TCREUR_Public/151221.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 21, 2015, Vol. 16, No. 251

                            Headlines

F R A N C E

FAURECIA SA: Moody's Changes Ba3 CFR Outlook to Positive
KKR RETAIL: Moody's Affirms 'B2' Corporate Family Rating
NOVAFIVES: S&P Lowers Corp. Credit Rating to 'B+', Outlook Stable
* Fitch Revises Outlook on French Non-life Insurers to Negative


G E R M A N Y

CENTROTHERM PHOTOVOLTAICS: Co-founder to Buy Majority Share


I R E L A N D

ALLIED IRISH: Fitch Raises IDR to 'BB+', Outlook Positive


I T A L Y

CREDITO EMILIANO: Moody's Assigns (P)Ba1 Rating on Sub. Debt


L A T V I A

LIEPAJAS METALURGS: Court to Hear Insolvency Lawsuit on Dec. 29


N E T H E R L A N D S

STICHTING HOLLAND III: Fitch Affirms 'BBsf' Rating on Cl. D Loans
WOOD STREET V: Fitch Affirms 'B-' Ratings on 2 Note Classes
WOOD STREET VI: Fitch Raises Rating on Class E Notes to 'B+sf'


P O L A N D

HAWE TELEKOM: Files for Bankruptcy Protection


R O M A N I A

ASTRA ASIGURARI: Faces Delisting From BVB Stock Exchange


R U S S I A

ER-TELECOM HOLDING: Moody's Hikes Corporate Family Rating to B2


S P A I N

ABENGOA SA: S&P Lowers CCR to 'SD' on Missed Payments
AYT CAIXA: Fitch Raises Rating on Class C Loans to 'BB-sf'
CODERE SA: U.K. Court Okays Debt Restructuring


U K R A I N E

BANK FINANCE: NBU Revokes Banking License, Starts Liquidation


U N I T E D   K I N G D O M

EASTZEST LIMITED: Georgallides Gets Extended Director Ban
EXPRO HOLDINGS: Moody's Cuts Corporate Family Rating to 'Caa1'
MULBERRY WYNFORD: Court Winds Up Carbon Credit Investment Firm
SCOOT FERRIES: Appoints Receivers After Acquisition Talks Fail
TRINITY SQUARE 2015-1: Moody's Puts Ba1 Def. Rating to Cl. E Debt

TYMON PARK: Moody's Assigns B2(sf) Def. Rating to Class E Notes


X X X X X X X X

* BOND PRICING: For the Week Dec. 14, 2015 to Dec. 18, 2015


                            *********


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F R A N C E
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FAURECIA SA: Moody's Changes Ba3 CFR Outlook to Positive
--------------------------------------------------------
Moody's Investors Service changed to positive from stable the
outlook on the Ba3 Corporate Family Rating (CFR), Ba3-PD
Probability of Default Rating (PDR) and Ba3, B2 and B1 senior
unsecured ratings of Faurecia SA. Concurrently, the rating agency
has affirmed all the ratings.

List of Affected Ratings

Affirmations:

Issuer: Faurecia SA

Probability of Default Rating, Affirmed Ba3-PD

Corporate Family Rating, Affirmed Ba3

Senior Unsecured Conv./Exch. Bond/Debenture, Affirmed B2

Senior Unsecured Regular Bond/Debenture, Affirmed B1

Senior Unsecured Regular Bond/Debenture, Affirmed Ba3

Outlook Actions:

Issuer: Faurecia SA

Outlook, Changed To Positive From Stable

RATINGS RATIONALE

The rating action was prompted by the expected net debt reduction
resulting from (1) Faurecia's announcement of having signed a
memorandum of understanding for the sale of almost all of its low
margin generative automotive exteriors business to Plastic Omnium,
and (2) the notice of early redemption of the company's EUR250
million 2018 convertible bonds, which will result into the
conversion of these bonds into equity.

The divestment, which accounts for total sales of EUR2 billion and
an EBITDA of EUR129 million, is credit positive for Faurecia since
it unfreezes capital bound in its smallest business. On a pro-
forma basis, using June 2015 LTM financials, we estimate
Faurecia's net leverage to decrease by 0.3x to 2.3x Net debt /
EBITDA, while (gross) Debt / EBITDA increases to 4.1x vs. 3.6x.
Retained cash flow coverage will increase to 24.8% from 21.9%.
Faurecia highlighted that this step increases its financial
flexibility to accelerate investments in value-added technologies.
In addition, the transaction will improve Faurecia's business
profile. As a result its sales exposure to Europe is expected to
decline to 50% of total sales from 55% previously while increasing
its sales to Asia and North America. The divestment will also
decrease the company's exposure to its largest customer leading to
a slightly more harmonized customer diversification. Furthermore,
we expect the forgone free cash flow generation to be limited
since Faurecia will be able to save capex in the range of EUR50
million p.a. which could be used for further growth investments.

"During the course of 2015 Faurecia has materially strengthened
its profitability and cash flow generation in line with Moody's
expectations and thus built solid headroom within the Ba3 rating
category", commented Oliver Giani, Moody's lead analyst for the
European automotive supplier industry. "The outlook change to
positive mirrors Moody's expectation that Faurecia will be able to
further improve its performance and to sustainably reduce its debt
level when successfully completing the steps initiated, meeting
the thresholds set for the move to a higher rating."

The Ba3 corporate family rating (CFR) is supported by Faurecia's
solid business profile. In particular, Moody's views (i) the large
size of Faurecia's operations, (ii) its global presence, (iii)
solid market positions (among top three players in relevant
markets according to management data) and (iv) established
customer relationships with most of the global original equipment
manufacturers (OEMs) as credit strengths.

The ratings remain constrained by Faurecia's strong reliance on
cyclical new light vehicle production volumes as it lacks non-
automotive activities or a material aftermarket business. Profit
margins are still low compared to other automotive suppliers,
leaving little cushion for cyclical underperformance. In addition,
continuous negative free cash flow generation over the last couple
of years is weighing negatively on the rating, which we expect to
improve in line with a further improvement in Faurecia's
performance in the next 12-18 months. Despite the disposal of the
exterior business, the rating agency notes that the group
continues to have a strong exposure to its European home market
and is strongly exposed to core customers Volkswagen
Aktiengesellschaft (A3 negative), Ford Motor Company (Baa3 stable)
and Peugeot S.A. (Ba3 positive).

The rating also reflects Faurecia's weak liquidity profile which,
albeit improved, still is characterized by reliance on short-term
funding as well as the general risks to which virtually all
automotive suppliers are exposed, including the high level of
competition and strong bargaining power of OEM customers.

As of June 2015, Faurecia had a sizeable cash position of EUR1,162
million and full availability under its new EUR1.2 billion long-
term core credit facility due in December 2019. For the next
twelve months Moody's expects Faurecia to further grow its FFO
generation from the EUR936 million level seen for the twelve
months ending June 2015. Main cash uses during the next twelve
months include capex (around EUR860 million in June 2015,
including capitalized development costs), sizeable short-term debt
maturities (EUR340 million as of June 2015), relatively high off-
balance sheet short-term factoring activities (EUR965 million) and
a minimum cash level assumed to be needed to manage day-to-day
activities (estimated by Moody's to be around 3% of turnover).
Moody's views positively Faurecia's ability to rely on its
relationship banks during the 2009 recession and also the fact
that, according to management data, its factoring arrangements
also worked well in the middle of the industry downturn.

The positive outlook reflects Moody's expectation that Faurecia
will be able to further improve profitability and cash flow
generation, in particular by returning to a sustainably positive
free cash flow (FCF) generation. In addition, Moody's assumes that
Faurecia will successfully complete the disposal of its automotive
exterior business and prudently use the proceeds to further
strengthen its business profile.

Moody's would consider a positive move of the ratings should
Faurecia sustainably achieve EBITA margins well above 3% (3.2% per
06/2015), if it materially improves FCF generation (negative per
06/2015), indicated by FCF/debt approaching mid-single digits and
if the company achieves a leverage ratio of below 3.5x debt/EBITDA
on a sustainable basis (pro-forma for the conversion of the
convertible: 3.4x). A further improvement of Faurecia's liquidity
profile is also a critical consideration for a possible upgrade.
The rating incorporates the expectation that profitability can be
further strengthened and FCF generation will materially improve
and turn positive in the near term. Any indication, that this
cannot be achieved, indicated by EBITA margin approaching 2% or
recurring negative free cash flow would put downward pressure on
the ratings. Moody's would also consider downgrading Faurecia's
ratings if its leverage ratio increases to a level of around 4.0x
debt/EBITDA. Likewise, a weakening liquidity profile or a
tightening of covenant headroom could result in a downgrade.

The principal methodology used in these ratings was Global
Automotive Supplier Industry published in May 2013. Please see the
Credit Policy page on www.moodys.com for a copy of this
methodology.

Headquartered in Paris, France, Faurecia group is one of the
world's largest automotive suppliers for seats, exhaust systems,
exteriors and interiors. During the twelve months period ended
June 2015 group revenues amounted to EUR20 billion. The group
operates along four divisions: Emission Control Technologies (36%
of H1/2015 group sales), Automotive Seating (30%), Interior
Systems (24%), and last not least Automotive Exteriors (10%),
which is planned to be sold to Plastic Omnium. The parent holding
company, Faurecia S.A., is listed on the Paris stock exchange. The
largest shareholder is Peugeot S.A., which holds 51.1% of shares
and 67.4% of voting rights (data as of year-end 2014). The
remaining shares are in free float.


KKR RETAIL: Moody's Affirms 'B2' Corporate Family Rating
--------------------------------------------------------
Moody's Investors Service affirmed the B2 corporate family rating
(CFR) and B1-PD probability of default rating (PDR) of KKR Retail
Partners Midco S.a.r.l (SMCP). Concurrently, Moody's has affirmed
the B3 instrument rating on the EUR290 million senior secured
notes due 2020 issued by SMCP S.A.S. The agency has revised the
outlook on all ratings to positive from stable.

RATINGS RATIONALE

The outlook change reflects the strong performance recorded in the
first nine months of 2015 (FY15), during which period SMCP has
continued to record significant overall sales growth, fuelled by
ongoing expansion of its points of sale network, and an
acceleration in like for like (LFL) sales. Profit margins have
increased as overheads have been contained (central functions were
augmented in 2014, both at head office and within regional hubs).
Accordingly, since the end of 2014 trailing twelve month reported
EBITDA has grown by more than 35% and Moody's adjusted leverage
has fallen materially to 4.1x as at September 30, 2015 from 5.0x.

The ongoing success of SMCP across its various brands and in
multiple countries evidences the strength of its business model
and brand positioning within the 'affordable luxury' niche. While
there are various execution risks not least in terms of fashion
content, the risks associated with expansion into new locations
and countries are somewhat mitigated by the company's established
model of entering new areas via concessions first. This provides
flexibility to amend roll-out plans more cost effectively than the
traditional model of signing up to full multi year leases.

The positive outlook reflects Moody's view that the growth in
underlying profitability achieved this year can be at least
sustained, and is sufficient for SMCP to generate positive free
cash flow while continuing to invest heavily in capex to increase
the number of points of sale. Absent any changes to the company's
capital structure, Moody's expects to see further, but slower,
deleveraging driven by increasing reported profits, partially
offset by ongoing growth in adjusted debt in respect of lease
commitments associated with the still expanding store base.

WHAT COULD CHANGE THE RATING -- UP/DOWN

Moody's could upgrade the ratings if SMCP continues its recent
trajectory of profitable growth, maintains above GDP LFL sales
growth and generates sustained positive free cash flow and
improved credit metrics, such as adjusted debt/EBITDA comfortably
below 4x and adjusted EBIT/interest expense approaching 2.5x.

Conversely, the ratings could encounter downward pressure if there
is weakness in SMCP's LFL sales, evidence of poor execution, or
deterioration in either profitability or free cash flow
generation. Quantitatively, an adjusted debt/EBITDA ratio above
5.5x beyond 2015 could trigger a downgrade.

PRINCIPAL METHODOLOGY

The principal methodology used in these ratings was Retail
Industry published in October 2015.

Headquartered in Paris, SMCP is an apparel retailer focused on the
'affordable luxury' segment (their average item selling price is
c.EUR160) principally through four brands, namely Sandro, Sandro
Men, Maje and Claudie Pierlot. As of September 30, 2015, the
company had 884 directly operated points of sale, including 335
stores and 423 concessions, with a further 195 points of sale
operated by distribution partners. With 466 points of sale, France
remains the single most important country, although the company
also has direct presence in nine more European countries, North
America, and in Asia. In the twelve months to September 2015, the
company recorded net sales (before deducting concession fees) of
EUR634 million and reported EBITDA of EUR100 million.


NOVAFIVES: S&P Lowers Corp. Credit Rating to 'B+', Outlook Stable
-----------------------------------------------------------------
Standard & Poor's Ratings Services said it lowered the long-term
corporate credit rating on France-based industrial engineering
group Novafives to 'B+' from 'BB-'.  The outlook is stable.

S&P also lowered the issue rating on Novafives' super senior RCF
to 'BB-' and senior secured notes to 'B+'.

Continued weakness in Novafives' end markets, particularly in the
energy and commodity sectors, has led S&P to revise its medium-
term base-case expectations for Novafives downward.  This has
resulted in forecast credit metrics weakening to S&P's 'B+' rating
level from 'BB-'.  S&P now anticipates adjusted debt to EBITDA of
5x-7x over its forecast period of 2015-2017 and adjusted FFO to
debt of 7%-12%.  S&P previously expected the company to achieve
gradual deleveraging and deliver adjusted debt to EBITDA just
below 5x and adjusted FFO to debt just above 12% over S&P's
forecast period.  A recovery in Novafives' end markets is not
expected until at least 2017, and therefore the pace of
deleveraging will be slower than S&P originally anticipated.

S&P expects Novafives' operating performance to remain hampered by
lower volumes in its metals, energy, aerospace, and special
machining divisions as customers scale back or delay capital
expenditure (capex) due to volatile energy and commodity markets,
and a bleaker outlook for emerging markets.  Although the trends
in some of Novafives' end markets are stable or positive, such as
automotive and logistics, and the company has continued to
implement operating efficiency measures, S&P do not believe that
these will sufficiently offset the deterioration in the company's
credit metrics.

S&P has not lowered the rating on Novafives by more than one notch
or revised the outlook to negative because forecast credit metrics
are stronger than 'B' rated peers.  These peers are generally
structurally highly leveraged with adjusted debt to EBITDA above
7x and mostly financial sponsor owned with aggressive financial
policies.  Furthermore, Novafives still has robust coverage and
liquidity ratios.  S&P expects EBITDA interest coverage to be
between 2.5x-3.5x over its forecast period, and FFO cash interest
coverage to be even stronger at between 3.5x-5.0x.

S&P's assessment of Novafives' business risk profile is
underpinned by S&P's view that the company has good end market and
geographic diversification, as well as its flexible cost
structure, offset by somewhat below average profitability and the
small contribution of aftermarket services to total revenues.
Despite its small size, the group has a wide product offering and
operates in several different niche markets, where it often ranks
among the top three players.  It has a significant presence
outside its European base, in the U.S. and China.  S&P also takes
a positive view of Novafives' asset-light business model.  By
outsourcing most of the manufacturing process, the group benefits
from a relatively flexible cost structure and limits its capex.
However, this business model results in the transfer to suppliers
of part of the added value on equipment delivered.  Consequently,
the group generates an adjusted EBITDA margin that S&P considers
to be below average for the capital goods sector at about 7%-9%.

S&P's base-case scenario assumes:

   -- Eurozone GDP to grow at 1.6%-1.8% and U.S. GDP to grow at
      2.5%-2.7% over 2015-2017.

   -- Growth in capex for the metals and mining and oil and gas
      sectors to remain negative in 2015 and 2016, but to recover
      by 2017.

   -- Revenue growth of up to about 5% in 2015, supported by
      current trading trends.  Slightly negative underlying
      revenue growth in 2016, but overall revenue growth will be
      boosted by the consolidation of recent acquisitions ECL and
      Lund.  Stabilization is expected in Novafives' end markets
      from 2017.

   -- Slight recovery in gross margins after 2016, given the
      increase in higher margin, small and medium orders in the
      backlog.  Small and medium orders represented 73% of order
      intake for the year to date in 2015 compared to 55% over
      the same period last year.  Reported EBITDA margins of
      about 6%-8%.

   -- No dividends.

   -- No transformational acquisitions above EUR50 million,
      particularly while end markets remain challenging.

   -- At the end of 2015, adjusted debt will be about EUR800
      million which, in addition to reported debt, includes the
      company's convertible bonds, bonds redeemable in shares,
      operating leases, and pension deficit.

   -- S&P applies a surplus cash haircut of 20% when calculating
      adjusted debt.  This haircut captures the company's trapped
      cash or cash that may not be immediately available for debt
      repayment.

The stable outlook reflects S&P's expectation that Novafives will
maintain adjusted debt to EBITDA of 5x-7x over S&P's forecast
period of 2015-2017 and adjusted FFO to debt of 7%-12%.
Importantly, S&P expects Novafives to deleverage over S&P's
forecast period so that adjusted debt to EBITDA is close to 5x and
adjusted FFO to debt is close to 12% by the end of 2017.  S&P also
expects management to remain a long-term shareholder and maintain
its prudent financial policy, with no large acquisitions or
shareholder remuneration.

S&P could lower the ratings on Novafives if the company does not
deleverage in line with S&P's expectations and it anticipates
adjusted debt to EBITDA deteriorating to above 7x or adjusted FFO
to debt to falling below 7%.  This could occur if the company's
operating performance falls short of S&P's base case, or if it
fails to generate sustainable positive free operating cash flow.
The ratings could also become constrained if Novafives made a
large debt-financed acquisition or increased shareholder
remuneration.

S&P could upgrade Novafives if its adjusted debt to EBITDA
comfortably decreased to below 5x and adjusted FFO to debt
strengthened to above 12%.  This could occur if there is a
sustainable recovery in the company's end markets.


* Fitch Revises Outlook on French Non-life Insurers to Negative
---------------------------------------------------------------
Fitch Ratings has revised its sector outlook for French non-life
insurance to negative from stable.  The outlook for the ratings of
the French non-life insurance companies is stable, reflecting the
proportion of company ratings on Stable Outlook.

Fitch expects that premium growth and profitability of French non-
life insurers are likely to deteriorate in 2016.  Fitch forecasts
a normalized combined ratio of 102% in 2015 and 103% in 2016 and
non-life premium income growing by 2.6% in 2015 and 1.6% in 2016.

Fitch expects tariffs to only marginally increase in 2016 after
two years of strong price rises.  Competition in both personal and
commercial lines is intense and the rise of aggregators on the
internet, supported by regulation changes that enable
policyholders to cancel policies beyond the anniversary date
(Hamon Law), are likely to squeeze margins and add to pricing
pressure.  Commercial lines are currently profitable in France,
which attracts capacity and continues to intensify competition.

Weak economic growth and the increase in low-cost offers, which
are more attractive to policyholders looking for less expensive
and simpler insurance products have weakened premium growth.  The
growth in premium income has largely been driven by tariff changes
since 2011, rather than by any increase in volumes of policies and
guarantees.  This is a trend that is gradually beginning to
reverse.

In motor, underwriting profitability is under pressure as claims
frequency and average claim severity continue to rise,
particularly for bodily injury claims.  Fitch believes that lower
tariff increases, stiff competition and legislative changes will
reduce the level of profitability achieved by French non-life
insurers in 2016.

Fitch expects French non-life insurers to fare well under Solvency
II.  According to the latest study published by the Autorite de
controle prudentiel (ACPR), non-life reserves under Solvency II
will be lower on average than their book value and own funds will
be higher than under Solvency I.  French non-life insurers'
capital position under Solvency I remains strong, supporting their
ratings, although it is boosted by unrealized capital gains on
fixed income investments, which reduces the quality of capital.



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G E R M A N Y
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CENTROTHERM PHOTOVOLTAICS: Co-founder to Buy Majority Share
-----------------------------------------------------------
SeeNews reports that the co-founder of Centrotherm Photovoltaics
AG, Robert M Hartung, and an international strategic investor plan
to take control of the German solar machinery maker, which is
currently implementing an insolvency plan.

SeeNews relates that through their firm Solarpark Blautal GmbH,
Hartung and the unnamed investor have signed a conditional deal to
buy an 80% stake in Centrotherm from Sol Futura
Verwaltungsgesellschaft mbH. The transaction, the financial terms
of which were not unveiled, is expected to close by the end of
March 2016 at the latest, says SeeNews.

Upon completion, Solarpark Blautal will own 90% of Centrotherm,
including the 10% stake of TCH GmbH, and the firm's insolvency
plan would be "almost completely fulfilled," according to SeeNews.

According to the report, Hartung said that the company will seek
to exploit potential in the future for technologies other than its
current core ones in thermal processes and systems building.
Centrotherm will retain its Blaubeuren location and its current
staff.

Meanwhile, the company's management board has negotiated its
financing for after the ownership change. The due insolvency
receivables of unsubordinated creditors of Centrotherm and one of
its former units will be serviced one month after the execution of
the transaction, SeeNews notes.

centrotherm photovoltaics AG is one of the globally leading
providers of technology and production solutions to the
photovoltaic and semiconductor industries. Our core competencies
consist in the thermal processing and coating of waiters for the
manufacturing of crystalline solar cells and power
semiconductors, as well as for microelectronics.



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I R E L A N D
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ALLIED IRISH: Fitch Raises IDR to 'BB+', Outlook Positive
---------------------------------------------------------
Fitch Ratings has upgraded Bank of Ireland's (BOI) Long- and
Short-term Issuer Default Rating (IDR) and Viability Ratings (VRs)
to 'BBB-'/'F3/'bbb-' from 'BB+'/'B'/'bb+' and Allied Irish Banks
plc's (AIB) Long-term IDR and VR to 'BB+'/'bb+' from 'BB'/'bb'.
AIB's Short-term IDR is affirmed at 'B'.  The Outlook for the
Long-term IDRs is Positive.

The IDRs of BOI and AIB are driven by these banks' stand-alone
creditworthiness as expressed by their VRs, which Fitch has today
upgraded.  The upgrade reflects on-going improvements in these
banks' asset quality, business prospects, profitability and
capitalization.

KEY RATING DRIVERS

IDRS, VRS AND SENIOR DEBT RATINGS

Asset quality is a factor, which Fitch considers to be of high
importance for BOI's and AIB's ratings.  The banks' legacy problem
assets (including either non-performing or low-yielding loans, as
well as forborne, restructured, impaired or defaulted) have been
declining rapidly, as the banks continue to seek repayment of or
restructure the loans.  Profitability is also boosted by new loans
gradually replacing some old legacy exposures.

Nonetheless, both BOI and AIB continue to hold large stocks of
impaired and other problem loans, and while Fitch believes them to
be comfortably reserved, they remain high as a proportion of
overall lending.  When taken, net of reserves, as a proportion of
Fitch Core Capital, they continue to show the banks' vulnerability
to declining asset prices.  Property-secured lending has continued
to benefit from a pick-up in real estate prices and an increasing
volume of property sales, including land, supported by Ireland's
improving macro-economic environment However, these could change
swiftly, depending on investor sentiment and economic conditions.

Weak asset quality continues to constrain these banks' VRs and
further rating upgrades will be subject to continued improvements
in the quality of the loan books.  At present Fitch believes that
AIB is still more vulnerable to unexpected falls in asset values
and changing investor confidence in Ireland than BOI, as the
proportion of impaired loans on its books is still large.  BOI's
greater franchise in the UK, particularly towards residential
mortgage loans, has allowed the bank to benefit from the strong
improvement in the performance and profitability of these assets
over the past two years.

The capitalization of both banks has strengthened significantly
over the past six months and the Positive Outlook reflects our
expectation that this trend is set to continue.  This factor is of
high importance for AIB, given the high risk of its loan book.
Capitalization has improved on the back of deleveraging, internal
capital generation and reduced problem loans.

AIB has reached an agreement with the Irish state in respect of
its government-held preference shares, which will simplify its
capital structure.  The agreement reached is slightly negative in
our assessment of AIB's capitalization as the preference shares
benefited from 100% equity credit and the EUR1.7 billion repayment
in December 2015 will reduce its Fitch Eligible Capital (FCC).
However, the conversion of a further EUR1.8 billion to common
equity and the recent issue of EUR500m high trigger additional
tier 1 (AT1) notes, has been a positive factor for its
capitalization.

BOI has received regulatory approval to redeem its outstanding
2009 preference shares (EUR1.3 billion), which it plans to do on
Jan. 4, 2016.

BOI's and AIB's profitability has continued to improve throughout
2015, partly as a result of large one-off gains including sales of
liquid assets, and in the case of AIB, through releases of
provisions, but Fitch expects it to stabilize at current levels in
2016.  Fitch expects loan impairment charges (LICs) to remain low
and that net interest margins (NIM) will continue to benefit from
an improved loan mix, a smaller liquidity buffer and low funding
costs.  On the other hand, costs remain under pressure from
continuing investments in systems and risk controls.  Costs are
being controlled by both banks.

Both banks benefit from strong franchises in Ireland, which should
enable them to take full advantage of further improvements in the
economy and increasing demand for credit.

SUBSIDIARIES AND AFFILIATED COMPANIES

BOI UK's VR has been upgraded to 'bbb-' from 'bb+', the same as
that of BOI, due to the high integration of systems and processes
across the group.  While its asset quality is healthier than at
BOI in Ireland, Fitch do not expect it to improve significantly
from current levels over the next 12-18 months, resulting in a
Stable Outlook on the IDR.

In Fitch's view, BOI UK benefits from a moderate likelihood of
support, in case of need, from its parent bank.  While Fitch
believes that BOI will have an extremely high propensity to
support its UK subsidiary, because of the reputational risk it
would face in case of a default by BOI UK, its ability to do so is
constrained by the large size of BOI UK relative to its own
equity.  Fitch therefore expects that once BOI's IDR is upgraded
to 'BBB', BOI UK's IDR will become support-driven, as opposed to
currently being driven by the VR, and will be notched down once
from its parent's and remain at 'BBB-'.  For this reason, the
Outlook on BOI UK has been revised to Stable from Positive.

EBS Limited and AIB Group (UK) Plc are wholly owned by AIB, and
Bank of Ireland Mortgage Bank is wholly owned by BOI.  These
subsidiaries are, to varying degrees, reliant on their respective
parents for funding and capital support.  Their IDRs are therefore
based on support and are equalized with their parents'.  Fitch has
not assigned VRs to these subsidiaries as Fitch believes that
these subsidiaries are closely integrated with their respective
parents that they cannot be analyzed meaningfully on a stand-alone
basis.

SUPPORT RATINGS AND SUPPORT RATING FLOORS

BOI's and AIB's SRs and Support Rating Floors (SRF) are affirmed
at '5' and 'No Floor' respectively as Fitch believes that senior
creditors cannot rely on receiving full extraordinary support from
the sovereign in the event that either bank becomes non-viable.
In Fitch's view, the EU's Bank Recovery and Resolution Directive
(BRRD) and the Single Resolution Mechanism (SRM) provide a
framework for resolving banks that is likely to require senior
creditors participating in losses, if necessary, instead of or
ahead of a bank receiving sovereign support.  Full application of
BRRD, including the bail-in tool, is required from Jan. 1, 2016,
and was introduced in Irish law in July 2015.

The SR of EBS Limited, AIB Group (UK) Plc, and BOI UK are affirmed
at '3'.  The SR of Bank of Ireland Mortgage Bank is upgraded to
'2' from '3' to reflect the strengthened ability of its parent to
provide it with support in case of need and the small size of this
subsidiary relative to its parent.

SUBORDINATED DEBT AND OTHER HYBRID SECURITIES

The subordinated debt and other hybrid capital issued by BOI and
AIB are notched off their issuer's respective VRs and reflect the
performance of these instruments.

BOI's and AIB's subordinated Tier 2 debt are notched down once
from their respective issuers' VRs, reflecting higher loss
severity relative to senior obligations.  The upgrade follows that
of AIB's and BOI's VRs.

BOI UK Holding's deferrable subordinated notes guaranteed by BOI
are notched off three times from BOI's VR, twice for non-
performance given the notes cumulative and deferrable coupon
payments at the issuer's discretion and once for loss severity
given the absence of write down or equity conversion features.
Their upgrade mirrors that of BOI's VR.

AIB's AT1 debt is notched down twice for loss severity and twice
for non-performance, reflecting their deep subordination and fully
discretionary coupon omission.  Their rating is the maximum rating
under Fitch's criteria for banks with a VR anchor of 'bb+'

AIB is not paying the discretionary coupons on a number of legacy
subordinated notes.  The 'C' ratings of these instruments reflect
their non-performance and sustained economic losses with weak
recovery prospects.

RATING SENSITIVITIES

IDRs, VRs AND SENIOR DEBT RATINGS

The Positive Outlook on BOI's and AIB's IDRs reflects Fitch's
expectation that the ratings may be upgraded further over the next
12-24 months as improvements in their asset quality and
capitalization continue to feed through to their credit profile.
The upgrade would be contingent on continuing reductions in
problem assets, either through rehabilitation, the curing of
legacy problem loans, or significant non-recourse sales,

Furthermore, Fitch expects that improvements in profitability will
feed through in strengthened capitalization for both banks,
reducing their vulnerability to any unexpected adverse changes to
the Irish economy.

The IDRs and VRs could face negative pressure if any of our
expectations are not met, or if macro-economic conditions reverse
and cause further weakening of asset quality to the extent that
impairment charges would compromise the banks' profitability and
hence capital flexibility.

SUPPORT RATINGS AND SUPPORT RATING FLOORS

An upgrade to the SR and upward revision to the SRF would be
contingent on a positive change in the sovereign's propensity to
support its banks.  While not impossible, this is highly unlikely
in Fitch's view.

SUBSIDIARIES AND AFFILIATED COMPANIES-

The ratings of EBS Limited, AIB Group (UK) Plc and of Bank of
Ireland Mortgage Bank are sensitive to the same factors that might
drive a change in their parents' ratings.  The SR of BOI UK, as
for all the other rated subsidiaries, would be sensitive to
changes in the strategic importance of the subsidiaries to their
respective parents as well as the respective parents' ability to
support such subsidiaries (as reflected by higher or lower
ratings).

SUBORDINATED DEBT AND OTHER HYBRID SECURITIES

The ratings of all subordinated instruments are primarily
sensitive to a change in the VRs of these institutions, or to
changes in their notching in accordance with our criteria.

The rating actions are:

BOI

  Long-term IDR: upgraded to 'BBB-' from 'BB+'; Outlook Positive
  Short-term IDR: upgraded to 'F3' from 'B'
  Viability Rating: upgraded to 'bbb-' from 'bb+'
  Support Rating: affirmed at '5'
  Support Rating Floor: affirmed at 'No Floor'
  Senior unsecured notes: upgraded to 'BBB-' from 'BB+'
  Short-term debt: upgraded to 'F3' from 'B'
  Commercial paper: upgraded to 'F3' from 'B'
  EUR600 mil. subordinated notes issued by Bank of Ireland
   Holdings and guaranteed by BOI (XS0125611482): upgraded to
   'BB-' from 'B+'
  GBP197.3 mil. subordinated notes (XS048771656): upgraded to
   'BB+' from 'BB'

Bank of Ireland Mortgage Bank

  Long-term IDR: upgraded to 'BBB-' from 'BB+'; Outlook Positive
  Short-term IDR: upgraded to 'F3' from 'B'
  Support Rating: upgraded to '2' from '3'

BOI UK Plc

  Long-term IDR: upgraded to 'BBB-' from 'BB+'; Outlook revised
   to Stable from Positive
  Short-term IDR: upgraded to 'F3' from 'B'
  Viability Rating: upgraded to 'bbb-' from 'bb+'
  Support Rating: affirmed at '3'

AIB

  Long-term IDR: upgraded to 'BB+' from 'BB'; Outlook Positive
  Short-term IDR: affirmed at 'B' '
  Viability Rating: upgraded to 'bb+' from 'bb'
  Support Rating: affirmed at '5'
  Support Rating Floor: affirmed at 'No Floor'
  Senior unsecured notes: upgraded to 'BB+' from 'BB'
  Short-term debt, including commercial paper: affirmed at 'B'
  EUR750 mil. subordinated Lower Tier 2 notes (XS1325125158):
   upgraded to 'BB' from 'BB-'
  EUR500 mil. subordinated AT1 7% trigger notes (XS1328798779);
   upgraded to 'B' from 'B-'
  Subordinated legacy non-performing debt (XS0232498393;
   XS0435957682 and XS0124107053): affirmed at 'C'

AIB Group (UK) PLC

  Long-term IDR: upgraded to 'BB+' from 'BB'; Outlook Positive
  Short-term IDR: affirmed at 'B'
  Support Rating: affirmed at '3'

EBS Limited

  Long-term IDR: upgraded to 'BB+' from 'BB'; Outlook Positive
  Short-term IDR: affirmed at 'B''
  Support Rating: affirmed at '3'
  Senior long-term debt, (including notes XS0268806709): upgraded
   to 'BB+' from 'BB'
  Short-term debt: affirmed at 'B''



=========
I T A L Y
=========


CREDITO EMILIANO: Moody's Assigns (P)Ba1 Rating on Sub. Debt
------------------------------------------------------------
Moody's Investors Service assigned ratings to Credito Emiliano
SpA's (Credem) EMTN program, based on the draft prospectus dated
December 17, 2015, which allows issuance up to EUR3 billion. The
provisional rating on senior unsecured debt to be issued under the
EMTN program is (P)Baa2, on review for downgrade, while the
provisional rating on subordinated debt to be issued under the
program is (P)Ba1.

RATINGS RATIONALE

The ratings take into account Credem's baa3 standalone baseline
credit assessment (BCA), loss-given-failure assumptions under
Moody's Loss Given Failure (LGF) analysis, and the rating agency's
assessment of a low probability of government support.

Moody's said that Credem's BCA of baa3 reflects the bank's sound
asset quality metrics and satisfactory capitalization. The
provisional (P)Baa2 senior unsecured rating, on review for
downgrade, currently benefits from low loss-given-failure, which
results in a one-notch uplift from the bank's baa3 BCA. The
provisional (P)Ba1 subordinated rating, one notch below the BCA,
results from Moody's view that loss-given-failure would be high
for this debt class in case of resolution.

RATING OUTLOOK

The provisional senior unsecured rating is on review for
downgrade. In common with other Italian banks, Credem will be
subject to national legislation providing preference to deposits
over senior unsecured debt from 2019, which will favor deposits to
the detriment of senior unsecured creditors. For more details,
please see Moody's Special Comment entitled "Italy's Introduction
of Depositor Preference Is Positive for Depositors and Negative
for Bondholders", published on November 23, 2015. In addition, the
rating agency expects that the stock of Credem's senior unsecured
bonds will remain stable in 2016, with new issuance under the EMTN
program likely replacing maturing retail bonds rather than adding
to the volume of debt outstanding.

WHAT COULD CHANGE THE RATING UP/DOWN

Credem's ratings may be upgraded in the event of a higher BCA, for
example as a result of a combination of improving asset quality
and stronger profitability.

Credem's ratings could be downgraded following a lowering of the
BCA, for example due to an unexpected material deterioration in
asset quality, or an erosion in profitability or capital. The
application of full depositor preference would likely lead Moody's
to downgrade Credem's provisional senior unsecured rating by one
notch, as it would expose senior unsecured debt to higher risk in
the event of resolution.



===========
L A T V I A
===========


LIEPAJAS METALURGS: Court to Hear Insolvency Lawsuit on Dec. 29
---------------------------------------------------------------
Xinhua News Agency reports that a lawsuit has been filed against
Latvia's KVV Liepajas Metalurgs steelmaker in which the plaintiff
asks court to declare the company insolvent over an outstanding
six-figure debt.

Xinhua relates that information on the Web site of the Latvian
Insolvency Administration showed that the city court in the
southwestern Latvian city of Liepaja is scheduled to hear the case
on Dec. 29.

According to the report, the insolvency lawsuit has been filed by
Elme Messer Metalurgs, an Estonian-owned producer of industrial
gases which has been supplying oxygen to KVV Liepajas Metalurgs.

Xinhua says Elme Messer Metalurgs claims KVV Liepajas Metalurgs
failed to pay for the oxygen and has run a six-figure debt to the
supplier.

The legal action is worrying the Latvian government as KVV
Liepajas Metalurgs is due to repay the government EUR2.678 million
by Dec. 27, the report states.

The Finance Ministry has asked KVV Liepajas Metalurgs to inform
about its further business plans and how the company intends to
meet its obligations to its creditors, the Latvian state included.

Xinhua notes that Liepajas Metalurgs was already declared
insolvent in November 2013 after it ran into financial trouble.
The company was eventually sold to Ukraine's KVV which re-launched
the steel plant in March 2015.

Based in the southwestern Latvian port city of Liepaja, Liepajas
Metalurgs used to be Latvia's leading metallurgical company and a
major provider of jobs in Liepaja.



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


STICHTING HOLLAND III: Fitch Affirms 'BBsf' Rating on Cl. D Loans
-----------------------------------------------------------------
Fitch Ratings has affirmed Stichting Holland Homes III, as:

  Class A (ISIN XS0233450138) affirmed at 'AAAsf'; Outlook Stable
  Class B (ISIN XS0233451615) affirmed at 'AAsf'; Outlook Stable
  Class C (ISIN XS0233452936) affirmed at 'Asf'; Outlook Stable
  Class D (ISIN XS0233453660) affirmed at 'BBsf'; Outlook Stable

The transaction is fully backed by mortgage loans originated by
DBV Levensverzekeringsmaatschappij B.V. (DBV), which is now part
of SNS Bank N.V. (BBB/Stable/F3).

KEY RATING DRIVERS

Healthy Asset Performance

The relatively low original loan to value (OLTV) in comparison
with the rest of the Dutch market (weighted average combined loan
to value (CLTV) of 61.7%) has resulted in limited arrears
throughout the transaction's life.  As of the September 2015
payment date, the collateral in arrears by more than three months
stood at 0.03% of the current pool balance, which is significantly
lower than the Dutch prime three-month plus index of 0.62%.

The transaction only reports foreclosures that incurred a loss for
the structure.  This number remains very limited despite nine
years' seasoning.  Given the current level of late-stage arrears,
Fitch expects foreclosures to remain at very low levels.

Insurance Set-Off

The mortgages backed by capital insurance policies are exposed to
the risk that, upon insolvency of the policy providers, borrowers
may seek to set-off against their mortgages the claim over the
insurance provider resulting from a loss of premium or damages.
Further to this, borrowers could seek to exercise defenses
following the insolvency of their insurance provider and request
cancellation of parts of the loans corresponding to the lost
capital.  Fitch incorporated in its analysis the risk the
borrowers might exercise such defenses following the failure of
insurance providers.  The agency estimated the set-off exposure
and accounted for the exposure in the EMEA RMBS Surveillance
Model.

RATING SENSITIVITIES

The transaction has a high proportion of interest-only loans.  If
the borrowers fail to repay the entire principal at maturity, this
could lead to insufficient principal receipts and shortfalls in
principal payments, eroding the liquidity within the transaction.

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.


WOOD STREET V: Fitch Affirms 'B-' Ratings on 2 Note Classes
-----------------------------------------------------------
Fitch Ratings has affirmed Wood Street CLO V B.V. and revised the
Outlook to Stable on the class E notes:

  Class A-D: affirmed at 'AAAsf'; Outlook Stable
  Class A-R: affirmed at 'AAAsf'; Outlook Stable
  Class A-T: affirmed at 'AAAsf'; Outlook Stable
  Class A-2: affirmed at 'AAsf'; Outlook Stable
  Class B: affirmed at 'Asf'; Outlook Stable
  Class C-1: affirmed at 'BBBsf'; Outlook Stable
  Class C-2: affirmed at 'BBBsf'; Outlook Stable
  Class D: affirmed at 'BBsf'; Outlook Stable
  Class E-1: affirmed at 'B-sf'; Outlook revised to Stable from
   Negative
  Class E-2: affirmed at 'B-sf'; Outlook revised to Stable from
   Negative

Wood Street CLO V is a securitization of mainly European senior
secured loans with a total note issuance of EUR500 million
invested in a target portfolio of EUR480 million.  The portfolio
is actively managed by Alcentra Limited.

KEY RATING DRIVERS

The affirmation and revised Outlook reflects increased credit
enhancement and stable asset performance.  Credit enhancement
available to the rated notes has increased significantly over the
past 12 months due to the deleveraging of the transaction
following the end of the reinvestment period.  The senior notes
have paid down by EUR62.17 million and GBP16.87 million over the
past year.

The Fitch weighted average rating factor, as calculated by the
trustee, has increased to 29.26 from 28.87 over the past year and
the Fitch weighted average recovery rate has increased to 63.9
from 63.3.  In the same period the weighted average spread (WAS)
of the portfolio fell to 3.96% from 4.14%.  All these metrics
continue to maintain a significant cushion against the covenanted
levels.

There are currently no defaulted assets in the portfolio and 'CCC'
obligations represent approximately EUR41.2 million, up from
EUR37.8 million a year ago.  As of November 2015 trustee report,
all the coverage tests are passing with a cushion.

The portfolio is currently failing weighted average maturity (WAM)
test with a WAM of May 2020, versus September 2019 a year ago and
a covenanted maximum WAM of September 2018.  The weighted average
life (WAL), as calculated by Fitch, decreased slightly over the
past year to 4.5 years from 4.8 years.

The class A-R notes are variable funding notes, but, since the end
of the reinvestment period, no additional advances of euro or
sterling are possible.  As of the November 2015 trustee report,
the outstanding amount of the class A-R notes is GBP40.89 million
and EUR9.5 million.  There is currently GBP35 million of revolver
hedged assets and GBP7 million is held in the principal account.
As a consequence, there is currently a mismatch of approximately
GBP1.1 million between the GBP assets and the GBP liabilities.

Fitch has found that the transactions can withstand the various
combinations of interest rate and currency stresses overlaid with
default skews between sterling and euro assets at proposed rating
stress levels.

RATING SENSITIVITIES

In its rating sensitivity analysis, Fitch found that a 25%
increase of the default probability would result in downgrade of
two notches for the senior and mezzanine notes while the junior
notes would be unaffected.  A 25% reduction of the recovery rate
would result in a downgrade of up to two notches across all notes
apart from the class D notes, which would be unaffected.

DATA ADEQUACY

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

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

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


WOOD STREET VI: Fitch Raises Rating on Class E Notes to 'B+sf'
--------------------------------------------------------------
Fitch Ratings has taken multiple rating actions on Wood Street CLO
VI B.V.'s as:

  EUR132.3 mil. Class A-1 (ISIN XS0315358084): affirmed at
   'AAAsf'; Outlook Stable
  EUR15.0 mil. Class A-2 (ISIN XS0315362433): affirmed at 'AAAsf';
   Outlook Stable
  EUR23.7 mil. Class B (ISIN XS0315364991): affirmed at 'A+sf';
   revised Outlook to Positive from Stable
  EUR18.4 mil. Class C (ISIN XS0315365451): affirmed at 'BBB+sf';
    revised Outlook to Positive from Stable
  EUR15.5 mil. Class D (ISIN XS0315365618): affirmed at 'BB+sf';
   revised Outlook to Positive from Stable
  EUR13.2 mil. Class E (ISIN XS0315366186): upgraded to 'B+sf'
   from 'B-sf'; Outlook Positive

Wood Street CLO VI B.V. is a securitization of mainly European
senior secured loans, senior unsecured loans, second-lien loans,
mezzanine obligations, high-yield bonds and structured finance
securities.  At closing, a total note issuance of EUR325.8 mil.
was used to invest in a target portfolio of EUR317.05 mil.  The
portfolio is actively managed by Alcentra Ltd.

KEY RATING DRIVERS

The revision of the Outlooks of the class B to E notes, as well as
the upgrade of class E notes, reflects increases in credit
enhancement throughout the capital structure over the past 12
months as a result of natural amortization.  The class A-1 notes
have amortized by EUR75 million, increasing credit enhancement to
47.8% from 36.7% on the class A-1 notes and to 13.9% from 10.4% on
the class E notes.  The revision of the Outlook to Positive also
reflects the possibility of an upgrade of the respective notes
should the speed of amortization be maintained, leading to further
increases in credit enhancement.

Amortization has also led to an increase in the portfolio's
concentration.  The largest obligor now represents 4.2% of the
outstanding portfolio, up from 3.5%, and the 10 largest obligors
account for 36.3%, up from 28.1%.  The largest country is now
Spain with 17.6%, up from 8.6%, increasing the overall peripheral
European exposure, presented by Spain and Italy, to 20.8% from
11.3%.  The second-largest country is Germany with 17.5%, up from
15%, followed by France with 12.8%, down from 22.7%.  The largest
industries are telecommunications with 11.3%, up from 7.4%, retail
with 10.6%, up from 8.7% and business services with 10.4%, down
from 12.3%.

The effects of increased portfolio concentration were offset by
the overall stable performance of the portfolio and improved
credit quality of the underlying assets.  The 'CCC' obligations
have remained largely unchanged at just over 10%, while there has
been a credit migration to 'B' assets from 'B-'.

The transaction exited its reinvestment period in October 2014 and
currently cannot reinvest unscheduled proceeds due to the breach
of the 'CCC' obligation trigger and the weighted average rating
factor test.

RATING SENSITIVITIES

Fitch rating sensitivity analysis showed that stressing the
probability of default or reducing the recoveries by 25% would not
impact the notes.

DUE DILIGENCE USAGE

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

DATA ADEQUACY

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

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

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



===========
P O L A N D
===========


HAWE TELEKOM: Files for Bankruptcy Protection
---------------------------------------------
Bokszczanin Marcin at Polska Agencja Prasowa SA reports that Hawe
Telekom filed for bankruptcy protection for restructuring.

According to PAP, Hawe, the company's indirect parent, is also
preparing a bankruptcy motion.

Hawe Telekom is a unit of Mediatel. It is based in Poland.



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


ASTRA ASIGURARI: Faces Delisting From BVB Stock Exchange
--------------------------------------------------------
SeeNews reports that a document sent by Romania's financial
regulator to the bourse on Dec. 18 shows Astra Asigurari will be
delisted from the alternative trading segment of the Bucharest
Stock Exchange, BVB, today, Dec. 21.

According to SeeNews, the move comes two months after the Astra
was moved from the Romanian bourse unregulated segment Rasdaq to
the alternative trading system of BVB, AeRO.  Rasdaq system was
closed officially at the end of November, SeeNews relays.

Astra securities have not traded since February last year when the
company became insolvent, SeeNews notes.

As reported by The Troubled Company Reporter-Europe on Dec. 17,
2015, SeeNews related that consulting firm KPMG Restructuring said
on Dec. 16 it had started drafting a liquidation strategy for
Astra Asigurari after earlier this month, a Bucharest court
approved a request for its bankruptcy submitted by the country's
financial regulator.

Astra Asigurari is a Romanian insurance company.



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


ER-TELECOM HOLDING: Moody's Hikes Corporate Family Rating to B2
---------------------------------------------------------------
Moody's Investors Service upgraded the corporate family rating
(CFR) of Russian telecoms company ER-Telecom Holding CJSC to B2
from B3 and its probability of default (PDR) rating to B2-PD from
B3-PD, following substantive improvements to the company's
financial metrics and operating performance. The outlook on the
ratings is stable.

RATINGS RATIONALE

The upgrade reflects a material improvement in ER-Telecom's
financial metrics and operating performance since the assignment
of its first-time rating in 2011.

The B2 rating takes into account the company's (1) demonstrated
ability to achieve geographic expansion and strong double-digit
revenue growth over the past three years; (2) strong competitive
position and brand recognition; (3) robust profitability and
positive free cash flow generation in most of the markets in which
it has operated for more than three years; (4) modern fixed-line
network, which requires fairly low maintenance capex; and (5)
solid liquidity and long-term debt maturity profile.

Moody's also positively notes that the company's shareholders
remain closely involved in the company's financial and strategic
management and have a track record of providing liquidity support
to the company in the form of shareholder loans.

The rating agency notes that ER-Telecom's rating will remain
constrained at the current level for the next 18-24 months due to
(1) the company's small size on a global scale (a factor further
negatively affected by the devaluation of the Russian rouble in
2014-15) and single-country concentration; (2) its ambitious
growth strategy, which envisages an increase in leverage and
negative free cash flow generation for the next 18-24 months; (3)
limitations to growth resulting from the saturation of fixed-line
broadband and the pay TV market in Russia, and declining
dispensable incomes in the country; and (4) strong competition
from integrated operators, such as the country's largest fixed-
line national telecommunications operator Rostelecom OJSC
(unrated), and satellite broadcasting.

RATIONALE FOR THE STABLE OUTLOOK

The stable outlook reflects Moody's view that the company's
ratings are adequately positioned in the current rating category,
given that the company contemplates an increase in its investment
and M&A activity in the next 12 months.

WHAT COULD CHANGE THE RATINGS UP/DOWN

Moody's could consider an upgrade of ER-Telecom's ratings if the
company were to sustainably (1) maintain debt/EBITDA of below
3.0x, and (EBITDA-capex)/interest above 2.0x; (2) demonstrate
successful implementation of its growth strategy, including
efficient and sustainable conversion of capex to cash flow; and
(3) maintain adequate liquidity.

Conversely, negative pressure on the ratings would develop if ER-
Telecom's (1) leverage rose above the currently anticipated levels
of 4.0x and (EBITDA-capex)/interest fell below 1.0x for more than
12 months; (2) liquidity profile deteriorated, (3) competitive
position weakened resulting in a sustained decline in
profitability and a slowdown in revenue growth; (4) shareholder
structure changed in a way that could lead to diminished
shareholder support.

ER-Telecom Holding CJSC is a telecommunications company providing
cable TV, high-speed internet access and fixed-telephony services
in Russia under the brand dom.ru. The company's network currently
covers around 9.6 million households in 56 cities. ER-Telecom is
73% owned by the Perm Industrial and Financial Group (PFIG), 10%
by Baring Vostok Capital Partners, 14.5% by management and 2.5% by
other shareholders. In 2014 and first six months of 2015, ER-
Telecom generated revenue of RUB22.0 billion and RUB11.0 billion,
respectively ($0.6 billion at the average exchange rate in 2014,
and $192 million at the average exchange rate in the first six
months of 2015), 62% of which was derived from internet services,
30% from cable TV and 8% from other services including telephony.



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


ABENGOA SA: S&P Lowers CCR to 'SD' on Missed Payments
-----------------------------------------------------
Standard & Poor's Ratings Services lowered to 'SD' (selective
default) from 'CCC-' its long-term corporate credit rating on
Spanish engineering and construction company Abengoa S.A.  S&P
also lowered the short-term corporate credit rating on Abengoa to
'SD' from 'C'.

At the same time, S&P affirmed the issue rating on the senior
unsecured notes issued by Abengoa, Abengoa Finance S.A.U., and
Abengoa Greenfield S.A. at 'CCC-'. The recovery rating on these
notes remains unchanged at '4', indicating S&P's expectation of
average (30%-50%) recovery prospects for noteholders in the event
of a payment default.  S&P's recovery expectations are in the
lower half of this range.

The downgrade reflects Abengoa's failure to pay scheduled
maturities under its EUR750 million Euro-Commercial Paper Program.
S&P views this as a selective default under its timeliness of
payments criteria.

On Dec. 10, 2015, Abengoa issued an announcement through the
Companies Announcement Service of the Irish Stock Exchange that it
had not paid amounts due under the program.  At the same time,
Abengoa also said that it is undergoing a debt restructuring
process that has caused it to temporarily suspend certain
financial commitments.

Abengoa confirmed to S&P that none of the above-mentioned unpaid
amounts are larger than the group's cross default materiality
threshold of EUR30 million.  Therefore, to the best of S&P's
knowledge, the group has not defaulted on any coupon due under its
rated senior unsecured notes.

S&P will examine the progress of Abengoa's negotiations with its
creditors over the coming weeks.  Should any material non-payment
or restructuring occur, S&P will reassess the ratings, taking into
account any benefits realized and any other interim developments.


AYT CAIXA: Fitch Raises Rating on Class C Loans to 'BB-sf'
----------------------------------------------------------
Fitch Ratings has upgraded AyT Caixa Sabadell Hipotecario.

The Spanish prime RMBS transaction comprises loans initially
originated by Caixa Sabadell, which is now part of Banco Bilbao
Vizcaya Argentaria (BBVA; A-/Stable/F2).

KEY RATING DRIVERS

Improved Credit Profile

The upgrade reflects the improved credit profile of the
securitized portfolio and the higher levels of structural credit
enhancement (CE) for the rated notes.  As of November 2015, three-
month plus arrears excluding defaults stood at 3.1% of the
outstanding portfolio balance, well below the 13.0% and 10.0% at
the prior reporting dates in May 2015 and November 2014,
respectively.  The large drop in arrears is mainly due to BBVA
repurchase of problematic assets, a strategy that Fitch considers
would not be sustainable under stress scenarios.  The balance of
net cumulative defaults is 0.7% of initial portfolio balance,
below the average (5.1%) for other Fitch-rated prime Spanish RMBS.

BBVA Repurchases

Fitch understands that loan buy backs by BBVA have taken place
since early 2014, of which around EUR30m corresponds to defaulted
assets.  This repurchase strategy has improved the transaction's
credit profile as large recovery cash flows have entered the
transaction and have been allocated in accordance with the
priority of payments definitions.  Therefore, total arrears have
substantially decreased, CE has improved for all rated tranches,
and the balance of the reserve fund has increased to 98% of its
target level.  Fitch understands the large buy backs were a one-
off event, and its credit analysis assumes no further repurchases
will take place.

Very High Exposure to Catalonia

Almost 100% of the securitized portfolio is secured by properties
located in Catalonia.  To address this high geographical
concentration risk in the credit analysis, a default probability
hit of 15% is attached to every asset located in this region, and
a recovery rate haircut is accommodated.  Fitch's credit analysis
is carried out under the scenario that Catalonia remains a region
of Spain and does not become an independent state.

Maximum Achievable Rating

In accordance with Fitch's counterparty criteria for structured
finance transactions, the maximum achievable rating is 'A+sf', as
the account bank is currently rated 'A-/F2' and the applicable
rating trigger within the transaction documents is 'BBB+'/'F2'.

RATING SENSITIVITIES

Deterioration in asset performance may result from economic
factors, in particular the increasing effect of unemployment.  A
corresponding increase in new defaults and associated pressure on
excess spread levels and reserve funds could result in negative
rating action.

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 has taken these rating actions:

  Class A (ES0312192000) upgraded to 'A-sf' from 'BBB+sf';
   Outlook Stable
  Class B (ES0312192018) upgraded to 'BBB-sf' from 'BB+sf';
   Outlook Stable
  Class C (ES0312192026) upgraded to 'BB-sf' from 'B+sf'; Outlook
   Stable
  Class D (ES0312192034) upgraded to 'CCCsf' from 'CCsf';
   Recovery Estimate 60%


CODERE SA: U.K. Court Okays Debt Restructuring
----------------------------------------------
Luca Casiraghi at Bloomberg News reports that a U.K. court
approved a debt restructuring at Codere SA, cementing London's
role as a legal hub for troubled companies worldwide.

According to Bloomberg, Judge Guy Newey ruled that the case fell
within the court's jurisdiction.  A preliminary ruling questioned
whether Codere could restructure EUR1.2 billion (US$1.3 billion)
of bonds issued under New York law in the British capital, as the
gaming company historically had no U.K. operations, Bloomberg
relates.

The ruling supports a decade-long trend of judges relaxing rules
on whether companies with few links to the U.K. can restructure in
London, Bloomberg notes.

The ruling, Bloomberg says, means Codere will be able to reduce
its debt and transfer control to creditors including Silver Point
Capital LP and M&G Investment Management Ltd.  The plan,
which followed two years' of negotiations, won unanimous support
from bondholders at a meeting on Dec. 14, Bloomberg relays.

Following the completion of the scheme of arrangement, Codere will
reduce its debt to the dollar equivalent of EUR675 million of new
bonds maturing in 2021, Bloomberg discloses.

                         About Codere S.A.

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



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


BANK FINANCE: NBU Revokes Banking License, Starts Liquidation
-------------------------------------------------------------
Interfax-Ukraine reports that the National Bank of Ukraine has
decided to withdraw the banking license of Bank Finance and Credit
and liquidate the bank.

"The NBU on December 17, 2015 under a proposal of the Individuals'
Deposit Guarantee Fund passed resolution No. 898 on the withdrawal
of the banking license of Bank Finance and Credit and its
liquidation," Interfax-Ukraine quotes the central bank as saying.

As the bank did not fulfill measures to improve liquidity, the
bank's owners did not do enough to prevent the bank's incoherency
and the operations of the bank was not in line with the
requirements of Ukrainian law and NBU's acts, the regulator placed
the bank to the list of insolvent banks on Sept. 17 and the
Individuals' Deposit Guarantee Fund introduced temporary
administration to the bank on Sept. 18 for the period until
Dec. 17, Interfax-Ukraine relates.

Bank Finance and Credit ranked tenth among 127 operating banks in
the country by total assets on July 1, 2015 (UAH38.88 billion),
according to the NBU.  It was founded in 1990.



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


EASTZEST LIMITED: Georgallides Gets Extended Director Ban
---------------------------------------------------------
Marios Georgallides, of Highgate, London, has been disqualified
from acting as a company director for a further 12 years for
acting as a director while already disqualified, for failing to
pay crown debts of GBP1.3 million and for abusing a company's
banking facilities.

The disqualification follows an investigation by the Insolvency
Service and occurred on the second day of a scheduled 7-day High
Court trial in November. After legal arguments over the first two
days by Mr. Georgallides' legal counsel had failed, he offered an
undertaking to the Secretary of State for Business not to be a
director of or be involved in the running of a limited company for
12 years from on December 9. The undertaking was signed in court
and has the same legal effect and force as a court order.

On his disqualification, Mr. Georgallides became the second
director of the company to face a directorship ban. The Insolvency
Service investigation found Eastzest Ltd took over the trading of
the Knightsbridge Japanese restaurant, Nozomi, in July 2009 with
Marcello Santese as it's only recorded director, Georgallides
having resigned as a director in March 2009. However, the
overwhelming evidence showed he remained in control as a director
throughout its trading until liquidation on June 8, 2011.

Mr. Georgallides had previously been disqualified as a director
for 6 years in February 2010 but retained ownership through
various family trusts and remained a signatory to the bank account
until March 2011, when the bank discovered his disqualification.
During that period, Mr Georgallides signed over 1,200 cheques.

At liquidation, the company owed nearly GBP1.3 million to HMRC in
relation to arrears of VAT, PAYE and National Insurance
Contributions having only paid GBP111,500 of the debt due during
trading. During its trading period, the company issued cheques and
direct debit payments which were not met on 1065 occasions with a
total value of GBP1,018,068, incurring GBP29,700 in bank charges.

The Secretary of State for Business, Innovation and Skills also
brought proceedings against Mr. Santese, and accepted an
undertaking for 5 years from him on November 16, 2015, the day
before the trial.

The disqualification means that neither Mr. Georgallides nor Mr.
Santese shall be a director of a company whether directly or
indirectly, or be involved in the management of a company in any
way for the duration of his disqualification unless he has
permission from Court.

Commenting on the disqualification, Mark Bruce, Chief Investigator
with the Insolvency Service said:

"Mr. Georgallides effectively ignored his first disqualification
and carried on as the main director of this prestigious
restaurant. He must have realised during the trial, that the
weight of evidence was heavily against him and threw in the towel.

"I was involved in the investigation of his previous companies and
Mr. Georgallides has a repeated history of non-payment of his
various companies' crown debts and abuse of the banking
facilities. He displays exactly the sort of behaviour that gives
some directors a bad name and a 12-year ban reflects how serious
the Insolvency Service views his attitude to business.

"Mr. Georgallides' co-director Mr. Santese, bears some
responsibility for the failure but was clearly the second fiddle
and his 5 year disqualification is adequate recompense for the
trading public."

Eastzest Limited was incorporated on May 29, 2007 and was placed
in creditors voluntary liquidation on June 8, 2011.


EXPRO HOLDINGS: Moody's Cuts Corporate Family Rating to 'Caa1'
--------------------------------------------------------------
Moody's Investors Service downgraded Expro Holdings UK 3 Limited's
(Expro or the company) corporate family rating (CFR) to Caa1 from
B3 and its probability of default rating (PDR) to Caa1-PD from B3-
PD. Concurrently, Moody's has downgraded to B2 from B1 the rating
on Expro FinServices S.a r.l.'s guaranteed senior secured bank
credit facilities consisting of approximately USD1.3 billion term
loan and US$250 million revolving credit facility (RCF). The
outlook on all ratings is negative.

RATINGS RATIONALE

The rating action reflects Moody's view that the current leverage
is high relative to market conditions, with an untenable capital
structure if current conditions persist. Whilst the medium to long
term market fundamentals for Expro's products and services remain
favorable, the company's operating performance will continue to be
affected by cuts in exploration and appraisal activity by oil
companies due to the low oil price environment. Furthermore, there
is at this stage limited visibility around the timing of a
potential recovery or stabilization of market conditions. The
Moody's-adjusted leverage stood at 7.5x as of 30 September 2015
but could increase to above 9.0x over the next 12 to 18 months.

On December 15, 2015, Moody's lowered its oil price assumptions in
light of continuing oversupply in both the global oil markets and
assume that Brent crude prices will average US$43 and US$48 per
barrel in 2016 and 2017 respectively. These price levels are
currently not sufficient to support the development of the world's
most expensive oil including some deepwater resources.
Nonetheless, the current ratings assume that long term deepwater
development projects sanctioned before the market downturn will
continue to go ahead given their long term nature.

Moody's expects the company's liquidity profile to weaken over the
next 12 to 18 months due to expected negative free cash flow
because of the lower expected EBITDA and high interest burden
which will offset lower growth capex. As of September 30, 2015,
the company had unrestricted cash of USD84 million and USD147
million available under its revolving credit facility maturing
September 2019. There is no material debt maturity over the next
24 months but there are springing maturities on the senior secured
term loan and RCF if the portion of the mezzanine facility due
July 2018 is not extended.

Concurrent to the debt paydown completed last August, mezzanine
lenders also agreed to suspend covenant tests until 31 December
2016 in addition to wider covenants. Those covenants will be
tested again on 31 March 2017. The senior secured term loan is
cov-lite, having financial incurrence covenants only, while the
RCF has a single first lien net leverage covenant tested when
drawn by 30% or more. The covenant under the RCF was also reset
last summer. Whilst covenant headroom is currently adequate,
Moody's expects it to erode in the next 12 to 18 months due to the
expected increase in leverage.

More positively, the ratings are supported by (1) the company's
market leading positions and its reputation for innovation,
reliability and customer service, (2) its diversified geographic
and customer profile, and (3) its experienced management team.
Moody's also notes that to date the company's shareholders have
been quite supportive amid the challenging market conditions as
reflected by the equity injection and debt paydown completed last
August.

OUTLOOK

The negative outlook reflects the continued softening of market
conditions combined with the lack of visibility around an eventual
recovery or stabilization.

WHAT COULD CHANGE THE RATING UP/DOWN

Moody's could downgrade the ratings in the event of stronger-than-
expected deterioration in operating performance and/or weakening
liquidity position including negative free cash flow and limited
access to the RCF. Furthermore, debt purchases at a discount to
par to alleviate liquidity or refinancing issues could lead to
such actions being potentially classified as a distressed
exchange, albeit at this stage there is no evidence suggesting
that the company has concrete plans to do so.

Moody's could consider changing the outlook to stable if operating
performance starts recovering sustainably over the next 12 to 18
months. Over time, there could be positive pressure if Moody's-
adjusted debt/EBITDA ratio falls to below 7.5x on a sustained
basis whilst keeping a solid liquidity profile. Any potential
upgrade would also include an assessment of market conditions.


MULBERRY WYNFORD: Court Winds Up Carbon Credit Investment Firm
--------------------------------------------------------------
Mulberry Wynford Ltd, a London company that offered the public the
opportunity to invest in carbon credits or diamonds, has been
ordered into liquidation in the High Court on grounds of public
interest following an investigation by the Insolvency Service and
video-linked court evidence from investors.

Mulberry Wynford claimed to be headquartered in the City of
London's financial district and to also have offices
internationally and uniquely positioned to take advantage of
"current global economic trends and maintain a truly global
presence for its clients".

The company's management team was claimed to have over 150 years
combined industry experience and to provide unparalleled expertise
to its selective commercial, private and high net worth clients
across a wide range of products and services.

Its former Web site, www.mulberrywynford.com, claimed to offer the
latest and most beneficial investment products and services. These
were stated to be "Diamond and Climate Reserve Tonnes (CRT)
opportunities".

The Court heard that far from having the expertise claimed and a
global presence, with overseas offices in New York, Hong Kong and
Dubai, the reality was limited mail forwarding services at its
City of London serviced office registered address and two recorded
directors Michael Bashir (37) and Andreas Christodoulou (25).

The company vigorously opposed the winding up action and was
initially legally represented, but latterly Mr. Bashir and Mr.
Christodoulou instead both represented the company. At the trial
of the matter, High Court Deputy Registrar Garwood admonished them
both for their "chuckle brothers" approach in presenting the
company's defense.

While the company initially asserted to the Court that it had not
sold carbon credits to the public for investment, the Court heard
how the company had nevertheless purchased "pre-qualified data"
from an investor sales leads company and that it had undoubtedly
sold carbon credits to members of the public for investment given
the evidence heard by the Court from three investors, one UK
investor in person and two by video link to the Court from County
Cork, Ireland and Johannesburg, South Africa.

The Court heard how the company had recorded its "compliance"
calls to investors (albeit these were not made available by the
company) but not its sales calls because "of the hundreds of sales
calls it made".

The company's terms and conditions required investors who wished
to dispose of their investment sold to them by the company to
request this in writing to the company. Nevertheless any such
requests were incapable of being delivered as the company did not
maintain adequate registered office arrangements to receive mail
addressed to the company.

The company's terms of business disclaimers together with its
'compliance' calls to investors were found by the Court to be no
more than a "cover your back" arrangement that essentially advised
investors that nothing they had read or been told by the company
was true, which was indeed the case.

The extent of the overall losses to investors is presently
undetermined and the Official Receiver now appointed to administer
the winding up of the company will be glad to hear from anyone who
has been contacted by this company.

Welcoming the court's winding up decision Chris Mayhew, Company
Investigations Supervisor, said:

"This company came to our attention having supplied 500 Climate
Reserve Tonnes (CRTs) carbon credits to Windward Capital Limited,
a company that was ordered to close in the public interest earlier
this year. The credits were ostensibly bought for GBP300 each as
part of Windward Capital Limited's corporate social responsibility
objectives to off-set its own carbon footprint.

"Why a company selling carbon credits to the public at inflated
prices would itself turn to another sales company for credits in
order to voluntarily off-set its carbon emissions and pay 115
times the price that Mulberry Wynford Ltd paid for the credits
could not be credibly explained to the Court.

"The arrangement was clearly contrived to mask Mulberry Wynford
Ltd's participation in, and benefit from, Windward Capital
Limited's unscrupulous operations to sell carbon credits to the
public for investment, a business which Mulberry Wynford Ltd also
separately carried on despite its assertions otherwise.

"In doing so the company claimed its core value was to provide the
highest calibre services and products to its clients. In truth it
specialised in delivering misery to vulnerable investors both here
and abroad who were taken in by its lies.

"The Insolvency Service will not allow rogue companies to rip-off
vulnerable and honest people and, working closely with other
regulators, we will investigate abuses and close down companies if
they are found to be operating or about to operate against the
public interest."

As well as ordering the company into liquidation, Deputy Registrar
Garwood also listed the case for a further hearing to decide
whether the directors of the company should be made personally
responsible for the costs, which have been incurred in the case.
That hearing will take place in the next few months.

Mulberry Wynford was incorporated on Aug. 31, 2010, in the name
Iskill Search Ltd. On Sept. 4, 2012, the name of the company was
changed to its present style.


SCOOT FERRIES: Appoints Receivers After Acquisition Talks Fail
--------------------------------------------------------------
Express & Star reports that Scoot Ferries has appointed Ashtons
Recovery as official receivers after failing to find a buyer for
the company.

According to Express & Star, a statement released by the company
states: "Scoot had been in advanced investment discussions with a
number of parties regarding a possible buyout of the company.

"This follows the sudden and unexpected withdrawal of support from
their existing investors on November 24 and it had been hoped that
new investment would be secured to enable the continued operation.

"It was confirmed [Saturday] that these discussions had not been
fruitful and with no immediate known alternative this side of
Christmas, Scoot had no option but to suspend operations with
immediate effect."

Scoot Ferries is a ferry company.  It operated between Portsmouth
and Cowes on the Isle of Wight.


TRINITY SQUARE 2015-1: Moody's Puts Ba1 Def. Rating to Cl. E Debt
-----------------------------------------------------------------
Moody's Investors Service has assigned definitive long-term credit
ratings to Notes issued by Trinity Square 2015-1 plc:

GBP1,253M Class A mortgage backed floating rate notes due July
2051, Definitive Rating Assigned Aaa (sf)

GBP37.75M Class M mortgage backed floating rate notes due July
2051, Definitive Rating Assigned Aaa (sf)

GBP71.72M Class B mortgage backed floating rate notes due July
2051, Definitive Rating Assigned Aa2 (sf)

GBP45.30M Class C mortgage backed floating rate notes due July
2051, Definitive Rating Assigned A2 (sf)

GBP33.97M Class D mortgage backed floating rate notes due July
2051, Definitive Rating Assigned Baa2 (sf)

GBP22.65M Class E mortgage backed floating rate notes due July
2051, Definitive Rating Assigned Ba1 (sf)

Moody's has not assigned ratings to the GBP 45.30M Class F
mortgage-backed zero coupon notes due July 2051, GBP 15.10M Class
Z1, GBP 30.20M Class X, GBP 5.20M Class Y, the GBP 30.20M Class Z2
floating rate notes due July 2051 or the Certificates.

The portfolio backing this transaction consists of UK prime
residential loans originated by GE Money Home Lending Limited and
GE Money Mortgages Limited. The legal title to the mortgages will
be held by Kensington Mortgage Company Limited ("KMC", not rated).

On the closing date, KMC Grosvenor Square Limited will sell the
portfolio to Kayl 2 PL S.a.r.l. (the "Seller", not rated). In
turn, the Seller will sell the portfolio to Trinity Square 2015-1
plc.

RATINGS RATIONALE

The rating take into account the credit quality of the underlying
mortgage loan pool, from which Moody's determined the MILAN Credit
Enhancement and the portfolio expected loss, as well as the
transaction structure and legal considerations. The expected
portfolio loss of 2.2% and the MILAN required credit enhancement
of 13% serve as input parameters for Moody's cash flow model and
tranching model, which is based on a probabilistic lognormal
distribution.

Portfolio expected loss of 2.2%: this is higher than the UK Prime
RMBS sector average and is based on Moody's assessment of the
lifetime loss expectation taking into account: (i) the
originators' weaker historical performance relative to the UK
prime sector; (ii) the strong collateral performance to date along
with an average seasoning of 8.4 years; and (iii) benchmarking
with similar UK prime transactions. It also takes into account
Moody's stable UK Prime RMBS outlook and the improved UK economic
environment.

MILAN CE of 13%: this is higher than the UK Prime RMBS sector
average and follows Moody's assessment of the loan-by-loan
information taking into account the historical performance
available and the following key drivers: (i) although Moody's have
classified the loans as prime, it believes the borrowers often
have characteristics which could lead to them being declined from
a high street lender; (ii) the weighted average CLTV of 70.1% on a
non-indexed basis and 62.4% weighted average indexed LTV; and
(iii) good payment history of the borrowers, with 76.6% of the
borrowers having never been in arrears, despite 11.3% of the
mortgages loans in the portfolio granted to borrowers with prior
CCJs and 26.6% granted to self-employed borrowers that didn't
provide verification of their stated income.

At closing, the mortgage pool balance will consist of GBP 1.5
billion of loans. The total reserve fund will be funded to 3.0% of
the initial mortgage pool balance and will amortise to 3.0% of the
outstanding pool balance subject to a floor of 2.0% of the initial
pool balance. The total reserve fund will be split into the
Liquidity Reserve Fund and the Non Liquidity Reserve Fund. The
Liquidity Reserve Fund Required Amount will be equal to 2.0% of
Classes A and M outstanding amount and will be available only to
cover senior expenses and Classes A and M interest. The Non
Liquidity Reserve Fund will be equal to the difference between the
total reserve fund and the Liquidity Reserve Fund, and will be
used to cover interest shortfalls and to cure PDL on Classes A to
E.

Operational risk analysis: KMC will be acting as servicer of
record, delegating servicing responsibilities to Acenden Limited
(not rated). The issuer will delegate to KMC as the legal title
holder the responsibility over certain servicing policies and
setting of interest rates. In order to mitigate the operational
risk, there will be a back-up servicer facilitator, and Wells
Fargo Bank, N.A. (Aa1/P-1) will be acting as a back up cash
manager from close. To ensure payment continuity over the
transaction's lifetime the transaction documents incorporate
estimation language whereby the cash manager can use the three
most recent servicer reports to determine the cash allocation in
case no servicer report is available. The transaction also
benefits from principal to pay interest for the Classes A to E.

Interest rate risk analysis: 99.2% of the portfolio pay a floating
rate of interest, while the remaining 0.8% pay a fixed rate with a
weighted-average time to reset of 4 months. The interest rate risk
in the transaction will be unhedged. Moody's has taken into
consideration the absence of an interest rate swap in its cash
flow modelling.

The ratings address the expected loss posed to investors by the
legal final maturity of the notes. In Moody's opinion, the
structure allows for timely payment of interest and ultimate
payment of principal with respect to the Notes by the legal final
maturity. Moody's ratings address only the credit risks associated
with the transaction. Other non-credit risks have not been
addressed, but may have a significant effect on yield to
investors.

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

Significantly different loss assumptions compared with our
expectations at close due to either a change in economic
conditions from our central scenario forecast or idiosyncratic
performance factors would lead to rating actions. For instance,
should economic conditions be worse than forecast, the higher
defaults and loss severities resulting from a greater
unemployment, worsening household affordability and a weaker
housing market could result in a downgrade of the ratings.
Deleveraging of the capital structure or conversely a
deterioration in the notes available credit enhancement could
result in an upgrade or a downgrade of the ratings, respectively.

Stress Scenarios:

Moody's Parameter Sensitivities: If the portfolio expected loss
was increased from 2.2% to 6.6% of current balance, and the MILAN
CE was increased from 13% to 18.2%, the model output indicates
that the Class A notes would still achieve Aaa(sf) assuming that
all other factors remained equal. Moody's Parameter Sensitivities
quantify the potential rating impact on a structured finance
security from changing certain input parameters used in the
initial rating.

Moody's Parameter Sensitivities provide a quantitative/model-
indicated calculation of the number of rating notches that a
Moody's structured finance security may vary if certain input
parameters used in the initial rating process differed.

The analysis assumes that the deal has not aged and is not
intended to measure how the rating of the security might migrate
over time, but rather how the initial rating of the security might
have differed if key rating input parameters were varied.
Parameter Sensitivities for the typical EMEA RMBS transaction are
calculated by stressing key variable inputs in Moody's primary
rating model.

The principal methodology used in these ratings was "Moody's
Approach to Rating RMBS Using the MILAN Framework" published in
January 2015.

The analysis undertaken by Moody's at the initial assignment of
ratings for RMBS securities may focus on aspects that become less
relevant or typically remain unchanged during the surveillance
stage. Please see Moody's Approach to Rating RMBS Using the MILAN
Framework for further information on Moody's analysis at the
initial rating assignment and the on-going surveillance in RMBS.


TYMON PARK: Moody's Assigns B2(sf) Def. Rating to Class E Notes
---------------------------------------------------------------
Moody's Investors Service announced that it has assigned the
following definitive ratings to notes issued by Tymon Park CLO
Limited:

EUR238,000,000 Class A-1A Senior Secured Floating Rate Notes due
2029, Definitive Rating Assigned Aaa (sf)

EUR5,000,000 Class A-1B Senior Secured Fixed Rate Notes due 2029,
Definitive Rating Assigned Aaa (sf)

EUR27,000,000 Class A-2A Senior Secured Floating Rate Notes due
2029, Definitive Rating Assigned Aa2 (sf)

EUR15,000,000 Class A-2B Senior Secured Fixed Rate Notes due 2029,
Definitive Rating Assigned Aa2 (sf)

EUR24,000,000 Class B Senior Secured Deferrable Floating Rate
Notes due 2029, Definitive Rating Assigned A2 (sf)

EUR22,000,000 Class C Senior Secured Deferrable Floating Rate
Notes due 2029, Definitive Rating Assigned Baa2 (sf)

EUR26,500,000 Class D Senior Secured Deferrable Floating Rate
Notes due 2029, Definitive Rating Assigned Ba2 (sf)

EUR12,000,000 Class E Senior Secured Deferrable Floating Rate
Notes due 2029, Definitive Rating Assigned B2 (sf)

RATINGS RATIONALE

Moody's definitive rating of the rated notes addresses the
expected loss posed to noteholders by legal final maturity of the
notes in 2029. The definitive ratings reflect the risks due to
defaults on the underlying portfolio of loans given the
characteristics and eligibility criteria of the constituent
assets, the relevant portfolio tests and covenants as well as the
transaction's capital and legal structure. Furthermore, Moody's is
of the opinion that the collateral manager, Blackstone / GSO Debt
Funds Management Europe Limited, has sufficient experience and
operational capacity and is capable of managing this CLO.

Tymon Park CLO Limited is a managed cash flow CLO. At least 90% of
the portfolio must consist of secured senior obligations and up to
10% of the portfolio may consist of unsecured senior loans, second
lien loans, mezzanine obligations, high yield bonds and/or first
lien last out loans. The portfolio is expected to be 68% ramped up
as of the closing date and to be comprised predominantly of
corporate loans to obligors domiciled in Western Europe. This
initial portfolio will be acquired by way of participations which
are required to be elevated as soon as reasonably practicable. The
remainder of the portfolio will be acquired during the six month
ramp-up period in compliance with the portfolio guidelines.

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

In addition to the eight classes of notes rated by Moody's, the
Issuer has issued EUR44,500,000 of subordinated notes. Moody's has
not assigned a rating to this class of notes.

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

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

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

Loss and Cash Flow Analysis:

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

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

Par Amount: EUR 400,000,000

Diversity Score: 36

Weighted Average Rating Factor (WARF): 2700

Weighted Average Spread (WAS): 4.05%

Weighted Average Coupon (WAC): 5.00%

Weighted Average Recovery Rate (WARR): 41.5%

Weighted Average Life (WAL): 8 years.

Stress Scenarios:

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

Percentage Change in WARF: WARF + 15% (to 3105 from 2700)

Ratings Impact in Rating Notches:

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

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

Class A-2A Senior Secured Floating Rate Notes: -2

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

Class B Senior Secured Deferrable Floating Rate Notes: -2

Class C Senior Secured Deferrable Floating Rate Notes: -2

Class D Senior Secured Deferrable Floating Rate Notes: -1

Class E Senior Secured Deferrable Floating Rate Notes: 0

Percentage Change in WARF: WARF +30% (to 3510 from 2700)

Ratings Impact in Rating Notches:

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

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

Class A-2A Senior Secured Floating Rate Notes: -3

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

Class B Senior Secured Deferrable Floating Rate Notes: -3

Class C Senior Secured Deferrable Floating Rate Notes: -2

Class D Senior Secured Deferrable Floating Rate Notes: -2

Class E Senior Secured Deferrable Floating Rate Notes: -2



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


* BOND PRICING: For the Week Dec. 14, 2015 to Dec. 18, 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.


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

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

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

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

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

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


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