TCREUR_Public/160104.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, January 4, 2016, Vol. 17, No. 1

                            Headlines


A Z E R B A I J A N

MUGANBANK: S&P Affirms 'B-/C' CCRs, Outlook Revised to Negative


D E N M A R K

OW BUNKER: Altor Says Management Not Responsible for Collapse


E S T O N I A

ESTONIAN AIR: Declared Bankrupt Following EU State Aid Ruling


I R E L A N D

CARLYLE GLOBAL 2015-3: Moody's Assigns B2 Rating to Cl. E Notes
CARLYLE GLOBAL 2015-3: S&P Assigns B- Rating to Class E Notes


K A Z A K H S T A N

KASPI BANK: S&P Withdraws 'B' Rating on KZT10-Bil. Sub. Bonds


N E T H E R L A N D S

MACINTOSH: Applies for Bankruptcy, Sale Among Possible Options
VROOM & DREESMAN: Declared Bankrupt, Seeks Investors


P O L A N D

COGNOR SA: S&P Lowers Corporate Credit Rating to 'SD'


R O M A N I A

COMPLEXUL ENERGETIC: Board Files Voluntary Insolvency Application


R U S S I A

PROMSVYAZBANK OJSC: S&P Affirms BB- Counterparty Credit Rating
RUSSIA: Fitch Says Weak Market Fundamentals to Hit FSU Rail Firms
RUSSIAN BANKS: S&P Cuts Ratings on Sub. Debts of 3 Institutions
SOVCOMBANK: S&P Affirms 'B' Counterparty Credit Ratings


S P A I N

ABENGOA SA: Seeks Buyers for Suspended Projects in Brazil
BANCAJA 11: S&P Lowers Rating on Class B Notes to D
CM BANCAJA 1: Fitch Cuts Class E Debt Rating to 'Dsf'


U N I T E D   K I N G D O M

DIVERSITY FUNDING NO.1: S&P Lowers Rating on Class D Notes to B-
PISCES FINANCE 2006-02: S&P Puts 'BB+' Rating on CreditWatch Neg.
THEATRE HOSPITALS NO.1: S&P Lowers Rating on Class D Notes to B-


X X X X X X X X

* S&P Affirms 22 Ratings From 3 European Trust Preferred CDOs
* BOND PRICING: For the Week Dec. 28, 2015 to Jan. 1, 2016


                            *********


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


MUGANBANK: S&P Affirms 'B-/C' CCRs, Outlook Revised to Negative
---------------------------------------------------------------
Standard & Poor's Ratings Services revised its outlook on
Azerbaijan-based Muganbank OJSC to negative from stable.  The 'B-
/C' long- and short-term counterparty credit ratings were
affirmed.

The outlook revision reflects S&P's concerns that the decline in
oil prices may hamper Azerbaijan's economic growth, which,
together with steep local currency depreciation, could increase
the pressure on Muganbank's financial fundamentals by weakening
the bank's asset quality.

In S&P's opinion, economic risks for Azerbaijani banks have
increased because of the slowdown of the domestic economy, due to
the pronounced drop in international oil prices and sharp
devaluation of the Azerbaijani new manat (AZN) in 2015.  This
reflects S&P's opinion of increasing challenges that could
constrain domestic banks' business growth and earnings prospects.
Furthermore, the poor credit standing of the non-export economy
and Azerbaijan's weak payment culture continue to negatively
influence asset quality in the banking system.

Unlike banks in peer countries such as Hungary or Georgia,
Azerbaijani banks had limited risks from foreign currency lending
before 2015.  This was due to the de facto manat-to-U.S. dollar
peg and a fairly stable exchange rate over the past five years.
However, S&P observes that the value of the manat halved against
U.S. dollar in 2015.  S&P believes such substantial exchange rate
volatility is not only directly hurting debt-servicing capacity
of the bank's borrowers with debt denominated in foreign
currencies, but is also indirectly hurting other economic agents
via a pass-through of the currency weakness to domestic prices
and increased uncertainty.

Asset-quality indicators for Muganbank are currently on par with
the system average, with non-performing loans (loans overdue by
90 days or more) comprising about 8% of the bank's total loan
book as of Sept. 30, 2015.  S&P believes this ratio will likely
deteriorate to 12%-15% in the next 12-18 months, reflecting
households' diminishing real disposable income, as well as
partial transformation of currency risk into credit risk on the
back of significant local currency depreciation (about 20% of the
bank's loan book is denominated in hard currencies).

S&P's base-case scenario implies that the bank's credit costs
will likely remain at 4%-5% of its gross loan book in 2016.  As a
result, S&P believes net losses are potentially likely.  S&P's
risk-adjusted capital (RAC) ratio stood at 7.2% as of Dec. 31,
2014.  S&P anticipates deterioration of this ratio to the level
close to 5% in the next 12-18 months, reflecting worsening
earning capacity and heightened credit risk.  At the same time,
S&P understands that the bank's shareholders are willing to
provide capital support of AZN5 million-AZN10 million in early
2016.  This measure could partially offset increasing pressure on
the bank's capital buffer.

The negative outlook on Muganbank reflects S&P's view of mounting
credit risk in Azerbaijan, which could increase the bank's
vulnerability to operating conditions by pressuring its capital
buffer, if not offset by shareholder support within the next 12
months.

S&P could take a negative rating action if it saw the bank's
funding and liquidity deteriorating significantly, or if its
capital position came under more significant pressure than S&P
currently expects, with its forecast RAC ratio falling well below
5%.

S&P may revise outlook to stable if it observes that the bank has
demonstrated resilience to deteriorating market conditions and
kept asset quality at sustainable levels in through 2016.



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D E N M A R K
=============


OW BUNKER: Altor Says Management Not Responsible for Collapse
-------------------------------------------------------------
According to Ship & Bunker, Swedish private equity fund Altor,
former owner of now defunct OW Bunker, says that while the
company's advisors have yet to examine a new 400 page-report
released as part of OW Bunker's bankruptcy proceedings, it notes
that from its own investigations, OW Bunker's management was not
responsible for the company's demise.

Tor Krusell, Head of Communications at Altor, also notes that it
had not had any form of contact with the trustees regarding the
preparation of the report, Ship & Bunker discloses.

The report, which was prepared by Soren Halling-Overgaard, a
trustee in OW Bunker's bankruptcy proceedings, argues that Altor
and OW Bunker executives were aware of certain business practices
based on oil price speculation that eventually led to OW Bunker's
bankruptcy, and this was purposely omitted from the company's IPO
prospectus, Ship & Bunker relates.

                       About O.W. Bunker

OW Bunker AS is a global marine fuel (bunker) company founded in
Denmark.  The company declared bankruptcy on Nov. 7, 2014,
following its admission that it had lost US$275 million through a
combination of fraud committed by senior executives at its
Singaporean unit.

The Danish company placed its U.S. subsidiaries -- O.W. Bunker
Holding North America Inc., O.W. Bunker North America Inc. and
O.W. Bunker USA Inc. -- in Chapter 11 bankruptcy (Bankr. D. Conn.
Case Nos. 14-51720 to 14-51722) in Bridgeport, Conn., on Nov. 13,
2014.

The U.S. cases are assigned to Judge Alan H.W. Shiff.  The U.S.
Debtors have tapped Patrick M. Birney, Esq., and Michael R.
Enright, Esq., at Robinson & Cole LLP, as counsel.   McCracken,
Walker & Rhoads LLP is serving as co-counsel.  Alvarez & Marsal
is the financial advisor.ne fuel (bunker) company founded in
Denmark.  The company declared bankruptcy on Nov. 7, 2014,
following its admission that it had lost US$275 million through a
combination of fraud committed by senior executives at its
Singaporean unit.

The Danish company placed its U.S. subsidiaries -- O.W. Bunker
Holding North America Inc., O.W. Bunker North America Inc. and
O.W. Bunker USA Inc. -- in Chapter 11 bankruptcy (Bankr. D. Conn.
Case Nos. 14-51720 to 14-51722) in Bridgeport, Conn., on Nov. 13,
2014.

The U.S. cases are assigned to Judge Alan H.W. Shiff.  The U.S.
Debtors have tapped Patrick M. Birney, Esq., and Michael R.
Enright, Esq., at Robinson & Cole LLP, as counsel.   McCracken,
Walker & Rhoads LLP is serving as co-counsel.  Alvarez & Marsal
is the financial advisor.



=============
E S T O N I A
=============


ESTONIAN AIR: Declared Bankrupt Following EU State Aid Ruling
-------------------------------------------------------------
The Associated Press reports that an Estonian court has formally
declared Estonian Air, the Baltic nation's state-owned airline,
bankrupt after it ceased operations in November following a
European Union order to repay millions in state aid.

The Harju County Court said on Dec. 29 that the bankruptcy
proceedings for Estonian Air are to be carried out immediately,
with the first meeting of creditors scheduled on Jan. 15, the AP
relates.

According to the AP, the EU's executive Commission said on Nov. 7
that Estonia had breached EU rules by injecting capital into the
ailing carrier for years.  The Commission obliged the airline to
pay back EUR85 million plus interest to the Estonian taxpayers,
the AP discloses.

AS Estonian Air is the flag carrier airline of Estonia, and is
based in Tallinn.  It is a regional airline feeding into the
Scandinavian Airlines network via Stockholm, Oslo, Trondheim and
Copenhagen from Estonia.



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


CARLYLE GLOBAL 2015-3: Moody's Assigns B2 Rating to Cl. E Notes
---------------------------------------------------------------
Moody's Investors Service announced that it has assigned these
definitive ratings to notes issued by Carlyle Global Market
Strategies Euro CLO 2015-3 D.A.C.:

  EUR285 mil. Class A-1 Senior Secured Floating Rate Notes due
   2029, Definitive Rating Assigned Aaa (sf)

  EUR75.6 mil. Class A-2 Senior Secured Floating Rate Notes due
   2029, Definitive Rating Assigned Aa2 (sf)

  EUR33.8 mil. Class B Senior Secured Deferrable Floating Rate
   Notes due 2029, Definitive Rating Assigned A2 (sf)

  EUR20.6 mil. Class C Senior Secured Deferrable Floating Rate
   Notes due 2029, Definitive Rating Assigned Baa2 (sf)

  EUR31.2 mil. Class D Senior Secured Deferrable Floating Rate
   Notes due 2029, Definitive Rating Assigned Ba2 (sf)

  EUR15.7 mil. 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 the 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, CELF Advisors LLP
has sufficient experience and operational capacity and is capable
of managing this CLO.

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

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

In addition to the six classes of notes rated by Moody's, the
Issuer issued EUR 55,100,000 of subordinated notes which will not
be rated.

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

Factors that would lead to an upgrade or downgrade of the
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.  CELF Advisors' 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
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.  As such,
Moody's encompasses the assessment of stressed scenarios.

Moody's used these base-case modelling assumptions:

Par Amount: EUR 500,000,000
Diversity Score: 40
Weighted Average Rating Factor (WARF): 2735
Weighted Average Spread (WAS): 4.05%
Weighted Average Coupon (WAC): 5.50%
Weighted Average Recovery Rate (WARR): 43.0%
Weighted Average Life (WAL): 8 years
Stress Scenarios:

Together with the set of modelling assumptions above, Moody's
conducted additional sensitivity analysis, which was an important
component in determining the definitive 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 3145 from 2735)
Ratings Impact in Rating Notches:
Class A-1 Senior Secured Floating Rate Notes due 2029: 0
Class A-2 Senior Secured Floating Rate Notes due 2029: -2
Class B Senior Secured Deferrable Floating Rate Notes due
2029: -2
Class C Senior Secured Deferrable Floating Rate Notes due
2029: -2
Class D Senior Secured Deferrable Floating Rate Notes due
2029: -1
Class E Senior Secured Deferrable Floating Rate Notes due
2029: 0

Percentage Change in WARF: WARF +30% (to 3556 from 2735)
Ratings Impact in Rating Notches:
Class A-1 Senior Secured Floating Rate Notes due 2029: 0
Class A-2 Senior Secured Floating Rate Notes due 2029: -3
Class B Senior Secured Deferrable Floating Rate Notes due
2029: -4
Class C Senior Secured Deferrable Floating Rate Notes due
2029: -3
Class D Senior Secured Deferrable Floating Rate Notes due
2029: -1
Class E Senior Secured Deferrable Floating Rate Notes due
2029: -1


CARLYLE GLOBAL 2015-3: S&P Assigns B- Rating to Class E Notes
-------------------------------------------------------------
Standard & Poor's Ratings Services assigned its credit ratings to
Carlyle Global Market Strategies Euro CLO 2015-3 D.A.C's class A-
1, A-2, B, C, D, and E senior secured floating-rate notes.  At
closing, Carlyle Global Market Strategies Euro CLO 2015-3 also
issued unrated subordinated notes.

Carlyle Global Market Strategies Euro CLO 2015-3 is a cash flow
collateralized loan obligation (CLO) transaction securitizing a
portfolio of primarily senior secured loans granted to
speculative-grade European corporates.  CELF Advisors LLP manages
the transaction.

Under the transaction documents, the rated notes pay quarterly
interest unless there is a frequency switch event.  Following
such an event, the notes would switch to semiannual payment.

The portfolio's reinvestment period ends four years after the
closing date, and the portfolio's maximum average maturity date
is eight years after the closing date.

At the end of the ramp-up period, S&P understands that the
portfolio will represent a well-diversified pool of corporate
credits, with a fairly uniform exposure to all of the credits.
Therefore, S&P has conducted its credit and cash flow analysis by
applying its criteria for corporate cash flow collateralized debt
obligations.

In S&P's cash flow analysis, it used the portfolio target par
amount of EUR500 million, the covenanted weighted-average spread
(4.05%), the covenanted weighted-average coupon (5.50%), and the
covenanted weighted-average recovery rates at each rating level.

State Street Bank and Trust Co., Boston, MA is the bank account
provider and custodian.  The participants' downgrade remedies are
in line with S&P's current counterparty criteria.

The issuer is bankruptcy remote, in accordance with S&P's
European legal criteria.

Following S&P's analysis of the credit, cash flow, counterparty,
operational, and legal risks, it believes S&P's ratings are
commensurate with the available credit enhancement for each class
of notes.

RATINGS LIST

Ratings Assigned

Carlyle Global Market Strategies Euro CLO 2015-3 D.A.C.
EUR517.00 Million Senior Secured Floating-Rate Notes (Including
EUR55.10 Million Subordinated Notes)

Class               Rating              Amount
                                      (mil. EUR)
A-1                 AAA (sf)            285.00
A-2                 AA (sf)              75.60
B                   A (sf)               33.80
C                   BBB (sf)             20.60
D                   BB (sf)              31.20
E                   B- (sf)              15.70
Sub loan            NR                   55.10

NR--Not rated.



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K A Z A K H S T A N
===================


KASPI BANK: S&P Withdraws 'B' Rating on KZT10-Bil. Sub. Bonds
-------------------------------------------------------------
Standard & Poor's Ratings Services withdrew its ratings on the
second bond issuance program and five domestic bonds issued by
Kazakh bank Kaspi Bank JSC (BB-/Negative/B; kzBBB+) under this
program.  The withdrawal is at the bank's request.

The bond issuance program and five bonds are:

   -- Second bond issuance program for KZT100 billion Series 1,
      Kazakh tenge (KZT)10 billion subordinated bonds due 2021,
      rated 'kzBBB-' and 'B',

   -- Series 2, KZT10 billion senior unsecured bonds due 2016
      rated 'kzBBB+' and 'BB-',

   -- Series 3, KZT10 billion subordinated bonds due 2023, rated
      'kzBBB-' and 'B',

   -- Series 4, KZT10 billion senior unsecured bonds due 2018,
      rated 'kzBBB+' and 'BB-',

   -- Series 5, KZT20 billion senior unsecured bonds due 2018,
      rated 'kzBBB+' and 'BB-'.

S&P's ratings on Kaspi Bank reflect its leading franchise in mass
market consumer loans in Kazakhstan and its track record of
better-than-system-average profitability through the cycle,
allowing the bank to maintain its capitalization at moderate
levels even if the bank does not receive shareholder capital
injections in 2016.  However, S&P expects increasing credit costs
and nonperforming loans in the next two years, reflecting loan
seasoning in the slowed operating environment.  The bank's
funding profile is weighted toward retail and customer deposits,
achieving good diversification.  S&P also takes into account the
bank's tight tenge liquidity and a widened mismatch between
assets and liabilities in foreign currencies, which is
nevertheless in line with the Kazakh banking system average.

The long-term counterparty credit rating on Kaspi Bank is one
notch higher than the bank's stand-alone credit profile of 'b+',
reflecting S&P's belief that the bank would likely receive
support from the government, if required.  This is based on S&P's
view of the bank's moderate systemic importance for the Kazakh
banking sector.

The negative outlook reflects S&P's expectation that the bank's
capitalization and profitability are likely to come under
increased pressure from the negative trends in the Kazakh economy
and banking sector.  S&P believes these trends will persist in
the next 12 months.



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


MACINTOSH: Applies for Bankruptcy, Sale Among Possible Options
--------------------------------------------------------------
DutchNews.nl reports that Macintosh, which was granted court
protection from creditors just before Christmas, has now applied
for bankruptcy.

"The administrators, together with the relevant management
boards, are now exploring all possible scenarios, including a
sale of the Macintosh group as a whole or in parts," DutchNews.nl
quotes the company as saying in a statement.

The company, as cited by DutchNews.nl, said the individual retail
chains are not covered by the bankruptcy and all the shops remain
open.

As reported by the Troubled Company Reporter-Europe on Dec. 28,
2015, DutchNews.nl related that in March, Macintosch announced a
net loss of EUR102 million in 2014, compared with a year earlier
loss of EUR12 million, putting it further into the red.
Macintosh has a total workforce of over 10,400, many of which are
part time jobs, DutchNews.nl disclosed.

Macintosh is a high street retail group based in the Netherlands.


VROOM & DREESMAN: Declared Bankrupt, Seeks Investors
----------------------------------------------------
Toby Sterling at Reuters reports that Vroom & Dreesman has been
declared bankrupt.

V&D, with 10,000 workers at 67 stores, has suffered in recent
years as the Dutch economy stagnated and on-line stores won away
customers, Reuters relates.

After weak sales in the Dutch holiday season, which falls in
early December, it filed for protection from creditors on
Dec. 22, Reuters discloses.

According to Reuters, a statement on the company's Web site said
it hopes to remain in business after a restructuring, and that it
has been contacted by "dozens" of potential investors.

"Together with the curators and our employees, we're working hard
on the best restructuring possible," Reuters quotes the company
as saying.

As reported by the Troubled Company Reporter-Europe on Dec. 28,
2015, Bloomberg News related that Sun Capital Partners Inc.'s V&D
Group said it won court permission to suspend payments to
creditors after the Dutch department-store owner withdrew its
support for further financing in the wake of a sales decline.
V&D said in a statement on its website the chain suffered
"unexpected circumstances" in the past few months, including
warmer-than-expected weather in November and December, Bloomberg
disclosed.

Vroom & Dreesman is the largest Dutch department store chain.



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


COGNOR SA: S&P Lowers Corporate Credit Rating to 'SD'
-----------------------------------------------------
Standard & Poor's Rating Services said that it had lowered its
long- and short-term corporate credit ratings on Polish
Steelmaker Cognor S.A. to 'SD/SD' from 'CC/C'.

At the same time, S&P lowered its issue rating on the EUR100
million senior secured notes due 2020, issued by Cognor
International Finance PLC to 'D' from 'CC'.  S&P also lowered its
issue rating on Cognor's EUR25 million exchangeable notes due
2021 to 'SD' from 'C'.

The downgrade reflects the outcome of Cognor's tender offer,
through a modified Dutch auction, on its senior secured notes by
which Cognor will repay EUR6.96 million in aggregate principal
amount of notes, for an amount corresponding to 53.8% of their
notional value.  The offer expired Dec. 24, 2015.  The cash
consideration for Cognor will therefore be about EUR3.96 million,
and will be paid on Dec. 31, 2015.  Following the completion of
the tender offer, Cognor will have about EUR93 million notes
outstanding, from EUR100 million previously.

According to S&P's criteria, it views this as a distressed
exchange and tantamount to a default on a portion of the
company's financial obligations.  This is because the clearing
price at which the notes will be repurchased is significantly
below the corresponding par amount being redeemed.  This also
takes into account S&P's view that the company may default in the
short to medium term, owing to its highly leveraged financial
profile and less-than-adequate liquidity.

S&P expects to raise the long-term corporate credit rating on
Cognor to 'CCC' or 'CCC+' once the transaction is completed,
depending on the company's liquidity profile at that time.  S&P
will assess the liquidity profile based on Cognor's trading
conditions and working capital movements over the past quarter,
as well as on the final terms of the funding arrangements for the
transaction.



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


COMPLEXUL ENERGETIC: Board Files Voluntary Insolvency Application
-----------------------------------------------------------------
Irina Popescu at Romania Insider reports that the board of
directors of Complexul Energetic Hunedoara (CEH) decided on Dec.
28 to ask for the company's voluntary entry into insolvency.

The energy company has total debts of RON1.2 billion (some EUR266
million) and several creditors have blocked its accounts, Romania
Insider discloses.  The board also decided to dismiss the
company's general manager Emil Florut, Romania Insider relays.

According to Romania Insider, representatives of the company's
board of directors told local Mediafax the voluntary insolvency
application has already been submitted to the Hunedoara Court.
The Romanian state, which is the company's majority shareholder,
is to name a judicial administrator, Romania Insider relates.
The court will then choose one, Romania Insider notes.

The state may appoint local insolvency firm Euro Insol, managed
by Remus Borza, to take on as the legal administrator, Romania
Insider says, citing Profit.ro.

The board of directors, as cited by Romania Insider, said this
measure was taken to protect the company from creditors, which
have demanded the forced execution on the company's assets.

Complexul Energetic Hunedoara is a Romanian state-owned power
producer.  It is the largest company in Jiului Valley and
Hunedoara, and the only company that supplies heat to Deva and
the Jiului Valley cities.  The company has some 6,300 employees.



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


PROMSVYAZBANK OJSC: S&P Affirms BB- Counterparty Credit Rating
--------------------------------------------------------------
Standard & Poor's Ratings Services affirmed its 'BB-/B' long- and
short-term counterparty credit ratings on Russia-based
Promsvyazbank OJSC.  The outlook is negative.  At the same time,
S&P affirmed its 'ruAA-' Russia national scale rating on the
bank.

The long-term counterparty credit rating and the national scale
rating were removed from CreditWatch with negative implications,
where S&P placed them on Oct. 2, 2015.

The affirmation reflects S&P's view that Promsvyazbank's recent
Russian ruble (RUB) 15.7 billion (about $230 million) Tier 1
capital increase, along with planned preferred shares issuance in
2016, should reduce short-term pressure on the bank's capital
ratios, somewhat offsetting negative profitability.

S&P is removing the CreditWatch status because it believes that
S&P now has more certainty regarding the bank's capital position
versus the losses for 2015.  However, S&P continues to view
Promsvyazbank's capital and earnings as weak, reflecting its
belief that the bank's risk-adjusted capital (RAC) ratio (as
measured by Standard & Poor's RAC framework) will remain within
the 3.0%-3.5% range in the next 12-18 months, despite recent
initiatives to strengthen core capital.  S&P also believes that
downside risks to this forecast could be material.

S&P notes that for the first nine months of 2015, Promsvyazbank
posted losses of RUB7.7 billion (about $120 million), and S&P
believes the bank is likely to be loss-making for 2015 and,
potentially, 2016, given its elevated provisioning needs and
increased funding costs.  S&P notes that recent initiatives to
strengthen the capital are partly offsetting the losses.
However, the bank's prospective capital position will also depend
on asset quality and net interest margin recovery.

The bank's credit costs peaked at a high 5.2% (annualized) for
the first nine months of 2015, and S&P expects them to remain
high, at 3.3%, in 2016.  However, S&P continues to assess
Promsvyazbank's risk position as adequate, because S&P believes
that the bank's risk profile is not materially different from the
average risk profile of a Russia-based financial institution.
S&P notes that, in 2014, the bank managed to attract large
higher-quality borrowers, benefitting from increased demand for
corporate loans in an environment where external markets are
closed to top-tier Russian corporations.

Promsvyazbank's gross nonperforming loans (more than 90 days
overdue) stood at about 4.6% of total loans as of Sept. 30, 2015,
which compares well with the industry average.  S&P understands,
however, that these metrics are subject to the bank's active
policy of regularly writing off or selling problematic assets.
Also, among the main factors pressuring Promsvyazbank's risk
position is an increased amount of noncore assets on the balance
sheet.  S&P believes that these assets increase the bank's
vulnerability to market risk, due to the change in valuations,
and liquidity risk, due to the illiquid nature of these assets.
Should this exposure grow further, it might lead S&P to revise
the bank's risk position downward.

The negative outlook primarily reflects S&P's concerns about the
high operating risks in Russia, as well as potential downside
risks for the bank's asset quality and capital position, which
S&P believes could materialize in the next 12-18 months.  It also
reflects a potential reduction in the Russian government's
financial capacity to provide extraordinary support to private
sector entities.

S&P could take a negative rating action if it lowers its
sovereign rating on Russia, which would signal an even lower
likelihood of extraordinary support to systemically important
Russian banks.  S&P could also lower the ratings if it sees the
bank's asset quality deteriorating by more than S&P currently
expects, or the workout of problem assets becoming more
prolonged.  A negative rating action could also follow if the RAC
ratio falls below 3% due to higher-than-expected growth, higher
reported losses, or other one-time effects, such as a risky
merger or acquisition, which could put downward pressure on the
bank's financial profile.

An outlook revision to stable would depend on the stabilization
of operating conditions in Russia, the revision of the sovereign
outlook to stable, and stabilization of the bank's own financial
profile.


RUSSIA: Fitch Says Weak Market Fundamentals to Hit FSU Rail Firms
-----------------------------------------------------------------
Fitch Ratings says in a new report that the negative sector
outlook for rail companies in the former countries of Soviet
Union (FSU) reflects continued pressure on freight transportation
volumes and rates and the impact of weak local currencies. This
is due to weak market fundamentals and increasing competition
from other means of transport, especially for crude oil
transportation. The impact of weak local currencies will vary,
depending on companies' funding strategies and applied tariffs.

Prospects of elevated inflation across the region will put
further pressure on rated transport companies' margins. The
ability to cut costs will be key to supporting margins and cash
flows. Failure by the companies to maintain leverage below
negative rating guidelines may result in the revisions of
Outlooks or negative rating actions, particularly for companies
that are not credit-linked to their government.

Most of the FSU rail companies' credit metrics are near or
slightly over their current negative rating guidelines. Continued
weak market fundamentals in 2016, with an increase in interest
rates, would limit the potential for improvement in their credit
profile.


RUSSIAN BANKS: S&P Cuts Ratings on Sub. Debts of 3 Institutions
---------------------------------------------------------------
Standard & Poor's Ratings Services lowered its issue ratings on
rated non-deferrable subordinated debts (NDSDs) issued prior to
2014 by VTB Bank JSC, Gazprombank, and JSC Alfa-Bank.

Standard & Poor's has changed its previous base-case assumption
that legacy NDSDs issued prior to the introduction of amendments
to Regulation 395-P in Russia could not absorb losses without a
default of senior debt.

S&P now believes that such instruments are likely to be cancelled
or absorb losses as part of the financial rehabilitation process
under Russia's federal law "On Bankruptcy".  S&P therefore
considers these as hybrid capital instruments according to its
methodology.  S&P's understanding now is that such legacy
subordinated debt is supposed to share the losses of
recapitalization of a failed bank if the bank is under financial
rehabilitation and has received government support.  As a general
rule, S&P does not expect the government to be willing to support
such instruments.

As a result, S&P has revised its approach and ratings on the
legacy subordinated debt listed in the ratings list.  S&P now
notches them from the banks' stand-alone credit profiles (SACPs),
rather than the issuer credit rating.  Moreover, S&P has
introduced additional notching down for principal write-down risk
according to its criteria.

RATINGS LIST
                                        To                From
VTB Bank JSC
Subordinated debt
$1.5 bln 6.95% LPN ser 21
due 17.10.2022 (XS0842078536)          B-                BB-
$20 bln Med-term Nts Prog 11.02.2007   B-                BB-

Gazprombank
Subordinated debt
$500 mln 7.25% ser 4
due 03.05.2019 (XS0779213460)          B-                BB-
$15 bln MTN Program 29.10.2007         B-                BB-

JSC Alfa-Bank
Subordinated debt
$300 mln LPN
due 22.02.2017 (XS0288690539)          B                 B+
$750 mln LPN
due 26.09.2019 (XS0832412505)          B                 B+


SOVCOMBANK: S&P Affirms 'B' Counterparty Credit Ratings
-------------------------------------------------------
Standard & Poor's Ratings Services affirmed its foreign and local
currency long-term counterparty credit ratings on Russia-based
Public Joint-Stock Company Sovcombank at 'B'.  The outlook is
stable.

S&P raised its foreign and local currency short-term rating on
the bank to 'B' from 'C'.

S&P sees growing pressures on the banking sector in Russia due to
the economic slowdown, which is putting pressure on S&P's 'bb-'
anchor -- its starting point in assigning an issuer credit
rating -- for a bank operating predominantly in Russia.  However,
despite negative macroeconomic trends, Sovcombank's management
has achieved notable success in transforming the bank's business
model into a more diversified profile and has reported strong
financial results.

The stable outlook on Sovcombank reflects S&P's opinion that the
bank is likely to continue reporting strong financial
performance, which will continue to strengthen its capital base.
Under S&P's base case, it assumes that internal capital
generation would be sufficient to support the high business
growth and rapid change in exposures.

S&P would consider a positive rating action if the bank continues
to grow successfully, especially in business lines that S&P
believes are sustainable, and if its risk profile improves.  A
positive rating action would also be predicated on the bank
maintaining a sound liquidity and funding profile.

S&P could consider a negative rating action if it saw that,
contrary to its current expectations, the bank is not able to
grow sustainable new business or its liquidity or funding metrics
deteriorate.



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


ABENGOA SA: Seeks Buyers for Suspended Projects in Brazil
---------------------------------------------------------
Luciano Costa at Reuters reports that Spain's multinational
Abengoa SA said on Dec. 30 it is seeking buyers to revive
transmission-line and other construction projects in Brazil that
the company had suspended after filing for creditor protection in
Spanish courts.

The company, which owns energy, telecommunications,
transportation and environment businesses, is looking for "a
market solution" for projects it has been contracted to build and
operate in Brazil, it said in response to questions from Reuters.

Abengoa is trying to reach an agreement with creditors before a
March 28 legal deadline to avoid becoming the country's biggest-
ever bankruptcy, Reuters relays.  In early December, the company
told Brazil's national electricity regulator Aneel that it was
stopping work on its Brazilian projects and had been in talks to
sell or find partners for those projects, Reuters recounts.

"In Brazil, Abengoa is in permanent contact with local
authorities to find a solution for our company's projects that
are in development in the country," Reuters quotes Abengoa as
saying.

Abengoa SA is a Spanish renewable-energy company.


                        *       *       *

As reported by the Troubled Company Reporter-Europe on Dec. 21,
2015, 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'.  S&P said the downgrade reflects
Abengoa's failure to pay scheduled maturities under its EUR750
million Euro-Commercial Paper Program.


BANCAJA 11: S&P Lowers Rating on Class B Notes to D
---------------------------------------------------
Standard & Poor's Ratings Services raised to 'A- (sf)' from
'BBB+ (sf)' and removed from CreditWatch positive its credit
ratings on Bancaja 11, Fondo de Titulizacion de Activos' class A2
and A3 notes.  At the same time, S&P has lowered to 'D (sf)' from
'CCC (sf)' its rating on the class B notes.

The rating actions follow S&P's Oct. 2, 2015 raising of its long-
term sovereign rating on Spain to 'BBB+' from 'BBB' and the
application of S&P's updated criteria for rating single-
jurisdiction securitizations above the sovereign foreign currency
rating.

On Oct. 30, 2015, S&P placed on CreditWatch positive its ratings
on certain classes of Spanish residential mortgage-backed
securities (RMBS) and asset-backed securities (ABS) notes that
could be affected by S&P's upgrade of Spain, including its
ratings on Bancaja 11's class A2 and A3 notes.

S&P's rating actions also reflect its analysis of the most recent
transaction information that S&P has received for the October
2015 interest payment date (IPD).  S&P has applied its Spanish
RMBS criteria, its current counterparty criteria, and its RAS
criteria.

Under S&P's RAS criteria, it applied a hypothetical sovereign
default stress test to determine whether a tranche has sufficient
credit and structural support to withstand a sovereign default
and so repay timely interest and principal by legal final
maturity.

S&P's RAS criteria designate the country risk sensitivity for
RMBS as moderate.  The class A2 and A3 notes can therefore be
rated four notches above the sovereign rating, if they have
sufficient credit enhancement to pass a minimum of a severe
stress.  However, as not all six of the conditions in paragraph
44 of the RAS criteria are met, S&P can assign ratings to the
senior-most classes of notes in Bancaja 11 up to a maximum of
four notches above the sovereign rating, subject to credit
enhancement being sufficient to pass an extreme stress.

Severe delinquencies of more than 90 days have been high since
the transaction closed, occasionally higher than the average for
Spanish RMBS transactions that S&P rates.  Since Q1 2013, total
arrears have declined.  Defaults are defined as mortgage loans in
arrears for more than 18 months.  Cumulative defaults are
relatively high, as a result of long-term arrears rapidly rolling
into defaults.  Prepayment levels have always been in line with
the market average.

Bancaja 11 has an excess spread trapping or interest deferral
mechanism, which protects the more senior classes of notes in
stressful scenarios.  The triggers are based on the cumulative
default level.  The class B notes' trigger was breached on the
October IPD, which resulted in this class missing its timely
interest payment.  Therefore, S&P has lowered to 'D (sf)' from
'CCC (sf)' its rating on the class B notes.

Following the application of S&P's RAS criteria, its current
counterparty criteria, and its RMBS criteria, S&P has determined
that its assigned rating on each class of notes in this
transaction should be the lower of (i) the rating as capped by
S&P's RAS criteria, (ii) the rating as capped by S&P's current
counterparty criteria, and (iii) the rating that the class of
notes can attain under S&P's RMBS criteria.

"The class A2 and A3 notes have sufficient credit enhancement to
withstand our severe stresses.  Consequently, the maximum uplift
for these classes of notes is four notches above the sovereign
rating, 'AA- (sf)'.  In our previous review, our RAS criteria
capped our ratings on the class A2 and A3 notes at one notch
above the sovereign rating.  The uplift is greater in our current
review as the transaction has breached all of its interest
deferral triggers, which has benefited the senior classes of
notes. However, the maximum rating achievable following the
application of our RMBS criteria for these classes of notes is
'A- (sf)'.  This rating is one notch lower than in our previous
review under our RMBS criteria.  This is due to a decrease to
7.53% from 9.61% in the available credit enhancement for the
class A2 and A3 notes. We have therefore raised to 'A- (sf)' from
'BBB+ (sf)' and removed from CreditWatch positive our ratings on
the class A2 and A3 notes," S&P said.

S&P also considers credit stability in its analysis.  To reflect
moderate stress conditions, S&P adjusted its weighted-average
foreclosure frequency assumptions by assuming additional arrears
of 8% for one- and three-year horizons, for 30-90 days arrears,
and 90+ days arrears.  This did not result in S&P's ratings
deteriorating below the maximum projected deterioration that it
would associate with each relevant rating level, as outlined in
S&P's credit stability criteria.

In S&P's opinion, the outlook for the Spanish residential
mortgage and real estate market is not benign and S&P has
therefore increased its expected 'B' foreclosure frequency
assumption to 3.33% from 2.00%, when S&P applies its RMBS
criteria, to reflect this view.  S&P bases these assumptions on
its expectation of continuing high unemployment in 2016.

Spain's economic recovery is gaining momentum, which is currently
only supporting a marginal improvement in the collateral
performance of transactions in S&P's Spanish RMBS index.  Despite
positive macroeconomic indicators and low interest rates,
persistent high unemployment and low household income ratios
continue to constrain the RMBS sector's nascent recovery, in
S&P's view.

S&P expects severe arrears to remain in this portfolio as there
are a number of downside risks.  These include weak economic
growth, high unemployment, and fiscal tightening.  On the
positive side, S&P expects interest rates to remain low for the
foreseeable future.

Bancaja 11 is a Spanish RMBS transaction backed by a pool of
first-ranking mortgages secured over owner-occupied residential
properties in Spain, which closed in August 2007.  Caja de
Ahorros de Valencia Castellon y Alicante (Bancaja; now Bankia
S.A.) originated the underlying collateral.

RATINGS LIST

Class       Rating            Rating
            To                From

Bancaja 11 Fondo de Titulizacion de Activos
EUR2.023 Billion Mortgage-Backed Floating-Rate Notes

Ratings Raised and Removed From CreditWatch Positive

A2          A- (sf)           BBB+ (sf)/Watch Pos
A3          A- (sf)           BBB+ (sf)/Watch Pos

Rating Lowered

B          D (sf)             CCC (sf)


CM BANCAJA 1: Fitch Cuts Class E Debt Rating to 'Dsf'
-----------------------------------------------------
Fitch Ratings has downgraded CM Bancaja 1's floating rate notes
and simultaneously withdrawn the ratings as follows:

  EUR16,200,000 Class E (ES0379349048): downgraded to 'Dsf' from
  'CCsf'; rating withdrawn

CM Bancaja 1 was originally a cash flow securitization of a
static pool of loans to Spanish SMEs granted by Caja de Ahorros
de Valencia Castellon y Alicante (Bancaja, now part of Bankia
S.A., BB+/Positive/B). The issuer is represented by Titulizacion
de Activos SGFT, SA (TdA), a securitisation fund management
company incorporated under the laws of Spain.

KEY RATING DRIVERS

Early Liquidation

This rating action follows the early liquidation of the fund by
TdA on 22 December 2015, in accordance with the provisions of the
fund's deed of incorporation. As per such provisions, the
management company is entitled to liquidate early the fund on any
given interest payment date (IPD) whenever the outstanding
balance securitization pool is below 10% of its initial balance
and provided the early liquidation proceeds are sufficient to pay
the class A, B, C and D notes in full, but not necessarily the
class E notes.

Upon the early liquidation of the fund on December 22, 2015, the
class E notes had an outstanding amount of EUR13,828,833.54,
while the class A, B, C and D notes had been paid in full on
previous IPDs. Principal paid on the class E notes from early
liquidation proceeds amounted to EUR11,852,764.02, resulting in a
realised loss on the class E notes of EUR1,976,070. This is
reflected in the downgrade of the notes.

The realised loss of EUR1,976,070 represented 12.2% of the class
E notes initial balance of EUR16,200,000. Thus 87.8% of the
initial balance has been paid back, which compares with Fitch's
initial recovery estimate of 0%.

Fitch will no longer provide ratings or analytical coverage of
the transaction.

RATING SENSITIVITIES

Not applicable

DUE DILIGENCE USAGE

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

DATA ADEQUACY

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

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

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



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


DIVERSITY FUNDING NO.1: S&P Lowers Rating on Class D Notes to B-
----------------------------------------------------------------
Standard & Poor's Ratings Services has taken various credit
rating actions in Diversity Funding No. 1 Ltd.

Specifically, S&P has:

   -- Raised its ratings on the class A, B, and C notes:

   -- Lowered its rating on the class D notes; and

   -- Affirmed its ratings on the class E and F notes.

The rating actions follow S&P's review of Diversity Funding No.
1's credit quality under its European commercial mortgage-backed
securities (CMBS) criteria.

Diversity Funding No. 1 is a true-sale CMBS transaction
originally backed by 863 U.K. loans secured by 1,685 properties
with various maturity dates, with the last loans maturing between
2030 and 2035.  The notes' legal final maturity date is in
February 2046.  A portfolio of small loans originated by Northern
Rock and sold to Lehman Commercial Mortgage Conduit in June 2007
backs the transaction.  The mortgage trustee purchased the
beneficial interest in the loan portfolio with the proceeds of
Diversity Funding No. 1's note issuance (in consideration for a
share in the trust property).

As of the October 2015 investor report, there were 286 remaining
loans secured on 562 U.K. properties comprising a mix of office
(34.6% by property value), retail (28.0%), industrial (15.9%),
and other properties (8.4%).  The properties are located within
12 U.K. and Welsh regions.  Most of the properties are now
located in London and southeast England (41.9% by market value).

The reported weighted-average loan-to-value (LTV) ratio is 71.1%.
However, 53.7% (by balance) of the loans have a LTV ratio greater
than 90%.

The loan's portfolio balance has reduced by approximately 70%
since closing in 2007 to GBP350.0 million from GBP1.1 billion.
The issuer has applied most of these proceeds sequentially to the
class A notes.  Only 13.3% of the class A notes' initial balance
remains outstanding and its credit enhancement level has
increased to 64.6% from 20.5% at closing.  This, in turn, has
improved the credit characteristics of the class B and C notes.

At the same time, the portfolio's credit quality has
deteriorated, exposing the junior classes of notes to higher
default risk, in S&P's view.

S&P understands that some previous loans (no longer in the pool)
have repaid at a loss.  In this transaction, losses are not
directly applied reverse sequentially toward the notes'
redemption.  Instead, they accrue on a principal deficiency
ledger (PDL).  As of the November 2015 interest payment date, the
class F notes' PDL is GBP9.9 million, representing about 92.5% of
the note balance.  In addition, the PDL for the unrated class G
notes is GBP11.4 million, which represents 100.0% of the note
balance.

S&P's ratings in the transaction address the timely payment of
interest (payable quarterly in arrears) and the payment of
principal no later than the February 2046 legal final maturity
date.

Although S&P considers the available credit enhancement for the
class A, B, and C notes to be adequate to mitigate the risk of
losses from the remaining underlying loans in higher stress
scenarios, concerns regarding the credit quality of the remaining
loans in the portfolio have led S&P to constrain its ratings on
these classes of notes.  S&P has therefore raised its ratings on
the class A, B, and C notes to 'A+ (sf)', 'BBB- (sf)', and
'BB+ (sf)', respectively.

S&P considers that the available credit enhancement for the class
D notes is not sufficient to mitigate the risk of principal
losses from the underlying loans at the currently assigned
rating. Therefore, S&P has lowered to 'B- (sf)' from 'B (sf)' its
rating on this class of notes.

The available credit enhancement for the class E notes is
sufficient to mitigate the risk of losses from the underlying
loan pool at the currently assigned rating.  S&P has therefore
affirmed its 'B- (sf)' rating on this class of notes.

S&P has affirmed its 'D (sf)' rating on the class F notes.  There
is currently a PDL balance of GBP9.9 million for this class of
notes and it has previously experienced interest shortfalls.
S&P's rating action is in line with its criteria.

RATINGS LIST

Diversity Funding No. 1 Ltd.
GBP1.145 billion variable reference rate notes

                                  Rating           Rating
Class            Identifier       To               From
A                XS0330903401     A+ (sf)          BBB+ (sf)
B                XS0330906685     BBB- (sf)        BB- (sf)
C                XS0330906925     BB+ (sf)         B+ (sf)
D                XS0330907576     B- (sf)          B (sf)
E                XS0330907659     B- (sf)          B- (sf)
F                XS0332618296     D (sf)           D (sf)


PISCES FINANCE 2006-02: S&P Puts 'BB+' Rating on CreditWatch Neg.
-----------------------------------------------------------------
Standard & Poor's Ratings Services placed on CreditWatch negative
its 'BB+' credit rating on Pisces Finance Ltd.'s series 2006-02.

The rating action follows S&P's Dec. 22, 2015 placement on
CreditWatch negative of its 'BB+' long-term issuer credit rating
(ICR) on CAP S.A..  CAP acts as the underlying obligor in series
2006-02.

Under S&P's repack criteria, its rating on Pisces Finance's
series 2006-02 is linked to S&P's long-term ICR on CAP.
Therefore, following S&P's recent rating action on CAP, S&P has
placed on CreditWatch negative its 'BB+' rating on Pisces
Finance's series 2006-02.

Pisces Finance's series 2006-02 is a repack transaction that
closed in October 2006.

RATINGS LIST

Pisces Finance Ltd.
CLP2.7 bil secured inflation-linked and credit-linked fixed-rate
notes series 2006-02
                                   Rating           Rating
Class            Identifier        To               From
                 XS0271333394      BB+/Watch Neg    BB+


THEATRE HOSPITALS NO.1: S&P Lowers Rating on Class D Notes to B-
----------------------------------------------------------------
Standard & Poor's Ratings Services took various credit rating
actions in Theatre (Hospitals) No. 1 PLC and Theatre (Hospitals)
No. 2 PLC.

Specifically, S&P has:

   -- Lowered its ratings on the class A and D notes in Theatre
      (Hospitals) No. 1 and Theatre (Hospitals) No. 2;

   -- Raised its rating on Theatre (Hospital) No. 2's class B
      notes; and

   -- Affirmed its ratings on the class C notes in Theatre
      (Hospitals) No. 1 and Theatre (Hospitals) No. 2.

The rating actions follow S&P's review of the transaction's
performance since its previous review on Dec. 21, 2012.

The transactions are backed by a portfolio of 35 acute-care
hospitals in London, Southeast England, and Scotland.  The
properties are let to BMI Healthcare Ltd., part of the General
Healthcare Group (GHG). GHG is the leading acute hospital
operator in the U.K. and BMI is its leading brand.  The rental
payments received from the operating tenants provide the only
source of income for the borrowers to make debt-service payments
on the loans and ultimately the notes.  The rent was initially
set at GBP113 million per year and rises effectively 2.5%
annually. Currently, the portfolio generates GBP140 million of
rental income annually.

S&P's analysis considers the event in which BMI defaults.  S&P's
recovery value accounts for any breakage cost on the underlying
swaps, and the costs associated with void periods and re-letting
the space in the event of the single tenant defaulting.  S&P has
assumed principal losses in its 'B' rating stress scenario.

S&P believes that as a result of increasing costs in the
industry, the GHG group, and therefore BMI, will face increased
pressure on EBITDA.  Therefore, S&P believes that the
transactions have become more exposed to repayment risk.  S&P has
therefore lowered to
'BB+ (sf)' from 'BBB- (sf)' its ratings on the class A notes in
both transactions.

Theatre (Hospitals) No. 2's class B notes have benefited from the
repayment of the pari passu debt, as well as some amortization.
S&P has therefore raised to 'BB (sf)' from 'B+ (sf)' its rating
on the class B notes.

S&P has affirmed its 'B+ (sf)' ratings on the class C notes in
both transactions as S&P believes that the currently assigned
ratings reflect their creditworthiness.

S&P has lowered to 'B- (sf)' from 'B (sf)' its ratings on the
class D notes in both transactions as S&P believes that these
classes of notes are vulnerable to principal losses.

RATINGS LIST

Class               Rating
            To                From

Theatre (Hospitals) No. 1 PLC
GBP396 Million Asset-Backed Floating-Rate Notes

Ratings Lowered

A           BB+ (sf)          BBB- (sf)
D           B- (sf)           B (sf)

Rating Affirmed

C           B+ (sf)

Theatre (Hospitals) No. 2 PLC
GBP264 Million Asset-Backed Floating-Rate Notes

Ratings Lowered

A           BB+ (sf)          BBB- (sf)
D           B- (sf)           B (sf)

Rating Raised

B           BB (sf)           B+ (sf)

Rating Affirmed

C           B+ (sf)



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


* S&P Affirms 22 Ratings From 3 European Trust Preferred CDOs
-------------------------------------------------------------
Standard & Poor's Ratings Services, on Dec. 23, 2015, took
various rating actions on 114 ratings from 11 U.S. residential
mortgage-backed securities (RMBS) transactions backed by
adjustable- and/or fixed-rate prime jumbo and subprime mortgage
loans.  One of the transactions is backed by Ginnie Mae
certificates, of which the timely payment of interest and
principal are guaranteed by Ginnie Mae.  S&P lowered its
ratings on 33 classes, raised its ratings on five classes,
affirmed its ratings on 61 classes, and withdrew its ratings on
13 classes.  In addition S&P placed two ratings on CreditWatch
with negative implications.

Subordination provides credit enhancement for all of the reviewed
transactions.  In addition, Argent Securities Inc. series 2004-W2
has the benefit of excess interest and overcollateralization.

ANALYTICAL CONSIDERATIONS

S&P routinely incorporates various considerations in its
decisions to raise, lower, and/or affirm ratings when reviewing
the indicative ratings suggested by S&P's projected cash flows.
These considerations are based on specific performance and/or
structural characteristics and their potential effects on certain
classes.

DOWNGRADES

The lowered ratings reflect S&P's belief that its projected
credit enhancement for the affected classes will be insufficient
to cover its projected losses for the related transactions at
higher rating levels.

S&P's view is primarily due to:

   -- Deteriorated collateral performance;
   -- Decreased credit enhancement available to the classes;
   -- A substantial change in delinquency levels;
   -- A substantial change in constant prepayment rates; and/or
   -- Tail risk.

Among the downgrades, nine of the lowered ratings remained at
investment-grade.  An additional six ratings were lowered to
speculative-grade.  The remaining 18 lowered ratings were already
speculative-grade before the rating actions.

UPGRADES

S&P raised its ratings on five classes from Structured Asset
Securities Corp. series 2003-29 based on payment allocation
mechanics.  These classes benefit from limited principal payments
to more subordinate classes resulting in increasing credit
support.  The upgrades reflect S&P's opinion that its projected
credit support for the classes will be sufficient to cover the
projected losses at the higher rating levels.

AFFIRMATIONS

For certain transactions, S&P considered specific performance
characteristics that, in its view, could add volatility to its
loss assumptions and then to the ratings suggested by S&P's cash
flow projections.  In these circumstances, S&P affirmed, rather
than raised, its ratings on those classes to promote ratings
stability.  In general, these affirmations reflect:

   -- Historical interest shortfalls;
   -- Low priority of principal payments;
   -- Significant growth in the delinquency pipeline; and/or
   -- Low subordination, overcollateralization, or both.

Of the 61 affirmed ratings, 25 are investment-grade and 36 are
speculative-grade.  The affirmations of classes rated above
'CCC (sf)' reflects the classes' relatively senior positions in
payment priority and S&P's opinion that its projected credit
support is sufficient to cover its projected losses at those
rating levels.

The 'AA+ (sf)' affirmations of the ratings on classes A-4 and A-5
from Popular Securities-Mortgage Trust 2004-1 are based on the
Ginnie Mae certificates backing these classes.

Regarding the 'CCC (sf)' and 'CC (sf)' affirmations, S&P believes
that its projected credit support will remain insufficient to
cover its projected base-case losses to these classes.

WITHDRAWALS

S&P withdrew its ratings on 12 classes from one transaction
because the related pools have a small number of loans remaining.
Once a pool has declined to a de minimis amount, S&P believes
that tail risk cannot be addressed because the high degree of
credit instability is incompatible with any rating level.

S&P withdrew one additional rating due to the application of its
interest-only (IO) criteria, which state that S&P will maintain
the rating on an IO class until the ratings on all of the classes
that the IO security references, in the determination of its
notional balance, are either lowered below 'AA-' or have been
retired.

CREDITWATCH NEGATIVE PLACEMENTS

S&P placed its 'CCC (sf)' and 'CC (sf)' ratings on classes M-6
and M-7, respectively, from Argent Securities Inc. series 2004-W2
on CreditWatch negative.  The CreditWatch placements reflect
S&P's ongoing review of the transaction's loan modification
history and S&P's assessment of the potential impact to the
interest imputed to these classes.

ECONOMIC OUTLOOK

When determining a U.S. RMBS collateral pool's relative credit
quality, S&P's loss expectations stem, to a certain extent, from
its view of how the loans will behave under various economic
conditions.  Standard & Poor's baseline macroeconomic outlook
assumptions for variables that it believes could affect
residential mortgage performance are:

   -- An overall unemployment rate of 5.3% for 2015, declining to
      4.8% in 2016;

   -- Real GDP growth of 2.5% for 2015, increasing to 2.7% in
      2016;

   -- The inflation rate will be 1.8% in 2015 and 1.9% in 2016;
      and

   -- The 30-year fixed mortgage rate will average about 3.9% in
      2015, and rise to 4.4% in 2016.

S&P's outlook for RMBS is stable.  Although S&P views overall
housing fundamentals positively, it believes RMBS fundamentals
still hinge on additional factors, such as the ultimate fate of
modified loans, the propensity of servicers to advance on
delinquent loans, and liquidation timelines.

Under S&P's baseline economic assumptions, it expects RMBS
collateral quality to improve.  However, if the U.S. economy were
to become stressed in line with Standard & Poor's downside
forecast, it believes that U.S. RMBS credit quality would weaken.
S&P's downside scenario reflects these key assumptions:

   -- Total unemployment will tick up to 5.4% for 2016;

   -- Downward pressure causes GDP growth to fall to 1.3%
      in 2016;

   -- Home price momentum slows as potential buyers are not able
      to purchase property; and

   -- While the 30-year fixed mortgage rate inches up to 4.0% in
      2016, limited access to credit and pressure on home prices
      will largely prevent consumers from capitalizing on these
      rates.

A list of the Affected Ratings is available at:

                    http://bit.ly/1ZGWHvm


* BOND PRICING: For the Week Dec. 28, 2015 to Jan. 1, 2016
----------------------------------------------------------

Issuer                 Coupon    Maturity  Currency    Price
------                 ------    --------  --------    -----
Portugal Telecom Int     4.63    5/8/2020     EUR      45.91
Petrobras Global Fin     5.38   1/27/2021     USD      75.00
Portugal Telecom Int     5.88   4/17/2018     EUR      50.80
Petrobras Global Fin     6.25   3/17/2024     USD      74.33
Glencore Finance Eur     1.25   3/17/2021     EUR      72.47
Oi Brasil Holdings C     5.75   2/10/2022     USD      46.50
Oi Brasil Holdings C     5.63   6/22/2021     EUR      44.95
Grupo Isolux Corsan      6.63   4/15/2021     EUR      22.94
Portugal Telecom Int     5.00   11/4/2019     EUR      56.09
Petrobras Global Fin     4.38   5/20/2023     USD      66.00
Petrobras Global Fin     6.85    6/5/2115     USD      64.26
Abengoa Finance SAU      8.88    2/5/2018     EUR      14.50
Abengoa Finance SAU      6.00   3/31/2021     EUR      11.00
ArcelorMittal            8.00  10/15/2039     USD      67.99
Anglo American Capit     3.25    4/3/2023     EUR      67.74
Abengoa Finance SAU      7.00   4/15/2020     EUR      12.50
Eramet                   4.50   11/6/2020     EUR      64.38
Vedanta Resources PL     6.00   1/31/2019     USD      63.84
Portugal Telecom Int     4.50   6/16/2025     EUR      46.37
Glencore Finance Eur     1.75   3/17/2025     EUR      62.64
Petrobras Global Fin     3.25    4/1/2019     EUR      72.07
Anglo American Capit     2.88  11/20/2020     EUR      72.71
Casino Guichard Perr     1.93                 EUR      59.48
Anglo American Capit     2.50   4/29/2021     EUR      69.34
Glencore Finance Eur     1.63   1/18/2022     EUR      69.79
Anglo American Capit     1.50    4/1/2020     EUR      70.96
Scholz Holding Gmbh      8.50    3/8/2017     EUR      37.38
Intelsat Luxembourg      7.75    6/1/2021     USD      47.00
Abengoa Greenfield S     5.50   10/1/2019     EUR      12.13
CSN Resources SA         6.50   7/21/2020     USD      49.75
CHC Helicopter SA        9.25  10/15/2020     USD      45.64
Vedanta Resources PL     8.25    6/7/2021     USD      60.50
Petrobras Global Fin     4.88   3/17/2020     USD      74.40
Anglo American Capit     3.50   3/28/2022     EUR      69.65
ArcelorMittal            7.75    3/1/2041     USD      68.50
Anglo American Capit     4.88   5/14/2025     USD      64.00
Petrobras Global Fin     4.75   1/14/2025     EUR      62.59
Petrobras Global Fin     6.75   1/27/2041     USD      66.36
Anglo American Capit     4.13   4/15/2021     USD      67.01
ArcelorMittal            6.13    6/1/2025     USD      71.85
Anglo American Capit     3.63   5/14/2020     USD      68.20
Petrobras Global Fin     5.63   5/20/2043     USD      61.00
Algeco Scotsman Glob    10.75  10/15/2019     USD      39.50
Petrobras Global Fin     5.88    3/7/2022     EUR      70.02
Norske Skogindustrie     7.00   6/26/2017     EUR      38.25
OAS Investments GmbH     8.25  10/19/2019     USD       5.25
Vallourec SA             2.25   9/30/2024     EUR      60.79
Petrobras Global Fin     4.25   10/2/2023     EUR      62.90
Waste Italia SpA        10.50  11/15/2019     EUR      39.38
Abengoa Finance SAU      8.88   11/1/2017     USD      12.50
CGG SA                   6.50    6/1/2021     USD      44.75
Petrobras Global Fin     7.25   3/17/2044     USD      67.25
Hema Bondco I BV         6.25   6/15/2019     EUR      73.63
Petrobras Global Fin     6.25  12/14/2026     GBP      63.49
Gol LuxCo SA             8.88   1/24/2022     USD      42.10
Heta Asset Resolutio     4.38   1/24/2017     EUR      67.00
Ajecorp BV               6.50   5/14/2022     USD      40.00
Petrobras Global Fin     3.75   1/14/2021     EUR      66.60
Petrobras Global Fin     6.88   1/20/2040     USD      63.75
Vedanta Resources PL     7.13   5/31/2023     USD      53.96
Faurecia                 3.25    1/1/2018     EUR      37.59
Ensco PLC                5.20   3/15/2025     USD      70.68
EnQuest PLC              5.50   2/15/2022     GBP      40.06
Premier Oil PLC          5.00  12/11/2020     GBP      47.88
Anglo American Capit     4.13   9/27/2022     USD      65.92
Metinvest BV             8.75   2/14/2018     USD      44.25
Offshore Drilling Ho     8.38   9/20/2020     USD      71.00
Abengoa SA               5.13    3/5/2017     USD      16.13
QGOG Constellation S     6.25   11/9/2019     USD      46.50
Anglo American Capit     4.88   5/14/2025     USD      63.70
Banque Federative du     1.00                 EUR      57.83
Peugeot SA               4.45    1/1/2016     EUR      25.58
EnQuest PLC              7.00   4/15/2022     USD      37.00
Metinvest BV            10.25   1/31/2016     USD      48.00
Nordea Bank AB           1.05                 EUR      64.78
CGG SA                   6.88   1/15/2022     USD      41.00
Aegon NV                 0.85                 EUR      71.53
Tonon Luxembourg SA      7.25   1/24/2020     USD       9.63
Anglo American Capit     3.63   5/14/2020     USD      70.00
CIMPOR Financial Ope     5.75   7/17/2024     USD      68.53
Alcatel-Lucent           4.25    7/1/2018     EUR       4.54
Intelsat Jackson Hol     6.63  12/15/2022     USD      61.88
Brunswick Rail Finan     6.50   11/1/2017     USD      50.04
Intelsat Luxembourg      6.75    6/1/2018     USD      74.00
Takko Luxembourg 2 S     9.88   4/15/2019     EUR      54.13
Abengoa SA               6.25   1/17/2019     EUR       8.45
Pacific Drilling SA      5.38    6/1/2020     USD      40.50
Indo Energy Finance      7.00    5/7/2018     USD      59.67
Glencore Finance Eur     3.75    4/1/2026     EUR      72.90
Tullow Oil PLC           6.25   4/15/2022     USD      67.00
Ensco PLC                4.50   10/1/2024     USD      68.10
Tonon Luxembourg SA     10.50   5/14/2024     USD      50.00
Alcatel-Lucent           0.13   1/30/2020     EUR       4.63
Bluewater Holding BV    10.00  12/10/2019     USD      51.63
Intelsat Luxembourg      8.13    6/1/2023     USD      44.50
Etablissements Maure     1.63    7/1/2019     EUR      10.65
Far East Capital Ltd     8.00    5/2/2018     USD      63.03
Heta Asset Resolutio     4.25  10/31/2016     EUR      66.50
Petrobras Global Fin     6.63   1/16/2034     GBP      60.66
Abengoa Finance SAU      7.75    2/1/2020     USD      14.00
Banca delle Marche S     0.84    6/1/2017     EUR       1.77
Bank of New York Mel     4.40  12/15/2050     EUR      55.25
Ferrexpo Finance PLC    10.38    4/7/2019     USD      55.00
Privatbank CJSC Via     10.25   1/23/2018     USD      73.63
AXA SA                   1.05                 EUR      72.83
Ensco PLC                5.75   10/1/2044     USD      68.56
HSH Nordbank AG/Luxe     2.31                 EUR      22.00
Petrobras Global Fin     3.41   3/17/2020     USD      69.67
Virgolino de Oliveir    10.50   1/28/2018     USD       3.00
Yuksel Insaat AS         9.50  11/10/2015     USD      64.50
ING Groep NV             1.35                 EUR      67.75
DTEK Finance PLC         7.88    4/4/2018     USD      38.75
AXA SA                   0.92                 EUR      69.00
AXA SA                   1.30                 EUR      71.58
Indo Energy Finance      6.38   1/24/2023     USD      43.50
CGG SA                   1.75    1/1/2020     EUR       6.28
Hema Bondco II BV        8.50  12/15/2019     EUR      43.67
IMMOFINANZ AG            4.25    3/8/2018     EUR       4.50
BIM SAS                  2.50  11/13/2020     EUR      25.03
ING Groep NV             0.95                 EUR      65.88
CNP Assurances           1.03                 EUR      57.98
Codere Finance Luxem     8.25   6/15/2015     EUR      72.13
HSH Nordbank AG          7.25                 USD      39.38
Afren PLC                6.63   12/9/2020     USD       1.50
CHC Helicopter SA        9.38    6/1/2021     USD      20.50
Abengoa Finance SAU      8.88   11/1/2017     USD      13.50
Heta Asset Resolutio     2.75   5/31/2016     CHF      67.13
Credit Agricole SA       0.71                 EUR      60.25
Abengoa Greenfield S     6.50   10/1/2019     USD      38.75
Talvivaara Mining Co     4.00  12/16/2015     EUR       2.23
Singulus Technologie     7.75   3/23/2017     EUR      19.38
Mriya Agro Holding P     9.45   4/19/2018     USD      14.75
Norske Skog Holding      8.00   2/24/2021     EUR      27.38
Petrobras Global Fin     5.38   10/1/2029     GBP      57.48
DTEK Finance PLC        10.38   3/28/2018     USD
Capital Funding GmbH     2.27                 EUR      78.38
Tullow Oil PLC           6.00   11/1/2020     USD      66.50
TiZir Ltd                9.00   9/28/2017     USD      72.00
OGX Austria GmbH         8.50    6/1/2018     USD       0.00
Abengoa Finance SAU      7.75    2/1/2020     USD      10.50
UKRLANDFARMING PLC      10.88   3/26/2018     USD      50.25
OSX 3 Leasing BV        13.00   3/20/2015     USD      25.00
Immigon Portfolioabb    10.00                 EUR       5.50
Bank of New York Mel     4.20  12/30/2099     EUR      17.91
WPE International Co    10.38   9/30/2020     USD      10.00
CaixaBank SA             4.50  11/22/2016     EUR      63.38
Norwegian Energy Co      6.50    3/6/2018     NOK      80.13
Transcapitalbank JSC    10.00   9/18/2020     USD      63.50
Oi Brasil Holdings C     5.75   2/10/2022     USD      44.80
Fred Olsen Energy AS     4.16   2/28/2019     NOK      46.63
Virgolino de Oliveir    11.75    2/9/2022     USD       3.00
CGG SA                   1.25    1/1/2019     EUR      22.41
Rothschilds Continua     1.19                 EUR      55.63
Neopost SA               3.38                 EUR      46.51
Metinvest BV            10.50  11/28/2017     USD      44.44
Hema Bondco I BV         5.12   6/15/2019     EUR      71.09
Banque Federative du     0.83                 EUR      57.88
Matalan Finance PLC      8.88    6/1/2020     GBP      71.34
Afren PLC               10.25    4/8/2019     USD       2.25
KCA Deutag UK Financ     7.25   5/15/2021     USD      68.00
Abengoa Greenfield S     6.50   10/1/2019     USD      39.00
Afren PLC               11.50    2/1/2016     USD       1.75
Abengoa SA               5.13    3/5/2017     USD      19.25
Aegon NV                 1.51                 NLG      53.62
Paragon Offshore PLC     6.75   7/15/2022     USD      14.25
Paragon Offshore PLC     7.25   8/15/2024     USD      14.25
Candyking Holding AB     5.00   1/29/2018     SEK      40.13
Finance and Credit B     9.25   1/25/2019     USD       8.63
Rothschilds Continua     0.81                 USD      48.13
Lambay Capital Secur     6.25                 GBP       1.58
Volstad Shipping AS      7.16   5/30/2018     NOK      25.00
Cofinoga Funding Two     2.17                 EUR      74.58
World Wide Supply AS     7.75   5/26/2017     USD      38.50
Nuova Banca delle Ma     1.02   6/15/2016     EUR       1.16
Etablissements Maure     2.75    7/1/2021     EUR       6.97
Aralco Finance SA       10.13    5/7/2020     USD       0.75
Asya Sukuk Co Ltd        7.50   3/28/2023     USD      71.00
Tullow Oil PLC           6.25   4/15/2022     USD      66.50
HSBC Bank PLC            0.75                 USD      60.38
Banco Espirito Santo     2.61                 EUR       7.50
Pescanova SA             5.13   4/20/2017     EUR       2.63
Privatbank CJSC Via     10.88   2/28/2018     USD      64.95
Ageasfinlux SA           1.28                 EUR      62.41
First Ukrainian Inte    11.00  12/31/2018     USD      70.50
Far East Capital Ltd     8.75    5/2/2020     USD      61.25
NIBC Bank NV             2.13                 USD      63.38
EnQuest PLC              7.00   4/15/2022     USD      38.00
Hybrid Raising GmbH      6.63                 EUR      12.13
Santander Finance Pr     1.05                 EUR      61.13
Havila Shipping ASA      9.66   8/30/2016     NOK      29.00
RESO-Garantia Insura     9.20   3/24/2023     RUB      60.01
Viking Supply Ships      9.42   3/21/2017     NOK      42.75
Praktiker AG             5.88   2/10/2016     EUR       0.13
Espirito Santo Finan     6.88  10/21/2019     EUR       0.31
Santander Internatio     2.00                 USD      39.98
Vneshprombank Ltd       14.00   6/22/2018     RUB      17.01
Jyske Bank A/S           1.13                 EUR      58.63
Caisse Federale du C     1.10                 EUR      58.13
ESFIL-Espirito Santo     5.25   6/12/2015     EUR       2.67
HSBC Bank PLC            0.81                 USD      60.63
Caixa Terrassa Socie     1.18                 EUR      59.00
Bank Nadra via NDR F     8.25   7/31/2018     USD       5.00
Assystem                 4.50                 EUR      28.23
Banco Bilbao Vizcaya     1.19                 EUR      73.05
NTRP Via Interpipe L    10.25    8/2/2017     USD      31.13
OGX Austria GmbH         8.38    4/1/2022     USD       0.00
Noreco Norway AS         6.50    3/6/2018     NOK      62.00
CIMPOR Financial Ope     5.75   7/17/2024     USD      68.49
Koninklijke Luchtvaa     0.75                 CHF      36.50
Farstad Shipping ASA     5.36   2/15/2017     NOK      61.38
BNP Paribas SA           1.15                 EUR      63.00
Farstad Shipping ASA     4.56   5/29/2018     NOK      52.00
Scandinavian Airline     2.38                 CHF      27.00
Takko Luxembourg 2 S     6.95   4/15/2019     EUR      50.01
Tonon Luxembourg SA      7.25   1/24/2020     USD       9.63
Breeze Finance SA        6.71   4/19/2027     EUR      39.00
Popular Capital SA       1.12                 EUR      39.05
Danske Bank Oyj          1.15                 EUR      60.38
Ferrexpo Finance PLC    10.38    4/7/2019     USD      53.38
Vedanta Resources PL     6.00   1/31/2019     USD      63.61
Credit Mutuel Arkea      1.33                 EUR      57.83
Air France-KLM           2.03   2/15/2023     EUR      10.70
Songa Offshore           8.40   5/17/2018     NOK      70.46
SOITEC                   6.75   9/18/2018     EUR       1.58
Econocom Group SA/NV     1.50   1/15/2019     EUR      11.51
Tonon Luxembourg SA     10.50   5/14/2024     USD      67.00
Pescanova SA             8.75   2/17/2019     EUR       3.02
Gol LuxCo SA             8.88   1/24/2022     USD      59.25
Banco Espanol de Cre     0.99                 EUR      63.25
Espirito Santo Finan     9.75  12/19/2025     EUR       1.19
Rena GmbH                7.00  12/15/2015     EUR       8.63
Espirito Santo Finan     3.13   12/2/2018     EUR       0.57
HSBC Bank PLC            0.93                 USD      59.75
Vedanta Resources PL     8.25    6/7/2021     USD      60.45
Codere Finance Luxem     9.25   2/15/2019     USD      70.00
ATF Capital BV          10.00                 USD      61.63
Cooperatieve Central     0.50  11/26/2021     ZAR      54.98
Ukreximbank Via Biz      7.51    2/9/2023     USD      72.75
Banco Espirito Santo     0.04                 EUR      13.75
Island Offshore Ship     6.37    4/5/2016     NOK      68.62
Pohjola Bank Oyj         0.64                 EUR      59.77
Eurobank Ergasias SA     1.49    6/8/2017     EUR      73.25
Nexans SA                4.00    1/1/2016     EUR      55.23
Pierre & Vacances SA     3.50   10/1/2019     EUR      36.15
DOF ASA                  5.84    2/7/2018     NOK      64.38
BPCE SA                  0.95                 EUR      60.25
Jyske Bank A/S           1.38                 EUR      58.63
Grupo Isolux Corsan      6.63   4/15/2021     EUR      23.38
Capital Raising GmbH     7.50                 EUR      11.88
Barclays Bank PLC        0.75                 USD      60.38
Laurel GmbH              7.13  11/16/2017     EUR      25.13
Mriya Agro Holding P    10.95   3/30/2016     USD      15.00
Virgolino de Oliveir    10.88   1/13/2020     USD      19.38
Phosphorus Holdco PL    10.00    4/1/2019     GBP       1.79
Atlantic Offshore AS     8.60   5/16/2018     NOK      41.18
BOA OCV AS               6.75   10/7/2019     NOK      63.86
Island Drilling Co A     9.50    4/3/2018     USD      30.00
Sydbank A/S              1.05                 EUR      60.13
Electromagnetic Geos     7.23   6/27/2019     NOK      59.49
SNS Bank NV              6.25  10/26/2020     EUR       3.19
Vedanta Resources PL     7.13   5/31/2023     USD      75.00
Barclays Bank PLC        1.56                 GBP      70.00
Royal Bank of Scotla     3.96  11/16/2030     USD      74.00
Songa Offshore           7.50  12/11/2018     NOK      65.00
Union Fenosa Prefere     1.61                 EUR      67.75
Afren PLC                6.63   12/9/2020     USD       1.50
Renaissance Credit L    13.50   5/22/2019     USD      79.63
GNB - Cia de Seguros     3.37                 EUR      68.00
BLT Finance BV           7.50   5/15/2014     USD       2.99
Pacific Drilling SA      5.38    6/1/2020     USD      53.75
Nordea Bank Norge AS     0.81                 USD      60.00
Barclays Bank PLC        0.69                 USD      60.38
Alpine Holding GmbH      6.00   5/22/2017     EUR       0.21
Abengoa Finance SAU      6.00   3/31/2021     EUR      11.50
Eramet                   5.10   5/28/2026     EUR      58.50
E Forland AS             7.91    9/4/2018     NOK      65.75
Barclays Bank PLC       10.00   3/28/2034     USD      74.25
Barclays Bank PLC        1.78   5/31/2033     USD      69.00
Lloyds Bank PLC          1.90   2/22/2033     USD      65.00
International Indust     9.00    7/6/2011     EUR       0.49
Global PVQ SE            6.75  10/21/2015     EUR       0.94
Dexia SA                 4.89                 EUR       9.13
Eniro AB                 6.00   4/14/2020     SEK      55.00
Novo Banco SA            3.50    1/2/2043     EUR      68.88
Societe Generale SA      0.44                 USD      58.75
SiC Processing GmbH      7.13    3/1/2016     EUR       1.13
QGOG Constellation S     6.25   11/9/2019     USD      51.00
Solstad Offshore ASA     4.73   6/24/2019     NOK      66.25
Touax SA                 6.00   7/10/2020     EUR      18.36
Lehman Brothers UK C     5.13                 EUR       0.00
Barclays Bank PLC        2.62   4/19/2033     USD      63.75
Travel24.com AG          7.50   9/17/2017     EUR      37.00
DOF ASA                  8.08   9/12/2019     NOK      64.75
Lloyds Bank PLC          1.06                 USD      61.00
Dexia Credit Local S     1.64                 EUR      11.75
Danske Bank Oyj          1.47                 EUR      69.50
Bank Nederlandse Gem     0.50   7/12/2022     ZAR      54.22
Societe Generale SA      1.60    1/9/2020     GBP       1.00
Mobylife Holding A/S     7.25   5/23/2018     SEK      75.00
Heta Asset Resolutio     0.71   1/24/2017     EUR      16.50
Dexia Kommunalbank D     5.63  12/31/2017     EUR      16.75
EDOB Abwicklungs AG      7.50    4/1/2012     EUR       0.50
Barclays Bank PLC        2.97   6/17/2033     USD      71.00
Nexity SA                0.63    1/1/2020     EUR      49.77
friedola Gebr Holzap     7.25   4/11/2017     EUR      13.25
Dexia Kommunalbank D     4.88  12/31/2016     EUR      24.00
Hellenic Republic Go     5.20   7/17/2034     EUR      74.13
Barclays Bank PLC        2.77   3/28/2033     USD      63.00
Phones4u Finance PLC     9.50    4/1/2018     GBP      37.50
Minicentrales Dos SA     6.45   4/14/2028     EUR      62.38
JZ Capital Partners      6.00   7/30/2021     GBP      10.62
Dannemora Mineral AB    11.75   3/22/2016     USD       0.09
Cirio Holding Luxemb     6.25   2/16/2004     EUR       1.95
Waste Italia SpA        10.50  11/15/2019     EUR      39.38
Heta Asset Resolutio     1.91   9/29/2016     JPY      66.38
Lehman Brothers UK C     5.75                 EUR       0.01
getgoods.de AG           7.75   10/2/2017     EUR       0.17
MS Deutschland Betei     6.88  12/18/2017     EUR      15.10
Metinvest BV            10.50  11/28/2017     USD      44.34
More & More AG           8.13   6/11/2018     EUR      43.13
Windreich GmbH           6.50   7/15/2016     EUR      10.88
Standard Chartered P     0.81                 GBP      56.61
Elli Investments Ltd    12.25   6/15/2020     GBP      36.88
BNP Paribas SA           0.61                 USD      59.75
EFG International AG     1.20                 EUR      63.90
Oi Brasil Holdings C     5.63   6/22/2021     EUR      45.25
Alpha Bank AE            1.63    2/1/2017     EUR      70.00
Rem Offshore ASA         6.48   9/25/2019     NOK      39.25
Bank Nederlandse Gem     0.50    8/9/2022     MXN      70.09
Codere Finance Luxem     8.25   6/15/2015     EUR      72.50
KCA Deutag UK Financ     7.25   5/15/2021     USD      67.88
Sazka AS                 9.00   7/12/2021     EUR       0.00
Societe Air France S     2.75    4/1/2020     EUR      20.92
Rena GmbH                8.25   7/11/2018     EUR       8.63
IGas Energy PLC         10.00  12/11/2018     USD      52.38
BOA Offshore AS          7.81  12/18/2018     NOK      28.00
Kaupthing Bank Hf        9.00                 USD       0.13
Western Bulk ASA         7.87   4/19/2017     NOK      75.00
Abengoa Greenfield S     5.50   10/1/2019     EUR      12.13
IM Skaugen SE           10.11   4/11/2017     NOK      38.88
Strenesse AG             9.00   3/15/2017     EUR      38.50
BNP Paribas SA           2.46   4/30/2033     USD      67.50
Lloyds Bank PLC          2.62   4/26/2033     USD      67.13
CGG SA                   6.88   1/15/2022     USD      43.25
IKB Deutsche Industr     5.63   3/31/2017     EUR      22.00
Petromena ASA            9.75   5/24/2016     NOK       0.54
Bank of Scotland PLC     0.94                 USD      60.75
RENE LEZARD Mode Gmb     7.25  11/25/2017     EUR      24.90
Mox Telecom AG           7.25   11/2/2017     EUR       2.98
Codere Finance Luxem     9.25   2/15/2019     USD      72.38
Societe Generale SA      1.03                 EUR      64.02
Algeco Scotsman Glob    10.75  10/15/2019     USD      55.00
LBI HF                   6.25                 EUR       0.00
Vseukrainsky Aktsine    10.90   6/14/2019     USD       1.60
Barclays Bank PLC        0.26  12/28/2040     EUR      62.53
Petrol AD                8.38   1/26/2017     EUR      13.25
Norske Skog Holding      8.00   2/24/2023     USD      30.00
Barclays Bank PLC        3.45  11/29/2030     USD      73.70
NIBC Bank NV             0.67                 EUR      52.00
Olympic Ship AS          6.06   6/18/2019     NOK      42.22
Abengoa Finance SAU      7.00   4/15/2020     EUR      12.25
Abanka Vipa DD Via A     1.83                 EUR       0.42
Minicentrales Dos SA     4.81  11/29/2034     EUR      65.38
National Westminster     0.75                 USD
Lloyds Bank PLC          4.44    7/5/2033     USD      75.00
Aralco Finance SA       10.13    5/7/2020     USD       0.65
Den Norske Creditban     0.69                 USD      61.13
Sidetur Finance BV      10.00   4/20/2016     USD       9.00
Lehman Brothers Trea     6.00   11/2/2035     EUR      16.25
Abengoa SA               6.25   1/17/2019     EUR       8.13
Glitnir HF               8.00                 EUR       0.50
Virgolino de Oliveir    10.50   1/28/2018     USD       1.65
Abengoa Finance SAU      8.88    2/5/2018     EUR      14.50
Le Noble Age             4.88    1/3/2016     EUR      25.25
Belfius Bank SA/NV       1.86                 FRF      69.88
Nuova Banca delle Ma     7.20   6/30/2018     EUR       1.18
Centrosolar Group AG     7.00   2/15/2016     EUR       2.15
Lehman Brothers Trea     7.25   10/5/2035     EUR      13.75
Commerzbank Holdings     1.06                 USD      64.50
Glitnir HF               6.69   6/15/2016     USD       0.02
Barclays Bank PLC        2.75   3/21/2033     USD      65.50
National Westminster     0.81                 USD      60.75
Talvivaara Mining Co     9.75    4/4/2017     EUR       0.09
Corporate Commercial     8.25    8/8/2014     USD       1.06
Afren PLC               10.25    4/8/2019     USD       0.59
OGX Austria GmbH         8.50    6/1/2018     USD       0.01
PA Resources AB         13.50    3/3/2016     SEK       0.26
Standard Chartered P     1.09                 USD
Vestland Offshore In    11.12   1/15/2016     NOK      68.66
Frey                     6.00  11/15/2022     EUR      22.00
Ekotechnika GmbH         9.75   5/10/2018     EUR       9.50
Eramet                   5.29   4/22/2026     EUR      70.75
Standard Chartered P     0.94                 USD      58.23
Assystem                 4.00    1/1/2017     EUR      24.91
DOF ASA                  8.34    2/7/2017     NOK      74.25
RWE AG                   3.80    4/5/2033     USD      75.00
Ideal Standard Inter    11.75    5/1/2018     EUR      15.00
Cirio Finanziaria Sp     8.00  12/21/2005     EUR       2.13
Olympic Ship AS          7.22   9/21/2017     NOK      52.75
Ajecorp BV               6.50   5/14/2022     USD      50.06
DTEK Finance PLC         7.88    4/4/2018     USD      38.50
Sairgroup Finance BV     4.38    6/8/2006     EUR      17.13
Turkey Government Bo     2.40    5/8/2024     TRY      10.00
AgroGeneration           8.00    4/1/2019     EUR      73.01
Paragon Offshore PLC     7.25   8/15/2024     USD      17.88
Alpine Holding GmbH      5.25   6/10/2016     EUR       3.12
Kaupthing Bank Hf        5.75   10/4/2011     USD      17.50
Barclays Bank PLC        0.88                 USD      59.63
Takko Luxembourg 2 S     9.88   4/15/2019     EUR      54.13
Brunswick Rail Finan     6.50   11/1/2017     USD      45.00
Banca delle Marche S     6.00    5/8/2018     EUR       1.52
Afren PLC               11.50    2/1/2016     USD       0.54
Credit Suisse AG/Gue     0.63                 USD
Hellas Telecommunica     8.50  10/15/2013     EUR       0.01
Norske Skog Holding      8.00   2/24/2021     EUR      27.38
Deutsche Bank AG/Lon     2.00   3/15/2033     USD      64.80
SAG Solarstrom AG        6.25  12/14/2015     EUR      45.00
Espirito Santo Finan     5.13   5/30/2016     EUR       3.17
Alpha Bank AE            1.54    3/8/2017     EUR      67.00
BDT Media Automation     8.13   10/9/2017     EUR      62.63
Empik Media & Fashio     9.80  11/17/2017     PLN      60.00
Golden Gate AG           6.50  10/11/2014     EUR      41.26
Nationwide Building      1.08                 GBP      70.00
Glitnir HF               6.00    3/5/2012     GBP      27.13
Indo Energy Finance      7.00    5/7/2018     USD      57.00
International Financ     0.50   6/29/2020     ZAR      64.14
Kaupthing Bank Hf        7.13   5/19/2016     USD       0.00
Heta Asset Resolutio     0.33  12/18/2030     EUR      18.38
Lloyds Bank PLC         10.13  12/16/2021     CAD     106.79
Novo Banco SA            3.50   1/23/2043     EUR      68.88
Ferrexpo Finance PLC    10.38    4/7/2019     USD      53.38
Offshore Drilling Ho     8.38   9/20/2020     USD      79.05
Metinvest BV             8.75   2/14/2018     USD      63.00
TGC-2 OJSC              12.00  10/10/2018     RUB      59.74
Espirito Santo Finan     5.05  11/15/2025     EUR       1.04
Pescanova SA             6.75    3/5/2015     EUR       1.95
UBS AG                   6.10   7/29/2016     GBP      50.62
International Financ     0.50   6/24/2024     ZAR      40.70
CARPEVIGO AG             2.50   6/30/2016     EUR      22.50
KPNQwest NV             10.00   3/15/2012     EUR       0.54
International Indust    11.00   2/19/2013     USD       0.24
Lloyds Bank PLC          0.63                 USD      60.00
Karlie Group GmbH        6.75   6/25/2018     EUR      28.50
Heta Asset Resolutio     5.92   2/22/2022     EUR      16.88
Norske Skogindustrie     7.13  10/15/2033     USD      31.25
CSN Resources SA         6.50   7/21/2020     USD      49.27
Lloyds Bank PLC          0.63                 USD      61.00
Hellenic Bank PCL       10.00                 EUR      47.00
LBI HF                   6.10   8/25/2011     USD      11.00
KA Finanz AG             5.43   2/13/2024     EUR      60.13
IT Holding Finance S     9.88  11/15/2012     EUR       0.22
Teksid Aluminum Luxe    11.38   7/15/2011     EUR       0.05
Sachsen Bank             0.35   1/22/2041     EUR      74.60
Hema Bondco I BV         6.25   6/15/2019     EUR      74.25
Heta Asset Resolutio     0.18   9/11/2017     EUR      16.75
Royal Bank of Scotla     4.24   1/12/2046     EUR      72.50
DeloPorts LLC           13.80  11/14/2025     RUB      60.30
National Westminster     0.69                 USD      60.50
CHC Helicopter SA        9.25  10/15/2020     USD      88.00
Global PVQ Netherlan     1.38   4/30/2012     EUR      26.88
Hellenic Republic Go     2.09   7/25/2057     EUR      30.50
Artea                    6.00    8/4/2019     EUR      14.03
Alpine Holding GmbH      5.25    7/1/2015     EUR       1.73
Royal Bank of Scotla     1.13                 USD
OGX Austria GmbH         8.38    4/1/2022     USD       0.00
Banca delle Marche S     6.00   6/12/2018     EUR       1.15
Societe Generale SA      1.75   6/28/2033     USD      70.85
DNB Bank ASA             0.69                 USD      60.95
PA Resources AB          3.00  12/27/2017     NOK       0.32
Ferrexpo Finance PLC    10.38    4/7/2019     USD      54.38
Baltijskij Bereg ZAO     8.25  12/22/2017     RUB      20.00
Kezizalog Zrt            7.75   10/1/2018     EUR       0.51
Heta Asset Resolutio     4.35   11/3/2016     EUR      18.13
Den Norske Creditban     0.71                 USD      61.00
Norske Skog Holding      8.00   2/24/2023     USD      30.00
Solarworld AG            6.13   1/21/2017     EUR      43.00
Cirio Finance Luxemb     7.50   11/3/2002     EUR       8.88
Depfa Funding II LP      6.50                 EUR      56.38
Northland Resources      4.00  10/15/2020     USD       0.42
Astana Finance BV        7.88    6/8/2010     EUR      16.00
Orient Express Bank     13.60    8/9/2018     RUB      36.00
Standard Chartered P     0.56                 USD      57.00
A-TEC Industries AG      8.75  10/27/2014     EUR       2.00
Indo Energy Finance      6.38   1/24/2023     USD      45.50
Societe Generale SA      1.04   2/28/2034     USD      66.90
Phones4u Finance PLC     9.50    4/1/2018     GBP      37.50
Lehman Brothers Trea     8.25   3/16/2035     EUR      13.75
APP International Fi    11.75   10/1/2005     USD       0.50
Global PVQ Netherlan     5.75   5/26/2014     EUR      27.50
Mechel                  15.00   2/25/2020     RUB      69.50
Lehman Brothers Trea     7.00   5/17/2035     EUR      13.75
Northland Resources     15.00   7/15/2019     USD       0.33
Metinvest BV            10.25   1/31/2016     USD      67.25
Raiffeisenlandesbank     5.00    7/1/2026     EUR      71.75
Mriya Agro Holding P     9.45   4/19/2018     USD      12.00
Cirio Del Monte NV       7.75   3/14/2005     EUR       2.14
Federal Grid Co Unif     8.00    1/7/2028     RUB      70.01
Virgolino de Oliveir    11.75    2/9/2022     USD       2.98
Commerzbank AG           5.00   9/27/2019     EUR      29.50
Nordea Bank Finland      4.35   4/20/2020     SEK      52.25
Mechel                  15.00   2/25/2020     RUB      69.51
Gazprom PAO             16.60  10/21/2043     RUB       9.94
Far East Capital Ltd     8.00    5/2/2018     USD      61.38
Del Monte Finance Lu     6.63   5/24/2006     EUR       8.50
OAS Investments GmbH     8.25  10/19/2019     USD       5.03
Banco Pastor SA          2.28                 EUR      35.88
Region of Piemont It     0.12  11/27/2036     EUR      61.91
Banco Espirito Santo    10.00   12/6/2021     EUR       3.26
Rem Offshore ASA         6.83   3/14/2018     NOK      43.88
Banco Pinto & Sotto      0.85                 EUR      30.30
Municipality Finance     0.50   3/28/2018     BRL      75.10
Mifa Mitteldeutsche      7.50   8/12/2018     EUR       3.30
Paragon Offshore PLC     6.75   7/15/2022     USD      17.75
State of Carinthia       0.78   7/20/2017     CHF       0.20
Saphir Finance PLC       6.85                 GBP       1.38
Province of Milan It     0.05  12/20/2042     EUR      76.60
Kaupthing Bank Hf        7.63   2/28/2015     USD      17.50
Lehman Brothers Trea     6.00   2/15/2035     EUR      13.75
KPNQwest NV              8.88    2/1/2008     EUR       0.54
Sairgroup Finance BV     6.63   10/6/2010     EUR      18.63
Region of Abruzzo It     0.38   11/7/2036     EUR      60.88
Banco Espirito Santo     2.76                 EUR      13.75
Lloyds Bank PLC          2.41   1/31/2033     USD      65.50
Gunther Zamek Produk     7.75   5/15/2017     EUR       0.94
Lehman Brothers Trea     5.10    5/8/2017     HKD      13.75
Solon SE                 1.38   12/6/2012     EUR       0.33
Standard Chartered P     0.65                 USD      56.98
Heta Asset Resolutio     4.25   5/31/2016     EUR      66.25
Societe Alsacienne e     1.63    1/1/2022     EUR      59.91
DZ Bank AG Deutsche      3.05   9/25/2023     EUR      63.88
IVG Immobilien AG        5.71                 EUR       0.00
Societe Generale SA      8.88    6/1/2017     USD      67.56
Hypo Tirol Bank AG       0.41   7/23/2026     EUR      61.63
Novo Banco SA            3.50   2/19/2043     EUR      68.50
eno energy GmbH          7.38   6/30/2016     EUR      68.20
Kaupthing Bank Hf        5.75   10/4/2011     USD      17.50
Nordea Bank Finland      1.61  10/20/2019     SEK      73.39
Novo Banco SA            3.50   3/18/2043     EUR      68.25
Solen AG                 7.50    4/8/2016     EUR       1.31
Depfa Funding III LP     1.35                 EUR
Accentro Real Estate     6.25   3/27/2019     EUR       2.90
Hema Bondco II BV        8.50  12/15/2019     EUR      45.00
Finmek International     7.00   12/3/2004     EUR       0.13
Societe Generale SA      1.35   3/31/2034     USD      65.75
Nuova Banca delle Ma     8.00   6/30/2018     EUR       1.18
Bank Nederlandse Gem     0.50    6/7/2022     ZAR      53.44
Windreich GmbH           6.50    3/1/2015     EUR      10.88
CRC Breeze Finance S     6.11    5/8/2016     EUR      54.38
Kerdos Group SA          8.00  12/15/2017     PLN       6.90
CHC Helicopter SA        9.25  10/15/2020     USD      47.25
OL Groupe SA             7.00  12/28/2015     EUR       7.72
Bulgaria Steel Finan    12.00    5/4/2013     EUR       0.59
HSBC Trinkaus & Burk     5.10    6/2/2016     EUR      63.17
Virgolino de Oliveir    10.88   1/13/2020     USD      18.75
Mechel                   8.40   5/27/2021     RUB      59.50
IKB Deutsche Industr     4.70   3/31/2017     EUR      22.30
Landesbank Hessen-Th     0.34    5/3/2041     EUR      70.98
SU-155 KAPITAL OOO      13.25   2/23/2016     RUB      10.33
ADLER Real Estate AG     6.00   6/30/2017     EUR      12.75
Lehman Brothers Trea     2.88   3/14/2013     CHF      16.25
Governo Portugues Co     2.75                 EUR      63.00
KPNQwest NV              7.13    6/1/2009     EUR       0.54
Heta Asset Resolutio     7.50   5/27/2024     ATS      16.88
Immigon Portfolioabb     3.55   4/12/2022     EUR      74.70
Mechel                   8.40   5/27/2021     RUB      59.16
Norske Skogindustrie     7.13  10/15/2033     USD      31.25
UniCredit Bank Austr     0.43   8/20/2033     EUR      65.88
Kaupthing Bank Hf        5.25   7/18/2017     BGN      17.50
Governo Portugues Co     3.00                 EUR      75.00
UBS AG/London           23.75   6/24/2016     EUR      46.54
UniCredit Bank Austr     0.35  12/27/2031     EUR      67.75
Northland Resources      4.00  10/15/2020     NOK       0.41
Lloyds Bank PLC          4.98   7/29/2033     USD      75.00
Heta Asset Resolutio     0.78   5/31/2016     EUR      66.38
UniCredit Bank Austr     0.37  12/31/2031     EUR      68.50
Cooperatieve Central     0.50   7/30/2043     MXN      14.19
PNE Wind AG              3.75  10/10/2019     EUR       2.95
Agroton Public Ltd       6.00   7/14/2019     USD      10.00
BLT Finance BV          12.00   2/10/2015     USD      10.50
A-TEC Industries AG      2.75   5/10/2014     EUR       2.00
ING Bank Eurasia ZAO    12.00   5/27/2020     RUB      61.00
Nordea Bank Finland      2.91  10/20/2019     SEK      54.05
Stroika Finance Ltd      7.70   6/25/2019     RUB      12.00
Heta Asset Resolutio     0.45  11/29/2032     EUR      16.88
Takko Luxembourg 2 S     6.95   4/15/2019     EUR      50.01
DEMIRE Real Estate A     6.00  12/30/2018     EUR       4.00
Ideal Standard Inter    11.75    5/1/2018     EUR      15.00
Deutsche Bank AG/Lon     5.65   6/30/2034     USD      74.75
DEIKON GmbH              1.00    7/1/2016     EUR      18.05
Mechel                   8.40    6/1/2021     RUB      58.15
Burovoya Kompaniya E     8.40   6/20/2018     RUB      58.82
Transaero Airlines      16.00  10/25/2018     RUB       1.39
Vnesheconombank         11.90   9/23/2032     RUB      70.00
Enemona AD-Kozloduy     10.00   4/28/2017     BGN       0.12
Nuova Banca delle Ma     7.75   6/30/2018     EUR       1.18
Solarworld AG            6.38   7/13/2016     EUR      40.38
Atari SA                 7.50   2/17/2020     EUR       0.19
Hema Bondco I BV         5.12   6/15/2019     EUR      71.09
Lehman Brothers Trea     6.00   3/14/2011     EUR      13.75
Kaupthing Bank Hf        6.13   10/4/2016     USD      17.50
Heta Asset Resolutio     4.88   9/18/2017     EUR      17.00
SAG Solarstrom AG        7.50   7/10/2017     EUR      45.00
DZ Bank AG Deutsche      2.52   6/23/2022     EUR      66.79
DeltaCredit Bank        12.10   7/28/2025     RUB      60.66
Hamburgische Landesb     0.33   1/22/2041     EUR      61.30
Raiffeisen Bank Inte     4.50   9/28/2035     EUR      70.63
LBI HF                   2.25   2/14/2011     CHF       8.50
Locko-Bank ZAO          13.75    4/2/2020     RUB      60.01
Glitnir HF               6.38   9/25/2012     USD      27.13
ffk environment GmbH     7.25    6/1/2016     EUR       3.25
Cooperatieve Central     0.50  10/29/2027     MXN      44.44
Cooperatieve Central     0.50  11/30/2027     MXN      44.52
CBo Territoria           6.00    1/1/2020     EUR       3.96
Santander Finance Ca     2.00                 EUR      33.50
HSBC Bank PLC            0.50   7/30/2027     NZD      52.71
Immigon Portfolioabb     6.00   3/30/2017     EUR       1.00
Federal Grid Co Unif     7.75   9/15/2020     RUB      55.01
Immigon Portfolioabb     5.27    2/8/2027     EUR      62.75
Heta Asset Resolutio     5.73  12/10/2021     EUR      16.00
LBI HF                   7.43                 USD       0.00
Societe Generale SA      2.21   2/28/2033     USD      71.16
Privatbank CJSC Via     10.88   2/28/2018     USD      66.88
DZ Bank AG Deutsche      8.25  12/28/2015     EUR      66.60
Marine Subsea AS         9.00  12/16/2019     USD       0.50
La Veggia Finance SP     7.13  11/14/2004     EUR       0.00
Lehman Brothers Trea     5.00   2/16/2015     EUR      13.75
Portigon AG              7.46  12/31/2019     EUR      12.46
Landesbank Hessen-Th     0.36   4/23/2041     EUR      71.19
LBI HF                   3.00   12/7/2010     CHF       8.50
DekaBank Deutsche Gi     2.70   6/25/2020     EUR      72.88
KIT Finance Capital     10.00  12/22/2016     RUB      58.85
Hellas Telecommunica     8.50  10/15/2013     EUR       0.01
Kaupthing Bank Hf        7.13   5/19/2016     USD       0.00
Geotech Seismic Serv    10.50  10/17/2018     RUB      72.71
Banque Cantonale Vau     6.00   5/26/2016     CHF      36.89
Kalvebod PLC             2.00    5/1/2016     DKK      75.00
Kaupthing Bank Hf        7.50    2/1/2045     USD       0.00
Lehman Brothers Trea     8.25   12/3/2015     EUR      13.75
Freshwater Finance P     6.06  10/17/2036     GBP      61.38
SV Patrimonia            4.00   4/19/2016     EUR      74.00
Vnesheconombank         11.20  11/23/2017     RUB      60.16
Raiffeisen-Landesban     0.25   9/10/2033     EUR      76.32
Lehman Brothers Trea     7.00  11/26/2013     EUR      13.75
LBBW                     5.00   3/24/2016     EUR      54.38
Heta Asset Resolutio     5.27    4/7/2028     EUR      17.25
Codere Finance Luxem     8.25   6/15/2015     EUR      72.50
HSBC Bank PLC            0.50  12/29/2026     AUD      67.69
HSBC Bank PLC            0.50   9/28/2018     IDR      76.24
Heta Asset Resolutio     4.63    3/4/2018     EUR      67.00
Elli Investments Ltd    12.25   6/15/2020     GBP      36.88
LBI HF                   4.65                 EUR       0.00
DekaBank Deutsche Gi     2.67   11/7/2016     EUR      67.10
SAir Group               6.25   4/12/2005     CHF      10.88
Heta Asset Resolutio     0.06   1/24/2017     EUR      66.88
Bremer Landesbank Kr     0.41    4/5/2041     EUR      78.59
UniCredit Bank Austr     0.43  10/31/2031     EUR      68.25
Cooperatieve Central     0.50  10/30/2043     MXN      11.87
Far East Capital Ltd     8.75    5/2/2020     USD      60.75
Banque Cantonale Vau     8.20    3/3/2016     EUR      54.19
Solarwatt GmbH           7.00   11/1/2015     EUR      14.50
Lehman Brothers Trea     4.00   2/16/2017     EUR      16.25
SU-155 KAPITAL OOO      13.25   2/23/2016     RUB       7.00
Lehman Brothers Trea     5.00   9/22/2014     EUR      13.75
Kaupthing Bank Hf        6.13   10/4/2016     USD      17.50
Ignition Finance BV      3.90   5/16/2017     EUR      68.00
Glitnir HF               6.33   7/28/2011     USD      27.13
Matalan Finance PLC      8.88    6/1/2020     GBP      72.25
Volkswagen Bank Rus     11.30  10/19/2019     RUB      60.01
Exane Finance            2.70   9/26/2016     USD      37.37
Lehman Brothers Trea    11.00  12/20/2017     AUD       3.01
DeltaCredit Bank        11.10   10/1/2024     RUB      60.01
Societe Centrale des     9.00    7/1/2016     EUR       6.75
SG Option Europe SA      7.00    5/5/2017     EUR      56.13
Petromena ASA           10.85  11/19/2014     USD       0.54
WPE International Co    10.38   9/30/2020     USD      10.25
EXER D GmbH              5.70    2/1/2016     EUR      66.50
Cyprus Popular Bank      1.65   5/26/2016     EUR       1.39
Depfa Funding IV LP      5.03                 EUR      57.00
Municipality Finance     0.25   6/28/2040     CAD      29.25
Kommunekredit            0.50  12/14/2020     ZAR      62.25
A-TEC Industries AG      5.75   11/2/2010     EUR       2.00
Deutsche Morgan Gren     0.81                 USD      58.75
Kommunekredit            0.50   7/30/2027     TRY      25.73
Svensk Exportkredit      0.50   2/22/2022     ZAR      52.94
Svensk Exportkredit      0.50   3/15/2022     ZAR      53.23
Bank Nederlandse Gem     0.50   5/12/2021     ZAR      61.32
Kommunekredit            0.50  10/22/2019     BRL      59.18
Heta Asset Resolutio     0.24   8/12/2017     EUR      64.63
Absolut Bank PAO        11.50   7/27/2016     RUB      60.01
Lehman Brothers Trea     1.00    5/9/2012     EUR       3.01
UniCredit Bank Austr     0.30   1/25/2031     EUR      69.88
SNS Bank NV              6.63   5/14/2018     EUR       3.19
wige MEDIA AG            6.00   3/17/2019     EUR       1.88
Lehman Brothers Trea     4.50    5/2/2017     EUR       3.01
Mechel                   8.00    2/9/2021     RUB      51.00
Nota-Bank OJSC          13.50  10/13/2016     RUB       1.78
Lehman Brothers Trea     5.25   5/26/2026     EUR       3.01
Lehman Brothers Trea     5.00   2/27/2014     EUR      13.75
Svensk Exportkredit      0.50   1/31/2022     ZAR      54.59
Hellenic Bank PCL       11.00                 EUR      47.00
Mechel                   8.00    2/9/2021     RUB      55.00
BNP Paribas SA           0.50  10/19/2018     TRY
JP Morgan Structured    14.00  11/23/2029     ZMW
BNP Paribas SA           0.50   2/13/2024     NZD      69.72
Region of Abruzzo It     0.22   11/7/2031     EUR      72.65
Raiffeisen-Holding N     5.10                 EUR      69.95
Credit Suisse AG/Lon    11.00   7/25/2016     USD      33.60
Mortgage Agent KHMB-     9.20   8/25/2045     RUB      56.30
UniCredit Bank AG        4.25   9/12/2017     EUR      66.89
Kommunalbanken AS        0.50   5/27/2022     ZAR      53.72
Lehman Brothers Trea     4.00   12/2/2012     EUR       3.01
Lehman Brothers Trea     3.03   1/31/2015     EUR       3.01
Lehman Brothers Trea     4.00  10/24/2012     EUR       3.01
Transgazservice LLP     10.50   11/8/2019     RUB       0.01
Lehman Brothers Trea     6.00  10/30/2012     EUR       3.01
DeltaCredit Bank         8.40  10/21/2023     RUB      59.01
RZD Rasvytie vokzalo    12.50  10/21/2016     RUB      16.30
Hamburgische Landesb     0.31  10/30/2040     EUR      62.62
Lehman Brothers Trea     7.00    6/6/2017     EUR       3.01
Credit Suisse AG/Lon    13.00    6/6/2016     USD      59.20
HSBC Bank PLC            0.50  12/29/2022     AUD      75.46
Heta Asset Resolutio     0.25   9/26/2043     EUR      66.38
Deutsche Bank AG         3.20   3/22/2016     EUR      67.70
JP Morgan Structured    13.00  11/25/2024     ZMW
UBS AG/London            6.50   3/11/2016     GBP      64.09
Ukreximbank Via Biz      7.51    2/9/2023     USD      73.46
Federal Grid Co Unif     7.50  10/16/2020     RUB      60.02
Santander Finance Ca     2.00                 EUR      31.50
Heta Asset Resolutio     1.61   6/30/2019     CHF      66.38
Nordea Bank Finland      1.96  10/20/2019     SEK      74.64
SAir Group               6.25  10/27/2002     CHF      12.13
Banco Espirito Santo     1.45   5/27/2018     EUR       3.26
Bank Nederlandse Gem     0.50   6/22/2021     ZAR      59.12
Barclays Bank PLC        8.00   4/29/2016     USD       5.19
BLT Finance BV           7.50   5/15/2014     USD       2.99
Reso-Leasing OOO        13.75   10/3/2025     RUB      60.03
Heta Asset Resolutio     0.17    4/9/2043     EUR      60.00
SAir Group               4.25    2/2/2007     CHF      11.00
Deutsche Bank AG         1.78   6/28/2033     USD      70.50
Immigon Portfolioabb     0.91   5/20/2025     EUR      37.13
Kaupthing Bank Hf        9.75   9/10/2015     USD      17.50
Penell GmbH Elektrog     7.75   6/10/2019     EUR       5.11
Ecureuil Vie Develop     0.82                 EUR      23.50
International Financ     0.50   6/29/2027     ZAR      26.49
hkw personalkonzepte     8.25  11/15/2016     EUR       4.01
ADLER Real Estate AG     6.00  12/27/2018     EUR      12.75
Kommunalbanken AS        0.50    3/2/2018     BRL      74.82
Muehl Product & Serv     6.75   3/10/2005     DEM       1.71
UBS AG/London           24.75   3/29/2016     EUR      31.20
Immigon Portfolioabb     7.00   7/24/2022     EUR      63.69
Tatfondbank OAO         13.50   5/28/2025     RUB      60.00
Russian Railways JSC    16.00   5/29/2035     RUB      15.56
Absolut Bank PAO        12.00   5/28/2018     RUB      60.00
UniCredit Bank AG        5.20   5/24/2016     EUR      59.04
Svensk Exportkredit      0.50   4/24/2029     AUD      57.65
Cooperatieve Central     0.50   1/31/2033     MXN      27.93
World of Building Te     7.70   6/25/2019     RUB       1.30
Glitnir HF               6.38   9/25/2012     USD      27.13
Dayli Polska Sp zoo      8.50    9/5/2016     PLN      10.11
Russian Railways JSC    17.90   9/20/2039     RUB       8.09
Montepio Holding SGP     5.00                 EUR      50.00
EFG International Fi     6.48   5/29/2018     EUR      20.93
Raiffeisen Centroban     2.80  11/14/2016     EUR      41.31
Banco Comercial Port     5.00                 EUR      61.00
Jasper Explorer PLC     13.50   5/27/2016     USD       4.86
Comune di Verona         0.09   12/1/2026     EUR      65.10
DEIKON GmbH              1.00  11/16/2016     EUR      36.03
Heta Asset Resolutio     5.03   1/26/2017     EUR      15.50
City of Hunedoara Ro     1.43   8/15/2026     RON      64.50
Credit Suisse AG/Lon     8.25    7/6/2016     USD      55.72
Lehman Brothers Trea     1.75    2/7/2010     EUR       3.26
Moscow Industrial ba    15.50  11/24/2020     RUB      60.15
DeltaCredit Bank         8.45   8/30/2018     RUB      59.03
Glitnir HF               6.69   6/15/2016     USD       0.02
EFG International Fi    11.12  12/12/2016     USD      44.68
Bank J Safra Sarasin    11.30   3/24/2016     CHF      74.68
Santander Finance Ca     2.00                 USD      47.63
Dolomite Capital Ltd    12.50  12/20/2019     ZAR      56.94
Bank Otkritie Financ    12.25   1/13/2022     RUB      60.01
Fast Finance SA          8.80   9/27/2016     PLN      70.00
HSBC Bank PLC            0.50    4/3/2023     AUD      74.48
Heta Asset Resolutio     3.42   11/7/2016     EUR      65.13
Northland Resources     12.25   3/26/2016     USD       0.33
Sovcombank ICB JSC      12.50   6/20/2016     RUB      60.01
DeltaCredit Bank        11.75   11/2/2016     RUB      60.20
Kommunekredit            0.50   2/20/2020     BRL      57.08
Erste Group Bank AG      2.90  10/20/2022     EUR      70.40
Kommunalbanken AS        0.50   2/23/2018     BRL      74.79
Lehman Brothers Trea     6.30  12/21/2018     USD       1.72
JP Morgan Structured    12.00  11/24/2021     ZMW
Vontobel Financial P     6.70   4/22/2016     EUR      68.62
MORTGAGE AGENT AHML      8.50    9/9/2045     RUB      57.00
Province of Milan It     0.30  12/22/2033     EUR      73.14
KPNQwest NV              8.13    6/1/2009     USD       0.54
Lehman Brothers Trea     1.46   2/19/2012     JPY      13.75
DZ Bank AG Deutsche      3.00  12/28/2015     EUR      58.24
HSBC Bank PLC            0.50   12/8/2026     AUD      61.87
HSBC Bank PLC            0.50  10/30/2026     NZD      56.10
UniCredit Bank Austr     0.46  12/27/2026     EUR      73.13
Lehman Brothers Trea     5.00    5/2/2022     EUR       3.01
Barclays Bank PLC        8.50   9/16/2016     USD       8.53
Bayerische Landesban     5.00  10/17/2016     EUR      59.80
Bank UralSib PJSC       14.00   8/25/2017     RUB      70.31
Municipality Finance     0.50   2/22/2019     IDR      72.22
UKRLANDFARMING PLC      10.88   3/26/2018     USD      48.75
Municipality Finance     0.50   6/19/2024     ZAR      43.67
Lehman Brothers Trea     6.00   3/18/2015     USD      13.75
Vnesheconombank          2.00   6/18/2021     RUB      55.26
Codere Finance Luxem     8.25   6/15/2015     EUR      72.13
Glitnir HF               4.75  10/15/2010     USD      27.13
KA Finanz AG             4.90   6/23/2031     EUR      64.13
Landesbank Hessen-Th     5.50   5/27/2016     EUR      64.40
Municipiul Timisoara     1.03   5/15/2026     RON      65.12
Credit Suisse AG/Lon     8.25   1/28/2016     USD      57.60
Glitnir HF               5.44  12/22/2015     USD      27.13
MT-Energie GmbH & Co     8.25    4/4/2017     EUR      10.15
Transcapitalbank JSC    12.50   3/15/2016     RUB      60.01
Pongs & Zahn AG          8.50                 EUR       0.50
Cerruti Finance SA       6.50   7/26/2004     EUR       1.28
Czerwona Torebka SA      6.81   4/15/2016     PLN      60.01
WGF Westfaelische Gr     6.35   12/1/2016     EUR       6.80
HSBC Bank PLC            0.50   2/24/2027     NZD      55.01
Banque Cantonale Vau     6.13   9/20/2016     USD      59.66
Credit Suisse AG/Lon     9.50  12/29/2015     USD      60.00
Novikombank ZAO         14.25   6/12/2020     RUB      60.00
HSBC Bank PLC            0.50   5/31/2019     IDR      70.83
Espirito Santo Finan     5.05  11/15/2025     EUR       0.92
Salvator Grundbesitz     9.50  12/31/2021     EUR      10.00
Mobile TeleSystems P     5.00   6/29/2021     RUB      67.75
Region of Molise Ita     0.36  12/15/2033     EUR      67.25
Vontobel Financial P    17.75   1/22/2016     EUR      72.90
HSBC Bank PLC            0.50   12/2/2022     AUD      76.39
HSBC Bank PLC            0.50    2/2/2023     AUD      75.94
Rusfinans Bank OOO      12.10   9/29/2020     RUB      61.01
Barclays Bank PLC        9.00   5/31/2016     USD       2.69
Rusfinans Bank OOO      11.40   10/2/2019     RUB      60.20
KPNQwest NV              7.13    6/1/2009     EUR       0.54
Bank Julius Baer & C     7.76   3/24/2016     CHF      73.05
Deutsche Bank AG/Lon     0.50   10/5/2021     IDR      53.92
AK BARS Bank PJSC       15.00   3/16/2016     RUB      60.67
Heta Asset Resolutio     0.83   5/28/2017     EUR      66.38
DekaBank Deutsche Gi     0.12   6/23/2034     EUR      67.02
Heta Asset Resolutio     0.21    4/9/2018     EUR      66.38
Locko-Bank ZAO          14.00   7/17/2018     RUB      60.00
UBS AG/London            9.00   2/11/2016     CHF      73.92
Societe Generale SA     12.80  12/30/2015     USD      20.87
Leonteq Securities A    15.00    3/9/2016     USD      73.23
DekaBank Deutsche Gi     3.80   9/25/2024     EUR      64.51
Municipality Finance     0.50    8/8/2029     NZD      56.15
Eksportfinans ASA        0.50    5/9/2030     CAD      22.13
Deutsche Bank AG/Lon     0.60    2/1/2016     EUR      67.00
Astana Finance BV        9.00  11/16/2011     USD      16.00
Heta Asset Resolutio     0.22   3/10/2018     EUR      66.38
Rinol AG                 5.50  10/15/2006     DEM       0.00
Exane Finance            5.00  12/20/2019     SEK      60.44
Glitnir HF              10.00   6/28/2017     USD      27.13
Heta Asset Resolutio     0.37   3/29/2017     EUR      66.38
Lehman Brothers Trea     5.50   6/22/2010     USD      16.25
Barclays Bank PLC       11.00   5/31/2016     USD       6.38
Lehman Brothers Trea     3.20   3/19/2018     JPY       3.01
Lehman Brothers Trea     5.00   5/12/2011     CHF       3.01
Heta Asset Resolutio     0.69   9/20/2017     EUR      16.88
Societe Generale SA      0.50   6/12/2023     RUB      47.31
Svensk Exportkredit      0.50   8/28/2020     TRY      59.68
Lehman Brothers Trea     1.28   11/6/2010     JPY      13.75
Santander Finance Ca     2.00                 USD      40.13
Lehman Brothers Trea     6.00   2/14/2012     EUR       3.01
HSBC Trinkaus & Burk     5.00    7/1/2016     EUR      63.64
HC Finance OOO           8.25  11/26/2021     RUB      59.01
Atari SA                 0.10    4/1/2020     EUR       2.50
RSL Communications P    10.13    3/1/2008     USD       0.00
Deutsche Bank AG         6.20   6/21/2016     EUR      63.10
WGF Westfaelische Gr     6.35    8/1/2017     EUR       2.07
Russian Railways JSC    12.40   2/28/2040     RUB      60.01
Municipiul Timisoara     1.03   5/12/2026     RON      64.50
Rusfinans Bank OOO      12.00   6/30/2020     RUB      61.01
Ashinskiy metallurgi    16.50   6/17/2024     RUB      60.16
Glitnir HF               6.84  12/15/2015     EUR       0.02
KPNQwest NV              8.88    2/1/2008     EUR       0.54
Espirito Santo Finan     5.63   7/28/2017     EUR       3.16
Wlodarzewska SA          9.23   5/15/2016     PLN      20.00
Credit Suisse AG/Lon    10.50   6/20/2016     USD      35.55
HSBC Bank PLC            0.50   1/29/2027     NZD      54.83
Svensk Exportkredit      0.50   4/25/2019     BRL      62.10
Societe Generale SA      0.50   4/30/2023     RUB      47.94
BKN biostrom AG          7.50    6/5/2016     EUR       2.01
Mriya Agro Holding P    10.95   3/30/2016     USD      13.75
Heta Asset Resolutio     4.54   9/22/2017     EUR      66.38
Lehman Brothers Trea     6.65   8/24/2011     AUD      13.75
Kommunekredit            0.50   9/19/2019     BRL      61.23
KPNQwest NV              8.88    2/1/2008     EUR       0.54
Bank Nederlandse Gem     0.50   8/15/2022     ZAR      53.81
Credit Agricole Corp     0.50    3/6/2023     RUB      48.80
SAir Group               0.13    7/7/2005     CHF      11.00
Immigon Portfolioabb     4.26   3/22/2024     EUR      54.50
SU-155 KAPITAL OOO      13.25   2/23/2016     RUB       8.05
Southern Urals Co fo    10.00   2/23/2016     RUB      60.01
EFG International Fi     7.20   2/25/2019     EUR      53.07
Ingra DD                 6.13   12/6/2016     HRK      12.99
KPNQwest NV              7.13    6/1/2009     EUR       0.54
Fonciere Volta SA        4.50   7/30/2020     EUR       2.52
SG Issuer SA             3.40   7/10/2019     EUR      74.77
Heta Asset Resolutio     6.94   6/10/2017     EUR      66.38
Bulgaria Steel Finan    12.00    5/4/2013     EUR       0.59
Europlan PAO            12.50  10/31/2017     RUB      60.04
Windreich GmbH           6.75    3/1/2015     EUR      10.88
Salvator Grundbesitz     9.50                 EUR      38.00
Immigon Portfolioabb     5.45    8/2/2019     EUR      72.70
Lehman Brothers Trea     8.25    2/3/2016     EUR       3.01
Glitnir HF               5.86   7/28/2016     GBP      27.13
Nordea Bank Finland      8.00   9/10/2016     SEK      72.50
Heta Asset Resolutio     0.21    3/4/2018     EUR      66.38
Immigon Portfolioabb     0.41   3/14/2020     EUR      70.41
Heta Asset Resolutio     0.07   2/17/2017     EUR      64.50
MirLand Development      7.21   5/31/2020     ILS      26.34
Immigon Portfolioabb     0.83   2/11/2019     EUR      66.38
Vontobel Financial P     5.60  12/29/2015     EUR      39.39
Locko-Bank ZAO          14.50   9/22/2025     RUB      60.00
Medved-Finans OOO       15.00   8/22/2016     RUB      60.10
Barclays Bank PLC        0.50   3/13/2023     RUB      48.80
OT-Optima Telekom DD     5.25   5/30/2022     HRK      50.00
Anglian Water Servic     1.09   1/26/2057     GBP      70.05
Heta Asset Resolutio     0.37   3/29/2017     EUR      66.38
BNP Paribas Emission     2.35   6/30/2021     EUR      71.38
KIT Finance Capital     10.00  10/26/2016     RUB      60.01
Immigon Portfolioabb     3.50   5/23/2022     EUR      55.50
Heta Asset Resolutio     3.72   3/15/2017     EUR      66.38
Lehman Brothers Trea     4.00   4/13/2011     CHF       3.01
Union Technologies I     0.10    1/1/2020     EUR       5.30
UBS AG                   5.25  12/29/2015     EUR      66.06
RSL Communications P    10.50  11/15/2008     USD       0.00
Barclays Bank PLC        3.50    2/5/2016     EUR      63.18
Ipotechny Agent AK B     3.00   5/10/2047     RUB      52.34
Exane Finance            6.25  12/20/2019     SEK      67.88
Russian Railways JSC    12.40   5/30/2040     RUB       8.65
LBBW                     4.00   4/22/2016     EUR      70.97
Lehman Brothers Trea    10.00    1/3/2012     BRL       3.01
SAir Group               2.13   11/4/2004     CHF      10.88
Raiffeisenbank AO       11.35   6/11/2018     RUB      60.01
Rena Lange Holding G     8.00  12/12/2017     EUR       0.63
Province of Treviso      0.18  12/31/2034     EUR      71.24
Landeskreditbank Bad     0.50   5/10/2027     CAD      75.21
Province of Rovigo I     0.20  12/28/2035     EUR      71.40
Lehman Brothers Trea     4.35    8/8/2016     SGD      13.75
LBI HF                   6.10   8/25/2011     USD      11.38
Kommunalkredit Austr     0.47  10/25/2021     EUR      43.88
Lehman Brothers Trea     4.10   5/20/2009     USD       3.01
Orient Express Bank     15.00   7/17/2018     RUB      60.01
Credit Suisse AG/Lon    10.25   5/31/2016     USD      34.30
Societe Generale SA     16.40   1/12/2016     USD      42.53
Heta Asset Resolutio     0.24   3/12/2043     EUR      62.88
Lehman Brothers Trea     8.00   3/19/2012     USD       3.01
Municipality Finance     0.50  11/25/2020     ZAR      62.88
Heta Asset Resolutio     4.07   3/21/2017     EUR      66.38
Immigon Portfolioabb     4.50    9/7/2020     EUR      25.00
Immigon Portfolioabb     4.90   8/18/2025     EUR      61.30
Agrokompleks OOO        12.50   12/8/2022     RUB      60.10
COFIDUR SA               0.10  12/31/2024     EUR      15.00
Lloyds Bank PLC          0.50   7/26/2028     MXN      43.56
Northland Resources     15.00   7/15/2019     USD       0.33
Banque Cantonale Vau     7.25    3/3/2016     CHF      53.42
Banque Cantonale Vau     8.20    3/3/2016     USD      54.37
UBS AG                  18.25   3/29/2016     EUR      49.92
Raiffeisen Versicher     5.08                 EUR      26.50
Rosselkhozbank OJSC     11.90    2/9/2018     RUB      61.01
Norddeutsche Landesb     5.00    6/3/2016     EUR      59.55
Rostelecom PJSC         11.70   5/20/2025     RUB      60.01
UniCredit Bank AG        5.00  10/18/2024     EUR      71.27
Sidetur Finance BV      10.00   4/20/2016     USD       5.88
Credit Suisse AG/Lon     8.00  11/29/2019     USD       6.30
Lehman Brothers Trea     4.00   2/28/2010     EUR       3.01
DekaBank Deutsche Gi     5.15   12/9/2016     EUR      66.34
UniCredit Bank AG        4.00   6/24/2016     EUR      62.80
Rusfinans Bank OOO      13.90   4/24/2018     RUB      63.01
Societe Generale SA     13.25  12/29/2015     USD      19.42
MirLand Development      6.50   1/31/2016     ILS      35.00
Societe Generale SA     11.00   5/11/2016     USD      62.58
Landesbank Hessen-Th     3.83   8/18/2016     EUR      72.75
Cooperatieve Central     0.50  12/29/2027     MXN      44.35
Windreich GmbH           6.25    3/1/2015     EUR      10.88
Sviaz Bank OAO          12.25   4/13/2022     RUB      60.31
Glitnir HF               4.75  10/15/2010     USD      27.13
Lehman Brothers Trea     5.00    9/1/2011     EUR       3.01
Province of Brescia      0.35   6/30/2036     EUR      70.91
HSBC Bank PLC            0.50   11/9/2018     IDR      75.42
Vontobel Financial P    12.15  12/28/2015     EUR      52.43
HSBC Trinkaus & Burk    11.50   6/24/2016     EUR      67.84
United Confectioners    10.50    4/3/2023     RUB      59.03
Commerzbank AG           7.00   9/13/2016     EUR      71.20
Lehman Brothers Trea     5.00   8/16/2017     EUR      13.75
LBI HF                   7.43                 USD       0.00
Nutritek Internation     8.75  12/11/2008     USD       2.00
BNP Paribas Emission    29.00   3/24/2016     EUR      70.44
Lehman Brothers Trea    13.00   2/16/2009     CHF       3.01
Norddeutsche Landesb     3.50    1/4/2016     EUR      51.55
Sovcombank ICB JSC      13.50    2/7/2019     RUB      60.40
Svensk Exportkredit      0.50   6/29/2029     AUD      67.17
Heta Asset Resolutio     0.11   5/17/2017     EUR      66.38
EDOB Abwicklungs AG      7.50    4/1/2012     EUR       0.50
Lehman Brothers Trea     7.38   9/20/2008     EUR       3.01
Dresdner Bank AG         0.58  11/19/2029     EUR      66.38
Province of Brescia      0.25  12/22/2036     EUR      70.21
Societe Generale SA     12.50   4/29/2016     USD      46.60
Vontobel Financial P    20.00   6/24/2016     EUR      65.52
Commerzbank AG          10.00   5/26/2016     EUR      64.59
Societe Generale SA      0.50    4/3/2023     RUB      48.52
Societe Generale SA     13.05   1/14/2016     USD      21.17
Svensk Exportkredit      0.50   8/28/2018     BRL      68.55
Immigon Portfolioabb     3.50   1/14/2019     EUR      75.75
Heta Asset Resolutio     5.04   2/15/2023     EUR      66.38
Lehman Brothers Trea     4.10   6/10/2014     SGD      16.25
Lehman Brothers Trea     4.00   7/20/2012     EUR       3.01
Lehman Brothers Trea     4.00   7/27/2011     EUR       3.01
Lehman Brothers Trea     2.50   11/9/2011     CHF       3.01
Vontobel Financial P     6.00   5/27/2016     EUR      42.78
Araratbank OJSC          8.00   6/10/2018     USD      25.36
Lehman Brothers Trea     5.55   3/12/2015     EUR       3.01
HSBC Bank PLC            0.50  12/20/2018     RUB      73.23
Heta Asset Resolutio     3.90   1/24/2017     EUR      64.75
Lehman Brothers Trea     5.00   3/18/2015     EUR      13.75
Freshwater Finance P     6.18   4/20/2035     GBP      64.00
Heta Asset Resolutio     5.80   6/17/2017     EUR      66.38
Haltdalen Sparebank      2.41                 NOK      55.71
Lehman Brothers Trea    10.44  11/22/2008     CHF       3.01
Vontobel Financial P     6.00    9/2/2016     EUR      72.47
Property Lease Fund      9.00   9/17/2016     PLN      15.10
Svensk Exportkredit      0.50   8/25/2021     ZAR      57.75
Barclays Bank PLC        7.30   4/16/2029     USD      74.00
BNP Paribas SA           0.50    5/6/2021     MXN      71.02
Kerdos Group SA          8.00   3/31/2016     PLN      47.50
Russian Highways        12.40   4/22/2042     RUB       7.78
Lehman Brothers Trea     4.10   2/19/2010     EUR       3.01
Lehman Brothers Trea     5.00   4/24/2017     EUR       3.01
DekaBank Deutsche Gi     2.10   3/25/2020     EUR      71.13
Banque Cantonale Vau     1.00    7/7/2016     CHF      11.43
Credit Suisse AG/Lon    10.00   8/29/2016     USD      51.00
ENEL RUSSIA PJSC        12.10   5/22/2025     RUB      60.01
HSBC Bank PLC            0.50  10/30/2018     IDR      75.44
Svensk Exportkredit      0.50   8/29/2029     AUD      67.59
Lehman Brothers Trea     7.75   2/21/2016     EUR       3.01
HSBC Bank PLC            0.50   4/27/2027     NZD      54.16
Municipality Finance     0.50   5/31/2022     ZAR      51.26
Credit Suisse AG/Lon     1.64    6/1/2042     USD      53.45
Lehman Brothers Trea     3.86   9/21/2011     SGD      16.25
Leonteq Securities A     6.89  12/30/2015     USD      48.39
Heta Asset Resolutio     0.20   8/28/2017     EUR      66.38
UniCredit Bank AG        0.61  11/19/2029     EUR      73.00
Societe Generale SA      0.50   5/30/2023     MXN      62.92
Societe Generale Eff     2.50   10/7/2016     EUR      59.14
Svensk Exportkredit      0.50  12/17/2027     USD      73.58
UniCredit Bank AG        4.80   3/24/2016     EUR      64.84
HSBC Bank PLC            0.50   4/11/2023     MXN      63.48
Nota-Bank OJSC          13.50    4/1/2016     RUB       4.40
Leonteq Securities A     8.25   2/23/2016     EUR      57.51
Bank Julius Baer & C     6.80    1/6/2016     EUR      45.60
Heta Asset Resolutio     0.20    4/2/2018     EUR      66.38
Lehman Brothers Trea    15.00   3/30/2011     EUR       3.01
Lehman Brothers Trea     4.25   5/15/2010     EUR       3.01
SAir Group               5.50   7/23/2003     CHF      10.88
Lehman Brothers Trea     7.60   3/26/2009     EUR       3.01
Property Lease Fund      9.01    6/5/2016     PLN      21.00
Immigon Portfolioabb     0.77  10/15/2019     EUR      63.50
Immigon Portfolioabb     4.81   7/29/2025     EUR      61.00
Lehman Brothers Trea     7.00   4/14/2009     EUR       3.01
Barclays Bank PLC        0.50   4/24/2023     MXN      61.50
RSL Communications P     9.13    3/1/2008     USD       0.00
UBS AG                  22.25   3/29/2016     EUR      43.87
Heta Asset Resolutio     0.20   7/28/2017     EUR      66.38
HSBC Bank PLC            0.50   7/30/2019     IDR      69.59
Lehman Brothers Trea    16.80   8/21/2009     USD       3.01
Raiffeisen Centroban     7.00   8/22/2016     EUR      43.60
KA Finanz AG             4.44  12/20/2030     EUR      60.38
Credit Suisse AG/Lon     7.50   3/21/2016     EUR      73.16
Landesbank Hessen-Th     4.00    8/5/2016     EUR      69.20
UBS AG/London            6.50   6/10/2016     USD      63.77
Raiffeisen Centroban     6.70   3/13/2017     EUR      64.29
UBS AG                   8.88   2/26/2016     USD       8.55
Bank Julius Baer & C    11.50    3/4/2016     USD      73.70
UniCredit Bank AO       10.50    8/6/2019     RUB      60.01
Deutsche Bank AG         5.20   3/23/2016     EUR      74.64
ECM Real Estate Inve     5.00   10/9/2011     EUR      10.38
Lehman Brothers Trea     8.80  12/27/2009     EUR       3.01
Lehman Brothers Trea     7.50    5/2/2017     EUR       3.01
Akademiska Hus AB        2.08   4/17/2045     SEK      68.09
Lehman Brothers Trea     7.00   2/15/2010     CHF       3.01
Vontobel Financial P     5.00    7/1/2016     EUR      55.21
iMoneyBank KB OOO       16.00  10/27/2016     RUB      60.00
Lehman Brothers Trea     3.00   9/13/2010     JPY      13.75
Heta Asset Resolutio     0.07   7/18/2017     EUR      66.38
Heta Asset Resolutio     0.04    8/1/2017     EUR      66.38
Societe Generale SA      5.99    2/9/2016     USD      51.64
RESO-Garantia Insura    14.00   9/13/2022     RUB      61.01
Oberoesterreichische     0.32   11/6/2030     EUR      65.75
UniCredit Bank AG        4.00   3/21/2017     EUR      72.88
Heta Asset Resolutio     0.22   2/10/2018     EUR      66.38
Heta Asset Resolutio     4.70    4/2/2018     EUR      66.38
Heta Asset Resolutio     0.20    7/1/2017     EUR      66.38
HSBC Bank PLC            0.50   5/29/2020     IDR      64.32
Lehman Brothers Trea     5.50    7/8/2013     EUR       3.01
UBS AG/London           16.50   6/24/2016     EUR      72.67
Leonteq Securities A    20.00    2/5/2016     CHF      49.57
Leonteq Securities A     3.22   11/8/2016     USD      68.18
Bank J Safra Sarasin    11.02  12/30/2015     EUR      39.42
Bank Nederlandse Gem     0.50   9/20/2022     ZAR      52.66
Banque Cantonale Vau     6.00   2/19/2016     CHF      72.08
DekaBank Deutsche Gi     3.90   5/18/2016     EUR      61.10
Municipality Finance     0.50  12/15/2020     BRL      53.64
Melhus Sparebank         2.70   9/16/2024     NOK      75.36
Kerdos Group SA          8.00   4/30/2016     PLN      49.00
Heta Asset Resolutio     5.68    7/5/2017     EUR      66.38
Lehman Brothers Trea    12.22  11/21/2017     USD       3.01
Bank Otkritie Financ    12.20    4/7/2020     RUB      60.42
Credit Suisse AG/Nas     5.50   6/13/2016     CHF      68.79
Notenstein Finance G     4.00   9/14/2016     EUR      67.57
Credit Suisse AG/Nas     8.25   1/11/2016     CHF      24.27
SG Issuer SA             6.65  10/10/2021     EUR      67.37
DekaBank Deutsche Gi     2.50   6/25/2020     EUR      72.22
DekaBank Deutsche Gi     3.17   9/23/2022     EUR      69.45
Kommunalbanken AS        0.50   11/8/2018     BRL      68.81
Lehman Brothers Trea     5.50   4/23/2014     EUR       3.01
Polski Bank Spoldzie     5.30   9/14/2027     PLN      60.00
KFW                      0.25   10/6/2036     CAD      38.91
Skue Sparebank           2.27                 NOK      74.98
Konservenfabrik Zach     8.00    4/1/2016     EUR       0.00
Leonteq Securities A     6.00   9/26/2016     CHF      72.67
Lehman Brothers Trea     7.25   10/6/2008     EUR       3.01
Lehman Brothers Trea     7.59  11/22/2009     MXN      13.75
DekaBank Deutsche Gi     7.15  10/27/2017     EUR      49.51
Immigon Portfolioabb     3.09  10/15/2020     EUR      63.75
NIBC Bank NV            25.98    5/7/2029     EUR      67.34
UniCredit Bank Austr     0.34   1/24/2031     EUR      66.50
Heta Asset Resolutio     0.21   8/21/2017     EUR      66.38
Societe Generale Eff     5.00   11/7/2016     EUR      69.73
Vontobel Financial P     7.00   4/22/2016     EUR      45.87
DZ Bank AG Deutsche      6.75   6/20/2016     EUR      71.62
Goldman Sachs & Co W    24.00   1/20/2016     EUR      40.89
Goldman Sachs & Co W     9.00   1/20/2016     EUR      57.11
Barclays Bank PLC        0.50   1/28/2033     MXN      30.25
Immigon Portfolioabb     4.21   1/25/2033     EUR      35.00
Vontobel Financial P     9.00  12/30/2015     EUR      70.13
Lehman Brothers Trea     2.40   6/20/2011     JPY       3.01
Lehman Brothers Trea     1.60   6/21/2010     JPY       3.01
Svensk Exportkredit      0.50   3/28/2029     AUD      66.91
Kerdos Group SA          8.00   5/31/2016     PLN      59.00
Lehman Brothers Trea     7.63   7/22/2011     HKD       3.01
DekaBank Deutsche Gi     4.05   5/13/2016     EUR      52.20
DekaBank Deutsche Gi     3.05   3/25/2025     EUR      60.65
Lehman Brothers Trea     6.00    3/4/2015     USD       3.01
SG Issuer SA             5.05   4/10/2025     EUR      55.56
SAir Group               5.13    3/1/2003     CHF      11.00
Delta-Finance OOO       10.00   1/19/2021     RUB      55.25
BNP Paribas SA           0.50  11/16/2032     MXN      32.14
Glitnir HF               5.86   7/28/2016     GBP      27.13
Glitnir HF               6.31   7/28/2011     USD      27.13
Province of Teramo I     0.15  12/30/2030     EUR      75.59
UBS AG                  14.50  12/29/2015     EUR      60.97
UBS AG                  23.75  12/29/2015     EUR      44.86
UBS AG                  25.00  12/29/2015     EUR      36.80
Heta Asset Resolutio     0.16   5/17/2017     EUR      66.38
Heta Asset Resolutio     4.40   6/20/2017     EUR      66.38
Efesk Group             13.25   6/14/2016     RUB      31.00
HSBC Bank PLC            0.50    6/9/2023     MXN      62.69
HSBC Bank PLC            0.50   6/28/2019     IDR      70.73
Leonteq Securities A    29.61  10/26/2017     EUR      14.77
Lehman Brothers Trea     4.05   9/16/2008     EUR       3.01
Bamble Sparebank         2.36                 NOK      56.38
DekaBank Deutsche Gi     3.00  10/12/2020     EUR      72.30
Credit Suisse AG/Lon     7.00   2/16/2016     USD      66.78
Commerzbank AG           4.40   4/29/2019     EUR      73.82
UBS AG/London            6.00    6/3/2016     EUR      57.26
UniCredit Bank AG        4.95   3/24/2016     EUR      67.12
UBS AG/London            7.00   5/22/2017     CHF      62.91
Zurcher Kantonalbank    10.90    6/3/2016     CHF      62.49
UniCredit Bank AG        5.40   6/30/2017     EUR      68.81
Municipality Finance     0.50  11/21/2018     TRY      72.83
Municipality Finance     0.50    5/8/2029     AUD      56.73
Commerzbank AG           2.00    2/3/2016     EUR      39.38
Societe Generale Eff     4.08    1/6/2016     EUR      60.29
Societe Generale Eff     5.32    7/1/2016     EUR      64.38
Immigon Portfolioabb     2.00   4/24/2020     EUR      63.13
EFG International Fi     8.99    9/4/2017     EUR      49.67
EFG International Fi     7.20   2/25/2019     EUR      47.48
Heta Asset Resolutio     0.20   4/22/2018     EUR      66.38
Araratbank OJSC          8.50   6/13/2016     USD      25.24
Kaupthing Bank Hf        3.75   2/15/2024     ISK      17.50
ECM Real Estate Inve     5.00   10/9/2011     EUR      10.38
Lehman Brothers Trea     5.50  11/30/2012     CZK       3.01
Credit Suisse AG/Nas     5.00    6/6/2016     CHF      66.08
Kardan NV                6.33   2/25/2018     ILS      70.00
Lehman Brothers Trea     8.00   2/16/2016     EUR       3.01
Lehman Brothers Trea     7.05    4/8/2015     USD       3.01
UniCredit Bank AG        5.00   6/23/2016     EUR      63.91
UniCredit Bank AG        6.21    7/4/2016     EUR      63.84
Otkritie Holding OAO    12.50    8/2/2018     RUB      60.11
Municipality Finance     0.50   5/29/2018     BRL      73.90
Delta-Finance OOO       10.00  12/17/2020     RUB      60.02
SG Issuer SA             3.00   7/10/2020     EUR      73.38
Immigon Portfolioabb     1.26    2/8/2019     EUR      69.25
Immigon Portfolioabb     1.52   2/19/2018     EUR      78.00
Lehman Brothers Trea    10.00   5/22/2009     USD       3.01
Lehman Brothers Trea     4.60    8/1/2013     EUR       3.01
Strommen Sparebank       2.37                 NOK      47.31
Glitnir HF               5.24  12/22/2010     USD      27.13
Municipality Finance     0.50   4/26/2022     ZAR      52.07
Svensk Exportkredit      0.50   6/28/2022     ZAR      50.95
Heta Asset Resolutio     0.08   8/11/2017     EUR      66.38
Province of Treviso      0.28  12/31/2034     EUR      72.88
Lehman Brothers Trea     2.75  10/28/2009     EUR       3.01
Lehman Brothers Trea     4.70   3/23/2016     EUR       3.01
Lehman Brothers Trea     5.10   6/22/2046     EUR       3.01
Lehman Brothers Trea     5.00  10/24/2008     CHF       3.01
Province of Treviso      0.05  12/31/2034     EUR      69.74
Lehman Brothers Trea     8.05  12/20/2010     HKD       3.01
Heta Asset Resolutio     0.17   5/10/2017     EUR      66.38
Glitnir HF               6.00  12/10/2009     ISK       0.02
Heta Asset Resolutio     0.08    2/9/2017     EUR      66.38
Lehman Brothers Trea     5.22    3/1/2024     EUR       3.01
RSL Communications P     9.88  11/15/2009     USD       0.00
Raiffeisen Centroban     5.00   4/18/2016     EUR      63.08
Immigon Portfolioabb     1.75    9/9/2020     EUR      59.75
Municipiul Timisoara     1.03   5/15/2026     RON      64.50
Lehman Brothers Trea     7.25   6/20/2010     USD       3.01
DZ Bank AG Deutsche      8.00   9/23/2016     EUR      70.59
Lehman Brothers Trea     8.00   5/22/2009     USD       3.01
Lehman Brothers Trea    23.30   9/16/2008     USD       3.01
DekaBank Deutsche Gi     4.15   1/28/2016     EUR      73.27
Leonteq Securities A     4.40   8/28/2017     CHF      69.21
Raiffeisen Centroban     7.25   9/26/2016     EUR      41.69
DZ Bank AG Deutsche      4.00    5/6/2016     EUR      67.94
Bank Julius Baer & C     5.50   4/22/2016     USD      73.60
Western High-Speed D     9.15    2/6/2032     RUB      58.00
Bank Julius Baer & C    12.50   6/20/2016     USD      53.90
Bank Julius Baer & C    10.00   6/13/2016     USD      62.80
WGZ-Bank AG Westdeut     6.00   2/22/2016     EUR      59.44
Landesbank Hessen-Th     3.30  10/10/2016     EUR      74.70
Araratbank OJSC          7.25   6/27/2018     USD      25.30
Leonteq Securities A    13.40  12/29/2015     USD      69.47
Leonteq Securities A    14.00  10/24/2016     CHF      72.41
Immigon Portfolioabb     4.20   2/22/2033     EUR      34.88
Leonteq Securities A    10.00   7/28/2016     EUR      73.69
Credit Suisse AG/Lon     7.80   7/31/2020     USD       9.06
Commerzbank AG           5.24   2/16/2017     EUR      68.15
Bank Julius Baer & C    14.00   2/26/2016     USD      42.30
BNP Paribas Emission     2.10  12/30/2020     EUR      72.42
Lehman Brothers Trea     6.60    2/9/2009     EUR       3.01
Oberoesterreichische     0.30   4/25/2042     EUR      51.00
Glitnir HF               6.00  12/15/2012     GBP      27.13
Emova Group              4.30    5/2/2022     EUR       4.72
Lehman Brothers Trea     0.50  12/20/2017     AUD       3.01
Lehman Brothers Trea     0.50  12/20/2017     AUD       3.01
Lehman Brothers Trea     9.30  12/21/2010     EUR       3.01
Lehman Brothers Trea    14.90   9/15/2008     EUR       3.01
Lehman Brothers Trea     7.50   6/15/2017     USD       3.01
Credit Europe Bank L    15.00   3/22/2018     RUB      60.30
PKVIT OOO               11.00  10/14/2020     RUB      63.20
SG Option Europe SA      7.00   9/22/2017     EUR      73.94
Vontobel Financial P     9.55   5/27/2016     EUR      62.98
Credit Suisse AG/Lon     9.00   7/11/2016     USD      33.20
Credit Suisse AG        11.00   3/28/2016     USD       5.71
Kommunalbanken AS        0.50   9/20/2018     BRL      69.86
Phosphorus Holdco PL    10.00    4/1/2019     GBP       1.79
Municipality Finance     0.50   3/17/2025     CAD      74.97
Glitnir HF               5.35   5/11/2010     USD      27.13
Kommunekredit            0.50   5/11/2029     CAD      68.88
Lehman Brothers Trea     4.50  12/30/2010     USD       3.01
Lehman Brothers Trea     5.00    8/1/2025     EUR       3.01
Lehman Brothers Trea     8.50    7/5/2016     EUR      13.75
Glitnir HF               6.31   7/28/2011     USD      27.13
Credit Suisse AG/Nas     7.38   3/18/2016     CHF      72.05
Lehman Brothers Trea     7.50  10/24/2008     USD       3.01
Bayerische Landesban     3.70    6/3/2016     EUR      54.20
Cooperatieve Central     0.50   8/21/2028     MXN      41.87
Nesset Sparebank         2.42                 NOK      57.21
Lehman Brothers Trea     2.00   6/21/2011     EUR       3.01
Lehman Brothers Trea     5.25    4/1/2023     EUR       3.01
DekaBank Deutsche Gi     9.60   7/29/2016     EUR      49.67
Bayerische Landesban     2.20   5/20/2016     EUR      71.86
Reso-Leasing OOO        13.25  10/30/2025     RUB      60.08
Leonteq Securities A    11.00   7/20/2016     EUR      60.17
Leonteq Securities A    11.00    5/4/2016     USD      36.45
SAir Group               2.75   7/30/2004     CHF      10.88
Bayerische Landesban     3.10   11/4/2016     EUR      71.52
Leonteq Securities A     3.50   4/10/2018     EUR      61.51
UniCredit Bank AG        4.00   6/24/2016     EUR      57.21
ECA                      2.50    1/1/2018     EUR      12.00
Commerzbank AG           4.60    4/7/2016     EUR      71.28
DekaBank Deutsche Gi     3.20   1/14/2019     EUR      59.18
UBS AG/London           13.50   2/18/2016     CHF      39.53
DekaBank Deutsche Gi     3.33  10/12/2020     EUR      74.87
Bank Nederlandse Gem     0.50   9/20/2022     MXN      69.92
Lehman Brothers Trea    18.25   10/2/2008     USD       3.01
Lehman Brothers Trea     3.35  10/13/2016     EUR       3.01
Bank MIA OAO            15.00    3/7/2025     RUB      61.01
SG Issuer SA             4.30   7/10/2020     EUR      46.52
Lehman Brothers Trea     6.45   2/20/2010     AUD       3.01
Leonteq Securities A    20.00   9/21/2016     CHF      73.99
Kerdos Group SA          8.00    3/9/2018     PLN      59.00
DekaBank Deutsche Gi     2.70  10/12/2020     EUR      71.30
Svensk Exportkredit      0.50   6/26/2019     TRY      67.35
Ladya Finans LLC        12.00  10/29/2021     RUB      60.00
Deutsche Bank AG         7.20   8/24/2016     EUR      74.60
Lehman Brothers Trea     3.00    8/8/2017     EUR       3.01
Bank Julius Baer & C     5.20   9/25/2017     EUR      73.80
Lehman Brothers Trea     7.00  11/28/2008     CHF       3.01
HSBC Trinkaus & Burk    17.50  12/28/2015     EUR      35.81
UBS AG                   9.00  12/29/2015     EUR      49.48
UBS AG                  14.75  12/29/2015     EUR      72.05
UBS AG                  17.50   3/29/2016     EUR      69.94
Gold-Zack AG             7.00  12/14/2005     EUR      12.30
UBS AG                  21.75   3/29/2016     EUR      30.94
Glitnir HF               5.31  12/24/2012     USD      27.13
Immigon Portfolioabb     1.19    3/1/2018     EUR      77.50
Goldman Sachs & Co W    25.00   1/20/2016     EUR      55.53
UBS AG/London           15.00   6/24/2016     EUR      73.48
UBS AG/London           25.00   3/29/2016     EUR      72.52
Vontobel Financial P    13.45  12/28/2015     EUR      59.29
Vontobel Financial P    18.75  12/28/2015     EUR      52.88
DZ Bank AG Deutsche      6.50  12/28/2015     EUR      65.10
Totens Sparebank         2.75                 NOK      54.81
LBBW                     4.50  12/29/2015     EUR      57.62
Goldman Sachs & Co W    16.00   9/21/2016     EUR      57.83
UTair-Finans OOO         9.50   7/21/2016     RUB       1.00
UniCredit Bank AG        4.00  12/22/2016     EUR      66.73
HSBC Trinkaus & Burk    10.00   3/25/2016     EUR      61.36
Goldman Sachs & Co W    21.00   3/23/2016     EUR      63.81
Goldman Sachs & Co W    14.00  12/21/2016     EUR      67.56
Vontobel Financial P    15.60  12/23/2016     EUR      64.87
UBS AG                   7.50  12/29/2015     EUR      70.97
Commerzbank AG          10.50   6/23/2016     EUR      66.60
Deutsche Bank AG         5.34   6/30/2016     EUR      47.56
Goldman Sachs & Co W    21.00   2/24/2016     EUR      45.72
HSBC Trinkaus & Burk    10.50  12/28/2015     EUR      56.00
HSBC Trinkaus & Burk    15.60  12/28/2015     EUR      67.75
Goldman Sachs & Co W    20.00   1/20/2016     EUR      61.05
Vontobel Financial P     6.00   2/26/2016     EUR      66.72
DZ Bank AG Deutsche      5.00    2/6/2018     EUR      72.78
UBS AG/London            6.10   1/20/2016     EUR      72.14
LBBW                     4.00  10/28/2016     EUR      64.50
Deutsche Bank AG         8.20   6/21/2016     EUR      74.20
HSBC Trinkaus & Burk    17.00   1/27/2017     EUR      70.78
UBS AG                   8.00  12/23/2016     EUR      70.78
Immigon Portfolioabb     5.00  12/12/2018     EUR      79.38
2C Partners SA           9.50   3/17/2017     PLN      70.00
UniCredit Bank AG        4.45   6/23/2016     EUR      66.80
Credit Suisse AG/Nas     8.00  11/21/2016     EUR      66.03
Credit Suisse AG/Nas     8.25    9/5/2016     CHF      67.75
Lehman Brothers Trea     8.28   3/26/2009     USD       3.01
Lehman Brothers Trea     6.85  12/22/2008     EUR       3.01
Lehman Brothers Trea     7.55  12/29/2008     USD       3.01
BNP Paribas Emission     5.30   3/29/2024     EUR      70.36
BNP Paribas SA           0.50   9/29/2029     AUD      59.71
Zapsibcombank PAO       14.85  12/12/2019     RUB      50.00
Eiendomskreditt          4.53                 NOK      68.28
Municipality Finance     0.50   7/30/2029     AUD      64.94
ING Bank NV              5.05   10/7/2024     EUR      54.24
Barclays Bank PLC        2.33    1/2/2041     USD      75.52
Immigon Portfolioabb     1.33   1/28/2019     EUR      69.75
Lehman Brothers Trea    12.00   7/13/2037     JPY       3.01
Lehman Brothers Trea    10.00   6/11/2038     JPY       3.01
Immigon Portfolioabb     5.26    2/5/2025     EUR      56.25
Lehman Brothers Trea     6.60   5/23/2012     AUD       3.01
Lehman Brothers Trea    16.20   5/14/2009     USD       3.01
Lehman Brothers Trea    16.00   11/9/2008     USD       3.01
Immigon Portfolioabb     1.24    3/1/2022     EUR      51.25
Lehman Brothers Trea     9.75   6/22/2018     USD       3.01
Lehman Brothers Trea    17.00    6/2/2009     USD       3.01
Lehman Brothers Trea    13.50    6/2/2009     USD       3.01
Lehman Brothers Trea     3.00    6/3/2010     EUR       3.01
Lehman Brothers Trea    12.40   6/12/2009     USD       3.01
Lehman Brothers Trea     7.60   5/21/2013     USD       3.01
Lehman Brothers Trea    10.00   6/17/2009     USD       3.01
Lehman Brothers Trea     0.50    6/2/2020     EUR       3.01
Lehman Brothers Trea    12.00    7/4/2011     EUR       3.01
Lehman Brothers Trea    16.00  12/26/2008     USD       3.01
Lehman Brothers Trea    13.15  10/30/2008     USD       3.01
Lehman Brothers Trea    14.10  11/12/2008     USD       3.01
Immigon Portfolioabb     0.96    7/3/2019     EUR      66.75
Lehman Brothers Trea     4.10   8/23/2010     USD       3.01
Lehman Brothers Trea     5.12   4/30/2027     EUR       3.01
Lehman Brothers Trea     8.00  12/27/2032     JPY       3.01
Lehman Brothers Trea     1.50    2/8/2012     CHF       3.01
Immigon Portfolioabb     5.05    8/5/2030     EUR      43.13
MirLand Development      8.50   8/31/2016     ILS      39.10
Immigon Portfolioabb     4.50  10/21/2020     EUR      69.50
Lehman Brothers Trea     0.01   9/20/2011     USD       3.01
Lehman Brothers Trea     9.25   6/20/2012     USD       3.01
Immigon Portfolioabb     1.47   5/18/2020     EUR      62.00
HSBC Trinkaus & Burk     3.00   1/29/2016     EUR      67.27
Deutsche Bank AG         5.20   8/24/2016     EUR      73.30
Deutsche Bank AG         5.20  11/23/2016     EUR      74.10
Deutsche Bank AG         5.20   7/26/2017     EUR      74.30
Commerzbank AG           1.00  11/28/2016     EUR      49.81
Barclays Bank PLC        1.64    6/3/2041     USD      70.76
Lehman Brothers Trea     3.82  10/20/2009     USD       3.01
IT Holding Finance S     9.88  11/15/2012     EUR       0.22
Lehman Brothers Trea     5.00   12/6/2011     EUR       3.01
Lehman Brothers Trea     3.63    3/2/2012     EUR       3.01
Lehman Brothers Trea     0.75   3/29/2012     EUR       3.01
Lehman Brothers Trea     4.50    3/7/2015     EUR       3.01
Raiffeisenverband Sa     0.01   2/28/2031     EUR      69.37
Eksportfinans ASA        0.25   7/14/2033     CAD      14.75
Lehman Brothers Trea     7.00   7/11/2010     EUR       3.01
Lehman Brothers Trea     6.00   7/28/2010     EUR       3.01
Lehman Brothers Trea     6.00   7/28/2010     EUR       3.01
Lehman Brothers Trea     7.50    8/1/2035     EUR       3.01
Lehman Brothers Trea     4.90   7/28/2020     EUR       3.01
Lehman Brothers Trea     4.15   8/25/2020     EUR       3.01
Lehman Brothers Trea     6.00   12/6/2016     USD       3.01
Lehman Brothers Trea     6.50   5/16/2015     EUR       3.01
Lehman Brothers Trea     3.50   9/29/2017     EUR       3.01
Lehman Brothers Trea     3.00   8/15/2017     EUR       3.01
Lehman Brothers Trea     3.50   9/19/2017     EUR       3.01
Lehman Brothers Trea    10.00    1/4/2010     USD       3.01
Lehman Brothers Trea     0.50   2/16/2009     EUR       3.01
Lehman Brothers Trea     4.25   3/13/2021     EUR       3.01
Lehman Brothers Trea     6.00   3/17/2011     EUR       3.01
Lehman Brothers Trea     4.70   3/23/2016     EUR       3.01
Lehman Brothers Trea     8.00   4/20/2009     EUR       3.01
Lehman Brothers Trea     2.00  11/16/2009     EUR       3.01
Lehman Brothers Trea     3.70    6/6/2009     EUR       3.01
Lehman Brothers Trea     8.50    7/6/2009     CHF       3.01
Lehman Brothers Trea     4.60    7/6/2016     EUR       3.26
Lehman Brothers Trea     7.50   9/13/2009     CHF       3.01
Lehman Brothers Trea     6.50   7/24/2026     EUR       3.01
Lehman Brothers Trea     4.50    8/2/2009     USD       3.01
Glitnir HF               6.33   7/28/2011     USD      27.13
Leonteq Securities A     4.68   8/29/2017     CHF      49.09
Credit Suisse AG/Nas     7.00    3/9/2016     CHF      68.76
Leonteq Securities A     9.50    9/8/2016     USD      67.22
Leonteq Securities A     8.64    9/8/2016     CHF      71.02
Notenstein La Roche      8.04    3/1/2016     CHF      70.85
DZ Bank AG Deutsche      5.50  12/28/2015     EUR      59.54
DZ Bank AG Deutsche      7.00  12/28/2015     EUR      74.10
Vontobel Financial P     5.60  12/28/2015     EUR      70.04
Vontobel Financial P     7.55  12/28/2015     EUR      66.29
Bank Julius Baer & C     7.00   9/12/2016     CHF      43.20
DZ Bank AG Deutsche      5.50  12/28/2015     EUR      71.56
HSBC Trinkaus & Burk     6.00  12/28/2015     EUR      33.36
HSBC Trinkaus & Burk     5.10  12/28/2015     EUR      33.33
Vontobel Financial P     4.95  12/28/2015     EUR      66.07
Vontobel Financial P     6.30  12/28/2015     EUR      74.76
Vontobel Financial P     5.80  12/28/2015     EUR      40.37
HSBC Trinkaus & Burk     6.00  12/28/2015     EUR      26.59
HSBC Trinkaus & Burk     6.00  12/28/2015     EUR      57.78
HSBC Trinkaus & Burk     6.40  12/28/2015     EUR      63.87
HSBC Trinkaus & Burk     6.00  12/28/2015     EUR      39.19
HSBC Trinkaus & Burk     7.40  12/28/2015     EUR      39.10
HSBC Trinkaus & Burk     6.00  12/28/2015     EUR      21.68
HSBC Trinkaus & Burk     6.00  12/28/2015     EUR      39.48
HSBC Trinkaus & Burk     6.00  12/28/2015     EUR      51.24
Leonteq Securities A     5.99   9/11/2017     EUR      49.60
Vontobel Financial P     5.65   3/11/2016     EUR      65.02
Credit Suisse AG/Nas     8.00   3/16/2016     USD      54.11
Goldman Sachs & Co W     8.00   3/23/2016     EUR      65.98
Goldman Sachs & Co W     6.00   3/23/2016     EUR      70.38
Goldman Sachs & Co W    10.00   3/23/2016     EUR      62.21
Goldman Sachs & Co W     5.00   3/23/2016     EUR      47.05
Goldman Sachs & Co W     6.00   3/23/2016     EUR      45.58
Goldman Sachs & Co W     8.00   3/23/2016     EUR      43.00
Goldman Sachs & Co W     8.00   3/23/2016     EUR      41.48
Goldman Sachs & Co W    10.00   3/23/2016     EUR      39.46
Vontobel Financial P     5.84    9/9/2016     EUR      24.71
Credit Suisse AG/Nas     7.30   3/10/2016     CHF      69.45
Vontobel Financial P     6.95  12/28/2015     EUR      37.70
Notenstein La Roche      6.50   9/19/2016     CHF      74.95
Goldman Sachs & Co W     7.00   3/23/2016     EUR      65.75
Goldman Sachs & Co W     7.00   3/23/2016     EUR      42.76
Goldman Sachs & Co W     5.00   3/23/2016     EUR      65.16
Goldman Sachs & Co W     6.00   3/23/2016     EUR      65.39
Goldman Sachs & Co W     7.00   3/23/2016     EUR      65.63
Goldman Sachs & Co W     5.00   3/23/2016     EUR      40.91
Goldman Sachs & Co W     6.00   3/23/2016     EUR      41.14
Goldman Sachs & Co W     7.00   3/23/2016     EUR      41.38
Goldman Sachs & Co W     7.00   3/23/2016     EUR      41.38
Goldman Sachs & Co W     8.00   3/23/2016     EUR      41.61
Goldman Sachs & Co W     8.00   3/23/2016     EUR      41.61
Goldman Sachs & Co W     8.00   3/23/2016     EUR      41.61
Vontobel Financial P     9.55  12/28/2015     EUR      73.27
Vontobel Financial P     6.15  12/28/2015     EUR      61.37
Vontobel Financial P     8.10  12/28/2015     EUR      35.36
Notenstein La Roche      6.28   3/16/2016     CHF      70.30
BNP Paribas Emission     7.00   1/21/2016     EUR      49.88
BNP Paribas Emission     4.25   1/21/2016     EUR      72.66
Goldman Sachs & Co W    11.00   3/23/2016     EUR      37.49
Goldman Sachs & Co W     9.00   3/23/2016     EUR      39.36
Goldman Sachs & Co W     9.00   3/23/2016     EUR      39.36
Goldman Sachs & Co W     9.00   3/23/2016     EUR      39.36
Notenstein La Roche      5.50   9/26/2016     CHF      66.02
Notenstein La Roche      5.00   9/26/2016     CHF      65.40
DZ Bank AG Deutsche      5.60   3/30/2017     EUR      43.29
Leonteq Securities A    20.00  12/29/2015     CHF      25.39
UniCredit Bank AG        4.00  10/14/2019     EUR      53.89
Vontobel Financial P     6.95  12/28/2015     EUR      61.06
Vontobel Financial P     8.00  12/28/2015     EUR      35.91
Vontobel Financial P     7.65  12/28/2015     EUR      59.10
HSBC Trinkaus & Burk     6.40  12/28/2015     EUR      61.66
HSBC Trinkaus & Burk     8.40  12/28/2015     EUR      73.60
Notenstein La Roche      8.00   10/3/2016     CHF      35.52
Vontobel Financial P     6.30  12/28/2015     EUR      73.58
Vontobel Financial P     4.55  12/28/2015     EUR      73.48
Vontobel Financial P     7.45  12/28/2015     EUR      30.55
Vontobel Financial P     7.20  12/28/2015     EUR      74.05
Vontobel Financial P     7.10  12/28/2015     EUR      69.86
Vontobel Financial P     7.20  12/28/2015     EUR      71.25
Vontobel Financial P     6.00  12/28/2015     EUR      67.68
Vontobel Financial P     3.30  12/28/2015     EUR      66.08
Vontobel Financial P     6.45  12/28/2015     EUR      72.11
Vontobel Financial P     5.40  12/28/2015     EUR      74.28
Leonteq Securities A    16.00  12/29/2015     CHF      65.98
Leonteq Securities A    11.20  12/29/2015     CHF      40.49
Leonteq Securities A     8.20  12/29/2015     CHF      60.94
Deutsche Bank AG         6.20   3/22/2016     EUR      68.10
Deutsche Bank AG         5.20   3/22/2016     EUR      67.80
Deutsche Bank AG         6.20   3/22/2016     EUR      65.70
Deutsche Bank AG         5.20   3/22/2016     EUR      65.50
Deutsche Bank AG         5.20   6/21/2016     EUR      66.00
Deutsche Bank AG         6.20   6/21/2016     EUR      66.50
Deutsche Bank AG         5.20   6/21/2016     EUR      63.80
Deutsche Bank AG         6.20   6/21/2016     EUR      64.30
Deutsche Bank AG         5.20   3/22/2016     EUR      42.50
Deutsche Bank AG         6.20   3/22/2016     EUR      42.70
Deutsche Bank AG         5.20   3/22/2016     EUR      41.10
Deutsche Bank AG         6.20   3/22/2016     EUR      41.30
Deutsche Bank AG         5.20   6/21/2016     EUR      42.40
Deutsche Bank AG         6.20   6/21/2016     EUR      42.90
Deutsche Bank AG         5.20   6/21/2016     EUR      41.10
Deutsche Bank AG         6.20   6/21/2016     EUR      41.60
UniCredit Bank AG        4.00  12/28/2015     EUR      59.94
UniCredit Bank AG        4.00  12/28/2015     EUR      53.52
UniCredit Bank AG        4.00  12/28/2015     EUR      49.25
UniCredit Bank AG        4.20  12/28/2015     EUR      51.94
UniCredit Bank AG        4.10  12/28/2015     EUR      47.44
UniCredit Bank AG        4.00  12/28/2015     EUR      33.16
UniCredit Bank AG        4.40  12/28/2015     EUR      58.45
UniCredit Bank AG        4.20  12/28/2015     EUR      59.19
Notenstein Finance G     8.68    4/1/2016     USD      25.65
Bank Julius Baer & C     4.75  10/10/2016     CHF      74.90
Goldman Sachs & Co W     8.00   3/23/2016     EUR      61.63
Leonteq Securities A    13.60    1/6/2016     CHF      51.63
Leonteq Securities A    12.60    1/6/2016     USD      46.67
Vontobel Financial P     4.05   3/11/2016     EUR      44.99
Vontobel Financial P     3.30   3/11/2016     EUR      46.54
Credit Suisse AG/Nas     7.00   4/14/2016     EUR      60.36
Leonteq Securities A    10.94    4/7/2016     USD      50.23
DZ Bank AG Deutsche      8.50  12/28/2015     EUR      65.14
Leonteq Securities A     9.00    4/8/2016     USD       3.44
Credit Suisse AG/Lon     7.00   4/20/2016     USD      72.32
Notenstein La Roche      8.20  10/20/2016     USD      58.23
Vontobel Financial P     7.25  12/28/2015     EUR      40.39
Lehman Brothers Trea     4.50    3/6/2013     CHF       3.01
Lehman Brothers Trea     4.00   4/24/2009     USD       3.01
Lehman Brothers Trea     9.00   6/13/2009     USD       3.01
Lehman Brothers Trea     9.00   3/17/2009     GBP       3.01
Lehman Brothers Trea     3.85   4/24/2009     USD       3.01
Lehman Brothers Trea    10.50    8/9/2010     EUR       3.01
Lehman Brothers Trea     8.00   5/22/2009     USD       3.01
Lehman Brothers Trea     4.50   7/24/2014     EUR       3.01
Lehman Brothers Trea     5.75   6/15/2009     CHF       3.01
Lehman Brothers Trea    10.00   3/27/2009     USD       3.01
Lehman Brothers Trea     6.00  10/24/2008     EUR       3.01
Lehman Brothers Trea     7.75   1/30/2009     EUR       3.01
Lehman Brothers Trea     0.25   7/21/2014     EUR       3.01
Lehman Brothers Trea     4.95  10/25/2036     EUR       3.01
Lehman Brothers Trea    11.00   6/29/2009     EUR       3.01
Lehman Brothers Trea     8.00    8/3/2009     USD       3.01
Lehman Brothers Trea     5.50   6/15/2009     CHF       3.01
Lehman Brothers Trea     1.50  10/25/2011     EUR       3.01
Lehman Brothers Trea     2.50  12/15/2011     GBP       3.01
Lehman Brothers Trea     4.00  11/24/2016     EUR       3.01
Lehman Brothers Trea    11.00  12/19/2011     USD       3.01
BNP Paribas Emission     9.00   1/21/2016     EUR      42.59
Leonteq Securities A     8.04   4/21/2016     USD      60.36
Leonteq Securities A    12.40   4/27/2016     CHF      50.45
Leonteq Securities A    10.40   4/27/2016     CHF      28.28
Leonteq Securities A    13.60   4/27/2016     USD      53.16
Leonteq Securities A     5.20   11/7/2016     CHF      65.26
Vontobel Financial P     7.95  12/28/2015     EUR      66.12
Vontobel Financial P     6.75  12/28/2015     EUR      45.22
HSBC Trinkaus & Burk     8.70  12/28/2015     EUR      41.80
Leonteq Securities A    12.40    2/3/2016     CHF      26.40
Vontobel Financial P     8.70  12/28/2015     EUR      44.58
Notenstein La Roche     10.00   4/29/2016     CHF      55.79
Goldman Sachs & Co W     4.00   3/23/2016     EUR      69.78
Goldman Sachs & Co W     7.00   3/23/2016     EUR      47.51
Goldman Sachs & Co W    10.00   3/23/2016     EUR      71.32
Goldman Sachs & Co W     5.00   3/23/2016     EUR      57.96
Goldman Sachs & Co W     6.00   3/23/2016     EUR      55.63
Goldman Sachs & Co W     7.00   3/23/2016     EUR      53.51
Goldman Sachs & Co W    10.00   3/23/2016     EUR      48.22
Goldman Sachs & Co W    11.00   3/23/2016     EUR      46.76
DZ Bank AG Deutsche      9.00  12/28/2015     EUR      69.19
Leonteq Securities A     9.07    5/3/2016     GBP      70.14
DekaBank Deutsche Gi     4.00  10/21/2016     EUR      54.21
Leonteq Securities A     3.00   9/19/2019     CHF      69.99
Vontobel Financial P     8.80  12/28/2015     EUR      35.17
Vontobel Financial P     5.45  12/28/2015     EUR      39.00
BNP Paribas Emission     6.25   6/23/2016     EUR      49.16
BNP Paribas Emission     6.75   6/23/2016     EUR      74.25
BNP Paribas Emission     5.75   6/23/2016     EUR      67.56
BNP Paribas Emission     3.75   6/23/2016     EUR      59.75
BNP Paribas Emission     5.00   6/23/2016     EUR      55.25
BNP Paribas Emission     6.75   6/23/2016     EUR      51.76
Vontobel Financial P    10.10  12/28/2015     EUR      67.79
DekaBank Deutsche Gi     8.50  10/27/2016     EUR      45.97
HSBC Trinkaus & Burk    14.20  12/28/2015     EUR      30.71
HSBC Trinkaus & Burk    10.30  12/28/2015     EUR      33.62
HSBC Trinkaus & Burk     6.80  12/28/2015     EUR      36.96
HSBC Trinkaus & Burk    14.40  12/28/2015     EUR      57.71
HSBC Trinkaus & Burk     6.60  12/28/2015     EUR      69.06
HSBC Trinkaus & Burk     7.40   3/25/2016     EUR      70.69
HSBC Trinkaus & Burk     6.30  12/28/2015     EUR      45.30
HSBC Trinkaus & Burk     8.10   3/25/2016     EUR      46.24
HSBC Trinkaus & Burk    17.00  12/28/2015     EUR      33.04
HSBC Trinkaus & Burk    11.90  12/28/2015     EUR      37.60
HSBC Trinkaus & Burk     8.70  12/28/2015     EUR      41.47
HSBC Trinkaus & Burk    14.40  12/28/2015     EUR      73.79
HSBC Trinkaus & Burk    13.50  12/28/2015     EUR      68.06
HSBC Trinkaus & Burk    12.60  12/28/2015     EUR      66.83
HSBC Trinkaus & Burk     7.30  12/28/2015     EUR      74.36
HSBC Trinkaus & Burk    16.10  12/28/2015     EUR      73.35
HSBC Trinkaus & Burk    14.20  12/28/2015     EUR      63.54
HSBC Trinkaus & Burk     8.80  12/28/2015     EUR      69.95
HSBC Trinkaus & Burk    11.90  12/28/2015     EUR      72.38
Goldman Sachs & Co W     4.00   3/23/2016     EUR      45.10
Goldman Sachs & Co W     6.00   3/23/2016     EUR      45.57
Goldman Sachs & Co W     8.00   3/23/2016     EUR      46.04
Goldman Sachs & Co W     9.00   3/23/2016     EUR      46.28
Goldman Sachs & Co W     9.00   3/23/2016     EUR      46.28
Goldman Sachs & Co W     9.00   3/23/2016     EUR      46.28
Goldman Sachs & Co W     6.00   3/23/2016     EUR      70.25
Goldman Sachs & Co W     8.00   3/23/2016     EUR      70.72
Goldman Sachs & Co W     9.00   3/23/2016     EUR      70.96
Goldman Sachs & Co W    11.00   3/23/2016     EUR      66.70
Vontobel Financial P     7.40  12/28/2015     EUR      66.15
UBS AG/London            9.50  12/29/2015     EUR      29.54
UBS AG/London            9.00  12/23/2016     EUR      46.62
UBS AG/London            9.00   3/29/2016     EUR      36.76
UBS AG/London            9.75   3/29/2016     EUR      40.08
UBS AG/London            8.25   3/29/2016     EUR      39.68
UBS AG/London           14.50  12/29/2015     EUR      35.59
UBS AG/London           13.25  12/29/2015     EUR      37.89
UBS AG/London            8.50  12/29/2015     EUR      32.16
UBS AG/London           10.25  12/29/2015     EUR      37.82
Notenstein La Roche      6.20  11/14/2016     CHF      74.86
Goldman Sachs & Co W     7.00   3/23/2016     EUR      70.49
DekaBank Deutsche Gi     3.00   5/15/2018     EUR      74.95
DZ Bank AG Deutsche      5.00   3/29/2016     EUR      70.24
HSBC Trinkaus & Burk    14.50  12/28/2015     EUR      55.85
HSBC Trinkaus & Burk     7.40   3/25/2016     EUR      68.26
HSBC Trinkaus & Burk    14.70  12/28/2015     EUR      35.39
HSBC Trinkaus & Burk     6.20  12/28/2015     EUR      43.56
HSBC Trinkaus & Burk     8.00   3/25/2016     EUR      44.70
HSBC Trinkaus & Burk    12.50  12/28/2015     EUR      68.59
HSBC Trinkaus & Burk    13.70  12/28/2015     EUR      39.50
HSBC Trinkaus & Burk    10.00  12/28/2015     EUR      43.78
HSBC Trinkaus & Burk     6.60  12/28/2015     EUR      49.15
HSBC Trinkaus & Burk    16.10  12/28/2015     EUR      68.56
HSBC Trinkaus & Burk    13.70  12/28/2015     EUR      66.23
HSBC Trinkaus & Burk     9.50  12/28/2015     EUR      71.97
HSBC Trinkaus & Burk    13.40  12/28/2015     EUR      64.63
Credit Suisse AG/Lon     7.00  11/15/2019     USD       9.12
Goldman Sachs & Co W    16.00   3/23/2016     EUR      72.69
Goldman Sachs & Co W    16.00   3/23/2016     EUR      38.67
Goldman Sachs & Co W    14.00   3/23/2016     EUR      70.84
Credit Suisse AG/Nas    14.00   5/12/2016     USD      67.98
BNP Paribas Emission     9.00   1/21/2016     EUR      53.93
BNP Paribas Emission     5.00   6/23/2016     EUR      73.41
BNP Paribas Emission     7.00   6/23/2016     EUR      69.22
BNP Paribas Emission     9.00   6/23/2016     EUR      65.59
BNP Paribas Emission     5.00   6/23/2016     EUR      50.92
BNP Paribas Emission     6.00   6/23/2016     EUR      49.49
BNP Paribas Emission     7.00   6/23/2016     EUR      48.19
BNP Paribas Emission     7.50   6/23/2016     EUR      46.78
BNP Paribas Emission     9.50   6/23/2016     EUR      44.78
Vontobel Financial P     6.05  12/28/2015     EUR      66.09
Vontobel Financial P     8.55  12/28/2015     EUR      40.41
Vontobel Financial P     5.30  12/28/2015     EUR      63.39
Deutsche Bank AG         6.20   6/21/2016     EUR      45.90
Deutsche Bank AG         7.20   6/21/2016     EUR      51.50
Deutsche Bank AG         7.20   6/21/2016     EUR      46.40
Deutsche Bank AG         6.20   6/21/2016     EUR      51.00
Zurcher Kantonalbank     6.50   5/30/2016     CHF      73.22
Leonteq Securities A     6.75   12/5/2016     CHF      72.25
Societe Generale Eff     5.30  12/29/2015     EUR      71.11
Societe Generale Eff     2.76  12/29/2015     EUR      72.85
Societe Generale Eff     4.31  12/29/2015     EUR      68.88
Societe Generale Eff     4.32   3/29/2016     EUR      73.79
Societe Generale Eff     6.15   3/29/2016     EUR      70.16
Notenstein La Roche      8.50  11/28/2016     CHF      31.96
Notenstein La Roche      8.20   5/27/2016     CHF      31.75
Leonteq Securities A     6.00  11/28/2016     CHF      65.78
Credit Suisse AG/Nas     8.25   5/20/2016     USD      70.23
Goldman Sachs & Co W    17.00   3/23/2016     EUR      60.13
Goldman Sachs & Co W     8.00   3/23/2016     EUR      47.75
DZ Bank AG Deutsche      6.50  12/28/2015     EUR      66.55
DZ Bank AG Deutsche      5.50   3/29/2016     EUR      70.37
LBBW                     3.50   9/23/2016     EUR      62.28
LBBW                     5.00   3/29/2016     EUR      47.95
UBS AG                   6.75  12/29/2015     EUR      61.68
Barclays Bank PLC       11.50  10/10/2018     SEK      51.67
DZ Bank AG Deutsche      3.50   9/30/2016     EUR      51.48
LBBW                     5.30   7/22/2016     EUR      72.27
LBBW                     4.80   7/22/2016     EUR      45.62
LBBW                     4.50   6/24/2016     EUR      44.66
LBBW                     5.20   6/24/2016     EUR      67.93
Zurcher Kantonalbank     5.02  10/28/2016     CHF      74.42
Notenstein La Roche      7.40  10/31/2016     CHF      36.58
LBBW                     4.60   6/24/2016     EUR      69.65
UBS AG                  14.75  12/29/2015     EUR      68.09
UBS AG                  13.00  12/29/2015     EUR      72.54
LBBW                     4.45   6/24/2016     EUR      70.59
UBS AG                  14.00  12/29/2015     EUR      63.67
UBS AG                  14.75  12/29/2015     EUR      72.60
LBBW                     4.25   6/24/2016     EUR      71.96
UBS AG                   6.50  12/29/2015     EUR      52.88
UBS AG                  13.50  12/29/2015     EUR      70.37
UBS AG                  22.75  12/29/2015     EUR      24.06
UBS AG                  22.50  12/29/2015     EUR      70.26
UBS AG                  21.00  12/29/2015     EUR      55.87
UBS AG                  10.00  12/29/2015     EUR      41.93
UBS AG                  17.25  12/29/2015     EUR      59.08
UBS AG                  19.75  12/29/2015     EUR      27.05
UBS AG                  20.50  12/29/2015     EUR      40.46
UBS AG                  12.25  12/29/2015     EUR      74.11
UBS AG                  12.00  12/29/2015     EUR      66.64
UBS AG                  20.75  12/29/2015     EUR      56.43
UBS AG                  19.75  12/29/2015     EUR      51.91
UBS AG                  13.50  12/29/2015     EUR      73.74
UBS AG                  11.50  12/29/2015     EUR      73.70
UBS AG                  15.25  12/29/2015     EUR      72.42
UBS AG                   7.00  12/29/2015     EUR      57.88
UBS AG                  12.75  12/29/2015     EUR      67.85
UBS AG                  12.00  12/29/2015     EUR      43.67
UBS AG                  22.25  12/29/2015     EUR      68.88
UBS AG                  19.50  12/29/2015     EUR      65.55
UBS AG                   6.25  12/29/2015     EUR      60.36
UBS AG                  16.25  12/29/2015     EUR      54.68
UBS AG                  15.25  12/29/2015     EUR      57.46
UBS AG                  20.75  12/29/2015     EUR      62.74
UBS AG                   4.25  12/29/2015     EUR      72.96
UBS AG                  15.00  12/29/2015     EUR      64.31
UBS AG                  17.25  12/29/2015     EUR      74.04
LBBW                     4.30   7/22/2016     EUR      65.54
LBBW                     3.80   8/26/2016     EUR      72.72
RSL Communications P    12.00   11/1/2008     USD       0.00
Bank Julius Baer & C     7.30   1/19/2016     CHF      38.95
Bank Julius Baer & C     7.50   1/19/2016     USD      38.95
Credit Suisse AG/Lon     2.75   1/29/2019     SEK      41.40
UBS AG                  24.00  12/29/2015     EUR      36.17
UBS AG                  19.25   3/29/2016     EUR      44.28
UBS AG                  19.75   6/24/2016     EUR      46.26
UBS AG                  18.00   6/24/2016     EUR      48.37
UBS AG                   4.50   6/24/2016     EUR      57.28
UBS AG                  24.50  12/29/2015     EUR      44.47
UBS AG                  19.75   3/29/2016     EUR      51.39
UBS AG                  22.50  12/29/2015     EUR      66.10
UBS AG                  23.00  12/29/2015     EUR      57.88
UBS AG                  16.50   6/24/2016     EUR      37.47
UBS AG                  19.25   6/24/2016     EUR      73.25
UBS AG                   5.50   3/29/2016     EUR      74.71
UBS AG                  14.00   6/24/2016     EUR      63.08
UBS AG                   8.50   3/29/2016     EUR      63.99
UBS AG                  21.25   3/29/2016     EUR      41.82
UBS AG                  15.50   6/24/2016     EUR      74.47
UBS AG                   6.00   6/24/2016     EUR      73.78
UBS AG                   9.50   3/29/2016     EUR      61.17
UBS AG                  23.25  12/29/2015     EUR      70.38
UBS AG                  21.75  12/29/2015     EUR      39.05
UBS AG                  22.50  12/29/2015     EUR      73.30
UBS AG                  11.50   6/24/2016     EUR      42.13
UBS AG                   9.25   3/29/2016     EUR      69.47
UBS AG                  17.25   6/24/2016     EUR      56.38
UBS AG                  13.25   3/29/2016     EUR      56.41
UBS AG                   9.50   6/24/2016     EUR      63.55
UBS AG                  10.25   6/24/2016     EUR      62.39
UBS AG                  11.75   3/29/2016     EUR      59.30
LBBW                     5.00   2/26/2016     EUR      51.50
LBBW                     5.00   2/26/2016     EUR      74.36
UBS AG                   7.00   6/24/2016     EUR      44.95
UBS AG                   5.75   6/24/2016     EUR      51.15
UBS AG                   5.25  12/29/2015     EUR      29.45
UBS AG                   6.50   3/29/2016     EUR      39.22
UBS AG                   9.75  12/29/2015     EUR      71.81
UBS AG                   6.50   3/29/2016     EUR      57.46
UBS AG                  10.00   6/24/2016     EUR      72.75
UBS AG                  11.75  12/29/2015     EUR      70.30
UBS AG                   5.00   6/24/2016     EUR      50.76
UBS AG                  13.25   6/24/2016     EUR      54.47
UBS AG                   5.75   3/29/2016     EUR      44.32
UBS AG                   4.50   6/24/2016     EUR      54.81
UBS AG                  14.75  12/29/2015     EUR      51.56
UBS AG                   4.50  12/29/2015     EUR      71.88
UniCredit Bank Austr     0.44   1/22/2031     EUR      69.13
Lehman Brothers Trea     6.72  12/29/2008     EUR       3.01
Lehman Brothers Trea     7.06  12/29/2008     EUR       3.01
UBS AG                   9.50  12/22/2017     EUR      67.31
UBS AG                  11.75   6/24/2016     EUR      61.66
UBS AG                  20.50   6/24/2016     EUR      50.21
UBS AG                  12.00  12/23/2016     EUR      68.17
UBS AG                  16.75  12/23/2016     EUR      58.59
UBS AG                  11.75  12/22/2017     EUR      70.62
UBS AG                   7.00   3/29/2016     EUR      72.62
UBS AG                  17.00   6/24/2016     EUR      53.31
UBS AG                   7.75  12/22/2017     EUR      73.94
UBS AG                   7.00  12/22/2017     EUR      71.55
UBS AG                   6.75  12/23/2016     EUR      72.37
UBS AG                  10.25  12/22/2017     EUR      69.88
UBS AG                  13.00  12/23/2016     EUR      60.41
UBS AG                   8.50  12/22/2017     EUR      73.00
UBS AG                  11.75  12/22/2017     EUR      66.79
UBS AG                   8.00   3/29/2016     EUR      69.45
UBS AG                  24.25  12/29/2015     EUR      42.38
UBS AG                   9.00   6/24/2016     EUR      67.95
UBS AG                  18.75   6/24/2016     EUR      50.79
UBS AG                   7.25   6/24/2016     EUR      73.27
UBS AG                   4.00  12/23/2016     EUR      58.93
UBS AG                   4.50  12/23/2016     EUR      57.14
UBS AG                  12.50  12/23/2016     EUR      60.82
UBS AG                  10.25  12/22/2017     EUR      66.28
UBS AG                  10.25  12/23/2016     EUR      64.38
UBS AG                  10.25  12/23/2016     EUR      73.51
UBS AG                  13.00  12/22/2017     EUR      74.04
UBS AG                   7.75  12/22/2017     EUR      53.27
UBS AG                  22.50   3/29/2016     EUR      46.47
UBS AG                  10.50  12/22/2017     EUR      73.04
UBS AG                   7.75  12/23/2016     EUR      69.12
LBBW                     4.00   8/26/2016     EUR      69.50
UBS AG                  10.25   3/29/2016     EUR      67.09
UBS AG                   9.50   3/29/2016     EUR      71.46
UBS AG                   7.75   6/24/2016     EUR      37.03
UBS AG                   8.25  12/23/2016     EUR      60.60
UBS AG                  10.00   6/24/2016     EUR      68.27
UBS AG                  10.00  12/29/2015     EUR      68.50
UBS AG                  11.00  12/29/2015     EUR      63.99
Kaupthing Bank Hf        7.00   7/24/2009     ISK      17.50
LBI HF                   8.65    5/1/2011     ISK       8.50
UBS AG                  13.50   6/24/2016     EUR      68.68
UBS AG                   7.75  12/22/2017     EUR      67.70
UBS AG                  10.50  12/22/2017     EUR      67.82
UBS AG                   6.25  12/23/2016     EUR      73.01
UBS AG                   9.50  12/23/2016     EUR      57.98
UBS AG                  12.75  12/29/2015     EUR      54.97
UBS AG                  10.50  12/22/2017     EUR      62.15
UBS AG                   8.25   3/29/2016     EUR      54.23
UBS AG                  11.25   6/24/2016     EUR      57.82
UBS AG                   8.25   6/24/2016     EUR      57.47
UBS AG                   8.25   6/24/2016     EUR      63.28
Banque Cantonale Vau     4.80   3/10/2017     CHF      33.63
Immigon Portfolioabb     6.60    5/6/2023     EUR      68.00
Kaupthing Bank Hf        6.50   10/8/2010     ISK      17.50
Kaupthing Bank Hf        7.50   12/5/2014     ISK      17.50
Lehman Brothers Trea     2.30   6/27/2013     USD       3.01
Lehman Brothers Trea     2.37   7/15/2013     USD       3.01
Raiffeisen-Landesban     0.42   3/10/2033     EUR      77.55
Raiffeisen-Landesban     0.38   3/18/2033     EUR      77.09
Raiffeisen-Landesban     0.37   3/26/2033     EUR      77.17
Raiffeisen-Landesban     0.37    4/1/2033     EUR      76.95
Raiffeisen-Landesban     0.34   4/14/2033     EUR      76.51
Lehman Brothers Trea     4.87   10/8/2013     USD       3.01
Lehman Brothers Trea     1.95   11/4/2013     EUR       3.01
Lehman Brothers Trea     3.00   6/23/2009     EUR      13.75
Lehman Brothers Trea     2.30   4/28/2014     JPY       3.01
Lehman Brothers Trea     2.00   5/17/2010     EUR       3.01
UBS AG                   5.75  12/29/2015     EUR      56.60
UBS AG                   5.00  12/29/2015     EUR      60.92
UBS AG                  12.75  12/29/2015     EUR      36.36
UBS AG                  15.75  12/29/2015     EUR      58.50
UBS AG                  18.50  12/29/2015     EUR      61.18
UBS AG                  12.50  12/29/2015     EUR      71.81
UBS AG                   4.00  12/29/2015     EUR      43.78
UBS AG                  14.50  12/29/2015     EUR      64.51
UBS AG                  20.50  12/29/2015     EUR      52.67
UBS AG                  19.75  12/29/2015     EUR      58.71
UBS AG                  22.75  12/29/2015     EUR      46.00
UBS AG                  22.75  12/29/2015     EUR      54.77
UBS AG                  23.00  12/29/2015     EUR      65.09
UBS AG                  22.25  12/29/2015     EUR      56.16
UBS AG                  15.00  12/29/2015     EUR      72.96
UBS AG                  22.25  12/29/2015     EUR      39.52
UBS AG                  14.50  12/29/2015     EUR      60.65
UBS AG                  16.25  12/29/2015     EUR      56.11
UBS AG                   4.75  12/29/2015     EUR      69.34
UBS AG                  24.00  12/29/2015     EUR      54.94
UBS AG                  23.25  12/29/2015     EUR      61.00
UBS AG                   5.75  12/29/2015     EUR      63.08
UBS AG                   9.50  12/29/2015     EUR      49.76
UBS AG                  23.00  12/29/2015     EUR      46.15
LBBW                     4.00   7/22/2016     EUR      66.26
LBBW                     4.20   7/22/2016     EUR      66.49
LBBW                     4.00   7/22/2016     EUR      71.16
Housing Financing Fu     2.70    1/1/2020     ISK      69.05
Leonteq Securities A     7.28   1/29/2016     EUR      63.90
LBBW                     4.00   8/26/2016     EUR      68.93
LBBW                     3.55   6/23/2017     EUR      73.14
UBS AG                   8.50   3/29/2016     EUR      66.40
UBS AG                  10.00   3/29/2016     EUR      62.55
UBS AG                  17.50   6/24/2016     EUR      36.60
UBS AG                  22.00  12/29/2015     EUR      46.26
UBS AG                  11.75   6/24/2016     EUR      69.30
UBS AG                  21.25   3/29/2016     EUR      55.35
UBS AG                   8.75   3/29/2016     EUR      45.19
UBS AG                   5.00   6/24/2016     EUR      55.10
UBS AG                  11.25   3/29/2016     EUR      72.08
UBS AG                  14.00   3/29/2016     EUR      64.21
UBS AG                  12.25   6/24/2016     EUR      74.92
UBS AG                  24.25  12/29/2015     EUR      51.81
UBS AG                  13.00   6/24/2016     EUR      66.03
UBS AG                   8.50   6/24/2016     EUR      66.11
UBS AG                   7.25   6/24/2016     EUR      69.34
UBS AG                  16.75   6/24/2016     EUR      51.54
UBS AG                  24.50  12/29/2015     EUR      24.27
UBS AG                  23.50  12/29/2015     EUR      16.76
UBS AG                  12.50   3/29/2016     EUR      74.44
UBS AG                  18.75   3/29/2016     EUR      53.42
UBS AG                  19.50   3/29/2016     EUR      73.53
UBS AG                   7.00   6/24/2016     EUR      70.58
UBS AG                  12.75   3/29/2016     EUR      67.89
UBS AG                  21.50   3/29/2016     EUR      56.55
UBS AG                   7.00   3/29/2016     EUR      70.87
UBS AG                  10.25   6/24/2016     EUR      43.90
UBS AG                  11.75   6/24/2016     EUR      59.64
UBS AG                  16.25   6/24/2016     EUR      58.36
UBS AG                  13.25   6/24/2016     EUR      55.71
LBBW                     4.00   2/26/2016     EUR      54.77
LBBW                     4.50   2/26/2016     EUR      73.89
LBBW                     5.50   2/26/2016     EUR      69.75
UBS AG                  10.25   3/29/2016     EUR      52.65
UBS AG                   5.25  12/29/2015     EUR      71.91
UBS AG                   6.50  12/29/2015     EUR      54.87
UBS AG                   5.75   3/29/2016     EUR      63.13
UBS AG                  11.75   6/24/2016     EUR      48.94
UBS AG                   5.75  12/29/2015     EUR      60.61
UBS AG                  10.25   3/29/2016     EUR      62.52
UBS AG                   6.75   6/24/2016     EUR      59.22
UBS AG                   6.50  12/29/2015     EUR      35.37
UBS AG                  12.75  12/29/2015     EUR      60.00
UBS AG                  14.75   6/24/2016     EUR      55.07
UBS AG                   4.75   3/29/2016     EUR      74.38
Leonteq Securities A    10.58    2/3/2017     USD      41.70
UniCredit Bank AG        3.79  12/19/2016     EUR      48.26
DZ Bank AG Deutsche      5.30   3/21/2016     EUR      74.88
DZ Bank AG Deutsche      5.80   3/21/2016     EUR      73.51
DZ Bank AG Deutsche      7.25   3/21/2016     EUR      68.82
DZ Bank AG Deutsche      9.25   3/21/2016     EUR      69.28
DZ Bank AG Deutsche      5.25   3/21/2016     EUR      66.57
DZ Bank AG Deutsche      5.75   3/21/2016     EUR      66.68
DZ Bank AG Deutsche      7.00   3/21/2016     EUR      70.96
DZ Bank AG Deutsche      6.00   3/21/2016     EUR      72.19
UBS AG/London           24.50   3/29/2016     EUR      70.18
EFG International Fi    12.86  10/30/2017     EUR      51.87
EFG International Fi     6.00  11/30/2017     EUR      42.14
Raiffeisen Centroban     2.40  12/19/2016     EUR      42.05
Leonteq Securities A     6.11    1/7/2016     EUR      20.62
Leonteq Securities A     6.00    1/7/2016     EUR      23.85
Leonteq Securities A     7.00   1/22/2016     CHF      22.62
Leonteq Securities A     5.50   1/25/2016     EUR      68.86
Zurcher Kantonalbank     3.78   1/25/2016     CHF      44.61
UniCredit Bank AG        5.25   2/26/2016     EUR      74.83
Leonteq Securities A     5.25   2/26/2016     CHF      52.93
Leonteq Securities A     3.90    3/1/2016     EUR      43.50
Leonteq Securities A     3.10    3/1/2016     EUR      18.16
UniCredit Bank AG        5.00   6/16/2016     EUR      71.99
Vontobel Financial P     4.45   4/15/2016     EUR      55.20
Leonteq Securities A     4.50    4/4/2016     EUR      20.89
Zurcher Kantonalbank     4.25   4/19/2016     CHF      72.41
LBBW                     3.00   6/24/2016     EUR      59.40
Leonteq Securities A     5.00   5/23/2016     CHF      50.72
Leonteq Securities A     5.80   5/23/2016     CHF      30.91
Notenstein La Roche      6.00   5/24/2016     EUR      48.52
Kommunalbanken AS        0.50   8/15/2018     BRL      71.91
IFK Soyuz OAO           14.00   7/18/2028     RUB      60.00
Europlan PAO             9.78   9/25/2019     RUB      56.68
Lehman Brothers Trea     4.68  12/12/2045     EUR       3.01
Lehman Brothers Trea    13.00  12/14/2012     USD       3.01
Municipiul Timisoara     1.03   5/15/2026     RON      65.10
Lehman Brothers Trea     4.82  12/18/2036     EUR       3.01
Immigon Portfolioabb     1.61   7/20/2018     EUR      74.38
DZ Bank AG Deutsche     12.00   9/23/2016     EUR      65.05
DZ Bank AG Deutsche      7.00  12/23/2016     EUR      69.80
DZ Bank AG Deutsche      9.00  12/23/2016     EUR      66.02
DZ Bank AG Deutsche     12.00  12/23/2016     EUR      66.82
DZ Bank AG Deutsche      7.00   3/24/2017     EUR      70.91
DZ Bank AG Deutsche      9.00   3/24/2017     EUR      65.72
DZ Bank AG Deutsche      8.00   6/24/2016     EUR      65.63
DZ Bank AG Deutsche      8.00   6/24/2016     EUR      68.68
DZ Bank AG Deutsche      8.00  12/23/2016     EUR      72.46
DZ Bank AG Deutsche     10.00   6/24/2016     EUR      62.44
DZ Bank AG Deutsche      7.00   9/23/2016     EUR      69.85
DZ Bank AG Deutsche      9.00   9/23/2016     EUR      65.15
Commerzbank AG          30.00   3/24/2016     EUR      64.37
Commerzbank AG          21.00   8/25/2016     EUR      69.25
Commerzbank AG          17.00  11/24/2016     EUR      70.23
Commerzbank AG          10.00  11/24/2016     EUR      74.57
Commerzbank AG          13.25  11/24/2016     EUR      71.70
Commerzbank AG          17.00  11/24/2016     EUR      70.06
Lehman Brothers Trea     4.00   8/11/2010     USD      13.75
Lehman Brothers Trea     2.30    6/6/2013     USD       3.01
Lehman Brothers Trea    11.00    5/9/2020     USD       3.01
Lehman Brothers Trea     4.30    6/4/2012     USD       3.01
Lehman Brothers Trea     6.70   4/21/2011     USD       3.01
Lehman Brothers Trea     3.00   9/12/2036     JPY      13.75
Lehman Brothers Trea     5.25    7/8/2014     EUR       3.01
Immigon Portfolioabb     5.50   8/26/2025     EUR      56.00
Lehman Brothers Trea     7.50   5/30/2010     AUD       3.01
Lehman Brothers Trea     4.00    6/5/2011     USD       3.01
Lehman Brothers Trea     6.00   6/21/2011     EUR       3.01
Immigon Portfolioabb     4.78    6/7/2030     EUR      41.88
Lehman Brothers Trea     7.00   9/20/2011     USD       3.01
Lehman Brothers Trea     3.45   5/23/2013     USD       3.01
Lehman Brothers Trea    16.00  10/28/2008     USD       3.01
Lehman Brothers Trea     5.00   2/15/2018     EUR       3.01
Lehman Brothers Trea     9.00    5/6/2011     CHF       3.01
Lehman Brothers Trea    10.60   4/22/2014     MXN       3.01
Immigon Portfolioabb     0.89    3/1/2021     EUR      55.38
Lehman Brothers Trea    15.00    6/4/2009     CHF       3.01
Lehman Brothers Trea     7.60    3/4/2010     NZD       3.01
Lehman Brothers Trea     2.00   6/28/2011     EUR       3.01
Lehman Brothers Trea    11.00    7/4/2011     USD       3.01
Lehman Brothers Trea    11.00    7/4/2011     CHF       3.01
Lehman Brothers Trea    13.43    1/8/2009     ILS       3.01
Lehman Brothers Trea     0.50    7/2/2020     EUR       3.01
Lehman Brothers Trea     7.75    1/3/2012     AUD       3.01
Lehman Brothers Trea     3.10    6/4/2010     USD       3.01
Lehman Brothers Trea     2.50   8/15/2012     CHF       3.01
Lehman Brothers Trea     5.00  11/22/2012     EUR       3.01
Lehman Brothers Trea     0.50    8/1/2020     EUR       3.76
Lehman Brothers Trea     6.00    8/7/2013     EUR       3.01
Lehman Brothers Trea     6.25    9/5/2011     EUR       3.01
DZ Bank AG Deutsche      7.60   6/22/2016     EUR      73.99
DZ Bank AG Deutsche      8.75   6/24/2016     EUR      71.63
DZ Bank AG Deutsche      8.25   6/24/2016     EUR      53.04
DZ Bank AG Deutsche      5.00   6/24/2016     EUR      69.63
DZ Bank AG Deutsche      5.50   3/21/2016     EUR      72.39
DZ Bank AG Deutsche      4.80   6/20/2016     EUR      74.77
DZ Bank AG Deutsche      5.40   9/19/2016     EUR      73.21
Vontobel Financial P     5.50   7/22/2016     EUR      65.37
Vontobel Financial P    18.20   9/23/2016     EUR      62.76
Commerzbank AG           8.50   3/24/2016     EUR      74.19
Commerzbank AG           5.50   3/24/2016     EUR      67.60
Commerzbank AG           8.50   3/24/2016     EUR      64.16
Commerzbank AG           4.50   4/21/2016     EUR      69.28
Commerzbank AG           7.00   4/21/2016     EUR      65.84
Commerzbank AG           7.75   5/26/2016     EUR      65.77
Commerzbank AG          10.50   5/26/2016     EUR      63.15
Commerzbank AG           5.50   3/24/2016     EUR      71.62
Commerzbank AG           8.75   3/24/2016     EUR      68.06
Commerzbank AG           4.50   4/21/2016     EUR      73.36
Commerzbank AG           7.00   4/21/2016     EUR      69.71
Commerzbank AG           6.25   5/26/2016     EUR      72.12
Commerzbank AG           9.75   5/26/2016     EUR      68.57
Commerzbank AG           9.00   3/24/2016     EUR      71.89
Commerzbank AG           7.50   4/21/2016     EUR      73.74
Commerzbank AG          10.50   5/26/2016     EUR      71.69
UBS AG                   6.88   6/15/2016     EUR      66.15
LBBW                     3.30  11/25/2016     EUR      70.18
Bank Julius Baer & C    10.30   6/16/2016     CHF      63.80
Bank Julius Baer & C     6.00   6/27/2016     EUR      64.65
Commerzbank AG          13.50   5/26/2016     EUR      74.44
Commerzbank AG           7.50   1/21/2016     EUR      65.46
Commerzbank AG          12.00   1/21/2016     EUR      60.84
Commerzbank AG           8.00   2/25/2016     EUR      65.64
Commerzbank AG          12.00   2/25/2016     EUR      61.43
Commerzbank AG           8.25   3/24/2016     EUR      65.89
Commerzbank AG           9.50   3/24/2016     EUR      64.19
Commerzbank AG          11.25   3/24/2016     EUR      62.44
Commerzbank AG           7.50   4/21/2016     EUR      66.88
Commerzbank AG           8.75   4/21/2016     EUR      65.30
Commerzbank AG          10.00   4/21/2016     EUR      63.79
Commerzbank AG           9.75   5/26/2016     EUR      63.75
Commerzbank AG          11.25   5/26/2016     EUR      62.56
Commerzbank AG          12.50   5/26/2016     EUR      61.35
Vontobel Financial P     5.95   9/23/2016     EUR      74.91
Vontobel Financial P     6.70   6/24/2016     EUR      74.02
Vontobel Financial P    11.15   3/29/2016     EUR      74.77
Credit Suisse AG/Nas     7.00   6/27/2016     EUR      66.14
Commerzbank AG           7.25   4/21/2016     EUR      73.93
Commerzbank AG           9.25   4/21/2016     EUR      71.68
Commerzbank AG           8.00   5/26/2016     EUR      73.42
Commerzbank AG           9.75   5/26/2016     EUR      71.39
UBS AG/London            7.00   6/17/2016     EUR      62.31
UBS AG/London            8.00   6/17/2016     CHF      74.80
Notenstein La Roche      6.50   6/26/2017     EUR      70.49
LBBW                     3.00   6/24/2016     EUR      54.17
LBBW                     4.50   6/24/2016     EUR      51.96
LBBW                     4.00   6/24/2016     EUR      73.11
LBBW                     5.00   6/24/2016     EUR      71.46
LBBW                     6.00   6/24/2016     EUR      70.06
LBBW                     2.50   6/24/2016     EUR      71.56
LBBW                     3.50   6/24/2016     EUR      69.16
LBBW                     4.50   6/24/2016     EUR      67.59
Bank Julius Baer & C     9.80   6/27/2016     USD      73.40
Bank Julius Baer & C     9.90   6/27/2016     USD      68.00
BNP Paribas Emission    12.00   6/23/2016     EUR      70.27
BNP Paribas Emission     8.00   9/22/2016     EUR      72.91
BNP Paribas Emission     8.00  12/22/2016     EUR      74.67
BNP Paribas Emission     9.00  12/22/2016     EUR      72.97
BNP Paribas Emission     8.50   9/22/2016     EUR      68.30
BNP Paribas Emission     9.00   9/22/2016     EUR      66.72
BNP Paribas Emission    11.00   9/22/2016     EUR      66.33
BNP Paribas Emission    12.00   9/22/2016     EUR      64.48
BNP Paribas Emission     5.50  12/22/2016     EUR      73.16
BNP Paribas Emission     6.00  12/22/2016     EUR      70.48
BNP Paribas Emission     7.50  12/22/2016     EUR      68.98
BNP Paribas Emission     9.50  12/22/2016     EUR      67.28
BNP Paribas Emission     4.00   3/24/2016     EUR      74.68
BNP Paribas Emission     5.50   3/24/2016     EUR      72.27
BNP Paribas Emission     8.00   3/24/2016     EUR      69.05
BNP Paribas Emission     9.50   3/24/2016     EUR      65.95
BNP Paribas Emission    12.00   3/24/2016     EUR      64.41
BNP Paribas Emission    13.00   3/24/2016     EUR      62.66
BNP Paribas Emission     5.00   6/23/2016     EUR      74.35
BNP Paribas Emission     5.50   6/23/2016     EUR      72.04
BNP Paribas Emission     7.00   6/23/2016     EUR      69.19
BNP Paribas Emission     9.50   6/23/2016     EUR      67.11
BNP Paribas Emission    14.00   6/23/2016     EUR      62.66
BNP Paribas Emission    13.00   3/24/2016     EUR      74.76
BNP Paribas Emission     5.00   9/22/2016     EUR      74.58
BNP Paribas Emission     5.50   9/22/2016     EUR      72.58
BNP Paribas Emission     7.00   9/22/2016     EUR      70.32
BNP Paribas Emission    12.00   3/24/2016     EUR      65.80
BNP Paribas Emission    16.00   3/24/2016     EUR      63.24
BNP Paribas Emission     8.00   6/23/2016     EUR      68.64
BNP Paribas Emission     9.00   6/23/2016     EUR      65.37
BNP Paribas Emission    13.00   6/23/2016     EUR      63.94
BNP Paribas Emission     5.00  12/22/2016     EUR      72.49
BNP Paribas Emission     6.00  12/22/2016     EUR      69.67
BNP Paribas Emission    10.00  12/22/2016     EUR      66.90
BNP Paribas Emission     4.50   3/24/2016     EUR      70.90
BNP Paribas Emission     6.00   3/24/2016     EUR      67.53
BNP Paribas Emission     8.50   3/24/2016     EUR      64.71
BNP Paribas Emission     5.50   6/23/2016     EUR      69.98
BNP Paribas Emission     7.00   6/23/2016     EUR      67.32
BNP Paribas Emission     8.50   6/23/2016     EUR      64.91
BNP Paribas Emission    13.00   6/23/2016     EUR      61.51
BNP Paribas Emission     6.00   9/22/2016     EUR      67.75
BNP Paribas Emission     7.50   9/22/2016     EUR      65.87
BNP Paribas Emission    11.00   9/22/2016     EUR      63.09
BNP Paribas Emission     6.00  12/22/2016     EUR      68.44
BNP Paribas Emission     7.50  12/22/2016     EUR      67.08
BNP Paribas Emission    16.00   3/24/2016     EUR      69.53
BNP Paribas Emission    14.00   6/23/2016     EUR      71.68
BNP Paribas Emission    12.00   9/22/2016     EUR      73.21
BNP Paribas Emission     7.00   6/23/2016     EUR      69.66
BNP Paribas Emission     5.50  12/22/2016     EUR      72.41
BNP Paribas Emission     6.00  12/22/2016     EUR      71.44
BNP Paribas Emission     4.00   3/24/2016     EUR      52.79
BNP Paribas Emission     9.00   3/24/2016     EUR      48.24
BNP Paribas Emission    13.00   3/24/2016     EUR      44.58
BNP Paribas Emission     6.00   6/23/2016     EUR      54.61
BNP Paribas Emission     9.00   6/23/2016     EUR      50.48
BNP Paribas Emission    13.00   6/23/2016     EUR      47.87
BNP Paribas Emission     7.00   9/22/2016     EUR      50.91
BNP Paribas Emission     7.00  12/22/2016     EUR      52.35
BNP Paribas Emission    10.00   3/24/2016     EUR      70.40
BNP Paribas Emission    18.00   3/24/2016     EUR      63.05
BNP Paribas Emission    10.00   6/23/2016     EUR      70.11
BNP Paribas Emission    10.00   9/22/2016     EUR      70.57
BNP Paribas Emission    15.00   9/22/2016     EUR      66.57
BNP Paribas Emission    10.00  12/22/2016     EUR      72.28
BNP Paribas Emission    10.00  12/22/2016     EUR      51.04
BNP Paribas Emission    15.00   3/24/2016     EUR      69.23
BNP Paribas Emission    12.00   6/23/2016     EUR      70.98
BNP Paribas Emission    19.00   3/24/2016     EUR      73.01
BNP Paribas Emission     9.00   3/24/2016     EUR      73.93
BNP Paribas Emission    15.00   3/24/2016     EUR      66.84
BNP Paribas Emission     9.00   6/23/2016     EUR      74.87
BNP Paribas Emission    10.00   6/23/2016     EUR      71.38
BNP Paribas Emission    12.00   6/23/2016     EUR      68.64
BNP Paribas Emission    10.00   9/22/2016     EUR      72.54
BNP Paribas Emission    12.00   9/22/2016     EUR      70.58
BNP Paribas Emission    13.00   9/22/2016     EUR      69.16
BNP Paribas Emission    15.00   9/22/2016     EUR      68.58
BNP Paribas Emission    10.00  12/22/2016     EUR      73.81
BNP Paribas Emission    15.00   3/24/2016     EUR      69.06
BNP Paribas Emission    10.00   6/23/2016     EUR      73.41
BNP Paribas Emission    13.00   9/22/2016     EUR      72.02
BNP Paribas Emission    10.00   9/22/2016     EUR      72.82
BNP Paribas Emission    11.00   9/22/2016     EUR      71.28
BNP Paribas Emission     9.00  12/22/2016     EUR      73.83
BNP Paribas Emission     9.50   3/24/2016     EUR      73.75
BNP Paribas Emission    16.00   3/24/2016     EUR      67.70
BNP Paribas Emission     8.00   6/23/2016     EUR      74.84
BNP Paribas Emission     9.50   6/23/2016     EUR      72.92
BNP Paribas Emission    13.00   6/23/2016     EUR      69.72
BNP Paribas Emission     8.50   9/22/2016     EUR      74.12
BNP Paribas Emission    10.00   6/23/2016     EUR      74.98
Vontobel Financial P     9.25   3/29/2016     EUR      47.86
Vontobel Financial P     8.85   6/24/2016     EUR      49.78
Vontobel Financial P     8.50   7/22/2016     EUR      67.17
Leonteq Securities A    18.00   9/19/2016     CHF      53.58
Credit Suisse AG/Nas     8.25    7/1/2016     EUR      64.33
Vontobel Financial P     7.30   6/24/2016     EUR      67.36
Vontobel Financial P     6.55   3/29/2016     EUR      67.74
DZ Bank AG Deutsche     16.00  12/28/2015     EUR      63.10
DZ Bank AG Deutsche      5.75   3/29/2016     EUR      71.89
DZ Bank AG Deutsche      6.00   6/24/2016     EUR      72.35
DZ Bank AG Deutsche      5.25   9/23/2016     EUR      72.71
Vontobel Financial P     7.55   9/23/2016     EUR      69.96
Vontobel Financial P     8.80   6/24/2016     EUR      68.87
Vontobel Financial P     9.20   3/29/2016     EUR      67.85
Vontobel Financial P     6.50   9/23/2016     EUR      68.11
Credit Suisse AG/Lon     7.00    1/6/2016     USD      65.01
Deutsche Bank AG         6.50   9/20/2016     EUR      72.27
Deutsche Bank AG         6.50   6/21/2016     EUR      71.09
Deutsche Bank AG         6.50  12/20/2016     EUR      73.34
Deutsche Bank AG         6.50   3/22/2016     EUR      72.99
Deutsche Bank AG         4.50  12/20/2016     EUR      71.35
Deutsche Bank AG         6.50   3/22/2016     EUR      65.08
Deutsche Bank AG         4.50   3/22/2016     EUR      72.49
Deutsche Bank AG         4.50   6/21/2016     EUR      70.10
Deutsche Bank AG         4.50   9/20/2016     EUR      70.78
Deutsche Bank AG         4.50   3/22/2016     EUR      64.58
Deutsche Bank AG         4.50   9/20/2016     EUR      65.49
Deutsche Bank AG         4.50  12/20/2016     EUR      66.28
Deutsche Bank AG         4.50   6/21/2016     EUR      64.71
DZ Bank AG Deutsche      5.90   3/21/2016     EUR      68.52
DZ Bank AG Deutsche      7.50   3/21/2016     EUR      66.79
DZ Bank AG Deutsche      5.10   6/20/2016     EUR      69.20
DZ Bank AG Deutsche      6.40   6/20/2016     EUR      67.83
DZ Bank AG Deutsche      7.80   6/20/2016     EUR      66.58
DZ Bank AG Deutsche      5.00   9/19/2016     EUR      69.47
DZ Bank AG Deutsche      5.40   9/19/2016     EUR      67.90
DZ Bank AG Deutsche      6.60   9/19/2016     EUR      66.97
DZ Bank AG Deutsche      5.90   3/21/2016     EUR      72.48
Deutsche Bank AG         8.50   6/21/2016     EUR      72.08
Deutsche Bank AG         8.50   3/22/2016     EUR      64.51
Deutsche Bank AG         8.50   6/21/2016     EUR      64.21
Deutsche Bank AG         8.50   9/20/2016     EUR      65.77
Deutsche Bank AG         8.50  12/20/2016     EUR      67.35
Deutsche Bank AG         8.50   3/22/2016     EUR      65.58
Deutsche Bank AG         8.50   6/21/2016     EUR      66.70
Deutsche Bank AG         8.50   9/20/2016     EUR      68.47
Deutsche Bank AG         8.50  12/20/2016     EUR      70.26
Landesbank Hessen-Th     5.00  10/24/2016     EUR      69.60
Vontobel Financial P     5.30   6/24/2016     EUR      72.99
Vontobel Financial P     5.85   3/29/2016     EUR      66.85
Leonteq Securities A    10.60    7/6/2016     CHF      41.04
LBBW                     4.70   7/22/2016     EUR      62.41
Vontobel Financial P     3.60   6/24/2016     EUR      73.92
UBS AG                   5.00   6/24/2016     EUR      66.02
Goldman Sachs & Co W    15.00   4/20/2016     EUR      74.62
Goldman Sachs & Co W     4.00   1/20/2016     EUR      74.71
Goldman Sachs & Co W     6.00   1/20/2016     EUR      70.45
Goldman Sachs & Co W     9.00   1/20/2016     EUR      66.74
Goldman Sachs & Co W    12.00   1/20/2016     EUR      63.44
Goldman Sachs & Co W    16.00   1/20/2016     EUR      60.54
Goldman Sachs & Co W     4.00   2/24/2016     EUR      74.96
Goldman Sachs & Co W     8.00   2/24/2016     EUR      67.61
Goldman Sachs & Co W    15.00   2/24/2016     EUR      61.98
Goldman Sachs & Co W    18.00   2/24/2016     EUR      59.62
Goldman Sachs & Co W    22.00   2/24/2016     EUR      57.66
Goldman Sachs & Co W     4.00   3/23/2016     EUR      74.87
Goldman Sachs & Co W     6.00   3/23/2016     EUR      71.30
Goldman Sachs & Co W    20.00   3/23/2016     EUR      58.92
Goldman Sachs & Co W    24.00   3/23/2016     EUR      57.50
Goldman Sachs & Co W     4.00   4/20/2016     EUR      74.81
Goldman Sachs & Co W     6.00   4/20/2016     EUR      71.52
Goldman Sachs & Co W    10.00   4/20/2016     EUR      65.74
Goldman Sachs & Co W    13.00   4/20/2016     EUR      63.62
Goldman Sachs & Co W    19.00   4/20/2016     EUR      60.13
Goldman Sachs & Co W    22.00   4/20/2016     EUR      58.72
Goldman Sachs & Co W     5.00   5/25/2016     EUR      73.27
Goldman Sachs & Co W     7.00   5/25/2016     EUR      70.44
Goldman Sachs & Co W     9.00   5/25/2016     EUR      67.63
Goldman Sachs & Co W    20.00   5/25/2016     EUR      60.78
Goldman Sachs & Co W    23.00   5/25/2016     EUR      59.74
Goldman Sachs & Co W     9.00   6/22/2016     EUR      68.08
Goldman Sachs & Co W    13.00   6/22/2016     EUR      63.97
Goldman Sachs & Co W    18.00   6/22/2016     EUR      61.27
Goldman Sachs & Co W    21.00   6/22/2016     EUR      60.46
Goldman Sachs & Co W    15.00   7/20/2016     EUR      63.37
Goldman Sachs & Co W    20.00   7/20/2016     EUR      61.50
Goldman Sachs & Co W     5.00   9/21/2016     EUR      73.52
Goldman Sachs & Co W     6.00   9/21/2016     EUR      70.87
Goldman Sachs & Co W    10.00   9/21/2016     EUR      67.49
Goldman Sachs & Co W    15.00   9/21/2016     EUR      63.44
Goldman Sachs & Co W    17.00   9/21/2016     EUR      62.70
Goldman Sachs & Co W    15.00  12/21/2016     EUR      64.89
Goldman Sachs & Co W     5.00   3/22/2017     EUR      74.46
Goldman Sachs & Co W     6.00   3/22/2017     EUR      72.48
Goldman Sachs & Co W     7.00   3/22/2017     EUR      70.80
Goldman Sachs & Co W     8.00   3/22/2017     EUR      69.29
Goldman Sachs & Co W     9.00   3/22/2017     EUR      67.95
Goldman Sachs & Co W    13.00   3/22/2017     EUR      66.12
Goldman Sachs & Co W     5.00   6/21/2017     EUR      73.71
Goldman Sachs & Co W     6.00   6/21/2017     EUR      72.23
Goldman Sachs & Co W     7.00   6/21/2017     EUR      70.91
Goldman Sachs & Co W     8.00   6/21/2017     EUR      69.76
Goldman Sachs & Co W    10.00   6/21/2017     EUR      70.24
Goldman Sachs & Co W    13.00   6/21/2017     EUR      68.28
Goldman Sachs & Co W     9.00   4/20/2016     EUR      70.25
Goldman Sachs & Co W    20.00   4/20/2016     EUR      62.40
Goldman Sachs & Co W     7.00   3/22/2017     EUR      73.77
Goldman Sachs & Co W     3.00   1/20/2016     EUR      62.94
Goldman Sachs & Co W    10.00   1/20/2016     EUR      63.38
Goldman Sachs & Co W    12.00   1/20/2016     EUR      63.51
Goldman Sachs & Co W    12.00   1/20/2016     EUR      63.51
Goldman Sachs & Co W     3.00   2/24/2016     EUR      63.23
Goldman Sachs & Co W    10.00   2/24/2016     EUR      64.34
Goldman Sachs & Co W    11.00   2/24/2016     EUR      64.50
Goldman Sachs & Co W    11.00   2/24/2016     EUR      64.50
Goldman Sachs & Co W     3.00   3/23/2016     EUR      63.38
Goldman Sachs & Co W    10.00   3/23/2016     EUR      65.02
Goldman Sachs & Co W    11.00   3/23/2016     EUR      65.26
Goldman Sachs & Co W     4.00   4/20/2016     EUR      63.78
Goldman Sachs & Co W     5.00   4/20/2016     EUR      64.09
Goldman Sachs & Co W     7.00   4/20/2016     EUR      64.71
Goldman Sachs & Co W    10.00   4/20/2016     EUR      65.65
Goldman Sachs & Co W    10.00   4/20/2016     EUR      65.65
Goldman Sachs & Co W     4.00   5/25/2016     EUR      62.23
Goldman Sachs & Co W     6.00   5/25/2016     EUR      63.04
Goldman Sachs & Co W     7.00   5/25/2016     EUR      63.45
Goldman Sachs & Co W    10.00   5/25/2016     EUR      64.67
Goldman Sachs & Co W    11.00   5/25/2016     EUR      65.08
Goldman Sachs & Co W    11.00   5/25/2016     EUR      65.08
Goldman Sachs & Co W     5.00   6/22/2016     EUR      62.87
Goldman Sachs & Co W     8.00   6/22/2016     EUR      64.32
Goldman Sachs & Co W    10.00   6/22/2016     EUR      65.29
Goldman Sachs & Co W    11.00   6/22/2016     EUR      65.77
Goldman Sachs & Co W    11.00   6/22/2016     EUR      65.77
Goldman Sachs & Co W    10.00   7/20/2016     EUR      65.86
Goldman Sachs & Co W    10.00   7/20/2016     EUR      65.86
Goldman Sachs & Co W    10.00   7/20/2016     EUR      65.86
Goldman Sachs & Co W     5.00   9/21/2016     EUR      63.49
Goldman Sachs & Co W     6.00   9/21/2016     EUR      64.22
Goldman Sachs & Co W     7.00   9/21/2016     EUR      64.95
Goldman Sachs & Co W    10.00   9/21/2016     EUR      67.14
Goldman Sachs & Co W    10.00   9/21/2016     EUR      67.14
Goldman Sachs & Co W     6.00  12/21/2016     EUR      65.08
Goldman Sachs & Co W     8.00  12/21/2016     EUR      67.04
Goldman Sachs & Co W     9.00  12/21/2016     EUR      68.01
Goldman Sachs & Co W     9.00  12/21/2016     EUR      68.01
Goldman Sachs & Co W     5.00   3/22/2017     EUR      64.77
Goldman Sachs & Co W     6.00   3/22/2017     EUR      66.00
Goldman Sachs & Co W     7.00   3/22/2017     EUR      67.22
Goldman Sachs & Co W     8.00   3/22/2017     EUR      68.45
Goldman Sachs & Co W     8.00   3/22/2017     EUR      68.45
Goldman Sachs & Co W     8.00   3/22/2017     EUR      68.45
Goldman Sachs & Co W     6.00   6/21/2017     EUR      65.73
Goldman Sachs & Co W     7.00   6/21/2017     EUR      67.20
Goldman Sachs & Co W     7.00   6/21/2017     EUR      67.20
Goldman Sachs & Co W     8.00   6/21/2017     EUR      68.67
Goldman Sachs & Co W     8.00   6/21/2017     EUR      68.67
Goldman Sachs & Co W     8.00   6/21/2017     EUR      68.67
Goldman Sachs & Co W     3.00   2/24/2016     EUR      64.52
Goldman Sachs & Co W     3.00   3/23/2016     EUR      64.67
Goldman Sachs & Co W    12.00   3/23/2016     EUR      66.79
Goldman Sachs & Co W    12.00   3/23/2016     EUR      66.79
Goldman Sachs & Co W     3.00   4/20/2016     EUR      64.81
Goldman Sachs & Co W     8.00   4/20/2016     EUR      66.37
Goldman Sachs & Co W    10.00   4/20/2016     EUR      66.99
Goldman Sachs & Co W    11.00   4/20/2016     EUR      67.30
Goldman Sachs & Co W    11.00   4/20/2016     EUR      67.30
Goldman Sachs & Co W    11.00   4/20/2016     EUR      67.30
Goldman Sachs & Co W     4.00   5/25/2016     EUR      64.76
Goldman Sachs & Co W     7.00   5/25/2016     EUR      65.98
Goldman Sachs & Co W    10.00   5/25/2016     EUR      67.20
Goldman Sachs & Co W     4.00   6/22/2016     EUR      64.88
Goldman Sachs & Co W     4.00   7/20/2016     EUR      65.09
Goldman Sachs & Co W     8.00   7/20/2016     EUR      67.33
Goldman Sachs & Co W    10.00   7/20/2016     EUR      68.45
Goldman Sachs & Co W    10.00   7/20/2016     EUR      68.45
Goldman Sachs & Co W    11.00   7/20/2016     EUR      69.01
Goldman Sachs & Co W    11.00   7/20/2016     EUR      69.01
Goldman Sachs & Co W     4.00   9/21/2016     EUR      65.56
Goldman Sachs & Co W     7.00   9/21/2016     EUR      67.75
Goldman Sachs & Co W     8.00   9/21/2016     EUR      68.48
Goldman Sachs & Co W    10.00   9/21/2016     EUR      69.94
Goldman Sachs & Co W    10.00   9/21/2016     EUR      69.94
Goldman Sachs & Co W    10.00   9/21/2016     EUR      69.94
Goldman Sachs & Co W     4.00  12/21/2016     EUR      66.09
Goldman Sachs & Co W     7.00  12/21/2016     EUR      69.02
Goldman Sachs & Co W     8.00  12/21/2016     EUR      70.00
Goldman Sachs & Co W     8.00  12/21/2016     EUR      70.00
Goldman Sachs & Co W     9.00  12/21/2016     EUR      70.98
Goldman Sachs & Co W     9.00  12/21/2016     EUR      70.98
Goldman Sachs & Co W     9.00  12/21/2016     EUR      70.98
Goldman Sachs & Co W     5.00   3/22/2017     EUR      67.96
Goldman Sachs & Co W     7.00   3/22/2017     EUR      70.41
Goldman Sachs & Co W     7.00   3/22/2017     EUR      70.41
Goldman Sachs & Co W     8.00   3/22/2017     EUR      71.63
Goldman Sachs & Co W     8.00   3/22/2017     EUR      71.63
Goldman Sachs & Co W     8.00   3/22/2017     EUR      71.63
Goldman Sachs & Co W     8.00   3/22/2017     EUR      71.63
Goldman Sachs & Co W     5.00   6/21/2017     EUR      68.04
Goldman Sachs & Co W     7.00   6/21/2017     EUR      70.98
Goldman Sachs & Co W     7.00   6/21/2017     EUR      70.98
Goldman Sachs & Co W     8.00   6/21/2017     EUR      72.45
Goldman Sachs & Co W     8.00   6/21/2017     EUR      72.45
Goldman Sachs & Co W     8.00   6/21/2017     EUR      72.45
Goldman Sachs & Co W     8.00   6/21/2017     EUR      72.45
UBS AG/London            7.00   6/26/2017     EUR      70.68
Bank Julius Baer & C     8.20    7/5/2016     USD      71.50
Vontobel Financial P     7.55   7/22/2016     EUR      66.19
Vontobel Financial P     7.55   7/22/2016     EUR      66.62
Deutsche Bank AG         6.50   3/22/2016     EUR      64.00
Deutsche Bank AG         6.50  12/20/2016     EUR      70.60
Deutsche Bank AG         4.50   6/21/2016     EUR      61.80
Deutsche Bank AG         6.50   9/20/2016     EUR      63.90
Deutsche Bank AG         4.50   9/20/2016     EUR      62.40
Deutsche Bank AG         6.50  12/20/2016     EUR      65.00
DZ Bank AG Deutsche      6.00   8/26/2016     EUR      64.28
DZ Bank AG Deutsche      5.50   8/26/2016     EUR      72.40
DZ Bank AG Deutsche      5.25  12/23/2016     EUR      72.12
DZ Bank AG Deutsche      5.75  12/23/2016     EUR      62.46
Commerzbank AG           7.75   6/23/2016     EUR      74.44
Commerzbank AG          15.50   6/23/2016     EUR      65.64
Commerzbank AG           9.75   6/23/2016     EUR      67.07
Commerzbank AG          14.25   7/21/2016     EUR      64.60
Commerzbank AG          12.25   7/21/2016     EUR      72.83
DekaBank Deutsche Gi     3.20    7/1/2016     EUR      72.16
Commerzbank AG           6.00   7/21/2016     EUR      68.01
Commerzbank AG           7.50   7/21/2016     EUR      66.40
Commerzbank AG           9.25   7/21/2016     EUR      65.10
Commerzbank AG           7.75   7/21/2016     EUR      73.58
Commerzbank AG           8.25   7/21/2016     EUR      74.72
Commerzbank AG          11.50   1/21/2016     EUR      74.58
Commerzbank AG           5.00   7/21/2016     EUR      61.10
Commerzbank AG           8.75   7/21/2016     EUR      57.62
Commerzbank AG           8.75   7/21/2016     EUR      68.28
Commerzbank AG           6.50   7/21/2016     EUR      74.88
Commerzbank AG           7.00   6/23/2016     EUR      74.41
Commerzbank AG          10.75   6/23/2016     EUR      70.74
Vontobel Financial P     5.00  12/16/2016     EUR      72.29
Goldman Sachs & Co W     5.00   8/24/2016     EUR      68.91
Goldman Sachs & Co W    10.00   8/24/2016     EUR      72.19
Goldman Sachs & Co W     5.00   9/21/2016     EUR      69.16
Vontobel Financial P    11.90  12/28/2015     EUR      59.58
Vontobel Financial P     9.45   6/24/2016     EUR      65.26
Vontobel Financial P    12.25  12/28/2015     EUR      67.17
Vontobel Financial P    12.25  12/28/2015     EUR      67.23
Commerzbank AG           7.50   2/25/2016     EUR      74.97
Commerzbank AG           7.50   7/21/2016     EUR      72.93
Commerzbank AG          17.00   1/21/2016     EUR      59.48
LBBW                     5.50   8/26/2016     EUR      74.33
LBBW                     3.00   8/26/2016     EUR      61.61
LBBW                     2.50   8/26/2016     EUR      70.55
LBBW                     4.50   8/26/2016     EUR      67.21
LBBW                     2.50   8/26/2016     EUR      72.62
LBBW                     2.50   8/25/2017     EUR      70.73
LBBW                     4.50   8/25/2017     EUR      67.41
LBBW                     3.00   8/25/2017     EUR      63.07
LBBW                     3.00   8/25/2017     EUR      72.24
Vontobel Financial P     4.15  12/23/2016     EUR      69.31
Leonteq Securities A    15.00   11/7/2016     CHF      43.85
Notenstein La Roche      4.00   1/31/2017     EUR      70.55
Credit Suisse AG/Nas     8.00   1/29/2016     CHF      24.03
Notenstein La Roche      4.70   7/21/2016     EUR      70.45
Credit Suisse AG/Nas     6.00   1/29/2016     CHF      58.22
Leonteq Securities A    10.00   1/22/2016     USD      21.80
Leonteq Securities A     8.04   7/25/2016     CHF      55.72
Leonteq Securities A     8.08   7/25/2016     EUR      56.23
Vontobel Financial P     9.30   6/24/2016     EUR      72.70
HSBC Trinkaus & Burk     5.65   2/22/2016     EUR      42.32
Credit Suisse AG/Nas     7.13    2/5/2016     CHF      69.26
Vontobel Financial P     4.65  12/28/2015     EUR      64.03
Credit Suisse AG/Nas     8.00    2/8/2016     USD      49.93
UBS AG/London            7.20   1/20/2016     EUR      65.24
HSBC Trinkaus & Burk     6.00  12/28/2015     EUR      59.73
HSBC Trinkaus & Burk     6.50  12/28/2015     EUR      36.57
Notenstein La Roche      4.00    2/1/2016     EUR      39.20
Vontobel Financial P     4.05  12/28/2015     EUR      57.84
Credit Suisse AG/Nas     7.50   2/15/2016     EUR      60.11
Leonteq Securities A     8.00    8/5/2016     USD      67.89
Leonteq Securities A     8.00   8/15/2016     CHF      49.31
UBS AG/London            4.25  12/23/2016     EUR      72.07
UBS AG/London           19.50  12/29/2015     EUR      63.30
UBS AG/London            5.75   3/29/2016     EUR      61.06
UBS AG/London           24.75  12/29/2015     EUR      73.98
UBS AG/London           15.75   6/24/2016     EUR      73.49
UBS AG/London           22.00  12/29/2015     EUR      60.00
UBS AG/London            4.50   6/24/2016     EUR      70.39
UBS AG/London            8.00  12/29/2015     EUR      59.77
UBS AG/London           10.75   6/24/2016     EUR      42.97
UBS AG/London           12.50  12/29/2015     EUR      59.36
UBS AG/London           17.25   3/29/2016     EUR      71.31
UBS AG/London           23.00   3/29/2016     EUR      63.07
UBS AG/London           20.75   3/29/2016     EUR      62.93
UBS AG/London           24.25  12/29/2015     EUR      46.54
UBS AG/London           14.00  12/23/2016     EUR      50.24
UBS AG/London            7.50   6/24/2016     EUR      62.90
UBS AG/London           13.25   6/24/2016     EUR      49.63
UBS AG/London            6.00   6/24/2016     EUR      66.37
UBS AG/London            4.00  12/22/2017     EUR      71.18
UBS AG/London           13.75   3/29/2016     EUR      73.57
UBS AG/London           24.50   3/29/2016     EUR      73.50
UBS AG/London            6.75  12/23/2016     EUR      66.07
UBS AG/London           20.75   6/24/2016     EUR      65.59
UBS AG/London           24.50   6/24/2016     EUR      72.59
UBS AG/London           15.25   6/24/2016     EUR      73.21
UBS AG/London           24.25  12/29/2015     EUR      57.03
UBS AG/London           10.75  12/29/2015     EUR      38.80
UBS AG/London            5.00  12/22/2017     EUR      69.33
UBS AG/London            6.50  12/29/2015     EUR      33.67
UBS AG/London           18.25  12/29/2015     EUR      70.66
UBS AG/London            9.00  12/29/2015     EUR      49.61
UBS AG/London           23.25   6/24/2016     EUR      62.81
UBS AG/London           11.00  12/29/2015     EUR      56.38
UBS AG/London           15.75  12/29/2015     EUR      69.04
UBS AG/London           15.75   6/24/2016     EUR      72.00
HSBC Trinkaus & Burk     7.00  12/28/2015     EUR      37.79
UBS AG/London           24.50   3/29/2016     EUR      43.64
UBS AG/London           15.25   3/29/2016     EUR      74.60
UBS AG/London            6.75  12/29/2015     EUR      60.10
UBS AG/London           24.25  12/29/2015     EUR      67.42
UBS AG/London           19.00   6/24/2016     EUR      73.92
UBS AG/London            6.50   6/24/2016     EUR      61.69
UBS AG/London           22.25   6/24/2016     EUR      34.62
UBS AG/London           22.50   6/24/2016     EUR      57.58
UBS AG/London           23.00  12/29/2015     EUR      62.64
UBS AG/London           15.50  12/29/2015     EUR      67.47
UBS AG/London            5.25   6/24/2016     EUR      64.44
UBS AG/London            4.25   3/29/2016     EUR      68.18
UBS AG/London           23.50   6/24/2016     EUR      67.97
UBS AG/London           23.00  12/29/2015     EUR      56.92
UBS AG/London            7.75  12/22/2017     EUR      49.00
UBS AG/London           19.25   6/24/2016     EUR      61.20
UBS AG/London           23.50  12/29/2015     EUR      70.39
UBS AG/London           22.50  12/29/2015     EUR      73.00
UBS AG/London           24.50  12/29/2015     EUR      55.22
UBS AG/London           18.50  12/29/2015     EUR      29.47
UBS AG/London            5.75   6/24/2016     EUR      45.86
UBS AG/London           10.00   3/29/2016     EUR      56.36
Credit Suisse AG/Lon     7.00   2/22/2016     EUR      72.07
Vontobel Financial P     5.75  12/28/2015     EUR      35.14
DZ Bank AG Deutsche      8.00  12/28/2015     EUR      38.42
Vontobel Financial P     5.35  12/28/2015     EUR      67.72
Vontobel Financial P     8.05  12/28/2015     EUR      67.66
Leonteq Securities A     5.00   8/22/2016     CHF      63.12
Vontobel Financial P     4.95  12/28/2015     EUR      45.21
Vontobel Financial P     4.90  12/28/2015     EUR      71.58
Commerzbank AG           5.00   6/23/2016     EUR      73.44
Commerzbank AG           5.75   6/23/2016     EUR      72.08
Commerzbank AG           6.25   6/23/2016     EUR      70.61
Commerzbank AG           6.75   6/23/2016     EUR      69.19
Commerzbank AG           7.50   6/23/2016     EUR      68.01
Commerzbank AG           5.00   6/23/2016     EUR      49.04
Commerzbank AG           5.75   6/23/2016     EUR      47.63
Commerzbank AG           6.25   6/23/2016     EUR      46.58
Commerzbank AG           6.75   6/23/2016     EUR      45.79
Commerzbank AG           7.25   6/23/2016     EUR      44.94
Commerzbank AG           8.00   6/23/2016     EUR      44.29
Notenstein La Roche      4.90   8/15/2017     CHF      69.60
Vontobel Financial P     5.00   9/23/2016     EUR      40.25
Credit Suisse AG/Nas     8.50   2/29/2016     USD      51.84
Zurcher Kantonalbank     7.50    9/1/2016     CHF      74.23
HSBC Trinkaus & Burk     6.00  12/28/2015     EUR      66.59
HSBC Trinkaus & Burk     6.50  12/28/2015     EUR      40.47
Notenstein La Roche      9.10   8/29/2016     CHF      46.67
Notenstein La Roche      9.10   8/29/2016     CHF      32.26
Commerzbank AG           5.50   6/23/2016     EUR      68.88
Commerzbank AG           6.00   6/23/2016     EUR      67.54
Commerzbank AG           6.50   6/23/2016     EUR      66.18
Commerzbank AG           7.25   6/23/2016     EUR      65.00
Notenstein La Roche      6.90   8/25/2016     CHF      74.92
DZ Bank AG Deutsche      6.50  12/28/2015     EUR      60.42
Vontobel Financial P     6.70  12/28/2015     EUR      63.69
Leonteq Securities A     8.04   8/29/2016     EUR      72.54
Bank Julius Baer & C     8.20   8/29/2016     CHF      66.35
Notenstein La Roche      5.12   2/29/2016     EUR      69.04
Notenstein La Roche      5.04   8/28/2017     CHF      49.29
Notenstein La Roche     10.00    9/5/2016     CHF      45.91
Credit Suisse AG/Nas     5.50    8/3/2017     EUR      73.82
Vontobel Financial P     9.50   6/24/2016     EUR      73.93
Vontobel Financial P     8.00   9/23/2016     EUR      74.92
Zurcher Kantonalbank     5.75    2/6/2017     EUR      71.93
Vontobel Financial P     8.15   12/9/2016     EUR      74.88
Vontobel Financial P    14.90   12/9/2016     EUR      71.88
Vontobel Financial P     6.40   3/18/2016     EUR      59.79
Vontobel Financial P     9.70   3/18/2016     EUR      56.72
Vontobel Financial P    12.50   6/17/2016     EUR      56.85
Vontobel Financial P     5.15   3/11/2016     EUR      61.09
Vontobel Financial P     6.90   6/10/2016     EUR      60.94
Vontobel Financial P     4.75    9/9/2016     EUR      64.20
Vontobel Financial P    15.95   6/13/2016     EUR      70.45
DZ Bank AG Deutsche     12.50  12/28/2015     EUR      66.66
DZ Bank AG Deutsche      6.00   8/26/2016     EUR      72.62
Vontobel Financial P    10.20   3/11/2016     EUR      72.74
Vontobel Financial P    12.20   3/11/2016     EUR      71.37
UniCredit Bank AG        5.90   9/22/2016     EUR      74.76
UniCredit Bank AG        6.70   9/22/2016     EUR      72.77
UniCredit Bank AG        6.40   9/22/2016     EUR      73.50
UniCredit Bank AG        6.80   9/22/2016     EUR      72.53
UniCredit Bank AG        6.10   9/22/2016     EUR      74.25
UniCredit Bank AG        6.30   9/22/2016     EUR      73.75
UniCredit Bank AG        6.60   9/22/2016     EUR      73.01
UniCredit Bank AG        6.90   9/22/2016     EUR      72.29
UniCredit Bank AG        6.50   9/22/2016     EUR      73.25
Commerzbank AG           6.00   2/25/2016     EUR      68.25
Commerzbank AG          12.00   1/21/2016     EUR      63.40
Commerzbank AG          10.00   7/21/2016     EUR      65.23
Commerzbank AG           8.00   7/21/2016     EUR      74.33
Vontobel Financial P    17.80   9/16/2016     EUR      71.71
UniCredit Bank AG        5.00  12/22/2016     EUR      74.59
UniCredit Bank AG        5.50  12/22/2016     EUR      73.92
DZ Bank AG Deutsche      6.10   6/20/2016     EUR      73.34
DZ Bank AG Deutsche      5.30   3/21/2016     EUR      71.47
Vontobel Financial P     5.75   6/10/2016     EUR      74.09
DZ Bank AG Deutsche      7.75   6/20/2016     EUR      65.83
DZ Bank AG Deutsche      7.25   9/19/2016     EUR      67.12
DZ Bank AG Deutsche      9.50   6/20/2016     EUR      70.76
DZ Bank AG Deutsche      9.75   9/19/2016     EUR      72.80
UBS AG                   6.00   9/23/2016     EUR      65.65
UBS AG                   4.50   9/23/2016     EUR      74.82
UBS AG                   7.00   9/23/2016     EUR      73.10
Vontobel Financial P     9.25   6/24/2016     EUR      68.32
Vontobel Financial P     4.55   6/24/2016     EUR      73.07
Vontobel Financial P     6.45   7/22/2016     EUR      70.64
Vontobel Financial P     6.05   9/23/2016     EUR      71.00
Vontobel Financial P     5.35   9/23/2016     EUR      74.26
Vontobel Financial P     6.20   6/24/2016     EUR      73.60
BNP Paribas Emission    15.00   3/24/2016     EUR      70.79
BNP Paribas Emission     6.50  12/22/2016     EUR      74.14
BNP Paribas Emission    11.00  12/22/2016     EUR      68.75
BNP Paribas Emission     7.50   3/24/2016     EUR      72.73
BNP Paribas Emission    17.00   3/24/2016     EUR      63.58
BNP Paribas Emission     9.00   6/23/2016     EUR      70.05
BNP Paribas Emission    15.00   6/23/2016     EUR      65.70
BNP Paribas Emission     8.00   9/22/2016     EUR      71.04
BNP Paribas Emission    18.00   3/24/2016     EUR      67.19
BNP Paribas Emission    10.00   3/24/2016     EUR      68.45
BNP Paribas Emission    13.00   3/24/2016     EUR      65.75
BNP Paribas Emission     6.00   6/23/2016     EUR      73.70
BNP Paribas Emission     7.50   6/23/2016     EUR      70.82
BNP Paribas Emission    16.00   6/23/2016     EUR      65.50
BNP Paribas Emission     9.00   9/22/2016     EUR      69.93
BNP Paribas Emission     6.50  12/22/2016     EUR      71.93
BNP Paribas Emission     9.50  12/22/2016     EUR      69.04
BNP Paribas Emission    16.00   3/24/2016     EUR      70.89
BNP Paribas Emission    13.00   6/23/2016     EUR      74.01
BNP Paribas Emission     9.00   3/24/2016     EUR      61.17
BNP Paribas Emission    13.00   6/23/2016     EUR      57.88
BNP Paribas Emission    12.00   9/22/2016     EUR      72.98
BNP Paribas Emission     7.00   9/22/2016     EUR      62.61
BNP Paribas Emission    10.00  12/22/2016     EUR      60.38
BNP Paribas Emission    13.00   3/24/2016     EUR      70.40
BNP Paribas Emission    21.00   3/24/2016     EUR      63.48
BNP Paribas Emission    16.00   6/23/2016     EUR      73.41
UniCredit Bank AG        4.00  12/22/2016     EUR      67.63
Credit Suisse AG/Nas     7.00   8/12/2016     EUR      73.14
Vontobel Financial P     8.10   6/24/2016     EUR      74.96
Vontobel Financial P     8.90   7/22/2016     EUR      74.30
Vontobel Financial P     9.10   9/23/2016     EUR      74.14
Vontobel Financial P     8.50    9/2/2016     EUR      69.29
Vontobel Financial P     9.45    9/9/2016     EUR      74.06
Vontobel Financial P     8.40   3/11/2016     EUR      57.75
Vontobel Financial P     4.60   6/10/2016     EUR      63.88
Vontobel Financial P     6.65    9/9/2016     EUR      61.83
DZ Bank AG Deutsche     13.50   3/29/2016     EUR      65.91
DZ Bank AG Deutsche     10.25   6/24/2016     EUR      67.63
DZ Bank AG Deutsche     10.25   8/26/2016     EUR      69.24
DZ Bank AG Deutsche      8.00   9/23/2016     EUR      68.32
Vontobel Financial P     8.30   3/11/2016     EUR      74.20
DZ Bank AG Deutsche     11.00   8/26/2016     EUR      73.28
Vontobel Financial P    14.35   3/11/2016     EUR      70.12
UniCredit Bank AG        6.00   9/22/2016     EUR      74.50
UniCredit Bank AG        6.20   9/22/2016     EUR      74.00
Commerzbank AG           8.50   7/21/2016     EUR      64.64
Vontobel Financial P     9.85   9/16/2016     EUR      67.22
UniCredit Bank AG        6.00  12/22/2016     EUR      73.30
DZ Bank AG Deutsche      5.20   3/21/2016     EUR      74.41
DZ Bank AG Deutsche      5.30   9/19/2016     EUR      73.79
DZ Bank AG Deutsche      8.25   3/21/2016     EUR      66.63
DZ Bank AG Deutsche      8.50   6/20/2016     EUR      66.19
DZ Bank AG Deutsche      8.00   9/19/2016     EUR      67.67
DZ Bank AG Deutsche      8.50   6/20/2016     EUR      70.28
UBS AG                   5.50   6/24/2016     EUR      64.88
Vontobel Financial P     6.75   6/24/2016     EUR      70.50
Vontobel Financial P     8.80   7/22/2016     EUR      68.64
Vontobel Financial P     4.45   7/22/2016     EUR      73.08
Vontobel Financial P     8.05   9/23/2016     EUR      69.26
Vontobel Financial P     4.30   9/23/2016     EUR      73.13
Vontobel Financial P     7.35   9/23/2016     EUR      72.81
Vontobel Financial P     8.80   6/24/2016     EUR      71.83
BNP Paribas Emission     5.00  12/22/2016     EUR      74.88
BNP Paribas Emission    10.00  12/22/2016     EUR      69.55
BNP Paribas Emission     9.00   3/24/2016     EUR      69.28
BNP Paribas Emission     6.00   6/23/2016     EUR      74.73
BNP Paribas Emission     7.50   6/23/2016     EUR      72.90
BNP Paribas Emission    11.00   6/23/2016     EUR      67.73
BNP Paribas Emission     6.50   9/22/2016     EUR      73.31
BNP Paribas Emission     9.50   9/22/2016     EUR      69.02
BNP Paribas Emission    13.00   3/24/2016     EUR      69.93
BNP Paribas Emission     9.00   6/23/2016     EUR      73.19
BNP Paribas Emission    15.00   6/23/2016     EUR      68.16
BNP Paribas Emission     7.00   9/22/2016     EUR      72.89
BNP Paribas Emission    10.00   9/22/2016     EUR      71.13
BNP Paribas Emission     7.00  12/22/2016     EUR      74.45
BNP Paribas Emission    12.00  12/22/2016     EUR      72.06
BNP Paribas Emission     6.50   3/24/2016     EUR      71.36
BNP Paribas Emission    10.00   6/23/2016     EUR      68.64
BNP Paribas Emission    13.00   6/23/2016     EUR      66.95
BNP Paribas Emission     5.00   9/22/2016     EUR      73.53
BNP Paribas Emission    11.00   9/22/2016     EUR      68.42
BNP Paribas Emission     5.00  12/22/2016     EUR      73.63
BNP Paribas Emission     8.00  12/22/2016     EUR      70.39
BNP Paribas Emission    12.00   3/24/2016     EUR      73.41
BNP Paribas Emission    12.00   9/22/2016     EUR      74.46
BNP Paribas Emission    16.00   3/24/2016     EUR      55.58
BNP Paribas Emission    18.00   3/24/2016     EUR      69.94
BNP Paribas Emission    15.00   6/23/2016     EUR      72.33
BNP Paribas Emission     7.00  12/22/2016     EUR      63.47
BNP Paribas Emission    16.00   6/23/2016     EUR      68.15
BNP Paribas Emission    18.00   6/23/2016     EUR      66.94
BNP Paribas Emission    19.00   3/24/2016     EUR      65.31
UniCredit Bank AG        4.00  12/22/2016     EUR      69.21
UniCredit Bank AG        4.00  12/22/2016     EUR      73.61
UniCredit Bank AG        4.00  12/22/2016     EUR      64.53
HSBC Trinkaus & Burk     6.30  12/28/2015     EUR      63.98
HSBC Trinkaus & Burk     5.10  12/28/2015     EUR      63.95
HSBC Trinkaus & Burk     7.00  12/28/2015     EUR      41.40
HSBC Trinkaus & Burk     6.10  12/28/2015     EUR      41.37
HSBC Trinkaus & Burk     8.90  12/28/2015     EUR      74.47
HSBC Trinkaus & Burk     7.90  12/28/2015     EUR      74.44
HSBC Trinkaus & Burk     7.00  12/28/2015     EUR      59.53
HSBC Trinkaus & Burk     5.90  12/28/2015     EUR      59.54
City of Alba Iulia R     2.50   4/15/2025     RON      66.00
Kaupthing Bank Hf        5.00    1/4/2027     SKK      17.50
Banque Cantonale Vau     3.50   6/12/2017     USD      63.94
Raiffeisen Centroban     7.55   1/20/2016     EUR      66.25
Raiffeisen Centroban     5.98   1/20/2016     EUR      65.12
Raiffeisen Centroban     6.29   1/20/2016     EUR      64.44
Raiffeisen Centroban     5.03   1/20/2016     EUR      73.58
Deutsche Bank AG         6.20   3/22/2016     EUR      73.00
Deutsche Bank AG         6.20   9/20/2016     EUR      74.50
Deutsche Bank AG         6.20   6/21/2016     EUR      73.20
Deutsche Bank AG         4.20   6/21/2016     EUR      72.20
Deutsche Bank AG         4.20  12/20/2016     EUR      73.70
Deutsche Bank AG         4.20  12/20/2016     EUR      71.40
Deutsche Bank AG         4.20   3/22/2016     EUR      68.60
Deutsche Bank AG         6.20   9/20/2016     EUR      72.00
Deutsche Bank AG         4.20  12/20/2016     EUR      71.70
Deutsche Bank AG         6.20   3/22/2016     EUR      73.40
Deutsche Bank AG         4.20   9/20/2016     EUR      70.60
Deutsche Bank AG         4.20  12/20/2016     EUR      74.20
Deutsche Bank AG         4.20   3/22/2016     EUR      73.00
Deutsche Bank AG         4.20   6/21/2016     EUR      73.90
Deutsche Bank AG         4.20   6/21/2016     EUR      69.60
Deutsche Bank AG         4.20   9/20/2016     EUR      74.70
Deutsche Bank AG         4.20  12/20/2016     EUR      73.40
Deutsche Bank AG         6.20   3/22/2016     EUR      69.10
Deutsche Bank AG         6.20   6/21/2016     EUR      70.60
Deutsche Bank AG         6.20   6/21/2016     EUR      74.90
Deutsche Bank AG         6.20  12/20/2016     EUR      73.40
Deutsche Bank AG         4.20   6/21/2016     EUR      72.70
Deutsche Bank AG         6.20   9/20/2016     EUR      74.70
Deutsche Bank AG         6.20  12/20/2016     EUR      73.90
Deutsche Bank AG         6.20  12/20/2016     EUR      60.40
Deutsche Bank AG         6.20  12/20/2016     EUR      54.00
Deutsche Bank AG         4.20  12/20/2016     EUR      58.40
Deutsche Bank AG         4.20  12/20/2016     EUR      52.00
Deutsche Bank AG         4.20  12/20/2016     EUR      73.80
Deutsche Bank AG         4.20  12/20/2016     EUR      71.90
Deutsche Bank AG         6.20  12/20/2016     EUR      52.20
Deutsche Bank AG         6.20   6/21/2016     EUR      73.70
Deutsche Bank AG         4.20  12/20/2016     EUR      50.20
Deutsche Bank AG         4.20   9/20/2016     EUR      73.20
Deutsche Bank AG         7.20   6/21/2016     EUR      62.30
Deutsche Bank AG         4.20  12/20/2016     EUR      57.00
Deutsche Bank AG         6.20   6/21/2016     EUR      69.40
Deutsche Bank AG         7.20   9/20/2016     EUR      67.40
Deutsche Bank AG         7.20   6/21/2016     EUR      69.90
Deutsche Bank AG         6.20   3/22/2016     EUR      69.30
Deutsche Bank AG         5.20   6/21/2016     EUR      68.90
Deutsche Bank AG         5.20   9/20/2016     EUR      69.80
Deutsche Bank AG         7.20   3/22/2016     EUR      61.60
Deutsche Bank AG         7.20   6/21/2016     EUR      59.10
Deutsche Bank AG         7.20   6/21/2016     EUR      56.20
Deutsche Bank AG         6.20   9/20/2016     EUR      70.50
Deutsche Bank AG         7.20   9/20/2016     EUR      63.90
Deutsche Bank AG         7.20   9/20/2016     EUR      57.90
Deutsche Bank AG         7.20   3/22/2016     EUR      69.50
Deutsche Bank AG         7.20   3/22/2016     EUR      58.30
Deutsche Bank AG         7.20   3/22/2016     EUR      55.30
Deutsche Bank AG         7.20   9/20/2016     EUR      71.30
Deutsche Bank AG         6.20  12/20/2016     EUR      58.90
Deutsche Bank AG         5.20   3/22/2016     EUR      69.00
Deutsche Bank AG         7.20   6/21/2016     EUR      65.90
Deutsche Bank AG         4.20  12/20/2016     EUR      66.50
Deutsche Bank AG         7.20   3/22/2016     EUR      65.40
Deutsche Bank AG         7.20   9/20/2016     EUR      60.80
Vontobel Financial P     7.30  12/28/2015     EUR      69.85
Vontobel Financial P     5.85   6/27/2016     EUR      71.35
Vontobel Financial P     8.95   3/29/2016     EUR      51.96
Vontobel Financial P    10.00  12/28/2015     EUR      61.47
Vontobel Financial P     9.40   3/29/2016     EUR      74.40
Vontobel Financial P    11.50  12/28/2015     EUR      73.35
Vontobel Financial P     9.50  12/28/2015     EUR      68.54
Vontobel Financial P     8.10   3/29/2016     EUR      71.75
Vontobel Financial P     9.15   6/24/2016     EUR      52.70
Vontobel Financial P     8.90   6/24/2016     EUR      57.59
Vontobel Financial P     8.35   6/24/2016     EUR      69.28
Vontobel Financial P    10.50  12/28/2015     EUR      70.26
Vontobel Financial P     8.60   3/29/2016     EUR      74.69
Vontobel Financial P    10.00  12/28/2015     EUR      74.59
Vontobel Financial P     9.15   6/24/2016     EUR      73.08
Vontobel Financial P    11.00   6/24/2016     EUR      50.84
Vontobel Financial P    14.55  12/28/2015     EUR      39.19
Vontobel Financial P     6.05   3/29/2016     EUR      71.29
Vontobel Financial P     8.10   6/24/2016     EUR      73.53
Vontobel Financial P    10.65  12/28/2015     EUR      47.18
Vontobel Financial P    11.20  12/28/2015     EUR      73.02
Vontobel Financial P    11.90   3/29/2016     EUR      48.53
Vontobel Financial P     9.00  12/28/2015     EUR      74.98
LBBW                     2.00  12/23/2016     EUR      57.99
LBBW                     3.00  12/23/2016     EUR      55.22
LBBW                     4.00  12/23/2016     EUR      73.04
LBBW                     4.00  12/23/2016     EUR      53.06
LBBW                     3.00   8/24/2018     EUR      61.57
LBBW                     3.00   1/22/2016     EUR      66.61
LBBW                     4.50   1/22/2016     EUR      62.23
LBBW                     6.00   1/22/2016     EUR      59.28
LBBW                     3.40   6/22/2018     EUR      55.59
LBBW                     3.35   6/24/2016     EUR      73.09
LBBW                     3.90   6/24/2016     EUR      53.55
LBBW                     2.70   7/27/2018     EUR      73.89
LBBW                     4.00  12/29/2015     EUR      73.36
LBBW                     5.00  12/29/2015     EUR      71.02
LBBW                     2.50  12/29/2015     EUR      43.83
LBBW                     3.50  12/29/2015     EUR      41.77
LBBW                     2.50  12/29/2015     EUR      45.81
LBBW                     4.00  12/29/2015     EUR      42.84
LBBW                     5.50  12/29/2015     EUR      40.93
LBBW                     3.00  12/29/2015     EUR      62.61
LBBW                     4.00  12/29/2015     EUR      60.37
LBBW                     5.00  12/29/2015     EUR      58.34
LBBW                     3.19   7/22/2016     EUR      72.79
LBBW                     3.40   8/24/2018     EUR      65.76
LBBW                     2.50  10/28/2016     EUR      66.76
LBBW                     2.50  10/28/2016     EUR      72.86
LBBW                     4.50  10/28/2016     EUR      67.58
LBBW                     3.00  10/28/2016     EUR      71.14
LBBW                     3.00  10/28/2016     EUR      57.42
LBBW                     3.00  10/28/2016     EUR      72.00
LBBW                     3.00  10/28/2016     EUR      74.24
LBBW                     5.00  10/28/2016     EUR      74.14
LBBW                     5.00  10/28/2016     EUR      70.21
LBBW                     5.00  10/28/2016     EUR      60.87
LBBW                     5.50  10/28/2016     EUR      53.20
LBBW                     5.50  10/28/2016     EUR      65.77
LBBW                     3.50  10/28/2016     EUR      63.98
LBBW                     3.50  10/28/2016     EUR      69.75
LBBW                     6.00  10/28/2016     EUR      72.53
LBBW                     3.00  10/27/2017     EUR      71.81
LBBW                     5.00  10/27/2017     EUR      67.80
LBBW                     4.00  10/27/2017     EUR      69.90
LBBW                     2.50   3/29/2016     EUR      62.55
LBBW                     2.50   3/29/2016     EUR      69.82
LBBW                     4.00   3/29/2016     EUR      59.07
LBBW                     4.00   3/29/2016     EUR      66.36
LBBW                     5.50   3/29/2016     EUR      56.52
LBBW                     5.50   3/29/2016     EUR      63.81
LBBW                     7.00   3/29/2016     EUR      54.71
LBBW                     7.00   3/29/2016     EUR      61.79
LBBW                     4.00   3/29/2016     EUR      73.86
LBBW                     5.50   3/29/2016     EUR      70.93
LBBW                     4.50   3/29/2016     EUR      74.93
LBBW                     4.00   3/29/2016     EUR      50.71
LBBW                     4.00   3/29/2016     EUR      71.36
LBBW                     2.50   2/24/2017     EUR      73.90
LBBW                     2.50   2/24/2017     EUR      66.72
LBBW                     3.50   2/24/2017     EUR      72.23
LBBW                     3.50   2/24/2017     EUR      74.56
LBBW                     3.50   2/24/2017     EUR      63.90
LBBW                     4.50   2/24/2017     EUR      73.01
LBBW                     4.50   2/24/2017     EUR      58.92
LBBW                     4.50   2/24/2017     EUR      72.68
LBBW                     4.50   2/24/2017     EUR      61.44
LBBW                     4.50   2/24/2017     EUR      73.21
LBBW                     5.50   2/24/2017     EUR      71.03
LBBW                     5.50   2/24/2017     EUR      59.54
LBBW                     5.50   2/24/2017     EUR      71.46
LBBW                     3.00   2/24/2017     EUR      61.45
LBBW                     6.00   2/24/2017     EUR      56.80
LBBW                     2.60   7/22/2016     EUR      73.72
LBBW                     2.50   2/26/2016     EUR      63.73
LBBW                     4.50   2/26/2016     EUR      58.19
LBBW                     4.50   2/26/2016     EUR      72.12
LBBW                     4.50   2/26/2016     EUR      74.93
LBBW                     4.50   2/26/2016     EUR      73.08
LBBW                     3.00   2/26/2016     EUR      68.09
LBBW                     4.00   2/26/2016     EUR      65.01
LBBW                     5.00   2/26/2016     EUR      62.54
LBBW                     5.50   2/26/2016     EUR      71.03
LBBW                     6.00   2/26/2016     EUR      60.56
LBBW                     4.15   9/23/2016     EUR      63.07
LBBW                     3.90   7/28/2017     EUR      50.49
LBBW                     4.70  10/28/2016     EUR      58.40
LBBW                     4.50  12/29/2015     EUR      72.79
LBBW                     5.50  12/29/2015     EUR      71.13
LBBW                     5.00   3/24/2017     EUR      55.35
LBBW                     3.00  12/29/2015     EUR      55.21
LBBW                     4.50  12/29/2015     EUR      52.63
LBBW                     6.00  12/29/2015     EUR      50.98
LBBW                     2.50  12/29/2015     EUR      61.27
LBBW                     3.50  12/29/2015     EUR      59.28
LBBW                     3.00   3/24/2017     EUR      58.91
LBBW                     3.00   3/24/2017     EUR      74.19
LBBW                     4.00   3/24/2017     EUR      71.73
LBBW                     5.00   3/24/2017     EUR      70.35
LBBW                     2.50   3/24/2017     EUR      73.00
LBBW                     4.00   3/24/2017     EUR      70.60
LBBW                     3.00   3/24/2017     EUR      67.17
LBBW                     3.00   3/24/2017     EUR      71.65
LBBW                     5.00   3/24/2017     EUR      67.88
LBBW                     3.00   3/24/2017     EUR      62.37
LBBW                     4.00   3/24/2017     EUR      60.36
LBBW                     5.00   3/24/2017     EUR      58.84
LBBW                     6.00   3/24/2017     EUR      57.54
LBBW                     3.00   3/24/2017     EUR      68.42
LBBW                     4.00   3/24/2017     EUR      65.99
LBBW                     5.50   3/24/2017     EUR      63.39
LBBW                     4.50  10/28/2016     EUR      60.20
LBBW                     3.00   4/22/2016     EUR      61.48
LBBW                     7.00   4/22/2016     EUR      54.87
LBBW                     5.00   4/22/2016     EUR      74.31
LBBW                     3.00   4/22/2016     EUR      67.19
LBBW                     4.00   4/22/2016     EUR      64.77
LBBW                     5.00   4/22/2016     EUR      62.82
LBBW                     6.00   4/22/2016     EUR      61.54
LBBW                     3.00   4/22/2016     EUR      66.02
LBBW                     5.00   4/22/2016     EUR      62.45
LBBW                     5.00   5/27/2016     EUR      59.38
LBBW                     7.00   5/27/2016     EUR      56.58
LBBW                     3.00   4/22/2016     EUR      71.81
LBBW                     5.00   4/22/2016     EUR      67.75
LBBW                     3.00   5/27/2016     EUR      63.27
LBBW                     4.00   6/24/2016     EUR      72.60
LBBW                     3.00   6/24/2016     EUR      53.64
LBBW                     4.50   6/24/2016     EUR      49.73
LBBW                     3.50   6/24/2016     EUR      43.24
LBBW                     3.00  12/29/2015     EUR      44.13
LBBW                     2.50  12/29/2015     EUR      66.07
LBBW                     3.50  12/29/2015     EUR      63.09
LBBW                     3.00  12/29/2015     EUR      73.37
LBBW                     4.00  12/29/2015     EUR      69.89
LBBW                     3.25   7/28/2017     EUR      70.82
LBBW                     2.00   3/29/2016     EUR      52.76
LBBW                     3.50   3/29/2016     EUR      48.37
LBBW                     5.00   3/29/2016     EUR      45.58
LBBW                     3.00   6/24/2016     EUR      44.69
LBBW                     2.50   6/24/2016     EUR      46.72
LBBW                     4.00   6/24/2016     EUR      43.41
LBBW                     2.00   6/24/2016     EUR      70.03
LBBW                     3.00   6/24/2016     EUR      66.53
LBBW                     3.55   8/25/2017     EUR      44.76
LBBW                     3.75   9/22/2017     EUR      44.56
LBBW                     2.50   7/22/2016     EUR      74.14
LBBW                     3.50   7/22/2016     EUR      70.99
LBBW                     2.50   7/22/2016     EUR      47.80
LBBW                     4.00   7/22/2016     EUR      44.46
LBBW                     2.75   7/22/2016     EUR      70.00
LBBW                     3.50   7/22/2016     EUR      67.94
LBBW                     4.50   7/22/2016     EUR      65.27
LBBW                     3.00   7/22/2016     EUR      45.74
LBBW                     3.90   9/22/2017     EUR      43.83
LBBW                     3.00   6/22/2018     EUR      56.50
LBBW                     3.50  11/24/2017     EUR      57.30
LBBW                     3.40   6/23/2017     EUR      53.34
LBBW                     5.00   4/22/2016     EUR      53.83
LBBW                     2.00   4/22/2016     EUR      62.15
LBBW                     3.50   4/22/2016     EUR      57.24
LBBW                     4.00   3/29/2016     EUR      72.73
LBBW                     5.00   3/29/2016     EUR      69.76
LBBW                     3.85  10/27/2017     EUR      48.46
LBBW                     3.00  11/24/2017     EUR      54.27
LBBW                     3.40  11/24/2017     EUR      45.68
LBBW                     3.00   9/23/2016     EUR      44.80
LBBW                     4.50   9/23/2016     EUR      42.79
LBBW                     3.00   9/23/2016     EUR      68.95
LBBW                     4.00   9/23/2016     EUR      66.01
LBBW                     2.50   9/23/2016     EUR      47.45
LBBW                     3.50   9/23/2016     EUR      45.37
LBBW                     4.50   9/23/2016     EUR      43.75
Vontobel Financial P     8.00  11/25/2016     EUR      54.06
Vontobel Financial P     6.50  11/25/2016     EUR      59.05
LBBW                     3.45   3/22/2019     EUR      61.93
LBBW                     4.50   3/23/2018     EUR      56.49
LBBW                     2.50   6/28/2019     EUR      69.36
LBBW                     3.00   6/28/2019     EUR      72.52
LBBW                     3.50   6/22/2018     EUR      67.10
LBBW                     4.00   8/25/2017     EUR      44.25
LBBW                     3.00   9/28/2018     EUR      49.02
LBBW                     3.75  10/27/2017     EUR      48.72
LBBW                     3.00    1/4/2019     EUR      54.08
Commerzbank AG           5.50   3/24/2016     EUR      67.74
Commerzbank AG           7.00   3/24/2016     EUR      55.54
Commerzbank AG           6.00   3/24/2016     EUR      57.52
Commerzbank AG           7.00   3/24/2016     EUR      49.54
Commerzbank AG          10.50   3/24/2016     EUR      73.89
DZ Bank AG Deutsche      7.75   6/24/2016     EUR      74.45
DZ Bank AG Deutsche      7.50   3/29/2016     EUR      72.78
DZ Bank AG Deutsche      6.25   3/29/2016     EUR      66.31
DZ Bank AG Deutsche      5.50   6/24/2016     EUR      55.98
DZ Bank AG Deutsche      8.75   3/29/2016     EUR      73.71
DZ Bank AG Deutsche      6.00   3/29/2016     EUR      55.29
Goldman Sachs & Co W    22.00   1/20/2016     EUR      65.81
Goldman Sachs & Co W    20.00   2/24/2016     EUR      67.65
Goldman Sachs & Co W    25.00   3/23/2016     EUR      64.97
Goldman Sachs & Co W    17.00   4/20/2016     EUR      69.80
Goldman Sachs & Co W    23.00   4/20/2016     EUR      66.30
Goldman Sachs & Co W    23.00   5/25/2016     EUR      66.56
Goldman Sachs & Co W    21.00   6/22/2016     EUR      67.38
Goldman Sachs & Co W    14.00   9/21/2016     EUR      72.64
Goldman Sachs & Co W    18.00   9/21/2016     EUR      70.40
Goldman Sachs & Co W    24.00   2/24/2016     EUR      64.06
Goldman Sachs & Co W    14.00   9/21/2016     EUR      73.42
Goldman Sachs & Co W    12.00   3/23/2016     EUR      68.60
Goldman Sachs & Co W    10.00   5/25/2016     EUR      73.89
Goldman Sachs & Co W     7.00   5/25/2016     EUR      71.66
Goldman Sachs & Co W    24.00   3/23/2016     EUR      73.87
Goldman Sachs & Co W    20.00   3/23/2016     EUR      66.58
Vontobel Financial P     5.95  12/28/2015     EUR      73.16
Vontobel Financial P     7.60  12/28/2015     EUR      74.39
Vontobel Financial P     7.05  12/28/2015     EUR      68.39
Vontobel Financial P     6.55   3/29/2016     EUR      71.20
Vontobel Financial P    28.75  12/28/2015     EUR      55.17
Vontobel Financial P     6.60   6/24/2016     EUR      64.01
Vontobel Financial P     6.25  12/28/2015     EUR      61.27
Vontobel Financial P    10.25  12/28/2015     EUR      45.18
Vontobel Financial P     7.45   6/24/2016     EUR      49.81
Zurcher Kantonalbank     9.30    5/4/2016     CHF      67.13
Credit Suisse AG/Nas     6.25  10/31/2016     EUR      62.28
DZ Bank AG Deutsche      5.75   3/21/2016     EUR      72.21
DZ Bank AG Deutsche      6.50   3/21/2016     EUR      60.61
DZ Bank AG Deutsche      6.25   3/21/2016     EUR      69.99
DZ Bank AG Deutsche      6.50   6/20/2016     EUR      71.41
Commerzbank AG          11.25   3/24/2016     EUR      62.43
Commerzbank AG          11.75   3/24/2016     EUR      71.36
Commerzbank AG          13.25   3/24/2016     EUR      70.73
Zurcher Kantonalbank     7.30    5/6/2016     USD      61.32
Vontobel Financial P     6.75    1/5/2016     EUR      74.71
Goldman Sachs & Co W    12.00   1/20/2016     EUR      74.68
Goldman Sachs & Co W    12.00   1/20/2016     EUR      74.68
Goldman Sachs & Co W     8.00   5/25/2016     EUR      74.71
Goldman Sachs & Co W     7.00   2/24/2016     EUR      70.92
Goldman Sachs & Co W     8.00   3/23/2016     EUR      71.69
Goldman Sachs & Co W     7.00   5/25/2016     EUR      72.55
Goldman Sachs & Co W     8.00   6/22/2016     EUR      73.48
Goldman Sachs & Co W     6.00   4/20/2016     EUR      61.59
Goldman Sachs & Co W    13.00   2/24/2016     EUR      61.82
Goldman Sachs & Co W     8.00   4/20/2016     EUR      62.21
Goldman Sachs & Co W     7.00   5/25/2016     EUR      62.50
Goldman Sachs & Co W    12.00   6/22/2016     EUR      62.72
Goldman Sachs & Co W    12.00   6/22/2016     EUR      62.72
Goldman Sachs & Co W     6.00   5/25/2016     EUR      48.71
Goldman Sachs & Co W     8.00   5/25/2016     EUR      49.52
UBS AG/London           11.25   4/22/2016     CHF      73.51
Leonteq Securities A    12.40    5/6/2016     CHF      35.71
Notenstein La Roche      5.20   11/4/2016     EUR      61.92
Vontobel Financial P     5.10   5/27/2016     EUR      57.36
Vontobel Financial P     6.50   5/27/2016     EUR      60.42
LBBW                     3.00   6/28/2019     EUR      73.29
Banque Cantonale Vau     5.85    5/6/2016     CHF      74.74
DZ Bank AG Deutsche      4.90   3/21/2016     EUR      64.30
DZ Bank AG Deutsche      5.75   6/24/2016     EUR      65.92
DZ Bank AG Deutsche      5.75   3/29/2016     EUR      65.29
Landesbank Hessen-Th     4.00   8/15/2016     EUR      70.10
Landesbank Hessen-Th     4.00    6/5/2019     EUR      71.88
Vontobel Financial P     7.00   5/27/2016     EUR      60.32
Deutsche Bank AG         5.14   4/26/2016     EUR      70.60
DZ Bank AG Deutsche     10.00   3/21/2016     EUR      56.11
DZ Bank AG Deutsche     10.25   6/20/2016     EUR      58.20
DZ Bank AG Deutsche      4.80   6/20/2016     EUR      70.19
DZ Bank AG Deutsche      6.90   6/20/2016     EUR      65.73
Vontobel Financial P     7.05    1/5/2016     EUR      65.53
Commerzbank AG           3.25   4/21/2016     EUR      74.39
Commerzbank AG           4.00   4/21/2016     EUR      72.63
Commerzbank AG           5.00   4/21/2016     EUR      71.08
Commerzbank AG           9.75   4/21/2016     EUR      74.21
Commerzbank AG           5.75   4/21/2016     EUR      69.49
Commerzbank AG           6.75   4/21/2016     EUR      68.06
Commerzbank AG           8.00   4/21/2016     EUR      66.67
Commerzbank AG           9.00   4/21/2016     EUR      65.53
Commerzbank AG           6.75   4/21/2016     EUR      73.63
Commerzbank AG           3.50   4/21/2016     EUR      60.98
Commerzbank AG           4.25   4/21/2016     EUR      59.50
Commerzbank AG           5.00   4/21/2016     EUR      58.09
Commerzbank AG           6.00   4/21/2016     EUR      56.88
Commerzbank AG           7.00   4/21/2016     EUR      55.71
Commerzbank AG           8.00   4/21/2016     EUR      54.65
Commerzbank AG           9.00   4/21/2016     EUR      53.63
Commerzbank AG          10.25   4/21/2016     EUR      52.79
Commerzbank AG           4.50   4/21/2016     EUR      68.85
Commerzbank AG           5.25   4/21/2016     EUR      67.32
Commerzbank AG           6.25   4/21/2016     EUR      65.88
Commerzbank AG           7.25   4/21/2016     EUR      64.57
Commerzbank AG           8.25   4/21/2016     EUR      63.33
Commerzbank AG           9.25   4/21/2016     EUR      62.16
Commerzbank AG           4.00   4/21/2016     EUR      68.82
Commerzbank AG           5.00   4/21/2016     EUR      67.31
Commerzbank AG           5.75   4/21/2016     EUR      65.81
Commerzbank AG           6.75   4/21/2016     EUR      64.47
Commerzbank AG           7.75   4/21/2016     EUR      63.21
Commerzbank AG           9.00   4/21/2016     EUR      62.11
HSBC Trinkaus & Burk    10.00    7/1/2016     EUR      59.41
Leonteq Securities A     7.00   5/18/2016     CHF      59.78
Vontobel Financial P    11.35  12/28/2015     EUR      61.46
Vontobel Financial P     9.25   6/24/2016     EUR      65.56
Vontobel Financial P     9.25   6/24/2016     EUR      65.56
Vontobel Financial P     6.05   5/27/2016     EUR      66.90
Vontobel Financial P     9.90  12/28/2015     EUR      73.07
Vontobel Financial P     9.15   3/29/2016     EUR      66.30
Vontobel Financial P     8.25  12/28/2015     EUR      73.72
Vontobel Financial P     8.15   3/29/2016     EUR      56.27
Vontobel Financial P     9.90  12/28/2015     EUR      51.45
Vontobel Financial P    12.85  12/28/2015     EUR      58.25
Vontobel Financial P    10.30   3/29/2016     EUR      62.35
Vontobel Financial P     8.60   6/24/2016     EUR      56.83
Vontobel Financial P    12.60  12/28/2015     EUR      58.25
Commerzbank AG          12.25   4/21/2016     EUR      72.63
Commerzbank AG          16.00   4/21/2016     EUR      67.53
Commerzbank AG          15.75   4/21/2016     EUR      73.61
Commerzbank AG           7.25   4/21/2016     EUR      69.37
Commerzbank AG           9.25   4/21/2016     EUR      66.53
Commerzbank AG          11.50   4/21/2016     EUR      64.12
Commerzbank AG          13.00   4/21/2016     EUR      74.00
Commerzbank AG           6.75   4/21/2016     EUR      45.39
Commerzbank AG          11.00   1/21/2016     EUR      74.96
Commerzbank AG           9.25   4/21/2016     EUR      43.61
Commerzbank AG           7.50   4/21/2016     EUR      75.00
Commerzbank AG           5.25   4/21/2016     EUR      56.06
Commerzbank AG           7.75   4/21/2016     EUR      52.56
Commerzbank AG          11.00   4/21/2016     EUR      49.95
Commerzbank AG           6.75   4/21/2016     EUR      67.95
Commerzbank AG           8.50   4/21/2016     EUR      65.78
Commerzbank AG          10.50   4/21/2016     EUR      63.91
Commerzbank AG           6.00   4/21/2016     EUR      65.57
Commerzbank AG           8.00   4/21/2016     EUR      63.02
Commerzbank AG           9.25   4/21/2016     EUR      74.32
Bank Julius Baer & C    13.70   5/13/2016     USD      41.75
Vontobel Financial P    14.35  12/28/2015     EUR      39.16
Vontobel Financial P    10.95   6/24/2016     EUR      50.81
Goldman Sachs & Co W    12.00   4/20/2016     EUR      62.13
Goldman Sachs & Co W    12.00   5/25/2016     EUR      62.64
Goldman Sachs & Co W    12.00   5/25/2016     EUR      62.64
Goldman Sachs & Co W    12.00   6/22/2016     EUR      63.43
Goldman Sachs & Co W     8.00   5/25/2016     EUR      72.07
Goldman Sachs & Co W     8.00   5/25/2016     EUR      58.38
Leonteq Securities A    10.04   3/16/2016     EUR      60.78
DZ Bank AG Deutsche      7.25   9/19/2016     EUR      58.44
Vontobel Financial P     6.60   6/24/2016     EUR      74.69
DZ Bank AG Deutsche      5.90   9/19/2016     EUR      68.91
DZ Bank AG Deutsche      5.50   6/20/2016     EUR      63.81
DZ Bank AG Deutsche      4.90   9/19/2016     EUR      64.51
Deutsche Bank AG         5.20   3/22/2016     EUR      62.10
Deutsche Bank AG         5.20   6/21/2016     EUR      68.40
Deutsche Bank AG         5.20   6/21/2016     EUR      65.40
Deutsche Bank AG         5.20   6/21/2016     EUR      62.60
Deutsche Bank AG         5.20  12/20/2016     EUR      70.30
Deutsche Bank AG         8.20   6/21/2016     EUR      65.30
Deutsche Bank AG         8.20   6/21/2016     EUR      64.10
Deutsche Bank AG         3.20   3/22/2016     EUR      67.30
Deutsche Bank AG         3.20   6/21/2016     EUR      72.50
Deutsche Bank AG         3.20   6/21/2016     EUR      62.80
Deutsche Bank AG         4.20   8/24/2016     EUR      66.10
Deutsche Bank AG         4.20   8/24/2016     EUR      73.40
Deutsche Bank AG         4.20   3/22/2016     EUR      61.90
Deutsche Bank AG         3.20   6/21/2016     EUR      61.60
Deutsche Bank AG         4.20   7/20/2016     EUR      65.70
Deutsche Bank AG         4.20   8/24/2016     EUR      62.70
Deutsche Bank AG         5.20   6/21/2016     EUR      70.90
Deutsche Bank AG         5.20   9/20/2016     EUR      71.80
Deutsche Bank AG         5.20   9/20/2016     EUR      65.00
Deutsche Bank AG         5.20  12/20/2016     EUR      70.40
Deutsche Bank AG         6.20  12/20/2016     EUR      69.20
Vontobel Financial P     4.70   3/29/2016     EUR      65.02
Deutsche Bank AG         5.20   8/24/2016     EUR      71.50
Deutsche Bank AG         6.20   8/24/2016     EUR      69.80
Deutsche Bank AG         6.20   8/24/2016     EUR      65.30
Vontobel Financial P    12.00  12/28/2015     EUR      73.14
Deutsche Bank AG         6.20   8/24/2016     EUR      72.20
Deutsche Bank AG         6.20   8/24/2016     EUR      67.50
Deutsche Bank AG         5.20   8/24/2016     EUR      64.60
Deutsche Bank AG         6.20   7/20/2016     EUR      61.00
Deutsche Bank AG         5.20   7/20/2016     EUR      57.80
Deutsche Bank AG         6.20   8/24/2016     EUR      61.40
Deutsche Bank AG         5.20   8/24/2016     EUR      60.70
DZ Bank AG Deutsche      4.70   6/20/2016     EUR      69.94
Deutsche Bank AG         5.20   7/20/2016     EUR      65.70
Deutsche Bank AG         5.20   7/20/2016     EUR      68.70
Deutsche Bank AG         5.20   8/24/2016     EUR      69.10
HSBC Trinkaus & Burk     9.90   4/22/2016     EUR      46.74
HSBC Trinkaus & Burk    13.40   3/25/2016     EUR      72.87
HSBC Trinkaus & Burk     8.70   1/22/2016     EUR      50.44
HSBC Trinkaus & Burk    11.00   3/25/2016     EUR      58.82
HSBC Trinkaus & Burk     7.20   6/24/2016     EUR      63.90
HSBC Trinkaus & Burk     7.50   1/22/2016     EUR      61.63
HSBC Trinkaus & Burk    15.30   1/22/2016     EUR      60.81
HSBC Trinkaus & Burk     7.80   1/22/2016     EUR      64.55
Deutsche Bank AG         6.20   5/25/2016     EUR      60.20
Deutsche Bank AG         6.20   5/25/2016     EUR      55.10
HSBC Trinkaus & Burk    15.00  12/28/2015     EUR      54.71
Deutsche Bank AG         6.20   5/25/2016     EUR      65.50
HSBC Trinkaus & Burk     8.70   1/22/2016     EUR      62.78
Deutsche Bank AG         4.20   5/25/2016     EUR      65.50
Deutsche Bank AG         4.20   5/25/2016     EUR      71.00
HSBC Trinkaus & Burk    13.50  12/28/2015     EUR      73.09
Deutsche Bank AG         8.20   5/25/2016     EUR      64.50
Deutsche Bank AG         8.20   5/25/2016     EUR      61.00
Deutsche Bank AG         8.20   4/20/2016     EUR      69.10
Deutsche Bank AG         8.20   4/20/2016     EUR      64.60
Deutsche Bank AG         8.20   4/20/2016     EUR      54.60
Deutsche Bank AG         8.20   4/20/2016     EUR      58.50
UBS AG/London            4.50    9/9/2016     EUR      68.05
Deutsche Bank AG         5.20   4/20/2016     EUR      70.70
Deutsche Bank AG         6.20   4/20/2016     EUR      68.50
Deutsche Bank AG         5.20   4/20/2016     EUR      65.80
Deutsche Bank AG         6.20   4/20/2016     EUR      61.60
Deutsche Bank AG         6.20   4/20/2016     EUR      65.70
Deutsche Bank AG         6.20   4/20/2016     EUR      62.90
Deutsche Bank AG         6.20   4/20/2016     EUR      60.20
Deutsche Bank AG         5.20   5/25/2016     EUR      72.70
Deutsche Bank AG         6.20   5/25/2016     EUR      68.10
UBS AG                   7.50   6/24/2016     EUR      62.88
UBS AG                  13.50   6/24/2016     EUR      74.42
UBS AG                  12.25   6/24/2016     EUR      68.55
DZ Bank AG Deutsche      7.50   3/29/2016     EUR      58.37
UBS AG                  10.00   6/24/2016     EUR      53.54
DZ Bank AG Deutsche     10.00   6/24/2016     EUR      52.55
DZ Bank AG Deutsche     11.00   6/24/2016     EUR      67.43
DZ Bank AG Deutsche     11.25  12/28/2015     EUR      46.49
DZ Bank AG Deutsche      8.25   3/29/2016     EUR      59.23
DZ Bank AG Deutsche     11.50   3/29/2016     EUR      56.69
Landesbank Hessen-Th     5.10   4/15/2016     EUR      46.70
HSBC Trinkaus & Burk    12.60   3/25/2016     EUR      56.78
HSBC Trinkaus & Burk     9.70   3/25/2016     EUR      68.77
HSBC Trinkaus & Burk    10.60   3/25/2016     EUR      72.34
Credit Suisse AG/Lon     8.00    6/6/2016     USD      61.02
Vontobel Financial P     8.00   4/22/2016     EUR      64.81
DZ Bank AG Deutsche      5.50   3/29/2016     EUR      40.82
DZ Bank AG Deutsche      6.70  12/28/2015     EUR      69.87
WGZ-Bank AG Westdeut     2.25   6/29/2016     EUR      68.36
WGZ-Bank AG Westdeut     5.50   6/29/2016     EUR      60.76
DZ Bank AG Deutsche      5.80   3/29/2016     EUR      58.61
DZ Bank AG Deutsche      8.00  12/28/2015     EUR      71.29
DZ Bank AG Deutsche      9.25   6/24/2016     EUR      66.54
DZ Bank AG Deutsche      5.30   3/21/2016     EUR      67.16
Vontobel Financial P    10.35   3/11/2016     EUR      43.07
Vontobel Financial P     9.65   6/10/2016     EUR      45.32
DZ Bank AG Deutsche      4.60   6/20/2016     EUR      63.34
DZ Bank AG Deutsche      5.30   6/20/2016     EUR      62.41
Vontobel Financial P     3.65   12/9/2016     EUR      73.63
Vontobel Financial P     5.30   6/17/2016     EUR      70.61
Vontobel Financial P     5.55    9/9/2016     EUR      61.43
Vontobel Financial P     8.40    9/9/2016     EUR      58.44
Vontobel Financial P     9.90   6/10/2016     EUR      73.39
Vontobel Financial P     4.60   6/10/2016     EUR      67.63
Vontobel Financial P     7.35   6/10/2016     EUR      63.53
Vontobel Financial P     6.55    9/9/2016     EUR      64.73
Vontobel Financial P     5.55    9/9/2016     EUR      66.00
Vontobel Financial P     4.00  12/12/2016     EUR      69.44
Vontobel Financial P     6.40   6/10/2016     EUR      73.52
Vontobel Financial P     5.70    9/9/2016     EUR      74.34
DZ Bank AG Deutsche      5.00   6/24/2016     EUR      64.82
DZ Bank AG Deutsche      5.75  12/28/2015     EUR      34.70
Goldman Sachs & Co W     7.00   4/20/2016     EUR      66.11
Goldman Sachs & Co W     5.00   9/21/2016     EUR      64.42
DZ Bank AG Deutsche      4.60   9/19/2016     EUR      68.01
Goldman Sachs & Co W    11.00   4/20/2016     EUR      53.08
Goldman Sachs & Co W     5.00   9/21/2016     EUR      51.57
Goldman Sachs & Co W    10.00   9/21/2016     EUR      55.22
Goldman Sachs & Co W     6.00   4/20/2016     EUR      60.26
Goldman Sachs & Co W     9.00   4/20/2016     EUR      61.20
Goldman Sachs & Co W     9.00   6/22/2016     EUR      61.98
Goldman Sachs & Co W     9.00   6/22/2016     EUR      61.98
Goldman Sachs & Co W     8.00   9/21/2016     EUR      63.32
Vontobel Financial P     4.50   6/24/2016     EUR      60.80
Landesbank Hessen-Th     8.90   10/6/2020     EUR      60.47
Vontobel Financial P     5.05    9/9/2016     EUR      55.79
Vontobel Financial P     3.95   12/9/2016     EUR      70.84
DZ Bank AG Deutsche      5.90   6/20/2016     EUR      61.39
Commerzbank AG           7.75   3/24/2016     EUR      67.95
Commerzbank AG           9.75   3/24/2016     EUR      65.58
Vontobel Financial P     2.60   3/11/2016     EUR      72.70
Commerzbank AG           3.00   3/24/2016     EUR      62.26
DZ Bank AG Deutsche      4.50   6/22/2016     EUR      68.40
Commerzbank AG           9.75   3/24/2016     EUR      73.85
Commerzbank AG           6.50   3/24/2016     EUR      60.70
Commerzbank AG           4.75   3/24/2016     EUR      63.79
Commerzbank AG           5.75   3/24/2016     EUR      62.40
UBS AG/London           17.25   3/29/2016     EUR      59.55
UBS AG/London            9.75   3/29/2016     EUR      64.34
UniCredit Bank AG        5.44    7/1/2016     EUR      48.57
UniCredit Bank AG        6.00   6/23/2016     EUR      63.82
UniCredit Bank AG        4.50   6/23/2016     EUR      60.71
UniCredit Bank AG        4.50   6/23/2016     EUR      67.13
UniCredit Bank AG        4.25   6/23/2016     EUR      68.56
UniCredit Bank AG        4.45   6/23/2016     EUR      67.41
Notenstein La Roche      6.50   9/27/2016     CHF      73.40
UniCredit Bank AG        4.50   6/23/2016     EUR      72.76
UniCredit Bank AG        4.25   6/23/2016     EUR      74.56
Leonteq Securities A     9.00   6/27/2016     CHF      71.67
UniCredit Bank AG        4.40   6/23/2016     EUR      67.69
UniCredit Bank AG        4.15   6/23/2016     EUR      69.11
UniCredit Bank AG        4.40   6/23/2016     EUR      73.35
UniCredit Bank AG        4.80   6/23/2016     EUR      58.79
Vontobel Financial P    12.35  12/28/2015     EUR      73.03
Vontobel Financial P     9.35   6/24/2016     EUR      57.75
UBS AG/London           10.00    6/3/2016     CHF      69.12
LBBW                     3.00   6/23/2017     EUR      53.57
LBBW                     3.50   6/23/2017     EUR      71.21
DZ Bank AG Deutsche      8.25   6/20/2016     EUR      57.71
DZ Bank AG Deutsche      5.10   9/19/2016     EUR      71.64
DZ Bank AG Deutsche      5.60   3/21/2016     EUR      63.14
DZ Bank AG Deutsche      6.00   9/19/2016     EUR      62.78
Deutsche Bank AG         6.20   3/22/2016     EUR      65.30
Deutsche Bank AG         5.20   3/22/2016     EUR      65.00
Deutsche Bank AG         6.20   6/21/2016     EUR      65.90
Deutsche Bank AG         5.20   9/20/2016     EUR      69.30
Deutsche Bank AG         5.20   9/20/2016     EUR      63.70
Deutsche Bank AG         6.20  12/20/2016     EUR      71.30
Deutsche Bank AG         5.20  12/20/2016     EUR      67.50
Vontobel Financial P     3.95   5/27/2016     EUR      58.18
Deutsche Bank AG         8.20   3/22/2016     EUR      64.00
Deutsche Bank AG         8.20   6/21/2016     EUR      63.20
Deutsche Bank AG         8.20   3/22/2016     EUR      60.30
Deutsche Bank AG         8.20   6/21/2016     EUR      61.50
Deutsche Bank AG         4.20   3/22/2016     EUR      65.20
Deutsche Bank AG         4.20   6/21/2016     EUR      70.40
Deutsche Bank AG         3.20   6/21/2016     EUR      69.90
Deutsche Bank AG         3.20   6/21/2016     EUR      65.00
Deutsche Bank AG         4.20   6/21/2016     EUR      65.50
Deutsche Bank AG         4.20   8/24/2016     EUR      70.90
Deutsche Bank AG         3.20   3/22/2016     EUR      71.10
Deutsche Bank AG         3.20   3/22/2016     EUR      64.50
Deutsche Bank AG         4.20   3/22/2016     EUR      64.80
Deutsche Bank AG         3.20   6/21/2016     EUR      70.70
Deutsche Bank AG         3.20   6/21/2016     EUR      67.40
Deutsche Bank AG         3.20   6/21/2016     EUR      64.40
Deutsche Bank AG         4.20   6/21/2016     EUR      62.10
Deutsche Bank AG         4.20   7/20/2016     EUR      62.70
Deutsche Bank AG         4.20   8/24/2016     EUR      71.60
Deutsche Bank AG         5.20   9/20/2016     EUR      69.40
Deutsche Bank AG         5.20  12/20/2016     EUR      72.70
Deutsche Bank AG         6.20  12/20/2016     EUR      71.40
Deutsche Bank AG         5.20  12/20/2016     EUR      66.10
Deutsche Bank AG         6.20  12/20/2016     EUR      68.50
Deutsche Bank AG         6.20  12/20/2016     EUR      65.80
Vontobel Financial P     7.25  12/28/2015     EUR      61.32
Deutsche Bank AG         5.20   7/20/2016     EUR      64.20
Deutsche Bank AG         5.20   8/24/2016     EUR      66.80
Deutsche Bank AG         5.20   8/24/2016     EUR      55.80
Deutsche Bank AG         6.20   7/20/2016     EUR      63.80
Deutsche Bank AG         5.20   7/20/2016     EUR      63.20
Deutsche Bank AG         6.20   8/24/2016     EUR      56.40
Deutsche Bank AG         6.20   8/24/2016     EUR      58.80
Deutsche Bank AG         5.20   8/24/2016     EUR      60.90
DZ Bank AG Deutsche      8.50   3/29/2016     EUR      65.50
Deutsche Bank AG         6.20   8/24/2016     EUR      66.80
HSBC Trinkaus & Burk    12.10   3/25/2016     EUR      44.17
HSBC Trinkaus & Burk    12.70   3/25/2016     EUR      74.73
HSBC Trinkaus & Burk    13.70   4/22/2016     EUR      63.06
HSBC Trinkaus & Burk    12.00   3/25/2016     EUR      60.82
HSBC Trinkaus & Burk     7.70   6/24/2016     EUR      65.24
Deutsche Bank AG         5.20   5/25/2016     EUR      57.10
Deutsche Bank AG         6.20   5/25/2016     EUR      57.60
Deutsche Bank AG         5.20   5/25/2016     EUR      54.70
HSBC Trinkaus & Burk     9.40  12/28/2015     EUR      70.12
Deutsche Bank AG         4.20   5/25/2016     EUR      75.00
Deutsche Bank AG         4.20   5/25/2016     EUR      72.30
Deutsche Bank AG         6.20   5/25/2016     EUR      62.70
Deutsche Bank AG         5.20   5/25/2016     EUR      59.70
Deutsche Bank AG         6.20   5/25/2016     EUR      60.10
HSBC Trinkaus & Burk    11.60   3/25/2016     EUR      74.10
Deutsche Bank AG         8.20   5/25/2016     EUR      68.90
Deutsche Bank AG         8.20   5/25/2016     EUR      53.70
Deutsche Bank AG         8.20   5/25/2016     EUR      74.80
HSBC Trinkaus & Burk    12.90   3/25/2016     EUR      69.20
Deutsche Bank AG         8.20   4/20/2016     EUR      56.90
Deutsche Bank AG         8.20   4/20/2016     EUR      60.90
Deutsche Bank AG         6.20   4/20/2016     EUR      73.60
Deutsche Bank AG         6.20   4/20/2016     EUR      66.20
Deutsche Bank AG         5.20   4/20/2016     EUR      58.50
Deutsche Bank AG         6.20   4/20/2016     EUR      56.30
Deutsche Bank AG         5.20   4/20/2016     EUR      65.40
Deutsche Bank AG         5.20   4/20/2016     EUR      62.50
Vontobel Financial P     9.00   4/22/2016     EUR      61.22
Deutsche Bank AG         5.20   7/20/2016     EUR      63.00
Deutsche Bank AG         5.20   8/24/2016     EUR      66.10
Deutsche Bank AG         6.20   5/25/2016     EUR      65.80
Deutsche Bank AG         6.20   5/25/2016     EUR      70.50
Deutsche Bank AG         5.20   5/25/2016     EUR      67.20
Deutsche Bank AG         5.20   5/25/2016     EUR      65.40
Zurcher Kantonalbank    10.00   3/24/2016     EUR      55.14
UBS AG                  13.75   6/24/2016     EUR      70.89
DZ Bank AG Deutsche      5.25   3/29/2016     EUR      55.15
DZ Bank AG Deutsche     11.50  12/28/2015     EUR      62.32
DZ Bank AG Deutsche      8.75   3/29/2016     EUR      66.72
DZ Bank AG Deutsche      5.75   3/29/2016     EUR      61.96
DZ Bank AG Deutsche      7.75   6/24/2016     EUR      60.39
HSBC Trinkaus & Burk     6.30   6/24/2016     EUR      56.08
HSBC Trinkaus & Burk     9.70  12/28/2015     EUR      69.96
HSBC Trinkaus & Burk     6.80   2/26/2016     EUR      62.12
Leonteq Securities A     9.92   5/29/2017     EUR      70.37
UBS AG/London            6.25   5/30/2016     CHF      33.54
UBS AG/London            7.50  11/28/2016     EUR      61.60
UBS AG/London            7.50   5/30/2016     CHF      69.49
HSBC Trinkaus & Burk    12.00  12/28/2015     EUR      71.38
Vontobel Financial P     1.70  12/31/2015     EUR      73.57
Bank Julius Baer & C     6.30    6/6/2016     USD      67.20
Leonteq Securities A    13.00    9/8/2016     USD      68.33
DZ Bank AG Deutsche      5.75   6/20/2016     EUR      71.14
DZ Bank AG Deutsche      5.75   6/20/2016     EUR      56.05
DZ Bank AG Deutsche      8.80  12/28/2015     EUR      50.96
DZ Bank AG Deutsche      8.90  12/28/2015     EUR      63.94
WGZ-Bank AG Westdeut     3.00   6/29/2016     EUR      73.11
WGZ-Bank AG Westdeut     5.00   6/29/2016     EUR      67.73
DZ Bank AG Deutsche      5.40  12/28/2015     EUR      58.53
DZ Bank AG Deutsche      4.50   3/29/2016     EUR      61.63
DZ Bank AG Deutsche     10.25   6/24/2016     EUR      69.96
DZ Bank AG Deutsche      5.40   6/20/2016     EUR      67.37
Vontobel Financial P     5.10    9/9/2016     EUR      69.85
Vontobel Financial P     6.85    9/9/2016     EUR      67.21
Vontobel Financial P     4.15   12/9/2016     EUR      63.85
Vontobel Financial P     5.25   6/17/2016     EUR      69.06
Vontobel Financial P     6.30   12/9/2016     EUR      60.70
Vontobel Financial P     7.55   12/9/2016     EUR      59.57
Vontobel Financial P     9.10    9/9/2016     EUR      74.73
Vontobel Financial P     7.50  12/12/2016     EUR      64.89
Vontobel Financial P     4.25    9/9/2016     EUR      68.28
DZ Bank AG Deutsche      4.75   3/21/2016     EUR      54.90
DZ Bank AG Deutsche      5.75   6/20/2016     EUR      56.05
DZ Bank AG Deutsche      6.25   9/23/2016     EUR      57.77
Goldman Sachs & Co W     5.00   4/20/2016     EUR      65.49
Goldman Sachs & Co W    10.00   4/20/2016     EUR      67.05
Goldman Sachs & Co W     7.00   9/21/2016     EUR      65.88
Goldman Sachs & Co W     9.00   9/21/2016     EUR      67.34
DZ Bank AG Deutsche      5.00   9/19/2016     EUR      73.23
Vontobel Financial P     3.60    9/9/2016     EUR      61.22
Goldman Sachs & Co W     8.00   4/20/2016     EUR      52.15
Goldman Sachs & Co W    11.00   4/20/2016     EUR      53.08
Goldman Sachs & Co W     8.00   9/21/2016     EUR      53.76
Goldman Sachs & Co W    10.00   9/21/2016     EUR      55.22
Goldman Sachs & Co W    10.00   9/21/2016     EUR      55.22
Goldman Sachs & Co W     5.00   4/20/2016     EUR      59.95
Goldman Sachs & Co W     6.00   6/22/2016     EUR      60.53
Goldman Sachs & Co W     6.00   9/21/2016     EUR      61.86
Goldman Sachs & Co W     6.00   9/21/2016     EUR      61.86
Goldman Sachs & Co W     8.00   9/21/2016     EUR      63.32
UBS AG                   9.15   9/16/2016     CHF      61.17
Commerzbank AG           6.75   3/11/2016     EUR      47.66
Vontobel Financial P     9.50   6/24/2016     EUR      57.27
Vontobel Financial P     9.40   3/29/2016     EUR      56.59
Vontobel Financial P     2.95   6/10/2016     EUR      70.93
Vontobel Financial P     6.50   6/24/2016     EUR      65.82
Landesbank Hessen-Th     6.75   4/17/2020     EUR      70.49
LBBW                     3.50   7/27/2018     EUR      64.44
Commerzbank AG           5.75   3/24/2016     EUR      70.99
Vontobel Financial P     3.15    9/9/2016     EUR      69.63
Vontobel Financial P     2.75   6/10/2016     EUR      69.08
Commerzbank AG           4.00   3/24/2016     EUR      74.07
Commerzbank AG           6.00   3/24/2016     EUR      70.92
DZ Bank AG Deutsche     10.10   6/22/2016     EUR      66.59
DZ Bank AG Deutsche      6.10   6/22/2016     EUR      70.01
Commerzbank AG           5.00   3/24/2016     EUR      58.22
Commerzbank AG           7.00   3/24/2016     EUR      55.36
Commerzbank AG          11.00   3/24/2016     EUR      51.61
Commerzbank AG           8.50   3/24/2016     EUR      58.25
Commerzbank AG           3.75   3/24/2016     EUR      65.63
Commerzbank AG           7.75   3/24/2016     EUR      59.85
UBS AG                   3.60   12/9/2016     EUR      70.10
UniCredit Bank AG        5.25   6/23/2016     EUR      65.65
UniCredit Bank AG        4.20   6/23/2016     EUR      67.22
UniCredit Bank AG        4.20   6/23/2016     EUR      62.74
UniCredit Bank AG        5.00   6/23/2016     EUR      57.59
UniCredit Bank AG        4.20   6/23/2016     EUR      74.87
UniCredit Bank AG        4.40   6/23/2016     EUR      65.10
Notenstein La Roche      4.50   3/27/2018     EUR      61.94
UniCredit Bank AG        4.10   6/23/2016     EUR      68.32
UniCredit Bank AG        4.80   6/23/2016     EUR      63.17
UniCredit Bank AG        4.40   6/23/2016     EUR      61.37
UniCredit Bank AG        4.30   6/23/2016     EUR      74.29
UniCredit Bank AG        4.25   6/23/2016     EUR      66.12
UniCredit Bank AG        4.60   6/23/2016     EUR      60.03
UniCredit Bank AG        4.20   6/23/2016     EUR      68.85
UniCredit Bank AG        5.50   6/23/2016     EUR      64.66
UniCredit Bank AG        5.00   6/23/2016     EUR      66.65
UniCredit Bank AG        4.00   6/23/2016     EUR      69.46
UniCredit Bank AG        4.35   6/23/2016     EUR      67.98
UniCredit Bank AG        4.00   6/23/2016     EUR      70.01
UniCredit Bank AG        4.60   6/23/2016     EUR      64.13
UniCredit Bank AG        4.75   6/23/2016     EUR      67.71
Vontobel Financial P    10.00   3/29/2016     EUR      56.34
LBBW                     2.50   6/23/2017     EUR      73.41
LBBW                     4.50   6/23/2017     EUR      69.66
DZ Bank AG Deutsche      4.75  12/28/2015     EUR      56.87
DZ Bank AG Deutsche      6.50   9/19/2016     EUR      58.72
DZ Bank AG Deutsche      8.00   9/19/2016     EUR      58.98
DZ Bank AG Deutsche      6.50   9/19/2016     EUR      57.89
DZ Bank AG Deutsche      6.70   9/19/2016     EUR      67.61
DZ Bank AG Deutsche      6.50   3/21/2016     EUR      62.00
DZ Bank AG Deutsche      5.40   9/19/2016     EUR      63.61
Bank J Safra Sarasin     5.00   5/26/2016     CHF      65.66
Deutsche Bank AG         6.20   3/22/2016     EUR      62.40
Deutsche Bank AG         6.20   6/21/2016     EUR      68.90
Deutsche Bank AG         5.20   9/20/2016     EUR      66.40
Deutsche Bank AG         8.20   3/22/2016     EUR      66.20
Deutsche Bank AG         8.20   3/22/2016     EUR      62.90
Deutsche Bank AG         3.20   3/22/2016     EUR      69.80
Deutsche Bank AG         3.20   3/22/2016     EUR      65.00
Deutsche Bank AG         3.20   6/21/2016     EUR      67.40
Deutsche Bank AG         4.20   6/21/2016     EUR      63.30
Deutsche Bank AG         4.20   8/24/2016     EUR      68.40
Deutsche Bank AG         4.20   3/22/2016     EUR      67.90
Deutsche Bank AG         3.20   3/22/2016     EUR      61.70
Deutsche Bank AG         4.20   6/21/2016     EUR      67.90
Deutsche Bank AG         4.20   6/21/2016     EUR      64.90
Societe Generale SA      0.52   5/20/2016     USD      66.86
Deutsche Bank AG         4.20   8/24/2016     EUR      60.10
Deutsche Bank AG         4.20   7/20/2016     EUR      68.20
Deutsche Bank AG         4.20   8/24/2016     EUR      57.50
Deutsche Bank AG         4.20   8/24/2016     EUR      62.90
Deutsche Bank AG         4.20   8/24/2016     EUR      65.90
Deutsche Bank AG         4.20   7/20/2016     EUR      71.40
Deutsche Bank AG         4.20   8/24/2016     EUR      65.50
Deutsche Bank AG         4.20   7/20/2016     EUR      59.80
Deutsche Bank AG         4.20   8/24/2016     EUR      68.40
Deutsche Bank AG         6.20   6/21/2016     EUR      71.40
Deutsche Bank AG         5.20   9/20/2016     EUR      67.10
Deutsche Bank AG         6.20  12/20/2016     EUR      73.70
Deutsche Bank AG         5.20  12/20/2016     EUR      68.20
Deutsche Bank AG         6.20  12/20/2016     EUR      67.10
Deutsche Bank AG         5.20  12/20/2016     EUR      64.80
Deutsche Bank AG         5.20   7/20/2016     EUR      66.40
Deutsche Bank AG         5.20   7/20/2016     EUR      68.70
Deutsche Bank AG         5.20   7/20/2016     EUR      71.20
Deutsche Bank AG         5.20   8/24/2016     EUR      69.10
Deutsche Bank AG         5.20   7/20/2016     EUR      60.40
Deutsche Bank AG         6.20   8/24/2016     EUR      64.20
Deutsche Bank AG         5.20   8/24/2016     EUR      63.50
Deutsche Bank AG         5.20   7/20/2016     EUR      55.40
Deutsche Bank AG         5.20   8/24/2016     EUR      58.20
Deutsche Bank AG         5.20   8/24/2016     EUR      63.40
DZ Bank AG Deutsche      5.50   3/29/2016     EUR      42.06
Deutsche Bank AG         5.20   7/20/2016     EUR      74.10
Deutsche Bank AG         6.20   7/20/2016     EUR      74.70
Deutsche Bank AG         5.20   7/20/2016     EUR      60.40
Deutsche Bank AG         6.20   8/24/2016     EUR      64.10
HSBC Trinkaus & Burk     5.03   3/24/2016     EUR      54.02
HSBC Trinkaus & Burk    14.30   3/25/2016     EUR      42.93
HSBC Trinkaus & Burk    10.90   1/22/2016     EUR      44.22
Deutsche Bank AG         5.20   8/24/2016     EUR      74.40
Deutsche Bank AG         6.20   7/20/2016     EUR      69.30
Deutsche Bank AG         6.20   8/24/2016     EUR      61.50
HSBC Trinkaus & Burk    11.70  12/28/2015     EUR      73.49
HSBC Trinkaus & Burk     7.90   4/22/2016     EUR      52.39
HSBC Trinkaus & Burk    10.20  12/28/2015     EUR      56.64
HSBC Trinkaus & Burk     6.90   4/22/2016     EUR      63.22
HSBC Trinkaus & Burk     6.20  12/28/2015     EUR      64.14
HSBC Trinkaus & Burk     7.10   4/22/2016     EUR      66.34
HSBC Trinkaus & Burk     8.30   6/24/2016     EUR      52.51
Deutsche Bank AG         5.20   5/25/2016     EUR      59.80
Deutsche Bank AG         5.20   5/25/2016     EUR      65.10
HSBC Trinkaus & Burk    12.50   3/25/2016     EUR      59.45
Deutsche Bank AG         5.20   5/25/2016     EUR      62.30
HSBC Trinkaus & Burk     7.70   4/22/2016     EUR      64.43
HSBC Trinkaus & Burk    10.50  12/28/2015     EUR      63.94
Deutsche Bank AG         4.20   5/25/2016     EUR      62.30
Deutsche Bank AG         4.20   5/25/2016     EUR      67.70
HSBC Trinkaus & Burk    16.40  12/28/2015     EUR      69.47
HSBC Trinkaus & Burk    13.80   3/25/2016     EUR      71.32
Deutsche Bank AG         8.20   5/25/2016     EUR      66.10
Deutsche Bank AG         8.20   5/25/2016     EUR      58.60
HSBC Trinkaus & Burk    17.30  12/28/2015     EUR      73.12
HSBC Trinkaus & Burk    15.70  12/28/2015     EUR      72.84
HSBC Trinkaus & Burk    13.20   3/25/2016     EUR      74.08
Deutsche Bank AG         8.20   5/25/2016     EUR      55.90
Deutsche Bank AG         8.20   4/20/2016     EUR      66.80
Deutsche Bank AG         8.20   4/20/2016     EUR      74.10
Deutsche Bank AG         5.20   4/20/2016     EUR      73.30
Deutsche Bank AG         6.20   4/20/2016     EUR      71.00
Deutsche Bank AG         5.20   4/20/2016     EUR      68.20
Deutsche Bank AG         5.20   4/20/2016     EUR      61.30
Deutsche Bank AG         6.20   4/20/2016     EUR      58.80
Deutsche Bank AG         5.20   4/20/2016     EUR      55.90
Deutsche Bank AG         5.20   4/20/2016     EUR      59.90
Deutsche Bank AG         6.20   8/24/2016     EUR      69.80
Deutsche Bank AG         5.20   5/25/2016     EUR      70.10
Deutsche Bank AG         6.20   5/25/2016     EUR      73.10
UBS AG                   8.25   6/24/2016     EUR      62.43
DZ Bank AG Deutsche      7.50   3/29/2016     EUR      74.34
UBS AG                   7.25   6/24/2016     EUR      70.05
DZ Bank AG Deutsche     10.75  12/28/2015     EUR      74.90
DZ Bank AG Deutsche     10.25   3/29/2016     EUR      51.63
DZ Bank AG Deutsche      5.25   3/29/2016     EUR      68.52
DZ Bank AG Deutsche     10.25   3/29/2016     EUR      68.85
DZ Bank AG Deutsche     10.50  12/28/2015     EUR      55.37
HSBC Trinkaus & Burk     8.90   2/26/2016     EUR      65.62
HSBC Trinkaus & Burk    12.50   3/25/2016     EUR      71.96
HSBC Trinkaus & Burk    13.70   3/25/2016     EUR      68.46
Vontobel Financial P    10.50   3/29/2016     EUR      73.03
DZ Bank AG Deutsche      6.00   3/21/2016     EUR      72.27
DZ Bank AG Deutsche      5.25   3/21/2016     EUR      55.02
DZ Bank AG Deutsche     11.60  12/28/2015     EUR      48.75
Vontobel Financial P     7.00   6/24/2016     EUR      66.06
WGZ-Bank AG Westdeut     4.00   6/29/2016     EUR      70.32
WGZ-Bank AG Westdeut     6.00   6/29/2016     EUR      66.78
WGZ-Bank AG Westdeut     3.25   6/29/2016     EUR      65.58
WGZ-Bank AG Westdeut     4.25   6/29/2016     EUR      62.98
WGZ-Bank AG Westdeut     6.50   6/29/2016     EUR      59.95
DZ Bank AG Deutsche      8.70   3/29/2016     EUR      72.11
DZ Bank AG Deutsche      5.25   6/24/2016     EUR      44.62
Commerzbank AG           6.76   6/22/2017     EUR      65.38
Leonteq Securities A    20.00   2/29/2016     USD      48.36
Vontobel Financial P     5.40   12/9/2016     EUR      70.50
Vontobel Financial P     8.80    9/9/2016     EUR      65.06
Vontobel Financial P     5.15   12/9/2016     EUR      62.10
Vontobel Financial P     4.25    9/9/2016     EUR      63.32
Vontobel Financial P     6.90    9/9/2016     EUR      59.79
Vontobel Financial P     6.20   6/10/2016     EUR      65.05
BNP Paribas Emission     6.50   1/21/2016     EUR      71.54
UniCredit Bank AG        5.10    7/1/2016     EUR      64.85
DZ Bank AG Deutsche      5.75   9/19/2016     EUR      57.34
DZ Bank AG Deutsche      9.00  12/28/2015     EUR      52.15
Goldman Sachs & Co W    10.00   4/20/2016     EUR      67.05
Goldman Sachs & Co W     6.00   9/21/2016     EUR      65.15
Goldman Sachs & Co W     9.00   9/21/2016     EUR      67.34
Goldman Sachs & Co W     8.00   9/21/2016     EUR      66.61
DZ Bank AG Deutsche      5.10   3/21/2016     EUR      74.22
DZ Bank AG Deutsche      5.50   9/19/2016     EUR      66.20
Goldman Sachs & Co W    10.00   4/20/2016     EUR      52.77
Goldman Sachs & Co W    11.00   4/20/2016     EUR      53.08
Goldman Sachs & Co W    10.00   9/21/2016     EUR      55.22
Goldman Sachs & Co W     8.00   4/20/2016     EUR      60.88
Goldman Sachs & Co W     9.00   4/20/2016     EUR      61.20
Goldman Sachs & Co W     9.00   4/20/2016     EUR      61.20
Goldman Sachs & Co W     5.00   6/22/2016     EUR      60.05
Goldman Sachs & Co W     9.00   6/22/2016     EUR      61.98
Goldman Sachs & Co W     5.00   9/21/2016     EUR      61.13
Goldman Sachs & Co W     8.00   9/21/2016     EUR      63.32
Goldman Sachs & Co W     8.00   9/21/2016     EUR      63.32
Vontobel Financial P     6.55   9/23/2016     EUR      70.38
Vontobel Financial P     8.30   9/23/2016     EUR      58.69
BNP Paribas Emission     3.25  11/24/2017     EUR      71.02
Vontobel Financial P     8.20   6/24/2016     EUR      63.06
Vontobel Financial P     8.20   3/29/2016     EUR      61.83
Vontobel Financial P     7.15   9/23/2016     EUR      64.27
Vontobel Financial P     6.05    9/9/2016     EUR      56.48
Vontobel Financial P     1.95   3/18/2016     EUR      71.34
Vontobel Financial P     3.55    9/9/2016     EUR      70.81
DZ Bank AG Deutsche      5.20   3/21/2016     EUR      60.36
Vontobel Financial P     7.00   6/24/2016     EUR      66.15
LBBW                     3.40   7/27/2018     EUR      69.64
Commerzbank AG           4.75   3/24/2016     EUR      73.04
Commerzbank AG           6.75   3/24/2016     EUR      69.43
Commerzbank AG           8.75   3/24/2016     EUR      66.60
Vontobel Financial P     8.15   6/24/2016     EUR      61.51
Commerzbank AG           5.00   3/24/2016     EUR      72.44
Commerzbank AG           4.00   3/24/2016     EUR      59.99
Commerzbank AG           6.00   3/24/2016     EUR      56.89
Commerzbank AG           8.00   3/24/2016     EUR      54.20
Commerzbank AG           9.00   3/24/2016     EUR      53.38
Commerzbank AG          10.00   3/24/2016     EUR      52.35
Commerzbank AG           4.25   3/24/2016     EUR      64.05
Commerzbank AG           5.25   3/24/2016     EUR      62.30
Commerzbank AG           7.50   3/24/2016     EUR      59.45
Commerzbank AG           9.25   3/24/2016     EUR      57.34
Commerzbank AG           6.75   3/24/2016     EUR      61.09
UBS AG                   3.30   12/9/2016     EUR      66.50
UBS AG                   2.60   12/9/2016     EUR      72.90
DekaBank Deutsche Gi     3.15    2/3/2017     EUR      61.39
UBS AG                   3.70   6/10/2016     EUR      65.88
UniCredit Bank AG        4.35   6/23/2016     EUR      73.95
UniCredit Bank AG        4.30   6/23/2016     EUR      62.03
UniCredit Bank AG        4.30   6/23/2016     EUR      68.26
UniCredit Bank AG        4.10   6/23/2016     EUR      69.44
UniCredit Bank AG        4.90   6/23/2016     EUR      58.16
UniCredit Bank AG        4.50   6/23/2016     EUR      68.81
UniCredit Bank AG        4.25   6/23/2016     EUR      69.97
UniCredit Bank AG        5.00   6/23/2016     EUR      62.27
UniCredit Bank AG        4.70   6/23/2016     EUR      59.40
UniCredit Bank AG        4.05   6/23/2016     EUR      69.74
Vontobel Financial P    10.15   3/29/2016     EUR      74.54
LBBW                     4.50   6/23/2017     EUR      51.69
Notenstein La Roche      4.20   4/10/2018     EUR      63.47
UBS AG/London            6.75    4/1/2016     CHF      57.24
HSBC Trinkaus & Burk     6.00   4/26/2016     EUR      73.00
UBS AG/London            3.20   12/9/2016     EUR      64.73
UBS AG/London            4.10   3/11/2016     EUR      64.21
Notenstein Finance G     9.00    4/1/2019     EUR      50.64
Vontobel Financial P     7.70   6/10/2016     EUR      58.90
Vontobel Financial P     6.30   6/10/2016     EUR      60.64
Vontobel Financial P     5.00   6/10/2016     EUR      62.62
Vontobel Financial P     3.85   6/10/2016     EUR      64.87
Vontobel Financial P    10.80   6/10/2016     EUR      56.07
Vontobel Financial P    12.45   6/10/2016     EUR      54.92
Vontobel Financial P     2.80   6/17/2016     EUR      67.43
Vontobel Financial P     9.25   6/10/2016     EUR      57.40
Vontobel Financial P    13.50   3/11/2016     EUR      52.56
Vontobel Financial P    11.40   3/11/2016     EUR      54.06
Vontobel Financial P     9.40   3/11/2016     EUR      55.72
Vontobel Financial P     7.55   3/11/2016     EUR      57.59
Vontobel Financial P     5.85   3/11/2016     EUR      59.68
Vontobel Financial P     4.40   3/11/2016     EUR      62.04
Vontobel Financial P     3.15   3/11/2016     EUR      64.68
Vontobel Financial P    12.15    4/6/2016     EUR      55.89
Vontobel Financial P     8.50   3/11/2016     EUR      73.65
Vontobel Financial P     9.90   3/11/2016     EUR      71.72
Vontobel Financial P    11.35   3/11/2016     EUR      69.90
Vontobel Financial P    10.70   6/10/2016     EUR      72.35
Vontobel Financial P     9.60   6/10/2016     EUR      73.93
Vontobel Financial P     3.30   6/10/2016     EUR      62.17
Vontobel Financial P     7.30   6/10/2016     EUR      59.02
Vontobel Financial P     9.40   6/10/2016     EUR      57.04
Vontobel Financial P     8.05   6/10/2016     EUR      58.09
Vontobel Financial P     5.40   6/10/2016     EUR      61.41
Vontobel Financial P     3.70   6/10/2016     EUR      64.26
Vontobel Financial P     6.50   6/10/2016     EUR      59.92
Vontobel Financial P     3.10   3/11/2016     EUR      64.26
Vontobel Financial P     5.00   3/11/2016     EUR      60.90
Vontobel Financial P     7.25   3/11/2016     EUR      58.03
Vontobel Financial P     8.30   3/11/2016     EUR      57.01
Vontobel Financial P     9.95   3/11/2016     EUR      55.60
Vontobel Financial P     8.25   6/10/2016     EUR      69.85
Vontobel Financial P     8.55    9/9/2016     EUR      67.06
Vontobel Financial P     6.35    9/9/2016     EUR      69.98
Vontobel Financial P     4.45    9/9/2016     EUR      73.64
Vontobel Financial P     4.90   3/11/2016     EUR      72.63
Vontobel Financial P     7.80   3/11/2016     EUR      67.96
Vontobel Financial P     5.75   6/10/2016     EUR      73.11
Vontobel Financial P     4.45   6/10/2016     EUR      59.77
Vontobel Financial P     5.90    9/9/2016     EUR      61.89
Vontobel Financial P     4.80    9/9/2016     EUR      63.63
Vontobel Financial P     3.80    9/9/2016     EUR      65.62
Vontobel Financial P     2.90    9/9/2016     EUR      67.92
Vontobel Financial P     8.30    9/9/2016     EUR      59.08
Vontobel Financial P     9.55    9/9/2016     EUR      57.94
Vontobel Financial P     7.05    9/9/2016     EUR      60.37
DZ Bank AG Deutsche     10.30   3/23/2016     EUR      69.43
WGZ-Bank AG Westdeut     4.50   9/27/2016     EUR      66.91
Vontobel Financial P     5.80   6/10/2016     EUR      55.66
Goldman Sachs & Co W     7.00   4/20/2016     EUR      71.95
Goldman Sachs & Co W    11.00   4/20/2016     EUR      73.20
Goldman Sachs & Co W    11.00   4/20/2016     EUR      73.20
Goldman Sachs & Co W    11.00   4/20/2016     EUR      73.20
Goldman Sachs & Co W     7.00   2/24/2016     EUR      57.16
Vontobel Financial P     3.55   3/11/2016     EUR      71.66
Vontobel Financial P     6.50   3/11/2016     EUR      73.77
Vontobel Financial P     6.50   6/10/2016     EUR      55.98
Vontobel Financial P     5.75   3/11/2016     EUR      54.85
Goldman Sachs & Co W    10.00   3/23/2016     EUR      58.37
Goldman Sachs & Co W    10.00   3/23/2016     EUR      58.37
Vontobel Financial P     4.85   6/10/2016     EUR      74.96
Vontobel Financial P     4.80   3/11/2016     EUR      68.24
Vontobel Financial P     6.60   3/11/2016     EUR      70.91
Vontobel Financial P     5.60   6/10/2016     EUR      71.89
DekaBank Deutsche Gi     2.80   9/16/2016     EUR      68.14
Commerzbank AG           6.00   3/24/2016     EUR      50.82
Vontobel Financial P    12.95  12/23/2016     EUR      72.73
Vontobel Financial P    13.90  12/23/2016     EUR      69.58
Vontobel Financial P    13.95  12/23/2016     EUR      71.73
Vontobel Financial P    12.85  12/23/2016     EUR      57.27
Vontobel Financial P     7.50   4/22/2016     EUR      70.40
Vontobel Financial P    10.00   4/22/2016     EUR      69.34
DekaBank Deutsche Gi     2.50   3/31/2017     EUR      69.49
DZ Bank AG Deutsche      5.00  12/28/2015     EUR      74.51
DZ Bank AG Deutsche      6.70  12/28/2015     EUR      70.32
DZ Bank AG Deutsche      7.30  12/28/2015     EUR      69.03
DZ Bank AG Deutsche      5.30   3/29/2016     EUR      74.23
DZ Bank AG Deutsche      6.00  12/28/2015     EUR      71.28
DZ Bank AG Deutsche      6.50  12/28/2015     EUR      69.92
DZ Bank AG Deutsche      7.25   9/23/2016     EUR      51.63
DZ Bank AG Deutsche      8.25   9/23/2016     EUR      52.37
DZ Bank AG Deutsche      8.50   3/29/2016     EUR      71.33
DZ Bank AG Deutsche      8.25   6/24/2016     EUR      73.23
DZ Bank AG Deutsche      6.75   9/23/2016     EUR      73.94
DZ Bank AG Deutsche      7.50   9/23/2016     EUR      74.49
DZ Bank AG Deutsche      5.00   9/23/2016     EUR      68.39
DZ Bank AG Deutsche      7.00   9/23/2016     EUR      52.56
DZ Bank AG Deutsche      7.50   6/24/2016     EUR      61.69
Zurcher Kantonalbank     7.12   4/15/2016     EUR      66.41
Credit Suisse AG/Nas     6.25  10/17/2016     EUR      56.90
Bank Julius Baer & C     8.90   4/15/2016     CHF      72.35
DZ Bank AG Deutsche      5.25   3/29/2016     EUR      68.23
DZ Bank AG Deutsche      5.25   3/29/2016     EUR      73.37
DZ Bank AG Deutsche     16.00   3/29/2016     EUR      25.45
DZ Bank AG Deutsche      5.50   3/29/2016     EUR      64.64
DZ Bank AG Deutsche      9.25   3/29/2016     EUR      66.50
Notenstein La Roche      8.30  10/17/2016     USD      51.10
Notenstein La Roche      7.30  10/17/2016     EUR      59.78
Notenstein La Roche      7.24  10/13/2016     EUR      61.56
Leonteq Securities A    12.00   7/20/2016     CHF      40.95
Leonteq Securities A    10.00   7/20/2016     CHF      72.96
Leonteq Securities A    10.00   1/20/2016     USD      62.57
Deutsche Bank AG         7.20   3/22/2016     EUR      74.60
Deutsche Bank AG         6.20   3/22/2016     EUR      74.40
Deutsche Bank AG         5.20   9/20/2016     EUR      74.00
Deutsche Bank AG         6.20   9/20/2016     EUR      74.70
Deutsche Bank AG         7.20   6/21/2016     EUR      73.80
Deutsche Bank AG         5.20   3/22/2016     EUR      74.10
Deutsche Bank AG         6.20   6/21/2016     EUR      73.30
Deutsche Bank AG         5.20   6/21/2016     EUR      72.80
Vontobel Financial P     9.00   3/29/2016     EUR      53.46
Vontobel Financial P    10.40  12/28/2015     EUR      44.00
Vontobel Financial P    13.75  12/28/2015     EUR      41.47
Vontobel Financial P     9.85  12/28/2015     EUR      74.10
Vontobel Financial P    11.40   3/29/2016     EUR      51.08
Zurcher Kantonalbank     6.50   4/10/2018     CHF      67.27
Vontobel Financial P    11.00  12/28/2015     EUR      72.65
Vontobel Financial P     9.60   3/29/2016     EUR      68.17
Vontobel Financial P    11.25  12/28/2015     EUR      67.78
Vontobel Financial P    10.90  12/28/2015     EUR      72.93
Landesbank Hessen-Th     9.50   5/15/2020     EUR      74.13
Deutsche Bank AG         6.20   3/22/2016     EUR      65.10
Deutsche Bank AG         5.20   3/22/2016     EUR      64.90
Deutsche Bank AG         5.20   3/22/2016     EUR      61.10
Deutsche Bank AG         6.20   3/22/2016     EUR      61.40
Deutsche Bank AG         6.20   3/22/2016     EUR      58.10
Deutsche Bank AG         5.20   3/22/2016     EUR      57.80
Deutsche Bank AG         5.20   3/22/2016     EUR      54.80
Deutsche Bank AG         6.20   3/22/2016     EUR      55.10
Deutsche Bank AG         6.20   6/21/2016     EUR      65.40
Deutsche Bank AG         5.20   6/21/2016     EUR      64.90
Deutsche Bank AG         6.20   6/21/2016     EUR      61.80
Deutsche Bank AG         5.20   6/21/2016     EUR      61.30
Deutsche Bank AG         6.20   6/21/2016     EUR      58.60
Deutsche Bank AG         5.20   6/21/2016     EUR      58.10
Deutsche Bank AG         5.20   6/21/2016     EUR      55.20
Deutsche Bank AG         6.20   6/21/2016     EUR      55.70
Deutsche Bank AG         6.20   9/20/2016     EUR      66.70
Deutsche Bank AG         5.20   9/20/2016     EUR      65.90
Deutsche Bank AG         6.20   9/20/2016     EUR      63.20
Deutsche Bank AG         5.20   9/20/2016     EUR      62.40
Deutsche Bank AG         5.20   9/20/2016     EUR      59.30
Deutsche Bank AG         6.20   9/20/2016     EUR      60.00
Deutsche Bank AG         5.20   9/20/2016     EUR      56.40
Deutsche Bank AG         6.20   9/20/2016     EUR      57.20
Goldman Sachs & Co W    20.00   3/23/2016     EUR      69.17
Goldman Sachs & Co W    14.00   5/25/2016     EUR      74.30
Goldman Sachs & Co W    19.00   5/25/2016     EUR      70.13
Goldman Sachs & Co W    18.00   5/25/2016     EUR      70.65
Goldman Sachs & Co W    21.00   5/25/2016     EUR      67.85
Goldman Sachs & Co W    22.00   4/20/2016     EUR      62.81
Goldman Sachs & Co W    13.00   5/25/2016     EUR      71.06
Goldman Sachs & Co W    18.00   5/25/2016     EUR      66.22
Goldman Sachs & Co W    21.00   5/25/2016     EUR      64.50
Goldman Sachs & Co W    22.00   4/20/2016     EUR      59.73
Goldman Sachs & Co W     9.00   5/25/2016     EUR      72.48
Goldman Sachs & Co W    15.00   5/25/2016     EUR      65.96
Goldman Sachs & Co W    18.00   5/25/2016     EUR      63.49
Goldman Sachs & Co W    22.00   5/25/2016     EUR      61.84
Goldman Sachs & Co W     8.00   9/21/2016     EUR      71.50
Goldman Sachs & Co W    22.00   2/24/2016     EUR      61.05
Goldman Sachs & Co W     6.00   5/25/2016     EUR      74.70
Goldman Sachs & Co W     8.00   5/25/2016     EUR      71.73
Goldman Sachs & Co W    10.00   5/25/2016     EUR      69.14
Goldman Sachs & Co W    15.00   5/25/2016     EUR      65.27
Goldman Sachs & Co W    18.00   5/25/2016     EUR      63.92
Goldman Sachs & Co W     5.00   5/25/2016     EUR      62.80
Goldman Sachs & Co W     6.00   5/25/2016     EUR      60.26
Goldman Sachs & Co W     9.00   5/25/2016     EUR      56.31
Goldman Sachs & Co W    14.00   5/25/2016     EUR      52.06
Goldman Sachs & Co W    20.00   5/25/2016     EUR      49.54
Goldman Sachs & Co W    22.00   5/25/2016     EUR      49.02
Goldman Sachs & Co W    21.00   6/22/2016     EUR      49.95
Goldman Sachs & Co W    14.00   5/25/2016     EUR      73.53
Goldman Sachs & Co W    22.00   3/23/2016     EUR      67.05
Goldman Sachs & Co W    14.00   5/25/2016     EUR      74.26
Goldman Sachs & Co W    19.00   5/25/2016     EUR      69.59
Goldman Sachs & Co W     5.00   5/25/2016     EUR      68.45
Goldman Sachs & Co W    10.00   5/25/2016     EUR      59.92
Goldman Sachs & Co W    15.00   5/25/2016     EUR      55.83
Goldman Sachs & Co W    19.00   5/25/2016     EUR      54.06
Goldman Sachs & Co W    23.00   3/23/2016     EUR      65.70
Goldman Sachs & Co W    15.00   5/25/2016     EUR      73.83
Vontobel Financial P     3.85   6/24/2016     EUR      62.42
Vontobel Financial P     3.05   3/29/2016     EUR      63.46
Vontobel Financial P     3.55  12/23/2016     EUR      63.33
Vontobel Financial P     3.70   9/23/2016     EUR      63.03
Vontobel Financial P     3.25  12/23/2016     EUR      68.78
Vontobel Financial P     3.45   9/23/2016     EUR      68.42
Vontobel Financial P     3.70   6/24/2016     EUR      67.91
Vontobel Financial P     3.00   3/29/2016     EUR      67.89
Societe Generale Eff     2.21  12/29/2015     EUR      72.14
Societe Generale Eff     2.90  12/29/2015     EUR      70.06
Societe Generale Eff     3.65  12/29/2015     EUR      68.13
Societe Generale Eff     4.51  12/29/2015     EUR      66.27
Societe Generale Eff     5.43  12/29/2015     EUR      64.53
Societe Generale Eff     2.65    1/6/2016     EUR      74.44
Societe Generale Eff     3.24    1/6/2016     EUR      72.16
Societe Generale Eff     3.94    1/6/2016     EUR      70.08
Societe Generale Eff     4.70    1/6/2016     EUR      68.12
Societe Generale Eff     5.55    1/6/2016     EUR      66.31
Societe Generale Eff     6.48    1/6/2016     EUR      64.96
Societe Generale Eff     3.96   3/29/2016     EUR      74.68
Societe Generale Eff     4.78   3/29/2016     EUR      72.66
Societe Generale Eff     5.68   3/29/2016     EUR      70.92
Societe Generale Eff     6.64   3/29/2016     EUR      69.33
Societe Generale Eff     5.22    4/7/2016     EUR      74.91
Societe Generale Eff     6.06    4/7/2016     EUR      73.24
Societe Generale Eff     6.97    4/7/2016     EUR      71.40
Societe Generale Eff     7.95    4/7/2016     EUR      69.99
Societe Generale Eff     5.15   6/24/2016     EUR      74.81
Societe Generale Eff     6.03   6/24/2016     EUR      73.33
Societe Generale Eff     6.98   6/24/2016     EUR      71.81
Societe Generale Eff     7.98   6/24/2016     EUR      70.28
Societe Generale Eff     7.13    7/7/2016     EUR      73.69
Societe Generale Eff     8.09    7/7/2016     EUR      72.39
Societe Generale Eff     9.09    7/7/2016     EUR      70.96
Societe Generale Eff     7.36   9/23/2016     EUR      74.74
Societe Generale Eff     8.35   9/23/2016     EUR      73.28
Societe Generale Eff     9.37   9/23/2016     EUR      72.20
Societe Generale Eff     8.47  10/10/2016     EUR      74.09
Societe Generale Eff     9.45  10/10/2016     EUR      72.82
Societe Generale Eff    10.48  10/10/2016     EUR      71.22
Goldman Sachs & Co W    10.00   3/23/2016     EUR      72.16
Goldman Sachs & Co W     6.00   5/25/2016     EUR      72.14
Goldman Sachs & Co W    10.00   5/25/2016     EUR      73.77
Goldman Sachs & Co W     8.00   5/25/2016     EUR      72.95
Goldman Sachs & Co W    11.00   5/25/2016     EUR      74.17
Goldman Sachs & Co W     6.00   6/22/2016     EUR      72.51
Goldman Sachs & Co W    11.00   4/20/2016     EUR      67.36
Goldman Sachs & Co W    11.00   4/20/2016     EUR      67.36
Goldman Sachs & Co W     5.00   5/25/2016     EUR      65.86
Goldman Sachs & Co W     6.00   5/25/2016     EUR      66.27
Goldman Sachs & Co W     8.00   5/25/2016     EUR      67.08
Goldman Sachs & Co W    10.00   5/25/2016     EUR      67.90
Goldman Sachs & Co W    12.00   5/25/2016     EUR      68.72
Goldman Sachs & Co W     7.00   4/20/2016     EUR      51.84
Goldman Sachs & Co W     5.00   5/25/2016     EUR      50.22
Goldman Sachs & Co W     7.00   5/25/2016     EUR      51.04
Goldman Sachs & Co W    10.00   5/25/2016     EUR      52.26
Goldman Sachs & Co W    12.00   5/25/2016     EUR      53.07
Goldman Sachs & Co W    12.00   5/25/2016     EUR      53.07
Goldman Sachs & Co W    12.00   5/25/2016     EUR      53.07
Goldman Sachs & Co W     5.00   5/25/2016     EUR      57.41
Goldman Sachs & Co W     6.00   5/25/2016     EUR      57.82
Goldman Sachs & Co W     7.00   5/25/2016     EUR      58.22
Goldman Sachs & Co W    10.00   5/25/2016     EUR      59.44
Goldman Sachs & Co W     8.00   5/25/2016     EUR      58.63
Goldman Sachs & Co W    10.00   5/25/2016     EUR      59.44
Goldman Sachs & Co W    10.00   5/25/2016     EUR      59.44
Vontobel Financial P     6.90  12/28/2015     EUR      69.32
Vontobel Financial P     5.85   3/29/2016     EUR      71.83
UBS AG/London            9.75   4/11/2016     CHF      51.55
UBS AG/London            7.00   4/11/2016     CHF      55.56
DZ Bank AG Deutsche     13.50  12/28/2015     EUR      66.16
DZ Bank AG Deutsche     10.25   6/24/2016     EUR      71.95
DZ Bank AG Deutsche     10.00  12/28/2015     EUR      52.10
DZ Bank AG Deutsche      8.50   3/29/2016     EUR      55.93
DZ Bank AG Deutsche     12.25   3/29/2016     EUR      53.51
Vontobel Financial P     6.75   4/11/2016     EUR      65.37
DekaBank Deutsche Gi     4.30   10/7/2016     EUR      74.61
DekaBank Deutsche Gi     4.20   10/7/2016     EUR      57.52
DekaBank Deutsche Gi     3.00    4/1/2016     EUR      67.76
Bank Julius Baer & C     9.10   4/14/2016     CHF      73.00
Bank Julius Baer & C    11.10   4/14/2016     EUR      48.05
Vontobel Financial P     8.30   3/29/2016     EUR      58.66
Vontobel Financial P     7.05  12/28/2015     EUR      57.70
Vontobel Financial P    11.60   4/14/2016     EUR      48.00
Vontobel Financial P    10.25  12/28/2015     EUR      54.55
Vontobel Financial P     3.95   3/29/2016     EUR      64.62
DZ Bank AG Deutsche      6.50   3/21/2016     EUR      72.93
DZ Bank AG Deutsche      6.50   6/20/2016     EUR      74.43
DZ Bank AG Deutsche     10.50   3/29/2016     EUR      60.34
BNP Paribas Emission    10.00   1/21/2016     EUR      70.39
BNP Paribas Emission     4.00   1/21/2016     EUR      74.24
BNP Paribas Emission     4.00   7/21/2016     EUR      73.89
BNP Paribas Emission     5.50   7/21/2016     EUR      72.24
DZ Bank AG Deutsche      6.50   3/29/2016     EUR      68.45
Commerzbank AG          15.00   3/24/2016     EUR      61.43
Commerzbank AG           8.50   3/24/2016     EUR      67.51
Commerzbank AG          11.00   1/21/2016     EUR      67.80
Commerzbank AG           9.50   3/24/2016     EUR      69.36
Vontobel Financial P    17.90    4/6/2016     EUR      58.92
Vontobel Financial P     8.50    4/6/2016     EUR      69.72
Commerzbank AG           7.75   3/24/2016     EUR      73.86
Commerzbank AG          10.00   3/24/2016     EUR      70.76
Commerzbank AG           5.00   3/24/2016     EUR      71.94
Commerzbank AG           7.00   3/24/2016     EUR      68.79
Commerzbank AG           9.25   3/24/2016     EUR      66.04
Commerzbank AG           5.75   3/24/2016     EUR      72.61
Commerzbank AG           5.00   3/24/2016     EUR      56.39
Commerzbank AG           7.00   3/24/2016     EUR      53.91
Commerzbank AG           9.25   3/24/2016     EUR      51.79
Commerzbank AG           5.00   3/24/2016     EUR      61.97
Commerzbank AG           7.00   3/24/2016     EUR      59.30
Commerzbank AG           9.25   3/24/2016     EUR      56.98
Commerzbank AG           5.00   3/24/2016     EUR      60.91
Commerzbank AG           7.25   3/24/2016     EUR      58.42
Leonteq Securities A     7.20   4/24/2017     EUR      65.48
HSBC Trinkaus & Burk    13.00   6/24/2016     EUR      49.64
HSBC Trinkaus & Burk    11.00   6/24/2016     EUR      51.10
HSBC Trinkaus & Burk     9.00   6/24/2016     EUR      52.61
HSBC Trinkaus & Burk    13.00   1/22/2016     EUR      46.97
HSBC Trinkaus & Burk    11.20   4/22/2016     EUR      49.55
HSBC Trinkaus & Burk    12.50  12/28/2015     EUR      73.17
HSBC Trinkaus & Burk    13.00   6/24/2016     EUR      72.63
HSBC Trinkaus & Burk    13.20  12/28/2015     EUR      64.71
HSBC Trinkaus & Burk     7.60  12/28/2015     EUR      71.05
HSBC Trinkaus & Burk    13.00   6/24/2016     EUR      68.45
HSBC Trinkaus & Burk    10.70   6/24/2016     EUR      70.96
HSBC Trinkaus & Burk     8.60   9/23/2016     EUR      73.87
HSBC Trinkaus & Burk    10.80   1/22/2016     EUR      68.47
HSBC Trinkaus & Burk     9.50   4/22/2016     EUR      70.53
HSBC Trinkaus & Burk    13.20   6/24/2016     EUR      62.05
HSBC Trinkaus & Burk    11.80   6/24/2016     EUR      63.21
HSBC Trinkaus & Burk     7.70   6/24/2016     EUR      67.45
HSBC Trinkaus & Burk     8.10   9/23/2016     EUR      67.29
HSBC Trinkaus & Burk    13.50   6/24/2016     EUR      49.86
HSBC Trinkaus & Burk    11.90   6/24/2016     EUR      50.66
HSBC Trinkaus & Burk     9.20   9/23/2016     EUR      53.32
HSBC Trinkaus & Burk    11.40   1/22/2016     EUR      48.63
HSBC Trinkaus & Burk     9.90   4/22/2016     EUR      51.03
HSBC Trinkaus & Burk    11.90  12/28/2015     EUR      67.12
HSBC Trinkaus & Burk    12.20   6/24/2016     EUR      72.27
HSBC Trinkaus & Burk    12.70  12/28/2015     EUR      52.36
HSBC Trinkaus & Burk    12.00   6/24/2016     EUR      57.06
HSBC Trinkaus & Burk     7.40   6/24/2016     EUR      61.40
HSBC Trinkaus & Burk     8.00   9/23/2016     EUR      61.37
HSBC Trinkaus & Burk     9.70   1/22/2016     EUR      56.68
HSBC Trinkaus & Burk     8.60   4/22/2016     EUR      58.68
HSBC Trinkaus & Burk    15.90   6/24/2016     EUR      62.44
HSBC Trinkaus & Burk    13.70   6/24/2016     EUR      65.04
HSBC Trinkaus & Burk    13.20   6/24/2016     EUR      71.91
HSBC Trinkaus & Burk    10.50   1/22/2016     EUR      74.88
HSBC Trinkaus & Burk    10.80   6/24/2016     EUR      67.07
HSBC Trinkaus & Burk     8.50   6/24/2016     EUR      69.33
HSBC Trinkaus & Burk     7.20   1/22/2016     EUR      70.45
HSBC Trinkaus & Burk     6.40   4/22/2016     EUR      71.92
HSBC Trinkaus & Burk    15.80  12/28/2015     EUR      71.99
HSBC Trinkaus & Burk    13.20   6/24/2016     EUR      71.92
HSBC Trinkaus & Burk    12.00   6/24/2016     EUR      73.18
HSBC Trinkaus & Burk    11.90  12/28/2015     EUR      52.13
HSBC Trinkaus & Burk    12.20  12/28/2015     EUR      59.75
HSBC Trinkaus & Burk     9.30   3/25/2016     EUR      65.87
HSBC Trinkaus & Burk    16.40  12/28/2015     EUR      71.42
HSBC Trinkaus & Burk    16.70  12/28/2015     EUR      71.32
HSBC Trinkaus & Burk    16.90  12/28/2015     EUR      66.73
HSBC Trinkaus & Burk    13.90   6/24/2016     EUR      68.32
HSBC Trinkaus & Burk    12.20   6/24/2016     EUR      70.03
HSBC Trinkaus & Burk     8.90   9/23/2016     EUR      74.90
HSBC Trinkaus & Burk    11.80   1/22/2016     EUR      70.73
HSBC Trinkaus & Burk    10.20   4/22/2016     EUR      72.95
Bank Julius Baer & C     6.40   4/18/2016     CHF      69.75
Landesbank Hessen-Th     5.00  11/15/2016     EUR      62.00
Deutsche Bank AG         4.20   9/20/2016     EUR      73.00
Deutsche Bank AG         4.20   3/22/2016     EUR      72.50
Goldman Sachs & Co W    10.00   1/20/2016     EUR      59.08
Goldman Sachs & Co W     6.00   2/24/2016     EUR      59.44
Goldman Sachs & Co W    11.00   2/24/2016     EUR      60.23
Goldman Sachs & Co W    11.00   3/23/2016     EUR      61.03
Vontobel Financial P     3.30   6/10/2016     EUR      70.92
Vontobel Financial P     3.90   6/10/2016     EUR      69.51
Vontobel Financial P     3.90   6/10/2016     EUR      69.51
Vontobel Financial P     2.80   6/10/2016     EUR      72.43
Goldman Sachs & Co W    18.00   1/20/2016     EUR      74.95
Goldman Sachs & Co W    19.00   2/24/2016     EUR      73.92
Goldman Sachs & Co W    20.00   2/24/2016     EUR      72.09
Leonteq Securities A     7.35   3/23/2016     EUR      57.34
Vontobel Financial P     3.60   3/11/2016     EUR      70.43
Vontobel Financial P     3.05   6/10/2016     EUR      70.61
Goldman Sachs & Co W     8.00   1/20/2016     EUR      74.13
Zurcher Kantonalbank    12.03   3/11/2016     EUR      44.10
Leonteq Securities A    11.50    6/1/2016     CHF      71.57
Notenstein La Roche      9.00  11/22/2016     CHF      35.65
UBS AG/London            9.75   5/13/2016     CHF      55.82
Bank Julius Baer & C     7.00   5/25/2016     USD      67.10
Bank Julius Baer & C     6.70   5/25/2016     EUR      63.15
Banque Cantonale Vau     9.10   5/27/2016     EUR      68.28
Leonteq Securities A    10.40    3/9/2016     USD      49.66
Notenstein La Roche      6.50   3/13/2017     EUR      71.39
Leonteq Securities A     9.60    3/9/2016     USD      65.85
Leonteq Securities A    11.00   5/26/2016     EUR      66.67
UniCredit Bank AG        5.50   3/24/2016     EUR      63.94
UniCredit Bank AG        4.30   3/24/2016     EUR      71.34
UniCredit Bank AG        5.20   3/24/2016     EUR      65.63
UniCredit Bank AG        4.65   3/24/2016     EUR      69.01
UniCredit Bank AG        5.35   3/24/2016     EUR      64.78
UniCredit Bank AG        5.00   3/24/2016     EUR      66.82
UniCredit Bank AG        4.10   3/24/2016     EUR      72.74
DZ Bank AG Deutsche      5.60   6/20/2016     EUR      74.63
UniCredit Bank AG        5.10   3/24/2016     EUR      66.22
UniCredit Bank AG        4.80   3/24/2016     EUR      68.05
UniCredit Bank AG        4.25   3/24/2016     EUR      71.68
Vontobel Financial P     5.50   6/24/2016     EUR      61.17
UniCredit Bank AG        4.80   3/24/2016     EUR      73.45
UniCredit Bank AG        4.80   3/24/2016     EUR      68.95
UniCredit Bank AG        4.40   3/24/2016     EUR      72.75
UniCredit Bank AG        5.95   3/24/2016     EUR      61.57
UniCredit Bank AG        5.80   3/24/2016     EUR      62.34
UniCredit Bank AG        4.45   3/24/2016     EUR      70.33
UniCredit Bank AG        4.20   3/24/2016     EUR      72.03
UniCredit Bank AG        4.50   3/24/2016     EUR      71.42
Vontobel Financial P     7.65   5/27/2016     EUR      67.05
UniCredit Bank AG        5.40   3/24/2016     EUR      64.50
UniCredit Bank AG        5.30   3/24/2016     EUR      65.06
UniCredit Bank AG        4.90   3/24/2016     EUR      67.43
UniCredit Bank AG        4.40   3/24/2016     EUR      70.66
UniCredit Bank AG        6.00   3/24/2016     EUR      61.28
UniCredit Bank AG        4.50   3/24/2016     EUR      69.99
Credit Suisse AG/Nas     7.00   9/16/2016     CHF      36.12
UBS AG/London            7.25    3/4/2016     CHF      63.06
DZ Bank AG Deutsche      2.00  12/16/2016     EUR      72.11
HSBC Trinkaus & Burk     4.60   3/25/2016     EUR      65.08
Vontobel Financial P     5.00   9/30/2016     EUR      63.95
Vontobel Financial P     5.70   5/27/2016     EUR      61.72
HSBC Trinkaus & Burk     3.50   3/25/2016     EUR      61.97
DZ Bank AG Deutsche     10.00   3/29/2016     EUR      71.78
DZ Bank AG Deutsche      7.00   3/29/2016     EUR      50.68
HSBC Trinkaus & Burk     4.20  12/28/2015     EUR      73.79
HSBC Trinkaus & Burk     3.70   3/25/2016     EUR      74.51
DZ Bank AG Deutsche      8.50   6/20/2016     EUR      57.36
Bank Julius Baer & C     9.50   5/27/2016     EUR      60.45
WGZ-Bank AG Westdeut     6.00   6/22/2016     EUR      71.19
UniCredit Bank AG        4.00    7/4/2016     EUR      67.28
Vontobel Financial P     2.40   2/26/2016     EUR      73.14
HSBC Trinkaus & Burk    11.10   9/23/2016     EUR      49.23
HSBC Trinkaus & Burk    10.90   5/27/2016     EUR      47.84
DZ Bank AG Deutsche      4.90   6/20/2016     EUR      64.77
HSBC Trinkaus & Burk    13.60   3/25/2016     EUR      69.34
HSBC Trinkaus & Burk    12.10   6/24/2016     EUR      70.83
HSBC Trinkaus & Burk    12.70   9/23/2016     EUR      70.69
HSBC Trinkaus & Burk    10.90   9/23/2016     EUR      72.58
HSBC Trinkaus & Burk    11.00   2/26/2016     EUR      71.93
HSBC Trinkaus & Burk     9.90   5/27/2016     EUR      73.55
HSBC Trinkaus & Burk    11.50   9/23/2016     EUR      61.79
HSBC Trinkaus & Burk    11.40   2/26/2016     EUR      74.31
Leonteq Securities A    10.00   6/20/2016     CHF      74.90
HSBC Trinkaus & Burk     8.40   6/24/2016     EUR      69.12
Goldman Sachs & Co W    11.00   6/22/2016     EUR      65.50
DZ Bank AG Deutsche      8.25   6/24/2016     EUR      46.55
DZ Bank AG Deutsche      6.75   3/29/2016     EUR      55.51
LBBW                     3.00   6/24/2016     EUR      55.38
LBBW                     3.00   6/24/2016     EUR      73.76
Vontobel Financial P    12.90  12/28/2015     EUR      73.15
LBBW                     4.00   6/24/2016     EUR      60.24
Vontobel Financial P     4.35   6/24/2016     EUR      72.86
LBBW                     3.00   6/24/2016     EUR      69.98
LBBW                     4.00   6/24/2016     EUR      67.86
LBBW                     6.00   6/24/2016     EUR      64.82
Notenstein La Roche      6.30  11/29/2016     GBP      73.57
Notenstein La Roche      6.00  11/29/2016     EUR      63.40
Vontobel Financial P    10.80   6/24/2016     EUR      51.65
Vontobel Financial P     6.65   6/24/2016     EUR      55.87
Vontobel Financial P     4.50   3/29/2016     EUR      68.24
Vontobel Financial P     4.80   6/24/2016     EUR      68.35
Leonteq Securities A    11.20   8/29/2016     CHF      66.83
Leonteq Securities A    10.40    9/1/2016     CHF      39.10
Goldman Sachs & Co W    21.00   6/22/2016     EUR      60.66
Goldman Sachs & Co W    23.00   2/24/2016     EUR      49.46
Goldman Sachs & Co W    15.00   4/20/2016     EUR      54.38
Goldman Sachs & Co W    10.00   9/21/2016     EUR      59.79
Goldman Sachs & Co W    17.00   9/21/2016     EUR      55.50
Zurcher Kantonalbank     3.80   5/22/2017     EUR      65.34
Goldman Sachs & Co W    21.00   1/20/2016     EUR      72.19
Goldman Sachs & Co W    21.00   2/24/2016     EUR      72.25
Goldman Sachs & Co W    18.00   4/20/2016     EUR      74.55
Goldman Sachs & Co W    15.00   4/20/2016     EUR      74.54
UBS AG/London            5.50   5/23/2016     CHF      72.02
Goldman Sachs & Co W     9.00   4/20/2016     EUR      66.90
Goldman Sachs & Co W    19.00   4/20/2016     EUR      58.79
Goldman Sachs & Co W     5.00   9/21/2016     EUR      74.25
Goldman Sachs & Co W     9.00   9/21/2016     EUR      67.80
Goldman Sachs & Co W    16.00   9/21/2016     EUR      62.36
Goldman Sachs & Co W    13.00   9/21/2016     EUR      63.28
Goldman Sachs & Co W     7.00   2/24/2016     EUR      74.88
Goldman Sachs & Co W    19.00   3/23/2016     EUR      64.79
Goldman Sachs & Co W    15.00   4/20/2016     EUR      67.91
Goldman Sachs & Co W    17.00   4/20/2016     EUR      65.66
Goldman Sachs & Co W     8.00   9/21/2016     EUR      74.28
Goldman Sachs & Co W     5.00   4/20/2016     EUR      61.12
Goldman Sachs & Co W     7.00   4/20/2016     EUR      56.39
Goldman Sachs & Co W    15.00   4/20/2016     EUR      48.86
Goldman Sachs & Co W    19.00   4/20/2016     EUR      47.05
Goldman Sachs & Co W     6.00   9/21/2016     EUR      59.24
Goldman Sachs & Co W    10.00   9/21/2016     EUR      53.67
Goldman Sachs & Co W    16.00   9/21/2016     EUR      51.60
Goldman Sachs & Co W    19.00   4/20/2016     EUR      72.43
Goldman Sachs & Co W     5.00   4/20/2016     EUR      68.75
Goldman Sachs & Co W    15.00   4/20/2016     EUR      58.86
Bank Julius Baer & C     9.75   3/11/2016     EUR      50.40
Vontobel Financial P     6.60   5/27/2016     EUR      71.36
DZ Bank AG Deutsche      5.75   3/29/2016     EUR      74.64
DZ Bank AG Deutsche      5.00   3/29/2016     EUR      68.01
DZ Bank AG Deutsche      4.75   3/21/2016     EUR      62.00
DZ Bank AG Deutsche      5.50   6/20/2016     EUR      60.65
DZ Bank AG Deutsche      7.25   6/20/2016     EUR      56.77
DZ Bank AG Deutsche      5.00   9/23/2016     EUR      64.23
Bank Julius Baer & C     4.30    6/2/2016     CHF      70.70
Commerzbank AG           9.00   2/25/2016     EUR      61.14
Commerzbank AG          10.00   2/25/2016     EUR      50.80
Commerzbank AG           9.75   2/25/2016     EUR      63.93
Vontobel Financial P    21.15   3/29/2016     EUR      69.08
Raiffeisen Centroban     6.88   3/30/2017     EUR      57.90
Vontobel Financial P     9.00   9/23/2016     EUR      47.61
Leonteq Securities A    10.00   6/20/2016     CHF      66.43
Vontobel Financial P     6.30   9/23/2016     EUR      72.03
Vontobel Financial P     7.35   6/24/2016     EUR      71.12
Vontobel Financial P     7.05   3/29/2016     EUR      72.14
Credit Suisse AG/Lon     7.00   3/21/2016     CHF      71.69
Commerzbank AG          23.00   3/24/2016     EUR      70.09
Vontobel Financial P     8.00   9/29/2017     EUR      58.66
SAir Group               2.75   7/30/2004     CHF      11.00
Lehman Brothers Trea     5.25  11/21/2009     USD       3.01
Municipality Finance     0.50  12/14/2018     TRY      72.35
Western High-Speed D     9.15    2/6/2032     RUB      56.01
LBBW                     2.50   2/26/2016     EUR      72.77
LBBW                     3.50   2/26/2016     EUR      70.68
LBBW                     4.50   2/26/2016     EUR      69.25
LBBW                     2.50   2/26/2016     EUR      69.79
LBBW                     4.00   2/26/2016     EUR      66.91
LBBW                     2.50   2/26/2016     EUR      67.94
LBBW                     4.50   2/26/2016     EUR      65.03
LBBW                     2.50   2/26/2016     EUR      61.43
LBBW                     3.50   2/26/2016     EUR      59.78
LBBW                     4.50   2/26/2016     EUR      58.24
LBBW                     2.50   2/26/2016     EUR      68.03
LBBW                     3.50   2/26/2016     EUR      66.01
LBBW                     4.50   2/26/2016     EUR      64.64
LBBW                     2.50   6/23/2017     EUR      64.72
LBBW                     4.00   6/23/2017     EUR      61.72
LBBW                     5.50   6/23/2017     EUR      59.81
LBBW                     3.00   6/23/2017     EUR      71.27
LBBW                     4.00   6/23/2017     EUR      69.28
LBBW                     5.00   6/23/2017     EUR      67.67
LBBW                     6.00   6/23/2017     EUR      66.59
Leonteq Securities A    16.40   9/15/2016     CHF      59.38
Leonteq Securities A    10.40   9/15/2016     CHF      63.81
Notenstein La Roche      7.00  12/12/2016     EUR      68.32
UniCredit Bank AG        4.00  12/22/2016     EUR      65.48
UniCredit Bank AG        4.00  12/22/2016     EUR      64.90
UniCredit Bank AG        4.00  12/22/2016     EUR      59.01
UniCredit Bank AG        4.00  12/22/2016     EUR      66.09
UniCredit Bank AG        4.00  12/22/2016     EUR      56.43
UniCredit Bank AG        4.00  12/22/2016     EUR      67.35
UniCredit Bank AG        4.00  12/22/2016     EUR      61.74
Commerzbank AG           8.25   5/26/2016     EUR      66.35
DZ Bank AG Deutsche      4.70   3/21/2016     EUR      58.90
Commerzbank AG          10.00   5/26/2016     EUR      45.82
Commerzbank AG          11.50   5/26/2016     EUR      68.73
Commerzbank AG          12.00   5/26/2016     EUR      70.70
Commerzbank AG           7.75   5/26/2016     EUR      69.66
Commerzbank AG          11.50   5/26/2016     EUR      64.69
Commerzbank AG           6.75   5/26/2016     EUR      73.02
Commerzbank AG           9.50   5/26/2016     EUR      70.15
Commerzbank AG           6.50   5/26/2016     EUR      61.32
Commerzbank AG           7.25   5/26/2016     EUR      60.42
Commerzbank AG           8.00   5/26/2016     EUR      59.57
Vontobel Financial P    17.15   6/24/2016     EUR      71.85
Vontobel Financial P    16.10   6/24/2016     EUR      74.32
Vontobel Financial P    11.00   4/22/2016     EUR      69.53
Commerzbank AG           5.75   5/26/2016     EUR      66.65
Commerzbank AG           8.25   5/26/2016     EUR      63.84
Commerzbank AG           6.25   5/26/2016     EUR      68.33
Commerzbank AG           9.25   5/26/2016     EUR      64.77
Bank Julius Baer & C     7.30   6/13/2016     USD      60.85
Credit Suisse AG/Nas     6.38   6/12/2017     EUR      66.88
DZ Bank AG Deutsche      6.75   6/24/2016     EUR      69.63
EFG International Fi     9.10   3/23/2016     USD      42.60
Vontobel Financial P    10.35   3/29/2016     EUR      74.56
Landesbank Hessen-Th     6.30  10/17/2016     EUR      69.20
Bank Julius Baer & C     9.00   3/24/2016     USD      73.10
HSBC Trinkaus & Burk    14.10   9/23/2016     EUR      63.98
HSBC Trinkaus & Burk    13.30   5/27/2016     EUR      63.77
WGZ-Bank AG Westdeut     5.50   2/22/2016     EUR      60.85
WGZ-Bank AG Westdeut     3.00   2/22/2016     EUR      66.96
WGZ-Bank AG Westdeut     5.50   2/22/2016     EUR      60.81
DZ Bank AG Deutsche      8.00   3/21/2016     EUR      73.37
DZ Bank AG Deutsche      8.00   6/20/2016     EUR      72.25
DZ Bank AG Deutsche      8.25   3/21/2016     EUR      55.70
Vontobel Financial P     9.50   6/24/2016     EUR      60.08
Vontobel Financial P    10.25   3/29/2016     EUR      58.64
Vontobel Financial P    12.25  12/28/2015     EUR      54.63
DZ Bank AG Deutsche      8.75   3/29/2016     EUR      65.32
DZ Bank AG Deutsche      4.60   3/21/2016     EUR      69.53
Vontobel Financial P     6.90   9/23/2016     EUR      62.61
Vontobel Financial P     7.60   3/29/2016     EUR      61.52
Vontobel Financial P     3.05  12/23/2016     EUR      68.58
Vontobel Financial P     8.40   9/23/2016     EUR      54.41
Goldman Sachs & Co W    11.00   9/21/2016     EUR      54.08
Goldman Sachs & Co W    11.00   9/21/2016     EUR      54.08
Goldman Sachs & Co W    10.00   3/23/2016     EUR      74.33
UBS AG                  10.50   6/24/2016     EUR      71.07
Goldman Sachs & Co W     9.00   9/21/2016     EUR      61.74
Goldman Sachs & Co W     9.00   9/21/2016     EUR      61.74
Leonteq Securities A    12.20    7/7/2016     EUR      63.13
Goldman Sachs & Co W    18.00   4/20/2016     EUR      73.97
Goldman Sachs & Co W    14.00   2/24/2016     EUR      72.07
Goldman Sachs & Co W     8.00   4/20/2016     EUR      71.42
Goldman Sachs & Co W     6.00   9/21/2016     EUR      74.98
Goldman Sachs & Co W    22.00   1/20/2016     EUR      58.77
Goldman Sachs & Co W     5.00   6/22/2016     EUR      74.68
Goldman Sachs & Co W     9.00   4/20/2016     EUR      54.67
Goldman Sachs & Co W    24.00   1/20/2016     EUR      62.49
Vontobel Financial P     6.65   6/24/2016     EUR      62.92
Goldman Sachs & Co W     6.00   4/20/2016     EUR      65.95
UBS AG                  18.00   6/24/2016     EUR      64.72
UBS AG                  14.00   6/24/2016     EUR      62.71
Vontobel Financial P     6.70   6/24/2016     EUR      63.28
Societe Generale Eff    15.68  10/10/2016     EUR      56.61
Societe Generale Eff    12.62    7/7/2016     EUR      49.57
Societe Generale Eff     8.26  10/10/2016     EUR      55.76
Societe Generale Eff     6.54    7/7/2016     EUR      70.80
Deutsche Bank AG         4.20   6/21/2016     EUR      71.70
Deutsche Bank AG         4.20   9/20/2016     EUR      72.60
Deutsche Bank AG         6.20   9/20/2016     EUR      74.10
Deutsche Bank AG         6.20   9/20/2016     EUR      65.70
Deutsche Bank AG         4.40   6/27/2016     EUR      71.26
Deutsche Bank AG         6.20   9/20/2016     EUR      67.90
Goldman Sachs & Co W     4.00  12/21/2016     EUR      64.37
Goldman Sachs & Co W    10.00  12/21/2016     EUR      70.24
Goldman Sachs & Co W     5.00  12/21/2016     EUR      59.03
Goldman Sachs & Co W     6.00  12/21/2016     EUR      65.45
Goldman Sachs & Co W    21.00   6/22/2016     EUR      73.47
Deutsche Bank AG         6.20   3/22/2016     EUR      73.40
Deutsche Bank AG         6.20   3/22/2016     EUR      71.30
Deutsche Bank AG         4.20   6/21/2016     EUR      74.10
Goldman Sachs & Co W     9.00   7/20/2016     EUR      70.74
Goldman Sachs & Co W    19.00   7/20/2016     EUR      64.31
Deutsche Bank AG         4.20   6/21/2016     EUR      67.00
Goldman Sachs & Co W    10.00  12/21/2016     EUR      70.92
Deutsche Bank AG         4.20   9/20/2016     EUR      71.40
Deutsche Bank AG         4.20   9/20/2016     EUR      68.00
Goldman Sachs & Co W    21.00   5/25/2016     EUR      70.53
Goldman Sachs & Co W    10.00   7/20/2016     EUR      60.57
Goldman Sachs & Co W     6.00  12/21/2016     EUR      65.67
Goldman Sachs & Co W     9.00  12/21/2016     EUR      63.46
Deutsche Bank AG         6.20   6/21/2016     EUR      51.20
Deutsche Bank AG         6.20   9/20/2016     EUR      56.80
Deutsche Bank AG         6.20   9/20/2016     EUR      52.60
Goldman Sachs & Co W    21.00   6/22/2016     EUR      71.98
Goldman Sachs & Co W    20.00   7/20/2016     EUR      72.86
Goldman Sachs & Co W     7.00   7/20/2016     EUR      70.05
Goldman Sachs & Co W     9.00   7/20/2016     EUR      68.21
Deutsche Bank AG         4.20   3/22/2016     EUR      59.30
Deutsche Bank AG         6.20   3/22/2016     EUR      57.30
Deutsche Bank AG         4.20   3/22/2016     EUR      54.60
Deutsche Bank AG         4.20   6/21/2016     EUR      59.60
Deutsche Bank AG         6.20   6/21/2016     EUR      58.20
Deutsche Bank AG         4.20   6/21/2016     EUR      57.20
Deutsche Bank AG         4.20   6/21/2016     EUR      55.00
Deutsche Bank AG         4.20   9/20/2016     EUR      63.00
Deutsche Bank AG         6.20   9/20/2016     EUR      64.50
Deutsche Bank AG         4.20   9/20/2016     EUR      60.50
Deutsche Bank AG         6.20   9/20/2016     EUR      61.90
Deutsche Bank AG         6.20   9/20/2016     EUR      59.60
Deutsche Bank AG         4.20   9/20/2016     EUR      58.10
Deutsche Bank AG         5.50   3/22/2016     EUR      43.00
Deutsche Bank AG         5.50   6/21/2016     EUR      42.70
Deutsche Bank AG         5.50   3/22/2016     EUR      65.90
Deutsche Bank AG         5.50   6/21/2016     EUR      64.60
LBBW                     3.15  11/25/2016     EUR      52.75
Deutsche Bank AG         5.50   6/21/2016     EUR      68.40
Deutsche Bank AG         5.50   3/22/2016     EUR      64.90
Deutsche Bank AG         5.50   3/22/2016     EUR      61.20
Deutsche Bank AG         5.50   6/21/2016     EUR      65.10
Bank J Safra Sarasin     9.70   6/15/2016     CHF      60.52
Commerzbank AG          12.00   3/24/2016     EUR      65.85
Commerzbank AG           9.00   3/24/2016     EUR      73.05
Commerzbank AG          12.25   3/24/2016     EUR      73.40
Commerzbank AG          10.25   3/24/2016     EUR      40.53
Commerzbank AG           4.75   3/24/2016     EUR      73.12
Commerzbank AG           7.25   3/24/2016     EUR      66.34
Commerzbank AG           5.00   3/24/2016     EUR      53.74
UBS AG/London            6.00   3/29/2016     CHF      71.95
UBS AG/London            4.00   3/29/2016     CHF      73.65
UniCredit Bank AG        5.60   3/24/2016     EUR      57.03
UniCredit Bank AG        5.05   3/24/2016     EUR      59.53
UniCredit Bank AG        4.70   3/24/2016     EUR      74.25
UniCredit Bank AG        5.80   3/24/2016     EUR      56.18
UniCredit Bank AG        4.50   3/24/2016     EUR      72.82
UniCredit Bank AG        5.00   3/24/2016     EUR      63.80
UniCredit Bank AG        6.00   3/24/2016     EUR      55.36
DZ Bank AG Deutsche      7.50   6/20/2016     EUR      69.93
DZ Bank AG Deutsche      6.25   6/20/2016     EUR      69.33
DZ Bank AG Deutsche      6.25   9/19/2016     EUR      70.58
UniCredit Bank AG        4.80   3/24/2016     EUR      73.11
UniCredit Bank AG        5.50   3/24/2016     EUR      70.10
UniCredit Bank AG        4.40   3/24/2016     EUR      73.58
DZ Bank AG Deutsche      6.25   6/20/2016     EUR      69.69
DZ Bank AG Deutsche      5.75   9/19/2016     EUR      70.43
UniCredit Bank AG        5.30   3/24/2016     EUR      58.37
UniCredit Bank AG        4.80   3/24/2016     EUR      60.72
UniCredit Bank AG        4.95   3/24/2016     EUR      60.02
UniCredit Bank AG        4.50   3/24/2016     EUR      71.44
UniCredit Bank AG        5.85   3/24/2016     EUR      55.97
UniCredit Bank AG        4.50   3/24/2016     EUR      67.03
DZ Bank AG Deutsche      6.00   3/29/2016     EUR      68.64
UniCredit Bank AG        5.45   3/24/2016     EUR      57.69
UniCredit Bank AG        5.90   3/24/2016     EUR      55.77
UniCredit Bank AG        4.80   3/24/2016     EUR      71.74
UniCredit Bank AG        4.60   3/24/2016     EUR      65.93
Commerzbank AG           9.00   3/24/2016     EUR      73.74
Credit Suisse AG/Nas     8.05   9/27/2016     CHF      36.59
DZ Bank AG Deutsche      4.10   3/21/2016     EUR      62.79
Vontobel Financial P    17.20   4/22/2016     EUR      48.50
HSBC Trinkaus & Burk     6.70  12/28/2015     EUR      47.10
HSBC Trinkaus & Burk     7.30   3/25/2016     EUR      51.42
HSBC Trinkaus & Burk     6.30   3/25/2016     EUR      55.30
HSBC Trinkaus & Burk     9.80   3/25/2016     EUR      61.31
HSBC Trinkaus & Burk     4.30   3/25/2016     EUR      70.80
HSBC Trinkaus & Burk     6.10   3/25/2016     EUR      68.52
HSBC Trinkaus & Burk     8.20  12/28/2015     EUR      72.53
HSBC Trinkaus & Burk     6.90   3/25/2016     EUR      72.33
Vontobel Financial P     5.40   4/22/2016     EUR      56.59
Vontobel Financial P     5.65   4/22/2016     EUR      70.32
DZ Bank AG Deutsche      7.00   6/24/2016     EUR      53.37
DZ Bank AG Deutsche      5.50   3/29/2016     EUR      55.21
Bank Julius Baer & C     9.40  10/14/2016     EUR      60.45
BNP Paribas Emission    11.00   3/24/2016     EUR      72.29
BNP Paribas Emission    10.00   3/24/2016     EUR      66.32
BNP Paribas Emission     6.50   6/23/2016     EUR      71.49
BNP Paribas Emission    10.00   6/23/2016     EUR      66.06
BNP Paribas Emission     7.00   9/22/2016     EUR      70.64
BNP Paribas Emission     5.00  12/22/2016     EUR      74.55
BNP Paribas Emission    12.00   3/24/2016     EUR      72.31
BNP Paribas Emission     9.00   9/22/2016     EUR      74.26
BNP Paribas Emission     5.50   3/24/2016     EUR      72.83
BNP Paribas Emission     7.50  12/22/2016     EUR      70.19
BNP Paribas Emission     9.50  12/22/2016     EUR      68.11
BNP Paribas Emission    13.00   3/24/2016     EUR      74.99
BNP Paribas Emission     7.00   3/24/2016     EUR      71.50
BNP Paribas Emission    10.00   3/24/2016     EUR      68.70
BNP Paribas Emission     7.00   6/23/2016     EUR      71.98
BNP Paribas Emission     5.00   3/24/2016     EUR      72.44
BNP Paribas Emission     9.00   3/24/2016     EUR      65.10
BNP Paribas Emission     7.00   9/22/2016     EUR      65.34
BNP Paribas Emission    10.00   6/23/2016     EUR      62.50
BNP Paribas Emission     5.00   9/22/2016     EUR      71.43
BNP Paribas Emission    12.00   3/24/2016     EUR      72.99
BNP Paribas Emission     6.50   3/24/2016     EUR      58.35
BNP Paribas Emission     9.50   3/24/2016     EUR      54.12
BNP Paribas Emission     8.00   6/23/2016     EUR      56.68
BNP Paribas Emission     9.50   6/23/2016     EUR      55.15
BNP Paribas Emission     8.00   9/22/2016     EUR      58.54
BNP Paribas Emission     7.00  12/22/2016     EUR      59.18
BNP Paribas Emission     8.50  12/22/2016     EUR      58.51
BNP Paribas Emission    10.00   9/22/2016     EUR      60.44
BNP Paribas Emission     9.00  12/22/2016     EUR      62.11
HSBC Trinkaus & Burk    12.40   3/25/2016     EUR      46.61
HSBC Trinkaus & Burk    10.40   2/26/2016     EUR      47.59
HSBC Trinkaus & Burk    12.90  12/28/2015     EUR      74.70
HSBC Trinkaus & Burk    13.00   3/25/2016     EUR      74.23
HSBC Trinkaus & Burk    13.90  12/28/2015     EUR      66.65
HSBC Trinkaus & Burk    13.40   3/25/2016     EUR      68.97
HSBC Trinkaus & Burk    11.80   3/25/2016     EUR      70.57
HSBC Trinkaus & Burk     9.20   2/26/2016     EUR      73.47
HSBC Trinkaus & Burk    13.00   3/25/2016     EUR      53.07
HSBC Trinkaus & Burk    10.60   3/25/2016     EUR      65.42
HSBC Trinkaus & Burk     8.90   6/24/2016     EUR      57.76
HSBC Trinkaus & Burk    14.40  12/28/2015     EUR      74.20
Bank Julius Baer & C     6.00   3/31/2016     CHF      70.75
Vontobel Financial P    10.10   3/30/2016     EUR      55.95
Vontobel Financial P     6.00   4/22/2016     EUR      69.95
Deutsche Bank AG         5.20   3/22/2016     EUR      71.00
Credit Suisse AG/Lon    10.00   4/22/2016     USD      73.30
Deutsche Bank AG         5.20   6/21/2016     EUR      61.70
Deutsche Bank AG         5.20   9/20/2016     EUR      62.90
Deutsche Bank AG         5.20   3/22/2016     EUR      73.20
DZ Bank AG Deutsche      6.25   3/21/2016     EUR      71.58
DZ Bank AG Deutsche      6.25   6/20/2016     EUR      74.26
DZ Bank AG Deutsche      7.00   3/21/2016     EUR      55.73
DZ Bank AG Deutsche      6.25   6/20/2016     EUR      56.73
DZ Bank AG Deutsche      4.20   3/21/2016     EUR      73.49
Deutsche Bank AG         5.20   3/22/2016     EUR      74.90
Deutsche Bank AG         5.20   6/21/2016     EUR      74.60
Deutsche Bank AG         5.20   6/21/2016     EUR      67.50
Deutsche Bank AG         5.20   9/20/2016     EUR      68.80
Deutsche Bank AG         5.20   6/21/2016     EUR      48.80
Deutsche Bank AG         5.20   9/20/2016     EUR      58.40
Deutsche Bank AG         5.20   9/20/2016     EUR      53.90
Deutsche Bank AG         5.20   9/20/2016     EUR      51.90
Deutsche Bank AG         5.20   3/22/2016     EUR      59.50
Deutsche Bank AG         5.20   3/22/2016     EUR      54.90
Deutsche Bank AG         5.20   6/21/2016     EUR      57.70
Deutsche Bank AG         4.20   9/20/2016     EUR      65.70
Deutsche Bank AG         5.20   9/20/2016     EUR      58.90
Deutsche Bank AG         4.20   7/20/2016     EUR      75.00
Deutsche Bank AG         6.20   7/20/2016     EUR      73.10
Deutsche Bank AG         4.20   7/20/2016     EUR      72.00
Deutsche Bank AG         4.20   7/20/2016     EUR      65.80
Deutsche Bank AG         6.20   7/20/2016     EUR      64.80
Deutsche Bank AG         6.20   7/20/2016     EUR      62.70
Deutsche Bank AG         4.20   7/20/2016     EUR      73.20
Deutsche Bank AG         6.20   7/20/2016     EUR      74.00
Deutsche Bank AG         6.20   7/20/2016     EUR      71.80
Deutsche Bank AG         4.20   7/20/2016     EUR      68.10
Deutsche Bank AG         6.20   7/20/2016     EUR      69.30
Deutsche Bank AG         4.20   7/20/2016     EUR      75.00
Deutsche Bank AG         4.20   7/20/2016     EUR      74.40
Deutsche Bank AG         6.20   7/20/2016     EUR      68.50
Deutsche Bank AG         6.20   7/20/2016     EUR      58.40
Deutsche Bank AG         6.20   7/20/2016     EUR      53.70
Deutsche Bank AG         4.20   7/20/2016     EUR      48.60
Deutsche Bank AG         4.20   7/20/2016     EUR      65.20
Deutsche Bank AG         6.20   7/20/2016     EUR      56.50
Deutsche Bank AG         4.20  12/20/2016     EUR      69.40
Deutsche Bank AG         4.20  12/20/2016     EUR      72.30
Deutsche Bank AG         6.20  12/20/2016     EUR      58.10
Deutsche Bank AG         5.20  12/20/2016     EUR      57.10
Deutsche Bank AG         6.20  12/20/2016     EUR      56.00
Deutsche Bank AG         4.20  12/20/2016     EUR      63.80
Deutsche Bank AG         5.20  12/20/2016     EUR      62.40
Deutsche Bank AG         5.20  12/20/2016     EUR      60.10
Deutsche Bank AG         4.20  12/20/2016     EUR      59.10
Societe Generale Eff     2.39  12/29/2015     EUR      69.93
Societe Generale Eff     3.10    1/6/2016     EUR      72.76
Societe Generale Eff     5.57   6/24/2016     EUR      73.59
Societe Generale Eff     3.20    1/6/2016     EUR      65.97
Societe Generale Eff     3.55    4/7/2016     EUR      74.88
Societe Generale Eff     5.30   6/24/2016     EUR      70.05
Societe Generale Eff     5.99    7/7/2016     EUR      71.23
Societe Generale Eff     7.35  10/10/2016     EUR      70.97
Societe Generale Eff     4.65  12/29/2015     EUR      51.50
Societe Generale Eff     5.44    1/6/2016     EUR      53.30
Societe Generale Eff     5.89   3/29/2016     EUR      57.09
Societe Generale Eff     6.71    4/7/2016     EUR      57.92
Societe Generale Eff     8.43   6/24/2016     EUR      57.13
Societe Generale Eff     9.25    7/7/2016     EUR      58.08
Societe Generale Eff    10.26  10/10/2016     EUR      59.25
Societe Generale Eff     4.04  12/29/2015     EUR      58.84
Societe Generale Eff     3.42    1/6/2016     EUR      66.04
Societe Generale Eff     3.59   3/29/2016     EUR      67.13
Societe Generale Eff     4.41    4/7/2016     EUR      68.19
Societe Generale Eff     5.24   6/24/2016     EUR      67.32
Societe Generale Eff     6.06    7/7/2016     EUR      68.77
Societe Generale Eff     6.94  10/10/2016     EUR      69.60
Societe Generale Eff     8.67  10/10/2016     EUR      66.95
Vontobel Financial P     7.90   4/22/2016     EUR      66.45
Vontobel Financial P     3.65   4/22/2016     EUR      60.70
Vontobel Financial P     5.00   4/22/2016     EUR      62.63
BNP Paribas Emission     8.00   3/24/2016     EUR      67.51
BNP Paribas Emission     8.00   6/23/2016     EUR      68.86
BNP Paribas Emission     7.00   3/24/2016     EUR      71.28
BNP Paribas Emission    10.00   3/24/2016     EUR      71.96
BNP Paribas Emission     9.00   6/23/2016     EUR      73.91
BNP Paribas Emission     7.00   6/23/2016     EUR      64.35
BNP Paribas Emission     4.00   3/24/2016     EUR      64.95
BNP Paribas Emission     3.00   6/23/2016     EUR      62.45
BNP Paribas Emission     3.00   3/24/2016     EUR      70.59
BNP Paribas Emission     5.00   6/23/2016     EUR      71.02
BNP Paribas Emission     7.00   6/23/2016     EUR      71.76
BNP Paribas Emission     7.00   3/24/2016     EUR      51.29
BNP Paribas Emission     3.00   6/23/2016     EUR      49.96
BNP Paribas Emission    10.00   6/23/2016     EUR      53.09
BNP Paribas Emission     7.00   3/24/2016     EUR      74.13
BNP Paribas Emission     6.00   6/23/2016     EUR      74.46
UniCredit Bank AG        4.00   6/24/2016     EUR      58.66
Goldman Sachs & Co W    25.00   1/20/2016     EUR      69.84
Goldman Sachs & Co W    21.00   3/23/2016     EUR      73.27
Goldman Sachs & Co W    20.00   1/20/2016     EUR      63.31
Goldman Sachs & Co W    19.00   4/20/2016     EUR      64.81
Goldman Sachs & Co W    16.00   9/21/2016     EUR      70.62
Goldman Sachs & Co W    21.00   4/20/2016     EUR      47.68
UniCredit Bank AG        4.00  12/22/2016     EUR      64.29
Commerzbank AG           6.25   5/26/2016     EUR      67.49
Commerzbank AG           6.00   5/26/2016     EUR      48.67
DZ Bank AG Deutsche      5.40   3/21/2016     EUR      57.72
Commerzbank AG           8.25   5/26/2016     EUR      74.25
Commerzbank AG          15.25   5/26/2016     EUR      64.40
Commerzbank AG          16.25   5/26/2016     EUR      66.37
Commerzbank AG           8.00   5/26/2016     EUR      47.20
Commerzbank AG           7.75   5/26/2016     EUR      72.05
Commerzbank AG           5.75   5/26/2016     EUR      62.26
Commerzbank AG           9.75   5/26/2016     EUR      58.08
Vontobel Financial P    21.10   6/24/2016     EUR      66.26
Vontobel Financial P    17.40   6/24/2016     EUR      73.81
Vontobel Financial P    18.40   6/24/2016     EUR      68.73
Commerzbank AG           7.25   5/26/2016     EUR      64.68
Commerzbank AG           9.25   5/26/2016     EUR      63.07
Commerzbank AG           5.25   5/26/2016     EUR      69.66
Commerzbank AG           8.25   5/26/2016     EUR      65.89
DZ Bank AG Deutsche      7.00   3/29/2016     EUR      70.96
DZ Bank AG Deutsche      6.00   3/29/2016     EUR      68.51
HSBC Trinkaus & Burk    16.30   3/25/2016     EUR      41.42
HSBC Trinkaus & Burk    10.90   9/23/2016     EUR      47.19
HSBC Trinkaus & Burk    10.50   5/27/2016     EUR      45.63
HSBC Trinkaus & Burk     7.50   5/27/2016     EUR      69.41
HSBC Trinkaus & Burk    10.80   9/23/2016     EUR      58.36
HSBC Trinkaus & Burk     7.10  12/23/2016     EUR      61.60
HSBC Trinkaus & Burk     8.10   2/26/2016     EUR      58.26
HSBC Trinkaus & Burk    14.00   1/22/2016     EUR      69.08
HSBC Trinkaus & Burk    10.90   6/24/2016     EUR      60.96
WGZ-Bank AG Westdeut     3.00   2/22/2016     EUR      66.27
WGZ-Bank AG Westdeut     4.00   2/22/2016     EUR      63.39
WGZ-Bank AG Westdeut     6.00   2/22/2016     EUR      59.63
WGZ-Bank AG Westdeut     4.00   2/22/2016     EUR      63.68
HSBC Trinkaus & Burk     7.90   6/24/2016     EUR      65.29
DZ Bank AG Deutsche      6.75   3/21/2016     EUR      72.44
DZ Bank AG Deutsche      7.75   3/21/2016     EUR      55.59
Vontobel Financial P     6.95    7/1/2016     EUR      56.82
DZ Bank AG Deutsche      6.25   6/24/2016     EUR      74.21
DZ Bank AG Deutsche      5.25   6/24/2016     EUR      63.76
DZ Bank AG Deutsche      6.10   9/19/2016     EUR      67.88
DZ Bank AG Deutsche      6.20   9/19/2016     EUR      72.64
Vontobel Financial P    12.95  12/28/2015     EUR      73.23
Vontobel Financial P     6.70    7/1/2016     EUR      57.26
Vontobel Financial P     7.95   6/24/2016     EUR      61.63
Vontobel Financial P     9.30  12/28/2015     EUR      56.59
Vontobel Financial P     8.85   6/24/2016     EUR      66.03
Vontobel Financial P    11.55  12/28/2015     EUR      60.94
Vontobel Financial P     8.20   9/23/2016     EUR      74.41
Vontobel Financial P     7.35  12/23/2016     EUR      68.28
Vontobel Financial P     3.85  12/23/2016     EUR      73.90
Vontobel Financial P     4.25   9/23/2016     EUR      73.65
Vontobel Financial P     7.45  12/23/2016     EUR      60.64
Vontobel Financial P     8.30   9/23/2016     EUR      59.41
Vontobel Financial P     3.75  12/23/2016     EUR      60.84
Vontobel Financial P     4.05   9/23/2016     EUR      60.50
Goldman Sachs & Co W     7.00   9/21/2016     EUR      51.16
Goldman Sachs & Co W    10.00   2/24/2016     EUR      73.86
UBS AG                  13.50   6/24/2016     EUR      67.28
Goldman Sachs & Co W     7.00   4/20/2016     EUR      58.16
Goldman Sachs & Co W     9.00   9/21/2016     EUR      61.74
UBS AG                  11.50   6/24/2016     EUR      61.89
Goldman Sachs & Co W    19.00   6/22/2016     EUR      71.61
Goldman Sachs & Co W    21.00   4/20/2016     EUR      70.98
Goldman Sachs & Co W    17.00   2/24/2016     EUR      68.45
Goldman Sachs & Co W    21.00   2/24/2016     EUR      65.43
Goldman Sachs & Co W    18.00   1/20/2016     EUR      61.32
Goldman Sachs & Co W    13.00   2/24/2016     EUR      65.23
Goldman Sachs & Co W    13.00   6/22/2016     EUR      65.47
UBS AG                   7.50   6/24/2016     EUR      70.09
Goldman Sachs & Co W    21.00   3/23/2016     EUR      46.05
Goldman Sachs & Co W    19.00   4/20/2016     EUR      65.45
UBS AG                  11.50   6/24/2016     EUR      68.98
UBS AG                  12.00   6/24/2016     EUR      58.72
Societe Generale Eff    12.39  10/10/2016     EUR      59.79
Societe Generale Eff    10.57    7/7/2016     EUR      50.88
Societe Generale Eff     9.99  10/10/2016     EUR      53.99
Societe Generale Eff     4.87    7/7/2016     EUR      73.75
Societe Generale Eff     8.47    7/7/2016     EUR      68.32
Societe Generale Eff     9.39  10/10/2016     EUR      69.52
Deutsche Bank AG         4.20   6/21/2016     EUR      74.30
Deutsche Bank AG         4.20   3/22/2016     EUR      70.70
Deutsche Bank AG         6.20   3/22/2016     EUR      71.20
Zurcher Kantonalbank    10.03   6/17/2016     EUR      60.96
Deutsche Bank AG         4.20   3/22/2016     EUR      63.00
Deutsche Bank AG         4.20   6/21/2016     EUR      61.20
Deutsche Bank AG         6.20   9/20/2016     EUR      72.60
Deutsche Bank AG         6.20   9/20/2016     EUR      70.10
Deutsche Bank AG         4.20   9/20/2016     EUR      68.70
Deutsche Bank AG         4.20   9/20/2016     EUR      66.40
DZ Bank AG Deutsche      4.60   6/20/2016     EUR      72.25
Goldman Sachs & Co W     4.00   7/20/2016     EUR      63.10
Goldman Sachs & Co W    12.00   7/20/2016     EUR      67.58
Goldman Sachs & Co W     8.00  12/21/2016     EUR      68.28
Goldman Sachs & Co W     6.00   7/20/2016     EUR      58.09
Goldman Sachs & Co W     7.00   7/20/2016     EUR      64.03
Deutsche Bank AG         4.20   3/22/2016     EUR      72.90
Deutsche Bank AG         4.20   6/21/2016     EUR      74.80
Deutsche Bank AG         4.20   6/21/2016     EUR      70.70
Deutsche Bank AG         4.20   3/22/2016     EUR      67.30
Goldman Sachs & Co W     6.00   7/20/2016     EUR      74.15
Goldman Sachs & Co W    15.00   7/20/2016     EUR      65.59
Deutsche Bank AG         6.20   6/21/2016     EUR      71.40
Deutsche Bank AG         4.20   9/20/2016     EUR      75.00
Goldman Sachs & Co W    18.00   7/20/2016     EUR      72.08
Goldman Sachs & Co W     8.00   4/20/2016     EUR      62.06
Goldman Sachs & Co W    11.00   5/25/2016     EUR      59.60
Goldman Sachs & Co W    23.00   5/25/2016     EUR      53.94
Goldman Sachs & Co W    21.00   6/22/2016     EUR      54.70
Goldman Sachs & Co W     7.00   7/20/2016     EUR      64.38
Goldman Sachs & Co W     5.00  12/21/2016     EUR      67.54
Goldman Sachs & Co W    15.00  12/21/2016     EUR      59.42
Deutsche Bank AG         6.20   6/21/2016     EUR      49.30
Deutsche Bank AG         4.20   9/20/2016     EUR      55.30
Deutsche Bank AG         4.20   9/20/2016     EUR      53.10
Goldman Sachs & Co W    23.00   5/25/2016     EUR      71.22
Commerzbank AG           8.50   4/21/2016     EUR      63.81
Commerzbank AG          12.50   4/21/2016     EUR      70.66
Deutsche Bank AG         5.50   6/21/2016     EUR      73.00
Deutsche Bank AG         6.20   3/22/2016     EUR      55.10
Deutsche Bank AG         6.20   6/21/2016     EUR      56.00
Deutsche Bank AG         6.20   9/20/2016     EUR      57.50
Deutsche Bank AG         5.50   6/21/2016     EUR      40.20
Deutsche Bank AG         5.50   3/22/2016     EUR      71.70
Deutsche Bank AG         5.50   3/22/2016     EUR      62.90
Commerzbank AG           7.00   3/24/2016     EUR      42.81
Commerzbank AG           8.75   3/24/2016     EUR      66.96
Commerzbank AG           9.25   3/24/2016     EUR      72.81
Commerzbank AG           9.00   3/24/2016     EUR      64.10
Commerzbank AG          11.00   3/24/2016     EUR      62.10
Commerzbank AG           9.75   1/21/2016     EUR      70.30
Commerzbank AG           7.75   3/24/2016     EUR      50.22
Bayerische Landesban     3.70   11/4/2016     EUR      61.58
UniCredit Bank AG        5.00   3/24/2016     EUR      70.93
UniCredit Bank AG        5.65   3/24/2016     EUR      56.82
UniCredit Bank AG        5.75   3/24/2016     EUR      56.39
UniCredit Bank AG        5.10   3/24/2016     EUR      59.29
UniCredit Bank AG        5.00   3/24/2016     EUR      71.07
UniCredit Bank AG        5.55   3/24/2016     EUR      57.25
UniCredit Bank AG        4.80   3/24/2016     EUR      68.46
UniCredit Bank AG        5.15   3/24/2016     EUR      59.06
UniCredit Bank AG        5.20   3/24/2016     EUR      58.83
UniCredit Bank AG        4.45   3/24/2016     EUR      73.20
UniCredit Bank AG        5.95   3/24/2016     EUR      55.56
DZ Bank AG Deutsche      7.00   9/19/2016     EUR      71.12
DZ Bank AG Deutsche      5.25   9/19/2016     EUR      69.85
DZ Bank AG Deutsche      6.00   6/20/2016     EUR      69.08
UniCredit Bank AG        4.90   3/24/2016     EUR      71.41
UniCredit Bank AG        4.85   3/24/2016     EUR      60.51
UniCredit Bank AG        5.10   3/24/2016     EUR      70.73
UniCredit Bank AG        4.40   3/24/2016     EUR      74.72
UniCredit Bank AG        4.60   3/24/2016     EUR      69.59
UniCredit Bank AG        5.35   3/24/2016     EUR      58.14
UniCredit Bank AG        5.00   3/24/2016     EUR      59.77
UniCredit Bank AG        5.20   3/24/2016     EUR      70.38
UniCredit Bank AG        4.30   3/24/2016     EUR      74.35
UniCredit Bank AG        4.25   3/24/2016     EUR      74.74
UniCredit Bank AG        5.00   3/24/2016     EUR      67.34
DZ Bank AG Deutsche      6.40   3/21/2016     EUR      74.91
HSBC Trinkaus & Burk     5.30  12/28/2015     EUR      73.27
HSBC Trinkaus & Burk     5.20  12/28/2015     EUR      73.26
HSBC Trinkaus & Burk     6.30  12/28/2015     EUR      72.71
HSBC Trinkaus & Burk     8.60  12/28/2015     EUR      52.21
HSBC Trinkaus & Burk     5.40  12/28/2015     EUR      52.13
HSBC Trinkaus & Burk     9.90  12/28/2015     EUR      56.21
Societe Generale Eff     6.10    7/7/2016     EUR      63.83
Commerzbank AG           8.50   5/26/2016     EUR      65.25
Commerzbank AG           8.75   5/26/2016     EUR      73.19
Landesbank Hessen-Th     6.35   3/18/2016     EUR      49.40
Commerzbank AG           6.50   5/26/2016     EUR      68.32
DZ Bank AG Deutsche      5.10   6/20/2016     EUR      73.88
Commerzbank AG           4.25   5/26/2016     EUR      50.60
Commerzbank AG           8.00   5/26/2016     EUR      47.16
DZ Bank AG Deutsche      5.60   6/20/2016     EUR      59.94
Commerzbank AG           9.50   5/26/2016     EUR      66.96
Commerzbank AG          10.50   5/26/2016     EUR      45.62
Commerzbank AG           6.00   5/26/2016     EUR      74.13
Commerzbank AG           8.50   5/26/2016     EUR      71.03
Credit Suisse AG/Nas     6.00   10/3/2016     EUR      58.33
Commerzbank AG           5.00   5/26/2016     EUR      63.25
Commerzbank AG           9.00   5/26/2016     EUR      58.87
Vontobel Financial P    21.75   6/24/2016     EUR      58.17
Vontobel Financial P    17.35   6/24/2016     EUR      72.27
Commerzbank AG           4.25   5/26/2016     EUR      68.84
Commerzbank AG           5.00   5/26/2016     EUR      67.67
Commerzbank AG           6.50   5/26/2016     EUR      65.63
Commerzbank AG           4.25   5/26/2016     EUR      71.08
Commerzbank AG           7.25   5/26/2016     EUR      67.07
DZ Bank AG Deutsche      5.00   3/29/2016     EUR      72.15
DZ Bank AG Deutsche      7.00   3/29/2016     EUR      71.03
DZ Bank AG Deutsche      6.00   3/29/2016     EUR      67.80
DZ Bank AG Deutsche      6.50   6/24/2016     EUR      56.47
Banque Cantonale Vau     6.70    6/8/2016     EUR      64.87
Landesbank Hessen-Th     5.00   4/24/2019     EUR      50.73
HSBC Trinkaus & Burk    14.30   6/24/2016     EUR      44.25
HSBC Trinkaus & Burk    12.20   6/24/2016     EUR      45.18
HSBC Trinkaus & Burk    12.50   9/23/2016     EUR      46.63
HSBC Trinkaus & Burk    11.40   2/26/2016     EUR      43.25
HSBC Trinkaus & Burk     7.10  12/23/2016     EUR      70.15
HSBC Trinkaus & Burk     6.20   9/23/2016     EUR      62.22
HSBC Trinkaus & Burk     8.60   5/27/2016     EUR      58.99
HSBC Trinkaus & Burk     9.40  12/23/2016     EUR      74.83
HSBC Trinkaus & Burk    13.20   2/26/2016     EUR      70.05
HSBC Trinkaus & Burk    11.50   5/27/2016     EUR      72.32
Zurcher Kantonalbank     7.65   3/24/2016     CHF      71.23
DZ Bank AG Deutsche      8.75   3/21/2016     EUR      73.54
DZ Bank AG Deutsche      7.75   6/20/2016     EUR      57.01
HSBC Trinkaus & Burk     8.25   3/24/2016     EUR      62.34
Landesbank Hessen-Th     6.20   7/24/2020     EUR      70.42
Vontobel Financial P     4.45   6/24/2016     EUR      68.27
Vontobel Financial P     4.45   3/29/2016     EUR      68.25
Vontobel Financial P     4.85  12/28/2015     EUR      65.39
DZ Bank AG Deutsche      6.40   3/21/2016     EUR      56.61
Vontobel Financial P    10.45  12/28/2015     EUR      66.19
DZ Bank AG Deutsche      6.75   6/24/2016     EUR      65.35
DZ Bank AG Deutsche      5.50   9/23/2016     EUR      65.79
DZ Bank AG Deutsche      4.80   9/19/2016     EUR      70.44
Vontobel Financial P     7.60   9/23/2016     EUR      67.12
Vontobel Financial P     9.00   3/29/2016     EUR      64.80
Vontobel Financial P     6.80   9/23/2016     EUR      70.16
Vontobel Financial P     8.30   9/23/2016     EUR      67.22
Vontobel Financial P     3.15   9/23/2016     EUR      68.20
Vontobel Financial P     7.50  12/23/2016     EUR      55.63
LBBW                     2.75   7/26/2019     EUR      70.20
Goldman Sachs & Co W     6.00   4/20/2016     EUR      49.54
Goldman Sachs & Co W    11.00   9/21/2016     EUR      54.08
Goldman Sachs & Co W     8.00   2/24/2016     EUR      73.54
Goldman Sachs & Co W     7.00   9/21/2016     EUR      60.28
Goldman Sachs & Co W     9.00   9/21/2016     EUR      61.74
Vontobel Financial P     6.20    7/1/2016     EUR      56.69
UBS AG                   8.50   6/24/2016     EUR      55.98
UBS AG                   9.75   6/24/2016     EUR      62.61
Goldman Sachs & Co W    23.00   2/24/2016     EUR      68.12
Goldman Sachs & Co W    19.00   3/23/2016     EUR      72.80
Goldman Sachs & Co W    16.00   9/21/2016     EUR      74.88
UBS AG                   5.00   6/24/2016     EUR      71.09
Goldman Sachs & Co W    23.00   1/20/2016     EUR      63.50
Goldman Sachs & Co W    19.00   3/23/2016     EUR      66.61
Goldman Sachs & Co W    17.00   6/22/2016     EUR      70.34
UBS AG                  11.75   6/24/2016     EUR      72.97
Goldman Sachs & Co W    20.00   2/24/2016     EUR      60.73
Goldman Sachs & Co W    15.00   3/23/2016     EUR      63.85
Goldman Sachs & Co W    10.00   4/20/2016     EUR      73.66
Goldman Sachs & Co W    21.00   4/20/2016     EUR      73.03
UBS AG                  13.25   6/24/2016     EUR      69.80
UBS AG                   6.50   6/24/2016     EUR      62.98
Commerzbank AG           6.90   3/18/2016     EUR      48.57
Bank Julius Baer & C     9.35   6/10/2016     USD      60.65
Societe Generale Eff    10.85  10/10/2016     EUR      61.85
Societe Generale Eff     8.68    7/7/2016     EUR      52.54
Societe Generale Eff    13.91  10/10/2016     EUR      51.49
Societe Generale Eff     5.73  10/10/2016     EUR      74.33
Deutsche Bank AG         6.20   6/21/2016     EUR      72.70
Deutsche Bank AG         4.20   9/20/2016     EUR      62.20
Deutsche Bank AG         6.20   9/20/2016     EUR      63.70
Deutsche Bank AG         6.20   3/22/2016     EUR      63.50
Deutsche Bank AG         6.20   6/21/2016     EUR      62.20
Deutsche Bank AG         4.20   9/20/2016     EUR      71.10
Deutsche Bank AG         4.20   9/20/2016     EUR      64.20
Goldman Sachs & Co W     6.00   7/20/2016     EUR      64.22
Goldman Sachs & Co W     5.00   3/23/2016     EUR      57.95
Goldman Sachs & Co W     5.00   7/20/2016     EUR      57.53
Goldman Sachs & Co W     8.00   7/20/2016     EUR      59.21
Goldman Sachs & Co W    10.00   7/20/2016     EUR      60.33
Goldman Sachs & Co W     7.00  12/21/2016     EUR      60.99
Goldman Sachs & Co W     7.00  12/21/2016     EUR      60.99
Goldman Sachs & Co W     9.00  12/21/2016     EUR      62.95
Goldman Sachs & Co W    20.00   7/20/2016     EUR      74.41
Deutsche Bank AG         6.20   6/21/2016     EUR      71.70
Deutsche Bank AG         6.20   9/20/2016     EUR      72.80
Deutsche Bank AG         4.20   9/20/2016     EUR      71.30
Deutsche Bank AG         4.20   3/22/2016     EUR      74.70
Deutsche Bank AG         4.20   3/22/2016     EUR      70.80
Deutsche Bank AG         6.20   3/22/2016     EUR      67.80
Deutsche Bank AG         4.20   6/21/2016     EUR      70.40
Deutsche Bank AG         4.20   6/21/2016     EUR      74.80
Goldman Sachs & Co W     8.00  12/21/2016     EUR      73.25
Deutsche Bank AG         6.20   6/21/2016     EUR      68.00
Deutsche Bank AG         6.20   9/20/2016     EUR      72.90
Deutsche Bank AG         6.20   9/20/2016     EUR      69.50
Goldman Sachs & Co W    15.00   7/20/2016     EUR      73.47
Goldman Sachs & Co W    11.00   3/23/2016     EUR      59.37
Goldman Sachs & Co W    23.00   4/20/2016     EUR      53.05
Goldman Sachs & Co W    18.00   5/25/2016     EUR      55.61
Goldman Sachs & Co W     7.00   6/22/2016     EUR      63.97
Goldman Sachs & Co W    19.00   6/22/2016     EUR      55.50
Goldman Sachs & Co W     5.00   7/20/2016     EUR      66.36
Goldman Sachs & Co W     8.00   7/20/2016     EUR      62.09
Goldman Sachs & Co W    14.00   7/20/2016     EUR      58.14
Goldman Sachs & Co W    20.00   7/20/2016     EUR      55.76
Goldman Sachs & Co W     8.00   9/21/2016     EUR      63.26
Goldman Sachs & Co W     7.00  12/21/2016     EUR      63.99
Deutsche Bank AG         4.20   6/21/2016     EUR      50.20
Deutsche Bank AG         6.20   9/20/2016     EUR      54.60
Deutsche Bank AG         4.20   9/20/2016     EUR      51.10
Deutsche Bank AG         6.20   9/20/2016     EUR      50.70
Deutsche Bank AG         4.20   9/20/2016     EUR      49.20
Commerzbank AG          10.00   1/21/2016     EUR      61.89
Deutsche Bank AG         6.20   3/22/2016     EUR      59.80
Deutsche Bank AG         5.50   3/22/2016     EUR      74.20
Deutsche Bank AG         4.20   3/22/2016     EUR      56.90
Deutsche Bank AG         6.20   6/21/2016     EUR      60.50
Deutsche Bank AG         4.20   9/20/2016     EUR      56.00
Deutsche Bank AG         5.50   3/22/2016     EUR      40.40
Deutsche Bank AG         5.50   6/21/2016     EUR      70.10
Deutsche Bank AG         5.50   3/22/2016     EUR      68.40
Deutsche Bank AG         5.50   6/21/2016     EUR      63.00
Deutsche Bank AG         5.50   3/22/2016     EUR      57.90
UBS AG/London            9.25   6/10/2016     CHF      62.29
Deutsche Bank AG         5.50   6/21/2016     EUR      61.50
Deutsche Bank AG         5.50   6/21/2016     EUR      58.30
Credit Suisse AG/Nas     8.25   6/22/2016     EUR      66.88
Commerzbank AG           9.00   3/24/2016     EUR      70.17
Commerzbank AG          12.50   3/24/2016     EUR      67.26
Commerzbank AG          16.50   3/24/2016     EUR      62.14
Commerzbank AG           6.75   3/24/2016     EUR      69.84
Commerzbank AG           7.00   1/21/2016     EUR      73.74
Commerzbank AG          10.75   3/24/2016     EUR      47.38
UBS AG/London            4.50   3/29/2016     CHF      69.95
Deutsche Bank AG         5.00   3/31/2016     EUR      62.10
Vontobel Financial P     6.00   7/22/2016     EUR      58.89
UniCredit Bank AG        5.70   3/24/2016     EUR      56.60
UniCredit Bank AG        4.35   3/24/2016     EUR      73.96
UniCredit Bank AG        4.90   3/24/2016     EUR      60.23
UniCredit Bank AG        5.25   3/24/2016     EUR      58.60
UniCredit Bank AG        4.60   3/24/2016     EUR      72.46
UniCredit Bank AG        4.90   3/24/2016     EUR      72.00
DZ Bank AG Deutsche      6.50   3/21/2016     EUR      71.28
DZ Bank AG Deutsche      5.25   6/20/2016     EUR      68.85
DZ Bank AG Deutsche      6.00   9/19/2016     EUR      70.08
UniCredit Bank AG        5.50   3/24/2016     EUR      57.47
DZ Bank AG Deutsche      6.50   6/20/2016     EUR      69.72
DZ Bank AG Deutsche      6.00   9/19/2016     EUR      70.51
UniCredit Bank AG        4.70   3/24/2016     EUR      72.11
UniCredit Bank AG        5.40   3/24/2016     EUR      57.91
DZ Bank AG Deutsche      8.25   6/24/2016     EUR      61.73
HSBC Trinkaus & Burk     4.50   3/25/2016     EUR      68.13
HSBC Trinkaus & Burk     5.90   3/25/2016     EUR      72.31
HSBC Trinkaus & Burk     4.10  12/28/2015     EUR      72.49
Vontobel Financial P     6.50   4/22/2016     EUR      56.55
DZ Bank AG Deutsche      8.50  12/28/2015     EUR      53.86
DZ Bank AG Deutsche      5.00  12/28/2015     EUR      58.52
DZ Bank AG Deutsche      5.75   6/24/2016     EUR      62.68
BNP Paribas Emission    12.00   3/24/2016     EUR      68.53
BNP Paribas Emission     8.50   3/24/2016     EUR      68.32
BNP Paribas Emission     8.00   6/23/2016     EUR      69.70
BNP Paribas Emission     5.00   9/22/2016     EUR      74.08
BNP Paribas Emission     9.00   9/22/2016     EUR      67.68
BNP Paribas Emission     7.00   3/24/2016     EUR      70.49
BNP Paribas Emission     5.00   3/24/2016     EUR      74.90
BNP Paribas Emission     8.50   3/24/2016     EUR      70.06
BNP Paribas Emission     5.00   6/23/2016     EUR      74.75
BNP Paribas Emission     9.00   6/23/2016     EUR      69.55
BNP Paribas Emission     5.50   9/22/2016     EUR      74.30
BNP Paribas Emission     8.00   9/22/2016     EUR      71.00
BNP Paribas Emission     6.00   3/24/2016     EUR      68.30
BNP Paribas Emission     5.00   6/23/2016     EUR      71.37
BNP Paribas Emission     6.00   9/22/2016     EUR      68.21
BNP Paribas Emission     5.00   3/24/2016     EUR      60.82
BNP Paribas Emission     8.00   3/24/2016     EUR      56.12
BNP Paribas Emission     6.00   6/23/2016     EUR      60.83
BNP Paribas Emission     6.50   9/22/2016     EUR      59.82
BNP Paribas Emission    10.00   9/22/2016     EUR      55.75
BNP Paribas Emission     4.00   3/24/2016     EUR      68.13
BNP Paribas Emission    12.00   3/24/2016     EUR      56.62
BNP Paribas Emission     5.00   6/23/2016     EUR      68.70
HSBC Trinkaus & Burk     6.30  12/28/2015     EUR      66.60
HSBC Trinkaus & Burk    13.10  12/28/2015     EUR      50.17
HSBC Trinkaus & Burk    11.10   3/25/2016     EUR      54.53
HSBC Trinkaus & Burk     9.20  12/28/2015     EUR      66.32
HSBC Trinkaus & Burk     9.70   2/26/2016     EUR      55.54
HSBC Trinkaus & Burk    14.20   3/25/2016     EUR      74.89
HSBC Trinkaus & Burk    13.80   3/25/2016     EUR      73.35
HSBC Trinkaus & Burk     8.40  12/28/2015     EUR      55.61
HSBC Trinkaus & Burk    10.10  12/28/2015     EUR      61.54
HSBC Trinkaus & Burk    15.00  12/28/2015     EUR      68.78
HSBC Trinkaus & Burk    12.80   3/25/2016     EUR      70.48
Deutsche Bank AG         5.20   6/21/2016     EUR      74.80
Deutsche Bank AG         5.20   6/21/2016     EUR      72.20
Deutsche Bank AG         5.20   3/22/2016     EUR      63.30
Deutsche Bank AG         5.20   9/20/2016     EUR      73.30
Deutsche Bank AG         4.20   9/20/2016     EUR      73.60
Deutsche Bank AG         5.20   9/20/2016     EUR      74.40
Deutsche Bank AG         5.20   6/21/2016     EUR      71.20
DZ Bank AG Deutsche      8.00   3/21/2016     EUR      71.03
DZ Bank AG Deutsche      8.00   6/20/2016     EUR      73.02
DZ Bank AG Deutsche      7.50   3/21/2016     EUR      71.36
DZ Bank AG Deutsche      7.50   6/20/2016     EUR      73.56
DZ Bank AG Deutsche      6.00   3/21/2016     EUR      55.51
DZ Bank AG Deutsche      7.00   6/20/2016     EUR      57.02
Deutsche Bank AG         5.20   9/20/2016     EUR      72.00
Deutsche Bank AG         5.20   3/22/2016     EUR      71.10
Deutsche Bank AG         5.20   3/22/2016     EUR      67.60
Deutsche Bank AG         5.20   6/21/2016     EUR      70.90
Deutsche Bank AG         5.20   9/20/2016     EUR      72.10
Deutsche Bank AG         5.20   6/21/2016     EUR      50.70
Deutsche Bank AG         4.20   9/20/2016     EUR      57.70
Deutsche Bank AG         6.20   9/20/2016     EUR      59.20
Deutsche Bank AG         5.20   9/20/2016     EUR      56.10
Deutsche Bank AG         5.20   9/20/2016     EUR      50.00
Deutsche Bank AG         5.20   3/22/2016     EUR      57.10
Deutsche Bank AG         5.20   6/21/2016     EUR      60.00
Deutsche Bank AG         5.20   6/21/2016     EUR      55.50
Deutsche Bank AG         6.20   9/20/2016     EUR      67.20
Deutsche Bank AG         5.20   9/20/2016     EUR      61.20
Deutsche Bank AG         5.20   9/20/2016     EUR      56.70
Deutsche Bank AG         4.20   7/20/2016     EUR      74.60
Deutsche Bank AG         6.20   7/20/2016     EUR      66.90
Deutsche Bank AG         4.20   7/20/2016     EUR      63.60
Deutsche Bank AG         4.20   7/20/2016     EUR      61.50
Deutsche Bank AG         4.20   7/20/2016     EUR      70.60
Deutsche Bank AG         6.20   7/20/2016     EUR      72.00
Deutsche Bank AG         4.20   7/20/2016     EUR      70.90
Deutsche Bank AG         4.20   7/20/2016     EUR      70.70
Deutsche Bank AG         6.20   7/20/2016     EUR      71.90
Deutsche Bank AG         4.20   7/20/2016     EUR      67.30
Deutsche Bank AG         4.20   7/20/2016     EUR      57.20
Deutsche Bank AG         6.20   7/20/2016     EUR      55.90
Deutsche Bank AG         4.20   7/20/2016     EUR      54.80
Deutsche Bank AG         4.20   7/20/2016     EUR      52.60
Deutsche Bank AG         4.20   7/20/2016     EUR      50.50
Deutsche Bank AG         6.20   7/20/2016     EUR      51.70
Deutsche Bank AG         6.20   7/20/2016     EUR      49.80
Deutsche Bank AG         6.20   7/20/2016     EUR      66.30
Deutsche Bank AG         6.20   7/20/2016     EUR      63.60
Deutsche Bank AG         4.20   7/20/2016     EUR      62.40
Deutsche Bank AG         4.20   7/20/2016     EUR      59.90
Deutsche Bank AG         6.20   7/20/2016     EUR      61.00
Deutsche Bank AG         6.20   7/20/2016     EUR      58.70
Deutsche Bank AG         4.20   7/20/2016     EUR      57.50
Deutsche Bank AG         4.20   7/20/2016     EUR      55.30
Deutsche Bank AG         4.20  12/20/2016     EUR      67.20
Deutsche Bank AG         4.20  12/20/2016     EUR      65.10
Deutsche Bank AG         6.20  12/20/2016     EUR      74.30
Deutsche Bank AG         5.20  12/20/2016     EUR      73.30
Deutsche Bank AG         4.20  12/20/2016     EUR      56.10
Deutsche Bank AG         4.20  12/20/2016     EUR      54.00
Deutsche Bank AG         5.20  12/20/2016     EUR      55.00
Deutsche Bank AG         4.20  12/20/2016     EUR      61.40
Deutsche Bank AG         6.20  12/20/2016     EUR      63.40
Deutsche Bank AG         6.20  12/20/2016     EUR      61.10
Vontobel Financial P     9.25   4/22/2016     EUR      72.59
Societe Generale Eff     3.89  12/29/2015     EUR      66.15
Societe Generale Eff     4.51    1/6/2016     EUR      68.77
Societe Generale Eff     5.05   3/29/2016     EUR      72.33
Societe Generale Eff     5.67    4/7/2016     EUR      73.67
Societe Generale Eff     7.46   6/24/2016     EUR      70.61
Societe Generale Eff     8.04    7/7/2016     EUR      71.98
Societe Generale Eff     9.00  10/10/2016     EUR      72.92
Societe Generale Eff     2.47  12/29/2015     EUR      69.17
Societe Generale Eff     4.25   3/29/2016     EUR      70.39
Societe Generale Eff     4.94    4/7/2016     EUR      71.53
Societe Generale Eff     4.50    7/7/2016     EUR      74.11
Societe Generale Eff     5.75  10/10/2016     EUR      73.45
Societe Generale Eff     3.04  12/29/2015     EUR      54.45


                            *********

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

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

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


                            *********


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

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

Copyright 2016.  All rights reserved.  ISSN 1529-2754.

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

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

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


                 * * * End of Transmission * * *