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

                           E U R O P E

           Monday, November 9, 2015, Vol. 16, No. 221

                            Headlines

D E N M A R K

SGM A/S: Files for Bankruptcy in Aarhus


E S T O N I A

ESTONIAN AIR: Ordered to Pay Back State Aid, To Cease Operations


G E R M A N Y

KLOECKNER & CO: Moody's Changes Outlook on B1 CFR to Negative


I R E L A N D

AVOCA CLO VI: S&P Raises Rating on Class E Notes to BB-
AVOCA CLO XV: S&P Assigns 'B-' Rating to Class F Notes
KBC BANK: Moody's Affirmed 'Ba1' Senior Unsecured Debt Ratings
OAK HILL IV: Moody's Assigns (P)B2(sf) Rating to Class F Notes
WHITE TOWER 2007-1: S&P Lowers 4 Ratings to D, Then Withdraws


K A Z A K H S T A N

KASPI BANK: Moody's Lowers Senior Unsecured Debt Ratings to B2


N E T H E R L A N D S

RHODIUM 1: Moody's Affirms 'Caa2(sf)' Ratings on Cl. D Notes


R U S S I A

INTERNATIONAL FINC'L: Moody's Cuts LT Deposit Ratings to B3
MTS BANK: Moody's Lowers Long-Term Deposit Ratings to 'B3'
NOVIKOMBANK JSCB: Moody's Cuts Long-Term Deposit Ratings to B2


S E R B I A

SRPSKA FABRIKA: Novoplast Files Bankruptcy Petition


S P A I N

IM TARJETAS: DBRS Confirms 'C(sf)' Rating on Class B Notes


S W E D E N

DOMETIC GROUP: S&P Puts 'B' CCR on CreditWatch Positive


U N I T E D   K I N G D O M

CITY LINK: Ex-Managing Director Says Job Losses Not Inevitable
COOPLANDS: Could Face Legal Action From Unpaid Workers
FOUR SEASONS: Mulls Sale of Care Homes Amid Cash Woes
TATA STEEL: Warns Additional Cost-Cutting, Restructuring Measures


X X X X X X X X

* Moody's Says Low Interest Rates to Pressure EU Bank Margins
* BOND PRICING: For the Week November 2, 2015 to November 6, 2015


                            *********


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D E N M A R K
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SGM A/S: Files for Bankruptcy in Aarhus
---------------------------------------
Lighting and Sound America reports that SGM A/S has filed for
bankruptcy in Aarhus, Denmark.

According to Lighting and Sound America, Danish television
station TV2 said SGM Lighting, owned since February 2012 by
entrepreneur Peter Johansen, currently employs 85 people in
Aarhus, and the majority of the staff have now been sent home
while the company's situation is clarified.

TV2 reported that the company's legal representative,
Christian Jul Madsen, has said that several interested parties
have submitted offers to buy the entire company, Lighting and
Sound America relates.

SGM A/S is a Danish lighting manufacturer.



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E S T O N I A
=============


ESTONIAN AIR: Ordered to Pay Back State Aid, To Cease Operations
----------------------------------------------------------------
Angelina Rascouet at Bloomberg News reports that Estonian Air
will cease operations after the European Commission ordered it to
pay back aid it received from the government.

According to Bloomberg, Estonian Air said on its website the
state-controlled airline would stop flying from Nov. 8.

The European Commission said in a statement on Nov. 7 aid given
by Estonia to the carrier gave the company an "undue advantage"
over its competitors, breaching EU state aid rules, Bloomberg
relates.

The Commission said Estonian Air needs to pay back state aid of
about EUR85 million (US$91 million) plus interest and can't
receive an additional EUR40 million restructuring aid, Bloomberg
notes.

"Estonian Air has repeatedly received public subsidies over the
past five years but did not carry out the necessary restructuring
to become viable as a business," Bloomberg quotes EU Competition
Commissioner Margrethe Vestager as saying in a statement.

The Commission, as cited by Bloomberg, said Estonia owns a 97.34%
stake in the carrier.

AS Estonian Air is the flag carrier airline of Estonia, and is
based in Tallinn.  It is a regional airline feeding into the
Scandinavian Airlines network via Stockholm, Oslo, Trondheim and
Copenhagen from Estonia.



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


KLOECKNER & CO: Moody's Changes Outlook on B1 CFR to Negative
-------------------------------------------------------------
Moody's Investors Service changed to negative from stable its
outlook on one of the largest producer-independent distributors
of steel and metal products Kloeckner & Co. SE.'s B1 corporate
family rating (CFR) and B1-PD probability of default rating
(PDR). Concurrently, Moody's affirmed all ratings.

"Our decision to change the outlook on Kloeckner's B1 rating to
negative factors in the company's worsening operating performance
and credit profile, as well as anticipated ongoing weakness in
its core North American and European markets," says Hubert
Allemani, a Moody's Vice President -- Senior Analyst.

RATINGS RATIONALE

Today's outlook change to negative primarily reflects the recent
deterioration in Kloeckner's operating results and credit
metrics, most notably the company's Moody's adjusted gross
leverage, which will remain elevated over the next 12 months. The
change in outlook also reflects Moody's expectation that the
current difficult market conditions in which Kloeckner operates
will persist in the near term due to continued weakness in the
North American industrial construction sector and low pricing
environment for steel in both North America and Europe.

Kloeckner's B1 CFR reflects the current high pricing pressure,
which led the company to book high inventory impairments during
the first half of 2015; weak end-market demand for steel
products, especially from the construction and agriculture
industries as well as the French construction sector; the high
amount of restructuring costs booked this year; and the company's
high leverage on a gross debt basis with significant pension
liabilities adjustment.

These factors are somewhat balanced by the company's diversified
revenue stream from the two main steel using regions of Europe
and US where the company holds leading market positions --
particularly in Europe; the positive contribution from recently
acquired Swiss company (Riedo); the company's focus on the
development of value added products and services; the ongoing
restructuring program and cost efficiency measures to help
support profitability; and its solid liquidity profile.

Moody's expects that Kloeckner's operating results will decline
materially in 2015 due to the significant decline in activity in
North America along with softer demand from the steel sector and
declining prices. The company's profitability is also affected by
the high amount of impairment booked on the company's inventory
and the high amount of restructuring charges, which weakened
profitability through September 2015 with the company's EBITDA
before restructuring charges declining by 52% when compared to
the previous year. As a result, the company's credit metrics
deteriorated substantially with its Moody's adjusted leverage
ratio (gross debt/EBITDA) rising to an estimated 9x as of
September 2015.

Moody's expects that weakness in the steel manufacturing market
will persist in the near term with the steel sector remaining
under intense competitive and price pressure from imports even
though anti-dumping trade cases could provide support. These
adverse conditions will be somewhat tempered by the company's
focus on cost-cutting initiatives and expectations that
Kloeckner's Swiss business will continue positively contributing
to its profits next year.

However, Moody's still expects that Kloeckner's operating results
will remain weak compared to levels achieved in 2014 and for its
credit metrics to stay subdued with its EBITDA margin to stay
under 3% and its interest coverage remaining weak. Kloeckner's
leverage should decline slightly due to debt maturing during the
fourth quarter of and the second quarter of which is expected to
be repaid.

LIQUIDITY

Kloeckner's liquidity profile remains solid, with EUR305 million
of available cash at the end of September 2015 and about EUR1
billion of availability under long-term committed facilities.
Kloeckner can sufficiently cover its operating cash needs and
repayment of maturing debt over the next 12 months. Without
strong cash generation, however, the company's cash position will
start to diminish after the full repayment of upcoming maturities
in the next nine months.

The company's liquidity is supported by (1) a EUR360 million
multi-currency syndicated revolving credit facility maturing in
May 2018, (2) European and US asset-based securitization programs
of, respectively, EUR300 million and US$275 million maturing in
May and December 2017; as well as (3) a US asset-based loan
program of US$325 million maturing in December 2017. This
combination of retained cash flow and asset-based facilities
provide Kloeckner with a good degree of financial flexibility.
The syndicated revolving credit facility and the securitization
programs have two balance sheet-oriented financial covenants
(maximum gearing and minimum equity) that the rating agency
expects will remain compliant over the next quarters.

WHAT COULD CHANGE THE RATING UP/DOWN

Based on Moody's-adjusted numbers, upward pressure on the rating
could result from (1) a sustainable achievement of a 5% EBITDA
margin; (2) retained cash flow/gross debt ratio above 10%; and
(3) Moody's-adjusted debt to EBITDA trending towards 4.5x.

Negative rating pressure could arise if (1) Kloeckner's liquidity
significantly deteriorates; (2) the Americas segment does not
materially improve; (3) the company makes large debt-funded
acquisitions, and (4) Moody's-adjusted debt to EBITDA remains
materially above 6x.

Moody's would consider stabilizing the outlook if (1) Kloeckner's
cash generation remains positive and supports the company's
liquidity profile; (2) the company sees stabilization of its
profitability based on more stable steel prices and positive
market conditions in both Europe and North America, while being
able to leverage on the improved cost base; and (3) the company
continues to display ample covenant headroom on financial
covenants.

Kloeckner & Co. SE. is a leading mill-independent multi-metal
distributor and one of the leading steel service center companies
worldwide with strong market positions in Europe and the
Americas. The company operates around 220 warehouses in 15
countries. In 2014, Kloeckner had revenues of EUR6.5 billion.



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I R E L A N D
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AVOCA CLO VI: S&P Raises Rating on Class E Notes to BB-
-------------------------------------------------------
Standard & Poor's Ratings Services raised its credit ratings on
Avoca CLO VI PLC's class A1, A2, B def, C def, D def, E def, F
def, and R combination notes.

The upgrades follow S&P's assessment of the transaction's
performance using data from the Oct. 7, 2015 trustee report.

Avoca CLO VI's senior notes have been amortizing since the end of
its reinvestment period in January 2013.  Since S&P's May 23,
2014, review, the aggregate collateral balance has decreased by
approximately 49.0% to EUR223.29 million from EUR437.72 million.

"We subjected the capital structure to a cash flow analysis to
determine the break-even default rate (BDR) for each rated class
at each rating level.  The BDR represents our estimate of the
maximum level of gross defaults, based on our stress assumptions,
that a tranche can withstand and still fully repay the
noteholders.  In our analysis, we used the portfolio balance that
we consider to be performing (EUR206,287,648), the current
weighted-average spread (3.55%), the principal cash balance
(EUR17,002,109), and the weighted-average recovery rates
calculated in line with our corporate collateralized debt
obligations (CDOs) criteria.  We applied various cash flow
stresses, using our standard default patterns, in conjunction
with different interest rate and currency stress scenarios," S&P
said.

"The available credit enhancement has increased for all of the
rated classes of notes due to the transaction's structural
deleveraging post its re-investment period.  The class A1 notes,
which are the senior most class of notes outstanding, have
amortized by EUR213.64 million since our previous review and
currently have a note factor of 13.84%.  The increased credit
enhancement is the main rating driver for today's upgrades," S&P
noted.

The weighted-average spread earned on the assets has decreased to
355 basis points (bps) from 387 bps since S&P's previous review.
At the same time, the number of distinct obligors in the
portfolio has reduced to 41 from 64 over the same period due to
asset repayments.  The top 10 largest obligors account for 46.16%
of the portfolio.

S&P has observed that the proportion of assets rated in the 'CCC'
category ('CCC+', 'CCC', or 'CCC-') has decreased since its
previous review.  There are currently no defaulted assets in the
portfolio, compared with 2.73% in S&P's previous review.  The par
coverage tests comply with the documented required triggers.

Avoca CLO VI has entered into asset swap agreements with two
counterparties, Credit Suisse International and JPMorgan Chase
Bank N.A. to hedge any resultant currency risk from non-euro
denominated assets (8.19% of the portfolio balance).  The
documented downgrade provisions in these asset swap contracts do
not fully comply with our current counterparty criteria.  S&P has
therefore applied currency stresses on these non-euro assets to
test the effect on the class A1, A2, B def, C def, and D def
ratings (rated above the ratings on these counterparties) if
either counterparty failed to perform.

S&P has also applied its nonsovereign ratings criteria.  S&P has
considered the transaction's exposure to sovereign risk because
some of the portfolio's assets -- 11.80% of the transaction's
aggregate collateral balance -- are based in Spain and Italy.  In
'AAA' rating scenarios, S&P has limited credit to 10% of the
transaction's collateral balance, to correspond to assets based
in these sovereigns in S&P's calculation of the aggregate
collateral balance.

In S&P's opinion, the increased available credit enhancement for
the rated notes is now commensurate with higher ratings than
those previously assigned.  S&P has therefore raised its ratings
on all classes of rated notes in the transaction.

Avoca CLO VI is a cash flow collateralized loan obligation (CLO)
transaction that securitizes loans granted to primarily
speculative-grade corporate firms.  The transaction closed in
November 2006 and KKR Credit Advisors is the collateral manager.
S&P's ratings on the class A1 and A2 notes address the timely
payment of interest and the ultimate payment of principal.  S&P's
ratings on the class B to E def notes and R combination notes
address the ultimate payment of principal and interest.

RATINGS LIST

Class             Rating
             To             From

Avoca CLO VI PLC
EUR558.3 Million Floating-Rate Notes

Ratings Raised

A1           AAA (sf)       AA+ (sf)
A2           AAA (sf)       AA+ (sf)
B def        AAA (sf)       A+ (sf)
C def        AA+ (sf)       BBB+ (sf)
D def        A+ (sf)        BB+ (sf)
E def        BB- (sf)       B- (sf)
F def        B+ (sf)        CCC (sf)
R Combo      BBB+ (sf)      B- (sf)


AVOCA CLO XV: S&P Assigns 'B-' Rating to Class F Notes
------------------------------------------------------
Standard & Poor's Ratings Services assigned its credit ratings to
Avoca CLO XV Ltd.'s floating- and fixed-rate class A-1, A-2, B-1,
B-2, C, D, E, and F notes.  At closing, Avoca CLO XV also issued
two unrated subordinated classes of notes.

Avoca CLO XV is a European cash flow collateralized loan
obligation (CLO), securitizing a portfolio of primarily senior
secured euro-denominated leveraged loans and bonds issued by
European borrowers.  KKR Credit Advisers (Ireland) is the
collateral manager.

Under the transaction documents, the rated notes pay quarterly
interest unless there is a frequency switch event.  Following
this, the notes permanently switch to semiannual payment.  The
portfolio's reinvestment period ends approximately four years
after closing, and the portfolio's maximum weighted-average life
is eight years after closing.

S&P's ratings reflect its assessment of the collateral
portfolio's credit quality, which has a weighted-average 'B+'
rating.  S&P considers that the portfolio at closing is well-
diversified, primarily comprising broadly syndicated speculative-
grade senior secured term loans and senior secured bonds.
Therefore, S&P has conducted its credit and cash flow analysis by
applying its criteria for corporate cash flow collateralized debt
obligations.

In S&P's cash flow analysis, it used the target par amount of
EUR500 million, the covenanted weighted-average spread (4.0%),
the covenanted weighted-average coupon (5.6%), and the covenanted
weighted-average recovery rates at each rating level.  S&P
applied various cash flow stress scenarios, using four different
default patterns, in conjunction with different interest rate
stress scenarios for each liability rating category.

In S&P's analysis, it considered that the transaction documents'
replacement and remedy mechanisms adequately mitigate the
transaction's exposure to counterparty risk under S&P's current
counterparty criteria.  The Bank of New York Mellon, London
Branch is the bank account provider and custodian.

Following the application of S&P's nonsovereign ratings criteria,
it considers that the transaction's exposure to country risk is
sufficiently mitigated at the assigned rating levels.  This is
because the concentration of the pool comprising assets in
countries rated lower than 'A-' is limited to 10% of the
aggregate collateral balance.

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

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

Avoca CLO XV Ltd.

EUR516.8 Million Senior Secured Floating- and Fixed-Rate Notes
and Subordinated Notes

Class                 Rating            Amount
                                      (mil. EUR)

A-1                   AAA (sf)            5.00
A-2                   AAA (sf)          291.20
B-1                   AA (sf)            10.00
B-2                   AA (sf)            49.40
C                     A (sf)             30.70
D                     BBB (sf)           27.10
E                     BB (sf)            34.00
F                     B- (sf)            16.30
M-1                   NR                 24.60
M-2                   NR                 28.50

NR--Not rated.


KBC BANK: Moody's Affirmed 'Ba1' Senior Unsecured Debt Ratings
--------------------------------------------------------------
Moody's Investors Service affirmed KBC Bank Ireland PLC's (KBCI)
long-term deposit and senior unsecured debt ratings at Ba1. The
outlook on the ratings was changed to stable from negative. The
rating agency also affirmed the bank's standalone baseline credit
assessment (BCA) and adjusted BCA at b3 and ba1, respectively.
Additionally, Moody's affirmed KBCI's Counterparty Risk
Assessment (CR Assessment) at Baa1(cr)/P-2(cr). The bank's short-
term deposit ratings were affirmed at Not-Prime. Finally, Moody's
affirmed KBCI's Backed Commercial Paper ratings at Prime-1.

This rating action reflects the stabilization of the bank's
credit fundamentals, ongoing support from the parent, KBC Group
NV, as well as the results of Moody's Advanced Loss Given Failure
(LGF) analysis.

RATINGS RATIONALE

-- RATIONALE FOR THE BCA AND THE ADJUSTED BCA

KBCI's b3 BCA continues to reflect the bank's (1) very weak asset
quality with a problem loan ratio at approximately 50%, which
remains significantly higher than peers; (2) ongoing losses,
albeit declining thanks to an improving operating environment (3)
reliance on KBC Group NV for funding.

KBCI's weak asset risk metrics remain the bank's main credit
challenge. KBC Group reports an impaired loan ratio of 50% for
its Irish subsidiary as of June 2015, which is much higher than
that of KBCI's rated Irish and European peers.

The bank continues to be loss-making, although the size of the
reported losses is declining. The KBC Group's Irish business
reported a loss before tax of EUR5 million in the first half of
2015 compared to a loss before tax of EUR112 million in the same
period of 2014. The improvement was driven by both strengthening
net interest income (increase of 43% year-on-year in H1 2015) and
significant reductions in impairment charges (down by 79%).
Moody's expects gradual improvements in KBCI's profitability
driven by the positive operating environment in Ireland.

KBCI still relies very heavily on its parent for funding,
representing 58% of the bank's tangible banking assets as of
December 2014. However, the bank has made significant progress in
increasing funding from customer deposits (up to EUR4.2 billion
as of December 2014 from EUR3.5 billion as of December 2013).
While Moody's considers the lack of funding independence as a
relative weakness, parental funding is also deemed to be less
confidence-sensitive than other types of wholesale funding.

KBCI's Adjusted BCA of Ba1 is based on Moody's assessment of the
very high probability of ongoing parental support from Belgium's
KBC Bank NV (A2 positive -- Deposit Rating, baa2 - BCA) which
leads to a five-notch uplift from its b3 baseline credit
assessment. This assessment is supported by the very substantial
capital injections that KBC Group has provided to KBCI over the
past few years, and the ongoing funding that it provides.

-- RATIONALE FOR THE DEPOSIT AND SENIOR DEBT RATINGS

The affirmation of KBCI's long-term deposit and senior unsecured
debt ratings at Ba1 and the affirmation of the short-term deposit
ratings at Not-Prime are based on the bank's adjusted BCA and the
results of Moody's Advanced LGF analysis.

KBCI is subject to an Operational Resolution Regime through
Ireland's implementation of the EU Bank Resolution and Recovery
Directive (BRRD), and Moody's therefore applies its Advanced LGF
analysis. The following standard assumptions are made: residual
tangible common equity of 3% and losses post-failure of 8% of
tangible banking assets, a 25% run-off in "junior" wholesale
deposits, a 5% run-off in preferred deposits, and a 25%
probability to deposits being preferred to senior unsecured debt.
In addition, according to its public filed accounts, Moody's
calculates the proportion of deposits considered junior at 19% of
the bank's total deposits.

KBCI' deposits and senior unsecured debt are likely to face
moderate loss-given-failure driven by: (1) the modest amount of
junior deposits and outstanding third-party senior unsecured
debt, and (2) the absence of junior debt instruments in the
liability structure which would otherwise provide cushion for
deposits and senior unsecured debt in loss absorption. This
results in a Preliminary Rating Assessment (PRA) of ba1 for both
deposits and senior unsecured debt, in line with the Adjusted
BCA.

-- RATIONALE FOR THE CR ASSESSMENT

As part of today's action, Moody's also affirmed a Baa1(cr)/P-
2(cr) CR Assessment to KBCI, three notches above the adjusted BCA
of ba1. The CR Assessment is driven by the banks' standalone
assessment, support provided by the parent and by the presence of
bail-in-able deposits and debt in the liability structure which
will likely shield counterparty obligations from losses.

The CR Assessment, which is not a rating, reflects an issuer's
probability of defaulting on certain bank operating liabilities,
such as covered bonds, derivatives, letters of credit and other
contractual commitments. In assigning the CR Assessment, Moody's
evaluates the issuer's standalone strength and the likelihood,
should the need arise, of affiliate and government support, as
well as the anticipated seniority of counterparty obligations
under Moody's Advanced LGF framework. The CR Assessment also
assumes that authorities will likely take steps to preserve the
continuity of a bank's key operations, maintain payment flows,
and avoid contagion should the bank enter a resolution.

-- RATIONALE FOR THE STABLE OUTLOOK

The change in the outlook on the deposit and senior unsecured
debt ratings to stable from negative reflects Moody's expectation
that KBCI's credit fundamentals will continue to stabilize albeit
from a weak level supported by the improving operating
environment.

WHAT COULD CHANGE THE RATINGS UP / DOWN

The BCA could be upgraded if KBCI achieves a sizable decline in
the absolute level of problem loans, while making further
progress in improving profitability and funding structure. A
positive change in the bank's BCA would likely be accompanied by
a re-assessment of potential support from the group and would not
necessarily lead to an upgrade in the bank's Adjusted BCA or its
ratings.

The bank's BCA could be downgraded as a result of unexpected
losses, a failure to return to profitability, or a deterioration
in capital. A downward movement in KBCI's BCA would likely result
in downgrades of all ratings. A negative change in instrument
ratings could also come from an indication of weakening ties, for
example a reduction of funding inter linkages, between KBC Bank
N.V. and KBCI, which may result in lower affiliate support
assumptions.


OAK HILL IV: Moody's Assigns (P)B2(sf) Rating to Class F Notes
--------------------------------------------------------------
Moody's Investors Service announced that it has assigned the
following provisional ratings to notes to be issued by Oak Hill
European Credit Partners IV Designated Activity Company (the
"Issuer" or "Oak Hill IV"):

-- EUR122,200,000 Class A-1A Senior Secured Floating Rate Notes
    due 2030, Assigned (P)Aaa (sf)

-- EUR105,300,000 Class A-1B Senior Secured Floating Rate Notes
    due 2030, Assigned (P)Aaa (sf)

-- EUR5,300,000 Class A-2 Senior Secured Fixed Rate Notes due
    2030, Assigned (P)Aaa (sf)

-- EUR37,800,000 Class B-1 Senior Secured Floating Rate Notes
    due 2030, Assigned (P)Aa2 (sf)

-- EUR10,600,000 Class B-2 Senior Secured Fixed Rate Notes due
    2030, Assigned (P)Aa2 (sf)

-- EUR23,600,000 Class C Senior Secured Deferrable Floating Rate
    Notes due 2030, Assigned (P)A2 (sf)

-- EUR20,400,000 Class D Senior Secured Deferrable Floating Rate
    Notes due 2030, Assigned (P)Baa2 (sf)

-- EUR31,600,000 Class E Senior Secured Deferrable Floating Rate
    Notes due 2030, Assigned (P)Ba2 (sf)

-- EUR12,000,000 Class F Senior Secured Deferrable Floating Rate
    Notes due 2030, Assigned (P)B2 (sf)

Moody's issues provisional ratings in advance of the final sale
of financial instruments, but these ratings only represent
Moody's preliminary credit opinions. Upon a conclusive review of
a transaction and associated documentation, Moody's will endeavor
to assign definitive ratings. A definitive rating (if any) may
differ from a provisional rating.

RATINGS RATIONALE

Moody's provisional rating of the rated notes addresses the
expected loss posed to noteholders by legal final maturity of the
notes in 2030. The provisional ratings reflect the risks due to
defaults on the underlying portfolio of loans given the
characteristics and eligibility criteria of the constituent
assets, the relevant portfolio tests and covenants as well as the
transaction's capital and legal structure. Furthermore, Moody's
is of the opinion that the Collateral Manager, Oak Hill Advisors
(Europe), LLP ("Oak Hill"), has sufficient experience and
operational capacity and is capable of managing this CLO.

Oak Hill IV is a managed cash flow CLO. At least 90% of the
portfolio must consist of secured senior loans or senior secured
bonds and up to 10% of the portfolio may consist of unsecured
senior loans, second-lien loans, high yield bonds and mezzanine
loans. The portfolio is expected to be approximately 70% ramped
up as of the closing date and to be comprised predominantly of
corporate loans to obligors domiciled in Western Europe. The
remainder of the portfolio will be acquired during the seven
month ramp-up period in compliance with the portfolio guidelines.

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

In addition to the nine classes of notes rated by Moody's, the
Issuer will issue EUR47,000,000 of subordinated notes. Moody's
has not assigned rating to this class of notes.

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

Loss and Cash Flow Analysis:

Moody's modeled the transaction using CDOEdge, a cash flow model
based on the Binomial Expansion Technique, as described in
Section 2.3 of the "Moody's Global Approach to Rating
Collateralized Loan Obligations" rating methodology published in
September 2015. The cash flow model evaluates all default
scenarios that are then weighted considering the probabilities of
the binomial distribution assumed for the portfolio default rate.
In each default scenario, the corresponding loss for each class
of notes is calculated given the incoming cash flows from the
assets and the outgoing payments to third parties and
noteholders. Therefore, the expected loss or EL for each tranche
is the sum product of (i) the probability of occurrence of each
default scenario and (ii) the loss derived from the cash flow
model in each default scenario for each tranche.

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

Par Amount: EUR400,000,000

Diversity Score: 35

Weighted Average Rating Factor (WARF): 2750

Weighted Average Spread (WAS): 4.10%

Weighted Average Coupon (WAC): 5.00%

Weighted Average Recovery Rate (WARR): 40.00%

Weighted Average Life (WAL): 8 years

As part of the base case, Moody's has addressed the potential
exposure to obligors domiciled in countries with local currency
country risk ceiling (LCC) of A1 or below. As per the portfolio
constraints, exposures to countries with local currency country
risk ceiling rating of between A1 to A3 cannot exceed 10%.
Following the effective date, and given these portfolio
constraints and the current sovereign ratings of eligible
countries, the total exposure to countries with a LCC of A1 or
below may not exceed 10% of the total portfolio. The remainder of
the pool will be domiciled in countries which currently have a
LCC of Aa3 and above. Given this portfolio composition, the model
was run without the need to apply portfolio haircuts as further
described in the methodology.

Stress Scenarios:

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

Percentage Change in WARF: WARF + 15% (to 3163 from 2750)

Ratings Impact in Rating Notches:

Class A-1A Senior Secured Floating Rate Notes: 0

Class A-1B Senior Secured Floating Rate Notes: 0

Class A-2 Senior Secured Fixed Rate Notes: 0

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

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

Class C Senior Secured Deferrable Floating Rate Notes: -2

Class D Senior Secured Deferrable Floating Rate Notes: -2

Class E Senior Secured Deferrable Floating Rate Notes: -1

Class F Senior Secured Deferrable Floating Rate Notes: -2

Percentage Change in WARF: WARF +30% (to 3575 from 2750)

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

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

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

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

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

Class C Senior Secured Deferrable Floating Rate Notes: -4

Class D Senior Secured Deferrable Floating Rate Notes: -3

Class E Senior Secured Deferrable Floating Rate Notes: -2

Class F Senior Secured Deferrable Floating Rate Notes: -3

Methodology Underlying the Rating Action:


WHITE TOWER 2007-1: S&P Lowers 4 Ratings to D, Then Withdraws
-------------------------------------------------------------
Standard & Poor's Ratings Services withdrew its credit rating on
White Tower Europe 2007-1 PLC's class A notes.  At the same time,
S&P has lowered to 'D (sf)' from 'CCC- (sf)' its ratings on the
class B to E notes.  S&P has subsequently withdrawn, effective in
30 days' time, its ratings on these four classes of notes.

The rating actions reflect the issuer's failure to repay in full
the remaining note principal balance of the class B to E notes on
the Oct. 7, 2015 legal final maturity date.

White Tower Europe 2007-1 closed in May 2007 and was initially
secured by six office, leisure and retail, and residential loans
in Germany, France, and Spain.

THE LOAN

The Heron City loan, with a securitized loan outstanding balance
of EUR105.7 million, was the sole remaining loan in the
transaction.  The loan entered special servicing in June 2011.
The loan was secured by a leisure and retail center in Barcelona.

On July 15, 2015, the borrower sold the Heron City shopping
center property to a third party through a combination of a sale
of the shares in the Spanish loan borrower and a transfer of the
mortgage certificate from the issuer to the buyer.

Of the EUR41,740,450 net sale proceeds and additional payment of
EUR269,000 from the borrower, the issuer used EUR41,392,231 to
fully repay the class A notes and only a portion of the class B
notes.

RATING ACTIONS

S&P's ratings in White Tower Europe 2007-1 address the timely
payment of interest and repayment of principal no later than the
Oct. 7, 2015 legal final maturity date.

On Oct. 7, 2015, the issuer repaid the class A notes, but did not
fully repay the class B to E notes.  S&P has therefore withdrawn
its rating on the class A notes.

At the same time, S&P has lowered to 'D (sf)' from 'CCC- (sf)'
its ratings on the class B to E notes in accordance with its
criteria.

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

RATINGS LIST

White Tower Europe 2007-1 PLC
EUR349.55 mil commercial mortgage-backed variable- and
floating-rate notes

                                   Rating         Rating
Class      Identifier              To             From
A          XS0300055620            NR             B- (sf)
B          XS0300056198            D (sf)         CCC- (sf)
C          XS0300056271            D (sf)         CCC- (sf)
D          XS0300056354            D (sf)         CCC- (sf)
E          XS0300056511            D (sf)         CCC- (sf)

NR--Not rated.



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


KASPI BANK: Moody's Lowers Senior Unsecured Debt Ratings to B2
--------------------------------------------------------------
Moody's Investors Service downgraded Kaspi Bank's senior
unsecured local- and foreign-currency debt ratings to B2 from B1
and downgraded the bank's Baseline Credit Assessment (BCA) to b2
from b1. Concurrently, Moody downgraded the bank's subordinated
local-currency debt rating to B3 from B2 and the national scale
rating(NSR) to Ba3.kz from Ba2.kz. Moody's also affirmed Kaspi
Bank's B1/Not Prime deposit ratings. The outlook on Kaspi Bank's
long-term global scale senior unsecured ratings remains negative,
while the outlook on the long-term global scale deposit ratings
was changed to negative from stable. Moody's has also withdrawn
(for business reasons) the outlook on the bank's subordinated
debt.


RATINGS RATIONALE

-- BCA AND DEBT RATINGS

As detailed below, the three key drivers for the downgrade of
Kaspi Bank's BCA and debt ratings are (1) the bank's weakening
asset quality; (2) the substantial decline in loan loss reserve
coverage; and (3) the deteriorating operating environment in
Kazakhstan.

-- Firstly, in accordance with the bank's most recent audited
IFRS statement, the share of unsecured consumer loans (including
credit cards and point-of-sale loans) increased to 71.9% of gross
loans as at year-end 2014 (year-end 2013: 67.6%; year-end 2012:
56.5%). Moreover, 'past due' loans climbed to 24.5% of gross
loans at year-end 2014 (year-end 2013:21.7%; year-end 2012:
18.2%). In Moody's view, this performance indicates the increased
fragility of the bank's assets.

  -- Secondly, although Kaspi Bank's capital adequacy and
profitability remained healthy in recent years, the coverage of
overdue loans by loan loss reserves declined significantly in
2012-14. As at year-end 2014, the bank's coverage of 'past due'
loans by loan loss reserves stood at 44.6% (year-end 2013:
62.1%; ear-end 2012: 81.8%), while the coverage of loans overdue
more than 90 days was at 94.7% (year-end 2013: 110.8%; year-end
2012: 113.1%).

  -- Thirdly, Moody's observes the deteriorating operating
environment in Kazakhstan where 100% of Kaspi Bank's operations
are concentrated. The rating agency expects Kaspi Bank's
financial metrics to further weaken in the next 12 to 18 months
that is now also reflected in the negative outlook on the bank's
deposit ratings. Moody's forecasts a deceleration in real GDP
growth to 1.5% in 2015, from 4.3% in 2014 and 6.0% in 2013. This
weaker trend will impair credit demand from creditworthy
customers, and, along with an increasingly competitive domestic
environment, will lead to lower levels of origination and a
weaker asset quality performance. Moody's also notes the recent
substantial increase in interest rates, caused by reduced
availability of Kazakhstan-tenge-denominated funding in the
banking sector, that will negatively weigh on the bank's funding
costs and profitability.

As a result of the above-mentioned developments, Moody's
downgraded the BCA of Kaspi Bank to b2 from b1, and downgraded
the bank's debt ratings by one notch. Moody's notes that Kazakh
banks' debt ratings, including those of Kaspi Bank, do not
incorporate any government support given Kazakh authorities'
recent track record for bailing in creditors in the event of
large bank failures.

-- DEPOSIT RATINGS

The downgrade of Kaspi Bank's BCA had no impact on its B1 deposit
ratings because Moody's revised its government support
assumptions to 'moderate' (formerly 'low') for the bank's
deposits. This decision captures Kaspi Bank's increased market
share in deposits over recent years which is indicative of the
bank's increased systemic importance. According to the National
Bank of Kazakhstan, Kaspi Bank held a 9.4% market share in retail
deposits and a 6.2% share in total deposits as at year-end 2014
(year-end 2010: 6.8% and 3.7%, respectively). Given Kaspi Bank's
increased systemic importance, Moody's incorporates one notch of
systemic support into the bank's deposit ratings, thus
positioning these ratings one notch above the bank's BCA of b2.

WHAT COULD CHANGE THE RATING DOWN/UP

Kaspi Bank's long-term debt and deposit ratings could be
downgraded as a result of any deterioration in its solvency
metrics, i.e. asset quality, profitability and capital adequacy.

Moody's may upgrade Kaspi Bank's long-term ratings in the event
of any substantial improvement in the operating environment and
on evidence of improvement in the bank's asset quality profile,
albeit a scenario that -- in Moody's view -- has low likelihood
in the next 12 to 18 months.



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


RHODIUM 1: Moody's Affirms 'Caa2(sf)' Ratings on Cl. D Notes
------------------------------------------------------------
Moody's Investors Service has upgraded the ratings on the
following notes issued by Rhodium 1 B.V.:

-- EUR23.8 million (Current balance outstanding: approx.
    EUR4.47M) B Notes, Upgraded to Aaa (sf); previously on Feb
25,
    2015 Upgraded to Aa1 (sf)

-- EUR18.6 million C Notes, Upgraded to Aa3 (sf); previously on
    Feb 25, 2015 Upgraded to A3 (sf)

Moody's also affirmed the ratings on the following notes issued
by Rhodium 1 B.V.:

-- EUR12.5 million (Current balance outstanding: approx.
EUR9.5M)
    D Notes, Affirmed Caa2 (sf); previously on Feb 25, 2015
    Upgraded to Caa2 (sf)

This transaction is a static cash CDO of European Structured
Finance ("SF") assets, including exposure to 93.4% of RMBS and
6.6% of CLO.

RATINGS RATIONALE

The rating actions on the notes are result of the material
improvement in the credit quality of the underlying collateral
and deleveraging of Class B notes.

Since the last rating action in February 2015, around 50% of
assets in the asset pool have been upgraded with the magnitude of
upgrades being on average 2.5 notches.

Class B has amortized by EUR4.37 million (or 18.8% of the initial
balance), from EUR8.84 million as of the January 2015 report, to
EUR4.5 million as of the September 2015 report which is also used
for this rating action. As a result of this deleveraging, the
over-collateralization ratios have increased. As of the latest
trustee report dated September 30, 2015, the Class A/B/C and D
overcollateralization ratios are 154.85% and 109.65%,
respectively, versus January 2015 levels of 144.77% and 106.8%.

Methodology Underlying the Rating Action:

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

In the process of determining the final rating, Moody's took into
account the results of a number of sensitivity analyses:

(1) Large Exposures Stress Test - Moody's considered a model run
where the ratings of the two biggest exposures constituting 31.4%
of the pool were notched down by two notches. The model output
for this run differs from the base run by 1 notch.

(2) Weighted average spread (WAS) Sensitivity - Moody's
considered a model run where the WAS generated by the collateral
was reduced to 1.5% from the 2.06%. Given the repayment feature
on Class D, which is based on available excess spread, Moody's
has also run scenarios testing sensitivity to various amounts of
excess spread available. The model output for these runs differs
from the base run by 1 notch.

This transaction is subject to a high level of macroeconomic
uncertainty, which could negatively affect the ratings on the
notes, in light of 1) uncertainty about credit conditions in the
general economy 2) divergence in the legal interpretation of CDO
documentation by different transactional parties due to or
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 prepayment levels or collateral sales by
    the collateral manager. Fast amortization would usually
    benefit the ratings of the notes beginning with the notes
    having the highest prepayment priority.

-- 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.
    Recoveries 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.



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


INTERNATIONAL FINC'L: Moody's Cuts LT Deposit Ratings to B3
-----------------------------------------------------------
Moody's Investors Service downgraded the long-term local- and
foreign-currency deposit ratings of International Financial Club
to B3 from B2. The bank's short-term local-currency and foreign-
currency deposit ratings were affirmed at Not-Prime.
Concurrently, Moody's downgraded International Financial Club's
baseline credit assessment (BCA) and adjusted BCA to b3 from b2.
Moody's has also downgraded International Financial Club's long-
term Counterparty Risk Assessment (CR Assessment) to B2(cr) from
B1(cr) and affirmed the bank's short-term CR Assessment of Not-
Prime(cr). The outlook on the bank's long-term deposit ratings is
negative.

Moody's assessment of International Financial Club's ratings is
primarily based on the bank's financial statements for 2014 and
H1 2015 prepared under International Financial Reporting
Standards (IFRS), its financial statements for 2015 year to date
prepared under local GAAP, as well as information received from
the bank.

RATINGS RATIONALE

The downgrade of International Financial Club's ratings reflects
ongoing deterioration in the bank's loan portfolio and the
increase in the bank's nominal leverage that triggered an
increase in single-name concentrations.

According to the bank's recent IFRS reports and information
received from the bank, at mid-2015, the share of the bank's
problem loans (defined as overdue corporate loans and retail
loans overdue by more than 90 days) increased to 6.2% of total
gross loans from 4.3% reported at year-end 2014 and 1.7% at year-
end 2013. Moreover, Moody's sees a very high likelihood that
problem loans will increase to above 10% of gross loans after one
of the bank's largest borrowers filed for bankruptcy. Moody's
notes that along with the increased share of problem loans, the
coverage of problem loans by IFRS loan loss reserves (LLR)
dropped to 26% (standalone data) at mid-2015 from 46% at year-end
2014, a low level necessitating further build-up.

Moody's notes that, although International Financial Club's
statutory Tier 1 capital adequacy ratio (N1.2) of 7.2% and total
capital adequacy ratio (N1.0) of 14.24% (reported on October 1,
2015), exceeded the regulatory minimum, these metrics would drop
if the bank were to make more conservative loan loss provisions.

Moody's also notes that International Financial Club's nominal
leverage and single-name concentrations have substantially
increased in recent years. Many of the bank's largest credit
exposures are denominated in US dollars and were revalued along
with the weakening of the local currency. As a result, the bank's
equity as per local GAAP declined to 3.6% of total assets at end-
September 2015 from 9.3% reported at year-end 2013. The
revaluation of the largest credit exposures (many of these are
investments in Eurobonds of Russian issuers) in comparison to
regulatory Tier 1 capital (mostly remained unchanged in ruble
terms) has also substantially increased single-name concentration
risks and decreased tolerance to absorb negative market risk
fluctuations.

WHAT COULD MOVE THE RATINGS DOWN/UP

International Financial Club's deposit ratings have low upside
potential in the next 12 to 18 months, given the negative outlook
currently assigned to these ratings. However, Moody's could
revise the outlook on the bank's long-term ratings to stable if
the bank demonstrates sustainable improvements in its asset
quality and capital adequacy metrics, while simultaneously
maintaining adequate LLR/capital buffer and a stable liquidity
profile.

The rating agency might downgrade International Financial Club's
ratings if the deterioration in its asset quality and/or
profitability protracts into the long term and if these negative
trends are not sufficiently covered by a LLR buffer and/or
capital injections from the shareholder. A deterioration of the
bank's liquidity profile may become another factor negatively
affecting International Financial Club's ratings.


MTS BANK: Moody's Lowers Long-Term Deposit Ratings to 'B3'
----------------------------------------------------------
Moody's Investors Service downgraded the long-term local- and
foreign-currency deposit ratings of MTS Bank PJSC to B3 from B2;
the outlook on the ratings is negative. At the same time, Moody's
has downgraded the bank's baseline credit assessment (BCA) to
caa1 from b3 and the adjusted BCA to b3 from b2. The rating
agency has also downgraded MTS Bank's subordinated debt rating to
Caa1 from B3, and its long-term Counterparty Risk (CR) assessment
to B2(cr) from B1(cr). The Not-Prime local- and foreign-currency
short-term deposit ratings, as well as the Not-Prime(cr) short-
term CR assessment, have been affirmed.

Moody's assessment of MTS Bank's ratings is based primarily on
the bank's audited financial statements for 2014, unaudited
financial statements for the first half of 2015 prepared under
IFRS, unaudited financial statements for 2015 year-to-date
prepared under local GAAP, as well as information received from
the bank.

RATINGS RATIONALE

The downgrade of MTS Bank's BCA to caa1 from b3 reflects its weak
standalone financial metrics and insufficient loss-absorption
capacity without external support from the bank's shareholders.

MTS Bank's asset quality is weak with problem loans (defined as
individually impaired corporate loans and overdue more than 90
days retail loans) at 31% of the gross portfolio as at year --
end 2014 (2013: 18%). There is evidence of further loan book
quality deterioration as the bank recorded a higher-than-system
average cost of risk (measured by annualized loan loss
provisions-to-average gross loans ratio) of 8.7% in January-June
2015.

Furthermore, challenging credit conditions in Russia and
significant borrower concentrations in the banks' loan book
further elevate the risk to their asset quality. This risk has
recently materialized with the failure of Transaero -- Russia's
second largest airline and one of the bank's largest borrowers.
The Transaero loan accounted for 14% of the bank's Tier 1 capital
as of mid-2015. Given the uncollateralized nature of the loan and
the fact that Transaero has filed for bankruptcy, Moody's
estimates the bank's final losses on this exposure to be close to
100%.

MTS Bank's earning capacity is weak, as evidenced by net losses
both in 2014 and H1 2015. The bank's revenue generation is
suppressed by the decreased proportion of performing loans and
the increased cost of funding following money market disruption
in late 2014 -- early 2015; while bottom-line results are
pressured by elevated credit costs and weak efficiency.
Annualized H1 2015 losses wiped 22% of the bank's capital
available at the beginning of the year. Moody's has doubts about
the bank's ability to generate sufficient recurring revenues to
fully cover credit losses and operating expenses in 2015 and
expects the bank to record further losses in H2 2015, which are
likely to be covered by capital injections from its shareholders.

The downgrade of MTS Bank's deposit ratings to B3 is driven by
the downgrade of the bank's BCA to caa1, while the negative
outlook reflects Moody's expectation of ongoing deterioration of
the bank's asset quality. At the same time, the B3 ratings
incorporate a one-notch uplift from the bank's BCA based on
Moody's assessment of moderate likelihood of support to MTS Bank
from its controlling shareholder, Sistema JSFC (corporate family
rating B1, positive).

The assessment is based on a strong track record of capital
support. In 2014, MTS Bank received RUB18 billion Tier 1 capital
(or 78% of total capital as at year-end 2013), which was
supplemented by another EUR17 million injected into MTS Bank's
Luxemburg subsidiary East-West United Bank S.A. and a
subordinated loan of EUR33 million. Moody's support
considerations also take into account the fact that MTS Bank
shares brand name and reputational risks with its minority
shareholder Mobile TeleSystems PJSC (MTS, corporate family rating
Ba1, negative, controls 26% of MTS Bank), and close business
links between these companies.

WHAT COULD CHANGE THE RATING UP/DOWN

A ratings upgrade on MTS Bank is unlikely within the next 12
months because of the negative outlook. Moody's would consider
changing the outlook to stable with the potential for rating
upside if there are improvements in the operating environment
and/or strengthening in MTS Bank's financial profile -- including
improvement in asset quality and core profitability.

Moody's could downgrade the bank's ratings if it observes further
weakening of its standalone credit profile, including material
impairment of its loan book or prolonged negative profitability,
affecting the bank's capitalization and/or liquidity position.
Signs of weaker ties between the bank and its shareholders would
also be negative for the supported ratings.


NOVIKOMBANK JSCB: Moody's Cuts Long-Term Deposit Ratings to B2
--------------------------------------------------------------
Moody's Investors Service downgraded the long-term local- and
foreign-currency deposit and local-currency debt ratings of
Novikombank JSCB to B2 from B1. Moody's has affirmed the bank's
short-term local- and foreign-currency deposit ratings at Not-
Prime. Concurrently, Moody's has downgraded Novikombank's
baseline credit assessment (BCA) and adjusted BCA to b3 from b2.
Moody's has also downgraded the bank's long-term Counterparty
Risk Assessment (CR Assessment) to B1(cr) from Ba3(cr) and
affirmed the bank's short-term CR Assessment of Not-Prime(cr).
The outlook on the bank's long-term deposit and debt ratings is
negative.

Moody's assessment of Novikombank's ratings is based primarily on
the bank's audited financial statements for 2014 and unaudited
financial statements for the first half of 2015 prepared under
IFRS, its unaudited financial statements for 2015 year-to-date
prepared under local GAAP, as well as information received from
the bank.

RATINGS RATIONALE

Moody's downgrade of the bank's BCA to b3 from b2 is driven by
Novikombank's weak solvency metrics, which have been eroded by a
high level of problem losses -- increased by the failure of
Transaero air company, one of the bank's largest borrowers, --
that are not fully covered by provisions, while the bank's
capital cushion can only absorb limited new credit losses in
absence of external support. The downgrade of the bank's debt and
deposit ratings to B2 from B1 reflects downgrade of its stand-
alone BCA. The bank's debt and deposit ratings of B2 incorporate
Moody's assessment of low systemic support due to Novikombank's
strategic importance to its core shareholder state-controlled
corporation Russian Technologies.

As at July 1, 2015, Novikombank reported problem loans at 10.8%
of its gross loan book (close to 10.5% as at year-end 2014),
which were well covered by respective provisions accounting for
8.2% of the gross portfolio or 76% of problem loans in accordance
with un-audited IFRS financials. We note, however, that the
bank's loan to distressed air carrier Transaero - amounting to
close to 50% of Novikombank's regulatory Tier 1 capital - was not
classified as a problem loan as at July 1, 2015. Given
uncollateralized nature of the loan and the fact that Transaero
has filed for bankruptcy, we estimate the bank's final losses on
this exposure to be close to 100%.

At the same time, Novikombank's core shareholder -- state
corporation Russian Technologies (RosTech, unrated) -- was
historically supportive to the bank. In June 2015, the bank
received RUB7.2 billion Tier 2 capital from the Deposit Insurance
Agency (DIA) backed by RosTech's commitment to inject RUB3.6
billion (or over 60% of the bank's exposure to Transaero) Tier 1
capital by year-end 2015. The deal was announced before the
"Transaero case" and aimed to open new lending opportunities for
Novikombank. The upcoming Tier 1 capital injection is likely to
ease regulatory risks, enabling the bank to allocate necessary
provisions and meet minimum capital requirements. However, the
support package could be insufficient to cover immediate credit
losses from existing problem loans and to protect the bank
against future credit losses.

WHAT COULD MOVE THE RATINGS DOWN/UP

Novikombank's deposit and debt ratings have low upside potential
in the next 12 to 18 months, given the negative outlook currently
assigned to these ratings. However, Moody's could revise the
outlook on the bank's long-term ratings to stable if the bank
demonstrates sustainable improvements in asset quality and
capital adequacy metrics.

The rating agency might downgrade Novikombank's ratings if the
bank fails to attract new capital sufficient to absorb credit
losses from its problem loans and/or if its currently performing
loan book delivers higher-than-expected credit costs, resulting
in further erosion of the bank's capital profile.



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


SRPSKA FABRIKA: Novoplast Files Bankruptcy Petition
---------------------------------------------------
SeeNews reports that Belgrade-based company Novoplast has filed a
petition with a court in the central town of Kragujvac for the
initiation of bankruptcy proceedings against Srpska Fabrika
Stakla over claims exceeding EUR1 million (US$1.09 million).

According to SeeNews, news daily Blic reported on Nov. 5 that
SFS's bank accounts have been blocked for a year now over a sum
of RSD520 million (US$4.7 million/EUR4.3 million).

SFS's total debt is even higher if overdue electricity and gas
bills, owed to energy utility EPS and gas monopoly Srbijagas, are
added up to the total amount, SeeNews says, citing Blic.

Paracin-based SFS, which cut its loss to RSD3.27 billion last
year from RSD13.7 billion in 2013, was taken over in 2012 by
international group Glass Industry, affiliated with runaway
Bulgarian businessman Tsvetan Vasilev, SeeNews recounts.

In August 2014, Mr. Vasilev was indicted by the Bulgarian
authorities on charges of embezzling large amounts from Corporate
Commercial Bank, which has since been declared bankrupt, and a
European warrant was issued for his arrest, SeeNews relates.

Srpska Fabrika Stakla is a Serbian glass maker.



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


IM TARJETAS: DBRS Confirms 'C(sf)' Rating on Class B Notes
----------------------------------------------------------
DBRS Ratings Limited confirmed its ratings on the following notes
(the Notes) issued by IM Tarjetas 1, FTA (the Issuer):

-- EUR840,000,000 Class A Notes: confirmed at A (sf)
-- EUR 160,000,000 Class B Notes: confirmed at C (sf)

The confirmation of the rating on the Notes is based upon the
following analytical considerations: -- Portfolio Performance, in
terms of delinquencies and defaults, as of the October 2015
payment date; -- No early amortization events have occurred; --
The capital structure has not changed; and -- The amendment
signed on October 30, 2015 extending the Accumulation Period and
the Legal Maturity Date for eighteen months. The Issuer is a
Spanish securitization of credit card receivables initially
originated and serviced by Citibank Espana S.A. The transaction
closed in November 2013 and in September 2014, after
Bancopopular-e, a wholly owned subsidiary of Banco Popular
Espanol, S.A., acquired Citibank Espana's retail business, and
the following amendments were made to the transaction:

-- Bancopopular-e replaced Citibank Espana S.A. as Originator
    and Servicer;

-- Banco Santander S.A. substituted Citibank International, PLC
    (Spanish Branch) as Treasury Account Bank and Paying Agent,
    and Citibank Espana S.A. as Reinvestment Account Bank; and

-- The existing guarantee provided by Citibank N.A. on the
    Servicer obligations was replaced by the Servicer Guarantee
    provided by Banco Popular Espanol, S.A. The transaction had a
    three-year Accumulation Period, ending on January 2016. The
    Issuer has extended it for another eighteen months.

Delinquencies have been stable since closing. As of October 2015,
one-to-30-days delinquencies and 30-to-60 days delinquencies were
at 2.36% and 1.15% of the collateral balance, respectively, while
60-to-90 days and >90 days delinquencies were at 0.99% and 1.73%,
respectively. The annualized portfolio yield is currently 21.80%,
and the Monthly Payment Rate (MPR) has been running between
12.47% and 15.43% over the life of the transaction and averaged
14.44% over the last twelve months. The annualized charge-off
rate has averaged 3.70% since closing and currently stands at
3.61%. The Class A Notes are supported by subordination of the
Class B Notes and excess spread, while the Class B Notes are
supported by excess spread only. Credit enhancements for the
Class A and B Notes have been stable at 16% and 0%, respectively,
since the initial rating in November 2012. The transaction
benefits from a Commingling Reserve that provides liquidity
shortfalls due to the insolvency of the Servicer. The Dilution
Reserve is available to protect against possible losses derived
from Credit Card Dilutions, such as merchandise disputes,
servicer rebates and fraud. The Commingling Reserve and the
Dilution Reserve are currently at the target level of EUR 8.825
million and EUR 10.625 million, respectively. Banco Santander
S.A. is the Account Bank for this transaction. The Senior
Unsecured Long-Term Debt & Deposit rating of Banco Santander S.A.
is "A."



===========
S W E D E N
===========


DOMETIC GROUP: S&P Puts 'B' CCR on CreditWatch Positive
-------------------------------------------------------
Standard & Poor's Ratings Services placed its 'B' long-term
corporate credit rating on Sweden-based leisure products
manufacturer, Dometic Group AB, on CreditWatch with positive
implications.

At the same time, S&P affirmed its 'CCC+' issue rating on
Dometic's EUR314 million PIK toggle notes due 2019.  The recovery
rating on these notes remains at '6', indicating S&P's recovery
expectations in the 0%-10% range in the event of a payment
default.  S&P has not placed the issue rating on CreditWatch
positive because it expects the notes to be redeemed upon
completion of the IPO.  S&P will revise its recovery assumptions
when it has further clarification on the group's future capital
structure.

"The CreditWatch placement follows Dometic's announcement that it
is seeking to raise new equity and that the current owner EQT is
to sell shares through an IPO on the Nasdaq Stockholm Exchange,
from which it expects to raise about SEK4.6 billion.  We expect
the company to use the net proceeds from the transaction for full
redemption of the PIK toggle notes and debt reduction.  If gross
proceeds reach SEK4.6 billion and Dometic repays the PIK toggle
notes and reduces debt, as it currently plans to do, we believe
this transaction could enhance the group's financial risk profile
and may lead to an upgrade.  This is because, if the IPO and the
associated debt reduction go to plan, we anticipate that debt
protection metrics will likely improve under our criteria.  This
could lead us to revise upward the financial risk profile of the
company by one or two categories, resulting in a higher anchor
than currently for the group," S&P said.

However, assuming that the IPO is successful, the overall rating
would also depend on the group's stated financial policy, post
the IPO.  In particular, a reduction in the share owned by a
financial sponsor could lead S&P to reassess the financial policy
modifier.

S&P intends to resolve the CreditWatch status as soon as it has
full details on a potential successful IPO, which should be
within 90 days, since Dometic anticipates that listing of the
shares will take place before year-end 2015.  S&P could raise its
ratings on Dometic by one or more notches after it completes its
review of the transaction.  S&P will assess the impact of any
debt reduction on Dometic's financial risk profile as well as
reviewing ownership structure, since reduced financial sponsor
ownership could in S&P's view de-risk the financial risk profile
of the company through more prudent financial policy.  However,
if Dometic does not complete the proposed IPO as currently
described, S&P would re-evaluate the CreditWatch and the ratings.



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


CITY LINK: Ex-Managing Director Says Job Losses Not Inevitable
--------------------------------------------------------------
Belfast Telegraph reports that David Smith, the former managing
director of City Link, has denied that job losses at the parcels
firm were inevitable in the days before it went into
administration on Christmas Eve.

Mr. Smith and two other former directors of the "hopelessly
insolvent" firm are standing trial accused of failing to notify
the Government of redundancies before 2,356 workers were sacked
on New Year's Eve, Belfast Telegraph discloses.

Giving evidence on the second day of the hearing at Coventry
Magistrates' Court, Mr. Smith, as cited by Belfast Telegraph,
said he believed a buyer could have been found for City Link, and
that he focused on providing a "soft landing" for the firm.

Answering questions from his counsel, Andrew Bodnar, Mr. Smith
told the trial that job losses were not a certainty after a board
meeting on Dec. 22, Belfast Telegraph relates.

Under questioning by prosecutor Paul Ozin, Mr. Smith disagreed
with the lawyer that redundancies had been "inevitable or near
inevitable" -- triggering the need to submit a two-page form to
the Business Secretary, Belfast Telegraph relays.

According to Belfast Telegraph, Mr. Smith told Mr. Ozin:

"Potentially there were other routes forward for the
administrators.

"We were aware it (redundancies) was an option. It's a likelihood
we didn't work through.

"It was very clear to me that there would be interest in the
company in administration.

"There was a clear and credible bid on the table for GBP18
million.  The business could have been sold -- subject to the
price consideration being right -- with no employees losing their
roles.

"It wasn't a certainty of insolvency."

                      About City Link

City Link Limited was a Coventry-based courier and parcels
delivery company.

Hunter Kelly, Charles King and Tom Lukic of Ernst & Young were
appointed Joint Administrators of City Link Limited and City Link
(Properties) No.1 Limited, on Dec. 24, 2014.


COOPLANDS: Could Face Legal Action From Unpaid Workers
------------------------------------------------------
The Star reports that workers at Cooplands, a bakery chain based
in Doncaster, are threatening legal action after the firm
reportedly failed to stump up "several weeks" of owed wages, amid
reports the firm has gone into liquidation.

A number of Cooplands employees say they are owed wages from as
far back as July and dozens of staff members have allegedly been
made redundant "with no warning", according to The Star.

In February, Cooplands, which had been trading since 1932, looked
set to close its doors for good when it went into administration
due to a "deterioration in trading performance", the report
recalls.

The report discloses the bakery was saved at the 11th hour when
administrators Deloitte announced it would be able to continue
trading.

The report relates Cooplands was subsequently downsized, closing
39 stores across the country and making 303 people redundant,
leaving around 41 branches still in business.

The report says the firm, now trading under the name Alison
Holdings Ltd, sold the 5.5 acre head office and bakery site in
Wheatley Hills for an undisclosed sum and seemed to be getting
back on its feet.

However, a number of employees -- some of whom say they are owed
wages from as far back as July -- now claim Cooplands is in
trouble once again, the report says.

One former employee has received a letter from Alison Holdings
Ltd which states that the company has gone into "liquidation" as
of October 29 following a decision from the "director of the
company", the report adds.


FOUR SEASONS: Mulls Sale of Care Homes Amid Cash Woes
-----------------------------------------------------
The Telegraph reports that Four Seasons Health Care is
considering selling scores of its properties as it plans to trim
its budget.

Four Seasons Health Care is believed to be evaluating around 30
sites amid attempts to shore up its defenses as a US hedge fund
buys up large amounts of the British company's debt, The
Telegraph says.

According to The Telegraph, the Independent claimed H/2 Capital
Partners, which manages total assets of US$11 billion (GBP7.3
billion), is hoping Four Seasons will be forced to cede control
of some of its homes if its financial situation deteriorates.

Standard & Poor's said Four Seasons, which runs 470 sites
containing more than 20,000 beds will be hit by the new national
living wage, The Telegraph relates.  S&P, as cited by The
Telegraph, said the company could run out of money next year as
the higher wages it will be forced to pay combine with the
Government's austerity measures.

It announced during investor calls earlier this year that 23
properties have been identified as being available for disposal
during this year, The Telegraph recounts.

Four Seasons reported in August how nine of these had been sold,
for a total of GBP4 million, with remaining properties due to be
sold during the year, The Telegraph discloses.

Four Seasons Health Care -- http://www.fshc.co.uk/-- is the UK's
largest care home provider.


TATA STEEL: Warns Additional Cost-Cutting, Restructuring Measures
-----------------------------------------------------------------
James Crabtree at The Financial Times reports that Tata Steel has
warned additional cost-cutting and restructuring may be needed at
its struggling British operations, raising fears of fresh
redundancies on top of 1,200 job cuts last month.

The company, as cited by the FT, said market conditions in Europe
had "significantly worsened" in the face of plunging commodity
prices and a glut of Chinese imports.

"Our effort to cost-cut and restructure will have to continue if
these conditions do not change . . . I cannot exclude that early
steps are going to have to happen," the FT quotes Karl Koehler,
chief executive of Tata Steel in Europe, as saying.

Tata cut 1,200 jobs in October by curbing production at its
Scunthorpe plant and closing two steelworks in Scotland, the FT
recounts.

In common with other European steelmakers such as ThyssenKrupp
and ArcelorMittal, Tata has been hit by a grim combination of
industry overcapacity, rising energy costs, Chinese imports, and
continental demand that remains below the level seen before the
global financial crisis, the FT notes.

According to the FT, Tata Steel's European steel operations have
proved consistently lossmaking since it bought Anglo-Dutch
steelmaker Corus for US$13 billion in 2008, overshadowing
stronger performance at its smaller but more profitable Indian
arm.

"It is gloom and doom essentially," the FT quotes metals analyst
Kawaljeet Saluja at broker Kotak Institutional Equities in Mumbai
as saying.  "China's steel price continues to go down, and so
China is dumping across both Tata's European and Indian markets.
Demand continues to be anaemic.  There isn't really much positive
spin you can give on the European operation."

Tata Steel is the UK's biggest steel company.



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


* Moody's Says Low Interest Rates to Pressure EU Bank Margins
-------------------------------------------------------------
Low interest rates will likely put pressure on the net interest
margins of European banks over the next 12-18 months, says
Moody's Investors Service in a report published today. This marks
a shift in the trend that has seen net interest margins stay
largely steady.

Moody's report, entitled "Low Interest Rates Are Net Positive So
Far But Margins Are Set To Narrow," 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.

"Interest rates are likely to remain low for a prolonged period
in the euro area," says Nick Hill, a Managing Director at
Moody's. "In this context, it seems unlikely that European banks
will be able to sustain their net interest margins at current
levels over the coming quarters." Some signs of falling margins
have even started to appear, as shown in recent ECB and BoE bank
lending surveys.

So far, low interest rates have been a net positive for European
banks as they boosted investment, limiting the impact of loan
losses on banks' profitability. However, the possibility of rates
remaining at such low levels for a prolonged time could weigh on
European banks' ability to maintain their margins.

"This is because the benefit of reducing wholesale borrowing
spreads is now largely complete and retail deposits costs have
reached a natural floor," says Mr. Hill. At the same time, asset
repricing opportunities are becoming more limited by competition,
and yields on free cash invested continue to fall, according to
Moody's.

Banks with the highest dependence on deposit funding are likely
to feel the pressure on their margins the most. "This is because
when the bank's pool of deposits exceeds its loans, the excess
deposits are generally invested in liquid assets," says Mr. Hill.
"In a declining rate environment, these investments gradually
roll off and are replaced with progressively lower yielding
assets. As such, although we still consider a strong deposit
franchise to be credit positive, a large excess of deposit
funding results in greater relative margin pressure."

Banks with a high cost-to-income ratio will also be more exposed
to revenue pressure due to their higher operating expenses.
"Lower net interest income will have a greater impact on the
bottom line," says Mr. Hill.


* BOND PRICING: For the Week November 2, 2015 to November 6, 2015
-----------------------------------------------------------------

Issuer                       Coupon  Maturity  Currency  Price
------                       ------  --------  --------  -----
Petrobras Global Finance B     6.85   6/5/2115   USD    71.00
Piraeus Group Finance PLC      5.00  3/27/2017   EUR    65.78
Oi Brasil Holdings Coopera     5.63  6/22/2021   EUR    73.36
Abengoa Finance SAU            7.00  4/15/2020   EUR    44.35
Abengoa Finance SAU            8.88   2/5/2018   EUR    48.38
Grupo Isolux Corsan Financ     6.63  4/15/2021   EUR    46.66
Waste Italia SpA              10.50 11/15/2019   EUR    52.13
Intelsat Luxembourg SA         7.75   6/1/2021   USD    54.56
CSN Resources SA               6.50  7/21/2020   USD    59.20
Petrobras Global Finance B     6.75  1/27/2041   USD    72.13
Abengoa Finance SAU            6.00  3/31/2021   EUR    41.72
BIM SAS                        2.50 11/13/2020   EUR    24.25
Petrobras Global Finance B     6.25 12/14/2026   GBP    70.05
Glencore Finance Europe SA     1.75  3/17/2025   EUR    74.06
Petrobras Global Finance B     5.63  5/20/2043   USD    68.50
HSH Nordbank AG/Luxembourg     2.31              EUR    25.22
Yuksel Insaat AS               9.50 11/10/2015   USD    65.70
Portugal Telecom Internati     4.50  6/16/2025   EUR    74.30
HSH Nordbank AG                7.25              USD    35.43
Ajecorp BV                     6.50  5/14/2022   USD    47.04
Petrobras Global Finance B     6.88  1/20/2040   USD    72.25
Scholz Holding Gmbh            8.50   3/8/2017   EUR    64.33
Piraeus Group Finance PLC      1.80  7/20/2016   EUR    49.88
Abengoa Greenfield SA          5.50  10/1/2019   EUR    38.04
Eurobank Ergasias SA           1.57   6/8/2017   EUR    69.50
Norske Skogindustrier ASA      7.00  6/26/2017   EUR    51.84
CIMPOR Financial Operation     5.75  7/17/2024   USD    68.50
Volkswagen International F     5.50  11/9/2015   EUR    66.89
Nyrstar NV                     4.25  9/25/2018   EUR    70.09
Abengoa Finance SAU            8.88  11/1/2017   USD    52.00
Heta Asset Resolution AG       4.38  1/24/2017   EUR    66.00
Alcatel-Lucent                 4.25   7/1/2018   EUR     4.72
Casino Guichard Perrachon      1.93              EUR    67.70
Pacific Drilling SA            5.38   6/1/2020   USD    53.88
Vallourec SA                   2.25  9/30/2024   EUR    68.88
Andrade Gutierrez Internat     4.00  4/30/2018   USD    76.00
Banca delle Marche SpA         0.92   6/1/2017   EUR    19.96
Bank of New York Mellon Lu     4.47 12/15/2050   EUR    55.09
Nordea Bank AB                 1.05              EUR    65.67
Brunswick Rail Finance Ltd     6.50  11/1/2017   USD    49.05
Gol LuxCo SA                   8.88  1/24/2022   USD    59.00
Metinvest BV                   8.75  2/14/2018   USD    65.00
Petrobras Global Finance B     6.63  1/16/2034   GBP    65.77
DTEK Finance PLC               7.88   4/4/2018   USD    48.13
OAS Investments GmbH           8.25 10/19/2019   USD     5.25
Intelsat Luxembourg SA         8.13   6/1/2023   USD    54.50
Immigon Portfolioabbau AG     10.00              EUR     5.55
Hema Bondco I BV               6.25  6/15/2019   EUR    72.05
Bank of New York Mellon Lu     4.20 12/30/2099   EUR    18.83
Aegon NV                       0.85              EUR    70.18
QGOG Constellation SA          6.25  11/9/2019   USD    53.52
Indo Energy Finance BV         7.00   5/7/2018   USD    57.10
Indo Energy Finance II BV      6.38  1/24/2023   USD    48.00
City of Kiev Ukraine Via C     8.00  11/6/2015   USD    72.79
Alcatel-Lucent                 0.13  1/30/2020   EUR     4.81
AXA SA                         0.92              EUR    68.10
Banque Federative du Credi     1.40              EUR    58.68
Matalan Finance PLC            8.88   6/1/2020   GBP    72.53
Privatbank CJSC Via UK SPV    10.25  1/15/2016   USD    74.60
ING Groep NV                   0.95              EUR    65.91
CGG SA                         6.50   6/1/2021   USD    58.75
Heta Asset Resolution AG       4.25 10/31/2016   EUR    64.01
Banco Espirito Santo SA        7.13 11/28/2023   EUR     3.36
AXA SA                         1.30              EUR    70.45
Takko Luxembourg 2 SCA         9.88  4/15/2019   EUR    65.50
Far East Capital Ltd SA        8.00   5/2/2018   USD    63.25
Fred Olsen Energy ASA          4.16  2/28/2019   NOK    59.67
Bluewater Holding BV          10.00 12/10/2019   USD    63.33
Banca delle Marche SpA         1.11  6/15/2016   EUR    22.13
EnQuest PLC                    5.50  2/15/2022   GBP    58.02
Algeco Scotsman Global Fin    10.75 10/15/2019   USD    55.00
IMMOFINANZ AG                  4.25   3/8/2018   EUR     4.64
Peugeot SA                     4.45   1/1/2016   EUR    26.94
ING Groep NV                   1.35              EUR    66.21
CGG SA                         1.75   1/1/2020   EUR     8.16
CGG SA                         1.25   1/1/2019   EUR    26.06
UKRLANDFARMING PLC            10.88  3/26/2018   USD    49.50
Abengoa SA                     5.13   3/5/2017   USD    58.51
Faurecia                       3.25   1/1/2018   EUR    37.44
Ferrexpo Finance PLC          10.38   4/7/2019   USD    64.79
Capital Funding GmbH           2.27              EUR    74.38
AXA SA                         1.24              EUR    70.35
Tullow Oil PLC                 6.25  4/15/2022   USD    77.25
Petrobras Global Finance B     5.38  10/1/2029   GBP    63.47
Abengoa SA                     6.25  1/17/2019   EUR    43.66
Abengoa Finance SAU            7.75   2/1/2020   USD    44.88
DTEK Finance PLC              10.38  3/28/2018   USD    53.01
Tonon Luxembourg SA           10.50  5/14/2024   USD    67.00
Air France-KLM                 2.03  2/15/2023   EUR    11.02
Asya Sukuk Co Ltd              7.50  3/28/2023   USD    73.16
Elli Investments Ltd          12.25  6/15/2020   GBP    39.19
Heta Asset Resolution AG       2.75   8/9/2016   CHF    65.63
TiZir Ltd                      9.00  9/28/2017   USD    72.00
Paragon Offshore PLC           7.25  8/15/2024   USD    14.10
Rothschilds Continuation F     1.19              EUR    55.19
OGX Austria GmbH               8.50   6/1/2018   USD     0.01
Mriya Agro Holding PLC         9.45  4/19/2018   USD    15.50
Credit Mutuel Arkea SA         1.33              EUR    57.26
Metinvest BV                  10.25  1/31/2016   USD    68.46
EnQuest PLC                    7.00  4/15/2022   USD    61.00
Barclays Bank PLC              0.35 12/28/2040   EUR    66.15
Abengoa Finance SAU            8.88  11/1/2017   USD    54.00
Neopost SA                     3.38              EUR    48.07
Banque Federative du Credi     0.83              EUR    58.78
CNP Assurances                 1.18              EUR    58.65
Hema Bondco II BV              8.50 12/15/2019   EUR    41.76
HSBC Bank PLC                  0.75              USD    58.02
Paragon Offshore PLC           6.75  7/15/2022   USD    16.00
Alpha Credit Group PLC         1.63   2/1/2017   EUR    56.00
CGG SA                         6.88  1/15/2022   USD    57.25
Singulus Technologies AG       7.75  3/23/2017   EUR    19.50
SOITEC                         6.75  9/18/2018   EUR     1.47
Credit Agricole SA             0.71              EUR    60.51
BPCE SA                        0.95              EUR    62.30
Commercial Bank Privatbank     5.80   2/9/2016   USD    60.75
City of Kyiv Via Kyiv Fina     9.38  7/11/2016   USD    73.00
Candyking Holding AB           5.00  1/29/2018   SEK    51.25
Hema Bondco I BV               5.21  6/15/2019   EUR    67.99
CHC Helicopter SA              9.38   6/1/2021   USD    50.00
WPE International Cooperat    10.38  9/30/2020   USD     8.06
Etablissements Maurel et P     1.63   7/1/2019   EUR    12.67
First Ukrainian Internatio    11.00 12/31/2018   USD    67.30
Afren PLC                     11.50   2/1/2016   USD     1.59
Praktiker AG                   5.88  2/10/2016   EUR     0.18
Transcapitalbank JSC Via T    10.00  9/18/2020   USD    70.13
Caixa Terrassa Societat de     1.18              EUR    58.96
CaixaBank SA                   4.50 11/22/2016   EUR    69.57
Rothschilds Continuation F     0.81              USD    47.67
Banco Espanol de Credito S     0.99              EUR    63.37
NTRP Via Interpipe Ltd        10.25   8/2/2017   USD    31.97
HSBC Bank PLC                  0.81              USD    58.08
Metinvest BV                  10.50 11/28/2017   USD    63.31
Espirito Santo Financial G     6.88 10/21/2019   EUR     0.02
Farstad Shipping ASA           4.55  5/29/2018   NOK    50.25
DOF ASA                        5.84   2/7/2018   NOK    59.88
Banco Bilbao Vizcaya Argen     1.27              EUR    72.24
Danske Bank Oyj                1.15              EUR    60.10
Norske Skog Holding AS         8.00  2/24/2021   EUR    37.50
Virgolino de Oliveira Fina    10.50  1/28/2018   USD     1.15
Santander International Pr     2.00              USD    40.38
KCA Deutag UK Finance PLC      7.25  5/15/2021   USD    72.25
Pierre & Vacances SA           3.50  10/1/2019   EUR    34.53
Afren PLC                      6.63  12/9/2020   USD     1.62
Santander Finance Preferre     1.05              EUR    60.57
Ageasfinlux SA                 1.28              EUR    63.41
Far East Capital Ltd SA        8.75   5/2/2020   USD    62.50
Econocom Group SA/NV           1.50  1/15/2019   EUR    11.60
Lambay Capital Securities      6.25              GBP     1.51
Eniro AB                       6.00  4/14/2020   SEK    60.00
Abengoa Greenfield SA          6.50  10/1/2019   USD    30.00
OSX 3 Leasing BV              13.00  3/20/2015   USD    35.13
Caisse Federale du Credit      1.17              EUR    58.84
Popular Capital SA             1.12              EUR    57.25
ESFIL-Espirito Santo Finan     5.25  6/12/2015   EUR     0.40
Privatbank CJSC Via UK SPV    10.88  2/28/2018   USD    66.50
Farstad Shipping ASA           5.42  2/15/2017   NOK    58.33
Barclays Bank PLC              1.58              GBP    70.09
Heta Asset Resolution AG       0.03  5/31/2016   EUR    65.59
Havila Shipping ASA            9.65  8/30/2016   NOK    37.38
Jyske Bank A/S                 1.38              EUR    59.42
Novo Banco SA                  3.50   1/2/2043   EUR    68.60
Afren PLC                     10.25   4/8/2019   USD     2.25
Abengoa Greenfield SA          6.50  10/1/2019   USD    38.62
Codere Finance Luxembourg      8.25  6/15/2015   EUR    72.33
Aegon NV                       1.51              NLG    52.69
Havila Shipping ASA            8.60  3/30/2017   NOK    55.02
ATF Capital BV                10.00              USD    64.25
Banco Espirito Santo SA        2.61              EUR     8.00
Pescanova SA                   5.13  4/20/2017   EUR     2.92
SNS Bank NV                    6.25 10/26/2020   EUR     2.88
Abengoa Finance SAU            7.75   2/1/2020   USD    46.75
Ukreximbank Via Biz Financ     7.51   2/9/2023   USD    73.09
Talvivaara Mining Co PLC       4.00 12/16/2015   EUR     0.84
Abengoa SA                     5.13   3/5/2017   USD    63.00
World Wide Supply AS           7.75  5/26/2017   USD    35.00
Dolphin Group AS               8.65   3/5/2019   NOK    25.75
Songa Offshore                 8.40  5/17/2018   NOK    68.00
Volkswagen International F     5.50  11/9/2015   EUR    66.64
Phosphorus Holdco PLC         10.00   4/1/2019   GBP     1.98
Banca delle Marche SpA         1.06 12/22/2015   EUR    34.67
Pescanova SA                   8.75  2/17/2019   EUR     2.84
Havila Shipping ASA            5.57  3/30/2017   NOK    62.50
OGX Austria GmbH               8.38   4/1/2022   USD     0.01
Etablissements Maurel et P     2.75   7/1/2021   EUR     7.89
Ekotechnika GmbH               9.75  5/10/2018   EUR     9.50
EDOB Abwicklungs AG            7.50   4/1/2012   EUR     0.50
Ferrexpo Finance PLC          10.38   4/7/2019   USD    65.03
Barclays Bank PLC              2.75  3/21/2033   USD    67.00
BDT Media Automation GmbH      8.13  10/9/2017   EUR    67.00
Novo Banco SA                  3.00  6/21/2022   USD    74.20
Global PVQ SE                  6.75 10/21/2015   EUR     0.91
Assystem                       4.50              EUR    27.62
BOA OCV AS                     6.75  10/7/2019   NOK    60.25
Songa Offshore                 7.50 12/11/2018   NOK    63.25
Pacific Drilling SA            5.38   6/1/2020   USD    53.75
Sydbank A/S                    1.14              EUR    60.50
Union Fenosa Preferentes S     1.61              EUR    67.88
Agroton Public Ltd             6.00  7/14/2019   USD    10.00
Societe Air France SA          2.75   4/1/2020   EUR    20.40
CIMPOR Financial Operation     5.75  7/17/2024   USD    66.00
NIBC Bank NV                   0.67              EUR    52.83
NIBC Bank NV                   2.13              USD    65.00
Finance and Credit Bank JS     9.25  1/25/2019   USD     8.88
BLT Finance BV                 7.50  5/15/2014   USD     5.00
Transaero Airlines            16.00 10/25/2018   RUB     5.66
Pohjola Bank Oyj               0.64              EUR    68.75
E Forland AS                   7.89   9/4/2018   NOK    64.50
Waste Italia SpA              10.50 11/15/2019   EUR    52.13
Alpha Credit Group PLC         1.62   3/8/2017   EUR    67.00
Nexans SA                      4.00   1/1/2016   EUR    55.12
Norwegian Energy Co ASA        6.50   3/6/2018   NOK    61.25
BOA Offshore AS                7.93 12/18/2018   NOK    31.13
HSBC Bank PLC                  0.60              USD    57.88
Island Offshore Shipholdin     6.37   4/5/2016   NOK    74.49
Capital Raising GmbH           7.50              EUR    10.52
Solstad Offshore ASA           4.70  6/24/2019   NOK    64.13
Scandinavian Airlines Syst     2.38              CHF    30.13
RENE LEZARD Mode GmbH          7.25 11/25/2017   EUR    33.50
Aralco Finance SA             10.13   5/7/2020   USD     1.75
LBI HF                         6.10  8/25/2011   USD    11.00
Mriya Agro Holding PLC        10.95  3/30/2016   USD    15.00
Bank Nadra via NDR Finance     8.25  7/31/2018   USD     5.67
BNP Paribas SA                 0.61              USD    59.66
Island Drilling Co ASA         9.50   4/3/2018   USD    35.88
Vseukrainsky Aktsinerny Ba    10.90  6/14/2019   USD     1.70
Paragon Offshore PLC           7.25  8/15/2024   USD    16.00
Tullow Oil PLC                 6.25  4/15/2022   USD    77.25
Piraeus Group Finance PLC      2.19 10/27/2034   EUR    49.88
Nexity SA                      0.63   1/1/2020   EUR    50.32
Corporate Commercial Bank      8.25   8/8/2014   USD     1.00
Hellenic Republic Governme     5.20  7/17/2034   EUR    74.13
DOF ASA                        8.17  9/12/2019   NOK    61.00
Noreco Norway AS               6.50   3/6/2018   NOK    64.25
Atlantic Offshore AS           8.69  5/16/2018   NOK    41.46
Gol LuxCo SA                   8.88  1/24/2022   USD    59.25
Virgolino de Oliveira Fina    11.75   2/9/2022   USD     1.30
Barclays Bank PLC              0.69              USD    60.03
Cirio Holding Luxembourg S     6.25  2/16/2004   EUR     1.90
Paragon Offshore PLC           6.75  7/15/2022   USD    15.92
Lehman Brothers UK Capital     5.13              EUR     0.00
Heta Asset Resolution AG       0.71  1/24/2017   EUR    18.88
Municipality Finance PLC       0.50  7/30/2029   AUD    65.95
Lloyds Bank PLC                2.62  4/26/2033   USD    68.00
Phones4u Finance PLC           9.50   4/1/2018   GBP    37.75
Belfius Bank SA/NV             1.93              FRF    69.88
Touax SA                       6.00  7/10/2020   EUR    18.90
EnQuest PLC                    7.00  4/15/2022   USD    60.63
Hybrid Raising GmbH            6.63              EUR    11.63
Laurel GmbH                    7.13 11/16/2017   EUR    26.88
Olympic Ship AS                6.18  6/18/2019   NOK    46.73
TGC-2 OJSC                    12.00 10/10/2018   RUB    67.10
Barclays Bank PLC              0.75              USD    60.25
International Industrial B     9.00   7/6/2011   EUR     0.48
Oi Brasil Holdings Coopera     5.63  6/22/2021   EUR    73.06
Jyske Bank A/S                 1.13              EUR    58.75
friedola Gebr Holzapfel Gm     7.25  4/11/2017   EUR    23.00
Minicentrales Dos SA           6.45  4/14/2028   EUR    60.50
Heta Asset Resolution AG       0.17   4/9/2043   EUR    60.00
MS Deutschland Beteiligung     6.88 12/18/2017   EUR    14.50
Dexia SA                       4.89              EUR    14.88
Tonon Luxembourg SA           10.50  5/14/2024   USD    67.00
Heta Asset Resolution AG       1.91  9/29/2016   JPY    65.50
Cooperatieve Centrale Raif     0.50 11/26/2021   ZAR    57.71
Societe Generale SA            1.60   1/9/2020   GBP     1.00
Dannemora Mineral AB          11.75  3/22/2016   USD     1.00
Solarworld AG                  6.13  1/21/2017   EUR    31.13
Olympic Ship AS                7.22  9/21/2017   NOK    55.25
Breeze Finance SA              6.71  4/19/2027   EUR    39.00
Takko Luxembourg 2 SCA         6.95  4/15/2019   EUR    58.84
Eramet                         5.10  5/28/2026   EUR    67.88
Koninklijke Luchtvaart Maa     0.75              CHF    35.00
Dexia Credit Local SA          4.30              EUR    11.13
Dolphin Group AS               8.97  2/14/2018   NOK    30.00
Cirio Finance Luxembourg S     7.50  11/3/2002   EUR     8.75
Karlie Group GmbH              6.75  6/25/2018   EUR    26.67
Codere Finance Luxembourg      9.25  2/15/2019   USD    70.00
Petrol AD                      8.38  1/26/2017   EUR    15.00
Barclays Bank PLC              4.79  2/25/2031   USD    75.00
Cirio Finanziaria SpA          8.00 12/21/2005   EUR     1.89
Deutsche Bank AG/London        2.52  3/15/2033   USD    64.50
Novo Banco SA                  3.50  1/23/2043   EUR    68.60
Bank of Scotland PLC           0.63              USD    60.13
Electromagnetic Geoservice     7.05  6/27/2016   NOK    62.51
Virgolino de Oliveira Fina    10.88  1/13/2020   USD    19.25
LBI HF                         6.25              EUR     0.00
Sazka AS                       9.00  7/12/2021   EUR     5.13
Heta Asset Resolution AG       0.07  5/31/2016   EUR    66.03
Kaupthing Bank Hf              9.00              USD     0.13
Talvivaara Mining Co PLC       9.75   4/4/2017   EUR     0.09
SiC Processing GmbH            7.13   3/1/2016   EUR     1.98
DOF ASA                        8.34   2/7/2017   NOK    72.00
Societe Generale SA            0.50              USD    61.59
Petromena ASA                  9.75  5/24/2016   NOK     0.92
Nordea Bank Norge ASA          0.56              USD    62.02
Mox Telecom AG                 7.25  11/2/2017   EUR     2.83
Sidetur Finance BV            10.00  4/20/2016   USD     6.50
Lloyds Bank PLC                0.63              USD    60.31
Kaupthing Bank Hf              5.75  10/4/2011   USD    22.00
UniCredit Bank Austria AG      0.44 12/27/2031   EUR    67.63
Lehman Brothers Treasury C     6.00  11/2/2035   EUR    16.25
Novo Banco SA                  3.50  2/19/2043   EUR    68.47
Mobylife Holding A/S           7.25  5/23/2018   SEK    75.00
Lloyds Bank PLC                0.69              USD    60.28
Abengoa Finance SAU            6.00  3/31/2021   EUR    42.50
Standard Chartered PLC         0.81              GBP    55.86
Barclays Bank PLC              1.95  5/31/2033   USD    65.13
Windreich GmbH                 6.50  7/15/2016   EUR    10.88
Espirito Santo Financial G     3.13  12/2/2018   EUR     0.85
Volstad Shipping AS            7.15  5/30/2018   NOK    62.51
GNB - Cia de Seguros de Vi     2.16 12/19/2022   EUR    75.00
Rem Offshore ASA               6.45  9/25/2019   NOK    40.63
Barclays Bank PLC              0.69              USD    59.86
Strenesse AG                   9.00  3/15/2017   EUR    44.50
QGOG Constellation SA          6.25  11/9/2019   USD    43.00
Region of Abruzzo Italy        0.38  11/7/2036   EUR    60.79
Alpine Holding GmbH            6.00  5/22/2017   EUR     0.20
Societe Generale SA            1.03              EUR    68.05
Sairgroup Finance BV           4.38   6/8/2006   EUR    17.50
National Westminster Bank      0.81              USD    60.80
Hellas Telecommunications      8.50 10/15/2013   EUR     0.01
Solarworld AG                  6.38  7/13/2016   EUR    31.13
JZ Capital Partners Ltd        6.00  7/30/2021   GBP    10.55
Western Bulk ASA               7.87  4/19/2017   NOK    72.00
OGX Austria GmbH               8.50   6/1/2018   USD     0.05
Espirito Santo Financial G     9.75 12/19/2025   EUR     1.46
Bulgaria Steel Finance BV     12.00   5/4/2013   EUR     0.47
Abengoa Finance SAU            7.00  4/15/2020   EUR    45.16
More & More AG                 8.13  6/11/2018   EUR    33.13
Glitnir HF                     6.69  6/15/2016   USD     0.02
Banco Pinto & Sotto Mayor      0.95              EUR    30.30
EFG International AG           1.20              EUR    73.48
Depfa Funding II LP            6.50              EUR    57.13
Lloyds Bank PLC                2.41  1/31/2033   USD    68.00
Codere Finance Luxembourg      9.25  2/15/2019   USD    72.38
LBI HF                         7.43              USD     0.00
Transaero Airlines            12.50 12/20/2016   RUB     4.54
Rem Offshore ASA               6.92  3/14/2018   NOK    45.13
CSN Resources SA               6.50  7/21/2020   USD    57.63
Hellenic Bank PCL             10.00              EUR    46.25
Hellenic Republic Governme     2.09  7/25/2057   EUR    30.50
National Westminster Bank      0.63              USD    61.02
Lloyds Bank PLC                0.50              USD    60.25
Cirio Del Monte NV             7.75  3/14/2005   EUR     2.20
Vestland Offshore Invest A    11.12  1/15/2016   NOK    68.88
Depfa Funding III LP           1.35              EUR
Algeco Scotsman Global Fin    10.75 10/15/2019   USD    55.00
Novo Banco SA                  3.50  3/18/2043   EUR    68.47
IKB Deutsche Industriebank     5.63  3/31/2017   EUR    22.50
Royal Bank of Scotland Gro     0.69              USD    60.96
Afren PLC                     11.50   2/1/2016   USD     1.59
BNP Paribas SA                 0.50   5/6/2021   MXN    71.04
Andrade Gutierrez Internat     4.00  4/30/2018   USD    75.25
Constellium NV                 5.75  5/15/2024   USD    72.38
Abengoa Finance SAU            8.88   2/5/2018   EUR    50.00
APP International Finance     11.75  10/1/2005   USD     2.50
IT Holding Finance SA          9.88 11/15/2012   EUR     0.19
Lehman Brothers Treasury C     7.25  10/5/2035   EUR    13.88
BNP Paribas SA                 2.46  4/30/2033   USD    65.50
Heta Asset Resolution AG       4.35  11/3/2016   EUR    18.88
Lehman Brothers UK Capital     5.75              EUR     0.00
getgoods.de AG                 7.75  10/2/2017   EUR     0.66
Banco Espirito Santo SA        2.76              EUR    14.50
Abengoa Greenfield SA          5.50  10/1/2019   EUR    38.88
Banco Espirito Santo SA        0.13              EUR    14.25
Standard Chartered PLC         0.56              USD    56.40
Commerzbank Holdings UK Lt     0.81              USD    64.00
PA Resources AB               13.50   3/3/2016   SEK     5.88
KPNQwest NV                   10.00  3/15/2012   EUR     0.50
Espirito Santo Financial P     5.13  5/30/2016   EUR     1.00
Barclays Bank PLC              2.62  4/19/2033   USD    67.25
Norske Skogindustrier ASA      7.13 10/15/2033   USD    33.38
Astana Finance BV              7.88   6/8/2010   EUR    16.00
Ferrexpo Finance PLC          10.38   4/7/2019   USD    64.98
Afren PLC                     10.25   4/8/2019   USD     1.65
Royal Bank of Scotland PLC     4.23 11/16/2030   USD    74.25
Brunswick Rail Finance Ltd     6.50  11/1/2017   USD    42.00
Norske Skog Holding AS         8.00  2/24/2023   USD    35.88
Viking Supply Ships AS         9.45  3/21/2017   NOK    60.13
Grupo Isolux Corsan Financ     6.63  4/15/2021   EUR    47.17
SAG Solarstrom AG              6.25 12/14/2015   EUR    45.00
Ajecorp BV                     6.50  5/14/2022   USD    50.19
Alpine Holding GmbH            5.25   7/1/2015   EUR     1.75
Danske Bank Oyj                1.56              EUR    73.13
UniCredit Bank Austria AG      0.49  8/20/2033   EUR    65.88
IM Skaugen SE                  9.42  6/30/2016   NOK    49.63
International Industrial B    11.00  2/19/2013   USD     0.25
Abanka Vipa DD Via Afinanc     1.83              EUR     0.34
Frey                           6.00 11/15/2022   EUR    22.25
Teksid Aluminum Luxembourg    11.38  7/15/2011   EUR     0.04
Santander Finance Capital      2.00              EUR    32.00
Kaupthing Bank Hf              7.63  2/28/2015   USD    20.00
KCA Deutag UK Finance PLC      7.25  5/15/2021   USD    72.25
KA Finanz AG                   5.43  2/13/2024   EUR    60.13
Northland Resources AB         4.00 10/15/2020   USD     0.83
Stroika Finance Ltd Via Em     7.70  6/25/2019   RUB    12.00
Ferrexpo Finance PLC          10.38   4/7/2019   USD    68.00
Dexia Kommunalbank Deutsch     5.63 12/31/2017   EUR    16.00
SNS Bank NV                    6.63  5/14/2018   EUR     2.88
Kaupthing Bank Hf              7.13  5/19/2016   USD     0.00
Societe Alsacienne et Lorr     1.63   1/1/2022   EUR    59.77
Standard Chartered PLC         0.65              USD    58.98
Pescanova SA                   6.75   3/5/2015   EUR     2.92
Mifa Mitteldeutsche Fahrra     7.50  8/12/2018   EUR     3.42
Mechel                         8.40  5/27/2021   RUB    58.30
IGas Energy PLC               10.00 12/11/2018   USD    60.13
Allied Irish Banks PLC         0.70 10/24/2035   EUR    23.13
Windreich GmbH                 6.50   3/1/2015   EUR    10.88
Gunther Zamek Produktions-     7.75  5/15/2017   EUR     1.70
IVG Immobilien AG              5.75              EUR     0.00
Takko Luxembourg 2 SCA         9.88  4/15/2019   EUR    65.42
Afren PLC                      6.63  12/9/2020   USD     1.62
National Westminster Bank      0.75              USD    60.82
Lehman Brothers Treasury C     7.00  5/17/2035   EUR    13.88
Metinvest BV                  10.50 11/28/2017   USD    62.50
Espirito Santo Financial G     5.05 11/15/2025   EUR     1.92
Standard Chartered PLC         0.69              USD    59.25
Vnesheconombank               11.90  9/23/2032   RUB    70.01
Equity Release Funding No      1.98  4/26/2038   GBP    72.50
Heta Asset Resolution AG       0.75  5/31/2016   EUR    64.25
Region of Piemont Italy        0.21 11/27/2036   EUR    62.07
Indo Energy Finance II BV      6.38  1/24/2023   USD    51.00
Den Norske Creditbank          0.63              USD    61.07
Barclays Bank PLC              3.58  6/17/2033   USD    68.25
PA Resources AB               12.25   4/5/2016   NOK     5.88
Solen AG                       7.50   4/8/2016   EUR     1.62
Travel24.com AG                7.50  9/17/2017   EUR    38.50
Russian Highways              12.40  4/22/2042   RUB     9.06
Lehman Brothers Treasury C     2.88  3/14/2013   CHF    16.25
BBVA International Preferr     1.45              GBP
GNB - Cia de Seguros de Vi     3.46              EUR    63.85
Rena GmbH                      7.00 12/15/2015   EUR     8.63
Minicentrales Dos SA           4.81 11/29/2034   EUR    69.63
CHC Helicopter SA              9.25 10/15/2020   USD    55.75
Norske Skog Holding AS         8.00  2/24/2023   USD    35.88
Lehman Brothers Treasury C     6.00  2/15/2035   EUR    13.88
Depfa Funding IV LP            5.03              EUR    57.38
Global PVQ Netherlands B.V     5.75  5/26/2014   EUR    26.75
OGX Austria GmbH               8.38   4/1/2022   USD     0.44
Eramet                         5.29  4/22/2026   EUR    73.50
ADLER Real Estate AG           6.00  6/30/2017   EUR    13.50
Indo Energy Finance BV         7.00   5/7/2018   USD    57.38
Northland Resources AB        15.00  7/15/2019   USD     1.00
Glitnir HF                     6.00   3/5/2012   GBP    27.13
Alpine Holding GmbH            5.25  6/10/2016   EUR     3.16
DNB Bank ASA                   0.69              USD    61.19
Petromena ASA                 10.85 11/19/2014   USD     0.92
IM Skaugen SE                 10.11  4/11/2017   NOK    45.00
Mriya Agro Holding PLC         9.45  4/19/2018   USD    12.00
Societe Generale SA            1.50 12/30/2032   USD    66.00
Dexia Kommunalbank Deutsch     4.88 12/31/2016   EUR    23.00
Heta Asset Resolution AG       0.27  9/11/2017   EUR    16.63
Metinvest BV                   8.75  2/14/2018   USD    63.00
Barclays Bank PLC              2.77  3/28/2033   USD    66.10
Global PVQ Netherlands B.V     1.38  4/30/2012   EUR    26.75
Abengoa SA                     6.25  1/17/2019   EUR    44.07
Societe Generale SA            2.21  2/28/2033   USD    69.72
Lehman Brothers Treasury C     8.25  3/16/2035   EUR    13.88
DTEK Finance PLC               7.88   4/4/2018   USD    44.00
Codere Finance Luxembourg      8.25  6/15/2015   EUR    72.38
Heta Asset Resolution AG       0.42 12/18/2030   EUR    18.38
Kommunekredit                  0.50 10/22/2019   BRL    59.29
Global PVQ Netherlands B.V     5.75  5/26/2014   EUR    26.50
Saphir Finance PLC             6.85              GBP     1.38
Ideal Standard Internation    11.75   5/1/2018   EUR    31.63
EXER D GmbH                    5.70   2/1/2016   EUR    64.50
CGG SA                         6.88  1/15/2022   USD    57.38
Hema Bondco I BV               6.25  6/15/2019   EUR    72.09
Le Noble Age                   4.88   1/3/2016   EUR    22.99
Den Norske Creditbank          0.71              USD    61.31
Aralco Finance SA             10.13   5/7/2020   USD     1.21
LBI HF                         2.25  2/14/2011   CHF     8.50
SU-155 KAPITAL OOO            13.25  2/23/2016   RUB    21.81
Banco Espirito Santo SA       10.00  12/6/2021   EUR     3.39
Reso-Leasing OOO              13.75  10/3/2025   RUB    60.17
Rena GmbH                      8.25  7/11/2018   EUR     8.63
Del Monte Finance Luxembou     6.63  5/24/2006   EUR     8.63
A-TEC Industries AG            8.75 10/27/2014   EUR     2.00
Kaupthing Bank Hf              5.75  10/4/2011   USD    22.00
Santander Finance Capital      2.00              EUR    34.13
Region of Abruzzo Italy        0.22  11/7/2031   EUR    72.71
Assystem                       4.00   1/1/2017   EUR    23.31
Immigon Portfolioabbau AG      0.71  6/18/2018   EUR    67.00
Nationwide Building Societ     1.08              GBP    70.00
Heta Asset Resolution AG       4.25  5/31/2016   EUR    65.75
Heta Asset Resolution AG       5.92  2/22/2022   EUR    16.50
Deutsche Bank AG/London        2.04  1/31/2033   USD    62.00
Norske Skogindustrier ASA      7.13 10/15/2033   USD    33.38
UniCredit Bank Austria AG      0.43 10/31/2031   EUR    68.38
Norske Skog Holding AS         8.00  2/24/2021   EUR    36.50
Hema Bondco II BV              8.50 12/15/2019   EUR    41.50
Hellenic Republic Governme     2.27   2/7/2022   EUR    73.19
Hamburgische Landesbank Gi     0.33  1/22/2041   EUR    61.45
Cyprus Popular Bank PCL        1.72  5/26/2016   EUR     1.32
Glitnir HF                     6.38  9/25/2012   USD    27.13
Golden Gate AG                 6.50 10/11/2014   EUR    46.25
Global PVQ Netherlands B.V     1.38  4/30/2012   EUR    26.88
Master & Fellows of Univer     3.07  4/28/2065   GBP    74.37
State of Carinthia             0.78  7/20/2017   CHF     0.20
Credit Europe Bank Ltd        13.75   9/5/2016   RUB    60.89
Metinvest BV                  10.25  1/31/2016   USD    69.75
Hypo Tirol Bank AG             0.41  7/23/2026   EUR    55.00
Banco Pastor SA                2.37              EUR    63.25
Kezizalog Zrt                  7.75  10/1/2018   EUR     0.81
Cooperatieve Centrale Raif     0.50  7/30/2043   MXN    13.16
PNE Wind AG                    3.75 10/10/2019   EUR     3.00
Heta Asset Resolution AG       0.54 11/29/2032   EUR    16.88
ADLER Real Estate AG           6.00 12/27/2018   EUR    13.50
IKB Deutsche Industriebank     4.70  3/31/2017   EUR    23.25
Novolipetsk Steel OJSC        11.10 10/16/2025   RUB   100.10
Banco Espirito Santo SA        1.52  5/27/2018   EUR     3.39
TAG Immobilien AG              6.50 12/10/2015   EUR    11.92
Lehman Brothers Treasury C     5.10   5/8/2017   HKD    13.88
UKRLANDFARMING PLC            10.88  3/26/2018   USD    49.25
UniCredit Bank Austria AG      0.46 12/31/2031   EUR    67.63
Hema Bondco I BV               5.21  6/15/2019   EUR    66.70
City of Kyiv Via Kyiv Fina     9.38  7/11/2016   USD    73.13
Northland Resources AB         4.00 10/15/2020   NOK     0.83
eno energy GmbH                7.38  6/30/2016   EUR    72.85
Matalan Finance PLC            8.88   6/1/2020   GBP    74.17
Portigon AG                    7.46 12/31/2019   EUR    12.46
Virgolino de Oliveira Fina    10.88  1/13/2020   USD    17.50
Credit Suisse AG/Guernsey      0.63              USD    60.97
Exane Finance                  5.00 12/20/2019   SEK    60.44
La Veggia Finance SPA          7.13 11/14/2004   EUR     0.00
Elli Investments Ltd          12.25  6/15/2020   GBP    39.38
Virgolino de Oliveira Fina    10.50  1/28/2018   USD     1.35
Landesbank Hessen-Thuering     0.34   5/3/2041   EUR    71.61
Centrosolar Group AG           7.00  2/15/2016   EUR     2.15
Artea                          6.00   8/4/2019   EUR    14.50
LBI HF                         4.65              EUR     0.00
Orient Express Bank OJSC      13.60   8/9/2018   RUB    25.25
Cooperatieve Centrale Raif     0.50 10/29/2027   MXN    43.69
Heta Asset Resolution AG       7.50  5/27/2024   ATS    16.88
Deutsche Morgan Grenfell G     0.81              USD    58.94
SUEK Finance                  12.50  8/19/2025   RUB    60.07
Solon SE                       1.38  12/6/2012   EUR     0.33
Lloyds Bank PLC               10.13 12/16/2021   CAD    62.23
Mechel                        15.00  2/25/2020   RUB    69.52
LBI HF                         6.10  8/25/2011   USD    10.88
Rosseti PJSC                  11.85  5/26/2025   RUB    60.16
Jasper Explorer PLC           13.50  5/27/2016   USD     6.13
Breeze Finance SA             11.75  4/19/2027   EUR     3.00
Governo Portugues Consolid     3.00              EUR    73.00
Region of Molise Italy         0.45 12/15/2033   EUR    67.38
UniCredit Bank Austria AG      0.55 12/27/2026   EUR    73.00
CHC Helicopter SA              9.25 10/15/2020   USD    55.75
ING Bank Eurasia ZAO          12.00  5/27/2020   RUB   100.50
KPNQwest NV                    7.13   6/1/2009   EUR     0.50
Raiffeisen Bank Internatio     4.50  9/28/2035   EUR    71.50
Finmek International SA        7.00  12/3/2004   EUR     0.13
Kaupthing Bank Hf              6.13  10/4/2016   USD    20.00
City of Kiev Ukraine Via C     8.00  11/6/2015   USD    69.00
Nota-Bank OJSC                13.50 10/13/2016   RUB     0.10
Heta Asset Resolution AG       5.73 12/10/2021   EUR    15.63
HSBC Bank PLC                  0.50  7/30/2027   NZD    50.44
Lehman Brothers Treasury C     5.00  3/18/2015   EUR    13.88
Volkswagen Bank Rus OOO        9.35  6/29/2019   RUB    60.02
SU-155 KAPITAL OOO            13.25  2/23/2016   RUB    22.15
Kaupthing Bank Hf              7.50   2/1/2045   USD     0.00
Cooperatieve Centrale Raif     0.50 10/30/2043   MXN    13.07
CARPEVIGO AG                   8.25  6/30/2016   EUR    25.00
RusHydro PJSC                 12.75  4/15/2025   RUB   101.01
Penell GmbH Elektrogroshan     7.75  6/10/2019   EUR    12.00
Standard Chartered PLC         0.59              USD    59.00
Baltijskij Bereg ZAO          18.00 12/22/2017   RUB    35.29
OAS Investments GmbH           8.25 10/19/2019   USD     5.38
Lehman Brothers Treasury C     5.00  9/22/2014   EUR    13.88
Glitnir HF                     6.33  7/28/2011   USD    27.13
SAir Group                     6.25  4/12/2005   CHF    11.00
Santander Finance Capital      2.00              USD    40.13
Governo Portugues Consolid     2.75              EUR    61.00
Sairgroup Finance BV           6.63  10/6/2010   EUR    16.88
SUEK Finance                  12.50  8/19/2025   RUB    60.07
BLT Finance BV                12.00  2/10/2015   USD    10.50
Cooperatieve Centrale Raif     0.50 11/30/2027   MXN    44.55
Lehman Brothers Treasury C     5.00  2/16/2015   EUR    13.88
Deutsche Bank AG/London        0.50   3/9/2018   BRL
CRC Breeze Finance SA          6.11   5/8/2016   EUR    54.38
Banco Comercial Portugues      5.00              EUR    61.00
Privatbank CJSC Via UK SPV    10.88  2/28/2018   USD    61.50
Bank Nederlandse Gemeenten     0.50  6/22/2021   ZAR    62.44
Phones4u Finance PLC           9.50   4/1/2018   GBP    37.75
Hellenic Bank PCL             11.00              EUR    47.00
Heta Asset Resolution AG       4.88  9/18/2017   EUR    16.63
Kommunekredit                  0.50  7/30/2027   TRY    26.37
Virgolino de Oliveira Fina    11.75   2/9/2022   USD     1.17
LBI HF                         3.00  12/7/2010   CHF     8.50
UniCredit Bank Austria AG      0.30  1/25/2031   EUR    69.75
Freshwater Finance PLC         6.06 10/17/2036   GBP    62.00
Allied Irish Banks PLC         5.25  3/10/2035   GBP    26.50
Heta Asset Resolution AG       4.63   3/4/2018   EUR    65.75
KA Finanz AG                   4.90  6/23/2031   EUR    64.25
DEIKON GmbH                    1.00   7/1/2016   EUR    18.05
Commerzbank AG                 5.00  9/27/2019   EUR    30.00
Mechel                        15.00  2/25/2020   RUB    69.81
Accentro Real Estate AG        6.25  3/27/2019   EUR     2.73
Bremer Landesbank Kreditan     0.41   4/5/2041   EUR    74.13
Barclays Bank PLC              1.99  12/1/2040   USD    71.78
Far East Capital Ltd SA        8.00   5/2/2018   USD    62.50
Deutsche Bank AG               3.20  3/22/2016   EUR    49.80
Kaupthing Bank Hf              6.13  10/4/2016   USD    20.00
International Finance Faci     0.50  6/29/2020   ZAR    65.66
Absolut Bank PAO              11.50  7/27/2016   RUB    60.02
Lloyds Bank PLC                2.01  2/22/2033   USD    64.85
Seabird Exploration PLC        6.00 12/18/2015   USD    27.00
Municipality Finance PLC       0.50   8/8/2029   NZD    58.37
Heta Asset Resolution AG       0.25  9/26/2043   EUR    65.50
Locko-Bank ZAO                14.50  9/22/2025   RUB    60.03
BKN biostrom AG                7.50   6/5/2016   EUR     1.50
Codere Finance Luxembourg      8.25  6/15/2015   EUR    72.38
Comune di Verona               0.18  12/1/2026   EUR    64.90
Lehman Brothers Treasury C     4.00  2/16/2017   EUR    16.25
SV Patrimonia                  4.00  4/19/2016   EUR    51.00
HSBC Trinkaus & Burkhardt      5.10   6/2/2016   EUR    70.68
AO Bank Intesa                12.75  6/10/2018   RUB    61.01
Montepio Holding SGPS SA       5.00              EUR    50.00
Hamburgische Landesbank Gi     0.31 10/30/2040   EUR    62.68
Santander Finance Capital      2.00              USD    46.00
Kaupthing Bank Hf              5.25  7/18/2017   BGN    20.00
Raiffeisenlandesbank Niede     5.00   7/1/2026   EUR    73.25
Lehman Brothers Treasury C     8.25  12/3/2015   EUR    13.88
Heta Asset Resolution AG       1.59  6/30/2019   CHF    65.50
DEMIRE Real Estate AG          6.00 12/30/2018   EUR     3.70
RSL Communications PLC        10.13   3/1/2008   USD     0.00
OT-Optima Telekom DD           5.25  5/30/2022   HRK    50.00
WPE International Cooperat    10.38  9/30/2020   USD     7.00
Nota-Bank OJSC                13.50   4/1/2016   RUB    42.04
Center-Invest Commercial B     9.20 11/13/2018   RUB    60.01
ffk environment GmbH           7.25   6/1/2016   EUR     3.01
Far East Capital Ltd SA        8.75   5/2/2020   USD    61.66
KPNQwest NV                    8.13   6/1/2009   USD     0.50
DEIKON GmbH                    1.00 11/16/2016   EUR    38.00
Federal Grid Co Unified En     7.75  9/15/2020   RUB    85.00
Bashneft PAO                   8.35 12/13/2016   RUB    96.01
Espirito Santo Financial G     5.05 11/15/2025   EUR     1.29
Province of Milan Italy        0.30 12/22/2033   EUR    71.62
wige MEDIA AG                  6.00  3/17/2019   EUR     1.90
Kommunalkredit Austria AG      0.56 10/25/2021   EUR    44.25
Kamaz PJSC                    13.50  6/12/2020   RUB   100.01
Mechel                         8.40  5/27/2021   RUB    57.50
Lehman Brothers Treasury C     4.50   5/2/2017   EUR     3.05
Lehman Brothers Treasury C     6.65  8/24/2011   AUD    13.88
Nordea Bank Finland Abp        3.01 10/20/2019   SEK    59.50
Mriya Agro Holding PLC        10.95  3/30/2016   USD    15.63
Kommunalbanken AS              0.50   3/2/2018   BRL    74.52
Aeroexpress OOO               11.00  1/13/2017   RUB    60.15
Lehman Brothers Treasury C     5.25  5/26/2026   EUR     3.05
DeltaCredit Bank              10.35   5/6/2024   RUB    60.01
Deutsche Bank AG/London        0.50  10/5/2021   IDR    47.96
Bank Nederlandse Gemeenten     0.50   8/9/2022   MXN    69.09
Svensk Exportkredit AB         0.50  4/24/2029   AUD    57.79
Nordea Bank Finland Abp        1.71 10/20/2019   SEK    70.00
SU-155 KAPITAL OOO            13.25  2/23/2016   RUB    21.07
Immigon Portfolioabbau AG      0.97  5/20/2025   EUR    21.75
Svensk Exportkredit AB         0.50  1/31/2022   ZAR    56.34
Leonteq Securities AG         11.00  7/20/2016   EUR    45.67
DeltaCredit Bank              12.10  7/28/2025   RUB    60.25
BLT Finance BV                 7.50  5/15/2014   USD     5.00
RSL Communications PLC        10.50 11/15/2008   USD     0.00
Skue Sparebank                 2.27              NOK    70.36
Lehman Brothers Treasury C     4.00 10/24/2012   EUR     3.05
UniCredit Bank AG              0.68 11/19/2029   EUR    72.38
Lehman Brothers Treasury C    11.00 12/20/2017   AUD     3.05
Rusfinans Bank OOO            12.10  9/29/2020   RUB    60.56
Ukreximbank Via Biz Financ     7.51   2/9/2023   USD    74.11
WGF Westfaelische Grundbes     6.35  12/1/2016   EUR     6.66
Lenta LLC                     12.40  8/28/2025   RUB    60.14
Nordea Bank Finland Abp        4.35  4/20/2020   SEK    58.00
Lehman Brothers Treasury C     5.00  5/12/2011   CHF     3.05
Solarwatt GmbH                 7.00  11/1/2015   EUR    14.50
Nota-Bank OJSC                14.50   6/6/2018   RUB    30.02
Lehman Brothers Treasury C     3.03  1/31/2015   EUR     3.05
SAir Group                     0.13   7/7/2005   CHF    11.13
Sistema JSFC                   7.65  3/15/2016   RUB    59.41
Atari SA                       7.50  2/17/2020   EUR     0.22
Lehman Brothers Treasury C     1.00   5/9/2012   EUR     3.05
Lehman Brothers Treasury C     6.00 10/30/2012   EUR     3.05
Lehman Brothers Treasury C     4.00  12/2/2012   EUR     3.05
A-TEC Industries AG            2.75  5/10/2014   EUR     2.00
Mechel                         8.40   6/1/2021   RUB    58.03
Deutsche Bank AG/London        5.65  6/30/2034   USD    73.00
Sidetur Finance BV            10.00  4/20/2016   USD     5.50
Lehman Brothers Treasury C     4.00  7/20/2012   EUR     3.05
LBBW                           5.00  3/24/2016   EUR    65.27
Anglian Water Services Fin     1.09  1/26/2057   GBP    69.57
Atari SA                       0.10   4/1/2020   EUR     2.41
Enemona AD-Kozloduy           10.00  4/28/2017   BGN     0.13
Bank Nederlandse Gemeenten     0.50  7/12/2022   ZAR    55.34
Credit Suisse AG/London        1.64   6/1/2042   USD    52.89
Lehman Brothers Treasury C     6.00  2/14/2012   EUR     3.05
SAG Solarstrom AG              7.50  7/10/2017   EUR    45.00
Heta Asset Resolution AG       0.83  5/28/2017   EUR    65.50
Banque Cantonale Vaudoise     17.75 11/17/2015   CHF    41.20
Credit Europe Bank Ltd        11.40  6/26/2017   RUB    60.01
LBBW                           2.00  3/29/2016   EUR    66.66
Rusfinans Bank OOO            13.90  4/24/2018   RUB    61.89
Russian Bank for Small and     8.25 11/26/2016   RUB    57.04
Heta Asset Resolution AG       0.24  8/12/2017   EUR    65.50
DZ Bank AG Deutsche Zentra     3.00 12/28/2015   EUR    69.67
Lehman Brothers Treasury C     4.00  4/13/2011   CHF     3.05
HSBC Bank PLC                  0.50  9/28/2018   IDR    73.14
Lehman Brothers Treasury C     6.00  3/18/2015   USD    13.88
SG Option Europe SA            7.00   5/5/2017   EUR    67.57
Exane Finance                  2.70  9/26/2016   USD    44.66
Transcapitalbank JSC          12.50  3/15/2016   RUB    60.02
OL Groupe SA                   7.00 12/28/2015   EUR     7.58
Svensk Exportkredit AB         0.50  8/25/2021   ZAR    60.44
Bank Nederlandse Gemeenten     0.50  8/15/2022   ZAR    56.81
Kommunekredit                  0.50 12/14/2020   ZAR    66.33
Astana Finance BV              9.00 11/16/2011   USD    16.00
Credit Suisse AG/London       10.50  9/30/2020   USD    10.35
Banca delle Marche SpA         8.00  6/30/2018   EUR    20.25
Barclays Bank PLC              0.50  4/24/2023   MXN    61.61
Vontobel Financial Product     5.84   9/9/2016   EUR    25.10
IT Holding Finance SA          9.88 11/15/2012   EUR     0.19
Wlodarzewska SA                9.22  5/15/2016   PLN    33.00
Bank Nederlandse Gemeenten     0.50  9/20/2022   ZAR    54.79
International Finance Faci     0.50  6/24/2024   ZAR    42.70
Lehman Brothers Treasury C     5.00  2/27/2014   EUR    13.88
Heta Asset Resolution AG       0.24  3/12/2043   EUR    65.50
Banca delle Marche SpA         6.00   5/8/2018   EUR    20.25
Lehman Brothers Treasury C     7.00 11/26/2013   EUR    13.88
Vnesheconombank               11.50  8/20/2020   RUB    59.59
KPNQwest NV                    8.88   2/1/2008   EUR     0.50
RusHydro PJSC                 11.85   7/4/2018   RUB    60.03
Russian Bank for Small and     8.25 11/26/2016   RUB    59.02
Muehl Product & Service AG     6.75  3/10/2005   DEM     1.75
Lehman Brothers Treasury C     8.00 10/17/2014   EUR     3.05
A-TEC Industries AG            5.75  11/2/2010   EUR     2.00
Bank National Factoring Co    14.00 10/17/2016   RUB   100.00
Rostelecom PJSC               10.50   6/7/2018   RUB    60.03
KA Finanz AG                   4.44 12/20/2030   EUR    61.13
RSL Communications PLC         9.13   3/1/2008   USD     0.00
Takko Luxembourg 2 SCA         6.95  4/15/2019   EUR    59.00
Glitnir HF                     4.75 10/15/2010   USD    27.13
Heta Asset Resolution AG       5.27   4/7/2028   EUR    16.88
Landesbank Hessen-Thuering     0.36  4/23/2041   EUR    72.12
Kommunalbanken AS              0.50  5/27/2022   ZAR    55.65
Mobile TeleSystems PJSC        5.00  6/29/2021   RUB    64.13
Ecureuil Vie Developpement     0.91              EUR    27.13
Ingra DD                       6.13  12/6/2016   HRK    12.99
MirLand Development Corp P     6.50 12/31/2015   ILS    39.20
MORTGAGE AGENT AHML 13-1       8.50   9/9/2045   RUB    57.00
CBo Territoria                 6.00   1/1/2020   EUR     4.05
Cerruti Finance SA             6.50  7/26/2004   EUR     1.60
Rusfinans Bank OOO            11.90  7/18/2018   RUB    60.34
Heta Asset Resolution AG       5.80  6/17/2017   EUR    65.50
BNP Paribas Emissions- und    10.00 12/22/2016   EUR    75.86
Municipality Finance PLC       0.50  3/28/2018   BRL    74.08
Lehman Brothers Treasury C     6.30 12/21/2018   USD     1.73
PKVIT OOO                     11.00 10/14/2020   RUB    63.13
WGF Westfaelische Grundbes     6.35   8/1/2017   EUR     2.06
Kaupthing Bank Hf              7.13  5/19/2016   USD     0.00
Lehman Brothers Treasury C     1.46  2/19/2012   JPY    13.88
Federal Grid Co Unified En     7.50 10/16/2020   RUB    60.01
Baltic Leasing OOO            15.10  2/12/2021   RUB    60.03
hkw personalkonzepte GmbH      8.25 11/15/2016   EUR     3.15
Societe Centrale des Bois      9.00   7/1/2016   EUR     7.15
Absolut Bank PAO              10.19  4/29/2020   RUB    60.02
Armenian Treasury Bonds       10.00 10/29/2023   AMD    75.00
Province of Brescia Italy      0.35  6/30/2036   EUR    67.45
Lehman Brothers Treasury C     5.00   5/2/2022   EUR     3.05
Lehman Brothers Treasury C     8.00  2/16/2016   EUR     3.05
Municipality Finance PLC       0.50  6/19/2024   ZAR    44.27
Rusfinans Bank OOO            11.60 11/11/2015   RUB    99.95
Societe Generale SA            0.50  5/30/2023   MXN    63.21
Interregional Distribution    12.42  5/23/2025   RUB    63.88
Marine Subsea AS               9.00 12/16/2019   USD     0.50
Immigon Portfolioabbau AG      4.26  3/22/2024   EUR    36.63
UBS AG                        14.75 12/29/2015   EUR    71.36
Republika Srpska               9.00  9/26/2027   BAM    70.51
Credit Suisse AG/London       13.00   6/6/2016   USD    59.20
Heta Asset Resolution AG       3.42  11/7/2016   EUR    64.88
Heta Asset Resolution AG       0.06  1/24/2017   EUR    65.00
Codere Finance Luxembourg      8.25  6/15/2015   EUR    72.38
Heta Asset Resolution AG       0.37  3/29/2017   EUR    65.50
Locko-Bank ZAO                13.75   4/2/2020   RUB    60.01
Heta Asset Resolution AG       0.21   4/9/2018   EUR    65.50
Vneshprombank Ltd             15.00  3/23/2020   RUB    62.03
Rossiysky Capital OJSC        18.00  1/20/2020   RUB    60.67
LBBW                           4.00  4/22/2016   EUR    52.27
Lehman Brothers Treasury C     5.55  3/12/2015   EUR     3.05
HSBC Bank PLC                  0.50 12/29/2026   AUD    70.91
ECM Real Estate Investment     5.00  10/9/2011   EUR    10.38
LBBW                           2.90  8/26/2016   EUR    71.12
VTB Capital Finance OOO        0.10   8/9/2022   RUB    57.02
Heta Asset Resolution AG       5.03  1/26/2017   EUR    15.00
Europlan AO                   13.60  8/23/2021   RUB    60.12
HSBC Bank PLC                  0.50  4/27/2027   NZD    51.69
BNP Paribas SA                 0.50  9/29/2029   AUD    60.47
City of Siret Romania          2.77   3/1/2028   RON    60.00
Immigon Portfolioabbau AG      5.27   2/8/2027   EUR    62.75
Heta Asset Resolution AG       0.20  4/22/2018   EUR    65.50
Bashneft PAO                  12.10   6/3/2025   RUB    60.01
Credit Suisse AG              11.00  3/28/2016   USD     6.05
Akademiska Hus AB              2.08  4/17/2045   SEK    73.10
Immigon Portfolioabbau AG      3.55  4/12/2022   EUR    74.70
Efesk Group                   13.25  6/14/2016   RUB    53.00
Kaupthing Bank Hf              9.75  9/10/2015   USD    20.00
Dolomite Capital Ltd          12.21 12/20/2019   ZAR    57.29
Svyaznoy Bank ZAO             15.00   6/8/2018   RUB    79.00
International Finance Faci     0.50  6/29/2027   ZAR    29.67
Bank Nederlandse Gemeenten     0.50  9/20/2022   MXN    68.94
Kerdos Group SA                8.00 12/15/2017   PLN    17.01
Immigon Portfolioabbau AG      0.49  3/14/2020   EUR    70.41
Salvator Grundbesitz-AG        9.50 12/31/2021   EUR    11.00
Kaupthing Bank Hf              3.75  2/15/2024   ISK    20.00
Bank St Petersburg PJSC       10.70   9/8/2016   RUB    60.45
Heta Asset Resolution AG       5.04  2/15/2023   EUR    65.50
Raiffeisen Centrobank AG       7.25  9/26/2016   EUR    50.00
Credit Suisse AG/Nassau        8.05  9/27/2016   CHF    45.06
Deutsche Bank AG/London        0.34   2/1/2016   EUR    67.00
Eksportfinans ASA              0.50   5/9/2030   CAD    21.88
UniCredit Bank AG              4.20  8/29/2016   EUR    65.74
MirLand Development Corp P     8.50  8/31/2016   ILS    36.60
Union Technologies Informa     0.10   1/1/2020   EUR    21.63
Leonteq Securities AG/Guer    29.61 10/26/2017   EUR    28.70
URALSIB Leasing Co OOO        10.50  4/17/2018   RUB    60.01
Mortgage Agent Absolut 2       8.90  8/12/2041   RUB    94.35
Svensk Exportkredit AB         0.50  2/22/2022   ZAR    54.87
Lehman Brothers Treasury C     7.00   6/6/2017   EUR     3.05
Lehman Brothers Treasury C     1.75   2/7/2010   EUR     3.30
HSBC Bank PLC                  0.50 10/30/2018   IDR    72.32
Europlan AO                   12.50 10/31/2017   RUB    60.02
Ideal Standard Internation    11.75   5/1/2018   EUR    31.63
VEB-Leasing OAO               13.09  6/23/2020   RUB    60.66
Credit Suisse AG/London       10.50  6/20/2016   USD    54.80
Svensk Exportkredit AB         0.50  3/28/2029   AUD    68.19
Tatfondbank OAO               15.00  3/21/2025   RUB    90.00
Barclays Bank PLC              3.50  12/7/2015   EUR    65.60
Salvator Grundbesitz-AG        9.50              EUR    40.00
Federal Grid Co Unified En     8.00   1/7/2028   RUB    73.26
Royal Bank of Scotland Gro     4.24  1/12/2046   EUR    73.75
Rusfinans Bank OOO            12.00  6/30/2020   RUB    60.23
Russian Railways JSC          17.90  9/20/2039   RUB    10.48
Immigon Portfolioabbau AG      4.50   9/7/2020   EUR    25.00
Lehman Brothers Treasury C     5.50  6/22/2010   USD    16.25
Notenstein Finance Guernse     1.00  9/17/2019   CHF    74.27
LBBW                           2.51  8/26/2016   EUR    65.50
Kommunekredit                  0.50  2/20/2020   BRL    56.46
Spoldzielczy Bank Rzemiosl     4.99   7/8/2021   PLN    72.00
Bayerische Landesbank          5.00 10/17/2016   EUR    67.10
Wlodarzewska SA                9.22  5/15/2016   PLN    37.60
Deutsche Bank AG               5.20  6/22/2016   EUR    56.60
Banca delle Marche SpA         6.00  6/12/2018   EUR    20.25
Sovcombank ICB JSC            11.00  6/20/2016   RUB    60.02
Heta Asset Resolution AG       3.72  3/15/2017   EUR    65.50
Mortgage Agent Absolut 1       9.20 11/12/2040   RUB    96.45
Czerwona Torebka SA            6.81  4/15/2016   PLN    62.00
Russian Railways JSC          12.40  5/30/2040   RUB    60.01
Lehman Brothers Treasury C     7.50   5/2/2017   EUR     3.05
Lehman Brothers Treasury C    12.40  6/12/2009   USD     3.05
ING Bank NV                    5.05  10/7/2024   EUR    62.83
Bank Nederlandse Gemeenten     0.50   6/7/2022   ZAR    57.70
SAir Group                     4.25   2/2/2007   CHF    11.13
Municipality Finance PLC       0.50 11/25/2020   ZAR    64.75
Sviaz Bank OAO                12.25  4/13/2022   RUB    60.23
Bank Julius Baer & Co Ltd/    13.25 11/16/2015   USD    72.30
UBS AG                        12.00 12/29/2015   EUR    47.17
UBS AG                         8.88  2/26/2016   USD    12.89
UTair-Finans OOO              13.00 11/13/2015   RUB    30.00
Svensk Exportkredit AB         0.50  8/28/2018   BRL    67.80
Lehman Brothers Treasury C     8.88  1/28/2011   HKD    13.88
Lehman Brothers Treasury C     6.00  3/14/2011   EUR    13.88
Landesbank Hessen-Thuering     5.50  5/27/2016   EUR    73.30
Lehman Brothers Treasury C     5.00  8/16/2017   EUR    13.88
Bashneft PAO                  12.00  5/19/2025   RUB    60.01
KFW                            0.25  10/6/2036   CAD    38.76
Vontobel Financial Product     8.00  9/29/2017   EUR    67.94
Credit Suisse AG/London       10.25  5/31/2016   USD    59.00
Transgazservice LLP           10.50  11/8/2019   RUB    55.27
HSBC Bank PLC                  0.50  5/31/2019   IDR    67.01
HSBC Bank PLC                  0.50   4/3/2023   AUD    74.30
Municipality Finance PLC       0.50 12/14/2018   TRY    71.57
Immigon Portfolioabbau AG      1.80  5/24/2018   EUR    70.25
Lehman Brothers Treasury C     4.05  9/16/2008   EUR     3.05
Svensk Exportkredit AB         0.50  6/20/2029   AUD    65.76
Windreich GmbH                 6.75   3/1/2015   EUR    10.88
Immigon Portfolioabbau AG      4.81  7/29/2025   EUR    61.00
Metalloinvest Holding Co O    11.85 10/21/2025   RUB    70.00
WGZ-Bank AG Westdeutsche G     4.05  12/9/2015   EUR    58.23
DekaBank Deutsche Girozent     5.55 11/20/2015   EUR    58.49
Bulgaria Steel Finance BV     12.00   5/4/2013   EUR     0.47
MirLand Development Corp P     7.21  5/31/2020   ILS    29.82
East Syberian Mortgage Age     8.75  8/11/2046   RUB    92.35
Lehman Brothers Treasury C     4.82 12/18/2036   EUR     3.05
Lehman Brothers Treasury C    15.00   6/4/2009   CHF     3.05
UBS AG/London                  4.61  7/13/2016   USD    34.75
Deutsche Bank AG               2.57  6/28/2033   USD    70.50
NIBC Bank NV                  25.98   5/7/2029   EUR    63.67
Lehman Brothers Treasury C     4.87  10/8/2013   USD     3.05
Russian Railways JSC          16.80  5/29/2035   RUB    10.67
KPNQwest NV                    8.88   2/1/2008   EUR     0.50
Araratbank OJSC                8.00  6/11/2018   USD    25.61
Sovcombank ICB JSC            13.50   2/7/2019   RUB    60.17
Barclays Bank PLC              0.50  3/26/2021   MXN    72.61
Kommunekredit                  0.50  9/19/2019   BRL    60.84
Espirito Santo Financial P     5.63  7/28/2017   EUR     2.25
Phosphorus Holdco PLC         10.00   4/1/2019   GBP     1.98
Deutsche Bank AG               3.20 12/22/2015   EUR    61.40
Lehman Brothers Treasury C     4.35   8/8/2016   SGD    13.88
Glitnir HF                     6.69  6/15/2016   USD     0.02
SAir Group                     2.13  11/4/2004   CHF    11.00
Societe Generale SA            0.42  1/31/2033   USD    68.59
Immigon Portfolioabbau AG      5.26   2/5/2025   EUR    37.25
HSBC Trinkaus & Burkhardt      5.00   7/1/2016   EUR    46.46
Credit Europe Bank Ltd        15.00  3/22/2018   RUB    60.78
Lehman Brothers Treasury C     2.00  6/21/2011   EUR     3.05
Lehman Brothers Treasury C    14.90 11/16/2010   EUR     3.05
Svensk Exportkredit AB         0.50  8/28/2020   TRY    59.20
Rusfinans Bank OOO            10.88  8/22/2019   RUB    59.77
Russian Railways JSC          11.20 10/16/2025   RUB    60.06
MT-Energie GmbH & Co KG        8.25   4/4/2017   EUR    11.20
Municipiul Timisoara           1.18  5/12/2026   RON    70.00
Driver & Bengsch AG            8.50 12/31/2027   EUR     0.00
SAir Group                     5.50  7/23/2003   CHF    11.00
Ladya Finans LLC              12.00 10/29/2021   RUB    60.00
Heta Asset Resolution AG       0.69  9/20/2017   EUR    16.88
HSBC Bank PLC                  0.50  2/24/2027   NZD    52.42
Zurcher Kantonalbank Finan    12.03  3/11/2016   EUR    56.85
Lehman Brothers Treasury C     4.00  7/27/2011   EUR     3.05
Immigon Portfolioabbau AG      1.75   9/9/2020   EUR    48.13
Municipality Finance PLC       0.50   5/8/2029   AUD    56.72
Lehman Brothers Treasury C     4.10  6/10/2014   SGD    16.25
Glitnir HF                     6.38  9/25/2012   USD    27.13
Lehman Brothers Treasury C     8.50   7/5/2016   EUR    13.88
Soyuz AKB OAO                 14.50  6/11/2020   RUB    60.01
Heta Asset Resolution AG       4.54  9/22/2017   EUR    65.50
Societe Generale SA            1.04  2/28/2034   USD    66.47
Societe Generale SA            2.95   8/1/2016   USD    54.50
UBS AG/London                  7.78  1/22/2016   USD    35.25
Zurcher Kantonalbank Finan    10.90   6/3/2016   CHF    68.50
Banca delle Marche SpA         7.75  6/30/2018   EUR    20.25
Oberoesterreichische Lande     0.30  4/25/2042   EUR    50.38
Lehman Brothers Treasury C    13.00  2/16/2009   CHF     3.05
Raiffeisen Versicherung AG     5.08              EUR    34.25
Cooperatieve Centrale Raif     0.50 12/29/2027   MXN    44.26
HSBC Bank PLC                  0.50  5/29/2020   IDR    60.00
World of Building Technolo     7.70  6/25/2019   RUB     2.50
Pongs & Zahn AG                8.50              EUR     0.30
Credit Suisse AG/London        8.00 11/29/2019   USD     6.99
Heta Asset Resolution AG       6.94  6/10/2017   EUR    65.50
RSL Communications PLC        12.00  11/1/2008   USD     0.00
Svensk Exportkredit AB         0.50  3/15/2022   ZAR    54.28
Vontobel Financial Product     5.60 12/29/2015   EUR    45.25
Credit Suisse AG/Nassau        8.00   2/8/2016   USD    55.57
MirLand Development Corp P     6.00 11/30/2017   ILS    29.00
Leonteq Securities AG         11.80  2/17/2016   USD    61.32
Banca delle Marche SpA         7.20  6/30/2018   EUR    20.25
Immigon Portfolioabbau AG      6.60   5/6/2023   EUR    48.75
Heta Asset Resolution AG       3.90  1/24/2017   EUR    63.75
Cooperatieve Centrale Raif     0.50  1/31/2033   MXN    27.87
Mortgage agent Vozrojdenie     9.00 10/26/2046   RUB    58.00
UTair-Finans OOO               9.50  7/21/2016   RUB    25.00
KPNQwest NV                    7.13   6/1/2009   EUR     0.50
Glitnir HF                     5.31 12/24/2012   USD    27.13
Heta Asset Resolution AG       0.37  3/29/2017   EUR    65.50
Heta Asset Resolution AG       0.20   7/1/2017   EUR    65.50
UBS AG/London                  7.49  8/24/2016   USD    36.39
Rena Lange Holding GmbH        8.00 12/12/2017   EUR     0.38
Northland Resources AB        12.25  3/26/2016   USD     1.00
RusHydro PJSC                 11.85   7/4/2018   RUB    60.01
Freshwater Finance PLC         6.18  4/20/2035   GBP    64.63
Deutsche Bank AG               8.50 12/20/2016   EUR    55.00
Commerzbank AG                10.00  5/26/2016   EUR    73.92
BNP Paribas Emissions- und     6.00  9/22/2016   EUR    53.73
Housing Financing Fund         2.70   1/1/2020   ISK    69.98
Dresdner Bank AG               0.65 11/19/2029   EUR    63.00
Lehman Brothers Treasury C    23.30  9/16/2008   USD     3.05
Heta Asset Resolution AG       4.40  6/20/2017   EUR    65.50
HSBC Bank PLC                  0.50  11/9/2018   IDR    72.37
Raiffeisen-Holding Niedero     5.10              EUR    66.94
HSBC Bank PLC                  0.50  4/11/2023   MXN    65.51
HSBC Bank PLC                  0.50   6/4/2018   IDR    74.65
Sviaz Bank OAO                15.00  3/24/2018   RUB    60.03
Societe Generale SA            1.35  3/31/2034   USD    66.01
Nutritek International Cor     8.75 12/11/2008   USD     2.00
Russian Railways JSC          16.60  9/19/2033   RUB    60.00
RSL Communications PLC         9.88 11/15/2009   USD     0.00
Ashinskiy metallurgical wo    17.10  6/17/2024   RUB    60.02
EFG International Finance      6.48  5/29/2018   EUR    31.08
Exane Finance                  6.25 12/20/2019   SEK    67.88
JP Morgan Structured Produ    12.00 11/24/2021   ZMW
Erste Group Bank AG            6.80  8/28/2016   EUR    60.95
HSBC Trinkaus & Burkhardt      5.03  3/24/2016   EUR    65.43
Credit Suisse AG/Nassau        6.00  10/3/2016   EUR    44.23
Oberoesterreichische Lande     0.32  11/6/2030   EUR    65.25
Lehman Brothers Treasury C    14.90  9/15/2008   EUR     3.05
Lehman Brothers Treasury C     6.25   9/5/2011   EUR     3.05
Lehman Brothers Treasury C    11.00   7/4/2011   CHF     3.05
Immigon Portfolioabbau AG      2.15  3/25/2019   EUR    62.38
Barclays Bank PLC              0.50  3/19/2021   MXN    72.70
Immigon Portfolioabbau AG      3.50  3/20/2018   EUR    72.38
AK Transneft OAO              12.50 12/21/2015   RUB    60.06
Municipality Finance PLC       0.50 11/21/2018   TRY    72.04
HSBC Bank PLC                  0.50 10/30/2026   NZD    53.28
Eiendomskreditt                4.35              NOK    68.48
Tatfondbank OAO               14.00 12/11/2024   RUB    60.66
UniCredit Bank AO             12.00 11/20/2019   RUB    60.11
SAir Group                     6.25 10/27/2002   CHF    11.63
Heta Asset Resolution AG       0.21   3/4/2018   EUR    65.50
Lehman Brothers Treasury C     7.60  1/31/2013   AUD     3.05
DekaBank Deutsche Girozent     4.92  1/27/2016   EUR    56.65
Vontobel Financial Product     5.00  2/13/2017   EUR    50.89
Banque Cantonale Vaudoise      6.00  5/26/2016   CHF    45.34
UniCredit Bank Austria AG      0.44  1/22/2031   EUR    65.88
Lehman Brothers Treasury C     6.50  7/24/2026   EUR     3.05
Lehman Brothers Treasury C     7.00  2/15/2012   EUR     3.05
Heta Asset Resolution AG       0.13  2/17/2017   EUR    64.63
Heta Asset Resolution AG       0.04   8/1/2017   EUR    65.50
Immigon Portfolioabbau AG      3.88  3/15/2022   EUR    44.75
Immigon Portfolioabbau AG      2.00  4/24/2020   EUR    52.00
Interregional Distribution    12.42  5/23/2025   RUB    60.01
Bashneft PAO                  12.00   5/9/2025   RUB    60.01
Konservenfabrik Zachow Gmb     8.00   4/1/2016   EUR     0.00
SG Issuer SA                   5.50  4/10/2021   EUR    66.11
Republika Srpska              11.50  9/25/2026   BAM    71.00
Glitnir HF                     7.32 12/19/2012   USD    27.13
VEB-Leasing OAO               13.50  2/18/2025   RUB   100.05
Kerdos Group SA                8.00  3/31/2016   PLN    48.00
SAir Group                     5.13   3/1/2003   CHF    11.00
Bank Julius Baer & Co Ltd/     9.75  3/11/2016   EUR    58.45
Lehman Brothers Treasury C     7.38  9/20/2008   EUR     3.05
Lehman Brothers Treasury C    11.00  6/29/2009   EUR     3.05
Lehman Brothers Treasury C     5.00  2/28/2032   EUR     3.05
Lehman Brothers Treasury C     4.00  2/28/2010   EUR     3.05
Lehman Brothers Treasury C    10.00 10/23/2008   USD     3.05
Svensk Exportkredit AB         0.50  4/25/2019   BRL    61.68
Svensk Exportkredit AB         0.50  6/26/2019   TRY    67.18
Zapsibcombank PAO             14.85 12/12/2019   RUB    75.00
Bosnia & Herzegovina Gover     2.50  6/30/2022   BAM    73.01
Immigon Portfolioabbau AG      7.00  7/24/2022   EUR    63.69
Bank J Safra Sarasin AG/Gu    11.02 12/30/2015   EUR    49.09
UniCredit Bank AG              4.40  11/2/2017   EUR    59.40
Glitnir HF                     5.86  7/28/2016   GBP    27.13
Immigon Portfolioabbau AG      0.88  2/11/2019   EUR    58.38
GFI Informatique SA/France     5.25   1/1/2017   EUR     6.57
Lehman Brothers Treasury C    12.00  7/13/2037   JPY     3.05
Leonteq Securities AG/Guer     6.89 12/30/2015   USD    61.98
UBS AG/London                  5.50  7/10/2017   CHF    66.61
Vontobel Financial Product     5.00   7/4/2016   EUR    53.00
Notenstein Privatbank AG       8.99  7/22/2019   EUR    67.11
UBS AG/London                  6.50  3/11/2016   GBP    73.67
UniCredit Bank Austria AG      0.34  1/24/2031   EUR    66.38
Heta Asset Resolution AG       0.07  7/18/2017   EUR    65.50
Immigon Portfolioabbau AG      4.20  2/22/2033   EUR    19.75
Lehman Brothers Treasury C     3.20  3/19/2018   JPY     3.05
Vnesheconombank                2.00  6/18/2021   RUB    60.81
Ipotechny Agent Moskovsky      7.00  9/17/2028   RUB    61.13
URALSIB Leasing Co OOO        10.50  4/17/2018   RUB    60.01
Lehman Brothers Treasury C     3.86  9/21/2011   SGD    16.25
Nordea Bank Finland Abp        8.00  9/10/2016   SEK    74.51
Credit Suisse AG/London        7.25 11/16/2015   USD    71.88
Glitnir HF                     6.00 12/15/2012   GBP    27.13
Heta Asset Resolution AG       0.20   4/2/2018   EUR    65.50
Kaupthing Bank Hf              5.00   1/4/2027   SKK    18.25
BNP Paribas Emissions- und     3.00  2/23/2017   EUR    72.17
Veniti SA                      9.70  3/28/2016   PLN    50.00
First St Petersburg Mortga     8.50  7/15/2041   RUB    57.00
ECA                            2.50   1/1/2018   EUR    12.00
COFIDUR SA                     0.10 12/31/2024   EUR    15.00
UniCredit Bank AG              4.88  8/25/2017   EUR    64.96
Credit Suisse AG/London        9.00 12/18/2015   USD    37.19
Mechel                         8.00   2/9/2021   RUB    42.00
Vontobel Financial Product     6.50 11/25/2016   EUR    45.69
Vnesheconombank                9.75  8/16/2029   RUB    60.01
Banque Cantonale Vaudoise/     8.20   3/3/2016   EUR    62.89
Landesbank Hessen-Thuering     5.10  4/15/2016   EUR    56.50
Credit Suisse AG/Nassau        7.00  6/27/2016   EUR    74.04
Hellas Telecommunications      8.50 10/15/2013   EUR     0.01
Lehman Brothers Treasury C     5.10  6/22/2046   EUR     3.05
Lehman Brothers Treasury C    15.00  3/30/2011   EUR     3.05
Lehman Brothers Treasury C     2.30   6/6/2013   USD     3.05
Lehman Brothers Treasury C     7.00  2/15/2010   CHF     3.05
Lehman Brothers Treasury C     8.00  3/19/2012   USD     3.05
Immigon Portfolioabbau AG      4.80   5/9/2025   EUR    35.00
Heta Asset Resolution AG       0.17  5/10/2017   EUR    65.50
LBI HF                         7.43              USD     0.00
CHC Helicopter SA              9.25 10/15/2020   USD    56.00
Kommunalbanken AS              0.50  11/8/2018   BRL    67.70
Transbaltstroi OOO            13.00 11/26/2020   RUB    60.03
Melhus Sparebank               2.79  9/16/2024   NOK    74.65
Municipality Finance PLC       0.50  5/29/2018   BRL    72.76
Glitnir HF                     4.75 10/15/2010   USD    27.13
Waste Management NN CJSC      18.80  6/15/2022   RUB    60.01
DekaBank Deutsche Girozent     3.05  3/25/2025   EUR    71.11
Immigon Portfolioabbau AG      5.45   8/2/2019   EUR    72.70
Kerdos Group SA                8.00   3/9/2018   PLN    60.01
MirLand Development Corp P     6.50  9/30/2019   ILS    27.61
Kaupthing Bank Hf              7.63  2/28/2015   USD    20.00
Leonteq Securities AG/Guer    14.00   1/6/2016   CHF    50.47
JP Morgan Structured Produ     8.70 11/25/2015   USD    42.85
UBS AG                         5.50 12/29/2015   EUR    64.53
Soyuz AKB OAO                 13.00 11/22/2019   RUB    60.11
Heta Asset Resolution AG       0.23  5/17/2017   EUR    65.50
Bank Nederlandse Gemeenten     0.50  5/12/2021   ZAR    63.71
HSBC Bank PLC                  0.50   2/2/2023   AUD    74.94
Lehman Brothers Treasury C     8.00  5/22/2009   USD     3.05
Vontobel Financial Product    11.50 11/22/2016   EUR    68.48
DekaBank Deutsche Girozent    10.50 11/15/2016   EUR    63.04
DekaBank Deutsche Girozent     3.00   5/6/2016   EUR    50.59
UBS AG                        10.20  4/14/2016   USD     5.70
Royal Bank of Scotland PLC     1.69 11/14/2016   GBP
Vontobel Financial Product     6.00   9/2/2016   EUR    55.47
Royal Bank of Scotland PLC     6.20   9/7/2018   GBP     1.06
Deutsche Bank AG               5.50  6/21/2016   EUR    55.00
Spoldzielczy Bank Rzemiosl     5.05  3/29/2023   PLN    70.00
Lehman Brothers Treasury C     5.00  12/6/2011   EUR     3.05
Lehman Brothers Treasury C     6.00  5/23/2018   CZK     3.05
Lehman Brothers Treasury C     7.05   4/8/2015   USD     3.05
Heta Asset Resolution AG       0.18  5/17/2017   EUR    65.50
HSBC Bank PLC                  0.50  12/8/2026   AUD    60.25
Barclays Bank PLC              0.50  1/28/2033   MXN    30.69
Svensk Exportkredit AB         0.50  8/29/2029   AUD    69.04
HSBC Bank PLC                  0.50  7/30/2019   IDR    65.67
HSBC Bank PLC                  0.50  6/28/2019   IDR    66.87
Ipotechny Agent AK Bars        3.00  5/10/2047   RUB    52.43
Notenstein Privatbank AG       7.40 10/31/2016   CHF    42.54
UBS AG/London                  5.00 12/10/2015   USD    68.08
WGZ-Bank AG Westdeutsche G     2.76  12/9/2015   EUR    65.90
Immigon Portfolioabbau AG      6.00  3/30/2017   EUR     1.00
UBS AG/London                  7.50 11/19/2015   CHF    34.34
Credit Europe Bank Ltd        15.00   4/6/2018   RUB    60.04
Finstone OOO                   9.25  1/10/2019   RUB   100.00
URALSIB Leasing Co OOO         9.00 12/12/2016   RUB    60.01
Lehman Brothers Treasury C     4.10  8/23/2010   USD     3.05
Bank Julius Baer & Co Ltd/     8.90  6/30/2016   USD    55.70
DZ Bank AG Deutsche Zentra    14.50 12/28/2015   EUR    67.76
Banque Cantonale Vaudoise      6.80  1/29/2016   CHF    47.26
Notenstein Privatbank AG       6.50   7/2/2018   USD    66.92
Lehman Brothers Treasury C     1.28  11/6/2010   JPY    13.88
Commerzbank AG                 6.50 12/22/2016   EUR    62.52
Deutsche Bank AG               7.20 12/22/2015   EUR    43.10
Banque Cantonale Vaudoise/     8.20   3/3/2016   USD    63.25
Credit Suisse AG/London        7.00  3/21/2016   CHF    75.95
BNP Paribas Emissions- und     4.00  3/24/2016   EUR    50.27
WGZ-Bank AG Westdeutsche G     4.00  2/19/2016   EUR    55.73
Province of Rovigo Italy       0.30 12/28/2035   EUR    67.61
Lehman Brothers Treasury C     4.00 10/12/2010   USD     3.05
SAir Group                     2.75  7/30/2004   CHF    11.13
SAir Group                     2.75  7/30/2004   CHF    11.00
Agrokompleks OOO              15.00  7/29/2019   RUB    60.01
Immigon Portfolioabbau AG      4.21  1/25/2033   EUR    19.88
Kommunalbanken AS              0.50  8/15/2018   BRL    71.06
HSBC Bank PLC                  0.50   6/9/2023   MXN    64.73
BNP Paribas SA                 0.50  2/13/2024   NZD    69.94
Gold-Zack AG                   7.00 12/14/2005   EUR    12.50
Zurcher Kantonalbank Finan     5.60 11/18/2015   USD    62.59
DZ Bank AG Deutsche Zentra     5.25 11/27/2015   EUR    72.77
Zurcher Kantonalbank Finan     5.25  12/4/2015   CHF    66.21
Bank Julius Baer & Co Ltd/     9.25 12/11/2015   EUR    52.85
UniCredit Bank AG              4.10  9/28/2018   EUR    73.64
Heta Asset Resolution AG       0.06  3/15/2017   EUR    65.50
Baltic Leasing OOO            11.82  6/19/2020   RUB    60.03
Lehman Brothers Treasury C     4.68 12/12/2045   EUR     3.05
Nesset Sparebank               2.42              NOK    54.74
Kuybishevazot-Invest OOO       0.10   4/7/2016   RUB    59.01
Lehman Brothers Treasury C     8.00  4/20/2009   EUR     3.05
EDOB Abwicklungs AG            7.50   4/1/2012   EUR     0.50
Lehman Brothers Treasury C    10.44 11/22/2008   CHF     3.05
Vontobel Financial Product     5.00  9/23/2016   EUR    45.31
DekaBank Deutsche Girozent     5.00  1/14/2016   EUR    54.31
Leonteq Securities AG         14.00 10/24/2016   CHF    60.40
Kerdos Group SA                8.00  5/31/2016   PLN    60.01
Royal Bank of Scotland PLC     1.33 10/26/2018   GBP     1.04
Banque Cantonale Vaudoise      1.00   7/7/2016   CHF    15.65
Goldman Sachs & Co Wertpap     5.00  6/22/2016   EUR    73.87
Leonteq Securities AG         12.40  5/18/2016   CHF    62.77
Araratbank OJSC                8.50  6/14/2016   USD    25.53
UniCredit Bank AG              4.00  6/23/2016   EUR    52.29
Vontobel Financial Product    21.75  6/24/2016   EUR    65.38
Banque Cantonale Vaudoise      6.00  2/19/2016   CHF    48.68
DekaBank Deutsche Girozent     7.44   2/9/2016   EUR    52.93
Lehman Brothers Treasury C     8.25   2/3/2016   EUR     3.05
Lehman Brothers Treasury C     4.05  9/16/2008   EUR     3.05
Lehman Brothers Treasury C     1.50   2/8/2012   CHF     3.05
Lehman Brothers Treasury C     5.00 11/22/2012   EUR     3.05
Lehman Brothers Treasury C     2.00  6/28/2011   EUR     3.05
Lehman Brothers Treasury C     2.50  11/9/2011   CHF     3.05
Municipality Finance PLC       4.20  3/26/2020   IDR    73.60
Societe Generale SA            0.50   4/3/2023   RUB    46.52
BNP Paribas SA                 0.50 11/16/2032   MXN    32.94
Barclays Bank PLC              0.50  3/13/2023   RUB    46.79
Municipality Finance PLC       0.50  4/16/2018   BRL    72.96
Lehman Brothers Treasury C     8.28  3/26/2009   USD     3.05
Kaupthing Bank Hf              7.50  12/5/2014   ISK    20.00
Leonteq Securities AG         10.94   4/7/2016   USD    46.96
Leonteq Securities AG/Guer     9.07   5/3/2016   GBP    62.71
Leonteq Securities AG/Guer    20.00 12/29/2015   CHF    25.99
Deutsche Bank AG               5.20 12/22/2015   EUR    56.60
Bayerische Landesbank          3.70   6/3/2016   EUR    60.69
DekaBank Deutsche Girozent     8.50 10/27/2016   EUR    54.36
Republika Srpska               1.50 12/24/2025   BAM    74.50
Dayli Polska Sp zoo            8.50   9/5/2016   PLN    20.00
Bank Julius Baer & Co Ltd/     9.50 11/19/2015   EUR    56.55
DZ Bank AG Deutsche Zentra     5.25 11/27/2015   EUR    52.75
Russian Railways JSC          16.70 10/11/2038   RUB    60.00
Bank Julius Baer & Co Ltd/     7.90 11/20/2015   USD    38.75
UniCredit Bank AG              4.55 12/24/2015   EUR    58.92
Vontobel Financial Product    23.30 12/28/2015   EUR    69.78
Heta Asset Resolution AG       4.70   4/2/2018   EUR    65.50
Credit Europe Bank Ltd        11.36   6/5/2018   RUB    60.01
Glitnir HF                     5.44 12/22/2015   USD    27.13
Northland Resources AB        15.00  7/15/2019   USD     1.00
Deutsche Bank AG               3.20 11/22/2017   EUR    73.30
Heta Asset Resolution AG       0.22  3/10/2018   EUR    65.50
Europlan AO                   10.22  3/26/2019   RUB    59.78
Immigon Portfolioabbau AG      1.26   2/8/2019   EUR    61.63
Lehman Brothers Treasury C    12.22 11/21/2017   USD     3.05
Lehman Brothers Treasury C     6.00  2/19/2023   USD     3.05
Landeskreditbank Baden-Wue     0.50  5/10/2027   CAD    72.67
Lehman Brothers Treasury C     4.50   3/7/2015   EUR     3.05
Lehman Brothers Treasury C     4.50 12/30/2010   USD     3.05
Lehman Brothers Treasury C     5.00   8/1/2025   EUR     3.05
Lehman Brothers Treasury C    13.50   6/2/2009   USD     3.05
DekaBank Deutsche Girozent     3.40  6/10/2016   EUR    75.58
Societe Generale SA            5.99   2/9/2016   USD    61.84
BNP Paribas Emissions- und     6.25 12/24/2015   EUR    50.48
Leonteq Securities AG/Guer     7.28  1/29/2016   EUR    73.50
Lehman Brothers Treasury C     4.00  8/11/2010   USD    13.88
LBBW                           4.50  2/24/2017   EUR    69.37
Norddeutsche Landesbank Gi     4.00   8/5/2016   EUR    55.52
Leonteq Securities AG         18.00   2/9/2016   CHF    50.41
UBS AG                         8.42 12/17/2015   USD    18.90
Leonteq Securities AG         11.00 10/31/2016   CHF    63.96
Vontobel Financial Product     5.00  7/28/2016   EUR    55.50
Bayerische Landesbank          2.20  5/20/2016   EUR    52.86
Commerzbank AG                10.25  4/21/2016   EUR    60.05
Bank Julius Baer & Co Ltd/    13.70  5/13/2016   USD    50.55
EFG International Finance      6.26   5/7/2018   EUR    73.88
Vontobel Financial Product     9.55  5/27/2016   EUR    48.31
Societe Generale SA           13.56  5/26/2016   USD    71.78
Leonteq Securities AG          5.84   9/5/2016   USD    46.92
Banque Cantonale Vaudoise      7.25   3/3/2016   CHF    62.20
UniCredit Bank AG              5.44   7/1/2016   EUR    60.03
Goldman Sachs & Co Wertpap    20.00  7/20/2016   EUR    64.12
Norddeutsche Landesbank Gi     3.50   7/1/2016   EUR    42.23
Deutsche Bank AG               6.20  6/21/2016   EUR    47.60
Bayerische Landesbank          3.70  11/4/2016   EUR    68.37
Landesbank Hessen-Thuering     4.00   8/5/2016   EUR    51.50
Bank Julius Baer & Co Ltd/    13.20  2/26/2016   USD    55.95
Deutsche Bank AG               5.20 12/20/2016   EUR    45.90
Lehman Brothers Treasury C    10.00   1/3/2012   BRL     3.05
Banca di Cividale SpA          0.03  10/2/2036   EUR    64.20
Lehman Brothers Treasury C     4.95 10/25/2036   EUR     3.05
Immigon Portfolioabbau AG      0.77 10/15/2019   EUR    53.50
Immigon Portfolioabbau AG      4.78   6/7/2030   EUR    24.50
Immigon Portfolioabbau AG      0.97   3/1/2021   EUR    42.50
Lehman Brothers Treasury C     7.60  5/21/2013   USD     3.05
Strommen Sparebank             2.40              NOK    44.47
Lehman Brothers Treasury C     6.00 10/30/2012   USD     3.05
Immigon Portfolioabbau AG      5.25 12/20/2022   EUR    45.75
Lehman Brothers Treasury C     9.30 12/21/2010   EUR     3.05
Lehman Brothers Treasury C     4.00  5/30/2010   USD     3.05
Lehman Brothers Treasury C    18.25  10/2/2008   USD     3.05
Province of Brescia Italy      0.52 12/22/2036   EUR    66.86
Lehman Brothers Treasury C     4.00 11/24/2016   EUR     3.05
Credit Agricole Corporate      0.50   3/6/2023   RUB    46.83
Rusfinans Bank OOO            12.23 10/23/2019   RUB    60.01
Municipality Finance PLC       0.50  2/22/2019   IDR    68.73
Ipotechny Agent Uralsib 3      3.00 10/15/2047   RUB    28.78
Cooperatieve Centrale Raif     0.50  8/21/2028   MXN    41.77
RZD Rasvytie vokzalov         12.50 10/21/2016   RUB    25.25
Kommunalbanken AS              0.50  2/23/2018   BRL    73.87
Kommunalbanken AS              0.50   2/2/2018   BRL    74.42
Windreich GmbH                 6.25   3/1/2015   EUR    10.88
SG Issuer SA                   4.30  7/10/2020   EUR    60.80
KPNQwest NV                    8.88   2/1/2008   EUR     0.50
KPNQwest NV                    7.13   6/1/2009   EUR     0.50
Goldman Sachs & Co Wertpap     5.00  1/20/2016   EUR    70.28
Heta Asset Resolution AG       0.22  2/10/2018   EUR    65.50
City of Predeal Romania        2.50  5/15/2026   RON    60.00
Lehman Brothers Treasury C     5.25   4/1/2023   EUR     3.05
Svensk Exportkredit AB         0.50 12/17/2027   USD    72.63
Lehman Brothers Treasury C     4.15  8/25/2020   EUR     3.05
Credit Suisse AG/London        7.00  2/16/2016   USD    70.36
UBS AG                        19.50 12/29/2015   EUR    65.54
UBS AG                         7.00 12/29/2015   EUR    61.79
Deutsche Bank AG               6.20  1/19/2016   EUR    55.30
LBBW                           2.60 12/23/2016   EUR    61.29
Barclays Bank PLC              2.30  9/13/2016   EUR    53.88
JP Morgan Structured Produ    13.00 11/25/2024   ZMW
Deutsche Bank AG               7.20  3/22/2016   EUR    56.20
DZ Bank AG Deutsche Zentra     9.25  6/20/2016   EUR    44.52
UniCredit Bank AG              5.40  6/30/2017   EUR    74.59
UBS AG/London                  6.50  6/10/2016   USD    60.46
Bank Julius Baer & Co Ltd/    10.00  6/13/2016   USD    71.00
Bank Julius Baer & Co Ltd/     7.30  6/13/2016   USD    67.80
UniCredit Bank AG              4.80  3/24/2016   EUR    68.28
EFG International Finance      7.20  2/25/2019   EUR    62.71
UBS AG/London                  7.00  5/22/2017   CHF    51.07
Bank Julius Baer & Co Ltd/    11.10  4/14/2016   EUR    58.50
UTair-Finans OOO              13.00 11/13/2015   RUB    30.00
Lehman Brothers Treasury C     2.00 11/16/2009   EUR     3.05
Lehman Brothers Treasury C     4.25  3/13/2021   EUR     3.05
Lehman Brothers Treasury C     4.69  2/19/2017   EUR     3.05
Immigon Portfolioabbau AG      4.50 10/21/2020   EUR    56.00
Immigon Portfolioabbau AG      5.20   4/1/2020   EUR    61.75
Lehman Brothers Treasury C     7.60   3/4/2010   NZD     3.05
Bamble Sparebank               2.42              NOK    51.85
Lehman Brothers Treasury C     6.00 10/24/2008   EUR     3.05
Lehman Brothers Treasury C     5.22   3/1/2024   EUR     3.05
Lehman Brothers Treasury C     4.60 10/11/2017   ILS    13.88
Immigon Portfolioabbau AG      3.09 10/15/2020   EUR    51.50
HSBC Bank PLC                  0.50  1/29/2027   NZD    52.16
Svensk Exportkredit AB         0.50  6/29/2029   AUD    68.52
Rusfinans Bank OOO            11.40  10/2/2019   RUB    60.02
Bank Julius Baer & Co Ltd/     8.50  12/1/2015   USD    68.10
LBBW                           4.25  3/29/2016   EUR    55.35
Soyuz AKB OAO                 13.00 11/22/2019   RUB    60.11
UBS AG                         4.75  6/24/2016   EUR    63.15
UniCredit Bank AG              3.85  9/22/2020   EUR    71.64
Leonteq Securities AG/Guer     6.58  3/29/2016   EUR    74.75
LBBW                           5.50  9/23/2016   EUR    76.37
Kommunekredit                  0.50  5/11/2029   CAD    66.52
Vontobel Financial Product    10.50 12/23/2016   EUR    68.21
Landesbank Hessen-Thuering     3.30  6/14/2017   EUR    70.40
Deutsche Bank AG               8.20  5/25/2016   EUR    44.60
Credit Suisse AG/Nassau        8.00 11/21/2016   EUR    51.15
Vontobel Financial Product     5.50  6/24/2016   EUR    46.12
Deutsche Bank AG               5.20  6/21/2016   EUR    49.00
Vontobel Financial Product     7.00  6/24/2016   EUR    50.19
BNP Paribas Emissions- und     5.50 12/22/2016   EUR    55.85
EFG International Finance      9.10  3/23/2016   USD    48.13
Goldman Sachs & Co Wertpap     9.00  9/21/2016   EUR    73.24
Credit Suisse AG/Nassau        6.25 10/17/2016   EUR    43.34
Credit Suisse AG/Nassau        6.00  12/2/2016   EUR    48.21
Lehman Brothers Treasury C     0.50  2/16/2009   EUR     3.05
Lehman Brothers Treasury C     7.75  2/21/2016   EUR     3.05
TGK-1 OAO                     12.90  2/14/2022   RUB    60.02
EFG International Finance      6.00 11/30/2017   EUR    40.13
Raiffeisen Centrobank AG       2.40 12/19/2016   EUR    54.76
Leonteq Securities AG/Guer     5.60 11/20/2015   GBP    33.39
Leonteq Securities AG/Guer     7.60 11/20/2015   USD    31.03
Fonciere Volta SA              4.50  7/30/2020   EUR     2.46
Kaupthing Bank Hf              7.00  7/24/2009   ISK    20.00
LBI HF                         8.65   5/1/2011   ISK     8.50
LBI HF                         5.08   3/1/2013   ISK     8.50
Glitnir HF                     6.00 12/10/2009   ISK     0.02
Glitnir HF                     6.20 12/20/2009   ISK     0.02
Lehman Brothers Treasury C     3.00  6/23/2009   EUR    13.88
Kaupthing Bank Hf              6.50  10/8/2010   ISK    20.00
Rinol AG                       5.50 10/15/2006   DEM     0.58
Glitnir HF                     5.35  5/11/2010   USD    27.13
EFG International Finance     12.86 10/30/2017   EUR    55.44
Societe Generale Effekten      5.00  11/7/2016   EUR    72.10
Raiffeisen Centrobank AG       2.80 11/14/2016   EUR    51.30
Immigon Portfolioabbau AG      4.90  8/18/2025   EUR    61.30
Leonteq Securities AG/Guer     6.25 11/13/2015   CHF    51.22
Barclays Bank PLC              2.50   3/7/2017   EUR    56.34
Glitnir HF                     6.33  7/28/2011   USD    27.13
Lehman Brothers Treasury C     7.59 11/22/2009   MXN    13.88
Glitnir HF                     6.31  7/28/2011   USD    27.13
Glitnir HF                     6.31  7/28/2011   USD    27.13
Goldman Sachs & Co Wertpap     8.00 12/23/2015   EUR    68.60
Goldman Sachs & Co Wertpap    10.00 12/23/2015   EUR    61.84
Goldman Sachs & Co Wertpap    11.00 12/23/2015   EUR    57.86
Goldman Sachs & Co Wertpap     8.00 12/23/2015   EUR    54.82
Goldman Sachs & Co Wertpap    11.00 12/23/2015   EUR    50.79
Goldman Sachs & Co Wertpap     7.00 12/23/2015   EUR    75.58
Goldman Sachs & Co Wertpap    10.00 12/23/2015   EUR    64.16
Goldman Sachs & Co Wertpap     6.00 12/23/2015   EUR    60.50
Goldman Sachs & Co Wertpap     9.00 12/23/2015   EUR    51.69
UBS AG                         6.75 12/29/2015   EUR    75.18
LBBW                           3.50  9/23/2016   EUR    69.63
LBBW                           3.30  9/23/2016   EUR    72.53
LBBW                           3.30 12/23/2016   EUR    65.46
Leonteq Securities AG/Guer    11.60 11/24/2015   CHF    70.25
Goldman Sachs & Co Wertpap    22.00 11/25/2015   EUR    61.62
Leonteq Securities AG/Guer     9.80 11/24/2015   EUR    53.07
DZ Bank AG Deutsche Zentra     5.40  3/21/2016   EUR    60.45
DZ Bank AG Deutsche Zentra     6.00 11/27/2015   EUR    48.50
HSBC Trinkaus & Burkhardt      9.50 11/27/2015   EUR    50.20
Deutsche Bank AG               6.80 11/25/2015   EUR    74.71
Deutsche Bank AG               6.20 11/25/2015   EUR    75.00
Deutsche Bank AG               5.20 11/25/2015   EUR    69.60
HSBC Trinkaus & Burkhardt     13.60 12/28/2015   EUR    54.82
HSBC Trinkaus & Burkhardt      9.30 12/28/2015   EUR    58.79
HSBC Trinkaus & Burkhardt     17.00 12/28/2015   EUR    75.54
Deutsche Bank AG               5.20 11/25/2015   EUR    75.00
Deutsche Bank AG               7.20  6/21/2016   EUR    64.20
HSBC Trinkaus & Burkhardt     16.40 12/28/2015   EUR    73.46
Vontobel Financial Product     7.80 12/28/2015   EUR    53.72
Vontobel Financial Product     6.70 12/28/2015   EUR    55.04
Vontobel Financial Product     5.70 12/28/2015   EUR    56.45
Commerzbank AG                 3.00  12/3/2015   EUR    56.34
Deutsche Bank AG               6.20 11/25/2015   EUR    51.90
Deutsche Bank AG               6.20 11/25/2015   EUR    50.00
Deutsche Bank AG               5.20 11/25/2015   EUR    48.20
Deutsche Bank AG               6.20 11/25/2015   EUR    48.20
Deutsche Bank AG               6.20  3/22/2016   EUR    53.90
Deutsche Bank AG               5.20 11/25/2015   EUR    57.40
Deutsche Bank AG               6.20 11/25/2015   EUR    57.50
Deutsche Bank AG               5.20 11/25/2015   EUR    54.30
Deutsche Bank AG               6.20 11/25/2015   EUR    54.30
Deutsche Bank AG               6.20  3/22/2016   EUR    50.20
Deutsche Bank AG               7.20  3/22/2016   EUR    71.80
Vontobel Financial Product     6.55 12/11/2015   EUR    50.86
Deutsche Bank AG               7.20 11/25/2015   EUR    69.70
Vontobel Financial Product     5.30 12/11/2015   EUR    56.47
Commerzbank AG                12.00 11/26/2015   EUR    64.65
Commerzbank AG                 8.50 11/26/2015   EUR    72.26
Deutsche Bank AG               7.20  3/22/2016   EUR    52.40
Deutsche Bank AG               7.20 11/25/2015   EUR    54.40
Deutsche Bank AG               7.20 11/25/2015   EUR    48.30
UniCredit Bank AG              4.00  6/24/2016   EUR    70.00
UniCredit Bank AG              4.10  6/24/2016   EUR    48.39
UniCredit Bank AG              4.00  6/24/2016   EUR    50.25
UniCredit Bank AG              4.25  6/24/2016   EUR    46.74
DZ Bank AG Deutsche Zentra     5.75  3/21/2016   EUR    67.83
DZ Bank AG Deutsche Zentra     9.75 12/21/2015   EUR    49.85
Deutsche Bank AG               6.20  3/22/2016   EUR    56.00
DZ Bank AG Deutsche Zentra     5.25 12/28/2015   EUR    71.94
HSBC Trinkaus & Burkhardt     12.80 12/28/2015   EUR    50.37
Deutsche Bank AG               4.20 11/25/2015   EUR    61.00
Deutsche Bank AG               3.20 12/22/2015   EUR    61.20
Deutsche Bank AG               4.20  3/22/2016   EUR    62.30
Deutsche Bank AG               4.20  3/22/2016   EUR    57.40
Deutsche Bank AG               3.20 11/25/2015   EUR    60.90
Deutsche Bank AG               3.20  3/22/2016   EUR    61.90
Deutsche Bank AG               4.20 11/25/2015   EUR    56.10
Deutsche Bank AG               4.20 12/22/2015   EUR    56.40
Deutsche Bank AG               3.20  3/22/2016   EUR    57.00
Vontobel Financial Product     6.50 12/18/2015   EUR    49.80
DZ Bank AG Deutsche Zentra     5.25 12/21/2015   EUR    60.71
DZ Bank AG Deutsche Zentra     5.25  3/21/2016   EUR    61.96
DZ Bank AG Deutsche Zentra     5.70 12/21/2015   EUR    67.39
Leonteq Securities AG         11.00 12/15/2015   USD    55.00
DZ Bank AG Deutsche Zentra     6.50  3/29/2016   EUR    51.19
DZ Bank AG Deutsche Zentra     5.60  3/21/2016   EUR    68.62
Goldman Sachs & Co Wertpap    10.00  1/20/2016   EUR    53.39
Goldman Sachs & Co Wertpap     6.00  6/22/2016   EUR    60.91
Vontobel Financial Product     6.00  1/22/2016   EUR    60.19
DZ Bank AG Deutsche Zentra     6.25 12/21/2015   EUR    71.48
DZ Bank AG Deutsche Zentra     6.50  3/21/2016   EUR    72.73
DZ Bank AG Deutsche Zentra     6.00  3/21/2016   EUR    72.55
Commerzbank AG                14.25 12/24/2015   EUR    71.29
Commerzbank AG                 7.50 12/24/2015   EUR    58.64
Commerzbank AG                 9.50 12/24/2015   EUR    55.89
UniCredit Bank AG              4.28  1/20/2016   EUR    51.04
HSBC Trinkaus & Burkhardt      6.50 12/28/2015   EUR    59.89
HSBC Trinkaus & Burkhardt      8.80 11/27/2015   EUR    56.52
HSBC Trinkaus & Burkhardt      6.90  3/25/2016   EUR    56.22
HSBC Trinkaus & Burkhardt      7.90 11/27/2015   EUR    54.69
HSBC Trinkaus & Burkhardt     10.40 12/28/2015   EUR    73.57
HSBC Trinkaus & Burkhardt     13.20 11/27/2015   EUR    69.19
HSBC Trinkaus & Burkhardt     16.00 12/28/2015   EUR    59.30
HSBC Trinkaus & Burkhardt      7.10  3/25/2016   EUR    69.47
HSBC Trinkaus & Burkhardt      8.10 11/27/2015   EUR    67.37
HSBC Trinkaus & Burkhardt     15.40 12/28/2015   EUR    53.70
HSBC Trinkaus & Burkhardt      8.40 11/27/2015   EUR    59.66
DZ Bank AG Deutsche Zentra     9.50 12/28/2015   EUR    52.15
DZ Bank AG Deutsche Zentra     8.75  6/24/2016   EUR    54.81
DZ Bank AG Deutsche Zentra     8.75  6/24/2016   EUR    70.90
DZ Bank AG Deutsche Zentra    10.50  6/24/2016   EUR    54.78
Zurcher Kantonalbank Finan    10.50   1/7/2016   EUR    57.24
DZ Bank AG Deutsche Zentra     5.20 12/21/2015   EUR    63.02
DZ Bank AG Deutsche Zentra     4.90  3/21/2016   EUR    64.14
DZ Bank AG Deutsche Zentra     7.00 12/28/2015   EUR    58.73
DZ Bank AG Deutsche Zentra    11.25 12/28/2015   EUR    53.92
DZ Bank AG Deutsche Zentra     6.25 12/28/2015   EUR    59.35
DZ Bank AG Deutsche Zentra     6.50 12/28/2015   EUR    59.46
DZ Bank AG Deutsche Zentra    10.50 12/28/2015   EUR    55.08
DZ Bank AG Deutsche Zentra     5.50  3/29/2016   EUR    60.60
DZ Bank AG Deutsche Zentra     8.25 12/28/2015   EUR    72.96
DZ Bank AG Deutsche Zentra     6.50  3/29/2016   EUR    74.02
DZ Bank AG Deutsche Zentra     9.20 11/25/2015   EUR    74.91
Deutsche Bank AG               8.20  3/22/2016   EUR    57.10
Deutsche Bank AG               8.20  6/22/2016   EUR    58.50
Deutsche Bank AG               8.20 12/22/2015   EUR    55.00
Deutsche Bank AG               8.20 12/20/2016   EUR    74.20
Deutsche Bank AG               8.20 12/22/2015   EUR    50.70
Goldman Sachs & Co Wertpap     7.00  1/20/2016   EUR    59.11
Commerzbank AG                 9.00 12/24/2015   EUR    74.42
Commerzbank AG                10.00 12/24/2015   EUR    72.72
Commerzbank AG                 4.75 12/24/2015   EUR    63.79
Commerzbank AG                 5.50 12/24/2015   EUR    62.01
Commerzbank AG                 6.25 12/24/2015   EUR    60.36
Commerzbank AG                 7.25 12/24/2015   EUR    58.83
Commerzbank AG                 8.25 12/24/2015   EUR    57.37
Commerzbank AG                 9.25 12/24/2015   EUR    56.01
Commerzbank AG                10.25 12/24/2015   EUR    54.73
Commerzbank AG                11.25 12/24/2015   EUR    53.50
Commerzbank AG                 4.25 12/24/2015   EUR    63.80
Commerzbank AG                 5.25 12/24/2015   EUR    62.16
Commerzbank AG                 6.00 12/24/2015   EUR    60.59
Commerzbank AG                 7.00 12/24/2015   EUR    59.13
Commerzbank AG                 8.00 12/24/2015   EUR    57.76
Commerzbank AG                 9.00 12/24/2015   EUR    56.46
Commerzbank AG                 5.25 12/24/2015   EUR    67.25
Commerzbank AG                 6.25 12/24/2015   EUR    65.62
Commerzbank AG                 7.25 12/24/2015   EUR    64.07
Commerzbank AG                 8.50 12/24/2015   EUR    62.65
Vontobel Financial Product     5.90 12/28/2015   EUR    62.62
Deutsche Bank AG               8.20  3/22/2016   EUR    72.20
Deutsche Bank AG               8.20  3/22/2016   EUR    52.80
Deutsche Bank AG               8.20 12/20/2016   EUR    57.20
Deutsche Bank AG               8.20 12/20/2016   EUR    62.40
Deutsche Bank AG               8.20 12/22/2015   EUR    70.40
Deutsche Bank AG               8.20  6/22/2016   EUR    53.20
Deutsche Bank AG               8.20  6/22/2016   EUR    70.90
Vontobel Financial Product     5.85 12/28/2015   EUR    70.03
Vontobel Financial Product     5.20 12/28/2015   EUR    65.87
Zurcher Kantonalbank Finan     9.00 12/16/2015   EUR    51.40
Vontobel Financial Product     6.50 12/28/2015   EUR    59.62
Commerzbank AG                 7.00 11/26/2015   EUR    69.30
Commerzbank AG                 7.50 11/26/2015   EUR    47.26
DZ Bank AG Deutsche Zentra     7.50 12/21/2015   EUR    49.60
DZ Bank AG Deutsche Zentra     5.25 12/21/2015   EUR    65.56
DZ Bank AG Deutsche Zentra     5.00 12/21/2015   EUR    65.53
Vontobel Financial Product     4.80 12/28/2015   EUR    57.97
Commerzbank AG                 5.50 11/26/2015   EUR    71.04
Commerzbank AG                 6.00 11/26/2015   EUR    56.38
Commerzbank AG                 8.25 11/26/2015   EUR    53.67
Commerzbank AG                 6.25 11/26/2015   EUR    61.13
Credit Suisse AG/Nassau        6.50  12/7/2015   EUR    68.20
Credit Suisse AG/London        7.50  6/13/2016   EUR    56.58
Vontobel Financial Product     8.55 12/28/2015   EUR    65.79
Vontobel Financial Product     3.55 12/28/2015   EUR    75.00
UBS AG                        11.40  12/7/2015   EUR    68.04
DZ Bank AG Deutsche Zentra     5.00  3/21/2016   EUR    66.62
DZ Bank AG Deutsche Zentra     5.00  3/21/2016   EUR    66.62
Commerzbank AG                 7.25 11/26/2015   EUR    68.20
Commerzbank AG                 9.00 11/26/2015   EUR    65.54
Commerzbank AG                 5.75 11/26/2015   EUR    51.71
Commerzbank AG                 7.75 11/26/2015   EUR    49.08
Commerzbank AG                10.00 11/26/2015   EUR    46.73
Commerzbank AG                 8.50 11/26/2015   EUR    57.66
Commerzbank AG                 5.50 11/26/2015   EUR    54.47
DZ Bank AG Deutsche Zentra     6.00  6/24/2016   EUR    66.58
Goldman Sachs & Co Wertpap    10.00 11/25/2015   EUR    65.16
Goldman Sachs & Co Wertpap     7.00 12/23/2015   EUR    65.58
Goldman Sachs & Co Wertpap     6.00  1/20/2016   EUR    65.90
Goldman Sachs & Co Wertpap     5.00  1/20/2016   EUR    65.70
Goldman Sachs & Co Wertpap     8.00  1/20/2016   EUR    66.29
Goldman Sachs & Co Wertpap     9.00  1/20/2016   EUR    66.48
Goldman Sachs & Co Wertpap     5.00  6/22/2016   EUR    64.81
Goldman Sachs & Co Wertpap     7.00  6/22/2016   EUR    66.04
Goldman Sachs & Co Wertpap     9.00  6/22/2016   EUR    67.27
Goldman Sachs & Co Wertpap     8.00  6/22/2016   EUR    66.66
Goldman Sachs & Co Wertpap     6.00  1/20/2016   EUR    47.40
Goldman Sachs & Co Wertpap    10.00  1/20/2016   EUR    48.18
Goldman Sachs & Co Wertpap     6.00  6/22/2016   EUR    48.49
Goldman Sachs & Co Wertpap     5.00  6/22/2016   EUR    47.87
Goldman Sachs & Co Wertpap     8.00  6/22/2016   EUR    49.72
Goldman Sachs & Co Wertpap     7.00  6/22/2016   EUR    49.09
Goldman Sachs & Co Wertpap     7.00  1/20/2016   EUR    55.57
Goldman Sachs & Co Wertpap     6.00  1/20/2016   EUR    55.37
Goldman Sachs & Co Wertpap     8.00  1/20/2016   EUR    55.76
Goldman Sachs & Co Wertpap     8.00  1/20/2016   EUR    55.76
Goldman Sachs & Co Wertpap     6.00  6/22/2016   EUR    57.54
Goldman Sachs & Co Wertpap     7.00  6/22/2016   EUR    58.15
Goldman Sachs & Co Wertpap     7.00  6/22/2016   EUR    58.15
Vontobel Financial Product     7.40  3/11/2016   EUR    54.44
DZ Bank AG Deutsche Zentra     5.20  3/21/2016   EUR    70.93
Vontobel Financial Product     6.50 12/28/2015   EUR    68.29
Commerzbank AG                 8.25 11/26/2015   EUR    53.18
Goldman Sachs & Co Wertpap    14.00 11/25/2015   EUR    61.30
Goldman Sachs & Co Wertpap    17.00 11/25/2015   EUR    57.85
Goldman Sachs & Co Wertpap    20.00 12/23/2015   EUR    56.37
Goldman Sachs & Co Wertpap     7.00  1/20/2016   EUR    70.77
Goldman Sachs & Co Wertpap    10.00  1/20/2016   EUR    66.77
Goldman Sachs & Co Wertpap    15.00  1/20/2016   EUR    60.14
Goldman Sachs & Co Wertpap    19.00  1/20/2016   EUR    57.75
Goldman Sachs & Co Wertpap    14.00  3/23/2016   EUR    62.42
Goldman Sachs & Co Wertpap    17.00  3/23/2016   EUR    60.36
Goldman Sachs & Co Wertpap     5.00  6/22/2016   EUR    74.01
Goldman Sachs & Co Wertpap    15.00  6/22/2016   EUR    61.24
Goldman Sachs & Co Wertpap    10.00  1/20/2016   EUR    48.26
Vontobel Financial Product     7.85   5/9/2016   EUR    67.87
UBS AG/London                  9.25 12/10/2015   CHF    54.53
Commerzbank AG                10.25 11/26/2015   EUR    74.44
Commerzbank AG                13.25 11/26/2015   EUR    68.92
Goldman Sachs & Co Wertpap     5.00  1/20/2016   EUR    47.21
Goldman Sachs & Co Wertpap     6.00  1/20/2016   EUR    47.40
Goldman Sachs & Co Wertpap     8.00  1/20/2016   EUR    47.79
Goldman Sachs & Co Wertpap    10.00  1/20/2016   EUR    48.18
Goldman Sachs & Co Wertpap    10.00  1/20/2016   EUR    48.18
Goldman Sachs & Co Wertpap    10.00  6/22/2016   EUR    50.95
Goldman Sachs & Co Wertpap     5.00  1/20/2016   EUR    55.18
Goldman Sachs & Co Wertpap     8.00  6/22/2016   EUR    58.77
Goldman Sachs & Co Wertpap     8.00  6/22/2016   EUR    58.77
Notenstein Privatbank AG       8.20 12/19/2016   EUR    64.56
Zurcher Kantonalbank Finan     9.35 12/16/2015   EUR    57.45
Commerzbank AG                 5.00 11/26/2015   EUR    60.06
Zurcher Kantonalbank Finan     8.60 12/23/2015   EUR    58.44
Vontobel Financial Product     7.50  1/15/2016   EUR    56.23
Deutsche Bank AG               5.34  6/30/2016   EUR    54.64
Vontobel Financial Product     9.20 12/28/2015   EUR    65.88
Vontobel Financial Product     6.00  6/24/2016   EUR    55.86
Deutsche Bank AG               5.20  6/22/2016   EUR    51.30
Deutsche Bank AG               5.20  6/22/2016   EUR    49.60
Deutsche Bank AG               7.20 11/25/2015   EUR    65.10
Deutsche Bank AG               6.20  6/22/2016   EUR    65.50
Deutsche Bank AG               7.20  6/22/2016   EUR    66.10
Deutsche Bank AG               6.20  3/22/2016   EUR    67.00
DZ Bank AG Deutsche Zentra     7.00 12/28/2015   EUR    73.64
Vontobel Financial Product     5.00  1/22/2016   EUR    57.01
Notenstein Privatbank AG       8.00 12/29/2016   EUR    63.34
Leonteq Securities AG/Guer    13.40 12/29/2015   USD    69.63
Goldman Sachs & Co Wertpap    23.00 12/23/2015   EUR    56.73
Goldman Sachs & Co Wertpap     6.00  6/22/2016   EUR    74.63
Goldman Sachs & Co Wertpap    21.00  1/20/2016   EUR    58.13
Goldman Sachs & Co Wertpap     8.00  6/22/2016   EUR    71.23
Goldman Sachs & Co Wertpap    17.00  6/22/2016   EUR    62.48
Deutsche Bank AG               4.20 12/22/2015   EUR    54.20
Deutsche Bank AG               4.20  6/22/2016   EUR    54.50
Deutsche Bank AG               3.20  3/22/2016   EUR    54.80
Deutsche Bank AG               4.20  3/22/2016   EUR    55.20
Deutsche Bank AG               7.20 11/25/2015   EUR    46.60
Deutsche Bank AG               7.20  3/22/2016   EUR    49.00
Deutsche Bank AG               7.20  6/22/2016   EUR    49.30
Deutsche Bank AG               6.20  6/22/2016   EUR    57.20
Deutsche Bank AG               7.20  6/22/2016   EUR    57.90
Deutsche Bank AG               5.20  3/22/2016   EUR    71.90
Deutsche Bank AG               6.20  3/22/2016   EUR    68.40
Deutsche Bank AG               6.20  6/22/2016   EUR    73.50
Deutsche Bank AG               6.20  6/22/2016   EUR    69.80
Deutsche Bank AG               5.20  6/22/2016   EUR    69.20
Bank J Safra Sarasin AG/Gu     5.75 12/17/2015   CHF    53.39
Goldman Sachs & Co Wertpap    12.00 11/25/2015   EUR    65.25
Goldman Sachs & Co Wertpap    11.00 12/23/2015   EUR    66.05
Goldman Sachs & Co Wertpap    11.00 12/23/2015   EUR    66.05
Goldman Sachs & Co Wertpap    11.00  1/20/2016   EUR    66.87
Goldman Sachs & Co Wertpap     6.00  6/22/2016   EUR    65.43
Goldman Sachs & Co Wertpap     7.00  1/20/2016   EUR    49.25
Goldman Sachs & Co Wertpap     9.00  1/20/2016   EUR    55.95
Goldman Sachs & Co Wertpap     9.00  1/20/2016   EUR    55.95
UBS AG/London                 10.75 12/17/2015   CHF    71.71
Deutsche Bank AG               7.20  3/22/2016   EUR    67.30
Deutsche Bank AG               6.20 11/25/2015   EUR    65.10
DZ Bank AG Deutsche Zentra     5.50 12/28/2015   EUR
DZ Bank AG Deutsche Zentra     6.00  6/24/2016   EUR    51.98
DZ Bank AG Deutsche Zentra     7.00  6/24/2016   EUR    48.57
Commerzbank AG                 8.50 11/26/2015   EUR    77.42
Vontobel Financial Product     5.50  1/15/2016   EUR    55.51
Goldman Sachs & Co Wertpap    15.00  1/20/2016   EUR    67.74
Goldman Sachs & Co Wertpap    18.00  1/20/2016   EUR    64.29
Goldman Sachs & Co Wertpap    10.00  6/22/2016   EUR    72.46
Goldman Sachs & Co Wertpap    15.00  6/22/2016   EUR    67.60
Goldman Sachs & Co Wertpap     6.00 11/25/2015   EUR    64.10
Goldman Sachs & Co Wertpap    18.00 11/25/2015   EUR    46.98
Goldman Sachs & Co Wertpap    23.00 12/23/2015   EUR    44.66
Goldman Sachs & Co Wertpap    19.00 12/23/2015   EUR    46.98
Goldman Sachs & Co Wertpap     6.00  1/20/2016   EUR    62.16
Goldman Sachs & Co Wertpap    10.00  1/20/2016   EUR    55.65
Goldman Sachs & Co Wertpap    15.00  1/20/2016   EUR    50.88
Goldman Sachs & Co Wertpap    18.00  1/20/2016   EUR    48.27
Goldman Sachs & Co Wertpap    19.00  3/23/2016   EUR    49.01
Goldman Sachs & Co Wertpap    22.00  1/20/2016   EUR    46.26
Goldman Sachs & Co Wertpap     6.00  6/22/2016   EUR    65.40
Goldman Sachs & Co Wertpap     7.00  6/22/2016   EUR    63.42
Goldman Sachs & Co Wertpap     8.00  6/22/2016   EUR    59.24
Goldman Sachs & Co Wertpap    10.00  6/22/2016   EUR    58.40
Goldman Sachs & Co Wertpap    18.00  6/22/2016   EUR    52.00
Goldman Sachs & Co Wertpap    15.00  6/22/2016   EUR    52.85
Landesbank Hessen-Thuering     4.00   2/6/2019   EUR    61.05
Notenstein Privatbank AG       8.50  1/16/2017   EUR    65.31
DZ Bank AG Deutsche Zentra     6.20 12/21/2015   EUR    55.32
DZ Bank AG Deutsche Zentra     5.50  3/21/2016   EUR    56.60
DZ Bank AG Deutsche Zentra     5.30 12/21/2015   EUR    74.61
DZ Bank AG Deutsche Zentra     5.90 12/21/2015   EUR    73.03
DZ Bank AG Deutsche Zentra     5.60  3/21/2016   EUR    74.04
Deutsche Bank AG               5.20  1/19/2016   EUR    55.10
Deutsche Bank AG               4.20  1/19/2016   EUR    54.80
Deutsche Bank AG               4.20  2/23/2016   EUR    62.00
Deutsche Bank AG               5.20  2/23/2016   EUR    62.30
Deutsche Bank AG               4.20  2/23/2016   EUR    58.40
Deutsche Bank AG               5.20  2/23/2016   EUR    58.70
Deutsche Bank AG               4.20  2/23/2016   EUR    55.20
Deutsche Bank AG               5.20  2/23/2016   EUR    55.50
Deutsche Bank AG               6.20  1/19/2016   EUR    73.10
Deutsche Bank AG               7.20  1/19/2016   EUR    73.30
Deutsche Bank AG               7.20  1/19/2016   EUR    70.80
Deutsche Bank AG               6.20  1/19/2016   EUR    70.60
Deutsche Bank AG               6.20  2/23/2016   EUR    73.50
Deutsche Bank AG               7.20  2/23/2016   EUR    73.80
Deutsche Bank AG               6.20  2/23/2016   EUR    71.00
Deutsche Bank AG               7.20  2/23/2016   EUR    71.30
Deutsche Bank AG               6.20  1/19/2016   EUR    57.10
Deutsche Bank AG               7.20  1/19/2016   EUR    57.40
Deutsche Bank AG               7.20  1/19/2016   EUR    55.10
Deutsche Bank AG               6.20  1/19/2016   EUR    54.90
Deutsche Bank AG               6.20  1/19/2016   EUR    52.90
Deutsche Bank AG               7.20  1/19/2016   EUR    53.10
Deutsche Bank AG               7.20  2/23/2016   EUR    58.00
Deutsche Bank AG               6.20  2/23/2016   EUR    57.70
Deutsche Bank AG               7.20  2/23/2016   EUR    55.80
Deutsche Bank AG               6.20  2/23/2016   EUR    55.50
Deutsche Bank AG               7.20  2/23/2016   EUR    53.70
Deutsche Bank AG               6.20  2/23/2016   EUR    53.40
Deutsche Bank AG               6.20  1/19/2016   EUR    62.00
Deutsche Bank AG               7.20  1/19/2016   EUR    62.20
Deutsche Bank AG               6.20  1/19/2016   EUR    58.40
Deutsche Bank AG               7.20  1/19/2016   EUR    58.60
Deutsche Bank AG               7.20  1/19/2016   EUR    55.50
Deutsche Bank AG               6.20  1/19/2016   EUR    55.30
Deutsche Bank AG               7.20  2/23/2016   EUR    62.90
Deutsche Bank AG               6.20  2/23/2016   EUR    62.60
Deutsche Bank AG               7.20  2/23/2016   EUR    59.30
Deutsche Bank AG               6.20  2/23/2016   EUR    59.00
Deutsche Bank AG               7.20  2/23/2016   EUR    56.10
Deutsche Bank AG               6.20  2/23/2016   EUR    55.80
Deutsche Bank AG               7.20 11/25/2015   EUR    75.10
Deutsche Bank AG               6.20 11/25/2015   EUR    72.30
Deutsche Bank AG               7.20 11/25/2015   EUR    72.30
Deutsche Bank AG               7.20 11/25/2015   EUR    56.30
Deutsche Bank AG               7.20 11/25/2015   EUR    54.00
Deutsche Bank AG               7.20 11/25/2015   EUR    52.00
Deutsche Bank AG               7.20 11/25/2015   EUR    61.10
Deutsche Bank AG               6.20 11/25/2015   EUR    61.10
Deutsche Bank AG               7.20 11/25/2015   EUR    57.60
Deutsche Bank AG               7.20  3/22/2016   EUR    74.20
Deutsche Bank AG               7.20  3/22/2016   EUR    58.50
Deutsche Bank AG               6.20  3/22/2016   EUR    58.20
Deutsche Bank AG               7.20  3/22/2016   EUR    56.30
Deutsche Bank AG               7.20  3/22/2016   EUR    54.30
Deutsche Bank AG               7.20  3/22/2016   EUR    63.40
Deutsche Bank AG               7.20  3/22/2016   EUR    59.90
Goldman Sachs & Co Wertpap    13.00 11/25/2015   EUR    69.91
Goldman Sachs & Co Wertpap     6.00  1/20/2016   EUR    70.48
Goldman Sachs & Co Wertpap     8.00  1/20/2016   EUR    70.87
Goldman Sachs & Co Wertpap    10.00  1/20/2016   EUR    71.26
Goldman Sachs & Co Wertpap    12.00  1/20/2016   EUR    71.65
Goldman Sachs & Co Wertpap    11.00  3/23/2016   EUR    73.04
Goldman Sachs & Co Wertpap     5.00  6/22/2016   EUR    68.95
Goldman Sachs & Co Wertpap     8.00  6/22/2016   EUR    70.80
Goldman Sachs & Co Wertpap    10.00  6/22/2016   EUR    72.03
Goldman Sachs & Co Wertpap    10.00  6/22/2016   EUR    72.03
Goldman Sachs & Co Wertpap     6.00 11/25/2015   EUR    51.81
Goldman Sachs & Co Wertpap     7.00 11/25/2015   EUR    51.85
Goldman Sachs & Co Wertpap     6.00  1/20/2016   EUR    52.73
Goldman Sachs & Co Wertpap     7.00  1/20/2016   EUR    52.93
Goldman Sachs & Co Wertpap    10.00  1/20/2016   EUR    53.51
Goldman Sachs & Co Wertpap    12.00  1/20/2016   EUR    53.90
Goldman Sachs & Co Wertpap    12.00  1/20/2016   EUR    53.90
Goldman Sachs & Co Wertpap    11.00  3/23/2016   EUR    55.52
Goldman Sachs & Co Wertpap    11.00  3/23/2016   EUR    55.52
Goldman Sachs & Co Wertpap     6.00  6/22/2016   EUR    53.62
Goldman Sachs & Co Wertpap     7.00  6/22/2016   EUR    54.27
Goldman Sachs & Co Wertpap    10.00  6/22/2016   EUR    56.05
Goldman Sachs & Co Wertpap    10.00  6/22/2016   EUR    56.08
Goldman Sachs & Co Wertpap    10.00  6/22/2016   EUR    55.85
Goldman Sachs & Co Wertpap    11.00  6/22/2016   EUR    56.70
Goldman Sachs & Co Wertpap    11.00  6/22/2016   EUR    56.70
Goldman Sachs & Co Wertpap    12.00 11/25/2015   EUR    54.66
Goldman Sachs & Co Wertpap    12.00 11/25/2015   EUR    54.66
Goldman Sachs & Co Wertpap    11.00  1/20/2016   EUR    56.34
Goldman Sachs & Co Wertpap    11.00  1/20/2016   EUR    56.34
Goldman Sachs & Co Wertpap    10.00  6/22/2016   EUR    60.00
Goldman Sachs & Co Wertpap    10.00  6/22/2016   EUR    60.00
Deutsche Bank AG               4.20  1/19/2016   EUR    72.70
Deutsche Bank AG               5.20  1/19/2016   EUR    70.40
Deutsche Bank AG               5.20  1/19/2016   EUR    72.90
Deutsche Bank AG               4.20  1/19/2016   EUR    70.20
Deutsche Bank AG               4.20  2/23/2016   EUR    70.50
Deutsche Bank AG               5.20  2/23/2016   EUR    73.20
Deutsche Bank AG               4.20  2/23/2016   EUR    72.90
Deutsche Bank AG               5.20  2/23/2016   EUR    70.70
Deutsche Bank AG               5.20  1/19/2016   EUR    59.40
Deutsche Bank AG               4.20  1/19/2016   EUR    59.20
Deutsche Bank AG               5.20  1/19/2016   EUR    56.90
Deutsche Bank AG               4.20  1/19/2016   EUR    56.70
Deutsche Bank AG               4.20  1/19/2016   EUR    54.50
Deutsche Bank AG               5.20  1/19/2016   EUR    54.70
Deutsche Bank AG               5.20  1/19/2016   EUR    52.60
Deutsche Bank AG               4.20  1/19/2016   EUR    52.40
Deutsche Bank AG               5.20  2/23/2016   EUR    59.80
Deutsche Bank AG               4.20  2/23/2016   EUR    59.50
Deutsche Bank AG               5.20  2/23/2016   EUR    57.40
Deutsche Bank AG               4.20  2/23/2016   EUR    57.10
Deutsche Bank AG               4.20  2/23/2016   EUR    54.90
Deutsche Bank AG               5.20  2/23/2016   EUR    55.20
Deutsche Bank AG               5.20  2/23/2016   EUR    53.10
Deutsche Bank AG               4.20  2/23/2016   EUR    52.80
Deutsche Bank AG               5.20  1/19/2016   EUR    61.80
Deutsche Bank AG               4.20  1/19/2016   EUR    61.60
Deutsche Bank AG               5.20  1/19/2016   EUR    58.20
Deutsche Bank AG               4.20  1/19/2016   EUR    58.00
Deutsche Bank AG               6.20 11/25/2015   EUR    46.60
Deutsche Bank AG               6.20  3/22/2016   EUR    72.30
Deutsche Bank AG               5.20  3/22/2016   EUR    68.10
Deutsche Bank AG               5.20  6/22/2016   EUR    72.90
Goldman Sachs & Co Wertpap     7.00  6/22/2016   EUR    70.61
Goldman Sachs & Co Wertpap     9.00  6/22/2016   EUR    67.66
Goldman Sachs & Co Wertpap    22.00 12/23/2015   EUR    39.88
Goldman Sachs & Co Wertpap     4.00  1/20/2016   EUR    59.14
Goldman Sachs & Co Wertpap     6.00  1/20/2016   EUR    54.87
Goldman Sachs & Co Wertpap     7.00  1/20/2016   EUR    53.01
Goldman Sachs & Co Wertpap    15.00  1/20/2016   EUR    44.90
Goldman Sachs & Co Wertpap    18.00  1/20/2016   EUR    43.02
Goldman Sachs & Co Wertpap    21.00  1/20/2016   EUR    41.41
Goldman Sachs & Co Wertpap     4.00  6/22/2016   EUR    61.56
Goldman Sachs & Co Wertpap     4.00  6/22/2016   EUR    59.10
Goldman Sachs & Co Wertpap     6.00  6/22/2016   EUR    55.93
Goldman Sachs & Co Wertpap     7.00  6/22/2016   EUR    54.58
Goldman Sachs & Co Wertpap    10.00  6/22/2016   EUR    51.30
Goldman Sachs & Co Wertpap    21.00 11/25/2015   EUR    72.10
Goldman Sachs & Co Wertpap    18.00  1/20/2016   EUR    74.85
Goldman Sachs & Co Wertpap    15.00  6/22/2016   EUR    47.80
Goldman Sachs & Co Wertpap    17.00  6/22/2016   EUR    46.91
Goldman Sachs & Co Wertpap     8.00  6/22/2016   EUR    59.02
Deutsche Bank AG               5.20  6/22/2016   EUR    53.10
Deutsche Bank AG               4.20 11/25/2015   EUR    53.90
Deutsche Bank AG               4.20  3/22/2016   EUR    53.10
Deutsche Bank AG               4.20 11/25/2015   EUR    51.80
Deutsche Bank AG               4.20 12/22/2015   EUR    52.10
Deutsche Bank AG               3.20  3/22/2016   EUR    52.80
Deutsche Bank AG               3.20  6/22/2016   EUR    53.90
Bank Julius Baer & Co Ltd/    14.20 12/18/2015   USD    42.25
Deutsche Bank AG               3.20  6/22/2016   EUR    51.90
Deutsche Bank AG               4.20  6/22/2016   EUR    52.50
Deutsche Bank AG               3.20  6/22/2016   EUR    61.90
Deutsche Bank AG               4.20  6/22/2016   EUR    62.50
Goldman Sachs & Co Wertpap     5.00  1/20/2016   EUR    62.05
Goldman Sachs & Co Wertpap     5.00  6/22/2016   EUR    63.86
Goldman Sachs & Co Wertpap    21.00  1/20/2016   EUR    75.15
DZ Bank AG Deutsche Zentra     5.50 12/21/2015   EUR    69.89
DZ Bank AG Deutsche Zentra     6.20 12/21/2015   EUR    55.32
DZ Bank AG Deutsche Zentra     5.40  3/21/2016   EUR    56.57
Vontobel Financial Product     8.15 12/11/2015   EUR    60.01
Vontobel Financial Product     6.00 12/11/2015   EUR    63.51
Vontobel Financial Product     7.75  6/10/2016   EUR    73.25
Vontobel Financial Product     4.50 12/11/2015   EUR    61.26
Vontobel Financial Product     4.60  3/11/2016   EUR    62.30
Vontobel Financial Product     6.80  3/11/2016   EUR    58.07
Vontobel Financial Product     5.20  6/10/2016   EUR    62.07
Vontobel Financial Product     7.15  6/10/2016   EUR    58.46
Vontobel Financial Product     4.70  1/15/2016   EUR    58.20
Vontobel Financial Product    10.00  1/15/2016   EUR    51.80
Vontobel Financial Product     3.40  5/13/2016   EUR    62.16
Vontobel Financial Product     5.65  3/11/2016   EUR    64.24
Vontobel Financial Product     7.35  3/11/2016   EUR    61.33
Goldman Sachs & Co Wertpap    11.00  3/23/2016   EUR    43.61
Goldman Sachs & Co Wertpap     9.00  3/23/2016   EUR    45.17
Goldman Sachs & Co Wertpap     9.00  3/23/2016   EUR    45.17
Goldman Sachs & Co Wertpap     9.00  3/23/2016   EUR    45.17
Notenstein Privatbank AG       7.50  9/26/2016   EUR    61.61
Vontobel Financial Product     7.65 12/28/2015   EUR    67.72
Vontobel Financial Product     6.45 12/28/2015   EUR    59.97
Vontobel Financial Product     5.40 12/28/2015   EUR    61.62
Vontobel Financial Product     4.45 12/28/2015   EUR    63.40
DZ Bank AG Deutsche Zentra     6.25 12/11/2015   EUR    49.29
Leonteq Securities AG/Guer    11.20 12/29/2015   CHF    50.07
Leonteq Securities AG/Guer     8.20 12/29/2015   CHF    58.67
Deutsche Bank AG               4.20 12/22/2015   EUR    69.90
Deutsche Bank AG               4.20 12/22/2015   EUR    67.50
Deutsche Bank AG               5.20  6/21/2016   EUR    59.70
Deutsche Bank AG               6.20  3/22/2016   EUR    59.50
Deutsche Bank AG               5.20  6/21/2016   EUR    63.10
Deutsche Bank AG               6.20  6/21/2016   EUR    63.80
Deutsche Bank AG               6.20  3/22/2016   EUR    63.00
Deutsche Bank AG               5.20  3/22/2016   EUR    62.60
Deutsche Bank AG               5.20  3/22/2016   EUR    59.10
Deutsche Bank AG               6.20  6/21/2016   EUR    60.30
UniCredit Bank AG              4.00 12/28/2015   EUR    68.06
UniCredit Bank AG              4.00 12/28/2015   EUR    60.87
UniCredit Bank AG              4.20 12/28/2015   EUR    64.49
UniCredit Bank AG              4.10 12/28/2015   EUR    57.94
UniCredit Bank AG              4.00 12/28/2015   EUR    41.01
UniCredit Bank AG              4.40 12/28/2015   EUR    75.08
Leonteq Securities AG/Guer    13.60   1/6/2016   CHF    47.83
Leonteq Securities AG/Guer    12.60   1/6/2016   USD    57.41
Vontobel Financial Product     2.65 12/11/2015   EUR    67.46
Vontobel Financial Product     5.00  3/11/2016   EUR    62.56
Vontobel Financial Product     4.15  3/11/2016   EUR    64.20
Vontobel Financial Product     3.40  3/11/2016   EUR    65.99
Vontobel Financial Product     2.70  3/11/2016   EUR    67.91
Vontobel Financial Product     5.90  3/11/2016   EUR    61.04
Vontobel Financial Product     5.45  6/10/2016   EUR    63.61
Vontobel Financial Product     3.95  6/10/2016   EUR    66.59
Vontobel Financial Product     6.55 12/11/2015   EUR    59.63
Vontobel Financial Product     4.10 12/11/2015   EUR    49.94
Vontobel Financial Product     4.05  3/11/2016   EUR    50.99
Vontobel Financial Product     3.30  3/11/2016   EUR    52.64
Vontobel Financial Product     5.40 12/11/2015   EUR    61.38
Vontobel Financial Product     4.40 12/11/2015   EUR    63.27
Vontobel Financial Product     3.50 12/11/2015   EUR    65.29
Vontobel Financial Product     6.55 12/11/2015   EUR    69.83
Vontobel Financial Product     4.10 12/11/2015   EUR    74.91
Credit Suisse AG/Nassau        7.00  4/14/2016   EUR    67.59
Notenstein Finance Guernse     8.68   4/1/2016   USD    36.50
DZ Bank AG Deutsche Zentra     4.75 12/11/2015   EUR    59.24
DZ Bank AG Deutsche Zentra     8.50 12/28/2015   EUR    49.87
Goldman Sachs & Co Wertpap     8.00  3/23/2016   EUR    67.51
Goldman Sachs & Co Wertpap     6.00 12/23/2015   EUR    58.07
Deutsche Bank AG               3.20 11/25/2015   EUR    53.80
Deutsche Bank AG               3.20 11/25/2015   EUR    51.80
Deutsche Bank AG               3.20 11/25/2015   EUR    49.90
Deutsche Bank AG               8.20 11/25/2015   EUR    67.40
Deutsche Bank AG               8.20 12/22/2015   EUR    68.00
Deutsche Bank AG              10.00 11/25/2015   EUR    65.30
Deutsche Bank AG              10.00 12/22/2015   EUR    66.00
Deutsche Bank AG              10.00 11/25/2015   EUR    42.40
Deutsche Bank AG              10.00 12/22/2015   EUR    43.20
Deutsche Bank AG               7.20 12/22/2015   EUR    65.80
Deutsche Bank AG               3.20 12/22/2015   EUR    69.80
Deutsche Bank AG               3.20 12/22/2015   EUR    72.40
Deutsche Bank AG               3.20 12/22/2015   EUR    67.40
Deutsche Bank AG               3.20 12/22/2015   EUR    65.20
Deutsche Bank AG               3.20 11/25/2015   EUR    69.60
Deutsche Bank AG              10.00 11/25/2015   EUR    57.70
Deutsche Bank AG              10.00 12/22/2015   EUR    58.50
Notenstein Privatbank AG       8.20 10/20/2016   USD    53.79
Notenstein Privatbank AG       7.50 10/17/2016   EUR    69.97
DZ Bank AG Deutsche Zentra     4.90 12/11/2015   EUR    62.08
DZ Bank AG Deutsche Zentra     5.25 12/11/2015   EUR    58.95
DZ Bank AG Deutsche Zentra     5.00 12/11/2015   EUR    59.26
Norddeutsche Landesbank Gi     3.00   5/6/2016   EUR    58.06
Leonteq Securities AG/Guer     9.00   4/8/2016   USD     4.24
Deutsche Bank AG               3.20 12/22/2015   EUR    72.30
Deutsche Bank AG               3.20 12/22/2015   EUR    75.00
Deutsche Bank AG               3.20 12/22/2015   EUR    54.10
Deutsche Bank AG               3.20 12/22/2015   EUR    52.00
Deutsche Bank AG               3.20 12/22/2015   EUR    50.10
Deutsche Bank AG               3.20 12/22/2015   EUR    48.30
Deutsche Bank AG               3.20 12/22/2015   EUR    46.70
Deutsche Bank AG               4.20 12/22/2015   EUR    72.40
Deutsche Bank AG               4.20 12/22/2015   EUR    42.40
Deutsche Bank AG               5.20 12/22/2015   EUR    42.60
Deutsche Bank AG               4.20 12/22/2015   EUR    45.20
Deutsche Bank AG               4.20 12/22/2015   EUR    61.30
Deutsche Bank AG               6.20 12/22/2015   EUR    42.70
DZ Bank AG Deutsche Zentra     5.80 12/11/2015   EUR    65.08
DZ Bank AG Deutsche Zentra     6.40 12/11/2015   EUR    64.16
Goldman Sachs & Co Wertpap     4.00 11/25/2015   EUR    61.15
Goldman Sachs & Co Wertpap     8.00 11/25/2015   EUR    61.27
Vontobel Financial Product     7.25 12/28/2015   EUR    48.78
Vontobel Financial Product     6.75 12/28/2015   EUR    63.78
Vontobel Financial Product     5.65 12/28/2015   EUR    65.73
Deutsche Bank AG               3.20 11/25/2015   EUR    74.90
Leonteq Securities AG          5.20  11/7/2016   CHF    61.00
Goldman Sachs & Co Wertpap     6.00 11/25/2015   EUR    69.62
Goldman Sachs & Co Wertpap     4.00 11/25/2015   EUR    46.39
Goldman Sachs & Co Wertpap     6.00 11/25/2015   EUR    46.47
Goldman Sachs & Co Wertpap     7.00 11/25/2015   EUR    46.51
Goldman Sachs & Co Wertpap    10.00 11/25/2015   EUR    46.64
Deutsche Bank AG               5.20 11/25/2015   EUR    56.20
Deutsche Bank AG               6.20 11/25/2015   EUR    56.20
Deutsche Bank AG               6.20 11/25/2015   EUR    54.00
Deutsche Bank AG               5.20 11/25/2015   EUR    53.90
Deutsche Bank AG               3.20 12/22/2015   EUR    58.70
DZ Bank AG Deutsche Zentra     7.75 11/27/2015   EUR    67.47
DZ Bank AG Deutsche Zentra     5.75 11/27/2015   EUR    59.43
DZ Bank AG Deutsche Zentra    10.00 11/27/2015   EUR    52.90
Goldman Sachs & Co Wertpap     9.00 12/23/2015   EUR    66.07
Goldman Sachs & Co Wertpap     8.00  3/23/2016   EUR    67.81
Deutsche Bank AG               7.20 12/22/2015   EUR    65.70
Deutsche Bank AG               5.20 12/22/2015   EUR    65.50
Deutsche Bank AG               7.20 12/22/2015   EUR    70.30
Deutsche Bank AG               6.20 12/22/2015   EUR    65.60
Deutsche Bank AG               8.20 12/22/2015   EUR    65.90
Vontobel Financial Product     8.80 12/28/2015   EUR    51.58
Vontobel Financial Product     5.45 12/28/2015   EUR    56.73
DekaBank Deutsche Girozent     4.00 10/21/2016   EUR    63.83
Leonteq Securities AG          3.00  9/19/2019   CHF    70.95
Vontobel Financial Product     7.30 12/28/2015   EUR    61.89
DZ Bank AG Deutsche Zentra     2.80 12/23/2015   EUR    71.16
DZ Bank AG Deutsche Zentra     4.00 12/23/2015   EUR    67.55
DZ Bank AG Deutsche Zentra     5.30 12/23/2015   EUR    64.36
DZ Bank AG Deutsche Zentra     4.80 12/23/2015   EUR    49.73
DZ Bank AG Deutsche Zentra     5.10 12/23/2015   EUR    50.52
DZ Bank AG Deutsche Zentra     5.10 12/23/2015   EUR    48.14
DZ Bank AG Deutsche Zentra     4.40 12/23/2015   EUR    45.84
DZ Bank AG Deutsche Zentra     2.20 12/23/2015   EUR    58.33
DZ Bank AG Deutsche Zentra     3.50 12/23/2015   EUR    55.11
DZ Bank AG Deutsche Zentra     6.40 12/23/2015   EUR    72.41
DZ Bank AG Deutsche Zentra     2.70 12/23/2015   EUR    48.04
DZ Bank AG Deutsche Zentra     4.60 12/23/2015   EUR    46.08
DZ Bank AG Deutsche Zentra     3.20 12/23/2015   EUR    45.91
DZ Bank AG Deutsche Zentra     4.50 12/23/2015   EUR    65.07
DZ Bank AG Deutsche Zentra     5.10 12/23/2015   EUR    62.17
DZ Bank AG Deutsche Zentra     4.90 12/23/2015   EUR    59.30
DZ Bank AG Deutsche Zentra     6.00 12/11/2015   EUR    68.39
DZ Bank AG Deutsche Zentra     4.90 12/11/2015   EUR    70.95
DZ Bank AG Deutsche Zentra     4.40 12/11/2015   EUR    58.13
DZ Bank AG Deutsche Zentra     4.90 12/11/2015   EUR    57.19
BNP Paribas Emissions- und     7.00  1/21/2016   EUR    73.03
Deutsche Bank AG               4.20 12/22/2015   EUR    46.80
Deutsche Bank AG               6.20  3/22/2016   EUR    73.90
Deutsche Bank AG               5.20  3/22/2016   EUR    73.50
Deutsche Bank AG               4.20 12/22/2015   EUR    57.70
Deutsche Bank AG               6.20  3/22/2016   EUR    71.40
Deutsche Bank AG               5.20  3/22/2016   EUR    71.00
Deutsche Bank AG               5.20  6/21/2016   EUR    71.30
Deutsche Bank AG               6.20  6/21/2016   EUR    71.90
Deutsche Bank AG               5.20  6/21/2016   EUR    69.00
Deutsche Bank AG               6.20  6/21/2016   EUR    69.60
Deutsche Bank AG               5.20  3/22/2016   EUR    48.20
Deutsche Bank AG               6.20  3/22/2016   EUR    48.60
Deutsche Bank AG               5.20  3/22/2016   EUR    46.70
Deutsche Bank AG               6.20  3/22/2016   EUR    47.00
Deutsche Bank AG               5.20  6/21/2016   EUR    48.00
Deutsche Bank AG               6.20  6/21/2016   EUR    48.60
Deutsche Bank AG               5.20  6/21/2016   EUR    46.50
Deutsche Bank AG               6.20  6/21/2016   EUR    47.20
Deutsche Bank AG               7.20 12/22/2015   EUR    62.70
Deutsche Bank AG               6.20 12/22/2015   EUR    62.50
Deutsche Bank AG               5.20 12/22/2015   EUR    62.40
HSBC Trinkaus & Burkhardt      6.40 12/28/2015   EUR    70.20
Notenstein Privatbank AG       8.00  10/3/2016   CHF    42.57
Notenstein Privatbank AG       7.00  10/3/2016   EUR    64.03
Leonteq Securities AG/Guer     6.84  9/25/2017   GBP    72.01
Vontobel Financial Product     4.55 12/28/2015   EUR    55.34
Vontobel Financial Product     7.45 12/28/2015   EUR    44.82
Vontobel Financial Product     7.10 12/28/2015   EUR    74.15
Vontobel Financial Product     3.30 12/28/2015   EUR    74.96
DZ Bank AG Deutsche Zentra     6.00 12/11/2015   EUR    68.39
DZ Bank AG Deutsche Zentra     5.25 12/11/2015   EUR    68.32
Notenstein Privatbank AG       5.50  9/26/2016   CHF    61.19
Notenstein Privatbank AG       5.00  9/26/2016   CHF    60.31
DZ Bank AG Deutsche Zentra     5.60  3/30/2017   EUR    48.31
Goldman Sachs & Co Wertpap     7.00  3/23/2016   EUR    56.76
Goldman Sachs & Co Wertpap     7.00  3/23/2016   EUR    56.76
Goldman Sachs & Co Wertpap     8.00  3/23/2016   EUR    57.13
Goldman Sachs & Co Wertpap     8.00  3/23/2016   EUR    57.13
Deutsche Bank AG               5.50 12/22/2015   EUR    69.70
Deutsche Bank AG               4.50 12/22/2015   EUR    69.58
Deutsche Bank AG               4.50 12/22/2015   EUR    55.87
UniCredit Bank AG              4.00 10/14/2019   EUR    59.69
Vontobel Financial Product     6.95 12/28/2015   EUR    70.09
Vontobel Financial Product     8.00 12/28/2015   EUR    43.57
Goldman Sachs & Co Wertpap     5.00 11/25/2015   EUR    69.58
Goldman Sachs & Co Wertpap     8.00 11/25/2015   EUR    69.71
Goldman Sachs & Co Wertpap     6.00 11/25/2015   EUR    74.97
Deutsche Bank AG               6.95 12/22/2015   EUR    62.65
BNP Paribas Emissions- und     9.00  1/21/2016   EUR    63.01
Barclays Bank PLC              8.10  4/15/2016   USD    63.00
DZ Bank AG Deutsche Zentra     6.00 12/11/2015   EUR    70.32
DZ Bank AG Deutsche Zentra     6.75 12/11/2015   EUR    59.08
Leonteq Securities AG/Guer     8.04  4/21/2016   USD    60.42
Deutsche Bank AG               6.20 12/22/2015   EUR    56.70
Deutsche Bank AG               6.20 12/22/2015   EUR    54.50
Deutsche Bank AG               5.20 12/22/2015   EUR    54.30
HSBC Trinkaus & Burkhardt      8.70 12/28/2015   EUR    50.86
Deutsche Bank AG               5.20 11/25/2015   EUR    69.70
Deutsche Bank AG               6.20 11/25/2015   EUR    69.80
Deutsche Bank AG               6.20 12/22/2015   EUR    70.20
Deutsche Bank AG               5.20 12/22/2015   EUR    70.10
HSBC Trinkaus & Burkhardt      7.00 12/28/2015   EUR    65.87
Leonteq Securities AG/Guer    12.40   2/3/2016   CHF    37.76
Vontobel Financial Product     8.70 12/28/2015   EUR    53.91
Vontobel Financial Product     5.05 12/11/2015   EUR    70.07
Vontobel Financial Product     6.15 12/11/2015   EUR    67.76
Vontobel Financial Product     5.70 12/28/2015   EUR    67.74
Vontobel Financial Product     3.05 12/28/2015   EUR    73.48
Vontobel Financial Product     6.75 12/28/2015   EUR    54.47
Vontobel Financial Product     4.15 12/28/2015   EUR    70.14
DZ Bank AG Deutsche Zentra     7.00 12/11/2015   EUR    74.28
Deutsche Bank AG               3.20 11/25/2015   EUR    61.20
Deutsche Bank AG               3.20 12/22/2015   EUR    56.30
Deutsche Bank AG               3.20 11/25/2015   EUR    56.10
Deutsche Bank AG               3.20 11/25/2015   EUR    58.50
Goldman Sachs & Co Wertpap     7.00 11/25/2015   EUR    75.01
Goldman Sachs & Co Wertpap     6.00 11/25/2015   EUR    53.88
Goldman Sachs & Co Wertpap    12.00 11/25/2015   EUR    45.19
Leonteq Securities AG/Guer    12.40  4/27/2016   CHF    58.92
Leonteq Securities AG/Guer    10.40  4/27/2016   CHF    37.58
Leonteq Securities AG/Guer    13.60  4/27/2016   USD    63.74
Notenstein Privatbank AG       7.70 10/24/2016   EUR    69.71
Goldman Sachs & Co Wertpap     7.00 11/25/2015   EUR    61.27
Goldman Sachs & Co Wertpap    10.00 11/25/2015   EUR    61.35
Goldman Sachs & Co Wertpap    10.00 11/25/2015   EUR    61.35
UniCredit Bank AG              5.00 11/26/2015   EUR    49.04
UniCredit Bank AG              4.65 11/26/2015   EUR    68.38
UniCredit Bank AG              4.00 11/26/2015   EUR    52.83
UniCredit Bank AG              5.50 11/26/2015   EUR    47.37
UniCredit Bank AG              4.65 11/26/2015   EUR    50.89
UniCredit Bank AG              4.75 11/26/2015   EUR    50.41
UniCredit Bank AG              4.95 11/26/2015   EUR    66.08
UniCredit Bank AG              4.25 11/26/2015   EUR    72.40
UniCredit Bank AG              4.40 11/26/2015   EUR    69.82
UniCredit Bank AG              4.85 11/26/2015   EUR    49.95
UniCredit Bank AG              4.30 11/26/2015   EUR    71.35
UniCredit Bank AG              4.50 11/26/2015   EUR    69.31
UniCredit Bank AG              4.50 11/26/2015   EUR    51.35
UniCredit Bank AG              5.00 11/26/2015   EUR    74.94
UniCredit Bank AG              5.50 11/26/2015   EUR    72.23
UniCredit Bank AG              4.10 11/26/2015   EUR    74.00
UniCredit Bank AG              4.85 11/26/2015   EUR    66.99
UniCredit Bank AG              5.10 11/26/2015   EUR    64.37
UniCredit Bank AG              4.25 11/26/2015   EUR    51.83
UniCredit Bank AG              5.00 11/26/2015   EUR    65.22
UniCredit Bank AG              4.75 11/26/2015   EUR    67.44
UniCredit Bank AG              5.25 11/26/2015   EUR    48.18
UniCredit Bank AG              4.10 11/26/2015   EUR    52.34
UniCredit Bank AG              5.25 11/26/2015   EUR    73.58
UniCredit Bank AG              5.25 11/26/2015   EUR    63.13
DZ Bank AG Deutsche Zentra     5.60 12/11/2015   EUR    67.99
DZ Bank AG Deutsche Zentra     6.10 12/11/2015   EUR    67.06
DZ Bank AG Deutsche Zentra     7.10 12/11/2015   EUR    65.20
Goldman Sachs & Co Wertpap     4.00 11/25/2015   EUR    74.87
Goldman Sachs & Co Wertpap     7.00 11/25/2015   EUR    75.00
Goldman Sachs & Co Wertpap     8.00 11/25/2015   EUR    51.89
Goldman Sachs & Co Wertpap    10.00 11/25/2015   EUR    51.97
Goldman Sachs & Co Wertpap     6.00 12/23/2015   EUR    52.27
Goldman Sachs & Co Wertpap     7.00 12/23/2015   EUR    52.39
Goldman Sachs & Co Wertpap     8.00 12/23/2015   EUR    52.51
Goldman Sachs & Co Wertpap    10.00 12/23/2015   EUR    52.75
Goldman Sachs & Co Wertpap    11.00 12/23/2015   EUR    52.86
Goldman Sachs & Co Wertpap    11.00 12/23/2015   EUR    52.86
Goldman Sachs & Co Wertpap     7.00  3/23/2016   EUR    54.06
Goldman Sachs & Co Wertpap     5.00 11/25/2015   EUR    64.06
Goldman Sachs & Co Wertpap     8.00 11/25/2015   EUR    58.63
Goldman Sachs & Co Wertpap    10.00 11/25/2015   EUR    54.05
Goldman Sachs & Co Wertpap    13.00 11/25/2015   EUR    50.20
Goldman Sachs & Co Wertpap     6.00 12/23/2015   EUR    61.69
Goldman Sachs & Co Wertpap    10.00 12/23/2015   EUR    54.86
Goldman Sachs & Co Wertpap    13.00 12/23/2015   EUR    51.24
Goldman Sachs & Co Wertpap     5.00  3/23/2016   EUR    65.50
Goldman Sachs & Co Wertpap     6.00  3/23/2016   EUR    63.08
Goldman Sachs & Co Wertpap     7.00  3/23/2016   EUR    60.87
Goldman Sachs & Co Wertpap    10.00  3/23/2016   EUR    55.33
Goldman Sachs & Co Wertpap    11.00  3/23/2016   EUR    53.80
Deutsche Bank AG               7.20 12/22/2015   EUR    59.20
Deutsche Bank AG               6.20 12/22/2015   EUR    59.10
Deutsche Bank AG               5.20 12/22/2015   EUR    59.00
Deutsche Bank AG               7.20 12/22/2015   EUR    56.80
Deutsche Bank AG               7.20 12/22/2015   EUR    54.60
Deutsche Bank AG               8.20 12/22/2015   EUR    54.70
DZ Bank AG Deutsche Zentra     7.00 12/11/2015   EUR    59.10
Notenstein Privatbank AG      10.00  4/29/2016   CHF    53.28
Notenstein Privatbank AG       8.50 10/31/2016   EUR    67.50
DZ Bank AG Deutsche Zentra     9.50 11/27/2015   EUR    58.97
HSBC Trinkaus & Burkhardt     13.50 12/28/2015   EUR    57.55
HSBC Trinkaus & Burkhardt      7.70 12/28/2015   EUR    63.97
HSBC Trinkaus & Burkhardt     11.90 12/28/2015   EUR    55.67
HSBC Trinkaus & Burkhardt      9.20 12/28/2015   EUR    58.71
HSBC Trinkaus & Burkhardt      6.30  3/25/2016   EUR    63.33
Goldman Sachs & Co Wertpap     4.00  3/23/2016   EUR    51.06
Goldman Sachs & Co Wertpap     6.00  3/23/2016   EUR    51.80
Goldman Sachs & Co Wertpap     8.00  3/23/2016   EUR    52.53
Goldman Sachs & Co Wertpap     9.00  3/23/2016   EUR    52.90
Goldman Sachs & Co Wertpap     9.00  3/23/2016   EUR    52.90
Goldman Sachs & Co Wertpap     9.00  3/23/2016   EUR    52.90
Goldman Sachs & Co Wertpap    10.00 11/25/2015   EUR    75.12
Goldman Sachs & Co Wertpap    11.00 11/25/2015   EUR    50.10
Goldman Sachs & Co Wertpap    11.00 11/25/2015   EUR    50.10
Goldman Sachs & Co Wertpap    11.00 11/25/2015   EUR    50.10
Goldman Sachs & Co Wertpap    10.00 11/25/2015   EUR    75.14
Goldman Sachs & Co Wertpap    13.00 11/25/2015   EUR    69.93
Goldman Sachs & Co Wertpap    11.00  3/23/2016   EUR    73.28
Goldman Sachs & Co Wertpap     7.00 11/25/2015   EUR    56.16
Goldman Sachs & Co Wertpap     7.00 12/23/2015   EUR    56.74
DekaBank Deutsche Girozent     7.15 10/27/2017   EUR    56.95
Leonteq Securities AG/Guer    10.00 11/10/2015   CHF    43.75
Notenstein Privatbank AG       7.50  11/7/2016   EUR    63.28
Landesbank Hessen-Thuering     3.25  11/7/2016   EUR    68.10
Credit Suisse AG/Nassau        7.50  5/10/2016   EUR    60.41
Leonteq Securities AG          6.25 11/20/2015   EUR    57.73
Leonteq Securities AG         10.00 11/20/2015   USD    74.94
UBS AG/London                  9.50 12/29/2015   EUR    42.81
UBS AG/London                  9.00 12/23/2016   EUR    54.91
BNP Paribas Emissions- und     4.50 12/24/2015   EUR    61.56
BNP Paribas Emissions- und     6.75 12/24/2015   EUR    56.74
BNP Paribas Emissions- und     3.75  6/23/2016   EUR    67.30
BNP Paribas Emissions- und     5.00  6/23/2016   EUR    62.57
BNP Paribas Emissions- und     6.75  6/23/2016   EUR    58.87
Vontobel Financial Product     3.35 12/11/2015   EUR    73.37
Vontobel Financial Product     4.90 12/11/2015   EUR    69.73
Vontobel Financial Product     6.00 12/11/2015   EUR    67.51
Vontobel Financial Product     9.25 12/11/2015   EUR    62.63
Vontobel Financial Product     5.50 12/11/2015   EUR    54.03
Vontobel Financial Product     4.40 12/11/2015   EUR    56.17
DZ Bank AG Deutsche Zentra     5.00 11/27/2015   EUR    69.96
Bank Julius Baer & Co Ltd/    13.70 11/11/2015   CHF    63.75
Leasing-Experts SA             9.00   6/5/2016   PLN    20.15
Landesbank Hessen-Thuering     4.00 11/27/2015   EUR    53.90
Goldman Sachs & Co Wertpap     9.00  3/23/2016   EUR    60.67
Goldman Sachs & Co Wertpap     9.00  3/23/2016   EUR    60.67
Vontobel Financial Product     9.00 11/27/2015   EUR    48.23
Vontobel Financial Product     7.40 11/27/2015   EUR    57.68
Vontobel Financial Product     3.30 11/27/2015   EUR    65.14
Vontobel Financial Product     6.35 11/27/2015   EUR    74.90
DZ Bank AG Deutsche Zentra     5.90 12/21/2015   EUR    60.17
Goldman Sachs & Co Wertpap     8.00 12/23/2015   EUR    52.56
DZ Bank AG Deutsche Zentra     6.00 11/27/2015   EUR    69.72
BNP Paribas Emissions- und     5.50 12/24/2015   EUR    62.06
BNP Paribas Emissions- und     5.00 12/24/2015   EUR    57.62
BNP Paribas Emissions- und     5.00  6/23/2016   EUR    71.59
UBS AG/London                  5.30 12/23/2015   EUR    60.13
Vontobel Financial Product     7.50 11/13/2015   EUR    56.38
Vontobel Financial Product     5.00 11/21/2016   EUR    61.12
Vontobel Financial Product     8.00  12/4/2015   EUR    47.22
DekaBank Deutsche Girozent     3.00  5/15/2018   EUR    57.01
Bank Julius Baer & Co Ltd/     9.75 11/13/2015   USD    44.25
Bank Julius Baer & Co Ltd/    10.20 11/13/2015   USD    46.60
Bank Julius Baer & Co Ltd/     9.75 11/13/2015   USD    61.70
Leonteq Securities AG/Guer     9.40 11/17/2015   CHF    48.16
UBS AG/London                  8.50 12/29/2015   EUR    46.49
UBS AG/London                 10.25 12/29/2015   EUR    46.04
UBS AG/London                  9.00  3/29/2016   EUR    45.03
UBS AG/London                  9.75  3/29/2016   EUR    49.56
UBS AG/London                  8.25  3/29/2016   EUR    48.47
UBS AG/London                 14.50 12/29/2015   EUR    43.81
UBS AG/London                 13.25 12/29/2015   EUR    46.43
Zurcher Kantonalbank Finan     8.02 11/13/2015   EUR    60.45
BNP Paribas Emissions- und     6.75 12/24/2015   EUR    56.67
BNP Paribas Emissions- und     6.25  6/23/2016   EUR    57.96
HSBC Trinkaus & Burkhardt     14.20 12/28/2015   EUR    45.81
HSBC Trinkaus & Burkhardt     10.30 12/28/2015   EUR    49.46
HSBC Trinkaus & Burkhardt      6.80 12/28/2015   EUR    54.04
HSBC Trinkaus & Burkhardt     14.40 12/28/2015   EUR    66.55
HSBC Trinkaus & Burkhardt      6.30 12/28/2015   EUR    54.55
HSBC Trinkaus & Burkhardt      8.10  3/25/2016   EUR    52.67
HSBC Trinkaus & Burkhardt     17.00 12/28/2015   EUR    53.46
HSBC Trinkaus & Burkhardt     11.90 12/28/2015   EUR    60.09
HSBC Trinkaus & Burkhardt      8.70 12/28/2015   EUR    65.82
Barclays Bank PLC              3.50   2/5/2016   EUR    65.43
UniCredit Bank AG              4.20 12/24/2015   EUR    70.76
UniCredit Bank AG              4.90 12/24/2015   EUR    51.81
UniCredit Bank AG              4.30 12/24/2015   EUR    69.19
UniCredit Bank AG              4.00 12/24/2015   EUR    74.06
UniCredit Bank AG              4.00 12/24/2015   EUR    56.24
UniCredit Bank AG              4.75 12/24/2015   EUR    52.32
Leonteq Securities AG         10.00  12/4/2015   CHF    69.26
UniCredit Bank AG              4.10 12/24/2015   EUR    59.78
UniCredit Bank AG              4.25 12/24/2015   EUR    54.50
UniCredit Bank AG              4.40 12/24/2015   EUR    56.70
UniCredit Bank AG              4.10 12/24/2015   EUR    72.38
UniCredit Bank AG              4.30 12/24/2015   EUR    57.69
Leonteq Securities AG         11.00  12/4/2015   USD    32.40
UniCredit Bank AG              4.20 12/24/2015   EUR    58.71
UniCredit Bank AG              4.50 12/24/2015   EUR    53.37
UniCredit Bank AG              5.00 12/24/2015   EUR    72.52
Vontobel Financial Product     6.65 12/28/2015   EUR    59.96
Deutsche Bank AG               6.20 12/22/2015   EUR    67.70
Deutsche Bank AG               7.20 12/22/2015   EUR    67.80
Deutsche Bank AG               7.20  6/21/2016   EUR    68.90
Deutsche Bank AG               6.20  6/21/2016   EUR    68.30
Deutsche Bank AG               6.20  6/21/2016   EUR    63.60
Deutsche Bank AG               6.20  6/21/2016   EUR    59.10
Deutsche Bank AG               7.20  6/21/2016   EUR    66.10
Deutsche Bank AG               7.20  6/21/2016   EUR    59.70
DekaBank Deutsche Girozent     4.10  5/12/2016   EUR    57.90
HSBC Trinkaus & Burkhardt     12.40 11/27/2015   EUR    65.35
HSBC Trinkaus & Burkhardt     13.70 12/28/2015   EUR    56.26
HSBC Trinkaus & Burkhardt      9.50 12/28/2015   EUR    60.51
HSBC Trinkaus & Burkhardt      7.20 11/27/2015   EUR    63.30
Leonteq Securities AG         11.00 11/19/2015   USD    73.28
DZ Bank AG Deutsche Zentra     7.75 11/27/2015   EUR    47.24
DZ Bank AG Deutsche Zentra     5.00 11/27/2015   EUR    60.59
DZ Bank AG Deutsche Zentra     5.50 11/27/2015   EUR    63.21
DZ Bank AG Deutsche Zentra     5.00  3/29/2016   EUR    60.42
HSBC Trinkaus & Burkhardt      7.60 11/27/2015   EUR    50.67
HSBC Trinkaus & Burkhardt     14.50 12/28/2015   EUR    64.37
HSBC Trinkaus & Burkhardt      7.40  3/25/2016   EUR    74.22
HSBC Trinkaus & Burkhardt      8.40 11/27/2015   EUR    72.34
HSBC Trinkaus & Burkhardt     14.70 12/28/2015   EUR    43.69
HSBC Trinkaus & Burkhardt      6.20 12/28/2015   EUR    52.44
HSBC Trinkaus & Burkhardt      8.00  3/25/2016   EUR    50.87
HSBC Trinkaus & Burkhardt      9.20 11/27/2015   EUR    48.38
HSBC Trinkaus & Burkhardt     12.50 12/28/2015   EUR    52.90
HSBC Trinkaus & Burkhardt      6.70  3/25/2016   EUR    59.93
HSBC Trinkaus & Burkhardt      7.60 11/27/2015   EUR    57.31
HSBC Trinkaus & Burkhardt     17.50 12/28/2015   EUR    58.17
HSBC Trinkaus & Burkhardt     13.70 12/28/2015   EUR    63.25
HSBC Trinkaus & Burkhardt     10.00 12/28/2015   EUR    69.57
Vontobel Financial Product     8.00 11/27/2015   EUR    48.83
Vontobel Financial Product     8.55 12/28/2015   EUR    48.96
Vontobel Financial Product     6.75 12/28/2015   EUR    62.74
Vontobel Financial Product     5.30 12/28/2015   EUR    72.17
UBS AG/London                 11.75 11/12/2015   CHF    55.74
BNP Paribas Emissions- und     5.00 12/24/2015   EUR    58.05
BNP Paribas Emissions- und     7.00 12/24/2015   EUR    58.28
BNP Paribas Emissions- und     8.00 12/24/2015   EUR    58.40
BNP Paribas Emissions- und     8.00 12/24/2015   EUR    58.40
Vontobel Financial Product     6.00  12/4/2015   EUR    68.33
Vontobel Financial Product     8.00  12/4/2015   EUR    46.07
Societe Generale SA           17.60 11/17/2015   EUR    42.10
BNP Paribas Emissions- und     6.00 12/24/2015   EUR    69.82
BNP Paribas Emissions- und     9.00 12/24/2015   EUR    70.17
BNP Paribas Emissions- und     6.00 12/24/2015   EUR    46.83
BNP Paribas Emissions- und     8.00 12/24/2015   EUR    47.06
BNP Paribas Emissions- und     8.50 12/24/2015   EUR    72.85
BNP Paribas Emissions- und    10.00 12/24/2015   EUR    70.50
BNP Paribas Emissions- und    11.00 12/24/2015   EUR    68.25
BNP Paribas Emissions- und     7.00  6/23/2016   EUR    74.79
BNP Paribas Emissions- und     9.00  6/23/2016   EUR    71.41
BNP Paribas Emissions- und    12.00 12/24/2015   EUR    72.99
BNP Paribas Emissions- und     4.50 12/24/2015   EUR    63.52
BNP Paribas Emissions- und     6.00 12/24/2015   EUR    61.74
BNP Paribas Emissions- und     8.00 12/24/2015   EUR    58.40
BNP Paribas Emissions- und     9.50 12/24/2015   EUR    56.93
BNP Paribas Emissions- und    10.00 12/24/2015   EUR    55.45
BNP Paribas Emissions- und     6.00  6/23/2016   EUR    64.12
BNP Paribas Emissions- und     6.50  6/23/2016   EUR    62.65
BNP Paribas Emissions- und     8.50  6/23/2016   EUR    60.58
BNP Paribas Emissions- und     9.00  6/23/2016   EUR    59.37
BNP Paribas Emissions- und    14.00 12/24/2015   EUR    78.71
BNP Paribas Emissions- und    12.00 12/24/2015   EUR    67.48
BNP Paribas Emissions- und     5.00 12/24/2015   EUR    56.54
BNP Paribas Emissions- und     6.00 12/24/2015   EUR    54.42
BNP Paribas Emissions- und     7.00 12/24/2015   EUR    52.48
BNP Paribas Emissions- und     8.50 12/24/2015   EUR    50.74
BNP Paribas Emissions- und     9.00 12/24/2015   EUR    49.03
BNP Paribas Emissions- und    11.00 12/24/2015   EUR    47.61
BNP Paribas Emissions- und    12.00 12/24/2015   EUR    46.18
BNP Paribas Emissions- und     5.00  6/23/2016   EUR    57.80
BNP Paribas Emissions- und     6.00  6/23/2016   EUR    56.28
BNP Paribas Emissions- und     7.00  6/23/2016   EUR    54.90
BNP Paribas Emissions- und     7.50  6/23/2016   EUR    53.36
BNP Paribas Emissions- und     9.50  6/23/2016   EUR    51.26
BNP Paribas Emissions- und    13.00 12/24/2015   EUR    63.04
BNP Paribas Emissions- und     5.00 12/24/2015   EUR    56.47
BNP Paribas Emissions- und     8.00 12/24/2015   EUR    51.26
BNP Paribas Emissions- und    12.00 12/24/2015   EUR    47.17
Goldman Sachs & Co Wertpap     8.00  3/23/2016   EUR    60.30
Goldman Sachs & Co Wertpap     8.00  3/23/2016   EUR    60.30
Goldman Sachs & Co Wertpap     8.00 11/25/2015   EUR    75.06
Goldman Sachs & Co Wertpap    19.00 11/25/2015   EUR    61.50
Goldman Sachs & Co Wertpap    18.00 12/23/2015   EUR    62.88
Goldman Sachs & Co Wertpap    13.00 12/23/2015   EUR    46.27
Goldman Sachs & Co Wertpap    20.00 11/25/2015   EUR    40.27
Goldman Sachs & Co Wertpap    19.00 12/23/2015   EUR    41.72
Goldman Sachs & Co Wertpap    16.00  3/23/2016   EUR    45.45
Goldman Sachs & Co Wertpap    14.00  3/23/2016   EUR    54.32
Deutsche Bank AG               7.20 12/22/2015   EUR    58.20
Deutsche Bank AG               6.20 12/22/2015   EUR    65.00
Deutsche Bank AG               7.20 12/22/2015   EUR    65.10
Deutsche Bank AG               6.20 12/22/2015   EUR    58.10
Deutsche Bank AG               6.20  6/21/2016   EUR    65.50
LBBW                           4.25  6/24/2016   EUR    51.26
LBBW                           3.00  1/26/2018   EUR    64.79
LBBW                           4.80  7/22/2016   EUR    52.04
LBBW                           4.50  6/24/2016   EUR    50.67
DZ Bank AG Deutsche Zentra     3.50  9/30/2016   EUR    59.70
Goldman Sachs & Co Wertpap     9.00 12/23/2015   EUR    73.98
Goldman Sachs & Co Wertpap     8.00 12/23/2015   EUR    71.82
Goldman Sachs & Co Wertpap     7.00 12/23/2015   EUR    56.92
Goldman Sachs & Co Wertpap     8.00 12/23/2015   EUR    60.40
UBS AG                        17.25 12/29/2015   EUR    68.38
UBS AG                        12.75 12/29/2015   EUR    57.49
UBS AG                        19.75 12/29/2015   EUR    43.42
UBS AG                        14.50 12/29/2015   EUR    60.71
UBS AG                        15.75 12/29/2015   EUR    58.41
UBS AG                        12.00 12/29/2015   EUR    66.02
UBS AG                        21.00 12/29/2015   EUR    65.45
UBS AG/London                 24.50  3/29/2016   EUR    71.95
Leonteq Securities AG/Guer    10.80 11/24/2015   CHF    52.87
Deutsche Bank AG               5.80 12/23/2015   EUR    52.01
ECM Real Estate Investment     5.00  10/9/2011   EUR    10.38
Deutsche Bank AG               6.80 11/25/2015   EUR    55.97
Commerzbank AG                11.25 11/26/2015   EUR    72.08
Commerzbank AG                14.25 11/26/2015   EUR    66.90
Commerzbank AG                 9.50 11/26/2015   EUR    55.78
UBS AG/London                 14.00 11/26/2015   CHF    71.38
UBS AG/London                 11.50 11/26/2015   CHF    63.36
UBS AG/London                 10.75 11/26/2015   CHF    63.39
Bank Julius Baer & Co Ltd/     6.50  12/4/2015   EUR    46.95
Landesbank Hessen-Thuering     4.55 12/18/2015   EUR    55.70
Deutsche Bank AG               5.80 12/23/2015   EUR    56.70
Deutsche Bank AG               6.80 12/23/2015   EUR    56.50
Deutsche Bank AG               6.80 12/23/2015   EUR    69.89
Deutsche Bank AG               5.80 11/25/2015   EUR    56.24
Deutsche Bank AG               5.80 11/25/2015   EUR    51.56
Vontobel Financial Product     6.85 12/28/2015   EUR    58.25
Vontobel Financial Product     9.40 11/27/2015   EUR    75.04
EFG International Finance      7.00 11/27/2019   EUR    68.10
Commerzbank AG                 7.50 11/26/2015   EUR    58.70
DZ Bank AG Deutsche Zentra     6.25 11/27/2015   EUR    52.73
DZ Bank AG Deutsche Zentra     7.25 12/28/2015   EUR    59.59
UniCredit Bank AG              3.79 12/19/2016   EUR    54.94
UniCredit Bank AG              4.70 12/24/2015   EUR    57.92
UniCredit Bank AG              4.50 12/24/2015   EUR    59.26
UniCredit Bank AG              4.15 12/24/2015   EUR    61.80
UniCredit Bank AG              4.20 12/24/2015   EUR    61.43
UniCredit Bank AG              4.05 12/24/2015   EUR    62.58
UniCredit Bank AG              4.00 12/24/2015   EUR    62.97
UniCredit Bank AG              4.30 12/24/2015   EUR    50.27
UniCredit Bank AG              4.65 12/24/2015   EUR    58.25
UniCredit Bank AG              4.35 12/24/2015   EUR    60.33
UniCredit Bank AG              4.05 12/24/2015   EUR    54.19
DZ Bank AG Deutsche Zentra     5.00  3/21/2016   EUR    61.28
DZ Bank AG Deutsche Zentra     7.25  3/21/2016   EUR    51.37
DZ Bank AG Deutsche Zentra     7.00  3/21/2016   EUR    51.67
Goldman Sachs & Co Wertpap    17.00  3/23/2016   EUR    67.05
Goldman Sachs & Co Wertpap     8.00  3/23/2016   EUR    54.60
DZ Bank AG Deutsche Zentra     9.25  3/21/2016   EUR    52.09
DZ Bank AG Deutsche Zentra     5.25  3/21/2016   EUR    72.28
DZ Bank AG Deutsche Zentra     7.75 12/21/2015   EUR    49.90
DZ Bank AG Deutsche Zentra     6.00  3/21/2016   EUR    51.39
HSBC Trinkaus & Burkhardt      4.02 11/24/2015   EUR    67.70
UniCredit Bank AG              4.40 12/24/2015   EUR    49.38
UniCredit Bank AG              4.40 12/24/2015   EUR    59.97
UniCredit Bank AG              4.75  1/13/2016   EUR    55.23
Credit Suisse AG/Nassau       11.00  12/3/2015   USD    53.49
Vontobel Financial Product     7.05  3/11/2016   EUR    71.35
Vontobel Financial Product     4.85 12/11/2015   EUR    46.47
DZ Bank AG Deutsche Zentra     5.70 12/21/2015   EUR    73.39
DZ Bank AG Deutsche Zentra     5.50  3/21/2016   EUR    74.37
DZ Bank AG Deutsche Zentra     4.90 12/21/2015   EUR    57.13
Vontobel Financial Product    21.25 12/28/2015   EUR    56.71
Goldman Sachs & Co Wertpap     9.00 11/25/2015   EUR    54.54
Goldman Sachs & Co Wertpap    21.00 11/25/2015   EUR    58.01
Goldman Sachs & Co Wertpap    20.00 11/25/2015   EUR    72.06
Goldman Sachs & Co Wertpap    19.00 12/23/2015   EUR    73.58
Leonteq Securities AG/Guer     8.20 12/15/2015   CHF    57.94
Vontobel Financial Product     4.40 12/28/2015   EUR    54.15
Vontobel Financial Product     7.80 12/28/2015   EUR    58.45
Vontobel Financial Product     8.05 12/28/2015   EUR    70.32
Goldman Sachs & Co Wertpap     9.00 11/25/2015   EUR    54.54
Zurcher Kantonalbank Finan     7.80 12/11/2015   CHF    67.59
Vontobel Financial Product     5.60 12/11/2015   EUR    51.98
Vontobel Financial Product     5.25  3/11/2016   EUR    53.29
Vontobel Financial Product     1.95   4/8/2016   EUR    65.61
Vontobel Financial Product     8.25 12/11/2015   EUR    58.12
Vontobel Financial Product     7.00 12/11/2015   EUR    59.70
Goldman Sachs & Co Wertpap    14.00 11/25/2015   EUR    49.38
Credit Suisse AG/Nassau       12.20   6/3/2016   EUR    57.87
UniCredit Bank AG              4.90 12/24/2015   EUR    73.82
UniCredit Bank AG              4.40 12/24/2015   EUR    67.73
UniCredit Bank AG              4.00 12/24/2015   EUR    60.88
UniCredit Bank AG              4.80 12/24/2015   EUR    75.23
UniCredit Bank AG              5.00 12/24/2015   EUR    50.80
UniCredit Bank AG              4.50 12/24/2015   EUR    55.74
DZ Bank AG Deutsche Zentra     4.00 12/11/2015   EUR    70.95
Bank Julius Baer & Co Ltd/     8.20 11/20/2015   USD    71.70
Bank Julius Baer & Co Ltd/     6.50 11/27/2015   EUR    74.95
UniCredit Bank AG              4.20 12/24/2015   EUR    52.17
UniCredit Bank AG              4.10 12/24/2015   EUR    62.18
UniCredit Bank AG              4.25 12/24/2015   EUR    51.19
UniCredit Bank AG              4.00 12/24/2015   EUR    55.30
UniCredit Bank AG              4.30 12/24/2015   EUR    60.69
UniCredit Bank AG              4.50 12/24/2015   EUR    47.68
UniCredit Bank AG              4.45 12/24/2015   EUR    48.49
UniCredit Bank AG              4.45 12/24/2015   EUR    59.61
UniCredit Bank AG              4.25 12/24/2015   EUR    61.06
Notenstein Privatbank AG       8.50 11/28/2016   CHF    47.03
Notenstein Privatbank AG       8.20  5/27/2016   CHF    42.42
Leonteq Securities AG/Guer     6.00 11/28/2016   CHF    62.23
UniCredit Bank AG              4.10 12/24/2015   EUR    53.17
Credit Suisse AG/Nassau        8.25  5/20/2016   USD    73.63
UniCredit Bank AG              4.60 12/24/2015   EUR    58.59
Goldman Sachs & Co Wertpap     8.00 11/25/2015   EUR    75.04
Notenstein Privatbank AG       7.00  12/5/2016   EUR    61.89
Lehman Brothers Treasury C     4.60  11/9/2011   EUR    13.88
Goldman Sachs Internationa     1.00  12/5/2017   SEK    14.76
Goldman Sachs & Co Wertpap    21.00 12/23/2015   EUR    63.24
Goldman Sachs & Co Wertpap    21.00 11/25/2015   EUR    42.77
HSBC Trinkaus & Burkhardt     14.20 12/28/2015   EUR    74.03
Leonteq Securities AG          5.70  12/3/2015   USD    35.42
Deutsche Bank AG               6.20 11/25/2015   EUR    69.70
Deutsche Bank AG               5.20 11/25/2015   EUR    50.00
Deutsche Bank AG               5.20  3/22/2016   EUR    53.50
Deutsche Bank AG               5.20  3/22/2016   EUR    51.60
Deutsche Bank AG               6.20  3/22/2016   EUR    52.00
Deutsche Bank AG               6.20  3/22/2016   EUR    56.30
Deutsche Bank AG               5.20 11/25/2015   EUR    51.90
Vontobel Financial Product     5.35 12/11/2015   EUR    50.76
Vontobel Financial Product     7.05 12/11/2015   EUR    53.67
Commerzbank AG                 8.50 11/26/2015   EUR    48.65
Deutsche Bank AG               7.20 11/25/2015   EUR    50.10
Deutsche Bank AG               7.20  3/22/2016   EUR    56.70
Deutsche Bank AG               7.20  3/22/2016   EUR    50.60
Deutsche Bank AG               5.20  3/22/2016   EUR    55.60
Deutsche Bank AG               5.20  3/22/2016   EUR    49.90
Deutsche Bank AG               5.20  3/22/2016   EUR    55.90
DZ Bank AG Deutsche Zentra     5.70 12/21/2015   EUR    59.17
DZ Bank AG Deutsche Zentra     5.80  3/21/2016   EUR    59.63
DZ Bank AG Deutsche Zentra     5.75  3/21/2016   EUR    72.46
DZ Bank AG Deutsche Zentra     6.50 12/21/2015   EUR    49.76
Vontobel Financial Product     6.50 12/11/2015   EUR    51.97
DZ Bank AG Deutsche Zentra     8.25 11/27/2015   EUR    74.24
DZ Bank AG Deutsche Zentra    10.25 11/27/2015   EUR    48.87
DZ Bank AG Deutsche Zentra     7.00 11/27/2015   EUR    58.96
DZ Bank AG Deutsche Zentra     5.25  3/29/2016   EUR    58.08
Central European Estates B     7.80 11/10/2015   ILS     5.80
DZ Bank AG Deutsche Zentra     4.50  3/21/2016   EUR    58.19
Vontobel Financial Product     4.95  3/11/2016   EUR    55.09
Vontobel Financial Product    22.85 12/28/2015   EUR    61.87
Barclays Bank PLC             11.50 10/10/2018   SEK    66.23
LBBW                           4.60  6/24/2016   EUR    51.92
LBBW                           4.80  6/24/2016   EUR    52.81
LBBW                           3.40 12/23/2016   EUR    66.20
DekaBank Deutsche Girozent     4.05  5/13/2016   EUR    61.63
DekaBank Deutsche Girozent     3.10 11/13/2015   EUR    50.22
UBS AG                        13.50 12/29/2015   EUR    71.74
UBS AG                        14.00 12/29/2015   EUR    68.76
UBS AG                        11.50 12/29/2015   EUR    44.62
UBS AG                        14.00 12/29/2015   EUR    40.66
Leonteq Securities AG/Guer     3.90   3/1/2016   EUR    45.70
Raiffeisen Centrobank AG       5.00  4/18/2016   EUR    65.03
UBS AG                         7.75 12/29/2015   EUR    61.79
UBS AG                        12.75 12/29/2015   EUR    61.38
UBS AG                        13.50 12/29/2015   EUR    58.69
UBS AG                         5.00 12/29/2015   EUR    67.65
UBS AG                        10.75 12/29/2015   EUR    68.65
UBS AG                         6.75 12/29/2015   EUR    59.13
UBS AG                         6.00 12/29/2015   EUR    70.27
UBS AG                         6.75 12/29/2015   EUR    65.73
UBS AG                        14.75 12/29/2015   EUR    55.66
UBS AG                         8.50 12/29/2015   EUR    58.29
UBS AG                        14.75 12/29/2015   EUR    42.28
UBS AG                        14.00 12/29/2015   EUR    43.96
UBS AG                        11.50 12/29/2015   EUR    65.52
UBS AG                         9.50 12/29/2015   EUR    55.22
UBS AG                        12.25 12/29/2015   EUR    62.12
UBS AG                        10.50 12/29/2015   EUR    52.49
UBS AG                         9.50 12/29/2015   EUR    70.47
UBS AG                        10.00 12/29/2015   EUR    72.12
UBS AG                         4.50 12/29/2015   EUR    71.08
UBS AG                        22.75 12/29/2015   EUR    38.95
UBS AG                        20.50 12/29/2015   EUR    48.74
UBS AG                        10.00 12/29/2015   EUR    65.98
Russian Bank for Small and    10.00  8/19/2016   RUB    81.83
Societe Generale Effekten      4.00  6/26/2017   EUR    50.34
Notenstein Privatbank AG       6.00  5/24/2016   EUR    53.53
LBBW                           4.50  1/22/2016   EUR    64.81
Landesbank Berlin AG           6.00 11/27/2015   EUR    47.67
LBBW                           4.75  7/22/2016   EUR    62.56
LBBW                           3.40 11/25/2016   EUR    73.70
Zurcher Kantonalbank Finan     3.78  1/25/2016   CHF    46.05
Heta Asset Resolution AG       0.20  8/28/2017   EUR    65.50
Europlan AO                    9.78  9/25/2019   RUB    94.13
Heta Asset Resolution AG       0.21  8/21/2017   EUR    65.50
UBS AG                         5.00  6/24/2016   EUR    57.30
UBS AG                        10.25  3/29/2016   EUR    47.10
Commerzbank AG                 5.75  7/21/2016   EUR    74.20
Commerzbank AG                 6.75  7/21/2016   EUR    73.14
Commerzbank AG                 7.75  7/21/2016   EUR    72.16
Commerzbank AG                11.00  7/21/2016   EUR    69.75
Goldman Sachs & Co Wertpap     6.00  4/20/2016   EUR    60.03
Goldman Sachs & Co Wertpap     7.00  5/25/2016   EUR    60.73
Goldman Sachs & Co Wertpap    10.00  5/25/2016   EUR    62.35
Goldman Sachs & Co Wertpap     7.00  8/24/2016   EUR    62.39
Goldman Sachs & Co Wertpap     8.00  8/24/2016   EUR    63.17
Goldman Sachs & Co Wertpap     7.00  9/21/2016   EUR    62.87
Vontobel Financial Product     6.35   9/9/2016   EUR    66.23
Goldman Sachs & Co Wertpap    23.00 12/23/2015   EUR    57.22
Goldman Sachs & Co Wertpap    24.00  4/20/2016   EUR    59.88
Goldman Sachs & Co Wertpap     4.00  6/22/2016   EUR    71.32
Leonteq Securities AG/Guer    10.58   2/3/2017   USD    50.03
Goldman Sachs & Co Wertpap    11.00  9/21/2016   EUR    66.33
Goldman Sachs & Co Wertpap    11.00  9/21/2016   EUR    66.33
Goldman Sachs & Co Wertpap    10.00 12/21/2016   EUR    67.68
Goldman Sachs & Co Wertpap    10.00 12/21/2016   EUR    67.68
Goldman Sachs & Co Wertpap     9.00  6/21/2017   EUR    69.80
UBS AG                         4.00   9/9/2016   EUR    71.17
UBS AG                         6.30   9/9/2016   EUR    69.05
UBS AG                         5.50  12/9/2016   EUR    69.50
UBS AG                         8.00  3/11/2016   EUR    67.55
UBS AG                         7.50  12/9/2016   EUR    68.11
Vontobel Financial Product    11.75   7/8/2016   EUR    63.14
Vontobel Financial Product     3.20  12/9/2016   EUR    69.05
Vontobel Financial Product     2.50  12/9/2016   EUR    70.29
Vontobel Financial Product     3.50   9/9/2016   EUR    68.90
Vontobel Financial Product     8.10  6/10/2016   EUR    78.46
DekaBank Deutsche Girozent     3.45   6/1/2018   EUR    72.43
LBBW                           2.00  2/24/2017   EUR    72.14
LBBW                           3.00  2/24/2017   EUR    70.23
LBBW                           4.00  2/24/2017   EUR    68.87
LBBW                           5.00  2/24/2017   EUR    67.84
Vontobel Financial Product     8.60   9/9/2016   EUR    72.35
Vontobel Financial Product     5.90  6/10/2016   EUR    74.40
Vontobel Financial Product     9.70  6/10/2016   EUR    71.14
Vontobel Financial Product    14.35  6/10/2016   EUR    69.01
Vontobel Financial Product     9.35  3/11/2016   EUR    70.09
Vontobel Financial Product     8.55   9/9/2016   EUR    72.31
Vontobel Financial Product     5.55   9/9/2016   EUR    75.05
UBS AG                         8.50   9/9/2016   EUR    67.33
LBBW                           3.00  6/23/2017   EUR    67.40
UniCredit Bank AG              5.00 12/22/2016   EUR    66.76
UniCredit Bank AG              4.50 12/22/2016   EUR    67.95
UniCredit Bank AG              4.70 12/22/2016   EUR    67.45
UniCredit Bank AG              6.20  9/22/2016   EUR    66.88
UniCredit Bank AG              5.30  9/22/2016   EUR    69.48
UniCredit Bank AG              4.40 12/22/2016   EUR    68.20
UniCredit Bank AG              5.80  9/22/2016   EUR    68.01
DZ Bank AG Deutsche Zentra     8.00  9/19/2016   EUR    67.36
Vontobel Financial Product     5.00  4/11/2016   EUR    52.40
DZ Bank AG Deutsche Zentra     8.00  6/20/2016   EUR    62.65
UniCredit Bank AG              6.90  9/22/2016   EUR    65.09
UniCredit Bank AG              6.60  9/22/2016   EUR    65.82
UniCredit Bank AG              4.70  9/22/2016   EUR    71.36
UniCredit Bank AG              4.20  9/22/2016   EUR    73.02
UniCredit Bank AG              4.10  9/22/2016   EUR    73.36
UniCredit Bank AG              5.50  9/22/2016   EUR    68.89
UniCredit Bank AG              5.10 12/22/2016   EUR    66.52
UniCredit Bank AG              6.80  9/22/2016   EUR    65.34
DZ Bank AG Deutsche Zentra     6.00 12/19/2016   EUR    63.96
LBBW                           3.10  9/28/2018   EUR    66.41
UBS AG                        11.75  6/24/2016   EUR    47.62
UBS AG                         9.00  3/29/2016   EUR    49.88
UBS AG                        20.50  6/24/2016   EUR    56.67
Vontobel Financial Product     7.00  9/23/2016   EUR    63.60
UBS AG                        11.25  6/24/2016   EUR    66.81
UBS AG                         8.25  6/24/2016   EUR    43.68
DZ Bank AG Deutsche Zentra    15.00  3/29/2016   EUR    67.14
DZ Bank AG Deutsche Zentra    12.00  6/24/2016   EUR    70.47
DZ Bank AG Deutsche Zentra     6.25  9/23/2016   EUR    69.93
UniCredit Bank AG             10.00  5/13/2016   EUR    73.97
DZ Bank AG Deutsche Zentra     9.10  6/20/2016   EUR    69.09
UBS AG                         8.25 12/22/2017   EUR    53.55
DZ Bank AG Deutsche Zentra     6.60  9/19/2016   EUR    68.86
DZ Bank AG Deutsche Zentra     4.60 12/19/2016   EUR    71.22
DZ Bank AG Deutsche Zentra     4.80 12/19/2016   EUR    69.79
DZ Bank AG Deutsche Zentra     6.60 12/19/2016   EUR    70.10
DZ Bank AG Deutsche Zentra     5.40  3/21/2016   EUR    70.04
DZ Bank AG Deutsche Zentra     8.10  6/20/2016   EUR    72.10
UBS AG                        13.50  6/24/2016   EUR    73.20
DZ Bank AG Deutsche Zentra     9.75  9/23/2016   EUR    71.09
DZ Bank AG Deutsche Zentra     7.00 12/23/2016   EUR    67.57
Vontobel Financial Product     8.00  9/23/2016   EUR    63.95
UBS AG                         8.25  6/24/2016   EUR    47.96
Credit Suisse AG/Nassau        8.75   9/9/2016   EUR    66.42
DZ Bank AG Deutsche Zentra     5.70  9/19/2016   EUR    69.84
DZ Bank AG Deutsche Zentra     6.70  3/21/2016   EUR    68.62
DZ Bank AG Deutsche Zentra     8.50  3/21/2016   EUR    67.35
UBS AG                         4.50  12/9/2016   EUR    70.31
UBS AG                        10.25 12/23/2016   EUR    75.29
HSBC Trinkaus & Burkhardt      4.40 11/23/2015   EUR    74.05
Credit Suisse AG/Nassau        7.50 11/16/2015   CHF    70.57
UBS AG                         4.25 12/22/2017   EUR    63.96
UBS AG                         4.75 12/22/2017   EUR    65.03
Exane Finance                  1.75  4/28/2016   EUR    25.74
LBBW                           3.10  6/23/2017   EUR    64.84
Goldman Sachs Internationa     0.67  4/24/2020   GBP    72.63
DekaBank Deutsche Girozent     3.00  4/16/2018   EUR    56.21
UBS AG                         7.75  6/24/2016   EUR    42.05
UBS AG                         5.25 12/23/2016   EUR    60.53
UBS AG                         7.25  3/29/2016   EUR    41.02
UBS AG                        16.00 12/23/2016   EUR    47.14
UBS AG                         9.00  6/24/2016   EUR    51.65
UBS AG                        18.75  6/24/2016   EUR    41.43
UBS AG                         8.00  6/24/2016   EUR    53.32
UBS AG                         5.75 12/23/2016   EUR    59.87
UBS AG                         7.25  6/24/2016   EUR    55.37
UBS AG                         5.50  6/24/2016   EUR    60.17
UBS AG                         8.75 12/22/2017   EUR    74.11
UBS AG                         4.00 12/23/2016   EUR    65.35
UBS AG                         4.50 12/23/2016   EUR    63.46
UBS AG                        12.50 12/23/2016   EUR    65.88
HSBC Trinkaus & Burkhardt      8.10  9/23/2016   EUR    68.38
UBS AG                         7.75 12/22/2017   EUR    58.41
UBS AG                        22.50  3/29/2016   EUR    53.16
UBS AG                         4.75 12/22/2017   EUR    67.46
UBS AG                         4.25  3/29/2016   EUR    62.50
UBS AG                         8.00 12/23/2016   EUR    54.98
UBS AG                        10.25 12/22/2017   EUR    56.40
HSBC Trinkaus & Burkhardt     14.60  6/24/2016   EUR    70.40
HSBC Trinkaus & Burkhardt     10.30  9/23/2016   EUR    72.96
HSBC Trinkaus & Burkhardt      8.10  9/23/2016   EUR    74.56
UBS AG                        12.25 12/23/2016   EUR    70.03
UBS AG                        13.00 12/23/2016   EUR    68.66
UBS AG                        11.75 12/22/2017   EUR    74.14
UBS AG                        20.25  3/29/2016   EUR    37.71
UBS AG                         8.00  3/29/2016   EUR    51.82
HSBC Trinkaus & Burkhardt     11.50  6/24/2016   EUR    60.86
HSBC Trinkaus & Burkhardt      7.30  9/23/2016   EUR    62.99
Notenstein Privatbank AG       6.30  8/28/2017   CHF    69.50
DZ Bank AG Deutsche Zentra     8.10  6/20/2016   EUR    70.30
DZ Bank AG Deutsche Zentra     4.80  9/19/2016   EUR    70.79
Vontobel Financial Product     5.65  3/29/2016   EUR    71.44
Vontobel Financial Product    10.30  6/24/2016   EUR    66.80
Vontobel Financial Product    11.65  3/29/2016   EUR    66.76
DZ Bank AG Deutsche Zentra     6.25 12/23/2016   EUR    69.62
UBS AG/London                 11.25  6/24/2016   EUR    69.34
Commerzbank AG                 7.25  8/25/2016   EUR    64.69
Commerzbank AG                 6.50  8/25/2016   EUR    70.18
Commerzbank AG                12.75  8/25/2016   EUR    76.29
Leonteq Securities AG         12.80  12/8/2016   USD    73.71
UBS AG                         6.50 12/29/2015   EUR    42.74
UBS AG                         5.75  3/29/2016   EUR    50.03
UBS AG                         4.50  6/24/2016   EUR    61.70
UBS AG                        14.75  6/24/2016   EUR    61.75
Commerzbank AG                 8.75  7/21/2016   EUR    71.24
Commerzbank AG                 9.75  7/21/2016   EUR    70.39
UBS AG                        13.25  6/24/2016   EUR    60.10
Vontobel Financial Product     5.70  6/24/2016   EUR    70.87
UBS AG                        11.75  6/24/2016   EUR    54.03
LBBW                           2.80  2/24/2017   EUR    69.26
Vontobel Financial Product     5.00  3/16/2017   EUR    68.63
WGZ-Bank AG Westdeutsche G     3.50   2/7/2017   EUR    58.73
Commerzbank AG                 4.00  8/25/2016   EUR    67.18
Commerzbank AG                 4.75  8/25/2016   EUR    66.45
Commerzbank AG                 5.50  8/25/2016   EUR    65.75
Commerzbank AG                 6.25  8/25/2016   EUR    65.10
Commerzbank AG                 8.00  8/25/2016   EUR    64.11
Commerzbank AG                 9.00  8/25/2016   EUR    63.79
Commerzbank AG                 4.75  8/25/2016   EUR    72.15
Commerzbank AG                 5.50  8/25/2016   EUR    71.04
Commerzbank AG                 7.50  8/25/2016   EUR    69.38
Commerzbank AG                 8.50  8/25/2016   EUR    68.64
Commerzbank AG                 9.75  8/25/2016   EUR    68.16
Commerzbank AG                10.75  8/25/2016   EUR    77.88
Leonteq Securities AG         10.00  12/8/2016   EUR    74.61
LBBW                           5.50  3/29/2016   EUR    51.04
LBBW                           4.00  3/29/2016   EUR    56.63
LBBW                           5.00  3/29/2016   EUR    59.98
HSBC Trinkaus & Burkhardt     11.20  6/24/2016   EUR    63.79
HSBC Trinkaus & Burkhardt     10.40 12/23/2016   EUR    65.02
HSBC Trinkaus & Burkhardt      8.30 12/23/2016   EUR    65.65
HSBC Trinkaus & Burkhardt      6.30 12/23/2016   EUR    66.69
HSBC Trinkaus & Burkhardt      7.30  4/22/2016   EUR    64.01
HSBC Trinkaus & Burkhardt      7.00  5/27/2016   EUR    64.66
HSBC Trinkaus & Burkhardt      6.70 10/28/2016   EUR    66.34
DekaBank Deutsche Girozent     3.40  6/24/2016   EUR    46.96
HSBC Trinkaus & Burkhardt     12.60  6/24/2016   EUR    69.43
HSBC Trinkaus & Burkhardt      8.00  9/23/2016   EUR    72.11
DekaBank Deutsche Girozent     3.10   2/5/2018   EUR    58.53
Vontobel Financial Product     5.50   9/9/2016   EUR    66.65
Vontobel Financial Product     6.55   9/9/2016   EUR    65.70
Vontobel Financial Product     7.65   9/9/2016   EUR    64.88
Vontobel Financial Product     3.75  6/10/2016   EUR    68.56
Vontobel Financial Product     3.55   6/9/2017   EUR    67.79
Vontobel Financial Product     4.15   6/9/2017   EUR    67.00
Societe Generale SA            4.00  3/29/2016   EUR    50.46
HSBC Trinkaus & Burkhardt      8.00  6/24/2016   EUR    65.26
HSBC Trinkaus & Burkhardt      7.00  9/23/2016   EUR    65.89
Vontobel Financial Product     4.45   9/9/2016   EUR    67.69
Vontobel Financial Product     4.80   6/9/2017   EUR    66.36
Vontobel Financial Product     5.40   6/9/2017   EUR    65.70
Leonteq Securities AG/Guer     8.04  4/11/2016   CHF    60.60
LBBW                           4.00  3/29/2016   EUR    55.06
LBBW                           3.00  3/29/2016   EUR    66.70
LBBW                           4.00  3/29/2016   EUR    62.94
UniCredit Bank AG              4.30 10/29/2018   EUR    74.88
LBBW                           3.25  6/23/2017   EUR    64.66
Goldman Sachs & Co Wertpap     7.00  7/20/2016   EUR    61.77
Goldman Sachs & Co Wertpap     7.00 12/21/2016   EUR    64.35
UBS AG                         9.50 12/22/2017   EUR    72.75
HSBC Trinkaus & Burkhardt     12.30  6/24/2016   EUR    65.70
UBS AG                        10.25 12/22/2017   EUR    71.64
UBS AG                        11.75 12/22/2017   EUR    70.10
UBS AG                        10.25 12/23/2016   EUR    69.48
UBS AG                         6.00  3/29/2016   EUR    45.49
UBS AG                         6.00  3/29/2016   EUR    56.46
TransFin-M PAO                12.50  8/11/2025   RUB    60.01
Lehman Brothers Treasury C     0.50 12/20/2017   AUD    16.25
Vontobel Financial Product     4.95  9/23/2016   EUR    61.16
Credit Suisse AG/Nassau        7.50 11/23/2015   CHF    71.05
Municipality Finance PLC       0.50  5/31/2022   ZAR    53.02
Glitnir HF                     5.86  7/28/2016   GBP    27.13
Agentstvo po Ipotechnomu Z    11.76  1/15/2029   RUB    60.01
Heta Asset Resolution AG       0.13  8/11/2017   EUR    65.50
Municipality Finance PLC       0.50  4/26/2022   ZAR    53.84
Notenstein Privatbank AG       7.70  3/14/2017   EUR    70.13
Societe Generale Effekten      3.09  6/24/2016   EUR    73.52
Societe Generale Effekten      3.89  9/23/2016   EUR    73.89
Societe Generale Effekten      4.65 12/23/2016   EUR    74.21
UniCredit Bank AG              4.55 10/28/2016   EUR    54.50
Goldman Sachs Internationa     5.00 12/20/2015   EUR     0.96
Vontobel Financial Product     4.65  12/9/2016   EUR    61.45
Vontobel Financial Product     3.95  12/9/2016   EUR    67.94
LBBW                           3.50  2/24/2017   EUR    74.43
LBBW                           4.50  2/24/2017   EUR    74.06
Vontobel Financial Product     5.60   9/9/2016   EUR    75.09
Vontobel Financial Product    12.00   9/9/2016   EUR    70.50
Vontobel Financial Product    15.90  3/11/2016   EUR    67.21
Vontobel Financial Product     4.30  3/11/2016   EUR    74.24
Landesbank Hessen-Thuering     3.20   8/2/2016   EUR    51.30
Vontobel Financial Product    15.00  6/24/2016   EUR    71.82
Vontobel Financial Product    12.00  9/23/2016   EUR    72.74
Goldman Sachs & Co Wertpap     9.00  3/23/2016   EUR    73.05
Goldman Sachs & Co Wertpap    15.00 10/26/2016   EUR    68.52
Goldman Sachs & Co Wertpap    18.00 10/26/2016   EUR    68.64
UBS AG                         9.00   9/9/2016   EUR    66.06
UBS AG                         6.50   9/9/2016   EUR    67.48
UBS AG                         4.80  3/11/2016   EUR    68.75
UBS AG                         6.00  12/9/2016   EUR    68.21
UBS AG                         4.50   9/9/2016   EUR    69.68
Credit Suisse AG/Nassau        9.25  9/26/2016   EUR    64.82
DZ Bank AG Deutsche Zentra    14.25  3/29/2016   EUR    72.75
DZ Bank AG Deutsche Zentra    12.00  3/29/2016   EUR    64.30
DZ Bank AG Deutsche Zentra     7.75  6/24/2016   EUR    70.91
DZ Bank AG Deutsche Zentra     5.75  9/23/2016   EUR    68.58
DZ Bank AG Deutsche Zentra     5.75 12/23/2016   EUR    67.46
BNP Paribas Emissions- und     3.00  2/25/2016   EUR    70.72
BNP Paribas Emissions- und     5.00  2/25/2016   EUR    70.95
BNP Paribas Emissions- und     3.50  2/25/2016   EUR    69.91
BNP Paribas Emissions- und     5.50  2/25/2016   EUR    70.49
BNP Paribas Emissions- und     4.00  2/25/2016   EUR    68.67
BNP Paribas Emissions- und     7.00  2/25/2016   EUR    69.54
BNP Paribas Emissions- und     7.50  2/25/2016   EUR    68.35
BNP Paribas Emissions- und     6.00  2/25/2016   EUR    67.04
BNP Paribas Emissions- und     8.00  2/25/2016   EUR    67.62
BNP Paribas Emissions- und     4.00  2/25/2016   EUR    73.48
BNP Paribas Emissions- und     5.50  2/25/2016   EUR    72.42
BNP Paribas Emissions- und     3.50 11/24/2016   EUR    72.85
BNP Paribas Emissions- und     4.50 11/24/2016   EUR    73.90
BNP Paribas Emissions- und     3.00 11/24/2016   EUR    71.51
BNP Paribas Emissions- und     4.00 11/24/2016   EUR    72.55
BNP Paribas Emissions- und     3.50 11/24/2016   EUR    71.22
BNP Paribas Emissions- und     4.50 11/24/2016   EUR    72.27
BNP Paribas Emissions- und     4.00 11/24/2016   EUR    70.54
BNP Paribas Emissions- und     5.00 11/24/2016   EUR    71.59
BNP Paribas Emissions- und     7.50  2/25/2016   EUR    65.40
BNP Paribas Emissions- und     3.00  8/25/2016   EUR    73.35
BNP Paribas Emissions- und     4.00  8/25/2016   EUR    74.14
BNP Paribas Emissions- und     3.50  8/25/2016   EUR    72.43
BNP Paribas Emissions- und     4.50  8/25/2016   EUR    73.22
BNP Paribas Emissions- und     3.00  8/25/2016   EUR    71.17
BNP Paribas Emissions- und     4.50  8/25/2016   EUR    71.51
BNP Paribas Emissions- und     5.50  8/25/2016   EUR    72.30
BNP Paribas Emissions- und     4.00  8/25/2016   EUR    69.86
BNP Paribas Emissions- und     5.50  8/25/2016   EUR    69.82
BNP Paribas Emissions- und     5.00  8/25/2016   EUR    68.63
BNP Paribas Emissions- und     6.00  8/25/2016   EUR    69.42
BNP Paribas Emissions- und     7.00  8/25/2016   EUR    70.22
BNP Paribas Emissions- und     5.50  8/25/2016   EUR    67.09
BNP Paribas Emissions- und     5.50  8/24/2017   EUR    70.91
BNP Paribas Emissions- und     3.00 11/23/2017   EUR    72.53
BNP Paribas Emissions- und     3.50 11/23/2017   EUR    72.84
BNP Paribas Emissions- und     5.50 11/24/2016   EUR    70.94
BNP Paribas Emissions- und     6.50 11/24/2016   EUR    69.36
BNP Paribas Emissions- und     3.50  2/23/2017   EUR    73.62
BNP Paribas Emissions- und     4.00  2/23/2017   EUR    73.48
BNP Paribas Emissions- und     3.50  2/23/2017   EUR    72.05
BNP Paribas Emissions- und     4.50  2/23/2017   EUR    73.36
BNP Paribas Emissions- und     4.00  2/23/2017   EUR    71.55
BNP Paribas Emissions- und     5.00  2/23/2017   EUR    72.86
BNP Paribas Emissions- und     4.00  8/24/2017   EUR    71.35
BNP Paribas Emissions- und     4.50  8/24/2017   EUR    71.46
BNP Paribas Emissions- und     4.00  8/24/2017   EUR    69.86
BNP Paribas Emissions- und     5.50  2/25/2016   EUR    67.77
BNP Paribas Emissions- und     7.50  8/25/2016   EUR    68.68
BNP Paribas Emissions- und     8.50  8/25/2016   EUR    69.47
BNP Paribas Emissions- und     9.50  2/25/2016   EUR    65.98
BNP Paribas Emissions- und     4.00  8/25/2016   EUR    71.96
BNP Paribas Emissions- und     5.00  8/25/2016   EUR    71.97
BNP Paribas Emissions- und     3.50  8/25/2016   EUR    70.71
BNP Paribas Emissions- und     5.00  8/25/2016   EUR    70.65
BNP Paribas Emissions- und     6.00  8/25/2016   EUR    71.45
BNP Paribas Emissions- und     4.50  8/25/2016   EUR    69.03
BNP Paribas Emissions- und     6.50  8/25/2016   EUR    70.62
BNP Paribas Emissions- und     4.00 11/23/2017   EUR    72.81
BNP Paribas Emissions- und     4.00 11/23/2017   EUR    71.07
BNP Paribas Emissions- und     4.50 11/23/2017   EUR    70.13
BNP Paribas Emissions- und     4.50 11/24/2016   EUR    69.90
BNP Paribas Emissions- und     5.00 11/24/2016   EUR    69.65
BNP Paribas Emissions- und     6.00 11/24/2016   EUR    70.70
BNP Paribas Emissions- und     5.50 11/24/2016   EUR    68.31
BNP Paribas Emissions- und     4.50  2/23/2017   EUR    71.07
BNP Paribas Emissions- und     5.50  2/23/2017   EUR    72.38
BNP Paribas Emissions- und     5.00  2/23/2017   EUR    70.99
BNP Paribas Emissions- und     5.50  2/23/2017   EUR    69.84
BNP Paribas Emissions- und     6.50  2/23/2017   EUR    71.15
BNP Paribas Emissions- und     3.50  8/24/2017   EUR    73.24
BNP Paribas Emissions- und     3.00  8/24/2017   EUR    71.58
BNP Paribas Emissions- und     3.50  8/24/2017   EUR    71.77
Zurcher Kantonalbank Finan     8.02  9/23/2016   EUR    65.62
Vontobel Financial Product     7.75  9/23/2016   EUR    64.75
LBBW                           3.00  3/24/2017   EUR    69.28
Zurcher Kantonalbank Finan    14.50  3/16/2016   EUR    64.26
DekaBank Deutsche Girozent     2.90  8/26/2016   EUR    68.92
DZ Bank AG Deutsche Zentra     8.75  9/19/2016   EUR    65.07
DZ Bank AG Deutsche Zentra    13.75  3/21/2016   EUR    63.42
DZ Bank AG Deutsche Zentra    11.50  6/20/2016   EUR    64.78
HSBC Trinkaus & Burkhardt      8.60  6/24/2016   EUR    69.48
HSBC Trinkaus & Burkhardt      7.50  9/23/2016   EUR    70.24
HSBC Trinkaus & Burkhardt      6.50 12/23/2016   EUR    70.51
HSBC Trinkaus & Burkhardt      7.60  3/24/2017   EUR    69.75
HSBC Trinkaus & Burkhardt      7.00  4/22/2016   EUR    70.15
HSBC Trinkaus & Burkhardt      6.50  5/27/2016   EUR    70.38
HSBC Trinkaus & Burkhardt      7.00  7/22/2016   EUR    70.95
HSBC Trinkaus & Burkhardt      6.10 10/28/2016   EUR    71.38
BNP Paribas Emissions- und    12.00  9/22/2016   EUR    67.23
BNP Paribas Emissions- und     4.00 12/22/2016   EUR    64.23
BNP Paribas Emissions- und     5.00 12/22/2016   EUR    62.26
BNP Paribas Emissions- und     6.00 12/22/2016   EUR    66.66
BNP Paribas Emissions- und     7.00 12/22/2016   EUR    67.77
BNP Paribas Emissions- und     8.00 12/22/2016   EUR    68.88
BNP Paribas Emissions- und    10.00 12/22/2016   EUR    67.83
BNP Paribas Emissions- und     4.00  6/22/2017   EUR    64.43
BNP Paribas Emissions- und     5.00  6/22/2017   EUR    66.25
BNP Paribas Emissions- und    12.00  3/24/2016   EUR    65.31
BNP Paribas Emissions- und    14.00  3/24/2016   EUR    66.03
BNP Paribas Emissions- und    16.00  3/24/2016   EUR    63.21
BNP Paribas Emissions- und     5.00  6/23/2016   EUR    63.38
BNP Paribas Emissions- und     8.00  6/23/2016   EUR    61.76
BNP Paribas Emissions- und    10.00  6/23/2016   EUR    62.98
BNP Paribas Emissions- und    12.00  6/23/2016   EUR    67.67
BNP Paribas Emissions- und     9.00  9/22/2016   EUR    68.02
BNP Paribas Emissions- und     6.00  6/22/2017   EUR    67.86
BNP Paribas Emissions- und     7.00  6/22/2017   EUR    69.47
BNP Paribas Emissions- und     9.00  6/22/2017   EUR    69.64
Leonteq Securities AG/Guer     8.16  4/14/2016   EUR    59.04
Goldman Sachs & Co Wertpap    17.00 12/23/2015   EUR    59.37
Goldman Sachs & Co Wertpap    23.00 12/23/2015   EUR    60.07
Goldman Sachs & Co Wertpap    15.00  3/23/2016   EUR    62.86
Goldman Sachs & Co Wertpap    16.00  3/23/2016   EUR    63.23
Goldman Sachs & Co Wertpap    10.00  4/20/2016   EUR    61.80
Goldman Sachs & Co Wertpap    14.00  4/20/2016   EUR    63.58
Goldman Sachs & Co Wertpap    14.00  4/20/2016   EUR    63.58
Goldman Sachs & Co Wertpap    15.00  5/25/2016   EUR    65.04
Goldman Sachs & Co Wertpap    14.00  6/22/2016   EUR    65.57
Goldman Sachs & Co Wertpap    13.00  7/20/2016   EUR    65.92
Goldman Sachs & Co Wertpap    12.00  8/24/2016   EUR    66.32
Goldman Sachs & Co Wertpap    12.00  8/24/2016   EUR    66.32
Goldman Sachs & Co Wertpap    10.00  9/21/2016   EUR    65.46
Goldman Sachs & Co Wertpap     9.00  3/22/2017   EUR    68.57
Goldman Sachs & Co Wertpap     9.00  3/22/2017   EUR    68.57
Goldman Sachs & Co Wertpap     9.00  6/21/2017   EUR    69.80
Leonteq Securities AG/Guer     7.00  12/4/2015   EUR    50.19
UBS AG/London                 22.50 12/29/2015   EUR    71.30
Raiffeisen Centrobank AG       9.41  1/20/2016   EUR    76.81
Raiffeisen Centrobank AG       8.24  1/20/2016   EUR    74.86
HSBC Trinkaus & Burkhardt      6.00  12/6/2016   EUR    50.07
Raiffeisen Centrobank AG       5.60  6/15/2016   EUR    51.98
UBS AG                        10.50 12/22/2017   EUR    67.17
UBS AG                        12.00 12/23/2016   EUR    75.04
UBS AG                        16.75 12/23/2016   EUR    64.74
UBS AG                         5.25 12/23/2016   EUR    62.29
UBS AG                         6.25  6/24/2016   EUR    57.54
UBS AG                         5.00 12/22/2017   EUR    65.07
UBS AG                         7.00  3/29/2016   EUR    54.00
UBS AG                         7.75 12/22/2017   EUR    59.43
Zurcher Kantonalbank Finan     7.00   8/4/2016   EUR    58.28
UBS AG                        17.00  6/24/2016   EUR    42.83
Vontobel Financial Product    12.70  3/29/2016   EUR    62.24
Vontobel Financial Product     8.80  3/29/2016   EUR    64.27
Vontobel Financial Product    12.00  6/24/2016   EUR    64.44
Notenstein Privatbank AG       7.00   9/7/2016   CHF    63.15
UBS AG                        10.50 12/22/2017   EUR    73.47
UBS AG                         9.50 12/23/2016   EUR    45.72
UBS AG                         5.50  6/24/2016   EUR    58.39
UBS AG                        10.50 12/22/2017   EUR    71.16
UniCredit Bank AG              5.60  9/22/2016   EUR    68.59
UniCredit Bank AG              4.50  9/22/2016   EUR    71.99
UniCredit Bank AG              4.00  9/22/2016   EUR    73.70
UniCredit Bank AG              5.10  9/22/2016   EUR    70.09
UniCredit Bank AG              4.90  9/22/2016   EUR    70.72
UniCredit Bank AG              6.10  9/22/2016   EUR    67.17
UniCredit Bank AG              4.90 12/22/2016   EUR    66.99
UniCredit Bank AG              4.00 12/22/2016   EUR    69.27
UniCredit Bank AG              4.40  9/22/2016   EUR    72.32
UniCredit Bank AG              4.80 12/22/2016   EUR    67.23
UniCredit Bank AG              5.90  9/22/2016   EUR    67.74
UniCredit Bank AG              4.30 12/22/2016   EUR    68.46
UniCredit Bank AG              6.70  9/22/2016   EUR    65.59
UniCredit Bank AG              4.60 12/22/2016   EUR    67.70
Vontobel Financial Product     5.55  3/29/2016   EUR    70.05
DZ Bank AG Deutsche Zentra     4.00  8/26/2016   EUR    65.33
UniCredit Bank AG              6.40  9/22/2016   EUR    66.37
UniCredit Bank AG              5.40  9/22/2016   EUR    69.18
UniCredit Bank AG              4.30  9/22/2016   EUR    72.68
UBS AG                         8.50   9/9/2016   EUR    65.60
BNP Paribas Emissions- und    10.00  9/22/2016   EUR    68.88
BNP Paribas Emissions- und     7.00  3/24/2016   EUR    63.49
BNP Paribas Emissions- und     9.00  3/24/2016   EUR    60.67
BNP Paribas Emissions- und    10.00  3/24/2016   EUR    64.58
BNP Paribas Emissions- und    14.00  6/23/2016   EUR    65.43
BNP Paribas Emissions- und     4.00  9/22/2016   EUR    63.51
BNP Paribas Emissions- und     6.00  9/22/2016   EUR    62.06
BNP Paribas Emissions- und     7.00  9/22/2016   EUR    66.30
BNP Paribas Emissions- und     8.00  9/22/2016   EUR    67.16
UBS AG                         4.00 12/23/2015   EUR    59.00
Bank Julius Baer & Co Ltd/     6.00  11/9/2015   CHF    61.95
DZ Bank AG Deutsche Zentra     6.00 12/28/2015   EUR    49.55
DZ Bank AG Deutsche Zentra     5.50 12/28/2015   EUR    51.62
Baltic Leasing OOO            11.82  6/19/2020   RUB    60.03
Vontobel Financial Product     6.50  9/23/2016   EUR    69.58
Vontobel Financial Product     7.50  6/24/2016   EUR    68.94
DZ Bank AG Deutsche Zentra     9.00  3/29/2016   EUR    63.72
DZ Bank AG Deutsche Zentra    12.00  3/29/2016   EUR    64.86
DZ Bank AG Deutsche Zentra     7.75  3/29/2016   EUR    69.88
Deutsche Bank AG               7.20  3/22/2016   EUR    71.80
Deutsche Bank AG               5.20  3/22/2016   EUR    71.10
Deutsche Bank AG               6.20  3/22/2016   EUR    71.50
Deutsche Bank AG               7.20  3/22/2016   EUR    67.40
Deutsche Bank AG               5.20  3/22/2016   EUR    66.60
Deutsche Bank AG               6.20  3/22/2016   EUR    67.00
Deutsche Bank AG               6.20  6/21/2016   EUR    71.90
Deutsche Bank AG               5.20  6/21/2016   EUR    71.30
Deutsche Bank AG               7.20  6/21/2016   EUR    72.50
Deutsche Bank AG               6.20  6/21/2016   EUR    67.60
Deutsche Bank AG               7.20  6/21/2016   EUR    68.20
Deutsche Bank AG               5.20  6/21/2016   EUR    67.00
Deutsche Bank AG               7.20  6/21/2016   EUR    64.40
Deutsche Bank AG               7.20  9/20/2016   EUR    73.90
Deutsche Bank AG               5.20  9/20/2016   EUR    72.10
Deutsche Bank AG               6.20  9/20/2016   EUR    73.00
Deutsche Bank AG               5.20  9/20/2016   EUR    68.00
Deutsche Bank AG               6.20  9/20/2016   EUR    68.90
Deutsche Bank AG               7.20  9/20/2016   EUR    69.80
Deutsche Bank AG               7.20  9/20/2016   EUR    66.00
Deutsche Bank AG               6.20 12/20/2016   EUR    74.10
Deutsche Bank AG               5.20 12/20/2016   EUR    73.00
Deutsche Bank AG               7.20 12/20/2016   EUR    71.30
Deutsche Bank AG               5.20 12/20/2016   EUR    69.00
Deutsche Bank AG               6.20 12/20/2016   EUR    70.10
Deutsche Bank AG               7.20 12/20/2016   EUR    67.60
Vontobel Financial Product    14.55  3/29/2016   EUR    64.67
Vontobel Financial Product    10.50  3/29/2016   EUR    66.86
Vontobel Financial Product     9.50  9/23/2016   EUR    68.48
Vontobel Financial Product     7.00 12/23/2016   EUR    69.67
Vontobel Financial Product     8.00 12/23/2016   EUR    69.03
Vontobel Financial Product     9.00 12/23/2016   EUR    68.47
Vontobel Financial Product    10.45  3/29/2016   EUR    60.37
Goldman Sachs & Co Wertpap     4.00  7/20/2016   EUR    71.50
UBS AG                        14.50 12/23/2016   EUR    63.09
UBS AG                         5.75 12/22/2017   EUR    63.98
UBS AG                         7.50 12/23/2016   EUR    56.66
UBS AG                         4.25 12/22/2017   EUR    69.54
UBS AG                        18.25  3/29/2016   EUR    39.45
UBS AG                         5.25  3/29/2016   EUR    59.34
UBS AG                         4.75 12/22/2017   EUR    65.34
UBS AG                         7.75 12/23/2016   EUR    74.07
WGZ-Bank AG Westdeutsche G     2.00  9/30/2016   EUR    69.59
WGZ-Bank AG Westdeutsche G     3.00  9/30/2016   EUR    68.45
WGZ-Bank AG Westdeutsche G     4.00  9/30/2016   EUR    67.39
WGZ-Bank AG Westdeutsche G     5.00  9/30/2016   EUR    66.42
WGZ-Bank AG Westdeutsche G     6.00  9/30/2016   EUR    65.54
UBS AG                         4.50 12/23/2016   EUR    64.71
UBS AG                        24.25 12/29/2015   EUR    49.59
Banque Cantonale Vaudoise      4.80  3/10/2017   CHF    39.35
UniCredit Bank AG              6.00  9/22/2016   EUR    67.46
UniCredit Bank AG              4.60  9/22/2016   EUR    71.69
UniCredit Bank AG              5.20  9/22/2016   EUR    69.76
LBBW                           3.50  9/23/2016   EUR    55.22
UniCredit Bank AG              5.00  9/22/2016   EUR    70.38
UniCredit Bank AG              6.30  9/22/2016   EUR    66.63
UniCredit Bank AG              5.70  9/22/2016   EUR    68.30
UniCredit Bank AG              6.50  9/22/2016   EUR    66.11
UniCredit Bank AG              4.80  9/22/2016   EUR    71.04
UniCredit Bank AG              4.20 12/22/2016   EUR    68.75
UniCredit Bank AG              4.10 12/22/2016   EUR    69.01
Vontobel Financial Product    12.65  3/29/2016   EUR    71.82
Vontobel Financial Product    12.00  6/24/2016   EUR    72.91
Vontobel Financial Product    10.00  9/23/2016   EUR    73.86
Vontobel Financial Product     7.75 12/23/2016   EUR    75.79
HSBC Trinkaus & Burkhardt     12.30  6/24/2016   EUR    73.18
HSBC Trinkaus & Burkhardt      9.20  9/23/2016   EUR    75.19
Goldman Sachs & Co Wertpap    10.00  8/24/2016   EUR    68.14
Goldman Sachs & Co Wertpap    10.00 10/26/2016   EUR    69.64
Goldman Sachs & Co Wertpap    10.00 10/26/2016   EUR    69.64
Goldman Sachs & Co Wertpap     8.00  3/22/2017   EUR    70.37
Goldman Sachs & Co Wertpap     8.00  3/22/2017   EUR    70.37
Goldman Sachs & Co Wertpap     8.00  9/20/2017   EUR    72.71
Goldman Sachs & Co Wertpap     8.00  9/20/2017   EUR    72.71
Vontobel Financial Product    10.00  6/24/2016   EUR    68.53
Vontobel Financial Product    11.45  6/24/2016   EUR    67.56
Vontobel Financial Product    13.50  6/24/2016   EUR    67.06
Vontobel Financial Product     8.50  9/23/2016   EUR    69.42
Commerzbank AG                 9.00  8/25/2016   EUR    65.66
Vontobel Financial Product     3.10  11/4/2016   EUR    55.34
Goldman Sachs & Co Wertpap    11.00 10/26/2016   EUR    67.28
Goldman Sachs & Co Wertpap    11.00 10/26/2016   EUR    67.28
Deutsche Bank AG               4.20   7/6/2016   EUR    68.60
Deutsche Bank AG               4.20   7/6/2016   EUR    66.50
Deutsche Bank AG               4.20   7/6/2016   EUR    64.50
Deutsche Bank AG               4.20   7/6/2016   EUR    62.70
Deutsche Bank AG               4.20  8/24/2016   EUR    68.90
Deutsche Bank AG               4.20  8/24/2016   EUR    66.90
Deutsche Bank AG               4.20  8/24/2016   EUR    65.00
Deutsche Bank AG               4.20  8/24/2016   EUR    63.10
Deutsche Bank AG               4.20  3/22/2016   EUR    68.40
Deutsche Bank AG               4.20  3/22/2016   EUR    66.20
Deutsche Bank AG               4.20  3/22/2016   EUR    64.20
Deutsche Bank AG               4.20  6/21/2016   EUR    68.40
Deutsche Bank AG               4.20  6/21/2016   EUR    66.40
Deutsche Bank AG               4.20  6/21/2016   EUR    64.40
Deutsche Bank AG               4.20  9/20/2016   EUR    69.10
Deutsche Bank AG               4.20  9/20/2016   EUR    67.10
Deutsche Bank AG               4.20  9/20/2016   EUR    65.20
Deutsche Bank AG               4.20 12/20/2016   EUR    69.80
Deutsche Bank AG               4.20 12/20/2016   EUR    67.90
Deutsche Bank AG               4.20 12/20/2016   EUR    66.00
Deutsche Bank AG               3.20  7/20/2016   EUR    73.90
Deutsche Bank AG               3.20  8/24/2016   EUR    74.00
Deutsche Bank AG               3.20 10/26/2016   EUR    74.00
LBBW                           3.00  9/23/2016   EUR    74.52
LBBW                           4.00  9/23/2016   EUR    72.69
LBBW                           5.00  9/23/2016   EUR    71.25
Deutsche Bank AG               3.20  6/21/2016   EUR    73.80
Deutsche Bank AG               3.20  9/20/2016   EUR    74.00
Deutsche Bank AG               3.20 12/20/2016   EUR    74.10
Notenstein Privatbank AG       6.40  9/25/2017   EUR    68.09
Deutsche Bank AG               3.20  3/22/2016   EUR    70.30
Deutsche Bank AG               3.20  3/22/2016   EUR    68.00
Deutsche Bank AG               3.20  3/22/2016   EUR    65.90
Deutsche Bank AG               3.20  3/22/2016   EUR    63.80
Deutsche Bank AG               3.20  6/21/2016   EUR    70.00
Deutsche Bank AG               3.20  6/21/2016   EUR    67.80
Deutsche Bank AG               3.20  6/21/2016   EUR    65.70
Deutsche Bank AG               3.20  6/21/2016   EUR    63.80
Deutsche Bank AG               3.20  9/20/2016   EUR    70.40
Deutsche Bank AG               3.20  9/20/2016   EUR    68.30
Deutsche Bank AG               3.20  9/20/2016   EUR    66.30
Deutsche Bank AG               3.20  9/20/2016   EUR    64.30
Deutsche Bank AG               3.20  9/20/2016   EUR    62.50
Deutsche Bank AG               3.20 12/20/2016   EUR    70.70
Deutsche Bank AG               3.20 12/20/2016   EUR    68.70
Deutsche Bank AG               3.20 12/20/2016   EUR    66.80
Deutsche Bank AG               3.20 12/20/2016   EUR    64.90
Deutsche Bank AG               3.20 12/20/2016   EUR    63.10
IS-Broker OOO                 15.00  6/21/2017   RUB    60.00
Heta Asset Resolution AG       0.20  7/28/2017   EUR    65.50
Delta-Finance OOO             10.00 12/18/2015   RUB   100.00
Glitnir HF                    10.00  6/28/2017   USD    27.13
Deutsche Bank AG               3.20   7/6/2016   EUR    70.10
Deutsche Bank AG               3.20   7/6/2016   EUR    67.90
Deutsche Bank AG               3.20   7/6/2016   EUR    65.80
Deutsche Bank AG               3.20   7/6/2016   EUR    63.90
Deutsche Bank AG               3.20  8/24/2016   EUR    70.30
Deutsche Bank AG               3.20  8/24/2016   EUR    68.10
Deutsche Bank AG               3.20  8/24/2016   EUR    66.10
Deutsche Bank AG               3.20  8/24/2016   EUR    64.20
Deutsche Bank AG               3.20 10/26/2016   EUR    70.50
Deutsche Bank AG               3.20 10/26/2016   EUR    68.40
Deutsche Bank AG               3.20 10/26/2016   EUR    66.50
Deutsche Bank AG               3.20 10/26/2016   EUR    64.60
Deutsche Bank AG               3.20 11/22/2017   EUR    71.00
Deutsche Bank AG               3.20 11/22/2017   EUR    69.20
Deutsche Bank AG               3.20 11/22/2017   EUR    67.50
Deutsche Bank AG               3.20 11/22/2017   EUR    65.80
Deutsche Bank AG               4.20 10/26/2016   EUR    69.40
Deutsche Bank AG               4.20 10/26/2016   EUR    67.40
Deutsche Bank AG               4.20 10/26/2016   EUR    65.50
Deutsche Bank AG               4.20 10/26/2016   EUR    63.70
Deutsche Bank AG               4.20 11/22/2017   EUR    71.30
Deutsche Bank AG               4.20 11/22/2017   EUR    69.60
Deutsche Bank AG               4.20 11/22/2017   EUR    67.90
Deutsche Bank AG               4.20 11/22/2017   EUR    66.30
Vontobel Financial Product     9.70 10/28/2016   EUR    65.69
Deutsche Bank AG               4.20  8/24/2016   EUR    74.80
Deutsche Bank AG               4.20 10/26/2016   EUR    75.00
Deutsche Bank AG               4.20 11/22/2017   EUR    74.40
Vontobel Financial Product    11.85   1/6/2016   EUR    59.96
Commerzbank AG                 6.00  6/24/2016   EUR    70.36
Commerzbank AG                 6.00  6/24/2016   EUR    65.60
Heta Asset Resolution AG       4.07  3/21/2017   EUR    65.50
Heta Asset Resolution AG       5.68   7/5/2017   EUR    65.50
Svensk Exportkredit AB         0.50  6/28/2022   ZAR    52.76
Immigon Portfolioabbau AG      0.96   7/3/2019   EUR    57.25
Barclays Bank PLC              1.64   6/3/2041   USD    69.72
Lehman Brothers Treasury C     6.70  4/21/2011   USD     3.05
Lehman Brothers Treasury C    13.00 12/14/2012   USD     3.05
Haltdalen Sparebank            2.41              NOK    52.89
Lehman Brothers Treasury C     5.25 11/21/2009   USD     3.05
Lehman Brothers Treasury C     2.40  6/20/2011   JPY     3.05
Lehman Brothers Treasury C     1.60  6/21/2010   JPY     3.05
Lehman Brothers Treasury C    10.00  6/11/2038   JPY     3.05
Lehman Brothers Treasury C     4.80 11/16/2012   HKD     3.05
Lehman Brothers Treasury C     3.50 12/20/2027   USD     3.05
Lehman Brothers Treasury C     6.25 11/30/2012   EUR     3.05
Immigon Portfolioabbau AG      5.21  2/13/2026   EUR    34.13
Lehman Brothers Treasury C     1.00  2/26/2010   USD     3.05
Lehman Brothers Treasury C     4.70  3/23/2016   EUR     3.05
Lehman Brothers Treasury C     4.70  3/23/2016   EUR     3.05
Lehman Brothers Treasury C     5.12  4/30/2027   EUR     3.05
Lehman Brothers Treasury C     3.63   3/2/2012   EUR     3.05
Lehman Brothers Treasury C     0.75  3/29/2012   EUR     3.05
Municipality Finance PLC       0.25  6/28/2040   CAD    27.89
Eksportfinans ASA              0.25  7/14/2033   CAD    14.50
Lehman Brothers Treasury C     7.00  7/11/2010   EUR     3.05
Lehman Brothers Treasury C     6.00  7/28/2010   EUR     3.05
Lehman Brothers Treasury C     6.00  7/28/2010   EUR     3.05
Lehman Brothers Treasury C     7.50   8/1/2035   EUR     3.05
Lehman Brothers Treasury C     4.90  7/28/2020   EUR     3.05
Lehman Brothers Treasury C     6.00  12/6/2016   USD     3.05
Lehman Brothers Treasury C     6.50  5/16/2015   EUR     3.05
Lehman Brothers Treasury C     3.50  9/29/2017   EUR     3.05
Lehman Brothers Treasury C     3.00   8/8/2017   EUR     3.05
Lehman Brothers Treasury C     6.00   3/4/2015   USD     3.05
Lehman Brothers Treasury C     7.15  3/21/2013   USD     3.05
Lehman Brothers Treasury C     3.50  6/20/2011   EUR     3.05
Lehman Brothers Treasury C     7.50  2/14/2010   AUD     3.05
Lehman Brothers Treasury C     6.45  2/20/2010   AUD     3.05
Lehman Brothers Treasury C     6.60  5/23/2012   AUD     3.05
Lehman Brothers Treasury C     3.45  5/23/2013   USD     3.05
Lehman Brothers Treasury C     5.00  2/15/2018   EUR     3.05
Lehman Brothers Treasury C     9.00   5/6/2011   CHF     3.05
Lehman Brothers Treasury C    16.20  5/14/2009   USD     3.05
Lehman Brothers Treasury C    10.60  4/22/2014   MXN     3.05
Lehman Brothers Treasury C    16.00  11/9/2008   USD     3.05
Lehman Brothers Treasury C    10.00  5/22/2009   USD     3.05
Lehman Brothers Treasury C    17.00   6/2/2009   USD     3.05
Goldman Sachs & Co Wertpap    11.00 12/23/2015   EUR    66.10
Goldman Sachs & Co Wertpap     8.00 12/23/2015   EUR    70.31
Leonteq Securities AG         18.00  9/19/2016   CHF    59.40
Norddeutsche Landesbank Gi     3.75   9/2/2016   EUR    59.44
Goldman Sachs & Co Wertpap    12.00  5/25/2016   EUR    57.49
Goldman Sachs & Co Wertpap    10.00  9/21/2016   EUR    59.65
Goldman Sachs & Co Wertpap     3.00  3/22/2017   EUR    54.89
UniCredit Bank AG              4.25  9/12/2017   EUR    72.42
Credit Suisse AG/Nassau        8.25   7/1/2016   EUR    48.88
LBBW                           3.00  7/26/2019   EUR    60.91
Vontobel Financial Product     7.30  6/24/2016   EUR    75.37
Vontobel Financial Product     5.75 12/28/2015   EUR    51.18
Zurcher Kantonalbank Finan     6.00  8/18/2016   EUR    58.84
Notenstein Privatbank AG       4.00   2/1/2016   EUR    48.48
Vontobel Financial Product     4.05 12/28/2015   EUR    65.82
LBBW                           3.60 12/23/2016   EUR    71.57
LBBW                           3.35  2/24/2017   EUR    66.17
Credit Suisse AG/Nassau        7.50  2/15/2016   EUR    67.45
DZ Bank AG Deutsche Zentra     6.50  9/23/2016   EUR    68.74
Leonteq Securities AG         10.60   7/6/2016   CHF    61.64
Commerzbank AG                12.75  6/23/2016   EUR    72.09
Commerzbank AG                13.25  6/23/2016   EUR    71.81
Commerzbank AG                13.50  6/23/2016   EUR    71.37
Commerzbank AG                10.25  6/23/2016   EUR    73.96
Commerzbank AG                10.75  6/23/2016   EUR    73.67
Commerzbank AG                11.25  6/23/2016   EUR    73.41
Vontobel Financial Product     6.25 12/28/2015   EUR    58.17
DZ Bank AG Deutsche Zentra     6.50 12/28/2015   EUR    68.73
LBBW                           4.70  7/22/2016   EUR    69.89
Vontobel Financial Product     6.70 12/28/2015   EUR    72.68
Leonteq Securities AG/Guer    15.20  12/2/2015   CHF    40.52
UBS AG                         5.00  6/24/2016   EUR    73.58
Leonteq Securities AG/Guer     8.00  12/8/2015   CHF    57.37
Leonteq Securities AG/Guer    20.00  12/8/2015   USD    24.12
Deutsche Bank AG               4.50  3/22/2016   EUR    47.73
Deutsche Bank AG               4.50  9/20/2016   EUR    49.40
Bank Julius Baer & Co Ltd/    10.00  8/12/2016   EUR    61.55
DZ Bank AG Deutsche Zentra     7.50  3/21/2016   EUR    74.95
DZ Bank AG Deutsche Zentra     7.80  6/20/2016   EUR    74.40
Deutsche Bank AG               8.50  3/22/2016   EUR    72.64
Deutsche Bank AG               8.50  6/21/2016   EUR    50.81
Landesbank Hessen-Thuering     5.00 10/24/2016   EUR    52.80
Commerzbank AG                 5.50  6/23/2016   EUR    74.95
Commerzbank AG                 6.50  6/23/2016   EUR    61.28
Vontobel Financial Product     5.85  3/29/2016   EUR    49.68
Deutsche Bank AG               7.20 12/22/2015   EUR    61.70
Deutsche Bank AG               5.20 12/22/2015   EUR    61.40
Leonteq Securities AG/Guer     8.64   9/8/2016   CHF    59.63
Goldman Sachs & Co Wertpap    18.00 12/23/2015   EUR    69.17
Goldman Sachs & Co Wertpap    23.00 12/23/2015   EUR    66.58
Goldman Sachs & Co Wertpap    12.00  1/20/2016   EUR    72.77
Goldman Sachs & Co Wertpap    16.00  1/20/2016   EUR    70.12
Goldman Sachs & Co Wertpap    25.00  1/20/2016   EUR    65.85
Goldman Sachs & Co Wertpap    15.00  2/24/2016   EUR    71.20
Goldman Sachs & Co Wertpap    18.00  2/24/2016   EUR    69.00
Goldman Sachs & Co Wertpap    22.00  2/24/2016   EUR    67.33
Goldman Sachs & Co Wertpap    20.00  3/23/2016   EUR    68.21
Goldman Sachs & Co Wertpap    24.00  3/23/2016   EUR    67.10
Goldman Sachs & Co Wertpap    20.00  5/25/2016   EUR    69.82
Goldman Sachs & Co Wertpap    18.00  6/22/2016   EUR    70.18
Goldman Sachs & Co Wertpap    21.00  6/22/2016   EUR    69.51
Goldman Sachs & Co Wertpap    15.00  7/20/2016   EUR    72.11
Goldman Sachs & Co Wertpap    15.00  9/21/2016   EUR    72.07
Goldman Sachs & Co Wertpap    17.00  9/21/2016   EUR    71.38
Goldman Sachs & Co Wertpap    15.00 12/21/2016   EUR    73.24
Deutsche Bank AG               4.20 12/22/2015   EUR    65.40
Goldman Sachs & Co Wertpap    13.00  3/22/2017   EUR    74.09
Deutsche Bank AG               5.20 12/22/2015   EUR    65.50
DZ Bank AG Deutsche Zentra     5.50 12/28/2015   EUR    67.63
Bank Julius Baer & Co Ltd/     7.00  9/12/2016   CHF    49.15
Goldman Sachs & Co Wertpap     9.00  4/20/2016   EUR    53.23
Goldman Sachs & Co Wertpap    20.00  4/20/2016   EUR    49.72
Goldman Sachs & Co Wertpap     4.00  6/22/2016   EUR    59.67
Goldman Sachs & Co Wertpap     3.00  9/21/2016   EUR    63.17
Goldman Sachs & Co Wertpap     4.00 12/21/2016   EUR    61.52
Goldman Sachs & Co Wertpap     3.00  3/22/2017   EUR    64.25
Goldman Sachs & Co Wertpap     7.00  3/22/2017   EUR    58.46
HSBC Trinkaus & Burkhardt      5.10 12/28/2015   EUR    48.64
Commerzbank AG                 9.25  6/23/2016   EUR    57.39
Commerzbank AG                 9.75  6/23/2016   EUR    57.20
Commerzbank AG                10.25  6/23/2016   EUR    57.01
Commerzbank AG                10.50  6/23/2016   EUR    62.31
Commerzbank AG                11.00  6/23/2016   EUR    62.07
Commerzbank AG                11.50  6/23/2016   EUR    61.84
DZ Bank AG Deutsche Zentra     6.50 12/28/2015   EUR    49.61
DZ Bank AG Deutsche Zentra     5.00 12/11/2015   EUR    58.93
DZ Bank AG Deutsche Zentra     4.90 12/11/2015   EUR    60.13
DZ Bank AG Deutsche Zentra     5.40 12/11/2015   EUR    59.19
Commerzbank AG                 7.50  6/23/2016   EUR    74.23
Commerzbank AG                 5.00  6/23/2016   EUR    55.33
Commerzbank AG                 5.75  6/23/2016   EUR    53.81
Commerzbank AG                 6.75  6/23/2016   EUR    51.82
Commerzbank AG                 7.25  6/23/2016   EUR    50.90
Commerzbank AG                 8.00  6/23/2016   EUR    50.22
Commerzbank AG                 6.00  6/23/2016   EUR    63.22
DZ Bank AG Deutsche Zentra     5.75 12/28/2015   EUR    59.28
Credit Suisse AG/Nassau        8.50  2/29/2016   USD    57.57
Deutsche Bank AG               6.50  3/22/2016   EUR    48.48
HSBC Trinkaus & Burkhardt      6.50 12/28/2015   EUR    48.80
Deutsche Bank AG               4.50  6/21/2016   EUR    75.25
UBS AG/London                 10.00  3/29/2016   EUR    63.05
Vontobel Financial Product     8.50  7/22/2016   EUR    51.58
BNP Paribas Emissions- und     3.50 12/24/2015   EUR    58.80
BNP Paribas Emissions- und     4.50 12/24/2015   EUR    54.25
Notenstein Privatbank AG       5.12  2/29/2016   EUR    72.92
Notenstein Privatbank AG       5.04  8/28/2017   CHF    54.21
HSBC Trinkaus & Burkhardt      6.30 12/28/2015   EUR    72.61
HSBC Trinkaus & Burkhardt      6.10 12/28/2015   EUR    65.37
HSBC Trinkaus & Burkhardt      7.00 12/28/2015   EUR    64.56
Notenstein Privatbank AG      10.00   9/5/2016   CHF    43.93
Notenstein Privatbank AG       7.00   9/5/2016   EUR    62.69
HSBC Trinkaus & Burkhardt      5.10 12/28/2015   EUR    72.45
HSBC Trinkaus & Burkhardt      7.00 12/28/2015   EUR    65.49
Leonteq Securities AG          9.40  8/17/2016   EUR    61.56
HSBC Trinkaus & Burkhardt      5.90 12/28/2015   EUR    64.41
Goldman Sachs & Co Wertpap     7.00  3/23/2016   EUR    48.93
Goldman Sachs & Co Wertpap     5.00  3/23/2016   EUR    70.84
Goldman Sachs & Co Wertpap     6.00  3/23/2016   EUR    71.21
Goldman Sachs & Co Wertpap     7.00  3/23/2016   EUR    71.57
Goldman Sachs & Co Wertpap     6.00  3/23/2016   EUR    46.86
Goldman Sachs & Co Wertpap     7.00  3/23/2016   EUR    47.23
Goldman Sachs & Co Wertpap     7.00  3/23/2016   EUR    47.23
Goldman Sachs & Co Wertpap     8.00  3/23/2016   EUR    47.59
Goldman Sachs & Co Wertpap     5.00  3/23/2016   EUR    59.20
Goldman Sachs & Co Wertpap     6.00  3/23/2016   EUR    59.57
Vontobel Financial Product     6.15 12/28/2015   EUR    70.07
Vontobel Financial Product     8.10 12/28/2015   EUR    42.91
Deutsche Bank AG               5.00  7/15/2016   EUR    55.50
HSBC Trinkaus & Burkhardt      9.70  6/24/2016   EUR    70.78
Commerzbank AG                 9.25  6/23/2016   EUR    68.92
Commerzbank AG                 4.50  6/23/2016   EUR    73.51
Commerzbank AG                 5.00  6/23/2016   EUR    72.50
Commerzbank AG                 4.50  6/23/2016   EUR    51.91
Commerzbank AG                 6.00  6/23/2016   EUR    58.19
Commerzbank AG                 6.75  6/23/2016   EUR    57.19
Commerzbank AG                 7.75  6/23/2016   EUR    56.42
Commerzbank AG                 8.75  6/23/2016   EUR    55.73
UBS AG/London                 19.50 12/29/2015   EUR    76.02
UBS AG/London                  5.75  3/29/2016   EUR    67.72
UBS AG/London                 24.75 12/29/2015   EUR    74.33
Bank Julius Baer & Co Ltd/     8.20  8/29/2016   CHF    72.10
BNP Paribas Emissions- und     7.25 12/24/2015   EUR    72.99
BNP Paribas Emissions- und     8.50 12/24/2015   EUR    69.24
DZ Bank AG Deutsche Zentra     8.00 12/28/2015   EUR    46.59
UBS AG/London                 24.50  3/29/2016   EUR    50.58
Deutsche Bank AG               5.20  7/20/2016   EUR    74.40
Deutsche Bank AG               7.20  7/20/2016   EUR    72.70
Deutsche Bank AG               5.20  8/24/2016   EUR    74.70
Deutsche Bank AG               7.20  8/24/2016   EUR    73.20
Deutsche Bank AG               5.20 10/26/2016   EUR    75.10
Deutsche Bank AG               7.20 10/26/2016   EUR    74.00
Deutsche Bank AG               5.20 10/26/2016   EUR    72.10
Deutsche Bank AG               5.20 11/23/2016   EUR    75.20
Deutsche Bank AG               7.20 11/23/2016   EUR    74.40
Deutsche Bank AG               5.20   7/6/2016   EUR    63.90
Deutsche Bank AG               7.20   7/6/2016   EUR    65.30
Deutsche Bank AG               5.20   7/6/2016   EUR    60.40
Deutsche Bank AG               7.20   7/6/2016   EUR    61.80
Deutsche Bank AG               7.20   7/6/2016   EUR    58.70
Deutsche Bank AG               7.20  8/24/2016   EUR    66.10
Deutsche Bank AG               7.20  8/24/2016   EUR    62.70
Deutsche Bank AG               5.20  8/24/2016   EUR    58.00
Deutsche Bank AG               7.20 10/26/2016   EUR    67.20
Deutsche Bank AG               5.20 10/26/2016   EUR    65.30
Deutsche Bank AG               5.20 10/26/2016   EUR    61.90
Deutsche Bank AG               7.20 10/26/2016   EUR    63.90
Deutsche Bank AG               5.20 10/26/2016   EUR    58.90
Deutsche Bank AG               7.20 10/26/2016   EUR    60.90
Deutsche Bank AG               5.20 11/23/2016   EUR    65.60
Deutsche Bank AG               7.20 11/23/2016   EUR    67.70
Deutsche Bank AG               5.20 11/23/2016   EUR    62.20
Deutsche Bank AG               7.20 11/23/2016   EUR    64.40
Deutsche Bank AG               5.20 11/23/2016   EUR    59.20
UniCredit Bank AG              5.00  6/23/2016   EUR    73.55
UniCredit Bank AG              4.70  6/23/2016   EUR    54.03
UniCredit Bank AG              4.50  6/23/2016   EUR    55.00
DZ Bank AG Deutsche Zentra     5.40 12/21/2015   EUR    60.11
DZ Bank AG Deutsche Zentra     6.60 12/21/2015   EUR    59.27
DZ Bank AG Deutsche Zentra     9.10 12/21/2015   EUR    57.60
DZ Bank AG Deutsche Zentra     5.20  3/21/2016   EUR    61.35
DZ Bank AG Deutsche Zentra     6.10  3/21/2016   EUR    60.70
DZ Bank AG Deutsche Zentra     8.30  3/21/2016   EUR    59.56
UniCredit Bank AG              4.05  6/23/2016   EUR    57.32
UniCredit Bank AG              4.35  6/23/2016   EUR    55.73
DZ Bank AG Deutsche Zentra     7.00 12/21/2015   EUR
UniCredit Bank AG              4.20  6/23/2016   EUR    56.51
UniCredit Bank AG              4.80  6/23/2016   EUR    53.56
DZ Bank AG Deutsche Zentra     6.50  6/20/2016   EUR    52.22
DZ Bank AG Deutsche Zentra     6.00  9/19/2016   EUR    53.36
UniCredit Bank AG              5.50  6/23/2016   EUR    72.25
UniCredit Bank AG              4.30  6/23/2016   EUR    56.00
UniCredit Bank AG              4.15  6/23/2016   EUR    56.79
UniCredit Bank AG              4.10  6/23/2016   EUR    57.06
UniCredit Bank AG              4.50  6/23/2016   EUR    74.90
UniCredit Bank AG              4.90  6/23/2016   EUR    53.11
UniCredit Bank AG              4.25  6/23/2016   EUR    56.27
Commerzbank AG                 5.25  6/23/2016   EUR    68.86
Commerzbank AG                 7.00  6/23/2016   EUR    66.79
Commerzbank AG                 9.00  6/23/2016   EUR    65.09
Commerzbank AG                11.00  6/23/2016   EUR    63.53
Deutsche Bank AG               5.20  3/21/2017   EUR    73.30
Deutsche Bank AG               4.20 10/26/2016   EUR    52.10
Deutsche Bank AG               4.20  9/20/2016   EUR    51.70
Deutsche Bank AG               4.20 12/20/2016   EUR    52.70
Deutsche Bank AG               4.20  9/20/2016   EUR    73.50
Deutsche Bank AG               4.20 12/20/2016   EUR    73.70
Deutsche Bank AG               8.20 11/23/2016   EUR    52.30
Deutsche Bank AG               5.20  6/21/2016   EUR    74.20
Deutsche Bank AG               6.20  6/21/2016   EUR    74.80
Deutsche Bank AG               5.20 12/20/2016   EUR    75.40
Deutsche Bank AG               7.20  3/21/2017   EUR    69.80
Deutsche Bank AG               7.20  3/21/2017   EUR    66.60
Deutsche Bank AG               7.20  3/21/2017   EUR    63.60
Commerzbank AG                 9.50  1/21/2016   EUR    68.82
DZ Bank AG Deutsche Zentra     8.60  3/21/2016   EUR    74.78
DZ Bank AG Deutsche Zentra     8.80  6/20/2016   EUR    73.03
Commerzbank AG                 5.50  6/23/2016   EUR    47.02
DZ Bank AG Deutsche Zentra     3.00 12/28/2015   EUR    50.27
Deutsche Bank AG               4.20  9/20/2016   EUR    64.00
Deutsche Bank AG               4.20  9/20/2016   EUR    60.60
Deutsche Bank AG               5.20  9/20/2016   EUR    61.50
Deutsche Bank AG               6.20  9/20/2016   EUR    62.30
Deutsche Bank AG               5.20  9/20/2016   EUR    58.40
Deutsche Bank AG               4.20  9/20/2016   EUR    57.50
Deutsche Bank AG               6.20  9/20/2016   EUR    59.30
Deutsche Bank AG               6.20 12/20/2016   EUR    67.10
Deutsche Bank AG               4.20 12/20/2016   EUR    64.80
Deutsche Bank AG               5.20 12/20/2016   EUR    62.60
Deutsche Bank AG               3.20 12/20/2016   EUR    75.60
Deutsche Bank AG               3.20 10/26/2016   EUR    53.60
Deutsche Bank AG               3.20  6/21/2016   EUR    55.30
Deutsche Bank AG               3.20  9/20/2016   EUR    56.10
Deutsche Bank AG               3.20 12/20/2016   EUR    72.60
Deutsche Bank AG               3.20 10/26/2016   EUR    56.40
Deutsche Bank AG               4.20  3/22/2016   EUR    75.40
Deutsche Bank AG               3.20 11/23/2016   EUR    75.70
Deutsche Bank AG               4.20  3/22/2016   EUR    72.00
Deutsche Bank AG               3.20 12/20/2016   EUR    56.80
Deutsche Bank AG               3.20  9/20/2016   EUR    72.60
Deutsche Bank AG               3.20 10/26/2016   EUR    75.70
Deutsche Bank AG               3.20 12/20/2016   EUR    51.30
Deutsche Bank AG               3.20  7/20/2016   EUR    72.40
Deutsche Bank AG               3.20  7/20/2016   EUR    55.60
Deutsche Bank AG               3.20 11/23/2016   EUR    72.60
Deutsche Bank AG               3.20  7/20/2016   EUR    52.80
Deutsche Bank AG               3.20 11/23/2016   EUR    56.60
Deutsche Bank AG               8.20 10/26/2016   EUR    51.70
Deutsche Bank AG               5.20 11/23/2016   EUR    72.20
Societe Generale Effekten      5.21   8/8/2016   EUR    58.35
Deutsche Bank AG               5.20   7/6/2016   EUR    57.30
Deutsche Bank AG               5.20  8/24/2016   EUR    64.50
Deutsche Bank AG               5.20  8/24/2016   EUR    61.10
Deutsche Bank AG               7.20  8/24/2016   EUR    59.70
Deutsche Bank AG               7.20 11/23/2016   EUR    61.40
UniCredit Bank AG              4.65  6/23/2016   EUR    54.26
UniCredit Bank AG              4.00  6/23/2016   EUR    57.62
UniCredit Bank AG              4.85  6/23/2016   EUR    53.33
UniCredit Bank AG              4.45  6/23/2016   EUR    55.25
UniCredit Bank AG              4.00  6/23/2016   EUR    78.26
DZ Bank AG Deutsche Zentra     6.70  6/20/2016   EUR    62.95
DZ Bank AG Deutsche Zentra     5.10  9/19/2016   EUR    63.04
DZ Bank AG Deutsche Zentra     6.75  9/19/2016   EUR    54.00
Notenstein Privatbank AG       6.34  8/19/2016   CHF    58.44
UniCredit Bank AG              4.55  6/23/2016   EUR    54.75
UniCredit Bank AG              4.75  6/23/2016   EUR    53.79
UniCredit Bank AG              4.40  6/23/2016   EUR    55.49
UniCredit Bank AG              4.60  6/23/2016   EUR    54.51
DZ Bank AG Deutsche Zentra     4.90 12/11/2015   EUR    71.34
DZ Bank AG Deutsche Zentra     6.80  3/21/2016   EUR    71.08
DZ Bank AG Deutsche Zentra     5.90  6/20/2016   EUR    71.79
DZ Bank AG Deutsche Zentra     7.10  6/20/2016   EUR    70.58
DZ Bank AG Deutsche Zentra     5.40  9/19/2016   EUR    72.31
DZ Bank AG Deutsche Zentra     6.30  9/19/2016   EUR    71.22
DZ Bank AG Deutsche Zentra     7.30  9/19/2016   EUR    70.27
DZ Bank AG Deutsche Zentra     4.70 12/21/2015   EUR    74.37
DZ Bank AG Deutsche Zentra     6.20 12/21/2015   EUR    72.16
DZ Bank AG Deutsche Zentra     7.90  3/21/2016   EUR    48.68
DZ Bank AG Deutsche Zentra     7.10  6/20/2016   EUR    49.76
DZ Bank AG Deutsche Zentra     6.00  3/21/2016   EUR    67.43
DZ Bank AG Deutsche Zentra     7.00  6/20/2016   EUR    67.33
HSBC Trinkaus & Burkhardt     10.40  3/25/2016   EUR    70.44
HSBC Trinkaus & Burkhardt      6.40  3/25/2016   EUR    73.90
HSBC Trinkaus & Burkhardt      7.40  6/24/2016   EUR    74.09
HSBC Trinkaus & Burkhardt     11.30  9/23/2016   EUR    71.44
Deutsche Bank AG               4.20 11/23/2016   EUR    54.90
Deutsche Bank AG               8.20  9/20/2016   EUR    50.80
Deutsche Bank AG               4.20 10/26/2016   EUR    54.60
Deutsche Bank AG               4.20 11/23/2016   EUR    73.60
Deutsche Bank AG               5.20  9/20/2016   EUR    74.90
Deutsche Bank AG               5.20  3/21/2017   EUR    67.00
Deutsche Bank AG               5.20  3/21/2017   EUR    63.80
Deutsche Bank AG               5.20  3/21/2017   EUR    60.90
Deutsche Bank AG               3.18   7/6/2016   EUR    58.50
Commerzbank AG                12.00  2/25/2016   EUR    68.98
Commerzbank AG                10.50  6/23/2016   EUR    70.16
Commerzbank AG                 9.50  6/23/2016   EUR    52.97
Commerzbank AG                 9.00  6/23/2016   EUR    69.89
DZ Bank AG Deutsche Zentra     8.00  6/20/2016   EUR    74.70
DZ Bank AG Deutsche Zentra     6.20  9/19/2016   EUR    74.59
DZ Bank AG Deutsche Zentra     6.70  9/19/2016   EUR    72.96
DZ Bank AG Deutsche Zentra     8.90 12/21/2015   EUR    48.79
DZ Bank AG Deutsche Zentra     7.90  3/21/2016   EUR    50.64
DZ Bank AG Deutsche Zentra     5.30  6/20/2016   EUR    53.49
DZ Bank AG Deutsche Zentra     6.70  6/20/2016   EUR    52.42
DZ Bank AG Deutsche Zentra     7.40  6/20/2016   EUR    51.88
UBS AG                         8.50   7/8/2016   EUR    73.18
UBS AG                         6.30  1/15/2016   EUR    75.42
UBS AG                         5.50  1/15/2016   EUR    49.80
Deutsche Bank AG               3.20  9/20/2016   EUR    50.80
Deutsche Bank AG               4.20  6/21/2016   EUR    59.60
Deutsche Bank AG               6.20  9/20/2016   EUR    65.70
Deutsche Bank AG               5.20  9/20/2016   EUR    64.80
Deutsche Bank AG               3.20 11/23/2016   EUR    53.90
Deutsche Bank AG               3.20 10/26/2016   EUR    51.10
Deutsche Bank AG               3.20  9/20/2016   EUR    53.30
Deutsche Bank AG               5.20 12/20/2016   EUR    66.00
Deutsche Bank AG               3.20 12/20/2016   EUR    54.10
Deutsche Bank AG               6.20 12/20/2016   EUR    63.80
Deutsche Bank AG               4.20 12/20/2016   EUR    61.50
Deutsche Bank AG               5.20 12/20/2016   EUR    59.60
Deutsche Bank AG               6.20 12/20/2016   EUR    60.80
Deutsche Bank AG               4.20 12/20/2016   EUR    58.50
Deutsche Bank AG               3.20  8/24/2016   EUR    53.10
Deutsche Bank AG               6.20  3/22/2016   EUR    72.70
Deutsche Bank AG               5.20  3/22/2016   EUR    72.40
Deutsche Bank AG               4.20  3/22/2016   EUR    59.30
Deutsche Bank AG               3.20  7/20/2016   EUR    50.30
Deutsche Bank AG               3.20 11/23/2016   EUR    51.40
Deutsche Bank AG               3.20  8/24/2016   EUR    55.90
Deutsche Bank AG               3.20 10/26/2016   EUR    72.60
Deutsche Bank AG               3.20  8/24/2016   EUR    72.50
Deutsche Bank AG               3.20  8/24/2016   EUR    50.60
Deutsche Bank AG               3.20  6/21/2016   EUR    72.40
Goldman Sachs & Co Wertpap    23.00 12/23/2015   EUR    73.24
Goldman Sachs & Co Wertpap    22.00  6/22/2016   EUR    75.24
Deutsche Bank AG               7.50  6/21/2016   EUR    52.46
Deutsche Bank AG               5.50  6/21/2016   EUR    51.21
Deutsche Bank AG               7.50  9/20/2016   EUR    54.28
Deutsche Bank AG               5.50  9/20/2016   EUR    52.53
Deutsche Bank AG               7.50  9/20/2016   EUR    54.28
LBBW                           4.20  7/22/2016   EUR    72.96
Deutsche Bank AG               7.50  9/20/2016   EUR    54.28
Deutsche Bank AG               5.50  9/20/2016   EUR    52.53
Deutsche Bank AG               7.50 12/20/2016   EUR    56.11
Deutsche Bank AG               5.50 12/20/2016   EUR    53.86
Barclays Bank PLC              4.17   1/5/2017   EUR    29.51
Barclays Bank PLC              4.17   1/5/2017   EUR    42.32
Vontobel Financial Product     5.00 12/23/2016   EUR    62.36
LBBW                           3.25  6/23/2017   EUR    64.56
Deutsche Bank AG               7.50  3/22/2016   EUR    51.17
Deutsche Bank AG               5.50  3/22/2016   EUR    50.42
Deutsche Bank AG               5.50  3/22/2016   EUR    50.42
Deutsche Bank AG               7.50  3/22/2016   EUR    51.18
Deutsche Bank AG               5.50  6/21/2016   EUR    51.21
Deutsche Bank AG               7.50  6/21/2016   EUR    52.46
LBBW                           4.00  7/22/2016   EUR    50.93
Deutsche Bank AG               7.50 12/20/2016   EUR    56.11
Deutsche Bank AG               5.50 12/20/2016   EUR    53.86
Bank Julius Baer & Co Ltd/     9.00   8/2/2016   EUR    54.80
Bank Julius Baer & Co Ltd/     7.30  1/19/2016   CHF    53.90
Bank Julius Baer & Co Ltd/     7.50  1/19/2016   USD    53.80
LBBW                           4.00  7/22/2016   EUR    71.53
Goldman Sachs & Co Wertpap    21.00  3/23/2016   EUR    74.38
Goldman Sachs & Co Wertpap     6.00  6/21/2017   EUR    68.86
Vontobel Financial Product     6.30  8/26/2016   EUR    52.63
Goldman Sachs & Co Wertpap    11.00  9/21/2016   EUR    73.28
Goldman Sachs & Co Wertpap    16.00 12/23/2015   EUR    50.64
Goldman Sachs & Co Wertpap     5.00  4/20/2016   EUR    51.02
Goldman Sachs & Co Wertpap     6.00  5/25/2016   EUR    51.71
Goldman Sachs & Co Wertpap     6.00  9/21/2016   EUR    53.68
Leonteq Securities AG          9.40 10/24/2016   EUR    52.29
Credit Suisse AG/London        2.75  1/29/2019   SEK    51.80
Vontobel Financial Product     8.55 12/11/2015   EUR    47.13
Vontobel Financial Product    18.25 12/11/2015   EUR    43.92
Vontobel Financial Product     2.05 12/12/2016   EUR    57.42
Vontobel Financial Product     3.70   9/9/2016   EUR    54.09
Vontobel Financial Product     3.75 12/18/2015   EUR    63.37
Vontobel Financial Product     3.65  6/10/2016   EUR    67.47
Vontobel Financial Product     3.85   9/9/2016   EUR    67.66
Vontobel Financial Product     5.35   9/9/2016   EUR    65.47
Vontobel Financial Product     6.95   9/9/2016   EUR    63.62
Vontobel Financial Product     5.70   9/9/2016   EUR    75.08
Vontobel Financial Product     5.10   9/9/2016   EUR    58.33
Vontobel Financial Product     9.05  6/17/2016   EUR    54.86
Vontobel Financial Product     7.95  6/10/2016   EUR    55.29
Leonteq Securities AG         10.00  7/13/2016   EUR    56.65
UBS AG/London                  7.50   7/3/2017   EUR    53.46
Vontobel Financial Product     7.90  3/11/2016   EUR    54.22
Vontobel Financial Product     4.35   9/9/2016   EUR    73.16
Vontobel Financial Product     4.60  6/10/2016   EUR    72.63
Vontobel Financial Product     5.10  12/2/2016   EUR    56.30
Landesbank Hessen-Thuering     3.00 10/31/2016   EUR    62.60
DZ Bank AG Deutsche Zentra     7.25  3/29/2016   EUR    59.05
DZ Bank AG Deutsche Zentra     6.50 12/11/2015   EUR    70.37
HSBC Trinkaus & Burkhardt      6.00 12/28/2015   EUR    30.54
HSBC Trinkaus & Burkhardt      6.40 12/28/2015   EUR    72.74
HSBC Trinkaus & Burkhardt      6.00 12/28/2015   EUR    44.51
HSBC Trinkaus & Burkhardt      7.40 12/28/2015   EUR    47.26
HSBC Trinkaus & Burkhardt      6.00 12/28/2015   EUR    26.19
HSBC Trinkaus & Burkhardt      6.00 12/28/2015   EUR    55.04
Leonteq Securities AG/Guer     5.99  9/11/2017   EUR    54.72
Vontobel Financial Product     9.10 12/11/2015   EUR    67.67
Vontobel Financial Product     5.65  3/11/2016   EUR    70.66
Vontobel Financial Product     7.00 12/11/2015   EUR    46.76
Goldman Sachs & Co Wertpap     3.00 12/23/2015   EUR    70.82
Goldman Sachs & Co Wertpap    13.00 12/23/2015   EUR    72.00
Goldman Sachs & Co Wertpap     3.00  2/24/2016   EUR    70.83
Goldman Sachs & Co Wertpap    11.00  2/24/2016   EUR    73.15
Goldman Sachs & Co Wertpap    11.00  3/23/2016   EUR    73.67
Goldman Sachs & Co Wertpap     5.00  4/20/2016   EUR    71.70
Goldman Sachs & Co Wertpap    10.00  4/20/2016   EUR    73.92
Goldman Sachs & Co Wertpap    10.00  4/20/2016   EUR    73.92
Goldman Sachs & Co Wertpap     4.00  5/25/2016   EUR    69.37
Goldman Sachs & Co Wertpap     6.00  5/25/2016   EUR    70.45
Goldman Sachs & Co Wertpap     7.00  5/25/2016   EUR    70.99
Goldman Sachs & Co Wertpap    10.00  5/25/2016   EUR    72.61
Goldman Sachs & Co Wertpap    11.00  5/25/2016   EUR    73.14
Goldman Sachs & Co Wertpap    11.00  5/25/2016   EUR    73.18
Goldman Sachs & Co Wertpap     5.00  6/22/2016   EUR    70.19
Goldman Sachs & Co Wertpap    11.00  6/22/2016   EUR    73.89
Goldman Sachs & Co Wertpap    10.00  7/20/2016   EUR    73.89
Goldman Sachs & Co Wertpap    10.00  7/20/2016   EUR    73.89
Goldman Sachs & Co Wertpap     7.00  9/21/2016   EUR    72.67
Goldman Sachs & Co Wertpap     8.00 12/21/2016   EUR    74.74
Goldman Sachs & Co Wertpap     6.00  3/22/2017   EUR    73.24
Goldman Sachs & Co Wertpap     7.00  3/22/2017   EUR    74.60
Goldman Sachs & Co Wertpap     6.00  6/21/2017   EUR    72.84
Goldman Sachs & Co Wertpap    12.00  3/23/2016   EUR    50.86
Goldman Sachs & Co Wertpap     3.00  4/20/2016   EUR    47.82
Goldman Sachs & Co Wertpap     8.00  4/20/2016   EUR    50.03
Goldman Sachs & Co Wertpap    10.00  4/20/2016   EUR    50.92
Goldman Sachs & Co Wertpap    11.00  4/20/2016   EUR    51.36
Goldman Sachs & Co Wertpap    11.00  4/20/2016   EUR    51.36
Goldman Sachs & Co Wertpap    11.00  4/20/2016   EUR    51.36
Goldman Sachs & Co Wertpap     4.00  5/25/2016   EUR    48.33
Goldman Sachs & Co Wertpap     7.00  5/25/2016   EUR    49.95
Goldman Sachs & Co Wertpap    10.00  5/25/2016   EUR    51.57
Goldman Sachs & Co Wertpap     8.00  7/20/2016   EUR    51.75
Goldman Sachs & Co Wertpap    10.00  7/20/2016   EUR    53.13
Goldman Sachs & Co Wertpap    10.00  7/20/2016   EUR    53.13
Goldman Sachs & Co Wertpap    11.00  7/20/2016   EUR    53.82
Goldman Sachs & Co Wertpap    11.00  7/20/2016   EUR    53.82
Goldman Sachs & Co Wertpap     7.00  9/21/2016   EUR    52.26
Goldman Sachs & Co Wertpap     8.00  9/21/2016   EUR    53.13
Goldman Sachs & Co Wertpap    10.00  9/21/2016   EUR    54.85
Goldman Sachs & Co Wertpap     4.00 12/21/2016   EUR    50.59
Goldman Sachs & Co Wertpap     7.00 12/21/2016   EUR    53.93
Goldman Sachs & Co Wertpap     8.00 12/21/2016   EUR    55.04
Goldman Sachs & Co Wertpap     8.00 12/21/2016   EUR    55.04
Goldman Sachs & Co Wertpap     9.00 12/21/2016   EUR    56.16
Goldman Sachs & Co Wertpap     5.00  3/22/2017   EUR    52.90
Goldman Sachs & Co Wertpap     8.00  3/22/2017   EUR    56.98
Goldman Sachs & Co Wertpap     8.00  3/22/2017   EUR    56.98
Goldman Sachs & Co Wertpap     8.00  3/22/2017   EUR    56.98
Goldman Sachs & Co Wertpap     5.00  6/21/2017   EUR    53.43
Goldman Sachs & Co Wertpap     8.00  6/21/2017   EUR    58.25
Goldman Sachs & Co Wertpap     8.00  6/21/2017   EUR    58.25
Goldman Sachs & Co Wertpap     8.00  6/21/2017   EUR    58.25
UBS AG/London                  7.00  6/26/2017   EUR    55.29
Landesbank Hessen-Thuering     4.00  7/31/2019   EUR    64.90
Vontobel Financial Product     7.55  7/22/2016   EUR    50.93
BNP Paribas Emissions- und     3.75 12/24/2015   EUR    56.32
BNP Paribas Emissions- und     5.75 12/24/2015   EUR    51.00
DZ Bank AG Deutsche Zentra     2.75 12/28/2015   EUR    56.09
DZ Bank AG Deutsche Zentra     5.30  3/21/2016   EUR    72.61
DZ Bank AG Deutsche Zentra     5.00  9/19/2016   EUR    51.63
DZ Bank AG Deutsche Zentra     5.00 12/21/2015   EUR    74.23
DZ Bank AG Deutsche Zentra     9.75 12/21/2015   EUR    62.71
DZ Bank AG Deutsche Zentra     5.75  6/20/2016   EUR    66.57
DZ Bank AG Deutsche Zentra     7.50  9/19/2016   EUR    69.19
HSBC Trinkaus & Burkhardt      6.80  9/23/2016   EUR    74.86
HSBC Trinkaus & Burkhardt      7.80 12/23/2016   EUR    73.93
HSBC Trinkaus & Burkhardt     10.20  1/22/2016   EUR    70.71
HSBC Trinkaus & Burkhardt      9.50  2/26/2016   EUR    71.28
HSBC Trinkaus & Burkhardt     10.00  5/27/2016   EUR    71.96
Leonteq Securities AG/Guer     4.68  8/29/2017   CHF    53.23
Vontobel Financial Product     4.95 12/28/2015   EUR    75.18
DZ Bank AG Deutsche Zentra     4.60 12/11/2015   EUR    74.71
Vontobel Financial Product     6.30 12/28/2015   EUR    56.53
Vontobel Financial Product     5.80 12/28/2015   EUR    48.59
Vontobel Financial Product     5.35 12/28/2015   EUR    58.05
Leonteq Securities AG/Guer    12.00 12/15/2015   CHF    46.28
Leonteq Securities AG/Guer     8.00 12/15/2015   CHF    56.95
Deutsche Bank AG               4.50  3/22/2016   EUR    78.50
Deutsche Bank AG               6.50  3/22/2016   EUR    79.30
Deutsche Bank AG               6.50  6/21/2016   EUR    78.90
Goldman Sachs & Co Wertpap     8.00  3/23/2016   EUR    72.18
Goldman Sachs & Co Wertpap    10.00  3/23/2016   EUR    68.45
Deutsche Bank AG               4.50 12/20/2016   EUR    72.80
Goldman Sachs & Co Wertpap     5.00  3/23/2016   EUR    53.50
Goldman Sachs & Co Wertpap     6.00  3/23/2016   EUR    51.97
Goldman Sachs & Co Wertpap     8.00  3/23/2016   EUR    47.76
Goldman Sachs & Co Wertpap    10.00  3/23/2016   EUR    45.71
Deutsche Bank AG               4.50  9/20/2016   EUR    78.00
Deutsche Bank AG               6.50  3/22/2016   EUR    72.60
Deutsche Bank AG               4.50  3/22/2016   EUR    71.90
Goldman Sachs & Co Wertpap     4.00  3/23/2016   EUR    66.52
Goldman Sachs & Co Wertpap     6.00  3/23/2016   EUR    63.28
LBBW                           3.70  7/27/2018   EUR    56.69
DZ Bank AG Deutsche Zentra     5.70 12/11/2015   EUR    71.99
BNP Paribas Emissions- und     6.00 12/24/2015   EUR    45.49
Deutsche Bank AG               4.50  9/20/2016   EUR    56.70
Deutsche Bank AG               6.50  6/21/2016   EUR    53.30
Vontobel Financial Product     6.95 12/28/2015   EUR    45.55
Vontobel Financial Product     8.00  7/22/2016   EUR    51.68
Deutsche Bank AG               4.50  3/22/2016   EUR    56.50
Deutsche Bank AG               6.50  9/20/2016   EUR    58.40
Deutsche Bank AG               6.50  9/20/2016   EUR    54.80
Deutsche Bank AG               6.50 12/20/2016   EUR    56.40
Deutsche Bank AG               8.20  6/21/2016   EUR    73.80
DZ Bank AG Deutsche Zentra     4.50 12/11/2015   EUR    58.89
DZ Bank AG Deutsche Zentra     5.00 12/11/2015   EUR    58.93
Deutsche Bank AG               4.50  9/20/2016   EUR    75.20
Commerzbank AG                 7.50  6/23/2016   EUR    74.63
Commerzbank AG                 9.25  6/23/2016   EUR    72.28
Commerzbank AG                11.25  6/23/2016   EUR    70.33
Zurcher Kantonalbank Finan     9.00  7/17/2017   EUR    65.47
Goldman Sachs & Co Wertpap     7.00  3/23/2016   EUR    71.81
Goldman Sachs & Co Wertpap     5.00  3/23/2016   EUR    46.49
Goldman Sachs & Co Wertpap     8.00  3/23/2016   EUR    47.59
Goldman Sachs & Co Wertpap     8.00  3/23/2016   EUR    47.59
Goldman Sachs & Co Wertpap     6.00  3/23/2016   EUR    59.57
Goldman Sachs & Co Wertpap     6.00  3/23/2016   EUR    59.57
HSBC Trinkaus & Burkhardt      8.20  6/24/2016   EUR    55.79
EFG International Finance      7.20  6/26/2017   GBP    55.57
Vontobel Financial Product     3.10   1/2/2017   EUR    47.00
Commerzbank AG                 6.00  6/23/2016   EUR    71.82
Commerzbank AG                 6.75  6/23/2016   EUR    71.00
Commerzbank AG                 7.50  6/23/2016   EUR    70.23
Commerzbank AG                 8.50  6/23/2016   EUR    69.64
Commerzbank AG                 3.75  6/23/2016   EUR    52.55
Commerzbank AG                 5.25  6/23/2016   EUR    51.31
Commerzbank AG                 6.00  6/23/2016   EUR    50.76
Commerzbank AG                 6.75  6/23/2016   EUR    50.24
Commerzbank AG                 7.75  6/23/2016   EUR    49.93
Commerzbank AG                 8.50  6/23/2016   EUR    49.50
Commerzbank AG                 4.50  6/23/2016   EUR    60.42
Commerzbank AG                 5.25  6/23/2016   EUR    59.26
Commerzbank AG                 9.75  6/23/2016   EUR    55.09
LBBW                           2.50 12/23/2016   EUR    61.01
LBBW                           3.50 12/23/2016   EUR    59.11
LBBW                           3.00  2/26/2016   EUR    51.27
DZ Bank AG Deutsche Zentra    14.00  2/26/2016   EUR    72.31
DZ Bank AG Deutsche Zentra     5.75  6/24/2016   EUR    74.87
Vontobel Financial Product     2.50   9/9/2016   EUR    55.87
Vontobel Financial Product     6.30  6/10/2016   EUR    74.57
Vontobel Financial Product     7.35  3/11/2016   EUR    72.30
Vontobel Financial Product     4.80  3/11/2016   EUR    74.93
Banque Cantonale Vaudoise/     8.25  8/17/2016   EUR    56.06
Leonteq Securities AG/Guer     9.12  7/13/2016   CHF    56.24
UBS AG                        22.25  3/29/2016   EUR    48.91
UBS AG                        22.50 12/29/2015   EUR    74.49
UBS AG                         5.00  6/24/2016   EUR    62.07
UBS AG                        25.00 12/29/2015   EUR    43.55
UBS AG                        14.00  3/29/2016   EUR    72.09
UBS AG                        13.00  6/24/2016   EUR    73.65
UBS AG                        14.00  6/24/2016   EUR    70.51
UBS AG                         8.50  3/29/2016   EUR    74.16
UBS AG                        21.25  3/29/2016   EUR    49.50
UBS AG                         7.25  6/24/2016   EUR    75.18
DZ Bank AG Deutsche Zentra     6.50 12/23/2016   EUR    67.55
UBS AG                         9.50  3/29/2016   EUR    71.02
UBS AG                        22.50 12/29/2015   EUR    74.44
UBS AG                        13.25  3/29/2016   EUR    62.14
UBS AG                        10.25  6/24/2016   EUR    68.35
DZ Bank AG Deutsche Zentra     6.25  8/26/2016   EUR    72.54
UBS AG/London                  5.75  7/22/2016   CHF    50.00
UBS AG                        11.75  6/24/2016   EUR    65.56
UBS AG                        16.25  6/24/2016   EUR    65.48
UBS AG                        11.75  3/29/2016   EUR    65.10
DZ Bank AG Deutsche Zentra     4.00 11/22/2017   EUR    68.43
Vontobel Financial Product     4.75  9/23/2016   EUR    62.61
Vontobel Financial Product    13.00  9/23/2016   EUR    59.80
Vontobel Financial Product     8.80 12/23/2016   EUR    60.90
Vontobel Financial Product     6.85 12/23/2016   EUR    61.44
Vontobel Financial Product    10.80 12/23/2016   EUR    60.66
Vontobel Financial Product    15.60  9/23/2016   EUR    59.78
Banque Cantonale Vaudoise/     6.72  8/19/2016   EUR    59.26
UBS AG                        21.25  3/29/2016   EUR    60.74
UBS AG                         8.75  3/29/2016   EUR    51.23
HSBC Trinkaus & Burkhardt     10.70  6/24/2016   EUR    58.66
HSBC Trinkaus & Burkhardt      8.50  9/23/2016   EUR    60.64
UBS AG                        23.00 12/29/2015   EUR    57.79
UBS AG                        24.25 12/29/2015   EUR    58.16
UBS AG                        16.50  6/24/2016   EUR    42.89
UBS AG                         8.50  6/24/2016   EUR    76.05
UBS AG                        16.75  6/24/2016   EUR    57.16
UBS AG                        24.50 12/29/2015   EUR    30.96
UBS AG                        23.50 12/29/2015   EUR    25.58
UBS AG                        21.75 12/29/2015   EUR    47.61
UBS AG                        18.75  3/29/2016   EUR    60.57
DZ Bank AG Deutsche Zentra     8.25 12/23/2016   EUR    57.35
UBS AG                        11.50  6/24/2016   EUR    47.95
UBS AG                        17.25  6/24/2016   EUR    63.34
UBS AG                        12.75  3/29/2016   EUR    75.97
UBS AG                        21.50  3/29/2016   EUR    63.31
DZ Bank AG Deutsche Zentra     5.75  8/26/2016   EUR    71.39
UBS AG                         9.50  6/24/2016   EUR    73.25
UBS AG                        10.25  6/24/2016   EUR    49.89
LBBW                           2.60  8/23/2019   EUR    68.49
Goldman Sachs & Co Wertpap     8.00  5/25/2016   EUR    75.27
Goldman Sachs & Co Wertpap    24.00  3/23/2016   EUR    51.62
Goldman Sachs & Co Wertpap     6.00  4/20/2016   EUR    57.31
Goldman Sachs & Co Wertpap    13.00  7/20/2016   EUR    55.58
Glitnir HF                     5.24 12/22/2010   USD    27.13
LBBW                           4.00  8/26/2016   EUR    51.59
HSBC Trinkaus & Burkhardt      7.30  9/23/2016   EUR    70.35
UBS AG                        24.00 12/29/2015   EUR    44.42
UBS AG                        19.25  3/29/2016   EUR    52.21
UBS AG                        19.75  6/24/2016   EUR    53.76
UBS AG                        18.00  6/24/2016   EUR    56.14
Vontobel Financial Product     8.65  3/29/2016   EUR    69.03
UBS AG                        13.25  6/24/2016   EUR    64.45
Vontobel Financial Product    13.00  6/24/2016   EUR    72.30
Vontobel Financial Product    11.00  9/23/2016   EUR    73.61
Vontobel Financial Product    10.00 12/23/2016   EUR    75.25
LBBW                           5.00  2/26/2016   EUR    58.44
LBBW                           3.50  2/26/2016   EUR    62.86
LBBW                           4.50  2/26/2016   EUR    59.13
UBS AG                         7.00  6/24/2016   EUR    50.93
UniCredit Bank AG              5.70  8/19/2016   EUR    73.93
UBS AG                         8.50  3/29/2016   EUR    72.26
Vontobel Financial Product     8.10  6/24/2016   EUR    68.94
Vontobel Financial Product    12.90 12/28/2015   EUR    67.49
Vontobel Financial Product    14.25  3/29/2016   EUR    71.74
Vontobel Financial Product     9.45  3/29/2016   EUR    74.67
Vontobel Financial Product     9.60  6/24/2016   EUR    74.65
Vontobel Financial Product     8.50  9/23/2016   EUR    75.75
Vontobel Financial Product     7.65 12/23/2016   EUR    76.83
LBBW                           4.00  2/26/2016   EUR    61.96
LBBW                           5.50  2/26/2016   EUR    56.13
UBS AG                        10.25  3/29/2016   EUR    57.84
UBS AG                         5.75  6/24/2016   EUR    57.76
UBS AG                         5.25 12/29/2015   EUR    42.26
UBS AG                         6.50  3/29/2016   EUR    44.38
Vontobel Financial Product    13.80  3/29/2016   EUR    64.48
Vontobel Financial Product    14.75  6/24/2016   EUR    65.58
Vontobel Financial Product    12.00  9/23/2016   EUR    66.79
Vontobel Financial Product     8.00 12/23/2016   EUR    69.49
Vontobel Financial Product     6.50 12/23/2016   EUR    70.49
Commerzbank AG                 6.00  1/21/2016   EUR    59.73
Vontobel Financial Product    10.45  3/29/2016   EUR    65.89
DZ Bank AG Deutsche Zentra     5.50  3/21/2016   EUR    63.39
DZ Bank AG Deutsche Zentra     5.10 12/19/2016   EUR    65.83
DZ Bank AG Deutsche Zentra     5.70 12/19/2016   EUR    64.72
DZ Bank AG Deutsche Zentra     6.80 12/19/2016   EUR    64.14
Commerzbank AG                13.50  4/21/2016   EUR    73.37
DekaBank Deutsche Girozent     4.15  1/28/2016   EUR    53.29
DZ Bank AG Deutsche Zentra     6.00  9/23/2016   EUR
DZ Bank AG Deutsche Zentra     6.50  9/23/2016   EUR    71.74
BNP Paribas Emissions- und     4.00  6/23/2016   EUR    75.27
BNP Paribas Emissions- und     7.00  6/23/2016   EUR    73.45
BNP Paribas Emissions- und    10.00  6/23/2016   EUR    71.93
UBS AG/London                 22.25  6/24/2016   EUR    40.06
UBS AG/London                  4.25 12/23/2016   EUR    68.01
UBS AG/London                 23.00 12/29/2015   EUR    70.97
UBS AG/London                  5.50 12/23/2016   EUR    64.17
UBS AG/London                  4.50 12/23/2016   EUR    66.46
UBS AG/London                 23.50  6/24/2016   EUR    73.41
Vontobel Financial Product     8.85  6/24/2016   EUR    60.99
UBS AG/London                 19.25  6/24/2016   EUR    49.22
Zurcher Kantonalbank Finan     7.92  8/19/2016   EUR    62.27
UBS AG/London                 24.50 12/29/2015   EUR    61.24
UBS AG/London                 24.75  3/29/2016   EUR    36.34
UBS AG/London                  5.75  6/24/2016   EUR    51.94
Vontobel Financial Product     9.20  9/23/2016   EUR    73.41
Goldman Sachs & Co Wertpap    10.00 12/23/2015   EUR    70.60
Goldman Sachs & Co Wertpap     7.00 12/23/2015   EUR    58.19
Goldman Sachs & Co Wertpap     9.00 12/23/2015   EUR    58.42
Goldman Sachs & Co Wertpap    10.00 12/23/2015   EUR    58.54
Goldman Sachs & Co Wertpap    10.00 12/23/2015   EUR    58.54
DZ Bank AG Deutsche Zentra     5.75  3/29/2016   EUR    53.41
DZ Bank AG Deutsche Zentra     6.00  6/24/2016   EUR    54.47
DZ Bank AG Deutsche Zentra     5.25  9/23/2016   EUR    55.25
Leonteq Securities AG/Guer     5.00  8/22/2016   CHF    59.48
Vontobel Financial Product     7.55  9/23/2016   EUR    53.88
Vontobel Financial Product     6.20 12/28/2015   EUR    61.74
Vontobel Financial Product     9.20  3/29/2016   EUR    51.11
Notenstein Privatbank AG       6.20  2/21/2017   EUR    62.33
UBS AG/London                 24.50  6/24/2016   EUR    74.01
BNP Paribas Emissions- und    24.00 12/24/2015   EUR    75.61
BNP Paribas Emissions- und    13.00 12/24/2015   EUR    73.71
BNP Paribas Emissions- und    12.00 12/24/2015   EUR    73.29
BNP Paribas Emissions- und    16.00 12/24/2015   EUR    70.17
BNP Paribas Emissions- und    18.00 12/24/2015   EUR    67.15
BNP Paribas Emissions- und    25.00 12/24/2015   EUR    65.00
BNP Paribas Emissions- und    15.00  3/24/2016   EUR    70.51
BNP Paribas Emissions- und    13.00  9/22/2016   EUR    72.20
UBS AG/London                 24.25 12/29/2015   EUR    69.10
UBS AG/London                 10.75 12/29/2015   EUR    45.61
UBS AG/London                  5.00 12/22/2017   EUR    74.79
UBS AG/London                  6.50 12/29/2015   EUR    48.41
UBS AG/London                  9.00 12/29/2015   EUR    54.30
UBS AG/London                  8.00 12/29/2015   EUR    68.04
UBS AG/London                 10.75  6/24/2016   EUR    48.11
UBS AG/London                 20.75  3/29/2016   EUR    73.93
UBS AG/London                 14.00 12/23/2016   EUR    54.73
UBS AG/London                  7.50  6/24/2016   EUR    68.71
UBS AG/London                 23.75  6/24/2016   EUR    52.32
UBS AG/London                 20.75  6/24/2016   EUR    73.08
Leonteq Securities AG/Guer     8.00  8/15/2016   CHF    55.09
Leonteq Securities AG/Guer     9.60 11/18/2015   CHF    36.22
UBS AG/London                 22.00 12/29/2015   EUR    72.37
UBS AG/London                 23.00  3/29/2016   EUR    70.66
UBS AG/London                 24.25 12/29/2015   EUR    53.67
UBS AG/London                 22.50  6/24/2016   EUR    76.65
UBS AG/London                 25.00  3/29/2016   EUR    73.59
UBS AG/London                  6.00  6/24/2016   EUR    72.12
UBS AG/London                  6.75 12/23/2016   EUR    70.98
Leonteq Securities AG/Guer    14.20 11/18/2015   CHF    73.99
Goldman Sachs & Co Wertpap    11.00  3/23/2016   EUR    55.38
Goldman Sachs & Co Wertpap    11.00  3/23/2016   EUR    55.38
Goldman Sachs & Co Wertpap    11.00  4/20/2016   EUR    56.25
Goldman Sachs & Co Wertpap    11.00  6/22/2016   EUR    57.81
Goldman Sachs & Co Wertpap    11.00  6/22/2016   EUR    57.81
Vontobel Financial Product    19.20  3/29/2016   EUR    69.53
Vontobel Financial Product    10.00 12/23/2016   EUR    58.60
Vontobel Financial Product     8.10 12/23/2016   EUR    58.84
Vontobel Financial Product    13.45 12/28/2015   EUR    67.98
Vontobel Financial Product    18.75 12/28/2015   EUR    61.32
UBS AG/London                  6.75 12/29/2015   EUR    69.11
UBS AG/London                 24.25 12/29/2015   EUR    72.82
UBS AG/London                  6.50  6/24/2016   EUR    67.33
UBS AG/London                 22.50  6/24/2016   EUR    47.41
UBS AG/London                 15.50 12/29/2015   EUR    73.46
UBS AG/London                  5.25  6/24/2016   EUR    70.15
UBS AG/London                 23.00 12/29/2015   EUR    62.91
Vontobel Financial Product     9.25  3/29/2016   EUR    59.30
UBS AG/London                  7.75 12/22/2017   EUR    53.77
UBS AG/London                  4.00  6/24/2016   EUR    66.44
UBS AG/London                 23.50 12/29/2015   EUR    74.79
UBS AG/London                 18.50 12/29/2015   EUR    36.82
UBS AG/London                  5.50  3/29/2016   EUR    61.11
Vontobel Financial Product    12.25  9/23/2016   EUR    71.37
UBS AG                        18.50 12/29/2015   EUR    62.78
Vontobel Financial Product    11.70 12/23/2016   EUR    72.40
UBS AG                        22.25 12/29/2015   EUR    72.40
DZ Bank AG Deutsche Zentra     6.80  7/20/2016   EUR    53.02
DZ Bank AG Deutsche Zentra     8.25  6/24/2016   EUR    51.04
DZ Bank AG Deutsche Zentra     6.75  9/23/2016   EUR    51.77
Goldman Sachs & Co Wertpap     4.00 12/23/2015   EUR    67.46
Goldman Sachs & Co Wertpap     4.00  1/20/2016   EUR    67.67
Goldman Sachs & Co Wertpap     3.00  4/20/2016   EUR    67.67
Goldman Sachs & Co Wertpap     3.00  5/25/2016   EUR    65.78
Goldman Sachs & Co Wertpap     3.00  6/22/2016   EUR    65.97
Goldman Sachs & Co Wertpap     4.00  7/20/2016   EUR    66.78
Goldman Sachs & Co Wertpap     3.00 12/23/2015   EUR    44.67
Goldman Sachs & Co Wertpap     3.00  1/20/2016   EUR    44.92
Goldman Sachs & Co Wertpap     4.00  2/24/2016   EUR    45.50
Goldman Sachs & Co Wertpap     6.00  3/22/2017   EUR    52.21
Goldman Sachs & Co Wertpap     6.00  3/22/2017   EUR    52.21
UBS AG                        14.50 12/29/2015   EUR    65.92
UBS AG                        16.25 12/29/2015   EUR    61.20
UBS AG                        16.25 12/29/2015   EUR    66.61
UBS AG                        23.25 12/29/2015   EUR    68.86
LBBW                           4.50  8/26/2016   EUR    69.05
LBBW                           5.50  8/26/2016   EUR    68.40
LBBW                           3.00  8/26/2016   EUR    68.00
LBBW                           4.50  8/26/2016   EUR    65.80
LBBW                           6.00  8/26/2016   EUR    64.47
UBS AG                         6.25 12/29/2015   EUR    64.35
UBS AG                        15.25 12/29/2015   EUR    69.89
UBS AG                        24.00 12/29/2015   EUR    62.65
UBS AG                        20.75 12/29/2015   EUR    68.86
UBS AG                         5.25 12/29/2015   EUR    70.29
UBS AG                         4.00 12/29/2015   EUR    62.87
UBS AG                        20.75 12/29/2015   EUR    58.21
UBS AG                        19.75 12/29/2015   EUR    56.08
UBS AG                        20.50 12/29/2015   EUR    54.25
Goldman Sachs & Co Wertpap    12.00  4/20/2016   EUR    59.53
Goldman Sachs & Co Wertpap    10.00  8/24/2016   EUR    61.68
Goldman Sachs & Co Wertpap    10.00  8/24/2016   EUR    61.68
Goldman Sachs & Co Wertpap    11.00  8/24/2016   EUR    62.47
Goldman Sachs & Co Wertpap     8.00  9/21/2016   EUR    60.69
Goldman Sachs & Co Wertpap     8.00  6/21/2017   EUR    65.38
Goldman Sachs & Co Wertpap     8.00  6/21/2017   EUR    65.38
UBS AG                        14.50 12/29/2015   EUR    68.87
UBS AG                        19.75 12/29/2015   EUR    60.41
UBS AG                        22.75 12/29/2015   EUR    50.13
UBS AG                        22.75 12/29/2015   EUR    64.55
Goldman Sachs & Co Wertpap     5.00  5/25/2016   EUR    73.15
Goldman Sachs & Co Wertpap    17.00 12/23/2015   EUR    56.18
Goldman Sachs & Co Wertpap    13.00  5/25/2016   EUR    60.84
Goldman Sachs & Co Wertpap     8.00  7/20/2016   EUR    59.37
Goldman Sachs & Co Wertpap    10.00  7/20/2016   EUR    60.75
Goldman Sachs & Co Wertpap    10.00  9/21/2016   EUR    62.42
Goldman Sachs & Co Wertpap    10.00  9/21/2016   EUR    62.42
Goldman Sachs & Co Wertpap     6.00 12/21/2016   EUR    60.26
Goldman Sachs & Co Wertpap     8.00 12/21/2016   EUR    62.48
Goldman Sachs & Co Wertpap     8.00 12/21/2016   EUR    62.48
Goldman Sachs & Co Wertpap     7.00  3/22/2017   EUR    62.94
Goldman Sachs & Co Wertpap     8.00  3/22/2017   EUR    64.31
Goldman Sachs & Co Wertpap     8.00  3/22/2017   EUR    64.31
Goldman Sachs & Co Wertpap     8.00  3/22/2017   EUR    64.31
Goldman Sachs & Co Wertpap     7.00  6/21/2017   EUR    63.77
Goldman Sachs & Co Wertpap     8.00  6/21/2017   EUR    65.38
Goldman Sachs & Co Wertpap     8.00  6/21/2017   EUR    65.38
UBS AG                        11.75 12/29/2015   EUR    75.00
UBS AG                        22.25 12/29/2015   EUR    61.48
Vontobel Financial Product    13.95  9/23/2016   EUR    71.42
UBS AG                        22.25 12/29/2015   EUR    32.67
Vontobel Financial Product    10.00 12/23/2016   EUR    73.34
Vontobel Financial Product     6.75  8/26/2016   EUR    58.04
DekaBank Deutsche Girozent     5.40  8/12/2016   EUR    54.50
UBS AG                         4.75 12/29/2015   EUR    73.71
UBS AG                         5.75 12/29/2015   EUR    67.19
UBS AG                         9.50 12/29/2015   EUR    53.41
UBS AG                        23.00 12/29/2015   EUR    46.96
LBBW                           2.50  8/26/2016   EUR    71.95
LBBW                           3.50  8/26/2016   EUR    69.69
HSBC Trinkaus & Burkhardt      8.80  9/23/2016   EUR    51.60
HSBC Trinkaus & Burkhardt      6.50 12/23/2016   EUR    53.22
HSBC Trinkaus & Burkhardt      8.40  1/22/2016   EUR    48.23
HSBC Trinkaus & Burkhardt      8.00  2/26/2016   EUR    48.91
HSBC Trinkaus & Burkhardt      7.10  5/27/2016   EUR    50.35
LBBW                           4.00  2/26/2016   EUR    50.34
LBBW                           3.00 12/23/2016   EUR    56.08
LBBW                           4.00 12/23/2016   EUR    54.67
Deutsche Bank AG               8.20 10/26/2016   EUR    71.60
Deutsche Bank AG               4.20  6/21/2016   EUR    73.00
LBBW                           3.00  9/27/2019   EUR    72.60
Deutsche Bank AG               4.20  9/20/2016   EUR    54.20
Deutsche Bank AG               8.20 12/20/2016   EUR    72.50
Deutsche Bank AG               4.20 11/23/2016   EUR    52.40
Deutsche Bank AG               4.20 10/26/2016   EUR    73.50
Deutsche Bank AG               8.20 12/20/2016   EUR    52.90
Deutsche Bank AG               8.20  9/20/2016   EUR    71.00
Deutsche Bank AG               8.20  6/21/2016   EUR    69.30
Deutsche Bank AG               8.20 11/23/2016   EUR    72.00
Deutsche Bank AG               4.20 12/20/2016   EUR    55.20
LBBW                           2.00 12/23/2016   EUR    58.17
Deutsche Bank AG               4.50 12/20/2016   EUR    50.50
Deutsche Bank AG               4.50  6/21/2016   EUR    48.30
DZ Bank AG Deutsche Zentra     6.60  9/19/2016   EUR    74.72
DZ Bank AG Deutsche Zentra     5.90  3/21/2016   EUR    53.82
DekaBank Deutsche Girozent     2.15   8/5/2016   EUR    58.57
Deutsche Bank AG               8.50  6/21/2016   EUR    72.04
Deutsche Bank AG               8.50  9/20/2016   EUR    73.64
Deutsche Bank AG               8.50 12/20/2016   EUR    75.04
Goldman Sachs & Co Wertpap     9.00 12/23/2015   EUR    70.42
Deutsche Bank AG               8.50  3/22/2016   EUR    49.24
Deutsche Bank AG               8.50  9/20/2016   EUR    52.90
Goldman Sachs & Co Wertpap     5.00 12/23/2015   EUR    58.00
Notenstein Privatbank AG       9.10  8/29/2016   CHF    45.16
Notenstein Privatbank AG       9.10  8/29/2016   CHF    33.20
Vontobel Financial Product     5.35 12/16/2016   EUR    60.87
Commerzbank AG                 6.00  6/23/2016   EUR    73.58
Commerzbank AG                 6.50  6/23/2016   EUR    72.27
Commerzbank AG                 7.25  6/23/2016   EUR    71.15
Commerzbank AG                 5.25  6/23/2016   EUR    63.46
Credit Suisse AG/Nassau        8.00  3/16/2016   USD    60.01
Vontobel Financial Product     7.55  7/22/2016   EUR    50.63
BNP Paribas Emissions- und     7.00 12/24/2015   EUR    74.65
HSBC Trinkaus & Burkhardt      6.00 12/28/2015   EUR    68.41
HSBC Trinkaus & Burkhardt      6.00 12/28/2015   EUR    41.55
DZ Bank AG Deutsche Zentra     9.00 12/11/2015   EUR    49.52
DZ Bank AG Deutsche Zentra     7.50 12/11/2015   EUR    49.39
Vontobel Financial Product     6.45 12/11/2015   EUR    72.37
Goldman Sachs & Co Wertpap    13.00 12/23/2015   EUR    72.00
Goldman Sachs & Co Wertpap     3.00  1/20/2016   EUR    70.89
Goldman Sachs & Co Wertpap    10.00  1/20/2016   EUR    72.25
Goldman Sachs & Co Wertpap    12.00  1/20/2016   EUR    72.64
Goldman Sachs & Co Wertpap    12.00  1/20/2016   EUR    72.64
Goldman Sachs & Co Wertpap    10.00  2/24/2016   EUR    72.86
Goldman Sachs & Co Wertpap    11.00  2/24/2016   EUR    73.15
Goldman Sachs & Co Wertpap     3.00  3/23/2016   EUR    70.73
Goldman Sachs & Co Wertpap    10.00  3/23/2016   EUR    73.30
Goldman Sachs & Co Wertpap     4.00  4/20/2016   EUR    71.26
Goldman Sachs & Co Wertpap     7.00  4/20/2016   EUR    72.59
Goldman Sachs & Co Wertpap     8.00  6/22/2016   EUR    72.04
Goldman Sachs & Co Wertpap    10.00  6/22/2016   EUR    73.27
Goldman Sachs & Co Wertpap    11.00  6/22/2016   EUR    73.89
Goldman Sachs & Co Wertpap    10.00  7/20/2016   EUR    73.89
Goldman Sachs & Co Wertpap     5.00  9/21/2016   EUR    70.94
Goldman Sachs & Co Wertpap     6.00  9/21/2016   EUR    71.80
Goldman Sachs & Co Wertpap    10.00  9/21/2016   EUR    75.26
Goldman Sachs & Co Wertpap    10.00  9/21/2016   EUR    75.26
Goldman Sachs & Co Wertpap     6.00 12/21/2016   EUR    72.58
Goldman Sachs & Co Wertpap     5.00  3/22/2017   EUR    71.88
Goldman Sachs & Co Wertpap     7.00  6/21/2017   EUR    74.45
Goldman Sachs & Co Wertpap     7.00  6/21/2017   EUR    74.45
Goldman Sachs & Co Wertpap    16.00 12/23/2015   EUR    48.32
Goldman Sachs & Co Wertpap     3.00  2/24/2016   EUR    47.33
Goldman Sachs & Co Wertpap     3.00  3/23/2016   EUR    47.56
Goldman Sachs & Co Wertpap    12.00  3/23/2016   EUR    50.86
Goldman Sachs & Co Wertpap     4.00  6/22/2016   EUR    48.66
Goldman Sachs & Co Wertpap     4.00  7/20/2016   EUR    48.98
Goldman Sachs & Co Wertpap     4.00  9/21/2016   EUR    49.67
Goldman Sachs & Co Wertpap    10.00  9/21/2016   EUR    54.85
Goldman Sachs & Co Wertpap    10.00  9/21/2016   EUR    54.85
Goldman Sachs & Co Wertpap     9.00 12/21/2016   EUR    56.16
Goldman Sachs & Co Wertpap     9.00 12/21/2016   EUR    56.16
Goldman Sachs & Co Wertpap     7.00  3/22/2017   EUR    55.62
Goldman Sachs & Co Wertpap     7.00  3/22/2017   EUR    55.62
Goldman Sachs & Co Wertpap     8.00  3/22/2017   EUR    56.98
Goldman Sachs & Co Wertpap     7.00  6/21/2017   EUR    56.64
Goldman Sachs & Co Wertpap     7.00  6/21/2017   EUR    56.64
Goldman Sachs & Co Wertpap     8.00  6/21/2017   EUR    58.25
Notenstein Privatbank AG       7.50  9/12/2016   EUR    60.61
BNP Paribas Emissions- und     8.00 12/22/2016   EUR    74.86
BNP Paribas Emissions- und    10.00  6/23/2016   EUR    73.00
BNP Paribas Emissions- und    22.00 12/24/2015   EUR    71.78
BNP Paribas Emissions- und    16.00  3/24/2016   EUR    74.74
UBS AG/London                 23.25  6/24/2016   EUR    70.20
UBS AG/London                 11.00 12/29/2015   EUR    62.97
HSBC Trinkaus & Burkhardt      7.00 12/28/2015   EUR    45.67
BNP Paribas Emissions- und    13.00 12/24/2015   EUR    69.45
Goldman Sachs & Co Wertpap     9.00 12/23/2015   EUR    55.57
Vontobel Financial Product     4.95 12/28/2015   EUR    54.23
Vontobel Financial Product     8.80  6/24/2016   EUR    52.80
UBS AG/London                  6.50  8/12/2016   CHF    69.29
Deutsche Bank AG               6.20 12/22/2015   EUR    61.50
Leonteq Securities AG/Guer     9.50   9/8/2016   USD    58.23
Goldman Sachs & Co Wertpap    10.00 12/23/2015   EUR    75.53
Goldman Sachs & Co Wertpap    10.00  4/20/2016   EUR    74.28
Goldman Sachs & Co Wertpap    13.00  4/20/2016   EUR    72.42
Goldman Sachs & Co Wertpap    19.00  4/20/2016   EUR    69.34
Goldman Sachs & Co Wertpap    22.00  4/20/2016   EUR    68.11
Goldman Sachs & Co Wertpap    23.00  5/25/2016   EUR    68.96
Goldman Sachs & Co Wertpap    13.00  6/22/2016   EUR    72.60
Goldman Sachs & Co Wertpap    20.00  7/20/2016   EUR    70.50
Deutsche Bank AG               6.20 12/22/2015   EUR    65.60
Deutsche Bank AG               6.20 12/22/2015   EUR    73.30
Deutsche Bank AG               4.20 12/22/2015   EUR    73.00
Deutsche Bank AG               4.20 12/22/2015   EUR    69.00
Deutsche Bank AG               6.20 12/22/2015   EUR    69.20
Deutsche Bank AG               5.20 12/22/2015   EUR    73.10
Deutsche Bank AG               5.20 12/22/2015   EUR    69.10
Vontobel Financial Product     5.60 12/28/2015   EUR    58.16
Vontobel Financial Product     7.55 12/28/2015   EUR    55.31
Goldman Sachs & Co Wertpap     5.00  9/21/2016   EUR    58.46
DZ Bank AG Deutsche Zentra     5.50 12/28/2015   EUR    54.37
Goldman Sachs & Co Wertpap     4.00  6/21/2017   EUR    62.58
Goldman Sachs & Co Wertpap     4.00  6/21/2017   EUR    65.65
Goldman Sachs & Co Wertpap     5.00  6/21/2017   EUR    61.35
HSBC Trinkaus & Burkhardt      6.00 12/28/2015   EUR    48.76
Deutsche Bank AG               4.50  6/21/2016   EUR    71.50
Deutsche Bank AG               6.50  9/20/2016   EUR    73.90
Deutsche Bank AG               4.50  9/20/2016   EUR    72.20
Deutsche Bank AG               4.50  6/21/2016   EUR    77.70
Deutsche Bank AG               4.50 12/20/2016   EUR    78.30
Deutsche Bank AG               6.50 12/20/2016   EUR    75.00
Goldman Sachs & Co Wertpap     8.00  3/23/2016   EUR    49.30
Deutsche Bank AG               6.50  6/21/2016   EUR    72.70
Deutsche Bank AG               6.50  3/22/2016   EUR    57.20
Deutsche Bank AG               4.50  6/21/2016   EUR    52.20
Deutsche Bank AG               4.50  6/21/2016   EUR    55.80
Deutsche Bank AG               4.50  9/20/2016   EUR    53.20
Deutsche Bank AG               6.50 12/20/2016   EUR    59.90
BNP Paribas Emissions- und     5.25 12/24/2015   EUR    72.11
Deutsche Bank AG               4.50  3/22/2016   EUR    52.70
Deutsche Bank AG               4.50 12/20/2016   EUR    57.60
Deutsche Bank AG               4.50 12/20/2016   EUR    54.10
Deutsche Bank AG               6.50  3/22/2016   EUR    53.40
Deutsche Bank AG               6.50  6/21/2016   EUR    57.00
Deutsche Bank AG               8.20  3/22/2016   EUR    73.30
Deutsche Bank AG               8.20  9/20/2016   EUR    75.40
Deutsche Bank AG               8.20 12/20/2016   EUR    76.90
Deutsche Bank AG               8.20  3/22/2016   EUR    54.10
Deutsche Bank AG               8.20  6/21/2016   EUR    54.50
Deutsche Bank AG               8.20  9/20/2016   EUR    56.40
Deutsche Bank AG               8.20 12/20/2016   EUR    58.30
Leonteq Securities AG          7.20  9/26/2016   EUR    62.33
Commerzbank AG                 6.25  6/23/2016   EUR    52.65
Commerzbank AG                 4.75  6/23/2016   EUR    65.56
Commerzbank AG                 5.50  6/23/2016   EUR    64.43
Commerzbank AG                 6.75  6/23/2016   EUR    62.23
Leonteq Securities AG/Guer     8.00   8/5/2016   USD    70.20
Notenstein Privatbank AG       7.00  8/11/2017   CHF    65.77
UBS AG/London                 13.25  6/24/2016   EUR    54.97
DZ Bank AG Deutsche Zentra     9.00 12/21/2015   EUR
UBS AG/London                  5.75  6/24/2016   EUR    61.94
Vontobel Financial Product    25.85  3/29/2016   EUR    65.73
Vontobel Financial Product    17.65  6/24/2016   EUR    69.49
Vontobel Financial Product    15.75  3/29/2016   EUR    68.36
HSBC Trinkaus & Burkhardt      8.80 12/23/2016   EUR    73.65
UBS AG                        19.75  3/29/2016   EUR    58.40
HSBC Trinkaus & Burkhardt      6.70  6/24/2016   EUR    55.08
UBS AG                        23.75 12/29/2015   EUR    46.43
Vontobel Financial Product     7.05  8/26/2016   EUR    58.73
Deutsche Bank AG               7.50 12/20/2016   EUR    71.17
Deutsche Bank AG               5.50 12/20/2016   EUR    68.92
Vontobel Financial Product    14.50  9/23/2016   EUR    70.36
Vontobel Financial Product    12.55 12/23/2016   EUR    71.70
Vontobel Financial Product     8.65 12/23/2016   EUR    73.50
LBBW                           2.50  8/24/2018   EUR    68.41
Vontobel Financial Product    12.10 12/28/2015   EUR    68.53
Vontobel Financial Product     9.35  3/29/2016   EUR    70.14
Vontobel Financial Product     9.60  6/24/2016   EUR    70.51
Vontobel Financial Product     8.15  9/23/2016   EUR    71.28
Deutsche Bank AG               5.50  3/22/2016   EUR    68.29
Deutsche Bank AG               7.50  3/22/2016   EUR    69.04
Deutsche Bank AG               5.50  6/21/2016   EUR    67.17
Deutsche Bank AG               7.50  6/21/2016   EUR    68.41
Deutsche Bank AG               7.50  9/20/2016   EUR    69.88
Deutsche Bank AG               5.50  9/20/2016   EUR    68.13
DZ Bank AG Deutsche Zentra     5.70  3/29/2016   EUR    67.35
DZ Bank AG Deutsche Zentra     6.30  6/24/2016   EUR    75.10
DZ Bank AG Deutsche Zentra     6.20  9/23/2016   EUR    71.99
DZ Bank AG Deutsche Zentra     9.00  9/23/2016   EUR    71.93
UBS AG                        17.50  3/29/2016   EUR    75.42
UBS AG                        10.00  3/29/2016   EUR    68.39
UBS AG                         4.50  6/24/2016   EUR    64.39
UBS AG                        17.50  6/24/2016   EUR    41.95
HSBC Trinkaus & Burkhardt      6.50 12/23/2016   EUR    75.39
HSBC Trinkaus & Burkhardt      7.40  3/24/2017   EUR    74.69
UBS AG                        21.75  3/29/2016   EUR    36.15
HSBC Trinkaus & Burkhardt      9.40  4/22/2016   EUR    72.18
HSBC Trinkaus & Burkhardt      9.70  7/22/2016   EUR    72.99
UBS AG                        24.50 12/29/2015   EUR    51.23
UBS AG                        22.00 12/29/2015   EUR    53.63
UBS AG                        22.50 12/29/2015   EUR    70.38
HSBC Trinkaus & Burkhardt      6.20  9/23/2016   EUR    56.22
HSBC Trinkaus & Burkhardt      6.70  3/24/2017   EUR    57.09
HSBC Trinkaus & Burkhardt      8.50  4/22/2016   EUR    52.44
HSBC Trinkaus & Burkhardt      8.70  7/22/2016   EUR    54.23
DZ Bank AG Deutsche Zentra     8.10  9/23/2016   EUR    70.48
DZ Bank AG Deutsche Zentra     7.00  3/29/2016   EUR    68.23
DZ Bank AG Deutsche Zentra    10.90  3/29/2016   EUR    66.38
DZ Bank AG Deutsche Zentra     6.90  9/23/2016   EUR    68.97
UBS AG                        12.50 12/29/2015   EUR    72.70
LBBW                           2.50  8/26/2016   EUR    61.10
LBBW                           3.50  8/26/2016   EUR    59.91
LBBW                           4.50  8/26/2016   EUR    59.02
LBBW                           5.50  8/26/2016   EUR    58.32
LBBW                           6.50  8/26/2016   EUR    57.82
Leonteq Securities AG         11.00   5/4/2016   USD    44.30
Commerzbank AG                 7.00  3/24/2016   EUR    74.84
Commerzbank AG                 7.00  3/24/2016   EUR    61.09
Commerzbank AG                 9.25  3/24/2016   EUR    58.96
Deutsche Bank AG               6.20 12/20/2016   EUR    67.60
LBBW                           3.40  6/22/2018   EUR    61.74
DekaBank Deutsche Girozent     4.55  8/19/2019   EUR    69.36
Deutsche Bank AG               7.20  6/21/2016   EUR    45.50
Deutsche Bank AG               6.20  9/20/2016   EUR    57.10
Deutsche Bank AG               7.20  9/20/2016   EUR    52.00
Deutsche Bank AG               7.20  9/20/2016   EUR    47.20
Vontobel Financial Product     2.40  2/26/2016   EUR    53.54
HSBC Trinkaus & Burkhardt     11.50  9/23/2016   EUR    48.68
DZ Bank AG Deutsche Zentra     4.00  5/20/2016   EUR    53.60
Commerzbank AG                 9.00  2/25/2016   EUR    74.15
Goldman Sachs & Co Wertpap    10.00  7/20/2016   EUR    68.13
Goldman Sachs & Co Wertpap     5.00 12/21/2016   EUR    66.07
Goldman Sachs & Co Wertpap     7.00 12/21/2016   EUR    68.30
Goldman Sachs & Co Wertpap     7.00 12/21/2016   EUR    68.30
Goldman Sachs & Co Wertpap     9.00 12/21/2016   EUR    70.52
DZ Bank AG Deutsche Zentra     5.50  3/29/2016   EUR    52.90
DZ Bank AG Deutsche Zentra     8.80 12/28/2015   EUR    61.66
UBS AG                         5.00  6/24/2016   EUR    57.61
UBS AG                         7.50  6/24/2016   EUR    53.07
Commerzbank AG                10.00  1/21/2016   EUR    49.82
Commerzbank AG                 8.50  4/21/2016   EUR    51.62
Commerzbank AG                 8.50 12/24/2015   EUR    44.93
Goldman Sachs & Co Wertpap     6.00  7/20/2016   EUR    65.36
Goldman Sachs & Co Wertpap     7.00  7/20/2016   EUR    48.96
Goldman Sachs & Co Wertpap     6.00 12/21/2016   EUR    50.75
Vontobel Financial Product     1.70 12/31/2015   EUR    53.78
Deutsche Bank AG               8.20  5/25/2016   EUR    74.80
Deutsche Bank AG               8.20  5/25/2016   EUR    71.90
Deutsche Bank AG               8.20  5/25/2016   EUR    70.20
Deutsche Bank AG               8.20  5/25/2016   EUR    60.80
Deutsche Bank AG               8.20  5/25/2016   EUR    75.20
Deutsche Bank AG               8.20  5/25/2016   EUR    46.30
Goldman Sachs & Co Wertpap     8.00 12/23/2015   EUR    43.33
Goldman Sachs & Co Wertpap    10.00  1/20/2016   EUR    44.35
Goldman Sachs & Co Wertpap    12.00  1/20/2016   EUR    44.74
Goldman Sachs & Co Wertpap     6.00  2/24/2016   EUR    44.15
Goldman Sachs & Co Wertpap    11.00  2/24/2016   EUR    45.60
Goldman Sachs & Co Wertpap    11.00  2/24/2016   EUR    45.60
Goldman Sachs & Co Wertpap     7.00  3/23/2016   EUR    44.98
Goldman Sachs & Co Wertpap    11.00  3/23/2016   EUR    46.45
Goldman Sachs & Co Wertpap     7.00  6/22/2016   EUR    46.50
Leonteq Securities AG         10.40   3/9/2016   USD    55.12
Bank Julius Baer & Co Ltd/     6.30   6/6/2016   USD    72.80
Deutsche Bank AG               5.20  8/24/2016   EUR    71.00
Deutsche Bank AG               6.20  8/24/2016   EUR    68.90
HSBC Trinkaus & Burkhardt     13.20  6/24/2016   EUR    68.42
HSBC Trinkaus & Burkhardt     11.80  6/24/2016   EUR    69.49
HSBC Trinkaus & Burkhardt      7.70  6/24/2016   EUR    73.46
HSBC Trinkaus & Burkhardt      8.10  9/23/2016   EUR    73.17
HSBC Trinkaus & Burkhardt     13.50  6/24/2016   EUR    56.89
HSBC Trinkaus & Burkhardt     11.90  6/24/2016   EUR    57.78
HSBC Trinkaus & Burkhardt      9.20  9/23/2016   EUR    60.21
HSBC Trinkaus & Burkhardt     11.40  1/22/2016   EUR    55.99
HSBC Trinkaus & Burkhardt      9.90  4/22/2016   EUR    58.00
HSBC Trinkaus & Burkhardt     11.90 12/28/2015   EUR    73.07
HSBC Trinkaus & Burkhardt     12.20  6/24/2016   EUR    73.16
HSBC Trinkaus & Burkhardt      9.40  6/24/2016   EUR    76.23
HSBC Trinkaus & Burkhardt     10.10 11/27/2015   EUR    74.84
HSBC Trinkaus & Burkhardt      9.40  1/22/2016   EUR    76.20
HSBC Trinkaus & Burkhardt     12.70 12/28/2015   EUR    40.80
HSBC Trinkaus & Burkhardt     12.00  6/24/2016   EUR    44.48
HSBC Trinkaus & Burkhardt      7.40  6/24/2016   EUR    46.48
HSBC Trinkaus & Burkhardt      8.00  9/23/2016   EUR    47.25
HSBC Trinkaus & Burkhardt      9.70  1/22/2016   EUR    42.48
HSBC Trinkaus & Burkhardt      8.60  4/22/2016   EUR    44.36
DZ Bank AG Deutsche Zentra    10.00  6/24/2016   EUR
Landesbank Hessen-Thuering     5.00 11/15/2016   EUR    46.80
DZ Bank AG Deutsche Zentra    10.00  9/23/2016   EUR
DZ Bank AG Deutsche Zentra    15.00  3/29/2016   EUR
DZ Bank AG Deutsche Zentra    10.00  6/24/2016   EUR    73.08
DZ Bank AG Deutsche Zentra    10.00  9/23/2016   EUR
HSBC Trinkaus & Burkhardt     10.70 11/27/2015   EUR    41.06
LBBW                           2.50  7/22/2016   EUR    74.14
LBBW                           3.50  7/22/2016   EUR    71.32
LBBW                           2.50  7/22/2016   EUR    53.97
LBBW                           4.00  7/22/2016   EUR    50.35
LBBW                           3.50  7/22/2016   EUR    73.29
LBBW                           4.50  7/22/2016   EUR    70.72
LBBW                           3.00  7/22/2016   EUR    54.15
LBBW                           3.90  9/22/2017   EUR    49.09
LBBW                           3.00  9/22/2017   EUR    65.78
LBBW                           2.00  9/22/2017   EUR    68.03
LBBW                           2.75 10/27/2017   EUR    67.25
LBBW                           2.50 10/27/2017   EUR    72.36
LBBW                           3.00  6/22/2018   EUR    62.74
LBBW                           5.30 11/27/2015   EUR    50.79
LBBW                           3.50 11/24/2017   EUR    63.53
LBBW                           3.00  4/22/2016   EUR    74.74
LBBW                           5.00  4/22/2016   EUR    67.17
LBBW                           2.00  4/22/2016   EUR    69.43
LBBW                           3.50  4/22/2016   EUR    64.43
LBBW                           3.00  3/29/2016   EUR    63.57
LBBW                           4.00  3/29/2016   EUR    61.23
LBBW                           3.85 10/27/2017   EUR    54.32
Rossiysky Capital OJSC        18.00  1/16/2020   RUB    60.45
LBBW                           3.00 11/24/2017   EUR    60.28
LBBW                           2.50 12/23/2016   EUR    69.61
LBBW                           2.00 12/23/2016   EUR    68.22
LBBW                           3.00 12/23/2016   EUR    65.20
LBBW                           4.00 12/23/2016   EUR    63.02
LBBW                           5.00 12/23/2016   EUR    61.43
LBBW                           2.00 12/23/2016   EUR    64.67
LBBW                           3.00 12/23/2016   EUR    61.80
LBBW                           4.00 12/23/2016   EUR    59.46
LBBW                           3.20  7/22/2016   EUR    62.16
LBBW                           3.00  8/24/2018   EUR    68.14
LBBW                           3.40  8/24/2018   EUR    72.52
LBBW                           2.50 10/28/2016   EUR    74.02
LBBW                           2.50 10/28/2016   EUR    54.96
LBBW                           4.50 10/28/2016   EUR    51.15
LBBW                           3.00 10/28/2016   EUR    67.42
LBBW                           3.00 10/28/2016   EUR    57.98
LBBW                           5.00 10/28/2016   EUR    68.20
LBBW                           5.50 10/28/2016   EUR    62.71
LBBW                           5.50 10/28/2016   EUR    50.03
LBBW                           4.00 10/27/2017   EUR    54.35
LBBW                           5.50  3/29/2016   EUR    47.19
LBBW                           7.00  3/29/2016   EUR    46.01
LBBW                           4.00  3/29/2016   EUR    61.21
LBBW                           2.50  2/24/2017   EUR    73.78
LBBW                           2.50  2/24/2017   EUR    60.35
LBBW                           3.50  2/24/2017   EUR    70.97
LBBW                           3.50  2/24/2017   EUR    58.15
LBBW                           4.50  2/24/2017   EUR    56.45
LBBW                           5.50  2/24/2017   EUR    66.49
LBBW                           6.00  2/24/2017   EUR    66.92
LBBW                           2.60  7/22/2016   EUR    55.01
LBBW                           2.50  2/26/2016   EUR    57.91
LBBW                           4.50  2/26/2016   EUR    69.99
LBBW                           5.00  3/24/2017   EUR    75.25
LBBW                           3.00  3/24/2017   EUR    54.46
LBBW                           4.00  3/24/2017   EUR    67.31
LBBW                           5.00  3/24/2017   EUR    65.73
LBBW                           6.00  3/24/2017   EUR    64.35
LBBW                           4.50 10/28/2016   EUR    67.43
LBBW                           3.00  4/22/2016   EUR    73.37
LBBW                           7.00  4/22/2016   EUR    66.40
LBBW                           6.00  4/22/2016   EUR    45.80
LBBW                           3.00  4/22/2016   EUR    52.30
LBBW                           3.00  5/27/2016   EUR    70.77
LBBW                           3.00  1/22/2016   EUR    74.83
LBBW                           4.50  1/22/2016   EUR    70.38
LBBW                           6.00  1/22/2016   EUR    67.35
LBBW                           2.00  1/22/2016   EUR    67.44
LBBW                           3.00  1/22/2016   EUR    64.35
LBBW                           4.00  1/22/2016   EUR    62.03
LBBW                           5.00  1/22/2016   EUR    60.27
LBBW                           3.90  6/24/2016   EUR    60.50
LBBW                           3.00  3/24/2017   EUR    69.52
DZ Bank AG Deutsche Zentra     6.10 12/21/2015   EUR    74.30
Vontobel Financial Product     7.00  5/27/2016   EUR    45.67
Vontobel Financial Product     6.50  5/27/2016   EUR    45.62
LBBW                           3.00  6/28/2019   EUR    58.50
Bank Julius Baer & Co Ltd/     7.50  4/29/2016   USD    70.75
Leonteq Securities AG         12.40   5/6/2016   CHF    54.12
Leonteq Securities AG         10.00   5/6/2016   USD    71.01
Leonteq Securities AG         20.00   2/5/2016   CHF    54.77
Notenstein Privatbank AG       5.20  11/4/2016   EUR    46.18
Vontobel Financial Product     8.15  3/29/2016   EUR    63.89
Vontobel Financial Product     9.90 12/28/2015   EUR    62.19
Vontobel Financial Product    12.85 12/28/2015   EUR    45.01
Vontobel Financial Product    10.30  3/29/2016   EUR    47.30
Vontobel Financial Product     8.60  6/24/2016   EUR    64.39
UniCredit Bank AG              5.20  5/24/2016   EUR    43.45
Deutsche Bank AG              11.20  9/20/2016   EUR    51.60
Deutsche Bank AG               9.20  9/20/2016   EUR    48.10
Deutsche Bank AG               8.20  9/20/2016   EUR    47.20
DZ Bank AG Deutsche Zentra     8.80 12/23/2015   EUR    74.60
Deutsche Bank AG               8.20  6/21/2016   EUR    45.20
Commerzbank AG                10.75 12/24/2015   EUR    71.82
Deutsche Bank AG              11.20  6/21/2016   EUR    48.80
Commerzbank AG                14.75 12/24/2015   EUR    65.30
Deutsche Bank AG              11.20  3/22/2016   EUR    46.50
HSBC Trinkaus & Burkhardt      7.60  6/24/2016   EUR    66.04
HSBC Trinkaus & Burkhardt     12.20  9/23/2016   EUR    62.62
HSBC Trinkaus & Burkhardt     10.40  9/23/2016   EUR    63.70
HSBC Trinkaus & Burkhardt      7.10  9/23/2016   EUR    66.82
HSBC Trinkaus & Burkhardt     10.20  2/26/2016   EUR    62.17
Commerzbank AG                 8.25 12/24/2015   EUR    50.33
Commerzbank AG                 7.25 12/24/2015   EUR    72.54
Commerzbank AG                 9.50 12/24/2015   EUR    69.27
HSBC Trinkaus & Burkhardt     10.90  6/24/2016   EUR    71.03
HSBC Trinkaus & Burkhardt     12.20  9/23/2016   EUR    70.73
HSBC Trinkaus & Burkhardt      9.70  9/23/2016   EUR    72.40
HSBC Trinkaus & Burkhardt      7.40  9/23/2016   EUR    74.70
HSBC Trinkaus & Burkhardt      7.90 12/23/2016   EUR    74.38
HSBC Trinkaus & Burkhardt      8.50  5/27/2016   EUR    73.30
Commerzbank AG                 5.00 12/24/2015   EUR    62.00
Commerzbank AG                 6.75 12/24/2015   EUR    58.82
Commerzbank AG                 8.75 12/24/2015   EUR    55.99
Commerzbank AG                 7.50 12/24/2015   EUR    55.09
HSBC Trinkaus & Burkhardt     11.40  6/24/2016   EUR    59.42
HSBC Trinkaus & Burkhardt      6.90 12/23/2016   EUR    63.96
HSBC Trinkaus & Burkhardt      7.20  6/24/2016   EUR    50.36
UniCredit Bank AG              4.50  3/24/2016   EUR    55.78
UniCredit Bank AG              4.60  3/24/2016   EUR    55.37
HSBC Trinkaus & Burkhardt      8.20  5/27/2016   EUR    48.64
UniCredit Bank AG              4.30  3/24/2016   EUR    56.87
UniCredit Bank AG              4.25  3/24/2016   EUR    57.22
UniCredit Bank AG              4.20  3/24/2016   EUR    57.52
UniCredit Bank AG              4.25  3/24/2016   EUR    57.44
UniCredit Bank AG              4.15  3/24/2016   EUR    57.84
UniCredit Bank AG              4.80  3/24/2016   EUR    54.39
UniCredit Bank AG              4.90  3/24/2016   EUR    53.94
UniCredit Bank AG              4.50  3/24/2016   EUR    55.87
Vontobel Financial Product     4.35  6/17/2016   EUR    48.81
Vontobel Financial Product     9.20  3/29/2016   EUR    44.16
HSBC Trinkaus & Burkhardt     17.30 12/28/2015   EUR    71.45
HSBC Trinkaus & Burkhardt     12.20 12/28/2015   EUR    77.90
Zurcher Kantonalbank Finan     9.00  1/21/2016   EUR    57.21
UBS AG                         6.40  2/12/2016   EUR    49.18
DZ Bank AG Deutsche Zentra     4.90 12/21/2015   EUR    61.03
Goldman Sachs & Co Wertpap    10.00  6/22/2016   EUR    60.00
UBS AG                         9.30 11/11/2016   EUR    62.86
UBS AG/London                 10.75   5/9/2016   CHF    60.93
Vontobel Financial Product     9.60 12/28/2015   EUR    62.15
Vontobel Financial Product     6.25 12/28/2015   EUR    67.75
DZ Bank AG Deutsche Zentra     5.20 12/21/2015   EUR    48.37
DZ Bank AG Deutsche Zentra     5.10  3/21/2016   EUR    49.63
DZ Bank AG Deutsche Zentra     5.60  6/20/2016   EUR    51.74
DZ Bank AG Deutsche Zentra     6.10  6/20/2016   EUR    51.09
DZ Bank AG Deutsche Zentra     3.00 12/18/2015   EUR    64.83
Vontobel Financial Product     9.55 12/28/2015   EUR    60.38
DekaBank Deutsche Girozent     3.20  1/14/2019   EUR    67.36
Landesbank Hessen-Thuering     3.25  7/15/2016   EUR    63.70
Zurcher Kantonalbank Finan     9.00 11/21/2016   CHF    55.85
DZ Bank AG Deutsche Zentra     5.00   2/6/2018   EUR    57.13
Commerzbank AG                 9.50 12/24/2015   EUR    49.94
Landesbank Hessen-Thuering     7.40  6/12/2020   EUR    57.38
Commerzbank AG                11.50 12/24/2015   EUR    56.37
UBS AG/London                  7.50   5/9/2016   CHF    74.67
Vontobel Financial Product     7.65  6/24/2016   EUR    58.61
Vontobel Financial Product     4.60  6/24/2016   EUR    63.29
WGZ-Bank AG Westdeutsche G     4.75 12/22/2015   EUR    67.36
Goldman Sachs & Co Wertpap    18.00 12/23/2015   EUR    58.03
Goldman Sachs & Co Wertpap    18.00  2/24/2016   EUR    58.94
Goldman Sachs & Co Wertpap    19.00  3/23/2016   EUR    58.63
Goldman Sachs & Co Wertpap     7.00  5/25/2016   EUR    68.38
Vontobel Financial Product     9.70 12/28/2015   EUR    78.06
Vontobel Financial Product     4.45 12/28/2015   EUR    67.59
Zurcher Kantonalbank Finan    10.00   8/3/2016   EUR    58.18
Vontobel Financial Product     6.50  2/26/2016   EUR    50.63
Deutsche Bank AG               5.20 12/23/2015   EUR    54.43
Deutsche Bank AG               5.20 12/23/2015   EUR    74.96
Deutsche Bank AG               6.20 12/23/2015   EUR    57.55
UBS AG/London                  9.00 12/28/2015   CHF    56.65
Vontobel Financial Product     6.55   1/5/2016   EUR    54.49
WGZ-Bank AG Westdeutsche G     3.40 12/22/2015   EUR    68.26
Goldman Sachs & Co Wertpap    20.00  1/20/2016   EUR    57.60
Leonteq Securities AG         15.20  1/26/2016   AUD    51.37
Commerzbank AG                 8.00  1/21/2016   EUR    50.37
Commerzbank AG                 2.00   2/3/2016   EUR    49.05
UBS AG/London                  9.00 12/28/2015   CHF    66.40
BNP Paribas Emissions- und    13.00 12/24/2015   EUR    59.79
BNP Paribas Emissions- und     5.50  3/24/2016   EUR    71.84
BNP Paribas Emissions- und     7.00  3/24/2016   EUR    69.15
BNP Paribas Emissions- und    11.00  3/24/2016   EUR    62.24
BNP Paribas Emissions- und     6.50  6/23/2016   EUR    72.01
UniCredit Bank AG              4.00  3/24/2016   EUR    61.55
UniCredit Bank AG              4.75  3/24/2016   EUR    66.07
UniCredit Bank AG              5.25  3/24/2016   EUR    62.77
UniCredit Bank AG              4.25  3/24/2016   EUR    67.42
UniCredit Bank AG              4.80  3/24/2016   EUR    65.39
UniCredit Bank AG              4.00  3/24/2016   EUR    69.69
BNP Paribas Emissions- und     5.00  6/23/2016   EUR    70.50
BNP Paribas Emissions- und     9.00  3/24/2016   EUR    77.09
BNP Paribas Emissions- und    13.00 12/24/2015   EUR    73.26
BNP Paribas Emissions- und    11.00  6/23/2016   EUR    74.88
BNP Paribas Emissions- und    12.00  6/23/2016   EUR    73.24
BNP Paribas Emissions- und     9.00  6/23/2016   EUR    76.90
BNP Paribas Emissions- und     9.00  6/23/2016   EUR    74.67
LBBW                           2.55  7/26/2019   EUR    64.75
Credit Suisse AG/Nassau        8.00  7/18/2016   EUR    52.20
DZ Bank AG Deutsche Zentra     8.25 12/21/2015   EUR    64.31
DZ Bank AG Deutsche Zentra     9.75 12/21/2015   EUR    64.48
Deutsche Bank AG               5.00  2/11/2016   EUR    62.86
Vontobel Financial Product    10.35   2/8/2016   EUR    74.42
DZ Bank AG Deutsche Zentra    10.00  6/20/2016   EUR    67.31
DZ Bank AG Deutsche Zentra     8.75  6/20/2016   EUR    66.55
DZ Bank AG Deutsche Zentra     8.00  6/20/2016   EUR    66.09
DZ Bank AG Deutsche Zentra     6.50  9/19/2016   EUR    66.52
DZ Bank AG Deutsche Zentra     7.50  9/19/2016   EUR    67.38
DZ Bank AG Deutsche Zentra    10.00 12/21/2015   EUR    45.00
DZ Bank AG Deutsche Zentra     8.25 12/21/2015   EUR    44.81
DZ Bank AG Deutsche Zentra     5.75 12/21/2015   EUR    44.53
DZ Bank AG Deutsche Zentra     9.75  6/20/2016   EUR    49.39
Goldman Sachs & Co Wertpap    14.00 11/25/2015   EUR    58.86
Goldman Sachs & Co Wertpap    14.00 11/25/2015   EUR    58.86
Goldman Sachs & Co Wertpap     6.00  2/24/2016   EUR    59.93
Goldman Sachs & Co Wertpap     6.00  3/23/2016   EUR    60.30
Goldman Sachs & Co Wertpap     6.00  6/22/2016   EUR    60.05
Goldman Sachs & Co Wertpap     9.00  1/20/2016   EUR    65.62
Goldman Sachs & Co Wertpap     6.00  2/24/2016   EUR    71.92
Goldman Sachs & Co Wertpap    21.00  2/24/2016   EUR    54.08
Goldman Sachs & Co Wertpap    10.00  3/23/2016   EUR    64.55
Goldman Sachs & Co Wertpap    10.00  6/22/2016   EUR    65.20
DZ Bank AG Deutsche Zentra     6.60  3/21/2016   EUR    72.23
DZ Bank AG Deutsche Zentra     7.10  3/21/2016   EUR    70.33
DZ Bank AG Deutsche Zentra     7.20  6/20/2016   EUR    70.51
DZ Bank AG Deutsche Zentra     5.80  9/19/2016   EUR    70.71
DZ Bank AG Deutsche Zentra     7.30 12/21/2015   EUR    73.50
DZ Bank AG Deutsche Zentra     7.90 12/21/2015   EUR    71.15
DZ Bank AG Deutsche Zentra     8.50 12/21/2015   EUR    69.04
DZ Bank AG Deutsche Zentra     5.30 12/21/2015   EUR    52.29
DZ Bank AG Deutsche Zentra     5.00  3/21/2016   EUR    53.49
DZ Bank AG Deutsche Zentra     4.50  6/20/2016   EUR    54.92
DZ Bank AG Deutsche Zentra     4.70  9/19/2016   EUR    55.17
UniCredit Bank AG              3.30  6/23/2016   EUR    55.38
Commerzbank AG                11.50  1/21/2016   EUR    61.94
Commerzbank AG                 7.25  1/21/2016   EUR    67.68
Commerzbank AG                 8.25  1/21/2016   EUR    66.12
Commerzbank AG                 9.25  1/21/2016   EUR    64.64
Commerzbank AG                 5.25  1/21/2016   EUR    57.50
Commerzbank AG                 6.25  1/21/2016   EUR    56.21
Commerzbank AG                 7.25  1/21/2016   EUR    55.00
Commerzbank AG                 8.25  1/21/2016   EUR    53.86
Commerzbank AG                 6.00  1/21/2016   EUR    62.43
Commerzbank AG                 7.25  1/21/2016   EUR    61.11
Commerzbank AG                 8.25  1/21/2016   EUR    59.81
BNP Paribas Emissions- und     5.40  2/25/2016   EUR    49.72
Societe Generale Effekten      4.45   1/6/2016   EUR    68.88
Societe Generale Effekten      7.81   7/1/2016   EUR    68.70
Societe Generale Effekten      9.86   7/1/2016   EUR    66.41
Societe Generale Effekten      6.93   1/6/2016   EUR    60.38
Societe Generale Effekten      8.76   1/6/2016   EUR    57.52
Societe Generale Effekten     10.64   7/1/2016   EUR    63.23
Societe Generale Effekten     12.56   7/1/2016   EUR    61.16
Societe Generale Effekten      6.46   7/1/2016   EUR    58.54
Leonteq Securities AG         11.00   1/9/2017   EUR    57.48
DZ Bank AG Deutsche Zentra     8.75  6/24/2016   EUR    71.86
DZ Bank AG Deutsche Zentra    11.25  6/24/2016   EUR    68.82
DZ Bank AG Deutsche Zentra    13.25  6/24/2016   EUR    67.77
DZ Bank AG Deutsche Zentra     8.50  9/23/2016   EUR    68.99
DZ Bank AG Deutsche Zentra     6.75  6/24/2016   EUR    71.66
DZ Bank AG Deutsche Zentra    12.50  3/29/2016   EUR    68.04
DZ Bank AG Deutsche Zentra    10.75  6/24/2016   EUR    67.88
DZ Bank AG Deutsche Zentra     5.00  6/24/2016   EUR    53.60
Deutsche Bank AG               4.20 12/22/2015   EUR    75.20
Deutsche Bank AG               5.20  6/21/2016   EUR    73.70
Commerzbank AG                 6.50  1/21/2016   EUR    73.98
Deutsche Bank AG               4.20  6/21/2016   EUR    73.00
Deutsche Bank AG               4.20  3/22/2016   EUR    73.10
Deutsche Bank AG               6.20  6/21/2016   EUR    74.30
Notenstein Privatbank AG       8.00   2/6/2017   EUR    60.08
Societe Generale Effekten      4.59   1/6/2016   EUR    68.66
Societe Generale Effekten      6.37   1/6/2016   EUR    65.14
Societe Generale Effekten      7.10   7/1/2016   EUR    68.35
Leonteq Securities AG         11.80   2/6/2017   USD    53.98
Leonteq Securities AG          9.00   2/9/2016   EUR    50.84
BNP Paribas Emissions- und     6.00 12/24/2015   EUR    58.06
BNP Paribas Emissions- und     6.50 12/24/2015   EUR    56.49
BNP Paribas Emissions- und     8.50 12/24/2015   EUR    53.71
BNP Paribas Emissions- und    10.00 12/24/2015   EUR    52.50
BNP Paribas Emissions- und    11.00 12/24/2015   EUR    51.30
BNP Paribas Emissions- und    12.00 12/24/2015   EUR    50.17
BNP Paribas Emissions- und     3.50  3/24/2016   EUR    64.28
BNP Paribas Emissions- und     4.00  3/24/2016   EUR    62.52
BNP Paribas Emissions- und     4.50  3/24/2016   EUR    60.87
BNP Paribas Emissions- und     7.50 12/22/2016   EUR    58.08
Societe Generale Effekten      8.94   7/1/2016   EUR    66.64
DekaBank Deutsche Girozent     3.00  6/30/2017   EUR    59.44
DekaBank Deutsche Girozent     1.80 12/23/2015   EUR    55.93
Leonteq Securities AG          7.20  4/24/2017   EUR    50.05
HSBC Trinkaus & Burkhardt     13.00  6/24/2016   EUR    60.44
HSBC Trinkaus & Burkhardt     11.00  6/24/2016   EUR    61.92
HSBC Trinkaus & Burkhardt      9.00  6/24/2016   EUR    63.66
UBS AG                         4.00 12/23/2016   EUR    71.66
Commerzbank AG                 9.25  3/24/2016   EUR    72.25
DekaBank Deutsche Girozent     4.90   9/2/2016   EUR    59.51
Commerzbank AG                 5.00  3/24/2016   EUR    63.62
Commerzbank AG                 5.00  3/24/2016   EUR    45.95
Commerzbank AG                 7.00  3/24/2016   EUR    44.37
Commerzbank AG                 9.25  3/24/2016   EUR    43.11
Commerzbank AG                 5.00  3/24/2016   EUR    48.57
Commerzbank AG                 7.25  3/24/2016   EUR    47.02
Deutsche Bank AG               9.20 12/20/2016   EUR    66.60
DekaBank Deutsche Girozent     3.90  5/18/2016   EUR    71.42
DZ Bank AG Deutsche Zentra     5.25  9/23/2016   EUR    72.58
DZ Bank AG Deutsche Zentra    14.50  1/22/2016   EUR    68.80
DZ Bank AG Deutsche Zentra    11.25  1/22/2016   EUR    55.12
DZ Bank AG Deutsche Zentra    13.25  1/22/2016   EUR    68.69
DZ Bank AG Deutsche Zentra     8.00  1/22/2016   EUR    61.89
DZ Bank AG Deutsche Zentra    11.00  1/22/2016   EUR    50.96
DZ Bank AG Deutsche Zentra     6.50  3/29/2016   EUR    51.25
LBBW                           3.00  7/22/2016   EUR    63.16
LBBW                           4.50  7/22/2016   EUR    60.98
Vontobel Financial Product     3.25  6/24/2016   EUR    57.38
Vontobel Financial Product    10.40  1/22/2016   EUR    61.78
Vontobel Financial Product    10.40  1/22/2016   EUR    61.93
Vontobel Financial Product     7.00  8/26/2016   EUR    73.62
Vontobel Financial Product    10.45 12/28/2015   EUR    48.92
Vontobel Financial Product     8.20  3/29/2016   EUR    50.72
Vontobel Financial Product     8.00  6/24/2016   EUR    52.30
Vontobel Financial Product     6.90  9/23/2016   EUR    53.32
Vontobel Financial Product     3.10  6/24/2016   EUR    55.77
Vontobel Financial Product     3.00  9/23/2016   EUR    56.38
Vontobel Financial Product     3.20  7/22/2016   EUR    63.25
Vontobel Financial Product     4.75  7/22/2016   EUR    61.10
Leonteq Securities AG         10.00  7/28/2016   EUR    56.65
Notenstein Privatbank AG       6.70  7/24/2017   EUR    58.78
Leonteq Securities AG          9.40 10/24/2016   EUR    54.74
Leonteq Securities AG         20.00  4/27/2016   USD    70.30
LBBW                           3.00  7/22/2016   EUR    56.00
LBBW                           4.00  7/22/2016   EUR    54.67
LBBW                           5.00  7/22/2016   EUR    53.82
LBBW                           3.00  7/22/2016   EUR    71.59
LBBW                           4.50  7/22/2016   EUR    69.57
Vontobel Financial Product     8.30  3/29/2016   EUR    51.95
LBBW                           3.40  8/24/2018   EUR    61.60
Goldman Sachs & Co Wertpap     4.00  9/21/2016   EUR    70.07
Goldman Sachs & Co Wertpap     4.00 12/21/2016   EUR    70.35
Goldman Sachs & Co Wertpap     4.00  3/22/2017   EUR    70.52
Goldman Sachs & Co Wertpap     5.00  6/21/2017   EUR    71.23
Goldman Sachs & Co Wertpap     4.00  4/20/2016   EUR    50.58
Goldman Sachs & Co Wertpap     7.00  4/20/2016   EUR    51.91
Goldman Sachs & Co Wertpap    12.00  5/25/2016   EUR    54.95
Goldman Sachs & Co Wertpap    11.00  6/22/2016   EUR    55.27
Goldman Sachs & Co Wertpap    11.00  6/22/2016   EUR    55.27
Goldman Sachs & Co Wertpap     6.00  7/20/2016   EUR    52.66
Goldman Sachs & Co Wertpap     6.00  8/24/2016   EUR    53.23
Goldman Sachs & Co Wertpap     6.00  6/21/2017   EUR    57.21
Goldman Sachs & Co Wertpap    16.00 12/23/2015   EUR    72.35
Goldman Sachs & Co Wertpap     4.00  2/24/2016   EUR    71.12
Goldman Sachs & Co Wertpap     4.00  3/23/2016   EUR    71.10
Goldman Sachs & Co Wertpap     6.00  4/20/2016   EUR    72.14
Goldman Sachs & Co Wertpap     4.00  6/22/2016   EUR    69.55
Goldman Sachs & Co Wertpap     7.00  6/22/2016   EUR    71.43
Goldman Sachs & Co Wertpap     7.00  7/20/2016   EUR    71.82
Goldman Sachs & Co Wertpap     8.00  7/20/2016   EUR    72.51
Goldman Sachs & Co Wertpap     4.00  8/24/2016   EUR    69.93
Goldman Sachs & Co Wertpap     7.00  8/24/2016   EUR    72.29
Goldman Sachs & Co Wertpap     8.00  8/24/2016   EUR    73.14
DZ Bank AG Deutsche Zentra     9.75 12/21/2015   EUR    44.98
DZ Bank AG Deutsche Zentra     7.25  3/21/2016   EUR    46.50
DZ Bank AG Deutsche Zentra     8.75  6/20/2016   EUR    48.78
DZ Bank AG Deutsche Zentra     5.40 12/21/2015   EUR    55.23
DZ Bank AG Deutsche Zentra     5.20  3/21/2016   EUR    56.49
DZ Bank AG Deutsche Zentra     5.30  6/20/2016   EUR    57.34
DZ Bank AG Deutsche Zentra     4.90  9/19/2016   EUR    58.17
HSBC Trinkaus & Burkhardt      8.65  6/17/2016   EUR    54.37
Goldman Sachs & Co Wertpap    22.00  1/20/2016   EUR    43.39
Goldman Sachs & Co Wertpap    22.00  2/24/2016   EUR    63.64
Goldman Sachs & Co Wertpap    17.00  6/22/2016   EUR    49.77
Vontobel Financial Product     8.45 12/28/2015   EUR    54.71
Vontobel Financial Product     8.75  3/11/2016   EUR    71.70
Vontobel Financial Product     6.85 12/28/2015   EUR    70.03
Vontobel Financial Product    11.50 12/28/2015   EUR    57.33
Vontobel Financial Product     6.30 12/11/2015   EUR    47.97
UniCredit Bank AG              4.00  6/24/2016   EUR    59.60
UniCredit Bank AG              4.00  6/24/2016   EUR    50.66
Commerzbank AG                 5.00  1/21/2016   EUR    49.86
Commerzbank AG                 6.00  1/21/2016   EUR    60.70
Deutsche Bank AG               3.20 12/22/2015   EUR    54.40
Deutsche Bank AG               3.20  3/22/2016   EUR    55.20
BNP Paribas Emissions- und     3.50  1/21/2016   EUR    75.07
BNP Paribas Emissions- und     7.00  7/21/2016   EUR    72.44
BNP Paribas Emissions- und     4.00 10/27/2016   EUR    77.20
BNP Paribas Emissions- und     4.50 10/27/2016   EUR    75.37
BNP Paribas Emissions- und     6.00 10/27/2016   EUR    72.71
BNP Paribas Emissions- und     3.00  1/26/2017   EUR    76.46
BNP Paribas Emissions- und     4.50  1/26/2017   EUR    76.11
BNP Paribas Emissions- und     4.00  7/27/2017   EUR    75.39
BNP Paribas Emissions- und     4.50  7/27/2017   EUR    75.86
Deutsche Bank AG               4.20 11/25/2015   EUR    61.20
Deutsche Bank AG               4.20 11/25/2015   EUR    58.60
Deutsche Bank AG               4.20 11/25/2015   EUR    54.20
Commerzbank AG                 8.50 12/24/2015   EUR    66.95
Commerzbank AG                 6.50  1/21/2016   EUR    70.73
Commerzbank AG                 9.25  1/21/2016   EUR    65.95
Commerzbank AG                12.25  1/21/2016   EUR    61.82
Commerzbank AG                 8.00 12/24/2015   EUR    71.93
Commerzbank AG                 8.00 12/24/2015   EUR    52.83
Commerzbank AG                 6.50 12/24/2015   EUR    49.60
DZ Bank AG Deutsche Zentra     6.25  2/26/2016   EUR    77.16
Deutsche Bank AG               3.20 11/25/2015   EUR    57.30
Deutsche Bank AG               3.20 11/25/2015   EUR    54.20
Deutsche Bank AG               3.20 12/22/2015   EUR    57.60
Deutsche Bank AG               3.20  3/22/2016   EUR    58.40
Deutsche Bank AG               3.20 11/25/2015   EUR    64.10
Deutsche Bank AG               3.20 12/22/2015   EUR    64.30
Deutsche Bank AG               3.20  3/22/2016   EUR    64.80
Deutsche Bank AG               3.20  3/22/2016   EUR    62.00
BNP Paribas Emissions- und     4.00  7/21/2016   EUR    77.16
BNP Paribas Emissions- und     4.50  7/21/2016   EUR    75.03
Deutsche Bank AG               4.20 11/25/2015   EUR    74.90
Deutsche Bank AG               4.20 11/25/2015   EUR    51.40
Commerzbank AG                 5.75 12/24/2015   EUR    72.43
Commerzbank AG                11.75 12/24/2015   EUR    62.33
Vontobel Financial Product    13.55 12/28/2015   EUR    61.09
Commerzbank AG                 9.50 12/24/2015   EUR    56.15
DZ Bank AG Deutsche Zentra     5.90 12/21/2015   EUR    54.31
DZ Bank AG Deutsche Zentra     5.60  3/21/2016   EUR    55.66
Vontobel Financial Product     6.00   2/4/2016   EUR    56.28
Deutsche Bank AG               6.20  3/22/2016   EUR    58.20
Deutsche Bank AG               5.20  3/22/2016   EUR    57.80
Deutsche Bank AG               6.20 11/25/2015   EUR    48.90
Deutsche Bank AG               5.20 11/25/2015   EUR    48.80
Deutsche Bank AG               6.20 12/22/2015   EUR    49.40
Deutsche Bank AG               5.20  3/22/2016   EUR    50.60
Commerzbank AG                12.25  6/23/2016   EUR    73.45
Deutsche Bank AG               7.20 11/25/2015   EUR    67.40
Deutsche Bank AG               7.20  3/22/2016   EUR    74.20
Deutsche Bank AG               7.20  3/22/2016   EUR    69.50
Deutsche Bank AG               7.20 11/25/2015   EUR    56.30
Deutsche Bank AG               7.20 11/25/2015   EUR    54.00
Deutsche Bank AG               7.20  3/22/2016   EUR    58.50
Deutsche Bank AG               7.20  3/22/2016   EUR    56.30
Deutsche Bank AG               7.20 11/25/2015   EUR    46.60
Deutsche Bank AG               7.20 12/22/2015   EUR    49.50
Deutsche Bank AG               7.20 12/22/2015   EUR    47.20
Deutsche Bank AG               7.20  3/22/2016   EUR    51.30
Deutsche Bank AG               7.20  3/22/2016   EUR    49.00
DZ Bank AG Deutsche Zentra     5.50  2/26/2016   EUR    55.51
DZ Bank AG Deutsche Zentra     5.50  2/26/2016   EUR    50.82
DZ Bank AG Deutsche Zentra     5.00  2/26/2016   EUR    64.78
DZ Bank AG Deutsche Zentra     5.50 12/28/2015   EUR    52.99
Vontobel Financial Product     6.70   2/9/2016   EUR    49.64
DZ Bank AG Deutsche Zentra     7.20 12/21/2015   EUR    74.92
DZ Bank AG Deutsche Zentra     8.25  6/20/2016   EUR    68.49
DZ Bank AG Deutsche Zentra     4.70  6/20/2016   EUR    57.93
DZ Bank AG Deutsche Zentra     5.20  9/19/2016   EUR    57.52
Deutsche Bank AG               5.20 11/25/2015   EUR    58.60
Deutsche Bank AG               6.20 11/25/2015   EUR    58.70
Deutsche Bank AG               5.20 11/25/2015   EUR    51.40
Deutsche Bank AG               6.20 11/25/2015   EUR    51.50
Deutsche Bank AG               5.20 12/22/2015   EUR    49.20
Deutsche Bank AG               6.20  3/22/2016   EUR    50.90
Commerzbank AG                 8.25  6/23/2016   EUR    77.72
Commerzbank AG                10.25  6/23/2016   EUR    75.46
Deutsche Bank AG               7.20 11/25/2015   EUR    72.30
Deutsche Bank AG               7.20 11/25/2015   EUR    49.00
Leonteq Securities AG          9.00  2/16/2016   EUR    72.73
BNP Paribas Emissions- und     6.00  7/21/2016   EUR    78.56
BNP Paribas Emissions- und     6.50  7/21/2016   EUR    75.60
BNP Paribas Emissions- und     5.00  1/21/2016   EUR    77.87
BNP Paribas Emissions- und     6.50  1/21/2016   EUR    75.27
UBS AG/London                  6.50   7/8/2016   CHF    47.03
BNP Paribas Emissions- und     6.00  1/21/2016   EUR    52.52
DZ Bank AG Deutsche Zentra     5.10  3/21/2016   EUR    51.58
DZ Bank AG Deutsche Zentra     6.00  3/21/2016   EUR    50.93
DZ Bank AG Deutsche Zentra     8.50 12/21/2015   EUR    61.59
DZ Bank AG Deutsche Zentra     7.30  3/21/2016   EUR    63.09
DZ Bank AG Deutsche Zentra     5.20 12/21/2015   EUR    51.30
DZ Bank AG Deutsche Zentra     5.60 12/21/2015   EUR    50.37
DZ Bank AG Deutsche Zentra     6.60 12/21/2015   EUR    49.50
Vontobel Financial Product     7.00  2/26/2016   EUR    47.44
Vontobel Financial Product     8.00  2/26/2016   EUR    49.60
HSBC Trinkaus & Burkhardt      5.50  1/31/2017   EUR    56.52
Vontobel Financial Product     7.85 12/11/2015   EUR    67.83
Vontobel Financial Product     5.65 12/11/2015   EUR    72.35
Vontobel Financial Product     5.50  3/11/2016   EUR    72.17
Vontobel Financial Product     7.25  3/11/2016   EUR    68.61
DZ Bank AG Deutsche Zentra     6.75 12/28/2015   EUR    49.65
Goldman Sachs & Co Wertpap    11.00  4/20/2016   EUR    74.36
Deutsche Bank AG               6.20  1/19/2016   EUR    73.10
Goldman Sachs & Co Wertpap     8.00  5/25/2016   EUR    71.57
Deutsche Bank AG               4.20  1/19/2016   EUR    72.70
Goldman Sachs & Co Wertpap    11.00  7/20/2016   EUR    74.36
Deutsche Bank AG               5.20  1/19/2016   EUR    72.90
Goldman Sachs & Co Wertpap     5.00  8/24/2016   EUR    70.67
Goldman Sachs & Co Wertpap     6.00  8/24/2016   EUR    71.52
Goldman Sachs & Co Wertpap    10.00  8/24/2016   EUR    74.80
Goldman Sachs & Co Wertpap    10.00  8/24/2016   EUR    74.72
Goldman Sachs & Co Wertpap     3.00  8/24/2016   EUR    46.48
Goldman Sachs & Co Wertpap     4.00  8/24/2016   EUR    47.27
Goldman Sachs & Co Wertpap     7.00  8/24/2016   EUR    49.64
Goldman Sachs & Co Wertpap     8.00  8/24/2016   EUR    50.42
Goldman Sachs & Co Wertpap    10.00  8/24/2016   EUR    52.00
Goldman Sachs & Co Wertpap     5.00 12/21/2016   EUR    49.64
DZ Bank AG Deutsche Zentra    12.00 12/18/2015   EUR    69.00
Deutsche Bank AG               5.20  1/19/2016   EUR    64.90
Deutsche Bank AG               4.20  1/19/2016   EUR    64.70
Deutsche Bank AG               6.20  1/19/2016   EUR    65.10
Deutsche Bank AG               4.20  1/19/2016   EUR    61.80
Deutsche Bank AG               5.20  1/19/2016   EUR    62.00
Deutsche Bank AG               6.20  1/19/2016   EUR    62.20
Deutsche Bank AG               4.20  1/19/2016   EUR    59.20
Deutsche Bank AG               5.20  1/19/2016   EUR    59.40
Deutsche Bank AG               6.20  1/19/2016   EUR    59.60
UBS AG                         8.00  9/23/2016   EUR    73.94
UBS AG                         5.50  9/23/2016   EUR    55.21
Vontobel Financial Product     7.55  2/26/2016   EUR    49.98
Vontobel Financial Product     7.65  2/26/2016   EUR    49.94
Bank Julius Baer & Co Ltd/    12.00   2/5/2016   USD    51.95
Deutsche Bank AG               5.20 12/22/2015   EUR    64.50
Deutsche Bank AG               6.20 12/22/2015   EUR    64.70
Deutsche Bank AG               4.20 12/22/2015   EUR    64.40
Deutsche Bank AG               6.20 12/22/2015   EUR    61.80
Deutsche Bank AG               4.20 12/22/2015   EUR    61.50
Deutsche Bank AG               5.20 12/22/2015   EUR    61.60
Deutsche Bank AG               4.20 12/22/2015   EUR    58.90
Deutsche Bank AG               6.20  3/22/2016   EUR    65.90
Deutsche Bank AG               5.20  3/22/2016   EUR    65.50
Deutsche Bank AG               4.20  3/22/2016   EUR    65.20
Deutsche Bank AG               6.20  3/22/2016   EUR    63.10
Deutsche Bank AG               4.20  3/22/2016   EUR    62.40
Deutsche Bank AG               5.20  3/22/2016   EUR    62.70
Deutsche Bank AG               5.20  3/22/2016   EUR    60.20
Deutsche Bank AG               6.20  3/22/2016   EUR    60.50
Deutsche Bank AG               4.20  3/22/2016   EUR    59.80
Deutsche Bank AG               5.20  6/21/2016   EUR    64.60
Deutsche Bank AG               6.20  6/21/2016   EUR    65.20
Deutsche Bank AG               4.20  6/21/2016   EUR    63.90
Deutsche Bank AG               6.20  6/21/2016   EUR    62.60
Deutsche Bank AG               4.20  6/21/2016   EUR    61.30
Deutsche Bank AG               5.20  6/21/2016   EUR    61.90
Deutsche Bank AG               4.20  6/21/2016   EUR    58.90
Deutsche Bank AG               5.20  6/21/2016   EUR    59.50
Deutsche Bank AG               6.20  6/21/2016   EUR    60.10
Bank Julius Baer & Co Ltd/     9.80   2/5/2016   EUR    57.30
Deutsche Bank AG               4.20 12/22/2015   EUR    54.50
Deutsche Bank AG               4.20 12/22/2015   EUR    51.70
Deutsche Bank AG               4.20  3/22/2016   EUR    55.60
Deutsche Bank AG               6.20  3/22/2016   EUR    53.50
Deutsche Bank AG               5.20  3/22/2016   EUR    53.10
Deutsche Bank AG               4.20  3/22/2016   EUR    52.70
Deutsche Bank AG               4.20  6/21/2016   EUR    56.00
Deutsche Bank AG               4.20  6/21/2016   EUR    53.20
Deutsche Bank AG               6.20  6/21/2016   EUR    54.40
Deutsche Bank AG               5.20  6/21/2016   EUR    53.80
Deutsche Bank AG               4.20  1/19/2016   EUR    54.80
Deutsche Bank AG               5.20  1/19/2016   EUR    55.10
Deutsche Bank AG               4.20  1/19/2016   EUR    52.00
Deutsche Bank AG               6.20  1/19/2016   EUR    52.40
Deutsche Bank AG               5.20  1/19/2016   EUR    52.20
BNP Paribas Emissions- und     9.00  3/24/2016   EUR    74.85
UBS AG                        11.50  9/23/2016   EUR    72.26
UBS AG                        12.50  9/23/2016   EUR    70.26
UBS AG                         4.25  9/23/2016   EUR    71.09
UBS AG                         6.25  9/23/2016   EUR    78.47
UBS AG                        14.50  6/24/2016   EUR    68.57
UBS AG                         7.50  9/23/2016   EUR    53.49
UBS AG                        10.50  9/23/2016   EUR    73.43
UBS AG                         9.00  9/23/2016   EUR    75.19
UBS AG                         9.00  6/24/2016   EUR    72.97
UBS AG                        11.50  1/28/2016   AUD    45.35
Landesbank Hessen-Thuering     4.25  5/27/2016   EUR    69.40
Credit Suisse AG/Nassau        8.00  2/11/2016   EUR    48.06
DZ Bank AG Deutsche Zentra     8.25  3/29/2016   EUR    62.93
DZ Bank AG Deutsche Zentra     8.00  6/24/2016   EUR    64.09
Goldman Sachs & Co Wertpap    15.00 12/23/2015   EUR    72.30
Goldman Sachs & Co Wertpap    15.00  5/25/2016   EUR    72.68
Goldman Sachs & Co Wertpap    21.00  7/20/2016   EUR    71.19
Goldman Sachs & Co Wertpap    10.00  8/24/2016   EUR    75.31
Goldman Sachs & Co Wertpap    15.00  8/24/2016   EUR    73.52
Goldman Sachs & Co Wertpap    19.00  8/24/2016   EUR    71.65
Goldman Sachs & Co Wertpap    16.00 12/21/2016   EUR    74.35
DZ Bank AG Deutsche Zentra     8.25  3/29/2016   EUR    59.34
DZ Bank AG Deutsche Zentra     9.00  6/24/2016   EUR    60.05
DZ Bank AG Deutsche Zentra     9.75 12/28/2015   EUR    57.54
DZ Bank AG Deutsche Zentra     5.50  6/24/2016   EUR    51.67
DZ Bank AG Deutsche Zentra     5.75  6/24/2016   EUR    51.83
Societe Generale Effekten      6.23   1/6/2016   EUR    65.32
Societe Generale Effekten      3.75   1/6/2016   EUR    56.85
Societe Generale Effekten      4.75   7/1/2016   EUR    60.98
Landesbank Hessen-Thuering     8.25   3/6/2020   EUR    56.08
DZ Bank AG Deutsche Zentra     6.25  3/21/2016   EUR    51.01
DZ Bank AG Deutsche Zentra     5.75  3/21/2016   EUR    51.11
Leonteq Securities AG          6.00  2/20/2017   CHF    61.27
Vontobel Financial Product     6.00  6/10/2016   EUR    50.64
Commerzbank AG                 5.00  2/25/2016   EUR    49.48
Goldman Sachs & Co Wertpap    21.00  3/23/2016   EUR    64.98
DZ Bank AG Deutsche Zentra     8.00  3/29/2016   EUR    66.28
Commerzbank AG                 5.50 12/24/2015   EUR    73.44
Commerzbank AG                 7.50 12/24/2015   EUR    69.78
Commerzbank AG                 6.25  1/21/2016   EUR    72.06
Commerzbank AG                10.75  1/21/2016   EUR    65.86
Commerzbank AG                 8.50  6/23/2016   EUR    74.03
Commerzbank AG                10.50  6/23/2016   EUR    72.02
Commerzbank AG                11.75  6/23/2016   EUR    71.07
Commerzbank AG                 8.75  6/23/2016   EUR    74.80
Commerzbank AG                 9.50  6/23/2016   EUR    74.06
Commerzbank AG                10.50  6/23/2016   EUR    73.46
Commerzbank AG                 5.75  6/23/2016   EUR    55.84
Commerzbank AG                 6.75  6/23/2016   EUR    55.35
Commerzbank AG                 7.50  6/23/2016   EUR    54.76
Commerzbank AG                 6.25  6/23/2016   EUR    63.33
Commerzbank AG                 8.00  6/23/2016   EUR    61.34
Commerzbank AG                 9.25  6/23/2016   EUR    60.69
Commerzbank AG                10.25  6/23/2016   EUR    59.95
Vontobel Financial Product     6.00  8/26/2016   EUR    53.49
Vontobel Financial Product     6.25 12/11/2015   EUR    64.31
HSBC Trinkaus & Burkhardt      7.90 12/28/2015   EUR    68.25
HSBC Trinkaus & Burkhardt     12.80 12/28/2015   EUR    45.93
HSBC Trinkaus & Burkhardt     13.60 12/28/2015   EUR    68.77
HSBC Trinkaus & Burkhardt      9.40  1/22/2016   EUR    73.83
HSBC Trinkaus & Burkhardt      8.10 12/28/2015   EUR    62.10
HSBC Trinkaus & Burkhardt      9.10  3/25/2016   EUR    61.58
HSBC Trinkaus & Burkhardt      6.50 11/27/2015   EUR    64.20
HSBC Trinkaus & Burkhardt      9.70  1/22/2016   EUR    60.27
HSBC Trinkaus & Burkhardt      6.40  1/22/2016   EUR    65.12
HSBC Trinkaus & Burkhardt      7.40  1/22/2016   EUR    55.93
HSBC Trinkaus & Burkhardt     15.60 12/28/2015   EUR    67.16
HSBC Trinkaus & Burkhardt     10.30  1/22/2016   EUR    73.42
Vontobel Financial Product     3.10   4/8/2016   EUR    58.62
Vontobel Financial Product     3.70   4/8/2016   EUR    57.24
Vontobel Financial Product     6.15  6/10/2016   EUR    54.66
Vontobel Financial Product     6.85  6/10/2016   EUR    53.78
Vontobel Financial Product     7.60  6/10/2016   EUR    52.98
Vontobel Financial Product     6.65  6/10/2016   EUR    65.63
Vontobel Financial Product     9.05  6/10/2016   EUR    61.94
Vontobel Financial Product     8.00  12/7/2015   EUR    48.01
Commerzbank AG                 5.00  1/21/2016   EUR    55.24
BNP Paribas Emissions- und     5.00  3/24/2016   EUR    59.32
BNP Paribas Emissions- und     5.50  3/24/2016   EUR    57.87
BNP Paribas Emissions- und     7.00  3/24/2016   EUR    56.87
BNP Paribas Emissions- und     7.50  3/24/2016   EUR    55.59
BNP Paribas Emissions- und     6.50  6/23/2016   EUR    59.36
BNP Paribas Emissions- und     7.50  6/23/2016   EUR    57.01
BNP Paribas Emissions- und     9.50  6/23/2016   EUR    55.57
BNP Paribas Emissions- und    10.00  6/23/2016   EUR    54.64
BNP Paribas Emissions- und     4.00 12/22/2016   EUR    64.46
BNP Paribas Emissions- und     5.00 12/22/2016   EUR    62.29
BNP Paribas Emissions- und     6.00 12/22/2016   EUR    60.41
BNP Paribas Emissions- und     7.00 12/22/2016   EUR    58.79
BNP Paribas Emissions- und     8.00  3/24/2016   EUR    54.39
BNP Paribas Emissions- und     9.50  3/24/2016   EUR    53.62
BNP Paribas Emissions- und    10.00  3/24/2016   EUR    52.55
BNP Paribas Emissions- und     3.50  6/23/2016   EUR    64.47
BNP Paribas Emissions- und     4.00  6/23/2016   EUR    62.90
Commerzbank AG                 4.60   4/7/2016   EUR    52.82
Commerzbank AG                10.00 12/24/2015   EUR    66.55
Commerzbank AG                 8.50  1/21/2016   EUR    68.78
UBS AG/London                  4.30  3/11/2016   EUR    72.37
Commerzbank AG                 9.50  6/23/2016   EUR    73.01
Commerzbank AG                 7.75  6/23/2016   EUR    75.43
Commerzbank AG                 4.25  6/23/2016   EUR    57.26
Commerzbank AG                 5.00  6/23/2016   EUR    56.52
Commerzbank AG                 8.50  6/23/2016   EUR    54.36
Commerzbank AG                 9.25  6/23/2016   EUR    53.85
Commerzbank AG                 7.00  6/23/2016   EUR    62.22
Norddeutsche Landesbank Gi     4.75   6/3/2016   EUR    73.04
Vontobel Financial Product     3.75   9/9/2016   EUR    58.41
Vontobel Financial Product     3.90  6/17/2016   EUR    57.71
Vontobel Financial Product     4.75  6/17/2016   EUR    56.70
Vontobel Financial Product    22.75  6/24/2016   EUR    52.98
Vontobel Financial Product     8.65 12/28/2015   EUR    49.87
Vontobel Financial Product     9.80 12/28/2015   EUR    48.83
Goldman Sachs & Co Wertpap     9.00  2/24/2016   EUR    51.39
Goldman Sachs & Co Wertpap     9.00  2/24/2016   EUR    51.39
Goldman Sachs & Co Wertpap     9.00  3/23/2016   EUR    52.08
Goldman Sachs & Co Wertpap     9.00  3/23/2016   EUR    52.08
Goldman Sachs & Co Wertpap     9.00  6/22/2016   EUR    54.05
Vontobel Financial Product     6.00   2/5/2016   EUR    48.73
DZ Bank AG Deutsche Zentra     6.25  1/20/2016   EUR    49.97
DZ Bank AG Deutsche Zentra     7.00  3/29/2016   EUR    41.68
DZ Bank AG Deutsche Zentra     7.50  6/24/2016   EUR    63.59
Vontobel Financial Product     5.05  1/15/2016   EUR    58.37
Vontobel Financial Product     8.60 12/11/2015   EUR    54.31
Vontobel Financial Product     5.15  3/11/2016   EUR    59.20
Vontobel Financial Product     7.50  3/11/2016   EUR    56.17
Vontobel Financial Product     4.80 12/11/2015   EUR    67.37
Vontobel Financial Product     4.95  3/11/2016   EUR    68.23
Vontobel Financial Product     6.10  3/11/2016   EUR    65.60
HSBC Trinkaus & Burkhardt     10.00  1/22/2016   EUR    64.94
HSBC Trinkaus & Burkhardt      7.00  3/25/2016   EUR    51.25
HSBC Trinkaus & Burkhardt      7.50  1/22/2016   EUR    50.38
HSBC Trinkaus & Burkhardt      6.20  3/25/2016   EUR    65.92
HSBC Trinkaus & Burkhardt     13.50 12/28/2015   EUR    50.93
Vontobel Financial Product    11.85 12/11/2015   EUR    60.23
Commerzbank AG                 6.00  1/21/2016   EUR    68.20
DZ Bank AG Deutsche Zentra     8.10 12/21/2015   EUR    64.37
DZ Bank AG Deutsche Zentra     8.80 12/21/2015   EUR    63.10
DZ Bank AG Deutsche Zentra     7.50  3/21/2016   EUR    64.60
DZ Bank AG Deutsche Zentra     5.30  3/21/2016   EUR    54.58
DZ Bank AG Deutsche Zentra     9.25 12/21/2015   EUR    49.80
DZ Bank AG Deutsche Zentra     7.25  3/21/2016   EUR    51.37
DZ Bank AG Deutsche Zentra     9.50 12/21/2015   EUR    58.66
DZ Bank AG Deutsche Zentra     8.00 12/21/2015   EUR    58.49
BNP Paribas Emissions- und     9.50  3/24/2016   EUR    77.31
BNP Paribas Emissions- und    13.00  3/24/2016   EUR    71.18
BNP Paribas Emissions- und     8.00  6/23/2016   EUR    78.75
DZ Bank AG Deutsche Zentra     6.60 12/21/2015   EUR    66.47
DZ Bank AG Deutsche Zentra     5.60  3/21/2016   EUR    67.38
DZ Bank AG Deutsche Zentra     6.70  3/21/2016   EUR    65.60
DZ Bank AG Deutsche Zentra     6.10 12/21/2015   EUR    53.36
DZ Bank AG Deutsche Zentra     8.75  3/21/2016   EUR    60.66
DZ Bank AG Deutsche Zentra     7.75  3/21/2016   EUR    60.30
Commerzbank AG                10.50  1/21/2016   EUR    78.31
Commerzbank AG                12.75  1/21/2016   EUR    75.00
Commerzbank AG                11.50  1/21/2016   EUR    76.01
Commerzbank AG                10.25  1/21/2016   EUR    49.15
Vontobel Financial Product     7.65  5/27/2016   EUR    72.94
Commerzbank AG                 8.00  1/21/2016   EUR    57.41
Commerzbank AG                10.50  1/21/2016   EUR    59.74
UBS AG/London                 11.75 12/28/2015   CHF    74.65
BNP Paribas Emissions- und    14.00  3/24/2016   EUR    58.75
BNP Paribas Emissions- und     8.50  6/23/2016   EUR    67.37
Commerzbank AG                 3.75  1/21/2016   EUR    60.43
Commerzbank AG                 4.50  1/21/2016   EUR    58.92
Commerzbank AG                 4.00  1/21/2016   EUR    75.05
Commerzbank AG                 4.75  1/21/2016   EUR    73.07
Commerzbank AG                 5.50  1/21/2016   EUR    71.17
Commerzbank AG                 6.50  1/21/2016   EUR    69.42
Commerzbank AG                10.25  1/21/2016   EUR    63.24
Commerzbank AG                 4.25  1/21/2016   EUR    65.48
Commerzbank AG                 5.25  1/21/2016   EUR    63.94
Leonteq Securities AG         12.00  1/27/2016   AUD    49.79
Commerzbank AG                 7.25  1/21/2016   EUR    52.39
Leonteq Securities AG         10.20   2/2/2016   USD    62.22


                            *********

Monday's edition of the TCR delivers a list of indicative prices
for bond issues that reportedly trade well below par.  Prices are
obtained by TCR editors from a variety of outside sources during
the prior week we think are reliable.  Those sources may not,
however, be complete or accurate.  The Monday Bond Pricing table
is compiled on the Friday prior to publication.  Prices reported
are not intended to reflect actual trades.  Prices for actual
trades are probably different.  Our objective is to share
information, not make markets in publicly traded securities.
Nothing in the TCR constitutes an offer or solicitation to buy or
sell any security of any kind.  It is likely that some entity
affiliated with a TCR editor holds some position in the issuers'
public debt and equity securities about which we report.

Each Tuesday edition of the TCR contains a list of companies with
insolvent balance sheets whose shares trade higher than US$3 per
share in public markets.  At first glance, this list may look
like the definitive compilation of stocks that are ideal to sell
short.  Don't be fooled.  Assets, for example, reported at
historical cost net of depreciation may understate the true value
of a firm's assets.  A company may establish reserves on its
balance sheet for liabilities that may never materialize.  The
prices at which equity securities trade in public market are
determined by more than a balance sheet solvency test.

Each Friday's edition of the TCR includes a review about a book
of interest to troubled company professionals.  All titles are
available at your local bookstore or through Amazon.com.  Go to
http://www.bankrupt.com/booksto order any title today.


                            *********


S U B S C R I P T I O N   I N F O R M A T I O N

Troubled Company Reporter-Europe is a daily newsletter co-
published by Bankruptcy Creditors' Service, Inc., Fairless Hills,
Pennsylvania, USA, and Beard Group, Inc., Washington, D.C., USA.
Valerie U. Pascual, Marites O. Claro, Rousel Elaine T. Fernandez,
Joy A. Agravante, Ivy B. Magdadaro, and Peter A. Chapman,
Editors.

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

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

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

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


                 * * * End of Transmission * * *