TCREUR_Public/151130.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 30, 2015, Vol. 16, No. 236

                            Headlines

A U S T R I A

HETA ASSET: Carinthia Can't Pay 10% of Outstanding Bonds


D E N M A R K

NUNAMINERALS A/S: Enters Into Restructuring Agreement with GMM


F R A N C E

PINACOTHEQUE DE PARIS: Placed Under Receivership by Paris Court


G E R M A N Y

SC GERMANY 2015-1 UG: DBRS Assigns (P)BB Ratings to Class D Debt


I T A L Y

SNAI SPA: Moody's Cuts Corporate Family Rating to 'B3'


L I T H U A N I A

PC: Files Application to Initiate Bankruptcy Proceedings


L U X E M B O U R G

CLARIS SME 2015: DBRS Provides Details on Assigned Ratings


M A C E D O N I A

INDO MINERAL: Macedonian Unit Faces Bankruptcy Over Unpaid Debts


N E T H E R L A N D S

ALME LOAN IV: Moody's Assigns (P)B2 Rating to Class F Notes
REGENT'S PARK: Moody's Raises Rating on Class E Notes to Ba2(sf)


R U S S I A

FINPROMBANK: Moody's Changes B3 Deposit Rating Outlook to Neg.
JUST BANK: Bank of Russia Uncovers Financial Misstatement
NOTA-BANK PJSC: DIA to Oversee Provisional Administration
NOTA-BANK PJSC: Bank of Russia Terminates Claims Moratorium
PERVOBANK JSC: Moody's Raises Long-Term Deposit Ratings to B2


S P A I N

ABENGOA SA: ISDA to Decide on Bankruptcy Credit Event Today
ABENGOA SA: Moody's Cuts Corporate Family Rating to Caa2
FONCAIXA PYMES 7: DBRS Assigns (P)CCC Rating to Series B Notes
PYMES SANTANDER 8: DBRS Discontinues C Rating on Serie C Notes


S W E D E N

FLOATEL: Moody's Cuts Corp. Family Rating to Caa1, Outlook Neg.


U K R A I N E

INTEGRAL-BANK PJSC: NBU Revokes License, Starts Liquidation


U N I T E D   K I N G D O M

* UK: Number of "High Risk Companies" Shrinks in 2015


X X X X X X X X

* BOND PRICING: For the Week Nov. 23, 2015 to Nov. 27, 2015


                            *********


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A U S T R I A
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HETA ASSET: Carinthia Can't Pay 10% of Outstanding Bonds
--------------------------------------------------------
Boris Groendahl and Alexander Weber at Bloomberg News report that
the Austrian province of Carinthia, creaking under debt
guarantees equivalent to many times its annual budget, told
creditors of its former state bank that it can pay about a tenth
of the outstanding bonds it had pledged to support.

According to Bloomberg, the government said in a Nov. 26
statement after a parliament meeting in Klagenfurt the province
will contribute EUR1.2 billion (US$1.3 billion) to a buyback of
the EUR11 billion of Heta Asset Resolution AG's bonds that it's
backing.

Berenberg Bank analysts led by Philipp Jaeger said adding in the
money expected to be recovered in Heta's wind-down, the offer is
probably worth 66% to 70% of face value, Bloomberg notes.

That won't be enough, one of the largest creditor groups, led by
the German unit of Belgium's Dexia SA, as cited by Bloomberg,
said.

"It's obvious that par-investors like us, who bought the bonds in
safe times for 100%, expect a 100% redemption," Bloomberg quotes
Friedrich Munsberg, the chief executive officer of Dexia
Kommunalbank Deutschland AG, as saying.

Carinthia's government, meanwhile led by center-left Governor
Peter Kaiser, said a better offer won't be forthcoming, Bloomberg
relates.

"There can't be and there won't be more," Bloomberg quotes the
province's finance secretary Gaby Schaunig as saying.  "Every
objective creditor will come to the conclusion that it's sensible
to take the offer."

Heta's biggest creditor group said that they would give Carinthia
more time but also insisted on full repayment, Bloomberg
recounts.  It added that it expected the tender offer to fail,
Bloomberg notes.

The tender offer for the guaranteed bonds is meant to stave off
the threat of a Carinthian insolvency, Bloomberg discloses.

The Carinthian assembly is due to meet Dec. 10 to approve the
tender kick-off, Bloomberg says.

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



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D E N M A R K
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NUNAMINERALS A/S: Enters Into Restructuring Agreement with GMM
--------------------------------------------------------------
With reference to company announcements no. 26, no. 26b and no.
26c, dated respectively November 16, November 19, 2015, no. 27
dated November 19, 2015 and no 28 of November 25, 2015,
NunaMinerals A/S under suspension of payments has entered into an
agreement with the Greenland Government and Greenland Mining
Management Ltd. regarding a restructuring of NunaMinerals.

The Restructuring consists of the following key elements, which
are inter-conditional and except for the election of new board
members and the capital decrease, each of the components of the
Restructuring will only be completed if all conditions are
completed.

Capital decrease

As part of the Restructuring, the share capital shall be
decreased by nominally DKK2,207,276 from nominally DKK2,759,094
to nominally DKK551,818.8 for the purpose of payment of losses by
way of decreasing the nominal value of each share from nominally
DKK0.1 to nominally DKK0.02.  The capital decrease affects the
current shareholders' shareholdings on a pro-rata basis and is a
purely technical precaution to facilitate the steps described
below to occur.  The capital decrease was approved at the general
meeting on November 25, 2015, and will be registered with the
Danish Business Authority as soon as possible, regardless of
whether the Restructuring is completed.

Directed Capital Increase

As part of the Restructuring, the share capital is increased
through a subscription for shares by GMM of nominally
DKK1,657,443.46, equal to 82,872,173 new shares at the price of
DKK0.063959475 per share of nominally DKK0.02 (the new nominal
share capital following the capital decrease), equal to a total
cash payment of DKK5,300,460.73.

Acquisition of Debt and Directed Capital Increase

As part of the Restructuring, GMM agrees to acquire from the
Government of Greenland, the Company's outstanding debt to the
Government of Greenland of DKK4,699,539.27.  Further, the
Government of Greenland agrees to waive any and all other claims
against the Company under this particular debt instrument,
including for interest accrued after May 15, 2015.  The debt
acquired by GMM, shall, as part of the Restructuring, be
converted into shares.

The reason for GMM's acquisition of (i) NunaMinerals' debt to the
Government of Greenland, and (ii) all of the Government of
Greenland's shares in the Company is that the Company's board of
directors and GMM are of the opinion that the Government of
Greenland's role as a governmental authority in relation to many
of the activities of NunaMinerals should not be combined with its
role as a major creditor and shareholder.

Following this acquisition of debt, the share capital is
increased through subscription for shares by conversion of debt
by GMM of nominally DKK1,469,536.54, equal to 73,476,827 new
shares at the price of DKK0.063959475 per share of nominally
DKK0.02 (the new nominal share capital following the capital
decrease), equal to a total conversion of debt of
DKK4,699,539.27.

Compulsory Scheme

As part of the Restructuring, the Company will file a compulsory
payment arrangement with the court of Greenland.

The proposed compulsory payment arrangement is, in outline,
comprised of a payment to the majority of creditors upon approval
of the compulsory scheme, followed by payment of 8 equal
installments, with the exemption that all creditors will receive
a payment of at least DKK100,000 upon approval of the compulsory
scheme (or the full claim, if such claim is below DKK100,000).
In addition, the remaining creditors will either waive their
privileged rights according to Section 95 of the Danish
Bankruptcy Act or accept being subordinated.  However,
subordination of the debt shall not prevent conversion of the
subordinated claims to shares at a later stage.

As a condition for the Restructuring, the compulsory payment
arrangement has to be approved by the court of Greenland and the
creditors of the Company.

Transfer of the Government of Greenland's shares

As part of the Restructuring, GMM will purchase all of the
Government of Greenland's 7,912,260 shares in the Company for the
purchase price of DKK0.063959475 per share of nominally DKK0.02
(the new nominal share capital following the capital decrease),
equal to DKK506,064 in total, which is the exact same price as
the subscription price paid by GMM in connection with the capital
increases.

Maintaining of Listing

The capital increases and acquisition of shares in the Company by
GMM will as a starting point trigger an obligation to make a
mandatory tender offer to all shareholders of the Company.

However, as part of the Restructuring, GMM will apply to the
Danish FSA for an exemption to make a mandatory tender offer to
all shareholders of the Company.

The reason for applying for this exemption is that, according to
GMM, the Company's listing on NASDAQ OMX Copenhagen A/S is of
substantial value to NunaMinerals and its shareholders by
enhancing the Company's public profile, granting it access to the
capital markets, by enabling the Company to make share-based
offers, and giving its shareholders a liquid market for their
investment.

In the event that a an exemption cannot be obtained, the
Restructuring will be conditional on GMM having (a) received duly
executed versions of irrevocable statements of rejection from all
major shareholders of the Company that they will not tender their
shares in the mandatory tender offer, and (b) received written
confirmation from the Danish FSA that the price paid per share in
the mandatory tender offer shall not exceed the subscription
price for the shares subscribed for by GMM in the Restructuring.

Conditions

   -- The Restructuring is conditional on being completed no
      later than January 5, 2016, and is subject to the following
      conditions;

   -- Adoption of all items on the agenda of the general meeting
      to be held November 25, 2015;

   -- Registration with the Danish Business Authority of the
      capital decrease;

   -- The Court of Greenland's final approval of the compulsory
      scheme;

   -- Entering into an agreement with Rastofdepartementet
      regarding NunaMinerals' licenses; and

   -- Rastofdepartementet having approved the indirect transfer
      of all of NunaMinerals' licenses.

GMM either (i) having obtained an exemption from the obligation
to make a mandatory tender offer from the Danish FSA, or (ii) in
the event that an exemption cannot be obtained, GMM having (a)
received duly executed versions of irrevocable statements of
rejection from all major shareholders of the Company that they
will not tender their shares in the mandatory tender offer, and
(b) having received written confirmation from the Danish FSA that
the price paid per share in the mandatory tender offer shall not
exceed the subscription price for the shares subscribed by GMM in
the Restructuring.

All of the conditions are inter-conditional and completion of the
Restructuring cannot take place until all steps are completed.
All conditions must be completed by January 5, 2016.

Post-Closing Rights Issue

As part of the Restructuring, GMM has undertaken to cause the
Company to (i) carry out a rights issue at or below market price,
with publication of a prospectus no later than May 1, 2016, or
(ii) in the event that, in the reasonable opinion of GMM after
taking into account the Company's situation and the market
conditions prevailing at such time, it is not possible to
structure and execute a rights issue without GMM ending up with
90% or more of the total outstanding share capital following
closing of the rights issue, to provide the Company with a loan
on arms' length terms and conditions to be agreed in detail
between GMM and the Company.

The rights issue is intended to be structured and underwritten by
GMM and to result in the Company receiving gross proceeds of a
DKK amount equivalent to GBP500,000 or alternatively if a loan is
provided, such loan shall be for the amount of GBP500,000.

The parties to the agreement will work together to complete the
steps and conditions of the Restructuring.  Further announcements
will be made at the completion of each of the above steps.

"We are very pleased with this result" said Birks Bovaird,
Chairman of the Board of Directors of NunaMinerals A/S.

"The exploration assets of NunaMinerals A/S have significant
potential and we look forward to working closely with our
Greenlandic partners to realise value for all stakeholders," said
Patrick Newmann, director of GMM.

                          About GMM

GMM is a UK special purpose vehicle formed to rescue NunaMinerals
A/S and brings together a strong technical team.

                     About NunaMinerals

NunaMinerals A/S is exploring for precious and base metals as
well as strategic metals.  Firmly rooted in Greenland, the
company is well positioned to exploit the mineral potential of
one of the world's few remaining unexplored regions.  The geology
of Greenland has a number of similarities with that of long-
established mining jurisdictions such as Canada, Scandinavia,
South Africa and Australia, which all have substantial mineral
deposits of gold, platinum, nickel and copper, among other
commodities.  Setting up partnerships that would bring further
technical and financial expertise to the development of the
company's exploration prospects is a key element of NunaMinerals'
business model.  NunaMinerals began operations in 1999 and is
headquartered in Nuuk, Greenland.  The company is listed at
NASDAQ OMX Copenhagen A/S under the symbol "NUNA" (Copenhagen:
NUNA.CO).



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F R A N C E
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PINACOTHEQUE DE PARIS: Placed Under Receivership by Paris Court
---------------------------------------------------------------
Laure Guilbault at WWD reports that Marc Restellini, the founder
and president of Pinacotheque de Paris, said the private museum
has been placed into receivership by a Paris commercial court.

A French commercial court on Nov. 3 granted the request for
protection to Art Heritage France, the operating company behind
Pinacotheque de Paris, WWD relates.

Mr. Restellini told WWD Pinacotheque de Paris, located on two
sites next to each other at 28 Place de la Madeleine and Rue
Vignon nearby gourmet mecca Fauchon and a Sephora store, has seen
visitor numbers decrease 20 to 25% over the last two years,
adding a move to another site with a cheaper rent is one avenue
being explored by the museum.



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G E R M A N Y
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SC GERMANY 2015-1 UG: DBRS Assigns (P)BB Ratings to Class D Debt
----------------------------------------------------------------
DBRS Ratings Limited assigned provisional ratings to the Class A,
Class B, Class C and Class D Notes (collectively with the unrated
Class E Notes, the Notes) to be issued by SC Germany Consumer
2015-1 UG (the Issuer) as follows:

-- AA (sf) to the Class A Fixed-Rate Notes
-- A (sf) to the Class B Fixed-Rate Notes
-- BBB (sf) to the Class C Fixed-Rate Notes
-- BB (sf) to the Class D Floating-Rate Notes

The Notes are backed by a revolving pool of receivables from
consumer loans granted to individuals residing in Germany,
originated and serviced by Santander Consumer Bank AG (SCB),
which is owned by Santander Consumer Finance S. A.

The finalization of the ratings is contingent upon receipt of
final documents conforming to information already received.

The ratings are based on the considerations listed below:

-- The sufficiency of available credit enhancement in the form
    of subordination (17.5% for Class A, 10.25% for Class B,
    7.45% for Class C and 4.2% for Class D Notes), in addition to
    excess spread.

-- The ability of the transaction's structure and triggers to
    withstand stressed cash flow assumptions and repay the Notes
    according to the terms of the transaction documents.

-- SCB's capabilities with respect to originations, underwriting
    and servicing.

-- The legal structure and presence of legal opinions addressing
    the assignment of the assets to the Issuer and the
    consistency with DBRS's "Legal Criteria for European
    Structured Finance Transactions" methodology.

DBRS notes that there is a fixed and floating interest rate swap
on the lowest-ranked Class D and Class E Notes and the swap
payments (other than termination payments when the swap
counterparty is the defaulting party under the swap agreement)
rank ahead of the Class A, B and C Notes in the waterfalls. DBRS
has considered the relevant interest rate scenarios and the
impact of regular swap payments on the cash flows in accordance
with its methodologies. Unquantifiable termination payments in a
scenario when the Issuer is the defaulting party may also affect
the more senior classes of notes without hedge. However, such
circumstance is expected to be sufficiently remote for the
purpose of the rating assignment, as DBRS does not factor in
additional risks not related to rating scenarios (such as post-
enforcement or issuer liquidation).

The transaction was modelled in Intex Dealmaker and the default
rates at which the rated notes did not return all specified cash
flows in a timely manner were determined.



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I T A L Y
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SNAI SPA: Moody's Cuts Corporate Family Rating to 'B3'
------------------------------------------------------
Moody's Investors Service downgraded Italian betting and gaming
company SNAI S.p.A.'s (SNAI or the company) corporate family
rating (CFR) to B3 from B2 and probability of default rating
(PDR) to B3-PD from B2-PD.

Concurrently, Moody's has downgraded the ratings of SNAI's (1)
EUR320 million and EUR110 senior secured notes due June 2018 to
B2 from B1/ (P)B1; and (2) EUR160 million senior subordinated
notes due December 2018 to Caa2 from Caa1.

The outlook on all ratings has been revised to negative from
stable.

The rating on the EUR110 senior secured notes due June 2018,
which was originally a provisional rating, is now definitive
following completion of SNAI's acquisition of Cogemat (Cogemat
S.p.A., unrated).

"The downgrade of SNAI's ratings reflects the company's weaker
than anticipated financial performance in 2015 and a pressured
liquidity position as a result of the significant cash amounts
required to renew its betting licenses due mid-2016 and
impending regulatory changes" says Donatella Maso, a Moody's Vice
President -- Senior Analyst. "The primary drivers of the
company's weakened financial performance are elevated pay-out
ratios, temporary shop closures due to bankrupt of a distributor
and erosion of margins due to rising taxes in 2015".

RATINGS RATIONALE

The rating actions largely reflect SNAI's weakened operating
performance throughout the first three financial quarters of
2015, which resulted in a 31% decline in the company's reported
EBITDA and a continued deterioration of its credit metrics since
FYE 2014, and a strained liquidity position. Although Moody's
anticipates a degree of recovery over time in the group's
operating performance from the re-opening of 54 betting shops and
in its metrics with Cogemat's acquisition, SNAI's liquidity
profile remains pressured considering the high cash requirement
necessary to renew the licenses for its betting shops and corners
due mid-2016.

Furthermore, Moody's notes that the company faces added
uncertainty and potential earnings and liquidity pressure related
to proposed provisions of the 2016 draft Stability Law (Italian
budget law), that suggest the Italian government may seek
additional means to tax or limit the gaming industry. While the
Stability Law is likely to be revised further, Italian gaming has
remained a target source of revenues for the national government,
making it likely there will be additional impact for SNAI and its
peers.

SNAI's performance in the first nine months of 2015 was affected
by very high pay-out ratios, issues related to SNAI's
distribution network, which led to the temporary closure of 55
betting shops and increased taxation that could not be offset by
positive top line trends of its gaming machines division. The
profit decline resulted in a deterioration of SNAI's standalone
credit metrics as adjusted by Moody's, particularly leverage
which increased to over 7x.

While SNAI's exposure to unpredictable and sometimes volatile
sports results is a risk that affects the whole industry, the
issue related to the distribution network has now been resolved
with the reopening of 54 out of 55 shops since July 2015, which
will help the recovery of its betting operations in 2016. The
newly signed lease and purchase agreement signed with its
insolvent distributor will, however, imply a slight increase in
rental costs and one-off acquisition cost when the purchase
option is exercised.

While SNAI's credit metrics are expected to improve moderately
with the acquisition of Cogemat, completed on 19 November 2015,
key credit metrics will remain consistent with the new rating
level. The acquisition benefits SNAI given its favorable funding
structure and potential synergies, though the company is exposed
to execution risk. Moody's adjusted leverage at the end of
financial year 2015 and pro forma for Cogemat will reduce to
approximately 6.7x and will likely reduce further by end-2016,
but remain above the previous downgrade trigger of 6.0x.

The expected partial recovery in the performance and the metrics
are insufficient to offset the company's weakening liquidity
profile. Cash balances estimated at approximately EUR100 million
(including Cogemat) at the end of September 2015 and a EUR55
million undrawn revolving credit facility (RCF) maturing June
2017, are only sufficient to cover SNAI's basic operational
needs. These operational requirements include potential working
capital swings from delays in collecting the 2015 Stability Law
fee on gaming machines and capital expenditures required to renew
the betting licenses despite lack of debt amortization over the
next 12 to 18 months.

The group remains exposed to the risk of adverse regulatory
changes. Albeit not in its final version, the 2016 draft
Stability Law proposes, amongst other things, for (1) an increase
in PREU (Prelievo Erariale Unico), which is a fee levied on
gaming machine turnover, on both amusement with prize machines
and video lottery terminals; and (2) changes in the number of
licenses of betting shops and corners and related costs up for
renewal in June 2016. These provisions will have a material
impact on SNAI's net revenues, profits and cash flow. Moreover,
the anticipated reform of the entire gaming sector adds further
uncertainty.

RATIONALE FOR THE NEGATIVE OUTLOOK

The negative rating outlook primarily reflects a deteriorating
liquidity profile and SNAI's continued exposure to impending
regulatory changes in the next 12 to 18 months, which may further
strain liquidity and financial performance. The outlook assumes
that the company will be able to maintain and renew its licenses
upon maturity and will not embark on any transforming
acquisitions or make debt-funded shareholder distributions.

WHAT COULD CHANGE THE RATINGS -- UP

To stabilize the outlook, Moody's would expect SNAI to improve
its operating performance and liquidity profile, to timely
address upcoming debt maturities (RCF matures June 2017), and to
mitigate the impact of future regulation or taxation headwinds.
Quantitatively, a stabilization of the outlook should occur if
Moody's-adjusted debt/EBITDA falls below 6.5x on a sustainable
basis.

In light of today's action, upward pressure on the rating is
unlikely in the medium term, but could be considered if the
company's operating performance substantially recovers, resulting
in a Moody's adjusted leverage metric falling sustainably below
6x whilst seeing improved liquidity.

WHAT COULD CHANGE THE RATINGS -- DOWN

Conversely, downward pressure would be exerted on the ratings if
SNAI's liquidity profile and credit metrics further deteriorate
as a result of (1) slow performance recovery; (2) failure in
integrating Cogemat successfully; (3) material regulatory
measures or taxation increases, or negative outcomes of
outstanding litigations; (4) aggressive changes in financial
policy; and (5) if Moody's-adjusted debt/EBITDA ratio increases
above 7.0x.



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L I T H U A N I A
=================


PC: Files Application to Initiate Bankruptcy Proceedings
--------------------------------------------------------
The general director of PC "Lithuanian shipping company" applied
to the District court of Klaipeda to initiate its own bankruptcy
proceedings.



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L U X E M B O U R G
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CLARIS SME 2015: DBRS Provides Details on Assigned Ratings
----------------------------------------------------------
DBRS Ratings Limited released a report on Claris SME 2015 S.r.l.
that provides further detail on the recent assignment of its
ratings.

Issuer Debt Rated     Rating   Published    Issued
------      ----------      ------   ---------     ------
Claris SME Class A Notes   A (sf)  Nov 2, 2015 EU
2015 S.r.l.

Claris SME   Class B Notes   BB (sf)  Nov 2, 2015      EU
2015 S.r.l.



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M A C E D O N I A
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INDO MINERAL: Macedonian Unit Faces Bankruptcy Over Unpaid Debts
----------------------------------------------------------------
James Heywood at MetalBulletin reports that the Macedonian arm of
Indo Mineral and Metals is facing bankruptcy after non-payment of
debts.

According to MetalBulletin, local media reported that at a
hearing in tip on Nov. 19, the court decided to initiate
bankruptcy proceedings against IMM and froze the company's bank
accounts.

The appointed trustee will assess the inventories and assets of
the Dobrevo and Toranica mines, including payments owed to
employees and creditors, with the estimated debt being as high as
EUR8 million (US$8.5 million), MetalBulletin relays, citing local
reports of court proceedings.

The company, a subsidiary of India's Binani Group, has allegedly
not paid miners and suppliers for some months, and owes money for
concession fees, electricity, water, transport of ore and
employee benefits, MetalBulletin discloses.

Local media reported the government has also submitted a draft
decision for unilateral termination of the concession contracts
for the exploitation of mineral resources due to non-payment of
concession fees for exploitation of mineral resources,
MetalBulletin notes.

The proceedings will mean that some 1,000 people will lose their
jobs, but according to the Union of Industry, Energy and Mining
there has already been some investor interest in buying the mines
once they are available, MetalBulletin relates.

Indo Minerals and Metals Macedonia. Indo Minerals and Metals
Macedonia (IMM) Macedonia is a specialist lead and zinc mining
group.



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


ALME LOAN IV: Moody's Assigns (P)B2 Rating to Class F Notes
-----------------------------------------------------------
Moody's Investors Service announced that it has assigned the
following provisional ratings to notes to be issued by ALME Loan
Funding IV B.V. (the "Issuer" or "ALME IV CLO"):

-- EUR272,250,000 Class A Senior Secured Floating Rate Notes
    due 2030, Assigned (P)Aaa (sf)

-- EUR40,500,000 Class B-1 Senior Secured Floating Rate Notes
    due 2030, Assigned (P)Aa2 (sf)

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

-- EUR23,750,000 Class C Senior Secured Deferrable Floating Rate
    Notes due 2030, Assigned (P)A2 (sf)

-- EUR23,750,000 Class D Senior Secured Deferrable Floating Rate
    Notes due 2030, Assigned (P)Baa2 (sf)

-- EUR29,500,000 Class E Senior Secured Deferrable Floating Rate
    Notes due 2030, Assigned (P)Ba2 (sf)

-- EUR14,500,000 Class F Senior Secured Deferrable Floating Rate
    Notes due 2030, Assigned (P)B2 (sf)

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

RATINGS RATIONALE

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

ALME IV CLO is a managed cash flow CLO. At least 90% of the
portfolio must consist of senior secured loans and senior secured
bonds and up to 10% of the portfolio may consist of unsecured
senior loans, second-lien loans, mezzanine obligations and high
yield bonds. The portfolio is expected to be over 70% ramped up
as of the closing date and to be comprised predominantly of
corporate loans to obligors domiciled in Western Europe.

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

In addition to the seven classes of notes rated by Moody's, the
Issuer will issue EUR 44.5m of subordinated notes which will not
be rated.

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

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

The rated notes' performance is subject to uncertainty. The
notes' performance is sensitive to the performance of the
underlying portfolio, which in turn depends on economic and
credit conditions that may change. Apollo's investment decisions
and management of the transaction will also affect the notes'
performance.

Loss and Cash Flow Analysis:

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

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

Par amount: EUR 450,000,000

Diversity Score: 38

Weighted Average Rating Factor (WARF): 2800

Weighted Average Spread (WAS): 3.95%

Weighted Average Coupon (WAC): 6.00%

Weighted Average Recovery Rate (WARR): 42.50%

Weighted Average Life (WAL): 8 years

As part of the base case, Moody's has addressed the potential
exposure to obligors domiciled in countries with local a currency
country risk ceiling (LCC) of A1 or below. As per the portfolio
constraints, exposures to countries with a LCC of A1 or below
cannot exceed 10%, with exposures to countries with LCCs of Baa1
to Baa3 further limited to 5%. Following the effective date, and
given these portfolio constraints and the current sovereign
ratings of eligible countries, the total exposure to countries
with a LCC of A1 or below may not exceed 10% of the total
portfolio. As a worst case scenario, a maximum 5% of the pool
would be domiciled in countries with LCCs of Baa1 to Baa3 while
an additional 5% would be domiciled in countries with LCCs of A1
to A3. The remainder of the pool will be domiciled in countries
which currently have a LCC of Aa3 and above. Given this portfolio
composition, the model was run with different target par amounts
depending on the target rating of each class of notes as further
described in the methodology. The portfolio haircuts are a
function of the exposure size to countries with local a LCC of A1
or below and the target ratings of the rated notes, and amount to
0.75% for the Class A notes, 0.50% for the Class B notes, 0.375%
for the Class C notes and 0% for Classes D, E and F.

Stress Scenarios:

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

Percentage Change in WARF: WARF + 15% (to 3220 from 2800)

Ratings Impact in Rating Notches:

Class A Senior Secured Floating Rate Notes: 0

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

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

Class C Senior Secured Deferrable Floating Rate Notes: -2

Class D Senior Secured Deferrable Floating Rate Notes: -2

Class E Senior Secured Deferrable Floating Rate Notes: -1

Class F Senior Secured Deferrable Floating Rate Notes: -1

Percentage Change in WARF: WARF +30% (to 3640 from 2800)

Class A Senior Secured Floating Rate Notes: -1

Class B-1 Senior Secured Floating Rate Notes: -4

Class B-2 Senior Secured Fixed Rate Notes: -4

Class C Senior Secured Deferrable Floating Rate Notes: -3

Class D Senior Secured Deferrable Floating Rate Notes: -3

Class E Senior Secured Deferrable Floating Rate Notes: -2

Class F Senior Secured Deferrable Floating Rate Notes: -3


REGENT'S PARK: Moody's Raises Rating on Class E Notes to Ba2(sf)
----------------------------------------------------------------
Moody's Investors Service announced that it has taken rating
actions on the following classes of notes issued by Regent's Park
CDO B.V.:

-- EUR393 million (current outstanding balance: EUR164.5M)
    Class A Senior Secured Floating Rate Notes due 2023, Affirmed
    Aaa (sf); previously on May 20, 2014 Affirmed Aaa (sf)

-- EUR40.2 million Class B-1 Senior Secured Floating Rate Notes
    due 2023, Affirmed Aaa (sf); previously on May 20, 2014
    Upgraded to Aaa (sf)

-- EUR12 million Class B-2 Senior Secured Fixed Rate Notes due
    2023, Affirmed Aaa (sf); previously on May 20, 2014 Upgraded
    to Aaa (sf)

-- EUR51 million Class C Senior Secured Deferrable Floating Rate
    Notes due 2023, Upgraded to Aa2 (sf); previously on May 20,
   2014 Upgraded to A2 (sf)

-- EUR24 million Class D Senior Secured Deferrable Floating Rate
    Notes due 2023, Upgraded to Baa2 (sf); previously on May 20,
    2014 Affirmed Ba1 (sf)

-- EUR13.8 million Class E Senior Secured Deferrable Floating
    Rate Notes due 2023, Upgraded to Ba2 (sf); previously on
    May 20, 2014 Affirmed B1 (sf)

-- EUR6 million (current outstanding balance: EUR 0) Class R
    Combination Notes due 2023, Withdrawn (sf); previously on
    May 20, 2014 Upgraded to A1 (sf)

-- EUR8M (current outstanding balance: EUR3.4M) Class W
    Combination Notes due 2023, Upgraded to Baa2 (sf); previously
    on May 20, 2014 Upgraded to Baa3 (sf)

Regent's Park CDO B.V., issued in October 2006, is a
collateralized loan obligation (CLO) backed by a portfolio of
mostly high-yield senior secured European loans. The portfolio is
managed by Blackstone Debt Advisors L.P. The transaction's
reinvestment period ended in January 2013.

RATINGS RATIONALE

According to Moody's, the rating actions taken on the notes are
the result of deleveraging over the twelve months to September
2015.

Since the last rating action Class A notes have paid down by
approximately EUR96 million. Over-collateralization (OC) ratios
of all classes of rated notes have increased. As per the trustee
report dated September 2015, Class A/B, Class C, Class D, and
Class E OC ratios are reported at 155.0%, 125.47%, 115.15%, and
109.95% compared to the last rating action (May 2014) levels of
138.22%, 118.86%, 111.51%, and 107.68%, respectively.

The key model inputs Moody's uses in its analysis, such as par,
weighted average rating factor, diversity score and the weighted
average recovery rate, are based on its published methodology and
could differ from the trustee's reported numbers. In its base
case, Moody's analyzed the underlying collateral pool as having a
performing par and principal proceeds of EUR 325 million, a
weighted average default probability of 19.78% (consistent with a
WARF of 2653 over a weighted average life of 4.87 years), a
weighted average recovery rate upon default of 48.01% for a Aaa
liability target rating, a diversity score of 32 and a weighted
average spread of 3.76%.

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. Moody's generally applies recovery rates
for CLO securities as published in "Moody's Approach to Rating SF
CDOs". In some cases, alternative recovery assumptions may be
considered based on the specifics of the analysis of the CLO
transaction. 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.

Moody's notes that after this analysis was completed, the October
2015 trustee report has been issued. There is no material change
in key portfolio metrics such as WARF, diversity score, and
weighted average spread as well as OC ratios for Classes A, B, C,
D and E from their September 2015 levels.



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


FINPROMBANK: Moody's Changes B3 Deposit Rating Outlook to Neg.
--------------------------------------------------------------
Moody's Investors Service changed to negative from stable the
outlook on Finprombank's B3 long-term local- and foreign-currency
deposit ratings and affirmed these ratings. Simultaneously,
Moody's has affirmed Finprombank's baseline credit assessment
(BCA) and adjusted BCA of b3. The bank's Not-Prime short-term
local-currency and foreign-currency deposit ratings were also
affirmed.

Concurrently, Moody's has affirmed Finprombank's long-term and
short-term Counterparty Risk Assessments (CR Assessments) of
B2(cr) / Not-Prime(cr).

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

RATINGS RATIONALE

The change of the outlook on the deposit ratings reflects: (1)
the deterioration of Finprombank's asset quality metrics
reflecting its high credit appetite; (2) the bank's low loan loss
reserves (LLR) and weak capital buffer that do not sufficiently
address the potential magnitude of credit losses; and (3)
Finprombank's weakening liquidity cushion coupled with the high
concentration of the bank's funding base.

Moody's anticipates that over the next 12 months, the magnitude
of deterioration of Finprombank's asset quality will exceed the
market-average trend, as the bank's rapidly accumulated loan
portfolio starts to season with the backdrop of unfavorable
operating conditions. Despite the relatively low ratio of loans
overdue by more than 90 days reported under IFRS at June 30, 2015
(3.19% of total gross loans, up from 1.88% at year-end 2014), the
proportion of restructured loans was at a high 8% of total gross
loans as of the same reporting date, up from 6.8% ratio reported
at year-end 2014 (at year-end 2013, restructured loans virtually
stood at zero). The deteriorating trend is also evidenced by a
declining ratio of interest income from lending activities
received in cash as a proportion of the same income accrued in
profits-and-loss accounts: this declined to 83% in the first half
of 2015 from 92% in 2014.

The rating agency notes that Finprombank demonstrates high credit
risk appetite, as reflected in the fast growth of the bank's loan
portfolio and the risky nature of its credit exposures. The
bank's gross loan book more than doubled in 2014, although in the
first half of 2015 it declined slightly (13%) owing to a
repayment by one customer of its large debt. At June 30, 2015,
32% of all loans were disbursed to the borrowers operating in the
risky finance and investment sectors, whilst relative to the
bank's equity this aggregate industry exposure stood at 206%.
Furthermore, 50% of the bank's loans were unsecured as of the
same reporting date. Single-name borrower concentration is also
among the highest reported by Finprombank's peers: at June 30,
2015, the 18 largest credit exposures accounted for 62% of the
bank's total gross loan book or 405% of its total equity.

In this context, the LLRs at 6.04% of total gross loans
accumulated as of June 30, 2015 appear to provide insufficient
coverage for potential credit losses and necessitate further
build-up. Finprombank's credit costs (expressed as loan loss
provisions divided by average gross loan portfolio), as reported
under IFRS, surged to 5.29% (annualized) in the first half of
2015 from 1.55% in 2014, and their further increase seems to be a
plausible scenario; the bank's profitability and, consequently,
capital adequacy metrics, will continue to be under pressure.

At November 1, 2015, Finprombank's statutory core Tier 1 and
total capital adequacy ratios (N1.1 and N1.0 regulatory ratios)
stood at 5.8% and 10.79%, respectively, just slightly above the
5% and 10% regulatory minimum requirements. The bank's internal
capital generation capacity is weak: in the first half of 2015,
it reported RUB166 million net loss under IFRS translating to
negative (-8%) annualised return on average equity. Therefore,
the bank has to resort to shareholder capital support in order to
comply with the regulatory capital requirements. According to
Finprombank's shareholders, they intend to provide subsidies to
the bank by the end of 2015 for RUB1 billion. However, the rating
agency cautions that, although this will support Finprombank's
weak capital adequacy in the short term, the expected amount
might not be sufficient to fully address the actual level of
credit losses looming in the next 12 to 18 months, and further
sizeable capital increases might be critical.

Finprombank's funding and liquidity profiles are also vulnerable,
in Moody's view. The rating agency is concerned about a gradual
decline of the bank's liquidity cushion over the recent months:
according to the bank's monthly local GAAP statements, as of
November 1, 2015, its ratio of liquid assets (comprising cash and
cash equivalents, loans to banks and unpledged liquid securities)
to total assets stood at just 14%, down from 18% at October 1,
2015 and 21% at September 1, 2015. This liquidity position does
not sufficiently address the high concentrations in Finprombank's
funding base. At June 30, 2015, the 20 largest groups of
customers, mainly high-net-worth individuals, represented 68% of
the bank's total customer funding and 42% of its liabilities.
There is also high concentration in Finprombank's interbank
funding as -- at June 30, 2015 -- three commercial banks together
provided 10% of total liabilities. These concentration levels
bear risks of outflow in today's operating environment in Russia,
characterized by lack of market confidence.

WHAT COULD MOVE THE RATINGS DOWN/UP

Finprombank's deposit ratings have low upside potential over the
next 12 to 18 months, given the negative outlook currently
assigned to these ratings. However, Moody's could revise the
outlook on the bank's long-term ratings to stable if the bank
demonstrates sustainable improvements in its asset quality and
profitability metrics, while simultaneously maintaining an
adequate LLR/capital buffer, and also builds-up its liquidity
cushion to more comfortable levels.

The rating agency might downgrade Finprombank's ratings if a
deterioration of the bank's asset quality protracts into the long
term, and if this negative trend is not sufficiently covered by a
LLR buffer and/or capital increases. Also, if the rating agency
observes further shrinkage of Finprombank's liquidity buffer,
this may negatively affect the bank's ratings.


JUST BANK: Bank of Russia Uncovers Financial Misstatement
---------------------------------------------------------
In the course of supervision over the activity of Just Bank LLC,
the Bank of Russia revealed material misstatement of the bank's
statements presented to the Bank of Russia as they did not
reflect its real financial standing due to the inadequate
assessment of credit risks assumed.

The presentation of accurate statements by Just Bank LLC would
have resulted in grounds to revoke the bank's license pursuant to
Clause 2 of Part 2 of Article 20 of the Federal Law "On Banks and
Banking Activities".

The Bank of Russia demanded that Just Bank LLC create additional
provisions for outstanding loans and present accurate statements,
but the bank failed to meet these demands.

Thus, the bank's management concealed from the supervisory
authority the grounds stipulated by Russian legislation for the
mandatory revocation of its banking license that bore the
evidence of a criminal offense, specified in Article 172.1 of the
Criminal Code of the Russian Federation.

The Bank of Russia, by its Order No. OD-2981 dated November 2,
2015, revoked the banking license of Just Bank LLC from
November 2, 2015.

The Bank of Russia has submitted the information on the activity
of the management of Just Bank LLC bearing the evidence of a
criminal offence to the Investigation Committee of the Russian
Federation for consideration and procedural decision making.


NOTA-BANK PJSC: DIA to Oversee Provisional Administration
---------------------------------------------------------
The Bank of Russia, in compliance with Clause 2 of Article 18926
and Clause 8 of Article 18951 of the Federal Law "On the
Insolvency (Bankruptcy)", due to the revocation of the banking
license of the Moscow-based credit institution NOTA-Bank PJSC
(Order No. OD-3292, dated November 24, 2015) and the decision of
the state corporation Deposit Insurance Agency to take part in
the settlement of the credit institution's liabilities, took the
following decisions (Order No. OD-3293, dated  November 24,
2015):

   -- to terminate from November 24, 2015, the activity of the
      provisional administration of the credit institution NOTA-
      Bank (Public joint-stock company) appointed by Bank of
      Russia Order No. OD-2746, dated October 13, 2015, "On
      Appointing Provisional Administration to Manage the Credit
      Institution and Imposing Moratorium on Meeting Claims of
      the Creditors of the Moscow-based NOTA-Bank (Public Joint-
      stock Company) or NOTA-Bank (PJSC)";

   -- to entrust the Agency from November 24, 2015, with the
      functions of the provisional administration to manage the
      credit institution NOTA-Bank (Public joint-stock company)
      envisaged by Articles 18932 and 18952 of the Federal Law
      "On the Insolvency (Bankruptcy)" and other powers of the
      provisional administration to manage the credit institution
      as defined by Federal Laws "On the Insolvency
      (Bankruptcy)", "On Banks and Banking Activities" and Bank
      of Russia corresponding regulations.


NOTA-BANK PJSC: Bank of Russia Terminates Claims Moratorium
-----------------------------------------------------------
The Bank of Russia, due to the revocation of the banking license
of Moscow-based credit institution NOTA-Bank PJSC (Order No. OD-
3292, dated  November 24, 2015), took a decision (Order No. OD-
3294, dated November 24, 2015) to terminate from November 24,
2015, the moratorium on meeting claims of the creditors of NOTA-
Bank PJSC (established by Bank of Russia Order No. OD-2746, dated
October 13, 2015, "On Appointing Provisional Administration to
Manage the Credit Institution and Imposing Moratorium on Meeting
Claims of the Creditors of the Moscow-based NOTA-Bank (Public
Joint-stock Company) or NOTA-Bank (PJSC)".


PERVOBANK JSC: Moody's Raises Long-Term Deposit Ratings to B2
-------------------------------------------------------------
Moody's Investors Service upgraded Pervobank JSC's long-term
local- and foreign-currency deposit ratings to B2 from B3, as
well as the bank's Counterparty Risk Assessment to B1(cr) from
B2(cr) and the adjusted BCA to b2 from b3. Concurrently, the
rating agency affirmed the bank's Baseline Credit Assessment
(BCA) of b3, short-term local- and foreign-currency deposit
rating of Not-Prime and the Counterparty Risk Assessment of Not-
Prime(cr). The outlook for all long-term global scale deposit
ratings has been changed to positive from negative.

This rating action reflects Pervobank's continuing integration
with Promsvyazbank (Ba3 negative, BCA b1), a financially stronger
bank -- included in the Central Bank of Russia's list of
systemically important banks -- which has the same shareholders
as Pervobank and with which Pervobank is due to merge in 2016.

RATINGS RATIONALE

The upgrade of Pervobank's deposit ratings reflects Moody's
assessment of a moderate probability of support to the bank in
case of need from Promsvyazbank. Pervobank and Promsvyazbank are
now controlled by the same shareholders -- Ananiev brothers and
other minority shareholders -- and will merge in 2016 to achieve
better economy of business scale; as such, Moody's views that
financially stronger Promsvyazbank is likely to allocate some
capital and liquidity to Pervobank during the transition period.
This results in a one-notch uplift to Pervobank's deposit ratings
of B2 from its BCA of b3.

In November 2015, Promsvyazbank's and Pervobank's shareholders
concluded a share-swap transaction following approval from the
Central Bank of Russia. As a result, Promsvyazbank's shareholders
took control over a 86.54% stake in Pervobank, while Pervobank's
shareholders received a 4.54% stake in Promsvyazbank. At the same
time, Promsvyazbank announced its plans to merge with Pervobank
in 2016.

As part of the integration process, Promsvyazbank has taken
management oversight over Pervobank's business, aiming to
harmonise internal procedures and product lines. In addition,
Promsvyazbank has opened additional liquidity lines to its sister
bank, to be tapped in case of need. Although there is no fixed
capital support channels from Prosvyazbank to Pervobank, the
rating agency considers that Promsvyazbank may opt to provide
capital to Pervobank before the merge. Pervobank's assets
accounted for only 5% of Promsvyazbank's total assets as at
July 1, 2015. These considerations underpin Moody's view of a
moderate probability of support, while the positive outlook on
Pervobank's ratings indicates the rating agency's expectations of
a further strengthening of the two banks' strategic fit upon
integration, and therefore the higher likelihood of support in
the future.

The affirmation of Pervobank's BCA reflects the bank's moderate
solvency metrics while its capital profile remains constrained by
the high share of non-core assets and weak profitability metrics.
The rating agency notes that Pervobank's BCA is supported by the
bank's balanced liquidity and funding profile as well as by its
strong business position in Samara region and business links with
number of corporate clients including OAO Novatek (Ba1, negative)
and other companies controlled by the bank's former shareholder
Mr. Mikhelson

Pervobank's investment in non-core assets -- mainly closed unit
funds exposed to investment property -- accounted for a sizable
88% of regulatory Tier 1 capital as at October 1, 2015, while the
bank's internal capital generation capacity was historically
modest owing to the development stage of its business. The bank
was loss-making in in January-September 2015 on the back of a
sharp decline in its net interest margin to 2.1% (from 3.9% in
2014 according to unaudited local GAAP accounts) and a hike in
credit costs. Meanwhile, provisioning expenses accounted for 3.2%
of the average loan book (1.7% in 2014). However, the bank's
total regulatory CAR of 11.8% as at 1 October 2015, which is
comparable to peers, was mainly supported by some business
deleveraging owing to the implementation of its integration
strategy resulting in an 18% loan book contraction in January-
September 2015.

WHAT COULD MOVE THE RATINGS UP/DOWN

Any possible upgrade of Pervobank's ratings would be subject to
the implementation of the integration strategy, with the growing
strategic fit with financially stronger Promsvyazbank resulting
in a higher probability of support.

Downward pressure could be exerted on Pervobank's ratings by (1)
any failure to implement its integration with Promsvyazbank; and
(2) any material adverse changes in the bank's risk profile,
particularly a weakening of its asset quality or liquidity
profile that are not backed by timely and sufficient capital and
liquidity injections.



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


ABENGOA SA: ISDA to Decide on Bankruptcy Credit Event Today
-----------------------------------------------------------
Luca Casiraghi and Sridhar Natarajan at Bloomberg News report
that the International Swaps & Derivatives Association said its
determinations committee will rule on whether credit-default
swaps linked to Abengoa SA have been triggered by a bankruptcy
credit event.

According to Bloomberg, the committee will meet today, Nov. 30,
at 12:00 p.m. London time, with a decision that an event has
occurred leading to payouts on all contracts, according to ISDA's
rules.  A total of 2,814 contracts insuring a net US$718 million
of Abengoa debt were outstanding as of Nov. 20, Bloomberg says,
citing Depository Trust & Clearing Corp.

The 15 members of the ISDA committee ruled unanimously that no
credit event happened on Nov. 26 because Abengoa hadn't filed for
creditor protection at that point, Bloomberg relates.  It didn't
discuss whether a filing would trigger the swaps, according to
the decision, Bloomberg notes.

Abengoa said on Nov. 27 it had formally applied to a court in
Seville for protection, Bloomberg relays.

Under Spanish bankruptcy law, the company may now suspend
payments and keep negotiating with lenders for a maximum of four
months, Bloomberg discloses.  If Abengoa hasn't reached a deal by
the end of March, it will have to file for full-blown creditor
protection, Bloomberg states.

                      Restructuring Proposals

Separately, Bloomberg News' Luca Casiraghi and Macarena Munoz
Montijano report that Houlihan Lokey Inc. and PJT Partners Inc.
are planning to present competing proposals to Abengoa
bondholders today, Nov. 30, to try to win advisory mandates.

According to Bloomberg, people familiar with the matter said the
financial advisers are seeking to guide creditors through
restructuring negotiations in what could become Spain's biggest
corporate failure.

Abengoa, which has filed for preliminary protection from
creditors, asked bondholders on Nov. 26 to form a committee so
debt talks can begin, Bloomberg discloses.

Abengoa has total bank facilities of about EUR20 billion (US$21
billion) including working capital, project-finance debt and
loans, a document compiled by one of the creditors and seen by
Bloomberg shows.

Abengoa SA is a Spanish renewable-energy company.


ABENGOA SA: Moody's Cuts Corporate Family Rating to Caa2
--------------------------------------------------------
Moody's Investors Service downgraded the corporate family rating
(CFR) of Abengoa S.A. (Abengoa), and the senior unsecured ratings
at Abengoa, Abengoa Finance, S.A.U. and Abengoa Greenfield, S.A.,
to Caa2, from B3. Concurrently, the probability of default rating
(PDR) of Abengoa has been downgraded to Caa2-PD from B3-PD. The
outlook on the ratings is negative. This rating action concludes
the review for downgrade process, which we initiated on
August 7, 2015.

RATINGS RATIONALE

The downgrade reflects yesterday's announcement that (i) Gonvarri
Corporacion Financiera (Gonvarri) has withdrawn from its
previously announced intention as of November 6, 2015, to inject
at least EUR250 million new equity into Abengoa and become the
company's largest single investor, given that it sees the
condition of a substantial financial package unfulfilled; and
that (ii) Abengoa has made a formal filing under article 5 bis of
the Spanish Insolvency Law (Ley Concursal), which though not a
default in itself, reflects the precarious liquidity absent the
equity raising and may be a likely precursor to more formal
administration or a distressed exchange.

Abengoa's Caa2 rating balances the high likelihood of default and
loss to creditors with the fact that many aspects of the
underlying business -- liquidity, leverage, working capital and
financing aside -- continue to perform well. This is illustrated
by the company's sizeable order backlog of EUR8.8 billion, as per
end of September 2015, representing an increase of more than 10%
compared with the end of 2014, and a book-to-bill ratio of 1.4
times. At the same time, Abengoa's EBITDA margin remained at
healthy levels of 18% during the first nine months of 2015.

RATIONALE FOR THE NEGATIVE OUTLOOK

The negative outlook reflects the ongoing uncertainty as the
company enters this new phase of negotiations with its creditors,
payment risk on upcoming interest and 2016 debt maturity
payments, and the possibility that the 5bis filing may be
followed by a more formal filing.

WHAT COULD CHANGE THE RATING UP/DOWN

Abengoa's ratings and outlook could be upgraded, if the company
improved its liquidity situation to sufficient levels. Apart from
financing its ongoing operations, this should also allow the
realization of the company's initial plan to execute the EUR650
million equity capital increase, and thus de-lever the company
and support its liquidity situation. A liquidity improvement to
sufficient levels would need to include the refinancing of the
short-term debt maturities and increasing short-term credit
lines. Furthermore, an improved rating would require substantial
progress in the existing EUR1.2 billion asset disposal program.

The rating of the CFR and the existing bonds could be further
downgraded if the existing 5bis process would be unsuccessful,
and result in a subsequent formal insolvency procedure and/or if
the company formally defaulted on its debt obligations, such as
by a distressed exchange on its outstanding bonds, or by the
inability to pay bond coupons and/or redeem its March 2016 bond
maturities.


FONCAIXA PYMES 7: DBRS Assigns (P)CCC Rating to Series B Notes
-------------------------------------------------------------
DBRS Ratings Limited assigned provisional ratings to the
following notes issued by Foncaixa PYMES 7, FT (the Issuer):

-- EUR2,150.5 million Series A Notes: A (low) (sf) (the
    Series A Notes)

-- EUR379.5 million Series B Notes: CCC (high) (sf) (the Series
    B Notes, together, the Notes)

The transaction is a cash flow securitization collateralized by a
portfolio of term loans and drawn amounts on credit lines
originated by Caixabank, S.A. (Caixabank or the Originator) to
small and medium-sized enterprises (SMEs) and self-employed
individuals based in Spain. As of November 9, 2015, the
transaction's provisional portfolio included 60,281 loans and
credit lines to 53,272 obligor groups, totalling EUR2,665.4
million. The provisional pool is composed of newly originated
loans (64.2% of the portfolio outstanding balance) as well as
loans that were previously included in Foncaixa PYMES 5, FTA
(35.8%). Foncaixa PYMES 5, FTA was rated by DBRS last year and
was called on November 17, 2015.

At closing, the Originator will select the final portfolio of
EUR2,530 million from the above-mentioned provisional pool.

The rating on the Series A Notes addresses the timely payment of
interest and the ultimate payment of principal on or before the
Legal Maturity Date in December 2048. The rating on the Series B
Notes addresses the ultimate payment of interest and the ultimate
payment of principal on or before the Legal Maturity Date in
December 2048.

The provisional pool is well diversified with no significant
borrower concentration and low industry concentration. There is
some concentration to borrowers in Catalonia (30.6% of the
portfolio balance) which is expected given that Catalonia is the
home region of the Originator. The top one, ten and twenty
borrowers represent 0.37%, 2.54% and 4.10% of the portfolio
balance, respectively. The top three industry sectors by DBRS
industry definition include "Business Equipment & Services",
"Building & Development" and "Farming & Agriculture",
representing 12.4%, 11.3% and 10.1% of the portfolio outstanding
balance, respectively.

In DBRS's opinion, the portfolio is of better credit risk quality
than the overall SME loan book of the Originator and has adjusted
the base case probability of default (PD) to account for this
positive selection. DBRS's opinion is based on the analysis of
the portfolio internal rating and PD distribution and comparing
it to the originator's total loan book for similar assets.

The above ratings are provisional. Final ratings will be issued
upon receipt of executed versions of the governing transaction
documents. To the extent that the documents and information
provided by Foncaixa PYMES 7, FT, GestiCaixa, S.G.F.T., S.A. and
Caixabank, S.A. to DBRS as of this date differ from the executed
versions of the governing transaction documents, DBRS may assign
lower final ratings to the Notes or may avoid assigning final
ratings to the Notes altogether.


PYMES SANTANDER 8: DBRS Discontinues C Rating on Serie C Notes
--------------------------------------------------------------
DBRS Ratings Limited discontinued its ratings on the Series A,
Series B and Series C Notes issued by FTA PYMES SANTANDER 8 (the
Issuer).

The rating action reflects the payment in full of the Series A,
Series B and Series C Notes as of the last payment date, November
12, 2015.

The remaining balance and the ratings of the Series A, Series B
and Series C Notes before the payment in full were:

-- EUR218,624,764.25 Series A Notes at A (high) (sf).
-- EUR 232,500,000.00 Series B Notes at BBB (high) (sf).
-- EUR310,000,000.00 Series C Notes at C (sf).



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


FLOATEL: Moody's Cuts Corp. Family Rating to Caa1, Outlook Neg.
---------------------------------------------------------------
Moody's Investors Service has downgraded Floatel International
Ltd's corporate family rating (CFR) to Caa1 from B2 and
probability of default rating (PDR) to Caa1-PD from B2-PD.
Concurrently, Moody's has downgraded the rating on the company's
US$650 million senior secured term loan B due 2020 borrowed by
Floatel to Caa1 from B2. The outlook on all ratings is negative.

RATINGS RATIONALE

The two notch downgrade of Floatel's CFR to Caa1 reflects the
company's weak liquidity in the context of a challenging oil and
gas environment, considering it still needs to obtain financing
for the US$270 million delivery payment of the newbuild Floatel
Triumph in April 2016 and Moody's expectation that, following the
recently announced delays of the 2016 contracts for the Floatel
Superior and Triumph, the company might have tight financial
covenants in 12-18 months if it cannot win any new contracts.

The company has stated that it already has equity financing in
place but even if this is the case Moody's expects that it still
requires financing of between US$100-US$150 million. Whilst
Moody's acknowledges that the Triumph has a contract in place
with INPEX CORPORATION (A1 negative) and US$150 million of
financing would equate to significantly less than the 65% LTV
achieved on the financing for the Floatel Endurance last year,
the rating agency expects it might still be difficult to complete
considering the weak demand for and pricing pressure from oil and
gas customers on Floatel's services.

On the other hand, the Triumph is being built by Floatel's major
shareholder, Keppel Corporation (unrated, 50% ownership) and
Moody's expects Floatel will have more flexibility in delaying
the vessel than is the case in the offshore drilling industry.
Even if the vessel delivery can be addressed, Moody's still
expects the company might have tight financial covenants in 12-18
months, with Moody's adjusted leverage rising to over 7.0x in
FY2016 (equivalent to over 6.0x on a covenant basis) if it cannot
win new contracts and assuming it only has earnings from the
Triumph for part of the year and finances the delivery payment
with debt, although falling substantially to approximately 5.0x
and back within covenants during 2017 due to the existing
contract backlog.

The Caa1 CFR reflects Floatel's: (i) weak liquidity, with a
newbuild funding requirement in April 2016 and possible tight
leverage covenants in the next 12-18 months due to increased
leverage, before falling back in line in 2017; (ii) exposure to
the deteriorating offshore oil and gas market of the highly
fragmented oilfield services industry which is largely
commoditized and hence price-driven; (iii) small size and asset
concentration risk associated with a fleet of only four
operational vessels, growing to five during 2016; (iv) high
adjusted gross debt to EBITDA that we expect at over 7.0x at the
end of 2016 before declining to approximately 5.0x at 2017 year-
end; and (vi) the construction risk of the Triumph vessel, due in
Q2 2016, despite it being 90% complete and the shipyard's strong
track record.

Floatel's ratings also take into consideration the company's: (i)
revenue visibility as evidenced by a backlog of US$627 million as
of September 2015 and expected leverage decline in 2017; (ii)
high quality assets, operating one of the most modern
accommodation fleets; (iii) currently lower exposure to project
cancellations compared to its offshore drilling counterparts
although two of its projects have been delayed and (iv) solid
EBITDA margins of above 45%, translating into high cash
conversion levels without large maintenance capex.

Floatel currently has weak liquidity. As of September 30, 2015,
it had US$14 million of cash and US$91 million available under
its $100 million revolving credit facility (RCF) due 2019.
Moody's expects the company to generate cash flow from its
existing fleet over the next 12-18 months, boosted by a reversal
in the working capital flows so far in 2015. However, it has a
US$270 million capex commitment for the delivery payment of the
Triumph in April 2016 and the rating agency expects that Floatel
still requires financing of between US$100-US$150 million, even
if it receives new shareholder equity funding.

The New Vessel Facility (NVF) and the RCF have financial
covenants referencing $50 million minimum free liquidity and also
a minimum book equity. The NVF and RCF (if more than 25% is
drawn) also have a covenant referencing senior net debt/ EBITDA
at a maximum of 6.0x before stepping down to 5.5x in Q1 2017.

Moody's expects the company to potentially have tight covenants
in the next 12-18 months, as although it will be able to pro
forma 12 months of earnings of the Triumph when it is delivered,
it has all of its other vessels apart from the Victory off
contract for at least part of 2016.

The negative outlook reflects the uncertainty associated with the
financing for the delivery payment of the Floatel Triumph that
could severely stress the company's liquidity. The outlook also
reflects the possible tight covenants in the next 12-18 months
under the new vessel facility credit agreement. The outlook could
be changed to stable if the company resolves the Floatel Triumph
situation in a manner that does not strain Floatel's liquidity
and either its contracted position improves or it negotiates
covenant relief from lenders.

WHAT COULD CHANGE THE RATING UP/DOWN

The rating could be downgraded if Moody's concerns around
liquidity and financing risks are not addressed, or the Moody's-
adjusted leverage is sustained over 7.5x. Conversely, the rating
could be upgraded if the conditions for a stable outlook are met,
the fleet operates at high levels of utilization and if the
Moody's-adjusted leverage is maintained below 6.5x.

Floatel International is an oilfield services company
headquartered in Molndal, Sweden, that has established a leading
position in the niche offshore accommodation market. The company
owns five semisubmersible vessels. Four are currently in
operation and one is under construction, with delivery due in Q2
2016. Offshore accommodation is utilized for maintenance,
commissioning and decommissioning of offshore production
facilities. Floatel is jointly owned by funds of private equity
company Oaktree Capital Management, L.P. (43% ownership) and
Keppel Corporation (unrated, 50% ownership) a Singaporean
conglomerate.



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


INTEGRAL-BANK PJSC: NBU Revokes License, Starts Liquidation
-----------------------------------------------------------
Interfax-Ukraine reports that the National Bank of Ukraine, under
the proposal of the Individuals' Deposit Guarantee Fund, has
decided to revoke the license of PJSC Integral-Bank and liquidate
it.

"Integral-Bank was recognized as insolvent in August 2015 in
connection with its failure to fulfill its obligations.
Afterwards, it was discovered that the bank was displaying
clients' data in the bank's accounting documents, which were not
made within the prescribed legislation period.  In addition, the
bank's performance deteriorated. Due to a lack of funds, the bank
did not carry out the legitimate claims of depositors and other
creditors on time and in full," Interfax-Ukraine quotes the
regulator as saying.

The National Bank of Ukraine on Sept. 15 decided to declare
Integral-Bank insolvent, and the deposit guarantee fund placed
the bank under temporary administration the next day,
Interfax-Ukraine recounts.



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


* UK: Number of "High Risk Companies" Shrinks in 2015
-----------------------------------------------------
Graydon on Nov. 25 disclosed that the number of "high risk
companies" in the UK has shrunk massively.  The new Graydon Risk
Barometer shows that in 2007, just before the financial crisis,
16.23 percent of the 1.7 million active UK companies were so
unhealthy financially that they caused a serious business risk.

Now, in 2015, this number has decreased to 9.59 percent.  The
reason for this spectacular decrease is that the economic crisis
filtered out a lot of the unhealthy companies. Some remain
though, hidden by low interest rates.

When the financial crisis was at its peak, in 2008, the number of
unhealthy companies rose to over 18 percent of the total business
population.

Alan Norton, Head of Intelligence at Graydon UK says, "Two major
factors explain the collapse of the high risk companies.  The
first is the effect of the financial crisis. This filtered out
financially unhealthy companies.  The difficult conditions forced
many of these companies into insolvency.  The Graydon Risk
Barometer shows in fact that the crisis had a positive effect on
the health of the overall UK economy.  The second reason is
related to the financial crisis in the sense that financial
institutions strengthened their criteria for providing credit.
Thus only companies that could prove their financial health could
get money to do business.  As a result, high risk companies were
once again filtered out of the economy."

The decrease of these high risk companies is positive for the
overall UK economy.  Norton cautions, "But, despite this, it is
still very important to monitor your customers.  Any changes in a
customer's behavior should be noted and appropriate action taken
to ensure payment is made and the sale is completed.  When
interest rates do rise (depending upon the size and speed of the
rises) we are anticipating a large increase in high risk
companies and increased insolvency rates as a result."

                          About Graydon

Graydon provides business intelligence solutions for Credit
Management and Risk & Compliance.  By combining data with
business insights, Graydon helps companies to gain access to
capital and to expand their knowledge in order to strengthen
their competitive position.  Graydon has offices in London,
Amsterdam and Antwerp and uses a network of 130 international
databases around the world with information of more than 90
million companies.



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


* BOND PRICING: For the Week Nov. 23, 2015 to Nov. 27, 2015
-----------------------------------------------------------

Issuer                 Coupon     Maturity  Currency  Price
------                 ------     --------  --------  -----
Abengoa SA               8.50    3/31/2016    EUR     20.78
Abengoa Finance SAU      8.88     2/5/2018    EUR     16.25
Abengoa Finance SAU      7.00    4/15/2020    EUR     15.74
Abengoa Finance SAU      6.00    3/31/2021    EUR     15.39
Petrobras Global Fina    4.38    5/20/2023    USD     72.65
Grupo Isolux Corsan F    6.63    4/15/2021    EUR     30.30
Petrobras Global Fina    6.85     6/5/2115    USD     68.38
Abengoa Greenfield SA    5.50    10/1/2019    EUR     15.28
Glencore Finance Euro    1.25    3/17/2021    EUR     74.32
Abengoa Finance SAU      8.88    11/1/2017    USD     46.25
Scholz Holding Gmbh      8.50     3/8/2017    EUR     18.23
Oi Brasil Holdings Co    5.75    2/10/2022    USD     59.20
Intelsat Luxembourg S    7.75     6/1/2021    USD     42.25
CGG SA                   5.88    5/15/2020    EUR     65.34
Portugal Telecom Inte    4.63     5/8/2020    EUR     68.54
Banca delle Marche Sp    0.84     6/1/2017    EUR      1.14
Banco Btg Pactual SA/    8.75                 USD     66.00
Petrobras Global Fina    6.88    1/20/2040    USD     70.50
Oi Brasil Holdings Co    5.63    6/22/2021    EUR     64.82
CSN Resources SA         6.50    7/21/2020    USD     54.50
Norske Skogindustrier    7.00    6/26/2017    EUR     48.07
Glencore Finance Euro    1.63    1/18/2022    EUR     73.03
Petrobras Global Fina    5.63    5/20/2043    USD     64.93
Petrobras Global Fina    6.75    1/27/2041    USD     68.20
Glencore Finance Euro    1.75    3/17/2025    EUR     67.41
CGG SA                   6.50     6/1/2021    USD     55.25
Petrobras Global Fina    7.25    3/17/2044    USD     73.68
Abengoa Finance SAU      7.75     2/1/2020    USD     44.88
Ajecorp BV               6.50    5/14/2022    USD     51.49
Abengoa SA               6.25    1/17/2019    EUR     10.20
Indo Energy Finance B    7.00     5/7/2018    USD     60.75
Waste Italia SpA        10.50   11/15/2019    EUR     50.88
Genel Energy Finance     7.50    5/14/2019    USD     74.17
Yuksel Insaat AS         9.50   11/10/2015    USD     64.50
Abengoa SA               5.13     3/5/2017    USD     14.47
Intelsat Luxembourg S    6.75     6/1/2018    USD     71.00
Norske Skogindustrier   11.75    6/15/2016    EUR     59.50
Heta Asset Resolution    4.38    1/24/2017    EUR     67.38
Vallourec SA             2.25    9/30/2024    EUR     67.14
Bank of New York Mell    4.40   12/15/2050    EUR     55.94
Casino Guichard Perra    1.93                 EUR     71.31
CHC Helicopter SA        9.25   10/15/2020    USD     48.38
PagesJaunes Finance &    8.88     6/1/2018    EUR     74.50
Abengoa Finance SAU      8.88    11/1/2017    USD     14.50
Intelsat Luxembourg S    8.13     6/1/2023    USD     40.63
CIMPOR Financial Oper    5.75    7/17/2024    USD     67.50
Gol LuxCo SA             8.88    1/24/2022    USD     57.00
CGG SA                   1.75     1/1/2020    EUR      6.98
Petrobras Global Fina    6.25   12/14/2026    GBP     70.33
EnQuest PLC              5.50    2/15/2022    GBP     62.38
Pacific Drilling SA      5.38     6/1/2020    USD     51.25
Andrade Gutierrez Int    4.00    4/30/2018    USD     74.00
Premier Oil PLC          5.00   12/11/2020    GBP     66.02
Hema Bondco I BV         6.25    6/15/2019    EUR     73.76
Aegon NV                 0.85                 EUR     71.43
Far East Capital Ltd     8.00     5/2/2018    USD     67.38
Vedanta Resources PLC    8.25     6/7/2021    USD     74.51
Banca delle Marche Sp    1.06   12/22/2015    EUR      1.28
OAS Investments GmbH     8.25   10/19/2019    USD      6.75
Banca delle Marche Sp    1.11    6/15/2016    EUR      1.08
Intelsat Jackson Hold    6.63   12/15/2022    USD     62.25
Indo Energy Finance I    6.38    1/24/2023    USD     47.00
CGG SA                   6.88    1/15/2022    USD     54.50
Vedanta Resources PLC    7.13    5/31/2023    USD     70.25
BIM SAS                  2.50   11/13/2020    EUR     24.69
Brunswick Rail Financ    6.50    11/1/2017    USD     49.05
Nordea Bank AB           1.05                 EUR     67.39
Banque Federative du     1.40                 EUR     59.15
Portugal Telecom Inte    4.50    6/16/2025    EUR     67.76
Petrobras Global Fina    6.63    1/16/2034    GBP     66.28
Takko Luxembourg 2 SC    9.88    4/15/2019    EUR     60.92
Algeco Scotsman Globa   10.75   10/15/2019    USD     46.00
Privatbank CJSC Via U   10.25    1/23/2018    USD     71.01
Heta Asset Resolution    4.25   10/31/2016    EUR     67.75
Alcatel-Lucent           4.25     7/1/2018    EUR      4.62
Abengoa Greenfield SA    6.50    10/1/2019    USD     38.75
Abengoa Finance SAU      7.75     2/1/2020    USD     16.25
HSH Nordbank AG          7.25                 USD     33.22
AXA SA                   0.92                 EUR     69.56
Eurobank Ergasias SA     1.57     6/8/2017    EUR     73.00
Bank of New York Mell    4.20   12/30/2099    EUR     19.48
Bluewater Holding BV    10.00   12/10/2019    USD     58.67
WPE International Coo   10.38    9/30/2020    USD      4.85
QGOG Constellation SA    6.25    11/9/2019    USD     53.00
ING Groep NV             1.35                 EUR     68.88
Ferrexpo Finance PLC    10.38     4/7/2019    USD     65.57
HSBC Bank PLC            0.81                 USD     59.82
Metinvest BV             8.75    2/14/2018    USD     59.88
Immigon Portfolioabba   10.00                 EUR      5.76
Anglo American Capita    4.88    5/14/2025    USD     76.50
Asya Sukuk Co Ltd        7.50    3/28/2023    USD     73.33
AXA SA                   1.30                 EUR     71.73
Alcatel-Lucent           0.13    1/30/2020    EUR      4.72
HSBC Bank PLC            0.75                 USD     59.82
CGG SA                   1.25     1/1/2019    EUR     23.59
UKRLANDFARMING PLC      10.88    3/26/2018    USD     53.37
HSH Nordbank AG/Luxem    2.31                 EUR     24.28
Abengoa Greenfield SA    6.50    10/1/2019    USD     39.00
Anglo American Capita    4.88    5/14/2025    USD     74.34
ING Groep NV             0.95                 EUR     67.68
Heta Asset Resolution    2.75     8/9/2016    CHF     67.00
Metinvest BV            10.25    1/31/2016    USD     68.09
Paragon Offshore PLC     7.25    8/15/2024    USD     17.75
AXA SA                   1.24                 EUR     71.74
Peugeot SA               4.45     1/1/2016    EUR     26.46
Commercial Bank Priva    5.80     2/9/2016    USD     61.13
DTEK Finance PLC         7.88     4/4/2018    USD     48.13
Matalan Finance PLC      8.88     6/1/2020    GBP     73.22
Petrobras Global Fina    5.38    10/1/2029    GBP     62.57
IMMOFINANZ AG            4.25     3/8/2018    EUR      4.67
Credit Agricole SA       0.71                 EUR     61.10
Paragon Offshore PLC     6.75    7/15/2022    USD     17.75
CNP Assurances           1.18                 EUR     59.19
Afren PLC                6.63    12/9/2020    USD      1.50
Norske Skog Holding A    8.00    2/24/2021    EUR     34.75
EnQuest PLC              7.00    4/15/2022    USD     61.00
DTEK Finance PLC        10.38    3/28/2018    USD     50.01
Faurecia                 3.25     1/1/2018    EUR     35.66
Scandinavian Airlines    2.38                 CHF     28.75
Abengoa SA               5.13     3/5/2017    USD     16.25
Rothschilds Continuat    1.19                 EUR     55.98
Afren PLC               11.50     2/1/2016    USD      1.75
BIBBY Offshore Servic    7.50    6/15/2021    GBP     72.67
Candyking Holding AB     5.00    1/29/2018    SEK     40.00
Popular Capital SA       1.12                 EUR     52.00
Neopost SA               3.38                 EUR     48.20
Codere Finance Luxemb    8.25    6/15/2015    EUR     72.33
OGX Austria GmbH         8.50     6/1/2018    USD      0.01
Far East Capital Ltd     8.75     5/2/2020    USD     66.63
Virgolino de Oliveira   10.50    1/28/2018    USD      2.00
Singulus Technologies    7.75    3/23/2017    EUR     16.88
Mriya Agro Holding PL    9.45    4/19/2018    USD     14.75
Caixa Terrassa Societ    1.18                 EUR     58.82
Air France-KLM           2.03    2/15/2023    EUR     10.55
CaixaBank SA             4.50   11/22/2016    EUR     69.75
Novo Banco SA            3.50     1/2/2043    EUR     69.76
Barclays Bank PLC        0.69                 USD     60.38
Etablissements Maurel    1.63     7/1/2019    EUR     12.56
Havila Shipping ASA      9.66    8/30/2016    NOK     35.55
SOITEC                   6.75    9/18/2018    EUR      1.67
TiZir Ltd                9.00    9/28/2017    USD     72.00
Metinvest BV            10.50   11/28/2017    USD     58.61
Alpha Bank AE            1.63     2/1/2017    EUR     69.75
Privatbank CJSC Via U   10.88    2/28/2018    USD     66.50
Pierre & Vacances SA     3.50    10/1/2019    EUR     36.89
Hema Bondco II BV        8.50   12/15/2019    EUR     42.31
Banque Federative du     0.83                 EUR     58.87
Espirito Santo Financ    6.88   10/21/2019    EUR      0.02
Afren PLC               10.25     4/8/2019    USD      2.25
Rothschilds Continuat    0.81                 USD     49.38
CHC Helicopter SA        9.38     6/1/2021    USD     50.00
Transcapitalbank JSC    10.00    9/18/2020    USD     65.50
Ageasfinlux SA           1.28                 EUR     62.38
First Ukrainian Inter   11.00   12/31/2018    USD     72.05
Hema Bondco I BV         5.21    6/15/2019    EUR     70.18
Ukreximbank Via Biz F    7.51     2/9/2023    USD     74.33
Santander Internation    2.00                 USD     41.38
Lambay Capital Securi    6.25                 GBP      1.68
Aegon NV                 1.51                 NLG     53.44
Elli Investments Ltd    12.25    6/15/2020    GBP     39.19
Banco Espirito Santo     2.61                 EUR      7.88
Banco Espanol de Cred    0.99                 EUR     63.75
Norwegian Energy Co A    6.50     3/6/2018    NOK     62.38
Talvivaara Mining Co     4.00   12/16/2015    EUR      1.29
Tonon Luxembourg SA     10.50    5/14/2024    USD     67.00
Oi Brasil Holdings Co    5.75    2/10/2022    USD     61.75
HSBC Bank PLC            0.60                 USD     60.05
Jyske Bank A/S           1.38                 EUR     58.56
Farstad Shipping ASA     5.36    2/15/2017    NOK     60.83
Abengoa Finance SAU      6.00    3/31/2021    EUR     15.57
Caisse Federale du Cr    1.10                 EUR     58.75
World Wide Supply AS     7.75    5/26/2017    USD     38.50
GNB - Cia de Seguros     3.46                 EUR     67.00
Fred Olsen Energy ASA    4.16    2/28/2019    NOK     61.88
Praktiker AG             5.88    2/10/2016    EUR      0.11
Songa Offshore           8.40    5/17/2018    NOK     73.63
Barclays Bank PLC        1.56                 GBP     70.50
Renaissance Credit LL   13.50    5/22/2019    USD     79.50
Songa Offshore           7.50   12/11/2018    NOK     65.25
OSX 3 Leasing BV        13.00    3/20/2015    USD     35.63
BPCE SA                  0.95                 EUR     61.15
KCA Deutag UK Finance    7.25    5/15/2021    USD     72.00
Assystem                 4.50                 EUR     28.29
OGX Austria GmbH         8.38     4/1/2022    USD      0.00
Abengoa Finance SAU      8.88     2/5/2018    EUR     16.73
Dexia Credit Local SA    1.64                 EUR     12.38
Barclays Bank PLC        0.75                 USD     60.25
Electromagnetic Geose    7.05    6/27/2016    NOK     70.42
ATF Capital BV          10.00                 USD     63.25
EnQuest PLC              7.00    4/15/2022    USD     59.75
ESFIL-Espirito Santo     5.25    6/12/2015    EUR      1.36
Virgolino de Oliveira   11.75     2/9/2022    USD      2.00
Banco Bilbao Vizcaya     1.19                 EUR     73.09
EFG International AG     1.20                 EUR     68.52
BNP Paribas SA           0.61                 USD     59.75
DOF ASA                  5.84     2/7/2018    NOK     63.25
Lloyds Bank PLC          0.69                 USD     60.45
NTRP Via Interpipe Lt   10.25     8/2/2017    USD     32.04
Abengoa Finance SAU      7.00    4/15/2020    EUR     16.09
Barclays Bank PLC        2.75    3/21/2033    USD     64.63
Danske Bank Oyj          1.15                 EUR     60.27
Abengoa SA               6.25    1/17/2019    EUR     10.46
Sydbank A/S              1.05                 EUR     61.17
Econocom Group SA/NV     1.50    1/15/2019    EUR     11.67
Santander Finance Pre    1.05                 EUR     61.00
Heta Asset Resolution    0.71    1/24/2017    EUR     17.06
Heta Asset Resolution    0.03    5/31/2016    EUR     66.51
Union Fenosa Preferen    1.61                 EUR     67.92
Capital Raising GmbH     7.50                 EUR     12.16
Afren PLC                6.63    12/9/2020    USD      1.50
Hybrid Raising GmbH      6.63                 EUR     12.01
Dolphin Group AS         8.65     3/5/2019    NOK     25.75
Laurel GmbH              7.13   11/16/2017    EUR     29.13
Pescanova SA             5.13    4/20/2017    EUR      2.96
BOA OCV AS               6.75    10/7/2019    NOK     64.25
Pescanova SA             8.75    2/17/2019    EUR      3.88
SNS Bank NV              6.25   10/26/2020    EUR      2.77
Aralco Finance SA       10.13     5/7/2020    USD      1.75
Credit Mutuel Arkea S    1.33                 EUR     58.33
Koninklijke Luchtvaar    0.75                 CHF     34.60
Farstad Shipping ASA     4.56    5/29/2018    NOK     51.00
Abengoa Greenfield SA    5.50    10/1/2019    EUR     14.76
Island Offshore Shiph    6.37     4/5/2016    NOK     69.06
Corporate Commercial     8.25     8/8/2014    USD      0.91
PA Resources AB         13.50     3/3/2016    SEK      0.26
Barclays Bank PLC        0.88                 USD     60.25
Pohjola Bank Oyj         0.64                 EUR     61.92
Novo Banco SA            3.00    6/21/2022    USD     74.79
Bank Nadra via NDR Fi    8.25    7/31/2018    USD      5.66
National Westminster     0.66                 USD     60.50
Solstad Offshore ASA     4.70    6/24/2019    NOK     66.00
Cirio Holding Luxembo    6.25    2/16/2004    EUR      1.98
Etablissements Maurel    2.75     7/1/2021    EUR      7.79
Ferrexpo Finance PLC    10.38     4/7/2019    USD     66.00
PA Resources AB          3.00   12/27/2017    NOK      0.31
Dannemora Mineral AB    11.75    3/22/2016    USD      0.30
Nexans SA                4.00     1/1/2016    EUR     55.17
Minicentrales Dos SA     6.45    4/14/2028    EUR     61.38
Viking Supply Ships A    9.45    3/21/2017    NOK     60.88
Phosphorus Holdco PLC   10.00     4/1/2019    GBP      2.21
Western Bulk ASA         7.87    4/19/2017    NOK     72.18
Nexity SA                0.63     1/1/2020    EUR     50.34
Kaupthing Bank Hf        5.75    10/4/2011    USD     22.00
Lloyds Bank PLC          0.63                 USD     60.45
Region of Abruzzo Ita    0.38    11/7/2036    EUR     61.09
Hellenic Bank PCL       10.00                 EUR     46.75
Codere Finance Luxemb    9.25    2/15/2019    USD     70.00
Novo Banco SA            3.50    1/23/2043    EUR     69.75
Afren PLC               10.25     4/8/2019    USD      1.38
Havila Shipping ASA      4.85    11/8/2016    NOK     64.50
KA Finanz AG             5.43    2/13/2024    EUR     60.13
CGG SA                   5.88    5/15/2020    EUR     66.67
Nordea Bank Norge ASA    0.81                 USD     62.38
DOF ASA                  8.17    9/12/2019    NOK     63.38
National Westminster     0.81                 USD     60.60
LBI HF                   6.25                 EUR      0.00
Bank of Scotland PLC     0.94                 USD     60.43
Lloyds Bank PLC          1.90    2/22/2033    USD     64.13
BLT Finance BV           7.50    5/15/2014    USD      4.36
Lehman Brothers UK Ca    5.13                 EUR      0.00
CIMPOR Financial Oper    5.75    7/17/2024    USD     64.76
Barclays Bank PLC        1.78    5/31/2033    USD     66.25
NIBC Bank NV             2.13                 USD     65.33
Societe Generale SA      1.60     1/9/2020    GBP      1.00
Takko Luxembourg 2 SC    6.95    4/15/2019    EUR     55.83
Island Drilling Co AS    9.50     4/3/2018    USD     35.00
Paragon Offshore PLC     7.25    8/15/2024    USD     17.88
Societe Air France SA    2.75     4/1/2020    EUR     20.45
Atlantic Offshore AS     8.69    5/16/2018    NOK     41.05
Pacific Drilling SA      5.38     6/1/2020    USD     53.75
CGG SA                   6.88    1/15/2022    USD     54.13
Mobylife Holding A/S     7.25    5/23/2018    SEK     75.00
Hellenic Republic Gov    5.20    7/17/2034    EUR     73.38
Volstad Shipping AS      7.16    5/30/2018    NOK     40.79
Lehman Brothers UK Ca    5.75                 EUR      0.01
Ekotechnika GmbH         9.75    5/10/2018    EUR      9.50
Afren PLC               11.50     2/1/2016    USD      1.50
BOA Offshore AS          7.93   12/18/2018    NOK     32.25
Societe Generale SA      0.73                 USD     59.46
Global PVQ SE            6.75   10/21/2015    EUR      1.04
Lloyds Bank PLC          0.63                 USD     60.61
Waste Italia SpA        10.50   11/15/2019    EUR     50.75
Vseukrainsky Aktsiner   10.90    6/14/2019    USD      1.57
RENE LEZARD Mode GmbH    7.25   11/25/2017    EUR     30.05
Norske Skog Holding A    8.00    2/24/2023    USD     33.50
Cooperatieve Centrale    0.50   11/26/2021    ZAR     57.47
MS Deutschland Beteil    6.88   12/18/2017    EUR     15.05
Vedanta Resources PLC    8.25     6/7/2021    USD     77.00
Alpine Holding GmbH      6.00    5/22/2017    EUR      0.25
Havila Shipping ASA      8.60    3/30/2017    NOK     62.25
Finance and Credit Ba    9.25    1/25/2019    USD      8.88
Windreich GmbH           6.50    7/15/2016    EUR     10.88
International Industr    9.00     7/6/2011    EUR      0.50
Noreco Norway AS         6.50     3/6/2018    NOK     63.88
Allied Irish Banks PL    0.70   10/24/2035    EUR     23.13
Espirito Santo Financ    3.13    12/2/2018    EUR      0.55
Indo Energy Finance B    7.00     5/7/2018    USD     60.75
DNB Bank ASA             0.69                 USD     61.18
Barclays Bank PLC        0.35   12/28/2040    EUR     63.21
NIBC Bank NV             0.67                 EUR     54.00
Dexia SA                 4.89                 EUR      9.25
Banco Espirito Santo     2.76                 EUR     10.00
Phones4u Finance PLC     9.50     4/1/2018    GBP     37.50
Dolphin Group AS         8.91    2/14/2018    NOK     30.75
Touax SA                 6.00    7/10/2020    EUR     18.90
Olympic Ship AS          6.18    6/18/2019    NOK     41.90
Tonon Luxembourg SA     10.50    5/14/2024    USD     67.00
Algeco Scotsman Globa   10.75   10/15/2019    USD     55.00
Barclays Bank PLC        2.62    4/19/2033    USD     65.70
AgroGeneration           8.00     4/1/2019    EUR     73.20
Paragon Offshore PLC     6.75    7/15/2022    USD     17.75
Alpha Bank AE            1.62     3/8/2017    EUR     67.00
JZ Capital Partners L    6.00    7/30/2021    GBP     10.55
Commerzbank Holdings     1.06                 USD     64.83
SiC Processing GmbH      7.13     3/1/2016    EUR      1.76
Barclays Bank PLC        3.58    6/17/2033    USD     69.79
Novo Banco SA            3.50    2/19/2043    EUR     69.70
Abanka Vipa DD Via Af    1.83                 EUR      0.43
Petromena ASA            9.75    5/24/2016    NOK      0.54
Societe Alsacienne et    1.63     1/1/2022    EUR     60.32
E Forland AS             7.89     9/4/2018    NOK     64.63
Frey                     6.00   11/15/2022    EUR     22.50
DOF ASA                  8.34     2/7/2017    NOK     72.50
Virgolino de Oliveira   10.88    1/13/2020    USD     19.25
CSN Resources SA         6.50    7/21/2020    USD     54.00
Heta Asset Resolution    1.91    9/29/2016    JPY     66.75
Jyske Bank A/S           1.13                 EUR     58.42
Lehman Brothers Treas    8.25    3/16/2035    EUR     14.00
Mriya Agro Holding PL   10.95    3/30/2016    USD     15.00
Deutsche Bank AG/Lond    2.52    3/15/2033    USD     61.50
Petrol AD                8.38    1/26/2017    EUR     11.75
Sidetur Finance BV      10.00    4/20/2016    USD      9.00
Belfius Bank SA/NV       1.86                 FRF     69.88
Lehman Brothers Treas    6.00    11/2/2035    EUR     16.25
LBI HF                   6.10    8/25/2011    USD     11.00
Barclays Bank PLC        3.45   11/29/2030    USD     75.00
Ideal Standard Intern   11.75     5/1/2018    EUR     23.25
EDOB Abwicklungs AG      7.50     4/1/2012    EUR      0.79
Codere Finance Luxemb    9.25    2/15/2019    USD     69.63
Societe Generale SA      1.03                 EUR     69.90
Grupo Isolux Corsan F    6.63    4/15/2021    EUR     29.42
TGC-2 OJSC              12.00   10/10/2018    RUB     64.70
Kaupthing Bank Hf        9.00                 USD      0.13
Espirito Santo Financ    9.75   12/19/2025    EUR      1.24
Norske Skog Holding A    8.00    2/24/2023    USD     33.50
Sazka AS                 9.00    7/12/2021    EUR      1.00
Banco Espirito Santo     0.13                 EUR     14.25
IKB Deutsche Industri    5.63    3/31/2017    EUR     22.00
Rena GmbH                7.00   12/15/2015    EUR      8.63
Eramet                   5.10    5/28/2026    EUR     70.00
Eniro AB                 6.00    4/14/2020    SEK     50.10
Societe Generale SA      1.32    5/31/2033    USD     64.25
Royal Bank of Scotlan    0.69                 USD     60.83
IM Skaugen SE           10.11    4/11/2017    NOK     43.88
UniCredit Bank Austri    0.55   12/27/2026    EUR     73.00
Banca delle Marche Sp    7.20    6/30/2018    EUR      1.31
Solarworld AG            6.13    1/21/2017    EUR     43.00
Kaupthing Bank Hf        7.13    5/19/2016    USD      0.00
Karlie Group GmbH        6.75    6/25/2018    EUR     30.00
Lloyds Bank PLC          2.41    1/31/2033    USD     65.00
Den Norske Creditbank    0.69                 USD     61.18
Baltijskij Bereg ZAO    18.00   12/22/2017    RUB     22.85
Hellas Telecommunicat    8.50   10/15/2013    EUR      0.01
IT Holding Finance SA    9.88   11/15/2012    EUR      0.26
Depfa Funding II LP      6.50                 EUR     57.13
Norske Skog Holding A    8.00    2/24/2021    EUR     34.75
Allied Irish Banks PL    5.25    3/10/2035    GBP     26.50
Banca delle Marche Sp    6.00     5/8/2018    EUR      1.31
OGX Austria GmbH         8.50     6/1/2018    USD      0.05
Norske Skogindustrier    7.13   10/15/2033    USD     30.00
BDT Media Automation     8.13    10/9/2017    EUR     64.25
Minicentrales Dos SA     4.81   11/29/2034    EUR     70.75
International Industr   11.00    2/19/2013    USD      0.27
Rena GmbH                8.25    7/11/2018    EUR      8.63
Standard Chartered PL    0.65                 USD     56.25
Mox Telecom AG           7.25    11/2/2017    EUR      3.03
Transaero Airlines      16.00   10/25/2018    RUB      2.99
Dexia Kommunalbank De    4.88   12/31/2016    EUR     24.00
LBI HF                   7.43                 USD      0.00
Teksid Aluminum Luxem   11.38    7/15/2011    EUR      0.05
National Westminster     0.75                 USD     60.77
Barclays Bank PLC        2.77    3/28/2033    USD     64.50
Gol LuxCo SA             8.88    1/24/2022    USD     59.25
Agroton Public Ltd       6.00    7/14/2019    USD     10.00
Banca delle Marche Sp    8.00    6/30/2018    EUR      1.31
Lloyds Bank PLC          2.62    4/26/2033    USD     68.00
Lloyds Bank PLC          5.20    7/26/2033    USD     72.83
Vedanta Resources PLC    7.13    5/31/2023    USD     75.00
CBo Territoria           6.00     1/1/2020    EUR      3.98
Cirio Finance Luxembo    7.50    11/3/2002    EUR      8.88
City of Kyiv Via Kyiv    9.38    7/11/2016    USD     82.50
Dexia Kommunalbank De    5.63   12/31/2017    EUR     16.20
Kaupthing Bank Hf        7.63    2/28/2015    USD     19.63
Lehman Brothers Treas    7.00    5/17/2035    EUR     14.00
Kaupthing Bank Hf        5.75    10/4/2011    USD     22.00
Brunswick Rail Financ    6.50    11/1/2017    USD     42.00
Societe Generale SA      2.21    2/28/2033    USD     70.41
Breeze Finance SA        6.71    4/19/2027    EUR     39.00
Banca delle Marche Sp    6.00    6/12/2018    EUR      1.62
Heta Asset Resolution    0.07    5/31/2016    EUR     66.70
Heta Asset Resolution    0.27    9/11/2017    EUR     17.38
Ajecorp BV               6.50    5/14/2022    USD     50.06
Lehman Brothers Treas    7.25    10/5/2035    EUR     14.00
Talvivaara Mining Co     9.75     4/4/2017    EUR      0.09
Ferrexpo Finance PLC    10.38     4/7/2019    USD     66.28
Cirio Finanziaria SpA    8.00   12/21/2005    EUR      1.98
IGas Energy PLC         10.00   12/11/2018    USD     60.00
RWE AG                   3.80     4/5/2033    USD     74.29
Olympic Ship AS          7.22    9/21/2017    NOK     48.75
Portigon AG              7.46   12/31/2019    EUR     12.46
Lloyds Bank PLC         10.13   12/16/2021    CAD    107.93
Novo Banco SA            3.50    3/18/2043    EUR     68.85
APP International Fin   11.75    10/1/2005    USD      2.50
Travel24.com AG          7.50    9/17/2017    EUR     46.00
Oi Brasil Holdings Co    5.63    6/22/2021    EUR     65.00
Centrosolar Group AG     7.00    2/15/2016    EUR      2.15
QGOG Constellation SA    6.25    11/9/2019    USD     54.25
Strenesse AG             9.00    3/15/2017    EUR     44.50
Lehman Brothers Treas    6.00    2/15/2035    EUR     14.00
Den Norske Creditbank    0.71                 USD     61.18
BNP Paribas SA           2.46    4/30/2033    USD     64.00
UniCredit Bank Austri    0.46   12/31/2031    EUR     67.63
Standard Chartered PL    0.59                 USD     56.25
Indo Energy Finance I    6.38    1/24/2023    USD     45.50
Northland Resources A    4.00   10/15/2020    USD      0.48
Depfa Funding III LP     1.35                 EUR #N/A N/A
Region of Piemont Ita    0.12   11/27/2036    EUR     62.76
Banca delle Marche Sp    7.75    6/30/2018    EUR      1.31
CRC Breeze Finance SA    6.11     5/8/2016    EUR     54.38
Glitnir HF               6.69    6/15/2016    USD      0.02
Kerdos Group SA          8.00   12/15/2017    PLN     18.00
Rem Offshore ASA         6.45    9/25/2019    NOK     41.13
Banco Pastor SA          2.37                 EUR     48.13
Heta Asset Resolution    4.35    11/3/2016    EUR     17.50
OGX Austria GmbH         8.38     4/1/2022    USD      0.45
KCA Deutag UK Finance    7.25    5/15/2021    USD     71.50
Kezizalog Zrt            7.75    10/1/2018    EUR      0.52
Pescanova SA             6.75     3/5/2015    EUR      2.34
Norske Skogindustrier    7.13   10/15/2033    USD     30.00
Standard Chartered PL    0.56                 USD     56.33
Golden Gate AG           6.50   10/11/2014    EUR     41.10
UniCredit Bank Austri    0.43    8/20/2033    EUR     65.88
State of Carinthia       0.78    7/20/2017    CHF      0.20
More & More AG           8.13    6/11/2018    EUR     34.38
Sairgroup Finance BV     4.38     6/8/2006    EUR     17.25
Solarworld AG            6.38    7/13/2016    EUR     40.25
Novolipetsk Steel OJS   11.10   10/16/2025    RUB     60.45
Standard Chartered PL    0.81                 GBP     56.17
Northland Resources A   15.00    7/15/2019    USD      0.33
Metinvest BV            10.25    1/31/2016    USD     68.13
KA Finanz AG             4.90    6/23/2031    EUR     64.63
Raiffeisenlandesbank     5.00     7/1/2026    EUR     75.75
Heta Asset Resolution    5.92    2/22/2022    EUR     17.38
Alpine Holding GmbH      5.25     7/1/2015    EUR      1.75
Hema Bondco I BV         6.25    6/15/2019    EUR     74.13
Sachsen Bank             0.35    1/22/2041    EUR     72.74
Magnit PJSC             11.20    5/10/2017    RUB     60.11
SAG Solarstrom AG        6.25   12/14/2015    EUR     45.00
Hellenic Republic Gov    2.09    7/25/2057    EUR     30.50
Vestland Offshore Inv   11.12    1/15/2016    NOK     69.68
Empik Media & Fashion    9.80   11/17/2017    PLN     72.99
Espirito Santo Financ    5.13    5/30/2016    EUR      1.00
Heta Asset Resolution    0.17     4/9/2043    EUR     60.00
getgoods.de AG           7.75    10/2/2017    EUR      0.71
Landesbank Hessen-Thu    0.34     5/3/2041    EUR     65.68
friedola Gebr Holzapf    7.25    4/11/2017    EUR     21.63
eno energy GmbH          7.38    6/30/2016    EUR     68.50
Windreich GmbH           6.50     3/1/2015    EUR     10.88
Cyprus Popular Bank P    1.65    5/26/2016    EUR      1.34
Glitnir HF               6.00     3/5/2012    GBP     27.13
Virgolino de Oliveira   10.50    1/28/2018    USD      1.35
Mifa Mitteldeutsche F    7.50    8/12/2018    EUR      3.40
Astana Finance BV        7.88     6/8/2010    EUR     16.00
Hypo Tirol Bank AG       0.41    7/23/2026    EUR     55.25
Metinvest BV            10.50   11/28/2017    USD     62.50
Aralco Finance SA       10.13     5/7/2020    USD      1.16
Metinvest BV             8.75    2/14/2018    USD     63.00
Municipality Finance     0.50   12/15/2020    BRL     55.18
KPNQwest NV             10.00    3/15/2012    EUR      0.50
Gunther Zamek Produkt    7.75    5/15/2017    EUR      1.70
Alpine Holding GmbH      5.25    6/10/2016    EUR      3.16
Nationwide Building S    1.08                 GBP     70.00
ING Bank Eurasia ZAO    12.00    5/27/2020    RUB     60.45
IKB Deutsche Industri    4.70    3/31/2017    EUR     22.55
Lloyds Bank PLC          4.44     7/5/2033    USD     74.50
Del Monte Finance Lux    6.63    5/24/2006    EUR      8.13
SU-155 KAPITAL OOO      13.25    2/23/2016    RUB     16.31
Global PVQ Netherland    1.38    4/30/2012    EUR     27.00
Solen AG                 7.50     4/8/2016    EUR      1.80
Rostelecom PJSC         10.50    11/2/2017    RUB     60.07
Lehman Brothers Treas    2.88    3/14/2013    CHF     16.25
Cirio Del Monte NV       7.75    3/14/2005    EUR      2.16
Kerdos Group SA          8.00     3/9/2018    PLN     60.01
Artea                    6.00     8/4/2019    EUR     13.90
Bulgaria Steel Financ   12.00     5/4/2013    EUR      0.61
Hamburgische Landesba    0.33    1/22/2041    EUR     61.40
Orient Express Bank O   13.60     8/9/2018    RUB     35.00
Rem Offshore ASA         6.92    3/14/2018    NOK     44.00
Accentro Real Estate     6.25    3/27/2019    EUR      2.80
Banco Pinto & Sotto M    0.95                 EUR     31.50
Far East Capital Ltd     8.00     5/2/2018    USD     67.00
Finmek International     7.00    12/3/2004    EUR      0.13
LBI HF                   2.25    2/14/2011    CHF      8.50
PNE Wind AG              3.75   10/10/2019    EUR      2.95
Heta Asset Resolution    4.25    5/31/2016    EUR     67.13
Municipality Finance     0.50    3/28/2018    BRL     75.50
Kaupthing Bank Hf        7.13    5/19/2016    USD      0.00
Vnesheconombank         11.90    9/23/2032    RUB     70.00
Eramet                   5.29    4/22/2026    EUR     69.25
ADLER Real Estate AG     6.00    6/30/2017    EUR     13.00
Kommunalkredit Austri    0.56   10/25/2021    EUR     44.75
Northland Resources A    4.00   10/15/2020    NOK      0.48
UBS AG                   6.10    7/29/2016    GBP     63.17
wige MEDIA AG            6.00    3/17/2019    EUR      1.88
Lehman Brothers Treas    5.10     5/8/2017    HKD     14.00
Solarwatt GmbH           7.00    11/1/2015    EUR     14.50
UniCredit Bank Austri    0.44   12/27/2031    EUR     67.63
CHC Helicopter SA        9.25   10/15/2020    USD     88.00
Takko Luxembourg 2 SC    9.88    4/15/2019    EUR     60.50
Region of Abruzzo Ita    0.22    11/7/2031    EUR     72.77
IVG Immobilien AG        5.71                 EUR      0.00
Standard Chartered PL    0.69                 USD     58.33
Governo Portugues Con    3.00                 EUR     73.00
Sistema JSFC            10.90   10/31/2025    RUB     60.01
Cooperatieve Centrale    0.50   10/30/2043    MXN     13.01
Nordea Bank Finland A    4.35    4/20/2020    SEK     50.00
Le Noble Age             4.88     1/3/2016    EUR     23.35
Credit Suisse AG/Guer    0.63                 USD     60.97
Deutsche Morgan Grenf    0.81                 USD     58.67
A-TEC Industries AG      8.75   10/27/2014    EUR      2.00
Codere Finance Luxemb    8.25    6/15/2015    EUR     72.33
BLT Finance BV          12.00    2/10/2015    USD     10.50
Heta Asset Resolution    0.45   11/29/2032    EUR     17.25
Espirito Santo Financ    5.05   11/15/2025    EUR      2.00
Hellenic Bank PCL       11.00                 EUR     47.00
Depfa Funding IV LP      5.03                 EUR     57.25
Russian Railways JSC    11.60    7/16/2018    RUB     61.02
Municipality Finance     0.50     5/8/2029    AUD     56.31
Kaupthing Bank Hf        6.13    10/4/2016    USD     19.63
Svensk Exportkredit A    0.50    4/24/2029    AUD     57.47
Mriya Agro Holding PL    9.45    4/19/2018    USD     12.00
TAG Immobilien AG        6.50   12/10/2015    EUR     12.24
Lehman Brothers Treas    5.00    2/16/2015    EUR     14.00
Assystem                 4.00     1/1/2017    EUR     23.95
Transaero Airlines      12.50   12/20/2016    RUB      0.50
Stroika Finance Ltd V    7.70    6/25/2019    RUB     12.00
Mechel                  15.00    2/25/2020    RUB     68.01
Virgolino de Oliveira   10.88    1/13/2020    USD     17.50
ffk environment GmbH     7.25     6/1/2016    EUR      3.11
Banco Espirito Santo     1.45    5/27/2018    EUR      3.26
Heta Asset Resolution    0.67    5/31/2016    EUR     66.75
Seabird Exploration P    6.00   12/18/2015    USD     27.00
Freshwater Finance PL    6.06   10/17/2036    GBP     61.13
Raiffeisen Bank Inter    4.50    9/28/2035    EUR     71.13
Danske Bank Oyj          1.56                 EUR     73.13
Volkswagen Bank Rus O   11.30   10/19/2019    RUB     60.07
Nordea Bank Finland A    3.01   10/20/2019    SEK     48.50
Kaupthing Bank Hf        6.13    10/4/2016    USD     19.63
BBVA International Pr    1.45                 GBP #N/A N/A
Codere Finance Luxemb    8.25    6/15/2015    EUR     72.38
Governo Portugues Con    2.75                 EUR     62.00
Lehman Brothers Treas    6.00    3/18/2015    USD     14.00
HSBC Bank PLC            0.50    9/28/2018    IDR     74.17
UKRLANDFARMING PLC      10.88    3/26/2018    USD     52.00
Heta Asset Resolution    0.42   12/18/2030    EUR     18.38
UBS AG                  14.75   12/29/2015    EUR     73.06
DZ Bank AG Deutsche Z    3.05    9/25/2023    EUR     72.35
Barclays Bank PLC        7.30    4/16/2029    USD     74.00
DTEK Finance PLC         7.88     4/4/2018    USD     44.00
Lehman Brothers Treas    5.00    9/22/2014    EUR     14.00
Jasper Explorer PLC     13.50    5/27/2016    USD      5.38
Svensk Exportkredit A    0.50    1/31/2022    ZAR     56.67
OGK-2 PAO               11.50   11/24/2020    RUB     60.27
Cooperatieve Centrale    0.50    7/30/2043    MXN     13.17
SU-155 KAPITAL OOO      13.25    2/23/2016    RUB     16.10
Saphir Finance PLC       6.85                 GBP      1.38
Cooperatieve Centrale    0.50   11/30/2027    MXN     44.22
OAS Investments GmbH     8.25   10/19/2019    USD      6.88
Privatbank CJSC Via U   10.88    2/28/2018    USD     67.38
Kaupthing Bank Hf        7.50     2/1/2045    USD      0.00
WPE International Coo   10.38    9/30/2020    USD      7.00
Deutsche Bank AG         3.20    3/22/2016    EUR     62.50
Deutsche Bank AG/Lond    2.04    1/31/2033    USD     62.00
Lehman Brothers Treas    5.00    3/18/2015    EUR     14.00
Transgazservice LLP     10.50    11/8/2019    RUB     44.99
Kerdos Group SA          8.00    3/31/2016    PLN     40.00
Ferrexpo Finance PLC    10.38     4/7/2019    USD     67.03
Heta Asset Resolution    7.50    5/27/2024    ATS     17.25
Global PVQ Netherland    5.75    5/26/2014    EUR     27.38
LBI HF                   6.10    8/25/2011    USD     11.00
Deutsche Bank AG/Lond    5.65    6/30/2034    USD     73.00
Lloyds Bank PLC          4.98    7/29/2033    USD     74.00
Volkswagen Bank Rus O   11.30   10/20/2019    RUB     60.07
Cooperatieve Centrale    0.50   10/29/2027    MXN     44.00
Petromena ASA           10.85   11/19/2014    USD      0.54
Codere Finance Luxemb    8.25    6/15/2015    EUR     72.38
Mechel                   8.40    5/27/2021    RUB     59.40
International Finance    0.50    6/24/2024    ZAR     41.95
Credit Suisse AG/Lond   10.00    8/29/2016    USD     51.00
Svyaznoy Bank ZAO       15.00     6/8/2018    RUB     17.99
Region of Molise Ital    0.45   12/15/2033    EUR     66.59
KA Finanz AG             4.44   12/20/2030    EUR     61.13
Federal Grid Co Unifi    7.75    9/15/2020    RUB     55.01
Bremer Landesbank Kre    0.41     4/5/2041    EUR     73.95
Nota-Bank OJSC          13.50   10/13/2016    RUB      2.25
KPNQwest NV              8.88     2/1/2008    EUR      0.50
Heta Asset Resolution    4.88    9/18/2017    EUR     17.38
Landesbank Hessen-Thu    3.83    8/18/2016    EUR     70.30
HSBC Bank PLC            0.50    7/30/2027    NZD     50.57
DEMIRE Real Estate AG    6.00   12/30/2018    EUR      3.75
Exane Finance            2.70    9/26/2016    USD     39.64
Penell GmbH Elektrogr    7.75    6/10/2019    EUR     14.90
Lehman Brothers Treas    5.00    2/27/2014    EUR     14.00
DEIKON GmbH              1.00   11/16/2016    EUR     37.55
Virgolino de Oliveira   11.75     2/9/2022    USD      1.38
Bank Nederlandse Geme    0.50    6/22/2021    ZAR     62.76
LBI HF                   3.00    12/7/2010    CHF      8.50
Equity Release Fundin    1.98    4/26/2038    GBP #N/A N/A
AO Bank Intesa          12.75    6/10/2018    RUB     61.07
NOVIKOMBANK ZAO         13.00     4/8/2016    RUB     70.01
La Veggia Finance SPA    7.13   11/14/2004    EUR      0.00
Heta Asset Resolution    0.24    3/12/2043    EUR     66.75
Heta Asset Resolution    5.73   12/10/2021    EUR     16.25
SAir Group               0.13     7/7/2005    CHF     11.13
ADLER Real Estate AG     6.00   12/27/2018    EUR     13.10
WGF Westfaelische Gru    6.35    12/1/2016    EUR      9.80
Ideal Standard Intern   11.75     5/1/2018    EUR     23.25
Mechel                  15.00    2/25/2020    RUB     68.03
OL Groupe SA             7.00   12/28/2015    EUR      7.66
Mriya Agro Holding PL   10.95    3/30/2016    USD     14.88
SAir Group               6.25    4/12/2005    CHF     11.00
HSBC Trinkaus & Burkh    5.10     6/2/2016    EUR     58.20
Province of Milan Ita    0.05   12/20/2042    EUR     56.56
Agentstvo po Ipotechn   12.50   11/15/2024    RUB     60.77
Bank Nederlandse Geme    0.50     6/7/2022    ZAR     57.58
OT-Optima Telekom DD     5.25    5/30/2022    HRK     50.00
Banco Espirito Santo    10.00    12/6/2021    EUR      3.26
Glitnir HF               6.38    9/25/2012    USD     27.13
Kerdos Group SA          8.00    4/30/2016    PLN     50.00
Immigon Portfolioabba    3.55    4/12/2022    EUR     74.70
Phones4u Finance PLC     9.50     4/1/2018    GBP     37.50
RSL Communications PL   10.13     3/1/2008    USD      0.00
Nordea Bank Finland A    1.71   10/20/2019    SEK     68.63
Ecureuil Vie Developp    0.91                 EUR     29.88
DekaBank Deutsche Gir    2.67    11/7/2016    EUR     64.90
Commerzbank AG           5.00    9/27/2019    EUR     29.50
CARPEVIGO AG             8.25    6/30/2016    EUR     20.00
Municipiul Timisoara     1.03    5/12/2026    RON     63.10
Landesbank Hessen-Thu    0.36    4/23/2041    EUR     68.21
Elli Investments Ltd    12.25    6/15/2020    GBP     39.00
Credit Suisse AG/Lond   13.00     6/6/2016    USD     59.20
Federal Grid Co Unifi    7.50   10/16/2020    RUB     60.01
Sairgroup Finance BV     6.63    10/6/2010    EUR     18.25
JP Morgan Structured    12.00   11/24/2021    ZMW #N/A N/A
Far East Capital Ltd     8.75     5/2/2020    USD     65.00
Comune di Verona         0.09    12/1/2026    EUR     65.86
Societe Generale SA      1.50   12/30/2032    USD     65.75
Center-Invest Commerc   11.25   11/13/2018    RUB     58.85
Credit Suisse AG/Lond   15.25    6/29/2016    USD     58.09
Municipality Finance     0.50     8/8/2029    NZD     57.03
Deutsche Bank AG         2.57    6/28/2033    USD     70.50
Bank Nederlandse Geme    0.50     8/9/2022    MXN     69.89
Kommunekredit            0.50   10/22/2019    BRL     60.61
CHC Helicopter SA        9.25   10/15/2020    USD     48.00
Lehman Brothers Treas    4.50     5/2/2017    EUR      3.10
SG Option Europe SA      7.00     5/5/2017    EUR     69.53
Rinol AG                 5.50   10/15/2006    DEM      0.58
Municipiul Timisoara     1.03    5/15/2026    RON     64.40
City of Alba Iulia Ro    2.50    4/15/2025    RON     61.60
UniCredit Bank Austri    0.43   10/31/2031    EUR     68.25
Province of Milan Ita    0.30   12/22/2033    EUR     73.36
Hema Bondco II BV        8.50   12/15/2019    EUR     42.63
Hema Bondco I BV         5.21    6/15/2019    EUR     69.63
Heta Asset Resolution    0.24    8/12/2017    EUR     66.75
Sidetur Finance BV      10.00    4/20/2016    USD      7.88
Lehman Brothers Treas    5.25    5/26/2026    EUR      3.10
Emova Group              4.30     5/2/2022    EUR      7.10
Hamburgische Landesba    0.31   10/30/2040    EUR     62.45
DZ Bank AG Deutsche Z    2.52    6/23/2022    EUR     74.91
Anglian Water Service    1.09    1/26/2057    GBP     69.06
Solon SE                 1.38    12/6/2012    EUR      0.33
Glitnir HF               6.33    7/28/2011    USD     27.13
Immigon Portfolioabba    5.27     2/8/2027    EUR     62.75
Heta Asset Resolution    0.37    3/29/2017    EUR     66.75
Heta Asset Resolution    5.03    1/26/2017    EUR     15.75
Lehman Brothers Treas    3.03    1/31/2015    EUR      3.10
Lehman Brothers Treas    4.00   10/24/2012    EUR      3.10
Banque Cantonale Vaud    6.00    5/26/2016    CHF     36.71
Credit Suisse AG/Lond   10.00    4/22/2016    USD     73.30
International Finance    0.50    6/29/2020    ZAR     65.88
BNP Paribas SA           0.50    9/29/2029    AUD     60.42
Immigon Portfolioabba    4.21    1/25/2033    EUR     21.88
Santander Finance Cap    2.00                 EUR     34.75
Lehman Brothers Treas    6.00   10/30/2012    EUR      3.10
Lehman Brothers Treas   11.00   12/20/2017    AUD      3.10
Lehman Brothers Treas    1.00     5/9/2012    EUR      3.10
UniCredit Bank Austri    0.30    1/25/2031    EUR     68.63
Bank Otkritie Financi   12.20     4/7/2020    RUB     60.56
Lehman Brothers Treas    4.00    12/2/2012    EUR      3.10
Santander Finance Cap    2.00                 EUR     37.13
Bank Otkritie Financi   15.50    2/28/2017    RUB     60.55
Takko Luxembourg 2 SC    6.95    4/15/2019    EUR     55.88
BLT Finance BV           7.50    5/15/2014    USD      4.36
Kaupthing Bank Hf        9.75    9/10/2015    USD     19.63
Heta Asset Resolution    3.42    11/7/2016    EUR     65.13
SAG Solarstrom AG        7.50    7/10/2017    EUR     45.00
Credit Agricole Corpo    0.50     3/6/2023    RUB     47.96
SNS Bank NV              6.63    5/14/2018    EUR      2.77
BKN biostrom AG          7.50     6/5/2016    EUR      1.61
LBBW                     5.00    3/24/2016    EUR     60.23
LBI HF                   4.65                 EUR      0.00
Muehl Product & Servi    6.75    3/10/2005    DEM      1.70
Lehman Brothers Treas    8.25    12/3/2015    EUR     14.00
JP Morgan Structured    14.00   11/23/2029    ZMW #N/A N/A
Kaupthing Bank Hf        5.25    7/18/2017    BGN     19.63
Banco Comercial Portu    5.00                 EUR     61.00
Ukreximbank Via Biz F    7.51     2/9/2023    USD     74.00
Matalan Finance PLC      8.88     6/1/2020    GBP     73.55
Nota-Bank OJSC          13.50     4/1/2016    RUB      4.28
Locko-Bank ZAO          13.75     4/2/2020    RUB     60.34
Immigon Portfolioabba    4.20    2/22/2033    EUR     21.88
Kommunekredit            0.50   12/14/2020    ZAR     64.15
RSL Communications PL    9.13     3/1/2008    USD      0.00
KPNQwest NV              7.13     6/1/2009    EUR      0.50
hkw personalkonzepte     8.25   11/15/2016    EUR      3.80
Reso-Leasing OOO        13.75    10/3/2025    RUB     60.01
Republika Srpska         1.50    9/26/2027    BAM     73.00
Russian Railways JSC    16.70   10/11/2038    RUB     60.00
Montepio Holding SGPS    5.00                 EUR     50.00
HSBC Bank PLC            0.50    4/27/2027    NZD     51.82
A-TEC Industries AG      5.75    11/2/2010    EUR      2.00
UniCredit Bank AO       12.00   11/20/2019    RUB     60.11
Credit Suisse AG/Lond    9.00    7/11/2016    USD     33.20
Oberoesterreichische     0.32    11/6/2030    EUR     66.25
Atari SA                 7.50    2/17/2020    EUR      0.22
Heta Asset Resolution    1.52    6/30/2019    CHF     66.75
SU-155 KAPITAL OOO      13.25    2/23/2016    RUB     16.16
Heta Asset Resolution    5.27     4/7/2028    EUR     17.63
Royal Bank of Scotlan    4.24    1/12/2046    EUR     70.88
Barclays Bank PLC        3.50    12/7/2015    EUR     64.61
Province of Brescia I    0.35    6/30/2036    EUR     68.89
Mechel                   8.40     6/1/2021    RUB     58.70
Marine Subsea AS         9.00   12/16/2019    USD      0.50
Russian Bank for Smal    8.25   11/26/2016    RUB     59.00
Metallinvestbank OAO    13.50    5/21/2020    RUB     60.26
Russian Railways JSC     8.45    5/16/2019    RUB     58.86
WGF Westfaelische Gru    6.35     8/1/2017    EUR      2.07
Investtorgbank OAO      14.15     2/6/2020    RUB     60.01
Czerwona Torebka SA      6.81    4/15/2016    PLN     63.00
Windreich GmbH           6.75     3/1/2015    EUR     10.88
Santander Finance Cap    2.00                 USD     48.00
DeltaCredit Bank        12.10    7/28/2025    RUB     60.62
Heta Asset Resolution    0.07    2/17/2017    EUR     66.25
Santander Finance Cap    2.00                 USD     40.25
Mobile TeleSystems PJ    5.00    6/29/2021    RUB     68.00
Kommunekredit            0.50    2/20/2020    BRL     57.83
Lehman Brothers Treas    7.00   11/26/2013    EUR     14.00
Goldman Sachs Interna    0.67     6/8/2020    GBP     74.00
Rena Lange Holding Gm    8.00   12/12/2017    EUR      0.63
Immigon Portfolioabba    6.00    3/30/2017    EUR      1.00
Province of Treviso I    0.18   12/31/2034    EUR     68.89
Bamble Sparebank         2.36                 NOK     49.60
Lehman Brothers Treas    1.46    2/19/2012    JPY     14.00
Lehman Brothers Treas   13.00   12/14/2012    USD      3.10
Lehman Brothers Treas    6.65    8/24/2011    AUD     14.00
Svensk Exportkredit A    0.50    8/25/2021    ZAR     60.41
Reso-Leasing OOO        13.25   10/30/2025    RUB     60.02
Barclays Bank PLC        3.50     2/5/2016    EUR     65.70
Societe Centrale des     9.00     7/1/2016    EUR      7.11
Union Technologies In    0.10     1/1/2020    EUR      5.20
Russian Highways        12.40    4/22/2042    RUB      9.85
LBBW                     4.00    4/22/2016    EUR     65.68
Immigon Portfolioabba    5.26     2/5/2025    EUR     39.63
Immigon Portfolioabba    0.91    5/20/2025    EUR     23.00
Lehman Brothers Treas    5.00     5/2/2022    EUR      3.10
Bashneft PAO             8.35   12/13/2016    RUB     58.86
Deutsche Bank AG/Lond    0.50    10/5/2021    IDR     50.09
HSBC Bank PLC            0.50    1/29/2027    NZD     52.31
Republika Srpska        11.50    9/25/2026    BAM     73.50
Lehman Brothers Treas   10.60    4/22/2014    MXN      3.10
Lehman Brothers Treas    4.00    4/13/2011    CHF      3.10
Bank Nederlandse Geme    0.50    8/15/2022    ZAR     56.63
SG Issuer SA             6.65   10/10/2021    EUR     73.43
BNP Paribas SA           0.50    2/13/2024    NZD     69.90
Bank ZENIT PJSC          8.50    6/14/2024    RUB     60.01
Raiffeisen Versicheru    5.08                 EUR     30.00
Heta Asset Resolution    4.63     3/4/2018    EUR     66.75
Deutsche Bank AG/Lond    0.41     2/1/2016    EUR     67.00
Mechel                   8.40    5/27/2021    RUB     59.10
HSBC Bank PLC            0.50   12/29/2022    AUD     75.87
Municipality Finance     0.50   12/14/2018    TRY     72.00
Center-Invest Commerc   15.25    5/22/2019    RUB     61.02
Russian Railways JSC    16.60    9/19/2033    RUB     60.00
MT-Energie GmbH & Co     8.25     4/4/2017    EUR     10.71
JP Morgan Structured    13.00   11/25/2024    ZMW #N/A N/A
BNP Paribas Arbitrage    6.55    3/28/2025    EUR     74.55
DZ Bank AG Deutsche Z    3.00   12/28/2015    EUR     56.54
LBBW                     7.26   12/18/2015    EUR     73.50
Dresdner Bank AG         0.58   11/19/2029    EUR     64.88
UniCredit Bank AG        0.61   11/19/2029    EUR     73.38
Freshwater Finance PL    6.18    4/20/2035    GBP     63.88
Ingra DD                 6.13    12/6/2016    HRK     12.99
Ipotechny Agent Mosko    7.00    9/17/2028    RUB     60.75
Heta Asset Resolution    5.80    6/17/2017    EUR     66.75
Heta Asset Resolution    0.06    1/24/2017    EUR     66.63
Bank Nederlandse Geme    0.50    7/12/2022    ZAR     55.30
Credit Suisse AG/Lond   10.25    5/31/2016    USD     59.00
Municipality Finance     0.50    2/22/2019    IDR     71.43
MirLand Development C    6.00   11/30/2017    ILS     33.60
RSL Communications PL   10.50   11/15/2008    USD      0.00
Heta Asset Resolution    0.69    9/20/2017    EUR     17.25
Salvator Grundbesitz-    9.50   12/31/2021    EUR     10.00
Rosseti PJSC            11.90     6/9/2025    RUB #N/A N/A
International Finance    0.50    6/29/2027    ZAR     29.58
Commerzbank AG          10.00    5/26/2016    EUR     68.03
RSL Communications PL   12.00    11/1/2008    USD      0.00
Russian Railways JSC    12.40    5/30/2040    RUB     10.31
Pongs & Zahn AG          8.50                 EUR      0.45
Municipiul Timisoara     1.03    5/15/2026    RON     63.02
HSBC Bank PLC            0.50    5/31/2019    IDR     68.66
Kommunekredit            0.50    7/30/2027    TRY     26.57
Northland Resources A   12.25    3/26/2016    USD      0.33
NIBC Bank NV            25.98     5/7/2029    EUR     68.16
Svensk Exportkredit A    0.50    8/28/2020    TRY     59.48
Societe Generale SA      0.42    1/31/2033    USD     68.59
Svensk Exportkredit A    0.50    6/26/2019    TRY     67.28
Svensk Exportkredit A    0.50    4/25/2019    BRL     63.07
Immigon Portfolioabba    5.05     8/5/2030    EUR     27.88
Bulgaria Steel Financ   12.00     5/4/2013    EUR      0.59
Lehman Brothers Treas    6.45    2/20/2010    AUD      3.10
HSBC Trinkaus & Burkh    5.00     7/1/2016    EUR     58.82
KPNQwest NV              8.13     6/1/2009    USD      0.50
Lehman Brothers Treas    6.00    3/14/2011    EUR     14.00
Lehman Brothers Treas   23.30    9/16/2008    USD      3.10
Leonteq Securities AG   11.00   12/15/2015    USD     51.01
Credit Suisse AG/Nass    8.00     2/8/2016    USD     55.98
KIT Finance Capital O    9.00    3/29/2017    RUB     57.75
SV Patrimonia            4.00    4/19/2016    EUR     74.00
Drangedal Sparebank      2.35                 NOK     66.62
UniCredit Bank Austri    0.34    1/24/2031    EUR     66.13
Heta Asset Resolution    0.25    9/26/2043    EUR     66.75
Lehman Brothers Treas   13.50     6/2/2009    USD      3.10
Immigon Portfolioabba    3.50    5/23/2022    EUR     42.38
Municipality Finance     0.50    5/31/2022    ZAR     53.92
UBS AG                  14.75   12/29/2015    EUR     51.34
Kerdos Group SA          8.00    5/31/2016    PLN     45.00
DeltaCredit Bank         8.45    8/30/2018    RUB     58.62
Enemona AD-Kozloduy     10.00    4/28/2017    BGN      0.14
ING Bank NV              5.05    10/7/2024    EUR     61.84
Espirito Santo Financ    5.63    7/28/2017    EUR      2.19
Lehman Brothers Treas    7.50     5/2/2017    EUR      3.10
RSL Communications PL    9.88   11/15/2009    USD      0.00
Gold-Zack AG             7.00   12/14/2005    EUR     12.50
Eksportfinans ASA        0.50     5/9/2030    CAD     22.00
Hellas Telecommunicat    8.50   10/15/2013    EUR      0.01
Bashneft PAO             8.35   12/13/2016    RUB     58.59
Nota-Bank OJSC          14.50     6/6/2018    RUB     49.99
Akademiska Hus AB        2.08    4/17/2045    SEK     72.99
Banque Cantonale Vaud    9.10    5/27/2016    EUR     62.80
Northland Resources A   15.00    7/15/2019    USD      0.33
Glitnir HF               6.00   12/15/2012    GBP     27.13
MirLand Development C    6.50   12/31/2015    ILS     38.20
Immigon Portfolioabba    5.21    2/13/2026    EUR     36.63
Immigon Portfolioabba    7.00    7/24/2022    EUR     63.69
Atari SA                 0.10     4/1/2020    EUR      2.50
MirLand Development C    6.50    9/30/2019    ILS     31.00
Mechel                   8.00     2/9/2021    RUB     58.20
HSBC Bank PLC            0.50   12/29/2026    AUD     70.07
UBS AG                   4.50    9/23/2016    EUR     72.67
Rostelecom PJSC         11.70    5/20/2025    RUB #N/A N/A
Moscow Industrial ban   15.50   11/24/2020    RUB     60.77
Russian Railways JSC    17.90    9/20/2039    RUB     10.24
Heta Asset Resolution    0.17    5/10/2017    EUR     66.75
Heta Asset Resolution    0.16    5/17/2017    EUR     66.75
Kommunalbanken AS        0.50     3/2/2018    BRL     75.37
Raiffeisen Centrobank    2.80   11/14/2016    EUR     48.66
DEIKON GmbH              1.00     7/1/2016    EUR     18.05
Lehman Brothers Treas    5.00    5/12/2011    CHF      3.10
Espirito Santo Financ    5.05   11/15/2025    EUR      1.29
Strommen Sparebank       2.40                 NOK     44.03
Kommunalbanken AS        0.50    5/27/2022    ZAR     55.80
Credit Suisse AG/Lond    1.64     6/1/2042    USD     53.65
MirLand Development C    7.21    5/31/2020    ILS     33.70
Dolomite Capital Ltd    12.21   12/20/2019    ZAR     58.47
Banque Cantonale Vaud    8.20     3/3/2016    EUR     50.56
Araratbank OJSC          8.00    6/10/2018    USD     25.72
HSBC Bank PLC            0.50    7/30/2019    IDR     67.93
HSBC Bank PLC            0.50    6/28/2019    IDR     69.12
Kaupthing Bank Hf        5.00     1/4/2027    SKK     17.75
Kaupthing Bank Hf        7.63    2/28/2015    USD     19.63
Heta Asset Resolution    0.21     4/9/2018    EUR     66.75
Salvator Grundbesitz-    9.50                 EUR     38.50
Heta Asset Resolution    0.08    8/11/2017    EUR     66.75
SAir Group               5.13     3/1/2003    CHF     11.00
Norddeutsche Landesba    4.00     8/5/2016    EUR     71.01
Astana Finance BV        9.00   11/16/2011    USD     16.00
UTair-Finans OOO         9.50    7/21/2016    RUB     30.30
B&N Bank JSC            15.00    3/26/2021    RUB     60.56
HSBC Trinkaus & Burkh    5.03    3/24/2016    EUR     59.25
Notenstein Finance Gu    1.00    9/17/2019    CHF     73.60
HSBC Bank PLC            0.50    4/11/2023    MXN     66.37
Heta Asset Resolution    0.37    3/29/2017    EUR     66.75
Nutritek Internationa    8.75   12/11/2008    USD      2.00
Heta Asset Resolution    4.70     4/2/2018    EUR     66.75
Heta Asset Resolution    0.20    4/22/2018    EUR     66.75
Lehman Brothers Treas    4.05    9/16/2008    EUR      3.10
Credit Suisse AG/Nass    8.00   11/21/2016    EUR     62.33
WGZ-Bank AG Westdeuts    4.05    12/9/2015    EUR     47.15
Kommunekredit            0.50    9/19/2019    BRL     62.11
WGZ-Bank AG Westdeuts    4.00    2/19/2016    EUR     70.37
Credit Suisse AG/Lond    7.00    2/16/2016    USD     68.37
A-TEC Industries AG      2.75    5/10/2014    EUR      2.00
Immigon Portfolioabba    4.80     5/9/2025    EUR     37.25
Lehman Brothers Treas    4.60   10/11/2017    ILS     14.00
Heta Asset Resolution    0.20    8/28/2017    EUR     66.75
Lehman Brothers Treas    3.86    9/21/2011    SGD     16.25
Immigon Portfolioabba    1.75     9/9/2020    EUR     49.25
Cooperatieve Centrale    0.50    8/21/2028    MXN     42.00
Societe Generale SA      1.04    2/28/2034    USD     66.47
Svensk Exportkredit A    0.50    8/29/2029    AUD     68.07
Cooperatieve Centrale    0.50    1/31/2033    MXN     27.96
RZD Rasvytie vokzalov   12.50   10/21/2016    RUB     24.00
Windreich GmbH           6.25     3/1/2015    EUR     10.88
Lehman Brothers Treas    5.00    8/16/2017    EUR     14.00
Lehman Brothers Treas    8.88    1/28/2011    HKD     14.00
Heta Asset Resolution    0.08     2/9/2017    EUR     66.75
Credit Suisse AG        11.00    3/28/2016    USD      6.34
KIT Finance Capital O   10.00   12/22/2016    RUB     60.01
Fast Finance SA          8.80    9/27/2016    PLN     70.00
DekaBank Deutsche Gir    3.80    9/25/2024    EUR     74.63
Zapsibcombank PAO       14.85   12/12/2019    RUB     50.00
Sparebanken Din          2.41                 NOK     69.49
ECM Real Estate Inves    5.00    10/9/2011    EUR     10.38
Lehman Brothers Treas    4.00    3/10/2011    EUR      3.10
HSBC Trinkaus & Burkh    8.80   12/23/2016    EUR     61.79
Heta Asset Resolution    0.06    3/15/2017    EUR     66.75
Heta Asset Resolution    3.90    1/24/2017    EUR     65.00
Deutsche Bank AG/Lond    8.50    4/29/2016    USD      9.37
Immigon Portfolioabba    4.26    3/22/2024    EUR     38.75
Raiffeisen Centrobank    5.00    4/18/2016    EUR     62.13
Ipotechny Agent AK Ba    3.00    5/10/2047    RUB     53.43
Interregional Distrib   12.42    5/23/2025    RUB     66.38
SG Issuer SA             4.30    7/10/2020    EUR     41.19
UniCredit Bank AG        4.00    6/24/2016    EUR     63.63
2C Partners SA          10.00    4/30/2016    PLN     70.00
Svensk Exportkredit A    0.50    8/28/2018    BRL     69.07
BNP Paribas SA           0.50   11/16/2032    MXN     33.75
EFG International Fin    7.00   11/27/2019    EUR     64.34
Societe Generale SA      0.50    6/12/2023    RUB     46.47
Barclays Bank PLC        0.50    3/13/2023    RUB     47.92
Lehman Brothers Treas    1.75     2/7/2010    EUR      3.37
Heta Asset Resolution    4.40    6/20/2017    EUR     66.75
Glitnir HF               6.33    7/28/2011    USD     27.13
Glitnir HF               6.69    6/15/2016    USD      0.02
HSBC Bank PLC            0.50    2/24/2027    NZD     52.55
Vontobel Financial Pr    6.00   12/28/2015    EUR     73.36
UBS AG/London            6.50    3/11/2016    GBP     70.14
Efesk Group             13.25    6/14/2016    RUB     53.00
Rossiysky Capital OJS    9.00     9/6/2016    RUB     60.08
Barclays Bank PLC        0.50    4/24/2023    MXN     62.42
LBI HF                   7.43                 USD      0.00
MirLand Development C    8.50    8/31/2016    ILS     36.70
Lehman Brothers Treas    8.00    3/19/2012    USD      3.10
SAir Group               2.13    11/4/2004    CHF     11.00
SAir Group               4.25     2/2/2007    CHF     11.13
UniCredit Bank Austri    0.44    1/22/2031    EUR     67.63
Bank Nederlandse Geme    0.50    5/12/2021    ZAR     63.62
Heta Asset Resolution    4.07    3/21/2017    EUR     66.75
EDOB Abwicklungs AG      7.50     4/1/2012    EUR      0.79
Glitnir HF               5.86    7/28/2016    GBP     27.13
HSBC Bank PLC            0.50   10/30/2026    NZD     53.43
B&N Bank JSC            14.00    12/2/2020    RUB     60.16
EFG International Fin    6.48    5/29/2018    EUR     23.80
Credit Suisse AG/Lond    8.50    5/23/2016    USD     63.63
Vontobel Financial Pr    5.00    2/13/2017    EUR     62.17
Credit Suisse AG/Lond   10.50    6/20/2016    USD     54.80
HSBC Bank PLC            0.50   12/20/2018    RUB     72.57
BNP Paribas SA           0.50     5/6/2021    MXN     71.91
Phosphorus Holdco PLC   10.00     4/1/2019    GBP      2.21
Heta Asset Resolution    5.68     7/5/2017    EUR     66.75
Heta Asset Resolution    0.21     3/4/2018    EUR     66.75
Heta Asset Resolution    0.22    3/10/2018    EUR     66.75
Heta Asset Resolution    0.20     4/2/2018    EUR     66.75
Heta Asset Resolution    0.07    7/18/2017    EUR     66.75
Lehman Brothers Treas    7.00     6/6/2017    EUR      3.10
Haltdalen Sparebank      2.41                 NOK     52.01
Immigon Portfolioabba    1.47    5/18/2020    EUR     51.50
Vontobel Financial Pr   21.65    3/29/2016    EUR     70.37
DekaBank Deutsche Gir    3.00     5/6/2016    EUR     63.68
EFG International Fin    7.20    2/25/2019    EUR     52.34
Wlodarzewska SA          9.23    5/15/2016    PLN      1.00
UBS AG/London           24.75    3/29/2016    EUR     30.24
Societe Generale SA      0.50    4/30/2023    RUB     47.09
Vontobel Financial Pr    5.60   12/29/2015    EUR     37.27
Lehman Brothers Treas    5.00    2/28/2032    EUR      3.10
Ofoten Sparebank         2.27                 NOK     65.86
Immigon Portfolioabba    5.25   12/20/2022    EUR     47.63
Immigon Portfolioabba    5.20     4/1/2020    EUR     62.75
Heta Asset Resolution    5.04    2/15/2023    EUR     66.75
UniCredit Bank AG        4.00    3/21/2017    EUR     73.17
Lehman Brothers Treas    1.28    11/6/2010    JPY     14.00
Lehman Brothers Treas    4.00    2/16/2017    EUR     16.25
Landeskreditbank Bade    0.50    5/10/2027    CAD     73.92
SAir Group               6.25   10/27/2002    CHF     12.00
Province of Treviso I    0.05   12/31/2034    EUR     67.41
Lehman Brothers Treas    0.50     8/1/2020    EUR      3.10
Nesset Sparebank         2.42                 NOK     54.02
World of Building Tec    7.70    6/25/2019    RUB      1.81
Notenstein La Roche P    8.20    11/8/2016    EUR     63.14
HSBC Trinkaus & Burkh   10.40    9/23/2016    EUR     66.15
Vontobel Financial Pr    4.45     4/5/2016    EUR     55.72
EFG International Fin    8.99     9/4/2017    EUR     55.25
Kommunalbanken AS        0.50    2/23/2018    BRL     75.30
Kommunalbanken AS        0.50    8/15/2018    BRL     72.70
Immigon Portfolioabba    5.00   12/12/2018    EUR     72.25
Immigon Portfolioabba    6.60     5/6/2023    EUR     50.88
Heta Asset Resolution    0.20     7/1/2017    EUR     66.75
Heta Asset Resolution    0.11    5/17/2017    EUR     66.75
Mechel                   8.00     2/9/2021    RUB     69.70
SAir Group               5.50    7/23/2003    CHF     11.00
City of Predeal Roman    2.50    5/15/2026    RON     60.00
Araratbank OJSC          7.25    6/27/2018    USD     25.16
Province of Brescia I    0.52   12/22/2036    EUR     68.25
Bank Julius Baer & Co   10.00    6/13/2016    USD     70.45
LBBW                     3.19    7/22/2016    EUR     67.17
HSBC Trinkaus & Burkh   13.20   12/28/2015    EUR     71.76
Barclays Bank PLC        0.50    3/26/2021    MXN     73.53
Kommunalbanken AS        0.50    9/20/2018    BRL     70.55
Immigon Portfolioabba    1.26     2/8/2019    EUR     61.88
Immigon Portfolioabba    4.78     6/7/2030    EUR     26.88
Immigon Portfolioabba    1.61    7/20/2018    EUR     68.13
Lehman Brothers Treas   13.50   11/28/2008    USD      3.10
Lehman Brothers Treas    4.25    5/15/2010    EUR      3.10
Kaupthing Bank Hf        7.00    7/24/2009    ISK     19.63
Heta Asset Resolution    0.21    8/21/2017    EUR     66.75
BNP Paribas Emissions    2.65    6/30/2022    EUR     73.65
Province of Treviso I    0.28   12/31/2034    EUR     70.55
Glitnir HF               4.75   10/15/2010    USD     27.13
Heta Asset Resolution    3.72    3/15/2017    EUR     66.75
Immigon Portfolioabba    5.50    8/26/2025    EUR     39.00
Lehman Brothers Treas    1.60    6/21/2010    JPY      3.10
Property Lease Fund S    9.00    9/17/2016    PLN     15.10
SG Issuer SA             5.05    4/10/2025    EUR     55.56
Dayli Polska Sp zoo      8.50     9/5/2016    PLN     20.00
Kommunalbanken AS        0.50    11/8/2018    BRL     69.52
Leonteq Securities AG    6.11     1/7/2016    EUR     26.87
Societe Generale SA      0.50    5/30/2023    MXN     64.04
WGZ-Bank AG Westdeuts    6.50    3/17/2016    EUR     72.34
Bank Julius Baer & Co   10.00    5/20/2016    USD     53.80
Societe Generale SA     13.56    5/26/2016    USD     71.78
Bank Nederlandse Geme    0.50    9/20/2022    MXN     69.73
Vnesheconombank          2.00    6/18/2021    RUB     62.49
DekaBank Deutsche Gir    4.92    1/27/2016    EUR     71.24
UniCredit Bank AG        4.40   12/28/2015    EUR     68.28
Barclays Bank PLC        8.10    4/15/2016    USD     63.00
Vontobel Financial Pr    6.75   12/11/2015    EUR     68.76
Barclays Bank PLC        0.50    3/19/2021    MXN     73.62
Lehman Brothers Treas    6.00    5/12/2017    EUR      3.10
Lehman Brothers Treas   10.00     1/3/2012    BRL      3.10
Municipality Finance     0.50   11/25/2020    ZAR     64.69
Lehman Brothers Treas    8.28    7/31/2013    GBP      3.10
Lehman Brothers Treas    7.50    7/31/2013    GBP      3.10
Oberoesterreichische     0.30    4/25/2042    EUR     51.88
LBI HF                   5.08     3/1/2013    ISK      8.50
Heta Asset Resolution    0.22    2/10/2018    EUR     66.75
Heta Asset Resolution    0.20    7/28/2017    EUR     66.75
Municipality Finance     0.50    5/29/2018    BRL     74.24
Heta Asset Resolution    0.04     8/1/2017    EUR     66.75
Raiffeisenverband Sal    0.01    2/28/2031    EUR     68.93
Province of Rovigo It    0.30   12/28/2035    EUR     69.08
Commerzbank AG           4.60     4/7/2016    EUR     65.67
Exane Finance            6.25   12/20/2019    SEK     67.88
Svensk Exportkredit A    0.50   12/17/2027    USD     73.76
HSBC Bank PLC            0.50    12/8/2026    AUD     60.40
Svensk Exportkredit A    0.50    2/22/2022    ZAR     55.10
UBS AG/London            9.75    5/13/2016    CHF     52.58
Vontobel Financial Pr   20.00    6/24/2016    EUR     71.20
Banque Cantonale Vaud    8.20     3/3/2016    USD     50.81
LBBW                     3.52    2/26/2016    EUR     69.39
Deutsche Bank AG         6.20    6/21/2016    EUR     59.00
Leonteq Securities AG    7.00   12/15/2015    USD     73.13
UBS AG/London            5.00   12/10/2015    USD     62.38
Leonteq Securities AG   13.40   12/29/2015    USD     72.86
UniCredit Bank AG        5.44     7/1/2016    EUR     54.05
Bank J Safra Sarasin     9.70    6/15/2016    CHF     69.22
Ashinskiy metallurgic   17.10    6/17/2024    RUB     60.01
UniCredit Bank AG        4.90   12/24/2015    EUR     68.30
Svensk Exportkredit A    0.50    6/29/2029    AUD     67.59
Svensk Exportkredit A    0.50    3/28/2029    AUD     67.30
Societe Generale SA      1.35    3/31/2034    USD     66.01
Leonteq Securities AG   10.40    8/26/2016    CHF     65.45
HSBC Bank PLC            0.50    5/29/2020    IDR     62.57
Lloyds Bank PLC          0.50    7/26/2028    MXN     47.20
Svensk Exportkredit A    0.50    3/15/2022    ZAR     54.43
HSBC Bank PLC            0.50     4/3/2023    AUD     74.25
Lehman Brothers Treas    6.00    5/23/2018    CZK      3.10
Immigon Portfolioabba    5.10     7/5/2022    EUR     49.25
Immigon Portfolioabba    5.03    6/11/2019    EUR     68.13
Lehman Brothers Treas    8.60    7/31/2013    GBP      3.10
Lehman Brothers Treas    7.32    7/31/2013    GBP      3.10
Lehman Brothers Treas    2.50    11/9/2011    CHF      3.10
Immigon Portfolioabba    5.23    12/5/2022    EUR     47.75
Lehman Brothers Treas   11.75     3/1/2010    EUR      3.10
KPNQwest NV              7.13     6/1/2009    EUR      0.50
KPNQwest NV              8.88     2/1/2008    EUR      0.50
LBI HF                   8.65     5/1/2011    ISK      8.50
Kaupthing Bank Hf        6.50    10/8/2010    ISK     19.63
DekaBank Deutsche Gir    3.40    6/24/2016    EUR     38.09
Heta Asset Resolution    4.54    9/22/2017    EUR     66.75
Lehman Brothers Treas    5.00     8/1/2025    EUR      3.10
KFW                      0.25    10/6/2036    CAD     38.75
UBS AG                   5.10    3/28/2016    USD     38.02
Lehman Brothers Treas    4.50    7/24/2014    EUR      3.10
Barclays Bank PLC        2.30    9/13/2016    EUR     41.54
Lehman Brothers Treas    7.60    5/21/2013    USD      3.10
SAir Group               2.75    7/30/2004    CHF     11.00
Ipotechny Agent Urals    3.00   10/15/2047    RUB     29.90
Lehman Brothers Treas    8.25     2/3/2016    EUR      3.10
DekaBank Deutsche Gir    4.05    5/13/2016    EUR     50.46
EFG International Fin    7.19     5/6/2019    EUR     52.33
UBS AG/London            7.00    5/22/2017    CHF     60.43
EFG International Fin    9.10    3/23/2016    USD     47.70
UBS AG/London            9.25   12/10/2015    CHF     54.88
UniCredit Bank AG        4.00    6/24/2016    EUR     52.09
HSBC Bank PLC            0.50   10/30/2018    IDR     74.58
Landesbank Hessen-Thu    5.00   11/15/2016    EUR     58.00
Deutsche Bank AG         7.20    3/22/2016    EUR     66.40
Municipality Finance     0.50    7/30/2029    AUD     65.04
Cooperatieve Centrale    0.50   12/29/2027    MXN     44.51
UniCredit Bank AG        4.40   12/24/2015    EUR     61.99
UniCredit Bank AG        3.79   12/19/2016    EUR     44.06
HSBC Trinkaus & Burkh    5.00    1/30/2018    EUR     67.67
Immigon Portfolioabba    3.09   10/15/2020    EUR     52.75
Raiffeisen Centrobank    6.70    3/13/2017    EUR     60.54
Credit Suisse AG/Nass    7.00     1/4/2016    CHF     74.65
Banque Cantonale Vaud    1.00     7/7/2016    CHF     12.10
Leonteq Securities AG   15.20    12/2/2015    CHF     40.72
Raiffeisen Centrobank    7.25    9/26/2016    EUR     50.00
Immigon Portfolioabba    0.89     3/1/2021    EUR     43.25
Fonciere Volta SA        4.50    7/30/2020    EUR      2.52
Driver & Bengsch AG      8.50   12/31/2027    EUR      0.00
Glitnir HF              10.00    6/28/2017    USD     27.13
Lehman Brothers Treas    3.40    9/21/2009    HKD      3.10
Immigon Portfolioabba    5.21    12/6/2022    EUR     47.63
Lehman Brothers Treas    3.50    6/20/2011    EUR      3.10
Lehman Brothers Treas   10.00    5/22/2009    USD      3.10
Leonteq Securities AG   10.00    7/13/2016    EUR     68.81
KPNQwest NV              7.13     6/1/2009    EUR      0.50
Housing Financing Fun    2.70     1/1/2020    ISK     69.66
KPNQwest NV              8.88     2/1/2008    EUR      0.50
Heta Asset Resolution    0.83    5/28/2017    EUR     66.75
Heta Asset Resolution    6.94    6/10/2017    EUR     66.75
Lehman Brothers Treas    2.37    7/15/2013    USD      3.10
Bank Julius Baer & Co    7.50    1/19/2016    USD     43.00
Lehman Brothers Treas    2.75   10/28/2009    EUR      3.10
Kommunekredit            0.50    5/11/2029    CAD     67.74
Lehman Brothers Treas    4.50   12/30/2010    USD      3.10
Lehman Brothers Treas    6.00    7/28/2010    EUR      3.10
Glitnir HF               4.75   10/15/2010    USD     27.13
Barclays Bank PLC        2.50     3/7/2017    EUR     57.61
Bayerische Landesbank    5.00   10/17/2016    EUR     60.05
EFG International Fin    6.00   11/30/2017    EUR     41.85
DZ Bank AG Deutsche Z   10.00   12/21/2015    EUR     56.11
Konservenfabrik Zacho    8.00     4/1/2016    EUR      0.00
Lehman Brothers Treas    4.50     3/6/2013    CHF      3.10
Lehman Brothers Treas    7.38    9/20/2008    EUR      3.10
Lehman Brothers Treas    7.59   11/22/2009    MXN     14.00
ECA                      2.50     1/1/2018    EUR     12.00
Lehman Brothers Treas    4.25    3/13/2021    EUR      3.10
Skue Sparebank           2.27                 NOK     68.49
Royal Bank of Scotlan    1.33   10/26/2018    GBP      1.04
Lehman Brothers Treas    5.55    3/12/2015    EUR      3.10
Glitnir HF               5.44   12/22/2015    USD     27.13
City of Siret Romania    2.77     3/1/2028    RON     61.00
Russian Railways JSC    16.80    5/29/2035    RUB     10.83
Lehman Brothers Treas   11.00     7/4/2011    USD      3.10
Immigon Portfolioabba    0.83    2/11/2019    EUR     58.88
Raiffeisen-Holding Ni    5.10                 EUR     66.05
Municipality Finance     0.50    6/19/2024    ZAR     44.97
Powszechne Towarzystw    7.79     8/1/2016    PLN     30.00
Totens Sparebank         2.75                 NOK     52.71
Leonteq Securities AG   16.00   12/29/2015    CHF     59.50
DZ Bank AG Deutsche Z    3.80   12/28/2015    EUR     62.87
Vontobel Financial Pr    5.50    6/24/2016    EUR     57.11
Credit Suisse AG/Nass    6.00    12/2/2016    EUR     59.27
Zurcher Kantonalbank    10.90     6/3/2016    CHF     57.81
Bayerische Landesbank    3.70    11/4/2016    EUR     56.21
Credit Suisse AG/Nass    8.05    9/27/2016    CHF     36.67
EFG International Fin    7.20    2/25/2019    EUR     53.54
Zurcher Kantonalbank     4.00     3/7/2016    EUR     56.70
Credit Suisse AG/Nass   11.00    12/3/2015    USD     54.34
Credit Suisse AG/Nass    6.50    12/7/2015    EUR     62.68
Zurcher Kantonalbank     9.00   12/16/2015    EUR     42.97
BNP Paribas Emissions    4.00    3/24/2016    EUR     62.89
Melhus Sparebank         2.79    9/16/2024    NOK     69.58
LBBW                     3.50    6/23/2017    EUR     71.21
Commerzbank AG          11.25    3/24/2016    EUR     63.19
Credit Suisse AG/Nass    6.25   10/17/2016    EUR     53.41
Leonteq Securities AG   18.00    9/19/2016    CHF     59.89
Credit Suisse AG/Lond   10.50    9/30/2020    USD     10.35
Bayerische Landesbank    3.70     6/3/2016    EUR     49.31
Agrokompleks OOO        12.50    12/8/2022    RUB     70.06
Veniti SA                9.70    3/28/2016    PLN     50.00
Eiendomskreditt          4.35                 NOK     66.79
Leonteq Securities AG    8.25    2/23/2016    EUR     70.04
Svensk Exportkredit A    0.50    6/20/2029    AUD     65.00
Bank J Safra Sarasin    11.02   12/30/2015    EUR     39.23
Zurcher Kantonalbank     6.82    2/19/2016    EUR     49.00
Orient Express Bank O   15.00    7/17/2018    RUB     60.00
Immigon Portfolioabba    2.00    4/24/2020    EUR     53.00
Immigon Portfolioabba    1.24     3/1/2022    EUR     38.13
Lehman Brothers Treas    2.00    6/21/2011    EUR      3.10
Lehman Brothers Treas    7.50    6/15/2017    USD      3.10
Lehman Brothers Treas    6.00   12/30/2017    EUR      3.10
ECM Real Estate Inves    5.00    10/9/2011    EUR     10.38
Lehman Brothers Treas    3.50   12/20/2027    USD      3.10
Lehman Brothers Treas    5.50   11/30/2012    CZK      3.10
Lehman Brothers Treas    3.20    3/19/2018    JPY      3.10
Lehman Brothers Treas   14.90   11/16/2010    EUR      3.10
Lehman Brothers Treas    0.50   12/20/2017    AUD      3.10
Lehman Brothers Treas    0.50   12/20/2017    AUD      3.10
Lehman Brothers Treas    8.00    3/21/2018    USD      3.10
Lehman Brothers Treas    9.00     5/6/2011    CHF      3.10
Cerruti Finance SA       6.50    7/26/2004    EUR      1.74
Kaupthing Bank Hf        7.50    12/5/2014    ISK     19.63
Raiffeisen-Landesbank    0.34    9/10/2033    EUR     75.89
Immigon Portfolioabba    0.49    3/14/2020    EUR     70.41
UniCredit Bank AG        4.10    9/28/2018    EUR     68.87
Lehman Brothers Treas    9.25    6/20/2012    USD      3.10
Immigon Portfolioabba    4.81    7/29/2025    EUR     61.00
Immigon Portfolioabba    4.90    8/18/2025    EUR     61.30
Lehman Brothers Treas    6.00    12/6/2016    USD      3.10
Lehman Brothers Treas    6.50    5/16/2015    EUR      3.10
Lehman Brothers Treas    5.75    6/15/2009    CHF      3.10
Glitnir HF               6.84   12/15/2015    EUR      0.02
Lehman Brothers Treas   10.44   11/22/2008    CHF      3.10
Zurcher Kantonalbank     5.75     2/6/2017    EUR     72.10
SAir Group               2.75    7/30/2004    CHF     11.13
Municipality Finance     0.50    4/16/2018    BRL     74.30
Goldman Sachs & Co We    9.00   12/23/2015    EUR     68.48
Bank Julius Baer & Co    3.90   11/30/2015    CHF     42.75
Vontobel Financial Pr    9.55    5/27/2016    EUR     59.12
Zurcher Kantonalbank     3.80    5/22/2017    EUR     61.88
Leonteq Securities AG    3.50    4/10/2018    EUR     58.20
Credit Suisse AG/Lond    7.50    6/13/2016    EUR     70.13
Bank J Safra Sarasin     5.75   12/17/2015    CHF     51.50
LBBW                     3.00    6/24/2016    EUR     49.17
Landesbank Hessen-Thu    4.00     8/5/2016    EUR     64.40
Landesbank Hessen-Thu    5.00   10/24/2016    EUR     65.20
Landesbank Hessen-Thu    5.50    5/27/2016    EUR     68.30
Landesbank Hessen-Thu    4.55   12/18/2015    EUR     71.50
HSBC Bank PLC            0.50    11/9/2018    IDR     74.40
Vontobel Financial Pr    5.40    3/11/2016    EUR     37.81
Societe Generale SA      0.50     4/3/2023    RUB     47.66
Goldman Sachs & Co We    7.00    3/23/2016    EUR     38.64
Lehman Brothers Treas    4.10    6/10/2014    SGD     16.25
Lehman Brothers Treas    4.05    9/16/2008    EUR      3.10
UBS AG                  10.25   12/22/2017    EUR     65.46
Barclays Bank PLC        2.33     1/2/2041    USD     75.11
Barclays Bank PLC        1.64     6/3/2041    USD     70.41
DZ Bank AG Deutsche Z    8.50    9/23/2016    EUR     71.81
Lehman Brothers Treas    7.50   10/24/2008    USD      3.10
Commerzbank AG           7.00    6/23/2016    EUR     63.33
Exane Finance            5.00   12/20/2019    SEK     60.44
Lehman Brothers Treas   12.40    6/12/2009    USD      3.10
Commerzbank AG          13.25    6/23/2016    EUR     73.96
Vontobel Financial Pr   17.80    9/16/2016    EUR     70.13
Credit Suisse AG/Nass    8.25     9/5/2016    CHF     66.93
DekaBank Deutsche Gir    0.12    6/23/2034    EUR     68.68
UBS AG                  14.25   12/29/2015    EUR     32.36
UBS AG                  12.00   12/29/2015    EUR     48.21
Bank Julius Baer & Co    9.75    3/11/2016    EUR     46.75
Leonteq Securities AG    8.20   12/15/2015    CHF     69.39
UniCredit Bank AG        4.40    3/24/2016    EUR     45.83
Rossiysky Capital OJS   18.00    1/20/2020    RUB     60.66
LBBW                     3.00    6/23/2017    EUR     67.27
DekaBank Deutsche Gir    5.15    12/9/2016    EUR     62.14
LBBW                     4.00    3/29/2016    EUR     55.99
DekaBank Deutsche Gir   10.50   11/15/2016    EUR     74.41
Agrokompleks OOO        15.00    7/29/2019    RUB     60.11
Leonteq Securities AG   11.80    2/17/2016    USD     56.84
Wlodarzewska SA          9.23    5/15/2016    PLN     34.10
Goldman Sachs & Co We    5.00   12/23/2015    EUR     62.07
Goldman Sachs & Co We    7.00   12/23/2015    EUR     62.19
Goldman Sachs & Co We    7.00   12/23/2015    EUR     62.19
Goldman Sachs & Co We    5.00   12/23/2015    EUR     36.74
Goldman Sachs & Co We    6.00   12/23/2015    EUR     36.80
Goldman Sachs & Co We    7.00   12/23/2015    EUR     36.86
Goldman Sachs & Co We    8.00   12/23/2015    EUR     36.92
Goldman Sachs & Co We    8.00   12/23/2015    EUR     36.92
Goldman Sachs & Co We    9.00   12/23/2015    EUR     36.98
Goldman Sachs & Co We    9.00   12/23/2015    EUR     36.98
Credit Suisse AG/Nass    7.00   12/28/2015    EUR     60.65
Notenstein La Roche P    8.14   12/18/2015    CHF     73.81
Notenstein La Roche P    7.50    6/23/2016    CHF     71.08
Raiffeisen Centrobank    7.55    1/20/2016    EUR     68.96
Raiffeisen Centrobank    5.98    1/20/2016    EUR     67.70
Raiffeisen Centrobank    6.29    1/20/2016    EUR     67.07
Goldman Sachs & Co We    6.00   12/23/2015    EUR     65.38
Goldman Sachs & Co We    6.00   12/23/2015    EUR     65.38
DekaBank Deutsche Gir    4.15   12/18/2015    EUR     62.87
DekaBank Deutsche Gir    2.35    6/13/2016    EUR     66.42
Notenstein La Roche P    6.10   12/30/2015    EUR     48.73
EFG International Fin    7.05    6/30/2016    USD     67.01
Credit Suisse AG/Nass    6.50    1/11/2016    CHF     66.87
Notenstein La Roche P    6.50     7/2/2018    USD     65.22
Credit Suisse AG/Nass    8.25    1/11/2016    CHF     26.27
Leonteq Securities AG    5.25     1/4/2016    CHF     66.54
Leonteq Securities AG    8.00     7/7/2016    USD     43.79
Vontobel Financial Pr    4.40   12/11/2015    EUR     45.80
Vontobel Financial Pr    5.65   12/11/2015    EUR     43.66
Vontobel Financial Pr    6.95   12/11/2015    EUR     41.71
Vontobel Financial Pr    5.00    7/28/2016    EUR     68.60
Notenstein La Roche P    8.00    1/11/2016    EUR     68.08
Vontobel Financial Pr    7.05   12/11/2015    EUR     63.49
Vontobel Financial Pr    7.25    3/11/2016    EUR     63.71
Vontobel Financial Pr    4.55    3/11/2016    EUR     69.68
Vontobel Financial Pr    4.00   12/11/2015    EUR     70.65
Vontobel Financial Pr    3.35    3/11/2016    EUR     73.19
Vontobel Financial Pr    3.95    3/11/2016    EUR     71.39
Vontobel Financial Pr    5.20    3/11/2016    EUR     68.07
Vontobel Financial Pr    5.85    3/11/2016    EUR     66.53
Vontobel Financial Pr    5.45   12/11/2015    EUR     66.88
Vontobel Financial Pr    4.70   12/11/2015    EUR     68.71
Vontobel Financial Pr    6.25   12/11/2015    EUR     65.14
Vontobel Financial Pr    6.55    3/11/2016    EUR     65.08
Vontobel Financial Pr    7.90   12/11/2015    EUR     61.93
Vontobel Financial Pr    3.35   12/11/2015    EUR     72.71
Vontobel Financial Pr    3.95    3/11/2016    EUR     40.01
Vontobel Financial Pr    4.05   12/11/2015    EUR     38.98
Vontobel Financial Pr    5.80   12/11/2015    EUR     36.43
Vontobel Financial Pr    7.05    3/11/2016    EUR     36.00
Vontobel Financial Pr    7.70   12/11/2015    EUR     34.21
Deutsche Bank AG         6.20   12/22/2015    EUR     60.60
Deutsche Bank AG         5.20   12/22/2015    EUR     60.50
Deutsche Bank AG         7.20   12/22/2015    EUR     60.60
Zurcher Kantonalbank     8.80    1/14/2016    CHF     57.31
UBS AG                   9.00     7/3/2017    CHF     45.56
UBS AG/London            2.80   12/23/2015    EUR     43.37
UBS AG/London            2.80   12/23/2015    EUR     71.10
UBS AG/London            3.80   12/23/2015    EUR     40.86
UBS AG/London            3.00   12/23/2015    EUR     73.97
Credit Suisse AG/Lond    4.00     1/4/2016    EUR     35.44
Vontobel Financial Pr    4.35   12/28/2015    EUR     41.97
Notenstein La Roche P    8.20    1/18/2016    EUR     46.75
Deutsche Bank AG         5.20   12/22/2015    EUR     64.20
Deutsche Bank AG         7.20   12/22/2015    EUR     69.20
Deutsche Bank AG         7.20   12/22/2015    EUR     64.30
Deutsche Bank AG         6.20   12/22/2015    EUR     69.20
Deutsche Bank AG         5.20   12/22/2015    EUR     69.10
Deutsche Bank AG         6.20   12/22/2015    EUR     64.20
Credit Suisse AG/Nass    6.00    1/22/2016    CHF     68.81
Vontobel Financial Pr    6.90    6/10/2016    EUR     37.66
Vontobel Financial Pr    4.75    6/10/2016    EUR     40.17
Vontobel Financial Pr    5.15    6/10/2016    EUR     66.47
Vontobel Financial Pr    3.65    6/10/2016    EUR     70.71
Vontobel Financial Pr    5.40    6/10/2016    EUR     69.73
Vontobel Financial Pr    4.55    6/10/2016    EUR     71.77
Vontobel Financial Pr    4.00    6/10/2016    EUR     73.35
Notenstein La Roche P   11.00    1/25/2016    USD     57.97
Deutsche Bank AG         4.50   12/22/2015    EUR     67.73
Deutsche Bank AG         4.50   12/22/2015    EUR     35.05
Deutsche Bank AG         4.50   12/22/2015    EUR     64.41
Deutsche Bank AG         5.50   12/22/2015    EUR     64.48
Credit Suisse AG/Nass    8.00    1/29/2016    CHF     25.97
Raiffeisen Centrobank    6.59    6/22/2016    EUR     73.33
Credit Suisse AG/Nass    6.00    1/29/2016    CHF     52.99
Leonteq Securities AG   10.00    1/22/2016    USD     26.78
Leonteq Securities AG    8.04    7/25/2016    CHF     62.87
Leonteq Securities AG    8.08    7/25/2016    EUR     62.55
Vontobel Financial Pr    9.30    6/24/2016    EUR     70.10
Raiffeisen Centrobank    7.00    8/22/2016    EUR     39.55
Leonteq Securities AG    8.00     8/8/2016    EUR     73.39
HSBC Trinkaus & Burkh    5.65    2/22/2016    EUR     39.18
Vontobel Financial Pr    4.65   12/28/2015    EUR     69.35
UBS AG/London            7.20    1/20/2016    EUR     67.94
HSBC Trinkaus & Burkh    6.00   12/28/2015    EUR     62.89
HSBC Trinkaus & Burkh    6.50   12/28/2015    EUR     35.88
Notenstein La Roche P    4.00     2/1/2016    EUR     45.42
Vontobel Financial Pr    4.05   12/28/2015    EUR     61.01
DekaBank Deutsche Gir    4.15    1/28/2016    EUR     67.41
Credit Suisse AG/Nass    7.50    2/15/2016    EUR     67.02
Leonteq Securities AG    8.00     8/5/2016    USD     68.51
Vontobel Financial Pr    7.25   12/11/2015    EUR     39.91
Vontobel Financial Pr    8.65   12/11/2015    EUR     38.29
Leonteq Securities AG    8.00    8/15/2016    CHF     53.79
UBS AG/London            4.25   12/23/2016    EUR     71.71
UBS AG/London           19.50   12/29/2015    EUR     70.25
UBS AG/London            5.75    3/29/2016    EUR     67.66
UBS AG/London           22.00   12/29/2015    EUR     66.77
UBS AG/London            4.50    6/24/2016    EUR     70.65
UBS AG/London            8.00   12/29/2015    EUR     62.82
UBS AG/London           10.75    6/24/2016    EUR     47.66
UBS AG/London           23.00    3/29/2016    EUR     70.09
UBS AG/London           20.75    3/29/2016    EUR     68.64
UBS AG/London           24.25   12/29/2015    EUR     50.80
UBS AG/London           14.00   12/23/2016    EUR     51.15
UBS AG/London            7.50    6/24/2016    EUR     63.52
UBS AG/London           23.75    6/24/2016    EUR     48.35
UBS AG/London           13.25    6/24/2016    EUR     50.69
UBS AG/London            6.00    6/24/2016    EUR     66.83
UBS AG/London            4.00   12/22/2017    EUR     72.01
UBS AG/London            6.75   12/23/2016    EUR     66.18
UBS AG/London           20.75    6/24/2016    EUR     72.58
UBS AG/London           24.25   12/29/2015    EUR     63.65
UBS AG/London           10.75   12/29/2015    EUR     44.88
UBS AG/London            5.00   12/22/2017    EUR     70.27
UBS AG/London            6.50   12/29/2015    EUR     44.11
UBS AG/London            9.00   12/29/2015    EUR     55.37
UBS AG/London           23.25    6/24/2016    EUR     69.58
UBS AG/London           11.00   12/29/2015    EUR     62.89
HSBC Trinkaus & Burkh    7.00   12/28/2015    EUR     37.10
UBS AG/London           24.50    3/29/2016    EUR     49.27
UBS AG/London            6.75   12/29/2015    EUR     69.03
UBS AG/London           24.25   12/29/2015    EUR     73.85
UBS AG/London            6.50    6/24/2016    EUR     68.19
UBS AG/London           22.25    6/24/2016    EUR     34.07
UBS AG/London           22.50    6/24/2016    EUR     55.52
UBS AG/London           23.00   12/29/2015    EUR     70.43
UBS AG/London            5.25    6/24/2016    EUR     71.12
UBS AG/London           23.50    6/24/2016    EUR     74.31
UBS AG/London           23.00   12/29/2015    EUR     65.95
UBS AG/London            7.75   12/22/2017    EUR     46.02
UBS AG/London           19.25    6/24/2016    EUR     58.48
UBS AG/London           24.50   12/29/2015    EUR     64.09
UBS AG/London           18.50   12/29/2015    EUR     29.55
HSBC Bank PLC            0.50     6/9/2023    MXN     65.59
Barclays Bank PLC        0.50    1/28/2033    MXN     30.56
Municipality Finance     4.20    3/26/2020    IDR     76.50
KIT Finance Capital O   10.00   10/26/2016    RUB     60.03
UBS AG/London            5.75    6/24/2016    EUR     42.29
UBS AG/London           10.00    3/29/2016    EUR     62.70
Goldman Sachs & Co We    6.00   12/23/2015    EUR     69.88
Goldman Sachs & Co We   11.00   12/23/2015    EUR     60.92
Goldman Sachs & Co We    8.00   12/23/2015    EUR     65.02
UniCredit Bank AG        4.25    9/12/2017    EUR     67.12
Vontobel Financial Pr    5.75   12/28/2015    EUR     46.11
Vontobel Financial Pr   13.45   12/28/2015    EUR     64.80
Vontobel Financial Pr   18.75   12/28/2015    EUR     58.10
DZ Bank AG Deutsche Z    8.00   12/28/2015    EUR     37.69
Vontobel Financial Pr    8.05   12/28/2015    EUR     73.42
Goldman Sachs & Co We   10.00   12/23/2015    EUR     65.16
Goldman Sachs & Co We    9.00   12/23/2015    EUR     69.49
Goldman Sachs & Co We    5.00   12/23/2015    EUR     69.79
Goldman Sachs & Co We    5.00   12/23/2015    EUR     69.79
Goldman Sachs & Co We    7.00   12/23/2015    EUR     73.06
Goldman Sachs & Co We    9.00   12/23/2015    EUR     73.18
Goldman Sachs & Co We   10.00   12/23/2015    EUR     73.24
Goldman Sachs & Co We   10.00   12/23/2015    EUR     73.24
Leonteq Securities AG    5.00    8/22/2016    CHF     57.20
Vontobel Financial Pr    4.95   12/28/2015    EUR     43.92
Commerzbank AG           5.00    6/23/2016    EUR     73.99
Commerzbank AG           5.75    6/23/2016    EUR     72.73
Commerzbank AG           6.25    6/23/2016    EUR     71.34
Commerzbank AG           6.75    6/23/2016    EUR     69.99
Commerzbank AG           7.50    6/23/2016    EUR     68.86
Commerzbank AG           5.00    6/23/2016    EUR     45.25
Commerzbank AG           5.75    6/23/2016    EUR     44.05
Commerzbank AG           6.25    6/23/2016    EUR     43.14
Commerzbank AG           6.75    6/23/2016    EUR     42.48
Commerzbank AG           7.25    6/23/2016    EUR     41.76
Commerzbank AG           8.00    6/23/2016    EUR     41.25
Notenstein La Roche P    4.90    8/15/2017    CHF     69.26
Vontobel Financial Pr    5.00    9/23/2016    EUR     37.33
DZ Bank AG Deutsche Z    5.75   12/28/2015    EUR     74.51
Credit Suisse AG/Nass    8.50    2/29/2016    USD     58.01
HSBC Trinkaus & Burkh    6.00   12/28/2015    EUR     70.08
HSBC Trinkaus & Burkh    6.50   12/28/2015    EUR     39.66
DekaBank Deutsche Gir    3.40    6/10/2016    EUR     72.23
Goldman Sachs & Co We    9.00   12/23/2015    EUR     65.08
Goldman Sachs & Co We    5.00   12/23/2015    EUR     72.99
Notenstein La Roche P    9.10    8/29/2016    CHF     43.41
Notenstein La Roche P    9.10    8/29/2016    CHF     30.55
Commerzbank AG           5.50    6/23/2016    EUR     69.62
Commerzbank AG           6.00    6/23/2016    EUR     68.29
Commerzbank AG           6.50    6/23/2016    EUR     66.98
Commerzbank AG           7.25    6/23/2016    EUR     65.87
Commerzbank AG           6.50    6/23/2016    EUR     72.72
Vontobel Financial Pr    6.25   12/28/2015    EUR     73.07
DZ Bank AG Deutsche Z    6.50   12/28/2015    EUR     63.61
DZ Bank AG Deutsche Z    6.50   12/28/2015    EUR     62.22
Vontobel Financial Pr    6.70   12/28/2015    EUR     67.30
DZ Bank AG Deutsche Z    5.00   12/11/2015    EUR     74.22
DZ Bank AG Deutsche Z    5.40   12/11/2015    EUR     74.47
Leonteq Securities AG    4.40    8/28/2017    CHF     66.76
Leonteq Securities AG    8.00    12/8/2015    CHF     56.34
Leonteq Securities AG    7.80    12/8/2015    CHF     73.63
Leonteq Securities AG   20.00    12/8/2015    USD     21.72
Bank Julius Baer & Co    8.20    8/29/2016    CHF     67.05
BNP Paribas Emissions    6.50   12/24/2015    EUR     69.90
BNP Paribas Emissions    3.50   12/24/2015    EUR     47.78
BNP Paribas Emissions    4.50   12/24/2015    EUR     44.04
BNP Paribas Emissions    6.25   12/24/2015    EUR     40.91
Notenstein La Roche P    5.12    2/29/2016    EUR     70.65
Notenstein La Roche P    5.04    8/28/2017    CHF     54.41
Notenstein La Roche P   10.00     9/5/2016    CHF     42.96
HSBC Trinkaus & Burkh    6.30   12/28/2015    EUR     67.30
HSBC Trinkaus & Burkh    5.10   12/28/2015    EUR     67.21
HSBC Trinkaus & Burkh    7.00   12/28/2015    EUR     66.20
HSBC Trinkaus & Burkh    5.90   12/28/2015    EUR     66.12
Leonteq Securities AG    4.68    8/29/2017    CHF     53.83
Credit Suisse AG/Nass    7.00     3/9/2016    CHF     71.81
Leonteq Securities AG    9.50     9/8/2016    USD     67.22
Leonteq Securities AG    8.64     9/8/2016    CHF     69.65
Notenstein La Roche P    8.04     3/1/2016    CHF     73.00
Deutsche Bank AG         6.20   12/22/2015    EUR     65.30
Deutsche Bank AG         6.20   12/22/2015    EUR     72.90
Deutsche Bank AG         4.20   12/22/2015    EUR     72.80
Deutsche Bank AG         4.20   12/22/2015    EUR     65.10
Deutsche Bank AG         4.20   12/22/2015    EUR     68.70
Deutsche Bank AG         6.20   12/22/2015    EUR     68.90
Deutsche Bank AG         5.20   12/22/2015    EUR     72.80
Deutsche Bank AG         5.20   12/22/2015    EUR     65.20
Deutsche Bank AG         5.20   12/22/2015    EUR     68.80
DZ Bank AG Deutsche Z    5.50   12/28/2015    EUR     62.63
Vontobel Financial Pr    5.60   12/28/2015    EUR     69.35
Vontobel Financial Pr    7.55   12/28/2015    EUR     65.77
Bank Julius Baer & Co    7.00    9/12/2016    CHF     39.95
DZ Bank AG Deutsche Z    5.50   12/28/2015    EUR     68.34
Societe Generale SA      5.99     2/9/2016    USD     55.56
HSBC Trinkaus & Burkh    6.00   12/28/2015    EUR     43.64
HSBC Trinkaus & Burkh    5.10   12/28/2015    EUR     43.57
Vontobel Financial Pr    4.95   12/28/2015    EUR     69.72
DZ Bank AG Deutsche Z    3.90   12/11/2015    EUR     70.74
DZ Bank AG Deutsche Z    4.60   12/11/2015    EUR     69.22
Vontobel Financial Pr    6.30   12/28/2015    EUR     71.00
Vontobel Financial Pr    5.80   12/28/2015    EUR     39.31
Vontobel Financial Pr    5.35   12/28/2015    EUR     73.00
DZ Bank AG Deutsche Z    6.50   12/11/2015    EUR     65.11
HSBC Trinkaus & Burkh    6.00   12/28/2015    EUR     29.31
HSBC Trinkaus & Burkh    6.00   12/28/2015    EUR     63.50
HSBC Trinkaus & Burkh    6.40   12/28/2015    EUR     67.44
HSBC Trinkaus & Burkh    6.00   12/28/2015    EUR     41.21
HSBC Trinkaus & Burkh    7.40   12/28/2015    EUR     38.39
HSBC Trinkaus & Burkh    6.00   12/28/2015    EUR     21.16
HSBC Trinkaus & Burkh    6.00   12/28/2015    EUR     44.35
HSBC Trinkaus & Burkh    6.00   12/28/2015    EUR     58.43
DZ Bank AG Deutsche Z    9.00   12/11/2015    EUR     61.99
DZ Bank AG Deutsche Z    7.50   12/11/2015    EUR     61.94
Leonteq Securities AG    5.99    9/11/2017    EUR     45.64
Vontobel Financial Pr    9.10   12/11/2015    EUR     62.44
Vontobel Financial Pr    5.65    3/11/2016    EUR     65.80
Vontobel Financial Pr    6.45   12/11/2015    EUR     66.98
Vontobel Financial Pr    4.10   12/11/2015    EUR     72.27
Vontobel Financial Pr    7.00   12/11/2015    EUR     37.72
Notenstein La Roche P    7.50    9/12/2016    EUR     73.70
Leonteq Securities AG   12.00   12/15/2015    CHF     42.99
Leonteq Securities AG    8.00   12/15/2015    CHF     55.91
Credit Suisse AG/Nass    8.00    3/16/2016    USD     60.48
UBS AG/London            4.30   12/23/2015    EUR     72.92
BNP Paribas Emissions    3.75   12/24/2015    EUR     50.91
BNP Paribas Emissions    5.75   12/24/2015    EUR     45.97
BNP Paribas Emissions    7.00   12/24/2015    EUR     73.00
BNP Paribas Emissions    8.50   12/24/2015    EUR     73.61
Goldman Sachs & Co We    8.00    3/23/2016    EUR     67.12
Goldman Sachs & Co We    6.00    3/23/2016    EUR     71.33
Goldman Sachs & Co We   10.00    3/23/2016    EUR     63.49
Goldman Sachs & Co We    5.00    3/23/2016    EUR     43.77
Goldman Sachs & Co We    6.00    3/23/2016    EUR     42.52
Goldman Sachs & Co We    8.00    3/23/2016    EUR     40.35
Goldman Sachs & Co We    8.00    3/23/2016    EUR     39.09
Goldman Sachs & Co We   10.00    3/23/2016    EUR     37.43
Credit Suisse AG/Nass    7.38    3/18/2016    CHF     74.99
DZ Bank AG Deutsche Z    5.70   12/11/2015    EUR     66.63
Vontobel Financial Pr    5.84     9/9/2016    EUR     22.22
BNP Paribas Emissions    5.25   12/24/2015    EUR     65.47
BNP Paribas Emissions    6.00   12/24/2015    EUR     36.85
Credit Suisse AG/Nass    7.30    3/10/2016    CHF     72.32
Vontobel Financial Pr    6.95   12/28/2015    EUR     36.80
DZ Bank AG Deutsche Z    4.50   12/11/2015    EUR     74.21
DZ Bank AG Deutsche Z    5.00   12/11/2015    EUR     74.22
Leonteq Securities AG    7.20    9/26/2016    EUR     73.01
Leonteq Securities AG   13.80   12/22/2015    CHF     57.11
Goldman Sachs & Co We    7.00    3/23/2016    EUR     66.81
Goldman Sachs & Co We    7.00    3/23/2016    EUR     40.04
Goldman Sachs & Co We    5.00    3/23/2016    EUR     66.02
Goldman Sachs & Co We    6.00    3/23/2016    EUR     66.33
Goldman Sachs & Co We    7.00    3/23/2016    EUR     66.64
Goldman Sachs & Co We    5.00    3/23/2016    EUR     38.02
Goldman Sachs & Co We    6.00    3/23/2016    EUR     38.33
Goldman Sachs & Co We    7.00    3/23/2016    EUR     38.64
Goldman Sachs & Co We    8.00    3/23/2016    EUR     38.95
Goldman Sachs & Co We    8.00    3/23/2016    EUR     38.95
Goldman Sachs & Co We    8.00    3/23/2016    EUR     38.95
Goldman Sachs & Co We    5.00    3/23/2016    EUR     73.64
Goldman Sachs & Co We    6.00    3/23/2016    EUR     73.95
Goldman Sachs & Co We    6.00    3/23/2016    EUR     73.95
Goldman Sachs & Co We    6.00    3/23/2016    EUR     73.95
Vontobel Financial Pr    6.15   12/28/2015    EUR     64.87
Vontobel Financial Pr    8.10   12/28/2015    EUR     34.61
DZ Bank AG Deutsche Z    4.90   12/11/2015    EUR     66.06
DZ Bank AG Deutsche Z    4.40   12/11/2015    EUR     73.21
DZ Bank AG Deutsche Z    4.90   12/11/2015    EUR     71.98
Notenstein La Roche P    6.28    3/16/2016    CHF     74.02
Immigon Portfolioabba    1.33    1/28/2019    EUR     62.25
Lehman Brothers Treas   12.00    7/13/2037    JPY      3.10
Lehman Brothers Treas   10.00    6/11/2038    JPY      3.10
Immigon Portfolioabba    1.52    2/19/2018    EUR     72.63
Immigon Portfolioabba    1.19     3/1/2018    EUR     72.00
Municipality Finance     0.50    4/26/2022    ZAR     54.10
Lehman Brothers Treas    6.00    6/21/2011    EUR      3.10
Lehman Brothers Treas    6.00    2/14/2012    EUR      3.10
Lehman Brothers Treas    7.00    2/15/2012    EUR      3.10
Lehman Brothers Treas   15.00    3/30/2011    EUR      3.10
Lehman Brothers Treas    4.69    2/19/2017    EUR      3.10
Lehman Brothers Treas    4.10    2/19/2010    EUR      3.10
Lehman Brothers Treas    6.60    2/22/2012    EUR      3.10
Lehman Brothers Treas    5.20    3/19/2018    EUR      3.10
Lehman Brothers Treas   14.90    9/15/2008    EUR      3.10
Lehman Brothers Treas    3.50   10/31/2011    USD      3.10
Lehman Brothers Treas    3.50   10/24/2011    USD      3.10
Lehman Brothers Treas    0.25   10/19/2012    CHF      3.10
Lehman Brothers Treas    1.68     3/5/2015    EUR      3.10
Lehman Brothers Treas    9.00    5/15/2022    USD      3.10
Lehman Brothers Treas    6.75     4/5/2012    EUR      3.10
Lehman Brothers Treas    5.00    4/24/2017    EUR      3.10
Lehman Brothers Treas    7.39     5/4/2017    USD      3.10
Lehman Brothers Treas    3.35   10/13/2016    EUR      3.10
Lehman Brothers Treas    0.80   12/30/2016    EUR      3.10
Banca di Cividale SpA    0.03    10/2/2036    EUR     65.11
Lehman Brothers Treas    4.00    5/30/2010    USD      3.10
Lehman Brothers Treas    4.00    5/17/2010    USD      3.10
Lehman Brothers Treas    2.48    5/12/2009    USD      3.10
Lehman Brothers Treas    2.25    5/12/2009    USD      3.10
Lehman Brothers Treas   13.00    7/25/2012    EUR      3.10
Lehman Brothers Treas   10.00     8/2/2037    JPY      3.10
Lehman Brothers Treas    4.00    7/20/2012    EUR      3.10
Lehman Brothers Treas    4.00    7/27/2011    EUR      3.10
Lehman Brothers Treas    2.50    8/23/2012    GBP      3.10
Lehman Brothers Treas    3.00    8/13/2011    EUR      3.10
Kaupthing Bank Hf        3.75    2/15/2024    ISK     19.63
Lehman Brothers Treas    6.00    9/20/2011    EUR      3.10
Central European Esta    7.80    1/10/2016    ILS      6.72
Lehman Brothers Treas   18.25    10/2/2008    USD      3.10
Glitnir HF               6.38    9/25/2012    USD     27.13
Lehman Brothers Treas    4.00   10/12/2010    USD      3.10
Lehman Brothers Treas    1.50   10/12/2010    EUR      3.10
Lehman Brothers Treas    7.00   10/22/2010    EUR      3.10
Lehman Brothers Treas    8.00   10/23/2008    USD      3.10
Lehman Brothers Treas    4.60    11/9/2011    EUR     14.00
Lehman Brothers Treas   12.22   11/21/2017    USD      3.10
Lehman Brothers Treas    4.80   11/16/2012    HKD      3.10
Barclays Bank PLC        1.99    12/1/2040    USD     71.75
Lehman Brothers Treas    6.00   10/30/2012    USD      3.10
Lehman Brothers Treas   16.00    10/8/2008    CHF      3.10
Lehman Brothers Treas    3.00    12/3/2012    EUR      3.10
Lehman Brothers Treas    8.80   12/27/2009    EUR      3.10
Glitnir HF               7.32   12/19/2012    USD     27.13
Lehman Brothers Treas   11.00   12/20/2017    AUD      3.10
Lehman Brothers Treas   11.00   12/20/2017    AUD      3.10
Lehman Brothers Treas    4.00     1/4/2011    USD      3.10
Lehman Brothers Treas    0.50   12/20/2017    AUD      3.10
Lehman Brothers Treas    0.50   12/20/2017    AUD     16.25
Lehman Brothers Treas    0.50   12/20/2017    AUD      3.10
Lehman Brothers Treas    9.30   12/21/2010    EUR      3.10
Lehman Brothers Treas    8.00   12/31/2010    USD      3.10
Lehman Brothers Treas    0.50   12/20/2017    USD      3.10
Lehman Brothers Treas    0.50   12/20/2017    USD      3.10
Lehman Brothers Treas    0.50   12/20/2017    USD      3.10
Lehman Brothers Treas    0.50   12/20/2017    USD      3.10
Lehman Brothers Treas    5.38     2/4/2014    USD      3.10
Lehman Brothers Treas    6.30   12/21/2018    USD      1.74
Lehman Brothers Treas   11.00    2/16/2009    CHF      3.10
Lehman Brothers Treas   10.00    2/16/2009    CHF      3.10
Lehman Brothers Treas   13.00    2/16/2009    CHF      3.10
Lehman Brothers Treas    7.00    2/15/2010    CHF      3.10
Lehman Brothers Treas    6.25   11/30/2012    EUR      3.10
Lehman Brothers Treas    6.00    2/19/2023    USD      3.10
Lehman Brothers Treas    1.00    2/26/2010    USD      3.10
Lehman Brothers Treas    8.00    2/16/2016    EUR      3.10
Lehman Brothers Treas    8.00   10/17/2014    EUR      3.10
Lehman Brothers Treas    7.05     4/8/2015    USD      3.10
Lehman Brothers Treas    7.80    3/31/2018    USD      3.10
Lehman Brothers Treas    9.50     4/1/2018    USD      3.10
Lehman Brothers Treas    6.00     3/4/2015    USD      3.10
Lehman Brothers Treas    7.15    3/21/2013    USD      3.10
Lehman Brothers Treas    7.50    2/14/2010    AUD      3.10
Lehman Brothers Treas    7.60    1/31/2013    AUD      3.10
Lehman Brothers Treas    5.50    6/22/2010    USD     16.25
Lehman Brothers Treas   10.00   10/23/2008    USD      3.10
Lehman Brothers Treas   10.00   10/22/2008    USD      3.10
Glitnir HF               5.31   12/24/2012    USD     27.13
Lehman Brothers Treas    6.60    5/23/2012    AUD      3.10
Lehman Brothers Treas    3.45    5/23/2013    USD      3.10
Bank Julius Baer & Co    9.00     8/2/2016    EUR     67.70
Deutsche Bank AG         7.50    3/22/2016    EUR     73.81
Deutsche Bank AG         5.50    3/22/2016    EUR     73.17
Deutsche Bank AG         5.50    3/22/2016    EUR     73.17
Deutsche Bank AG         7.50    3/22/2016    EUR     73.81
Deutsche Bank AG         7.50    6/21/2016    EUR     71.82
Deutsche Bank AG         7.50    6/21/2016    EUR     71.82
Deutsche Bank AG         5.50    6/21/2016    EUR     70.68
Deutsche Bank AG         5.50    6/21/2016    EUR     70.68
Deutsche Bank AG         5.50    9/20/2016    EUR     71.54
Deutsche Bank AG         5.50    9/20/2016    EUR     71.54
Deutsche Bank AG         7.50    9/20/2016    EUR     73.17
Deutsche Bank AG         7.50    9/20/2016    EUR     73.17
Deutsche Bank AG         5.50   12/20/2016    EUR     72.26
Deutsche Bank AG         7.50   12/20/2016    EUR     74.39
Deutsche Bank AG         7.50   12/20/2016    EUR     74.39
Deutsche Bank AG         5.50   12/20/2016    EUR     72.26
Deutsche Bank AG         5.50    3/22/2016    EUR     55.66
Deutsche Bank AG         7.50    3/22/2016    EUR     56.30
Deutsche Bank AG         5.50    6/21/2016    EUR     54.77
Deutsche Bank AG         7.50    6/21/2016    EUR     55.91
Deutsche Bank AG         7.50    9/20/2016    EUR     57.51
Deutsche Bank AG         5.50    9/20/2016    EUR     55.87
Deutsche Bank AG         7.50   12/20/2016    EUR     59.12
Deutsche Bank AG         5.50   12/20/2016    EUR     56.98
Deutsche Bank AG         7.50    3/22/2016    EUR     63.59
Deutsche Bank AG         5.50    3/22/2016    EUR     62.95
Deutsche Bank AG         5.50    3/22/2016    EUR     62.95
Deutsche Bank AG         7.50    3/22/2016    EUR     63.59
Deutsche Bank AG         5.50    6/21/2016    EUR     63.70
Deutsche Bank AG         7.50    6/21/2016    EUR     64.84
Deutsche Bank AG         7.50    6/21/2016    EUR     64.84
Deutsche Bank AG         5.50    6/21/2016    EUR     63.70
Deutsche Bank AG         7.50    9/20/2016    EUR     66.48
Deutsche Bank AG         5.50    9/20/2016    EUR     64.85
Deutsche Bank AG         7.50    9/20/2016    EUR     66.48
Deutsche Bank AG         7.50    9/20/2016    EUR     66.48
Deutsche Bank AG         5.50    9/20/2016    EUR     64.85
Deutsche Bank AG         7.50   12/20/2016    EUR     68.12
Deutsche Bank AG         5.50   12/20/2016    EUR     65.98
Deutsche Bank AG         7.50   12/20/2016    EUR     68.12
Deutsche Bank AG         5.50   12/20/2016    EUR     65.98
DZ Bank AG Deutsche Z    6.90    9/23/2016    EUR     74.03
DZ Bank AG Deutsche Z    5.70    3/29/2016    EUR     67.35
DZ Bank AG Deutsche Z    6.30    6/24/2016    EUR     71.57
DZ Bank AG Deutsche Z    6.20    9/23/2016    EUR     71.99
DZ Bank AG Deutsche Z    8.10    9/23/2016    EUR     70.48
DZ Bank AG Deutsche Z    7.00    3/29/2016    EUR     68.23
DZ Bank AG Deutsche Z   10.90    3/29/2016    EUR     66.38
DZ Bank AG Deutsche Z    6.90    9/23/2016    EUR     68.97
DZ Bank AG Deutsche Z    9.00    9/23/2016    EUR     59.86
Vontobel Financial Pr    6.30    8/26/2016    EUR     64.82
Goldman Sachs & Co We   11.00    9/21/2016    EUR     61.25
Goldman Sachs & Co We   16.00   12/23/2015    EUR     62.73
Goldman Sachs & Co We    5.00    4/20/2016    EUR     63.56
Goldman Sachs & Co We    6.00    5/25/2016    EUR     64.05
Goldman Sachs & Co We    6.00    9/21/2016    EUR     65.74
Leonteq Securities AG    9.40   10/24/2016    EUR     63.50
Goldman Sachs & Co We    7.00    4/20/2016    EUR     63.22
Goldman Sachs & Co We    6.00    5/25/2016    EUR     64.72
Goldman Sachs & Co We    8.00    5/25/2016    EUR     62.48
Goldman Sachs & Co We    6.00    6/22/2016    EUR     65.02
Goldman Sachs & Co We    6.00    7/20/2016    EUR     65.37
Goldman Sachs & Co We    6.00    8/24/2016    EUR     65.81
Goldman Sachs & Co We   24.00    3/23/2016    EUR     61.50
Goldman Sachs & Co We    6.00    4/20/2016    EUR     70.99
Goldman Sachs & Co We   13.00    7/20/2016    EUR     66.90
HSBC Trinkaus & Burkh    7.30    9/23/2016    EUR     64.04
HSBC Trinkaus & Burkh   10.80    6/24/2016    EUR     74.95
HSBC Trinkaus & Burkh    6.50   12/23/2016    EUR     63.20
HSBC Trinkaus & Burkh    7.40    3/24/2017    EUR     62.98
HSBC Trinkaus & Burkh    9.40    4/22/2016    EUR     59.65
HSBC Trinkaus & Burkh    9.70    7/22/2016    EUR     60.47
HSBC Trinkaus & Burkh   14.40    6/24/2016    EUR     74.41
HSBC Trinkaus & Burkh   13.40    2/26/2016    EUR     74.96
HSBC Trinkaus & Burkh    6.70    6/24/2016    EUR     68.21
HSBC Trinkaus & Burkh    6.20    9/23/2016    EUR     69.09
HSBC Trinkaus & Burkh    6.70    3/24/2017    EUR     68.94
HSBC Trinkaus & Burkh    8.50    4/22/2016    EUR     64.91
HSBC Trinkaus & Burkh    8.70    7/22/2016    EUR     66.65
HSBC Trinkaus & Burkh   10.70    6/24/2016    EUR     68.87
HSBC Trinkaus & Burkh    8.50    9/23/2016    EUR     70.89
UBS AG/London            5.75    7/22/2016    CHF     40.00
Vontobel Financial Pr   12.10   12/28/2015    EUR     55.37
Vontobel Financial Pr    9.35    3/29/2016    EUR     57.45
Vontobel Financial Pr    9.60    6/24/2016    EUR     57.97
Vontobel Financial Pr    8.15    9/23/2016    EUR     59.05
Vontobel Financial Pr   11.50    6/24/2016    EUR     72.84
Vontobel Financial Pr    8.10    6/24/2016    EUR     71.37
Vontobel Financial Pr    8.65    3/29/2016    EUR     72.75
Vontobel Financial Pr   12.90   12/28/2015    EUR     71.55
Vontobel Financial Pr    5.70    6/24/2016    EUR     73.33
Vontobel Financial Pr   10.30    6/24/2016    EUR     69.39
Vontobel Financial Pr   11.65    3/29/2016    EUR     70.33
Vontobel Financial Pr   13.05    3/29/2016    EUR     71.57
Commerzbank AG           8.25    7/21/2016    EUR     74.92
Commerzbank AG           8.75    7/21/2016    EUR     74.58
Commerzbank AG           9.25    7/21/2016    EUR     74.31
Commerzbank AG           7.75    7/21/2016    EUR     74.37
Commerzbank AG           8.75    7/21/2016    EUR     73.73
Commerzbank AG           9.75    7/21/2016    EUR     72.78
Commerzbank AG          11.00    7/21/2016    EUR     72.08
Commerzbank AG           4.50    7/21/2016    EUR     62.80
Vontobel Financial Pr    3.10    11/4/2016    EUR     65.14
Zurcher Kantonalbank     7.00     8/4/2016    EUR     71.56
DZ Bank AG Deutsche Z    6.00    8/26/2016    EUR     73.25
DZ Bank AG Deutsche Z    5.50    8/26/2016    EUR     69.42
DZ Bank AG Deutsche Z    5.00    8/26/2016    EUR     71.33
DZ Bank AG Deutsche Z    5.75   12/23/2016    EUR     58.40
DZ Bank AG Deutsche Z    5.25   12/23/2016    EUR     72.72
DZ Bank AG Deutsche Z    5.75   12/23/2016    EUR     58.27
Bank Julius Baer & Co    6.70     8/4/2016    EUR     68.35
Commerzbank AG          15.50    6/23/2016    EUR     74.16
Commerzbank AG           7.75    6/23/2016    EUR     69.95
Commerzbank AG           9.75    6/23/2016    EUR     67.69
Commerzbank AG          12.00    6/23/2016    EUR     65.88
Commerzbank AG          14.25    7/21/2016    EUR     72.37
Commerzbank AG          10.25    7/21/2016    EUR     74.64
Commerzbank AG          12.25    7/21/2016    EUR     72.87
DekaBank Deutsche Gir    3.20     7/1/2016    EUR     67.04
LBBW                     3.57   12/29/2015    EUR     65.78
Vontobel Financial Pr    8.95    3/29/2016    EUR     66.15
Vontobel Financial Pr    8.80    6/24/2016    EUR     67.64
Vontobel Financial Pr    4.70    3/18/2016    EUR     66.87
Commerzbank AG           6.00    7/21/2016    EUR     62.87
Commerzbank AG           6.75    7/21/2016    EUR     62.18
Commerzbank AG           7.50    7/21/2016    EUR     61.52
Commerzbank AG           8.50    7/21/2016    EUR     61.09
Commerzbank AG           9.25    7/21/2016    EUR     60.50
Commerzbank AG           4.25    7/21/2016    EUR     71.75
Commerzbank AG           5.00    7/21/2016    EUR     70.87
Commerzbank AG           6.00    7/21/2016    EUR     70.18
Commerzbank AG           6.75    7/21/2016    EUR     69.35
Commerzbank AG           7.75    7/21/2016    EUR     68.74
Commerzbank AG           8.50    7/21/2016    EUR     68.00
Commerzbank AG           5.25    7/21/2016    EUR     74.66
Commerzbank AG           6.00    7/21/2016    EUR     73.43
Commerzbank AG           7.00    7/21/2016    EUR     72.40
Commerzbank AG           8.25    7/21/2016    EUR     71.59
Commerzbank AG           9.25    7/21/2016    EUR     70.68
Commerzbank AG           5.00    7/21/2016    EUR     66.38
Commerzbank AG           6.75    7/21/2016    EUR     64.50
Commerzbank AG           8.75    7/21/2016    EUR     62.98
Commerzbank AG          10.75    7/21/2016    EUR     61.65
Commerzbank AG          10.75    6/23/2016    EUR     74.45
Vontobel Financial Pr    5.00   12/16/2016    EUR     70.26
Goldman Sachs & Co We    8.00    5/25/2016    EUR     65.01
Goldman Sachs & Co We    5.00    8/24/2016    EUR     64.63
Goldman Sachs & Co We    8.00    8/24/2016    EUR     66.82
Goldman Sachs & Co We   10.00    8/24/2016    EUR     68.29
Goldman Sachs & Co We   11.00    8/24/2016    EUR     69.02
Goldman Sachs & Co We   11.00    8/24/2016    EUR     69.02
Goldman Sachs & Co We    5.00    9/21/2016    EUR     64.93
Vontobel Financial Pr   11.90   12/28/2015    EUR     58.23
Vontobel Financial Pr    9.05    3/29/2016    EUR     60.14
Vontobel Financial Pr    9.45    6/24/2016    EUR     60.53
Vontobel Financial Pr    8.05    9/23/2016    EUR     61.54
Vontobel Financial Pr   12.25   12/28/2015    EUR     64.21
Vontobel Financial Pr    8.50    7/22/2016    EUR     68.10
Vontobel Financial Pr   12.25   12/28/2015    EUR     64.21
Vontobel Financial Pr    4.70    3/29/2016    EUR     69.85
Vontobel Financial Pr    5.30    7/22/2016    EUR     70.89
Commerzbank AG           7.50    7/21/2016    EUR     73.62
Commerzbank AG          17.00    1/21/2016    EUR     69.07
LBBW                     3.00    2/24/2017    EUR     74.72
LBBW                     4.00    2/24/2017    EUR     73.26
LBBW                     5.50    2/24/2017    EUR     71.61
UBS AG                  13.30     9/9/2016    EUR     73.20
UBS AG                  12.50     9/9/2016    EUR     72.59
Vontobel Financial Pr    4.65    12/9/2016    EUR     74.54
Vontobel Financial Pr    4.95    9/23/2016    EUR     74.65
DZ Bank AG Deutsche Z    8.50    6/24/2016    EUR     73.42
DZ Bank AG Deutsche Z    7.50    9/23/2016    EUR     74.20
DZ Bank AG Deutsche Z    9.50    9/23/2016    EUR     72.39
Vontobel Financial Pr   19.00    6/24/2016    EUR     74.16
BNP Paribas Emissions    9.00    3/24/2016    EUR     74.89
Lehman Brothers Treas   16.00   10/28/2008    USD      3.10
Lehman Brothers Treas    5.50    4/23/2014    EUR      3.10
Lehman Brothers Treas    5.00    2/15/2018    EUR      3.10
Lehman Brothers Treas   16.20    5/14/2009    USD      3.10
Lehman Brothers Treas   16.00    11/9/2008    USD      3.10
Lehman Brothers Treas    9.75    6/22/2018    USD      3.10
Lehman Brothers Treas    4.60     8/1/2013    EUR      3.10
Lehman Brothers Treas    8.00    5/22/2009    USD      3.10
Lehman Brothers Treas   15.00     6/4/2009    CHF      3.10
Bank Julius Baer & Co    8.90    6/30/2016    USD     51.60
DZ Bank AG Deutsche Z    2.75   12/28/2015    EUR     70.81
DZ Bank AG Deutsche Z    6.80    3/21/2016    EUR     58.19
DZ Bank AG Deutsche Z    5.90    6/20/2016    EUR     59.28
DZ Bank AG Deutsche Z    7.10    6/20/2016    EUR     58.23
DZ Bank AG Deutsche Z    5.40    9/19/2016    EUR     60.03
DZ Bank AG Deutsche Z    6.30    9/19/2016    EUR     59.09
DZ Bank AG Deutsche Z    7.30    9/19/2016    EUR     58.30
DZ Bank AG Deutsche Z    7.90    6/20/2016    EUR     73.64
DZ Bank AG Deutsche Z    7.00    9/19/2016    EUR     73.80
DZ Bank AG Deutsche Z    4.70   12/21/2015    EUR     60.36
DZ Bank AG Deutsche Z    6.20   12/21/2015    EUR     58.48
DZ Bank AG Deutsche Z    5.30    3/21/2016    EUR     59.53
DZ Bank AG Deutsche Z    7.90    3/21/2016    EUR     60.42
DZ Bank AG Deutsche Z    7.10    6/20/2016    EUR     61.49
DZ Bank AG Deutsche Z    5.00    9/19/2016    EUR     63.83
DZ Bank AG Deutsche Z    5.00   12/21/2015    EUR     68.81
DZ Bank AG Deutsche Z    7.50    3/21/2016    EUR     70.63
DZ Bank AG Deutsche Z    9.75   12/21/2015    EUR     50.72
DZ Bank AG Deutsche Z    6.00    3/21/2016    EUR     55.22
DZ Bank AG Deutsche Z    7.00    6/20/2016    EUR     55.52
DZ Bank AG Deutsche Z    5.75    6/20/2016    EUR     54.83
DZ Bank AG Deutsche Z    7.50    9/19/2016    EUR     57.44
HSBC Trinkaus & Burkh   11.20    3/25/2016    EUR     73.03
HSBC Trinkaus & Burkh    9.70    9/23/2016    EUR     73.91
HSBC Trinkaus & Burkh   10.20    1/22/2016    EUR     73.89
HSBC Trinkaus & Burkh    9.40    2/26/2016    EUR     74.55
HSBC Trinkaus & Burkh   10.40    3/25/2016    EUR     57.98
HSBC Trinkaus & Burkh    6.40    3/25/2016    EUR     60.99
HSBC Trinkaus & Burkh    7.40    6/24/2016    EUR     61.31
HSBC Trinkaus & Burkh   11.30    9/23/2016    EUR     59.55
HSBC Trinkaus & Burkh    6.80    9/23/2016    EUR     62.25
HSBC Trinkaus & Burkh    7.80   12/23/2016    EUR     61.96
HSBC Trinkaus & Burkh   10.20    1/22/2016    EUR     57.67
HSBC Trinkaus & Burkh    9.50    2/26/2016    EUR     58.42
HSBC Trinkaus & Burkh   10.00    5/27/2016    EUR     59.32
HSBC Trinkaus & Burkh    8.80    9/23/2016    EUR     62.93
HSBC Trinkaus & Burkh    6.50   12/23/2016    EUR     64.92
HSBC Trinkaus & Burkh    8.40    1/22/2016    EUR     60.25
HSBC Trinkaus & Burkh    8.00    2/26/2016    EUR     60.92
HSBC Trinkaus & Burkh    7.10    5/27/2016    EUR     62.26
HSBC Trinkaus & Burkh    9.70    6/24/2016    EUR     67.94
HSBC Trinkaus & Burkh    8.20    6/24/2016    EUR     65.86
EFG International Fin    7.20    6/26/2017    GBP     45.66
Vontobel Financial Pr    3.10     1/2/2017    EUR     57.45
Commerzbank AG           6.50    6/23/2016    EUR     74.27
Commerzbank AG           7.25    6/23/2016    EUR     73.37
Commerzbank AG           8.25    6/23/2016    EUR     72.67
Commerzbank AG           9.25    6/23/2016    EUR     71.75
Commerzbank AG           6.00    6/23/2016    EUR     59.28
Commerzbank AG           6.75    6/23/2016    EUR     58.57
Commerzbank AG           7.50    6/23/2016    EUR     57.89
Commerzbank AG           8.50    6/23/2016    EUR     57.39
Commerzbank AG           9.25    6/23/2016    EUR     56.80
Commerzbank AG           4.50    6/23/2016    EUR     60.84
Commerzbank AG           5.00    6/23/2016    EUR     59.90
Commerzbank AG           3.75    6/23/2016    EUR     65.37
Commerzbank AG           4.50    6/23/2016    EUR     64.42
Commerzbank AG           5.25    6/23/2016    EUR     63.54
Commerzbank AG           6.00    6/23/2016    EUR     62.70
Commerzbank AG           6.75    6/23/2016    EUR     61.91
Commerzbank AG           7.75    6/23/2016    EUR     61.31
Commerzbank AG           8.50    6/23/2016    EUR     60.60
Commerzbank AG           4.50    6/23/2016    EUR     72.02
Commerzbank AG           5.25    6/23/2016    EUR     70.60
Commerzbank AG           6.00    6/23/2016    EUR     69.26
Commerzbank AG           6.75    6/23/2016    EUR     67.99
Commerzbank AG           7.75    6/23/2016    EUR     66.92
Commerzbank AG           8.75    6/23/2016    EUR     65.94
Commerzbank AG           9.75    6/23/2016    EUR     65.01
Notenstein La Roche P    9.40     1/6/2016    USD     70.93
Goldman Sachs & Co We    4.00   12/23/2015    EUR     54.90
Goldman Sachs & Co We    4.00    1/20/2016    EUR     55.20
Goldman Sachs & Co We    3.00    4/20/2016    EUR     55.64
Goldman Sachs & Co We    3.00    5/25/2016    EUR     54.17
Goldman Sachs & Co We    3.00    6/22/2016    EUR     54.29
Goldman Sachs & Co We    4.00    7/20/2016    EUR     55.09
Goldman Sachs & Co We    3.00   12/23/2015    EUR     56.33
Goldman Sachs & Co We    3.00    1/20/2016    EUR     56.61
Goldman Sachs & Co We    4.00    2/24/2016    EUR     57.08
Goldman Sachs & Co We    6.00    3/22/2017    EUR     63.05
Goldman Sachs & Co We    6.00    3/22/2017    EUR     63.05
EFG International Fin   12.33    1/11/2016    EUR     74.79
Commerzbank AG           7.50    6/23/2016    EUR     72.51
Commerzbank AG           9.25    6/23/2016    EUR     70.04
Commerzbank AG          11.25    6/23/2016    EUR     67.98
Commerzbank AG          12.50    6/23/2016    EUR     73.71
Commerzbank AG          14.50    6/23/2016    EUR     73.25
LBBW                     4.00    2/26/2016    EUR     63.52
LBBW                     2.00   12/23/2016    EUR     71.68
LBBW                     3.00   12/23/2016    EUR     69.13
LBBW                     4.00   12/23/2016    EUR     67.29
LBBW                     2.50   12/23/2016    EUR     71.30
LBBW                     3.50   12/23/2016    EUR     69.17
LBBW                     3.00    2/26/2016    EUR     62.73
LBBW                     3.00   12/23/2016    EUR     65.44
LBBW                     4.00   12/23/2016    EUR     63.74
LBBW                     3.00    2/26/2016    EUR     64.81
Vontobel Financial Pr    8.55   12/11/2015    EUR     59.01
Vontobel Financial Pr   18.25   12/11/2015    EUR     54.16
Vontobel Financial Pr    2.05   12/12/2016    EUR     70.66
Vontobel Financial Pr    3.70     9/9/2016    EUR     66.91
Vontobel Financial Pr    2.50     9/9/2016    EUR     69.21
Vontobel Financial Pr    3.75   12/18/2015    EUR     57.30
Vontobel Financial Pr    3.65    6/10/2016    EUR     61.63
Vontobel Financial Pr    3.85     9/9/2016    EUR     62.03
Vontobel Financial Pr    5.35     9/9/2016    EUR     59.97
Vontobel Financial Pr    6.95     9/9/2016    EUR     58.26
Vontobel Financial Pr    9.05    9/16/2016    EUR     74.91
Vontobel Financial Pr    9.80    3/11/2016    EUR     74.13
Vontobel Financial Pr    5.70     9/9/2016    EUR     62.25
Vontobel Financial Pr    4.35     9/9/2016    EUR     64.24
Vontobel Financial Pr    6.30    6/10/2016    EUR     61.38
Vontobel Financial Pr    4.35    6/10/2016    EUR     63.51
Vontobel Financial Pr    7.35    3/11/2016    EUR     59.26
Vontobel Financial Pr    4.80    3/11/2016    EUR     61.62
Vontobel Financial Pr    5.10     9/9/2016    EUR     68.65
Vontobel Financial Pr    9.05    6/17/2016    EUR     64.32
Vontobel Financial Pr    7.95    6/10/2016    EUR     65.04
Leonteq Securities AG    9.12    7/13/2016    CHF     68.47
UBS AG/London            7.50     7/3/2017    EUR     64.38
Vontobel Financial Pr    7.90    3/11/2016    EUR     64.09
Commerzbank AG           8.25    6/23/2016    EUR     73.64
Commerzbank AG          10.00    6/23/2016    EUR     71.93
Vontobel Financial Pr    4.35     9/9/2016    EUR     70.73
Vontobel Financial Pr    4.60    6/10/2016    EUR     70.04
Deutsche Bank AG         3.20    9/20/2016    EUR     63.40
Deutsche Bank AG         3.20   11/23/2016    EUR     66.80
Deutsche Bank AG         3.20   10/26/2016    EUR     63.60
Deutsche Bank AG         3.20    9/20/2016    EUR     66.40
Deutsche Bank AG         3.20   12/20/2016    EUR     66.90
Deutsche Bank AG         3.20   12/20/2016    EUR     63.00
Deutsche Bank AG         3.20   10/26/2016    EUR     66.60
Deutsche Bank AG         3.20    6/21/2016    EUR     69.20
Deutsche Bank AG         3.20    9/20/2016    EUR     69.70
Deutsche Bank AG         3.20    8/24/2016    EUR     62.60
Deutsche Bank AG         3.20   12/20/2016    EUR     60.10
Deutsche Bank AG         3.20   10/26/2016    EUR     69.90
Deutsche Bank AG         3.20    8/24/2016    EUR     66.20
Deutsche Bank AG         3.20   11/23/2016    EUR     62.90
Deutsche Bank AG         3.20   12/20/2016    EUR     70.10
Deutsche Bank AG         3.20    7/20/2016    EUR     62.90
Deutsche Bank AG         3.20   11/23/2016    EUR     63.80
Deutsche Bank AG         3.20    9/20/2016    EUR     59.70
Deutsche Bank AG         3.20   10/26/2016    EUR     62.80
Deutsche Bank AG         3.20   12/20/2016    EUR     64.00
Deutsche Bank AG         3.20    7/20/2016    EUR     62.60
Deutsche Bank AG         3.20    8/24/2016    EUR     69.60
Deutsche Bank AG         3.20    7/20/2016    EUR     59.50
Deutsche Bank AG         3.20   10/26/2016    EUR     59.90
Deutsche Bank AG         3.20    8/24/2016    EUR     59.60
Deutsche Bank AG         3.20    9/20/2016    EUR     62.70
Deutsche Bank AG         3.20    6/21/2016    EUR     62.50
Deutsche Bank AG         3.20    7/20/2016    EUR     69.40
Deutsche Bank AG         3.20   11/23/2016    EUR     60.00
Deutsche Bank AG         3.20    7/20/2016    EUR     66.00
Deutsche Bank AG         3.20   11/23/2016    EUR     70.00
Deutsche Bank AG         3.20    8/24/2016    EUR     63.20
Deutsche Bank AG         3.20    6/21/2016    EUR     59.30
Deutsche Bank AG         8.20    6/21/2016    EUR     70.20
Deutsche Bank AG         8.20   10/26/2016    EUR     62.90
Deutsche Bank AG         8.20   10/26/2016    EUR     59.20
Deutsche Bank AG         4.20    6/21/2016    EUR     59.90
Deutsche Bank AG         8.20   10/26/2016    EUR     72.50
Deutsche Bank AG         8.20    9/20/2016    EUR     58.50
Deutsche Bank AG         8.20    9/20/2016    EUR     74.20
Deutsche Bank AG         4.20    9/20/2016    EUR     67.20
Deutsche Bank AG         8.20    6/21/2016    EUR     56.70
Deutsche Bank AG         8.20   12/20/2016    EUR     60.30
Deutsche Bank AG         4.20   11/23/2016    EUR     64.80
Deutsche Bank AG         8.20   11/23/2016    EUR     59.80
Deutsche Bank AG         8.20   10/26/2016    EUR     74.80
Deutsche Bank AG         4.20   12/20/2016    EUR     68.00
Deutsche Bank AG         4.20   10/26/2016    EUR     60.80
Deutsche Bank AG         8.20   12/20/2016    EUR     64.10
Deutsche Bank AG         8.20    6/21/2016    EUR     72.60
Deutsche Bank AG         8.20   11/23/2016    EUR     73.00
Deutsche Bank AG         8.20    9/20/2016    EUR     71.90
Deutsche Bank AG         4.20   11/23/2016    EUR     67.80
Deutsche Bank AG         8.20    9/20/2016    EUR     62.10
Deutsche Bank AG         8.20   12/20/2016    EUR     73.50
Deutsche Bank AG         4.20   10/26/2016    EUR     64.50
Deutsche Bank AG         4.20   10/26/2016    EUR     67.50
Deutsche Bank AG         4.20    9/20/2016    EUR     64.20
Deutsche Bank AG         4.20   12/20/2016    EUR     65.10
Deutsche Bank AG         4.20   11/23/2016    EUR     61.00
Deutsche Bank AG         4.20    9/20/2016    EUR     60.50
Deutsche Bank AG         4.20   12/20/2016    EUR     61.20
Deutsche Bank AG         8.20   11/23/2016    EUR     63.50
Deutsche Bank AG         3.18     7/6/2016    EUR     72.90
Commerzbank AG          12.00    2/25/2016    EUR     72.84
Commerzbank AG          10.50    6/23/2016    EUR     72.38
Commerzbank AG           9.50    6/23/2016    EUR     62.50
Commerzbank AG           9.50    1/21/2016    EUR     55.90
Commerzbank AG           9.00    6/23/2016    EUR     57.72
Commerzbank AG          16.00   12/24/2015    EUR     67.36
Commerzbank AG          10.50    6/23/2016    EUR     70.98
Commerzbank AG           5.50    6/23/2016    EUR     58.13
DZ Bank AG Deutsche Z    3.00   12/28/2015    EUR     63.43
DZ Bank AG Deutsche Z    8.90   12/21/2015    EUR     61.00
DZ Bank AG Deutsche Z    7.90    3/21/2016    EUR     62.88
DZ Bank AG Deutsche Z    5.30    6/20/2016    EUR     66.44
DZ Bank AG Deutsche Z    6.70    6/20/2016    EUR     64.85
DZ Bank AG Deutsche Z    7.40    6/20/2016    EUR     64.05
UBS AG                   5.00     7/8/2016    EUR     64.04
UBS AG                   8.50     7/8/2016    EUR     60.27
UBS AG                   6.30    1/15/2016    EUR     61.30
UBS AG                   5.50    1/15/2016    EUR     62.48
Societe Generale Effe    5.21     8/8/2016    EUR     73.40
UniCredit Bank AG        5.00    6/23/2016    EUR     74.62
UniCredit Bank AG        7.00    6/23/2016    EUR     73.14
UniCredit Bank AG        4.65    6/23/2016    EUR     67.48
UniCredit Bank AG        4.00    6/23/2016    EUR     71.64
UniCredit Bank AG        5.00    6/23/2016    EUR     60.76
UniCredit Bank AG        4.70    6/23/2016    EUR     67.19
UniCredit Bank AG        4.85    6/23/2016    EUR     66.32
UniCredit Bank AG        4.50    6/23/2016    EUR     68.39
UniCredit Bank AG        4.45    6/23/2016    EUR     68.70
UniCredit Bank AG        4.05    6/23/2016    EUR     71.30
UniCredit Bank AG        4.35    6/23/2016    EUR     69.33
UniCredit Bank AG        4.20    6/23/2016    EUR     70.30
UniCredit Bank AG        4.80    6/23/2016    EUR     66.61
UniCredit Bank AG        6.00    6/23/2016    EUR     73.86
UniCredit Bank AG        5.50    6/23/2016    EUR     59.58
UniCredit Bank AG        4.55    6/23/2016    EUR     68.09
UniCredit Bank AG        4.30    6/23/2016    EUR     69.65
UniCredit Bank AG        4.15    6/23/2016    EUR     70.63
UniCredit Bank AG        4.00    6/23/2016    EUR     63.32
UniCredit Bank AG        4.10    6/23/2016    EUR     70.97
UniCredit Bank AG        4.50    6/23/2016    EUR     62.01
UniCredit Bank AG        4.90    6/23/2016    EUR     66.03
UniCredit Bank AG        4.75    6/23/2016    EUR     66.89
UniCredit Bank AG        4.40    6/23/2016    EUR     69.02
UniCredit Bank AG        4.60    6/23/2016    EUR     67.78
UniCredit Bank AG        4.25    6/23/2016    EUR     69.98
Commerzbank AG           5.25    6/23/2016    EUR     62.25
Commerzbank AG           7.00    6/23/2016    EUR     60.26
Commerzbank AG           9.00    6/23/2016    EUR     58.65
Commerzbank AG          11.00    6/23/2016    EUR     57.20
DZ Bank AG Deutsche Z    6.80    7/20/2016    EUR     65.35
DZ Bank AG Deutsche Z    8.25    6/24/2016    EUR     62.81
DZ Bank AG Deutsche Z    6.75    9/23/2016    EUR     63.55
Lehman Brothers Treas    8.05   12/20/2010    HKD      3.10
Lehman Brothers Treas    6.72   12/29/2008    EUR      3.10
Lehman Brothers Treas    7.06   12/29/2008    EUR      3.10
Lehman Brothers Treas    7.63    7/22/2011    HKD      3.10
Lehman Brothers Treas    6.60     2/9/2009    EUR      3.10
Glitnir HF               6.00   12/10/2009    ISK      0.02
Glitnir HF               6.20   12/20/2009    ISK      0.02
Lehman Brothers Treas    5.00    3/13/2009    EUR      3.10
Lehman Brothers Treas    2.30    6/27/2013    USD      3.10
Raiffeisen-Landesbank    0.42    3/10/2033    EUR     77.30
Raiffeisen-Landesbank    0.38    3/18/2033    EUR     76.84
Raiffeisen-Landesbank    0.37    3/26/2033    EUR     76.91
Raiffeisen-Landesbank    0.37     4/1/2033    EUR     76.69
Raiffeisen-Landesbank    0.34    4/14/2033    EUR     76.23
Lehman Brothers Treas    4.87    10/8/2013    USD      3.10
Lehman Brothers Treas    1.95    11/4/2013    EUR      3.10
Vontobel Financial Pr    5.00    4/11/2016    EUR     65.50
UniCredit Bank AG        4.55   10/28/2016    EUR     69.65
Leonteq Securities AG    6.58    3/29/2016    EUR     71.90
LBBW                     4.00    3/29/2016    EUR     50.23
LBBW                     5.50    3/29/2016    EUR     46.43
LBBW                     4.00    3/29/2016    EUR     45.87
LBBW                     5.00    3/29/2016    EUR     72.21
LBBW                     5.00    3/29/2016    EUR     74.94
UniCredit Bank AG        4.40    11/2/2017    EUR     73.50
UniCredit Bank AG        4.30   10/29/2018    EUR     70.32
DekaBank Deutsche Gir    3.10     2/5/2018    EUR     71.77
Societe Generale SA      4.00    3/29/2016    EUR     48.00
Leonteq Securities AG    8.04    4/11/2016    CHF     59.55
Landesbank Hessen-Thu    3.20     8/2/2016    EUR     64.30
DekaBank Deutsche Gir    3.45     6/1/2018    EUR     67.46
Leonteq Securities AG    8.16    4/14/2016    EUR     57.38
Commerzbank AG           1.88    4/22/2016    EUR     74.97
UBS AG                  10.25   12/23/2016    EUR     70.92
UBS AG                   4.25   12/22/2017    EUR     53.46
UBS AG                   4.75   12/22/2017    EUR     54.51
Exane Finance            1.75    4/28/2016    EUR     24.92
Goldman Sachs Interna    0.67    4/24/2020    GBP     72.63
DekaBank Deutsche Gir    3.00    4/16/2018    EUR     69.12
UBS AG                   4.00   12/23/2015    EUR     74.44
HSBC Trinkaus & Burkh    6.00    12/6/2016    EUR     41.95
Notenstein La Roche P    6.60    5/19/2016    CHF     68.41
UBS AG/London           22.50   12/29/2015    EUR     74.55
Raiffeisen Centrobank    5.60    6/15/2016    EUR     43.55
DZ Bank AG Deutsche Z    6.00   12/28/2015    EUR     62.18
DZ Bank AG Deutsche Z    5.50   12/28/2015    EUR     41.87
Leonteq Securities AG    7.00    12/4/2015    EUR     63.45
Credit Suisse AG/Nass    5.00     6/6/2016    CHF     68.73
DekaBank Deutsche Gir    3.15    5/18/2018    EUR     44.30
Vontobel Financial Pr    8.60    6/24/2016    EUR     65.50
Credit Suisse AG/Lond    9.00   12/18/2015    USD     37.19
Vontobel Financial Pr    5.00     7/4/2016    EUR     64.20
Notenstein La Roche P    7.00   12/16/2015    EUR     64.45
Leonteq Securities AG    6.70     6/6/2016    USD     51.58
Norddeutsche Landesba    3.50     1/4/2016    EUR     54.45
Goldman Sachs & Co We    5.00   12/23/2015    EUR     69.82
Goldman Sachs & Co We    7.00   12/23/2015    EUR     64.98
Goldman Sachs & Co We    9.00   12/23/2015    EUR     60.80
Goldman Sachs & Co We    8.00   12/23/2015    EUR     74.57
Goldman Sachs & Co We   10.00   12/23/2015    EUR     67.32
Goldman Sachs & Co We    5.00   12/23/2015    EUR     44.05
Goldman Sachs & Co We    6.00   12/23/2015    EUR     40.88
Goldman Sachs & Co We    7.00   12/23/2015    EUR     39.49
Goldman Sachs & Co We    8.00   12/23/2015    EUR     38.20
Goldman Sachs & Co We    9.00   12/23/2015    EUR     37.01
Bank Julius Baer & Co    7.30    1/19/2016    CHF     44.45
LBBW                     4.20    7/22/2016    EUR     66.77
LBBW                     4.00    7/22/2016    EUR     65.42
Credit Suisse AG/Lond    2.75    1/29/2019    SEK     51.00
Leonteq Securities AG    7.28    1/29/2016    EUR     68.80
LBBW                     4.00    8/26/2016    EUR     64.42
LBBW                     3.55    6/23/2017    EUR     73.11
UBS AG                   8.50    3/29/2016    EUR     67.11
UBS AG                  24.00   12/29/2015    EUR     40.81
UBS AG                  19.25    3/29/2016    EUR     48.53
UBS AG                  19.75    6/24/2016    EUR     50.31
UBS AG                  18.00    6/24/2016    EUR     52.52
UBS AG                  17.50    3/29/2016    EUR     74.83
UBS AG                  10.00    3/29/2016    EUR     63.40
UBS AG                   4.50    6/24/2016    EUR     52.53
UBS AG                  17.50    6/24/2016    EUR     35.30
UBS AG                  21.75    3/29/2016    EUR     30.12
UBS AG                  24.50   12/29/2015    EUR     48.61
UBS AG                  22.00   12/29/2015    EUR     51.08
UBS AG                  19.75    3/29/2016    EUR     55.93
UBS AG                  22.50   12/29/2015    EUR     70.34
UBS AG                  11.75    6/24/2016    EUR     74.32
UBS AG                  23.75   12/29/2015    EUR     43.88
UBS AG                  22.25    3/29/2016    EUR     45.14
UBS AG                  21.25    3/29/2016    EUR     61.07
UBS AG                   8.75    3/29/2016    EUR     41.85
UBS AG                   5.00    6/24/2016    EUR     50.60
UBS AG                  25.00   12/29/2015    EUR     39.75
UBS AG                  14.00    3/29/2016    EUR     69.29
UBS AG                  23.00   12/29/2015    EUR     57.91
UBS AG                  24.25   12/29/2015    EUR     57.67
UBS AG                  16.50    6/24/2016    EUR     35.96
UBS AG                  13.00    6/24/2016    EUR     70.97
UBS AG                  14.00    6/24/2016    EUR     67.89
UBS AG                   8.50    3/29/2016    EUR     69.12
UBS AG                  21.25    3/29/2016    EUR     45.99
UBS AG                   8.50    6/24/2016    EUR     71.14
UBS AG                   7.25    6/24/2016    EUR     69.85
UBS AG                   6.00    6/24/2016    EUR     74.06
UBS AG                  16.75    6/24/2016    EUR     52.85
UBS AG                  24.50   12/29/2015    EUR     24.85
UBS AG                   9.50    3/29/2016    EUR     66.16
UBS AG                  23.50   12/29/2015    EUR     22.87
UBS AG                  21.75   12/29/2015    EUR     43.84
UBS AG                  18.75    3/29/2016    EUR     58.05
UBS AG                  11.50    6/24/2016    EUR     39.60
UBS AG                  17.25    6/24/2016    EUR     60.90
UBS AG                  13.25    3/29/2016    EUR     57.49
UBS AG                  12.75    3/29/2016    EUR     73.11
UBS AG                  21.50    3/29/2016    EUR     62.92
UBS AG                   9.50    6/24/2016    EUR     68.46
UBS AG                   7.00    3/29/2016    EUR     71.40
UBS AG                  10.25    6/24/2016    EUR     63.23
UBS AG                  10.25    6/24/2016    EUR     41.05
UBS AG                  11.75    6/24/2016    EUR     60.60
UBS AG                  16.25    6/24/2016    EUR     62.97
UBS AG                  11.75    3/29/2016    EUR     60.28
UBS AG                  13.25    6/24/2016    EUR     60.22
LBBW                     4.00    2/26/2016    EUR     50.16
LBBW                     5.00    2/26/2016    EUR     47.27
LBBW                     4.50    2/26/2016    EUR     74.30
LBBW                     5.50    2/26/2016    EUR     70.53
LBBW                     5.00    2/26/2016    EUR     74.77
UBS AG                   7.00    6/24/2016    EUR     41.62
UBS AG                  10.25    3/29/2016    EUR     53.51
UBS AG                   5.75    6/24/2016    EUR     47.10
UBS AG                   5.25   12/29/2015    EUR     38.56
UBS AG                   6.50    3/29/2016    EUR     36.21
UBS AG                  11.75    6/24/2016    EUR     49.89
UBS AG                   5.00    6/24/2016    EUR     46.66
UBS AG                  10.25    3/29/2016    EUR     58.28
UBS AG                  13.25    6/24/2016    EUR     55.53
UBS AG                   8.50   12/29/2015    EUR     74.99
UBS AG                   7.25   12/29/2015    EUR     74.88
UBS AG                   6.50   12/29/2015    EUR     34.59
UBS AG                   5.75    3/29/2016    EUR     40.75
UBS AG                   4.50    6/24/2016    EUR     50.27
UBS AG                  14.75    6/24/2016    EUR     59.39
Leonteq Securities AG   10.58     2/3/2017    USD     49.11
UBS AG                   9.50   12/22/2017    EUR     68.63
UBS AG                  11.75    6/24/2016    EUR     58.06
UBS AG                   9.00    3/29/2016    EUR     61.90
UBS AG                   9.25   12/23/2016    EUR     72.92
UBS AG                  20.50    6/24/2016    EUR     54.42
UBS AG                  12.00   12/23/2016    EUR     72.69
UBS AG                  16.75   12/23/2016    EUR     62.65
UBS AG                  11.75   12/22/2017    EUR     74.45
UBS AG                   6.25    6/24/2016    EUR     71.33
UBS AG                   7.00    3/29/2016    EUR     67.28
UBS AG                  17.00    6/24/2016    EUR     50.97
UBS AG                   7.75   12/22/2017    EUR     70.35
UBS AG                   7.00   12/22/2017    EUR     72.64
UBS AG                  14.50   12/23/2016    EUR     59.03
UBS AG                   6.75   12/23/2016    EUR     72.28
UBS AG                   8.00   12/23/2016    EUR     66.76
UBS AG                   7.50   12/23/2016    EUR     68.92
UBS AG                  10.25   12/22/2017    EUR     73.93
UBS AG                  12.25   12/23/2016    EUR     65.96
UBS AG                  13.00   12/23/2016    EUR     64.70
UBS AG                  11.75   12/22/2017    EUR     70.61
UBS AG                  20.25    3/29/2016    EUR     45.03
UBS AG                   8.00    3/29/2016    EUR     64.45
UBS AG                   6.00    3/29/2016    EUR     70.43
UBS AG                  24.25   12/29/2015    EUR     47.11
UBS AG                  16.00   12/23/2016    EUR     40.98
UBS AG                   9.00    6/24/2016    EUR     63.63
UBS AG                  18.75    6/24/2016    EUR     48.86
UBS AG                   8.00    6/24/2016    EUR     65.89
UBS AG                   5.75   12/23/2016    EUR     73.05
UBS AG                   7.25    6/24/2016    EUR     68.54
UBS AG                   5.50    6/24/2016    EUR     74.54
UBS AG                   8.00   12/22/2017    EUR     71.36
UBS AG                   8.75   12/22/2017    EUR     69.86
UBS AG                   4.00   12/23/2016    EUR     53.82
UBS AG                   4.50   12/23/2016    EUR     52.26
UBS AG                  12.50   12/23/2016    EUR     61.54
UBS AG                  10.25   12/22/2017    EUR     67.65
UBS AG                  11.75   12/22/2017    EUR     66.37
UBS AG                  10.25   12/23/2016    EUR     64.85
UBS AG                   7.75   12/22/2017    EUR     49.86
UBS AG                  22.50    3/29/2016    EUR     50.81
UBS AG                  18.25    3/29/2016    EUR     47.51
UBS AG                   5.25    3/29/2016    EUR     74.00
UBS AG                   4.75   12/22/2017    EUR     54.77
UBS AG                   7.75   12/23/2016    EUR     69.24
LBBW                     4.00    8/26/2016    EUR     69.57
UBS AG                   5.25   12/23/2016    EUR     73.82
UBS AG                   7.25    3/29/2016    EUR     33.51
UBS AG                   6.00    3/29/2016    EUR     56.80
UBS AG                   7.75    6/24/2016    EUR     34.51
UBS AG                  13.50    6/24/2016    EUR     74.78
UBS AG                   8.25   12/22/2017    EUR     46.08
UBS AG                  10.50   12/22/2017    EUR     71.52
UBS AG                   9.50   12/23/2016    EUR     54.88
UBS AG                   5.50    6/24/2016    EUR     72.42
UBS AG                  10.50   12/22/2017    EUR     67.69
UBS AG                  10.50   12/22/2017    EUR     63.50
UBS AG                  11.25    6/24/2016    EUR     62.41
UBS AG                   8.25    6/24/2016    EUR     53.80
UBS AG                   8.25    6/24/2016    EUR     59.17
LBBW                     4.30    9/23/2016    EUR     72.68
Vontobel Financial Pr    5.55    3/29/2016    EUR     65.17
LBBW                     3.50    9/23/2016    EUR     70.61
Banque Cantonale Vaud    4.80    3/10/2017    CHF     32.52
Lehman Brothers Treas    5.22     3/1/2024    EUR      3.10
Lehman Brothers Treas    3.00    6/23/2009    EUR     14.00
Lehman Brothers Treas    2.30    4/28/2014    JPY      3.10
Lehman Brothers Treas    4.00    2/28/2010    EUR      3.10
Lehman Brothers Treas    4.10    5/20/2009    USD      3.10
Lehman Brothers Treas    2.00    5/17/2010    EUR      3.10
Immigon Portfolioabba    5.45     8/2/2019    EUR     72.70
Lehman Brothers Treas    3.82   10/20/2009    USD      3.10
IT Holding Finance SA    9.88   11/15/2012    EUR      0.26
Lehman Brothers Treas    5.00    12/6/2011    EUR      3.10
Lehman Brothers Treas    3.00    9/13/2010    JPY     14.00
Municipality Finance     0.50    3/17/2025    CAD     73.90
Lehman Brothers Treas    3.63     3/2/2012    EUR      3.10
Lehman Brothers Treas    0.75    3/29/2012    EUR      3.10
Glitnir HF               5.35    5/11/2010    USD     27.13
Lehman Brothers Treas    4.50     3/7/2015    EUR      3.10
Municipality Finance     0.25    6/28/2040    CAD     28.51
Eksportfinans ASA        0.25    7/14/2033    CAD     14.63
Lehman Brothers Treas    7.00    7/11/2010    EUR      3.10
Lehman Brothers Treas    6.00    7/28/2010    EUR      3.10
Lehman Brothers Treas    7.50     8/1/2035    EUR      3.10
Lehman Brothers Treas    4.90    7/28/2020    EUR      3.10
Immigon Portfolioabba    4.50     9/7/2020    EUR     25.00
Lehman Brothers Treas    4.15    8/25/2020    EUR      3.10
Lehman Brothers Treas    3.50    9/29/2017    EUR      3.10
Lehman Brothers Treas    3.00     8/8/2017    EUR      3.10
Lehman Brothers Treas    5.00     9/1/2011    EUR      3.10
Lehman Brothers Treas    3.00    8/15/2017    EUR      3.10
Lehman Brothers Treas    3.50    9/19/2017    EUR      3.10
Societe Generale Effe    2.50    10/7/2016    EUR     59.61
EFG International Fin   12.86   10/30/2017    EUR     52.93
Societe Generale Effe    5.00    11/7/2016    EUR     64.51
Leonteq Securities AG   29.61   10/26/2017    EUR     25.72
Raiffeisen Centrobank    2.40   12/19/2016    EUR     52.21
UBS AG                   2.75    8/18/2016    USD      6.39
UBS AG                  10.20    4/14/2016    USD      5.70
UBS AG                   8.42   12/17/2015    USD     18.90
UBS AG/London            7.00    7/13/2016    USD     30.70
UBS AG/London            7.78    1/22/2016    USD     35.25
UBS AG                   8.88    2/26/2016    USD     12.89
UBS AG/London            8.99     6/3/2016    USD      5.22
Leonteq Securities AG   11.00     1/9/2017    EUR     69.70
Credit Suisse AG/Nass    8.00    7/18/2016    EUR     64.50
DZ Bank AG Deutsche Z    8.25   12/21/2015    EUR     68.55
DZ Bank AG Deutsche Z    9.75   12/21/2015    EUR     68.63
DZ Bank AG Deutsche Z   10.00    6/20/2016    EUR     70.33
DZ Bank AG Deutsche Z    8.75    6/20/2016    EUR     69.64
DZ Bank AG Deutsche Z    8.00    6/20/2016    EUR     69.22
DZ Bank AG Deutsche Z    6.50    9/19/2016    EUR     69.52
DZ Bank AG Deutsche Z    7.50    9/19/2016    EUR     70.32
DZ Bank AG Deutsche Z    8.25   12/21/2015    EUR     56.02
DZ Bank AG Deutsche Z    5.75   12/21/2015    EUR     55.88
DZ Bank AG Deutsche Z    9.75    6/20/2016    EUR     60.49
DZ Bank AG Deutsche Z    7.10    3/21/2016    EUR     74.43
DZ Bank AG Deutsche Z    7.20    6/20/2016    EUR     73.38
DZ Bank AG Deutsche Z    5.80    9/19/2016    EUR     73.67
DZ Bank AG Deutsche Z    8.50   12/21/2015    EUR     73.55
DZ Bank AG Deutsche Z    5.30   12/21/2015    EUR     65.75
DZ Bank AG Deutsche Z    5.00    3/21/2016    EUR     66.83
DZ Bank AG Deutsche Z    4.50    6/20/2016    EUR     68.25
DZ Bank AG Deutsche Z    4.70    9/19/2016    EUR     68.08
DZ Bank AG Deutsche Z    8.75    6/24/2016    EUR     74.66
DZ Bank AG Deutsche Z   11.25    6/24/2016    EUR     71.45
DZ Bank AG Deutsche Z   13.25    6/24/2016    EUR     70.27
DZ Bank AG Deutsche Z    6.75    6/24/2016    EUR     71.66
DZ Bank AG Deutsche Z   14.50   12/28/2015    EUR     71.74
DZ Bank AG Deutsche Z   12.50    3/29/2016    EUR     71.75
DZ Bank AG Deutsche Z   10.75    6/24/2016    EUR     67.88
DZ Bank AG Deutsche Z    5.00    6/24/2016    EUR     53.60
Goldman Sachs & Co We   11.00    4/20/2016    EUR     61.49
Goldman Sachs & Co We    8.00    5/25/2016    EUR     59.25
Goldman Sachs & Co We   11.00    7/20/2016    EUR     62.15
Goldman Sachs & Co We    5.00    8/24/2016    EUR     58.68
Goldman Sachs & Co We    6.00    8/24/2016    EUR     59.41
Goldman Sachs & Co We   10.00    8/24/2016    EUR     62.34
Goldman Sachs & Co We   10.00    8/24/2016    EUR     62.34
Goldman Sachs & Co We    3.00    8/24/2016    EUR     57.82
Goldman Sachs & Co We    4.00    8/24/2016    EUR     58.56
Goldman Sachs & Co We    7.00    8/24/2016    EUR     60.75
Goldman Sachs & Co We    8.00    8/24/2016    EUR     61.48
Goldman Sachs & Co We   10.00    8/24/2016    EUR     62.95
Goldman Sachs & Co We    5.00   12/21/2016    EUR     60.68
DZ Bank AG Deutsche Z   11.75   12/18/2015    EUR     73.27
DZ Bank AG Deutsche Z   12.00   12/18/2015    EUR     55.62
UBS AG                   5.50    9/23/2016    EUR     64.72
UBS AG                  11.50    9/23/2016    EUR     69.57
UBS AG                  12.50    9/23/2016    EUR     73.05
UBS AG                   4.25    9/23/2016    EUR     65.98
UBS AG                  14.50    6/24/2016    EUR     71.20
UBS AG                   7.50    9/23/2016    EUR     62.46
UBS AG                   6.00    9/23/2016    EUR     63.83
UBS AG                  10.50    9/23/2016    EUR     60.83
UBS AG                   9.00    9/23/2016    EUR     72.57
Lehman Brothers Treas    7.50    9/13/2009    CHF      3.10
Lehman Brothers Treas    5.10    6/22/2046    EUR      3.10
Lehman Brothers Treas    6.50    7/24/2026    EUR      3.10
Lehman Brothers Treas    4.50     8/2/2009    USD      3.10
Lehman Brothers Treas    4.35     8/8/2016    SGD     14.00
Glitnir HF               5.86    7/28/2016    GBP     27.13
Glitnir HF               6.31    7/28/2011    USD     27.13
Glitnir HF               6.31    7/28/2011    USD     27.13
Lehman Brothers Treas    4.00    4/24/2009    USD      3.10
Lehman Brothers Treas    9.00    6/13/2009    USD      3.10
Lehman Brothers Treas    9.00    3/17/2009    GBP      3.10
Lehman Brothers Treas    7.00   11/28/2008    CHF      3.10
Lehman Brothers Treas    3.85    4/24/2009    USD      3.10
Lehman Brothers Treas    7.25    10/6/2008    EUR      3.10
Lehman Brothers Treas   10.50     8/9/2010    EUR      3.10
Lehman Brothers Treas    8.00    5/22/2009    USD      3.10
Lehman Brothers Treas   10.00    3/27/2009    USD      3.10
Lehman Brothers Treas    5.00   10/24/2008    CHF      3.10
Lehman Brothers Treas    7.00    4/14/2009    EUR      3.10
Lehman Brothers Treas    6.00   10/24/2008    EUR      3.10
Lehman Brothers Treas    7.75    1/30/2009    EUR      3.10
Lehman Brothers Treas    0.25    7/21/2014    EUR      3.10
Lehman Brothers Treas    4.95   10/25/2036    EUR      3.10
Lehman Brothers Treas   11.00    6/29/2009    EUR      3.10
Lehman Brothers Treas    8.00     8/3/2009    USD      3.10
Lehman Brothers Treas    5.50    6/15/2009    CHF      3.10
Lehman Brothers Treas    1.50   10/25/2011    EUR      3.10
Lehman Brothers Treas    2.50   12/15/2011    GBP      3.10
Lehman Brothers Treas    4.00   11/24/2016    EUR      3.10
Lehman Brothers Treas   11.00   12/19/2011    USD      3.10
HSBC Trinkaus & Burkh    5.50    1/31/2017    EUR     68.79
Goldman Sachs & Co We   15.00   12/23/2015    EUR     58.46
Goldman Sachs & Co We    9.00    2/24/2016    EUR     62.77
Goldman Sachs & Co We    5.00    3/23/2016    EUR     69.15
Goldman Sachs & Co We    9.00    3/23/2016    EUR     63.38
Goldman Sachs & Co We    5.00    4/20/2016    EUR     69.34
Goldman Sachs & Co We   15.00    5/25/2016    EUR     60.24
Goldman Sachs & Co We    9.00    7/20/2016    EUR     64.17
Goldman Sachs & Co We   21.00    7/20/2016    EUR     59.60
Goldman Sachs & Co We    3.00    8/24/2016    EUR     74.17
Goldman Sachs & Co We    4.00    8/24/2016    EUR     71.17
Goldman Sachs & Co We    5.00    8/24/2016    EUR     68.38
Goldman Sachs & Co We    7.00    8/24/2016    EUR     66.54
Goldman Sachs & Co We    8.00    8/24/2016    EUR     64.21
Goldman Sachs & Co We   10.00    8/24/2016    EUR     62.84
Goldman Sachs & Co We   15.00    8/24/2016    EUR     61.49
Goldman Sachs & Co We   19.00    8/24/2016    EUR     60.17
Goldman Sachs & Co We    7.00    9/21/2016    EUR     66.96
Goldman Sachs & Co We    8.00   12/21/2016    EUR     66.42
Goldman Sachs & Co We   16.00   12/21/2016    EUR     63.23
UBS AG/London            5.50    7/10/2017    CHF     66.97
UBS AG/London            6.50     7/8/2016    CHF     57.74
Vontobel Financial Pr    6.00    8/26/2016    EUR     65.74
DZ Bank AG Deutsche Z    7.25    7/22/2016    EUR     72.05
DZ Bank AG Deutsche Z    7.00    3/29/2016    EUR     51.66
DZ Bank AG Deutsche Z    8.00    3/29/2016    EUR     70.12
DZ Bank AG Deutsche Z    7.50    6/24/2016    EUR     66.73
Vontobel Financial Pr    4.65    7/24/2017    EUR     66.50
Commerzbank AG          10.50    6/23/2016    EUR     74.53
Commerzbank AG          11.75    6/23/2016    EUR     73.29
Commerzbank AG           5.25    6/23/2016    EUR     64.80
Commerzbank AG           6.25    6/23/2016    EUR     64.13
Commerzbank AG           7.75    6/23/2016    EUR     62.58
Commerzbank AG           8.75    6/23/2016    EUR     61.98
Commerzbank AG           9.50    6/23/2016    EUR     61.31
Commerzbank AG          10.50    6/23/2016    EUR     60.79
Commerzbank AG           4.25    6/23/2016    EUR     70.93
Commerzbank AG           5.00    6/23/2016    EUR     69.83
Commerzbank AG           5.75    6/23/2016    EUR     68.96
Commerzbank AG           6.75    6/23/2016    EUR     68.20
Commerzbank AG           7.50    6/23/2016    EUR     67.33
Commerzbank AG           8.50    6/23/2016    EUR     66.65
Commerzbank AG           9.25    6/23/2016    EUR     65.86
Commerzbank AG           7.00    6/23/2016    EUR     73.71
Commerzbank AG           8.00    6/23/2016    EUR     72.57
Commerzbank AG           9.25    6/23/2016    EUR     71.65
Commerzbank AG          10.25    6/23/2016    EUR     70.63
Vontobel Financial Pr    3.75     9/9/2016    EUR     71.91
Vontobel Financial Pr    3.90    6/17/2016    EUR     71.48
Vontobel Financial Pr    4.75    6/17/2016    EUR     70.17
Vontobel Financial Pr   22.75    6/24/2016    EUR     61.93
DZ Bank AG Deutsche Z    5.90   12/21/2015    EUR     68.26
DZ Bank AG Deutsche Z    5.60    3/21/2016    EUR     69.43
DZ Bank AG Deutsche Z    8.25    6/20/2016    EUR     71.57
DZ Bank AG Deutsche Z    4.70    6/20/2016    EUR     71.88
DZ Bank AG Deutsche Z    5.20    9/19/2016    EUR     70.82
Commerzbank AG          10.25    6/23/2016    EUR     73.18
Commerzbank AG          12.25    6/23/2016    EUR     71.04
BNP Paribas Emissions    3.50    1/21/2016    EUR     71.90
BNP Paribas Emissions    4.00    7/21/2016    EUR     74.77
BNP Paribas Emissions    4.50    7/21/2016    EUR     72.60
BNP Paribas Emissions    7.00    7/21/2016    EUR     69.91
BNP Paribas Emissions    4.00   10/27/2016    EUR     74.97
BNP Paribas Emissions    4.50   10/27/2016    EUR     73.08
BNP Paribas Emissions    6.00   10/27/2016    EUR     70.34
BNP Paribas Emissions    3.00    1/26/2017    EUR     74.56
BNP Paribas Emissions    4.50    1/26/2017    EUR     74.06
BNP Paribas Emissions    4.00    7/27/2017    EUR     73.93
BNP Paribas Emissions    4.50    7/27/2017    EUR     74.29
BNP Paribas Emissions    3.50    7/21/2016    EUR     71.63
BNP Paribas Emissions    4.00   10/27/2016    EUR     70.83
BNP Paribas Emissions    5.50   10/27/2016    EUR     67.45
BNP Paribas Emissions    3.50    7/27/2017    EUR     72.50
UBS AG/London            4.61    7/13/2016    USD     34.75
Goldman Sachs & Co We   11.00    8/24/2016    EUR     63.07
Goldman Sachs & Co We   11.00    8/24/2016    EUR     63.07
Goldman Sachs & Co We    4.00    9/21/2016    EUR     58.15
Goldman Sachs & Co We    4.00   12/21/2016    EUR     58.69
Goldman Sachs & Co We    4.00    3/22/2017    EUR     59.26
Goldman Sachs & Co We    9.00    3/22/2017    EUR     65.79
Goldman Sachs & Co We    9.00    3/22/2017    EUR     65.79
Goldman Sachs & Co We    5.00    6/21/2017    EUR     59.99
Goldman Sachs & Co We    9.00    6/21/2017    EUR     66.21
Goldman Sachs & Co We    9.00    6/21/2017    EUR     66.21
Goldman Sachs & Co We    4.00    4/20/2016    EUR     63.17
Goldman Sachs & Co We    7.00    4/20/2016    EUR     64.33
Goldman Sachs & Co We   12.00    5/25/2016    EUR     66.94
Goldman Sachs & Co We   11.00    6/22/2016    EUR     67.27
Goldman Sachs & Co We   11.00    6/22/2016    EUR     67.27
Goldman Sachs & Co We    6.00    7/20/2016    EUR     64.87
Goldman Sachs & Co We    6.00    8/24/2016    EUR     65.36
Goldman Sachs & Co We    6.00    6/21/2017    EUR     68.56
Goldman Sachs & Co We   16.00   12/23/2015    EUR     58.50
Goldman Sachs & Co We    4.00    2/24/2016    EUR     58.36
Goldman Sachs & Co We    4.00    3/23/2016    EUR     58.58
Goldman Sachs & Co We    6.00    4/20/2016    EUR     59.56
Goldman Sachs & Co We    4.00    6/22/2016    EUR     57.49
Goldman Sachs & Co We    7.00    6/22/2016    EUR     59.17
Goldman Sachs & Co We    7.00    7/20/2016    EUR     59.61
Goldman Sachs & Co We    8.00    7/20/2016    EUR     60.24
Goldman Sachs & Co We    4.00    8/24/2016    EUR     57.95
Goldman Sachs & Co We    7.00    8/24/2016    EUR     60.15
Goldman Sachs & Co We    8.00    8/24/2016    EUR     60.88
Notenstein La Roche P    6.70    7/24/2017    EUR     70.76
Leonteq Securities AG   14.00   10/24/2016    CHF     61.70
Leonteq Securities AG    9.40   10/24/2016    EUR     65.77
Leonteq Securities AG   20.00    4/27/2016    USD     71.11
LBBW                     3.00    7/22/2016    EUR     66.86
LBBW                     4.00    7/22/2016    EUR     65.10
LBBW                     5.00    7/22/2016    EUR     64.11
LBBW                     3.00    7/22/2016    EUR     69.92
LBBW                     4.00    7/22/2016    EUR     68.16
LBBW                     5.00    7/22/2016    EUR     66.94
LBBW                     3.00    7/22/2016    EUR     66.87
LBBW                     4.50    7/22/2016    EUR     64.82
LBBW                     3.00    7/22/2016    EUR     74.58
LBBW                     4.50    7/22/2016    EUR     72.08
Vontobel Financial Pr    3.25    6/24/2016    EUR     71.21
Vontobel Financial Pr    8.30    3/29/2016    EUR     64.38
Vontobel Financial Pr   10.40    1/22/2016    EUR     55.72
Vontobel Financial Pr   10.40    1/22/2016    EUR     55.85
Vontobel Financial Pr    7.00    8/26/2016    EUR     61.08
Vontobel Financial Pr   10.45   12/28/2015    EUR     60.99
Vontobel Financial Pr    8.20    3/29/2016    EUR     62.87
Vontobel Financial Pr    8.00    6/24/2016    EUR     64.23
Vontobel Financial Pr    6.90    9/23/2016    EUR     65.20
Vontobel Financial Pr    3.10    6/24/2016    EUR     69.31
Vontobel Financial Pr    3.00    9/23/2016    EUR     69.65
Vontobel Financial Pr    3.20    7/22/2016    EUR     74.48
Vontobel Financial Pr    4.75    7/22/2016    EUR     71.95
Leonteq Securities AG   10.00    7/28/2016    EUR     68.45
DZ Bank AG Deutsche Z    5.25    3/29/2016    EUR     56.07
Lehman Brothers Treas    0.50    2/16/2009    EUR      3.10
Lehman Brothers Treas    6.00    3/17/2011    EUR      3.10
Lehman Brothers Treas    4.70    3/23/2016    EUR      3.10
Lehman Brothers Treas    4.70    3/23/2016    EUR      3.10
Lehman Brothers Treas    8.00    4/20/2009    EUR      3.10
Lehman Brothers Treas    2.00   11/16/2009    EUR      3.10
Lehman Brothers Treas    8.50     7/5/2016    EUR     14.00
Lehman Brothers Treas    3.70     6/6/2009    EUR      3.10
Lehman Brothers Treas    8.50     7/6/2009    CHF      3.10
Lehman Brothers Treas    4.60     7/6/2016    EUR      3.37
DZ Bank AG Deutsche Z   14.50    1/22/2016    EUR     72.59
DZ Bank AG Deutsche Z   11.25    1/22/2016    EUR     65.14
DZ Bank AG Deutsche Z   14.50    1/22/2016    EUR     73.19
DZ Bank AG Deutsche Z    8.00    1/22/2016    EUR     67.33
DZ Bank AG Deutsche Z   11.00    1/22/2016    EUR     63.32
DZ Bank AG Deutsche Z    6.50    3/29/2016    EUR     63.81
DZ Bank AG Deutsche Z    9.75   12/21/2015    EUR     56.10
DZ Bank AG Deutsche Z    7.25    3/21/2016    EUR     57.74
DZ Bank AG Deutsche Z    8.75    6/20/2016    EUR     59.93
DZ Bank AG Deutsche Z    5.40   12/21/2015    EUR     69.46
DZ Bank AG Deutsche Z    5.20    3/21/2016    EUR     70.50
DZ Bank AG Deutsche Z    5.30    6/20/2016    EUR     71.07
DZ Bank AG Deutsche Z    4.90    9/19/2016    EUR     71.53
HSBC Trinkaus & Burkh    8.65    6/17/2016    EUR     67.09
Deutsche Bank AG         5.00    8/12/2016    EUR     72.71
Notenstein La Roche P    8.99    7/22/2019    EUR     58.27
Leonteq Securities AG   14.40   10/31/2016    CHF     63.06
Leonteq Securities AG   11.00   10/31/2016    CHF     53.36
Royal Bank of Scotlan    1.69   11/14/2016    GBP #N/A N/A
COFIDUR SA               0.10   12/31/2024    EUR     15.00
Royal Bank of Scotlan    6.20     9/7/2018    GBP      1.06
Credit Suisse AG/Nass    7.13   12/21/2015    CHF     70.32
Banque Cantonale Vaud    3.50    6/12/2017    USD     70.91
Deutsche Bank AG         7.20   12/22/2015    EUR     67.30
Deutsche Bank AG         6.20   12/22/2015    EUR     67.30
Deutsche Bank AG         6.20   12/22/2015    EUR     62.70
Deutsche Bank AG         7.20   12/22/2015    EUR     64.90
Deutsche Bank AG         5.20   12/22/2015    EUR     69.80
Deutsche Bank AG         5.20   12/22/2015    EUR     64.80
Deutsche Bank AG         6.20   12/22/2015    EUR     69.80
Deutsche Bank AG         6.20   12/22/2015    EUR     64.90
Deutsche Bank AG         7.20   12/22/2015    EUR     69.90
Deutsche Bank AG         5.20   12/22/2015    EUR     67.20
Deutsche Bank AG         7.20   12/22/2015    EUR     62.70
Deutsche Bank AG         5.20   12/22/2015    EUR     62.60
Deutsche Bank AG         7.20   12/22/2015    EUR     74.80
Deutsche Bank AG         7.20   12/22/2015    EUR     70.90
Deutsche Bank AG         5.20   12/22/2015    EUR     70.70
Deutsche Bank AG         6.20   12/22/2015    EUR     74.70
Deutsche Bank AG         7.20   12/22/2015    EUR     67.30
Deutsche Bank AG         5.20   12/22/2015    EUR     74.60
Deutsche Bank AG         6.20   12/22/2015    EUR     70.80
Deutsche Bank AG         5.20   12/22/2015    EUR     67.20
Deutsche Bank AG         5.20   12/22/2015    EUR     36.60
Deutsche Bank AG         6.20   12/22/2015    EUR     67.30
Deutsche Bank AG         6.20   12/22/2015    EUR     36.70
Deutsche Bank AG         7.20   12/22/2015    EUR     42.30
Deutsche Bank AG         6.20   12/22/2015    EUR     37.90
Deutsche Bank AG         6.20   12/22/2015    EUR     40.70
Deutsche Bank AG         7.20   12/22/2015    EUR     36.80
Deutsche Bank AG         5.20   12/22/2015    EUR     40.70
Deutsche Bank AG         5.20   12/22/2015    EUR     37.90
Deutsche Bank AG         7.20   12/22/2015    EUR     39.30
Deutsche Bank AG         6.20   12/22/2015    EUR     42.30
Deutsche Bank AG         5.20   12/22/2015    EUR     39.20
Deutsche Bank AG         7.20   12/22/2015    EUR     40.80
Deutsche Bank AG         6.20   12/22/2015    EUR     39.30
Deutsche Bank AG         5.20   12/22/2015    EUR     42.20
Deutsche Bank AG         7.20   12/22/2015    EUR     38.00
Deutsche Bank AG         7.20   12/22/2015    EUR     68.90
Deutsche Bank AG         5.20   12/22/2015    EUR     68.80
Deutsche Bank AG         7.20   12/22/2015    EUR     65.30
Deutsche Bank AG         6.20   12/22/2015    EUR     68.80
Deutsche Bank AG         6.20   12/22/2015    EUR     65.20
Deutsche Bank AG         5.20   12/22/2015    EUR     65.20
Deutsche Bank AG         6.20   12/22/2015    EUR     72.90
Deutsche Bank AG         7.20   12/22/2015    EUR     72.90
Deutsche Bank AG         5.20   12/22/2015    EUR     72.80
Goldman Sachs & Co We    7.00   12/23/2015    EUR     74.51
Goldman Sachs & Co We   11.00   12/23/2015    EUR     64.06
Goldman Sachs & Co We   11.00   12/23/2015    EUR     34.85
Goldman Sachs & Co We    5.00   12/23/2015    EUR     64.83
Lehman Brothers Treas    7.60     3/4/2010    NZD      3.10
Lehman Brothers Treas    3.00     6/3/2010    EUR      3.10
Lehman Brothers Treas    0.50     6/2/2020    EUR      3.10
Lehman Brothers Treas   11.00     7/4/2011    CHF      3.10
Lehman Brothers Treas   13.43     1/8/2009    ILS      3.10
Lehman Brothers Treas    2.50    8/15/2012    CHF      3.10
Lehman Brothers Treas   16.80    8/21/2009    USD      3.10
Lehman Brothers Treas   14.10   11/12/2008    USD      3.10
Lehman Brothers Treas    5.25     7/8/2014    EUR      3.10
Lehman Brothers Treas    7.50    5/30/2010    AUD      3.10
Lehman Brothers Treas    5.12    4/30/2027    EUR      3.10
Lehman Brothers Treas    8.00   12/27/2032    JPY      3.10
Lehman Brothers Treas    1.50     2/8/2012    CHF      3.10
Immigon Portfolioabba    0.77   10/15/2019    EUR     54.00
Immigon Portfolioabba    4.50   10/21/2020    EUR     57.13
Lehman Brothers Treas    0.01    9/20/2011    USD      3.10
Delta-Finance OOO       10.00   12/18/2015    RUB     60.01
Immigon Portfolioabba    3.50    1/14/2019    EUR     68.63
Lehman Brothers Treas   17.00     6/2/2009    USD      3.10
Lehman Brothers Treas    2.00    6/28/2011    EUR      3.10
Lehman Brothers Treas   10.00    6/17/2009    USD      3.10
Lehman Brothers Treas   12.00     7/4/2011    EUR      3.10
Lehman Brothers Treas    5.50     7/8/2013    EUR      3.10
Lehman Brothers Treas   16.00   12/26/2008    USD      3.10
Lehman Brothers Treas    0.50     7/2/2020    EUR      3.10
Lehman Brothers Treas    7.75     1/3/2012    AUD      3.10
Lehman Brothers Treas    3.10     6/4/2010    USD      3.10
Lehman Brothers Treas    5.00   11/22/2012    EUR      3.10
Lehman Brothers Treas   13.15   10/30/2008    USD      3.10
Lehman Brothers Treas    6.00     8/7/2013    EUR      3.10
Glitnir HF               5.24   12/22/2010    USD     27.13
Lehman Brothers Treas    6.25     9/5/2011    EUR      3.10
Lehman Brothers Treas    4.00    8/11/2010    USD     14.00
Lehman Brothers Treas    2.30     6/6/2013    USD      3.10
Lehman Brothers Treas   11.00     5/9/2020    USD      3.10
Lehman Brothers Treas    4.30     6/4/2012    USD      3.10
Lehman Brothers Treas    4.00     6/5/2011    USD      3.10
Lehman Brothers Treas    7.25    6/20/2010    USD      3.10
Lehman Brothers Treas    7.00    9/20/2011    USD      3.10
Goldman Sachs Interna    5.00   12/20/2015    EUR      0.96
Immigon Portfolioabba    0.96     7/3/2019    EUR     57.50
Lehman Brothers Treas    4.10    8/23/2010    USD      3.10
Lehman Brothers Treas    6.70    4/21/2011    USD      3.10
Lehman Brothers Treas    4.82   12/18/2036    EUR      3.10
Lehman Brothers Treas    3.00    9/12/2036    JPY     14.00
Lehman Brothers Treas    4.68   12/12/2045    EUR      3.10
Lehman Brothers Treas    5.25     4/1/2023    EUR      3.10
Lehman Brothers Treas    2.40    6/20/2011    JPY      3.10
Immigon Portfolioabba    1.47    5/18/2020    EUR     51.00
Immigon Portfolioabba    1.47    5/18/2020    EUR     51.50
Svensk Exportkredit A    0.50    6/28/2022    ZAR     52.99
HSBC Bank PLC            0.50    12/2/2022    AUD     75.44
Municipality Finance     0.50   11/21/2018    TRY     72.33
HSBC Bank PLC            0.50     2/2/2023    AUD     74.79
DZ Bank AG Deutsche Z    9.00    3/29/2016    EUR     74.93
Bank Julius Baer & Co   11.40    9/22/2016    CHF     74.40
Vontobel Financial Pr   10.45    3/29/2016    EUR     74.40
Vontobel Financial Pr   11.85     1/6/2016    EUR     74.78
Goldman Sachs & Co We   23.00   12/23/2015    EUR     70.90
Goldman Sachs & Co We   22.00    8/24/2016    EUR     73.84
Bank Julius Baer & Co   10.00    8/12/2016    EUR     57.25
Vontobel Financial Pr    5.35   12/16/2016    EUR     70.62
Commerzbank AG          12.75    6/23/2016    EUR     74.25
Commerzbank AG          13.50    6/23/2016    EUR     73.63
Commerzbank AG          10.25    6/23/2016    EUR     61.23
Commerzbank AG          10.75    6/23/2016    EUR     60.99
Commerzbank AG          11.25    6/23/2016    EUR     60.75
Commerzbank AG           9.25    6/23/2016    EUR     70.20
Commerzbank AG           9.75    6/23/2016    EUR     69.86
Commerzbank AG          10.25    6/23/2016    EUR     69.54
Commerzbank AG          10.50    6/23/2016    EUR     73.32
Commerzbank AG          11.00    6/23/2016    EUR     72.98
Commerzbank AG          11.50    6/23/2016    EUR     72.64
Leonteq Securities AG    9.40    8/17/2016    EUR     71.87
Banque Cantonale Vaud    8.25    8/17/2016    EUR     69.47
Vontobel Financial Pr    5.10    12/2/2016    EUR     68.06
Vontobel Financial Pr   22.80    8/26/2016    EUR     67.14
DZ Bank AG Deutsche Z    7.25    3/29/2016    EUR     69.73
Deutsche Bank AG         4.20    6/21/2016    EUR     73.50
Deutsche Bank AG         4.20    9/20/2016    EUR     74.10
Deutsche Bank AG         5.20    9/20/2016    EUR     75.00
Deutsche Bank AG         5.20    9/20/2016    EUR     71.40
Deutsche Bank AG         4.20    9/20/2016    EUR     70.60
Deutsche Bank AG         6.20    9/20/2016    EUR     72.20
Deutsche Bank AG         4.20   12/20/2016    EUR     74.70
Deutsche Bank AG         5.20   12/20/2016    EUR     72.40
Deutsche Bank AG         6.20   12/20/2016    EUR     73.40
Deutsche Bank AG         4.20   12/20/2016    EUR     71.30
Deutsche Bank AG         5.20    3/22/2016    EUR     61.80
Deutsche Bank AG         6.20    3/22/2016    EUR     62.10
Deutsche Bank AG         4.20    3/22/2016    EUR     61.50
Deutsche Bank AG         6.20    3/22/2016    EUR     59.10
Deutsche Bank AG         5.20    3/22/2016    EUR     58.80
Deutsche Bank AG         4.20    3/22/2016    EUR     58.50
Deutsche Bank AG         4.20    3/22/2016    EUR     73.40
Deutsche Bank AG         5.20    3/21/2017    EUR     66.10
Deutsche Bank AG         7.20    3/21/2017    EUR     68.80
Deutsche Bank AG         7.20    3/21/2017    EUR     66.00
Deutsche Bank AG         5.20    3/21/2017    EUR     63.30
Deutsche Bank AG         5.20    3/21/2017    EUR     60.70
Deutsche Bank AG         7.20    3/21/2017    EUR     63.40
Deutsche Bank AG         5.20    6/21/2016    EUR     63.70
Deutsche Bank AG         4.20    6/21/2016    EUR     63.10
Deutsche Bank AG         6.20    6/21/2016    EUR     64.20
Deutsche Bank AG         5.20    6/21/2016    EUR     60.60
Deutsche Bank AG         6.20    6/21/2016    EUR     61.10
Deutsche Bank AG         6.20    9/20/2016    EUR     65.20
Deutsche Bank AG         5.20    9/20/2016    EUR     64.40
Deutsche Bank AG         4.20    9/20/2016    EUR     63.60
Deutsche Bank AG         6.20    9/20/2016    EUR     62.20
Deutsche Bank AG         5.20    9/20/2016    EUR     61.40
Deutsche Bank AG         6.20   12/20/2016    EUR     66.30
Deutsche Bank AG         5.20   12/20/2016    EUR     65.20
Deutsche Bank AG         4.20   12/20/2016    EUR     64.20
Deutsche Bank AG         5.20   12/20/2016    EUR     62.40
Deutsche Bank AG         6.20   12/20/2016    EUR     63.40
Deutsche Bank AG         5.20    3/21/2017    EUR     73.30
Deutsche Bank AG         5.20    7/20/2016    EUR     73.80
Deutsche Bank AG         5.20    8/24/2016    EUR     74.10
Deutsche Bank AG         5.20   10/26/2016    EUR     74.60
Deutsche Bank AG         5.20   11/23/2016    EUR     74.70
Deutsche Bank AG         5.20    7/20/2016    EUR     63.90
Deutsche Bank AG         7.20    7/20/2016    EUR     65.20
Deutsche Bank AG         7.20    7/20/2016    EUR     62.10
Deutsche Bank AG         5.20    7/20/2016    EUR     60.80
Deutsche Bank AG         7.20    7/20/2016    EUR     59.30
Deutsche Bank AG         5.20    8/24/2016    EUR     64.20
Deutsche Bank AG         7.20    8/24/2016    EUR     65.70
Deutsche Bank AG         7.20    8/24/2016    EUR     62.70
Deutsche Bank AG         5.20    8/24/2016    EUR     61.20
Deutsche Bank AG         7.20    8/24/2016    EUR     59.90
Deutsche Bank AG         5.20   10/26/2016    EUR     64.70
Deutsche Bank AG         7.20   10/26/2016    EUR     66.60
Deutsche Bank AG         5.20   10/26/2016    EUR     61.80
Deutsche Bank AG         7.20   10/26/2016    EUR     63.60
Deutsche Bank AG         7.20   10/26/2016    EUR     60.90
Deutsche Bank AG         5.20   10/26/2016    EUR     59.10
Deutsche Bank AG         7.20   11/23/2016    EUR     67.00
Deutsche Bank AG         5.20   11/23/2016    EUR     65.00
Deutsche Bank AG         5.20   11/23/2016    EUR     62.10
Deutsche Bank AG         7.20   11/23/2016    EUR     64.00
Deutsche Bank AG         5.20   11/23/2016    EUR     59.40
Deutsche Bank AG         7.20   11/23/2016    EUR     61.30
Deutsche Bank AG         5.20     7/6/2016    EUR     74.20
Deutsche Bank AG         7.20     7/6/2016    EUR     71.80
Deutsche Bank AG         5.20     7/6/2016    EUR     70.60
Deutsche Bank AG         5.20    8/24/2016    EUR     74.70
Deutsche Bank AG         7.20    8/24/2016    EUR     72.60
Deutsche Bank AG         5.20    8/24/2016    EUR     71.10
Deutsche Bank AG         5.20   10/26/2016    EUR     71.80
Deutsche Bank AG         7.20   10/26/2016    EUR     73.60
Deutsche Bank AG         7.20   11/23/2016    EUR     74.00
Deutsche Bank AG         5.20   11/23/2016    EUR     72.10
DZ Bank AG Deutsche Z    6.60   12/21/2015    EUR     74.46
DZ Bank AG Deutsche Z    9.10   12/21/2015    EUR     72.14
DZ Bank AG Deutsche Z    8.30    3/21/2016    EUR     73.79
DZ Bank AG Deutsche Z    6.30   12/21/2015    EUR     65.91
DZ Bank AG Deutsche Z    4.90    3/21/2016    EUR     66.45
DZ Bank AG Deutsche Z    6.60    3/21/2016    EUR     65.03
DZ Bank AG Deutsche Z    5.50    6/20/2016    EUR     65.73
DZ Bank AG Deutsche Z    7.00    6/20/2016    EUR     64.74
DZ Bank AG Deutsche Z    8.70    6/20/2016    EUR     63.92
DZ Bank AG Deutsche Z    5.20    9/19/2016    EUR     66.26
DZ Bank AG Deutsche Z    6.10    9/19/2016    EUR     65.25
DZ Bank AG Deutsche Z    7.60    9/19/2016    EUR     64.77
DZ Bank AG Deutsche Z    6.50    6/20/2016    EUR     64.66
DZ Bank AG Deutsche Z    6.00    9/19/2016    EUR     65.60
DZ Bank AG Deutsche Z    6.75    9/19/2016    EUR     66.20
Notenstein La Roche P    6.34    8/19/2016    CHF     72.17
Vontobel Financial Pr    6.75    8/26/2016    EUR     71.11
DekaBank Deutsche Gir    5.40    8/12/2016    EUR     67.62
DZ Bank AG Deutsche Z    6.70   12/21/2015    EUR     69.10
DZ Bank AG Deutsche Z    5.80    6/20/2016    EUR     68.60
DZ Bank AG Deutsche Z    5.60    9/19/2016    EUR     69.16
Goldman Sachs & Co We    4.00    6/22/2016    EUR     73.01
Goldman Sachs & Co We    5.00    8/24/2016    EUR     73.97
Goldman Sachs & Co We    5.00   12/21/2016    EUR     74.61
Goldman Sachs & Co We   12.00    3/23/2016    EUR     64.10
Goldman Sachs & Co We   11.00    4/20/2016    EUR     64.50
Goldman Sachs & Co We   11.00    4/20/2016    EUR     64.50
Goldman Sachs & Co We    5.00    5/25/2016    EUR     60.71
Goldman Sachs & Co We    7.00   12/21/2016    EUR     64.53
Goldman Sachs & Co We   17.00   12/23/2015    EUR     69.65
Goldman Sachs & Co We   13.00    5/25/2016    EUR     73.91
Goldman Sachs & Co We   12.00    4/20/2016    EUR     72.85
Goldman Sachs & Co We    8.00    7/20/2016    EUR     72.50
Goldman Sachs & Co We   10.00    7/20/2016    EUR     73.77
Goldman Sachs & Co We   10.00    8/24/2016    EUR     74.55
Goldman Sachs & Co We   10.00    8/24/2016    EUR     74.55
Goldman Sachs & Co We    8.00    9/21/2016    EUR     73.55
Goldman Sachs & Co We    6.00   12/21/2016    EUR     72.89
Goldman Sachs & Co We    8.00   12/21/2016    EUR     75.00
Goldman Sachs & Co We    8.00   12/21/2016    EUR     75.00
Vontobel Financial Pr   13.95    9/23/2016    EUR     73.65
Vontobel Financial Pr   11.70   12/23/2016    EUR     74.72
LBBW                     4.50    8/26/2016    EUR     64.17
LBBW                     5.50    8/26/2016    EUR     63.52
LBBW                     2.50    8/26/2016    EUR     67.09
LBBW                     3.50    8/26/2016    EUR     64.85
LBBW                     3.00    8/26/2016    EUR     65.88
LBBW                     4.00    8/26/2016    EUR     64.64
LBBW                     5.00    8/26/2016    EUR     63.48
LBBW                     3.50    8/26/2016    EUR     74.04
LBBW                     4.50    8/26/2016    EUR     72.87
LBBW                     5.50    8/26/2016    EUR     71.91
LBBW                     6.50    8/26/2016    EUR     71.13
UBS AG/London            8.25    8/19/2016    CHF     71.65
Vontobel Financial Pr   21.40    9/23/2016    EUR     67.49
Vontobel Financial Pr    9.00   12/23/2016    EUR     69.97
Vontobel Financial Pr    7.10   12/23/2016    EUR     71.10
Vontobel Financial Pr   11.15   12/23/2016    EUR     69.34
Vontobel Financial Pr   13.30   12/23/2016    EUR     68.93
Vontobel Financial Pr   15.45   12/23/2016    EUR     68.73
Vontobel Financial Pr   13.00    9/23/2016    EUR     71.58
Vontobel Financial Pr    8.80   12/23/2016    EUR     73.10
Vontobel Financial Pr    6.85   12/23/2016    EUR     74.14
Vontobel Financial Pr   10.80   12/23/2016    EUR     72.33
Vontobel Financial Pr   15.60    9/23/2016    EUR     70.93
Vontobel Financial Pr   23.55    2/26/2016    EUR     61.46
Leonteq Securities AG   15.80   11/28/2016    CHF     68.69
Banque Cantonale Vaud   16.90    8/19/2016    EUR     74.96
UBS AG                   5.50    9/23/2016    EUR     71.60
Goldman Sachs & Co We   23.00   12/23/2015    EUR     58.95
Goldman Sachs & Co We    8.00    4/20/2016    EUR     66.92
Goldman Sachs & Co We    7.00    6/22/2016    EUR     69.00
Goldman Sachs & Co We   21.00    3/23/2016    EUR     61.23
Goldman Sachs & Co We   16.00    3/23/2016    EUR     62.48
Goldman Sachs & Co We   22.00    6/22/2016    EUR     62.81
Goldman Sachs & Co We    7.00    7/20/2016    EUR     69.37
Goldman Sachs & Co We   20.00    7/20/2016    EUR     63.23
Goldman Sachs & Co We   21.00    8/24/2016    EUR     63.67
Vontobel Financial Pr    7.05    8/26/2016    EUR     71.85
BNP Paribas Emissions    6.50   12/22/2016    EUR     74.70
BNP Paribas Emissions   10.00   12/22/2016    EUR     70.28
BNP Paribas Emissions   11.00   12/22/2016    EUR     69.55
BNP Paribas Emissions    6.00   12/24/2015    EUR     74.24
BNP Paribas Emissions    8.50   12/24/2015    EUR     71.56
BNP Paribas Emissions   17.00   12/24/2015    EUR     64.71
BNP Paribas Emissions   25.00   12/24/2015    EUR     61.07
BNP Paribas Emissions    7.50    3/24/2016    EUR     73.10
BNP Paribas Emissions    9.00    3/24/2016    EUR     69.82
BNP Paribas Emissions   17.00    3/24/2016    EUR     64.80
BNP Paribas Emissions    6.00    6/23/2016    EUR     74.90
BNP Paribas Emissions    7.50    6/23/2016    EUR     73.22
BNP Paribas Emissions    9.00    6/23/2016    EUR     70.53
BNP Paribas Emissions   11.00    6/23/2016    EUR     68.39
BNP Paribas Emissions   15.00    6/23/2016    EUR     66.71
BNP Paribas Emissions    6.50    9/22/2016    EUR     73.69
BNP Paribas Emissions    8.00    9/22/2016    EUR     71.54
BNP Paribas Emissions    9.50    9/22/2016    EUR     69.64
BNP Paribas Emissions    5.00   12/24/2015    EUR     68.48
BNP Paribas Emissions   12.00   12/24/2015    EUR     61.35
BNP Paribas Emissions    5.00    3/24/2016    EUR     68.73
BNP Paribas Emissions    6.50    3/24/2016    EUR     65.56
BNP Paribas Emissions   10.00    3/24/2016    EUR     63.30
BNP Paribas Emissions   13.00    3/24/2016    EUR     61.17
BNP Paribas Emissions    4.00    6/23/2016    EUR     70.49
BNP Paribas Emissions    6.00    6/23/2016    EUR     67.94
BNP Paribas Emissions    7.50    6/23/2016    EUR     65.37
BNP Paribas Emissions   10.00    6/23/2016    EUR     63.62
BNP Paribas Emissions   13.00    6/23/2016    EUR     62.40
BNP Paribas Emissions   16.00    6/23/2016    EUR     61.42
BNP Paribas Emissions    4.00    9/22/2016    EUR     70.56
BNP Paribas Emissions    5.00    9/22/2016    EUR     67.89
BNP Paribas Emissions    9.00    9/22/2016    EUR     64.87
BNP Paribas Emissions   11.00    9/22/2016    EUR     63.70
BNP Paribas Emissions    4.00   12/22/2016    EUR     70.56
BNP Paribas Emissions    5.00   12/22/2016    EUR     68.31
BNP Paribas Emissions    6.50   12/22/2016    EUR     66.80
BNP Paribas Emissions    8.00   12/22/2016    EUR     65.51
BNP Paribas Emissions    9.50   12/22/2016    EUR     64.42
BNP Paribas Emissions    8.50   12/24/2015    EUR     71.09
BNP Paribas Emissions    6.00    3/24/2016    EUR     73.97
BNP Paribas Emissions    7.50    3/24/2016    EUR     72.48
BNP Paribas Emissions    9.00    3/24/2016    EUR     71.08
BNP Paribas Emissions   12.00    3/24/2016    EUR     68.51
BNP Paribas Emissions   16.00    3/24/2016    EUR     66.56
BNP Paribas Emissions    7.50    6/23/2016    EUR     73.57
BNP Paribas Emissions   13.00    6/23/2016    EUR     69.88
BNP Paribas Emissions    6.50    9/22/2016    EUR     74.40
BNP Paribas Emissions    8.50    9/22/2016    EUR     72.63
BNP Paribas Emissions   10.00    9/22/2016    EUR     72.24
BNP Paribas Emissions   11.00    9/22/2016    EUR     71.51
BNP Paribas Emissions   12.00    9/22/2016    EUR     70.83
BNP Paribas Emissions    7.00   12/22/2016    EUR     74.28
BNP Paribas Emissions    7.50   12/22/2016    EUR     73.22
BNP Paribas Emissions    9.50   12/22/2016    EUR     72.31
BNP Paribas Emissions   10.00   12/22/2016    EUR     71.41
BNP Paribas Emissions    9.00    3/24/2016    EUR     66.83
BNP Paribas Emissions   16.00    3/24/2016    EUR     61.42
BNP Paribas Emissions   13.00    6/23/2016    EUR     63.34
BNP Paribas Emissions    7.00    9/22/2016    EUR     67.71
BNP Paribas Emissions    7.00   12/22/2016    EUR     68.61
BNP Paribas Emissions   10.00   12/22/2016    EUR     65.54
BNP Paribas Emissions   19.00   12/24/2015    EUR     69.70
BNP Paribas Emissions   16.00    3/24/2016    EUR     72.87
BNP Paribas Emissions   21.00   12/24/2015    EUR     74.42
BNP Paribas Emissions   25.00   12/24/2015    EUR     71.77
BNP Paribas Emissions   21.00    3/24/2016    EUR     73.36
BNP Paribas Emissions   16.00    6/23/2016    EUR     74.63
BNP Paribas Emissions   19.00   12/24/2015    EUR     73.29
UniCredit Bank AG        4.00   12/22/2016    EUR     63.42
UniCredit Bank AG        4.00   12/22/2016    EUR     73.65
UniCredit Bank AG        4.00   12/22/2016    EUR     72.88
UniCredit Bank AG        4.00   12/22/2016    EUR     68.27
UniCredit Bank AG        4.00   12/22/2016    EUR     58.96
UniCredit Bank AG        4.00   12/22/2016    EUR     74.43
UniCredit Bank AG        4.00   12/22/2016    EUR     71.79
UniCredit Bank AG        4.00   12/22/2016    EUR     61.88
UniCredit Bank AG        4.00   12/22/2016    EUR     69.92
Vontobel Financial Pr   10.70    6/24/2016    EUR     62.31
Vontobel Financial Pr    8.00    6/24/2016    EUR     64.19
Vontobel Financial Pr    7.30    9/23/2016    EUR     64.88
Vontobel Financial Pr    9.45    9/23/2016    EUR     63.44
Vontobel Financial Pr    5.35    9/23/2016    EUR     66.78
Goldman Sachs & Co We    3.00    8/24/2016    EUR     72.51
Goldman Sachs & Co We    6.00    8/24/2016    EUR     74.71
Goldman Sachs & Co We    3.00    9/21/2016    EUR     72.53
Goldman Sachs & Co We   11.00    9/21/2016    EUR     63.80
Goldman Sachs & Co We   13.00    3/23/2016    EUR     68.84
Goldman Sachs & Co We    8.00    4/20/2016    EUR     67.86
Goldman Sachs & Co We   10.00    4/20/2016    EUR     68.64
Goldman Sachs & Co We   11.00    7/20/2016    EUR     71.10
Goldman Sachs & Co We   11.00    7/20/2016    EUR     71.10
Goldman Sachs & Co We    9.00   12/21/2016    EUR     72.97
Goldman Sachs & Co We    9.00   12/21/2016    EUR     72.97
Goldman Sachs & Co We    6.00    3/22/2017    EUR     70.87
Vontobel Financial Pr   10.45    9/23/2016    EUR     69.33
Goldman Sachs & Co We   20.00    2/24/2016    EUR     74.14
Goldman Sachs & Co We   25.00    3/23/2016    EUR     72.38
Goldman Sachs & Co We   23.00    4/20/2016    EUR     73.52
Goldman Sachs & Co We   21.00    5/25/2016    EUR     74.73
Goldman Sachs & Co We   22.00    6/22/2016    EUR     73.96
Goldman Sachs & Co We   20.00    7/20/2016    EUR     74.39
Goldman Sachs & Co We    8.00   12/23/2015    EUR     64.80
Goldman Sachs & Co We    5.00    2/24/2016    EUR     69.04
Goldman Sachs & Co We   14.00    3/23/2016    EUR     61.86
Goldman Sachs & Co We    8.00    7/20/2016    EUR     66.64
Goldman Sachs & Co We    8.00    6/22/2016    EUR     66.14
Goldman Sachs & Co We    6.00   12/21/2016    EUR     70.33
Goldman Sachs & Co We   10.00   12/21/2016    EUR     65.83
Goldman Sachs & Co We    7.00   12/21/2016    EUR     68.27
Goldman Sachs & Co We    9.00    4/20/2016    EUR     72.15
Leonteq Securities AG    8.01    8/10/2016    EUR     70.31
Vontobel Financial Pr    5.90    12/9/2016    EUR     74.61
Vontobel Financial Pr    6.80    12/9/2016    EUR     73.88
Vontobel Financial Pr    8.70    12/9/2016    EUR     72.69
Vontobel Financial Pr   10.70    12/9/2016    EUR     71.83
Vontobel Financial Pr   11.70    12/9/2016    EUR     71.48
Vontobel Financial Pr   12.70    12/9/2016    EUR     71.17
Vontobel Financial Pr   14.75    12/9/2016    EUR     70.77
UBS AG/London            8.25     8/7/2017    EUR     72.28
UBS AG                   8.80    2/12/2016    EUR     66.92
UBS AG                  10.30    2/12/2016    EUR     62.52
DekaBank Deutsche Gir    4.75    1/20/2017    EUR     65.33
DZ Bank AG Deutsche Z    5.60   12/21/2015    EUR     63.36
DZ Bank AG Deutsche Z    6.70   12/21/2015    EUR     73.24
DZ Bank AG Deutsche Z    7.80   12/21/2015    EUR     72.06
Commerzbank AG          11.00    7/22/2016    EUR     68.24
Commerzbank AG           5.00    7/22/2016    EUR     66.41
Vontobel Financial Pr    7.50    8/26/2016    EUR     69.28
Vontobel Financial Pr    7.50    8/26/2016    EUR     73.92
Zurcher Kantonalbank     6.00    8/18/2016    EUR     72.46
LBBW                     3.60   12/23/2016    EUR     66.83
DZ Bank AG Deutsche Z    6.50    9/23/2016    EUR     59.65
DZ Bank AG Deutsche Z    6.50    9/23/2016    EUR     71.68
DZ Bank AG Deutsche Z    7.50    8/26/2016    EUR     66.34
Vontobel Financial Pr    7.00    8/26/2016    EUR     67.91
Vontobel Financial Pr   13.35    6/24/2016    EUR     73.45
Vontobel Financial Pr   11.00    9/23/2016    EUR     74.61
Vontobel Financial Pr   14.80    9/23/2016    EUR     73.35
Vontobel Financial Pr   12.50   12/23/2016    EUR     74.49
Vontobel Financial Pr   12.25    9/23/2016    EUR     73.70
Goldman Sachs & Co We    3.00    6/22/2016    EUR     72.45
Goldman Sachs & Co We    5.00    7/20/2016    EUR     73.75
Goldman Sachs & Co We    4.00    8/24/2016    EUR     73.24
Goldman Sachs & Co We    4.00    9/21/2016    EUR     73.34
Goldman Sachs & Co We    3.00   12/21/2016    EUR     72.49
Goldman Sachs & Co We    4.00    3/22/2017    EUR     73.81
Goldman Sachs & Co We    4.00    6/21/2017    EUR     71.88
Goldman Sachs & Co We    5.00    6/21/2017    EUR     73.43
Goldman Sachs & Co We    6.00    6/21/2017    EUR     74.99
Goldman Sachs & Co We   11.00    3/23/2016    EUR     68.22
Goldman Sachs & Co We   11.00    3/23/2016    EUR     68.22
Goldman Sachs & Co We   11.00    4/20/2016    EUR     69.02
Goldman Sachs & Co We   12.00    5/25/2016    EUR     70.04
Goldman Sachs & Co We   11.00    6/22/2016    EUR     70.35
Goldman Sachs & Co We   11.00    6/22/2016    EUR     70.35
Goldman Sachs & Co We   10.00    9/21/2016    EUR     71.95
Goldman Sachs & Co We    3.00    3/22/2017    EUR     67.00
Vontobel Financial Pr   19.20    3/29/2016    EUR     56.91
Vontobel Financial Pr   10.00   12/23/2016    EUR     70.10
Vontobel Financial Pr    8.10   12/23/2016    EUR     70.87
Commerzbank AG           4.50     9/9/2016    EUR     74.51
IS-Broker OOO           15.00    6/21/2017    RUB     60.00
Goldman Sachs & Co We    6.00   12/23/2015    EUR     64.68
LBBW                     2.50    8/26/2016    EUR     73.91
LBBW                     4.00    8/26/2016    EUR     71.43
LBBW                     5.50    8/26/2016    EUR     69.86
LBBW                     3.00    8/26/2016    EUR     67.34
LBBW                     5.00    8/26/2016    EUR     64.41
LBBW                     2.50    8/26/2016    EUR     65.13
LBBW                     3.50    8/26/2016    EUR     63.26
LBBW                     4.50    8/26/2016    EUR     62.15
LBBW                     3.50    8/25/2017    EUR     73.47
LBBW                     4.50    8/25/2017    EUR     72.19
LBBW                     2.50    8/25/2017    EUR     66.02
LBBW                     3.50    8/25/2017    EUR     64.25
LBBW                     4.50    8/25/2017    EUR     63.01
LBBW                     3.00    8/25/2017    EUR     69.25
LBBW                     4.50    8/25/2017    EUR     66.72
LBBW                     3.00    8/25/2017    EUR     73.43
Vontobel Financial Pr    4.15   12/23/2016    EUR     67.44
Leonteq Securities AG   15.00    11/7/2016    CHF     46.49
Leonteq Securities AG   12.00    11/7/2016    CHF     72.69
Notenstein La Roche P    4.00    1/31/2017    EUR     66.68
Commerzbank AG           6.00    6/23/2016    EUR     73.66
DZ Bank AG Deutsche Z    5.10   12/21/2015    EUR     73.15
DZ Bank AG Deutsche Z    5.30    3/21/2016    EUR     74.03
DZ Bank AG Deutsche Z    5.80    6/20/2016    EUR     74.72
DZ Bank AG Deutsche Z    4.80    9/19/2016    EUR     74.81
Credit Suisse AG/Nass    5.50     8/3/2017    EUR     70.59
Bank Julius Baer & Co    9.05    2/13/2017    EUR     73.00
Credit Suisse AG/Nass    7.00    8/12/2016    EUR     68.92
Vontobel Financial Pr    7.00    9/23/2016    EUR     71.26
Vontobel Financial Pr    5.10    9/23/2016    EUR     73.08
Vontobel Financial Pr    4.25    9/23/2016    EUR     74.16
Vontobel Financial Pr    9.50    6/24/2016    EUR     69.59
Vontobel Financial Pr    8.10    6/24/2016    EUR     70.44
Vontobel Financial Pr    7.65    7/22/2016    EUR     70.72
Vontobel Financial Pr    8.90    7/22/2016    EUR     69.91
Vontobel Financial Pr    9.10    9/23/2016    EUR     69.87
Vontobel Financial Pr    8.00    9/23/2016    EUR     70.50
Vontobel Financial Pr    6.40    12/9/2016    EUR     71.87
Vontobel Financial Pr    8.15    12/9/2016    EUR     70.64
Vontobel Financial Pr   14.90    12/9/2016    EUR     68.59
Vontobel Financial Pr    4.05    12/9/2016    EUR     74.42
Vontobel Financial Pr    6.40    3/18/2016    EUR     66.25
Vontobel Financial Pr    7.15     9/9/2016    EUR     71.17
Vontobel Financial Pr    9.70    3/18/2016    EUR     63.21
Vontobel Financial Pr    4.30     9/9/2016    EUR     74.13
Vontobel Financial Pr   12.50    6/17/2016    EUR     63.10
Vontobel Financial Pr    9.45     9/9/2016    EUR     69.84
Vontobel Financial Pr    5.15    3/11/2016    EUR     67.55
Vontobel Financial Pr    8.40    3/11/2016    EUR     64.24
Vontobel Financial Pr    6.90    6/10/2016    EUR     67.11
Vontobel Financial Pr    4.60    6/10/2016    EUR     69.97
Vontobel Financial Pr    4.75     9/9/2016    EUR     70.05
Vontobel Financial Pr    6.65     9/9/2016    EUR     67.74
Vontobel Financial Pr   15.95    6/13/2016    EUR     66.83
Vontobel Financial Pr    6.60    3/11/2016    EUR     70.25
Vontobel Financial Pr    4.60    6/10/2016    EUR     73.67
DZ Bank AG Deutsche Z    5.25    8/26/2016    EUR     73.21
DZ Bank AG Deutsche Z    8.50    8/26/2016    EUR     70.90
DZ Bank AG Deutsche Z   12.50   12/28/2015    EUR     74.17
DZ Bank AG Deutsche Z   13.50    3/29/2016    EUR     74.52
Vontobel Financial Pr    6.00     9/2/2016    EUR     68.07
Vontobel Financial Pr    8.30    3/11/2016    EUR     68.93
Vontobel Financial Pr   10.20    3/11/2016    EUR     67.74
Vontobel Financial Pr   12.20    3/11/2016    EUR     66.65
DZ Bank AG Deutsche Z   11.25   12/28/2015    EUR     55.24
DZ Bank AG Deutsche Z    8.75    3/29/2016    EUR     56.98
DZ Bank AG Deutsche Z    8.50    6/24/2016    EUR     58.41
DZ Bank AG Deutsche Z    6.25    8/26/2016    EUR     60.38
DZ Bank AG Deutsche Z   11.00    8/26/2016    EUR     69.13
DZ Bank AG Deutsche Z    7.00    9/23/2016    EUR     59.06
Vontobel Financial Pr   14.35    3/11/2016    EUR     65.69
Vontobel Financial Pr   16.55   12/18/2015    EUR     64.08
UniCredit Bank AG        4.80    9/22/2016    EUR     73.13
UniCredit Bank AG        4.70    9/22/2016    EUR     73.40
UniCredit Bank AG        4.40    9/22/2016    EUR     74.21
UniCredit Bank AG        5.40    9/22/2016    EUR     71.54
UniCredit Bank AG        4.90    9/22/2016    EUR     72.85
UniCredit Bank AG        5.10    9/22/2016    EUR     72.33
UniCredit Bank AG        4.50    9/22/2016    EUR     73.95
UniCredit Bank AG        5.90    9/22/2016    EUR     70.31
UniCredit Bank AG        6.70    9/22/2016    EUR     68.45
UniCredit Bank AG        4.20    9/22/2016    EUR     74.77
UniCredit Bank AG        5.70    9/22/2016    EUR     70.79
UniCredit Bank AG        6.40    9/22/2016    EUR     69.12
UniCredit Bank AG        5.20    9/22/2016    EUR     72.07
UniCredit Bank AG        5.60    9/22/2016    EUR     71.04
UniCredit Bank AG        5.30    9/22/2016    EUR     71.81
UniCredit Bank AG        6.80    9/22/2016    EUR     68.25
UniCredit Bank AG        4.60    9/22/2016    EUR     73.67
UniCredit Bank AG        6.10    9/22/2016    EUR     69.82
UniCredit Bank AG        6.00    9/22/2016    EUR     70.06
UniCredit Bank AG        5.80    9/22/2016    EUR     70.54
UniCredit Bank AG        6.30    9/22/2016    EUR     69.35
UniCredit Bank AG        5.50    9/22/2016    EUR     71.30
UniCredit Bank AG        6.60    9/22/2016    EUR     68.67
UniCredit Bank AG        5.00    9/22/2016    EUR     72.58
UniCredit Bank AG        6.90    9/22/2016    EUR     68.01
UniCredit Bank AG        6.50    9/22/2016    EUR     68.90
UniCredit Bank AG        6.20    9/22/2016    EUR     69.59
UniCredit Bank AG        4.30    9/22/2016    EUR     74.50
Commerzbank AG           6.00    2/25/2016    EUR     62.88
Commerzbank AG          12.00    1/21/2016    EUR     72.02
Commerzbank AG          10.00    7/21/2016    EUR     72.63
Commerzbank AG           8.00    7/21/2016    EUR     71.19
Commerzbank AG           8.50    7/21/2016    EUR     60.00
Vontobel Financial Pr    9.85    9/16/2016    EUR     67.80
UniCredit Bank AG        6.00   12/22/2016    EUR     73.37
UniCredit Bank AG        5.00   12/22/2016    EUR     74.64
UniCredit Bank AG        5.50   12/22/2016    EUR     73.97
DZ Bank AG Deutsche Z    6.30   12/21/2015    EUR     64.82
DZ Bank AG Deutsche Z    5.30    3/21/2016    EUR     65.56
DZ Bank AG Deutsche Z    5.10    3/21/2016    EUR     73.97
DZ Bank AG Deutsche Z   10.75   12/21/2015    EUR     68.69
DZ Bank AG Deutsche Z    8.75   12/21/2015    EUR     68.58
DZ Bank AG Deutsche Z    8.25    3/21/2016    EUR     74.78
DZ Bank AG Deutsche Z    8.50    6/20/2016    EUR     73.86
DZ Bank AG Deutsche Z    7.75    6/20/2016    EUR     73.44
DZ Bank AG Deutsche Z    8.00    9/19/2016    EUR     74.89
DZ Bank AG Deutsche Z    7.25    9/19/2016    EUR     74.29
DZ Bank AG Deutsche Z   10.25   12/21/2015    EUR     56.13
DZ Bank AG Deutsche Z    9.50    6/20/2016    EUR     66.31
DZ Bank AG Deutsche Z    8.50    6/20/2016    EUR     65.76
DZ Bank AG Deutsche Z    9.75    9/19/2016    EUR     68.61
UBS AG                   6.00    9/23/2016    EUR     71.30
UBS AG                   5.50    6/24/2016    EUR     70.71
UBS AG                   7.00    9/23/2016    EUR     70.12
UBS AG                   6.00    9/23/2016    EUR     74.09
Vontobel Financial Pr    9.25    6/24/2016    EUR     63.30
Vontobel Financial Pr    9.25    6/24/2016    EUR     74.58
Vontobel Financial Pr    6.75    6/24/2016    EUR     65.02
Vontobel Financial Pr    4.55    6/24/2016    EUR     67.20
Vontobel Financial Pr    8.80    7/22/2016    EUR     63.65
Vontobel Financial Pr    6.45    7/22/2016    EUR     65.24
Vontobel Financial Pr    4.45    7/22/2016    EUR     67.31
Vontobel Financial Pr    8.05    9/23/2016    EUR     64.33
Vontobel Financial Pr    6.05    9/23/2016    EUR     65.73
Vontobel Financial Pr    4.30    9/23/2016    EUR     67.57
Vontobel Financial Pr    8.80    7/22/2016    EUR     74.89
Vontobel Financial Pr   10.15    7/22/2016    EUR     73.96
BNP Paribas Emissions   21.00   12/24/2015    EUR     72.21
Vontobel Financial Pr    5.10    3/29/2016    EUR     70.36
Vontobel Financial Pr   25.85    3/29/2016    EUR     59.15
Vontobel Financial Pr   17.65    6/24/2016    EUR     63.15
Vontobel Financial Pr   14.50    9/23/2016    EUR     64.64
Vontobel Financial Pr   12.55   12/23/2016    EUR     66.04
Vontobel Financial Pr    8.65   12/23/2016    EUR     67.80
Vontobel Financial Pr   15.75    3/29/2016    EUR     61.92
DZ Bank AG Deutsche Z    6.50   12/23/2016    EUR     61.78
DZ Bank AG Deutsche Z    7.50    6/24/2016    EUR     69.52
DZ Bank AG Deutsche Z    8.25   12/23/2016    EUR     69.26
DZ Bank AG Deutsche Z   16.00    8/26/2016    EUR     59.00
LBBW                     2.90    8/23/2019    EUR     74.35
Vontobel Financial Pr   14.25    3/29/2016    EUR     68.37
Vontobel Financial Pr    9.45    3/29/2016    EUR     71.45
Vontobel Financial Pr    9.60    6/24/2016    EUR     71.81
Vontobel Financial Pr   13.00    6/24/2016    EUR     69.35
Vontobel Financial Pr   11.00    9/23/2016    EUR     70.87
Vontobel Financial Pr    8.50    9/23/2016    EUR     73.10
Vontobel Financial Pr    7.65   12/23/2016    EUR     74.27
Vontobel Financial Pr   10.00   12/23/2016    EUR     72.59
Commerzbank AG           6.00    1/21/2016    EUR     74.54
UBS AG/London            7.49    8/24/2016    USD     36.39
DZ Bank AG Deutsche Z    6.25   12/23/2016    EUR     72.97
UBS AG/London           11.25    6/24/2016    EUR     72.13
WGZ-Bank AG Westdeuts    3.50     2/7/2017    EUR     74.26
Leonteq Securities AG   10.00    12/8/2016    CHF     66.22
Leonteq Securities AG   12.80    12/8/2016    USD     72.19
Commerzbank AG           1.00   11/28/2016    EUR     53.35
DZ Bank AG Deutsche Z   12.75   10/28/2016    EUR     71.03
BNP Paribas Emissions   21.00    6/23/2016    EUR     73.95
BNP Paribas Emissions   29.00    3/24/2016    EUR     72.55
Polski Bank Spoldziel    4.78    6/22/2021    PLN     75.00
Lehman Brothers Treas    5.25   11/21/2009    USD      3.10
HSBC Trinkaus & Burkh    3.00    1/29/2016    EUR     74.68
Vontobel Financial Pr    8.00    9/29/2017    EUR     57.01
UniCredit Bank AG        5.40    6/30/2017    EUR     69.27
Leonteq Securities AG    5.50    1/25/2016    EUR     69.16
Zurcher Kantonalbank     3.78    1/25/2016    CHF     44.08
UBS AG                   8.00   12/29/2015    EUR     68.66
UBS AG                   7.75   12/29/2015    EUR     71.33
UBS AG                  10.00   12/29/2015    EUR     55.85
UBS AG                   6.75   12/29/2015    EUR     43.63
UBS AG                  14.75   12/29/2015    EUR     45.54
UBS AG                  13.00   12/29/2015    EUR     45.37
UBS AG                   7.50   12/29/2015    EUR     39.79
UBS AG                   5.50   12/29/2015    EUR     67.75
Leonteq Securities AG    5.25    2/26/2016    CHF     52.48
Leonteq Securities AG    3.90     3/1/2016    EUR     47.41
Leonteq Securities AG    3.10     3/1/2016    EUR     22.24
Vontobel Financial Pr    4.45    4/15/2016    EUR     66.70
Leonteq Securities AG    4.50     4/4/2016    EUR     24.52
Zurcher Kantonalbank     4.25    4/19/2016    CHF     66.71
LBBW                     3.00    6/24/2016    EUR     54.48
Leonteq Securities AG    5.00    5/23/2016    CHF     55.31
Leonteq Securities AG    5.80    5/23/2016    CHF     30.49
Notenstein La Roche P    6.00    5/24/2016    EUR     44.47
2C Partners SA           9.50    3/17/2017    PLN     72.05
Lehman Brothers Treas    8.28    3/26/2009    USD      3.10
Lehman Brothers Treas    6.85   12/22/2008    EUR      3.10
Lehman Brothers Treas    7.60    3/26/2009    EUR      3.10
Lehman Brothers Treas    7.55   12/29/2008    USD      3.10
Delta-Finance OOO       10.00   12/17/2020    RUB     60.03
SG Issuer SA             5.50    4/10/2021    EUR     64.93
BNP Paribas Emissions    3.45    6/30/2022    EUR     71.69
DekaBank Deutsche Gir    3.05    3/25/2025    EUR     69.59
2C Partners SA           9.25    5/12/2017    PLN     69.90
Araratbank OJSC          8.50    6/13/2016    USD     25.64
LBBW                     3.50    9/23/2016    EUR     57.40
LBBW                     4.25    3/29/2016    EUR     69.60
LBBW                     5.00    3/29/2016    EUR     44.05
UBS AG                   9.00   12/29/2015    EUR     49.17
Goldman Sachs & Co We    8.00   12/23/2015    EUR     74.41
Goldman Sachs & Co We    8.00   12/23/2015    EUR     66.43
Goldman Sachs & Co We    8.00   12/23/2015    EUR     73.91
Goldman Sachs & Co We    7.00   12/23/2015    EUR     46.16
Goldman Sachs & Co We    8.00   12/23/2015    EUR     55.69
Goldman Sachs & Co We   10.00   12/23/2015    EUR     50.07
Goldman Sachs & Co We   11.00   12/23/2015    EUR     46.79
Goldman Sachs & Co We    8.00   12/23/2015    EUR     68.73
Goldman Sachs & Co We   11.00   12/23/2015    EUR     63.37
Goldman Sachs & Co We    5.00   12/23/2015    EUR     64.62
Goldman Sachs & Co We    7.00   12/23/2015    EUR     61.52
Goldman Sachs & Co We   10.00   12/23/2015    EUR     51.95
Goldman Sachs & Co We    8.00   12/23/2015    EUR     70.01
Goldman Sachs & Co We    9.00   12/23/2015    EUR     64.63
UBS AG                   6.75   12/29/2015    EUR     61.06
Barclays Bank PLC       11.50   10/10/2018    SEK     65.42
DZ Bank AG Deutsche Z    3.50    9/30/2016    EUR     46.72
LBBW                     4.80    7/22/2016    EUR     42.00
LBBW                     4.50    6/24/2016    EUR     41.15
Zurcher Kantonalbank     5.02   10/28/2016    CHF     71.81
Notenstein La Roche P    7.40   10/31/2016    CHF     40.71
LBBW                     3.30   12/23/2016    EUR     54.00
LBBW                     4.60    6/24/2016    EUR     65.02
LBBW                     4.80    6/24/2016    EUR     68.09
UBS AG                  14.75   12/29/2015    EUR     74.74
LBBW                     4.45    6/24/2016    EUR     70.93
UBS AG                  14.00   12/29/2015    EUR     70.27
UBS AG                  11.50   12/29/2015    EUR     55.79
UBS AG                  13.50   12/29/2015    EUR     71.74
UBS AG                  14.00   12/29/2015    EUR     50.62
UBS AG                  12.75   12/29/2015    EUR     57.01
UBS AG                  13.50   12/29/2015    EUR     54.17
UBS AG                   5.50   12/29/2015    EUR     52.31
UBS AG                   5.00   12/29/2015    EUR     54.86
UBS AG                  10.75   12/29/2015    EUR     63.82
UBS AG                   6.75   12/29/2015    EUR     47.92
UBS AG                   8.50   12/29/2015    EUR     73.34
UBS AG                  14.75   12/29/2015    EUR     52.74
UBS AG                  14.00   12/29/2015    EUR     54.91
UBS AG                  11.50   12/29/2015    EUR     60.89
UBS AG                  10.00   12/29/2015    EUR     67.07
UBS AG                   4.50   12/29/2015    EUR     57.68
UBS AG                   9.50   12/29/2015    EUR     69.41
UBS AG                  12.25   12/29/2015    EUR     57.37
UBS AG                  10.50   12/29/2015    EUR     65.89
UBS AG                   9.50   12/29/2015    EUR     65.17
UBS AG                  14.50   12/29/2015    EUR     51.58
UBS AG                  12.25   12/29/2015    EUR     59.87
UBS AG                  13.75   12/29/2015    EUR     53.61
UBS AG                   8.75   12/29/2015    EUR     72.62
UBS AG                   6.00   12/29/2015    EUR     50.00
UBS AG                   5.75   12/29/2015    EUR     69.77
Societe Generale Effe    4.00    6/26/2017    EUR     50.54
Leonteq Securities AG    6.20    7/15/2016    EUR     60.19
Province of Teramo It    0.15   12/30/2030    EUR     73.82
Leonteq Securities AG    6.00     1/7/2016    EUR     31.41
Leonteq Securities AG    7.00    1/22/2016    CHF     25.76
Lehman Brothers Treas   10.00     1/4/2010    USD      3.10
DZ Bank AG Deutsche Z    6.00   12/11/2015    EUR     63.29
DZ Bank AG Deutsche Z    5.25   12/11/2015    EUR     63.27
BNP Paribas Emissions    4.25    1/21/2016    EUR     73.40
Goldman Sachs & Co We   11.00    3/23/2016    EUR     35.73
Goldman Sachs & Co We    9.00    3/23/2016    EUR     36.98
Goldman Sachs & Co We    9.00    3/23/2016    EUR     36.98
Goldman Sachs & Co We    9.00    3/23/2016    EUR     36.98
Notenstein La Roche P    5.50    9/26/2016    CHF     60.10
Notenstein La Roche P    5.00    9/26/2016    CHF     59.25
DZ Bank AG Deutsche Z    5.60    3/30/2017    EUR     40.22
Goldman Sachs & Co We    7.00    3/23/2016    EUR     70.46
Goldman Sachs & Co We    7.00    3/23/2016    EUR     70.46
Goldman Sachs & Co We    8.00    3/23/2016    EUR     70.77
Goldman Sachs & Co We    8.00    3/23/2016    EUR     70.77
Leonteq Securities AG   20.00   12/29/2015    CHF     23.25
Deutsche Bank AG         5.50   12/22/2015    EUR     64.48
Deutsche Bank AG         4.50   12/22/2015    EUR     64.41
Deutsche Bank AG         4.50   12/22/2015    EUR     70.43
UniCredit Bank AG        4.00   10/14/2019    EUR     50.36
Vontobel Financial Pr    6.95   12/28/2015    EUR     68.09
Vontobel Financial Pr    8.00   12/28/2015    EUR     35.15
Vontobel Financial Pr    7.65   12/28/2015    EUR     62.59
DZ Bank AG Deutsche Z    2.80   12/23/2015    EUR     62.12
DZ Bank AG Deutsche Z    4.00   12/23/2015    EUR     58.91
DZ Bank AG Deutsche Z    5.30   12/23/2015    EUR     56.06
DZ Bank AG Deutsche Z    4.80   12/23/2015    EUR     46.14
DZ Bank AG Deutsche Z    6.90   12/23/2015    EUR     74.74
DZ Bank AG Deutsche Z    5.10   12/23/2015    EUR     46.81
DZ Bank AG Deutsche Z    5.10   12/23/2015    EUR     44.75
DZ Bank AG Deutsche Z    4.40   12/23/2015    EUR     42.49
DZ Bank AG Deutsche Z    2.20   12/23/2015    EUR     54.21
DZ Bank AG Deutsche Z    3.50   12/23/2015    EUR     51.14
DZ Bank AG Deutsche Z    4.00   12/23/2015    EUR     71.34
DZ Bank AG Deutsche Z    6.40   12/23/2015    EUR     66.35
DZ Bank AG Deutsche Z    3.70   12/23/2015    EUR     73.60
DZ Bank AG Deutsche Z    5.20   12/23/2015    EUR     75.00
DZ Bank AG Deutsche Z    5.20   12/23/2015    EUR     71.59
DZ Bank AG Deutsche Z    4.20   12/23/2015    EUR     68.35
DZ Bank AG Deutsche Z    2.70   12/23/2015    EUR     44.56
DZ Bank AG Deutsche Z    4.60   12/23/2015    EUR     42.65
DZ Bank AG Deutsche Z    3.20   12/23/2015    EUR     42.56
DZ Bank AG Deutsche Z    4.50   12/23/2015    EUR     56.56
DZ Bank AG Deutsche Z    5.10   12/23/2015    EUR     53.98
DZ Bank AG Deutsche Z    4.90   12/23/2015    EUR     51.48
DZ Bank AG Deutsche Z    6.00   12/11/2015    EUR     63.29
DZ Bank AG Deutsche Z    4.90   12/11/2015    EUR     65.70
HSBC Trinkaus & Burkh    6.40   12/28/2015    EUR     65.15
Notenstein La Roche P    8.00    10/3/2016    CHF     35.28
Vontobel Financial Pr    4.55   12/28/2015    EUR     69.70
Vontobel Financial Pr    7.45   12/28/2015    EUR     40.27
Vontobel Financial Pr    7.10   12/28/2015    EUR     73.72
Vontobel Financial Pr    3.30   12/28/2015    EUR     69.60
Vontobel Financial Pr    6.45   12/28/2015    EUR     71.46
Vontobel Financial Pr    5.40   12/28/2015    EUR     73.51
DZ Bank AG Deutsche Z    6.25   12/11/2015    EUR     61.91
Leonteq Securities AG   11.20   12/29/2015    CHF     47.60
Leonteq Securities AG    8.20   12/29/2015    CHF     57.59
PKVIT OOO               11.00   10/14/2020    RUB     63.03
LBBW                     4.25    6/24/2016    EUR     66.06
UBS AG                  13.75   12/29/2015    EUR     74.13
UBS AG                  22.75   12/29/2015    EUR     44.80
UBS AG                  22.50   12/29/2015    EUR     74.19
UBS AG                  21.00   12/29/2015    EUR     62.55
UBS AG                  17.25   12/29/2015    EUR     65.37
UBS AG                  12.75   12/29/2015    EUR     67.09
UBS AG                  19.75   12/29/2015    EUR     50.23
UBS AG                  14.50   12/29/2015    EUR     60.16
UBS AG                  20.50   12/29/2015    EUR     44.71
UBS AG                  15.75   12/29/2015    EUR     57.82
UBS AG                  12.00   12/29/2015    EUR     65.54
UBS AG                  18.50   12/29/2015    EUR     59.76
UBS AG                   4.00   12/29/2015    EUR     57.49
UBS AG                  20.75   12/29/2015    EUR     55.31
UBS AG                  14.50   12/29/2015    EUR     68.51
UBS AG                  19.75   12/29/2015    EUR     55.53
UBS AG                  20.50   12/29/2015    EUR     59.04
UBS AG                  19.75   12/29/2015    EUR     57.45
UBS AG                  22.75   12/29/2015    EUR     49.47
UBS AG                  13.50   12/29/2015    EUR     71.54
UBS AG                  22.75   12/29/2015    EUR     60.85
UBS AG                   7.00   12/29/2015    EUR     63.46
UBS AG                  23.00   12/29/2015    EUR     68.78
UBS AG                  22.25   12/29/2015    EUR     62.47
UBS AG                  15.00   12/29/2015    EUR     72.34
UBS AG                  22.25   12/29/2015    EUR     39.96
UBS AG                  19.50   12/29/2015    EUR     67.03
UBS AG                   6.25   12/29/2015    EUR     66.13
UBS AG                  14.50   12/29/2015    EUR     62.80
UBS AG                  16.25   12/29/2015    EUR     58.22
UBS AG                  16.25   12/29/2015    EUR     58.76
UBS AG                  15.25   12/29/2015    EUR     61.69
UBS AG                  24.00   12/29/2015    EUR     60.90
UBS AG                  23.25   12/29/2015    EUR     68.50
UBS AG                  20.75   12/29/2015    EUR     72.60
UBS AG                   5.75   12/29/2015    EUR     69.07
UBS AG                   9.50   12/29/2015    EUR     54.73
UBS AG                  23.00   12/29/2015    EUR     48.75
UBS AG                   5.25   12/29/2015    EUR     72.30
Barclays Bank PLC        4.17     1/5/2017    EUR     29.51
Barclays Bank PLC        4.17     1/5/2017    EUR     42.32
Leonteq Securities AG    6.89   12/30/2015    USD     55.34
LBBW                     4.00    7/22/2016    EUR     66.43
Goldman Sachs & Co We    6.00    4/20/2016    EUR     62.53
Goldman Sachs & Co We   13.00    2/24/2016    EUR     63.24
Goldman Sachs & Co We    8.00    4/20/2016    EUR     63.31
Goldman Sachs & Co We    7.00    5/25/2016    EUR     63.54
Goldman Sachs & Co We   12.00    6/22/2016    EUR     64.08
Goldman Sachs & Co We   12.00    6/22/2016    EUR     64.08
Goldman Sachs & Co We    6.00    5/25/2016    EUR     45.24
Goldman Sachs & Co We    8.00    5/25/2016    EUR     46.20
Bank Julius Baer & Co    7.50    4/29/2016    USD     72.45
Leonteq Securities AG   12.40     5/6/2016    CHF     42.54
Leonteq Securities AG   10.00     5/6/2016    USD     73.06
Leonteq Securities AG   20.00     2/5/2016    CHF     54.59
Notenstein La Roche P    5.20    11/4/2016    EUR     57.49
Vontobel Financial Pr    5.10    5/27/2016    EUR     53.38
Vontobel Financial Pr    6.50    5/27/2016    EUR     56.58
LBBW                     3.00    6/28/2019    EUR     70.50
DZ Bank AG Deutsche Z    4.90    3/21/2016    EUR     59.50
Commerzbank AG           4.40    4/29/2019    EUR     70.78
Bank Julius Baer & Co    4.90     5/6/2016    CHF     72.85
DZ Bank AG Deutsche Z    5.75    6/24/2016    EUR     61.40
DZ Bank AG Deutsche Z    5.75    3/29/2016    EUR     60.51
Landesbank Hessen-Thu    4.00    8/15/2016    EUR     65.30
Landesbank Hessen-Thu    4.00     6/5/2019    EUR     69.04
Vontobel Financial Pr    7.00    5/27/2016    EUR     56.35
Deutsche Bank AG         5.14    4/26/2016    EUR     65.50
DZ Bank AG Deutsche Z   12.75   12/21/2015    EUR     50.09
DZ Bank AG Deutsche Z   10.25   12/21/2015    EUR     49.95
DZ Bank AG Deutsche Z   10.00    3/21/2016    EUR     52.42
DZ Bank AG Deutsche Z   10.25    6/20/2016    EUR     54.70
DZ Bank AG Deutsche Z    4.80    6/20/2016    EUR     70.81
DZ Bank AG Deutsche Z    6.90    6/20/2016    EUR     61.35
Vontobel Financial Pr    7.05     1/5/2016    EUR     60.68
Commerzbank AG           3.25    4/21/2016    EUR     74.85
Commerzbank AG           4.00    4/21/2016    EUR     73.21
Commerzbank AG           5.00    4/21/2016    EUR     71.77
Commerzbank AG           5.75    4/21/2016    EUR     70.26
Commerzbank AG           6.75    4/21/2016    EUR     68.91
Commerzbank AG           8.00    4/21/2016    EUR     67.59
Commerzbank AG           9.00    4/21/2016    EUR     66.54
Commerzbank AG           3.50    4/21/2016    EUR     55.94
Commerzbank AG           4.25    4/21/2016    EUR     54.68
Commerzbank AG           5.00    4/21/2016    EUR     53.48
Commerzbank AG           6.00    4/21/2016    EUR     52.47
Commerzbank AG           7.00    4/21/2016    EUR     51.51
Commerzbank AG           8.00    4/21/2016    EUR     50.64
Commerzbank AG           9.00    4/21/2016    EUR     49.82
Commerzbank AG          10.25    4/21/2016    EUR     49.17
Commerzbank AG           4.50    4/21/2016    EUR     63.48
Commerzbank AG           5.25    4/21/2016    EUR     62.12
Commerzbank AG           6.25    4/21/2016    EUR     60.89
Commerzbank AG           7.25    4/21/2016    EUR     59.78
Commerzbank AG           8.25    4/21/2016    EUR     58.73
Commerzbank AG           9.25    4/21/2016    EUR     57.75
Commerzbank AG           4.00    4/21/2016    EUR     65.32
Commerzbank AG           5.00    4/21/2016    EUR     63.98
Commerzbank AG           5.75    4/21/2016    EUR     62.63
Commerzbank AG           6.75    4/21/2016    EUR     61.46
Commerzbank AG           7.75    4/21/2016    EUR     60.36
Commerzbank AG           9.00    4/21/2016    EUR     59.43
HSBC Trinkaus & Burkh   10.00     7/1/2016    EUR     57.40
Leonteq Securities AG    7.00    5/18/2016    CHF     64.82
Vontobel Financial Pr   11.35   12/28/2015    EUR     65.26
Vontobel Financial Pr    9.25    6/24/2016    EUR     66.64
Vontobel Financial Pr    9.25    6/24/2016    EUR     66.64
Vontobel Financial Pr    6.05    5/27/2016    EUR     62.46
Vontobel Financial Pr    9.15    3/29/2016    EUR     67.38
Vontobel Financial Pr    8.15    3/29/2016    EUR     52.18
Vontobel Financial Pr    9.90   12/28/2015    EUR     50.24
Vontobel Financial Pr   12.85   12/28/2015    EUR     55.81
Vontobel Financial Pr   10.30    3/29/2016    EUR     58.23
Vontobel Financial Pr    8.60    6/24/2016    EUR     52.76
UniCredit Bank AG        5.20    5/24/2016    EUR     54.63
Vontobel Financial Pr   12.60   12/28/2015    EUR     55.79
Commerzbank AG           7.25    4/21/2016    EUR     69.92
Commerzbank AG           9.25    4/21/2016    EUR     67.19
Commerzbank AG          11.50    4/21/2016    EUR     64.91
Commerzbank AG           6.75    4/21/2016    EUR     51.33
Commerzbank AG           9.25    4/21/2016    EUR     49.41
Commerzbank AG           5.25    4/21/2016    EUR     61.52
Commerzbank AG           7.75    4/21/2016    EUR     57.91
Commerzbank AG          11.00    4/21/2016    EUR     55.25
Commerzbank AG           6.75    4/21/2016    EUR     71.41
Commerzbank AG           8.50    4/21/2016    EUR     69.24
Commerzbank AG          10.50    4/21/2016    EUR     67.40
Commerzbank AG           6.00    4/21/2016    EUR     72.36
Commerzbank AG           8.00    4/21/2016    EUR     69.68
Bank Julius Baer & Co   13.70    5/13/2016    USD     44.65
Vontobel Financial Pr   14.35   12/28/2015    EUR     51.84
Vontobel Financial Pr   10.95    6/24/2016    EUR     56.58
Goldman Sachs & Co We   16.00   12/23/2015    EUR     46.51
Goldman Sachs & Co We   12.00    4/20/2016    EUR     58.33
Goldman Sachs & Co We   12.00    5/25/2016    EUR     59.10
Goldman Sachs & Co We   12.00    5/25/2016    EUR     59.10
Goldman Sachs & Co We   12.00    6/22/2016    EUR     60.02
Goldman Sachs & Co We    8.00    5/25/2016    EUR     73.16
Goldman Sachs & Co We   23.00   12/23/2015    EUR     43.46
Goldman Sachs & Co We    8.00    5/25/2016    EUR     54.41
Goldman Sachs & Co We   22.00    5/25/2016    EUR     74.74
HSBC Trinkaus & Burkh    5.75    8/26/2016    EUR     59.20
Notenstein La Roche P    4.00     5/8/2018    CHF     63.12
LBBW                     4.00    1/22/2016    EUR     52.85
LBBW                     3.00    1/22/2016    EUR     73.56
LBBW                     5.00    1/22/2016    EUR     51.56
LBBW                     4.00    1/22/2016    EUR     71.42
LBBW                     5.00    1/22/2016    EUR     69.41
LBBW                     3.00    1/22/2016    EUR     54.29
LBBW                     3.00    1/22/2016    EUR     61.90
LBBW                     4.00    1/22/2016    EUR     60.27
LBBW                     5.00    1/22/2016    EUR     58.87
LBBW                     3.00   10/28/2016    EUR     64.74
LBBW                     4.50   10/28/2016    EUR     62.10
LBBW                     2.50   10/28/2016    EUR     73.93
LBBW                     3.50   10/28/2016    EUR     71.85
LBBW                     4.50   10/28/2016    EUR     70.39
LBBW                     3.00   10/28/2016    EUR     62.79
LBBW                     4.00   10/28/2016    EUR     61.15
LBBW                     3.00   10/28/2016    EUR     56.98
LBBW                     4.00   10/28/2016    EUR     55.13
LBBW                     5.00   10/28/2016    EUR     53.97
LBBW                     2.50   10/28/2016    EUR     66.88
LBBW                     3.50   10/28/2016    EUR     64.39
LBBW                     4.50   10/28/2016    EUR     62.52
Deutsche Bank AG         9.20    3/22/2016    EUR     63.10
Deutsche Bank AG        11.20    3/22/2016    EUR     63.70
Deutsche Bank AG        11.20    6/21/2016    EUR     67.40
Deutsche Bank AG         8.20    6/21/2016    EUR     61.80
Deutsche Bank AG        11.20    9/20/2016    EUR     68.00
Deutsche Bank AG        11.20    9/20/2016    EUR     66.10
Deutsche Bank AG        11.20    3/22/2016    EUR     65.70
Deutsche Bank AG         8.20    3/22/2016    EUR     62.70
Deutsche Bank AG         9.20    9/20/2016    EUR     68.40
Vontobel Financial Pr    5.40    5/27/2016    EUR     68.14
Deutsche Bank AG         9.20    9/20/2016    EUR     66.40
Deutsche Bank AG         9.20    9/20/2016    EUR     64.50
Deutsche Bank AG         9.20    6/21/2016    EUR     66.30
Deutsche Bank AG         9.20    6/21/2016    EUR     62.30
Deutsche Bank AG         8.20    9/20/2016    EUR     63.70
Deutsche Bank AG         9.20    3/22/2016    EUR     67.30
Deutsche Bank AG        11.20    6/21/2016    EUR     63.50
Deutsche Bank AG         8.20    9/20/2016    EUR     67.50
Deutsche Bank AG         9.20    3/22/2016    EUR     65.10
Deutsche Bank AG        11.20    6/21/2016    EUR     65.40
Deutsche Bank AG        11.20    9/20/2016    EUR     70.00
Deutsche Bank AG        11.20    3/22/2016    EUR     67.90
Deutsche Bank AG         9.20    6/21/2016    EUR     64.20
Deutsche Bank AG         8.20    9/20/2016    EUR     65.60
Deutsche Bank AG         9.20    9/20/2016    EUR     50.90
Deutsche Bank AG         8.20    9/20/2016    EUR     48.40
Deutsche Bank AG         8.20    3/22/2016    EUR     46.10
Deutsche Bank AG         8.20    3/22/2016    EUR     47.90
Deutsche Bank AG         9.20    6/21/2016    EUR     47.00
Vontobel Financial Pr    7.05     1/5/2016    EUR     59.46
Deutsche Bank AG        11.20    3/22/2016    EUR     48.90
Deutsche Bank AG         9.20    3/22/2016    EUR     46.40
Deutsche Bank AG        11.20    6/21/2016    EUR     49.90
Deutsche Bank AG        11.20    3/22/2016    EUR     47.10
Deutsche Bank AG         8.20    6/21/2016    EUR     48.20
Deutsche Bank AG         8.20    6/21/2016    EUR     46.40
Deutsche Bank AG         9.20    9/20/2016    EUR     49.20
Deutsche Bank AG         9.20    6/21/2016    EUR     48.70
Deutsche Bank AG        11.20    9/20/2016    EUR     52.60
Deutsche Bank AG        11.20    6/21/2016    EUR     48.10
Deutsche Bank AG         8.20    9/20/2016    EUR     50.10
Deutsche Bank AG        11.20    9/20/2016    EUR     50.90
Deutsche Bank AG         9.20    3/22/2016    EUR     48.20
Deutsche Bank AG         8.20    3/22/2016    EUR     53.90
Deutsche Bank AG         9.20    6/21/2016    EUR     58.30
Deutsche Bank AG         9.20    9/20/2016    EUR     60.60
Deutsche Bank AG        11.20    9/20/2016    EUR     62.20
Deutsche Bank AG         9.20    9/20/2016    EUR     58.40
Deutsche Bank AG         8.20    9/20/2016    EUR     57.60
Deutsche Bank AG        11.20    3/22/2016    EUR     54.90
Deutsche Bank AG         8.20    6/21/2016    EUR     55.60
Deutsche Bank AG         8.20    9/20/2016    EUR     59.70
Deutsche Bank AG        11.20    9/20/2016    EUR     60.00
Deutsche Bank AG         9.20    3/22/2016    EUR     56.40
Deutsche Bank AG         9.20    3/22/2016    EUR     54.20
Deutsche Bank AG        11.20    6/21/2016    EUR     59.50
Deutsche Bank AG        11.20    6/21/2016    EUR     57.30
Deutsche Bank AG         9.20    6/21/2016    EUR     56.10
Deutsche Bank AG        11.20    3/22/2016    EUR     57.10
HSBC Trinkaus & Burkh    7.60    6/24/2016    EUR     59.99
HSBC Trinkaus & Burkh   12.20    9/23/2016    EUR     56.90
HSBC Trinkaus & Burkh   10.40    9/23/2016    EUR     57.85
HSBC Trinkaus & Burkh    7.10    9/23/2016    EUR     60.71
HSBC Trinkaus & Burkh   10.20    2/26/2016    EUR     55.84
HSBC Trinkaus & Burkh    9.80    5/27/2016    EUR     57.57
HSBC Trinkaus & Burkh   10.90    6/24/2016    EUR     65.97
HSBC Trinkaus & Burkh   12.20    9/23/2016    EUR     65.83
HSBC Trinkaus & Burkh    9.70    9/23/2016    EUR     67.49
HSBC Trinkaus & Burkh    7.40    9/23/2016    EUR     69.77
HSBC Trinkaus & Burkh    7.90   12/23/2016    EUR     69.74
HSBC Trinkaus & Burkh    8.50    5/27/2016    EUR     68.54
HSBC Trinkaus & Burkh   11.40    6/24/2016    EUR     49.05
HSBC Trinkaus & Burkh   11.40    9/23/2016    EUR     50.16
HSBC Trinkaus & Burkh    6.30    9/23/2016    EUR     53.24
HSBC Trinkaus & Burkh    6.90   12/23/2016    EUR     53.25
HSBC Trinkaus & Burkh    8.40    5/27/2016    EUR     50.40
HSBC Trinkaus & Burkh    7.20    6/24/2016    EUR     62.38
HSBC Trinkaus & Burkh    9.30    9/23/2016    EUR     60.98
HSBC Trinkaus & Burkh    6.70    9/23/2016    EUR     63.75
HSBC Trinkaus & Burkh    7.30   12/23/2016    EUR     63.09
HSBC Trinkaus & Burkh    8.20    5/27/2016    EUR     59.99
HSBC Trinkaus & Burkh    7.20    6/24/2016    EUR     74.47
HSBC Trinkaus & Burkh   13.20    3/25/2016    EUR     62.14
HSBC Trinkaus & Burkh    9.70    6/24/2016    EUR     65.90
HSBC Trinkaus & Burkh    6.30    6/24/2016    EUR     70.46
HSBC Trinkaus & Burkh   10.90    3/25/2016    EUR     58.51
HSBC Trinkaus & Burkh    8.00    6/24/2016    EUR     61.45
Vontobel Financial Pr    4.25    3/11/2016    EUR     57.96
Vontobel Financial Pr   10.55    3/11/2016    EUR     50.98
Vontobel Financial Pr    8.05    6/10/2016    EUR     54.64
Vontobel Financial Pr    4.80    6/10/2016    EUR     58.82
Vontobel Financial Pr    8.20    3/11/2016    EUR     52.95
Vontobel Financial Pr    9.95    6/10/2016    EUR     53.10
Vontobel Financial Pr    6.35    6/10/2016    EUR     56.53
Vontobel Financial Pr    9.40    5/27/2016    EUR     54.57
Vontobel Financial Pr    8.05   12/11/2015    EUR     64.64
Vontobel Financial Pr    8.60    3/11/2016    EUR     64.60
Vontobel Financial Pr   10.35    3/11/2016    EUR     63.03
Vontobel Financial Pr    8.80    6/10/2016    EUR     66.67
Vontobel Financial Pr    9.00     9/9/2016    EUR     64.40
DZ Bank AG Deutsche Z    5.50    3/21/2016    EUR     70.06
DZ Bank AG Deutsche Z    5.60    6/20/2016    EUR     68.75
DZ Bank AG Deutsche Z    6.20    6/20/2016    EUR     67.76
DZ Bank AG Deutsche Z    7.40   12/21/2015    EUR     53.50
DZ Bank AG Deutsche Z    6.90    3/21/2016    EUR     55.19
DZ Bank AG Deutsche Z    6.70    6/20/2016    EUR     56.42
Societe Generale SA      9.00    4/29/2016    CHF     54.35
Vontobel Financial Pr   10.25    6/10/2016    EUR     57.09
Vontobel Financial Pr    5.40   12/18/2015    EUR     56.35
Vontobel Financial Pr    6.90    3/18/2016    EUR     55.72
Vontobel Financial Pr    4.35    6/17/2016    EUR     60.68
Vontobel Financial Pr    9.20    3/29/2016    EUR     54.45
Vontobel Financial Pr    9.00    6/24/2016    EUR     56.20
Notenstein Finance Gu    7.19     5/6/2019    EUR     46.04
Vontobel Financial Pr    3.80    3/11/2016    EUR     54.60
Vontobel Financial Pr    7.80    3/11/2016    EUR     49.39
Bank Julius Baer & Co    3.70    5/13/2016    CHF     67.30
DZ Bank AG Deutsche Z    5.50    9/23/2016    EUR     49.79
Vontobel Financial Pr   10.00    5/27/2016    EUR     59.32
DZ Bank AG Deutsche Z    8.50   12/28/2015    EUR     50.02
DekaBank Deutsche Gir    3.00    4/30/2019    EUR     67.73
DZ Bank AG Deutsche Z    7.25    6/20/2016    EUR     62.48
DZ Bank AG Deutsche Z    6.00    6/20/2016    EUR     61.79
DZ Bank AG Deutsche Z    5.00    6/20/2016    EUR     61.24
DZ Bank AG Deutsche Z    5.25    3/21/2016    EUR     62.88
DZ Bank AG Deutsche Z    7.25   12/21/2015    EUR     59.01
DZ Bank AG Deutsche Z    5.00   12/21/2015    EUR     70.18
DZ Bank AG Deutsche Z    6.00    3/21/2016    EUR     67.92
UBS AG                   3.40   11/11/2016    EUR     69.42
UBS AG                   4.40    2/12/2016    EUR     64.58
UBS AG                   6.40    2/12/2016    EUR     61.49
UBS AG                   4.40   11/11/2016    EUR     66.84
UBS AG                   9.30   11/11/2016    EUR     52.10
UBS AG                   5.60   11/11/2016    EUR     64.76
UBS AG                   8.30    2/12/2016    EUR     67.44
Leonteq Securities AG   14.00    5/18/2016    CHF     41.36
Leonteq Securities AG   12.40    5/18/2016    CHF     60.94
UniCredit Bank AG        5.30    6/23/2016    EUR     58.26
UniCredit Bank AG        4.20    6/23/2016    EUR     73.92
UniCredit Bank AG        4.50    6/23/2016    EUR     75.00
UniCredit Bank AG        4.95    6/23/2016    EUR     59.82
UniCredit Bank AG        4.45    6/23/2016    EUR     62.21
UniCredit Bank AG        4.50    6/23/2016    EUR     71.48
UniCredit Bank AG        5.35    6/23/2016    EUR     58.05
UniCredit Bank AG        5.10    6/23/2016    EUR     59.14
UniCredit Bank AG        4.60    6/23/2016    EUR     61.47
UniCredit Bank AG        4.50    6/23/2016    EUR     61.96
UniCredit Bank AG        4.80    6/23/2016    EUR     60.50
UniCredit Bank AG        5.20    6/23/2016    EUR     58.70
UniCredit Bank AG        4.75    6/23/2016    EUR     60.74
UniCredit Bank AG        4.40    6/23/2016    EUR     72.71
UniCredit Bank AG        5.25    6/23/2016    EUR     58.48
UniCredit Bank AG        4.90    6/23/2016    EUR     60.04
UniCredit Bank AG        4.85    6/23/2016    EUR     60.27
UniCredit Bank AG        4.55    6/23/2016    EUR     61.71
UniCredit Bank AG        5.40    6/23/2016    EUR     57.84
UniCredit Bank AG        4.70    6/23/2016    EUR     60.98
UniCredit Bank AG        4.60    6/23/2016    EUR     70.28
UniCredit Bank AG        5.45    6/23/2016    EUR     57.63
UniCredit Bank AG        4.65    6/23/2016    EUR     61.22
UniCredit Bank AG        5.00    6/23/2016    EUR     59.59
UniCredit Bank AG        5.05    6/23/2016    EUR     59.36
UniCredit Bank AG        5.15    6/23/2016    EUR     58.92
EFG International Fin    6.26     5/7/2018    EUR     73.89
Vontobel Financial Pr    9.50    5/27/2016    EUR     57.02
Vontobel Financial Pr    9.50    5/27/2016    EUR     56.76
Vontobel Financial Pr    9.50    5/27/2016    EUR     56.69
Goldman Sachs & Co We   18.00   12/23/2015    EUR     46.66
Goldman Sachs & Co We   20.00    1/20/2016    EUR     46.53
Goldman Sachs & Co We   18.00    2/24/2016    EUR     48.02
Goldman Sachs & Co We   19.00    3/23/2016    EUR     48.10
Goldman Sachs & Co We    7.00    5/25/2016    EUR     56.38
UBS AG/London           10.75     5/9/2016    CHF     62.51
Landesbank Hessen-Thu    7.40    6/12/2020    EUR     73.69
UBS AG/London            7.50     5/9/2016    CHF     72.67
WGZ-Bank AG Westdeuts    5.50    3/17/2016    EUR     73.38
DZ Bank AG Deutsche Z    5.40   12/21/2015    EUR     73.55
DZ Bank AG Deutsche Z    5.80    3/21/2016    EUR     72.33
DZ Bank AG Deutsche Z    5.40    6/20/2016    EUR     72.81
DZ Bank AG Deutsche Z    5.20   12/21/2015    EUR     60.80
DZ Bank AG Deutsche Z    5.10    3/21/2016    EUR     62.03
DZ Bank AG Deutsche Z    5.60    6/20/2016    EUR     64.20
DZ Bank AG Deutsche Z    6.10    6/20/2016    EUR     63.33
Vontobel Financial Pr    6.00    5/27/2016    EUR     47.75
Vontobel Financial Pr    8.65    5/27/2016    EUR     68.43
Vontobel Financial Pr    5.85    5/27/2016    EUR     71.72
Vontobel Financial Pr    6.85    5/27/2016    EUR     61.64
Zurcher Kantonalbank     9.00   11/21/2016    CHF     65.31
LBBW                     3.60    6/22/2018    EUR     64.26
Bank Julius Baer & Co   12.60    5/11/2016    USD     48.95
Credit Suisse AG/Nass    8.25    5/20/2016    USD     71.48
Vontobel Financial Pr    9.05    5/27/2016    EUR     56.85
DZ Bank AG Deutsche Z    6.75    3/29/2016    EUR     55.23
DZ Bank AG Deutsche Z   10.25    3/29/2016    EUR     74.18
DZ Bank AG Deutsche Z   12.00    6/24/2016    EUR     55.82
DZ Bank AG Deutsche Z    8.50    9/23/2016    EUR     58.99
DZ Bank AG Deutsche Z    5.60    6/20/2016    EUR     74.77
DZ Bank AG Deutsche Z    6.90   12/21/2015    EUR     58.42
DZ Bank AG Deutsche Z    5.50    3/21/2016    EUR     60.92
DZ Bank AG Deutsche Z    4.90    6/20/2016    EUR     64.99
DZ Bank AG Deutsche Z    6.30    6/20/2016    EUR     62.21
DZ Bank AG Deutsche Z    6.00   12/21/2015    EUR     59.61
WGZ-Bank AG Westdeuts    2.50    3/22/2016    EUR     62.77
WGZ-Bank AG Westdeuts    3.50    3/22/2016    EUR     59.88
WGZ-Bank AG Westdeuts    4.50    3/22/2016    EUR     57.27
WGZ-Bank AG Westdeuts    5.50    3/22/2016    EUR     56.22
WGZ-Bank AG Westdeuts    6.25    3/22/2016    EUR     55.15
DZ Bank AG Deutsche Z    8.75    3/21/2016    EUR     52.42
DZ Bank AG Deutsche Z    9.25    6/20/2016    EUR     54.66
DZ Bank AG Deutsche Z    9.25    3/21/2016    EUR     52.20
DZ Bank AG Deutsche Z    8.50    3/21/2016    EUR     51.97
DZ Bank AG Deutsche Z    7.50    3/21/2016    EUR     51.66
DZ Bank AG Deutsche Z    9.75    6/20/2016    EUR     54.43
Notenstein La Roche P    9.00   11/22/2016    CHF     38.47
UBS AG/London            8.50    5/13/2016    CHF     57.25
Bank Julius Baer & Co    7.00    5/25/2016    USD     68.70
Bank Julius Baer & Co    6.70    5/25/2016    EUR     70.45
Leonteq Securities AG   11.00    5/26/2016    EUR     61.68
Leonteq Securities AG   10.40    5/26/2016    EUR     63.82
Leonteq Securities AG    9.00    5/18/2016    CHF     66.89
Norddeutsche Landesba    5.00     6/3/2016    EUR     54.37
DZ Bank AG Deutsche Z    5.20   12/21/2015    EUR     71.73
DZ Bank AG Deutsche Z    7.30   12/21/2015    EUR     55.97
DZ Bank AG Deutsche Z    6.70    6/20/2016    EUR     58.85
Vontobel Financial Pr    7.65    5/27/2016    EUR     67.94
UniCredit Bank AG        3.30    6/23/2016    EUR     69.07
Vontobel Financial Pr    5.00    9/30/2016    EUR     61.98
Vontobel Financial Pr    5.70    5/27/2016    EUR     57.59
DZ Bank AG Deutsche Z    7.00    3/29/2016    EUR     47.01
DZ Bank AG Deutsche Z    7.50   12/21/2015    EUR     49.80
DZ Bank AG Deutsche Z    8.50    6/20/2016    EUR     53.74
Bank Julius Baer & Co    9.50    5/27/2016    EUR     56.70
DZ Bank AG Deutsche Z    4.00    5/20/2016    EUR     66.90
WGZ-Bank AG Westdeuts    5.00    6/22/2016    EUR     73.65
WGZ-Bank AG Westdeuts    6.00    6/22/2016    EUR     71.66
Vontobel Financial Pr    2.40    2/26/2016    EUR     67.42
DZ Bank AG Deutsche Z    4.90   12/21/2015    EUR     62.02
HSBC Trinkaus & Burkh   12.60    6/24/2016    EUR     52.20
HSBC Trinkaus & Burkh   11.10    9/23/2016    EUR     53.80
HSBC Trinkaus & Burkh   11.90    2/26/2016    EUR     50.69
HSBC Trinkaus & Burkh   10.90    5/27/2016    EUR     52.78
HSBC Trinkaus & Burkh    9.70    9/23/2016    EUR     52.12
HSBC Trinkaus & Burkh   13.60    3/25/2016    EUR     69.95
HSBC Trinkaus & Burkh    9.20    3/25/2016    EUR     74.37
HSBC Trinkaus & Burkh   12.10    6/24/2016    EUR     71.19
HSBC Trinkaus & Burkh    8.80    6/24/2016    EUR     74.89
HSBC Trinkaus & Burkh   12.70    9/23/2016    EUR     71.10
HSBC Trinkaus & Burkh   10.90    9/23/2016    EUR     72.75
HSBC Trinkaus & Burkh   11.60    1/22/2016    EUR     71.42
HSBC Trinkaus & Burkh   11.00    2/26/2016    EUR     72.25
HSBC Trinkaus & Burkh    9.90    5/27/2016    EUR     73.67
HSBC Trinkaus & Burkh   11.50    9/23/2016    EUR     58.60
HSBC Trinkaus & Burkh   12.00    3/25/2016    EUR     65.59
HSBC Trinkaus & Burkh    8.40    6/24/2016    EUR     69.37
Goldman Sachs & Co We   11.00    4/20/2016    EUR     60.36
Goldman Sachs & Co We   11.00    6/22/2016    EUR     61.85
Goldman Sachs & Co We   11.00    6/22/2016    EUR     61.85
LBBW                     3.00    6/24/2016    EUR     61.01
LBBW                     4.50    6/24/2016    EUR     58.53
LBBW                     3.00    6/24/2016    EUR     73.94
LBBW                     4.00    6/24/2016    EUR     71.83
LBBW                     3.00    6/24/2016    EUR     56.97
LBBW                     4.00    6/24/2016    EUR     55.39
LBBW                     5.00    6/24/2016    EUR     53.95
LBBW                     3.00    6/24/2016    EUR     65.24
LBBW                     4.00    6/24/2016    EUR     63.32
LBBW                     5.00    6/24/2016    EUR     61.86
LBBW                     6.00    6/24/2016    EUR     60.64
Notenstein La Roche P    6.00   11/29/2016    EUR     59.01
Leonteq Securities AG   11.20    8/29/2016    CHF     74.49
Leonteq Securities AG   10.40     9/1/2016    CHF     38.71
Goldman Sachs & Co We   21.00    6/22/2016    EUR     62.75
Goldman Sachs & Co We   14.00    2/24/2016    EUR     50.89
Goldman Sachs & Co We   23.00    2/24/2016    EUR     47.50
Goldman Sachs & Co We   24.00    3/23/2016    EUR     48.09
Goldman Sachs & Co We   15.00    4/20/2016    EUR     51.53
Goldman Sachs & Co We   20.00    4/20/2016    EUR     49.97
Goldman Sachs & Co We   10.00    9/21/2016    EUR     56.40
Goldman Sachs & Co We   13.00    9/21/2016    EUR     54.93
Goldman Sachs & Co We   17.00    9/21/2016    EUR     53.34
UBS AG/London           12.00    5/23/2016    CHF     62.14
Vontobel Financial Pr    7.40    6/24/2016    EUR     70.08
Vontobel Financial Pr    6.60    5/27/2016    EUR     72.09
Vontobel Financial Pr    7.15    3/29/2016    EUR     71.53
DekaBank Deutsche Gir    6.00    6/20/2016    EUR     59.73
LBBW                     2.50   12/22/2017    EUR     71.54
Notenstein La Roche P    8.22   11/25/2016    EUR     62.80
DZ Bank AG Deutsche Z    5.00    6/24/2016    EUR     62.73
DZ Bank AG Deutsche Z    5.00    9/23/2016    EUR     61.54
DZ Bank AG Deutsche Z   10.00    5/27/2016    EUR     73.02
Vontobel Financial Pr    8.50    6/24/2016    EUR     61.17
Vontobel Financial Pr   10.20    6/24/2016    EUR     51.33
Vontobel Financial Pr   10.90    3/29/2016    EUR     49.25
Vontobel Financial Pr    9.00    9/23/2016    EUR     52.77
DZ Bank AG Deutsche Z    6.50    9/19/2016    EUR     54.79
DZ Bank AG Deutsche Z    8.25    6/20/2016    EUR     54.00
DZ Bank AG Deutsche Z    8.00    9/19/2016    EUR     55.39
DZ Bank AG Deutsche Z    7.25    9/19/2016    EUR     54.79
DZ Bank AG Deutsche Z    6.50    9/19/2016    EUR     54.19
DZ Bank AG Deutsche Z    5.10    9/19/2016    EUR     72.20
DZ Bank AG Deutsche Z    5.90    9/19/2016    EUR     69.58
DZ Bank AG Deutsche Z    6.70    9/19/2016    EUR     68.38
DZ Bank AG Deutsche Z    6.40   12/21/2015    EUR     57.16
DZ Bank AG Deutsche Z    5.60    3/21/2016    EUR     58.49
DZ Bank AG Deutsche Z    6.50    3/21/2016    EUR     57.53
DZ Bank AG Deutsche Z    5.50    6/20/2016    EUR     59.40
DZ Bank AG Deutsche Z    4.90    9/19/2016    EUR     60.21
DZ Bank AG Deutsche Z    5.40    9/19/2016    EUR     59.42
DZ Bank AG Deutsche Z    6.00    9/19/2016    EUR     58.70
Bank J Safra Sarasin     5.00    5/26/2016    CHF     71.94
Vontobel Financial Pr    3.95    5/27/2016    EUR     54.09
Deutsche Bank AG         4.20    8/24/2016    EUR     66.20
Deutsche Bank AG         4.20    8/24/2016    EUR     70.80
Deutsche Bank AG         4.20    8/24/2016    EUR     68.40
Deutsche Bank AG         4.20    8/24/2016    EUR     73.30
Deutsche Bank AG         4.20    8/24/2016    EUR     55.00
Deutsche Bank AG         4.20    7/20/2016    EUR     63.60
Deutsche Bank AG         4.20    7/20/2016    EUR     60.10
Deutsche Bank AG         4.20    8/24/2016    EUR     52.60
Deutsche Bank AG         4.20    8/24/2016    EUR     58.60
Deutsche Bank AG         4.20    7/20/2016    EUR     57.30
Deutsche Bank AG         4.20    8/24/2016    EUR     57.60
Deutsche Bank AG         4.20    8/24/2016    EUR     67.00
Deutsche Bank AG         4.20    8/24/2016    EUR     60.40
Deutsche Bank AG         4.20    7/20/2016    EUR     66.70
Deutsche Bank AG         4.20    8/24/2016    EUR     61.10
Deutsche Bank AG         4.20    7/20/2016    EUR     54.70
Deutsche Bank AG         4.20    8/24/2016    EUR     63.90
Deutsche Bank AG         5.20    7/20/2016    EUR     64.40
Deutsche Bank AG         5.20    7/20/2016    EUR     66.50
Deutsche Bank AG         5.20    7/20/2016    EUR     68.80
Deutsche Bank AG         5.20    8/24/2016    EUR     71.50
Deutsche Bank AG         6.20    8/24/2016    EUR     69.90
Deutsche Bank AG         6.20    8/24/2016    EUR     65.50
Deutsche Bank AG         5.20    7/20/2016    EUR     71.20
Deutsche Bank AG         6.20    8/24/2016    EUR     72.30
Deutsche Bank AG         5.20    8/24/2016    EUR     66.90
Deutsche Bank AG         6.20    8/24/2016    EUR     67.70
Deutsche Bank AG         5.20    8/24/2016    EUR     69.20
Deutsche Bank AG         5.20    8/24/2016    EUR     64.80
Deutsche Bank AG         5.20    7/20/2016    EUR     55.30
Deutsche Bank AG         6.20    7/20/2016    EUR     56.00
Deutsche Bank AG         5.20    7/20/2016    EUR     52.90
Deutsche Bank AG         6.20    8/24/2016    EUR     59.10
Deutsche Bank AG         5.20    8/24/2016    EUR     58.30
Deutsche Bank AG         6.20    8/24/2016    EUR     56.50
Deutsche Bank AG         5.20    8/24/2016    EUR     51.20
Deutsche Bank AG         6.20    7/20/2016    EUR     58.60
Deutsche Bank AG         5.20    7/20/2016    EUR     50.70
Deutsche Bank AG         5.20    8/24/2016    EUR     53.40
Deutsche Bank AG         5.20    7/20/2016    EUR     57.90
Deutsche Bank AG         5.20    8/24/2016    EUR     55.70
Deutsche Bank AG         6.20    8/24/2016    EUR     51.90
Deutsche Bank AG         6.20    8/24/2016    EUR     54.10
Deutsche Bank AG         5.20    8/24/2016    EUR     59.30
Deutsche Bank AG         5.20    8/24/2016    EUR     56.90
Deutsche Bank AG         5.20    7/20/2016    EUR     61.40
Deutsche Bank AG         5.20    7/20/2016    EUR     64.20
Deutsche Bank AG         5.20    7/20/2016    EUR     56.50
Deutsche Bank AG         6.20    8/24/2016    EUR     60.00
Deutsche Bank AG         5.20    8/24/2016    EUR     64.70
Deutsche Bank AG         6.20    8/24/2016    EUR     62.60
Deutsche Bank AG         6.20    7/20/2016    EUR     64.90
Deutsche Bank AG         6.20    8/24/2016    EUR     57.70
Deutsche Bank AG         5.20    5/25/2016    EUR     54.70
Deutsche Bank AG         6.20    5/25/2016    EUR     55.20
Deutsche Bank AG         5.20    5/25/2016    EUR     52.20
Deutsche Bank AG         6.20    5/25/2016    EUR     52.70
Deutsche Bank AG         6.20    5/25/2016    EUR     50.50
Deutsche Bank AG         5.20    5/25/2016    EUR     50.00
Deutsche Bank AG         4.20    5/25/2016    EUR     72.50
Deutsche Bank AG         5.20    5/25/2016    EUR     60.70
Deutsche Bank AG         6.20    5/25/2016    EUR     61.20
Deutsche Bank AG         5.20    5/25/2016    EUR     58.10
Deutsche Bank AG         6.20    5/25/2016    EUR     58.60
Deutsche Bank AG         5.20    5/25/2016    EUR     55.70
Deutsche Bank AG         6.20    5/25/2016    EUR     56.20
Deutsche Bank AG         4.20    5/25/2016    EUR     59.70
Deutsche Bank AG         4.20    5/25/2016    EUR     56.80
Deutsche Bank AG         4.20    5/25/2016    EUR     66.10
Deutsche Bank AG         4.20    5/25/2016    EUR     63.00
Deutsche Bank AG         8.20    5/25/2016    EUR     69.60
Deutsche Bank AG         8.20    5/25/2016    EUR     66.80
Deutsche Bank AG         8.20    5/25/2016    EUR     65.20
Deutsche Bank AG         8.20    5/25/2016    EUR     49.50
Deutsche Bank AG         8.20    5/25/2016    EUR     57.20
Deutsche Bank AG         8.20    5/25/2016    EUR     55.00
Deutsche Bank AG         8.20    5/25/2016    EUR     51.50
Deutsche Bank AG         8.20    4/20/2016    EUR     69.80
Deutsche Bank AG         8.20    4/20/2016    EUR     67.50
Deutsche Bank AG         8.20    4/20/2016    EUR     65.40
Deutsche Bank AG         8.20    4/20/2016    EUR     52.60
Deutsche Bank AG         8.20    4/20/2016    EUR     50.50
Deutsche Bank AG         8.20    4/20/2016    EUR     56.80
Deutsche Bank AG         8.20    4/20/2016    EUR     54.50
Deutsche Bank AG         6.20    4/20/2016    EUR     74.10
Deutsche Bank AG         5.20    4/20/2016    EUR     73.70
Deutsche Bank AG         5.20    4/20/2016    EUR     71.10
Deutsche Bank AG         6.20    4/20/2016    EUR     71.50
Deutsche Bank AG         6.20    4/20/2016    EUR     69.10
Deutsche Bank AG         5.20    4/20/2016    EUR     68.70
Deutsche Bank AG         6.20    4/20/2016    EUR     66.80
Deutsche Bank AG         5.20    4/20/2016    EUR     66.40
Deutsche Bank AG         5.20    4/20/2016    EUR     56.30
Deutsche Bank AG         6.20    4/20/2016    EUR     56.70
Deutsche Bank AG         5.20    4/20/2016    EUR     53.70
Deutsche Bank AG         6.20    4/20/2016    EUR     54.10
Deutsche Bank AG         6.20    4/20/2016    EUR     51.80
Deutsche Bank AG         5.20    4/20/2016    EUR     51.40
Deutsche Bank AG         5.20    4/20/2016    EUR     60.60
Deutsche Bank AG         6.20    4/20/2016    EUR     61.00
Deutsche Bank AG         5.20    4/20/2016    EUR     58.00
Deutsche Bank AG         6.20    4/20/2016    EUR     58.40
Deutsche Bank AG         6.20    4/20/2016    EUR     56.00
Deutsche Bank AG         5.20    4/20/2016    EUR     55.60
Deutsche Bank AG         5.20    7/20/2016    EUR     58.80
Deutsche Bank AG         6.20    8/24/2016    EUR     65.40
Deutsche Bank AG         5.20    8/24/2016    EUR     61.90
Deutsche Bank AG         5.20    5/25/2016    EUR     73.00
Deutsche Bank AG         6.20    5/25/2016    EUR     66.30
Deutsche Bank AG         5.20    5/25/2016    EUR     70.50
Deutsche Bank AG         6.20    5/25/2016    EUR     71.00
Deutsche Bank AG         6.20    5/25/2016    EUR     68.60
Deutsche Bank AG         5.20    5/25/2016    EUR     67.60
Deutsche Bank AG         5.20    5/25/2016    EUR     65.90
Deutsche Bank AG         6.20    5/25/2016    EUR     73.50
UBS AG                   7.50    6/24/2016    EUR     58.72
UBS AG                   8.25    6/24/2016    EUR     66.09
UBS AG                   7.25    6/24/2016    EUR     73.83
UBS AG                  10.00    6/24/2016    EUR     50.38
UBS AG                  13.75    6/24/2016    EUR     73.84
Leonteq Securities AG    9.92    5/29/2017    EUR     66.66
UBS AG/London            6.25    5/30/2016    CHF     33.46
UBS AG/London            7.50   11/28/2016    EUR     58.28
Credit Suisse AG/Lond    8.00     6/6/2016    USD     57.90
Vontobel Financial Pr    1.70   12/31/2015    EUR     67.95
Bank Julius Baer & Co    6.30     6/6/2016    USD     68.75
DZ Bank AG Deutsche Z    3.60   12/18/2015    EUR     72.18
DZ Bank AG Deutsche Z    2.50   12/18/2015    EUR     62.60
DZ Bank AG Deutsche Z    4.70    6/20/2016    EUR     74.06
DZ Bank AG Deutsche Z    5.50    3/29/2016    EUR     48.33
DZ Bank AG Deutsche Z    8.50    3/29/2016    EUR     72.52
HSBC Trinkaus & Burkh   14.30    3/25/2016    EUR     47.88
HSBC Trinkaus & Burkh   12.10    3/25/2016    EUR     49.23
HSBC Trinkaus & Burkh   10.90    1/22/2016    EUR     49.45
HSBC Trinkaus & Burkh    9.90    4/22/2016    EUR     51.56
HSBC Trinkaus & Burkh    8.70    1/22/2016    EUR     46.94
HSBC Trinkaus & Burkh    7.90    4/22/2016    EUR     48.71
HSBC Trinkaus & Burkh   10.20   12/28/2015    EUR     54.52
HSBC Trinkaus & Burkh   11.00    3/25/2016    EUR     55.15
HSBC Trinkaus & Burkh    7.20    6/24/2016    EUR     59.78
HSBC Trinkaus & Burkh    7.50    1/22/2016    EUR     57.23
HSBC Trinkaus & Burkh    6.90    4/22/2016    EUR     58.75
HSBC Trinkaus & Burkh    6.20   12/28/2015    EUR     67.52
HSBC Trinkaus & Burkh   12.00    3/25/2016    EUR     62.24
HSBC Trinkaus & Burkh    7.70    6/24/2016    EUR     66.19
HSBC Trinkaus & Burkh    7.80    1/22/2016    EUR     65.65
HSBC Trinkaus & Burkh    7.10    4/22/2016    EUR     67.30
HSBC Trinkaus & Burkh    8.30    6/24/2016    EUR     48.93
HSBC Trinkaus & Burkh   15.00   12/28/2015    EUR     55.07
HSBC Trinkaus & Burkh   12.50    3/25/2016    EUR     57.82
HSBC Trinkaus & Burkh    8.70    1/22/2016    EUR     60.34
HSBC Trinkaus & Burkh    7.70    4/22/2016    EUR     61.87
HSBC Trinkaus & Burkh   10.50   12/28/2015    EUR     67.03
UBS AG/London            4.50     9/9/2016    EUR     63.52
UBS AG/London            3.20   12/11/2015    EUR     64.33
UBS AG/London            7.20   12/11/2015    EUR     57.73
Vontobel Financial Pr    7.00    4/22/2016    EUR     51.28
Vontobel Financial Pr    9.00    4/22/2016    EUR     62.87
Deutsche Bank AG         5.20   12/22/2015    EUR     56.30
Deutsche Bank AG         4.20   12/22/2015    EUR     56.30
Deutsche Bank AG         4.20   12/22/2015    EUR     55.00
Deutsche Bank AG         5.20   12/22/2015    EUR     55.10
Zurcher Kantonalbank     6.28    9/23/2016    CHF     73.27
Zurcher Kantonalbank    10.00    3/24/2016    EUR     50.68
DZ Bank AG Deutsche Z    5.00    3/29/2016    EUR     56.29
DZ Bank AG Deutsche Z    5.25    3/29/2016    EUR     50.85
DZ Bank AG Deutsche Z   10.25    3/29/2016    EUR     48.13
DZ Bank AG Deutsche Z   10.00    6/24/2016    EUR     49.06
DZ Bank AG Deutsche Z   11.50   12/28/2015    EUR     65.88
DZ Bank AG Deutsche Z    5.25    3/29/2016    EUR     69.30
DZ Bank AG Deutsche Z    8.75    3/29/2016    EUR     67.78
DZ Bank AG Deutsche Z   11.00    6/24/2016    EUR     68.62
DZ Bank AG Deutsche Z   11.25   12/28/2015    EUR     45.63
DZ Bank AG Deutsche Z   10.50   12/28/2015    EUR     53.26
DZ Bank AG Deutsche Z    5.75    3/29/2016    EUR     57.43
DZ Bank AG Deutsche Z    8.25    3/29/2016    EUR     55.17
DZ Bank AG Deutsche Z   11.50    3/29/2016    EUR     53.14
DZ Bank AG Deutsche Z    7.75    6/24/2016    EUR     56.48
Landesbank Hessen-Thu    5.10    4/15/2016    EUR     46.20
HSBC Trinkaus & Burkh    8.90    2/26/2016    EUR     66.79
HSBC Trinkaus & Burkh    6.30    6/24/2016    EUR     51.86
HSBC Trinkaus & Burkh   12.60    3/25/2016    EUR     53.32
HSBC Trinkaus & Burkh    6.80    2/26/2016    EUR     57.40
HSBC Trinkaus & Burkh   13.70    3/25/2016    EUR     74.45
Vontobel Financial Pr    8.00    4/22/2016    EUR     65.39
DZ Bank AG Deutsche Z    5.75   12/21/2015    EUR     49.71
DZ Bank AG Deutsche Z    5.25    3/21/2016    EUR     50.98
DZ Bank AG Deutsche Z    5.75    6/20/2016    EUR     52.22
DZ Bank AG Deutsche Z    5.50    3/29/2016    EUR     46.91
DZ Bank AG Deutsche Z    8.80   12/28/2015    EUR     49.83
DZ Bank AG Deutsche Z   11.60   12/28/2015    EUR     47.85
DZ Bank AG Deutsche Z    8.90   12/28/2015    EUR     66.75
DZ Bank AG Deutsche Z    5.40   12/28/2015    EUR     55.97
DZ Bank AG Deutsche Z    4.50    3/29/2016    EUR     57.02
DZ Bank AG Deutsche Z    5.80    3/29/2016    EUR     54.37
DZ Bank AG Deutsche Z    5.40   12/21/2015    EUR     71.49
DZ Bank AG Deutsche Z    5.30    3/21/2016    EUR     71.15
DZ Bank AG Deutsche Z    5.40    6/20/2016    EUR     71.42
DZ Bank AG Deutsche Z    4.40   12/21/2015    EUR     58.28
DZ Bank AG Deutsche Z    4.90   12/21/2015    EUR     57.07
DZ Bank AG Deutsche Z    5.90   12/21/2015    EUR     55.89
DZ Bank AG Deutsche Z    4.60    6/20/2016    EUR     58.88
DZ Bank AG Deutsche Z    5.30    6/20/2016    EUR     58.08
BNP Paribas Emissions    5.00    1/21/2016    EUR     74.94
BNP Paribas Emissions    6.50    1/21/2016    EUR     71.95
UBS AG/London           14.50   12/17/2015    CHF     15.46
Goldman Sachs & Co We    5.00    4/20/2016    EUR     66.34
Goldman Sachs & Co We    7.00    4/20/2016    EUR     67.12
Goldman Sachs & Co We   10.00    4/20/2016    EUR     68.28
Goldman Sachs & Co We   10.00    4/20/2016    EUR     68.28
Goldman Sachs & Co We    5.00    9/21/2016    EUR     65.16
Goldman Sachs & Co We    6.00    9/21/2016    EUR     65.97
Goldman Sachs & Co We    7.00    9/21/2016    EUR     66.78
Goldman Sachs & Co We    9.00    9/21/2016    EUR     68.40
Goldman Sachs & Co We    8.00    9/21/2016    EUR     67.59
Goldman Sachs & Co We    9.00    9/21/2016    EUR     68.40
Goldman Sachs & Co We    8.00    4/20/2016    EUR     48.64
Goldman Sachs & Co We   10.00    4/20/2016    EUR     49.41
Goldman Sachs & Co We   11.00    4/20/2016    EUR     49.80
Goldman Sachs & Co We   11.00    4/20/2016    EUR     49.80
Goldman Sachs & Co We   11.00    4/20/2016    EUR     49.80
Goldman Sachs & Co We    5.00    9/21/2016    EUR     48.00
Goldman Sachs & Co We    8.00    9/21/2016    EUR     50.43
Goldman Sachs & Co We   10.00    9/21/2016    EUR     52.05
Goldman Sachs & Co We   10.00    9/21/2016    EUR     52.05
Goldman Sachs & Co We   10.00    9/21/2016    EUR     52.05
Goldman Sachs & Co We   10.00    9/21/2016    EUR     52.05
Goldman Sachs & Co We    5.00    4/20/2016    EUR     55.62
Goldman Sachs & Co We    6.00    4/20/2016    EUR     56.01
Goldman Sachs & Co We    8.00    4/20/2016    EUR     56.78
Goldman Sachs & Co We    9.00    4/20/2016    EUR     57.17
Goldman Sachs & Co We    9.00    4/20/2016    EUR     57.17
Goldman Sachs & Co We    9.00    4/20/2016    EUR     57.17
Goldman Sachs & Co We    5.00    6/22/2016    EUR     56.10
Goldman Sachs & Co We    9.00    6/22/2016    EUR     58.34
Goldman Sachs & Co We    6.00    6/22/2016    EUR     56.66
Goldman Sachs & Co We    9.00    6/22/2016    EUR     58.34
Goldman Sachs & Co We    9.00    6/22/2016    EUR     58.34
Goldman Sachs & Co We    5.00    9/21/2016    EUR     57.29
Goldman Sachs & Co We    6.00    9/21/2016    EUR     58.10
Goldman Sachs & Co We    6.00    9/21/2016    EUR     58.10
Goldman Sachs & Co We    8.00    9/21/2016    EUR     59.71
Goldman Sachs & Co We    8.00    9/21/2016    EUR     59.71
Goldman Sachs & Co We    8.00    9/21/2016    EUR     59.71
Goldman Sachs & Co We    8.00    9/21/2016    EUR     59.71
UBS AG                   9.15    9/16/2016    CHF     59.51
Commerzbank AG           6.75    3/11/2016    EUR     49.51
Landesbank Hessen-Thu    6.75    4/17/2020    EUR     66.90
DZ Bank AG Deutsche Z    6.50   12/21/2015    EUR     54.69
DZ Bank AG Deutsche Z    5.20    3/21/2016    EUR     55.90
DZ Bank AG Deutsche Z    5.90    6/20/2016    EUR     57.20
DekaBank Deutsche Gir    3.75    3/10/2017    EUR     74.98
Commerzbank AG           4.75    3/24/2016    EUR     73.69
Commerzbank AG           5.75    3/24/2016    EUR     71.76
Commerzbank AG           6.75    3/24/2016    EUR     70.28
Commerzbank AG           7.75    3/24/2016    EUR     68.88
Commerzbank AG           8.75    3/24/2016    EUR     67.60
Commerzbank AG           9.75    3/24/2016    EUR     66.65
Commerzbank AG           3.00    3/24/2016    EUR     57.03
Commerzbank AG           4.00    3/24/2016    EUR     55.07
Commerzbank AG           5.00    3/24/2016    EUR     53.56
Commerzbank AG           6.00    3/24/2016    EUR     52.45
Commerzbank AG           7.00    3/24/2016    EUR     51.15
Commerzbank AG           8.00    3/24/2016    EUR     50.19
Commerzbank AG           9.00    3/24/2016    EUR     49.53
Commerzbank AG          10.00    3/24/2016    EUR     48.68
Commerzbank AG          11.00    3/24/2016    EUR     48.11
Commerzbank AG           4.25    3/24/2016    EUR     59.02
Commerzbank AG           5.25    3/24/2016    EUR     57.45
Commerzbank AG           6.50    3/24/2016    EUR     56.09
Commerzbank AG           7.50    3/24/2016    EUR     55.03
Commerzbank AG           8.50    3/24/2016    EUR     54.03
Commerzbank AG           9.25    3/24/2016    EUR     53.26
Commerzbank AG           3.75    3/24/2016    EUR     62.27
Commerzbank AG           4.75    3/24/2016    EUR     60.63
Commerzbank AG           5.75    3/24/2016    EUR     59.40
Commerzbank AG           6.75    3/24/2016    EUR     58.25
Commerzbank AG           7.75    3/24/2016    EUR     57.17
DekaBank Deutsche Gir    3.15     2/3/2017    EUR     64.67
UBS AG/London            9.75    3/29/2016    EUR     67.67
Notenstein La Roche P    4.50    3/27/2018    EUR     58.76
Bank Julius Baer & Co    5.70    3/24/2016    USD     74.00
Vontobel Financial Pr    9.35    6/24/2016    EUR     54.36
Vontobel Financial Pr   10.00    3/29/2016    EUR     52.65
Vontobel Financial Pr   12.15   12/28/2015    EUR     50.26
Landesbank Hessen-Thu    6.35    3/18/2016    EUR     48.90
DZ Bank AG Deutsche Z    5.70   12/21/2015    EUR     53.41
DZ Bank AG Deutsche Z    6.80   12/21/2015    EUR     52.23
DZ Bank AG Deutsche Z    4.70    3/21/2016    EUR     54.52
DZ Bank AG Deutsche Z    5.40    3/21/2016    EUR     53.50
DZ Bank AG Deutsche Z    5.60    6/20/2016    EUR     55.81
Credit Suisse AG/Nass    6.00    10/3/2016    EUR     54.69
Vontobel Financial Pr   21.10    6/24/2016    EUR     71.86
Vontobel Financial Pr   21.75    6/24/2016    EUR     60.20
Vontobel Financial Pr   11.00    4/22/2016    EUR     74.94
DZ Bank AG Deutsche Z    6.50    6/24/2016    EUR     52.70
Landesbank Hessen-Thu    5.00    4/24/2019    EUR     48.06
Bank Julius Baer & Co    9.00    3/24/2016    USD     72.70
Zurcher Kantonalbank     7.65    3/24/2016    CHF     67.17
WGZ-Bank AG Westdeuts    6.00    2/22/2016    EUR     54.43
WGZ-Bank AG Westdeuts    3.00    2/22/2016    EUR     61.11
WGZ-Bank AG Westdeuts    4.00    2/22/2016    EUR     58.55
WGZ-Bank AG Westdeuts    5.50    2/22/2016    EUR     56.35
WGZ-Bank AG Westdeuts    6.00    2/22/2016    EUR     55.27
WGZ-Bank AG Westdeuts    3.00    2/22/2016    EUR     60.97
WGZ-Bank AG Westdeuts    4.00    2/22/2016    EUR     58.10
WGZ-Bank AG Westdeuts    5.50    2/22/2016    EUR     55.63
DZ Bank AG Deutsche Z   10.25   12/21/2015    EUR     49.95
DZ Bank AG Deutsche Z    9.25   12/21/2015    EUR     49.90
DZ Bank AG Deutsche Z    8.50   12/21/2015    EUR     49.86
DZ Bank AG Deutsche Z    8.25    3/21/2016    EUR     51.89
DZ Bank AG Deutsche Z    7.75    3/21/2016    EUR     51.74
DZ Bank AG Deutsche Z    7.75    6/20/2016    EUR     53.32
HSBC Trinkaus & Burkh    8.25    3/24/2016    EUR     62.99
Banque Cantonale Vaud    6.13    9/20/2016    USD     64.05
Landesbank Hessen-Thu    6.20    7/24/2020    EUR     68.44
Vontobel Financial Pr    6.95     7/1/2016    EUR     53.29
Vontobel Financial Pr    9.50    6/24/2016    EUR     56.49
Vontobel Financial Pr    4.45    6/24/2016    EUR     63.67
Vontobel Financial Pr   10.25    3/29/2016    EUR     54.79
Vontobel Financial Pr    4.45    3/29/2016    EUR     63.12
Vontobel Financial Pr    4.85   12/28/2015    EUR     62.07
Vontobel Financial Pr   12.25   12/28/2015    EUR     52.33
DZ Bank AG Deutsche Z    5.30   12/21/2015    EUR     74.54
DZ Bank AG Deutsche Z    6.40    3/21/2016    EUR     52.57
Vontobel Financial Pr    6.70     7/1/2016    EUR     53.58
Vontobel Financial Pr    7.35   12/23/2016    EUR     68.97
Vontobel Financial Pr    3.85   12/23/2016    EUR     74.06
Vontobel Financial Pr    8.30    9/23/2016    EUR     68.04
Vontobel Financial Pr    4.25    9/23/2016    EUR     73.91
Vontobel Financial Pr    7.45   12/23/2016    EUR     57.08
Vontobel Financial Pr    3.05   12/23/2016    EUR     64.06
Vontobel Financial Pr    8.30    9/23/2016    EUR     55.87
Vontobel Financial Pr    3.15    9/23/2016    EUR     63.56
Vontobel Financial Pr    7.50   12/23/2016    EUR     51.95
Vontobel Financial Pr    3.75   12/23/2016    EUR     56.20
Vontobel Financial Pr    8.40    9/23/2016    EUR     50.71
Vontobel Financial Pr    4.05    9/23/2016    EUR     55.70
Goldman Sachs & Co We    6.00    4/20/2016    EUR     46.05
Goldman Sachs & Co We    7.00    9/21/2016    EUR     47.90
Goldman Sachs & Co We   11.00    9/21/2016    EUR     51.14
Goldman Sachs & Co We   11.00    9/21/2016    EUR     51.14
Goldman Sachs & Co We   11.00    9/21/2016    EUR     51.14
Goldman Sachs & Co We    7.00    4/20/2016    EUR     54.17
Goldman Sachs & Co We    7.00    9/21/2016    EUR     56.73
Goldman Sachs & Co We    9.00    9/21/2016    EUR     58.35
Goldman Sachs & Co We    9.00    9/21/2016    EUR     58.35
Goldman Sachs & Co We    9.00    9/21/2016    EUR     58.35
Goldman Sachs & Co We    9.00    9/21/2016    EUR     58.35
Vontobel Financial Pr    6.20     7/1/2016    EUR     52.99
Leonteq Securities AG   12.20     7/7/2016    EUR     58.61
Goldman Sachs & Co We   20.00   12/23/2015    EUR     71.69
Goldman Sachs & Co We   23.00    1/20/2016    EUR     69.76
Goldman Sachs & Co We   17.00    2/24/2016    EUR     74.55
Goldman Sachs & Co We   21.00    2/24/2016    EUR     71.57
Goldman Sachs & Co We   19.00    3/23/2016    EUR     72.48
Goldman Sachs & Co We    8.00    4/20/2016    EUR     72.50
Goldman Sachs & Co We   24.00   12/23/2015    EUR     74.66
Goldman Sachs & Co We   21.00    3/23/2016    EUR     44.37
Goldman Sachs & Co We    9.00    4/20/2016    EUR     51.18
Goldman Sachs & Co We   24.00    1/20/2016    EUR     70.76
Goldman Sachs & Co We   19.00    4/20/2016    EUR     73.98
Goldman Sachs & Co We    6.00    4/20/2016    EUR     61.24
Commerzbank AG           6.90    3/18/2016    EUR     50.36
Deutsche Bank AG         6.20    9/20/2016    EUR     65.90
Deutsche Bank AG         4.20    9/20/2016    EUR     62.30
Deutsche Bank AG         6.20    9/20/2016    EUR     63.90
Deutsche Bank AG         4.20    3/22/2016    EUR     63.50
Deutsche Bank AG         6.20    3/22/2016    EUR     64.10
Deutsche Bank AG         4.20    6/21/2016    EUR     61.40
Deutsche Bank AG         6.20    6/21/2016    EUR     62.50
Deutsche Bank AG         6.20    9/20/2016    EUR     72.60
Deutsche Bank AG         4.20    9/20/2016    EUR     71.00
Deutsche Bank AG         6.20    9/20/2016    EUR     70.30
Deutsche Bank AG         4.20    9/20/2016    EUR     68.60
Deutsche Bank AG         6.20    9/20/2016    EUR     68.00
Deutsche Bank AG         4.20    9/20/2016    EUR     66.40
Deutsche Bank AG         4.20    9/20/2016    EUR     64.30
Deutsche Bank AG         4.20    6/21/2016    EUR     45.90
Deutsche Bank AG         6.20    6/21/2016    EUR     47.00
Deutsche Bank AG         6.20    6/21/2016    EUR     45.30
Deutsche Bank AG         6.20    9/20/2016    EUR     52.30
Deutsche Bank AG         4.20    9/20/2016    EUR     50.70
Deutsche Bank AG         4.20    9/20/2016    EUR     48.70
Deutsche Bank AG         6.20    9/20/2016    EUR     50.30
Deutsche Bank AG         6.20    9/20/2016    EUR     48.50
Deutsche Bank AG         4.20    9/20/2016    EUR     46.90
Deutsche Bank AG         6.20    9/20/2016    EUR     46.80
Deutsche Bank AG         4.20    9/20/2016    EUR     45.20
Deutsche Bank AG         6.20   12/22/2015    EUR     56.40
Deutsche Bank AG         6.20   12/22/2015    EUR     54.00
Deutsche Bank AG         4.20   12/22/2015    EUR     53.80
Deutsche Bank AG         4.20   12/22/2015    EUR     51.60
Deutsche Bank AG         6.20   12/22/2015    EUR     51.70
Deutsche Bank AG         6.20   12/22/2015    EUR     49.70
Deutsche Bank AG         4.20   12/22/2015    EUR     49.50
Deutsche Bank AG         6.20    3/22/2016    EUR     55.50
Deutsche Bank AG         4.20    3/22/2016    EUR     54.90
Deutsche Bank AG         4.20    3/22/2016    EUR     52.60
Deutsche Bank AG         6.20    3/22/2016    EUR     53.30
Deutsche Bank AG         6.20    3/22/2016    EUR     51.20
Deutsche Bank AG         4.20    3/22/2016    EUR     50.60
Deutsche Bank AG         6.20    6/21/2016    EUR     56.60
Deutsche Bank AG         4.20    6/21/2016    EUR     55.50
Deutsche Bank AG         6.20    6/21/2016    EUR     54.40
Deutsche Bank AG         4.20    6/21/2016    EUR     53.30
Deutsche Bank AG         6.20    6/21/2016    EUR     52.40
Deutsche Bank AG         4.20    6/21/2016    EUR     51.30
Deutsche Bank AG         4.20    9/20/2016    EUR     58.80
Deutsche Bank AG         6.20    9/20/2016    EUR     60.50
Deutsche Bank AG         4.20    9/20/2016    EUR     56.50
Deutsche Bank AG         6.20    9/20/2016    EUR     58.10
Deutsche Bank AG         6.20    9/20/2016    EUR     55.90
Deutsche Bank AG         4.20    9/20/2016    EUR     54.30
Deutsche Bank AG         6.20    9/20/2016    EUR     53.90
Deutsche Bank AG         4.20    9/20/2016    EUR     52.30
Deutsche Bank AG         5.50   12/22/2015    EUR     47.30
Deutsche Bank AG         5.50   12/22/2015    EUR     44.40
Deutsche Bank AG         5.50    3/22/2016    EUR     48.70
Deutsche Bank AG         5.50    3/22/2016    EUR     45.70
Deutsche Bank AG         5.50    6/21/2016    EUR     48.10
Deutsche Bank AG         5.50    6/21/2016    EUR     45.30
Deutsche Bank AG         5.50   12/22/2015    EUR     74.50
Deutsche Bank AG         5.50   12/22/2015    EUR     68.30
Deutsche Bank AG         5.50    3/22/2016    EUR     69.70
Deutsche Bank AG         5.50    6/21/2016    EUR     73.80
Deutsche Bank AG         5.50    6/21/2016    EUR     68.10
Deutsche Bank AG         5.50   12/22/2015    EUR     67.40
Deutsche Bank AG         5.50   12/22/2015    EUR     61.80
Deutsche Bank AG         5.50    3/22/2016    EUR     68.80
Deutsche Bank AG         5.50    3/22/2016    EUR     63.20
Deutsche Bank AG         5.50    6/21/2016    EUR     68.70
Deutsche Bank AG         5.50    6/21/2016    EUR     63.40
Deutsche Bank AG         5.50   12/22/2015    EUR     60.50
Deutsche Bank AG         5.50   12/22/2015    EUR     57.00
Deutsche Bank AG         5.50   12/22/2015    EUR     53.80
Deutsche Bank AG         5.50    3/22/2016    EUR     61.90
Deutsche Bank AG         5.50    3/22/2016    EUR     58.40
Deutsche Bank AG         5.50    3/22/2016    EUR     55.20
Deutsche Bank AG         5.50    6/21/2016    EUR     62.00
Deutsche Bank AG         5.50    6/21/2016    EUR     58.60
Deutsche Bank AG         5.50    6/21/2016    EUR     55.50
Commerzbank AG           9.00    3/24/2016    EUR     70.81
Commerzbank AG          12.00    3/24/2016    EUR     66.67
Commerzbank AG           7.00    3/24/2016    EUR     48.53
Commerzbank AG          10.25    3/24/2016    EUR     46.08
Commerzbank AG           8.75    3/24/2016    EUR     74.08
Commerzbank AG           7.25    3/24/2016    EUR     69.79
Commerzbank AG           9.00    3/24/2016    EUR     67.55
Commerzbank AG          11.00    3/24/2016    EUR     65.58
Commerzbank AG           5.00    3/24/2016    EUR     59.16
Commerzbank AG           7.75    3/24/2016    EUR     55.52
Commerzbank AG          10.75    3/24/2016    EUR     52.57
Bayerische Landesbank    3.10    11/4/2016    EUR     66.93
UBS AG/London            9.00    3/29/2016    CHF     74.55
UBS AG/London            4.00    3/29/2016    CHF     66.65
Deutsche Bank AG         5.00    3/31/2016    EUR     57.50
UniCredit Bank AG        5.65    3/24/2016    EUR     52.70
UniCredit Bank AG        5.70    3/24/2016    EUR     52.51
UniCredit Bank AG        5.60    3/24/2016    EUR     52.90
UniCredit Bank AG        4.90    3/24/2016    EUR     55.79
UniCredit Bank AG        5.75    3/24/2016    EUR     52.32
UniCredit Bank AG        5.10    3/24/2016    EUR     54.93
UniCredit Bank AG        5.05    3/24/2016    EUR     55.14
UniCredit Bank AG        5.25    3/24/2016    EUR     54.30
UniCredit Bank AG        5.55    3/24/2016    EUR     53.09
UniCredit Bank AG        4.80    3/24/2016    EUR     65.20
UniCredit Bank AG        5.80    3/24/2016    EUR     52.13
UniCredit Bank AG        4.80    3/24/2016    EUR     72.28
UniCredit Bank AG        5.15    3/24/2016    EUR     54.72
UniCredit Bank AG        5.00    3/24/2016    EUR     64.19
UniCredit Bank AG        5.20    3/24/2016    EUR     54.51
UniCredit Bank AG        5.95    3/24/2016    EUR     51.58
UniCredit Bank AG        6.00    3/24/2016    EUR     51.39
UniCredit Bank AG        5.50    3/24/2016    EUR     53.29
UniCredit Bank AG        4.85    3/24/2016    EUR     56.01
UniCredit Bank AG        5.30    3/24/2016    EUR     54.09
UniCredit Bank AG        4.80    3/24/2016    EUR     56.23
UniCredit Bank AG        4.60    3/24/2016    EUR     73.45
UniCredit Bank AG        5.40    3/24/2016    EUR     53.69
UniCredit Bank AG        5.35    3/24/2016    EUR     53.89
UniCredit Bank AG        5.00    3/24/2016    EUR     55.35
UniCredit Bank AG        4.95    3/24/2016    EUR     55.57
UniCredit Bank AG        5.85    3/24/2016    EUR     51.94
UniCredit Bank AG        4.50    3/24/2016    EUR     67.38
UniCredit Bank AG        5.45    3/24/2016    EUR     53.49
UniCredit Bank AG        5.90    3/24/2016    EUR     51.76
UniCredit Bank AG        4.60    3/24/2016    EUR     66.23
UniCredit Bank AG        5.00    3/24/2016    EUR     71.14
DZ Bank AG Deutsche Z    4.10    3/21/2016    EUR     58.04
Vontobel Financial Pr   17.20    4/22/2016    EUR     66.98
Societe Generale Effe    4.00   12/29/2015    EUR     55.53
Societe Generale Effe    5.65   12/29/2015    EUR     52.71
Societe Generale Effe    4.75     1/6/2016    EUR     56.40
Societe Generale Effe    6.34     1/6/2016    EUR     53.54
Societe Generale Effe    7.36    6/24/2016    EUR     56.25
Societe Generale Effe    9.29    6/24/2016    EUR     54.35
Societe Generale Effe    8.11     7/7/2016    EUR     57.14
Societe Generale Effe   10.00     7/7/2016    EUR     55.30
Societe Generale Effe    2.84   12/29/2015    EUR     65.79
Societe Generale Effe    4.26   12/29/2015    EUR     62.35
Societe Generale Effe    3.62     1/6/2016    EUR     67.80
Societe Generale Effe    4.98     1/6/2016    EUR     63.30
Societe Generale Effe    5.49    6/24/2016    EUR     67.27
Societe Generale Effe    7.18    6/24/2016    EUR     64.52
Societe Generale Effe    6.27     7/7/2016    EUR     68.51
Societe Generale Effe    7.91     7/7/2016    EUR     65.70
Commerzbank AG           6.25    2/25/2016    EUR     74.57
Commerzbank AG           7.25    2/25/2016    EUR     72.96
Commerzbank AG           8.25    2/25/2016    EUR     71.37
Commerzbank AG           9.25    2/25/2016    EUR     69.91
Commerzbank AG           6.50    2/25/2016    EUR     58.43
Commerzbank AG           7.50    2/25/2016    EUR     57.21
Commerzbank AG           8.50    2/25/2016    EUR     56.07
Commerzbank AG           4.75    2/25/2016    EUR     65.85
Commerzbank AG           5.75    2/25/2016    EUR     64.37
Commerzbank AG           6.75    2/25/2016    EUR     62.96
Commerzbank AG           7.75    2/25/2016    EUR     61.64
Commerzbank AG           8.75    2/25/2016    EUR     60.39
Commerzbank AG           3.25    2/25/2016    EUR     59.15
Commerzbank AG           3.75    2/25/2016    EUR     57.50
Commerzbank AG           4.75    2/25/2016    EUR     56.10
Commerzbank AG           5.50    2/25/2016    EUR     54.71
Commerzbank AG           6.50    2/25/2016    EUR     53.48
Commerzbank AG           7.25    2/25/2016    EUR     52.27
Commerzbank AG           8.25    2/25/2016    EUR     51.17
Commerzbank AG           9.50    2/25/2016    EUR     50.21
Commerzbank AG          10.50    2/25/2016    EUR     49.24
Commerzbank AG           3.75    2/25/2016    EUR     62.63
Commerzbank AG           4.75    2/25/2016    EUR     61.16
Commerzbank AG           5.50    2/25/2016    EUR     59.73
Commerzbank AG           9.50    2/25/2016    EUR     73.50
Commerzbank AG          12.50    2/25/2016    EUR     68.91
Commerzbank AG           7.00    2/25/2016    EUR     43.50
Commerzbank AG          10.00    2/25/2016    EUR     41.02
UBS AG/London            8.50    2/25/2016    CHF     62.93
DZ Bank AG Deutsche Z    7.50    6/24/2016    EUR     68.49
DZ Bank AG Deutsche Z    6.00   12/28/2015    EUR     58.31
DZ Bank AG Deutsche Z    5.25   12/28/2015    EUR     71.75
DZ Bank AG Deutsche Z    5.00    3/29/2016    EUR     71.84
DZ Bank AG Deutsche Z    5.00    6/24/2016    EUR     70.96
DZ Bank AG Deutsche Z    5.75    6/24/2016    EUR     52.92
BNP Paribas Emissions   13.00    3/24/2016    EUR     70.06
BNP Paribas Emissions    9.00    9/22/2016    EUR     74.49
BNP Paribas Emissions    7.50    3/24/2016    EUR     54.27
BNP Paribas Emissions    9.00    3/24/2016    EUR     52.40
BNP Paribas Emissions    5.50    6/23/2016    EUR     58.34
BNP Paribas Emissions    7.00    6/23/2016    EUR     56.53
BNP Paribas Emissions    5.50    9/22/2016    EUR     59.28
BNP Paribas Emissions    7.50    9/22/2016    EUR     55.98
BNP Paribas Emissions    9.00    9/22/2016    EUR     55.02
BNP Paribas Emissions    6.00   12/22/2016    EUR     58.25
BNP Paribas Emissions    8.00   12/22/2016    EUR     55.96
BNP Paribas Emissions    6.00    3/24/2016    EUR     56.35
BNP Paribas Emissions    5.50   12/24/2015    EUR     57.78
BNP Paribas Emissions    7.00   12/24/2015    EUR     55.00
BNP Paribas Emissions   18.00   12/24/2015    EUR     44.73
BNP Paribas Emissions    6.00   12/24/2015    EUR     74.57
BNP Paribas Emissions    8.00   12/24/2015    EUR     71.46
BNP Paribas Emissions   10.00   12/24/2015    EUR     68.62
BNP Paribas Emissions   13.00   12/24/2015    EUR     66.07
BNP Paribas Emissions    6.00    3/24/2016    EUR     72.87
BNP Paribas Emissions    8.00    3/24/2016    EUR     70.56
BNP Paribas Emissions   10.00    3/24/2016    EUR     68.46
BNP Paribas Emissions    6.00    6/23/2016    EUR     74.41
BNP Paribas Emissions    9.00    6/23/2016    EUR     69.27
BNP Paribas Emissions   10.00    6/23/2016    EUR     68.30
BNP Paribas Emissions    6.00    9/22/2016    EUR     72.84
BNP Paribas Emissions    7.00    9/22/2016    EUR     71.98
BNP Paribas Emissions    8.00    9/22/2016    EUR     71.72
BNP Paribas Emissions   14.00    3/24/2016    EUR     65.94
BNP Paribas Emissions    8.50    6/23/2016    EUR     73.88
BNP Paribas Emissions   10.00    6/23/2016    EUR     71.18
BNP Paribas Emissions    7.50    9/22/2016    EUR     74.50
BNP Paribas Emissions    9.00    9/22/2016    EUR     72.35
BNP Paribas Emissions    8.00   12/24/2015    EUR     74.36
BNP Paribas Emissions    9.50   12/24/2015    EUR     71.62
BNP Paribas Emissions   12.00   12/24/2015    EUR     67.89
BNP Paribas Emissions   15.00   12/24/2015    EUR     64.60
BNP Paribas Emissions    8.50    3/24/2016    EUR     73.50
BNP Paribas Emissions   10.00    3/24/2016    EUR     70.22
BNP Paribas Emissions    4.50    9/22/2016    EUR     69.42
BNP Paribas Emissions    5.00    9/22/2016    EUR     68.22
BNP Paribas Emissions    5.50    9/22/2016    EUR     67.08
BNP Paribas Emissions    6.00    9/22/2016    EUR     66.01
BNP Paribas Emissions    4.00   12/24/2015    EUR     68.88
BNP Paribas Emissions    4.50   12/24/2015    EUR     67.06
BNP Paribas Emissions    5.00   12/24/2015    EUR     65.34
BNP Paribas Emissions    5.50   12/24/2015    EUR     63.71
BNP Paribas Emissions    4.50    3/24/2016    EUR     68.02
BNP Paribas Emissions    5.00    3/24/2016    EUR     66.47
BNP Paribas Emissions    5.50    3/24/2016    EUR     65.00
BNP Paribas Emissions    6.00    3/24/2016    EUR     63.60
BNP Paribas Emissions    4.00    6/23/2016    EUR     69.95
BNP Paribas Emissions    4.50    6/23/2016    EUR     68.51
BNP Paribas Emissions    5.00    6/23/2016    EUR     67.14
BNP Paribas Emissions    5.50    6/23/2016    EUR     65.83
BNP Paribas Emissions    6.00    6/23/2016    EUR     64.59
BNP Paribas Emissions    7.50    9/22/2016    EUR     73.85
BNP Paribas Emissions    9.00    9/22/2016    EUR     72.74
BNP Paribas Emissions   11.00   12/22/2016    EUR     70.46
BNP Paribas Emissions   13.00   12/24/2015    EUR     73.88
BNP Paribas Emissions   12.00    6/23/2016    EUR     73.64
BNP Paribas Emissions    9.00   12/24/2015    EUR     71.89
BNP Paribas Emissions   10.00   12/24/2015    EUR     68.38
BNP Paribas Emissions    7.00    3/24/2016    EUR     73.57
BNP Paribas Emissions   10.00    3/24/2016    EUR     71.05
BNP Paribas Emissions    7.00    9/22/2016    EUR     74.96
BNP Paribas Emissions    8.00    9/22/2016    EUR     72.46
BNP Paribas Emissions    6.00   12/24/2015    EUR     57.26
BNP Paribas Emissions    6.00    3/24/2016    EUR     58.45
BNP Paribas Emissions    6.00    9/22/2016    EUR     60.32
BNP Paribas Emissions   13.00    3/24/2016    EUR     74.73
Commerzbank AG           5.25    2/25/2016    EUR     69.44
Commerzbank AG           7.25    2/25/2016    EUR     66.20
Commerzbank AG           9.25    2/25/2016    EUR     63.37
Commerzbank AG           9.50    2/25/2016    EUR     72.32
Commerzbank AG           6.00    2/25/2016    EUR     57.26
Commerzbank AG           8.75    2/25/2016    EUR     53.44
Commerzbank AG          11.75    2/25/2016    EUR     50.36
Deutsche Bank AG         5.00    3/18/2016    EUR     47.65
Commerzbank AG           5.00    2/26/2016    EUR     63.71
Commerzbank AG           6.50    2/26/2016    EUR     52.88
Leonteq Securities AG    5.84     9/5/2016    USD     58.12
Vontobel Financial Pr    7.00    3/29/2016    EUR     48.08
DZ Bank AG Deutsche Z    5.25    3/21/2016    EUR     67.32
DZ Bank AG Deutsche Z    5.50    6/20/2016    EUR     65.67
DZ Bank AG Deutsche Z    6.00    3/21/2016    EUR     45.46
DZ Bank AG Deutsche Z    5.70   12/21/2015    EUR     70.13
DZ Bank AG Deutsche Z    5.60    3/21/2016    EUR     69.91
DZ Bank AG Deutsche Z    6.50   12/21/2015    EUR     55.92
DZ Bank AG Deutsche Z    7.00    3/21/2016    EUR     57.67
DZ Bank AG Deutsche Z    7.30   12/21/2015    EUR     48.48
DZ Bank AG Deutsche Z    5.90    3/21/2016    EUR     49.85
DZ Bank AG Deutsche Z    6.70    3/21/2016    EUR     49.11
DZ Bank AG Deutsche Z    7.80    6/20/2016    EUR     49.93
DZ Bank AG Deutsche Z    4.90    3/21/2016    EUR     60.73
DZ Bank AG Deutsche Z    5.00    6/20/2016    EUR     62.72
DZ Bank AG Deutsche Z    5.30    6/20/2016    EUR     61.66
DZ Bank AG Deutsche Z    5.50    6/20/2016    EUR     69.83
DZ Bank AG Deutsche Z    6.00    6/20/2016    EUR     68.80
Landesbank Hessen-Thu    4.00     4/8/2019    EUR     63.39
Vontobel Financial Pr   28.60    3/29/2016    EUR     65.67
Vontobel Financial Pr   21.65    3/29/2016    EUR     70.42
Vontobel Financial Pr   24.70    3/29/2016    EUR     72.55
Banque Cantonale Vaud    7.25     3/3/2016    CHF     49.81
Commerzbank AG           6.50    2/26/2016    EUR     71.61
Commerzbank AG           5.00    2/26/2016    EUR     51.96
Commerzbank AG           6.00    2/26/2016    EUR     49.82
Goldman Sachs & Co We    5.00    6/22/2016    EUR     45.09
Goldman Sachs & Co We    8.00   12/23/2015    EUR     54.19
Goldman Sachs & Co We   10.00    1/20/2016    EUR     55.13
Goldman Sachs & Co We   12.00    1/20/2016    EUR     55.40
Goldman Sachs & Co We    6.00    2/24/2016    EUR     55.11
Goldman Sachs & Co We   11.00    2/24/2016    EUR     56.27
Goldman Sachs & Co We   11.00    2/24/2016    EUR     56.27
Goldman Sachs & Co We    7.00    3/23/2016    EUR     55.85
Goldman Sachs & Co We   11.00    3/23/2016    EUR     57.09
Goldman Sachs & Co We    7.00    6/22/2016    EUR     57.22
Vontobel Financial Pr    1.15    6/17/2016    EUR     73.81
Vontobel Financial Pr    2.80    6/10/2016    EUR     67.33
Vontobel Financial Pr    3.30    6/10/2016    EUR     65.96
Vontobel Financial Pr    3.90    6/10/2016    EUR     64.70
Vontobel Financial Pr    4.50    6/10/2016    EUR     63.50
Vontobel Financial Pr    3.90    6/10/2016    EUR     64.70
Vontobel Financial Pr    3.35    6/10/2016    EUR     65.99
Vontobel Financial Pr    2.80    6/10/2016    EUR     67.34
Vontobel Financial Pr    3.15   12/11/2015    EUR     63.38
Vontobel Financial Pr    1.75   12/11/2015    EUR     66.77
Leonteq Securities AG    7.35    3/23/2016    EUR     53.25
Vontobel Financial Pr    4.35    3/11/2016    EUR     65.56
Vontobel Financial Pr    3.60    3/11/2016    EUR     67.08
Vontobel Financial Pr    2.60    3/11/2016    EUR     69.57
Vontobel Financial Pr    3.05    6/10/2016    EUR     67.35
Vontobel Financial Pr    4.00    6/10/2016    EUR     65.26
Vontobel Financial Pr    4.55   12/11/2015    EUR     64.47
Vontobel Financial Pr    3.15   12/11/2015    EUR     67.11
Goldman Sachs & Co We   24.00    1/20/2016    EUR     39.79
Goldman Sachs & Co We   23.00    1/20/2016    EUR     49.28
Zurcher Kantonalbank    12.03    3/11/2016    EUR     52.39
Vontobel Financial Pr    6.20   12/18/2015    EUR     54.05
Leonteq Securities AG   10.40     3/9/2016    USD     44.80
Vontobel Financial Pr    5.00     7/1/2016    EUR     51.71
Commerzbank AG           8.50    2/25/2016    EUR     46.77
Commerzbank AG           6.50    2/25/2016    EUR     56.90
UniCredit Bank AG        4.60    3/24/2016    EUR     64.07
Zurcher Kantonalbank     3.00     3/7/2016    CHF     56.17
UniCredit Bank AG        5.55    3/24/2016    EUR     58.98
UniCredit Bank AG        5.50    3/24/2016    EUR     59.22
UniCredit Bank AG        4.70    3/24/2016    EUR     63.48
UniCredit Bank AG        4.30    3/24/2016    EUR     65.89
UniCredit Bank AG        5.75    3/24/2016    EUR     58.01
UniCredit Bank AG        5.20    3/24/2016    EUR     60.74
UniCredit Bank AG        5.70    3/24/2016    EUR     58.25
UniCredit Bank AG        4.95    3/24/2016    EUR     62.08
UniCredit Bank AG        4.85    3/24/2016    EUR     62.63
UniCredit Bank AG        4.65    3/24/2016    EUR     63.77
UniCredit Bank AG        5.00    3/24/2016    EUR     68.73
UniCredit Bank AG        5.25    3/24/2016    EUR     60.48
UniCredit Bank AG        5.60    3/24/2016    EUR     58.73
UniCredit Bank AG        5.35    3/24/2016    EUR     59.96
UniCredit Bank AG        5.15    3/24/2016    EUR     61.00
UniCredit Bank AG        5.00    3/24/2016    EUR     61.81
UniCredit Bank AG        4.55    3/24/2016    EUR     64.37
UniCredit Bank AG        4.10    3/24/2016    EUR     67.16
UniCredit Bank AG        4.05    3/24/2016    EUR     67.49
UniCredit Bank AG        5.85    3/24/2016    EUR     57.54
UniCredit Bank AG        5.10    3/24/2016    EUR     61.27
UniCredit Bank AG        5.65    3/24/2016    EUR     58.49
UniCredit Bank AG        4.80    3/24/2016    EUR     62.92
UniCredit Bank AG        4.75    3/24/2016    EUR     63.20
UniCredit Bank AG        4.25    3/24/2016    EUR     66.21
Landesbank Hessen-Thu    4.70     7/1/2016    EUR     53.50
UniCredit Bank AG        4.80    3/24/2016    EUR     69.28
UniCredit Bank AG        4.60    3/24/2016    EUR     70.45
UniCredit Bank AG        4.40    3/24/2016    EUR     73.05
UniCredit Bank AG        5.95    3/24/2016    EUR     57.09
UniCredit Bank AG        5.90    3/24/2016    EUR     57.31
UniCredit Bank AG        5.80    3/24/2016    EUR     57.76
UniCredit Bank AG        5.05    3/24/2016    EUR     61.54
UniCredit Bank AG        4.45    3/24/2016    EUR     64.97
UniCredit Bank AG        4.35    3/24/2016    EUR     65.58
UniCredit Bank AG        4.20    3/24/2016    EUR     66.52
Norddeutsche Landesba    3.50     7/1/2016    EUR     53.91
UniCredit Bank AG        4.50    3/24/2016    EUR     71.72
UniCredit Bank AG        4.20    3/24/2016    EUR     74.35
UniCredit Bank AG        5.40    3/24/2016    EUR     59.72
UniCredit Bank AG        5.30    3/24/2016    EUR     60.22
UniCredit Bank AG        4.90    3/24/2016    EUR     62.36
UniCredit Bank AG        4.15    3/24/2016    EUR     66.85
UniCredit Bank AG        4.40    3/24/2016    EUR     65.27
UniCredit Bank AG        6.00    3/24/2016    EUR     56.86
UniCredit Bank AG        4.50    3/24/2016    EUR     64.67
UniCredit Bank AG        5.45    3/24/2016    EUR     59.47
Credit Suisse AG/Nass    7.00    9/16/2016    CHF     36.10
UBS AG/London            7.25     3/4/2016    CHF     59.95
DZ Bank AG Deutsche Z    2.00   12/16/2016    EUR     67.39
HSBC Trinkaus & Burkh    4.60    3/25/2016    EUR     65.79
HSBC Trinkaus & Burkh    7.10   12/28/2015    EUR     44.05
HSBC Trinkaus & Burkh    5.90    3/25/2016    EUR     45.45
HSBC Trinkaus & Burkh    3.50    3/25/2016    EUR     57.17
Leonteq Securities AG    9.00    3/16/2016    EUR     58.03
UniCredit Bank AG        6.21     7/4/2016    EUR     71.75
Bank Julius Baer & Co   12.10    3/18/2016    USD     74.10
DZ Bank AG Deutsche Z    4.20   12/21/2015    EUR     71.77
DZ Bank AG Deutsche Z    5.80    3/21/2016    EUR     67.95
DZ Bank AG Deutsche Z    4.90    6/20/2016    EUR     60.24
Leonteq Securities AG    7.55     3/9/2016    USD     52.75
Credit Suisse AG/Nass    7.25    9/19/2016    EUR     55.89
DZ Bank AG Deutsche Z    8.25    6/24/2016    EUR     51.07
DZ Bank AG Deutsche Z    7.75    6/24/2016    EUR     44.55
DZ Bank AG Deutsche Z    6.25   12/28/2015    EUR     49.85
DZ Bank AG Deutsche Z    6.75    3/29/2016    EUR     51.58
DZ Bank AG Deutsche Z    7.00    6/24/2016    EUR     52.98
Vontobel Financial Pr    9.00    6/24/2016    EUR     66.50
Vontobel Financial Pr    4.35    6/24/2016    EUR     73.38
Vontobel Financial Pr    8.95    3/29/2016    EUR     67.31
Vontobel Financial Pr   10.65   12/28/2015    EUR     65.21
Vontobel Financial Pr   10.80    6/24/2016    EUR     48.32
Vontobel Financial Pr   11.10    3/29/2016    EUR     47.20
Vontobel Financial Pr    6.65    6/24/2016    EUR     51.65
Vontobel Financial Pr    6.15    3/29/2016    EUR     51.52
Vontobel Financial Pr    4.50    3/29/2016    EUR     63.13
Vontobel Financial Pr    8.95   12/28/2015    EUR     56.76
Vontobel Financial Pr    7.60    6/24/2016    EUR     60.02
Vontobel Financial Pr    4.80    6/24/2016    EUR     63.86
Vontobel Financial Pr    7.75    3/29/2016    EUR     58.64
Goldman Sachs & Co We    7.00    4/20/2016    EUR     72.11
Goldman Sachs & Co We    9.00    4/20/2016    EUR     68.12
Goldman Sachs & Co We   12.00    4/20/2016    EUR     65.06
Goldman Sachs & Co We   19.00    4/20/2016    EUR     60.73
Goldman Sachs & Co We    5.00    9/21/2016    EUR     74.83
Goldman Sachs & Co We    7.00    9/21/2016    EUR     71.67
Goldman Sachs & Co We    9.00    9/21/2016    EUR     68.95
Goldman Sachs & Co We   16.00    9/21/2016    EUR     64.12
Goldman Sachs & Co We   13.00    9/21/2016    EUR     64.80
Goldman Sachs & Co We    5.00    4/20/2016    EUR     56.64
Goldman Sachs & Co We    6.00    4/20/2016    EUR     54.49
Goldman Sachs & Co We    7.00    4/20/2016    EUR     52.54
Goldman Sachs & Co We   15.00    4/20/2016    EUR     46.49
Goldman Sachs & Co We    8.00    4/20/2016    EUR     50.79
Goldman Sachs & Co We   19.00    4/20/2016    EUR     45.24
Goldman Sachs & Co We    5.00    9/21/2016    EUR     56.94
Goldman Sachs & Co We    6.00    9/21/2016    EUR     55.37
Goldman Sachs & Co We    7.00    9/21/2016    EUR     53.98
Goldman Sachs & Co We    8.00    9/21/2016    EUR     52.76
Goldman Sachs & Co We   10.00    9/21/2016    EUR     50.78
Goldman Sachs & Co We   14.00    9/21/2016    EUR     49.53
Goldman Sachs & Co We   16.00    9/21/2016    EUR     49.85
Goldman Sachs & Co We    5.00    4/20/2016    EUR     63.74
Goldman Sachs & Co We   15.00    4/20/2016    EUR     55.63
Goldman Sachs & Co We   10.00    4/20/2016    EUR     57.98
Goldman Sachs & Co We    4.00    9/21/2016    EUR     67.50
Goldman Sachs & Co We    4.00    9/21/2016    EUR     70.73
DZ Bank AG Deutsche Z    5.25    6/20/2016    EUR     58.54
DZ Bank AG Deutsche Z    5.50    3/29/2016    EUR     61.63
DZ Bank AG Deutsche Z    5.00    3/29/2016    EUR     64.32
DZ Bank AG Deutsche Z    4.40   12/21/2015    EUR     73.23
DZ Bank AG Deutsche Z    4.80    3/21/2016    EUR     71.77
DZ Bank AG Deutsche Z    6.00   12/21/2015    EUR     61.65
DZ Bank AG Deutsche Z    4.50   12/21/2015    EUR     61.57
DZ Bank AG Deutsche Z    6.00    3/21/2016    EUR     63.11
DZ Bank AG Deutsche Z    4.75    3/21/2016    EUR     62.73
DZ Bank AG Deutsche Z    6.75    6/20/2016    EUR     62.21
DZ Bank AG Deutsche Z    5.50    6/20/2016    EUR     61.51
DZ Bank AG Deutsche Z    6.50   12/21/2015    EUR     49.75
DZ Bank AG Deutsche Z    6.75    3/21/2016    EUR     51.44
DZ Bank AG Deutsche Z    7.25    6/20/2016    EUR     53.05
Zurcher Kantonalbank     7.93    3/29/2016    EUR     57.73
UBS AG/London            6.00    3/11/2016    CHF     58.62
Commerzbank AG           9.00    2/25/2016    EUR     55.92
Commerzbank AG           9.00    2/25/2016    EUR     58.45
Commerzbank AG          10.00    2/25/2016    EUR     47.22
Commerzbank AG          10.75    2/25/2016    EUR     46.52
Commerzbank AG           9.75    2/25/2016    EUR     64.99
Raiffeisen Centrobank    6.88    3/30/2017    EUR     53.21
Notenstein La Roche P    8.20    9/20/2016    USD     66.74
Notenstein La Roche P    7.20    9/20/2016    EUR     60.12
Leonteq Securities AG   10.04    3/16/2016    EUR     58.42
Deutsche Bank AG         6.20    3/22/2016    EUR     60.60
Deutsche Bank AG         5.20    3/22/2016    EUR     60.20
Deutsche Bank AG         5.20    3/22/2016    EUR     57.60
Deutsche Bank AG         6.20    3/22/2016    EUR     57.90
Deutsche Bank AG         5.20    6/21/2016    EUR     63.90
Deutsche Bank AG         6.20    6/21/2016    EUR     64.40
Deutsche Bank AG         5.20    6/21/2016    EUR     61.00
Deutsche Bank AG         6.20    6/21/2016    EUR     61.60
Deutsche Bank AG         5.20    6/21/2016    EUR     58.40
Deutsche Bank AG         5.20    9/20/2016    EUR     65.00
Deutsche Bank AG         5.20    9/20/2016    EUR     62.20
Deutsche Bank AG         5.20    9/20/2016    EUR     59.70
Deutsche Bank AG         6.20   12/20/2016    EUR     67.20
Deutsche Bank AG         5.20   12/20/2016    EUR     66.10
Deutsche Bank AG         5.20   12/20/2016    EUR     63.40
Deutsche Bank AG         8.20    3/22/2016    EUR     67.00
Deutsche Bank AG         8.20    3/22/2016    EUR     64.80
Deutsche Bank AG         8.20    6/21/2016    EUR     65.70
Deutsche Bank AG         8.20    6/21/2016    EUR     63.70
Deutsche Bank AG         8.20    3/22/2016    EUR     58.50
Deutsche Bank AG         8.20    3/22/2016    EUR     56.10
Deutsche Bank AG         8.20    6/21/2016    EUR     60.10
Deutsche Bank AG         8.20    6/21/2016    EUR     57.70
Deutsche Bank AG         3.20    3/22/2016    EUR     70.20
Deutsche Bank AG         3.20    3/22/2016    EUR     67.70
Deutsche Bank AG         4.20    3/22/2016    EUR     65.70
Deutsche Bank AG         3.20    3/22/2016    EUR     65.40
Deutsche Bank AG         3.20    6/21/2016    EUR     72.40
Deutsche Bank AG         4.20    6/21/2016    EUR     70.40
Deutsche Bank AG         3.20    6/21/2016    EUR     69.80
Deutsche Bank AG         3.20    6/21/2016    EUR     67.40
Deutsche Bank AG         3.20    6/21/2016    EUR     65.00
Deutsche Bank AG         4.20    6/21/2016    EUR     65.60
Deutsche Bank AG         4.20    6/21/2016    EUR     63.40
Deutsche Bank AG         3.20    6/21/2016    EUR     62.90
Deutsche Bank AG         3.20    3/22/2016    EUR     65.70
Deutsche Bank AG         4.20    3/22/2016    EUR     62.80
Deutsche Bank AG         3.20    3/22/2016    EUR     59.60
Deutsche Bank AG         4.20    3/22/2016    EUR     59.90
Deutsche Bank AG         3.20    3/22/2016    EUR     57.00
Deutsche Bank AG         4.20    3/22/2016    EUR     57.30
Deutsche Bank AG         3.20    6/21/2016    EUR     65.80
Deutsche Bank AG         3.20    6/21/2016    EUR     62.70
Deutsche Bank AG         4.20    6/21/2016    EUR     63.30
Deutsche Bank AG         3.20    6/21/2016    EUR     59.90
Deutsche Bank AG         4.20    6/21/2016    EUR     60.50
Deutsche Bank AG         4.20    6/21/2016    EUR     57.90
Deutsche Bank AG         3.20    6/21/2016    EUR     57.30
Deutsche Bank AG         6.20    6/21/2016    EUR     71.50
Deutsche Bank AG         5.20    6/21/2016    EUR     70.90
Deutsche Bank AG         5.20    9/20/2016    EUR     71.80
Deutsche Bank AG         5.20    9/20/2016    EUR     69.40
Deutsche Bank AG         5.20    9/20/2016    EUR     67.20
Deutsche Bank AG         5.20    9/20/2016    EUR     65.10
Deutsche Bank AG         5.20   12/20/2016    EUR     72.50
Deutsche Bank AG         6.20   12/20/2016    EUR     73.60
Deutsche Bank AG         5.20   12/20/2016    EUR     70.30
Deutsche Bank AG         6.20   12/20/2016    EUR     71.40
Deutsche Bank AG         6.20   12/20/2016    EUR     69.20
Deutsche Bank AG         5.20   12/20/2016    EUR     68.10
Deutsche Bank AG         5.20   12/20/2016    EUR     66.10
Deutsche Bank AG         6.20   12/20/2016    EUR     67.20
Deutsche Bank AG         6.20   12/20/2016    EUR     64.50
Deutsche Bank AG         5.20   12/20/2016    EUR     60.90
Deutsche Bank AG         6.20   12/20/2016    EUR     61.90
Vontobel Financial Pr    4.70    3/29/2016    EUR     65.72
Vontobel Financial Pr    7.25   12/28/2015    EUR     64.85
DZ Bank AG Deutsche Z    5.25   12/28/2015    EUR     70.67
HSBC Trinkaus & Burkh   12.80   12/28/2015    EUR     62.81
HSBC Trinkaus & Burkh   13.60   12/28/2015    EUR     64.83
HSBC Trinkaus & Burkh    9.30   12/28/2015    EUR     69.90
HSBC Trinkaus & Burkh   17.00   12/28/2015    EUR     74.91
HSBC Trinkaus & Burkh   14.20   12/28/2015    EUR     73.09
HSBC Trinkaus & Burkh   15.10   12/28/2015    EUR     72.93
Vontobel Financial Pr    7.80   12/28/2015    EUR     67.31
Vontobel Financial Pr    6.70   12/28/2015    EUR     69.08
Vontobel Financial Pr    5.70   12/28/2015    EUR     70.96
Bank Julius Baer & Co    5.45    12/2/2015    CHF     74.80
Commerzbank AG           3.00    12/3/2015    EUR     52.30
Leonteq Securities AG    5.70    12/3/2015    USD     29.06
Deutsche Bank AG         5.20   12/22/2015    EUR     72.50
Deutsche Bank AG         6.20   12/22/2015    EUR     72.60
Deutsche Bank AG         6.20    3/22/2016    EUR     73.80
Deutsche Bank AG         5.20    3/22/2016    EUR     73.50
Deutsche Bank AG         5.20    3/22/2016    EUR     70.80
Deutsche Bank AG         6.20    3/22/2016    EUR     71.10
UniCredit Bank AG        4.10    6/24/2016    EUR     38.84
UniCredit Bank AG        4.00    6/24/2016    EUR     40.19
UniCredit Bank AG        4.25    6/24/2016    EUR     37.63
Credit Suisse AG/Nass    8.50   12/11/2015    USD     73.29
Deutsche Bank AG         5.20    3/22/2016    EUR     43.50
Deutsche Bank AG         5.20    3/22/2016    EUR     41.90
DZ Bank AG Deutsche Z    5.75    3/21/2016    EUR     63.03
DZ Bank AG Deutsche Z    9.75   12/21/2015    EUR     62.27
Deutsche Bank AG         6.20    3/22/2016    EUR     45.50
Deutsche Bank AG         6.20    3/22/2016    EUR     42.30
Deutsche Bank AG         5.20    3/22/2016    EUR     40.50
Deutsche Bank AG         5.20    3/22/2016    EUR     69.80
Deutsche Bank AG         5.20    3/22/2016    EUR     45.20
Deutsche Bank AG         6.20    3/22/2016    EUR     43.80
Deutsche Bank AG         6.20    3/22/2016    EUR     70.10
Deutsche Bank AG         6.20    3/22/2016    EUR     40.80
Deutsche Bank AG         7.20    3/22/2016    EUR     66.70
Vontobel Financial Pr    6.55   12/11/2015    EUR     45.76
Vontobel Financial Pr    5.35   12/11/2015    EUR     45.73
Vontobel Financial Pr    5.30   12/11/2015    EUR     50.91
Vontobel Financial Pr    7.05   12/11/2015    EUR     48.28
Deutsche Bank AG         7.20    3/22/2016    EUR     42.60
Deutsche Bank AG         7.20    3/22/2016    EUR     70.40
Deutsche Bank AG         7.20    3/22/2016    EUR     41.10
Deutsche Bank AG         4.20   12/22/2015    EUR     45.60
Deutsche Bank AG         3.20    3/22/2016    EUR     46.30
Deutsche Bank AG         4.20    3/22/2016    EUR     46.60
Vontobel Financial Pr    6.50   12/18/2015    EUR     40.25
Vontobel Financial Pr    4.85   12/11/2015    EUR     37.56
Vontobel Financial Pr    4.75    3/11/2016    EUR     70.58
Vontobel Financial Pr    7.05    3/11/2016    EUR     66.37
DZ Bank AG Deutsche Z    5.70   12/21/2015    EUR     67.96
DZ Bank AG Deutsche Z    4.60    3/21/2016    EUR     71.10
DZ Bank AG Deutsche Z    5.50    3/21/2016    EUR     69.18
DZ Bank AG Deutsche Z    4.90   12/21/2015    EUR     71.90
DZ Bank AG Deutsche Z    4.50    3/21/2016    EUR     72.64
Vontobel Financial Pr    4.95    3/11/2016    EUR     68.92
Vontobel Financial Pr   22.85   12/28/2015    EUR     58.40
Vontobel Financial Pr   21.25   12/28/2015    EUR     51.67
Vontobel Financial Pr   23.30   12/28/2015    EUR     66.22
Vontobel Financial Pr   22.20   12/28/2015    EUR     72.08
Bank Julius Baer & Co    9.25   12/11/2015    EUR     67.15
Zurcher Kantonalbank     7.80   12/11/2015    CHF     66.25
Vontobel Financial Pr    5.60   12/11/2015    EUR     42.03
Vontobel Financial Pr    5.25    3/11/2016    EUR     43.37
Vontobel Financial Pr    8.25   12/11/2015    EUR     69.17
Vontobel Financial Pr    7.00   12/11/2015    EUR     71.17
Credit Suisse AG/Nass   12.20     6/3/2016    EUR     70.44
UBS AG/London           10.75    12/3/2015    CHF     72.17
UBS AG/London            9.00    12/3/2015    CHF     62.67
Bank Julius Baer & Co    8.40   12/11/2015    USD     71.75
Notenstein La Roche P    8.00   12/12/2016    GBP     65.54
Vontobel Financial Pr    7.80   12/28/2015    EUR     69.53
Vontobel Financial Pr    8.05   12/28/2015    EUR     65.01
Vontobel Financial Pr    4.40   12/28/2015    EUR     43.88
Vontobel Financial Pr    8.55   12/28/2015    EUR     60.75
Vontobel Financial Pr    5.85   12/28/2015    EUR     64.85
Vontobel Financial Pr    3.55   12/28/2015    EUR     69.62
Vontobel Financial Pr    5.20   12/28/2015    EUR     61.00
UBS AG                  11.40    12/7/2015    EUR     67.51
Bank Julius Baer & Co    7.75   12/15/2015    CHF     74.25
DZ Bank AG Deutsche Z    6.00    6/24/2016    EUR     61.85
DZ Bank AG Deutsche Z    6.00    6/24/2016    EUR     64.44
DZ Bank AG Deutsche Z    7.00    6/24/2016    EUR     39.91
Zurcher Kantonalbank     9.35   12/16/2015    EUR     72.01
Vontobel Financial Pr    6.50   12/28/2015    EUR     71.14
DZ Bank AG Deutsche Z    7.50   12/21/2015    EUR     62.15
DZ Bank AG Deutsche Z    5.25   12/21/2015    EUR     60.71
DZ Bank AG Deutsche Z    5.00   12/21/2015    EUR     60.70
DZ Bank AG Deutsche Z    5.00    3/21/2016    EUR     62.01
DZ Bank AG Deutsche Z    5.00    3/21/2016    EUR     61.91
Vontobel Financial Pr    4.80   12/28/2015    EUR     72.96
DZ Bank AG Deutsche Z    5.50   12/21/2015    EUR     64.69
DZ Bank AG Deutsche Z    5.20    3/21/2016    EUR     65.90
DZ Bank AG Deutsche Z    6.20   12/21/2015    EUR     69.51
DZ Bank AG Deutsche Z    5.40    3/21/2016    EUR     70.56
Vontobel Financial Pr    6.50   12/28/2015    EUR     63.20
Vontobel Financial Pr    7.85     5/9/2016    EUR     67.53
UBS AG/London           11.00   12/10/2015    CHF     73.88
Goldman Sachs & Co We    7.00   12/23/2015    EUR     60.65
Goldman Sachs & Co We    6.00    1/20/2016    EUR     61.05
Goldman Sachs & Co We    5.00    1/20/2016    EUR     60.92
Goldman Sachs & Co We    8.00    1/20/2016    EUR     61.33
Goldman Sachs & Co We    9.00    1/20/2016    EUR     61.46
Goldman Sachs & Co We    5.00    6/22/2016    EUR     60.16
Goldman Sachs & Co We    7.00    6/22/2016    EUR     61.28
Goldman Sachs & Co We    9.00    6/22/2016    EUR     62.40
Goldman Sachs & Co We    8.00    6/22/2016    EUR     61.84
Goldman Sachs & Co We    6.00    1/20/2016    EUR     38.53
Goldman Sachs & Co We    5.00    1/20/2016    EUR     38.39
Goldman Sachs & Co We    6.00    1/20/2016    EUR     38.53
Goldman Sachs & Co We    8.00    1/20/2016    EUR     38.80
Goldman Sachs & Co We   10.00    1/20/2016    EUR     39.07
Goldman Sachs & Co We   10.00    1/20/2016    EUR     39.07
Goldman Sachs & Co We   10.00    1/20/2016    EUR     39.07
Goldman Sachs & Co We    6.00    6/22/2016    EUR     39.85
Goldman Sachs & Co We    5.00    6/22/2016    EUR     39.29
Goldman Sachs & Co We    8.00    6/22/2016    EUR     40.97
Goldman Sachs & Co We    7.00    6/22/2016    EUR     40.41
Goldman Sachs & Co We   10.00    6/22/2016    EUR     42.09
Goldman Sachs & Co We    7.00    1/20/2016    EUR     69.61
Goldman Sachs & Co We    5.00    1/20/2016    EUR     69.33
Goldman Sachs & Co We    6.00    1/20/2016    EUR     69.47
Goldman Sachs & Co We    8.00    1/20/2016    EUR     69.74
Goldman Sachs & Co We    8.00    1/20/2016    EUR     69.74
Goldman Sachs & Co We    6.00    6/22/2016    EUR     70.91
Goldman Sachs & Co We    7.00    6/22/2016    EUR     71.47
Goldman Sachs & Co We    7.00    6/22/2016    EUR     71.47
Goldman Sachs & Co We    8.00    6/22/2016    EUR     72.03
Goldman Sachs & Co We    8.00    6/22/2016    EUR     72.03
Vontobel Financial Pr    7.40    3/11/2016    EUR     67.87
Goldman Sachs & Co We   21.00    1/20/2016    EUR     71.66
Goldman Sachs & Co We   20.00   12/23/2015    EUR     51.43
Goldman Sachs & Co We    5.00    1/20/2016    EUR     70.21
Goldman Sachs & Co We    7.00    1/20/2016    EUR     65.54
Goldman Sachs & Co We   10.00    1/20/2016    EUR     61.66
Goldman Sachs & Co We   15.00    1/20/2016    EUR     55.26
Goldman Sachs & Co We   19.00    1/20/2016    EUR     52.86
Goldman Sachs & Co We   14.00    3/23/2016    EUR     57.68
Goldman Sachs & Co We   17.00    3/23/2016    EUR     55.66
Goldman Sachs & Co We    5.00    6/22/2016    EUR     68.97
Goldman Sachs & Co We    7.00    6/22/2016    EUR     65.59
Goldman Sachs & Co We    9.00    6/22/2016    EUR     62.71
Goldman Sachs & Co We   15.00    6/22/2016    EUR     56.60
Goldman Sachs & Co We   22.00   12/23/2015    EUR     31.72
Goldman Sachs & Co We    4.00    1/20/2016    EUR     48.15
Goldman Sachs & Co We    6.00    1/20/2016    EUR     44.62
Goldman Sachs & Co We    7.00    1/20/2016    EUR     43.07
Goldman Sachs & Co We   10.00    1/20/2016    EUR     39.13
Goldman Sachs & Co We   15.00    1/20/2016    EUR     36.28
Goldman Sachs & Co We   18.00    1/20/2016    EUR     34.68
Goldman Sachs & Co We   21.00    1/20/2016    EUR     33.31
Goldman Sachs & Co We    4.00    6/22/2016    EUR     50.51
Goldman Sachs & Co We    4.00    6/22/2016    EUR     48.46
Goldman Sachs & Co We    6.00    6/22/2016    EUR     45.94
Goldman Sachs & Co We    7.00    6/22/2016    EUR     44.88
Goldman Sachs & Co We   10.00    6/22/2016    EUR     42.37
Goldman Sachs & Co We   15.00    6/22/2016    EUR     39.81
Goldman Sachs & Co We   17.00    6/22/2016    EUR     39.20
Goldman Sachs & Co We   10.00    1/20/2016    EUR     66.53
Goldman Sachs & Co We    6.00    6/22/2016    EUR     74.83
Goldman Sachs & Co We    8.00    6/22/2016    EUR     72.31
Deutsche Bank AG         4.20    3/22/2016    EUR     43.20
Bank Julius Baer & Co   14.20   12/18/2015    USD     34.15
Deutsche Bank AG         4.20   12/22/2015    EUR     42.10
Deutsche Bank AG         3.20    3/22/2016    EUR     42.90
Deutsche Bank AG         3.20    6/22/2016    EUR     43.60
Deutsche Bank AG         3.20    6/22/2016    EUR     42.00
Deutsche Bank AG         4.20    6/22/2016    EUR     42.60
Deutsche Bank AG         4.20   12/22/2015    EUR     43.80
Deutsche Bank AG         4.20    6/22/2016    EUR     44.20
Deutsche Bank AG         3.20    3/22/2016    EUR     44.50
Deutsche Bank AG         4.20    3/22/2016    EUR     44.80
Deutsche Bank AG         5.20    6/22/2016    EUR     70.40
Deutsche Bank AG         7.20    3/22/2016    EUR     39.80
Deutsche Bank AG         7.20    6/22/2016    EUR     40.10
Deutsche Bank AG         6.20    6/22/2016    EUR     70.90
Deutsche Bank AG         7.20    6/22/2016    EUR     71.50
Deutsche Bank AG         5.20    3/22/2016    EUR     71.50
Deutsche Bank AG         6.20    3/22/2016    EUR     71.80
Deutsche Bank AG         5.20    3/22/2016    EUR     67.60
Deutsche Bank AG         6.20    3/22/2016    EUR     68.00
Deutsche Bank AG         6.20    6/22/2016    EUR     71.00
Deutsche Bank AG         5.20    6/22/2016    EUR     70.40
Deutsche Bank AG         6.20    6/22/2016    EUR     67.30
Deutsche Bank AG         5.20    6/22/2016    EUR     66.70
Deutsche Bank AG         5.20    6/22/2016    EUR     43.10
Deutsche Bank AG         5.20    6/22/2016    EUR     41.70
Deutsche Bank AG         5.20    6/22/2016    EUR     40.30
Deutsche Bank AG         6.20    6/22/2016    EUR     60.60
Deutsche Bank AG         7.20    3/22/2016    EUR     62.40
Deutsche Bank AG         7.20    6/22/2016    EUR     61.20
Deutsche Bank AG         6.20    3/22/2016    EUR     62.10
DZ Bank AG Deutsche Z    6.50    3/29/2016    EUR     46.09
DZ Bank AG Deutsche Z    5.25   12/21/2015    EUR     56.20
DZ Bank AG Deutsche Z    5.25    3/21/2016    EUR     57.50
DZ Bank AG Deutsche Z    5.70   12/21/2015    EUR     62.35
DZ Bank AG Deutsche Z    5.60    3/21/2016    EUR     63.70
Societe Generale Effe    3.85    3/29/2016    EUR     72.10
Zurcher Kantonalbank     8.60   12/23/2015    EUR     73.36
Vontobel Financial Pr    7.50    1/15/2016    EUR     70.50
Vontobel Financial Pr    9.20   12/28/2015    EUR     60.80
Deutsche Bank AG         5.34    6/30/2016    EUR     43.45
Vontobel Financial Pr    6.00    6/24/2016    EUR     45.88
Vontobel Financial Pr    5.50    1/15/2016    EUR     44.98
Goldman Sachs & Co We   11.00   12/23/2015    EUR     60.90
Goldman Sachs & Co We   11.00   12/23/2015    EUR     60.90
Goldman Sachs & Co We   11.00    1/20/2016    EUR     61.74
Goldman Sachs & Co We    6.00    6/22/2016    EUR     60.72
Goldman Sachs & Co We    7.00    1/20/2016    EUR     40.01
Goldman Sachs & Co We    9.00    1/20/2016    EUR     69.88
Goldman Sachs & Co We    9.00    1/20/2016    EUR     69.88
UBS AG/London           10.75   12/17/2015    CHF     66.57
Vontobel Financial Pr    5.90   12/28/2015    EUR     74.69
DZ Bank AG Deutsche Z    7.00   12/28/2015    EUR     72.89
Vontobel Financial Pr    5.00    1/22/2016    EUR     46.28
Goldman Sachs & Co We   23.00   12/23/2015    EUR     51.61
Goldman Sachs & Co We    6.00    1/20/2016    EUR     70.35
Goldman Sachs & Co We    6.00    6/22/2016    EUR     69.53
Goldman Sachs & Co We   21.00    1/20/2016    EUR     53.13
Goldman Sachs & Co We    8.00    6/22/2016    EUR     66.14
Goldman Sachs & Co We   17.00    6/22/2016    EUR     57.72
Goldman Sachs & Co We    7.00    1/20/2016    EUR     73.94
Deutsche Bank AG         8.20    3/22/2016    EUR     70.70
Deutsche Bank AG         8.20    6/22/2016    EUR     72.10
Deutsche Bank AG         8.20   12/22/2015    EUR     69.00
Deutsche Bank AG         8.20   12/20/2016    EUR     69.30
Deutsche Bank AG         8.20   12/22/2015    EUR     40.90
Deutsche Bank AG         8.20    3/22/2016    EUR     67.00
Deutsche Bank AG         8.20    3/22/2016    EUR     42.90
Deutsche Bank AG         8.20   12/20/2016    EUR     47.40
Deutsche Bank AG         8.20   12/22/2015    EUR     65.00
Deutsche Bank AG         8.20    6/22/2016    EUR     43.40
Deutsche Bank AG         8.20    6/22/2016    EUR     65.70
HSBC Trinkaus & Burkh    6.50   12/28/2015    EUR     53.65
HSBC Trinkaus & Burkh    6.90    3/25/2016    EUR     70.00
HSBC Trinkaus & Burkh   16.00   12/28/2015    EUR     54.61
HSBC Trinkaus & Burkh    7.10    3/25/2016    EUR     64.63
HSBC Trinkaus & Burkh   15.40   12/28/2015    EUR     63.36
DZ Bank AG Deutsche Z    9.50   12/28/2015    EUR     42.16
DZ Bank AG Deutsche Z    8.75    6/24/2016    EUR     45.12
DZ Bank AG Deutsche Z    8.75    6/24/2016    EUR     65.90
DZ Bank AG Deutsche Z   10.50    6/24/2016    EUR     66.98
Zurcher Kantonalbank    10.50     1/7/2016    EUR     71.56
DZ Bank AG Deutsche Z    6.30   12/21/2015    EUR     74.32
DZ Bank AG Deutsche Z    7.00   12/21/2015    EUR     72.82
DZ Bank AG Deutsche Z    7.90   12/21/2015    EUR     71.34
DZ Bank AG Deutsche Z    5.90    3/21/2016    EUR     73.92
DZ Bank AG Deutsche Z    7.00   12/28/2015    EUR     47.51
DZ Bank AG Deutsche Z   11.25   12/28/2015    EUR     43.45
DZ Bank AG Deutsche Z    6.25   12/28/2015    EUR     74.55
DZ Bank AG Deutsche Z    6.50   12/28/2015    EUR     59.46
DZ Bank AG Deutsche Z   10.50   12/28/2015    EUR     55.08
DZ Bank AG Deutsche Z    5.50    3/29/2016    EUR     60.60
DZ Bank AG Deutsche Z    5.00   12/28/2015    EUR     72.62
DZ Bank AG Deutsche Z    8.25   12/28/2015    EUR     67.44
DZ Bank AG Deutsche Z    6.50    3/29/2016    EUR     68.82
Commerzbank AG           6.00   12/24/2015    EUR     74.23


                            *********

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.


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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.


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