TCREUR_Public/151005.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, October 5, 2015, Vol. 16, No. 196

                            Headlines

C R O A T I A

HRVATSKA ELEKTROPRIVREDA: Moody's Affirms Ba2 CFR, Outlook Stable


G R E E C E

GREECE: Italian Retail Investors Sue ECB Over Debt Restructuring


I R E L A N D

CELTIC RESIDENTIAL 11: S&P Affirms B- Ratings on 2 Note Classes
PERMANENT TSB: DBRS Raises Intrinsic Assessment to 'BB(low)'
STRAWINSKY I: S&P Lowers Rating on Class E Notes to CC
* IRELAND: 871 Jobs Saved by Examinership in First Nine Months


I T A L Y

SESTANTE FINANCE 3: S&P Lowers Rating on Class B Notes to 'BB-'


K A Z A K H S T A N

EURASIAN RESOURCES: Moody's Lowers CFR to Caa1, Outlook Negative


L U X E M B O U R G

NEMERA DEVELOPMENT: Moody's Withdraws B2 CFR, Outlook Stable


N E T H E R L A N D S

REGENT'S PARK: S&P Raises Rating on Class E Notes to 'BB+'
TAURUS 2015-3: DBRS Finalizes (P)BB Rating on Class F Notes


R U S S I A

DAR INSURANCE: Bank of Russia Suspends Insurance Licenses
KHANTY-MANSIYSK BANK: S&P Cuts Counterparty Credit Ratings to B+
PROMSVYAZBANK OJSC: S&P Puts BB- CCR on CreditWatch Negative
PROSPECT INSURANCE: Bank of Russia Suspends Insurance Licenses
TRANSAERO AIRLINES: Faces Bankruptcy After Takeover Plan Fails


S P A I N

ABANCA CORP: DBRS Raises Intrinsic Assessment From 'BB(high)'
AYT GENOVA: Fitch Takes Actions on 29 Tranches From 9 RMBS Deals


T U R K E Y

DOGUS HOLDING: Moody's Raises CFR to 'Ba1', Outlook Stable


U N I T E D   K I N G D O M

CHANCERY UK: Placed Under Creditors' Voluntary Liquidation
FAIRHURST WARD: Goes Into Administration
SSI UK: Judge Grants Liquidation Application
STONEGATE PUB: S&P Lowers CCR to 'B', Outlook Stable
WINDERMERE XI: S&P Lowers Rating on Class B Notes to 'Dsf'


X X X X X X X X

* BOND PRICING: For the Week Sept. 28, 2015 to Oct. 2, 2015


                            *********
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C R O A T I A
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HRVATSKA ELEKTROPRIVREDA: Moody's Affirms Ba2 CFR, Outlook Stable
-----------------------------------------------------------------
Moody's Investors Service has affirmed the Ba2 corporate family
rating, Ba2-PD probability of default rating (PDR), and Ba2 senior
unsecured debt rating of Hrvatska Elektroprivreda d.d. (HEP).  The
outlook remains stable.

RATINGS RATIONALE

The rating affirmation reflects: (1) HEP's vertically integrated
position in the Croatian electricity market, where the group
enjoys 84% market share; (2) its electricity generation mix, with
a high share of low cost and low CO2 hydro and nuclear output; and
(3) the group's sound financial profile with low leverage levels
and strong credit metrics.  However, the ratings are constrained
by: (1) HEP's lack of diversification in terms of market presence;
(2) the developing profile of the regulatory framework in Croatia,
with a limited track record of transparent and consistent
application; (3) HEP's underlying earnings volatility driven by
its dependence on volatile hydro-based electricity generation; (4)
its considerable investment program, which includes new generation
capacity and replacement of an aging asset base.

While the Ba2 CFR has been affirmed, Moody's has upgraded its view
of HEP's standalone credit quality, as expressed by the company's
baseline credit assessment (BCA), to ba3 from b1.  This upgrade
reflects the stabilization of HEP's financial profile and the
satisfactory adaptation of the company to the more competitive
Croatian energy market.  HEP falls under Moody's rating
methodology for Government-Related Issuers (GRIs), given its 100%
ownership by the Government of Croatia (Ba1 negative).  The Ba2
CFR incorporates a one-notch uplift to the group's BCA.  Moody's
notes that the company has historically benefited from the
relationship with the government, which has helped its ability to
access the debt markets.  Due to HEP's strategic importance to
Croatia's economy, we consider there to be high likelihood of
extraordinary support from the government, in case of financial
distress at the company.

RATING OUTLOOK

The stable outlook on HEP's Ba2 ratings reflects our view that (i)
the group will manage its financial profile in line with the
current rating category, and (ii) its rating would remain
unchanged should limited negative pressure develop on the Croatian
sovereign rating.

WHAT COULD CHANGE THE RATING UP/DOWN

Given the negative outlook on the Croatian sovereign rating,
Moody's does not expect any upward rating pressures in the near
term.  Nevertheless, HEP's rating could come under positive
pressure if the company is able to demonstrate a more stabilized
operating and cash flow profile.  This might be achieved by a
change to the current generation profile and/or a change to the
regulatory environment, once Moody's sees evidence of consistent
and transparent application of economic principles to the business
of the group.

HEP's earnings remain exposed to a number of factors outside of
management control, most notably domestic rainfall, commodity and
regional power prices.  As the dominant energy company in the
country, HEP is also exposed to any additional loss of market
share in the supply segment as a result of market liberalization.
Downward pressure could develop if any of these risks translate
into a weakening of HEP's liquidity and/or financial position,
which would be evidenced by credit metrics of FFO/net debt of less
than 20% or FFO interest cover below 4.0x.

PRINCIPAL METHODOLOGIES

The methodologies used in these ratings were Unregulated Utilities
and Unregulated Power Companies published in October 2014 and
Government-Related Issuers published in October 2014.

Headquartered in Zagreb, Croatia, HEP is the holding company for
Croatia's incumbent vertically integrated utility group.  HEP
operates across three main energy industry segments of: (i)
electricity generation, transmission, distribution, supply; (ii)
district heating generation, distribution, supply; and (iii)
natural gas distribution, supply.  HEP is 100% owned by the
Government of Croatia.  For the six months ended June 30, 2015,
HEP generated 6.2 terawatt hours (TWh) of electricity and HRK6.6
billion in sales revenue.



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G R E E C E
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GREECE: Italian Retail Investors Sue ECB Over Debt Restructuring
----------------------------------------------------------------
Mehreen Khan at The Telegraph reports that the European Central
Bank is being sued by more than 200 investors over its role in
Greece's debt restructuring, in a case which could pave the way
for a raft of legal action from the private sector.

According to The Telegraph, a group of Italian retail investors
are claiming damages in excess of EUR12 million from the ECB for
an alleged violation of its "equal" creditor status during the
biggest private sector debt restructuring in history in 2012.

During the episode, the ECB was able to "swap" its holdings of
Greek government debt for protected bonds with no repayment date,
The Telegraph discloses.  The move ensured the ECB did not suffer
losses from the deal to stave off a Greek bankruptcy in March
2012, The Telegraph notes.

Private sector creditors, however, were forced into accepting a
53.5% "haircut" on their holdings, The Telegraph recounts.

In total, the restructuring wiped off more than EUR100 billion
from the country's debt pile and ensured Greece received its
second international bail-out, according to The Telegraph.

The ECB also later allowed national central banks to repurchase
Greek government debt at a discounted rate, The Telegraph relays.

According to The Telegraph, the claimants in the case -- Accorinti
and Others -- argue these actions gave the ECB unfair preferential
treatment and imposed heavier losses on non-official debt holders.

A judgment is expected at the EU's general court in Luxembourg on
Oct. 7, The Telegraph discloses.

If granted, the action could pave the way for a number investors
to launch similar claims for damages against the central bank, The
Telegraph states.



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I R E L A N D
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CELTIC RESIDENTIAL 11: S&P Affirms B- Ratings on 2 Note Classes
---------------------------------------------------------------
Standard & Poor's Ratings Services on Oct. 2 raised its credit
ratings on Celtic Residential Irish Mortgage Securitisation
No. 11 PLC's (Celtic 11) class A3a, A3c, and Ba notes.  At the
same time, S&P has affirmed its ratings on the class Ca and Cc
notes.

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

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

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

In S&P's opinion, although the current outlook for the Irish
market is relatively positive, its outlook for the Irish
residential mortgage market calls for starting conditions that are
not benign.  S&P has therefore increased its expected 'B'
foreclosure frequency assumption to 3.33% from 2.00%, when it
applies its RMBS criteria, to reflect this view.  S&P bases these
assumptions on the fact that although the Irish economy has
significantly improved in terms of house price appreciation and a
fall in unemployment, the stock of nonperforming loans remains
high, restructuring arrangements are increasing, and unemployment
levels, though expected to fall further, remain high.

Credit enhancement for the class A notes, excluding loans with
arrears greater than nine monthly payments, has increased to
7.62%, from 5.45% at S&P's Oct. 23, 2012 review.

The reserve fund is dynamically sized, based on the balance of
non-performing loans.  It has been topped up to its target amount
since December 2014.  The reserve fund is currently providing
3.69% of credit enhancement to the rated notes outstanding.

In S&P's analysis, it has assumed that all loans that are
delinquent for more than nine monthly payments have defaulted.
Recoveries on such defaulted loans -- which vary according to the
rating level -- are only realized at the end of the 42-month
foreclosure period.

Severe delinquencies of more than 90 days at 12.3% are on average
slightly lower for this transaction than for other Irish RMBS
transactions that S&P rates.  Generally, severe delinquencies have
been decreasing over the past two years as the macroeconomic
environment in Ireland improves.

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

  Rating level        WAFF (%)    WALS (%)
   AAA                29.40       31.36
   AA                 23.46       28.47
   A                  19.38       22.88
   BBB                15.33       20.00
   BB                 11.02       18.02
   B                   9.39       16.21

The decrease in the WAFF is mainly due to the use of original
loan-to-value (OLTV) ratio in the WAFF calculation (as opposed to
current loan-to-value ratio), increased benefit for performing
loans with greater than six years' seasoning (100% of loan pool),
and lower arrears levels.  The decrease in the WALS is mainly due
to the application of S&P's updated indexation methodology,
coupled with a marked appreciation in house prices in Ireland
since S&P's October 2012 review (almost 23% across the country).
The overall effect is a decrease in the required credit coverage
for each rating level.

The Royal Bank of Scotland PLC (RBS) acts as the guaranteed
investment contract (GIC) account provider and swap counterparty.
In S&P's view, the related transaction documents do not have
replacement frameworks consistent with its current counterparty
criteria.  The documented rating trigger has been breached on the
GIC account, so the maximum potential rating based on this
counterparty obligation is the long-term issuer credit rating
(ICR) on RBS.  The swap documents reflect a previous version of
S&P's counterparty criteria, which results in a maximum potential
rating of the swap counterparty's ICR plus one-notch.

Following S&P's credit and cash flow analysis and the application
of its Irish RMBS criteria, S&P's updated analysis shows that the
class A3a and A3c notes have sufficient available credit
enhancement to support 'BBB+ (sf)' ratings.  S&P has therefore
raised to 'BBB+ (sf)' from 'B+ (sf)' its ratings on the class A3a
and A3c notes.

S&P's updated analysis also shows that the class Ba notes have
sufficient available credit enhancement to support a 'BBB- (sf)'
rating.  S&P has therefore raised to 'BBB- (sf)' from 'B (sf)' its
rating on the class Ba notes.

Taking into account the results of S&P's credit and cash flow
analysis, it considers the available credit enhancement for the
class Ca and Cc notes to be commensurate with S&P's currently
assigned ratings.  S&P has therefore affirmed its 'B- (sf)'
ratings on the class Ca and Cc notes.

S&P also considers credit stability in its analysis.  To reflect
moderate stress conditions, S&P adjusted its WAFF assumptions by
assuming additional arrears of 16% for one- and three-year
horizons.  This did not result in S&P's rating deteriorating below
the maximum projected deterioration that it would associate with
each relevant rating level, as outlined in S&P's credit stability
criteria.

S&P expects severe arrears in the portfolio to decline slowly
alongside economic growth, high but diminishing unemployment, and
uncertainty surrounding repossessions.  On the positive side, S&P
expects interest rates to remain low and house prices to continue
increasing (albeit at a reduced rate).

Celtic No. 11 is an Irish RMBS transaction, which closed in
December 2006.  Celtic 11 securitizes a pool of first-ranking
mortgage loans originated by Ulster Bank.  The mortgage loans are
mainly located outside Dublin and the transaction comprises owner-
occupied loans.

RATINGS LIST

Class              Rating
            To                From

Celtic Residential Irish Mortgage Securitisation No. 11 PLC
EUR2.434 Billion, GBP788.5 Million, $328 Million Residential
Mortgage-Backed Floating-Rate Notes

Ratings Raised

A3a         BBB+ (sf)         B+ (sf)
A3c         BBB+ (sf)         B+ (sf)
Ba          BBB- (f)          B (sf)

Ratings Affirmed

Ca          B-(sf)
Cc          B-(sf)


PERMANENT TSB: DBRS Raises Intrinsic Assessment to 'BB(low)'
------------------------------------------------------------
As detailed in the press release "DBRS Downgrades 31 European
Banking Groups due to Removal of Systemic Support Uplift",
published earlier, DBRS Ratings Limited confirmed the ratings of
permanent tsb p.l.c. (PTSB or the Group) including the non-
guaranteed long-term debt and deposits ratings at BB (low), and
the non-guaranteed short-term debt and deposits ratings at R-4.
The trend on all ratings is now Stable.  The confirmation
reflected a change in DBRS's support assessment for PTSB to SA3,
from SA2, which resulted in the removal of one notch of uplift
from the Intrinsic Assessment (IA) for potential systemic support.
However, concurrently, PTSB's intrinsic assessment has been raised
to BB (low) from B (high), mitigating the removal of support.
This commentary provides further background to the change in the
IA.

RATIONALE FOR THE CHANGE IN THE IA:

The improvement in PTSB's IA to BB (low) reflects the continued
progress of the Group in 1H15, especially with regard to restoring
profitability and improving asset quality metrics.  In 1H15, PTSB
reported an underlying profit, excluding exceptional items, of
EUR1 million, marking the first profit since 2007, and reflecting
a EUR47 million year-on-year (YoY) increase in income before tax
and provisions (IBPT) and an 85% YoY reduction in impairment
charges.  The improvement in IBPT was driven by a 12 basis points
(bps) YoY increase in the Group's net interest margin (NIM),
excluding ELG (Eligible Liabilities Guarantee) fees, to 1.00%, and
a 19% YoY reduction in operating costs.  PTSB did, however, report
a net loss of EUR410 million in 1H15, reflecting the losses on the
repurchase of the Government held Contingent Capital Notes (EUR52
million) and on the disposal of Non-Core loans (EUR380 million).

The Group also made further progress in de-risking its balance
sheet in 1H15, with an 18% decrease in NPLs (NPLs - defined as
loans which are greater than 90 days in arrears, or impaired) from
end-2014, to EUR6.8 billion at end-1H15.  Although the disposal of
the EUR1.5 billion Irish CRE portfolio was the largest factor in
this improvement, DBRS notes that the reduction in NPLs was
evident across all of the Group's loan portfolios.  As a result,
whilst overall asset quality remains extremely weak, with the
Group reporting an NPL ratio of 25% at end-June 2015, DBRS is of
the view that the Group's asset quality will continue to improve,
helped both by the deleveraging process, and the ongoing recovery
in the economies of Ireland and the UK.  DBRS also positively
notes that a significant proportion of NPLs have received some
form of treatment, and re-default rates are low.  In addition,
PTSB agreed the sale of the residual EUR0.5 billion Irish CRE
portfolio, and expects the deal to be completed, along with the
along with the previously announced disposal of the Capital Homes
Loan Limited (CHL) Mortgage Book and loan servicing platform, in
3Q15.

DBRS does, however, note that at end-July 2015, following an
enforcement investigation, PTSB commenced a Mortgage Redress
Programme (MRP) aimed at addressing the position of 1,372 mortgage
customer accounts, which lost a contractual right to be offered a
tracker rate mortgage as a result of failures on the part of PTSB.
At end-1H15, PTSB held EUR 119 million of provisions relating to
legal and compliance costs, such as the MRP.  DBRS will continue
to closely monitor the development of these legacy issues, as
additional legal provisions could impact the Group's
profitability.

RATING DRIVERS:

The Trend on the Group's ratings is now stable.  Further upward
movement in the IA would require further progress in restoring
sustainable profitability, especially in the Core Bank, whilst
also continuing to improve its asset quality metrics and executing
its restructuring plan.  The inability to continue the trend
towards returning to profitability would be viewed negatively by
DBRS, as would any reversal of the current positive downward
trajectory of impaired loans.  Any failure to execute the
restructuring plan in line with stated targets could also
negatively pressure the rating.  The ratings on the Government
Guaranteed debt are directly linked to DBRS's rating of the
Republic of Ireland and as such, any changes in this rating would
be reflected in the rating of the guaranteed debt.

SUPPORT ASSESSMENT:

The rating action concluded the rating review initiated in May
2015, and reflected DBRS's view that developments in European
regulation and legislation mean that there is less certainty about
the likelihood of timely systemic support.  Countries across
Europe continue to make progress in enacting the Bank Recovery and
Resolution Directive (BRRD) into national legislation, including
Ireland.  BRRD has harmonized the approach that will be taken in
the resolution of failing banks across Europe, and has led DBRS to
conclude that there is not sufficient certainty of support to have
any uplift in the senior debt ratings of European banks.
Consequently the support assessment for PTSB was changed to SA3
(the category for banks in countries where DBRS has no expectation
of systemic support or is not confident enough that timely
systemic support would be forthcoming in times of need to add a
notch for systemic support) from SA2 (indicating the likelihood of
timely systemic support).


STRAWINSKY I: S&P Lowers Rating on Class E Notes to CC
------------------------------------------------------
Standard & Poor's Ratings Services took various credit rating
actions in Strawinsky I PLC.

Specifically, S&P has:

   -- Raised its ratings on the class B and C notes;
   -- Affirmed its rating on the class D notes; and
   -- Lowered its rating on the class E notes.

The rating actions follow S&P's assessment of the transaction's
performance using data from the Aug. 10, 2015 trustee report and
the application of its relevant criteria.

S&P subjected the capital structure to a cash flow analysis to
determine the break-even default rate (BDR) for each rated class
at each rating level.  The BDR represents S&P's estimate of the
maximum level of gross defaults, based on its stress assumptions,
that a tranche can withstand and still fully repay the
noteholders.  In S&P's analysis, it used the portfolio balance
that it considers to be performing (EUR50,780,402), the current
weighted-average spread (3.28%), and the weighted-average recovery
rates calculated in line with S&P's corporate collateralized debt
obligation (CDO) criteria.  S&P applied various cash flow
stresses, using its standard default patterns, in conjunction with
different interest rate and currency stress scenarios.

Since S&P's Dec. 4, 2013 review, the aggregate collateral balance
has decreased by 54.70% to EUR52.19 million from EUR115.21
million.

The class A1-T, A1-R, and A2 notes have fully paid down and the
class B notes have amortized by EUR12.72 million since S&P's
previous review.  In S&P's view, this has increased the available
credit enhancement for the class B, C, and D notes.  The weighted-
average spread and weighted-average recovery rates have decreased,
while the concentration of defaulted assets and assets rated in
the 'CCC' category ('CCC+', 'CCC', and 'CCC-') have increased
since S&P's previous review.

Strawinsky I's portfolio is concentrated and comprises 15
performing obligors, compared with 23 in S&P's previous review.
The largest obligor's assets represent almost 14.16% of the
aggregate collateral balance and the largest five obligors
comprise almost 54.42% of the total pool of performing assets.

Taking into account the results of S&P's credit and cash flow
analysis and the application of its current counterparty criteria,
S&P considers that the available credit enhancement for the class
B and C notes is commensurate with higher ratings than previously
assigned.  The minimum required rating for the bank account
provider and custodian, to be considered eligible under the
transaction documents, is 'BBB+'.  Since the transaction's
exposure to bank account provider and custodian risk is considered
to be "limited", under S&P's current counterparty criteria, the
maximum potential rating on the class B notes is 'A+ (sf)'.  S&P
has therefore raised to 'A+ (sf)' from 'BBB+ (sf)' its rating on
the class B notes and to 'BB+ (sf)' from 'B+ (sf)' its rating on
the class C notes.

S&P's credit and cash flow analysis indicates that the available
credit enhancement for the class D notes is commensurate with the
currently assigned rating.  Consequently, S&P has affirmed its
'CCC- (sf)' rating on the class C notes.

The class E notes continue to defer interest and are
undercollateralized.  In S&P's view, there is a significant
probability that these notes will not repay the entire principal
amount due at maturity.  S&P has therefore lowered to 'CC (sf)'
from 'CCC-(sf)' its rating on the class E notes.

Strawinsky I is a cash flow collateralized loan obligation (CLO)
transaction that securitizes loans to primarily speculative-grade
corporate firms.  The transaction closed in August 2007 and its
reinvestment period ended in August 2013.  IMC Asset Management is
the transaction's manager.

RATINGS LIST

Class             Rating
            To                 From

Strawinsky I PLC
EUR300 Million Secured Floating Rate and Subordinated Notes

Ratings Raised

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

Rating Lowered

E           CC (sf)            CCC- (sf)

Rating Affirmed

D           CCC- (sf)


* IRELAND: 871 Jobs Saved by Examinership in First Nine Months
--------------------------------------------------------------
Charlie Taylor at The Irish Times reports that some 871 jobs were
saved in SMEs through the examinership corporate recovery process
in the first nine months of the year, according to new figures.

This marks a 20% decline compared to the same period a year
earlier when 1,089 jobs were saved through the process, The Irish
Times notes.

Among the companies to enter examinership this year were
Mothercare Ireland, Best Menswear and Ladbrokes Ireland, The Irish
Times discloses.

The success rate of examinerships -- where the company moves
through the process and emerges on the other side to continue to
trade -- stands high at 90% for 2014, The Irish Times says.

Chartered accountants Hughes Blake said there were 168 jobs saved
through examinerships in the third quarter of 2015, The Irish
Times relays.


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SESTANTE FINANCE 3: S&P Lowers Rating on Class B Notes to 'BB-'
---------------------------------------------------------------
Standard & Poor's Ratings Services lowered to 'BB- (sf)' from
'BB (sf)' its credit rating on Sestante Finance S.r.l.'s series
3's class B notes.

Under S&P's current counterparty criteria, its rating on Sestante
Finance series 3's class B notes is weak-linked to its long-term
issuer credit rating (ICR) on Banca Popolare dell'Emilia Romagna
S.C. as the collection bank account provider.

On Dec. 18, 2014, S&P lowered its rating on Banca Popolare
dell'Emilia Romagna following S&P's downgrade of the Republic of
Italy.

The overarching principle behind S&P's current counterparty
criteria is the replacement of a counterparty when the rating on
the counterparty falls below a minimum eligible rating.  Without
the incorporation of replacement mechanisms or equivalent remedies
in the terms of the agreement with the counterparty, and if there
are no other mitigating factors, the rating on the supported
security is generally no higher than the long-term ICR on the
counterparty or the counterparty's ICR plus one notch for any
supported security that contains a replacement provision that is
in line with previous versions of S&P's counterparty criteria.

The Sestante Finance series 3's transaction documents only
implement a replacement of the collection bank account provider
upon insolvency.  As this remedy is not in line with S&P's current
counterparty criteria, it cannot rely on this replacement
framework.  Moreover, the mezzanine class B notes did not
withstand the commingling stress linked to the potential
bankruptcy of the collection bank account provider, which S&P
applied in its November 2014 analysis to account for the absence
of a replacement language in line with S&P's current counterparty
criteria.  Considering these two factors, S&P's rating on Sestante
Finance series 3's class B notes is weak-linked to its long-term
ICR on Banca Popolare dell'Emilia Romagna.

Due to an error, S&P did not subsequently lower its rating on the
class B notes following its Dec. 18, 2014 downgrade of Banca
Popolare dell'Emilia Romagna.  S&P has corrected this error by
lowering to 'BB- (sf)' from 'BB (sf)' its rating on the class B
notes.

Sestante Finance series 3 is an Italian residential mortgage-
backed securities (RMBS) transaction, which closed in December
2005.  It securitizes a pool of residential mortgage loans
originated by Meliorbanca.

RATINGS LIST

Sestante Finance S.r.l.
EUR899.51 mil asset-backed floating-rate notes series 3

                               Rating        Rating
Class      Identifier          To            From
B          IT0003937486        BB- (sf) BB (sf)



===================
K A Z A K H S T A N
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EURASIAN RESOURCES: Moody's Lowers CFR to Caa1, Outlook Negative
----------------------------------------------------------------
Moody's Investors Service has downgraded the corporate family
rating and the probability of default rating of Eurasian Resources
Group Sarl (ERG) to Caa1 and Caa1-PD, respectively, both with
negative outlook.  The rating downgrade is associated with the
agency's decision to lower the Baseline Credit Assessment of ERG
to caa2, from caa1 previously.  The BCA is a key factor behind the
CFR, as defined according to the Government-Related Issuer ('GRI')
rating methodology, which Moody's applies to ERG, given the
Government of Kazakhstan (Baa2 stable) is a main shareholder with
a 40% stake.  Moody's assessment on the other main factors behind
the CFR according to the GRI methodology remained unchanged.  In
particular, Default Dependence is still considered as high and
Government Support as moderate.  These assessments drive the one
notch uplift on the BCA.

RATINGS RATIONALE

The lowering of the BCA to caa2 reflects the deteriorated
fundamental credit profile of ERG, due to its increased financial
and liquidity risks, which the rating agency considers are not
sufficiently mitigated by the company on a stand-alone basis.  The
BCA is now positioned at caa2 to reflect ERG's (i) weakening
credit metrics, also due to a much weaker commodity price
environment, as reflected by Moody's lowered price assumptions on
key commodities mined by the company, namely iron ore (base level
assumption for 2015 is $50/t, and $45/t for 2016) and copper (base
level for 2015 is $2.50/lb, and $2.35/lb for 2016); (ii)
unsustainable capital structure, characterized by very high level
of financial leverage, which Moody's anticipates to rise over the
next 6 to 12 months above 6x (in terms of gross debt/EBITDA on a
Moody's adjusted basis), as a result of decreasing EBITDA, while
gross debt, as adjusted by Moody's, should still remain high at
approximately $7.5bn, assuming the company agrees with its lenders
the rescheduling of most of its bank debt maturing over the next
several quarters; and (iii) insignificant deleveraging prospects
over the next 12 to 18 months, as the large asset disposal plan
previously attempted by management looks even more challenging to
execute under the current market environment, while the few minor
assets disposed in the past quarters have only provided modest
cash proceeds, which were not sufficient for a meaningful debt
reduction.

The BCA also reflects the further weakening of ERG's liquidity
position, with high refinancing risk faced by the company already
in the next 12 months (October 2015 to September 2016), when
approximately $2.8bn of debt become due for repayment, including
the $1.67bn facility due in June 2016, which was borrowed by ERG
for the buyout and subsequent delisting of ENRC Plc in 2013.
Moody's maintains its expectation that the two key Russian
relationship banks of the company, Bank VTB, JSC (Ba2 negative)
and Sberbank (Ba2 negative), which are providing most of the debt
facilities, will continue to support ERG as they have done so far,
even in the recent past.  Moody's also expects that these lenders
would continue to accommodate reasonable waiver requests, which
the rating agency believes ERG will need to consider again in the
future, especially with reference to its compliance to the
financial covenants testing on its 2015 accounts.  The rating
agency considers a breach of the financial covenants on the
various bank facilities as likely for the forthcoming testing
dates, given that the credit ratios of the company are
deteriorating fast, while the financial covenants set by the
lenders in the executed loan documents become constrained.

The main concerns on liquidity, however, are driven by the
challenging debt maturity profile of the company, especially in
2016, and by its negative free cash flow generation, projected for
the rest of 2015 and for 2016, which will require even more debt
in the near future to cover any liquidity shortfall the company
may need to address to continue running its business.  Further
risks related to liquidity partially factored into ERG's BCA
relate to: (i) the uncertain outcome of the pending litigation
with former business partner in Brasil, Zamin Group (unrated),
which may cost ERG up to $220million plus costs if it loses the
case; and (ii) $367m of cash (out of a total cash balance of
nearly $800m) held at related party Eurasian Bank (Caa1 negative)
at the end of 2014 to fund its business needs in Kazakhstan, while
the bank is facing a rapid deterioration of its loan book, as
reflected in Moody's recent rating downgrade action (see Moody's
press release dated Sept. 7, 2015).  Based on the consideration of
these potential risks, and the gradual erosion of cash associated
with negative free cash flows projected by the rating agency over
the next several quarters, Moody's considers that the liquidity
position would still remain weak even if the company were able to
reach an agreement with its main Russian relationship banks to
reschedule its debt maturity profile.  This is because ERG would
still need additional liquidity to run its business, and the only
available undrawn committed facility is currently provided by
VTB's $504 million back-stop facility, which is likely to be fully
needed before year end and then require a roll-over or refinancing
when it matures in May 2016.

The BCA continues to reflect, as partially risk mitigating
considerations, the strengths associated to ERG's business
profile, and namely (i) good access to high-grade and long-
reserve-life mining assets in Kazakhstan; (ii) a competitive cost
structure as a result of high-quality mines and efficient
processing plants, especially in the profitable ferroalloys core
business, albeit a further targeted improvement in ferroalloy
plants' productivity in Kazakhstan this year is unlikely to
materialize due to technical issues at the Aktobe ferroalloy
plant, which are delaying its ramp-up to nameplate capacity; (iii)
good operational and commodity diversity, with several operating
mines and processing facilities in Kazakhstan and, for copper, in
the Democratic Republic of Congo ('DRC', B3 stable), and (iv)
important market shares in the EMEA region for ferrochrome, iron
ore and aluminum.  Furthermore, the BCA factors in some moderate
support to ERG's operating profitability being offered by the
recent sharp devaluation of the Kazakh tenge (KZT) against the
USD.  Such depreciation, which has exceeded 30% since August 20th,
2015, should make ERG's cost base, mostly denominated in KZT, more
competitive, and contribute to keep the company's EBITDA margin
around 25% over the next 12 to 18 months, assuming a flat USD:KZT
FX rate at 230.  An EBITDA margin at around 25% would still be a
solid level of operating profitability, albeit reduced compared to
ERG's 2014 average EBITDA margin of 30%.

Moody's considers that the probability of financial support that
the government would provide to ERG, in case of need, is
appropriately captured by an assessment of 'moderate', given the
strategic relevance of the company to the Kazakh economy, and
considering the involvement of the government in the direction and
management of the company, with two out of five Board members
directly appointed by the government.  Even if the government has
never formally or publicly committed to any sort of explicit or
verbal guarantee or financial support for ERG, Moody's understands
that, if the company were to be forced to ask for financial
support from its shareholders, the process to obtain it in a
timely manner is already clearly described in the shareholder
agreement of ERG Sarl, which has been signed by all shareholders,
ie the three founding shareholders, owning in aggregate a 60%
stake, and the Kazakh government as the single largest shareholder
with a 40% stake.  This is an important factual element for
Moody's assumption of moderate government support, and for the
justification of keeping one notch uplift to the BCA.

Rating Outlook

The negative outlook reflects Moody's expectation that ERG's
liquidity position will remain exposed to material downside risks
associated with a challenging debt maturity profile, a likely
breach of financial covenants requiring waivers from lenders, as
well as shrinking cash balances associated with projected negative
free cash flow generation, which would then require additional
funds to be made available to the company.  The negative outlook
also factors in the possibility of a negative outcome of the
pending litigation with Zamin Group, as well as of the still
ongoing SFO investigation, which may result in fines and penalties
and make it even more difficult for the company to access the
credit markets in the future.

Although unlikely in the near term, Moody's could consider a
stabilisation of the outlook upon any major development that would
lead to a meaningful improvement in the company's currently weak
financial and liquidity profile.

What Could Change the Rating UP/DOWN

Positive pressure, albeit unlikely in the near term, could build
over time if ERG were able to improve its liquidity position with
an overall assessment of adequate, and show some sustainable
improvements in key credit metrics, namely the gross debt/EBITDA
ratio, on a Moody's adjusted basis, falling below 5x on a
sustained basis, the interest cover ratio (EBIT/Interest)
increasing above 1.5x, and free cash flow/gross debt turning
positive.  Further positive rating pressure could be considered if
Moody's had reason to reassess the assumptions relating to the
degree of support from and dependence on the Kazakh government,
based on new elements indicating a stronger support than what the
rating agency is currently factoring into the rating.  Such
assumptions are relevant, given that ERG's CFR reflects the
application of Moody's rating methodology for government-related
issuers.

Conversely, Moody's would consider downgrading ERG's ratings in
case of further weakening of the BCA.  This could occur in a
scenario where the company's liquidity deteriorates further, if
the rating agency believes the company is unlikely to continue to
get support from its lenders to reschedule or refinance its
forthcoming debt maturities, and/or to obtain a waiver for a
breach of financial covenants.  Furthermore, a material
deterioration in the key credit metrics could also exert negative
rating pressure.  Such a deterioration would be reflected into a
gross debt/EBITDA ratio exceeding 6.5x on a Moody's adjusted
basis, and an interest cover ratio falling below 0.5x.  A negative
outcome of the pending SFO investigation, resulting in material
fines and penalties and high reputational damage, would also exert
negative pressure on the rating.  Furthermore, a reassessment of
the degree of support from the Kazakh government, to a weaker
level than currently contemplated, would also lead to negative
rating pressure.

PRINCIPAL METHODOLOGIES

The principal methodology used in these ratings was Global Mining
Industry published in August 2014.  Other methodologies used
include the Government-Related Issuers methodology published in
October 2014.

ERG is a vertically integrated mining company with main operating
assets in Kazakhstan, and a number of early-stage development
assets in Brazil and Africa.  The company is primarily focused on
the mining and processing of ferroalloys, iron ore and aluminum.
ERG is also the world's-largest ferrochrome producer (by chrome
content) and one of the leading global exporters of iron ore.  In
2014, ERG reported revenues of $5.83 billion.  ERG Sarl is 40%
owned by the Kazakh government and accordingly falls within the
scope of Moody's rating methodology for Government Related Issuers
(GRI).  ERG Sarl indirectly owns 99.8% of ENRC Limited via
Eurasian Resources Group BV (ERG BV), an intermediate holding
company and borrower of the bank facilities used to acquire ENRC
Limited in 2013.



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


NEMERA DEVELOPMENT: Moody's Withdraws B2 CFR, Outlook Stable
------------------------------------------------------------
Moody's Investors Service has withdrawn the B2 corporate family
rating and the B2-PD probability of default rating of Nemera
Development S.A.  The B1 instrument ratings on the First Lien
Senior Credit Facilities and the Caa1 instrument rating on the
Second Lien Credit Facility borrowed at Devix US are also
withdrawn.  The outlook on all ratings was stable.

RATINGS RATIONALE

Moody's has withdrawn the ratings following Nemera's sale of its
prescription retail business segment -- Centor division - at the
beginning of September 2015 and the consequent repayment of the
rated instruments.

Nemera Development S.A is a leading player in the industry for
healthcare focused manufacturing of rigid plastic packaging and
delivery solutions.  Since May 2014, it has been owned by Montagu
Private Equity.



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


REGENT'S PARK: S&P Raises Rating on Class E Notes to 'BB+'
----------------------------------------------------------
Standard & Poor's Ratings Services raised its credit ratings on
all of Regent's Park CDO B.V.'s classes of notes.

The upgrades follow S&P's credit and cash flow analysis of the
transaction using data from the trustee report dated June 22,
2015, and the application of S&P's relevant criteria.

Regent's Park CDO is a cash flow collateralized loan obligation
(CLO) transaction that securitizes loans to primarily speculative-
grade corporate firms.  The transaction closed in October 2006.

Since the end of the reinvestment period in January 2013, the
issuer has used all scheduled principal proceeds to redeem the
notes in the transaction's documented order of priority.

According to S&P's analysis, since its April 23, 2013 review, the
class A notes have significantly deleveraged, which has raised the
available credit enhancement for all classes of notes.  The class
A notes' principal balance has now reduced by approximately
EUR164 million, representing a more than 57% reduction of the
principal amount outstanding of these classes of notes.

S&P has analyzed the derivative counterparties' exposure to the
transaction under its current counterparty criteria, and it has
concluded that the counterparty exposure is currently sufficiently
limited so as not to affect S&P's ratings.

"We factored in the above observations and subjected the capital
structure to our cash flow analysis, based on the methodology and
assumptions outlined in our criteria, to determine the break-even
default rate (BDR) for each class of notes.  We used the reported
portfolio balance that we considered to be performing, the
principal cash balance, the current weighted-average spread, and
the weighted-average recovery rates that we considered to be
appropriate.  We incorporated various cash flow stress scenarios
using various default patterns, levels, and timings for each
liability rating category, in conjunction with different interest
rate stress scenarios," S&P said.

In S&P's view, the available credit enhancement for the class A,
B-1, B-2, C, D, and E notes is now commensurate with higher
ratings than those previously assigned.  S&P has therefore raised
its ratings on these classes of notes.

RATINGS LIST

Regent's Park CDO B.V.
EUR660.469 mil fixed- and floating-rate notes

                                 Rating         Rating
Class      Identifier            To             From
A          75900GAA5             AAA (sf)       AA+ (sf)
B-1        75900GAB3             AAA (sf)       A+ (sf)
B-2        75900GAC1             AAA (sf)       A+ (sf)
C          75900GAD9             AA- (sf)       BBB+ (sf)
D          75900GAE7             BBB+ (sf)      B+ (sf)
E          75900GAF4             BB+ (sf)       CCC+ (sf)


TAURUS 2015-3: DBRS Finalizes (P)BB Rating on Class F Notes
-----------------------------------------------------------
DBRS Ratings Limited has finalized its provisional ratings on the
following classes of Commercial Mortgage-Backed Floating-Rate
Notes due April 2028 (collectively, the Notes) to be issued by
Taurus 2015-3 EU (the Issuer):

-- Class A Notes rated AAA (sf)
-- Class B Notes rated AAA (sf)
-- Class C Notes rated AA (sf)
-- Class D Notes rated A (sf)
-- Class E Notes rated BBB (sf)
-- Class F Notes rated BB (sf)

All trends are Stable.

Taurus 2015-3 EU designated Activity Company is a securitization
of two floating-rate commercial real estate loans made by Bank of
America Merrill Lynch International Limited.  The two loans, BiLux
Loan and TEIF Loan, have a trust loan balance of EUR145.8 million
and are hedged with borrower-level interest rate caps.  Both loans
are sponsored by Starwood Capital Group L.P. (Starwood Capital)
and M7 Real Estate Limited serves as the asset manager.  Starwood
Capital invested approximately EUR92.2 million of cash equity into
the original acquisition of the two portfolios.  The loans are
fully hedged with a 1.0% interest rate cap, which increases to
2.0% in years three through five of the loan term, which is
provided by Bank of America, N.A.

The TEIF Whole Loan has a cut-off date balance of EUR91.0 million
and served to refinance the recent acquisition of 31 light
industrial properties located in France, Germany and the
Netherlands in December 2014.  The whole loan senior cut-off
balance is EUR82.2 million, as the loan has a EUR8.8 million b-
note, which is not part of the securitization.  The Issuer is
securitizing approximately 78% of the a-note.  The properties were
acquired through the sponsor's acquisition of the Tamar European
Industrial Fund in September 2014.  As of April 2015, the
properties were 85.4% occupied by 125 tenants.

The BiLux Loan has a whole loan cut-off date balance of EUR103.8
million and served to fund the acquisition of 31 light industrial
properties located in Germany and the Netherlands in May 2015.
The Issuer is securitizing approximately 78% of the whole loan.
The properties were acquired from various smaller vendors,
generally through bank enforced sales, liquidation of funds and
local investors.  As of April 2015, the properties were 85.3%
occupied by 204 tenants.

The loans represent low leverage financing in comparison to the
appraiser's concluded vacant possession value and historical sales
of comparable properties within France, Germany and the
Netherlands.  The whole loan amount of the BiLux Loan is EUR296
per square metre (psm), which compares to the vacant possession
value of EUR297 psm.  The whole loan amount of the TEIF Loan is
EUR433 psm, which compares to the vacant possession value of
EUR450 psm.  According to Real Capital Analytics, industrial
properties within Western Europe have traded for an average sales
price of EUR960 psm.  However, tenants representing 55.8% of the
DBRS UW rent expire during the loan term, increasing cash flow
volatility during the loan term.  Additionally, the largest tenant
at Rontgenstrasse 3/7, OHG Transgourmet GmbH & Co., representing
4.1 % of the in-place revenue of the BiLux Loan, is known to be
vacating upon lease expiry on 31 January 2019.  DBRS marked the
rent associated with OHG Transgourmet GmbH & Co. to a market level
and applied a 50% vacancy factor to the tenant's rent.  The
sponsor has also demonstrated leasing momentum and recently
executed 12 new and renewal leases across both portfolios totaling
6.2% of the total in-place rent.

Starwood Capital has a detailed business plan for each property,
which generally includes investing capital expenditures to improve
occupancy, increase rental rates and reposition the properties
within their respective markets.  The business plan contemplates
EUR20.4 million in improvements during the loan term, which will
be reserved via the capex reserve accounts at each interest
payment date.  Both loans are structured with an ongoing cash trap
during the loan term to fund the capital expenditure plans
detailed in the business plans.  The DBRS net cash flow (NCF) does
not give credit to the upside potential associated with rental
rate increases and occupancy stabilization if the sponsors execute
their business plan.

The aggregate DBRS NCF for the two loans was EUR17,286,768.  DBRS
applied a blended capitalization rate of 8.1% to the aggregate NCF
to arrive at a DBRS stressed value of EUR213,804,748, which
represents a 22.2% discount to the market value provided by the
valuations.  The DBRS stressed value is 7.6% above the dark value
provided by the valuations.

The transaction is supported by a EUR8.25 million liquidity
facility, which is provided by Bank of America Merrill Lynch N.A.
The Liquidity Facility can be used by the Issuer to fund expense
shortfalls (including any amounts owing to third-party creditors
and service providers that rank senior to the Notes), property
protection shortfalls and interest shortfalls (including with
respect to Deferred Interest, but excluding default interest) in
connection with interest due on the Class A, Class B and Class C
Notes in accordance with the relevant waterfall.  The Liquidity
Facility cannot be used to fund shortfalls due to the Class X
Notes.

The final legal maturity of the Notes is in April 2028, eight
years beyond the maturity of the latest maturing loan.  If
necessary, this is believed to be sufficient time, given the
security structure and jurisdiction of the underlying loans, to
enforce on the loan collateral and repay bondholders.

Bank of America Merrill Lynch International Limited will retain an
ongoing material economic interest of not less than 5% of the loan
to maintain compliance with Article 405(1) of the European Union
Capital Requirements Regulation and also with Article 51 of the
Commission Delegated Regulation (EU).

The ratings assigned by DBRS to the Notes are based exclusively on
the credit provided by the transaction structure and underlying
trust assets.  All classes will be subject to ongoing
surveillance, which could result in upgrades or downgrades by DBRS
after the date of issuance.



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


DAR INSURANCE: Bank of Russia Suspends Insurance Licenses
---------------------------------------------------------
The Bank of Russia, by its Order No. OD-2613 dated September 30,
2015, suspended the insurance and reinsurance licenses of closed
joint-stock company DAR Insurance Company.

The decision is taken due to the insurer's failure to execute Bank
of Russia instructions, namely, its non-compliance with the
requirements of financial sustainability and solvency with respect
to securing insurance reserves, to procedure and conditions of
investing capital and insurance reserves.  The decision becomes
effective the day it is published in the Bank of Russia Bulletin.

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

The insurance agent shall accept applications on the occurrence of
insured events and perform obligations.


KHANTY-MANSIYSK BANK: S&P Cuts Counterparty Credit Ratings to B+
----------------------------------------------------------------
Standard & Poor's Ratings Services said that it lowered its long-
term foreign- and local-currency counterparty credit ratings on
Khanty-Mansiysk Bank Otkritie (KhMBO) to 'B+' from 'BB-' and
affirmed the 'B' short-term ratings.  At the same time, S&P
lowered the Russia national-scale rating on the bank to 'ruA' from
'ruAA-'.  All of the ratings remain on CreditWatch, where they
were placed with negative implications on Feb. 24, 2015.

As public comments from the senior management of Otkritie Holding
have suggested, S&P believes that the company's strategy toward
KhMBO could change.  In particular, it is S&P's understanding that
management is considering a merger of KhMBO with TRUST Bank, which
is currently under financial rehabilitation.  Such a scenario,
which now appears to be likely and might be realized within the
three-year horizon, differs from S&P's earlier assumptions that
KhMBO would remain a part of the Bank OFC group.

S&P therefore believes that, although Bank OFC currently retains
responsibility to support KhMBO, this might change if the decision
is made to modify the ownership structure within the group in such
a way that Bank OFC is no longer a direct parent bank of KhMBO
(subject to receipt of the approval from the regulator).
Consequently, S&P has revised its assessment of KhMBO's status
within the group to "strategically important" from "core" to
reflect potential weakening of the relationship with the parent
bank.  This has led to the one-notch downgrade.

A substantial portion of support to KhMBO comes straight from
Otkritie Holding, bypassing Bank OFC.  In addition, the terms and
conditions of two subordinated debt instruments of US$200 million
and US$100 million were renegotiated in August 2015 so that these
perpetual subordinated debt instruments now meet the requirements
for subordinated debt instruments that the Central Bank of Russia
(CBR) recognizes as additional Tier 1 capital for the purpose of
capital adequacy calculation.  According to S&P's criteria, it
considers this to be an opportunistic exchange undertaken by the
bank's shareholders and not a distressed exchange.

S&P understands that the terms of these deeply subordinated
instruments were amended to include these features:

   -- Mandatory interest cancellation and principal write-down or
      conversion into common equity in accordance with the CBR's
      395-p regulation; and

   -- An additional cancellation-of-interest clause activated by
      a capital event trigger or at the bank's discretion.

S&P thinks that the optional interest-cancellation feature
provides KhMBO with loss-absorption capacity while the bank is a
going concern, which is consistent with S&P's assignment of
"intermediate" equity content to this subordinated debt
instruments.  S&P understands the bank has full flexibility to
cancel the coupon at its sole discretion.  The debt instruments
are perpetual, and KhMBO cannot repay earlier than 10 years from
their inclusion in its Tier 1 capital, subject to receipt of prior
permission from the CBR.

Taking into account this new hybrid capital, S&P expects that
KhMBO's risk-adjusted capital ratio will likely remain in the
5.3%-5.6% range in the next 12-18 months.  At the same time, low
earnings capacity, weak quality of capital, and high double
leverage at the level of the holding company (above 150%) limit
S&P's assessment of bank's capital and earnings at "weak."  S&P
also notes that Core Tier 1 ratio of the bank is "at risk" because
it was within 75 basis points of the regulatory threshold as of
Sept. 1, 2015.

S&P aims to resolve the CreditWatch status of the ratings within
three months of Otkritie Holding finalizing the structure of the
banking division of the group.

S&P could lower the ratings on KhMBO by more than one notch if the
ownership structure within the group changes, the merger with
TRUST Bank takes place, and S&P sees the post-merger entity
remaining in regulatory forbearance.

The ratings on KhMBO benefit from potential support from Bank OFC.
Consequently, S&P could lower the ratings if it sees the
creditworthiness of Bank OFC deteriorate or its propensity to
support its subsidiary reduce, irrespective of whether the merger
of KhMBO with TRUST Bank proceeds or not.

S&P could affirm the ratings if it sees that the merger with TRUST
Bank is not taking place and S&P considers the banking group to be
insulated from the risks of the wider Otkritie Holding.


PROMSVYAZBANK OJSC: S&P Puts BB- CCR on CreditWatch Negative
------------------------------------------------------------
Standard & Poor's Ratings Services placed its 'BB-' long-term
counterparty credit rating and 'ruAA-' Russia national scale
rating on Russia-based Promsvyazbank OJSC on CreditWatch with
negative implications.

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

The CreditWatch placement reflects S&P's view of significant
constraints on and remaining uncertainties regarding the future
capital position of Promsvyazbank.  S&P notes that for the first
half of 2015 the bank posted losses of Russian ruble (RUB) 4.8
billion (about US$83 million), and S&P believes the bank is likely
to be loss-making for the whole of 2015, given elevated
provisioning needs and increased funding costs.  S&P notes that
further losses may weigh heavier on Promsvyazbank's capital
position.  This could result in capitalization, as measured by
S&P's risk-adjusted capital (RAC) ratio, stabilizing at less than
3%, a level S&P would consider to be "very weak" as per its
criteria.  The ultimate impact on the bank's capital position will
depend on:

   -- The pace of the bank's balance sheet expansion;
   -- Additional provisioning needs for the second half of 2015;
   -- The pace of net interest margin recovery;
   -- The timeliness of further capital injections from the
      owners, namely an anticipated RUB3.7 billion preference
      share placement; and
   -- Additional one-time gains/losses the bank may post
      depending on the market conditions or recently executed
      mergers and acquisitions (M&A).

S&P also notes that, over the past few months, Promsvyazbank's
majority owners have been satisfying its M&A appetite with these
three deals:

   -- An agreement between PromsvyazCapital, the holding company
      which owns the majority stake in Promsvyazbank, and another
      small retail-focused institution, Pervobank, on a share
      swap.  S&P expects Pervobank will remain the sister company
      for Promsvyazbank at least for the next 12-18 months, and
      later be consolidated into Promsvyazbank.  At the same
      time, S&P believes that, due to the small size of Pervobank
      relative to Promsvyazbank (about 4.7% of total assets), the
      potential impact on Promsvyazbank's financial profile from
      this transaction should be minor.  S&P also do not expect
      that new minority owners will materially change
      Promsvyazbank's strategy.

   -- The financial rehabilitation of Avtovazbank, a small
      universal bank with total assets of about RUB29.3 billion,
      located in the Samara region.  S&P usually considers the
      entrance into financial rehabilitation to be a risk for the
      investing bank, mostly due to limited visibility on
      acquired entity and potential execution risks of financial
      rehabilitation.  In the case of Promsvyazbank, S&P believes
      that the small size of a failed institution compared with
      Promsvyazbank's total assets (about 2.8%) somewhat
      mitigates these risks.  S&P also expects Promsvyazbank will
      post a gain from funding, which was attracted at below-
      average interest rates and therefore somewhat supports
      bottom-line results in the short term.

   -- The gradual consolidation of the controlling stake at
      Vozrozhdenie Bank (BB-/Watch Neg/B), a midsize Russian bank
      with total assets of RUB217 billion focusing mostly on
      Moscow and surrounding region.  As S&P understands, after
      completion of the transaction, Vozrozhdenie Bank will be
      kept as a sister bank to Promsvyazbank and will maintain
      its own brand.  There is currently no intention of the
      shareholders to merge the bank into Promsvyazbank.  Given
      the material size of Vozrozhdenie Bank, the cost of
      acquisition may weigh negatively on the leverage position
      and financial flexibility of the bank's majority
      shareholders.  S&P will maintain close surveillance in case
      it has an ultimate negative impact on Promsvyazbank's
      creditworthiness.

While S&P sees two of the three listed deals as having a rather
minimal impact on Promsvyazbank's balance sheet, the purchase of a
controlling stake at Vozrozhdenie might squeeze Promsvyazbank
further, based on S&P's assumption that the deal was executed with
some leverage that is reducing the financial flexibility of
Promsvyazbank's majority owners and might have some indirect and
difficult to predict repercussions on Promsvyazbank.

S&P aims to resolve the CreditWatch placement within the next
three months, after the bank discloses its International Financial
Reporting Standard accounts for the first nine months of 2015 and
S&P has better visibility on full-year financial results, the
timing of a new capital injection, the balance sheet effects from
integration of Avtovazbank, and further steps regarding the
integration of Pervobank and Vozrozhdenie.

S&P could lower the ratings if it believes Promsvyazbank's capital
position has weakened on a prolonged basis, based on S&P's RAC
ratio falling below 3%, or if S&P sees emerging risks from the
integration of acquired banks.  S&P could also take a negative
rating action if it lowers its sovereign rating on Russia, which
would signal a lower likelihood of extraordinary support to
systemically important Russian banks.

S&P could affirm the ratings if it sees that the bank has managed
to stabilize its capital position, provisioning needs have
substantially reduced, and integration of acquired banks is
proceeding smoothly and in a way which is not harmful to
Promsvyazbank's creditworthiness and does not create double
leverage at the holding level.


PROSPECT INSURANCE: Bank of Russia Suspends Insurance Licenses
--------------------------------------------------------------
The Bank of Russia, by its Order No. OD-2616 dated September 30,
2015, suspended the insurance and reinsurance licenses of Prospect
Insurance Company, LLC.

The decision is taken due to the insurer's failure to execute a
Bank of Russia instruction, namely, due to its non-compliance with
the requirements of financial sustainability and solvency with
respect to securing insurance reserves, to procedure and
conditions of investing capital and insurance reserves.  The
decision becomes effective the day it is published in the Bank of
Russia Bulletin.

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

The insurance agent shall accept applications on the occurrence of
insured events and perform obligations.


TRANSAERO AIRLINES: Faces Bankruptcy After Takeover Plan Fails
--------------------------------------------------------------
The Associated Press reports that Russia's second largest airline,
Transaero, is in crisis after two creditors on Oct. 2 said they
will file bankruptcy proceedings following the collapse of a
takeover plan.

Transaero has been struggling with debt and last month, a
government commission arranged for most of the company's shares to
be taken over by the country's largest carrier, state-controlled
Aeroflot, the AP relates.

However, the takeover has collapsed in recent days and on Oct. 2
two major Russian lenders, Sberbank and Alfa Bank, announced their
intention to bring bankruptcy proceedings against Transaero, the
AP relays, citing statements on a Russian federal company
register.

The Russian government now considers that bankruptcy is "the only
possible option," economy minister Alexei Ulyukaev was quoted as
saying by the state-owned RIA Novosti news agency, according to
the AP.   He blamed "ineffective management" at Transaero for the
company's troubles, the AP notes.

On Oct. 2, Aeroflot's general director Vitaly Savelyev was quoted
by Russian news agencies as saying Transaero could stop all
flights Oct. 15, and that between 5,000 and 6,000 of Transaero's
roughly 11,500 staff could be offered jobs with Aeroflot, the AP
recounts.

                      Aeroflot Bid Fails

Robert Wall at The Wall Street Journal reports that Aeroflot said
a deal to take over Russia's No. 2 carrier Transaero is
unraveling.

Aeroflot, as cited by the Journal, said that Transaero, which had
proposed to sell itself amid financial difficulties, didn't submit
a formal proposal for the deal by the agreed deadline.  According
to the Journal, Aeroflot said in a statement that its board of
directors wouldn't extend the deadline for talks.

Transaero had agreed to sell Aeroflot a controlling stake of just
over 75%, the Journal relays.

The government-brokered deal was aimed at staving off bankruptcy
at the heavily indebted Transaero, which has curtailed aircraft
purchase deals to save money, the Journal notes.

OJSC Transaero Airlines is a Russian airline with its head office
in Saint Petersburg.  It operates scheduled and charter flights to
103 domestic and international destinations.



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


ABANCA CORP: DBRS Raises Intrinsic Assessment From 'BB(high)'
-------------------------------------------------------------
As detailed in the press release "DBRS Downgrades 31 European
Banking Groups due to Removal of Systemic Support Uplift",
published earlier, DBRS Ratings Limited confirmed the ratings of
Abanca Corporacion Bancaria S.A. (Abanca or the Bank), including
the Issuer & Senior Debt and Deposit ratings at BBB (low) and the
Short-Term Debt and deposits ratings at R-2 (middle).  The trend
on all ratings is now Stable.  The confirmation reflected a change
in DBRS's support assessment for Abanca to SA-3 from SA-2, which
resulted in the removal of one notch of uplift from the Intrinsic
Assessment (IA) for potential systemic support.  However,
concurrently, Abanca's intrinsic assessment has been raised to BBB
(low) from BB (high), mitigating the removal of support.  This
commentary provides further background to the change in the IA.

RATIONALE FOR THE CHANGE IN THE IA:

The improvement in the IA reflects the progress that Abanca
continued to make in 1H15, most clearly evidenced by the steady
improvement in the Bank's recurrent banking revenues, significant
reduction of non-performing assets (NPAs, including non-performing
loans (NPLs) and foreclosed assets (FAs)), a notable reduction in
funding from the European Central Bank (ECB), as well as the
Bank's progress in reinforcing capital levels through retained
earnings.  The Stable trend reflects DBRS's expectation that
Abanca's core profitability and asset quality will continue to
demonstrate further sustained progress as the economic recovery in
Spain, and in the Bank's main operating markets, consolidates.

Abanca's IA of BBB (low) is underpinned by the Bank's strong
franchise in its home markets of Galicia, Leon and Asturias.  The
IA also takes into account the Bank's sound funding mix backed by
its large and stable customer deposit base as well as the Bank's
ample liquidity buffer.  Moreover, the IA reflects the Bank's
solid capital levels, ample NPA loss coverage levels and modest
risk profile with low exposure to the real estate and construction
sectors after the transfer of real estate loans and foreclosed
assets to SAREB in December 2012.

Abanca's resilient franchise is demonstrated by the fact that
despite facing significant headwinds over the past few years, the
Bank has been able to improve and recover its deposit base in
Galicia, where it had a market share of 40% at end-June 2015.
DBRS views Abanca's capital position as solid.  Regulatory capital
ratios substantially improved through retained earnings in 2014,
as the bank reported an exceptional level of net income, supported
by one-offs.  Capital ratios further improved in 1H15, benefiting
from more normal levels of organic capital generation and
continued risk weighted asset (RWA) optimisation.

The IA, however, also considers Abanca's large stock of NPAs, its
high concentration of sovereign debt as a proportion of the Bank's
equity, which partly drives its high, albeit substantially
reduced, proportion of ECB funding and the fact that access to the
wholesale funding markets has not yet fully been tested.

RATING DRIVERS:

The trend on the Bank's ratings is now Stable.  Further upward
movement in the senior ratings, although unlikely in the short to
medium term could come from a significant improvement in the
Bank's fundamentals.  In particular, the ratings could be upgraded
if the Bank demonstrates sustained stronger core recurrent banking
profitability, continues to bring the cost of risk to more normal
levels, and substantially reduces NPA levels.  Negative rating
pressure could come from weaker core revenue generation and higher
than expected provisioning levels due to continued asset quality
deterioration, which affects the Bank's internal capital
generation.

SUPPORT ASSESSMENT:

The rating action concluded the rating review initiated in May
2015 and reflected DBRS's view that developments in European
regulation and legislation mean that there is less certainty about
the likelihood of timely systemic support.  Countries across
Europe continue to make progress in enacting the Bank Recovery and
Resolution Directive (BRRD) into national legislation, including
Spain.  BRRD has harmonised the approach that will be taken in the
resolution of failing banks across Europe, and has led DBRS to
conclude that there is not sufficient certainty of support to have
any uplift in the senior debt ratings of European banks.
Consequently the support assessment for Abanca was changed to SA-3
(the category for banks in countries where DBRS has no expectation
of systemic support or is not confident enough that timely
systemic support would be forthcoming in times of need to add a
notch for systemic support) from SA-2 (indicating the likelihood
of timely systemic support).


AYT GENOVA: Fitch Takes Actions on 29 Tranches From 9 RMBS Deals
----------------------------------------------------------------
Fitch Ratings has affirmed 27 tranches, downgraded two tranches,
and revised the Outlook to Stable from Negative on two tranches of
nine AyT Genova transactions. Fitch has also affirmed one tranche
and upgraded eight tranches of GAT ICO-FTVPO 1.

The Genova series of Spanish RMBS transactions comprise loans
originated by Barclays Bank SAU and serviced by CaixaBank, S.A.
(BBB/Positive/F2) while the GAT deal was originated by Catalunya
Banc (now part of BBVA Group (A-/Stable/F2)), Caixa Penedes (now
part of Banco Mare Nostrum (BB+/Stable/B)) and Unnim Banc (part of
BBVA Group).

KEY RATING DRIVERS

Counterparty Exposure

The reserve fund is the only source of credit enhancement for AyT
Genova Hipotecario III and IV's class B notes.  As a result, the
agency has capped the notes' ratings at the Long-term Issuer
Default Rating of the account bank (Societe Generale
(A/Stable/F1), as reflected in their downgrade.

Sound Asset Performance

To date, the volume of defaulted mortgages, defined as loans with
at least 18 unpaid instalments (12 for GAT ICO), remains limited
to less than 1.6% of the initial pool, while the late-stage
arrears (loans with at least three installments unpaid) are
reported below 0.9% of the current pool balance.  Both metrics are
far below Fitch's indices, which currently stand at 5.08% and
1.42%, respectively.  Fitch believes that this is mainly driven by
the high seasoning, and low current average loan-to-value ratio
(less than 45%) of the underlying mortgages.

The underlying pool of GAT ICO-FTVPO 1 comprises loans backed by
Viviendas de Proteccion Oficial (VPO) properties.  These
properties are part of social housing programs (VPO programs) and
are sold below market price to low income borrowers that meet
certain eligibility criteria.  The prices of the VPO properties
are regulated by the Spanish government and VPO borrowers are
eligible to obtain government sponsorship in the form of partial
(up to 20%) subsidy to the monthly installment.  Currently, 36% of
the underlying pool benefits from a government monthly subsidy
within the VPO scheme.  In Fitch's opinion, this further
incentivizes the borrowers to remain current.

Low Excess Spread

The structures of the Genova transactions generate limited gross
excess spread, which is on average 12bp (per annum) of the
outstanding portfolio balance.  While the cash flows generated by
the structures in the more seasoned deals (AyT Genova III, IV, VI,
VII and VIII) have so far been sufficient to fully provision for
defaulted loans and ensure reserve fund draws remain limited, if
any, this has not been the case in the more recent transactions.
The reserve funds of AyT Genova X, XI and XII are presently
between 65% and 88% of their target amounts.

Fitch has taken into account the gross excess spread available in
each transaction when assessing the overall credit profile of the
rated notes.  The agency has maintained a Negative Outlook on the
junior tranche of AyT Genova X, reflecting its expectations of
possible future reserve fund draws.

Loan Modifications

The Genova portfolios comprise loans that have been subject to
modifications, ranging between 0.2% (Genova IV) and 7.9% (Genova
VIII) of the current portfolio.  To account for the weaker credit
profile of these borrowers, Fitch has applied additional default
probability stresses.  The analysis showed that in most cases the
recovery levels needed to maintain the notes' ratings can sustain
significant stress levels, which is reflected in the rating
actions.

Subsidy Interruption

In its analysis of GAT ICO, Fitch tested potential interruption of
the government subsidy by assigning a higher probability of
default to subsidized loans.  The analysis showed that the credit
enhancement was sufficient to withstand these stresses.

RATING SENSITIVITIES

A worsening of the Spanish macroeconomic environment, especially
employment conditions, or an abrupt shift in interest rates could
jeopardize the ability of the underlying borrowers to meet their
payment obligations.  Fitch may also take negative rating action
if draws on the reserve fund occur on the next payment dates and
are in excess of our assumptions, as this may compromise credit
protection for the junior classes.

The agency notes that AyT Genova VIII is exposed to the largest
shares of modified loans (7.9%) and therefore is the most exposed
to adverse macroeconomic changes.

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

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

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

The rating actions are:

AyT Genova Hipotecario III
Class A (ES0370143002) affirmed at 'AA+sf'; Outlook Stable
Class B (ES0370143010) downgraded to 'Asf' from 'AA-'; Outlook
Stable

AyT Genova Hipotecario IV
Class A (ES0370150007) affirmed at 'AA+sf'; Outlook Stable
Class B (ES0370150015) downgraded to 'Asf' from 'AA-'; Outlook
Stable

AyT Genova Hipotecario VI
Class A2 (ES0312349014) affirmed at 'AA+sf'; Outlook Stable
Class B (ES0312349022) affirmed at 'AAsf'; Outlook Stable
Class C (ES0312349030) affirmed at 'A+sf'; Outlook Stable
Class D (ES0312349048) affirmed at 'BBBsf'; Outlook Stable

AyT Genova Hipotecario VII
Class A2 (ES0312343017) affirmed at 'AA+sf'; Outlook Stable
Class B (ES0312343025) affirmed at 'AAsf'; Outlook Stable
Class B (ES0312343033) affirmed at 'A-sf'; Outlook Stable

AyT Genova Hipotecario VIII
Class A2 (ES0312344015) affirmed at 'AA+sf'; Outlook Stable
Class B (ES0312344023) affirmed at 'AAsf'; Outlook Stable
Class C (ES0312344031) affirmed at 'Asf'; Outlook Stable
Class D (ES0312344049) affirmed at 'BB+sf'; Outlook Stable

AyT Genova Hipotecario IX
Class A2 (ES0312300017) affirmed at 'AA+sf'; Outlook Stable
Class B (ES0312300025) affirmed at 'AA-sf'; Outlook Stable
Class C (ES0312300033) affirmed at 'BBB+sf'; Outlook Stable
Class D (ES0312300041) affirmed at 'BBsf'; Outlook revised to
Stable from Negative

AyT Genova Hipotecario X
Class A2 (ES0312301015) affirmed at 'AA-sf'; Outlook Stable
Class B (ES0312301023) affirmed at 'A+sf'; Outlook Stable
Class C (ES0312301031) affirmed at 'BBB-sf'; Outlook revised to
Stable from Negative
Class D (ES0312301049) affirmed at 'Bsf'; Outlook Negative

AyT Genova Hipotecario XI
Class A2 (ES0312302013) affirmed at 'A-sf'; Outlook Stable
Class B (ES0312302021) affirmed at 'A-sf'; Outlook Stable
Class C (ES0312302039) affirmed at 'BBB+sf'; Outlook Stable
Class D (ES0312302047) affirmed at 'BBBsf'; Outlook Stable

AyT Genova Hipotecario XII
Class A (ES0312285002) affirmed at 'AA+sf'; Outlook Stable
Class B (ES0312285010) affirmed at 'Asf'; Outlook Stable

GAT ICO-FTVPO 1

Class AG (ISIN ES0341068007) affirmed at 'AA+sf'; Outlook Stable

Class B (CA) (ISIN ES0341068015) upgraded to 'A+sf' from 'Asf';
Outlook Stable

Class B (CM) (ISIN ES0341068023) upgraded to 'A+sf' from 'Asf';
Outlook Stable

Class B (CP) (ISIN ES0341068031) upgraded to 'A+sf' from 'Asf';
Outlook Stable

Class B (CT) (ISIN ES0341068049) upgraded to 'A+sf' from 'Asf';
Outlook Stable

Class C (CA) (ISIN ES0341068056) upgraded to 'BBB+sf' from
'BBBsf'; Outlook Stable

Class C (CM) (ISIN ES0341068064) upgraded to 'BBB+sf' from
'BBBsf'; Outlook Stable

Class C (CP) (ISIN ES0341068072) upgraded to 'BBB+sf' from
'BBBsf'; Outlook Stable

Class C (CT) (ISIN ES0341068080) upgraded to 'BBB+sf' from
'BBBsf'; Outlook Stable



===========
T U R K E Y
===========


DOGUS HOLDING: Moody's Raises CFR to 'Ba1', Outlook Stable
----------------------------------------------------------
Moody's Investors Service has upgraded the corporate family rating
of Dogus Holding A.S. to Ba1 from Ba2 and the company's
probability of default rating to Ba1-PD from Ba2-PD.  The outlook
on the ratings is stable.  This concludes the review for upgrade
initiated by Moody's on Nov. 24, 2014.

RATINGS RATIONALE

"The rating upgrade reflects the improving credit profile of Dogus
Holding, a result of the combination of a strengthening business
profile and a financial profile now bolstered by the cash proceeds
from the Garanti Bank stake sale," says Rehan Akbar, a Moody's
Assistant Vice President -- Analyst.  "We understand that the ca.
US$2.0 billion of proceeds have been primarily utilzed to delever
the group's balance sheet and enhance the liquidity position at
the holding level, actions that in our view increases the
financial flexibility of the group as it continues to pursue
growth opportunities against a more economically challenging
backdrop."

Moody's had placed Dogus's ratings on review for upgrade as a
result of the announcement by Banco Bilbao Vizcaya Argentaria,
S.A. (BBVA, Baa1 stable) on Nov. 19, 2014, that it has entered
into an agreement with Dogus to acquire a 14.89% stake in Turkiye
Garanti Bankasi AS (Garanti Bank, Baa3 negative) for a total
consideration of about TRY5.5 billion.  Moody's anticipated that
the share sale in Garanti Bank would enhance the liquidity
position of Dogus Holding and the proceeds could partially be used
to decrease Dogus Group's gross debt and net funding costs.  On
July 27, 2015, BBVA announced that the transaction has concluded
following regulatory approval and Dogus Holding received ca.
US$2.0 billion of proceeds.

Dogus's stake in Garanti Bank has subsequently fallen to 10% from
24.89%.  Within Dogus's investment portfolio, Garanti bank has
historically been one of the largest and one of the most
consistent dividend payers to Dogus Holding.  Moody's therefore
anticipates that future dividend inflows to Dogus will be on
average lower than in past years but this will be partially offset
by lower interest costs as a result of the reduction in debt
levels and increase in dividend inflows from other business
segments.  "Between 2011-2014, we estimate Dogus's cash interest
coverage (measured as the sum of dividend and interest received to
interest paid at the holding level) averaged about 5.0x, and this
is likely to be in the 3.0x-4.0x range for the next few years.
Market value-based leverage (MVL, as measured by net debt to
estimated investment portfolio value) peaked at ca. 9.6% as of
year-end 2014 but we calculate this to have fallen to ca. 5% as a
result of the debt prepayments.  These credit metrics remain
fairly strong relative to a Ba1 rating position but the rating
also incorporates an investment portfolio which is skewed towards
growth businesses," said Moody's.

The investments and assets of Dogus are highly concentrated in one
market, with more than 90% of the company's consolidated assets in
Turkey (Baa3 negative).  This is partially mitigated by a degree
of business diversity reflecting investments in eight different
sectors.  Moody's notes that a number of these investments remain
in a growth stage and rather than distributing dividends, they
have been redeploying operational cash flows into the businesses
themselves.  The business profiles of certain key investments,
particularly in the real estate, food and tourism sectors, have
been gradually improving as growth is generated through economies
of scale and synergies.  Dogus also has characteristics of a
conglomerate, and although non-recourse debt is raised at the
subsidiary level, the holding company does on occasion extend
financial support to its subsidiaries through capital injections
and shareholder loans.  There is therefore a degree of contingent
liability exposure for Dogus Holding, and execution risk on
certain highly capital intensive projects (such as the US$1.4
billion Salipazari port development project) could adversely
impact the credit profile of the holding company.

LIQUIDITY

Dogus's liquidity remains strong with an estimated cash balance of
ca. US$740 million at the holding level as of September 2015.
This is sufficient to cover the holding company's expected debt
maturities in 2016 of about US$360 million.  There is a degree of
uncertainty around future investments, either in new sectors or in
existing business lines, but nevertheless Moody's believes that
Dogus Holding over the past years has built a track record of
balancing the financial needs of existing subsidiaries and new
investment opportunities with managing the liquidity and debt
structure at both the holding company and group-wide level.
Similar to how the holding company has financially supported its
subsidiaries in recent years, Moody's expects that management will
use various levers to upstream cash to the holding level should
there be a need -- for instance through special dividends if the
holding company is facing refinancing risk.  For 2015, Moody's
anticipate that Dogus Holding will receive ca. US$150 million from
sources such as rental income, service fees, interest income and
dividends.

RATIONALE FOR STABLE OUTLOOK

The stable outlook reflects Moody's expectation that the business
profile of Dogus's key investments will continue to improve and
that the investment portfolio increasingly matures.

WHAT WOULD CHANGE THE RATING UP/DOWN

An upgrade to Baa3 is unlikely over the medium term as the rating
is constrained by an investment portfolio, which has yet to mature
to a level where Dogus Holding regularly receives a diversified
dividend income stream through its investments and subsidiaries.
In addition, Moody's expectation would be for MVL to remain below
20% and cash interest coverage above 3.5x on a sustained basis.

Conversely, ratings could be under pressure if MVL were to
increase above 30% and cash interest coverage to decrease below
2.5x.  Weaker liquidity, particularly if holding level cash is
less than upcoming debt maturities (assessed over a rolling 12-18
months forward looking view) could also create negative rating
pressure.

Headquartered in Istanbul, Turkey, Dogus Holding A.S. is an
investment holding company owned by the Sahenk family.  It
comprises more than 200 companies, which are active in eight
sectors: financial services, automotive, construction, media,
tourism & services, real estate, food & entertainment and energy.
The company's main activities are tied to the Turkish economy, but
Dogus is aiming to create regional leaders in their respective
industries.  As of year-end 2014, Dogus Holding reported
consolidated assets of TRY26.85 billion and revenue of TRY10.37
billion.



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


CHANCERY UK: Placed Under Creditors' Voluntary Liquidation
----------------------------------------------------------
Jon Reese at This is Money reports that Chancery UK has gone into
liquidation leaving a trail of creditors claiming hundreds of
millions of pounds.

The firm's founder Peter Nichols, a former Revenue & Customs tax
inspector, is now senior partner of Valhalla, another tax advisory
firm set up last year, This is Money discloses.

According to This is Money, Chancery UK is believed to have
advised investors who put money into Prescience-backed films.

Chancery UK, which changed its name to Suber PCS earlier this
year, went into creditors' voluntary liquidation, This is Money
relates.

Rebus, a firm that represents investors who believe they have been
missold tax schemes, is acting for 90 clients of Chancery UK who
claim they were missold investments in excess of GBP65 million,
This is Money relays.

However, Chancery UK is understood to have about 2,000 clients who
invested hundreds of millions of pounds in its schemes in total,
This is Money notes.

Those creditors who did not submit claims to Chancery UK ahead of
its liquidation face the prospect of claiming compensation under
the Financial Services Compensation Scheme, which offers a maximum
payout of GBP50,000, This is Money says.  This is likely to be
considerably less than the sum invested by many of its clients,
according to This is Money.

Chancery UK is a film finance and tax planning firm.


FAIRHURST WARD: Goes Into Administration
----------------------------------------
Begbies Traynor on Oct. 2 disclosed that the associated companies
of Fairhurst Ward Abbotts Limited are wholly owned subsidiaries of
Fairhurst Ward Abbotts Limited and the directors of the associated
companies will soon be taking steps to liquidate these companies
with the assistance of Jamie Taylor -- jamie.taylor@begbies-
traynor.com -- and Kirstie Provan --
kirstie.provan@begbies-traynor.com -- of Begbies Traynor, joint
administrators of Fairhurst Ward Abbotts Limited.  The duly
appointed liquidators will deal with any assets and contracts in
due course, and look to conclude unresolved issues to maximize
potential recoveries.

The purpose of seeking an extension to the administration early on
was a commercial decision to keep administrative costs to a
minimum.  With the extension approved at an early stage, the joint
administrators of the Company will have the ability to commence
and deal with longer term strategies in respect of certain
actions, which vest within the estate.  Further details cannot be
provided of what these may be at this stage as they are sensitive
and could prejudice any potential recoveries.

The Company's freehold premises, a unique converted church in
Dartford, Kent, is presently on the market and further details can
be obtained from www.eddisons.com or www.glenny.co.uk


SSI UK: Judge Grants Liquidation Application
--------------------------------------------
Mehreen Khan at The Telegraph reports that SSI UK has gone into
liquidation days after it announced it was closing one of
Britain's biggest steelmakers in Redcar, resulting in 1,700 job
losses.

According to The Telegraph, reports say the company, a unit of
Thailand's largest steelmaker Sahaviriya Steel Industries, had its
liquidation application granted by a judge in Manchester on Oct.
2.

The Government confirmed on Oct. 2 that SSI UK made a "last minute
and unrealistic" request for the taxpayer to make an "open-ended"
funding commitment to maintain the coke ovens in Redcar, The
Telegraph relates.

"The Thai parent company of SSI UK has also posted on its website
that it has entered 'rehabilitation' under Thai law.  Clearly
liquidation in the UK is a risk," The Telegraph quotes the
government as saying shortly before news of the liquidation.

"In addition, it would be illegal and in breach of state aid
rules.

"The company has never made a profit and the board's proposal
would do nothing to address the huge debts outstanding to local
suppliers and other parties."

Business secretary Sajid Javid has pledged an GBP80 million
support package for the 1,700 workers who will lose their jobs,
The Telegraph discloses.

Announcing the closure of the steel factory, SSI UK, as cited by
The Telegraph, said it was with "regret" it had made the decision,
adding it had "no other option" due to the deterioration in steel
prices.

"This decision has had to be taken against a continuing background
of poor steel trading conditions across the globe and the
consequential severe deterioration in steel prices experienced
during the course of 2015, together with the view that this is
unlikely to change in the short term," The Telegraph quotes the
company as saying.

SSI UK is Britain's second-largest steelmaker.


STONEGATE PUB: S&P Lowers CCR to 'B', Outlook Stable
----------------------------------------------------
Standard & Poor's Ratings Services lowered its long-term corporate
credit rating on Stonegate Pub Co. Ltd. to 'B' from 'B+'.  The
outlook is stable.  At the same time, S&P lowered its long-term
issue rating on Stonegate's senior secured notes to 'B' from 'B+'.

The downgrade reflects S&P's expectation that Stonegate's free
operating cash flow (FOCF) generation will turn negative in the
financial year ending Sept. 30, 2015 (FY2015).  Even though S&P
expects this to recover in FY2016, it anticipates that it will be
more modest than previously expected.  Additionally, Stonegate
issued an GBP80 million bridge loan this month to finance the
acquisition of the Tattershall Castle Group (TCG) pub portfolio,
putting pressure on its FY2015 leverage metrics.  While the new
sites are expected to generate earnings immediately, the positive
effects will only be reflected in the next financial year's
results.  Stonegate expects to refinance the bridge loan through
an GBP80 million tap of its existing 5.75% senior secured notes.

Other reasons S&P expects the company to generate negative FOCF in
FY2015 are its fairly modest top-line growth, its neutral working
capital inflows, and slightly higher than anticipated capital
expenditure (capex).  S&P believes FOCF generation will recover to
modest levels in the FY2016, reaching more sizable levels by
FY2017, as the newly acquired TCG pubs become fully integrated
into Stonegate and cost synergies are realized.  The acquisition
of the TCG pub portfolio is margin-accretive, which should help
boost FOCF in future years.

S&P's base case assumes:

   -- Flat revenues in FY2015, reflecting a like-for-like
      increase of about 1% offset by selected pub disposals, but
      growing by about 10%-12% in FY2016 as TCG pubs become
      integrated into the Stonegate group.

   -- The adjusted EBITDA margin improving to about 19%-20% in
      FY2015 and FY2016.

   -- Neutral working capital inflows in FY2015 and FY2016.

   -- Capex of GBP40 million-GBP45 million a year in FY2015 and
      FY2016.  A sizable portion of this is discretionary and
      could therefore be postponed.

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

   -- Adjusted debt to EBITDA of about 8.0x in FY2015, but
      falling to below 7.0x the following year as EBITDA will be
      boosted by the new pubs.

   -- Adjusted EBITDA interest coverage of about 2.0x in FY2015
      and about 2.5x in FY2016.

   -- Slightly negative FOCF in FY2015, recovering to mid-single-
      digit level by FY2016.

The stable outlook reflects S&P's expectation that Stonegate will
generate positive FOCF over the next 12 months, even as it
continues investing in newly acquired pubs.  S&P also anticipates
that the company will maintain Standard & Poor's-adjusted EBITDA
interest cover ratio of about 2x and adequate liquidity.

S&P could lower the rating if free cash flow generation turned
negative for an extended period or if S&P saw significant
pressures on liquidity, due, for example, to working capital
outflows or an additional opportunistic acquisition financed by
new debt.  Additionally, S&P could lower the ratings if Standard &
Poor's-adjusted EBITDA interest coverage were to fall consistently
below 2x.

The likelihood of an upgrade is limited over the next 12-18
months.  S&P could, nevertheless, consider an upgrade if FOCF were
materially positive for a sustained period, and if at the same
time Standard & Poor's-adjusted EBITDA interest coverage were to
significantly exceed 2x.


WINDERMERE XI: S&P Lowers Rating on Class B Notes to 'Dsf'
----------------------------------------------------------
Standard & Poor's Ratings Services lowered to 'D (sf)' from
'CCC (sf)' its credit rating on Windermere XI CMBS PLC's class B
notes.  At the same time, S&P has affirmed its 'D (sf)' ratings on
the class C, D, and E notes.  S&P has subsequently withdrawn,
effective in 30 days time, its ratings on these four classes of
notes.

The rating actions reflect the issuer's application of principal
losses to the class B and C notes following the liquidation of the
remaining loan, the Government Income Portfolio loan.  The loan
repaid at a loss of GBP23.4 million.

On the July 2015 interest payment date, the issuer applied a total
of GBP23.4 million in losses to the class B and C notes.

S&P has lowered to 'D (sf)' from 'CCC (sf)' its rating on the
class B notes, in line with its criteria.  This class of notes
experienced principal losses in July 2015, following the
liquidation of the Government Income Portfolio loan.

S&P has affirmed its 'D (sf)' rating on the class C, D, and E
notes as they experienced principal losses on prior payment dates.

S&P has subsequently withdrawn, effective in 30 days time, its
ratings on these four classes of notes.

Windermere XI CMBS is a commercial mortgage-backed securities
(CMBS) transaction, which closed in August 2007.  The transaction
was initially backedby eight loans that were secured on U.K.
commercial real estate.

RATINGS LIST

Windermere XI CMBS PLC
GBP707.767 mil commercial mortgage-backed floating-rate notes
                                   Ratings
Class       Identifier             To                  From
B           97320MAB6              D (sf)              CCC (sf)
C           97320MAC4              D (sf)              D (sf)
D           97320MAD2              D (sf)              D (sf)
E           97320MAE0              D (sf)              D (sf)



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


* BOND PRICING: For the Week Sept. 28, 2015 to Oct. 2, 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, Ivy B. Magdadaro, and Peter A. Chapman, Editors.

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

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

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

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


                 * * * End of Transmission * * *