TCREUR_Public/151019.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 19, 2015, Vol. 16, No. 206

                            Headlines

A U S T R I A

HETA ASSET: Austria Invites Dealers for Bond Tender Offer


F I N L A N D

SCF RAHOITUSPALVELUT: Moody's Gives (P)Ba1 Rating to Cl. E Debt
SCF RAHOITUSPALVELUT: Fitch Rates Class E Notes 'BB+(EXP)sf'


G E R M A N Y

BACCHUS 2007-1: Moody's Hikes Class D Debt Rating to Ba3(sf)
DECO 9: Fitch Lowers Rating on Class C Notes to 'CCsf'
SCHAEFFLER AG: S&P Affirms 'BB-' CCR, Outlook Stable


G R E E C E

FREESEAS INC: Announces New Charter for Vessel


I R E L A N D

HARVEST CLO XIV: Fitch Assigns 'B-(EXP)' Rating to Class F Notes
HOCHSCHILD MINING: US$100MM Rights Issue Reinforces BB+ Rating
* Fitch Says Irish Budget Consistent with Improving Finances


I T A L Y

FERROVIARIE VERONESI: Nov. 5 Deadline Set for Acquisition Offers


K A Z A K H S T A N

KAZKOMMERTSBANK JSC: S&P Lowers Counterparty Rating to 'B-'


L U X E M B O U R G

CERBERUS NIGHTINGALE: Moody's Assigns B2 Corporate Family Rating


N E T H E R L A N D S

HYVA GLOBAL: S&P Revises Outlook to Stable & Affirms 'B-' CCR
JUBILEE CDO IV: Moody's Affirms Ba3(sf) Rating on Cl. D-1 Debt
ORANGE LION 2013-10: Fitch Affirms BB+ Rating on Class E Notes


N O R W A Y

NORSKE SKOG: Bondholders Present Competing Restructuring Plans


P O R T U G A L

PORTUGAL: Moody's Changes Outlook on Banking System to Stable


R U S S I A

LADA-CREDIT CJSC: Placed Under Provisional Administration
LENOBLBANK LLC: Placed Under Provisional Administration
SOCIAL INSURANCE: Bank of Russia Ends Provisional Administration
SODRUZHESTVO-BANK OJSC: Placed Under Provisional Administration
STRAZH-INVEST LLC: Bank of Russia Suspends Insurance License

* RUSSIA: Moody's Says Firms' Liquidity Sufficient to Repay Debt


S P A I N

GOYA HIPOTECARIO V: DBRS Confirms B(sf) Rating on Series B Notes
LEADING HOSPITALITY: Hispania Buys Business Out of Bankruptcy


S W I T Z E R L A N D

UBS AG: Moody's Reviews Ba3(sf) Ser 857 Notes Rating for Upgrade


T U R K E Y

TURKIYE VAKIFLAR: Fitch Affirms BB+ Subordinated Debt Rating


U K R A I N E

UKRAINE: Legal War Looms as Russia Rejects Debt Restructuring


U N I T E D   K I N G D O M

MARRACHE & CO: Liquidator Puts Paintings Up for Auction


X X X X X X X X

* BOND PRICING: For the Week Oct. 12, 2015 to Oct. 16, 2015


                            *********


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A U S T R I A
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HETA ASSET: Austria Invites Dealers for Bond Tender Offer
---------------------------------------------------------
Boris Groendahl at Bloomberg News reports that Austrian
authorities are inviting investment banks to pitch next week to
become the dealer-arranger for a planned tender offer for EUR11
billion (US$12.5 billion) of Heta Asset Resolution AG bonds.

According to Bloomberg, two people familiar with the matter said
one or more banks may also be selected for the transaction this
week.  The people said JPMorgan Chase & Co., Bank of America Corp.
and Citigroup Inc. are among the contenders for one of the biggest
bond offers in Europe this year, Bloomberg notes.

The people said one or more banks may also be selected for the
transaction this week, Bloomberg relays.

The people, as cited by Bloomberg, said JPMorgan Chase & Co., Bank
of America Corp. and Citigroup Inc. are among the contenders for
one of the biggest bond offers in Europe this year.

Heta is managing the remnants of Hypo Alpe-Adria-Bank
International AG, one of the most damaging Austrian bank failures
after the 2008 financial crisis, Bloomberg discloses.  It has
contributed to Austria losing two AAA credit ratings and is
threatening the province of Carinthia with insolvency as the
former Hypo Alpe owner guaranteed bonds exceeding four years of
its tax revenue, Bloomberg relays.

Heta Assset Resolution AG is a wind-down company owned by the
Republic of Austria.  Its statutory task is to dispose of the non-
performing portion of Hypo Alpe Adria, nationalized in 2009, as
effectively as possible while preserving value.



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F I N L A N D
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SCF RAHOITUSPALVELUT: Moody's Gives (P)Ba1 Rating to Cl. E Debt
---------------------------------------------------------------
Moody's Investors Service assigned provisional ratings to the
following asset-backed securities (ABS) notes to be issued by SCF
Rahoituspalvelut I Designated Activity Company:

  EUR338.7M Class A Floating Rate Notes due 2024, Assigned (P)
  Aaa (sf)

  EUR27.2M Class B Fixed Rate Notes due 2024, Assigned (P)Aa2(sf)

  EUR5.8M Class C Fixed Rate Notes due 2024, Assigned (P)A2(sf)

  EUR3.8M Class D Fixed Rate Notes due 2024, Assigned (P)Baa1(sf)

  EUR6.6M Class E Fixed Rate Notes due 2024, Assigned (P)Ba1(sf)

  Subordinated and unrated EUR7.3M Class F Fixed Rate Notes due
  2024 will also be issued.

RATINGS RATIONALE

The rating assignment reflects the transaction's structure as a
static cash securitization of auto loans extended to obligors in
Finland by Santander Consumer Finance Oy (not rated), which is a
wholly owned subsidiary of Santander Consumer Bank AS, which in
turn is a wholly owned subsidiary of Santander Consumer Finance
S.A. (A3/P-2/A3(cr)/P-2(cr)). This is the fourth Moody's rated
public securitization transaction sponsored by Santander Consumer
Finance Oy. The seller also acts as servicer of the portfolio. A
back-up servicer facilitator is appointed at close (Banco
Santander S.A.(Spain) (A3/P-2/A3(cr)/P-2(cr)) and the structure
envisions the selection of a back-up servicer within 60 days
should (i) Banco Santander S.A.(Spain) be downgraded below a Baa3
rating or (ii) Santander Consumer Finance S.A. no longer holds at
least 50% of the share capital of the servicer.

The provisional portfolio of underlying assets consists of auto
loans distributed through dealers to private individuals and self-
employed individuals (together 82.1%) or commercial entities
(17.9%). These loans finance new cars (36.6%) and used cars
(63.4%). As of September 2015 the provisional portfolio consists
of 26,555 loans with a weighted average seasoning of 6.1 months.
The portfolio does not hold any exposure towards VW group brand
vehicles.

According to Moody's, the transaction benefits from various credit
strengths such as a granular portfolio and an amortizing liquidity
reserve of 1% of Class A and Class B outstanding notes balance.
However, Moody's notes that the transaction features some credit
weaknesses such as an unrated servicer and a higher likelihood of
deferred interest payments due on the Class E Notes. Various
mitigants have been included in the transaction structure such as
a back-up servicer facilitator which is obliged to appoint a back-
up servicer if certain triggers are breached.

Moody's analysis focused, amongst other factors, on (i) historical
portfolio performance information; (ii) the credit enhancement
provided by the subordination; (iii) the liquidity support
available in the transaction by way of the amortizing 1% liquidity
reserve, the possibility of using principal to pay interest and
the reserve fund; (iv) the appointment of a back-up servicer
facilitator at closing; (v) the independent cash manager and
calculation agent; (vi) the notification of the borrowers near the
closing date of the sale of the receivables and direction to
borrowers to pay directly into the issuer account, and (vii) the
legal and structural integrity of the transaction.

MAIN MODEL ASSUMPTIONS:

Moody's assumed a mean default rate (gross loss rate) of 2.75% for
the securitized pool. A fixed recovery rate of 45.0% is used as
the other main input for Moody's cash flow model ABSROM. The base
case mean default rate, the recovery rate assumption and the
assumed volatility define a portfolio credit enhancement of 11.5%.
Moody's also assumed a prepayment rate of 22.5% in the first 18
months and 27.5% thereafter, and a sinus-shape timing of defaults.

METHODOLOGY:

The principal methodology used in these ratings was Moody's Global
Approach to Rating Auto Loan-and-Lease Backed ABS, published in
January 2015.

FACTORS THAT WOULD LEAD TO AN UPGRADE OR DOWNGRADE OF THE RATING:

Factors that may cause an upgrade of the ratings include a
significant better than expected performance of the pool together
with an increase in credit enhancement of notes. Factors that may
cause a downgrade of the ratings include a decline in the overall
performance of the pool and change in control of the servicer or
insolvency of the servicer.

The ratings address the expected loss posed to investors by the
legal final maturity. In Moody's opinion the structure allows for
the timely payment of interest on the Class A to Class D Notes and
the ultimate payment of interest and principal at par on the Class
A to Class E Notes on or before the rated final legal maturity
date. Moody's ratings address only the credit risks associated
with the transaction. Other non-credit risks have not been
addressed, but may have a significant effect on yield to
investors.

LOSS AND CASH FLOW ANALYSIS:

In rating this transaction, Moody's used ABSROM to model the cash
flows and determine the loss for each tranche. The cash flow model
evaluates all default scenarios that are then weighted considering
the probabilities of the lognormal distribution assumed for the
portfolio default rate. In each default scenario, the
corresponding loss for each class of notes is calculated given the
incoming cash flows from the assets and the outgoing payments to
third parties and noteholders. Therefore, the expected loss for
each tranche is the sum product of (i) the probability of
occurrence of each default scenario; and (ii) the loss derived
from the cash flow model in each default scenario for each
tranche.

STRESS SCENARIOS:

In rating auto loan ABS, default rate and recoveries are two key
inputs that determine the loss distribution. Parameter
sensitivities for this transaction have been tested for each rated
class of notes in the following manner: Moody's tested nine
scenarios derived from a combination of mean default: 2.75% (base
case), 3.00% (base case + 0.25%), 3.25% (base case + 0.5%) and
recoveries: 45% (base case), 40% (base case - 5%), 35% (base
case - 10%). The results for Class A notes under these scenarios
vary from Aaa (base case) model output to Aa1 (model output where
the mean default is 3.25% and recoveries are 35%). Parameter
sensitivities provide a quantitative/model indicated calculation
of the number of notches that a Moody's rated structured finance
security may vary if certain input parameters used in the initial
rating process differed. The analysis assumes that the deal has
not aged. It is not intended to measure how the rating of the
security might migrate over time, but rather how the initial model
output of the security might have differed if the two parameters
within a given sector that have the greatest impact were varied.
Results for all other rated classes of notes can be found in
Moody's pre-sale report.


SCF RAHOITUSPALVELUT: Fitch Rates Class E Notes 'BB+(EXP)sf'
------------------------------------------------------------
Fitch Ratings has assigned SCF Rahoituspalvelut I Designated
Activity Company expected ratings:

  Class A: 'AAA(EXP)sf'; Outlook Stable
  Class B: 'AA(EXP)sf'; Outlook Stable
  Class C: 'A+(EXP)sf'; Outlook Stable
  Class D: 'A-(EXP)sf'; Outlook Stable
  Class E: 'BB+(EXP)sf'; Outlook Stable
  Class F: Not rated

The final ratings are contingent upon the receipt of final
documents and legal opinions conforming to the information already
received.

The transaction is a securitization of auto loan receivables
originated to Finnish individuals and companies by Santander
Consumer Finance Oy (SCF Oy), a 100% subsidiary of Norway-based
Santander Consumer Bank AS, which is a 100% subsidiary of
Santander Consumer Finance, S.A. (A-/Stable/F2).

KEY RATING DRIVERS

Sound Receivables Performance

Default rates have improved significantly since SCF Oy started
originations in 2007.  In Fitch's view this is due to improved
economic conditions and origination practices.  Fitch set a
default rate assumption of 1.75%, also taking into account the
continued sound performance of previous comparable transactions
from this originator.

Fitch has maintained the high stress default multiple of 7.0x for
'AAAsf', which reflects the presence of balloon payments, together
with the lower default base case and fairly late default
definition.

High Recoveries

The recoveries achieved by SCF Oy are among the highest for rated
European auto ABS.  Fitch has used a recovery assumption of 70%,
which was stressed with a high recovery haircut of 60% for
'AAAsf'.  The high haircut reflects a small used car market and a
reliance on the government vehicle valuation mechanism in
determining the value of repossessed vehicles.

Liquidity Coverage

A liquidity reserve provides adequate liquidity coverage to the
class A and B notes.  Class C and below do not benefit from the
reserve, which means timely payment of interest on the notes may
not be achieved in the case of a servicing disruption,
constraining their highest achievable rating to 'A+sf'.

Stable Asset Outlook

Fitch's forecast for the Finnish economy is a modest return to
growth in 2015, following three years of contraction.
Unemployment, which is considered a key driver of asset
performance, is expected to peak at 9.5% in 2015, followed by a
gradual improvement in 2016 and 2017.  The agency nevertheless
expects stable auto loan performance in Finland.

RATING SENSITIVITIES

Expected impact on the notes' rating of increased defaults (class
A/B/C/D/E):
Expected ratings: 'AAAsf'/'AAsf'/'A+sf'/'A-sf'/'BB+sf'
Increase default base case by 10%: 'AAAsf'/'AA-sf'/'Asf'/'A-
sf'/'BB+sf'
Increase default base case by 25%: 'AAAsf'/'A+sf'/'A-
sf'/'BBB+sf'/'BB+sf'
Increase default base case by 50%:
'AA+sf'/'Asf'/'BBB+sf'/'BBBsf'/'BB+sf'

Expected impact on the notes' rating of reduced recoveries (class
A/B/C/D/E):
Expected ratings: 'AAAsf'/'AAsf'/'A+sf'/'A-sf'/'BB+sf'
Reduce recovery base case by 10%: 'AAAsf'/'AAsf'/'A+sf'/'A-
sf'/'BB+sf'
Reduce recovery base case by 25%: 'AAAsf'/'AA-
sf'/'Asf'/'BBB+sf'/'BB+sf'
Reduce recovery base case by 50%:
'AAAsf'/'A+sf'/'BBB+sf'/'BBBsf'/'BB+sf'

Expected impact on the notes' rating of increased defaults and
reduced recoveries (class A/B/C/ D/ E):
Expected ratings: 'AAAsf'/'AAsf'/'A+sf'/'A-sf'/'BB+sf'
Increase default base case by 10%; reduce recovery base case by
10%: 'AAAsf'/'A+sf'/'Asf'/'BBB+sf'/'BB+sf'
Increase default base case by 25%; reduce recovery base case by
25%: 'AAAsf'/'Asf'/'BBB+sf'/'BBBsf'/'BB+sf'
Increase default base case by 50%; reduce recovery base case by
50%: 'AAsf'/'BBBsf'/'BB+sf'/'BBsf'/ B+

DUE DILIGENCE USAGE

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

DATA ADEQUACY

Fitch conducted a review of a small targeted sample of SCF Oy's
origination files and found the information contained in the
reviewed files to be of adequate consistency with the originator's
policies and practices and the other information provided to the
agency about the asset portfolio.  In addition, Fitch expects to
receive a third party Agreed-Upon Procedures (AUP) report prior to
the closing of the transaction.

Fitch considers the information relied upon for its rating
analysis to be adequate and the available data to be sufficiently
robust relative to its materiality to the rating.



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G E R M A N Y
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BACCHUS 2007-1: Moody's Hikes Class D Debt Rating to Ba3(sf)
------------------------------------------------------------
Moody's Investors Service has upgraded the ratings on the
following notes issued by Bacchus 2007-1 PLC:

EUR25.5M Class C Senior Secured Deferrable Floating Rate Notes due
2023, Upgraded to Aa3 (sf); previously on Mar 17, 2015 Upgraded to
Baa1 (sf)

EUR25M Class D Senior Secured Deferrable Floating Rate Notes due
2023, Upgraded to Ba3 (sf); previously on Mar 17, 2015 Upgraded to
B3 (sf)

Moody's also affirmed the ratings on the following notes issued by
Bacchus 2007-1 PLC:

EUR88M (Current balance outstanding: approx. EUR 3.87M) Revolving
Credit Facility due 2023 Notes, Affirmed Aaa (sf); previously on
Mar 17, 2015 Affirmed Aaa (sf)

EUR218.2M (Current balance outstanding: EUR 10.35M) Class A Senior
Secured Floating Rate Notes due 2023, Affirmed Aaa (sf);
previously on Mar 17, 2015 Affirmed Aaa (sf)

EUR35.4M Class B Senior Secured Floating Rate Notes due 2023,
Affirmed Aaa (sf); previously on Mar 17, 2015 Upgraded to Aaa (sf)

EUR12.2M (Current balance outstanding: EUR 12.3M) Class E Senior
Secured Deferrable Floating Rate Notes due 2023, Affirmed Ca (sf);
previously on Mar 17, 2015 Affirmed Ca (sf)

EUR9.094M (Current rated balance: EUR 6.98M) Class Z Combination
Notes due 2023, Affirmed Aa2 (sf); previously on Sep 29, 2015
Downgraded to Aa2 (sf)

Bacchus 2007-1 PLC, issued in April 2007, is a multi-currency
Collateralised Loan Obligation (CLO) backed by a portfolio of
mostly high-yield senior secured European loans. The portfolio is
managed by IKB Deutsche Industriebank AG. The transaction's
reinvestment period ended in April 2013.

RATINGS RATIONALE

The rating actions on the notes are primarily a result of the
improvement in the credit quality of the underlying collateral
pool since the last rating action in March 2015 and the expected
improvement in over-collateralization ratios following the October
2015 payment date.

The credit quality has improved as reflected in the improvement in
the average credit rating of the portfolio (measured by the
weighted average rating factor, or WARF) and a decrease in the
proportion of securities from issuers with ratings of Caa1 or
lower. As of the trustee's August 2015 report, the WARF was 3,082,
compared with 3,238 in March 2015. Securities with ratings of Caa1
or lower currently make up approximately 8.1% of the underlying
portfolio, versus 16.9% at the time of the last rating action in
March 2015.

The over-collateralization ratios of the rated notes are expected
to improve following the October 2015 payment date. As of August
2015 trustee report cash balance is reported to be EUR16.03M which
will be used to pay the senior notes at the next payment date. As
a result of this deleveraging, the OC ratios are expected to
increase for Class A/B, Class C and Class D to levels in excess of
300%, 160% and 110%, respectively, compared with the March 2015 OC
levels of 174.0%, 133.1% and 108.2%, respectively.

The key model inputs Moody's uses in its analysis, such as par,
weighted average rating factor, diversity score and the weighted
average recovery rate, are based on its published methodology and
could differ from the trustee's reported numbers. In its base
case, Moody's analyzed the underlying collateral pool as having a
performing par and principal proceeds balance of EUR92.52 million
and GBP10.87 million, EUR3.09 of defaulted assets, a weighted
average default probability of 26% (consistent with a WARF of
3,585 with a weighted average life of 4.45 years), a weighted
average recovery rate upon default of 47.40% for an Aaa liability
target rating, a diversity score of 14 and a weighted average
spread of 3.93%. The GBP denominated liabilities are naturally
hedged by the GBP assets.

The default probability derives from the credit quality of the
collateral pool and Moody's expectation of the remaining life of
the collateral pool. The estimated average recovery rate on future
defaults is based primarily on the seniority of the assets in the
collateral pool. In each case, historical and market performance
and a collateral manager's latitude to trade collateral are also
relevant factors. Moody's incorporates these default and recovery
characteristics of the collateral pool into its cash flow model
analysis, subjecting them to stresses as a function of the target
rating of each CLO liability it is analyzing.

Methodology Underlying the Rating Action:

The principal methodology used in these ratings was "Moody's
Global Approach to Rating Collateralized Loan Obligations"
published in September 2015.

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

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

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

Additional uncertainty about performance is due to the following:

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

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

3) Around 55.92% of the collateral pool consists of debt
obligations whose credit quality Moody's has assessed by using
credit estimates. As part of its base case, Moody's has stressed
large concentrations of single obligors bearing a credit estimate
as described in "Updated Approach to the Usage of Credit Estimates
in Rated Transactions", published in October 2009 and available at
http://www.moodys.com/viewresearchdoc.aspx?docid=PBC_120461.

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

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


DECO 9: Fitch Lowers Rating on Class C Notes to 'CCsf'
------------------------------------------------------
Fitch Ratings has affirmed DECO 9 - Pan Europe 3 plc's Class A2
notes and downgraded the class B and C:

  EUR104.7 mil. class A2 (XS0262561276) affirmed at 'BBsf';
   Outlook revised to Negative from Stable

  EUR39.0 mil. class B (XS0262561946) downgraded to 'CCCsf' from
   'Bsf'; Recovery Estimate (RE) 50%

  EUR37.6 mil. class C (XS0262562753) downgraded to 'CCsf' from
   'CCCsf'; RE0%

  EUR15.2 mil. class D (XS0262563215) affirmed at 'CCsf'; RE0%

  EUR21.5 mil. class E (XS0262563728) affirmed at 'Csf'; RE0%

  EUR34.2 mil. class F (XS0262564452) affirmed at 'Csf'; RE0%

  EUR6.7 mil. class G (XS0262565004) affirmed at 'Csf'; RE0%

  EUR10.0 mil. class H (XS0262565939) affirmed at 'Csf'; RE0%

  EUR4.8 mil. class J (XS0262566234) affirmed at Csf'; RE0%

The transaction closed in August 2006 and was originally the
securitization of 11 commercial real estate loans secured on
collateral located in Germany (eight loans) and Switzerland.  In
Oct. 2015, only two loans remained, both in default.

KEY RATING DRIVERS

The affirmation of the class A2 notes reflects the stable
performance of the PGREI portfolio, which has seen contracted
income extend, along with progress with property disposals (albeit
at a slow rate), from the distressed Treveria collateral.  The
remaining time until legal final maturity (July 2017) allows
little room for maneuver in marketing the two portfolios, making
the two servicers' task to accumulate sufficient recovery proceeds
to repay the notes increasingly difficult.  This growing risk is
reflected in the Negative Outlook revision on the class A notes
and the downgrade of the class B notes into a distressed rating
category (CCCsf).

The EUR321 mil. Treveria loan, of which 50% is securitized in DECO
9, entered special servicing in 2010 due to the opening of
insolvency and enforcement proceedings.  Since the default, 33 of
the 60 assets have been sold.  Gross sales prices have on average
been at a 15% discount to 2011 market values (27% to allocated
loan amount).

Discounts to 2011 market values have risen significantly in the
last two years, reflecting negative selection as the more
marketable assets leave the portfolio.  While market conditions
have eased for secondary real estate assets in Germany, the
situation facing Situs could worsen given the pressure of time
(only 21 months remain) and the poor quality of the portfolio (now
57.5% vacant, up from 36.7% in July 2014).  Fitch expects steep
discounts of 40%-60% to be applied, and therefore significant
losses.

The EUR112.8 mil. PGREI Portfolio loan defaulted at maturity in
July 2014, as expected given the limited prospects of refinancing.
It is secured by 55 assets (predominantly retail warehouses)
located in Germany, almost fully let on a weighted average
remaining lease term of 7.5 years (up from 5.8 years reported 12
months ago).  This positive development reflects several lease
extensions, with Netto, which accounts for half the rent,
extending most of its leases until 2025.  These extensions were
ahead of lease break, and so any effect on passing rent is not yet
visible.

Despite having entered special servicing, the collateral has not
been revalued since closing.  Fitch believes property values have
declined significantly as leases run down and in line with
appetite for retail warehouses.  The extension to contracted
income suggests the portfolio is of higher quality than Treveria,
making a recovery in values as sentiment improves more plausible.
However, this is unlikely to restore equity in the portfolio, and
therefore prospects depend very much on how successful Hatfield-
Philips International is in marketing the portfolio (believed to
be underway).  Fitch believes full repayment is unlikely.

RATING SENSITIVITIES

The short time until legal final maturity raises concerns
regarding timely recoveries.  Underperformance against the
disposal strategies in the next 12 months may lead to negative
rating action for the senior tranche.

Fitch estimates 'Bsf' recoveries of approximately EUR125 mil.

DUE DILIGENCE USAGE

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

DATA ADEQUACY

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

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

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


SCHAEFFLER AG: S&P Affirms 'BB-' CCR, Outlook Stable
----------------------------------------------------
Standard & Poor's Ratings Services affirmed its 'BB-' long-term
corporate credit rating on Germany-based automotive component and
systems and industrial bearings manufacturing group Schaeffler.
The outlook is stable.

In addition, S&P affirmed its 'BB-' issue ratings on the group's
senior secured debt.  The recovery rating on these senior
facilities remains unchanged at '3', with recovery prospects
expected to be in the lower half of the 50%-70% range.

S&P also affirmed its 'B' issue ratings on the group's senior
unsecured debt and Schaeffler Holding Finance B.V.'s senior
secured payment-in-kind (PIK) toggle notes.  The recovery rating
on these debt instruments remains '6'.

At the same time, S&P removed all aforementioned ratings from
CreditWatch, where it had placed them on Sept. 21, 2015, with
positive implications.

The affirmation and CreditWatch resolution follow Schaeffler's
announcement that it has scaled back its equity transaction to
reduce debt.  The group placed up to 75 million non-voting common
shares of Schaeffler AG, its main operating company, with
institutional investors, representing an 11% stake in the company.
The group had initially planned a private placement of up to 166
million non-voting common shares of Schaeffler AG, representing a
25% stake in the company.

S&P understands that the net equity proceeds will be used to
reduce debt at Schaeffler AG, the operating company.  Debt
reduction at Schaeffler Verwaltungs GmbH, the holding company,
will now be much more limited.

On a combined basis, S&P expects the transaction to improve the
group's financial flexibility, but the decline in the adjusted
debt burden will be much less than originally intended.

The stable outlook on Schaeffler reflects S&P's opinion that the
group will maintain a strong operating performance in 2015-2016,
including an adjusted EBITDA margin of approximately 18%.  S&P
views an adjusted FFO-to-debt ratio of more than 12% and adjusted
debt to EBITDA of less than 5x as commensurate with S&P's 'BB-'
rating.  This is at group level, including holding company debt.

S&P would likely lower the rating if Schaeffler meaningfully
underperforms S&P's base-case expectations.  This scenario could
unfold as a result of a significant slowdown in emerging countries
as well as developed economies, or if the group experienced
pronounced cuts in orders from some of its larger customers.

S&P could raise the rating if Schaeffler further reduces debt.
This could occur if the group's credit profile strengthens to FFO
to debt of 15%-20% and debt to EBITDA below 4.0x.



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


FREESEAS INC: Announces New Charter for Vessel
----------------------------------------------
FreeSeas Inc. announced that the Company-owned vessel M/V Free
Neptune, a 1996-built, 30,838 dwt Handysize vessel, has contracted
a voyage charter of approximately 20 days duration, yielding an
estimated equivalent T/C rate of approximately $10,000 per day.

                         About FreeSeas Inc.

Headquartered in Athens, Greece, FreeSeas Inc., formerly known as
Adventure Holdings S.A., was incorporated in the Marshall Islands
on April 23, 2004, for the purpose of being the ultimate holding
company of ship-owning companies.  The management of FreeSeas'
vessels is performed by Free Bulkers S.A., a Marshall Islands
company that is controlled by Ion G. Varouxakis, the Company's
Chairman, President and CEO, and one of the Company's principal
shareholders.

The Company's fleet consists of six Handysize vessels and one
Handymax vessel that carry a variety of drybulk commodities,
including iron ore, grain and coal, which are referred to as
"major bulks," as well as bauxite, phosphate, fertilizers, steel
products, cement, sugar and rice, or "minor bulks."  As of
Oct. 12, 2012, the aggregate dwt of the Company's operational
fleet is approximately 197,200 dwt and the average age of its
fleet is 15 years.

Freeseas reported a net loss of US$12.7 million in 2014, a net
loss of US$48.7 million in 2013 and a net loss of US$30.9 million
in 2012.

As of June 30, 2015, the Company had US$41.4 million in total
assets, US$32.2 million in total liabilities and US$9.22 million
in total shareholders' equity.

RBSM LLP, in New York, issued a "going concern" qualification on
the consolidated financial statements for the year ended Dec. 31,
2014, citing that the Company has incurred recurring operating
losses and has a working capital deficiency.  In addition, the
Company has failed to meet scheduled payment obligations under its
loan facilities and has not complied with certain covenants
included in its loan agreements.  Furthermore, the vast majority
of the Company's assets are considered to be highly illiquid and
if the Company were forced to liquidate, the amount realized by
the Company could be substantially lower that the carrying value
of these assets.  Also, the Company has disclosed alternative
methods of testing the carrying value of its vessels for purposes
of testing for impairment during the year ended December 31, 2014.
These conditions among others raise substantial doubt about the
Company's ability to continue as a going concern.



=============
I R E L A N D
=============


HARVEST CLO XIV: Fitch Assigns 'B-(EXP)' Rating to Class F Notes
----------------------------------------------------------------
Fitch Ratings has assigned Harvest CLO XIV Limited notes expected
ratings:

  Class A-1A: 'AAA(EXP)sf'; Outlook Stable
  Class A-1B: 'AAA(EXP)sf'; Outlook Stable
  Class A-2: 'AAA(EXP)sf'; Outlook Stable
  Class B-1: 'AA+(EXP)sf'; Outlook Stable
  Class B-2: 'AA+(EXP)sf'; Outlook Stable
  Class C: 'A+(EXP)sf'; Outlook Stable
  Class D: 'BBB(EXP)sf'; Outlook Stable
  Class E: 'BB(EXP)sf'; Outlook Stable
  Class F: 'B-(EXP)sf'; Outlook Stable
  Subordinated notes: not rated

Harvest CLO XIV Limited is a cash flow collateralized loan
obligation (CLO).

The final ratings are contingent on the receipt of final documents
conforming to information already received.

KEY RATING DRIVERS

'B'/'B-' Portfolio Credit Quality

Fitch expects the average credit quality of obligors to be in the
'B' category.  Fitch has credit opinions or public ratings on all
but one of the assets in the identified portfolio.  The Fitch
weighted average rating factor (WARF) of the initial portfolio is
31.1, below the covenanted maximum of 33.

High Recovery Expectations

At least 90% of the portfolio will comprise senior secured
obligations.  Recovery prospects for these assets are typically
more favorable than for second-lien, unsecured and mezzanine
assets.  Fitch has assigned Recovery Ratings (RRs) to all but one
of the assets in the identified portfolio.  The Fitch weighted
average recovery rating (WARR) of the initial portfolio is 72%,
above the covenanted minimum of 67.0%.

Variable Euribor Referencing Notes

The class A-1B notes will be subject to six-month Euribor rate of
interest and will receive interest and principal on a semi-annual
basis.  This is in contrast to all other notes which will be
subject to three-month Euribor rate of interest and paid on a
quarterly basis.  Upon the occurrence of a frequency switch event,
it is possible that class A-1B note holders, and all other class A
noteholders, will be paid on alternative payment dates.  In this
case, cash will be provisioned for such that each noteholder
retains their pro-rata, pari passu, semi-annual payment receipts
via the establishment of a principal reserve account.

Diversified Asset Portfolio

The transaction contains a covenant that limits the top 10
obligors in the portfolio to 20% of the portfolio balance.  In
addition, the maximum Fitch industry exposure is restricted to 15%
for the largest industry, and 35% for the top three.  This ensures
that the asset portfolio will not be exposed to excessive obligor
concentration.

Limited Interest Rate Risk

Unhedged fixed-rate assets cannot exceed 5% of the portfolio while
fixed-rate liabilities represent 3.75% of target par.
Consequently, interest rate risk is naturally hedged for most of
the portfolio through floating-rate liabilities.

TRANSACTION SUMMARY

Net proceeds from the notes will be used to purchase a EUR400m
portfolio of European leveraged loans and bonds.  The portfolio
will be managed by 3i Debt Management Investments Limited.  The
reinvestment period is scheduled to end in 2019.

The transaction documents may be amended subject to rating agency
confirmation or noteholder approval.  Where rating agency
confirmation relates to risk factors, Fitch will analyze the
proposed change and may provide a rating action commentary if the
change has a negative impact on the ratings.  Such amendments may
delay the repayment of the notes as long as Fitch's analysis
confirms the expected repayment of principal at the legal final
maturity.

If in the agency's opinion the amendment is risk-neutral from a
rating perspective Fitch may decline to comment.  Noteholders
should be aware that confirmation is considered to be given if
Fitch declines to comment.

RATING SENSITIVITIES

A 25% increase in the obligor default probability would lead to a
downgrade of up to three notches for the rated notes.  A 25%
reduction in expected recovery rates would lead to a downgrade of
up to five notches for the rated notes.

DUE DILIGENCE USAGE

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

DATA ADEQUACY

All but one of the underlying assets have ratings or credit
opinions from Fitch.  Fitch has relied on the practices of the
relevant Fitch groups to assess the asset portfolio information.

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


HOCHSCHILD MINING: US$100MM Rights Issue Reinforces BB+ Rating
--------------------------------------------------------------
In Fitch Ratings view, the capital increase announced by
Hochschild Mining Plc (Hochschild, 'BB+'/Stable Outlook)
demonstrates strong commitment from the main shareholder and
management to supporting the company's capital structure following
a period of heavy investments coinciding with a significant
decline in silver and gold prices.  Approximately half of the
US$100 million of new equity proceeds will be applied to repay
gross debt that stood at US$540 million as of June 30, 2015, with
the balance held as cash to support liquidity, decreasing net debt
to around US$356 million for the period.

The timely rights issue reinforces Hochschild's ratings following
the completion of Inmaculada, and provides the company with room
to manoeuvre should silver and gold prices decline unexpectedly.
This equity increase is consistent with Eduardo Hochschild's
previous actions to bolster the capital structure of the company,
as demonstrated by the US$70 million of equity used to partially
fund the acquisition of the remaining 40% interest held in
Inmaculada and Pallancata in 2013.  Fitch has previously cited
further shareholder commitment as a possible source of additional
liquidity, should it be required.

Fitch's base case indicates a year-end 2015 net debt-to-EBITDA
ratio of 2.4x post capital increase, taking into account six
months of production of low-cost silver equivalents totalling 7
million Oz to come from Inmaculada, declining to 1.6x in 2016 as
production ramps-up to above 12 million Oz from this mine.  This
compares to Fitch's previous net debt-to-EBITDA ratio expectations
of 3.0x for 2015 and 2.0x for 2016.  Total debt-to-EBITDA is now
expected at around 3.0x in 2015 and 2.2x in 2016.

Hochschild has also hedged 44% of silver equivalents production
for the rest of 2015 and 41% of production for 2016 following the
recent nascent recovery in silver and gold prices to around
US$16/Oz and US$1,180/Oz, respectively, to guard against future
cash flow volatility during this period.


* Fitch Says Irish Budget Consistent with Improving Finances
------------------------------------------------------------
Ireland's 2016 budget does not alter Fitch Ratings' view that the
sovereign's budget deficit will continue to narrow, implying
declining debt over the medium to longer term.  A strong fiscal
performance since the start of 2015 has made room for some
stimulus without putting the original deficit target in danger.

The 2016 draft budget includes tax cuts and spending increases
worth about EUR1.5 bil. (0.75% of GDP).  Revenue measures include
raising the entry threshold and cutting the lowest rates of the
Universal Social Charge, and ending the private sector pension
levy introduced in the 2011 budget.

The economic recovery has boosted budgetary performance so far in
2015.  Exchequer returns in 3Q showed receipts from corporation
tax, VAT, and social insurance ahead of target thanks to rapid
growth (corporation tax receipts were 44.2% ahead).  Government
spending was EUR500 mil. below target, mostly due to lower debt-
servicing costs.

The 2016 budget is therefore consistent with last year's decision
by the coalition government to overspend in the fourth quarter
after better-than-expected outturns until 9M14.  Moreover, some
fiscal easing ahead of general elections, which must be held by 8
April next year, is not surprising.  It does not change our
expectation of further budget deficit narrowing, with Ireland
exiting the excessive deficit procedure (EDP) in 2016, and debt-
to-GDP continuing to decline, albeit from a very high level.

The sovereign's fiscal credibility has been underlined by its
meeting of the original EDP deadline set nearly five years ago,
after reducing the headline deficit by nearly 10pp.  A
strengthening recovery and favorable financing conditions
buttressing fiscal consolidation were among the drivers of our
revision of the Outlook on Ireland's 'A-' rating to Positive from
Stable in August.

Fitch assumes the next Irish government will remain broadly
compliant with the EU and national fiscal rules, and a primary
surplus of 1%-2% of GDP will be maintained over the medium term.
This will remain an important driver of debt dynamics, as it is
not clear how long Ireland will maintain the very high growth
rates of this year.  The large role that economic recovery has
played in improving fiscal performance is indicated by the fact
that the structural deficit has narrowed significantly less than
the headline deficit.  Furthermore, with stronger-than-expected
growth the fiscal stimulus in 2016 is pro-cyclical and therefore
likely to increase economic volatility.



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


FERROVIARIE VERONESI: Nov. 5 Deadline Set for Acquisition Offers
----------------------------------------------------------------
Ing. Giovanni Bertoni, the Special Trustee of Ferroviarie Veronesi
S.p.A, on Oct. 6 disclosed that according to the sale plan
prepared pursuant to articles 54 and 56 of Legislative Decree no.
270/1999, and approved by the Economic Development Ministry with
the relevant decree issued on December 9, 2014, upon hearing the
opinion of the Oversight Committee -- Officine Ferroviarie
Veronesi S.p.A. in Amministrazione Straordinaria is going to start
the second procedure for selling its Business Going Concern,
consisting of properties, furniture, industrial equipment and
employees, and located in Verona, Lungadige Galtarossa n. 21.

The Business Going Concern will be sold in a single lot and its
worth at the appraisal date and in the two years thereafter was
determined by an expert appointed by the Special Trustee.
Parties interested in the purchase of the Business Going Concern
can access in the Verona plant, Lungadige Galtarossa n. 21, in
order to identify and examine the Business Going Concern and
documentation present in it.

The date and time of the inspection will be agreed with the
Special Trustee.

The irrevocable offers for the purchase of the Business Going
Concern must reach me by 12:00 a.m. (GMT+1) on November 5, 2015,
to this address:

          Studio Notaio
          Dott.ssa Maria Teresa Battista
          Via Teatro Filarmonico n. 12
          37121 Verona
          Tel: 045 590622
          Fax: 045 8034548

Finally, please take note that the notice of the sale is
published, in Italian language, on the following website
www.ofvspa.it



===================
K A Z A K H S T A N
===================


KAZKOMMERTSBANK JSC: S&P Lowers Counterparty Rating to 'B-'
-----------------------------------------------------------
Standard & Poor's Ratings Services said that it lowered to 'B-'
from 'B' its long-term counterparty credit rating on Kazakhstan-
based KKB.  At the same time, S&P lowered the Kazakhstan national
scale rating to 'kzBB-' from 'kzBB'.  In addition, S&P removed the
ratings from CreditWatch with negative implications, where they
were placed on Oct. 13, 2014.  The outlook is negative.  S&P also
affirmed the 'C' short-term rating on KKB.

S&P believes that KKB's capitalization by our measures will be
very weak over the next 12-18 months, pressured by nonperforming
loans (NPLs) that originated before the 2008 financial crisis.
Furthermore, the acquisition of BTA Bank and the subsequent
transfer of some assets to KKB from BTA and others to BTA from
KKB, has further complicated an already challenging situation for
KKB.  (BTA is a failed bank with an even higher level of problem
assets than KKB -- as of June 1, 2015, KKB reported NPLs at 21%
while BTA had 86%.)

S&P do not believe that the transfer of KKB loans (gross value of
Kazakhstani tenge [KZT] 1,500 billion) to BTA, and the subsequent
financing of the same loans through the issuance of a new KZT1,400
billion 10-year loan to BTA, substantially improves the quality of
the underlying loans.  As of now, S&P has no evidence that BTA
management has better skills or capacity to recover problem loans
than KKB.  Therefore, despite KKB's reported NPLs being less than
11% as of Sept. 1, 2015, S&P continues to view the quality of
KKB's loan book as worse than that of peers.

S&P also believes that KKB's provisioning level may not be
adequate to absorb potential further losses.  In addition, S&P
expects the quality of the loan book to deteriorate further toward
the end of 2015 as the tenge has depreciated by more than 30%
since August 2015 and a sizable part of KKB's loan book is
denominated in foreign currency.  S&P reflects this deterioration
in its risk-adjusted capital (RAC) forecast within S&P's
assumptions for the bank's provisioning expense in 2015-2016.

Based on S&P's revised expectations regarding the bank's projected
RAC ratio, it has revised down its assessment of KKB's capital
position to "very weak" from "moderate."  S&P believes the bank's
RAC ratio before adjustments for diversification will decrease to
less than 3% over the next 12-18 months (estimated RAC as of June
2015: 3%).  S&P's assumptions include there being nearly no new
lending growth in 2015 and 2016 and its expectation of additional
provisions that the bank will need to create, which are comparable
with the provisioning expenses reported in 2014-2015.

At the same time, S&P notes that KKB states that it complies with
all regulatory requirements relating to capital adequacy (as of
Sept. 1, 2015 the bank reported a local capital adequacy K1-1
ratio of 10.2% and a K2 ratio of 12.6%, versus the regulatory
limits of 9% and 12%, respectively).

"We have revised up our assessment of KKB's liquidity position to
"adequate" from "moderate," reflecting that its liquidity metrics
have substantially improved and are now on par with peer banks.
To a large extent, this improvement is due to KKB receiving KZT250
billion from the state-related Problem Loans Fund, earlier this
year.  We assess KKB's funding position as "average," reflecting
the bank's limited reliance on wholesale funding and its
comfortable stable funding ratio," S&P said.

"We have not changed our assessment of KKB's business position
from "moderate," as it continues to reflect the bank's leading
position in Kazakhstan in terms of total assets and loan book
size.  At the same time, the assessment is balanced by KKB's weak
new business generation and the challenges that management faces
due to its significant legacy problem asset portfolio.  We assess
KKB's risk position as "weak" due to our view of its large problem
loans portfolio, and its embedded currency risk in view of the
rapid depreciation of the tenge in 2015.  The bank also has high
single-name exposure concentrations," S&P noted.

S&P therefore assess KKB's stand-alone credit profile (SACP) as
'ccc'.  The ratings on KKB also reflect S&P's view that the bank
has high systemic importance for the government due to its size
and market share, and therefore the long-term rating on KKB is two
notches higher than the SACP.

The negative outlook on KKB reflects S&P's opinion that it may
struggle to ensure stability of new business generation and
revenues, despite being the largest bank in Kazakhstan in terms of
total assets or gross loans.  This view takes into account KKB's
sizable legacy portfolio of problem loans originated before 2008,
and the negative impact of the deteriorating macroeconomic
conditions.  The latter is likely to depress margins and will
increase foreign currency-related risks for banks and their
clients in the next 12-18 months.

S&P could also lower the ratings if it revises down its view of
KKB's systemic importance and therefore the likelihood of the
government providing support to the bank in case of need.

Although S&P views a positive rating action as unlikely over the
next 12 to 18 months, it notes that a new controlling shareholder,
together with KKB's management, is making significant efforts to
restructure and stabilize the bank.  S&P thinks that these might
bear fruit in the long term and support the bank's business
position.



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


CERBERUS NIGHTINGALE: Moody's Assigns B2 Corporate Family Rating
----------------------------------------------------------------
Moody's Investors Service assigned a B2 corporate family rating
(CFR) and a B2-PD probability of default rating (PDR) to Cerberus
Nightingale 1 S.A. (Cerberus), the parent entity of Cerba European
Lab S.A.S. (Cerba). Moody's has also assigned a definitive Caa1
rating of the EUR145 million senior notes issued by Cerberus
Nightingale 1 S.A. and affirmed the B2 rating of the EUR530
million senior secured notes issued by Cerba European Lab S.A.S.
The rating outlook is stable.

Concurrently, Moody's has withdrawn Cerba European Lab S.A.S.' B2
CFR and B2-PD PDR. Moody's had negative rating outlook on Cerba
European Lab S.A.S.' ratings before today's rating action.

RATINGS RATIONALE

"The rating action for Cerberus including the effective change of
the outlook to stable from negative reflects Moody's view that
Cerberus' leverage as measured by Moody's Adjusted Gross Debt-to-
EBITDA will trend below 6.0x in 2016 as Cerberus realizes
synergies from the acquisition of Novescia despite expected
competitive pressures in the Central Lab division and a 20% tariff
reduction in Luxembourg at the beginning of 2015" says Andrey
Bekasov, AVP and the lead analyst for Cerberus at Moody's.

"Moody's has effectively moved the CFR to Cerberus from Cerba to
reflect that all of Cerberus' group debt including the senior
notes issued at Cerberus to finance the acquisition of Novescia on
10 March 2015 should be considered in Cerberus consolidated
metrics" adds Andrey Bekasov.

The B2 corporate family rating (CFR) primarily reflects Cerberus'
(1) high leverage, which Moody's expects to trend below 6.0x in
2016; (2) Moody's expectation that Cerberus' acquisitions will
likely surpass free cash flow (FCF) generation because Cerberus
continues to play an active role in the consolidation of the
French clinical diagnostic market; and (3) high concentration of
revenues in France and the potential for further pricing pressure.

However, these factors are balanced by (1) Cerberus's vertical
integration within clinical pathology, allowing for synergies
between its three operating segments; (2) high barriers to market
entry as a result of complex logistics, as well as the company's
scientific competencies, brand recognition and strong competitive
positioning in some of its markets; and (3) its high EBITDA margin
of 23.7%, which is above average for the industry.

Cerberus' liquidity profile is adequate. As part of the Novescia-
transaction, Cerberus increased its super senior revolving credit
facility (RCF) at Cerba European Lab S.A.S.'s level to EUR80
million, which provides an additional liquidity buffer. As per the
RCF documentation, there is a springing covenant (active only when
the RCF is drawn) of Net Debt-to-EBITDA of 5.75x until September
2015 and 5.50x thereafter. This covenant was not reset following
the debt-financed acquisition of Novescia and Moody's expects that
the covenant headroom will tighten to mid-teens.

Cerberus' capital structure consists of the senior secured notes
of EUR530 million and the super senior RCF of EUR80 million. In
addition, c.EUR40 million of existing debt-liabilities at Novescia
were rolled over to Cerberus and are now part of the senior
secured notes restricted group (although not bound by the
intercreditor-agreement). Lastly, the senior notes of EUR145
million were issued by Cerberus outside of the senior secured
notes restricted group as part of the acquisition of Novescia.

The senior secured notes and the RCF benefit from a maintenance
guarantor package, representing more than 80% of the company's
EBITDA and more than 85% of the company's total assets. The senior
notes at Cerberus benefit from a similar maintenance guarantor
package, but on a subordinated basis. The senior secured notes and
senior notes are contractually subordinated to the RCF with
respect to collateral enforcement proceeds. The B2 rating of the
senior secured notes is at the same level as the CFR given the
limited amount of priority debt represented by the super senior
RCF. The Caa1 rating assigned to the senior notes at Cerberus
reflects their subordination to other debt instruments including
the senior secured notes and the RCF.

Rating Outlook

The stable outlook reflects Moody's expectation that Cerberus'
leverage as measured by Moody's Adjusted Gross Debt-to-EBITDA will
trend below 6.0x in 2016 as Cerberus realizes of synergies and
economies of scale from the acquisition of Novescia.

What Could Change the Rating -- UP

The positive pressure on the ratings could develop if:

Cerberus' leverage as measured by Moody's Adjusted Gross Debt-to-
EBITDA trends towards 5.0x

What Could Change the Rating -- DOWN

The downward pressure on the ratings could develop if:

Cerberus' leverage as measured by Moody's Adjusted Gross Debt-to-
EBITDA stays above 6.0x over the next 12-18 months

Cerberus Nightingale 1 S.A. (Cerberus) is an indirect parent
company of Cerba European Lab S.A.S. (Cerba), which was founded in
1967 as a laboratory focused on specialised testing for local
medical laboratories and hospitals. Over the past few years Cerba
has gradually diversified into central lab and routine
laboratories. In 2014, Cerba generated sales of c.EUR400 million
and Moody's Adjusted EBITDA of c.EUR95 million.



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


HYVA GLOBAL: S&P Revises Outlook to Stable & Affirms 'B-' CCR
-------------------------------------------------------------
Standard & Poor's Ratings Services revised its outlook on Hyva
Global B.V. to stable from negative.  In line with that revision,
S&P also revised its long-term Greater China regional scale rating
on the company to 'cnB' from 'cnB-'.  At the same time, S&P
affirmed the 'B-' long-term corporate credit rating on Hyva.  S&P
then withdrew all the ratings at the company's request.

The outlook revision prior to the rating withdrawal reflected
S&P's view that the refinancing of Hyva's U.S. dollar bond,
completed in September 2015, materially alleviated the pressure on
its liquidity position.  The U.S. dollar bond refinancing was done
through a combination of: (1) a US$175 million syndicated loan,
and (2) equity contributions and loans from Hyva's major
shareholders.  Following the bond refinancing, Hyva's total debt
dropped significantly to about US$250 million from US$375 million.
Meanwhile, the syndicated loan poses relatively light burden on
the company during the next 12 months.

The affirmed ratings on Hyva reflected the company's limited
product base and high exposure to the volatile and cyclical market
for heavy-duty trucks.  The company has a narrow product suite,
and its core products -- front-end hydraulic cylinders and wet
kits -- contributed to more than 55% of its total revenues in
2014.  The sales and profitability of such niche products depend
heavily on demand in the heavy duty truck market.

Prior to the rating withdrawal, S&P expected Hyva's ratio of debt
to EBITDA to remain about 5x and the ratio of funds from
operations to debt to stay at less than 10% over the next 12
months -- a slight improvement on 2014 levels.  These metrics
underpinned S&P's assessment of Hyva's financial risk profile as
"highly leveraged."


JUBILEE CDO IV: Moody's Affirms Ba3(sf) Rating on Cl. D-1 Debt
--------------------------------------------------------------
Moody's Investors Service has upgraded the rating on the following
notes issued by Jubilee CDO IV B.V.:

  EUR36.9 million Class C Deferrable Floating Rate Notes due
  2019, Upgraded to Aa3 (sf); previously on Nov 19, 2014 Upgraded
  to A2 (sf)

Moody's also affirmed the ratings of the following notes issued by
Jubilee CDO IV B.V.:

  EUR36.2 million (current balance: EUR16.4M) Class B-1 Floating
  Rate Notes due 2019, Affirmed Aaa (sf); previously on Nov 19,
  2014 Upgraded to Aaa (sf)

  EUR13 million (current balance: EUR5.9M) Class B-2 Fixed Rate
  Notes due 2019, Affirmed Aaa (sf); previously on Nov 19, 2014
  Upgraded to Aaa (sf)

  EUR9.4 million Class D-1 Deferrable Floating Rate Notes due
  2019, Affirmed Ba3 (sf); previously on Nov 19, 2014 Upgraded to
  Ba3 (sf)

  EUR7 million Class D-2 Deferrable Fixed Rate Notes due 2019,
  Affirmed Ba3 (sf); previously on Nov 19, 2014 Upgraded to Ba3
  (sf)

  EUR11.25 million Class X Combination Notes, Affirmed Baa3 (sf);
  previously on Nov 19, 2014 Upgraded to Baa3 (sf)

Jubilee CDO IV B.V., issued in August 2004, is a Collateralised
Loan Obligation ("CLO") backed by a portfolio of mostly high yield
European loans. The portfolio is managed by Alcentra Limited. The
transaction's reinvestment period ended on 15 October 2010.

RATINGS RATIONALE

The rating upgrade on the notes is primarily a result of the
improvement in over-collateralization (OC) ratios since the
payment date in April 2015. Since the last rating action in
November 2014 the Class B notes have paid down 23.1M, as a result
of this deleveraging the OC ratio of Class B, C and D have
increased significantly. According to the September 2015 trustee
report the OC ratios of Classes B, C, and D are 356.88%, 134.19%
and 105.05% compared to 168.29%, 118.03% and 104.20% respectively
in October 2014.

The rating on the combination note addresses the repayment of the
rated balances on or before the legal final maturity. The rated
balance of each Class of combination notes at any time is equal to
the principal amount of the combination note on the issue date
minus the sum of all payments made from the issue date to such
date, of either interest or principal. The rated balance will not
necessarily correspond to the outstanding notional amount reported
by the trustee.

The key model inputs Moody's uses in its analysis, such as par,
weighted average rating factor, diversity score and the weighted
average recovery rate, are based on its published methodology and
could differ from the trustee's reported numbers. In its base
case, Moody's analyzed the underlying collateral pool as having a
performing par and principal proceeds balance of EUR92.45 million,
a weighted average default probability of 27.95% (consistent with
a WARF of 4365), a weighted average recovery rate upon default of
49.9% for a Aaa liability target rating, a diversity score of 10
and a weighted average spread of 3.8%.

The default probability derives from the credit quality of the
collateral pool and Moody's expectation of the remaining life of
the collateral pool. The estimated average recovery rate on future
defaults is based primarily on the seniority of the assets in the
collateral pool. In each case, historical and market performance
and a collateral manager's latitude to trade collateral are also
relevant factors. Moody's incorporates these default and recovery
characteristics of the collateral pool into its cash flow model
analysis, subjecting them to stresses as a function of the target
rating of each CLO liability it is analyzing.

Methodology Underlying the Rating Action:

The principal methodology used in these ratings was "Moody's
Global Approach to Rating Collateralized Loan Obligations"
published in September 2015.

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

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

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

Additional uncertainty about performance is due to the following:

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

   * Around 22.53% of the collateral pool consists of debt
obligations whose credit quality Moody's has assessed by using
credit estimates. As part of its base case, Moody's has stressed
large concentrations of single obligors bearing a credit estimate
as described in "Updated Approach to the Usage of Credit Estimates
in Rated Transactions," published in October 2009 and available at

http://www.moodys.com/viewresearchdoc.aspx?docid=PBC_120461.

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

  * Long-dated assets: The presence of assets that mature beyond the
CLO's legal maturity date exposes the deal to liquidation risk on
those assets. Moody's assumes that, at transaction maturity, the
liquidation value of such an asset will depend on the nature of
the asset as well as the extent to which the asset's maturity lags
that of the liabilities. Liquidation values higher than Moody's
expectations would have a positive impact on the notes' ratings.

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


ORANGE LION 2013-10: Fitch Affirms BB+ Rating on Class E Notes
--------------------------------------------------------------
Fitch Ratings has revised the Outlook on three tranches of Orange
Lion 2013-10 RMBS BV (OL 10), while affirming all its ratings.
The agency has also affirmed Stichting Orange Lion IV RMBS (OL 4),
Stichting Orange Lion V RMBS (OL 5), Stichting Orange Lion 2011-6
RMBS BV (OL 6), Orange Lion VII RMBS BV (OL 7), Orange Lion 2013-8
RMBS BV (OL 8), and Orange Lion 2013-9 RMBS BV(OL 9).

The Orange Lion are Dutch RMBS transactions comprising prime
mortgage loans originated and serviced by ING Bank (A/Stable/F1)
(OL 4, 5, 6, 7 and 9) and WestlandUtrecht Bank, a wholly owned
subsidiary of Nationale-Nederlanden Bank, (OL 8 and 10).

KEY RATING DRIVERS

Sufficient Credit Enhancement

The affirmation reflects sufficient credit enhancement (CE)
available across the structures, which currently spans from 1.8%
of the collateral balance (class E, OL 10) to 26.2% (class A, OL
4).  With respect to OL 10, CE has benefitted from the steady
amortization of the class A notes as well as the replenishing
reserve (1.2% of the original notes balance).  The reserve will be
funded by excess spread until it reaches its target level of 1.85%
of the original notes balance.  The CE build-up in the transaction
is also the reason for today's Outlook revision on the class C, D
and E notes.

Performance within Expectations

Over the past 12 months, late stage arrears (loans with more than
three monthly payments overdue) have decreased in all transactions
but OL 8 and 10.  Late stage arrears in the latter two
transactions are currently reported at between 0.2% of the current
portfolio balance (OL 10) and 1.9% (OL 4).  Earlier vintages, with
the exception of OL 6, are performing worse than the Dutch Prime
RMBS Index (0.73%), while deals originated in 2013 remain below
the market average.

The outstanding balance of mortgages whose collateral has been
repossessed and sold, expressed in percentage of the original pool
balance, has remained broadly stable in OL 6 (0.2%), OL 8 (0.3%),
OL 9 and 10 (0.1%).  Again, older deals are performing worse:
repossessions increased 40bps in OL 4 and 60bps in OL 5 and 7 and
now account for 1% and 0.9% of the original pool balance,
respectively.  Similarly, realized losses widened 11bps, 16 bps
and 17bps in OL 4, 5 and 7, respectively while the increase in the
rest of the deals was lower than 5bps.  Fitch observes that the
recent increase in foreclosures and realized losses is in line
with the market trend and the result of Dutch home price recovery,
which encourages the sale of properties that were repossessed in
previous periods.

Payment Interruption Risk Mitigated

The risk of an interruption in payments to noteholders due to the
servicer's default is mitigated by fully funded liquidity
facilities in OL 4 (EUR245.2 mil.), OL 5 (EUR166.7 mil.), and OL 7
(EUR409.2 mil.).  In OL 6, OL 8 and OL 9 reserve funds are the
only source of liquidity.  Although the reserves could be depleted
by realised losses, given their position in the priority of
payments (senior to the class B noted principal deficiency ledger)
and the asset performance of these deals, Fitch considers payment
interruption risk sufficiently mitigated.

The reserve fund in OL 10 serves as first loss protection to the
structure.  However, at closing payment interruption risk was
considered mitigated by the class A liquidity reserve, which must
be funded by the swap counterparty upon its downgrade below 'A'
and 'F1'.  Furthermore the servicer is obliged to use reasonable
efforts to procure a replacement servicer either within 60 days
from its downgrade below 'BBB' or upon request of the security
trustee.

RATING SENSITIVITIES

Deterioration in asset performance may result from economic
factors, in particular the effect of increasing unemployment.  A
corresponding increase in new defaults and associated pressure on
excess spread levels and the reserve fund could result in negative
rating action.

DUE DILIGENCE USAGE

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

DATA ADEQUACY

Fitch has checked the consistency and plausibility of the
information it has received about the performance of the asset
pools and the transactions.  Seller's employees were not
identified in the current pool cuts therefore the analyst used the
information provided for the past review.  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.

Relevant for OL 4 and 5: Fitch did not undertake a review of the
information provided about the underlying asset pools ahead of the
transaction's initial closing.  The subsequent performance of the
transaction over the years is consistent with the agency's
expectations given the operating environment and Fitch is
therefore satisfied that the asset pool information relied upon
for its initial rating analysis was adequately reliable.

Relevant for OL 6, 7, 8, 9 and 10: Prior to the transactions
closing, Fitch reviewed the results of a third party assessment
conducted on the asset portfolio information, which indicated
errors or missing data.  The findings were considered in this
analysis by increasing the underwriting adjustment.

Relevant for the entire series: Prior to the transactions closing,
Fitch conducted a review of a small targeted sample of the
origination files and found the information contained in the
reviewed files to be adequately consistent with the originators'
policies and practices and the other information provided to the
agency about the asset portfolios.

SOURCES OF INFORMATION

The information below was used in the analysis.

   -- Loan-by-loan data provided by ING as at July 31, 2015,
      (OL 4), Aug. 20, 2015, (OL 5, 7, 8 and 9) and Aug. 31,
      2015, (OL 6 and 10)

   -- Transaction reporting provided by ING as at June 31, 2015,
      (OL 6), Aug. 31, 2015, (OL 4, 5, 7, 8 and10) and Sept. 25,
      2015, (OL 9)

MODELS

ResiEMEA and EMEA RMBS Surveillance models below were used in the
analysis.

ResiEMEA.

EMEA RMBS Surveillance Model.

REPRESENTATIONS AND WARRANTIES

A comparison of the transaction's Representations, Warranties &
Enforcement Mechanisms to those typical for the asset class is
available by accessing the appendix that accompanies the initial
new issue report (see Orange Lion 2011 - 6 RMBS B.V. - Appendix,
dated 01/12/2011; Orange Lion VII RMBS B.V. - Appendix, dated
14/06/2012; Orange Lion 2013 - 8 RMBS B.V. - Appendix, dated
29/01/2013; Orange Lion 2013 - 9 RMBS B.V. - Appendix, dated
13/03/2013; Orange Lion 2013 - 10 RMBS B.V. - Appendix, dated
02/07/2013 at www.fitchratings.com). In addition refer to the
special report "Representations, Warranties, and Enforcement
Mechanisms in Global Structured Finance Transactions" dated 12
June 2015 available on the Fitch website.

Fitch has affirmed these ratings:

Stichting Orange Lion IV RMBS

  Class A2 (ISIN NL0009689108) affirmed at 'AAAsf'; Outlook
   Stable
  Class A3 (ISIN NL0009689116) affirmed at 'AAAsf'; Outlook
   Stable
  Class A4 (ISIN NL0009689124) affirmed at 'AAAsf'; Outlook
   Stable

Stichting Orange Lion V RMBS

  Class A1 (ISIN NL0009689140) affirmed at 'AAAsf'; Outlook
   Stable
  Class A2 (ISIN NL0009689157) affirmed at 'AAAsf'; Outlook
   Stable
  Class A3 (ISIN NL0009689165) affirmed at 'AAAsf'; Outlook
   Stable
  Class A4 (ISIN NL0009689173) affirmed at 'AAAsf'; Outlook
   Stable

Stichting Orange Lion 2011-6 RMBS

  Class A1 (ISIN NL0010016200) affirmed at 'AAAsf'; Outlook
   Stable
  Class A2 (ISIN NL0010016218) affirmed at 'AAAsf'; Outlook
   Stable

Orange Lion VII RMBS

  Class A1 (ISIN NL0010159455) affirmed at 'AAAsf'; Outlook
   Stable
  Class A2 (ISIN NL0010159463) affirmed at 'AAAsf'; Outlook
   Stable
  Class A3 (ISIN NL0010159471) affirmed at 'AAAsf'; Outlook
   Stable
  Class A4 (ISIN NL0010159547) affirmed at 'AAAsf'; Outlook
   Stable

Orange Lion 2013-8 RMBS

  Class A (ISIN NL0010365896) affirmed at 'AAAsf'; Outlook Stable

Orange Lion 2013-9 RMBS

  Class A (ISIN NL0010395133) affirmed at 'AAAsf'; Outlook Stable

Orange Lion 2013-10 RMBS

  Class A (ISIN NL0010525457) affirmed at 'AAAsf'; Outlook Stable
  Class B (ISIN NL0010525465) affirmed at 'AA+sf'; Outlook Stable
  Class C (ISIN NL0010525473) affirmed at 'A+sf'; Outlook Revised
   to Positive from Stable
  Class D (ISIN NL0010525481) affirmed at 'BBB+sf'; Outlook
   Revised to Positive from Stable
  Class E (ISIN NL0010525499) affirmed at 'BB+sf'; Outlook
   Revised to Positive from Stable



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


NORSKE SKOG: Bondholders Present Competing Restructuring Plans
--------------------------------------------------------------
Luca Casiraghi at Bloomberg News reports that Norske
Skogindustrier ASA's senior and junior bondholders have presented
competing plans to restructure the Norwegian papermaker's US$1
billion of debt.

According to Bloomberg, two people familiar with the matter said
Rothschild and Akin Gump Strauss Hauer & Feld, which are advising
a group holding Norske Skog's EUR290 million (US$329 million) of
senior bonds due 2019, met with the company to discuss a possible
debt-for-equity swap.  They said the group includes BlueCrest
Capital Management, Marathon Asset Management and Sampo Oyj,
Bloomberg notes.

One of same people and another person familiar with the matter
said Blackstone Group LP's GSO Capital Partners, the largest owner
of Norske Skog's EUR218 million of junior bonds due 2017,
approached management with an alternative plan that included
extending their claims until after 2019, Bloomberg relays.  Norske
Skog, Bloomberg says, is working with financial adviser Houlihan
Lokey Inc. to review its debt structure amid concerns it may be
unable to meet all its obligations.

A spokeswoman at Rothschild in London confirmed the company is
representing a creditor group holding more than half of Norske
Skog's senior secured notes and declined to comment on the
discussions, Bloomberg relates.

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

                          *     *     *

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

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



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


PORTUGAL: Moody's Changes Outlook on Banking System to Stable
-------------------------------------------------------------
Moody's Investors Service has changed the outlook on Portugal's
banking system to stable from negative, reflecting the rating
agency's view that improving operating conditions in Portugal will
benefit the country's banking system. The outlook on Portugal's
banking system had been negative since 2008.

Moody's report, entitled "Banking System Outlook - Portugal:
Economic Recovery, Weaker Problem Loan Inflow Drive Stable
Outlook," is available on www.moodys.com. Moody's subscribers can
access this report via the link provided at the end of this press
release.

"The country's modest economic recovery will help stabilize
Portuguese banks' credit fundamentals, and improving operating
conditions are translating into a gradual deceleration in asset
quality deterioration," says Maria Vinuela, an Assistant Vice
President at Moody's and author of the report.

Portuguese banks are now better able to absorb potential losses,
after they were recapitalized, restructured and have bolstered
loan loss provisions in recent years, although their loss-
absorption capacity is still weaker than that of banks in other
European systems.

"We also forecast that over the next 12-18 months the banking
sector will return to profitability, albeit at weak levels, thanks
to a reduction in the cost of risk," says Ms Vinuela. However,
Moody's expects that the capacity of Portugal's banks to generate
recurrent earnings will continue to be constrained by low interest
rates, a still substantial amount of non-earning assets and
reduced business volumes. Weak recurrent earnings will also
continue to inhibit their capacity to generate capital internally.

Portuguese banks' funding and liquidity position has improved on
the back of deleveraging and a stable retail deposit base, which
has allowed them to continue to reduce their loan-to-deposit ratio
and the use of wholesale and central bank funding.

Finally, the European Union's new banking resolution framework is
now in place in Portugal, setting rules to guide the resolution of
banks and reducing any uncertainty on government support. Moody's
now considers that government support will only translate into a
meaningful reduction in credit risk for those senior creditors and
junior depositors of Portuguese banks considered to be
systemically significant. Moody's expectation of lower loss rates
in the event of resolution is mitigating the impact on bank
ratings of the new resolution framework and the reduction of
public support.



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


LADA-CREDIT CJSC: Placed Under Provisional Administration
---------------------------------------------------------
The Bank of Russia, by its Order No. OD-2834 dated October 16,
2015, revoked the banking license of Moscow-based credit
institution CJSC CB Lada-Credit from October 16, 2015.

The Bank of Russia took such an extreme measure -- revocation of
the banking license -- because of the credit institution's failure
to comply with federal banking laws and Bank of Russia
regulations, capital adequacy below 2%, decrease in equity capital
below the minimal amount of the authorized capital established as
of the date of the state registration of the credit institution,
and taking into account the application over the past year of
supervisory measures envisaged by the Federal Law "On the Central
Bank of the Russian Federation (Bank of Russia)".

CB Lada-Credit implemented high-risk lending policy connected with
placement of funds into low-quality assets.  As a result of
meeting the supervisor's requirements on creating provisions
adequate to the risks assumed, the credit institution lost its
equity capital.

The management and owners of the bank did not take measures to
normalize its activities.  In these circumstances, pursuant to
Article 20 of the Federal Law "On Banks and Banking Activities",
the Bank of Russia revoked the banking license from the credit
institution.

The Bank of Russia, by its Order No. OD-2835 dated October 16,
2015, appointed a provisional administration to CB Lada-Credit for
the period until the appointment of a receiver pursuant to the
Federal Law "On Insolvency (Bankruptcy)" or a liquidator under
Article 23.1 of the Federal Law "On Banks and Banking Activities".
In accordance with federal laws, the powers of the credit
institution's executive bodies are suspended.

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

According to the financial statements, as of October 1, 2015, CJSC
CB Lada-Credit ranked 413rd by assets in the Russian banking
system.


LENOBLBANK LLC: Placed Under Provisional Administration
-------------------------------------------------------
The Bank of Russia, by its Order No. OD-283, dated October 16,
2015, revoked the banking license of Vsevolozhsk-based credit
institution Lenoblbank LLC from October 16, 2015.

The Bank of Russia took such an extreme measure -- revocation of
the banking license -- because of the credit institution's failure
to comply with federal banking laws and Bank of Russia
regulations, repeated violations within a year of the requirements
of Articles 6 and 7 (except for Clause 3 of Article 7) of the
Federal Law "On Countering the Legalisation (Laundering) of
Criminally Obtained Incomes and the Financing of Terrorism", and
the related Bank of Russia regulations, capital adequacy below 2%,
decrease in equity capital below the minimal amount of the
authorized capital established as of the date of the state
registration of the credit institution, and taking into account
the application over the past year of supervisory measures
envisaged by the Federal Law "On the Central Bank of the Russian
Federation (Bank of Russia)".

Lenoblbank implemented high-risk lending policy connected with
placement of funds into low-quality assets.  As a result of
meeting the supervisor's requirements on creating provisions
adequate to the risks assumed, the credit institution lost its
equity capital.

Besides, Lenoblbank failed to comply with legislation and Bank of
Russia regulations on anti-money laundering and the financing of
terrorism in terms of timely and detailed provision of information
to the authorized body.  Meanwhile, the credit institution's
activity was aimed at large-scale dubious transactions.

The management and owners of the bank did not take measures to
normalize its activities.  In these circumstances, pursuant to
Article 20 of the Federal Law "On Banks and Banking Activities",
the Bank of Russia revoked the banking license from the credit
institution.

The Bank of Russia, by its Order No. OD-2837 dated October 16,
2015, appointed a provisional administration to Lenoblbank for the
period until the appointment of a receiver pursuant to the Federal
Law "On Insolvency (Bankruptcy)" or a liquidator under Article
23.1 of the Federal Law "On Banks and Banking Activities".  In
accordance with federal laws, the powers of the credit
institution's executive bodies are suspended.

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

According to the financial statements, as of October 1, 2015,
Lenoblbank LLC ranked 301st by assets in the Russian banking
system.


SOCIAL INSURANCE: Bank of Russia Ends Provisional Administration
----------------------------------------------------------------
The Bank of Russia, by its Order No. OD-2718 dated October 8,
2015, terminated the activity of the provisional administration of
non-governmental pension fund Social Insurance Fund.

The provisional administration of the Fund was appointed by
Bank of Russia Order No. OD-1347, dated June 10, 2014, in
accordance with Clause 3.1 of Article 7.2 and Clause 7 of Article
34.1 of Federal Law No. 75-FZ, dated May 7, 1998, "On Non-
governmental Pension Funds".

Andrey V. Filyakov, advisor, specialized depositary supervision
section, investment fund and trust management agent supervision
division, Collective Investment and Trust Management Department of
the Bank of Russia, performed the duties of the Fund's head of the
provisional administration.

Due to the absence of the Fund at its location address, the
provisional administration of the Fund brought the case to the
Court of Arbitration with a compulsory liquidation claim.

The said claim was fully satisfied and the decision came into
force.


SODRUZHESTVO-BANK OJSC: Placed Under Provisional Administration
---------------------------------------------------------------
The Bank of Russia, by its Order No. OD-2832 dated October 16,
2015, revoked the banking license of Moscow-based credit
institution OJSC Sodruzhestvo-Bank from October 16, 2015.

The Bank of Russia took such an extreme measure -- revocation of
the banking license -- because of the credit institution's failure
to comply with federal banking laws and Bank of Russia
regulations, capital adequacy below 2%, decrease in equity capital
below the minimal amount of the authorized capital established as
of the date of the state registration of the credit institution,
and taking into account the application of supervisory measures
envisaged by the Federal Law "On the Central Bank of the Russian
Federation (Bank of Russia)".

Given unsatisfactory quality of assets, Sodruzhestvo-Bank
inadequately assessed the risks assumed.  Adequate assessment of
the credit risk at the supervisor's request revealed complete loss
of the bank's capital.

The management and owners of the bank did not take measures to
normalize its activities.  In these circumstances, pursuant to
Article 20 of the Federal Law "On Banks and Banking Activities",
the Bank of Russia revoked the banking license from the credit
institution.

The Bank of Russia, by its Order No. OD-2833 dated October 16,
2015, appointed a provisional administration to
Sodruzhestvo-Bank for the period until the appointment of a
receiver pursuant to the Federal Law "On Insolvency (Bankruptcy)"
or a liquidator under Article 23.1 of the Federal Law "On Banks
and Banking Activities".  In accordance with federal laws, the
powers of the credit institution's executive bodies are suspended.

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

According to the financial statements, as of October 1, 2015, OJSC
Sodruzhestvo-Bank ranked 378th by assets in the Russian banking
system.


STRAZH-INVEST LLC: Bank of Russia Suspends Insurance License
------------------------------------------------------------
The Bank of Russia, by its Order No. OD-2695 dated October 7,
2015, suspended the insurance license of Strazh-Invest 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 creating insurance reserves, with the 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 the increase of the insurer's existing obligations.

The insurer shall accept applications on the occurrence of insured
events and perform its obligations.


* RUSSIA: Moody's Says Firms' Liquidity Sufficient to Repay Debt
----------------------------------------------------------------
The liquidity of the majority of rated Russian non-financial
companies remains sufficient to repay debt through the end of
2016, says Moody's Investors Service in a report published today.

In total, 84% of these rated firms have sufficient liquidity to
repay maturing debt, while 4% have no debt maturities. The
liquidity of rated Russian non-financial companies remains a key
credit focus given Moody's expectation that the Russian economy
will stay in recession next year and that credit conditions will
likely remain challenging for domestic banks and borrowers.

Moody's report, entitled "Non-Financial Corporates -- Russia: Most
Companies Have Sufficient Liquidity to Repay Debt Through 2016",
is available on www.moodys.com. Moody's subscribers can access
this report via the link provided at the end of this press
release. The rating agency's report is an update to the markets
and does not constitute a rating action.

Moody's rated 57 Russian non-financial corporates covered in the
report have a combined total of USD80 billion debt maturing in the
18-month period from June 30, 2015 through December 31, 2016.

Among these companies, 43 have a total of USD54 billion of debt in
foreign currency maturing over the 18-month assessment horizon, of
which USD9 billion is in public debt instruments including
Eurobonds. Nearly 80% of these companies have sufficient cash
balances, operating cash flow after capex and committed credit
balances in foreign currency to meet these debt obligations.

"Despite challenges arising from Russia's weak macroeconomic
environment, most Russian non-financial companies we rate have
sufficient liquidity to meet their debt obligations through the
end of 2016 without having to procure new external funding," says
Artem Frolov, a VP-Senior Analyst at Moody's.

In fact, two-thirds of these companies are able to repay their
debt only with existing cash and operating cash flow after
maintenance and committed development capex (i.e., without relying
on any external funding). However, seven companies face
refinancing risks over the 18-month assessment horizon. These
companies would need to procure external funding of less than USD2
billion to remain liquid.

In another report, entitled "Russian Non-Financial Corporates:
Amid Ongoing Sanctions Borrowing Costs Have Risen, Reliance on
State-Owned Banks Has Increased", Moody's notes that Russian non-
financial companies' access to public international capital
markets, for the most part, remains very limited, while the cost
of domestic financing has risen on the back of the rouble's sharp
depreciation and also since the US and the European Union (EU)
expanded sanctions on Russia a year ago.

"Most sanctioned companies have increased their reliance on their
own liquidity buffers and funding from state-owned banks to fill
any funding gaps," says Denis Perevezentsev, a VP-Senior Credit
Officer at Moody's.

Some non-sanctioned companies, primarily exporters, still retain
access to international bank funding, while other Russian non-
financial companies borrow primarily from domestic banks which
typically carry higher interest rates.

The sanctions-related impact on rated entities' liquidity profiles
has been fairly limited so far, primarily affecting firms in the
oil and gas sector, according to Moody's.

The international sanctions have limited the external long-term
financing options for those Russian oil and gas companies subject
to them. The production profiles in the next 3 to 5 years of
sanctioned oil & gas entities may be affected if the sanction
regime continues.

However, while it would be premature to suggest that Asian
partners have replaced western companies and banks as the key
source of expertise and financing since the sanctions were
introduced, recent energy deals that offer Russian companies new
growth opportunities in China have often been accompanied by
Chinese funding for particular projects.



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


GOYA HIPOTECARIO V: DBRS Confirms B(sf) Rating on Series B Notes
----------------------------------------------------------------
DBRS Ratings Limited taken the following rating actions on the
bond issued by AyT Goya Hipotecario V, FTA (the Issuer):

-- Series A notes confirmed at A (high) (sf)
-- Series B notes confirmed at B (sf)

The rating action reflects the following analytical
considerations, as described more fully below:

-- An amendment to the transaction signed on 17 September 2015.
-- Portfolio performance, in terms of delinquencies and defaults,
    as of the September 2015 payment date.
-- Updated portfolio default rate, loss given default and
    expected loss assumptions for the remaining collateral pool.
-- Current available credit enhancement to both Series A and B at
    each rating level respectively.

AyT Goya Hipotecario V, FTA is a securitisation of Spanish prime
residential mortgage loans originated and serviced by CaixaBank
S.A. (previously Barclays Bank S.A). The transaction follows the
Spanish Securitisation Law and closed in December 2011.

The structural amendment consists of reducing the Target level of
the Reserve Fund. The new Target level will be sized at 10% of the
outstanding collateral balance net of defaults, with a floor of
EUR35 million and a cap of EUR70 million.

On October 15, 2015, an extraordinary Interest Payment Day will
take place, whereby the management company will reduce the Reserve
Fund down to the new target level, which is expected to be EUR70
million.

Prior to this amendment, the target level of the Reserve Fund was
12% of the outstanding collateral balance net of defaults, with a
floor of EUR42 million and a cap of EUR84 million.

Credit enhancement to Series A is provided by subordination of
Series B and the Reserve Fund (EUR78.83 million). Credit
enhancement to Series B is solely provided by the Reserve Fund.
Current credit enhancements as a percentage of the performing
balance of the portfolio for Series A and Series B are 36.14% and
8.55%, respectively.

The current 90+ delinquency ratio as a percentage of the
performing balance of the portfolio is currently equal to 0.87%.

Cumulative defaults (loans greater than 18 months in arrears) as a
percentage of the original balance are currently 0.70%, in line
with seasoning of the portfolio.

CaixaBank S.A. acts as Account Bank (as holder of the Treasury
Account) for this transaction. CaixaBank S.A. Issuer and Senior
Debt public rating by DBRS is currently at A (low), which complies
with the Minimum Institution Rating given the rating assigned to
the Series A and Series B notes, as described in DBRS's "Legal
Criteria for European Structured Finance Transactions"
methodology.


LEADING HOSPITALITY: Hispania Buys Business Out of Bankruptcy
-------------------------------------------------------------
Property Investor Europe reports that Spanish REIT/SOCIMI Hispania
has bought Leading Hospitality out of bankruptcy, and thus
acquired 52% of Holiday Inn Bernabeu, the only 4-Star hotel in
Madrid's business district Azca.

No financial details were reported, PIE notes.



=====================
S W I T Z E R L A N D
=====================


UBS AG: Moody's Reviews Ba3(sf) Ser 857 Notes Rating for Upgrade
----------------------------------------------------------------
Moody's Investors Service has placed on review for upgrade the
ratings of the following notes:

Issuer: UBS AG Credit-Linked Notes

  Series 174, EUR25 million FIX Credit-Linked Step-Up Euro Medium
  Term Notes, Ba3 (sf) Placed Under Review for Possible Upgrade;
  previously on Jul 16, 2015 Confirmed at Ba3 (sf)

  Ser 857, EUR1.83 million FIX Credit-Linked Zero Cpn Euro Medium
  Term Notes, Ba3 (sf) Placed Under Review for Possible Upgrade;
  previously on Jul 16, 2015 Confirmed at Ba3 (sf)

Issuer: UBS AG, Jersey Branch Series 1114 USD 100,000,000 Credit-
Linked Notes due 10 September 2017

  Series 1114 USD100,000,000 Credit-Linked Notes due September 10,
  2017, A3 (sf) Placed Under Review for Possible Upgrade;
  previously on Jul 16, 2015 Confirmed at A3 (sf)

Issuer: UBS AG, Jersey Branch Series 4491

  EUR50,000,000 Principal Rated Floating Rate Notes due 2017, A2
  (sf) Placed Under Review for Possible Upgrade; previously on
  Jul 16, 2015 Confirmed at A2 (sf)

Issuer: UBS AG, Jersey Branch Series 4904

  Series 4904 EUR20,000,000 Principal Protected Floating Rate
  Notes due 2017, A2 (sf) Placed Under Review for Possible
  Upgrade; previously on Jul 16, 2015 Confirmed at A2 (sf)

Moody's explained that the rating actions taken are the result of
the placement on review for upgrade of the A2 senior unsecured
ratings of UBS AG and UBS AG, Jersey Branch.

RATINGS RATIONALE

UBS AG Credit-Linked Notes Series 857 and Series 174:

The transactions are credit linked notes issued by UBS AG
referencing the subordinated debt of UniCredit Bank Austria AG for
series 174 and the subordinated debt of Banco Bilbao Vizcaya
Argentaria, S.A. for series 857.

UBS AG, Jersey Branch Series 1114, Series 4491, Series 4904:

Series 1114 transaction is a credit linked note issued by UBS AG,
Jersey Branch, referencing Credit Suisse (USA) Inc. The repack
notes are therefore also exposed to the credit risk of Credit
Suisse (USA) Inc. (Senior Unsecured: A1).

Series 4491 is a repack with the coupon credit linked to a pool of
reference entities, Moody's only rates the repayment of principal
which is unaffected by any credit events on the reference
entities. The rating of the repack is a pass through of the senior
unsecured rating of UBS.

Series 4904 is a repack with the coupon credit linked to a pool of
reference entities, Moody's only rates the repayment of principal
which is unaffected by any credit events on the reference
entities. The rating of the repack is a pass through of the senior
unsecured rating of UBS.

Methodology Underlying the Rating Action:

The principal methodology used in these ratings was "Moody's
Approach to Rating Repackaged Securities" published in June 2015.

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

The timeline to resolve these reviews will depend on the
resolution process applied to the underlying bank ratings.

Moody's notes that these transactions are subject to a high level
of macroeconomic uncertainty, which could negatively impact the
ratings of the notes, as evidenced by 1) uncertainties of credit
conditions in the general economy, 2) more specifically, any
uncertainty associated with the underlying credits in the
transaction could have a direct impact on the repackaged
transaction and 3) additional expected loss associated with
hedging agreements in these transactions may also negatively
impact the ratings.

Loss and Cash Flow Analysis:

Our quantitative analysis focuses on the risks relating to the
credit quality of the assets backing the repack and of the
counterparties. We generally determine the expected loss posed to
securities holders by adding together the severities for loss
scenarios arising from either Underlying Asset default, and if
applicable, hedge counterparty risk, each weighted according to
its respective probability. We then translate the expected loss to
a rating using our idealised loss rates.



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


TURKIYE VAKIFLAR: Fitch Affirms BB+ Subordinated Debt Rating
------------------------------------------------------------
Fitch Ratings has affirmed T.C. Ziraat Bankasi A.S., Turkiye Halk
Bankasi A.S. and Turkiye Vakiflar Bankasi T.A.O.'s (Vakifbank)
Long-Term Foreign Currency Issuer Default Ratings at 'BBB-' with
Stable Outlooks.

The banks are either fully or majority state-owned and have a
combined share of 29% of Turkey's banking sector assets.

KEY RATING DRIVERS - VRs, FOREIGN CURRENCY IDRS, NATIONAL RATINGS,
DEBT RATINGS

The affirmation of the banks' Viability Ratings (VRs) at 'bbb-',
as well as their Long-Term Foreign Currency IDRs and senior debt
ratings at 'BBB-', reflects their still reasonable financial
metrics in terms of profitability, asset quality and
capitalization, notwithstanding the increased pressures resulting
from the challenging Turkish operating environment.  The ratings
also reflect the banks' still reasonable foreign currency
liquidity positions -- with generally good coverage of short-term
liabilities by liquid assets -- and their well-established
franchises.

Nevertheless, banking sector performance has weakened as a result
of slowing economic growth and the devaluation of the Turkish
lira.  The outlook remains uncertain, heightened by political
uncertainty.  As a result, downside risks for the ratings of
Ziraat, Halk and Vakifbank, as for other banks in the sector, have
increased.

The banks' reported ROE ranged from an acceptable 13% to 17% in
2014.  While Ziraat and Halkbank's ROE remained in this range in
1H15, Vakif's fell to a moderate 9% (around 10% net of a one-off
loss at an insurance subsidiary).  Vakifbank's profitability has
historically been slightly weaker than that of its state-owned
peers, although still satisfactory, due to its weaker margins and
cost efficiency and somewhat higher impairment charges.  The
performance of the three banks, as for the rest of the sector, is
likely to remain under pressure due to slower economic growth,
potential increases in non-performing loans (NPLs) as loan books
season and tough competition.  However, performance should remain
adequate in the near to medium term in the absence of a material
deterioration in the operating environment.

Fitch believes the banks' capital adequacy ratios, which are
broadly in line with those reported by private sector peers, to be
still reasonable.  At end-1H15 their Fitch Core Capital ratios
were 10.1% (Vakifbank), 11.7% (Halk) and 13.8% (Ziraat).  Those
levels are still sufficient to absorb the likely moderate increase
in credit losses resulting from the slowing economy.
Nevertheless, capital buffers are less robust than in the past at
a time when internal capital generation capacity across the sector
is under pressure, and capital ratios could tighten again in case
of a further marked deterioration of the Turkish lira.

Non-performing loans (NPLs, defined as loans overdue by 90 days)
remain fairly low at all three banks (end-1H15: 1.7% at Ziraat,
3.2% at Halk, 3.6% at Vakifbank).  The state-owned banks do not
write off and sell problem loans, a practice prevalent amongst
privately-owned peers, making asset quality ratios not fully
comparable.  However, the ratios, in particular at Ziraat, in part
reflect recent rapid growth and are likely to increase as
portfolios season.  Loan quality has been traditionally sound at
Halk, but was negatively impacted in 2014 by the reclassification
of a large exposure.  Vakifbank's impaired loan ratio has
historically been higher than peers, but its provisioning policies
are conservative (end-1H15: reserve coverage of 91%, compared to
72% and 76% at Ziraat and Halk), while net NPL exposure relative
to equity is low at all three banks.

Banks' foreign currency liquidity positions are reasonable.
Foreign currency liquidity (defined as cash, placements in foreign
banks, unpledged government foreign currency securities,
placements in the Central Bank's reserve option mechanism and net
receivables under foreign currency swaps) fully covered short-term
foreign currency non-deposit liabilities at Halk and Vakifbank,
while the ratio was an acceptable 80% at Ziraat.  Residual
medium/long-term debt is also significant, but maturities are
quite spread, and refinancing risks should be manageable in most
scenarios.  Overall, the banks are primarily deposit-funded and
non-deposit foreign currency funding represented a moderate 15% of
non-equity funding at Ziraat at end-1H15, but a higher 21% at Halk
and Vakifbank.

Ziraat is the country's largest deposit taker and leader in the
consumer loans segment, while Halk and Vakifbank are the sixth and
seventh-largest banks, respectively, in terms of deposits.  Ziraat
and Halk perform policy roles as they are the sole distributors of
subsidised loans to the agricultural and SME sectors,
respectively.  Only state-owned commercial banks are eligible to
receive savings deposits from certain state-owned companies, and
stable state-related deposits represent a high 30% of total
deposits at Vakifbank and around 20% at Ziraat and 16% at Halk.
Ziraat, the largest of the state-owned banks, has a particularly
deep franchise, and its widespread branch network provides it with
significant competitive advantages.

Loan growth in the banking sector has slowed somewhat in 1H15 (13%
in 1H15 compared with 19% in 2014; in both periods driven in part
by exchange rate effects).  Credit expansion at Vakifbank and Halk
has been roughly in line with the sector average, but lending at
Ziraat has grown at a more rapid pace (by 19% in 1H15 and 28% in
2014).  This has reflected a continued drive to shift assets away
from Turkish government bonds and into customer (mainly corporate)
loans and in so doing has brought the bank's asset structure more
into line with Halk and Vakif.  Nevertheless, Fitch views Ziraat's
risk appetite as somewhat higher than at peers, although all three
banks have been expanding long-term US dollar project finance
lending and potentially riskier SME lending.

Concentration risks at the state-owned peers remain manageable.
The mix of borrowers is fairly similar to that at the leading
private sector banks.  In some cases their largest exposures
include significant long-term dollar-denominated loans, reflecting
energy privatisation finance or loans to state-owned companies.
Given the control over the state-owned banks (the boards of the
state-owned banks are dominated by government appointments), and
the limited size (lending capacity) of the country's development
banks, in Fitch's view there is some risk that the authorities
could influence lending strategy at the state-owned commercial
banks; however, there is little evidence of such influence to
date.

KEY RATING DRIVERS - SUPPORT RATINGS, SUPPORT RATING FLOORS, LOCAL
CURRENCY IDRS

The three banks' Support Ratings (SRs) of '2' and Support Rating
Floors (SRFs) of 'BBB-' reflect Fitch's view of the high
probability of support from the Turkish sovereign, in case of
need.  The SRFs, which underpin the banks' Long-Term Foreign
Currency IDRs, are aligned with the sovereign's Long-Term Foreign
Currency IDR.  The banks' Long-Term Local Currency IDRs of 'BBB'
are also aligned with those of the sovereign, reflecting Fitch's
high support expectations.

In Fitch's view, the Turkish state's propensity to support the
state-owned banks is likely to be very high, reflecting their
ownership, the policy roles of Ziraat and Halk and the significant
state-related deposits held at the banks.  Fitch believes the
state's ability to provide extraordinary foreign currency support
to the banking sector, if required, may be somewhat constrained
given limited central bank reserves (net of placements from banks)
and the sector's sizable external debt.  However, in Fitch's view,
the foreign currency support needs of the state-owned banks in
even quite extreme scenarios should be manageable for the
sovereign given their generally reasonable liquidity positions.

KEY RATING DRIVERS AND SENSITIVITIES - VAKIFBANK SUBORDINATED DEBT

The affirmation of Vakifbank's subordinated debt rating at 'BB+'
reflects the fact that this is notched one off the bank's 'bbb-'
VR.  This reflects Fitch's usual approach to rating subordinated
debt, and also its view that government support for state-owned
banks in Turkey will not necessarily in all circumstances be
extended to subordinated creditors.

RATING SENSITIVITIES

The banks' ratings are sensitive primarily to changes in the
operating environment and the sovereign credit profile.  A
downgrade of the sovereign ratings would be likely to result in a
similar action on the banks as it would signal both a reduced
ability of the sovereign to provide support and a weakening of the
operating environment, which is a key driver of the banks' VRs.  A
deterioration in the operating environment could result in a
weakening of banks' asset quality, performance, capitalization and
access to foreign currency funding.

Downgrades of banks' VRs could also result from (i) a bank-
specific deterioration of asset quality, resulting from weaknesses
in underwriting; (ii) further erosion of capital ratios due to
continued lira depreciation and/or growth; or (iii) a weakening of
banks' foreign currency liquidity positions given their
significant levels of foreign currency wholesale funding and
exposure to investor sentiment.  However, a downgrade of any of
the banks' VRs would only result in negative action on the banks'
IDRs if at the same time Fitch believed the ability and/or
propensity of the Turkish authorities to provide support had
weakened.

Any change in Vakifbank's VR would likely lead to a change in its
subordinated debt rating.

Changes in the banks' SRs and SRFs, and hence the levels at which
support underpins their IDRs, would likely be linked to changes in
the sovereign's ratings.  However, these ratings could also be
downgraded, resulting in a notching of the banks' SRFs off the
sovereign rating, if either (i) the banks' foreign currency
positions deteriorate considerably, to an extent which might limit
the sovereign's ability to provide them with sufficient
extraordinary support in foreign currency; or (ii) Fitch believes
the sovereign's propensity to support the banks has reduced.  A
change of ownership of the banks, or the introduction of bank
resolution legislation in Turkey aimed at limiting sovereign
support for failed banks, could negatively impact Fitch's view of
support propensity, and hence the banks' SRs and SRFs.  However,
such developments are not currently anticipated in the near term.

The rating actions are:

T.C. Ziraat Bankasi A.S., Turkiye Halk Bankasi A.S. and Turkiye
Vakiflar Bankasi T.A.O.

  Long-Term Foreign Currency IDR affirmed at 'BBB-'; Outlook
   Stable
  Long-Term Local Currency IDR affirmed at 'BBB'; Outlook Stable
  Short-Term Foreign and Local Currency IDRs affirmed at 'F3'
  Viability Ratings affirmed at 'bbb-'
  Support Ratings affirmed at '2'
  Support Rating Floors affirmed at 'BBB-'
  Senior unsecured debt affirmed at 'BBB-'
  Senior unsecured debt (short-term; Ziraat and Vakifbank)
   affirmed at 'F3'
  Subordinated debt rating (Vakifbank): affirmed at 'BB+'
  National Long-Term rating affirmed at 'AAA(tur)'; Outlook
   Stable



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


UKRAINE: Legal War Looms as Russia Rejects Debt Restructuring
-------------------------------------------------------------
Neil Buckley, Roman Olearchyk and Shawn Donnan at The Financial
Times report that a legal fight is looming over a US$3 billion
bond owed by Ukraine to Russia after Moscow refused to join other
bondholders in a debt restructuring and both sides said they were
prepared to take the matter to court.

Russia emerged on Oct. 15 as the lone holdout in the US$18 billion
restructuring deal offered by cash-strapped Kiev -- involving a
20% writedown on the value of its debt and extended repayments --
which other private shareholders voted to accept, the FT relates.

According to the FT, Arseniy Yatseniuk, Ukraine's prime minister,
said Kiev would give Moscow another two weeks to accept the deal.
But if it did not, he added: "We are ready for a legal war with
the Russian Federation".

He reiterated that Russia would "not get different conditions"
from other creditors, the FT relays.  His words came after Anton
Siluanov, Russia's finance minister, told a government meeting
last week that Moscow was set to launch litigation should Kiev not
repay the bond when it becomes due in December, the FT notes.

The International Monetary Fund also risks becoming embroiled in
the highly politicized case, with Mr. Siluanov warning that Moscow
would "question the viability" of a US$17.5 billion loan program
from the Washington-based lender if Kiev defaulted on its debt to
Russia.

The IMF program is part of a broader western support package worth
US$40 billion to Kiev, including the debt restructuring, the FT
states.

According to the FT, the crucial question for the IMF is whether
the Russian debt is commercial, as Kiev argues, or official debt,
as Moscow contends.

If it concludes the debt is official and Ukraine does not repay
it, under IMF rules its support program would normally be
suspended, the FT discloses.  But officials have signaled they are
exploring a "workaround" that could enable lending to Kiev to
continue, the FT relays.



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


MARRACHE & CO: Liquidator Puts Paintings Up for Auction
-------------------------------------------------------
Brian Reyes and Cristina Cavilla at Gibraltar Chronicle reports
that scores of paintings and sketches by one of Gibraltar's best-
known artists, Jacob Azagury, will be auctioned following a ruling
on Oct. 15 in a court case stemming from the collapse of local law
firm Marrache & Co.

According to Gibraltar Chronicle, the Azagury paintings are part
of a larger collection of artworks, antiques and other artefacts
seized by liquidators after the law firm went bust in 2010 against
the background of a GBP28 million fraud case.

The value of the collection was calculated some years ago at
around GBP220,000, according to court documents, but that
valuation may now be out of date, Gibraltar Chronicle notes.

The collection was at the center of a legal dispute after the
Marrache family challenged the liquidator's right to sell it,
Gibraltar Chronicle discloses.



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


* BOND PRICING: For the Week Oct. 12, 2015 to Oct. 16, 2015
-----------------------------------------------------------

Issuer                        Coupon  Maturity  Currency    Price
------                        ------  --------  --------    -----
Petrobras Global Finance BV    4.38    5/20/2023    USD     70.90
Petrobras Global Finance BV    6.85     6/5/2115    USD     68.75
Portugal Telecom Internatio    4.63     5/8/2020    EUR     69.11
Glencore Finance Europe SA     1.75    3/17/2025    EUR     70.95
Abengoa Finance SAU            8.88     2/5/2018    EUR     55.19
Abengoa Finance SAU            7.00    4/15/2020    EUR     47.89
Grupo Isolux Corsan Finance    6.63    4/15/2021    EUR     46.22
Oi Brasil Holdings Cooperat    5.63    6/22/2021    EUR     65.59
Abengoa Finance SAU            6.00    3/31/2021    EUR     44.95
CSN Resources SA               6.50    7/21/2020    USD     55.00
Petrobras Global Finance BV    5.63    5/20/2043    USD     66.00
Glencore Finance Europe SA     1.63    1/18/2022    EUR     75.64
Petrobras Global Finance BV    6.75    1/27/2041    USD     70.75
Volkswagen International Fi    5.50    11/9/2015    EUR     69.23
Petrobras Global Finance BV    7.25    3/17/2044    USD     74.75
Abengoa Greenfield SA          5.50    10/1/2019    EUR     40.31
Abengoa Finance SAU            8.88    11/1/2017    USD     60.50
Petrobras Global Finance BV    4.75    1/14/2025    EUR     73.20
Petrobras Global Finance BV    6.88    1/20/2040    USD     70.87
Piraeus Group Finance PLC      5.00    3/27/2017    EUR     60.70
Petrobras Global Finance BV    4.25    10/2/2023    EUR     72.81
Petrobras Global Finance BV    6.25   12/14/2026    GBP     68.16
Ajecorp BV                     6.50    5/14/2022    USD     50.50
Russian Standard Bank Via R   13.00    4/10/2020    USD     37.00
Portugal Telecom Internatio    4.50    6/16/2025    EUR     63.11
NBG Finance PLC                4.38    4/30/2019    EUR     78.13
Banca delle Marche SpA         0.92     6/1/2017    EUR     20.38
Intelsat Luxembourg SA         7.75     6/1/2021    USD     66.00
Hema Bondco I BV               6.25    6/15/2019    EUR     68.73
Vallourec SA                   2.25    9/30/2024    EUR     68.22
QGOG Constellation SA          6.25    11/9/2019    USD     46.50
Avangardco Investments Publ   10.00   10/29/2015    USD     44.00
CGG SA                         5.88    5/15/2020    EUR     70.95
Alpha Credit Group PLC         3.38    6/17/2017    EUR     80.02
Waste Italia SpA              10.50   11/15/2019    EUR     62.13
Indo Energy Finance II BV      6.38    1/24/2023    USD     46.94
CHC Helicopter SA              9.25   10/15/2020    USD     62.25
Gol LuxCo SA                   8.88    1/24/2022    USD     50.25
HSH Nordbank AG/Luxembourg     2.31                 EUR     18.11
Petrobras Global Finance BV    6.63    1/16/2034    GBP     65.78
Heta Asset Resolution AG       4.38    1/24/2017    EUR     64.03
Indo Energy Finance BV         7.00     5/7/2018    USD     53.99
Brunswick Rail Finance Ltd     6.50    11/1/2017    USD     42.50
Casino Guichard Perrachon S    1.93                 EUR     65.00
Matalan Finance PLC            8.88     6/1/2020    GBP     63.72
Takko Luxembourg 2 SCA         9.88    4/15/2019    EUR     64.13
Petrobras Global Finance BV    5.38    10/1/2029    GBP     64.34
Andrade Gutierrez Internati    4.00    4/30/2018    USD     65.10
ERB Hellas PLC                 4.25    6/26/2018    EUR     60.00
CGG SA                         6.50     6/1/2021    USD     58.25
Bluewater Holding BV          10.00   12/10/2019    USD     56.02
Abengoa Finance SAU            7.75     2/1/2020    USD     38.00
Abengoa SA                     6.25    1/17/2019    EUR     43.00
CIMPOR Financial Operations    5.75    7/17/2024    USD     70.00
Abengoa Finance SAU            8.88    11/1/2017    USD     60.00
Russian Standard Bank Via R    7.56    12/1/2016    USD     55.00
Pacific Drilling SA            5.38     6/1/2020    USD     55.75
HSH Nordbank AG                7.25                 USD     28.00
Abengoa SA                     5.13     3/5/2017    USD     60.52
Russian Standard Bank Via R   11.50    1/17/2024    USD     32.00
Aegon NV                       0.85                 EUR     69.37
Privatbank CJSC Via UK SPV    10.25    1/15/2016    USD     74.60
Comfeed Finance BV             6.00     5/2/2018    USD     66.45
Bank of New York Mellon Lux    4.47   12/15/2050    EUR     55.70
Tullow Oil PLC                 6.25    4/15/2022    USD     75.50
CGG SA                         1.75     1/1/2020    EUR      7.97
DTEK Finance PLC               7.88     4/4/2018    USD     45.80
Peugeot SA                     4.45     1/1/2016    EUR     26.27
OAS Investments GmbH           8.25   10/19/2019    USD      9.00
Banca delle Marche SpA         1.11    6/15/2016    EUR     23.00
Piraeus Group Finance PLC      1.80    7/20/2016    EUR     35.00
Yuksel Insaat AS               9.50   11/10/2015    USD     49.15
Banque Federative du Credit    1.40                 EUR     57.98
Nordea Bank AB                 1.05                 EUR     63.52
NTRP Via Interpipe Ltd        10.25     8/2/2017    USD     35.00
Immigon Portfolioabbau AG     10.00                 EUR      2.39
Ferrexpo Finance PLC          10.38     4/7/2019    USD     64.61
AXA SA                         0.54                 EUR     67.55
Algeco Scotsman Global Fina   10.75   10/15/2019    USD     58.75
Norske Skogindustrier ASA      7.00    6/26/2017    EUR     62.69
Heta Asset Resolution AG       4.25   10/31/2016    EUR     64.00
Hema Bondco II BV              8.50   12/15/2019    EUR     41.92
Metinvest BV                   8.75    2/14/2018    USD     57.25
Alcatel-Lucent                 4.25     7/1/2018    EUR      4.09
Abengoa Finance SAU            7.75     2/1/2020    USD     44.00
Intelsat Luxembourg SA         8.13     6/1/2023    USD     65.00
TiZir Ltd                      9.00    9/28/2017    USD     68.00
Neopost SA                     3.38                 EUR     47.61
Faurecia                       3.25     1/1/2018    EUR     32.51
Bank of New York Mellon Lux    4.20   12/30/2099    EUR     20.67
CGG SA                         1.25     1/1/2019    EUR     25.89
Banco Espirito Santo SA        7.13   11/28/2023    EUR      2.67
Paragon Offshore PLC           7.25    8/15/2024    USD     16.00
AXA SA                         1.50                 EUR     70.17
City of Kiev Ukraine Via CS    8.00    11/6/2015    USD     69.88
EnQuest PLC                    5.50    2/15/2022    GBP     63.09
Etablissements Maurel et Pr    1.63     7/1/2019    EUR     12.93
ING Groep NV                   0.95                 EUR     63.79
Havila Shipping ASA            9.65    8/30/2016    NOK     37.63
Heckler & Koch GmbH            9.50    5/15/2018    EUR     73.52
Credit Agricole SA             0.71                 EUR     59.88
EnQuest PLC                    7.00    4/15/2022    USD     65.00
Far East Capital Ltd SA        8.00     5/2/2018    USD     61.50
Norske Skogindustrier ASA     11.75    6/15/2016    EUR     73.00
Banque Federative du Credit    0.83                 EUR     58.04
SOITEC                         6.75    9/18/2018    EUR      1.49
OGX Austria GmbH               8.50     6/1/2018    USD      0.01
ING Groep NV                   1.35                 EUR     64.83
Metinvest BV                  10.25    1/31/2016    USD     69.00
CaixaBank SA                   4.50   11/22/2016    EUR     66.68
UKRLANDFARMING PLC            10.88    3/26/2018    USD     45.00
IMMOFINANZ AG                  4.25     3/8/2018    EUR      4.53
Volkswagen International Fi    5.50    11/9/2015    EUR     69.75
AXA SA                         1.24                 EUR     70.42
Afren PLC                      6.63    12/9/2020    USD      5.00
CGG SA                         6.88    1/15/2022    USD     57.75
Heta Asset Resolution AG       2.75     8/9/2016    CHF     62.99
Air France-KLM                 2.03    2/15/2023    EUR     10.25
Hema Bondco I BV               5.21    6/15/2019    EUR     65.99
Eurobank Ergasias SA           1.57     6/8/2017    EUR     35.63
Mriya Agro Holding PLC         9.45    4/19/2018    USD     15.00
Candyking Holding AB           5.00    1/29/2018    SEK     50.13
Abengoa Greenfield SA          6.50    10/1/2019    USD     40.18
Olympic Ship AS                7.22    9/21/2017    NOK     54.75
Alcatel-Lucent                 0.13    1/30/2020    EUR      4.37
Santander Finance Preferred    1.05                 EUR     60.13
Paragon Offshore PLC           6.75    7/15/2022    USD     16.75
Tonon Luxembourg SA           10.50    5/14/2024    USD     49.63
DTEK Finance PLC              10.38    3/28/2018    USD     46.00
Abengoa SA                     5.13     3/5/2017    USD     63.00
Singulus Technologies AG       7.75    3/23/2017    EUR     21.38
Transcapitalbank JSC Via Tr   10.00    9/18/2020    USD     65.00
World Wide Supply AS           7.75    5/26/2017    USD     35.00
City of Kyiv Via Kyiv Finan    9.38    7/11/2016    USD     68.25
Pierre & Vacances SA           3.50    10/1/2019    EUR     34.59
Asya Sukuk Co Ltd              7.50    3/28/2023    USD     74.95
Rothschilds Continuation Fi    1.29                 EUR     56.43
Afren PLC                     10.25     4/8/2019    USD      5.00
Atlantic Offshore AS           8.69    5/16/2018    NOK     42.77
BOA Offshore AS                7.93   12/18/2018    NOK     30.00
Abengoa Greenfield SA          6.50    10/1/2019    USD     40.00
Le Noble Age                   4.88     1/3/2016    EUR     22.48
IGas Energy PLC               10.00    3/22/2018    USD     74.87
Havila Shipping ASA            5.57    3/30/2017    NOK     62.50
Volstad Subsea AS              7.62     7/5/2016    NOK     71.25
Afren PLC                     11.50     2/1/2016    USD      4.75
WPE International Cooperati   10.38    9/30/2020    USD      8.06
CHC Helicopter SA              9.38     6/1/2021    USD     50.00
BOA OCV AS                     6.75    10/7/2019    NOK     61.25
Tullow Oil PLC                 6.00    11/1/2020    USD     76.00
Banco Bilbao Vizcaya Argent    1.27                 EUR     74.15
Rothschilds Continuation Fi    0.81                 USD     50.79
Virgolino de Oliveira Finan   10.50    1/28/2018    USD      1.15
HSBC Bank PLC                  0.81                 USD     56.65
Privatbank CJSC Via UK SPV    10.88    2/28/2018    USD     64.00
CNP Assurances                 1.18                 EUR     56.89
Caisse Federale du Credit M    1.17                 EUR     59.01
E Forland AS                   7.89     9/4/2018    NOK     64.50
Orpea                          1.75     1/1/2020    EUR     73.75
Espirito Santo Financial Gr    6.88   10/21/2019    EUR      0.35
OSX 3 Leasing BV              13.00    3/20/2015    USD     48.50
Farstad Shipping ASA           5.42    2/15/2017    NOK     52.25
First Ukrainian Internation   11.00   12/31/2018    USD     65.40
Etablissements Maurel et Pr    2.75     7/1/2021    EUR      8.12
Island Offshore Shipholding    6.37     4/5/2016    NOK     70.06
BPCE SA                        0.95                 EUR     62.90
Lambay Capital Securities P    6.25                 GBP      1.73
Elli Investments Ltd          12.25    6/15/2020    GBP     39.19
Danske Bank Oyj                1.15                 EUR     62.35
ESFIL-Espirito Santo Financ    5.25    6/12/2015    EUR      0.40
Havila Shipping ASA            8.60    3/30/2017    NOK     55.00
Far East Capital Ltd SA        8.75     5/2/2020    USD     61.50
Olympic Ship AS                6.18    6/18/2019    NOK     44.75
Caixa Terrassa Societat de     1.18                 EUR     59.17
Fred Olsen Energy ASA          4.16    2/28/2019    NOK     63.25
Farstad Shipping ASA           4.55    5/29/2018    NOK     46.25
Commercial Bank Privatbank     5.80     2/9/2016    USD     59.63
Credit Mutuel Arkea SA         1.33                 EUR     60.50
Region of Abruzzo Italy        0.44    11/7/2036    EUR     60.90
Norske Skog Holding AS         8.00    2/24/2021    EUR     43.01
Sidetur Finance BV            10.00    4/20/2016    USD      6.50
Praktiker AG                   5.88    2/10/2016    EUR      0.17
KCA Deutag UK Finance PLC      7.25    5/15/2021    USD     73.25
HSBC Bank PLC                  0.75                 USD     59.07
Ferrexpo Finance PLC          10.38     4/7/2019    USD     64.16
Alno AG                        8.50    5/14/2018    EUR     73.38
Banca delle Marche SpA         1.06   12/22/2015    EUR     30.25
Santander International Pre    2.00                 USD     44.63
Pescanova SA                   5.13    4/20/2017    EUR      2.64
Talvivaara Mining Co PLC       4.00   12/16/2015    EUR      0.81
Tullow Oil PLC                 6.25    4/15/2022    USD     75.75
Jyske Bank A/S                 1.38                 EUR     61.20
Rem Offshore ASA               6.92    3/14/2018    NOK     45.38
Scandinavian Airlines Syste    2.38                 CHF     30.50
Novo Banco SA                  3.50     1/2/2043    EUR     68.35
Heta Asset Resolution AG       0.03    5/31/2016    EUR     63.43
Rem Offshore ASA               6.45    9/25/2019    NOK     39.63
Ageasfinlux SA                 1.33                 EUR     63.43
Banco Espirito Santo SA        2.61                 EUR      8.38
Econocom Group SA/NV           1.50    1/15/2019    EUR     11.43
HSBC Bank PLC                  0.60                 USD     56.83
EDOB Abwicklungs AG            7.50     4/1/2012    EUR      0.50
DOF ASA                        8.17    9/12/2019    NOK     62.00
ATF Capital BV                10.00                 USD     64.00
Metinvest BV                  10.50   11/28/2017    USD     60.73
Aegon NV                       1.51                 NLG     56.00
Sydbank A/S                    1.14                 EUR     61.13
Norwegian Energy Co ASA        6.50     3/6/2018    NOK     67.38
Dolphin Group AS               8.65     3/5/2019    NOK     26.75
OGX Austria GmbH               8.38     4/1/2022    USD      0.01
Codere Finance Luxembourg S    8.25    6/15/2015    EUR     72.50
Finance and Credit Bank JSC    9.25    1/25/2019    USD      9.63
Transaero Airlines            12.00   10/25/2018    RUB      3.26
Banco Espanol de Credito SA    0.61                 EUR     63.97
Aralco Finance SA             10.13     5/7/2020    USD      1.20
BLT Finance BV                 7.50    5/15/2014    USD      5.00
Phosphorus Holdco PLC         10.00     4/1/2019    GBP      1.82
Union Fenosa Preferentes SA    1.61                 EUR     67.83
Ukreximbank Via Biz Finance    7.51     2/9/2023    USD     71.12
Mriya Agro Holding PLC        10.95    3/30/2016    USD     14.23
Nexity SA                      0.63     1/1/2020    EUR     49.07
syncreon Group BV / syncreo    8.63    11/1/2021    USD     75.00
DOF ASA                        5.99     2/7/2018    NOK     62.00
Nexans SA                      4.00     1/1/2016    EUR     55.07
Corporate Commercial Bank A    8.25     8/8/2014    USD      1.00
CSN Resources SA               6.50    7/21/2020    USD     50.00
Gol LuxCo SA                   8.88    1/24/2022    USD     50.50
Assystem                       4.50                 EUR     27.54
Vedanta Resources PLC          7.13    5/31/2023    USD     75.00
CIMPOR Financial Operations    5.75    7/17/2024    USD     70.50
Abengoa Finance SAU            6.00    3/31/2021    EUR     43.84
Societe Air France SA          2.75     4/1/2020    EUR     20.37
Songa Offshore                 8.40    5/17/2018    NOK     68.10
Offshore Drilling Holding S    8.38    9/20/2020    USD     70.50
Takko Luxembourg 2 SCA         6.95    4/15/2019    EUR     58.84
Popular Capital SA             1.12                 EUR     51.00
Alpha Credit Group PLC         1.68     2/1/2017    EUR     20.13
Solstad Offshore ASA           4.70    6/24/2019    NOK     62.00
Hybrid Raising GmbH            6.63                 EUR     11.63
Virgolino de Oliveira Finan   11.75     2/9/2022    USD      1.00
Eramet                         5.10    5/28/2026    EUR     74.63
Capital Raising GmbH           7.50                 EUR     10.62
Viking Supply Ships AS         9.45    3/21/2017    NOK     60.00
NIBC Bank NV                   2.13                 USD     65.17
Island Drilling Co ASA         9.50     4/3/2018    USD     35.88
Vseukrainsky Aktsinerny Ban   10.90    6/14/2019    USD      1.63
National Westminster Bank P    0.81                 USD     61.13
Barclays Bank PLC              0.35   12/28/2040    EUR     67.42
Barclays Bank PLC              1.56                 GBP     68.42
Commerzbank Holdings UK Ltd    0.81                 USD     62.67
EnQuest PLC                    7.00    4/15/2022    USD     65.00
Dolphin Group AS               8.97    2/14/2018    NOK     34.88
Global PVQ SE                  6.75   10/21/2015    EUR      0.96
Phones4u Finance PLC           9.50     4/1/2018    GBP     37.25
Bank Nadra via NDR Finance     8.25    7/31/2018    USD      5.67
Pacific Drilling SA            5.38     6/1/2020    USD     63.00
Standard Chartered PLC         0.56                 USD     56.00
Paragon Offshore PLC           7.25    8/15/2024    USD     15.00
Abengoa Finance SAU            8.88     2/5/2018    EUR     56.00
Petrol AD                      8.38    1/26/2017    EUR     15.00
GNB - Cia de Seguros de Vid    2.16   12/19/2022    EUR     74.00
Ajecorp BV                     6.50    5/14/2022    USD     50.19
Lehman Brothers UK Capital     5.13                 EUR      0.05
Pescanova SA                   8.75    2/17/2019    EUR      2.60
Sazka AS                       9.00    7/12/2021    EUR      4.71
Barclays Bank PLC              0.69                 USD     50.00
Transaero Airlines            12.50   12/20/2016    RUB      4.08
Electromagnetic Geoservices    7.05    6/27/2016    NOK     60.20
Eniro AB                       6.00    4/14/2020    SEK     47.05
Brunswick Rail Finance Ltd     6.50    11/1/2017    USD     42.00
Jyske Bank A/S                 1.13                 EUR     60.67
Tonon Luxembourg SA           10.50    5/14/2024    USD     51.50
Belfius Bank SA/NV             1.93                 FRF     69.00
Heta Asset Resolution AG       0.74    1/24/2017    EUR     16.00
Agroton Public Ltd             6.00    7/14/2019    USD     10.38
IKB Deutsche Industriebank     5.63    3/31/2017    EUR     21.00
Oi Brasil Holdings Cooperat    5.63    6/22/2021    EUR     65.67
International Industrial Ba    9.00     7/6/2011    EUR      0.46
Abengoa Finance SAU            7.00    4/15/2020    EUR     49.25
Lehman Brothers Treasury Co    6.00    11/2/2035    EUR     16.25
Eidesvik Offshore ASA          5.69    5/22/2018    NOK     69.00
Hellenic Republic Governmen    5.20    7/17/2034    EUR     72.88
Alpha Credit Group PLC         6.00    5/20/2017    EUR     80.00
Touax SA                       6.00    7/10/2020    EUR     18.90
Koninklijke Luchtvaart Maat    0.75                 CHF     35.00
BNP Paribas SA                 0.61                 USD     60.16
NIBC Bank NV                   0.67                 EUR     55.50
Ekotechnika GmbH               9.75    5/10/2018    EUR      9.25
QGOG Constellation SA          6.25    11/9/2019    USD     43.00
Laurel GmbH                    7.13   11/16/2017    EUR     22.63
Songa Offshore                 7.50   12/11/2018    NOK     70.13
Noreco Norway AS               6.50     3/6/2018    NOK     65.13
Espirito Santo Financial Gr    3.13    12/2/2018    EUR      0.83
Hellenic Bank PCL             10.00                 EUR     47.75
SNS Bank NV                    6.25   10/26/2020    EUR      2.52
Barclays Bank PLC              0.69                 USD     50.00
Dexia Credit Local SA          4.30                 EUR      9.13
Dexia SA                       4.89                 EUR     15.25
Windreich GmbH                 6.50    7/15/2016    EUR     10.88
JZ Capital Partners Ltd        6.00    7/30/2021    GBP     10.55
Algeco Scotsman Global Fina   10.75   10/15/2019    USD     56.63
Cirio Holding Luxembourg SA    6.25    2/16/2004    EUR      2.13
Barclays Bank PLC              2.75    3/21/2033    USD     65.25
BDT Media Automation GmbH      8.13    10/9/2017    EUR     63.75
Cooperatieve Centrale Raiff    0.50   11/26/2021    ZAR     58.84
Lloyds Bank PLC                2.33    1/31/2033    USD     66.25
Pohjola Bank Oyj               0.64                 EUR     67.38
Lloyds Bank PLC                0.63                 USD     60.54
Teksid Aluminum Luxembourg    11.38    7/15/2011    EUR      0.12
Royal Bank of Scotland Grou    0.69                 USD     61.60
Barclays Bank PLC              0.75                 USD     50.00
Heta Asset Resolution AG       1.91    9/29/2016    JPY     61.50
RENE LEZARD Mode GmbH          7.25   11/25/2017    EUR     28.90
Grupo Isolux Corsan Finance    6.63    4/15/2021    EUR     46.50
Minicentrales Dos SA           6.45    4/14/2028    EUR     62.00
Heta Asset Resolution AG       0.07    5/31/2016    EUR     63.31
Dannemora Mineral AB          11.75    3/22/2016    USD      1.00
Travel24.com AG                7.50    9/17/2017    EUR     39.00
Air Berlin Finance BV          1.50    4/11/2027    EUR     50.00
IGas Energy PLC               10.00   12/11/2018    USD     60.00
PA Resources AB               13.50     3/3/2016    SEK      5.13
International Industrial Ba   11.00    2/19/2013    USD      0.21
Barclays Bank PLC              1.95    5/31/2033    USD     66.15
Den Norske Creditbank          0.63                 USD     61.44
OGX Austria GmbH               8.50     6/1/2018    USD      0.05
Abengoa Greenfield SA          5.50    10/1/2019    EUR     40.17
Deutsche Bank AG/London        5.65    6/30/2034    USD     73.00
Abengoa SA                     6.25    1/17/2019    EUR     44.45
More & More AG                 8.13    6/11/2018    EUR     33.25
Royal Bank of Scotland PLC/    4.23   11/16/2030    USD     74.25
Russian Standard Bank Via R   13.00    4/10/2020    USD     34.88
Virgolino de Oliveira Finan   10.88    1/13/2020    USD     19.25
Cirio Finance Luxembourg SA    7.50    11/3/2002    EUR      8.13
Cirio Finanziaria SpA          8.00   12/21/2005    EUR      2.06
Indo Energy Finance II BV      6.38    1/24/2023    USD     51.00
Hema Bondco I BV               5.21    6/15/2019    EUR     65.90
Novo Banco SA                  3.50    1/23/2043    EUR     68.46
Lloyds Bank PLC                1.45    4/26/2033    USD     68.00
Breeze Finance SA              6.71    4/19/2027    EUR     39.00
Lloyds Bank PLC                0.69                 USD     60.25
Novo Banco SA                  3.50    2/19/2043    EUR     69.00
National Westminster Bank P    0.75                 USD     61.18
Standard Chartered PLC         0.81                 GBP     59.38
UniCredit Bank Austria AG      0.55   12/27/2026    EUR     73.00
Barclays Bank PLC              2.77    3/28/2033    USD     68.00
LBI HF                         6.10    8/25/2011    USD     10.65
Hellas Telecommunications L    8.50   10/15/2013    EUR      0.01
Volstad Shipping AS            7.15    5/30/2018    NOK     60.11
Hema Bondco II BV              8.50   12/15/2019    EUR     42.50
Kaupthing Bank Hf              9.00                 USD      0.13
Afren PLC                      6.63    12/9/2020    USD      5.00
Talvivaara Mining Co PLC       9.75     4/4/2017    EUR      0.09
Ferrexpo Finance PLC          10.38     4/7/2019    USD     64.00
Kommunalkredit Austria AG      0.56   10/25/2021    EUR     48.88
KPNQwest NV                   10.00    3/15/2012    EUR      0.50
Andrade Gutierrez Internati    4.00    4/30/2018    USD     63.75
Bank of Scotland PLC           0.63                 USD     60.25
Indo Energy Finance BV         7.00     5/7/2018    USD     54.00
Afren PLC                     10.25     4/8/2019    USD      1.82
Nordea Bank Norge ASA          0.56                 USD     62.80
DOF ASA                        8.49     2/7/2017    NOK     73.00
AgroGeneration                 8.00     4/1/2019    EUR     72.21
Lloyds Bank PLC                0.50                 USD     60.42
Rena GmbH                      8.25    7/11/2018    EUR      8.63
Norske Skog Holding AS         8.00    2/24/2023    USD     40.75
Kezizalog Zrt                  7.75    10/1/2018    EUR      0.66
Societe Alsacienne et Lorra    1.63     1/1/2022    EUR     60.01
BNP Paribas SA                 2.24    4/30/2033    USD     65.00
Hamburgische Landesbank Gir    0.36    1/22/2041    EUR     59.63
IT Holding Finance SA          9.88   11/15/2012    EUR      0.10
Bulgaria Steel Finance BV     12.00     5/4/2013    EUR      0.02
Hema Bondco I BV               6.25    6/15/2019    EUR     69.46
Standard Chartered PLC         0.59                 USD     59.00
Societe Generale SA            0.50                 USD     61.78
National Westminster Bank P    0.63                 USD     61.55
Rena GmbH                      7.00   12/15/2015    EUR      8.63
Paragon Offshore PLC           6.75    7/15/2022    USD     22.60
Waste Italia SpA              10.50   11/15/2019    EUR     62.13
Dexia Kommunalbank Deutschl    5.63   12/31/2017    EUR     15.00
Alpine Holding GmbH            6.00    5/22/2017    EUR      0.00
Lehman Brothers Treasury Co    6.00    2/15/2035    EUR     14.88
OGX Austria GmbH               8.38     4/1/2022    USD      0.00
Western Bulk ASA               7.87    4/19/2017    NOK     72.06
eno energy GmbH                7.38    6/30/2016    EUR     67.35
MS Deutschland Beteiligungs    6.88   12/18/2017    EUR     15.90
TGC-2 OJSC                    12.00   10/10/2018    RUB     56.04
Heta Asset Resolution AG       5.92    2/22/2022    EUR     17.38
Lehman Brothers UK Capital     5.75                 EUR      0.00
Codere Finance Luxembourg S    9.25    2/15/2019    USD     72.25
DNB Bank ASA                   0.69                 USD     62.06
LBI HF                         6.25                 EUR      0.00
Codere Finance Luxembourg S    9.25    2/15/2019    USD     70.00
Ferrexpo Finance PLC          10.38     4/7/2019    USD     68.00
PA Resources AB               12.25     4/5/2016    NOK      5.00
Astana Finance BV              7.88     6/8/2010    EUR     16.00
Pescanova SA                   6.75     3/5/2015    EUR      2.68
Societe Generale SA            1.03                 EUR     68.00
Alpha Credit Group PLC         1.62     3/8/2017    EUR     10.38
Kaupthing Bank Hf              5.75    10/4/2011    USD     18.00
Norske Skogindustrier ASA      7.13   10/15/2033    USD     35.38
Cirio Del Monte NV             7.75    3/14/2005    EUR      2.76
Depfa Funding III LP           1.35                 EUR     56.80
Barclays Bank PLC              2.62    4/19/2033    USD     67.25
Espirito Santo Financial Gr    9.75   12/19/2025    EUR      1.50
Alpine Holding GmbH            5.25    6/10/2016    EUR      0.00
Afren PLC                     11.50     2/1/2016    USD      1.78
Espirito Santo Financial Po    5.13    5/30/2016    EUR      1.75
SiC Processing GmbH            7.13     3/1/2016    EUR      2.08
Rosselkhozbank OJSC           12.35    9/27/2017    RUB     60.89
Sonae SGPS SA                  1.65     6/9/2022    EUR     74.29
EFG International AG           0.71                 EUR     71.23
GNB - Cia de Seguros de Vid    3.46                 EUR     64.90
Ideal Standard Internationa   11.75     5/1/2018    EUR     29.38
Kerdos Group SA                8.00   12/15/2017    PLN     17.03
Lehman Brothers Treasury Co    7.25    10/5/2035    EUR     14.88
Glitnir HF                     6.69    6/15/2016    USD      0.02
Mifa Mitteldeutsche Fahrrad    7.50    8/12/2018    EUR      3.38
Danske Bank Oyj                1.56                 EUR     73.13
Karlie Group GmbH              6.75    6/25/2018    EUR     25.00
Petromena ASA                  9.75    5/24/2016    NOK      0.59
Golden Gate AG                 6.50   10/11/2014    EUR     46.20
Northland Resources AB         4.00   10/15/2020    USD      0.00
Takko Luxembourg 2 SCA         9.88    4/15/2019    EUR     64.00
CGG SA                         5.88    5/15/2020    EUR     71.50
Magnit PJSC                   11.60    7/16/2020    RUB    100.10
Espirito Santo Financial Gr    5.05   11/15/2025    EUR      1.76
Artea                          6.00     8/4/2019    EUR     14.81
Kaupthing Bank Hf              7.63    2/28/2015    USD     18.00
Hypo Tirol Bank AG             0.41    7/23/2026    EUR     55.13
Kaupthing Bank Hf              7.13    5/19/2016    USD      0.00
Minicentrales Dos SA           4.81   11/29/2034    EUR     70.50
getgoods.de AG                 7.75    10/2/2017    EUR      5.38
Heta Asset Resolution AG       4.35    11/3/2016    EUR     17.38
Santander Finance Capital S    2.00                 EUR     29.63
Piraeus Group Finance PLC      2.23   10/27/2034    EUR     35.00
Novo Banco SA                  3.50    3/18/2043    EUR     68.74
Global PVQ Netherlands B.V.    5.75    5/26/2014    EUR     27.13
Gunther Zamek Produktions-U    7.75    5/15/2017    EUR      1.70
Windreich GmbH                 6.50     3/1/2015    EUR     10.88
Heta Asset Resolution AG       4.63     3/4/2018    EUR     63.25
Banco Espirito Santo SA        0.13                 EUR     14.00
Sairgroup Finance BV           4.38     6/8/2006    EUR     16.63
Mox Telecom AG                 7.25    11/2/2017    EUR      2.99
Standard Chartered PLC         0.69                 USD     59.30
Matalan Finance PLC            8.88     6/1/2020    GBP     64.88
CGG SA                         6.88    1/15/2022    USD     57.63
Frey                           6.00   11/15/2022    EUR     22.50
Saphir Finance PLC             6.85                 GBP      1.38
Heta Asset Resolution AG       0.17     4/9/2043    EUR     60.00
Portigon AG                    7.46   12/31/2019    EUR     16.46
KCA Deutag UK Finance PLC      7.25    5/15/2021    USD     72.25
Abanka Vipa DD Via Afinance    1.88                 EUR      0.44
Exane Finance                  5.00   12/20/2019    SEK     62.95
SNS Bank NV                    6.63    5/14/2018    EUR      2.52
Del Monte Finance Luxembour    6.63    5/24/2006    EUR      8.07
EXER D GmbH                    5.70     2/1/2016    EUR     40.10
DF Deutsche Forfait AG         7.88    5/27/2020    EUR     15.00
Heta Asset Resolution AG       0.75    5/31/2016    EUR     63.25
PNE Wind AG                    3.75   10/10/2019    EUR      3.00
Burovoya Kompaniya Eurasia     8.40    6/20/2018    RUB     96.02
Russian Railways JSC          11.75     5/3/2030    RUB    100.92
Banco Espirito Santo SA        2.81                 EUR     14.33
DTEK Finance PLC               7.88     4/4/2018    USD     44.00
Glitnir HF                     6.00     3/5/2012    GBP     27.13
Eramet                         5.29    4/22/2026    EUR     73.13
City of Kyiv Via Kyiv Finan    9.38    7/11/2016    USD     68.25
Comfeed Finance BV             6.00     5/2/2018    USD     71.38
friedola Gebr Holzapfel Gmb    7.25    4/11/2017    EUR     22.63
Hellenic Republic Governmen    2.09    7/25/2057    EUR     30.50
Heta Asset Resolution AG       0.42   12/18/2030    EUR     18.38
Standard Chartered PLC         0.65                 USD     58.95
Assystem                       4.00     1/1/2017    EUR     22.85
UniCredit Bank Austria AG      0.46   12/31/2031    EUR     70.63
SU-155 KAPITAL OOO            13.25    2/23/2016    RUB     20.00
Heta Asset Resolution AG       0.03    1/24/2017    EUR     63.50
Deutsche Bank AG/London        1.97    1/31/2033    USD     62.00
Equity Release Funding No 3    1.98    4/26/2038    GBP     72.50
Immigon Portfolioabbau AG      0.71    6/18/2018    EUR     66.63
IKB Deutsche Industriebank     4.70    3/31/2017    EUR     22.65
Lehman Brothers Treasury Co    7.00    5/17/2035    EUR     14.88
Norske Skog Holding AS         8.00    2/24/2023    USD     40.75
LBI HF                         7.43                 USD      0.00
Northland Resources AB        15.00    7/15/2019    USD      1.00
Lloyds Bank PLC                2.01    2/22/2033    USD     68.50
A-TEC Industries AG            8.75   10/27/2014    EUR      2.00
CARPEVIGO AG                   8.25    6/30/2016    EUR     30.00
Strenesse AG                   9.00    3/15/2017    EUR     47.00
SAG Solarstrom AG              6.25   12/14/2015    EUR     45.00
Mechel                        15.00    8/25/2020    RUB     65.03
KA Finanz AG                   5.43    2/13/2024    EUR     60.13
Codere Finance Luxembourg S    8.25    6/15/2015    EUR     72.13
Depfa Funding II LP            6.50                 EUR     57.38
Virgolino de Oliveira Finan   10.50    1/28/2018    USD      1.35
CRC Breeze Finance SA          6.11     5/8/2016    EUR     54.38
UKRLANDFARMING PLC            10.88    3/26/2018    USD     44.75
Kaupthing Bank Hf              5.75    10/4/2011    USD     18.00
Heta Asset Resolution AG       4.25    5/31/2016    EUR     63.25
APP International Finance C   11.75    10/1/2005    USD      4.00
Heta Asset Resolution AG       0.25    9/26/2043    EUR     63.50
Lehman Brothers Treasury Co    5.00    9/22/2014    EUR     14.88
KA Finanz AG                   4.90    6/23/2031    EUR     63.50
Region of Molise Italy         0.45   12/15/2033    EUR     67.40
IM Skaugen SE                 10.11    4/11/2017    NOK     45.00
Aralco Finance SA             10.13     5/7/2020    USD      2.69
IM Skaugen SE                  9.42    6/30/2016    NOK     45.25
Heta Asset Resolution AG       5.73   12/10/2021    EUR     16.88
Den Norske Creditbank          0.71                 USD     61.91
Solarworld AG                  6.13    1/21/2017    EUR     31.13
Mechel                         8.40    5/27/2021    RUB     54.70
Cooperatieve Centrale Raiff    0.50    7/30/2043    MXN     14.23
Sidetur Finance BV            10.00    4/20/2016    USD      4.95
Lehman Brothers Treasury Co    2.88    3/14/2013    CHF     16.25
Societe Generale SA            7.72                 EUR     74.13
SV Patrimonia                  4.00    4/19/2016    EUR     74.00
Comune di Verona               0.18    12/1/2026    EUR     65.02
Kaupthing Bank Hf              5.25    7/18/2017    BGN     18.00
State of Carinthia             0.78    7/20/2017    CHF      0.20
Credit Suisse AG/Guernsey      0.63                 USD     60.46
Mechel                        15.00    8/25/2020    RUB     65.03
Club Mediterranee SA           6.11    11/1/2015    EUR     16.05
DekaBank Deutsche Girozentr    2.67    11/7/2016    EUR     73.04
Bank Nederlandse Gemeenten     0.50     8/9/2022    MXN     70.20
Lehman Brothers Treasury Co    5.00    3/18/2015    EUR     14.88
Cyprus Popular Bank PCL        1.72    5/26/2016    EUR      1.83
Depfa Funding IV LP            5.03                 EUR     56.75
Nota-Bank OJSC                13.50     4/1/2016    RUB     40.00
Locko-Bank ZAO                13.75     4/2/2020    RUB     60.61
Region of Abruzzo Italy        0.28    11/7/2031    EUR     72.58
Metinvest BV                  10.50   11/28/2017    USD     62.50
Cooperatieve Centrale Raiff    0.50   11/30/2027    MXN     44.64
Piraeus Bank SA                0.89     2/9/2017    EUR     73.93
Nota-Bank OJSC                13.50   10/13/2016    RUB     28.56
Banco Pinto & Sotto Mayor      0.95                 EUR     35.00
Heta Asset Resolution AG       0.20     4/2/2018    EUR     63.50
ADLER Real Estate AG           6.00    6/30/2017    EUR     12.50
Northland Resources AB         4.00   10/15/2020    NOK      0.00
Lehman Brothers Treasury Co    8.25    3/16/2035    EUR     14.88
UniCredit Bank Austria AG      0.49    8/20/2033    EUR     59.00
Mriya Agro Holding PLC         9.45    4/19/2018    USD     15.63
Global PVQ Netherlands B.V.    5.75    5/26/2014    EUR     27.00
Governo Portugues Consolida    3.00                 EUR     73.00
HBOS PLC                       5.75                 GBP     75.13
Jasper Explorer PLC           13.50    5/27/2016    USD      5.25
Accentro Real Estate AG        6.25    3/27/2019    EUR      2.81
Solarworld AG                  6.38    7/13/2016    EUR     31.13
La Veggia Finance SPA          7.13   11/14/2004    EUR      0.00
Deutsche Morgan Grenfell Gr    0.81                 USD     59.09
Deutsche Bank AG               3.20    3/22/2016    EUR     51.60
Immigon Portfolioabbau AG      3.55    4/12/2022    EUR     74.70
Metinvest BV                   8.75    2/14/2018    USD     56.05
Heta Asset Resolution AG       0.54   11/29/2032    EUR     16.88
CBo Territoria                 6.00     1/1/2020    EUR      3.91
Cooperatieve Centrale Raiff    0.50   10/30/2043    MXN     14.01
Alpine Holding GmbH            5.25     7/1/2015    EUR      0.00
Finmek International SA        7.00    12/3/2004    EUR      0.13
KPNQwest NV                    7.13     6/1/2009    EUR      0.50
Privatbank CJSC Via UK SPV    10.88    2/28/2018    USD     60.50
Kommunekredit                  0.50   10/22/2019    BRL     58.82
UniCredit Bank Austria AG      0.44   12/27/2031    EUR     63.50
Banque Cantonale Vaudoise      6.00    5/26/2016    CHF     46.84
Region of Piemont Italy        0.21   11/27/2036    EUR     62.68
Svensk Exportkredit AB         0.50    1/31/2022    ZAR     55.32
Norske Skogindustrier ASA     11.75    6/15/2016    EUR     76.38
Heta Asset Resolution AG       7.50    5/27/2024    ATS     16.88
Banco Pastor SA                2.37                 EUR     63.25
Svensk Exportkredit AB         0.50    3/28/2029    AUD     69.10
Lenta LLC                     12.40    7/24/2025    RUB     99.50
Solon SE                       1.38    12/6/2012    EUR      0.33
Kaupthing Bank Hf              7.50     2/1/2045    USD      0.00
Commerzbank AG                 5.00    9/27/2019    EUR     34.50
Banco Espirito Santo SA       10.00    12/6/2021    EUR      2.68
KPNQwest NV                    8.88     2/1/2008    EUR      0.50
Raiffeisen Bank Internation    4.50    9/28/2035    EUR     65.63
Kommunekredit                  0.50   12/14/2020    ZAR     63.53
Deutsche Bank AG/London        0.50    10/5/2021    IDR     47.29
Global PVQ Netherlands B.V.    1.38    4/30/2012    EUR     27.13
Royal Bank of Scotland Grou    4.24    1/12/2046    EUR     71.88
DEIKON GmbH                    1.00   11/16/2016    EUR     37.50
Heta Asset Resolution AG       0.27    9/11/2017    EUR     17.13
A-TEC Industries AG            2.75    5/10/2014    EUR      2.00
Lehman Brothers Treasury Co    5.10     5/8/2017    HKD     14.88
Nationwide Building Society    1.09                 GBP     70.00
Orient Express Bank OJSC      13.60     8/9/2018    RUB     41.00
LBI HF                         6.10    8/25/2011    USD     10.88
Metinvest BV                  10.25    1/31/2016    USD     72.00
LBI HF                         3.00    12/7/2010    CHF      8.50
Norske Skogindustrier ASA      7.13   10/15/2033    USD     35.38
Dexia Kommunalbank Deutschl    4.88   12/31/2016    EUR     23.00
TAG Immobilien AG              6.50   12/10/2015    EUR     11.86
Gazprom PAO                   17.40   10/21/2043    RUB      4.92
Governo Portugues Consolida    2.75                 EUR     63.00
Heta Asset Resolution AG       3.72    3/15/2017    EUR     63.50
CHC Helicopter SA              9.25   10/15/2020    USD     61.75
IT Holding Finance SA          9.88   11/15/2012    EUR      0.10
IVG Immobilien AG              5.77                 EUR      0.00
City of Kiev Ukraine Via CS    8.00    11/6/2015    USD     69.88
Deutsche Bank AG/London        0.50     3/9/2018    BRL #N/A N/A
Eurobank Ergasias SA           1.31    6/20/2017    EUR     75.03
Norske Skog Holding AS         8.00    2/24/2021    EUR     43.00
Banca delle Marche SpA         7.75    6/30/2018    EUR     20.13
BLT Finance BV                12.00    2/10/2015    USD     10.50
Bank Nederlandse Gemeenten     0.50     6/7/2022    ZAR     57.61
Santander Finance Capital S    2.00                 EUR     31.50
Kerdos Group SA                8.00     3/9/2018    PLN     60.01
LBI HF                         2.25    2/14/2011    CHF      8.50
Bremer Landesbank Kreditans    0.41     4/5/2041    EUR     72.84
Banca delle Marche SpA         8.00    6/30/2018    EUR     20.13
Petromena ASA                 10.85   11/19/2014    USD      0.59
Kaupthing Bank Hf              6.13    10/4/2016    USD     18.00
Rosselkhozbank OJSC            7.90    9/18/2023    RUB     70.01
Piraeus Bank SA                0.90   12/27/2016    EUR     76.15
Russian Railways JSC          12.40    5/30/2040    RUB     11.43
Allied Irish Banks PLC         5.25    3/10/2035    GBP     26.50
Heta Asset Resolution AG       4.88    9/18/2017    EUR     17.13
LBBW                           4.00    4/22/2016    EUR     54.10
Kaupthing Bank Hf              6.13    10/4/2016    USD     18.00
Cooperatieve Centrale Raiff    0.50    1/31/2033    MXN     28.95
UniCredit Bank Austria AG      0.47   10/31/2031    EUR     67.50
Far East Capital Ltd SA        8.75     5/2/2020    USD     58.00
Atari SA                       7.50    2/17/2020    EUR      0.22
Landesbank Hessen-Thueringe    0.39     5/3/2041    EUR     71.48
Heta Asset Resolution AG       4.54    9/22/2017    EUR     63.50
Republika Srpska              11.50    9/25/2026    BAM     70.01
SU-155 KAPITAL OOO            13.25    2/23/2016    RUB     18.00
Astana Finance BV              9.00   11/16/2011    USD     16.00
Seabird Exploration PLC        6.00   12/18/2015    USD     27.00
Banca delle Marche SpA         6.00     5/8/2018    EUR     20.13
OT-Optima Telekom DD           5.25    5/30/2022    HRK     50.00
Hellenic Republic Governmen    2.27     2/7/2022    EUR     72.10
Ukreximbank Via Biz Finance    7.51     2/9/2023    USD     71.00
Virgolino de Oliveira Finan   10.88    1/13/2020    USD     17.50
ffk environment GmbH           7.25     6/1/2016    EUR      3.00
Commerzbank AG                 5.00    3/24/2016    EUR     74.39
Province of Milan Italy        0.30   12/22/2033    EUR     71.57
Lehman Brothers Treasury Co    4.00    2/16/2017    EUR     16.25
Elli Investments Ltd          12.25    6/15/2020    GBP     39.38
Heckler & Koch GmbH            9.50    5/15/2018    EUR     73.88
Takko Luxembourg 2 SCA         6.95    4/15/2019    EUR     59.38
Lehman Brothers Treasury Co    8.25    12/3/2015    EUR     14.88
Landesbank Hessen-Thueringe    3.20     8/2/2016    EUR     53.00
Virgolino de Oliveira Finan   11.75     2/9/2022    USD      1.09
Bank Nederlandse Gemeenten     0.50    5/12/2021    ZAR     63.67
Phones4u Finance PLC           9.50     4/1/2018    GBP     37.25
ECM Real Estate Investments    5.00    10/9/2011    EUR     10.38
Hamburgische Landesbank Gir    0.36   10/30/2040    EUR     75.05
Far East Capital Ltd SA        8.00     5/2/2018    USD     60.00
Alpha Credit Group PLC         1.98     2/1/2017    EUR     80.00
OAS Investments GmbH           8.25   10/19/2019    USD      9.38
Rusfinans Bank OOO            12.00    6/30/2020    RUB     60.07
wige MEDIA AG                  6.00    3/17/2019    EUR      1.90
Heta Asset Resolution AG       0.24    8/12/2017    EUR     63.50
Allied Irish Banks PLC         0.73   10/24/2035    EUR     23.13
Sairgroup Finance BV           6.63    10/6/2010    EUR     16.50
Lehman Brothers Treasury Co    6.65    8/24/2011    AUD     14.88
Heta Asset Resolution AG       5.27     4/7/2028    EUR     16.88
ADLER Real Estate AG           6.00   12/27/2018    EUR     11.50
Raiffeisenlandesbank Nieder    4.00    6/28/2023    EUR     75.13
Global PVQ Netherlands B.V.    1.38    4/30/2012    EUR     27.38
Alpha Credit Group PLC         0.47    2/21/2021    EUR     80.00
Atari SA                       0.10     4/1/2020    EUR      2.41
Lehman Brothers Treasury Co    5.00    2/16/2015    EUR     14.88
Heta Asset Resolution AG       0.13    2/17/2017    EUR     63.50
DekaBank Deutsche Girozentr    5.55   11/20/2015    EUR     55.10
Kommunalbanken AS              0.50     3/2/2018    BRL     74.45
HSBC Bank PLC                  0.50     4/3/2023    AUD     74.30
DeltaCredit Bank              12.10    7/28/2025    RUB     60.00
Marine Subsea AS               9.00   12/16/2019    USD      0.50
Moscow United Electric Grid   13.20    4/23/2025    RUB     62.00
LBBW                           5.65    11/6/2015    EUR     51.19
Breeze Finance SA             11.75    4/19/2027    EUR      3.00
Solen AG                       7.50     4/8/2016    EUR      2.00
Societe Generale SA            2.21    2/28/2033    USD     69.25
CHC Helicopter SA              9.25   10/15/2020    USD     61.75
Centrosolar Group AG           7.00    2/15/2016    EUR      2.15
LBBW                           5.00    3/24/2016    EUR     72.94
HSBC Bank PLC                  0.50    2/24/2023    AUD     75.19
Heta Asset Resolution AG       0.37    3/29/2017    EUR     63.50
Lehman Brothers Treasury Co    6.00    3/18/2015    USD     14.88
Montepio Holding SGPS SA       5.00                 EUR     50.00
Mriya Agro Holding PLC        10.95    3/30/2016    USD     15.63
hkw personalkonzepte GmbH      8.25   11/15/2016    EUR      2.03
Svensk Exportkredit AB         0.50    3/19/2018    IDR     73.89
HSBC Bank PLC                  0.50    9/28/2018    IDR     72.49
Rostelecom PJSC                8.55    11/2/2017    RUB     60.00
Acron JSC                     13.60    5/18/2021    RUB    101.75
HSBC Trinkaus & Burkhardt A    5.10     6/2/2016    EUR     66.45
LBBW                           2.00    3/29/2016    EUR     67.98
Societe Generale SA            1.50   12/30/2032    USD     69.38
Lehman Brothers Treasury Co    5.25    5/26/2026    EUR      3.43
Banca delle Marche SpA         6.00    6/12/2018    EUR     20.13
BKN biostrom AG                7.50     6/5/2016    EUR      1.50
Heta Asset Resolution AG       1.64    6/30/2019    CHF     63.50
Glitnir HF                     6.38    9/25/2012    USD     27.13
Lehman Brothers Treasury Co    4.50     5/2/2017    EUR      4.09
Municipality Finance PLC       0.50    7/30/2029    AUD     66.79
BLT Finance BV                 7.50    5/15/2014    USD      5.00
Kommunalbanken AS              0.50    5/27/2022    ZAR     56.56
Glitnir HF                     6.33    7/28/2011    USD     27.13
Magnit PJSC                    8.40    3/29/2016    RUB     80.01
Novolipetsk Steel OJSC        11.50    6/26/2025    RUB     60.03
Espirito Santo Financial Gr    5.05   11/15/2025    EUR      1.28
OL Groupe SA                   7.00   12/28/2015    EUR      7.49
BNP Paribas SA                 0.50    9/29/2029    AUD     60.89
Enemona AD-Kozloduy           10.00    4/28/2017    BGN      0.09
Spoldzielczy Bank Rzemiosla    5.05    3/29/2023    PLN     70.02
HSBC Trinkaus & Burkhardt A    5.03    3/24/2016    EUR     72.32
LBI HF                         4.65                 EUR      0.00
Absolut Bank PAO              11.50    7/27/2016    RUB     60.05
DEMIRE Real Estate AG          6.00   12/30/2018    EUR      3.60
Bank UralSib PJSC             14.00    8/25/2017    RUB     61.00
Societe Generale SA            0.50    5/30/2023    MXN     64.42
Lehman Brothers Treasury Co    3.03    1/31/2015    EUR      3.43
Lehman Brothers Treasury Co    4.00   10/24/2012    EUR      3.43
Municipality Finance PLC       0.50    3/28/2018    BRL     73.14
Raiffeisenlandesbank Nieder    4.40    4/17/2024    EUR     74.13
DeltaCredit Bank               8.65     7/4/2018    RUB     59.01
Heta Asset Resolution AG       3.42    11/7/2016    EUR     63.50
Heta Asset Resolution AG       0.21     4/9/2018    EUR     63.50
WGZ-Bank AG Westdeutsche Ge    4.05    12/9/2015    EUR     55.06
Cooperatieve Centrale Raiff    0.50   10/29/2027    MXN     44.13
Lehman Brothers Treasury Co   11.00   12/20/2017    AUD      3.43
Lehman Brothers Treasury Co    1.00     5/9/2012    EUR      3.43
HSBC Bank PLC                  0.50    7/30/2027    NZD     50.16
Heta Asset Resolution AG       0.24    3/12/2043    EUR     63.50
WPE International Cooperati   10.38    9/30/2020    USD      7.75
Lehman Brothers Treasury Co    4.00    12/2/2012    EUR      3.43
KA Finanz AG                   4.44   12/20/2030    EUR     61.13
Svensk Exportkredit AB         0.50    8/25/2021    ZAR     60.74
Lehman Brothers Treasury Co    6.00   10/30/2012    EUR      3.43
Banco Comercial Portugues S    5.00                 EUR     61.00
Heta Asset Resolution AG       0.09    1/24/2017    EUR     63.50
Societe Generale SA           13.56    5/26/2016    USD     71.78
Bank Nederlandse Gemeenten     0.50    7/12/2022    ZAR     54.76
Svensk Exportkredit AB         0.50    6/20/2029    AUD     66.55
Kerdos Group SA                8.00    3/31/2016    PLN     69.00
Banco Espirito Santo SA        1.52    5/27/2018    EUR      2.68
UniCredit Bank Austria AG      0.33    1/25/2031    EUR     69.50
Lehman Brothers Treasury Co    7.50     5/2/2017    EUR      3.43
DEIKON GmbH                    1.00     7/1/2016    EUR     18.06
Kerdos Group SA                8.00    4/30/2016    PLN     69.90
Nordea Bank Finland Abp        4.35    4/20/2020    SEK     75.00
Spoldzielczy Bank Rzemiosla    4.99     7/8/2021    PLN     65.50
Kommunekredit                  0.50    2/20/2020    BRL     55.95
WGF Westfaelische Grundbesi    6.35    12/1/2016    EUR      6.63
SAir Group                     6.25    4/12/2005    CHF     10.88
Freshwater Finance PLC         6.06   10/17/2036    GBP     61.50
Barclays Bank PLC              3.58    6/17/2033    USD     70.55
Heta Asset Resolution AG       5.80    6/17/2017    EUR     63.50
Barclays Bank PLC              8.10    4/15/2016    USD     63.00
AKB Peresvet ZAO              13.50     9/2/2020    RUB    100.00
Heta Asset Resolution AG       0.69    9/20/2017    EUR     16.88
Banca delle Marche SpA         7.20    6/30/2018    EUR     20.13
UTair-Finans OOO              13.00   11/13/2015    RUB     32.00
Exane Finance                  2.70    9/26/2016    USD     50.86
Oberoesterreichische Landes    0.38    11/6/2030    EUR     62.50
Mechel                         8.40     6/1/2021    RUB     54.55
Codere Finance Luxembourg S    8.25    6/15/2015    EUR     72.50
Lehman Brothers Treasury Co    8.00   10/17/2014    EUR      3.43
Landesbank Hessen-Thueringe    0.41    4/23/2041    EUR     70.63
Immigon Portfolioabbau AG      4.50     9/7/2020    EUR     25.00
Leonteq Securities AG         12.20     7/7/2016    USD     74.61
Russian Post FGUP              8.70   10/18/2019    RUB     99.30
Lehman Brothers Treasury Co    5.00    8/16/2017    EUR     14.88
Vontobel Financial Products    5.60   12/29/2015    EUR     42.91
Province of Brescia Italy      0.35    6/30/2036    EUR     67.42
Lehman Brothers Treasury Co    1.46    2/19/2012    JPY     14.88
Heta Asset Resolution AG       0.37    3/29/2017    EUR     63.50
Deutsche Bank AG               6.20    6/21/2016    EUR     49.50
HSBC Trinkaus & Burkhardt A    5.00     7/1/2016    EUR     48.44
Salvator Grundbesitz-AG        9.50   12/31/2021    EUR     11.00
Heta Asset Resolution AG       5.68     7/5/2017    EUR     63.50
NOVIKOMBANK ZAO               14.25    6/12/2020    RUB     60.34
Skue Sparebank                 2.27                 NOK     70.52
Russian Railways JSC           8.15     7/8/2024    RUB     93.51
Lehman Brothers Treasury Co    5.00     5/2/2022    EUR      3.43
SG Option Europe SA            7.00     5/5/2017    EUR     65.99
Deutsche Bank AG               6.20    1/19/2016    EUR     57.50
Hellenic Bank PCL             11.00                 EUR     47.00
Republika Srpska               9.00    9/26/2027    BAM     68.11
Kerdos Group SA                8.00    5/31/2016    PLN     60.01
Banca Carim Cassa di Rispar    3.00    3/31/2021    EUR     74.25
SAG Solarstrom AG              7.50    7/10/2017    EUR     45.00
Banque Cantonale Vaudoise/G    8.20     3/3/2016    EUR     59.64
DekaBank Deutsche Girozentr    5.00   10/26/2015    EUR     60.35
VEB-Leasing OAO                8.25    11/6/2018    RUB     58.00
Anglian Water Services Fina    1.09    1/26/2057    GBP     68.89
HSBC Bank PLC                  0.50    2/24/2027    NZD     52.18
Lehman Brothers Treasury Co    8.50     7/5/2016    EUR     14.88
SAir Group                     0.13     7/7/2005    CHF     11.13
DekaBank Deutsche Girozentr    3.00     5/6/2016    EUR     52.66
MTSB Mortgage Agent           10.50   11/26/2041    RUB     57.00
Kommunekredit                  0.50    9/19/2019    BRL     60.56
DeltaCredit Bank               8.45    8/30/2018    RUB     97.55
Codere Finance Luxembourg S    8.25    6/15/2015    EUR     72.13
Heta Asset Resolution AG       5.03    1/26/2017    EUR     15.25
Societe Generale SA            0.42    1/31/2033    USD     68.59
Mobile TeleSystems PJSC        5.00    6/29/2021    RUB     64.75
Svensk Exportkredit AB         0.50    8/28/2018    BRL     69.31
Landesbank Hessen-Thueringe    5.00    4/24/2019    EUR     58.23
Heta Asset Resolution AG       0.02    5/31/2016    EUR     63.50
syncreon Group BV / syncreo    8.63    11/1/2021    USD     74.63
Alpha Credit Group PLC         1.50   12/18/2028    EUR     80.00
Lehman Brothers Treasury Co    7.00   11/26/2013    EUR     14.88
Santander Finance Capital S    2.00                 USD     18.63
Czerwona Torebka SA            6.81    4/15/2016    PLN     70.11
Heta Asset Resolution AG       6.94    6/10/2017    EUR     63.50
Municipality Finance PLC       0.50     5/8/2029    AUD     57.12
Municipiul Timisoara           1.18    5/12/2026    RON     72.00
Lehman Brothers Treasury Co    8.00    2/16/2016    EUR      3.43
UBS AG                        11.50    1/28/2016    AUD     46.57
Santander Finance Capital S    2.00                 USD     18.63
DZ Bank AG Deutsche Zentral    3.00   12/28/2015    EUR     65.14
Credit Suisse AG/London        8.00   11/29/2019    USD      6.99
Russian Railways JSC          16.80    5/29/2035    RUB    100.00
Societe Centrale des Bois e    9.00     7/1/2016    EUR      7.15
A-TEC Industries AG            5.75    11/2/2010    EUR      2.00
Pongs & Zahn AG                8.50                 EUR      0.36
PIK Group PJSC                14.25     8/8/2025    RUB    100.00
DekaBank Deutsche Girozentr    4.92    1/27/2016    EUR     58.69
Lehman Brothers Treasury Co    5.00    2/27/2014    EUR     14.88
Locko-Bank ZAO                14.00    7/17/2018    RUB     99.00
Credit Suisse AG/London        1.64     6/1/2042    USD     53.77
Immigon Portfolioabbau AG      0.97    5/20/2025    EUR     19.88
Kommunekredit                  0.50    7/30/2027    TRY     26.34
Konservenfabrik Zachow GmbH    8.00     4/1/2016    EUR      0.00
LBBW                           2.90    8/26/2016    EUR     71.98
UBS AG                        14.75   12/29/2015    EUR     55.21
LBBW                           2.51    8/26/2016    EUR     66.75
Immigon Portfolioabbau AG      5.27     2/8/2027    EUR     62.75
Emova Group                    4.30     5/2/2022    EUR      5.70
Razgulyai-Finans OOO          13.00    4/16/2019    RUB      7.00
Eksportfinans ASA              0.50     5/9/2030    CAD     21.75
Svensk Exportkredit AB         0.50    4/25/2019    BRL     63.26
Ecureuil Vie Developpement     0.91                 EUR     22.88
Banque Cantonale Vaudoise      6.00    2/19/2016    CHF     51.45
Heta Asset Resolution AG       0.22    3/10/2018    EUR     63.50
Mechel                         8.40    5/27/2021    RUB     54.90
Heta Asset Resolution AG       0.23    5/17/2017    EUR     63.50
Heta Asset Resolution AG       0.20    8/28/2017    EUR     63.50
JP Morgan Structured Produc   13.00   11/25/2024    ZMW #N/A N/A
KPNQwest NV                    8.88     2/1/2008    EUR      0.50
HSBC Bank PLC                  0.50    4/27/2027    NZD     51.50
International Finance Facil    0.50    6/29/2020    ZAR     66.38
Lehman Brothers Treasury Co    5.50    6/22/2010    USD     16.25
Kaupthing Bank Hf              9.75    9/10/2015    USD     18.00
Heta Asset Resolution AG       0.20     7/1/2017    EUR     63.50
Deutsche Bank AG               5.20    6/22/2016    EUR     58.70
RSL Communications PLC        10.13     3/1/2008    USD      1.25
RSL Communications PLC        12.00    11/1/2008    USD      1.25
HSBC Bank PLC                  0.50    1/29/2027    NZD     52.30
Municipality Finance PLC       0.50     2/7/2018    BRL     74.67
Raiffeisenlandesbank Nieder    5.00     7/1/2026    EUR     69.88
Svyaznoy Bank ZAO             15.00     6/8/2018    RUB     73.01
Bank Julius Baer & Co Ltd/G    8.60     3/4/2016    EUR     46.20
SAir Group                     5.50    7/23/2003    CHF     10.88
Magnit PJSC                    8.40    3/29/2016    RUB     80.01
Heta Asset Resolution AG       0.06    3/15/2017    EUR     63.50
SG Issuer SA                   4.30    7/10/2020    EUR     68.09
UBS AG/London                  7.50     7/3/2017    EUR     54.92
Lehman Brothers Treasury Co    6.00    3/14/2011    EUR     14.88
Lehman Brothers Treasury Co   12.00    7/13/2037    JPY      4.43
UniCredit Bank AO             12.00   11/20/2019    RUB    100.15
Bank Julius Baer & Co Ltd/G   13.25   11/16/2015    USD     70.85
Heta Asset Resolution AG       0.07    7/18/2017    EUR     63.50
Barclays Bank PLC              0.50    4/24/2023    MXN     62.93
Immigon Portfolioabbau AG      1.80    5/24/2018    EUR     70.00
Lehman Brothers Treasury Co    5.55    3/12/2015    EUR      3.43
Bank Nederlandse Gemeenten     0.50    9/20/2022    MXN     70.07
Barclays Bank PLC              2.00    9/30/2044    USD     65.00
Europlan AO                   12.50   10/31/2017    RUB     60.05
Banque Cantonale Vaudoise      7.25     3/3/2016    CHF     57.28
Deutsche Bank AG               4.40    6/27/2016    EUR     54.08
Leonteq Securities AG/Guern   29.61   10/26/2017    EUR     26.89
First Collection Bureau OJS   17.00    4/19/2018    RUB     95.00
HSBC Trinkaus & Burkhardt A   13.00    3/25/2016    EUR     42.13
KPNQwest NV                    8.13     6/1/2009    USD      0.50
Lehman Brothers Treasury Co    6.30   12/21/2018    USD      1.90
Rusfinans Bank OOO            13.90    4/24/2018    RUB     63.01
Immigon Portfolioabbau AG      4.81    7/29/2025    EUR     61.00
UBS AG                        14.75   12/29/2015    EUR     64.17
Union Technologies Informat    0.10     1/1/2020    EUR      5.51
Heta Asset Resolution AG       0.23    5/10/2017    EUR     63.50
Societe Generale SA            1.35    3/31/2034    USD     66.01
Deutsche Bank AG               6.95   12/22/2015    EUR     72.00
Lehman Brothers Treasury Co    8.88    1/28/2011    HKD     14.88
Erste Group Bank AG            6.80    8/28/2016    EUR     63.15
Barclays Bank PLC              0.50    3/19/2021    MXN     73.99
Lehman Brothers Treasury Co    7.60    1/31/2013    AUD      3.43
Lehman Brothers Treasury Co   15.00     6/4/2009    CHF      3.43
City of Siret Romania          2.75     3/1/2028    RON     64.00
World of Building Technolog    7.70    6/25/2019    RUB      2.80
ING Bank NV                    5.05    10/7/2024    EUR     57.27
Muehl Product & Service AG     6.75    3/10/2005    DEM      1.77
UTair-Finans OOO              13.00   11/13/2015    RUB     30.00
Barclays Bank PLC              3.50     2/5/2016    EUR     61.78
Bank Julius Baer & Co Ltd/G    9.50   11/19/2015    EUR     58.80
Leonteq Securities AG          8.25    11/6/2015    EUR     45.44
Salvator Grundbesitz-AG        9.50                 EUR     40.00
Freshwater Finance PLC         6.18    4/20/2035    GBP     64.13
Kaupthing Bank Hf              7.13    5/19/2016    USD      0.00
Ladya Finans LLC              12.00   10/29/2021    RUB     60.00
Heta Asset Resolution AG       0.83    5/28/2017    EUR     63.50
Immigon Portfolioabbau AG      6.00    3/30/2017    EUR      1.00
Dresdner Bank AG               0.65   11/19/2029    EUR     58.50
Vnesheconombank                2.00    6/18/2021    RUB     61.31
Ingra DD                       6.13    12/6/2016    HRK     12.99
Zurcher Kantonalbank Financ   12.03    3/11/2016    EUR     62.19
Heta Asset Resolution AG       0.03    5/31/2016    EUR     63.50
URALSIB Leasing Co OOO        10.50   12/18/2015    RUB     60.10
Credit Suisse AG/London       10.50    6/20/2016    USD     56.60
Banque Cantonale Vaudoise     17.75   11/17/2015    CHF     46.74
Credit Suisse AG/Nassau        8.05    9/27/2016    CHF     46.34
RSL Communications PLC         9.13     3/1/2008    USD      1.25
HSBC Bank PLC                  0.50     2/2/2023    AUD     75.03
Strommen Sparebank             2.40                 NOK     44.32
International Finance Facil    0.50    6/24/2024    ZAR     42.38
Immigon Portfolioabbau AG      4.80     5/9/2025    EUR     32.75
Windreich GmbH                 6.75     3/1/2015    EUR     10.88
WGZ-Bank AG Westdeutsche Ge    4.00    2/19/2016    EUR     57.72
Republika Srpska               1.50    5/31/2025    BAM     74.25
Rena Lange Holding GmbH        8.00   12/12/2017    EUR      0.63
Zurcher Kantonalbank Financ   10.90     6/3/2016    CHF     64.46
Lehman Brothers Treasury Co    1.28    11/6/2010    JPY     14.88
Raiffeisen Centrobank AG       7.25    9/26/2016    EUR     50.00
UniCredit Bank Austria AG      0.37    1/24/2031    EUR     60.50
Espirito Santo Financial Po    5.63    7/28/2017    EUR      2.61
Banque Cantonale Vaudoise      6.80    1/29/2016    CHF     47.83
COFIDUR SA                     0.10   12/31/2024    EUR     15.00
Leonteq Securities AG/Guern   12.10   10/22/2015    USD     32.51
Credit Suisse AG/Nassau        6.25   10/17/2016    EUR     44.94
Credit Suisse AG/Nassau       12.20     6/3/2016    EUR     58.12
Bulgaria Steel Finance BV     12.00     5/4/2013    EUR      0.02
Cerruti Finance SA             6.50    7/26/2004    EUR      0.71
KFW                            0.25    10/6/2036    CAD     37.42
Banca di Cividale SpA          0.03    10/2/2036    EUR     60.18
DeltaCredit Bank               8.50     4/2/2016    RUB     98.57
Deutsche Bank AG/London        0.32     2/1/2016    EUR     67.00
Heta Asset Resolution AG       0.13    8/11/2017    EUR     63.50
Transgazservice LLP           10.50    11/8/2019    RUB     48.00
RGS Nedvizhimost OOO          11.00   10/19/2017    RUB    100.00
Federal Grid Co Unified Ene    8.00     1/7/2028    RUB     70.76
Heta Asset Resolution AG       0.18    5/17/2017    EUR     63.50
Heta Asset Resolution AG       3.90    1/24/2017    EUR     60.50
EFG International Finance G    8.99     9/4/2017    EUR     61.19
UBS AG/London                  7.50   11/19/2015    CHF     35.19
Credit Suisse AG/London        7.25   11/16/2015    USD     60.83
Lehman Brothers Treasury Co    7.00   10/22/2010    EUR      3.43
Bamble Sparebank               2.42                 NOK     52.97
Raiffeisen-Holding Niederoe    5.10                 EUR     67.17
Immigon Portfolioabbau AG      4.20    2/22/2033    EUR     18.00
Goldman Sachs International    0.67    4/24/2020    GBP     74.51
Glitnir HF                     4.75   10/15/2010    USD     27.13
Heta Asset Resolution AG       0.21     3/4/2018    EUR     63.50
UBS AG                         8.88    2/26/2016    USD     12.89
Leonteq Securities AG         11.00   10/31/2016    CHF     66.50
Otkritie Holding OAO          12.50     8/2/2018    RUB     94.74
Solarwatt GmbH                 7.00    11/1/2015    EUR     14.50
Leonteq Securities AG          7.55     3/9/2016    USD     67.29
Leonteq Securities AG         10.40     9/1/2016    CHF     49.79
Leonteq Securities AG         11.00    7/20/2016    EUR     46.78
UTair-Finans OOO               9.50    7/21/2016    RUB     18.50
Exane Finance                  6.25   12/20/2019    SEK     70.41
International Finance Facil    0.50    6/29/2027    ZAR     30.72
HSBC Bank PLC                  0.50    12/8/2026    AUD     60.12
SAir Group                     4.25     2/2/2007    CHF     11.00
EFG International Finance G    6.48    5/29/2018    EUR     40.94
UniCredit Bank AO              8.20     9/7/2016    RUB     96.80
Araratbank OJSC                8.00    6/11/2018    USD     25.50
RGS Nedvizhimost OOO          11.00   10/18/2017    RUB    100.00
Heta Asset Resolution AG       0.21    8/21/2017    EUR     63.50
Heta Asset Resolution AG       0.20    7/28/2017    EUR     63.50
Heta Asset Resolution AG       5.04    2/15/2023    EUR     63.50
Otkritie Holding OAO          14.00     5/3/2018    RUB    103.91
Immigon Portfolioabbau AG      4.21    1/25/2033    EUR     18.13
Barclays Bank PLC              8.50    9/16/2016    USD      9.22
Lehman Brothers Treasury Co    7.00     6/6/2017    EUR      3.43
Lehman Brothers Treasury Co   11.00    6/29/2009    EUR      3.43
HSBC Bank PLC                  0.50   10/30/2026    NZD     53.36
Gjerstad Sparebank             2.60                 NOK     72.01
HSBC Bank PLC                  0.50   12/29/2026    AUD     71.82
BNP Paribas SA                 0.50     5/6/2021    MXN     72.50
Municipality Finance PLC       0.50     8/8/2029    NZD     58.87
Russian Railways JSC          17.90    9/20/2039    RUB     11.81
City of Predeal Romania        2.50    5/15/2026    RON     60.00
Heta Asset Resolution AG       4.70     4/2/2018    EUR     63.50
Heta Asset Resolution AG       4.07    3/21/2017    EUR     63.50
Heta Asset Resolution AG       0.13     2/9/2017    EUR     63.50
EFG International Finance G   11.12   12/12/2016    USD     71.35
Banque Cantonale Vaudoise/G    9.10    5/27/2016    EUR     52.48
Dolomite Capital Ltd          12.21   12/20/2019    ZAR     56.26
Nutritek International Corp    8.75   12/11/2008    USD      2.00
Grong Sparebank                4.48                 NOK     69.38
Lehman Brothers Treasury Co    6.00    2/19/2023    USD      3.43
Raiffeisen Versicherung AG     5.08                 EUR     34.38
Lehman Brothers Treasury Co    7.50    9/13/2009    CHF      3.43
Lehman Brothers Treasury Co    5.00    5/12/2011    CHF      3.43
Lehman Brothers Treasury Co   10.00   10/23/2008    USD      3.43
Immigon Portfolioabbau AG      3.88    3/15/2022    EUR     43.00
Svensk Exportkredit AB         0.50    2/22/2022    ZAR     55.09
RZD Rasvytie vokzalov         12.50   10/21/2016    RUB     24.00
SU-155 KAPITAL OOO            13.25    2/23/2016    RUB     18.01
Credit Suisse AG/Nassau        5.00     6/6/2016    CHF     72.81
PIK Group PJSC                14.25     8/8/2025    RUB    100.00
LBI HF                         7.43                 USD      0.00
Heta Asset Resolution AG       4.40    6/20/2017    EUR     63.50
Heta Asset Resolution AG       0.08     8/1/2017    EUR     63.50
Metallinvestbank OAO          14.50    5/21/2020    RUB     61.01
BNP Paribas Emissions- und    10.00   12/22/2016    EUR     72.38
UniCredit Bank AG              4.20    8/29/2016    EUR     67.31
Rinol AG                       5.50   10/15/2006    DEM      0.00
Credit Suisse AG/Nassau        6.00    10/3/2016    EUR     45.88
Commerzbank AG                 5.25   12/24/2015    EUR     74.43
HSBC Trinkaus & Burkhardt A    7.40    6/24/2016    EUR     48.30
Immigon Portfolioabbau AG      2.15    3/25/2019    EUR     61.63
EDOB Abwicklungs AG            7.50     4/1/2012    EUR      0.50
Lehman Brothers Treasury Co    7.00    2/15/2012    EUR      3.43
Lehman Brothers Treasury Co    2.50    11/9/2011    CHF      3.43
Lehman Brothers Treasury Co    6.25     9/5/2011    EUR      3.43
Lehman Brothers Treasury Co    3.20    3/19/2018    JPY      3.43
HSBC Bank PLC                  0.50   10/30/2018    IDR     71.37
MT-Energie GmbH & Co KG        8.25     4/4/2017    EUR     11.50
Credit Suisse AG/London        2.75    1/29/2019    SEK     50.60
SAir Group                     5.13     3/1/2003    CHF     11.00
DekaBank Deutsche Girozentr    0.12    6/23/2034    EUR     68.39
Mechel                         8.00     2/9/2021    RUB     57.00
Landesbank Hessen-Thueringe    3.30   10/10/2016    EUR     58.30
Leonteq Securities AG          5.70    12/3/2015    USD     35.92
Societe Generale SA            5.99     2/9/2016    USD     67.06
Deutsche Bank AG               6.20    7/20/2016    EUR     73.30
JP Morgan Structured Produc   12.00   11/24/2021    ZMW #N/A N/A
RSL Communications PLC        10.50   11/15/2008    USD      1.25
Lehman Brothers Treasury Co    8.60    7/31/2013    GBP      3.43
Credit Agricole Corporate &    0.50     3/6/2023    RUB     45.15
Immigon Portfolioabbau AG      6.60     5/6/2023    EUR     46.63
Ideal Standard Internationa   11.75     5/1/2018    EUR     29.38
Svensk Exportkredit AB         0.50    8/29/2029    AUD     70.07
Rusfinans Bank OOO            11.40    10/2/2019    RUB     60.02
HSBC Trinkaus & Burkhardt A    6.00    12/6/2016    EUR     47.28
Lehman Brothers Treasury Co    3.86    9/21/2011    SGD     16.25
Raiffeisen Centrobank AG       7.00   10/23/2015    EUR     60.37
DekaBank Deutsche Girozentr    7.44     2/9/2016    EUR     55.02
Hellas Telecommunications L    8.50   10/15/2013    EUR      0.01
Northland Resources AB        15.00    7/15/2019    USD      1.00
EFG International Finance G    7.20    2/25/2019    EUR     60.09
Vontobel Financial Products   10.00    5/17/2016    USD     75.20
UniCredit Bank AG              4.40   12/28/2015    EUR     72.29
UniCredit Bank AG              6.00   11/19/2015    EUR     64.17
Credit Suisse AG/London       10.00   10/20/2015    USD     73.82
Credit Suisse AG/Nassau        8.00   10/29/2015    CHF     36.32
Credit Suisse AG/London        5.00    3/30/2016    EUR     45.57
Credit Suisse AG/Nassau        9.25    9/26/2016    EUR     67.49
Dayli Polska Sp zoo            8.50     9/5/2016    PLN     26.00
UBS AG                         9.15    9/16/2016    CHF     48.88
Absolut Bank PAO              11.50    4/29/2020    RUB    100.00
Municipality Finance PLC       0.50    5/31/2022    ZAR     53.61
HSBC Bank PLC                  0.50    7/30/2019    IDR     64.85
HSBC Bank PLC                  0.50     6/4/2018    IDR     73.76
Lehman Brothers Treasury Co   14.90    9/15/2008    EUR      3.43
Lehman Brothers Treasury Co    4.60     7/6/2016    EUR      3.61
Lehman Brothers Treasury Co    7.50   10/24/2008    USD      3.43
Lehman Brothers Treasury Co    6.00   10/24/2008    EUR      3.43
Lehman Brothers Treasury Co    0.50   12/20/2017    AUD      3.43
Lehman Brothers Treasury Co    8.00    3/19/2012    USD      3.43
GFI Informatique SA/France     5.25     1/1/2017    EUR      6.27
Immigon Portfolioabbau AG      3.50    3/20/2018    EUR     72.25
Svensk Exportkredit AB         0.50    8/28/2020    TRY     58.87
SAir Group                     2.13    11/4/2004    CHF     10.75
Vontobel Financial Products    5.00     7/4/2016    EUR     54.10
LBI HF                         7.20    4/27/2026    EUR      0.01
UBS AG/London                  7.49    8/24/2016    USD     36.39
UBS AG/London                  5.50    7/10/2017    CHF     73.47
Tatfondbank OAO               14.00   12/11/2024    RUB    101.00
Moscow United Electric Grid   11.00    9/12/2024    RUB     60.03
Heta Asset Resolution AG       0.25    4/22/2018    EUR     63.50
Glitnir HF                     6.69    6/15/2016    USD      0.02
Glitnir HF                     5.86    7/28/2016    GBP     27.13
UBS AG/London                  7.50   11/28/2016    EUR     49.02
SAir Group                     2.75    7/30/2004    CHF     10.88
Notenstein Finance Guernsey    7.00   10/23/2015    USD     38.46
DZ Bank AG Deutsche Zentral    3.00   12/28/2015    EUR     52.18
UBS AG/London                 11.00   12/10/2015    CHF     74.82
Leonteq Securities AG/Guern   13.40   12/29/2015    USD     72.00
KPNQwest NV                    7.13     6/1/2009    EUR      0.50
Driver & Bengsch AG            8.50   12/31/2027    EUR      0.00
Drangedal Sparebank            2.35                 NOK     69.71
Lehman Brothers Treasury Co    4.00    4/13/2011    CHF      3.43
Lehman Brothers Treasury Co    7.00    4/14/2009    EUR      3.43
Societe Generale SA            0.50     4/4/2024    MXN     60.27
Leonteq Securities AG/Guern    8.00     7/7/2016    USD     49.29
Leonteq Securities AG/Guern    8.08    7/25/2016    EUR     72.56
Wlodarzewska SA                9.22    5/15/2016    PLN      1.00
LBI HF                         3.45   12/18/2033    JPY      0.01
SAir Group                     6.25   10/27/2002    CHF     12.38
Heta Asset Resolution AG       0.05    5/31/2016    EUR     63.50
Kaupthing Bank Hf              3.75    2/15/2024    ISK     18.00
UBS AG/London                  7.00    7/13/2016    USD     30.70
Municipality Finance PLC       0.50    5/29/2018    BRL     72.19
LBBW                           2.75   10/27/2017    EUR     68.09
BNP Paribas Emissions- und     3.45    6/30/2022    EUR     73.25
DekaBank Deutsche Girozentr    2.80    9/16/2016    EUR     52.39
Credit Suisse AG/Nassau        6.50    12/7/2015    EUR     66.67
ECM Real Estate Investments    5.00    10/9/2011    EUR     10.38
Kaupthing Bank Hf              7.00    7/24/2009    ISK     18.00
Municipality Finance PLC       0.50   12/14/2018    TRY     71.63
HSBC Bank PLC                  0.50    5/31/2019    IDR     65.98
Ofoten Sparebank               2.27                 NOK     68.86
HSBC Bank PLC                  0.50    5/29/2020    IDR     59.67
Lehman Brothers Treasury Co   13.50   11/28/2008    USD      3.43
Lehman Brothers Treasury Co    5.00   10/24/2008    CHF      3.43
Lehman Brothers Treasury Co    6.00     3/4/2015    USD      3.43
Lehman Brothers Treasury Co    4.00    2/28/2010    EUR      3.43
Svensk Exportkredit AB         0.50    3/15/2022    ZAR     54.65
Credit Suisse AG/London        7.00    11/2/2015    CHF     67.38
UBS AG                         7.25    6/24/2016    EUR     57.40
Wlodarzewska SA                9.22    5/15/2016    PLN     37.10
Bank MIA OAO                  15.00     3/7/2025    RUB    100.80
HSBC Trinkaus & Burkhardt A    8.30   10/23/2015    EUR     51.81
Bank J Safra Sarasin AG/Gue    5.75   12/17/2015    CHF     49.26
Heta Asset Resolution AG       0.22    2/10/2018    EUR     63.50
UBS AG                         8.42   12/17/2015    USD     18.90
ECA                            2.50     1/1/2018    EUR     12.00
LBI HF                         5.44     9/3/2018    EUR      0.01
UNGP-Finance OOO              10.00    4/20/2021    RUB     57.00
Leonteq Securities AG         12.00     3/9/2016    CHF     44.81
Leonteq Securities AG          5.84     9/5/2016    USD     46.99
Norddeutsche Landesbank Gir    3.50     7/1/2016    EUR     44.27
Bank Julius Baer & Co Ltd/G   10.00    6/13/2016    USD     68.05
Bayerische Landesbank          5.00   10/17/2016    EUR     68.42
Bayerische Landesbank          2.20    5/20/2016    EUR     54.74
Leonteq Securities AG          9.00     2/9/2016    EUR     54.78
UniCredit Bank AG              4.00    6/24/2016    EUR     47.22
UBS AG                        14.00   12/29/2015    EUR     46.28
Credit Suisse AG/Nassau        7.00    4/14/2016    EUR     65.24
Leonteq Securities AG          8.75    11/6/2015    GBP     37.15
Bank Julius Baer & Co Ltd/G   11.10    4/14/2016    EUR     63.90
DZ Bank AG Deutsche Zentral   12.75   10/23/2015    EUR     51.92
Norddeutsche Landesbank Gir    4.00     8/5/2016    EUR     57.68
HSBC Trinkaus & Burkhardt A   12.10    3/25/2016    EUR     74.05
UBS AG/London                 14.50   12/17/2015    CHF     46.91
Vontobel Financial Products   21.75    6/24/2016    EUR     65.71
Lehman Brothers Treasury Co    4.10    6/10/2014    SGD     16.25
Glitnir HF                     6.00   12/15/2012    GBP     27.13
Lehman Brothers Treasury Co    8.00    3/21/2018    USD      3.43
Municipality Finance PLC       0.50    6/19/2024    ZAR     44.95
Immigon Portfolioabbau AG      5.10     7/5/2022    EUR     45.50
Lehman Brothers Treasury Co    4.00    7/20/2012    EUR      3.43
NIBC Bank NV                  25.98     5/7/2029    EUR     65.17
Lehman Brothers Treasury Co    8.05   12/20/2010    HKD      3.43
UniCredit Bank Austria AG      0.44    1/22/2031    EUR     62.88
Oberoesterreichische Landes    0.30    4/25/2042    EUR     46.13
Societe Generale SA            0.50    4/30/2023    RUB     44.30
Phosphorus Holdco PLC         10.00     4/1/2019    GBP      1.82
Bank Nederlandse Gemeenten     0.50    9/20/2022    ZAR     55.14
Kommunekredit                  0.50    5/11/2029    CAD     68.90
Lehman Brothers Treasury Co   15.00    3/30/2011    EUR      3.43
Lehman Brothers Treasury Co    5.50   11/30/2012    CZK      3.43
Arizk                          3.00   12/20/2030    RUB     39.50
Lehman Brothers Treasury Co    8.25     2/3/2016    EUR      3.43
Municipality Finance PLC       0.50   11/25/2020    ZAR     65.00
Kommunalbanken AS              0.50    8/15/2018    BRL     71.33
Windreich GmbH                 6.25     3/1/2015    EUR     10.88
LBBW                           5.00   10/23/2015    EUR     70.71
UniCredit Bank AG              4.55   10/28/2016    EUR     56.82
Immigon Portfolioabbau AG      4.90    8/18/2025    EUR     61.30
Lehman Brothers Treasury Co    7.59   11/22/2009    MXN     14.88
Leonteq Securities AG         12.20     7/7/2016    EUR     49.13
Landesbank Hessen-Thueringe    4.00     8/5/2016    EUR     53.30
Notenstein Privatbank AG       7.30   10/17/2016    EUR     46.55
UniCredit Bank AG              4.00   10/22/2015    EUR     67.69
UBS AG                         2.75    8/18/2016    USD      8.11
Commerzbank AG                 4.60     4/7/2016    EUR     54.85
Russian Highways              12.40    4/22/2042    RUB      9.60
Svensk Exportkredit AB         0.50    6/26/2019    TRY     66.42
BNP Paribas Emissions- und     3.25   11/24/2017    EUR     54.04
UBS AG                         3.60    12/9/2016    EUR     54.83
Bank Julius Baer & Co Ltd/G    6.00    6/27/2016    EUR     49.90
UBS AG/London                  7.00    6/17/2016    EUR     48.33
Banque Cantonale Vaudoise/G    6.70     6/8/2016    EUR     49.21
Commerzbank AG                 4.40    4/29/2019    EUR     60.65
Russian Railways JSC          15.70   10/11/2038    RUB     60.00
Powszechne Towarzystwo Inwe    6.66    11/8/2015    PLN      9.66
UBS AG/London                  7.00    5/22/2017    CHF     52.09
Societe Generale Effekten G   10.64     7/1/2016    EUR     64.54
EFG International Finance G    7.19     5/6/2019    EUR     58.64
Notenstein Finance Guernsey    7.19     5/6/2019    EUR     58.89
Bank J Safra Sarasin AG/Gue   11.02   12/30/2015    EUR     46.50
Vontobel Financial Products    5.84     9/9/2016    EUR     30.42
UniCredit Bank AG              4.00   10/14/2019    EUR     55.24
Norddeutsche Landesbank Gir    3.00     5/6/2016    EUR     60.42
UniCredit Bank AG              4.00    6/24/2016    EUR     42.89
Zurcher Kantonalbank Financ   11.50    3/29/2016    EUR     70.78
Landesbank Hessen-Thueringe    3.00   10/31/2016    EUR     64.40
Notenstein Privatbank AG       8.20   12/19/2016    EUR     66.22
LBBW                           2.50    8/24/2018    EUR     69.47
SG Issuer SA                   5.50    4/10/2021    EUR     66.12
RSL Communications PLC         9.88   11/15/2009    USD      1.25
Goldman Sachs & Co Wertpapi    5.00    1/20/2016    EUR     68.57
Immigon Portfolioabbau AG      7.00    7/24/2022    EUR     63.69
Interregional Distribution    12.42    5/23/2025    RUB     60.03
Municipality Finance PLC       0.50   11/21/2018    TRY     72.08
Sparebanken Din                2.41                 NOK     70.41
Lloyds Bank PLC                0.50    7/26/2028    MXN     46.88
Kommunalbanken AS              0.50    9/20/2018    BRL     69.02
BNP Paribas SA                 0.50   11/16/2032    MXN     35.82
Province of Brescia Italy      0.52   12/22/2036    EUR     66.84
Raiffeisenverband Salzburg     0.01    2/28/2031    EUR     74.12
Lehman Brothers Treasury Co    5.00     8/1/2025    EUR      3.43
Lehman Brothers Treasury Co    1.75     2/7/2010    EUR      3.60
Lehman Brothers Treasury Co    4.69    2/19/2017    EUR      3.43
Lehman Brothers Treasury Co    7.38    9/20/2008    EUR      3.43
Lehman Brothers Treasury Co   14.90   11/16/2010    EUR      3.43
Lehman Brothers Treasury Co    4.50    7/24/2014    EUR      3.43
Lehman Brothers Treasury Co    1.50   10/25/2011    EUR      3.43
Lehman Brothers Treasury Co    7.00    2/15/2010    CHF      3.43
Lehman Brothers Treasury Co    0.50     8/1/2020    EUR      3.43
Lehman Brothers Treasury Co    2.75   10/28/2009    EUR      3.43
Municipality Finance PLC       0.50    4/16/2018    BRL     73.57
Svensk Exportkredit AB         0.50    6/29/2029    AUD     69.48
Goldman Sachs International    5.00   12/20/2015    EUR      0.96
Barclays Bank PLC              2.50     3/7/2017    EUR     49.54
City of Baile Herculane        2.50   12/16/2020    RON     75.00
MirLand Development Corp PL    7.21    5/31/2020    ILS     34.00
Leasing-Experts SA             9.00     6/5/2016    PLN     20.21
Leonteq Securities AG/Guern    7.28    1/29/2016    EUR     76.00
Norddeutsche Landesbank Gir    3.75     9/2/2016    EUR     61.53
Russian Railways JSC          16.70    9/19/2033    RUB     60.00
Leonteq Securities AG         10.00    2/23/2016    EUR     51.84
Leonteq Securities AG         11.80    2/17/2016    USD     67.89
Bank Julius Baer & Co Ltd/G   10.00    2/26/2016    USD     62.85
Bank Julius Baer & Co Ltd/G   10.90    2/18/2016    CHF     80.40
Leonteq Securities AG          8.00    2/23/2016    CHF     70.20
Landesbank Hessen-Thueringe    5.00    3/27/2019    EUR     44.61
HSBC Trinkaus & Burkhardt A    7.10    4/22/2016    EUR     70.46
Lehman Brothers Treasury Co    0.50   12/20/2017    AUD     16.25
Leonteq Securities AG         18.00    9/19/2016    CHF     68.92
Leonteq Securities AG          9.00    3/16/2016    EUR     47.76
Bank Julius Baer & Co Ltd/G    9.75    3/11/2016    EUR     55.40
UBS AG/London                  6.00    3/11/2016    CHF     47.92
Norddeutsche Landesbank Gir    5.00     6/3/2016    EUR     62.08
Notenstein Privatbank AG       5.20    11/4/2016    EUR     50.35
Vontobel Financial Products    9.55    5/27/2016    EUR     50.27
Vontobel Financial Products   10.30    3/29/2016    EUR     49.38
Raiffeisen Centrobank AG       5.00    4/18/2016    EUR     70.58
Bayerische Landesbank          3.70     6/3/2016    EUR     57.15
Landesbank Hessen-Thueringe    5.50    5/27/2016    EUR     71.50
Bank Julius Baer & Co Ltd/G    9.75   11/13/2015    USD     70.75
JP Morgan Structured Produc    8.70   11/25/2015    USD     50.66
UBS AG/London                 14.00   11/26/2015    CHF     74.40
UBS AG/London                  9.06   10/23/2015    CHF     55.90
DekaBank Deutsche Girozentr    8.50   10/27/2016    EUR     51.62
DekaBank Deutsche Girozentr    7.15   10/27/2017    EUR     54.56
Notenstein Privatbank AG       7.00    10/3/2016    EUR     65.59
Leonteq Securities AG/Guern    6.84    9/25/2017    GBP     73.34
Vontobel Financial Products   13.95   12/23/2016    EUR     70.64
Bayerische Landesbank          3.70    11/4/2016    EUR     64.51
Leonteq Securities AG         10.00    7/13/2016    EUR     54.52
Deutsche Bank AG               8.50   12/20/2016    EUR     56.99
Bank Julius Baer & Co Ltd/G   12.50     7/8/2016    USD     71.45
Goldman Sachs & Co Wertpapi    8.00    6/22/2016    EUR     60.83
HSBC Trinkaus & Burkhardt A    6.90    3/25/2016    EUR     58.28
Deutsche Bank AG               5.20    2/23/2016    EUR     60.80
JP Morgan Structured Produc   14.00   11/23/2029    ZMW #N/A N/A
DekaBank Deutsche Girozentr    3.90    5/18/2016    EUR     67.22
Landesbank Hessen-Thueringe    3.30    6/14/2017    EUR     71.10
Landesbank Hessen-Thueringe    6.35    3/18/2016    EUR     56.60
LBI HF                         5.08     3/1/2013    ISK      8.50
HSBC Trinkaus & Burkhardt A   12.40    6/24/2016    EUR     68.56
Lehman Brothers Treasury Co   13.00   12/14/2012    USD      3.43
Lehman Brothers Treasury Co    6.00    9/20/2011    EUR      3.43
Lehman Brothers Treasury Co    4.00    7/27/2011    EUR      3.43
Barclays Bank PLC              0.50    1/28/2033    MXN     32.03
Lehman Brothers Treasury Co    7.63    7/22/2011    HKD      3.43
HSBC Bank PLC                  0.50    6/28/2019    IDR     66.07
Kommunalbanken AS              0.50    11/8/2018    BRL     67.96
Municipality Finance PLC       0.50    3/17/2025    CAD     73.49
Lehman Brothers Treasury Co    3.00     8/8/2017    EUR      3.43
Lehman Brothers Treasury Co    3.40    9/21/2009    HKD      3.43
Lehman Brothers Treasury Co    9.30   12/21/2010    EUR      3.43
Lehman Brothers Treasury Co    2.50    8/15/2012    CHF      3.43
Nesset Sparebank               2.42                 NOK     55.17
Lehman Brothers Treasury Co    7.39     5/4/2017    USD      3.43
Lehman Brothers Treasury Co   10.00     1/3/2012    BRL      3.43
Lehman Brothers Treasury Co    4.05    9/16/2008    EUR      3.43
Societe Generale SA            0.50     4/3/2023    RUB     44.85
Kommunalbanken AS              0.50     2/2/2018    BRL     74.34
Svensk Exportkredit AB         0.50    4/24/2029    AUD     58.11
Bosnia & Herzegovina Govern    2.50    6/30/2022    BAM     74.52
Fonciere Volta SA              4.50    7/30/2020    EUR      2.28
MirLand Development Corp PL    8.50    8/31/2016    ILS     38.00
LBBW                           4.00    7/22/2016    EUR     69.55
Credit Suisse AG/Nassau        8.00    1/29/2016    CHF     34.85
Vontobel Financial Products    5.00    9/23/2016    EUR     42.77
Lehman Brothers Treasury Co    4.35     8/8/2016    SGD     14.88
Credit Suisse AG/London        7.00    2/16/2016    USD     67.17
DekaBank Deutsche Girozentr   10.50   11/15/2016    EUR     65.10
Landesbank Hessen-Thueringe    3.60    6/13/2016    EUR     52.50
DZ Bank AG Deutsche Zentral    6.75    6/24/2016    EUR     72.70
Bank Julius Baer & Co Ltd/G    8.80    3/24/2016    EUR     73.45
Notenstein Privatbank AG       6.70    7/24/2017    EUR     60.17
Efesk Group                   13.25    6/14/2016    RUB     69.98
Glitnir HF                     5.44   12/22/2015    USD     27.13
Bank J Safra Sarasin AG/Gue    5.00    5/26/2016    CHF     70.08
Leonteq Securities AG         20.00    2/29/2016    USD     63.68
BNP Paribas Emissions- und     6.00    9/22/2016    EUR     55.48
UBS AG                         6.88    6/15/2016    EUR     51.97
Zurcher Kantonalbank Financ    4.00     3/7/2016    EUR     46.31
Zurcher Kantonalbank Financ    3.00     3/7/2016    CHF     45.78
Vontobel Financial Products    4.80    6/24/2016    EUR     53.26
Credit Suisse AG/Nassau        7.00     9/5/2016    EUR     49.81
UniCredit Bank AG              4.90    6/23/2016    EUR     49.94
Barclays Bank PLC              3.50    12/7/2015    EUR     59.75
Credit Suisse AG/London        7.15    7/26/2016    EUR     56.22
Bank Julius Baer & Co Ltd/G    9.25   12/11/2015    EUR     55.25
UBS AG                        16.00    3/29/2016    EUR     71.50
Republika Srpska               1.50   12/24/2025    BAM     74.30
UniCredit Bank AG              4.10   12/24/2015    EUR     56.04
Landesbank Hessen-Thueringe    4.55   12/18/2015    EUR     58.50
Deutsche Bank AG               5.80   12/23/2015    EUR     48.91
Deutsche Bank AG              10.00   10/22/2015    EUR     63.72
Leonteq Securities AG         10.94     4/7/2016    USD     54.57
Leonteq Securities AG         11.00     5/4/2016    USD     49.30
WGZ-Bank AG Westdeutsche Ge    2.76    12/9/2015    EUR     68.25
Deutsche Bank AG               5.50    3/22/2016    EUR     52.34
Commerzbank AG                 8.25    7/21/2016    EUR     60.34
WGF Westfaelische Grundbesi    6.35     8/1/2017    EUR      2.06
Goldman Sachs & Co Wertpapi    3.00    9/21/2016    EUR     74.89
KPNQwest NV                    8.88     2/1/2008    EUR      0.50
MirLand Development Corp PL    6.50   12/31/2015    ILS     32.00
WGZ-Bank AG Westdeutsche Ge    3.40   12/22/2015    EUR     70.51
MirLand Development Corp PL    6.50    9/30/2019    ILS     34.54
UniCredit Bank AG              4.88    8/25/2017    EUR     66.73
Spoldzielczy Bank Rzemiosla    5.01    4/17/2024    PLN     65.00
Kaupthing Bank Hf              7.63    2/28/2015    USD     18.00
Deutsche Bank AG               5.20    3/21/2017    EUR     66.10
UBS AG/London                  7.75    1/23/2025    USD      9.65
Lehman Brothers Treasury Co    8.00    4/20/2009    EUR      3.43
UniCredit Bank AG              0.68   11/19/2029    EUR     69.63
LBBW                           0.35     1/8/2041    EUR     74.27
Barclays Bank PLC              0.50    3/13/2023    RUB     45.00
Immigon Portfolioabbau AG      2.00    4/24/2020    EUR     50.88
Municipality Finance PLC       0.50    4/26/2022    ZAR     53.94
International Financial Clu   15.50    4/26/2016    RUB     60.10
Province of Treviso Italy      0.05   12/31/2034    EUR     65.92
Lehman Brothers Treasury Co    4.50   12/30/2010    USD      3.43
Lehman Brothers Treasury Co    0.25   10/19/2012    CHF      3.43
Lehman Brothers Treasury Co    4.80   11/16/2012    HKD      3.43
Lehman Brothers Treasury Co    4.00     1/4/2011    USD      3.43
Lehman Brothers Treasury Co   13.00    2/16/2009    CHF      3.43
Lehman Brothers Treasury Co   23.30    9/16/2008    USD      3.43
Lehman Brothers Treasury Co   11.00     7/4/2011    CHF      3.43
Haltdalen Sparebank            2.41                 NOK     53.56
Immigon Portfolioabbau AG      1.61    7/20/2018    EUR     67.63
Immigon Portfolioabbau AG      5.05     8/5/2030    EUR     23.38
Immigon Portfolioabbau AG      1.31     2/8/2019    EUR     61.00
Bank Nederlandse Gemeenten     0.50    6/22/2021    ZAR     60.51
Province of Rovigo Italy       0.30   12/28/2035    EUR     67.55
Immigon Portfolioabbau AG      3.50    1/14/2019    EUR     67.63
Bank Nederlandse Gemeenten     0.50    8/15/2022    ZAR     57.24
Immigon Portfolioabbau AG      1.75     9/9/2020    EUR     46.88
Municipality Finance PLC       4.60    5/14/2020    IDR     73.43
Eiendomskreditt                4.35                 NOK     68.26
LBBW                           4.00   10/23/2015    EUR     62.78
UBS AG                        17.00    6/24/2016    EUR     44.98
Vontobel Financial Products    5.00    7/28/2016    EUR     57.10
Leonteq Securities AG/Guern    9.60   11/18/2015    CHF     45.76
Bank VTB 24 JSC                3.00     9/1/2044    RUB    100.00
Vontobel Financial Products    5.30    11/6/2015    EUR     54.80
UBS AG                        10.50   12/29/2015    EUR     67.20
UBS AG                        23.25   12/29/2015    EUR     69.23
Norddeutsche Landesbank Gir    3.50     1/4/2016    EUR     58.57
LBBW                           3.00    3/29/2016    EUR     68.10
UBS AG                        12.50    9/23/2016    EUR     69.06
Vontobel Financial Products    7.00    9/23/2016    EUR     65.23
Commerzbank AG                 5.00    2/26/2016    EUR     43.45
Goldman Sachs & Co Wertpapi   24.00    1/20/2016    EUR     47.99
LBBW                           3.25   10/23/2015    EUR     60.84
DZ Bank AG Deutsche Zentral    5.10    3/21/2016    EUR     53.57
Goldman Sachs & Co Wertpapi   21.00    3/23/2016    EUR     64.68
Norddeutsche Landesbank Gir    4.75     6/3/2016    EUR     70.61
DZ Bank AG Deutsche Zentral    6.00    3/29/2016    EUR     70.95
EFG International Finance G    9.10    3/23/2016    USD     48.42
Vontobel Financial Products   10.40    1/22/2016    EUR     68.36
UBS AG/London                 11.25    6/24/2016    EUR     68.07
DZ Bank AG Deutsche Zentral    4.80    9/19/2016    EUR     72.02
Vontobel Financial Products    8.00    9/23/2016    EUR     65.60
Northland Resources AB        12.25    3/26/2016    USD      1.00
Vontobel Financial Products   10.35   12/11/2015    EUR     51.43
BNP Paribas Emissions- und     8.00   12/24/2015    EUR     67.24
Vontobel Financial Products    5.00     7/1/2016    EUR     42.92
Deutsche Bank AG               4.20    3/22/2016    EUR     52.10
Bank J Safra Sarasin AG/Gue    9.70    6/15/2016    CHF     73.99
LBBW                           3.00    7/26/2019    EUR     62.09
EFG International Finance G    6.00   11/30/2017    EUR     31.18
HSBC Trinkaus & Burkhardt A    6.08    9/16/2016    EUR     70.99
DekaBank Deutsche Girozentr    3.00    6/30/2017    EUR     60.36
Vontobel Financial Products    6.50    5/27/2016    EUR     47.42
DZ Bank AG Deutsche Zentral    8.75    3/21/2016    EUR     44.31
Landesbank Hessen-Thueringe    4.00     6/5/2019    EUR     59.52
HSBC Trinkaus & Burkhardt A    5.75    8/26/2016    EUR     49.60
HSBC Trinkaus & Burkhardt A   10.40    9/23/2016    EUR     69.87
DekaBank Deutsche Girozentr    4.55    8/19/2019    EUR     70.28
Araratbank OJSC                9.00   10/20/2015    USD     25.55
UniCredit Bank AG              4.60   12/24/2015    EUR     60.65
DZ Bank AG Deutsche Zentral    6.25   11/27/2015    EUR     49.66
BNP Paribas Emissions- und     6.00    6/23/2016    EUR     65.69
Deutsche Bank AG               6.20   12/22/2015    EUR     63.20
DZ Bank AG Deutsche Zentral   12.25    3/29/2016    EUR     43.26
Deutsche Bank AG               4.20   12/22/2015    EUR     73.20
Goldman Sachs & Co Wertpapi   18.00   10/26/2016    EUR     70.98
Deutsche Bank AG               6.20    6/22/2016    EUR     59.40
Deutsche Bank AG               3.20   10/26/2016    EUR     66.20
Deutsche Bank AG               7.50    3/22/2016    EUR     64.98
Leonteq Securities AG          9.40   10/24/2016    EUR     56.63
HSBC Trinkaus & Burkhardt A    8.80   12/23/2016    EUR     70.07
Vontobel Financial Products   10.30    6/24/2016    EUR     65.28
UniCredit Bank AG              4.28    1/20/2016    EUR     53.61
Vontobel Financial Products    6.00    6/24/2016    EUR     71.92
Deutsche Bank AG               7.20    9/20/2016    EUR     72.00
BNP Paribas Emissions- und    16.00    3/24/2016    EUR     71.24
DZ Bank AG Deutsche Zentral    5.75    6/20/2016    EUR     43.81
Landesbank Hessen-Thueringe    6.75    4/17/2020    EUR     49.57
Vontobel Financial Products    5.00    2/13/2017    EUR     52.43
Goldman Sachs & Co Wertpapi   21.00   12/23/2015    EUR     51.82
Commerzbank AG                10.00   10/22/2015    EUR     53.64
DekaBank Deutsche Girozentr    5.00    1/14/2016    EUR     56.46
HSBC Trinkaus & Burkhardt A   10.40   12/23/2016    EUR     66.88
Veniti SA                      9.70    3/28/2016    PLN     50.00
Svensk Exportkredit AB         0.50    6/28/2022    ZAR     53.09
Interregional Distribution    12.42    5/23/2025    RUB     61.25
Barclays Bank PLC              0.50    3/26/2021    MXN     73.89
Municipality Finance PLC       4.20    3/26/2020    IDR     72.61
Eksportfinans ASA              0.25    7/14/2033    CAD     14.38
Lehman Brothers Treasury Co    8.50     7/6/2009    CHF      3.43
Lehman Brothers Treasury Co    5.75    6/15/2009    CHF      3.43
Lehman Brothers Treasury Co    0.25    7/21/2014    EUR      3.43
Lehman Brothers Treasury Co   10.44   11/22/2008    CHF      3.43
Immigon Portfolioabbau AG      4.78     6/7/2030    EUR     22.50
Immigon Portfolioabbau AG      0.96     7/3/2019    EUR     56.50
Barclays Bank PLC              1.64     6/3/2041    USD     70.52
Glitnir HF                     5.31   12/24/2012    USD     27.13
Credit Suisse AG/Nassau        7.00   10/29/2015    CHF     66.24
UBS AG                         4.70   10/21/2015    USD      1.63
UBS AG                         4.25   12/22/2017    EUR     60.48
Credit Suisse AG/Nassau        7.00    11/2/2015    CHF     66.79
UBS AG                         4.75   12/22/2017    EUR     61.58
Exane Finance                  1.75    4/28/2016    EUR     27.00
LBBW                           3.10    6/23/2017    EUR     65.76
UniCredit Bank AG              4.10    9/28/2018    EUR     71.92
LBBW                           5.00   10/23/2015    EUR     60.04
LBBW                           2.50   10/23/2015    EUR     59.03
LBBW                           4.50   10/23/2015    EUR     52.89
LBBW                           3.00   10/23/2015    EUR     66.15
HSBC Trinkaus & Burkhardt A    4.40   11/23/2015    EUR     72.60
Credit Suisse AG/Nassau        7.50   11/16/2015    CHF     70.62
DekaBank Deutsche Girozentr    3.00    4/16/2018    EUR     57.22
UBS AG                         4.00   12/23/2015    EUR     61.22
Bank Julius Baer & Co Ltd/G    6.00    11/9/2015    CHF     63.20
Raiffeisen Centrobank AG       9.41    1/20/2016    EUR     74.37
Raiffeisen Centrobank AG       8.24    1/20/2016    EUR     72.36
Credit Suisse AG/Nassau        7.50   11/23/2015    CHF     71.16
UBS AG/London                 22.50   12/29/2015    EUR     65.87
Raiffeisen Centrobank AG       5.60    6/15/2016    EUR     49.24
DZ Bank AG Deutsche Zentral    6.00   12/28/2015    EUR     51.60
DZ Bank AG Deutsche Zentral    5.50   12/28/2015    EUR     48.60
Leonteq Securities AG/Guern    7.00    12/4/2015    EUR     52.27
DekaBank Deutsche Girozentr    3.15    5/18/2018    EUR     51.26
Vontobel Financial Products    8.60    6/24/2016    EUR     55.80
Notenstein Privatbank AG       7.40   10/31/2016    CHF     45.29
LBBW                           5.00   10/23/2015    EUR     59.92
LBBW                           3.50   10/23/2015    EUR     61.37
LBBW                           6.00   10/23/2015    EUR     66.75
LBBW                           4.50   10/23/2015    EUR     56.69
LBBW                           5.50   10/23/2015    EUR     53.36
LBBW                           3.30   12/23/2016    EUR     61.96
LBBW                           3.40   12/23/2016    EUR     67.36
LBBW                           4.60    6/24/2016    EUR     53.79
LBBW                           4.80    6/24/2016    EUR     55.35
UBS AG                        14.75   12/29/2015    EUR     72.34
UBS AG                        13.50   12/29/2015    EUR     72.34
Landesbank Berlin AG           6.00   11/27/2015    EUR     44.91
LBBW                           4.45    6/24/2016    EUR     74.45
UBS AG                        14.00   12/29/2015    EUR     62.34
UBS AG                        11.50   12/29/2015    EUR     46.81
UBS AG                        11.50   12/29/2015    EUR     73.06
UBS AG                        13.00   12/29/2015    EUR     67.82
UBS AG                        13.50   12/29/2015    EUR     66.90
UBS AG                        14.00   12/29/2015    EUR     42.86
DekaBank Deutsche Girozentr    4.05    5/13/2016    EUR     58.04
DekaBank Deutsche Girozentr    3.10   11/13/2015    EUR     52.26
LBBW                           4.25    6/24/2016    EUR     53.72
LBBW                           3.00    1/26/2018    EUR     65.77
UBS AG                        13.75   12/29/2015    EUR     75.76
UBS AG                         6.50   12/29/2015    EUR     68.51
UBS AG                        22.75   12/29/2015    EUR     33.91
UBS AG                        22.50   12/29/2015    EUR     68.62
UBS AG                        21.00   12/29/2015    EUR     61.88
UBS AG                        10.00   12/29/2015    EUR     55.14
UBS AG                        17.25   12/29/2015    EUR     67.31
UBS AG                        12.75   12/29/2015    EUR     48.38
UBS AG                        19.75   12/29/2015    EUR     37.35
UBS AG                        14.50   12/29/2015    EUR     59.15
UBS AG                        20.50   12/29/2015    EUR     48.82
UBS AG                        15.75   12/29/2015    EUR     58.86
UBS AG                        12.00   12/29/2015    EUR     64.11
UBS AG                        18.50   12/29/2015    EUR     62.32
UBS AG                        12.50   12/29/2015    EUR     69.45
UBS AG                         4.00   12/29/2015    EUR     70.57
UBS AG                        20.75   12/29/2015    EUR     58.01
UBS AG                        14.50   12/29/2015    EUR     69.28
UBS AG                        19.75   12/29/2015    EUR     56.89
UBS AG                        20.50   12/29/2015    EUR     52.56
UBS AG                        19.75   12/29/2015    EUR     60.09
UBS AG                        22.75   12/29/2015    EUR     51.15
UBS AG                        13.50   12/29/2015    EUR     73.70
UBS AG                        22.75   12/29/2015    EUR     60.44
UBS AG                        11.25   12/29/2015    EUR     72.76
UBS AG                         9.50   12/22/2017    EUR     71.55
UBS AG                        11.75    6/24/2016    EUR     49.72
UBS AG                         9.00    3/29/2016    EUR     52.00
UBS AG                        20.50    6/24/2016    EUR     54.91
UBS AG                        12.00   12/23/2016    EUR     71.83
UBS AG                        16.75   12/23/2016    EUR     62.61
UBS AG                        11.75   12/22/2017    EUR     74.04
UBS AG                         5.25   12/23/2016    EUR     63.99
UBS AG                         6.25    6/24/2016    EUR     59.51
UBS AG                         5.00   12/22/2017    EUR     66.15
UBS AG                         7.00    3/29/2016    EUR     56.10
UBS AG                         7.75   12/22/2017    EUR     60.93
UBS AG                         4.75   12/22/2017    EUR     68.39
UBS AG                         7.00   12/22/2017    EUR     75.37
UBS AG                        14.50   12/23/2016    EUR     62.70
UBS AG                         6.75   12/23/2016    EUR     75.56
UBS AG                         4.25    3/29/2016    EUR     64.42
UBS AG                         8.00   12/23/2016    EUR     56.94
UBS AG                        10.25   12/22/2017    EUR     58.01
UBS AG                         5.75   12/22/2017    EUR     65.19
UBS AG                         7.50   12/23/2016    EUR     58.61
UBS AG                         4.25   12/22/2017    EUR     70.29
UBS AG                        12.25   12/23/2016    EUR     70.97
UBS AG                        13.00   12/23/2016    EUR     69.62
UBS AG                        11.75   12/22/2017    EUR     74.25
UBS AG                        20.25    3/29/2016    EUR     39.96
UBS AG                         8.00    3/29/2016    EUR     53.93
UBS AG                         4.50   12/23/2016    EUR     66.25
UBS AG                         6.00    3/29/2016    EUR     58.53
UBS AG                        24.25   12/29/2015    EUR     47.46
UBS AG                        16.00   12/23/2016    EUR     46.05
UBS AG                         9.00    6/24/2016    EUR     53.72
UBS AG                        18.75    6/24/2016    EUR     43.60
UBS AG                         8.00    6/24/2016    EUR     55.37
UBS AG                         5.75   12/23/2016    EUR     61.68
UBS AG                         5.50    6/24/2016    EUR     62.06
UBS AG                         4.75    6/24/2016    EUR     64.90
UBS AG                         8.00   12/22/2017    EUR     74.20
UBS AG                         8.75   12/22/2017    EUR     72.74
UBS AG                         4.00   12/23/2016    EUR     61.45
UBS AG                         4.50   12/23/2016    EUR     59.72
UBS AG                        12.50   12/23/2016    EUR     65.22
UBS AG                        10.25   12/22/2017    EUR     70.58
UBS AG                        11.75   12/22/2017    EUR     69.31
UBS AG                        10.25   12/23/2016    EUR     68.49
UBS AG                         7.75   12/22/2017    EUR     55.85
UBS AG                        22.50    3/29/2016    EUR     51.06
UBS AG                        18.25    3/29/2016    EUR     41.67
UBS AG                         5.25    3/29/2016    EUR     61.37
UBS AG                         4.75   12/22/2017    EUR     61.86
UBS AG                         7.75   12/23/2016    EUR     72.69
LBBW                           4.00    8/26/2016    EUR     73.06
UBS AG                        12.50   12/23/2016    EUR     69.76
UBS AG                         5.25   12/23/2016    EUR     62.25
UBS AG                        14.50    6/24/2016    EUR     64.83
UBS AG                        13.00    3/29/2016    EUR     69.11
UBS AG                        11.75    3/29/2016    EUR     72.64
UBS AG                         7.25    3/29/2016    EUR     38.88
UBS AG                        11.75   12/23/2016    EUR     72.75
UBS AG                         6.00    3/29/2016    EUR     47.35
UBS AG                        12.25    6/24/2016    EUR     71.74
UBS AG                         7.75    6/24/2016    EUR     39.94
UBS AG                        12.25    3/29/2016    EUR     76.78
UBS AG                        10.50   12/23/2016    EUR     76.22
UBS AG                        10.50    3/29/2016    EUR     74.79
UBS AG                        11.50    6/24/2016    EUR     75.17
UBS AG                        13.50    6/24/2016    EUR     67.02
UBS AG                         8.25   12/22/2017    EUR     51.41
UBS AG                        10.50   12/22/2017    EUR     71.02
UBS AG                         9.50   12/23/2016    EUR     47.54
UBS AG                         5.50    6/24/2016    EUR     60.28
UBS AG                        10.50   12/22/2017    EUR     71.21
UBS AG                        10.50   12/22/2017    EUR     66.30
UBS AG                         9.50   12/22/2017    EUR     75.19
UBS AG                        11.25    6/24/2016    EUR     67.70
UBS AG                         8.25    6/24/2016    EUR     45.52
UBS AG                         8.25    6/24/2016    EUR     49.91
UBS AG                        14.25    3/29/2016    EUR     65.13
LBBW                           4.30    9/23/2016    EUR     74.29
Vontobel Financial Products    5.55    3/29/2016    EUR     68.40
LBBW                           3.50    9/23/2016    EUR     57.33
LBBW                           3.00    6/23/2017    EUR     68.16
Banque Cantonale Vaudoise      4.80    3/10/2017    CHF     40.91
Vontobel Financial Products    5.00    4/11/2016    EUR     54.20
Leonteq Securities AG/Guern    6.89   12/30/2015    USD     53.68
Bank Julius Baer & Co Ltd/G    7.30    1/19/2016    CHF     60.20
Bank Julius Baer & Co Ltd/G    7.50    1/19/2016    USD     60.05
LBBW                           4.20    7/22/2016    EUR     70.65
LBBW                           4.00    7/22/2016    EUR     53.34
LBBW                           3.25    6/23/2017    EUR     65.54
LBBW                           4.00    8/26/2016    EUR     53.38
LBBW                           3.55    6/23/2017    EUR     75.59
UBS AG                         8.50    3/29/2016    EUR     70.65
UBS AG                        24.00   12/29/2015    EUR     46.16
UBS AG                        19.25    3/29/2016    EUR     53.69
UBS AG                        19.75    6/24/2016    EUR     55.09
UBS AG                        18.00    6/24/2016    EUR     57.38
UBS AG                        17.50    3/29/2016    EUR     72.13
UBS AG                        10.00    3/29/2016    EUR     67.13
UBS AG                         4.50    6/24/2016    EUR     60.40
UBS AG                        17.50    6/24/2016    EUR     40.84
UBS AG                        21.75    3/29/2016    EUR     35.56
UBS AG                        24.50   12/29/2015    EUR     51.21
UBS AG                        22.00   12/29/2015    EUR     51.04
UBS AG                        19.75    3/29/2016    EUR     55.66
UBS AG                        22.50   12/29/2015    EUR     67.11
UBS AG                        11.75    6/24/2016    EUR     73.23
UBS AG                        23.75   12/29/2015    EUR     46.72
UBS AG                        22.25    3/29/2016    EUR     49.22
UBS AG                        22.50   12/29/2015    EUR     72.05
UBS AG                        21.25    3/29/2016    EUR     55.88
UBS AG                         8.75    3/29/2016    EUR     48.52
UBS AG                         5.00    6/24/2016    EUR     58.28
UBS AG                        11.25    3/29/2016    EUR     75.29
UBS AG                        25.00   12/29/2015    EUR     44.03
UBS AG                        14.00    3/29/2016    EUR     67.83
UBS AG                        23.00   12/29/2015    EUR     51.95
UBS AG                        24.25   12/29/2015    EUR     55.16
UBS AG                        16.50    6/24/2016    EUR     41.61
UBS AG                        19.25    6/24/2016    EUR     73.04
UBS AG                        13.00    6/24/2016    EUR     70.11
UBS AG                        14.00    6/24/2016    EUR     67.24
UBS AG                         8.50    3/29/2016    EUR     75.14
UBS AG                        21.25    3/29/2016    EUR     51.07
UBS AG                         7.25    6/24/2016    EUR     73.22
UBS AG                        16.75    6/24/2016    EUR     56.92
UBS AG                        24.50   12/29/2015    EUR     30.55
UBS AG                         9.50    3/29/2016    EUR     72.06
UBS AG                        23.50   12/29/2015    EUR     29.81
UBS AG                        21.75   12/29/2015    EUR     49.23
UBS AG                        22.50   12/29/2015    EUR     67.58
UBS AG                        23.75   12/29/2015    EUR     71.66
UBS AG                        18.75    3/29/2016    EUR     57.57
UBS AG                        19.50    3/29/2016    EUR     73.09
UBS AG                        11.50    6/24/2016    EUR     45.81
UBS AG                        17.25    6/24/2016    EUR     60.82
UBS AG                        13.25    3/29/2016    EUR     61.42
UBS AG                        12.75    3/29/2016    EUR     71.35
UBS AG                        21.50    3/29/2016    EUR     60.17
UBS AG                         9.50    6/24/2016    EUR     74.05
UBS AG                         7.00    3/29/2016    EUR     74.58
UBS AG                        10.25    6/24/2016    EUR     67.09
UBS AG                        10.25    6/24/2016    EUR     47.49
UBS AG                        11.75    6/24/2016    EUR     64.57
UBS AG                        16.25    6/24/2016    EUR     62.72
UBS AG                        11.75    3/29/2016    EUR     64.14
UBS AG                        13.25    6/24/2016    EUR     65.46
LBBW                           4.00    2/26/2016    EUR     58.28
LBBW                           5.00    2/26/2016    EUR     55.08
LBBW                           3.50    2/26/2016    EUR     64.70
LBBW                           4.50    2/26/2016    EUR     61.10
LBBW                           5.50    2/26/2016    EUR     58.15
UBS AG                         7.00    6/24/2016    EUR     48.12
UBS AG                        10.25    3/29/2016    EUR     57.05
UBS AG                         5.75    6/24/2016    EUR     54.34
UBS AG                         5.25   12/29/2015    EUR     47.76
UBS AG                         6.50    3/29/2016    EUR     41.95
UBS AG                        11.75    6/24/2016    EUR     53.49
UBS AG                         5.00    6/24/2016    EUR     53.84
UBS AG                        10.25    3/29/2016    EUR     49.20
UBS AG                        13.25    6/24/2016    EUR     59.46
UBS AG                         6.50   12/29/2015    EUR     40.32
UBS AG                         5.75    3/29/2016    EUR     47.14
UBS AG                         4.50    6/24/2016    EUR     57.88
UBS AG                        10.75   12/29/2015    EUR     71.43
UBS AG                        14.75    6/24/2016    EUR     59.08
Leonteq Securities AG/Guern   10.58     2/3/2017    USD     54.94
Goldman Sachs & Co Wertpapi    5.00   12/23/2015    EUR     73.42
Goldman Sachs & Co Wertpapi    7.00   12/23/2015    EUR     68.81
Goldman Sachs & Co Wertpapi    9.00   12/23/2015    EUR     64.76
Goldman Sachs & Co Wertpapi   10.00   12/23/2015    EUR     69.36
Goldman Sachs & Co Wertpapi    5.00   12/23/2015    EUR     51.13
Goldman Sachs & Co Wertpapi    6.00   12/23/2015    EUR     47.60
Goldman Sachs & Co Wertpapi    7.00   12/23/2015    EUR     46.12
Goldman Sachs & Co Wertpapi    8.00   12/23/2015    EUR     44.75
Goldman Sachs & Co Wertpapi    9.00   12/23/2015    EUR     43.48
Credit Suisse AG/Nassau        7.13   12/21/2015    CHF     70.57
Banque Cantonale Vaudoise/G    3.50    6/12/2017    USD     69.06
Zurcher Kantonalbank Financ    7.38    6/17/2016    CHF     74.14
Deutsche Bank AG               7.20   12/22/2015    EUR     71.30
Deutsche Bank AG               6.20   12/22/2015    EUR     71.10
Deutsche Bank AG               6.20   12/22/2015    EUR     66.40
Deutsche Bank AG               7.20   12/22/2015    EUR     68.90
Deutsche Bank AG               5.20   12/22/2015    EUR     73.50
Deutsche Bank AG               5.20   12/22/2015    EUR     68.50
Deutsche Bank AG               6.20   12/22/2015    EUR     73.70
Deutsche Bank AG               6.20   12/22/2015    EUR     68.70
Deutsche Bank AG               7.20   12/22/2015    EUR     73.80
Deutsche Bank AG               5.20   12/22/2015    EUR     70.90
Deutsche Bank AG               7.20   12/22/2015    EUR     66.60
Deutsche Bank AG               5.20   12/22/2015    EUR     66.20
Deutsche Bank AG               7.20   12/22/2015    EUR     72.50
Deutsche Bank AG               5.20   12/22/2015    EUR     72.10
Deutsche Bank AG               7.20   12/22/2015    EUR     69.00
Deutsche Bank AG               6.20   12/22/2015    EUR     72.30
Deutsche Bank AG               5.20   12/22/2015    EUR     68.60
Deutsche Bank AG               5.20   12/22/2015    EUR     42.70
Deutsche Bank AG               6.20   12/22/2015    EUR     68.80
Deutsche Bank AG               6.20   12/22/2015    EUR     42.90
Deutsche Bank AG               7.20   12/22/2015    EUR     49.50
Deutsche Bank AG               6.20   12/22/2015    EUR     44.30
Deutsche Bank AG               6.20   12/22/2015    EUR     47.50
Deutsche Bank AG               7.20   12/22/2015    EUR     43.10
Deutsche Bank AG               5.20   12/22/2015    EUR     47.30
Deutsche Bank AG               5.20   12/22/2015    EUR     44.10
Deutsche Bank AG               7.20   12/22/2015    EUR     46.10
Deutsche Bank AG               6.20   12/22/2015    EUR     49.30
Deutsche Bank AG               5.20   12/22/2015    EUR     45.70
Deutsche Bank AG               7.20   12/22/2015    EUR     47.70
Deutsche Bank AG               6.20   12/22/2015    EUR     45.90
Deutsche Bank AG               5.20   12/22/2015    EUR     49.10
Deutsche Bank AG               7.20   12/22/2015    EUR     44.50
Deutsche Bank AG               7.20   12/22/2015    EUR     57.20
Deutsche Bank AG               5.20   12/22/2015    EUR     56.80
Deutsche Bank AG               7.20   12/22/2015    EUR     54.30
Deutsche Bank AG               6.20   12/22/2015    EUR     57.00
Deutsche Bank AG               6.20   12/22/2015    EUR     54.10
Deutsche Bank AG               5.20   12/22/2015    EUR     53.90
Deutsche Bank AG               6.20   12/22/2015    EUR     60.30
Deutsche Bank AG               7.20   12/22/2015    EUR     60.50
Deutsche Bank AG               5.20   12/22/2015    EUR     60.10
Landesbank Hessen-Thueringe    3.45     7/7/2016    EUR     62.10
Barclays Bank PLC              2.30    9/13/2016    EUR     49.26
Goldman Sachs & Co Wertpapi   11.00   12/23/2015    EUR     66.20
Goldman Sachs & Co Wertpapi   11.00   12/23/2015    EUR     41.22
Goldman Sachs & Co Wertpapi    5.00   12/23/2015    EUR     68.35
Goldman Sachs & Co Wertpapi    5.00   12/23/2015    EUR     51.36
Goldman Sachs & Co Wertpapi    7.00   12/23/2015    EUR     51.71
Goldman Sachs & Co Wertpapi    7.00   12/23/2015    EUR     51.71
Goldman Sachs & Co Wertpapi    5.00   12/23/2015    EUR     42.71
Goldman Sachs & Co Wertpapi    6.00   12/23/2015    EUR     42.88
Goldman Sachs & Co Wertpapi    7.00   12/23/2015    EUR     43.06
Goldman Sachs & Co Wertpapi    8.00   12/23/2015    EUR     43.23
Goldman Sachs & Co Wertpapi    8.00   12/23/2015    EUR     43.23
Goldman Sachs & Co Wertpapi    9.00   12/23/2015    EUR     43.41
Goldman Sachs & Co Wertpapi    9.00   12/23/2015    EUR     43.41
Credit Suisse AG/Nassau        7.00   12/28/2015    EUR     60.86
Notenstein Privatbank AG       8.14   12/18/2015    CHF     73.15
BNP Paribas Emissions- und     6.00   11/26/2015    EUR     76.43
BNP Paribas Emissions- und     5.50   10/22/2015    EUR     57.03
BNP Paribas Emissions- und    10.00   10/22/2015    EUR     64.83
BNP Paribas Emissions- und     4.50   10/22/2015    EUR     73.32
BNP Paribas Emissions- und     7.00   10/22/2015    EUR     45.70
BNP Paribas Emissions- und     9.00   10/22/2015    EUR     61.59
BNP Paribas Emissions- und     9.00   10/22/2015    EUR     55.90
Notenstein Privatbank AG       7.50    6/23/2016    CHF     72.51
Raiffeisen Centrobank AG       7.55    1/20/2016    EUR     65.86
Raiffeisen Centrobank AG       5.98    1/20/2016    EUR     68.20
Raiffeisen Centrobank AG       6.29    1/20/2016    EUR     63.85
Goldman Sachs & Co Wertpapi    6.00   12/23/2015    EUR     54.19
Goldman Sachs & Co Wertpapi    6.00   12/23/2015    EUR     54.19
Credit Suisse AG/Nassau        7.00     1/4/2016    CHF     74.65
DekaBank Deutsche Girozentr    4.15   12/18/2015    EUR     51.62
DekaBank Deutsche Girozentr    2.35    6/13/2016    EUR     53.07
Notenstein Privatbank AG       6.10   12/30/2015    EUR     47.88
EFG International Finance G    7.05    6/30/2016    USD     55.17
Credit Suisse AG/Nassau        6.50    1/11/2016    CHF     71.41
Notenstein Privatbank AG       6.50     7/2/2018    USD     67.89
Credit Suisse AG/Nassau        8.25    1/11/2016    CHF     35.42
Leonteq Securities AG/Guern    5.25     1/4/2016    CHF     69.88
Vontobel Financial Products    4.40   12/11/2015    EUR     56.34
Vontobel Financial Products    5.65   12/11/2015    EUR     53.87
Vontobel Financial Products    6.95   12/11/2015    EUR     51.64
Notenstein Privatbank AG       8.00    1/11/2016    EUR     69.04
Vontobel Financial Products    7.05   12/11/2015    EUR     52.74
Vontobel Financial Products    7.25    3/11/2016    EUR     53.25
Vontobel Financial Products    4.55    3/11/2016    EUR     57.68
Vontobel Financial Products    4.00   12/11/2015    EUR     58.23
Vontobel Financial Products    3.35    3/11/2016    EUR     60.38
Vontobel Financial Products    3.95    3/11/2016    EUR     58.99
Vontobel Financial Products    5.20    3/11/2016    EUR     56.46
Vontobel Financial Products    5.85    3/11/2016    EUR     55.31
Vontobel Financial Products    5.45   12/11/2015    EUR     55.31
Vontobel Financial Products    4.70   12/11/2015    EUR     56.72
Vontobel Financial Products    6.25   12/11/2015    EUR     53.99
Vontobel Financial Products    6.55    3/11/2016    EUR     54.25
Vontobel Financial Products    7.90   12/11/2015    EUR     51.56
Vontobel Financial Products    3.35   12/11/2015    EUR     59.83
Vontobel Financial Products    3.95    3/11/2016    EUR     46.32
Vontobel Financial Products    4.05   12/11/2015    EUR     45.29
Vontobel Financial Products    5.80   12/11/2015    EUR     42.55
Vontobel Financial Products    7.05    3/11/2016    EUR     41.91
Vontobel Financial Products    7.70   12/11/2015    EUR     40.19
Vontobel Financial Products    5.40    3/11/2016    EUR     43.88
Deutsche Bank AG               6.20   12/22/2015    EUR     64.30
Deutsche Bank AG               5.20   12/22/2015    EUR     64.10
Deutsche Bank AG               7.20   12/22/2015    EUR     64.40
Zurcher Kantonalbank Financ    8.80    1/14/2016    CHF     57.53
UBS AG                         9.00     7/3/2017    CHF     42.57
UBS AG/London                  2.80   12/23/2015    EUR     50.15
UBS AG/London                  2.80   12/23/2015    EUR     74.57
UBS AG/London                  3.80   12/23/2015    EUR     47.35
BNP Paribas Emissions- und    12.00    6/23/2016    EUR     70.24
BNP Paribas Emissions- und    15.00    6/23/2016    EUR     69.97
BNP Paribas Emissions- und    18.00    6/23/2016    EUR     68.82
BNP Paribas Emissions- und    21.00    6/23/2016    EUR     67.96
BNP Paribas Emissions- und    13.00    9/22/2016    EUR     71.54
BNP Paribas Emissions- und    17.00    9/22/2016    EUR     69.44
BNP Paribas Emissions- und    11.00   12/22/2016    EUR     71.70
BNP Paribas Emissions- und    15.00   12/22/2016    EUR     70.83
BNP Paribas Emissions- und    29.00    3/24/2016    EUR     67.88
Notenstein Privatbank AG       8.20    1/18/2016    EUR     56.63
Deutsche Bank AG               5.20   12/22/2015    EUR     53.40
Deutsche Bank AG               7.20   12/22/2015    EUR     57.80
Deutsche Bank AG               7.20   12/22/2015    EUR     53.80
Deutsche Bank AG               6.20   12/22/2015    EUR     57.60
Deutsche Bank AG               5.20   12/22/2015    EUR     57.50
Deutsche Bank AG               6.20   12/22/2015    EUR     53.60
Landesbank Hessen-Thueringe    3.30     8/1/2016    EUR     66.90
Vontobel Financial Products    6.90    6/10/2016    EUR     43.60
Vontobel Financial Products    4.75    6/10/2016    EUR     46.40
Vontobel Financial Products    5.15    6/10/2016    EUR     69.62
Vontobel Financial Products    3.65    6/10/2016    EUR     73.49
Vontobel Financial Products    3.45    6/10/2016    EUR     62.28
Vontobel Financial Products    5.40    6/10/2016    EUR     58.23
Vontobel Financial Products    4.55    6/10/2016    EUR     59.77
Vontobel Financial Products    4.00    6/10/2016    EUR     60.99
Notenstein Privatbank AG      11.00    1/25/2016    USD     55.12
Deutsche Bank AG               4.50   12/22/2015    EUR     55.84
Deutsche Bank AG               4.50   12/22/2015    EUR     40.88
Deutsche Bank AG               4.50   12/22/2015    EUR     68.02
Deutsche Bank AG               5.50   12/22/2015    EUR     68.20
Raiffeisen Centrobank AG       6.59    6/22/2016    EUR     60.95
Raiffeisen Centrobank AG       5.30    6/22/2016    EUR     63.24
Credit Suisse AG/Nassau        6.00    1/29/2016    CHF     53.90
Leonteq Securities AG/Guern   10.00    1/22/2016    USD     42.40
DZ Bank AG Deutsche Zentral    5.60   10/23/2015    EUR     69.84
DZ Bank AG Deutsche Zentral    3.90   10/23/2015    EUR     46.48
DZ Bank AG Deutsche Zentral    4.90   10/23/2015    EUR     44.00
DZ Bank AG Deutsche Zentral    5.80   10/23/2015    EUR     42.13
DZ Bank AG Deutsche Zentral    4.50   10/23/2015    EUR     73.71
DZ Bank AG Deutsche Zentral    6.50   10/23/2015    EUR     59.16
DZ Bank AG Deutsche Zentral    6.00   10/23/2015    EUR     56.44
DZ Bank AG Deutsche Zentral    4.70   10/23/2015    EUR     53.83
DZ Bank AG Deutsche Zentral    5.90   10/23/2015    EUR     46.69
DZ Bank AG Deutsche Zentral    5.80   10/23/2015    EUR     44.46
DZ Bank AG Deutsche Zentral    4.70   10/23/2015    EUR     42.43
DZ Bank AG Deutsche Zentral    5.60   10/22/2015    EUR     73.72
DZ Bank AG Deutsche Zentral    5.60   10/22/2015    EUR     46.62
DZ Bank AG Deutsche Zentral    4.90   10/22/2015    EUR     66.29
DZ Bank AG Deutsche Zentral    5.70   10/22/2015    EUR     64.60
DZ Bank AG Deutsche Zentral    6.60   10/22/2015    EUR     63.00
Leonteq Securities AG/Guern    8.04    7/25/2016    CHF     72.99
Vontobel Financial Products    9.30    6/24/2016    EUR     59.70
Raiffeisen Centrobank AG       7.00    8/22/2016    EUR     44.98
Leonteq Securities AG/Guern    8.00     8/8/2016    EUR     61.67
Leonteq Securities AG/Guern   11.52   10/28/2015    CHF     54.83
HSBC Trinkaus & Burkhardt A    5.65    2/22/2016    EUR     45.45
Vontobel Financial Products    4.65   12/28/2015    EUR     70.38
Deutsche Bank AG               6.20   10/21/2015    EUR     64.60
Deutsche Bank AG               5.20   10/21/2015    EUR     69.40
Deutsche Bank AG               6.20   10/21/2015    EUR     66.90
Deutsche Bank AG               7.20   10/21/2015    EUR     64.60
Deutsche Bank AG               5.20   10/21/2015    EUR     64.60
Deutsche Bank AG               5.20   10/21/2015    EUR     66.90
Deutsche Bank AG               7.20   10/21/2015    EUR     69.40
Deutsche Bank AG               6.20   10/21/2015    EUR     69.40
Deutsche Bank AG               7.20   10/21/2015    EUR     66.90
Deutsche Bank AG               7.20   10/21/2015    EUR     40.80
Deutsche Bank AG               6.20   10/21/2015    EUR     40.80
Deutsche Bank AG               5.20   10/21/2015    EUR     40.80
Deutsche Bank AG               7.20   10/21/2015    EUR     60.80
Deutsche Bank AG               6.20   10/21/2015    EUR     60.80
Deutsche Bank AG               5.20   10/21/2015    EUR     60.80
Deutsche Bank AG               5.20   10/21/2015    EUR     57.40
Deutsche Bank AG               6.20   10/21/2015    EUR     57.40
Deutsche Bank AG               7.20   10/21/2015    EUR     57.50
Deutsche Bank AG               5.20   10/21/2015    EUR     42.20
Deutsche Bank AG               7.20   10/21/2015    EUR     42.30
Deutsche Bank AG               6.20   10/21/2015    EUR     42.20
Credit Suisse AG/Nassau        8.00     2/8/2016    USD     54.73
UBS AG/London                  7.20    1/20/2016    EUR     56.93
HSBC Trinkaus & Burkhardt A    6.00   12/28/2015    EUR     66.58
HSBC Trinkaus & Burkhardt A    6.50   12/28/2015    EUR     41.76
Landesbank Hessen-Thueringe    3.15    8/22/2016    EUR     70.00
Notenstein Privatbank AG       4.00     2/1/2016    EUR     50.11
Vontobel Financial Products    4.05   12/28/2015    EUR     64.43
DekaBank Deutsche Girozentr    4.15    1/28/2016    EUR     55.58
Credit Suisse AG/Nassau        7.50    2/15/2016    EUR     64.91
Leonteq Securities AG/Guern    8.00     8/5/2016    USD     69.46
Vontobel Financial Products    7.25   12/11/2015    EUR     49.48
Vontobel Financial Products    8.65   12/11/2015    EUR     47.66
Leonteq Securities AG/Guern    8.00    8/15/2016    CHF     54.67
UBS AG/London                  6.00    6/24/2016    EUR     70.24
UBS AG/London                  4.00   12/22/2017    EUR     74.42
UBS AG/London                  6.75   12/23/2016    EUR     69.62
UBS AG/London                 20.75    6/24/2016    EUR     69.26
UBS AG/London                 24.50    6/24/2016    EUR     69.66
UBS AG/London                 24.25   12/29/2015    EUR     71.03
UBS AG/London                 10.75   12/29/2015    EUR     44.10
UBS AG/London                  5.00   12/22/2017    EUR     72.87
UBS AG/London                  6.50   12/29/2015    EUR     54.72
UBS AG/London                  9.00   12/29/2015    EUR     57.69
UBS AG/London                 23.25    6/24/2016    EUR     66.89
UBS AG/London                 11.00   12/29/2015    EUR     62.68
HSBC Trinkaus & Burkhardt A    7.00   12/28/2015    EUR     43.20
UBS AG/London                 24.50    3/29/2016    EUR     50.40
UBS AG/London                  5.75    6/24/2016    EUR     63.81
UBS AG/London                  6.75   12/29/2015    EUR     66.83
UBS AG/London                 24.25   12/29/2015    EUR     66.74
UBS AG/London                 19.00    6/24/2016    EUR     73.16
UBS AG/London                  6.50    6/24/2016    EUR     66.22
UBS AG/London                 22.25    6/24/2016    EUR     39.57
UBS AG/London                 24.75    6/24/2016    EUR     75.33
UBS AG/London                 22.50    6/24/2016    EUR     49.93
UBS AG/London                  4.25   12/23/2016    EUR     69.33
UBS AG/London                 23.00   12/29/2015    EUR     71.29
UBS AG/London                  5.50   12/23/2016    EUR     65.84
UBS AG/London                  4.50   12/23/2016    EUR     67.91
UBS AG/London                 15.50   12/29/2015    EUR     69.92
UBS AG/London                  5.25    6/24/2016    EUR     68.86
UBS AG/London                  4.25    3/29/2016    EUR     73.29
UBS AG/London                 23.50    6/24/2016    EUR     68.48
UBS AG/London                 23.00   12/29/2015    EUR     60.57
UBS AG/London                  7.75   12/22/2017    EUR     51.54
UBS AG/London                 19.25    6/24/2016    EUR     51.67
UBS AG/London                  4.00    6/24/2016    EUR     67.96
UBS AG/London                 23.50   12/29/2015    EUR     74.01
UBS AG/London                 24.50   12/29/2015    EUR     59.07
UBS AG/London                 24.75    3/29/2016    EUR     36.00
UBS AG/London                 18.50   12/29/2015    EUR     35.61
UBS AG/London                  5.75    6/24/2016    EUR     48.94
UBS AG/London                  5.50    3/29/2016    EUR     63.14
UBS AG/London                 10.00    3/29/2016    EUR     61.78
Goldman Sachs & Co Wertpapi    6.00   12/23/2015    EUR     73.60
Goldman Sachs & Co Wertpapi   11.00   12/23/2015    EUR     65.11
Goldman Sachs & Co Wertpapi    8.00   12/23/2015    EUR     68.88
UniCredit Bank AG              4.25    9/12/2017    EUR     70.40
Vontobel Financial Products    5.75   12/28/2015    EUR     56.80
Vontobel Financial Products   13.45   12/28/2015    EUR     66.84
Vontobel Financial Products   18.75   12/28/2015    EUR     60.68
DZ Bank AG Deutsche Zentral    8.00   12/28/2015    EUR     44.07
Vontobel Financial Products    8.05   12/28/2015    EUR     74.87
Goldman Sachs & Co Wertpapi   10.00   12/23/2015    EUR     69.34
Goldman Sachs & Co Wertpapi    9.00   12/23/2015    EUR     57.95
Goldman Sachs & Co Wertpapi    5.00   12/23/2015    EUR     73.28
Goldman Sachs & Co Wertpapi    5.00   12/23/2015    EUR     73.28
Goldman Sachs & Co Wertpapi    7.00   12/23/2015    EUR     60.57
Goldman Sachs & Co Wertpapi    9.00   12/23/2015    EUR     60.92
Goldman Sachs & Co Wertpapi   10.00   12/23/2015    EUR     61.10
Goldman Sachs & Co Wertpapi   10.00   12/23/2015    EUR     61.10
Leonteq Securities AG/Guern    5.00    8/22/2016    CHF     58.49
Vontobel Financial Products    4.95   12/28/2015    EUR     51.03
Vontobel Financial Products    6.20   12/28/2015    EUR     64.16
Commerzbank AG                 5.75    6/23/2016    EUR     75.93
Commerzbank AG                 6.25    6/23/2016    EUR     74.74
Commerzbank AG                 6.75    6/23/2016    EUR     73.58
Commerzbank AG                 7.50    6/23/2016    EUR     72.58
Commerzbank AG                 5.00    6/23/2016    EUR     52.25
Commerzbank AG                 5.75    6/23/2016    EUR     50.91
Commerzbank AG                 6.25    6/23/2016    EUR     49.85
Commerzbank AG                 6.75    6/23/2016    EUR     49.15
Commerzbank AG                 7.25    6/23/2016    EUR     48.34
Commerzbank AG                 8.00    6/23/2016    EUR     47.77
Commerzbank AG                 4.75    6/23/2016    EUR     67.14
Commerzbank AG                 5.50    6/23/2016    EUR     66.12
Commerzbank AG                 6.00    6/23/2016    EUR     64.99
Commerzbank AG                 6.75    6/23/2016    EUR     64.07
DZ Bank AG Deutsche Zentral    5.25   12/28/2015    EUR     72.33
DZ Bank AG Deutsche Zentral    5.75   12/28/2015    EUR     61.63
Credit Suisse AG/Nassau        8.50    2/29/2016    USD     56.64
HSBC Trinkaus & Burkhardt A    6.00   12/28/2015    EUR     73.87
HSBC Trinkaus & Burkhardt A    6.50   12/28/2015    EUR     46.09
DekaBank Deutsche Girozentr    3.40    6/10/2016    EUR     73.54
Glitnir HF                     5.35    5/11/2010    USD     27.13
Diversified Financials Euro    2.18    7/27/2016    EUR     62.22
Glitnir HF                     4.75   10/15/2010    USD     27.13
Glitnir HF                     6.33    7/28/2011    USD     27.13
Glitnir HF                     6.31    7/28/2011    USD     27.13
Glitnir HF                     6.31    7/28/2011    USD     27.13
Glitnir HF                     5.24   12/22/2010    USD     27.13
Lehman Brothers Treasury Co    4.00    8/11/2010    USD     14.88
UBS AG/London                  3.00   12/23/2015    EUR     60.74
Banque Cantonale Vaudoise      1.00     7/7/2016    CHF     21.02
Credit Suisse AG/London        4.00     1/4/2016    EUR     40.79
Vontobel Financial Products    4.35   12/28/2015    EUR     51.64
DekaBank Deutsche Girozentr    3.10     2/5/2018    EUR     59.35
Societe Generale SA            4.00    3/29/2016    EUR     52.26
Leonteq Securities AG/Guern    8.04    4/11/2016    CHF     73.26
DekaBank Deutsche Girozentr    3.45     6/1/2018    EUR     70.64
Credit Suisse AG/London        7.00   10/22/2015    CHF     67.91
Zurcher Kantonalbank Financ    6.33   10/23/2015    CHF     75.42
Leonteq Securities AG/Guern    8.16    4/14/2016    EUR     70.61
Societe Generale Effekten G    2.50    10/7/2016    EUR     58.73
UBS AG                        11.75   12/29/2015    EUR     63.09
UBS AG                         7.00   12/29/2015    EUR     73.38
UBS AG                        22.25   12/29/2015    EUR     56.45
UBS AG                        12.00   12/29/2015    EUR     56.27
UBS AG                        22.25   12/29/2015    EUR     35.04
UBS AG                        22.25   12/29/2015    EUR     71.61
UBS AG                        19.50   12/29/2015    EUR     64.69
UBS AG                        14.50   12/29/2015    EUR     56.32
UBS AG                        16.25   12/29/2015    EUR     52.51
UBS AG                        16.25   12/29/2015    EUR     66.22
UBS AG                        15.25   12/29/2015    EUR     69.36
UBS AG                        24.00   12/29/2015    EUR     60.12
UBS AG                        20.75   12/29/2015    EUR     65.99
UBS AG                        12.50   12/29/2015    EUR     69.11
UBS AG                         9.50   12/29/2015    EUR     63.57
UBS AG                        23.00   12/29/2015    EUR     40.73
UBS AG                        11.25   12/29/2015    EUR     71.92
UBS AG                        14.50   12/29/2015    EUR     77.37
DZ Bank AG Deutsche Zentral    4.00   11/22/2017    EUR     68.97
Barclays Bank PLC              4.17     1/5/2017    EUR     29.51
Barclays Bank PLC              4.17     1/5/2017    EUR     42.32
Notenstein Privatbank AG       7.00   12/16/2015    EUR     51.76
Leonteq Securities AG/Guern    6.70     6/6/2016    USD     54.89
Leonteq Securities AG/Guern    6.58    3/29/2016    EUR     72.70
LBBW                           4.00    3/29/2016    EUR     61.91
LBBW                           5.50    3/29/2016    EUR     57.45
LBBW                           4.00    3/29/2016    EUR     53.32
LBBW                           4.00    3/29/2016    EUR     64.64
LBBW                           5.00    3/29/2016    EUR     75.12
LBBW                           5.00    3/29/2016    EUR     61.84
UniCredit Bank AG              4.40    11/2/2017    EUR     60.91
UniCredit Bank AG              4.30   10/29/2018    EUR     73.21
LBBW                           3.25    6/23/2017    EUR     65.63
DekaBank Deutsche Girozentr    3.40    6/24/2016    EUR     44.28
Glitnir HF                    10.00    6/28/2017    USD     27.13
ExpertGroup OOO/Russia        15.00   12/11/2015    RUB    100.00
Lehman Brothers Treasury Co    4.60   10/11/2017    ILS     14.88
Lehman Brothers Treasury Co    3.00    9/12/2036    JPY     14.88
Goldman Sachs & Co Wertpapi   11.00    4/20/2016    EUR     70.50
Goldman Sachs & Co Wertpapi    8.00    5/25/2016    EUR     67.70
Goldman Sachs & Co Wertpapi   11.00    7/20/2016    EUR     70.88
Goldman Sachs & Co Wertpapi    5.00    8/24/2016    EUR     66.68
Goldman Sachs & Co Wertpapi    6.00    8/24/2016    EUR     67.52
Goldman Sachs & Co Wertpapi   10.00    8/24/2016    EUR     70.89
Goldman Sachs & Co Wertpapi   10.00    8/24/2016    EUR     70.89
Goldman Sachs & Co Wertpapi    3.00    8/24/2016    EUR     47.99
Goldman Sachs & Co Wertpapi    4.00    8/24/2016    EUR     48.83
Goldman Sachs & Co Wertpapi    7.00    8/24/2016    EUR     51.36
Goldman Sachs & Co Wertpapi    8.00    8/24/2016    EUR     52.20
Goldman Sachs & Co Wertpapi   10.00    8/24/2016    EUR     53.89
Goldman Sachs & Co Wertpapi    5.00   12/21/2016    EUR     51.21
DZ Bank AG Deutsche Zentral   12.00   12/18/2015    EUR     65.12
UBS AG                         8.00    9/23/2016    EUR     72.21
UBS AG                         5.50    9/23/2016    EUR     53.49
UBS AG                        11.50    9/23/2016    EUR     62.74
UBS AG                         6.25    9/23/2016    EUR     67.58
UBS AG                        14.50    6/24/2016    EUR     67.54
UBS AG                         7.50    9/23/2016    EUR     52.57
UBS AG                         6.00    9/23/2016    EUR     72.44
UBS AG                        10.50    9/23/2016    EUR     69.57
UBS AG                         9.00    9/23/2016    EUR     64.91
UBS AG                         9.00    6/24/2016    EUR     71.48
UBS AG                         4.25    9/23/2016    EUR     71.77
Vontobel Financial Products    6.70     7/1/2016    EUR     45.12
Vontobel Financial Products    7.35   12/23/2016    EUR     72.70
Vontobel Financial Products    8.30    9/23/2016    EUR     71.83
Vontobel Financial Products    7.45   12/23/2016    EUR     48.93
Vontobel Financial Products    3.05   12/23/2016    EUR     53.46
Vontobel Financial Products    8.30    9/23/2016    EUR     47.76
Vontobel Financial Products    3.15    9/23/2016    EUR     52.80
Vontobel Financial Products    7.50   12/23/2016    EUR     59.25
Vontobel Financial Products    3.75   12/23/2016    EUR     64.00
Vontobel Financial Products    8.40    9/23/2016    EUR     58.14
Vontobel Financial Products    4.05    9/23/2016    EUR     63.43
Goldman Sachs & Co Wertpapi    6.00    4/20/2016    EUR     53.11
Goldman Sachs & Co Wertpapi    7.00    9/21/2016    EUR     54.86
Goldman Sachs & Co Wertpapi   11.00    9/21/2016    EUR     58.53
Goldman Sachs & Co Wertpapi   11.00    9/21/2016    EUR     58.53
Goldman Sachs & Co Wertpapi   11.00    9/21/2016    EUR     58.53
Goldman Sachs & Co Wertpapi    7.00    4/20/2016    EUR     45.55
Goldman Sachs & Co Wertpapi    7.00    9/21/2016    EUR     48.18
Goldman Sachs & Co Wertpapi    9.00    9/21/2016    EUR     50.02
Goldman Sachs & Co Wertpapi    9.00    9/21/2016    EUR     50.02
Goldman Sachs & Co Wertpapi    9.00    9/21/2016    EUR     50.02
Goldman Sachs & Co Wertpapi    9.00    9/21/2016    EUR     50.02
Vontobel Financial Products    6.20     7/1/2016    EUR     44.53
Goldman Sachs & Co Wertpapi   23.00    2/24/2016    EUR     72.59
Goldman Sachs & Co Wertpapi   19.00    3/23/2016    EUR     72.64
Goldman Sachs & Co Wertpapi   18.00    4/20/2016    EUR     73.68
Goldman Sachs & Co Wertpapi    8.00    4/20/2016    EUR     75.63
Goldman Sachs & Co Wertpapi   15.00   12/23/2015    EUR     72.76
Goldman Sachs & Co Wertpapi   19.00   12/23/2015    EUR     70.28
Goldman Sachs & Co Wertpapi   24.00   12/23/2015    EUR     68.25
Goldman Sachs & Co Wertpapi   18.00    1/20/2016    EUR     71.52
Goldman Sachs & Co Wertpapi   22.00    1/20/2016    EUR     69.62
Goldman Sachs & Co Wertpapi   20.00    2/24/2016    EUR     71.07
Goldman Sachs & Co Wertpapi   15.00    3/23/2016    EUR     73.43
Goldman Sachs & Co Wertpapi   21.00    3/23/2016    EUR     52.35
Goldman Sachs & Co Wertpapi    9.00    4/20/2016    EUR     59.14
Goldman Sachs & Co Wertpapi   17.00   12/23/2015    EUR     71.25
Goldman Sachs & Co Wertpapi   24.00    1/20/2016    EUR     67.02
Goldman Sachs & Co Wertpapi   19.00    4/20/2016    EUR     70.44
Goldman Sachs & Co Wertpapi   19.00   12/23/2015    EUR     73.25
Goldman Sachs & Co Wertpapi   21.00    4/20/2016    EUR     72.84
Goldman Sachs & Co Wertpapi    6.00    4/20/2016    EUR     51.16
Commerzbank AG                 6.90    3/18/2016    EUR     55.18
Deutsche Bank AG               4.20   12/22/2015    EUR     73.90
Deutsche Bank AG               6.20   12/22/2015    EUR     74.30
Deutsche Bank AG               4.20    6/21/2016    EUR     74.30
DZ Bank AG Deutsche Zentral    5.75    8/26/2016    EUR     65.59
DZ Bank AG Deutsche Zentral    6.25    8/26/2016    EUR     72.00
Vontobel Financial Products   14.25    3/29/2016    EUR     61.88
Vontobel Financial Products    9.45    3/29/2016    EUR     63.84
Vontobel Financial Products    9.60    6/24/2016    EUR     63.95
Vontobel Financial Products   13.00    6/24/2016    EUR     62.47
Vontobel Financial Products   11.00    9/23/2016    EUR     63.75
Vontobel Financial Products    8.50    9/23/2016    EUR     65.19
Vontobel Financial Products    7.65   12/23/2016    EUR     66.44
Vontobel Financial Products   10.00   12/23/2016    EUR     65.48
DZ Bank AG Deutsche Zentral    6.50   12/19/2016    EUR     74.76
DZ Bank AG Deutsche Zentral    5.50    3/21/2016    EUR     65.39
DZ Bank AG Deutsche Zentral    5.10   12/19/2016    EUR     67.34
DZ Bank AG Deutsche Zentral    5.70   12/19/2016    EUR     66.34
DZ Bank AG Deutsche Zentral    6.80   12/19/2016    EUR     65.87
Commerzbank AG                13.50    4/21/2016    EUR     72.79
Commerzbank AG                12.00    8/25/2016    EUR     74.44
Commerzbank AG                 8.00    3/24/2016    EUR     62.38
Commerzbank AG                 9.00    8/25/2016    EUR     65.15
Commerzbank AG                 6.00    1/21/2016    EUR     61.85
Commerzbank AG                 5.50    4/21/2016    EUR     62.68
Commerzbank AG                 6.00    8/25/2016    EUR     64.17
Zurcher Kantonalbank Financ    7.50    2/27/2017    EUR     67.57
Vontobel Financial Products   10.45    3/29/2016    EUR     65.13
Vontobel Financial Products   13.80    3/29/2016    EUR     64.06
Vontobel Financial Products   14.75    6/24/2016    EUR     65.23
Vontobel Financial Products   12.00    9/23/2016    EUR     66.12
Vontobel Financial Products   10.50   12/23/2016    EUR     67.38
Vontobel Financial Products    8.00   12/23/2016    EUR     68.24
Vontobel Financial Products    6.50   12/23/2016    EUR     68.95
Credit Suisse AG/Nassau        8.75     9/9/2016    EUR     68.49
DZ Bank AG Deutsche Zentral   15.00    3/29/2016    EUR     66.84
DZ Bank AG Deutsche Zentral   12.00    6/24/2016    EUR     69.83
DZ Bank AG Deutsche Zentral    6.25    9/23/2016    EUR     71.39
DZ Bank AG Deutsche Zentral    9.75    9/23/2016    EUR     70.41
DZ Bank AG Deutsche Zentral    7.00   12/23/2016    EUR     69.20
DZ Bank AG Deutsche Zentral    6.75    6/24/2016    EUR     69.84
UniCredit Bank AG             10.00    5/13/2016    EUR     72.56
Vontobel Financial Products   12.70    3/29/2016    EUR     64.63
Vontobel Financial Products    8.80    3/29/2016    EUR     66.37
Vontobel Financial Products   12.00    6/24/2016    EUR     66.57
LBBW                           3.50    2/24/2017    EUR     72.65
LBBW                           4.50    2/24/2017    EUR     71.58
LBBW                           2.00    2/24/2017    EUR     72.93
LBBW                           3.00    2/24/2017    EUR     71.28
LBBW                           4.00    2/24/2017    EUR     70.17
LBBW                           5.00    2/24/2017    EUR     69.34
Vontobel Financial Products    5.60     9/9/2016    EUR     73.13
Vontobel Financial Products    8.60     9/9/2016    EUR     70.96
Vontobel Financial Products   12.00     9/9/2016    EUR     69.61
Vontobel Financial Products    5.90    6/10/2016    EUR     72.46
Vontobel Financial Products    9.70    6/10/2016    EUR     69.91
Vontobel Financial Products   14.35    6/10/2016    EUR     68.40
Vontobel Financial Products   15.90    3/11/2016    EUR     66.78
Vontobel Financial Products    9.35    3/11/2016    EUR     68.95
Vontobel Financial Products    4.30    3/11/2016    EUR     72.28
Vontobel Financial Products    8.55     9/9/2016    EUR     70.91
UBS AG                         4.50    12/9/2016    EUR     72.10
UBS AG                         4.00     9/9/2016    EUR     72.29
UBS AG                         6.30     9/9/2016    EUR     70.62
UBS AG                         5.50    12/9/2016    EUR     71.48
UBS AG                         8.50     9/9/2016    EUR     69.79
UBS AG                         8.00    3/11/2016    EUR     69.65
UBS AG                         7.50    12/9/2016    EUR     70.41
Vontobel Financial Products    4.35    6/10/2016    EUR     70.70
Vontobel Financial Products    7.75     9/9/2016    EUR     69.17
Vontobel Financial Products    8.10    6/10/2016    EUR     67.76
DZ Bank AG Deutsche Zentral    7.50   12/21/2015    EUR     72.29
DZ Bank AG Deutsche Zentral    5.25    3/29/2016    EUR     60.39
DZ Bank AG Deutsche Zentral   16.00    3/29/2016    EUR     56.74
DZ Bank AG Deutsche Zentral    5.50    3/29/2016    EUR     55.95
DZ Bank AG Deutsche Zentral    5.00    3/29/2016    EUR     74.15
DZ Bank AG Deutsche Zentral    6.80   12/21/2015    EUR     75.17
EFG International Finance G    6.40     4/9/2020    EUR     73.19
Notenstein Privatbank AG       8.30   10/17/2016    USD     61.88
Commerzbank AG                 6.50    2/26/2016    EUR     75.51
Commerzbank AG                 6.00    2/26/2016    EUR     58.55
Goldman Sachs & Co Wertpapi    5.00    6/22/2016    EUR     51.89
Goldman Sachs & Co Wertpapi    8.00   11/25/2015    EUR     44.70
Goldman Sachs & Co Wertpapi    8.00   12/23/2015    EUR     45.31
Goldman Sachs & Co Wertpapi   10.00    1/20/2016    EUR     46.42
Goldman Sachs & Co Wertpapi   12.00    1/20/2016    EUR     46.93
Goldman Sachs & Co Wertpapi    6.00    2/24/2016    EUR     45.98
Goldman Sachs & Co Wertpapi   11.00    2/24/2016    EUR     47.71
Goldman Sachs & Co Wertpapi   11.00    2/24/2016    EUR     47.71
Goldman Sachs & Co Wertpapi    7.00    3/23/2016    EUR     46.85
Goldman Sachs & Co Wertpapi   11.00    3/23/2016    EUR     48.54
Goldman Sachs & Co Wertpapi    7.00    6/22/2016    EUR     48.18
Vontobel Financial Products    1.15    6/17/2016    EUR     60.82
Vontobel Financial Products    2.80    6/10/2016    EUR     55.71
Vontobel Financial Products    3.30    6/10/2016    EUR     54.66
Vontobel Financial Products    3.90    6/10/2016    EUR     53.74
Vontobel Financial Products    4.50    6/10/2016    EUR     52.87
Vontobel Financial Products    3.90    6/10/2016    EUR     53.74
Vontobel Financial Products    3.35    6/10/2016    EUR     54.69
Vontobel Financial Products    2.80    6/10/2016    EUR     55.71
Vontobel Financial Products    3.15   12/11/2015    EUR     52.18
Vontobel Financial Products    1.75   12/11/2015    EUR     54.79
Leonteq Securities AG          7.35    3/23/2016    EUR     44.34
Vontobel Financial Products    4.35    3/11/2016    EUR     54.40
Vontobel Financial Products    3.60    3/11/2016    EUR     55.53
Vontobel Financial Products    2.60    3/11/2016    EUR     57.40
Vontobel Financial Products    3.05    6/10/2016    EUR     55.69
Vontobel Financial Products    4.00    6/10/2016    EUR     54.19
Vontobel Financial Products    4.55   12/11/2015    EUR     53.39
Vontobel Financial Products    3.15   12/11/2015    EUR     55.39
Goldman Sachs & Co Wertpapi    8.00   11/25/2015    EUR     48.91
Goldman Sachs & Co Wertpapi   23.00    1/20/2016    EUR     43.51
Vontobel Financial Products    6.20   12/18/2015    EUR     66.34
DZ Bank AG Deutsche Zentral   13.75    2/24/2016    EUR     72.30
Lehman Brothers Treasury Co    4.20    12/3/2008    HKD     16.25
Leonteq Securities AG/Guern    6.11     1/7/2016    EUR     41.34
Leonteq Securities AG/Guern    6.00     1/7/2016    EUR     26.63
UBS AG/London                  4.25   12/23/2016    EUR     74.75
UBS AG/London                 11.75   12/29/2015    EUR     65.21
UBS AG/London                  5.75    3/29/2016    EUR     66.08
UBS AG/London                 24.75   12/29/2015    EUR     68.78
UBS AG/London                 22.00   12/29/2015    EUR     74.20
UBS AG/London                  4.50    6/24/2016    EUR     73.65
UBS AG/London                  8.00   12/29/2015    EUR     66.77
UBS AG/London                 10.75    6/24/2016    EUR     47.05
UBS AG/London                 17.25    3/29/2016    EUR     75.65
UBS AG/London                 23.00    3/29/2016    EUR     67.08
UBS AG/London                 20.75    3/29/2016    EUR     75.63
UBS AG/London                 24.25   12/29/2015    EUR     53.57
UBS AG/London                 14.00   12/23/2016    EUR     54.52
UBS AG/London                  7.50    6/24/2016    EUR     67.19
UBS AG/London                 23.75    6/24/2016    EUR     52.76
UBS AG/London                 13.25    6/24/2016    EUR     54.51
UBS AG/London                 13.75   12/29/2015    EUR     57.67
UBS AG/London                 21.25   12/29/2015    EUR     73.25
UBS AG/London                 22.50    6/24/2016    EUR     71.81
UBS AG/London                 25.00    3/29/2016    EUR     68.77
Deutsche Bank AG               6.20    3/23/2016    EUR     54.44
Deutsche Bank AG               6.20    3/23/2016    EUR     69.35
DZ Bank AG Deutsche Zentral    8.00    6/24/2016    EUR     69.18
DZ Bank AG Deutsche Zentral    8.00    3/29/2016    EUR     75.08
DZ Bank AG Deutsche Zentral    8.25    6/24/2016    EUR     73.87
Bank Julius Baer & Co Ltd/G   16.70    1/22/2016    USD     72.45
Bank Julius Baer & Co Ltd/G   12.80    1/29/2016    USD     44.00
Societe Generale SA            5.10     9/5/2017    EUR     61.66
Commerzbank AG                10.00    1/21/2016    EUR     75.37
Commerzbank AG                11.50    1/21/2016    EUR     58.73
Commerzbank AG                 3.75    1/21/2016    EUR     62.48
Commerzbank AG                 4.50    1/21/2016    EUR     61.00
Commerzbank AG                 4.00    1/21/2016    EUR     70.20
Commerzbank AG                 4.75    1/21/2016    EUR     68.45
Commerzbank AG                 5.50    1/21/2016    EUR     66.77
Commerzbank AG                 6.50    1/21/2016    EUR     65.25
Commerzbank AG                 7.25    1/21/2016    EUR     63.71
Commerzbank AG                 8.25    1/21/2016    EUR     62.34
Commerzbank AG                 9.25    1/21/2016    EUR     61.06
Commerzbank AG                10.25    1/21/2016    EUR     59.84
UBS AG                         4.00   12/23/2016    EUR     72.69
DekaBank Deutsche Girozentr    4.90     9/2/2016    EUR     61.02
Deutsche Bank AG               4.20   10/21/2015    EUR     55.60
Deutsche Bank AG               4.20   10/21/2015    EUR     53.20
Deutsche Bank AG               4.20   11/25/2015    EUR     57.40
Deutsche Bank AG               4.20   11/25/2015    EUR     54.90
Deutsche Bank AG               4.20   10/21/2015    EUR     57.40
Deutsche Bank AG               4.20   10/21/2015    EUR     54.40
Deutsche Bank AG               4.20   11/25/2015    EUR     56.40
Deutsche Bank AG               4.20   11/25/2015    EUR     53.40
Commerzbank AG                11.75   12/24/2015    EUR     69.39
Commerzbank AG                 9.25    1/21/2016    EUR     72.77
Commerzbank AG                12.25    1/21/2016    EUR     68.59
Commerzbank AG                10.50    1/21/2016    EUR     74.92
Vontobel Financial Products   13.55   12/28/2015    EUR     67.88
Commerzbank AG                 8.00   12/24/2015    EUR     70.59
Commerzbank AG                 8.00   12/24/2015    EUR     52.82
Commerzbank AG                 9.50   12/24/2015    EUR     53.19
Commerzbank AG                 6.50   12/24/2015    EUR     51.62
DZ Bank AG Deutsche Zentral    5.50    2/26/2016    EUR     54.80
DZ Bank AG Deutsche Zentral    5.50    2/26/2016    EUR     48.28
DZ Bank AG Deutsche Zentral    6.25    2/26/2016    EUR     65.08
DZ Bank AG Deutsche Zentral    5.00    2/26/2016    EUR     63.98
DZ Bank AG Deutsche Zentral    5.50   12/28/2015    EUR     52.40
Vontobel Financial Products    9.75   12/28/2015    EUR     74.33
Vontobel Financial Products    9.45   12/28/2015    EUR     51.00
DZ Bank AG Deutsche Zentral    7.00   12/21/2015    EUR     51.66
Zurcher Kantonalbank Financ    8.00    2/18/2016    EUR     51.54
Vontobel Financial Products    6.50    3/29/2016    EUR     72.63
Raiffeisen Centrobank AG       6.70    3/13/2017    EUR     50.65
HSBC Trinkaus & Burkhardt A   13.70    3/25/2016    EUR     68.01
HSBC Trinkaus & Burkhardt A   11.50    3/25/2016    EUR     70.41
HSBC Trinkaus & Burkhardt A    9.40    3/25/2016    EUR     73.14
HSBC Trinkaus & Burkhardt A   11.20   11/27/2015    EUR     71.60
HSBC Trinkaus & Burkhardt A    9.80    2/26/2016    EUR     72.85
HSBC Trinkaus & Burkhardt A   13.30    3/25/2016    EUR     68.50
HSBC Trinkaus & Burkhardt A   10.20    3/25/2016    EUR     71.45
HSBC Trinkaus & Burkhardt A    9.10    2/26/2016    EUR     72.80
HSBC Trinkaus & Burkhardt A    8.50   12/28/2015    EUR     56.19
HSBC Trinkaus & Burkhardt A   12.50    3/25/2016    EUR     53.49
HSBC Trinkaus & Burkhardt A   11.70   10/23/2015    EUR     51.02
HSBC Trinkaus & Burkhardt A   11.00   11/27/2015    EUR     53.48
HSBC Trinkaus & Burkhardt A    6.80    1/22/2016    EUR     58.75
HSBC Trinkaus & Burkhardt A    9.70    2/26/2016    EUR     55.68
HSBC Trinkaus & Burkhardt A    6.70    2/26/2016    EUR     59.27
HSBC Trinkaus & Burkhardt A   12.60    3/25/2016    EUR     74.46
HSBC Trinkaus & Burkhardt A   12.40    3/25/2016    EUR     51.26
HSBC Trinkaus & Burkhardt A    6.60    3/25/2016    EUR     55.45
HSBC Trinkaus & Burkhardt A    9.90   11/27/2015    EUR     51.64
HSBC Trinkaus & Burkhardt A    8.70    2/26/2016    EUR     53.61
HSBC Trinkaus & Burkhardt A   11.70    3/25/2016    EUR     53.37
HSBC Trinkaus & Burkhardt A    9.30    3/25/2016    EUR     54.81
HSBC Trinkaus & Burkhardt A    8.30   11/27/2015    EUR     54.52
HSBC Trinkaus & Burkhardt A    7.30    2/26/2016    EUR     56.12
HSBC Trinkaus & Burkhardt A   10.60   12/28/2015    EUR     61.79
HSBC Trinkaus & Burkhardt A    6.40   12/28/2015    EUR     67.20
HSBC Trinkaus & Burkhardt A   13.60    3/25/2016    EUR     59.86
HSBC Trinkaus & Burkhardt A   11.00    3/25/2016    EUR     62.08
HSBC Trinkaus & Burkhardt A    7.40    3/25/2016    EUR     65.97
HSBC Trinkaus & Burkhardt A   11.40   11/27/2015    EUR     60.50
HSBC Trinkaus & Burkhardt A   10.10    2/26/2016    EUR     62.84
HSBC Trinkaus & Burkhardt A   14.00    3/25/2016    EUR     74.00
HSBC Trinkaus & Burkhardt A   12.50   10/23/2015    EUR     74.72
Commerzbank AG                 7.30     2/5/2016    EUR     60.47
Leonteq Securities AG         20.00    2/23/2016    USD     46.77
Vontobel Financial Products   10.75   12/28/2015    EUR     58.94
Vontobel Financial Products    9.25   12/28/2015    EUR     49.79
Vontobel Financial Products    7.55    7/22/2016    EUR     53.73
Goldman Sachs & Co Wertpapi   16.00   11/25/2015    EUR     53.86
Goldman Sachs & Co Wertpapi   11.00   12/23/2015    EUR     50.02
Goldman Sachs & Co Wertpapi   11.00   12/23/2015    EUR     50.02
Goldman Sachs & Co Wertpapi   11.00   12/23/2015    EUR     50.02
Goldman Sachs & Co Wertpapi   21.00   11/25/2015    EUR     74.39
Goldman Sachs & Co Wertpapi   23.00    1/20/2016    EUR     72.35
Goldman Sachs & Co Wertpapi   21.00    2/24/2016    EUR     73.88
Goldman Sachs & Co Wertpapi   23.00   12/23/2015    EUR     74.17
Zurcher Kantonalbank Financ    6.82    2/19/2016    EUR     56.11
Deutsche Bank AG/London        1.75     9/9/2016    EUR      0.00
Bank Julius Baer & Co Ltd/G    8.40    2/19/2016    EUR     63.95
Zurcher Kantonalbank Financ   11.00    8/25/2016    EUR     57.11
Bank Julius Baer & Co Ltd/G    8.25    2/17/2016    EUR     49.30
Leonteq Securities AG         10.40    8/26/2016    CHF     55.92
DZ Bank AG Deutsche Zentral    9.75   12/28/2015    EUR     75.49
DZ Bank AG Deutsche Zentral    7.50    3/29/2016    EUR     76.01
DZ Bank AG Deutsche Zentral    9.25    6/24/2016    EUR     76.02
DZ Bank AG Deutsche Zentral    5.50    2/26/2016    EUR     54.90
DZ Bank AG Deutsche Zentral    9.50    2/26/2016    EUR     51.31
DZ Bank AG Deutsche Zentral    7.00    2/26/2016    EUR     63.65
DZ Bank AG Deutsche Zentral   11.50    2/26/2016    EUR     59.19
DZ Bank AG Deutsche Zentral    3.20   12/18/2015    EUR     57.77
DZ Bank AG Deutsche Zentral    6.00   12/28/2015    EUR     64.59
DZ Bank AG Deutsche Zentral    6.75    3/29/2016    EUR     65.81
DZ Bank AG Deutsche Zentral    6.50    6/24/2016    EUR     65.80
DZ Bank AG Deutsche Zentral    7.00   12/28/2015    EUR     51.79
DZ Bank AG Deutsche Zentral    7.00    6/24/2016    EUR     54.55
DZ Bank AG Deutsche Zentral    5.75    3/29/2016    EUR     57.44
DZ Bank AG Deutsche Zentral    8.00    6/24/2016    EUR     74.44
DZ Bank AG Deutsche Zentral    6.75    6/24/2016    EUR     55.34
Vontobel Financial Products   12.15   12/28/2015    EUR     56.75
JP Morgan Structured Produc    5.70    2/18/2016    EUR     70.06
Vontobel Financial Products   11.55   12/28/2015    EUR     67.50
DZ Bank AG Deutsche Zentral    6.50   12/21/2015    EUR     73.74
DZ Bank AG Deutsche Zentral    6.50    3/21/2016    EUR     74.33
Vontobel Financial Products    7.50    3/29/2016    EUR     52.78
Vontobel Financial Products    6.75    3/29/2016    EUR     47.09
Vontobel Financial Products    5.50    3/29/2016    EUR     47.02
Commerzbank AG                 5.24    2/16/2017    EUR     54.17
Banque Cantonale Vaudoise/G    7.50    2/17/2016    EUR     52.50
Goldman Sachs & Co Wertpapi    5.00   11/25/2015    EUR     55.05
Goldman Sachs & Co Wertpapi   25.00   11/25/2015    EUR     72.57
UBS AG/London                 10.75    2/18/2016    CHF     61.62
UBS AG/London                 13.50    2/18/2016    CHF     61.60
Bank Julius Baer & Co Ltd/G    5.40    2/19/2016    CHF     69.00
Leonteq Securities AG          7.80    2/27/2017    EUR     54.41
Leonteq Securities AG          9.00     3/2/2016    EUR     70.29
Bank Julius Baer & Co Ltd/G   13.20    2/26/2016    USD     64.65
Bank Julius Baer & Co Ltd/G   14.00    2/26/2016    USD     64.85
Vontobel Financial Products   12.00   10/23/2015    EUR     72.53
Vontobel Financial Products   11.45   12/28/2015    EUR     63.96
HSBC Trinkaus & Burkhardt A    9.50    6/24/2016    EUR     75.32
HSBC Trinkaus & Burkhardt A   11.60   11/27/2015    EUR     74.03
HSBC Trinkaus & Burkhardt A    9.90    2/26/2016    EUR     75.38
HSBC Trinkaus & Burkhardt A    7.80   12/28/2015    EUR     61.22
HSBC Trinkaus & Burkhardt A   12.20    3/25/2016    EUR     57.43
HSBC Trinkaus & Burkhardt A   10.20    6/24/2016    EUR     59.82
HSBC Trinkaus & Burkhardt A    6.40    6/24/2016    EUR     64.52
HSBC Trinkaus & Burkhardt A    6.20   10/23/2015    EUR     61.11
HSBC Trinkaus & Burkhardt A   12.60   11/27/2015    EUR     55.92
HSBC Trinkaus & Burkhardt A    6.10   11/27/2015    EUR     63.25
HSBC Trinkaus & Burkhardt A    6.00    1/22/2016    EUR     63.94
HSBC Trinkaus & Burkhardt A   10.90    2/26/2016    EUR     58.33
HSBC Trinkaus & Burkhardt A    6.00    2/26/2016    EUR     64.34
Deutsche Bank AG               4.20   12/22/2015    EUR     56.70
Deutsche Bank AG               4.20   12/22/2015    EUR     53.70
Deutsche Bank AG               4.20    3/22/2016    EUR     57.50
Deutsche Bank AG               6.20    3/22/2016    EUR     55.50
Deutsche Bank AG               5.20    3/22/2016    EUR     55.10
Deutsche Bank AG               4.20    3/22/2016    EUR     54.70
Deutsche Bank AG               4.20    6/21/2016    EUR     58.40
Deutsche Bank AG               4.20    6/21/2016    EUR     55.60
Deutsche Bank AG               6.20    6/21/2016    EUR     57.00
Deutsche Bank AG               5.20    6/21/2016    EUR     56.30
Deutsche Bank AG               4.20    1/19/2016    EUR     76.00
Deutsche Bank AG               6.20    1/19/2016    EUR     73.90
Deutsche Bank AG               4.20    1/19/2016    EUR     73.40
Deutsche Bank AG               5.20    1/19/2016    EUR     73.70
Deutsche Bank AG               6.20    1/19/2016    EUR     71.40
Deutsche Bank AG               4.20    1/19/2016    EUR     70.90
Deutsche Bank AG               5.20    1/19/2016    EUR     71.20
Deutsche Bank AG               5.20    1/19/2016    EUR     60.90
Deutsche Bank AG               4.20    1/19/2016    EUR     60.60
Deutsche Bank AG               6.20    1/19/2016    EUR     61.10
Deutsche Bank AG               4.20    1/19/2016    EUR     58.00
Deutsche Bank AG               5.20    1/19/2016    EUR     58.20
Deutsche Bank AG               6.20    1/19/2016    EUR     58.50
Deutsche Bank AG               4.20    1/19/2016    EUR     55.50
Deutsche Bank AG               5.20    1/19/2016    EUR     55.80
Deutsche Bank AG               6.20    1/19/2016    EUR     56.00
Deutsche Bank AG               4.20    1/19/2016    EUR     56.90
Deutsche Bank AG               5.20    1/19/2016    EUR     57.20
Deutsche Bank AG               4.20    1/19/2016    EUR     54.00
Deutsche Bank AG               6.20    1/19/2016    EUR     54.50
Deutsche Bank AG               5.20    1/19/2016    EUR     54.30
DZ Bank AG Deutsche Zentral    6.00    3/21/2016    EUR     52.94
DZ Bank AG Deutsche Zentral    8.50   12/21/2015    EUR     58.08
DZ Bank AG Deutsche Zentral    7.30    3/21/2016    EUR     59.49
DZ Bank AG Deutsche Zentral    5.20   12/21/2015    EUR     53.40
DZ Bank AG Deutsche Zentral    5.60   12/21/2015    EUR     52.46
DZ Bank AG Deutsche Zentral    6.60   12/21/2015    EUR     51.62
Vontobel Financial Products    7.00    2/26/2016    EUR     49.40
Vontobel Financial Products    8.00    2/26/2016    EUR     51.66
Landesbank Hessen-Thueringe    4.25    5/27/2016    EUR     65.20
Credit Suisse AG/Nassau        8.00    2/11/2016    EUR     50.16
DZ Bank AG Deutsche Zentral    8.25    3/29/2016    EUR     69.99
DZ Bank AG Deutsche Zentral    8.00    6/24/2016    EUR     70.10
DZ Bank AG Deutsche Zentral    8.25    3/29/2016    EUR     56.09
DZ Bank AG Deutsche Zentral    9.00    6/24/2016    EUR     56.86
DZ Bank AG Deutsche Zentral    9.75   12/28/2015    EUR     54.40
DZ Bank AG Deutsche Zentral    5.50    6/24/2016    EUR     53.53
DZ Bank AG Deutsche Zentral    5.75    6/24/2016    EUR     53.70
BNP Paribas Emissions- und     3.00    7/21/2016    EUR     70.60
BNP Paribas Emissions- und     4.50    7/21/2016    EUR     67.92
BNP Paribas Emissions- und     6.00    7/21/2016    EUR     67.46
BNP Paribas Emissions- und     6.50    7/21/2016    EUR     64.79
BNP Paribas Emissions- und     6.50   10/22/2015    EUR     65.03
BNP Paribas Emissions- und     4.50    1/21/2016    EUR     68.22
BNP Paribas Emissions- und     5.00    1/21/2016    EUR     65.71
BNP Paribas Emissions- und     6.50    1/21/2016    EUR     63.63
Societe Generale SA            2.95     8/1/2016    USD     66.15
BNP Paribas Emissions- und     6.00    1/21/2016    EUR     54.59
Landesbank Hessen-Thueringe    8.25     3/6/2020    EUR     56.19
DZ Bank AG Deutsche Zentral    6.25    3/21/2016    EUR     52.99
DZ Bank AG Deutsche Zentral    5.75    3/21/2016    EUR     53.09
DZ Bank AG Deutsche Zentral    6.75   12/28/2015    EUR     51.78
Vontobel Financial Products    5.05    1/15/2016    EUR     57.70
Vontobel Financial Products    8.60   12/11/2015    EUR     53.98
Vontobel Financial Products    5.15    3/11/2016    EUR     58.42
Vontobel Financial Products    7.50    3/11/2016    EUR     55.68
Vontobel Financial Products    6.25   12/11/2015    EUR     60.52
Vontobel Financial Products    4.80   12/11/2015    EUR     63.26
Vontobel Financial Products    4.95    3/11/2016    EUR     64.17
Vontobel Financial Products    6.10    3/11/2016    EUR     61.81
HSBC Trinkaus & Burkhardt A   11.70   10/23/2015    EUR     71.35
HSBC Trinkaus & Burkhardt A   10.00    1/22/2016    EUR     72.40
HSBC Trinkaus & Burkhardt A   12.80   12/28/2015    EUR     48.23
HSBC Trinkaus & Burkhardt A    7.00    3/25/2016    EUR     53.29
HSBC Trinkaus & Burkhardt A    7.50    1/22/2016    EUR     52.50
HSBC Trinkaus & Burkhardt A   14.80   10/23/2015    EUR     70.88
HSBC Trinkaus & Burkhardt A   13.00    1/22/2016    EUR     70.29
HSBC Trinkaus & Burkhardt A   13.60   12/28/2015    EUR     68.02
HSBC Trinkaus & Burkhardt A    9.40    1/22/2016    EUR     72.34
HSBC Trinkaus & Burkhardt A    8.10   12/28/2015    EUR     58.59
HSBC Trinkaus & Burkhardt A    9.10    3/25/2016    EUR     58.33
HSBC Trinkaus & Burkhardt A    6.20    3/25/2016    EUR     62.10
HSBC Trinkaus & Burkhardt A   11.10   10/23/2015    EUR     53.17
HSBC Trinkaus & Burkhardt A    6.60   10/23/2015    EUR     58.17
HSBC Trinkaus & Burkhardt A    6.50   11/27/2015    EUR     60.47
HSBC Trinkaus & Burkhardt A    9.70    1/22/2016    EUR     57.04
HSBC Trinkaus & Burkhardt A    6.40    1/22/2016    EUR     61.31
HSBC Trinkaus & Burkhardt A   13.50   12/28/2015    EUR     50.97
HSBC Trinkaus & Burkhardt A    8.50   10/23/2015    EUR     54.46
HSBC Trinkaus & Burkhardt A    7.40    1/22/2016    EUR     55.52
HSBC Trinkaus & Burkhardt A   15.60   12/28/2015    EUR     57.00
HSBC Trinkaus & Burkhardt A   11.80   10/23/2015    EUR     60.71
HSBC Trinkaus & Burkhardt A   10.30    1/22/2016    EUR     61.94
HSBC Trinkaus & Burkhardt A   13.70   12/28/2015    EUR     75.05
Vontobel Financial Products    3.10     4/8/2016    EUR     60.45
Vontobel Financial Products    3.70     4/8/2016    EUR     59.13
Vontobel Financial Products    6.15    6/10/2016    EUR     56.56
Vontobel Financial Products    6.85    6/10/2016    EUR     55.70
Vontobel Financial Products    7.60    6/10/2016    EUR     54.94
Vontobel Financial Products    6.65    6/10/2016    EUR     61.65
Vontobel Financial Products    9.05    6/10/2016    EUR     58.47
Vontobel Financial Products   11.85   12/11/2015    EUR     67.04
Vontobel Financial Products    8.00    12/7/2015    EUR     50.17
Commerzbank AG                 5.00    1/21/2016    EUR     57.28
Commerzbank AG                 6.00    1/21/2016    EUR     64.05
Leonteq Securities AG          6.00    2/20/2017    CHF     58.01
Goldman Sachs & Co Wertpapi    9.00    2/24/2016    EUR     53.56
Goldman Sachs & Co Wertpapi    9.00    2/24/2016    EUR     53.56
Goldman Sachs & Co Wertpapi    9.00    3/23/2016    EUR     54.21
Goldman Sachs & Co Wertpapi    9.00    3/23/2016    EUR     54.21
Goldman Sachs & Co Wertpapi    9.00    6/22/2016    EUR     55.92
Vontobel Financial Products    6.00     2/5/2016    EUR     50.71
Vontobel Financial Products    6.00    6/10/2016    EUR     52.46
Commerzbank AG                 5.00    2/25/2016    EUR     49.38
DZ Bank AG Deutsche Zentral    6.25    1/20/2016    EUR     52.03
Goldman Sachs & Co Wertpapi   25.00   10/21/2015    EUR     72.74
Goldman Sachs & Co Wertpapi   24.00   10/21/2015    EUR     74.45
Goldman Sachs & Co Wertpapi   23.00   12/23/2015    EUR     66.43
Goldman Sachs & Co Wertpapi   22.00    1/20/2016    EUR     67.96
Goldman Sachs & Co Wertpapi   17.00    2/24/2016    EUR     72.23
Goldman Sachs & Co Wertpapi   21.00    2/24/2016    EUR     68.93
Goldman Sachs & Co Wertpapi   17.00    6/22/2016    EUR     73.11
Goldman Sachs & Co Wertpapi   22.00    1/20/2016    EUR     46.00
Goldman Sachs & Co Wertpapi   22.00    2/24/2016    EUR     63.45
Goldman Sachs & Co Wertpapi   17.00    6/22/2016    EUR     51.91
Vontobel Financial Products    8.25   12/28/2015    EUR     74.05
Vontobel Financial Products    8.45   12/28/2015    EUR     54.35
Vontobel Financial Products    8.75    3/11/2016    EUR     70.25
Vontobel Financial Products    6.85   12/28/2015    EUR     68.65
Vontobel Financial Products   11.50   12/28/2015    EUR     54.36
Vontobel Financial Products    8.65   12/28/2015    EUR     52.08
Vontobel Financial Products    9.80   12/28/2015    EUR     51.07
Vontobel Financial Products    6.30   12/11/2015    EUR     49.99
Bank Julius Baer & Co Ltd/G   11.10     2/5/2016    USD     71.85
UniCredit Bank AG              4.00    6/24/2016    EUR     55.56
UniCredit Bank AG              4.00    6/24/2016    EUR     53.52
Commerzbank AG                 6.50    1/21/2016    EUR     73.72
Commerzbank AG                 5.00    1/21/2016    EUR     52.02
Commerzbank AG                 6.00    1/21/2016    EUR     57.42
Leonteq Securities AG          9.00    2/16/2016    EUR     65.50
Commerzbank AG                10.00   12/24/2015    EUR     73.70
Commerzbank AG                10.75    1/21/2016    EUR     72.80
UBS AG/London                  4.30    3/11/2016    EUR     67.78
Deutsche Bank AG               5.20   11/25/2015    EUR     70.70
UBS AG/London                 13.00     2/4/2016    CHF     74.38
Vontobel Financial Products    6.70     2/9/2016    EUR     51.68
Vontobel Financial Products    6.00     2/4/2016    EUR     57.42
Commerzbank AG                 5.25    1/21/2016    EUR     59.60
Commerzbank AG                 6.25    1/21/2016    EUR     58.35
Commerzbank AG                 7.25    1/21/2016    EUR     57.16
Commerzbank AG                 8.25    1/21/2016    EUR     56.05
Commerzbank AG                 4.25    1/21/2016    EUR     64.83
Commerzbank AG                 5.25    1/21/2016    EUR     63.43
Commerzbank AG                 6.00    1/21/2016    EUR     62.03
Commerzbank AG                 7.25    1/21/2016    EUR     60.83
Commerzbank AG                 8.25    1/21/2016    EUR     59.64
BNP Paribas Emissions- und     5.40    2/25/2016    EUR     51.66
Leonteq Securities AG         12.00    1/27/2016    AUD     65.66
Vontobel Financial Products    6.75   12/11/2015    EUR     76.81
Commerzbank AG                 8.50    1/21/2016    EUR     69.47
Commerzbank AG                10.50    1/21/2016    EUR     66.50
Commerzbank AG                12.75    1/21/2016    EUR     63.92
Commerzbank AG                11.75    1/21/2016    EUR     71.20
Commerzbank AG                14.75    1/21/2016    EUR     67.00
Commerzbank AG                 9.25    1/21/2016    EUR     66.72
Commerzbank AG                11.50    1/21/2016    EUR     64.08
Commerzbank AG                10.25    1/21/2016    EUR     46.61
Commerzbank AG                 7.25    1/21/2016    EUR     49.42
Leonteq Securities AG         10.20     2/2/2016    USD     64.10
DZ Bank AG Deutsche Zentral    5.25    2/26/2016    EUR     67.38
Vontobel Financial Products    7.50    2/26/2016    EUR     58.38
Vontobel Financial Products    6.50    2/26/2016    EUR     54.97
HSBC Trinkaus & Burkhardt A    5.00    1/30/2018    EUR     55.81
DZ Bank AG Deutsche Zentral    6.60   12/21/2015    EUR     62.45
DZ Bank AG Deutsche Zentral    8.10   12/21/2015    EUR     60.62
DZ Bank AG Deutsche Zentral    8.80   12/21/2015    EUR     59.50
DZ Bank AG Deutsche Zentral    5.60    3/21/2016    EUR     63.34
DZ Bank AG Deutsche Zentral    6.70    3/21/2016    EUR     61.78
DZ Bank AG Deutsche Zentral    7.50    3/21/2016    EUR     60.91
DZ Bank AG Deutsche Zentral    6.10   12/21/2015    EUR     55.57
DZ Bank AG Deutsche Zentral    5.30    3/21/2016    EUR     56.63
DZ Bank AG Deutsche Zentral    9.25   12/21/2015    EUR     52.04
DZ Bank AG Deutsche Zentral    7.25    3/21/2016    EUR     53.40
DZ Bank AG Deutsche Zentral    9.50   12/21/2015    EUR     55.42
DZ Bank AG Deutsche Zentral    8.00   12/21/2015    EUR     55.17
DZ Bank AG Deutsche Zentral    8.75    3/21/2016    EUR     57.35
DZ Bank AG Deutsche Zentral    7.75    3/21/2016    EUR     56.93
Commerzbank AG                 8.00    1/21/2016    EUR     57.27
Commerzbank AG                10.50    1/21/2016    EUR     56.58
Commerzbank AG                 8.50   10/22/2015    EUR     53.62
Commerzbank AG                 8.00    1/21/2016    EUR     52.42
Commerzbank AG                 2.00     2/3/2016    EUR     51.84
UBS AG/London                 11.75   12/28/2015    CHF     69.05
UBS AG/London                  9.00   12/28/2015    CHF     70.20
BNP Paribas Emissions- und    13.00   12/24/2015    EUR     56.80
BNP Paribas Emissions- und     5.50    3/24/2016    EUR     67.74
BNP Paribas Emissions- und     7.00    3/24/2016    EUR     65.35
BNP Paribas Emissions- und    11.00    3/24/2016    EUR     59.19
BNP Paribas Emissions- und    14.00    3/24/2016    EUR     56.16
BNP Paribas Emissions- und     6.50    6/23/2016    EUR     67.76
BNP Paribas Emissions- und     8.50    6/23/2016    EUR     63.60
BNP Paribas Emissions- und    10.00    6/23/2016    EUR     62.13
BNP Paribas Emissions- und    11.00    6/23/2016    EUR     60.49
BNP Paribas Emissions- und    14.00    6/23/2016    EUR     58.37
BNP Paribas Emissions- und     5.50   12/22/2016    EUR     68.55
BNP Paribas Emissions- und     7.50   12/22/2016    EUR     65.75
BNP Paribas Emissions- und    10.00   12/22/2016    EUR     62.09
DZ Bank AG Deutsche Zentral    5.50    8/26/2016    EUR     58.14
DZ Bank AG Deutsche Zentral    5.00    8/26/2016    EUR     65.46
DZ Bank AG Deutsche Zentral    5.75   12/23/2016    EUR     69.74
DZ Bank AG Deutsche Zentral    5.25   12/23/2016    EUR     75.41
DZ Bank AG Deutsche Zentral    5.75   12/23/2016    EUR     65.96
Bank Julius Baer & Co Ltd/G    6.70     8/4/2016    EUR     57.10
Commerzbank AG                 7.75    6/23/2016    EUR     61.41
Commerzbank AG                 9.75    6/23/2016    EUR     59.88
Commerzbank AG                12.00    6/23/2016    EUR     58.79
Deutsche Bank AG               5.34    6/30/2016    EUR     51.20
Vontobel Financial Products    6.00    6/24/2016    EUR     52.61
Commerzbank AG                 8.50   11/26/2015    EUR     65.33
Vontobel Financial Products    5.50    1/15/2016    EUR     52.24
Goldman Sachs & Co Wertpapi   12.00   11/25/2015    EUR     64.36
Goldman Sachs & Co Wertpapi   11.00   12/23/2015    EUR     65.02
Goldman Sachs & Co Wertpapi   11.00   12/23/2015    EUR     65.02
Goldman Sachs & Co Wertpapi   11.00    1/20/2016    EUR     65.76
Goldman Sachs & Co Wertpapi    6.00    6/22/2016    EUR     64.05
Goldman Sachs & Co Wertpapi    7.00    1/20/2016    EUR     46.58
Goldman Sachs & Co Wertpapi    9.00    1/20/2016    EUR     58.30
Goldman Sachs & Co Wertpapi    9.00    1/20/2016    EUR     58.30
UBS AG/London                 10.75   12/17/2015    CHF     68.81
Vontobel Financial Products    5.90   12/28/2015    EUR     61.93
Bank Julius Baer & Co Ltd/G   10.00   10/23/2015    EUR     48.60
Vontobel Financial Products    8.70   12/28/2015    EUR     50.96
Vontobel Financial Products    5.05   12/11/2015    EUR     72.68
Vontobel Financial Products    6.15   12/11/2015    EUR     70.41
DZ Bank AG Deutsche Zentral    7.00   12/11/2015    EUR     61.54
Notenstein Privatbank AG      10.00    4/29/2016    CHF     67.09
Notenstein Privatbank AG       8.50   10/31/2016    EUR     73.03
Goldman Sachs & Co Wertpapi    4.00   10/21/2015    EUR     71.76
Goldman Sachs & Co Wertpapi    6.00   10/21/2015    EUR     71.77
Goldman Sachs & Co Wertpapi    7.00   10/21/2015    EUR     71.78
Goldman Sachs & Co Wertpapi   10.00   10/21/2015    EUR     71.80
Goldman Sachs & Co Wertpapi   12.00   10/21/2015    EUR     71.81
Goldman Sachs & Co Wertpapi    4.00   11/25/2015    EUR     73.12
Goldman Sachs & Co Wertpapi    7.00   11/25/2015    EUR     73.42
Goldman Sachs & Co Wertpapi    7.00   12/23/2015    EUR     73.63
Goldman Sachs & Co Wertpapi   11.00   12/23/2015    EUR     74.33
Goldman Sachs & Co Wertpapi    4.00    3/23/2016    EUR     73.10
Goldman Sachs & Co Wertpapi    6.00   10/21/2015    EUR     46.93
Goldman Sachs & Co Wertpapi    7.00   10/21/2015    EUR     46.93
Goldman Sachs & Co Wertpapi    8.00   10/21/2015    EUR     46.94
Goldman Sachs & Co Wertpapi   10.00   10/21/2015    EUR     46.95
Goldman Sachs & Co Wertpapi   12.00   10/21/2015    EUR     46.96
Goldman Sachs & Co Wertpapi   12.00   10/21/2015    EUR     46.96
Goldman Sachs & Co Wertpapi   12.00   10/21/2015    EUR     46.96
Goldman Sachs & Co Wertpapi    8.00   11/25/2015    EUR     49.05
Goldman Sachs & Co Wertpapi   10.00   11/25/2015    EUR     49.25
Goldman Sachs & Co Wertpapi    6.00   12/23/2015    EUR     49.31
Goldman Sachs & Co Wertpapi    7.00   12/23/2015    EUR     49.48
Goldman Sachs & Co Wertpapi    8.00   12/23/2015    EUR     49.66
Goldman Sachs & Co Wertpapi   10.00   12/23/2015    EUR     50.01
Goldman Sachs & Co Wertpapi   11.00   12/23/2015    EUR     50.18
Goldman Sachs & Co Wertpapi   11.00   12/23/2015    EUR     50.18
Goldman Sachs & Co Wertpapi    7.00    3/23/2016    EUR     51.17
Goldman Sachs & Co Wertpapi   12.00   10/21/2015    EUR     71.81
Goldman Sachs & Co Wertpapi   11.00   12/23/2015    EUR     74.47
Goldman Sachs & Co Wertpapi   10.00    3/23/2016    EUR     76.00
Goldman Sachs & Co Wertpapi    5.00   10/21/2015    EUR     58.09
Goldman Sachs & Co Wertpapi    7.00   10/21/2015    EUR     55.46
Goldman Sachs & Co Wertpapi    8.00   10/21/2015    EUR     53.06
Goldman Sachs & Co Wertpapi    5.00   11/25/2015    EUR     60.27
Goldman Sachs & Co Wertpapi    8.00   11/25/2015    EUR     55.38
Goldman Sachs & Co Wertpapi   10.00   11/25/2015    EUR     51.22
Goldman Sachs & Co Wertpapi   13.00   11/25/2015    EUR     47.80
Goldman Sachs & Co Wertpapi    6.00   12/23/2015    EUR     58.11
Goldman Sachs & Co Wertpapi   10.00   12/23/2015    EUR     52.01
Goldman Sachs & Co Wertpapi   13.00   12/23/2015    EUR     48.83
Goldman Sachs & Co Wertpapi    5.00    3/23/2016    EUR     61.74
Goldman Sachs & Co Wertpapi    6.00    3/23/2016    EUR     59.56
Goldman Sachs & Co Wertpapi    7.00    3/23/2016    EUR     57.58
Goldman Sachs & Co Wertpapi   10.00    3/23/2016    EUR     52.65
Goldman Sachs & Co Wertpapi   11.00    3/23/2016    EUR     51.30
Commerzbank AG                 8.50   10/22/2015    EUR     71.86
Commerzbank AG                 8.00   10/22/2015    EUR     64.87
Commerzbank AG                 8.50   10/22/2015    EUR     46.79
Commerzbank AG                 9.00   10/22/2015    EUR     64.33
Deutsche Bank AG               7.20   12/22/2015    EUR     55.80
Deutsche Bank AG               6.20   12/22/2015    EUR     55.60
Deutsche Bank AG               5.20   12/22/2015    EUR     55.40
Deutsche Bank AG               7.20   12/22/2015    EUR     53.50
Deutsche Bank AG               7.20   12/22/2015    EUR     51.40
Deutsche Bank AG               8.20   12/22/2015    EUR     51.60
DZ Bank AG Deutsche Zentral    7.75   11/27/2015    EUR     56.57
DZ Bank AG Deutsche Zentral    4.90   12/11/2015    EUR     69.86
UniCredit Bank AG              4.05   10/22/2015    EUR     67.48
UniCredit Bank AG              4.70   10/22/2015    EUR     74.46
UniCredit Bank AG              4.20   10/22/2015    EUR     44.37
UniCredit Bank AG              4.20   10/22/2015    EUR     70.85
UniCredit Bank AG              4.80   10/22/2015    EUR     41.49
UniCredit Bank AG              4.20   10/22/2015    EUR     66.85
UniCredit Bank AG              4.75   10/22/2015    EUR     64.64
UniCredit Bank AG              4.60   10/22/2015    EUR     67.91
UniCredit Bank AG              4.85   10/22/2015    EUR     64.26
UniCredit Bank AG              4.45   10/22/2015    EUR     65.83
UniCredit Bank AG              4.10   10/22/2015    EUR     67.27
UniCredit Bank AG              4.50   10/22/2015    EUR     65.63
UniCredit Bank AG              4.40   10/22/2015    EUR     69.84
UniCredit Bank AG              4.00   10/22/2015    EUR     71.85
UniCredit Bank AG              5.40   10/22/2015    EUR     61.85
UniCredit Bank AG              5.05   10/22/2015    EUR     63.50
UniCredit Bank AG              4.30   10/22/2015    EUR     66.44
UniCredit Bank AG              4.80   10/22/2015    EUR     64.45
UniCredit Bank AG              4.80   10/22/2015    EUR     73.67
UniCredit Bank AG              5.35   10/22/2015    EUR     62.24
UniCredit Bank AG              4.90   10/22/2015    EUR     72.90
UniCredit Bank AG              4.50   10/22/2015    EUR     68.86
UniCredit Bank AG              4.80   10/22/2015    EUR     66.98
UniCredit Bank AG              4.90   10/22/2015    EUR     64.06
UniCredit Bank AG              5.15   10/22/2015    EUR     63.12
UniCredit Bank AG              4.35   10/22/2015    EUR     66.23
UniCredit Bank AG              5.45   10/22/2015    EUR     61.50
UniCredit Bank AG              4.40   10/22/2015    EUR     66.03
UniCredit Bank AG              5.00   10/22/2015    EUR     40.81
UniCredit Bank AG              5.30   10/22/2015    EUR     62.57
UniCredit Bank AG              4.55   10/22/2015    EUR     65.43
UniCredit Bank AG              4.60   10/22/2015    EUR     42.17
UniCredit Bank AG              5.50   10/22/2015    EUR     61.15
UniCredit Bank AG              5.20   10/22/2015    EUR     62.94
UniCredit Bank AG              4.50   10/22/2015    EUR     42.89
UniCredit Bank AG              5.00   10/22/2015    EUR     72.14
UniCredit Bank AG              5.20   10/22/2015    EUR     65.20
UniCredit Bank AG              4.60   10/22/2015    EUR     65.26
UniCredit Bank AG              5.20   10/22/2015    EUR     39.55
UniCredit Bank AG              4.40   10/22/2015    EUR     43.62
UniCredit Bank AG              4.25   10/22/2015    EUR     66.64
UniCredit Bank AG              5.10   10/22/2015    EUR     63.31
UniCredit Bank AG              4.15   10/22/2015    EUR     67.06
UniCredit Bank AG              5.25   10/22/2015    EUR     62.79
UniCredit Bank AG              5.00   10/22/2015    EUR     63.68
UniCredit Bank AG              4.65   10/22/2015    EUR     65.03
Notenstein Privatbank AG       7.00   10/13/2016    USD     74.09
Goldman Sachs & Co Wertpapi    8.00    3/23/2016    EUR     66.06
Goldman Sachs & Co Wertpapi    6.00   12/23/2015    EUR     60.40
Goldman Sachs & Co Wertpapi    9.00   10/21/2015    EUR     60.80
Vontobel Financial Products    8.50   10/23/2015    EUR     59.37
Vontobel Financial Products    5.90   10/23/2015    EUR     63.16
Vontobel Financial Products    3.70   10/23/2015    EUR     67.25
Vontobel Financial Products    6.85   10/23/2015    EUR     68.33
Vontobel Financial Products    4.15   10/23/2015    EUR     73.57
Vontobel Financial Products    7.05   10/23/2015    EUR     41.90
Vontobel Financial Products    9.75   10/23/2015    EUR     39.27
Vontobel Financial Products    4.75   10/23/2015    EUR     44.84
HSBC Trinkaus & Burkhardt A   10.20   12/28/2015    EUR     49.92
HSBC Trinkaus & Burkhardt A   13.10    3/25/2016    EUR     49.57
HSBC Trinkaus & Burkhardt A    9.00    3/25/2016    EUR     51.77
HSBC Trinkaus & Burkhardt A    7.40    6/24/2016    EUR     54.31
HSBC Trinkaus & Burkhardt A   17.20    3/25/2016    EUR     69.56
HSBC Trinkaus & Burkhardt A   14.80    3/25/2016    EUR     72.30
HSBC Trinkaus & Burkhardt A   14.00   12/28/2015    EUR     49.91
HSBC Trinkaus & Burkhardt A   10.90   12/28/2015    EUR     51.68
HSBC Trinkaus & Burkhardt A   11.70    3/25/2016    EUR     52.23
HSBC Trinkaus & Burkhardt A    9.40    3/25/2016    EUR     53.59
HSBC Trinkaus & Burkhardt A    8.50   11/27/2015    EUR     53.03
HSBC Trinkaus & Burkhardt A    7.50    2/26/2016    EUR     54.68
HSBC Trinkaus & Burkhardt A    6.80   12/28/2015    EUR     68.64
HSBC Trinkaus & Burkhardt A   14.80   12/28/2015    EUR     58.51
HSBC Trinkaus & Burkhardt A   12.60    3/25/2016    EUR     60.92
HSBC Trinkaus & Burkhardt A   10.20   11/27/2015    EUR     62.31
HSBC Trinkaus & Burkhardt A    9.10    2/26/2016    EUR     64.45
HSBC Trinkaus & Burkhardt A   15.20   12/28/2015    EUR     71.27
HSBC Trinkaus & Burkhardt A   12.80    3/25/2016    EUR     73.46
HSBC Trinkaus & Burkhardt A   12.30   10/23/2015    EUR     71.68
HSBC Trinkaus & Burkhardt A   11.60   11/27/2015    EUR     73.75
HSBC Trinkaus & Burkhardt A   10.30    2/26/2016    EUR     75.83
Vontobel Financial Products    7.00    2/26/2016    EUR     42.91
Zurcher Kantonalbank Financ    9.00    8/23/2016    EUR     55.81
DZ Bank AG Deutsche Zentral    5.50    2/26/2016    EUR     70.80
DZ Bank AG Deutsche Zentral    7.00    2/26/2016    EUR     56.88
DZ Bank AG Deutsche Zentral    5.00    2/26/2016    EUR     74.88
Vontobel Financial Products    6.30    3/29/2016    EUR     49.93
Vontobel Financial Products    9.00   12/30/2015    EUR     66.17
Vontobel Financial Products    8.30    3/29/2016    EUR     61.42
DZ Bank AG Deutsche Zentral    7.00   12/11/2015    EUR     72.81
DZ Bank AG Deutsche Zentral    6.30   12/11/2015    EUR     76.09
Deutsche Bank AG               3.20   11/25/2015    EUR     57.30
Deutsche Bank AG               3.20   12/22/2015    EUR     52.80
Deutsche Bank AG               3.20   11/25/2015    EUR     52.50
Deutsche Bank AG               3.20   10/21/2015    EUR     51.00
Deutsche Bank AG               3.20   10/21/2015    EUR     53.20
Deutsche Bank AG               3.20   12/22/2015    EUR     57.50
Deutsche Bank AG               3.20   10/21/2015    EUR     55.60
Deutsche Bank AG               3.20   11/25/2015    EUR     54.80
Deutsche Bank AG               5.20   10/21/2015    EUR     51.00
Deutsche Bank AG               6.20   10/21/2015    EUR     51.00
Deutsche Bank AG               6.20   10/21/2015    EUR     49.00
Deutsche Bank AG               5.20   10/21/2015    EUR     49.00
Deutsche Bank AG               5.20   11/25/2015    EUR     52.80
Deutsche Bank AG               6.20   11/25/2015    EUR     52.90
Deutsche Bank AG               6.20   11/25/2015    EUR     50.80
Deutsche Bank AG               5.20   11/25/2015    EUR     50.70
Deutsche Bank AG               3.20   12/22/2015    EUR     55.00
Deutsche Bank AG               6.20   12/22/2015    EUR     53.30
Deutsche Bank AG               5.20   12/22/2015    EUR     53.10
Deutsche Bank AG               6.20   12/22/2015    EUR     51.20
Deutsche Bank AG               5.20   12/22/2015    EUR     51.10
HSBC Trinkaus & Burkhardt A    7.90   10/23/2015    EUR     60.08
HSBC Trinkaus & Burkhardt A    8.40   10/23/2015    EUR     71.88
HSBC Trinkaus & Burkhardt A    8.70   12/28/2015    EUR     48.17
HSBC Trinkaus & Burkhardt A    9.50   10/23/2015    EUR     45.35
HSBC Trinkaus & Burkhardt A   11.60   10/23/2015    EUR     50.67
HSBC Trinkaus & Burkhardt A    6.80   10/23/2015    EUR     67.11
Deutsche Bank AG               5.20   11/25/2015    EUR     72.30
Deutsche Bank AG               6.20   11/25/2015    EUR     72.40
Deutsche Bank AG               5.20   10/21/2015    EUR     73.80
Deutsche Bank AG               6.20   12/22/2015    EUR     72.60
Deutsche Bank AG               5.20   12/22/2015    EUR     72.40
Deutsche Bank AG               6.20   10/21/2015    EUR     73.90
HSBC Trinkaus & Burkhardt A    7.00   12/28/2015    EUR     68.35
HSBC Trinkaus & Burkhardt A    7.60   10/23/2015    EUR     69.03
Leonteq Securities AG/Guern   12.40     2/3/2016    CHF     46.26
Vontobel Financial Products   15.60   12/23/2016    EUR     55.60
Vontobel Financial Products    6.00    7/22/2016    EUR     50.17
DZ Bank AG Deutsche Zentral    6.50   12/21/2015    EUR     74.62
DZ Bank AG Deutsche Zentral    6.50    3/21/2016    EUR     75.12
DZ Bank AG Deutsche Zentral    7.50    6/20/2016    EUR     74.05
DZ Bank AG Deutsche Zentral    6.25    6/20/2016    EUR     73.22
DZ Bank AG Deutsche Zentral    5.25    6/20/2016    EUR     72.55
DZ Bank AG Deutsche Zentral    7.00    9/19/2016    EUR     74.85
DZ Bank AG Deutsche Zentral    6.25    9/19/2016    EUR     74.16
DZ Bank AG Deutsche Zentral    5.25    9/19/2016    EUR     73.24
DZ Bank AG Deutsche Zentral    6.00    6/20/2016    EUR     53.81
DZ Bank AG Deutsche Zentral    6.00    9/19/2016    EUR     55.15
DZ Bank AG Deutsche Zentral    6.50    6/20/2016    EUR     54.43
DZ Bank AG Deutsche Zentral    6.25    6/20/2016    EUR     54.31
DZ Bank AG Deutsche Zentral    5.75    9/19/2016    EUR     55.27
DZ Bank AG Deutsche Zentral    6.00    9/19/2016    EUR     55.45
DZ Bank AG Deutsche Zentral    6.00    3/29/2016    EUR     72.59
DZ Bank AG Deutsche Zentral    8.25    6/24/2016    EUR     65.46
DZ Bank AG Deutsche Zentral    5.25    3/29/2016    EUR     75.41
DZ Bank AG Deutsche Zentral    5.00    3/29/2016    EUR     73.19
DZ Bank AG Deutsche Zentral    7.00    3/29/2016    EUR     73.54
DZ Bank AG Deutsche Zentral    6.25    3/29/2016    EUR     71.86
DZ Bank AG Deutsche Zentral    7.25    6/24/2016    EUR     72.12
DZ Bank AG Deutsche Zentral    6.50    6/24/2016    EUR     44.38
Bank Julius Baer & Co Ltd/G    9.00    3/24/2016    USD     73.95
Zurcher Kantonalbank Financ    7.65    3/24/2016    CHF     66.84
WGZ-Bank AG Westdeutsche Ge    6.00    2/22/2016    EUR     63.46
WGZ-Bank AG Westdeutsche Ge    3.00    2/22/2016    EUR     50.05
WGZ-Bank AG Westdeutsche Ge    4.00    2/22/2016    EUR     48.14
WGZ-Bank AG Westdeutsche Ge    5.50    2/22/2016    EUR     46.60
WGZ-Bank AG Westdeutsche Ge    6.00    2/22/2016    EUR     45.81
WGZ-Bank AG Westdeutsche Ge    3.00    2/22/2016    EUR     70.63
WGZ-Bank AG Westdeutsche Ge    4.00    2/22/2016    EUR     67.49
WGZ-Bank AG Westdeutsche Ge    5.50    2/22/2016    EUR     64.80
DZ Bank AG Deutsche Zentral    6.50   12/21/2015    EUR     72.12
DZ Bank AG Deutsche Zentral    6.75    3/21/2016    EUR     73.82
DZ Bank AG Deutsche Zentral    9.00   12/21/2015    EUR     74.30
DZ Bank AG Deutsche Zentral   10.25   12/21/2015    EUR     70.92
DZ Bank AG Deutsche Zentral    9.25    3/21/2016    EUR     72.98
DZ Bank AG Deutsche Zentral   10.25   12/21/2015    EUR     42.12
DZ Bank AG Deutsche Zentral    9.25   12/21/2015    EUR     41.95
DZ Bank AG Deutsche Zentral    8.50   12/21/2015    EUR     41.82
DZ Bank AG Deutsche Zentral    8.25    3/21/2016    EUR     43.82
DZ Bank AG Deutsche Zentral    7.75    3/21/2016    EUR     43.61
DZ Bank AG Deutsche Zentral    7.75    6/20/2016    EUR     45.14
HSBC Trinkaus & Burkhardt A    7.50    3/24/2016    EUR     73.35
HSBC Trinkaus & Burkhardt A    8.25    3/24/2016    EUR     56.01
Banque Cantonale Vaudoise/G    6.13    9/20/2016    USD     71.32
Landesbank Hessen-Thueringe    6.20    7/24/2020    EUR     52.21
Vontobel Financial Products    6.95     7/1/2016    EUR     44.91
Vontobel Financial Products    9.50    6/24/2016    EUR     48.22
Vontobel Financial Products    4.45    6/24/2016    EUR     53.02
Vontobel Financial Products   10.25    3/29/2016    EUR     46.56
Vontobel Financial Products    4.45    3/29/2016    EUR     52.35
Vontobel Financial Products    4.85   12/28/2015    EUR     51.36
Vontobel Financial Products   12.25   12/28/2015    EUR     44.34
DZ Bank AG Deutsche Zentral    5.80    3/21/2016    EUR     74.06
DZ Bank AG Deutsche Zentral    5.70    6/20/2016    EUR     73.84
DZ Bank AG Deutsche Zentral    6.50    6/20/2016    EUR     72.45
DZ Bank AG Deutsche Zentral    6.40    3/21/2016    EUR     44.08
DZ Bank AG Deutsche Zentral    6.50   12/21/2015    EUR     73.00
DZ Bank AG Deutsche Zentral    7.30   12/21/2015    EUR     71.01
DZ Bank AG Deutsche Zentral    3.60   12/18/2015    EUR     75.73
DZ Bank AG Deutsche Zentral    2.50   12/18/2015    EUR     51.51
DZ Bank AG Deutsche Zentral    5.50    3/29/2016    EUR     51.76
DZ Bank AG Deutsche Zentral    8.50    3/29/2016    EUR     73.83
HSBC Trinkaus & Burkhardt A   14.30    3/25/2016    EUR     59.75
HSBC Trinkaus & Burkhardt A   12.10    3/25/2016    EUR     61.40
HSBC Trinkaus & Burkhardt A   10.90    1/22/2016    EUR     62.21
HSBC Trinkaus & Burkhardt A    9.90    4/22/2016    EUR     63.88
HSBC Trinkaus & Burkhardt A    8.70    1/22/2016    EUR     54.53
HSBC Trinkaus & Burkhardt A    7.90    4/22/2016    EUR     56.14
HSBC Trinkaus & Burkhardt A   12.70    3/25/2016    EUR     71.91
HSBC Trinkaus & Burkhardt A   10.20   12/28/2015    EUR     45.74
HSBC Trinkaus & Burkhardt A   11.00    3/25/2016    EUR     46.85
HSBC Trinkaus & Burkhardt A    7.20    6/24/2016    EUR     50.11
HSBC Trinkaus & Burkhardt A    8.00   11/27/2015    EUR     46.65
HSBC Trinkaus & Burkhardt A    7.50    1/22/2016    EUR     47.72
HSBC Trinkaus & Burkhardt A    6.90    4/22/2016    EUR     49.20
HSBC Trinkaus & Burkhardt A    6.20   12/28/2015    EUR     71.33
HSBC Trinkaus & Burkhardt A   12.00    3/25/2016    EUR     66.11
HSBC Trinkaus & Burkhardt A    7.70    6/24/2016    EUR     69.77
HSBC Trinkaus & Burkhardt A    8.40   11/27/2015    EUR     68.72
HSBC Trinkaus & Burkhardt A    7.80    1/22/2016    EUR     69.41
HSBC Trinkaus & Burkhardt A    8.30    6/24/2016    EUR     56.40
HSBC Trinkaus & Burkhardt A   15.00   12/28/2015    EUR     46.96
HSBC Trinkaus & Burkhardt A   12.50    3/25/2016    EUR     49.43
HSBC Trinkaus & Burkhardt A    8.70    1/22/2016    EUR     50.64
HSBC Trinkaus & Burkhardt A    7.70    4/22/2016    EUR     52.06
HSBC Trinkaus & Burkhardt A   10.50   12/28/2015    EUR     59.69
HSBC Trinkaus & Burkhardt A    9.40    1/22/2016    EUR     63.64
HSBC Trinkaus & Burkhardt A    8.50    4/22/2016    EUR     65.39
HSBC Trinkaus & Burkhardt A   17.30   12/28/2015    EUR     66.97
HSBC Trinkaus & Burkhardt A   14.40    3/25/2016    EUR     69.77
HSBC Trinkaus & Burkhardt A   10.10    1/22/2016    EUR     73.38
HSBC Trinkaus & Burkhardt A   15.70   12/28/2015    EUR     66.96
HSBC Trinkaus & Burkhardt A   11.70   12/28/2015    EUR     70.06
HSBC Trinkaus & Burkhardt A   13.20    3/25/2016    EUR     69.54
HSBC Trinkaus & Burkhardt A    9.20    6/24/2016    EUR     75.31
HSBC Trinkaus & Burkhardt A   11.30   11/27/2015    EUR     72.17
HSBC Trinkaus & Burkhardt A   10.50    1/22/2016    EUR     73.64
HSBC Trinkaus & Burkhardt A    9.60    4/22/2016    EUR     75.32
UBS AG/London                  4.50     9/9/2016    EUR     53.04
UBS AG/London                  3.20   12/11/2015    EUR     52.94
UBS AG/London                  7.20   12/11/2015    EUR     48.01
LBI HF                         4.40   11/30/2035    EUR      0.01
Leasing-Experts SA             9.00    9/17/2016    PLN     30.50
UBS AG                        10.37   10/23/2015    USD      9.39
UBS AG                        10.05   10/23/2015    USD     13.55
Goldman Sachs & Co Wertpapi   11.00    8/24/2016    EUR     71.74
Goldman Sachs & Co Wertpapi   11.00    8/24/2016    EUR     71.74
Goldman Sachs & Co Wertpapi    4.00    9/21/2016    EUR     65.98
Goldman Sachs & Co Wertpapi    4.00   12/21/2016    EUR     66.39
Goldman Sachs & Co Wertpapi    4.00    3/22/2017    EUR     66.71
Goldman Sachs & Co Wertpapi    9.00    3/22/2017    EUR     73.77
Goldman Sachs & Co Wertpapi    9.00    3/22/2017    EUR     73.77
Goldman Sachs & Co Wertpapi    5.00    6/21/2017    EUR     67.09
Goldman Sachs & Co Wertpapi    9.00    6/21/2017    EUR     73.73
Goldman Sachs & Co Wertpapi    9.00    6/21/2017    EUR     73.73
Goldman Sachs & Co Wertpapi    4.00    4/20/2016    EUR     52.36
Goldman Sachs & Co Wertpapi    7.00    4/20/2016    EUR     53.86
Goldman Sachs & Co Wertpapi   12.00    5/25/2016    EUR     57.07
Goldman Sachs & Co Wertpapi   11.00    6/22/2016    EUR     57.27
Goldman Sachs & Co Wertpapi   11.00    6/22/2016    EUR     57.27
Goldman Sachs & Co Wertpapi    6.00    7/20/2016    EUR     54.36
Goldman Sachs & Co Wertpapi    6.00    8/24/2016    EUR     54.93
Goldman Sachs & Co Wertpapi    6.00    6/21/2017    EUR     58.59
Goldman Sachs & Co Wertpapi   16.00   12/23/2015    EUR     68.57
Goldman Sachs & Co Wertpapi    4.00    2/24/2016    EUR     66.77
Goldman Sachs & Co Wertpapi    4.00    3/23/2016    EUR     66.85
Goldman Sachs & Co Wertpapi    6.00    4/20/2016    EUR     68.00
Goldman Sachs & Co Wertpapi    4.00    6/22/2016    EUR     65.47
Goldman Sachs & Co Wertpapi    7.00    6/22/2016    EUR     67.49
Goldman Sachs & Co Wertpapi    7.00    7/20/2016    EUR     67.88
Goldman Sachs & Co Wertpapi    8.00    7/20/2016    EUR     68.63
Goldman Sachs & Co Wertpapi    4.00    8/24/2016    EUR     65.84
Goldman Sachs & Co Wertpapi    7.00    8/24/2016    EUR     68.37
Goldman Sachs & Co Wertpapi    8.00    8/24/2016    EUR     69.21
Leonteq Securities AG         14.00   10/24/2016    CHF     70.86
Leonteq Securities AG          9.40   10/24/2016    EUR     58.26
Leonteq Securities AG         20.00    4/27/2016    USD     73.11
LBBW                           3.00    7/22/2016    EUR     75.31
LBBW                           4.00    7/22/2016    EUR     73.71
LBBW                           5.00    7/22/2016    EUR     72.81
LBBW                           3.00    7/22/2016    EUR     57.73
LBBW                           4.00    7/22/2016    EUR     56.47
LBBW                           5.00    7/22/2016    EUR     55.68
LBBW                           3.00    7/22/2016    EUR     60.86
LBBW                           4.50    7/22/2016    EUR     59.03
Vontobel Financial Products    3.25    6/24/2016    EUR     59.06
Vontobel Financial Products    8.30    3/29/2016    EUR     54.06
LBBW                           3.40    8/24/2018    EUR     63.22
Vontobel Financial Products   10.40    1/22/2016    EUR     68.51
Vontobel Financial Products    7.00    8/26/2016    EUR     69.24
HSBC Trinkaus & Burkhardt A    5.50    1/31/2017    EUR     58.03
Goldman Sachs & Co Wertpapi   15.00   12/23/2015    EUR     68.50
Goldman Sachs & Co Wertpapi    9.00    2/24/2016    EUR     72.09
Goldman Sachs & Co Wertpapi    9.00    3/23/2016    EUR     72.54
Goldman Sachs & Co Wertpapi   15.00    5/25/2016    EUR     69.41
Goldman Sachs & Co Wertpapi    9.00    7/20/2016    EUR     72.98
Goldman Sachs & Co Wertpapi   21.00    7/20/2016    EUR     68.74
Goldman Sachs & Co Wertpapi    5.00    8/24/2016    EUR     76.71
Goldman Sachs & Co Wertpapi    7.00    8/24/2016    EUR     75.13
Goldman Sachs & Co Wertpapi    8.00    8/24/2016    EUR     72.85
Goldman Sachs & Co Wertpapi   10.00    8/24/2016    EUR     71.57
Goldman Sachs & Co Wertpapi   15.00    8/24/2016    EUR     70.39
Goldman Sachs & Co Wertpapi   19.00    8/24/2016    EUR     69.06
Goldman Sachs & Co Wertpapi    7.00    9/21/2016    EUR     75.50
Goldman Sachs & Co Wertpapi    8.00   12/21/2016    EUR     74.87
Goldman Sachs & Co Wertpapi   16.00   12/21/2016    EUR     71.65
UBS AG/London                  6.50     7/8/2016    CHF     48.47
Vontobel Financial Products    6.00    8/26/2016    EUR     55.21
LBBW                           2.60   12/23/2016    EUR     62.66
Royal Bank of Scotland PLC/    1.69   11/14/2016    GBP #N/A N/A
Royal Bank of Scotland PLC/    1.33   10/26/2018    GBP      1.03
Deutsche Bank AG               7.20   10/26/2016    EUR     70.50
Deutsche Bank AG               5.20   10/26/2016    EUR     68.50
Deutsche Bank AG               5.20   11/23/2016    EUR     74.60
Deutsche Bank AG               5.20   11/23/2016    EUR     71.60
Deutsche Bank AG               7.20   11/23/2016    EUR     73.80
Deutsche Bank AG               5.20   11/23/2016    EUR     68.70
Deutsche Bank AG               7.20   11/23/2016    EUR     70.90
Deutsche Bank AG               5.20     7/6/2016    EUR     66.40
Deutsche Bank AG               7.20     7/6/2016    EUR     67.90
Deutsche Bank AG               5.20     7/6/2016    EUR     63.10
Deutsche Bank AG               7.20     7/6/2016    EUR     64.50
Deutsche Bank AG               7.20     7/6/2016    EUR     61.40
Deutsche Bank AG               5.20     7/6/2016    EUR     60.00
Deutsche Bank AG               5.20    8/24/2016    EUR     67.00
Deutsche Bank AG               7.20    8/24/2016    EUR     68.70
Deutsche Bank AG               5.20    8/24/2016    EUR     63.60
Deutsche Bank AG               7.20    8/24/2016    EUR     65.30
Deutsche Bank AG               7.20    8/24/2016    EUR     62.30
Deutsche Bank AG               5.20    8/24/2016    EUR     60.60
Deutsche Bank AG               7.20   10/26/2016    EUR     69.70
Deutsche Bank AG               5.20   10/26/2016    EUR     67.60
Deutsche Bank AG               5.20   10/26/2016    EUR     64.40
Deutsche Bank AG               7.20   10/26/2016    EUR     66.40
Deutsche Bank AG               5.20   10/26/2016    EUR     61.40
Deutsche Bank AG               7.20   10/26/2016    EUR     63.40
Deutsche Bank AG               5.20   11/23/2016    EUR     67.90
Deutsche Bank AG               7.20   11/23/2016    EUR     70.10
Deutsche Bank AG               5.20   11/23/2016    EUR     64.70
Deutsche Bank AG               7.20   11/23/2016    EUR     66.90
Deutsche Bank AG               7.20   11/23/2016    EUR     63.90
Deutsche Bank AG               5.20   11/23/2016    EUR     61.70
DZ Bank AG Deutsche Zentral    5.40   12/21/2015    EUR     62.48
DZ Bank AG Deutsche Zentral    6.60   12/21/2015    EUR     61.68
DZ Bank AG Deutsche Zentral    9.10   12/21/2015    EUR     60.10
DZ Bank AG Deutsche Zentral    5.20    3/21/2016    EUR     63.38
DZ Bank AG Deutsche Zentral    6.10    3/21/2016    EUR     62.80
DZ Bank AG Deutsche Zentral    8.30    3/21/2016    EUR     61.79
DZ Bank AG Deutsche Zentral    6.70    6/20/2016    EUR     64.81
DZ Bank AG Deutsche Zentral    5.10    9/19/2016    EUR     64.72
DZ Bank AG Deutsche Zentral    6.30   12/21/2015    EUR     75.63
DZ Bank AG Deutsche Zentral    4.90    3/21/2016    EUR     75.31
DZ Bank AG Deutsche Zentral    6.60    3/21/2016    EUR     74.07
DZ Bank AG Deutsche Zentral    5.50    6/20/2016    EUR     74.17
DZ Bank AG Deutsche Zentral    7.00    6/20/2016    EUR     73.34
DZ Bank AG Deutsche Zentral    8.70    6/20/2016    EUR     72.68
DZ Bank AG Deutsche Zentral    5.20    9/19/2016    EUR     74.73
DZ Bank AG Deutsche Zentral    6.10    9/19/2016    EUR     73.80
DZ Bank AG Deutsche Zentral    7.60    9/19/2016    EUR     73.45
DZ Bank AG Deutsche Zentral    7.00   12/21/2015    EUR     73.27
DZ Bank AG Deutsche Zentral    6.50    6/20/2016    EUR     54.14
DZ Bank AG Deutsche Zentral    6.00    9/19/2016    EUR     55.15
DZ Bank AG Deutsche Zentral    6.75    9/19/2016    EUR     55.83
Notenstein Privatbank AG       6.34    8/19/2016    CHF     60.77
Vontobel Financial Products    6.75    8/26/2016    EUR     59.78
DekaBank Deutsche Girozentr    5.40    8/12/2016    EUR     56.15
Goldman Sachs & Co Wertpapi    4.00    6/22/2016    EUR     75.50
Goldman Sachs & Co Wertpapi   12.00    3/23/2016    EUR     73.46
Goldman Sachs & Co Wertpapi   11.00    4/20/2016    EUR     73.65
Goldman Sachs & Co Wertpapi   11.00    4/20/2016    EUR     73.65
Goldman Sachs & Co Wertpapi    5.00    5/25/2016    EUR     68.97
Goldman Sachs & Co Wertpapi    7.00   12/21/2016    EUR     72.67
Goldman Sachs & Co Wertpapi   17.00   12/23/2015    EUR     59.06
Goldman Sachs & Co Wertpapi   13.00    5/25/2016    EUR     63.03
Goldman Sachs & Co Wertpapi   12.00    4/20/2016    EUR     61.79
Goldman Sachs & Co Wertpapi    8.00    7/20/2016    EUR     61.16
Goldman Sachs & Co Wertpapi   10.00    7/20/2016    EUR     62.65
Goldman Sachs & Co Wertpapi   10.00    8/24/2016    EUR     63.57
Goldman Sachs & Co Wertpapi   10.00    8/24/2016    EUR     63.57
Goldman Sachs & Co Wertpapi   11.00    8/24/2016    EUR     64.42
Goldman Sachs & Co Wertpapi    8.00    9/21/2016    EUR     62.47
Goldman Sachs & Co Wertpapi   10.00    9/21/2016    EUR     64.31
Goldman Sachs & Co Wertpapi   10.00    9/21/2016    EUR     64.31
Goldman Sachs & Co Wertpapi    6.00   12/21/2016    EUR     61.84
Goldman Sachs & Co Wertpapi    8.00   12/21/2016    EUR     64.17
Goldman Sachs & Co Wertpapi    8.00   12/21/2016    EUR     64.17
Goldman Sachs & Co Wertpapi    7.00    3/22/2017    EUR     64.39
Goldman Sachs & Co Wertpapi    8.00    3/22/2017    EUR     65.80
Goldman Sachs & Co Wertpapi    8.00    3/22/2017    EUR     65.80
Goldman Sachs & Co Wertpapi    8.00    3/22/2017    EUR     65.80
Goldman Sachs & Co Wertpapi    7.00    6/21/2017    EUR     65.07
Goldman Sachs & Co Wertpapi    8.00    6/21/2017    EUR     66.73
Goldman Sachs & Co Wertpapi    8.00    6/21/2017    EUR     66.73
Goldman Sachs & Co Wertpapi    8.00    6/21/2017    EUR     66.73
Goldman Sachs & Co Wertpapi    8.00    6/21/2017    EUR     66.73
Vontobel Financial Products   13.95    9/23/2016    EUR     70.23
Vontobel Financial Products   10.00   12/23/2016    EUR     71.89
Vontobel Financial Products   11.70   12/23/2016    EUR     71.09
LBBW                           3.00    8/26/2016    EUR     65.58
LBBW                           4.50    8/26/2016    EUR     63.76
LBBW                           6.00    8/26/2016    EUR     62.70
LBBW                           3.00    8/26/2016    EUR     74.66
LBBW                           4.00    8/26/2016    EUR     73.55
LBBW                           5.00    8/26/2016    EUR     72.48
LBBW                           2.50    8/26/2016    EUR     62.88
LBBW                           3.50    8/26/2016    EUR     61.82
LBBW                           4.50    8/26/2016    EUR     61.03
LBBW                           5.50    8/26/2016    EUR     60.42
LBBW                           6.50    8/26/2016    EUR     59.99
Vontobel Financial Products    4.75    9/23/2016    EUR     64.16
Vontobel Financial Products   13.00    9/23/2016    EUR     61.93
Vontobel Financial Products    8.80   12/23/2016    EUR     62.71
Vontobel Financial Products    5.00   12/23/2016    EUR     63.86
Vontobel Financial Products    6.85   12/23/2016    EUR     63.11
Vontobel Financial Products   10.80   12/23/2016    EUR     62.60
Vontobel Financial Products   15.60    9/23/2016    EUR     62.03
Banque Cantonale Vaudoise/G    6.72    8/19/2016    EUR     61.77
Goldman Sachs & Co Wertpapi   23.00   12/23/2015    EUR     69.91
Goldman Sachs & Co Wertpapi    8.00    4/20/2016    EUR     75.95
Goldman Sachs & Co Wertpapi   21.00    3/23/2016    EUR     71.34
Goldman Sachs & Co Wertpapi   16.00    3/23/2016    EUR     72.26
Goldman Sachs & Co Wertpapi   22.00    6/22/2016    EUR     72.57
Goldman Sachs & Co Wertpapi   20.00    7/20/2016    EUR     72.73
Goldman Sachs & Co Wertpapi   21.00    8/24/2016    EUR     73.02
Goldman Sachs & Co Wertpapi    6.00    6/21/2017    EUR     69.86
Vontobel Financial Products    7.05    8/26/2016    EUR     60.48
Vontobel Financial Products   25.85    3/29/2016    EUR     72.92
Vontobel Financial Products   11.50   11/22/2016    EUR     66.52
UniCredit Bank AG              5.70    8/19/2016    EUR     72.29
DZ Bank AG Deutsche Zentral    6.50   12/23/2016    EUR     73.37
DZ Bank AG Deutsche Zentral    8.25   12/23/2016    EUR     59.19
DZ Bank AG Deutsche Zentral    6.25   12/23/2016    EUR     68.67
LBBW                           2.80    2/24/2017    EUR     70.50
UBS AG/London                  7.25    6/24/2016    EUR     72.46
UBS AG/London                  7.75    6/24/2016    EUR     66.72
Vontobel Financial Products    5.00    3/16/2017    EUR     66.36
WGZ-Bank AG Westdeutsche Ge    3.50     2/7/2017    EUR     60.14
Leonteq Securities AG         10.00    12/8/2016    EUR     71.88
Commerzbank AG                 4.00    8/25/2016    EUR     68.53
Commerzbank AG                 4.75    8/25/2016    EUR     67.92
Commerzbank AG                 5.50    8/25/2016    EUR     67.33
Commerzbank AG                 6.25    8/25/2016    EUR     66.77
Commerzbank AG                 7.25    8/25/2016    EUR     66.46
Commerzbank AG                 8.00    8/25/2016    EUR     65.97
Commerzbank AG                 9.00    8/25/2016    EUR     65.72
Commerzbank AG                 4.75    8/25/2016    EUR     70.53
Commerzbank AG                 5.50    8/25/2016    EUR     69.62
Commerzbank AG                 6.50    8/25/2016    EUR     68.98
Commerzbank AG                 7.50    8/25/2016    EUR     68.38
Commerzbank AG                 8.50    8/25/2016    EUR     67.82
Commerzbank AG                 9.75    8/25/2016    EUR     67.52
Commerzbank AG                 8.75    8/25/2016    EUR     68.50
Commerzbank AG                10.75    8/25/2016    EUR     67.19
Commerzbank AG                12.75    8/25/2016    EUR     66.11
Vontobel Financial Products    6.35     9/9/2016    EUR     64.88
Goldman Sachs & Co Wertpapi   23.00   12/23/2015    EUR     60.41
Goldman Sachs & Co Wertpapi   24.00    4/20/2016    EUR     62.78
Goldman Sachs & Co Wertpapi    4.00    6/22/2016    EUR     72.20
Goldman Sachs & Co Wertpapi    4.00    7/20/2016    EUR     72.36
Goldman Sachs & Co Wertpapi    6.00    4/20/2016    EUR     61.92
Goldman Sachs & Co Wertpapi    7.00    5/25/2016    EUR     62.53
Goldman Sachs & Co Wertpapi   10.00    5/25/2016    EUR     64.32
Goldman Sachs & Co Wertpapi    7.00    7/20/2016    EUR     63.44
Goldman Sachs & Co Wertpapi    7.00    8/24/2016    EUR     64.04
Goldman Sachs & Co Wertpapi    8.00    8/24/2016    EUR     64.89
Goldman Sachs & Co Wertpapi    7.00    9/21/2016    EUR     64.53
Goldman Sachs & Co Wertpapi    7.00   12/21/2016    EUR     65.89
WGZ-Bank AG Westdeutsche Ge    2.00    9/30/2016    EUR     70.66
WGZ-Bank AG Westdeutsche Ge    3.00    9/30/2016    EUR     69.71
WGZ-Bank AG Westdeutsche Ge    4.00    9/30/2016    EUR     68.83
WGZ-Bank AG Westdeutsche Ge    5.00    9/30/2016    EUR     68.01
WGZ-Bank AG Westdeutsche Ge    6.00    9/30/2016    EUR     67.26
HSBC Trinkaus & Burkhardt A   11.50    6/24/2016    EUR     63.03
HSBC Trinkaus & Burkhardt A    7.30    9/23/2016    EUR     64.73
HSBC Trinkaus & Burkhardt A   12.30    6/24/2016    EUR     65.20
HSBC Trinkaus & Burkhardt A    8.10    9/23/2016    EUR     67.35
Notenstein Privatbank AG       7.00     9/7/2016    CHF     64.88
Notenstein Privatbank AG       6.30    8/28/2017    CHF     71.59
DZ Bank AG Deutsche Zentral    8.10    6/20/2016    EUR     71.94
DZ Bank AG Deutsche Zentral    9.10    6/20/2016    EUR     70.88
DZ Bank AG Deutsche Zentral    5.70    9/19/2016    EUR     71.25
DZ Bank AG Deutsche Zentral    6.60    9/19/2016    EUR     70.42
DZ Bank AG Deutsche Zentral    4.60   12/19/2016    EUR     72.37
DZ Bank AG Deutsche Zentral    4.80   12/19/2016    EUR     71.06
DZ Bank AG Deutsche Zentral    6.60   12/19/2016    EUR     71.57
DZ Bank AG Deutsche Zentral    5.40    3/21/2016    EUR     71.70
DZ Bank AG Deutsche Zentral    6.70    3/21/2016    EUR     70.48
DZ Bank AG Deutsche Zentral    8.50    3/21/2016    EUR     69.42
DZ Bank AG Deutsche Zentral    5.00    3/29/2016    EUR     73.07
DZ Bank AG Deutsche Zentral    5.25    9/23/2016    EUR     71.20
DZ Bank AG Deutsche Zentral   14.50    1/22/2016    EUR     68.00
DZ Bank AG Deutsche Zentral   11.25    1/22/2016    EUR     54.83
DZ Bank AG Deutsche Zentral   12.75    1/22/2016    EUR     67.01
DZ Bank AG Deutsche Zentral    8.00    1/22/2016    EUR     61.51
DZ Bank AG Deutsche Zentral   10.50   12/28/2015    EUR     52.48
DZ Bank AG Deutsche Zentral   11.00    1/22/2016    EUR     53.32
DZ Bank AG Deutsche Zentral    6.50    3/29/2016    EUR     53.30
DZ Bank AG Deutsche Zentral    6.75    6/24/2016    EUR     54.46
DZ Bank AG Deutsche Zentral    5.25    9/23/2016    EUR     54.67
DZ Bank AG Deutsche Zentral    9.75   12/21/2015    EUR     47.08
DZ Bank AG Deutsche Zentral    7.25    3/21/2016    EUR     48.42
DZ Bank AG Deutsche Zentral    8.75    6/20/2016    EUR     50.75
DZ Bank AG Deutsche Zentral    5.40   12/21/2015    EUR     57.46
DZ Bank AG Deutsche Zentral    5.20    3/21/2016    EUR     58.55
DZ Bank AG Deutsche Zentral    5.30    6/20/2016    EUR     59.21
DZ Bank AG Deutsche Zentral    4.90    9/19/2016    EUR     59.89
HSBC Trinkaus & Burkhardt A    8.65    6/17/2016    EUR     56.35
Deutsche Bank AG               5.00    8/12/2016    EUR     56.92
Leonteq Securities AG         14.40   10/31/2016    CHF     76.41
Commerzbank AG                 7.75    6/23/2016    EUR     74.10
Commerzbank AG                 8.50    6/23/2016    EUR     72.93
Commerzbank AG                 9.50    6/23/2016    EUR     72.00
Commerzbank AG                10.50    6/23/2016    EUR     71.10
Commerzbank AG                11.75    6/23/2016    EUR     70.23
Commerzbank AG                 5.25    6/23/2016    EUR     73.47
Commerzbank AG                 6.25    6/23/2016    EUR     72.91
Commerzbank AG                 7.00    6/23/2016    EUR     72.16
Commerzbank AG                 7.75    6/23/2016    EUR     71.46
Commerzbank AG                 8.75    6/23/2016    EUR     70.93
Commerzbank AG                 9.50    6/23/2016    EUR     70.28
Commerzbank AG                10.50    6/23/2016    EUR     69.80
Commerzbank AG                 4.25    6/23/2016    EUR     59.01
Commerzbank AG                 5.00    6/23/2016    EUR     58.32
Commerzbank AG                 5.75    6/23/2016    EUR     57.67
Commerzbank AG                 6.75    6/23/2016    EUR     57.24
Commerzbank AG                 7.50    6/23/2016    EUR     56.68
Commerzbank AG                 8.50    6/23/2016    EUR     56.33
Commerzbank AG                 9.25    6/23/2016    EUR     55.84
Commerzbank AG                 6.25    6/23/2016    EUR     62.67
Commerzbank AG                 7.00    6/23/2016    EUR     61.70
Commerzbank AG                 8.00    6/23/2016    EUR     60.96
Commerzbank AG                 9.25    6/23/2016    EUR     60.45
Commerzbank AG                10.25    6/23/2016    EUR     59.82
Vontobel Financial Products    3.75     9/9/2016    EUR     59.98
Vontobel Financial Products    3.90    6/17/2016    EUR     59.43
Vontobel Financial Products    4.75    6/17/2016    EUR     58.49
Vontobel Financial Products   22.75    6/24/2016    EUR     55.55
DZ Bank AG Deutsche Zentral    5.90   12/21/2015    EUR     56.54
DZ Bank AG Deutsche Zentral    5.60    3/21/2016    EUR     57.74
DZ Bank AG Deutsche Zentral    7.20   12/21/2015    EUR     73.59
DZ Bank AG Deutsche Zentral    8.25    6/20/2016    EUR     67.33
DZ Bank AG Deutsche Zentral    4.70    6/20/2016    EUR     59.75
DZ Bank AG Deutsche Zentral    5.20    9/19/2016    EUR     59.32
Commerzbank AG                 8.25    6/23/2016    EUR     66.38
Commerzbank AG                10.25    6/23/2016    EUR     64.67
Commerzbank AG                12.25    6/23/2016    EUR     63.23
BNP Paribas Emissions- und     3.50    1/21/2016    EUR     63.33
BNP Paribas Emissions- und     4.00    7/21/2016    EUR     65.95
BNP Paribas Emissions- und     4.50    7/21/2016    EUR     64.06
BNP Paribas Emissions- und     7.00    7/21/2016    EUR     62.04
BNP Paribas Emissions- und     3.50   10/27/2016    EUR     68.32
BNP Paribas Emissions- und     4.00   10/27/2016    EUR     66.59
BNP Paribas Emissions- und     4.50   10/27/2016    EUR     64.97
BNP Paribas Emissions- und     6.00   10/27/2016    EUR     62.52
BNP Paribas Emissions- und     3.00    1/26/2017    EUR     65.72
BNP Paribas Emissions- und     4.50    1/26/2017    EUR     65.58
BNP Paribas Emissions- und     4.00    7/27/2017    EUR     65.70
BNP Paribas Emissions- und     4.50    7/27/2017    EUR     65.98
BNP Paribas Emissions- und     3.50    7/21/2016    EUR     59.33
BNP Paribas Emissions- und     4.00   10/27/2016    EUR     59.20
BNP Paribas Emissions- und     5.50   10/27/2016    EUR     56.71
BNP Paribas Emissions- und     3.50    7/27/2017    EUR     61.34
UBS AG/London                  4.61    7/13/2016    USD     34.75
Totens Sparebank               2.75                 NOK     52.21
Kaupthing Bank Hf              5.00     1/4/2027    SKK     18.00
Glitnir HF                     6.84   12/15/2015    EUR      0.02
Glitnir HF                     5.86    7/28/2016    GBP     27.13
DOMO OJSC                     15.00    5/11/2016    RUB     60.00
Main Road OJSC                 8.40   10/30/2028    RUB     58.21
MirLand Development Corp PL    6.00   11/30/2017    ILS     33.71
Mechel                         8.00     2/9/2021    RUB     51.00
Lehman Brothers Treasury Co    3.00    9/13/2010    JPY     14.88
Vontobel Financial Products   21.65    3/29/2016    EUR     73.36
Vontobel Financial Products   10.20    6/24/2016    EUR     61.30
Vontobel Financial Products   10.90    3/29/2016    EUR     60.41
Vontobel Financial Products    9.00    9/23/2016    EUR     62.34
Vontobel Financial Products    5.35    6/24/2016    EUR     72.58
DZ Bank AG Deutsche Zentral    6.50    9/19/2016    EUR     46.32
DZ Bank AG Deutsche Zentral    8.25    6/20/2016    EUR     45.79
DZ Bank AG Deutsche Zentral    8.50   12/21/2015    EUR     69.72
DZ Bank AG Deutsche Zentral   10.00    3/21/2016    EUR     69.37
DZ Bank AG Deutsche Zentral    8.00    9/19/2016    EUR     47.26
DZ Bank AG Deutsche Zentral    7.25    9/19/2016    EUR     46.57
DZ Bank AG Deutsche Zentral    6.50    9/19/2016    EUR     45.89
DZ Bank AG Deutsche Zentral    5.10    9/19/2016    EUR     73.97
DZ Bank AG Deutsche Zentral    5.90    9/19/2016    EUR     72.83
DZ Bank AG Deutsche Zentral    6.70    9/19/2016    EUR     71.78
DZ Bank AG Deutsche Zentral    6.40   12/21/2015    EUR     47.54
DZ Bank AG Deutsche Zentral    5.60    3/21/2016    EUR     48.78
DZ Bank AG Deutsche Zentral    6.50    3/21/2016    EUR     48.15
DZ Bank AG Deutsche Zentral    5.50    6/20/2016    EUR     49.63
DZ Bank AG Deutsche Zentral    4.90    9/19/2016    EUR     50.40
DZ Bank AG Deutsche Zentral    5.40    9/19/2016    EUR     49.88
DZ Bank AG Deutsche Zentral    6.00    9/19/2016    EUR     49.44
Vontobel Financial Products    3.95    5/27/2016    EUR     44.88
Deutsche Bank AG               4.20    8/24/2016    EUR     69.80
Deutsche Bank AG               4.20    8/24/2016    EUR     74.20
Deutsche Bank AG               4.20    8/24/2016    EUR     72.00
Deutsche Bank AG               4.20    8/24/2016    EUR     63.60
Deutsche Bank AG               4.20    7/20/2016    EUR     53.40
Deutsche Bank AG               4.20    7/20/2016    EUR     68.70
Deutsche Bank AG               4.20    8/24/2016    EUR     61.00
Deutsche Bank AG               4.20    8/24/2016    EUR     49.30
Deutsche Bank AG               4.20    7/20/2016    EUR     66.10
Deutsche Bank AG               4.20    8/24/2016    EUR     66.30
Deutsche Bank AG               4.20    8/24/2016    EUR     55.90
Deutsche Bank AG               4.20    8/24/2016    EUR     69.30
Deutsche Bank AG               4.20    7/20/2016    EUR     55.50
Deutsche Bank AG               4.20    8/24/2016    EUR     51.50
Deutsche Bank AG               4.20    7/20/2016    EUR     63.30
Deutsche Bank AG               4.20    8/24/2016    EUR     53.80
Deutsche Bank AG               5.20    7/20/2016    EUR     67.80
Deutsche Bank AG               5.20    7/20/2016    EUR     70.30
Deutsche Bank AG               5.20    7/20/2016    EUR     72.50
Deutsche Bank AG               5.20    8/24/2016    EUR     75.10
Deutsche Bank AG               6.20    8/24/2016    EUR     73.70
Deutsche Bank AG               6.20    8/24/2016    EUR     69.00
Deutsche Bank AG               5.20    7/20/2016    EUR     74.80
Deutsche Bank AG               6.20    8/24/2016    EUR     75.50
Deutsche Bank AG               5.20    8/24/2016    EUR     70.70
Deutsche Bank AG               6.20    8/24/2016    EUR     71.60
Deutsche Bank AG               5.20    8/24/2016    EUR     72.90
Deutsche Bank AG               5.20    8/24/2016    EUR     68.20
Deutsche Bank AG               5.20    7/20/2016    EUR     64.00
Deutsche Bank AG               6.20    7/20/2016    EUR     64.80
Deutsche Bank AG               5.20    7/20/2016    EUR     61.40
Deutsche Bank AG               6.20    8/24/2016    EUR     68.10
Deutsche Bank AG               5.20    8/24/2016    EUR     67.20
Deutsche Bank AG               6.20    8/24/2016    EUR     65.30
Deutsche Bank AG               5.20    8/24/2016    EUR     59.00
Deutsche Bank AG               6.20    7/20/2016    EUR     67.60
Deutsche Bank AG               5.20    7/20/2016    EUR     58.50
Deutsche Bank AG               5.20    8/24/2016    EUR     61.80
Deutsche Bank AG               5.20    7/20/2016    EUR     66.90
Deutsche Bank AG               5.20    8/24/2016    EUR     64.40
Deutsche Bank AG               6.20    8/24/2016    EUR     59.80
Deutsche Bank AG               6.20    8/24/2016    EUR     62.70
Deutsche Bank AG               6.20    8/24/2016    EUR     71.60
Deutsche Bank AG               5.20    8/24/2016    EUR     50.20
Deutsche Bank AG               5.20    8/24/2016    EUR     48.20
Deutsche Bank AG               5.20    7/20/2016    EUR     70.40
Deutsche Bank AG               6.20    7/20/2016    EUR     71.10
Deutsche Bank AG               6.20    8/24/2016    EUR     74.10
Deutsche Bank AG               5.20    7/20/2016    EUR     51.80
Deutsche Bank AG               5.20    7/20/2016    EUR     54.20
Deutsche Bank AG               5.20    7/20/2016    EUR     47.70
Deutsche Bank AG               6.20    8/24/2016    EUR     51.00
Deutsche Bank AG               5.20    8/24/2016    EUR     73.20
Deutsche Bank AG               5.20    8/24/2016    EUR     54.20
Deutsche Bank AG               6.20    8/24/2016    EUR     53.20
Deutsche Bank AG               5.20    8/24/2016    EUR     70.80
Deutsche Bank AG               6.20    7/20/2016    EUR     54.50
Deutsche Bank AG               6.20    8/24/2016    EUR     49.10
Deutsche Bank AG               5.20    5/25/2016    EUR     63.50
Deutsche Bank AG               6.20    5/25/2016    EUR     64.10
Deutsche Bank AG               5.20    5/25/2016    EUR     60.80
Deutsche Bank AG               6.20    5/25/2016    EUR     61.40
Deutsche Bank AG               6.20    5/25/2016    EUR     58.50
Deutsche Bank AG               5.20    5/25/2016    EUR     57.90
Deutsche Bank AG               6.20    5/25/2016    EUR     72.80
Deutsche Bank AG               5.20    5/25/2016    EUR     72.20
Deutsche Bank AG               4.20    5/25/2016    EUR     73.70
Deutsche Bank AG               5.20    5/25/2016    EUR     51.00
Deutsche Bank AG               6.20    5/25/2016    EUR     51.70
Deutsche Bank AG               5.20    5/25/2016    EUR     48.90
Deutsche Bank AG               6.20    5/25/2016    EUR     49.50
Deutsche Bank AG               5.20    5/25/2016    EUR     47.00
Deutsche Bank AG               6.20    5/25/2016    EUR     47.60
Deutsche Bank AG               4.20    5/25/2016    EUR     68.80
Deutsche Bank AG               4.20    5/25/2016    EUR     65.70
Deutsche Bank AG               4.20    5/25/2016    EUR     55.30
Deutsche Bank AG               4.20    5/25/2016    EUR     52.80
Deutsche Bank AG               8.20    5/25/2016    EUR     71.60
Deutsche Bank AG               8.20    5/25/2016    EUR     69.00
Deutsche Bank AG               8.20    5/25/2016    EUR     67.00
Deutsche Bank AG               8.20    5/25/2016    EUR     57.40
Deutsche Bank AG               8.20    5/25/2016    EUR     74.10
Deutsche Bank AG               8.20    5/25/2016    EUR     71.50
Deutsche Bank AG               8.20    5/25/2016    EUR     48.80
Deutsche Bank AG               8.20    5/25/2016    EUR     46.50
Deutsche Bank AG               8.20    5/25/2016    EUR     59.70
Deutsche Bank AG               8.20    4/20/2016    EUR     73.70
Deutsche Bank AG               8.20    4/20/2016    EUR     71.10
Deutsche Bank AG               8.20    4/20/2016    EUR     69.00
Deutsche Bank AG               8.20    4/20/2016    EUR     60.80
Deutsche Bank AG               8.20    4/20/2016    EUR     58.40
Deutsche Bank AG               8.20    4/20/2016    EUR     73.30
Deutsche Bank AG               8.20    4/20/2016    EUR     70.80
Deutsche Bank AG               8.20    4/20/2016    EUR     48.40
Deutsche Bank AG               8.20    4/20/2016    EUR     46.50
Deutsche Bank AG               5.20    4/20/2016    EUR     74.50
Deutsche Bank AG               6.20    4/20/2016    EUR     75.00
Deutsche Bank AG               6.20    4/20/2016    EUR     72.70
Deutsche Bank AG               5.20    4/20/2016    EUR     72.20
Deutsche Bank AG               6.20    4/20/2016    EUR     70.00
Deutsche Bank AG               5.20    4/20/2016    EUR     69.50
Deutsche Bank AG               5.20    4/20/2016    EUR     65.10
Deutsche Bank AG               6.20    4/20/2016    EUR     65.60
Deutsche Bank AG               5.20    4/20/2016    EUR     62.30
Deutsche Bank AG               6.20    4/20/2016    EUR     62.80
Deutsche Bank AG               6.20    4/20/2016    EUR     59.80
Deutsche Bank AG               5.20    4/20/2016    EUR     59.30
Deutsche Bank AG               5.20    4/20/2016    EUR     71.80
Deutsche Bank AG               6.20    4/20/2016    EUR     72.30
Deutsche Bank AG               5.20    4/20/2016    EUR     51.00
Deutsche Bank AG               6.20    4/20/2016    EUR     51.50
Deutsche Bank AG               5.20    4/20/2016    EUR     48.80
Deutsche Bank AG               6.20    4/20/2016    EUR     49.30
Deutsche Bank AG               6.20    4/20/2016    EUR     47.30
Deutsche Bank AG               5.20    4/20/2016    EUR     46.80
Deutsche Bank AG               5.20    7/20/2016    EUR     72.80
Deutsche Bank AG               5.20    7/20/2016    EUR     49.70
Deutsche Bank AG               6.20    8/24/2016    EUR     55.50
Deutsche Bank AG               5.20    8/24/2016    EUR     52.30
Deutsche Bank AG               5.20    5/25/2016    EUR     74.30
Deutsche Bank AG               6.20    5/25/2016    EUR     67.80
Deutsche Bank AG               5.20    5/25/2016    EUR     72.00
Deutsche Bank AG               6.20    5/25/2016    EUR     72.60
Deutsche Bank AG               6.20    5/25/2016    EUR     70.40
Deutsche Bank AG               5.20    5/25/2016    EUR     69.30
Deutsche Bank AG               5.20    5/25/2016    EUR     67.20
Deutsche Bank AG               6.20    5/25/2016    EUR     75.00
UBS AG                         7.50    6/24/2016    EUR     49.53
UBS AG                        12.25    6/24/2016    EUR     70.91
UBS AG                         8.25    6/24/2016    EUR     59.50
UBS AG                         7.25    6/24/2016    EUR     66.37
UBS AG                        10.00    6/24/2016    EUR     43.26
UBS AG                        13.75    6/24/2016    EUR     65.83
Leonteq Securities AG          9.92    5/29/2017    EUR     57.30
UBS AG/London                  6.25    5/30/2016    CHF     42.76
Credit Suisse AG/London        8.00     6/6/2016    USD     65.63
Vontobel Financial Products    1.70   12/31/2015    EUR     55.76
Leonteq Securities AG         10.80     9/8/2016    CHF     70.81
Vontobel Financial Products    7.00    6/24/2016    EUR     52.08
WGZ-Bank AG Westdeutsche Ge    2.00    6/29/2016    EUR     58.38
WGZ-Bank AG Westdeutsche Ge    3.00    6/29/2016    EUR     56.16
WGZ-Bank AG Westdeutsche Ge    4.00    6/29/2016    EUR     54.21
WGZ-Bank AG Westdeutsche Ge    5.00    6/29/2016    EUR     52.49
WGZ-Bank AG Westdeutsche Ge    6.00    6/29/2016    EUR     52.06
WGZ-Bank AG Westdeutsche Ge    2.25    6/29/2016    EUR     70.88
WGZ-Bank AG Westdeutsche Ge    3.25    6/29/2016    EUR     68.43
WGZ-Bank AG Westdeutsche Ge    4.25    6/29/2016    EUR     66.12
WGZ-Bank AG Westdeutsche Ge    5.50    6/29/2016    EUR     64.18
WGZ-Bank AG Westdeutsche Ge    6.50    6/29/2016    EUR     63.56
DZ Bank AG Deutsche Zentral    5.25    6/24/2016    EUR     55.72
Vontobel Financial Products   10.35    3/11/2016    EUR     59.64
Vontobel Financial Products    9.65    6/10/2016    EUR     60.57
Commerzbank AG                 6.76    6/22/2017    EUR     69.07
Vontobel Financial Products    6.05   12/18/2015    EUR     73.49
Vontobel Financial Products    5.40    12/9/2016    EUR     74.40
Vontobel Financial Products    5.30    6/17/2016    EUR     74.63
Vontobel Financial Products    5.10     9/9/2016    EUR     56.06
Vontobel Financial Products    6.85     9/9/2016    EUR     54.52
Vontobel Financial Products    8.80     9/9/2016    EUR     53.48
Vontobel Financial Products    4.15    12/9/2016    EUR     67.06
Vontobel Financial Products    5.15    12/9/2016    EUR     65.49
Vontobel Financial Products    5.25    6/17/2016    EUR     55.13
Vontobel Financial Products    6.30    12/9/2016    EUR     64.26
Vontobel Financial Products    7.55    12/9/2016    EUR     63.31
Vontobel Financial Products    4.25     9/9/2016    EUR     66.27
Vontobel Financial Products    5.55     9/9/2016    EUR     64.64
Vontobel Financial Products    6.90     9/9/2016    EUR     63.25
Vontobel Financial Products    8.40     9/9/2016    EUR     62.17
Vontobel Financial Products    4.60    6/10/2016    EUR     60.09
Vontobel Financial Products    6.20    6/10/2016    EUR     57.64
Vontobel Financial Products    7.35    6/10/2016    EUR     56.63
Vontobel Financial Products    6.55     9/9/2016    EUR     57.66
Vontobel Financial Products    5.55     9/9/2016    EUR     58.49
Vontobel Financial Products    4.00   12/12/2016    EUR     54.47
Vontobel Financial Products    7.50   12/12/2016    EUR     52.20
Vontobel Financial Products    4.25     9/9/2016    EUR     60.11
DZ Bank AG Deutsche Zentral    5.00    6/24/2016    EUR     56.46
UniCredit Bank AG              5.10     7/1/2016    EUR     49.80
DZ Bank AG Deutsche Zentral    4.75    3/21/2016    EUR     42.36
DZ Bank AG Deutsche Zentral    5.75    6/20/2016    EUR     43.81
DZ Bank AG Deutsche Zentral    5.75    9/19/2016    EUR     45.20
DZ Bank AG Deutsche Zentral    5.75   12/28/2015    EUR     56.81
DZ Bank AG Deutsche Zentral    6.25    9/23/2016    EUR     45.72
DZ Bank AG Deutsche Zentral    6.00    9/23/2016    EUR     74.01
DZ Bank AG Deutsche Zentral    9.00   12/28/2015    EUR     42.08
DZ Bank AG Deutsche Zentral    4.60    9/19/2016    EUR     53.05
DZ Bank AG Deutsche Zentral    5.50    9/19/2016    EUR     51.93
Vontobel Financial Products    3.60     9/9/2016    EUR     47.47
Vontobel Financial Products    4.50    6/24/2016    EUR     47.13
Vontobel Financial Products    6.55    9/23/2016    EUR     74.45
Vontobel Financial Products    4.30    6/10/2016    EUR     71.32
Vontobel Financial Products    8.30    9/23/2016    EUR     62.38
Vontobel Financial Products    9.50    6/24/2016    EUR     61.29
Vontobel Financial Products    9.40    3/29/2016    EUR     60.92
Vontobel Financial Products    5.65     9/9/2016    EUR     73.02
Vontobel Financial Products    8.20    6/24/2016    EUR     50.10
Vontobel Financial Products    8.20    3/29/2016    EUR     48.45
Vontobel Financial Products   11.15    3/29/2016    EUR     73.98
Vontobel Financial Products    7.15    9/23/2016    EUR     51.09
Landesbank Hessen-Thueringe    8.90    10/6/2020    EUR     51.10
Vontobel Financial Products    6.05     9/9/2016    EUR     59.64
Vontobel Financial Products    5.05     9/9/2016    EUR     58.75
Vontobel Financial Products    6.50    6/24/2016    EUR     51.73
Vontobel Financial Products    7.00    6/24/2016    EUR     52.12
LBBW                           3.50    7/27/2018    EUR     68.04
LBBW                           3.40    7/27/2018    EUR     54.85
Vontobel Financial Products    8.15    6/24/2016    EUR     48.86
DZ Bank AG Deutsche Zentral    6.10    6/22/2016    EUR     73.86
DZ Bank AG Deutsche Zentral    4.50    6/22/2016    EUR     52.88
UBS AG                         3.30    12/9/2016    EUR     69.02
HSBC Trinkaus & Burkhardt A   15.10   12/28/2015    EUR     49.02
HSBC Trinkaus & Burkhardt A   12.50    3/25/2016    EUR     51.48
HSBC Trinkaus & Burkhardt A    9.40   11/27/2015    EUR     51.89
HSBC Trinkaus & Burkhardt A   11.20   12/28/2015    EUR     64.25
HSBC Trinkaus & Burkhardt A    6.60   12/28/2015    EUR     70.03
HSBC Trinkaus & Burkhardt A   11.00    3/25/2016    EUR     63.92
HSBC Trinkaus & Burkhardt A    7.30    3/25/2016    EUR     68.58
HSBC Trinkaus & Burkhardt A   16.90   12/28/2015    EUR     64.77
HSBC Trinkaus & Burkhardt A   12.60   12/28/2015    EUR     68.33
HSBC Trinkaus & Burkhardt A   14.20    3/25/2016    EUR     67.44
HSBC Trinkaus & Burkhardt A   10.90    3/25/2016    EUR     70.38
HSBC Trinkaus & Burkhardt A   11.20   11/27/2015    EUR     69.57
Notenstein Privatbank AG       9.00     9/2/2016    CHF     67.71
Notenstein Privatbank AG       7.50     9/2/2016    EUR     51.28
Leonteq Securities AG         21.00     3/9/2016    USD     68.06
Leonteq Securities AG         15.00     3/9/2016    USD     46.94
Goldman Sachs & Co Wertpapi    5.00   12/23/2015    EUR     55.39
Goldman Sachs & Co Wertpapi    5.00    1/20/2016    EUR     55.76
Goldman Sachs & Co Wertpapi    5.00    2/24/2016    EUR     56.18
Goldman Sachs & Co Wertpapi   11.00   11/25/2015    EUR     46.99
Goldman Sachs & Co Wertpapi   11.00   11/25/2015    EUR     46.99
Goldman Sachs & Co Wertpapi   10.00   12/23/2015    EUR     47.66
Goldman Sachs & Co Wertpapi   10.00   12/23/2015    EUR     47.66
Goldman Sachs & Co Wertpapi    8.00    2/24/2016    EUR     48.66
Goldman Sachs & Co Wertpapi    8.00    3/23/2016    EUR     49.25
Goldman Sachs & Co Wertpapi    8.00    6/22/2016    EUR     50.80
Goldman Sachs & Co Wertpapi    8.00    6/22/2016    EUR     50.80
Commerzbank AG                 9.00    2/25/2016    EUR     72.38
Commerzbank AG                17.50   11/26/2015    EUR     72.54
Goldman Sachs & Co Wertpapi   25.00   12/23/2015    EUR     41.84
Goldman Sachs & Co Wertpapi   20.00    1/20/2016    EUR     44.20
Goldman Sachs & Co Wertpapi    9.00    6/22/2016    EUR     51.95
DekaBank Deutsche Girozentr    2.50    2/24/2017    EUR     73.40
DekaBank Deutsche Girozentr    2.50    2/24/2017    EUR     60.84
Vontobel Financial Products    7.25   12/28/2015    EUR     71.20
Vontobel Financial Products    5.15   12/28/2015    EUR     70.82
Societe Generale Effekten G    4.00   12/29/2015    EUR     64.11
Societe Generale Effekten G    5.65   12/29/2015    EUR     61.11
Societe Generale Effekten G    4.75     1/6/2016    EUR     65.16
Societe Generale Effekten G    6.34     1/6/2016    EUR     62.10
Societe Generale Effekten G    7.36    6/24/2016    EUR     64.31
Societe Generale Effekten G    9.29    6/24/2016    EUR     62.33
Societe Generale Effekten G    8.11     7/7/2016    EUR     65.46
Societe Generale Effekten G   10.00     7/7/2016    EUR     63.35
Societe Generale Effekten G    2.84   12/29/2015    EUR     54.33
Societe Generale Effekten G    4.26   12/29/2015    EUR     51.73
Societe Generale Effekten G    3.62     1/6/2016    EUR     56.28
Societe Generale Effekten G    4.98     1/6/2016    EUR     52.63
Societe Generale Effekten G    5.49    6/24/2016    EUR     55.93
Societe Generale Effekten G    7.18    6/24/2016    EUR     53.95
Societe Generale Effekten G    6.27     7/7/2016    EUR     57.09
Societe Generale Effekten G    7.91     7/7/2016    EUR     55.04
Commerzbank AG                 8.25    2/25/2016    EUR     74.92
Commerzbank AG                 9.25    2/25/2016    EUR     73.66
Commerzbank AG                 6.50    2/25/2016    EUR     48.91
Commerzbank AG                 7.50    2/25/2016    EUR     48.07
Commerzbank AG                 8.50    2/25/2016    EUR     47.29
Commerzbank AG                 4.75    2/25/2016    EUR     54.78
Commerzbank AG                 5.75    2/25/2016    EUR     53.72
Commerzbank AG                 6.75    2/25/2016    EUR     52.72
Commerzbank AG                 7.75    2/25/2016    EUR     51.80
Commerzbank AG                 8.75    2/25/2016    EUR     50.93
Commerzbank AG                 3.25    2/25/2016    EUR     67.68
Commerzbank AG                 3.75    2/25/2016    EUR     65.97
Commerzbank AG                 4.75    2/25/2016    EUR     64.54
Commerzbank AG                 5.50    2/25/2016    EUR     63.08
Commerzbank AG                 6.50    2/25/2016    EUR     61.81
Commerzbank AG                 7.25    2/25/2016    EUR     60.52
Commerzbank AG                 8.25    2/25/2016    EUR     59.37
Commerzbank AG                 9.50    2/25/2016    EUR     58.40
Commerzbank AG                10.50    2/25/2016    EUR     57.39
Commerzbank AG                 3.75    2/25/2016    EUR     51.91
Commerzbank AG                 4.75    2/25/2016    EUR     50.87
Commerzbank AG                 5.50    2/25/2016    EUR     49.81
Commerzbank AG                 8.25    2/25/2016    EUR     65.83
Commerzbank AG                11.25    2/25/2016    EUR     62.19
Commerzbank AG                 6.75    2/25/2016    EUR     69.88
Commerzbank AG                 9.50    2/25/2016    EUR     65.53
Commerzbank AG                12.50    2/25/2016    EUR     61.97
Commerzbank AG                12.25    2/25/2016    EUR     73.25
Commerzbank AG                12.25    2/25/2016    EUR     73.93
Commerzbank AG                 7.00    2/25/2016    EUR     47.05
Commerzbank AG                10.00    2/25/2016    EUR     44.68
UBS AG/London                  8.50    2/25/2016    CHF     57.53
EFG International Finance G    7.20    2/25/2019    EUR     62.02
DZ Bank AG Deutsche Zentral    7.50    6/24/2016    EUR     71.83
DZ Bank AG Deutsche Zentral    6.00   12/28/2015    EUR     48.54
DZ Bank AG Deutsche Zentral    5.25   12/28/2015    EUR     75.45
DZ Bank AG Deutsche Zentral    5.00    3/29/2016    EUR     74.91
DZ Bank AG Deutsche Zentral    5.00    6/24/2016    EUR     73.88
DZ Bank AG Deutsche Zentral    6.75   12/28/2015    EUR     60.27
DZ Bank AG Deutsche Zentral    5.50    3/29/2016    EUR     61.15
DZ Bank AG Deutsche Zentral    5.75    6/24/2016    EUR     60.69
BNP Paribas Emissions- und     8.00    3/24/2016    EUR     74.39
BNP Paribas Emissions- und    13.00    3/24/2016    EUR     68.81
BNP Paribas Emissions- und     9.00    9/22/2016    EUR     72.44
BNP Paribas Emissions- und     7.50    3/24/2016    EUR     62.74
BNP Paribas Emissions- und     9.00    3/24/2016    EUR     60.76
BNP Paribas Emissions- und     5.50    6/23/2016    EUR     67.10
BNP Paribas Emissions- und     7.00    6/23/2016    EUR     65.26
BNP Paribas Emissions- und     5.50    9/22/2016    EUR     67.64
BNP Paribas Emissions- und     7.50    9/22/2016    EUR     64.18
BNP Paribas Emissions- und     9.00    9/22/2016    EUR     63.17
BNP Paribas Emissions- und     6.00   12/22/2016    EUR     66.48
BNP Paribas Emissions- und     8.00   12/22/2016    EUR     63.99
BNP Paribas Emissions- und     6.00    3/24/2016    EUR     64.93
BNP Paribas Emissions- und    15.00   10/22/2015    EUR     53.07
BNP Paribas Emissions- und     5.50   12/24/2015    EUR     66.81
BNP Paribas Emissions- und     7.00   12/24/2015    EUR     63.86
BNP Paribas Emissions- und    18.00   12/24/2015    EUR     53.32
BNP Paribas Emissions- und    13.00   10/22/2015    EUR     73.61
BNP Paribas Emissions- und    16.00   12/24/2015    EUR     69.61
BNP Paribas Emissions- und    13.00    3/24/2016    EUR     72.39
BNP Paribas Emissions- und    14.00    3/24/2016    EUR     59.79
BNP Paribas Emissions- und     7.00    6/23/2016    EUR     66.99
BNP Paribas Emissions- und     8.50    6/23/2016    EUR     65.71
BNP Paribas Emissions- und    10.00    6/23/2016    EUR     63.56
BNP Paribas Emissions- und     7.00    9/22/2016    EUR     68.26
BNP Paribas Emissions- und     7.50    9/22/2016    EUR     66.59
BNP Paribas Emissions- und     9.00    9/22/2016    EUR     64.96
BNP Paribas Emissions- und     8.00   10/22/2015    EUR     67.63
BNP Paribas Emissions- und     9.50   10/22/2015    EUR     65.04
BNP Paribas Emissions- und     6.50   12/24/2015    EUR     68.25
BNP Paribas Emissions- und     8.00   12/24/2015    EUR     65.86
BNP Paribas Emissions- und     9.50   12/24/2015    EUR     63.66
BNP Paribas Emissions- und    12.00   12/24/2015    EUR     60.73
BNP Paribas Emissions- und    15.00   12/24/2015    EUR     58.22
BNP Paribas Emissions- und     5.50    3/24/2016    EUR     69.43
BNP Paribas Emissions- und     7.00    3/24/2016    EUR     67.49
BNP Paribas Emissions- und     8.50    3/24/2016    EUR     65.70
BNP Paribas Emissions- und    10.00    3/24/2016    EUR     62.98
BNP Paribas Emissions- und    16.00   10/22/2015    EUR     73.16
BNP Paribas Emissions- und    16.00   12/24/2015    EUR     72.56
BNP Paribas Emissions- und     4.50    9/22/2016    EUR     57.97
BNP Paribas Emissions- und     5.00    9/22/2016    EUR     57.09
BNP Paribas Emissions- und     5.50    9/22/2016    EUR     56.26
BNP Paribas Emissions- und     4.00   12/24/2015    EUR     56.73
BNP Paribas Emissions- und     4.50   12/24/2015    EUR     55.31
BNP Paribas Emissions- und     5.00   12/24/2015    EUR     53.97
BNP Paribas Emissions- und     5.50   12/24/2015    EUR     52.70
BNP Paribas Emissions- und     4.50    3/24/2016    EUR     56.45
BNP Paribas Emissions- und     5.00    3/24/2016    EUR     55.25
BNP Paribas Emissions- und     5.50    3/24/2016    EUR     54.13
BNP Paribas Emissions- und     6.00    3/24/2016    EUR     53.06
BNP Paribas Emissions- und     4.00    6/23/2016    EUR     57.92
BNP Paribas Emissions- und     4.50    6/23/2016    EUR     56.82
BNP Paribas Emissions- und     5.00    6/23/2016    EUR     55.79
BNP Paribas Emissions- und     5.50    6/23/2016    EUR     54.83
BNP Paribas Emissions- und     6.00    6/23/2016    EUR     53.92
Vontobel Financial Products    4.45     4/5/2016    EUR     46.19
BNP Paribas Emissions- und    13.00   12/24/2015    EUR     71.56
BNP Paribas Emissions- und    15.00   12/24/2015    EUR     69.79
BNP Paribas Emissions- und    12.00    3/24/2016    EUR     71.89
BNP Paribas Emissions- und    11.00   12/22/2016    EUR     74.79
BNP Paribas Emissions- und    18.00   10/22/2015    EUR     55.24
BNP Paribas Emissions- und     6.00   12/24/2015    EUR     66.63
BNP Paribas Emissions- und     9.00   12/24/2015    EUR     62.79
BNP Paribas Emissions- und    13.00   12/24/2015    EUR     59.66
BNP Paribas Emissions- und     6.00    3/24/2016    EUR     68.09
BNP Paribas Emissions- und    10.00    3/24/2016    EUR     61.71
BNP Paribas Emissions- und     6.00    6/23/2016    EUR     67.30
BNP Paribas Emissions- und    10.00    6/23/2016    EUR     62.33
BNP Paribas Emissions- und    12.00    6/23/2016    EUR     60.46
BNP Paribas Emissions- und     6.00    9/22/2016    EUR     68.69
BNP Paribas Emissions- und     7.00    9/22/2016    EUR     65.63
BNP Paribas Emissions- und     9.00   12/24/2015    EUR     69.91
BNP Paribas Emissions- und    10.00   12/24/2015    EUR     66.68
BNP Paribas Emissions- und     7.00    3/24/2016    EUR     71.59
BNP Paribas Emissions- und    10.00    3/24/2016    EUR     69.49
BNP Paribas Emissions- und     7.00    9/22/2016    EUR     72.67
BNP Paribas Emissions- und     8.00    9/22/2016    EUR     70.42
BNP Paribas Emissions- und     6.00   12/24/2015    EUR     71.09
BNP Paribas Emissions- und     6.00    3/24/2016    EUR     71.81
BNP Paribas Emissions- und     6.00    9/22/2016    EUR     71.83
BNP Paribas Emissions- und    11.00   10/22/2015    EUR     71.91
BNP Paribas Emissions- und    16.00   10/22/2015    EUR     68.01
BNP Paribas Emissions- und    22.00   10/22/2015    EUR     62.37
BNP Paribas Emissions- und    14.00   12/24/2015    EUR     69.35
BNP Paribas Emissions- und    17.00   12/24/2015    EUR     66.42
BNP Paribas Emissions- und    16.00    3/24/2016    EUR     68.16
BNP Paribas Emissions- und    13.00    6/23/2016    EUR     70.75
BNP Paribas Emissions- und     4.00    6/23/2016    EUR     73.26
BNP Paribas Emissions- und     5.00    6/23/2016    EUR     72.46
BNP Paribas Emissions- und     6.00    6/23/2016    EUR     70.98
BNP Paribas Emissions- und     7.00    6/23/2016    EUR     69.60
BNP Paribas Emissions- und     8.00    6/23/2016    EUR     68.96
BNP Paribas Emissions- und     9.00    6/23/2016    EUR     68.35
BNP Paribas Emissions- und    10.00    6/23/2016    EUR     67.19
BNP Paribas Emissions- und    12.00    6/23/2016    EUR     64.58
BNP Paribas Emissions- und     4.00    9/22/2016    EUR     73.36
BNP Paribas Emissions- und     5.00    9/22/2016    EUR     72.89
BNP Paribas Emissions- und    18.00   10/22/2015    EUR     59.04
BNP Paribas Emissions- und     5.00   12/24/2015    EUR     73.06
BNP Paribas Emissions- und     6.00   12/24/2015    EUR     70.73
BNP Paribas Emissions- und     7.00   12/24/2015    EUR     68.56
BNP Paribas Emissions- und     5.00    3/24/2016    EUR     73.73
BNP Paribas Emissions- und     6.00    3/24/2016    EUR     71.85
BNP Paribas Emissions- und     7.00    3/24/2016    EUR     70.07
BNP Paribas Emissions- und     8.00    3/24/2016    EUR     69.08
BNP Paribas Emissions- und     9.00    3/24/2016    EUR     68.14
BNP Paribas Emissions- und    10.00    3/24/2016    EUR     66.60
BNP Paribas Emissions- und    12.00    3/24/2016    EUR     65.58
BNP Paribas Emissions- und    13.00    3/24/2016    EUR     64.82
BNP Paribas Emissions- und     6.00    9/22/2016    EUR     71.79
BNP Paribas Emissions- und     7.00    9/22/2016    EUR     70.76
BNP Paribas Emissions- und     9.00    9/22/2016    EUR     66.68
BNP Paribas Emissions- und    10.00    9/22/2016    EUR     66.52
Commerzbank AG                 7.25    2/25/2016    EUR     73.48
Commerzbank AG                 9.50    2/25/2016    EUR     70.79
Commerzbank AG                 6.00    2/25/2016    EUR     70.31
Commerzbank AG                 8.75    2/25/2016    EUR     66.12
Commerzbank AG                11.75    2/25/2016    EUR     62.68
Deutsche Bank AG               5.00    3/18/2016    EUR     56.25
Commerzbank AG                 5.00    2/26/2016    EUR     53.15
Commerzbank AG                 6.50    2/26/2016    EUR     61.10
Vontobel Financial Products    7.00    3/29/2016    EUR     55.37
DZ Bank AG Deutsche Zentral    5.25    3/21/2016    EUR     70.52
DZ Bank AG Deutsche Zentral    5.50    6/20/2016    EUR     68.87
DZ Bank AG Deutsche Zentral    6.00    3/21/2016    EUR     52.52
DZ Bank AG Deutsche Zentral    5.70   12/21/2015    EUR     74.01
DZ Bank AG Deutsche Zentral    5.60    3/21/2016    EUR     73.19
DZ Bank AG Deutsche Zentral    6.50   12/21/2015    EUR     46.53
DZ Bank AG Deutsche Zentral    7.00    3/21/2016    EUR     48.32
DZ Bank AG Deutsche Zentral    7.30   12/21/2015    EUR     56.50
DZ Bank AG Deutsche Zentral    5.90    3/21/2016    EUR     57.56
DZ Bank AG Deutsche Zentral    6.70    3/21/2016    EUR     56.79
DZ Bank AG Deutsche Zentral    7.80    6/20/2016    EUR     57.48
DZ Bank AG Deutsche Zentral    4.90    3/21/2016    EUR     50.48
DZ Bank AG Deutsche Zentral    5.00    6/20/2016    EUR     52.25
DZ Bank AG Deutsche Zentral    5.30    6/20/2016    EUR     51.44
DZ Bank AG Deutsche Zentral    5.50    6/20/2016    EUR     72.91
DZ Bank AG Deutsche Zentral    6.00    6/20/2016    EUR     72.02
Landesbank Hessen-Thueringe    4.00     4/8/2019    EUR     53.72
Leonteq Securities AG         14.80    3/11/2016    USD     71.95
Vontobel Financial Products   28.60    3/29/2016    EUR     69.37
Vontobel Financial Products   21.65    3/29/2016    EUR     73.36
Vontobel Financial Products   20.65    6/24/2016    EUR     75.25
Vontobel Financial Products   24.70    3/29/2016    EUR     72.57
Banque Cantonale Vaudoise/G    8.20     3/3/2016    USD     59.99
Vontobel Financial Products    7.00    3/29/2016    EUR     73.94
LBBW                           3.52    2/26/2016    EUR     56.91
DZ Bank AG Deutsche Zentral    5.25    6/24/2016    EUR     69.61
DZ Bank AG Deutsche Zentral    5.00    6/24/2016    EUR     74.76
DZ Bank AG Deutsche Zentral    5.50    3/21/2016    EUR     55.72
DZ Bank AG Deutsche Zentral    4.80    6/20/2016    EUR     57.92
DZ Bank AG Deutsche Zentral    4.60    9/19/2016    EUR     58.77
DZ Bank AG Deutsche Zentral    5.40    9/19/2016    EUR     57.55
Vontobel Financial Products    5.50    7/22/2016    EUR     51.22
Vontobel Financial Products   18.20    9/23/2016    EUR     53.97
Commerzbank AG                 5.50    3/24/2016    EUR     70.99
Commerzbank AG                 8.50    3/24/2016    EUR     68.27
Commerzbank AG                 4.50    4/21/2016    EUR     72.38
Commerzbank AG                 7.00    4/21/2016    EUR     69.65
Commerzbank AG                 7.75    5/26/2016    EUR     69.68
Commerzbank AG                10.50    5/26/2016    EUR     67.63
Commerzbank AG                 5.50    3/24/2016    EUR     55.07
Commerzbank AG                 8.75    3/24/2016    EUR     53.17
Commerzbank AG                 4.50    4/21/2016    EUR     56.40
Commerzbank AG                 7.00    4/21/2016    EUR     54.22
Commerzbank AG                 6.25    5/26/2016    EUR     56.07
Commerzbank AG                 9.75    5/26/2016    EUR     54.32
Commerzbank AG                 5.75    3/24/2016    EUR     60.85
Commerzbank AG                 9.00    3/24/2016    EUR     57.87
Commerzbank AG                 4.75    4/21/2016    EUR     62.27
Commerzbank AG                 7.50    4/21/2016    EUR     59.13
Commerzbank AG                 7.25    5/26/2016    EUR     60.24
Commerzbank AG                10.50    5/26/2016    EUR     58.14
LBBW                           3.30   11/25/2016    EUR     73.43
Credit Suisse AG/Nassau        7.00    6/27/2016    EUR     71.13
Notenstein Privatbank AG       6.50    6/26/2017    EUR     59.22
LBBW                           3.00    6/24/2016    EUR     71.27
LBBW                           4.50    6/24/2016    EUR     68.81
LBBW                           3.00    6/24/2016    EUR     57.86
LBBW                           4.00    6/24/2016    EUR     56.49
LBBW                           5.00    6/24/2016    EUR     55.47
LBBW                           6.00    6/24/2016    EUR     54.67
LBBW                           2.50    6/24/2016    EUR     74.28
LBBW                           3.50    6/24/2016    EUR     72.25
LBBW                           4.50    6/24/2016    EUR     70.97
BNP Paribas Emissions- und     3.50   12/24/2015    EUR     67.73
BNP Paribas Emissions- und     8.50    9/22/2016    EUR     61.72
BNP Paribas Emissions- und     9.00    9/22/2016    EUR     60.46
BNP Paribas Emissions- und    11.00    9/22/2016    EUR     60.67
BNP Paribas Emissions- und    12.00    9/22/2016    EUR     59.30
BNP Paribas Emissions- und     3.50   12/22/2016    EUR     67.15
BNP Paribas Emissions- und     5.50   12/22/2016    EUR     65.27
BNP Paribas Emissions- und     6.00   12/22/2016    EUR     62.97
BNP Paribas Emissions- und     7.50   12/22/2016    EUR     62.06
BNP Paribas Emissions- und     9.50   12/22/2016    EUR     61.18
BNP Paribas Emissions- und     5.00   12/24/2015    EUR     65.34
BNP Paribas Emissions- und     6.50   12/24/2015    EUR     63.14
BNP Paribas Emissions- und     9.00   12/24/2015    EUR     60.21
BNP Paribas Emissions- und    11.00   12/24/2015    EUR     57.53
BNP Paribas Emissions- und    14.00   12/24/2015    EUR     56.20
BNP Paribas Emissions- und    17.00   12/24/2015    EUR     54.98
BNP Paribas Emissions- und    22.00   12/24/2015    EUR     53.45
BNP Paribas Emissions- und     3.50    3/24/2016    EUR     68.49
BNP Paribas Emissions- und     4.00    3/24/2016    EUR     66.13
BNP Paribas Emissions- und     5.50    3/24/2016    EUR     64.34
BNP Paribas Emissions- und     8.00    3/24/2016    EUR     62.05
BNP Paribas Emissions- und     9.50    3/24/2016    EUR     59.66
BNP Paribas Emissions- und    12.00    3/24/2016    EUR     58.85
BNP Paribas Emissions- und    13.00    3/24/2016    EUR     57.54
BNP Paribas Emissions- und     3.50    6/23/2016    EUR     67.06
BNP Paribas Emissions- und     5.00    6/23/2016    EUR     65.65
BNP Paribas Emissions- und     5.50    6/23/2016    EUR     63.70
BNP Paribas Emissions- und     7.00    6/23/2016    EUR     61.55
BNP Paribas Emissions- und     9.50    6/23/2016    EUR     60.35
BNP Paribas Emissions- und    14.00    6/23/2016    EUR     57.63
BNP Paribas Emissions- und     3.50    9/22/2016    EUR     67.29
BNP Paribas Emissions- und     5.00    9/22/2016    EUR     66.42
BNP Paribas Emissions- und     5.50    9/22/2016    EUR     64.75
BNP Paribas Emissions- und     7.00    9/22/2016    EUR     63.12
BNP Paribas Emissions- und     8.00   12/24/2015    EUR     74.96
BNP Paribas Emissions- und    12.00   12/24/2015    EUR     71.36
BNP Paribas Emissions- und    19.00   12/24/2015    EUR     68.74
BNP Paribas Emissions- und    12.00    3/24/2016    EUR     71.95
BNP Paribas Emissions- und    16.00    3/24/2016    EUR     69.98
BNP Paribas Emissions- und     8.00    6/23/2016    EUR     74.16
BNP Paribas Emissions- und     9.00    6/23/2016    EUR     71.02
BNP Paribas Emissions- und    13.00    6/23/2016    EUR     70.20
BNP Paribas Emissions- und     6.00   12/22/2016    EUR     74.50
BNP Paribas Emissions- und     4.50   12/24/2015    EUR     73.92
BNP Paribas Emissions- und     7.00   12/24/2015    EUR     70.57
BNP Paribas Emissions- und     9.50   12/24/2015    EUR     67.51
BNP Paribas Emissions- und    17.00   12/24/2015    EUR     62.65
BNP Paribas Emissions- und    22.00   12/24/2015    EUR     60.83
BNP Paribas Emissions- und     4.50    3/24/2016    EUR     73.85
BNP Paribas Emissions- und     6.00    3/24/2016    EUR     71.07
BNP Paribas Emissions- und     8.50    3/24/2016    EUR     68.90
BNP Paribas Emissions- und     5.50    6/23/2016    EUR     73.30
BNP Paribas Emissions- und     7.00    6/23/2016    EUR     71.12
BNP Paribas Emissions- und     8.50    6/23/2016    EUR     69.10
BNP Paribas Emissions- und    13.00    6/23/2016    EUR     66.61
BNP Paribas Emissions- und     6.00    9/22/2016    EUR     70.99
BNP Paribas Emissions- und     7.50    9/22/2016    EUR     69.47
BNP Paribas Emissions- und    11.00    9/22/2016    EUR     67.40
BNP Paribas Emissions- und     6.00   12/22/2016    EUR     71.93
BNP Paribas Emissions- und     7.50   12/22/2016    EUR     70.88
BNP Paribas Emissions- und    18.00   12/24/2015    EUR     72.91
BNP Paribas Emissions- und    22.00   12/24/2015    EUR     70.93
BNP Paribas Emissions- und     3.50   12/24/2015    EUR     55.14
BNP Paribas Emissions- und     6.50   12/24/2015    EUR     52.87
BNP Paribas Emissions- und     7.00   12/24/2015    EUR     51.67
BNP Paribas Emissions- und     3.00    3/24/2016    EUR     57.19
BNP Paribas Emissions- und     7.00    6/23/2016    EUR     54.59
BNP Paribas Emissions- und     4.00    9/22/2016    EUR     58.92
BNP Paribas Emissions- und     4.00   12/22/2016    EUR     59.60
BNP Paribas Emissions- und     5.50   12/22/2016    EUR     57.40
BNP Paribas Emissions- und     6.00   12/22/2016    EUR     56.77
BNP Paribas Emissions- und     4.00    3/24/2016    EUR     70.87
BNP Paribas Emissions- und     9.00    3/24/2016    EUR     65.96
BNP Paribas Emissions- und    13.00    3/24/2016    EUR     61.69
BNP Paribas Emissions- und     6.00    6/23/2016    EUR     71.16
BNP Paribas Emissions- und     9.00    6/23/2016    EUR     66.68
BNP Paribas Emissions- und    13.00    6/23/2016    EUR     63.74
BNP Paribas Emissions- und     7.00    9/22/2016    EUR     66.62
BNP Paribas Emissions- und     7.00   12/22/2016    EUR     67.65
BNP Paribas Emissions- und    10.00   12/22/2016    EUR     66.01
BNP Paribas Emissions- und     4.00   12/24/2015    EUR     70.74
BNP Paribas Emissions- und     9.00   12/24/2015    EUR     64.10
BNP Paribas Emissions- und    16.00   12/24/2015    EUR     59.15
BNP Paribas Emissions- und    18.00   12/24/2015    EUR     76.67
BNP Paribas Emissions- und     7.00   12/24/2015    EUR     73.46
BNP Paribas Emissions- und    13.00   12/24/2015    EUR     67.43
BNP Paribas Emissions- und     7.00    3/24/2016    EUR     74.06
BNP Paribas Emissions- und     7.00    6/23/2016    EUR     73.26
BNP Paribas Emissions- und     7.00    9/22/2016    EUR     73.75
BNP Paribas Emissions- und    10.00    9/22/2016    EUR     70.74
BNP Paribas Emissions- und     7.00   12/22/2016    EUR     74.33
BNP Paribas Emissions- und    10.00   12/22/2016    EUR     72.34
BNP Paribas Emissions- und     6.00   12/22/2016    EUR     69.51
BNP Paribas Emissions- und     7.00   12/22/2016    EUR     67.80
BNP Paribas Emissions- und     8.00   12/22/2016    EUR     66.30
BNP Paribas Emissions- und    12.00   12/24/2015    EUR     64.48
BNP Paribas Emissions- und    16.00   12/24/2015    EUR     62.06
BNP Paribas Emissions- und    18.00   12/24/2015    EUR     59.59
BNP Paribas Emissions- und    25.00   12/24/2015    EUR     58.23
BNP Paribas Emissions- und     6.00    3/24/2016    EUR     68.15
BNP Paribas Emissions- und    15.00    3/24/2016    EUR     62.79
BNP Paribas Emissions- und     6.00    6/23/2016    EUR     67.62
BNP Paribas Emissions- und    10.00    6/23/2016    EUR     64.32
BNP Paribas Emissions- und     6.00    9/22/2016    EUR     68.58
BNP Paribas Emissions- und     7.00    9/22/2016    EUR     66.52
BNP Paribas Emissions- und    13.00    9/22/2016    EUR     64.35
BNP Paribas Emissions- und     5.00   12/22/2016    EUR     71.41
BNP Paribas Emissions- und    15.00   12/24/2015    EUR     73.17
BNP Paribas Emissions- und    22.00   12/24/2015    EUR     69.40
BNP Paribas Emissions- und    22.00   12/24/2015    EUR     71.31
BNP Paribas Emissions- und    16.00    3/24/2016    EUR     73.70
BNP Paribas Emissions- und    13.00    6/23/2016    EUR     74.96
BNP Paribas Emissions- und    16.00    3/24/2016    EUR     72.20
BNP Paribas Emissions- und    13.00    6/23/2016    EUR     71.99
BNP Paribas Emissions- und    13.00   12/24/2015    EUR     67.20
BNP Paribas Emissions- und     4.00    6/23/2016    EUR     72.16
BNP Paribas Emissions- und     7.00    6/23/2016    EUR     70.67
BNP Paribas Emissions- und    10.00    6/23/2016    EUR     69.48
Vontobel Financial Products    9.25    3/29/2016    EUR     65.57
Vontobel Financial Products    8.85    6/24/2016    EUR     66.00
Vontobel Financial Products    8.50    7/22/2016    EUR     53.46
Raiffeisen Centrobank AG       4.54    3/22/2017    EUR     72.73
Credit Suisse AG/Nassau        8.25     7/1/2016    EUR     50.78
Leonteq Securities AG         10.40     3/9/2016    USD     53.80
Commerzbank AG                 9.50   10/22/2015    EUR     48.70
Commerzbank AG                 7.50    2/25/2016    EUR     49.98
Commerzbank AG                 8.50    2/25/2016    EUR     54.36
Commerzbank AG                 7.50   11/26/2015    EUR     46.14
Commerzbank AG                 6.50    2/25/2016    EUR     47.62
UniCredit Bank AG              4.60    3/24/2016    EUR     52.93
UniCredit Bank AG              5.55    3/24/2016    EUR     48.93
UniCredit Bank AG              5.50    3/24/2016    EUR     49.10
UniCredit Bank AG              4.70    3/24/2016    EUR     52.47
UniCredit Bank AG              4.30    3/24/2016    EUR     54.38
UniCredit Bank AG              5.75    3/24/2016    EUR     48.18
UniCredit Bank AG              5.20    3/24/2016    EUR     50.31
UniCredit Bank AG              5.70    3/24/2016    EUR     48.36
UniCredit Bank AG              4.95    3/24/2016    EUR     51.36
UniCredit Bank AG              4.85    3/24/2016    EUR     51.80
UniCredit Bank AG              4.65    3/24/2016    EUR     52.70
UniCredit Bank AG              5.00    3/24/2016    EUR     60.68
UniCredit Bank AG              5.25    3/24/2016    EUR     50.09
UniCredit Bank AG              5.60    3/24/2016    EUR     48.73
UniCredit Bank AG              5.35    3/24/2016    EUR     49.69
UniCredit Bank AG              5.15    3/24/2016    EUR     50.52
UniCredit Bank AG              5.00    3/24/2016    EUR     51.15
UniCredit Bank AG              4.55    3/24/2016    EUR     53.17
UniCredit Bank AG              4.10    3/24/2016    EUR     55.39
UniCredit Bank AG              4.05    3/24/2016    EUR     55.65
UniCredit Bank AG              5.85    3/24/2016    EUR     47.81
UniCredit Bank AG              5.10    3/24/2016    EUR     50.71
UniCredit Bank AG              5.65    3/24/2016    EUR     48.55
UniCredit Bank AG              4.80    3/24/2016    EUR     52.02
UniCredit Bank AG              4.75    3/24/2016    EUR     52.25
UniCredit Bank AG              4.25    3/24/2016    EUR     54.63
Landesbank Hessen-Thueringe    4.70     7/1/2016    EUR     61.60
UniCredit Bank AG              4.80    3/24/2016    EUR     61.10
UniCredit Bank AG              4.60    3/24/2016    EUR     62.13
UniCredit Bank AG              4.40    3/24/2016    EUR     64.34
UniCredit Bank AG              5.95    3/24/2016    EUR     47.45
UniCredit Bank AG              5.90    3/24/2016    EUR     47.63
UniCredit Bank AG              5.80    3/24/2016    EUR     47.99
UniCredit Bank AG              5.05    3/24/2016    EUR     50.94
UniCredit Bank AG              4.45    3/24/2016    EUR     53.64
UniCredit Bank AG              4.35    3/24/2016    EUR     54.13
UniCredit Bank AG              4.20    3/24/2016    EUR     54.88
UniCredit Bank AG              4.50    3/24/2016    EUR     63.20
UniCredit Bank AG              4.20    3/24/2016    EUR     65.49
UniCredit Bank AG              5.40    3/24/2016    EUR     49.49
UniCredit Bank AG              5.30    3/24/2016    EUR     49.89
UniCredit Bank AG              4.90    3/24/2016    EUR     51.58
UniCredit Bank AG              4.15    3/24/2016    EUR     55.13
UniCredit Bank AG              4.40    3/24/2016    EUR     53.88
UniCredit Bank AG              6.00    3/24/2016    EUR     47.26
UniCredit Bank AG              4.50    3/24/2016    EUR     53.40
UniCredit Bank AG              5.45    3/24/2016    EUR     49.31
Credit Suisse AG/Nassau        7.00    9/16/2016    CHF     45.53
UBS AG/London                  7.25     3/4/2016    CHF     49.17
DZ Bank AG Deutsche Zentral    2.00   12/16/2016    EUR     55.88
HSBC Trinkaus & Burkhardt A    6.30    3/25/2016    EUR     61.57
HSBC Trinkaus & Burkhardt A    4.60    3/25/2016    EUR     68.79
HSBC Trinkaus & Burkhardt A    7.10   12/28/2015    EUR     51.32
HSBC Trinkaus & Burkhardt A    5.90    3/25/2016    EUR     52.51
HSBC Trinkaus & Burkhardt A    3.50    3/25/2016    EUR     47.29
HSBC Trinkaus & Burkhardt A    9.10   12/28/2015    EUR     59.32
HSBC Trinkaus & Burkhardt A    7.90   12/28/2015    EUR     59.04
HSBC Trinkaus & Burkhardt A    6.20   12/28/2015    EUR     58.72
HSBC Trinkaus & Burkhardt A    8.00    3/25/2016    EUR     60.95
HSBC Trinkaus & Burkhardt A    7.40    3/25/2016    EUR     60.70
HSBC Trinkaus & Burkhardt A    6.10    3/25/2016    EUR     60.64
HSBC Trinkaus & Burkhardt A    4.90    3/25/2016    EUR     59.62
HSBC Trinkaus & Burkhardt A    7.10   12/28/2015    EUR     72.23
HSBC Trinkaus & Burkhardt A    7.80    3/25/2016    EUR     73.52
HSBC Trinkaus & Burkhardt A    7.10    3/25/2016    EUR     73.42
UniCredit Bank AG              4.00     7/4/2016    EUR     72.70
UniCredit Bank AG              6.21     7/4/2016    EUR     69.17
UniCredit Bank AG              6.00     7/4/2016    EUR     72.84
Bank Julius Baer & Co Ltd/G   12.10    3/18/2016    USD     69.75
DZ Bank AG Deutsche Zentral    4.20   12/21/2015    EUR     75.45
DZ Bank AG Deutsche Zentral    5.80    3/21/2016    EUR     71.33
DZ Bank AG Deutsche Zentral    4.90    6/20/2016    EUR     50.20
Credit Suisse AG/Nassau        7.25    9/19/2016    EUR     47.13
DZ Bank AG Deutsche Zentral    8.25    6/24/2016    EUR     62.04
DZ Bank AG Deutsche Zentral    6.50   12/28/2015    EUR     70.41
DZ Bank AG Deutsche Zentral    6.75    3/29/2016    EUR     72.08
DZ Bank AG Deutsche Zentral    7.75    6/24/2016    EUR     51.28
DZ Bank AG Deutsche Zentral    6.75   12/28/2015    EUR     71.29
DZ Bank AG Deutsche Zentral    7.00    6/24/2016    EUR     73.67
DZ Bank AG Deutsche Zentral    6.25   12/28/2015    EUR     41.56
DZ Bank AG Deutsche Zentral    6.75    3/29/2016    EUR     43.34
DZ Bank AG Deutsche Zentral    7.00    6/24/2016    EUR     44.72
Vontobel Financial Products    9.00    6/24/2016    EUR     70.53
Vontobel Financial Products    8.95    3/29/2016    EUR     70.99
Vontobel Financial Products   10.65   12/28/2015    EUR     69.52
Vontobel Financial Products   10.80    6/24/2016    EUR     55.82
Vontobel Financial Products   11.10    3/29/2016    EUR     54.99
Vontobel Financial Products    6.65    6/24/2016    EUR     59.35
Vontobel Financial Products    6.15    3/29/2016    EUR     59.49
Vontobel Financial Products    4.50    3/29/2016    EUR     52.38
Vontobel Financial Products    8.95   12/28/2015    EUR     47.55
Vontobel Financial Products    7.60    6/24/2016    EUR     50.69
Vontobel Financial Products    7.75    3/29/2016    EUR     49.27
Goldman Sachs & Co Wertpapi   25.00   12/23/2015    EUR     72.92
Goldman Sachs & Co Wertpapi   18.00    3/23/2016    EUR     74.24
Goldman Sachs & Co Wertpapi    7.00    4/20/2016    EUR     75.13
Goldman Sachs & Co Wertpapi    9.00    4/20/2016    EUR     71.59
Goldman Sachs & Co Wertpapi   12.00    4/20/2016    EUR     68.94
Goldman Sachs & Co Wertpapi   19.00    4/20/2016    EUR     65.32
Goldman Sachs & Co Wertpapi    7.00    9/21/2016    EUR     74.95
Goldman Sachs & Co Wertpapi    9.00    9/21/2016    EUR     72.59
Goldman Sachs & Co Wertpapi   16.00    9/21/2016    EUR     68.46
Goldman Sachs & Co Wertpapi   13.00    9/21/2016    EUR     68.89
Goldman Sachs & Co Wertpapi    5.00    4/20/2016    EUR     64.90
Goldman Sachs & Co Wertpapi    6.00    4/20/2016    EUR     62.61
Goldman Sachs & Co Wertpapi    7.00    4/20/2016    EUR     60.53
Goldman Sachs & Co Wertpapi   15.00    4/20/2016    EUR     54.20
Goldman Sachs & Co Wertpapi    8.00    4/20/2016    EUR     58.64
Goldman Sachs & Co Wertpapi   19.00    4/20/2016    EUR     53.01
Goldman Sachs & Co Wertpapi    5.00    9/21/2016    EUR     64.89
Goldman Sachs & Co Wertpapi    6.00    9/21/2016    EUR     63.22
Goldman Sachs & Co Wertpapi    7.00    9/21/2016    EUR     61.72
Goldman Sachs & Co Wertpapi    8.00    9/21/2016    EUR     60.39
Goldman Sachs & Co Wertpapi   10.00    9/21/2016    EUR     58.17
Goldman Sachs & Co Wertpapi   14.00    9/21/2016    EUR     56.74
Goldman Sachs & Co Wertpapi   16.00    9/21/2016    EUR     57.10
Goldman Sachs & Co Wertpapi   14.00    4/20/2016    EUR     73.31
Goldman Sachs & Co Wertpapi   18.00    4/20/2016    EUR     70.66
Goldman Sachs & Co Wertpapi   14.00    9/21/2016    EUR     74.52
Goldman Sachs & Co Wertpapi    5.00    4/20/2016    EUR     53.02
Goldman Sachs & Co Wertpapi   15.00    4/20/2016    EUR     48.27
Goldman Sachs & Co Wertpapi   10.00    4/20/2016    EUR     49.27
Goldman Sachs & Co Wertpapi    4.00    9/21/2016    EUR     56.42
Goldman Sachs & Co Wertpapi    4.00    9/21/2016    EUR     59.17
DZ Bank AG Deutsche Zentral    4.75    3/21/2016    EUR     51.65
DZ Bank AG Deutsche Zentral    6.00    3/21/2016    EUR     52.14
DZ Bank AG Deutsche Zentral    6.25    6/20/2016    EUR     52.98
DZ Bank AG Deutsche Zentral    5.25    6/20/2016    EUR     48.82
DZ Bank AG Deutsche Zentral    5.75    3/29/2016    EUR     66.15
DZ Bank AG Deutsche Zentral    5.50    3/29/2016    EUR     51.38
DZ Bank AG Deutsche Zentral    5.00    3/29/2016    EUR     58.67
DZ Bank AG Deutsche Zentral    4.80    3/21/2016    EUR     74.83
DZ Bank AG Deutsche Zentral    6.00   12/21/2015    EUR     65.39
DZ Bank AG Deutsche Zentral    4.50   12/21/2015    EUR     65.14
DZ Bank AG Deutsche Zentral    6.00    3/21/2016    EUR     66.50
DZ Bank AG Deutsche Zentral    4.75    3/21/2016    EUR     65.98
DZ Bank AG Deutsche Zentral    6.75    6/20/2016    EUR     65.62
DZ Bank AG Deutsche Zentral    5.50    6/20/2016    EUR     64.79
DZ Bank AG Deutsche Zentral    5.25   12/21/2015    EUR     72.65
DZ Bank AG Deutsche Zentral    7.25    3/21/2016    EUR     73.98
DZ Bank AG Deutsche Zentral    6.50   12/21/2015    EUR     41.48
DZ Bank AG Deutsche Zentral    6.75    3/21/2016    EUR     43.19
DZ Bank AG Deutsche Zentral    7.25    6/20/2016    EUR     44.81
Zurcher Kantonalbank Financ    7.93    3/29/2016    EUR     48.30
Commerzbank AG                 9.00    2/25/2016    EUR     47.25
Commerzbank AG                 9.00    2/25/2016    EUR     49.38
Commerzbank AG                10.00    2/25/2016    EUR     55.06
Commerzbank AG                10.75    2/25/2016    EUR     54.32
Commerzbank AG                 9.75    2/25/2016    EUR     68.89
Raiffeisen Centrobank AG       6.88    3/30/2017    EUR     59.70
Notenstein Privatbank AG       7.20    9/20/2016    EUR     48.69
Vontobel Financial Products   10.45    3/29/2016    EUR     71.50
Vontobel Financial Products   12.80   12/28/2015    EUR     69.42
Leonteq Securities AG         10.04    3/16/2016    EUR     48.28
Deutsche Bank AG               6.20    3/22/2016    EUR     50.50
Deutsche Bank AG               5.20    3/22/2016    EUR     50.10
Deutsche Bank AG               5.20    3/22/2016    EUR     48.00
Deutsche Bank AG               6.20    3/22/2016    EUR     48.40
Deutsche Bank AG               5.20    6/21/2016    EUR     53.30
Deutsche Bank AG               6.20    6/21/2016    EUR     54.00
Deutsche Bank AG               5.20    6/21/2016    EUR     51.00
Deutsche Bank AG               6.20    6/21/2016    EUR     51.70
Deutsche Bank AG               5.20    6/21/2016    EUR     48.80
Deutsche Bank AG               5.20    9/20/2016    EUR     54.50
Deutsche Bank AG               5.20    9/20/2016    EUR     52.20
Deutsche Bank AG               5.20    9/20/2016    EUR     50.10
Deutsche Bank AG               6.20   12/20/2016    EUR     56.90
Deutsche Bank AG               5.20   12/20/2016    EUR     55.80
Deutsche Bank AG               5.20   12/20/2016    EUR     53.50
Deutsche Bank AG               8.20    3/22/2016    EUR     70.60
Deutsche Bank AG               8.20    3/22/2016    EUR     68.40
Deutsche Bank AG               8.20    6/21/2016    EUR     69.50
Deutsche Bank AG               8.20    6/21/2016    EUR     67.40
Deutsche Bank AG               8.20    3/22/2016    EUR     49.30
Deutsche Bank AG               8.20    3/22/2016    EUR     47.30
Deutsche Bank AG               8.20    6/21/2016    EUR     50.90
Deutsche Bank AG               8.20    6/21/2016    EUR     48.90
Deutsche Bank AG               3.20    3/22/2016    EUR     73.00
Deutsche Bank AG               3.20    3/22/2016    EUR     70.70
Deutsche Bank AG               4.20    3/22/2016    EUR     68.90
Deutsche Bank AG               3.20    3/22/2016    EUR     68.40
Deutsche Bank AG               3.20    6/21/2016    EUR     75.00
Deutsche Bank AG               4.20    6/21/2016    EUR     73.30
Deutsche Bank AG               3.20    6/21/2016    EUR     72.70
Deutsche Bank AG               3.20    6/21/2016    EUR     70.40
Deutsche Bank AG               3.20    6/21/2016    EUR     68.20
Deutsche Bank AG               4.20    6/21/2016    EUR     68.80
Deutsche Bank AG               4.20    6/21/2016    EUR     66.70
Deutsche Bank AG               3.20    6/21/2016    EUR     66.10
Deutsche Bank AG               3.20    3/22/2016    EUR     54.20
Deutsche Bank AG               3.20    3/22/2016    EUR     49.30
Deutsche Bank AG               4.20    3/22/2016    EUR     49.70
Deutsche Bank AG               3.20    3/22/2016    EUR     47.10
Deutsche Bank AG               4.20    3/22/2016    EUR     47.50
Deutsche Bank AG               3.20    6/21/2016    EUR     54.50
Deutsche Bank AG               3.20    6/21/2016    EUR     51.90
Deutsche Bank AG               4.20    6/21/2016    EUR     52.60
Deutsche Bank AG               3.20    6/21/2016    EUR     49.60
Deutsche Bank AG               4.20    6/21/2016    EUR     50.30
Deutsche Bank AG               4.20    6/21/2016    EUR     48.20
Deutsche Bank AG               3.20    6/21/2016    EUR     47.50
Deutsche Bank AG               6.20    6/21/2016    EUR     74.70
Deutsche Bank AG               5.20    6/21/2016    EUR     74.00
Deutsche Bank AG               5.20    9/20/2016    EUR     74.90
Deutsche Bank AG               5.20    9/20/2016    EUR     72.70
Deutsche Bank AG               5.20    9/20/2016    EUR     70.60
Deutsche Bank AG               5.20    9/20/2016    EUR     68.50
Deutsche Bank AG               5.20   12/20/2016    EUR     75.80
Deutsche Bank AG               5.20   12/20/2016    EUR     73.60
Deutsche Bank AG               6.20   12/20/2016    EUR     74.80
Deutsche Bank AG               6.20   12/20/2016    EUR     72.70
Deutsche Bank AG               5.20   12/20/2016    EUR     71.60
Deutsche Bank AG               5.20   12/20/2016    EUR     69.50
Deutsche Bank AG               6.20   12/20/2016    EUR     70.70
Deutsche Bank AG               6.20   12/20/2016    EUR     54.70
Deutsche Bank AG               5.20   12/20/2016    EUR     51.40
Deutsche Bank AG               6.20   12/20/2016    EUR     52.60
Vontobel Financial Products    4.70    3/29/2016    EUR     68.82
Vontobel Financial Products    7.25   12/28/2015    EUR     68.73
UniCredit Bank AG              5.50    6/23/2016    EUR     68.57
UniCredit Bank AG              5.00    6/23/2016    EUR     70.39
UniCredit Bank AG              4.00    6/23/2016    EUR     60.99
UniCredit Bank AG              4.70    6/23/2016    EUR     62.49
UniCredit Bank AG              4.40    6/23/2016    EUR     52.31
UniCredit Bank AG              4.35    6/23/2016    EUR     52.51
UniCredit Bank AG              4.15    6/23/2016    EUR     53.35
UniCredit Bank AG              4.05    6/23/2016    EUR     53.79
UniCredit Bank AG              4.00    6/23/2016    EUR     54.01
UniCredit Bank AG              4.60    6/23/2016    EUR     56.46
UniCredit Bank AG              4.75    6/23/2016    EUR     71.32
UniCredit Bank AG              4.80    6/23/2016    EUR     61.89
UBS AG/London                 10.00     6/3/2016    CHF     72.24
UBS AG/London                  6.00     6/3/2016    EUR     43.38
LBBW                           3.00    6/23/2017    EUR     70.02
LBBW                           4.50    6/23/2017    EUR     67.35
LBBW                           2.50    6/23/2017    EUR     75.56
LBBW                           3.50    6/23/2017    EUR     73.83
LBBW                           4.50    6/23/2017    EUR     72.65
LBBW                           2.50    2/26/2016    EUR     75.66
LBBW                           3.50    2/26/2016    EUR     73.99
LBBW                           4.50    2/26/2016    EUR     72.86
LBBW                           2.50    2/26/2016    EUR     53.45
LBBW                           4.00    2/26/2016    EUR     51.61
LBBW                           2.50    2/26/2016    EUR     71.93
LBBW                           4.50    2/26/2016    EUR     69.32
LBBW                           2.50    2/26/2016    EUR     64.67
LBBW                           3.50    2/26/2016    EUR     63.24
LBBW                           4.50    2/26/2016    EUR     61.89
LBBW                           2.50    2/26/2016    EUR     51.32
LBBW                           3.50    2/26/2016    EUR     50.04
LBBW                           4.50    2/26/2016    EUR     49.24
LBBW                           2.50    6/23/2017    EUR     67.65
LBBW                           4.00    6/23/2017    EUR     64.95
LBBW                           5.50    6/23/2017    EUR     63.24
LBBW                           3.00    6/23/2017    EUR     56.11
LBBW                           4.00    6/23/2017    EUR     54.89
LBBW                           5.00    6/23/2017    EUR     54.04
LBBW                           6.00    6/23/2017    EUR     53.63
Leonteq Securities AG         16.40    9/15/2016    CHF     66.47
Notenstein Privatbank AG       7.00   12/12/2016    EUR     56.82
UniCredit Bank AG              4.00   12/22/2016    EUR     49.49
UniCredit Bank AG              4.00   12/22/2016    EUR     50.37
UniCredit Bank AG              4.00   12/22/2016    EUR     49.07
UniCredit Bank AG              4.00   12/22/2016    EUR     62.71
UniCredit Bank AG              4.00   12/22/2016    EUR     49.91
UniCredit Bank AG              4.00   12/22/2016    EUR     60.11
UniCredit Bank AG              4.00   12/22/2016    EUR     48.65
UniCredit Bank AG              4.00   12/22/2016    EUR     50.85
UniCredit Bank AG              4.00   12/22/2016    EUR     65.45
Societe Generale Effekten G    6.10     7/7/2016    EUR     68.11
Commerzbank AG                 6.25    5/26/2016    EUR     72.43
Commerzbank AG                 8.50    5/26/2016    EUR     70.51
Commerzbank AG                 4.25    5/26/2016    EUR     66.80
Commerzbank AG                 6.00    5/26/2016    EUR     64.59
Commerzbank AG                 8.00    5/26/2016    EUR     62.84
Commerzbank AG                10.00    5/26/2016    EUR     61.27
Commerzbank AG                 7.75    5/26/2016    EUR     61.62
Commerzbank AG                 9.50    5/26/2016    EUR     59.72
Commerzbank AG                11.50    5/26/2016    EUR     58.26
Commerzbank AG                 8.00    5/26/2016    EUR     57.94
Commerzbank AG                10.50    5/26/2016    EUR     56.27
Commerzbank AG                 8.50    5/26/2016    EUR     75.38
Commerzbank AG                 9.50    5/26/2016    EUR     74.77
Commerzbank AG                 5.00    5/26/2016    EUR     66.71
Commerzbank AG                 5.75    5/26/2016    EUR     65.88
Commerzbank AG                 6.50    5/26/2016    EUR     65.08
Commerzbank AG                 7.25    5/26/2016    EUR     64.32
Commerzbank AG                 8.00    5/26/2016    EUR     63.60
Commerzbank AG                 9.00    5/26/2016    EUR     63.06
Commerzbank AG                 9.75    5/26/2016    EUR     62.39
Commerzbank AG                 4.25    5/26/2016    EUR     52.98
Commerzbank AG                 5.00    5/26/2016    EUR     52.33
Commerzbank AG                 5.75    5/26/2016    EUR     51.73
Commerzbank AG                 6.50    5/26/2016    EUR     51.16
Commerzbank AG                 7.25    5/26/2016    EUR     50.64
Commerzbank AG                 8.25    5/26/2016    EUR     50.31
Commerzbank AG                 9.25    5/26/2016    EUR     50.01
Commerzbank AG                 4.25    5/26/2016    EUR     55.97
Commerzbank AG                 5.25    5/26/2016    EUR     55.13
Commerzbank AG                 6.25    5/26/2016    EUR     54.36
Commerzbank AG                 7.25    5/26/2016    EUR     53.65
Commerzbank AG                 8.25    5/26/2016    EUR     53.02
Commerzbank AG                 9.25    5/26/2016    EUR     52.43
Bank Julius Baer & Co Ltd/G    7.30    6/13/2016    USD     72.95
Credit Suisse AG/Nassau        6.38    6/12/2017    EUR     54.04
HSBC Trinkaus & Burkhardt A   16.30    3/25/2016    EUR     58.21
HSBC Trinkaus & Burkhardt A   14.30    6/24/2016    EUR     59.95
HSBC Trinkaus & Burkhardt A   12.20    6/24/2016    EUR     60.75
HSBC Trinkaus & Burkhardt A   12.50    9/23/2016    EUR     61.53
HSBC Trinkaus & Burkhardt A   10.90    9/23/2016    EUR     62.30
HSBC Trinkaus & Burkhardt A   11.40    2/26/2016    EUR     60.33
HSBC Trinkaus & Burkhardt A   10.50    5/27/2016    EUR     61.42
HSBC Trinkaus & Burkhardt A    7.10   12/23/2016    EUR     74.18
HSBC Trinkaus & Burkhardt A    7.50    5/27/2016    EUR     73.37
HSBC Trinkaus & Burkhardt A   10.80    9/23/2016    EUR     62.81
HSBC Trinkaus & Burkhardt A    6.20    9/23/2016    EUR     65.93
HSBC Trinkaus & Burkhardt A    7.10   12/23/2016    EUR     65.52
HSBC Trinkaus & Burkhardt A    8.10    2/26/2016    EUR     62.39
HSBC Trinkaus & Burkhardt A    8.60    5/27/2016    EUR     63.09
HSBC Trinkaus & Burkhardt A   10.90    6/24/2016    EUR     49.07
HSBC Trinkaus & Burkhardt A    7.90    6/24/2016    EUR     52.77
Vontobel Financial Products   10.45   12/28/2015    EUR     74.46
DZ Bank AG Deutsche Zentral    5.50    6/24/2016    EUR     74.22
DZ Bank AG Deutsche Zentral    8.25    6/24/2016    EUR     72.25
DZ Bank AG Deutsche Zentral   10.00    6/24/2016    EUR     63.57
DZ Bank AG Deutsche Zentral    8.75    3/29/2016    EUR     52.81
DZ Bank AG Deutsche Zentral    6.75    6/24/2016    EUR     52.54
DZ Bank AG Deutsche Zentral    5.50    9/23/2016    EUR     52.97
DZ Bank AG Deutsche Zentral    5.25    6/24/2016    EUR     66.98
DZ Bank AG Deutsche Zentral   11.25   12/28/2015    EUR     47.58
DZ Bank AG Deutsche Zentral   10.00    3/29/2016    EUR     49.83
DZ Bank AG Deutsche Zentral    5.50    6/24/2016    EUR     51.17
DZ Bank AG Deutsche Zentral    7.75    6/24/2016    EUR     50.23
DZ Bank AG Deutsche Zentral   10.75    6/24/2016    EUR     49.78
DZ Bank AG Deutsche Zentral    8.25    9/23/2016    EUR     52.58
DZ Bank AG Deutsche Zentral    4.50   12/21/2015    EUR     53.28
DZ Bank AG Deutsche Zentral    5.50   12/21/2015    EUR     52.44
DZ Bank AG Deutsche Zentral    4.60    3/21/2016    EUR     53.34
DZ Bank AG Deutsche Zentral    4.80    9/19/2016    EUR     55.11
DZ Bank AG Deutsche Zentral    6.10    9/19/2016    EUR     53.46
Vontobel Financial Products    6.90    9/23/2016    EUR     66.08
Vontobel Financial Products    7.95    6/24/2016    EUR     65.33
Vontobel Financial Products    7.60    3/29/2016    EUR     65.53
Vontobel Financial Products    9.30   12/28/2015    EUR     64.28
Vontobel Financial Products    7.60    9/23/2016    EUR     53.54
Vontobel Financial Products    8.85    6/24/2016    EUR     52.58
Vontobel Financial Products    9.00    3/29/2016    EUR     50.88
Vontobel Financial Products   11.55   12/28/2015    EUR     49.11
LBBW                           2.75    7/26/2019    EUR     73.93
UBS AG                         5.00    6/24/2016    EUR     71.79
UBS AG                        13.50    6/24/2016    EUR     61.34
UBS AG                        10.50    6/24/2016    EUR     63.88
UBS AG                        11.50    6/24/2016    EUR     50.64
UBS AG                         8.50    6/24/2016    EUR     65.09
UBS AG                         4.25    6/24/2016    EUR     59.67
UBS AG                         9.75    6/24/2016    EUR     66.77
UBS AG                         5.00    6/24/2016    EUR     55.67
UBS AG                         7.50    6/24/2016    EUR     67.21
UBS AG                         7.50    6/24/2016    EUR     55.10
Vontobel Financial Products    6.65    6/24/2016    EUR     49.47
UBS AG                         6.50    6/24/2016    EUR     49.69
UBS AG                        12.00    6/24/2016    EUR     48.32
Vontobel Financial Products    6.70    6/24/2016    EUR     49.77
Societe Generale Effekten G    8.68     7/7/2016    EUR     60.89
Societe Generale Effekten G   10.57     7/7/2016    EUR     59.33
Societe Generale Effekten G   12.62     7/7/2016    EUR     58.22
Societe Generale Effekten G    8.26   10/10/2016    EUR     64.01
Societe Generale Effekten G    9.99   10/10/2016    EUR     62.27
Societe Generale Effekten G   13.91   10/10/2016    EUR     59.84
Societe Generale Effekten G    4.87     7/7/2016    EUR     57.14
Societe Generale Effekten G    6.54     7/7/2016    EUR     55.34
Societe Generale Effekten G    8.47     7/7/2016    EUR     54.01
Societe Generale Effekten G    4.26   10/10/2016    EUR     60.15
Societe Generale Effekten G    5.73   10/10/2016    EUR     58.02
Societe Generale Effekten G    9.39   10/10/2016    EUR     55.22
Zurcher Kantonalbank Financ   10.03    6/17/2016    EUR     67.75
DekaBank Deutsche Girozentr    5.15    12/9/2016    EUR     52.03
Vontobel Financial Products   14.85   10/23/2015    EUR     46.43
DZ Bank AG Deutsche Zentral    4.60    6/20/2016    EUR     55.87
Goldman Sachs & Co Wertpapi    4.00    7/20/2016    EUR     66.83
Goldman Sachs & Co Wertpapi    6.00    7/20/2016    EUR     68.33
Goldman Sachs & Co Wertpapi   12.00    7/20/2016    EUR     72.82
Goldman Sachs & Co Wertpapi    4.00   12/21/2016    EUR     67.87
Goldman Sachs & Co Wertpapi    8.00   12/21/2016    EUR     72.54
Goldman Sachs & Co Wertpapi   10.00   12/21/2016    EUR     74.87
Goldman Sachs & Co Wertpapi    5.00    3/23/2016    EUR     61.48
Goldman Sachs & Co Wertpapi    5.00    7/20/2016    EUR     61.00
Goldman Sachs & Co Wertpapi    6.00    7/20/2016    EUR     61.74
Goldman Sachs & Co Wertpapi    8.00    7/20/2016    EUR     63.24
Goldman Sachs & Co Wertpapi   10.00    7/20/2016    EUR     64.73
Goldman Sachs & Co Wertpapi    5.00   12/21/2016    EUR     62.47
Goldman Sachs & Co Wertpapi    7.00   12/21/2016    EUR     64.80
Goldman Sachs & Co Wertpapi    7.00   12/21/2016    EUR     64.80
Goldman Sachs & Co Wertpapi    9.00   12/21/2016    EUR     67.13
Goldman Sachs & Co Wertpapi    7.00    7/20/2016    EUR     50.68
Goldman Sachs & Co Wertpapi    6.00   12/21/2016    EUR     52.37
Goldman Sachs & Co Wertpapi   24.00   12/23/2015    EUR     67.39
Goldman Sachs & Co Wertpapi    9.00    7/20/2016    EUR     75.43
Goldman Sachs & Co Wertpapi   15.00    7/20/2016    EUR     71.69
Goldman Sachs & Co Wertpapi   19.00    7/20/2016    EUR     71.12
Goldman Sachs & Co Wertpapi   10.00   12/21/2016    EUR     75.82
Goldman Sachs & Co Wertpapi   14.00   12/21/2016    EUR     73.29
Goldman Sachs & Co Wertpapi   13.00   12/23/2015    EUR     62.02
Goldman Sachs & Co Wertpapi   25.00   12/23/2015    EUR     56.72
Goldman Sachs & Co Wertpapi   11.00    3/23/2016    EUR     64.29
Goldman Sachs & Co Wertpapi    8.00    4/20/2016    EUR     66.40
Goldman Sachs & Co Wertpapi   23.00    4/20/2016    EUR     59.97
Goldman Sachs & Co Wertpapi   11.00    5/25/2016    EUR     64.34
Goldman Sachs & Co Wertpapi   18.00    5/25/2016    EUR     61.55
Goldman Sachs & Co Wertpapi   23.00    5/25/2016    EUR     60.70
Goldman Sachs & Co Wertpapi    7.00    6/22/2016    EUR     68.01
Goldman Sachs & Co Wertpapi   19.00    6/22/2016    EUR     61.67
Goldman Sachs & Co Wertpapi   21.00    6/22/2016    EUR     61.17
Goldman Sachs & Co Wertpapi    5.00    7/20/2016    EUR     69.99
Goldman Sachs & Co Wertpapi    7.00    7/20/2016    EUR     68.47
Goldman Sachs & Co Wertpapi    8.00    7/20/2016    EUR     66.39
Goldman Sachs & Co Wertpapi   10.00    7/20/2016    EUR     65.25
Goldman Sachs & Co Wertpapi   14.00    7/20/2016    EUR     63.50
Goldman Sachs & Co Wertpapi   20.00    7/20/2016    EUR     62.06
Goldman Sachs & Co Wertpapi    8.00    9/21/2016    EUR     67.65
Goldman Sachs & Co Wertpapi    5.00   12/21/2016    EUR     71.37
Goldman Sachs & Co Wertpapi    6.00   12/21/2016    EUR     69.71
Goldman Sachs & Co Wertpapi    7.00   12/21/2016    EUR     68.21
Goldman Sachs & Co Wertpapi    9.00   12/21/2016    EUR     68.03
Goldman Sachs & Co Wertpapi   15.00   12/21/2016    EUR     64.72
Goldman Sachs & Co Wertpapi   23.00    5/25/2016    EUR     71.33
Goldman Sachs & Co Wertpapi   21.00    6/22/2016    EUR     71.77
Goldman Sachs & Co Wertpapi   20.00    7/20/2016    EUR     72.63
Goldman Sachs & Co Wertpapi    3.00    7/20/2016    EUR     64.17
Goldman Sachs & Co Wertpapi    7.00    7/20/2016    EUR     55.38
Goldman Sachs & Co Wertpapi    9.00    7/20/2016    EUR     54.55
Commerzbank AG                10.00    1/21/2016    EUR     49.92
Commerzbank AG                 8.50    4/21/2016    EUR     51.60
Commerzbank AG                10.50   10/22/2015    EUR     58.19
Commerzbank AG                 9.00   12/24/2015    EUR     59.30
Commerzbank AG                 9.00    5/26/2016    EUR     61.16
Commerzbank AG                10.50   11/26/2015    EUR     72.50
Commerzbank AG                10.50    1/21/2016    EUR     74.03
Commerzbank AG                 8.50   12/24/2015    EUR     46.89
Commerzbank AG                 7.50    4/21/2016    EUR     49.09
LBBW                           3.15   11/25/2016    EUR     68.74
UBS AG/London                  6.50    6/10/2016    USD     68.21
UBS AG/London                  9.25    6/10/2016    CHF     49.27
Bank Julius Baer & Co Ltd/G   12.50    6/20/2016    USD     59.40
Vontobel Financial Products    7.30    6/24/2016    EUR     70.81
Vontobel Financial Products    6.55    3/29/2016    EUR     71.33
DZ Bank AG Deutsche Zentral   14.50   12/28/2015    EUR     66.66
DZ Bank AG Deutsche Zentral    7.00   12/28/2015    EUR     54.34
DZ Bank AG Deutsche Zentral   14.75   12/28/2015    EUR     50.76
DZ Bank AG Deutsche Zentral    5.75    3/29/2016    EUR     55.46
DZ Bank AG Deutsche Zentral    6.00    6/24/2016    EUR     56.38
DZ Bank AG Deutsche Zentral    5.25    9/23/2016    EUR     57.06
Vontobel Financial Products    7.55    9/23/2016    EUR     55.70
Vontobel Financial Products    8.80    6/24/2016    EUR     54.78
Vontobel Financial Products    9.20    3/29/2016    EUR     53.24
Vontobel Financial Products    6.50    9/23/2016    EUR     71.47
UBS AG                         2.60    12/9/2016    EUR     56.85
UBS AG                         3.70    6/10/2016    EUR     68.75
UBS AG                         2.30   12/11/2015    EUR     69.99
UniCredit Bank AG              5.44     7/1/2016    EUR     66.22
UniCredit Bank AG              6.00    6/23/2016    EUR     67.88
UniCredit Bank AG              5.25    6/23/2016    EUR     69.46
UniCredit Bank AG              4.20    6/23/2016    EUR     59.05
UniCredit Bank AG              4.50    6/23/2016    EUR     63.72
UniCredit Bank AG              4.20    6/23/2016    EUR     65.66
UniCredit Bank AG              4.50    6/23/2016    EUR     51.90
UniCredit Bank AG              5.00    6/23/2016    EUR     60.73
UniCredit Bank AG              7.50    6/23/2016    EUR     73.83
UniCredit Bank AG              7.00    6/23/2016    EUR     74.16
UniCredit Bank AG              4.25    6/23/2016    EUR     52.93
UniCredit Bank AG              4.40    6/23/2016    EUR     57.25
UniCredit Bank AG              4.30    6/23/2016    EUR     65.00
UniCredit Bank AG              4.45    6/23/2016    EUR     52.10
UniCredit Bank AG              4.30    6/23/2016    EUR     52.72
UniCredit Bank AG              5.00    6/23/2016    EUR     75.76
UniCredit Bank AG              4.10    6/23/2016    EUR     60.03
UniCredit Bank AG              4.10    6/23/2016    EUR     53.57
UniCredit Bank AG              4.80    6/23/2016    EUR     55.72
UniCredit Bank AG              4.90    6/23/2016    EUR     61.30
UniCredit Bank AG              4.40    6/23/2016    EUR     64.35
UniCredit Bank AG              4.50    6/23/2016    EUR     72.27
UniCredit Bank AG              4.25    6/23/2016    EUR     73.22
UniCredit Bank AG              5.00    6/23/2016    EUR     54.97
UniCredit Bank AG              4.25    6/23/2016    EUR     58.10
UniCredit Bank AG              4.60    6/23/2016    EUR     63.09
UniCredit Bank AG              4.20    6/23/2016    EUR     53.14
Vontobel Financial Products    7.85    2/26/2016    EUR     49.04
DZ Bank AG Deutsche Zentral    6.25    3/21/2016    EUR     71.77
DZ Bank AG Deutsche Zentral    7.00    6/20/2016    EUR     70.66
DZ Bank AG Deutsche Zentral    6.25    6/20/2016    EUR     70.16
DZ Bank AG Deutsche Zentral    6.50    6/20/2016    EUR     55.10
DZ Bank AG Deutsche Zentral    7.50    6/20/2016    EUR     55.77
DZ Bank AG Deutsche Zentral    6.00    6/20/2016    EUR     53.81
DZ Bank AG Deutsche Zentral    5.50    6/20/2016    EUR     53.48
DZ Bank AG Deutsche Zentral    6.00   12/21/2015    EUR     50.51
DZ Bank AG Deutsche Zentral    5.30    3/21/2016    EUR     51.66
DZ Bank AG Deutsche Zentral    6.80    6/20/2016    EUR     75.42
DZ Bank AG Deutsche Zentral    6.90    6/20/2016    EUR     61.86
DZ Bank AG Deutsche Zentral    7.90    6/20/2016    EUR     60.69
DZ Bank AG Deutsche Zentral    8.60    6/20/2016    EUR     60.00
DZ Bank AG Deutsche Zentral    3.90    6/20/2016    EUR     56.32
DZ Bank AG Deutsche Zentral    4.90    6/20/2016    EUR     55.11
DZ Bank AG Deutsche Zentral    5.90    6/20/2016    EUR     53.80
Vontobel Financial Products    4.05     3/4/2016    EUR     49.49
DZ Bank AG Deutsche Zentral    3.40     3/4/2016    EUR     54.44
Bank Julius Baer & Co Ltd/G   12.90     3/4/2016    USD     62.95
Bank Julius Baer & Co Ltd/G   11.50     3/4/2016    USD     45.30
HSBC Trinkaus & Burkhardt A    8.10    3/25/2016    EUR     60.31
HSBC Trinkaus & Burkhardt A    7.00    6/24/2016    EUR     62.57
Deutsche Bank AG               5.20   10/21/2015    EUR     53.20
Deutsche Bank AG               6.20   10/21/2015    EUR     53.20
Deutsche Bank AG               5.20   11/25/2015    EUR     55.00
Deutsche Bank AG               6.20   11/25/2015    EUR     55.10
Deutsche Bank AG               6.20    3/22/2016    EUR     54.80
Deutsche Bank AG               5.20    3/22/2016    EUR     54.30
Deutsche Bank AG               6.20   10/21/2015    EUR     54.40
Deutsche Bank AG               5.20   10/21/2015    EUR     54.40
Deutsche Bank AG               5.20   10/21/2015    EUR     51.70
Deutsche Bank AG               6.20   10/21/2015    EUR     51.70
Deutsche Bank AG               5.20   11/25/2015    EUR     53.50
Deutsche Bank AG               6.20   11/25/2015    EUR     53.60
Deutsche Bank AG               6.20   11/25/2015    EUR     51.00
Deutsche Bank AG               5.20   11/25/2015    EUR     50.90
Deutsche Bank AG               6.20   12/22/2015    EUR     51.40
Deutsche Bank AG               5.20   12/22/2015    EUR     51.30
Deutsche Bank AG               5.20    3/22/2016    EUR     52.50
Deutsche Bank AG               6.20    3/22/2016    EUR     52.90
Deutsche Bank AG               7.20   11/25/2015    EUR     70.90
Deutsche Bank AG               7.20   11/25/2015    EUR     66.10
Deutsche Bank AG               7.20    3/22/2016    EUR     72.40
Deutsche Bank AG               7.20    3/22/2016    EUR     68.00
Deutsche Bank AG               7.20   10/21/2015    EUR     51.00
Deutsche Bank AG               7.20   10/21/2015    EUR     49.00
Deutsche Bank AG               7.20   11/25/2015    EUR     53.00
Deutsche Bank AG               7.20   11/25/2015    EUR     50.90
Deutsche Bank AG               7.20    3/22/2016    EUR     55.20
Deutsche Bank AG               7.20    3/22/2016    EUR     53.20
Deutsche Bank AG               7.20   10/21/2015    EUR     51.70
Deutsche Bank AG               7.20   10/21/2015    EUR     49.20
Deutsche Bank AG               7.20   11/25/2015    EUR     51.10
Deutsche Bank AG               7.20   11/25/2015    EUR     48.70
Deutsche Bank AG               7.20   12/22/2015    EUR     51.60
Deutsche Bank AG               7.20   12/22/2015    EUR     49.20
Deutsche Bank AG               7.20    3/22/2016    EUR     53.40
Deutsche Bank AG               7.20    3/22/2016    EUR     51.00
Deutsche Bank AG               3.20    3/22/2016    EUR     75.50
Deutsche Bank AG               3.20   10/21/2015    EUR     60.80
Deutsche Bank AG               3.20   10/21/2015    EUR     57.40
Deutsche Bank AG               3.20   11/25/2015    EUR     59.50
Deutsche Bank AG               3.20   11/25/2015    EUR     56.30
Deutsche Bank AG               3.20   12/22/2015    EUR     59.70
Deutsche Bank AG               3.20   12/22/2015    EUR     56.50
Deutsche Bank AG               3.20    3/22/2016    EUR     60.30
Deutsche Bank AG               3.20    3/22/2016    EUR     57.10
Deutsche Bank AG               3.20   10/21/2015    EUR     58.30
Deutsche Bank AG               3.20   11/25/2015    EUR     60.00
Deutsche Bank AG               3.20   12/22/2015    EUR     60.20
Deutsche Bank AG               3.20    3/22/2016    EUR     60.70
Deutsche Bank AG               3.20    3/22/2016    EUR     58.10
Deutsche Bank AG               4.20   10/21/2015    EUR     74.90
Deutsche Bank AG               4.20   10/21/2015    EUR     72.00
Deutsche Bank AG               4.20   11/25/2015    EUR     76.00
Deutsche Bank AG               4.20   11/25/2015    EUR     73.20
Deutsche Bank AG               6.50    9/20/2016    EUR     75.50
Deutsche Bank AG               6.50    6/21/2016    EUR     74.32
Deutsche Bank AG               4.50   12/20/2016    EUR     74.25
Deutsche Bank AG               6.50    3/22/2016    EUR     50.41
Deutsche Bank AG               4.50    3/22/2016    EUR     75.61
Deutsche Bank AG               4.50    6/21/2016    EUR     72.96
Deutsche Bank AG               4.50    9/20/2016    EUR     73.64
Deutsche Bank AG               4.50    3/22/2016    EUR     49.54
Deutsche Bank AG               4.50    9/20/2016    EUR     51.23
Deutsche Bank AG               4.50   12/20/2016    EUR     52.28
Deutsche Bank AG               4.50    6/21/2016    EUR     50.19
DZ Bank AG Deutsche Zentral    6.00   12/21/2015    EUR     73.54
DZ Bank AG Deutsche Zentral    7.90   12/21/2015    EUR     71.65
DZ Bank AG Deutsche Zentral    5.90    3/21/2016    EUR     71.87
DZ Bank AG Deutsche Zentral    7.50    3/21/2016    EUR     70.57
DZ Bank AG Deutsche Zentral    5.10    6/20/2016    EUR     72.17
DZ Bank AG Deutsche Zentral    6.40    6/20/2016    EUR     71.15
DZ Bank AG Deutsche Zentral    7.80    6/20/2016    EUR     70.23
DZ Bank AG Deutsche Zentral    5.00    9/19/2016    EUR     72.89
DZ Bank AG Deutsche Zentral    5.40    9/19/2016    EUR     71.44
DZ Bank AG Deutsche Zentral    6.60    9/19/2016    EUR     70.75
DZ Bank AG Deutsche Zentral    5.90    3/21/2016    EUR     55.89
Deutsche Bank AG               8.50    6/21/2016    EUR     75.69
UniCredit Bank AG              4.95    6/23/2016    EUR     49.76
UniCredit Bank AG              4.45    6/23/2016    EUR     51.62
UniCredit Bank AG              4.50    6/23/2016    EUR     62.99
UniCredit Bank AG              5.35    6/23/2016    EUR     48.38
UniCredit Bank AG              5.10    6/23/2016    EUR     49.22
UniCredit Bank AG              4.60    6/23/2016    EUR     51.05
UniCredit Bank AG              4.50    6/23/2016    EUR     51.44
UniCredit Bank AG              4.80    6/23/2016    EUR     50.30
UniCredit Bank AG              5.20    6/23/2016    EUR     48.88
UniCredit Bank AG              4.75    6/23/2016    EUR     50.49
UniCredit Bank AG              4.40    6/23/2016    EUR     64.08
UniCredit Bank AG              5.25    6/23/2016    EUR     48.73
UniCredit Bank AG              4.85    6/23/2016    EUR     50.12
UniCredit Bank AG              4.55    6/23/2016    EUR     51.23
UniCredit Bank AG              5.40    6/23/2016    EUR     48.24
UniCredit Bank AG              4.70    6/23/2016    EUR     50.67
UniCredit Bank AG              4.60    6/23/2016    EUR     61.95
UniCredit Bank AG              5.45    6/23/2016    EUR     48.08
UniCredit Bank AG              4.65    6/23/2016    EUR     50.86
UniCredit Bank AG              5.00    6/23/2016    EUR     49.57
Vontobel Financial Products    7.55    2/26/2016    EUR     52.04
Vontobel Financial Products    7.65    2/26/2016    EUR     52.00
Bank Julius Baer & Co Ltd/G   12.00     2/5/2016    USD     69.05
Deutsche Bank AG               5.20   12/22/2015    EUR     60.60
Deutsche Bank AG               6.20   12/22/2015    EUR     60.70
Deutsche Bank AG               4.20   12/22/2015    EUR     60.40
Deutsche Bank AG               6.20   12/22/2015    EUR     58.10
Deutsche Bank AG               4.20   12/22/2015    EUR     57.70
Deutsche Bank AG               5.20   12/22/2015    EUR     57.90
Deutsche Bank AG               4.20   12/22/2015    EUR     55.20
Deutsche Bank AG               6.20    3/22/2016    EUR     62.40
Deutsche Bank AG               5.20    3/22/2016    EUR     61.60
Deutsche Bank AG               4.20    3/22/2016    EUR     61.60
Deutsche Bank AG               6.20    3/22/2016    EUR     59.40
Deutsche Bank AG               4.20    3/22/2016    EUR     58.50
Deutsche Bank AG               5.20    3/22/2016    EUR     59.00
Deutsche Bank AG               5.20    3/22/2016    EUR     56.60
Deutsche Bank AG               6.20    3/22/2016    EUR     57.00
Deutsche Bank AG               4.20    3/22/2016    EUR     56.10
Deutsche Bank AG               5.20    6/21/2016    EUR     61.10
Deutsche Bank AG               6.20    6/21/2016    EUR     61.80
Deutsche Bank AG               4.20    6/21/2016    EUR     59.90
Deutsche Bank AG               6.20    6/21/2016    EUR     58.80
Deutsche Bank AG               4.20    6/21/2016    EUR     57.50
Deutsche Bank AG               5.20    6/21/2016    EUR     58.20
Deutsche Bank AG               4.20    6/21/2016    EUR     55.20
Deutsche Bank AG               5.20    6/21/2016    EUR     55.90
Deutsche Bank AG               6.20    6/21/2016    EUR     56.60
Leonteq Securities AG          9.00    5/18/2016    CHF     62.98
DZ Bank AG Deutsche Zentral    5.20   12/21/2015    EUR     75.53
DZ Bank AG Deutsche Zentral    7.30   12/21/2015    EUR     46.69
DZ Bank AG Deutsche Zentral    6.70    6/20/2016    EUR     49.44
Vontobel Financial Products    5.50    6/24/2016    EUR     47.82
Vontobel Financial Products    7.65    5/27/2016    EUR     71.39
UniCredit Bank AG              3.30    6/23/2016    EUR     57.17
DekaBank Deutsche Girozentr    2.60    4/21/2017    EUR     73.58
Bank Julius Baer & Co Ltd/G    4.90     5/6/2016    CHF     73.65
DZ Bank AG Deutsche Zentral   10.50   10/23/2015    EUR     48.57
DZ Bank AG Deutsche Zentral   15.00   10/23/2015    EUR     64.54
DZ Bank AG Deutsche Zentral   13.75   10/23/2015    EUR     63.62
DZ Bank AG Deutsche Zentral   12.25   10/23/2015    EUR     71.44
DZ Bank AG Deutsche Zentral    5.75    6/24/2016    EUR     51.34
DZ Bank AG Deutsche Zentral   11.75   10/23/2015    EUR     70.43
DZ Bank AG Deutsche Zentral   13.00   10/23/2015    EUR     44.81
DZ Bank AG Deutsche Zentral   13.25   10/23/2015    EUR     50.20
DZ Bank AG Deutsche Zentral   14.00   10/23/2015    EUR     44.06
DZ Bank AG Deutsche Zentral    6.00   12/28/2015    EUR     49.11
DZ Bank AG Deutsche Zentral    5.75    3/29/2016    EUR     50.47
HSBC Trinkaus & Burkhardt A    7.20    6/24/2016    EUR     52.25
HSBC Trinkaus & Burkhardt A    9.30    9/23/2016    EUR     52.00
HSBC Trinkaus & Burkhardt A    6.70    9/23/2016    EUR     53.64
HSBC Trinkaus & Burkhardt A    7.30   12/23/2016    EUR     53.58
HSBC Trinkaus & Burkhardt A    8.20    5/27/2016    EUR     50.60
HSBC Trinkaus & Burkhardt A   12.20    6/24/2016    EUR     68.18
HSBC Trinkaus & Burkhardt A   11.90    9/23/2016    EUR     68.93
HSBC Trinkaus & Burkhardt A   10.90    9/23/2016    EUR     69.92
HSBC Trinkaus & Burkhardt A    7.90    9/23/2016    EUR     73.58
HSBC Trinkaus & Burkhardt A    9.10   12/23/2016    EUR     72.09
HSBC Trinkaus & Burkhardt A    6.60   12/23/2016    EUR     75.69
HSBC Trinkaus & Burkhardt A   12.80    2/26/2016    EUR     67.83
HSBC Trinkaus & Burkhardt A   11.00    5/27/2016    EUR     69.68
HSBC Trinkaus & Burkhardt A    7.20    5/27/2016    EUR     74.40
HSBC Trinkaus & Burkhardt A   11.00    9/23/2016    EUR     70.08
HSBC Trinkaus & Burkhardt A    7.60    9/23/2016    EUR     73.12
HSBC Trinkaus & Burkhardt A    9.90    2/26/2016    EUR     69.38
HSBC Trinkaus & Burkhardt A   10.00    5/27/2016    EUR     70.45
HSBC Trinkaus & Burkhardt A    9.00    6/24/2016    EUR     70.25
HSBC Trinkaus & Burkhardt A   13.20    3/25/2016    EUR     56.11
HSBC Trinkaus & Burkhardt A    9.70    6/24/2016    EUR     58.76
HSBC Trinkaus & Burkhardt A    6.30    6/24/2016    EUR     62.17
HSBC Trinkaus & Burkhardt A   10.90    3/25/2016    EUR     49.75
HSBC Trinkaus & Burkhardt A    8.00    6/24/2016    EUR     51.72
HSBC Trinkaus & Burkhardt A    9.70    6/24/2016    EUR     70.26
Raiffeisen Centrobank AG       2.80   11/14/2016    EUR     55.10
EFG International Finance G   12.86   10/30/2017    EUR     46.05
HSBC Trinkaus & Burkhardt A    6.00    4/22/2016    EUR     69.28
HSBC Trinkaus & Burkhardt A    6.60    7/22/2016    EUR     70.15
HSBC Trinkaus & Burkhardt A    6.00   10/28/2016    EUR     70.66
Deutsche Bank AG               8.20    3/22/2016    EUR     70.30
Deutsche Bank AG               9.20    6/21/2016    EUR     70.40
Deutsche Bank AG               8.20    6/21/2016    EUR     69.80
Deutsche Bank AG               9.20    9/20/2016    EUR     72.40
Deutsche Bank AG               8.20   12/20/2016    EUR     73.30
Deutsche Bank AG               8.20    9/20/2016    EUR     71.50
Deutsche Bank AG               8.20    3/22/2016    EUR     62.40
Deutsche Bank AG               8.20    6/21/2016    EUR     63.80
Deutsche Bank AG               9.20    6/21/2016    EUR     64.50
Deutsche Bank AG               8.20    9/20/2016    EUR     65.60
Deutsche Bank AG               9.20    9/20/2016    EUR     66.60
Deutsche Bank AG               8.20   12/20/2016    EUR     67.50
Deutsche Bank AG               9.20   12/20/2016    EUR     68.60
DekaBank Deutsche Girozentr    1.80   12/23/2015    EUR     57.86
UBS AG                        10.50   10/14/2016    EUR     72.00
Deutsche Bank AG               7.50    3/22/2016    EUR     71.40
Deutsche Bank AG               7.50    6/21/2016    EUR     71.40
LBBW                           7.00    4/22/2016    EUR     74.00
LBBW                           3.00    4/22/2016    EUR     51.04
LBBW                           4.00    4/22/2016    EUR     49.47
LBBW                           5.00    4/22/2016    EUR     48.26
LBBW                           6.00    4/22/2016    EUR     47.56
LBBW                           3.00    4/22/2016    EUR     50.92
LBBW                           5.00    4/22/2016    EUR     48.72
LBBW                           5.00    5/27/2016    EUR     62.96
LBBW                           7.00    5/27/2016    EUR     60.52
LBBW                           5.00    4/22/2016    EUR     72.03
LBBW                           3.00    5/27/2016    EUR     66.39
LBBW                           4.00    6/24/2016    EUR     75.48
LBBW                           3.00    6/24/2016    EUR     56.77
LBBW                           4.50    6/24/2016    EUR     53.04
LBBW                           3.50    6/24/2016    EUR     57.59
LBBW                           2.82    7/28/2017    EUR     66.11
LBBW                           3.00   12/29/2015    EUR     50.93
LBBW                           2.50   12/29/2015    EUR     74.94
LBBW                           3.50   12/29/2015    EUR     71.97
LBBW                           2.00   12/29/2015    EUR     62.70
LBBW                           3.00   12/29/2015    EUR     59.32
LBBW                           4.00   12/29/2015    EUR     56.71
LBBW                           3.25    7/28/2017    EUR     55.88
LBBW                           2.00    3/29/2016    EUR     55.74
LBBW                           3.50    3/29/2016    EUR     51.48
LBBW                           5.00    3/29/2016    EUR     48.84
LBBW                           2.00    3/29/2016    EUR     65.60
LBBW                           3.50    3/29/2016    EUR     61.53
LBBW                           3.00    8/25/2017    EUR     68.95
LBBW                           3.00    6/24/2016    EUR     59.42
LBBW                           2.50    6/24/2016    EUR     49.58
LBBW                           4.00    6/24/2016    EUR     46.38
LBBW                           3.00    6/24/2016    EUR     61.22
LBBW                           4.00    6/24/2016    EUR     58.74
LBBW                           2.00    6/24/2016    EUR     72.70
LBBW                           2.00    6/24/2016    EUR     64.53
LBBW                           3.00    6/24/2016    EUR     69.71
LBBW                           3.55    8/25/2017    EUR     47.31
LBBW                           3.75    9/22/2017    EUR     47.21
LBBW                           2.25    7/22/2016    EUR     67.18
LBBW                           3.00    7/22/2016    EUR     64.84
LBBW                           4.00    7/22/2016    EUR     62.60
LBBW                           2.50    7/22/2016    EUR     63.41
LBBW                           3.50    7/22/2016    EUR     60.97
LBBW                           2.50    7/22/2016    EUR     50.68
LBBW                           4.00    7/22/2016    EUR     47.46
LBBW                           2.75    7/22/2016    EUR     72.75
LBBW                           3.50    7/22/2016    EUR     71.04
LBBW                           4.50    7/22/2016    EUR     68.75
LBBW                           3.00    7/22/2016    EUR     60.65
LBBW                           3.90    9/22/2017    EUR     46.45
LBBW                           3.00    9/22/2017    EUR     66.67
LBBW                           2.00    9/22/2017    EUR     65.58
LBBW                           2.50   10/27/2017    EUR     72.61
LBBW                           3.00    6/22/2018    EUR     59.26
LBBW                           3.30   10/23/2015    EUR     55.23
LBBW                           3.00   10/23/2015    EUR     53.44
LBBW                           5.30   11/27/2015    EUR     48.01
LBBW                           3.50   11/24/2017    EUR     60.00
LBBW                           3.40    6/23/2017    EUR     56.29
LBBW                           3.50   10/23/2015    EUR     63.93
LBBW                           3.00   10/23/2015    EUR     69.99
LBBW                           3.00   10/23/2015    EUR     49.94
LBBW                           4.50   10/23/2015    EUR     66.98
LBBW                           4.50   10/23/2015    EUR     47.46
LBBW                           3.00    4/22/2016    EUR     71.57
LBBW                           5.00    4/22/2016    EUR     57.36
LBBW                           5.00    4/22/2016    EUR     68.58
LBBW                           2.00    4/22/2016    EUR     65.08
LBBW                           3.50    4/22/2016    EUR     60.54
LBBW                           3.50    4/22/2016    EUR     71.60
LBBW                           4.00    3/29/2016    EUR     75.67
LBBW                           5.00    3/29/2016    EUR     73.19
LBBW                           3.00    3/29/2016    EUR     65.16
LBBW                           4.00    3/29/2016    EUR     62.99
LBBW                           3.85   10/27/2017    EUR     51.22
LBBW                           3.00   11/24/2017    EUR     56.84
LBBW                           3.40   11/24/2017    EUR     48.04
LBBW                           4.00   11/24/2017    EUR     65.87
LBBW                           3.00    9/23/2016    EUR     59.23
LBBW                           4.50    9/23/2016    EUR     56.63
LBBW                           3.00    9/23/2016    EUR     71.64
LBBW                           4.00    9/23/2016    EUR     69.14
LBBW                           3.00    9/23/2016    EUR     64.23
LBBW                           2.50    9/23/2016    EUR     67.48
LBBW                           3.50    9/23/2016    EUR     65.16
LBBW                           4.50    9/23/2016    EUR     63.53
LBBW                           5.50    9/23/2016    EUR     62.09
LBBW                           2.50    9/23/2016    EUR     50.27
LBBW                           3.50    9/23/2016    EUR     48.26
LBBW                           4.50    9/23/2016    EUR     46.72
LBBW                           3.50   10/23/2015    EUR     73.92
LBBW                           4.50   10/23/2015    EUR     71.70
LBBW                           4.50   10/23/2015    EUR     73.07
LBBW                           3.00   11/27/2015    EUR     70.52
LBBW                           5.00   11/27/2015    EUR     65.14
LBBW                           4.50   11/27/2015    EUR     68.98
LBBW                           2.50   11/27/2015    EUR     62.18
LBBW                           4.00   11/27/2015    EUR     58.40
LBBW                           5.50   11/27/2015    EUR     55.23
LBBW                           3.50   11/27/2015    EUR     72.32
LBBW                           5.50   11/27/2015    EUR     67.85
Vontobel Financial Products    8.00   11/25/2016    EUR     56.59
Vontobel Financial Products    6.50   11/25/2016    EUR     47.35
LBBW                           2.50    1/25/2019    EUR     65.26
LBBW                           3.45    3/22/2019    EUR     64.90
LBBW                           4.50    3/23/2018    EUR     59.94
LBBW                           2.50    6/28/2019    EUR     56.07
LBBW                           3.00    6/28/2019    EUR     59.05
LBBW                           3.50    6/22/2018    EUR     52.85
LBBW                           4.00    8/25/2017    EUR     46.94
LBBW                           3.00    9/22/2017    EUR     61.11
LBBW                           3.00    9/28/2018    EUR     51.39
LBBW                           3.75   10/27/2017    EUR     51.48
LBBW                           3.00     1/4/2019    EUR     56.60
Commerzbank AG                 6.50   12/24/2015    EUR     71.54
Commerzbank AG                 5.50    3/24/2016    EUR     72.70
Commerzbank AG                10.50   12/24/2015    EUR     71.55
Commerzbank AG                 9.50    3/24/2016    EUR     72.95
Commerzbank AG                 8.00   12/24/2015    EUR     41.76
Commerzbank AG                 7.00    3/24/2016    EUR     43.31
Commerzbank AG                 7.00   12/24/2015    EUR     44.71
Commerzbank AG                 6.00    3/24/2016    EUR     45.99
Commerzbank AG                 7.00   11/26/2015    EUR     50.91
Commerzbank AG                 7.00    3/24/2016    EUR     53.13
Commerzbank AG                 6.00   10/22/2015    EUR     73.23
DZ Bank AG Deutsche Zentral    7.25    3/29/2016    EUR     72.30
DZ Bank AG Deutsche Zentral    7.50    3/29/2016    EUR     74.29
DZ Bank AG Deutsche Zentral    5.50    6/24/2016    EUR     43.70
DZ Bank AG Deutsche Zentral    8.50    3/29/2016    EUR     72.05
DZ Bank AG Deutsche Zentral    6.00    3/29/2016    EUR     57.81
DZ Bank AG Deutsche Zentral    5.00    3/29/2016    EUR     68.66
Goldman Sachs & Co Wertpapi   24.00   12/23/2015    EUR     68.76
Goldman Sachs & Co Wertpapi   22.00    1/20/2016    EUR     70.11
Goldman Sachs & Co Wertpapi   20.00    2/24/2016    EUR     71.54
Goldman Sachs & Co Wertpapi   25.00    3/23/2016    EUR     69.75
Goldman Sachs & Co Wertpapi   17.00    4/20/2016    EUR     73.17
Goldman Sachs & Co Wertpapi   23.00    4/20/2016    EUR     70.70
Goldman Sachs & Co Wertpapi   23.00    5/25/2016    EUR     70.98
Goldman Sachs & Co Wertpapi   21.00    6/22/2016    EUR     71.45
Goldman Sachs & Co Wertpapi   18.00    9/21/2016    EUR     74.01
Goldman Sachs & Co Wertpapi   24.00    2/24/2016    EUR     70.26
Goldman Sachs & Co Wertpapi    7.00    5/25/2016    EUR     75.61
Goldman Sachs & Co Wertpapi   19.00    1/20/2016    EUR     75.50
Goldman Sachs & Co Wertpapi   20.00    2/24/2016    EUR     74.03
Goldman Sachs & Co Wertpapi   24.00    3/23/2016    EUR     72.35
Goldman Sachs & Co Wertpapi   19.00    4/20/2016    EUR     74.69
Goldman Sachs & Co Wertpapi   22.00    4/20/2016    EUR     73.20
Goldman Sachs & Co Wertpapi   22.00   12/23/2015    EUR     73.78
Goldman Sachs & Co Wertpapi   20.00    3/23/2016    EUR     66.04
Vontobel Financial Products   28.75   12/28/2015    EUR     70.19
Vontobel Financial Products    6.60    6/24/2016    EUR     68.45
Vontobel Financial Products    6.25   12/28/2015    EUR     68.54
Vontobel Financial Products   10.25   12/28/2015    EUR     51.90
Vontobel Financial Products    7.45    6/24/2016    EUR     53.26
DekaBank Deutsche Girozentr    9.60    7/29/2016    EUR     55.52
Zurcher Kantonalbank Financ    9.30     5/4/2016    CHF     52.94
DZ Bank AG Deutsche Zentral    5.25    3/29/2016    EUR     60.60
Credit Suisse AG/Nassau        6.25   10/31/2016    EUR     49.22
DZ Bank AG Deutsche Zentral    5.30    3/21/2016    EUR     68.97
DZ Bank AG Deutsche Zentral    6.10   12/21/2015    EUR     72.72
DZ Bank AG Deutsche Zentral    5.70    3/21/2016    EUR     74.35
DZ Bank AG Deutsche Zentral    6.10    6/20/2016    EUR     74.38
DZ Bank AG Deutsche Zentral    5.75    3/21/2016    EUR     73.40
DZ Bank AG Deutsche Zentral    6.00   12/21/2015    EUR     63.51
DZ Bank AG Deutsche Zentral    6.50    3/21/2016    EUR     64.92
DZ Bank AG Deutsche Zentral    5.50   12/21/2015    EUR     65.71
DZ Bank AG Deutsche Zentral    6.25    3/21/2016    EUR     66.79
DZ Bank AG Deutsche Zentral    6.50    6/20/2016    EUR     68.36
Commerzbank AG                11.25    3/24/2016    EUR     56.93
Commerzbank AG                10.25    3/24/2016    EUR     69.93
Commerzbank AG                12.00    3/24/2016    EUR     68.07
Commerzbank AG                11.75    3/24/2016    EUR     66.47
Commerzbank AG                10.00    3/24/2016    EUR     70.32
Commerzbank AG                13.25    3/24/2016    EUR     66.78
Zurcher Kantonalbank Financ    7.30     5/6/2016    USD     50.66
DZ Bank AG Deutsche Zentral    4.00     5/6/2016    EUR     52.21
Goldman Sachs & Co Wertpapi    6.00    5/25/2016    EUR     73.67
Goldman Sachs & Co Wertpapi    6.00    4/20/2016    EUR     65.61
Goldman Sachs & Co Wertpapi   13.00    2/24/2016    EUR     67.34
Goldman Sachs & Co Wertpapi    8.00    4/20/2016    EUR     66.61
Goldman Sachs & Co Wertpapi    7.00    5/25/2016    EUR     66.69
Goldman Sachs & Co Wertpapi   12.00    6/22/2016    EUR     68.08
Goldman Sachs & Co Wertpapi   12.00    6/22/2016    EUR     68.08
Goldman Sachs & Co Wertpapi    6.00    5/25/2016    EUR     52.10
Goldman Sachs & Co Wertpapi    8.00    5/25/2016    EUR     53.29
Leonteq Securities AG         12.40     5/6/2016    CHF     69.79
Leonteq Securities AG         20.00     2/5/2016    CHF     58.40
Vontobel Financial Products    5.10    5/27/2016    EUR     44.64
LBBW                           3.00    6/28/2019    EUR     59.77
DZ Bank AG Deutsche Zentral    4.90    3/21/2016    EUR     49.48
DZ Bank AG Deutsche Zentral    3.00   11/27/2015    EUR     66.84
DZ Bank AG Deutsche Zentral    9.50   12/28/2015    EUR     74.55
DZ Bank AG Deutsche Zentral   10.75    1/22/2016    EUR     75.21
DZ Bank AG Deutsche Zentral    7.75    3/29/2016    EUR     75.32
DZ Bank AG Deutsche Zentral    5.75    3/29/2016    EUR     57.92
DZ Bank AG Deutsche Zentral    7.75    1/22/2016    EUR     62.10
DZ Bank AG Deutsche Zentral   12.50    1/22/2016    EUR     57.17
DZ Bank AG Deutsche Zentral    7.25   12/28/2015    EUR     56.91
DZ Bank AG Deutsche Zentral    5.25    1/22/2016    EUR     61.81
DZ Bank AG Deutsche Zentral    8.75    1/22/2016    EUR     57.75
DekaBank Deutsche Girozentr    3.50    6/23/2016    EUR     67.45
DZ Bank AG Deutsche Zentral    7.25    3/21/2016    EUR     53.40
DZ Bank AG Deutsche Zentral    7.00    3/21/2016    EUR     76.12
DZ Bank AG Deutsche Zentral    7.00    3/21/2016    EUR     53.84
DZ Bank AG Deutsche Zentral    6.25    3/21/2016    EUR     53.68
DZ Bank AG Deutsche Zentral    7.75    6/24/2016    EUR     57.19
DZ Bank AG Deutsche Zentral    6.50    6/24/2016    EUR     54.21
DZ Bank AG Deutsche Zentral    7.50   12/28/2015    EUR     55.22
DZ Bank AG Deutsche Zentral   10.00    3/29/2016    EUR     58.09
DZ Bank AG Deutsche Zentral    5.25   12/18/2015    EUR     61.70
DZ Bank AG Deutsche Zentral    4.60   12/21/2015    EUR     61.34
DZ Bank AG Deutsche Zentral    4.30    3/21/2016    EUR     62.05
Vontobel Financial Products    5.50    2/26/2016    EUR     52.63
Goldman Sachs & Co Wertpapi    8.00    2/24/2016    EUR     74.52
Goldman Sachs & Co Wertpapi   12.00    2/24/2016    EUR     75.91
Goldman Sachs & Co Wertpapi   11.00    3/23/2016    EUR     76.07
Goldman Sachs & Co Wertpapi   11.00    3/23/2016    EUR     76.07
Goldman Sachs & Co Wertpapi   11.00    6/22/2016    EUR     75.60
Goldman Sachs & Co Wertpapi   11.00    6/22/2016    EUR     75.60
Goldman Sachs & Co Wertpapi    8.00   10/21/2015    EUR     53.05
Goldman Sachs & Co Wertpapi   10.00   10/21/2015    EUR     53.06
Goldman Sachs & Co Wertpapi   15.00   10/21/2015    EUR     53.09
Goldman Sachs & Co Wertpapi   16.00   10/21/2015    EUR     53.10
Goldman Sachs & Co Wertpapi   16.00   10/21/2015    EUR     53.10
Goldman Sachs & Co Wertpapi    8.00   11/25/2015    EUR     55.34
Goldman Sachs & Co Wertpapi   10.00   11/25/2015    EUR     55.54
Goldman Sachs & Co Wertpapi    7.00    3/23/2016    EUR     57.35
Goldman Sachs & Co Wertpapi    8.00    2/24/2016    EUR     55.83
Goldman Sachs & Co Wertpapi   20.00   10/21/2015    EUR     66.73
Goldman Sachs & Co Wertpapi   19.00   11/25/2015    EUR     69.57
Goldman Sachs & Co Wertpapi   23.00   11/25/2015    EUR     65.49
Goldman Sachs & Co Wertpapi   17.00   12/23/2015    EUR     70.57
Goldman Sachs & Co Wertpapi   12.00    1/20/2016    EUR     75.37
Goldman Sachs & Co Wertpapi   20.00    1/20/2016    EUR     68.17
Goldman Sachs & Co Wertpapi   14.00    6/22/2016    EUR     73.83
Goldman Sachs & Co Wertpapi    7.00    1/20/2016    EUR     67.56
Goldman Sachs & Co Wertpapi    9.00   11/25/2015    EUR     63.63
Goldman Sachs & Co Wertpapi    7.00   11/25/2015    EUR     66.70
Goldman Sachs & Co Wertpapi    6.00   10/21/2015    EUR     67.77
Goldman Sachs & Co Wertpapi   13.00    1/20/2016    EUR     57.89
Goldman Sachs & Co Wertpapi    7.00    2/24/2016    EUR     68.07
Goldman Sachs & Co Wertpapi   22.00    1/20/2016    EUR     52.12
Goldman Sachs & Co Wertpapi    7.00    3/23/2016    EUR     68.44
Goldman Sachs & Co Wertpapi    8.00    3/23/2016    EUR     65.83
Goldman Sachs & Co Wertpapi    8.00    6/22/2016    EUR     65.82
Goldman Sachs & Co Wertpapi   15.00    6/22/2016    EUR     58.97
Goldman Sachs & Co Wertpapi   18.00    6/22/2016    EUR     57.44
UniCredit Bank AG              6.00    3/24/2016    EUR     58.22
UniCredit Bank AG              4.20    3/24/2016    EUR     64.09
UniCredit Bank AG              5.00    3/24/2016    EUR     67.11
UniCredit Bank AG              4.05    3/24/2016    EUR     62.94
UniCredit Bank AG              4.20    3/24/2016    EUR     61.96
UniCredit Bank AG              5.00    3/24/2016    EUR     60.31
UniCredit Bank AG              4.50    3/24/2016    EUR     62.79
UniCredit Bank AG              4.00    3/24/2016    EUR     63.28
UniCredit Bank AG              4.75    3/24/2016    EUR     62.21
UniCredit Bank AG              5.25    3/24/2016    EUR     59.12
UniCredit Bank AG              4.00    3/24/2016    EUR     65.46
UniCredit Bank AG              4.60    3/24/2016    EUR     69.57
UniCredit Bank AG              4.25    3/24/2016    EUR     63.39
UniCredit Bank AG              4.80    3/24/2016    EUR     61.55
UniCredit Bank AG              4.15    3/24/2016    EUR     62.30
UniCredit Bank AG              5.10    3/24/2016    EUR     59.68
UniCredit Bank AG              4.25    3/24/2016    EUR     61.66
UniCredit Bank AG              4.10    3/24/2016    EUR     64.78
UniCredit Bank AG              5.50    3/24/2016    EUR     58.61
UniCredit Bank AG              4.90    3/24/2016    EUR     60.92
UniCredit Bank AG              4.10    3/24/2016    EUR     62.61
UniCredit Bank AG              4.80    3/24/2016    EUR     68.30
UniCredit Bank AG              4.35    3/24/2016    EUR     61.02
UniCredit Bank AG              4.50    3/24/2016    EUR     70.94
UniCredit Bank AG              4.30    3/24/2016    EUR     61.32
UniCredit Bank AG              5.05    6/23/2016    EUR     49.41
UniCredit Bank AG              5.15    6/23/2016    EUR     49.05
Vontobel Financial Products    9.50    5/27/2016    EUR     48.41
Vontobel Financial Products    9.50    5/27/2016    EUR     48.19
Vontobel Financial Products    9.50    5/27/2016    EUR     48.14
Goldman Sachs & Co Wertpapi   18.00   12/23/2015    EUR     55.50
Goldman Sachs & Co Wertpapi   20.00    1/20/2016    EUR     55.32
Goldman Sachs & Co Wertpapi   18.00    2/24/2016    EUR     56.57
Goldman Sachs & Co Wertpapi   19.00    3/23/2016    EUR     56.47
Goldman Sachs & Co Wertpapi    7.00    5/25/2016    EUR     64.65
Goldman Sachs & Co Wertpapi   16.00    9/21/2016    EUR     74.32
Landesbank Hessen-Thueringe    7.40    6/12/2020    EUR     56.60
UBS AG/London                  7.50     5/9/2016    CHF     73.48
WGZ-Bank AG Westdeutsche Ge    6.50    3/17/2016    EUR     75.51
DZ Bank AG Deutsche Zentral    5.80    3/21/2016    EUR     75.49
DZ Bank AG Deutsche Zentral    5.40    6/20/2016    EUR     75.65
DZ Bank AG Deutsche Zentral    5.20   12/21/2015    EUR     50.37
DZ Bank AG Deutsche Zentral    5.10    3/21/2016    EUR     51.58
DZ Bank AG Deutsche Zentral    5.60    6/20/2016    EUR     53.60
DZ Bank AG Deutsche Zentral    6.10    6/20/2016    EUR     52.98
Vontobel Financial Products    6.00    5/27/2016    EUR     57.12
Vontobel Financial Products    8.65    5/27/2016    EUR     72.00
Vontobel Financial Products    5.85    5/27/2016    EUR     74.77
Vontobel Financial Products    6.85    5/27/2016    EUR     51.79
Credit Suisse AG/Nassau        8.00   11/21/2016    EUR     52.92
Zurcher Kantonalbank Financ    9.00   11/21/2016    CHF     56.96
LBBW                           3.60    6/22/2018    EUR     53.43
Bank Julius Baer & Co Ltd/G   12.60    5/11/2016    USD     68.70
Bank Julius Baer & Co Ltd/G   10.00    5/20/2016    USD     61.45
Vontobel Financial Products