TCREUR_Public/151116.mbx         T R O U B L E D   C O M P A N Y   R E P O R T E R

                           E U R O P E

          Monday, November 16, 2015, Vol. 16, No. 226

                            Headlines


B O S N I A

BIRAC: Loses Court Challenge Over Ukio Bankas Loan Claims


B U L G A R I A

CHIMCO AD: Asset Auction Scheduled for March 19


C Y P R U S

IG SEISMIC: S&P Affirms 'B' Corp. Credit Rating, Outlook Negative


C Z E C H   R E P U B L I C

RPG BYTY: Fitch Affirms 'B+' LT Issuer Default Rating


G E R M A N Y

OW BUNKER: Files for Chapter 11 Creditor Protection
OW BUNKER GERMANY: Chapter 15 Case Summary
TECHEM GMBH: Fitch Affirms 'BB-' LT Issuer Default Rating


I R E L A N D

AVOCA CLO VII: Fitch Affirms 'CCCsf' Rating on Class F Notes
EUROCREDIT CDO VII: Moody's Affirms Ba1 Rating on Class D Notes
HARVEST CLO XII: S&P Affirms 'B-(sf)' Rating on Class F Notes


L U X E M B O U R G

ARCELORMITTAL: Moody's Cuts Corporate Family Rating to 'Ba2'


N E T H E R L A N D S

PEARL MORTGAGE 1: Fitch Affirms 'Bsf' Rating on Class B Notes


R U S S I A

MOSSTROYECONOMBANK JSC: Provisional Administration Halted
RVK-FINANCE LLC: Fitch Assigns 'BB-' Rating to RUB3BB Bonds
TIME BANK: Bank of Russia Halts Provisional Administration


S L O V E N I A

T-2: Constitutional Court Annuls Bankruptcy Ruling


S P A I N

CATALONIA: Fitch Lowers LT Issuer Default Ratings to 'BB'
CODERE SA: Files Bankruptcy Court Protection in U.S.
INSTITUT CATALA: Fitch Cuts LT Issuer Default Rating to 'BB'


S W E D E N

DOMETIC GROUP: Moody's Puts 'B3' CFR on Review for Upgrade


U K R A I N E

UKRBURSHTYN: Court of Appeals Affirms Bankruptcy Termination


U N I T E D   K I N G D O M

AMEC FOSTER: Moody's Lowers Issuer Rating to 'Ba1', Outlook Stable
CLAVIS SECURITIES 2006-01: Moody's Hikes M Notes Rating From Ba1
NEWDAY FUNDING 2015-2: Fitch Rates GBP15.6MM Notes 'Bsf'
SENSATA TECHNOLOGIES: Moody's Rates US$750MM Sr. Unsec. Notes Ba3
SOHO HOUSE: Moody's Assigns Caa1 Corporate Family Rating


X X X X X X X X

* BOND PRICING: For the Week Nov. 9, 2015 to Nov. 13, 2015


                            *********


===========
B O S N I A
===========


BIRAC: Loses Court Challenge Over Ukio Bankas Loan Claims
---------------------------------------------------------
Bosnia Today reports that bankrupt alumina plant Birac has lost a
court challenge in Lithuania over Ukio Bankas claims for BAM154
million in damages.

A court in Lithuania has dismissed Birac Europe's case, concluding
that a BAM154 million loan agreement at the center of the case is
still valid, Bosnia Today relates.

According to Bosnia Today, local media earlier reported that in
2012, subsidiary companies Alumina and Mehanika were used as
collateral for the BAM154 million loan extended to Birac, a loan
Ukio Bankas is now trying to collect.

Birac is set to appeal the ruling, Bosnia Today notes.

Birac entered bankruptcy in 2013 and was raided by police and tax
inspectors over the suspect legality of several transactions,
Bosnia Today recounts.

Birac is based in Bosnia.



===============
B U L G A R I A
===============


CHIMCO AD: Asset Auction Scheduled for March 19
-----------------------------------------------
Borislava Andreevska at SeeNews reports that a Sofia-based TV
channel bTV said on Nov. 11 the assets of Chimco have been put up
for sale at a starting price of nearly BGN29 million (US$20.3
million/EUR14.8 million).

According to SeeNews, btv said the insolvent company's land,
buildings, production and engineering facilities, equipment and
vehicles will be auctioned on March 19.

The TV channel further said the tender procedure started at the
request of Chimco's trustee after a decision from the Vratsa
regional court, SeeNews relates.

Chimco, which halted operations in 2003, used to be Bulgaria's
biggest urea producer with an output capacity of 800,000 tonnes
annually, accounting for approximately 3.5% of global production,
SeeNews notes.

Chimco AD is a Vratsa-based fertilizer plant.  The company was
declared bankrupt in 2004.



===========
C Y P R U S
===========


IG SEISMIC: S&P Affirms 'B' Corp. Credit Rating, Outlook Negative
-----------------------------------------------------------------
Standard & Poor's Ratings Services affirmed its 'B' long-term
corporate credit rating on Cyprus-headquartered seismic group IG
Seismic Services PLC (IGSS) and Russia-domiciled core subsidiary
GEOTECH Seismic Services.  S&P removed the long-term rating on
IGSS from CreditWatch, where it had placed it with negative
implications on July 22, 2015.  The outlook is negative.

S&P also lowered its Russia national scale rating on GEOTECH
Seismic Services to 'ruBBB+' from 'ruA-' and removed it from
CreditWatch negative.

The rating affirmation primarily reflects IGSS' improved liquidity
position now that it has secured a seven-year loan from Otkritie
Bank.  It also reflects S&P's view that IGSS should be well
positioned to sustain its operating performance and keep adjusted
debt to EBITDA at below 4x on a sustainable basis.

S&P also projects the company will generate neutral to positive
free operating cash flow (FOCF) in 2015-2016, owing to
substantially lower capital expenditure (capex).  S&P bases this
on its view that the Russian oilfield services market is less
affected by the decline in oil prices.  This is because Russia's
largest oil companies have not reduced capex as their profits and
cash flows have benefited from the devaluation of the ruble.

S&P continues to view IGSS' financial risk profile as "highly
leveraged" with only limited ability to deleverage in the medium
term given only gradual improvement in FOCF generation.

IGSS business risk profile continues to be pressured by its small
scale relative to global peers.  At the same time, it is supported
by the company's leading position in the niche Russian seismic
services market.

S&P's base case assumes:

   -- A slight decline in the Russian seismic market driven by a
      reduction in volumes, partly offset by increasing
      complexity of services, and no price adjustments for 2015
      contracts;

   -- Stable EBITDA margin of above 20% for the forecast period,
      given cost inflation will be partly compensated by
      company's cost-cutting initiatives;

   -- Minimal capex of close to RUB1 billion in 2015 and somewhat
      higher after that, which is almost the maintenance level;
      and

   -- No large-scale acquisitions or shareholder distributions
      over the next two years.

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

   -- Debt-to-EBITDA of below 4x in the medium term;

   -- Funds from operations (FFO) to debt of above 12% in 2015-
      2016; and

   -- Neutral to positive FOCF.

S&P continues to view GEOTECH Seismic Services as a core
subsidiary of IGSS, under S&P's criteria.  S&P considers that it
is an integral part of IGSS' business, generating the 100% of
EBITDA (given that the data processing and interpretation segment
is neutral-to-loss-making).  S&P therefore continues to equalize
its global scale rating on the subsidiary with that on IGSS.

The negative outlook reflects the challenging conditions in the
oilfield services, including reducing volumes and stagnating
prices.  S&P thinks that IGSS is generally well-positioned to
sustain its operating performance but downside could arise if
Russia's largest oil producers were to cut their capex.

S&P could consider a downgrade if liquidity weakened due to
aggressive refinancing, or if weaker cash flow generation led to
diminishing covenant headroom.  S&P could also lower the rating if
it saw a risk of debt to EBITDA rising to above 4x and FFO to debt
falling sustainably below 12%.

S&P could revise the outlook on the rating to stable if it sees a
further improvement to IGSS' liquidity, notably if the covenant
headroom improves and S&P gains comfort regarding repayment of its
maturities in the second half of 2016, such as the put option on
the RUB3 billion bond maturing in October 2016.



===========================
C Z E C H   R E P U B L I C
===========================


RPG BYTY: Fitch Affirms 'B+' LT Issuer Default Rating
-----------------------------------------------------
Fitch Ratings has affirmed Czech Republic-based property group RPG
Byty's (RPG) Long-term Issuer Default Rating at 'B+' with Stable
Outlook and its EUR400 million senior secured bond at 'BB-'
/Recovery Rating 'RR3'.

The ratings reflect RPG's high geographical concentration and
small scale.  They also factor in stable rental income received
from the company's Czech residential housing portfolio, de-
regulation of rents and limited future capex requirements.  Fitch
expects leverage to remain stable at around 40% of loan-to-value
(LTV) and interest cover at around 2.0x.

The senior secured notes are rated a notch above the IDR as they
benefit from a security package including a first-rank mortgage on
the real estate portfolio offering around 2.0x asset cover and a
pledge on issuer shares.

KEY RATING DRIVERS

Stabilizing Vacancies

Following rental increases resulting from de-regulation, vacancies
increased to 10.8% at Dec 13 from a low 4.7% in 2010, as tenants
left what had been heavily subsidized accommodation.  Vacancies
are now stabilizing or even slightly improving (vacancy of 9.6% at
end-1H15 vs. 10.6% a year ago).

The improvement comes as the number of cancellations decreased
(4,932 in 2014 vs. 5,672 in 2012) and reflects various initiatives
including an improvement investment program or the split of larger
flats into smaller units.  The gap between market rent and post-
regulated rent is also shrinking both in terms of rent and
importance for RPG.

Change in Ownership

RPG Byty announced in August that it will be acquired by Round
Hill Capital, which was subsequently approved by the Czech
antitrust office (UOHS).  This acquisition is not unexpected given
the consent solicitation made in March 2015 and previous attempts
to list the company.  Fitch does not expect any significant shift
in strategy but will monitor any announcements the company may
make at its coming quarterly results.

FX and Bullet Refinancing Risk

RPG Byty is a Czech residential home letting business with all
rental income denominated in the local currency.  While the coupon
on its sole EUR400 million bond is fully hedged against CZK
depreciation, the principal is not.  Fitch views this exposure as
a significant risk for the company even though the Czech currency
has so far been fairly stable versus the euro, with declines
failing to have a negative cash impact.

In an extreme scenario of depreciation of 15%-20% versus the EUR,
the option protection on 50% of the bond principal would kick in
at CZK/EUR32.3, resulting in a still manageable LTV of around 50%
(within Fitch's guidelines).

Reasonable Leverage Metrics

Fitch forecasts LTV to remain around 40% (41% in 2014).  RPG Byty
does not undertake any residential development and hence execution
and budget risk on capex is low.  Since 2006, EUR280 million has
been spent on upgrading the portfolio.  Capex declined
significantly in 2014, following the execution of most of the
upgrade program. Fitch expects future capex to remain at around
CZK500 million.

Stable Rental Income

RPG Byty's business strategy is based on delivering increased
rents as contractually agreed with its tenants and tightly
managing operating costs.  Rental income has grown as a result of
the Czech rental market de-regulation in 2010.  The average tenure
for residents is long at 15 years, reflects a still high, albeit
decreasing, average age profile (52-year vs 56-year last year) of
tenants.  Tenants on market rent contracts are 40-year old on
average.

Strong Concentration Risk

RPG' Bytys 44,000 unit portfolio is located in the Moravia-Silesia
region with all properties situated within a 50km radius.  Rental
income and portfolio valuations are strongly linked to the local
economy.  Although local demographics are not entirely favorable,
Moravia's economic performance has been solid with an average
annual growth of 4.3% over the last 10 years, above the EU average
of around 1%.

Positively, the region has attracted new sectors of activity, such
as electronics, software companies and pharmaceutical groups but
retains a strong, albeit declining, focus on the cyclical
industrial sector.  In both Ostrava and Havirov, RPG Byty's
portfolio represents over 10% and 30% of the town's housing stock
respectively.  In addition, Ostrava and Havirov together accounted
for 62% of the portfolio by units at December 2014.  However, the
portfolio is sizeable and RPG Byty benefits from economies of
scale in terms of letting and asset management.

KEY ASSUMPTIONS

   -- Flat occupancy ratio
   -- Modest increase in rent
   -- Capex reflecting that most of the value enhancing program
      has already been executed

RATING SENSITIVITIES

Positive: Future developments that may, individually or
collectively, lead to positive rating action include:

   -- Improved corporate governance with an established dividend
      policy, most likely through a successful IPO

   -- Improved portfolio diversification where RPG Byty
      establishes a critical size of residential portfolio
      outside the Ostrava region

   -- A sustainable improvement in financial metrics with LTV
      below 40% (41% at YE 2014), net debt/ EBITDA below 5.0x (7x
      at end-2014) and EBITDA net interest cover (NIC) ratio
      above 2.0x

   -- Increased liquidity on a sustained basis to a score of
      1.0x, resulting from undrawn committed debt facilities or
      increased unrestricted cash.

Negative: Future developments that may, individually or
collectively, lead to negative rating action include:

   -- Significant deterioration in vacancy rates or rise in
      tenant Arrears

   -- EBITDA NIC falling below 1.5x and net debt/EBITDA rising
      above 8.0x

   -- Declining valuation or FX mismatch leading to weaker
      leverage metrics (LTV above 55%) that make re-financing
      prospects for the company's bullet bond more difficult

   -- Evidence that financial problems at the other investments
      held at the ultimate owner level are having a negative
     impact on RPG Byty

LIQUIDITY

RPG Byty has sufficient liquidity up to bond maturity in 2020 but
could face significant refinancing risk at a later stage.



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


OW BUNKER: Files for Chapter 11 Creditor Protection
---------------------------------------------------
Dawn McCarty at Bloomberg News reports that OW Bunker Germany GmbH
filed for Chapter 15 creditor protection in New York on
Nov. 11.

According to Bloomberg, papers show the company owes as much as
US$1 billion.

The case is In re O.W. Bunker Germany Gmbh, 15-13018, U.S.
Bankruptcy Court, Southern District of New York (Manhattan).

U.S. affiliates OW Bunker Holding North America Inc., OW Bunker
North America Inc. and OW Bunker USA Inc. sought Chapter 11
protection in Nov. 2014, Bloomberg recounts.

OW Bunker Germany GmbH is a provider of petroleum products.


OW BUNKER GERMANY: Chapter 15 Case Summary
------------------------------------------
Chapter 15 Petitioner: Dr. Gideon Bohm

Chapter 15 Debtor: O.W. Bunker Germany GmbH
                   Neumuhlen 11, 22763
                   Hamburg, Germany

Chapter 15 Case No.: 15-13018

Type of Business: Bunker Fuel Supplier

Chapter 15 Petition Date: November 11, 2015

Court: United States Bankruptcy Court
       Southern District of New York (Manhattan)

Chapter 15 Petitioner's Counsel: Darren T. Azman, Esq.
                                 MCDERMOTT WILL & EMERY LLP
                                 340 Madison Avenue
                                 New York, NY 10173
                                 Tel: (212) 547-5615
                                 Fax: (646)728-2942
                                 Email: dazman@mwe.com

Estimated Assets: $50 million to $100 million

Estimated Debts: $500 million to $1 billion


TECHEM GMBH: Fitch Affirms 'BB-' LT Issuer Default Rating
---------------------------------------------------------
Fitch Ratings has affirmed Germany-based sub-metering company
Techem GmbH's Long-term Issuer Default Rating at 'BB-'.  The
Outlook is Stable.

Fitch has also affirmed Techem's EUR815 million senior secured
bank debt and EUR410 million senior secured notes at 'BB'.  The
EUR325 million subordinated notes issued by Techem Energy Metering
Service GmbH & Co. KG are also affirmed at 'B'.

The affirmation reflects Fitch's view that Techem has good
earnings visibility and growth prospects.  The agency considers
that management can steer the financial profile within the ratio
guidelines for the 'BB-' Long-term IDR, balancing growth capex and
dividend payments when required.  Management and shareholders have
given a firm commitment to maintain net debt/EBITDA based leverage
at or below 4.5x at financial year-end.  Fitch's rating case
assumes adherence to this financial policy.

KEY RATING DRIVERS

Legislation Supports Growth

Techem is benefiting from the introduction of mandatory water
testing and smoke detector installation in Germany, which will
temporarily lead to materially higher investment activity.  Over
the medium term, EU directives require the implementation of
energy efficiency guidelines into national legislation, but many
countries have made little progress in terms of demand side
measures.  Techem is among the key players in this market, has
operations across Europe and will be able to capitalize on its
expertise as and when the roll-out wave happens.

Focus on Operational Efficiency

Fitch expects margin improvements over time from operational
initiatives.  One major project is the insourcing of sales
partners' business volumes.  Other measures relate to
standardization and streamlining of business processes from order
placement through installation, service and maintenance.

Resilient Business Model

Techem benefits from a high degree of stability and predictability
of cash flows due to the contracted nature of i) the installed
base of metering devices; and ii) energy contracting.  The group
has a strong brand, a competitive cost base and renders a
comparably high level of service.  As a result, Techem reports low
churn rates.  Around 80% of revenues and profits come from Germany
and future growth will enhance economies of scale.

Clear Financial Policy

The ratings are supported by a firm commitment from Techem's
management and shareholders to maintain net debt/EBITDA-based
leverage at or below 4.5x at financial year-end on a sustained
basis (leverage may be above 4.5x at quarter ends due to the
cash/working capital cycle across the year).  Assuming the group
does not hold excessive cash on the balance sheet (under our Fitch
base case this means not more than EUR175 million), this should
ensure that gearing remains below 6.0x FFO adjusted leverage, as
calculated by Fitch.

Credit Metrics Within Ratio Guidance

Fitch expects FFO adjusted gross leverage to rise from 4.8x after
a strong performance in FY15 to 5.9x as the issuer draws on the
new committed capex facilities over time, gradually reducing to
below 5.5x by FY19.  This development will be driven by a pick-up
in capex to around EUR140 million and a higher level of dividends
at around EUR80-90 million per year.  FFO interest coverage is
estimated to stay solid for the rating at or above 3.0x, supported
by refinancing activity at better rates.

KEY ASSUMPTIONS

Fitch's key assumptions within the rating case for Techem include:

   -- Revenue growth of 5%

   -- EBITDA margins gradually improving from 33.9% in FY16 to
      35.5% by end of FY19 driven by scale efficiencies and
      operational improvements

   -- Capex on average at EUR 140m per year reflecting revised
      investment strategy

   -- Shareholder dividends of EUR80-90 p.a., maintaining net
      debt / EBITDA at or below 4.5x at financial year-end.

RATING SENSITIVITIES

Future developments that may, individually or collectively, lead
to positive rating action include:

   -- Further improvement in operating profitability through
      organic business growth,

   -- Debt prepayment that reduces FFO adjusted leverage to below
      4.5x on a sustained basis, together with FFO interest
      coverage greater than 3.0x.

Future developments that may, individually or collectively, lead
to negative rating action include:

   -- FFO adjusted leverage at or above 6.0x or FFO interest
      coverage below 2.0x over a sustained period,

   -- sustained reduction in revenues and margin erosion to below
      30% (FY15: 33.7%), leading to persistently negative free
      cash flows (FCF)

LIQUIDITY

Following the refinancing the business has ample liquidity,
including EUR210 million of committed capex facilities, EUR35
million of available committed revolving credit facilities, cash
and cash equivalents of more than EUR100 mil. at the next year-end
as estimated by Fitch and positive free cash flow before
dividends.  The next maturity relates to the EUR410 million of
senior secured notes in October 2019.  Given that this is a
sizeable portion of the overall debt, Fitch would expect
management to explore options for refinancing well in advance.



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


AVOCA CLO VII: Fitch Affirms 'CCCsf' Rating on Class F Notes
------------------------------------------------------------
Fitch Ratings has affirmed Avoca CLO VII plc's notes, as:

  Class A-1 (ISIN XS0289562745): affirmed at 'AAAsf'; Outlook
   Stable

  Class A-2 (ISIN XS0289563396): affirmed at 'AAAsf'; Outlook
   Stable

  Class A-3 (ISIN XS0289564014): affirmed at 'AAAsf'; Outlook
   Stable

  Class B (ISIN XS0289565763): affirmed at 'AAsf'; Outlook Stable

  Class C1 (ISIN XS0289566571): affirmed at 'Asf'; Outlook Stable

  Class C2 (ISIN XS0290383412): affirmed at 'Asf'; Outlook Stable

  Class D1 (ISIN XS0289566902): affirmed at 'BBBsf'; Outlook
   Stable

  Class D2 (ISIN XS0290383768): affirmed at 'BBBsf'; Outlook
   Stable

  Class E1 (ISIN XS0289567546): affirmed at 'Bsf'; Outlook Stable

  Class E2 (ISIN XS0290384493): affirmed at 'Bsf'; Outlook Stable

  Class F (ISIN XS0289568437): affirmed at 'CCCsf'; Recovery
   Estimate (RE) 0%

  Class V (ISIN XS0290386431): affirmed at 'AAAsf'; Outlook Stable

Avoca CLO VII plc is a securitization of mainly European senior
secured loans, with a total note issuance of EUR711 million
invested in a portfolio of EUR663 million.  The portfolio is
actively managed by KKR Credit Advisors.

KEY RATING DRIVERS

The affirmation reflects the substantial deleveraging of the class
A-1 and A-3 notes over the past year, which offset the
deterioration observed in the portfolio.  Since the end of the
transaction's reinvestment period in May 2014, the class A-1 notes
have been paid down using principal proceeds from the portfolio to
14.1% of their initial principal balance, and the class A-3 notes
to 29.6%.  As a result, over the past 12 months credit enhancement
has increased across all rated notes and all par value tests are
passing and improved.

Asset performance has deteriorated over the past year.  The
weighted average rating factor has increased to 34.5 from 33.2.
Exposure to Italy and Spain has increased to 7.6% from 6.2%.  The
weighted average maturity is extended by almost one year and the
maturity profile has shifted with more assets maturing between
2020 and 2023 and fewer assets maturing in 2017 and 2018.  Obligor
concentration has increased to 50.7% for the largest 10 obligors,
from 36% in 2014.

The largest industry exposure is telecommunications and the top
three industries represent 42.8% of the portfolio, up from 34.8% a
year ago.  There are no defaulted assets in the portfolio.

The affirmation of the class V combination notes reflects the
affirmation of its components, class A-1, A-2 and A-3.  The class
V notes' rating addresses the timely payment of interest and the
ultimate repayment of principal by the stated maturity date.

RATING SENSITIVITIES

Increasing the default probability by 25% would likely result in a
downgrade of up to one notch.  Applying a recovery rate haircut of
25% on all the assets would likely result in a downgrade of up to
two notches.

DUE DILIGENCE USAGE

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

DATA ADEQUACY

Fitch has checked the consistency and plausibility of the
information it has received about the performance of the asset
pools and the transactions.  There were no findings that were
material to this analysis.

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

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


EUROCREDIT CDO VII: Moody's Affirms Ba1 Rating on Class D Notes
---------------------------------------------------------------
Moody's Investors Service has upgraded the ratings on the
following notes issued by Eurocredit CDO VII PLC:

-- EUR31.2 million Class C Senior Secured Deferrable Floating
    Rate Notes due 2023, Upgraded to Aa1 (sf); previously on
    Sep 24, 2014 Upgraded to A2 (sf)

Moody's also affirmed the ratings on the following notes issued by
Eurocredit CDO VII PLC:

-- EUR125 million (Current balance outstanding: approx. EUR6.1M)
    Revolving Loan Facility Notes, Affirmed Aaa (sf); previously
    on Sep 24, 2014 Affirmed Aaa (sf)

-- EUR221.5 million (Current balance outstanding: EUR12.5M)
    Class A Senior Secured Floating Rate Notes due 2023, Affirmed
    Aaa (sf); previously on Sep 24, 2014 Affirmed Aaa (sf)

-- EUR38.3 million Class B Senior Secured Deferrable Floating
    Rate Notes due 2023, Affirmed Aaa (sf); previously on Sep 24,
    2014 Upgraded to Aaa (sf)

-- EUR29.1 million Class D Senior Secured Deferrable Floating
    Rate Notes due 2023, Affirmed Ba1 (sf); previously on Sep 24,
    2014 Affirmed Ba1 (sf)

-- EUR19.8 million (Current balance outstanding: EUR7.5M)
    Class E Senior Secured Deferrable Floating Rate Notes due
    2023, Affirmed Ba3 (sf); previously on Sep 24, 2014 Affirmed
    Ba3 (sf)

-- EUR8 million (Current rated balance: EUR4.1M) Class Q
    Combination Notes due 2023, Affirmed Ba1 (sf); previously on
    Sep 24, 2014 Upgraded to Ba1 (sf)

-- EUR15 million (Current rated balance: EUR10.6M) Class R
    Combination Notes due 2023, Affirmed A2 (sf); previously on
    Sep 24, 2014 Upgraded to A2 (sf)

-- EUR6 million (Current rated balance: EUR3.3M) Class S
    Combination Notes due 2023, Affirmed Aaa (sf); previously on
    Sep 24, 2014 Upgraded to Aaa (sf)

Eurocredit CDO VII PLC, issued in April 2007, is a Collateralised
Loan Obligation ("CLO") backed by a portfolio of mostly high yield
European loans. The portfolio is managed by Intermediate Capital
Managers Limited. The transaction's reinvestment period ended on
17 April 2013.

RATINGS RATIONALE

The rating actions on the notes are primarily a result of the
improvement in over-collateralization (OC) ratios following the
April 2015 and October 2015 payment dates when Revolving Loan
Facility and Class A notes were paid in total by EUR66.7 million
and approximately EUR31.3 million, respectively, or approximately
30% of their original balances. As a result of the deleveraging,
the OC ratios have increased. According to the October 2015
trustee report the OC ratios of Classes B, C, D and E are 186.45%,
138.28%, 111.43% and 106.10% compared to 151.56%, 126.07%, 108.97%
and 105.28% respectively in March 2015. The OC ratios reported in
the October 2015 trustee report do not account for deleveraging of
the senior notes that occurred on October 2015 payment date, the
increased OC levels will be captured in the November 2015 trustee
report.

The ratings on the combination notes address the repayment of the
rated balance on or before the legal final maturity. For the Class
R notes, the 'rated balance' at any time is equal to the principal
amount of the combination note on the issue date times a rated
coupon of 1.50% per annum accrued on the rated balance on the
preceding payment date, minus the sum of all payments made from
the issue date to such date, of either interest or principal. For
the Classes Q and S, the rated balances at any time are equal to
the principal amount of the combination notes on the issue date
minus the sums of all payments made from the issue date to such
date, of either interest or principal. The rated balances will not
necessarily correspond to the outstanding notional amounts
reported by the trustee.

The key model inputs Moody's uses in its analysis, such as par,
weighted average rating factor, diversity score and the weighted
average recovery rate, are based on its published methodology and
could differ from the trustee's reported numbers. In its base
case, Moody's analyzed the underlying collateral pool as having a
performing par and principal proceeds balance of EUR121.2 million
and GBP4.09 million, EUR14.3 million of defaulted assets, a
weighted average default probability of 21.32% (consistent with a
WARF of 3,099 with a weighted average life of 4.11 years), a
weighted average recovery rate upon default of 47.04% for a Aaa
liability target rating, a diversity score of 19 and a weighted
average spread of 3.26%. The GBP denominated liabilities are
naturally hedged by the GBP assets.

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

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

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

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

Additional uncertainty about performance is due to the following:

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

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

3) Around 35.46% of the collateral pool consists of debt
obligations whose credit quality Moody's has assessed by using
credit estimates. As part of its base case, Moody's has stressed
large concentrations of single obligors bearing a credit estimate
as described in "Updated Approach to the Usage of Credit Estimates
in Rated Transactions", published in October 2009 and available at

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

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


HARVEST CLO XII: S&P Affirms 'B-(sf)' Rating on Class F Notes
-------------------------------------------------------------
Standard & Poor's Ratings Services affirmed its credit ratings on
Harvest CLO XII Ltd.'s class A-1, A-2, B-1, B-2, C, D, E, and F
notes following the transaction's effective date as of Oct. 8,
2015.

Most European cash flow collateralized loan obligations (CLOs)
close before purchasing the full amount of their targeted level of
portfolio collateral.  On the closing date, the collateral manager
typically covenants to purchase the remaining collateral within
the guidelines specified in the transaction documents to reach the
target level of portfolio collateral.  Typically, the CLO
transaction documents specify a date by which the targeted level
of portfolio collateral must be reached.  The "effective date" for
a CLO transaction is usually the earlier of the date on which the
transaction acquires the target level of portfolio collateral, or
the date defined in the transaction documents.  Most transaction
documents contain provisions directing the trustee to request the
rating agencies that have issued ratings upon closing to affirm
the ratings issued on the closing date after reviewing the
effective date portfolio (typically referred to as an "effective
date rating affirmation").

An effective date rating affirmation reflects S&P's opinion that
the portfolio collateral purchased by the issuer, as reported to
S&P by the trustee and collateral manager, in combination with the
transaction's structure, provides sufficient credit support to
maintain the ratings that S&P assigned on the transaction's
closing date.  The effective date reports provide a summary of
certain information that S&P used in its analysis and the results
of its review based on the information presented to S&P.

S&P believes the transaction may see some benefit from allowing a
window of time after the closing date for the collateral manager
to acquire the remaining assets for a CLO transaction.  This
window of time is typically referred to as a "ramp-up period."
Because some CLO transactions may acquire most of their assets
from the new-issue leveraged loan market, the ramp-up period may
give collateral managers the flexibility to acquire a more diverse
portfolio of assets.

For a CLO that has not purchased its full target level of
portfolio collateral by the closing date, S&P's ratings on the
closing date and prior to its effective date review are generally
based on the application of S&P's criteria to a combination of
purchased collateral, collateral committed to be purchased, and
the indicative portfolio of assets provided to S&P by the
collateral manager, and may also reflect its assumptions about the
transaction's investment guidelines.  This is because not all
assets in the portfolio have been purchased.

"When we receive a request to issue an effective date rating
affirmation, we perform quantitative and qualitative analysis of
the transaction in accordance with our criteria to assess whether
the initial ratings remain consistent with the credit enhancement
based on the effective date collateral portfolio.  Our analysis
relies on the use of CDO Evaluator to estimate a scenario default
rate at each rating level based on the effective date portfolio,
full cash flow modeling to determine the appropriate percentile
break-even default rate at each rating level, the application of
our supplemental tests, and the analytical judgment of a rating
committee," S&P said.

"In our published effective date report, we discuss our analysis
of the information provided by the transaction's trustee and
collateral manager in support of their request for effective date
rating affirmation.  In most instances, we intend to publish an
effective date report each time we issue an effective date rating
affirmation on a publicly rated European cash flow CLO," S&P
noted.

On an ongoing basis after S&P issues an effective date rating
affirmation, it will periodically review whether, in its view, the
current ratings on the notes remain consistent with the credit
quality of the assets, the credit enhancement available to support
the notes, and other factors, and take rating actions as S&P deems
necessary.

RATINGS LIST

Harvest CLO XII Ltd.
EUR413.0 Million Senior Secured Floating and Fixed-Rate
Deferrable Notes

Ratings Affirmed

Class            Rating

A-1              AAA (sf)
A-2              AAA (sf)
B-1              AA (sf)
B-2              AA (sf)
C                A (sf)
D                BBB (sf)
E                BB (sf)
F                B- (sf)



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


ARCELORMITTAL: Moody's Cuts Corporate Family Rating to 'Ba2'
------------------------------------------------------------
Moody's Investors Service downgraded the world's largest steel
company ArcelorMittal's corporate family rating (CFR) and
probability of default rating (PDR) to Ba2 and Ba2-PD from Ba1 and
Ba1-PD, respectively. At the same time, the rating agency also
downgraded ArcelorMittal's senior unsecured ratings to Ba2 from
Ba1. The short-term ratings are affirmed at Not Prime. The outlook
on all the ratings is negative.

"Our downgrade of ArcelorMittal's rating to Ba2 from Ba1 primarily
reflects its weaker operating performance since the beginning of
2015 as a result of falling steel prices, and a material decrease
in EBITDA from its mining operations," says Hubert Allemani, a
Moody's Vice President -- Senior Analyst and lead analyst for
ArcelorMittal.

"While the company has improved its steel margin in Europe, its
EBITDA will remain weak for the rest of 2015, with little
prospects of recovery in the short term to the levels required for
a Ba1 rating," adds Mr. Allemani.

RATINGS RATIONALE

Today's rating action reflects ArcelorMittal's weaker operating
performance since the beginning of 2015 in a difficult pricing
environment, particularly in the North American Free Trade
Agreement (NAFTA) region. In addition to the price pressure on
steel products, the company also has to absorb a material EBITDA
shortfall from its mining operations of 66% compared to Q3 2014,
which have in the past contributed up to an average of 25% of the
group's consolidated EBITDA. Moody's expects that there will be
limited opportunity for ArcelorMittal to experience a rebound in
profitability over the next 12 months.

Moody's downgrade also reflects the current recession in
ArcelorMittal's Brazilian market, which has depressed domestic
steel demand, and the adverse impact on Brazilian margins of the
shift of its product mix toward more semi-finished products to
maintain a higher capacity utilization rate.

However, Moody's notes that in Europe the company has been able to
leverage its strong position in the automotive market while
benefiting from restructuring programs.

Moody's expects that the low level of steel prices, notably in the
US where the decline was rapid, will continue to negatively impact
ArcelorMittal's profitability. Moody's continues to see as risks
the (1) pricing environment for steel products in Europe, (2) high
level of competition from cheaper imported products coming into
Europe and the US from Asia and Russia and (3) weak GDP growth
prospects in Brazil for next year. In addition, Moody's does not
expect iron ore prices to increase over the next 12 months. Under
those circumstances, the company's steel profitability will remain
low next year and leverage high. However, the rating agency
expects that ArcelorMittal will remain free cash flow positive.

The company is well-positioned with a global business with
diversified revenue streams from a wide product range. The
company's high market share in the growing North American and
European automotive markets will continue to support steel
production volumes and maintain adequate capacity utilization. The
company's steel shipment increased by 1.4% over the first nine
months of 2015 compared to the same period last year and we expect
that trend to continue in 2016. Capacity utilization rates should
be further supported by the company's push to adapt its cost
structure in the US to the new market conditions.

Moody's also sees as positive ArcelorMittal's geographical
manufacturing footprint, with a combination of low-cost production
facilities in developing countries and high-quality production
facilities in Western Europe and North America.

LIQUIDITY

Moody's believes that ArcelorMittal's liquidity is solid and
expects that it will remain adequate in 2016 as evidenced by the
large amount of cash held on the balance sheet and the committed
facilities available to the company. ArcelorMittal has $2.0
billion's worth of debt maturing in 2016, which Moody's expects
will be met without putting excessive pressure on the company's
cash flow. However, in a scenario of tight cash generation the
rating agency expects that ArcelorMittal will refinance part of
these maturities.

At the end of September 2015, ArcelorMittal's available liquidity
amounted to $9.6 billion, consisting of $3.6 billion cash and cash
equivalents, and $6 billion of undrawn committed credit lines.
Finally, Moody's notes that ArcelorMittal uses a True Sales of
Receivable (TSR) program as a way to manage its long cycle working
capital. Usage under this TSR program at the end of 2014 was about
$5 billion, which Moody's estimates would be similar this year.

RATIONALE FOR NEGATIVE OUTLOOK

The negative outlook takes into account the numerous uncertainties
around the pricing environment in the core regions of Europe and
US despite the envisaged anti-dumping protection, as well as the
headwind regarding steel demand in China that will push Chinese
steel manufacturers to continue to look at overseas markets to
sell their excess capacity. Moody's sees as main downside risks a
further decrease in steel prices that would squeeze the steel
margin to new lows while no recovery is expected in the mining
division. The negative outlook also reflects Moody's view that
some recovery in prices and corresponding earnings will be needed
to position ArcelorMittal more firmly in its Ba2 rating.

While Moody's expects that pricing pressures will prevail to the
end of the year and probably into the first quarters of 2016, the
company should benefit from (1) the cost measures that it has
implemented in its Mining division and (2) actions taken to
stabilize its EBITDA next year at around the amount guided for
2015. If successfully executed, the outlook could return to
stable.

Moody's would also consider stabilizing the outlook if
ArcelorMittal (1) successfully delivers on the proposed structural
improvements for 2016, (2) maintains positive cash flow generation
and (3) if the steel price environment demonstrates clear signs of
stabilization or recovery.

WHAT COULD CHANGE THE RATING UP/DOWN

Moody's could upgrade the rating if (1) ArcelorMittal's leverage
decreases to a level of 4.5x debt/EBITDA or below, (2) its
retained cash flow/debt moves above 15% and (3) the company's
EBIT/interest reaches 1.5x.

Conversely, Moody's could downgrade the rating if (1)
ArcelorMittal's retained cash flow/debt remains under 10%, (2) the
company's EBIT/interest remains under 1.0x on a sustainable basis;
(3) covenants or other factors constrain liquidity or (4)
ArcelorMittal's debt/EBITDA stays above 5.5x or higher on a
sustainable basis.

Moody's currently gives more weighting to net leverage in its
calculations considering ArcelorMittal's sizeable cash balances
and the rating agency's expectation that ArcelorMittal will use
this cash to pay down debt. The rating agency also takes into
account the positive effect on ArcelorMittal's leverage of the
conversion to equity of its mandatorily convertible bond maturing
in January 2016.



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


PEARL MORTGAGE 1: Fitch Affirms 'Bsf' Rating on Class B Notes
-------------------------------------------------------------
Fitch Ratings has affirmed PEARL Mortgage Backed Securities 1 B.V.
and PEARL Mortgage Backed Securities 2 B.V.

The transactions comprise Dutch mortgages backed by the Nationale
Hypotheek Garantie (NHG) and originated by SNS Bank
(BBB/Stable/F3).

KEY RATING DRIVERS

Stable Performance

Loans in late-stage arrears across the two transactions have
decreased over the past year.  As of the latest reporting periods,
three-months plus arrears stood at 0.36% and 0.64% of the current
collateral balance in Pearl 1 and 2, respectively, compared with
0.8% for both transactions 12 months earlier.  Pearl 1's arrears
are lower than the average three-months plus arrears in NHG
transactions (0.42%) and below the average of all Fitch-rated
Dutch RMBS transactions (0.7%) for both transactions.  The stable
performance is reflected by the affirmations.

Since closing in 2006 (Pearl 1) and 2007 (Pearl 2), no losses have
been reported.  Defaulted loans have been covered by the NHG
guarantee or repurchased by SNS Bank in accordance with its
commitment to repurchase loans ineligible for the guarantee.
Fitch expects this to remain the case as reflected by the Stable
Outlooks on the notes in both deals.

Commingling Collateral

SNS Bank has deposited reserves to mitigate commingling risk in
case it defaults.  The dynamic commingling reserve is 1.5x the
average portfolio collections over the past 12 months for both
transactions.  As of the latest reporting periods, the reserves
posted at Rabobank Group (AA-/Negative/F1+) were EUR15.2 million
for Pearl 1 and EUR9.9 million for Pearl 2.  Fitch believes that
the collateral posted is sufficient to mitigate the commingling
risk in both transactions.

RATING SENSITIVITIES

Deterioration in asset performance may result from macroeconomic
factors such as increased unemployment.  A corresponding increase
in new foreclosures and the associated pressure on excess spread,
reserve fund and liquidity facility beyond Fitch's assumptions
could result in negative rating action, particularly for the
junior tranches.  However, the presence of the NHG and buyback
commitment for non-eligible defaulted loans makes the ratings less
sensitive to deterioration in asset performance.

DUE DILIGENCE USAGE

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

DATA ADEQUACY

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

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

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

SOURCES OF INFORMATION

The information below was used in the analysis.

   -- Loan-by-loan data provided by SNS Bank N.V. and sourced
      from the European Data Warehouse with a cut-off dates of
      Aug. 31, 2015, for both deals.

   -- Transaction reporting provided by Intertrust Administrative
      Services B.V. since the close of the deals and until August
      2015, for Pearl 1 and July 2015 for Pearl 2

   -- Fitch analysts held an update call with representatives of
      SNS to discuss origination and servicing practices in June
      2015

The rating actions are:

Pearl Mortgage Backed Securities 1 B.V.

  Class A (ISIN XS0265250638): affirmed at 'AAAsf'; Outlook
   Stable
  Class S (ISIN XS0715998331): affirmed at 'BBB+sf'; Outlook
   Stable
  Class B (ISIN XS0265252253): affirmed at 'Bsf'; Outlook Stable

Pearl Mortgage Backed Securities 2 B.V.

  Class A (ISIN XS0304854598): affirmed at 'AAAsf'; Outlook
   Stable
  Class S (ISIN XS0715998760): affirmed at 'BBBsf'; Outlook
   Stable
  Class B (ISIN XS0304857690): affirmed at 'Bsf'; Outlook Stable



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


MOSSTROYECONOMBANK JSC: Provisional Administration Halted
---------------------------------------------------------
Due to the ruling of the Court of Arbitration of the city of
Moscow, dated October 26, 2015, with regard to Case No. A40-
151926/15 on recognizing insolvent (bankrupt) the credit
institution Closed joint-stock company MOSSTROYECONOMBANK and
appointing a receiver in compliance with Clause 3 of Article 18927
of the Federal Law "On the Insolvency (Bankruptcy)", the Bank of
Russia took a decision (Order No. OD-3147, dated November 12,
2015) to terminate from November 13, 2015, the activity of the
provisional administration of MOSSTROYECONOMBANK appointed by Bank
of Russia Order No. OD-1773, dated July 24, 2015, "On the
Appointment of the Provisional Administration to the Moscow-based
Credit Institution Closed Joint-stock Company MOSSTROYECONOMBANK
or CJSC M BANK Due to the Revocation of Its Banking Licence".


RVK-FINANCE LLC: Fitch Assigns 'BB-' Rating to RUB3BB Bonds
-----------------------------------------------------------
Fitch Ratings has assigned RVK-Finance LLC's prospective RUB3
billion bonds due in November 2020 an expected local currency
senior unsecured rating of 'BB-(EXP)' and an expected National
senior unsecured rating of 'A+(rus)(EXP)'.

The bonds will be issued by RVK-Finance LLC, a wholly owned
indirect subsidiary of Ventrelt Holdings Ltd (Ventrelt or the
group, 'BB-'/Stable).  The bonds will benefit from sureties
provided on a several basis by certain group subsidiaries.  The
expected senior unsecured ratings are assigned at the same level
as Ventrelt's Long-term ratings.  The final ratings are contingent
on the receipt of final documents conforming materially to
information already received.

Ventrelt is a leading private water and waste water operator in
Russia.  Its ratings reflect the company's long-term leasing and
concession agreements with municipalities to provide essential
infrastructure services, forecast leverage increase over 2015-
2018, refinancing needs and complex existing funding structure.

The ratings are constrained by Ventrelt's limited size and
diversification relative to larger peers and 'BB'-rated Russian
companies, as well as an evolving regulatory framework for
concession agreements and tariff-setting.  In addition, its capex
relative to cash flow is sizeable and results in negative free
cash flow (FCF).

KEY RATING DRIVERS

Senior Unsecured Equal to IDR

The bonds will benefit from sureties totaling RUB3 billion
provided on a several basis by RVK-Invest LLC, Krasnodar Vodokanal
LLC, Tyumen Vodokanal LLC, Barnaul Vodokanal LLC and Voronezh
Vodokanal LLC, which are all wholly-owned indirect subsidiaries of
the group.

The expected senior unsecured ratings are equal to Ventrelt's
Long-term ratings.  This is due to the level of prior-ranking debt
being below Fitch's threshold of 2x-2.5x EBITDA.  In addition, the
combined EBITDA of subsidiaries providing sureties for the bonds
comprised 66% of the group's 2014 EBITDA.

Ventrelt will use the proceeds of the bond issue to refinance its
existing debt obligations and finance investment program for 2015-
2016.

Weaker Credit Metrics Expected

Fitch expects Ventrelt's financial profile to deteriorate over the
medium term but to remain comparable with that of similarly rated
regulated utilities.  This is due to high capex resulting in
negative FCF throughout the forecast period of 2015-2019 years and
our assumptions of tariff growth being largely below regulator-
approved levels and high interest rates for new debt.

Fitch expects net debt/connection fee-adjusted EBITDA to increase
to slightly below 4x by 2018, approaching Fitch's negative rating
guideline.  Funds from operations interest coverage adjusted for
connection fees was 3.3x at end-2014.  Fitch expects that interest
cover will remain in the low single-digit territory.

Long-term Tariffs Approved

The regulators have approved long-term tariffs for all Ventrelt's
water channels for 2015-2019.  The indexation is based on
inflation and also takes into account volume reductions in each of
the water channels.  There have also been some changes in the
legislation regarding tariff policy in the water channels in July
2014.  The regulator is currently expected to include a minimum 5%
operating margin into the tariff, which the company can keep.
Coupled with the long-term tariff approval, this allows Ventrelt
to generate profit in each of the water channels as well as
improve the predictability of earnings and cash flows.

Fitch conservatively forecasts that long-term tariffs may be
revised downwards and therefore subtract 2% from approved annual
tariff growth for both water supply and water drainage for each of
the water channels.

Limited Impact from Tough Economy

The slowdown in Russia's economy has so far had limited impact on
the company's performance and tariff-setting.  Ventrelt provides
services mainly to households, which are heavily affected by the
downturn.  However, the company's cash collection rates remain at
historical levels of 98% and do not materially impact working
capital.

Expansion Strategy

Ventrelt remains Russia's leading private water and wastewater
operator operating under the name of Rosvodokanal, serving about 6
million customers in Russia, operating about 23,000km of water and
sewerage pipelines and supplying over 450 million cubic metres of
water annually.  In 2014, Ventrelt reported revenues of RUB15
billion, a 1.2% increase YoY.

Its strategy envisages further expansion into Russian cities with
at least 350,000 residents.  It plans to participate in most of
the available tender for concession agreements, although the
company plans to remain focused on profitability according to
management.  Fitch views this as an aggressive target given
potential investment needs and considering that most Russian water
utilities continue to be owned by municipalities.

KEY ASSUMPTIONS

Fitch's key assumptions within its rating case for the issuer
include:

   -- Domestic GDP decline of 4% and inflation of 15.5% in 2015
   -- Tariffs to increase 2% below approved annual tariff growth
   -- Capital expenditure in line with management's forecasts
   -- Absence of dividend payments over 2015-2019

RATING SENSITIVITIES

Positive: Future developments that may, individually or
collectively, lead to positive rating action, include:

   -- Increased revenue and earnings visibility following the
      implementation of long-term tariffs;

   -- Sustainable positive free cash flow generation.

Negative: Future developments that may, individually or
collectively, lead to negative rating action, include:

   -- An increase in leverage above 4x net debt/connection-fee
      adjusted EBITDA to fund additional capital expenditure or
      acquisitions;

   -- A sustained reduction in cash generation through a
      worsening operating performance or deteriorating cash
      collection.

DEBT AND LIQUIDITY STRUCTURE

At Oct. 31, 2015, Ventrelt had short-term debt of RUB3.8 billion
against cash and cash equivalents of RUB2.2 billion.  A major part
of outstanding debt was represented by RUB3 billion 9.6% bonds
that matured at Nov. 9, 2015.  Ventrelt has procured bridge credit
facilities for RUB3 billion due in November 2016 from multiple
banks, including JSC Alfa-Bank (BB+/Negative).  These credit
facilities were used to refinance short-term debt, which the
company plans to refinance with local bond issuance.  At
Oct. 31, 2015, all outstanding loans were denominated in Russian
rouble.


TIME BANK: Bank of Russia Halts Provisional Administration
----------------------------------------------------------
Due to the ruling of the Court of Arbitration of the city of
Moscow, dated November 3, 2015, with regard to case No. A40-
168999/15 on recognizing insolvent (bankrupt) credit institution
PJSC Time Bank and appointing a receiver in compliance with Clause
3 of Article 18927 of the Federal Law "On the Insolvency
(Bankruptcy)", the Bank of Russia took a decision (Order No. OD-
3148, dated November 12, 2015) to terminate from November 13,
2015, the activity of the provisional administration of Time Bank
appointed by Bank of Russia Order No. OD-1724, dated July 21,
2015, "On the Appointment of the Provisional Administration to the
Moscow-based Credit Institution Public Joint-stock Company Time
Bank or PJSC Time Bank Due to the Revocation of Its Banking
Licence".



===============
S L O V E N I A
===============


T-2: Constitutional Court Annuls Bankruptcy Ruling
--------------------------------------------------
Telecompaper reports that Slovenia's Constitutional Court has
annulled the decision of the High Court to initiate bankruptcy
proceedings against T-2 and returned the case for reconsideration.

The ruling, granted on the request of T-2 majority shareholder
Garnol, has been welcomed by the owners and employees of the
company, claiming this will enable them to re-focus on the
management and expansion of the company, continuing to provide
subscribers with high quality and competitively priced telecom
services, Telecompaper relates.

The Constitutional Court highlighted the violation of rights under
article 22 of the Constitution to equal protection and equal legal
position of all shareholders in the proceedings, as they did not
have an opportunity to express their views on the complaint
proposing bankruptcy proceedings, Telecompaper notes.

T-2 is a Slovenian telecom operator.



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


CATALONIA: Fitch Lowers LT Issuer Default Ratings to 'BB'
---------------------------------------------------------
Fitch Ratings downgraded the Autonomous Community of Catalonia's
Long-term foreign and local currency Issuer Default Ratings to
'BB' from 'BBB-' and removed them from Rating Watch Negative
(RWN).  The Outlook is Negative.  The Short-term foreign currency
IDR is downgraded to 'B' from 'F3'.  The EMTN program and senior
debt ratings have also been downgraded to 'BB' from 'BBB-'.

Under EU credit rating agency (CRA) regulation, the publication of
sovereign reviews (including under the regulation Local and
Regional Governments) is subject to restrictions and must take
place according to a published schedule, except where it is
necessary for CRAs to deviate from this in order to comply with
their legal obligations.

Fitch interprets this provision as allowing us to publish a rating
review in situation where there is material change in
creditworthiness of the issuer that Fitch believes makes it
inappropriate for it to wait until the next scheduled review date
to update the rating or Outlook/Watch.  In this case the deviation
was caused by Catalonia passing a resolution on Nov. 9, for
formally commencing the process for independence.

Therefore, Fitch has decided to temporarily suspend the rating
floor for the Autonomous Community of Catalonia of 'BBB-'.  The
rating floor applies to all Spanish regions benefitting from the
various liquidity measures introduced by the central government to
support the regions' finances, including the regional liquidity
fund (FLA) to ensure refinancing of maturing obligations.
However, the rating floor is also subject to a cooperative
relationship between the regions and the central government, which
is not the case for Catalonia given recent events.  The rating of
Catalonia now reflects its intrinsic credit profile.

KEY RATING DRIVERS

The downgrade of Catalonia's IDR reflects these key rating drivers
and their relative weights:

High

On Nov. 9, the regional parliament passed a resolution to formally
start the process for independence from the rest of Spain.  This
resolution was passed by the "pro-independence" parties with 72
votes in favor and 63 against.  The constitutional court has
suspended the resolution under request from the central
government.

Fitch acknowledges the central government has wide powers to
intervene in the affairs of the Catalan government.  It includes
the withholding of both ordinary funds and extraordinary liquidity
support, and the suspension of the regional autonomy under article
155 of the Spanish Constitution and direct central government
control.  Whatever measures the central government decides to
adopt, it is likely to result in increased tensions between the
two governments and possible civil disruption in the region.

Medium

Inter-governmental relationship between the central and the
regional governments is now at a low ebb.  The Catalan government
has stated its insubordination to any decision taken by the
Constitutional court and is likely to ignore any suspension.  This
will lead to further confrontation between the Catalan and the
central governments as well as with the Constitutional court.

Catalonia's 'BB' IDR and Negative Outlooks also reflect the
following main factors:

The region posted wide negative current balances over 2008-2014
(averaging -16%), and will need funding to finance its expected
budget deficit in 2015, which Fitch expects to be around 2% of
regional GDP, and over medium term.  These deficits are expected
to be around 20% of regional revenue over the 2015-2017 period.

Catalonia's liquidity is fragile and there is uncertainty as to
whether the region will continue to receive liquidity support from
the central government under the same terms, but Fitch expects
present debt servicing to continue to be met under the FLA,
eventually complemented with market funding.  Against this
background, a debt burden, measured as direct debt to current
revenue, of nearly 3x the budget is inconsistent with its previous
investment-grade rating.

However, the regional economy is recovering faster than Spain, and
nominal GDP grew 1.3% against 0.9% nationally in 2014.
Preliminary data for 1Q15 indicate Catalonia was among the top
Spanish regions in GDP growth.  The trend is gaining momentum and
is likely to prevail.  At this stage Fitch assumes the process of
independence will not disrupt economic activity.

The Negative Outlook reflects our expectation for a weak budgetary
performance and growing debt.

RATING SENSITIVITIES

Fitch will continue to monitor developments in Catalonia and may
take further negative rating action as appropriate.  However, if
the situation normalizes, the region will again be supported by
the rating floor.  All other Spanish regions continue to benefit
from the rating floor of 'BBB-'.

KEY ASSUMPTION

Fitch assumes that the region will continue to have access to the
FLA for debt servicing purposes over the medium term.


CODERE SA: Files Bankruptcy Court Protection in U.S.
----------------------------------------------------
Dawn McCarty at Bloomberg News reports that a unit of Codere SA
filed for bankruptcy court protection in the U.S. as the parent
company restructures EUR1.1 billion (US$1.2 billion) of debt in
the U.K. Codere Finance (UK) filed a Chapter 15 petition in U.S.
bankruptcy court in Manhattan on Nov. 11.

Codere listed debt of more than US$1 billion, Bloomberg discloses.

The company, Bloomberg says, is using U.K. courts to reorganize
under a plan giving bondholders control of the company in exchange
for debt.

According to Bloomberg, Madrid-based Codere has said the plan also
includes issuing EUR675 million of new notes and EUR253 million of
new loans.

                        About Codere S.A.

Codere SA is a Madrid-based gaming company.  It operates betting
shops and race tracks from Italy to Argentina.  The firm sought
preliminary creditor protection on Jan. 2 after reporting seven
consecutive quarters of losses


INSTITUT CATALA: Fitch Cuts LT Issuer Default Rating to 'BB'
------------------------------------------------------------
Fitch Ratings has downgraded Institut Catala de Finances' Long-
term Issuer Default Ratings to 'BB' from 'BBB-' and removed it
from Rating Watch Negative (RWN).  The Outlook is Negative.  The
Short-term IDR is downgraded to 'B' from 'F3'.  The senior
unsecured debt ratings have also been downgraded to 'BB' from
'BBB-'.

These actions follow similar rating actions taken on the
Autonomous Community of Catalonia.

KEY RATING DRIVERS

ICF's ratings are based on the explicit statutory guarantee from
Catalonia following the regional Decree Law 4/2002, as amended on
July 29, 2011.  The ratings of ICF are therefore linked to the
ratings of Catalonia.

As a 100% owned entity of the region, ICF is classified by Fitch
as a credit-linked public sector entity.

RATING SENSITIVITIES

A change in the ratings of the Autonomous Community of Catalonia
would be mirrored in the ratings of ICF.



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


DOMETIC GROUP: Moody's Puts 'B3' CFR on Review for Upgrade
----------------------------------------------------------
Moody's Investors Service placed the B3 corporate facility rating
(CFR) and the B3-PD probability of default rating (PDR) of Dometic
Group AB (Dometic) on review for upgrade after Dometic filed for
an initial public offering (IPO) on Nasdaq Stockholm. The Caa2
rating of the outstanding SEK2,662 million equivalent PIK Toggle
Notes remains unchanged on the expectation that these notes will
be repaid from the IPO proceeds.

RATINGS RATIONALE

The rating action follows Dometic's definitive IPO filing and the
publication of the IPO prospectus on November 11, 2015. Dometic
plans to raise SEK4,600 million from the issuance of new shares by
November 27, 2015. Dometic has also announced that on October 27,
2015 it had arranged new bank credit facilities with four Swedish
banks to partially refinance the existing bank credit facilities
and repay the remainder with the IPO proceeds. The new bank credit
facilities include a multi-currency revolving credit facility of
around SEK1,235 million equivalent, amortizing term loans of
around SEK1,020 million equivalent, and other term loans of around
SEK3,569 million equivalent. Dometic plans to use the SEK4,600
million IPO proceeds to completely repay the outstanding SEK2,662
million equivalent PIK Toggle Notes and also to reduce a portion
of the senior secured bank debt on December 2, 2015.

"Based on our preliminary assessment, after the IPO the reported
net leverage will decrease to around 3.0x from 5.1x as of LTM Q3
2015, a level commensurate with a higher CFR than B3. We
anticipate that the debt reduction and the concurrent refinancing
of existing bank credit facilities will provide Dometic with
substantial interest expense savings. Additionally, we expect
Dometic to follow a more conservative financial policy post IPO
since the influence of the financial sponsor (EQT Partners) will
diminish though still remain substantial. Additionally, Dometic
has reported notably improved performance this year with good
organic growth across major geographical segments" says
Andrey Bekasov, AVP and lead analyst for Dometic at Moody's.
"After the completion of the IPO we will assess: i) the actual use
of the IPO proceeds; i) the terms and conditions of the newly
arranged bank credit facilities; iii) the financial policy, which
we expect to include dividends of 40% of net income; and iv) the
future growth strategy," adds Andrey Bekasov.

WHAT COULD CHANGE THE RATING UP/DOWN

Prior to placing the ratings on review, Moody's stated that
positive rating pressure could develop for Dometic if: (1) Moody's
Adjusted Gross Debt-to-EBITDA reduces sustainably below 6.0x; and
(2) Free Cash Flow (FCF)-to-Adjusted Gross Debt approaches 5.0%.

Negative pressure could be exerted on the ratings if: (1) Moody's
Adjusted Gross Debt-to-EBITDA increases above 7.0x; or (2) FCF
turns negative; or (3) if there are any liquidity or covenant
headroom concerns.



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


UKRBURSHTYN: Court of Appeals Affirms Bankruptcy Termination
------------------------------------------------------------
Interfax-Ukraine reports that the Rivne Economic Court of Appeals
has confirmed the decision of the Economic Court of Rivne region
dated Oct. 7 on the termination of bankruptcy proceedings against
state enterprise Ukrburshtyn.

Minister of Economic Development and Trade Aivaras Abromavicius
said, "The state confidently affirmed its rights to Ukrburshtyn in
the Rivne appeal.  We've won! The villains haven't succeeded!"

The official website of the Rivne Economic Court of Appeals states
that the issue was considered on Nov. 12 on the appeal of
arbitration manager Olena Levkovych with the participation of the
prosecutor's office of Rivne region, Interfax-Ukraine relates.

The Economic Court of Rivne region on Oct. 7 stopped the
bankruptcy of state enterprise Ukrburshtyn at the behest of State
Joint-Stock Company Ukrainian Polymetals, Interfax-Ukraine
recounts.



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


AMEC FOSTER: Moody's Lowers Issuer Rating to 'Ba1', Outlook Stable
------------------------------------------------------------------
Moody's Investors Service downgraded to Ba1 from Baa3 Amec Foster
Wheeler Plc's (AMFW) rating and converted the company's long-term
issuer rating into a corporate family rating (CFR), in line with
the rating agency's practice for corporates with non-investment-
grade ratings. Consequently, AMFW's senior unsecured MTN program
has also been downgraded to (P)Ba1 from (P)Baa3 and AMFW's Baa3
issuer rating has been withdrawn.

Moody's has assigned a Corporate Family Rating (CFR) of Ba1 to
AMFW and also assigned a Ba1-PD probability of default rating
(PDR). The CFR, which is typically assigned to speculative-grade
corporates, reflects Moody's opinion on AMFW's ability to honor
its financial obligations as if it had a single class of debt and
a single consolidated legal entity structure.

The outlook for the ratings is stable.

RATINGS RATIONALE

The rating action reflects the recent announcement by AMFW that
its operating environment has further deteriorated and that
margins in H2-2015 will likely be weaker than in H1. While the
company has responded to this weakness by reducing its dividend by
50% and accelerating its cost-cutting program, Moody's believes
these measures are not sufficient to fully mitigate the tough
conditions in its core oil & gas operating segment. Therefore, and
contrary to our initial expectations, AMFW's leverage will remain
elevated for some time at a level which is outside the thresholds
set to maintain the Baa3 rating.

On November 5, 2015, AMFW published its second half trading update
and said that the trend of declining operating margins had
continued from the first half reflecting continued pricing
pressure and a re-balancing of the business towards lower margin
activities. Furthermore, the company said that it would manage the
business assuming an "extended period of weakness." In this
regard, AMFW announced a number of measures designed to restore
profitability, including additional cost savings of US$55 million
and a restructuring or exit of low growth business areas. The
company also said that it would cut the ordinary dividend by
50% beginning with the final dividend in 2015 to be followed by
the interim dividend in 2016.

While Moody's notes as positive the group's efforts to manage the
deterioration in its operating environment, the rating agency
believes that these measures alone are insufficient to improve
leverage towards 3.0 times (as measured by Moody's adjusted
debt / EBITDA) by the end of 2015, falling towards 2.5 times by
the end of 2016, as expected to maintain the previous Baa3 rating.
Based on the company's statement, Moody's now sees leverage close
to 4.0 times, falling towards 3.0 times by then end of 2016, which
is in line with our expectations for the Ba1 rating category.

LIQUIDITY

AMFW's short term liquidity is currently adequate. The rating
assigned assumes that AMFW will be able to successfully extend or
refinance its existing bridge loan agreements, which were put in
place for the acquisition of Foster Wheeler in January 2014 within
a few months, as these instruments will mature in February 2017.
At the end of June 2015, AMFW had GBP372 million cash on balance,
which Moody's expects to decrease towards GBP200 million by the
end of 2015. Further, the group has access to a GBP377 million
revolving credit facility maturing in July 2017, of which
approximately GBP122 million remain undrawn. In 2016 Moody's
expects the groups cash generation and liquidity sources to be
sufficient to cover dividend payments of approximately
GBP82 million, Capex spending of GBP40 million and seasonal
working capital swings, of up to GBP150 million.

STRUCTURAL CONSIDERATIONS

"We currently rate AMFW's European Medium Term Note (EMTN) program
at (P)Ba1, in line with the CFR. This assumes that there would be
no differentiation in expected loss between the bank facilities
and creditors following either a partial or full refinancing of
the former, given the current liability structure. Following the
envisaged refinancing, however, Moody's will more closely assess
any potential structural or legal subordination of the company's
EMTN notes to the bank debt, (either through operating subsidiary
guarantees and/or security)."

RATINGS OUTLOOK

The stable outlook reflects Moody's expectation that AMFW will (1)
refinance the $830 million acquisition facility and the
GBP377 million revolving credit facility at least 9 -- 12 months
in advance to their respective maturity dates in February 2017 and
July 2017 (2) restore its credit metrics by reducing the group's
leverage towards 3.0 times by the end of 2016; and (3) maintain a
solid free cash flow generation.

WHAT COULD CHANGE THE RATING UP/DOWN

Upward rating pressure could develop if Moody's expected the
company's profit margins to improve from current levels and its
debt metrics to sustainably improve, as evidenced by adjusted
leverage (debt to EBITDA) falling towards 2.5 times, interest
cover above 5.0 times and strong cash flow generation.

Conversely, negative rating pressure could develop if AMFW is
unable to meet the expectations for the stable outlook, i.e.
failure to refinance upcoming debt maturities in a timely manner,
improve its leverage towards 3.5 times in the course of 2016, but
also generation of negative free cash flows and a failure of the
current solid liquidity profile. Expectations of a further
weakening operating performance could also pressure the rating.


CLAVIS SECURITIES 2006-01: Moody's Hikes M Notes Rating From Ba1
----------------------------------------------------------------
Moody's Investors Service on Nov. 12 affirmed the ratings of 14
notes and upgraded the ratings of 12 notes in 4 UK non-conforming
residential mortgage-backed securities (RMBS) transactions: Clavis
Securities plc: Series 2006-01 (Clavis 06-1), Residential Mortgage
Securities 21 Plc (RMS 21), RMAC 2004-NS3 PLC and RMAC 2004-NSP4
PLC.

The rating upgrades reflect the better than expected collateral
performance and the increased levels of credit enhancement for the
affected notes.

Moody's affirmed the ratings of the notes that had sufficient
credit enhancement to maintain current ratings.

The rating actions conclude the placement on review for upgrade of
12 notes placed on review for upgrade on the October 14 2015
rating action

RATINGS RATIONALE

The rating is prompted by (1) the improvement of key collateral
assumptions and reduced uncertainty of this seasoned portfolio,
and (2) deal deleveraging resulting in an increase in credit
enhancement for the affected notes.

-- REVISION OF KEY COLLATERAL ASSUMPTIONS

As part of the rating action, Moody's reassessed its lifetime loss
expectation for the portfolio reflecting the collateral
performance to date.

The performance of the transactions has improved since 2012. Total
delinquencies have decreased in the past year, with 90 days +
arrears currently standing below 4% for Clavis 06-1, 18% for RMS
21, 7% for RMAC 2004-NS3 PLC and 6% for RMAC 2004-NSP4 PLC.

Moody's has decreased its expected loss assumptions to 1.0% of the
original pool balance (OB), down from 1.1% for Clavis 06-1, to
5.5% from 5.8% for RMS 21, to 0.76% from 0.80% for RMAC 2004-NS3
PLC, and to 1.1% from 1.2% for RMAC 2004-NSP4 PLC. Moody's
maintained its MILAN CE assumptions at 18.8%, 28.0%, 15.5% and
14.15% in Clavis 06-1, RMS 21, RMAC 2004-NS3 PLC and RMAC 2004-
NSP4 PLC respectively.

The Expected Loss and the MILAN CE are two key parameters used by
Moody's to calibrate the loss distribution curve, which is one of
the inputs into the residential mortgages backed securities cash-
flow model. As part of its analysis, Moody's took into
consideration different scenarios of amortization schedule and
lower portfolio yield for RMAC 2004-NS3 PLC and RMAC 2004-NSP4 PLC
deals.

-- INCREASE IN CREDIT ENHANCEMENT

Deal deleveraging resulted in an increase in credit enhancement
for all affected notes. For instance, the credit enhancement for
the most senior tranche affected by today's rating action
increased over the past year to 31% from 30% in Clavis 06-1, to
77% from 76% in RMS 21, to 37% from 36% in RMAC 2004-NS3 PLC, and
to 40% from 39% in RMAC 2004-NSP4 PLC.

  -- COUNTERPARTY EXPOSURE

The rating actions took into consideration the notes' exposure to
relevant counterparties, such as servicer, account banks or swap
providers.

Moody's considered how the liquidity available in the transactions
and other mitigants support continuity of note payments, in case
of servicer default, using the CR Assessment as a reference point
for servicers. All 4 transactions benefit from a back-up servicer
but no independent cash manager. As a result, Moody's considered
that the back-up servicing arrangements are insufficient to
support payments in the event of servicer disruption. Moody's also
believes that this risk is further exacerbated for those
transactions where the senior notes are denominated in another
currency and exposed to a FX swap. A failure to provide the swap
counterparties with timely information, in particular in regards
to the principal payments could lead to a termination event under
the swap documentation. Therefore, senior notes exposed to an FX
swap are capped at Aa2 (sf) in consideration of this additional
risk, compared to a Aa1 (sf) cap for senior notes not exposed to
an FX swap. Senior notes in RMS 21 are exposed to an FX swap but
benefit from sufficient credit enhancement to mitigate the
severity of possible losses from a swap termination event. As a
result, Moody's capped the rating of the senior notes in RMS 21 at
Aa1 (sf).

Moody's assessed the exposure to Barclay's Bank Plc acting as the
swap counterparty in Clavis 06-1, RMAC 2004-NS3 PLC and RMS 21.
Moody's analysis considered the risks of additional losses on the
notes if they were to become unhedged following default of the
swap counterparty by using the CR Assessment as reference point
for swap counterparties. Moody's concluded that the ratings of the
notes M1a, M1b and M2a of Clavis 06-1, the notes B1a and B1c of
RMS 21 and the notes M1 and M2 of RMAC 2004-NS3 PLC are
constrained by the swap exposure.

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

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

Factors or circumstances that could lead to an upgrade of the
ratings include (1) performance of the underlying collateral that
exceeds Moody's expectations; (2) deleveraging of the capital
structure; and (3) improvements in the credit quality of the
transaction counterparties.

Conversely, factors or circumstances that could lead to a
downgrade of the ratings include (1) an increased probability of
high-loss scenarios owing to a downgrade of the country ceiling;
(2) performance of the underlying collateral that does not meet
Moody's expectations; (3) deterioration in the notes' available
CE; and (4) deterioration in the credit quality of the transaction
counterparties.

List of Affected Ratings:

Issuer: Clavis Securities 2006-01

-- GBP125 million A3a Notes, Affirmed Aa2 (sf); previously on
    Jan 30, 2012 Downgraded to Aa2 (sf)

-- EUR181.95 million A3b Notes, Affirmed Aa2 (sf); previously on
    Jan 30,2012 Downgraded to Aa2 (sf)

-- GBP2 million B1a Notes, Upgraded to A3 (sf); previously on
    Oct 14, 2015 Baa3 (sf) Placed Under Review for Possible
    Upgrade

-- EUR16.8 million B1b Notes, Upgraded to A3 (sf); previously on
    Oct 14, 2015 Baa3 (sf) Placed Under Review for Possible
    Upgrade

-- GBP8.1 million M B2a Notes, Upgraded to Baa3 (sf); previously
    on Oct 14, 2015 Ba1 (sf) Placed Under Review for Possible
    Upgrade

-- GBP12.25 million M1a Notes, Affirmed Aa3 (sf); previously on
    Jun 15, 2006 Definitive Rating Assigned Aa3 (sf)

-- EUR45 million M1b Notes, Affirmed Aa3 (sf); previously on
    Jun 15, 2006 Assigned Aa3 (sf)

-- GBP24 million M2a Notes, Upgraded to A1 (sf); previously on
    Oct 14, 2015 A3 (sf) Placed Under Review for Possible Upgrade

Issuer: Residential Mortgage Securities 21 Plc

-- GBP150 million A3a Notes, Affirmed Aa1 (sf); previously on
    Jul 28, 2014 Upgraded to Aa1 (sf)

-- EUR254 million A3c Notes, Affirmed Aa1 (sf); previously on
    Jul 28, 2014 Upgraded to Aa1 (sf)

-- GBP11 million B1a Notes, Upgraded to Aa3 (sf); previously on
    Oct 14, 2015 Baa1 (sf) Placed Under Review for Possible
    Upgrade

-- EUR23.4 million B1c Notes, Upgraded to Aa3 (sf); previously
    on Oct 14, 2015 Baa1 (sf) Placed Under Review for Possible
    Upgrade

-- GBP18 million B2a Notes, Upgraded to Baa1 (sf); previously on
    Oct 14, 2015 B2 (sf) Placed Under Review for Possible Upgrade

-- GBP26.5 million M1a Notes, Affirmed Aa1 (sf); previously on
    Jul 28, 2014 Upgraded to Aa1 (sf)

-- EUR36.2 million M1c Notes, Affirmed Aa1 (sf); previously on
    Jul 28, 2014 Upgraded to Aa1 (sf)

-- GBP16.4 million M2a Notes, Affirmed Aa2 (sf); previously on
    Jul 28, 2014 Upgraded to Aa2 (sf)

-- EUR19.5 million M2c Notes, Affirmed Aa2 (sf); previously on
    Jul 28, 2014 Upgraded to Aa2 (sf)

Issuer: RMAC 2004-NS3 PLC

-- GBP170 million A2a Notes, Affirmed Aa2 (sf); previously on
    Jul 20, 2011 Downgraded to Aa2 (sf)

-- EUR168 million A2c Notes, Affirmed Aa2 (sf); previously on
    Jul 20, 2011 Downgraded to Aa2 (sf)

-- GBP7.5 million B Notes, Upgraded to A2 (sf); previously on
    Oct 14, 2015 Baa3 (sf) Placed Under Review for Possible
    Upgrade

-- GBP22.5 million M1 Notes, Affirmed Aa3 (sf); previously on
    Sep 30, 2004 Definitive Rating Assigned Aa3 (sf)

-- GBP20 million M2 Notes, Upgraded to Aa3 (sf); previously on
    Oct 14, 2015 A3 (sf) Placed Under Review for Possible Upgrade

Issuer: RMAC 2004-NSP4 PLC

-- GBP595 million A2 Notes, Affirmed Aa1 (sf); previously on Jul
    20, 2011 Downgraded to Aa1 (sf)

-- GBP12 million B1 Notes, Upgraded to A1 (sf); previously on
    Oct 14, 2015 Baa2 (sf) Placed Under Review for Possible
    Upgrade

-- GBP40 million M1 Notes, Upgraded to Aa1 (sf); previously on
    Oct 14, 2015 Aa3 (sf) Placed Under Review for Possible
    Upgrade

-- GBP32 million M2 Notes, Upgraded to Aa1 (sf); previously on
    Oct 14, 2015 A2 (sf) Placed Under Review for Possible Upgrade


NEWDAY FUNDING 2015-2: Fitch Rates GBP15.6MM Notes 'Bsf'
--------------------------------------------------------
Fitch Ratings has assigned NewDay Funding's series 2015-2 notes
final ratings as:

  GBP146.7 mil. Series 2015-2 A: 'AAAsf'; Outlook Stable
  GBP21.3 mil. Series 2015-2 B: 'AAsf'; Outlook Stable
  GBP31.5 mil. Series 2015-2 C: 'Asf'; Outlook Stable
  GBP44.1 mil. Series 2015-2 D: 'BBBsf'; Outlook Stable
  GBP22.8 mil. Series 2015-2 E: 'BBsf'; Outlook Stable
  GBP15.6 mil. Series 2015-2 F: 'Bsf'; Outlook Stable

The transaction is a securitization of UK non-prime credit card
receivables originated by NewDay Ltd.

Fitch has simultaneously affirmed these tranches:

  GBP147.3 mil. Series 2015-1 A: 'AAAsf'; Outlook Stable
  GBP21.6 mil. Series 2015-1 B: 'AAsf'; Outlook Stable
  GBP31.8 mil. Series 2015-1 C: 'Asf'; Outlook Stable
  GBP44.1 mil. Series 2015-1 D: 'BBBsf'; Outlook Stable
  GBP22.8 mil. Series 2015-1 E: 'BBsf'; Outlook Stable
  GBP15.3 mil. Series 2015-1 F: 'Bsf'; Outlook Stable
  GBP300 mil. Series 2015-VFN: 'BBBsf'; Outlook Stable

KEY RATING DRIVERS

Non-Prime Asset Performance

The charge-off and payment rate performance of the pools reflects
the non-prime nature of the assets, which is mitigated by
available credit enhancement.  Fitch has set a steady state
charge-off assumption of 18%, with a stress on the lower end of
the spectrum due to the high absolute level of the steady state
assumption (3.5x for AAAsf).  Fitch applied a payment rate steady
state assumption of 10% with a stress of 45% at 'AAAsf'.

Given the specific nature of the underlying receivables,
performance is not directly comparable with prime UK credit card
transactions.

Changing Pool Composition

The portfolio consists of an open book and a closed book that have
displayed different historical performance trends.  Fitch expects
overall pool performance to migrate towards the performance of the
open book as the closed book amortizes.  Fitch built this
expectation into its steady state asset assumptions.

Variable Funding Notes (VFN)

In addition to Series 2015-VFN providing the funding flexibility
that is typical and necessary for credit card trusts, the
structure employs a separate originator VFN, purchased and held by
NewDay Funding Transferor Ltd (the transferor).  This note serves
three main purposes: to provide credit enhancement to the rated
notes; to add protection against dilution by way of a separate
functional transferor interest; and to serve the minimum risk
retention requirements.

Unrated Originator and Servicer

The NewDay group act in a number of capacities through its various
entities, most prominently as originator and servicer, but also as
cash manager to the securitization.  In most other UK trusts these
roles are fulfilled by large institutions with strong credit
profiles.  The degree of reliance on the NewDay group in this
transaction is mitigated by the transferability of operations,
agreements with established card service providers, a back-up cash
management agreement and a non-amortizing liquidity reserve per
series.

Steady Asset Outlook

Fitch expects UK credit card performance to remain stable, with
only limited rises in delinquency and charge-off levels throughout
2015.  Payment rates and yields are likely to remain stable in
2015, but there is still no clarity as to how lenders reliant on
interchange to fund their reward programs will replace the loss of
this income source.

RATING SENSITIVITIES

Rating sensitivity to increased charge-off rate
Increase base case by 25% / 50% / 75%

  Series 2015-2 A: 'AAsf' / 'A+sf' / 'A-sf'
  Series 2015-2 B: 'A+sf' / 'A sf' / 'A-sf'
  Series 2015-2C: 'BBB+sf' / 'BBBsf' / 'BBB-sf'
  Series 2015-2 D: 'BB+sf' / 'BB-sf' / 'B+sf'
  Series 2015-2 E: 'B+sf' / NA/ NA
  Series 2015-2 F: NA/ NA/ NA

Rating sensitivity to reduced MPR
Reduce base case by 15% / 25% / 35%

  Series 2015-2 A: 'AAsf' / 'A+sf' / 'A-sf'
  Series 2015-2 B: 'A+sf' / 'BBB+sf' / 'BBBsf'
  Series 2015-2 C: 'BBB+sf' / 'BBBsf' / 'BBB-sf'
  Series 2015-2 D: 'BB+sf' / 'BB+sf' / 'BBsf'
  Series 2015-2 E: 'B+sf' / 'B+sf' / 'B+sf'
  Series 2015-2 F: NA/ NA / NA

Rating sensitivity to reduced purchase rate (ie aggregate new
purchases divided by aggregate principal repayments in a given
month)

Reduce base case by 50% / 75%

  Series 2015-2 A: 'AAAsf' / 'AAAsf'
  Series 2015-2 B: 'AAsf' / 'AAsf'
  Series 2015-2 C: 'Asf' / 'Asf'
  Series 2015-2 D: 'BB+sf' / 'BB+sf'
  Series 2015-2 E: 'Bsf' / NA
  Series 2015-2 F: NA / NA


SENSATA TECHNOLOGIES: Moody's Rates US$750MM Sr. Unsec. Notes Ba3
-----------------------------------------------------------------
Moody's Investors Service assigned a Ba3 rating to Sensata
Technologies UK Financing Co. plc., new US$750 million Senior
Unsecured Notes and affirmed all of debt ratings of Sensata
Technologies B.V. (Sensata) including the Ba2 Corporate Family
Rating ("CFR"), the Ba2-PD Probability of Default, the Senior
Secured Bank Credit facility at Baa3, the Senior Unsecured debt
rating at Ba3, and the Speculative Grade Debt Rating at SGL-3. The
rating outlook remains negative.

Assignment:

-- Issuer: Sensata Technologies UK Financing Co. plc

US$750 million Senior Unsecured Notes, Assigned Ba3 (LGD5)

Negative rating outlook has been assigned to Sensata Technologies
UK Financing Co. plc

Affirmations:

-- Issuer: Sensata Technologies B.V.

-- Probability of Default Rating, Affirmed Ba2-PD

-- Corporate Family Rating, Affirmed Ba2

-- Senior Secured Bank Credit Facility, Affirmed Baa3 (LGD2)

-- Senior Unsecured Regular Bond/Debenture, Affirmed Ba3 (LGD5)

-- Speculative Grade Liquidity Rating, Affirmed SGL-3

The rating outlook on Sensata Technologies B.V. remains negative.

RATINGS RATIONALE

The assignment of a Ba3 rating to Sensata Technologies UK
Financing Co. plc new US$750 million senior unsecured notes
reflects their unsecured nature and ranking in-line with Sensata
Technologies B.V. other unsecured notes. The affirmation of
Sensata's ratings reflect Moody's belief that the additional
leverage coming from the acquisition of most of Custom Sensors &
Technologies' (CST, B2 Stable) sensor businesses will prove to be
temporary in nature. The total enterprise value for the
acquisition is about US$1 billion of which US$750 million will be
funded with the issuance of the senior unsecured notes at the
newly established indirect wholly-owned subsidiary of Sensata
Technologies N.V. named Sensata Technologies UK Financing Co. plc.
There will also be a US$250 million revolver drawdown used to fund
the acquisition. Pro forma for the transaction, Moody's adjusted
leverage will increase to around 5 times but is anticipated to
improve to under 4.25 times for 2016. The company's liquidity is
considered to be adequate.

Although Sensata's leverage was already considered to be
temporarily elevated for the rating category given its 2014
acquisition of Schrader, the benefits from both acquisitions
should be increasingly visible in 2016. Such benefits will
contribute to Sensata's credit quality through increased product
diversity, reduced reliance on the automotive sector, stimulate
EBITDA growth, and yield stronger cash flow generation. The rating
affirmation also reflects the anticipation for free cash flow to
debt of over 10% annually and EBITDA to interest of over 4.5 times
for 2016. The CST businesses being acquired will strengthen
Sensata's market position in aerospace sensing products and
industrial sensing including medical and oil and gas.

The negative outlook considers the company's aggressive
acquisition strategy as reflected by the US$1 billion acquisition
of Schrader and the soon-to-close purchase of most of CST's sensor
business. Moody's notes that the ratings on CST and on its debt
are expected to be withdrawn at the close of the acquisition.

The rating could be downgraded if leverage was not improving as
anticipated during 2016 and, particularly, if Moody's believed
leverage was expected to remain elevated at over 4.25 times well
into 2017. Free cash flow to debt under 10% or EBITDA to interest
below 4.5 times could also pressure the rating.

The rating is unlikely to be upgraded given the company's
willingness to make large acquisitions that add meaningful
leverage for an extended timeframe. However, the outlook could
revert back to stable, if it was to adopt a policy of more
conservative balance sheet management or if debt to EBITDA was
expected to improve to below 4.5 times and its free cash flow to
debt is anticipated to remain above 10% annually.

Sensata Technologies B.V. is an indirect wholly-owned subsidiary
of Sensata Technologies Holding N.V., a globally diversified
manufacturer of sensors and controls products for mission critical
applications across a variety of end markets, including
automotive, aerospace, HVAC, and general industrial markets. The
company's products include sensors measuring pressure, force, and
speed, and thermal and magnetic-hydraulic circuit breakers, and
switches. In October 2014, Sensata completed the acquisition of
Schrader International (August Cayman Intermediate Holdco,
Inc.) -- a manufacturer of Tire Pressure Monitoring Systems
("TPMS"), Fluid Control Components, and Tire Hardware &
Accessories for the automotive and industrial original equipment
market and aftermarket. Annual revenues for 2014 were
approximately US$2.4 billion.


SOHO HOUSE: Moody's Assigns Caa1 Corporate Family Rating
--------------------------------------------------------
Moody's Investors Service assigned a Caa1 corporate family rating
(CFR) and Caa1-PD probability of default rating (PDR) to
hospitality company Soho House Group Limited (Soho House) and
withdrawn the Caa1 CFR and Caa1-PD PDR on Soho House Bond Limited.
Concurrently, Moody's has affirmed the Caa1 rating on the GBP145
million senior secured notes due 2018 assigned at Soho House Bond
Limited. The outlook on all ratings is stable.

RATINGS RATIONALE

Moody's decision to move the Caa1 CFR and Caa1-PD PDR to Soho
House Group Limited from Soho House Bond Limited follows the
announcement made on October 23, 2015 of the issuance of
GBP40 million of Payment In Kind (PIK) toggle notes due in October
2019. The PIK notes (unrated) were issued by Soho House Group
Limited, which is the top holding company of the group that holds
the shares of Soho House Bond Limited, which issued the
outstanding senior secured notes in 2013. The new ratings are
therefore assigned at the entity level where the whole debt of
Soho House group is consolidated.

Moody's notes that the terms of the PIK toggle notes permit the
payment of interest either in cash or in kind, at Soho House's
option, but also notes that any such payment in cash would need to
be up-streamed to Soho House Group Limited by way of dividends
subject to any permitted payment provisions of the senior secured
notes.

Moody's assumes that the proceeds of the PIK issuance have been
mostly used to repay the utilization under the revolving credit
facility (RCF) and overdraft facilities. Soho House's total
available liquidity has therefore improved, now consisting of
approximately GBP15 million cash and a total of GBP30 million
available under the GBP25 million RCF and GBP5 million overdraft,
compared with liquidity of GBP5 million prior to the transaction,
which was comprised of cash and fully drawn RCF and overdraft
facilities.

Given the continued increase of EBITDA driven by the growing
contribution from the Houses that Soho House has opened over the
last year, Moody's expects that the company's debt-to-EBITDA for
2015 will decrease slightly to approximately 7.0x. Pro forma for
the new PIK issuance and based on Moody's last-twelve-months
adjusted EBITDA of GBP44.5 million as of 30 June 2015, Soho
House's adjusted leverage will remain high; after Moody's standard
adjustments, total leverage at closing is expected to be above
7.5x.

Soho House's total debt mainly consists of (1) GBP145 million of
senior secured notes due 2018; (2) GBP40 million of PIK toggle
notes due 2019; (3) approximately GBP52 million of limited
recourse debt related to the acquisition of the Soho Beach House
Miami property; and (4) GBP111 million of operating lease
adjustments. Compared with the previously envisaged capital
structure consisting of a proposed GBP200 million of senior
secured debt, this new structure displays lower leverage
(approximately 7.5x versus approximately 8.0x) owing to the lower
amount of debt added to the balance sheet (GBP40 million versus
GBP55 million).

Despite the immediate positive effect on the cash balance, Moody's
expects that the cash on balance sheet will decrease to around
GBP10 million by the end of 2015, primarily because the company is
free cash flow negative. Given the company's ambitious plan to
open approximately six new Houses and up to 30 new owned and joint
venture restaurants in the next two years, Moody's expects that
Soho House will remain cash flow negative over the next two years
and will mostly rely on the RCF to fund its expansion capex
program. Furthermore, the company's EBITA/interest expense is
likely to remain below 1.0x for the next two years.

STRUCTURAL CONSIDERATIONS

The new PIK notes issued in October 2015 are subordinated in right
of payments to the senior secured notes. The PIK notes are also
structurally subordinated to the senior secured notes and do not
benefit from any upstream guarantees from Soho House's operating
subsidiaries. The GBP145 million of senior secured notes benefit
from upstream guarantees and are also secured by a pledge over
substantially all of the assets of the group except the Miami
property.

RATIONALE FOR THE STABLE OUTLOOK

The stable outlook reflects Moody's expectation that Soho House's
strong positioning in the membership club sector and the ramp-up
of the Houses opened in the past two years will support
profitability improvement. However, leverage will remain high,
with debt/EBITDA above 6x and interest cover weak with
EBITA/interest expense below 1x in the next 12-18 months. Moody's
also expects that the liquidity will remain under pressure owing
to high development capex and high interest costs.

WHAT COULD CHANGE THE RATING -- UP/DOWN

Moody's does not expect upward pressure on the rating in the near
term, but this could change if (1) there is continued and
sustainable growth in Soho House's profitability, driven by
successful penetration of new geographies, maturing of opened
houses and restaurants, and a higher membership base; (2) the
company maintains an adequate liquidity profile; and (3) Soho
House's free cash flow turns positive and the company shows
visible de-leveraging progress.

Downward pressure on the rating could occur if (1) Soho House
fails to execute its development and growth plans successfully,
resulting in lower-than-expected growth in EBITDA and a failure to
deleverage; (2) the company loses members through higher
competition or resistance towards price increases; (3) cash flow
from operations remains negative over several quarters; and (4)
the company's liquidity profile deteriorates.

Soho House is a fully integrated hospitality company that operates
exclusive, private members clubs (or Houses) as well as public
restaurants, hotels and spas. Membership targets professionals in
the creative industries and access to Houses is reserved
exclusively for members and their guests. Soho House benefits from
a stable membership and has been able to capitalise on its brand
name to expand both in the UK and internationally. In 2014, Soho
House realised total revenues of GBP202.8 million and EBITDA of
GBP43.7 million, a 21.6% margin, including Moody's standard
adjustments. The EBITDA margin varies substantially between Houses
according to location and improves over time, with newly opened
houses presenting lower profitability than more mature Houses.



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


* BOND PRICING: For the Week Nov. 9, 2015 to Nov. 13, 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 * * *