TCREUR_Public/151207.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, December 7, 2015, Vol. 16, No. 241

                            Headlines

A Z E R B A I J A N

PASHA BANK: S&P Revises Outlook to Neg. & Affirms 'BB-/B' Ratings


I T A L Y

CFF FILIBERTI: Maltese Gov't Payment Delay May Trigger Bankruptcy
TAURUS CMBS 2: Fitch Lowers Rating on Class F Notes to 'Dsf'


N E T H E R L A N D S

HARBOURMASTER CLO 8: Fitch Cuts Rating on Class E Notes to 'B-'
HIGH TIDE I: Fitch Affirms Then Withdraws D Rating on Cl. C Notes
JUBILEE CDO V: S&P Raises Ratings on 2 Note Classes to BB+
WOOD STREET CLO II: S&P Raises Rating on Class E Notes to CCC+


N O R W A Y

NJORD GAS: S&P Lowers Rating on NOK3.798BB Bonds to 'BB-'


P O R T U G A L

ECONOMICA MONTEPIO: Fitch Affirms Covered Bonds' BB+ Rating


R O M A N I A

ASTRA ASIGURARI: Court Approves ASF's Bankruptcy Petition


R U S S I A

BANK EUROCREDIT: Placed Under Provisional Administration
BANK FDB: Placed Under Provisional Administration
INTERPOLISTRUST LLC: Bank of Russia Revokes Licenses
NOTA-BANK PJSC: ROSSIYSKY CAPITAL to Settle Obligations
SYNERGY PAO: Fitch Affirms 'B+' IDR & Revises Outlook to Negative

ZHIVA LLC: Bank of Russia Revokes Insurance Licenses


S P A I N

ABENGOA SA: Company Structure Complex, Report Shows


U K R A I N E

ATEK PJSC: Court Declares Bankruptcy Rescue Lawful
UKRAINE: IMF Won't Get Involved in Russia Debt Talks


U N I T E D   K I N G D O M

ENTERTAINMENT ONE: S&P Assigns 'B+' CCR, Outlook Stable
THPA FINANCE: S&P Lowers Ratings on 2 Note Classes to 'B+(sf)'
VITA CAPITAL VI: S&P Assigns Prelim. BB Rating to Class A Notes


X X X X X X X X

* BOND PRICING: For the Week Nov. 30, 2015 to Dec. 4, 2015


                            *********


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A Z E R B A I J A N
===================


PASHA BANK: S&P Revises Outlook to Neg. & Affirms 'BB-/B' Ratings
-----------------------------------------------------------------
Standard & Poor's Ratings Services said it revised to negative
from stable its outlook on the long-term ratings on Azerbaijan-
based PASHA Bank.  At the same time, S&P affirmed its 'BB-/B'
long- and short-term counterparty credit ratings on the bank.

The outlook revision reflects S&P's growing concerns regarding
PASHA's risk position, mostly stemming from the worsening loan
book performance and increasing provisioning needs.  Over the past
two and a half years, S&P has observed substantial deterioration
in the bank's asset quality metrics, which eventually resulted in
nonperforming loans (NPLs; overdue more than 90 days) growing to
10.7% of its loan portfolio as of year-end 2014.  S&P expects this
ratio to reach close to 15%-17% as of year-end 2015 and remain
high in 2016-2017, due to slow work-out mechanisms and the
difficult macroeconomic environment in Azerbaijan.

The bank's credit costs for 2014 were high, at 7.2%, mostly driven
by a number of isolated but sizable nonpayments by a few large
corporate borrowers.  As a result of high provisioning needs, the
bank has posted a loss of Azerbaijani manat (AZN) 2.7 million in
2014.  Given that the bank's loan book remains very concentrated,
amid persisting economic constraints, S&P expects credit costs to
remain high at 6%-8% for the next two years, and the bank to be
loss-making in 2015 and likely in 2016.

S&P's assessment of PASHA Bank's risk position as moderate also
reflects very high loan growth in the previous years, as well as
significant lending concentrations, which could also result in
greater vulnerability of the balance sheet to sizable one-off
default events in the corporate loan book.  As of Dec. 31, 2014,
the top-20 loans were a very high 62% of total loans, but they
were somewhat mitigated by strong capital buffers, resulting in
the top 20 exposures equating to 108% of total adjusted capital.
If S&P sees that asset quality deteriorates more rapidly, causing
higher provisioning needs than it currently expects, S&P might
take a negative rating action.

At the same time, PASHA Bank's strong capital position somewhat
balances this risk, in S&P's view.  S&P believes that PASHA Bank
remains decently capitalized, although S&P sees significant
deterioration in the bank's earnings capacity.  S&P do not expect
any new capital injections, therefore, the losses will constrain
the capital position further.  On a positive note, the bank has
now decided to slow down its asset growth, which should help its
capital adequacy.  S&P still expects that PASHA's Standard &
Poor's-risk-adjusted capital (RAC) ratio will remain above 10%
within the next 12-18 months.  At the same time, S&P sees
substantial downside risks for its capital position.

S&P assess PASHA Bank's business position as adequate.  With total
assets of AZN1.3 billion as of Dec. 31, 2014, the bank is in the
top-three in the country and accounts for 5% in terms of assets,
which is meaningful in the Azeri concentrated banking sector where
large banks dominate.  S&P considers PASHA to have a valuable
franchise in local corporate banking, with some potential to
further expand into the small and midsize enterprise segment.

PASHA Bank's funding is below average and its liquidity adequate,
in S&P's view.  Although the bank has made some progress in making
its funding structure broader and more granular, S&P still views
the bank as lacking diversity across sources and having only
limited access to core customer deposits.  The funding base
remains highly concentrated and the top-20 depositors account for
more than 66% of customer deposits.  At the same time, S&P
acknowledges the bank's gradual improvement in funding-base
diversification through securing funding from unrelated corporate
deposits, private banking clients, and financial institutions.  If
it continues such efforts and establishes a longer track record of
a stable and diversified funding base, S&P may reassess its view
of the bank's funding position in the long term.

S&P notes that, given its concentrated funding profile, PASHA Bank
has to maintain a sizable cash cushion.  The bank's loan-to-
deposit ratio was 76% as of Dec. 31, 2014, comparing favorably
with that of peers.  S&P views positively that the bank's cash
assets and liquid securities cover about 70% of short-term
customer deposits and more than three times the debt maturing
within 12 months.  S&P believes that, in the future, the bank will
gradually decrease the percentage of liquid assets to total
assets, and reuse liquidity to expand its loan portfolio.

The negative outlook reflects S&P's concerns regarding constraints
on the asset quality of the bank, which could deteriorate further
than S&P currently expects due to worsening operating conditions
and high lending concentrations, leading to high provisioning
needs and weak financial results.

S&P may take a negative rating action if the bank's asset quality
deteriorates more than S&P currently expects and remains
substantially weaker than that of peers' over a prolonged period
of time, with NPLs exceeding 20% of the total loan book.  S&P
could also consider a negative rating action if the RAC ratio
declined to below 10%.

The likelihood of a positive rating action is currently remote
because of the highly challenging operating conditions in
Azerbaijan.  S&P also believes that further improvements in the
bank's funding profile are likely to be counterbalanced by a
worsening capital position as the bank grows its leverage and
business volumes.



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I T A L Y
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CFF FILIBERTI: Maltese Gov't Payment Delay May Trigger Bankruptcy
-----------------------------------------------------------------
Times of Malta reports that Cff Filiberti, the Italian company
which cut and shaped the stonework for the new Maltese Parliament,
says it is facing bankruptcy and it is putting part of the blame
on the Maltese government, which, it said, has still not paid
EUR3.4 million for works.

According to Times of Malta, the company said the payments have
been due since December 2014 and have not been contested.

It said it is pressing the Italian government to intervene with
the Maltese government, Times of Malta relates.


TAURUS CMBS 2: Fitch Lowers Rating on Class F Notes to 'Dsf'
------------------------------------------------------------
Fitch Ratings has taken rating action on Taurus CMBS No. 2
S.r.l.'s floating rate notes due 2019 as:


  EUR0 mil. class F (IT0003957054) downgraded to 'Dsf' from
  'Csf'; Recovery Estimate (RE) 0%; rating withdrawn

  EUR0 mil. class G (IT0003957062) affirmed at 'Dsf'; RE0%;
  rating withdrawn

The transaction closed in 2005 and was originally the
securitization of four commercial mortgage loans originated by
Merrill Lynch's Milan branch.  Following the prepayment of three
loans after closing (and the prepayment funds applied at the end
of the traditional 18-month lockout period in Italian
transactions), only one loan remained, Berenice, accounting for
40% of the original balance.

KEY RATING DRIVERS

The downgrade of the class F notes and affirmation of the class G
notes reflects the final recovery determination that occurred at
the January 2015 interest payment date (IPD) distribution.

The last remaining loan, EUR34.7 million Berenice, prepaid in full
in Dec. 2014.  While the borrower met all due amounts (including
interest and costs), transaction costs surged (as a percentage of
loan interest/balance prior to repayment) due to the wind-up of
the transaction and the concentration of final invoices at the
Jan. 2015 IPD.  No interest was paid to any of the notes due to
the escrowing of junior principal for payment of issuer expenses,
causing a non-accruing interest amount on the tranche F

Fitch is withdrawing the ratings of Taurus CMBS No. 2 S.r.l. as
the issuer has defaulted.  Accordingly, Fitch will no longer
provide ratings or analytical coverage for Taurus CMBS No. 2
S.r.l.

RATING SENSITIVITIES

Not applicable

DUE DILIGENCE USAGE

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

DATA ADEQUACY

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

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

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



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N E T H E R L A N D S
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HARBOURMASTER CLO 8: Fitch Cuts Rating on Class E Notes to 'B-'
---------------------------------------------------------------
Fitch Ratings has upgraded Harbourmaster CLO 8 B.V.'s class B
notes, affirmed the class A2, C and D notes, and downgraded the
class E notes, as:

  EUR53.5 mil. Class A2 (ISIN XS0277549969): affirmed at 'AAAsf';
   Outlook Stable

  EUR20.5 mil. Class B (ISIN XS0277554886): upgraded to 'AAsf'
   from 'Asf'; Outlook Stable

  EUR23.2 mil. Class C (ISIN XS0277555933): affirmed at 'BBBsf';
   Outlook Stable

  EUR21.1 mil. Class D (ISIN XS0277559174): affirmed at 'BBsf';
   Outlook Negative

  EUR11.6 mil. Class E (ISIN XS0277559844): downgraded to 'B-sf'
   from 'Bsf'; Outlook Negative

Harbourmaster CLO 8 B.V. is a securitization of senior secured
loans primarily domiciled in Europe.

KEY RATING DRIVERS

The upgrade of the class B notes reflects the portfolio's
continued amortization since the last review in December 2014.
The class A1 notes have paid in full and the class A2 notes have
paid down to 63.6% of their initial outstanding balance.  This has
increased credit enhancement for the class A2 notes to 61.8% from
46% and for the class B notes to 47.1% from 33.1%.

Portfolio performance has remained stable.  There are no defaulted
assets in the portfolio and the proportion of assets rated 'CCCsf'
and below has increased to 8.3% from 5.2%.  The total outstanding
balance of the portfolio has reduced by EUR64 mil.  Of this,
EUR8.1 million has come from selling distressed assets and the
remainder from prepayments.

The downgrade of the class E notes reflects that despite
increasing credit enhancement they remain exposed to a long tail
period with a sizable senior fixed fee amount, which would cause
negative carry between the portfolio yield and the note interest.
The manager would likely call the transaction early but that
depends on market conditions.

Further stresses on the transaction include the increased
concentration, increased cost of funding the notes due to
amortization, the unchanged risk horizon due to the maturity
extension of assets keeping the weighted average life flat at 4.1
years (4.2 last year) and loose overcollateralization test
triggers.  When breached these triggers divert excess spread to
pay down the notes at an increased rate and increase credit
enhancement.  These stresses are reflected in the Negative
Outlooks on the class D and E notes.

RATING SENSITIVITIES

Increasing the default rate by 1.25x to all assets in the
portfolio would result in a downgrade of the class D notes by one
notch.  Reducing the recovery rate by 0.75x to all assets in the
portfolio would result in a downgrade of the class D notes by one
rating category and a downgrade of the class E notes below
'CCCsf'.

DUE DILIGENCE USAGE

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

DATA ADEQUACY

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

The majority of the underlying assets have ratings or credit
opinions from Fitch and/or other Nationally Recognized Statistical
Rating Organizations and/or European Securities and Markets
Authority registered rating agencies.  Fitch has relied on the
practices of the relevant Fitch groups and/or other rating
agencies to assess the asset portfolio information.

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


HIGH TIDE I: Fitch Affirms Then Withdraws D Rating on Cl. C Notes
-----------------------------------------------------------------
Fitch Ratings has affirmed High Tide CDO I's class C notes and
withdrawn the rating:

  Class C (XS0169669248) affirmed and withdrawn at 'Dsf'

Fitch is withdrawing High Tide CDO I's remaining rating as the
bond was cancelled.

KEY RATING DRIVERS

On Nov. 10, 2015, all the reference obligations were removed from
the reference portfolio.  As a result, a mandatory redemption
event occurred on the same date.  Consequently, the outstanding A
and B notes were paid in full and the remaining outstanding
balance of the C notes paid down on Nov. 16, 2015.

The class C notes had been partially written down in order to make
credit protection payments.  This is reflected in the affirmation.

RATING SENSITIVITIES

Not applicable.

DUE DILIGENCE USAGE

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

DATA ADEQUACY

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

The majority of the underlying assets have ratings or credit
opinions from Fitch and/or other Nationally Recognized Statistical
Rating Organizations and/or European Securities and Markets
Authority registered rating agencies.  Fitch has relied on the
practices of the relevant Fitch groups and/or other rating
agencies to assess the asset portfolio information.


JUBILEE CDO V: S&P Raises Ratings on 2 Note Classes to BB+
----------------------------------------------------------
Standard & Poor's Ratings Services raised its credit ratings on
all classes of Jubilee CDO V B.V.'s notes.

The upgrades follow S&P's review of the transaction's performance
under its updated criteria for rating corporate collateralized
loan obligation (CLO) transactions.  S&P performed a credit and
cash flow analysis and assessed the support that each participant
provides to the transaction by applying its current counterparty
criteria.  In S&P's analysis, it used data from the latest
available trustee report dated Oct. 20, 2015.

S&P's corporate CLO criteria incorporate supplemental tests
intended to address both event risk and model risk that may be
present in rated transactions.  These consist of (1) the "largest
obligor default test," which assesses whether a CLO tranche has
sufficient credit enhancement to withstand specified combinations
of underlying asset defaults based on the ratings on the
underlying assets, and (2) the "largest industry test," which
assesses whether or not it can withstand the default of all the
obligors in the largest industry category.

The updated criteria do not change the calculation of the loss
amounts for the supplemental tests.  However, the criteria now
allow the loss amounts calculated for the largest obligor default
test to be run through S&P's cash flow model to take into account
excess spread and to ensure that the tranche subject to the test
receives timely interest and ultimate principal in S&P's analysis.

S&P subjected the capital structure to a cash flow analysis to
determine the break-even default rate for each rated class of
notes at each rating level.  In S&P's analysis, it used the
reported portfolio balance that it considered to be performing
(EUR191.0 million), the weighted-average spread, and the weighted-
average recovery rates for the performing portfolio.  S&P applied
various cash flow stress scenarios, using its standard default
patterns in conjunction with different interest stress scenarios
for each liability rating category.

The exposure to obligors based in countries rated below 'A-' is
greater than 10% of the aggregate collateral balance (13.2%).
Therefore, S&P has also applied additional stresses in accordance
with its nonsovereign ratings criteria.

Non-euro-denominated assets comprise 9.38% of the performing
collateral balance, which are hedged by a cross-currency swap
agreement.  In S&P's opinion, the documentation for the cross-
currency swap agreement does not fully reflect its current
counterparty criteria.  In S&P's cash flow analysis, for ratings
above the issuer credit rating plus one notch on the swap
counterparty, S&P considered scenarios where the counterparty does
not perform, and where the transaction is therefore exposed to
changes in currency rates.

S&P's review of the transaction highlights that the class A notes
have paid down by EUR132.5 million since our June 27, 2014 review.
This has increased the available credit enhancement for all of the
rated classes of notes.

S&P's credit and cash flow analysis, together with the application
of its nonsovereign ratings criteria and current counterparty
criteria, indicates that the available credit enhancement for the
class A-1B, A-2, and B notes is commensurate with higher ratings
than those currently assigned.  Therefore, S&P has raised its
ratings on the class A-1B, A-2, and B notes.

In S&P's June 2014 review of the transaction, its credit and cash
flow analysis indicated that the available credit enhancement for
the class C, D-1, and D-2 notes was commensurate with higher
ratings.  However, the application of the largest obligor default
test constrained S&P's ratings on these classes of notes.  Upon
publishing S&P's updated corporate CLO criteria, it placed these
ratings "under criteria observation".

Following the application of the largest obligor default test
under S&P's updated corporate CLO criteria, and taking into
account the results of its credit and cash flow analysis, the
transaction can now support higher ratings on the class C, D-1,
and D-2 notes than those currently assigned.  Therefore, S&P has
raised its ratings on the class C, D-1, and D-2 notes.  These
ratings are also no longer under criteria observation.

Jubilee CDO V is a cash flow CLO transaction that securitizes
loans granted to primarily European speculative-grade corporate
firms.  Alcentra Ltd. manages the transaction.  The transaction
closed in June 2005 and entered its amortization period in August
2011.

RATINGS LIST

Class                Rating
             To                From

Jubilee CDO V B.V.
EUR555 Million Secured Floating- And Fixed-Rate Notes

Ratings Raised

A-1B         AAA (sf)          AA+ (sf)
A-2          AAA (sf)          AA+ (sf)
B            AA+ (sf)          A+ (sf)
C            BBB+ (sf)         B+ (sf)
D-1          BB+ (sf)          CCC (sf)
D-2          BB+ (sf)          CCC (sf)


WOOD STREET CLO II: S&P Raises Rating on Class E Notes to CCC+
--------------------------------------------------------------
Standard & Poor's Ratings Services raised its credit ratings on
all classes of Wood Street CLO II B.V.'s notes.

The upgrades follow S&P's review of the transaction's performance
under its updated criteria for rating corporate collateralized
loan obligation (CLO) transactions.  S&P performed a credit and
cash flow analysis and assessed the support that each participant
provides to the transaction by applying S&P's current counterparty
criteria. In S&P's analysis, it used data from the latest
available trustee report dated Oct. 26, 2015.

S&P's corporate CLO criteria incorporate supplemental tests
intended to address both event risk and model risk that may be
present in rated transactions.  These consist of (1) the "largest
obligor default test," which assesses whether a CLO tranche has
sufficient credit enhancement to withstand specified combinations
of underlying asset defaults based on the ratings on the
underlying assets, and (2) the "largest industry test," which
assesses whether or not it can withstand the default of all the
obligors in the largest industry category.

The updated criteria do not change the calculation of the loss
amounts for the supplemental tests.  However, the criteria now
allow the loss amounts calculated for the largest obligor default
test to be run through S&P's cash flow model to take into account
excess spread and to ensure that the tranche subject to the test
receives timely interest and ultimate principal in S&P's analysis.

S&P subjected the capital structure to a cash flow analysis to
determine the break-even default rate for each rated class of
notes at each rating level.  In S&P's analysis, it used the
reported portfolio balance that it considered to be performing
(EUR125.7 million), the weighted-average spread, and the weighted-
average recovery rates for the performing portfolio.  S&P applied
various cash flow stress scenarios, using its standard default
patterns in conjunction with different interest stress scenarios
for each liability rating category.

The exposure to obligors based in countries rated below 'A-' is
greater than 10% of the aggregate collateral balance (18.00%).
Therefore, S&P has also applied additional stresses in accordance
with its nonsovereign ratings criteria.

Non-euro-denominated assets comprise 15.8% of the performing
collateral balance, which are hedged by a cross-currency swap
agreement.  In S&P's opinion, the documentation for the cross-
currency swap agreement does not fully reflect its current
counterparty criteria.  In S&P's cash flow analysis, for ratings
above the issuer credit rating plus one notch on the swap
counterparty, S&P considered scenarios where the counterparty does
not perform, and where the transaction is therefore exposed to
changes in currency rates.

S&P's review of the transaction highlights that the class A notes
have paid down by EUR87.2 million since S&P's April 17, 2014
review.  This has increased the available credit enhancement for
all of the rated classes of notes.

S&P's credit and cash flow analysis, together with the application
of its nonsovereign ratings criteria and current counterparty
criteria, indicates that the available credit enhancement for the
class A-1, A-2, and B notes is commensurate with higher ratings
than those currently assigned.  Therefore, S&P has raised its
ratings on the class A-1, A-2, and B notes.

In S&P's April 2014 review of the transaction, its credit and cash
flow analysis indicated that the available credit enhancement for
the class C, D, and E notes was commensurate with higher ratings.
However, the application of the largest obligor default test
constrained S&P's ratings on these classes of notes.  Upon
publishing S&P's updated corporate CLO criteria, it placed these
ratings "under criteria observation".

Following the application of the largest obligor default test
under S&P's updated corporate CLO criteria, and taking into
account the results of S&P's credit and cash flow analysis, the
transaction can now support higher ratings on the class C, D, and
E notes than those currently assigned.  Therefore, S&P has raised
its ratings on the class C, D, and E notes.  These ratings are
also no longer under criteria observation.

Wood Street CLO II is a cash flow CLO transaction that securitizes
loans granted to primarily European speculative-grade corporate
firms.  Alcentra Ltd. manages the transaction.  The transaction
closed in March 2006 and entered its amortization period in March
2011.

RATINGS LIST

Class                Rating
             To                From

Wood Street CLO II B.V.
EUR400 Million Senior Secured And Deferrable Floating-Rate Notes

Ratings Raised

A-1          AAA (sf)          AA+ (sf)
A-2          AAA (sf)          AA+ (sf)
B            AAA (sf)          A+ (sf)
C            A+ (sf)           BBB+ (sf)
D            B+ (sf)           B- (sf)
E            CCC+ (sf)         CCC- (sf)



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N O R W A Y
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NJORD GAS: S&P Lowers Rating on NOK3.798BB Bonds to 'BB-'
---------------------------------------------------------
Standard & Poor's Ratings Services said that it lowered to 'BB-'
from 'BB' its long-term issue rating on the NOK-equivalent 3.798
billion senior secured index-linked bonds, issued by Norway-based
asset company Njord Gas Infrastructure AS (NGI or ProjectCo), due
in Sept. 2027.  The recovery rating is unchanged at '1',
indicating S&P's expectation of very high (90%-100%) recovery in
the event of a payment default.  The outlook is stable.

The downgrade reflects the significant weakening of the Norwegian
krone (NOK) against the U.S. dollar and the British pound during
2014-2015.  By end-2014, the ProjectCo had an accumulated
unrealized foreign exchange loss on the bonds of more than NOK900
million.  In the 11 months to Nov. 30, 2015, the krone depreciated
by 14% against the dollar and 11% against the pound.  As the bonds
are fully hedged against currency fluctuations, this loss will be
fully offset by a symmetrical gain on the derivatives.  However,
this has resulted in higher future tax payments for ProjectCo due
to the timing mismatch in the tax treatments of the foreign
exchange loss on the bonds and the corresponding gain on the
derivative instrument.  While the loss on the bonds in 2014
resulted in an immediate tax gain of approximately NOK250 million,
the tax payments relating to the forex gain on the derivative
instrument will be met in the coming years to 2028.  For modeling
purposes, S&P has adopted ProjectCo's assumption that the tax
payments will be linear from 2015-2028.  This resulted in a
decline of the projected average debt service coverage ratio
(DSCR) to 1.05x from 1.20x.  Therefore S&P has removed a positive
adjustment to the preliminary phase stand-alone credit profile
(SACP) previously driven by the strong average DSCR.

At the same time, S&P revised the operation phase business
assessment (OPBA) to '4' from '5' to reflect the project's
resilience under a market downside scenario where the 'K' capital
tariff element is further reduced by 15%.

S&P continues to view this project positively compared to peers
due to the very stable and predictable nature of the project's
operations and revenues and S&P's forecast of robust liquidity,
despite weakening annual debt service coverage ratios (ADSCRs), in
part due to NGI's cash retention policy.

The 'BB-' long-term rating continues to reflect the weak financial
profile forecast for NGI as a result of tariff revisions announced
by the Norwegian Ministry of Petroleum and Energy on June 27,
2013.  The ratings also reflect S&P's view of the project's
significant cash resources, which support its belief that the
project will be able to meet its debt service needs even though
its ADSCRs, calculated according to our criteria, are forecast to
fall below 1x in 2021-2027.

Operations Phase

S&P's assessment of NGI's operations phase stand-alone credit
profile (SACP) reflects its view of the complexity of operating an
extensive underwater pipeline network and associated facilities,
and includes these specific factors:

   -- The network's strategic importance and financial
      significance to Norway.

   -- Stable and predictable bookings for pipeline capacity in
      the long term because of "take or pay" arrangements and
      capacity restrictions in some of the tariff areas.

   -- Exposure to a regulatory regime that has recently
      demonstrated a relative lack of transparency and volatility
      in its decision-making.  A base-case minimum annual debt
      service coverage ratio (ADSCR) of 0.69x, and an average of
      1.05x for the project, calculated in accordance with S&P's
      criteria.

   -- A relatively robust financial profile under our downside
      scenario.

Counterparty

S&P assigns a counterparty dependency assessment (CDA) to
counterparties that it considers material and not easily
replaceable without significant time or cash-flow implications.
The issue ratings incorporate S&P's CDA as a weak link, which
means that the ratings on the bonds are constrained by the CDAs
that S&P assigns.  Currently, the issue ratings are not
constrained by any counterparty rating.

Revenue counterparty

A diverse group of energy companies, led by Statoil Petroleum AS,
constitute the revenue counterparties for Gassled.  S&P assigns a
CDA to the group in accordance with S&P's criteria for multiple
offtakers, although it currently does not constrain the issue
ratings.

Operations and maintenance counterparty

S&P regards the network operator Gassco as material and
irreplaceable due to its extensive knowledge and experience of the
network that S&P believes would be difficult to substitute.  S&P
therefore assigns a CDA to Gassco based on its ownership by the
Kingdom of Norway. Gassco also benefits from a guarantee from the
state.  Consequently, the CDA does not constrain the issue
ratings.

Financial counterparties

The project's account bank and revolving liquidity facility
provider is DNB Bank ASA.  This currently does not constrain the
issue ratings.

Modifiers

S&P applies a one-notch comparative rating adjustment to reflect
its view of the very stable and predictable nature of the
project's operations and revenues and S&P's forecast robust
liquidity, despite weakening ADSCRs, in part due to NGI's cash
retention policy.

Liquidity

As of Dec. 31, 2014, the project had access to about
NOK760 million of liquidity.  This comprised about NOK188 million
in a debt service reserve account, about NOK250 million available
from a revolving credit facility, and about NOK322 million of free
cash.  NGI's internal policy is to hold a minimum free cash
balance of one-month equivalent of cash calls.

Outlook

The stable outlook reflects S&P's view of the steady operating
environment for the Gassled network and NGI's reduced volume risk
following the significant reduction in tariffs for future
bookings.

S&P could take a negative rating action if NGI's financial profile
were to weaken further, most likely if the project's strong cash
position and its liquidity position were to deteriorate.  This
could occur if cash were upstreamed to sponsors.

S&P could take a positive rating action if NGI's financial profile
were to prove stronger than S&P forecasts, and its projected
average ADSCR were to be higher than 1.10x.  This could result,
for example, from a substantial currency appreciation.  In
addition, a successful legal action that resulted in a reversal of
the tariff amendments introduced in 2013 would be likely to result
in a multi-notch upgrade.



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


ECONOMICA MONTEPIO: Fitch Affirms Covered Bonds' BB+ Rating
-----------------------------------------------------------
Fitch Ratings has upgraded the Portuguese mortgage covered bonds
(Obrigacoes Hipotecarias, OH) issued by Caixa Geral de Depositos,
S.A. (CGD, BB-/Stable/B) and affirmed the OH programs issued by
Banco Comercial Portgues S.A. (BCP, BB-/Stable/B), Caixa Economica
Montepio Geral (Montepio, B+/Stable/B) and Banco Santander Totta
SA (Totta, BBB/Positive/F2).  The Outlooks on the OH reflect those
on the Portuguese banks' Issuer Default Ratings (IDR).

The rating actions follow the annual review of all the programs.

KEY RATING DRIVERS

The asset disposal loss remains the greatest contributor to the BE
OC for all the programs, except for Totta's which has more limited
maturity mismatches than the others.  The rating of the OH is
based on recovery prospects and the asset disposal component
represents a stressed valuation of the entire cover pool after an
assumed covered bond default at the OH rating scenario.  This is
driven by the high refinancing spread assumed for Portuguese
mortgage loans (500bp in 'B' rating scenario).

The tested rating on a probability of default (PD) basis is
equalized with the IDR of the Portuguese banks as adjusted by the
IDR uplift.  The discontinuity cap (D-Cap) is 0 and Fitch does not
test timely payments because the tested rating on PD is also the
floor for the rating of the OH, regardless of the level of OC.

The credit loss has reduced for all the programs.  This takes into
account no material changes in cover pool characteristics,
deleveraging and incorporates updated asset assumptions.  In case
of CGD, the reduction also takes into account that Fitch no longer
adjusts its quick sale adjustment (QSA) and recovery lag as the
issuer has provided repossession data to back test agency
assumptions. The credit loss reduction for the CGD program to 6.9%
from 8.2% at previous rating level drives the upgrade to 'BBB'
from 'BBB-'.  Fitch continues to use an increased QSA of 50% from
40% and a lengthened the recovery timing of six years from four
years for BCP and Totta to account for the lack of recovery data
from these issuers.

The cash flow valuation generally leads to lower BE OC levels
driven by either hedged interest rate mismatches or limited open
interest rate positions.  In case of CGD, the cumulative excess
spread in the structure (0.8%) offsets interest rate mismatches:
29% of the bonds are fixed versus 99% floating rate mortgage
assets.  The hedging in place for Montepio's and Totta's OH
program contributes to the negative cash flow valuation.

Montepio has an asset swap in place with Royal Bank of Scotland
N.V. (The) (BBB+/Stable/F2) whereas Totta entered into total
return swaps on all the series outstanding with the parent bank
Banco Santander S.A.(A-/Stable/F2).

In its analysis, Fitch has given credit to the level of OC that
each of the issuers commits to in their latest investor reports
(June 2015 for BCP and September 2015 for CGD, Montepio and
Totta).

KEY RATING DRIVERS - BCP

The 'BBB-' rating is based on BCP's Long-term IDR of 'BB-', an
unchanged IDR uplift of 1, an unchanged Discontinuity Cap (D-Cap)
of 0 (full discontinuity risk) and the 26% OC that Fitch takes
into account in its analysis, which provides more protection than
the 14% 'BBB-' BE OC (down from 23% previously).

The change in the BE OC is due to the better maturity mismatches,
which resulted from the longer weighted average (WA) life of the
OH of 3.0 years from 2.6 following the reschedule of the maturity
date of the EUR2 bil. Series 8 to October 2020 from October 2015.
The WA life of the assets remains 14 years.

The 14% 'BBB-' BE OC considers a two-notch uplift based on
recoveries given default of at least 71%.  BCP's credit loss is
10.1% and it reflects the 'BBB-' WA frequency of foreclosure (FF)
of 27.4% and a WA recovery rate (RR) of 66.5%.

KEY RATING DRIVERS - CGD

The 'BBB' rating is based on CGD's Long-term IDR of 'BB-', an
unchanged IDR uplift of 1, an unchanged D-Cap of 0 (full
discontinuity risk) and the 38.5% OC that Fitch takes into account
in its analysis, which provides more protection than the 35% 'BBB'
BE OC (up from 18.5% at the previous 'BBB-' rating).

The 38.5 committed OC is sufficient for a three-notch uplift from
the tested rating on PD which is commensurate with at least 91%
recoveries given default.  The cover pool credit loss of 7.8%
reflects the 'BBB' WAFF of 26.7% and a WARR of 72.8%.

KEY RATING DRIVERS - Montepio

The 'BB+' rating is based on Montepio's Long-term IDR of 'B+', an
unchanged IDR uplift of 0, an unchanged D-Cap of 0 (full
discontinuity risk) and the 35% OC that Fitch takes into account
in its analysis, which provides more protection than the 14.5%
'BB+' BE OC down from 17%.  The change in the BE OC is mostly due
to the full scheduled repayment of the EUR500 mil. Series 3 in
November 2015.

The 14.5% 'BB+' breakeven OC considers three notches for at least
91% recoveries given default.  The cover pool credit loss of 5.1%
reflects the 'BBB-' WAFF of 20.8.% and a WARR of 76.6%.

KEY RATING DRIVERS - Totta

The 'BBB+' rating is based on Totta's Long-term IDR of 'BBB', an
unchanged IDR uplift of 0, an unchanged Discontinuity Cap (D-Cap)
of 0 (full discontinuity risk) and the 15.0% OC that Fitch takes
into account in its analysis, which provides more protection than
the 7% 'BBB+' BE OC, down from 10.5%.

The change in the BE OC is driven by a better maturity mismatch
between assets and liabilities: the WA life of the liabilities has
increased to 2.5 from 2.3 years after the EUR1.5 bil. issuances
(Series 14 and Series 15) in 2015.  The WA life of the assets
remains 7.2 years.  It is also driven by the cumulative excess
spread now available in the structure (4.4%) following the
cancellation of EUR750 mil. covered bonds in October 2015, which
were paying a higher margin than the newly issued bonds.

The 15% committed OC allows the OH to achieve at least 51%
recoveries given default, which is commensurate with a one-notch
rating uplift from the tested rating on PD.  The cover pool credit
loss of 10.9% reflects the 'BBB-' WAFF of 24.1% and a WARR of
59.3%.

RATING SENSITIVITIES - Banco Comercial Portugues S.A. (BCP)

The 'BBB-' rating would be vulnerable to downgrade if any of the
following occurs: (i) BCP's Issuer Default Rating (IDR) is
downgraded by one or more notches to 'B+' or below; (ii) the
number of notches represented by the IDR uplift and Discontinuity
Cap (D-Cap) is reduced to zero; or (iii) the overcollateralization
(OC) that Fitch considers in its analysis decreases below Fitch's
'BBB-' breakeven (BE) level of 14%.

RATING SENSITIVITIES - Caixa Geral de Depositos, S.A. (CGD)

The 'BBB' rating would be vulnerable to downgrade if any of the
following occurs: (i) CGD's IDR is downgraded by one or more
notches to 'B+' or below; or (ii) the number of notches
represented by the IDR uplift and D-Cap is reduced to zero; or
(iii) the OC that Fitch considers in its analysis decreases below
Fitch's 'BBB-' BE level of 35%.

RATING SENSITIVITIES - Caixa Economica Montepio Geral (Montepio)

The 'BB+' rating would be vulnerable to downgrade if any of the
following occurs: (i) Montepio's IDR is downgraded by one or more
notches to 'B' or below; or (ii) the OC that Fitch considers in
its analysis decreases below Fitch's 'BB+' BE level of 14.5%.


RATING SENSITIVITIES - Banco Santander Totta SA (Totta)
The 'BBB+' rating would be upgraded if Totta's IDR is upgraded by
one or more notches to 'BBB+' or above.

At the same time, all else being equal, The 'BBB+' rating would be
vulnerable to downgrade if the OC that Fitch considers in its
analysis decreases below Fitch's 'BBB+' BE level of 7%.

The Fitch BE OC for the covered bond ratings will be affected,
amongst others, by the profile of the cover assets relative to
outstanding covered bonds, which can change over time, even in the
absence of new issuance.  Therefore the BE OC to maintain the
covered bond ratings cannot be assumed to remain stable over time.

The rating actions are:

BCP
OH affirmed at 'BBB-'/Stable with a BE OC of 14%
BE OC components: -5.3% cash flow valuation, 10.1% credit loss,
16.4% asset disposal loss

CGD
OH upgraded to 'BBB'/Stable with a BE OC of 35%
BE OC components: 0.3% cash flow valuation, 7.8% credit loss,
40.2% asset disposal loss

Montepio
OH affirmed at 'BB+'/Stable with a BE OC of 14.5%
BE OC components: -6.7% cash flow valuation, 5.1% credit loss,
20.2% asset disposal loss

Totta
OH affirmed at 'BBB+'/Positive with a BE OC of 7%
BE OC components: -2.0% cash flow valuation, 10.9% credit loss,
4.2% asset disposal loss



=============
R O M A N I A
=============


ASTRA ASIGURARI: Court Approves ASF's Bankruptcy Petition
---------------------------------------------------------
SeeNews reports that the Bucharest Court has approved the request
submitted by Romania's financial supervision authority, ASF, for
the bankruptcy of Astra Asigurari.

The decision is not final and needs to be confirmed also by the
Appeals Court, SeeNews notes.

ASF requested Astra's bankruptcy in early September because it had
not increased its capital by RON425 million (US$100.6 million/
EUR95.3 million), SeeNews recounts.

News broadcaster Digi 24 TV reported that more than 2 million
insurance contracts could be impacted by this decision, SeeNews
relays.

According to SeeNews, the Policyholders Guarantee Fund will take
over the task of compensating Astra's creditors if the Bucharest
Court decision is confirmed by the Appeals Court.

The fund will pay out a maximum of EUR100,000 to each creditor,
SeeNews says, citing data posted on ASF's website.

At the end of August, ASF decided to revoke Astra's operating
license and declared it insolvent after its financial recovery
plan failed to achieve its main objectives, SeeNews relates.

Astra was Romania's third largest insurer in terms of gross
written premiums in 2014 with a market share of 9.6%.  It is
controlled by local businessman Dan Adamescu and operates on the
Romanian market since 1991.



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


BANK EUROCREDIT: Placed Under Provisional Administration
--------------------------------------------------------
The Bank of Russia, by its Order No. OD-3464 dated December 4,
2015, revoked the banking license of the credit institution
Commercial Bank Eurocredit (limited liability company) or Bank
Eurocredit (LLC) from December 4, 2015.

The Bank of Russia took such an extreme measure -- revocation of
the banking license -- due to the credit institution's failure to
comply with federal banking laws and Bank of Russia regulations,
all capital adequacy ratios being below 2 percent, decrease in
capital below the minimal value of the authorized capital
established by the Bank of Russia as of the date of the state
registration of the credit institution, and the application within
a year of measures envisaged by the Federal Law "On the Central
Bank of the Russian Federation (Bank of Russia)".

Bank Eurocredit (LLC) placed funds into low-quality assets and did
not create provisions adequate to the risks assumed. Creation of
additional provisions in required amounts resulted in a complete
loss of the bank's capital.  Besides, the credit institution was
involved in dubious operations connected with overseas money
transfer in significant amounts.

Under these circumstances, the Bank of Russia performed its duty
on the revocation of the banking license from the credit
institution in accordance with Article 20 of the Federal Law "On
Banks and Banking Activities".

The Bank of Russia, by its Order No. OD-3465, dated December 4,
2015, appointed a provisional administration to Bank Eurocredit
(LLC) for the period until the appointment of a receiver pursuant
to the Federal Law "On the Insolvency (Bankruptcy)' or a
liquidator under Article 23.1 of the Federal Law "On Banks and
Banking Activities".  In accordance with federal laws, the powers
of the credit institution's executive bodies are suspended.

Bank Eurocredit (LLC) is a member of the deposit insurance system.
The revocation of the banking license is an insured event as
stipulated by Federal Law No. 177-FZ "On the Insurance of
Household Deposits with Russian Banks" in respect of the bank's
retail deposit obligations, as defined by legislation.  The said
Federal Law provides for the payment of indemnities to the bank's
depositors, including individual entrepreneurs, in the amount of
100% of the balance of funds but not more than 1.4 million rubles
per depositor.

According to reporting data, as of November 1, 2015, Bank
Eurocredit (LLC) ranked 370th in the Russian banking system in
terms of assets.


BANK FDB: Placed Under Provisional Administration
-------------------------------------------------
The Bank of Russia, by its Order No. OD-3466, dated December 4,
2015, revoked the banking license of the credit institution
Commercial Bank FDB (limited liability company) or LLC CB FDB
from December 4, 2015.

The Bank of Russia took such an extreme measure -- revocation of
the banking license -- due to the credit institution's failure to
comply with federal banking laws and Bank of Russia regulations,
all capital adequacy ratios being below 2 percent, decrease in
capital below the minimal value of the authorized capital
established by the Bank of Russia as of the date of the state
registration of the credit institution, and the application within
a year of measures envisaged by the Federal Law "On the Central
Bank of the Russian Federation (Bank of Russia)".

LLC CB FDB implemented high-risk lending policy connected with the
placement of funds into low-quality assets.  Credit risk adequate
assessment revealed a complete loss of the bank's capital.  At the
same time, the credit institution was involved in dubious money
transfer operations in significant amounts.

Both management and owners of the credit institution did not take
any effective measures to bring its activities back to normal.
Under these circumstances, the Bank of Russia performed its duty
on the revocation of the banking license of LLC CB FDB in
accordance with Article 20 of the Federal Law "On Banks and
Banking Activities".

The Bank of Russia, by its Order No. OD-3467, dated December 4,
2015, appointed a provisional administration to LLC CB FDB for the
period until the appointment of a receiver pursuant to the Federal
Law "On the Insolvency (Bankruptcy)" or a liquidator under Article
23.1 of the Federal Law "On Banks and Banking Activities".  In
accordance with federal laws, the powers of the credit
institution's executive bodies are suspended.

According to reporting data, as of November 1, 2015, LLC CB FDB
ranked 335th in the Russian banking system in terms of assets.


INTERPOLISTRUST LLC: Bank of Russia Revokes Licenses
----------------------------------------------------
The Bank of Russia, by its Order No. OD-3415 dated December 1,
2015, revoked the insurance and reinsurance licenses of the
limited liability company Insurance Company INTERPOLISTRUST.

This decision is taken due to the failure to remove violations of
the insurance legislation in due course, resulting in the
suspension of the insurance and reinsurance licenses (Bank of
Russia Order No. OD-2454, dated September 16, 2015, "On Suspending
the Insurance and Reinsurance Licences of the Limited Liability
Company Insurance Company INTERPOLISTRUST"), particularly, non-
compliance with financial stability and solvency requirements in
terms of creating insurance reserves, procedure and conditions to
invest equity and insurance reserves.  The decision becomes
effective the day it is published in the Bank of Russia Bulletin.

Due to the revocation of the license, the limited liability
company Insurance Company INTERPOLISTRUST is obliged:

   -- to take a decision on the termination of the insurance
      activity in accordance with the Russian legislation;

   -- to meet its liabilities, arising from insurance
      (reinsurance) contracts, including the payment of insurance
      benefits under insurance claims;

   -- to transfer liabilities under insurance (reinsurance)
      contracts, and/or cancel these contracts.

The limited liability company Insurance Company INTERPOLISTRUST
shall inform the insured persons on the revocation of its
licenses, early termination of insurance (reinsurance) contracts
and/or transfer of liabilities under insurance contracts to
another insurer within a month from the day the decision on the
revocation of the licenses becomes effective.


NOTA-BANK PJSC: ROSSIYSKY CAPITAL to Settle Obligations
-------------------------------------------------------
Pursuant to the Plan approved by the Bank of Russia for
participation of the state corporation Deposit Insurance Agency in
the settlement of NOTA-Bank (PJSC) obligations, the Agency ran a
tender to select a bank acquirer of NATA-Bank's partial assets and
obligations.

The winner of the tender is JSCB ROSSIYSKY CAPITAL (PJSC).

In accordance with the approved Plan for participation, JSCB
ROSSIYSKY CAPITAL (PJSC) will acquire NOTA-Bank's (PJSC)
obligations in the total amount of up to RUR5.5 billion worth to
those creditors whose claims shall be met on a priority basis in
accordance with bankruptcy legislation.

JSCB ROSSIYSKY CAPITAL shall start servicing NOTA-Bank depositors
no later than December 8, 2015.

Implementation of the procedure to transfer assets and obligations
will speed up priority settlements and will also improve the
environment for meeting the second-priority and third-priority
claims.


SYNERGY PAO: Fitch Affirms 'B+' IDR & Revises Outlook to Negative
-----------------------------------------------------------------
Fitch Ratings has revised the Outlook on Russia-based vodka
producer PAO Synergy's (Synergy) Long-term foreign and local
currency Issuer Default Ratings (IDRs) to Negative from Stable and
affirmed the IDRs at 'B+' and National Long-term rating at 'A-
(rus).

The Negative Outlook reflects Fitch's expectation that increased
competition from lower priced illegal and regional vodka producers
will persist in 2016, amid impaired consumer spending in Russia,
affecting Synergy's vodka sales volumes and pricing power.  The
Outlook also captures diminished headroom under the 'B+' rating
due to the company's stretched credit metrics in 2015 and
deteriorated financial flexibility relative to Fitch's previous
projections.

The ratings are underpinned by Synergy's strong position in the
Russian alcoholic beverages market, which is supported by a
portfolio of national and regional brands as well as a more
developed distribution platform and larger scale of operations
than most competitors.  The affirmation reflects Fitch's
expectation that the projected breach of downgrade sensitivity in
2015 is temporary and leverage should gradually return in line
with the agency's guidance.  The ratings are also supported by
Synergy's limited FX risks and good liquidity position, backed by
substantial undrawn committed credit lines.

KEY RATING DRIVERS

Increased Competitive Pressure

Synergy's trading in 9M15 was below Fitch's expectations due to
strengthened competition from illegal vodka market players and
regional producers, who benefited from consumers shifting to cheap
vodkas priced at the minimum allowed level.  Fitch expects
Synergy's sales volumes to remain under competitive pressure in
4Q15 and 2016 as it believes that the government's potential
upping of momentum against illegal producers could take time to
have favorable effects for legal producers like Synergy.  As a
result, we project Synergy's sales volumes to decrease by 7% and
3% in 2015 and 2016 respectively (9M15:-9%), while in 2017
additional pressure may come from the planned 5% excise duty
increase.

Contracting EBITDA

After dropping by 25% in 2014, Fitch expects Synergy's EBITDA to
decrease further by around 8% to RUB2.6 billion in 2015 as a
result of sustained high selling and marketing expenses and lower
vodka sales volumes.  Mitigating recent underperformance, Fitch
expects cost-cutting initiatives, which the company has developed
in response to shrinking profits, to start delivering benefits
from 2016 and fully benefit the company's 2017 profitability.  As
a result, Fitch projects EBITDA should recover to around RUB3
billion in 2016-2017.

Increased but Acceptable Leverage

Fitch estimates that reduced profit generation in 2015, together
with the acquisition of a minority stake in an alcohol retail
chain in 1H15, will lead to funds from operations (FFO) adjusted
leverage increasing to 4.3x in 2015.  The metric will therefore
temporarily exceed our downgrade trigger of 4x in 2015 but likely
reduce to around 3.8x-3.9x over 2016-2018 thanks to EBITDA margin
improvement, moderate capex spending and stable working capital
turnover in the coming three years.  Fitch considers these levels
acceptable for the rating and also derive comfort from the
management's commitment to deleveraging with long-term net debt to
EBITDA target of 2.5x (2014: 2.9x).

Stretched Financial Flexibility

Fitch considers Synergy's financial flexibility as limited due to
weak FFO fixed charge coverage ratio (2014: 1.9x) and the
company's constrained ability to protect cash flows through
further capex reductions.  Fitch projects FFO fixed charge cover
to remain below the 'B' rating category median of 2.0x in 2015-
2016 assuming the high interest rate environment in Russia will
persist and no material changes in the fees that Synergy pays for
bank guarantees needed to obtain excise stamps.  At the same time,
Synergy's limited FX risks and good liquidity position backed by
substantial undrawn committed lines are positive for the credit
profile.

Improved Diversification

Although still heavily exposed to the Russian vodka market,
Synergy's product diversification has improved as its brandy and
infusions production and imports of alcoholic beverages altogether
accounted 29% of alcohol segment revenues in 2014 compared with
21% in 2013.  Fitch expects further product diversification to
slow down, being only marginally supported by the expansion of own
production of low-priced brown spirits, while sales growth of
imported spirits may be constrained by weaker consumer sentiment
in the country.  These projections do not assume any new contracts
for distribution of third-party brands.

Geographic diversification is growing slowly, with exports
accounting for 7% of the alcohol segment revenue in 2014.  Fitch
considers there to be limited scope for significant improvement
over 2015-2016 due to weakened consumer sentiment in the CIS,
Synergy's major export market.

Sales Mix Change Weigh on Margins

An increase in the contribution of imported spirits to total sales
is diluting Synergy's EBITDA margin.  While do not expect any
recovery of margin to the mid-teen levels of 2011-2013, Fitch
views this strategy as beneficial in terms of enhancing the
company's market position, top-line growth and business
diversification.  The strategy aims at leveraging Synergy's strong
distribution platform and capturing opportunities provided by the
evolution of consumer preferences in Russia towards a wider
variety of products.

Structural Subordination Offset by Average Recovery Prospects

Fitch considers the RUB2 billion bond issued in June 2015
structurally subordinated to the rest of the group's debt as it is
at the level of the holding company and not guaranteed by
operating companies.  However, average recoveries in case of
default are supported by Fitch's going concern valuation approach,
yielding better recoveries for unsecured creditors relative to the
liquidation scenario alternative.  As a result, the rating Fitch
has assigned to this rouble bond is in line with Synergy's Long-
term local currency IDR of 'B+'.

KEY ASSUMPTIONS

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

   -- Excise duties stable in 2016 and increasing to RUB523 per
      litre of ethanol in 2017; no increases thereafter, as per
      the Russian tax code.

   -- 7% drop in vodka sales volumes in 2015; 3% decrease p.a. in
      2016-2017.

   -- Revenues from distribution of imported brands growing at
      mid-single digits from 2016.

   -- Net price increases below CPI.

   -- EBITDA margin contracting in 2015 and improving by around
      0.5%-1.0% in 2016-2017 thanks to cost-cutting initiatives.

   -- Improvement in working capital turnover in 2015.

   -- No dividends or share buy-backs.

   -- Capex at around RUB600m per annum.

RATING SENSITIVITIES

Negative: Future developments that could lead to negative rating
action include:

   -- Deterioration of FFO-adjusted leverage sustainably above
      4.0x and of FFO fixed charge coverage ratio below 1.5x.

   -- Persistently negative free cash flow (FCF) not mitigated by
      asset disposal or equity injections.

   -- Continued contraction of EBITDAR.

   -- Regulatory changes in the Russian spirits sector that may
      put more pressure on sales and profitability.

Positive: Future developments that could lead to a revision of the
Outlook to Stable include:

   -- Evidence of an improving playing field in relation to
      illegally produced vodka in Russia, enabling Synergy's
      EBITDAR to resume growth.

   -- FCF generation not suffering from profit pressure or
      investments and moving into positive territory.

   -- FFO-adjusted leverage comfortably below 4.0x and FFO fixed
      charge coverage around 2.0x on a sustained basis.

   -- Maintenance of a strong liquidity buffer, in particular in
      relation to debt maturing in 2016 and 2017.

LIQUIDITY

As at end-June 2015, Synergy had sufficient liquidity to cover its
RUB1.5 billion short-term maturities thanks to RUB7.0 billion
committed undrawn credit lines, while its unrestricted cash
balances (RUB0.4 billion) and FCF generation capacity remains
limited.  The company has a good track record of regularly
renewing its credit lines and moderately diversified funding
sources with proved access to the Russian debt capital markets.

Fitch also acknowledges the company's refinancing needs in
relation to substantial debt maturities in 2016 and 2017.

FULL LIST OF RATING ACTIONS

  Foreign currency Long-term IDR affirmed at 'B+'; Outlook
   revised to Negative from Stable

  Local currency Long-term IDR affirmed at 'B+'; Outlook revised
   to Negative from Stable

  National Long-term rating affirmed at 'A-(rus)'; Outlook
   revised to Negative from Stable

  Local currency senior unsecured affirmed at 'B+'; Recovery
   Rating '4'


ZHIVA LLC: Bank of Russia Revokes Insurance Licenses
----------------------------------------------------
The Bank of Russia, by its Order No. OD-3413 dated December 1,
2015, revoked the insurance and reinsurance licenses of the
limited liability company Insurance Company ZHIVA.

This decision is taken due to the failure to remove violations of
the insurance legislation in due course, resulting in the
suspension of the insurance and reinsurance licenses (Bank of
Russia Order No. OD-2393, dated September 10, 2015, "On Suspending
the Insurance and Reinsurance Licences of the Limited Liability
Company Insurance Company ZHIVA"), particularly,
non-compliance with financial stability and solvency requirements
in terms of creating insurance reserves, procedure and conditions
to invest equity and insurance reserves.  The decision becomes
effective the day it is published in the Bank of Russia Bulletin.

Due to the revocation of the license the limited liability company
Insurance Company ZHIVA is obliged:

   -- to take a decision on the termination of the insurance
      activity in accordance with the Russian legislation;

   -- to meet its liabilities, arising from insurance
      (reinsurance) contracts, including the payment of insurance
      benefits under insurance claims;

   -- to transfer liabilities under insurance (reinsurance)
      contracts, and/or cancel these contracts.

The limited liability company Insurance Company ZHIVA shall inform
the insured persons on the revocation of its license, early
termination of insurance (reinsurance) contracts and/or transfer
of liabilities under insurance contracts to another insurer within
a month from the day the decision on the revocation of the license
becomes effective.



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


ABENGOA SA: Company Structure Complex, Report Shows
---------------------------------------------------
Andres Gonzalez at Reuters reports that Abengoa SA, in
pre-insolvency talks to avoid becoming Spain's largest ever
bankruptcy, has stakes in almost 900 subsidiaries and
partnerships.

The complexity of Abengoa highlights the difficulty faced by
creditors of the company to understand the extent of its debts,
one of the first tasks they face as they embark on restructuring
talks, Reuters notes.

According to Reuters, Spanish consultancy Informa D&B said in a
report, sourced from their database of Spanish firms, that almost
a quarter of the 887 firms Abengoa has indirect or direct holdings
in did not post any income over the last year.  Almost half of
them were located abroad, as it operates power projects all over
the world, Reuters states.

Abengoa has so far declared EUR9 billion (US$9.77 billion) of
debt, but a source familiar with the company's finances told
Reuters in September that creditors had a total financial exposure
to the company of EUR20.2 billion.

                    Bankruptcy Credit Event

Abigail Moses at Bloomberg News reports that that the
International Swaps and Derivatives Association, Inc. will meet
again on Dec. 8 to discuss whether credit-default swaps have been
triggered.

The deadline for the vote was extended "pending receipt of further
information in respect of the state of affairs of Abengoa",
Bloomberg discloses.

As reported by the Troubled Company Reporter-Europe on Nov. 30,
2015, Bloomberg News related that Abengoa on Nov. 27 said it had
formally applied to a court in Seville for preliminary creditor
protection.  Under Spanish bankruptcy law, the company may now
suspend payments and keep negotiating with lenders for a maximum
of four months, Bloomberg disclosed.  If Abengoa hasn't reached a
deal by the end of March, it will have to file for full-blown
creditor protection, Bloomberg noted.

Abengoa SA is a Spanish renewable-energy company.


                        *       *       *

As reported by the Troubled Company Reporter-Europe on Dec. 1,
2015, Standard & Poor's Ratings Services lowered its long-term
corporate credit rating on Spanish engineering and construction
company Abengoa S.A. to 'CCC-' from 'B+'.  S&P said the outlook is
negative.



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


ATEK PJSC: Court Declares Bankruptcy Rescue Lawful
--------------------------------------------------
Interfax-Ukraine reports that the higher business court of Ukraine
on December 1 declared lawful retrieving of private joint-stock
company ATEK from bankruptcy, as its shareholders paid a debt of
over UAH22 million to the creditors on the creditors' list.

"Thus, the legal chapter in the litigation on the plant's
bankruptcy lasted since August 2011 was closed," Interfax-Ukraine
quotes ATEK Director General Ihor Usenko as saying at a press
conference at Interfax-Ukraine on Dec. 3.

Mr. Usenko, as cited by Interfax-Ukraine, said that investors are
ready to invest over UAH 100 million in the development of the
plant, although the plant has been blocking by armed persons for
three months.  He said that a group of persons leading by
President of the Charitable Foundation for Educational Innovation
Svitlana Zvarych is seizing the company, Interfax-Ukraine relates.

Representatives of the Azov regiment said at the press conference
that the top managers of the company themselves transferred
management of the plant to the Charitable Foundation for
Educational Innovation, Interfax-Ukraine relays.   According to
Interfax-Ukraine, the foundation partially paid the plant's debt
using funds sent by Ukrainians.  The lawyer of the foundation said
that the shareholders in the plant decided to close the bankruptcy
case, not paying the whole debt: UAH 19 million out of UAH50
million was paid, Interfax-Ukraine notes.

ATEK plant retrieved from bankruptcy on August 20, 2015 under a
court ruling, Interfax-Ukraine recounts.

ATEK PJSC is headquartered in Sevastopol.


UKRAINE: IMF Won't Get Involved in Russia Debt Talks
----------------------------------------------------
Sputnik reports that the International Monetary Fund
Communications Department Director Gerry Rice on Dec. 3 said it
will not get involved in the negotiations between Moscow and Kiev
to restructure Ukraine's debt to Russia,

"We expect Russian and Ukrainian authorities to conduct direct
discussions on this matter," Sputnik quotes Mr. Rice as saying.
"The Fund cannot get involved in the details of the debt
restructuring strategy, which must be left to the parties and
their legal and financial advisors."

Ukraine's debt amounts to US$70 billion of which it owes some $40
billion to international money lenders, Sputnik discloses.

Ukraine debt to Russia amounts to US$3 billion in Eurobonds,
Sputnik states.  The debt was secured by the previous government
of then-President Viktor Yanukovych in late 2013,
Sputnik notes.

In November, Russian President Vladimir Putin said Moscow was
ready to allow Ukraine not to pay back the US$3 billion it owes by
the ear-end deadline, but to pay US$1 billion annually between
2016 and 2018, Sputnik recounts.

Mr. Rice also stated that the IMF board has organized an
unofficial meeting to discuss the changing of crediting rules to
permit the sovereign debt default of debtors,
Sputnik relays.



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


ENTERTAINMENT ONE: S&P Assigns 'B+' CCR, Outlook Stable
-------------------------------------------------------
Standard & Poor's Ratings Services assigned its 'B+' long-term
corporate credit rating to London-listed independent film and TV
producer and distributor Entertainment One Ltd. (eOne).  The
outlook is stable.

At the same time, S&P assigned a 'B+' issue rating to eOne's
proposed GBP285 million senior secured notes.  The recovery rating
is '3', indicating S&P's expectation of meaningful recovery (50%-
70%) for creditors in the event of a payment default.  S&P also
assigned its 'BB' issue rating to eOne's GBP100 million proposed
RCF with a recovery rating of '1', reflecting very high (90%-100%)
recovery prospects.

The rating on eOne reflects S&P's assessment of the company's
leading position as an independent film producer and distributor,
constrained by the group's significant exposure to the
structurally declining DVD business and eOne's somewhat low
margins compared to peers.  eOne uses most of its cash flows for
the acquisition of content rights and investments in the
production of content.  This results in limited flexibility for
reducing leverage over the next two years, in S&P's view.  The
rating also reflects S&P's assessment that eOne's Standard &
Poor's-adjusted leverage will remain at 3x-4x and FOCF to debt
will stay below 5% in 2016-2018.

"Our business risk assessment of eOne incorporates the company's
leading position as an independent film producer and distributor
with coverage across different geographies and in particular its
strong position in Canadian (more than 20%) and U.K. (about 10%)
box office markets.  eOne also benefits from a large portfolio of
new releases, which mitigates its dependence on the performance of
a single movie.  In addition, a significant portion of the
production financing is committed before the company starts
production, which supports the business risk profile.  The company
strengthened its TV and film production operations through the
acquisition of U.S.-based TV production company Mark Gordon
Company and expanded its family and licensing business, recently
increasing its stake in the strongly performing Peppa Pig brand.
These moves will help, in our view, to further diversify eOne's
operations away from its structurally declining DVD business," S&P
said.

eOne's profitability is relatively low compared with peers and has
shown relatively high historical volatility (according to S&P's
criteria), which constrains its business risk profile assessment.
That said, S&P notes that during the last fiscal year,
profitability improved through a lower cost base, the improving
contribution of the television business, and full consolidation of
the Mark Gordon Company.

Other constraints to S&P's business risk assessment include the
competitive environment the company faces in the high-quality
content production and distribution market, competing with global
TV and film content leaders and major studios.  It is also exposed
to the structurally declining DVD business and the risk that its
growing digital format sales may not fully offset this decline.
Therefore, S&P assess eOne's business risk profile at the mid-
point of the weak category, in line with S&P's criteria.

"Our assessment of eOne's financial risk profile takes into
consideration the group's significant annual costs related to the
acquisition of content rights and investments in production, which
will largely absorb the company's generated operating cash flows
for the next couple of years.  We understand that eOne will
continue to invest in order to maintain its competitive position.
Therefore, in line with our criteria, when assessing the company's
financial risk profile, we give more weight to the FOCF-to-debt
ratio, which captures the company's investments in content and
production.  This results in our financial risk assessment at
aggressive, despite the debt-to-EBITDA ratio being in the 3x-4x
range, which corresponds to the significant category," S&P said.

"Our financial risk profile assessment also reflects our view of
the company's capital structure both before and after the proposed
debt refinancing.  We estimate that over the next two years eOne
will post a Standard & Poor's-adjusted debt-to-EBITDA ratio lower
than 4x.  After the successful refinancing of the existing debt,
the calculation of the ratio includes the GBP285 million of new
senior secured notes and interim production financing.  We do not
make a surplus cash adjustment, according to our criteria, given
the company's weak business risk profile.  We anticipate that FOCF
to debt will be below 5% in 2016-2018," S&P noted.

S&P understands that the company will maintain a balanced
financial policy in terms of acquisitions and shareholder
remuneration, resulting in credit metrics commensurate with the
current financial risk profile.  S&P considers eOne's financial
policy to be moderately aggressive.  S&P forecasts that dividend
payments will negatively weigh on the company's discretionary cash
flows (DCF) and hence S&P anticipates DCF to remain weak in 2016-
2018.

S&P's base case assumes:

   -- Approximately 5% revenue contraction in fiscal year 2016,
      caused by lower film releases due to release delays at
      major studios and their shift into the fiscal 2017, while
      TV operations are expected to grow strongly.  However, S&P
      expects positive revenue growth of about 10%-13% a year in
      2017-2018, supported by higher film releases, increasing
      film and TV production (largely driven by recent
      acquisitions), and family content business (mainly
      internationally via the Peppa Pig brand);

   -- Unadjusted EBITDA margins of about 15.0%-15.6% in 2016-2018
      from about 11% in March 2015, due to growth of costs below
      or in line with the top line, the ongoing replacement of
      DVD sales with digital sales, and increasing contribution
      from the company's higher margin television division;

   -- Working capital related outflows of about GBP35 million-
      GBP40 million a year in 2016-2018.  Seasonal working
      capital needs are assumed at up to GBP30 million a year;

   -- Capital expenditures (capex) of about GBP5 million-
      GBP10 million in 2016-2018;

   -- Increasing dividend payments of around GBP4 million-
      GBP8 million in 2016-2018; and

   -- Continued increases of the interim production financing to
      support the development of the TV and movie production
      business.

Based on these assumptions, S&P arrives at these credit measures,
prior to the refinancing transaction:

   -- Standard & Poor's-adjusted debt to EBITDA of below 4.0x and
      funds from operations (FFO) to debt of about 21% (both
      weighted averages) in the fiscal years 2016-2018;

   -- Volatile and weak reported FOCF, ranging between an outflow
      of GBP20 million and inflow of GBP30 million (after
      investment in content rights and production) in 2016-2018,
      turning positive again in 2019.  Hence S&P expects FOCF-to-
      debt ratios below 5% in 2016-2018.

The stable outlook reflects S&P's view that the company will
deliver about 10%-13% growth in revenues in 2017-2018 after the
expected 5% revenue contraction in the 2016 fiscal year, as well
as improving EBITDA margins.  S&P expects adjusted leverage to
remain between 3x-4x.  S&P anticipates that adjusted FOCF
(including acquisitions of content rights and net investments in
production) will remain volatile and weak in 2016-2018.  This
results in S&P's expectation of FOCF to debt below 5% in the same
period.

A positive rating action could occur if FOCF to debt improved
sustainably above 10% while the company maintained an adjusted
debt-to-EBITDA ratio of below 4x.  Additionally, the upside
scenario could be supported by a moderate financial policy,
balancing mergers and acquisitions and dividend payments while
maintaining an adequate liquidity position at all times.

S&P could lower the ratings if eOne's debt-to-EBITDA ratio
increased beyond 4x and its FOCF to debt remained weak and
volatile.  This could result from weaker operating results than in
S&P's base-case scenario or from a more aggressive approach to
mergers and acquisitions.  In addition, rating pressure could
develop if the company's liquidity weakens.


THPA FINANCE: S&P Lowers Ratings on 2 Note Classes to 'B+(sf)'
--------------------------------------------------------------
Standard & Poor's Ratings Services affirmed its 'BBB+ (sf)' credit
rating on THPA Finance Ltd.'s class A2 notes.  At the same time,
S&P has lowered to 'B+ (sf)' from 'BB- (sf)' and placed on
CreditWatch negative its ratings on the class B and C notes.

The rating actions follow S&P's review of the effect of the
shutdown of Sahaviriya Steel Industries UK Ltd. ("SSI UK") and the
initiation of the liquidation of its Redcar steelworks on Teeside.
S&P has lowered its view of the PD Portco group's business risk
profile to fair from satisfactory.

On Oct. 2, 2015, SSI UK was placed in compulsory liquidation.  SSI
UK was PD Portco Ltd.'s (the borrower) single biggest customer,
with income being generated from both the conservancy dues on the
imported raw materials and the handling revenue on the exported
slab steel.

In 2014, conservancy and cargo handling tied to SSI UK's Redcar
steelworks accounted for 25% of PD Portco's EBITDA, or
approximately GBP10 million per year.  S&P's cash flow stresses
have been adjusted accordingly.

S&P has had discussions with PD Portco to gather information
related to:

   -- Its assessment of the effect of the liquidation of SSI UK
      on its cash flows;

   -- The likelihood that it will not be able to meet the default
      covenanted EBITDA debt service coverage ratio (DSCR) of
      1.25 (along with a requirement of GBP313 million of
      reported net worth); and

   -- The likelihood that the equity investor, Brookfield Asset
      Management Inc., will make a capital contribution to cure
      any covenant breach.

The borrower estimates that the effect will be to decrease EBITDA
by about GBP10 million per year, with the effect on cash flow
available for debt service (CFADS) being the same.  Although
management has initiated cost cutting initiatives, mainly in the
form of redundancies, they acknowledge that these measures will
not offset the loss of income following the shutdown of SSI UK's
Redcar steelworks.

PD Portco does not project that it will breach the EBITDA DSCR
covenant.  However, from a cash flow perspective, its ability to
service its debts and fund capital expenditure is heavily reliant
on the repayment of an intercompany loan.  The covenant is
measured twice per year, with the next measurements due in
December 2015 and June 2016.  S&P's corporate ratings group
projects that the covenant will be beached in the first half of
2016, which would be reported in June 2016.  If the covenant is
breached without an equity contribution to cure it, S&P may lower
its ratings on the class B and C notes and resolve the CreditWatch
placement.

RATING RATIONALE

S&P's ratings on the class A2 notes reflect the borrower's
business risk profile of fair, which is in line with S&P's
criteria.

S&P project that, at the 'BBB+' rating level, its projected cash
flow generated by the securitized business, along with the credit
enhancement provided by the liquidity facility, would be
sufficient to meet the interest and principal obligations on the
class A2 notes.  The cash flows S&P projects under each rating
scenario in its analysis are based on S&P's view of the PD Portco
group's business risk profile.  In addition, they are guided by
the parameters defined in S&P's criteria "Understanding Standard &
Poor's Rating Definitions," published on June 3, 2009.  S&P has
subsequently applied its projected cash flows available for debt
service at each rating level in line with the priority of
payments.

Neither the class B notes nor the class C notes have the benefit
of liquidity support.  In corporate securitization transactions,
one of S&P's primary assumptions is that the issuer is able to
survive the borrower's insolvency without defaulting -- a primary
consideration in whether S&P can base a rating on its cash flow
stresses.  To make such an assumption, S&P typically looks for an
appropriately-sized liquidity facility available for the issuer to
make timely payments to the noteholders -- as well as any other
obligations that rank senior in the waterfall to the notes--during
any workout period following the borrower's insolvency and the
appointment of an administrative receiver.  The class B and C
notes, however, do not have the benefit of the liquidity facility,
which only covers interest and principal on the class A2 notes.

As a result of the lack of liquidity support, the class B and C
notes do not benefit from the structural enhancements that S&P
typically looks for as mitigating factors to the borrower's
operational risks.  Therefore, the potential ratings uplift for
the class B and class C notes above the creditworthiness of the
borrowing group itself (PD Portco) is constrained.

Moreover, the creditworthiness of the class B and C notes are
equal since neither would be able to survive the borrower's
insolvency above a stress commensurate with a 'B+ (sf)' rating.
S&P has therefore lowered to 'B+ (sf)' from 'BB- (sf)' its ratings
on the class B and C notes and placed the ratings on CreditWatch
negative pending S&P's assessment of the likelihood that PD Portco
will not meet the covenant under the loan agreement with THPA
Finance.  S&P expects to resolve these CreditWatch placements once
it has been able to assess the likelihood of a covenant breach
under the terms of the loans between the borrowers and THPA
Finance.

The transaction is a corporate securitization of the operating
business of PD Portco, the borrower, which closed in April 2001.
The cash flows that support THPA Finance's rated classes of notes
are derived from the operations of a borrowing group that sits
within the securitization group, comprised of Tees and Hartlepool
Port Authority Ltd. (THPA), Humberside Sea & Land Services Ltd.
(HSLS), Powell Duffryn Storage Ltd. (PDSL), and Tees and
Hartlepool Pilotage Company Ltd. (TH Pilotage).

PD Portco owns and operates the port of Tees and Hartlepool; HSLS
provides shipping services at ports on the Humber, Trent, and Ouse
rivers; PDSL provides dry goods warehousing at Felixstowe and
Ipswich and wharfaging services on the south coast of England; and
TH Pilotage provides boarding and landing services to, and
collects pilotage fees as agent on behalf of, self-employed
pilots.  Across the group, the operations are broken into five
major revenue streams, which are associated with specific
borrowers: Dock operations (THPA and TH Pilotage); conservancy
(THPA and TH Pilotage); estate management (THPA); shipping
services (HSLS); and warehousing and wharfage (PDSL).  The notes
are secured by fixed and floating charges over all of the assets
of THPA Finance and of the borrowing group.

S&P's ratings address the full and timely payment of interest and
timely payment of principal due on the notes.  S&P bases this
primarily on its ongoing assessment of the underlying business
risk of the borrowers, the integrity of the legal and tax
structure of the transaction, and the robustness of the cash flow
supported by structural enhancements.

RATINGS LIST

THPA Finance Ltd.
GBP305 Million Fixed- And Floating-Rate Asset-Backed Notes

Class                Rating
            To                   From

Rating Affirmed

A2          BBB+ (sf)

Ratings Lowered And Placed On CreditWatch Negative

B           B+ (sf)/Watch Neg    BB- (sf)
C           B+ (sf)/Watch Neg    BB- (sf)


VITA CAPITAL VI: S&P Assigns Prelim. BB Rating to Class A Notes
---------------------------------------------------------------
Standard & Poor's Ratings Services said that it has assigned its
preliminary 'BB (sf)' issue credit rating to the U.S. dollar-
denominated class A notes to be issued by Vita Capital VI Ltd.
These notes are sponsored by Swiss Reinsurance Co. Ltd. (Swiss
Re), which is the risk transfer counterparty.

The noteholders will be exposed to extreme mortality events in
Australia, Canada, and the U.K. They will be at risk from an
increase in age- and gender-weighted mortality rates that exceeds
a specified percentage of a reference mortality index value
specific to a given country, and over five calendar years.  These
mortality indices will be constructed from information obtained
from The Australian Bureau of Statistics, Statistics Canada, and
the U.K. Office for National Statistics, or their successors.

S&P has based its preliminary rating on the lower of its 'bb'
implied risk factor on the mortality risk; S&P's long-term 'AAA'
issuer credit rating on the International Bank for Reconstruction
and Development (IBRD) as the issuer of the assets in the
collateral accounts; and the rating on Swiss Re (AA-/Stable/A-1+)
as the risk premium payer.  Standard & Poor's will rate the
underlying assets in the collateral accounts.

The preliminary rating is subject to S&P's full analysis of the
operational, legal, and counterparty risks.



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


* BOND PRICING: For the Week Nov. 30, 2015 to Dec. 4, 2015
----------------------------------------------------------

Issuer                 Coupon    Maturity  Currency  Price
------                 ------    --------  --------  -----
Abengoa Finance SAU      8.88    2/5/2018    EUR     15.00
Abengoa Finance SAU      7.00   4/15/2020    EUR     14.00
Abengoa Finance SAU      6.00   3/31/2021    EUR     14.50
Grupo Isolux Corsan      6.63   4/15/2021    EUR     26.85
Banco Btg Pactual SA     8.75                USD     52.50
Petrobras Global Fin     4.38   5/20/2023    USD     69.75
Portugal Telecom Int     4.63    5/8/2020    EUR     58.73
Abengoa Greenfield S     5.50   10/1/2019    EUR     14.00
Petrobras Global Fin     6.85    6/5/2115    USD     67.71
Oi Brasil Holdings C     5.75   2/10/2022    USD     45.50
Scholz Holding Gmbh      8.50    3/8/2017    EUR     22.56
Intelsat Luxembourg      7.75    6/1/2021    USD     45.00
CGG SA                   5.88   5/15/2020    EUR     54.42
Abengoa Finance SAU      8.88   11/1/2017    USD     16.13
Portugal Telecom Int     5.88   4/17/2018    EUR     65.39
Oi Brasil Holdings C     5.63   6/22/2021    EUR     54.81
Glencore Finance Eur     1.25   3/17/2021    EUR     74.28
Banca delle Marche S     0.84    6/1/2017    EUR      1.38
ArcelorMittal            8.00  10/15/2039    USD     71.83
Portugal Telecom Int     5.00   11/4/2019    EUR     72.71
Petrobras Global Fin     6.75   1/27/2041    USD     69.27
Norske Skogindustrie     7.00   6/26/2017    EUR     51.90
CSN Resources SA         6.50   7/21/2020    USD     51.73
Abengoa SA               5.13    3/5/2017    USD     14.80
Intelsat Luxembourg      6.75    6/1/2018    USD     72.15
Abengoa SA               6.25   1/17/2019    EUR      8.70
Ovako AB                 6.50    6/1/2019    EUR     74.34
Petrobras Global Fin     5.63   5/20/2043    USD     62.00
Abengoa Finance SAU      7.75    2/1/2020    USD     16.00
CGG SA                   6.50    6/1/2021    USD     54.50
Indo Energy Finance      7.00    5/7/2018    USD     60.75
Petrobras Global Fin     4.25   10/2/2023    EUR     71.57
Norske Skogindustrie    11.75   6/15/2016    EUR     64.00
Abengoa Finance SAU      8.88   11/1/2017    USD     15.88
Glencore Finance Eur     1.75   3/17/2025    EUR     66.90
Glencore Finance Eur     1.63   1/18/2022    EUR     72.70
Petrobras Global Fin     6.88   1/20/2040    USD     67.25
Intelsat Luxembourg      8.13    6/1/2023    USD     44.50
City of Kyiv Via Kyi     9.38   7/11/2016    USD     82.38
Heta Asset Resolutio     4.38   1/24/2017    EUR     67.09
CHC Helicopter SA        9.25  10/15/2020    USD     48.13
Casino Guichard Perr     1.93                EUR     70.68
Ajecorp BV               6.50   5/14/2022    USD     45.75
Portugal Telecom Int     4.50   6/16/2025    EUR     57.04
Petrobras Global Fin     7.25   3/17/2044    USD     72.00
Petrobras Global Fin     4.75   1/14/2025    EUR     71.84
EnQuest PLC              5.50   2/15/2022    GBP     37.25
Waste Italia SpA        10.50  11/15/2019    EUR     50.67
Genel Energy Finance     7.50   5/14/2019    USD     73.83
Offshore Drilling Ho     8.38   9/20/2020    USD     75.00
PagesJaunes Finance      8.88    6/1/2018    EUR     73.68
Far East Capital Ltd     8.00    5/2/2018    USD     64.00
ArcelorMittal            7.75    3/1/2041    USD     73.00
Intelsat Jackson Hol     6.63  12/15/2022    USD     63.00
Vedanta Resources PL     8.25    6/7/2021    USD     73.01
Vallourec SA             2.25   9/30/2024    EUR     66.76
Andrade Gutierrez In     4.00   4/30/2018    USD     73.02
CGG SA                   1.75    1/1/2020    EUR      6.82
Gol LuxCo SA             8.88   1/24/2022    USD     49.50
Nuova Banca delle Ma     1.06  12/22/2015    EUR      0.93
Premier Oil PLC          5.00  12/11/2020    GBP     63.63
Aegon NV                 0.85                EUR     71.85
CIMPOR Financial Ope     5.75   7/17/2024    USD     66.50
CGG SA                   6.88   1/15/2022    USD     53.88
Hema Bondco I BV         6.25   6/15/2019    EUR     74.40
Petrobras Global Fin     6.25  12/14/2026    GBP     69.07
Bank of New York Mel     4.40  12/15/2050    EUR     55.91
Abengoa Finance SAU      7.75    2/1/2020    USD     15.50
Indo Energy Finance      6.38   1/24/2023    USD     47.00
Nuova Banca delle Ma     1.11   6/15/2016    EUR      1.17
Algeco Scotsman Glob    10.75  10/15/2019    USD     46.00
Banque Federative du     1.40                EUR     59.84
Vedanta Resources PL     7.13   5/31/2023    USD     65.55
Brunswick Rail Finan     6.50   11/1/2017    USD     50.04
Abengoa Greenfield S     6.50   10/1/2019    USD     38.75
DNO ASA                  8.75   6/18/2020    USD     70.23
Privatbank CJSC Via     10.25   1/23/2018    USD     70.98
Heta Asset Resolutio     4.25  10/31/2016    EUR     67.00
Takko Luxembourg 2 S     9.88   4/15/2019    EUR     60.92
OAS Investments GmbH     8.25  10/19/2019    USD      6.60
Petrobras Global Fin     6.63   1/16/2034    GBP     64.96
Yuksel Insaat AS         9.50  11/10/2015    USD     64.50
Pacific Drilling SA      5.38    6/1/2020    USD     50.25
Alcatel-Lucent           4.25    7/1/2018    EUR      4.63
Nordea Bank AB           1.05                EUR     66.80
Abengoa Greenfield S     6.50   10/1/2019    USD     39.00
Abengoa SA               5.13    3/5/2017    USD     16.25
Metinvest BV             8.75   2/14/2018    USD     59.88
Peugeot SA               4.45    1/1/2016    EUR     26.24
BIM SAS                  2.50  11/13/2020    EUR     24.42
Bluewater Holding BV    10.00  12/10/2019    USD     58.00
AXA SA                   1.30                EUR     72.63
HSH Nordbank AG          7.25                USD     33.01
Anglo American Capit     4.88   5/14/2025    USD     73.50
UKRLANDFARMING PLC      10.88   3/26/2018    USD     51.50
AXA SA                   1.05                EUR     72.44
Metinvest BV            10.25   1/31/2016    USD     62.72
Ferrexpo Finance PLC    10.38    4/7/2019    USD     66.00
Asya Sukuk Co Ltd        7.50   3/28/2023    USD     72.93
WPE International Co    10.38   9/30/2020    USD      4.85
HSH Nordbank AG/Luxe     2.31                EUR     23.80
QGOG Constellation S     6.25   11/9/2019    USD     53.00
CGG SA                   1.25    1/1/2019    EUR     24.46
Heta Asset Resolutio     2.75    8/9/2016    CHF     66.63
AXA SA                   0.92                EUR     69.68
DTEK Finance PLC         7.88    4/4/2018    USD     48.13
Neopost SA               3.38                EUR     46.44
IMMOFINANZ AG            4.25    3/8/2018    EUR      4.72
EnQuest PLC              7.00   4/15/2022    USD     60.00
HSBC Bank PLC            0.75                USD     60.05
TiZir Ltd                9.00   9/28/2017    USD     72.00
Caisse Federale du C     1.10                EUR     58.79
HSBC Bank PLC            0.81                USD     59.98
DTEK Finance PLC        10.38   3/28/2018    USD     50.01
Afren PLC                6.63   12/9/2020    USD      1.50
Anglo American Capit     4.88   5/14/2025    USD     72.91
Anglo American Capit     4.13   9/27/2022    USD     74.88
Immigon Portfolioabb    10.00                EUR      5.88
Faurecia                 3.25    1/1/2018    EUR     36.04
ING Groep NV             0.95                EUR     67.34
Codere Finance Luxem     8.25   6/15/2015    EUR     72.04
Air Berlin Finance B     6.00    3/6/2019    EUR     74.66
ING Groep NV             1.35                EUR     68.56
Petrobras Global Fin     5.38   10/1/2029    GBP     60.92
Norske Skog Holding      8.00   2/24/2021    EUR     34.63
Bank of New York Mel     4.20  12/30/2099    EUR     19.34
Banco Btg Pactual SA     8.75                USD     49.52
Banque Federative du     0.83                EUR     59.37
Matalan Finance PLC      8.88    6/1/2020    GBP     73.34
Afren PLC               11.50    2/1/2016    USD      1.75
Mriya Agro Holding P     9.45   4/19/2018    USD     14.75
Commercial Bank Priv     5.80    2/9/2016    USD     61.88
Paragon Offshore PLC     7.25   8/15/2024    USD     17.75
Etablissements Maure     1.63    7/1/2019    EUR     11.60
Virgolino de Oliveir    10.50   1/28/2018    USD      2.00
Rothschilds Continua     1.19                EUR     55.83
Barclays Bank PLC        0.69                USD     60.38
Popular Capital SA       1.12                EUR     53.50
Paragon Offshore PLC     6.75   7/15/2022    USD     18.00
CNP Assurances           1.18                EUR     59.29
Metinvest BV            10.50  11/28/2017    USD     56.85
OGX Austria GmbH         8.50    6/1/2018    USD      0.01
Alcatel-Lucent           0.13   1/30/2020    EUR      4.71
Santander Internatio     2.00                USD     41.15
Credit Agricole SA       0.71                EUR     60.91
Afren PLC               10.25    4/8/2019    USD      2.25
Havila Shipping ASA      9.66   8/30/2016    NOK     33.94
Singulus Technologie     7.75   3/23/2017    EUR     16.63
Le Noble Age             4.88    1/3/2016    EUR     23.12
Eurobank Ergasias SA     1.49    6/8/2017    EUR     73.38
Far East Capital Ltd     8.75    5/2/2020    USD     63.00
Ageasfinlux SA           1.28                EUR     63.23
Espirito Santo Finan     6.88  10/21/2019    EUR      0.02
Novo Banco SA            3.50    1/2/2043    EUR     69.60
Constellium NV           5.75   5/15/2024    USD     73.71
Candyking Holding AB     5.00   1/29/2018    SEK     41.25
Caixa Terrassa Socie     1.18                EUR     59.23
Oi Brasil Holdings C     5.75   2/10/2022    USD     47.00
CHC Helicopter SA        9.38    6/1/2021    USD     37.00
Hema Bondco II BV        8.50  12/15/2019    EUR     42.48
Air France-KLM           2.03   2/15/2023    EUR     10.54
Ukreximbank Via Biz      7.51    2/9/2023    USD     74.10
Talvivaara Mining Co     4.00  12/16/2015    EUR      1.20
Abengoa Finance SAU      6.00   3/31/2021    EUR     14.75
CaixaBank SA             4.50  11/22/2016    EUR     65.51
Lloyds Bank PLC          0.69                USD     60.38
Privatbank CJSC Via     10.88   2/28/2018    USD     66.50
EnQuest PLC              7.00   4/15/2022    USD     58.25
Scandinavian Airline     2.38                CHF     28.75
Norwegian Energy Co      6.50    3/6/2018    NOK     62.38
World Wide Supply AS     7.75   5/26/2017    USD     38.50
Aegon NV                 1.51                NLG     53.92
Tonon Luxembourg SA     10.50   5/14/2024    USD     67.00
Hema Bondco I BV         5.21   6/15/2019    EUR     70.83
First Ukrainian Inte    11.00  12/31/2018    USD     72.08
Assystem                 4.50                EUR     28.06
Pierre & Vacances SA     3.50   10/1/2019    EUR     36.57
GNB - Cia de Seguros     3.46                EUR     67.00
Banco Espanol de Cre     0.99                EUR     63.29
Nyrstar NV               4.25   9/25/2018    EUR     74.62
Abengoa Finance SAU      8.88    2/5/2018    EUR     15.63
SOITEC                   6.75   9/18/2018    EUR      1.64
BPCE SA                  0.95                EUR     61.83
Lambay Capital Secur     6.25                GBP      1.71
Banco Espirito Santo     2.61                EUR      7.88
Virgolino de Oliveir    11.75    2/9/2022    USD      1.63
Rothschilds Continua     0.81                USD     48.08
Transcapitalbank JSC    10.00   9/18/2020    USD     63.00
Pescanova SA             5.13   4/20/2017    EUR      2.97
Songa Offshore           8.40   5/17/2018    NOK     75.90
Elli Investments Ltd    12.25   6/15/2020    GBP     38.50
Praktiker AG             5.88   2/10/2016    EUR      0.11
Abengoa Finance SAU      7.00   4/15/2020    EUR     14.63
OSX 3 Leasing BV        13.00   3/20/2015    USD     25.00
KCA Deutag UK Financ     7.25   5/15/2021    USD     72.00
Abengoa SA               6.25   1/17/2019    EUR      9.63
Jyske Bank A/S           1.38                EUR     58.69
Dexia Credit Local S     1.64                EUR     12.38
Koninklijke Luchtvaa     0.75                CHF     34.60
Renaissance Credit L    13.50   5/22/2019    USD     79.63
Songa Offshore           7.50  12/11/2018    NOK     65.50
EFG International AG     1.20                EUR     67.63
Farstad Shipping ASA     5.36   2/15/2017    NOK     60.83
Banco Bilbao Vizcaya     1.19                EUR     73.21
Barclays Bank PLC        1.56                GBP     70.50
OGX Austria GmbH         8.38    4/1/2022    USD      0.00
Afren PLC                6.63   12/9/2020    USD      1.50
SNS Bank NV              6.25  10/26/2020    EUR      2.58
HSBC Bank PLC            0.60                USD     59.87
Barclays Bank PLC        0.75                USD     60.38
ESFIL-Espirito Santo     5.25   6/12/2015    EUR      1.37
Sydbank A/S              1.05                EUR     60.92
Capital Raising GmbH     7.50                EUR     12.05
Electromagnetic Geos     7.05   6/27/2016    NOK     63.79
Etablissements Maure     2.75    7/1/2021    EUR      7.70
BNP Paribas SA           0.61                USD     59.70
Aralco Finance SA       10.13    5/7/2020    USD      1.75
Bank Nadra via NDR F     8.25   7/31/2018    USD      5.66
Abengoa Greenfield S     5.50   10/1/2019    EUR     14.13
Heta Asset Resolutio     0.03   5/31/2016    EUR     66.63
PA Resources AB         13.50    3/3/2016    SEK      0.26
Econocom Group SA/NV     1.50   1/15/2019    EUR     11.65
Hybrid Raising GmbH      6.63                EUR     12.01
Santander Finance Pr     1.05                EUR     60.99
ATF Capital BV          10.00                USD     62.50
NTRP Via Interpipe L    10.25    8/2/2017    USD     31.38
Pescanova SA             8.75   2/17/2019    EUR      3.82
Barclays Bank PLC        2.75   3/21/2033    USD     66.75
Western Bulk ASA         7.87   4/19/2017    NOK     80.30
DOF ASA                  5.84    2/7/2018    NOK     62.68
Island Offshore Ship     6.37    4/5/2016    NOK     69.29
Dolphin Group AS         8.65    3/5/2019    NOK     26.00
Fred Olsen Energy AS     4.16   2/28/2019    NOK     61.17
Lloyds Bank PLC          0.63                USD     60.37
Danske Bank Oyj          1.15                EUR     60.20
Bank of Scotland PLC     0.94                USD     60.35
Golden Energy Offsho     8.41   5/28/2017    NOK     39.88
Farstad Shipping ASA     4.56   5/29/2018    NOK     50.63
PA Resources AB          3.00  12/27/2017    NOK      0.31
Societe Generale SA      0.44                USD     59.40
Anglo American Capit     4.13   9/27/2022    USD     76.50
Dannemora Mineral AB    11.75   3/22/2016    USD      0.09
Laurel GmbH              7.13  11/16/2017    EUR     29.25
Havila Shipping ASA      5.57   3/30/2017    NOK     61.50
Credit Mutuel Arkea      1.33                EUR     58.83
Union Fenosa Prefere     1.61                EUR     67.06
Hellenic Bank PCL       10.00                EUR     47.00
Viking Supply Ships      9.45   3/21/2017    NOK     60.75
National Westminster     0.69                USD     60.50
Volstad Subsea AS        7.62    7/5/2016    NOK     71.50
Lloyds Bank PLC          0.63                USD     60.81
DOF ASA                  8.17   9/12/2019    NOK     63.25
Barclays Bank PLC        0.88                USD     60.18
Phosphorus Holdco PL    10.00    4/1/2019    GBP      2.06
Afren PLC               10.25    4/8/2019    USD      0.67
Nexans SA                4.00    1/1/2016    EUR     55.17
BOA OCV AS               6.75   10/7/2019    NOK     64.25
Lloyds Bank PLC          1.90   2/22/2033    USD     67.50
Corporate Commercial     8.25    8/8/2014    USD      0.91
Codere Finance Luxem     9.25   2/15/2019    USD     70.00
Nexity SA                0.63    1/1/2020    EUR     50.22
Kaupthing Bank Hf        5.75   10/4/2011    USD     17.25
Cirio Holding Luxemb     6.25   2/16/2004    EUR      1.95
Heta Asset Resolutio     0.71   1/24/2017    EUR     17.06
Pohjola Bank Oyj         0.64                EUR     60.94
Espirito Santo Finan     3.13   12/2/2018    EUR      0.67
CGG SA                   5.88   5/15/2020    EUR     55.33
LBI HF                   6.25                EUR      0.00
Ferrexpo Finance PLC    10.38    4/7/2019    USD     66.10
National Westminster     0.81                USD     60.63
Atlantic Offshore AS     8.69   5/16/2018    NOK     41.06
Alpha Bank AE            1.63    2/1/2017    EUR     69.75
Nordea Bank Norge AS     0.81                USD     62.18
Takko Luxembourg 2 S     6.95   4/15/2019    EUR     58.17
EDOB Abwicklungs AG      7.50    4/1/2012    EUR      0.66
E Forland AS             7.91    9/4/2018    NOK     65.38
Sazka AS                 9.00   7/12/2021    EUR      1.00
KA Finanz AG             5.43   2/13/2024    EUR     60.13
Lehman Brothers UK C     5.75                EUR      0.01
Societe Air France S     2.75    4/1/2020    EUR     20.47
BLT Finance BV           7.50   5/15/2014    USD      4.36
Havila Shipping ASA      4.85   11/8/2016    NOK     64.50
RENE LEZARD Mode Gmb     7.25  11/25/2017    EUR     32.00
Vseukrainsky Aktsine    10.90   6/14/2019    USD      1.52
Nationwide Building      1.08                GBP     70.00
Novo Banco SA            3.50   1/23/2043    EUR     69.74
Hellenic Republic Go     5.20   7/17/2034    EUR     72.75
Cooperatieve Central     0.50  11/26/2021    ZAR     57.30
CIMPOR Financial Ope     5.75   7/17/2024    USD     64.76
Island Drilling Co A     9.50    4/3/2018    USD     23.38
Abanka Vipa DD Via A     1.83                EUR      0.33
Region of Abruzzo It     0.38   11/7/2036    EUR     59.98
Codere Finance Luxem     9.25   2/15/2019    USD     72.38
Minicentrales Dos SA     6.45   4/14/2028    EUR     62.38
CGG SA                   6.88   1/15/2022    USD     53.88
Dexia SA                 4.89                EUR      9.13
Novo Banco SA            3.00   6/21/2022    USD     74.53
Den Norske Creditban     0.69                USD     61.50
Ekotechnika GmbH         9.75   5/10/2018    EUR      9.50
Alpine Holding GmbH      6.00   5/22/2017    EUR      0.21
Commerzbank Holdings     1.06                USD     64.58
Paragon Offshore PLC     7.25   8/15/2024    USD     17.88
Havila Shipping ASA      8.60   3/30/2017    NOK     62.25
Mobylife Holding A/S     7.25   5/23/2018    SEK     75.00
Volstad Shipping AS      7.16   5/30/2018    NOK     41.16
Lehman Brothers UK C     5.13                EUR      0.00
Espirito Santo Finan     9.75  12/19/2025    EUR      1.30
Afren PLC               11.50    2/1/2016    USD      1.57
Societe Generale SA      1.03                EUR     63.00
Solstad Offshore ASA     4.70   6/24/2019    NOK     66.00
Grupo Isolux Corsan      6.63   4/15/2021    EUR     27.00
Indo Energy Finance      7.00    5/7/2018    USD     58.25
Phones4u Finance PLC     9.50    4/1/2018    GBP     37.50
NIBC Bank NV             2.13                USD     64.38
Norske Skog Holding      8.00   2/24/2023    USD     32.75
Vedanta Resources PL     8.25    6/7/2021    USD     77.00
Global PVQ SE            6.75  10/21/2015    EUR      0.98
DNB Bank ASA             0.69                USD     61.25
Sidetur Finance BV      10.00   4/20/2016    USD      9.00
Olympic Ship AS          6.18   6/18/2019    NOK     42.27
Barclays Bank PLC        1.78   5/31/2033    USD     66.25
IKB Deutsche Industr     5.63   3/31/2017    EUR     22.50
Tonon Luxembourg SA     10.50   5/14/2024    USD     67.00
Gol LuxCo SA             8.88   1/24/2022    USD     59.25
Ideal Standard Inter    11.75    5/1/2018    EUR     23.75
International Indust     9.00    7/6/2011    EUR      0.50
Heta Asset Resolutio     1.91   9/29/2016    JPY     66.75
Finance and Credit B     9.25   1/25/2019    USD      8.75
Touax SA                 6.00   7/10/2020    EUR     18.60
Norske Skog Holding      8.00   2/24/2023    USD     32.75
Nuova Banca delle Ma     7.20   6/30/2018    EUR      1.20
Banco Espirito Santo     0.13                EUR     14.00
Noreco Norway AS         6.50    3/6/2018    NOK     63.50
SiC Processing GmbH      7.13    3/1/2016    EUR      1.67
Banca delle Marche S     6.00    5/8/2018    EUR      1.58
Dexia Kommunalbank D     4.88  12/31/2016    EUR     25.00
CSN Resources SA         6.50   7/21/2020    USD     54.00
Algeco Scotsman Glob    10.75  10/15/2019    USD     55.00
Bank Nederlandse Gem     0.50    8/9/2022    MXN     69.85
Royal Bank of Scotla     3.96  11/16/2030    USD     72.50
MS Deutschland Betei     6.88  12/18/2017    EUR     14.75
Jyske Bank A/S           1.13                EUR     58.44
Pacific Drilling SA      5.38    6/1/2020    USD     53.75
Eniro AB                 6.00   4/14/2020    SEK     52.80
DOF ASA                  8.34    2/7/2017    NOK     72.50
Lehman Brothers Trea     6.00   11/2/2035    EUR     16.25
Mriya Agro Holding P    10.95   3/30/2016    USD     15.00
BOA Offshore AS          7.93  12/18/2018    NOK     32.25
Norske Skogindustrie     7.13  10/15/2033    USD     30.13
Waste Italia SpA        10.50  11/15/2019    EUR     50.25
Dolphin Group AS         8.91   2/14/2018    NOK     30.75
NIBC Bank NV             0.67                EUR     53.67
Solarworld AG            6.13   1/21/2017    EUR     43.00
Rena GmbH                7.00  12/15/2015    EUR      8.63
Windreich GmbH           6.50   7/15/2016    EUR     10.88
IM Skaugen SE           10.11   4/11/2017    NOK     41.75
Novo Banco SA            3.50   2/19/2043    EUR     69.69
Societe Alsacienne e     1.63    1/1/2022    EUR     60.20
Allied Irish Banks P     0.70  10/24/2035    EUR     23.13
Frey                     6.00  11/15/2022    EUR     21.00
Kaupthing Bank Hf        9.00                USD      0.13
Hellas Telecommunica     8.50  10/15/2013    EUR      0.01
JZ Capital Partners      6.00   7/30/2021    GBP     10.55
Barclays Bank PLC        3.58   6/17/2033    USD     70.00
Barclays Bank PLC        0.35  12/28/2040    EUR     63.05
More & More AG           8.13   6/11/2018    EUR     37.88
Dexia Kommunalbank D     5.63  12/31/2017    EUR     17.50
Depfa Funding II LP      6.50                EUR     57.13
Societe Generale SA      1.60    1/9/2020    GBP      1.00
Deutsche Bank AG/Lon     2.52   3/15/2033    USD     65.00
Virgolino de Oliveir    10.88   1/13/2020    USD     17.50
OGX Austria GmbH         8.50    6/1/2018    USD      0.05
Petromena ASA            9.75   5/24/2016    NOK      0.54
Espirito Santo Finan     5.13   5/30/2016    EUR      1.00
Karlie Group GmbH        6.75   6/25/2018    EUR     35.10
Banco Espirito Santo     2.76                EUR     11.63
Royal Bank of Scotla     0.69                USD     60.77
Paragon Offshore PLC     6.75   7/15/2022    USD     17.75
Cirio Finanziaria Sp     8.00  12/21/2005    EUR      2.04
Eramet                   5.10   5/28/2026    EUR     69.00
Olympic Ship AS          7.22   9/21/2017    NOK     51.50
BDT Media Automation     8.13   10/9/2017    EUR     65.25
IGas Energy PLC         10.00  12/11/2018    USD     60.00
International Indust    11.00   2/19/2013    USD      0.27
TGC-2 OJSC              12.00  10/10/2018    RUB     60.70
Lloyds Bank PLC         10.13  12/16/2021    CAD    107.84
Petrol AD                8.38   1/26/2017    EUR     12.88
Oi Brasil Holdings C     5.63   6/22/2021    EUR     54.82
Nuova Banca delle Ma     8.00   6/30/2018    EUR      1.20
Mox Telecom AG           7.25   11/2/2017    EUR      2.89
Banca delle Marche S     6.00   6/12/2018    EUR      1.76
Belfius Bank SA/NV       1.86                FRF     69.88
Norske Skog Holding      8.00   2/24/2021    EUR     34.63
City of Kyiv Via Kyi     9.38   7/11/2016    USD     82.38
Talvivaara Mining Co     9.75    4/4/2017    EUR      0.09
APP International Fi    11.75   10/1/2005    USD      2.50
Standard Chartered P     0.65                USD     56.62
National Westminster     0.75                USD     60.75
Allied Irish Banks P     5.25   3/10/2035    GBP     26.50
Vedanta Resources PL     7.13   5/31/2023    USD     75.00
Brunswick Rail Finan     6.50   11/1/2017    USD     42.00
BNP Paribas SA           2.46   4/30/2033    USD     64.00
Strenesse AG             9.00   3/15/2017    EUR     43.00
Barclays Bank PLC        2.62   4/19/2033    USD     65.70
Depfa Funding III LP     1.35                EUR
Hellenic Republic Go     2.09   7/25/2057    EUR     30.50
Region of Piemont It     0.12  11/27/2036    EUR     61.77
Rena GmbH                8.25   7/11/2018    EUR      8.63
Centrosolar Group AG     7.00   2/15/2016    EUR      2.15
Banco Pastor SA          2.37                EUR     37.75
CBo Territoria           6.00    1/1/2020    EUR      4.01
Travel24.com AG          7.50   9/17/2017    EUR     37.00
IT Holding Finance S     9.88  11/15/2012    EUR      0.25
Den Norske Creditban     0.71                USD     61.50
Golden Gate AG           6.50  10/11/2014    EUR     43.05
Lehman Brothers Trea     8.25   3/16/2035    EUR     13.88
Kaupthing Bank Hf        7.13   5/19/2016    USD      0.00
Northland Resources      4.00  10/15/2020    USD      0.42
Nuova Banca delle Ma     7.75   6/30/2018    EUR      1.20
Ferrexpo Finance PLC    10.38    4/7/2019    USD     66.46
RWE AG                   3.80    4/5/2033    USD     74.50
Standard Chartered P     0.59                USD     56.33
Pescanova SA             6.75    3/5/2015    EUR      2.26
Indo Energy Finance      6.38   1/24/2023    USD     45.50
Societe Generale SA      2.21   2/28/2033    USD     71.50
KCA Deutag UK Financ     7.25   5/15/2021    USD     71.25
Solarworld AG            6.38   7/13/2016    EUR     40.25
Metinvest BV            10.50  11/28/2017    USD     57.65
Breeze Finance SA        6.71   4/19/2027    EUR     39.00
Vnesheconombank         11.20  11/23/2017    RUB     60.16
QGOG Constellation S     6.25   11/9/2019    USD     53.13
Minicentrales Dos SA     4.81  11/29/2034    EUR     69.88
Baltijskij Bereg ZAO    18.00  12/22/2017    RUB     13.60
Empik Media & Fashio     9.80  11/17/2017    PLN     69.99
Hypo Tirol Bank AG       0.41   7/23/2026    EUR     54.75
Raiffeisenlandesbank     5.00    7/1/2026    EUR     75.50
Ajecorp BV               6.50   5/14/2022    USD     50.06
Standard Chartered P     0.56                USD     56.33
Glitnir HF               6.69   6/15/2016    USD      0.02
Teksid Aluminum Luxe    11.38   7/15/2011    EUR      0.05
KPNQwest NV             10.00   3/15/2012    EUR      0.50
Gazprom PAO             16.60  10/21/2043    RUB     11.85
LBI HF                   6.10   8/25/2011    USD     11.00
Sairgroup Finance BV     4.38    6/8/2006    EUR     16.88
Novo Banco SA            3.50   3/18/2043    EUR     68.81
Norske Skogindustrie     7.13  10/15/2033    USD     30.13
SAG Solarstrom AG        6.25  12/14/2015    EUR     45.00
Virgolino de Oliveir    10.50   1/28/2018    USD      1.35
Alpine Holding GmbH      5.25   6/10/2016    EUR      3.16
Deutsche Morgan Gren     0.81                USD     58.67
Biofrontera AG           5.00    1/1/2017    EUR     72.50
Lehman Brothers Trea     7.25   10/5/2035    EUR     13.88
Vestland Offshore In    11.12   1/15/2016    NOK     69.68
Kezizalog Zrt            7.75   10/1/2018    EUR      0.51
Rem Offshore ASA         6.45   9/25/2019    NOK     41.25
Kaupthing Bank Hf        7.63   2/28/2015    USD     17.25
Global PVQ Netherlan     1.38   4/30/2012    EUR     27.00
Metinvest BV            10.25   1/31/2016    USD     67.25
UniCredit Bank Austr     0.43   8/20/2033    EUR     65.88
Kerdos Group SA          8.00  12/15/2017    PLN     18.00
Cirio Finance Luxemb     7.50   11/3/2002    EUR      8.88
Hema Bondco I BV         6.25   6/15/2019    EUR     74.78
Lehman Brothers Trea     6.00   2/15/2035    EUR     13.88
Lehman Brothers Trea     7.00   5/17/2035    EUR     13.88
OGX Austria GmbH         8.38    4/1/2022    USD      0.46
LBI HF                   7.43                USD      0.00
Heta Asset Resolutio     4.35   11/3/2016    EUR     17.75
Portigon AG              7.46  12/31/2019    EUR     12.55
Danske Bank Oyj          1.56                EUR     73.13
Alpine Holding GmbH      5.25    7/1/2015    EUR      1.75
Gunther Zamek Produk     7.75   5/15/2017    EUR      1.70
Astana Finance BV        7.88    6/8/2010    EUR     16.00
Transaero Airlines      16.00  10/25/2018    RUB      2.78
Landesbank Hessen-Th     0.34    5/3/2041    EUR     65.56
Standard Chartered P     0.81                GBP     56.17
TAG Immobilien AG        6.50  12/10/2015    EUR     12.29
Kaupthing Bank Hf        5.75   10/4/2011    USD     17.25
Standard Chartered P     0.94                USD     56.67
Aralco Finance SA       10.13    5/7/2020    USD      1.16
Mifa Mitteldeutsche      7.50   8/12/2018    EUR      3.40
Del Monte Finance Lu     6.63   5/24/2006    EUR      9.00
ING Bank Eurasia ZAO    12.00   5/27/2020    RUB     61.01
A-TEC Industries AG      8.75  10/27/2014    EUR      2.00
Codere Finance Luxem     8.25   6/15/2015    EUR     72.33
Cirio Del Monte NV       7.75   3/14/2005    EUR      2.18
Heta Asset Resolutio     0.27   9/11/2017    EUR     17.63
Agroton Public Ltd       6.00   7/14/2019    USD     10.00
Northland Resources     15.00   7/15/2019    USD      0.33
Lloyds Bank PLC          2.62   4/26/2033    USD     68.00
Deutsche Bank AG/Lon     5.65   6/30/2034    USD     73.00
Metinvest BV             8.75   2/14/2018    USD     63.00
Banco Pinto & Sotto      0.85                EUR     30.30
Municipality Finance     0.50  12/15/2020    BRL     53.56
Northland Resources      4.00  10/15/2020    NOK      0.44
Heta Asset Resolutio     4.25   5/31/2016    EUR     67.13
Volkswagen Bank Rus      9.35   6/29/2019    RUB     60.00
Glitnir HF               6.00    3/5/2012    GBP     27.13
Andrade Gutierrez In     4.00   4/30/2018    USD     75.50
friedola Gebr Holzap     7.25   4/11/2017    EUR     21.50
Far East Capital Ltd     8.00    5/2/2018    USD     62.99
Saphir Finance PLC       6.85                GBP      1.38
Lloyds Bank PLC          4.44    7/5/2033    USD     74.50
Barclays Bank PLC        2.77   3/28/2033    USD     65.90
Orient Express Bank     13.60    8/9/2018    RUB     45.00
Heta Asset Resolutio     5.92   2/22/2022    EUR     17.25
BLT Finance BV          12.00   2/10/2015    USD     10.50
ADLER Real Estate AG     6.00   6/30/2017    EUR     13.00
Credit Suisse AG/Gue     0.63                USD
EuroChem Mineral & C     8.25  11/14/2018    RUB     60.03
Solen AG                 7.50    4/8/2016    EUR      1.71
Artea                    6.00    8/4/2019    EUR     14.50
Espirito Santo Finan     5.05  11/15/2025    EUR      1.31
IKB Deutsche Industr     4.70   3/31/2017    EUR     23.25
Kerdos Group SA          8.00    3/9/2018    PLN     60.01
Alpha Bank AE            1.54    3/8/2017    EUR     67.00
Municipality Finance     0.50    5/8/2029    AUD     55.72
Solarwatt GmbH           7.00   11/1/2015    EUR     14.50
Hamburgische Landesb     0.33   1/22/2041    EUR     61.31
Cyprus Popular Bank      1.65   5/26/2016    EUR      1.40
DZ Bank AG Deutsche      3.05   9/25/2023    EUR     69.24
CHC Helicopter SA        9.25  10/15/2020    USD     88.00
Nordea Bank Finland      4.35   4/20/2020    SEK     53.00
UniCredit Bank Austr     0.44  12/27/2031    EUR     67.63
Heta Asset Resolutio     0.78   5/31/2016    EUR     66.75
Codere Finance Luxem     8.25   6/15/2015    EUR     72.00
Stroika Finance Ltd      7.70   6/25/2019    RUB     12.00
UniCredit Bank Austr     0.46  12/31/2031    EUR     68.00
UniCredit Bank Austr     0.55  12/27/2026    EUR     73.00
Finmek International     7.00   12/3/2004    EUR      0.13
eno energy GmbH          7.38   6/30/2016    EUR     70.50
Heta Asset Resolutio     0.17    4/9/2043    EUR     60.00
Windreich GmbH           6.50    3/1/2015    EUR     10.88
Lehman Brothers Trea     5.10    5/8/2017    HKD     13.88
Hellenic Bank PCL       11.00                EUR     47.00
Lehman Brothers Trea     2.88   3/14/2013    CHF     16.25
Municipality Finance     0.50   3/28/2018    BRL     74.53
Governo Portugues Co     3.00                EUR     73.00
Sachsen Bank             0.35   1/22/2041    EUR     72.79
getgoods.de AG           7.75   10/2/2017    EUR      0.70
Sistema JSFC            10.90  10/31/2025    RUB     60.01
Nordea Bank Finland      3.01  10/20/2019    SEK     53.51
Accentro Real Estate     6.25   3/27/2019    EUR      2.75
Volkswagen Bank Rus     11.30  10/19/2019    RUB     60.00
Heta Asset Resolutio     0.45  11/29/2032    EUR     17.25
IVG Immobilien AG        5.72                EUR      0.00
hkw personalkonzepte     8.25  11/15/2016    EUR      4.00
Cooperatieve Central     0.50  10/30/2043    MXN     12.73
Lehman Brothers Trea     5.00   2/16/2015    EUR     13.88
Commerzbank AG           5.00   9/27/2019    EUR     29.50
CRC Breeze Finance S     6.11    5/8/2016    EUR     54.38
Svensk Exportkredit      0.50   4/24/2029    AUD     57.04
Jasper Explorer PLC     13.50   5/27/2016    USD      5.25
Mechel                  15.00   2/25/2020    RUB     67.45
Transgazservice LLP     10.50   11/8/2019    RUB      0.12
wige MEDIA AG            6.00   3/17/2019    EUR      1.88
Province of Milan It     0.05  12/20/2042    EUR     58.30
Seabird Exploration      6.00  12/18/2015    USD     27.00
Lloyds Bank PLC          2.41   1/31/2033    USD     65.00
Deutsche Bank AG         3.20   3/22/2016    EUR     64.80
International Financ     0.50   6/24/2024    ZAR     41.55
Deutsche Bank AG/Lon     2.04   1/31/2033    USD     62.00
Kaupthing Bank Hf        7.13   5/19/2016    USD      0.00
Kaupthing Bank Hf        6.13   10/4/2016    USD     17.25
Svensk Exportkredit      0.50   1/31/2022    ZAR     56.50
Vnesheconombank          8.35  11/24/2020    RUB     60.01
KPNQwest NV              8.88    2/1/2008    EUR      0.50
OL Groupe SA             7.00  12/28/2015    EUR      7.69
DTEK Finance PLC         7.88    4/4/2018    USD     43.99
Kaupthing Bank Hf        7.50    2/1/2045    USD      0.00
Vnesheconombank         11.90   9/23/2032    RUB     70.00
Heta Asset Resolutio     5.73  12/10/2021    EUR     16.25
Mriya Agro Holding P     9.45   4/19/2018    USD     12.00
Depfa Funding IV LP      5.03                EUR     57.25
OAS Investments GmbH     8.25  10/19/2019    USD      6.63
Virgolino de Oliveir    10.88   1/13/2020    USD     17.50
Solon SE                 1.38   12/6/2012    EUR      0.33
Lloyds Bank PLC          4.98   7/29/2033    USD     74.00
Agentstvo po Ipotech    10.75    3/1/2033    RUB     60.06
Heta Asset Resolutio     0.42  12/18/2030    EUR     18.38
AO Bank Intesa          12.75   6/10/2018    RUB     60.56
Rem Offshore ASA         6.92   3/14/2018    NOK     43.88
EXER D GmbH              5.70    2/1/2016    EUR     65.10
La Veggia Finance SP     7.13  11/14/2004    EUR      0.00
Kommunalkredit Austr     0.56  10/25/2021    EUR     45.50
Bank Otkritie Financ    12.00   8/28/2017    RUB     60.31
HSBC Bank PLC            0.50   7/30/2027    NZD     50.18
Banco Espirito Santo    10.00   12/6/2021    EUR      3.39
Cooperatieve Central     0.50  11/30/2027    MXN     43.76
Eramet                   5.29   4/22/2026    EUR     68.75
Codere Finance Luxem     8.25   6/15/2015    EUR     72.25
Ferrexpo Finance PLC    10.38    4/7/2019    USD     66.86
PNE Wind AG              3.75  10/10/2019    EUR      2.90
Kaupthing Bank Hf        6.13   10/4/2016    USD     17.25
Barclays Bank PLC        7.30   4/16/2029    USD     74.00
Cooperatieve Central     0.50   7/30/2043    MXN     12.87
Bulgaria Steel Finan    12.00    5/4/2013    EUR      0.59
UKRLANDFARMING PLC      10.88   3/26/2018    USD     50.88
Equity Release Fundi     1.98   4/26/2038    GBP
Vnesheconombank         11.50   8/20/2020    RUB     60.14
Raiffeisen Bank Inte     4.50   9/28/2035    EUR     71.13
ffk environment GmbH     7.25    6/1/2016    EUR      3.11
Global PVQ Netherlan     5.75   5/26/2014    EUR     27.38
Takko Luxembourg 2 S     9.88   4/15/2019    EUR     60.50
ADLER Real Estate AG     6.00  12/27/2018    EUR     13.00
Landesbank Hessen-Th     0.36   4/23/2041    EUR     68.01
Bank Nederlandse Gem     0.50    6/7/2022    ZAR     58.00
Lehman Brothers Trea     5.00   3/18/2015    EUR     13.88
SU-155 KAPITAL OOO      13.25   2/23/2016    RUB     15.30
International Financ     0.50   6/29/2020    ZAR     65.75
Privatbank CJSC Via     10.88   2/28/2018    USD     67.63
Governo Portugues Co     2.75                EUR     62.00
State of Carinthia       0.78   7/20/2017    CHF      0.20
Heta Asset Resolutio     7.50   5/27/2024    ATS     17.25
Freshwater Finance P     6.06  10/17/2036    GBP     64.25
Kerdos Group SA          8.00   3/31/2016    PLN     72.00
Credit Suisse AG/Lon    10.00   8/29/2016    USD     51.00
Assystem                 4.00    1/1/2017    EUR     24.28
Heta Asset Resolutio     4.63    3/4/2018    EUR     66.38
Bremer Landesbank Kr     0.41    4/5/2041    EUR     74.47
Heta Asset Resolutio     0.24   8/12/2017    EUR     66.75
Sairgroup Finance BV     6.63   10/6/2010    EUR     18.50
Svyaznoy Bank ZAO       15.00    6/8/2018    RUB     17.99
Penell GmbH Elektrog     7.75   6/10/2019    EUR      6.31
DEMIRE Real Estate A     6.00  12/30/2018    EUR      3.75
Mechel                   8.40   5/27/2021    RUB     58.80
Cooperatieve Central     0.50  10/29/2027    MXN     43.83
UBS AG                  14.75  12/29/2015    EUR     73.00
EDOB Abwicklungs AG      7.50    4/1/2012    EUR      0.66
KA Finanz AG             4.44  12/20/2030    EUR     61.13
SUEK Finance            12.50   8/19/2025    RUB     60.01
LBI HF                   2.25   2/14/2011    CHF      8.50
Region of Molise Ita     0.45  12/15/2033    EUR     67.14
HSBC Trinkaus & Burk     5.10    6/2/2016    EUR     62.17
Lehman Brothers Trea     5.00   9/22/2014    EUR     13.88
LBI HF                   3.00   12/7/2010    CHF      8.50
Transaero Airlines      12.50  12/20/2016    RUB      0.55
Emova Group              4.30    5/2/2022    EUR      4.72
Virgolino de Oliveir    11.75    2/9/2022    USD      1.45
WPE International Co    10.38   9/30/2020    USD      7.63
Moscow United Electr    13.20   4/23/2025    RUB     60.76
Region of Abruzzo It     0.22   11/7/2031    EUR     73.04
LBI HF                   4.65                EUR      0.00
Montepio Holding SGP     5.00                EUR     50.00
JP Morgan Structured    12.00  11/24/2021    ZMW
SAir Group               6.25   4/12/2005    CHF     11.00
Vneshprombank Ltd       15.00   3/23/2020    RUB     61.62
KA Finanz AG             4.90   6/23/2031    EUR     64.38
HSBC Bank PLC            0.50   9/28/2018    IDR     76.05
A-TEC Industries AG      5.75   11/2/2010    EUR      2.00
NOVIKOMBANK ZAO         14.25   6/12/2020    RUB     60.00
Kommunalbanken AS        0.50   5/27/2022    ZAR     55.55
LBI HF                   6.10   8/25/2011    USD     11.13
Banco Espirito Santo     1.45   5/27/2018    EUR      3.39
Russian Bank for Sma     8.25  11/26/2016    RUB     58.03
Nota-Bank OJSC          13.50  10/13/2016    RUB      1.78
Immigon Portfolioabb     3.55   4/12/2022    EUR     74.70
NOVIKOMBANK ZAO         13.00    4/8/2016    RUB     60.01
Region of Krasnoyars    11.70  10/29/2019    RUB     60.31
Volkswagen Bank Rus     11.30  10/20/2019    RUB     60.00
CHC Helicopter SA        9.25  10/15/2020    USD     46.63
Phones4u Finance PLC     9.50    4/1/2018    GBP     37.50
Ideal Standard Inter    11.75    5/1/2018    EUR     23.75
BKN biostrom AG          7.50    6/5/2016    EUR      1.62
Far East Capital Ltd     8.75    5/2/2020    USD     64.02
City of Alba Iulia R     2.50   4/15/2025    RON     61.60
SUEK Finance            12.50   8/19/2025    RUB     60.01
Lehman Brothers Trea     7.00  11/26/2013    EUR     13.88
Credit Suisse AG/Lon    15.25   6/29/2016    USD     58.09
Ecureuil Vie Develop     0.91                EUR     31.13
Kaupthing Bank Hf        5.25   7/18/2017    BGN     17.25
SAG Solarstrom AG        7.50   7/10/2017    EUR     45.00
Elli Investments Ltd    12.25   6/15/2020    GBP     38.50
Lehman Brothers Trea     8.25   12/3/2015    EUR     13.88
Svensk Exportkredit      0.50   8/28/2020    TRY     59.55
City of St Petersbur     7.94    6/1/2017    RUB     63.00
Municipality Finance     0.50    8/8/2029    NZD     55.84
International Financ     0.50   6/29/2027    ZAR     29.44
Municipiul Timisoara     1.03   5/12/2026    RON     63.10
Lehman Brothers Trea     5.00   2/27/2014    EUR     13.88
Union Technologies I     0.10    1/1/2020    EUR      5.22
Immigon Portfolioabb     5.27    2/8/2027    EUR     62.75
Banco Comercial Port     5.00                EUR     61.00
Mechel                  15.00   2/25/2020    RUB     67.45
Kerdos Group SA          8.00   4/30/2016    PLN     68.00
Kommunekredit            0.50  10/22/2019    BRL     60.48
Heta Asset Resolutio     4.88   9/18/2017    EUR     17.63
Kommunekredit            0.50  12/14/2020    ZAR     63.99
Hema Bondco I BV         5.21   6/15/2019    EUR     71.27
Lehman Brothers Trea     4.50    5/2/2017    EUR      3.07
Lehman Brothers Trea     5.25   5/26/2026    EUR      3.07
WGF Westfaelische Gr     6.35   12/1/2016    EUR      6.80
Credit Agricole Corp     0.50    3/6/2023    RUB     48.70
SU-155 KAPITAL OOO      13.25   2/23/2016    RUB     11.12
AKB Peresvet ZAO        13.25   11/6/2020    RUB     60.03
Ukreximbank Via Biz      7.51    2/9/2023    USD     74.25
Petromena ASA           10.85  11/19/2014    USD      0.54
Lehman Brothers Trea    11.00  12/20/2017    AUD      3.07
Lehman Brothers Trea     3.03   1/31/2015    EUR      3.07
Lehman Brothers Trea     4.00  10/24/2012    EUR      3.07
LBBW                     5.00   3/24/2016    EUR     52.43
Heta Asset Resolutio     0.06   1/24/2017    EUR     66.63
UniCredit Bank Austr     0.30   1/25/2031    EUR     68.50
Credit Suisse AG/Lon    13.00    6/6/2016    USD     59.20
BLT Finance BV           7.50   5/15/2014    USD      4.36
MORTGAGE AGENT AHML      8.50    9/9/2045    RUB     57.00
Lehman Brothers Trea     4.00   12/2/2012    EUR      3.07
UniCredit Bank Austr     0.43  10/31/2031    EUR     68.38
Lehman Brothers Trea     6.00  10/30/2012    EUR      3.07
Lehman Brothers Trea     1.00    5/9/2012    EUR      3.07
Exane Finance            2.70   9/26/2016    USD     37.72
Reso-Leasing OOO        13.75   10/3/2025    RUB     60.00
Deutsche Bank AG         2.57   6/28/2033    USD     70.50
Northland Resources     12.25   3/26/2016    USD      0.33
SG Option Europe SA      7.00    5/5/2017    EUR     66.18
KPNQwest NV              7.13    6/1/2009    EUR      0.50
Glitnir HF               6.33   7/28/2011    USD     27.13
Rusfinans Bank OOO      12.10   9/29/2020    RUB     61.01
Rinol AG                 5.50  10/15/2006    DEM      0.00
Republika Srpska         1.50   9/26/2027    BAM     74.14
Lloyds Bank PLC          5.20   7/26/2033    USD     72.83
Hema Bondco II BV        8.50  12/15/2019    EUR     42.75
Santander Finance Ca     2.00                EUR     33.38
Municipiul Timisoara     1.03   5/15/2026    RON     64.41
Mriya Agro Holding P    10.95   3/30/2016    USD     13.88
Mechel                   8.40    6/1/2021    RUB     58.70
Societe Generale SA      1.50  12/30/2032    USD     65.75
Hamburgische Landesb     0.31  10/30/2040    EUR     62.39
Takko Luxembourg 2 S     6.95   4/15/2019    EUR     55.61
Heta Asset Resolutio     0.37   3/29/2017    EUR     66.75
Glitnir HF               6.38   9/25/2012    USD     27.13
Heta Asset Resolutio     4.07   3/21/2017    EUR     66.75
Banque Cantonale Vau     6.00   5/26/2016    CHF     35.00
DEIKON GmbH              1.00  11/16/2016    EUR     36.00
Matalan Finance PLC      8.88    6/1/2020    GBP     74.00
Royal Bank of Scotla     4.24   1/12/2046    EUR     72.38
Nordea Bank Finland      1.71  10/20/2019    SEK     71.00
DeltaCredit Bank        11.10   10/1/2024    RUB     60.01
A-TEC Industries AG      2.75   5/10/2014    EUR      2.00
Comune di Verona         0.09   12/1/2026    EUR     64.77
COFIDUR SA               0.10  12/31/2024    EUR     15.00
HSBC Bank PLC            0.50  12/29/2022    AUD     75.73
Province of Treviso      0.18  12/31/2034    EUR     69.94
Bank Nederlandse Gem     0.50   7/12/2022    ZAR     56.54
Rena Lange Holding G     8.00  12/12/2017    EUR      0.63
DekaBank Deutsche Gi     2.67   11/7/2016    EUR     70.53
Salvator Grundbesitz     9.50  12/31/2021    EUR      9.00
Province of Milan It     0.30  12/22/2033    EUR     73.95
Nota-Bank OJSC          13.50    4/1/2016    RUB      4.40
Kaupthing Bank Hf        9.75   9/10/2015    USD     17.25
Muehl Product & Serv     6.75   3/10/2005    DEM      1.71
SAir Group               0.13    7/7/2005    CHF     11.13
Heta Asset Resolutio     5.03   1/26/2017    EUR     15.75
Dresdner Bank AG         0.58  11/19/2029    EUR     70.00
Credit Europe Bank L    15.00   3/22/2018    RUB     60.30
Heta Asset Resolutio     3.42   11/7/2016    EUR     65.25
Credit Suisse AG/Lon     9.00   7/11/2016    USD     33.20
Credit Suisse AG        11.00   3/28/2016    USD     10.00
Marine Subsea AS         9.00  12/16/2019    USD      0.50
JP Morgan Structured    14.00  11/23/2029    ZMW
Vnesheconombank          2.00   6/18/2021    RUB     61.82
DZ Bank AG Deutsche      3.00  12/28/2015    EUR     60.96
Heta Asset Resolutio     5.27    4/7/2028    EUR     17.63
Heta Asset Resolutio     0.25   9/26/2043    EUR     66.75
Freight One JSC         12.00  10/15/2025    RUB     60.01
ENEL RUSSIA PJSC        12.10   9/28/2018    RUB     60.01
Banque Cantonale Vau     8.20    3/3/2016    EUR     54.14
DZ Bank AG Deutsche      2.52   6/23/2022    EUR     72.02
Raiffeisen Versicher     5.08                EUR     31.25
CARPEVIGO AG             8.25   6/30/2016    EUR     20.00
HSBC Bank PLC            0.50   5/31/2019    IDR     69.23
Svensk Exportkredit      0.50   3/15/2022    ZAR     54.41
SNS Bank NV              6.63   5/14/2018    EUR      2.61
WGF Westfaelische Gr     6.35    8/1/2017    EUR      2.07
Barclays Bank PLC        3.50   12/7/2015    EUR     64.61
Anglian Water Servic     1.09   1/26/2057    GBP     71.18
Hellas Telecommunica     8.50  10/15/2013    EUR      0.01
Mortgage Agent KHMB-     9.20   8/25/2045    RUB     56.30
Northland Resources     15.00   7/15/2019    USD      0.33
Heta Asset Resolutio     1.54   6/30/2019    CHF     66.75
Sidetur Finance BV      10.00   4/20/2016    USD      7.63
Bamble Sparebank         2.36                NOK     51.13
UBS AG                   6.10   7/29/2016    GBP     57.31
Enemona AD-Kozloduy     10.00   4/28/2017    BGN      0.15
RZD Rasvytie vokzalo    12.50  10/21/2016    RUB     24.00
Vontobel Financial P     6.70   4/22/2016    EUR     73.36
Lehman Brothers Trea     4.00   2/16/2017    EUR     16.25
Kommunalbanken AS        0.50    3/2/2018    BRL     75.20
Heta Asset Resolutio     0.24   3/12/2043    EUR     60.50
Municipality Finance     0.50   2/22/2019    IDR     72.32
Santander Finance Ca     2.00                USD     40.13
Societe Centrale des     9.00    7/1/2016    EUR      7.11
Renaissance Credit C    12.85   7/30/2018    RUB     71.04
Gold-Zack AG             7.00  12/14/2005    EUR     12.50
Santander Finance Ca     2.00                EUR     35.75
Lehman Brothers Trea     1.46   2/19/2012    JPY     13.88
Lehman Brothers Trea    13.00  12/14/2012    USD      3.07
Lehman Brothers Trea    13.50    6/2/2009    USD      3.07
Lehman Brothers Trea     6.00   3/18/2015    USD     13.88
Vnesheconombank         11.80   7/10/2018    RUB     60.01
Heta Asset Resolutio     0.07   2/17/2017    EUR     64.38
Lehman Brothers Trea     5.00   8/16/2017    EUR     13.88
Province of Brescia      0.35   6/30/2036    EUR     69.70
Lehman Brothers Trea     4.00   4/13/2011    CHF      3.07
VEB-Leasing OAO         12.50    9/1/2025    RUB     60.01
Societe Generale SA      0.42   1/31/2033    USD     68.59
Europlan PAO            12.50  10/31/2017    RUB     60.02
JP Morgan Structured    13.00  11/25/2024    ZMW
LBBW                     7.26  12/18/2015    EUR     71.28
LBBW                     4.00   4/22/2016    EUR     67.23
Mobile TeleSystems P     5.00   6/29/2021    RUB     69.38
Bank ZENIT PJSC          8.50   6/14/2024    RUB     60.03
OT-Optima Telekom DD     5.25   5/30/2022    HRK     50.00
Immigon Portfolioabb     6.00   3/30/2017    EUR      1.00
Raiffeisen-Holding N     5.10                EUR     69.72
Santander Finance Ca     2.00                USD     47.75
Republika Srpska        11.50   9/25/2026    BAM     74.50
Reso-Leasing OOO        13.25  10/30/2025    RUB     60.00
Lehman Brothers Trea     5.00    5/2/2022    EUR      3.07
Europlan PAO            13.60   8/23/2021    RUB     60.36
Eksportfinans ASA        0.50    5/9/2030    CAD     22.00
Lehman Brothers Trea     6.65   8/24/2011    AUD     13.88
Svensk Exportkredit      0.50   2/22/2022    ZAR     54.84
Heta Asset Resolutio     5.68    7/5/2017    EUR     66.75
UniCredit Bank AG        0.61  11/19/2029    EUR     73.75
Immigon Portfolioabb     4.21   1/25/2033    EUR     22.63
City of Moscow Russi     7.00   9/22/2016    RUB     65.08
Europlan PAO             9.78   9/25/2019    RUB     56.66
HSBC Bank PLC            0.50   1/29/2027    NZD     51.92
Center-Invest Commer    11.25  11/13/2018    RUB     59.00
SV Patrimonia            4.00   4/19/2016    EUR     74.00
Ofoten Sparebank         2.27                NOK     65.49
Heta Asset Resolutio     0.20   4/22/2018    EUR     66.75
Ipotechny Agent Mosk     7.00   9/17/2028    RUB     63.13
Vontobel Financial P     5.60  12/29/2015    EUR     39.85
B&N Bank JSC            14.50    6/2/2021    RUB     60.01
Kommunekredit            0.50   2/20/2020    BRL     57.69
Municipality Finance     0.50   5/31/2022    ZAR     53.74
VEB-Leasing OAO         12.50   8/18/2025    RUB     60.03
Pongs & Zahn AG          8.50                EUR      0.37
Russian Railways JSC    12.40   5/30/2040    RUB     10.19
Polysindo Internatio     9.38   7/30/2007    USD      0.00
Atari SA                 7.50   2/17/2020    EUR      0.22
Rusfinans Bank OOO      11.40   10/2/2019    RUB     60.00
Heta Asset Resolutio     5.80   6/17/2017    EUR     66.75
Southern Urals Co fo    10.00   2/23/2016    RUB     60.01
ENEL RUSSIA PJSC        12.10   5/22/2025    RUB     60.01
Credit Suisse AG/Lon    10.25   5/31/2016    USD     59.00
Raiffeisen Centroban     2.80  11/14/2016    EUR     47.00
Bank ZENIT PJSC         11.00  11/20/2025    RUB     60.01
AKB Peresvet ZAO        13.50    9/2/2020    RUB     60.01
Lenta LLC               12.40   8/28/2025    RUB     60.13
VEB-Leasing OAO          8.65   1/16/2024    RUB     60.01
BNP Paribas SA           0.50   2/13/2024    NZD     69.45
Immigon Portfolioabb     7.00   7/24/2022    EUR     63.69
RESO-Garantia Insura     9.20   3/24/2023    RUB     60.01
RESO-Garantia Insura    14.00   9/13/2022    RUB     61.01
Center-Invest Commer    15.25   5/22/2019    RUB     62.01
Vnesheconombank          9.75   8/16/2029    RUB     60.01
Deutsche Bank AG/Lon     0.50   10/5/2021    IDR     50.85
Heta Asset Resolutio     0.16   5/17/2017    EUR     66.75
Bank Otkritie Financ    12.20    4/7/2020    RUB     60.01
Kommunekredit            0.50   9/19/2019    BRL     61.98
Heta Asset Resolutio     0.37   3/29/2017    EUR     66.75
HSBC Bank PLC            0.50   4/27/2027    NZD     51.43
Strommen Sparebank       2.40                NOK     44.46
Salvator Grundbesitz     9.50                EUR     38.00
Svensk Exportkredit      0.50   4/25/2019    BRL     62.87
UBS AG                  14.75  12/29/2015    EUR     50.12
Lehman Brothers Trea     6.00   3/14/2011    EUR     13.88
HSBC Trinkaus & Burk     5.00    7/1/2016    EUR     60.95
BNP Paribas SA           0.50    5/6/2021    MXN     71.99
Leonteq Securities A    11.00  12/15/2015    USD     52.19
HSBC Bank PLC            0.50    4/3/2023    AUD     74.75
Lehman Brothers Trea     6.45   2/20/2010    AUD      3.07
Kommunekredit            0.50   7/30/2027    TRY     26.74
Astana Finance BV        9.00  11/16/2011    USD     16.00
RSL Communications P    10.13    3/1/2008    USD      0.00
UTair-Finans OOO         9.50   7/21/2016    RUB     20.01
Municipality Finance     0.50  12/14/2018    TRY     72.07
Barclays Bank PLC        3.50    2/5/2016    EUR     65.70
Oberoesterreichische     0.32   11/6/2030    EUR     66.50
Czerwona Torebka SA      6.81   4/15/2016    PLN     63.60
Immigon Portfolioabb     3.50   5/23/2022    EUR     43.00
Lehman Brothers Trea     8.00   3/19/2012    USD      3.07
Deutsche Bank AG/Lon     0.46    2/1/2016    EUR     67.00
Heta Asset Resolutio     0.21    4/9/2018    EUR     66.75
Russian Highways        12.40   4/22/2042    RUB      9.69
Lehman Brothers Trea     5.00   5/12/2011    CHF      3.07
Kerdos Group SA          8.00   5/31/2016    PLN     60.01
Nota-Bank OJSC          14.50    6/6/2018    RUB     50.00
Akademiska Hus AB        2.08   4/17/2045    SEK     68.63
Banque Cantonale Vau     9.10   5/27/2016    EUR     64.63
Svensk Exportkredit      0.50   6/26/2019    TRY     67.30
Freshwater Finance P     6.18   4/20/2035    GBP     67.00
Svensk Exportkredit      0.50   3/28/2029    AUD     66.62
Immigon Portfolioabb     0.91   5/20/2025    EUR     24.13
Lehman Brothers Trea     4.05   9/16/2008    EUR      3.07
HSBC Bank PLC            0.50  12/29/2026    AUD     69.17
Mechel                   8.40   5/27/2021    RUB     58.80
Moscow Industrial ba    15.50  11/24/2020    RUB     60.11
Rusfinans Bank OOO      12.00   6/30/2020    RUB     61.01
Glitnir HF               6.00  12/15/2012    GBP     27.13
MT-Energie GmbH & Co     8.25    4/4/2017    EUR     10.71
Haltdalen Sparebank      2.41                NOK     52.04
Lehman Brothers Trea     3.86   9/21/2011    SGD     16.25
UBS AG                   4.50   9/23/2016    EUR     72.95
Lehman Brothers Trea     8.88   1/28/2011    HKD     13.88
SAir Group               2.13   11/4/2004    CHF     11.00
Leonteq Securities A    11.00   7/20/2016    EUR     57.15
BNP Paribas SA           0.50  10/19/2018    TRY
Cooperatieve Central     0.50   1/31/2033    MXN     28.24
Lehman Brothers Trea     1.75    2/7/2010    EUR      3.34
Credit Suisse AG/Lon     1.64    6/1/2042    USD     53.56
Municipiul Timisoara     1.03   5/15/2026    RON     63.01
Lehman Brothers Trea     7.00    6/6/2017    EUR      3.07
Kommunalbanken AS        0.50   11/8/2018    BRL     69.25
Bank Otkritie Financ    12.25   1/13/2022    RUB     60.01
UniCredit Bank Austr     0.34   1/24/2031    EUR     66.38
Credit Suisse AG/Lon     7.00   2/16/2016    USD     66.68
Rusfinans Bank OOO      13.90   4/24/2018    RUB     63.00
HSBC Bank PLC            0.50   7/30/2019    IDR     68.91
Vontobel Financial P     4.85  12/11/2015    EUR     41.87
Barclays Bank PLC        0.50   3/13/2023    RUB     48.60
Immigon Portfolioabb     5.20    4/1/2020    EUR     63.00
Rosselkhozbank OJSC     11.90    2/9/2018    RUB     61.00
RSL Communications P    12.00   11/1/2008    USD      0.00
Immigon Portfolioabb     5.05    8/5/2030    EUR     28.63
MirLand Development      6.00  11/30/2017    ILS     32.50
Mechel                   8.00    2/9/2021    RUB     70.00
Societe Generale SA      1.04   2/28/2034    USD     66.47
Espirito Santo Finan     5.63   7/28/2017    EUR      2.32
Bank MIA OAO            15.00    3/7/2025    RUB     61.04
DeltaCredit Bank        10.55    6/5/2024    RUB     60.00
Bulgaria Steel Finan    12.00    5/4/2013    EUR      0.59
World of Building Te     7.70   6/25/2019    RUB      1.04
Glitnir HF               4.75  10/15/2010    USD     27.13
Immigon Portfolioabb     5.26    2/5/2025    EUR     40.25
Cooperatieve Central     0.50   8/21/2028    MXN     41.30
Locko-Bank ZAO          14.00   7/17/2018    RUB     60.00
KPNQwest NV              8.13    6/1/2009    USD      0.50
Kommunalbanken AS        0.50   2/23/2018    BRL     75.04
ECM Real Estate Inve     5.00   10/9/2011    EUR     10.38
Heta Asset Resolutio     0.08   8/11/2017    EUR     66.75
Espirito Santo Finan     5.05  11/15/2025    EUR      0.91
Heta Asset Resolutio     0.20   8/28/2017    EUR     66.75
Ipotechny Agent AK B     3.00   5/10/2047    RUB     53.27
SAir Group               4.25    2/2/2007    CHF     11.13
Bank Nederlandse Gem     0.50   9/20/2022    MXN     69.68
Commerzbank AG          10.00   5/26/2016    EUR     64.43
Immigon Portfolioabb     4.20   2/22/2033    EUR     22.63
SU-155 KAPITAL OOO      13.25   2/23/2016    RUB     11.12
B&N Bank JSC            15.00   3/26/2021    RUB     60.07
Zapsibcombank PAO       14.85  12/12/2019    RUB     55.00
DekaBank Deutsche Gi     3.80   9/25/2024    EUR     72.60
SG Issuer SA             3.00   7/10/2020    EUR     74.87
Totens Sparebank         2.75                NOK     53.95
Municipality Finance     0.50   6/19/2024    ZAR     44.75
Lehman Brothers Trea    15.00    6/4/2009    CHF      3.07
Immigon Portfolioabb     5.25  12/20/2022    EUR     48.25
Kaupthing Bank Hf        7.63   2/28/2015    USD     17.25
HSBC Bank PLC            0.50   2/24/2027    NZD     52.15
Vnesheconombank          8.50   9/21/2021    RUB     59.10
Bank Nederlandse Gem     0.50   5/12/2021    ZAR     63.90
Bank Nederlandse Gem     0.50   6/22/2021    ZAR     62.62
Oberoesterreichische     0.30   4/25/2042    EUR     51.75
Heta Asset Resolutio     4.70    4/2/2018    EUR     66.75
UniCredit Bank AG        4.00   6/24/2016    EUR     62.03
Interregional Distri    12.42   5/23/2025    RUB     67.38
Europlan PAO            10.22   3/26/2019    RUB     60.02
Zurcher Kantonalbank    10.90    6/3/2016    CHF     60.67
Lehman Brothers Trea     7.50    5/2/2017    EUR      3.07
Sparebanken Din          2.41                NOK     68.78
Lehman Brothers Trea     4.60  10/11/2017    ILS     13.88
Heta Asset Resolutio     3.90   1/24/2017    EUR     64.25
Immigon Portfolioabb     4.26   3/22/2024    EUR     39.38
Skue Sparebank           2.27                NOK     67.49
VEB-Leasing OAO         13.09   6/23/2020    RUB     60.56
DEIKON GmbH              1.00    7/1/2016    EUR     18.05
NIBC Bank NV            25.98    5/7/2029    EUR     66.49
Atari SA                 0.10    4/1/2020    EUR      2.50
Heta Asset Resolutio     0.06   3/15/2017    EUR     66.75
Heta Asset Resolutio     0.17   5/10/2017    EUR     66.75
Societe Generale SA      0.50   6/12/2023    RUB     47.22
Erste Group Bank AG      2.90  10/20/2022    EUR     71.68
Vontobel Financial P     6.75  12/11/2015    EUR     68.47
MirLand Development      6.50   9/30/2019    ILS     30.56
HSBC Bank PLC            0.50   4/11/2023    MXN     65.81
Eiendomskreditt          4.35                NOK     67.65
Immigon Portfolioabb     4.80    5/9/2025    EUR     38.00
Nutritek Internation     8.75  12/11/2008    USD      2.00
SAir Group               5.50   7/23/2003    CHF     11.00
Glitnir HF               6.33   7/28/2011    USD     27.13
Ingra DD                 6.13   12/6/2016    HRK     12.99
UBS AG/London            6.50   3/11/2016    GBP     66.50
Delta-Finance OOO       10.00  12/17/2020    RUB     60.01
Phosphorus Holdco PL    10.00    4/1/2019    GBP      2.06
HSBC Bank PLC            0.50   12/8/2026    AUD     59.95
EFG International Fi     6.48   5/29/2018    EUR     22.12
Vontobel Financial P     5.00   2/13/2017    EUR     63.69
Credit Suisse AG/Nas     8.00    2/8/2016    USD     54.16
Raiffeisen Centroban     7.25   9/26/2016    EUR     40.40
HSBC Bank PLC            0.50  12/20/2018    RUB     72.98
Cooperatieve Central     0.50  12/29/2027    MXN     43.75
Credit Suisse AG/Lon    10.50   6/20/2016    USD     54.80
Credit Suisse AG/Lon     8.50   5/23/2016    USD     63.63
Dolomite Capital Ltd    12.21  12/20/2019    ZAR     58.85
Svensk Exportkredit      0.50   6/20/2029    AUD     64.38
Drangedal Sparebank      2.29                NOK     66.14
Lehman Brothers Trea    11.00    7/4/2011    CHF      3.07
Credit Suisse AG/Lon     8.50   6/10/2016    USD      8.30
DekaBank Deutsche Gi     4.92   1/27/2016    EUR     73.24
Heta Asset Resolutio     0.20   7/28/2017    EUR     66.75
Barclays Bank PLC        2.30   9/13/2016    EUR     47.65
Kommunalbanken AS        0.50   9/20/2018    BRL     70.27
Svensk Exportkredit      0.50   8/25/2021    ZAR     60.20
Leonteq Securities A     6.89  12/30/2015    USD     52.64
BNP Paribas SA           0.50   9/29/2029    AUD     59.69
2C Partners SA          10.00   4/30/2016    PLN     75.00
Heta Asset Resolutio     0.69   9/20/2017    EUR     17.25
Heta Asset Resolutio     0.20    4/2/2018    EUR     66.75
Cerruti Finance SA       6.50   7/26/2004    EUR      1.50
HSBC Bank PLC            0.50   6/28/2019    IDR     70.10
Barclays Bank PLC        0.50   3/26/2021    MXN     73.51
Svensk Exportkredit      0.50   8/28/2018    BRL     68.71
Vontobel Financial P    21.65   3/29/2016    EUR     68.70
Lehman Brothers Trea    14.90   9/15/2008    EUR      3.07
Sviaz Bank OAO          12.25   4/13/2022    RUB     60.31
Immigon Portfolioabb     1.47   5/18/2020    EUR     52.13
Municipiul Timisoara     1.03   5/15/2026    RON     70.09
Lehman Brothers Trea     7.00   2/15/2010    CHF      3.07
Heta Asset Resolutio     0.07   7/18/2017    EUR     66.75
KFW                      0.25   10/6/2036    CAD     38.86
Bayerische Landesban     3.70    6/3/2016    EUR     52.60
Fonciere Volta SA        4.50   7/30/2020    EUR      2.52
Raiffeisen Centroban     5.00   4/18/2016    EUR     64.14
Kommunalbanken AS        0.50   8/15/2018    BRL     72.39
Vontobel Financial P     4.45    4/5/2016    EUR     57.63
International Financ    15.50   4/26/2016    RUB     60.20
WGZ-Bank AG Westdeut     4.05   12/9/2015    EUR     47.15
Societe Generale SA      0.50   4/30/2023    RUB     47.80
Barclays Bank PLC        0.50   4/24/2023    MXN     62.43
Barclays Bank PLC        0.50   3/19/2021    MXN     73.60
Province of Treviso      0.05  12/31/2034    EUR     68.46
Lehman Brothers Trea     5.00   2/28/2032    EUR      3.07
Nesset Sparebank         2.42                NOK     53.99
Immigon Portfolioabb     5.21   2/13/2026    EUR     37.38
Raiffeisenverband Sa     0.01   2/28/2031    EUR     75.16
Glitnir HF               6.69   6/15/2016    USD      0.02
Lehman Brothers Trea     8.50    7/6/2009    CHF      3.07
SAir Group               6.25  10/27/2002    CHF     11.75
Main Road OJSC          15.00  10/30/2028    RUB     58.25
Lehman Brothers Trea     1.28   11/6/2010    JPY     13.88
Mechel                   8.00    2/9/2021    RUB     45.01
Ladya Finans LLC        12.00  10/29/2021    RUB     60.00
LBI HF                   8.65    5/1/2011    ISK      8.50
Heta Asset Resolutio     0.22   3/10/2018    EUR     66.75
UBS AG/London           24.75   3/29/2016    EUR     31.55
Deutsche Bank AG         6.80  12/23/2015    EUR     73.64
Europlan PAO            10.42   2/20/2019    RUB     60.02
UBS AG/London            9.75   5/13/2016    CHF     59.53
Bank Julius Baer & C    10.00   6/13/2016    USD     68.60
HSBC Trinkaus & Burk    13.20  12/28/2015    EUR     69.85
LBBW                     3.19   7/22/2016    EUR     70.50
Leonteq Securities A    18.00   9/19/2016    CHF     56.50
Lehman Brothers Trea     2.50   11/9/2011    CHF      3.07
Svensk Exportkredit      0.50  12/17/2027    USD     73.11
Lehman Brothers Trea     7.60   1/31/2013    AUD      3.07
Immigon Portfolioabb     5.00  12/12/2018    EUR     72.25
Lehman Brothers Trea     0.50  12/20/2017    AUD      3.07
Commerzbank AG           4.60    4/7/2016    EUR     68.05
City of Predeal Roma     2.50   5/15/2026    RON     60.00
Heta Asset Resolutio     0.11   5/17/2017    EUR     66.75
DekaBank Deutsche Gi     3.00    5/6/2016    EUR     65.32
Immigon Portfolioabb     6.60    5/6/2023    EUR     51.50
Heta Asset Resolutio     0.20    7/1/2017    EUR     66.75
Vontobel Financial P    20.00   6/24/2016    EUR     69.50
Immigon Portfolioabb     1.61   7/20/2018    EUR     68.25
Federal Grid Co Unif    16.00    9/7/2048    RUB     60.01
Municipality Finance     0.50  11/21/2018    TRY     72.55
Raiffeisen Centroban     2.40  12/19/2016    EUR     50.58
Leonteq Securities A     6.11    1/7/2016    EUR     25.72
Ipotechny Agent Ural     3.00  10/15/2047    RUB     29.75
Heta Asset Resolutio     0.83   5/28/2017    EUR     66.75
Heta Asset Resolutio     0.21    3/4/2018    EUR     66.75
LBBW                     5.50   8/26/2016    EUR     56.70
HSBC Bank PLC            0.50    6/9/2023    MXN     64.99
Property Lease Fund      9.00   9/17/2016    PLN     21.10
B&N Bank JSC            14.00   12/2/2020    RUB     60.03
EFG International Fi     7.00  11/27/2019    EUR     61.79
UBS AG/London            5.00  12/10/2015    USD     59.77
UniCredit Bank AG        4.00   6/24/2016    EUR     52.22
BNP Paribas Emission     2.65   6/30/2022    EUR     70.53
Municipality Finance     0.50   5/29/2018    BRL     73.45
Dayli Polska Sp zoo      8.50    9/5/2016    PLN     30.05
Bank Julius Baer & C    10.00   5/20/2016    USD     60.00
Societe Generale SA     13.56   5/26/2016    USD     71.78
Lehman Brothers Trea    13.50  11/28/2008    USD      3.07
Lehman Brothers Trea     4.25   5/15/2010    EUR      3.07
Immigon Portfolioabb     5.50   8/26/2025    EUR     39.75
Vontobel Financial P     3.10   6/24/2016    EUR     71.45
Province of Treviso      0.28  12/31/2034    EUR     71.57
Heta Asset Resolutio     4.54   9/22/2017    EUR     66.75
Glitnir HF               5.86   7/28/2016    GBP     27.13
UniCredit Bank AG        4.40  12/28/2015    EUR     64.19
Barclays Bank PLC        8.10   4/15/2016    USD     63.00
Deutsche Bank AG         8.20  12/20/2016    EUR     73.80
Credit Suisse AG/Lon     8.00  11/29/2019    USD      7.51
Transbaltstroi OOO      12.00  11/26/2020    RUB     60.01
RSL Communications P    10.50  11/15/2008    USD      0.00
Heta Asset Resolutio     0.21   8/21/2017    EUR     66.75
Raiffeisen Centroban     6.88   3/30/2017    EUR     56.36
Immigon Portfolioabb     0.89    3/1/2021    EUR     44.00
SG Issuer SA             6.65  10/10/2021    EUR     72.46
Municipality Finance     0.50  11/25/2020    ZAR     64.76
SAir Group               2.75   7/30/2004    CHF     11.00
Heta Asset Resolutio     0.22   2/10/2018    EUR     66.75
LBI HF                   5.08    3/1/2013    ISK      8.50
KPNQwest NV              8.88    2/1/2008    EUR      0.50
Bayerische Landesban     3.10   11/4/2016    EUR     68.55
Leonteq Securities A    10.40   8/26/2016    CHF     65.93
Leonteq Securities A     7.00  12/15/2015    USD     71.63
Leonteq Securities A    13.40  12/29/2015    USD     71.29
HSBC Trinkaus & Burk     6.90   3/25/2016    EUR     72.35
UniCredit Bank AG        5.44    7/1/2016    EUR     47.62
DekaBank Deutsche Gi     2.80   9/16/2016    EUR     65.01
Agrokompleks OOO        12.50   12/8/2022    RUB     60.50
HSBC Trinkaus & Burk    10.80   6/24/2016    EUR     70.46
Bank J Safra Sarasin     9.70   6/15/2016    CHF     71.05
UBS AG/London            7.00   5/22/2017    CHF     61.26
Veniti SA                9.70   3/28/2016    PLN     50.00
Ashinskiy metallurgi    16.50   6/17/2024    RUB     60.03
Municipality Finance     0.50   7/30/2029    AUD     64.21
DekaBank Deutsche Gi     3.17   9/23/2022    EUR     73.45
Lehman Brothers Trea     6.00   5/12/2017    EUR      3.07
LBI HF                   7.43                USD      0.00
Lehman Brothers Trea     7.75   2/21/2016    EUR      3.07
Lehman Brothers Trea     5.50   6/22/2010    USD     16.25
Svensk Exportkredit      0.50   6/28/2022    ZAR     52.74
Lehman Brothers Trea    13.00   2/16/2009    CHF      3.07
TransFin-M PAO          14.50   2/26/2025    RUB     60.01
Exane Finance            6.25  12/20/2019    SEK     67.88
Heta Asset Resolutio     0.04    8/1/2017    EUR     66.75
Lehman Brothers Trea     4.50  12/30/2010    USD      3.07
Lehman Brothers Trea     8.25    2/3/2016    EUR      3.07
Province of Rovigo I     0.30  12/28/2035    EUR     70.04
Konservenfabrik Zach     8.00    4/1/2016    EUR      0.00
SAir Group               5.13    3/1/2003    CHF     11.00
Lehman Brothers Trea     4.35    8/8/2016    SGD     13.88
Lehman Brothers Trea     5.75   6/15/2009    CHF      3.07
Federal Grid Co Unif    16.70   3/23/2050    RUB     60.01
UniCredit Bank AG        4.90  12/24/2015    EUR     66.93
Deutsche Bank AG         6.20   6/21/2016    EUR     61.00
Heta Asset Resolutio     4.40   6/20/2017    EUR     66.75
Notenstein La Roche      5.50  12/16/2015    CHF     67.25
HSBC Bank PLC            0.50   12/2/2022    AUD     75.20
DekaBank Deutsche Gi     3.40   6/24/2016    EUR     42.64
DekaBank Deutsche Gi     4.05   5/13/2016    EUR     56.12
Lehman Brothers Trea     3.20   3/19/2018    JPY      3.07
HSBC Bank PLC            0.50  10/30/2018    IDR     75.56
Araratbank OJSC          8.00   6/10/2018    USD     25.76
Kaupthing Bank Hf        7.00   7/24/2009    ISK     17.25
Bank Julius Baer & C     9.75   3/11/2016    EUR     49.95
Heta Asset Resolutio     5.04   2/15/2023    EUR     66.75
Torgovyi Dom Spartak    14.00    5/2/2017    RUB     60.01
HSBC Bank PLC            0.50   5/29/2020    IDR     63.47
Societe Generale SA      0.50   5/30/2023    MXN     63.43
Raiffeisen Centroban     6.70   3/13/2017    EUR     61.65
UniCredit Bank AG        3.79  12/19/2016    EUR     47.72
UBS AG/London            9.25  12/10/2015    CHF     57.26
HSBC Trinkaus & Burk     5.00   1/30/2018    EUR     69.68
UniCredit Bank AG        4.10   6/23/2016    EUR     66.48
Vontobel Financial P    13.95  12/23/2016    EUR     72.41
Immigon Portfolioabb     3.09  10/15/2020    EUR     53.00
SG Issuer SA             4.30   7/10/2020    EUR     42.59
Russian Railways JSC    16.80   5/29/2035    RUB     10.62
Araratbank OJSC          7.25   6/27/2018    USD     25.20
Leonteq Securities A    11.00    5/4/2016    USD     32.73
Landesbank Hessen-Th     5.00  11/15/2016    EUR     59.20
Deutsche Bank AG         7.20   3/22/2016    EUR     67.50
Immigon Portfolioabb     5.10    7/5/2022    EUR     49.75
Immigon Portfolioabb     5.03   6/11/2019    EUR     68.13
Lehman Brothers Trea     5.50  11/30/2012    CZK      3.07
Lehman Brothers Trea    23.30   9/16/2008    USD      3.07
Lehman Brothers Trea     7.60   5/21/2013    USD      3.07
Immigon Portfolioabb     5.23   12/5/2022    EUR     48.25
MirLand Development      6.50  12/31/2015    ILS     39.38
Lehman Brothers Trea    11.75    3/1/2010    EUR      3.07
Landeskreditbank Bad     0.50   5/10/2027    CAD     73.70
UBS AG                   5.10   3/28/2016    USD     38.02
Lehman Brothers Trea     4.50   7/24/2014    EUR      3.07
Landesbank Hessen-Th     5.50   5/27/2016    EUR     68.40
UniCredit Bank AG        4.40  12/24/2015    EUR     58.60
KPNQwest NV              7.13    6/1/2009    EUR      0.50
Immigon Portfolioabb     0.49   3/14/2020    EUR     70.41
Heta Asset Resolutio     0.08    2/9/2017    EUR     66.75
Kaupthing Bank Hf        6.50   10/8/2010    ISK     17.25
EFG International Fi     9.10   3/23/2016    USD     47.09
City of Siret Romani     2.77    3/1/2028    RON     61.00
Immigon Portfolioabb     4.78    6/7/2030    EUR     27.63
Banque Cantonale Vau     1.00    7/7/2016    CHF     11.92
SG Issuer SA             5.05   4/10/2025    EUR     55.56
BNP Paribas Emission     2.35   6/30/2021    EUR     72.83
Barclays Bank PLC        1.64    6/3/2041    USD     69.99
Melhus Sparebank         2.79   9/16/2024    NOK     70.57
Landesbank Hessen-Th     3.20    8/2/2016    EUR     65.90
Bank Julius Baer & C     7.50   1/19/2016    USD     42.15
Leonteq Securities A     7.28   1/29/2016    EUR     66.80
Immigon Portfolioabb     1.75    9/9/2020    EUR     49.50
Housing Financing Fu     2.70    1/1/2020    ISK     69.64
Societe Generale Eff     9.02    8/8/2016    EUR     69.61
LBBW                     3.52   2/26/2016    EUR     71.07
Zurcher Kantonalbank     4.00    3/7/2016    EUR     58.20
Heta Asset Resolutio     6.94   6/10/2017    EUR     66.75
Vontobel Financial P     4.80   6/24/2016    EUR     65.85
Leonteq Securities A    10.00   7/13/2016    EUR     69.62
EFG International Fi     7.20   2/25/2019    EUR     50.49
Powszechne Towarzyst     7.79    8/1/2016    PLN     30.00
Bayerische Landesban     3.70   11/4/2016    EUR     59.62
Credit Suisse AG/Nas     8.05   9/27/2016    CHF     35.31
Bank J Safra Sarasin    11.02  12/30/2015    EUR     41.79
Zurcher Kantonalbank     9.00  12/16/2015    EUR     45.83
Bank J Safra Sarasin     5.75  12/17/2015    CHF     51.65
Leonteq Securities A     8.25   2/23/2016    EUR     66.60
Barclays Bank PLC        2.50    3/7/2017    EUR     57.61
Bank Julius Baer & C     9.40  10/14/2016    EUR     58.55
Vontobel Financial P    12.85  12/23/2016    EUR     55.87
WGZ-Bank AG Westdeut     6.50   3/17/2016    EUR     70.31
Societe Generale SA      0.50    4/3/2023    RUB     48.35
Araratbank OJSC          8.50   6/13/2016    USD     25.67
Barclays Bank PLC        0.50   1/28/2033    MXN     30.62
Deutsche Bank AG         6.20   9/20/2016    EUR     58.20
Commerzbank AG          11.25   3/24/2016    EUR     61.04
Landesbank Hessen-Th     5.00  10/24/2016    EUR     67.10
UBS AG/London            6.50   6/10/2016    USD     66.19
Bank Julius Baer & C    11.10   4/14/2016    EUR     46.90
Vontobel Financial P     5.50   6/24/2016    EUR     58.89
DZ Bank AG Deutsche      3.80  12/28/2015    EUR     65.03
WGZ-Bank AG Westdeut     4.00   2/19/2016    EUR     72.17
Deutsche Bank AG         4.50   9/20/2016    EUR     74.50
Svensk Exportkredit      0.50   6/29/2029    AUD     66.91
ING Bank NV              5.05   10/7/2024    EUR     59.20
Svensk Exportkredit      0.50   8/29/2029    AUD     67.36
Lehman Brothers Trea     0.80  12/30/2016    EUR      3.07
ECM Real Estate Inve     5.00   10/9/2011    EUR     10.38
Lehman Brothers Trea     4.80  11/16/2012    HKD      3.07
Lehman Brothers Trea     1.60   6/21/2010    JPY      3.07
Lehman Brothers Trea     3.50   6/20/2011    EUR      3.07
Lehman Brothers Trea    10.00   5/22/2009    USD      3.07
Lehman Brothers Trea    11.00    7/4/2011    USD      3.07
Lehman Brothers Trea     0.50    8/1/2020    EUR      3.07
Glitnir HF               5.44  12/22/2015    USD     27.13
Lehman Brothers Trea     1.00   2/26/2010    USD      3.07
ECA                      2.50    1/1/2018    EUR     12.00
Lehman Brothers Trea     2.75  10/28/2009    EUR      3.07
IT Holding Finance S     9.88  11/15/2012    EUR      0.25
Kommunekredit            0.50   5/11/2029    CAD     67.14
Eksportfinans ASA        0.25   7/14/2033    CAD     14.63
Lehman Brothers Trea     6.00   7/28/2010    EUR      3.07
Lehman Brothers Trea     3.00    8/8/2017    EUR      3.07
Glitnir HF               4.75  10/15/2010    USD     27.13
Lehman Brothers Trea     4.25   3/13/2021    EUR      3.07
Heta Asset Resolutio     3.72   3/15/2017    EUR     66.75
Norddeutsche Landesb     4.00    8/5/2016    EUR     72.91
Lehman Brothers Trea     4.50    3/6/2013    CHF      3.07
Lehman Brothers Trea     7.38   9/20/2008    EUR      3.07
Lehman Brothers Trea     7.00   4/14/2009    EUR      3.07
Leonteq Securities A    16.00  12/29/2015    CHF     62.22
Federal Grid Co Unif    16.70   3/23/2050    RUB     60.01
Credit Suisse AG/Lon     7.00  11/15/2019    USD      9.12
EFG International Fi     7.20   2/25/2019    EUR     50.25
Royal Bank of Scotla     1.33  10/26/2018    GBP      1.04
Lehman Brothers Trea     2.37   7/15/2013    USD      3.07
Lehman Brothers Trea     2.00   6/21/2011    EUR      3.07
MirLand Development      7.21   5/31/2020    ILS     31.01
HSBC Bank PLC            0.50  10/30/2026    NZD     53.04
Lehman Brothers Trea     9.25   6/20/2012    USD      3.07
EFG International Fi     6.00  11/30/2017    EUR     38.27
Goldman Sachs & Co W     9.00  12/23/2015    EUR     66.92
SAir Group               2.75   7/30/2004    CHF     11.13
KPNQwest NV              8.88    2/1/2008    EUR      0.50
UniCredit Bank Austr     0.44   1/22/2031    EUR     68.13
RSL Communications P     9.88  11/15/2009    USD      0.00
Lloyds Bank PLC          0.50   7/26/2028    MXN     46.71
Landesbank Hessen-Th     4.55  12/18/2015    EUR     73.40
Credit Suisse AG/Lon     7.50   6/13/2016    EUR     71.57
Bayerische Landesban     2.20   5/20/2016    EUR     68.39
Zapsibcombank PAO       11.50   2/25/2016    RUB     60.31
Immigon Portfolioabb     2.00   4/24/2020    EUR     53.25
Bank Nederlandse Gem     0.50   8/15/2022    ZAR     55.77
HSBC Bank PLC            0.50   11/9/2018    IDR     75.39
Municipality Finance     0.50   4/16/2018    BRL     73.60
Zurcher Kantonalbank     3.80   5/22/2017    EUR     62.91
LBBW                     3.00   6/24/2016    EUR     52.40
Lehman Brothers Trea     4.69   2/19/2017    EUR      3.07
Lehman Brothers Trea    10.00    1/3/2012    BRL      3.07
Lehman Brothers Trea     7.50   6/15/2017    USD      3.07
Lehman Brothers Trea     6.00  12/30/2017    EUR      3.07
Lehman Brothers Trea     4.10   6/10/2014    SGD     16.25
Lehman Brothers Trea     3.50  12/20/2027    USD      3.07
Municipality Finance     0.50   4/26/2022    ZAR     53.81
Windreich GmbH           6.75    3/1/2015    EUR     10.88
Lehman Brothers Trea     9.00    5/6/2011    CHF      3.07
Lehman Brothers Trea    10.60   4/22/2014    MXN      3.07
Lehman Brothers Trea     2.00   6/28/2011    EUR      3.07
Lehman Brothers Trea     5.00  11/22/2012    EUR      3.07
Lehman Brothers Trea     0.50  12/20/2017    AUD      3.07
Lehman Brothers Trea     0.50  12/20/2017    AUD      3.07
Municipality Finance     0.50   3/17/2025    CAD     73.38
Lehman Brothers Trea     6.00   12/6/2016    USD      3.07
Lehman Brothers Trea     6.50   5/16/2015    EUR      3.07
Lehman Brothers Trea     8.50    7/5/2016    EUR     13.88
Glitnir HF               6.84  12/15/2015    EUR      0.02
RSL Communications P     9.13    3/1/2008    USD      0.00
Landesbank Hessen-Th     5.10   4/15/2016    EUR     50.70
Commerzbank AG           9.75   3/24/2016    EUR     74.02
Raiffeisen-Landesban     0.34   9/10/2033    EUR     83.05
Lehman Brothers Trea     4.00   2/28/2010    EUR      3.07
Leonteq Securities A     3.50   4/10/2018    EUR     59.22
Zurcher Kantonalbank     5.75    2/6/2017    EUR     71.09
Vontobel Financial P     6.00    9/2/2016    EUR     69.95
Lehman Brothers Trea     8.28   7/31/2013    GBP      3.07
Barclays Bank PLC        2.33    1/2/2041    USD     74.78
Goldman Sachs & Co W     7.00   3/23/2016    EUR     41.33
UBS AG                  23.25  12/29/2015    EUR     72.21
Bayerische Landesban     5.00  10/17/2016    EUR     57.53
UBS AG                  14.25  12/29/2015    EUR     34.64
Lehman Brothers Trea     4.05   9/16/2008    EUR      3.07
UBS AG/London           24.25  12/29/2015    EUR     70.31
UBS AG/London           23.50   6/24/2016    EUR     71.13
DekaBank Deutsche Gi     0.12   6/23/2034    EUR     66.67
Bank Julius Baer & C     9.25  12/11/2015    EUR     69.05
LBBW                     3.00   6/23/2017    EUR     68.62
Vontobel Financial P     3.80    9/9/2016    EUR     63.07
Polski Bank Spoldzie     5.30   9/14/2027    PLN     70.00
BNP Paribas Emission     7.00   3/24/2016    EUR     50.86
DekaBank Deutsche Gi     5.15   12/9/2016    EUR     63.49
LBBW                     3.00   6/24/2016    EUR     71.87
LBBW                     3.90   9/22/2017    EUR     43.06
Credit Suisse AG/Nas     8.00  11/21/2016    EUR     63.51
Deutsche Bank AG         7.20   6/21/2016    EUR     67.80
Lehman Brothers Trea    10.44  11/22/2008    CHF      3.07
Lehman Brothers Trea     6.30  12/21/2018    USD      1.75
Lehman Brothers Trea     5.00    8/1/2025    EUR      3.07
DZ Bank AG Deutsche      8.50   9/23/2016    EUR     67.71
Lehman Brothers Trea     7.25   10/6/2008    EUR      3.07
Lehman Brothers Trea     7.50  10/24/2008    USD      3.07
DZ Bank AG Deutsche      6.25  12/11/2015    EUR     62.59
Credit Suisse AG/Nas     8.25    9/5/2016    CHF     65.00
Vontobel Financial P    12.55  12/23/2016    EUR     59.15
Vontobel Financial P    17.80   9/16/2016    EUR     70.57
LBBW                     4.50   8/25/2017    EUR     65.68
Delta-Finance OOO       10.00   1/19/2021    RUB     60.01
Lehman Brothers Trea     8.28   3/26/2009    USD      3.07
Lehman Brothers Trea     6.85  12/22/2008    EUR      3.07
Lehman Brothers Trea     7.60   3/26/2009    EUR      3.07
Lehman Brothers Trea     7.55  12/29/2008    USD      3.07
Immigon Portfolioabb     3.50   1/14/2019    EUR     68.63
Immigon Portfolioabb     1.33   1/28/2019    EUR     62.63
Lehman Brothers Trea    12.00   7/13/2037    JPY      3.07
Lehman Brothers Trea    10.00   6/11/2038    JPY      3.07
Immigon Portfolioabb     1.26    2/8/2019    EUR     62.13
Immigon Portfolioabb     1.52   2/19/2018    EUR     72.50
Immigon Portfolioabb     1.24    3/1/2022    EUR     39.00
Immigon Portfolioabb     1.19    3/1/2018    EUR     72.00
Lehman Brothers Trea     6.00   6/21/2011    EUR      3.07
UBS AG/London           22.50  12/29/2015    EUR     72.34
Raiffeisen Centroban     5.60   6/15/2016    EUR     46.17
DZ Bank AG Deutsche      6.00  12/28/2015    EUR     64.28
DZ Bank AG Deutsche      5.50  12/28/2015    EUR     45.05
Credit Suisse AG/Nas     5.00    6/6/2016    CHF     68.67
DekaBank Deutsche Gi     3.15   5/18/2018    EUR     48.91
Vontobel Financial P     8.60   6/24/2016    EUR     66.80
Credit Suisse AG/Lon     9.00  12/18/2015    USD     37.19
Vontobel Financial P     5.00    7/4/2016    EUR     66.30
Credit Suisse AG/Nas     5.50   6/13/2016    CHF     72.54
Notenstein La Roche      7.00  12/16/2015    EUR     65.32
Leonteq Securities A     6.70    6/6/2016    USD     46.97
Norddeutsche Landesb     3.50    1/4/2016    EUR     52.91
Goldman Sachs Intern     0.67    6/8/2020    GBP     74.00
Goldman Sachs & Co W     5.00  12/23/2015    EUR     68.26
Goldman Sachs & Co W     7.00  12/23/2015    EUR     63.48
Goldman Sachs & Co W     9.00  12/23/2015    EUR     59.35
Goldman Sachs & Co W    10.00  12/23/2015    EUR     69.08
Goldman Sachs & Co W     5.00  12/23/2015    EUR     47.39
Goldman Sachs & Co W     6.00  12/23/2015    EUR     43.94
Goldman Sachs & Co W     7.00  12/23/2015    EUR     42.42
Goldman Sachs & Co W     8.00  12/23/2015    EUR     41.01
Goldman Sachs & Co W     9.00  12/23/2015    EUR     39.70
Credit Suisse AG/Nas     7.13  12/21/2015    CHF     67.35
Banque Cantonale Vau     3.50   6/12/2017    USD     70.15
Zurcher Kantonalbank     7.38   6/17/2016    CHF     72.65
Deutsche Bank AG         7.20  12/22/2015    EUR     65.70
Deutsche Bank AG         6.20  12/22/2015    EUR     65.70
Deutsche Bank AG         6.20  12/22/2015    EUR     61.20
Deutsche Bank AG         7.20  12/22/2015    EUR     63.40
Deutsche Bank AG         5.20  12/22/2015    EUR     68.20
Deutsche Bank AG         5.20  12/22/2015    EUR     63.30
Deutsche Bank AG         6.20  12/22/2015    EUR     68.20
Deutsche Bank AG         6.20  12/22/2015    EUR     63.40
Deutsche Bank AG         7.20  12/22/2015    EUR     68.30
Deutsche Bank AG         5.20  12/22/2015    EUR     65.60
Deutsche Bank AG         7.20  12/22/2015    EUR     61.20
Deutsche Bank AG         5.20  12/22/2015    EUR     61.10
Deutsche Bank AG         7.20  12/22/2015    EUR     73.50
Deutsche Bank AG         5.20  12/22/2015    EUR     73.40
Deutsche Bank AG         7.20  12/22/2015    EUR     69.90
Deutsche Bank AG         6.20  12/22/2015    EUR     73.50
Deutsche Bank AG         5.20  12/22/2015    EUR     69.80
Deutsche Bank AG         5.20  12/22/2015    EUR     39.50
Deutsche Bank AG         6.20  12/22/2015    EUR     69.80
Deutsche Bank AG         6.20  12/22/2015    EUR     39.60
Deutsche Bank AG         7.20  12/22/2015    EUR     45.70
Deutsche Bank AG         6.20  12/22/2015    EUR     40.90
Deutsche Bank AG         6.20  12/22/2015    EUR     44.00
Deutsche Bank AG         7.20  12/22/2015    EUR     39.60
Deutsche Bank AG         5.20  12/22/2015    EUR     43.90
Deutsche Bank AG         5.20  12/22/2015    EUR     40.90
Deutsche Bank AG         7.20  12/22/2015    EUR     42.50
Deutsche Bank AG         6.20  12/22/2015    EUR     45.60
Deutsche Bank AG         5.20  12/22/2015    EUR     42.30
Deutsche Bank AG         7.20  12/22/2015    EUR     44.00
Deutsche Bank AG         6.20  12/22/2015    EUR     42.40
Deutsche Bank AG         5.20  12/22/2015    EUR     45.60
Deutsche Bank AG         7.20  12/22/2015    EUR     41.00
Deutsche Bank AG         7.20  12/22/2015    EUR     71.50
Deutsche Bank AG         5.20  12/22/2015    EUR     71.40
Deutsche Bank AG         7.20  12/22/2015    EUR     67.70
Deutsche Bank AG         6.20  12/22/2015    EUR     71.40
Deutsche Bank AG         6.20  12/22/2015    EUR     67.70
Deutsche Bank AG         5.20  12/22/2015    EUR     67.60
Goldman Sachs & Co W    11.00  12/23/2015    EUR     65.83
Goldman Sachs & Co W    11.00  12/23/2015    EUR     37.32
Goldman Sachs & Co W     5.00  12/23/2015    EUR     63.38
Goldman Sachs & Co W     5.00  12/23/2015    EUR     64.03
Goldman Sachs & Co W     7.00  12/23/2015    EUR     64.11
Goldman Sachs & Co W     7.00  12/23/2015    EUR     64.11
Goldman Sachs & Co W     5.00  12/23/2015    EUR     39.51
Goldman Sachs & Co W     6.00  12/23/2015    EUR     39.55
Goldman Sachs & Co W     7.00  12/23/2015    EUR     39.60
Goldman Sachs & Co W     8.00  12/23/2015    EUR     39.64
Goldman Sachs & Co W     8.00  12/23/2015    EUR     39.64
Goldman Sachs & Co W     9.00  12/23/2015    EUR     39.68
Goldman Sachs & Co W     9.00  12/23/2015    EUR     39.68
Credit Suisse AG/Nas     7.00  12/28/2015    EUR     56.97
Notenstein La Roche      8.14  12/18/2015    CHF     71.00
Notenstein La Roche      7.50   6/23/2016    CHF     70.03
Raiffeisen Centroban     7.55   1/20/2016    EUR     69.37
Raiffeisen Centroban     5.98   1/20/2016    EUR     67.34
Raiffeisen Centroban     6.29   1/20/2016    EUR     67.51
Raiffeisen Centroban     5.03   1/20/2016    EUR     74.16
Goldman Sachs & Co W     6.00  12/23/2015    EUR     67.44
Goldman Sachs & Co W     6.00  12/23/2015    EUR     67.44
Credit Suisse AG/Nas     7.00    1/4/2016    CHF     71.53
DekaBank Deutsche Gi     4.15  12/18/2015    EUR     64.52
DekaBank Deutsche Gi     2.35   6/13/2016    EUR     68.53
Notenstein La Roche      6.10  12/30/2015    EUR     47.96
EFG International Fi     7.05   6/30/2016    USD     67.15
Credit Suisse AG/Nas     6.50   1/11/2016    CHF     66.89
Notenstein La Roche      6.50    7/2/2018    USD     64.59
Credit Suisse AG/Nas     8.25   1/11/2016    CHF     23.81
Leonteq Securities A     5.25    1/4/2016    CHF     66.53
Leonteq Securities A     8.00    7/7/2016    USD     49.23
Vontobel Financial P     4.40  12/11/2015    EUR     41.21
Vontobel Financial P     5.65  12/11/2015    EUR     39.26
Vontobel Financial P     6.95  12/11/2015    EUR     37.48
Vontobel Financial P     5.00   7/28/2016    EUR     70.30
Notenstein La Roche      8.00   1/11/2016    EUR     69.67
Vontobel Financial P     7.05  12/11/2015    EUR     65.66
Vontobel Financial P     7.25   3/11/2016    EUR     65.76
Vontobel Financial P     4.55   3/11/2016    EUR     71.96
Vontobel Financial P     4.00  12/11/2015    EUR     73.12
Vontobel Financial P     3.95   3/11/2016    EUR     73.73
Vontobel Financial P     5.20   3/11/2016    EUR     70.28
Vontobel Financial P     5.85   3/11/2016    EUR     68.69
Vontobel Financial P     5.45  12/11/2015    EUR     69.22
Vontobel Financial P     4.70  12/11/2015    EUR     71.09
Vontobel Financial P     6.25  12/11/2015    EUR     67.42
Vontobel Financial P     6.55   3/11/2016    EUR     67.19
Vontobel Financial P     7.90  12/11/2015    EUR     64.00
Vontobel Financial P     3.95   3/11/2016    EUR     43.04
Vontobel Financial P     4.05  12/11/2015    EUR     43.41
Vontobel Financial P     5.80  12/11/2015    EUR     40.52
Vontobel Financial P     7.05   3/11/2016    EUR     38.58
Vontobel Financial P     7.70  12/11/2015    EUR     38.00
Vontobel Financial P     5.40   3/11/2016    EUR     40.61
Deutsche Bank AG         6.20  12/22/2015    EUR     59.10
Deutsche Bank AG         5.20  12/22/2015    EUR     59.10
Deutsche Bank AG         7.20  12/22/2015    EUR     59.20
Zurcher Kantonalbank     8.80   1/14/2016    CHF     60.94
UBS AG                   9.00    7/3/2017    CHF     43.01
UBS AG/London            2.80  12/23/2015    EUR     46.85
UBS AG/London            2.80  12/23/2015    EUR     69.72
UBS AG/London            3.80  12/23/2015    EUR     44.11
Credit Suisse AG/Lon     4.00    1/4/2016    EUR     39.64
Vontobel Financial P     4.35  12/28/2015    EUR     36.49
Notenstein La Roche      8.20   1/18/2016    EUR     41.46
Deutsche Bank AG         5.20  12/22/2015    EUR     63.20
Deutsche Bank AG         7.20  12/22/2015    EUR     68.10
Deutsche Bank AG         7.20  12/22/2015    EUR     63.30
Deutsche Bank AG         6.20  12/22/2015    EUR     68.10
Deutsche Bank AG         5.20  12/22/2015    EUR     68.00
Deutsche Bank AG         6.20  12/22/2015    EUR     63.20
Credit Suisse AG/Nas     6.00   1/22/2016    CHF     68.84
Vontobel Financial P     6.90   6/10/2016    EUR     40.45
Vontobel Financial P     4.75   6/10/2016    EUR     43.31
Vontobel Financial P     5.15   6/10/2016    EUR     65.03
Vontobel Financial P     3.65   6/10/2016    EUR     69.21
Vontobel Financial P     5.40   6/10/2016    EUR     71.84
Vontobel Financial P     4.55   6/10/2016    EUR     73.95
Notenstein La Roche     11.00   1/25/2016    USD     57.47
Deutsche Bank AG         4.50  12/22/2015    EUR     70.30
Deutsche Bank AG         4.50  12/22/2015    EUR     37.89
Credit Suisse AG/Nas     8.00   1/29/2016    CHF     23.56
Notenstein La Roche      4.70   7/21/2016    EUR     74.12
Raiffeisen Centroban     6.59   6/22/2016    EUR     74.00
Credit Suisse AG/Nas     6.00   1/29/2016    CHF     56.50
Federal Grid Co Unif    16.70   6/30/2048    RUB     60.01
Federal Grid Co Unif    16.70   6/30/2048    RUB     60.01
Lehman Brothers Trea     5.25  11/21/2009    USD      3.07
Mortgage Agent AHML      9.00   2/15/2044    RUB     60.00
HSBC Bank PLC            0.50    2/2/2023    AUD     74.54
Lehman Brothers Trea     8.60   7/31/2013    GBP      3.07
Lehman Brothers Trea     7.50   7/31/2013    GBP      3.07
Lehman Brothers Trea     7.32   7/31/2013    GBP      3.07
Barclays Bank PLC        1.99   12/1/2040    USD     72.36
Lehman Brothers Trea     3.00   9/13/2010    JPY     13.88
DekaBank Deutsche Gi     3.00   4/16/2018    EUR     70.61
HSBC Trinkaus & Burk     6.00   12/6/2016    EUR     41.52
Notenstein La Roche      6.60   5/19/2016    CHF     68.67
Goldman Sachs & Co W     7.00   3/23/2016    EUR     65.26
Goldman Sachs & Co W     7.00   3/23/2016    EUR     42.82
Goldman Sachs & Co W     5.00   3/23/2016    EUR     64.52
Goldman Sachs & Co W     6.00   3/23/2016    EUR     64.81
Goldman Sachs & Co W     7.00   3/23/2016    EUR     65.10
Goldman Sachs & Co W     5.00   3/23/2016    EUR     40.75
Goldman Sachs & Co W     6.00   3/23/2016    EUR     41.04
Goldman Sachs & Co W     7.00   3/23/2016    EUR     41.33
Goldman Sachs & Co W     8.00   3/23/2016    EUR     41.63
Goldman Sachs & Co W     8.00   3/23/2016    EUR     41.63
Goldman Sachs & Co W     8.00   3/23/2016    EUR     41.63
Vontobel Financial P     6.15  12/28/2015    EUR     63.40
Vontobel Financial P     8.10  12/28/2015    EUR     37.17
BNP Paribas Emission     2.10  12/30/2020    EUR     73.71
UBS AG                   9.50  12/22/2017    EUR     67.01
UBS AG                   5.50  12/23/2016    EUR     74.18
UBS AG                  11.75   6/24/2016    EUR     59.73
UBS AG                   9.00   3/29/2016    EUR     63.95
UBS AG                   9.25  12/23/2016    EUR     71.56
UBS AG                  20.50   6/24/2016    EUR     52.96
UBS AG                  12.00  12/23/2016    EUR     71.05
UBS AG                  16.75  12/23/2016    EUR     61.23
UBS AG                  11.75  12/22/2017    EUR     72.92
UBS AG                   6.25   6/24/2016    EUR     73.45
UBS AG                   7.00   3/29/2016    EUR     69.58
UBS AG                  17.00   6/24/2016    EUR     52.14
UBS AG                   7.75  12/22/2017    EUR     71.92
UBS AG                   7.00  12/22/2017    EUR     70.94
UBS AG                  14.50  12/23/2016    EUR     58.01
UBS AG                   6.75  12/23/2016    EUR     71.05
UBS AG                   8.00  12/23/2016    EUR     68.62
UBS AG                  10.25  12/22/2017    EUR     66.76
UBS AG                   7.50  12/23/2016    EUR     70.82
UBS AG                  10.25  12/22/2017    EUR     72.59
UBS AG                  12.25  12/23/2016    EUR     64.68
UBS AG                  13.00  12/23/2016    EUR     63.44
UBS AG                  11.75  12/22/2017    EUR     69.35
UBS AG                  20.25   3/29/2016    EUR     46.08
UBS AG                   8.00   3/29/2016    EUR     66.62
UBS AG                   6.00   3/29/2016    EUR     72.85
UBS AG                  24.25  12/29/2015    EUR     45.56
UBS AG                  16.00  12/23/2016    EUR     42.72
UBS AG                   9.00   6/24/2016    EUR     65.59
UBS AG                  18.75   6/24/2016    EUR     49.87
UBS AG                   8.00   6/24/2016    EUR     67.92
UBS AG                   7.25   6/24/2016    EUR     70.63
UBS AG                   8.00  12/22/2017    EUR     69.68
UBS AG                   8.75  12/22/2017    EUR     68.20
UBS AG                   4.00  12/23/2016    EUR     57.54
UBS AG                   4.50  12/23/2016    EUR     55.89
UBS AG                  12.50  12/23/2016    EUR     60.48
UBS AG                  10.25  12/22/2017    EUR     66.07
UBS AG                  11.75  12/22/2017    EUR     64.86
UBS AG                  10.25  12/23/2016    EUR     63.73
UBS AG                   8.50  12/23/2016    EUR     73.86
UBS AG                   7.75  12/22/2017    EUR     52.78
UBS AG                  22.50   3/29/2016    EUR     49.33
UBS AG                  18.25   3/29/2016    EUR     48.72
UBS AG                   4.75  12/22/2017    EUR     58.37
UBS AG                   7.75  12/23/2016    EUR     68.05
LBBW                     4.00   8/26/2016    EUR     67.38
UBS AG                   7.25   3/29/2016    EUR     35.93
UBS AG                   5.00  12/22/2017    EUR     73.91
UBS AG                   6.00   3/29/2016    EUR     58.77
UBS AG                   7.75   6/24/2016    EUR     36.86
UBS AG                   8.25  12/23/2016    EUR     74.04
UBS AG                  13.50   6/24/2016    EUR     71.52
UBS AG                   8.25  12/22/2017    EUR     48.62
UBS AG                  10.50  12/22/2017    EUR     70.03
UBS AG                   9.50  12/23/2016    EUR     56.37
UBS AG                   5.50   6/24/2016    EUR     74.53
UBS AG                  10.50  12/22/2017    EUR     66.47
UBS AG                  10.50  12/22/2017    EUR     62.03
UBS AG                   9.50  12/22/2017    EUR     74.31
UBS AG                  11.25   6/24/2016    EUR     60.98
UBS AG                   8.25   6/24/2016    EUR     55.46
UBS AG                   8.25   6/24/2016    EUR     61.03
LBBW                     4.30   9/23/2016    EUR     75.00
Vontobel Financial P     5.55   3/29/2016    EUR     63.72
LBBW                     3.50   9/23/2016    EUR     72.36
Banque Cantonale Vau     4.80   3/10/2017    CHF     31.34
Vontobel Financial P     5.00   4/11/2016    EUR     67.70
UniCredit Bank AG        4.55  10/28/2016    EUR     69.86
Leonteq Securities A     6.58   3/29/2016    EUR     74.50
LBBW                     4.00   3/29/2016    EUR     44.14
LBBW                     5.50   3/29/2016    EUR     40.83
LBBW                     4.00   3/29/2016    EUR     49.09
LBBW                     4.00   3/29/2016    EUR     73.12
LBBW                     5.00   3/29/2016    EUR     70.20
UniCredit Bank AG        4.40   11/2/2017    EUR     73.10
UniCredit Bank AG        4.30  10/29/2018    EUR     68.57
DekaBank Deutsche Gi     3.10    2/5/2018    EUR     73.29
Societe Generale SA      4.00   3/29/2016    EUR     46.21
Leonteq Securities A     8.04   4/11/2016    CHF     63.88
DekaBank Deutsche Gi     3.45    6/1/2018    EUR     67.80
Leonteq Securities A     8.16   4/14/2016    EUR     62.31
UBS AG                  10.25  12/23/2016    EUR     69.58
UBS AG                   4.25  12/22/2017    EUR     57.05
UBS AG                   4.75  12/22/2017    EUR     58.09
Exane Finance            1.75   4/28/2016    EUR     23.56
Goldman Sachs Intern     0.67   4/24/2020    GBP     72.63
UniCredit Bank AG        4.10   9/28/2018    EUR     67.20
UBS AG                  14.00  12/29/2015    EUR     52.23
LBBW                     4.25   6/24/2016    EUR     67.98
UBS AG                  13.75  12/29/2015    EUR     74.01
UBS AG                  22.75  12/29/2015    EUR     43.01
UBS AG                  22.50  12/29/2015    EUR     71.82
UBS AG                  21.00  12/29/2015    EUR     60.68
UBS AG                  10.00  12/29/2015    EUR     74.68
UBS AG                  17.25  12/29/2015    EUR     63.79
UBS AG                  12.75  12/29/2015    EUR     64.88
UBS AG                  19.75  12/29/2015    EUR     48.33
UBS AG                  14.50  12/29/2015    EUR     60.10
UBS AG                  20.50  12/29/2015    EUR     43.51
UBS AG                  15.75  12/29/2015    EUR     57.72
UBS AG                  12.00  12/29/2015    EUR     65.54
UBS AG                  18.50  12/29/2015    EUR     61.53
UBS AG                  12.50  12/29/2015    EUR     73.37
UBS AG                   4.00  12/29/2015    EUR     50.03
UBS AG                  20.75  12/29/2015    EUR     56.87
UBS AG                  14.50  12/29/2015    EUR     65.98
UBS AG                  19.75  12/29/2015    EUR     53.36
UBS AG                  20.50  12/29/2015    EUR     54.16
UBS AG                  19.75  12/29/2015    EUR     59.11
UBS AG                  22.75  12/29/2015    EUR     47.45
UBS AG                  13.50  12/29/2015    EUR     73.86
UBS AG                  22.75  12/29/2015    EUR     58.44
UBS AG                   7.00  12/29/2015    EUR     61.66
UBS AG                  23.00  12/29/2015    EUR     67.47
UBS AG                  12.75  12/29/2015    EUR     74.96
UBS AG                  22.25  12/29/2015    EUR     59.45
UBS AG                  15.00  12/29/2015    EUR     69.77
UBS AG                  12.00  12/29/2015    EUR     46.73
UBS AG                  22.25  12/29/2015    EUR     40.98
UBS AG                  22.25  12/29/2015    EUR     71.65
UBS AG                  19.50  12/29/2015    EUR     66.82
UBS AG                   6.25  12/29/2015    EUR     64.27
UBS AG                  14.50  12/29/2015    EUR     60.66
UBS AG                  16.25  12/29/2015    EUR     56.17
UBS AG                   4.75  12/29/2015    EUR     73.74
UBS AG                  16.25  12/29/2015    EUR     57.31
UBS AG                  15.25  12/29/2015    EUR     60.19
UBS AG                  24.00  12/29/2015    EUR     58.16
UBS AG                  23.25  12/29/2015    EUR     64.20
UBS AG                  20.75  12/29/2015    EUR     66.25
UBS AG                   5.75  12/29/2015    EUR     67.14
UBS AG                  15.00  12/29/2015    EUR     70.49
UBS AG                   9.50  12/29/2015    EUR     53.12
UBS AG                  23.00  12/29/2015    EUR     47.57
UBS AG                   5.25  12/29/2015    EUR     70.28
Barclays Bank PLC        4.17    1/5/2017    EUR     29.51
Barclays Bank PLC        4.17    1/5/2017    EUR
LBBW                     3.25   6/23/2017    EUR     74.48
LBBW                     4.30   7/22/2016    EUR     73.62
LBBW                     4.00   7/22/2016    EUR     64.55
Bank Julius Baer & C     7.30   1/19/2016    CHF     42.25
LBBW                     4.20   7/22/2016    EUR     64.60
LBBW                     4.00   7/22/2016    EUR     67.28
Credit Suisse AG/Lon     2.75   1/29/2019    SEK     49.70
LBBW                     4.00   8/26/2016    EUR     65.90
LBBW                     3.55   6/23/2017    EUR     70.88
UBS AG                   8.50   3/29/2016    EUR     65.81
UBS AG                  24.00  12/29/2015    EUR     39.48
UBS AG                  19.25   3/29/2016    EUR     47.23
UBS AG                  19.75   6/24/2016    EUR     49.08
UBS AG                  18.00   6/24/2016    EUR     51.25
UBS AG                  17.50   3/29/2016    EUR     70.29
UBS AG                  10.00   3/29/2016    EUR     62.15
UBS AG                   4.50   6/24/2016    EUR     56.33
UBS AG                  17.50   6/24/2016    EUR     37.04
UBS AG                  21.75   3/29/2016    EUR     31.56
UBS AG                  24.50  12/29/2015    EUR     47.23
UBS AG                  22.00  12/29/2015    EUR     49.47
UBS AG                  19.75   3/29/2016    EUR     54.35
UBS AG                  22.50  12/29/2015    EUR     66.32
UBS AG                  11.75   6/24/2016    EUR     72.50
UBS AG                  23.75  12/29/2015    EUR     44.95
UBS AG                  22.25   3/29/2016    EUR     44.05
UBS AG                  21.25   3/29/2016    EUR     58.42
UBS AG                   8.75   3/29/2016    EUR     44.87
UBS AG                   5.00   6/24/2016    EUR     54.28
UBS AG                  25.00  12/29/2015    EUR     38.56
UBS AG                  14.00   3/29/2016    EUR     67.46
UBS AG                  23.00  12/29/2015    EUR     59.02
UBS AG                  24.25  12/29/2015    EUR     54.06
UBS AG                  16.50   6/24/2016    EUR     37.83
UBS AG                  13.00   6/24/2016    EUR     69.18
UBS AG                  14.00   6/24/2016    EUR     66.16
UBS AG                   8.50   3/29/2016    EUR     67.51
UBS AG                  21.25   3/29/2016    EUR     44.72
UBS AG                   8.50   6/24/2016    EUR     69.58
UBS AG                   7.25   6/24/2016    EUR     68.49
UBS AG                  15.50   6/24/2016    EUR     74.67
UBS AG                   6.00   6/24/2016    EUR     72.64
UBS AG                  16.75   6/24/2016    EUR     51.75
UBS AG                  24.50  12/29/2015    EUR     26.24
UBS AG                   9.50   3/29/2016    EUR     64.59
UBS AG                  23.50  12/29/2015    EUR     19.73
UBS AG                  21.75  12/29/2015    EUR     42.48
UBS AG                  22.50  12/29/2015    EUR     74.32
UBS AG                  18.75   3/29/2016    EUR     56.42
UBS AG                  11.50   6/24/2016    EUR     42.10
UBS AG                   9.25   3/29/2016    EUR     73.27
UBS AG                   7.00   6/24/2016    EUR     74.15
UBS AG                  17.25   6/24/2016    EUR     59.30
UBS AG                   5.50   3/29/2016    EUR     74.86
UBS AG                  13.25   3/29/2016    EUR     56.31
UBS AG                  12.75   3/29/2016    EUR     71.23
UBS AG                  21.50   3/29/2016    EUR     59.38
UBS AG                   9.50   6/24/2016    EUR     66.93
UBS AG                   7.00   3/29/2016    EUR     70.03
UBS AG                  10.25   6/24/2016    EUR     61.97
UBS AG                  10.25   6/24/2016    EUR     43.76
UBS AG                  11.75   6/24/2016    EUR     59.39
UBS AG                  16.25   6/24/2016    EUR     61.33
UBS AG                  11.75   3/29/2016    EUR     59.06
UBS AG                  13.25   6/24/2016    EUR     58.83
LBBW                     4.00   2/26/2016    EUR     53.71
LBBW                     5.00   2/26/2016    EUR     50.58
LBBW                     5.50   2/26/2016    EUR     73.22
LBBW                     5.50   2/26/2016    EUR     72.35
LBBW                     5.00   2/26/2016    EUR     72.65
UBS AG                   7.00   6/24/2016    EUR     44.58
UBS AG                  10.25   3/29/2016    EUR     52.44
UBS AG                   5.75   6/24/2016    EUR     50.52
UBS AG                   5.25  12/29/2015    EUR     33.60
UBS AG                   6.50   3/29/2016    EUR     38.89
UBS AG                  11.75   6/24/2016    EUR     48.89
UBS AG                   5.00   6/24/2016    EUR     50.09
UBS AG                  10.25   3/29/2016    EUR     60.17
UBS AG                  13.25   6/24/2016    EUR     54.41
UBS AG                   6.50  12/29/2015    EUR     37.25
UBS AG                   5.75   3/29/2016    EUR     43.84
UBS AG                   4.50   6/24/2016    EUR     53.95
UBS AG                  14.75   6/24/2016    EUR     57.85
Leonteq Securities A    10.58    2/3/2017    USD     48.46
UniCredit Bank AG        4.00   3/21/2017    EUR     71.16
BNP Paribas Emission    18.00   6/23/2016    EUR     73.34
BNP Paribas Emission    21.00   6/23/2016    EUR     71.76
BNP Paribas Emission    17.00   9/22/2016    EUR     73.44
BNP Paribas Emission    29.00   3/24/2016    EUR     70.12
Vontobel Financial P    26.00   3/29/2016    EUR     72.96
DZ Bank AG Deutsche     12.75  10/28/2016    EUR     71.03
Federal Grid Co Unif    16.60  10/30/2048    RUB     60.01
Federal Grid Co Unif    16.60  10/30/2048    RUB     60.01
EFG International Fi    12.86  10/30/2017    EUR     49.64
Societe Generale Eff     5.00   11/7/2016    EUR     71.43
Leonteq Securities A    29.61  10/26/2017    EUR     22.20
Leonteq Securities A     6.00    1/7/2016    EUR     28.34
Leonteq Securities A     7.00   1/22/2016    CHF     25.10
Leonteq Securities A     5.50   1/25/2016    EUR     67.49
Zurcher Kantonalbank     3.78   1/25/2016    CHF     45.37
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 A     5.25   2/26/2016    CHF     53.80
Leonteq Securities A     3.90    3/1/2016    EUR     45.74
Leonteq Securities A     3.10    3/1/2016    EUR     21.03
Vontobel Financial P     4.45   4/15/2016    EUR     61.10
Leonteq Securities A     4.50    4/4/2016    EUR     23.31
Zurcher Kantonalbank     4.25   4/19/2016    CHF     74.64
LBBW                     3.00   6/24/2016    EUR     57.89
Fast Finance SA          8.80   9/27/2016    PLN     70.00
Leonteq Securities A     5.00   5/23/2016    CHF     53.35
Leonteq Securities A     5.80   5/23/2016    CHF     29.35
Notenstein La Roche      6.00   5/24/2016    EUR     47.57
UBS AG                  12.75  12/29/2015    EUR     55.51
UBS AG                  13.50  12/29/2015    EUR     52.92
UBS AG                   5.50  12/29/2015    EUR     56.45
UBS AG                   5.00  12/29/2015    EUR     59.22
UBS AG                  10.75  12/29/2015    EUR     62.20
UBS AG                   6.75  12/29/2015    EUR     51.66
UBS AG                  14.75  12/29/2015    EUR     54.42
UBS AG                  14.00  12/29/2015    EUR     56.68
UBS AG                  11.50  12/29/2015    EUR     59.32
UBS AG                  10.00  12/29/2015    EUR     65.39
UBS AG                   4.50  12/29/2015    EUR     62.28
UBS AG                   9.50  12/29/2015    EUR     71.84
UBS AG                  12.25  12/29/2015    EUR     56.08
UBS AG                  10.50  12/29/2015    EUR     68.17
UBS AG                   7.00  12/29/2015    EUR     74.11
UBS AG                   9.50  12/29/2015    EUR     63.78
UBS AG                  14.50  12/29/2015    EUR     50.17
UBS AG                  12.25  12/29/2015    EUR     61.87
UBS AG                  13.75  12/29/2015    EUR     52.17
UBS AG                   8.75  12/29/2015    EUR     70.85
UBS AG                   6.00  12/29/2015    EUR     53.94
UBS AG                  13.75  12/29/2015    EUR     74.27
UBS AG                   5.75  12/29/2015    EUR     68.37
Societe Generale Eff     4.00   6/26/2017    EUR     50.33
Leonteq Securities A     6.20   7/15/2016    EUR     58.86
LBBW                     3.50   9/23/2016    EUR     60.58
LBBW                     4.25   3/29/2016    EUR     71.37
LBBW                     5.00   3/29/2016    EUR     47.14
UBS AG                   9.00  12/29/2015    EUR     52.95
Goldman Sachs & Co W     8.00  12/23/2015    EUR     72.75
Goldman Sachs & Co W     6.00  12/23/2015    EUR     74.56
Goldman Sachs & Co W     8.00  12/23/2015    EUR     64.89
Goldman Sachs & Co W     8.00  12/23/2015    EUR     72.23
Goldman Sachs & Co W     7.00  12/23/2015    EUR     49.62
Goldman Sachs & Co W     8.00  12/23/2015    EUR     59.86
Goldman Sachs & Co W    10.00  12/23/2015    EUR     53.76
Goldman Sachs & Co W    11.00  12/23/2015    EUR     50.20
Goldman Sachs & Co W     8.00  12/23/2015    EUR     70.87
Goldman Sachs & Co W    11.00  12/23/2015    EUR     65.25
Goldman Sachs & Co W     5.00  12/23/2015    EUR     69.51
Goldman Sachs & Co W     7.00  12/23/2015    EUR     66.13
Goldman Sachs & Co W    10.00  12/23/2015    EUR     55.78
Goldman Sachs & Co W     8.00  12/23/2015    EUR     68.39
Goldman Sachs & Co W     9.00  12/23/2015    EUR     66.74
UBS AG                   6.75  12/29/2015    EUR     65.87
Barclays Bank PLC       11.50  10/10/2018    SEK     59.76
DZ Bank AG Deutsche      3.50   9/30/2016    EUR     51.01
LBBW                     4.80   7/22/2016    EUR     44.95
LBBW                     4.50   6/24/2016    EUR     43.88
2C Partners SA           9.50   3/17/2017    PLN     68.50
PKVIT OOO               11.00  10/14/2020    RUB     62.85
MirLand Development      8.50   8/31/2016    ILS     37.11
UniCredit Bank AG        5.40   6/30/2017    EUR     68.00
Vontobel Financial P     8.00   9/29/2017    EUR     55.89
Notenstein La Roche      7.40  10/31/2016    CHF     38.78
LBBW                     3.30  12/23/2016    EUR     57.17
LBBW                     4.60   6/24/2016    EUR     66.57
LBBW                     4.80   6/24/2016    EUR     70.06
UBS AG                  14.75  12/29/2015    EUR     71.60
LBBW                     4.45   6/24/2016    EUR     68.46
UBS AG                  14.00  12/29/2015    EUR     67.04
UBS AG                  11.50  12/29/2015    EUR     57.66
UBS AG                  13.50  12/29/2015    EUR     67.49
Zapsibcombank PAO        5.00    9/4/2017    RUB     60.02
Wlodarzewska SA          9.23   5/15/2016    PLN      1.00
Wlodarzewska SA          9.23   5/15/2016    PLN     28.00
Leonteq Securities A    12.00    3/9/2016    CHF     32.17
Goldman Sachs & Co W     5.00   1/20/2016    EUR     51.86
Goldman Sachs & Co W    10.00  12/23/2015    EUR     58.42
Goldman Sachs & Co W     8.00   2/24/2016    EUR     59.75
Goldman Sachs & Co W     8.00   6/22/2016    EUR     61.79
Vontobel Financial P     6.50   2/26/2016    EUR     63.79
Vontobel Financial P    13.10   6/24/2016    EUR     63.22
HSBC Trinkaus & Burk    16.90  12/28/2015    EUR     41.42
HSBC Trinkaus & Burk    11.50  12/28/2015    EUR     45.61
HSBC Trinkaus & Burk     6.80  12/28/2015    EUR     50.96
HSBC Trinkaus & Burk     9.10  12/28/2015    EUR     49.71
HSBC Trinkaus & Burk     9.70   3/25/2016    EUR     50.06
HSBC Trinkaus & Burk    17.30  12/28/2015    EUR     73.01
HSBC Trinkaus & Burk    17.20  12/28/2015    EUR     72.29
Zurcher Kantonalbank     9.00   1/21/2016    EUR     73.59
Commerzbank AG           9.25  12/24/2015    EUR     69.59
Commerzbank AG           6.75   6/23/2016    EUR     72.62
Commerzbank AG           8.25   6/23/2016    EUR     70.16
Commerzbank AG           5.50  12/22/2016    EUR     73.93
Commerzbank AG           6.25  12/22/2016    EUR     72.85
Commerzbank AG           7.25  12/22/2016    EUR     71.02
Commerzbank AG           8.50  12/24/2015    EUR     52.78
Commerzbank AG          10.75  12/24/2015    EUR     50.18
Commerzbank AG           8.25   6/23/2016    EUR     54.53
Commerzbank AG           9.50   6/23/2016    EUR     53.22
Commerzbank AG           5.00  12/22/2016    EUR     59.67
Commerzbank AG           6.00  12/22/2016    EUR     57.99
Commerzbank AG           7.00  12/22/2016    EUR     56.51
Commerzbank AG           8.00  12/22/2016    EUR     55.24
DZ Bank AG Deutsche      6.75  12/21/2015    EUR     66.50
Vontobel Financial P     6.00   2/26/2016    EUR     66.04
Vontobel Financial P    26.90  12/28/2015    EUR     60.35
Goldman Sachs & Co W     7.00   1/20/2016    EUR     68.84
Goldman Sachs & Co W     5.00   1/20/2016    EUR     68.60
Goldman Sachs & Co W     7.00   1/20/2016    EUR     68.84
Goldman Sachs & Co W    10.00   1/20/2016    EUR     69.19
Goldman Sachs & Co W     5.00   2/24/2016    EUR     69.00
Goldman Sachs & Co W     7.00   2/24/2016    EUR     69.43
Goldman Sachs & Co W    11.00   1/20/2016    EUR     69.31
Goldman Sachs & Co W     7.00   2/24/2016    EUR     69.43
Goldman Sachs & Co W    10.00   2/24/2016    EUR     70.07
Goldman Sachs & Co W    10.00   2/24/2016    EUR     70.07
Goldman Sachs & Co W     6.00   6/22/2016    EUR     67.51
Goldman Sachs & Co W     7.00   6/22/2016    EUR     68.05
Goldman Sachs & Co W     7.00   6/22/2016    EUR     68.05
Goldman Sachs & Co W    10.00   6/22/2016    EUR     69.66
Goldman Sachs & Co W    10.00   6/22/2016    EUR     69.66
Goldman Sachs & Co W     8.00   1/20/2016    EUR     50.08
Goldman Sachs & Co W    10.00   1/20/2016    EUR     50.32
Goldman Sachs & Co W    12.00   1/20/2016    EUR     50.55
Goldman Sachs & Co W    12.00   1/20/2016    EUR     50.55
Goldman Sachs & Co W     8.00   2/24/2016    EUR     50.80
Goldman Sachs & Co W    10.00   2/24/2016    EUR     51.23
Goldman Sachs & Co W    12.00   2/24/2016    EUR     51.66
Goldman Sachs & Co W    12.00   2/24/2016    EUR     51.66
Goldman Sachs & Co W     8.00   3/23/2016    EUR     51.37
Goldman Sachs & Co W    10.00   3/23/2016    EUR     51.95
Goldman Sachs & Co W    10.00   3/23/2016    EUR     51.95
Goldman Sachs & Co W    11.00   3/23/2016    EUR     52.24
Goldman Sachs & Co W    11.00   3/23/2016    EUR     52.24
Goldman Sachs & Co W     8.00   6/22/2016    EUR     51.86
Goldman Sachs & Co W    10.00   6/22/2016    EUR     52.94
Goldman Sachs & Co W    10.00   6/22/2016    EUR     52.94
Goldman Sachs & Co W    11.00   6/22/2016    EUR     53.48
Goldman Sachs & Co W    11.00   6/22/2016    EUR     53.48
Goldman Sachs & Co W    11.00   1/20/2016    EUR     72.22
Goldman Sachs & Co W    11.00   1/20/2016    EUR     72.22
Goldman Sachs & Co W     7.00   2/24/2016    EUR     72.27
Goldman Sachs & Co W    10.00   2/24/2016    EUR     72.91
Goldman Sachs & Co W    10.00   2/24/2016    EUR     72.91
Goldman Sachs & Co W    11.00   2/24/2016    EUR     73.12
Goldman Sachs & Co W    10.00   6/22/2016    EUR     74.96
Goldman Sachs & Co W    10.00   6/22/2016    EUR     74.96
Goldman Sachs & Co W    10.00   6/22/2016    EUR     74.96
DZ Bank AG Deutsche      6.00   3/21/2016    EUR     48.78
Leonteq Securities A     5.14    7/6/2016    EUR     73.80
DZ Bank AG Deutsche      6.50  12/21/2015    EUR     57.79
DZ Bank AG Deutsche      7.30  12/21/2015    EUR     52.17
DZ Bank AG Deutsche      5.00   6/20/2016    EUR     64.62
Landesbank Hessen-Th     4.00    4/8/2019    EUR     64.59
UniCredit Bank AG        5.00   6/23/2016    EUR     64.90
Vontobel Financial P    28.60   3/29/2016    EUR     64.00
UniCredit Bank AG        4.45   6/23/2016    EUR     70.61
UniCredit Bank AG        4.00   6/23/2016    EUR     73.31
UniCredit Bank AG        4.05   6/23/2016    EUR     73.18
UniCredit Bank AG        4.20   6/23/2016    EUR     72.22
Vontobel Financial P     7.00   3/29/2016    EUR     74.44
UniCredit Bank AG        6.00   6/23/2016    EUR     72.42
UniCredit Bank AG        4.15   6/23/2016    EUR     72.55
UniCredit Bank AG        4.50   6/23/2016    EUR     66.17
UniCredit Bank AG        4.75   6/23/2016    EUR     68.75
Commerzbank AG           5.00   2/26/2016    EUR     53.97
Commerzbank AG           8.75   6/23/2016    EUR     73.91
Goldman Sachs & Co W     5.00   6/22/2016    EUR     48.39
Commerzbank AG           7.00   6/23/2016    EUR     53.91
Goldman Sachs & Co W     8.00  12/23/2015    EUR     55.80
Goldman Sachs & Co W    10.00   1/20/2016    EUR     56.68
Goldman Sachs & Co W    12.00   1/20/2016    EUR     56.91
Goldman Sachs & Co W    11.00   2/24/2016    EUR     57.86
Goldman Sachs & Co W     7.00   3/23/2016    EUR     57.52
Goldman Sachs & Co W    11.00   3/23/2016    EUR     58.68
Vontobel Financial P     3.35   6/10/2016    EUR     68.10
Vontobel Financial P     2.80   6/10/2016    EUR     69.49
DZ Bank AG Deutsche      8.25   6/24/2016    EUR     64.59
Leonteq Securities A     7.35   3/23/2016    EUR     54.72
Vontobel Financial P     4.35   3/11/2016    EUR     66.53
Vontobel Financial P     3.05   6/10/2016    EUR     68.24
Vontobel Financial P     3.15  12/11/2015    EUR     66.98
Goldman Sachs & Co W    24.00   1/20/2016    EUR     42.19
Vontobel Financial P     6.20  12/18/2015    EUR     46.98
Leonteq Securities A     9.60    3/9/2016    USD     74.70
UniCredit Bank AG        4.60   3/24/2016    EUR     66.03
UniCredit Bank AG        5.55   3/24/2016    EUR     60.73
UniCredit Bank AG        5.50   3/24/2016    EUR     60.99
UniCredit Bank AG        5.70   3/24/2016    EUR     59.98
UniCredit Bank AG        4.95   3/24/2016    EUR     63.96
UniCredit Bank AG        4.85   3/24/2016    EUR     64.54
UniCredit Bank AG        5.00   3/24/2016    EUR     66.53
UniCredit Bank AG        5.25   3/24/2016    EUR     62.30
UniCredit Bank AG        5.60   3/24/2016    EUR     60.48
UniCredit Bank AG        5.00   3/24/2016    EUR     63.68
UniCredit Bank AG        4.05   3/24/2016    EUR     69.58
UniCredit Bank AG        5.65   3/24/2016    EUR     60.23
UniCredit Bank AG        4.25   3/24/2016    EUR     68.24
UniCredit Bank AG        4.80   3/24/2016    EUR     67.10
UniCredit Bank AG        5.80   3/24/2016    EUR     59.49
UniCredit Bank AG        5.05   3/24/2016    EUR     63.40
UniCredit Bank AG        4.20   3/24/2016    EUR     68.57
UniCredit Bank AG        4.20   3/24/2016    EUR     72.10
UniCredit Bank AG        6.00   3/24/2016    EUR     58.53
DZ Bank AG Deutsche      2.00  12/16/2016    EUR     69.31
HSBC Trinkaus & Burk     3.50   3/25/2016    EUR     59.08
Leonteq Securities A     9.00   3/16/2016    EUR     59.61
UniCredit Bank AG        6.21    7/4/2016    EUR     67.11
DZ Bank AG Deutsche      5.80   3/21/2016    EUR     66.51
Deutsche Bank AG         7.50   6/21/2016    EUR     70.05
Deutsche Bank AG         5.50   6/21/2016    EUR     68.29
Deutsche Bank AG         7.50  12/20/2016    EUR     72.86
Deutsche Bank AG         7.50  12/20/2016    EUR     72.86
DZ Bank AG Deutsche      5.50   6/24/2016    EUR     70.73
DZ Bank AG Deutsche      7.75   6/24/2016    EUR     47.62
DZ Bank AG Deutsche      6.75   3/29/2016    EUR     53.22
DZ Bank AG Deutsche      7.00   6/24/2016    EUR     54.61
Deutsche Bank AG         5.50   6/21/2016    EUR     58.70
Deutsche Bank AG         7.50   9/20/2016    EUR     61.21
Deutsche Bank AG         7.50  12/20/2016    EUR     62.62
Deutsche Bank AG         5.50   3/22/2016    EUR     65.22
Deutsche Bank AG         7.50   3/22/2016    EUR     65.82
Deutsche Bank AG         7.50   6/21/2016    EUR     66.91
Deutsche Bank AG         7.50   6/21/2016    EUR     66.91
Deutsche Bank AG         5.50   9/20/2016    EUR     66.84
Deutsche Bank AG         7.50   9/20/2016    EUR     68.44
Deutsche Bank AG         5.50  12/20/2016    EUR     67.82
Vontobel Financial P     9.00   6/24/2016    EUR     64.96
Vontobel Financial P     6.65   6/24/2016    EUR     55.47
Vontobel Financial P     8.95  12/28/2015    EUR     58.61
Vontobel Financial P     7.60   6/24/2016    EUR     61.81
DZ Bank AG Deutsche      6.30   6/24/2016    EUR     69.52
Vontobel Financial P     6.30   8/26/2016    EUR     66.70
Goldman Sachs & Co W    16.00  12/23/2015    EUR     64.48
Goldman Sachs & Co W     5.00   4/20/2016    EUR     65.49
Goldman Sachs & Co W    19.00   4/20/2016    EUR     59.18
Goldman Sachs & Co W     9.00   9/21/2016    EUR     67.25
Goldman Sachs & Co W    19.00   3/23/2016    EUR     68.58
Goldman Sachs & Co W     5.00   4/20/2016    EUR     60.55
Goldman Sachs & Co W     7.00   4/20/2016    EUR     56.17
Goldman Sachs & Co W    15.00   4/20/2016    EUR     49.34
Goldman Sachs & Co W    19.00   4/20/2016    EUR     47.81
Goldman Sachs & Co W     5.00   9/21/2016    EUR     60.57
Goldman Sachs & Co W     7.00   9/21/2016    EUR     57.44
Goldman Sachs & Co W    14.00   9/21/2016    EUR     52.29
Lehman Brothers Trea     5.00   3/13/2009    EUR      3.07
Goldman Sachs & Co W    18.00   4/20/2016    EUR     72.83
Goldman Sachs & Co W    15.00   4/20/2016    EUR     57.10
Goldman Sachs & Co W     4.00   9/21/2016    EUR     72.63
Goldman Sachs & Co W     7.00   4/20/2016    EUR     67.28
Goldman Sachs & Co W     6.00   5/25/2016    EUR     68.76
Goldman Sachs & Co W    24.00   3/23/2016    EUR     62.99
Goldman Sachs & Co W     6.00   4/20/2016    EUR     73.23
Goldman Sachs & Co W    13.00   7/20/2016    EUR     68.60
DZ Bank AG Deutsche      5.25   6/20/2016    EUR     60.46
DZ Bank AG Deutsche      5.75   3/29/2016    EUR     72.99
DZ Bank AG Deutsche      5.50   3/29/2016    EUR     62.39
DZ Bank AG Deutsche      4.50  12/21/2015    EUR     60.23
HSBC Trinkaus & Burk     9.30   9/23/2016    EUR     74.26
HSBC Trinkaus & Burk     9.60  12/23/2016    EUR     74.01
UBS AG/London            6.00   3/11/2016    CHF     58.90
HSBC Trinkaus & Burk     9.40   4/22/2016    EUR     63.47
HSBC Trinkaus & Burk     9.70   7/22/2016    EUR     64.22
HSBC Trinkaus & Burk    13.40   2/26/2016    EUR     73.45
HSBC Trinkaus & Burk    12.20   4/22/2016    EUR     74.57
HSBC Trinkaus & Burk     6.70   6/24/2016    EUR     70.19
HSBC Trinkaus & Burk     8.70   7/22/2016    EUR     68.57
DZ Bank AG Deutsche      7.00   3/21/2016    EUR     59.52
DZ Bank AG Deutsche      5.90   3/21/2016    EUR     53.49
DZ Bank AG Deutsche      7.80   6/20/2016    EUR     53.38
DZ Bank AG Deutsche      5.30   6/20/2016    EUR     63.51
DZ Bank AG Deutsche      6.00   6/20/2016    EUR     67.29
EFG International Fi     8.99    9/4/2017    EUR     52.46
UniCredit Bank AG        4.65   6/23/2016    EUR     69.36
Leonteq Securities A    14.80   3/11/2016    USD     74.67
Vontobel Financial P    21.65   3/29/2016    EUR     68.75
Vontobel Financial P    20.65   6/24/2016    EUR     73.16
Banque Cantonale Vau     7.25    3/3/2016    CHF     53.42
UniCredit Bank AG        4.85   6/23/2016    EUR     68.16
UniCredit Bank AG        4.35   6/23/2016    EUR     71.25
UniCredit Bank AG        4.55   6/23/2016    EUR     69.98
Commerzbank AG           6.50   2/26/2016    EUR     69.72
Commerzbank AG          11.00   6/23/2016    EUR     51.22
Goldman Sachs & Co W     6.00   2/24/2016    EUR     56.79
Goldman Sachs & Co W    11.00   2/24/2016    EUR     57.86
Goldman Sachs & Co W     7.00   6/22/2016    EUR     58.79
Vontobel Financial P     2.80   6/10/2016    EUR     69.47
Vontobel Financial P     3.30   6/10/2016    EUR     68.07
Vontobel Financial P     3.90   6/10/2016    EUR     66.77
Vontobel Financial P     4.50   6/10/2016    EUR     65.52
Vontobel Financial P     1.75  12/11/2015    EUR     69.14
Vontobel Financial P     3.60   3/11/2016    EUR     68.10
Vontobel Financial P     2.60   3/11/2016    EUR     70.65
Goldman Sachs & Co W    23.00   1/20/2016    EUR     50.44
Zurcher Kantonalbank    12.03   3/11/2016    EUR     46.74
Lehman Brothers Trea     6.60    2/9/2009    EUR      3.07
Vontobel Financial P     3.00   3/18/2016    EUR     73.98
Leonteq Securities A    10.40    3/9/2016    USD     47.89
Notenstein La Roche      6.50   3/13/2017    EUR     74.64
Vontobel Financial P     5.00    7/1/2016    EUR     53.17
Commerzbank AG           8.50   2/25/2016    EUR     50.12
Zurcher Kantonalbank     3.00    3/7/2016    CHF     57.68
UniCredit Bank AG        4.30   3/24/2016    EUR     67.92
UniCredit Bank AG        5.75   3/24/2016    EUR     59.73
UniCredit Bank AG        5.35   3/24/2016    EUR     61.77
UniCredit Bank AG        4.10   3/24/2016    EUR     69.24
UniCredit Bank AG        5.10   3/24/2016    EUR     63.12
UniCredit Bank AG        4.80   3/24/2016    EUR     64.83
UniCredit Bank AG        4.75   3/24/2016    EUR     65.13
UniCredit Bank AG        4.40   3/24/2016    EUR     70.80
UniCredit Bank AG        5.90   3/24/2016    EUR     59.01
UniCredit Bank AG        4.35   3/24/2016    EUR     67.60
UniCredit Bank AG        4.50   3/24/2016    EUR     69.51
UniCredit Bank AG        5.30   3/24/2016    EUR     62.03
UniCredit Bank AG        4.15   3/24/2016    EUR     68.91
UniCredit Bank AG        4.40   3/24/2016    EUR     67.28
UniCredit Bank AG        4.50   3/24/2016    EUR     66.65
UniCredit Bank AG        5.45   3/24/2016    EUR     61.25
Credit Suisse AG/Nas     7.00   9/16/2016    CHF     34.75
UBS AG/London            7.25    3/4/2016    CHF     60.27
HSBC Trinkaus & Burk     7.10  12/28/2015    EUR     47.39
HSBC Trinkaus & Burk     5.90   3/25/2016    EUR     48.78
UniCredit Bank AG        4.00    7/4/2016    EUR     71.23
Bank Julius Baer & C    12.10   3/18/2016    USD     70.85
Glitnir HF               6.00  12/10/2009    ISK      0.02
DZ Bank AG Deutsche      4.20  12/21/2015    EUR     70.24
Leonteq Securities A     7.55    3/9/2016    USD     53.77
Bank Julius Baer & C     9.00    8/2/2016    EUR     69.10
Credit Suisse AG/Nas     7.25   9/19/2016    EUR     57.06
DZ Bank AG Deutsche      8.25   6/24/2016    EUR     45.87
Deutsche Bank AG         5.50   3/22/2016    EUR     70.86
Deutsche Bank AG         5.50   9/20/2016    EUR     69.92
Deutsche Bank AG         7.50   9/20/2016    EUR     71.51
Deutsche Bank AG         5.50  12/20/2016    EUR     70.76
Deutsche Bank AG         5.50  12/20/2016    EUR     70.77
DZ Bank AG Deutsche      6.25  12/28/2015    EUR     51.50
Deutsche Bank AG         5.50   3/22/2016    EUR     59.76
Deutsche Bank AG         7.50   6/21/2016    EUR     59.80
Deutsche Bank AG         7.50   3/22/2016    EUR     65.83
Deutsche Bank AG         5.50   3/22/2016    EUR     65.22
Deutsche Bank AG         5.50   6/21/2016    EUR     65.82
Vontobel Financial P     4.35   6/24/2016    EUR     71.74
ARTUG OAO               15.00   7/14/2025    RUB     60.01
Vontobel Financial P    10.80   6/24/2016    EUR     51.67
Vontobel Financial P    11.10   3/29/2016    EUR     50.44
Vontobel Financial P     4.50   3/29/2016    EUR     65.23
Vontobel Financial P     7.75   3/29/2016    EUR     60.50
DZ Bank AG Deutsche      6.90   9/23/2016    EUR     73.39
Goldman Sachs & Co W    11.00   9/21/2016    EUR     64.69
Goldman Sachs & Co W     6.00   5/25/2016    EUR     65.92
Leonteq Securities A     9.40  10/24/2016    EUR     64.93
Goldman Sachs & Co W     9.00   4/20/2016    EUR     66.52
Goldman Sachs & Co W     5.00   9/21/2016    EUR     73.09
Goldman Sachs & Co W    15.00   4/20/2016    EUR     71.62
Goldman Sachs & Co W    14.00   9/21/2016    EUR     73.02
Goldman Sachs & Co W     8.00   4/20/2016    EUR     54.27
Goldman Sachs & Co W     6.00   9/21/2016    EUR     58.92
Goldman Sachs & Co W     8.00   9/21/2016    EUR     56.12
Goldman Sachs & Co W    16.00   9/21/2016    EUR     52.48
Goldman Sachs & Co W     4.00   9/21/2016    EUR     69.39
Goldman Sachs & Co W     6.00   7/20/2016    EUR     69.24
DZ Bank AG Deutsche      5.00   3/29/2016    EUR     65.65
DZ Bank AG Deutsche      4.40  12/21/2015    EUR     71.67
DZ Bank AG Deutsche      4.80   3/21/2016    EUR     70.29
DZ Bank AG Deutsche      6.00  12/21/2015    EUR     60.29
DZ Bank AG Deutsche      6.00   3/21/2016    EUR     61.74
DZ Bank AG Deutsche      4.75   3/21/2016    EUR     61.39
DZ Bank AG Deutsche      5.50   6/20/2016    EUR     60.15
DZ Bank AG Deutsche      6.50  12/21/2015    EUR     51.39
DZ Bank AG Deutsche      6.75   3/21/2016    EUR     53.07
Zurcher Kantonalbank     7.93   3/29/2016    EUR     59.15
HSBC Trinkaus & Burk     8.40   7/22/2016    EUR     74.98
HSBC Trinkaus & Burk     7.40   3/24/2017    EUR     66.37
HSBC Trinkaus & Burk    12.70   9/23/2016    EUR     74.61
HSBC Trinkaus & Burk     8.50   4/22/2016    EUR     66.90
DZ Bank AG Deutsche      5.70  12/21/2015    EUR     68.61
DZ Bank AG Deutsche      5.60   3/21/2016    EUR     68.45
DZ Bank AG Deutsche      6.70   3/21/2016    EUR     52.67
DZ Bank AG Deutsche      4.90   3/21/2016    EUR     62.65
DZ Bank AG Deutsche      5.50   6/20/2016    EUR     68.30
UniCredit Bank AG        5.00   6/23/2016    EUR     73.17
UniCredit Bank AG        7.00   6/23/2016    EUR     71.70
UniCredit Bank AG        4.00   6/23/2016    EUR     73.56
UniCredit Bank AG        4.70   6/23/2016    EUR     69.06
Vontobel Financial P    24.70   3/29/2016    EUR     70.58
Banque Cantonale Vau     8.20    3/3/2016    USD     54.40
UniCredit Bank AG        4.80   6/23/2016    EUR     74.39
UniCredit Bank AG        4.50   6/23/2016    EUR     70.29
UniCredit Bank AG        4.80   6/23/2016    EUR     68.46
UniCredit Bank AG        5.50   6/23/2016    EUR     63.69
UniCredit Bank AG        4.30   6/23/2016    EUR     71.57
UniCredit Bank AG        4.00   6/23/2016    EUR     67.49
UniCredit Bank AG        4.10   6/23/2016    EUR     72.89
UniCredit Bank AG        4.90   6/23/2016    EUR     67.86
UniCredit Bank AG        4.40   6/23/2016    EUR     70.93
UniCredit Bank AG        4.60   6/23/2016    EUR     69.67
UniCredit Bank AG        4.25   6/23/2016    EUR     71.90
Commerzbank AG           6.00   2/26/2016    EUR     53.76
Commerzbank AG           5.25   6/23/2016    EUR     55.73
Commerzbank AG           9.00   6/23/2016    EUR     52.48
Vontobel Financial P     3.90   6/10/2016    EUR     66.77
Vontobel Financial P     3.15  12/11/2015    EUR     65.64
DZ Bank AG Deutsche      6.80   7/20/2016    EUR     67.19
DZ Bank AG Deutsche      6.75   9/23/2016    EUR     65.27
Goldman Sachs & Co W    24.00  12/23/2015    EUR     72.30
Vontobel Financial P     4.00   6/10/2016    EUR     66.12
Vontobel Financial P     4.55  12/11/2015    EUR     64.60
Commerzbank AG           6.50   2/25/2016    EUR     58.92
UniCredit Bank AG        4.70   3/24/2016    EUR     65.43
UniCredit Bank AG        5.20   3/24/2016    EUR     62.57
UniCredit Bank AG        4.65   3/24/2016    EUR     65.73
UniCredit Bank AG        5.15   3/24/2016    EUR     62.85
UniCredit Bank AG        4.55   3/24/2016    EUR     66.34
UniCredit Bank AG        5.85   3/24/2016    EUR     59.25
Landesbank Hessen-Th     4.70    7/1/2016    EUR     59.10
UniCredit Bank AG        4.60   3/24/2016    EUR     68.27
UniCredit Bank AG        5.95   3/24/2016    EUR     58.77
UniCredit Bank AG        4.45   3/24/2016    EUR     66.96
Norddeutsche Landesb     3.50    7/1/2016    EUR     55.50
UniCredit Bank AG        5.40   3/24/2016    EUR     61.51
UniCredit Bank AG        4.90   3/24/2016    EUR     64.25
HSBC Trinkaus & Burk     4.60   3/25/2016    EUR     64.34
Glitnir HF               6.20  12/20/2009    ISK      0.02
DZ Bank AG Deutsche      4.90   6/20/2016    EUR     62.06
Deutsche Bank AG         7.50   3/22/2016    EUR     71.45
Deutsche Bank AG         7.50   6/21/2016    EUR     70.04
Deutsche Bank AG         5.50   9/20/2016    EUR     69.92
Deutsche Bank AG         7.50   9/20/2016    EUR     71.51
Deutsche Bank AG         7.50   3/22/2016    EUR     60.36
Deutsche Bank AG         5.50   9/20/2016    EUR     59.63
Deutsche Bank AG         5.50  12/20/2016    EUR     60.52
Deutsche Bank AG         5.50   6/21/2016    EUR     65.81
Deutsche Bank AG         7.50   9/20/2016    EUR     68.43
Deutsche Bank AG         7.50   9/20/2016    EUR     68.44
Deutsche Bank AG         5.50   9/20/2016    EUR     66.85
Deutsche Bank AG         7.50  12/20/2016    EUR     69.91
Deutsche Bank AG         7.50  12/20/2016    EUR     69.91
Deutsche Bank AG         5.50  12/20/2016    EUR     67.81
Vontobel Financial P     8.95   3/29/2016    EUR     65.77
Vontobel Financial P     3.75   3/29/2016    EUR     74.23
Vontobel Financial P    10.65  12/28/2015    EUR     63.65
Vontobel Financial P     6.15   3/29/2016    EUR     55.28
DZ Bank AG Deutsche      9.00   9/23/2016    EUR     63.41
Goldman Sachs & Co W    23.00  12/23/2015    EUR     73.99
Goldman Sachs & Co W    25.00  12/23/2015    EUR     74.79
Goldman Sachs & Co W     6.00   9/21/2016    EUR     67.40
Goldman Sachs & Co W     5.00   4/20/2016    EUR     74.96
Goldman Sachs & Co W     7.00   4/20/2016    EUR     70.46
Goldman Sachs & Co W    12.00   4/20/2016    EUR     63.49
Goldman Sachs & Co W     7.00   9/21/2016    EUR     69.94
Goldman Sachs & Co W    16.00   9/21/2016    EUR     62.50
Goldman Sachs & Co W    13.00   9/21/2016    EUR     63.17
Goldman Sachs & Co W    17.00   4/20/2016    EUR     69.36
Goldman Sachs & Co W     6.00   4/20/2016    EUR     58.26
Goldman Sachs & Co W    10.00   9/21/2016    EUR     53.91
Goldman Sachs & Co W     5.00   4/20/2016    EUR     65.83
Goldman Sachs & Co W    10.00   4/20/2016    EUR     59.70
Goldman Sachs & Co W     8.00   5/25/2016    EUR     66.46
Goldman Sachs & Co W     6.00   6/22/2016    EUR     69.01
Goldman Sachs & Co W     6.00   8/24/2016    EUR     69.54
HSBC Trinkaus & Burk     7.30   9/23/2016    EUR     58.13
DZ Bank AG Deutsche      6.75   6/20/2016    EUR     60.81
DZ Bank AG Deutsche      7.25   6/20/2016    EUR     54.66
HSBC Trinkaus & Burk    10.80   6/24/2016    EUR     73.27
HSBC Trinkaus & Burk     8.80  12/23/2016    EUR     65.25
HSBC Trinkaus & Burk     6.50  12/23/2016    EUR     66.82
HSBC Trinkaus & Burk    14.40   6/24/2016    EUR     72.99
HSBC Trinkaus & Burk     6.20   9/23/2016    EUR     71.00
HSBC Trinkaus & Burk     6.70   3/24/2017    EUR     70.66
Deutsche Bank AG         5.00   7/15/2016    EUR     68.90
Goldman Sachs & Co W    13.00   1/20/2016    EUR     74.47
Bank Julius Baer & C     8.90   6/30/2016    USD     45.65
DekaBank Deutsche Gi     2.50   2/24/2017    EUR     70.81
DekaBank Deutsche Gi     2.50   2/24/2017    EUR     74.58
DZ Bank AG Deutsche      2.75  12/28/2015    EUR     73.30
DZ Bank AG Deutsche      5.40   9/19/2016    EUR     63.74
DZ Bank AG Deutsche      7.00   9/19/2016    EUR     72.26
DZ Bank AG Deutsche      4.70  12/21/2015    EUR     65.04
DZ Bank AG Deutsche      5.00   9/19/2016    EUR     65.63
DZ Bank AG Deutsche      7.50   3/21/2016    EUR     69.10
DZ Bank AG Deutsche      7.00   6/20/2016    EUR     59.25
HSBC Trinkaus & Burk    10.40   3/25/2016    EUR     61.79
HSBC Trinkaus & Burk     6.80   9/23/2016    EUR     66.03
HSBC Trinkaus & Burk    10.20   1/22/2016    EUR     61.78
HSBC Trinkaus & Burk     9.50   2/26/2016    EUR     62.44
HSBC Trinkaus & Burk     7.10   5/27/2016    EUR     64.20
Societe Generale Eff     6.09   6/24/2016    EUR     74.09
Societe Generale Eff     4.00  12/29/2015    EUR     59.70
Societe Generale Eff     4.75    1/6/2016    EUR     60.61
Societe Generale Eff     9.29   6/24/2016    EUR     58.07
Commerzbank AG           5.75   6/23/2016    EUR     73.53
Commerzbank AG           7.50   6/23/2016    EUR     61.78
Societe Generale Eff     5.49   6/24/2016    EUR     69.47
Societe Generale Eff     6.27    7/7/2016    EUR     70.71
Societe Generale Eff     7.91    7/7/2016    EUR     67.79
Commerzbank AG           5.00   6/23/2016    EUR     63.93
Commerzbank AG           6.00   6/23/2016    EUR     64.83
Commerzbank AG           7.75   6/23/2016    EUR     63.32
Commerzbank AG           4.50   6/23/2016    EUR     73.05
Commerzbank AG           5.25   6/23/2016    EUR     71.62
Commerzbank AG           6.25   2/25/2016    EUR     72.86
Commerzbank AG           9.25   2/25/2016    EUR     68.24
Commerzbank AG           6.50   2/25/2016    EUR     60.51
Commerzbank AG           7.50   2/25/2016    EUR     59.22
Commerzbank AG           5.75   2/25/2016    EUR     65.53
Commerzbank AG           6.75   2/25/2016    EUR     64.06
Commerzbank AG           8.75   2/25/2016    EUR     61.39
Commerzbank AG           3.25   2/25/2016    EUR     63.52
Commerzbank AG           5.50   2/25/2016    EUR     58.74
Commerzbank AG           6.50   2/25/2016    EUR     57.39
Commerzbank AG           8.25   2/25/2016    EUR     54.85
Commerzbank AG           4.75   2/25/2016    EUR     63.40
Commerzbank AG          12.50   2/25/2016    EUR     66.56
Goldman Sachs & Co W     4.00   1/20/2016    EUR     59.39
Commerzbank AG           7.00   2/25/2016    EUR     43.37
Goldman Sachs & Co W     3.00   6/22/2016    EUR     58.16
Goldman Sachs & Co W     4.00   2/24/2016    EUR     58.89
Commerzbank AG           9.25   6/23/2016    EUR     67.78
Commerzbank AG          11.25   6/23/2016    EUR     65.78
Commerzbank AG          10.50   6/23/2016    EUR     74.78
Commerzbank AG          14.50   6/23/2016    EUR     73.16
DZ Bank AG Deutsche      7.50   6/24/2016    EUR     66.95
DZ Bank AG Deutsche      5.00   6/24/2016    EUR     70.45
DZ Bank AG Deutsche      5.25  12/28/2015    EUR     70.20
DZ Bank AG Deutsche      5.75   6/24/2016    EUR     56.64
BNP Paribas Emission     9.00   9/22/2016    EUR     70.04
BNP Paribas Emission     7.50   3/24/2016    EUR     58.03
BNP Paribas Emission     7.00   6/23/2016    EUR     60.58
BNP Paribas Emission     8.00  12/22/2016    EUR     59.52
LBBW                     2.00  12/23/2016    EUR     73.14
BNP Paribas Emission     7.00  12/24/2015    EUR     59.17
LBBW                     3.00   2/26/2016    EUR     66.97
Lehman Brothers Trea     8.05  12/20/2010    HKD      3.07
Vontobel Financial P     2.05  12/12/2016    EUR     72.59
BNP Paribas Emission     6.00  12/24/2015    EUR     73.40
BNP Paribas Emission     5.00   6/23/2016    EUR     73.93
BNP Paribas Emission     9.00   6/23/2016    EUR     68.14
BNP Paribas Emission     6.00   9/22/2016    EUR     71.67
Vontobel Financial P     9.80   3/11/2016    EUR     72.76
Vontobel Financial P     4.35   6/10/2016    EUR     67.95
Vontobel Financial P     4.80   3/11/2016    EUR     66.06
BNP Paribas Emission    14.00   3/24/2016    EUR     63.83
Vontobel Financial P     5.10    9/9/2016    EUR     69.31
BNP Paribas Emission     8.50   6/23/2016    EUR     71.85
BNP Paribas Emission     8.00  12/24/2015    EUR     71.96
BNP Paribas Emission    15.00  12/24/2015    EUR     62.37
UBS AG/London            7.50    7/3/2017    EUR     65.30
Vontobel Financial P     7.90   3/11/2016    EUR     64.95
Commerzbank AG           6.50   6/23/2016    EUR     71.54
Commerzbank AG          10.00   6/23/2016    EUR     68.08
BNP Paribas Emission     5.50   9/22/2016    EUR     68.94
BNP Paribas Emission     5.50  12/24/2015    EUR     65.88
BNP Paribas Emission     4.50   6/23/2016    EUR     70.63
BNP Paribas Emission     7.00   9/22/2016    EUR     74.38
BNP Paribas Emission     7.50   9/22/2016    EUR     72.38
BNP Paribas Emission    10.00   3/24/2016    EUR     74.82
BNP Paribas Emission     9.00  12/24/2015    EUR     71.75
BNP Paribas Emission     7.00   3/24/2016    EUR     73.51
BNP Paribas Emission     7.00   9/22/2016    EUR     74.81
Deutsche Bank AG         3.20   6/21/2016    EUR     73.30
Deutsche Bank AG         3.20  12/20/2016    EUR     73.80
Deutsche Bank AG         3.20   9/20/2016    EUR     65.40
Deutsche Bank AG         3.20   6/21/2016    EUR     71.50
Deutsche Bank AG         3.20   8/24/2016    EUR     66.60
Deutsche Bank AG         3.20  11/23/2016    EUR     66.60
Deutsche Bank AG         3.20  12/20/2016    EUR     72.10
Deutsche Bank AG         3.20   7/20/2016    EUR     65.10
Deutsche Bank AG         3.20  11/23/2016    EUR     65.80
Deutsche Bank AG         3.20  12/20/2016    EUR     65.90
Deutsche Bank AG         3.20   7/20/2016    EUR     63.50
Deutsche Bank AG         3.20  10/26/2016    EUR     63.70
Deutsche Bank AG         3.20   7/20/2016    EUR     71.60
Deutsche Bank AG         4.20  10/26/2016    EUR     74.60
Deutsche Bank AG         8.20   6/21/2016    EUR     68.50
Deutsche Bank AG         8.20  10/26/2016    EUR     62.90
Deutsche Bank AG         8.20   9/20/2016    EUR     62.20
Deutsche Bank AG         4.20   9/20/2016    EUR     69.30
Deutsche Bank AG         8.20   6/21/2016    EUR     60.60
Deutsche Bank AG         8.20  12/20/2016    EUR     63.80
Deutsche Bank AG         8.20  11/23/2016    EUR     63.30
Deutsche Bank AG         8.20  10/26/2016    EUR     73.30
Deutsche Bank AG         8.20   6/21/2016    EUR     70.90
Deutsche Bank AG         8.20  11/23/2016    EUR     71.50
Deutsche Bank AG         4.20  11/23/2016    EUR     69.80
Deutsche Bank AG         8.20  11/23/2016    EUR     73.80
Deutsche Bank AG         4.20  12/20/2016    EUR     67.00
Deutsche Bank AG         4.20  11/23/2016    EUR     64.70
Deutsche Bank AG         8.20  11/23/2016    EUR     65.30
Lehman Brothers Trea     6.72  12/29/2008    EUR      3.07
BNP Paribas Emission    12.00   6/23/2016    EUR     71.38
BNP Paribas Emission    10.00   3/24/2016    EUR     73.02
Commerzbank AG          12.00   2/25/2016    EUR     68.51
Commerzbank AG          10.50   6/23/2016    EUR     68.37
Commerzbank AG           9.00   3/24/2016    EUR     71.83
Commerzbank AG           7.50   6/23/2016    EUR     71.99
Commerzbank AG           9.50   6/23/2016    EUR     63.34
Commerzbank AG           9.00   6/23/2016    EUR     61.48
DZ Bank AG Deutsche      7.20   6/20/2016    EUR     74.78
Commerzbank AG           7.25   2/25/2016    EUR     62.58
Commerzbank AG           5.50   2/25/2016    EUR     74.09
Commerzbank AG           9.50   2/25/2016    EUR     67.69
DZ Bank AG Deutsche      6.20   9/19/2016    EUR     73.31
DZ Bank AG Deutsche      8.90  12/21/2015    EUR     62.93
Deutsche Bank AG         5.00   3/18/2016    EUR     51.75
UBS AG                   8.50    7/8/2016    EUR     64.15
Leonteq Securities A     5.84    9/5/2016    USD     57.90
UBS AG                   6.30   1/15/2016    EUR     66.05
Lehman Brothers Trea     7.63   7/22/2011    HKD      3.07
DZ Bank AG Deutsche      5.50   6/20/2016    EUR     64.21
DZ Bank AG Deutsche      5.25   9/23/2016    EUR     69.74
Goldman Sachs & Co W    25.00  12/23/2015    EUR     48.47
Goldman Sachs & Co W    20.00   1/20/2016    EUR     51.91
Goldman Sachs & Co W     9.00   6/22/2016    EUR     62.96
Bank Julius Baer & C    12.50    7/8/2016    USD     72.20
DZ Bank AG Deutsche      6.80   3/21/2016    EUR     62.30
DZ Bank AG Deutsche      7.10   6/20/2016    EUR     62.13
DZ Bank AG Deutsche      6.30   9/19/2016    EUR     62.75
DZ Bank AG Deutsche      7.30   9/19/2016    EUR     61.90
DZ Bank AG Deutsche      6.20  12/21/2015    EUR     62.98
DZ Bank AG Deutsche      7.90   3/21/2016    EUR     62.25
DZ Bank AG Deutsche      7.10   6/20/2016    EUR     63.28
DZ Bank AG Deutsche      5.00  12/21/2015    EUR     67.32
DZ Bank AG Deutsche      5.75   6/20/2016    EUR     58.58
HSBC Trinkaus & Burk     9.70   9/23/2016    EUR     72.33
HSBC Trinkaus & Burk     7.60  12/23/2016    EUR     74.16
HSBC Trinkaus & Burk    10.20   1/22/2016    EUR     72.04
HSBC Trinkaus & Burk     9.40   2/26/2016    EUR     72.81
HSBC Trinkaus & Burk     6.40   3/25/2016    EUR     65.11
HSBC Trinkaus & Burk    11.30   9/23/2016    EUR     63.00
HSBC Trinkaus & Burk     8.80   9/23/2016    EUR     64.66
HSBC Trinkaus & Burk     8.00   2/26/2016    EUR     62.76
Societe Generale Eff     4.75  12/29/2015    EUR     74.49
HSBC Trinkaus & Burk     9.70   6/24/2016    EUR     65.75
HSBC Trinkaus & Burk     8.20   6/24/2016    EUR     66.61
EFG International Fi     7.20   6/26/2017    GBP     44.83
Vontobel Financial P     3.10    1/2/2017    EUR     58.73
Societe Generale Eff     4.25    1/6/2016    EUR     74.17
Societe Generale Eff     8.11    7/7/2016    EUR     60.95
Commerzbank AG           5.00   6/23/2016    EUR     74.52
Commerzbank AG           6.50   6/23/2016    EUR     72.59
Commerzbank AG           9.25   6/23/2016    EUR     70.06
Commerzbank AG           6.00   6/23/2016    EUR     63.27
Societe Generale Eff     2.84  12/29/2015    EUR     68.09
Societe Generale Eff     4.26  12/29/2015    EUR     64.48
Societe Generale Eff     7.18   6/24/2016    EUR     66.61
Commerzbank AG           3.75   6/23/2016    EUR     67.63
Commerzbank AG           5.25   6/23/2016    EUR     65.72
Commerzbank AG           6.75   6/23/2016    EUR     63.98
Commerzbank AG           8.50   6/23/2016    EUR     62.57
Commerzbank AG           6.00   6/23/2016    EUR     70.26
Commerzbank AG           6.75   6/23/2016    EUR     68.96
Commerzbank AG           8.75   6/23/2016    EUR     66.85
Commerzbank AG           5.25   2/25/2016    EUR     74.54
Commerzbank AG           8.25   2/25/2016    EUR     69.68
Commerzbank AG           8.50   2/25/2016    EUR     58.00
Commerzbank AG           4.75   2/25/2016    EUR     67.07
Commerzbank AG           7.75   2/25/2016    EUR     62.69
Commerzbank AG           4.75   2/25/2016    EUR     60.25
Commerzbank AG           7.25   2/25/2016    EUR     56.07
Commerzbank AG           5.50   2/25/2016    EUR     61.89
Commerzbank AG           9.50   2/25/2016    EUR     71.05
Commerzbank AG          10.00   2/25/2016    EUR     40.82
Goldman Sachs & Co W     3.00   5/25/2016    EUR     58.04
Goldman Sachs & Co W     3.00  12/23/2015    EUR     58.13
Goldman Sachs & Co W     6.00   3/22/2017    EUR     64.56
Goldman Sachs & Co W     6.00   3/22/2017    EUR     64.56
EFG International Fi    12.33   1/11/2016    EUR     69.51
Commerzbank AG          12.50   6/23/2016    EUR     72.70
DZ Bank AG Deutsche      6.00  12/28/2015    EUR     59.12
DZ Bank AG Deutsche      5.00   6/24/2016    EUR     69.40
BNP Paribas Emission     8.00   3/24/2016    EUR     71.83
BNP Paribas Emission    13.00   3/24/2016    EUR     65.64
BNP Paribas Emission     9.00   3/24/2016    EUR     56.00
BNP Paribas Emission     5.50   6/23/2016    EUR     62.51
BNP Paribas Emission     5.50   9/22/2016    EUR     63.35
BNP Paribas Emission     7.50   9/22/2016    EUR     59.85
BNP Paribas Emission     6.00  12/22/2016    EUR     62.02
LBBW                     4.00   2/26/2016    EUR     65.13
LBBW                     3.00  12/23/2016    EUR     70.57
LBBW                     4.00  12/23/2016    EUR     68.69
LBBW                     2.50  12/23/2016    EUR     71.29
LBBW                     3.50  12/23/2016    EUR     69.21
LBBW                     3.00  12/23/2016    EUR     68.70
LBBW                     4.00  12/23/2016    EUR     66.99
Vontobel Financial P     8.55  12/11/2015    EUR     60.96
Vontobel Financial P    18.25  12/11/2015    EUR     55.75
Vontobel Financial P     3.70    9/9/2016    EUR     68.86
Vontobel Financial P     3.75  12/18/2015    EUR     49.85
Vontobel Financial P     3.85    9/9/2016    EUR     54.73
Vontobel Financial P     5.35    9/9/2016    EUR     52.94
Vontobel Financial P     6.95    9/9/2016    EUR     51.50
BNP Paribas Emission     6.00   3/24/2016    EUR     71.77
BNP Paribas Emission    10.00   3/24/2016    EUR     67.36
BNP Paribas Emission    10.00   6/23/2016    EUR     67.18
BNP Paribas Emission     7.00   9/22/2016    EUR     70.83
BNP Paribas Emission     8.00   9/22/2016    EUR     70.56
Vontobel Financial P     9.05   9/16/2016    EUR     73.60
Vontobel Financial P     6.30   6/10/2016    EUR     65.72
Vontobel Financial P     7.35   3/11/2016    EUR     63.48
Vontobel Financial P     9.05   6/17/2016    EUR     65.06
BNP Paribas Emission     7.00   9/22/2016    EUR     74.41
BNP Paribas Emission     7.50   9/22/2016    EUR     72.45
BNP Paribas Emission     9.00   9/22/2016    EUR     70.31
BNP Paribas Emission     9.50  12/24/2015    EUR     69.27
BNP Paribas Emission     8.50   3/24/2016    EUR     71.32
Commerzbank AG           8.25   6/23/2016    EUR     69.71
Vontobel Financial P     4.60   6/10/2016    EUR     67.91
BNP Paribas Emission     4.50   9/22/2016    EUR     71.32
BNP Paribas Emission     6.00   9/22/2016    EUR     67.83
BNP Paribas Emission     4.50  12/24/2015    EUR     69.38
BNP Paribas Emission     4.50   3/24/2016    EUR     70.34
BNP Paribas Emission     5.00   3/24/2016    EUR     68.72
BNP Paribas Emission     4.00   6/23/2016    EUR     72.11
BNP Paribas Emission     5.00   6/23/2016    EUR     69.22
BNP Paribas Emission     6.00   6/23/2016    EUR     66.59
BNP Paribas Emission    12.00   6/23/2016    EUR     72.27
BNP Paribas Emission    10.00  12/24/2015    EUR     68.22
BNP Paribas Emission    10.00   3/24/2016    EUR     70.92
BNP Paribas Emission     8.00   9/22/2016    EUR     72.29
Deutsche Bank AG         3.20  11/23/2016    EUR     73.80
Deutsche Bank AG         3.20   8/24/2016    EUR     73.50
Deutsche Bank AG         3.20  10/26/2016    EUR     65.60
Deutsche Bank AG         3.20  12/20/2016    EUR     68.90
Deutsche Bank AG         3.20  10/26/2016    EUR     68.70
Deutsche Bank AG         3.20   9/20/2016    EUR     63.60
Deutsche Bank AG         3.20  10/26/2016    EUR     66.60
Deutsche Bank AG         3.20   7/20/2016    EUR     66.70
Deutsche Bank AG         3.20   8/24/2016    EUR     71.80
BNP Paribas Emission     6.00  12/24/2015    EUR     50.57
Deutsche Bank AG         3.20   9/20/2016    EUR     66.60
Deutsche Bank AG         4.20  12/20/2016    EUR     74.90
Deutsche Bank AG         4.20  11/23/2016    EUR     74.70
Deutsche Bank AG         8.20  10/26/2016    EUR     64.70
Deutsche Bank AG         8.20  10/26/2016    EUR     71.00
Deutsche Bank AG         8.20   9/20/2016    EUR     70.30
Deutsche Bank AG         8.20   9/20/2016    EUR     64.00
Deutsche Bank AG         8.20  12/20/2016    EUR     72.00
Deutsche Bank AG         4.20  10/26/2016    EUR     69.60
Deutsche Bank AG         8.20  12/20/2016    EUR     74.30
Deutsche Bank AG         4.20   9/20/2016    EUR     66.20
Deutsche Bank AG         4.20   9/20/2016    EUR     64.40
Lehman Brothers Trea     7.06  12/29/2008    EUR      3.07
BNP Paribas Emission     9.00   3/24/2016    EUR     74.94
BNP Paribas Emission    13.00   3/24/2016    EUR     70.44
BNP Paribas Emission     9.00   9/22/2016    EUR     74.14
DZ Bank AG Deutsche      8.80   6/20/2016    EUR     71.49
Commerzbank AG           5.25   2/25/2016    EUR     65.66
Commerzbank AG          16.00  12/24/2015    EUR     66.18
Commerzbank AG           5.50   6/23/2016    EUR     60.11
DZ Bank AG Deutsche      7.90   3/21/2016    EUR     64.79
DZ Bank AG Deutsche      6.70   6/20/2016    EUR     66.75
Commerzbank AG           6.00   2/25/2016    EUR     50.62
Commerzbank AG           5.00   2/26/2016    EUR     66.00
Commerzbank AG           6.50   2/26/2016    EUR     56.74
UBS AG                   5.50   1/15/2016    EUR     64.75
Vontobel Financial P     7.00   3/29/2016    EUR     51.30
DZ Bank AG Deutsche      5.90   6/20/2016    EUR     63.26
DZ Bank AG Deutsche      7.50  12/21/2015    EUR     73.63
DZ Bank AG Deutsche      7.90   6/20/2016    EUR     72.01
DZ Bank AG Deutsche      5.30   3/21/2016    EUR     63.76
DZ Bank AG Deutsche      9.75  12/21/2015    EUR     54.52
DZ Bank AG Deutsche      6.00   3/21/2016    EUR     59.16
DZ Bank AG Deutsche      7.50   9/19/2016    EUR     60.96
HSBC Trinkaus & Burk    11.20   3/25/2016    EUR     71.27
HSBC Trinkaus & Burk     8.10   5/27/2016    EUR     73.84
HSBC Trinkaus & Burk     7.40   6/24/2016    EUR     65.28
HSBC Trinkaus & Burk     7.80  12/23/2016    EUR     65.48
HSBC Trinkaus & Burk    10.00   5/27/2016    EUR     63.14
HSBC Trinkaus & Burk     6.50  12/23/2016    EUR     66.65
HSBC Trinkaus & Burk     8.40   1/22/2016    EUR     62.07
Societe Generale Eff     8.22   6/24/2016    EUR     73.36
Societe Generale Eff     8.90    7/7/2016    EUR     74.46
Societe Generale Eff     5.65  12/29/2015    EUR     56.61
Societe Generale Eff     6.34    1/6/2016    EUR     57.48
Societe Generale Eff     7.36   6/24/2016    EUR     60.07
Societe Generale Eff    10.00    7/7/2016    EUR     58.95
Commerzbank AG           7.25   6/23/2016    EUR     71.68
Commerzbank AG           8.25   6/23/2016    EUR     71.00
Commerzbank AG           6.75   6/23/2016    EUR     62.51
Commerzbank AG           8.50   6/23/2016    EUR     61.22
Commerzbank AG           9.25   6/23/2016    EUR     60.56
Societe Generale Eff     3.62    1/6/2016    EUR     70.12
Societe Generale Eff     4.98    1/6/2016    EUR     65.46
Commerzbank AG           4.50   6/23/2016    EUR     64.91
Commerzbank AG           4.50   6/23/2016    EUR     66.65
Commerzbank AG           7.75   6/23/2016    EUR     67.86
Commerzbank AG           9.75   6/23/2016    EUR     65.89
Commerzbank AG           7.25   2/25/2016    EUR     71.26
Commerzbank AG           3.75   2/25/2016    EUR     61.77
Commerzbank AG           9.50   2/25/2016    EUR     53.79
Commerzbank AG          10.50   2/25/2016    EUR     52.71
Commerzbank AG           3.75   2/25/2016    EUR     64.95
Goldman Sachs & Co W     4.00  12/23/2015    EUR     59.10
Goldman Sachs & Co W     3.00   4/20/2016    EUR     59.56
Goldman Sachs & Co W     4.00   7/20/2016    EUR     58.86
Goldman Sachs & Co W     3.00   1/20/2016    EUR     58.39
UBS AG/London            8.50   2/25/2016    CHF     64.43
Commerzbank AG           7.50   6/23/2016    EUR     70.22
DZ Bank AG Deutsche      5.00   3/29/2016    EUR     70.36
BNP Paribas Emission     9.00   9/22/2016    EUR     58.75
BNP Paribas Emission     6.00   3/24/2016    EUR     60.28
BNP Paribas Emission     5.50  12/24/2015    EUR     62.20
BNP Paribas Emission    18.00  12/24/2015    EUR     47.84
LBBW                     3.00   2/26/2016    EUR     66.49
Vontobel Financial P     2.50    9/9/2016    EUR     71.25
Vontobel Financial P     3.65   6/10/2016    EUR     54.11
BNP Paribas Emission     8.00  12/24/2015    EUR     70.30
BNP Paribas Emission    10.00  12/24/2015    EUR     67.46
BNP Paribas Emission    13.00  12/24/2015    EUR     64.90
BNP Paribas Emission     4.00   3/24/2016    EUR     74.33
BNP Paribas Emission     8.00   3/24/2016    EUR     69.45
BNP Paribas Emission     6.00   6/23/2016    EUR     73.24
BNP Paribas Emission     5.00   9/22/2016    EUR     74.94
Vontobel Financial P     5.70    9/9/2016    EUR     66.27
Vontobel Financial P     4.35    9/9/2016    EUR     68.30
BNP Paribas Emission     7.00   6/23/2016    EUR     73.56
BNP Paribas Emission    10.00   6/23/2016    EUR     69.14
Vontobel Financial P     7.95   6/10/2016    EUR     65.83
Leonteq Securities A     9.12   7/13/2016    CHF     69.26
BNP Paribas Emission     6.50  12/24/2015    EUR     74.87
BNP Paribas Emission    12.00  12/24/2015    EUR     65.61
BNP Paribas Emission     7.00   3/24/2016    EUR     73.56
BNP Paribas Emission    10.00   3/24/2016    EUR     68.07
Vontobel Financial P     4.35    9/9/2016    EUR     68.66
BNP Paribas Emission     5.00   9/22/2016    EUR     70.10
BNP Paribas Emission     4.00  12/24/2015    EUR     71.28
BNP Paribas Emission     5.00  12/24/2015    EUR     67.58
BNP Paribas Emission     5.50   3/24/2016    EUR     67.19
BNP Paribas Emission     6.00   3/24/2016    EUR     65.73
BNP Paribas Emission     5.50   6/23/2016    EUR     67.87
BNP Paribas Emission     9.00   9/22/2016    EUR     71.27
BNP Paribas Emission    11.00  12/22/2016    EUR     69.35
BNP Paribas Emission    13.00  12/24/2015    EUR     72.44
Deutsche Bank AG         3.20  10/26/2016    EUR     73.70
Deutsche Bank AG         3.20   7/20/2016    EUR     73.40
Deutsche Bank AG         3.20   9/20/2016    EUR     73.60
Deutsche Bank AG         3.20  11/23/2016    EUR     68.80
Deutsche Bank AG         3.20   9/20/2016    EUR     68.50
Deutsche Bank AG         3.20  12/20/2016    EUR     66.70
Deutsche Bank AG         3.20   9/20/2016    EUR     71.80
Deutsche Bank AG         3.20  12/20/2016    EUR     63.80
Deutsche Bank AG         3.20  10/26/2016    EUR     71.90
Deutsche Bank AG         3.20   8/24/2016    EUR     68.40
BNP Paribas Emission     6.00   3/24/2016    EUR     51.88
BNP Paribas Emission     6.00   9/22/2016    EUR     54.09
Deutsche Bank AG         3.20   8/24/2016    EUR     63.60
Deutsche Bank AG         3.20   6/21/2016    EUR     66.70
Deutsche Bank AG         3.20  11/23/2016    EUR     63.70
Deutsche Bank AG         3.20   7/20/2016    EUR     68.20
Deutsche Bank AG         3.20  11/23/2016    EUR     72.00
Deutsche Bank AG         3.20   8/24/2016    EUR     65.30
Deutsche Bank AG         3.20   6/21/2016    EUR     63.50
Deutsche Bank AG         4.20   9/20/2016    EUR     74.40
Deutsche Bank AG         4.20   6/21/2016    EUR     73.80
Deutsche Bank AG         4.20   6/21/2016    EUR     64.00
Deutsche Bank AG         8.20   9/20/2016    EUR     72.60
Deutsche Bank AG         4.20  11/23/2016    EUR     66.70
Deutsche Bank AG         4.20  12/20/2016    EUR     69.90
Deutsche Bank AG         4.20  10/26/2016    EUR     64.60
Deutsche Bank AG         8.20  12/20/2016    EUR     65.80
Deutsche Bank AG         4.20  10/26/2016    EUR     66.50
Deutsche Bank AG         4.20  12/20/2016    EUR     64.90
BNP Paribas Emission    10.00   6/23/2016    EUR     74.80
BNP Paribas Emission    12.00   3/24/2016    EUR     71.49
BNP Paribas Emission    10.00   9/22/2016    EUR     73.72
Commerzbank AG           9.50   1/21/2016    EUR     59.99
DZ Bank AG Deutsche      8.60   3/21/2016    EUR     74.35
DZ Bank AG Deutsche      8.00   6/20/2016    EUR     73.16
Commerzbank AG           9.25   2/25/2016    EUR     59.89
Commerzbank AG          10.50   6/23/2016    EUR     70.03
DZ Bank AG Deutsche      3.00  12/28/2015    EUR     65.63
Commerzbank AG           7.25   2/25/2016    EUR     70.66
DZ Bank AG Deutsche      5.70   9/19/2016    EUR     74.88
DZ Bank AG Deutsche      6.70   9/19/2016    EUR     71.69
DZ Bank AG Deutsche      5.30   6/20/2016    EUR     68.41
DZ Bank AG Deutsche      7.40   6/20/2016    EUR     65.90
Commerzbank AG           8.75   2/25/2016    EUR     47.24
Commerzbank AG          11.75   2/25/2016    EUR     44.54
UBS AG                   5.00    7/8/2016    EUR     68.07
Commerzbank AG           7.00   2/26/2016    EUR     73.85
DZ Bank AG Deutsche      5.25   3/21/2016    EUR     65.88
BNP Paribas Emission    12.00  12/24/2015    EUR     61.45
BNP Paribas Emission     6.00  12/24/2015    EUR     47.46
BNP Paribas Emission     9.00  12/24/2015    EUR     42.53
BNP Paribas Emission    12.00  12/24/2015    EUR     39.85
BNP Paribas Emission     6.00   6/23/2016    EUR     49.10
BNP Paribas Emission     7.00   6/23/2016    EUR     47.91
BNP Paribas Emission     9.00   6/23/2016    EUR     74.79
Goldman Sachs & Co W    13.00  12/23/2015    EUR     74.23
Goldman Sachs & Co W     8.00   6/22/2016    EUR     73.44
Goldman Sachs & Co W     5.00   8/24/2016    EUR     72.26
Goldman Sachs & Co W     5.00  12/21/2016    EUR     72.99
Goldman Sachs & Co W    12.00   3/23/2016    EUR     68.10
Goldman Sachs & Co W     5.00   5/25/2016    EUR     64.69
Goldman Sachs & Co W    17.00  12/23/2015    EUR     71.63
Goldman Sachs & Co W    12.00   4/20/2016    EUR     74.83
LBBW                     3.50   8/26/2016    EUR     57.88
LBBW                     3.50   8/26/2016    EUR     74.26
LBBW                     4.00   8/26/2016    EUR     67.87
Vontobel Financial P     6.05  12/28/2015    EUR     68.25
UBS AG/London            8.25   8/19/2016    CHF     72.22
Vontobel Financial P     7.10  12/23/2016    EUR     74.99
Vontobel Financial P    11.15  12/23/2016    EUR     73.17
Vontobel Financial P    15.60   9/23/2016    EUR     72.54
Leonteq Securities A     9.00   5/17/2016    EUR     73.05
Leonteq Securities A    15.80  11/28/2016    CHF     66.95
Deutsche Bank AG         6.20   6/21/2016    EUR     51.50
Deutsche Bank AG         7.20   6/21/2016    EUR     52.00
Deutsche Bank AG         7.20  12/22/2015    EUR     50.60
Deutsche Bank AG         6.20  12/22/2015    EUR     56.50
Leonteq Securities A    10.00   1/22/2016    USD     25.40
Leonteq Securities A     8.04   7/25/2016    CHF     60.15
Leonteq Securities A     8.08   7/25/2016    EUR     59.80
Vontobel Financial P     9.30   6/24/2016    EUR     71.60
Raiffeisen Centroban     7.00   8/22/2016    EUR     42.31
HSBC Trinkaus & Burk     5.65   2/22/2016    EUR     42.10
Credit Suisse AG/Nas     7.13    2/5/2016    CHF     72.62
Vontobel Financial P     4.65  12/28/2015    EUR     67.90
UBS AG/London            7.20   1/20/2016    EUR     66.86
HSBC Trinkaus & Burk     6.00  12/28/2015    EUR     61.45
HSBC Trinkaus & Burk     6.50  12/28/2015    EUR     38.48
Notenstein La Roche      4.00    2/1/2016    EUR     43.90
Vontobel Financial P     4.05  12/28/2015    EUR     59.65
DekaBank Deutsche Gi     4.15   1/28/2016    EUR     69.11
Credit Suisse AG/Nas     7.50   2/15/2016    EUR     63.01
Leonteq Securities A     8.00    8/5/2016    USD     67.34
Vontobel Financial P     7.25  12/11/2015    EUR     35.83
Vontobel Financial P     8.65  12/11/2015    EUR     34.35
Leonteq Securities A     8.00   8/15/2016    CHF     52.77
UBS AG/London            4.25  12/23/2016    EUR     70.52
UBS AG/London           19.50  12/29/2015    EUR     68.34
UBS AG/London            5.75   3/29/2016    EUR     63.34
UBS AG/London           22.00  12/29/2015    EUR     64.89
UBS AG/London            4.50   6/24/2016    EUR     69.29
UBS AG/London            8.00  12/29/2015    EUR     61.50
UBS AG/London           10.75   6/24/2016    EUR     44.73
UBS AG/London           17.25   3/29/2016    EUR     74.97
UBS AG/London           23.00   3/29/2016    EUR     66.15
UBS AG/London           20.75   3/29/2016    EUR     66.88
UBS AG/London           24.25  12/29/2015    EUR     49.38
UBS AG/London           14.00  12/23/2016    EUR     50.27
UBS AG/London            7.50   6/24/2016    EUR     62.29
UBS AG/London           23.75   6/24/2016    EUR     47.26
UBS AG/London           13.25   6/24/2016    EUR     49.66
UBS AG/London           25.00   3/29/2016    EUR     74.20
UBS AG/London            6.00   6/24/2016    EUR     65.54
UBS AG/London            4.00  12/22/2017    EUR     70.35
UBS AG/London           24.50   3/29/2016    EUR     74.20
UBS AG/London            6.75  12/23/2016    EUR     65.04
UBS AG/London           20.75   6/24/2016    EUR     68.48
UBS AG/London           24.50   6/24/2016    EUR     74.07
UBS AG/London           24.25  12/29/2015    EUR     61.80
UBS AG/London           10.75  12/29/2015    EUR     42.15
UBS AG/London            5.00  12/22/2017    EUR     68.61
UBS AG/London            6.50  12/29/2015    EUR     38.34
UBS AG/London           18.25  12/29/2015    EUR     74.51
UBS AG/London            9.00  12/29/2015    EUR     53.20
UBS AG/London           23.25   6/24/2016    EUR     65.70
UBS AG/London           11.00  12/29/2015    EUR     59.09
UBS AG/London           15.75  12/29/2015    EUR     74.36
HSBC Trinkaus & Burk     7.00  12/28/2015    EUR     39.77
UBS AG/London           24.50   3/29/2016    EUR     46.15
UBS AG/London            6.75  12/29/2015    EUR     64.98
UBS AG/London            6.50   6/24/2016    EUR     63.90
UBS AG/London           22.25   6/24/2016    EUR     35.38
UBS AG/London           22.50   6/24/2016    EUR     56.63
UBS AG/London           23.00  12/29/2015    EUR     66.02
UBS AG/London           15.50  12/29/2015    EUR     70.88
UBS AG/London            5.25   6/24/2016    EUR     66.67
UBS AG/London            4.25   3/29/2016    EUR     70.61
UBS AG/London           23.00  12/29/2015    EUR     60.18
UBS AG/London            7.75  12/22/2017    EUR     48.66
UBS AG/London           19.25   6/24/2016    EUR     59.85
UBS AG/London           23.50  12/29/2015    EUR     73.79
UBS AG/London           22.50  12/29/2015    EUR     74.75
UBS AG/London           24.50  12/29/2015    EUR     58.45
UBS AG/London           18.50  12/29/2015    EUR     31.48
UBS AG/London            5.75   6/24/2016    EUR     45.38
UBS AG/London           10.00   3/29/2016    EUR     58.68
Goldman Sachs & Co W     6.00  12/23/2015    EUR     68.30
Goldman Sachs & Co W    11.00  12/23/2015    EUR     59.43
Goldman Sachs & Co W     8.00  12/23/2015    EUR     63.51
UniCredit Bank AG        4.25   9/12/2017    EUR     65.28
Vontobel Financial P     5.75  12/28/2015    EUR     40.09
Vontobel Financial P    13.45  12/28/2015    EUR     63.28
Vontobel Financial P    18.75  12/28/2015    EUR     56.62
DZ Bank AG Deutsche      8.00  12/28/2015    EUR     40.48
Vontobel Financial P     5.35  12/28/2015    EUR     74.81
Vontobel Financial P     8.05  12/28/2015    EUR     71.83
Goldman Sachs & Co W    10.00  12/23/2015    EUR     63.60
Goldman Sachs & Co W     9.00  12/23/2015    EUR     71.76
Goldman Sachs & Co W     5.00  12/23/2015    EUR     68.24
Goldman Sachs & Co W     5.00  12/23/2015    EUR     68.24
Leonteq Securities A     5.00   8/22/2016    CHF     61.18
Vontobel Financial P     4.95  12/28/2015    EUR     47.30
Vontobel Financial P     4.90  12/28/2015    EUR     73.83
Commerzbank AG           5.00   6/23/2016    EUR     72.32
Commerzbank AG           5.75   6/23/2016    EUR     71.07
Commerzbank AG           6.25   6/23/2016    EUR     69.70
Commerzbank AG           6.75   6/23/2016    EUR     68.37
Commerzbank AG           7.50   6/23/2016    EUR     67.26
Commerzbank AG           5.00   6/23/2016    EUR     48.54
Commerzbank AG           5.75   6/23/2016    EUR     47.21
Commerzbank AG           6.25   6/23/2016    EUR     46.19
Commerzbank AG           6.75   6/23/2016    EUR     45.47
Commerzbank AG           7.25   6/23/2016    EUR     44.67
Commerzbank AG           8.00   6/23/2016    EUR     44.06
Notenstein La Roche      4.90   8/15/2017    CHF     70.12
Vontobel Financial P     5.00   9/23/2016    EUR     40.00
Credit Suisse AG/Nas     8.50   2/29/2016    USD     56.18
HSBC Trinkaus & Burk     6.00  12/28/2015    EUR     68.42
HSBC Trinkaus & Burk     6.50  12/28/2015    EUR     42.55
DekaBank Deutsche Gi     3.40   6/10/2016    EUR     72.68
Goldman Sachs & Co W     9.00  12/23/2015    EUR     63.55
Notenstein La Roche      9.10   8/29/2016    CHF     46.61
Notenstein La Roche      9.10   8/29/2016    CHF     31.50
Commerzbank AG           5.50   6/23/2016    EUR     68.00
Commerzbank AG           6.00   6/23/2016    EUR     66.71
Commerzbank AG           6.50   6/23/2016    EUR     65.43
Commerzbank AG           7.25   6/23/2016    EUR     64.34
Commerzbank AG           6.50   6/23/2016    EUR     73.72
DZ Bank AG Deutsche      6.50  12/28/2015    EUR     62.20
DZ Bank AG Deutsche      6.50  12/28/2015    EUR     64.31
Vontobel Financial P     6.70  12/28/2015    EUR     65.76
Leonteq Securities A     4.40   8/28/2017    CHF     70.24
Leonteq Securities A     8.00   12/8/2015    CHF     60.22
Leonteq Securities A     7.80   12/8/2015    CHF     74.70
Leonteq Securities A    20.00   12/8/2015    USD     21.73
Bank Julius Baer & C     8.20   8/29/2016    CHF     65.25
BNP Paribas Emission     4.50  12/24/2015    EUR     73.90
BNP Paribas Emission     6.50  12/24/2015    EUR     68.35
BNP Paribas Emission     3.50  12/24/2015    EUR     51.46
BNP Paribas Emission     4.50  12/24/2015    EUR     47.40
BNP Paribas Emission     6.25  12/24/2015    EUR     43.98
Notenstein La Roche      5.12   2/29/2016    EUR     68.82
Notenstein La Roche      5.04   8/28/2017    CHF     53.41
Notenstein La Roche     10.00    9/5/2016    CHF     46.16
HSBC Trinkaus & Burk     6.30  12/28/2015    EUR     65.77
HSBC Trinkaus & Burk     5.10  12/28/2015    EUR     65.71
HSBC Trinkaus & Burk     7.00  12/28/2015    EUR     74.74
HSBC Trinkaus & Burk     6.10  12/28/2015    EUR     74.69
HSBC Trinkaus & Burk     7.00  12/28/2015    EUR     64.07
HSBC Trinkaus & Burk     5.90  12/28/2015    EUR     64.01
Leonteq Securities A     4.68   8/29/2017    CHF     52.79
Credit Suisse AG/Nas     7.00    3/9/2016    CHF     71.30
Leonteq Securities A     9.50    9/8/2016    USD     64.09
Leonteq Securities A     8.64    9/8/2016    CHF     67.35
Notenstein La Roche      8.04    3/1/2016    CHF     73.19
Deutsche Bank AG         6.20  12/22/2015    EUR     61.20
Deutsche Bank AG         6.20  12/22/2015    EUR     68.40
Deutsche Bank AG         4.20  12/22/2015    EUR     68.30
Deutsche Bank AG         4.20  12/22/2015    EUR     61.10
Deutsche Bank AG         4.20  12/22/2015    EUR     64.50
Deutsche Bank AG         6.20  12/22/2015    EUR     64.60
Deutsche Bank AG         5.20  12/22/2015    EUR     68.30
Deutsche Bank AG         5.20  12/22/2015    EUR     61.20
Deutsche Bank AG         5.20  12/22/2015    EUR     64.60
DZ Bank AG Deutsche      5.50  12/28/2015    EUR     61.26
Vontobel Financial P     5.60  12/28/2015    EUR     70.39
Vontobel Financial P     7.55  12/28/2015    EUR     66.71
Bank Julius Baer & C     7.00   9/12/2016    CHF     42.60
DZ Bank AG Deutsche      5.50  12/28/2015    EUR     70.61
Societe Generale SA      5.99    2/9/2016    USD     57.40
HSBC Trinkaus & Burk     6.00  12/28/2015    EUR     38.76
HSBC Trinkaus & Burk     5.10  12/28/2015    EUR     38.71
Vontobel Financial P     4.95  12/28/2015    EUR     68.18
DZ Bank AG Deutsche      3.90  12/11/2015    EUR     69.15
DZ Bank AG Deutsche      4.60  12/11/2015    EUR     67.65
Vontobel Financial P     6.30  12/28/2015    EUR     73.41
Vontobel Financial P     5.80  12/28/2015    EUR     42.30
DZ Bank AG Deutsche      6.50  12/11/2015    EUR     63.63
HSBC Trinkaus & Burk     6.00  12/28/2015    EUR     28.45
HSBC Trinkaus & Burk     6.00  12/28/2015    EUR     61.99
HSBC Trinkaus & Burk     6.40  12/28/2015    EUR     65.82
HSBC Trinkaus & Burk     6.00  12/28/2015    EUR     40.15
HSBC Trinkaus & Burk     7.40  12/28/2015    EUR     41.15
HSBC Trinkaus & Burk     6.00  12/28/2015    EUR     22.64
HSBC Trinkaus & Burk     6.00  12/28/2015    EUR     41.35
HSBC Trinkaus & Burk     6.00  12/28/2015    EUR     55.03
DZ Bank AG Deutsche      9.00  12/11/2015    EUR     62.62
DZ Bank AG Deutsche      7.50  12/11/2015    EUR     62.60
Leonteq Securities A     5.99   9/11/2017    EUR     48.80
Vontobel Financial P     9.10  12/11/2015    EUR     62.38
Vontobel Financial P     5.65   3/11/2016    EUR     64.33
Vontobel Financial P     6.45  12/11/2015    EUR     67.03
Vontobel Financial P     4.10  12/11/2015    EUR     72.33
Vontobel Financial P     7.00  12/11/2015    EUR     41.98
Leonteq Securities A    12.00  12/15/2015    CHF     45.48
Leonteq Securities A     8.00  12/15/2015    CHF     59.70
Credit Suisse AG/Nas     8.00   3/16/2016    USD     58.46
UBS AG/London            4.30  12/23/2015    EUR     71.48
BNP Paribas Emission     3.75  12/24/2015    EUR     44.99
BNP Paribas Emission     5.75  12/24/2015    EUR     40.60
BNP Paribas Emission     7.00  12/24/2015    EUR     68.41
BNP Paribas Emission     8.50  12/24/2015    EUR     72.02
Goldman Sachs & Co W     4.00   3/23/2016    EUR     74.47
Goldman Sachs & Co W     8.00   3/23/2016    EUR     65.55
Goldman Sachs & Co W     6.00   3/23/2016    EUR     69.70
Goldman Sachs & Co W    10.00   3/23/2016    EUR     61.97
Goldman Sachs & Co W     5.00   3/23/2016    EUR     46.91
Goldman Sachs & Co W     6.00   3/23/2016    EUR     45.53
Goldman Sachs & Co W     8.00   3/23/2016    EUR     43.11
Goldman Sachs & Co W     8.00   3/23/2016    EUR     41.76
Goldman Sachs & Co W    10.00   3/23/2016    EUR     39.89
Credit Suisse AG/Nas     7.38   3/18/2016    CHF     74.95
DZ Bank AG Deutsche      5.70  12/11/2015    EUR     65.10
Vontobel Financial P     5.84    9/9/2016    EUR     22.52
BNP Paribas Emission     5.25  12/24/2015    EUR     63.79
BNP Paribas Emission     6.00  12/24/2015    EUR     39.61
Credit Suisse AG/Nas     7.30   3/10/2016    CHF     72.30
Vontobel Financial P     6.95  12/28/2015    EUR     39.56
Leonteq Securities A     7.20   9/26/2016    EUR     73.43
Leonteq Securities A    13.80  12/22/2015    CHF     59.73
Federal Grid Co Unif    16.60   4/27/2048    RUB     60.01
Federal Grid Co Unif    16.60   4/27/2048    RUB     60.01
BNP Paribas SA           0.50  11/16/2032    MXN     33.76
Deutsche Bank AG         5.50   3/22/2016    EUR     45.60
Deutsche Bank AG         5.50   6/21/2016    EUR     45.10
Deutsche Bank AG         5.50   6/21/2016    EUR     72.90
Deutsche Bank AG         5.50   3/22/2016    EUR     61.10
Deutsche Bank AG         5.50  12/22/2015    EUR     58.00
Deutsche Bank AG         5.50  12/22/2015    EUR     54.80
Deutsche Bank AG         5.50   3/22/2016    EUR     56.20
Deutsche Bank AG         5.50   6/21/2016    EUR     59.60
Commerzbank AG          10.25   3/24/2016    EUR     45.89
Commerzbank AG          11.00   3/24/2016    EUR     62.01
Commerzbank AG           5.00   3/24/2016    EUR     52.48
Commerzbank AG           7.75   3/24/2016    EUR     49.23
UniCredit Bank AG        5.65   3/24/2016    EUR     54.26
UniCredit Bank AG        5.00   3/24/2016    EUR     74.35
UniCredit Bank AG        5.50   3/24/2016    EUR     73.38
UniCredit Bank AG        5.30   3/24/2016    EUR     55.70
UniCredit Bank AG        4.80   3/24/2016    EUR     57.93
Deutsche Bank AG         5.50  12/22/2015    EUR     47.10
Deutsche Bank AG         5.50  12/22/2015    EUR     44.20
Deutsche Bank AG         5.50   3/22/2016    EUR     66.50
Deutsche Bank AG         5.50   6/21/2016    EUR     66.40
Deutsche Bank AG         5.50   6/21/2016    EUR     61.30
Deutsche Bank AG         5.50  12/22/2015    EUR     61.70
Deutsche Bank AG         5.50   6/21/2016    EUR     63.00
Commerzbank AG           6.50   3/24/2016    EUR     73.27
Commerzbank AG          12.25   3/24/2016    EUR     74.64
Commerzbank AG           9.00   3/24/2016    EUR     63.89
UniCredit Bank AG        4.80   3/24/2016    EUR     63.14
UniCredit Bank AG        4.80   3/24/2016    EUR     71.33
UniCredit Bank AG        5.00   3/24/2016    EUR     62.13
UniCredit Bank AG        4.90   3/24/2016    EUR     74.72
UniCredit Bank AG        4.85   3/24/2016    EUR     57.69
UniCredit Bank AG        5.10   3/24/2016    EUR     74.02
UniCredit Bank AG        5.35   3/24/2016    EUR     55.49
UniCredit Bank AG        4.95   3/24/2016    EUR     57.24
UniCredit Bank AG        4.50   3/24/2016    EUR     74.40
UniCredit Bank AG        5.85   3/24/2016    EUR     53.47
UniCredit Bank AG        5.45   3/24/2016    EUR     55.07
UniCredit Bank AG        4.60   3/24/2016    EUR     64.13
UniCredit Bank AG        5.00   3/24/2016    EUR     70.18
Deutsche Bank AG         5.50   3/22/2016    EUR     48.50
Deutsche Bank AG         5.50  12/22/2015    EUR     67.50
Deutsche Bank AG         5.50   3/22/2016    EUR     68.90
Deutsche Bank AG         5.50   6/21/2016    EUR     67.30
Deutsche Bank AG         5.50   3/22/2016    EUR     59.40
Commerzbank AG           9.00   3/24/2016    EUR     68.41
Commerzbank AG          12.00   3/24/2016    EUR     64.40
Commerzbank AG           7.00   3/24/2016    EUR     48.42
Commerzbank AG           6.75   3/24/2016    EUR     72.33
Commerzbank AG           7.25   3/24/2016    EUR     66.01
Commerzbank AG          10.75   3/24/2016    EUR     46.64
HSBC Trinkaus & Burk     3.00   1/29/2016    EUR     69.97
Commerzbank AG           1.00  11/28/2016    EUR     52.27
Deutsche Bank AG         4.20   1/19/2016    EUR     74.00
Deutsche Bank AG         5.20   1/19/2016    EUR     74.10
Deutsche Bank AG         6.20   1/19/2016    EUR     74.20
Deutsche Bank AG         5.20   1/19/2016    EUR     71.20
Deutsche Bank AG         4.20   1/19/2016    EUR     71.10
Deutsche Bank AG         6.20   1/19/2016    EUR     71.30
Deutsche Bank AG         6.20   1/19/2016    EUR     68.60
Deutsche Bank AG         4.20   1/19/2016    EUR     68.40
Deutsche Bank AG         5.20   1/19/2016    EUR     68.50
Deutsche Bank AG         6.20   1/19/2016    EUR     66.10
Deutsche Bank AG         4.20   1/19/2016    EUR     65.90
Deutsche Bank AG         5.20   1/19/2016    EUR     66.00
Deutsche Bank AG         5.20   1/19/2016    EUR     56.70
Deutsche Bank AG         4.20   1/19/2016    EUR     56.60
Deutsche Bank AG         6.20   1/19/2016    EUR     56.90
Deutsche Bank AG         4.20   1/19/2016    EUR     54.10
Deutsche Bank AG         5.20   1/19/2016    EUR     54.20
Deutsche Bank AG         6.20   1/19/2016    EUR     54.30
Deutsche Bank AG         4.20   1/19/2016    EUR     51.80
Deutsche Bank AG         5.20   1/19/2016    EUR     51.90
Deutsche Bank AG         6.20   1/19/2016    EUR     52.00
Deutsche Bank AG         4.20   1/19/2016    EUR     71.60
Deutsche Bank AG         6.20   1/19/2016    EUR     71.80
Deutsche Bank AG         5.20   1/19/2016    EUR     71.70
Deutsche Bank AG         4.20   1/19/2016    EUR     67.80
Deutsche Bank AG         6.20   1/19/2016    EUR     68.10
Deutsche Bank AG         5.20   1/19/2016    EUR     68.00
UBS AG                  11.50   1/28/2016    AUD     33.68
Banque Cantonale Vau     6.80   1/29/2016    CHF     62.02
DZ Bank AG Deutsche      5.10   3/21/2016    EUR     66.50
DZ Bank AG Deutsche      6.00   3/21/2016    EUR     65.48
DZ Bank AG Deutsche      8.50  12/21/2015    EUR     53.51
DZ Bank AG Deutsche      7.30   3/21/2016    EUR     55.16
DZ Bank AG Deutsche      5.20  12/21/2015    EUR     66.65
DZ Bank AG Deutsche      5.60  12/21/2015    EUR     65.38
DZ Bank AG Deutsche      6.60  12/21/2015    EUR     64.13
Vontobel Financial P     7.00   2/26/2016    EUR     61.28
Vontobel Financial P     8.00   2/26/2016    EUR     63.94
Landesbank Hessen-Th     4.25   5/27/2016    EUR     62.80
Credit Suisse AG/Nas     8.00   2/11/2016    EUR     61.73
DZ Bank AG Deutsche      8.25   3/29/2016    EUR     50.80
DZ Bank AG Deutsche      8.00   6/24/2016    EUR     52.31
DZ Bank AG Deutsche      8.25   3/29/2016    EUR     51.92
DZ Bank AG Deutsche      9.00   6/24/2016    EUR     52.77
DZ Bank AG Deutsche      9.75  12/28/2015    EUR     49.99
DZ Bank AG Deutsche      5.50   6/24/2016    EUR     66.20
DZ Bank AG Deutsche      5.75   6/24/2016    EUR     66.34
BNP Paribas Emission     4.50   7/21/2016    EUR     74.93
BNP Paribas Emission     6.50   7/21/2016    EUR     71.09
BNP Paribas Emission     5.00   1/21/2016    EUR     72.22
BNP Paribas Emission     6.50   1/21/2016    EUR     69.65
Societe Generale SA      2.95    8/1/2016    USD     57.30
BNP Paribas Emission     6.00   1/21/2016    EUR     65.83
Vontobel Financial P     7.85  12/11/2015    EUR     55.00
Vontobel Financial P     5.65  12/11/2015    EUR     58.89
Vontobel Financial P     5.50   3/11/2016    EUR     57.81
Vontobel Financial P     7.25   3/11/2016    EUR     54.68
Landesbank Hessen-Th     8.25    3/6/2020    EUR     74.95
DZ Bank AG Deutsche      6.25   3/21/2016    EUR     65.62
DZ Bank AG Deutsche      5.75   3/21/2016    EUR     65.91
DZ Bank AG Deutsche      6.75  12/28/2015    EUR     64.27
DZ Bank AG Deutsche      3.80   3/21/2016    EUR     74.46
DZ Bank AG Deutsche      4.20   3/21/2016    EUR     72.99
DZ Bank AG Deutsche      4.40   3/21/2016    EUR     72.25
Vontobel Financial P     5.05   1/15/2016    EUR     70.62
Vontobel Financial P     8.60  12/11/2015    EUR     64.34
Vontobel Financial P     5.15   3/11/2016    EUR     71.32
Vontobel Financial P     7.50   3/11/2016    EUR     67.36
Vontobel Financial P     6.25  12/11/2015    EUR     57.92
Vontobel Financial P     4.80  12/11/2015    EUR     60.89
Vontobel Financial P     4.95   3/11/2016    EUR     59.92
Vontobel Financial P     6.10   3/11/2016    EUR     57.50
HSBC Trinkaus & Burk     7.90  12/28/2015    EUR     54.39
HSBC Trinkaus & Burk    10.00   1/22/2016    EUR     51.81
HSBC Trinkaus & Burk    12.80  12/28/2015    EUR     58.86
HSBC Trinkaus & Burk     7.00   3/25/2016    EUR     65.90
HSBC Trinkaus & Burk     7.50   1/22/2016    EUR     65.01
HSBC Trinkaus & Burk    13.60  12/28/2015    EUR     61.87
HSBC Trinkaus & Burk     9.40   1/22/2016    EUR     66.80
HSBC Trinkaus & Burk     8.10  12/28/2015    EUR     54.12
HSBC Trinkaus & Burk     9.10   3/25/2016    EUR     53.94
HSBC Trinkaus & Burk     6.20   3/25/2016    EUR     57.85
HSBC Trinkaus & Burk     9.70   1/22/2016    EUR     52.54
HSBC Trinkaus & Burk     6.40   1/22/2016    EUR     57.01
HSBC Trinkaus & Burk    13.50  12/28/2015    EUR     60.77
HSBC Trinkaus & Burk     7.40   1/22/2016    EUR     67.42
HSBC Trinkaus & Burk    14.00  12/28/2015    EUR     65.18
HSBC Trinkaus & Burk     7.10   1/22/2016    EUR     72.85
HSBC Trinkaus & Burk    15.60  12/28/2015    EUR     68.71
Vontobel Financial P     3.70    4/8/2016    EUR     73.75
Vontobel Financial P     6.15   6/10/2016    EUR     69.57
Vontobel Financial P     6.85   6/10/2016    EUR     68.31
Vontobel Financial P     7.60   6/10/2016    EUR     67.16
Vontobel Financial P     6.00    2/4/2016    EUR     68.83
Vontobel Financial P     6.65   6/10/2016    EUR     57.63
Vontobel Financial P     9.05   6/10/2016    EUR     54.32
Vontobel Financial P    11.85  12/11/2015    EUR     48.44
Vontobel Financial P     8.00   12/7/2015    EUR     63.04
Commerzbank AG           7.00   1/21/2016    EUR     71.43
Commerzbank AG           5.00   1/21/2016    EUR     71.64
Commerzbank AG           6.00   1/21/2016    EUR     59.60
Leonteq Securities A     6.00   2/20/2017    CHF     54.60
Goldman Sachs & Co W     9.00   2/24/2016    EUR     65.73
Goldman Sachs & Co W     9.00   2/24/2016    EUR     65.73
Goldman Sachs & Co W     9.00   3/23/2016    EUR     66.34
Goldman Sachs & Co W     9.00   3/23/2016    EUR     66.34
Goldman Sachs & Co W     9.00   6/22/2016    EUR     67.88
Vontobel Financial P     6.00    2/5/2016    EUR     63.25
Vontobel Financial P     6.00   6/10/2016    EUR     64.63
Commerzbank AG           5.00   2/25/2016    EUR     60.36
DZ Bank AG Deutsche      6.25   1/20/2016    EUR     64.68
Goldman Sachs & Co W    21.00   3/23/2016    EUR     58.26
Goldman Sachs & Co W    20.00  12/23/2015    EUR     70.04
Goldman Sachs & Co W    17.00   2/24/2016    EUR     72.95
Goldman Sachs & Co W    16.00   3/23/2016    EUR     74.01
Goldman Sachs & Co W    21.00   2/24/2016    EUR     74.79
Goldman Sachs & Co W    23.00  12/23/2015    EUR     67.58
Goldman Sachs & Co W    22.00   1/20/2016    EUR     69.32
Goldman Sachs & Co W    17.00   2/24/2016    EUR     74.80
Goldman Sachs & Co W    21.00   2/24/2016    EUR     70.63
Goldman Sachs & Co W    22.00   1/20/2016    EUR     53.87
Goldman Sachs & Co W    22.00   2/24/2016    EUR     56.83
Goldman Sachs & Co W    17.00   6/22/2016    EUR     60.45
Vontobel Financial P     8.25  12/28/2015    EUR     68.37
Vontobel Financial P     8.45  12/28/2015    EUR     65.87
Vontobel Financial P     8.75   3/11/2016    EUR     65.13
Vontobel Financial P     6.85  12/28/2015    EUR     63.33
Vontobel Financial P    11.50  12/28/2015    EUR     49.63
Vontobel Financial P     7.80  12/28/2015    EUR     70.36
Vontobel Financial P     8.65  12/28/2015    EUR     64.41
Vontobel Financial P     9.80  12/28/2015    EUR     62.91
Vontobel Financial P     6.30  12/11/2015    EUR     62.37
UniCredit Bank AG        4.00   6/24/2016    EUR     51.37
Leonteq Securities A    10.00   2/17/2016    CHF     67.06
UniCredit Bank AG        4.00   6/24/2016    EUR     67.84
Commerzbank AG           6.50   1/21/2016    EUR     66.79
Commerzbank AG           5.00   1/21/2016    EUR     65.25
Commerzbank AG           6.00   1/21/2016    EUR     52.22
Leonteq Securities A     9.00   2/16/2016    EUR     65.86
Commerzbank AG           6.25   1/21/2016    EUR     62.52
Commerzbank AG           8.50   1/21/2016    EUR     59.53
Commerzbank AG          10.75   1/21/2016    EUR     56.87
UBS AG/London            4.30   3/11/2016    EUR     63.60
Norddeutsche Landesb     4.75    6/3/2016    EUR     64.68
UBS AG/London           13.00    2/4/2016    CHF     73.81
Vontobel Financial P     6.70    2/9/2016    EUR     64.31
Vontobel Financial P     6.00    2/4/2016    EUR     42.23
Deutsche Bank AG         6.20   3/22/2016    EUR     50.80
Deutsche Bank AG         5.20   3/22/2016    EUR     50.50
Deutsche Bank AG         6.20  12/22/2015    EUR     64.30
Deutsche Bank AG         5.20  12/22/2015    EUR     64.20
Deutsche Bank AG         5.20   3/22/2016    EUR     65.40
Deutsche Bank AG         6.20   3/22/2016    EUR     65.70
Deutsche Bank AG         7.20   3/22/2016    EUR     67.30
Deutsche Bank AG         7.20   3/22/2016    EUR     62.90
Deutsche Bank AG         7.20   3/22/2016    EUR     51.10
Deutsche Bank AG         7.20   3/22/2016    EUR     49.20
Deutsche Bank AG         7.20  12/22/2015    EUR     64.30
Deutsche Bank AG         7.20  12/22/2015    EUR     61.30
Deutsche Bank AG         7.20   3/22/2016    EUR     66.00
Deutsche Bank AG         7.20   3/22/2016    EUR     63.00
Deutsche Bank AG         3.20   3/22/2016    EUR     71.20
Deutsche Bank AG         3.20  12/22/2015    EUR     71.30
Deutsche Bank AG         3.20   3/22/2016    EUR     71.70
Deutsche Bank AG         3.20  12/22/2015    EUR     56.30
Deutsche Bank AG         3.20   3/22/2016    EUR     56.80
Deutsche Bank AG         3.20   3/22/2016    EUR     54.30
Commerzbank AG           6.50   1/21/2016    EUR     56.06
Commerzbank AG           9.25   1/21/2016    EUR     51.98
Commerzbank AG          12.25   1/21/2016    EUR     48.53
Commerzbank AG          10.50   1/21/2016    EUR     71.59
Vontobel Financial P    13.55  12/28/2015    EUR     47.56
Commerzbank AG           6.50  12/24/2015    EUR     64.25
DZ Bank AG Deutsche      5.50   2/26/2016    EUR     66.84
DZ Bank AG Deutsche      5.50   2/26/2016    EUR     44.45
DZ Bank AG Deutsche      6.25   2/26/2016    EUR     71.78
DZ Bank AG Deutsche      5.00   2/26/2016    EUR     72.12
DZ Bank AG Deutsche      5.50  12/28/2015    EUR     63.98
Vontobel Financial P     9.75  12/28/2015    EUR     68.45
Vontobel Financial P     9.45  12/28/2015    EUR     62.89
DZ Bank AG Deutsche      7.00  12/21/2015    EUR     64.20
Zurcher Kantonalbank     8.00   2/18/2016    EUR     64.32
Vontobel Financial P     6.50   3/29/2016    EUR     67.88
HSBC Trinkaus & Burk     6.00  12/28/2015    EUR     57.93
HSBC Trinkaus & Burk    13.70   3/25/2016    EUR     48.94
HSBC Trinkaus & Burk    11.50   3/25/2016    EUR     50.89
HSBC Trinkaus & Burk     9.40   3/25/2016    EUR     53.17
HSBC Trinkaus & Burk     9.80   2/26/2016    EUR     52.68
HSBC Trinkaus & Burk    13.30   3/25/2016    EUR     62.80
HSBC Trinkaus & Burk    10.20   3/25/2016    EUR     66.23
HSBC Trinkaus & Burk     9.10   2/26/2016    EUR     67.59
HSBC Trinkaus & Burk     8.50  12/28/2015    EUR     51.82
HSBC Trinkaus & Burk    12.50   3/25/2016    EUR     48.98
HSBC Trinkaus & Burk     6.80   1/22/2016    EUR     54.51
HSBC Trinkaus & Burk     9.70   2/26/2016    EUR     51.31
HSBC Trinkaus & Burk     6.70   2/26/2016    EUR     55.09
HSBC Trinkaus & Burk    12.40   3/25/2016    EUR     61.87
HSBC Trinkaus & Burk     6.60   3/25/2016    EUR     68.88
HSBC Trinkaus & Burk     8.70   2/26/2016    EUR     66.04
HSBC Trinkaus & Burk    11.70   3/25/2016    EUR     63.44
HSBC Trinkaus & Burk     9.30   3/25/2016    EUR     65.78
HSBC Trinkaus & Burk     7.30   2/26/2016    EUR     67.85
HSBC Trinkaus & Burk    11.10   3/25/2016    EUR     67.75
HSBC Trinkaus & Burk     9.10   3/25/2016    EUR     69.83
HSBC Trinkaus & Burk     6.30   2/26/2016    EUR     73.33
HSBC Trinkaus & Burk    10.60  12/28/2015    EUR     66.92
HSBC Trinkaus & Burk     6.40  12/28/2015    EUR     73.56
HSBC Trinkaus & Burk    13.60   3/25/2016    EUR     71.80
Commerzbank AG           7.30    2/5/2016    EUR     51.66
Leonteq Securities A    10.00   2/23/2016    EUR     62.08
Vontobel Financial P    10.75  12/28/2015    EUR     54.05
Vontobel Financial P     9.25  12/28/2015    EUR     61.40
Vontobel Financial P     7.55   7/22/2016    EUR     64.47
Goldman Sachs & Co W    11.00  12/23/2015    EUR     61.23
Goldman Sachs & Co W    11.00  12/23/2015    EUR     61.23
Goldman Sachs & Co W    11.00  12/23/2015    EUR     61.23
Goldman Sachs & Co W    23.00   1/20/2016    EUR     74.16
Goldman Sachs & Co W    23.00  12/23/2015    EUR     66.86
Goldman Sachs & Co W    21.00   1/20/2016    EUR     68.46
Goldman Sachs & Co W    16.00   6/22/2016    EUR     73.50
Leonteq Securities A     7.00   2/11/2016    USD     72.93
Zurcher Kantonalbank     6.82   2/19/2016    EUR     52.39
Bank Julius Baer & C     8.40   2/19/2016    EUR     45.25
Landesbank Hessen-Th     3.60   6/13/2016    EUR     65.00
Zurcher Kantonalbank    11.00   8/25/2016    EUR     69.10
Leonteq Securities A    11.80   2/17/2016    USD     57.65
Bank Julius Baer & C     8.25   2/17/2016    EUR     61.20
DZ Bank AG Deutsche      9.50   2/26/2016    EUR     71.00
DZ Bank AG Deutsche      5.50   2/26/2016    EUR     68.23
DZ Bank AG Deutsche      7.00   2/26/2016    EUR     59.19
DZ Bank AG Deutsche      6.10  12/18/2015    EUR     54.00
DZ Bank AG Deutsche      3.20  12/18/2015    EUR     72.74
DZ Bank AG Deutsche      6.00  12/28/2015    EUR     45.90
DZ Bank AG Deutsche      6.75   3/29/2016    EUR     47.56
DZ Bank AG Deutsche      6.50   6/24/2016    EUR     48.80
DZ Bank AG Deutsche      7.00  12/28/2015    EUR     64.33
DZ Bank AG Deutsche      7.00   6/24/2016    EUR     67.01
DZ Bank AG Deutsche      8.25   3/29/2016    EUR     71.78
DZ Bank AG Deutsche      8.00   6/24/2016    EUR     72.09
DZ Bank AG Deutsche      5.75   3/29/2016    EUR     53.48
DZ Bank AG Deutsche      8.00   6/24/2016    EUR     69.58
DZ Bank AG Deutsche      6.75   6/24/2016    EUR     51.55
Bank Julius Baer & C    10.00   2/26/2016    USD     58.15
Vontobel Financial P    12.15  12/28/2015    EUR     51.80
JP Morgan Structured     5.70   2/18/2016    EUR     64.08
Vontobel Financial P    11.55  12/28/2015    EUR     47.45
DZ Bank AG Deutsche      6.50  12/21/2015    EUR     68.26
DZ Bank AG Deutsche      6.50   3/21/2016    EUR     69.67
DZ Bank AG Deutsche      7.30  12/21/2015    EUR     73.27
DZ Bank AG Deutsche      6.50   3/21/2016    EUR     74.50
DekaBank Deutsche Gi     7.44    2/9/2016    EUR     67.87
Vontobel Financial P     7.50   3/29/2016    EUR     48.78
Vontobel Financial P     6.75   3/29/2016    EUR     57.75
Vontobel Financial P     5.50   3/29/2016    EUR     58.26
Commerzbank AG           5.24   2/16/2017    EUR     65.34
Banque Cantonale Vau     7.50   2/17/2016    EUR     65.86
Goldman Sachs & Co W    17.00   1/20/2016    EUR     71.30
UBS AG/London           10.75   2/18/2016    CHF     54.49
UBS AG/London           13.50   2/18/2016    CHF     43.55
Bank Julius Baer & C    10.00   2/19/2016    EUR     71.05
Leonteq Securities A     7.80   2/27/2017    EUR     64.08
Leonteq Securities A     9.00    3/2/2016    EUR     64.39
Bank Julius Baer & C    13.20   2/26/2016    USD     44.90
Bank Julius Baer & C    14.00   2/26/2016    USD     42.40
Banque Cantonale Vau     6.00   2/19/2016    CHF     66.67
Landesbank Hessen-Th     4.70   6/20/2016    EUR     74.40
Vontobel Financial P    11.45  12/28/2015    EUR     44.84
DZ Bank AG Deutsche      5.30   3/21/2016    EUR     73.99
DZ Bank AG Deutsche      5.80   3/21/2016    EUR     72.71
DZ Bank AG Deutsche      7.25   3/21/2016    EUR     65.91
DZ Bank AG Deutsche      9.25   3/21/2016    EUR     66.48
DZ Bank AG Deutsche      5.25   3/21/2016    EUR     65.88
DZ Bank AG Deutsche      5.75   3/21/2016    EUR     66.02
DZ Bank AG Deutsche      6.50  12/21/2015    EUR     64.18
DZ Bank AG Deutsche      7.75  12/21/2015    EUR     64.23
DZ Bank AG Deutsche      7.00   3/21/2016    EUR     67.73
DZ Bank AG Deutsche      6.00   3/21/2016    EUR     68.57
Vontobel Financial P     6.50  12/11/2015    EUR     67.77
UBS AG/London           24.50   3/29/2016    EUR     69.91
Vontobel Financial P     5.75  12/28/2015    EUR     73.88
Goldman Sachs & Co W    21.00  12/23/2015    EUR     56.16
Deutsche Bank AG         5.80  12/23/2015    EUR     74.01
Deutsche Bank AG         5.80  12/23/2015    EUR     45.29
Notenstein La Roche      7.00   12/5/2016    EUR     73.48
Goldman Sachs & Co W    10.00  12/23/2015    EUR     68.45
Goldman Sachs Intern     1.00   12/5/2017    SEK     14.75
DZ Bank AG Deutsche      5.25  12/28/2015    EUR     66.29
HSBC Trinkaus & Burk    12.80  12/28/2015    EUR     64.69
HSBC Trinkaus & Burk    13.60  12/28/2015    EUR     65.51
HSBC Trinkaus & Burk     9.30  12/28/2015    EUR     70.81
HSBC Trinkaus & Burk    17.00  12/28/2015    EUR     72.18
HSBC Trinkaus & Burk    14.20  12/28/2015    EUR     68.26
HSBC Trinkaus & Burk     8.30  12/28/2015    EUR     74.44
HSBC Trinkaus & Burk    15.10  12/28/2015    EUR     71.31
Vontobel Financial P     7.80  12/28/2015    EUR     69.55
Vontobel Financial P     6.70  12/28/2015    EUR     71.41
Vontobel Financial P     5.70  12/28/2015    EUR     73.38
Deutsche Bank AG         5.20  12/22/2015    EUR     70.90
Deutsche Bank AG         6.20  12/22/2015    EUR     70.90
Deutsche Bank AG         6.20   3/22/2016    EUR     72.10
Deutsche Bank AG         5.20   3/22/2016    EUR     71.80
Deutsche Bank AG         5.20   3/22/2016    EUR     69.20
Deutsche Bank AG         6.20   3/22/2016    EUR     69.50
UniCredit Bank AG        4.10   6/24/2016    EUR     42.18
UniCredit Bank AG        4.00   6/24/2016    EUR     43.71
UniCredit Bank AG        4.25   6/24/2016    EUR     40.82
Deutsche Bank AG         5.20   3/22/2016    EUR     46.80
Deutsche Bank AG         5.20   3/22/2016    EUR     45.20
DZ Bank AG Deutsche      5.75   3/21/2016    EUR     61.67
DZ Bank AG Deutsche      9.75  12/21/2015    EUR     64.30
Deutsche Bank AG         6.20   3/22/2016    EUR     48.90
Deutsche Bank AG         6.20   3/22/2016    EUR     45.50
Deutsche Bank AG         5.20   3/22/2016    EUR     43.60
Deutsche Bank AG         5.20   3/22/2016    EUR     72.30
Deutsche Bank AG         5.20   3/22/2016    EUR     48.60
Deutsche Bank AG         6.20   3/22/2016    EUR     47.10
Deutsche Bank AG         6.20   3/22/2016    EUR     72.60
Deutsche Bank AG         6.20   3/22/2016    EUR     43.90
Deutsche Bank AG         7.20   3/22/2016    EUR     65.10
Vontobel Financial P     6.55  12/11/2015    EUR     41.11
Vontobel Financial P     5.35  12/11/2015    EUR     41.11
Vontobel Financial P     5.30  12/11/2015    EUR     45.78
Vontobel Financial P     7.05  12/11/2015    EUR     43.38
Deutsche Bank AG         7.20   3/22/2016    EUR     45.80
Deutsche Bank AG         7.20   3/22/2016    EUR     72.90
Deutsche Bank AG         7.20   3/22/2016    EUR     44.20
Deutsche Bank AG         4.20  12/22/2015    EUR     73.80
Deutsche Bank AG         4.20   3/22/2016    EUR     74.20
Deutsche Bank AG         3.20   3/22/2016    EUR     73.90
Deutsche Bank AG         4.20  12/22/2015    EUR     49.30
Deutsche Bank AG         3.20   3/22/2016    EUR     49.90
Deutsche Bank AG         4.20   3/22/2016    EUR     50.20
Vontobel Financial P     6.50  12/18/2015    EUR     43.27
Vontobel Financial P     4.75   3/11/2016    EUR     69.02
Vontobel Financial P     2.85   3/11/2016    EUR     73.95
Vontobel Financial P     7.05   3/11/2016    EUR     64.86
DZ Bank AG Deutsche      5.70  12/21/2015    EUR     66.48
DZ Bank AG Deutsche      4.60   3/21/2016    EUR     69.64
DZ Bank AG Deutsche      5.50   3/21/2016    EUR     67.73
DZ Bank AG Deutsche      4.90  12/21/2015    EUR     74.33
DZ Bank AG Deutsche      4.50   3/21/2016    EUR     74.92
Vontobel Financial P     4.95   3/11/2016    EUR     71.17
Vontobel Financial P    22.85  12/28/2015    EUR     56.85
Vontobel Financial P    21.25  12/28/2015    EUR     50.20
Vontobel Financial P    23.30  12/28/2015    EUR     64.27
Vontobel Financial P    22.20  12/28/2015    EUR     70.15
Zurcher Kantonalbank     7.80  12/11/2015    CHF     70.26
Goldman Sachs & Co W    21.00  12/23/2015    EUR     74.27
Vontobel Financial P     5.60  12/11/2015    EUR     46.82
Vontobel Financial P     5.25   3/11/2016    EUR     46.60
Vontobel Financial P     8.25  12/11/2015    EUR     68.94
Vontobel Financial P     7.00  12/11/2015    EUR     71.28
Goldman Sachs & Co W    19.00  12/23/2015    EUR     72.54
Credit Suisse AG/Nas    12.20    6/3/2016    EUR     71.35
Bank Julius Baer & C     8.40  12/11/2015    USD     68.40
Leonteq Securities A     8.20  12/15/2015    CHF     70.29
Notenstein La Roche      8.00  12/12/2016    GBP     64.52
Vontobel Financial P     7.80  12/28/2015    EUR     70.52
Vontobel Financial P     8.05  12/28/2015    EUR     63.50
Vontobel Financial P     3.10  12/28/2015    EUR     73.73
Vontobel Financial P     4.40  12/28/2015    EUR     47.27
Credit Suisse AG/Nas     6.50   12/7/2015    EUR     63.07
Vontobel Financial P     8.55  12/28/2015    EUR     59.32
Vontobel Financial P     5.85  12/28/2015    EUR     63.38
Vontobel Financial P     3.55  12/28/2015    EUR     68.11
Vontobel Financial P     5.20  12/28/2015    EUR     59.62
UBS AG                  11.40   12/7/2015    EUR     67.76
Bank Julius Baer & C     7.75  12/15/2015    CHF     73.80
DZ Bank AG Deutsche      6.00   6/24/2016    EUR     60.47
DZ Bank AG Deutsche      6.00   6/24/2016    EUR     66.47
DZ Bank AG Deutsche      7.00   6/24/2016    EUR     42.69
Zurcher Kantonalbank     9.35  12/16/2015    EUR     73.94
Vontobel Financial P     6.50  12/28/2015    EUR     72.24
DZ Bank AG Deutsche      7.50  12/21/2015    EUR     64.22
DZ Bank AG Deutsche      5.25  12/21/2015    EUR     59.38
DZ Bank AG Deutsche      5.00  12/21/2015    EUR     59.37
DZ Bank AG Deutsche      5.00   3/21/2016    EUR     62.01
DZ Bank AG Deutsche      5.00   3/21/2016    EUR     60.59
DZ Bank AG Deutsche      5.50  12/21/2015    EUR     63.29
DZ Bank AG Deutsche      5.20   3/21/2016    EUR     64.51
DZ Bank AG Deutsche      6.20  12/21/2015    EUR     71.82
DZ Bank AG Deutsche      5.40   3/21/2016    EUR     72.76
Vontobel Financial P     6.50  12/28/2015    EUR     61.75
Vontobel Financial P     7.85    5/9/2016    EUR     63.54
UBS AG/London           11.00  12/10/2015    CHF     70.84
Goldman Sachs & Co W     7.00  12/23/2015    EUR     59.25
Goldman Sachs & Co W     6.00   1/20/2016    EUR     59.68
Goldman Sachs & Co W     5.00   1/20/2016    EUR     59.56
Goldman Sachs & Co W     8.00   1/20/2016    EUR     59.91
Goldman Sachs & Co W     9.00   1/20/2016    EUR     60.03
Goldman Sachs & Co W     5.00   6/22/2016    EUR     58.73
Goldman Sachs & Co W     7.00   6/22/2016    EUR     59.81
Goldman Sachs & Co W     9.00   6/22/2016    EUR     60.89
Goldman Sachs & Co W     8.00   6/22/2016    EUR     60.35
Goldman Sachs & Co W     6.00   1/20/2016    EUR     41.38
Goldman Sachs & Co W     5.00   1/20/2016    EUR     41.26
Goldman Sachs & Co W     6.00   1/20/2016    EUR     41.38
Goldman Sachs & Co W     8.00   1/20/2016    EUR     41.61
Goldman Sachs & Co W    10.00   1/20/2016    EUR     41.85
Goldman Sachs & Co W    10.00   1/20/2016    EUR     41.85
Goldman Sachs & Co W    10.00   1/20/2016    EUR     41.85
Goldman Sachs & Co W     6.00   6/22/2016    EUR     42.71
Goldman Sachs & Co W     5.00   6/22/2016    EUR     42.17
Goldman Sachs & Co W     8.00   6/22/2016    EUR     43.79
Goldman Sachs & Co W     7.00   6/22/2016    EUR     43.25
Goldman Sachs & Co W    10.00   6/22/2016    EUR     44.87
Goldman Sachs & Co W     7.00   1/20/2016    EUR     71.75
Goldman Sachs & Co W     5.00   1/20/2016    EUR     71.51
Goldman Sachs & Co W     6.00   1/20/2016    EUR     71.63
Goldman Sachs & Co W     8.00   1/20/2016    EUR     71.86
Goldman Sachs & Co W     8.00   1/20/2016    EUR     71.86
Goldman Sachs & Co W     6.00   6/22/2016    EUR     72.81
Goldman Sachs & Co W     7.00   6/22/2016    EUR     73.35
Goldman Sachs & Co W     7.00   6/22/2016    EUR     73.35
Goldman Sachs & Co W     8.00   6/22/2016    EUR     73.89
Goldman Sachs & Co W     8.00   6/22/2016    EUR     73.89
Vontobel Financial P     7.40   3/11/2016    EUR     70.08
DekaBank Deutsche Gi     2.50   12/1/2017    EUR     71.26
Goldman Sachs & Co W    18.00   1/20/2016    EUR     73.76
Goldman Sachs & Co W    21.00   1/20/2016    EUR     69.37
Goldman Sachs & Co W    17.00   6/22/2016    EUR     75.00
Goldman Sachs & Co W    20.00  12/23/2015    EUR     49.98
Goldman Sachs & Co W     5.00   1/20/2016    EUR     68.66
Goldman Sachs & Co W     7.00   1/20/2016    EUR     64.05
Goldman Sachs & Co W    10.00   1/20/2016    EUR     60.20
Goldman Sachs & Co W    15.00   1/20/2016    EUR     53.85
Goldman Sachs & Co W    19.00   1/20/2016    EUR     51.43
Goldman Sachs & Co W    14.00   3/23/2016    EUR     56.23
Goldman Sachs & Co W    17.00   3/23/2016    EUR     54.21
Goldman Sachs & Co W     5.00   6/22/2016    EUR     67.33
Goldman Sachs & Co W     7.00   6/22/2016    EUR     64.01
Goldman Sachs & Co W     9.00   6/22/2016    EUR     61.19
Goldman Sachs & Co W    15.00   6/22/2016    EUR     55.17
Goldman Sachs & Co W    22.00  12/23/2015    EUR     33.68
Goldman Sachs & Co W     4.00   1/20/2016    EUR     51.79
Goldman Sachs & Co W     6.00   1/20/2016    EUR     47.93
Goldman Sachs & Co W     7.00   1/20/2016    EUR     46.24
Goldman Sachs & Co W    10.00   1/20/2016    EUR     41.90
Goldman Sachs & Co W    15.00   1/20/2016    EUR     38.68
Goldman Sachs & Co W    18.00   1/20/2016    EUR     36.86
Goldman Sachs & Co W    21.00   1/20/2016    EUR     35.29
Goldman Sachs & Co W     4.00   6/22/2016    EUR     54.20
Goldman Sachs & Co W     4.00   6/22/2016    EUR     52.03
Goldman Sachs & Co W     6.00   6/22/2016    EUR     49.23
Goldman Sachs & Co W     7.00   6/22/2016    EUR     48.04
Goldman Sachs & Co W    10.00   6/22/2016    EUR     45.14
Goldman Sachs & Co W    18.00   1/20/2016    EUR     73.97
Goldman Sachs & Co W    15.00   6/22/2016    EUR     42.04
Goldman Sachs & Co W    17.00   6/22/2016    EUR     41.25
Goldman Sachs & Co W    10.00   1/20/2016    EUR     68.62
Goldman Sachs & Co W     8.00   6/22/2016    EUR     74.32
Deutsche Bank AG         4.20   3/22/2016    EUR     46.50
Bank Julius Baer & C    14.20  12/18/2015    USD     30.25
Deutsche Bank AG         4.20  12/22/2015    EUR     45.50
Deutsche Bank AG         3.20   3/22/2016    EUR     46.20
Deutsche Bank AG         3.20   6/22/2016    EUR     47.00
Deutsche Bank AG         3.20   6/22/2016    EUR     45.30
Deutsche Bank AG         4.20   6/22/2016    EUR     45.90
Deutsche Bank AG         4.20  12/22/2015    EUR     47.40
Deutsche Bank AG         4.20   6/22/2016    EUR     47.60
Deutsche Bank AG         3.20   3/22/2016    EUR     48.00
Deutsche Bank AG         4.20   3/22/2016    EUR     48.30
Deutsche Bank AG         5.20   6/22/2016    EUR     72.60
Deutsche Bank AG         7.20   3/22/2016    EUR     42.80
Deutsche Bank AG         7.20   6/22/2016    EUR     43.10
Deutsche Bank AG         6.20   6/22/2016    EUR     73.20
Deutsche Bank AG         7.20   6/22/2016    EUR     73.70
Deutsche Bank AG         5.20   3/22/2016    EUR     67.10
Deutsche Bank AG         6.20   3/22/2016    EUR     67.40
Deutsche Bank AG         5.20   3/22/2016    EUR     63.40
Deutsche Bank AG         6.20   3/22/2016    EUR     63.70
Deutsche Bank AG         6.20   6/22/2016    EUR     66.60
Deutsche Bank AG         5.20   6/22/2016    EUR     66.00
Deutsche Bank AG         6.20   6/22/2016    EUR     63.10
Deutsche Bank AG         5.20   6/22/2016    EUR     62.50
Deutsche Bank AG         5.20   6/22/2016    EUR     46.40
Deutsche Bank AG         5.20   6/22/2016    EUR     44.80
Deutsche Bank AG         5.20   6/22/2016    EUR     43.40
Deutsche Bank AG         6.20   6/22/2016    EUR     59.20
Deutsche Bank AG         7.20   3/22/2016    EUR     60.90
Deutsche Bank AG         7.20   6/22/2016    EUR     59.70
Deutsche Bank AG         6.20   3/22/2016    EUR     60.60
DZ Bank AG Deutsche      6.50   3/29/2016    EUR     41.10
DZ Bank AG Deutsche      5.25  12/21/2015    EUR     54.96
DZ Bank AG Deutsche      5.25   3/21/2016    EUR     56.26
DZ Bank AG Deutsche      5.70  12/21/2015    EUR     60.99
DZ Bank AG Deutsche      5.60   3/21/2016    EUR     62.34
Societe Generale Eff     3.85   3/29/2016    EUR     70.58
Vontobel Financial P     7.50   1/15/2016    EUR     72.84
Vontobel Financial P     9.20  12/28/2015    EUR     59.35
Deutsche Bank AG         5.34   6/30/2016    EUR     47.18
Vontobel Financial P     6.00   6/24/2016    EUR     49.12
Vontobel Financial P     5.50   1/15/2016    EUR     48.43
Goldman Sachs & Co W    11.00  12/23/2015    EUR     59.42
Goldman Sachs & Co W    11.00  12/23/2015    EUR     59.42
Goldman Sachs & Co W    11.00   1/20/2016    EUR     60.27
Goldman Sachs & Co W     6.00   6/22/2016    EUR     59.27
Goldman Sachs & Co W     7.00   1/20/2016    EUR     42.95
Goldman Sachs & Co W     9.00   1/20/2016    EUR     71.98
Goldman Sachs & Co W     9.00   1/20/2016    EUR     71.98
UBS AG/London           10.75  12/17/2015    CHF     68.08
SG Issuer SA             5.50   4/10/2021    EUR     62.00
Goldman Sachs & Co W     8.00   1/20/2016    EUR     74.63
Goldman Sachs & Co W    22.00   1/20/2016    EUR     57.93
Goldman Sachs & Co W    13.00   2/24/2016    EUR     66.04
Goldman Sachs & Co W    10.00   2/24/2016    EUR     70.20
Goldman Sachs & Co W    20.00   2/24/2016    EUR     59.66
Goldman Sachs & Co W     8.00   6/22/2016    EUR     73.87
Goldman Sachs & Co W    17.00   6/22/2016    EUR     62.05
Goldman Sachs & Co W     8.00  12/23/2015    EUR     56.49
Goldman Sachs & Co W    13.00  12/23/2015    EUR     49.68
Goldman Sachs & Co W    19.00  12/23/2015    EUR     44.47
Goldman Sachs & Co W    24.00  12/23/2015    EUR     41.67
Goldman Sachs & Co W     5.00   1/20/2016    EUR     62.63
Goldman Sachs & Co W     8.00   1/20/2016    EUR     57.13
Goldman Sachs & Co W    20.00   1/20/2016    EUR     44.53
Goldman Sachs & Co W     5.00   2/24/2016    EUR     62.94
Goldman Sachs & Co W     8.00   2/24/2016    EUR     57.84
Goldman Sachs & Co W    10.00   2/24/2016    EUR     53.45
Goldman Sachs & Co W    15.00   2/24/2016    EUR     48.64
Goldman Sachs & Co W    15.00   3/23/2016    EUR     49.81
Goldman Sachs & Co W    19.00   3/23/2016    EUR     46.30
Goldman Sachs & Co W    20.00   2/24/2016    EUR     45.03
Goldman Sachs & Co W     5.00   6/22/2016    EUR     65.31
Goldman Sachs & Co W    21.00  12/23/2015    EUR     61.85
Goldman Sachs & Co W    16.00   6/22/2016    EUR     69.16
UBS AG/London            6.75  12/28/2015    CHF     56.80
UBS AG/London            9.00  12/28/2015    CHF     47.60
Vontobel Financial P     6.55    1/5/2016    EUR     70.87
WGZ-Bank AG Westdeut     4.75  12/22/2015    EUR     58.51
Leonteq Securities A    15.20   1/26/2016    AUD     37.87
DZ Bank AG Deutsche      5.00    2/6/2018    EUR     70.47
Commerzbank AG           9.50  12/24/2015    EUR     64.37
Raiffeisen Centroban     9.21   7/20/2016    EUR     74.94
Raiffeisen Centroban     6.58   7/20/2016    EUR     74.10
Commerzbank AG          11.50  12/24/2015    EUR     48.80
Vontobel Financial P     9.60  12/28/2015    EUR     53.99
Vontobel Financial P     6.25  12/28/2015    EUR     59.16
Vontobel Financial P     8.95   6/24/2016    EUR     69.34
Vontobel Financial P     7.65   6/24/2016    EUR     73.95
Vontobel Financial P     9.70  12/28/2015    EUR     72.09
Vontobel Financial P     9.55  12/28/2015    EUR     72.68
DekaBank Deutsche Gi     3.20   1/14/2019    EUR     61.92
Zurcher Kantonalbank    10.00    8/3/2016    EUR     72.40
DekaBank Deutsche Gi     5.00   1/14/2016    EUR     70.35
Vontobel Financial P     6.50   2/26/2016    EUR     65.44
Deutsche Bank AG         5.20  12/23/2015    EUR     71.11
Deutsche Bank AG         5.20  12/23/2015    EUR     66.75
Deutsche Bank AG         6.20  12/23/2015    EUR     50.14
Deutsche Bank AG         5.20  12/23/2015    EUR     51.18
Deutsche Bank AG         5.20   3/23/2016    EUR     71.61
Deutsche Bank AG         5.20   3/23/2016    EUR     52.29
Deutsche Bank AG         6.20   3/23/2016    EUR     50.50
DZ Bank AG Deutsche      8.00   6/24/2016    EUR     51.54
DZ Bank AG Deutsche      8.00   3/29/2016    EUR     70.25
DZ Bank AG Deutsche      8.25   6/24/2016    EUR     68.93
DZ Bank AG Deutsche     10.75   1/22/2016    EUR     69.45
DZ Bank AG Deutsche      7.75   3/29/2016    EUR     70.35
DZ Bank AG Deutsche      7.75   1/22/2016    EUR     57.56
Credit Suisse AG/Lon     7.15   7/26/2016    EUR     51.77
DZ Bank AG Deutsche      7.25   3/21/2016    EUR     65.91
DZ Bank AG Deutsche      7.00   3/21/2016    EUR     71.51
DZ Bank AG Deutsche      7.00   3/21/2016    EUR     67.07
DZ Bank AG Deutsche      6.25   3/21/2016    EUR     67.52
DZ Bank AG Deutsche      7.75   6/24/2016    EUR     53.20
DZ Bank AG Deutsche      6.50   6/24/2016    EUR     66.74
DZ Bank AG Deutsche      7.50  12/28/2015    EUR     51.05
DZ Bank AG Deutsche     10.00   3/29/2016    EUR     53.62
Vontobel Financial P     5.50   2/26/2016    EUR     65.53
Goldman Sachs & Co W     8.00   2/24/2016    EUR     69.64
Goldman Sachs & Co W    12.00   2/24/2016    EUR     70.50
Goldman Sachs & Co W    11.00   3/23/2016    EUR     70.96
Goldman Sachs & Co W    11.00   3/23/2016    EUR     70.96
Goldman Sachs & Co W    11.00   6/22/2016    EUR     70.20
Goldman Sachs & Co W    11.00   6/22/2016    EUR     70.20
Goldman Sachs & Co W     7.00   3/23/2016    EUR     53.18
Goldman Sachs & Co W     8.00   2/24/2016    EUR     68.84
Goldman Sachs & Co W    10.00  12/23/2015    EUR     74.13
Goldman Sachs & Co W    17.00  12/23/2015    EUR     63.89
Goldman Sachs & Co W    12.00   1/20/2016    EUR     69.48
Goldman Sachs & Co W    20.00   1/20/2016    EUR     61.38
Goldman Sachs & Co W    14.00   6/22/2016    EUR     67.79
Goldman Sachs & Co W     9.00   6/22/2016    EUR     74.41
Goldman Sachs & Co W    22.00  12/23/2015    EUR     73.78
Goldman Sachs & Co W     7.00   1/20/2016    EUR     62.87
Goldman Sachs & Co W    13.00   1/20/2016    EUR     52.86
Goldman Sachs & Co W     7.00   2/24/2016    EUR     63.36
Goldman Sachs & Co W    22.00   1/20/2016    EUR     46.33
Goldman Sachs & Co W     7.00   3/23/2016    EUR     63.72
Goldman Sachs & Co W     8.00   3/23/2016    EUR     61.08
Goldman Sachs & Co W     8.00   6/22/2016    EUR     61.25
Goldman Sachs & Co W    15.00   6/22/2016    EUR     54.08
Goldman Sachs & Co W    18.00   6/22/2016    EUR     52.36
UniCredit Bank AG        6.00   3/24/2016    EUR     54.09
UniCredit Bank AG        4.20   3/24/2016    EUR     59.86
UniCredit Bank AG        5.00   3/24/2016    EUR     73.76
UniCredit Bank AG        5.00   3/24/2016    EUR     56.17
UniCredit Bank AG        4.50   3/24/2016    EUR     58.60
UniCredit Bank AG        4.75   3/24/2016    EUR     58.01
UniCredit Bank AG        5.25   3/24/2016    EUR     55.03
UniCredit Bank AG        4.00   3/24/2016    EUR     61.24
UniCredit Bank AG        4.25   3/24/2016    EUR     59.20
UniCredit Bank AG        4.80   3/24/2016    EUR     57.37
UniCredit Bank AG        5.10   3/24/2016    EUR     55.58
UniCredit Bank AG        5.00   3/24/2016    EUR     74.58
UniCredit Bank AG        4.10   3/24/2016    EUR     60.53
UniCredit Bank AG        5.50   3/24/2016    EUR     54.50
UniCredit Bank AG        4.90   3/24/2016    EUR     56.76
Bank Julius Baer & C    16.70   1/22/2016    USD     71.70
Bank Julius Baer & C     8.50   1/29/2016    USD     66.40
Bank Julius Baer & C    12.80   1/29/2016    USD     31.85
Bank Julius Baer & C     6.90   1/29/2016    EUR     58.40
Societe Generale SA      5.10    9/5/2017    EUR     55.02
Commerzbank AG           7.00   1/21/2016    EUR     74.70
Commerzbank AG           7.75   1/21/2016    EUR     72.90
Commerzbank AG           9.00   1/21/2016    EUR     71.24
Commerzbank AG          10.00   1/21/2016    EUR     69.63
Commerzbank AG          11.50   1/21/2016    EUR     53.78
Commerzbank AG           4.00   1/21/2016    EUR     65.86
Commerzbank AG           4.75   1/21/2016    EUR     64.01
Commerzbank AG           5.50   1/21/2016    EUR     62.27
Commerzbank AG           6.50   1/21/2016    EUR     60.65
Commerzbank AG           7.25   1/21/2016    EUR     59.07
Commerzbank AG           8.25   1/21/2016    EUR     57.63
Commerzbank AG           9.25   1/21/2016    EUR     56.28
Commerzbank AG          10.25   1/21/2016    EUR     54.99
Commerzbank AG           5.25   1/21/2016    EUR     74.52
Commerzbank AG           6.25   1/21/2016    EUR     72.72
Commerzbank AG           7.25   1/21/2016    EUR     71.01
Commerzbank AG           8.25   1/21/2016    EUR     69.39
Commerzbank AG           7.25   1/21/2016    EUR     74.35
Commerzbank AG           8.25   1/21/2016    EUR     72.64
BNP Paribas Emission     5.40   2/25/2016    EUR     64.31
Leonteq Securities A    12.00   1/27/2016    AUD     36.42
Commerzbank AG          10.50   1/21/2016    EUR     72.11
Commerzbank AG          12.75   1/21/2016    EUR     68.83
Commerzbank AG          10.25   1/21/2016    EUR     42.54
Commerzbank AG           7.25   1/21/2016    EUR     45.54
Leonteq Securities A    10.20    2/2/2016    USD     52.67
Vontobel Financial P     7.50   2/26/2016    EUR     64.16
Vontobel Financial P     6.50   2/26/2016    EUR     51.33
DZ Bank AG Deutsche      6.60  12/21/2015    EUR     57.93
DZ Bank AG Deutsche      8.10  12/21/2015    EUR     55.98
DZ Bank AG Deutsche      8.80  12/21/2015    EUR     54.82
DZ Bank AG Deutsche      5.60   3/21/2016    EUR     59.03
DZ Bank AG Deutsche      6.70   3/21/2016    EUR     57.41
DZ Bank AG Deutsche      7.50   3/21/2016    EUR     56.48
DZ Bank AG Deutsche      6.10  12/21/2015    EUR     69.25
DZ Bank AG Deutsche      5.30   3/21/2016    EUR     70.29
DZ Bank AG Deutsche      9.25  12/21/2015    EUR     64.28
DZ Bank AG Deutsche      7.25   3/21/2016    EUR     65.91
DZ Bank AG Deutsche      9.50  12/21/2015    EUR     50.97
DZ Bank AG Deutsche      8.00  12/21/2015    EUR     50.92
DZ Bank AG Deutsche      8.75   3/21/2016    EUR     53.05
DZ Bank AG Deutsche      7.75   3/21/2016    EUR     52.77
Commerzbank AG           8.00   1/21/2016    EUR     69.75
Commerzbank AG          10.50   1/21/2016    EUR     51.92
Commerzbank AG           8.00   1/21/2016    EUR     64.89
Commerzbank AG           2.00    2/3/2016    EUR     44.01
UBS AG/London           11.75  12/28/2015    CHF     72.10
UBS AG/London            9.00  12/28/2015    CHF     55.85
BNP Paribas Emission    13.00  12/24/2015    EUR     72.80
BNP Paribas Emission    10.00   6/23/2016    EUR     72.42
BNP Paribas Emission    13.00  12/24/2015    EUR     51.74
BNP Paribas Emission     5.50   3/24/2016    EUR     63.05
BNP Paribas Emission     7.00   3/24/2016    EUR     60.57
BNP Paribas Emission    11.00   3/24/2016    EUR     54.31
BNP Paribas Emission    14.00   3/24/2016    EUR     51.15
BNP Paribas Emission     6.50   6/23/2016    EUR     63.05
BNP Paribas Emission     8.50   6/23/2016    EUR     58.84
BNP Paribas Emission    10.00   6/23/2016    EUR     57.30
BNP Paribas Emission    11.00   6/23/2016    EUR     55.66
BNP Paribas Emission    14.00   6/23/2016    EUR     53.40
BNP Paribas Emission     5.50  12/22/2016    EUR     64.03
BNP Paribas Emission     7.50  12/22/2016    EUR     61.21
BNP Paribas Emission    10.00  12/22/2016    EUR     57.63
BNP Paribas Emission     9.00  12/24/2015    EUR     74.87
BNP Paribas Emission    10.00  12/24/2015    EUR     73.56
BNP Paribas Emission     9.00   3/24/2016    EUR     74.48
BNP Paribas Emission    10.00   3/24/2016    EUR     72.92
BNP Paribas Emission    12.00   3/24/2016    EUR     71.73
BNP Paribas Emission     8.00   6/23/2016    EUR     74.31
BNP Paribas Emission     9.00   6/23/2016    EUR     73.65
BNP Paribas Emission    10.00   6/23/2016    EUR     72.45
BNP Paribas Emission     7.50  12/24/2015    EUR     74.91
BNP Paribas Emission     9.00  12/24/2015    EUR     72.00
BNP Paribas Emission    11.00  12/24/2015    EUR     69.33
BNP Paribas Emission     8.00   3/24/2016    EUR     73.85
BNP Paribas Emission     9.50   3/24/2016    EUR     71.61
BNP Paribas Emission    13.00   3/24/2016    EUR     65.59
BNP Paribas Emission     8.00   6/23/2016    EUR     74.10
BNP Paribas Emission     6.50  12/24/2015    EUR     73.40
BNP Paribas Emission     8.50  12/24/2015    EUR     69.54
BNP Paribas Emission    10.00  12/24/2015    EUR     67.78
BNP Paribas Emission    11.00  12/24/2015    EUR     66.10
BNP Paribas Emission    12.00  12/24/2015    EUR     64.50
BNP Paribas Emission     5.50   3/24/2016    EUR     74.37
BNP Paribas Emission     7.00   3/24/2016    EUR     72.89
BNP Paribas Emission     7.50   3/24/2016    EUR     71.20
BNP Paribas Emission     7.50   6/23/2016    EUR     72.24
BNP Paribas Emission     9.50   6/23/2016    EUR     70.02
BNP Paribas Emission    10.00   6/23/2016    EUR     68.73
BNP Paribas Emission     7.00  12/22/2016    EUR     72.97
BNP Paribas Emission     7.50  12/22/2016    EUR     72.01
BNP Paribas Emission     8.00   3/24/2016    EUR     69.59
BNP Paribas Emission     9.50   3/24/2016    EUR     68.34
BNP Paribas Emission    10.00   3/24/2016    EUR     66.87
Societe Generale Eff     4.45    1/6/2016    EUR     60.40
Societe Generale Eff     6.23    1/6/2016    EUR     57.14
Societe Generale Eff     7.81    7/1/2016    EUR     60.30
Societe Generale Eff     9.86    7/1/2016    EUR     58.49
Societe Generale Eff     6.93    1/6/2016    EUR     51.89
Societe Generale Eff     8.76    1/6/2016    EUR     49.29
Societe Generale Eff    10.64    7/1/2016    EUR     55.29
Societe Generale Eff    12.56    7/1/2016    EUR     53.36
Societe Generale Eff     3.75    1/6/2016    EUR     73.93
Societe Generale Eff     4.08    1/6/2016    EUR     72.08
Societe Generale Eff     5.32    7/1/2016    EUR     72.87
Societe Generale Eff     7.10    7/1/2016    EUR     69.91
Societe Generale Eff     4.59    1/6/2016    EUR     55.60
Societe Generale Eff     6.37    1/6/2016    EUR     52.95
Societe Generale Eff     7.10    7/1/2016    EUR     56.65
Societe Generale Eff     8.94    7/1/2016    EUR     55.32
Societe Generale Eff     5.06    1/6/2016    EUR     74.59
Societe Generale Eff     8.30    7/1/2016    EUR     73.20
Societe Generale Eff     2.90    1/6/2016    EUR     71.14
Societe Generale Eff     4.59    1/6/2016    EUR     67.45
Societe Generale Eff     5.32    7/1/2016    EUR     70.18
Societe Generale Eff     7.24    7/1/2016    EUR     66.82
Leonteq Securities A    11.80    2/6/2017    USD     54.49
Leonteq Securities A    18.00    2/9/2016    CHF     48.56
Leonteq Securities A     9.00    2/9/2016    EUR     66.19
BNP Paribas Emission     5.00   6/23/2016    EUR     59.11
BNP Paribas Emission     8.00  12/24/2015    EUR     73.94
BNP Paribas Emission     9.50  12/24/2015    EUR     71.08
BNP Paribas Emission    13.00  12/24/2015    EUR     66.00
BNP Paribas Emission     8.50   3/24/2016    EUR     72.84
BNP Paribas Emission    10.00   3/24/2016    EUR     70.68
BNP Paribas Emission    11.00   3/24/2016    EUR     68.54
BNP Paribas Emission     8.50   6/23/2016    EUR     71.34
BNP Paribas Emission    10.00   6/23/2016    EUR     69.76
BNP Paribas Emission    11.00   6/23/2016    EUR     68.04
BNP Paribas Emission    12.00   6/23/2016    EUR     66.46
BNP Paribas Emission     7.50  12/22/2016    EUR     73.91
BNP Paribas Emission     8.00  12/22/2016    EUR     72.23
BNP Paribas Emission    10.00  12/22/2016    EUR     70.21
BNP Paribas Emission     9.00   3/24/2016    EUR     74.08
BNP Paribas Emission     9.00   6/23/2016    EUR     73.98
Deutsche Bank AG         5.00   2/11/2016    EUR     53.56
Vontobel Financial P    10.35    2/8/2016    EUR     67.51
Goldman Sachs & Co W     6.00   2/24/2016    EUR     69.22
Goldman Sachs & Co W     6.00   2/24/2016    EUR     52.49
Goldman Sachs & Co W     6.00   3/23/2016    EUR     52.89
Goldman Sachs & Co W     6.00   6/22/2016    EUR     52.78
Goldman Sachs & Co W     9.00   1/20/2016    EUR     57.25
Goldman Sachs & Co W     6.00   2/24/2016    EUR     63.15
Goldman Sachs & Co W    21.00   2/24/2016    EUR     46.69
Goldman Sachs & Co W    10.00   3/23/2016    EUR     56.49
Goldman Sachs & Co W    10.00   6/22/2016    EUR     57.44
Bank Julius Baer & C     9.80    2/5/2016    EUR     49.25
Deutsche Bank AG         4.20  12/22/2015    EUR     68.10
Deutsche Bank AG         5.20   3/22/2016    EUR     74.50
Deutsche Bank AG         6.20   6/21/2016    EUR     72.30
Deutsche Bank AG         5.20   6/21/2016    EUR     66.80
Deutsche Bank AG         4.20   3/22/2016    EUR     71.50
Commerzbank AG           6.50   1/21/2016    EUR     66.97
Deutsche Bank AG         4.20   6/21/2016    EUR     66.30
Deutsche Bank AG         5.20   6/21/2016    EUR     71.70
Deutsche Bank AG         4.20   3/22/2016    EUR     68.90
Deutsche Bank AG         4.20   3/22/2016    EUR     66.40
Deutsche Bank AG         6.20   6/21/2016    EUR     67.40
Deutsche Bank AG         4.20  12/22/2015    EUR     70.80
Deutsche Bank AG         4.20   6/21/2016    EUR     71.20
Deutsche Bank AG         6.20   3/22/2016    EUR     74.80
Notenstein La Roche      8.00    2/6/2017    EUR     74.19
Credit Suisse AG/Nas     9.00   8/11/2016    USD     73.38
Vontobel Financial P     7.55   2/26/2016    EUR     64.51
Vontobel Financial P     7.65   2/26/2016    EUR     64.42
Bank Julius Baer & C    12.00    2/5/2016    USD     55.45
Deutsche Bank AG         5.20  12/22/2015    EUR     56.40
Deutsche Bank AG         6.20  12/22/2015    EUR     56.40
Deutsche Bank AG         4.20  12/22/2015    EUR     56.30
Deutsche Bank AG         6.20  12/22/2015    EUR     53.90
Deutsche Bank AG         4.20  12/22/2015    EUR     53.80
Deutsche Bank AG         5.20  12/22/2015    EUR     53.80
Deutsche Bank AG         4.20  12/22/2015    EUR     51.50
Deutsche Bank AG         6.20   3/22/2016    EUR     57.70
Deutsche Bank AG         5.20   3/22/2016    EUR     57.40
Deutsche Bank AG         4.20   3/22/2016    EUR     57.10
Deutsche Bank AG         6.20   3/22/2016    EUR     55.20
Deutsche Bank AG         4.20   3/22/2016    EUR     54.60
Deutsche Bank AG         5.20   3/22/2016    EUR     54.90
Deutsche Bank AG         5.20   3/22/2016    EUR     52.60
Deutsche Bank AG         6.20   3/22/2016    EUR     52.90
Deutsche Bank AG         4.20   3/22/2016    EUR     52.30
Deutsche Bank AG         5.20   6/21/2016    EUR     56.40
Deutsche Bank AG         6.20   6/21/2016    EUR     57.00
Deutsche Bank AG         4.20   6/21/2016    EUR     55.90
Deutsche Bank AG         6.20   6/21/2016    EUR     54.70
Deutsche Bank AG         4.20   6/21/2016    EUR     53.60
Deutsche Bank AG         5.20   6/21/2016    EUR     54.10
Deutsche Bank AG         4.20   6/21/2016    EUR     51.40
Deutsche Bank AG         5.20   6/21/2016    EUR     52.00
Deutsche Bank AG         6.20   6/21/2016    EUR     52.50
Deutsche Bank AG         4.20  12/22/2015    EUR     71.30
Deutsche Bank AG         4.20  12/22/2015    EUR     67.60
Deutsche Bank AG         4.20   3/22/2016    EUR     72.00
Deutsche Bank AG         6.20   3/22/2016    EUR     69.00
Deutsche Bank AG         5.20   3/22/2016    EUR     68.70
Deutsche Bank AG         4.20   3/22/2016    EUR     68.40
Deutsche Bank AG         4.20   6/21/2016    EUR     72.10
Deutsche Bank AG         4.20   6/21/2016    EUR     68.60
Deutsche Bank AG         6.20   6/21/2016    EUR     69.70
Deutsche Bank AG         5.20   6/21/2016    EUR     69.20
DZ Bank AG Deutsche      7.00  12/28/2015    EUR     74.59
Vontobel Financial P     5.00   1/22/2016    EUR     49.77
Goldman Sachs & Co W    23.00  12/23/2015    EUR     50.10
Goldman Sachs & Co W     6.00   1/20/2016    EUR     68.78
Goldman Sachs & Co W     6.00   6/22/2016    EUR     67.87
Goldman Sachs & Co W    21.00   1/20/2016    EUR     51.67
Goldman Sachs & Co W     8.00   6/22/2016    EUR     64.55
Goldman Sachs & Co W    17.00   6/22/2016    EUR     56.24
Deutsche Bank AG         8.20   3/22/2016    EUR     73.20
Deutsche Bank AG         8.20   6/22/2016    EUR     74.30
Deutsche Bank AG         8.20  12/22/2015    EUR     71.50
Deutsche Bank AG         8.20  12/20/2016    EUR     67.90
Deutsche Bank AG         8.20  12/22/2015    EUR     44.10
Deutsche Bank AG         8.20   3/22/2016    EUR     65.40
Deutsche Bank AG         8.20   3/22/2016    EUR     46.10
Deutsche Bank AG         8.20  12/20/2016    EUR     50.40
Deutsche Bank AG         8.20  12/22/2015    EUR     63.50
Deutsche Bank AG         8.20   6/22/2016    EUR     46.50
Deutsche Bank AG         8.20   6/22/2016    EUR     64.10
HSBC Trinkaus & Burk     6.50  12/28/2015    EUR     47.63
HSBC Trinkaus & Burk    16.00  12/28/2015    EUR     53.03
HSBC Trinkaus & Burk     7.10   3/25/2016    EUR     63.16
HSBC Trinkaus & Burk    15.40  12/28/2015    EUR     63.95
DZ Bank AG Deutsche      9.50  12/28/2015    EUR     45.27
DZ Bank AG Deutsche      8.75   6/24/2016    EUR     48.17
DZ Bank AG Deutsche      8.75   6/24/2016    EUR     64.41
DZ Bank AG Deutsche     10.50   6/24/2016    EUR     68.92
Zurcher Kantonalbank    10.50    1/7/2016    EUR     73.46
DZ Bank AG Deutsche      6.30  12/21/2015    EUR     72.71
DZ Bank AG Deutsche      7.00  12/21/2015    EUR     71.22
DZ Bank AG Deutsche      7.90  12/21/2015    EUR     69.75
DZ Bank AG Deutsche      5.40   3/21/2016    EUR     73.69
DZ Bank AG Deutsche      5.90   3/21/2016    EUR     72.40
DZ Bank AG Deutsche      7.00  12/28/2015    EUR     51.11
DZ Bank AG Deutsche     11.25  12/28/2015    EUR     46.63
DZ Bank AG Deutsche      5.00  12/28/2015    EUR     71.07
DZ Bank AG Deutsche      8.25  12/28/2015    EUR     65.93
DZ Bank AG Deutsche      6.50   3/29/2016    EUR     67.37
Commerzbank AG           6.00  12/24/2015    EUR     72.50
Commerzbank AG           9.00  12/24/2015    EUR     67.08
Commerzbank AG          10.00  12/24/2015    EUR     65.46
Commerzbank AG           4.75  12/24/2015    EUR     55.73
Commerzbank AG           5.50  12/24/2015    EUR     54.11
Commerzbank AG           8.25  12/24/2015    EUR     49.87
Commerzbank AG          10.25  12/24/2015    EUR     47.43
Commerzbank AG          11.25  12/24/2015    EUR     46.28
Vontobel Financial P     8.65  12/28/2015    EUR     68.39
Vontobel Financial P     6.00   1/22/2016    EUR     52.53
DZ Bank AG Deutsche      6.25  12/21/2015    EUR     64.71
DZ Bank AG Deutsche      6.50   3/21/2016    EUR     66.24
DZ Bank AG Deutsche      6.00   3/21/2016    EUR     66.10
Commerzbank AG           9.50  12/24/2015    EUR     48.43
UniCredit Bank AG        4.28   1/20/2016    EUR     68.91
Deutsche Bank AG         5.20   2/23/2016    EUR     68.90
Deutsche Bank AG         5.20   1/19/2016    EUR     71.20
Deutsche Bank AG         5.20   1/19/2016    EUR     68.50
Deutsche Bank AG         4.20   2/23/2016    EUR     66.20
Deutsche Bank AG         5.20   2/23/2016    EUR     64.10
Deutsche Bank AG         5.20   1/19/2016    EUR     51.90
Deutsche Bank AG         4.20   1/19/2016    EUR     51.80
Deutsche Bank AG         5.20   1/19/2016    EUR     49.70
Deutsche Bank AG         4.20   1/19/2016    EUR     49.60
Deutsche Bank AG         4.20   1/19/2016    EUR     47.70
Deutsche Bank AG         5.20   1/19/2016    EUR     47.80
Deutsche Bank AG         5.20   1/19/2016    EUR     46.00
Deutsche Bank AG         4.20   1/19/2016    EUR     45.80
Deutsche Bank AG         5.20   2/23/2016    EUR     52.30
Deutsche Bank AG         4.20   2/23/2016    EUR     52.10
Deutsche Bank AG         5.20   2/23/2016    EUR     50.20
Deutsche Bank AG         4.20   2/23/2016    EUR     50.00
Deutsche Bank AG         4.20   2/23/2016    EUR     48.00
Deutsche Bank AG         5.20   2/23/2016    EUR     48.20
Deutsche Bank AG         5.20   2/23/2016    EUR     46.40
Deutsche Bank AG         4.20   2/23/2016    EUR     46.20
Deutsche Bank AG         5.20   1/19/2016    EUR     71.70
Deutsche Bank AG         4.20   1/19/2016    EUR     71.60
Deutsche Bank AG         4.20   2/23/2016    EUR     71.80
Deutsche Bank AG         5.20   2/23/2016    EUR     72.00
Deutsche Bank AG         7.20   1/19/2016    EUR     71.50
Deutsche Bank AG         6.20   1/19/2016    EUR     71.30
Deutsche Bank AG         6.20   1/19/2016    EUR     68.60
Deutsche Bank AG         7.20   1/19/2016    EUR     68.80
Deutsche Bank AG         6.20   1/19/2016    EUR     66.10
Deutsche Bank AG         7.20   1/19/2016    EUR     66.30
Deutsche Bank AG         7.20   1/19/2016    EUR     63.90
Deutsche Bank AG         6.20   1/19/2016    EUR     63.80
Deutsche Bank AG         6.20   2/23/2016    EUR     71.70
Deutsche Bank AG         7.20   2/23/2016    EUR     72.00
Deutsche Bank AG         6.20   2/23/2016    EUR     69.10
Deutsche Bank AG         7.20   2/23/2016    EUR     69.30
Deutsche Bank AG         6.20   2/23/2016    EUR     66.60
Deutsche Bank AG         7.20   2/23/2016    EUR     66.90
Deutsche Bank AG         6.20   2/23/2016    EUR     64.30
Deutsche Bank AG         7.20   2/23/2016    EUR     64.60
Deutsche Bank AG         6.20   1/19/2016    EUR     49.90
Deutsche Bank AG         7.20   1/19/2016    EUR     50.00
Deutsche Bank AG         7.20   1/19/2016    EUR     48.00
Deutsche Bank AG         6.20   1/19/2016    EUR     47.90
Deutsche Bank AG         6.20   1/19/2016    EUR     46.10
Deutsche Bank AG         7.20   1/19/2016    EUR     46.20
Deutsche Bank AG         7.20   2/23/2016    EUR     50.60
Deutsche Bank AG         6.20   2/23/2016    EUR     50.40
Deutsche Bank AG         7.20   2/23/2016    EUR     48.70
Deutsche Bank AG         6.20   2/23/2016    EUR     48.50
Deutsche Bank AG         7.20   2/23/2016    EUR     46.90
Deutsche Bank AG         6.20   2/23/2016    EUR     46.70
Deutsche Bank AG         7.20   1/19/2016    EUR     71.90
Deutsche Bank AG         6.20   1/19/2016    EUR     71.80
Deutsche Bank AG         7.20   2/23/2016    EUR     72.50
Deutsche Bank AG         6.20   2/23/2016    EUR     72.20
Deutsche Bank AG         7.20  12/22/2015    EUR     71.00
Deutsche Bank AG         7.20   3/22/2016    EUR     72.40
Deutsche Bank AG         7.20   3/22/2016    EUR     69.80
Deutsche Bank AG         7.20   3/22/2016    EUR     67.30
Deutsche Bank AG         7.20   3/22/2016    EUR     51.10
Deutsche Bank AG         6.20   3/22/2016    EUR     50.80
Deutsche Bank AG         7.20   3/22/2016    EUR     49.20
Deutsche Bank AG         7.20   3/22/2016    EUR     47.40
Deutsche Bank AG         4.20   2/23/2016    EUR     74.10
Deutsche Bank AG         4.20   2/23/2016    EUR     71.30
Goldman Sachs & Co W     5.00   1/20/2016    EUR     63.76
Goldman Sachs & Co W     6.00   1/20/2016    EUR     63.88
Goldman Sachs & Co W     8.00   1/20/2016    EUR     64.12
Goldman Sachs & Co W    10.00   1/20/2016    EUR     64.35
Goldman Sachs & Co W    12.00   1/20/2016    EUR     64.59
Goldman Sachs & Co W    11.00   3/23/2016    EUR     66.26
Goldman Sachs & Co W     5.00   6/22/2016    EUR     62.61
Goldman Sachs & Co W     8.00   6/22/2016    EUR     64.23
Goldman Sachs & Co W    10.00   6/22/2016    EUR     65.31
Goldman Sachs & Co W    10.00   6/22/2016    EUR     65.31
Deutsche Bank AG         5.20   2/23/2016    EUR     71.50
Goldman Sachs & Co W     6.00   1/20/2016    EUR     46.07
Goldman Sachs & Co W     7.00   1/20/2016    EUR     46.19
Goldman Sachs & Co W    10.00   1/20/2016    EUR     46.54
Goldman Sachs & Co W    12.00   1/20/2016    EUR     46.78
Goldman Sachs & Co W    12.00   1/20/2016    EUR     46.78
Goldman Sachs & Co W    11.00   3/23/2016    EUR     48.51
Goldman Sachs & Co W    11.00   3/23/2016    EUR     48.51
Goldman Sachs & Co W     6.00   6/22/2016    EUR     47.21
Goldman Sachs & Co W     7.00   6/22/2016    EUR     47.75
Goldman Sachs & Co W    10.00   6/22/2016    EUR     49.36
Goldman Sachs & Co W    10.00   6/22/2016    EUR     49.36
Goldman Sachs & Co W    10.00   6/22/2016    EUR     49.36
Goldman Sachs & Co W    11.00   6/22/2016    EUR     49.90
Goldman Sachs & Co W    11.00   6/22/2016    EUR     49.90
Goldman Sachs & Co W    11.00   1/20/2016    EUR     72.21
Goldman Sachs & Co W    11.00   1/20/2016    EUR     72.21
Goldman Sachs & Co W    10.00   6/22/2016    EUR     74.96
Goldman Sachs & Co W    10.00   6/22/2016    EUR     74.96
Deutsche Bank AG         4.20   1/19/2016    EUR     71.10
Deutsche Bank AG         5.20   1/19/2016    EUR     74.10
Deutsche Bank AG         4.20   1/19/2016    EUR     68.40
Deutsche Bank AG         4.20   1/19/2016    EUR     65.90
Deutsche Bank AG         5.20   1/19/2016    EUR     63.70
Deutsche Bank AG         5.20   1/19/2016    EUR     66.00
Deutsche Bank AG         4.20   1/19/2016    EUR     63.60
Deutsche Bank AG         4.20   2/23/2016    EUR     63.90
Deutsche Bank AG         5.20   2/23/2016    EUR     74.30
Deutsche Bank AG         4.20   1/19/2016    EUR     74.00
Deutsche Bank AG         5.20   2/23/2016    EUR     66.40
Deutsche Bank AG         4.20   2/23/2016    EUR     68.70
Goldman Sachs & Co W     7.00   1/20/2016    EUR     74.51
Goldman Sachs & Co W    15.00   1/20/2016    EUR     60.79
Goldman Sachs & Co W     9.00   1/20/2016    EUR     69.13
Goldman Sachs & Co W    18.00   1/20/2016    EUR     57.46
Goldman Sachs & Co W    10.00   6/22/2016    EUR     65.63
Goldman Sachs & Co W    15.00   6/22/2016    EUR     60.97
Goldman Sachs & Co W    23.00  12/23/2015    EUR     37.82
Goldman Sachs & Co W    19.00  12/23/2015    EUR     40.11
Goldman Sachs & Co W     6.00   1/20/2016    EUR     54.35
Goldman Sachs & Co W    10.00   1/20/2016    EUR     48.41
Goldman Sachs & Co W    15.00   1/20/2016    EUR     43.94
Goldman Sachs & Co W    18.00   1/20/2016    EUR     41.49
Goldman Sachs & Co W    19.00   3/23/2016    EUR     42.50
Goldman Sachs & Co W    22.00   1/20/2016    EUR     39.50
Goldman Sachs & Co W     6.00   6/22/2016    EUR     57.63
Goldman Sachs & Co W     7.00   6/22/2016    EUR     55.82
Goldman Sachs & Co W     8.00   6/22/2016    EUR     52.17
Goldman Sachs & Co W    10.00   6/22/2016    EUR     51.39
Goldman Sachs & Co W    18.00   6/22/2016    EUR     45.77
Goldman Sachs & Co W    15.00   6/22/2016    EUR     46.53
Landesbank Hessen-Th     3.20   3/23/2016    EUR     73.60
Notenstein La Roche      8.50   1/16/2017    EUR     58.74
DZ Bank AG Deutsche      6.20  12/21/2015    EUR     71.81
DZ Bank AG Deutsche      5.50   3/21/2016    EUR     72.80
DZ Bank AG Deutsche      5.30  12/21/2015    EUR     67.62
DZ Bank AG Deutsche      5.90  12/21/2015    EUR     66.13
DZ Bank AG Deutsche      5.60   3/21/2016    EUR     67.41
Vontobel Financial P     5.65   3/11/2016    EUR     51.06
Vontobel Financial P     7.35   3/11/2016    EUR     48.62
Vontobel Financial P     8.15  12/11/2015    EUR     48.50
Vontobel Financial P     6.00  12/11/2015    EUR     51.54
Vontobel Financial P     7.75   6/10/2016    EUR     66.75
Vontobel Financial P     5.70   6/10/2016    EUR     70.25
Vontobel Financial P     3.90   6/10/2016    EUR     74.37
Vontobel Financial P     4.50  12/11/2015    EUR     55.34
Vontobel Financial P     4.60   3/11/2016    EUR     54.60
Vontobel Financial P     6.80   3/11/2016    EUR     50.76
Vontobel Financial P     5.20   6/10/2016    EUR     54.48
Vontobel Financial P     7.15   6/10/2016    EUR     51.26
Vontobel Financial P    10.00   1/15/2016    EUR     66.60
Commerzbank AG           5.00  12/24/2015    EUR     65.18
DZ Bank AG Deutsche      6.00  12/28/2015    EUR     70.64
DZ Bank AG Deutsche      5.50   3/29/2016    EUR     71.67
UBS AG/London            6.10   1/20/2016    EUR     71.36
UBS AG/London            3.30   8/24/2016    EUR     58.88
UBS AG/London           11.00   1/20/2016    EUR     46.02
UBS AG/London            3.10   1/20/2016    EUR     59.81
Commerzbank AG           8.25  12/24/2015    EUR     43.61
UniCredit Bank AG        4.80   3/24/2016    EUR     74.42
UniCredit Bank AG        4.80   3/24/2016    EUR     64.47
Commerzbank AG           5.25  12/24/2015    EUR     69.04
Commerzbank AG           7.25  12/24/2015    EUR     65.47
Commerzbank AG           9.50  12/24/2015    EUR     62.33
UniCredit Bank AG        4.10   3/24/2016    EUR     71.57
Commerzbank AG           5.00  12/24/2015    EUR     54.14
Commerzbank AG          11.00  12/24/2015    EUR     46.31
Commerzbank AG           7.50  12/24/2015    EUR     71.31
Vontobel Financial P     6.85    7/1/2016    EUR     71.04
UniCredit Bank AG        5.00   3/24/2016    EUR     63.45
UniCredit Bank AG        4.20   3/24/2016    EUR     70.29
UniCredit Bank AG        4.50   3/24/2016    EUR     71.90
UniCredit Bank AG        4.60   3/24/2016    EUR     48.50
UniCredit Bank AG        4.30   3/24/2016    EUR     49.86
UniCredit Bank AG        5.00   3/24/2016    EUR     70.22
UniCredit Bank AG        4.25   3/24/2016    EUR     73.74
UniCredit Bank AG        4.20   3/24/2016    EUR     74.12
UniCredit Bank AG        4.40   3/24/2016    EUR     49.40
UniCredit Bank AG        4.25   3/24/2016    EUR     50.34
UniCredit Bank AG        4.15   3/24/2016    EUR     74.49
UniCredit Bank AG        4.70   3/24/2016    EUR     71.22
UniCredit Bank AG        4.10   3/24/2016    EUR     74.88
UniCredit Bank AG        4.80   3/24/2016    EUR     47.65
UniCredit Bank AG        4.30   3/24/2016    EUR     73.37
UniCredit Bank AG        4.90   3/24/2016    EUR     47.23
UniCredit Bank AG        4.50   3/24/2016    EUR     48.93
UniCredit Bank AG        4.00   3/24/2016    EUR     52.91
UniCredit Bank AG        5.00   3/24/2016    EUR     46.81
UniCredit Bank AG        4.15   3/24/2016    EUR     51.32
UniCredit Bank AG        4.05   3/24/2016    EUR     52.38
UniCredit Bank AG        4.90   3/24/2016    EUR     70.55
UniCredit Bank AG        4.80   3/24/2016    EUR     70.89
UniCredit Bank AG        4.35   3/24/2016    EUR     73.00
UniCredit Bank AG        4.70   3/24/2016    EUR     48.07
UniCredit Bank AG        4.20   3/24/2016    EUR     50.84
UniCredit Bank AG        4.40   3/24/2016    EUR     72.63
UniCredit Bank AG        4.60   3/24/2016    EUR     71.56
UniCredit Bank AG        4.45   3/24/2016    EUR     72.27
UniCredit Bank AG        4.10   3/24/2016    EUR     51.86
UniCredit Bank AG        4.60   3/24/2016    EUR     65.54
UniCredit Bank AG        4.90   3/24/2016    EUR     73.01
UniCredit Bank AG        4.50   3/24/2016    EUR     66.67
UniCredit Bank AG        4.00   3/24/2016    EUR     72.89
UniCredit Bank AG        4.25   3/24/2016    EUR     69.02
UniCredit Bank AG        4.40   3/24/2016    EUR     67.83
Bank Julius Baer & C     6.80    1/6/2016    EUR     44.45
Vontobel Financial P    11.35  12/28/2015    EUR     44.83
Vontobel Financial P    12.45  12/28/2015    EUR     72.18
UBS AG/London           16.50   3/29/2016    EUR     73.35
UBS AG/London            4.25  12/29/2015    EUR     57.15
UBS AG/London            4.25   3/29/2016    EUR     57.92
UBS AG/London           12.50   6/24/2016    EUR     46.85
UBS AG/London           14.75   6/24/2016    EUR     74.52
UBS AG/London            5.25   6/24/2016    EUR     55.45
UBS AG/London            4.25   6/24/2016    EUR     58.30
UBS AG/London           15.50   6/24/2016    EUR     72.21
UBS AG/London            6.75   3/29/2016    EUR     51.13
DekaBank Deutsche Gi     3.00  12/17/2018    EUR     73.54
DZ Bank AG Deutsche      8.25  12/28/2015    EUR     74.46
DZ Bank AG Deutsche     10.00  12/28/2015    EUR     73.18
Zurcher Kantonalbank     7.30    5/6/2016    USD     58.52
HSBC Trinkaus & Burk     7.30   3/25/2016    EUR     51.14
HSBC Trinkaus & Burk     6.30   3/25/2016    EUR     52.97
HSBC Trinkaus & Burk     6.10   3/25/2016    EUR     66.81
HSBC Trinkaus & Burk     5.90   3/25/2016    EUR     73.44
DZ Bank AG Deutsche      5.50   3/29/2016    EUR     54.65
BNP Paribas Emission    10.00   3/24/2016    EUR     65.87
BNP Paribas Emission     8.00   6/23/2016    EUR     68.69
BNP Paribas Emission     7.00   9/22/2016    EUR     69.70
BNP Paribas Emission     5.50   3/24/2016    EUR     71.86
BNP Paribas Emission     7.00   3/24/2016    EUR     69.71
Leonteq Securities A    12.40    5/6/2016    CHF     40.42
BNP Paribas Emission     6.00   3/24/2016    EUR     71.16
BNP Paribas Emission     5.00   6/23/2016    EUR     73.97
BNP Paribas Emission    10.00   6/23/2016    EUR     65.12
BNP Paribas Emission     6.00  12/24/2015    EUR     59.13
BNP Paribas Emission     9.00  12/24/2015    EUR     53.90
BNP Paribas Emission     9.50   6/23/2016    EUR     54.86
BNP Paribas Emission     8.00   9/22/2016    EUR     57.97
BNP Paribas Emission     8.50  12/22/2016    EUR     57.99
BNP Paribas Emission     5.00  12/24/2015    EUR     64.22
Vontobel Financial P     6.50   5/27/2016    EUR     58.40
HSBC Trinkaus & Burk    10.40   2/26/2016    EUR     47.03
LBBW                     3.00   6/28/2019    EUR     71.14
Vontobel Financial P    14.35  12/28/2015    EUR     45.00
Societe Generale Eff     2.39  12/29/2015    EUR     74.35
Societe Generale Eff     4.51    1/6/2016    EUR     71.69
Societe Generale Eff     3.44   3/29/2016    EUR     74.80
Societe Generale Eff     5.05   3/29/2016    EUR     71.48
Goldman Sachs & Co W     8.00   5/25/2016    EUR     58.11
Goldman Sachs & Co W    22.00   5/25/2016    EUR     70.37
WGZ-Bank AG Westdeut     6.00   6/29/2016    EUR     64.02
Societe Generale Eff     5.57   6/24/2016    EUR     72.42
WGZ-Bank AG Westdeut     4.25   6/29/2016    EUR     61.03
Societe Generale Eff     7.17  10/10/2016    EUR     74.27
DZ Bank AG Deutsche      5.25   6/24/2016    EUR     51.45
Notenstein La Roche      4.00    5/8/2018    CHF     64.36
Commerzbank AG           6.76   6/22/2017    EUR     65.29
Vontobel Financial P     6.05  12/18/2015    EUR     68.08
Vontobel Financial P     5.40   12/9/2016    EUR     69.42
LBBW                     4.00   1/22/2016    EUR     56.65
LBBW                     5.00   1/22/2016    EUR     55.23
Societe Generale Eff     2.47  12/29/2015    EUR     74.65
LBBW                     5.00   1/22/2016    EUR     67.43
Societe Generale Eff     5.44    1/6/2016    EUR     55.89
Societe Generale Eff     4.21   3/29/2016    EUR     59.19
Societe Generale Eff     5.06    4/7/2016    EUR     60.07
Societe Generale Eff     6.51   6/24/2016    EUR     58.60
Vontobel Financial P     6.85    9/9/2016    EUR     65.33
Vontobel Financial P     5.15   12/9/2016    EUR     61.34
LBBW                     4.50  10/28/2016    EUR     55.55
Vontobel Financial P     5.25   6/17/2016    EUR     66.92
LBBW                     4.50  10/28/2016    EUR     68.46
Vontobel Financial P     8.40    9/9/2016    EUR     58.03
Vontobel Financial P     9.90   6/10/2016    EUR     72.14
LBBW                     3.00  10/28/2016    EUR     63.11
LBBW                     3.00  10/28/2016    EUR     71.17
LBBW                     5.00  10/28/2016    EUR     57.05
Vontobel Financial P     6.55    9/9/2016    EUR     63.07
Vontobel Financial P     4.00  12/12/2016    EUR     66.80
LBBW                     2.50  10/28/2016    EUR     68.41
LBBW                     4.50  10/28/2016    EUR     63.96
Societe Generale Eff     2.61  12/29/2015    EUR     63.25
Societe Generale Eff     3.59   3/29/2016    EUR     64.13
Societe Generale Eff     5.89    4/7/2016    EUR     62.14
Societe Generale Eff     6.97   6/24/2016    EUR     61.70
Societe Generale Eff     7.74    7/7/2016    EUR     63.30
Societe Generale Eff     8.67  10/10/2016    EUR     64.42
Vontobel Financial P     9.40   4/22/2016    EUR     52.42
Vontobel Financial P     5.00   4/22/2016    EUR     59.95
DZ Bank AG Deutsche      4.75   3/21/2016    EUR     52.50
DZ Bank AG Deutsche      5.75  12/28/2015    EUR     40.24
Deutsche Bank AG        11.20   6/21/2016    EUR     65.80
Deutsche Bank AG        11.20   9/20/2016    EUR     64.60
Deutsche Bank AG         9.20   9/20/2016    EUR     64.90
Deutsche Bank AG         8.20   9/20/2016    EUR     62.20
BNP Paribas Emission     8.00  12/24/2015    EUR     71.80
DZ Bank AG Deutsche      9.00  12/28/2015    EUR     51.65
BNP Paribas Emission     8.00   3/24/2016    EUR     73.14
BNP Paribas Emission     8.00   6/23/2016    EUR     74.41
Deutsche Bank AG         9.20   3/22/2016    EUR     63.50
DZ Bank AG Deutsche      5.10   3/21/2016    EUR     73.35
Deutsche Bank AG         9.20   6/21/2016    EUR     62.70
DZ Bank AG Deutsche      4.60   9/19/2016    EUR     65.32
Deutsche Bank AG         8.20   9/20/2016    EUR     64.10
BNP Paribas Emission    10.00  12/24/2015    EUR     73.67
Deutsche Bank AG         9.20   9/20/2016    EUR     54.30
Deutsche Bank AG         8.20   9/20/2016    EUR     51.70
BNP Paribas Emission     4.00   6/23/2016    EUR     62.14
BNP Paribas Emission     9.00   6/23/2016    EUR     64.59
BNP Paribas Emission     3.25  11/24/2017    EUR     67.40
BNP Paribas Emission     3.00   6/23/2016    EUR     61.40
Vontobel Financial P     7.05    1/5/2016    EUR     61.43
Deutsche Bank AG         9.20   6/21/2016    EUR     74.60
Landesbank Hessen-Th     8.90   10/6/2020    EUR     61.44
Deutsche Bank AG         8.20   3/22/2016    EUR     73.50
Deutsche Bank AG        11.20   9/20/2016    EUR     55.90
Vontobel Financial P    10.35  12/11/2015    EUR     48.58
Deutsche Bank AG         8.20   3/22/2016    EUR     55.70
Deutsche Bank AG        11.20   9/20/2016    EUR     63.90
Deutsche Bank AG         8.20   6/21/2016    EUR     57.30
Deutsche Bank AG         9.20   3/22/2016    EUR     58.40
Deutsche Bank AG        11.20   6/21/2016    EUR     61.20
Deutsche Bank AG        11.20   3/22/2016    EUR     59.00
HSBC Trinkaus & Burk    10.40   9/23/2016    EUR     52.48
HSBC Trinkaus & Burk    10.20   2/26/2016    EUR     49.81
BNP Paribas Emission     6.00  12/24/2015    EUR     49.23
BNP Paribas Emission     7.00  12/24/2015    EUR     49.27
BNP Paribas Emission     4.00   6/23/2016    EUR     49.66
BNP Paribas Emission    10.00   6/23/2016    EUR     52.88
BNP Paribas Emission     6.00  12/24/2015    EUR     80.78
HSBC Trinkaus & Burk     7.90  12/23/2016    EUR     68.08
HSBC Trinkaus & Burk     8.50   5/27/2016    EUR     66.94
BNP Paribas Emission     6.00   6/23/2016    EUR     81.64
UniCredit Bank AG        4.00   6/24/2016    EUR     53.79
HSBC Trinkaus & Burk    11.40   6/24/2016    EUR     52.15
HSBC Trinkaus & Burk    11.40   9/23/2016    EUR     53.07
HSBC Trinkaus & Burk     6.30   9/23/2016    EUR     56.74
HSBC Trinkaus & Burk     6.90  12/23/2016    EUR     56.52
HSBC Trinkaus & Burk     8.40   5/27/2016    EUR     53.84
UniCredit Bank AG        4.00   6/24/2016    EUR     54.91
Vontobel Financial P     3.15    9/9/2016    EUR     73.84
HSBC Trinkaus & Burk     9.30   9/23/2016    EUR     62.64
HSBC Trinkaus & Burk    12.80   2/26/2016    EUR     73.55
Goldman Sachs & Co W    12.00   1/20/2016    EUR     74.90
Goldman Sachs & Co W    21.00   3/23/2016    EUR     67.97
HSBC Trinkaus & Burk    13.20   3/25/2016    EUR     59.94
Goldman Sachs & Co W    17.00   6/22/2016    EUR     68.42
HSBC Trinkaus & Burk    10.90   3/25/2016    EUR     59.12
UBS AG                   3.60   12/9/2016    EUR     67.63
UBS AG                   3.70   6/10/2016    EUR     64.36
UBS AG                   2.30  12/11/2015    EUR     69.08
WGZ-Bank AG Westdeut     5.00  12/17/2015    EUR     70.09
Vontobel Financial P     4.25   3/11/2016    EUR     50.70
Vontobel Financial P    10.55   3/11/2016    EUR     44.60
Vontobel Financial P     6.35   6/10/2016    EUR     49.69
UniCredit Bank AG        6.00   6/23/2016    EUR     63.14
UniCredit Bank AG        4.50   6/23/2016    EUR     59.65
UniCredit Bank AG        4.50   6/23/2016    EUR     64.29
UniCredit Bank AG        4.30   6/23/2016    EUR     65.36
Vontobel Financial P     9.00    9/9/2016    EUR     62.97
UniCredit Bank AG        4.90   6/23/2016    EUR     57.29
UniCredit Bank AG        4.50   6/23/2016    EUR     67.87
UniCredit Bank AG        4.60   6/23/2016    EUR     59.02
DZ Bank AG Deutsche      5.60   6/20/2016    EUR     67.24
UniCredit Bank AG        4.35   6/23/2016    EUR     65.05
UniCredit Bank AG        4.00   6/23/2016    EUR     67.01
DZ Bank AG Deutsche      6.90   3/21/2016    EUR     56.87
DZ Bank AG Deutsche      6.70   6/20/2016    EUR     58.08
UBS AG/London           10.00    6/3/2016    CHF     72.47
LBBW                     4.50   6/23/2017    EUR     51.63
Vontobel Financial P     5.40  12/18/2015    EUR     58.26
Vontobel Financial P     4.35   6/17/2016    EUR     62.63
Vontobel Financial P     9.20   3/29/2016    EUR     56.12
Vontobel Financial P     9.00   6/24/2016    EUR     57.82
LBBW                     3.50   6/23/2017    EUR     69.01
EFG International Fi     7.19    5/6/2019    EUR     50.39
LBBW                     2.50   2/26/2016    EUR     60.02
LBBW                     3.50   2/26/2016    EUR     58.51
Vontobel Financial P     5.00   6/10/2016    EUR     60.19
LBBW                     6.00   2/26/2016    EUR     74.21
LBBW                     2.50   6/23/2017    EUR     62.93
Vontobel Financial P    11.40   3/11/2016    EUR     52.12
Vontobel Financial P     4.40   3/11/2016    EUR     59.26
Vontobel Financial P    11.15  12/11/2015    EUR     51.24
Vontobel Financial P    16.90  12/11/2015    EUR     47.50
Vontobel Financial P     8.60  12/11/2015    EUR     53.37
Vontobel Financial P     4.50  12/11/2015    EUR     58.17
LBBW                     6.00   6/23/2017    EUR     64.29
Vontobel Financial P    11.65  12/11/2015    EUR     74.35
Leonteq Securities A    16.40   9/15/2016    CHF     67.01
Bank Julius Baer & C     3.70   5/13/2016    CHF     65.95
Vontobel Financial P    11.35   3/11/2016    EUR     73.94
UniCredit Bank AG        4.00  12/22/2016    EUR     60.52
UniCredit Bank AG        4.00  12/22/2016    EUR     58.02
UniCredit Bank AG        4.00  12/22/2016    EUR     61.11
UniCredit Bank AG        4.00  12/22/2016    EUR     55.61
Vontobel Financial P     5.40   6/10/2016    EUR     59.56
Vontobel Financial P     3.70   6/10/2016    EUR     62.09
Vontobel Financial P     3.10   3/11/2016    EUR     62.15
Vontobel Financial P     7.25   3/11/2016    EUR     56.41
Vontobel Financial P     8.30   3/11/2016    EUR     55.50
DZ Bank AG Deutsche      9.75  12/28/2015    EUR     73.72
Vontobel Financial P     8.25   6/10/2016    EUR     69.21
DZ Bank AG Deutsche      8.25  12/28/2015    EUR     69.72
Vontobel Financial P     7.80   3/11/2016    EUR     67.35
Commerzbank AG           8.50   5/26/2016    EUR     67.62
Commerzbank AG           6.50   5/26/2016    EUR     67.97
Commerzbank AG           8.00   5/26/2016    EUR     46.34
Vontobel Financial P     5.90    9/9/2016    EUR     59.62
DekaBank Deutsche Gi     3.00   4/30/2019    EUR     69.29
Commerzbank AG           7.75   5/26/2016    EUR     67.90
Commerzbank AG          11.50   5/26/2016    EUR     63.30
Vontobel Financial P     5.80   6/10/2016    EUR     53.58
DZ Bank AG Deutsche      7.25   6/20/2016    EUR     61.08
Commerzbank AG          12.75   5/26/2016    EUR     74.66
DZ Bank AG Deutsche      5.25   3/21/2016    EUR     61.53
Commerzbank AG           8.00   5/26/2016    EUR     53.43
Goldman Sachs & Co W     7.00   2/24/2016    EUR     54.69
Vontobel Financial P     6.50   6/10/2016    EUR     53.93
DZ Bank AG Deutsche      7.25  12/21/2015    EUR     57.68
Goldman Sachs & Co W    10.00   3/23/2016    EUR     56.08
Commerzbank AG           5.25   5/26/2016    EUR     74.18
Commerzbank AG           5.00   5/26/2016    EUR     62.19
Commerzbank AG           6.50   5/26/2016    EUR     60.46
Commerzbank AG           8.00   5/26/2016    EUR     58.89
Commerzbank AG           9.75   5/26/2016    EUR     57.57
Commerzbank AG           5.00   5/26/2016    EUR     64.92
Commerzbank AG           5.75   5/26/2016    EUR     63.98
Commerzbank AG           6.50   5/26/2016    EUR     63.05
Commerzbank AG           4.25   5/26/2016    EUR     68.68
Commerzbank AG           6.25   5/26/2016    EUR     66.16
UBS AG                   4.40   2/12/2016    EUR     66.95
Vontobel Financial P    13.90  12/23/2016    EUR     73.17
Vontobel Financial P     7.50   4/22/2016    EUR     73.87
Credit Suisse AG/Nas     6.38   6/12/2017    EUR     64.67
Banque Cantonale Vau     6.70    6/8/2016    EUR     61.43
Zurcher Kantonalbank     7.12   4/15/2016    EUR     64.79
Credit Suisse AG/Nas     6.25  10/17/2016    EUR     54.54
HSBC Trinkaus & Burk    14.30   6/24/2016    EUR     44.19
HSBC Trinkaus & Burk    12.20   6/24/2016    EUR     44.96
HSBC Trinkaus & Burk    12.50   9/23/2016    EUR     46.28
HSBC Trinkaus & Burk    14.00   1/22/2016    EUR     68.25
HSBC Trinkaus & Burk    11.50   5/27/2016    EUR     71.27
DZ Bank AG Deutsche      5.25   3/29/2016    EUR     66.64
UniCredit Bank AG        5.10   6/23/2016    EUR     60.79
Landesbank Hessen-Th     4.00    8/5/2016    EUR     65.90
UniCredit Bank AG        4.40   6/23/2016    EUR     70.90
UniCredit Bank AG        4.90   6/23/2016    EUR     61.69
Vontobel Financial P    10.45  12/28/2015    EUR     68.49
UniCredit Bank AG        5.40   6/23/2016    EUR     59.44
UniCredit Bank AG        4.70   6/23/2016    EUR     62.70
Leonteq Securities A    12.00   7/20/2016    CHF     39.13
UniCredit Bank AG        5.45   6/23/2016    EUR     59.22
UniCredit Bank AG        4.65   6/23/2016    EUR     62.95
Leonteq Securities A    10.00   1/20/2016    USD     70.45
DZ Bank AG Deutsche      6.75   6/24/2016    EUR     63.32
Vontobel Financial P    13.75  12/28/2015    EUR     47.57
Vontobel Financial P    11.40   3/29/2016    EUR     50.25
DZ Bank AG Deutsche      6.10   9/19/2016    EUR     65.30
DZ Bank AG Deutsche      4.90   6/20/2016    EUR     74.03
Zurcher Kantonalbank     6.50   4/10/2018    CHF     65.59
Vontobel Financial P     9.30  12/28/2015    EUR     59.33
Vontobel Financial P     9.00   3/29/2016    EUR     62.23
Deutsche Bank AG         6.20  12/22/2015    EUR     61.70
Deutsche Bank AG         6.20  12/22/2015    EUR     54.90
Deutsche Bank AG         6.20  12/22/2015    EUR     52.00
Deutsche Bank AG         6.20   3/22/2016    EUR     59.60
Deutsche Bank AG         5.20   3/22/2016    EUR     53.20
Deutsche Bank AG         5.20   6/21/2016    EUR     59.40
Deutsche Bank AG         6.20   6/21/2016    EUR     56.90
Deutsche Bank AG         5.20   6/21/2016    EUR     56.30
Deutsche Bank AG         5.20   9/20/2016    EUR     63.80
Deutsche Bank AG         5.20   9/20/2016    EUR     54.70
Goldman Sachs & Co W    18.00  12/23/2015    EUR     49.89
Goldman Sachs & Co W    18.00   2/24/2016    EUR     51.09
UBS AG                   9.75   6/24/2016    EUR     61.80
Goldman Sachs & Co W    20.00   5/25/2016    EUR     74.07
UBS AG                   5.00   6/24/2016    EUR     68.33
Vontobel Financial P     6.65   6/24/2016    EUR     60.82
UBS AG                  18.00   6/24/2016    EUR     70.46
UBS AG                  11.00   6/24/2016    EUR     74.44
UBS AG/London           10.75    5/9/2016    CHF     65.51
Landesbank Hessen-Th     7.40   6/12/2020    EUR     72.54
UBS AG                  14.00   6/24/2016    EUR     68.35
UBS AG                  12.00   6/24/2016    EUR     56.96
Vontobel Financial P     6.70   6/24/2016    EUR     61.18
Goldman Sachs & Co W    21.00   5/25/2016    EUR     68.57
Goldman Sachs & Co W    15.00   5/25/2016    EUR     66.05
DZ Bank AG Deutsche      5.40  12/21/2015    EUR     71.97
DZ Bank AG Deutsche      5.10   3/21/2016    EUR     63.99
Societe Generale Eff    15.68  10/10/2016    EUR     61.92
Vontobel Financial P     2.75   6/10/2016    EUR     73.28
HSBC Trinkaus & Burk     6.70   9/23/2016    EUR     65.61
HSBC Trinkaus & Burk     8.20   5/27/2016    EUR     61.72
Vontobel Financial P     8.15   6/24/2016    EUR     59.58
HSBC Trinkaus & Burk    11.90   9/23/2016    EUR     74.13
Goldman Sachs & Co W    22.00  12/23/2015    EUR     66.16
Goldman Sachs & Co W    19.00   4/20/2016    EUR     68.87
HSBC Trinkaus & Burk     9.70   6/24/2016    EUR     63.76
Goldman Sachs & Co W    10.00  12/23/2015    EUR     73.28
Goldman Sachs & Co W    21.00   4/20/2016    EUR     48.54
UBS AG                   3.30   12/9/2016    EUR     64.68
UBS AG                   2.60   12/9/2016    EUR     70.35
Vontobel Financial P     8.20   3/11/2016    EUR     46.30
UniCredit Bank AG        4.20   6/23/2016    EUR     65.40
UniCredit Bank AG        5.00   6/23/2016    EUR     56.73
UniCredit Bank AG        4.40   6/23/2016    EUR     63.35
Vontobel Financial P     8.60   3/11/2016    EUR     63.11
Vontobel Financial P     8.80   6/10/2016    EUR     65.20
UniCredit Bank AG        4.40   6/23/2016    EUR     60.25
UniCredit Bank AG        5.00   6/23/2016    EUR     60.66
UniCredit Bank AG        4.20   6/23/2016    EUR     65.87
UniCredit Bank AG        5.50   6/23/2016    EUR     63.91
UniCredit Bank AG        5.00   6/23/2016    EUR     65.83
UniCredit Bank AG        4.00   6/23/2016    EUR     67.60
UniCredit Bank AG        4.40   6/23/2016    EUR     64.82
UniCredit Bank AG        4.15   6/23/2016    EUR     66.19
UniCredit Bank AG        4.05   6/23/2016    EUR     66.72
UniCredit Bank AG        4.80   6/23/2016    EUR     57.86
Societe Generale SA      9.00   4/29/2016    CHF     57.95
LBBW                     3.00   6/23/2017    EUR     53.64
Vontobel Financial P     6.90   3/18/2016    EUR     57.51
LBBW                     4.50   6/23/2017    EUR     67.61
Notenstein Finance G     7.19    5/6/2019    EUR     44.80
Vontobel Financial P    13.25   3/29/2016    EUR     74.21
LBBW                     2.50   2/26/2016    EUR     70.98
LBBW                     4.50   2/26/2016    EUR     67.73
Vontobel Financial P     6.75   6/24/2016    EUR     74.00
Vontobel Financial P     7.70   6/10/2016    EUR     56.80
Vontobel Financial P     3.85   6/10/2016    EUR     62.29
Vontobel Financial P    12.45   6/10/2016    EUR     53.34
LBBW                     2.50   2/26/2016    EUR     64.45
Vontobel Financial P     2.80   6/17/2016    EUR     64.72
LBBW                     4.50   2/26/2016    EUR     61.38
Vontobel Financial P     9.25   6/10/2016    EUR     55.48
LBBW                     4.00   6/23/2017    EUR     60.22
Vontobel Financial P    13.50   3/11/2016    EUR     50.84
Vontobel Financial P     7.55   3/11/2016    EUR     55.23
Vontobel Financial P     3.15   3/11/2016    EUR     61.69
LBBW                     5.00   6/23/2017    EUR     65.25
Vontobel Financial P     3.80   3/11/2016    EUR     56.45
Vontobel Financial P     7.80   3/11/2016    EUR     52.98
UniCredit Bank AG        4.00  12/22/2016    EUR     59.94
UniCredit Bank AG        4.00  12/22/2016    EUR     59.32
Vontobel Financial P     3.30   6/10/2016    EUR     61.21
Vontobel Financial P     9.40   6/10/2016    EUR     55.65
Vontobel Financial P     8.05   6/10/2016    EUR     56.55
Vontobel Financial P     5.00   3/11/2016    EUR     59.04
Societe Generale Eff     6.10    7/7/2016    EUR     67.74
Vontobel Financial P    11.30  12/11/2015    EUR     64.63
Vontobel Financial P     5.75   6/10/2016    EUR     72.07
DZ Bank AG Deutsche      8.50  12/28/2015    EUR     51.63
Commerzbank AG           6.00   5/26/2016    EUR     47.69
Commerzbank AG          10.00   5/26/2016    EUR     45.16
Vontobel Financial P     8.30    9/9/2016    EUR     57.10
Vontobel Financial P     7.05    9/9/2016    EUR     58.24
DZ Bank AG Deutsche      5.00   6/20/2016    EUR     59.88
Commerzbank AG          10.50   5/26/2016    EUR     51.62
DZ Bank AG Deutsche      5.50  12/21/2015    EUR     73.38
Vontobel Financial P     5.75   3/11/2016    EUR     52.51
Vontobel Financial P     6.60   3/11/2016    EUR     74.77
Commerzbank AG           6.00   5/26/2016    EUR     73.12
Commerzbank AG           9.50   5/26/2016    EUR     69.52
Commerzbank AG           5.75   5/26/2016    EUR     61.30
Commerzbank AG           7.25   5/26/2016    EUR     59.66
Commerzbank AG           9.00   5/26/2016    EUR     58.28
Commerzbank AG           8.25   5/26/2016    EUR     61.45
Commerzbank AG           9.25   5/26/2016    EUR     60.78
Commerzbank AG           7.25   5/26/2016    EUR     65.01
Commerzbank AG           9.25   5/26/2016    EUR     62.94
UBS AG                   6.40   2/12/2016    EUR     63.69
DekaBank Deutsche Gi     2.50   3/31/2017    EUR     66.40
DZ Bank AG Deutsche      7.25   9/23/2016    EUR     50.67
DZ Bank AG Deutsche      8.25   9/23/2016    EUR     51.46
UBS AG                   9.30  11/11/2016    EUR     55.39
UBS AG                   5.60  11/11/2016    EUR     66.71
DZ Bank AG Deutsche      7.00   9/23/2016    EUR     52.15
HSBC Trinkaus & Burk    10.90   9/23/2016    EUR     46.79
HSBC Trinkaus & Burk    10.50   5/27/2016    EUR     45.16
Leonteq Securities A    12.40   5/18/2016    CHF     56.50
HSBC Trinkaus & Burk     7.50   5/27/2016    EUR     68.71
HSBC Trinkaus & Burk    10.80   9/23/2016    EUR     58.15
HSBC Trinkaus & Burk     6.20   9/23/2016    EUR     61.46
HSBC Trinkaus & Burk     7.10  12/23/2016    EUR     61.07
HSBC Trinkaus & Burk     8.10   2/26/2016    EUR     57.92
HSBC Trinkaus & Burk    13.20   2/26/2016    EUR     69.15
HSBC Trinkaus & Burk    10.90   6/24/2016    EUR     59.09
HSBC Trinkaus & Burk     7.90   6/24/2016    EUR     63.49
DZ Bank AG Deutsche      7.50  12/21/2015    EUR     73.45
UniCredit Bank AG        4.20   6/23/2016    EUR     72.10
DZ Bank AG Deutsche     16.00   3/29/2016    EUR     29.96
DZ Bank AG Deutsche      5.50   3/29/2016    EUR     62.40
UniCredit Bank AG        4.45   6/23/2016    EUR     63.97
UniCredit Bank AG        4.40   6/23/2016    EUR     74.61
UniCredit Bank AG        5.35   6/23/2016    EUR     59.66
UniCredit Bank AG        4.60   6/23/2016    EUR     63.20
UniCredit Bank AG        4.80   6/23/2016    EUR     62.21
Notenstein La Roche      8.30  10/17/2016    USD     55.67
Notenstein La Roche      7.30  10/17/2016    EUR     57.01
Notenstein La Roche      7.24  10/13/2016    EUR     58.77
UniCredit Bank AG        4.60   6/23/2016    EUR     68.51
UniCredit Bank AG        5.00   6/23/2016    EUR     61.25
UniCredit Bank AG        5.05   6/23/2016    EUR     61.02
UniCredit Bank AG        5.15   6/23/2016    EUR     60.56
Vontobel Financial P     9.00   3/29/2016    EUR     52.37
Vontobel Financial P    10.40  12/28/2015    EUR     50.32
DZ Bank AG Deutsche      4.50  12/21/2015    EUR     66.62
DZ Bank AG Deutsche      4.60   3/21/2016    EUR     66.34
DZ Bank AG Deutsche      4.80   9/19/2016    EUR     67.72
DZ Bank AG Deutsche      4.50   9/19/2016    EUR     74.36
DZ Bank AG Deutsche      6.20   9/19/2016    EUR     71.71
Vontobel Financial P     9.50   5/27/2016    EUR     58.53
Vontobel Financial P     9.60   3/29/2016    EUR     73.82
Vontobel Financial P     7.95   6/24/2016    EUR     61.09
Vontobel Financial P     8.85   6/24/2016    EUR     63.80
Deutsche Bank AG         5.20  12/22/2015    EUR     61.70
Deutsche Bank AG         6.20  12/22/2015    EUR     58.10
Deutsche Bank AG         6.20   3/22/2016    EUR     63.20
Deutsche Bank AG         5.20   3/22/2016    EUR     62.90
Deutsche Bank AG         5.20   3/22/2016    EUR     59.30
Deutsche Bank AG         5.20   3/22/2016    EUR     56.10
Deutsche Bank AG         6.20   6/21/2016    EUR     63.40
Deutsche Bank AG         5.20   6/21/2016    EUR     53.50
Deutsche Bank AG         6.20   9/20/2016    EUR     64.60
Deutsche Bank AG         5.20   9/20/2016    EUR     60.40
Deutsche Bank AG         5.20   9/20/2016    EUR     57.40
Deutsche Bank AG         6.20   9/20/2016    EUR     58.20
UBS AG                  13.50   6/24/2016    EUR     65.91
UBS AG                  11.50   6/24/2016    EUR     59.99
Goldman Sachs & Co W    20.00   1/20/2016    EUR     49.58
Goldman Sachs & Co W     7.00   5/25/2016    EUR     60.21
UBS AG                   8.50   6/24/2016    EUR     55.64
UBS AG                   4.25   6/24/2016    EUR     74.03
Goldman Sachs & Co W    22.00   3/23/2016    EUR     72.45
UBS AG                   7.50   6/24/2016    EUR     73.70
UBS AG                  11.50   6/24/2016    EUR     74.70
Goldman Sachs & Co W    20.00   3/23/2016    EUR     72.27
Goldman Sachs & Co W    19.00   5/25/2016    EUR     73.18
Bank Julius Baer & C     9.35   6/10/2016    USD     68.95
Goldman Sachs & Co W    22.00   4/20/2016    EUR     66.88
WGZ-Bank AG Westdeut     4.25   3/17/2016    EUR     73.74
WGZ-Bank AG Westdeut     5.50   3/17/2016    EUR     71.34
Goldman Sachs & Co W    22.00   4/20/2016    EUR     60.28
Goldman Sachs & Co W    22.00   5/25/2016    EUR     62.45
DZ Bank AG Deutsche      5.80   3/21/2016    EUR     70.84
DZ Bank AG Deutsche      5.20  12/21/2015    EUR     62.80
DZ Bank AG Deutsche      6.10   6/20/2016    EUR     65.21
Goldman Sachs & Co W    22.00   2/24/2016    EUR     64.97
Societe Generale Eff    10.85  10/10/2016    EUR     67.70
Goldman Sachs & Co W    10.00   5/25/2016    EUR     72.67
Goldman Sachs & Co W    18.00   5/25/2016    EUR     67.53
UniCredit Bank AG        4.00   6/24/2016    EUR     53.48
HSBC Trinkaus & Burk     7.20   6/24/2016    EUR     64.30
HSBC Trinkaus & Burk     7.30  12/23/2016    EUR     64.75
HSBC Trinkaus & Burk    12.20   6/24/2016    EUR     73.60
DZ Bank AG Deutsche      6.10   6/22/2016    EUR     69.19
DZ Bank AG Deutsche      4.50   6/22/2016    EUR     65.53
Goldman Sachs & Co W    25.00   1/20/2016    EUR     72.41
Goldman Sachs & Co W    20.00   1/20/2016    EUR     67.68
Goldman Sachs & Co W    14.00   4/20/2016    EUR     74.25
Goldman Sachs & Co W    16.00   9/21/2016    EUR     74.67
HSBC Trinkaus & Burk     7.20   6/24/2016    EUR     73.30
HSBC Trinkaus & Burk     6.30   6/24/2016    EUR     68.29
HSBC Trinkaus & Burk     8.00   6/24/2016    EUR     62.16
Goldman Sachs & Co W    15.00   6/22/2016    EUR     74.20
HSBC Trinkaus & Burk    12.90   3/25/2016    EUR     74.55
WGZ-Bank AG Westdeut     4.00  12/17/2015    EUR     72.97
WGZ-Bank AG Westdeut     6.00  12/17/2015    EUR     68.76
Notenstein La Roche      4.20   4/10/2018    EUR     60.37
Vontobel Financial P     8.05   6/10/2016    EUR     48.08
Vontobel Financial P     4.80   6/10/2016    EUR     51.65
Vontobel Financial P     9.95   6/10/2016    EUR     46.79
UBS AG/London            6.75    4/1/2016    CHF     54.48
Vontobel Financial P     9.40   5/27/2016    EUR     56.26
UniCredit Bank AG        5.25   6/23/2016    EUR     64.85
UniCredit Bank AG        4.20   6/23/2016    EUR     61.53
UniCredit Bank AG        4.25   6/23/2016    EUR     65.60
UniCredit Bank AG        4.30   6/23/2016    EUR     60.90
Vontobel Financial P     8.05  12/11/2015    EUR     64.65
Vontobel Financial P    10.35   3/11/2016    EUR     61.55
UniCredit Bank AG        4.45   6/23/2016    EUR     64.55
UniCredit Bank AG        4.10   6/23/2016    EUR     66.45
UniCredit Bank AG        4.80   6/23/2016    EUR     61.54
UniCredit Bank AG        4.25   6/23/2016    EUR     68.94
UniCredit Bank AG        4.25   6/23/2016    EUR     64.33
UBS AG/London            3.20   12/9/2016    EUR     62.97
DZ Bank AG Deutsche      5.50   3/21/2016    EUR     68.60
DZ Bank AG Deutsche      6.20   6/20/2016    EUR     66.27
UniCredit Bank AG        4.70   6/23/2016    EUR     58.43
DZ Bank AG Deutsche      7.40  12/21/2015    EUR     55.19
UniCredit Bank AG        4.60   6/23/2016    EUR     62.43
UniCredit Bank AG        4.75   6/23/2016    EUR     66.83
UBS AG/London            6.00    6/3/2016    EUR     54.57
UBS AG/London            4.60  12/11/2015    EUR     59.61
UBS AG/London            4.10   3/11/2016    EUR     61.38
Vontobel Financial P    10.25   6/10/2016    EUR     57.73
Notenstein Finance G     9.00    4/1/2019    EUR     50.92
LBBW                     2.50   6/23/2017    EUR     71.05
LBBW                     3.50   2/26/2016    EUR     69.05
LBBW                     2.50   2/26/2016    EUR     66.58
LBBW                     4.00   2/26/2016    EUR     63.94
LBBW                     2.50   2/26/2016    EUR     71.04
LBBW                     4.50   2/26/2016    EUR     68.11
LBBW                     4.50   2/26/2016    EUR     57.08
Vontobel Financial P     6.30   6/10/2016    EUR     58.37
Vontobel Financial P    10.80   6/10/2016    EUR     54.32
LBBW                     3.50   2/26/2016    EUR     62.61
LBBW                     5.50   6/23/2017    EUR     58.56
Vontobel Financial P     9.40   3/11/2016    EUR     53.58
Vontobel Financial P     5.85   3/11/2016    EUR     57.10
LBBW                     4.00   6/23/2017    EUR     66.74
Notenstein La Roche      7.00  12/12/2016    EUR     68.78
Vontobel Financial P    12.15    4/6/2016    EUR     54.44
UniCredit Bank AG        4.00  12/22/2016    EUR     61.72
UniCredit Bank AG        4.00  12/22/2016    EUR     62.28
UniCredit Bank AG        4.00  12/22/2016    EUR     60.58
Vontobel Financial P     7.30   6/10/2016    EUR     57.40
Vontobel Financial P     6.50   6/10/2016    EUR     58.20
Vontobel Financial P     9.95   3/11/2016    EUR     54.24
Vontobel Financial P     8.55    9/9/2016    EUR     66.48
Vontobel Financial P     6.35    9/9/2016    EUR     69.12
Vontobel Financial P     4.45    9/9/2016    EUR     72.45
DZ Bank AG Deutsche      5.50   9/23/2016    EUR     53.12
Vontobel Financial P     4.90   3/11/2016    EUR     71.68
Commerzbank AG           6.25   5/26/2016    EUR     69.84
Vontobel Financial P    10.00   5/27/2016    EUR     61.18
Commerzbank AG           8.25   5/26/2016    EUR     66.09
Vontobel Financial P     4.45   6/10/2016    EUR     59.02
Commerzbank AG           4.25   5/26/2016    EUR     49.45
Vontobel Financial P     4.80    9/9/2016    EUR     61.21
Vontobel Financial P     2.90    9/9/2016    EUR     65.21
Commerzbank AG          16.25   5/26/2016    EUR     74.13
Vontobel Financial P     9.55    9/9/2016    EUR     56.12
Commerzbank AG           9.50   5/26/2016    EUR     65.38
WGZ-Bank AG Westdeut     4.50   9/27/2016    EUR     64.93
DZ Bank AG Deutsche      6.00   6/20/2016    EUR     60.41
Goldman Sachs & Co W    10.00   3/23/2016    EUR     56.08
DZ Bank AG Deutsche      5.00  12/21/2015    EUR     68.67
DZ Bank AG Deutsche      6.00   3/21/2016    EUR     66.48
Commerzbank AG           6.75   5/26/2016    EUR     72.12
Commerzbank AG           7.75   5/26/2016    EUR     71.26
Commerzbank AG           8.50   5/26/2016    EUR     70.30
Commerzbank AG           6.00   3/24/2016    EUR     50.43
Commerzbank AG           4.25   5/26/2016    EUR     66.01
Commerzbank AG           7.25   5/26/2016    EUR     62.19
Commerzbank AG           5.25   5/26/2016    EUR     67.38
UBS AG                   3.40  11/11/2016    EUR     71.48
Commerzbank AG           8.25   5/26/2016    EUR     63.95
Bank Julius Baer & C     7.30   6/13/2016    USD     62.85
Vontobel Financial P    10.00   4/22/2016    EUR     72.88
UBS AG                   4.40  11/11/2016    EUR     68.86
Credit Suisse AG/Lon     7.50  12/15/2015    USD     68.96
DZ Bank AG Deutsche      5.00   9/23/2016    EUR     71.59
DZ Bank AG Deutsche      7.50   6/24/2016    EUR     61.29
UBS AG                   8.30   2/12/2016    EUR     66.08
HSBC Trinkaus & Burk    16.30   3/25/2016    EUR     41.39
HSBC Trinkaus & Burk    11.40   2/26/2016    EUR     42.97
Leonteq Securities A    14.00   5/18/2016    CHF     38.93
HSBC Trinkaus & Burk     7.10  12/23/2016    EUR     69.36
HSBC Trinkaus & Burk     8.60   5/27/2016    EUR     58.53
HSBC Trinkaus & Burk     9.40  12/23/2016    EUR     73.56
UniCredit Bank AG        5.30   6/23/2016    EUR     59.88
UniCredit Bank AG        4.50   6/23/2016    EUR     74.03
DZ Bank AG Deutsche      9.25   3/29/2016    EUR     71.46
UniCredit Bank AG        4.95   6/23/2016    EUR     61.49
UniCredit Bank AG        4.50   6/23/2016    EUR     69.69
UniCredit Bank AG        4.50   6/23/2016    EUR     63.71
UniCredit Bank AG        5.20   6/23/2016    EUR     60.33
UniCredit Bank AG        4.75   6/23/2016    EUR     62.45
UniCredit Bank AG        5.25   6/23/2016    EUR     60.07
UniCredit Bank AG        4.85   6/23/2016    EUR     61.97
UniCredit Bank AG        4.55   6/23/2016    EUR     63.46
Landesbank Hessen-Th     3.30  10/10/2016    EUR     71.90
DZ Bank AG Deutsche      8.75   3/29/2016    EUR     63.41
DZ Bank AG Deutsche      5.50   9/23/2016    EUR     63.69
DZ Bank AG Deutsche      5.25   6/24/2016    EUR     62.75
DZ Bank AG Deutsche      5.50  12/21/2015    EUR     65.38
Vontobel Financial P     9.50   5/27/2016    EUR     58.80
Vontobel Financial P     9.50   5/27/2016    EUR     58.46
Vontobel Financial P    11.25  12/28/2015    EUR     72.11
Vontobel Financial P     6.90   9/23/2016    EUR     61.86
Vontobel Financial P     7.60   3/29/2016    EUR     60.90
Vontobel Financial P     7.60   9/23/2016    EUR     64.84
Vontobel Financial P    11.55  12/28/2015    EUR     60.11
LBBW                     2.75   7/26/2019    EUR     68.23
Deutsche Bank AG         5.20  12/22/2015    EUR     58.00
Deutsche Bank AG         5.20  12/22/2015    EUR     54.80
Deutsche Bank AG         5.20  12/22/2015    EUR     51.90
Deutsche Bank AG         6.20   3/22/2016    EUR     56.40
Deutsche Bank AG         6.20   3/22/2016    EUR     53.50
Deutsche Bank AG         5.20   6/21/2016    EUR     62.80
Deutsche Bank AG         6.20   6/21/2016    EUR     59.90
Deutsche Bank AG         6.20   6/21/2016    EUR     54.10
Deutsche Bank AG         6.20   9/20/2016    EUR     61.20
Deutsche Bank AG         6.20   9/20/2016    EUR     55.50
UBS AG                  10.50   6/24/2016    EUR     69.38
Goldman Sachs & Co W    19.00   3/23/2016    EUR     50.97
Goldman Sachs & Co W    24.00   2/24/2016    EUR     71.14
Goldman Sachs & Co W    21.00   4/20/2016    EUR     73.82
UBS AG                   7.50   6/24/2016    EUR     67.57
UBS AG                   6.50   6/24/2016    EUR     60.62
Goldman Sachs & Co W    18.00   5/25/2016    EUR     74.09
Goldman Sachs & Co W    21.00   5/25/2016    EUR     71.47
Goldman Sachs & Co W    18.00   5/25/2016    EUR     70.25
Goldman Sachs & Co W     9.00   5/25/2016    EUR     71.95
Goldman Sachs & Co W    18.00   5/25/2016    EUR     63.82
Goldman Sachs & Co W     8.00   9/21/2016    EUR     70.73
DZ Bank AG Deutsche      5.40   6/20/2016    EUR     71.22
DZ Bank AG Deutsche      5.60   6/20/2016    EUR     66.09
Societe Generale Eff    12.39  10/10/2016    EUR     65.44
Goldman Sachs & Co W    15.00   5/25/2016    EUR     68.83
Deutsche Bank AG         5.50   6/21/2016    EUR     47.90
Deutsche Bank AG         5.50  12/22/2015    EUR     73.60
Deutsche Bank AG         5.50   3/22/2016    EUR     74.90
Deutsche Bank AG         5.50  12/22/2015    EUR     65.20
Deutsche Bank AG         5.50  12/22/2015    EUR     59.80
Deutsche Bank AG         5.50   3/22/2016    EUR     63.00
Deutsche Bank AG         5.50   6/21/2016    EUR     56.50
Commerzbank AG           8.75   3/24/2016    EUR     69.44
Commerzbank AG           9.75   1/21/2016    EUR     73.19
UBS AG/London            9.00   3/29/2016    CHF     74.75
UBS AG/London            4.00   3/29/2016    CHF     71.40
UBS AG/London            4.50   3/29/2016    CHF     73.05
UniCredit Bank AG        5.60   3/24/2016    EUR     54.46
UniCredit Bank AG        4.90   3/24/2016    EUR     57.46
UniCredit Bank AG        5.10   3/24/2016    EUR     56.57
UniCredit Bank AG        5.80   3/24/2016    EUR     53.66
UniCredit Bank AG        5.50   3/24/2016    EUR     54.83
Goldman Sachs & Co W    24.00  12/23/2015    EUR     67.24
Goldman Sachs & Co W    22.00   1/20/2016    EUR     69.02
Goldman Sachs & Co W    20.00   2/24/2016    EUR     70.73
Goldman Sachs & Co W    25.00   3/23/2016    EUR     68.17
Goldman Sachs & Co W    17.00   4/20/2016    EUR     72.76
Goldman Sachs & Co W    23.00   4/20/2016    EUR     69.41
Goldman Sachs & Co W    23.00   5/25/2016    EUR     69.67
Goldman Sachs & Co W    21.00   6/22/2016    EUR     70.43
Goldman Sachs & Co W    18.00   9/21/2016    EUR     73.33
Goldman Sachs & Co W    24.00   2/24/2016    EUR     67.84
Goldman Sachs & Co W    12.00   3/23/2016    EUR     72.59
Goldman Sachs & Co W     7.00   5/25/2016    EUR     71.02
Goldman Sachs & Co W    24.00   3/23/2016    EUR     73.83
Goldman Sachs & Co W    22.00   4/20/2016    EUR     74.96
Goldman Sachs & Co W    20.00   3/23/2016    EUR     67.68
Vontobel Financial P     7.05  12/28/2015    EUR     73.52
Vontobel Financial P    28.75  12/28/2015    EUR     60.16
Vontobel Financial P     6.60   6/24/2016    EUR     63.37
Vontobel Financial P     6.25  12/28/2015    EUR     63.30
Vontobel Financial P    10.25  12/28/2015    EUR     47.50
Vontobel Financial P     7.45   6/24/2016    EUR     49.61
DekaBank Deutsche Gi     9.60   7/29/2016    EUR     52.90
Zurcher Kantonalbank     9.30    5/4/2016    CHF     64.38
Credit Suisse AG/Nas     6.25  10/31/2016    EUR     59.75
DZ Bank AG Deutsche      6.00  12/21/2015    EUR     58.52
DZ Bank AG Deutsche      6.50   3/21/2016    EUR     60.13
DZ Bank AG Deutsche      6.25   3/21/2016    EUR     70.29
Commerzbank AG          13.25   3/24/2016    EUR     72.01
HSBC Trinkaus & Burk     8.60  12/28/2015    EUR     51.62
DZ Bank AG Deutsche      4.00    5/6/2016    EUR     64.84
Vontobel Financial P     6.50   4/22/2016    EUR     54.28
DZ Bank AG Deutsche      8.50  12/28/2015    EUR     54.35
Goldman Sachs & Co W    13.00   2/24/2016    EUR     61.74
Goldman Sachs & Co W     8.00   4/20/2016    EUR     61.83
Goldman Sachs & Co W     7.00   5/25/2016    EUR     62.10
Goldman Sachs & Co W    12.00   6/22/2016    EUR     62.51
Goldman Sachs & Co W     8.00   5/25/2016    EUR     49.39
BNP Paribas Emission     6.50   6/23/2016    EUR     70.26
BNP Paribas Emission     9.00   9/22/2016    EUR     67.03
BNP Paribas Emission     5.00  12/22/2016    EUR     73.60
BNP Paribas Emission    15.00  12/24/2015    EUR     61.57
BNP Paribas Emission     7.50  12/22/2016    EUR     69.61
Bank Julius Baer & C     7.50   4/29/2016    USD     71.85
BNP Paribas Emission     9.00  12/24/2015    EUR     73.37
BNP Paribas Emission    12.00  12/24/2015    EUR     69.84
BNP Paribas Emission     8.50   3/24/2016    EUR     73.61
Deutsche Bank AG         5.00   3/31/2016    EUR     59.60
UniCredit Bank AG        5.00   3/24/2016    EUR     74.80
UniCredit Bank AG        5.70   3/24/2016    EUR     54.06
UniCredit Bank AG        5.75   3/24/2016    EUR     53.86
UniCredit Bank AG        5.05   3/24/2016    EUR     56.79
UniCredit Bank AG        5.25   3/24/2016    EUR     55.92
UniCredit Bank AG        5.55   3/24/2016    EUR     54.66
UniCredit Bank AG        5.15   3/24/2016    EUR     56.35
UniCredit Bank AG        5.20   3/24/2016    EUR     56.13
UniCredit Bank AG        5.95   3/24/2016    EUR     53.09
UniCredit Bank AG        6.00   3/24/2016    EUR     52.86
UniCredit Bank AG        4.60   3/24/2016    EUR     72.48
UniCredit Bank AG        5.40   3/24/2016    EUR     55.28
UniCredit Bank AG        5.00   3/24/2016    EUR     56.97
UniCredit Bank AG        4.50   3/24/2016    EUR     65.25
UniCredit Bank AG        5.90   3/24/2016    EUR     53.28
UniCredit Bank AG        5.20   3/24/2016    EUR     73.66
DZ Bank AG Deutsche      4.10   3/21/2016    EUR     59.90
Vontobel Financial P    17.20   4/22/2016    EUR     66.51
Municipality Finance     4.20   3/26/2020    IDR     77.50
Lehman Brothers Trea     4.20   12/3/2008    HKD     16.25
Bank Nederlandse Gem     0.50   9/20/2022    ZAR     55.16
Bank VTB 24 JSC          9.00   9/15/2044    RUB     60.00
2C Partners SA           9.25   5/12/2017    PLN     69.90
BNP Paribas Emission     3.45   6/30/2022    EUR     69.76
Societe Generale Eff     2.50   10/7/2016    EUR     59.29
DekaBank Deutsche Gi     3.05   3/25/2025    EUR     67.70
DZ Bank AG Deutsche      6.10  12/21/2015    EUR     67.29
HSBC Trinkaus & Burk     4.30   3/25/2016    EUR     74.14
HSBC Trinkaus & Burk     4.50   3/25/2016    EUR     66.36
HSBC Trinkaus & Burk     8.20  12/28/2015    EUR     72.46
HSBC Trinkaus & Burk     6.90   3/25/2016    EUR     73.54
Vontobel Financial P     5.40   4/22/2016    EUR     54.24
DZ Bank AG Deutsche      7.00   6/24/2016    EUR     52.91
DZ Bank AG Deutsche      5.00  12/28/2015    EUR     57.76
DZ Bank AG Deutsche      5.75   6/24/2016    EUR     60.13
BNP Paribas Emission    12.00   3/24/2016    EUR     74.39
Goldman Sachs & Co W     7.00   2/24/2016    EUR     74.91
Goldman Sachs & Co W     6.00   4/20/2016    EUR     61.10
Goldman Sachs & Co W     6.00   5/25/2016    EUR     48.47
BNP Paribas Emission    13.00  12/24/2015    EUR     73.90
BNP Paribas Emission     4.50   6/23/2016    EUR     74.34
Leonteq Securities A    10.00    5/6/2016    USD     73.04
Leonteq Securities A    20.00    2/5/2016    CHF     53.57
BNP Paribas Emission     8.00  12/24/2015    EUR     73.33
BNP Paribas Emission    10.00   3/24/2016    EUR     72.27
BNP Paribas Emission     9.00  12/24/2015    EUR     68.39
BNP Paribas Emission    13.00  12/24/2015    EUR     64.77
BNP Paribas Emission     9.00   3/24/2016    EUR     68.00
BNP Paribas Emission     7.00   9/22/2016    EUR     68.46
BNP Paribas Emission     5.00   9/22/2016    EUR     74.68
BNP Paribas Emission     7.50  12/24/2015    EUR     56.39
BNP Paribas Emission    14.00  12/24/2015    EUR     49.65
BNP Paribas Emission     5.00   3/24/2016    EUR     59.89
BNP Paribas Emission     6.50   3/24/2016    EUR     57.64
BNP Paribas Emission     6.00   6/23/2016    EUR     60.04
BNP Paribas Emission     7.00  12/22/2016    EUR     58.49
BNP Paribas Emission     5.00   6/23/2016    EUR     66.05
BNP Paribas Emission    10.00   9/22/2016    EUR     58.79
BNP Paribas Emission     9.00  12/22/2016    EUR     60.20
HSBC Trinkaus & Burk    12.40   3/25/2016    EUR     46.21
HSBC Trinkaus & Burk    13.40   3/25/2016    EUR     73.08
HSBC Trinkaus & Burk    11.80   3/25/2016    EUR     74.70
HSBC Trinkaus & Burk    13.00   3/25/2016    EUR     51.38
HSBC Trinkaus & Burk    11.10   3/25/2016    EUR     52.57
HSBC Trinkaus & Burk     8.90   6/24/2016    EUR     55.90
DZ Bank AG Deutsche      4.90   3/21/2016    EUR     61.39
HSBC Trinkaus & Burk    10.10  12/28/2015    EUR     62.30
HSBC Trinkaus & Burk    12.80   3/25/2016    EUR     72.00
Commerzbank AG           4.40   4/29/2019    EUR     70.62
DZ Bank AG Deutsche      5.75   6/24/2016    EUR     63.23
Deutsche Bank AG         6.20   9/20/2016    EUR     73.50
Deutsche Bank AG         4.20   9/20/2016    EUR     71.90
Deutsche Bank AG         5.20   9/20/2016    EUR     72.70
Credit Suisse AG/Lon    10.00   4/22/2016    USD     73.30
Deutsche Bank AG         5.20   9/20/2016    EUR     61.70
Deutsche Bank AG         5.20   6/21/2016    EUR     74.10
Vontobel Financial P     7.00   5/27/2016    EUR     58.12
DZ Bank AG Deutsche      8.50  12/21/2015    EUR     72.99
DZ Bank AG Deutsche      8.00  12/21/2015    EUR     68.28
DZ Bank AG Deutsche      6.00   3/21/2016    EUR     53.18
DZ Bank AG Deutsche      7.00   6/20/2016    EUR     54.87
DZ Bank AG Deutsche      4.20   3/21/2016    EUR     72.59
Deutsche Bank AG         5.20   9/20/2016    EUR     74.80
Deutsche Bank AG         5.20   3/22/2016    EUR     74.50
Deutsche Bank AG         5.20   3/22/2016    EUR     70.80
Deutsche Bank AG         5.20   6/21/2016    EUR     74.20
DZ Bank AG Deutsche     10.00   3/21/2016    EUR     54.00
DZ Bank AG Deutsche     10.25   6/20/2016    EUR     56.26
DZ Bank AG Deutsche      4.80   6/20/2016    EUR     69.27
DZ Bank AG Deutsche      6.90   6/20/2016    EUR     63.13
Deutsche Bank AG         5.20   6/21/2016    EUR     48.10
Deutsche Bank AG         5.20   9/20/2016    EUR     55.10
Deutsche Bank AG         5.20   9/20/2016    EUR     51.10
Deutsche Bank AG         5.20   3/22/2016    EUR     54.90
Deutsche Bank AG         5.20   6/21/2016    EUR     57.90
Deutsche Bank AG         5.20   6/21/2016    EUR     53.60
Commerzbank AG           3.25   4/21/2016    EUR     73.19
Commerzbank AG           4.00   4/21/2016    EUR     71.56
Deutsche Bank AG         4.20   9/20/2016    EUR     63.40
Deutsche Bank AG         5.20   9/20/2016    EUR     56.90
Commerzbank AG           5.75   4/21/2016    EUR     68.64
Commerzbank AG           6.75   4/21/2016    EUR     67.31
Commerzbank AG           9.00   4/21/2016    EUR     64.97
Commerzbank AG           4.25   4/21/2016    EUR     58.61
Commerzbank AG           6.00   4/21/2016    EUR     56.20
Commerzbank AG           7.00   4/21/2016    EUR     55.14
Commerzbank AG           9.00   4/21/2016    EUR     53.24
Commerzbank AG           4.50   4/21/2016    EUR     65.75
Commerzbank AG           9.25   4/21/2016    EUR     59.65
Commerzbank AG           5.00   4/21/2016    EUR     65.11
Commerzbank AG           5.75   4/21/2016    EUR     63.72
Commerzbank AG           9.00   4/21/2016    EUR     60.37
Deutsche Bank AG         4.20   7/20/2016    EUR     64.30
Deutsche Bank AG         4.20   7/20/2016    EUR     62.20
Deutsche Bank AG         6.20   7/20/2016    EUR     61.50
Deutsche Bank AG         6.20   7/20/2016    EUR     72.70
Deutsche Bank AG         4.20   7/20/2016    EUR     68.90
Deutsche Bank AG         6.20   7/20/2016    EUR     67.80
Deutsche Bank AG         6.20   7/20/2016    EUR     75.00
Deutsche Bank AG         4.20   7/20/2016    EUR     70.40
Deutsche Bank AG         6.20   7/20/2016    EUR     55.10
Deutsche Bank AG         6.20   7/20/2016    EUR     52.90
Deutsche Bank AG         6.20   7/20/2016    EUR     49.10
Vontobel Financial P    11.35  12/28/2015    EUR     63.68
Vontobel Financial P     9.25   6/24/2016    EUR     65.10
Deutsche Bank AG         4.20   7/20/2016    EUR     62.80
Deutsche Bank AG         6.20   7/20/2016    EUR     61.40
Deutsche Bank AG         4.20   7/20/2016    EUR     57.70
Deutsche Bank AG         6.20   7/20/2016    EUR     59.00
Deutsche Bank AG         4.20   7/20/2016    EUR     53.40
Vontobel Financial P     9.15   3/29/2016    EUR     65.83
Deutsche Bank AG         4.20  12/20/2016    EUR     67.80
Deutsche Bank AG         4.20  12/20/2016    EUR     63.70
Vontobel Financial P     8.15   3/29/2016    EUR     55.90
Vontobel Financial P    12.85  12/28/2015    EUR     57.53
Vontobel Financial P    10.30   3/29/2016    EUR     60.00
Deutsche Bank AG         4.20  12/20/2016    EUR     55.10
Deutsche Bank AG         5.20  12/20/2016    EUR     56.20
Deutsche Bank AG         4.20  12/20/2016    EUR     53.10
Deutsche Bank AG         6.20  12/20/2016    EUR     55.20
Deutsche Bank AG         4.20  12/20/2016    EUR     61.60
Deutsche Bank AG         4.20  12/20/2016    EUR     59.20
Commerzbank AG           9.25   4/21/2016    EUR     64.94
Deutsche Bank AG         6.20  12/20/2016    EUR     61.30
Deutsche Bank AG         4.20  12/20/2016    EUR     57.00
Commerzbank AG           8.50   4/21/2016    EUR     65.53
Commerzbank AG           6.00   4/21/2016    EUR     67.88
Vontobel Financial P    10.95   6/24/2016    EUR     49.96
Goldman Sachs & Co W    16.00  12/23/2015    EUR     49.79
Goldman Sachs & Co W    12.00   5/25/2016    EUR     60.62
Goldman Sachs & Co W    12.00   6/22/2016    EUR     61.49
Goldman Sachs & Co W     8.00   5/25/2016    EUR     71.49
HSBC Trinkaus & Burk     5.75   8/26/2016    EUR     61.01
Vontobel Financial P     7.00   6/24/2016    EUR     63.95
WGZ-Bank AG Westdeut     2.00   6/29/2016    EUR     72.88
WGZ-Bank AG Westdeut     3.00   6/29/2016    EUR     69.98
WGZ-Bank AG Westdeut     2.25   6/29/2016    EUR     65.92
Societe Generale Eff     7.46   6/24/2016    EUR     69.72
Societe Generale Eff     8.04    7/7/2016    EUR     71.04
WGZ-Bank AG Westdeut     6.50   6/29/2016    EUR     58.34
DZ Bank AG Deutsche      7.50   6/24/2016    EUR     74.66
Notenstein La Roche      8.20   11/8/2016    EUR     63.53
Vontobel Financial P    10.35   3/11/2016    EUR     42.46
LBBW                     3.00   1/22/2016    EUR     71.51
Societe Generale Eff     4.25   3/29/2016    EUR     72.72
Societe Generale Eff     5.30   6/24/2016    EUR     72.37
LBBW                     4.00   1/22/2016    EUR     69.40
Societe Generale Eff     7.35  10/10/2016    EUR     73.41
Societe Generale Eff     3.04  12/29/2015    EUR     58.23
Societe Generale Eff     3.89    1/6/2016    EUR     58.97
Societe Generale Eff     9.25    7/7/2016    EUR     57.59
Societe Generale Eff     8.36  10/10/2016    EUR     60.37
LBBW                     3.00   1/22/2016    EUR     63.57
LBBW                     4.00   1/22/2016    EUR     61.87
LBBW                     5.00   1/22/2016    EUR     60.35
LBBW                     2.50  10/28/2016    EUR     71.91
Vontobel Financial P     7.55   12/9/2016    EUR     59.12
Vontobel Financial P     4.25    9/9/2016    EUR     62.31
Vontobel Financial P     6.90    9/9/2016    EUR     59.19
Vontobel Financial P     9.10    9/9/2016    EUR     73.51
LBBW                     4.00  10/28/2016    EUR     61.49
LBBW                     3.00  10/28/2016    EUR     60.17
LBBW                     4.00  10/28/2016    EUR     58.28
Vontobel Financial P     4.60   6/10/2016    EUR     65.61
Vontobel Financial P     6.20   6/10/2016    EUR     63.24
Vontobel Financial P     7.35   6/10/2016    EUR     61.86
LBBW                     3.50  10/28/2016    EUR     65.87
Societe Generale Eff     4.04  12/29/2015    EUR     59.90
Societe Generale Eff     4.80    1/6/2016    EUR     60.73
Societe Generale Eff     5.24   6/24/2016    EUR     64.53
Societe Generale Eff     6.94  10/10/2016    EUR     66.87
Vontobel Financial P     3.10   4/22/2016    EUR     73.97
Vontobel Financial P     3.65   4/22/2016    EUR     59.78
DZ Bank AG Deutsche      5.00   6/24/2016    EUR     62.63
DZ Bank AG Deutsche      4.30   3/21/2016    EUR     58.68
DZ Bank AG Deutsche      5.75   6/20/2016    EUR     53.86
DZ Bank AG Deutsche      5.75   9/19/2016    EUR     55.22
Deutsche Bank AG         8.20   6/21/2016    EUR     60.20
DZ Bank AG Deutsche      6.25   9/23/2016    EUR     55.67
Deutsche Bank AG         9.20   9/20/2016    EUR     66.80
Deutsche Bank AG         9.20   9/20/2016    EUR     63.00
BNP Paribas Emission    10.00   3/24/2016    EUR     73.70
Deutsche Bank AG         9.20   3/22/2016    EUR     65.70
Deutsche Bank AG         8.20   9/20/2016    EUR     66.00
Deutsche Bank AG        11.20   6/21/2016    EUR     63.80
Deutsche Bank AG        11.20   9/20/2016    EUR     68.40
DZ Bank AG Deutsche      5.50   9/19/2016    EUR     63.62
Vontobel Financial P     3.60    9/9/2016    EUR     58.85
Vontobel Financial P     4.50   6/24/2016    EUR     58.53
Vontobel Financial P     6.55   9/23/2016    EUR     69.49
Vontobel Financial P     8.30   9/23/2016    EUR     58.23
Deutsche Bank AG         8.20   6/21/2016    EUR     74.00
BNP Paribas Emission     7.00   6/23/2016    EUR     63.52
Vontobel Financial P     9.40   3/29/2016    EUR     56.29
Deutsche Bank AG         8.20   3/22/2016    EUR     51.40
Deutsche Bank AG         9.20   3/22/2016    EUR     73.80
Vontobel Financial P     8.20   6/24/2016    EUR     60.88
Vontobel Financial P     8.20   3/29/2016    EUR     59.35
Deutsche Bank AG        11.20   3/22/2016    EUR     74.40
Vontobel Financial P     7.15   9/23/2016    EUR     61.99
Deutsche Bank AG         9.20   3/22/2016    EUR     49.80
Deutsche Bank AG         9.20   6/21/2016    EUR     52.20
Deutsche Bank AG        11.20   6/21/2016    EUR     51.40
Deutsche Bank AG        11.20   9/20/2016    EUR     54.10
Deutsche Bank AG         9.20   6/21/2016    EUR     60.10
Deutsche Bank AG         9.20   9/20/2016    EUR     62.30
Deutsche Bank AG         9.20   9/20/2016    EUR     60.10
Deutsche Bank AG        11.20   3/22/2016    EUR     56.60
Deutsche Bank AG         9.20   3/22/2016    EUR     56.00
BNP Paribas Emission     7.00  12/24/2015    EUR     73.19
BNP Paribas Emission     4.00   3/24/2016    EUR     74.17
HSBC Trinkaus & Burk    12.20   9/23/2016    EUR     51.68
HSBC Trinkaus & Burk     7.10   9/23/2016    EUR     55.00
HSBC Trinkaus & Burk     9.80   5/27/2016    EUR     51.76
BNP Paribas Emission     5.00   6/23/2016    EUR     74.31
Vontobel Financial P     7.00   6/24/2016    EUR     64.03
BNP Paribas Emission     3.00   6/23/2016    EUR     49.34
BNP Paribas Emission     8.00   6/23/2016    EUR     51.81
LBBW                     3.50   7/27/2018    EUR     62.73
HSBC Trinkaus & Burk    12.20   9/23/2016    EUR     64.32
DZ Bank AG Deutsche      5.75   3/21/2016    EUR     74.80
DZ Bank AG Deutsche      5.50  12/21/2015    EUR     69.38
DZ Bank AG Deutsche      6.50   6/20/2016    EUR     71.65
HSBC Trinkaus & Burk     6.70  12/28/2015    EUR     49.44
HSBC Trinkaus & Burk     5.40  12/28/2015    EUR     51.39
Goldman Sachs & Co W    12.00   6/22/2016    EUR     62.51
BNP Paribas Emission     8.50   3/24/2016    EUR     67.72
BNP Paribas Emission    10.00   6/23/2016    EUR     65.38
BNP Paribas Emission     5.00   9/22/2016    EUR     72.81
BNP Paribas Emission     9.00  12/24/2015    EUR     68.35
BNP Paribas Emission     9.50  12/22/2016    EUR     67.79
Notenstein La Roche      5.20   11/4/2016    EUR     59.11
Vontobel Financial P     5.10   5/27/2016    EUR     55.19
BNP Paribas Emission     9.00   6/23/2016    EUR     72.94
BNP Paribas Emission     8.00   9/22/2016    EUR     74.27
BNP Paribas Emission     6.00   9/22/2016    EUR     71.40
BNP Paribas Emission     8.00   3/24/2016    EUR     55.61
BNP Paribas Emission     9.50   3/24/2016    EUR     53.78
BNP Paribas Emission     8.00   6/23/2016    EUR     56.22
BNP Paribas Emission     6.50   9/22/2016    EUR     59.06
BNP Paribas Emission    10.00   9/22/2016    EUR     55.46
BNP Paribas Emission     4.00   3/24/2016    EUR     65.05
BNP Paribas Emission    12.00   3/24/2016    EUR     54.66
HSBC Trinkaus & Burk    13.90  12/28/2015    EUR     71.98
HSBC Trinkaus & Burk     6.30  12/28/2015    EUR     68.51
HSBC Trinkaus & Burk    13.10  12/28/2015    EUR     49.91
HSBC Trinkaus & Burk     9.20  12/28/2015    EUR     69.67
HSBC Trinkaus & Burk    10.60   3/25/2016    EUR     68.81
HSBC Trinkaus & Burk     9.70   2/26/2016    EUR     53.48
HSBC Trinkaus & Burk     8.40  12/28/2015    EUR     56.40
HSBC Trinkaus & Burk    15.00  12/28/2015    EUR     69.14
Bank Julius Baer & C     6.00   3/31/2016    CHF     74.05
Vontobel Financial P    10.10   3/30/2016    EUR     53.98
Vontobel Financial P     6.00   4/22/2016    EUR     73.67
DZ Bank AG Deutsche      5.75   3/29/2016    EUR     62.40
Deutsche Bank AG         5.20   3/22/2016    EUR     62.30
Landesbank Hessen-Th     4.00   8/15/2016    EUR     67.40
Landesbank Hessen-Th     4.00    6/5/2019    EUR     70.04
Deutsche Bank AG         5.20   3/22/2016    EUR     74.90
Deutsche Bank AG         5.20   6/21/2016    EUR     60.50
DZ Bank AG Deutsche      7.00   3/21/2016    EUR     53.45
DZ Bank AG Deutsche      6.25   6/20/2016    EUR     54.54
Deutsche Bank AG         5.14   4/26/2016    EUR     67.80
Deutsche Bank AG         5.20   6/21/2016    EUR     70.70
Deutsche Bank AG         5.20   9/20/2016    EUR     71.90
DZ Bank AG Deutsche     12.75  12/21/2015    EUR     51.61
DZ Bank AG Deutsche     10.25  12/21/2015    EUR     51.52
Deutsche Bank AG         5.20   6/21/2016    EUR     50.00
Deutsche Bank AG         4.20   9/20/2016    EUR     56.60
Deutsche Bank AG         5.20   9/20/2016    EUR     57.40
Deutsche Bank AG         5.20   9/20/2016    EUR     53.00
Deutsche Bank AG         5.20   9/20/2016    EUR     49.30
Vontobel Financial P     7.05    1/5/2016    EUR     62.70
Deutsche Bank AG         5.20   3/22/2016    EUR     57.20
Deutsche Bank AG         5.20   3/22/2016    EUR     52.70
Deutsche Bank AG         5.20   6/21/2016    EUR     55.70
Deutsche Bank AG         6.20   9/20/2016    EUR     65.00
Commerzbank AG           5.00   4/21/2016    EUR     70.14
Deutsche Bank AG         5.20   9/20/2016    EUR     59.10


                            *********

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

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

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


                            *********


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

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

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

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

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

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


                 * * * End of Transmission * * *