69.34
Lehman Brothers Treas     12.00  7/13/2037    JPY     4.75
Immigon Portfolioabba      5.26   2/5/2025    EUR    36.13
Immigon Portfolioabba      1.24   3/1/2022    EUR    37.00
Immigon Portfolioabba      1.27   3/1/2018    EUR    73.13
Glitnir HF                 5.35  5/11/2010    USD    27.13
Lehman Brothers Treas      4.50   3/7/2015    EUR     4.75
Lehman Brothers Treas      4.50 12/30/2010    USD     4.75
Lehman Brothers Treas      7.00  7/11/2010    EUR     4.75
Lehman Brothers Treas      6.00  7/28/2010    EUR     4.75
Lehman Brothers Treas      6.00  7/28/2010    EUR     4.75
Lehman Brothers Treas      7.50   8/1/2035    EUR     4.75
Lehman Brothers Treas      4.90  7/28/2020    EUR     4.75
Lehman Brothers Treas      4.15  8/25/2020    EUR     4.75
Lehman Brothers Treas      6.00  12/6/2016    USD     4.75
Diversified Financial      2.18  7/27/2016    EUR    62.22
Lehman Brothers Treas      6.50  5/16/2015    EUR     4.75
Lehman Brothers Treas      3.50  9/29/2017    EUR     4.75
Lehman Brothers Treas      8.50   7/6/2009    CHF     4.75
LBI HF                     4.40 11/30/2035    EUR     0.01
Lehman Brothers Treas      4.50   8/2/2009    USD     4.75
Glitnir HF                 6.33  7/28/2011    USD    27.13
Lehman Brothers Treas      4.35   8/8/2016    SGD    22.25
Glitnir HF                 5.86  7/28/2016    GBP    27.13
Glitnir HF                 6.31  7/28/2011    USD    27.13
Lehman Brothers Treas      6.00  3/17/2011    EUR     4.75
Lehman Brothers Treas      4.70  3/23/2016    EUR     4.75
Lehman Brothers Treas      4.70  3/23/2016    EUR     4.75
Lehman Brothers Treas      8.00  4/20/2009    EUR     4.75
Immigon Portfolioabba      4.26  3/22/2024    EUR    35.75
Lehman Brothers Treas      2.00 11/16/2009    EUR     4.75
Lehman Brothers Treas     10.00   1/4/2010    USD     4.75
Immigon Portfolioabba      3.50  1/14/2019    EUR    69.13
Lehman Brothers Treas      7.50 10/24/2008    USD     4.75
Lehman Brothers Treas     10.00  3/27/2009    USD     4.75
Lehman Brothers Treas      7.00  4/14/2009    EUR     4.75
Lehman Brothers Treas      6.00 10/24/2008    EUR     4.75
Lehman Brothers Treas      7.75  1/30/2009    EUR     4.75
Lehman Brothers Treas      0.25  7/21/2014    EUR     4.75
Lehman Brothers Treas      4.95 10/25/2036    EUR     4.75
Lehman Brothers Treas      8.00   8/3/2009    USD     4.75
Lehman Brothers Treas      1.50 10/25/2011    EUR     4.75
Commerzbank AG             5.75  8/25/2016    EUR    74.67
Commerzbank AG             6.50  8/25/2016    EUR    74.23
Commerzbank AG             7.50  8/25/2016    EUR    74.05
Commerzbank AG             8.50  8/25/2016    EUR    73.89
Commerzbank AG             9.25  8/25/2016    EUR    73.51
Goldman Sachs & Co We     25.00  4/20/2016    EUR    73.84
Goldman Sachs & Co We     16.00  5/25/2016    EUR    74.52
Goldman Sachs & Co We     18.00  6/22/2016    EUR    74.22
Goldman Sachs & Co We     24.00  6/22/2016    EUR    74.43
Goldman Sachs & Co We     22.00  7/20/2016    EUR    74.60
Goldman Sachs & Co We     16.00  7/20/2016    EUR    73.90
Goldman Sachs & Co We      8.00  3/23/2016    EUR    72.57
Goldman Sachs & Co We      9.00 12/23/2015    EUR    71.82
Goldman Sachs & Co We      6.00 12/23/2015    EUR    71.07
Goldman Sachs & Co We      9.00  3/23/2016    EUR    73.07
Goldman Sachs & Co We     11.00  3/23/2016    EUR    74.07
Goldman Sachs & Co We      8.00  4/20/2016    EUR    72.94
Goldman Sachs & Co We     11.00  4/20/2016    EUR    74.67
Goldman Sachs & Co We      8.00  4/20/2016    EUR    72.94
Goldman Sachs & Co We     10.00  6/22/2016    EUR    72.35
Goldman Sachs & Co We     12.00  6/22/2016    EUR    73.84
Goldman Sachs & Co We      8.00  7/20/2016    EUR    71.31
Goldman Sachs & Co We      9.00  7/20/2016    EUR    72.13
Goldman Sachs & Co We      9.00  7/20/2016    EUR    72.13
Goldman Sachs & Co We     11.00  7/20/2016    EUR    73.78
Goldman Sachs & Co We     10.00  8/24/2016    EUR    73.72
Goldman Sachs & Co We      5.00  9/21/2016    EUR    73.45
Goldman Sachs & Co We      6.00  9/21/2016    EUR    70.35
Goldman Sachs & Co We     10.00  9/21/2016    EUR    74.33
Goldman Sachs & Co We      8.00  6/21/2017    EUR    74.11
Goldman Sachs & Co We      8.00  6/21/2017    EUR    74.11
Goldman Sachs & Co We      8.00  6/21/2017    EUR    74.11
Goldman Sachs & Co We      7.00 12/23/2015    EUR    73.24
Goldman Sachs & Co We     11.00 12/23/2015    EUR    74.24
Goldman Sachs & Co We      8.00  3/23/2016    EUR    74.31
Goldman Sachs & Co We      7.00  4/20/2016    EUR    74.01
Goldman Sachs & Co We      6.00  5/25/2016    EUR    74.70
Goldman Sachs & Co We      8.00  5/25/2016    EUR    72.76
Goldman Sachs & Co We      6.00  6/22/2016    EUR    74.57
Goldman Sachs & Co We      8.00  6/22/2016    EUR    73.09
Goldman Sachs & Co We     10.00  6/22/2016    EUR    74.58
Goldman Sachs & Co We      8.00  7/20/2016    EUR    73.45
Goldman Sachs & Co We      6.00  7/20/2016    EUR    74.61
Goldman Sachs & Co We      6.00  8/24/2016    EUR    74.76
Goldman Sachs & Co We      8.00  8/24/2016    EUR    73.89
Goldman Sachs & Co We      6.00  9/21/2016    EUR    74.93
Goldman Sachs & Co We      8.00  9/21/2016    EUR    74.25
HSBC Trinkaus & Burkh     11.30  6/24/2016    EUR    71.76
HSBC Trinkaus & Burkh      7.90  9/23/2016    EUR    73.07
HSBC Trinkaus & Burkh     12.90  6/24/2016    EUR    73.74
HSBC Trinkaus & Burkh      9.60  9/23/2016    EUR    74.63
HSBC Trinkaus & Burkh      6.00  9/25/2015    EUR    73.74
Notenstein Privatbank      4.00   2/1/2016    EUR    49.22
Vontobel Financial Pr      4.05 12/28/2015    EUR    53.18
Credit Suisse AG/Nass      7.50  2/15/2016    EUR    60.07
UniCredit Bank AG          4.00  9/24/2015    EUR    65.59
UniCredit Bank AG          6.50  9/24/2015    EUR    35.19
DZ Bank AG Deutsche Z      7.50  9/25/2015    EUR    55.83
DZ Bank AG Deutsche Z      7.00  9/25/2015    EUR    55.49
DZ Bank AG Deutsche Z      7.25  9/25/2015    EUR    52.84
DZ Bank AG Deutsche Z      4.50  9/25/2015    EUR    56.17
Vontobel Financial Pr      3.45  10/9/2015    EUR    58.74
Vontobel Financial Pr      7.25 12/11/2015    EUR    52.56
Vontobel Financial Pr      8.65 12/11/2015    EUR    50.74
Leonteq Securities AG      8.00  8/15/2016    CHF    54.81
Leonteq Securities AG      9.60 11/18/2015    CHF    48.90
UBS AG/London              4.25 12/23/2016    EUR    63.07
UBS AG/London              5.75  3/29/2016    EUR    62.74
UBS AG/London              4.00  3/29/2016    EUR    61.76
UBS AG/London              6.00  6/24/2016    EUR    47.04
UBS AG/London              5.25  3/29/2016    EUR    51.53
UBS AG/London              4.75  9/25/2015    EUR    47.31
UBS AG/London             24.75 12/29/2015    EUR    69.92
UBS AG/London             22.00 12/29/2015    EUR    73.71
UBS AG/London              4.50  6/24/2016    EUR    61.64
UBS AG/London              7.50  3/29/2016    EUR    57.15
UBS AG/London              8.00 12/29/2015    EUR    55.48
UBS AG/London             10.75  6/24/2016    EUR    44.61
UBS AG/London              4.25  6/24/2016    EUR    61.01
UBS AG/London             23.00  3/29/2016    EUR    65.93
UBS AG/London             24.25 12/29/2015    EUR    54.33
UBS AG/London              9.00  9/25/2015    EUR    31.24
UBS AG/London             10.50  9/25/2015    EUR    55.90
UBS AG/London              5.00  6/24/2016    EUR    55.96
UBS AG/London              4.75 12/29/2015    EUR    51.67
UBS AG/London              5.25 12/29/2015    EUR    46.68
UBS AG/London             14.00 12/23/2016    EUR    48.39
UBS AG/London              7.50  6/24/2016    EUR    56.39
UBS AG/London             23.75  6/24/2016    EUR    47.67
UBS AG/London              9.00 12/29/2015    EUR    54.88
UBS AG/London             13.25  6/24/2016    EUR    46.92
UBS AG/London             21.25 12/29/2015    EUR    74.04
UBS AG/London             22.50  6/24/2016    EUR    72.47
UBS AG/London              5.75  3/29/2016    EUR    47.84
UBS AG/London             25.00  3/29/2016    EUR    70.04
UBS AG/London              6.00  6/24/2016    EUR    58.80
UBS AG/London              4.00 12/22/2017    EUR    63.46
UBS AG/London             24.50  3/29/2016    EUR    73.76
UBS AG/London              9.00  9/25/2015    EUR    56.11
UBS AG/London              6.75 12/23/2016    EUR    58.95
UBS AG/London              6.75  9/25/2015    EUR    58.87
UBS AG/London              5.75  3/29/2016    EUR    60.02
UBS AG/London              4.25  9/25/2015    EUR    51.59
UBS AG/London             20.75  6/24/2016    EUR    67.93
UBS AG/London             16.50  3/29/2016    EUR    72.82
UBS AG/London             24.50  6/24/2016    EUR    70.54
UBS AG/London             23.50  9/25/2015    EUR    69.78
UBS AG/London             10.25  9/25/2015    EUR    28.28
UBS AG/London             15.25  6/24/2016    EUR    73.64
UBS AG/London             24.25 12/29/2015    EUR    70.84
UBS AG/London             24.75  9/25/2015    EUR    57.88
UBS AG/London              5.25 12/23/2016    EUR    60.50
UBS AG/London             10.00  9/25/2015    EUR    56.79
UBS AG/London              4.75  3/29/2016    EUR    55.08
UBS AG/London              5.50  6/24/2016    EUR    50.59
UBS AG/London             10.75 12/29/2015    EUR    41.63
UBS AG/London              4.25 12/29/2015    EUR    55.38
UBS AG/London              5.00 12/22/2017    EUR    62.18
UBS AG/London              4.25  3/29/2016    EUR    63.49
UBS AG/London              6.50 12/29/2015    EUR    59.78
UBS AG/London              9.00 12/29/2015    EUR    53.16
UBS AG/London             14.75  9/25/2015    EUR    53.61
UBS AG/London             23.25  6/24/2016    EUR    65.98
UBS AG/London             23.00  9/25/2015    EUR    66.84
UBS AG/London             11.00 12/29/2015    EUR    56.46
HSBC Trinkaus & Burkh     12.50  9/25/2015    EUR    51.05
HSBC Trinkaus & Burkh      7.50  9/25/2015    EUR    56.25
HSBC Trinkaus & Burkh     13.00  9/25/2015    EUR    35.24
HSBC Trinkaus & Burkh      9.00  9/25/2015    EUR    38.55
HSBC Trinkaus & Burkh      7.00 12/28/2015    EUR    38.33
HSBC Trinkaus & Burkh     13.00  9/25/2015    EUR    74.97
HSBC Trinkaus & Burkh      6.00  9/25/2015    EUR    71.66
UBS AG/London             20.50  6/24/2016    EUR    74.13
UBS AG/London             21.50  6/24/2016    EUR    72.81
UBS AG/London             24.50  3/29/2016    EUR    49.18
UBS AG/London             16.50 12/29/2015    EUR    71.84
UBS AG/London              6.75 12/29/2015    EUR    63.44
UBS AG/London              6.75  3/29/2016    EUR    63.28
UBS AG/London              5.50  3/29/2016    EUR    66.24
UBS AG/London             24.25 12/29/2015    EUR    66.79
UBS AG/London             19.00  6/24/2016    EUR    72.80
UBS AG/London              6.50  6/24/2016    EUR    61.69
UBS AG/London             22.25  6/24/2016    EUR    37.95
UBS AG/London              4.25 12/29/2015    EUR    70.55
UBS AG/London             22.50  6/24/2016    EUR    71.64
UBS AG/London             23.00 12/29/2015    EUR    65.28
UBS AG/London             15.50 12/29/2015    EUR    69.90
UBS AG/London             21.00  3/29/2016    EUR    73.30
UBS AG/London              5.25  6/24/2016    EUR    65.42
UBS AG/London              4.25  3/29/2016    EUR    69.36
UBS AG/London             23.50  6/24/2016    EUR    68.71
UBS AG/London             23.00 12/29/2015    EUR    62.07
UBS AG/London             18.00  9/25/2015    EUR    69.01
UBS AG/London              7.75 12/22/2017    EUR    46.79
UBS AG/London              5.50 12/29/2015    EUR    66.64
UBS AG/London              7.25  9/25/2015    EUR    63.17
UBS AG/London             11.75  9/25/2015    EUR    56.89
UBS AG/London              4.00  9/25/2015    EUR    71.04
UBS AG/London             24.50 12/29/2015    EUR    60.71
UBS AG/London             17.00 12/29/2015    EUR    68.72
UBS AG/London              4.75 12/23/2016    EUR    46.20
UBS AG/London             22.50  3/29/2016    EUR    71.78
UBS AG/London             24.75  3/29/2016    EUR    34.74
UBS AG/London             18.50 12/29/2015    EUR    32.96
UBS AG/London              5.75  6/24/2016    EUR    43.19
UBS AG/London             24.25  9/25/2015    EUR    61.93
UBS AG/London             20.25  9/25/2015    EUR    66.52
UBS AG/London             23.75  3/29/2016    EUR    70.30
UBS AG/London             24.75 12/29/2015    EUR    69.00
UBS AG/London              5.50  9/25/2015    EUR    66.87
UBS AG/London             10.00  3/29/2016    EUR    57.96
UBS AG/London              4.25  6/24/2016    EUR    68.27
Goldman Sachs & Co We      6.00 12/23/2015    EUR    61.13
Goldman Sachs & Co We     11.00 12/23/2015    EUR    54.57
Goldman Sachs & Co We      8.00 12/23/2015    EUR    57.41
UniCredit Bank AG          4.25  9/12/2017    EUR    58.50
Commerzbank AG             7.00 11/26/2015    EUR    56.42
Commerzbank AG             7.50 11/26/2015    EUR    39.74
DZ Bank AG Deutsche Z      5.25 12/21/2015    EUR    53.21
DZ Bank AG Deutsche Z      5.00 12/21/2015    EUR    53.15
DZ Bank AG Deutsche Z      5.00  3/21/2016    EUR    54.28
DZ Bank AG Deutsche Z      5.00  3/21/2016    EUR    54.28
Commerzbank AG             5.50 11/26/2015    EUR    57.56
Commerzbank AG             7.25 11/26/2015    EUR    55.56
Commerzbank AG             9.00 11/26/2015    EUR    53.70
Commerzbank AG             5.75 11/26/2015    EUR    43.13
Commerzbank AG             7.75 11/26/2015    EUR    41.26
Commerzbank AG            10.00 11/26/2015    EUR    39.67
DZ Bank AG Deutsche Z      6.50  9/21/2015    EUR    61.18
DZ Bank AG Deutsche Z      5.50 12/21/2015    EUR    56.74
DZ Bank AG Deutsche Z      5.20  3/21/2016    EUR    57.80
Vontobel Financial Pr      6.50 12/28/2015    EUR    55.54
Vontobel Financial Pr      7.85   5/9/2016    EUR    60.41
UBS AG/London             11.00 12/10/2015    CHF    71.97
Commerzbank AG            13.25 11/26/2015    EUR    73.00
Commerzbank AG             8.25 11/26/2015    EUR    51.57
Goldman Sachs & Co We     11.00  9/23/2015    EUR    54.32
Goldman Sachs & Co We     10.00 10/21/2015    EUR    52.54
Goldman Sachs & Co We     10.00 11/25/2015    EUR    53.51
Goldman Sachs & Co We      7.00 12/23/2015    EUR    53.44
Goldman Sachs & Co We      6.00  1/20/2016    EUR    53.62
Goldman Sachs & Co We      5.00  1/20/2016    EUR    53.29
Goldman Sachs & Co We      8.00  1/20/2016    EUR    54.28
Goldman Sachs & Co We      9.00  1/20/2016    EUR    54.60
Goldman Sachs & Co We      5.00  6/22/2016    EUR    52.60
Goldman Sachs & Co We      7.00  6/22/2016    EUR    54.10
Goldman Sachs & Co We      9.00  6/22/2016    EUR    55.59
Goldman Sachs & Co We      8.00  6/22/2016    EUR    54.84
Goldman Sachs & Co We      6.00  1/20/2016    EUR    39.52
Goldman Sachs & Co We      5.00  1/20/2016    EUR    39.19
Goldman Sachs & Co We      6.00  1/20/2016    EUR    39.52
Goldman Sachs & Co We      8.00  1/20/2016    EUR    40.18
Goldman Sachs & Co We     10.00  1/20/2016    EUR    40.83
Goldman Sachs & Co We     10.00  1/20/2016    EUR    40.83
Goldman Sachs & Co We     10.00  1/20/2016    EUR    40.83
Goldman Sachs & Co We      6.00  6/22/2016    EUR    40.65
Goldman Sachs & Co We      5.00  6/22/2016    EUR    39.90
Goldman Sachs & Co We      8.00  6/22/2016    EUR    42.14
Goldman Sachs & Co We      7.00  6/22/2016    EUR    41.40
Goldman Sachs & Co We     10.00  6/22/2016    EUR    43.64
Goldman Sachs & Co We     21.00  1/20/2016    EUR    71.77
Goldman Sachs & Co We     20.00  9/23/2015    EUR    48.00
Goldman Sachs & Co We     25.00  9/23/2015    EUR    45.36
Goldman Sachs & Co We     23.00 10/21/2015    EUR    44.98
Goldman Sachs & Co We     14.00 11/25/2015    EUR    51.06
Goldman Sachs & Co We     17.00 11/25/2015    EUR    48.74
Goldman Sachs & Co We     20.00 12/23/2015    EUR    48.25
Goldman Sachs & Co We      5.00  1/20/2016    EUR    61.23
Goldman Sachs & Co We      7.00  1/20/2016    EUR    57.75
Goldman Sachs & Co We     10.00  1/20/2016    EUR    55.10
Goldman Sachs & Co We     15.00  1/20/2016    EUR    50.70
Goldman Sachs & Co We     19.00  1/20/2016    EUR    49.49
Goldman Sachs & Co We     14.00  3/23/2016    EUR    52.86
Goldman Sachs & Co We     17.00  3/23/2016    EUR    51.84
Goldman Sachs & Co We      5.00  6/22/2016    EUR    60.22
Goldman Sachs & Co We      7.00  6/22/2016    EUR    57.91
Goldman Sachs & Co We      9.00  6/22/2016    EUR    56.03
Goldman Sachs & Co We     15.00  6/22/2016    EUR    52.47
Goldman Sachs & Co We     20.00  9/23/2015    EUR    74.46
Goldman Sachs & Co We     24.00  9/23/2015    EUR    70.11
Goldman Sachs & Co We     18.00 10/21/2015    EUR    74.80
Goldman Sachs & Co We     22.00 10/21/2015    EUR    70.89
Goldman Sachs & Co We     20.00 11/25/2015    EUR    72.49
Goldman Sachs & Co We     19.00 12/23/2015    EUR    73.75
Goldman Sachs & Co We     18.00  1/20/2016    EUR    74.90
Goldman Sachs & Co We     22.00 12/23/2015    EUR    35.62
Goldman Sachs & Co We      4.00  1/20/2016    EUR    48.46
Goldman Sachs & Co We      6.00  1/20/2016    EUR    45.34
Goldman Sachs & Co We      7.00  1/20/2016    EUR    44.00
Goldman Sachs & Co We     10.00  1/20/2016    EUR    40.69
Goldman Sachs & Co We     15.00  1/20/2016    EUR    38.81
Goldman Sachs & Co We     18.00  1/20/2016    EUR    37.79
Goldman Sachs & Co We     21.00  1/20/2016    EUR    36.99
Goldman Sachs & Co We      4.00  6/22/2016    EUR    50.54
Goldman Sachs & Co We      4.00  6/22/2016    EUR    48.52
Goldman Sachs & Co We      6.00  6/22/2016    EUR    46.42
Goldman Sachs & Co We      7.00  6/22/2016    EUR    45.56
Goldman Sachs & Co We     10.00  6/22/2016    EUR    43.64
Goldman Sachs & Co We     21.00 11/25/2015    EUR    70.00
Goldman Sachs & Co We     18.00  1/20/2016    EUR    72.21
Goldman Sachs & Co We     15.00  6/22/2016    EUR    41.82
Goldman Sachs & Co We     17.00  6/22/2016    EUR    41.60
Deutsche Bank AG           4.20 11/25/2015    EUR    44.30
Deutsche Bank AG           4.20  3/22/2016    EUR    44.00
Deutsche Bank AG           4.20  9/22/2015    EUR    42.00
Deutsche Bank AG           4.20 11/25/2015    EUR    42.60
Deutsche Bank AG           4.20 12/22/2015    EUR    42.90
Deutsche Bank AG           3.20  3/22/2016    EUR    43.40
Deutsche Bank AG           3.20  6/22/2016    EUR    44.20
Deutsche Bank AG           3.20  6/22/2016    EUR    42.60
Deutsche Bank AG           4.20  6/22/2016    EUR    43.40
Deutsche Bank AG           4.20 12/22/2015    EUR    44.60
Deutsche Bank AG           4.20  6/22/2016    EUR    44.90
Deutsche Bank AG           4.20  9/22/2015    EUR    43.70
Deutsche Bank AG           4.20 10/21/2015    EUR    42.20
Deutsche Bank AG           3.20  3/22/2016    EUR    45.10
Deutsche Bank AG           4.20  3/22/2016    EUR    45.60
Deutsche Bank AG           4.20 10/21/2015    EUR    43.90
Deutsche Bank AG           6.20 11/25/2015    EUR    38.70
Deutsche Bank AG           7.20 11/25/2015    EUR    38.80
Deutsche Bank AG           7.20  3/22/2016    EUR    41.20
Deutsche Bank AG           7.20  6/22/2016    EUR    41.50
Deutsche Bank AG           5.20  3/22/2016    EUR    63.60
Deutsche Bank AG           6.20  3/22/2016    EUR    64.10
Deutsche Bank AG           5.20  3/22/2016    EUR    60.20
Deutsche Bank AG           6.20  3/22/2016    EUR    60.80
Deutsche Bank AG           6.20  6/22/2016    EUR    65.60
Deutsche Bank AG           5.20  6/22/2016    EUR    64.80
Deutsche Bank AG           6.20  6/22/2016    EUR    62.30
Deutsche Bank AG           5.20  6/22/2016    EUR    61.50
Deutsche Bank AG           5.20  6/22/2016    EUR    44.10
Deutsche Bank AG           5.20  6/22/2016    EUR    42.60
Deutsche Bank AG           5.20  6/22/2016    EUR    41.30
Deutsche Bank AG           7.20 10/21/2015    EUR    52.10
Deutsche Bank AG           7.20 11/25/2015    EUR    52.80
Deutsche Bank AG           6.20  6/22/2016    EUR    53.10
Deutsche Bank AG           7.20  3/22/2016    EUR    55.00
Deutsche Bank AG           7.20  6/22/2016    EUR    53.90
Deutsche Bank AG           6.20 10/21/2015    EUR    52.00
Deutsche Bank AG           6.20  3/22/2016    EUR    54.40
Deutsche Bank AG           6.20 11/25/2015    EUR    52.60
Goldman Sachs & Co We     10.00 12/23/2015    EUR    66.81
Goldman Sachs & Co We      9.00  3/23/2016    EUR    68.19
Goldman Sachs & Co We      4.00  4/20/2016    EUR    65.84
Goldman Sachs & Co We      4.00  4/20/2016    EUR    65.84
Goldman Sachs & Co We      9.00  4/20/2016    EUR    68.72
Goldman Sachs & Co We      3.00  5/25/2016    EUR    65.33
Goldman Sachs & Co We      4.00  5/25/2016    EUR    66.00
Goldman Sachs & Co We      3.00  6/22/2016    EUR    62.51
Goldman Sachs & Co We      5.00  7/20/2016    EUR    64.28
Goldman Sachs & Co We      8.00  7/20/2016    EUR    66.75
Goldman Sachs & Co We      9.00  7/20/2016    EUR    67.58
Goldman Sachs & Co We      4.00  8/24/2016    EUR    63.70
Goldman Sachs & Co We      8.00  8/24/2016    EUR    67.38
Goldman Sachs & Co We      9.00  8/24/2016    EUR    68.29
Goldman Sachs & Co We      4.00  9/21/2016    EUR    63.90
Goldman Sachs & Co We      8.00  9/21/2016    EUR    67.88
Goldman Sachs & Co We      9.00  9/21/2016    EUR    68.87
Goldman Sachs & Co We      3.00 12/21/2016    EUR    69.06
Goldman Sachs & Co We      6.00 12/21/2016    EUR    66.99
Goldman Sachs & Co We      6.00 12/21/2016    EUR    66.99
Goldman Sachs & Co We      7.00 12/21/2016    EUR    68.23
Goldman Sachs & Co We      4.00  3/22/2017    EUR    71.12
Goldman Sachs & Co We      5.00  3/22/2017    EUR    66.43
Goldman Sachs & Co We      6.00  3/22/2017    EUR    67.91
Goldman Sachs & Co We      6.00  3/22/2017    EUR    67.91
Goldman Sachs & Co We      7.00  3/22/2017    EUR    69.40
Goldman Sachs & Co We      7.00  3/22/2017    EUR    69.40
Goldman Sachs & Co We      4.00  6/21/2017    EUR    70.21
Goldman Sachs & Co We      5.00  6/21/2017    EUR    64.88
Goldman Sachs & Co We      6.00  6/21/2017    EUR    66.61
Goldman Sachs & Co We      8.00  6/21/2017    EUR    70.08
Vontobel Financial Pr     19.20  3/29/2016    EUR    60.81
Commerzbank AG             4.50   9/9/2016    EUR    66.58
Goldman Sachs & Co We     23.00 12/23/2015    EUR    65.42
Goldman Sachs & Co We      6.00  8/24/2016    EUR    70.83
Goldman Sachs & Co We     22.00  8/24/2016    EUR    69.59
Goldman Sachs & Co We      9.00  4/20/2016    EUR    69.09
Goldman Sachs & Co We     17.00 12/21/2016    EUR    70.60
Goldman Sachs & Co We      5.00  3/22/2017    EUR    72.00
Goldman Sachs & Co We      7.00  3/22/2017    EUR    70.63
Goldman Sachs & Co We     10.00  3/22/2017    EUR    71.15
DZ Bank AG Deutsche Z      8.30  6/20/2016    EUR    68.54
Commerzbank AG             9.50  6/23/2016    EUR    68.03
Commerzbank AG            10.00  6/23/2016    EUR    67.88
Commerzbank AG            10.50  6/23/2016    EUR    67.72
Commerzbank AG            10.25  6/23/2016    EUR    63.23
Commerzbank AG            10.75  6/23/2016    EUR    63.09
DZ Bank AG Deutsche Z      5.00  6/17/2016    EUR    70.45
Deutsche Bank AG           5.20  6/21/2016    EUR    69.90
Deutsche Bank AG           6.20  6/21/2016    EUR    70.70
Deutsche Bank AG           6.20  9/20/2016    EUR    71.90
Deutsche Bank AG           5.20  9/20/2016    EUR    70.90
Deutsche Bank AG           5.20 12/20/2016    EUR    71.90
Deutsche Bank AG           6.20 12/20/2016    EUR    73.20
Deutsche Bank AG           6.20  3/22/2016    EUR    73.00
Deutsche Bank AG           4.20  3/22/2016    EUR    72.00
Deutsche Bank AG           5.20  3/22/2016    EUR    72.50
Deutsche Bank AG           5.20  3/22/2016    EUR    64.00
Deutsche Bank AG           6.20  3/22/2016    EUR    64.50
Deutsche Bank AG           4.20  3/22/2016    EUR    63.50
Deutsche Bank AG           6.20  3/22/2016    EUR    61.50
Deutsche Bank AG           5.20  3/22/2016    EUR    61.00
Deutsche Bank AG           4.20  3/22/2016    EUR    60.50
Deutsche Bank AG           5.20  3/21/2017    EUR    72.80
Deutsche Bank AG           7.20  3/21/2017    EUR    71.40
Deutsche Bank AG           5.20  3/21/2017    EUR    68.40
Deutsche Bank AG           5.20  3/21/2017    EUR    68.60
Deutsche Bank AG           7.20  3/21/2017    EUR    71.70
Deutsche Bank AG           7.20  3/21/2017    EUR    68.90
Deutsche Bank AG           5.20  3/21/2017    EUR    65.80
Deutsche Bank AG           5.20  3/21/2017    EUR    63.20
Deutsche Bank AG           7.20  3/21/2017    EUR    66.20
Deutsche Bank AG           5.20  6/21/2016    EUR    65.80
Deutsche Bank AG           4.20  6/21/2016    EUR    65.00
Deutsche Bank AG           6.20  6/21/2016    EUR    66.60
Deutsche Bank AG           5.20  6/21/2016    EUR    62.80
Deutsche Bank AG           6.20  6/21/2016    EUR    63.50
Deutsche Bank AG           6.20  9/20/2016    EUR    67.70
Deutsche Bank AG           5.20  9/20/2016    EUR    66.70
Deutsche Bank AG           4.20  9/20/2016    EUR    65.70
Deutsche Bank AG           6.20  9/20/2016    EUR    64.70
Deutsche Bank AG           5.20  9/20/2016    EUR    63.70
Deutsche Bank AG           6.20 12/20/2016    EUR    68.90
Deutsche Bank AG           5.20 12/20/2016    EUR    67.60
Deutsche Bank AG           4.20 12/20/2016    EUR    66.30
Deutsche Bank AG           5.20 12/20/2016    EUR    64.70
Deutsche Bank AG           6.20 12/20/2016    EUR    66.00
Deutsche Bank AG           7.20  7/20/2016    EUR    71.90
Deutsche Bank AG           5.20  7/20/2016    EUR    70.20
Deutsche Bank AG           7.20  7/20/2016    EUR    67.20
Deutsche Bank AG           5.20  7/20/2016    EUR    65.50
Deutsche Bank AG           7.20  8/24/2016    EUR    72.50
Deutsche Bank AG           5.20  8/24/2016    EUR    70.60
Deutsche Bank AG           5.20  8/24/2016    EUR    65.90
Deutsche Bank AG           7.20  8/24/2016    EUR    67.80
Deutsche Bank AG           5.20 10/26/2016    EUR    71.30
Deutsche Bank AG           7.20 10/26/2016    EUR    73.50
Deutsche Bank AG           5.20 10/26/2016    EUR    66.70
Deutsche Bank AG           7.20 10/26/2016    EUR    68.90
Deutsche Bank AG           7.20 11/23/2016    EUR    74.00
Deutsche Bank AG           5.20 11/23/2016    EUR    71.60
Deutsche Bank AG           5.20 11/23/2016    EUR    67.00
Deutsche Bank AG           7.20 11/23/2016    EUR    69.40
Deutsche Bank AG           7.20  7/20/2016    EUR    67.80
Deutsche Bank AG           7.20  7/20/2016    EUR    64.80
Deutsche Bank AG           5.20  7/20/2016    EUR    63.10
Deutsche Bank AG           7.20  7/20/2016    EUR    62.00
Deutsche Bank AG           5.20  8/24/2016    EUR    66.40
Deutsche Bank AG           7.20  8/24/2016    EUR    68.30
Deutsche Bank AG           7.20  8/24/2016    EUR    65.30
Deutsche Bank AG           5.20  8/24/2016    EUR    63.40
Deutsche Bank AG           7.20  8/24/2016    EUR    62.50
Deutsche Bank AG           5.20 10/26/2016    EUR    67.00
Deutsche Bank AG           7.20 10/26/2016    EUR    69.30
Deutsche Bank AG           5.20 10/26/2016    EUR    64.10
Deutsche Bank AG           7.20 10/26/2016    EUR    66.30
Deutsche Bank AG           7.20 10/26/2016    EUR    63.60
Deutsche Bank AG           5.20 10/26/2016    EUR    61.40
Deutsche Bank AG           7.20 11/23/2016    EUR    69.70
Deutsche Bank AG           5.20 11/23/2016    EUR    67.30
Deutsche Bank AG           5.20 11/23/2016    EUR    64.40
Deutsche Bank AG           7.20 11/23/2016    EUR    66.80
Deutsche Bank AG           5.20 11/23/2016    EUR    61.70
Deutsche Bank AG           7.20 11/23/2016    EUR    64.10
DZ Bank AG Deutsche Z      6.70 12/21/2015    EUR    71.59
DZ Bank AG Deutsche Z      5.70  3/21/2016    EUR    71.90
DZ Bank AG Deutsche Z      6.30  6/20/2016    EUR    70.69
DZ Bank AG Deutsche Z      6.30  9/19/2016    EUR    70.62
DZ Bank AG Deutsche Z      6.30 12/21/2015    EUR    67.38
DZ Bank AG Deutsche Z      4.90  3/21/2016    EUR    67.87
DZ Bank AG Deutsche Z      6.60  3/21/2016    EUR    66.81
DZ Bank AG Deutsche Z      5.50  6/20/2016    EUR    67.04
DZ Bank AG Deutsche Z      7.00  6/20/2016    EUR    66.38
DZ Bank AG Deutsche Z      8.70  6/20/2016    EUR    65.96
DZ Bank AG Deutsche Z      5.20  9/19/2016    EUR    67.72
DZ Bank AG Deutsche Z      6.10  9/19/2016    EUR    66.91
DZ Bank AG Deutsche Z      7.60  9/19/2016    EUR    66.77
DZ Bank AG Deutsche Z     10.25 12/21/2015    EUR    73.77
DZ Bank AG Deutsche Z      7.25  6/20/2016    EUR    68.46
DZ Bank AG Deutsche Z      6.70 12/21/2015    EUR    70.47
DZ Bank AG Deutsche Z      5.80  6/20/2016    EUR    69.90
DZ Bank AG Deutsche Z      5.60  9/19/2016    EUR    70.63
Goldman Sachs & Co We     13.00 12/23/2015    EUR    67.48
Goldman Sachs & Co We     19.00 12/23/2015    EUR    68.99
Goldman Sachs & Co We      7.00  4/20/2016    EUR    67.49
Goldman Sachs & Co We      7.00  4/20/2016    EUR    67.49
Goldman Sachs & Co We     13.00  4/20/2016    EUR    70.95
Goldman Sachs & Co We      7.00  5/25/2016    EUR    67.94
Goldman Sachs & Co We      8.00  5/25/2016    EUR    68.61
Goldman Sachs & Co We     10.00  5/25/2016    EUR    69.95
Goldman Sachs & Co We     12.00  5/25/2016    EUR    71.30
Goldman Sachs & Co We      4.00  6/22/2016    EUR    63.18
Goldman Sachs & Co We      8.00  6/22/2016    EUR    66.17
Goldman Sachs & Co We      8.00  6/22/2016    EUR    66.17
Goldman Sachs & Co We     13.00  6/22/2016    EUR    69.91
Goldman Sachs & Co We      3.00  7/20/2016    EUR    69.26
Goldman Sachs & Co We      5.00  8/24/2016    EUR    64.54
Goldman Sachs & Co We     13.00  7/20/2016    EUR    70.79
Goldman Sachs & Co We     12.00  8/24/2016    EUR    70.97
Goldman Sachs & Co We     11.00  9/21/2016    EUR    70.78
Goldman Sachs & Co We     11.00  9/21/2016    EUR    70.78
Goldman Sachs & Co We      8.00 12/21/2016    EUR    69.39
Goldman Sachs & Co We      5.00 12/21/2016    EUR    65.67
Goldman Sachs & Co We      8.00 12/21/2016    EUR    69.39
Goldman Sachs & Co We      9.00  3/22/2017    EUR    72.30
Goldman Sachs & Co We      9.00  3/22/2017    EUR    72.30
Goldman Sachs & Co We     12.00  3/23/2016    EUR    65.87
Goldman Sachs & Co We     11.00  4/20/2016    EUR    66.11
Goldman Sachs & Co We     11.00  4/20/2016    EUR    66.11
Goldman Sachs & Co We      5.00  5/25/2016    EUR    60.86
Goldman Sachs & Co We      7.00 12/21/2016    EUR    65.19
Immigon Portfolioabba      0.99   7/3/2019    EUR    58.00
ING Bank NV                5.05  10/7/2024    EUR    61.92
Vontobel Financial Pr      6.90  6/10/2016    EUR    38.90
Vontobel Financial Pr      4.75  6/10/2016    EUR    40.98
Vontobel Financial Pr      5.15  6/10/2016    EUR    58.33
Vontobel Financial Pr      3.65  6/10/2016    EUR    61.57
Notenstein Privatbank     11.00  1/25/2016    USD    58.95
Deutsche Bank AG           4.50  9/22/2015    EUR    53.82
Deutsche Bank AG           5.50  9/22/2015    EUR    53.83
Deutsche Bank AG           4.50 12/22/2015    EUR    35.92
Deutsche Bank AG           4.50 12/22/2015    EUR    55.87
Deutsche Bank AG           5.50 12/22/2015    EUR    56.13
Credit Suisse AG/Nass      8.00  1/29/2016    CHF    37.45
Notenstein Privatbank      4.70  7/21/2016    EUR    73.11
Credit Suisse AG/Nass      6.00  1/29/2016    CHF    62.14
DZ Bank AG Deutsche Z      5.25  9/25/2015    EUR    56.54
Leonteq Securities AG     10.00  1/22/2016    USD    38.63
DZ Bank AG Deutsche Z      5.40 10/23/2015    EUR    72.85
DZ Bank AG Deutsche Z      4.40 10/23/2015    EUR    72.76
DZ Bank AG Deutsche Z      5.60 10/23/2015    EUR    66.29
DZ Bank AG Deutsche Z      3.90 10/23/2015    EUR    46.29
DZ Bank AG Deutsche Z      4.90 10/23/2015    EUR    43.91
DZ Bank AG Deutsche Z      5.80 10/23/2015    EUR    42.12
DZ Bank AG Deutsche Z      6.50 10/23/2015    EUR    65.28
DZ Bank AG Deutsche Z      6.00 10/23/2015    EUR    62.27
DZ Bank AG Deutsche Z      4.70 10/23/2015    EUR    59.32
DZ Bank AG Deutsche Z      5.90 10/23/2015    EUR    46.49
DZ Bank AG Deutsche Z      5.80 10/23/2015    EUR    44.29
DZ Bank AG Deutsche Z      4.70 10/23/2015    EUR    42.20
DZ Bank AG Deutsche Z      5.60 10/22/2015    EUR    73.21
DZ Bank AG Deutsche Z      5.60 10/22/2015    EUR    45.82
DZ Bank AG Deutsche Z      4.90 10/22/2015    EUR    71.33
DZ Bank AG Deutsche Z      5.70 10/22/2015    EUR    69.58
DZ Bank AG Deutsche Z      6.60 10/22/2015    EUR    67.92
Leonteq Securities AG      8.04  7/25/2016    CHF    68.69
Leonteq Securities AG      8.08  7/25/2016    EUR    68.38
Vontobel Financial Pr      3.15  9/25/2015    EUR    61.43
Vontobel Financial Pr      3.70  9/25/2015    EUR    41.90
Raiffeisen Centrobank      7.00  8/22/2016    EUR    39.61
Vontobel Financial Pr      7.50  9/25/2015    EUR    55.53
UniCredit Bank AG          4.40  9/24/2015    EUR    64.38
UniCredit Bank AG          4.20  9/24/2015    EUR    65.80
UniCredit Bank AG          4.00  9/24/2015    EUR    67.56
UniCredit Bank AG          4.00  9/24/2015    EUR    33.62
Vontobel Financial Pr      5.35  9/25/2015    EUR    74.67
Vontobel Financial Pr      7.80  9/25/2015    EUR    74.25
Leonteq Securities AG     11.52 10/28/2015    CHF    43.79
HSBC Trinkaus & Burkh      5.65  2/22/2016    EUR    40.21
Vontobel Financial Pr      4.65 12/28/2015    EUR    68.82
Vontobel Financial Pr      4.20  9/25/2015    EUR    70.21
Deutsche Bank AG           6.20 10/21/2015    EUR    53.80
Deutsche Bank AG           5.20 10/21/2015    EUR    57.60
Deutsche Bank AG           6.20 10/21/2015    EUR    55.70
Deutsche Bank AG           7.20 10/21/2015    EUR    53.90
Vontobel Financial Pr      4.50  9/25/2015    EUR    74.92
Notenstein Privatbank      6.50   7/2/2018    USD    67.43
Credit Suisse AG/Nass      8.25  1/11/2016    CHF    38.12
Leonteq Securities AG      5.25   1/4/2016    CHF    70.84
Leonteq Securities AG      8.00   7/7/2016    USD    43.63
Vontobel Financial Pr      4.40 12/11/2015    EUR    59.57
Vontobel Financial Pr      5.65 12/11/2015    EUR    57.06
Vontobel Financial Pr      5.85  9/25/2015    EUR    37.69
Notenstein Privatbank      8.00  1/11/2016    EUR    71.41
Vontobel Financial Pr      4.05 12/11/2015    EUR    39.94
Vontobel Financial Pr      5.80 12/11/2015    EUR    37.71
Vontobel Financial Pr      5.40  3/11/2016    EUR    39.01
Deutsche Bank AG           6.20 12/22/2015    EUR    53.00
Deutsche Bank AG           6.20 12/22/2015    EUR    74.90
Deutsche Bank AG           5.20  9/22/2015    EUR    50.60
Deutsche Bank AG           6.20  9/22/2015    EUR    50.60
Zurcher Kantonalbank       8.80  1/14/2016    CHF    65.49
UBS AG/London              2.80 12/23/2015    EUR    44.01
UBS AG/London              2.80 12/23/2015    EUR    61.43
UBS AG/London              3.80 12/23/2015    EUR    41.68
Banque Cantonale Vaud      1.00   7/7/2016    CHF    20.87
Vontobel Financial Pr      8.55  9/25/2015    EUR    73.50
DZ Bank AG Deutsche Z      5.75  9/25/2015    EUR    53.68
Credit Suisse AG/Lond      4.00   1/4/2016    EUR    36.27
HSBC Trinkaus & Burkh     10.50  9/25/2015    EUR    52.05
HSBC Trinkaus & Burkh      7.00  9/25/2015    EUR    56.81
HSBC Trinkaus & Burkh     12.00  9/25/2015    EUR    70.21
HSBC Trinkaus & Burkh     12.00  9/25/2015    EUR    71.52
HSBC Trinkaus & Burkh     11.00  9/25/2015    EUR    48.04
HSBC Trinkaus & Burkh     12.50  9/25/2015    EUR    33.26
HSBC Trinkaus & Burkh     12.00  9/25/2015    EUR    59.12
HSBC Trinkaus & Burkh      7.50  9/25/2015    EUR    68.36
HSBC Trinkaus & Burkh      9.00  9/25/2015    EUR    72.50
HSBC Trinkaus & Burkh     12.50  9/25/2015    EUR    70.79
HSBC Trinkaus & Burkh     12.00  9/25/2015    EUR    71.56
HSBC Trinkaus & Burkh     13.00  9/25/2015    EUR    65.99
HSBC Trinkaus & Burkh      9.50  9/25/2015    EUR    71.67
HSBC Trinkaus & Burkh     14.50  9/25/2015    EUR    64.73
HSBC Trinkaus & Burkh     10.00  9/25/2015    EUR    63.12
HSBC Trinkaus & Burkh      7.00  9/25/2015    EUR    68.56
Notenstein Privatbank      8.20  1/18/2016    EUR    59.53
Deutsche Bank AG           5.20  9/22/2015    EUR    49.90
Deutsche Bank AG           5.20 12/22/2015    EUR    49.50
Deutsche Bank AG           6.20  9/22/2015    EUR    49.90
Deutsche Bank AG           7.20 12/22/2015    EUR    53.70
Deutsche Bank AG           7.20 12/22/2015    EUR    50.00
Deutsche Bank AG           6.20  9/22/2015    EUR    53.70
Deutsche Bank AG           5.20  9/22/2015    EUR    53.70
Deutsche Bank AG           6.20 12/22/2015    EUR    53.50
Deutsche Bank AG           7.20  9/22/2015    EUR    53.80
Deutsche Bank AG           5.20 12/22/2015    EUR    53.20
Deutsche Bank AG           6.20 12/22/2015    EUR    49.70
Deutsche Bank AG           6.20  9/22/2015    EUR    69.90
Deutsche Bank AG           5.20  9/22/2015    EUR    66.90
Deutsche Bank AG           5.20  9/22/2015    EUR    69.90
Deutsche Bank AG           7.20  9/22/2015    EUR    69.90
Deutsche Bank AG           6.20  9/22/2015    EUR    69.90
Deutsche Bank AG           7.20  9/22/2015    EUR    66.40
Deutsche Bank AG           6.20  9/22/2015    EUR    66.40
Deutsche Bank AG           5.20  9/22/2015    EUR    66.40
Deutsche Bank AG           7.20  9/22/2015    EUR    63.30
Deutsche Bank AG           6.20  9/22/2015    EUR    63.30
Deutsche Bank AG           5.20  9/22/2015    EUR    63.30
Deutsche Bank AG           7.20  9/22/2015    EUR    60.40
Deutsche Bank AG           6.20  9/22/2015    EUR    60.40
Deutsche Bank AG           5.20  9/22/2015    EUR    60.40
Credit Suisse AG/Nass      6.00  1/22/2016    CHF    73.97
Commerzbank AG            12.00 12/24/2015    EUR    72.38
Commerzbank AG             9.50  3/24/2016    EUR    73.13
Commerzbank AG            11.50  5/26/2016    EUR    73.61
Commerzbank AG             9.00  8/25/2016    EUR    73.38
Commerzbank AG             6.50  2/25/2016    EUR    69.03
Commerzbank AG             7.50  8/25/2016    EUR    69.31
UBS AG/London              6.75  6/24/2016    EUR    68.61
UBS AG/London              9.00  6/24/2016    EUR    64.13
HSBC Trinkaus & Burkh     15.80 12/28/2015    EUR    73.00
HSBC Trinkaus & Burkh     14.20 12/28/2015    EUR    71.12
DZ Bank AG Deutsche Z      4.90  9/21/2015    EUR    71.88
Vontobel Financial Pr      6.05  9/25/2015    EUR    67.86
Vontobel Financial Pr     10.35  9/25/2015    EUR    61.11
Vontobel Financial Pr      8.80 12/28/2015    EUR    60.93
BNP Paribas Emissions      4.75  9/24/2015    EUR    73.99
BNP Paribas Emissions      7.50  9/24/2015    EUR    67.83
BNP Paribas Emissions      4.50 12/24/2015    EUR    70.76
BNP Paribas Emissions      3.50  6/23/2016    EUR    72.68
BNP Paribas Emissions      6.75  6/23/2016    EUR    65.17
BNP Paribas Emissions      6.00  9/24/2015    EUR    70.99
BNP Paribas Emissions      5.50 12/24/2015    EUR    69.83
BNP Paribas Emissions      3.50  6/23/2016    EUR    74.86
BNP Paribas Emissions      4.75  9/24/2015    EUR    54.09
BNP Paribas Emissions      4.50 12/24/2015    EUR    50.92
BNP Paribas Emissions      3.75  6/23/2016    EUR    55.07
BNP Paribas Emissions      5.00  6/23/2016    EUR    51.46
BNP Paribas Emissions      6.75  6/23/2016    EUR    48.91
Vontobel Financial Pr     10.10 12/28/2015    EUR    74.13
Leonteq Securities AG     10.00 11/10/2015    CHF    57.34
Bank Julius Baer & Co      8.10  11/6/2015    USD    70.30
Bank Julius Baer & Co      8.30  11/6/2015    EUR    59.50
Commerzbank AG             9.50 10/22/2015    EUR    59.54
Commerzbank AG             4.50 10/22/2015    EUR    47.62
Commerzbank AG             6.25 10/22/2015    EUR    45.13
Commerzbank AG             7.25 10/22/2015    EUR    44.01
Commerzbank AG             9.25 10/22/2015    EUR    41.94
Commerzbank AG             9.25 10/22/2015    EUR    73.52
Commerzbank AG            10.25 10/22/2015    EUR    71.71
Commerzbank AG            11.50 10/22/2015    EUR    69.99
Vontobel Financial Pr     11.65  9/25/2015    EUR    67.74
Vontobel Financial Pr      8.55 12/28/2015    EUR    70.19
HSBC Trinkaus & Burkh      7.40  9/25/2015    EUR    65.66
HSBC Trinkaus & Burkh      6.80 12/28/2015    EUR    64.12
HSBC Trinkaus & Burkh      9.20 10/23/2015    EUR    60.07
HSBC Trinkaus & Burkh     11.00  9/25/2015    EUR    60.42
HSBC Trinkaus & Burkh     14.40 12/28/2015    EUR    55.51
HSBC Trinkaus & Burkh      6.60 12/28/2015    EUR    63.65
HSBC Trinkaus & Burkh      7.40  3/25/2016    EUR    62.91
HSBC Trinkaus & Burkh     11.90  9/25/2015    EUR    42.69
HSBC Trinkaus & Burkh      6.80  9/25/2015    EUR    47.73
HSBC Trinkaus & Burkh      6.30 12/28/2015    EUR    45.42
HSBC Trinkaus & Burkh      8.10  3/25/2016    EUR    44.56
LBBW                       2.70  7/26/2019    EUR    71.74
DZ Bank AG Deutsche Z      5.00 12/28/2015    EUR    72.11
DZ Bank AG Deutsche Z      5.25  3/29/2016    EUR    74.01
DZ Bank AG Deutsche Z      5.00  9/25/2015    EUR    63.62
DZ Bank AG Deutsche Z      5.25 12/28/2015    EUR    60.36
DZ Bank AG Deutsche Z      5.00  3/29/2016    EUR    62.05
HSBC Trinkaus & Burkh      7.60 11/27/2015    EUR    60.45
HSBC Trinkaus & Burkh     14.50 12/28/2015    EUR    53.78
HSBC Trinkaus & Burkh      7.40  3/25/2016    EUR    60.92
HSBC Trinkaus & Burkh      8.40 11/27/2015    EUR    59.05
HSBC Trinkaus & Burkh     14.70 12/28/2015    EUR    37.90
HSBC Trinkaus & Burkh      6.20 12/28/2015    EUR    43.72
HSBC Trinkaus & Burkh      8.00  3/25/2016    EUR    43.03
HSBC Trinkaus & Burkh      9.20 11/27/2015    EUR    40.70
HSBC Trinkaus & Burkh     17.50 12/28/2015    EUR    62.16
HSBC Trinkaus & Burkh     13.70 12/28/2015    EUR    66.82
HSBC Trinkaus & Burkh     10.00 12/28/2015    EUR    72.58
HSBC Trinkaus & Burkh     12.40 11/27/2015    EUR    68.83
HSBC Trinkaus & Burkh     16.10 12/28/2015    EUR    73.56
HSBC Trinkaus & Burkh     11.80 12/28/2015    EUR    74.44
Goldman Sachs & Co We     23.00  9/23/2015    EUR    70.76
Goldman Sachs & Co We     20.00 11/25/2015    EUR    72.96
Goldman Sachs & Co We     21.00 10/21/2015    EUR    71.17
Goldman Sachs & Co We     19.00 12/23/2015    EUR    74.23
Goldman Sachs & Co We     18.00  9/23/2015    EUR    54.31
Goldman Sachs & Co We     16.00 10/21/2015    EUR    53.05
Goldman Sachs & Co We     22.00  9/23/2015    EUR    51.00
Goldman Sachs & Co We      8.00 11/25/2015    EUR    61.14
Goldman Sachs & Co We     21.00 10/21/2015    EUR    50.22
Goldman Sachs & Co We     19.00 11/25/2015    EUR    51.94
Goldman Sachs & Co We     18.00 12/23/2015    EUR    53.12
Reserve Trust Co CJSC     14.00   1/4/2027    RUB    60.22
JP Morgan Structured      14.00 11/23/2029    ZMW
Barclays Bank PLC          2.50   3/7/2017    EUR    52.59
Deutsche Bank AG          10.00  9/22/2015    EUR    50.60
Deutsche Bank AG          10.00 10/21/2015    EUR    52.30
Deutsche Bank AG          10.00 11/25/2015    EUR    53.30
Deutsche Bank AG          10.00 12/22/2015    EUR    54.00
Deutsche Bank AG          10.00  9/22/2015    EUR    34.20
Deutsche Bank AG          10.00 10/21/2015    EUR    34.90
Deutsche Bank AG          10.00 11/25/2015    EUR    35.80
Deutsche Bank AG          10.00 12/22/2015    EUR    36.60
Deutsche Bank AG           7.20  9/22/2015    EUR    60.60
Deutsche Bank AG           7.20 12/22/2015    EUR    58.30
Bank Julius Baer & Co      9.30 10/16/2015    USD    74.10
Notenstein Privatbank      8.20 10/20/2016    USD    56.21
UBS AG/London             10.50  10/8/2015    CHF    74.21
Leonteq Securities AG     14.00 10/20/2015    CHF    44.42
Leonteq Securities AG      9.00 10/20/2015    CHF    54.90
Goldman Sachs & Co We      5.00 11/25/2015    EUR    56.38
Goldman Sachs & Co We      8.00 11/25/2015    EUR    56.91
Goldman Sachs & Co We      4.00 11/25/2015    EUR    65.29
Goldman Sachs & Co We      6.00 11/25/2015    EUR    60.79
HSBC Trinkaus & Burkh      8.20 10/23/2015    EUR    54.30
HSBC Trinkaus & Burkh     15.50  9/25/2015    EUR    72.63
HSBC Trinkaus & Burkh     17.10  9/25/2015    EUR    48.27
HSBC Trinkaus & Burkh     13.40  9/25/2015    EUR    52.06
HSBC Trinkaus & Burkh     11.30 10/23/2015    EUR    54.12
Commerzbank AG             5.00  9/24/2015    EUR    70.56
Vontobel Financial Pr      7.25 12/28/2015    EUR    40.99
Vontobel Financial Pr      4.30  9/25/2015    EUR    45.23
DZ Bank AG Deutsche Z      9.25 10/23/2015    EUR    69.29
Vontobel Financial Pr      7.00 10/30/2015    EUR    40.65
Commerzbank AG             5.75  9/24/2015    EUR    58.78
Commerzbank AG             6.75  9/24/2015    EUR    57.28
Commerzbank AG             8.00  9/24/2015    EUR    55.82
Commerzbank AG             9.25  9/24/2015    EUR    54.43
Commerzbank AG             5.75  9/24/2015    EUR    41.46
Commerzbank AG             6.75  9/24/2015    EUR    40.34
Commerzbank AG             7.75  9/24/2015    EUR    39.30
Commerzbank AG             7.75  9/24/2015    EUR    54.68
Commerzbank AG             9.50  9/24/2015    EUR    67.21
Commerzbank AG            11.50  9/24/2015    EUR    63.70
Commerzbank AG            13.75  9/24/2015    EUR    60.56
BNP Paribas Emissions      9.00  1/21/2016    EUR    65.99
UBS AG/London             12.50 10/15/2015    CHF    66.87
Credit Suisse AG/Lond     10.00 10/20/2015    USD    73.82
DZ Bank AG Deutsche Z      6.00 12/11/2015    EUR    57.09
Leonteq Securities AG      8.04  4/21/2016    USD    63.67
Notenstein Finance Gu     15.00 10/20/2015    USD    67.81
Goldman Sachs & Co We      6.00 11/25/2015    EUR    56.56
Goldman Sachs & Co We      4.00 11/25/2015    EUR    38.29
Goldman Sachs & Co We      6.00 11/25/2015    EUR    38.64
Goldman Sachs & Co We      7.00 11/25/2015    EUR    38.82
Goldman Sachs & Co We     10.00 11/25/2015    EUR    39.34
Goldman Sachs & Co We      7.00 11/25/2015    EUR    60.96
Goldman Sachs & Co We      6.00 11/25/2015    EUR    44.42
Goldman Sachs & Co We     12.00 11/25/2015    EUR    38.24
Leonteq Securities AG     12.40  4/27/2016    CHF    58.23
Leonteq Securities AG     10.40  4/27/2016    CHF    41.93
Leonteq Securities AG     13.60  4/27/2016    USD    62.57
Credit Suisse AG/Lond      8.50 10/26/2015    USD    72.36
Commerzbank AG             6.50 10/22/2015    EUR    63.71
Commerzbank AG             7.25 10/22/2015    EUR    62.14
Commerzbank AG             8.50 10/22/2015    EUR    60.68
Commerzbank AG             9.50 10/22/2015    EUR    59.23
Commerzbank AG             4.50 10/22/2015    EUR    67.10
Commerzbank AG             5.50 10/22/2015    EUR    65.36
Commerzbank AG             4.75 10/22/2015    EUR    47.00
Commerzbank AG             5.75 10/22/2015    EUR    45.75
Commerzbank AG             6.50 10/22/2015    EUR    44.56
Commerzbank AG             7.50 10/22/2015    EUR    43.45
Commerzbank AG             8.50 10/22/2015    EUR    42.41
Commerzbank AG             9.50 10/22/2015    EUR    41.43
Commerzbank AG            10.50 10/22/2015    EUR    40.48
Leonteq Securities AG      5.20  11/7/2016    CHF    68.57
Leonteq Securities AG      8.75  11/6/2015    GBP    40.65
Leonteq Securities AG     10.75 10/21/2015    USD    55.65
UniCredit Bank AG          4.25 11/26/2015    EUR    66.42
UniCredit Bank AG          5.00 11/26/2015    EUR    40.64
UniCredit Bank AG          4.00 11/26/2015    EUR    69.14
UniCredit Bank AG          4.00 11/26/2015    EUR    43.59
UniCredit Bank AG          5.50 11/26/2015    EUR    39.35
UniCredit Bank AG          4.65 11/26/2015    EUR    42.09
UniCredit Bank AG          4.75 11/26/2015    EUR    41.73
UniCredit Bank AG          4.75 11/26/2015    EUR    62.65
UniCredit Bank AG          4.85 11/26/2015    EUR    41.37
UniCredit Bank AG          4.65 11/26/2015    EUR    63.87
UniCredit Bank AG          4.50 11/26/2015    EUR    42.45
UniCredit Bank AG          5.00 11/26/2015    EUR    60.35
UniCredit Bank AG          5.50 11/26/2015    EUR    58.25
UniCredit Bank AG          4.85 11/26/2015    EUR    61.49
UniCredit Bank AG          4.25 11/26/2015    EUR    42.81
UniCredit Bank AG          4.50 11/26/2015    EUR    65.12
UniCredit Bank AG          5.25 11/26/2015    EUR    39.99
UniCredit Bank AG          4.10 11/26/2015    EUR    67.76
UniCredit Bank AG          4.10 11/26/2015    EUR    43.19
UniCredit Bank AG          5.25 11/26/2015    EUR    59.30
Credit Suisse AG/Nass      8.00 10/29/2015    CHF    39.84
Vontobel Financial Pr      7.95 12/28/2015    EUR    61.61
Vontobel Financial Pr      3.10 12/28/2015    EUR    70.46
Vontobel Financial Pr      9.50  9/25/2015    EUR    61.49
DZ Bank AG Deutsche Z      8.75 10/23/2015    EUR    41.16
DZ Bank AG Deutsche Z      7.50 10/23/2015    EUR    58.78
DZ Bank AG Deutsche Z      6.25 10/23/2015    EUR    58.68
DZ Bank AG Deutsche Z      7.00 10/23/2015    EUR    67.21
Vontobel Financial Pr      3.25  9/25/2015    EUR    72.62
Zurcher Kantonalbank       9.55 10/28/2015    EUR    46.00
Vontobel Financial Pr      6.75 12/28/2015    EUR    45.55
Vontobel Financial Pr      7.95  9/25/2015    EUR    45.26
Deutsche Bank AG           3.20 12/22/2015    EUR    70.20
Deutsche Bank AG           3.20 12/22/2015    EUR    67.40
Deutsche Bank AG           3.20 10/21/2015    EUR    70.30
Deutsche Bank AG           3.20 10/21/2015    EUR    67.30
Deutsche Bank AG           3.20 11/25/2015    EUR    73.30
Deutsche Bank AG           3.20 11/25/2015    EUR    70.30
Deutsche Bank AG           3.20 10/21/2015    EUR    73.50
Deutsche Bank AG           3.20  9/22/2015    EUR    72.20
Deutsche Bank AG           3.20 11/25/2015    EUR    67.40
DZ Bank AG Deutsche Z      7.00 12/11/2015    EUR    60.37
Deutsche Bank AG           3.20 12/22/2015    EUR    73.10
DZ Bank AG Deutsche Z      4.90 12/11/2015    EUR    65.41
DZ Bank AG Deutsche Z      5.60 12/11/2015    EUR    64.29
DZ Bank AG Deutsche Z      6.30 12/11/2015    EUR    63.15
Deutsche Bank AG           3.20 11/25/2015    EUR    50.00
Deutsche Bank AG           3.20 12/22/2015    EUR    46.20
Deutsche Bank AG           3.20 11/25/2015    EUR    45.90
Deutsche Bank AG           3.20 10/21/2015    EUR    45.60
Deutsche Bank AG           3.20 10/21/2015    EUR    47.60
Deutsche Bank AG           3.20 12/22/2015    EUR    50.30
Deutsche Bank AG           3.20 10/21/2015    EUR    49.70
Deutsche Bank AG           3.20 11/25/2015    EUR    47.90
Deutsche Bank AG           6.20  9/22/2015    EUR    45.60
Deutsche Bank AG           5.20  9/22/2015    EUR    45.50
Deutsche Bank AG           5.20 10/21/2015    EUR    45.80
Deutsche Bank AG           6.20 10/21/2015    EUR    45.90
Deutsche Bank AG           6.20 10/21/2015    EUR    44.10
Deutsche Bank AG           5.20 10/21/2015    EUR    44.00
Deutsche Bank AG           5.20 11/25/2015    EUR    46.30
Deutsche Bank AG           6.20 11/25/2015    EUR    46.50
Deutsche Bank AG           6.20 11/25/2015    EUR    44.70
Deutsche Bank AG           5.20 11/25/2015    EUR    44.50
Deutsche Bank AG           3.20 12/22/2015    EUR    48.10
Deutsche Bank AG           6.20 12/22/2015    EUR    46.90
Deutsche Bank AG           5.20 12/22/2015    EUR    46.70
Deutsche Bank AG           6.20 12/22/2015    EUR    45.10
Deutsche Bank AG           5.20 12/22/2015    EUR    44.90
Deutsche Bank AG           5.20 10/21/2015    EUR    64.70
Deutsche Bank AG           6.20 10/21/2015    EUR    64.80
Deutsche Bank AG           6.20 11/25/2015    EUR    65.30
Deutsche Bank AG           5.20 11/25/2015    EUR    65.10
Deutsche Bank AG           6.20 12/22/2015    EUR    65.60
Deutsche Bank AG           5.20 12/22/2015    EUR    65.30
HSBC Trinkaus & Burkh     10.40  9/25/2015    EUR    62.21
HSBC Trinkaus & Burkh      6.00  9/25/2015    EUR    69.28
HSBC Trinkaus & Burkh      7.90 10/23/2015    EUR    63.08
HSBC Trinkaus & Burkh     12.60  9/25/2015    EUR    58.11
HSBC Trinkaus & Burkh      6.90  9/25/2015    EUR    65.22
HSBC Trinkaus & Burkh      8.40 10/23/2015    EUR    60.49
HSBC Trinkaus & Burkh      8.70 12/28/2015    EUR    42.82
HSBC Trinkaus & Burkh      9.50 10/23/2015    EUR    41.34
HSBC Trinkaus & Burkh     11.60 10/23/2015    EUR    61.72
Deutsche Bank AG           3.20  9/22/2015    EUR    49.60
Goldman Sachs & Co We      8.00 10/21/2015    EUR    56.11
Goldman Sachs & Co We     11.00  3/23/2016    EUR    37.42
Goldman Sachs & Co We     11.00  9/23/2015    EUR    37.16
Goldman Sachs & Co We     11.00  9/23/2015    EUR    37.16
Goldman Sachs & Co We     11.00  9/23/2015    EUR    37.16
Goldman Sachs & Co We     11.00 10/21/2015    EUR    34.93
Goldman Sachs & Co We     11.00 10/21/2015    EUR    34.93
Goldman Sachs & Co We      9.00  3/23/2016    EUR    38.51
Goldman Sachs & Co We      9.00  3/23/2016    EUR    38.51
Goldman Sachs & Co We      9.00  3/23/2016    EUR    38.51
Notenstein Privatbank      5.50  9/26/2016    CHF    70.99
Notenstein Privatbank      5.00  9/26/2016    CHF    72.15
DZ Bank AG Deutsche Z      5.60  3/30/2017    EUR    40.92
Leonteq Securities AG     20.00 12/29/2015    CHF    35.56
Deutsche Bank AG           4.50 12/22/2015    EUR    55.86
Credit Suisse AG/Nass      8.25  9/30/2015    CHF    57.42
Commerzbank AG             4.00  9/23/2015    EUR    56.28
Vontobel Financial Pr      7.65 12/28/2015    EUR    55.13
DZ Bank AG Deutsche Z     10.25  9/25/2015    EUR    67.95
DZ Bank AG Deutsche Z      6.25  9/25/2015    EUR    69.08
DZ Bank AG Deutsche Z      5.75  9/25/2015    EUR    51.87
DZ Bank AG Deutsche Z      7.10  9/23/2015    EUR    72.35
DZ Bank AG Deutsche Z      5.30 12/23/2015    EUR    74.89
DZ Bank AG Deutsche Z      5.40  9/23/2015    EUR    47.86
DZ Bank AG Deutsche Z      4.80 12/23/2015    EUR    51.55
DZ Bank AG Deutsche Z      5.70  9/23/2015    EUR    47.87
DZ Bank AG Deutsche Z      4.60  9/23/2015    EUR    43.45
DZ Bank AG Deutsche Z      5.10 12/23/2015    EUR    49.78
DZ Bank AG Deutsche Z      4.40 12/23/2015    EUR    47.34
DZ Bank AG Deutsche Z      2.20 12/23/2015    EUR    59.46
DZ Bank AG Deutsche Z      3.50 12/23/2015    EUR    56.39
DZ Bank AG Deutsche Z      5.20  9/23/2015    EUR    73.08
DZ Bank AG Deutsche Z      3.10  9/23/2015    EUR    44.49
DZ Bank AG Deutsche Z      4.80  9/23/2015    EUR    44.51
DZ Bank AG Deutsche Z      2.70 12/23/2015    EUR    49.76
DZ Bank AG Deutsche Z      7.60  9/23/2015    EUR    69.90
DZ Bank AG Deutsche Z      6.60  9/23/2015    EUR    71.35
DZ Bank AG Deutsche Z      4.90 12/11/2015    EUR    57.48
Vontobel Financial Pr      7.50  10/9/2015    EUR    55.23
HSBC Trinkaus & Burkh      6.90 10/23/2015    EUR    56.10
HSBC Trinkaus & Burkh      7.70 10/23/2015    EUR    37.11
HSBC Trinkaus & Burkh      9.60 10/23/2015    EUR    74.05
Notenstein Privatbank      8.00  10/3/2016    CHF    49.77
Vontobel Financial Pr      7.10 12/28/2015    EUR    74.94
Vontobel Financial Pr      7.80  9/25/2015    EUR    73.80
Notenstein Finance Gu      6.20  9/25/2015    CHF    58.08
Vontobel Financial Pr      8.70 12/28/2015    EUR    74.44
Vontobel Financial Pr      6.00 12/28/2015    EUR    73.02
Leonteq Securities AG      8.20 12/29/2015    CHF    67.86
Commerzbank AG             5.60  9/29/2015    EUR    34.98
Leonteq Securities AG     11.00 12/29/2015    CHF    74.92
Commerzbank AG             6.50  9/24/2015    EUR    52.95
Raiffeisen Centrobank      2.80 11/14/2016    EUR    54.03
EFG International Fin     12.86 10/30/2017    EUR    37.91
Barclays Bank PLC          3.50  12/7/2015    EUR    63.22
LBBW                       3.00  9/25/2015    EUR    73.80
Leonteq Securities AG      6.25 11/13/2015    CHF    50.92
Leonteq Securities AG      5.60 11/20/2015    GBP    44.32
Leonteq Securities AG      7.60 11/20/2015    USD    29.24
LBBW                       3.00 10/23/2015    EUR    74.76
Bank Julius Baer & Co      3.90 11/30/2015    CHF    54.15
Leonteq Securities AG      6.11   1/7/2016    EUR    43.90
Leonteq Securities AG      6.00   1/7/2016    EUR    27.50
LBBW                       3.25 10/23/2015    EUR    52.88
Leonteq Securities AG      9.00   4/8/2016    USD     6.64
Deutsche Bank AG           3.20  9/22/2015    EUR    58.30
Deutsche Bank AG           3.20  9/22/2015    EUR    56.10
Deutsche Bank AG           3.20 12/22/2015    EUR    64.80
Deutsche Bank AG           3.20  9/22/2015    EUR    60.60
Deutsche Bank AG           3.20 12/22/2015    EUR    62.30
Deutsche Bank AG           3.20 12/22/2015    EUR    57.90
Deutsche Bank AG           3.20 12/22/2015    EUR    60.00
Deutsche Bank AG           3.20  9/22/2015    EUR    63.20
Deutsche Bank AG           3.20  9/22/2015    EUR    43.70
Deutsche Bank AG           3.20  9/22/2015    EUR    42.00
Deutsche Bank AG           3.20  9/22/2015    EUR    40.50
Deutsche Bank AG           3.20  9/22/2015    EUR    39.00
Deutsche Bank AG           3.20  9/22/2015    EUR    37.70
Deutsche Bank AG           3.20 12/22/2015    EUR    44.30
Deutsche Bank AG           3.20 12/22/2015    EUR    42.70
Deutsche Bank AG           3.20 12/22/2015    EUR    41.10
Deutsche Bank AG           3.20 12/22/2015    EUR    39.70
Deutsche Bank AG           3.20 12/22/2015    EUR    38.30
Deutsche Bank AG           3.20 10/21/2015    EUR    64.50
Deutsche Bank AG           3.20 10/21/2015    EUR    62.00
Deutsche Bank AG           3.20 10/21/2015    EUR    59.60
Deutsche Bank AG           3.20 11/25/2015    EUR    64.70
Deutsche Bank AG           3.20 11/25/2015    EUR    62.20
Deutsche Bank AG           3.20 11/25/2015    EUR    59.90
Deutsche Bank AG           3.20 10/21/2015    EUR    43.80
Deutsche Bank AG           3.20 10/21/2015    EUR    42.10
Deutsche Bank AG           3.20 10/21/2015    EUR    40.60
Deutsche Bank AG           3.20 11/25/2015    EUR    44.10
Deutsche Bank AG           3.20 11/25/2015    EUR    42.40
Deutsche Bank AG           3.20 11/25/2015    EUR    40.90
Deutsche Bank AG           8.20  9/22/2015    EUR    52.40
Deutsche Bank AG           8.20 10/21/2015    EUR    53.90
Deutsche Bank AG           8.20 11/25/2015    EUR    54.70
Deutsche Bank AG           8.20 12/22/2015    EUR    55.30
Leonteq Securities AG     12.40   2/3/2016    CHF    41.22
Vontobel Financial Pr      8.70 12/28/2015    EUR    45.35
Vontobel Financial Pr     24.35  9/25/2015    EUR    65.06
Vontobel Financial Pr     26.55  9/25/2015    EUR    50.10
Commerzbank AG             5.75 10/22/2015    EUR    70.32
Commerzbank AG             6.75 10/22/2015    EUR    68.55
Commerzbank AG             7.75 10/22/2015    EUR    66.80
Commerzbank AG             8.75 10/22/2015    EUR    65.15
Commerzbank AG             9.75 10/22/2015    EUR    63.62
Commerzbank AG            10.75 10/22/2015    EUR    62.13
Commerzbank AG             5.75 10/22/2015    EUR    50.50
Commerzbank AG             6.50 10/22/2015    EUR    49.12
Commerzbank AG             7.50 10/22/2015    EUR    47.87
Commerzbank AG             8.50 10/22/2015    EUR    46.68
Commerzbank AG             9.50 10/22/2015    EUR    45.54
Commerzbank AG            10.50 10/22/2015    EUR    44.48
Commerzbank AG            11.50 10/22/2015    EUR    43.47
Notenstein Privatbank     10.00  4/29/2016    CHF    59.04
Goldman Sachs & Co We      4.00 10/21/2015    EUR    60.10
Goldman Sachs & Co We      6.00 10/21/2015    EUR    60.26
Goldman Sachs & Co We      7.00 10/21/2015    EUR    60.34
Goldman Sachs & Co We     10.00 10/21/2015    EUR    60.57
Goldman Sachs & Co We     12.00 10/21/2015    EUR    60.73
Goldman Sachs & Co We      4.00 11/25/2015    EUR    60.42
Goldman Sachs & Co We      7.00 11/25/2015    EUR    60.95
Goldman Sachs & Co We      7.00 12/23/2015    EUR    61.32
Goldman Sachs & Co We     11.00 12/23/2015    EUR    62.32
Goldman Sachs & Co We      4.00  3/23/2016    EUR    61.20
Goldman Sachs & Co We     13.00  9/23/2015    EUR    45.76
Goldman Sachs & Co We     13.00  9/23/2015    EUR    45.76
Goldman Sachs & Co We      6.00 10/21/2015    EUR    42.42
Goldman Sachs & Co We      7.00 10/21/2015    EUR    42.50
Goldman Sachs & Co We      8.00 10/21/2015    EUR    42.58
Goldman Sachs & Co We     10.00 10/21/2015    EUR    42.74
Goldman Sachs & Co We     12.00 10/21/2015    EUR    42.90
Goldman Sachs & Co We     12.00 10/21/2015    EUR    42.90
Goldman Sachs & Co We     12.00 10/21/2015    EUR    42.90
Goldman Sachs & Co We      8.00 11/25/2015    EUR    43.34
Goldman Sachs & Co We     10.00 11/25/2015    EUR    43.69
Goldman Sachs & Co We      6.00 12/23/2015    EUR    43.41
Goldman Sachs & Co We      7.00 12/23/2015    EUR    43.66
Goldman Sachs & Co We      8.00 12/23/2015    EUR    43.91
Goldman Sachs & Co We     10.00 12/23/2015    EUR    44.42
Goldman Sachs & Co We     11.00 12/23/2015    EUR    44.67
Goldman Sachs & Co We     11.00 12/23/2015    EUR    44.67
Goldman Sachs & Co We      7.00  3/23/2016    EUR    45.35
Goldman Sachs & Co We      6.00 10/21/2015    EUR    70.93
Goldman Sachs & Co We     12.00 10/21/2015    EUR    60.69
Goldman Sachs & Co We     11.00 12/23/2015    EUR    62.39
Goldman Sachs & Co We     10.00  3/23/2016    EUR    64.45
Deutsche Bank AG           7.20 12/22/2015    EUR    56.00
Deutsche Bank AG           6.20 12/22/2015    EUR    62.20
Deutsche Bank AG           7.20  9/22/2015    EUR    60.40
Deutsche Bank AG           7.20 12/22/2015    EUR    62.40
Deutsche Bank AG           7.20  9/22/2015    EUR    53.90
Deutsche Bank AG           6.20 12/22/2015    EUR    55.70
Deutsche Bank AG           6.20  6/21/2016    EUR    62.80
Bank Julius Baer & Co      8.50  12/1/2015    USD    71.35
Zurcher Kantonalbank       5.60 11/18/2015    USD    63.75
LBBW                       4.00  7/22/2016    EUR    73.13
LBBW                       5.00  7/22/2016    EUR    71.90
LBBW                       3.00  7/22/2016    EUR    74.55
LBBW                       3.00  7/22/2016    EUR    67.88
LBBW                       4.00  7/22/2016    EUR    66.39
LBBW                       5.00  7/22/2016    EUR    65.59
Deutsche Bank AG           6.80  9/23/2015    EUR    57.73
Deutsche Bank AG           5.80 12/23/2015    EUR    43.03
Deutsche Bank AG           6.80 12/23/2015    EUR    56.49
Deutsche Bank AG           5.80 11/25/2015    EUR    42.58
Deutsche Bank AG           6.80 11/25/2015    EUR    60.20
Deutsche Bank AG           5.80 10/21/2015    EUR    42.04
Deutsche Bank AG           5.80 10/21/2015    EUR    64.46
Deutsche Bank AG           6.80 10/21/2015    EUR    59.63
Commerzbank AG            16.50 10/22/2015    EUR    74.34
Zurcher Kantonalbank       5.75  11/6/2015    CHF    70.92
Vontobel Financial Pr      5.45 12/28/2015    EUR    66.43
BNP Paribas Emissions      7.50  9/24/2015    EUR    69.17
BNP Paribas Emissions      6.75 12/24/2015    EUR    67.28
BNP Paribas Emissions      6.25  6/23/2016    EUR    67.87
BNP Paribas Emissions      6.75 12/24/2015    EUR    65.93
BNP Paribas Emissions      5.00  6/23/2016    EUR    68.60
BNP Paribas Emissions      5.75  6/23/2016    EUR    68.15
BNP Paribas Emissions      7.50  9/24/2015    EUR    49.60
BNP Paribas Emissions      6.75 12/24/2015    EUR    47.37
Vontobel Financial Pr     11.45  9/25/2015    EUR    74.22
Commerzbank AG             6.00 12/22/2015    EUR    61.01
Commerzbank AG             4.50 10/22/2015    EUR    67.44
Commerzbank AG             5.25 10/22/2015    EUR    65.66
Commerzbank AG             6.25 10/22/2015    EUR    64.00
Commerzbank AG             7.25 10/22/2015    EUR    62.43
Commerzbank AG             8.25 10/22/2015    EUR    60.94
Commerzbank AG             5.50 10/22/2015    EUR    46.34
Commerzbank AG             8.25 10/22/2015    EUR    42.95
Commerzbank AG            10.50 10/22/2015    EUR    41.02
Commerzbank AG            12.50 10/22/2015    EUR    68.36
UBS AG/London              5.50 10/29/2015    USD    57.58
HSBC Trinkaus & Burkh     14.20 12/28/2015    EUR    55.31
HSBC Trinkaus & Burkh     10.30 12/28/2015    EUR    59.17
HSBC Trinkaus & Burkh     17.00 12/28/2015    EUR    57.25
HSBC Trinkaus & Burkh     11.90 12/28/2015    EUR    63.38
HSBC Trinkaus & Burkh      8.70 12/28/2015    EUR    68.72
Royal Bank of Scotlan      1.69 11/14/2016    GBP     1.07
Gold-Zack AG               7.00 12/14/2005    EUR    12.50
Lehman Brothers Treas      8.05 12/20/2010    HKD     4.75
KPNQwest NV                8.88   2/1/2008    EUR     0.50
Lehman Brothers Treas      7.06 12/29/2008    EUR     4.75
Lehman Brothers Treas      7.63  7/22/2011    HKD     4.75
UBS AG                    10.05 10/23/2015    USD    15.79
UBS AG/London             13.83   5/5/2016    USD     7.71
Leasing-Experts SA         9.00  9/17/2016    PLN    37.20
DZ Bank AG Deutsche Z      7.00  3/29/2016    EUR    68.54
DZ Bank AG Deutsche Z      5.25  3/29/2016    EUR    70.29
DZ Bank AG Deutsche Z      6.25  3/29/2016    EUR    68.00
DZ Bank AG Deutsche Z      5.50  6/24/2016    EUR    68.20
DZ Bank AG Deutsche Z      6.75  6/24/2016    EUR    69.14
DZ Bank AG Deutsche Z      9.25  6/24/2016    EUR    68.38
Bank Julius Baer & Co     10.00  4/18/2016    EUR    72.10
Commerzbank AG             5.00  6/23/2016    EUR    72.81
Commerzbank AG             5.75  6/23/2016    EUR    72.13
Commerzbank AG             6.50  6/23/2016    EUR    71.53
Commerzbank AG             7.50  6/23/2016    EUR    71.08
Commerzbank AG             8.25  6/23/2016    EUR    70.51
Commerzbank AG             9.25  6/23/2016    EUR    70.16
Commerzbank AG            10.25  6/23/2016    EUR    69.80
Commerzbank AG             5.25  6/23/2016    EUR    65.63
Commerzbank AG             6.25  6/23/2016    EUR    65.20
Commerzbank AG             7.00  6/23/2016    EUR    64.58
Commerzbank AG             7.75  6/23/2016    EUR    64.02
Commerzbank AG             8.75  6/23/2016    EUR    63.66
Commerzbank AG             9.50  6/23/2016    EUR    63.16
Commerzbank AG            10.50  6/23/2016    EUR    62.86
DZ Bank AG Deutsche Z      6.00  6/20/2016    EUR    65.83
DZ Bank AG Deutsche Z      6.00  9/19/2016    EUR    67.02
Goldman Sachs & Co We     11.00  8/24/2016    EUR    64.51
Goldman Sachs & Co We     11.00  8/24/2016    EUR    64.51
Goldman Sachs & Co We      4.00  9/21/2016    EUR    58.28
Goldman Sachs & Co We      4.00 12/21/2016    EUR    58.86
Goldman Sachs & Co We      4.00  3/22/2017    EUR    59.56
Goldman Sachs & Co We      9.00  3/22/2017    EUR    67.00
Goldman Sachs & Co We      9.00  3/22/2017    EUR    67.00
Goldman Sachs & Co We      5.00  6/21/2017    EUR    60.06
Goldman Sachs & Co We      9.00  6/21/2017    EUR    66.99
Goldman Sachs & Co We      9.00  6/21/2017    EUR    66.99
Goldman Sachs & Co We     16.00 12/23/2015    EUR    61.24
Goldman Sachs & Co We      4.00  2/24/2016    EUR    58.71
Goldman Sachs & Co We      4.00  3/23/2016    EUR    58.90
Goldman Sachs & Co We      6.00  4/20/2016    EUR    60.30
Goldman Sachs & Co We      4.00  6/22/2016    EUR    57.62
Goldman Sachs & Co We      7.00  6/22/2016    EUR    59.86
Goldman Sachs & Co We      7.00  7/20/2016    EUR    60.30
Goldman Sachs & Co We      8.00  7/20/2016    EUR    61.13
Goldman Sachs & Co We      4.00  8/24/2016    EUR    58.08
Goldman Sachs & Co We      7.00  8/24/2016    EUR    60.84
Goldman Sachs & Co We      8.00  8/24/2016    EUR    61.76
Leonteq Securities AG     14.00 10/24/2016    CHF    74.02
UniCredit Bank AG          4.20 12/24/2015    EUR    74.97
UniCredit Bank AG          4.10 12/24/2015    EUR    69.18
UniCredit Bank AG          4.90 12/24/2015    EUR    61.54
UniCredit Bank AG          5.00 12/24/2015    EUR    58.51
UniCredit Bank AG          4.30 12/24/2015    EUR    73.39
UniCredit Bank AG          4.40 12/24/2015    EUR    65.27
UniCredit Bank AG          4.60 12/24/2015    EUR    62.86
UniCredit Bank AG          4.90 12/24/2015    EUR    59.52
UniCredit Bank AG          4.40 12/24/2015    EUR    71.83
UniCredit Bank AG          4.00 12/24/2015    EUR    58.23
UniCredit Bank AG          4.20 12/24/2015    EUR    67.83
UniCredit Bank AG          4.10 12/24/2015    EUR    57.20
UniCredit Bank AG          4.70 12/24/2015    EUR    61.72
UniCredit Bank AG          4.00 12/24/2015    EUR    66.58
UniCredit Bank AG          4.30 12/24/2015    EUR    66.51
UniCredit Bank AG          4.30 12/24/2015    EUR    55.26
UniCredit Bank AG          4.75 12/24/2015    EUR    62.14
Leonteq Securities AG     10.00  12/4/2015    CHF    67.08
Leonteq Securities AG     11.00  12/4/2015    USD    45.84
UniCredit Bank AG          4.50 12/24/2015    EUR    64.05
UniCredit Bank AG          4.25 12/24/2015    EUR    64.58
UniCredit Bank AG          4.20 12/24/2015    EUR    56.20
UniCredit Bank AG          4.40 12/24/2015    EUR    54.34
UniCredit Bank AG          4.50 12/24/2015    EUR    63.31
UniCredit Bank AG          4.00 12/24/2015    EUR    70.56
UniCredit Bank AG          4.80 12/24/2015    EUR    60.61
UniCredit Bank AG          5.00 12/24/2015    EUR    60.38
UniCredit Bank AG          4.50 12/24/2015    EUR    53.45
DZ Bank AG Deutsche Z      4.00 12/11/2015    EUR    57.33
Societe Generale Effe      2.95  9/25/2015    EUR    68.43
Societe Generale Effe      4.47  9/25/2015    EUR    64.71
Societe Generale Effe      3.64 12/29/2015    EUR    70.60
Societe Generale Effe      5.30 12/29/2015    EUR    67.47
Societe Generale Effe      4.46  3/29/2016    EUR    70.83
Societe Generale Effe      6.15  3/29/2016    EUR    67.94
Societe Generale Effe      3.63  9/25/2015    EUR    73.88
Societe Generale Effe      4.31 12/29/2015    EUR    71.50
Societe Generale Effe      4.32  3/29/2016    EUR    72.99
Societe Generale Effe      6.15  3/29/2016    EUR    69.90
Notenstein Privatbank      8.50 11/28/2016    CHF    47.13
Notenstein Privatbank      8.20  5/27/2016    CHF    44.69
Leonteq Securities AG      6.00 11/28/2016    CHF    68.75
Leonteq Securities AG      8.00   3/1/2016    CHF    67.69
UniCredit Bank AG          4.25 12/24/2015    EUR    42.33
UniCredit Bank AG          4.00 12/24/2015    EUR    45.64
UniCredit Bank AG          4.20 12/24/2015    EUR    43.13
UniCredit Bank AG          4.50 12/24/2015    EUR    39.52
UniCredit Bank AG          4.10 12/24/2015    EUR    43.90
UniCredit Bank AG          4.45 12/24/2015    EUR    40.19
UniCredit Bank AG          4.40 12/24/2015    EUR    40.88
UniCredit Bank AG          4.30 12/24/2015    EUR    41.58
UniCredit Bank AG          4.05 12/24/2015    EUR    44.77
Goldman Sachs & Co We     23.00 11/25/2015    EUR    73.48
Goldman Sachs & Co We     21.00 12/23/2015    EUR    74.74
Goldman Sachs & Co We     11.00  9/23/2015    EUR    62.67
Goldman Sachs & Co We     22.00 11/25/2015    EUR    52.46
Goldman Sachs & Co We     17.00  3/23/2016    EUR    57.17
Goldman Sachs & Co We      8.00  3/23/2016    EUR    45.77
Vontobel Financial Pr      5.30 11/24/2015    EUR    62.55
Leonteq Securities AG     11.60 11/24/2015    CHF    58.10
Leonteq Securities AG     10.80 11/24/2015    CHF    48.68
Leonteq Securities AG      9.80 11/24/2015    EUR    43.54
Zurcher Kantonalbank       6.75  12/3/2015    USD    69.10
DZ Bank AG Deutsche Z      8.50  9/25/2015    EUR    62.85
DZ Bank AG Deutsche Z      5.50 11/27/2015    EUR    63.12
DZ Bank AG Deutsche Z      8.25 11/27/2015    EUR    60.55
DZ Bank AG Deutsche Z      6.50 12/28/2015    EUR    61.45
DZ Bank AG Deutsche Z      5.50  3/29/2016    EUR    62.30
DZ Bank AG Deutsche Z      6.25 11/27/2015    EUR    43.84
DZ Bank AG Deutsche Z     10.25 11/27/2015    EUR    41.28
UniCredit Bank AG          3.79 12/19/2016    EUR    44.71
Leonteq Securities AG      8.20 11/25/2015    USD    72.59
DZ Bank AG Deutsche Z      4.80  3/21/2016    EUR    66.92
DZ Bank AG Deutsche Z      5.30  3/21/2016    EUR    65.91
DZ Bank AG Deutsche Z      5.80  3/21/2016    EUR    64.95
DZ Bank AG Deutsche Z      5.25  3/21/2016    EUR    58.90
DZ Bank AG Deutsche Z      5.75  3/21/2016    EUR    59.15
UBS AG/London             20.00 12/29/2015    EUR    71.06
UBS AG/London             16.50  3/29/2016    EUR    74.30
UBS AG/London             17.25 12/29/2015    EUR    73.44
UBS AG/London             22.75  6/24/2016    EUR    74.29
UBS AG/London             24.50  3/29/2016    EUR    68.42
UBS AG/London             23.00  3/29/2016    EUR    73.98
UBS AG/London             24.75  6/24/2016    EUR    72.84
WGZ-Bank AG Westdeuts      4.00  9/28/2015    EUR    71.89
WGZ-Bank AG Westdeuts      5.00  9/28/2015    EUR    68.66
WGZ-Bank AG Westdeuts      6.00  9/28/2015    EUR    67.17
WGZ-Bank AG Westdeuts      3.00  9/29/2015    EUR    56.33
WGZ-Bank AG Westdeuts      4.00  9/29/2015    EUR    53.80
WGZ-Bank AG Westdeuts      5.25  9/29/2015    EUR    51.50
WGZ-Bank AG Westdeuts      6.00  9/29/2015    EUR    50.43
Vontobel Financial Pr      5.75 12/28/2015    EUR    65.78
Vontobel Financial Pr      6.80  9/25/2015    EUR    66.60
Vontobel Financial Pr      9.40 11/27/2015    EUR    61.25
Commerzbank AG            14.25 11/26/2015    EUR    71.10
Commerzbank AG            12.75 11/26/2015    EUR    72.69
Commerzbank AG             7.50 11/26/2015    EUR    56.70
Commerzbank AG             9.50 11/26/2015    EUR    54.21
Zurcher Kantonalbank       5.25  12/4/2015    CHF    73.77
UBS AG/London             11.50 11/26/2015    CHF    60.06
UBS AG/London             10.75 11/26/2015    CHF    59.83
Goldman Sachs & Co We     21.00 12/23/2015    EUR    53.88
Goldman Sachs & Co We     21.00 11/25/2015    EUR    37.54
Leonteq Securities AG     10.00  5/27/2016    GBP    73.05
Leonteq Securities AG     15.00  12/8/2015    CHF    62.21
Deutsche Bank AG           5.80  9/23/2015    EUR    45.34
DZ Bank AG Deutsche Z      6.50 12/21/2015    EUR    69.39
DZ Bank AG Deutsche Z      6.75  3/21/2016    EUR    70.28
DZ Bank AG Deutsche Z      9.50 12/21/2015    EUR    67.13
DZ Bank AG Deutsche Z      5.75 12/21/2015    EUR    74.48
DZ Bank AG Deutsche Z      5.30 12/21/2015    EUR    74.35


                            *********

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, Psyche A. Castillon, 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.


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