TCREUR_Public/151214.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 14, 2015, Vol. 16, No. 246

                            Headlines

A U S T R I A

HETA ASSET: Carinthia Approves Discounted Tender Offer


G E R M A N Y

DEUTSCHE POSTBANK I: Fitch Lowers Rating to 'BB+'


G R E E C E

GREECE: Expects to Get EUR1-Bil. Aid Payment This Week


I R E L A N D

OAK HILL IV: Fitch Assigns 'B-sf' Rating to Class F Notes


I T A L Y

ITALFINANCE VEHICLE 2: Fitch Puts B+ Rating on Watch Evolving
SNAI SPA: S&P Revises Outlook to Negative & Affirms 'B-' CCR
WINDERMERE XIV: Fitch Affirms 'Dsf' Rating on Class F Notes


R U S S I A

KHANTY-MANSIYSK: Moody's Cuts Currency Deposit Ratings to B2
RUSSIA: Fitch Affirms Ratings on 4 State-Controlled Banks


S P A I N

ABENGOA SA: Missed Payments to Trigger Swap Payouts, ISDA Rules
PYMES SANTANDER 12: Moody's Rates EUR140MM Serie C Notes 'Ca(sf)'


U K R A I N E

BANK KONTRAKT: NBU Revokes License, Commences Liquidation
BANK VELES: NBU Removes Banking License, Starts Liquidation


U N I T E D   K I N G D O M

ABENGOA YIELD: Moody's Cuts Corporate Family Rating to B1
BRIDGE HOLDCO: Moody's Reviews Caa1 CFR with Direction Uncertain
EDCON HOLDINGS: Moody's Affirms Caa1 CFR, Outlook Stable
NORTHAMPTON TOWN: Local Council Withdraws Administration Petition
PRIORY GROUP: Fitch Affirms 'B+' IDR, Outlook Stable


X X X X X X X X

* Fitch Revises Outlook on Central European Utilities to Negative
* Fitch Lowers Global Shipping Sector 2016 Outlook to Negative
* BOND PRICING: For the Week Dec. 7, 2015 to Dec. 11, 2015


                            *********


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A U S T R I A
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HETA ASSET: Carinthia Approves Discounted Tender Offer
------------------------------------------------------
Boris Groendahl at Bloomberg News reports that the Austrian
province of Carinthia, creaking under debt guarantees for its
state bank pledged in the 2000s, approved on Dec. 10 a plan to
borrow EUR1.2 billion (US$1.3 billion) to help pay off creditors.

The assembly in the southern province voted in Klagenfurt in
favor of the government's proposal to borrow the funds from the
federal treasury, Bloomberg relays.  The money would be used for
a discounted tender offer for EUR11 billion of bonds issued by
Heta Asset Resolution AG, the "bad bank" of Carinthia's failed
former state bank, Bloomberg notes.

Heta's biggest creditor group, which holds EUR2.5 billion of Heta
bonds, reiterated that it refuses the offer and insists on full
repayment of the debt by Heta and Carinthia, Bloomberg relates.
According to Bloomberg, the "Ad Hoc Group," which includes
Commerzbank AG, Pacific Investment Management Co., FMS
Wertmanagement AoeR and several distressed debt funds, said it's
only ready to discuss an extension that would make repayment over
an extended schedule feasible for Carinthia.

Heta is managing the remnants of Carinthia's Hypo Alpe-Adria-Bank
International AG, one of the most damaging Austrian bank failures
after the 2008 financial crisis, Bloomberg states.  Austria was
forced to spend billions of euros to prop up Hypo Alpe after it
had to nationalize the bank in 2009, angering voters and
undermining the country's credit rating, Bloomberg recounts.

Austrian Finance Minister Hans Joerg Schelling repeatedly said
that the federal government won't pay Carinthia's debt if the
Heta guarantees come due, Bloomberg notes.  That lack of support
could result in the province's insolvency, for which there is no
legal framework in Austria, according to Bloomberg.

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



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G E R M A N Y
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DEUTSCHE POSTBANK I: Fitch Lowers Rating to 'BB+'
-------------------------------------------------
Fitch Ratings has downgraded Deutsche Postbank's (PB) Long-term
Issuer Default Rating to 'BBB+' from 'A-' and its Short-term IDR
to 'F2' from 'F1'.  The Rating Watch for the IDRs has been
revised to Evolving (RWE) from Negative (RWN).  At the same time,
the agency has downgraded PB's Support Rating (SR) to '2' from
'1', which remains on RWN.

The downgrade of PB's IDRs and senior debt ratings reflects the
downgrade of the PB's parent Deutsche Bank (DB, A-/Stable/a-) as
PB's ratings are based on institutional support from its owner.
DB announced in April 2015 its plan to divest PB.  PB's ratings
reflect our expectation that support from DB remains highly
probable until the planned divestment of PB has been finalized.

The RWE on PB's Long- and Short-term IDRs and senior unsecured
debt ratings reflects our view that PB's IDRs and debt ratings
could be affirmed, upgraded or downgraded, depending on our
assessment of either its stand-alone strength after the
divestment, as expressed by a Viability Rating (VR), or on
support from a more highly rated buyer with a strong ability and
propensity to provide support.  Fitch expects to resolve the RWE
when more detailed information on PB's stand-alone strength after
the divestment is finalized, which could take more than six
months.

The RWN on PB's 'SR' reflects Fitch's view that an IPO is the
most likely route for deconsolidation, in which case Fitch would
downgrade the SR to '5'.  However, a sale to an entity that has
the ability and propensity to support PB at the current 'BBB+'
Long-term IDR, or higher, while not our base case, cannot be
ruled out.

KEY RATING DRIVERS

IDRS, SENIOR DEBT AND SR

PB's Long-term IDR is rated one notch below DB's to reflect that
despite the initiated sale process there is, in Fitch's opinion,
a high probability that DB would support PB if needed as long as
it remains the majority owner.  PB's role in the group has become
less strategic since the announced disposal, but Fitch believes
that a default of PB would constitute a huge reputational risk to
DB and damage its franchise.  In Fitch's opinion, this reputation
risk is a strong incentive for DB to support PB if needed.

Although the support is underpinned by a control and profit and
loss transfer agreement (PLT) between PB and DB Finanz-Holding
GmbH (the wholly-owned subsidiary of DB that holds the majority
of shares in PB) and a declaration of backing from DB, Fitch
assigns limited value to these commitments in light of the
upcoming deconsolidation.  The PLT can be terminated at the
earliest on 31 December 2016 with six months' notice, or at any
time for 'good cause'.  Fitch understands from management that
the currently planned transfer of the shares held by the
remaining minority shareholders of PB to DB through a squeeze-out
will give DB the flexibility to terminate the PLT earlier in
light of the envisaged deconsolidation of PB.

HYBRID SECURITIES

Hybrid capital issued by PB's issuing vehicles are currently
notched off DB's VR in accordance with Fitch's assessment of each
instrument's respective non-performance and relative loss
severity risk profiles and our expectation that DB's support for
PB would extend to its hybrid instruments.  Consequently, Fitch
has downgraded these instruments by one notch in line with the
downgrade of DB's VR.  They will likely be notched from PB's
future VR, when the bank's stand-alone strength can be
determined, absent a sale to a higher rated bank that in our
opinion would support PB's hybrid instruments.

Deutsche Postbank Funding Trust I-IV's securities are notched
twice for non-performance risk and twice for loss severity
whereas the Upper Tier II instruments issued by ProSecure Funding
Limited Partnership are notched twice for non-performance risk
and once for loss severity.

POSTBANK'S LEGACY UNSECURED GUARANTEED DEBT RATINGS ISSUED BY DSL

The ratings of the legacy guaranteed debt (originally issued by
the former DSL and acquired and ultimately merged with PB) are
based on our expectation that the Federal Republic of Germany
(FRG, AAA/Stable) has strong incentives to make timely payments
under its grandfathered deficiency guarantee for these notes.
The notes are rated two notches below the guarantor's Long-term
IDR as Fitch believes that there is only a limited amount of
uncertainty around timeliness of payments as a result of the high
reputational risks the FRG would face if investors in this debt
would incur losses in a default scenario of PB.

RATING SENSITIVITIES

IDRS, SENIOR DEBT AND SR

Postbank's IDRs and senior debt ratings are primarily sensitive
to the outcome of Fitch's assessment of PB's stand-alone strength
as expressed in its future VR.  Fitch expects to resolve the RWE
when more information about PB's future stand-alone strength
becomes available.  In the absence of a highly-rated acquirer,
PB's IDRs could be affirmed, upgraded or downgraded, depending on
its VR.  Fitch expects that the review could take longer than six
months.

In October 2015, DB concluded its strategic review, and Fitch
expects that more details will be made available on the plans for
PB's capitalization before a disposal, the composition of its
non-core assets unit, and projections about its recurring earning
power, considering especially its agreements with Deutsche Post
for using its branches and with DB for using the services of PBC
Banking Service GmbH.  Fitch believes that the bank's VR will be
affected by PB's strategy to improve efficiency and profitability
as a stand-alone bank in the highly competitive German retail
banking market and potentially further regulatory headwinds for
the sector.

Fitch expects to resolve the RWN on PB's SR once the
deconsolidation has been finalized as the SR will reflect Fitch's
assessment of any new owner's ability and propensity to provide
support if needed.  If the divestment takes the form of an IPO,
which is Fitch's base case, Fitch expects to downgrade the SR to
'5' to reflect our view that sovereign support for even the
larger German banks cannot be relied on.  Until the disposal is
completed, PB's SR continues to be sensitive to changes in
Fitch's assessment of DB's propensity and ability to provide
support for PB.

The ratings of the legacy guaranteed debt is sensitive to a
change to Germany's rating or to a change in Fitch's assessment
of the likelihood that Germany will honour the guarantee in a
timely manner.

HYBRID SECURITIES

The hybrid capital securities issued by PB's issuing vehicles are
primarily sensitive to the sale of the bank by DB.  Upon
completion of a sale they will likely be notched off PB's VR.
Prior to that, the securities' ratings are sensitive to a change
in their notching from DB's VR, which could increase if Fitch's
assessment of support available from DB changes.

In addition, if Fitch assigns a VR to PB before the sale is
finalized it would become the new anchor rating for PB's hybrids
debt ratings.

The rating actions are:

Postbank

  Long-term IDR: downgraded to 'BBB+' from 'A-'; Rating Watch
   changed to Evolving from Negative
  Short-term IDR: downgraded to 'F2' from 'F1'; Rating Watch
   changed to Evolving from Negative
  Support Rating: downgraded to '2' from '1'; maintained on RWN
  Senior debt, including programme ratings: downgraded to
   'BBB+'/'F2' from 'A-'/'F1'; Rating Watch changed to Evolving
   from Negative
  Unsecured guaranteed bonds issued by former DSL Bank: affirmed
   at 'AA'

  Deutsche Postbank Funding Trust I (Germany): downgraded to
   'BB+' from 'BBB-'; Rating Watch changed to Evolving from
   Negative
  Deutsche Postbank Funding Trust II (Germany): downgraded to
   'BB+' from 'BBB-'; Rating Watch changed to Evolving from
    Negative
  Deutsche Postbank Funding Trust III (Germany): downgraded to
   'BB+' from 'BBB-'; Rating Watch changed to Evolving from
   Negative
  Deutsche Postbank Funding Trust IV (Germany): downgraded to
   'BB+' from 'BBB-'; Rating Watch changed to Evolving from
   Negative
  ProSecure Funding Limited Partnership (LP Jersey): downgraded
   to 'BBB-' from 'BBB'; Rating Watch changed to Evolving from
   Negative



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G R E E C E
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GREECE: Expects to Get EUR1-Bil. Aid Payment This Week
------------------------------------------------------
Kerin Hope at The Financial Times reports that Greece expects to
receive another EUR1 billion aid payment this week from its EUR86
billion bailout after reaching agreement with creditors on its
next reform package.

According to the FT, a government official said a draft bill
covering energy sector reform, further privatizations and opening
a market in non-performing loans held by Greek banks would be
presented to parliament on Dec. 12.

The same official said a vote will be held tomorrow, Dec. 15,
keeping the bailout program on track and opening the way for a
transfer of funds by the European Commission later in the week,
the FT relates.

The fragile Syriza-led coalition expects the bill to be approved
without further defections by its MPs, as it includes concessions
made by creditors on critical issues during a week of tough
negotiations in Athens, the FT discloses.

The government will face a much tougher test next month over a
third reform package that will include negotiating a rescue plan
for the tottering state pension system, the FT notes.  Creditors
are demanding across-the-board cuts while Syriza is seeking
alternative ways of patching up the system, including an increase
in social security contributions, the FT discloses.



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I R E L A N D
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OAK HILL IV: Fitch Assigns 'B-sf' Rating to Class F Notes
---------------------------------------------------------
Fitch Ratings has assigned Oak Hill European Credit Partners IV
Designated Activity Company notes final ratings:

  EUR122.2 mil. Class A-1A: 'AAAsf'; Outlook Stable
  EUR105.3 mil. Class A-1B: 'AAAsf'; Outlook Stable
  EUR5.3 mil. Class A-2: 'AAAsf'; Outlook Stable
  EUR37.8 mil. Class B-1: 'AAsf'; Outlook Stable
  EUR10.6 mil. Class B-2: 'AAsf'; Outlook Stable
  EUR23.6 mil. Class C: 'Asf'; Outlook Stable
  EUR20.4 mil. Class D: 'BBBsf'; Outlook Stable
  EUR31.6 mil. Class E: 'BBsf'; Outlook Stable
  EUR12 mil. Class F: 'B-sf'; Outlook Stable
  EUR47 mil. subordinated notes: not rated

Oak Hill European Credit Partners IV Designated Activity Company
is an arbitrage cash flow collateralized loan obligation (CLO).

KEY RATING DRIVERS

'B'/'B-' Portfolio Credit Quality

Fitch expects the average credit quality of obligors to be in the
'B' category.  Fitch has credit opinions or public ratings on all
obligors in the identified portfolio.  The weighted average
rating factor of the identified portfolio is 32.9.

High Recovery Expectation

At least 90% of the portfolio will comprise senior secured
obligations.  Fitch views the recovery prospects for these assets
as more favorable than for second-lien, unsecured and mezzanine
assets.  Fitch has assigned Recovery Ratings to all of the assets
in the identified portfolio.  The weighted average recovery
rating of the identified portfolio is 72.8%.

Unhedged Non-euro Assets Exposure

The transaction is allowed to invest in non-euro-denominated
assets.  Unhedged non-euro assets are limited to a maximum
exposure of 2.5% of the portfolio subject to principal haircuts.
The manager can only invest in unhedged assets if, after the
applicable haircuts, the aggregate balance of the assets is above
the reinvestment target par balance.

Partial Interest Rate Hedge

Between 0% and 10% of the portfolio can be invested in fixed-rate
assets, while fixed-rate liabilities account for 3.8% at closing.
Fixed-rate assets can represent up to 10% of the portfolio.  The
transaction is thus partially hedged against rising interest
rates.

TRANSACTION SUMMARY

Net proceeds from the notes are being used to purchase a
EUR400 million portfolio of European leveraged loans and bonds.
The portfolio is managed by Oak Hill Advisors (Europe), LLP.  The
transaction has a four-year re-investment period scheduled to end
in January 2020.

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

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

RATING SENSITIVITIES

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

DUE DILIGENCE USAGE

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

DATA ADEQUACY

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

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



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I T A L Y
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ITALFINANCE VEHICLE 2: Fitch Puts B+ Rating on Watch Evolving
-------------------------------------------------------------
Fitch Ratings has placed Italfinance Securitisation Vehicle 2
S.r.l. Series 2007-1 on Rating Watch Evolving:

  EUR107.4 mil. Series 1-A: 'AAsf'; placed on Rating Watch
   Evolving

  EUR21.1 mil. Series 1-B: 'BBBsf'; placed on Rating Watch
   Evolving

  EUR14.3 mil. Series 1-C: 'BBsf'; placed on Rating Watch
   Evolving

  EUR4.7 mil. Series 1-D: 'B+sf'; placed on Rating Watch Evolving

The transaction is a securitization of receivables arising from
Italian finance lease contracts.  While the pool initially
contained mixed leases, it is now for more than 99% composed of
real estate leases.  The leases were originated by Banca
Italease, which in April 2015 was merged into parent Banco
Popolare (BB/Stable/B).

KEY RATING DRIVERS

The Rating Watch Evolving reflects delays in obtaining updated
loan-by-loan information needed to assess the creditworthiness of
the remaining pool.  Since the collateral portfolio is composed
of lease receivables granted to SMEs, Fitch uses its Criteria for
Rating Granular Corporate Balance-Sheet Securitisations (SME
CLOs), which is based on a loan-by-loan analysis, to carry out
the periodic surveillance review of the transaction.  However, in
the context of this periodic review, Fitch was not able to
analyze an updated loan-by-loan data tape of the transaction, as
required by its criteria.

The most updated loan-by-loan pool that can be found on the
European Data Warehouse is dated June 2014 and the agency deemed
it too outdated to perform a meaningful performance review of the
transaction.  As the servicer and payments reports which are
regularly provided to Fitch do not contain any loan-by-loan
information such as, for instance, the list of loans arrears or
in default, they are not enough for the surveillance review of
the transaction.

Being in the tail of the transaction, the pool is now much more
concentrated than at closing, with the top 50 borrowers
accounting for 40% of the overall portfolio (less than 20% at
closing).  In the presence of this high concentration level and
lack of updated loan-by-loan information, the agency could not
form a forward-looking view on the performance of the remaining
collateral, especially on the evolution of the obligor
concentration risk and whether the rated notes, which currently
are being repaid on a pro rata basis, are exposed to tail risk.
Therefore, Fitch is placing all ratings in Rating Watch Evolving
as it awaits updated loan-by-loan information from the
originator.

RATING SENSITIVITIES

Should no updated loan-by-loan information be available in the
near future, the agency would withdraw all ratings due to lack of
information.

Should updated loan-by-loan information be received by Fitch, the
agency would review the transaction in line with its criteria.
The resulting rating actions would depend on the findings of the
analysis.

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.

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.


SNAI SPA: S&P Revises Outlook to Negative & Affirms 'B-' CCR
------------------------------------------------------------
Standard & Poor's Ratings Services said that it revised its
outlook on SNAI SpA, one of Italy's largest gaming groups, to
negative from stable.

At the same time, S&P affirmed its 'B-' long-term corporate
credit rating on the group, its 'B-' issue rating on SNAI's
senior secured notes, and its 'CCC' issue rating on the group's
subordinated notes.

The outlook revision reflects S&P's view that SNAI's financial
metrics in 2015 and 2016 will be lower than S&P's base-case
projections.  SNAI posted a set of disappointing results for the
first nine months of 2015, with reported EBITDA declining by
about 30% as a result of higher-than-anticipated payout ratios in
the sports betting segment and some point-of-sale closures.  S&P
expects SNAI's financial metrics to underperform its expectations
for 2015 and 2016.  S&P estimates that leverage in terms of
Standard & Poor's-adjusted debt to EBITDA will rise above 6x,
compared with its previous base case that saw leverage declining
below 5x following the acquisition of Cogemat and the refinancing
of its debt.

The Italian government's planned 2016 Stability Law places an
additional burden on the gaming sector, including SNAI.  Under
the draft law, the Preu gaming tax on machine turnover will
increase by two percentage points on amusement with prize
machines (AWPs) and by half a percentage point on video lottery
terminals (VLTs). Other measures in the draft are aimed at
reducing the general size of the gaming offer in Italy, including
a reduction of licenses. In addition to the tax increases, there
will be another EUR500 million tax levy on the industry in 2016.
The final Stability Law proposal may differ from the draft, but
S&P remains cautious of the potential risks to SNAI's cash flows.

These adverse operational and regulatory factors increase
pressure on SNAI's liquidity, in S&P's view.  Additionally, SNAI
has to renew a number of concessions, with the payment due in
2016.  The company's original estimate of EUR50 million-EUR60
million for the concessions may now increase to EUR80 million-
EUR90 million as the concessions are likely to be extended to
nine years from six at a higher cost.  The timeline for the
concession renewals is not entirely certain, and there is a
chance that the process won't be finalized until 2017.

While liquidity headroom is still adequate, uncertainties with
regards to the 2016 Stability Law tax payments and the size and
timing of the concession renewal payment pose liquidity risks in
the next 12 months, in S&P's view.

S&P's base case assumes:

   -- Revenues growing to about EUR950 million in financial year
      2015 (ending Dec. 31) as Cogemat's operations are
      consolidated.  S&P sees modest, low-single-digit revenue
      growth from 2016 onward.

   -- A drop in the adjusted EBITDA margin to around 10%-10.5% in
      2015 and 2016, down from 17.8% in 2014, as a result of
      operational weaknesses and Cogemat being a lower-margin
      business than SNAI.

   -- Increased costs in 2015 and 2016 related to the acquisition
      and integration of Cogemat.

   -- Additional Stability Law payments and tax hikes on
      machines.

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

   -- Adjusted debt to EBITDA of about 6.0x-6.2x in 2015 and
      2016, up from 5.2x in 2014.

   -- Adjusted EBITDA interest coverage of about 2.0x in the same
      period.

   -- Modestly positive free operating cash flow (FOCF) in 2015
      and negative FOCF in 2016 due to concession renewal
      payments.

The negative outlook reflects S&P's expectation that SNAI's
operating performance will be worse than S&P previously
anticipated in 2015 and 2016.  This is likely to translate into
weaker EBITDA generation and therefore higher debt to EBITDA
ratios.

S&P could lower the rating if SNAI's EBITDA generation does not
stabilize over the next few quarters, which could result from the
payout ratios remaining high due to continued unfavorable betting
odds.  S&P could also lower the rating if it was to revise its
liquidity assessment of SNAI to less than adequate, which could
happen if there were a further significant drop in EBITDA; if the
estimated concession payment of EUR90 million was paid entirely
in 2016; or if tax payments related to the 2016 Stability Law
were higher than S&P expects.  S&P could also lower the rating if
cash interest coverage were to fall below 1.2x or if it was to
assess SNAI's capital structure as unsustainable.

S&P could revise the outlook back to stable if SNAI showed stable
EBITDA generation over the next few quarters.  S&P could also
revise the outlook back to stable if the concession renewal
payment due in 2016 and the 2016 Stability Law both looked set to
have more modest negative effects on SNAI than S&P currently
anticipates.


WINDERMERE XIV: Fitch Affirms 'Dsf' Rating on Class F Notes
-----------------------------------------------------------
Fitch Ratings has affirmed Windermere XIV CMBS Ltd

  EUR105.5 mil. class A (XS0330752436) affirmed at 'BBBsf';
   Outlook Negative

  EUR78 mil. class B (XS0330752782) affirmed at 'Bsf'; Outlook
   Negative

  EUR63.5 mil. class C (XS0330752949) affirmed at 'CCCsf';
   Recovery Estimate (RE) RE15%

  EUR26.9 mil. class D (XS0330753244) affirmed at 'CCsf'; RE0%

  EUR35.6 mil. class E (XS0330753590) affirmed at 'CCsf'; RE0%

  EUR17.1 mil. class F (XS0330753673) affirmed at 'Dsf'; RE0%

Windermere XIV is a securitization of four commercial mortgage
loans (down from eight loans at closing in November 2007)
originated by subsidiaries of Lehman Brothers Inc.

KEY RATING DRIVERS

The affirmation of the notes reflects a broadly unchanged credit
profile over the last 12 months.  The class A notes' rating is
supported by sequential amortization via excess rental cashflows
(approximately EUR3.3 million in the last quarter only) and
relies on little residual real estate value, in line with the
overall average-to-low property quality.  The class B notes'
rating reflects an unchanged Fitch collateral value assessment of
EUR185 million.

The borrower of the largest loan (the EUR233.8 million Fortezza
II loan, representing 71% of the collateral balance) failed to
sell a portfolio of five properties (Fitch understands from the
servicer report that only one non-binding offer was put forward).
As a result, the loan was transferred to special servicing on
Nov. 13, 2015, after the failure of the borrower to meet the
April 2015 debt amortization target.

This absence of investor interest for the properties is in line
with Fitch's assessment of the loan collateral quality, which
will likely result in significant principal losses upon work-out
completion.  The special servicer strategy of extending in-place
leases (likely at the price of material rent discounts) need to
be perfected relatively quickly in light of the April 2018 legal
final maturity (LFM) of the notes.

Furthermore, the Fortezza II loan and the Fortezza loan (reported
as IFB and Pavia Fortress I and Naples Enel Tower Fortress II
loans in the investor report) in Windermere X CMBS Ltd share the
same borrower, an Italian closed ended real estate fund.
Therefore an enforcement of one of these loans could
automatically trigger the enforcement of the other loan, making
any work-out strategy complicated.

The performance of the three other loans is in line with Fitch's
expectations with assets sales for the Baywatch and Sisu loans in
progress.

RATING SENSITIVITIES

The absence of progress on the winding down of the Fortezza loan
is likely to result in downgrades within the next two years.

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


KHANTY-MANSIYSK: Moody's Cuts Currency Deposit Ratings to B2
------------------------------------------------------------
Moody's Investors Service has downgraded the long-term local and
foreign-currency deposit ratings of to Khanty-Mansiysk bank
Otkritie PJSC (KhMBO) to B2 from B1, the baseline credit
assessment (BCA) to b3 from b2 and the adjusted BCA to b2 from
b1, given an increased pressure on the bank's standalone
financial metrics. It also downgraded the bank's hybrid
subordinated debt rating to Caa1 (hyb) from B3 (hyb). KhMBO's
ratings incorporate a one-notch uplift from the b3 BCA based on
our assessment of a high likelihood of support from its parent,
Bank Otkritie Financial Corporation PJSC (BOFC; Ba3 negative).
The rating agency has also affirmed the bank's short-term deposit
ratings at Not-Prime. The outlook on the long-term ratings
remains negative.

The long-term Counterparty Risk Assessment (CR Assessment) has
been downgraded to B1(cr) from Ba3(cr) and the short-term NP(cr)
CR Assessment has been affirmed.

RATINGS RATIONALE

The downgrade of KhMBO's ratings reflects intensified downward
pressure on the bank's standalone financial profile and reduced
loss absorption buffers.

KhMBO's asset quality is negatively impacted by the seasoning of
its loan book amid worsened borrowers' creditworthiness following
deteriorated economic conditions in Russia, and continued loan
book contraction. The bank's problem loans (all individually
impaired corporate and SME loans and retail 90+) increased to
20.7% of gross loans as of end-June 2015 from 15.1% at year-end
2014, while nonperforming loans (NPLs) overdue for more than 90
days surged to 11.5% from 6.9% as of the same date under IFRS.
The worst performing is the bank's retail loan book, given the
seasoning of legacy unsecured consumer loans of Bank Otkritie,
which merged with KhMBO in November last year. In the corporate
(including SME) portfolio (which accounted for 55% of the gross
loan book as of end-June 2015), 62% of impaired loans comprised
substandard not past due loans, according to IFRS data. Low loan
loss reserves coverage at 41% of all problem loans and 74% of
NPLs as of H1 2015 (under IFRS) is partially offset by guarantees
provided from Otkritie Holding (not rated). However, these
guarantees have never been claimed, and thus their recoverability
has yet to be tested, in our opinion.

We note continued increase in KhMBO's credit costs (new loan loss
provisions to gross loan book) following the deterioration in
asset quality, putting pressure on its profitability and
capitalization. The bank's annualized credit costs amounted to
5.7% under IFRS and 6.4% under Russian Accounting Standards (RAS)
as of 1H2015 and increased further to 8.2% as of Q3 2015 under
RAS. The bank was loss-making as of Q3 2015, reporting RUB13.9
billion loss under RAS. We expect it to continue to be loss-
making over the next 12 months.

Losses posted by the bank further erodes capitalization. As of 1
November 2015, KhMBO reported a regulatory core Tier 1 ratio
(N1.1.) at 5.9%, which provides a thin buffer against further
potential credit losses versus the current required minimum of
5%. In August 2015, the bank converted two existing subordinated
loans totaling $300 million into regulatory Tier 1 capital, thus
supporting the regulatory N1.2. ratio, which improved to 10,3% as
of 1 December 2015 from 6.4% as of 1 August 2015 (versus the
minimum of 6%). We note a downside risk to capitalization from
persisting pressure on asset quality and currently low reserves
coverage, meaning the bank will likely require more external
capital support or further deleveraging.

AFFILIATE SUPPORT

KhMBO is operationally and strategically managed by BOFC. We
believe there is high likelihood of affiliate support for the
bank from its parent BOFC's final deposit rating Ba3, resulting
in a one-notch uplift from the b3 BCA. This assessment is based
on BOFC's ultimate majority ownership, as well as the close
strategic fit and importance of KhMBO to the consolidated
financial position of BOFC.

WHAT COULD CHANGE THE RATINGS UP/DOWN

A rating upgrade is unlikely within the next 12 months because of
the bank's current negative outlook. We would consider changing
the outlook back to stable upon stabilization of the operating
environment and/or notable and sustainable improvements to the
bank's asset quality, core profitability, and capital ratios. The
bank's long-term ratings are also sensitive to the parent's
ratings.

Moody's could downgrade the bank's ratings if there are signs of
a further weakening of its standalone credit profile, including
material erosion of its capital buffer as a result of significant
impairments of its loan book. KhMBO's supported ratings could
come under negative pressure in the event of a further downgrade
of the parent's ratings.


RUSSIA: Fitch Affirms Ratings on 4 State-Controlled Banks
---------------------------------------------------------
Fitch Ratings has affirmed the Long-term foreign and local
currency Issuer Default Ratings (IDRs) of Sberbank of Russia
(Sberbank) and Vnesheconombank (VEB) and their leasing
subsidiaries, Sberbank Leasing and JSC VEB-Leasing, at 'BBB-'.

Fitch has also affirmed the Long-term IDRs of Gazprombank OJSC
(GPB), its subsidiary Gazprombank (Switzerland) Ltd (GPBS), and
Russian Agricultural Bank (RusAg) at 'BB+'.  The Outlooks are
Negative.

KEY RATING DRIVERS

IDRS, SUPPORT RATINGS, SUPPORT RATING FLOORS (SRFs), NATIONAL
RATINGS

The affirmation of the Long-term foreign currency IDRs and SRFs
of Sberbank and VEB at the sovereign level of 'BBB-', and those
of RusAg and GPB at 'BB+', reflects Fitch's view of a very high
propensity of the Russian authorities to support the banks, in
case of need, due to:

(i) majority state ownership (50%+1 share in Sberbank; 100% of
VEB and RusAg), or a high degree of state control and supervision
by quasi-sovereign entities (GPB), most significantly by the
bank's founder and shareholder PJSC Gazprom (BBB-/Negative);
(ii) the exceptionally high systemic importance of Sberbank as
expressed by its dominant market shares (approximately 30% of
system assets and 44% of retail deposits at end-10M15), VEB's
status as a development bank, RusAg's important policy role of
supporting the agricultural sector and GPB's high systemic
importance for the banking sector;
(iii) the track record of support to the banks, including recent
large recapitalizations of GPB and RusAg through core Tier 1
eligible preferred share issues acquired by the state Depository
Insurance Agency (DIA).  Fitch considers this as good quality
loss-absorbing capital, and assigns it 100% equity credit;
(iv) and high reputational risks of a potential default for the
Russian authorities/state-controlled shareholders.

Sberbank's IDRs are also underpinned by the bank's stand-alone
credit profile, as reflected in its 'bbb-' Viability Rating (VR).

The ratings of GPB and RusAg are one notch lower than those of
Sberbank and VEB as the banks do not have the exceptional
systemic importance of the former or the development bank status
of the latter.  The notching from the sovereign also reflects (i)
previous delays in provision of significant equity support by the
state to RusAg, and potential remaining capital needs of the
bank; and (ii) that GPB is not directly majority-owned by the
state.

The designation of these banks by the Central Bank of Russia as
domestic systemically important institutions (D-SIBs) does not
have material implications for Fitch's support view.  The
designation applies equally to large foreign- and privately-owned
banks, as well as state-owned lenders, and implies more stringent
oversight of the banks rather than a confirmation of any
intention to support creditors.  The potential introduction of
bail-in legislation -- which is currently being discussed in
Russia, but is unlikely to be implemented in the near-term, in
Fitch's view -- would not necessarily result in an automatic
downgrade of the SRFs of state-owned commercial banks, because
Fitch believes that, given the banks' ownership and policy roles
pre-emptive support would still be available to them.  Bail-in
legislation would in any case not apply to VEB, as a development
bank.

The affirmation of VEB's ratings reflects Fitch's expectation
that the bank will receive in the near- to medium-term sufficient
and timely government support to address weaknesses in its
solvency and foreign currency liquidity and enable it to service
its obligations to creditors.  However, uncertainty remains about
how support for VEB will be structured, the volume of the support
measures and the timeline for their implementation.

The affirmation of the IDRs of Sberbank-Leasing, VEB Leasing and
Gazprombank Switzerland in line with those of their parent
reflects Fitch's view that they are highly-integrated core
subsidiaries.

The affirmation of the entities' National Ratings reflects
Fitch's view that they remain among the strongest credits in
Russia.  The Stable Outlooks on the National Ratings reflect
Fitch's view that the creditworthiness of Russian issuers
relative to each other are unlikely to change significantly in
case of a sovereign downgrade.

DEBT RATINGS

The senior unsecured debt ratings (including the debt issues
issued by special purpose vehicles) are aligned with the
respective institutions' IDRs.

The ratings of 'old-style' subordinated debt issues are notched
down once from the Long-term IDRs.  'New-style' subordinated debt
is rated one notch lower than the banks' VRs due to loss-
absorption triggers.  The 'new-style' issues have
coupon/principal write-down features, which will be triggered if:
(i) the bank's regulatory core Tier 1 capital adequacy ratio
decreases below 2%; or (ii) the DIA acquires a controlling stake
in the bank or provides financial assistance to it as part of an
approved bankruptcy prevention plan.  The latter is possible if a
bank breaches any of its mandatory capital ratios or is in breach
of certain other liquidity and capital requirements.

The ratings of debt issued by Sberbank, VEB, RusAg, GPB and their
subsidiaries apply to debt issued prior to Aug. 1, 2014.

SBERBANK's VR

Sberbank's 'bbb-' VR reflects (i) the bank's significant pricing
power due to dominant market shares in the Russian banking
sector, (ii) only moderate asset quality deterioration to date,
(iii) profitable performance through the cycle, and (iv) cheap
stable funding base and ample liquidity.

Sberbank's VR is sensitive to Russia's sovereign rating (BBB-
/Negative) due to significant exposure to sovereign debt (0.5x of
end-1H15 Fitch Core Capital (FCC)) and to the broader economic
environment, with the contribution of foreign subsidiaries to
Sberbank's assets and earnings remaining only moderate.

Sberbank's asset quality has deteriorated moderately, with NPLs
rising to 5.4% at end-3Q15 (1.1x covered by reserves) from 3.2%
at end-2014.  Consequently, loan impairment charges (LICs)
increased to 2.6% of loans in 9M15 from 2.3% in 2014 and 1.1% in
2013.  Fitch expects LICs to stabilize in 2016 and not exceed
2.5%, as the most acute problems (e.g. Mechel, Transaero and
Ukrainian risks) have been heavily reserved.  Therefore LICs
should be comfortably covered by the bank's pre-impairment
profitability (equal to around 4% of average loans in 9M15,
annualized), which may also improve by about 0.5-1.0pts in 2016
if funding costs continue to decrease.  Performance trends, as
for other Russian banks, are also sensitive to further
significant external shocks.

Sberbank's capitalization is reasonable, as reflected by its 9%
FCC ratio at end-3Q15.  The regulatory Tier 1 ratio was also
adequate, at 8.6% at end-3Q15, although this received a 40bps
uplift due to exchange rate forbearance.  The bank should
comfortably comply with the increased 5.3% minimum core tier 1
requirement (including additional capital buffers for D-SIBs)
with effect from Jan. 1, 2016.  Due to moderate loan growth plans
and a reasonable internal capital generation capacity, capital
ratios should at least remain stable in 2016.

Sberbank's strong liquidity position is underpinned by a
significant cushion of liquid assets (both in local and in
foreign currency) and a granular and fairly stable deposit base.
Similarly to most other banks in the sector, Sberbank faced
moderate funding outflows in December 2014, but since 2Q15 has
enjoyed a steady inflow of customer funding (the loans/deposits
fell to a reasonable 105% at end-3Q15, from 120% at end-2014).
Wholesale debt is moderate (5% of end-3Q15 liabilities) and
Sberbank's external refinancing needs in 2016 are modest, with
the next repayment peak in February-March 2017 (USD3 billion
excluding trade finance; less than 2% of the bank's liabilities).

GPB'S VR

GPB's 'bb-' VR reflects the bank's moderate capitalization,
recently loss-making performance and significant volume of high-
risk exposures/ non-banking assets that might require significant
additional impairment provisions.  At the same time, the VR
factors in the bank's prominent market positions, its generally
lower-risk lending focused on larger and stronger Russian
corporates and secured retail products, its currently comfortable
liquidity and access to capital under Russian government
programs.

The NPL ratio was a low 2.3% at end-3Q15 (1% at end-2014).
However, a further 9% of loans, although technically not NPLs,
are high-risk and were a source of increased impairment charges
in 9M15.  These exposures comprise: (i) M&A loans to a
fertilizer-producing group, which were partially secured by
equities of Ukrainian enterprises (23% of adjusted Fitch Eligible
Capital (FEC) at end-1H15); and (ii) a secured exposure to Mechel
(26%). High risks also stem from GPB's large equity investments
in mostly poorly performing non-banking subsidiaries (37% of FEC)
and other, mostly illiquid, equity investments (30% of FEC).

FEC includes FCC and preferred shares issued in December 2014 and
August 2015, which Fitch views as good quality, loss-absorbing
capital.  FEC at end-1H15 was adjusted for the August issue in
calculating risk exposures relative to capital.  Fitch views
capitalization as vulnerable, notwithstanding recent injections,
due to still moderate ratios, large exposures to high-risk assets
and operating losses.  The FEC was 7.1% at end-3Q15, up only
moderately from 6.1% at end-2014, as pressure from impairment-
driven losses (the total comprehensive loss was equal to 4.8% of
average equity in 9M15, annualized) and rouble devaluation partly
offset the benefit of the preferred share issue (bought by the
DIA).  The regulatory core Tier 1 ratio was 8.8% at end-October
2015, in part due to utilization of regulatory forbearance on
exchange rates used to calculate regulatory risk-weighted assets
(RWAs).

GPB's liquidity remains comfortable, partially reflecting the
bank's treasury role for Gazprom and other large oil and gas
companies.  The highly-liquid assets at end-1H15, net of senior
unsecured debt repayments to end-2016, were equal to a solid 30%
of total customer deposits.

RUSAG'S VR

RusAg's 'b-' VR reflects the bank's weak asset quality,
vulnerable capitalization given sizable unreserved problem loans
and weak internal capital generation, and high reliance on
wholesale funding.  The VR also takes into account the bank's
improved capital position following recent injections and the
currently adequate liquidity position.

RusAg's NPLs were a high 18% of the end-1H15 total loan book.
Reserve coverage of these exposures was only a moderate 54%, with
the unreserved part amounting to 91% of FEC.  In addition,
restructured and/or rolled-over loans classified in the Watch
category comprised a further 6% of loans at end-2014 (latest
available disclosure).  Further downside risks stem from the
bank's predominantly long-term loans, which are often structured
with bullet repayments and subsidized interest rates.

RusAg's FEC ratio was a moderate 7.3% at end-1H15, but adjusted
for a December RUB69 billion capital injection from the DIA and a
RUB22 billion loss in 3Q15, this should have improved to about
9.5%.  The regulatory Tier 1 ratio of 8.6% at end-10M15 would
rise to 11.6%, after adjusting for the capital injection.
Current loss-absorbing capital ratios are broadly in line with
those at end-2014, as operating losses (negative ROAE of 53% in
9M15) have largely offset the DIA contribution.

RusAg expects RUB20 billion (equal to 1% of RWAs) of further
capital support in 2016-2017 as part of an agricultural sector
development program (part of the state budget) and potentially
RUB60 billion (3%) in 2018-2020, but these amounts are moderate
relative to risks of further impairment in the loan book.

RusAg's high loans/deposits ratio (158% at end-3Q15) reflects the
bank's significant reliance on wholesale funding (45% of end-3Q15
liabilities), half of which is from foreign creditors.
Refinancing needs for 2016 are moderate, comprising eurobonds of
RUB52 billion and USD161 million (combined, equal to 3% of
liabilities). At end-3Q15, RusAg had RUB460 billion (USD7
billion) of liquid assets (cash, short-term bank placements,
unencumbered repo-able securities and loans eligible for
refinancing in CBR), which were sufficient to repay all wholesale
funding to end-2018.  Domestic wholesale funding can largely be
refinanced on the local market.

RATING SENSITIVITIES

IDRS, SRs, SRFs, NATIONAL RATINGS AND DEBT RATINGS

The Negative Outlooks on all of the entities covered in this
commentary reflect the potential for them to be downgraded if
Russia's sovereign ratings are downgraded and the Country Ceiling
is lowered.  A significant weakening of the propensity of parent
banks to provide support (not expected by Fitch at present) could
also result in downgrades of the subsidiaries' ratings.

GPB's support-driven ratings could also come under downward
pressure if there is a marked reduction in the stake owned by
quasi-sovereign entities and/or if the links between the bank and
the Russian authorities weaken significantly.

The senior unsecured and 'old-style' subordinated debt ratings
would likely change in tandem with their respective banks' Long-
term IDRs.  Changes in the VRs would likely be matched by
corresponding changes in the 'new-style' subordinated debt
ratings.

VR

Sberbank's VR could be downgraded if the sovereign ratings are
downgraded, reflecting further marked deterioration in Russia's
economic prospects, or a weakening of Sberbank's asset quality
and capital.  A stabilization of the operating environment, and a
revision of the Outlook on the sovereign ratings to Stable, could
help to stabilize the rating at its current level.

GPB's VR could be downgraded in case of weakening of its asset
quality or capitalization.  A stabilization of the operating
environment and the bank's capital ratios would help to stabilize
the VR at its current level.

RusAg's VR could be downgraded in case of a further marked
deterioration in its asset quality that is not promptly cured by
capital support.  A further strengthening of capitalization
leading to reduced asset quality risks could result in an upgrade
of the VR.

The rating actions are:

Sberbank of Russia

  Long-term foreign and local currency IDRs: affirmed at 'BBB-';
   Outlooks Negative
  Short-term foreign and local currency IDRs: affirmed at 'F3'
  National Long-term Rating: affirmed at 'AAA(rus)'; Outlook
   Stable
  Viability Rating: affirmed at 'bbb-'
  Support Rating: affirmed at '2'
  Support Rating Floor: affirmed at 'BBB-'

SB Capital S.A.

  Senior unsecured debt long-term rating: affirmed at 'BBB-'
  Subordinated debt long-term rating: affirmed at 'BB+'

Vnesheconombank

  Long-term foreign and local currency IDRs: affirmed at 'BBB-';
   Outlook Negative
  Short-term foreign currency IDR: affirmed at 'F3'
  National Long-term rating: affirmed at 'AAA(rus)'; Outlook
   Stable
  Support Rating: affirmed at '2'
  Support Rating Floor: affirmed at 'BBB-'
  Senior unsecured debt: affirmed at 'BBB-'
  Senior unsecured debt of VEB Finance PLC: affirmed at 'BBB-'

Gazprombank:

  Long-term foreign and local currency IDRs: affirmed 'BB+';
   Outlook Negative
  Short-term foreign currency IDR: affirmed at 'B';
  National Long-term rating: affirmed at 'AA+(rus)'; Outlook
   Stable
  Viability Rating: affirmed at 'bb-'
  Support Rating: affirmed at '3'
  Support Rating Floor: affirmed at 'BB+'
  Senior unsecured debt: affirmed at 'BB+'/ 'AA+(rus)'
  Senior unsecured debt of GPB Eurobond Finance PLC: affirmed at
   'BB+'
  'Old-style' subordinated debt of GPB Eurobond Finance PLC:
   affirmed at 'BB'
  'New-style' subordinated debt of GPB Eurobond Finance PLC:
   affirmed at 'B+'

RusAg

  Long-term foreign currency IDR: affirmed at 'BB+'; Outlook
   Negative
  Long-term local currency IDR: affirmed at 'BB+'; Outlook
   Negative
  Short-term foreign currency IDR: affirmed at 'B'
  Viability Rating: affirmed at 'b-'
  National Long-term rating: affirmed at 'AA+(rus)'; Outlook
   Stable
  Support Rating: affirmed at '3'
  Support Rating Floor: affirmed at 'BB+'
  Senior unsecured debt: affirmed at 'BB+'/ 'AA+(rus)'
  Senior unsecured debt of RSHB Capital S.A.: affirmed at 'BB+'/
   'AA+(rus)'
  'Old-style' subordinated debt of RSHB Capital S.A.: affirmed at
   'BB'

Gazprombank (Switzerland) Ltd

  Long-term foreign currency IDR: affirmed at 'BB+'; Outlook
   Negative
  Short-term foreign currency IDR: affirmed at 'B'
  Support Rating: affirmed at '3'
  Senior unsecured debt: affirmed at 'BB+'

OJSC VEB-Leasing

  Long-term foreign currency IDR: affirmed at 'BBB-'; Outlook
   Negative
  Long-term local currency IDR: affirmed at 'BBB-'; Outlook
   Negative
  Short-term foreign currency IDR: affirmed at 'F3'
  National Long-term rating: affirmed at 'AAA(rus)'; Outlook
   Stable
  Support Rating: affirmed at '2'
  Senior unsecured debt: affirmed at 'BBB- '/ 'AAA(rus)'
  Senior unsecured debt of VEB Leasing Investment Ltd: affirmed
   at BBB-'

Sberbank Leasing

  Long-term foreign currency IDR: affirmed at 'BBB-'; Outlook
   Negative
  Long-term local currency IDR: affirmed at 'BBB-'; Outlook
   Negative
  Short-term foreign currency IDR: affirmed at 'F3'
  National Long-term rating: affirmed at 'AAA(rus)'; Outlook
   Stable
  Support Rating: affirmed at '2'



=========
S P A I N
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ABENGOA SA: Missed Payments to Trigger Swap Payouts, ISDA Rules
---------------------------------------------------------------
Luca Casiraghi at Bloomberg News reports that Abengoa SA's
failure to make commercial paper payments will trigger
derivatives insuring US$676 million of its debt, after a ruling
by the International Swaps & Derivatives Association.

ISDA's determinations committee said in a statement on its
website that credit-default swaps on the Spanish renewable energy
provider will be settled at an auction next year, Bloomberg
relates.

A group of 15 dealers and money managers that govern the market
ruled that a credit event occurred after Abengoa missed the
equivalent US$15 million of payments, Bloomberg relays.

While Abengoa has until March to reach an agreement with
creditors under Spanish bankruptcy law, failure to obtain funding
may force it into insolvency proceedings before then, Bloomberg
notes.

According to Bloomberg, the company said in a statement on
Dec. 10 that it didn't make payments on six notes denominated in
euros and dollars issued under its EUR750 million commercial
paper program.

Before the ruling, it cost EUR9.3 million in advance to insure
EUR10 million of Abengoa bonds for five years, Bloomberg says,
citing S&P Capital IQ's CMA.  That's in addition to EUR500,000
annually, and it implied a 96% likelihood of default, Bloomberg
states.

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.


PYMES SANTANDER 12: Moody's Rates EUR140MM Serie C Notes 'Ca(sf)'
-----------------------------------------------------------------
Moody's Investors Service has assigned the following definitive
ratings to the debts issued by Fondo de Titulizacion PYMES
SANTANDER 12 (the Fondo):

-- EUR2100 million Serie A Notes, Definitive rating Assigned Aa2
    (sf)

-- EUR700 million Serie B Notes, Definitive rating Assigned Caa1
    (sf)

-- EUR140 million Serie C Notes, Definitive rating Assigned Ca
    (sf)

FT PYMES SANTANDER 12 is a securitization of standard loans and
credit lines granted by Banco Santander S.A. (Spain) (Santander;
A3 Not on Watch /P-2 Not on Watch; Outlook: Positive) to small
and medium-sized enterprises (SMEs) and self-employed
individuals.

At closing, the Fondo -- a newly formed limited-liability entity
incorporated under the laws of Spain -- will issue three series
of rated notes. Santander will act as servicer of the loans and
credit lines for the Fondo, while Santander de Titulizacion,
S.G.F.T., S.A. will be the management company (Gestora) of the
Fondo.

RATINGS RATIONALE

As of November 2015, the audited provisional asset pool of
underlying assets was composed of a portfolio of 42,035 contracts
granted to SMEs and self-employed individuals located in Spain.
In terms of outstanding amounts, around 82.15% corresponds to
standard loans and 17.85% to credit lines. The assets were
originated mainly between 2010 and 2015 and have a weighted
average seasoning of 1.6 years and a weighted average remaining
term of 5.1 years. Around 16.07% of the portfolio is secured by
first-lien mortgage guarantees. Geographically, the pool is
concentrated mostly in Madrid (19.75%), Catalonia (13.77%) and
Andalusia (14.74%). At closing, any loans in arrears more than 30
days have been excluded from the final pool.

In Moody's view, the strong credit positive features of this deal
include, among others: (i) a relatively short weighted average
life of around 3.0 years; (ii) a granular pool (the effective
number of obligors over 1,300); and (iii) a geographically well-
diversified portfolio. However, the transaction has several
challenging features: (i) a strong linkage to Santander related
to its originator, servicer, accounts holder and liquidity line
provider roles; (ii) no interest rate hedge mechanism in place;
and (iii) a complex mechanism that allows the Fondo to compensate
(daily) the increase on the disposed amount of certain credit
lines with the decrease of the disposed amount from other lines,
and/or the amortization of the standard loans. These
characteristics were reflected in Moody's analysis and definitive
ratings, where several simulations tested the available credit
enhancement and 5% reserve fund to cover potential shortfalls in
interest or principal envisioned in the transaction structure.

The ratings are primarily based on the credit quality of the
portfolio, its diversity, the structural features of the
transaction and its legal integrity.

In its quantitative assessment, Moody's assumed a mean default
rate of 13.2%, with a coefficient of variation of 36.6% and a
recovery rate of 38.0%. Moody's also tested other set of
assumptions under its Parameter Sensitivities analysis. For
instance, if the assumed default probability of 13.2% used in
determining the initial rating was changed to 17.16% and the
recovery rate of 38% was changed to 33%, the model-indicated
rating for Serie A, Serie B and Serie C of Aa2(sf), Caa1(sf) and
Ca(sf) would be A3(sf), Caa3(sf) and Ca(sf) respectively. For
more details, please refer to the full Parameter Sensitivity
analysis included in the New Issue Report of this transaction.
Factors that would lead to an upgrade or downgrade of the
ratings:

Factors or circumstances that could lead to a downgrade of the
ratings affected by today's action would be (1) worse-than-
expected performance of the underlying collateral; (2) an
increase in counterparty risk, such as a downgrade of the rating
of Santander.

Factors or circumstances that could lead to an upgrade of the
ratings affected by today's action would be the better-than-
expected performance of the underlying assets and a decline in
counterparty risk.



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


BANK KONTRAKT: NBU Revokes License, Commences Liquidation
---------------------------------------------------------
Interfax-Ukraine reports that the National Bank of Ukraine on
Dec. 10 at the suggestion of the Individuals' Deposit Guarantee
Fund made Resolution No. 876 on revoking the banking license and
liquidating Bank Kontrakt.

According to Interfax-Ukraine, the NBU said on its website that
in September this year the central bank received a number of
complaints from businesses about the failure of making payments
through Bank Kontrakt, as a result a curator was introduced in
the bank for a more detailed examination of the situation.

The curator found a significant amount of non-made customer
payments that were hidden behind different balance sheet items,
Interfax-Ukraine discloses.

In addition, the official revealed a shortage of more than UAH12
million: UAH5.1 million actually available at the cash department
against UAH17.1 million indicated in the reports provided to the
NBU, Interfax-Ukraine notes.

Bank Kontrakt provides various banking products and services for
individual and corporate customers in Ukraine.  It is based in
Kyiv.


BANK VELES: NBU Removes Banking License, Starts Liquidation
-----------------------------------------------------------
Interfax-Ukraine reports that the National Bank of Ukraine has
decided to remove the banking license of Bank Veles and liquidate
it.

"The NBU on December 10 decided to remove the banking license of
public joint-stock company Bank Veles, as the bank carried out
risky transactions, systemically violated law in the financial
monitoring area," Interfax-Ukraine quotes the NBU as saying.

The regulator said that in September 2015 the NBU prevented an
attempt of the bank to move around US$460 million abroad under
documents with the signs of fabrication, which was the ground for
conducing the bank's audit, Interfax-Ukraine relates.  The facts
of risky transactions were established after the audit, Interfax-
Ukraine notes.

Bank Veles was founded in 1994.  The bank ranked 105th among 123
operating banks as of October 1, 2015, in terms of total assets
worth UAH314.177 million, according to the NBU.



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


ABENGOA YIELD: Moody's Cuts Corporate Family Rating to B1
----------------------------------------------------------
Moody's Investors Services downgraded the ratings of Abengoa
Yield plc (ABY), including its Corporate Family Rating (CFR) to
B1 from Ba3, the Probability of Default Rating to B1-PD from Ba3-
PD, its senior unsecured rating to B2 from B1, and lowers
speculative grade liquidity rating to SGL-4 from SGL-3. The
outlook remains negative.

RATINGS RATIONALE

The downgrade of ABY's ratings is driven by ABY's high leverage
(consolidated debt to EBITDA exceeds 7.0x) and tight liquidity
profile. The Speculative Grade Liquidity (SGL) rating of SGL- 4
reflects the expectation that ABY will have about $43 million of
cash at the parent level and full utilization of its $415 million
credit facility at year-end in the wake of all yieldcos' current
constrained access to capital from both the debt or equity
markets.

ABY's negative outlook reflects the potential contagion risk that
may surface from the financial challenges at its sponsor and
47.1% owner, Abengoa S.A. (Caa2 negative). On 25 November 2015,
Abengoa S.A. announced that it had made a formal filing under
Article 5 bis of the Spanish Insolvency Law, which though not a
default in itself, is a pre-insolvency procedure. This filing is
scheduled for a four month period and is a possible precursor to
a more formal restructuring or a distressed exchange filing.

Moody's believes that there are separateness provisions,
including the ownership structure of ABY and its Board of
Directors' composition, that insulate ABY and any of its assets
from being pulled into an Abengoa reorganization; however, ABY is
not completely immune from being affected from a liquidity and
credit quality perspective. Specifically, a subsequent Abengoa
debt restructuring would be an event of default in the debt
financings currently at five of ABY's assets. If unremedied, this
could prevent project level distributions from being paid to ABY
and in the extreme and unlikely case, could lead to an
acceleration of those project's indebtedness. ABY will try to
attain waivers for the five affected projects, but there is a
possibility that lenders may not waive their rights under the
credit agreements. Of greatest concern are the Solana and Mojave
solar projects which are funded by the US Federal Financing Bank
and guaranteed by the US Department of Energy. Dividends from
these two projects are material and approximate 26% of ABY's $287
million of anticipated cash flows available for distribution
(CAFD) in 2016.

Project level distributions to ABY are the yieldco's only source
of cash flow for debt service and for dividend distributions to
its shareholders. If cash becomes trapped at those projects ABY
will be hard pressed to meet all of its anticipated liquidity
requirements in 2016 given the full utilization of its existing
credit facility. For 2016 these requirements include the
shareholders' quarterly cash distributions that are currently
expected to aggregate up to $215 million as well as ABY's holding
company level operating and interest payments which Moody's
calculates will hover around $50 million. Failure to receive
distributions from these projects would also weaken ABY's holding
company only debt coverage metrics. This is a credit negative,
particularly considering that ABY's credit facility includes two
financial covenants, a maintenance leverage ratio of holding
company debt to CAFD currently of 5.5x before debt service and an
debt service coverage ratio of CAFD to debt service payments of
2.0x. As of September 30, 2015, ABY was comfortably in compliance
with both financial covenants.

Moody's acknowledges that ABY's credit facility is made up of two
tranches, Tranche B ($290 million) and Tranche A ($125 million)
that expire in December 2017 and 2018, respectively. Moody's also
factors in ABY's anticipation that at year-end 2015 the projects
will record accumulated unrestricted cash balances in excess of
$200 million that are not subject to project debt reserve
requirements; however, ABY's access to this cash is also subject
to the permissible distribution schedules foreseen under each
project's debt arrangements.

The negative rating outlook also considers the challenges for ABY
to continue to operate its business as the sponsor and operator
of a significant portion of its assets, faces the real prospect
of insolvency. Should Abengoa file for insolvency proceedings
Spanish insolvency law has a two-year "look-back" period, which
could potentially enable Abengoa creditors to examine all
intercompany transactions between Abengoa and ABY, including the
assets that were sold by Abengoa to ABY. While it is difficult to
access this potential risk for ABY, the two year duration for
"look-backs" could be problematic, particularly given the
historical interlocking relationships that exist between Abengoa,
ABY and the individual projects.

On a positive note, Moody's understands that ABY continues to
pursue its strategic direction and intends to maintain ABY's
inherent strengths and create greater autonomy from Abengoa. Key
aspects of this plan include maintaining strong operational
performance at its project level assets; creating a new brand and
corporate identity; hiring a new, non-Abengoa affiliated CFO; and
finding a new sponsor. To this end, Moody's understands that ABY
has hired an advisor to lead the search for a new sponsor. From
an ABY bondholder perspective, Moody's believes that ABY has some
flexibility to manage through its current liquidity challenges.
Moody's understands that all of the underlying projects are
performing well which could facilitate an asset sale or a project
level debt refinancing which, if completed, would provide
improved liquidity prospects at ABY. While a last resort option
for a yieldco company, Moody's analysis also considers that ABY
has the ability to alter its current dividend policy which could
provide downside protection for creditors. This considers that,
despite the possible cash traps, total project level cash
distributions are likely to remain greater than ABY's combined
corporate overhead and debt service requirements.

Given the negative outlook and the challenges that exist for ABY,
some of which are beyond their control, limited prospects exist
for a rating upgrade. The rating outlook could stabilize if
Abengoa's bankruptcy filing, in and of itself, does not
negatively affect the expected project level distributions to
ABY, or if ABY's management is able to secure waivers from the
project lenders or achieves some alternative arrangement which
eliminates or substantially limits the extent of any cash traps,
including a project level refinancing. Moody's would also
consider stabilizing ABY's outlook if management implements
measures that enhances ABY's liquidity profile, including asset
sales or a reduction of the company's common dividend should its
cash flows be significantly affected by the potential cash traps.
Additionally, the rating could be stabilized if an Abengoa
restructuring does not result in Abengoa's creditors successfully
raising potential fraudulent conveyance claims concerning the
value at which the assets were acquired by ABY.

ABY's rating is likely to be downgraded if Abengoa's insolvency
procedure negatively impacts ABY's operations and/or liquidity
profile, including if Abengoa's creditors gain traction in
pursuing fraudulent conveyance claims; if Abengoa's insolvency
results in some other unanticipated negative credit consequences
for ABY including its inability to replace Abengoa under its
hedging program with a creditworthy counterparty such that its
cash flows become more exposed to foreign currency risk; if there
is further deterioration of ABY's leverage such that ABY's
consolidated debt to EBITDA exceeds 8.0x and/or its corporate
debt to CAFD exceeds 3.0x for an extended period of time; if the
operational performance at ABY's largest projects weaken
materially for a sustained period; or if the planned change in
Abengoa's ownership of ABY leads to deterioration in the
company's corporate finance policies, strategy and/or business
profile, including a more than anticipated increase in its
exposure to emerging markets.

Abengoa Yield plc (ABY) is a total return company (yieldco),
which owns a diversified portfolio of contracted assets in solar,
wind, natural gas power generation, electric transmission and
water assets in North America, South America and certain markets
in EMEA.


BRIDGE HOLDCO: Moody's Reviews Caa1 CFR with Direction Uncertain
----------------------------------------------------------------
Moody's Investors Service has placed under review, with direction
uncertain, the Caa1 Corporate Family Rating (CFR) of Bridge
HoldCo 4 Ltd, the ultimate holding company for the Bridon Group
(Bridon). Moody's has also placed under review the B3 ratings on
the $286 million senior secured first lien term loan and the $40
million senior secured revolving credit facility of Bridge Finco
LLC (Finco). Moody's has downgraded to Ca, from Caa3, the rating
on the $111 million senior secured second lien term loan of
Bridge Finco LLC and placed this rating under review with
direction uncertain. Finally, Moody's has downgraded the
Probability of Default Rating (PDR) of Bridon to Ca-PD, from
Caa1-PD. The action on the PDR and the downgrade of the second
lien term loan reflects the agency's view that Bridon will
undertake, with high probability, a debt restructuring that could
result in a loss for some creditors. Moody's would consider this
expected transaction as a distressed exchange, and therefore an
event of default under its criteria for assessing defaults.

RATINGS RATIONALE

"The rating review reflects persistent weakness in Bridon's
operating performance, driven primarily by a lack of demand for
ropes from the oil & gas industry," says Scott Phillips, a
Moody's Vice President -- Senior Analyst and lead analyst for
Bridon. "Nevertheless, the potential for a merger with assets
owned by Bekaert, when combined with a debt restructuring, is
likely positive for Bridon's future credit profile" added
Mr. Phillips.

On Monday, December 7, Bridon and Bekaert (unrated) announced the
terms of a merger which envisages the creation of a leading
manufacturer of high quality wires and ropes for a variety of
different industries. In particular, Bekaert will take a two-
thirds ownership stake in the merged entity, contributing a group
of assets that collectively generated around EUR 250 million of
sales in 2014. Similarly, Bridon's shareholder -- Ontario
Teachers' Pension Plan (OTPP) will take a one-third stake in the
new company, contributing the assets and liabilities of Bridon.
The combination will create a materially larger company with a
higher level of business and geographic diversification.
Furthermore, we estimate that pro-forma leverage of the combined
entity will be lower than is currently the case for Bridon. While
Moody's believes that the transaction, if successfully executed,
would create an entity with a superior credit quality to Bridon,
the agency notes that the merger is contingent upon the receipt
of regulatory approvals but also notably, the completion of
Bridon's debt restructuring (described below). The review will
therefore focus on: (1) the likelihood of successfully executing
the planned transaction, and (2) the financial and business
profile of the new entity, most notably its leverage,
profitability and liquidity.

In addition to the merger terms, Bridon and Bekaert separately
announced, that the amount of debt to be raised by the combined
group will be lower than exists within Bridon's current capital
structure. Moody's anticipates that this will be achieved via a
restructuring of Bridon's debt that will result in a loss of
value for some existing creditors. Moody's believes that a
restructuring would constitute an event of default by distressed
exchange given Bridon's existing high leverage. The agency
believes that the transaction could result in a loss for some
creditors and, furthermore, helps the company to avoid a
potential bankruptcy or payment default in the future. Moody's
understands that a debt restructuring will take in place in
conjunction with the completion of the merger and thus is highly
likely to occur. In addition to the factors mentioned above,
therefore, the review process will also take into consideration:
(1) the likelihood of a debt restructuring being completed; and
(2) the recovery prospects for all of Bridon's existing
creditors.

STRUCTURAL CONSIDERATIONS

While the rating on the 1st lien senior secured bank facilities
is currently unchanged at B3, the agency has lowered by one notch
the rating on the 2nd lien senior secured bank facilities to Ca,
from Caa3. This reflects Moody's view that the largest creditor
loss pertaining to the debt restructuring will be felt by the 2nd
lien investors and at a higher level than implied in the previous
Caa3 rating.

Bridge Holdco 4 Ltd (Bridon) is a globally active manufacturer
and supplier of specialist high quality wire rope. Key product
lines include wire rope and strand, fibre rope and wire,
specialist installations and inspection services, supplying
global customers in the oil & gas, mining, industrial, marine and
infrastructure sectors. The company focuses on safety or
mission/performance critical ropes, requiring high technological
know-how and innovation capabilities. In the last twelve months
ending June 2015, Bridon generated revenues of GBP245 million.
Bridon is owned by funds managed by Ontario's Teachers Pension
Plan.


EDCON HOLDINGS: Moody's Affirms Caa1 CFR, Outlook Stable
--------------------------------------------------------
Moody's Investors Service affirmed the Caa1 corporate family
rating (CFR) of Edcon Holdings Limited (Edcon), upgraded the
probability of default ratings to Caa1-PD from Ca-PD and upgraded
the ratings on the remaining senior unsecured notes due 2022 to
Caa3 (LGD6) from Ca (LGD6) issued by Edcon. Concurrently, Moody's
has downgraded the senior secured notes due 2018 issued by Edcon
Limited to Caa2 (LGD4) from Caa1 (LGD4). The outlook on all
ratings was changed to stable from negative.

The rating actions were prompted by Edcon's announcement on
November 30, 2015 that it had completed the second stage of the
exchange offer. Under the exchange offer participating senior
unsecured note holders were offered to swap their holdings in the
EUR425 million senior unsecured notes for a combination of new
EUR116.2 million super senior PIK (Payment in Kind) notes due
2019, EUR36.2 million senior secured PIK notes due 2019 and
equity warrants.

RATINGS RATIONALE

The affirmation of the Caa1 CFR reflects the stabilization of the
debt capital structure and improved liquidity profile with no
material debt maturing over the next two years. The reduction in
the company's debt burden of approximately ZAR4.5 billion (EUR285
million) and lower cash requirements for debt service of
approximately ZAR1 billion (EUR63 million) per annum will improve
the credit profile of Edcon. However, we still consider the
credit metrics of Edcon to be weak, with pro forma leverage of
7.1x, defined as adjusted debt/ EBITDA, and pro forma
EBIT/interest expense of 0.7x. This combined with the challenging
operating environment in South Africa (Baa2 stable) are
constraints on Edcon's credit ratings.

The rating downgrade of the senior secured notes due 2018 to Caa2
was due to the changes to the debt capital structure whereby the
senior secured notes no longer benefited from the credit support
provided by the senior unsecured notes. Under the new debt
structure the new super senior PIK notes will rank ahead of the
senior secured notes and the new senior secured PIK notes will
rank pari passu to the senior secured notes.

With the refinancing and extension of approaching debt maturities
Edcon's liquidity profile has improved, supported by sizable cash
balances of ZAR3.1 billion (EUR197 million) as of 30 November
2015 with no debt maturating until December 2017. At the same
time, Edcon converted ZAR3.4 billion of its revolving credit
facility into a term loan and will rely on its sizable cash
balances to fund its seasonal working capital needs. Based on
historical drawings under the previous revolving credit
facilities the ZAR3.1 billion cash balance will be sufficient to
meet its seasonal working capital demands but will require
ongoing discipline from management. Edcon has also reset its
covenant levels under its term loans providing for more headroom.

RATING OUTLOOK

The stable outlook reflects the stabilised debt capital structure
with no refinancing risk for the next 2 years. The stable outlook
assumes Edcon is able to grow EBITDA such that debt /EBITDA
trends towards 6x over the next 12-18 months and that Edcon will
continue to manage its liquidity profile by addressing
approaching debt maturities in a timely manner.

What could change the rating -- UP

Positive pressure on the ratings could develop if there is
continued improvement in Edcon's operating performance and credit
metrics, such that the company's total debt/EBITDA is trending
below 6.0x, its EBIT/interest expense is maintained above 1.0x
and free cash flow is positive (all ratios are as per Moody's
standard adjustments). The upgrade of the ratings would also
require a sustained strong liquidity position.

What could change the rating -- DOWN

Sustained deterioration in operating performance or liquidity
position will likely put negative pressure on Edcon's ratings.

List of Affected Ratings

Actions:

Issuer: Edcon Holdings Limited

-- Probability of Default Rating, Upgraded to Caa1-PD from Ca-PD

-- BACKED Senior Unsecured Regular Bond/Debenture, Upgraded to
    Caa3 from Ca

Issuer: Edcon Limited

-- BACKED Senior Secured Regular Bond/Debenture, Downgraded to
    Caa2 from Caa1

Affirmations:

Issuer: Edcon Holdings Limited

-- Corporate Family Rating, Affirmed Caa1

Outlook Actions:

Issuer: Edcon Holdings Limited

-- Outlook, Changed to Stable from Negative

Issuer: Edcon Limited

-- Outlook, Changed to Stable from Negative


NORTHAMPTON TOWN: Local Council Withdraws Administration Petition
-----------------------------------------------------------------
Jan Colley at Press Association reports that insolvency
proceedings brought against football club Northampton Town by the
local council have been brought to a close.

Northampton Borough Council, which loaned money for a stadium
development, said the League Two club owed more than GBP10
million, Press Association relates.

On Dec. 11, at London's High Court, the authority was given
permission to withdraw its administration petition, Press
Association discloses.

According to Press Association, counsel James Morgan told
Mr. Justice Mann that an agreement had been reached after taking
legal advice and which was not arrived at lightly or without
taking into account the alternative scenario of the club going
into administration.

The judge, as cited by Press Association, said it should be made
clear that, in granting the order sought by the council, the
court was not giving its approval of the deal, which had only
been presented in outline.

The judge was told that a debt owed to HM Revenue & Customs had
been paid in full and its application for the club to be wound up
was dismissed, Press Association relays.


PRIORY GROUP: Fitch Affirms 'B+' IDR, Outlook Stable
----------------------------------------------------
Fitch Ratings has affirmed Priory Group No. 3 plc (Priory)'s
Long-term Issuer Default Rating at 'B+'.  The Outlook is Stable.
Fitch has also affirmed Priory's super senior revolving credit
facility (RCF), senior secured notes and senior notes at
'BB+'/'RR1'.

The rating affirmation reflects Priory's steady financial
performance, despite some moderate downward pressure on profit
margins linked to ongoing sector-wide pricing pressure, high
dependence on National Health Service (NHS) & local authorities
funding and moderate execution risks as the group adjusts to
transfer of patients from residential to day care in its
Education and Children Services segment and focuses on private
patient growth.  Fitch expects profitability to remain under
pressure due to increasing regulatory scrutiny and rising staff
costs driven by a living wage increase and a national shortage of
nurses.  However such pressures will be more muted than its peers
given Priory's exposure to high acuity care services, which
commands more resilient pricing.

Positively, the ratings take into account Priory's leading
position in the independent UK health and social care market,
strong brand, reputation for high-quality care and experienced
management.  It also reflects mildly improving credit metrics
resulting from net lease-adjusted debt reduction from the sale
and leaseback of six acute psychiatric hospitals completed a year
ago with proceeds applied to partial debt redemption.

KEY RATING DRIVERS

Steady Growth in Challenging Sector

Priory continues to deliver a steady operating performance,
despite challenging conditions in the sector.  Priory's business
model is robust relative to its peers, underpinned by
management's proactive approach in responding to challenges,
including increasing costs, regulation and structural changes in
local authority spending, such as the move from residential
education to day care.  Fitch believes Priory is well placed to
manage these challenges due to its leading market position as the
UK's largest provider of independent acute mental health care,
strong brand and good reputation and relationship with
commissioners and the NHS.

High but Sustainable Leverage

Fitch expects funds from operations (FFO) adjusted gross leverage
to decrease mildly to just under 5.0x (4.5x net of unrestricted
cash) by 2017 from 5.1x at end-2014 and FFO fixed charge cover to
improve to around 2.25x from 1.7x.  Priory's strengthened balance
sheet follows the sale and leaseback of six acute psychiatric
hospitals completed in December 2014, with proceeds applied to
partial debt redemption, in spite of a corresponding higher lease
charge -- which Fitch capitalizes at a multiple of 8x to derive a
debt-like figure in its leverage computation.

Priory's financial leverage is considered sustainable due to
Priory's resilient business model and satisfactory financial
flexibility, evidenced by our expectation of free cash flow (FCF)
improving towards the mid-single digit of sales by 2017.
Refinancing risk is manageable for Priory's senior secured notes
in 2018, consistent with an IDR of 'B+', hence the Stable
Outlook.

Supportive Long-term Fundamentals

Fitch continues to believe that Priory is well placed to benefit
from the outsourcing of high-acuity patients by the NHS in the
long term.  Fitch expects future volumes to offset pricing
pressure stemming from fee negotiations with the NHS over the
near- to medium-term as a result of budget constraints.  The
impact of the National Living Wage is not expected to be material
for the group.

Moderate Execution Risk

Fitch considers the underlying execution risk inherent in
Priory's expansion plans to be moderate.  The group will continue
to prioritize growth opportunities where demand is strong and
where it can achieve higher growth than the wider market, namely
in private outpatients and new autism services.  Fitch believes
these targeted growth areas will not affect Priory's business
risk profile materially.

Strong Asset Coverage

The proportion of freehold and long-leasehold properties in
Priory's asset portfolio remains high at 79%.  Fitch estimates
the value of such assets in a liquidation scenario will remain
sufficient to ensure outstanding recoveries for all creditors,
including unsecured noteholders, leading to a 'BB+'/'RR1' rating
on Priory's debt instruments.  Fitch's view on recoveries for the
unsecured noteholders is supported by the lack of structural
subordination and the creditor-friendly UK jurisdiction, where
any liquidation of the assets would be most likely.

KEY ASSUMPTIONS

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

   -- Recurring number of patients
   -- Mildly improving occupancy rates
   -- Limited daily fee improvement
   -- Mild pressure on EBITDAR margin towards 26% (2014: 27.6%)
   -- No significant acquisitions

RATING SENSITIVITIES

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

   -- FFO lease-adjusted gross leverage below 4.5x (or 4.0x net
      of unrestricted cash) on a sustained basis;
   -- FFO fixed charge cover above 2.5x on a sustained basis;
   -- Improvement in EBITDAR margin towards 30% or FCF margin of
      5% (2014: 0.4%) on a sustained basis.

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

   -- FFO lease-adjusted gross leverage above 6.0x (or 5.5x net
      of unrestricted cash) on a sustained basis;
   -- FFO fixed charge cover below 2.0x on a sustained basis;
   -- Permanently weak FCF resulting from further price and cost
      pressure.

LIQUIDITY

Fitch expects liquidity to stay satisfactory, supported by stable
FCF from 2015 and remaining access to GBP27 million of a
committed GBP70 million senior secured RCF expiring in 2017,
which can be used for capex of up to GBP50 million.

The debt structure provides financial flexibility as the
maturities are back-ended.  Debt includes GBP386 million senior
secured notes due February 2018 and GBP175 million senior notes
due February 2019.

FULL LIST OF RATING ACTIONS

Priory Group No.3 plc

   -- Long-term IDR affirmed at 'B+'; Stable Outlook
   -- Super senior RCF affirmed at 'BB+'/'RR1'/100%'
   -- Senior secured notes affirmed at 'BB+'/'RR1'/100%'
   -- Senior notes affirmed at 'BB+'/'RR1'/100%'



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


* Fitch Revises Outlook on Central European Utilities to Negative
-----------------------------------------------------------------
Fitch Ratings says in a presentation that it has revised its
sector outlook for central European (CE) utilities to negative
from stable.

The Rating Outlook for CE utilities remains Stable, reflecting
the Stable Rating Outlooks on 80% of companies rated in the
region. Most CE utilities rated by Fitch have sufficient headroom
within their respective ratings, and debt capacity to fund their
capex programs.  However, higher than expected capex or large-
debt funded acquisitions could put pressure on some ratings.

The revision of the sector outlook to negative reflects projected
deterioration in cash flows in fossil-fuel and nuclear-power
generation.  This is driven by lower forward wholesale
electricity prices for 2016 compared with 2015, a rising share of
renewables supported by subsidies and, in the case of fossil-fuel
generation, also declining free CO2 allowances and rising CO2
prices.  Lignite-fired power plants will also be under increased
cash-flow pressure from low hard-coal prices.

An additional risk for Polish utilities' ratings is the
financially stressed state of domestic coal mining.  If the
government decides on a broader consolidation of Polish state-
controlled utilities with coal mining, this would put downward
pressure on the utilities' ratings.  Furthermore, Polish
utilities will be negatively affected by the regulatory office's
recent decision to substantially reduce weighted average cost of
capital for electricity distribution networks for 2016.


* Fitch Lowers Global Shipping Sector 2016 Outlook to Negative
--------------------------------------------------------------
Fitch Ratings has revised the global shipping sector outlook for
2016 to negative from stable in 2015.  Fitch expects muted global
trade growth and the economic slowdown in emerging markets to
exacerbate overcapacity, leading to declining and volatile
freight rates.  But performance will vary across the segments,
with dry-bulk and container shipping under pressure, while tanker
and LNG shipping fare better.

China's slower growth and economic transition will pose
particularly significant risks for the shipping sector due to its
key role in global trade, accounting for two-thirds of global
iron ore imports and 20% of world coal imports.  Weaker demand
growth will increase overcapacity, the key factor blighting the
shipping sector's recovery prospects and putting pressure on
freight rates. Fitch expects container shipping capacity to rise
6% in 2016 on top of a 9% increase in 2015, easily outpacing
demand growth of 2% this year and 3%-4.5% in 2016.

Shipping companies will continue to implement defensive measures
including cost-cutting, which will be helped by lower bunker
prices, slow steaming, idling and the cancellation of sailings to
achieve profitability.  But Fitch believes these measures are
insufficient to lead to a protracted recovery in the sector.
Rigorous capacity discipline along with a pick-up in demand would
be necessary to reach a sustained equilibrium.

Fitch expects larger container shipping companies that
successfully implemented cost-containment measures to remain
profitable in 2016.  But the financials of smaller, unrated,
especially dry-bulk shippers will remain stretched, which will
probably lead to more bankruptcies.  Tanker shipping companies
will outperform their peers in other segments due to more
moderate fleet growth and healthy demand resulting from oil
stockpiling and high refinery throughput due to low oil prices.


* BOND PRICING: For the Week Dec. 7, 2015 to Dec. 11, 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    13.00
Abengoa Finance SAU       6.00   3/31/2021   EUR    13.01
Banco Btg Pactual SA/Lu   8.75               USD    58.13
Grupo Isolux Corsan Fin   6.63   4/15/2021   EUR    21.84
Portugal Telecom Intern   4.63    5/8/2020   EUR    42.79
Petrobras Global Financ   6.25   3/17/2024   USD    72.15
Petrobras Global Financ   4.38   5/20/2023   USD    66.13
Oi Brasil Holdings Coop   5.75   2/10/2022   USD    33.00
Petrobras Global Financ   6.85    6/5/2115   USD    62.53
Portugal Telecom Intern   5.88   4/17/2018   EUR    47.01
Abengoa Greenfield SA     5.50   10/1/2019   EUR    12.50
Scholz Holding Gmbh       8.50    3/8/2017   EUR    41.95
Intelsat Luxembourg SA    7.75    6/1/2021   USD    41.63
CGG SA                    5.88   5/15/2020   EUR    58.37
Abengoa Finance SAU       8.88   11/1/2017   USD    15.10
Glencore Finance Europe   1.25   3/17/2021   EUR    70.44
Oi Brasil Holdings Coop   5.63   6/22/2021   EUR    40.22
Portugal Telecom Intern   5.00   11/4/2019   EUR    50.11
ArcelorMittal             8.00  10/15/2039   USD    67.21
Portugal Telecom Intern   4.38   3/24/2017   EUR    53.50
Banca delle Marche SpA    0.84    6/1/2017   EUR     1.16
Petrobras Global Financ   3.25    4/1/2019   EUR    72.69
Abengoa SA                5.13    3/5/2017   USD    14.75
Vedanta Resources PLC     6.00   1/31/2019   USD    70.75
Anglo American Capital    3.25    4/3/2023   EUR    65.64
Abengoa SA                6.25   1/17/2019   EUR     9.50
Norske Skogindustrier A   7.00   6/26/2017   EUR    44.18
Intelsat Luxembourg SA    6.75    6/1/2018   USD    72.64
CSN Resources SA          6.50   7/21/2020   USD    51.50
Ovako AB                  6.50    6/1/2019   EUR    72.48
Anglo American Capital    2.88  11/20/2020   EUR    70.81
Glencore Finance Europe   1.63   1/18/2022   EUR    68.78
Portugal Telecom Intern   4.50   6/16/2025   EUR    39.93
Petrobras Global Financ   4.25   10/2/2023   EUR    64.69
CHC Helicopter SA         9.25  10/15/2020   USD    47.00
Glencore Finance Europe   1.75   3/17/2025   EUR    63.66
Petrobras Global Financ   5.63   5/20/2043   USD    61.25
Petrobras Global Financ   6.75   1/27/2041   USD    64.38
Petrobras Global Financ   4.88   3/17/2020   USD    74.72
Indo Energy Finance BV    7.00    5/7/2018   USD    60.75
Abengoa Finance SAU       7.75    2/1/2020   USD    16.00
Petrobras Global Financ   2.46   1/15/2019   USD    73.13
CGG SA                    6.50    6/1/2021   USD    48.00
Abengoa Finance SAU       8.88   11/1/2017   USD    15.50
EnQuest PLC               5.50   2/15/2022   GBP    39.88
Intelsat Luxembourg SA    8.13    6/1/2023   USD    41.75
Norske Skogindustrier A  11.75   6/15/2016   EUR    57.84
Hema Bondco I BV          6.25   6/15/2019   EUR    74.88
Petrobras Global Financ   6.88   1/20/2040   USD    65.80
Petrobras Global Financ   4.75   1/14/2025   EUR    65.00
Casino Guichard Perrach   1.93               EUR    66.46
Anglo American Capital    1.50    4/1/2020   EUR    69.77
Petrobras Global Financ   5.88    3/7/2022   EUR    71.84
Vedanta Resources PLC     8.25    6/7/2021   USD    65.00
ArcelorMittal             7.75    3/1/2041   USD    67.46
ArcelorMittal             6.13    6/1/2025   USD    69.99
Heta Asset Resolution A   4.38   1/24/2017   EUR    66.01
Petrobras Global Financ   6.25  12/14/2026   GBP    64.86
Anglo American Capital    2.50   4/29/2021   EUR    67.53
City of Kyiv Via Kyiv F   9.38   7/11/2016   USD    79.63
Ajecorp BV                6.50   5/14/2022   USD    46.01
Petrobras Global Financ   7.25   3/17/2044   USD    68.65
Petrobras Global Financ   3.75   1/14/2021   EUR    68.33
Intelsat Jackson Holdin   6.63  12/15/2022   USD    61.50
Vallourec SA              2.25   9/30/2024   EUR    63.45
Intelsat Jackson Holdin   5.50    8/1/2023   USD    74.00
Offshore Drilling Holdi   8.38   9/20/2020   USD    72.25
Aegon NV                  0.85               EUR    72.01
Andrade Gutierrez Inter   4.00   4/30/2018   USD    68.38
Petroleum Geo-Services    7.38  12/15/2018   USD    74.94
PagesJaunes Finance & C   8.88    6/1/2018   EUR    73.24
Gol LuxCo SA              8.88   1/24/2022   USD    48.40
Waste Italia SpA         10.50  11/15/2019   EUR    48.25
Metinvest BV              8.75   2/14/2018   USD    44.50
Indo Energy Finance II    6.38   1/24/2023   USD    47.00
Far East Capital Ltd SA   8.00    5/2/2018   USD    63.03
Genel Energy Finance PL   7.50   5/14/2019   USD    69.67
Anglo American Capital    4.88   5/14/2025   USD    60.97
Abengoa Finance SAU       7.75    2/1/2020   USD    15.00
Premier Oil PLC           5.00  12/11/2020   GBP    63.43
Vedanta Resources PLC     7.13   5/31/2023   USD    65.55
Peugeot SA                4.45    1/1/2016   EUR    25.61
Brunswick Rail Finance    6.50   11/1/2017   USD    50.04
Anglo American Capital    3.50   3/28/2022   EUR    67.89
DNO ASA                   8.75   6/18/2020   USD    69.57
CIMPOR Financial Operat   5.75   7/17/2024   USD    70.00
Abengoa Greenfield SA     6.50   10/1/2019   USD    38.75
Metinvest BV             10.25   1/31/2016   USD    53.94
Nuova Banca delle March   1.02   6/15/2016   EUR     0.96
CGG SA                    1.75    1/1/2020   EUR     6.32
CGG SA                    6.88   1/15/2022   USD    51.88
OAS Investments GmbH      8.25  10/19/2019   USD     4.50
Nuova Banca delle March   1.06  12/22/2015   EUR     0.82
Petrobras Global Financ   6.63   1/16/2034   GBP    61.18
Banque Federative du Cr   1.00               EUR    59.53
Alcatel-Lucent            4.25    7/1/2018   EUR     4.30
Anglo American Capital    4.13   4/15/2021   USD    64.50
Algeco Scotsman Global   10.75  10/15/2019   USD    46.00
Pacific Drilling SA       5.38    6/1/2020   USD    42.00
Abengoa SA                5.13    3/5/2017   USD    19.25
Anglo American Capital    3.63   5/14/2020   USD    68.76
Nordea Bank AB            1.05               EUR    65.90
Bank of New York Mellon   4.40  12/15/2050   EUR    55.78
Heta Asset Resolution A   4.25  10/31/2016   EUR    67.50
Anglo American Capital    4.13   9/27/2022   USD    68.12
Abengoa Greenfield SA     6.50   10/1/2019   USD    39.00
QGOG Constellation SA     6.25   11/9/2019   USD    50.50
Tullow Oil PLC            6.00   11/1/2020   USD    80.00
Privatbank CJSC Via UK   10.25   1/23/2018   USD    71.02
Yuksel Insaat AS          9.50  11/10/2015   USD    64.50
Faurecia                  3.25    1/1/2018   EUR    34.05
HSH Nordbank AG/Luxembo   2.31               EUR    22.03
AXA SA                    0.92               EUR    69.41
Alcatel-Lucent            0.13   1/30/2020   EUR     4.40
Ferrexpo Finance PLC     10.38    4/7/2019   USD    55.00
EnQuest PLC               7.00   4/15/2022   USD    60.00
Bluewater Holding BV     10.00  12/10/2019   USD    59.50
Anglo American Capital    4.88   5/14/2025   USD    59.67
HSH Nordbank AG           7.25               USD    32.89
AXA SA                    1.05               EUR    73.01
AXA SA                    1.30               EUR    72.34
Accudyne Industries Bor   7.75  12/15/2020   USD    71.75
Codere Finance Luxembou   8.25   6/15/2015   EUR    72.13
BIM SAS                   2.50  11/13/2020   EUR    24.42
Etablissements Maurel e   1.63    7/1/2019   EUR    11.00
Glencore Finance Europe   3.75    4/1/2026   EUR    73.62
Afren PLC                 6.63   12/9/2020   USD     1.50
IMMOFINANZ AG             4.25    3/8/2018   EUR     4.52
Tonon Luxembourg SA       7.25   1/24/2020   USD    10.00
TiZir Ltd                 9.00   9/28/2017   USD    72.00
CGG SA                    1.25    1/1/2019   EUR    24.51
Petrobras Global Financ   3.21   3/17/2020   USD    70.69
Tonon Luxembourg SA      10.50   5/14/2024   USD    67.00
UKRLANDFARMING PLC       10.88   3/26/2018   USD    50.25
Tullow Oil PLC            6.25   4/15/2022   USD    77.00
DTEK Finance PLC          7.88    4/4/2018   USD    48.13
Anglo American Capital    3.63   5/14/2020   USD    65.00
Heta Asset Resolution A   2.75    8/9/2016   CHF    67.61
Ensco PLC                 4.50   10/1/2024   USD    70.09
BIBBY Offshore Services   7.50   6/15/2021   GBP    71.84
ING Groep NV              1.35               EUR    67.77
Hema Bondco II BV         8.50  12/15/2019   EUR    45.28
DTEK Finance PLC         10.38   3/28/2018   USD
Takko Luxembourg 2 SCA    9.88   4/15/2019   EUR    59.67
WPE International Coope  10.38   9/30/2020   USD    11.41
Petrobras Global Financ   5.38   10/1/2029   GBP    58.45
Metinvest BV             10.50  11/28/2017   USD    44.46
ING Groep NV              0.95               EUR    66.33
Mriya Agro Holding PLC    9.45   4/19/2018   USD    14.75
Afren PLC                11.50    2/1/2016   USD     1.75
CNP Assurances            1.18               EUR    58.68
Matalan Finance PLC       8.88    6/1/2020   GBP    71.88
Neopost SA                3.38               EUR    45.98
Afren PLC                10.25    4/8/2019   USD     2.25
Immigon Portfolioabbau   10.00               EUR     5.60
HSBC Bank PLC             0.81               USD    59.82
Cofinoga Funding Two LP   2.17               EUR    75.00
Ensco PLC                 5.75   10/1/2044   USD    71.11
Asya Sukuk Co Ltd         7.50   3/28/2023   USD    72.10
CHC Helicopter SA         9.38    6/1/2021   USD    24.00
OGX Austria GmbH          8.50    6/1/2018   USD     0.00
Bank of New York Mellon   4.20  12/30/2099   EUR    18.96
Norske Skog Holding AS    8.00   2/24/2021   EUR    28.33
Barclays Bank PLC         0.69               USD    60.38
Hema Bondco I BV          5.12   6/15/2019   EUR    71.72
Santander International   2.00               USD    40.31
Rothschilds Continuatio   1.19               EUR    56.15
Virgolino de Oliveira F  10.50   1/28/2018   USD     1.75
HSBC Bank PLC             0.75               USD    59.80
Paragon Offshore PLC      7.25   8/15/2024   USD    17.75
Espirito Santo Financia   6.88  10/21/2019   EUR     0.04
Singulus Technologies A   7.75   3/23/2017   EUR    17.00
Ageasfinlux SA            1.28               EUR    62.10
Talvivaara Mining Co PL   4.00  12/16/2015   EUR     2.00
EnQuest PLC               7.00   4/15/2022   USD    57.25
Candyking Holding AB      5.00   1/29/2018   SEK    40.25
Banque Federative du Cr   0.83               EUR    59.37
Popular Capital SA        1.12               EUR    51.00
OSX 3 Leasing BV         13.00   3/20/2015   USD    25.00
Paragon Offshore PLC      6.75   7/15/2022   USD    18.00
Lloyds Bank PLC           0.69               USD    60.23
Far East Capital Ltd SA   8.75    5/2/2020   USD    61.25
Pescanova SA              5.13   4/20/2017   EUR     3.56
Transcapitalbank JSC Vi  10.00   9/18/2020   USD    63.50
Commercial Bank Privatb   5.80    2/9/2016   USD    61.50
Assystem                  4.50               EUR    28.10
Credit Agricole SA        0.71               EUR    60.87
KCA Deutag UK Finance P   7.25   5/15/2021   USD    68.25
Eurobank Ergasias SA      1.49    6/8/2017   EUR    73.38
Aegon NV                  1.51               NLG    53.84
Anglo American Capital    4.13   4/15/2021   USD    64.50
CaixaBank SA              4.50  11/22/2016   EUR    61.26
Caixa Terrassa Societat   1.18               EUR    59.41
BNP Paribas Fortis SA     1.96               EUR    74.88
World Wide Supply AS      7.75   5/26/2017   USD    38.50
Constellium NV            5.75   5/15/2024   USD    72.00
Abengoa Finance SAU       6.00   3/31/2021   EUR    13.13
Privatbank CJSC Via UK   10.88   2/28/2018   USD    66.50
Havila Shipping ASA       9.66   8/30/2016   NOK    36.75
Dolphin Group AS          8.65    3/5/2019   NOK    15.25
Lambay Capital Securiti   6.25               GBP     1.67
BPCE SA                   0.95               EUR    61.62
Air France-KLM            2.03   2/15/2023   EUR    10.54
Tullow Oil PLC            6.00   11/1/2020   USD    75.25
Abengoa Finance SAU       8.88    2/5/2018   EUR    14.75
EFG International AG      1.20               EUR    66.75
Abengoa SA                6.25   1/17/2019   EUR     8.88
Nyrstar NV                4.25   9/25/2018   EUR    71.79
Oi Brasil Holdings Coop   5.75   2/10/2022   USD    47.00
Scandinavian Airlines S   2.38               CHF    28.75
Pierre & Vacances SA      3.50   10/1/2019   EUR    36.50
Abengoa Finance SAU       7.00   4/15/2020   EUR    13.38
Praktiker AG              5.88   2/10/2016   EUR     0.12
BNP Paribas SA            1.15               EUR    68.00
First Ukrainian Interna  11.00  12/31/2018   USD    72.92
Afren PLC                 6.63   12/9/2020   USD     1.50
Farstad Shipping ASA      5.36   2/15/2017   NOK    60.83
Banco Espirito Santo SA   2.61               EUR     7.88
Farstad Shipping ASA      4.56   5/29/2018   NOK    52.34
NIBC Bank NV              2.13               USD    63.67
Sydbank A/S               1.05               EUR    60.15
Aralco Finance SA        10.13    5/7/2020   USD     0.75
Norwegian Energy Co ASA   6.50    3/6/2018   NOK    62.00
Banco Bilbao Vizcaya Ar   1.19               EUR    73.23
Rothschilds Continuatio   0.81               USD    48.43
Renaissance Credit LLC   13.50   5/22/2019   USD    79.63
Etablissements Maurel e   2.75    7/1/2021   EUR     7.14
SNS Bank NV               6.25  10/26/2020   EUR     2.92
Ukreximbank Via Biz Fin   7.51    2/9/2023   USD    73.78
Fred Olsen Energy ASA     4.16   2/28/2019   NOK    55.63
SOITEC                    6.75   9/18/2018   EUR     1.61
Societe Generale SA       0.44               USD    59.08
Jyske Bank A/S            1.38               EUR    59.90
NTRP Via Interpipe Ltd   10.25    8/2/2017   USD    32.25
Banco Espanol de Credit   0.99               EUR    60.95
Hybrid Raising GmbH       6.63               EUR    12.01
Barclays Bank PLC         0.75               USD    60.38
OGX Austria GmbH          8.38    4/1/2022   USD     0.00
Electromagnetic Geoserv   7.05   6/27/2016   NOK    62.70
Barclays Bank PLC         1.56               GBP    70.50
Virgolino de Oliveira F  11.75    2/9/2022   USD     1.25
ATF Capital BV           10.00               USD    61.50
ESFIL-Espirito Santo Fi   5.25   6/12/2015   EUR     1.60
Island Offshore Shiphol   6.37    4/5/2016   NOK    69.30
Santander Finance Prefe   1.05               EUR    60.93
Novo Banco SA             3.50    1/2/2043   EUR    69.70
Capital Raising GmbH      7.50               EUR    12.07
Abengoa Greenfield SA     5.50   10/1/2019   EUR    12.88
Havila Shipping ASA       5.57   3/30/2017   NOK    61.50
GNB - Cia de Seguros de   3.46               EUR    67.00
Pescanova SA              8.75   2/17/2019   EUR     3.56
Elli Investments Ltd     12.25   6/15/2020   GBP    37.82
Volstad Subsea AS         7.62    7/5/2016   NOK    69.10
Western Bulk ASA          7.87   4/19/2017   NOK    75.00
HSBC Bank PLC             0.60               USD    60.05
Songa Offshore            7.50  12/11/2018   NOK    65.50
Caisse Federale du Cred   1.10               EUR    59.03
Econocom Group SA/NV      1.50   1/15/2019   EUR    11.58
Danske Bank Oyj           1.15               EUR    60.56
Dolphin Group AS          8.91   2/14/2018   NOK     7.75
Golden Energy Offshore    8.41   5/28/2017   NOK    39.88
DOF ASA                   5.84    2/7/2018   NOK    64.03
Heta Asset Resolution A   0.03   5/31/2016   EUR    66.47
Bank of Scotland PLC      0.94               USD    60.16
Credit Mutuel Arkea SA    1.33               EUR    58.25
Espirito Santo Financia   3.13   12/2/2018   EUR     0.67
Cooperatieve Centrale R   0.50  11/26/2021   ZAR    53.60
E Forland AS              7.91    9/4/2018   NOK    65.50
Codere Finance Luxembou   9.25   2/15/2019   USD    70.00
Dannemora Mineral AB     11.75   3/22/2016   USD     0.09
Lloyds Bank PLC           1.90   2/22/2033   USD    65.50
DOF ASA                   8.08   9/12/2019   NOK    64.38
Bank Nadra via NDR Fina   8.25   7/31/2018   USD     5.66
BNP Paribas SA            0.61               USD    59.70
Laurel GmbH               7.13  11/16/2017   EUR    29.13
Viking Supply Ships AS    9.45   3/21/2017   NOK    60.75
Ferrexpo Finance PLC     10.38    4/7/2019   USD    57.26
Phosphorus Holdco PLC    10.00    4/1/2019   GBP     1.91
PA Resources AB          13.50    3/3/2016   SEK     0.26
Nexans SA                 4.00    1/1/2016   EUR    55.08
Havila Shipping ASA       4.85   11/8/2016   NOK    60.50
Union Fenosa Preferente   1.61               EUR    65.63
Tullow Oil PLC            6.25   4/15/2022   USD    77.00
Espirito Santo Financia   9.75  12/19/2025   EUR     1.25
Lloyds Bank PLC           0.63               USD    60.23
Afren PLC                10.25    4/8/2019   USD     0.92
Nordea Bank Norge ASA     0.81               USD    61.95
Nexity SA                 0.63    1/1/2020   EUR    49.62
Atlantic Offshore AS      8.69   5/16/2018   NOK    41.05
EDOB Abwicklungs AG       7.50    4/1/2012   EUR     0.63
Phones4u Finance PLC      9.50    4/1/2018   GBP    37.50
National Westminster Ba   0.69               USD    60.50
Sazka AS                  9.00   7/12/2021   EUR     1.00
Lloyds Bank PLC           0.63               USD    60.46
BLT Finance BV            7.50   5/15/2014   USD     4.36
Dexia Credit Local SA     1.64               EUR    12.38
Banco Espirito Santo SA   0.13               EUR    14.00
Kaupthing Bank Hf         5.75   10/4/2011   USD    17.25
Societe Generale SA       1.03               EUR    64.02
Hellenic Republic Gover   5.20   7/17/2034   EUR    71.63
Den Norske Creditbank     0.69               USD    60.96
Grupo Isolux Corsan Fin   6.63   4/15/2021   EUR    22.50
Takko Luxembourg 2 SCA    6.95   4/15/2019   EUR    57.10
RENE LEZARD Mode GmbH     7.25  11/25/2017   EUR    32.00
Touax SA                  6.00   7/10/2020   EUR    18.75
Jyske Bank A/S            1.13               EUR    58.31
Island Drilling Co ASA    9.50    4/3/2018   USD    30.00
Lehman Brothers UK Capi   5.13               EUR     0.00
Cirio Holding Luxembour   6.25   2/16/2004   EUR     1.99
Volstad Shipping AS       7.16   5/30/2018   NOK    40.98
CIMPOR Financial Operat   5.75   7/17/2024   USD    69.75
Abanka Vipa DD Via Afin   1.83               EUR     0.37
Nuova Banca delle March   7.20   6/30/2018   EUR     1.31
Pohjola Bank Oyj          0.64               EUR    61.24
Dexia SA                  4.89               EUR     9.13
Codere Finance Luxembou   9.25   2/15/2019   USD    72.38
PA Resources AB           3.00  12/27/2017   NOK     0.31
Barclays Bank PLC         0.88               USD    60.18
Alpine Holding GmbH       6.00   5/22/2017   EUR     0.24
Lehman Brothers UK Capi   5.75               EUR     0.01
Royal Bank of Scotland    3.96  11/16/2030   USD    73.00
Alpha Bank AE             1.63    2/1/2017   EUR    69.75
International Industria   9.00    7/6/2011   EUR     0.50
Corporate Commercial Ba   8.25    8/8/2014   USD     0.91
Commerzbank Holdings UK   1.06               USD    64.50
Societe Air France SA     2.75    4/1/2020   EUR    20.64
Banca delle Marche SpA    6.00    5/8/2018   EUR     1.40
Vedanta Resources PLC     6.00   1/31/2019   USD    72.50
Solstad Offshore ASA      4.70   6/24/2019   NOK    66.38
Vseukrainsky Aktsinerny  10.90   6/14/2019   USD     1.52
Hellenic Bank PCL        10.00               EUR    47.00
Noreco Norway AS          6.50    3/6/2018   NOK    63.13
Global PVQ SE             6.75  10/21/2015   EUR     1.05
Tonon Luxembourg SA       7.25   1/24/2020   USD    10.00
Barclays Bank PLC         2.75   3/21/2033   USD    66.75
Vedanta Resources PLC     8.25    6/7/2021   USD    67.94
Afren PLC                11.50    2/1/2016   USD     1.31
National Westminster Ba   0.81               USD    60.63
LBI HF                    6.25               EUR     0.00
Pacific Drilling SA       5.38    6/1/2020   USD    53.75
Ekotechnika GmbH          9.75   5/10/2018   EUR     9.50
MS Deutschland Beteilig   6.88  12/18/2017   EUR    14.27
IKB Deutsche Industrieb   5.63   3/31/2017   EUR    22.00
Olympic Ship AS           6.18   6/18/2019   NOK    42.24
Tonon Luxembourg SA      10.50   5/14/2024   USD    67.00
Sidetur Finance BV       10.00   4/20/2016   USD     9.00
Bank Nederlandse Gemeen   0.50    8/9/2022   MXN    69.60
IGas Energy PLC          10.00  12/11/2018   USD    52.88
Dexia Kommunalbank Deut   4.88  12/31/2016   EUR    24.00
Vedanta Resources PLC     7.13   5/31/2023   USD    75.00
Heta Asset Resolution A   1.91   9/29/2016   JPY    66.75
Heta Asset Resolution A   0.71   1/24/2017   EUR    16.56
Indo Energy Finance BV    7.00    5/7/2018   USD    57.63
CGG SA                    6.88   1/15/2022   USD    51.88
SiC Processing GmbH       7.13    3/1/2016   EUR     1.39
Gol LuxCo SA              8.88   1/24/2022   USD    59.25
Dexia Kommunalbank Deut   5.63  12/31/2017   EUR    17.50
Finance and Credit Bank   9.25   1/25/2019   USD     8.75
Mriya Agro Holding PLC   10.95   3/30/2016   USD    15.00
CGG SA                    5.88   5/15/2020   EUR    58.56
Eniro AB                  6.00   4/14/2020   SEK    53.70
BOA OCV AS                6.75   10/7/2019   NOK    64.25
More & More AG            8.13   6/11/2018   EUR    38.25
KA Finanz AG              5.43   2/13/2024   EUR    60.13
Kaupthing Bank Hf         9.00               USD     0.13
Novo Banco SA             3.50   1/23/2043   EUR    69.79
QGOG Constellation SA     6.25   11/9/2019   USD    51.00
Mobylife Holding A/S      7.25   5/23/2018   SEK    75.00
Eramet                    5.10   5/28/2026   EUR    69.63
Espirito Santo Financia   5.13   5/30/2016   EUR     1.00
Metinvest BV             10.50  11/28/2017   USD    62.50
KCA Deutag UK Finance P   7.25   5/15/2021   USD    67.75
IM Skaugen SE            10.11   4/11/2017   NOK    43.50
Oi Brasil Holdings Coop   5.63   6/22/2021   EUR    40.25
Depfa Funding II LP       6.50               EUR    56.75
Rena GmbH                 7.00  12/15/2015   EUR     8.63
Codere Finance Luxembou   8.25   6/15/2015   EUR    72.25
Lehman Brothers Treasur   6.00   11/2/2035   EUR    16.25
Olympic Ship AS           7.22   9/21/2017   NOK    49.50
AgroGeneration            8.00    4/1/2019   EUR    72.21
Banca delle Marche SpA    6.00   6/12/2018   EUR     1.15
Windreich GmbH            6.50   7/15/2016   EUR    10.88
Ideal Standard Internat  11.75    5/1/2018   EUR    24.13
OGX Austria GmbH          8.50    6/1/2018   USD     0.05
Petrol AD                 8.38   1/26/2017   EUR    13.00
Nuova Banca delle March   8.00   6/30/2018   EUR     1.31
Nationwide Building Soc   1.08               GBP    70.00
Petromena ASA             9.75   5/24/2016   NOK     0.54
Deutsche Bank AG/London   2.00   3/15/2033   USD    64.80
JZ Capital Partners Ltd   6.00   7/30/2021   GBP    10.55
Barclays Bank PLC         3.45  11/29/2030   USD    73.75
Algeco Scotsman Global   10.75  10/15/2019   USD    55.00
Hellas Telecommunicatio   8.50  10/15/2013   EUR     0.01
Brunswick Rail Finance    6.50   11/1/2017   USD    44.88
BOA Offshore AS           7.93  12/18/2018   NOK    30.88
NIBC Bank NV              0.67               EUR    53.17
Norske Skog Holding AS    8.00   2/24/2023   USD    30.63
Cirio Finanziaria SpA     8.00  12/21/2005   EUR     2.11
International Industria  11.00   2/19/2013   USD     0.27
Banco Pastor SA           2.28               EUR    36.00
DOF ASA                   8.34    2/7/2017   NOK    74.00
Talvivaara Mining Co PL   9.75    4/4/2017   EUR     0.09
Credit Suisse AG/Guerns   0.63               USD    61.00
Region of Abruzzo Italy   0.38   11/7/2036   EUR    60.48
Novo Banco SA             3.50   2/19/2043   EUR    69.82
Virgolino de Oliveira F  10.88   1/13/2020   USD    17.88
Sairgroup Finance BV      4.38    6/8/2006   EUR    16.88
Minicentrales Dos SA      6.45   4/14/2028   EUR    62.38
Barclays Bank PLC        10.00   7/28/2034   USD    75.00
Societe Generale SA       2.21   2/28/2033   USD    71.50
Barclays Bank PLC         3.58   6/17/2033   USD    70.00
Paragon Offshore PLC      7.25   8/15/2024   USD    17.88
Global PVQ Netherlands    1.38   4/30/2012   EUR    27.00
Solarworld AG             6.13   1/21/2017   EUR    43.00
Barclays Bank PLC         1.78   5/31/2033   USD    66.25
BDT Media Automation Gm   8.13   10/9/2017   EUR    63.50
DNB Bank ASA              0.69               USD    60.89
Nuova Banca delle March   7.75   6/30/2018   EUR     1.31
City of Kyiv Via Kyiv F   9.38   7/11/2016   USD    79.63
Belfius Bank SA/NV        1.86               FRF    69.88
Region of Piemont Italy   0.12  11/27/2036   EUR    61.99
Aralco Finance SA        10.13    5/7/2020   USD     0.65
Strenesse AG              9.00   3/15/2017   EUR    43.00
Lloyds Bank PLC          10.13  12/16/2021   CAD   107.70
Barclays Bank PLC         2.62   4/19/2033   USD    64.50
APP International Finan  11.75   10/1/2005   USD     2.50
Pescanova SA              6.75    3/5/2015   EUR     2.10
Hellenic Republic Gover   2.09   7/25/2057   EUR    30.50
Acron JSC                11.60  11/20/2018   RUB    60.34
Karlie Group GmbH         6.75   6/25/2018   EUR    27.50
Waste Italia SpA         10.50  11/15/2019   EUR    49.00
National Westminster Ba   0.75               USD    60.81
Danske Bank Oyj           1.56               EUR    62.00
BNP Paribas SA            2.46   4/30/2033   USD    64.89
Novo Banco SA             3.00   6/21/2022   USD    74.69
Banco Espirito Santo SA   2.76               EUR    11.63
Rena GmbH                 8.25   7/11/2018   EUR     8.63
Mox Telecom AG            7.25   11/2/2017   EUR     2.82
CSN Resources SA          6.50   7/21/2020   USD    54.00
RWE AG                    3.80    4/5/2033   USD    74.71
Frey                      6.00  11/15/2022   EUR    22.00
Standard Chartered PLC    0.81               GBP    56.17
Empik Media & Fashion S   9.80  11/17/2017   PLN    60.00
Norske Skog Holding AS    8.00   2/24/2023   USD    30.63
Norske Skog Holding AS    8.00   2/24/2021   EUR    27.88
Travel24.com AG           7.50   9/17/2017   EUR    36.60
Vestland Offshore Inves  11.12   1/15/2016   NOK    69.68
Royal Bank of Scotland    0.69               USD    60.39
Golden Gate AG            6.50  10/11/2014   EUR    43.00
Barclays Bank PLC         0.35  12/28/2040   EUR    63.82
Northland Resources AB    4.00  10/15/2020   USD     0.41
Hema Bondco I BV          6.25   6/15/2019   EUR    73.91
TGC-2 OJSC               12.00  10/10/2018   RUB    59.40
Metinvest BV             10.25   1/31/2016   USD    67.25
Norske Skogindustrier A   7.13  10/15/2033   USD    31.13
Centrosolar Group AG      7.00   2/15/2016   EUR     2.15
Ferrexpo Finance PLC     10.38    4/7/2019   USD    57.25
Depfa Funding III LP      1.35               EUR
Den Norske Creditbank     0.71               USD    60.95
Hypo Tirol Bank AG        0.41   7/23/2026   EUR    54.63
Alpine Holding GmbH       5.25   6/10/2016   EUR     3.16
Standard Chartered PLC    0.59               USD
Gazprom PAO              16.60  10/21/2043   RUB    11.30
IT Holding Finance SA     9.88  11/15/2012   EUR     0.25
Societe Alsacienne et L   1.63    1/1/2022   EUR    60.09
KPNQwest NV              10.00   3/15/2012   EUR     0.53
SAG Solarstrom AG         6.25  12/14/2015   EUR    45.00
Province of Milan Italy   0.05  12/20/2042   EUR    76.91
Indo Energy Finance II    6.38   1/24/2023   USD    45.50
Standard Chartered PLC    0.94               USD    58.63
Standard Chartered PLC    0.56               USD    56.50
Ajecorp BV                6.50   5/14/2022   USD    50.06
Andrade Gutierrez Inter   4.00   4/30/2018   USD    69.50
Kezizalog Zrt             7.75   10/1/2018   EUR     0.51
Alpine Holding GmbH       5.25    7/1/2015   EUR     1.75
Lehman Brothers Treasur   7.00   5/17/2035   EUR    13.88
Orient Express Bank OJS  13.60    8/9/2018   RUB    45.00
Raiffeisenlandesbank Ni   5.00    7/1/2026   EUR    73.00
A-TEC Industries AG       8.75  10/27/2014   EUR     2.00
Heta Asset Resolution A   5.92   2/22/2022   EUR    17.00
Kaupthing Bank Hf         7.13   5/19/2016   USD     0.00
Saphir Finance PLC        6.85               GBP     1.38
Rem Offshore ASA          6.45   9/25/2019   NOK    40.75
Lehman Brothers Treasur   7.25   10/5/2035   EUR    13.88
Metinvest BV              8.75   2/14/2018   USD    63.00
Heta Asset Resolution A   0.18   9/11/2017   EUR    17.25
Assystem                  4.00    1/1/2017   EUR    24.29
Glitnir HF                6.69   6/15/2016   USD     0.02
Virgolino de Oliveira F  10.50   1/28/2018   USD     1.19
Barclays Bank PLC         2.77   3/28/2033   USD    65.89
Societe Generale SA       1.60    1/9/2020   GBP     1.00
DZ Bank AG Deutsche Zen   3.05   9/25/2023   EUR    65.86
LBI HF                    6.10   8/25/2011   USD    11.00
Cirio Del Monte NV        7.75   3/14/2005   EUR     2.78
Espirito Santo Financia   5.05  11/15/2025   EUR     1.31
Astana Finance BV         7.88    6/8/2010   EUR    16.00
OGK-2 PAO                11.50  11/24/2020   RUB    60.52
Bank Nederlandse Gemeen   0.50   7/12/2022   ZAR    54.30
Deutsche Morgan Grenfel   0.81               USD    58.75
Teksid Aluminum Luxembo  11.38   7/15/2011   EUR     0.05
Artea                     6.00    8/4/2019   EUR    13.96
Heta Asset Resolution A   4.35   11/3/2016   EUR    17.63
Le Noble Age              4.88    1/3/2016   EUR    23.54
Rosneft OAO               7.95  12/11/2023   RUB    60.02
Del Monte Finance Luxem   6.63   5/24/2006   EUR     8.13
Kaupthing Bank Hf         5.75   10/4/2011   USD    17.25
Glitnir HF                6.00    3/5/2012   GBP    27.13
Baltijskij Bereg ZAO     18.00  12/22/2017   RUB    11.50
Lehman Brothers Treasur   6.00   2/15/2035   EUR    13.88
Paragon Offshore PLC      6.75   7/15/2022   USD    17.75
Agroton Public Ltd        6.00   7/14/2019   USD    10.00
Novo Banco SA             3.50   3/18/2043   EUR    69.00
Solarworld AG             6.38   7/13/2016   EUR    40.25
CHC Helicopter SA         9.25  10/15/2020   USD    88.00
Northland Resources AB   15.00   7/15/2019   USD     0.33
getgoods.de AG            7.75   10/2/2017   EUR     0.70
Turkey Government Bond   10.16   5/19/2021   TRY    50.00
Vnesheconombank          11.20  11/23/2017   RUB    60.22
eno energy GmbH           7.38   6/30/2016   EUR    67.40
Kaupthing Bank Hf         7.63   2/28/2015   USD    17.25
Banco Pinto & Sotto May   0.85               EUR    30.30
Cirio Finance Luxembour   7.50   11/3/2002   EUR     9.00
Hamburgische Landesbank   0.33   1/22/2041   EUR    61.38
Landesbank Hessen-Thuer   0.34    5/3/2041   EUR    65.01
Lloyds Bank PLC           2.62   4/26/2033   USD    68.00
Alpha Bank AE             1.54    3/8/2017   EUR    67.00
Portigon AG               7.46  12/31/2019   EUR    12.46
Standard Chartered PLC    0.65               USD    56.75
Minicentrales Dos SA      4.81  11/29/2034   EUR    70.50
Ferrexpo Finance PLC     10.38    4/7/2019   USD    56.10
Northland Resources AB    4.00  10/15/2020   NOK     0.41
Heta Asset Resolution A   4.25   5/31/2016   EUR    67.00
Mechel                   15.00   2/25/2020   RUB    66.06
Nordea Bank Finland Abp   4.35   4/20/2020   SEK    53.00
Heta Asset Resolution A   0.42  12/18/2030   EUR    18.38
Solon SE                  1.38   12/6/2012   EUR     0.33
Lehman Brothers Treasur   8.25   3/16/2035   EUR    13.88
Phones4u Finance PLC      9.50    4/1/2018   GBP    37.50
Lloyds Bank PLC           4.98   7/29/2033   USD    75.00
Rosneft OAO              11.90   1/18/2021   RUB    60.01
Stroika Finance Ltd Via   7.70   6/25/2019   RUB    12.00
Solarwatt GmbH            7.00   11/1/2015   EUR    14.50
Gunther Zamek Produktio   7.75   5/15/2017   EUR     1.70
UniCredit Bank Austria    0.44  12/27/2031   EUR    67.63
BLT Finance BV           12.00   2/10/2015   USD    10.50
HSBC Trinkaus & Burkhar   5.10    6/2/2016   EUR    56.94
IVG Immobilien AG         5.71               EUR     0.00
ADLER Real Estate AG      6.00   6/30/2017   EUR    12.50
Turkey Government Bond   10.34  10/25/2017   TRY    50.00
Turkey Government Bond    8.64   7/19/2017   TRY    50.00
Commerzbank AG            5.00   9/27/2019   EUR    29.50
IKB Deutsche Industrieb   4.70   3/31/2017   EUR    23.26
friedola Gebr Holzapfel   7.25   4/11/2017   EUR    19.63
OGX Austria GmbH          8.38    4/1/2022   USD     0.00
UniCredit Bank Austria    0.43   8/20/2033   EUR    65.88
Solen AG                  7.50    4/8/2016   EUR     1.71
Heta Asset Resolution A   0.73   5/31/2016   EUR    66.75
CRC Breeze Finance SA     6.11    5/8/2016   EUR    54.50
LBI HF                    7.43               USD     0.00
Magnit PJSC              11.20   5/10/2017   RUB    60.01
Lehman Brothers Treasur   2.88   3/14/2013   CHF    16.25
Mifa Mitteldeutsche Fah   7.50   8/12/2018   EUR     3.33
Nordea Bank Finland Abp   3.01  10/20/2019   SEK    53.00
Municipality Finance PL   0.50    5/8/2029   AUD    56.44
Global PVQ Netherlands    5.75   5/26/2014   EUR    27.38
Mriya Agro Holding PLC    9.45   4/19/2018   USD    12.00
Immigon Portfolioabbau    3.55   4/12/2022   EUR    74.70
EuroChem Mineral & Chem   8.25  11/14/2018   RUB    60.01
Kerdos Group SA           8.00  12/15/2017   PLN     8.01
Societe Generale SA       1.35   3/31/2034   USD    65.75
Cyprus Popular Bank PCL   1.65   5/26/2016   EUR     1.40
Finmek International SA   7.00   12/3/2004   EUR     0.13
DTEK Finance PLC          7.88    4/4/2018   USD    44.00
Windreich GmbH            6.50    3/1/2015   EUR    10.88
Eramet                    5.29   4/22/2026   EUR    59.75
UBS AG                    6.10   7/29/2016   GBP    46.55
Norske Skogindustrier A   7.13  10/15/2033   USD    31.13
Municipality Finance PL   0.50   3/28/2018   BRL    74.55
Far East Capital Ltd SA   8.00    5/2/2018   USD    61.75
Svensk Exportkredit AB    0.50   1/31/2022   ZAR    51.87
Immigon Portfolioabbau    5.27    2/8/2027   EUR    62.75
International Finance F   0.50   6/24/2024   ZAR    38.42
EXER D GmbH               5.70    2/1/2016   EUR    66.51
Lehman Brothers Treasur   5.10    5/8/2017   HKD    13.88
Bank Nederlandse Gemeen   0.50    6/7/2022   ZAR    52.23
Bulgaria Steel Finance   12.00    5/4/2013   EUR     0.59
Turkey Government Bond    9.32   9/28/2016   TRY    50.00
Sairgroup Finance BV      6.63   10/6/2010   EUR    18.63
hkw personalkonzepte Gm   8.25  11/15/2016   EUR     3.95
Lloyds Bank PLC           2.41   1/31/2033   USD    65.00
Accentro Real Estate AG   6.25   3/27/2019   EUR     2.75
Hema Bondco II BV         8.50  12/15/2019   EUR    45.84
OAS Investments GmbH      8.25  10/19/2019   USD     4.65
Heta Asset Resolution A   0.45  11/29/2032   EUR    17.13
Virgolino de Oliveira F  10.88   1/13/2020   USD    17.88
CARPEVIGO AG              8.25   6/30/2016   EUR    22.50
SU-155 KAPITAL OOO       13.25   2/23/2016   RUB    15.21
Seabird Exploration PLC   6.00  12/18/2015   USD    27.00
Heta Asset Resolution A   5.73  12/10/2021   EUR    16.00
Equity Release Funding    1.98   4/26/2038   GBP
Cooperatieve Centrale R   0.50  11/30/2027   MXN    43.63
Vnesheconombank          11.90   9/23/2032   RUB    70.00
OL Groupe SA              7.00  12/28/2015   EUR     7.72
Svensk Exportkredit AB    0.50   4/24/2029   AUD    57.70
Lehman Brothers Treasur   5.00   2/16/2015   EUR    13.88
Kaupthing Bank Hf         7.50    2/1/2045   USD     0.00
Kaupthing Bank Hf         7.13   5/19/2016   USD     0.00
Deutsche Bank AG          3.20   3/22/2016   EUR    64.80
Cooperatieve Centrale R   0.50  10/29/2027   MXN    43.55
Transaero Airlines       16.00  10/25/2018   RUB     2.95
HSBC Bank PLC             0.50   7/30/2027   NZD    50.26
UniCredit Bank Austria    0.46  12/31/2031   EUR    68.38
Nordea Bank Finland Abp   1.71  10/20/2019   SEK    74.63
Kaupthing Bank Hf         6.13   10/4/2016   USD    17.25
Cooperatieve Centrale R   0.50  10/30/2043   MXN    12.05
ffk environment GmbH      7.25    6/1/2016   EUR     3.11
Freshwater Finance PLC    6.06  10/17/2036   GBP    62.25
KPNQwest NV               8.88    2/1/2008   EUR     0.53
Jasper Explorer PLC      13.50   5/27/2016   USD     5.25
Immigon Portfolioabbau    6.00   3/30/2017   EUR     1.00
Rem Offshore ASA          6.83   3/14/2018   NOK    47.50
Landesbank Hessen-Thuer   0.36   4/23/2041   EUR    67.53
Transgazservice LLP      10.50   11/8/2019   RUB    34.49
Elli Investments Ltd     12.25   6/15/2020   GBP    37.63
DEIKON GmbH               1.00    7/1/2016   EUR    18.05
LBI HF                    4.65               EUR     0.00
Mechel                   15.00   2/25/2020   RUB    66.00
Kommunekredit             0.50  12/14/2020   ZAR    61.87
Banco Espirito Santo SA  10.00   12/6/2021   EUR     3.36
Mechel                    8.40   5/27/2021   RUB    60.01
Heta Asset Resolution A   0.24   8/12/2017   EUR    64.88
DeltaCredit Bank         12.10   7/28/2025   RUB    60.13
Codere Finance Luxembou   8.25   6/15/2015   EUR    72.13
Vnesheconombank          11.50   8/20/2020   RUB    60.04
Cooperatieve Centrale R   0.50   7/30/2043   MXN    12.26
Heta Asset Resolution A   7.50   5/27/2024   ATS    17.13
Depfa Funding IV LP       5.03               EUR    56.75
Ideal Standard Internat  11.75    5/1/2018   EUR    24.13
Governo Portugues Conso   2.75               EUR    62.00
Heta Asset Resolution A   0.17    4/9/2043   EUR    60.00
CBo Territoria            6.00    1/1/2020   EUR     4.02
Federal Grid Co Unified   7.75   9/15/2020   RUB    74.02
Getin Noble Bank SA/old   4.80   3/12/2021   PLN    75.00
KPNQwest NV               7.13    6/1/2009   EUR     0.53
Moscow United Electric   13.20   4/23/2025   RUB    61.34
Governo Portugues Conso   3.00               EUR    73.00
Enemona AD-Kozloduy      10.00   4/28/2017   BGN     0.13
LBI HF                    2.25   2/14/2011   CHF     8.50
DekaBank Deutsche Giroz   2.70   6/25/2020   EUR    74.08
ADLER Real Estate AG      6.00  12/27/2018   EUR    12.50
Privatbank CJSC Via UK   10.88   2/28/2018   USD    66.38
EDOB Abwicklungs AG       7.50    4/1/2012   EUR     0.63
Heta Asset Resolution A   4.88   9/18/2017   EUR    17.25
International Finance F   0.50   6/29/2020   ZAR    62.62
Hellenic Bank PCL        11.00               EUR    47.00
WPE International Coope  10.38   9/30/2020   USD    11.63
Kaupthing Bank Hf         6.13   10/4/2016   USD    17.25
Lehman Brothers Treasur   7.00  11/26/2013   EUR    13.88
Societe Generale SA       1.04   2/28/2034   USD    67.10
Bremer Landesbank Kredi   0.41    4/5/2041   EUR    74.26
Hema Bondco I BV          5.12   6/15/2019   EUR    72.57
Heta Asset Resolution A   0.06   1/24/2017   EUR    66.50
Far East Capital Ltd SA   8.75    5/2/2020   USD    60.01
SAir Group                6.25   4/12/2005   CHF    11.00
Kerdos Group SA           8.00    3/9/2018   PLN    59.00
Penell GmbH Elektrogros   7.75   6/10/2019   EUR     6.12
PNE Wind AG               3.75  10/10/2019   EUR     2.90
UniCredit Bank Austria    0.55  12/27/2026   EUR    73.00
Kaupthing Bank Hf         5.25   7/18/2017   BGN    17.25
Virgolino de Oliveira F  11.75    2/9/2022   USD     1.15
Mechel                    8.40   5/27/2021   RUB    61.01
Heta Asset Resolution A   4.63    3/4/2018   EUR    66.25
Nota-Bank OJSC           13.50  10/13/2016   RUB     1.78
Deutsche Bank AG/London   5.65   6/30/2034   USD    74.75
La Veggia Finance SPA     7.13  11/14/2004   EUR     0.00
Matalan Finance PLC       8.88    6/1/2020   GBP    71.00
SAG Solarstrom AG         7.50   7/10/2017   EUR    45.00
Takko Luxembourg 2 SCA    9.88   4/15/2019   EUR    60.34
Lehman Brothers Treasur  11.00  12/20/2017   AUD     3.10
Kommunalbanken AS         0.50   5/27/2022   ZAR    51.76
Kommunekredit             0.50  10/22/2019   BRL    60.35
HSBC Bank PLC             0.50   9/28/2018   IDR    75.62
Rosneft OAO               7.95  12/11/2023   RUB    60.03
Montepio Holding SGPS S   5.00               EUR    50.00
Raiffeisen Bank Interna   4.50   9/28/2035   EUR    65.75
Exane Finance             2.70   9/26/2016   USD    33.78
Hellas Telecommunicatio   8.50  10/15/2013   EUR     0.01
CHC Helicopter SA         9.25  10/15/2020   USD    46.50
A-TEC Industries AG       2.75   5/10/2014   EUR     2.00
Barclays Bank PLC         7.30   4/16/2029   USD    74.00
Ukreximbank Via Biz Fin   7.51    2/9/2023   USD    73.75
Union Technologies Info   0.10    1/1/2020   EUR     5.30
UKRLANDFARMING PLC       10.88   3/26/2018   USD    50.13
A-TEC Industries AG       5.75   11/2/2010   EUR     2.00
Novolipetsk Steel OJSC   10.00    9/5/2022   RUB    60.01
Ecureuil Vie Developpem   0.91               EUR    24.50
Credit Suisse AG/London  10.00   8/29/2016   USD    51.00
LBI HF                    3.00   12/7/2010   CHF     8.50
UniCredit Bank AO         8.20    9/7/2016   RUB    58.59
Russian Railways JSC      8.20   3/21/2028   RUB    60.01
Muehl Product & Service   6.75   3/10/2005   DEM     1.71
Credit Suisse AG/London  15.25   6/29/2016   USD    58.09
Svensk Exportkredit AB    0.50   8/28/2020   TRY    59.13
HC Finance OOO            8.25  11/26/2021   RUB    58.01
Lehman Brothers Treasur   5.00   9/22/2014   EUR    13.88
Lehman Brothers Treasur   1.00    5/9/2012   EUR     3.10
Transaero Airlines       12.50  12/20/2016   RUB     0.81
Region of Molise Italy    0.36  12/15/2033   EUR    66.98
UniCredit Bank Austria    0.30   1/25/2031   EUR    68.50
BKN biostrom AG           7.50    6/5/2016   EUR     1.62
Lehman Brothers Treasur   5.25   5/26/2026   EUR     3.10
SG Option Europe SA       7.00    5/5/2017   EUR    57.01
DekaBank Deutsche Giroz   2.67   11/7/2016   EUR    64.02
Lehman Brothers Treasur   4.50    5/2/2017   EUR     3.10
Rosseti PJSC             11.85   5/26/2025   RUB    61.02
WGF Westfaelische Grund   6.35   12/1/2016   EUR     6.80
Svensk Exportkredit AB    0.50   3/15/2022   ZAR    50.95
International Finance F   0.50   6/29/2027   ZAR    24.52
wige MEDIA AG             6.00   3/17/2019   EUR     1.88
Mechel                    8.40    6/1/2021   RUB    61.01
Banco Espirito Santo SA   1.45   5/27/2018   EUR     3.36
Lehman Brothers Treasur   6.00  10/30/2012   EUR     3.10
DEMIRE Real Estate AG     6.00  12/30/2018   EUR     3.25
Lehman Brothers Treasur   4.00   12/2/2012   EUR     3.10
Lehman Brothers Treasur   3.03   1/31/2015   EUR     3.10
Lehman Brothers Treasur   4.00  10/24/2012   EUR     3.10
City of Alba Iulia Roma   2.50   4/15/2025   RON    65.00
Reso-Leasing OOO         13.75   10/3/2025   RUB    60.00
Locko-Bank ZAO           13.75    4/2/2020   RUB    60.02
Emova Group               4.30    5/2/2022   EUR     4.72
Sachsen Bank              0.35   1/22/2041   EUR    73.46
Rinol AG                  5.50  10/15/2006   DEM     0.00
Salvator Grundbesitz-AG   9.50  12/31/2021   EUR    10.00
Santander Finance Capit   2.00               EUR    35.38
Credit Agricole Corpora   0.50    3/6/2023   RUB    48.48
Lloyds Bank PLC           5.20   7/26/2033   USD    72.83
Glitnir HF                6.38   9/25/2012   USD    27.13
Spetsializirovannoye fi  12.75   2/15/2024   RUB    60.00
Raiffeisenbank AO        11.40   9/22/2017   RUB    60.02
SNS Bank NV               6.63   5/14/2018   EUR     2.92
Takko Luxembourg 2 SCA    6.95   4/15/2019   EUR    58.27
Heta Asset Resolution A   4.07   3/21/2017   EUR    66.75
Deutsche Bank AG          2.57   6/28/2033   USD    70.50
State of Carinthia        0.78   7/20/2017   CHF     0.20
City of Hunedoara Roman   1.43   8/15/2026   RON    64.50
Province of Treviso Ita   0.18  12/31/2034   EUR    69.71
Lehman Brothers Treasur   8.25   12/3/2015   EUR    13.88
Raiffeisenbank AO        10.00  10/29/2018   RUB    60.02
JP Morgan Structured Pr  12.00  11/24/2021   ZMW
Kommunekredit             0.50   7/30/2027   TRY    24.86
Rostelecom PJSC          10.50   11/2/2017   RUB    60.02
Vnesheconombank           2.00   6/18/2021   RUB    62.79
Svensk Exportkredit AB    0.50   2/22/2022   ZAR    51.11
Bank Otkritie Financial  12.30   10/8/2016   RUB    60.02
Codere Finance Luxembou   8.25   6/15/2015   EUR    72.25
LBBW                      5.00   3/24/2016   EUR    47.74
Open Mortgage Agent 1     9.10   2/25/2045   RUB    60.00
COFIDUR SA                0.10  12/31/2024   EUR    15.00
Region of Abruzzo Italy   0.22   11/7/2031   EUR    72.74
Rosneft OAO              11.90  11/28/2024   RUB    60.14
Sviaz Bank OAO           15.50   2/26/2018   RUB    61.07
Hamburgische Landesbank   0.31  10/30/2040   EUR    62.43
Barclays Bank PLC         9.00   5/31/2016   USD     2.38
Petromena ASA            10.85  11/19/2014   USD     0.54
Freight One JSC          11.80  10/23/2025   RUB    60.02
Turkey Government Bond    9.10   1/24/2018   TRY    50.00
Municipiul Timisoara      1.03   5/15/2026   RON    65.00
Marine Subsea AS          9.00  12/16/2019   USD     0.50
Krasnodar Regional Inve  14.00   4/26/2016   RUB    70.11
Transcapitalbank JSC     12.50   3/15/2016   RUB    60.02
Rosselkhozbank OJSC      12.60   7/15/2025   RUB    60.22
LBI HF                    6.10   8/25/2011   USD    11.25
Russian Railways JSC     11.20  10/16/2025   RUB    60.04
Heta Asset Resolution A   0.25   9/26/2043   EUR    66.75
AK Transneft OAO         11.50    7/3/2025   RUB    60.01
Kaupthing Bank Hf         9.75   9/10/2015   USD    17.25
Raiffeisen-Holding Nied   5.10               EUR    66.21
Royal Bank of Scotland    4.24   1/12/2046   EUR    71.25
RZD Rasvytie vokzalov    12.50  10/21/2016   RUB    23.00
NOVIKOMBANK ZAO          14.25   6/12/2020   RUB    60.00
Credit Suisse AG/London  11.00   7/25/2016   USD    33.60
AK Transneft OAO         12.50  12/21/2015   RUB    60.06
Northland Resources AB   12.25   3/26/2016   USD     0.33
Lehman Brothers Treasur   4.00   2/16/2017   EUR    16.25
Municipality Finance PL   0.50   2/22/2019   IDR    71.52
Province of Milan Italy   0.30  12/22/2033   EUR    73.28
EFG International Finan   6.48   5/29/2018   EUR    18.97
Atari SA                  7.50   2/17/2020   EUR     0.20
UniCredit Bank AG         5.00  10/18/2024   EUR    74.31
Santander Finance Capit   2.00               EUR    33.25
BNP Paribas SA            0.50   2/13/2024   NZD    70.47
Rusfinans Bank OOO       12.10   9/29/2020   RUB    61.00
Municipality Finance PL   0.50  12/15/2020   BRL    53.73
Heta Asset Resolution A   5.27    4/7/2028   EUR    17.38
Rena Lange Holding GmbH   8.00  12/12/2017   EUR     0.63
SAir Group                0.13    7/7/2005   CHF    11.13
RESO-Garantia Insurance   9.20   3/24/2023   RUB    60.01
AK BARS Bank PJSC        15.00   3/16/2016   RUB    60.67
SU-155 KAPITAL OOO       13.25   2/23/2016   RUB    12.03
Concern Rossium LLC      13.50  11/14/2025   RUB    60.01
Banco Comercial Portugu   5.00               EUR    61.00
UniCredit Bank Austria    0.43  10/31/2031   EUR    68.50
Lehman Brothers Treasur   5.00   2/27/2014   EUR    13.88
Bank Otkritie Financial  15.50   2/28/2017   RUB    60.33
Municipality Finance PL   0.50    8/8/2029   NZD    56.44
Credit Suisse AG         11.00   3/28/2016   USD     6.17
Barclays Bank PLC         8.00   4/29/2016   USD     5.27
Kommunalkredit Austria    0.56  10/25/2021   EUR    43.38
Lloyds Bank PLC           4.44    7/5/2033   USD    74.50
Republika Srpska          1.50   9/26/2027   BAM    74.10
Rosneft OAO              14.90   12/3/2020   RUB    60.22
Anglian Water Services    1.09   1/26/2057   GBP    70.63
Bank St Petersburg PJSC  10.70    9/8/2016   RUB    60.45
Nota-Bank OJSC           13.50    4/1/2016   RUB     4.40
Comune di Verona          0.09   12/1/2026   EUR    64.99
Landesbank Hessen-Thuer   3.83   8/18/2016   EUR    68.75
Rosneft OAO              11.90  11/28/2024   RUB    60.14
Rosneft OAO              11.90  11/28/2024   RUB    60.22
VEB-Leasing OAO          13.50   3/27/2017   RUB    61.03
KA Finanz AG              4.44  12/20/2030   EUR    61.13
International Bank of A   1.00   6/23/2016   RUB    61.02
Commerzbank AG            5.00   3/24/2016   EUR    72.40
Santander Finance Capit   2.00               USD    47.63
Dresdner Bank AG          0.58  11/19/2029   EUR    68.00
Eksportfinans ASA         0.50    5/9/2030   CAD    22.13
Glitnir HF                6.33   7/28/2011   USD    27.13
Vontobel Financial Prod   6.70   4/22/2016   EUR    64.86
JP Morgan Structured Pr  13.00  11/25/2024   ZMW
Credit Europe Bank Ltd   15.00   3/22/2018   RUB    60.30
HSBC Bank PLC             0.50  12/29/2022   AUD    75.98
BLT Finance BV            7.50   5/15/2014   USD     4.36
Notenstein Finance Guer   1.00   9/17/2019   CHF    73.71
Municipiul Timisoara      1.03   5/12/2026   RON    65.00
DZ Bank AG Deutsche Zen   3.00  12/28/2015   EUR    55.56
Mortgage Agent KHMB-1     9.20   8/25/2045   RUB    56.30
Banque Cantonale Vaudoi   6.00   5/26/2016   CHF    34.22
Heta Asset Resolution A   0.37   3/29/2017   EUR    66.75
Kommunalbanken AS         0.50    3/2/2018   BRL    75.19
Santander Finance Capit   2.00               USD    40.25
Lehman Brothers Treasur   6.00   3/14/2011   EUR    13.88
Lehman Brothers Treasur   7.00    6/6/2017   EUR     3.10
Bank Nederlandse Gemeen   0.50   6/22/2021   ZAR    56.97
Barclays Bank PLC        11.00   5/31/2016   USD     7.19
Heta Asset Resolution A   5.68    7/5/2017   EUR    66.75
KA Finanz AG              4.90   6/23/2031   EUR    65.00
Heta Asset Resolution A   3.42   11/7/2016   EUR    66.00
Banque Cantonale Vaudoi   8.20    3/3/2016   EUR    49.51
HSBC Bank PLC             0.50   5/31/2019   IDR    69.77
Raiffeisen Versicherung   5.08               EUR    29.75
Dayli Polska Sp zoo       8.50    9/5/2016   PLN    20.00
Societe Generale SA       0.42   1/31/2033   USD    68.59
Polyus Gold OJSC         12.10    7/3/2025   RUB    60.56
Immigon Portfolioabbau    7.00   7/24/2022   EUR    63.69
Credit Suisse AG/London   9.50  12/29/2015   USD    60.00
Rosneft OAO              11.90  11/28/2024   RUB    63.04
Bank J Safra Sarasin AG  11.30   3/24/2016   CHF    73.98
Vontobel Financial Prod   5.60  12/29/2015   EUR    36.59
Heta Asset Resolution A   0.07   2/17/2017   EUR    64.75
SAir Group                4.25    2/2/2007   CHF    11.13
Mriya Agro Holding PLC   10.95   3/30/2016   USD    14.50
Rostelecom PJSC          10.50    6/7/2018   RUB    70.01
HSBC Bank PLC             0.50    4/3/2023   AUD    75.21
Tatfondbank OAO          14.00  12/11/2024   RUB    60.66
Europlan PAO             12.50  10/31/2017   RUB    60.14
HSBC Bank PLC             0.50  10/30/2026   NZD    52.99
Lehman Brothers Treasur   1.46   2/19/2012   JPY    13.88
Heta Asset Resolution A   0.20   4/22/2018   EUR    66.75
Southern Urals Co for H  10.00   2/23/2016   RUB    60.02
Lehman Brothers Treasur   6.65   8/24/2011   AUD    13.88
Sidetur Finance BV       10.00   4/20/2016   USD     7.00
OT-Optima Telekom DD      5.25   5/30/2022   HRK    50.00
HSBC Bank PLC             0.50   2/24/2027   NZD    52.14
Lehman Brothers Treasur   5.00    5/2/2022   EUR     3.10
SG Option Europe SA       7.00   9/22/2017   EUR    75.00
Immigon Portfolioabbau    0.91   5/20/2025   EUR    24.50
Republika Srpska         11.50   9/25/2026   BAM    74.60
Astana Finance BV         9.00  11/16/2011   USD    16.00
DZ Bank AG Deutsche Zen   2.52   6/23/2022   EUR    68.76
Moscow United Electric   11.00   9/12/2024   RUB    60.00
Europlan PAO             13.60   8/23/2021   RUB    60.34
Rosneft OAO              11.90  11/28/2024   RUB    60.23
Raiffeisen Centrobank A   2.80  11/14/2016   EUR    43.49
Lehman Brothers Treasur   5.50   6/22/2010   USD    16.25
WGF Westfaelische Grund   6.35    8/1/2017   EUR     2.07
Lehman Brothers Treasur  13.50    6/2/2009   USD     3.10
Haltdalen Sparebank       2.41               NOK    49.06
Barclays Bank PLC         0.50   3/13/2023   RUB    48.50
Espirito Santo Financia   5.05  11/15/2025   EUR     1.20
Svensk Exportkredit AB    0.50   4/25/2019   BRL    62.68
LBBW                      7.26  12/18/2015   EUR    69.93
HSBC Trinkaus & Burkhar   5.00    7/1/2016   EUR    60.68
Barclays Bank PLC         8.50   9/16/2016   USD     8.57
Rosneft OAO              11.90  11/28/2024   RUB    60.14
Immigon Portfolioabbau    3.50   5/23/2022   EUR    43.50
LBBW                      4.00   4/22/2016   EUR    67.91
Bulgaria Steel Finance   12.00    5/4/2013   EUR     0.59
KPNQwest NV               7.13    6/1/2009   EUR     0.53
Getin Noble Bank SA/old   4.81   10/7/2020   PLN    75.00
Kommunekredit             0.50   2/20/2020   BRL    57.71
Province of Brescia Ita   0.35   6/30/2036   EUR    69.60
Raiffeisen-Landesbank S   0.25   9/10/2033   EUR    75.51
Heta Asset Resolution A   5.03   1/26/2017   EUR    15.50
HSBC Bank PLC             0.50   12/2/2022   AUD    76.51
Russian Railways JSC     17.90   9/20/2039   RUB     9.30
Lehman Brothers Treasur   5.00   5/12/2011   CHF     3.10
Ingra DD                  6.13   12/6/2016   HRK    12.99
Lehman Brothers Treasur   1.75    2/7/2010   EUR     3.33
Lehman Brothers Treasur   5.00   8/16/2017   EUR    13.88
UniCredit Bank AO         8.10  11/20/2018   RUB    58.22
DekaBank Deutsche Giroz   3.80   9/25/2024   EUR    64.91
Heta Asset Resolution A   0.24   3/12/2043   EUR    61.75
Lehman Brothers Treasur   4.00   4/13/2011   CHF     3.10
Leonteq Securities AG    15.00    3/9/2016   USD    73.09
Northland Resources AB   15.00   7/15/2019   USD     0.33
MT-Energie GmbH & Co KG   8.25    4/4/2017   EUR    10.51
World of Building Techn   7.70   6/25/2019   RUB     1.36
Goldman Sachs & Co Wert   7.00  12/23/2015   EUR    74.13
SV Patrimonia             4.00   4/19/2016   EUR    74.00
Heta Asset Resolution A   0.37   3/29/2017   EUR    66.75
MORTGAGE AGENT AHML 13-   8.50    9/9/2045   RUB    57.00
Strommen Sparebank        2.40               NOK    41.56
Glitnir HF                6.69   6/15/2016   USD     0.02
UBS AG/London             6.50   3/11/2016   GBP    60.75
Societe Generale SA       0.50   6/12/2023   RUB    47.07
Rosneft OAO              11.90  11/28/2024   RUB    60.27
Municipality Finance PL   0.50   6/19/2024   ZAR    40.61
RESO-Garantia Insurance  14.00   9/13/2022   RUB    61.01
Deutsche Bank AG/London   0.50   10/5/2021   IDR    53.64
Societe Generale SA       1.50  12/30/2032   USD    65.75
Russian Railways JSC     12.40   5/30/2040   RUB     9.57
SAir Group                2.13   11/4/2004   CHF    11.00
Rosneft OAO              11.90  11/28/2024   RUB    60.14
Ipotechny Agent AK Bars   3.00   5/10/2047   RUB    53.67
Municipality Finance PL   0.50  12/14/2018   TRY    71.77
Lehman Brothers Treasur   8.00   3/19/2012   USD     3.10
Erste Group Bank AG       2.90  10/20/2022   EUR    71.96
Tatfondbank OAO          13.50   5/28/2025   RUB    60.01
Kommunalbanken AS         0.50   2/23/2018   BRL    75.23
Heta Asset Resolution A   0.16   5/17/2017   EUR    66.75
Credit Suisse AG/London   8.25   1/28/2016   USD    60.40
Heta Asset Resolution A   0.21    4/9/2018   EUR    66.75
UBS AG/London             9.00   2/11/2016   CHF    71.13
HSBC Bank PLC             0.50   7/30/2019   IDR    68.73
UniCredit Bank AO        12.00  11/20/2019   RUB    60.12
Rosneft OAO              11.90  11/28/2024   RUB    60.27
Atari SA                  0.10    4/1/2020   EUR     2.50
KPNQwest NV               8.13    6/1/2009   USD     0.53
KPNQwest NV               8.88    2/1/2008   EUR     0.53
Synergy PAO              14.50   5/28/2020   RUB    60.66
Mechel                    8.00    2/9/2021   RUB    60.10
Heta Asset Resolution A   5.80   6/17/2017   EUR    66.75
Bank Julius Baer & Co L  15.50  12/18/2015   USD    65.00
Heta Asset Resolution A   1.60   6/30/2019   CHF    66.75
Salvator Grundbesitz-AG   9.50               EUR    38.00
Freshwater Finance PLC    6.18   4/20/2035   GBP    65.00
Svensk Exportkredit AB    0.50   3/28/2029   AUD    67.25
Espirito Santo Financia   5.63   7/28/2017   EUR     2.15
Kerdos Group SA           8.00   3/31/2016   PLN    50.00
Rosneft OAO              11.90  11/28/2024   RUB    60.23
Glitnir HF                6.38   9/25/2012   USD    27.13
Magnit PJSC              12.10   5/11/2018   RUB    61.02
Banque Cantonale Vaudoi   9.10   5/27/2016   EUR    65.25
KPNQwest NV               8.88    2/1/2008   EUR     0.53
Leonteq Securities AG    11.00   7/20/2016   EUR    57.48
Cooperatieve Centrale R   0.50   1/31/2033   MXN    27.91
Magnit PJSC              12.10   5/11/2018   RUB    60.67
Kommunekredit             0.50   9/19/2019   BRL    61.99
AKB Peresvet ZAO         13.50    9/2/2020   RUB    60.01
Bamble Sparebank          2.36               NOK    50.08
Mobile TeleSystems PJSC   5.00   6/29/2021   RUB    68.00
UBS AG                    4.50   9/23/2016   EUR    72.64
Immigon Portfolioabbau    4.21   1/25/2033   EUR    23.50
Lehman Brothers Treasur   3.86   9/21/2011   SGD    16.25
Commerzbank AG           10.00   5/26/2016   EUR    62.62
Lehman Brothers Treasur   4.05   9/16/2008   EUR     3.10
Sviaz Bank OAO           12.25   4/13/2022   RUB    60.37
Lehman Brothers Treasur   2.50   11/9/2011   CHF     3.10
HSBC Bank PLC             0.50  12/29/2026   AUD    69.14
Fast Finance SA           8.80   9/27/2016   PLN    70.00
Bank MIA OAO             15.00    3/7/2025   RUB    61.01
KPNQwest NV               7.13    6/1/2009   EUR     0.53
Europlan PAO              9.78   9/25/2019   RUB    56.57
SAir Group                6.25  10/27/2002   CHF    12.25
Lehman Brothers Treasur   8.88   1/28/2011   HKD    13.88
RSL Communications PLC   10.13    3/1/2008   USD     0.00
BNP Paribas SA            0.50    5/6/2021   MXN    70.74
Locko-Bank ZAO           14.00   7/17/2018   RUB    60.01
Akademiska Hus AB         2.08   4/17/2045   SEK    69.35
Lehman Brothers Treasur  13.00   2/16/2009   CHF     3.10
Lehman Brothers Treasur   7.00   2/15/2010   CHF     3.10
HSBC Trinkaus & Burkhar   9.80   3/25/2016   EUR    60.32
HSBC Bank PLC             0.50    2/2/2023   AUD    75.87
Bank Nederlandse Gemeen   0.50   8/15/2022   ZAR    53.85
Immigon Portfolioabbau    5.20    4/1/2020   EUR    63.38
Mechel                    8.00    2/9/2021   RUB    42.23
HSBC Bank PLC             0.50   1/29/2027   NZD    51.91
Bank Julius Baer & Co L   9.90  12/18/2015   USD    65.40
Kommunalbanken AS         0.50   11/8/2018   BRL    69.31
Bank Nederlandse Gemeen   0.50   9/20/2022   MXN    69.39
JP Morgan Structured Pr  14.00  11/23/2029   ZMW
Waste Management NN CJS  18.80   6/15/2022   RUB    60.01
Bank Otkritie Financial  12.20    4/7/2020   RUB    61.01
UBS AG                    5.25  12/29/2015   EUR    64.58
Rosneft OAO               8.90    2/6/2024   RUB    56.47
Gold-Zack AG              7.00  12/14/2005   EUR    12.03
Heta Asset Resolution A   0.20   8/28/2017   EUR    66.75
Pongs & Zahn AG           8.50               EUR     0.21
Societe Centrale des Bo   9.00    7/1/2016   EUR     7.11
Lehman Brothers Treasur   3.20   3/19/2018   JPY     3.10
Nutritek International    8.75  12/11/2008   USD     2.00
ECM Real Estate Investm   5.00   10/9/2011   EUR    10.38
Vnesheconombank           8.50   9/21/2021   RUB    59.04
Landesbank Hessen-Thuer   5.50   5/27/2016   EUR    62.20
Societe Generale SA       0.50   4/30/2023   RUB    47.68
Immigon Portfolioabbau    5.26    2/5/2025   EUR    41.13
Skue Sparebank            2.27               NOK    65.32
KFW                       0.25   10/6/2036   CAD    38.95
Glitnir HF                4.75  10/15/2010   USD    27.13
Cooperatieve Centrale R   0.50   8/21/2028   MXN    40.93
Bank Otkritie Financial  12.25   1/13/2022   RUB    60.04
Bayerische Landesbank     5.00  10/17/2016   EUR    51.45
Immigon Portfolioabbau    5.25  12/20/2022   EUR    49.00
UBS AG                   18.25   3/29/2016   EUR    48.53
HSBC Bank PLC             0.50  12/20/2018   RUB    72.62
Totens Sparebank          2.75               NOK    51.62
Lehman Brothers Treasur  15.00    6/4/2009   CHF     3.10
Municipiul Timisoara      1.03   5/15/2026   RON    65.11
Main Road OJSC           15.00  10/30/2028   RUB    58.21
Municipality Finance PL   0.25   6/28/2040   CAD    28.95
SU-155 KAPITAL OOO       13.25   2/23/2016   RUB    14.05
Heta Asset Resolution A   4.54   9/22/2017   EUR    66.75
Deutsche Bank AG          6.20   6/21/2016   EUR    60.60
BNP Paribas Emissions-    2.35   6/30/2021   EUR    72.39
Zurcher Kantonalbank Fi  10.90    6/3/2016   CHF    57.01
Lehman Brothers Treasur  14.90   9/15/2008   EUR     3.10
Sparebanken Din           2.41               NOK    62.56
Russian Highways         12.40   4/22/2042   RUB     9.28
Leonteq Securities AG/G   6.89  12/30/2015   USD    47.46
UniCredit Bank AG         0.61  11/19/2029   EUR    72.25
Interregional Distribut  12.42   5/23/2025   RUB    67.88
Heta Asset Resolution A   0.17   5/10/2017   EUR    66.75
Oberoesterreichische La   0.30   4/25/2042   EUR    49.75
Europlan PAO             10.22   3/26/2019   RUB    60.01
Credit Suisse AG/London   8.00  11/29/2019   USD     6.79
Heta Asset Resolution A   0.08   8/11/2017   EUR    66.75
Immigon Portfolioabbau    5.05    8/5/2030   EUR    29.63
Glitnir HF                4.75  10/15/2010   USD    27.13
DekaBank Deutsche Giroz   5.15   12/9/2016   EUR    64.16
Czerwona Torebka SA       6.81   4/15/2016   PLN    62.90
Rosselkhozbank OJSC      11.10   9/27/2024   RUB    60.07
Zurcher Kantonalbank Fi  15.04   9/23/2016   CHF    66.23
BNP Paribas Arbitrage I   6.55   3/28/2025   EUR    71.40
Reso-Leasing OOO         13.25  10/30/2025   RUB    60.00
Immigon Portfolioabbau    4.80    5/9/2025   EUR    38.88
Heta Asset Resolution A   0.20   7/28/2017   EUR    66.75
Immigon Portfolioabbau    0.41   3/14/2020   EUR    70.41
UniCredit Bank AO        10.50    8/6/2019   RUB    60.03
Municipiul Timisoara      1.03   5/15/2026   RON    63.10
Heta Asset Resolution A   0.22   2/10/2018   EUR    66.75
NIBC Bank NV             25.98    5/7/2029   EUR    67.62
Glitnir HF                6.33   7/28/2011   USD    27.13
Lehman Brothers Treasur   4.35    8/8/2016   SGD    13.88
Lehman Brothers Treasur   5.00    9/1/2011   EUR     3.10
Banque Cantonale Vaudoi   7.25    3/3/2016   CHF    48.61
AKB Derzhava OJSC         9.75   7/10/2023   RUB    59.44
Credit Suisse AG/London   8.50   5/23/2016   USD    63.63
Credit Suisse AG/London  10.25   5/31/2016   USD    59.00
Drangedal Sparebank       2.29               NOK    61.95
UBS AG                   14.75  12/29/2015   EUR    46.19
BNP Paribas SA            0.50  10/19/2018   TRY
DekaBank Deutsche Giroz   4.92   1/27/2016   EUR    74.75
Raiffeisen Centrobank A   7.25   9/26/2016   EUR    37.76
Cerruti Finance SA        6.50   7/26/2004   EUR     1.45
Lehman Brothers Treasur  11.00    7/4/2011   CHF     3.10
Bank Nederlandse Gemeen   0.50   5/12/2021   ZAR    60.77
Svensk Exportkredit AB    0.50   6/20/2029   AUD    65.01
UBS AG/London            23.75   6/24/2016   EUR    44.25
DZ Bank AG Deutsche Zen   8.00   9/23/2016   EUR    72.38
Nesset Sparebank          2.42               NOK    50.39
Heta Asset Resolution A   4.70    4/2/2018   EUR    66.75
Immigon Portfolioabbau    3.50   1/14/2019   EUR    68.75
Center-Invest Commercia  11.25  11/13/2018   RUB    59.33
Phosphorus Holdco PLC    10.00    4/1/2019   GBP     1.91
Heta Asset Resolution A   0.07   7/18/2017   EUR    66.75
Landeskreditbank Baden-   0.50   5/10/2027   CAD    74.59
Deutsche Bank AG/London   0.51    2/1/2016   EUR    67.00
Credit Suisse AG/London  10.50   6/20/2016   USD    54.80
Immigon Portfolioabbau    1.47   5/18/2020   EUR    52.25
Municipality Finance PL   0.50   5/31/2022   ZAR    49.32
Credit Suisse AG/London   1.64    6/1/2042   USD    53.57
Province of Treviso Ita   0.05  12/31/2034   EUR    68.22
Barclays Bank PLC         3.50    2/5/2016   EUR    63.26
Lehman Brothers Treasur   5.00   4/24/2017   EUR     3.10
Lehman Brothers Treasur   6.00   3/18/2015   USD    13.88
Lehman Brothers Treasur   6.45   2/20/2010   AUD     3.10
SAir Group                5.50   7/23/2003   CHF    11.00
Banque Cantonale Vaudoi   1.00    7/7/2016   CHF    10.82
Credit Suisse AG/London   7.00   2/16/2016   USD    63.01
UTair-Finans OOO          9.50   7/21/2016   RUB     1.00
Svensk Exportkredit AB    0.50   6/26/2019   TRY    66.92
VEB-Leasing OAO          13.09   6/23/2020   RUB    60.56
Heta Asset Resolution A   0.83   5/28/2017   EUR    66.75
Heta Asset Resolution A   6.94   6/10/2017   EUR    66.75
Heta Asset Resolution A   0.21    3/4/2018   EUR    66.75
Municipality Finance PL   0.50  11/25/2020   ZAR    63.44
Fonciere Volta SA         4.50   7/30/2020   EUR     2.52
Barclays Bank PLC         0.50   3/26/2021   MXN    72.70
Kommunalbanken AS         0.50   9/20/2018   BRL    70.36
Bank J Safra Sarasin AG  11.02  12/30/2015   EUR    37.92
Heta Asset Resolution A   0.04    8/1/2017   EUR    66.75
Heta Asset Resolution A   3.90   1/24/2017   EUR    63.88
Glitnir HF                5.86   7/28/2016   GBP    27.13
Heta Asset Resolution A   3.72   3/15/2017   EUR    66.75
Lenta LLC                12.40   8/28/2025   RUB    60.11
Lehman Brothers Treasur   5.50  11/30/2012   CZK     3.10
Rosselkhozbank OJSC      11.90    2/9/2018   RUB    61.04
Immigon Portfolioabbau    5.21   2/13/2026   EUR    38.25
Lehman Brothers Treasur   7.50    5/2/2017   EUR     3.10
Lehman Brothers Treasur   4.10   6/10/2014   SGD    16.25
Glitnir HF                6.00  12/15/2012   GBP    27.13
LBI HF                    7.43               USD     0.00
Lehman Brothers Treasur   6.00   2/14/2012   EUR     3.10
Lehman Brothers Treasur   5.00   2/28/2032   EUR     3.10
UBS AG                   14.75  12/29/2015   EUR    68.83
Vontobel Financial Prod   6.50   3/29/2016   EUR    73.69
Svensk Exportkredit AB    0.50   8/28/2018   BRL    68.72
Kaupthing Bank Hf         7.63   2/28/2015   USD    17.25
Heta Asset Resolution A   0.20    7/1/2017   EUR    66.75
Oberoesterreichische La   0.32   11/6/2030   EUR    65.00
HSBC Bank PLC             0.50  10/30/2018   IDR    74.77
Exane Finance             6.25  12/20/2019   SEK    67.88
Leonteq Securities AG/G   8.76   7/21/2016   USD    70.92
Eiendomskreditt           4.35               NOK    67.02
Commerzbank AG            4.60    4/7/2016   EUR    68.23
Bayerische Landesbank     3.70    6/3/2016   EUR    48.63
RSL Communications PLC   12.00   11/1/2008   USD     0.00
RSL Communications PLC   10.50  11/15/2008   USD     0.00
Raiffeisenverband Salzb   0.01   2/28/2031   EUR    71.36
Deutsche Bank AG          5.80  12/23/2015   EUR    73.99
Bank Julius Baer & Co L   6.80    1/6/2016   EUR    40.10
Lehman Brothers Treasur   8.50    7/6/2009   CHF     3.10
Leonteq Securities AG/G   8.25   2/23/2016   EUR    58.21
Banque Cantonale Vaudoi   8.20    3/3/2016   USD    49.69
International Financial  15.50   4/26/2016   RUB    60.20
Kommunalbanken AS         0.50   8/15/2018   BRL    72.47
Property Lease Fund SA    9.00   9/17/2016   PLN    15.00
HSBC Bank PLC             0.50   4/27/2027   NZD    51.45
Immigon Portfolioabbau    5.00  12/12/2018   EUR    72.38
Lehman Brothers Treasur   8.80  12/27/2009   EUR     3.10
Lehman Brothers Treasur   0.50  12/20/2017   AUD     3.10
DekaBank Deutsche Giroz   3.00    5/6/2016   EUR    66.21
Immigon Portfolioabbau    3.09  10/15/2020   EUR    53.38
Heta Asset Resolution A   0.08    2/9/2017   EUR    66.75
Ladya Finans LLC         12.00  10/29/2021   RUB    60.00
Lehman Brothers Treasur   7.60   1/31/2013   AUD     3.10
LBBW                      3.19   7/22/2016   EUR    65.93
Notenstein La Roche Pri   5.50  12/16/2015   CHF    64.54
Exane Finance             5.00  12/20/2019   SEK    60.44
Raiffeisen Centrobank A   7.00   8/22/2016   EUR    39.26
UBS AG/London            24.75   3/29/2016   EUR    29.07
Lehman Brothers Treasur   1.28   11/6/2010   JPY    13.88
Deutsche Bank AG          5.20   3/23/2016   EUR    71.56
Leonteq Securities AG    18.00   9/19/2016   CHF    56.67
Bank J Safra Sarasin AG   5.75  12/17/2015   CHF    50.31
Europlan PAO             10.42   2/20/2019   RUB    60.02
Societe Generale SA       0.50    4/3/2023   RUB    48.24
Deutsche Bank AG          6.80  12/23/2015   EUR    73.60
Immigon Portfolioabbau    5.45    8/2/2019   EUR    72.70
Province of Treviso Ita   0.28  12/31/2034   EUR    71.36
Bank Julius Baer & Co L  11.50    3/4/2016   USD    73.95
Bank Julius Baer & Co L  10.00   5/20/2016   USD    58.40
SG Issuer SA              4.30   7/10/2020   EUR    43.86
Lehman Brothers Treasur  13.50  11/28/2008   USD     3.10
Raiffeisen Centrobank A   2.40  12/19/2016   EUR    55.00
Ipotechny Agent Uralsib   3.00  10/15/2047   RUB    29.49
HSBC Bank PLC             0.50   12/8/2026   AUD    60.64
Municipality Finance PL   0.50  11/21/2018   TRY    72.25
Deutsche Bank AG          8.20  12/20/2016   EUR    72.00
Lehman Brothers Treasur   4.25   5/15/2010   EUR     3.10
Notenstein Finance Guer   4.00   9/14/2016   EUR    63.72
Credit Suisse AG/Nassau   8.25   1/11/2016   CHF    22.73
Heta Asset Resolution A   0.21   8/21/2017   EUR    66.75
Center-Invest Commercia  15.25   5/22/2019   RUB    62.05
UniCredit Bank AG         4.00   6/24/2016   EUR    53.26
Vontobel Financial Prod   3.10   6/24/2016   EUR    71.18
Medved-Finans OOO        15.00   8/22/2016   RUB    60.10
Bank Julius Baer & Co L   5.20   9/25/2017   EUR    71.50
UniCredit Bank AG         4.40  12/28/2015   EUR    57.39
Barclays Bank PLC         0.50   4/24/2023   MXN    61.71
Cooperatieve Centrale R   0.50  12/29/2027   MXN    43.46
Immigon Portfolioabbau    5.50   8/26/2025   EUR    40.75
Heta Asset Resolution A   0.69   9/20/2017   EUR    17.13
Heta Asset Resolution A   5.04   2/15/2023   EUR    66.75
Heta Asset Resolution A   0.22   3/10/2018   EUR    66.75
Heta Asset Resolution A   0.20    4/2/2018   EUR    66.75
Immigon Portfolioabbau    6.60    5/6/2023   EUR    52.38
Heta Asset Resolution A   4.40   6/20/2017   EUR    66.75
UWC Finance              15.50   9/10/2019   RUB    59.59
Immigon Portfolioabbau    1.61   7/20/2018   EUR    68.25
HSBC Bank PLC             0.50   4/11/2023   MXN    64.39
EFG International Finan   7.00  11/27/2019   EUR    55.71
Heta Asset Resolution A   0.11   5/17/2017   EUR    66.75
iMoneyBank KB OOO        16.00  10/27/2016   RUB    65.00
Transbaltstroi OOO       12.00  11/26/2020   RUB    60.01
UBS AG/London            14.50  12/17/2015   CHF    48.71
Vontobel Financial Prod   5.00   2/13/2017   EUR    63.06
Banque Cantonale Vaudoi   6.00   2/19/2016   CHF    67.07
EFG International Finan   7.20   2/25/2019   EUR    50.19
Raiffeisen Centrobank A   6.88   3/30/2017   EUR    52.67
DekaBank Deutsche Giroz   3.00   1/15/2021   EUR    72.36
LBBW                      5.50   8/26/2016   EUR    51.71
HSBC Bank PLC             0.50    6/9/2023   MXN    63.66
Kerdos Group SA           8.00   4/30/2016   PLN    59.00
Lehman Brothers Treasur   2.40   6/20/2011   JPY     3.10
Lehman Brothers Treasur   1.60   6/21/2010   JPY     3.10
Svensk Exportkredit AB    0.50   6/28/2022   ZAR    48.98
UBS AG/London             7.00   5/22/2017   CHF    60.80
Commerzbank AG            7.00   9/13/2016   EUR    67.80
Lehman Brothers Treasur   4.60  10/11/2017   ILS    13.88
Bayerische Landesbank     3.10   11/4/2016   EUR    68.68
Vontobel Financial Prod   8.50  12/23/2016   EUR    72.23
Lehman Brothers Treasur   6.00    3/4/2015   USD     3.10
DekaBank Deutsche Giroz   2.80   9/16/2016   EUR    65.90
HSBC Trinkaus & Burkhar  10.80   6/24/2016   EUR    66.36
Barclays Bank PLC         2.30   9/13/2016   EUR    42.06
Svensk Exportkredit AB    0.50  12/17/2027   USD    74.25
Lehman Brothers Treasur   7.75   2/21/2016   EUR     3.10
LBI HF                    8.65    5/1/2011   ISK     8.50
SG Issuer SA              6.65  10/10/2021   EUR    69.70
RSL Communications PLC    9.13    3/1/2008   USD     0.00
Lehman Brothers Treasur   4.00   2/28/2010   EUR     3.10
TransFin-M PAO           14.50   2/26/2025   RUB    60.04
HSBC Trinkaus & Burkhar   6.90   3/25/2016   EUR    72.44
Leonteq Securities AG/G  13.40  12/29/2015   USD    67.04
Immigon Portfolioabbau    0.89    3/1/2021   EUR    44.25
Lehman Brothers Treasur   5.00   3/18/2015   EUR    13.88
Kommunekredit             0.50   5/11/2029   CAD    68.22
Barclays Bank PLC         0.50   3/19/2021   MXN    72.80
Lehman Brothers Treasur   8.25    2/3/2016   EUR     3.10
Province of Rovigo Ital   0.30  12/28/2035   EUR    69.89
Konservenfabrik Zachow    8.00    4/1/2016   EUR     0.00
EFG International Finan  11.12  12/12/2016   USD    44.51
Bank J Safra Sarasin AG   9.70   6/15/2016   CHF    58.59
Societe Generale SA       0.50   5/30/2023   MXN    63.76
DekaBank Deutsche Giroz   0.12   6/23/2034   EUR    68.23
UBS AG/London             9.75   5/13/2016   CHF    57.79
Credit Suisse AG/London  13.00    6/6/2016   USD    59.20
Dolomite Capital Ltd     12.21  12/20/2019   ZAR    56.27
Immigon Portfolioabbau    5.23   12/5/2022   EUR    49.00
MirLand Development Cor   6.50  12/31/2015   ILS    42.82
DekaBank Deutsche Giroz   3.40   6/24/2016   EUR    37.13
Lehman Brothers Treasur  15.00   3/30/2011   EUR     3.10
DekaBank Deutsche Giroz   4.05   5/13/2016   EUR    49.67
Immigon Portfolioabbau    5.10    7/5/2022   EUR    50.38
Immigon Portfolioabbau    5.03   6/11/2019   EUR    68.38
Lehman Brothers Treasur   4.00   7/20/2012   EUR     3.10
Otkritie Holding OAO     12.50    5/3/2018   RUB    60.01
Polski Bank Spoldzielcz   5.30   9/14/2027   PLN    68.00
Lehman Brothers Treasur  10.00    1/3/2012   BRL     3.10
UBS AG                   23.75  12/29/2015   EUR    42.76
Lehman Brothers Treasur   7.05    4/8/2015   USD     3.10
Leonteq Securities AG    20.00    2/5/2016   CHF    50.14
Sovcombank ICB JSC       13.50    2/7/2019   RUB    60.26
Lehman Brothers Treasur  10.44  11/22/2008   CHF     3.10
Lehman Brothers Treasur   7.60   5/21/2013   USD     3.10
UBS AG/London            11.25    4/1/2016   CHF    72.29
Leonteq Securities AG    11.00    5/4/2016   USD    35.07
HSBC Trinkaus & Burkhar  12.40   6/24/2016   EUR    73.72
Landesbank Hessen-Thuer   5.00  11/15/2016   EUR    59.40
Deutsche Bank AG          7.20   3/22/2016   EUR    66.50
SAir Group                5.13    3/1/2003   CHF    11.00
UBS AG                    5.10   3/28/2016   USD    38.02
Orient Express Bank OJS  14.50  12/22/2015   RUB    65.00
Credit Suisse AG/Nassau   5.00    6/6/2016   CHF    63.64
UniCredit Bank AG         5.40   6/30/2017   EUR    62.51
Vontobel Financial Prod   8.00   4/22/2016   EUR    73.02
UniCredit Bank AG         3.79  12/19/2016   EUR    43.23
Municipality Finance PL   0.50   3/17/2025   CAD    74.45
Glitnir HF                6.31   7/28/2011   USD    27.13
Immigon Portfolioabbau    4.26   3/22/2024   EUR    40.25
Lehman Brothers Treasur   8.50    7/5/2016   EUR    13.88
Lehman Brothers Treasur   3.00    8/8/2017   EUR     3.10
UniCredit Bank AG         4.10   6/23/2016   EUR    66.43
EFG International Finan   9.10   3/23/2016   USD    45.32
Bank Julius Baer & Co L   7.05   3/14/2016   CHF    73.45
Powszechne Towarzystwo    7.79    8/1/2016   PLN    30.00
TGK-1 OAO                12.90   2/14/2022   RUB    60.01
Commerzbank AG           11.25   3/24/2016   EUR    58.24
EFG International Finan   6.26    5/7/2018   EUR    74.09
WGZ-Bank AG Westdeutsch   6.50   3/17/2016   EUR    65.97
Lehman Brothers Treasur   0.50  12/20/2017   AUD     3.10
Lehman Brothers Treasur   1.00   2/26/2010   USD     3.10
Sviaz Bank OAO           15.00   3/24/2018   RUB    60.56
Landesbank Hessen-Thuer   3.20    8/2/2016   EUR    66.60
Notenstein La Roche Pri   7.25   4/22/2016   CHF    64.00
Lehman Brothers Treasur  12.22  11/21/2017   USD     3.10
Lehman Brothers Treasur   4.80  11/16/2012   HKD     3.10
SG Issuer SA              5.05   4/10/2025   EUR    55.56
WGZ-Bank AG Westdeutsch   6.00   2/22/2016   EUR    53.62
DZ Bank AG Deutsche Zen   6.50  12/21/2015   EUR    69.00
Bank Julius Baer & Co L   9.40  10/14/2016   EUR    60.10
Deutsche Bank AG          6.20   9/20/2016   EUR    53.40
Russian Railways JSC     11.65    5/3/2030   RUB    60.02
UniCredit Bank AG         2.60   7/20/2022   EUR    73.24
BNP Paribas Emissions-    5.30   3/29/2024   EUR    72.38
PKVIT OOO                11.00  10/14/2020   RUB    63.38
Bank Nederlandse Gemeen   0.50   9/20/2022   ZAR    52.23
Lehman Brothers Treasur   0.80  12/30/2016   EUR     3.10
Leonteq Securities AG/G   7.28   1/29/2016   EUR    60.95
Svensk Exportkredit AB    0.50   8/29/2029   AUD    67.98
SG Issuer SA              3.00   7/10/2020   EUR    73.66
Zapsibcombank PAO        14.85  12/12/2019   RUB    50.00
Vontobel Financial Prod   5.50   6/24/2016   EUR    58.67
Lehman Brothers Treasur   6.60    2/9/2009   EUR     3.10
Lehman Brothers Treasur   3.00   9/13/2010   JPY    13.88
Housing Financing Fund    2.70    1/1/2020   ISK    69.60
Lehman Brothers Treasur   2.37   7/15/2013   USD     3.10
Lehman Brothers Treasur   8.05  12/20/2010   HKD     3.10
TransFin-M PAO           10.50   9/17/2019   RUB    60.01
Royal Bank of Scotland    1.33  10/26/2018   GBP     1.04
Lehman Brothers Treasur   3.50   6/20/2011   EUR     3.10
Lehman Brothers Treasur  10.00   5/22/2009   USD     3.10
Lehman Brothers Treasur   5.55   3/12/2015   EUR     3.10
Vontobel Financial Prod  12.85  12/23/2016   EUR    55.66
Landesbank Hessen-Thuer   4.00    8/5/2016   EUR    66.10
Bank Julius Baer & Co L  11.10   4/14/2016   EUR    42.40
Bank Julius Baer & Co L   5.50   4/22/2016   USD    71.85
Leonteq Securities AG    10.00   7/28/2016   EUR    70.64
Credit Suisse AG/London   7.80   7/31/2020   USD     9.06
Credit Suisse AG/Nassau   8.00    2/8/2016   USD    53.33
ING Bank NV               5.05   10/7/2024   EUR    57.17
Svensk Exportkredit AB    0.50   6/29/2029   AUD    67.53
Leonteq Securities AG    16.80   4/27/2016   CHF    73.38
SAir Group                2.75   7/30/2004   CHF    11.00
Lehman Brothers Treasur   7.25   6/20/2010   USD     3.10
Raiffeisen Centrobank A   6.95   1/20/2016   EUR    74.44
Leonteq Securities AG/G   4.40   8/28/2017   CHF    67.13
Lehman Brothers Treasur   0.50    8/1/2020   EUR     4.17
Glitnir HF                5.44  12/22/2015   USD    27.13
Immigon Portfolioabbau    0.83   2/11/2019   EUR    59.25
Bank J Safra Sarasin AG   1.00   10/9/2017   CHF    74.49
Immigon Portfolioabbau    4.20   2/22/2033   EUR    23.38
Leonteq Securities AG    10.40   8/26/2016   CHF    65.69
BNP Paribas Emissions-    4.00  12/22/2016   EUR    74.41
Landesbank Hessen-Thuer   5.00  10/24/2016   EUR    67.30
Eksportfinans ASA         0.25   7/14/2033   CAD    14.63
Lehman Brothers Treasur   5.00    8/1/2025   EUR     3.10
Lehman Brothers Treasur   6.00   7/28/2010   EUR     3.10
Immigon Portfolioabbau    1.26    2/8/2019   EUR    62.25
Immigon Portfolioabbau    1.52   2/19/2018   EUR    72.63
Zurcher Kantonalbank Fi   9.00  12/16/2015   EUR    43.86
IT Holding Finance SA     9.88  11/15/2012   EUR     0.25
Barclays Bank PLC         0.50   1/28/2033   MXN    30.96
Lehman Brothers Treasur   4.50    3/6/2013   CHF     3.10
Lehman Brothers Treasur   7.38   9/20/2008   EUR     3.10
Lehman Brothers Treasur   5.75   6/15/2009   CHF     3.10
Lehman Brothers Treasur   7.00   4/14/2009   EUR     3.10
Vontobel Financial Prod   4.80   6/24/2016   EUR    65.54
UBS AG/London             6.50   6/10/2016   USD    66.01
Bank Julius Baer & Co L  12.50   6/20/2016   USD    54.70
Bank Julius Baer & Co L  10.00   6/13/2016   USD    63.50
Credit Suisse AG/London   7.50  12/15/2015   USD    64.88
Commerzbank AG            5.24   2/16/2017   EUR    65.28
EFG International Finan   7.20   2/25/2019   EUR    45.67
UniCredit Bank AG         5.00   3/24/2016   EUR    73.56
LBBW                      3.52   2/26/2016   EUR    71.86
Zurcher Kantonalbank Fi   4.00    3/7/2016   EUR    58.74
Bank Julius Baer & Co L   9.75   3/11/2016   EUR    46.75
Goldman Sachs & Co Wert   7.00  12/21/2016   EUR    70.32
Credit Suisse AG/London   8.25    7/6/2016   USD    55.72
Deutsche Bank AG          4.50   9/20/2016   EUR    68.30
Leonteq Securities AG    10.00   7/13/2016   EUR    69.46
Leonteq Securities AG    16.20  11/21/2016   CHF    74.99
Lehman Brothers Treasur   7.50   6/15/2017   USD     3.10
Windreich GmbH            6.75    3/1/2015   EUR    10.88
Municipality Finance PL   0.50   4/26/2022   ZAR    50.05
LBBW                      3.00   6/24/2016   EUR    48.38
Bayerische Landesbank     2.20   5/20/2016   EUR    68.72
UBS AG/London             5.50   5/23/2016   CHF    70.15
Goldman Sachs & Co Wert   9.00  12/23/2015   EUR    60.24
Lehman Brothers Treasur   0.50  12/20/2017   AUD     3.10
Lehman Brothers Treasur   0.50  12/20/2017   AUD     3.10
Lehman Brothers Treasur   3.35  10/13/2016   EUR     3.10
Lehman Brothers Treasur   4.69   2/19/2017   EUR     3.10
Lehman Brothers Treasur   6.00  12/30/2017   EUR     3.10
UniCredit Bank AG         4.00   3/21/2017   EUR    65.67
EFG International Finan   6.00  11/30/2017   EUR    36.77
MirLand Development Cor   6.50   9/30/2019   ILS    32.35
Lehman Brothers Treasur   3.50  12/20/2027   USD     3.10
RSL Communications PLC    9.88  11/15/2009   USD     0.00
UniCredit Bank Austria    0.34   1/24/2031   EUR    66.50
UniCredit Bank Austria    0.44   1/22/2031   EUR    68.75
BNP Paribas SA            0.50   9/29/2029   AUD    59.82
Lehman Brothers Treasur   9.00    5/6/2011   CHF     3.10
Lehman Brothers Treasur   2.00   6/28/2011   EUR     3.10
Lehman Brothers Treasur   5.00  11/22/2012   EUR     3.10
Barclays Bank PLC         1.64    6/3/2041   USD    70.61
Svensk Exportkredit AB    0.50   8/25/2021   ZAR    59.26
Veniti SA                 9.70   3/28/2016   PLN    50.00
Municipality Finance PL   0.50   7/30/2029   AUD    64.86
Property Lease Fund SA    9.01    6/5/2016   PLN    15.10
SAir Group                2.75   7/30/2004   CHF    11.13
Lehman Brothers Treasur   5.25    4/1/2023   EUR     3.10
Lehman Brothers Treasur  16.80   8/21/2009   USD     3.10
Kaupthing Bank Hf         6.50   10/8/2010   ISK    17.25
UBS AG/London             6.50   6/17/2016   CHF    74.55
Vontobel Financial Prod  20.00   6/24/2016   EUR    63.54
Vontobel Financial Prod   6.00    9/2/2016   EUR    69.65
Lehman Brothers Treasur   4.50  12/30/2010   USD     3.10
Credit Suisse AG/London   7.50   6/13/2016   EUR    71.75
Lehman Brothers Treasur   7.50  10/24/2008   USD     3.10
Lehman Brothers Treasur   6.00   12/6/2016   USD     3.10
Lehman Brothers Treasur   6.50   5/16/2015   EUR     3.10
Commerzbank AG            9.75   3/24/2016   EUR    68.40
WGZ-Bank AG Westdeutsch   4.00   2/19/2016   EUR    72.97
Landesbank Hessen-Thuer   5.10   4/15/2016   EUR    44.50
HSBC Bank PLC             0.50   5/29/2020   IDR    63.39
Lloyds Bank PLC           0.50   7/26/2028   MXN    43.76
Immigon Portfolioabbau    1.75    9/9/2020   EUR    49.88
MirLand Development Cor   7.21   5/31/2020   ILS    30.50
UBS AG                   23.25  12/29/2015   EUR    68.05
LBBW                      3.90   9/22/2017   EUR    39.92
Credit Suisse AG/Nassau   8.00  11/21/2016   EUR    63.60
Lehman Brothers Treasur   6.30  12/21/2018   USD     1.73
Lehman Brothers Treasur   4.00   7/27/2011   EUR     3.10
ECM Real Estate Investm   5.00   10/9/2011   EUR    10.38
UBS AG                   14.25  12/29/2015   EUR    31.41
2C Partners SA            9.50   3/17/2017   PLN    68.50
Municipality Finance PL   0.50   5/29/2018   BRL    73.66
Province of Teramo Ital   0.15  12/30/2030   EUR    74.35
Province of Brescia Ita   0.52  12/22/2036   EUR    68.94
Deutsche Bank AG          3.20  11/22/2017   EUR    74.20
UBS AG/London            24.25  12/29/2015   EUR    66.14
UBS AG/London            23.50   6/24/2016   EUR    67.46
Vontobel Financial Prod   3.80    9/9/2016   EUR    62.94
Deutsche Bank AG          7.20   6/21/2016   EUR    66.80
BNP Paribas Emissions-    7.00   3/24/2016   EUR    46.47
BNP Paribas Emissions-    9.00   6/23/2016   EUR    72.28
Wierzyciel SA             9.60   5/13/2016   PLN    70.00
Norddeutsche Landesbank   4.00    8/5/2016   EUR    73.28
DZ Bank AG Deutsche Zen   8.50   9/23/2016   EUR    66.25
Credit Suisse AG/Nassau   6.25   9/26/2016   CHF    72.22
ECA                       2.50    1/1/2018   EUR    12.00
DZ Bank AG Deutsche Zen   6.50  12/28/2015   EUR    64.34
MirLand Development Cor   6.00  11/30/2017   ILS    31.00
Lehman Brothers Treasur   8.28   7/31/2013   GBP     3.10
DZ Bank AG Deutsche Zen   7.00  12/21/2015   EUR    64.22
LBBW                      3.00   6/24/2016   EUR    72.20
Vontobel Financial Prod  17.80   9/16/2016   EUR    69.65
DZ Bank AG Deutsche Zen   7.90   9/19/2016   EUR    74.05
Vontobel Financial Prod  12.55  12/23/2016   EUR    54.57
Deutsche Bank AG          5.34   6/30/2016   EUR    42.64
Lehman Brothers Treasur   7.25   10/6/2008   EUR     3.10
UBS AG/London             9.75   6/24/2016   EUR    73.07
LBBW                      3.00   6/23/2017   EUR    68.69
LBBW                      3.50   8/25/2017   EUR    71.76
LBBW                      4.50   8/25/2017   EUR    61.62
HSBC Trinkaus & Burkhar   9.00   3/24/2017   EUR    74.43
Kaupthing Bank Hf         5.00    1/4/2027   SKK    17.25
Barclays Bank PLC        11.50  10/10/2018   SEK    56.08
UBS AG                   16.50   6/24/2016   EUR    34.92
UBS AG                   19.25   6/24/2016   EUR    71.68
UBS AG                   13.00   6/24/2016   EUR    63.74
UBS AG                    5.50   3/29/2016   EUR    71.24
UBS AG                    4.75   6/24/2016   EUR    72.16
UBS AG                   14.00   6/24/2016   EUR    60.98
UBS AG                    8.50   3/29/2016   EUR    61.21
UBS AG                   21.25   3/29/2016   EUR    40.74
UBS AG                    8.50   6/24/2016   EUR    63.30
UBS AG                    7.25   6/24/2016   EUR    63.66
UBS AG                   15.50   6/24/2016   EUR    70.93
UBS AG                    6.00   6/24/2016   EUR    67.62
UBS AG                   16.75   6/24/2016   EUR    48.24
UBS AG                    9.50   3/29/2016   EUR    58.75
UBS AG                    5.75   6/24/2016   EUR    72.54
UBS AG                   21.75  12/29/2015   EUR    39.05
UBS AG                   12.50   3/29/2016   EUR    72.78
UBS AG                   23.75  12/29/2015   EUR    73.24
UBS AG                   18.75   3/29/2016   EUR    51.89
UBS AG                   19.50   3/29/2016   EUR    71.81
UBS AG                   11.50   6/24/2016   EUR    38.65
UBS AG                    9.25   3/29/2016   EUR    66.46
UBS AG                    7.00   6/24/2016   EUR    67.44
UBS AG                   17.25   6/24/2016   EUR    54.78
UBS AG                    5.50   3/29/2016   EUR    69.61
UBS AG                   13.25   3/29/2016   EUR    52.19
UBS AG                   12.75   3/29/2016   EUR    65.44
UBS AG                   21.50   3/29/2016   EUR    55.82
UBS AG                    7.00   3/29/2016   EUR    64.99
UBS AG                   10.25   6/24/2016   EUR    57.58
UBS AG                   10.25   6/24/2016   EUR    40.12
UBS AG                   11.75   6/24/2016   EUR    55.20
UBS AG                   16.25   6/24/2016   EUR    56.61
DZ Bank AG Deutsche Zen   3.50   9/30/2016   EUR    45.82
Kerdos Group SA           8.00   5/31/2016   PLN    59.00
TransFin-M PAO           10.50  11/11/2024   RUB    60.01
Soyuz AKB OAO            13.00  11/22/2019   RUB    60.06
Vontobel Financial Prod  10.85  11/17/2016   EUR    74.33
TransFin-M PAO           13.50  12/31/2024   RUB    60.01
B&N Bank JSC             18.00   1/18/2021   RUB    60.55
Commerzbank AG           10.00  11/24/2016   EUR    72.72
Commerzbank AG           13.25  11/24/2016   EUR    70.27
Commerzbank AG           17.00  11/24/2016   EUR    69.01
HSBC Trinkaus & Burkhar  13.50   9/23/2016   EUR    63.86
HSBC Trinkaus & Burkhar   6.00   9/23/2016   EUR    69.92
UBS AG                    6.00    9/9/2016   EUR    65.61
UBS AG                   10.00   3/11/2016   EUR    62.13
UBS AG                    6.00   12/9/2016   EUR    66.02
UBS AG                   11.00    9/9/2016   EUR    61.79
Commerzbank AG            3.00   9/15/2016   EUR    68.60
LBBW                      3.00   9/23/2016   EUR    70.91
LBBW                      5.00   9/23/2016   EUR    68.91
LBBW                      7.00   9/23/2016   EUR    66.20
Deutsche Bank AG          3.20   3/22/2016   EUR    74.20
Deutsche Bank AG          3.20   6/21/2016   EUR    71.30
Deutsche Bank AG          3.20   9/20/2016   EUR    71.50
Deutsche Bank AG          3.20  12/20/2016   EUR    71.90
Deutsche Bank AG          4.20   8/24/2016   EUR    72.20
Deutsche Bank AG          4.20  10/26/2016   EUR    72.60
Deutsche Bank AG          4.20  11/22/2017   EUR    72.10
Windreich GmbH            6.25    3/1/2015   EUR    10.88
Immigon Portfolioabbau    1.47   5/18/2020   EUR    51.88
Immigon Portfolioabbau    1.47   5/18/2020   EUR    52.25
Vontobel Financial Prod  15.50   9/23/2016   EUR    74.80
Vontobel Financial Prod  15.50   6/24/2016   EUR    74.50
Bank Julius Baer & Co L  11.40   9/22/2016   CHF    69.30
DZ Bank AG Deutsche Zen  10.00   6/20/2016   EUR    74.72
DZ Bank AG Deutsche Zen   9.10   9/19/2016   EUR    74.05
DZ Bank AG Deutsche Zen   7.30  12/19/2016   EUR    74.17
LBBW                      3.00   2/24/2017   EUR    55.51
LBBW                      2.50   2/26/2016   EUR    55.90
LBBW                      4.50   2/26/2016   EUR    51.07
LBBW                      4.50   2/26/2016   EUR    68.76
LBBW                      4.50   2/26/2016   EUR    71.84
LBBW                      4.50   2/26/2016   EUR    69.91
LBBW                      3.00   2/26/2016   EUR    71.73
LBBW                      4.00   2/26/2016   EUR    58.73
LBBW                      5.00   2/26/2016   EUR    72.77
LBBW                      5.00   2/26/2016   EUR    56.57
LBBW                      5.50   2/26/2016   EUR    68.00
LBBW                      6.00   2/26/2016   EUR    70.62
LBBW                      4.15   9/23/2016   EUR    57.21
LBBW                      3.90   7/28/2017   EUR    45.92
LBBW                      4.70  10/28/2016   EUR    53.06
LBBW                      4.50  12/29/2015   EUR    72.02
LBBW                      5.50  12/29/2015   EUR    70.39
LBBW                      5.00   3/24/2017   EUR    50.03
LBBW                      3.00  12/29/2015   EUR    53.95
LBBW                      4.50  12/29/2015   EUR    51.44
LBBW                      6.00  12/29/2015   EUR    49.85
LBBW                      3.50  12/29/2015   EUR    60.83
LBBW                      4.50  12/29/2015   EUR    59.14
LBBW                      3.00   3/24/2017   EUR    53.18
LBBW                      4.00   3/24/2017   EUR    65.86
LBBW                      2.50   3/24/2017   EUR    71.60
LBBW                      4.00   3/24/2017   EUR    69.28
LBBW                      3.00   3/24/2017   EUR    63.98
LBBW                      3.00   3/24/2017   EUR    68.96
LBBW                      5.00   3/24/2017   EUR    65.31
LBBW                      3.00   3/24/2017   EUR    56.70
LBBW                      4.00   3/24/2017   EUR    54.97
LBBW                      5.00   3/24/2017   EUR    53.71
LBBW                      6.00   3/24/2017   EUR    52.67
LBBW                      3.00   3/24/2017   EUR    65.83
LBBW                      4.00   3/24/2017   EUR    63.54
LBBW                      5.50   3/24/2017   EUR    61.14
LBBW                      3.00   4/22/2016   EUR    54.40
LBBW                      7.00   4/22/2016   EUR    48.62
LBBW                      3.00   4/22/2016   EUR    72.33
LBBW                      4.00   4/22/2016   EUR    69.91
LBBW                      5.00   4/22/2016   EUR    68.15
LBBW                      3.00   4/22/2016   EUR    64.28
LBBW                      4.00   4/22/2016   EUR    62.01
LBBW                      5.00   4/22/2016   EUR    60.20
LBBW                      5.00   4/22/2016   EUR    59.62
LBBW                      5.00   5/27/2016   EUR    53.66
LBBW                      7.00   5/27/2016   EUR    51.31
LBBW                      5.00   4/22/2016   EUR    65.00
LBBW                      3.00   5/27/2016   EUR    57.00
LBBW                      4.00   6/24/2016   EUR    66.20
LBBW                      4.50   6/24/2016   EUR    45.01
LBBW                      3.50   6/24/2016   EUR    38.17
LBBW                      3.00  12/29/2015   EUR    43.13
LBBW                      2.50  12/29/2015   EUR    65.03
LBBW                      3.50  12/29/2015   EUR    62.13
LBBW                      4.00  12/29/2015   EUR    71.70
LBBW                      3.25   7/28/2017   EUR    68.29
LBBW                      2.00   3/29/2016   EUR    47.62
LBBW                      3.50   3/29/2016   EUR    43.77
LBBW                      5.00   3/29/2016   EUR    41.35
LBBW                      3.00   6/24/2016   EUR    39.42
LBBW                      2.50   6/24/2016   EUR    42.13
LBBW                      4.00   6/24/2016   EUR    39.29
LBBW                      4.00   6/24/2016   EUR    73.04
LBBW                      2.00   6/24/2016   EUR    63.69
LBBW                      3.00   6/24/2016   EUR    60.57
LBBW                      3.55   8/25/2017   EUR    40.75
LBBW                      3.75   9/22/2017   EUR    40.53
LBBW                      2.50   7/22/2016   EUR    71.20
LBBW                      2.50   7/22/2016   EUR    43.12
LBBW                      2.75   7/22/2016   EUR    63.75
LBBW                      3.50   7/22/2016   EUR    61.94
LBBW                      3.00   7/22/2016   EUR    40.37
LBBW                      3.00   6/22/2018   EUR    51.52
LBBW                      3.50  11/24/2017   EUR    52.16
LBBW                      4.00   4/22/2016   EUR    73.78
LBBW                      5.50   4/22/2016   EUR    70.39
LBBW                      5.00   4/22/2016   EUR    48.79
LBBW                      2.00   4/22/2016   EUR    56.04
LBBW                      3.50   4/22/2016   EUR    51.75
LBBW                      4.00   3/29/2016   EUR    66.60
LBBW                      3.00   3/29/2016   EUR    69.48
LBBW                      3.85  10/27/2017   EUR    44.10
LBBW                      3.00  11/24/2017   EUR    49.30
LBBW                      3.40  11/24/2017   EUR    41.62
LBBW                      3.00   9/23/2016   EUR    39.55
LBBW                      4.50   9/23/2016   EUR    37.96
LBBW                      3.00   9/23/2016   EUR    62.88
LBBW                      2.50   9/23/2016   EUR    42.86
LBBW                      3.50   9/23/2016   EUR    41.10
LBBW                      4.50   9/23/2016   EUR    39.75
Vontobel Financial Prod   8.00  11/25/2016   EUR    49.30
Vontobel Financial Prod   6.50  11/25/2016   EUR    57.02
LBBW                      3.45   3/22/2019   EUR    56.89
LBBW                      4.50   3/23/2018   EUR    51.45
LBBW                      2.50   6/28/2019   EUR    67.35
LBBW                      3.00   6/28/2019   EUR    70.55
LBBW                      3.50   6/22/2018   EUR    64.71
LBBW                      4.00   8/25/2017   EUR    40.28
LBBW                      3.00   9/28/2018   EUR    44.73
LBBW                      3.75  10/27/2017   EUR    44.17
LBBW                      3.00    1/4/2019   EUR    49.44
Commerzbank AG            5.50   3/24/2016   EUR    66.63
Commerzbank AG           10.50  12/24/2015   EUR    69.21
Commerzbank AG            9.50   3/24/2016   EUR    70.84
Commerzbank AG            8.00  12/24/2015   EUR    51.59
Commerzbank AG            7.00   3/24/2016   EUR    53.28
Commerzbank AG            7.00  12/24/2015   EUR    53.59
Commerzbank AG            6.00   3/24/2016   EUR    55.04
Commerzbank AG            7.00   3/24/2016   EUR    44.82
Commerzbank AG           12.50  12/24/2015   EUR    74.55
DZ Bank AG Deutsche Zen   7.75   6/24/2016   EUR    71.56
DZ Bank AG Deutsche Zen   7.50   3/29/2016   EUR    71.09
DZ Bank AG Deutsche Zen   6.25   3/29/2016   EUR    63.35
DZ Bank AG Deutsche Zen   5.50   6/24/2016   EUR    53.65
DZ Bank AG Deutsche Zen   6.00   3/29/2016   EUR    52.22
Goldman Sachs & Co Wert  24.00  12/23/2015   EUR    63.07
Goldman Sachs & Co Wert  22.00   1/20/2016   EUR    64.78
Goldman Sachs & Co Wert  20.00   2/24/2016   EUR    66.53
Goldman Sachs & Co Wert  25.00   3/23/2016   EUR    64.24
Goldman Sachs & Co Wert  17.00   4/20/2016   EUR    68.64
Goldman Sachs & Co Wert  23.00   4/20/2016   EUR    65.51
Goldman Sachs & Co Wert  23.00   5/25/2016   EUR    65.76
Goldman Sachs & Co Wert  21.00   6/22/2016   EUR    66.55
Goldman Sachs & Co Wert  14.00   9/21/2016   EUR    71.47
Goldman Sachs & Co Wert  18.00   9/21/2016   EUR    69.54
Goldman Sachs & Co Wert  24.00   2/24/2016   EUR    62.06
Goldman Sachs & Co Wert  14.00   9/21/2016   EUR    70.99
Goldman Sachs & Co Wert  12.00   3/23/2016   EUR    65.58
Goldman Sachs & Co Wert  10.00   5/25/2016   EUR    70.63
Goldman Sachs & Co Wert   7.00   5/25/2016   EUR    66.09
Goldman Sachs & Co Wert  19.00   1/20/2016   EUR    72.26
Goldman Sachs & Co Wert  20.00   2/24/2016   EUR    70.79
Goldman Sachs & Co Wert  24.00   3/23/2016   EUR    68.08
Goldman Sachs & Co Wert  19.00   4/20/2016   EUR    71.24
Goldman Sachs & Co Wert  22.00   4/20/2016   EUR    69.26
Goldman Sachs & Co Wert  20.00   3/23/2016   EUR    62.46
Goldman Sachs & Co Wert   8.00   5/25/2016   EUR    74.36
Vontobel Financial Prod   5.95  12/28/2015   EUR     0.00
Vontobel Financial Prod   7.60  12/28/2015   EUR    72.68
Vontobel Financial Prod   6.65   3/29/2016   EUR    74.26
Vontobel Financial Prod   7.05  12/28/2015   EUR    66.41
Vontobel Financial Prod   6.55   3/29/2016   EUR    68.02
Vontobel Financial Prod  28.75  12/28/2015   EUR    54.02
Vontobel Financial Prod   6.60   6/24/2016   EUR    58.69
Vontobel Financial Prod   6.25  12/28/2015   EUR    58.54
Vontobel Financial Prod  10.25  12/28/2015   EUR    43.18
Vontobel Financial Prod   7.45   6/24/2016   EUR    45.30
Zurcher Kantonalbank Fi   9.30    5/4/2016   CHF    64.53
Credit Suisse AG/Nassau   6.25  10/31/2016   EUR    59.88
DZ Bank AG Deutsche Zen   5.30   3/21/2016   EUR    74.72
DZ Bank AG Deutsche Zen   6.10  12/21/2015   EUR    62.22
DZ Bank AG Deutsche Zen   5.70   3/21/2016   EUR    72.51
DZ Bank AG Deutsche Zen   6.10   6/20/2016   EUR    72.44
DZ Bank AG Deutsche Zen   5.75   3/21/2016   EUR    70.46
DZ Bank AG Deutsche Zen   6.00  12/21/2015   EUR    54.14
DZ Bank AG Deutsche Zen   6.50   3/21/2016   EUR    55.75
DZ Bank AG Deutsche Zen   5.50  12/21/2015   EUR    63.98
DZ Bank AG Deutsche Zen   6.25   3/21/2016   EUR    64.95
DZ Bank AG Deutsche Zen   6.50   6/20/2016   EUR    66.44
Commerzbank AG           12.00   3/24/2016   EUR    73.65
Commerzbank AG           11.75   3/24/2016   EUR    70.98
Commerzbank AG           10.00   3/24/2016   EUR    71.50
Commerzbank AG           13.25   3/24/2016   EUR    67.27
Commerzbank AG           10.25   3/24/2016   EUR    73.16
Commerzbank AG           12.50   3/24/2016   EUR    70.44
Zurcher Kantonalbank Fi   7.30    5/6/2016   USD    58.71
Vontobel Financial Prod   6.75    1/5/2016   EUR    73.72
Vontobel Financial Prod  10.25   6/10/2016   EUR    56.97
Vontobel Financial Prod   5.40  12/18/2015   EUR    59.48
Vontobel Financial Prod   6.90   3/18/2016   EUR    57.52
Vontobel Financial Prod   4.35   6/17/2016   EUR    62.39
Vontobel Financial Prod   9.20   3/29/2016   EUR    56.07
Vontobel Financial Prod   9.00   6/24/2016   EUR    57.55
EFG International Finan   7.19    5/6/2019   EUR    46.22
Notenstein Finance Guer   7.19    5/6/2019   EUR    43.91
Vontobel Financial Prod   9.15   6/24/2016   EUR    73.68
Vontobel Financial Prod  10.30   3/29/2016   EUR    73.11
Vontobel Financial Prod  13.25   3/29/2016   EUR    69.83
Vontobel Financial Prod  11.60   6/24/2016   EUR    71.11
Vontobel Financial Prod   6.75   6/24/2016   EUR    68.98
Vontobel Financial Prod   9.95   6/10/2016   EUR    70.24
Vontobel Financial Prod   8.25   6/10/2016   EUR    71.64
Vontobel Financial Prod   6.75   6/10/2016   EUR    74.07
Vontobel Financial Prod   5.60   6/10/2016   EUR    74.00
Vontobel Financial Prod   5.20   6/10/2016   EUR    69.89
Vontobel Financial Prod   3.80   3/11/2016   EUR    56.51
Vontobel Financial Prod   7.80   3/11/2016   EUR    48.40
Bank Julius Baer & Co L   3.70   5/13/2016   CHF    63.05
DZ Bank AG Deutsche Zen  12.75  12/28/2015   EUR    71.48
DZ Bank AG Deutsche Zen   9.75  12/28/2015   EUR    69.24
DZ Bank AG Deutsche Zen  10.25  12/28/2015   EUR    74.65
DZ Bank AG Deutsche Zen   8.25  12/28/2015   EUR    65.47
DZ Bank AG Deutsche Zen   5.50   9/23/2016   EUR    48.75
Vontobel Financial Prod  10.00   5/27/2016   EUR    60.68
Notenstein Finance Guer   7.80    5/5/2017   USD    73.59
DZ Bank AG Deutsche Zen   8.50  12/28/2015   EUR    51.59
DekaBank Deutsche Giroz   3.00   4/30/2019   EUR    69.23
DZ Bank AG Deutsche Zen  13.25   4/20/2016   EUR    67.19
DZ Bank AG Deutsche Zen   7.25   6/20/2016   EUR    56.48
DZ Bank AG Deutsche Zen   6.00   6/20/2016   EUR    55.83
DZ Bank AG Deutsche Zen   5.00   6/20/2016   EUR    55.32
DZ Bank AG Deutsche Zen   5.25   3/21/2016   EUR    57.05
DZ Bank AG Deutsche Zen   7.25   6/20/2016   EUR    70.08
DZ Bank AG Deutsche Zen   5.50  12/21/2015   EUR    68.99
DZ Bank AG Deutsche Zen   7.25  12/21/2015   EUR    53.34
DZ Bank AG Deutsche Zen   5.00  12/21/2015   EUR    63.52
DZ Bank AG Deutsche Zen   6.00   3/21/2016   EUR    61.62
UBS AG                    3.40  11/11/2016   EUR    71.25
UBS AG                    4.40   2/12/2016   EUR    67.08
UBS AG                    6.40   2/12/2016   EUR    63.77
UBS AG                    2.50  11/11/2016   EUR    72.13
UBS AG                    4.40  11/11/2016   EUR    68.66
UBS AG                    9.30  11/11/2016   EUR    51.27
UBS AG                    5.60  11/11/2016   EUR    66.51
UBS AG                    8.30   2/12/2016   EUR    61.14
Leonteq Securities AG    14.00   5/18/2016   CHF    32.83
Leonteq Securities AG    13.00   5/18/2016   CHF    66.67
Leonteq Securities AG    12.40   5/18/2016   CHF    56.89
Leonteq Securities AG     9.00   5/18/2016   CHF    72.13
Notenstein La Roche Pri   8.50  11/15/2016   EUR    74.24
UniCredit Bank AG         5.30   6/23/2016   EUR    59.81
UniCredit Bank AG         4.20   6/23/2016   EUR    68.87
UniCredit Bank AG         4.50   6/23/2016   EUR    69.16
UniCredit Bank AG         4.20   6/23/2016   EUR    70.22
UniCredit Bank AG         4.95   6/23/2016   EUR    61.42
UniCredit Bank AG         4.45   6/23/2016   EUR    63.92
UniCredit Bank AG         4.40   6/23/2016   EUR    69.71
UniCredit Bank AG         4.50   6/23/2016   EUR    66.52
UniCredit Bank AG         4.05   6/23/2016   EUR    71.39
UniCredit Bank AG         5.35   6/23/2016   EUR    59.60
UniCredit Bank AG         5.10   6/23/2016   EUR    60.72
UniCredit Bank AG         4.60   6/23/2016   EUR    63.16
UniCredit Bank AG         4.50   6/23/2016   EUR    63.68
UniCredit Bank AG         4.80   6/23/2016   EUR    62.16
UniCredit Bank AG         5.20   6/23/2016   EUR    60.27
UniCredit Bank AG         4.10   6/23/2016   EUR    70.79
UniCredit Bank AG         4.75   6/23/2016   EUR    62.40
UniCredit Bank AG         4.40   6/23/2016   EUR    67.70
UniCredit Bank AG         5.25   6/23/2016   EUR    60.05
UniCredit Bank AG         4.90   6/23/2016   EUR    61.66
UniCredit Bank AG         4.85   6/23/2016   EUR    61.91
UniCredit Bank AG         4.55   6/23/2016   EUR    63.42
UniCredit Bank AG         5.40   6/23/2016   EUR    59.36
UniCredit Bank AG         4.70   6/23/2016   EUR    62.64
UniCredit Bank AG         4.60   6/23/2016   EUR    65.38
UniCredit Bank AG         5.45   6/23/2016   EUR    59.14
UniCredit Bank AG         4.65   6/23/2016   EUR    62.90
UniCredit Bank AG         5.00   6/23/2016   EUR    61.19
UniCredit Bank AG         5.05   6/23/2016   EUR    60.95
UniCredit Bank AG         5.15   6/23/2016   EUR    60.50
Vontobel Financial Prod   9.50   5/27/2016   EUR    58.42
Vontobel Financial Prod   9.50   5/27/2016   EUR    58.15
Vontobel Financial Prod   9.50   5/27/2016   EUR    58.09
Goldman Sachs & Co Wert  18.00  12/23/2015   EUR    45.14
Goldman Sachs & Co Wert  20.00   1/20/2016   EUR    45.04
Goldman Sachs & Co Wert  18.00   2/24/2016   EUR    46.64
Goldman Sachs & Co Wert  19.00   3/23/2016   EUR    46.65
Goldman Sachs & Co Wert   7.00   5/25/2016   EUR    55.20
Goldman Sachs & Co Wert  16.00   9/21/2016   EUR    71.19
Goldman Sachs & Co Wert  22.00   6/22/2016   EUR    72.11
Goldman Sachs & Co Wert  23.00   3/23/2016   EUR    68.56
Goldman Sachs & Co Wert  22.00   4/20/2016   EUR    69.99
Goldman Sachs & Co Wert  18.00   5/25/2016   EUR    74.17
Goldman Sachs & Co Wert  21.00   5/25/2016   EUR    71.67
Goldman Sachs & Co Wert  24.00   2/24/2016   EUR    66.65
Goldman Sachs & Co Wert  22.00   3/23/2016   EUR    68.09
Goldman Sachs & Co Wert  21.00   4/20/2016   EUR    69.49
Goldman Sachs & Co Wert  14.00   5/25/2016   EUR    73.48
Goldman Sachs & Co Wert  20.00   5/25/2016   EUR    69.64
Goldman Sachs & Co Wert  16.00   9/21/2016   EUR    73.12
UBS AG/London            10.75    5/9/2016   CHF    63.33
Landesbank Hessen-Thuer   7.40   6/12/2020   EUR    70.11
UBS AG/London             7.50    5/9/2016   CHF    73.13
WGZ-Bank AG Westdeutsch   2.50   3/17/2016   EUR    74.64
WGZ-Bank AG Westdeutsch   3.25   3/17/2016   EUR    71.83
WGZ-Bank AG Westdeutsch   4.25   3/17/2016   EUR    69.27
WGZ-Bank AG Westdeutsch   5.50   3/17/2016   EUR    66.96
DZ Bank AG Deutsche Zen   5.40  12/21/2015   EUR    66.57
DZ Bank AG Deutsche Zen   5.80   3/21/2016   EUR    65.69
DZ Bank AG Deutsche Zen   5.40   6/20/2016   EUR    66.05
DZ Bank AG Deutsche Zen   5.20  12/21/2015   EUR    62.91
DZ Bank AG Deutsche Zen   5.10   3/21/2016   EUR    64.08
DZ Bank AG Deutsche Zen   5.60   6/20/2016   EUR    65.97
DZ Bank AG Deutsche Zen   6.10   6/20/2016   EUR    65.08
Vontobel Financial Prod   6.00   5/27/2016   EUR    38.12
Vontobel Financial Prod   8.65   5/27/2016   EUR    62.21
Vontobel Financial Prod   5.85   5/27/2016   EUR    65.24
Vontobel Financial Prod   9.55   5/27/2016   EUR    60.58
Vontobel Financial Prod   6.85   5/27/2016   EUR    63.35
Zurcher Kantonalbank Fi   9.00  11/21/2016   CHF    66.36
LBBW                      3.60   6/22/2018   EUR    65.34
Bank Julius Baer & Co L  12.60   5/11/2016   USD    46.10
Credit Suisse AG/Nassau   8.25   5/20/2016   USD    59.93
Vontobel Financial Prod   9.05   5/27/2016   EUR    58.27
DZ Bank AG Deutsche Zen   9.75   3/29/2016   EUR    68.17
DZ Bank AG Deutsche Zen   8.25   3/29/2016   EUR    74.77
DZ Bank AG Deutsche Zen   6.75   3/29/2016   EUR    55.47
DZ Bank AG Deutsche Zen  11.25  12/28/2015   EUR    74.70
DZ Bank AG Deutsche Zen  12.00   6/24/2016   EUR    57.07
DZ Bank AG Deutsche Zen   8.50   9/23/2016   EUR    60.39
DZ Bank AG Deutsche Zen   3.80  12/28/2015   EUR    65.15
DZ Bank AG Deutsche Zen   5.60  12/21/2015   EUR    68.54
DZ Bank AG Deutsche Zen   4.70   3/21/2016   EUR    69.47
DZ Bank AG Deutsche Zen   5.60   6/20/2016   EUR    67.91
DZ Bank AG Deutsche Zen   6.90  12/21/2015   EUR    60.36
DZ Bank AG Deutsche Zen   5.50   3/21/2016   EUR    62.92
DZ Bank AG Deutsche Zen   4.90   6/20/2016   EUR    66.80
DZ Bank AG Deutsche Zen   6.30   6/20/2016   EUR    63.91
DZ Bank AG Deutsche Zen   4.90   6/20/2016   EUR    74.08
DZ Bank AG Deutsche Zen   6.00  12/21/2015   EUR    61.63
WGZ-Bank AG Westdeutsch   2.50   3/22/2016   EUR    61.95
WGZ-Bank AG Westdeutsch   3.50   3/22/2016   EUR    59.04
WGZ-Bank AG Westdeutsch   4.50   3/22/2016   EUR    56.41
WGZ-Bank AG Westdeutsch   5.50   3/22/2016   EUR    55.34
WGZ-Bank AG Westdeutsch   6.25   3/22/2016   EUR    54.27
DZ Bank AG Deutsche Zen   8.75   3/21/2016   EUR    53.96
DZ Bank AG Deutsche Zen   9.25   6/20/2016   EUR    56.07
DZ Bank AG Deutsche Zen   9.25   3/21/2016   EUR    53.73
DZ Bank AG Deutsche Zen   8.50   3/21/2016   EUR    53.53
DZ Bank AG Deutsche Zen   7.50   3/21/2016   EUR    53.27
DZ Bank AG Deutsche Zen   9.75   6/20/2016   EUR    55.78
Leonteq Securities AG     8.75    6/1/2016   CHF    70.85
Leonteq Securities AG    11.50    6/1/2016   CHF    70.64
Notenstein La Roche Pri   9.00  11/22/2016   CHF    33.58
UBS AG/London             8.50   5/13/2016   CHF    58.80
Bank Julius Baer & Co L   7.00   5/25/2016   USD    66.25
Bank Julius Baer & Co L   6.70   5/25/2016   EUR    60.70
Leonteq Securities AG/G   3.22   11/8/2016   USD    71.76
Vontobel Financial Prod   6.50   5/27/2016   EUR    57.94
LBBW                      3.00   6/28/2019   EUR    71.31
Banque Cantonale Vaudoi   5.85    5/6/2016   CHF    73.50
DZ Bank AG Deutsche Zen   4.90   3/21/2016   EUR    61.48
Commerzbank AG            4.40   4/29/2019   EUR    71.16
Vontobel Financial Prod   6.60   7/28/2016   EUR    74.88
Bank Julius Baer & Co L   4.90    5/6/2016   CHF    74.70
DZ Bank AG Deutsche Zen   5.75   6/24/2016   EUR    74.81
DZ Bank AG Deutsche Zen   5.75   6/24/2016   EUR    63.13
DZ Bank AG Deutsche Zen   5.75   3/29/2016   EUR    62.47
Landesbank Hessen-Thuer   4.00   8/15/2016   EUR    67.60
Landesbank Hessen-Thuer   4.00    6/5/2019   EUR    69.89
Vontobel Financial Prod   7.00   5/27/2016   EUR    57.89
Deutsche Bank AG          5.14   4/26/2016   EUR    67.70
DZ Bank AG Deutsche Zen   6.50  12/21/2015   EUR    67.95
DZ Bank AG Deutsche Zen  12.75  12/21/2015   EUR    51.50
DZ Bank AG Deutsche Zen  10.25  12/21/2015   EUR    51.46
DZ Bank AG Deutsche Zen  10.00   3/21/2016   EUR    53.93
DZ Bank AG Deutsche Zen  10.25   6/20/2016   EUR    56.04
DZ Bank AG Deutsche Zen   4.80   6/20/2016   EUR    64.19
DZ Bank AG Deutsche Zen   6.90   6/20/2016   EUR    63.00
Vontobel Financial Prod   7.05    1/5/2016   EUR    62.71
Commerzbank AG            3.25   4/21/2016   EUR    68.04
Commerzbank AG            4.00   4/21/2016   EUR    66.46
Commerzbank AG            5.00   4/21/2016   EUR    65.10
Commerzbank AG            6.50   4/21/2016   EUR    75.00
Commerzbank AG            7.50   4/21/2016   EUR    73.48
Commerzbank AG            8.50   4/21/2016   EUR    72.06
Commerzbank AG            9.75   4/21/2016   EUR    70.80
Commerzbank AG            5.75   4/21/2016   EUR    63.69
Commerzbank AG            6.75   4/21/2016   EUR    62.44
Commerzbank AG            8.00   4/21/2016   EUR    61.23
Commerzbank AG            9.00   4/21/2016   EUR    60.26
Commerzbank AG            5.50   4/21/2016   EUR    73.78
Commerzbank AG            6.75   4/21/2016   EUR    72.45
Commerzbank AG            3.50   4/21/2016   EUR    54.84
Commerzbank AG            4.25   4/21/2016   EUR    53.58
Commerzbank AG            5.00   4/21/2016   EUR    52.37
Commerzbank AG            6.00   4/21/2016   EUR    51.35
Commerzbank AG            7.00   4/21/2016   EUR    50.38
Commerzbank AG            8.00   4/21/2016   EUR    49.50
Commerzbank AG            9.00   4/21/2016   EUR    48.66
Commerzbank AG           10.25   4/21/2016   EUR    47.98
Commerzbank AG            8.75   4/21/2016   EUR    74.20
Commerzbank AG            9.75   4/21/2016   EUR    72.87
Commerzbank AG            4.50   4/21/2016   EUR    65.93
Commerzbank AG            5.25   4/21/2016   EUR    64.50
Commerzbank AG            6.25   4/21/2016   EUR    63.16
Commerzbank AG            7.25   4/21/2016   EUR    61.95
Commerzbank AG            8.25   4/21/2016   EUR    60.81
Commerzbank AG            9.25   4/21/2016   EUR    59.73
Commerzbank AG            4.00   4/21/2016   EUR    65.74
Commerzbank AG            5.00   4/21/2016   EUR    64.34
Commerzbank AG            5.75   4/21/2016   EUR    62.94
Commerzbank AG            6.75   4/21/2016   EUR    61.71
Commerzbank AG            7.75   4/21/2016   EUR    60.56
Commerzbank AG            9.00   4/21/2016   EUR    59.56
HSBC Trinkaus & Burkhar  10.00    7/1/2016   EUR    57.21
Leonteq Securities AG     7.00   5/18/2016   CHF    61.17
Vontobel Financial Prod  11.35  12/28/2015   EUR    58.82
Vontobel Financial Prod   9.25   6/24/2016   EUR    60.34
Vontobel Financial Prod   9.25   6/24/2016   EUR    60.34
Vontobel Financial Prod   6.05   5/27/2016   EUR    64.16
Vontobel Financial Prod   9.90  12/28/2015   EUR    71.04
Vontobel Financial Prod   8.05   6/24/2016   EUR    74.70
Vontobel Financial Prod   8.15   3/29/2016   EUR    73.01
Vontobel Financial Prod   9.15   3/29/2016   EUR    61.06
Vontobel Financial Prod   6.65   3/29/2016   EUR    74.24
Vontobel Financial Prod   6.40   6/24/2016   EUR    74.25
Vontobel Financial Prod   8.25  12/28/2015   EUR    72.68
Vontobel Financial Prod   8.15   3/29/2016   EUR    51.13
Vontobel Financial Prod   9.90  12/28/2015   EUR    49.13
Vontobel Financial Prod  12.85  12/28/2015   EUR    57.41
Vontobel Financial Prod  10.30   3/29/2016   EUR    59.91
Vontobel Financial Prod   8.60   6/24/2016   EUR    51.70
UniCredit Bank AG         5.20   5/24/2016   EUR    55.33
Vontobel Financial Prod  12.60  12/28/2015   EUR    57.40
Commerzbank AG           12.25   4/21/2016   EUR    71.71
Commerzbank AG           16.00   4/21/2016   EUR    66.92
Commerzbank AG            7.25   4/21/2016   EUR    64.51
Commerzbank AG            9.25   4/21/2016   EUR    61.99
Commerzbank AG           11.50   4/21/2016   EUR    59.88
Commerzbank AG           10.75   4/21/2016   EUR    73.01
Commerzbank AG           13.00   4/21/2016   EUR    70.39
Commerzbank AG           12.75   4/21/2016   EUR    74.57
Commerzbank AG            6.75   4/21/2016   EUR    45.10
Commerzbank AG           11.00   1/21/2016   EUR    72.89
Commerzbank AG            9.25   4/21/2016   EUR    43.42
Commerzbank AG            5.75   4/21/2016   EUR    73.38
Commerzbank AG            7.50   4/21/2016   EUR    71.18
Commerzbank AG            5.25   4/21/2016   EUR    49.50
Commerzbank AG            7.75   4/21/2016   EUR    46.62
Commerzbank AG           11.00   4/21/2016   EUR    44.58
Commerzbank AG            6.75   4/21/2016   EUR    65.70
Commerzbank AG            8.50   4/21/2016   EUR    63.68
Commerzbank AG           10.50   4/21/2016   EUR    61.96
Commerzbank AG            6.00   4/21/2016   EUR    62.46
Commerzbank AG            8.00   4/21/2016   EUR    60.13
Commerzbank AG            9.25   4/21/2016   EUR    73.29
Vontobel Financial Prod   6.45   6/24/2016   EUR    73.37
Vontobel Financial Prod   6.90   3/29/2016   EUR    73.21
Bank Julius Baer & Co L  13.70   5/13/2016   USD    39.05
Vontobel Financial Prod  14.35  12/28/2015   EUR    40.61
Vontobel Financial Prod  10.95   6/24/2016   EUR    45.64
Goldman Sachs & Co Wert  16.00  12/23/2015   EUR    71.17
Goldman Sachs & Co Wert  16.00  12/23/2015   EUR    66.56
Goldman Sachs & Co Wert  16.00  12/23/2015   EUR    45.18
Goldman Sachs & Co Wert  12.00   4/20/2016   EUR    59.95
Goldman Sachs & Co Wert  12.00   5/25/2016   EUR    60.43
Goldman Sachs & Co Wert  12.00   5/25/2016   EUR    60.43
Goldman Sachs & Co Wert  12.00   6/22/2016   EUR    61.27
Goldman Sachs & Co Wert   8.00   5/25/2016   EUR    66.53
Goldman Sachs & Co Wert   7.00   5/25/2016   EUR    74.01
Goldman Sachs & Co Wert  21.00   5/25/2016   EUR    73.99
Goldman Sachs & Co Wert  23.00  12/23/2015   EUR    41.89
Goldman Sachs & Co Wert   8.00   5/25/2016   EUR    53.23
Goldman Sachs & Co Wert  22.00   5/25/2016   EUR    68.87
Goldman Sachs & Co Wert  21.00   4/20/2016   EUR    66.32
HSBC Trinkaus & Burkhar   5.75   8/26/2016   EUR    60.80
Notenstein La Roche Pri   4.00    5/8/2018   CHF    64.37
Notenstein La Roche Pri   8.20   11/8/2016   EUR    63.44
Raiffeisen Centrobank A   8.13   7/20/2016   EUR    71.92
Deutsche Bank AG          8.20   3/22/2016   EUR    74.70
Deutsche Bank AG          9.20   6/21/2016   EUR    74.60
LBBW                      4.00   1/22/2016   EUR    52.20
LBBW                      3.00   1/22/2016   EUR    66.95
LBBW                      4.00   1/22/2016   EUR    74.95
LBBW                      3.00   1/22/2016   EUR    53.67
LBBW                      4.00   1/22/2016   EUR    62.36
LBBW                      3.00  10/28/2016   EUR    52.88
LBBW                      4.50  10/28/2016   EUR    50.69
LBBW                      2.50  10/28/2016   EUR    67.70
LBBW                      3.50  10/28/2016   EUR    65.71
LBBW                      4.50  10/28/2016   EUR    64.34
LBBW                      3.00  10/28/2016   EUR    63.00
LBBW                      4.00  10/28/2016   EUR    61.34
LBBW                      3.00  10/28/2016   EUR    65.35
LBBW                      3.00  10/28/2016   EUR    56.03
LBBW                      4.00  10/28/2016   EUR    54.22
LBBW                      5.00  10/28/2016   EUR    53.07
LBBW                      2.50  10/28/2016   EUR    68.75
Deutsche Bank AG          9.20   3/22/2016   EUR    75.00
Deutsche Bank AG          8.20   6/21/2016   EUR    74.00
Deutsche Bank AG         11.20   3/22/2016   EUR    73.80
Deutsche Bank AG          9.20   6/21/2016   EUR    73.90
Deutsche Bank AG         11.20   6/21/2016   EUR    72.50
Deutsche Bank AG          9.20   3/22/2016   EUR    73.30
Deutsche Bank AG          8.20   9/20/2016   EUR    75.00
Deutsche Bank AG          8.20   3/22/2016   EUR    73.00
Deutsche Bank AG          8.20   6/21/2016   EUR    70.90
Deutsche Bank AG          8.20   9/20/2016   EUR    72.70
Deutsche Bank AG         11.20   6/21/2016   EUR    74.90
Deutsche Bank AG          9.20   6/21/2016   EUR    71.40
Deutsche Bank AG         11.20   3/22/2016   EUR    71.30
Deutsche Bank AG         11.20   9/20/2016   EUR    75.00
Deutsche Bank AG          9.20   3/22/2016   EUR    70.70
Deutsche Bank AG          8.20   3/22/2016   EUR    70.40
Deutsche Bank AG          8.20   6/21/2016   EUR    73.30
Deutsche Bank AG          9.20   9/20/2016   EUR    73.40
Deutsche Bank AG          8.20   9/20/2016   EUR    72.50
Deutsche Bank AG          8.20   6/21/2016   EUR    70.50
Deutsche Bank AG         11.20   6/21/2016   EUR    72.10
Deutsche Bank AG          9.20   9/20/2016   EUR    73.20
Deutsche Bank AG          8.20   3/22/2016   EUR    68.50
Deutsche Bank AG          9.20   6/21/2016   EUR    71.10
Deutsche Bank AG         11.20   9/20/2016   EUR    74.80
Deutsche Bank AG          9.20   3/22/2016   EUR    68.80
Deutsche Bank AG         11.20   3/22/2016   EUR    69.40
Deutsche Bank AG          9.20   3/22/2016   EUR    57.10
Deutsche Bank AG         11.20   3/22/2016   EUR    57.60
Deutsche Bank AG         11.20   6/21/2016   EUR    61.00
Deutsche Bank AG          8.20   6/21/2016   EUR    55.80
Deutsche Bank AG         11.20   9/20/2016   EUR    61.90
Deutsche Bank AG         11.20   9/20/2016   EUR    60.20
Deutsche Bank AG         11.20   3/22/2016   EUR    59.50
Deutsche Bank AG          8.20   3/22/2016   EUR    56.80
Deutsche Bank AG          9.20   9/20/2016   EUR    62.20
Vontobel Financial Prod   5.40   5/27/2016   EUR    63.20
Deutsche Bank AG          9.20   9/20/2016   EUR    60.30
Deutsche Bank AG          9.20   9/20/2016   EUR    58.60
Deutsche Bank AG          9.20   6/21/2016   EUR    60.00
Deutsche Bank AG          9.20   6/21/2016   EUR    56.40
Deutsche Bank AG          8.20   9/20/2016   EUR    57.80
Deutsche Bank AG          9.20   3/22/2016   EUR    60.90
Deutsche Bank AG         11.20   6/21/2016   EUR    57.40
Deutsche Bank AG          8.20   9/20/2016   EUR    61.40
Deutsche Bank AG          9.20   3/22/2016   EUR    59.00
Deutsche Bank AG         11.20   6/21/2016   EUR    59.20
Deutsche Bank AG         11.20   9/20/2016   EUR    63.70
Deutsche Bank AG         11.20   3/22/2016   EUR    61.50
Deutsche Bank AG          9.20   6/21/2016   EUR    58.10
Deutsche Bank AG          8.20   9/20/2016   EUR    59.60
Deutsche Bank AG          8.20   6/21/2016   EUR    74.00
Deutsche Bank AG          9.20   6/21/2016   EUR    74.50
Deutsche Bank AG         11.20   6/21/2016   EUR    74.70
Deutsche Bank AG          8.20   9/20/2016   EUR    75.00
Deutsche Bank AG          9.20   9/20/2016   EUR    49.90
Deutsche Bank AG          8.20   9/20/2016   EUR    47.40
Deutsche Bank AG          8.20   6/21/2016   EUR    69.60
Deutsche Bank AG         11.20   6/21/2016   EUR    71.20
Deutsche Bank AG          9.20   9/20/2016   EUR    72.40
Deutsche Bank AG         11.20   9/20/2016   EUR    73.90
Deutsche Bank AG          8.20   3/22/2016   EUR    45.10
Deutsche Bank AG          8.20   3/22/2016   EUR    72.70
Deutsche Bank AG          8.20   3/22/2016   EUR    46.90
Deutsche Bank AG          9.20   3/22/2016   EUR    69.40
Deutsche Bank AG          9.20   6/21/2016   EUR    46.00
Vontobel Financial Prod   7.05    1/5/2016   EUR    61.44
Deutsche Bank AG         11.20   3/22/2016   EUR    69.90
Deutsche Bank AG          9.20   6/21/2016   EUR    70.10
Deutsche Bank AG         11.20   3/22/2016   EUR    47.80
Deutsche Bank AG          9.20   3/22/2016   EUR    45.40
Deutsche Bank AG         11.20   6/21/2016   EUR    48.70
Deutsche Bank AG         11.20   3/22/2016   EUR    73.50
Deutsche Bank AG          8.20   6/21/2016   EUR    73.10
Deutsche Bank AG         11.20   3/22/2016   EUR    46.00
Deutsche Bank AG          8.20   6/21/2016   EUR    47.10
Deutsche Bank AG          8.20   6/21/2016   EUR    45.40
Deutsche Bank AG          9.20   9/20/2016   EUR    48.20
Deutsche Bank AG          9.20   3/22/2016   EUR    72.90
Deutsche Bank AG          8.20   3/22/2016   EUR    69.10
Deutsche Bank AG          9.20   6/21/2016   EUR    73.60
Deutsche Bank AG          8.20   9/20/2016   EUR    71.60
Deutsche Bank AG          9.20   6/21/2016   EUR    47.70
Deutsche Bank AG         11.20   9/20/2016   EUR    51.40
Deutsche Bank AG         11.20   6/21/2016   EUR    47.00
Deutsche Bank AG          8.20   9/20/2016   EUR    49.10
Deutsche Bank AG         11.20   9/20/2016   EUR    49.70
Deutsche Bank AG          9.20   3/22/2016   EUR    47.20
Deutsche Bank AG          9.20   3/22/2016   EUR    70.80
Deutsche Bank AG         11.20   6/21/2016   EUR    73.90
Deutsche Bank AG          8.20   3/22/2016   EUR    55.60
Deutsche Bank AG          9.20   6/21/2016   EUR    59.80
Deutsche Bank AG          9.20   9/20/2016   EUR    61.90
Deutsche Bank AG          8.20   6/21/2016   EUR    75.00
Deutsche Bank AG          8.20   6/21/2016   EUR    72.30
Deutsche Bank AG          9.20   9/20/2016   EUR    74.70
Deutsche Bank AG         11.20   9/20/2016   EUR    63.50
Deutsche Bank AG          9.20   9/20/2016   EUR    59.70
Deutsche Bank AG          8.20   9/20/2016   EUR    58.90
Deutsche Bank AG         11.20   3/22/2016   EUR    56.50
Deutsche Bank AG         11.20   3/22/2016   EUR    74.20
Deutsche Bank AG         11.20   3/22/2016   EUR    71.40
Deutsche Bank AG          8.20   6/21/2016   EUR    57.00
Deutsche Bank AG          9.20   6/21/2016   EUR    72.80
Deutsche Bank AG          8.20   9/20/2016   EUR    73.90
Deutsche Bank AG          8.20   9/20/2016   EUR    61.20
Deutsche Bank AG         11.20   9/20/2016   EUR    61.30
Deutsche Bank AG          9.20   3/22/2016   EUR    58.20
Deutsche Bank AG          9.20   3/22/2016   EUR    55.90
Deutsche Bank AG         11.20   6/21/2016   EUR    60.80
Deutsche Bank AG         11.20   6/21/2016   EUR    58.60
Deutsche Bank AG          9.20   6/21/2016   EUR    57.50
Deutsche Bank AG          9.20   3/22/2016   EUR    73.60
Deutsche Bank AG          8.20   3/22/2016   EUR    70.60
Deutsche Bank AG         11.20   3/22/2016   EUR    58.80
Deutsche Bank AG          8.20   3/22/2016   EUR    73.30
HSBC Trinkaus & Burkhar   7.60   6/24/2016   EUR    48.94
HSBC Trinkaus & Burkhar  12.20   9/23/2016   EUR    47.28
HSBC Trinkaus & Burkhar  10.40   9/23/2016   EUR    47.87
HSBC Trinkaus & Burkhar   7.10   9/23/2016   EUR    49.96
HSBC Trinkaus & Burkhar  10.20   2/26/2016   EUR    45.03
HSBC Trinkaus & Burkhar   9.80   5/27/2016   EUR    46.94
HSBC Trinkaus & Burkhar  11.10   6/24/2016   EUR    72.15
HSBC Trinkaus & Burkhar  11.90   9/23/2016   EUR    71.58
HSBC Trinkaus & Burkhar   9.80   9/23/2016   EUR    73.71
HSBC Trinkaus & Burkhar  11.30   1/22/2016   EUR    69.76
HSBC Trinkaus & Burkhar   9.30   5/27/2016   EUR    72.64
HSBC Trinkaus & Burkhar  10.90   6/24/2016   EUR    59.79
HSBC Trinkaus & Burkhar  12.20   9/23/2016   EUR    59.97
HSBC Trinkaus & Burkhar   9.70   9/23/2016   EUR    61.46
HSBC Trinkaus & Burkhar   7.40   9/23/2016   EUR    63.57
HSBC Trinkaus & Burkhar   7.90  12/23/2016   EUR    63.65
HSBC Trinkaus & Burkhar   8.50   5/27/2016   EUR    62.30
HSBC Trinkaus & Burkhar   8.20   6/24/2016   EUR    71.60
HSBC Trinkaus & Burkhar   9.30   9/23/2016   EUR    71.09
HSBC Trinkaus & Burkhar   7.30   9/23/2016   EUR    72.83
HSBC Trinkaus & Burkhar   6.60   1/22/2016   EUR    73.25
HSBC Trinkaus & Burkhar   6.30   2/26/2016   EUR    73.60
HSBC Trinkaus & Burkhar  11.40   6/24/2016   EUR    47.79
HSBC Trinkaus & Burkhar  11.40   9/23/2016   EUR    48.90
HSBC Trinkaus & Burkhar   6.30   9/23/2016   EUR    52.08
HSBC Trinkaus & Burkhar   6.90  12/23/2016   EUR    52.06
HSBC Trinkaus & Burkhar   8.40   5/27/2016   EUR    49.21
HSBC Trinkaus & Burkhar  13.40   3/25/2016   EUR    71.84
HSBC Trinkaus & Burkhar  13.00   9/23/2016   EUR    72.58
HSBC Trinkaus & Burkhar  11.00   9/23/2016   EUR    74.57
HSBC Trinkaus & Burkhar  13.00   1/22/2016   EUR    72.12
HSBC Trinkaus & Burkhar  12.30   2/26/2016   EUR    73.01
HSBC Trinkaus & Burkhar  11.10   5/27/2016   EUR    74.57
HSBC Trinkaus & Burkhar  10.60   6/24/2016   EUR    73.65
HSBC Trinkaus & Burkhar  10.90   9/23/2016   EUR    73.67
HSBC Trinkaus & Burkhar  10.80   1/22/2016   EUR    73.25
HSBC Trinkaus & Burkhar   7.20   6/24/2016   EUR    63.94
HSBC Trinkaus & Burkhar   9.30   9/23/2016   EUR    62.29
HSBC Trinkaus & Burkhar   6.70   9/23/2016   EUR    65.30
HSBC Trinkaus & Burkhar   7.30  12/23/2016   EUR    64.44
HSBC Trinkaus & Burkhar   8.20   5/27/2016   EUR    61.73
HSBC Trinkaus & Burkhar  12.20   6/24/2016   EUR    68.55
HSBC Trinkaus & Burkhar  11.90   9/23/2016   EUR    69.28
HSBC Trinkaus & Burkhar  10.90   9/23/2016   EUR    70.52
HSBC Trinkaus & Burkhar   7.90   9/23/2016   EUR    74.94
HSBC Trinkaus & Burkhar   9.10  12/23/2016   EUR    73.19
HSBC Trinkaus & Burkhar  12.80   2/26/2016   EUR    68.17
HSBC Trinkaus & Burkhar  11.00   5/27/2016   EUR    70.33
HSBC Trinkaus & Burkhar  11.10   6/24/2016   EUR    71.15
HSBC Trinkaus & Burkhar  14.50   9/23/2016   EUR    67.31
HSBC Trinkaus & Burkhar  12.40   9/23/2016   EUR    69.34
HSBC Trinkaus & Burkhar  10.50   9/23/2016   EUR    71.66
HSBC Trinkaus & Burkhar   8.50   9/23/2016   EUR    74.46
HSBC Trinkaus & Burkhar  13.70   5/27/2016   EUR    67.18
HSBC Trinkaus & Burkhar   7.20   6/24/2016   EUR    68.38
HSBC Trinkaus & Burkhar  13.20   3/25/2016   EUR    57.15
HSBC Trinkaus & Burkhar   9.70   6/24/2016   EUR    60.88
HSBC Trinkaus & Burkhar   6.30   6/24/2016   EUR    65.20
HSBC Trinkaus & Burkhar  10.90   3/25/2016   EUR    58.29
HSBC Trinkaus & Burkhar   8.00   6/24/2016   EUR    61.39
HSBC Trinkaus & Burkhar  12.90   3/25/2016   EUR    68.48
HSBC Trinkaus & Burkhar  11.20   6/24/2016   EUR    69.70
HSBC Trinkaus & Burkhar   9.60   6/24/2016   EUR    70.97
HSBC Trinkaus & Burkhar  10.10   9/23/2016   EUR    70.58
HSBC Trinkaus & Burkhar   8.90   9/23/2016   EUR    71.70
HSBC Trinkaus & Burkhar   9.30   2/26/2016   EUR    71.25
HSBC Trinkaus & Burkhar   8.50   5/27/2016   EUR    72.02
Leonteq Securities AG     8.20   5/11/2016   USD    71.45
Vontobel Financial Prod   4.25   3/11/2016   EUR    46.05
Vontobel Financial Prod  10.55   3/11/2016   EUR    40.51
Vontobel Financial Prod   8.05   6/10/2016   EUR    43.82
Vontobel Financial Prod   4.80   6/10/2016   EUR    46.99
Vontobel Financial Prod   8.20   3/11/2016   EUR    42.05
Vontobel Financial Prod   9.95   6/10/2016   EUR    42.70
Vontobel Financial Prod   6.35   6/10/2016   EUR    45.24
Vontobel Financial Prod   9.40   5/27/2016   EUR    55.91
Vontobel Financial Prod   5.00   9/30/2016   EUR    61.14
Vontobel Financial Prod   6.50   6/24/2016   EUR    72.78
Vontobel Financial Prod   5.70   5/27/2016   EUR    59.19
DZ Bank AG Deutsche Zen   8.25   3/29/2016   EUR    74.45
DZ Bank AG Deutsche Zen   7.00   3/29/2016   EUR    46.00
DZ Bank AG Deutsche Zen   7.50  12/21/2015   EUR    51.41
DZ Bank AG Deutsche Zen   8.50   6/20/2016   EUR    55.14
Bank Julius Baer & Co L   9.50   5/27/2016   EUR    58.15
DZ Bank AG Deutsche Zen   4.00   5/20/2016   EUR    68.84
Vontobel Financial Prod   7.00   6/24/2016   EUR    72.79
WGZ-Bank AG Westdeutsch   3.00   6/22/2016   EUR    71.17
WGZ-Bank AG Westdeutsch   4.00   6/22/2016   EUR    69.01
WGZ-Bank AG Westdeutsch   5.00   6/22/2016   EUR    66.99
WGZ-Bank AG Westdeutsch   6.00   6/22/2016   EUR    65.10
Zurcher Kantonalbank Fi   7.02    6/3/2016   CHF    74.44
Vontobel Financial Prod   2.40   2/26/2016   EUR    69.83
DZ Bank AG Deutsche Zen   5.00  12/21/2015   EUR    73.60
DZ Bank AG Deutsche Zen   5.30   3/21/2016   EUR    74.06
DZ Bank AG Deutsche Zen   5.50   6/20/2016   EUR    73.57
DZ Bank AG Deutsche Zen   4.90  12/21/2015   EUR    64.19
HSBC Trinkaus & Burkhar  12.60   6/24/2016   EUR    42.86
HSBC Trinkaus & Burkhar  11.10   9/23/2016   EUR    44.62
HSBC Trinkaus & Burkhar  11.90   2/26/2016   EUR    40.87
HSBC Trinkaus & Burkhar  10.90   5/27/2016   EUR    43.08
HSBC Trinkaus & Burkhar  10.40   9/23/2016   EUR    60.24
HSBC Trinkaus & Burkhar   9.70   9/23/2016   EUR    50.87
HSBC Trinkaus & Burkhar  13.60   3/25/2016   EUR    64.35
HSBC Trinkaus & Burkhar   9.20   3/25/2016   EUR    68.65
HSBC Trinkaus & Burkhar  12.10   6/24/2016   EUR    65.88
HSBC Trinkaus & Burkhar   8.80   6/24/2016   EUR    69.52
HSBC Trinkaus & Burkhar  12.70   9/23/2016   EUR    66.08
HSBC Trinkaus & Burkhar  10.90   9/23/2016   EUR    67.69
HSBC Trinkaus & Burkhar   8.20   9/23/2016   EUR    70.61
HSBC Trinkaus & Burkhar   8.40  12/23/2016   EUR    70.61
HSBC Trinkaus & Burkhar  11.60   1/22/2016   EUR    65.56
HSBC Trinkaus & Burkhar  11.00   2/26/2016   EUR    66.46
HSBC Trinkaus & Burkhar   6.70   4/22/2016   EUR    72.20
HSBC Trinkaus & Burkhar   9.90   5/27/2016   EUR    68.20
HSBC Trinkaus & Burkhar  11.50   9/23/2016   EUR    71.87
HSBC Trinkaus & Burkhar  11.50   9/23/2016   EUR    59.68
HSBC Trinkaus & Burkhar  12.00   1/22/2016   EUR    69.35
HSBC Trinkaus & Burkhar  11.40   2/26/2016   EUR    70.31
HSBC Trinkaus & Burkhar  10.30   5/27/2016   EUR    72.37
HSBC Trinkaus & Burkhar   7.10   6/24/2016   EUR    73.12
HSBC Trinkaus & Burkhar  12.00   3/25/2016   EUR    60.37
HSBC Trinkaus & Burkhar   8.40   6/24/2016   EUR    64.14
HSBC Trinkaus & Burkhar   7.70   2/26/2016   EUR    73.40
HSBC Trinkaus & Burkhar   7.40   5/27/2016   EUR    73.91
Goldman Sachs & Co Wert  17.00  12/23/2015   EUR    71.20
Goldman Sachs & Co Wert  11.00   4/20/2016   EUR    62.11
Goldman Sachs & Co Wert  11.00   6/22/2016   EUR    63.19
Goldman Sachs & Co Wert  11.00   6/22/2016   EUR    63.19
LBBW                      3.00   6/24/2016   EUR    49.12
LBBW                      4.50   6/24/2016   EUR    47.10
LBBW                      3.00   6/24/2016   EUR    74.74
LBBW                      3.00   6/24/2016   EUR    55.98
LBBW                      4.00   6/24/2016   EUR    54.41
LBBW                      5.00   6/24/2016   EUR    52.98
LBBW                      5.00   6/24/2016   EUR    73.38
LBBW                      4.00   6/24/2016   EUR    65.18
LBBW                      6.00   6/24/2016   EUR    62.37
Notenstein La Roche Pri   6.30  11/29/2016   GBP    71.91
Notenstein La Roche Pri   6.00  11/29/2016   EUR    60.80
Credit Suisse AG/Nassau   6.00   12/2/2016   EUR    60.52
Leonteq Securities AG    11.20   8/29/2016   CHF    64.54
Leonteq Securities AG    10.40    9/1/2016   CHF    36.26
Goldman Sachs & Co Wert  21.00   6/22/2016   EUR    56.93
Goldman Sachs & Co Wert  20.00   4/20/2016   EUR    69.14
Goldman Sachs & Co Wert  14.00   2/24/2016   EUR    49.59
Goldman Sachs & Co Wert  23.00   2/24/2016   EUR    45.96
Goldman Sachs & Co Wert  24.00   3/23/2016   EUR    46.48
Goldman Sachs & Co Wert  15.00   4/20/2016   EUR    50.20
Goldman Sachs & Co Wert  20.00   4/20/2016   EUR    48.51
Goldman Sachs & Co Wert  10.00   9/21/2016   EUR    55.14
Goldman Sachs & Co Wert  13.00   9/21/2016   EUR    53.65
Goldman Sachs & Co Wert  17.00   9/21/2016   EUR    52.00
Zurcher Kantonalbank Fi   3.80   5/22/2017   EUR    62.90
UBS AG/London             7.50   5/23/2016   CHF    73.80
UBS AG/London            12.00   5/23/2016   CHF    55.97
UBS AG/London            15.50   5/23/2016   USD    70.99
Vontobel Financial Prod   7.40   6/24/2016   EUR    63.48
Vontobel Financial Prod   6.60   5/27/2016   EUR    65.58
Vontobel Financial Prod   7.15   3/29/2016   EUR    64.90
DekaBank Deutsche Giroz   6.00   6/20/2016   EUR    62.03
Notenstein La Roche Pri   8.22  11/25/2016   EUR    64.82
DZ Bank AG Deutsche Zen   5.00   6/24/2016   EUR    63.07
DZ Bank AG Deutsche Zen   5.00   9/23/2016   EUR    61.81
DZ Bank AG Deutsche Zen  10.00   5/27/2016   EUR    74.51
Bank Julius Baer & Co L   4.30    6/2/2016   CHF    69.95
Bank Julius Baer & Co L   4.20    6/2/2016   CHF    73.65
Vontobel Financial Prod   8.50   6/24/2016   EUR    60.55
Vontobel Financial Prod  21.15   3/29/2016   EUR    66.71
Vontobel Financial Prod  21.65   3/29/2016   EUR    63.39
Vontobel Financial Prod  10.20   6/24/2016   EUR    41.37
Vontobel Financial Prod  10.90   3/29/2016   EUR    39.23
Vontobel Financial Prod   9.00   9/23/2016   EUR    42.89
Vontobel Financial Prod   7.50   9/23/2016   EUR    74.62
Vontobel Financial Prod   8.15   6/24/2016   EUR    74.26
Vontobel Financial Prod   9.10   3/29/2016   EUR    73.84
Vontobel Financial Prod   6.30   9/23/2016   EUR    70.13
Vontobel Financial Prod   7.35   6/24/2016   EUR    69.29
Vontobel Financial Prod   3.50   6/24/2016   EUR    73.39
Vontobel Financial Prod   7.05   3/29/2016   EUR    70.26
Vontobel Financial Prod   3.65   9/23/2016   EUR    74.19
Vontobel Financial Prod   5.15   3/29/2016   EUR    72.52
Vontobel Financial Prod   8.00   6/24/2016   EUR    70.81
DZ Bank AG Deutsche Zen   4.75  12/28/2015   EUR    60.05
DZ Bank AG Deutsche Zen   6.50   9/19/2016   EUR    56.30
DZ Bank AG Deutsche Zen   8.25   6/20/2016   EUR    55.43
DZ Bank AG Deutsche Zen   8.50   3/21/2016   EUR    74.34
DZ Bank AG Deutsche Zen   8.50  12/21/2015   EUR    67.48
DZ Bank AG Deutsche Zen   8.00   9/19/2016   EUR    56.76
DZ Bank AG Deutsche Zen   7.25   9/19/2016   EUR    56.19
DZ Bank AG Deutsche Zen   6.50   9/19/2016   EUR    55.62
DZ Bank AG Deutsche Zen   5.10   9/19/2016   EUR    65.89
DZ Bank AG Deutsche Zen   5.90   9/19/2016   EUR    63.35
DZ Bank AG Deutsche Zen   6.70   9/19/2016   EUR    62.24
DZ Bank AG Deutsche Zen   6.40  12/21/2015   EUR    59.07
DZ Bank AG Deutsche Zen   5.60   3/21/2016   EUR    60.41
DZ Bank AG Deutsche Zen   6.50   3/21/2016   EUR    59.37
DZ Bank AG Deutsche Zen   5.50   6/20/2016   EUR    61.09
DZ Bank AG Deutsche Zen   4.90   9/19/2016   EUR    61.82
DZ Bank AG Deutsche Zen   5.40   9/19/2016   EUR    60.99
DZ Bank AG Deutsche Zen   6.00   9/19/2016   EUR    60.23
Bank J Safra Sarasin AG   5.00   5/26/2016   CHF    62.59
Vontobel Financial Prod   3.95   5/27/2016   EUR    55.70
Barclays Bank PLC         2.50    3/7/2017   EUR    57.61
EFG International Finan  12.86  10/30/2017   EUR    46.56
Societe Generale Effekt   5.00   11/7/2016   EUR    64.82
Commerzbank AG            1.00  11/28/2016   EUR    47.26
HSBC Trinkaus & Burkhar   3.00   1/29/2016   EUR    64.31
Deutsche Bank AG          5.20   8/24/2016   EUR    74.40
Societe Generale Effekt   4.00   6/26/2017   EUR    50.08
Leonteq Securities AG/G   6.20   7/15/2016   EUR    56.26
LBBW                      3.50   9/23/2016   EUR    56.42
LBBW                      4.25   3/29/2016   EUR    71.97
LBBW                      5.00   3/29/2016   EUR    43.45
UBS AG                    9.00  12/29/2015   EUR    48.19
Goldman Sachs & Co Wert   8.00  12/23/2015   EUR    65.51
Goldman Sachs & Co Wert   6.00  12/23/2015   EUR    68.99
Goldman Sachs & Co Wert   8.00  12/23/2015   EUR    59.99
Goldman Sachs & Co Wert   8.00  12/23/2015   EUR    66.80
Goldman Sachs & Co Wert   7.00  12/23/2015   EUR    45.17
Goldman Sachs & Co Wert   8.00  12/23/2015   EUR    54.51
Goldman Sachs & Co Wert  10.00  12/23/2015   EUR    48.90
Goldman Sachs & Co Wert  11.00  12/23/2015   EUR    45.64
Goldman Sachs & Co Wert   8.00  12/23/2015   EUR    71.06
Goldman Sachs & Co Wert  11.00  12/23/2015   EUR    65.37
Goldman Sachs & Co Wert   5.00  12/23/2015   EUR    62.97
Goldman Sachs & Co Wert   7.00  12/23/2015   EUR    59.92
Goldman Sachs & Co Wert  10.00  12/23/2015   EUR    50.53
Goldman Sachs & Co Wert   9.00  12/23/2015   EUR    69.56
Goldman Sachs & Co Wert   8.00  12/23/2015   EUR    63.22
Goldman Sachs & Co Wert   9.00  12/23/2015   EUR    66.73
UBS AG                    6.75  12/29/2015   EUR    60.00
LBBW                      5.00   4/22/2016   EUR    74.95
2C Partners SA            9.25   5/12/2017   PLN    69.90
Lehman Brothers Treasur  14.90  11/16/2010   EUR     3.10
Lehman Brothers Treasur   6.00  10/30/2012   USD     3.10
Lehman Brothers Treasur  16.00   10/8/2008   CHF     3.10
Lehman Brothers Treasur   3.00   12/3/2012   EUR     3.10
Immigon Portfolioabbau    5.21   12/6/2022   EUR    48.88
Glitnir HF                7.32  12/19/2012   USD    27.13
Lehman Brothers Treasur  11.00  12/20/2017   AUD     3.10
Lehman Brothers Treasur  11.00  12/20/2017   AUD     3.10
Lehman Brothers Treasur   4.00    1/4/2011   USD     3.10
Lehman Brothers Treasur   0.50  12/20/2017   AUD    16.25
Lehman Brothers Treasur   9.30  12/21/2010   EUR     3.10
Lehman Brothers Treasur   8.00  12/31/2010   USD     3.10
Lehman Brothers Treasur   0.50  12/20/2017   USD     3.10
Lehman Brothers Treasur   0.50  12/20/2017   USD     3.10
Lehman Brothers Treasur   0.50  12/20/2017   USD     3.10
Lehman Brothers Treasur   0.50  12/20/2017   USD     3.10
Lehman Brothers Treasur   5.38    2/4/2014   USD     3.10
Lehman Brothers Treasur  11.00   2/16/2009   CHF     3.10
Lehman Brothers Treasur  10.00   2/16/2009   CHF     3.10
Lehman Brothers Treasur   6.25  11/30/2012   EUR     3.10
Lehman Brothers Treasur   6.00   2/19/2023   USD     3.10
Banque Cantonale Vaudoi   4.80   3/10/2017   CHF    30.63
Vontobel Financial Prod   5.00   4/11/2016   EUR    67.60
UniCredit Bank AG         4.55  10/28/2016   EUR    70.53
DekaBank Deutsche Giroz   3.30   2/26/2018   EUR    72.81
Leonteq Securities AG/G   6.58   3/29/2016   EUR    72.05
LBBW                      4.00   3/29/2016   EUR    39.95
LBBW                      5.50   3/29/2016   EUR    36.97
LBBW                      4.00   3/29/2016   EUR    45.31
LBBW                      3.00   3/29/2016   EUR    72.31
LBBW                      4.00   3/29/2016   EUR    68.67
LBBW                      5.00   3/29/2016   EUR    65.88
UniCredit Bank AG         4.40   11/2/2017   EUR    73.67
UniCredit Bank AG         4.30  10/29/2018   EUR    64.31
DekaBank Deutsche Giroz   3.10    2/5/2018   EUR    74.27
Societe Generale SA       4.00   3/29/2016   EUR    42.28
Leonteq Securities AG/G   8.04   4/11/2016   CHF    63.32
Vontobel Financial Prod   5.00    5/6/2016   EUR    75.00
DekaBank Deutsche Giroz   3.45    6/1/2018   EUR    61.53
Leonteq Securities AG/G   8.16   4/14/2016   EUR    61.10
LBBW                      4.45   6/24/2016   EUR    63.06
LBBW                      3.50  12/23/2016   EUR    73.65
UBS AG                   14.00  12/29/2015   EUR    63.22
Lehman Brothers Treasur   7.00   2/15/2012   EUR     3.10
UBS AG                   14.75  12/29/2015   EUR    71.73
UBS AG                   14.00  12/29/2015   EUR    52.14
LBBW                      4.25   6/24/2016   EUR    68.59
UBS AG                   13.75  12/29/2015   EUR    68.74
UBS AG                    6.50  12/29/2015   EUR    55.57
UBS AG                   13.50  12/29/2015   EUR    70.37
UBS AG                   22.75  12/29/2015   EUR    25.54
Lehman Brothers Treasur   3.50  10/31/2011   USD     3.10
UBS AG                    5.75  12/29/2015   EUR    59.45
UBS AG                   10.00  12/29/2015   EUR    44.14
UBS AG                    5.00  12/29/2015   EUR    63.91
UBS AG                   14.50  12/29/2015   EUR    57.75
UBS AG                   12.25  12/29/2015   EUR    73.97
UBS AG                   18.50  12/29/2015   EUR    73.88
LBBW                      5.30   7/22/2016   EUR    68.51
Lehman Brothers Treasur  11.00  12/19/2011   USD     3.10
Notenstein La Roche Pri   7.40  10/31/2016   CHF    36.15
LBBW                      3.30  12/23/2016   EUR    53.20
LBBW                      4.60   6/24/2016   EUR    66.93
LBBW                      4.80   6/24/2016   EUR    70.63
LBBW                      3.00   6/23/2017   EUR    72.21
UBS AG                    9.50  12/22/2017   EUR    63.31
UBS AG                    5.50  12/23/2016   EUR    69.74
UBS AG                   11.75   6/24/2016   EUR    59.62
UBS AG                    9.00   3/29/2016   EUR    64.00
UBS AG                    9.25  12/23/2016   EUR    65.53
UBS AG                   20.50   6/24/2016   EUR    49.08
UBS AG                   12.00  12/23/2016   EUR    65.94
UBS AG                   16.75  12/23/2016   EUR    57.20
UBS AG                   11.75  12/22/2017   EUR    68.88
UBS AG                    6.25   6/24/2016   EUR    73.36
UBS AG                    7.00   3/29/2016   EUR    69.69
UBS AG                   17.00   6/24/2016   EUR    51.92
UBS AG                    7.75  12/22/2017   EUR    71.45
UBS AG                    7.00  12/22/2017   EUR    66.83
UBS AG                   14.50  12/23/2016   EUR    54.67
UBS AG                    6.75  12/23/2016   EUR    66.68
UBS AG                    8.00  12/23/2016   EUR    68.36
UBS AG                   10.25  12/22/2017   EUR    66.34
UBS AG                    7.50  12/23/2016   EUR    70.55
UBS AG                   10.25  12/22/2017   EUR    67.77
UBS AG                   12.25  12/23/2016   EUR    59.50
UBS AG                   13.00  12/23/2016   EUR    58.43
UBS AG                    8.50  12/22/2017   EUR    70.54
UBS AG                   11.75  12/22/2017   EUR    65.04
UBS AG                   20.25   3/29/2016   EUR    45.84
UBS AG                    8.00   3/29/2016   EUR    66.71
UBS AG                    6.00   3/29/2016   EUR    72.98
UBS AG                   24.25  12/29/2015   EUR    41.45
UBS AG                   16.00  12/23/2016   EUR    40.16
UBS AG                    9.00   6/24/2016   EUR    65.51
UBS AG                   18.75   6/24/2016   EUR    49.61
UBS AG                    8.00   6/24/2016   EUR    67.84
UBS AG                    5.75  12/23/2016   EUR    74.71
UBS AG                    7.25   6/24/2016   EUR    70.55
UBS AG                    8.00  12/22/2017   EUR    65.69
UBS AG                    8.75  12/22/2017   EUR    64.36
UBS AG                    4.00  12/23/2016   EUR    53.21
UBS AG                    4.50  12/23/2016   EUR    51.66
UBS AG                    5.50  12/22/2017   EUR    71.22
UBS AG                    4.75  12/22/2017   EUR    73.98
UBS AG                   12.50  12/23/2016   EUR    56.87
UBS AG                   10.25  12/22/2017   EUR    62.52
UBS AG                   11.75  12/22/2017   EUR    61.59
UBS AG                   10.25  12/23/2016   EUR    59.80
UBS AG                   10.25  12/23/2016   EUR    70.90
UBS AG                    7.50  12/22/2017   EUR    73.65
UBS AG                   13.00  12/22/2017   EUR    73.03
UBS AG                    8.50  12/23/2016   EUR    67.60
UBS AG                    9.50  12/22/2017   EUR    74.69
UBS AG                    7.25  12/23/2016   EUR    71.05
UBS AG                    7.75  12/22/2017   EUR    49.54
UBS AG                   22.50   3/29/2016   EUR    45.42
UBS AG                    8.25  12/22/2017   EUR    72.51
UBS AG                   10.50  12/22/2017   EUR    71.04
UBS AG                    4.50  12/23/2016   EUR    73.50
UBS AG                    4.75  12/22/2017   EUR    54.45
UBS AG                    7.75  12/23/2016   EUR    63.81
LBBW                      4.00   8/26/2016   EUR    62.45
UBS AG                   11.75   3/29/2016   EUR    73.95
UBS AG                    7.25   3/29/2016   EUR    32.89
UBS AG                    5.00  12/22/2017   EUR    69.73
UBS AG                    6.00   3/29/2016   EUR    58.86
UBS AG                   10.25   3/29/2016   EUR    70.60
UBS AG                    9.50   3/29/2016   EUR    73.70
UBS AG                    7.75   6/24/2016   EUR    33.76
UBS AG                   12.25   3/29/2016   EUR    64.54
UBS AG                    8.25  12/23/2016   EUR    58.56
UBS AG                   10.00   6/24/2016   EUR    69.46
UBS AG                   10.50  12/23/2016   EUR    65.79
UBS AG                    6.50   6/24/2016   EUR    67.38
UBS AG                    8.50   6/24/2016   EUR    54.43
UBS AG                    9.25  12/23/2016   EUR    71.74
UBS AG                   10.50   3/29/2016   EUR    68.99
UBS AG                    9.25   6/24/2016   EUR    72.54
UBS AG                    6.25   3/29/2016   EUR    65.78
UBS AG                   11.50   6/24/2016   EUR    63.24
UBS AG                   13.50   6/24/2016   EUR    67.71
UBS AG                    8.25  12/22/2017   EUR    45.76
UBS AG                    6.25  12/23/2016   EUR    72.36
UBS AG                    7.75  12/22/2017   EUR    65.72
UBS AG                   10.50  12/22/2017   EUR    66.05
UBS AG                    6.25  12/23/2016   EUR    70.17
UBS AG                    9.50  12/23/2016   EUR    56.14
UBS AG                    5.50   6/24/2016   EUR    74.44
UBS AG                   10.50  12/22/2017   EUR    62.21
UBS AG                   13.00   6/24/2016   EUR    74.68
UBS AG                   10.50  12/22/2017   EUR    58.79
UBS AG                    8.50  12/23/2016   EUR    74.49
UBS AG                    9.50  12/22/2017   EUR    69.99
UBS AG                    8.25   3/29/2016   EUR    52.27
UBS AG                   11.25   6/24/2016   EUR    55.58
UBS AG                    8.25   6/24/2016   EUR    55.41
UBS AG                    8.25   6/24/2016   EUR    60.98
Vontobel Financial Prod   5.55   3/29/2016   EUR    59.08
UBS AG                   13.25   6/24/2016   EUR    53.70
LBBW                      4.00   2/26/2016   EUR    49.54
LBBW                      5.00   2/26/2016   EUR    46.65
LBBW                      5.50   2/26/2016   EUR    66.71
LBBW                      4.00   2/26/2016   EUR    71.86
UBS AG                    7.00   6/24/2016   EUR    40.77
UBS AG                   10.25   3/29/2016   EUR    48.59
UBS AG                    6.50   3/29/2016   EUR    35.59
UBS AG                    9.75  12/29/2015   EUR    70.18
UBS AG                    6.50  12/29/2015   EUR    70.91
UBS AG                    6.50   3/29/2016   EUR    60.82
UBS AG                    5.00   6/24/2016   EUR    73.82
UBS AG                   11.75   6/24/2016   EUR    45.53
Glitnir HF               10.00   6/28/2017   USD    27.13
UBS AG                    5.75  12/29/2015   EUR    74.13
UBS AG                   10.25   3/29/2016   EUR    60.19
UBS AG                    8.50  12/29/2015   EUR    74.30
UBS AG                   12.75  12/29/2015   EUR    58.72
UBS AG                   14.75  12/29/2015   EUR    69.13
Lehman Brothers Treasur  10.00    8/2/2037   JPY     3.10
Lehman Brothers Treasur   2.50   8/23/2012   GBP     3.10
Lehman Brothers Treasur   3.00   8/13/2011   EUR     3.10
Kaupthing Bank Hf         3.75   2/15/2024   ISK    17.25
Lehman Brothers Treasur   6.00   9/20/2011   EUR     3.10
Central European Estate   7.80   1/10/2016   ILS     6.30
Lehman Brothers Treasur  18.25   10/2/2008   USD     3.10
Lehman Brothers Treasur   3.40   9/21/2009   HKD     3.10
Lehman Brothers Treasur   4.00  10/12/2010   USD     3.10
Lehman Brothers Treasur   1.50  10/12/2010   EUR     3.10
Lehman Brothers Treasur   7.00  10/22/2010   EUR     3.10
Lehman Brothers Treasur   8.00  10/23/2008   USD     3.10
Lehman Brothers Treasur   4.60   11/9/2011   EUR    13.88
Lehman Brothers Treasur   7.39    5/4/2017   USD     3.10
LBBW                      3.80   8/26/2016   EUR    68.84
Bank Julius Baer & Co L   7.50   1/19/2016   USD    38.20
LBBW                      4.20   7/22/2016   EUR    59.63
LBBW                      4.00   7/22/2016   EUR    67.88
Lehman Brothers Treasur   6.00   5/23/2018   CZK     3.10
Credit Suisse AG/London   2.75   1/29/2019   SEK    44.90
Banca di Cividale SpA     0.03   10/2/2036   EUR    60.39
LBBW                      4.00   8/26/2016   EUR    66.28
LBBW                      3.55   6/23/2017   EUR    66.84
Lehman Brothers Treasur   4.00   5/30/2010   USD     3.10
Lehman Brothers Treasur   4.00   5/17/2010   USD     3.10
Lehman Brothers Treasur   2.48   5/12/2009   USD     3.10
UBS AG                   24.00  12/29/2015   EUR    35.44
UBS AG                   19.25   3/29/2016   EUR    42.98
UBS AG                   19.75   6/24/2016   EUR    45.11
UBS AG                   14.00   3/29/2016   EUR    74.38
UBS AG                   18.00   6/24/2016   EUR    48.78
UBS AG                   17.50   3/29/2016   EUR    66.70
UBS AG                   10.00   3/29/2016   EUR    57.61
UBS AG                   17.50   6/24/2016   EUR    34.23
UBS AG                   21.75   3/29/2016   EUR    29.10
UBS AG                   22.00  12/29/2015   EUR    45.06
UBS AG                   22.50  12/29/2015   EUR    64.19
UBS AG                   11.75   6/24/2016   EUR    66.79
UBS AG                   22.25   3/29/2016   EUR    40.89
UBS AG                   22.50  12/29/2015   EUR    74.29
UBS AG                    8.75   3/29/2016   EUR    41.08
UBS AG                   25.00  12/29/2015   EUR    35.35
UBS AG                   14.00   3/29/2016   EUR    61.98
UBS AG                   23.00  12/29/2015   EUR    55.14
UBS AG                   12.25   6/24/2016   EUR    73.28
UBS AG                   24.25  12/29/2015   EUR    50.44
UBS AG                   11.50  12/29/2015   EUR    57.64
UBS AG                   13.50  12/29/2015   EUR    63.22
Lehman Brothers Treasur   6.00   5/12/2017   EUR     3.10
Lehman Brothers Treasur   4.10   2/19/2010   EUR     3.10
Lehman Brothers Treasur   6.60   2/22/2012   EUR     3.10
Lehman Brothers Treasur   5.20   3/19/2018   EUR     3.10
LBBW                      4.25   6/24/2016   EUR    66.11
UBS AG                    4.25  12/29/2015   EUR    69.07
UBS AG                   22.50  12/29/2015   EUR    69.18
UBS AG                   21.00  12/29/2015   EUR    55.35
Lehman Brothers Treasur   3.50  10/24/2011   USD     3.10
UBS AG                   17.25  12/29/2015   EUR    58.47
UBS AG                   12.75  12/29/2015   EUR    38.33
UBS AG                   19.75  12/29/2015   EUR    28.64
UBS AG                   20.50  12/29/2015   EUR    40.03
Lehman Brothers Treasur   0.25  10/19/2012   CHF     3.10
LBBW                      4.50   2/26/2016   EUR    70.62
LBBW                      5.50   2/26/2016   EUR    72.89
LBBW                      5.00   2/26/2016   EUR    68.10
UBS AG                    5.25  12/29/2015   EUR    69.67
UBS AG                    5.75   6/24/2016   EUR    46.18
UBS AG                    5.25  12/29/2015   EUR    30.47
UBS AG                    5.75   3/29/2016   EUR    65.18
UBS AG                   10.00   6/24/2016   EUR    69.96
UBS AG                   11.75  12/29/2015   EUR    69.20
UBS AG                    5.00   6/24/2016   EUR    45.77
UBS AG                    6.75   6/24/2016   EUR    60.70
UBS AG                   13.25   6/24/2016   EUR    50.62
UBS AG                    7.25  12/29/2015   EUR    74.24
UBS AG                    6.50  12/29/2015   EUR    33.89
UBS AG                    5.75   3/29/2016   EUR    40.11
UBS AG                    4.50   6/24/2016   EUR    49.32
UBS AG                   14.75   6/24/2016   EUR    53.38
UBS AG                    4.75   3/29/2016   EUR    73.84
Leonteq Securities AG/G  10.58    2/3/2017   USD    40.47
Lehman Brothers Treasur  13.00   7/25/2012   EUR     3.10
UBS AG                   15.75  12/29/2015   EUR    55.44
UBS AG                   12.00  12/29/2015   EUR    63.09
Lehman Brothers Treasur   1.68    3/5/2015   EUR     3.10
Lehman Brothers Treasur   9.00   5/15/2022   USD     3.10
UBS AG                   18.50  12/29/2015   EUR    58.75
UBS AG                   12.50  12/29/2015   EUR    67.21
UBS AG                    4.00  12/29/2015   EUR    45.49
UBS AG                   20.75  12/29/2015   EUR    54.24
UBS AG                   14.50  12/29/2015   EUR    66.89
UBS AG                   19.75  12/29/2015   EUR    53.92
UBS AG                   20.50  12/29/2015   EUR    49.74
UBS AG                   19.75  12/29/2015   EUR    56.41
UBS AG                   22.75  12/29/2015   EUR    47.85
UBS AG                   13.50  12/29/2015   EUR    70.67
UBS AG                   22.75  12/29/2015   EUR    54.61
UBS AG                   11.50  12/29/2015   EUR    73.00
UBS AG                   11.25  12/29/2015   EUR    70.60
UBS AG                   15.25  12/29/2015   EUR    72.01
UBS AG                   11.75  12/29/2015   EUR    72.58
UBS AG                    7.00  12/29/2015   EUR    56.62
UBS AG                   23.00  12/29/2015   EUR    64.48
UBS AG                   12.75  12/29/2015   EUR    68.50
UBS AG                   22.25  12/29/2015   EUR    55.91
UBS AG                   15.00  12/29/2015   EUR    70.42
UBS AG                   12.00  12/29/2015   EUR    42.82
UBS AG                   22.25  12/29/2015   EUR    40.69
UBS AG                   22.25  12/29/2015   EUR    69.43
UBS AG                   19.50  12/29/2015   EUR    61.88
UBS AG                    6.25  12/29/2015   EUR    59.03
UBS AG                   14.50  12/29/2015   EUR    57.69
UBS AG                   16.25  12/29/2015   EUR    53.34
UBS AG                   24.00  12/29/2015   EUR    54.58
UBS AG                   23.25  12/29/2015   EUR    60.75
UBS AG                   20.75  12/29/2015   EUR    62.72
UBS AG                    4.25  12/29/2015   EUR    71.30
UBS AG                   15.00  12/29/2015   EUR    64.37
UBS AG                   17.25  12/29/2015   EUR    73.15
LBBW                      3.25   6/23/2017   EUR    70.42
Societe Generale Effekt   2.50   10/7/2016   EUR    58.61
LBBW                      3.00   6/24/2016   EUR    53.56
UniCredit Bank AG         6.30   6/20/2016   EUR    70.50
LBBW                      5.20   6/24/2016   EUR    72.98
Leonteq Securities AG/G   5.00   5/23/2016   CHF    49.87
Leonteq Securities AG/G   5.80   5/23/2016   CHF    28.51
Notenstein La Roche Pri   5.50   5/24/2016   CHF    73.87
Notenstein La Roche Pri   6.00   5/24/2016   EUR    44.21
UBS AG                   12.75  12/29/2015   EUR    50.27
UBS AG                   13.50  12/29/2015   EUR    48.80
UBS AG                    7.00  12/29/2015   EUR    74.52
UBS AG                    5.50  12/29/2015   EUR    51.42
UBS AG                    5.00  12/29/2015   EUR    53.95
UBS AG                   10.75  12/29/2015   EUR    56.17
UBS AG                    7.50  12/29/2015   EUR    69.90
UBS AG                    6.75  12/29/2015   EUR    47.04
UBS AG                   14.75  12/29/2015   EUR    54.32
UBS AG                   14.00  12/29/2015   EUR    56.61
UBS AG                   11.50  12/29/2015   EUR    53.55
UBS AG                   10.00  12/29/2015   EUR    59.06
UBS AG                    4.50  12/29/2015   EUR    56.75
UBS AG                    9.50  12/29/2015   EUR    71.91
UBS AG                   12.25  12/29/2015   EUR    51.74
UBS AG                   12.50  12/29/2015   EUR    73.16
UBS AG                   10.50  12/29/2015   EUR    68.20
UBS AG                    7.00  12/29/2015   EUR    68.51
UBS AG                    9.50  12/29/2015   EUR    58.90
UBS AG                   14.50  12/29/2015   EUR    45.23
UBS AG                   12.25  12/29/2015   EUR    61.85
UBS AG                   13.75  12/29/2015   EUR    47.05
UBS AG                    8.75  12/29/2015   EUR    64.01
UBS AG                    6.00  12/29/2015   EUR    49.12
UBS AG                   13.75  12/29/2015   EUR    69.60
Leonteq Securities AG/G  29.61  10/26/2017   EUR    14.90
Leonteq Securities AG/G   6.11    1/7/2016   EUR    21.41
Leonteq Securities AG/G   6.00    1/7/2016   EUR    26.24
Leonteq Securities AG/G   7.00   1/22/2016   CHF    23.18
Leonteq Securities AG/G   5.50   1/25/2016   EUR    63.64
Zurcher Kantonalbank Fi   3.78   1/25/2016   CHF    43.54
UniCredit Bank AG         5.25   2/26/2016   EUR    73.07
Leonteq Securities AG/G   5.25   2/26/2016   CHF    51.84
Leonteq Securities AG/G   3.90    3/1/2016   EUR    42.77
Leonteq Securities AG/G   3.10    3/1/2016   EUR    16.76
DekaBank Deutsche Giroz   2.10   3/25/2020   EUR    72.89
TGK-1 OAO                16.50  12/14/2021   RUB    60.01
Landesbank Hessen-Thuer   6.30  10/17/2016   EUR    68.50
Bank Julius Baer & Co L   9.00   3/24/2016   USD    71.85
Zurcher Kantonalbank Fi   7.65   3/24/2016   CHF    67.10
WGZ-Bank AG Westdeutsch   3.00   2/22/2016   EUR    63.41
WGZ-Bank AG Westdeutsch   4.00   2/22/2016   EUR    60.70
WGZ-Bank AG Westdeutsch   5.50   2/22/2016   EUR    58.34
WGZ-Bank AG Westdeutsch   6.00   2/22/2016   EUR    57.20
WGZ-Bank AG Westdeutsch   3.00   2/22/2016   EUR    60.20
WGZ-Bank AG Westdeutsch   4.00   2/22/2016   EUR    57.32
WGZ-Bank AG Westdeutsch   5.50   2/22/2016   EUR    54.82
DZ Bank AG Deutsche Zen   6.75   3/21/2016   EUR    70.72
DZ Bank AG Deutsche Zen   9.25  12/21/2015   EUR    74.44
DZ Bank AG Deutsche Zen   8.00   6/20/2016   EUR    73.99
DZ Bank AG Deutsche Zen   9.00  12/21/2015   EUR    70.11
DZ Bank AG Deutsche Zen  10.25  12/21/2015   EUR    51.46
DZ Bank AG Deutsche Zen   9.25  12/21/2015   EUR    51.44
DZ Bank AG Deutsche Zen   8.50  12/21/2015   EUR    51.43
DZ Bank AG Deutsche Zen   8.25   3/21/2016   EUR    53.47
DZ Bank AG Deutsche Zen   7.75   3/21/2016   EUR    53.33
DZ Bank AG Deutsche Zen   7.75   6/20/2016   EUR    54.75
HSBC Trinkaus & Burkhar   7.50   3/24/2016   EUR    71.49
HSBC Trinkaus & Burkhar   8.25   3/24/2016   EUR    57.93
Banque Cantonale Vaudoi   6.13   9/20/2016   USD    59.94
Landesbank Hessen-Thuer   6.20   7/24/2020   EUR    71.13
Vontobel Financial Prod   6.95    7/1/2016   EUR    54.63
Vontobel Financial Prod   9.50   6/24/2016   EUR    57.86
Vontobel Financial Prod   4.45   6/24/2016   EUR    65.45
Vontobel Financial Prod  10.25   3/29/2016   EUR    56.35
Vontobel Financial Prod   4.45   3/29/2016   EUR    65.26
Vontobel Financial Prod   4.85  12/28/2015   EUR    64.25
Vontobel Financial Prod  12.25  12/28/2015   EUR    53.82
DZ Bank AG Deutsche Zen   6.50   6/20/2016   EUR    74.01
DZ Bank AG Deutsche Zen   5.30  12/21/2015   EUR    67.47
DZ Bank AG Deutsche Zen   4.90  12/21/2015   EUR    69.29
DZ Bank AG Deutsche Zen   6.40   3/21/2016   EUR    54.23
DZ Bank AG Deutsche Zen   6.50  12/21/2015   EUR    74.62
DZ Bank AG Deutsche Zen   7.30  12/21/2015   EUR    72.43
Vontobel Financial Prod   6.70    7/1/2016   EUR    54.95
Vontobel Financial Prod   6.80   9/23/2016   EUR    69.26
Vontobel Financial Prod   3.85   9/23/2016   EUR    73.82
Vontobel Financial Prod   7.35  12/23/2016   EUR    62.91
Vontobel Financial Prod   3.85  12/23/2016   EUR    67.69
Vontobel Financial Prod   8.30   9/23/2016   EUR    61.93
Vontobel Financial Prod   4.25   9/23/2016   EUR    67.42
Vontobel Financial Prod   7.45  12/23/2016   EUR    58.44
Vontobel Financial Prod   3.05  12/23/2016   EUR    65.76
Vontobel Financial Prod   8.30   9/23/2016   EUR    57.24
Vontobel Financial Prod   3.15   9/23/2016   EUR    65.34
Vontobel Financial Prod   7.50  12/23/2016   EUR    51.02
Vontobel Financial Prod   3.75  12/23/2016   EUR    55.31
Vontobel Financial Prod   8.40   9/23/2016   EUR    49.72
Vontobel Financial Prod   4.05   9/23/2016   EUR    54.69
Goldman Sachs & Co Wert  12.00  12/23/2015   EUR    70.89
Goldman Sachs & Co Wert   6.00   4/20/2016   EUR    45.13
Goldman Sachs & Co Wert   7.00   9/21/2016   EUR    46.90
Goldman Sachs & Co Wert  11.00   9/21/2016   EUR    49.98
Goldman Sachs & Co Wert  11.00   9/21/2016   EUR    49.98
Goldman Sachs & Co Wert  11.00   9/21/2016   EUR    49.98
Goldman Sachs & Co Wert   7.00   4/20/2016   EUR    55.91
Goldman Sachs & Co Wert   7.00   9/21/2016   EUR    58.11
Goldman Sachs & Co Wert   9.00   9/21/2016   EUR    59.65
Goldman Sachs & Co Wert   9.00   9/21/2016   EUR    59.65
Goldman Sachs & Co Wert   9.00   9/21/2016   EUR    59.65
Goldman Sachs & Co Wert   9.00   9/21/2016   EUR    59.65
Vontobel Financial Prod   6.20    7/1/2016   EUR    54.39
Leonteq Securities AG    12.20    7/7/2016   EUR    60.57
Goldman Sachs & Co Wert  23.00   2/24/2016   EUR    67.11
Goldman Sachs & Co Wert  19.00   6/22/2016   EUR    70.55
Goldman Sachs & Co Wert  19.00   3/23/2016   EUR    70.99
Goldman Sachs & Co Wert  18.00   4/20/2016   EUR    72.14
Goldman Sachs & Co Wert  21.00   4/20/2016   EUR    68.62
Goldman Sachs & Co Wert  15.00   2/24/2016   EUR    73.65
Goldman Sachs & Co Wert  16.00   9/21/2016   EUR    72.53
Goldman Sachs & Co Wert  23.00   3/23/2016   EUR    73.98
Goldman Sachs & Co Wert  23.00   4/20/2016   EUR    73.97
Goldman Sachs & Co Wert   9.00   1/20/2016   EUR    73.91
Goldman Sachs & Co Wert  20.00  12/23/2015   EUR    66.13
Goldman Sachs & Co Wert  23.00   1/20/2016   EUR    61.11
Goldman Sachs & Co Wert  17.00   2/24/2016   EUR    65.60
Goldman Sachs & Co Wert  14.00   2/24/2016   EUR    68.90
Goldman Sachs & Co Wert  21.00   2/24/2016   EUR    62.93
Goldman Sachs & Co Wert  19.00   3/23/2016   EUR    64.04
Goldman Sachs & Co Wert  17.00   6/22/2016   EUR    67.80
Goldman Sachs & Co Wert   8.00   4/20/2016   EUR    65.83
Goldman Sachs & Co Wert   6.00   9/21/2016   EUR    68.98
Goldman Sachs & Co Wert  15.00  12/23/2015   EUR    64.74
Goldman Sachs & Co Wert  19.00  12/23/2015   EUR    61.96
Goldman Sachs & Co Wert  24.00  12/23/2015   EUR    56.83
Goldman Sachs & Co Wert  18.00   1/20/2016   EUR    60.85
Goldman Sachs & Co Wert  22.00   1/20/2016   EUR    58.76
Goldman Sachs & Co Wert  13.00   2/24/2016   EUR    64.51
Goldman Sachs & Co Wert  20.00   2/24/2016   EUR    60.46
Goldman Sachs & Co Wert  15.00   3/23/2016   EUR    63.22
Goldman Sachs & Co Wert   5.00   6/22/2016   EUR    73.58
Goldman Sachs & Co Wert  13.00   6/22/2016   EUR    64.84
Goldman Sachs & Co Wert  21.00   3/23/2016   EUR    42.92
Goldman Sachs & Co Wert   9.00   4/20/2016   EUR    50.05
Goldman Sachs & Co Wert  17.00  12/23/2015   EUR    69.43
Goldman Sachs & Co Wert  24.00   1/20/2016   EUR    64.01
Goldman Sachs & Co Wert  19.00   4/20/2016   EUR    67.85
Goldman Sachs & Co Wert  21.00   4/20/2016   EUR    72.41
Goldman Sachs & Co Wert   6.00   4/20/2016   EUR    63.27
Commerzbank AG            6.90   3/18/2016   EUR    44.74
Deutsche Bank AG          6.20  12/22/2015   EUR    72.60
Deutsche Bank AG          6.20   3/22/2016   EUR    74.20
Deutsche Bank AG          4.20  12/22/2015   EUR    72.60
Deutsche Bank AG          4.20  12/22/2015   EUR    74.70
Deutsche Bank AG          4.20   3/22/2016   EUR    73.60
Deutsche Bank AG          6.20  12/22/2015   EUR    74.70
Deutsche Bank AG          6.20   9/20/2016   EUR    74.40
Deutsche Bank AG          4.20   9/20/2016   EUR    72.90
Deutsche Bank AG          4.20   6/21/2016   EUR    75.00
Notenstein La Roche Pri   6.80    4/7/2016   EUR    72.05
Deutsche Bank AG          4.20   6/21/2016   EUR    71.90
Deutsche Bank AG          6.20   6/21/2016   EUR    73.00
Deutsche Bank AG          6.20  12/22/2015   EUR    71.00
Deutsche Bank AG          4.20   9/20/2016   EUR    74.40
Deutsche Bank AG          4.20   3/22/2016   EUR    74.60
Deutsche Bank AG          6.20   3/22/2016   EUR    72.30
Deutsche Bank AG          4.20   3/22/2016   EUR    67.40
Deutsche Bank AG          6.20   3/22/2016   EUR    68.00
Deutsche Bank AG          6.20   6/21/2016   EUR    73.80
Deutsche Bank AG          4.20   6/21/2016   EUR    72.70
Deutsche Bank AG          4.20   6/21/2016   EUR    68.40
Deutsche Bank AG          6.20   6/21/2016   EUR    69.50
Deutsche Bank AG          4.20   9/20/2016   EUR    73.50
Deutsche Bank AG          4.20   9/20/2016   EUR    69.40
Deutsche Bank AG          6.20   9/20/2016   EUR    70.90
Deutsche Bank AG          6.20  12/22/2015   EUR    73.20
Deutsche Bank AG          4.20  12/22/2015   EUR    70.70
Deutsche Bank AG          6.20  12/22/2015   EUR    70.80
Deutsche Bank AG          6.20  12/22/2015   EUR    66.40
Deutsche Bank AG          4.20  12/22/2015   EUR    66.30
Deutsche Bank AG          4.20   3/22/2016   EUR    71.80
Deutsche Bank AG          6.20   9/20/2016   EUR    59.80
Deutsche Bank AG          4.20   9/20/2016   EUR    56.50
Deutsche Bank AG          6.20   9/20/2016   EUR    58.00
Deutsche Bank AG          4.20   3/22/2016   EUR    57.50
Deutsche Bank AG          6.20   3/22/2016   EUR    58.10
Deutsche Bank AG          4.20   6/21/2016   EUR    55.50
Deutsche Bank AG          6.20   6/21/2016   EUR    56.50
Deutsche Bank AG          6.20   9/20/2016   EUR    66.10
Deutsche Bank AG          4.20   9/20/2016   EUR    64.60
Deutsche Bank AG          6.20   9/20/2016   EUR    63.90
Deutsche Bank AG          4.20   9/20/2016   EUR    62.30
Deutsche Bank AG          6.20   9/20/2016   EUR    61.80
Deutsche Bank AG          4.20   9/20/2016   EUR    60.30
Deutsche Bank AG          4.20   9/20/2016   EUR    58.30
Deutsche Bank AG          6.20   6/21/2016   EUR    74.90
Deutsche Bank AG          4.20   6/21/2016   EUR    73.80
Deutsche Bank AG          6.20  12/22/2015   EUR    74.90
Deutsche Bank AG          6.20   3/22/2016   EUR    75.00
Deutsche Bank AG          4.20   3/22/2016   EUR    74.40
Deutsche Bank AG          4.20   6/21/2016   EUR    71.80
Deutsche Bank AG          6.20   6/21/2016   EUR    72.90
Deutsche Bank AG          6.20   9/20/2016   EUR    73.90
Deutsche Bank AG          4.20   9/20/2016   EUR    72.30
Deutsche Bank AG          6.20  12/22/2015   EUR    72.50
Deutsche Bank AG          4.20  12/22/2015   EUR    68.60
Deutsche Bank AG          6.20  12/22/2015   EUR    68.70
Deutsche Bank AG          4.20  12/22/2015   EUR    65.20
Deutsche Bank AG          6.20  12/22/2015   EUR    65.30
Deutsche Bank AG          4.20  12/22/2015   EUR    70.90
Deutsche Bank AG          4.20   3/22/2016   EUR    73.50
Deutsche Bank AG          6.20   3/22/2016   EUR    74.00
Deutsche Bank AG          6.20   3/22/2016   EUR    70.30
Deutsche Bank AG          4.20   3/22/2016   EUR    69.70
Deutsche Bank AG          6.20   3/22/2016   EUR    66.80
Deutsche Bank AG          4.20   3/22/2016   EUR    66.30
Deutsche Bank AG          6.20   6/21/2016   EUR    73.90
Deutsche Bank AG          4.20   6/21/2016   EUR    72.80
Deutsche Bank AG          4.20   6/21/2016   EUR    69.20
Deutsche Bank AG          4.20   6/21/2016   EUR    71.20
Deutsche Bank AG          6.20   6/21/2016   EUR    70.20
Deutsche Bank AG          4.20   6/21/2016   EUR    65.90
Deutsche Bank AG          6.20   6/21/2016   EUR    66.90
Deutsche Bank AG          4.20   9/20/2016   EUR    73.70
Deutsche Bank AG          6.20   9/20/2016   EUR    71.70
Deutsche Bank AG          4.20   9/20/2016   EUR    70.20
Deutsche Bank AG          6.20   9/20/2016   EUR    68.40
Deutsche Bank AG          4.20   9/20/2016   EUR    66.90
Deutsche Bank AG          6.20   9/20/2016   EUR    73.50
Deutsche Bank AG          4.20   6/21/2016   EUR    45.00
Deutsche Bank AG          6.20   6/21/2016   EUR    46.10
Deutsche Bank AG          6.20   6/21/2016   EUR    44.40
Deutsche Bank AG          6.20   9/20/2016   EUR    51.30
Deutsche Bank AG          4.20   9/20/2016   EUR    49.80
Deutsche Bank AG          4.20   9/20/2016   EUR    47.80
Deutsche Bank AG          6.20   9/20/2016   EUR    49.40
Deutsche Bank AG          6.20   9/20/2016   EUR    47.50
Deutsche Bank AG          4.20   9/20/2016   EUR    46.00
Deutsche Bank AG          6.20   9/20/2016   EUR    45.90
Deutsche Bank AG          4.20   9/20/2016   EUR    44.30
Deutsche Bank AG          4.20  12/22/2015   EUR    71.90
Deutsche Bank AG          6.20  12/22/2015   EUR    72.00
Deutsche Bank AG          4.20  12/22/2015   EUR    69.00
Deutsche Bank AG          6.20  12/22/2015   EUR    69.10
Deutsche Bank AG          4.20   3/22/2016   EUR    72.20
Deutsche Bank AG          6.20   3/22/2016   EUR    72.80
Deutsche Bank AG          4.20   3/22/2016   EUR    69.40
Deutsche Bank AG          6.20   3/22/2016   EUR    70.00
Deutsche Bank AG          4.20   6/21/2016   EUR    72.80
Deutsche Bank AG          6.20   6/21/2016   EUR    73.90
Deutsche Bank AG          6.20   6/21/2016   EUR    71.30
Deutsche Bank AG          4.20   6/21/2016   EUR    70.20
Deutsche Bank AG          6.20   9/20/2016   EUR    74.90
Deutsche Bank AG          4.20   9/20/2016   EUR    73.40
Deutsche Bank AG          4.20   9/20/2016   EUR    70.80
Deutsche Bank AG          6.20   9/20/2016   EUR    72.40
Deutsche Bank AG          6.20  12/22/2015   EUR    58.40
Deutsche Bank AG          6.20  12/22/2015   EUR    55.80
Deutsche Bank AG          4.20  12/22/2015   EUR    55.80
Deutsche Bank AG          4.20  12/22/2015   EUR    53.50
Deutsche Bank AG          6.20  12/22/2015   EUR    53.50
Deutsche Bank AG          6.20  12/22/2015   EUR    51.40
Deutsche Bank AG          4.20  12/22/2015   EUR    51.30
Deutsche Bank AG          6.20   3/22/2016   EUR    57.40
Deutsche Bank AG          5.50  12/22/2015   EUR    72.20
Deutsche Bank AG          5.50   3/22/2016   EUR    73.50
Deutsche Bank AG          5.50   6/21/2016   EUR    72.10
Deutsche Bank AG          5.50  12/22/2015   EUR    74.90
Deutsche Bank AG          4.20   3/22/2016   EUR    56.80
Deutsche Bank AG          4.20   3/22/2016   EUR    54.50
Deutsche Bank AG          6.20   3/22/2016   EUR    55.10
Deutsche Bank AG          6.20   3/22/2016   EUR    52.90
Deutsche Bank AG          4.20   3/22/2016   EUR    52.40
Deutsche Bank AG          6.20   6/21/2016   EUR    58.20
Deutsche Bank AG          4.20   6/21/2016   EUR    57.10
Deutsche Bank AG          6.20   6/21/2016   EUR    55.90
Deutsche Bank AG          4.20   6/21/2016   EUR    54.90
Deutsche Bank AG          6.20   6/21/2016   EUR    53.80
Deutsche Bank AG          4.20   6/21/2016   EUR    52.80
Deutsche Bank AG          4.20   9/20/2016   EUR    60.50
Deutsche Bank AG          6.20   9/20/2016   EUR    62.00
Deutsche Bank AG          4.20   9/20/2016   EUR    58.10
Deutsche Bank AG          6.20   9/20/2016   EUR    59.60
Deutsche Bank AG          6.20   9/20/2016   EUR    57.40
Deutsche Bank AG          4.20   9/20/2016   EUR    55.80
Deutsche Bank AG          6.20   9/20/2016   EUR    55.30
Deutsche Bank AG          4.20   9/20/2016   EUR    53.80
Deutsche Bank AG          5.50  12/22/2015   EUR    41.10
Deutsche Bank AG          5.50  12/22/2015   EUR    38.50
Deutsche Bank AG          5.50   3/22/2016   EUR    42.50
Deutsche Bank AG          5.50   3/22/2016   EUR    39.90
Deutsche Bank AG          5.50   6/21/2016   EUR    41.90
Deutsche Bank AG          5.50   6/21/2016   EUR    39.50
Deutsche Bank AG          5.50  12/22/2015   EUR    68.40
Deutsche Bank AG          5.50  12/22/2015   EUR    62.70
Deutsche Bank AG          5.50   3/22/2016   EUR    69.70
Deutsche Bank AG          5.50   3/22/2016   EUR    64.10
Deutsche Bank AG          5.50   6/21/2016   EUR    67.80
Deutsche Bank AG          5.50   6/21/2016   EUR    62.50
Deutsche Bank AG          5.50  12/22/2015   EUR    62.10
Deutsche Bank AG          5.50  12/22/2015   EUR    56.90
Deutsche Bank AG          5.50   3/22/2016   EUR    63.40
Deutsche Bank AG          5.50   3/22/2016   EUR    58.30
Deutsche Bank AG          5.50   6/21/2016   EUR    63.40
Deutsche Bank AG          5.50   6/21/2016   EUR    58.50
Deutsche Bank AG          5.50  12/22/2015   EUR    60.70
Deutsche Bank AG          5.50  12/22/2015   EUR    57.10
Deutsche Bank AG          5.50  12/22/2015   EUR    54.00
Deutsche Bank AG          5.50   3/22/2016   EUR    62.10
Deutsche Bank AG          5.50   3/22/2016   EUR    58.50
Deutsche Bank AG          5.50   3/22/2016   EUR    55.40
Deutsche Bank AG          5.50   6/21/2016   EUR    62.10
Deutsche Bank AG          5.50   6/21/2016   EUR    58.70
Deutsche Bank AG          5.50   6/21/2016   EUR    55.60
Deutsche Bank AG          4.20   3/22/2016   EUR    71.90
Deutsche Bank AG          6.20   3/22/2016   EUR    72.40
Deutsche Bank AG          6.20   6/21/2016   EUR    72.30
Deutsche Bank AG          4.20   9/20/2016   EUR    71.90
Commerzbank AG            6.50   3/24/2016   EUR    69.97
Commerzbank AG            9.00   3/24/2016   EUR    65.29
Commerzbank AG           12.00   3/24/2016   EUR    61.44
Commerzbank AG           12.50   3/24/2016   EUR    66.37
Commerzbank AG           16.50   3/24/2016   EUR    61.56
Commerzbank AG            9.00   3/24/2016   EUR    72.56
Commerzbank AG            9.25   3/24/2016   EUR    74.24
Commerzbank AG           12.25   3/24/2016   EUR    69.75
Commerzbank AG            7.00   3/24/2016   EUR    42.56
Commerzbank AG           10.25   3/24/2016   EUR    40.40
Commerzbank AG            4.75   3/24/2016   EUR    69.48
Commerzbank AG            6.75   3/24/2016   EUR    66.42
Commerzbank AG            8.75   3/24/2016   EUR    63.82
Commerzbank AG            7.00   3/24/2016   EUR    74.99
Commerzbank AG            9.25   3/24/2016   EUR    71.84
Commerzbank AG            7.25   3/24/2016   EUR    64.15
Commerzbank AG            9.00   3/24/2016   EUR    62.05
Commerzbank AG           11.00   3/24/2016   EUR    60.21
Commerzbank AG            7.00   1/21/2016   EUR    71.59
Commerzbank AG            9.75   1/21/2016   EUR    68.34
Commerzbank AG            5.75   3/24/2016   EUR    74.98
Commerzbank AG            7.50   3/24/2016   EUR    72.57
Commerzbank AG            5.00   3/24/2016   EUR    47.37
Commerzbank AG            7.75   3/24/2016   EUR    44.49
Commerzbank AG           10.75   3/24/2016   EUR    42.19
Bayerische Landesbank     3.70   11/4/2016   EUR    55.49
UBS AG/London             9.00   3/29/2016   CHF    73.25
UBS AG/London             6.00   3/29/2016   CHF    69.20
UBS AG/London             4.00   3/29/2016   CHF    71.35
UBS AG/London             4.50   3/29/2016   CHF    70.15
UBS AG/London            10.00   3/29/2016   CHF    73.65
Deutsche Bank AG          5.00   3/31/2016   EUR    59.50
UniCredit Bank AG         5.00   3/24/2016   EUR    67.64
UniCredit Bank AG         5.65   3/24/2016   EUR    54.31
UniCredit Bank AG         5.70   3/24/2016   EUR    54.11
UniCredit Bank AG         4.35   3/24/2016   EUR    72.74
UniCredit Bank AG         5.60   3/24/2016   EUR    54.51
UniCredit Bank AG         4.90   3/24/2016   EUR    57.54
UniCredit Bank AG         5.75   3/24/2016   EUR    53.91
UniCredit Bank AG         5.10   3/24/2016   EUR    56.62
UniCredit Bank AG         4.50   3/24/2016   EUR    73.06
UniCredit Bank AG         5.05   3/24/2016   EUR    56.84
UniCredit Bank AG         5.00   3/24/2016   EUR    69.93
UniCredit Bank AG         5.25   3/24/2016   EUR    55.98
UniCredit Bank AG         5.55   3/24/2016   EUR    54.71
UniCredit Bank AG         4.70   3/24/2016   EUR    70.78
UniCredit Bank AG         4.80   3/24/2016   EUR    60.18
UniCredit Bank AG         4.20   3/24/2016   EUR    73.89
UniCredit Bank AG         5.80   3/24/2016   EUR    53.71
UniCredit Bank AG         4.40   3/24/2016   EUR    74.25
UniCredit Bank AG         4.60   3/24/2016   EUR    71.31
UniCredit Bank AG         4.50   3/24/2016   EUR    73.84
UniCredit Bank AG         4.50   3/24/2016   EUR    71.63
UniCredit Bank AG         4.80   3/24/2016   EUR    66.66
UniCredit Bank AG         4.10   3/24/2016   EUR    74.67
UniCredit Bank AG         5.15   3/24/2016   EUR    56.42
UniCredit Bank AG         4.90   3/24/2016   EUR    68.65
UniCredit Bank AG         5.00   3/24/2016   EUR    59.24
UniCredit Bank AG         5.20   3/24/2016   EUR    56.18
UniCredit Bank AG         4.45   3/24/2016   EUR    72.00
UniCredit Bank AG         5.95   3/24/2016   EUR    53.11
UniCredit Bank AG         6.00   3/24/2016   EUR    52.92
UniCredit Bank AG         4.80   3/24/2016   EUR    69.70
UniCredit Bank AG         5.50   3/24/2016   EUR    69.01
UniCredit Bank AG         4.40   3/24/2016   EUR    72.37
UniCredit Bank AG         4.90   3/24/2016   EUR    70.28
UniCredit Bank AG         5.50   3/24/2016   EUR    54.92
UniCredit Bank AG         4.70   3/24/2016   EUR    70.95
UniCredit Bank AG         4.85   3/24/2016   EUR    57.76
UniCredit Bank AG         5.10   3/24/2016   EUR    69.62
UniCredit Bank AG         4.40   3/24/2016   EUR    72.73
UniCredit Bank AG         5.30   3/24/2016   EUR    55.76
UniCredit Bank AG         4.80   3/24/2016   EUR    58.01
UniCredit Bank AG         4.60   3/24/2016   EUR    67.76
UniCredit Bank AG         5.40   3/24/2016   EUR    55.34
UniCredit Bank AG         5.00   3/24/2016   EUR    71.13
UniCredit Bank AG         4.80   3/24/2016   EUR    72.46
UniCredit Bank AG         5.35   3/24/2016   EUR    55.54
UniCredit Bank AG         5.00   3/24/2016   EUR    57.09
UniCredit Bank AG         4.95   3/24/2016   EUR    57.31
UniCredit Bank AG         4.50   3/24/2016   EUR    69.54
UniCredit Bank AG         5.85   3/24/2016   EUR    53.50
UniCredit Bank AG         4.50   3/24/2016   EUR    62.18
UniCredit Bank AG         5.45   3/24/2016   EUR    55.13
UniCredit Bank AG         5.90   3/24/2016   EUR    53.32
UniCredit Bank AG         5.20   3/24/2016   EUR    69.29
UniCredit Bank AG         4.80   3/24/2016   EUR    70.61
UniCredit Bank AG         4.30   3/24/2016   EUR    73.12
UniCredit Bank AG         4.60   3/24/2016   EUR    61.16
UniCredit Bank AG         4.15   3/24/2016   EUR    74.28
UniCredit Bank AG         4.25   3/24/2016   EUR    73.50
UniCredit Bank AG         4.60   3/24/2016   EUR    71.90
UniCredit Bank AG         5.00   3/24/2016   EUR    65.61
Commerzbank AG            9.00   3/24/2016   EUR    72.42
Vontobel Financial Prod   5.20   3/29/2016   EUR    74.20
Credit Suisse AG/Nassau   8.05   9/27/2016   CHF    34.10
DZ Bank AG Deutsche Zen   5.80  12/21/2015   EUR    72.26
DZ Bank AG Deutsche Zen   7.10  12/21/2015   EUR    69.95
DZ Bank AG Deutsche Zen   5.50   3/21/2016   EUR    73.55
DZ Bank AG Deutsche Zen   6.40   3/21/2016   EUR    71.49
DZ Bank AG Deutsche Zen   5.40   6/20/2016   EUR    74.58
DZ Bank AG Deutsche Zen   6.30   6/20/2016   EUR    72.83
DZ Bank AG Deutsche Zen   4.10   3/21/2016   EUR    60.01
Vontobel Financial Prod  17.20   4/22/2016   EUR    62.08
Zurcher Kantonalbank Fi  11.50   3/29/2016   EUR    74.71
Zurcher Kantonalbank Fi  10.00    4/7/2016   CHF    74.41
HSBC Trinkaus & Burkhar   5.30  12/28/2015   EUR    70.91
HSBC Trinkaus & Burkhar   5.20  12/28/2015   EUR    70.90
HSBC Trinkaus & Burkhar   5.50   3/25/2016   EUR    72.18
HSBC Trinkaus & Burkhar   5.50   3/25/2016   EUR    72.18
HSBC Trinkaus & Burkhar   6.70  12/28/2015   EUR    44.94
HSBC Trinkaus & Burkhar   7.30   3/25/2016   EUR    46.66
HSBC Trinkaus & Burkhar   6.30  12/28/2015   EUR    72.22
HSBC Trinkaus & Burkhar   7.10   3/25/2016   EUR    73.05
HSBC Trinkaus & Burkhar   8.60  12/28/2015   EUR    51.60
HSBC Trinkaus & Burkhar   5.40  12/28/2015   EUR    51.48
HSBC Trinkaus & Burkhar   6.30   3/25/2016   EUR    52.99
HSBC Trinkaus & Burkhar   9.90  12/28/2015   EUR    59.64
HSBC Trinkaus & Burkhar  10.00   3/25/2016   EUR    60.37
HSBC Trinkaus & Burkhar   4.30   3/25/2016   EUR    69.74
HSBC Trinkaus & Burkhar   6.10   3/25/2016   EUR    63.75
HSBC Trinkaus & Burkhar   4.50   3/25/2016   EUR    63.31
HSBC Trinkaus & Burkhar   8.20  12/28/2015   EUR    67.07
HSBC Trinkaus & Burkhar   6.90   3/25/2016   EUR    68.27
HSBC Trinkaus & Burkhar   5.90   3/25/2016   EUR    68.20
Vontobel Financial Prod   6.50   4/22/2016   EUR    54.18
Vontobel Financial Prod   5.40   4/22/2016   EUR    54.17
Vontobel Financial Prod   5.65   4/22/2016   EUR    69.03
DZ Bank AG Deutsche Zen   8.50  12/28/2015   EUR    53.63
DZ Bank AG Deutsche Zen   7.00   6/24/2016   EUR    48.44
DZ Bank AG Deutsche Zen   5.50   3/29/2016   EUR    49.95
DZ Bank AG Deutsche Zen   5.00  12/28/2015   EUR    57.86
DZ Bank AG Deutsche Zen   5.75   6/24/2016   EUR    60.04
BNP Paribas Emissions-   15.00  12/24/2015   EUR    72.14
BNP Paribas Emissions-   12.00   3/24/2016   EUR    68.35
BNP Paribas Emissions-   10.00  12/24/2015   EUR    70.93
BNP Paribas Emissions-   13.00  12/24/2015   EUR    66.57
BNP Paribas Emissions-    9.00   3/24/2016   EUR    73.09
BNP Paribas Emissions-   11.00   3/24/2016   EUR    69.25
BNP Paribas Emissions-    8.00   6/23/2016   EUR    74.74
BNP Paribas Emissions-    9.50   9/22/2016   EUR    73.43
BNP Paribas Emissions-    8.50  12/22/2016   EUR    74.53
BNP Paribas Emissions-    8.50   3/24/2016   EUR    62.91
BNP Paribas Emissions-   10.00   3/24/2016   EUR    61.17
BNP Paribas Emissions-    4.50   6/23/2016   EUR    69.34
BNP Paribas Emissions-    6.50   6/23/2016   EUR    65.41
BNP Paribas Emissions-    8.00   6/23/2016   EUR    63.91
BNP Paribas Emissions-   10.00   6/23/2016   EUR    60.80
BNP Paribas Emissions-    5.00   9/22/2016   EUR    67.84
BNP Paribas Emissions-    7.00   9/22/2016   EUR    64.83
BNP Paribas Emissions-    9.00   9/22/2016   EUR    62.33
BNP Paribas Emissions-    5.00  12/22/2016   EUR    68.57
BNP Paribas Emissions-   10.00  12/24/2015   EUR    72.79
BNP Paribas Emissions-   10.00   3/24/2016   EUR    74.84
BNP Paribas Emissions-   12.00   3/24/2016   EUR    72.04
HSBC Trinkaus & Burkhar  12.40   3/25/2016   EUR    41.88
HSBC Trinkaus & Burkhar  10.40   2/26/2016   EUR    42.50
BNP Paribas Emissions-   10.00   3/24/2016   EUR    73.84
BNP Paribas Emissions-   12.00   3/24/2016   EUR    71.61
BNP Paribas Emissions-   10.00   6/23/2016   EUR    73.31
HSBC Trinkaus & Burkhar  12.90  12/28/2015   EUR    72.44
HSBC Trinkaus & Burkhar  13.00   3/25/2016   EUR    72.66
HSBC Trinkaus & Burkhar  13.90  12/28/2015   EUR    64.73
HSBC Trinkaus & Burkhar  13.40   3/25/2016   EUR    66.24
HSBC Trinkaus & Burkhar  11.80   3/25/2016   EUR    67.69
HSBC Trinkaus & Burkhar   8.80   6/24/2016   EUR    73.01
HSBC Trinkaus & Burkhar   9.20   2/26/2016   EUR    70.24
HSBC Trinkaus & Burkhar   6.30  12/28/2015   EUR    63.39
HSBC Trinkaus & Burkhar  13.10  12/28/2015   EUR    49.72
HSBC Trinkaus & Burkhar  13.00   3/25/2016   EUR    51.20
HSBC Trinkaus & Burkhar  11.10   3/25/2016   EUR    52.49
HSBC Trinkaus & Burkhar   9.20  12/28/2015   EUR    65.45
HSBC Trinkaus & Burkhar  10.60   3/25/2016   EUR    64.71
HSBC Trinkaus & Burkhar   8.90   6/24/2016   EUR    55.55
HSBC Trinkaus & Burkhar   9.70   2/26/2016   EUR    53.35
HSBC Trinkaus & Burkhar  14.20   3/25/2016   EUR    72.34
HSBC Trinkaus & Burkhar   8.40  12/28/2015   EUR    55.41
HSBC Trinkaus & Burkhar  10.10  12/28/2015   EUR    59.22
HSBC Trinkaus & Burkhar   9.40  12/28/2015   EUR    73.58
HSBC Trinkaus & Burkhar  15.00  12/28/2015   EUR    63.78
HSBC Trinkaus & Burkhar  12.80   3/25/2016   EUR    66.82
HSBC Trinkaus & Burkhar   7.10   2/26/2016   EUR    74.83
Bank Julius Baer & Co L   6.00   3/31/2016   CHF    70.00
Vontobel Financial Prod  10.10   3/30/2016   EUR    53.63
Vontobel Financial Prod   6.00   4/22/2016   EUR    66.82
Deutsche Bank AG          5.20   6/21/2016   EUR    74.30
Deutsche Bank AG          5.20   9/20/2016   EUR    73.60
Deutsche Bank AG          5.20   3/22/2016   EUR    72.20
Deutsche Bank AG          5.20   3/22/2016   EUR    73.90
Deutsche Bank AG          5.20   6/21/2016   EUR    72.50
Deutsche Bank AG          5.20   3/22/2016   EUR    74.90
Deutsche Bank AG          5.20   6/21/2016   EUR    71.80
Deutsche Bank AG          5.20   9/20/2016   EUR    72.70
Deutsche Bank AG          5.20   6/21/2016   EUR    68.90
Deutsche Bank AG          6.20   9/20/2016   EUR    68.50
Deutsche Bank AG          5.20   3/22/2016   EUR    57.80
Deutsche Bank AG          5.20   3/22/2016   EUR    72.10
Deutsche Bank AG          5.20   9/20/2016   EUR    74.30
Deutsche Bank AG          5.20   9/20/2016   EUR    70.10
Deutsche Bank AG          4.20   9/20/2016   EUR    66.90
Deutsche Bank AG          5.20   9/20/2016   EUR    67.70
Deutsche Bank AG          5.20   3/22/2016   EUR    67.70
Deutsche Bank AG          5.20   6/21/2016   EUR    73.20
Credit Suisse AG/London  10.00   4/22/2016   USD    73.30
Deutsche Bank AG          5.20   6/21/2016   EUR    56.00
Deutsche Bank AG          5.20   9/20/2016   EUR    57.20
Deutsche Bank AG          5.20   6/21/2016   EUR    72.40
Deutsche Bank AG          5.20   3/22/2016   EUR    74.70
DZ Bank AG Deutsche Zen   8.50  12/21/2015   EUR    65.87
DZ Bank AG Deutsche Zen   8.00  12/21/2015   EUR    61.62
DZ Bank AG Deutsche Zen   8.00   3/21/2016   EUR    67.91
DZ Bank AG Deutsche Zen   8.00   6/20/2016   EUR    69.87
DZ Bank AG Deutsche Zen   6.25   3/21/2016   EUR    68.23
DZ Bank AG Deutsche Zen   7.50   3/21/2016   EUR    68.22
DZ Bank AG Deutsche Zen   6.25   6/20/2016   EUR    70.51
DZ Bank AG Deutsche Zen   7.50   6/20/2016   EUR    70.28
DZ Bank AG Deutsche Zen   6.00   3/21/2016   EUR    53.19
DZ Bank AG Deutsche Zen   7.00   3/21/2016   EUR    53.44
DZ Bank AG Deutsche Zen   7.00   6/20/2016   EUR    54.71
DZ Bank AG Deutsche Zen   6.25   6/20/2016   EUR    54.38
DZ Bank AG Deutsche Zen   4.20   3/21/2016   EUR    67.35
Deutsche Bank AG          5.20   9/20/2016   EUR    73.10
Deutsche Bank AG          5.20   3/22/2016   EUR    73.80
Deutsche Bank AG          5.20   3/22/2016   EUR    70.00
Deutsche Bank AG          5.20   3/22/2016   EUR    66.60
Deutsche Bank AG          5.20   6/21/2016   EUR    73.40
Deutsche Bank AG          5.20   6/21/2016   EUR    69.70
Deutsche Bank AG          5.20   6/21/2016   EUR    66.40
Deutsche Bank AG          5.20   9/20/2016   EUR    74.50
Deutsche Bank AG          5.20   9/20/2016   EUR    70.90
Deutsche Bank AG          5.20   9/20/2016   EUR    67.70
Deutsche Bank AG          5.20   6/21/2016   EUR    45.60
Deutsche Bank AG          5.20   6/21/2016   EUR    43.90
Deutsche Bank AG          4.20   9/20/2016   EUR    51.90
Deutsche Bank AG          5.20   9/20/2016   EUR    52.70
Deutsche Bank AG          5.20   9/20/2016   EUR    50.50
Deutsche Bank AG          5.20   9/20/2016   EUR    48.60
Deutsche Bank AG          5.20   9/20/2016   EUR    46.80
Deutsche Bank AG          5.20   9/20/2016   EUR    45.10
Deutsche Bank AG          5.20   3/22/2016   EUR    72.50
Deutsche Bank AG          5.20   3/22/2016   EUR    69.70
Deutsche Bank AG          5.20   6/21/2016   EUR    73.40
Deutsche Bank AG          5.20   6/21/2016   EUR    70.70
Deutsche Bank AG          5.20   9/20/2016   EUR    74.10
Deutsche Bank AG          5.20   9/20/2016   EUR    71.60
Deutsche Bank AG          5.20   3/22/2016   EUR    57.10
Deutsche Bank AG          5.20   3/22/2016   EUR    54.80
Deutsche Bank AG          5.20   3/22/2016   EUR    52.70
Deutsche Bank AG          5.20   6/21/2016   EUR    57.60
Deutsche Bank AG          5.20   6/21/2016   EUR    55.40
Deutsche Bank AG          5.20   6/21/2016   EUR    53.30
Deutsche Bank AG          6.20   9/20/2016   EUR    64.60
Deutsche Bank AG          4.20   9/20/2016   EUR    63.10
Deutsche Bank AG          5.20   9/20/2016   EUR    58.80
Deutsche Bank AG          5.20   9/20/2016   EUR    56.60
Deutsche Bank AG          5.20   9/20/2016   EUR    54.50
Deutsche Bank AG          6.20   7/20/2016   EUR    73.50
Deutsche Bank AG          4.20   7/20/2016   EUR    72.20
Deutsche Bank AG          4.20   7/20/2016   EUR    74.00
Deutsche Bank AG          6.20   7/20/2016   EUR    72.70
Deutsche Bank AG          4.20   7/20/2016   EUR    71.50
Deutsche Bank AG          4.20   7/20/2016   EUR    73.00
Deutsche Bank AG          6.20   7/20/2016   EUR    74.20
Deutsche Bank AG          6.20   7/20/2016   EUR    69.90
Deutsche Bank AG          4.20   7/20/2016   EUR    68.70
Deutsche Bank AG          4.20   7/20/2016   EUR    59.60
Deutsche Bank AG          6.20   7/20/2016   EUR    60.90
Deutsche Bank AG          4.20   7/20/2016   EUR    57.70
Deutsche Bank AG          6.20   7/20/2016   EUR    58.90
Deutsche Bank AG          6.20   7/20/2016   EUR    57.00
Deutsche Bank AG          4.20   7/20/2016   EUR    55.80
Deutsche Bank AG          4.20   7/20/2016   EUR    66.40
Deutsche Bank AG          6.20   7/20/2016   EUR    67.60
Deutsche Bank AG          6.20   7/20/2016   EUR    65.20
Deutsche Bank AG          4.20   7/20/2016   EUR    64.00
Deutsche Bank AG          4.20   7/20/2016   EUR    61.70
Deutsche Bank AG          6.20   7/20/2016   EUR    63.00
Deutsche Bank AG          6.20   7/20/2016   EUR    73.20
Deutsche Bank AG          4.20   7/20/2016   EUR    72.00
Deutsche Bank AG          6.20   7/20/2016   EUR    74.30
Deutsche Bank AG          4.20   7/20/2016   EUR    73.10
Deutsche Bank AG          4.20   7/20/2016   EUR    69.50
Deutsche Bank AG          6.20   7/20/2016   EUR    70.70
Deutsche Bank AG          6.20   7/20/2016   EUR    67.40
Deutsche Bank AG          4.20   7/20/2016   EUR    66.20
Deutsche Bank AG          4.20   7/20/2016   EUR    51.30
Deutsche Bank AG          6.20   7/20/2016   EUR    52.50
Deutsche Bank AG          6.20   7/20/2016   EUR    50.40
Deutsche Bank AG          4.20   7/20/2016   EUR    49.20
Deutsche Bank AG          4.20   7/20/2016   EUR    47.20
Deutsche Bank AG          6.20   7/20/2016   EUR    48.40
Deutsche Bank AG          4.20   7/20/2016   EUR    45.30
Deutsche Bank AG          6.20   7/20/2016   EUR    46.60
Deutsche Bank AG          6.20   7/20/2016   EUR    44.90
Deutsche Bank AG          4.20   7/20/2016   EUR    43.60
Deutsche Bank AG          6.20   7/20/2016   EUR    74.20
Deutsche Bank AG          4.20   7/20/2016   EUR    73.00
Deutsche Bank AG          6.20   7/20/2016   EUR    71.60
Deutsche Bank AG          4.20   7/20/2016   EUR    70.40
Deutsche Bank AG          4.20   7/20/2016   EUR    62.50
Deutsche Bank AG          6.20   7/20/2016   EUR    63.70
Deutsche Bank AG          6.20   7/20/2016   EUR    61.10
Deutsche Bank AG          4.20   7/20/2016   EUR    59.90
Deutsche Bank AG          4.20   7/20/2016   EUR    57.40
Deutsche Bank AG          6.20   7/20/2016   EUR    58.60
Deutsche Bank AG          6.20   7/20/2016   EUR    56.40
Deutsche Bank AG          4.20   7/20/2016   EUR    55.20
Deutsche Bank AG          4.20   7/20/2016   EUR    53.10
Deutsche Bank AG          6.20   7/20/2016   EUR    54.30
Deutsche Bank AG          4.20  12/20/2016   EUR    63.10
Deutsche Bank AG          4.20  12/20/2016   EUR    61.10
Deutsche Bank AG          4.20  12/20/2016   EUR    59.20
Deutsche Bank AG          4.20  12/20/2016   EUR    74.90
Deutsche Bank AG          4.20  12/20/2016   EUR    74.30
Deutsche Bank AG          4.20  12/20/2016   EUR    74.60
Deutsche Bank AG          4.20  12/20/2016   EUR    71.10
Deutsche Bank AG          6.20  12/20/2016   EUR    73.10
Deutsche Bank AG          5.20  12/20/2016   EUR    72.10
Deutsche Bank AG          6.20  12/20/2016   EUR    52.70
Deutsche Bank AG          4.20  12/20/2016   EUR    50.60
Deutsche Bank AG          5.20  12/20/2016   EUR    51.70
Deutsche Bank AG          4.20  12/20/2016   EUR    48.70
Deutsche Bank AG          5.20  12/20/2016   EUR    49.70
Deutsche Bank AG          6.20  12/20/2016   EUR    50.80
Deutsche Bank AG          4.20  12/20/2016   EUR    73.80
Deutsche Bank AG          5.20  12/20/2016   EUR    74.80
Deutsche Bank AG          4.20  12/20/2016   EUR    61.30
Deutsche Bank AG          4.20  12/20/2016   EUR    59.00
Deutsche Bank AG          5.20  12/20/2016   EUR    60.00
Deutsche Bank AG          6.20  12/20/2016   EUR    61.00
Deutsche Bank AG          5.20  12/20/2016   EUR    57.80
Deutsche Bank AG          6.20  12/20/2016   EUR    58.80
Deutsche Bank AG          4.20  12/20/2016   EUR    56.80
Vontobel Financial Prod   9.25   4/22/2016   EUR    69.50
Vontobel Financial Prod  10.45   4/22/2016   EUR    74.34
Societe Generale Effekt   4.32  12/29/2015   EUR    74.67
Societe Generale Effekt   2.39  12/29/2015   EUR    68.94
Societe Generale Effekt   3.89  12/29/2015   EUR    65.25
Societe Generale Effekt   3.10    1/6/2016   EUR    70.22
Societe Generale Effekt   4.51    1/6/2016   EUR    66.44
Societe Generale Effekt   3.44   3/29/2016   EUR    69.63
Societe Generale Effekt   5.05   3/29/2016   EUR    66.42
Societe Generale Effekt   4.14    4/7/2016   EUR    70.97
Societe Generale Effekt   5.67    4/7/2016   EUR    67.68
Societe Generale Effekt   5.57   6/24/2016   EUR    67.40
Societe Generale Effekt   7.46   6/24/2016   EUR    64.78
Societe Generale Effekt   6.23    7/7/2016   EUR    68.76
Societe Generale Effekt   8.04    7/7/2016   EUR    66.06
Societe Generale Effekt   7.17  10/10/2016   EUR    69.50
Societe Generale Effekt   9.00  10/10/2016   EUR    67.11
Societe Generale Effekt   2.47  12/29/2015   EUR    69.90
Societe Generale Effekt   3.20    1/6/2016   EUR    67.86
Societe Generale Effekt   4.25   3/29/2016   EUR    67.96
Societe Generale Effekt   3.55    4/7/2016   EUR    72.28
Societe Generale Effekt   4.94    4/7/2016   EUR    69.09
Societe Generale Effekt   5.30   6/24/2016   EUR    67.66
Societe Generale Effekt   4.50    7/7/2016   EUR    71.63
Societe Generale Effekt   5.99    7/7/2016   EUR    68.85
Societe Generale Effekt   5.75  10/10/2016   EUR    71.17
Societe Generale Effekt   7.35  10/10/2016   EUR    68.75
Societe Generale Effekt   3.04  12/29/2015   EUR    53.12
Societe Generale Effekt   4.65  12/29/2015   EUR    50.30
Societe Generale Effekt   3.89    1/6/2016   EUR    53.79
Societe Generale Effekt   5.44    1/6/2016   EUR    50.95
Societe Generale Effekt   4.21   3/29/2016   EUR    54.15
Societe Generale Effekt   5.89   3/29/2016   EUR    51.75
Societe Generale Effekt   5.06    4/7/2016   EUR    54.99
Societe Generale Effekt   6.71    4/7/2016   EUR    52.56
Societe Generale Effekt   6.51   6/24/2016   EUR    53.75
Societe Generale Effekt   8.43   6/24/2016   EUR    51.85
Societe Generale Effekt   7.34    7/7/2016   EUR    54.66
Societe Generale Effekt   9.25    7/7/2016   EUR    52.77
Societe Generale Effekt   8.36  10/10/2016   EUR    55.59
Societe Generale Effekt  10.26  10/10/2016   EUR    53.93
Societe Generale Effekt   2.61  12/29/2015   EUR    63.32
Societe Generale Effekt   4.04  12/29/2015   EUR    59.92
Societe Generale Effekt   3.42    1/6/2016   EUR    64.20
Societe Generale Effekt   4.80    1/6/2016   EUR    60.74
Societe Generale Effekt   3.59   3/29/2016   EUR    64.20
Societe Generale Effekt   5.11   3/29/2016   EUR    61.19
Societe Generale Effekt   4.41    4/7/2016   EUR    65.25
Societe Generale Effekt   5.89    4/7/2016   EUR    62.17
Societe Generale Effekt   5.24   6/24/2016   EUR    64.44
Societe Generale Effekt   6.97   6/24/2016   EUR    61.58
Societe Generale Effekt   6.06    7/7/2016   EUR    65.90
Societe Generale Effekt   7.74    7/7/2016   EUR    63.18
Societe Generale Effekt   6.94  10/10/2016   EUR    66.78
Societe Generale Effekt   8.67  10/10/2016   EUR    64.31
Vontobel Financial Prod   7.90   4/22/2016   EUR    61.16
Vontobel Financial Prod   3.10   4/22/2016   EUR    68.82
Commerzbank AG           12.25   2/25/2016   EUR    73.48
Vontobel Financial Prod   9.40   4/22/2016   EUR    48.00
Vontobel Financial Prod   3.65   4/22/2016   EUR    54.80
Vontobel Financial Prod   6.25   4/22/2016   EUR    70.74
Vontobel Financial Prod   9.75   4/22/2016   EUR    71.76
Vontobel Financial Prod   9.70   4/22/2016   EUR    54.71
Vontobel Financial Prod   5.00   4/22/2016   EUR    59.95
DZ Bank AG Deutsche Zen   4.30   3/21/2016   EUR    58.78
BNP Paribas Emissions-    6.00   3/24/2016   EUR    74.10
BNP Paribas Emissions-    8.00   3/24/2016   EUR    74.63
BNP Paribas Emissions-    8.00  12/24/2015   EUR    65.88
BNP Paribas Emissions-    6.00   3/24/2016   EUR    71.02
BNP Paribas Emissions-    8.00   3/24/2016   EUR    67.18
BNP Paribas Emissions-   10.00   3/24/2016   EUR    67.70
BNP Paribas Emissions-    6.00   6/23/2016   EUR    70.61
BNP Paribas Emissions-    8.00   6/23/2016   EUR    68.52
BNP Paribas Emissions-   10.00  12/24/2015   EUR    72.70
BNP Paribas Emissions-   14.00  12/24/2015   EUR    72.78
BNP Paribas Emissions-   10.00  12/24/2015   EUR    73.88
BNP Paribas Emissions-   10.00  12/24/2015   EUR    66.41
BNP Paribas Emissions-   12.00  12/24/2015   EUR    66.45
BNP Paribas Emissions-    7.00   3/24/2016   EUR    68.08
BNP Paribas Emissions-   10.00   3/24/2016   EUR    68.88
BNP Paribas Emissions-    8.00   6/23/2016   EUR    70.26
BNP Paribas Emissions-    9.00   6/23/2016   EUR    70.77
BNP Paribas Emissions-   10.00   6/23/2016   EUR    71.29
BNP Paribas Emissions-    4.00   6/23/2016   EUR    57.61
BNP Paribas Emissions-    7.00   6/23/2016   EUR    58.94
BNP Paribas Emissions-    9.00   6/23/2016   EUR    59.98
BNP Paribas Emissions-    4.00  12/24/2015   EUR    60.41
BNP Paribas Emissions-    4.00   3/24/2016   EUR    59.57
BNP Paribas Emissions-    3.00   6/23/2016   EUR    57.10
BNP Paribas Emissions-    3.00   6/23/2016   EUR    56.90
BNP Paribas Emissions-    2.65   6/30/2022   EUR    68.40
TransFin-M PAO           14.00   2/21/2017   RUB    60.01
Lehman Brothers Treasur   8.28   3/26/2009   USD     3.10
Lehman Brothers Treasur   6.85  12/22/2008   EUR     3.10
Lehman Brothers Treasur   7.60   3/26/2009   EUR     3.10
Lehman Brothers Treasur   7.55  12/29/2008   USD     3.10
DekaBank Deutsche Giroz   2.50   6/25/2020   EUR    73.40
BNP Paribas Emissions-   24.00   3/24/2016   EUR    74.69
BNP Paribas Emissions-   27.00   3/24/2016   EUR    72.92
BNP Paribas Emissions-   21.00   6/23/2016   EUR    74.91
DZ Bank AG Deutsche Zen   5.00  12/12/2016   EUR    61.53
DZ Bank AG Deutsche Zen  14.80   9/23/2016   EUR    70.38
DZ Bank AG Deutsche Zen  17.80   9/23/2016   EUR    69.27
DZ Bank AG Deutsche Zen  11.10  12/23/2016   EUR    72.05
DZ Bank AG Deutsche Zen  13.10  12/23/2016   EUR    71.02
DZ Bank AG Deutsche Zen  15.50  12/23/2016   EUR    70.25
DZ Bank AG Deutsche Zen  11.30   3/24/2017   EUR    74.23
DZ Bank AG Deutsche Zen  12.90   3/24/2017   EUR    73.37
DZ Bank AG Deutsche Zen  14.70   3/24/2017   EUR    72.60
DZ Bank AG Deutsche Zen  12.40   9/23/2016   EUR    71.81
HSBC Trinkaus & Burkhar  24.20   9/23/2016   EUR    68.46
HSBC Trinkaus & Burkhar  24.30   9/23/2016   EUR    68.54
HSBC Trinkaus & Burkhar  20.30  12/23/2016   EUR    69.80
HSBC Trinkaus & Burkhar  20.30  12/23/2016   EUR    69.79
HSBC Trinkaus & Burkhar  17.60   3/24/2017   EUR    71.06
HSBC Trinkaus & Burkhar  17.60   3/24/2017   EUR    71.06
HSBC Trinkaus & Burkhar  23.80   7/22/2016   EUR    67.53
HSBC Trinkaus & Burkhar  17.00   1/27/2017   EUR    70.72
Vontobel Financial Prod   5.65   6/10/2016   EUR    74.04
Vontobel Financial Prod   5.90    9/9/2016   EUR    74.99
HSBC Trinkaus & Burkhar  17.60  12/23/2016   EUR    73.11
HSBC Trinkaus & Burkhar  15.20  12/23/2016   EUR    73.93
HSBC Trinkaus & Burkhar  13.40  10/28/2016   EUR    74.81
Deutsche Bank AG          8.20   3/22/2016   EUR    69.80
Deutsche Bank AG          9.20   6/21/2016   EUR    69.20
Deutsche Bank AG          8.20   6/21/2016   EUR    68.60
Deutsche Bank AG          9.20   9/20/2016   EUR    71.10
Deutsche Bank AG          9.20  12/20/2016   EUR    73.10
Deutsche Bank AG          8.20   9/20/2016   EUR    70.30
Commerzbank AG            5.75   9/22/2016   EUR    72.46
Commerzbank AG            7.25   9/22/2016   EUR    70.92
Commerzbank AG            9.00   9/22/2016   EUR    69.57
Commerzbank AG           10.75   9/22/2016   EUR    68.40
Commerzbank AG           12.50   9/22/2016   EUR    67.33
Commerzbank AG           14.50   9/22/2016   EUR    66.51
Vontobel Financial Prod  28.50   6/24/2016   EUR    65.54
Vontobel Financial Prod  22.50   9/23/2016   EUR    67.33
Vontobel Financial Prod   9.50   9/23/2016   EUR    72.34
Vontobel Financial Prod  19.00  12/23/2016   EUR    68.98
Vontobel Financial Prod  10.65   3/29/2016   EUR    72.04
Vontobel Financial Prod  10.15   6/24/2016   EUR    72.17
DZ Bank AG Deutsche Zen  11.00   9/23/2016   EUR    73.84
Vontobel Financial Prod   6.50   3/29/2016   EUR    73.11
Vontobel Financial Prod   6.00   6/24/2016   EUR    74.34
Vontobel Financial Prod   7.50   9/23/2016   EUR    71.71
Vontobel Financial Prod   7.00  12/23/2016   EUR    72.59
DekaBank Deutsche Giroz   3.90   5/18/2016   EUR    57.32
HSBC Trinkaus & Burkhar  19.40   6/24/2016   EUR    72.82
Lehman Brothers Treasur   4.20   12/3/2008   HKD    16.25
BNP Paribas SA            0.50  11/16/2032   MXN    31.56
Agrokompleks OOO         15.00   7/29/2019   RUB    60.00
HSBC Bank PLC             0.50   11/9/2018   IDR    75.15
LBBW                      3.20  11/25/2016   EUR    74.65
LBBW                      4.80   7/22/2016   EUR    41.30
LBBW                      4.50   6/24/2016   EUR    40.43
LBBW                      5.20   6/24/2016   EUR    65.02
Zurcher Kantonalbank Fi   5.02  10/28/2016   CHF    71.10
Bank Julius Baer & Co L   7.30   1/19/2016   CHF    38.55
UBS AG                    8.50   3/29/2016   EUR    61.02
Lehman Brothers Treasur   2.25   5/12/2009   USD     3.10
Driver & Bengsch AG       8.50  12/31/2027   EUR     0.00
UBS AG                    4.50   6/24/2016   EUR    51.53
UBS AG                   10.00   3/29/2016   EUR    73.94
UBS AG                   24.50  12/29/2015   EUR    43.13
UBS AG                   19.75   3/29/2016   EUR    50.00
UBS AG                   21.25   3/29/2016   EUR    55.80
UBS AG                    5.00   6/24/2016   EUR    49.63
UBS AG                   11.25   3/29/2016   EUR    69.37
UBS AG                   14.75  12/29/2015   EUR    67.42
UBS AG                   13.50  12/29/2015   EUR    73.72
UBS AG                   13.00  12/29/2015   EUR    71.78
UBS AG                   16.25  12/29/2015   EUR    53.40
UBS AG                    4.75  12/29/2015   EUR    67.77
UBS AG                   15.25  12/29/2015   EUR    56.08
UBS AG                    5.75  12/29/2015   EUR    61.68
Lehman Brothers Treasur   6.75    4/5/2012   EUR     3.10
UBS AG                   12.50  12/29/2015   EUR    74.72
UBS AG                    9.50  12/29/2015   EUR    48.73
UBS AG                   23.00  12/29/2015   EUR    44.36
Barclays Bank PLC         4.17    1/5/2017   EUR    29.51
Barclays Bank PLC         4.17    1/5/2017   EUR
LBBW                      4.30   7/22/2016   EUR    62.71
LBBW                      4.00   7/22/2016   EUR    60.38
UBS AG                   24.50  12/29/2015   EUR    23.62
UBS AG                   23.50  12/29/2015   EUR    17.64
UBS AG                   22.50  12/29/2015   EUR    71.72
UBS AG                    4.25   3/29/2016   EUR    74.99
UBS AG                   20.75   3/29/2016   EUR    74.11
UBS AG                    9.50   6/24/2016   EUR    60.92
UBS AG                   11.75   3/29/2016   EUR    54.74
UBS AG                    5.75  12/29/2015   EUR    63.20
UBS AG                    4.75  12/29/2015   EUR    74.59
BNP Paribas Emissions-    3.45   6/30/2022   EUR    69.15
Lehman Brothers Treasur   8.00   3/21/2018   USD     3.10
Lehman Brothers Treasur  11.75    3/1/2010   EUR     3.10
Lehman Brothers Treasur   8.00   2/16/2016   EUR     3.10
Lehman Brothers Treasur   8.00  10/17/2014   EUR     3.10
Lehman Brothers Treasur   4.00   3/10/2011   EUR     3.10
Lehman Brothers Treasur   7.80   3/31/2018   USD     3.10
Lehman Brothers Treasur   9.50    4/1/2018   USD     3.10
Lehman Brothers Treasur   7.15   3/21/2013   USD     3.10
Raiffeisen Centrobank A   5.00   4/18/2016   EUR    61.53
UniCredit Bank AG         5.00   6/16/2016   EUR    73.22
Vontobel Financial Prod   4.45   4/15/2016   EUR    60.20
Leonteq Securities AG/G   4.50    4/4/2016   EUR    21.25
Zurcher Kantonalbank Fi   4.25   4/19/2016   CHF    64.76
DZ Bank AG Deutsche Zen   3.00    7/1/2016   EUR    72.77
Leonteq Securities AG/G   5.75   3/17/2017   CHF    74.25
LBBW                      3.50   9/23/2016   EUR    72.95
DZ Bank AG Deutsche Zen   9.00   3/29/2016   EUR    74.97
DZ Bank AG Deutsche Zen   5.50   3/29/2016   EUR    59.77
DZ Bank AG Deutsche Zen   9.00   3/29/2016   EUR    54.89
Municipality Finance PL   0.50   4/16/2018   BRL    73.81
DekaBank Deutsche Giroz   1.80  12/23/2015   EUR    74.32
DekaBank Deutsche Giroz  10.50  11/15/2016   EUR    72.77
Deutsche Bank AG          3.20   7/20/2016   EUR    71.40
Deutsche Bank AG          3.20   8/24/2016   EUR    71.50
Deutsche Bank AG          3.20  10/26/2016   EUR    71.70
Deutsche Bank AG          3.20  11/22/2017   EUR    71.00
DekaBank Deutsche Giroz   3.05   3/25/2025   EUR    60.64
Vontobel Financial Prod   5.55   6/24/2016   EUR    72.53
Vontobel Financial Prod   6.00   6/24/2016   EUR    70.15
Vontobel Financial Prod   5.50  12/23/2016   EUR    72.00
HSBC Trinkaus & Burkhar  16.50   6/24/2016   EUR    67.00
HSBC Trinkaus & Burkhar  11.20   9/23/2016   EUR    69.67
HSBC Trinkaus & Burkhar   7.20   9/23/2016   EUR    73.04
DZ Bank AG Deutsche Zen   7.50   6/24/2016   EUR    68.81
DZ Bank AG Deutsche Zen   7.50   9/23/2016   EUR    67.87
DZ Bank AG Deutsche Zen  10.00   9/23/2016   EUR    65.27
DZ Bank AG Deutsche Zen   7.00  12/23/2016   EUR    68.31
DZ Bank AG Deutsche Zen   4.00    5/6/2016   EUR    64.92
Commerzbank AG           11.75   3/24/2016   EUR    73.46
Goldman Sachs & Co Wert  12.00   1/20/2016   EUR    72.94
Goldman Sachs & Co Wert  12.00   1/20/2016   EUR    72.94
Goldman Sachs & Co Wert   8.00   5/25/2016   EUR    72.81
Goldman Sachs & Co Wert  11.00   5/25/2016   EUR    74.14
Goldman Sachs & Co Wert  11.00   5/25/2016   EUR    74.14
Goldman Sachs & Co Wert   7.00   2/24/2016   EUR    67.54
Goldman Sachs & Co Wert   8.00   3/23/2016   EUR    68.34
Goldman Sachs & Co Wert   7.00   5/25/2016   EUR    69.21
Goldman Sachs & Co Wert   8.00   6/22/2016   EUR    70.22
Goldman Sachs & Co Wert   6.00   4/20/2016   EUR    56.70
Goldman Sachs & Co Wert  13.00   2/24/2016   EUR    57.16
Goldman Sachs & Co Wert   8.00   4/20/2016   EUR    57.39
Goldman Sachs & Co Wert   7.00   5/25/2016   EUR    57.68
Goldman Sachs & Co Wert  12.00   6/22/2016   EUR    58.02
Goldman Sachs & Co Wert  12.00   6/22/2016   EUR    58.02
Goldman Sachs & Co Wert   6.00   5/25/2016   EUR    44.30
Goldman Sachs & Co Wert   8.00   5/25/2016   EUR    45.19
UBS AG/London            11.25   4/22/2016   CHF    71.23
Bank Julius Baer & Co L   7.50   4/29/2016   USD    69.45
Leonteq Securities AG    12.40    5/6/2016   CHF    33.24
Leonteq Securities AG    10.00    5/6/2016   USD    70.50
Notenstein La Roche Pri   8.00   11/4/2016   CHF    72.23
Notenstein La Roche Pri   5.20   11/4/2016   EUR    59.35
Vontobel Financial Prod   5.10   5/27/2016   EUR    54.94
Leonteq Securities AG    14.40   5/26/2016   CHF    64.82
Leonteq Securities AG    11.00   5/26/2016   EUR    63.75
Leonteq Securities AG    10.40   5/26/2016   EUR    64.46
Leonteq Securities AG     9.00   5/18/2016   CHF    74.99
Norddeutsche Landesbank   5.00    6/3/2016   EUR    52.83
DZ Bank AG Deutsche Zen   6.00  12/21/2015   EUR    73.07
DZ Bank AG Deutsche Zen   5.60   6/20/2016   EUR    72.53
DZ Bank AG Deutsche Zen   5.20  12/21/2015   EUR    64.92
DZ Bank AG Deutsche Zen   7.30  12/21/2015   EUR    57.80
DZ Bank AG Deutsche Zen   6.70   6/20/2016   EUR    60.47
Vontobel Financial Prod   2.85   3/29/2016   EUR    68.73
Vontobel Financial Prod   7.65   5/27/2016   EUR    61.76
UniCredit Bank AG         3.30   6/23/2016   EUR    69.97
Credit Suisse AG/Nassau   7.00    1/4/2016   CHF    67.53
DekaBank Deutsche Giroz   4.15  12/18/2015   EUR    65.03
DekaBank Deutsche Giroz   2.35   6/13/2016   EUR    69.70
Notenstein La Roche Pri   6.10  12/30/2015   EUR    46.18
EFG International Finan   7.05   6/30/2016   USD    65.67
Credit Suisse AG/Nassau   6.50   1/11/2016   CHF    61.85
Notenstein La Roche Pri   6.50    7/2/2018   USD    63.19
Leonteq Securities AG/G   5.25    1/4/2016   CHF    61.65
Immigon Portfolioabbau    0.96    7/3/2019   EUR    58.13
Credit Suisse AG/Nassau   8.00   1/29/2016   CHF    22.53
Notenstein La Roche Pri   4.70   7/21/2016   EUR    67.68
Raiffeisen Centrobank A   6.59   6/22/2016   EUR    74.10
Credit Suisse AG/Nassau   6.00   1/29/2016   CHF    54.22
Leonteq Securities AG/G  10.00   1/22/2016   USD    19.98
Leonteq Securities AG/G   8.04   7/25/2016   CHF    55.30
Leonteq Securities AG/G   8.08   7/25/2016   EUR    55.02
Vontobel Financial Prod   9.30   6/24/2016   EUR    69.20
Lehman Brothers Treasur   8.00  12/27/2032   JPY     3.10
Lehman Brothers Treasur   1.50    2/8/2012   CHF     3.10
Leonteq Securities AG/G   4.68   8/29/2017   CHF    50.91
Credit Suisse AG/Nassau   7.00    3/9/2016   CHF    66.16
Leonteq Securities AG/G   9.50    9/8/2016   USD    63.40
Leonteq Securities AG/G   8.64    9/8/2016   CHF    66.42
Notenstein La Roche Pri   8.04    3/1/2016   CHF    67.82
Deutsche Bank AG          6.20  12/22/2015   EUR    56.00
Deutsche Bank AG          6.20  12/22/2015   EUR    62.50
Deutsche Bank AG          4.20  12/22/2015   EUR    62.50
Deutsche Bank AG          4.20  12/22/2015   EUR    55.90
Deutsche Bank AG          4.20  12/22/2015   EUR    59.00
Deutsche Bank AG          6.20  12/22/2015   EUR    59.10
Deutsche Bank AG          5.20  12/22/2015   EUR    62.50
Deutsche Bank AG          5.20  12/22/2015   EUR    55.90
Deutsche Bank AG          5.20  12/22/2015   EUR    59.00
DZ Bank AG Deutsche Zen   5.50  12/28/2015   EUR    56.69
DZ Bank AG Deutsche Zen   7.00  12/28/2015   EUR    72.03
Vontobel Financial Prod   5.60  12/28/2015   EUR    69.54
Vontobel Financial Prod   7.55  12/28/2015   EUR    65.86
Bank Julius Baer & Co L   7.00   9/12/2016   CHF    39.45
DZ Bank AG Deutsche Zen   5.50  12/28/2015   EUR    70.73
Societe Generale SA       5.99    2/9/2016   USD    57.40
HSBC Trinkaus & Burkhar   6.00  12/28/2015   EUR    34.92
HSBC Trinkaus & Burkhar   5.10  12/28/2015   EUR    34.89
Leonteq Securities AG/G   8.04   8/29/2016   EUR    69.88
Bank Julius Baer & Co L   8.20   8/29/2016   CHF    60.90
BNP Paribas Emissions-    4.25  12/24/2015   EUR    58.97
BNP Paribas Emissions-    7.25  12/24/2015   EUR    48.75
BNP Paribas Emissions-    8.50  12/24/2015   EUR    46.10
BNP Paribas Emissions-    4.50  12/24/2015   EUR    68.46
BNP Paribas Emissions-    6.50  12/24/2015   EUR    63.25
BNP Paribas Emissions-    4.50  12/24/2015   EUR    43.66
BNP Paribas Emissions-    6.25  12/24/2015   EUR    40.50
Notenstein La Roche Pri   5.12   2/29/2016   EUR    65.43
Notenstein La Roche Pri   5.04   8/28/2017   CHF    51.61
Notenstein La Roche Pri  10.00    9/5/2016   CHF    47.25
HSBC Trinkaus & Burkhar   6.30  12/28/2015   EUR    60.91
HSBC Trinkaus & Burkhar   5.10  12/28/2015   EUR    60.87
HSBC Trinkaus & Burkhar   7.00  12/28/2015   EUR    43.93
HSBC Trinkaus & Burkhar   6.10  12/28/2015   EUR    43.90
HSBC Trinkaus & Burkhar   8.90  12/28/2015   EUR    71.52
HSBC Trinkaus & Burkhar   7.90  12/28/2015   EUR    71.48
HSBC Trinkaus & Burkhar   7.00  12/28/2015   EUR    59.05
HSBC Trinkaus & Burkhar   5.90  12/28/2015   EUR    59.01
UBS AG/London            13.00   6/24/2016   EUR    73.39
UBS AG/London             6.50  12/29/2015   EUR    34.86
UBS AG/London            18.25  12/29/2015   EUR    69.87
UBS AG/London             9.00  12/29/2015   EUR    49.09
UBS AG/London            23.25   6/24/2016   EUR    62.07
UBS AG/London            11.00  12/29/2015   EUR    56.07
UBS AG/London            15.75  12/29/2015   EUR    67.10
UBS AG/London            11.50   3/29/2016   EUR    74.25
UBS AG/London            15.75   6/24/2016   EUR    69.31
HSBC Trinkaus & Burkhar   7.00  12/28/2015   EUR    36.14
UBS AG/London            16.25  12/29/2015   EUR    74.36
UBS AG/London            24.50   3/29/2016   EUR    42.42
UBS AG/London             6.75  12/29/2015   EUR    59.54
UBS AG/London            19.00   6/24/2016   EUR    73.08
UBS AG/London             6.50   6/24/2016   EUR    58.52
UBS AG/London            22.25   6/24/2016   EUR    32.88
UBS AG/London            22.50   6/24/2016   EUR    56.31
UBS AG/London            23.00  12/29/2015   EUR    62.48
UBS AG/London            15.50  12/29/2015   EUR    67.20
UBS AG/London             5.25   6/24/2016   EUR    60.98
UBS AG/London             4.25   3/29/2016   EUR    64.63
UBS AG/London            23.00  12/29/2015   EUR    56.86
UBS AG/London             7.75  12/22/2017   EUR    45.71
UBS AG/London            19.25   6/24/2016   EUR    59.59
UBS AG/London            23.50  12/29/2015   EUR    71.49
UBS AG/London            21.50  12/29/2015   EUR    73.69
UBS AG/London            20.75  12/29/2015   EUR    74.10
UBS AG/London            22.50  12/29/2015   EUR    71.49
Credit Suisse AG/London   9.00  12/18/2015   USD    37.19
Vontobel Financial Prod   5.00    7/4/2016   EUR    65.20
Credit Suisse AG/Nassau   5.50   6/13/2016   CHF    63.99
Raiffeisen-Landesbank S   0.42   3/10/2033   EUR    77.05
Raiffeisen-Landesbank S   0.38   3/18/2033   EUR    76.57
Raiffeisen-Landesbank S   0.37   3/26/2033   EUR    76.64
Raiffeisen-Landesbank S   0.37    4/1/2033   EUR    76.41
Raiffeisen-Landesbank S   0.34   4/14/2033   EUR    75.94
Lehman Brothers Treasur   4.87   10/8/2013   USD     3.10
Lehman Brothers Treasur   1.95   11/4/2013   EUR     3.10
Lehman Brothers Treasur   5.22    3/1/2024   EUR     3.10
Lehman Brothers Treasur   6.72  12/29/2008   EUR     3.10
Lehman Brothers Treasur   7.06  12/29/2008   EUR     3.10
Lehman Brothers Treasur   7.63   7/22/2011   HKD     3.10
Goldman Sachs & Co Wert   6.00   5/25/2016   EUR    71.50
Goldman Sachs & Co Wert  10.00   5/25/2016   EUR    70.54
Goldman Sachs & Co Wert   8.00   5/25/2016   EUR    69.65
Goldman Sachs & Co Wert  11.00   5/25/2016   EUR    70.98
Goldman Sachs & Co Wert   6.00   6/22/2016   EUR    71.61
Goldman Sachs & Co Wert  11.00   4/20/2016   EUR    62.28
Goldman Sachs & Co Wert  11.00   4/20/2016   EUR    62.28
Goldman Sachs & Co Wert   5.00   5/25/2016   EUR    60.60
Goldman Sachs & Co Wert   6.00   5/25/2016   EUR    61.04
Goldman Sachs & Co Wert   8.00   5/25/2016   EUR    61.93
Goldman Sachs & Co Wert  10.00   5/25/2016   EUR    62.82
Goldman Sachs & Co Wert  12.00   5/25/2016   EUR    63.71
Goldman Sachs & Co Wert   7.00   4/20/2016   EUR    47.25
Goldman Sachs & Co Wert   5.00   5/25/2016   EUR    45.57
Goldman Sachs & Co Wert   7.00   5/25/2016   EUR    46.46
Goldman Sachs & Co Wert  10.00   5/25/2016   EUR    47.79
Goldman Sachs & Co Wert  12.00   5/25/2016   EUR    48.68
Goldman Sachs & Co Wert  12.00   5/25/2016   EUR    48.68
Goldman Sachs & Co Wert  12.00   5/25/2016   EUR    48.68
Goldman Sachs & Co Wert   5.00   5/25/2016   EUR    55.06
Goldman Sachs & Co Wert   6.00   5/25/2016   EUR    55.50
Goldman Sachs & Co Wert   7.00   5/25/2016   EUR    55.94
Goldman Sachs & Co Wert  10.00   5/25/2016   EUR    57.27
Goldman Sachs & Co Wert   8.00   5/25/2016   EUR    56.39
Goldman Sachs & Co Wert  10.00   5/25/2016   EUR    57.27
Goldman Sachs & Co Wert  10.00   5/25/2016   EUR    57.27
Vontobel Financial Prod   6.90  12/28/2015   EUR    68.46
Vontobel Financial Prod   5.85   3/29/2016   EUR    69.92
UBS AG/London             9.75   4/11/2016   CHF    46.99
UBS AG/London             7.00   4/11/2016   CHF    53.33
DZ Bank AG Deutsche Zen  13.50  12/28/2015   EUR    64.16
DZ Bank AG Deutsche Zen  10.25   6/24/2016   EUR    68.97
DZ Bank AG Deutsche Zen  10.00  12/28/2015   EUR    51.62
DZ Bank AG Deutsche Zen   8.50   3/29/2016   EUR    53.70
DZ Bank AG Deutsche Zen  12.25   3/29/2016   EUR    51.57
SG Issuer SA              5.50   4/10/2021   EUR    62.10
DekaBank Deutsche Giroz   2.70  10/12/2020   EUR    72.41
Ipotechny Agent Moskovs   7.00   9/17/2028   RUB    60.38
BNP Paribas Emissions-    2.10  12/30/2020   EUR    73.33
Leonteq Securities AG/G  14.00    1/6/2016   CHF    63.78
Leonteq Securities AG/G  13.60    1/6/2016   CHF    52.36
Leonteq Securities AG/G  12.60    1/6/2016   USD    52.49
Vontobel Financial Prod   4.05   3/11/2016   EUR    40.73
Vontobel Financial Prod   3.30   3/11/2016   EUR    42.08
Credit Suisse AG/Nassau   7.00   4/14/2016   EUR    57.88
Leonteq Securities AG    10.94    4/7/2016   USD    51.45
DZ Bank AG Deutsche Zen   8.50  12/28/2015   EUR    64.41
Leonteq Securities AG/G   9.00    4/8/2016   USD     3.37
Deutsche Bank AG          3.20  12/22/2015   EUR    68.30
Deutsche Bank AG          3.20  12/22/2015   EUR    65.50
Deutsche Bank AG          3.20  12/22/2015   EUR    60.70
Deutsche Bank AG          3.20  12/22/2015   EUR    63.00
Deutsche Bank AG          3.20  12/22/2015   EUR    42.90
Deutsche Bank AG          3.20  12/22/2015   EUR    41.30
Deutsche Bank AG          3.20  12/22/2015   EUR    39.80
Deutsche Bank AG          3.20  12/22/2015   EUR    38.30
Deutsche Bank AG          3.20  12/22/2015   EUR    37.00
Deutsche Bank AG          8.20  12/22/2015   EUR    56.60
Deutsche Bank AG         10.00  12/22/2015   EUR    74.00
Deutsche Bank AG         10.00  12/22/2015   EUR    73.30
Deutsche Bank AG         10.00  12/22/2015   EUR    54.80
Deutsche Bank AG         10.00  12/22/2015   EUR    33.80
Deutsche Bank AG          7.20  12/22/2015   EUR    56.00
Credit Suisse AG/London   7.00   4/20/2016   USD    71.08
Notenstein La Roche Pri   8.20  10/20/2016   USD    60.03
Deutsche Bank AG          6.95  12/22/2015   EUR    43.62
Vontobel Financial Prod   7.25  12/28/2015   EUR    38.56
BNP Paribas Emissions-    9.00   1/21/2016   EUR    42.05
Leonteq Securities AG/G   8.04   4/21/2016   USD    62.69
Leonteq Securities AG/G  12.40   4/27/2016   CHF    49.21
Leonteq Securities AG/G  10.40   4/27/2016   CHF    27.45
Leonteq Securities AG/G  13.60   4/27/2016   USD    59.19
Leonteq Securities AG     5.20   11/7/2016   CHF    60.94
Vontobel Financial Prod   7.95  12/28/2015   EUR    63.20
Vontobel Financial Prod   3.10  12/28/2015   EUR    74.48
Vontobel Financial Prod   6.75  12/28/2015   EUR    43.15
Deutsche Bank AG          3.20  12/22/2015   EUR    74.50
Deutsche Bank AG          3.20  12/22/2015   EUR    71.20
Deutsche Bank AG          3.20  12/22/2015   EUR    44.70
Deutsche Bank AG          3.20  12/22/2015   EUR    48.80
Deutsche Bank AG          3.20  12/22/2015   EUR    46.70
Deutsche Bank AG          6.20  12/22/2015   EUR    44.80
Deutsche Bank AG          5.20  12/22/2015   EUR    44.80
Deutsche Bank AG          6.20  12/22/2015   EUR    43.00
Deutsche Bank AG          5.20  12/22/2015   EUR    43.00
Deutsche Bank AG          6.20  12/22/2015   EUR    68.30
Deutsche Bank AG          5.20  12/22/2015   EUR    68.30
HSBC Trinkaus & Burkhar   8.70  12/28/2015   EUR    39.98
Leonteq Securities AG/G  12.40    2/3/2016   CHF    26.30
Vontobel Financial Prod   8.70  12/28/2015   EUR    42.56
Notenstein La Roche Pri  10.00   4/29/2016   CHF    57.32
Goldman Sachs & Co Wert   7.00  12/23/2015   EUR    63.19
Goldman Sachs & Co Wert  11.00  12/23/2015   EUR    63.28
Goldman Sachs & Co Wert   4.00   3/23/2016   EUR    64.00
Goldman Sachs & Co Wert   6.00  12/23/2015   EUR    41.51
Goldman Sachs & Co Wert   7.00  12/23/2015   EUR    41.53
Goldman Sachs & Co Wert   8.00  12/23/2015   EUR    41.56
Goldman Sachs & Co Wert  10.00  12/23/2015   EUR    41.60
Goldman Sachs & Co Wert  11.00  12/23/2015   EUR    41.62
Goldman Sachs & Co Wert  11.00  12/23/2015   EUR    41.62
Goldman Sachs & Co Wert   7.00   3/23/2016   EUR    43.28
Goldman Sachs & Co Wert  11.00  12/23/2015   EUR    63.29
Goldman Sachs & Co Wert  10.00   3/23/2016   EUR    65.78
Goldman Sachs & Co Wert   6.00  12/23/2015   EUR    48.80
Goldman Sachs & Co Wert  10.00  12/23/2015   EUR    43.10
Goldman Sachs & Co Wert  13.00  12/23/2015   EUR    40.03
Goldman Sachs & Co Wert   5.00   3/23/2016   EUR    52.63
Goldman Sachs & Co Wert   6.00   3/23/2016   EUR    50.60
Goldman Sachs & Co Wert   7.00   3/23/2016   EUR    48.77
Goldman Sachs & Co Wert  10.00   3/23/2016   EUR    44.21
Goldman Sachs & Co Wert  11.00   3/23/2016   EUR    42.96
Deutsche Bank AG          5.20  12/22/2015   EUR    74.50
Deutsche Bank AG          6.20  12/22/2015   EUR    74.50
Deutsche Bank AG          7.20  12/22/2015   EUR    74.60
Deutsche Bank AG          7.20  12/22/2015   EUR    71.30
Deutsche Bank AG          5.20  12/22/2015   EUR    71.30
Deutsche Bank AG          7.20  12/22/2015   EUR    68.40
Deutsche Bank AG          7.20  12/22/2015   EUR    46.80
Deutsche Bank AG          6.20  12/22/2015   EUR    46.80
Deutsche Bank AG          5.20  12/22/2015   EUR    46.70
Deutsche Bank AG          7.20  12/22/2015   EUR    44.80
Deutsche Bank AG          7.20  12/22/2015   EUR    43.10
Deutsche Bank AG          8.20  12/22/2015   EUR    65.70
Deutsche Bank AG          8.20  12/22/2015   EUR    43.10
DZ Bank AG Deutsche Zen   9.00  12/28/2015   EUR    65.90
Leonteq Securities AG/G   9.07    5/3/2016   GBP    61.29
DZ Bank AG Deutsche Zen  12.50   6/24/2016   EUR    58.83
Royal Bank of Scotland    1.69  11/14/2016   GBP
Royal Bank of Scotland    6.20    9/7/2018   GBP     1.06
Lehman Brothers Treasur   7.50   2/14/2010   AUD     3.10
Lehman Brothers Treasur  10.00  10/23/2008   USD     3.10
Lehman Brothers Treasur  10.00  10/22/2008   USD     3.10
Glitnir HF                5.31  12/24/2012   USD    27.13
Lehman Brothers Treasur   6.60   5/23/2012   AUD     3.10
Lehman Brothers Treasur   3.45   5/23/2013   USD     3.10
Lehman Brothers Treasur  16.00  10/28/2008   USD     3.10
Lehman Brothers Treasur   5.50   4/23/2014   EUR     3.10
Lehman Brothers Treasur   5.00   2/15/2018   EUR     3.10
Lehman Brothers Treasur  16.20   5/14/2009   USD     3.10
Lehman Brothers Treasur  10.60   4/22/2014   MXN     3.10
Lehman Brothers Treasur  16.00   11/9/2008   USD     3.10
Lehman Brothers Treasur   9.75   6/22/2018   USD     3.10
Lehman Brothers Treasur   4.60    8/1/2013   EUR     3.10
Lehman Brothers Treasur   8.00   5/22/2009   USD     3.10
Lehman Brothers Treasur   7.60    3/4/2010   NZD     3.10
Lehman Brothers Treasur  17.00    6/2/2009   USD     3.10
Lehman Brothers Treasur  23.30   9/16/2008   USD     3.10
Lehman Brothers Treasur   3.00    6/3/2010   EUR     3.10
Lehman Brothers Treasur  12.40   6/12/2009   USD     3.10
Lehman Brothers Treasur  10.00   6/17/2009   USD     3.10
Lehman Brothers Treasur   0.50    6/2/2020   EUR     3.10
Lehman Brothers Treasur  11.00    7/4/2011   USD     3.10
Lehman Brothers Treasur  12.00    7/4/2011   EUR     3.10
Lehman Brothers Treasur   5.50    7/8/2013   EUR     3.10
Lehman Brothers Treasur  16.00  12/26/2008   USD     3.10
Lehman Brothers Treasur  13.43    1/8/2009   ILS     3.10
Lehman Brothers Treasur   0.50    7/2/2020   EUR     3.10
Lehman Brothers Treasur   7.75    1/3/2012   AUD     3.10
Lehman Brothers Treasur   3.10    6/4/2010   USD     3.10
Lehman Brothers Treasur   2.50   8/15/2012   CHF     3.10
Lehman Brothers Treasur  13.15  10/30/2008   USD     3.10
Lehman Brothers Treasur   9.25   6/20/2012   USD     3.10
DZ Bank AG Deutsche Zen  11.75  11/25/2016   EUR    74.67
Vontobel Financial Prod  10.40   3/29/2016   EUR    73.63
Vontobel Financial Prod   8.60   3/11/2016   EUR    58.48
Vontobel Financial Prod  10.35   3/11/2016   EUR    57.02
Vontobel Financial Prod   8.80   6/10/2016   EUR    60.62
Vontobel Financial Prod   9.00    9/9/2016   EUR    58.53
DZ Bank AG Deutsche Zen   5.50   3/21/2016   EUR    63.60
DZ Bank AG Deutsche Zen   5.60   6/20/2016   EUR    62.28
DZ Bank AG Deutsche Zen   6.20   6/20/2016   EUR    61.37
DZ Bank AG Deutsche Zen   7.40  12/21/2015   EUR    55.23
DZ Bank AG Deutsche Zen   6.90   3/21/2016   EUR    56.93
DZ Bank AG Deutsche Zen   6.70   6/20/2016   EUR    57.98
Societe Generale SA       9.00   4/29/2016   CHF    57.95
Vontobel Financial Prod   6.60   6/10/2016   EUR    74.89
Vontobel Financial Prod   7.75   6/10/2016   EUR    73.56
UniCredit Bank AG         4.00   6/24/2016   EUR    48.27
UniCredit Bank AG         4.00   6/24/2016   EUR    54.56
UniCredit Bank AG         4.00   6/24/2016   EUR    55.99
Goldman Sachs & Co Wert  15.00   3/23/2016   EUR    73.01
Goldman Sachs & Co Wert  20.00   1/20/2016   EUR    71.88
Goldman Sachs & Co Wert  25.00   1/20/2016   EUR    68.26
Goldman Sachs & Co Wert  18.00   2/24/2016   EUR    73.45
Goldman Sachs & Co Wert  21.00   3/23/2016   EUR    71.54
Goldman Sachs & Co Wert  18.00   6/22/2016   EUR    74.11
Goldman Sachs & Co Wert  21.00   4/20/2016   EUR    74.29
Goldman Sachs & Co Wert  22.00  12/23/2015   EUR    62.56
Goldman Sachs & Co Wert  12.00   1/20/2016   EUR    67.37
Goldman Sachs & Co Wert  20.00   1/20/2016   EUR    60.81
Goldman Sachs & Co Wert   8.00   2/24/2016   EUR    74.53
Goldman Sachs & Co Wert  21.00   3/23/2016   EUR    61.49
Goldman Sachs & Co Wert  14.00   4/20/2016   EUR    67.21
Goldman Sachs & Co Wert  19.00   4/20/2016   EUR    62.43
Goldman Sachs & Co Wert  13.00   6/22/2016   EUR    69.12
Goldman Sachs & Co Wert  16.00   9/21/2016   EUR    68.26
Goldman Sachs & Co Wert  14.00   9/21/2016   EUR    69.77
Goldman Sachs & Co Wert  23.00   3/23/2016   EUR    74.28
Goldman Sachs & Co Wert  10.00  12/23/2015   EUR    71.34
Goldman Sachs & Co Wert  17.00   6/22/2016   EUR    64.39
Goldman Sachs & Co Wert  21.00   4/20/2016   EUR    44.59
Goldman Sachs & Co Wert  15.00   6/22/2016   EUR    68.89
Bank Julius Baer & Co L   8.00    4/8/2016   EUR    72.30
Deutsche Bank AG          5.00   4/15/2016   EUR    67.38
WGZ-Bank AG Westdeutsch   4.00  12/17/2015   EUR    73.35
WGZ-Bank AG Westdeutsch   5.00  12/17/2015   EUR    70.44
WGZ-Bank AG Westdeutsch   6.00  12/17/2015   EUR    69.09
Notenstein La Roche Pri   4.20   4/10/2018   EUR    60.11
UBS AG/London             6.75    4/1/2016   CHF    55.00
HSBC Trinkaus & Burkhar   6.00   4/26/2016   EUR    69.70
UBS AG/London            10.40   3/11/2016   EUR    72.47
UBS AG/London             3.20   12/9/2016   EUR    58.39
UBS AG/London             4.10   3/11/2016   EUR    61.52
Notenstein Finance Guer   9.00    4/1/2019   EUR    48.65
Vontobel Financial Prod   9.30   6/10/2016   EUR    74.57
Vontobel Financial Prod   7.70   6/10/2016   EUR    56.60
Vontobel Financial Prod   6.30   6/10/2016   EUR    58.18
Vontobel Financial Prod   5.00   6/10/2016   EUR    60.01
Vontobel Financial Prod   3.85   6/10/2016   EUR    62.07
Vontobel Financial Prod  10.80   6/10/2016   EUR    54.06
Vontobel Financial Prod  12.45   6/10/2016   EUR    53.06
Vontobel Financial Prod   2.80   6/17/2016   EUR    64.53
Vontobel Financial Prod   9.25   6/10/2016   EUR    55.25
Vontobel Financial Prod  13.50   3/11/2016   EUR    50.69
Vontobel Financial Prod  11.40   3/11/2016   EUR    52.03
Vontobel Financial Prod   9.40   3/11/2016   EUR    53.52
Vontobel Financial Prod   7.55   3/11/2016   EUR    55.22
Vontobel Financial Prod   5.85   3/11/2016   EUR    57.14
Vontobel Financial Prod   4.40   3/11/2016   EUR    59.32
Vontobel Financial Prod   3.15   3/11/2016   EUR    61.78
Vontobel Financial Prod  10.30   3/11/2016   EUR    70.92
Vontobel Financial Prod   8.55   3/11/2016   EUR    73.27
Vontobel Financial Prod   9.05   6/10/2016   EUR    72.58
Vontobel Financial Prod   7.70   6/10/2016   EUR    74.57
Vontobel Financial Prod   7.65   3/29/2016   EUR    74.21
Vontobel Financial Prod  12.15    4/6/2016   EUR    53.44
Vontobel Financial Prod   6.00   3/11/2016   EUR    74.51
Vontobel Financial Prod   7.20   3/11/2016   EUR    72.40
Vontobel Financial Prod   8.50   3/11/2016   EUR    70.42
Vontobel Financial Prod   9.90   3/11/2016   EUR    68.66
Vontobel Financial Prod  11.35   3/11/2016   EUR    67.00
Vontobel Financial Prod  10.70   6/10/2016   EUR    69.44
Vontobel Financial Prod   9.60   6/10/2016   EUR    70.88
Vontobel Financial Prod   8.45   6/10/2016   EUR    72.40
Vontobel Financial Prod   7.35   6/10/2016   EUR    74.06
Vontobel Financial Prod   8.55    9/9/2016   EUR    72.48
Vontobel Financial Prod   3.30   6/10/2016   EUR    55.96
Vontobel Financial Prod   7.30   6/10/2016   EUR    56.68
Vontobel Financial Prod   9.40   6/10/2016   EUR    54.92
Vontobel Financial Prod   8.05   6/10/2016   EUR    55.85
Vontobel Financial Prod   5.40   6/10/2016   EUR    58.86
Vontobel Financial Prod   3.70   6/10/2016   EUR    61.40
Vontobel Financial Prod   6.50   6/10/2016   EUR    57.49
Vontobel Financial Prod   3.10   3/11/2016   EUR    61.45
Vontobel Financial Prod   5.00   3/11/2016   EUR    58.33
Vontobel Financial Prod   7.25   3/11/2016   EUR    55.70
Vontobel Financial Prod   8.30   3/11/2016   EUR    54.77
Vontobel Financial Prod   9.95   3/11/2016   EUR    53.50
Vontobel Financial Prod   8.25   6/10/2016   EUR    64.37
Vontobel Financial Prod   8.55    9/9/2016   EUR    61.79
Vontobel Financial Prod   6.35    9/9/2016   EUR    64.23
Vontobel Financial Prod   4.45    9/9/2016   EUR    67.43
Vontobel Financial Prod   4.90   3/11/2016   EUR    66.51
Vontobel Financial Prod   7.80   3/11/2016   EUR    62.44
Vontobel Financial Prod   5.75   6/10/2016   EUR    67.12
Vontobel Financial Prod   4.45   6/10/2016   EUR    53.92
Vontobel Financial Prod   5.90    9/9/2016   EUR    59.47
Vontobel Financial Prod   4.80    9/9/2016   EUR    61.07
Vontobel Financial Prod   2.90    9/9/2016   EUR    65.07
Vontobel Financial Prod   8.30    9/9/2016   EUR    56.93
Vontobel Financial Prod   9.55    9/9/2016   EUR    55.92
Vontobel Financial Prod   7.05    9/9/2016   EUR    58.08
DZ Bank AG Deutsche Zen  10.30   3/23/2016   EUR    67.90
DZ Bank AG Deutsche Zen   6.50   3/23/2016   EUR    71.75
WGZ-Bank AG Westdeutsch   4.50   9/27/2016   EUR    60.31
Vontobel Financial Prod   5.80   6/10/2016   EUR    53.38
Goldman Sachs & Co Wert   7.00   4/20/2016   EUR    71.55
Goldman Sachs & Co Wert  11.00   4/20/2016   EUR    69.97
Goldman Sachs & Co Wert  11.00   4/20/2016   EUR    69.97
Goldman Sachs & Co Wert  11.00   4/20/2016   EUR    69.97
Goldman Sachs & Co Wert   7.00   2/24/2016   EUR    54.83
Leonteq Securities AG    12.00   7/15/2016   CHF    74.18
Vontobel Financial Prod   6.50   3/11/2016   EUR    70.17
Vontobel Financial Prod   6.50   6/10/2016   EUR    53.72
Vontobel Financial Prod   5.75   3/11/2016   EUR    52.52
Goldman Sachs & Co Wert  10.00   3/23/2016   EUR    56.21
Goldman Sachs & Co Wert  10.00   3/23/2016   EUR    56.21
Vontobel Financial Prod   3.95   3/11/2016   EUR    74.08
Vontobel Financial Prod   5.85   3/11/2016   EUR    74.54
Vontobel Financial Prod   4.85   6/10/2016   EUR    72.89
Vontobel Financial Prod   4.80   3/11/2016   EUR    67.29
Vontobel Financial Prod   6.60   3/11/2016   EUR    67.72
Vontobel Financial Prod   5.60   6/10/2016   EUR    68.69
Commerzbank AG            6.00   3/24/2016   EUR    45.93
Vontobel Financial Prod  12.95  12/23/2016   EUR    71.39
Vontobel Financial Prod   8.05   4/22/2016   EUR    73.96
Vontobel Financial Prod  13.90  12/23/2016   EUR    67.33
Vontobel Financial Prod  13.95  12/23/2016   EUR    67.80
Vontobel Financial Prod   7.50   4/22/2016   EUR    69.26
Vontobel Financial Prod   8.00   4/22/2016   EUR    73.18
Vontobel Financial Prod  10.00   4/22/2016   EUR    66.17
DekaBank Deutsche Giroz   2.50   3/31/2017   EUR    66.69
DZ Bank AG Deutsche Zen   6.70  12/28/2015   EUR    72.83
DZ Bank AG Deutsche Zen   7.30  12/28/2015   EUR    71.44
DZ Bank AG Deutsche Zen   6.00  12/28/2015   EUR    73.39
DZ Bank AG Deutsche Zen   6.50  12/28/2015   EUR    72.00
DZ Bank AG Deutsche Zen   7.25   9/23/2016   EUR    46.18
DZ Bank AG Deutsche Zen   8.25   9/23/2016   EUR    46.96
DZ Bank AG Deutsche Zen   8.50   3/29/2016   EUR    73.34
DZ Bank AG Deutsche Zen   7.50   9/23/2016   EUR    74.51
DZ Bank AG Deutsche Zen   8.50   3/29/2016   EUR    68.23
DZ Bank AG Deutsche Zen   8.25   6/24/2016   EUR    70.08
DZ Bank AG Deutsche Zen   6.75   9/23/2016   EUR    70.76
DZ Bank AG Deutsche Zen   7.50   9/23/2016   EUR    71.35
DZ Bank AG Deutsche Zen   5.00   9/23/2016   EUR    67.42
DZ Bank AG Deutsche Zen   7.00   9/23/2016   EUR    47.90
DZ Bank AG Deutsche Zen   7.50   6/24/2016   EUR    56.68
Zurcher Kantonalbank Fi   7.12   4/15/2016   EUR    61.03
Credit Suisse AG/Nassau   6.25  10/17/2016   EUR    54.64
Bank Julius Baer & Co L   8.90   4/15/2016   CHF    69.50
DZ Bank AG Deutsche Zen   7.50  12/21/2015   EUR    69.02
DZ Bank AG Deutsche Zen   5.25   3/29/2016   EUR    63.56
DZ Bank AG Deutsche Zen   5.25   3/29/2016   EUR    72.91
DZ Bank AG Deutsche Zen  16.00   3/29/2016   EUR    31.58
DZ Bank AG Deutsche Zen   5.50   3/29/2016   EUR    62.28
DZ Bank AG Deutsche Zen   9.25   3/29/2016   EUR    69.72
Vontobel Financial Prod   5.60   3/29/2016   EUR    73.83
Vontobel Financial Prod   6.50   4/22/2016   EUR    73.93
Notenstein La Roche Pri   8.30  10/17/2016   USD    56.31
Notenstein La Roche Pri   7.30  10/17/2016   EUR    57.28
Notenstein La Roche Pri   7.24  10/13/2016   EUR    59.03
Leonteq Securities AG    12.00   7/20/2016   CHF    38.01
Leonteq Securities AG    10.00   7/20/2016   CHF    72.10
Leonteq Securities AG    10.00   1/20/2016   USD    62.88
Deutsche Bank AG          7.20   3/22/2016   EUR    74.00
Deutsche Bank AG          6.20   3/22/2016   EUR    73.70
Deutsche Bank AG          5.20   9/20/2016   EUR    73.20
Deutsche Bank AG          6.20   9/20/2016   EUR    74.00
Deutsche Bank AG          5.20  12/22/2015   EUR    72.20
Deutsche Bank AG          7.20  12/22/2015   EUR    72.20
Deutsche Bank AG          6.20  12/22/2015   EUR    72.20
Deutsche Bank AG          7.20   6/21/2016   EUR    73.00
Deutsche Bank AG          5.20   3/22/2016   EUR    73.40
Deutsche Bank AG          6.20   6/21/2016   EUR    72.50
Deutsche Bank AG          7.20   9/20/2016   EUR    74.70
Deutsche Bank AG          5.20   6/21/2016   EUR    72.00
Vontobel Financial Prod   9.00   3/29/2016   EUR    47.58
Vontobel Financial Prod  10.40  12/28/2015   EUR    45.49
Vontobel Financial Prod  13.75  12/28/2015   EUR    42.96
Vontobel Financial Prod   9.85  12/28/2015   EUR    73.74
Vontobel Financial Prod  11.40   3/29/2016   EUR    45.68
Deutsche Bank AG          6.20  12/22/2015   EUR    74.90
Deutsche Bank AG          5.20  12/22/2015   EUR    74.90
Deutsche Bank AG          7.20  12/22/2015   EUR    75.00
Zurcher Kantonalbank Fi   6.50   4/10/2018   CHF    65.28
Vontobel Financial Prod   9.35   3/29/2016   EUR    73.87
Vontobel Financial Prod  11.00  12/28/2015   EUR    72.88
Vontobel Financial Prod   9.60   3/29/2016   EUR    68.07
Vontobel Financial Prod  11.25  12/28/2015   EUR    66.18
Vontobel Financial Prod  10.90  12/28/2015   EUR    74.33
Landesbank Hessen-Thuer   9.50   5/15/2020   EUR    74.92
Deutsche Bank AG          6.20  12/22/2015   EUR    60.70
Deutsche Bank AG          5.20  12/22/2015   EUR    60.70
Deutsche Bank AG          5.20  12/22/2015   EUR    57.10
Deutsche Bank AG          6.20  12/22/2015   EUR    57.20
Deutsche Bank AG          6.20  12/22/2015   EUR    54.00
Deutsche Bank AG          5.20  12/22/2015   EUR    54.00
Deutsche Bank AG          6.20  12/22/2015   EUR    51.20
Deutsche Bank AG          5.20  12/22/2015   EUR    51.10
Deutsche Bank AG          6.20   3/22/2016   EUR    62.30
Deutsche Bank AG          5.20   3/22/2016   EUR    62.00
Deutsche Bank AG          5.20   3/22/2016   EUR    58.40
Deutsche Bank AG          6.20   3/22/2016   EUR    58.70
Deutsche Bank AG          6.20   3/22/2016   EUR    55.50
Deutsche Bank AG          5.20   3/22/2016   EUR    55.30
Deutsche Bank AG          5.20   3/22/2016   EUR    52.40
Deutsche Bank AG          6.20   3/22/2016   EUR    52.70
Deutsche Bank AG          6.20   6/21/2016   EUR    62.50
Deutsche Bank AG          5.20   6/21/2016   EUR    62.00
Deutsche Bank AG          6.20   6/21/2016   EUR    59.10
Deutsche Bank AG          5.20   6/21/2016   EUR    58.50
Deutsche Bank AG          6.20   6/21/2016   EUR    56.00
Deutsche Bank AG          5.20   6/21/2016   EUR    55.50
Deutsche Bank AG          5.20   6/21/2016   EUR    52.70
Deutsche Bank AG          6.20   6/21/2016   EUR    53.30
Deutsche Bank AG          6.20   9/20/2016   EUR    63.70
Deutsche Bank AG          5.20   9/20/2016   EUR    63.00
Deutsche Bank AG          6.20   9/20/2016   EUR    60.40
Deutsche Bank AG          5.20   9/20/2016   EUR    59.60
Deutsche Bank AG          5.20   9/20/2016   EUR    56.60
Deutsche Bank AG          6.20   9/20/2016   EUR    57.40
Deutsche Bank AG          5.20   9/20/2016   EUR    53.90
Deutsche Bank AG          6.20   9/20/2016   EUR    54.70
Deutsche Bank AG          5.20   6/21/2016   EUR    75.00
Zurcher Kantonalbank Fi  12.29   4/22/2016   EUR    74.52
Vontobel Financial Prod   3.25   6/24/2016   EUR    71.35
Vontobel Financial Prod   3.50   3/29/2016   EUR    71.72
Vontobel Financial Prod   3.10  12/23/2016   EUR    71.84
Vontobel Financial Prod   3.20   9/23/2016   EUR    71.74
Goldman Sachs & Co Wert  20.00   3/23/2016   EUR    68.10
Goldman Sachs & Co Wert  14.00   5/25/2016   EUR    72.84
Goldman Sachs & Co Wert  19.00   5/25/2016   EUR    69.02
Goldman Sachs & Co Wert  18.00   5/25/2016   EUR    68.24
Goldman Sachs & Co Wert  21.00   5/25/2016   EUR    65.83
Goldman Sachs & Co Wert  22.00   4/20/2016   EUR    60.69
Goldman Sachs & Co Wert  13.00   5/25/2016   EUR    68.12
Goldman Sachs & Co Wert  18.00   5/25/2016   EUR    63.84
Goldman Sachs & Co Wert  21.00   5/25/2016   EUR    62.39
Goldman Sachs & Co Wert   6.00   4/20/2016   EUR    70.15
Goldman Sachs & Co Wert  22.00   4/20/2016   EUR    56.04
Goldman Sachs & Co Wert   6.00   5/25/2016   EUR    70.55
Goldman Sachs & Co Wert   9.00   5/25/2016   EUR    66.97
Goldman Sachs & Co Wert  15.00   5/25/2016   EUR    61.47
Goldman Sachs & Co Wert  18.00   5/25/2016   EUR    59.42
Goldman Sachs & Co Wert  22.00   5/25/2016   EUR    58.20
Goldman Sachs & Co Wert   8.00   9/21/2016   EUR    65.95
Goldman Sachs & Co Wert  22.00   2/24/2016   EUR    60.85
Goldman Sachs & Co Wert   6.00   5/25/2016   EUR    73.56
Goldman Sachs & Co Wert   8.00   5/25/2016   EUR    70.82
Goldman Sachs & Co Wert  10.00   5/25/2016   EUR    68.38
Goldman Sachs & Co Wert  15.00   5/25/2016   EUR    64.66
Goldman Sachs & Co Wert  18.00   5/25/2016   EUR    63.46
Goldman Sachs & Co Wert  24.00   1/20/2016   EUR    72.75
Goldman Sachs & Co Wert  22.00   2/24/2016   EUR    74.68
Goldman Sachs & Co Wert  22.00   3/23/2016   EUR    73.96
Goldman Sachs & Co Wert  20.00   5/25/2016   EUR    73.57
Goldman Sachs & Co Wert   5.00   5/25/2016   EUR    56.94
Goldman Sachs & Co Wert   6.00   5/25/2016   EUR    54.75
Goldman Sachs & Co Wert   9.00   5/25/2016   EUR    51.47
Goldman Sachs & Co Wert  14.00   5/25/2016   EUR    48.07
Goldman Sachs & Co Wert  20.00   5/25/2016   EUR    46.28
Goldman Sachs & Co Wert  22.00   5/25/2016   EUR    45.89
Goldman Sachs & Co Wert  21.00   6/22/2016   EUR    47.13
Goldman Sachs & Co Wert  22.00   3/23/2016   EUR    63.00
Goldman Sachs & Co Wert   9.00   5/25/2016   EUR    74.80
Goldman Sachs & Co Wert  14.00   5/25/2016   EUR    69.47
Goldman Sachs & Co Wert  19.00   5/25/2016   EUR    65.36
Goldman Sachs & Co Wert   5.00   5/25/2016   EUR    65.59
Goldman Sachs & Co Wert  10.00   5/25/2016   EUR    57.72
Goldman Sachs & Co Wert  15.00   5/25/2016   EUR    54.09
Goldman Sachs & Co Wert  19.00   5/25/2016   EUR    52.63
Goldman Sachs & Co Wert  16.00   9/21/2016   EUR    56.38
Goldman Sachs & Co Wert  21.00   5/25/2016   EUR    74.44
Goldman Sachs & Co Wert  23.00   3/23/2016   EUR    63.67
Goldman Sachs & Co Wert  15.00   5/25/2016   EUR    71.11
Vontobel Financial Prod   3.85   6/24/2016   EUR    56.26
Vontobel Financial Prod   3.05   3/29/2016   EUR    57.22
Vontobel Financial Prod   3.55  12/23/2016   EUR    57.57
Vontobel Financial Prod   3.70   9/23/2016   EUR    56.93
Vontobel Financial Prod   3.25  12/23/2016   EUR    65.96
Vontobel Financial Prod   3.45   9/23/2016   EUR    65.57
Vontobel Financial Prod   3.70   6/24/2016   EUR    65.05
Vontobel Financial Prod   3.00   3/29/2016   EUR    64.84
Societe Generale Effekt   2.21  12/29/2015   EUR    71.98
Societe Generale Effekt   2.90  12/29/2015   EUR    69.91
Societe Generale Effekt   3.65  12/29/2015   EUR    67.97
Societe Generale Effekt   4.51  12/29/2015   EUR    66.15
Societe Generale Effekt   5.43  12/29/2015   EUR    64.43
Societe Generale Effekt   2.65    1/6/2016   EUR    74.31
Societe Generale Effekt   3.24    1/6/2016   EUR    72.13
Societe Generale Effekt   3.94    1/6/2016   EUR    70.09
Societe Generale Effekt   4.70    1/6/2016   EUR    68.17
Societe Generale Effekt   5.55    1/6/2016   EUR    66.35
Societe Generale Effekt   6.48    1/6/2016   EUR    64.66
Societe Generale Effekt   2.54   3/29/2016   EUR    73.95
Societe Generale Effekt   3.21   3/29/2016   EUR    71.99
Societe Generale Effekt   3.96   3/29/2016   EUR    70.16
Societe Generale Effekt   4.78   3/29/2016   EUR    68.46
Societe Generale Effekt   5.68   3/29/2016   EUR    66.88
Societe Generale Effekt   6.64   3/29/2016   EUR    65.42
Societe Generale Effekt   3.76    4/7/2016   EUR    74.35
Societe Generale Effekt   4.46    4/7/2016   EUR    72.43
Societe Generale Effekt   5.22    4/7/2016   EUR    70.62
Societe Generale Effekt   6.06    4/7/2016   EUR    68.94
Societe Generale Effekt   6.97    4/7/2016   EUR    67.39
Societe Generale Effekt   7.95    4/7/2016   EUR    65.96
Societe Generale Effekt   3.60   6/24/2016   EUR    73.78
Societe Generale Effekt   4.32   6/24/2016   EUR    72.05
Societe Generale Effekt   5.15   6/24/2016   EUR    70.45
Societe Generale Effekt   6.03   6/24/2016   EUR    68.95
Societe Generale Effekt   6.98   6/24/2016   EUR    67.57
Societe Generale Effekt   7.98   6/24/2016   EUR    66.30
Societe Generale Effekt   4.67    7/7/2016   EUR    74.28
Societe Generale Effekt   5.44    7/7/2016   EUR    72.59
Societe Generale Effekt   6.25    7/7/2016   EUR    71.01
Societe Generale Effekt   7.13    7/7/2016   EUR    69.54
Societe Generale Effekt   8.09    7/7/2016   EUR    68.18
Societe Generale Effekt   9.09    7/7/2016   EUR    66.93
Societe Generale Effekt   4.75   9/23/2016   EUR    74.40
Societe Generale Effekt   5.56   9/23/2016   EUR    72.89
Societe Generale Effekt   6.43   9/23/2016   EUR    71.48
Societe Generale Effekt   7.36   9/23/2016   EUR    70.18
Societe Generale Effekt   8.35   9/23/2016   EUR    68.97
Societe Generale Effekt   9.37   9/23/2016   EUR    67.86
Societe Generale Effekt   5.86  10/10/2016   EUR    73.91
Societe Generale Effekt   6.68  10/10/2016   EUR    72.43
Societe Generale Effekt   7.54  10/10/2016   EUR    71.05
Societe Generale Effekt   8.47  10/10/2016   EUR    69.76
Societe Generale Effekt   9.45  10/10/2016   EUR    68.57
Societe Generale Effekt  10.48  10/10/2016   EUR    66.99
Goldman Sachs & Co Wert   6.00   5/25/2016   EUR    74.87
Goldman Sachs & Co Wert  12.00   5/25/2016   EUR    74.63
Goldman Sachs & Co Wert  10.00   3/23/2016   EUR    68.88
Vontobel Financial Prod   6.75   4/11/2016   EUR    60.07
DekaBank Deutsche Giroz   4.30   10/7/2016   EUR    74.43
DekaBank Deutsche Giroz   4.20   10/7/2016   EUR    55.08
DekaBank Deutsche Giroz   3.00    4/1/2016   EUR    65.30
Bank Julius Baer & Co L   9.10   4/14/2016   CHF    72.30
Vontobel Financial Prod   8.30   3/29/2016   EUR    56.37
Vontobel Financial Prod   7.05  12/28/2015   EUR    57.35
Vontobel Financial Prod  11.60   4/14/2016   EUR    42.74
Vontobel Financial Prod  10.25  12/28/2015   EUR    54.29
Vontobel Financial Prod   3.95   3/29/2016   EUR    61.84
DZ Bank AG Deutsche Zen   7.40  12/21/2015   EUR    68.04
DZ Bank AG Deutsche Zen   6.50   3/21/2016   EUR    69.62
DZ Bank AG Deutsche Zen   6.50   6/20/2016   EUR    71.09
DZ Bank AG Deutsche Zen  10.50   3/29/2016   EUR    59.62
BNP Paribas Emissions-   10.00   1/21/2016   EUR    68.92
BNP Paribas Emissions-    4.00   1/21/2016   EUR    68.80
BNP Paribas Emissions-    4.00   7/21/2016   EUR    68.80
BNP Paribas Emissions-    5.50   7/21/2016   EUR    67.30
Zurcher Kantonalbank Fi   8.20   4/15/2016   EUR    74.22
DZ Bank AG Deutsche Zen   6.50   3/29/2016   EUR    66.97
Commerzbank AG           16.50  12/24/2015   EUR    58.21
Commerzbank AG           15.00   3/24/2016   EUR    60.80
Commerzbank AG            8.50   3/24/2016   EUR    61.96
Commerzbank AG           12.50  12/24/2015   EUR    63.87
Commerzbank AG           11.00   1/21/2016   EUR    64.69
Commerzbank AG            9.50   3/24/2016   EUR    66.17
Vontobel Financial Prod  17.90    4/6/2016   EUR    57.09
Vontobel Financial Prod   8.50    4/6/2016   EUR    66.64
Leonteq Securities AG     5.50    5/4/2016   CHF    74.11
UniCredit Bank AG         6.25   6/10/2016   EUR    68.21
Commerzbank AG            5.75   3/24/2016   EUR    73.55
Commerzbank AG            7.75   3/24/2016   EUR    70.37
Commerzbank AG           10.00   3/24/2016   EUR    67.51
Commerzbank AG            5.00   3/24/2016   EUR    65.84
Commerzbank AG            7.00   3/24/2016   EUR    63.06
Commerzbank AG            9.25   3/24/2016   EUR    60.66
Commerzbank AG            5.75   3/24/2016   EUR    71.41
Commerzbank AG            5.00   3/24/2016   EUR    50.84
Commerzbank AG            7.00   3/24/2016   EUR    48.74
Commerzbank AG            9.25   3/24/2016   EUR    46.97
Commerzbank AG            7.50   3/24/2016   EUR    74.53
Commerzbank AG            9.75   3/24/2016   EUR    71.65
Commerzbank AG            5.00   3/24/2016   EUR    59.35
Commerzbank AG            7.00   3/24/2016   EUR    56.87
Commerzbank AG            9.25   3/24/2016   EUR    54.75
Commerzbank AG            5.00   3/24/2016   EUR    58.24
Commerzbank AG            7.25   3/24/2016   EUR    55.95
Vontobel Financial Prod   8.00   4/22/2016   EUR    73.65
Leonteq Securities AG     7.20   4/24/2017   EUR    62.99
HSBC Trinkaus & Burkhar  11.80  12/28/2015   EUR    74.31
HSBC Trinkaus & Burkhar  13.00   6/24/2016   EUR    44.92
HSBC Trinkaus & Burkhar  11.00   6/24/2016   EUR    45.92
HSBC Trinkaus & Burkhar   9.00   6/24/2016   EUR    47.14
HSBC Trinkaus & Burkhar  13.00   1/22/2016   EUR    42.00
HSBC Trinkaus & Burkhar  11.20   4/22/2016   EUR    44.43
HSBC Trinkaus & Burkhar  12.50  12/28/2015   EUR    70.96
HSBC Trinkaus & Burkhar  10.60   3/25/2016   EUR    73.40
HSBC Trinkaus & Burkhar  13.00   6/24/2016   EUR    71.14
HSBC Trinkaus & Burkhar  10.30   6/24/2016   EUR    73.62
HSBC Trinkaus & Burkhar   9.30   1/22/2016   EUR    74.47
HSBC Trinkaus & Burkhar  13.20  12/28/2015   EUR    62.81
HSBC Trinkaus & Burkhar   7.60  12/28/2015   EUR    68.85
HSBC Trinkaus & Burkhar  13.00   6/24/2016   EUR    65.86
HSBC Trinkaus & Burkhar  10.70   6/24/2016   EUR    68.10
HSBC Trinkaus & Burkhar   8.60   9/23/2016   EUR    70.86
HSBC Trinkaus & Burkhar  10.80   1/22/2016   EUR    65.56
HSBC Trinkaus & Burkhar   9.50   4/22/2016   EUR    67.55
HSBC Trinkaus & Burkhar  13.20   6/24/2016   EUR    57.55
HSBC Trinkaus & Burkhar  11.80   6/24/2016   EUR    58.48
HSBC Trinkaus & Burkhar   7.70   6/24/2016   EUR    62.03
HSBC Trinkaus & Burkhar   8.10   9/23/2016   EUR    62.10
HSBC Trinkaus & Burkhar  13.50   6/24/2016   EUR    45.81
HSBC Trinkaus & Burkhar  11.90   6/24/2016   EUR    46.46
HSBC Trinkaus & Burkhar   9.20   9/23/2016   EUR    48.79
HSBC Trinkaus & Burkhar  11.40   1/22/2016   EUR    44.24
HSBC Trinkaus & Burkhar   9.90   4/22/2016   EUR    46.49
HSBC Trinkaus & Burkhar  11.90  12/28/2015   EUR    66.82
HSBC Trinkaus & Burkhar  12.20   6/24/2016   EUR    67.49
HSBC Trinkaus & Burkhar   9.40   6/24/2016   EUR    70.55
HSBC Trinkaus & Burkhar   7.50   9/23/2016   EUR    73.42
HSBC Trinkaus & Burkhar   9.40   1/22/2016   EUR    70.22
HSBC Trinkaus & Burkhar   8.70   4/22/2016   EUR    71.48
HSBC Trinkaus & Burkhar  12.70  12/28/2015   EUR    51.88
HSBC Trinkaus & Burkhar  12.00   6/24/2016   EUR    55.03
HSBC Trinkaus & Burkhar   7.40   6/24/2016   EUR    58.92
HSBC Trinkaus & Burkhar   8.00   9/23/2016   EUR    59.05
HSBC Trinkaus & Burkhar   9.70   1/22/2016   EUR    54.37
HSBC Trinkaus & Burkhar   8.60   4/22/2016   EUR    56.34
HSBC Trinkaus & Burkhar  15.90   6/24/2016   EUR    62.08
HSBC Trinkaus & Burkhar  13.70   6/24/2016   EUR    64.46
HSBC Trinkaus & Burkhar  11.50   6/24/2016   EUR    67.04
HSBC Trinkaus & Burkhar   7.30   6/24/2016   EUR    73.86
HSBC Trinkaus & Burkhar   8.60  12/28/2015   EUR    74.31
HSBC Trinkaus & Burkhar  13.20   6/24/2016   EUR    69.53
HSBC Trinkaus & Burkhar  10.50   6/24/2016   EUR    72.74
HSBC Trinkaus & Burkhar  10.50   1/22/2016   EUR    72.10
HSBC Trinkaus & Burkhar   9.50   4/22/2016   EUR    73.91
HSBC Trinkaus & Burkhar   8.50   6/24/2016   EUR    68.49
HSBC Trinkaus & Burkhar   7.20   1/22/2016   EUR    69.50
HSBC Trinkaus & Burkhar   6.40   4/22/2016   EUR    70.93
HSBC Trinkaus & Burkhar  15.80  12/28/2015   EUR    73.15
HSBC Trinkaus & Burkhar  13.20   6/24/2016   EUR    73.92
HSBC Trinkaus & Burkhar  11.90  12/28/2015   EUR    52.01
HSBC Trinkaus & Burkhar  12.20  12/28/2015   EUR    57.53
HSBC Trinkaus & Burkhar   9.30   3/25/2016   EUR    61.44
HSBC Trinkaus & Burkhar  16.40  12/28/2015   EUR    69.25
HSBC Trinkaus & Burkhar  12.40   6/24/2016   EUR    73.73
HSBC Trinkaus & Burkhar  10.60   1/22/2016   EUR    74.53
HSBC Trinkaus & Burkhar  16.70  12/28/2015   EUR    71.39
HSBC Trinkaus & Burkhar  14.10   3/25/2016   EUR    74.14
HSBC Trinkaus & Burkhar  13.90   6/24/2016   EUR    74.05
HSBC Trinkaus & Burkhar  16.90  12/28/2015   EUR    61.94
HSBC Trinkaus & Burkhar  13.90   6/24/2016   EUR    65.01
HSBC Trinkaus & Burkhar  12.20   6/24/2016   EUR    66.51
HSBC Trinkaus & Burkhar   8.90   9/23/2016   EUR    71.10
HSBC Trinkaus & Burkhar  11.80   1/22/2016   EUR    66.90
HSBC Trinkaus & Burkhar  10.20   4/22/2016   EUR    69.08
Bank Julius Baer & Co L   6.40   4/18/2016   CHF    69.80
Deutsche Bank AG          4.20   9/20/2016   EUR    69.50
Deutsche Bank AG          4.20  12/20/2016   EUR    73.80
Deutsche Bank AG          6.20  12/22/2015   EUR    68.40
Deutsche Bank AG          4.20   3/22/2016   EUR    69.30
Deutsche Bank AG          6.20   3/22/2016   EUR    69.90
Deutsche Bank AG          6.20   9/20/2016   EUR    71.10
Deutsche Bank AG          6.20   6/21/2016   EUR    69.90
Deutsche Bank AG          4.20  12/22/2015   EUR    68.30
Deutsche Bank AG          4.20   6/21/2016   EUR    68.80
Deutsche Bank AG          4.20  12/20/2016   EUR    72.60
Deutsche Bank AG          6.20  12/20/2016   EUR    74.60
Deutsche Bank AG          6.20  12/20/2016   EUR    72.30
Deutsche Bank AG          4.20  12/20/2016   EUR    70.30
Deutsche Bank AG          6.20  12/22/2015   EUR    64.40
Deutsche Bank AG          4.20  12/20/2016   EUR    68.30
Deutsche Bank AG          4.20  12/22/2015   EUR    68.40
Deutsche Bank AG          4.20   3/22/2016   EUR    65.40
Deutsche Bank AG          6.20   9/20/2016   EUR    69.00
Deutsche Bank AG          4.20  12/20/2016   EUR    72.20
Deutsche Bank AG          4.20  12/20/2016   EUR    65.30
Deutsche Bank AG          4.20  12/22/2015   EUR    64.30
Deutsche Bank AG          6.20  12/20/2016   EUR    74.30
Deutsche Bank AG          6.20  12/22/2015   EUR    68.50
Deutsche Bank AG          6.20   3/22/2016   EUR    70.10
Deutsche Bank AG          6.20   9/20/2016   EUR    73.00
Deutsche Bank AG          4.20   9/20/2016   EUR    67.40
Deutsche Bank AG          6.20  12/20/2016   EUR    72.30
Deutsche Bank AG          4.20  12/20/2016   EUR    67.60
Deutsche Bank AG          4.20   3/22/2016   EUR    69.50
Deutsche Bank AG          4.20   6/21/2016   EUR    70.50
Deutsche Bank AG          4.20   6/21/2016   EUR    66.40
Deutsche Bank AG          4.20   9/20/2016   EUR    71.40
Deutsche Bank AG          4.20  12/20/2016   EUR    70.20
Deutsche Bank AG          6.20   3/22/2016   EUR    66.00
Deutsche Bank AG          6.20  12/20/2016   EUR    69.60
Deutsche Bank AG          6.20   6/21/2016   EUR    67.50
Deutsche Bank AG          6.20   6/21/2016   EUR    71.60
Deutsche Bank AG          6.20  12/20/2016   EUR    70.40
Deutsche Bank AG          4.20   6/21/2016   EUR    73.80
Deutsche Bank AG          6.20  12/20/2016   EUR    75.00
Deutsche Bank AG          6.20  12/20/2016   EUR    54.80
Deutsche Bank AG          6.20  12/20/2016   EUR    49.00
Deutsche Bank AG          4.20  12/20/2016   EUR    52.70
Deutsche Bank AG          4.20  12/20/2016   EUR    46.90
Deutsche Bank AG          4.20  12/20/2016   EUR    74.70
Deutsche Bank AG          4.20  12/20/2016   EUR    72.90
Deutsche Bank AG          6.20  12/20/2016   EUR    47.30
Deutsche Bank AG          6.20   6/21/2016   EUR    74.80
Deutsche Bank AG          4.20  12/20/2016   EUR    45.30
Deutsche Bank AG          4.20   9/20/2016   EUR    74.20
Deutsche Bank AG          7.20   6/21/2016   EUR    59.60
Deutsche Bank AG          4.20  12/20/2016   EUR    54.70
Deutsche Bank AG          7.20  12/22/2015   EUR    64.80
Deutsche Bank AG          6.20   6/21/2016   EUR    66.30
Deutsche Bank AG          6.20  12/22/2015   EUR    64.80
Deutsche Bank AG          7.20   9/20/2016   EUR    64.50
Deutsche Bank AG          6.20  12/22/2015   EUR    61.20
Deutsche Bank AG          5.20  12/22/2015   EUR    64.80
Deutsche Bank AG          7.20  12/22/2015   EUR    54.00
Deutsche Bank AG          4.20  12/20/2016   EUR    71.40
Deutsche Bank AG          7.20  12/22/2015   EUR    51.20
Deutsche Bank AG          6.20   3/22/2016   EUR    66.20
Deutsche Bank AG          5.20   6/21/2016   EUR    65.80
Deutsche Bank AG          5.20   9/20/2016   EUR    66.60
Deutsche Bank AG          4.20  12/22/2015   EUR    61.10
Deutsche Bank AG          7.20  12/22/2015   EUR    60.80
Deutsche Bank AG          7.20  12/22/2015   EUR    57.20
Deutsche Bank AG          7.20   3/22/2016   EUR    59.00
Deutsche Bank AG          7.20   6/21/2016   EUR    56.50
Deutsche Bank AG          7.20   6/21/2016   EUR    53.80
Deutsche Bank AG          6.20   9/20/2016   EUR    67.40
Deutsche Bank AG          7.20   9/20/2016   EUR    61.20
Deutsche Bank AG          7.20   9/20/2016   EUR    55.50
Deutsche Bank AG          7.20   3/22/2016   EUR    55.80
Deutsche Bank AG          7.20   3/22/2016   EUR    53.00
Deutsche Bank AG          7.20   9/20/2016   EUR    68.20
Deutsche Bank AG          6.20  12/20/2016   EUR    56.80
Deutsche Bank AG          6.20  12/20/2016   EUR    73.50
Deutsche Bank AG          5.20   3/22/2016   EUR    66.00
Deutsche Bank AG          7.20   6/21/2016   EUR    63.00
Deutsche Bank AG          4.20  12/20/2016   EUR    63.90
Deutsche Bank AG          7.20   3/22/2016   EUR    62.50
Deutsche Bank AG          7.20   9/20/2016   EUR    58.20
Vontobel Financial Prod   9.95   3/29/2016   EUR    73.69
Vontobel Financial Prod   7.30  12/28/2015   EUR    68.83
Vontobel Financial Prod   5.85   6/27/2016   EUR    70.35
Vontobel Financial Prod   8.95   3/29/2016   EUR    47.32
Vontobel Financial Prod  10.00  12/28/2015   EUR    58.77
Vontobel Financial Prod  11.50  12/28/2015   EUR    71.33
Vontobel Financial Prod   8.95   6/24/2016   EUR    74.26
Vontobel Financial Prod   9.50  12/28/2015   EUR    66.60
Vontobel Financial Prod   8.10   3/29/2016   EUR    68.63
Vontobel Financial Prod   9.15   6/24/2016   EUR    48.06
Vontobel Financial Prod   8.90   6/24/2016   EUR    55.41
Vontobel Financial Prod   8.35   6/24/2016   EUR    69.17
Vontobel Financial Prod  10.50  12/28/2015   EUR    69.41
Vontobel Financial Prod  10.00  12/28/2015   EUR    72.86
Vontobel Financial Prod   8.25   6/24/2016   EUR    74.38
Vontobel Financial Prod   9.15   6/24/2016   EUR    74.77
Vontobel Financial Prod  11.00   6/24/2016   EUR    45.67
Vontobel Financial Prod   9.40   3/29/2016   EUR    71.13
Vontobel Financial Prod  14.55  12/28/2015   EUR    40.62
Vontobel Financial Prod   6.05   3/29/2016   EUR    70.30
Vontobel Financial Prod   8.10   6/24/2016   EUR    70.45
Vontobel Financial Prod  10.65  12/28/2015   EUR    45.08
Vontobel Financial Prod   8.15   3/29/2016   EUR    74.84
Vontobel Financial Prod   8.35   6/24/2016   EUR    72.55
Vontobel Financial Prod  11.90   3/29/2016   EUR    43.50
Vontobel Financial Prod   7.55   6/24/2016   EUR    73.95
Vontobel Financial Prod   8.25   3/29/2016   EUR    73.60
LBBW                      2.00  12/23/2016   EUR    52.44
LBBW                      3.00  12/23/2016   EUR    69.20
LBBW                      3.00  12/23/2016   EUR    50.04
LBBW                      4.00  12/23/2016   EUR    66.90
LBBW                      4.00  12/23/2016   EUR    48.21
LBBW                      3.00   8/24/2018   EUR    56.27
LBBW                      3.00   1/22/2016   EUR    60.12
LBBW                      4.50   1/22/2016   EUR    56.25
LBBW                      6.00   1/22/2016   EUR    53.66
LBBW                      3.40   6/22/2018   EUR    50.79
LBBW                      3.35   6/24/2016   EUR    66.63
LBBW                      3.90   6/24/2016   EUR    48.38
LBBW                      2.70   7/27/2018   EUR    67.94
LBBW                      2.50  12/29/2015   EUR    45.14
LBBW                      3.50  12/29/2015   EUR    43.03
LBBW                      2.50  12/29/2015   EUR    44.77
LBBW                      5.50  12/29/2015   EUR    40.03
LBBW                      3.00  12/29/2015   EUR    61.64
LBBW                      4.00  12/29/2015   EUR    59.43
LBBW                      5.00  12/29/2015   EUR    57.46
BNP Paribas Emissions-    9.00   9/22/2016   EUR    73.68
BNP Paribas Emissions-    9.00  12/24/2015   EUR    65.21
BNP Paribas Emissions-   15.00  12/24/2015   EUR    56.79
BNP Paribas Emissions-    3.50   3/24/2016   EUR    71.74
BNP Paribas Emissions-    5.50   3/24/2016   EUR    66.85
BNP Paribas Emissions-    7.00   3/24/2016   EUR    64.80
BNP Paribas Emissions-    7.50  12/22/2016   EUR    64.73
BNP Paribas Emissions-    9.50  12/22/2016   EUR    63.06
BNP Paribas Emissions-    6.00  12/24/2015   EUR    72.63
BNP Paribas Emissions-    8.00  12/24/2015   EUR    71.86
BNP Paribas Emissions-    9.00  12/24/2015   EUR    71.89
BNP Paribas Emissions-   12.00  12/24/2015   EUR    68.41
BNP Paribas Emissions-    5.00   3/24/2016   EUR    73.77
BNP Paribas Emissions-    7.00   3/24/2016   EUR    70.54
BNP Paribas Emissions-    8.50   3/24/2016   EUR    69.20
BNP Paribas Emissions-   10.00   3/24/2016   EUR    67.93
BNP Paribas Emissions-    5.00   6/23/2016   EUR    73.57
BNP Paribas Emissions-    7.00   6/23/2016   EUR    70.96
BNP Paribas Emissions-    9.00   6/23/2016   EUR    68.68
BNP Paribas Emissions-    5.50   9/22/2016   EUR    73.15
BNP Paribas Emissions-    8.00   9/22/2016   EUR    70.06
BNP Paribas Emissions-    5.00  12/24/2015   EUR    71.07
BNP Paribas Emissions-    9.00  12/24/2015   EUR    62.87
BNP Paribas Emissions-   13.00  12/24/2015   EUR    59.52
BNP Paribas Emissions-    5.00   3/24/2016   EUR    69.97
BNP Paribas Emissions-    6.00   3/24/2016   EUR    66.02
BNP Paribas Emissions-    9.00   3/24/2016   EUR    63.07
BNP Paribas Emissions-    7.00   9/22/2016   EUR    63.60
BNP Paribas Emissions-   10.00  12/24/2015   EUR    72.96
BNP Paribas Emissions-    5.00   6/23/2016   EUR    68.55
BNP Paribas Emissions-   10.00   6/23/2016   EUR    60.39
BNP Paribas Emissions-    5.00   9/22/2016   EUR    69.41
BNP Paribas Emissions-    6.00   9/22/2016   EUR    66.32
BNP Paribas Emissions-   12.00   3/24/2016   EUR    69.86
BNP Paribas Emissions-   10.00   9/22/2016   EUR    72.26
BNP Paribas Emissions-    8.50  12/22/2016   EUR    74.10
BNP Paribas Emissions-    6.00  12/24/2015   EUR    53.84
BNP Paribas Emissions-    7.50  12/24/2015   EUR    51.31
BNP Paribas Emissions-    9.00  12/24/2015   EUR    49.63
BNP Paribas Emissions-   14.00  12/24/2015   EUR    45.68
BNP Paribas Emissions-    5.00   3/24/2016   EUR    54.85
BNP Paribas Emissions-    6.50   3/24/2016   EUR    52.75
BNP Paribas Emissions-    8.00   3/24/2016   EUR    50.86
BNP Paribas Emissions-    9.50   3/24/2016   EUR    49.17
BNP Paribas Emissions-    6.00   6/23/2016   EUR    55.03
BNP Paribas Emissions-    8.00   6/23/2016   EUR    51.49
BNP Paribas Emissions-    9.50   6/23/2016   EUR    50.25
BNP Paribas Emissions-    6.50   9/22/2016   EUR    54.28
BNP Paribas Emissions-    8.00   9/22/2016   EUR    53.30
BNP Paribas Emissions-   10.00   9/22/2016   EUR    51.04
BNP Paribas Emissions-    7.00  12/22/2016   EUR    54.13
BNP Paribas Emissions-    8.50  12/22/2016   EUR    53.72
BNP Paribas Emissions-    5.00  12/24/2015   EUR    62.22
BNP Paribas Emissions-    4.00   3/24/2016   EUR    65.24
BNP Paribas Emissions-   12.00   3/24/2016   EUR    54.67
BNP Paribas Emissions-    5.00   6/23/2016   EUR    66.14
BNP Paribas Emissions-   10.00   9/22/2016   EUR    58.62
BNP Paribas Emissions-    9.00  12/22/2016   EUR    60.25
LBBW                      3.40   8/24/2018   EUR    60.27
LBBW                      2.50  10/28/2016   EUR    60.54
LBBW                      2.50  10/28/2016   EUR    70.12
LBBW                      4.50  10/28/2016   EUR    65.05
LBBW                      3.00  10/28/2016   EUR    69.67
LBBW                      3.00  10/28/2016   EUR    68.52
LBBW                      3.00  10/28/2016   EUR    71.40
LBBW                      5.00  10/28/2016   EUR    67.49
LBBW                      5.00  10/28/2016   EUR    55.33
LBBW                      3.50  10/28/2016   EUR    58.05
LBBW                      3.50  10/28/2016   EUR    67.12
LBBW                      3.00  10/27/2017   EUR    69.25
LBBW                      4.00  10/27/2017   EUR    67.45
LBBW                      2.50   3/29/2016   EUR    56.42
LBBW                      4.00   3/29/2016   EUR    63.49
LBBW                      5.50   3/29/2016   EUR    61.13
LBBW                      7.00   3/29/2016   EUR    49.68
LBBW                      7.00   3/29/2016   EUR    59.28
LBBW                      2.50   3/29/2016   EUR    70.45
LBBW                      4.00   3/29/2016   EUR    67.63
LBBW                      7.00   3/29/2016   EUR    74.79
LBBW                      4.50   3/29/2016   EUR    73.89
LBBW                      3.50   3/29/2016   EUR    73.21
LBBW                      4.00   3/29/2016   EUR    44.59
LBBW                      4.00   3/29/2016   EUR    68.37
LBBW                      2.50   2/24/2017   EUR    72.49
BNP Paribas Emissions-    4.00  12/24/2015   EUR    71.73
BNP Paribas Emissions-    7.00  12/24/2015   EUR    68.73
BNP Paribas Emissions-    3.00   3/24/2016   EUR    69.47
BNP Paribas Emissions-    4.00   3/24/2016   EUR    69.74
BNP Paribas Emissions-    4.00   6/23/2016   EUR    69.41
BNP Paribas Emissions-    5.00   6/23/2016   EUR    69.92
BNP Paribas Emissions-    7.00   6/23/2016   EUR    70.73
BNP Paribas Emissions-   12.00  12/24/2015   EUR    72.41
BNP Paribas Emissions-   14.00  12/24/2015   EUR    72.48
BNP Paribas Emissions-   14.00  12/24/2015   EUR    73.07
BNP Paribas Emissions-    6.00  12/24/2015   EUR    44.79
BNP Paribas Emissions-    7.00  12/24/2015   EUR    44.81
BNP Paribas Emissions-    3.00   6/23/2016   EUR    45.03
BNP Paribas Emissions-    4.00   6/23/2016   EUR    45.34
BNP Paribas Emissions-    8.00   6/23/2016   EUR    47.40
BNP Paribas Emissions-   10.00   6/23/2016   EUR    48.44
BNP Paribas Emissions-    4.00  12/24/2015   EUR    74.02
BNP Paribas Emissions-    5.00  12/24/2015   EUR    74.16
BNP Paribas Emissions-    6.00  12/24/2015   EUR    74.19
BNP Paribas Emissions-    9.00  12/24/2015   EUR    72.03
BNP Paribas Emissions-    5.00   3/24/2016   EUR    72.40
BNP Paribas Emissions-    6.00   3/24/2016   EUR    72.77
BNP Paribas Emissions-    7.00   3/24/2016   EUR    73.04
BNP Paribas Emissions-    8.00   3/24/2016   EUR    73.19
BNP Paribas Emissions-    9.00   3/24/2016   EUR    73.45
BNP Paribas Emissions-    5.00   6/23/2016   EUR    73.14
BNP Paribas Emissions-    6.00   6/23/2016   EUR    73.85
BNP Paribas Emissions-    6.00   6/23/2016   EUR    73.85
BNP Paribas Emissions-    8.00   6/23/2016   EUR    74.61
BNP Paribas Emissions-    5.00   3/24/2016   EUR    73.76
BNP Paribas Emissions-    7.00   3/24/2016   EUR    70.70
BNP Paribas Emissions-    6.00   6/23/2016   EUR    73.10
BNP Paribas Emissions-    7.00   6/23/2016   EUR    71.24
BNP Paribas Emissions-    9.00   6/23/2016   EUR    72.28
LBBW                      2.50   2/24/2017   EUR    73.33
LBBW                      2.50   2/24/2017   EUR    60.68
LBBW                      3.50   2/24/2017   EUR    70.87
LBBW                      3.50   2/24/2017   EUR    69.04
LBBW                      3.50   2/24/2017   EUR    72.79
LBBW                      4.50   2/24/2017   EUR    67.06
LBBW                      4.50   2/24/2017   EUR    53.22
LBBW                      4.50   2/24/2017   EUR    69.41
LBBW                      4.50   2/24/2017   EUR    56.00
LBBW                      4.50   2/24/2017   EUR    70.61
LBBW                      5.50   2/24/2017   EUR    65.30
LBBW                      5.50   2/24/2017   EUR    54.38
LBBW                      5.50   2/24/2017   EUR    68.95
UBS AG                    2.75   8/18/2016   USD     6.39
UBS AG                    7.00  12/23/2016   EUR    74.80
UBS AG                   10.25  12/23/2016   EUR    63.80
UBS AG                    4.25  12/22/2017   EUR    53.16
Goldman Sachs Internati   0.67   4/24/2020   GBP    72.63
Leonteq Securities AG/G   8.00    7/7/2016   USD    48.14
Vontobel Financial Prod   5.00   7/28/2016   EUR    69.30
Notenstein La Roche Pri   8.00   1/11/2016   EUR    70.02
Vontobel Financial Prod   7.25   3/11/2016   EUR    65.78
Vontobel Financial Prod   4.55   3/11/2016   EUR    72.06
Vontobel Financial Prod   3.95   3/11/2016   EUR    73.85
Vontobel Financial Prod   5.20   3/11/2016   EUR    70.36
Vontobel Financial Prod   5.85   3/11/2016   EUR    68.75
Vontobel Financial Prod   6.55   3/11/2016   EUR    67.22
Vontobel Financial Prod   3.95   3/11/2016   EUR    39.28
Vontobel Financial Prod   7.05   3/11/2016   EUR    35.22
Vontobel Financial Prod   5.40   3/11/2016   EUR    37.06
Credit Suisse AG/London   9.00   7/11/2016   USD    33.20
Deutsche Bank AG          6.20  12/22/2015   EUR    54.70
Deutsche Bank AG          5.20  12/22/2015   EUR    54.70
Deutsche Bank AG          7.20  12/22/2015   EUR    54.70
Zurcher Kantonalbank Fi   8.80   1/14/2016   CHF    58.78
UBS AG                    9.00    7/3/2017   CHF    40.61
UBS AG/London             2.80  12/23/2015   EUR    42.69
UBS AG/London             2.80  12/23/2015   EUR    64.48
UBS AG/London             3.80  12/23/2015   EUR    40.18
Credit Suisse AG/London   4.00    1/4/2016   EUR    34.93
HSBC Trinkaus & Burkhar   6.50  12/28/2015   EUR    71.02
Vontobel Financial Prod   4.35  12/28/2015   EUR    33.03
Notenstein La Roche Pri   8.20   1/18/2016   EUR    37.86
Deutsche Bank AG          5.20  12/22/2015   EUR    58.90
Deutsche Bank AG          7.20  12/22/2015   EUR    63.40
Deutsche Bank AG          7.20  12/22/2015   EUR    58.90
Deutsche Bank AG          6.20  12/22/2015   EUR    63.40
Deutsche Bank AG          5.20  12/22/2015   EUR    63.40
Deutsche Bank AG          6.20  12/22/2015   EUR    58.90
Credit Suisse AG/Nassau   6.00   1/22/2016   CHF    63.64
Vontobel Financial Prod   6.90   6/10/2016   EUR    36.90
Vontobel Financial Prod   4.75   6/10/2016   EUR    39.45
Vontobel Financial Prod   5.15   6/10/2016   EUR    60.39
Vontobel Financial Prod   3.65   6/10/2016   EUR    64.33
Vontobel Financial Prod   5.40   6/10/2016   EUR    71.64
Vontobel Financial Prod   4.55   6/10/2016   EUR    73.76
Notenstein La Roche Pri  11.00   1/25/2016   USD    55.62
Deutsche Bank AG          4.50  12/22/2015   EUR    70.27
Deutsche Bank AG          4.50  12/22/2015   EUR    34.33
Deutsche Bank AG          4.50  12/22/2015   EUR    58.21
Deutsche Bank AG          5.50  12/22/2015   EUR    58.24
Notenstein La Roche Pri   7.00  12/16/2015   EUR    67.29
Leonteq Securities AG/G   6.70    6/6/2016   USD    43.33
Norddeutsche Landesbank   3.50    1/4/2016   EUR    49.18
Goldman Sachs Internati   0.67    6/8/2020   GBP    74.00
Goldman Sachs & Co Wert   5.00  12/23/2015   EUR    63.16
Goldman Sachs & Co Wert   7.00  12/23/2015   EUR    60.09
Goldman Sachs & Co Wert   9.00  12/23/2015   EUR    56.16
Goldman Sachs & Co Wert   8.00  12/23/2015   EUR    73.85
Goldman Sachs & Co Wert  10.00  12/23/2015   EUR    69.15
Goldman Sachs & Co Wert   5.00  12/23/2015   EUR    43.15
Goldman Sachs & Co Wert   6.00  12/23/2015   EUR    39.80
Goldman Sachs & Co Wert   7.00  12/23/2015   EUR    38.42
Goldman Sachs & Co Wert   8.00  12/23/2015   EUR    37.14
Goldman Sachs & Co Wert   9.00  12/23/2015   EUR    35.94
Credit Suisse AG/Nassau   7.13  12/21/2015   CHF    63.53
Banque Cantonale Vaudoi   3.50   6/12/2017   USD    66.69
Zurcher Kantonalbank Fi   7.38   6/17/2016   CHF    68.98
Deutsche Bank AG          7.20  12/22/2015   EUR    60.80
Deutsche Bank AG          6.20  12/22/2015   EUR    60.80
Deutsche Bank AG          6.20  12/22/2015   EUR    56.60
Deutsche Bank AG          7.20  12/22/2015   EUR    58.60
Deutsche Bank AG          5.20  12/22/2015   EUR    63.10
Deutsche Bank AG          5.20  12/22/2015   EUR    58.60
Deutsche Bank AG          6.20  12/22/2015   EUR    63.10
Deutsche Bank AG          6.20  12/22/2015   EUR    58.60
Deutsche Bank AG          7.20  12/22/2015   EUR    63.10
Deutsche Bank AG          5.20  12/22/2015   EUR    60.70
Deutsche Bank AG          7.20  12/22/2015   EUR    56.60
Deutsche Bank AG          5.20  12/22/2015   EUR    56.60
Deutsche Bank AG          7.20  12/22/2015   EUR    74.30
Deutsche Bank AG          7.20  12/22/2015   EUR    70.40
Deutsche Bank AG          5.20  12/22/2015   EUR    70.30
Deutsche Bank AG          6.20  12/22/2015   EUR    74.20
Deutsche Bank AG          7.20  12/22/2015   EUR    66.90
Deutsche Bank AG          5.20  12/22/2015   EUR    74.20
Deutsche Bank AG          6.20  12/22/2015   EUR    70.30
Deutsche Bank AG          5.20  12/22/2015   EUR    66.80
Deutsche Bank AG          5.20  12/22/2015   EUR    35.80
Deutsche Bank AG          6.20  12/22/2015   EUR    66.80
Deutsche Bank AG          6.20  12/22/2015   EUR    35.90
Deutsche Bank AG          7.20  12/22/2015   EUR    41.40
Deutsche Bank AG          6.20  12/22/2015   EUR    37.10
Deutsche Bank AG          6.20  12/22/2015   EUR    39.80
Deutsche Bank AG          7.20  12/22/2015   EUR    35.90
Deutsche Bank AG          5.20  12/22/2015   EUR    39.80
Deutsche Bank AG          5.20  12/22/2015   EUR    37.10
Deutsche Bank AG          7.20  12/22/2015   EUR    38.50
Deutsche Bank AG          6.20  12/22/2015   EUR    41.40
Deutsche Bank AG          5.20  12/22/2015   EUR    38.40
Deutsche Bank AG          7.20  12/22/2015   EUR    39.90
Deutsche Bank AG          6.20  12/22/2015   EUR    38.40
Deutsche Bank AG          5.20  12/22/2015   EUR    41.30
Deutsche Bank AG          7.20  12/22/2015   EUR    37.10
Deutsche Bank AG          7.20  12/22/2015   EUR    71.40
Deutsche Bank AG          5.20  12/22/2015   EUR    71.30
Deutsche Bank AG          7.20  12/22/2015   EUR    67.60
Deutsche Bank AG          6.20  12/22/2015   EUR    71.30
Deutsche Bank AG          6.20  12/22/2015   EUR    67.60
Deutsche Bank AG          5.20  12/22/2015   EUR    67.60
Goldman Sachs & Co Wert   7.00  12/23/2015   EUR    73.82
Goldman Sachs & Co Wert  11.00  12/23/2015   EUR    63.17
Goldman Sachs & Co Wert  11.00  12/23/2015   EUR    33.78
Goldman Sachs & Co Wert   5.00  12/23/2015   EUR    58.64
Goldman Sachs & Co Wert   5.00  12/23/2015   EUR    64.26
Goldman Sachs & Co Wert   7.00  12/23/2015   EUR    64.30
Goldman Sachs & Co Wert   7.00  12/23/2015   EUR    64.30
Goldman Sachs & Co Wert   5.00  12/23/2015   EUR    35.97
Goldman Sachs & Co Wert   6.00  12/23/2015   EUR    35.99
Goldman Sachs & Co Wert   7.00  12/23/2015   EUR    36.02
Goldman Sachs & Co Wert   8.00  12/23/2015   EUR    36.04
Goldman Sachs & Co Wert   8.00  12/23/2015   EUR    36.04
Goldman Sachs & Co Wert   9.00  12/23/2015   EUR    36.06
Goldman Sachs & Co Wert   9.00  12/23/2015   EUR    36.06
Credit Suisse AG/Nassau   7.00  12/28/2015   EUR    51.97
Notenstein La Roche Pri   8.14  12/18/2015   CHF    67.19
Notenstein La Roche Pri   7.50   6/23/2016   CHF    65.58
Raiffeisen Centrobank A   7.55   1/20/2016   EUR    63.87
Raiffeisen Centrobank A   5.98   1/20/2016   EUR    63.19
Raiffeisen Centrobank A   6.29   1/20/2016   EUR    62.03
Raiffeisen Centrobank A   5.03   1/20/2016   EUR    72.98
Goldman Sachs & Co Wert  12.00  12/23/2015   EUR    70.93
Goldman Sachs & Co Wert  12.00  12/23/2015   EUR    70.91
Goldman Sachs & Co Wert   6.00  12/23/2015   EUR    67.66
Goldman Sachs & Co Wert   6.00  12/23/2015   EUR    67.66
Vontobel Financial Prod   8.00   4/29/2016   EUR    69.72
Vontobel Financial Prod  10.40   1/22/2016   EUR    43.88
Vontobel Financial Prod  10.40   1/22/2016   EUR    43.99
Vontobel Financial Prod   7.00   8/26/2016   EUR    59.88
Vontobel Financial Prod  10.45  12/28/2015   EUR    62.89
Vontobel Financial Prod   8.20   3/29/2016   EUR    64.82
Vontobel Financial Prod   8.00   6/24/2016   EUR    65.85
Vontobel Financial Prod   6.90   9/23/2016   EUR    66.83
Vontobel Financial Prod   6.85   9/23/2016   EUR    69.44
Vontobel Financial Prod   7.95   6/24/2016   EUR    68.50
Vontobel Financial Prod   7.45   3/29/2016   EUR    70.06
Vontobel Financial Prod   3.00   9/23/2016   EUR    71.52
Vontobel Financial Prod   9.45  12/28/2015   EUR    68.50
Vontobel Financial Prod   9.90  12/28/2015   EUR    74.81
Vontobel Financial Prod   3.20   7/22/2016   EUR    74.54
Vontobel Financial Prod   4.75   7/22/2016   EUR    71.97
LBBW                      3.00  11/25/2016   EUR    74.04
Vontobel Financial Prod   4.70   3/29/2016   EUR    74.22
Vontobel Financial Prod   4.35   6/24/2016   EUR    74.83
DZ Bank AG Deutsche Zen   5.25   9/23/2016   EUR    69.97
DZ Bank AG Deutsche Zen   5.25   9/23/2016   EUR    71.92
DZ Bank AG Deutsche Zen  14.50   1/22/2016   EUR    66.31
DZ Bank AG Deutsche Zen  11.25   1/22/2016   EUR    65.32
DZ Bank AG Deutsche Zen  14.50   1/22/2016   EUR    67.25
DZ Bank AG Deutsche Zen   8.00   1/22/2016   EUR    68.43
DZ Bank AG Deutsche Zen  11.00   1/22/2016   EUR    65.25
DZ Bank AG Deutsche Zen   6.50   3/29/2016   EUR    65.84
DZ Bank AG Deutsche Zen   9.50  12/21/2015   EUR    68.00
DZ Bank AG Deutsche Zen   6.00   6/20/2016   EUR    74.94
DZ Bank AG Deutsche Zen   9.75  12/21/2015   EUR    57.86
DZ Bank AG Deutsche Zen   7.25   3/21/2016   EUR    59.58
DZ Bank AG Deutsche Zen   8.75   6/20/2016   EUR    61.50
DZ Bank AG Deutsche Zen  10.20  12/21/2015   EUR    73.61
DZ Bank AG Deutsche Zen   5.40  12/21/2015   EUR    71.90
DZ Bank AG Deutsche Zen   5.20   3/21/2016   EUR    72.80
DZ Bank AG Deutsche Zen   5.30   6/20/2016   EUR    72.93
DZ Bank AG Deutsche Zen   4.90   9/19/2016   EUR    73.19
HSBC Trinkaus & Burkhar   8.65   6/17/2016   EUR    69.14
Deutsche Bank AG          5.00   8/12/2016   EUR    72.87
Notenstein La Roche Pri   8.99   7/22/2019   EUR    53.73
Leonteq Securities AG    14.40  10/31/2016   CHF    59.33
Leonteq Securities AG    11.00  10/31/2016   CHF    49.60
HSBC Trinkaus & Burkhar   5.65   2/22/2016   EUR    38.34
Credit Suisse AG/Nassau   7.13    2/5/2016   CHF    68.52
Vontobel Financial Prod   4.65  12/28/2015   EUR    62.39
UBS AG/London             7.20   1/20/2016   EUR    62.22
HSBC Trinkaus & Burkhar   6.00  12/28/2015   EUR    56.86
HSBC Trinkaus & Burkhar   6.50  12/28/2015   EUR    34.97
Notenstein La Roche Pri   4.00    2/1/2016   EUR    39.92
Vontobel Financial Prod   4.05  12/28/2015   EUR    55.19
Credit Suisse AG/Nassau   7.50   2/15/2016   EUR    57.57
Leonteq Securities AG/G   8.00    8/5/2016   USD    63.79
Leonteq Securities AG/G   8.00   8/15/2016   CHF    50.79
UBS AG/London            15.50  12/29/2015   EUR    74.46
UBS AG/London             4.25  12/23/2016   EUR    66.14
UBS AG/London            15.00   6/24/2016   EUR    70.66
UBS AG/London            19.50  12/29/2015   EUR    61.61
UBS AG/London             5.75   3/29/2016   EUR    57.91
UBS AG/London            24.75  12/29/2015   EUR    70.80
UBS AG/London            15.75   6/24/2016   EUR    71.01
UBS AG/London            22.00  12/29/2015   EUR    58.45
UBS AG/London             4.50   6/24/2016   EUR    64.40
UBS AG/London             8.00  12/29/2015   EUR    56.81
UBS AG/London            10.75   6/24/2016   EUR    41.10
UBS AG/London            12.50  12/29/2015   EUR    58.48
UBS AG/London            17.25   3/29/2016   EUR    68.91
UBS AG/London            23.00   3/29/2016   EUR    62.18
UBS AG/London            20.75   3/29/2016   EUR    60.78
UBS AG/London            24.25  12/29/2015   EUR    45.11
UBS AG/London            14.00  12/23/2016   EUR    47.44
UBS AG/London             7.50   6/24/2016   EUR    57.82
UBS AG/London            13.25   6/24/2016   EUR    46.22
UBS AG/London            22.50   6/24/2016   EUR    73.07
UBS AG/London            25.00   3/29/2016   EUR    70.28
UBS AG/London             6.00   6/24/2016   EUR    60.85
UBS AG/London             4.00  12/22/2017   EUR    66.12
UBS AG/London            13.75   3/29/2016   EUR    70.55
UBS AG/London            24.50   3/29/2016   EUR    70.39
UBS AG/London             6.75  12/23/2016   EUR    60.90
UBS AG/London            20.75   6/24/2016   EUR    64.65
UBS AG/London            24.50   6/24/2016   EUR    70.38
UBS AG/London            15.00   3/29/2016   EUR    72.89
UBS AG/London            15.25   6/24/2016   EUR    71.77
UBS AG/London            24.25  12/29/2015   EUR    55.63
UBS AG/London            10.75  12/29/2015   EUR    38.55
UBS AG/London             5.00  12/22/2017   EUR    64.44
Commerzbank AG            1.88   4/22/2016   EUR    74.66
UBS AG                    8.25  12/23/2016   EUR    69.23
UBS AG                    9.00  12/23/2016   EUR    65.12
UBS AG                    4.75  12/22/2017   EUR    54.20
Exane Finance             1.75   4/28/2016   EUR    23.56
UniCredit Bank AG         4.10   9/28/2018   EUR    63.06
DekaBank Deutsche Giroz   3.00   4/16/2018   EUR    71.43
HSBC Trinkaus & Burkhar  18.20   9/23/2016   EUR    69.98
HSBC Trinkaus & Burkhar  14.80   9/23/2016   EUR    71.20
HSBC Trinkaus & Burkhar  18.60  12/23/2016   EUR    70.75
HSBC Trinkaus & Burkhar  16.10   3/24/2017   EUR    71.73
HSBC Trinkaus & Burkhar  16.30   7/22/2016   EUR    71.33
HSBC Trinkaus & Burkhar  12.80   1/27/2017   EUR    73.58
Vontobel Financial Prod  16.45  11/25/2016   EUR    69.20
Lehman Brothers Treasur   5.25  11/21/2009   USD     3.10
DekaBank Deutsche Giroz   3.17   9/23/2022   EUR    70.62
DZ Bank AG Deutsche Zen  12.00   9/23/2016   EUR    64.24
DZ Bank AG Deutsche Zen   7.00  12/23/2016   EUR    71.63
DZ Bank AG Deutsche Zen   9.00  12/23/2016   EUR    68.18
DZ Bank AG Deutsche Zen  12.00  12/23/2016   EUR    66.36
DZ Bank AG Deutsche Zen   7.00   3/24/2017   EUR    73.48
DZ Bank AG Deutsche Zen   9.00   3/24/2017   EUR    68.53
DZ Bank AG Deutsche Zen   8.00   6/24/2016   EUR    68.33
DZ Bank AG Deutsche Zen   8.00   6/24/2016   EUR    67.83
DZ Bank AG Deutsche Zen   8.00  12/23/2016   EUR    73.98
DZ Bank AG Deutsche Zen  10.00   6/24/2016   EUR    64.84
DZ Bank AG Deutsche Zen   7.00   9/23/2016   EUR    71.21
DZ Bank AG Deutsche Zen   9.00   9/23/2016   EUR    67.09
Commerzbank AG           30.00   3/24/2016   EUR    64.31
Commerzbank AG           21.00   8/25/2016   EUR    69.71
Commerzbank AG           17.00  11/24/2016   EUR    69.91
Goldman Sachs & Co Wert  21.00   6/22/2016   EUR    71.75
Goldman Sachs & Co Wert  18.00   8/24/2016   EUR    73.29
Goldman Sachs & Co Wert  15.00  12/23/2015   EUR    56.77
Goldman Sachs & Co Wert   9.00   2/24/2016   EUR    61.47
Goldman Sachs & Co Wert   5.00   3/23/2016   EUR    67.87
Goldman Sachs & Co Wert   9.00   3/23/2016   EUR    62.00
Goldman Sachs & Co Wert   5.00   4/20/2016   EUR    68.06
Goldman Sachs & Co Wert  15.00   5/25/2016   EUR    58.74
Goldman Sachs & Co Wert   9.00   7/20/2016   EUR    62.80
Goldman Sachs & Co Wert  21.00   7/20/2016   EUR    58.04
Goldman Sachs & Co Wert   3.00   8/24/2016   EUR    72.65
Goldman Sachs & Co Wert   4.00   8/24/2016   EUR    69.68
Goldman Sachs & Co Wert   5.00   8/24/2016   EUR    66.92
Goldman Sachs & Co Wert   7.00   8/24/2016   EUR    65.09
Goldman Sachs & Co Wert   8.00   8/24/2016   EUR    62.80
Goldman Sachs & Co Wert  10.00   8/24/2016   EUR    61.44
Goldman Sachs & Co Wert  15.00   8/24/2016   EUR    60.03
Goldman Sachs & Co Wert  19.00   8/24/2016   EUR    58.65
Goldman Sachs & Co Wert   7.00   9/21/2016   EUR    65.45
Goldman Sachs & Co Wert   8.00  12/21/2016   EUR    65.19
Goldman Sachs & Co Wert  16.00  12/21/2016   EUR    61.90
Goldman Sachs & Co Wert  20.00   8/24/2016   EUR    72.89
Leonteq Securities AG     8.00   7/20/2016   CHF    74.19
UBS AG/London             5.50   7/10/2017   CHF    71.98
UBS AG/London             6.50    7/8/2016   CHF    58.89
DZ Bank AG Deutsche Zen   4.00   7/21/2016   EUR    73.41
Vontobel Financial Prod   6.00   8/26/2016   EUR    67.31
Vontobel Financial Prod   7.00   8/26/2016   EUR    72.99
UBS AG/London            11.60    1/7/2016   CHF    68.75
DZ Bank AG Deutsche Zen   5.75   7/22/2016   EUR    74.32
DZ Bank AG Deutsche Zen   9.00   7/22/2016   EUR    74.07
DZ Bank AG Deutsche Zen   7.25   7/22/2016   EUR    73.59
DZ Bank AG Deutsche Zen   7.00   3/29/2016   EUR    53.29
DZ Bank AG Deutsche Zen   8.00   3/29/2016   EUR    64.39
DZ Bank AG Deutsche Zen   7.50   6/24/2016   EUR    61.31
DZ Bank AG Deutsche Zen   8.00   6/24/2016   EUR    67.83
Vontobel Financial Prod   4.65   7/24/2017   EUR    68.10
Bank Julius Baer & Co L  10.00   4/18/2016   EUR    73.15
HSBC Trinkaus & Burkhar  14.60   3/24/2017   EUR    73.07
HSBC Trinkaus & Burkhar  12.60   3/24/2017   EUR    73.85
Credit Suisse AG/London  10.50   9/30/2020   USD    10.35
UBS AG                   16.00   3/29/2016   EUR    72.95
Commerzbank AG           19.00   6/23/2016   EUR    72.05
Commerzbank AG           16.50   9/22/2016   EUR    74.18
Commerzbank AG           23.00   3/24/2016   EUR    69.77
Vontobel Financial Prod   8.00   9/29/2017   EUR    52.24
LBBW                      3.50   9/22/2017   EUR    74.57
DZ Bank AG Deutsche Zen   8.25   3/29/2016   EUR    74.01
Leonteq Securities AG    11.00    1/9/2017   EUR    71.60
LBBW                      2.70   7/26/2019   EUR    72.61
Credit Suisse AG/Nassau   8.00   7/18/2016   EUR    65.97
DZ Bank AG Deutsche Zen   8.25  12/21/2015   EUR    62.44
DZ Bank AG Deutsche Zen   9.75  12/21/2015   EUR    62.47
DZ Bank AG Deutsche Zen  10.50  12/21/2015   EUR    74.38
DZ Bank AG Deutsche Zen   9.50  12/21/2015   EUR    68.93
DZ Bank AG Deutsche Zen  10.00   6/20/2016   EUR    64.71
DZ Bank AG Deutsche Zen   8.75   6/20/2016   EUR    64.07
DZ Bank AG Deutsche Zen   8.00   6/20/2016   EUR    63.68
DZ Bank AG Deutsche Zen   6.50   9/19/2016   EUR    64.22
DZ Bank AG Deutsche Zen   7.50   9/19/2016   EUR    64.99
DZ Bank AG Deutsche Zen  10.00  12/21/2015   EUR    57.86
DZ Bank AG Deutsche Zen   8.25  12/21/2015   EUR    57.83
DZ Bank AG Deutsche Zen   5.75  12/21/2015   EUR    57.79
DZ Bank AG Deutsche Zen   9.75   6/20/2016   EUR    62.01
DZ Bank AG Deutsche Zen   6.60   3/21/2016   EUR    70.37
DZ Bank AG Deutsche Zen   7.10   3/21/2016   EUR    68.45
DZ Bank AG Deutsche Zen   7.20   6/20/2016   EUR    67.67
DZ Bank AG Deutsche Zen   5.80   9/19/2016   EUR    68.10
DZ Bank AG Deutsche Zen   5.30   9/19/2016   EUR    74.66
DZ Bank AG Deutsche Zen   7.30  12/21/2015   EUR    71.72
DZ Bank AG Deutsche Zen   7.90  12/21/2015   EUR    69.32
DZ Bank AG Deutsche Zen   8.50  12/21/2015   EUR    67.17
DZ Bank AG Deutsche Zen   5.30  12/21/2015   EUR    68.05
DZ Bank AG Deutsche Zen   5.00   3/21/2016   EUR    69.02
DZ Bank AG Deutsche Zen   4.50   6/20/2016   EUR    70.11
DZ Bank AG Deutsche Zen   4.70   9/19/2016   EUR    69.74
DZ Bank AG Deutsche Zen   8.75   6/24/2016   EUR    68.85
DZ Bank AG Deutsche Zen  11.25   6/24/2016   EUR    65.74
DZ Bank AG Deutsche Zen  13.25   6/24/2016   EUR    64.58
DZ Bank AG Deutsche Zen  14.50  12/28/2015   EUR    65.37
DZ Bank AG Deutsche Zen  12.50   3/29/2016   EUR    65.75
UBS AG                   10.20   4/14/2016   USD     5.70
UBS AG                    8.42  12/17/2015   USD    18.90
UBS AG/London             7.00   7/13/2016   USD    30.70
UBS AG/London             7.78   1/22/2016   USD    35.25
UBS AG                    8.88   2/26/2016   USD    12.89
UBS AG/London             8.99    6/3/2016   USD     5.22
BNP Paribas Emissions-    3.50   7/21/2016   EUR    73.66
BNP Paribas Emissions-    4.00  10/27/2016   EUR    72.65
BNP Paribas Emissions-    5.50  10/27/2016   EUR    69.24
BNP Paribas Emissions-    3.50   7/27/2017   EUR    74.36
UBS AG/London             4.61   7/13/2016   USD    34.75
Goldman Sachs & Co Wert  11.00   8/24/2016   EUR    61.64
Goldman Sachs & Co Wert  11.00   8/24/2016   EUR    61.64
Goldman Sachs & Co Wert   4.00   9/21/2016   EUR    56.93
Goldman Sachs & Co Wert   4.00  12/21/2016   EUR    57.71
Goldman Sachs & Co Wert   4.00   3/22/2017   EUR    58.23
Goldman Sachs & Co Wert   9.00   3/22/2017   EUR    64.55
Goldman Sachs & Co Wert   9.00   3/22/2017   EUR    64.55
Goldman Sachs & Co Wert   5.00   6/21/2017   EUR    58.77
Goldman Sachs & Co Wert   9.00   6/21/2017   EUR    64.82
Goldman Sachs & Co Wert   9.00   6/21/2017   EUR    64.82
Goldman Sachs & Co Wert   4.00   4/20/2016   EUR    65.38
Goldman Sachs & Co Wert   7.00   4/20/2016   EUR    66.42
Goldman Sachs & Co Wert  12.00   5/25/2016   EUR    68.47
Goldman Sachs & Co Wert  11.00   6/22/2016   EUR    68.71
Goldman Sachs & Co Wert  11.00   6/22/2016   EUR    68.71
Goldman Sachs & Co Wert   6.00   7/20/2016   EUR    66.49
Goldman Sachs & Co Wert   6.00   8/24/2016   EUR    66.95
Goldman Sachs & Co Wert   6.00   6/21/2017   EUR    69.68
Goldman Sachs & Co Wert  16.00  12/23/2015   EUR    56.98
Goldman Sachs & Co Wert   4.00   2/24/2016   EUR    57.31
Goldman Sachs & Co Wert   4.00   3/23/2016   EUR    57.46
Goldman Sachs & Co Wert   6.00   4/20/2016   EUR    58.40
Goldman Sachs & Co Wert   4.00   6/22/2016   EUR    56.45
Goldman Sachs & Co Wert   7.00   6/22/2016   EUR    58.01
Goldman Sachs & Co Wert   7.00   7/20/2016   EUR    58.40
Goldman Sachs & Co Wert   8.00   7/20/2016   EUR    59.00
Goldman Sachs & Co Wert   4.00   8/24/2016   EUR    56.79
Goldman Sachs & Co Wert   7.00   8/24/2016   EUR    58.87
Goldman Sachs & Co Wert   8.00   8/24/2016   EUR    59.56
Notenstein La Roche Pri   6.70   7/24/2017   EUR    72.13
Leonteq Securities AG    14.00  10/24/2016   CHF    67.17
Leonteq Securities AG     9.40  10/24/2016   EUR    66.78
Leonteq Securities AG    20.00   4/27/2016   USD    73.68
Vontobel Financial Prod   4.95  12/28/2015   EUR    63.09
Vontobel Financial Prod   6.30  12/28/2015   EUR    73.47
Vontobel Financial Prod   5.80  12/28/2015   EUR    38.51
HSBC Trinkaus & Burkhar   6.00  12/28/2015   EUR    25.77
HSBC Trinkaus & Burkhar   6.00  12/28/2015   EUR    55.98
HSBC Trinkaus & Burkhar   6.40  12/28/2015   EUR    60.86
HSBC Trinkaus & Burkhar   6.00  12/28/2015   EUR    37.38
HSBC Trinkaus & Burkhar   7.40  12/28/2015   EUR    37.39
HSBC Trinkaus & Burkhar   6.00  12/28/2015   EUR    20.76
HSBC Trinkaus & Burkhar   6.00  12/28/2015   EUR    40.09
HSBC Trinkaus & Burkhar   6.00  12/28/2015   EUR    50.96
Leonteq Securities AG/G   5.99   9/11/2017   EUR    45.10
Vontobel Financial Prod   5.65   3/11/2016   EUR    59.63
Notenstein La Roche Pri   7.50   9/12/2016   EUR    73.70
Leonteq Securities AG/G  12.00  12/15/2015   CHF    43.31
Leonteq Securities AG/G   8.00  12/15/2015   CHF    59.68
Credit Suisse AG/Nassau   8.00   3/16/2016   USD    57.42
UBS AG/London             4.30  12/23/2015   EUR    66.09
UBS AG/London             3.20  12/23/2015   EUR    69.41
BNP Paribas Emissions-    3.75  12/24/2015   EUR    40.60
BNP Paribas Emissions-    5.75  12/24/2015   EUR    36.63
BNP Paribas Emissions-    3.75  12/24/2015   EUR    71.84
BNP Paribas Emissions-    7.00  12/24/2015   EUR    62.90
BNP Paribas Emissions-    6.25  12/24/2015   EUR    73.00
BNP Paribas Emissions-    8.50  12/24/2015   EUR    67.89
Goldman Sachs & Co Wert   4.00   3/23/2016   EUR    69.25
Goldman Sachs & Co Wert   8.00   3/23/2016   EUR    60.80
Goldman Sachs & Co Wert   6.00   3/23/2016   EUR    64.70
Goldman Sachs & Co Wert  10.00   3/23/2016   EUR    57.47
Goldman Sachs & Co Wert   5.00   3/23/2016   EUR    42.86
Goldman Sachs & Co Wert   6.00   3/23/2016   EUR    41.60
Goldman Sachs & Co Wert   8.00   3/23/2016   EUR    39.40
Goldman Sachs & Co Wert   8.00   3/23/2016   EUR    38.17
Goldman Sachs & Co Wert  10.00   3/23/2016   EUR    36.47
Credit Suisse AG/Nassau   7.38   3/18/2016   CHF    69.47
Vontobel Financial Prod   5.84    9/9/2016   EUR    22.79
BNP Paribas Emissions-    5.25  12/24/2015   EUR    58.77
BNP Paribas Emissions-    6.00  12/24/2015   EUR    36.47
Credit Suisse AG/Nassau   7.30   3/10/2016   CHF    66.95
Vontobel Financial Prod   6.95  12/28/2015   EUR    35.99
Leonteq Securities AG     6.00   9/26/2016   CHF    70.64
Leonteq Securities AG     7.20   9/26/2016   EUR    73.19
Notenstein La Roche Pri   7.20   9/19/2016   CHF    72.86
Notenstein La Roche Pri   6.50   9/19/2016   CHF    72.00
Leonteq Securities AG/G  13.80  12/22/2015   CHF    56.10
Goldman Sachs & Co Wert   7.00   3/23/2016   EUR    60.53
Goldman Sachs & Co Wert   7.00   3/23/2016   EUR    39.13
Goldman Sachs & Co Wert   5.00   3/23/2016   EUR    59.85
Goldman Sachs & Co Wert   6.00   3/23/2016   EUR    60.12
Goldman Sachs & Co Wert   7.00   3/23/2016   EUR    60.39
Goldman Sachs & Co Wert   5.00   3/23/2016   EUR    37.23
Goldman Sachs & Co Wert   6.00   3/23/2016   EUR    37.50
Goldman Sachs & Co Wert   7.00   3/23/2016   EUR    37.77
Goldman Sachs & Co Wert   7.00   3/23/2016   EUR    37.77
Goldman Sachs & Co Wert   8.00   3/23/2016   EUR    38.05
Goldman Sachs & Co Wert   8.00   3/23/2016   EUR    38.05
Goldman Sachs & Co Wert   8.00   3/23/2016   EUR    38.05
Vontobel Financial Prod   9.55  12/28/2015   EUR    71.26
Vontobel Financial Prod   6.15  12/28/2015   EUR    58.63
Vontobel Financial Prod   8.10  12/28/2015   EUR    33.79
UniCredit Bank AG         4.00  12/17/2015   EUR    62.20
DZ Bank AG Deutsche Zen   7.00  12/21/2015   EUR    63.16
DekaBank Deutsche Giroz   4.00  10/21/2016   EUR    51.50
Leonteq Securities AG     3.00   9/19/2019   CHF    70.57
Vontobel Financial Prod   8.80  12/28/2015   EUR    36.39
Vontobel Financial Prod   5.45  12/28/2015   EUR    40.29
Notenstein La Roche Pri   6.28   3/16/2016   CHF    67.25
Goldman Sachs & Co Wert  19.00  12/23/2015   EUR    68.19
Goldman Sachs & Co Wert  16.00   3/23/2016   EUR    69.92
Goldman Sachs & Co Wert  19.00  12/23/2015   EUR    74.83
Goldman Sachs & Co Wert  16.00   3/23/2016   EUR    74.90
Goldman Sachs & Co Wert  18.00  12/23/2015   EUR    52.98
Goldman Sachs & Co Wert  13.00  12/23/2015   EUR    36.07
Goldman Sachs & Co Wert  19.00  12/23/2015   EUR    32.08


                            *********

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 * * *