TCREUR_Public/160118.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 18, 2016, Vol. 17, No. 011


                            Headlines


C Y P R U S

OMEGA FUNDS: Moody's Assigns 'B2' Long Term Issuer Rating


I C E L A N D

KAUPTHING BANK: Can Implement Composition Agreement
LANDSBANKI ISLANDS: UK Gov't Gets Final Payment for 2008 Collapse


I R E L A N D

IRISH BANK: EUR2.1-Bil. Surplus could Fund Bondholder Payouts
PETROCELTIC: Taps PwC as Restructuring Specialist Amid Cash Woes


I T A L Y

INTESA SANPAOLO: Fitch Rates EUR1.25BB Tier 1 Notes 'BB-'


N E T H E R L A N D S

ALME LOAN IV: Moody's Assigns B2(sf) Rating to Class F Notes
ALME LOAN IV: Fitch Assigns 'B-sf' Rating to Class F Notes


R U S S I A

CB ERGOBANK: Placed Under Provisional Administration
DOSTOINSTVO LIFE: Bank of Russia Revokes Insurance License
VNESHPROMBANK: S&P Lowers Counterparty Credit Ratings to 'D/D'


S P A I N

BANKINTER 5: S&P Raises Rating on Class C Notes to 'BB+'
IM BCC CAJAMAR: Moody's Rates Class B Notes (P)Caa1
PARSELAYA SL: Moody's Assigns B1 Corporate Family Rating


S W I T Z E R L A N D

UBS AG: Moody's Confirms Ba3 Ratings on Medium Term Notes


U N I T E D   K I N G D O M

CO-OPERATIVE BANK: Two Former Executives Face Fines
GALA ELECTRIC: Moody's Raises Corporate Family Rating to B1


X X X X X X X X

* BOND PRICING: For the Week January 11, 2015 to January 15, 2015


                            *********


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C Y P R U S
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OMEGA FUNDS: Moody's Assigns 'B2' Long Term Issuer Rating
---------------------------------------------------------
Moody's Investors Service assigned a first-time long term issuer
rating of B2 and a short term issuer rating of Not-Prime to Omega
Funds Investment Ltd (Omega). The outlook for the long term
ratings is stable.

The rating action is based on Omega's audited IFRS accounts for
2014, 2013 and 2012 and information provided by the company's
management.

RATINGS RATIONALE

According to Moody's, Omega's ratings are constrained by the
following: (1) Small and undiversified franchise, with high
concentration of business and revenue stream on a few large
customers; and (2) high volatility of earnings.

However, these risks are partially offset by: (1) Omega's robust
balance sheet, with zero debt, an ample capital cushion and
strong liquidity position; and (2) the company's high
profitability amid low operating costs.

Moody's notes that, on average, in 2014 and 2015, around 90% of
Omega's commission income was attributable to the company's three
largest customers, which represents very high single-name
concentration of the revenue stream. Moreover, Omega's boutique
franchise strongly depends on connections of personal rather than
institutional nature, which makes the company potentially
vulnerable in the event of any change of ownership or management
(not anticipated by Moody's in the near term).

The lack of diversification makes the company's income highly
volatile, with around 50% of revenue attributed to non-recurring
items in both 2014 and 2015. Moody's notes that Omega has
historically had low appetite for market risk, with proprietary
investments representing only 10% of the company assets and
little or no proprietary trading. However, Moody's expects that,
going forward, Omega will trade more actively on its own account,
which will likely further increase the volatility of its revenue
stream.

The aforementioned challenges are partially mitigated by Omega's
strong financial metrics. The company has zero debt and an ample
capital cushion, with equity/assets of 98% as of H1 2015 and a
CET1 ratio of 45% as of 30 September 2015. The company's
liquidity position is equally robust, as cash represented 85% of
assets as of H1 2015. Finally, Omega's compact size and low
operating costs result in high profitability, as measured by pre-
tax margin as high as 77% in 2014 (on Moody's calculation,
excluding one-off revenue items).

WHAT COULD MOVE THE RATINGS UP/DOWN

Moody's says an upgrade of Omega's B2 ratings is unlikely in the
near term. However, upward pressure could be exerted on the
ratings if the company materially grows its franchise and
decreases its single-name concentration. The rating agency says a
downgrade is also unlikely in the near term; however, downward
pressure could be exerted on the ratings in the event of: (1) Any
significant increase in leverage; (2) a weakening of the
liquidity profile; or (3) a loss of key customers that would
result in significant scaling down of the company's business and
may bring into question the continuity of its business.

Domiciled in Limassol, Cyprus, Omega Funds Investment Ltd
reported (audited IFRS) total assets of EUR11.9 million
(approximately $14.4 million). The company's net income totaled
EUR6.6 million ($8.8 million) in 2014.



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KAUPTHING BANK: Can Implement Composition Agreement
---------------------------------------------------
Omar R. Valdimarsson at Bloomberg News reports that Kaupthing
Bank said in an e-mailed statement on Jan. 15 the bank has been
granted final exemption from capital controls by the central
bank, permitting it to proceed with implementation of a
composition agreement.

"Initial distributions of the De Minimis Cash Payments, the
Composition Cash Payments, Notes and Shares will be initiated in
accordance with the Composition Agreement which was approved at
the Composition Voting Meeting on November 24, 2015, confirmed by
the District Court of Reykjavik on December 15, 2015, and became
final and binding under Icelandic law with effect from
December 23, 2015," Bloomberg quotes Kaupthing as saying.

                       About Kaupthing Bank

Headquartered in Reykjavik, Iceland Kaupthing Bank --
http://www.kaupthing.com/-- is Iceland's largest bank and among
the Nordic region's 10 largest banking groups.  With operations
in more than a dozen countries, the bank offers a range of
services including retail banking, corporate finance, asset
management, brokerage, private banking, treasury, and private
wealth management.  Kaupthing was created by the 2003 merger of
Bunadarbanki and Kaupthing Bank.  In October 2008, the Icelandic
government assumed control of Kaupthing Bank after taking similar
measures with rivals Landsbanki and Glitnir.

As reported by the Troubled Company Reporter-Europe, on Nov. 30,
2008, Olafur Gardasson, assistant for Kaupthing Bank hf, filed a
petition under Chapter 15 of title 11 of the United States Code
in the United States Bankruptcy Court for the Southern District
of New York commencing the Debtor's Chapter 15 case ancillary to
the Icelandic Proceeding and seeking recognition for the
Icelandic Proceeding as a "foreign main proceeding" under the
Bankruptcy Code and relief in aid of the Icelandic Proceeding.


LANDSBANKI ISLANDS: UK Gov't Gets Final Payment for 2008 Collapse
-----------------------------------------------------------------
Emma Dunkley at The Financial Times reports that the UK
government has finally received the last payment from Iceland for
the collapse of Landsbanki in 2008, drawing a line under years of
bitter dispute.

The Treasury announced on Jan. 15 that it had been paid GBP740
million from the Landsbanki estate, which operated as online
savings provider Icesave in the UK, the FT relates.  The
government has now received a total of GBP4.6 billion from the
Landsbanki estate and litigation cases, the FT discloses.

Taxpayers paid GBP4.5 billion to 230,000 UK depositors in Icesave
to fully refund them an average of GBP15,200, following the
collapse of Landsbanki at the peak of the financial crisis more
than seven years ago, the FT relays.  The final repayment brought
to an end "substantial negotiations" between Britain and Iceland
since the bank's demise, the UK Treasury, as cited by the FT,
said on Jan. 15.

In October 2008, the Icelandic government nationalized
Landsbanki, at the time Iceland's second-largest bank, after it
became highly leveraged, the FT recounts.

                   About Landsbanki Islands

Landsbanki Islands hf, also commonly known as Landsbankinn in
Iceland, is an Icelandic bank.  The bank offered online savings
accounts under the "Icesave" brand.  On October 7, 2008, the
Icelandic Financial Supervisory Authority took control of
Landsbanki and two other major banks.

Landsbanki filed for Chapter 15 protection on Dec. 9, 2008
(Bankr. S.D. N.Y. Case No.: 08-14921).  Gary S. Lee, Esq., at
Morrison & Foerster LLP, represents the Debtor.  When it filed
for protection from its creditors, it listed assets and debts of
more than US$1 billion each.



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IRISH BANK: EUR2.1-Bil. Surplus could Fund Bondholder Payouts
-------------------------------------------------------------
Donal O'Donovan and Colm Kelpie at the Irish Independent report
that liquidators of Irish Bank Resolution Corp. have EUR2.1
billion in cash left over from the mass sell-off of loans.

According to the Irish Independent, the size of the liquidators'
pot, left over after the Central Bank got the bulk of cash raised
by selling off business and home loans, means former Anglo Irish
Bank junior bondholders are closer to recouping EUR270 million
owed since the rescue of the bust bank in 2008.

Only bondholders who successfully fought off a legal move by the
bank back in 2010 to "burn" them by imposing losses are still in
line to get paid, the Irish Independent notes.

The bondholder claim ranks behind EUR1.1 billion owed to the
State in the line of priority for payment, but taxpayers have no
hope of recovering the bulk of the EUR34 billion sunk into the
former Anglo Irish Bank and Irish Nationwide Building Society,
which merged to form IBRC, the Irish Independent discloses.

Finance Minister Michael Noonan said IBRC's special liquidators,
Kieran Wallace and Eamonn Richardson, will publish an update on
the winding up of the former bank over the next two months, the
Irish Independent relates.

                  About Irish Bank Resolution

Irish Bank Resolution Corp., the liquidation vehicle for what was
once one of Ireland's largest banks, filed a Chapter 15 petition
(Bankr. D. Del. Case No. 13-12159) on Aug. 26, 2013, to protect
U.S. assets of the former Anglo Irish Bank Corp. from being
seized by creditors.  Irish Bank Resolution sought assistance
from the U.S. court in liquidating Anglo Irish Bank Corp. and
Irish Nationwide Building Society.  The two banks failed and were
merged into IBRC in July 2011.  IBRC is tasked with winding them
down and liquidating their assets.  In February, when Irish
lawmakers adopted the Irish Bank Resolution Corp., IBRC was
placed into a special liquidation in the Irish High Court to
complete liquidation and distribution of the two banks' assets.

IBRC's principal asset as of June 2012 was a loan portfolio
valued at some EUR25 billion (US$33.5 billion). About 70 percent
of the loans were to Irish borrowers. Some 5 percent of the
portfolio was under U.S. law, according to a court filing.  Total
liabilities in June 2012 were about EUR50 billion, according
to a court filing.

Most assets in the U.S. have been sold already.  IBRC is involved
in lawsuits in the U.S.

IBRC was granted protection under Chapter 15 of the U.S.
Bankruptcy Code in December 2013.

Kieran Wallace and Eamonn Richardson of KPMG have been named the
special liquidators.

                        About Anglo Irish

Anglo Irish Bank was an Irish bank headquartered in Dublin from
1964 to 2011.  It went into wind-down mode after nationalization
in 2009.  In July 2011, Anglo Irish merged with the Irish
Nationwide Building Society, with the new company being named the
Irish Bank Resolution Corporation (IBRC).

Standard & Poor's Ratings Services said that it lowered its long-
and short-term counterparty credit ratings on Irish Bank
Resolution Corp. Ltd. (IBRC) to 'D/D' from 'B-/C'.   S&P also
lowered the senior unsecured ratings to 'D' from 'B-'.  S&P then
withdrew the counterparty credit ratings, the senior unsecured
ratings, and the preferred stock ratings on IBRC.  At the same
time, S&P affirmed its 'BBB+' issue rating on three government-
guaranteed debt issues.

The rating actions follow the Feb. 6, 2013, announcement that the
Irish government has liquidated IBRC.

The former Irish bank sought protection from creditors under
Chapter 15 of the U.S. Bankruptcy Code on Aug. 26, 2013 (Bankr.
D. Del., Case No. 13-12159).  The former bank's Foreign
Representatives are Kieran Wallace and Eamonn Richardson.  Its
U.S. bankruptcy counsel are Mark D. Collins, Esq., and Jason M.
Madron, Esq., at Richards, Layton & Finger, P.A., in Wilmington,
Delaware.


PETROCELTIC: Taps PwC as Restructuring Specialist Amid Cash Woes
----------------------------------------------------------------
Ben Marlow at The Telegraph reports that Petroceltic is
scrambling for survival this weekend as it threatens to run out
of cash amid the spiralling oil price.

According to The Telegraph, Petroceltic is understood to have
appointed restructuring specialists at PwC, led by partner
Ian Green, to prepare for possible administration, as financing
runs perilously short.

The move comes weeks after the debt-laden, the company launched a
last-ditch search for a rescue buyer following a disastrous year,
The Telegraph relates.

In a shock December announcement, Petroceltic admitted it
breached agreements on its debt pile, and funds were likely to
run dry this month, The Telegraph recounts.  The company also
said it was struggling to raise any further financing, The
Telegraph notes.

It is understood PwC will draw up contingency plans if attempts
to sell the company fail, leaving it with few options to raise
further cash, The Telegraph discloses.

The company, The Telegraph says, has debts of US$200 million
(GBP140 million) versus a stock market value of just GBP46
million.

Petroceltic is a Dublin-based oil and gas explorer.



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INTESA SANPAOLO: Fitch Rates EUR1.25BB Tier 1 Notes 'BB-'
---------------------------------------------------------
Fitch Ratings has assigned Intesa Sanpaolo S.p.A.'s (IntesaSP;
BBB+/Stable/F2/bbb+) EUR1.25 billion additional Tier 1 notes
(ISIN: XS1346815787) a final rating of 'BB-'.

The notes are perpetual, but can be redeemed at the option of the
issuer after five years from the issue date and every interest
payment date thereafter, subject to regulatory approval, and pay
an annual coupon of 7%.

The final rating is in line with the expected rating Fitch
assigned to the notes on Jan. 12, 2016.

KEY RATING DRIVERS

The notes are rated five notches below IntesaSP's 'bbb+'
Viability Rating (VR), comprising two notches for loss severity
relative to senior unsecured creditors and three notches for
incremental non-performance risk relative to IntesaSP's VR.  The
notching for non-performance risk reflects the instruments' fully
discretionary interest payment, which Fitch considers the most
easily activated form of loss absorption.  Under the terms of the
notes, the issuer will not make an interest payment (in full or
in part) if it has insufficient distributable items.  The notes
have fully discretionary interest payments and are subject to
write-down on breach of a 5.125% consolidated or unconsolidated
common equity Tier 1 (CET1) ratio.

IntesaSP's transitional Basel III CET1 ratio at September 30,
2015 of 13.4% provides the bank with a buffer of over EUR23
billion from the 5.125% CET1 ratio trigger.  However, Fitch notes
that non-performance in the form of non-payment of interest could
possibly be triggered before this, for example if the bank
breaches its Pillar 2 CET1 capital requirement of 9.5% as
established by the European Central Bank.  The current CET1 ratio
provides it with a buffer of over EUR11 billion from this
requirement.

The principal write-down can be reinstated and written up at full
discretion of the issuer if positive net income (unconsolidated
or consolidated) is recorded.  Fitch expects to assign 50% equity
credit to the securities, reflecting the agency's view that the
5.125% trigger is not so distant to the point of non-viability,
which limits the instrument's "going concern" characteristics.
It also reflects the notes' full coupon flexibility, their
permanent nature and the subordination to all senior creditors.

RATING SENSITIVITIES

The rating of the securities is sensitive to a change in
IntesaSP's VR.  The rating is also sensitive to a change in the
notes' notching, which could arise if Fitch changes its
assessment of their non-performance relative to the risk captured
in IntesaSP's VR.  This could reflect a change in capital
management or flexibility or an unexpected shift in regulatory
buffers and requirements, for example.


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

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

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

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

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

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

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

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

RATINGS RATIONALE

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

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

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

In addition to the seven classes of notes rated by Moody's, the
Issuer issued EUR44.5 million of Participating Term Notes which
will not be rated.

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

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

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

Loss and Cash Flow Analysis:

Moody's modelled the transaction using CDOEdge, a cash flow model
based on the Binomial Expansion Technique, as described in
Section 2.3 of the "Moody's Global Approach to Rating
Collateralized Loan Obligations" rating methodology published in
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 the following base-case modelling assumptions:

Par amount: EUR450,000,000

Diversity Score: 38

Weighted Average Rating Factor (WARF): 2800

Weighted Average Spread (WAS): 3.95%

Weighted Average Coupon (WAC): 6.00%

Weighted Average Recovery Rate (WARR): 42.50%

Weighted Average Life (WAL): 8 years

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

Stress Scenarios:

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

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

Ratings Impact in Rating Notches:

Class A Senior Secured Floating Rate Notes: 0

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

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

Class C Senior Secured Deferrable Floating Rate Notes: -2

Class D Senior Secured Deferrable Floating Rate Notes: -2

Class E Senior Secured Deferrable Floating Rate Notes: -1

Class F Senior Secured Deferrable Floating Rate Notes: -1

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

Ratings Impact in Rating Notches:

Class A Senior Secured Floating Rate Notes: -1

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

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

Class C Senior Secured Deferrable Floating Rate Notes: -3

Class D Senior Secured Deferrable Floating Rate Notes: -3

Class E Senior Secured Deferrable Floating Rate Notes: -2

Class F Senior Secured Deferrable Floating Rate Notes: -3


ALME LOAN IV: Fitch Assigns 'B-sf' Rating to Class F Notes
----------------------------------------------------------
Fitch Ratings has assigned ALME Loan Funding IV B.V. notes final
ratings, as:

  Class A: 'AAAsf'; Outlook Stable
  Class B-1: 'AAsf'; Outlook Stable
  Class B-2: 'AAsf'; Outlook Stable
  Class C: 'Asf'; Outlook Stable
  Class D: 'BBBsf'; Outlook Stable
  Class E: 'BBsf'; Outlook Stable
  Class F: 'B-sf'; Outlook Stable
  Participating Term Certificates: not rated

ALME Loan Funding IV B.V. (the issuer) is a cash flow
collateralized loan obligation.

KEY RATING DRIVERS

'B'/'B-' Portfolio Credit Quality

Fitch expects the average credit quality of obligors to be in the
'B' category.  Fitch has credit opinions or public ratings on all
obligors in the identified portfolio.  The weighted average
rating factor of the identified portfolio is 32.01.

High Recovery Expectations

At least 90% of the portfolio will comprise senior secured
obligations.  Recovery prospects for these assets are typically
more favorable than for second-lien, unsecured and mezzanine
assets.  Fitch has assigned Recovery Ratings to all assets but
one in the identified portfolio.  The weighted average recovery
rating of the identified portfolio is 70.19%.

Limited Interest Rate Risk

Unhedged fixed-rate assets cannot exceed 7% of the portfolio
while fixed-rate liabilities account for 2.2% of the target par
balance. Consequently, the impact of unhedged interest rate risk
is small.

Participation Agreement

The issuer has entered into a participation agreement with ALME
Loan Funding I Limited to purchase approximately EUR130 million
of assets.  The issuer receives the economic benefit of the
assets immediately while all titles are expected to be
transferred to the issuer in the first few months after closing.
Fitch has reviewed relevant legal opinions to gain comfort that
the participation agreement, including the obligation to transfer
the asset title to the issuer, is legal, valid, binding, and
enforceable.

TRANSACTION SUMMARY

Net proceeds from the notes will be used to purchase a EUR450m
portfolio of European leveraged loans and bonds.  The portfolio
is managed by Apollo Management International LLP.  The
reinvestment period is scheduled to end in 2020.

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

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

RATING SENSITIVITIES

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

A 25% reduction in expected recovery rates would lead to a
downgrade of up to four notches for the rated notes.

DUE DILIGENCE USAGE

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

DATA ADEQUACY

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

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



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CB ERGOBANK: Placed Under Provisional Administration
----------------------------------------------------
The Bank of Russia, by Order No. OD-87 dated January 15, 2016,
revoked the banking license of Moscow-based credit institution
Commercial Bank ERGOBANK, LLC from January 15, 2016.

The Bank of Russia took such an extreme measure -- revocation of
the banking license -- because of the credit institution's
failure to comply with federal banking laws and Bank of Russia
regulations.  The bank's capital adequacy ratios fell below 2%,
its equity capital dropped below the minimum amount of the
authorized capital established as of the date of state
registration of the credit institution.  The bank was also unable
to satisfy creditors' monetary claims and was subject to repeated
measures envisaged by the Federal Law "On the Central Bank of the
Russian Federation (Bank of Russia)" over the past year.

Having bad quality assets, CB ERGOBANK LLC failed to make an
adequate assessment of risks assumed.  The proper assessment of
credit risk made at the supervisor's requirement revealed a full
loss of the bank's equity capital.  Due to the loss of liquidity
CB ERGOBANK LLC failed to meet its obligations to creditors and
depositors on time.

The management and owners of the credit institution failed to
take effective measures to bring the situation back to normal.
Under these circumstances, the Bank of Russia guided by
Article 20 of the Federal Law "On Banks and Banking Activities"
fulfilled its duty and revoked the banking license from CB
ERGOBANK LLC.

In pursuance of Bank of Russia Order No. OD-88, dated
January 15, 2016, a provisional administration has been appointed
to CB ERGOBANK LLC for a term until the appointment of a receiver
in accordance with the Federal Law "On Insolvency (Bankruptcy)"
or a liquidator in accordance with Article 23.1 of the Federal
Law "On Banks and Banking Activities".  In compliance with
federal laws the powers of the credit institution's executive
bodies have been suspended.

CB ERGOBANK LLC is a participant in the deposit insurance system.
The revocation of the banking license is recognized as an insured
event stipulated by Federal Law No. 177-FZ "On Insurance of
Household Deposits in Russian Banks" with regard to the bank's
obligations on household deposits identified in accordance with
the procedure established by law.  The said Federal Law provides
for the payment of indemnities to the bank's depositors,
including individual entrepreneurs, in the amount of 100% of the
balance of funds but no more than 1.4 million rubles per one
depositor.

According to reporting data, as of December 1, 2015, CB ERGOBANK
LLC ranked 321st in the Russian banking system in terms of
assets.


DOSTOINSTVO LIFE: Bank of Russia Revokes Insurance License
----------------------------------------------------------
The Bank of Russia, by its Order OD-83 dated January 14, 2016,
revoked the insurance license of Dostoinstvo Life Insurance
Company, JSC.

The decision was due to Dostoinstvo Life Insurance Company's
failure to correct as appropriate its violations of insurance
legislation, which constituted the basis for the insurance
license suspension (by force of Bank of Russia Order OD-2689,
dated October 7, 2015), viz., its failure to comply with BoR
Improvement Notice in connection with stability and solvency
requirements with regard to reserve ratio requirements, terms and
conditions for investment of their own funds and insurance
reserves into admissible assets.  The decision becomes effective
on the day of its publication in the Bank of Russia Bulletin.


VNESHPROMBANK: S&P Lowers Counterparty Credit Ratings to 'D/D'
--------------------------------------------------------------
Standard & Poor's Ratings Services lowered its long- and short-
term counterparty credit ratings on Russia-based Foreign Economic
Industrial Bank (Vneshprombank) to 'D/D' from 'R/R' and the
ratings on its senior unsecured debt to 'D' from 'CC'.  S&P also
lowered its Russia national scale rating to 'D' from 'R'.

At the same time, S&P removed the issue ratings from CreditWatch
where it placed them with negative implications on Dec. 21, 2015.

The rating action reflects that Vneshprombank is under payment
moratorium and experiencing financial stress as well as S&P's
view that the bank will not be able to fulfill the interests of
the creditors, which is equivalent to default as per S&P's rating
definitions.

On Dec. 25, 2015, the bank missed a coupon payment on its senior
unsecured debt series BO-3 maturing June 2018.  S&P considers
this a default on the issue, because the payment was missed on
its due date and the next five business days.  At the same time,
S&P understands that the Central Bank of Russia's (CBR's)
introduction of temporary administration for Vneshprombank for
the six months started Dec. 18, 2015, could be considered a
'default event' under the terms of the bank's other senior
unsecured issue (ISIN: XS0993279958) maturing November 2016.  As
such, this issue could be due and payable on demand. Deposit
Insurance Agency (DIA) started paying compensation to the bank's
depositors within the guaranteed limits.

S&P envisaged such a scenario in its analysis when S&P lowered
its rating on the bank to 'R' (under regulatory supervision)
after the CBR introduced temporary administration at the bank.
S&P believed that default on the bank's outstanding senior
unsecured issues was a virtual certainty in the near term.  Any
further rating actions on Vneshprombank will depend largely on
the future decisions of the CBR and S&P's opinion of the bank's
business and financial prospects once this information is made
available.



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


BANKINTER 5: S&P Raises Rating on Class C Notes to 'BB+'
--------------------------------------------------------
Standard & Poor's Ratings Services raised and removed from
CreditWatch positive its rating on Bankinter 5 Fondo de
Titulizacion Hipotecaria's class A notes.  At the same time, S&P
has raised its ratings on the class B and C 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 rating
on Bankinter 5's class A notes.

S&P has also applied its Spanish residential mortgage-backed
securities (RMBS) criteria as part of its credit and cash flow
analysis.

Under S&P's RAS criteria, it has 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.

These criteria designate the country risk sensitivity for RMBS as
moderate.  This transaction's 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, if all six of the conditions in paragraph 44 of S&P's
RAS criteria are met, S&P can assign ratings up to a maximum of
six notches (two additional notches of uplift) above the
sovereign rating, subject to credit enhancement being sufficient
to pass an extreme stress.

Following the application of S&P's RAS 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 and (ii) the rating that
the class of notes can attain under S&P's RMBS criteria.

In Bankinter 5's priority of payment structure, in certain
scenarios, the replenishment of the reserve fund ranks senior to
the amortization of the bonds for all payment dates besides the
final one.  Due to an error, in S&P's analysis, it continued to
apply the replenishment of the reserve fund on the final payment
date.  As a result, the reserve fund was failing to provide
credit enhancement to the notes in certain cash flow scenarios.

Following the correction of this error, under S&P's Spanish RMBS
credit and cash flow stresses, the class A, B, and C notes now
have sufficient credit enhancement to support ratings at the
'AA (sf)', 'A (sf)', and 'BB+ (sf)' rating levels, respectively.

However, the class A and B notes cannot withstand the extreme and
severe stresses, respectively, that S&P applies under its RAS
criteria.  Consequently, the maximum uplift for the class A notes
is four notches above the long-term sovereign rating, and the
class B notes are unable to be rated above the long-term rating
on the sovereign.

In addition, the maximum potential rating for the notes is
constrained at one notch above the issuer credit rating on the
basis swap provider, Credit Agricole Corporate And Investment
Bank (A/Stable/A-1), due to the replacement language not being in
line with our current counterparty criteria.

S&P has therefore raised to 'A+ (sf)' from 'BBB (sf)' and removed
from CreditWatch positive its rating on the class A notes.  At
the same time, S&P has raised to 'BBB+ (sf)' from 'BB (sf)' its
rating on the class B notes and to 'BB+ (sf)' from 'B (sf)' its
rating on the class C notes.

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 in the portfolio to remain vulnerable
to downside risks.  These include high unemployment and fiscal
tightening.  On the positive side, S&P expects interest rates to
remain low for the foreseeable future and stronger economic
growth.

Bankinter 5 is a Spanish RMBS transaction that closed in December
2002 and securitizes first-ranking mortgage loans.  Bankinter
S.A. originated the pool, which comprises loans granted to prime
borrowers secured over owner-occupied residential properties in
Spain.

RATINGS LIST

Class              Rating
            To                From

Bankinter 5 Fondo de Titulizacion Hipotecaria
EUR710 Million Mortgage-Backed Floating-Rate Notes

Rating Raised and Removed From CreditWatch Positive

A           A+ (sf)           BBB (sf)/Watch Pos

Ratings Raised

B           BBB+ (sf)         BB (sf)
C           BB+ (sf)          B (sf)


IM BCC CAJAMAR: Moody's Rates Class B Notes (P)Caa1
---------------------------------------------------
Moody's Investors Service assigned provisional ratings to two
classes of notes to be issued by IM BCC Cajamar 1, Fondo de
Titulizacion:

-- EUR615 million Class A Notes, Assigned (P)A1 (sf)

-- EUR135 million Class B Notes, Assigned (P)Caa1 (sf)

The transaction is a securitization of Spanish prime mortgage
loans originated by Cajas Rurales Unidas ("CAJAMAR") (Not Rated)
to obligors located in Spain. CAJAMAR will service all loans. The
assets being securitized are all backed by residential properties
in Spain.

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

Moody's issues provisional ratings in advance of the final sale
of securities, but these ratings only represent Moody's
preliminary credit opinion. Upon a conclusive review of the
transaction and associated documentation, Moody's will endeavor
to assign definitive ratings to the Notes. A definitive rating
may differ from a provisional rating. Moody's will disseminate
the assignment of any definitive ratings through its Client
Service Desk. Moody's will monitor this transaction on an ongoing
basis.

RATINGS RATIONALE

IM BCC Cajamar 1, FT is a securitization of loans granted by
Cajas Rurales Unidas ("CAJAMAR") (Not Rated) to Spanish
individuals. CAJAMAR is acting as Servicer of the loans while
InterMoney Titulizacion S.G.F.T., S.A. is the Management Company
("Gestora").

The ratings of the notes take into account the credit quality of
the underlying mortgage loan pool, from which Moody's determined
the MILAN Credit Enhancement and the portfolio expected loss.

The key drivers for the portfolio expected loss of 7.5% are (i)
benchmarking with comparable transactions in the Spanish market
via analysis of book data provided by the seller and (ii) Moody's
outlook on Spanish RMBS in combination with historic recovery
data of foreclosures received from the seller.

The key drivers for the 25% MILAN Credit Enhancement number,
which is in line with other RMBS transactions, are (i) relatively
good WA current LTV (68.7% based on original valuations); (ii)
good seasoning of 5.29 years; (iii) the potential renegotiations
that the loans may incur.

According to Moody's, the deal has the following credit
strengths: (i) sequential amortization of the notes (ii) a
reserve fund fully funded upfront equal to 3% of the Class A and
Class B notes to cover potential shortfall in interest on class
A. The reserve fund will represent 3% of the outstanding balance
of the notes.

The portfolio mainly contains floating-rate loans linked to 12-
month EURIBOR, Fixed rate loans and Indices de Referencia de
Prestamos Hipotecarios, conjunto entidades de credito (IRPH), and
most of them reset annually; whereas the notes are linked to one-
month EURIBOR and reset monthly. There is no interest rate swap
in place to cover this interest rate risk. Moody's takes into
account the potential interest rate exposure as part of its cash
flow analysis when determining the ratings of the notes.

Stress Scenarios:

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

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

At the time the rating was assigned, the model output indicated
that the Class A notes would have achieved an A1 even if the
expected loss was as high as 9.4% and the MILAN CE was 25% and
all other factors were constant.

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

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

Factors that may lead to an upgrade of the rating include a
significantly better than expected performance of the pool,
together with an increase in credit enhancement for the notes.

Factors that may cause a downgrade of the rating include
significantly different loss assumptions compared with our
expectations at close due to either a change in economic
conditions from our central scenario forecast or idiosyncratic
performance factors would lead to rating actions. Finally, a
change in Spain's sovereign risk may also result in subsequent
upgrade or downgrade of the notes.


PARSELAYA SL: Moody's Assigns B1 Corporate Family Rating
--------------------------------------------------------
Moody's Investors Service assigned a first-time B1 corporate
family rating (CFR) and a B2-PD probability of default rating
(PDR) to Parselaya, S.L., the parent of Telecable de Asturias,
S.A. (Telecable). Telecable is the leading cable operator in the
Autonomous Community of Asturias (Spain) and is the main
operating company within Zegona Communications plc. Concurrently,
Moody's has assigned a B1 rating and loss given default (LGD)
assessment of LGD3 to the company's EUR320 million senior
facilities agreement. The outlook on the ratings is stable.

"The assigned B1 rating balances Telecable's solid and entrenched
market position in its home market, improving trends in the
Spanish telecoms market, its financial and operational track
record and high-quality network, its moderate leverage, and its
prudent financial policies and liquidity against its modest scale
because of its concentration in one region of Spain, the
potential for increased competition and more expensive content
costs, and its limited free cash flow generation after
shareholder distributions," says Ivan Palacios, a Moody's Vice
President - Senior Credit Officer and lead analyst for Telecable.

RATINGS RATIONALE

-- B1 CORPORATE FAMILY RATING

The assigned B1 rating considers (1) Telecable's strong position
in Asturias, particularly in the Pay-TV segment; (2) its track
record of solid operating performance despite the economic
slowdown; (3) the favorable trends in the Spanish telecoms
market; (4) the quality of its fully invested network that leads
to strong adjusted EBITDA margins of around 50%; (5) its moderate
leverage levels (Adjusted debt/EBITDA of 4.3x by year end 2015)
and balanced financial policies that target net reported
debt/EBITDA between 3.0x and 4.0x; and (6) its adequate liquidity
profile.

At the same time, the rating also reflects (1) Telecable's small
size and concentration in one region of Spain; (2) the
competitive environment in its home market, where the larger
integrated operators could accelerate their fiber deployments
plans; (3) the high exposure to premium content, which is
becoming more expensive; (4) the potential for higher mobile
access costs as the company relies on an MVNO model to provide
mobile services; (5) the expected use of a large part of cash
flow generation for shareholder distributions; and (6) its
unhedged exposure to potential interest rate increases.

Revenues of EUR131 million in 2014 reflect Telecable's geographic
concentration in one region of Spain, the GDP per capita of which
is ranked as being only average in national terms. However, this
is mitigated by the company's strong and entrenched market
position in Asturias.

Telecable is the leading operator in Pay-TV (80% residential
market share) and fixed broadband services (49%) in Asturias, the
second in fixed-line voice (29%), and the fourth in mobile (14%).
The company benefits from having the fastest network and the
broadest high-speed coverage in its geographic region with a
fully-invested DOCSIS 3.0 network, which reaches 73% of homes in
Asturias, ahead of Telefonica (c.50%) and Vodafone/Orange
(c.23%).

The potential acceleration of fiber deployment by competitors in
Asturias is one of the main risks for Telecable's competitive
position, although the company has a track record of successfully
defending its strong market position and generating revenue and
EBITDA growth in spite of fiber deployments, even during a period
of economic slowdown.

The Spanish telecoms sector, following a period of intense
competitive pressure and resulting revenue contraction, is
entering a period of price recovery and lower churn helped in
part by consolidation. Potential price increases should allow
Telecable's revenues to continue growing, coupled with market
share gains in the B2B market and mobile, as the company focuses
on cross-selling and upselling to its customer base.

Telecable enjoys high EBITDA margins, which Moody's expects to
remain stable over the near future, as improvements derived from
operating leverage will most likely be partially offset by an
increase in premium content costs and in mobile access costs.

The company's initial leverage of 4.3x gross adjusted debt/EBITDA
is at the higher end of the range for the B1 category but Moody's
expects leverage to progressively come down towards 4.0x and
below. In this context, gross adjusted debt is estimated at
EUR289 million, comprised of EUR274 million drawings under the
senior facility, EUR12.5 million of capitalized operating leases
and EUR2.5 million of guarantees. Deleveraging will be mainly
supported by EBITDA growth, since absolute debt levels will
remain broadly stable in light of the bullet nature of the senior
facility and the limited free cash flow generation after
shareholder dividends.

Telecable's liquidity profile is adequate, supported by its long-
term debt maturity profile, the full availability under its EUR20
million revolving credit facility, which is covenant-lite, and
the expected free cash flow generation.

-- B1 RATING ON SENIOR FACILITIES AGREEMENT AND PDR OF B2-PD

The B1 rating on the EUR320 million senior facilities agreement
is in line with the CFR, given that it is the largest portion of
debt in the capital structure. Given that Telecable has an "all-
bank" capital structure, the assumption for the group's family
recovery rate is 65% instead of Moody's standard 50%. Under an
"all-bank" structure, recoveries for lenders in the event of a
default are typically higher than in a "bank-bond" structure. As
a result, Telecable's PDR is one notch lower than the CFR, at B2-
PD.

-- RATIONALE FOR THE STABLE OUTLOOK

The outlook on the rating is stable, reflecting Moody's
expectation that the company will execute the strategy according
to its business plan, with growing revenues driving EBITDA
improvements, which will help to lower leverage.

WHAT COULD CHANGE THE RATING UP/DOWN

Upward pressure on the rating could develop if the company
delivers on its business plan, such that its adjusted debt/EBITDA
ratio drops below 3.5x on a sustained basis and the company
generates sustained growth in free cash flows. This decrease in
leverage would likely be reliant on the company maintaining its
financial policy such that any potential acquisition or
extraordinary shareholder remuneration does not compromise the
expected deleveraging profile.

Downward pressure could be exerted on the rating if Telecable's
operating performance weakens as a result of pricing pressures or
market share losses leading to negative free cash flow
generation, or if the company increases debt as a result of
acquisitions or shareholder distributions such that its adjusted
debt/EBITDA sustainably rises towards 4.5x. A weakening in the
company's liquidity profile could also exert downward pressure on
the rating.


=====================
S W I T Z E R L A N D
=====================


UBS AG: Moody's Confirms Ba3 Ratings on Medium Term Notes
---------------------------------------------------------
Moody's Investors Service has confirmed the ratings on the
following notes:

Issuer: UBS AG Credit-Linked Notes

-- Ser 174, EUR25 million FIX Credit-Linked Step-Up Euro Medium
    Term Notes, Confirmed at Ba3 (sf); previously on Oct 15, 2015
    Ba3 (sf) Placed Under Review for Possible Upgrade

-- Ser 857, EUR1.83 million FIX Credit-Linked Zero Cpn Euro
    Medium Term Notes, Confirmed at Ba3 (sf); previously on Oct
    15, 2015 Ba3 (sf) Placed Under Review for Possible Upgrade

Issuer: UBS AG, Jersey Branch Series 1114 USD100,000,000 Credit-
Linked Notes due 10 September 2017:

-- Series 1114 USD100,000,000 Credit-Linked Notes due 10
    September 2017, Confirmed at A3 (sf); previously on Oct 15,
    2015 A3 (sf) Placed Under Review for Possible Upgrade

RATINGS RATIONALE

Moody's explained that the rating actions taken are the result of
the action on the senior unsecured ratings of UBS AG and UBS AG,
Jersey Branch, which were upgraded to A1 from A2 on January 11,
2016.

UBS AG Credit-Linked Notes Series 857 and Series 174:

The transactions are credit linked notes issued by UBS AG
referencing the subordinated debt of UniCredit Bank Austria AG
(Subordinate: Ba2) for series 174 and the subordinated debt of
Banco Bilbao Vizcaya Argentaria, S.A. (Subordinate: Baa3) for
series 857.

UBS AG, Jersey Branch Series 1114:

Series 1114 transaction is a credit linked note issued by UBS AG,
Jersey Branch, referencing Credit Suisse (USA) Inc. The repack
notes are therefore also exposed to the credit risk of Credit
Suisse (USA) Inc. (Senior Unsecured: A2).

The upgrade of UBS AG and UBS AG, Jersey Branch by one notch does
not impact significantly the rating of the notes.

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

Given the repack nature of the structure, noteholders are mainly
exposed to the credit risk of the Underlying Asset and the Swap
Counterparty. A downgrade or upgrade of either the Underlying or
the Swap Counterparty could trigger a downgrade or upgrade on the
Notes.

Loss and Cash Flow Analysis:

"Our quantitative analysis focuses on the risks relating to the
credit quality of the assets backing the repack and of the
counterparties. We generally determine the expected loss posed to
securities holders by adding together the severities for loss
scenarios arising from either Underlying Asset default, and if
applicable, hedge counterparty risk, each weighted according to
its respective probability. We then translate the expected loss
to a rating using our idealized loss rates," said Moody's.



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


CO-OPERATIVE BANK: Two Former Executives Face Fines
---------------------------------------------------
Caroline Binham at The Financial Times reports that the former
chief executive and head of corporate banking at the Co-operative
Bank, the UK lender that almost collapsed in 2013, have been
banned from working in financial services and fined by the Bank
of England for presiding over a culture that prioritized its
short-term financial position over safety and soundness.

The central bank's Prudential Regulation Authority said in a
statement on Jan. 15 that it had banned Barry Tootell, Co-op
Bank's former CEO, and fined him GBP173,802, the FT relates.  It
also banned the bank's former head of corporate and business
banking, Keith Alderson, and fined him GBP88,890, the FT
discloses.

The PRA's action comes after it censured the lender last summer
over events that led to a GBP1.5 billion capital hole emerging in
2013 that required two bailouts from investors, the FT relays.
The bank avoided a GBP150 million fine, however, because of its
still-delicate financial position, the FT notes.

The bank had to contend not only with the capital hole but also
with a scandal in 2014 after former chairman Paul Flowers was
fined for possessing illegal drugs, triggering a storm of
negative publicity, the FT recounts.

According to the FT, the PRA found that Mr. Tootell, who resigned
from the bank in 2013, did not properly assess the risks posed by
the corporate loan book inherited by the bank when it merged with
the Britannia Building Society in 2009.  The PRA, meanwhile,
found that Mr. Alderson presided over a team who, when challenged
by him over gloomy impairment forecasts, revised them in an
overly optimistic way, the FT states.

Both Messrs. Tootell and Alderson settled with the PRA and so
qualified for a 30% discount on their fines, the FT discloses.

While the actions mark the end of the PRA's investigation into
the Co-op Bank, the FCA still has ongoing investigations into
other individuals, the FT says.

The Co-operative Bank is a retail and commercial bank in the
United Kingdom, with its headquarters in Balloon Street,
Manchester.


GALA ELECTRIC: Moody's Raises Corporate Family Rating to B1
-----------------------------------------------------------
Moody's Investors Service upgraded UK gaming company Gala
Electric Casinos Plc (GEC)'s corporate family rating (CFR) to B1
from B2, and its probability of default rating (PDR) to B1-PD
from B2-PD. Concurrently, the rating agency upgraded the rating
of the GBP275 million senior notes due 2019 (GBP175 million
outstanding) to B3 from Caa1 and the rating of the GBP350 million
senior secured notes due 2018 (GBP88 million outstanding) issued
by Gala Group Finance Plc to Ba3 from B1. The outlook on all
ratings is stable.

"Our decision to upgrade Gala's rating to B1 considers the
company's improved metrics, successful efforts to pay down debt
and our expectation that it can maintain its current positive
momentum in the face of regulatory headwinds," says
Donatella Maso, a Moody's Vice President -- Senior Analyst.

RATINGS RATIONALE

The upgrade of Gala's CFR to B1 largely reflects (1) the improved
metrics from a resilient FY 2015 operating performance coupled
with (2) several debt prepayments from asset divestitures and
balance sheet cash and (3) Moody's expectation that the company
will continue this positive trajectory in the medium term in
spite of ongoing regulatory pressure.

Gala delivered a resilient performance in FY 2015 compared to its
rated peers with pro forma revenues up by 6% and reported EBITDA
up by 1% mainly driven by its online division offsetting weak
results of its Italian land based operations and despite higher
taxes in the UK. The solid performance in conjunction with the
liquidation of 2005 Propco Three Limited resulted in Moody's
adjusted leverage to decrease to 4.9x (or 4.8x pro forma for
bingo disposal and debt prepayments occurred in Q1 2016) compared
to 5.8x at the end of FY 2014. Gala also reported substantial
positive free cash flow.

During the first quarter of FY 2016, Gala disposed its non-core
bingo division and prepaid GBP227 million of senior secured notes
and GBP100 million of senior notes with the proceeds of the sale
and cash respectively. While the disposal of bingo enhances
Gala's business profile, albeit reducing its scale and
diversification, and the debt prepayments demonstrate the
continuing effort of the management to strengthen the balance
sheet, these events will not have any material immediate effect
on the credit metrics. Moody's adjusted leverage will decrease by
only 0.1x and cash flow metrics slightly deteriorate as bingo was
a relevant contributor to the company's cash flow.

However, Moody's expects that Gala will continue to progressively
improve its metrics in the medium term as a result of EBITDA
growth and the above mentioned debt prepayments which will reduce
the interest costs by approximately 24%. Growth will remain
however modest owing mainly to the Point of Consumption Tax,
increase in Machine Game Duty and the implementation of the GBP50
journey in the UK, with the majority of the incremental cost
already recognized in FY 2015. While Moody's does not expect any
material impact from recent changes in the Italian regulatory and
fiscal regime, the license renewals for its 870 betting shops and
corners will have a one-off negative effect on its cash flow.

The B1 CFR for GEC continues to reflect: (1) the company's
ongoing exposure to regulatory and taxation headwinds in the UK
and Italy; (2) its reliance on volatile sports' results; (3) the
high gross leverage (as adjusted by Moody's) of around 4.8x at
FYE 2015 (pro forma for the disposal of Gala Retail and Q1 2016
debt prepayments); and (4) a growing, but highly competitive
online business that requires significant marketing and
technology spend.

These risks are tempered by the company's strong offline market
position as a diversified gaming operator in the UK, a consumer-
focused management with strong retail experience and well-
established brands with significant barriers to entry.

Gala's liquidity is viewed as good for the next 12-18 month
requirements with GBP148 million of cash at September 2015 net of
GBP100 million utilized to prepay the senior notes due 2019,
GBP100 million of revolving credit facility of which GBP35
million is utilized for guarantees, but is otherwise undrawn.
Notwithstanding the one-off out flow in relation to the renewal
of the Italian betting licenses, the company is expected to
continue to generate positive free cash flow and financial
covenant headroom remains satisfactory.

RATIONALE FOR STABLE OUTLOOK

The stable outlook reflects Moody's expectation that the company
will continue to mitigate regulatory and fiscal pressure in the
countries it operates. It also incorporates an assumption that
the company preserves a satisfactory liquidity profile at all
times, and that there will be no further materially adverse
regulations and/or taxation changes or re-leveraging M&A
activities.

WHAT COULD CHANGE THE RATING UP/DOWN

Positive pressure on the ratings could arise if the company
materially improves its operating performance, with adjusted
leverage falling below 4.0x and meaningful positive free cash
flow. Any potential upgrade would also include an assessment of
the regulatory and tax environment.

Negative pressure could materialize if Moody's adjusted leverage
were to rise above 5.0x on a sustained basis, or the liquidity
materially weakened. The rating could also come under pressure if
criteria set for the stable outlook were not met.



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


* BOND PRICING: For the Week January 11, 2015 to January 15, 2015
-----------------------------------------------------------------

Issuer                    Coupon     Maturity  Currency    Price
------                    ------     --------  --------    -----
Banco Espirito San          4.00     1/21/2019     EUR     21.00
Banco Espirito San          4.75     1/15/2018     EUR     21.00
Petrobras Global F          5.38     1/27/2021     USD     70.75
Portugal Telecom I          4.63      5/8/2020     EUR     46.58
Fiat Chrysler Auto          7.88    12/15/2016     USD     65.05
Petrobras Global F          6.85      6/5/2115     USD     60.00
Grupo Isolux Corsa          6.63     4/15/2021     EUR     27.15
Petrobras Global F          6.25     3/17/2024     USD     66.50
Vedanta Resources           9.50     7/18/2018     USD     57.75
Areva SA                    3.13     3/20/2023     EUR     80.26
Portugal Telecom I          4.38     3/24/2017     EUR     64.50
Portugal Telecom I          5.88     4/17/2018     EUR     52.75
Petrobras Global F          4.38     5/20/2023     USD     62.74
Oi Brasil Holdings          5.63     6/22/2021     EUR     43.99
Repsol Internation          4.50     3/25/2075     EUR     65.06
Abengoa Finance SA          8.88      2/5/2018     EUR     16.00
Vedanta Resources           6.00     1/31/2019     USD     48.01
Oi Brasil Holdings          5.75     2/10/2022     USD     41.01
CGG SA                      5.88     5/15/2020     EUR     49.21
Portugal Telecom I          5.00     11/4/2019     EUR     53.01
ArcelorMittal               3.13     1/14/2022     EUR     68.56
ArcelorMittal               8.00    10/15/2039     USD     62.56
ArcelorMittal               7.25     2/25/2022     USD     72.90
Casino Guichard Pe          1.93                   EUR     48.52
Glencore Finance E          1.25     3/17/2021     EUR     64.99
Premier Oil PLC             5.00    12/11/2020     GBP     38.00
Abengoa Finance SA          6.00     3/31/2021     EUR     11.00
Vedanta Resources           8.25      6/7/2021     USD     45.00
OAS Investments Gm          8.25    10/19/2019     USD      3.55
Glencore Finance E          1.75     3/17/2025     EUR     56.36
Abengoa Finance SA          7.00     4/15/2020     EUR     13.01
ArcelorMittal               3.00      4/9/2021     EUR     70.02
Rallye SA                   4.00      4/2/2021     EUR     70.64
Anglo American Cap          3.25      4/3/2023     EUR     57.59
Eramet                      4.50     11/6/2020     EUR     51.40
Vneshprombank Ltd           9.00    11/14/2016     USD     20.00
Vedanta Resources           7.13     5/31/2023     USD     42.60
CSN Resources SA            6.50     7/21/2020     USD     49.50
Ensco PLC                   4.70     3/15/2021     USD     70.17
Portugal Telecom I          4.50     6/16/2025     EUR     49.03
Intelsat Luxembour          7.75      6/1/2021     USD     43.00
Anglo American Cap          2.75      6/7/2019     EUR     70.26
Tullow Oil PLC              6.00     11/1/2020     USD     65.00
Vallourec SA                2.25     9/30/2024     EUR     55.06
Gol LuxCo SA                8.88     1/24/2022     USD     33.75
Abengoa Greenfield          5.50     10/1/2019     EUR     11.00
Petrobras Global F          3.25      4/1/2019     EUR     71.22
Petrobras Global F          4.88     3/17/2020     USD     70.50
Petrobras Global F          2.76     1/15/2019     USD     71.38
Petrobras Global F          5.63     5/20/2043     USD     58.28
Ovako AB                    6.50      6/1/2019     EUR     60.57
Glencore Finance E          1.63     1/18/2022     EUR     62.37
RWE AG                      3.50     4/21/2075     EUR     72.21
Anglo American Cap          2.88    11/20/2020     EUR     62.90
Anglo American Cap          2.50     4/29/2021     EUR     59.95
Waste Italia SpA           10.50    11/15/2019     EUR     31.60
Ajecorp BV                  6.50     5/14/2022     USD     40.00
Petrobras Global F          6.75     1/27/2041     USD     61.25
CGG SA                      6.50      6/1/2021     USD     39.63
Aegon NV                    0.86                   EUR     69.76
CHC Helicopter SA           9.25    10/15/2020     USD     44.25
CGG SA                      6.88     1/15/2022     USD     43.00
Anglo American Cap          1.50      4/1/2020     EUR     62.22
Norske Skogindustr          7.00     6/26/2017     EUR     29.92
Abengoa Finance SA          8.88     11/1/2017     USD     15.00
Heta Asset Resolut          4.38     1/24/2017     EUR     67.00
Ensco PLC                   5.20     3/15/2025     USD     65.24
Petrobras Global F          4.75     1/14/2025     EUR     61.04
Genel Energy Finan          7.50     5/14/2019     USD     62.13
Vallourec SA                3.25      8/2/2019     EUR     70.83
Bank of New York M          4.40    12/15/2050     EUR     48.17
ArcelorMittal               6.13      6/1/2025     USD     66.19
Scholz Holding Gmb          8.50      3/8/2017     EUR     22.84
EnQuest PLC                 7.00     4/15/2022     USD     30.00
Petrobras Global F          7.25     3/17/2044     USD     63.00
Petrobras Global F          4.25     10/2/2023     EUR     60.95
Ensco PLC                   4.50     10/1/2024     USD     64.19
Petrobras Global F          5.88      3/7/2022     EUR     68.86
Hema Bondco I BV            6.25     6/15/2019     EUR     71.78
Anglo American Cap          3.50     3/28/2022     EUR     60.19
Norske Skogindustr         11.75     6/15/2016     EUR     70.25
Petrobras Global F          6.88     1/20/2040     USD     59.75
Offshore Drilling           8.38     9/20/2020     USD     63.00
Takko Luxembourg 2          9.88     4/15/2019     EUR     53.67
Nordea Bank AB              1.05                   EUR     61.09
Petrobras Global F          3.75     1/14/2021     EUR     65.00
Metinvest BV                8.75     2/14/2018     USD     43.36
Indo Energy Financ          7.00      5/7/2018     USD     59.67
Glencore Finance E          2.75      4/1/2021     EUR     69.21
Novo Banco SA               3.00     6/21/2022     USD     70.66
Petrobras Global F          6.25    12/14/2026     GBP     61.43
ArcelorMittal               7.75      3/1/2041     USD     63.00
Novo Banco SA               3.50      1/2/2043     EUR     65.00
Anglo American Cap          4.13     4/15/2021     USD     58.75
EnQuest PLC                 5.50     2/15/2022     GBP     30.02
Alcatel-Lucent              4.25      7/1/2018     EUR      4.51
Banque Federative           1.00                   EUR     57.26
CIMPOR Financial O          5.75     7/17/2024     USD     62.50
Matalan Finance PL          8.88      6/1/2020     GBP     71.17
Brunswick Rail Fin          6.50     11/1/2017     USD     44.81
Anglo American Cap          3.63     5/14/2020     USD     64.42
Metinvest BV               10.25     1/31/2016     USD     44.28
Pacific Drilling S          5.38      6/1/2020     USD     31.88
Credit Agricole SA          0.71                   EUR     55.95
Petrobras Global F          5.38     10/1/2029     GBP     56.51
Etablissements Mau          1.63      7/1/2019     EUR     10.04
Intelsat Luxembour          8.13      6/1/2023     USD     41.75
Intelsat Jackson H          6.63    12/15/2022     USD     64.50
Anglo American Cap          4.88     5/14/2025     USD     56.50
CGG SA                      1.75      1/1/2020     EUR      5.55
Algeco Scotsman Gl         10.75    10/15/2019     USD     37.02
OGX Austria GmbH            8.50      6/1/2018     USD      0.00
Accudyne Industrie          7.75    12/15/2020     USD     70.00
QGOG Constellation          6.25     11/9/2019     USD     45.25
Tullow Oil PLC              6.25     4/15/2022     USD     60.15
Air France-KLM              2.03     2/15/2023     EUR     11.01
DNO ASA                     8.75     6/18/2020     USD     68.17
Heta Asset Resolut          4.25    10/31/2016     EUR     67.00
Ensco PLC                   5.75     10/1/2044     USD     60.84
Anglo American Cap          4.88     5/14/2025     USD     56.75
DTEK Finance PLC            7.88      4/4/2018     USD     40.75
ING Groep NV                0.87                   EUR     63.16
Privatbank CJSC Vi         10.25     1/23/2018     USD     69.02
Financiere Quick S          7.36    10/15/2019     EUR     74.06
Singulus Technolog          7.75     3/23/2017     EUR     21.38
Abengoa SA                  6.25     1/17/2019     EUR      7.77
AXA SA                      1.05                   EUR     72.47
PagesJaunes Financ          8.88      6/1/2018     EUR     69.10
Iona Energy Co UK          12.50     9/27/2018     USD     17.65
Anglo American Cap          4.13     9/27/2022     USD     58.27
Bank of New York M          4.11    12/30/2099     EUR     17.00
Immigon Portfolioa         10.00                   EUR      5.13
Yuksel Insaat AS            9.50    11/10/2015     USD     64.50
Aldesa Financial S          7.25      4/1/2021     EUR     72.50
Abengoa SA                  5.13      3/5/2017     USD     21.74
ING Groep NV                1.27                   EUR     65.66
Petrobras Global F          6.63     1/16/2034     GBP     60.24
AXA SA                      1.30                   EUR     69.75
Andrade Gutierrez           4.00     4/30/2018     USD     67.50
Abengoa Finance SA          7.75      2/1/2020     USD     14.25
AXA SA                      0.92                   EUR     68.29
CHC Helicopter SA           9.38      6/1/2021     USD     20.50
BIM SAS                     2.50    11/13/2020     EUR     24.74
HSH Nordbank AG/Lu          2.31                   EUR     18.83
Norske Skog AS             11.75    12/15/2019     EUR     60.67
Anglo American Cap          4.45     9/27/2020     USD     65.75
HSH Nordbank AG             7.25                   USD     28.00
Alcatel-Lucent              0.13     1/30/2020     EUR      4.60
Far East Capital L          8.00      5/2/2018     USD     62.15
First Ukrainian In         11.00    12/31/2018     USD     72.39
Havila Shipping AS          9.66     8/30/2016     NOK     29.13
CaixaBank SA                4.50    11/22/2016     EUR     49.99
Mriya Agro Holding          9.45     4/19/2018     USD      9.75
Banco Espirito San          2.52                   EUR      1.06
Banque Federative           0.83                   EUR     57.46
IMMOFINANZ AG               4.25      3/8/2018     EUR      4.41
Petrobras Global F          3.41     3/17/2020     USD     69.00
Transcapitalbank J         10.00     9/18/2020     USD     60.00
Asya Sukuk Co Ltd           7.50     3/28/2023     USD     72.25
Bluewater Holding          10.00    12/10/2019     USD     50.50
Anglo American Cap          4.13     4/15/2021     USD     58.75
Anglo American Cap          3.63     5/14/2020     USD     64.00
Heta Asset Resolut          2.75     5/31/2016     CHF     67.00
Indo Energy Financ          6.38     1/24/2023     USD     43.50
NTRP Via Interpipe         10.25      8/2/2017     USD     30.00
Ferrexpo Finance P         10.38      4/7/2019     USD     59.59
Santander Internat          2.00                   USD     40.24
DTEK Finance PLC           10.38     3/28/2018     USD     41.02
Afren PLC                   6.63     12/9/2020     USD      1.50
Banca delle Marche          0.84      6/1/2017     EUR      1.08
Virgolino de Olive         10.50     1/28/2018     USD      3.00
Glencore Finance E          3.75      4/1/2026     EUR     66.26
Constellium NV              5.75     5/15/2024     USD     70.75
Faurecia                    3.25      1/1/2018     EUR     32.04
Espirito Santo Fin          6.88    10/21/2019     EUR      0.02
Norske Skog Holdin          8.00     2/24/2021     EUR     27.00
Hema Bondco II BV           8.50    12/15/2019     EUR     43.42
Neopost SA                  3.38                   EUR     45.63
UKRLANDFARMING PLC         10.88     3/26/2018     USD     49.50
OGX Austria GmbH            8.38      4/1/2022     USD      0.00
Ausy                        3.25      1/1/2021     EUR     57.00
Assystem                    4.50                   EUR     28.71
TiZir Ltd                   9.00     9/28/2017     USD     78.75
Tullow Oil PLC              6.00     11/1/2020     USD     64.00
Praktiker AG                5.88     2/10/2016     EUR      0.10
SOITEC                      6.75     9/18/2018     EUR      1.54
BNP Paribas Fortis          1.87                   EUR     74.79
OSX 3 Leasing BV           13.00     3/20/2015     USD     25.00
Afren PLC                  11.50      2/1/2016     USD      1.75
WPE International          10.38     9/30/2020     USD     11.00
HSBC Bank PLC               1.13                   USD     59.38
Abengoa Greenfield          6.50     10/1/2019     USD     39.00
Aralco Finance SA          10.13      5/7/2020     USD      1.20
Aegon NV                    1.51                   NLG     52.58
Anglo American Cap          4.45     9/27/2020     USD     67.50
CNP Assurances              1.03                   EUR     57.08
Caixa Terrassa Soc          1.18                   EUR     58.18
Petroleum Geo-Serv          7.38    12/15/2018     USD     68.53
Etablissements Mau          2.75      7/1/2021     EUR      6.49
Novo Banco SA               3.50     1/23/2043     EUR     64.68
Tonon Luxembourg S          7.25     1/24/2020     USD      8.88
Paragon Offshore P          6.75     7/15/2022     USD     10.00
CGG SA                      1.25      1/1/2019     EUR     23.07
Hema Bondco I BV            5.25     6/15/2019     EUR     69.74
Danske Bank Oyj             1.15                   EUR     58.67
Anglo American Cap          4.13     9/27/2022     USD     57.00
Rothschilds Contin          1.19                   EUR     55.35
HSBC Bank PLC               0.98                   USD     59.56
World Wide Supply           7.75     5/26/2017     USD     38.50
Virgolino de Olive         11.75      2/9/2022     USD      3.00
Scandinavian Airli          2.38                   CHF     28.00
KCA Deutag UK Fina          7.25     5/15/2021     USD     68.50
Talvivaara Mining           4.00    12/16/2015     EUR      2.00
Norwegian Energy C          6.50      3/6/2018     NOK     85.00
Codere Finance Lux          8.25     6/15/2015     EUR     70.63
friedola Gebr Holz          7.25     4/11/2017     EUR      6.00
Lambay Capital Sec          6.25                   GBP      1.54
Tonon Luxembourg S         10.50     5/14/2024     USD     50.00
Abengoa Finance SA          8.88     11/1/2017     USD     14.88
Viking Supply Ship          9.42     3/21/2017     NOK     35.00
Abengoa SA                  4.50      2/3/2017     EUR     10.04
Tesco PLC                   4.88     3/24/2042     GBP     74.04
Abengoa Finance SA          7.75      2/1/2020     USD     14.25
Banco Espanol de C          0.99                   EUR     59.13
Novo Banco SA               3.50     3/18/2043     EUR     64.90
Ageasfinlux SA              1.28                   EUR     61.79
Abengoa Greenfield          6.50     10/1/2019     USD     11.00
Paragon Offshore P          7.25     8/15/2024     USD      8.50
BLT Finance BV              7.50     5/15/2014     USD      4.11
DOF ASA                     5.84      2/7/2018     NOK     57.38
Econocom Group SA/          1.50     1/15/2019     EUR     11.46
EnQuest PLC                 7.00     4/15/2022     USD     28.63
Credit Mutuel Arke          1.11                   EUR     56.81
Santander Finance           1.05                   EUR     57.90
Afren PLC                  10.25      4/8/2019     USD      0.19
Oi Brasil Holdings          5.75     2/10/2022     USD     49.00
Nyrstar NV                  4.25     9/25/2018     EUR     73.96
Takko Luxembourg 2          6.86     4/15/2019     EUR     47.50
Caisse Federale du          1.10                   EUR     56.88
Union Fenosa Prefe          1.52                   EUR     64.88
Far East Capital L          8.75      5/2/2020     USD     61.25
Meyer Burger Techn          4.00     9/24/2020     CHF     73.41
Abengoa SA                  5.13      3/5/2017     USD     19.25
Popular Capital SA          1.11                   EUR     45.00
Fred Olsen Energy           4.16     2/28/2019     NOK     40.00
Capital Raising Gm          7.50                   EUR     19.37
Candyking Holding           5.00     1/29/2018     SEK     40.25
Tullow Oil PLC              6.25     4/15/2022     USD     65.50
Vedanta Resources           6.00     1/31/2019     USD     62.75
Hybrid Raising Gmb          6.63                   EUR     19.00
Elli Investments L         12.25     6/15/2020     GBP     35.25
Island Offshore Sh          6.38      4/5/2016     NOK     68.61
ESFIL-Espirito San          5.25     6/12/2015     EUR      2.21
MS Deutschland Bet          6.88    12/18/2017     EUR      7.50
Nuova Banca delle           1.02     6/15/2016     EUR      1.06
Vedanta Resources           8.25      6/7/2021     USD     58.00
Novo Banco SA               3.50     2/19/2043     EUR     64.84
Nexity SA                   0.63      1/1/2020     EUR     50.45
Pierre & Vacances           3.50     10/1/2019     EUR     37.01
Metinvest BV               10.50    11/28/2017     USD     44.09
SNS Bank NV                 6.25    10/26/2020     EUR      3.37
Sydbank A/S                 1.05                   EUR     55.17
Koninklijke Luchtv          0.75                   CHF     36.55
Phosphorus Holdco          10.00      4/1/2019     GBP      1.98
Island Drilling Co          9.50      4/3/2018     USD     20.00
BPCE SA                     0.91                   EUR     59.63
Mriya Agro Holding         10.95     3/30/2016     USD      9.88
Lloyds Bank PLC             1.90     2/22/2033     USD     61.14
Songa Offshore              7.50    12/11/2018     NOK     67.00
HSBC Bank PLC               0.81                   USD     59.38
OGX Austria GmbH            8.50      6/1/2018     USD      0.04
Privatbank CJSC Vi         10.88     2/28/2018     USD     64.95
Bank Nadra via NDR          8.25     7/31/2018     USD      4.01
Barclays Bank PLC           1.78     5/31/2033     USD     63.00
Espirito Santo Fin          3.13     12/2/2018     EUR      0.49
Songa Offshore              8.40     5/17/2018     NOK     67.75
Farstad Shipping A          5.36     2/15/2017     NOK     60.75
Noreco Norway AS            6.50      3/6/2018     NOK     75.50
Banco Bilbao Vizca          1.19                   EUR     72.82
Barclays Bank PLC           0.69                   USD     60.38
Phones4u Finance P          9.50      4/1/2018     GBP     37.01
Pescanova SA                5.13     4/20/2017     EUR      3.61
Renaissance Credit         13.50     5/22/2019     USD     79.50
Pohjola Bank Oyj            0.64                   EUR     59.20
Rothschilds Contin          0.81                   USD     48.33
NIBC Bank NV                2.13                   USD     62.83
Banco Espirito San          0.04                   EUR     13.88
BNP Paribas SA              1.15                   EUR     63.00
ATF Capital BV             10.00                   USD     60.25
Cirio Holding Luxe          6.25     2/16/2004     EUR      1.23
Barclays Bank PLC           1.56                   GBP     69.75
Ferrexpo Finance P         10.38      4/7/2019     USD     53.71
Pescanova SA                8.75     2/17/2019     EUR      3.55
KCA Deutag UK Fina          7.25     5/15/2021     USD     68.38
Lloyds Bank PLC             1.06                   USD     60.16
OGX Austria GmbH            8.38      4/1/2022     USD      0.23
Jyske Bank A/S              1.16                   EUR     58.55
Vedanta Resources           7.13     5/31/2023     USD     44.52
International Indu          9.00      7/6/2011     EUR      0.49
SiC Processing Gmb          7.13      3/1/2016     EUR      1.16
Banco Espirito San          1.45     5/27/2018     EUR      0.71
NIBC Bank NV                0.67                   EUR     52.67
Finance and Credit          9.25     1/25/2019     USD      7.38
BNP Paribas SA              2.46     4/30/2033     USD     63.50
Cooperatieve Rabob          0.50    11/26/2021     ZAR     55.06
Vseukrainsky Aktsi         10.90     6/14/2019     USD      1.16
Touax SA                    6.00     7/10/2020     EUR     16.46
Aralco Finance SA          10.13      5/7/2020     USD      2.52
Barclays Bank PLC           0.75                   USD     60.38
Rena GmbH                   7.00    12/15/2015     EUR      8.63
Corporate Commerci          8.25      8/8/2014     USD      0.99
Eniro AB                    6.00     4/14/2020     SEK     51.00
Societe Air France          2.75      4/1/2020     EUR     20.56
Alpine Holding Gmb          6.00     5/22/2017     EUR      0.21
Codere Finance Lux          9.25     2/15/2019     USD     58.50
CIMPOR Financial O          5.75     7/17/2024     USD     69.50
Nordea Bank Norge           0.81                   USD     60.00
DOF ASA                     8.08     9/12/2019     NOK     62.00
Assystem                    4.00      1/1/2017     EUR     24.23
GNB - Cia de Segur          2.07    12/19/2022     EUR     69.00
Mobylife Holding A          7.25     5/23/2018     SEK     70.00
Banco Espirito San         10.00     12/6/2021     EUR      0.71
Royal Bank of Scot          1.13                   USD     60.00
Atlantic Offshore           8.60     5/16/2018     NOK     38.73
Global PVQ SE               6.75    10/21/2015     EUR      1.03
GNB - Cia de Segur          3.37                   EUR     64.90
Virgolino de Olive         10.88     1/13/2020     USD     19.38
Laurel GmbH                 7.13    11/16/2017     EUR     25.13
Pacific Drilling S          5.38      6/1/2020     USD     41.00
Ukreximbank Via Bi          7.51      2/9/2023     USD     72.50
Afren PLC                   6.63     12/9/2020     USD      1.50
Lehman Brothers UK          5.13                   EUR      0.00
Dexia Credit Local          1.64                   EUR     11.63
Societe Generale S          1.60      1/9/2020     GBP      1.00
Dexia SA                    4.89                   EUR      9.13
DOF ASA                     8.34      2/7/2017     NOK     75.00
Lloyds Bank PLC            10.13    12/16/2021     CAD    106.03
Barclays Bank PLC           2.62     4/19/2033     USD     66.55
Espirito Santo Fin          9.75    12/19/2025     EUR      0.97
Waste Italia SpA           10.50    11/15/2019     EUR     31.38
IKB Deutsche Indus          5.63     3/31/2017     EUR     22.00
Dannemora Mineral          11.75     3/22/2016     USD      0.11
Heta Asset Resolut          0.71     1/24/2017     EUR     17.25
Oi Brasil Holdings          5.63     6/22/2021     EUR     44.00
Lloyds Bank PLC             0.63                   USD     60.21
Standard Chartered          0.81                   GBP     57.13
BNP Paribas SA              0.61                   USD     59.23
Rena GmbH                   8.25     7/11/2018     EUR      8.63
Solstad Offshore A          4.73     6/24/2019     NOK     66.75
Sairgroup Finance           4.38      6/8/2006     EUR     17.50
Western Bulk ASA            7.93     4/19/2017     NOK     75.68
CSN Resources SA            6.50     7/21/2020     USD     49.27
Commerzbank Holdin          1.06                   USD     63.88
Lehman Brothers UK          5.75                   EUR      0.01
Grupo Isolux Corsa          6.63     4/15/2021     EUR     27.13
Gol LuxCo SA                8.88     1/24/2022     USD     36.63
Sazka AS                    9.00     7/12/2021     EUR      0.00
DNB Bank ASA                0.69                   USD     60.57
Sidetur Finance BV         10.00     4/20/2016     USD      9.00
Breeze Finance SA           6.71     4/19/2027     EUR     39.00
Windreich GmbH              6.50     7/15/2016     EUR     10.88
Virgolino de Olive         10.50     1/28/2018     USD      2.13
EDOB Abwicklungs A          7.50      4/1/2012     EUR      0.50
Cirio Finanziaria           8.00    12/21/2005     EUR      1.99
CRC Breeze Finance          6.11      5/8/2016     EUR     54.75
Societe Generale S          0.44                   USD     58.91
Farstad Shipping A          4.56     5/29/2018     NOK     49.63
JZ Capital Partner          6.00     7/30/2021     GBP     10.70
BDT Media Automati          8.13     10/9/2017     EUR     62.00
PA Resources AB            13.50      3/3/2016     SEK      0.25
E Forland AS                7.91      9/4/2018     NOK     62.38
Petrol AD                   8.38     1/26/2017     EUR     13.13
Den Norske Creditb          0.69                   USD     60.15
Volstad Shipping A          7.16     5/30/2018     NOK     20.00
Lloyds Bank PLC             0.63                   USD     60.15
Eramet                      5.10     5/28/2026     EUR     45.00
Barclays Bank PLC           2.75     3/21/2033     USD     70.05
IGas Energy PLC            10.00    12/11/2018     USD     51.75
Lehman Brothers Tr          6.00     11/2/2035     EUR     16.25
Electromagnetic Ge          7.23     6/27/2019     NOK     58.20
Northland Resource         15.00     7/15/2019     USD      0.33
Lloyds Bank PLC             2.41     1/31/2033     USD     62.88
Den Norske Creditb          0.71                   USD     60.50
Espirito Santo Fin          5.13     5/30/2016     EUR      4.22
Hypo Tirol Bank AG          0.41     7/23/2026     EUR     61.25
Hellenic Republic           5.20     7/17/2034     EUR     72.25
Banco Espirito San          2.76                   EUR     11.75
Societe Generale S          1.03                   EUR     62.40
Hellas Telecommuni          8.50    10/15/2013     EUR      0.01
Afren PLC                  11.50      2/1/2016     USD      0.26
Eurobank Ergasias           1.49      6/8/2017     EUR     73.88
EFG International           1.20                   EUR     67.12
National Westminst          0.81                   USD     60.75
Abengoa SA                  6.25     1/17/2019     EUR      7.75
Kaupthing Bank Hf           9.00                   USD      0.13
Lloyds Bank PLC             2.62     4/26/2033     USD     61.93
Jyske Bank A/S              1.13                   EUR     59.00
Frey                        6.00    11/15/2022     EUR     22.00
KA Finanz AG                5.43     2/13/2024     EUR     63.25
More & More AG              8.13     6/11/2018     EUR     38.00
Ideal Standard Int         11.75      5/1/2018     EUR     15.00
Cirio Del Monte NV          7.75     3/14/2005     EUR      1.99
Petromena ASA               9.75     5/24/2016     NOK      0.56
Mox Telecom AG              7.25     11/2/2017     EUR      2.98
Empik Media & Fash          9.80    11/17/2017     PLN     60.00
Centrosolar Group           7.00     2/15/2016     EUR      2.15
Barclays Bank PLC           2.97     6/17/2033     USD     69.60
Societe Generale S          7.79    11/28/2029     USD     77.50
Cirio Finance Luxe          7.50     11/3/2002     EUR      9.00
Talvivaara Mining           9.75      4/4/2017     EUR      0.09
International Indu         11.00     2/19/2013     USD      0.25
AgroGeneration              8.00      4/1/2019     EUR     73.10
Societe Alsacienne          1.63      1/1/2022     EUR     59.67
Tonon Luxembourg S          7.25     1/24/2020     USD      8.88
KPNQwest NV                10.00     3/15/2012     EUR      0.53
Vneshprombank Ltd          14.00     6/22/2018     RUB     20.00
Olympic Ship AS             6.06     6/18/2019     NOK     42.28
Northland Resource          4.00    10/15/2020     USD      0.06
National Westminst          0.75                   USD     60.47
Barclays Bank PLC           0.88                   USD     59.55
Standard Chartered          0.94                   USD     56.00
Credit Suisse AG/G          0.88                   USD
RENE LEZARD Mode G          7.25    11/25/2017     EUR     29.50
Danske Bank Oyj             1.47                   EUR     67.00
Travel24.com AG             7.50     9/17/2017     EUR     36.00
Belfius Bank SA/NV          1.86                   FRF     69.25
Barclays Bank PLC           2.77     3/28/2033     USD     67.80
Codere Finance Lux          9.25     2/15/2019     USD     69.88
Teksid Aluminum Lu         11.38     7/15/2011     EUR      0.05
Tonon Luxembourg S         10.50     5/14/2024     USD     46.13
Barclays Bank PLC           0.26    12/28/2040     EUR     62.55
Olympic Ship AS             7.22     9/21/2017     NOK     52.63
Abengoa Finance SA          6.00     3/31/2021     EUR     11.50
Deutsche Bank AG/L          4.23     8/28/2034     USD     72.00
Abanka Vipa DD Via          1.83                   EUR      0.38
CGG SA                      6.88     1/15/2022     USD     43.38
Alpha Bank AE               1.63      2/1/2017     EUR     70.00
Minicentrales Dos           4.81    11/29/2034     EUR     66.13
Del Monte Finance           6.63     5/24/2006     EUR      8.63
Dexia Kommunalbank          4.88    12/31/2016     EUR     25.00
Afren PLC                  10.25      4/8/2019     USD      0.19
Standard Chartered          1.09                   USD     56.00
IT Holding Finance          9.88    11/15/2012     EUR      0.01
SAG Solarstrom AG           6.25    12/14/2015     EUR     45.00
Paragon Offshore P          7.25     8/15/2024     USD     17.88
Rem Offshore ASA            6.48     9/25/2019     NOK     35.25
Deutsche Bank AG/L          2.00     3/15/2033     USD     64.00
Kaupthing Bank Hf           7.63     2/28/2015     USD     17.63
Nationwide Buildin          1.08                   GBP     70.00
Immigon Portfolioa          0.41     3/14/2020     EUR     70.41
TGC-2 OJSC                 12.00    10/10/2018     RUB     54.86
Strenesse AG                9.00     3/15/2017     EUR     41.00
Abengoa Finance SA          8.88      2/5/2018     EUR     16.75
Metinvest BV                8.75     2/14/2018     USD     44.57
QGOG Constellation          6.25     11/9/2019     USD     51.00
Kaupthing Bank Hf           5.75     10/4/2011     USD     17.63
Brunswick Rail Fin          6.50     11/1/2017     USD     43.50
Depfa Funding II L          6.50                   EUR     56.38
Heliocentris Energ          4.00     1/16/2017     EUR     33.00
Mriya Agro Holding          9.45     4/19/2018     USD     10.50
Norske Skogindustr          7.13    10/15/2033     USD     30.75
Ajecorp BV                  6.50     5/14/2022     USD     50.06
getgoods.de AG              7.75     10/2/2017     EUR      0.20
Standard Chartered          0.65                   USD     56.33
APP International          11.75     10/1/2005     USD      3.60
Standard Chartered          0.56                   USD     56.67
National Westminst          0.69                   USD     60.50
Finmek Internation          7.00     12/3/2004     EUR      0.13
Societe Generale S          2.21     2/28/2033     USD     71.50
Lehman Brothers Tr          7.25     10/5/2035     EUR     14.63
eno energy GmbH             7.38     6/30/2016     EUR     71.60
PA Resources AB             3.00    12/27/2017     NOK      0.31
Norske Skog Holdin          8.00     2/24/2023     USD     25.88
Alpine Holding Gmb          5.25     6/10/2016     EUR      3.16
OAS Investments Gm          8.25    10/19/2019     USD      5.03
Offshore Drilling           8.38     9/20/2020     USD     69.78
Bank of Scotland P          0.94                   USD     60.21
Portigon AG                 7.46    12/31/2019     EUR     12.45
Indo Energy Financ          7.00      5/7/2018     USD     55.38
Heta Asset Resolut          4.35     11/3/2016     EUR     16.63
IM Skaugen SE              10.12     4/11/2017     NOK     36.00
A-TEC Industries A          8.75    10/27/2014     EUR      2.00
Clydeport Operatio          4.00                   GBP     66.00
Abengoa Finance SA          7.00     4/15/2020     EUR     12.50
LBI HF                      6.25                   EUR      0.00
CGG SA                      5.88     5/15/2020     EUR     48.50
Barclays Bank PLC           6.75     6/23/2017     USD     71.59
Bulgaria Steel Fin         12.00      5/4/2013     EUR      0.59
PNE Wind AG                 3.75    10/10/2019     EUR      2.90
Minicentrales Dos           6.45     4/14/2028     EUR     62.38
Banco Pinto & Sott          0.85                   EUR     11.00
UniCredit Bank Aus          0.37    12/31/2031     EUR     68.50
Kaupthing Bank Hf           7.13     5/19/2016     USD      0.00
Pescanova SA                6.75      3/5/2015     EUR      2.35
La Veggia Finance           7.13    11/14/2004     EUR      0.00
Baltijskij Bereg Z          8.25    12/22/2017     RUB     28.01
Algeco Scotsman Gl         10.75    10/15/2019     USD     37.00
Immigon Portfolioa          3.55     4/12/2022     EUR     74.70
BOA Offshore AS             7.81    12/18/2018     NOK     27.63
Heta Asset Resolut          1.91     9/29/2016     JPY     67.25
Dexia Kommunalbank          5.63    12/31/2017     EUR     15.00
Depfa Funding III           1.35                   EUR
UBS AG                      6.10     7/29/2016     GBP     38.07
Espirito Santo Fin          5.05    11/15/2025     EUR      0.70
Kaupthing Bank Hf           5.75     10/4/2011     USD     17.63
A-TEC Industries A          2.75     5/10/2014     EUR      2.00
Lehman Brothers Tr          6.00     2/15/2035     EUR     14.63
Global PVQ Netherl          1.38     4/30/2012     EUR     28.25
Rem Offshore ASA            6.83     3/14/2018     NOK     43.75
Indo Energy Financ          6.38     1/24/2023     USD     45.50
Accentro Real Esta          6.25     3/27/2019     EUR      3.26
Gunther Zamek Prod          7.75     5/15/2017     EUR      1.27
Andrade Gutierrez           4.00     4/30/2018     USD     69.50
Cooperatieve Rabob          0.50     7/30/2043     MXN     13.12
LBI HF                      4.65                   EUR      0.00
Barclays Bank PLC           5.07     3/21/2031     USD     74.70
Region of Abruzzo           0.38     11/7/2036     EUR     60.45
Lehman Brothers Tr          5.00     9/22/2014     EUR     14.63
Golden Gate AG              6.50    10/11/2014     EUR     41.14
Alpine Holding Gmb          5.25      7/1/2015     EUR      1.75
Royal Bank of Scot          3.79    12/30/2030     USD     72.00
Lehman Brothers Tr          2.88     3/14/2013     CHF     16.25
Sairgroup Finance           6.63     10/6/2010     EUR     20.00
UniCredit Bank Aus          0.35    12/27/2031     EUR     67.75
Raiffeisenlandesba          5.00      7/1/2026     EUR     70.00
Abengoa Greenfield          5.50     10/1/2019     EUR     11.13
Lehman Brothers Tr          7.00     5/17/2035     EUR     14.63
Windreich GmbH              6.50      3/1/2015     EUR     10.88
Ferrexpo Finance P         10.38      4/7/2019     USD     55.25
Norske Skog Holdin          8.00     2/24/2023     USD     25.88
Northland Resource          4.00    10/15/2020     NOK      0.06
Ekotechnika AG              9.75     5/10/2018     EUR      9.50
Metinvest BV               10.50    11/28/2017     USD     44.31
Eramet                      5.29     4/22/2026     EUR     44.88
ADLER Real Estate           6.00     6/30/2017     EUR     11.50
Heta Asset Resolut          0.33    12/18/2030     EUR     18.50
KPNQwest NV                 7.13      6/1/2009     EUR      0.53
Karlie Group GmbH           6.75     6/25/2018     EUR     30.00
Far East Capital L          8.00      5/2/2018     USD     58.88
Lehman Brothers Tr          5.10      5/8/2017     HKD     14.63
Heta Asset Resolut          5.92     2/22/2022     EUR     17.75
International Fina          0.50     6/24/2024     ZAR     41.03
Solarworld AG               6.13     1/21/2017     EUR     42.63
Immigon Portfolioa          6.00     3/30/2017     EUR     59.00
Codere Finance Lux          8.25     6/15/2015     EUR     70.00
Hema Bondco I BV            6.25     6/15/2019     EUR     72.28
Norske Skog Holdin          8.00     2/24/2021     EUR     26.38
BLT Finance BV             12.00     2/10/2015     USD     10.50
KPNQwest NV                 8.88      2/1/2008     EUR      0.53
LBI HF                      7.43                   USD      0.00
Lehman Brothers Tr          6.00     3/14/2011     EUR     14.63
Artea                       6.00      8/4/2019     EUR     13.80
Hamburgische Lande          0.33     1/22/2041     EUR     61.29
Bank Nederlandse G          0.50      8/9/2022     MXN     69.18
Atari SA                    0.10      4/1/2020     EUR      2.50
Paragon Offshore P          6.75     7/15/2022     USD     17.75
Metinvest BV               10.25     1/31/2016     USD     67.25
Agroton Public Ltd          6.00     7/14/2019     USD     10.00
UniCredit Bank Aus          0.43     8/20/2033     EUR     66.00
CBo Territoria              6.00      1/1/2020     EUR      3.82
Immigon Portfolioa          5.27      2/8/2027     EUR     62.75
LBI HF                      6.10     8/25/2011     USD     11.38
State of Carinthia          0.78     7/20/2017     CHF      0.20
Stroika Finance Lt          7.70     6/25/2019     RUB     12.00
Royal Bank of Scot          3.96    11/16/2030     USD     74.73
Solen AG                    7.50      4/8/2016     EUR      1.32
Penell GmbH Elektr          7.75     6/10/2019     EUR      5.10
Heta Asset Resolut          0.18     9/11/2017     EUR     17.13
Hellenic Republic           2.09     7/25/2057     EUR     30.50
Mechel                      8.40      6/1/2021     RUB     57.25
LBI HF                      3.00     12/7/2010     CHF      8.50
International Fina          0.50     6/29/2020     ZAR     64.43
Kaupthing Bank Hf           7.50      2/1/2045     USD      0.00
Royal Bank of Scot          1.55     1/12/2046     EUR     64.75
Ovako AB                    6.50      6/1/2019     EUR     60.83
UniCredit Bank Aus          0.43    10/31/2031     EUR     68.50
Takko Luxembourg 2          9.88     4/15/2019     EUR     54.09
Region of Piemont           0.12    11/27/2036     EUR     62.22
Deutsche Bank AG/L          4.32     6/30/2034     USD     74.75
CHC Helicopter SA           9.25    10/15/2020     USD     88.00
Heta Asset Resolut          4.63      3/4/2018     EUR     67.13
Cyprus Popular Ban          1.65     5/26/2016     EUR      1.08
Gazprom PAO                16.60    10/21/2043     RUB      9.47
Norddeutsche Lande          5.00      6/3/2016     EUR     49.54
Norske Skogindustr          7.13    10/15/2033     USD     30.75
IKB Deutsche Indus          4.70     3/31/2017     EUR     23.75
Santander Finance           2.00                   EUR     32.50
Equity Release Fun          1.98     4/26/2038     GBP
Matalan Finance PL          8.88      6/1/2020     GBP     73.00
Petromena ASA              10.85    11/19/2014     USD      0.56
Commerzbank AG              5.00     9/27/2019     EUR      4.50
Marine Subsea AS            9.00    12/16/2019     USD      0.50
Lehman Brothers Tr          5.00     2/16/2015     EUR     14.63
Bashneft PAO                8.85     1/31/2023     RUB     90.01
Mechel                     15.00     2/25/2020     RUB     67.30
Orient Express Ban         13.60      8/9/2018     RUB     45.00
DZ Bank AG Deutsch          3.05     9/25/2023     EUR     55.61
Landesbank Hessen-          0.34      5/3/2041     EUR     65.38
Privatbank CJSC Vi         10.88     2/28/2018     USD     65.13
Bremer Landesbank           0.41      4/5/2041     EUR     78.35
Astana Finance BV           7.88      6/8/2010     EUR     16.00
DTEK Finance PLC            7.88      4/4/2018     USD     38.50
Lloyds Bank PLC             3.56      7/5/2033     USD     74.25
Norddeutsche Lande         10.50      9/2/2016     EUR     71.89
Ukreximbank Via Bi          7.51      2/9/2023     USD     72.33
Cooperatieve Rabob          0.50    10/30/2043     MXN     11.81
CARPEVIGO AG                2.50     6/30/2016     EUR     25.00
Global PVQ Netherl          5.75     5/26/2014     EUR     27.00
Banco Comercial Po          5.00                   EUR     61.00
DEMIRE Real Estate          6.00    12/30/2018     EUR      3.65
Immigon Portfolioa          7.00     7/24/2022     EUR     63.69
IVG Immobilien AG           5.70                   EUR      0.00
HSBC Trinkaus & Bu          5.10      6/2/2016     EUR     57.17
Virgolino de Olive         11.75      2/9/2022     USD      2.57
Mifa Mitteldeutsch          7.50     8/12/2018     EUR      3.28
Societe Centrale d          9.00      7/1/2016     EUR      6.84
Lehman Brothers Tr          8.25     3/16/2035     EUR     14.63
Heta Asset Resolut          4.25     5/31/2016     EUR     66.75
Ferrexpo Finance P         10.38      4/7/2019     USD     54.58
Lehman Brothers Tr          4.00     2/16/2017     EUR     16.25
Societe Generale S          8.88      6/1/2017     USD     67.65
Kaupthing Bank Hf           6.13     10/4/2016     USD     17.63
Virgolino de Olive         10.88     1/13/2020     USD     18.25
A-TEC Industries A          5.75     11/2/2010     EUR      2.00
ffk environment Gm          7.25      6/1/2016     EUR      3.26
Solarworld AG               6.38     7/13/2016     EUR     42.63
DekaBank Deutsche           2.67     11/7/2016     EUR     65.75
Heta Asset Resolut          0.45    11/29/2032     EUR     17.38
WGF Westfaelische           6.35     12/1/2016     EUR      6.55
Kaupthing Bank Hf           6.13     10/4/2016     USD     17.63
Finans-Avia OOO             8.25     7/31/2022     RUB     40.04
Governo Portugues           3.00                   EUR     75.00
Phones4u Finance P          9.50      4/1/2018     GBP     37.13
Heta Asset Resolut          7.50     5/27/2024     ATS     17.38
Lenta LLC                  10.00      3/3/2020     RUB     98.01
Lehman Brothers Tr          7.00    11/26/2013     EUR     14.63
DZ Bank AG Deutsch          2.52     6/23/2022     EUR     58.23
ADLER Real Estate           6.00    12/27/2018     EUR     11.50
Anglian Water Serv          1.09     1/26/2057     GBP     67.05
Fonciere Volta SA           4.50     7/30/2020     EUR      2.36
Credit Suisse AG/L          1.64      6/1/2042     USD     52.62
Raiffeisen Bank In          4.50     9/28/2035     EUR     30.88
Mechel                     15.00     2/25/2020     RUB     67.04
Freshwater Finance          6.06    10/17/2036     GBP     59.13
Immigon Portfolioa          4.50      9/7/2020     EUR     25.00
Atari SA                    7.50     2/17/2020     EUR      0.24
Deutsche Morgan Gr          0.81                   USD     58.75
MT-Energie GmbH &           8.25      4/4/2017     EUR      9.76
LBI HF                      2.25     2/14/2011     CHF      8.50
Mo-BRUK SA                  6.73     8/31/2016     PLN     74.40
Comune di Verona            0.09     12/1/2026     EUR     65.27
WGF Westfaelische           6.35      8/1/2017     EUR      1.02
Transaero Airlines         16.00    10/25/2018     RUB      0.05
Alpha Bank AE               1.54      3/8/2017     EUR     67.00
Heta Asset Resolut          0.24     8/12/2017     EUR     67.25
Lloyds Bank PLC             4.98     7/29/2033     USD     75.00
Sachsen Bank                0.35     1/22/2041     EUR     76.06
LBBW                        5.00     3/24/2016     EUR     40.00
Heta Asset Resolut          5.73    12/10/2021     EUR     17.38
UBS AG/London              23.75     6/24/2016     EUR     41.88
Bank Nederlandse G          0.50     7/12/2022     ZAR     54.24
Credit Suisse AG/L          8.00    11/29/2019     USD      5.09
Barclays Bank PLC          11.00     5/31/2016     USD      5.18
UniCredit Bank Aus          0.46    12/27/2026     EUR     73.00
SAir Group                  6.25     4/12/2005     CHF     10.25
Governo Portugues           2.75                   EUR     63.00
Banco Pastor SA             2.28                   EUR     31.00
Solon SE                    1.38     12/6/2012     EUR      0.33
Raiffeisen Centrob          6.05      3/1/2017     EUR     71.65
Municipality Finan          0.50     6/19/2024     ZAR     43.97
HSBC Bank PLC               0.50     9/28/2018     IDR     75.40
Notenstein La Roch          5.04      3/2/2016     EUR     63.12
HSBC Bank PLC               0.50     1/29/2027     NZD     61.25
SAG Solarstrom AG           7.50     7/10/2017     EUR     45.00
KA Finanz AG                4.90     6/23/2031     EUR     64.50
Region of Abruzzo           0.22     11/7/2031     EUR     72.67
Heta Asset Resolut          0.08      4/9/2043     EUR     60.00
Enemona AD-Kozlodu         10.00     4/28/2017     BGN      0.13
Raiffeisen-Holding          2.31                   EUR     64.75
CHC Helicopter SA           9.25    10/15/2020     USD     44.50
Landesbank Hessen-          0.36     4/23/2041     EUR     70.54
Finans-Avia OOO             0.01     7/31/2027     RUB     13.55
Deutsche Bank AG            3.20     3/22/2016     EUR     55.90
Salvator Grundbesi          9.50                   EUR     38.00
Rinol AG                    5.50    10/15/2006     DEM      0.00
Montepio Holding S          5.00                   EUR     50.00
Nuova Banca delle           7.75     6/30/2018     EUR      1.06
Jasper Explorer PL         13.50     5/27/2016     USD      4.87
Lehman Brothers Tr          5.25     5/26/2026     EUR      3.13
Lehman Brothers Tr          6.00    10/30/2012     EUR      3.13
Lehman Brothers Tr          3.03     1/31/2015     EUR      3.13
Lehman Brothers Tr          4.00    10/24/2012     EUR      3.13
Banca delle Marche          6.00      5/8/2018     EUR      0.99
Depfa Funding IV L          5.03                   EUR     57.13
Lehman Brothers Tr          4.50      5/2/2017     EUR      3.66
Kommunekredit               0.50     2/20/2020     BRL     57.94
Kaupthing Bank Hf           5.25     7/18/2017     BGN     17.63
Heta Asset Resolut          4.88     9/18/2017     EUR     17.25
UniCredit Bank Aus          0.30     1/25/2031     EUR     69.88
Nordea Bank Finlan          4.35     4/20/2020     SEK     53.96
Lehman Brothers Tr          6.00     3/18/2015     USD     14.63
Codere Finance Lux          8.25     6/15/2015     EUR     70.63
Lehman Brothers Tr         11.00    12/20/2017     AUD      3.13
Hamburgische Lande          0.31    10/30/2040     EUR     62.58
Cooperatieve Rabob          0.50    10/29/2027     MXN     42.28
Muehl Product & Se          6.75     3/10/2005     DEM      1.90
SU-155 KAPITAL OOO         13.25     2/23/2016     RUB      8.02
Lehman Brothers Tr          5.00     2/27/2014     EUR     14.63
Kaupthing Bank Hf           9.75     9/10/2015     USD     17.63
Province of Milan           0.21    12/22/2033     EUR     73.39
Eksportfinans ASA           0.50      5/9/2030     CAD     22.25
Lehman Brothers Tr          4.00     12/2/2012     EUR      3.13
Lehman Brothers Tr          1.00      5/9/2012     EUR      3.13
Heta Asset Resolut          1.63     6/30/2019     CHF     67.25
Nordea Bank Finlan          2.91    10/20/2019     SEK     52.18
BLT Finance BV              7.50     5/15/2014     USD      4.11
Municipality Finan          0.50      5/8/2029     AUD     59.13
SNS Bank NV                 6.63     5/14/2018     EUR      3.37
UBS AG/London              11.25      4/1/2016     CHF     60.99
BNP Paribas Emissi          4.00     3/24/2016     EUR     70.68
Federal Grid Co Un          8.25     9/15/2020     RUB     88.01
LBI HF                      6.10     8/25/2011     USD     11.38
Zurcher Kantonalba          1.01    12/16/2016     CHF     72.73
Erste Group Bank A          2.90    10/20/2022     EUR     59.09
Banque Cantonale V          6.00     5/26/2016     CHF     29.50
Ipotechny Agent AK          3.00     5/10/2047     RUB     53.57
Svensk Exportkredi          0.50     2/22/2022     ZAR     53.39
UBS AG/London              24.50     9/23/2016     EUR     70.79
HSBC Bank PLC               0.50     2/24/2027     NZD     61.65
Kommunalbanken AS           0.50     5/27/2022     ZAR     53.51
Hellas Telecommuni          8.50    10/15/2013     EUR      0.01
UNGP-Finance OOO           10.00    12/16/2020     RUB    105.20
SAir Group                  0.13      7/7/2005     CHF     10.63
Hellenic Bank PCL          11.00                   EUR     46.00
Czerwona Torebka S          6.81     4/15/2016     PLN     65.50
KA Finanz AG                4.44    12/20/2030     EUR     61.38
Immigon Portfolioa          4.81     7/29/2025     EUR     61.00
DEIKON GmbH                 1.00    11/16/2016     EUR     38.01
Societe Generale S          8.40     5/24/2016     USD     69.56
KPNQwest NV                 8.13      6/1/2009     USD      0.53
Mechel                      8.40     5/27/2021     RUB     57.42
SU-155 KAPITAL OOO         13.25     2/23/2016     RUB      7.23
Nordea Bank Finlan          1.61    10/20/2019     SEK     66.64
Hema Bondco II BV           8.50    12/15/2019     EUR     43.50
Heta Asset Resolut          0.69     5/31/2016     EUR     67.25
Immigon Portfolioa          0.91     5/20/2025     EUR     39.38
MORTGAGE AGENT AHM          8.50      9/9/2045     RUB     57.00
Banca delle Marche          6.00     6/12/2018     EUR      0.78
COFIDUR SA                  0.10    12/31/2024     EUR     15.00
Takko Luxembourg 2          6.86     4/15/2019     EUR     47.52
DeloPorts LLC              13.80    11/14/2025     RUB     99.00
Region of Molise I          0.36    12/15/2033     EUR     66.67
Heta Asset Resolut          0.25     9/26/2043     EUR     67.25
Nuova Banca delle           7.20     6/30/2018     EUR      1.06
Lehman Brothers Tr          7.00      6/6/2017     EUR      3.13
Heta Asset Resolut          5.27      4/7/2028     EUR     17.38
Kommunekredit               0.50    10/22/2019     BRL     60.85
Nordea Bank Finlan          8.00     9/10/2016     SEK     71.05
Cooperatieve Rabob          0.50    11/30/2027     MXN     41.74
WPE International          10.38     9/30/2020     USD     10.50
Svensk Exportkredi          0.50     1/31/2022     ZAR     54.29
Hema Bondco I BV            5.12     6/15/2019     EUR     69.49
SAir Group                  6.25    10/27/2002     CHF     10.38
Bulgaria Steel Fin         12.00      5/4/2013     EUR      0.59
Svensk Exportkredi          0.50     8/29/2029     AUD     70.22
DeltaCredit Bank           11.10     10/1/2024     RUB     60.01
Bank Julius Baer &          9.75     3/18/2016     CHF     64.90
DekaBank Deutsche           2.70     6/25/2020     EUR     67.82
UBS AG/London               8.25     8/19/2016     CHF     50.77
Nuova Banca delle           8.00     6/30/2018     EUR      1.06
Heta Asset Resolut          0.37     3/29/2017     EUR     67.25
Absolut Bank PAO           11.50     7/27/2016     RUB     60.01
wige MEDIA AG               6.00     3/17/2019     EUR      1.88
Leonteq Securities          6.70      6/6/2016     USD     35.78
Pongs & Zahn AG             8.50                   EUR      0.20
LBBW                        3.00     8/25/2017     EUR     66.67
Mriya Agro Holding         10.95     3/30/2016     USD      9.75
Reso-Leasing OOO           13.75     10/3/2025     RUB     99.90
International Fina          0.50     6/29/2027     ZAR     27.23
City of Hunedoara           1.43     8/15/2026     RON     64.50
Mechel                      8.00      2/9/2021     RUB     55.55
SG Option Europe S          7.00      5/5/2017     EUR     44.34
Lehman Brothers Tr          7.15     3/21/2013     USD      3.13
Lehman Brothers Tr          7.60     5/21/2013     USD      3.13
Santander Finance           2.00                   EUR     34.75
Svensk Exportkredi          0.50     8/28/2018     BRL     69.75
JP Morgan Structur         13.00    11/25/2024     ZMW
Kaupthing Bank Hf           7.13     5/19/2016     USD      0.00
Santander Finance           2.00                   USD     40.13
SAir Group                  5.13      3/1/2003     CHF     11.00
Mechel                      8.40     5/27/2021     RUB     56.80
Absolut Bank PAO           12.00     5/28/2018     RUB    100.00
HSBC Bank PLC               0.50    12/29/2026     AUD     63.55
UKRLANDFARMING PLC         10.88     3/26/2018     USD     48.75
Vontobel Financial          4.40     8/25/2017     EUR     68.24
DekaBank Deutsche           3.33    10/12/2020     EUR     64.06
Commerzbank AG             10.00     5/26/2016     EUR     55.17
Heta Asset Resolut          0.06     1/24/2017     EUR     66.88
Heta Asset Resolut          0.17     5/10/2017     EUR     67.25
Bank Nederlandse G          0.50     8/15/2022     ZAR     53.68
Kommunalkredit Aus          0.47    10/25/2021     EUR     44.75
Lehman Brothers Tr          1.46     2/19/2012     JPY     14.63
Mechel                      8.00      2/9/2021     RUB     36.10
Solarwatt GmbH              7.00     11/1/2015     EUR     14.50
JP Morgan Structur         12.00    11/24/2021     ZMW
BKN biostrom AG             7.50      6/5/2016     EUR      2.50
DZ Bank AG Deutsch          4.00     9/23/2020     EUR     71.05
Santander Finance           2.00                   USD     40.00
Ecureuil Vie Devel          0.82                   EUR     17.00
Cooperatieve Rabob          0.50     1/31/2033     MXN     29.11
Commerzbank AG              5.00     3/24/2016     EUR     62.19
Astana Finance BV           9.00    11/16/2011     USD     16.00
ING Bank NV                 8.05    12/30/2020     EUR     72.11
Lehman Brothers Tr          5.00      5/2/2022     EUR      3.13
Cerruti Finance SA          6.50     7/26/2004     EUR      1.41
Russian Bank for S          8.25    11/26/2016     RUB     59.01
UniCredit Bank AG           5.00    10/18/2024     EUR     67.57
Notenstein La Roch          7.25     4/22/2016     CHF     61.56
Ignition Finance B          3.90     5/16/2017     EUR     55.00
Lehman Brothers Tr          5.00     3/18/2015     EUR     14.63
Lehman Brothers Tr          6.65     8/24/2011     AUD     14.63
Kerdos Group SA             8.00    12/15/2017     PLN     13.51
Municipiul Timisoa          1.03     5/12/2026     RON     64.50
Bank Julius Baer &         11.73     6/10/2016     CHF     66.45
RESO-Garantia Insu          9.20     3/24/2023     RUB     59.62
Rusfinans Bank OOO         11.90     7/18/2018     RUB     99.70
Raiffeisen Centrob          5.50    10/14/2016     EUR     66.23
Exane Finance               2.70     9/26/2016     USD     33.78
SAir Group                  5.50     7/23/2003     CHF     10.38
Union Technologies          0.10      1/1/2020     EUR      5.30
DekaBank Deutsche           7.44      2/9/2016     EUR     60.04
Codere Finance Lux          8.25     6/15/2015     EUR     70.00
Locko-Bank ZAO             13.75      4/2/2020     RUB     99.88
Svensk Exportkredi          0.50     4/24/2029     AUD     60.26
Heta Asset Resolut          0.22     2/10/2018     EUR     67.25
Heta Asset Resolut          0.07     2/17/2017     EUR     65.38
Heta Asset Resolut          3.90     1/24/2017     EUR     66.13
Province of Teramo          0.06    12/30/2030     EUR     68.43
SAir Group                  4.25      2/2/2007     CHF     10.75
Kommunekredit               0.50     9/19/2019     BRL     62.64
Deutsche Bank AG/L          0.62      2/1/2016     EUR     67.00
Lehman Brothers Tr          8.00    10/17/2014     EUR      3.13
Lehman Brothers Tr          4.00     4/13/2011     CHF      3.13
Bank Nederlandse G          0.50     9/20/2022     MXN     68.84
Geotech Seismic Se         10.50    10/17/2018     RUB     71.00
Russian Railways J         17.90     9/20/2039     RUB      7.06
Wlodarzewska SA             9.23     5/15/2016     PLN     29.51
Province of Bresci          0.25    12/22/2036     EUR     65.31
Northland Resource         12.25     3/26/2016     USD      0.33
Bank Julius Baer &          5.20     9/25/2017     EUR     58.70
Lehman Brothers Tr          5.10     6/22/2046     EUR      3.13
Transcapitalbank J         12.50     3/15/2016     RUB     60.01
Lehman Brothers Tr          1.00     2/26/2010     USD      3.13
Vnesheconombank             2.00     6/18/2021     RUB     63.37
Akademiska Hus AB           2.08     4/17/2045     SEK     70.98
Heta Asset Resolut          4.54     9/22/2017     EUR     67.25
Raiffeisen Versich          5.08                   EUR     24.75
Ideal Standard Int         11.75      5/1/2018     EUR     15.00
DekaBank Deutsche           3.00      5/6/2016     EUR     57.83
Heta Asset Resolut          5.80     6/17/2017     EUR     67.25
Windreich GmbH              6.75      3/1/2015     EUR     10.88
Barclays Bank PLC           0.50     1/28/2033     MXN     30.48
Immigon Portfolioa          5.45      8/2/2019     EUR     72.70
Lehman Brothers Tr          3.50     9/29/2017     EUR      3.13
Lehman Brothers Tr          8.00     4/20/2009     EUR      3.13
Russian Railways J         12.40     5/30/2040     RUB      7.82
Russian Post FGUP          12.00    10/18/2019     RUB    100.99
Federal Grid Co Un          8.25     9/15/2020     RUB     88.00
Svensk Exportkredi          0.50     3/28/2029     AUD     69.53
Rostelecom PJSC             8.10      3/6/2018     RUB     60.01
Nota-Bank OJSC             13.50    10/13/2016     RUB      1.78
Housing Financing           2.70      1/1/2020     ISK     54.60
Raiffeisen Centrob          7.25     9/26/2016     EUR     38.00
Lehman Brothers Tr          4.00     7/27/2011     EUR      3.13
KPNQwest NV                 8.88      2/1/2008     EUR      0.53
Lehman Brothers Tr          3.00      8/8/2017     EUR      3.13
Lehman Brothers Tr          3.50     9/19/2017     EUR      3.13
Espirito Santo Fin          5.63     7/28/2017     EUR      4.22
Lehman Brothers Tr          8.00     3/19/2012     USD      3.13
DeltaCredit Bank            8.45     8/30/2018     RUB     59.01
EFG International          11.12    12/12/2016     USD     29.52
Lehman Brothers Tr          3.00     8/15/2017     EUR      3.13
Lehman Brothers Tr         16.20     5/14/2009     USD      3.13
Lehman Brothers Tr          5.00     5/12/2011     CHF      3.13
Locko-Bank ZAO             14.00     7/17/2018     RUB     99.01
Moscow United Elec         13.20     4/23/2025     RUB    100.30
Far East Capital L          8.75      5/2/2020     USD     59.11
Bank Julius Baer &         10.60     3/18/2016     EUR     64.90
SAir Group                  2.75     7/30/2004     CHF     10.25
Sidetur Finance BV         10.00     4/20/2016     USD      5.38
Lehman Brothers Tr          1.75      2/7/2010     EUR      3.34
Freshwater Finance          6.18     4/20/2035     GBP     61.88
Notenstein La Roch          9.10     8/29/2016     CHF     47.73
Credit Suisse AG/L         15.50      5/4/2016     USD     31.51
Lehman Brothers Tr          8.25      2/3/2016     EUR      3.13
Bank Nederlandse G          0.50      6/7/2022     ZAR     53.32
UniCredit Bank AO           8.10    11/20/2018     RUB     59.01
HSBC Bank PLC               0.50    12/20/2018     RUB     72.78
Lehman Brothers Tr          3.86     9/21/2011     SGD     16.25
Lehman Brothers Tr          4.00     7/20/2012     EUR      3.13
Lehman Brothers Tr          8.00     2/16/2016     EUR      3.13
Heta Asset Resolut          0.21      4/9/2018     EUR     67.25
LBBW                        4.00     4/22/2016     EUR     58.76
LZMO SA                     8.75    11/22/2016     PLN     60.10
JP Morgan Structur         14.00    11/23/2029     ZMW
Leonteq Securities          8.04     4/11/2016     CHF     57.02
Province of Rovigo          0.20    12/28/2035     EUR     65.61
UniCredit Bank Aus          0.34     1/24/2031     EUR     66.00
Svensk Exportkredi          0.50     6/29/2029     AUD     69.79
Barclays Bank PLC           0.50     4/24/2023     MXN     62.22
Vontobel Financial         25.95     6/24/2016     EUR     65.60
DekaBank Deutsche           4.15     1/28/2016     EUR     60.07
Nutritek Internati          8.75    12/11/2008     USD      2.00
Kommunekredit               0.50    12/14/2020     ZAR     63.21
Kommunalbanken AS           0.50     9/20/2018     BRL     71.00
Goldman Sachs & Co         22.00     2/24/2016     EUR     73.23
Deutsche Bank AG            6.20     6/21/2016     EUR     52.20
Kerdos Group SA             8.00     3/31/2016     PLN     35.40
Credit Suisse AG/N          5.50     6/13/2016     CHF     52.65
Dresdner Bank AG            0.58    11/19/2029     EUR     59.50
KFW                         0.25     10/6/2036     CAD     39.04
Bank Nederlandse G          0.50     6/22/2021     ZAR     58.75
Heta Asset Resolut          5.03     1/26/2017     EUR     15.38
ECA                         2.50      1/1/2018     EUR     11.21
DekaBank Deutsche           3.15     4/14/2021     EUR     61.59
Vnesheconombank            11.20    11/23/2017     RUB     99.80
City of Alba Iulia          2.50     4/15/2025     RON     66.00
UBS AG/London               9.00     2/11/2016     CHF     61.72
RZD Rasvytie vokza         12.50    10/21/2016     RUB     14.86
Phosphorus Holdco          10.00      4/1/2019     GBP      1.98
Heta Asset Resolut          0.22     3/10/2018     EUR     67.25
HSBC Bank PLC               0.50     12/8/2026     AUD     63.86
Societe Generale S          0.50      4/3/2023     RUB     47.19
Svensk Exportkredi          0.50     8/28/2020     TRY     59.59
Bayerische Landesb          3.10     11/4/2016     EUR     59.93
Barclays Bank PLC           5.70     4/16/2029     USD     74.00
Transgazservice LL         10.50     11/8/2019     RUB      0.33
Lehman Brothers Tr          6.30    12/21/2018     USD      1.73
Svensk Exportkredi          0.50     6/20/2029     AUD     67.35
Erste Group Bank A          6.50     2/27/2016     EUR     60.45
Rena Lange Holding          8.00    12/12/2017     EUR      0.64
Lehman Brothers Tr          7.60     1/31/2013     AUD      3.13
Drangedal Spareban          2.29                   NOK     69.37
Heta Asset Resolut          4.07     3/21/2017     EUR     67.25
UBS AG/London               6.50     3/11/2016     GBP     51.88
Biomed-Lublin Wytw          7.29     8/14/2018     PLN     25.01
Raiffeisen Centrob          7.00     8/22/2016     EUR     39.51
Lehman Brothers Tr          8.50      7/5/2016     EUR     14.63
Lehman Brothers Tr          5.00     8/16/2017     EUR     14.63
Province of Trevis          0.19    12/31/2034     EUR     66.20
LBBW                        5.29     9/23/2016     EUR     70.78
Credit Suisse AG/N          7.00     3/21/2016     CHF     62.70
Bank Julius Baer &          4.90     3/30/2016     CHF     68.55
Heta Asset Resolut          0.37     3/29/2017     EUR     67.25
Kommunalbanken AS           0.50     11/8/2018     BRL     69.98
Rusfinans Bank OOO         12.10     9/29/2020     RUB     99.80
Center-Invest Comm         15.25     5/22/2019     RUB     61.00
Heta Asset Resolut          0.21      3/4/2018     EUR     67.25
Russian Bank for S         14.00     3/17/2022     RUB     63.01
Municipality Finan          0.50    11/25/2020     ZAR     62.86
SAir Group                  2.75     7/30/2004     CHF     10.38
Ashinskiy metallur         14.40     6/17/2024     RUB     60.08
Strommen Sparebank          2.37                   NOK     45.75
Kaupthing Bank Hf           7.63     2/28/2015     USD     17.63
Leonteq Securities          9.60      2/2/2016     CHF     63.40
RSL Communications         10.13      3/1/2008     USD      0.00
Novolipetsk Steel          10.00      9/5/2022     RUB     99.95
Kommunekredit               0.50     7/30/2027     TRY     25.45
UniCredit Bank AO          14.00     2/23/2016     RUB     61.01
Vontobel Financial          6.00     5/27/2016     EUR     32.19
Bank Julius Baer &          9.10     4/14/2016     CHF     61.05
Credit Suisse AG/L          7.50     3/21/2016     EUR     62.28
Lehman Brothers Tr          7.59    11/22/2009     MXN     14.63
DekaBank Deutsche           3.90     5/18/2016     EUR     59.71
SG Option Europe S          7.00     9/22/2017     EUR     58.78
Moscow United Elec         11.00     9/12/2024     RUB     60.01
Municipality Finan          0.50     7/30/2029     AUD     67.30
BNP Paribas SA              0.50    11/16/2032     MXN     33.22
Russian Bank for S          8.25    11/26/2016     RUB     59.01
Espirito Santo Fin          5.05    11/15/2025     EUR      0.77
HSBC Bank PLC               0.50     5/29/2020     IDR     63.71
HSBC Bank PLC               0.50      6/9/2023     MXN     63.12
UniCredit Bank AG           5.00     3/24/2016     EUR     70.10
Dolomite Capital L         12.50    12/20/2019     ZAR     57.99
World of Building           7.70     6/25/2019     RUB      1.50
UniCredit Bank AG           4.00     3/21/2017     EUR     65.42
EDOB Abwicklungs A          7.50      4/1/2012     EUR      0.50
Oberoesterreichisc          0.32     11/6/2030     EUR     61.88
Vontobel Financial          8.00     8/26/2016     EUR     62.38
Driver & Bengsch A          8.50    12/31/2027     EUR      0.00
Credit Suisse AG/N          7.00      9/5/2016     EUR     52.35
RSL Communications         10.50    11/15/2008     USD      0.00
Lehman Brothers Tr          6.00     2/19/2023     USD      3.13
Lehman Brothers Tr          3.50    10/24/2011     USD      3.13
Municipality Finan          0.50      8/8/2029     NZD     57.94
Lehman Brothers Tr          9.75     6/22/2018     USD      3.13
Lehman Brothers Tr          6.25      9/5/2011     EUR      3.13
Heta Asset Resolut          4.40     6/20/2017     EUR     67.25
Heta Asset Resolut          4.70      4/2/2018     EUR     67.25
Heta Asset Resolut          0.20      4/2/2018     EUR     67.25
Western High-Speed          9.15      2/6/2032     RUB     93.00
Deutsche Bank AG/L          0.50     10/5/2021     IDR     50.77
Barclays Bank PLC           0.50     3/13/2023     RUB     47.46
Bank Julius Baer &          7.60     1/20/2016     CHF     69.50
DekaBank Deutsche           3.05     3/25/2025     EUR     55.20
DekaBank Deutsche           3.80     9/25/2024     EUR     58.31
DekaBank Deutsche           3.17     9/23/2022     EUR     65.90
Kerdos Group SA             8.00     4/30/2016     PLN     20.01
Leonteq Securities          8.04     7/25/2016     CHF     43.92
Russian Railways J         16.00     5/29/2035     RUB     13.96
UniCredit Bank Aus          0.44     1/22/2031     EUR     67.50
UniCredit Bank AO          10.50      8/6/2019     RUB     60.01
DEIKON GmbH                 1.00      7/1/2016     EUR     18.08
Ingra DD                    6.13     12/6/2016     HRK     12.99
Barclays Bank PLC           3.50      2/5/2016     EUR     61.00
Vontobel Financial          8.35    12/23/2016     EUR     70.82
Vontobel Financial          6.50     8/26/2016     EUR     67.30
Exane Finance               6.25    12/20/2019     SEK     67.88
Landesbank Hessen-          5.50     5/27/2016     EUR     62.70
SAir Group                  2.13     11/4/2004     CHF     10.25
DZ Bank AG Deutsch          8.50     8/26/2016     EUR     60.22
Araratbank OJSC             7.25     6/27/2018     USD     24.95
RSL Communications          9.13      3/1/2008     USD      0.00
Lehman Brothers Tr          7.38     9/20/2008     EUR      3.13
Lehman Brothers Tr          4.50      3/6/2013     CHF      3.13
Lehman Brothers Tr         13.50    11/28/2008     USD      3.13
Raiffeisen-Landesb          0.25     9/10/2033     EUR     76.55
Rusfinans Bank OOO         12.00     6/30/2020     RUB    100.30
Credit Europe Bank         15.00     3/22/2018     RUB     60.00
Sparebanken Din             2.40                   NOK     68.98
Bamble Sparebank            2.36                   NOK     52.68
Elli Investments L         12.25     6/15/2020     GBP     35.25
HSBC Bank PLC               0.50     5/31/2019     IDR     69.66
Expobank LLC               12.50      7/3/2016     RUB     60.01
HSBC Bank PLC               0.50     4/11/2023     MXN     63.95
Leonteq Securities         12.40      5/6/2016     CHF     27.49
Vontobel Financial          9.50     5/27/2016     EUR     49.97
Leonteq Securities          6.00    11/28/2016     CHF     68.63
Bank Julius Baer &         11.10     4/14/2016     EUR     35.25
DekaBank Deutsche          10.40     3/15/2016     EUR     69.45
Bank Julius Baer &          5.25     3/31/2016     EUR     65.90
UniCredit Bank AG           5.40     6/30/2017     EUR     63.00
Societe Generale S          1.04     2/28/2034     USD     66.90
Bayerische Landesb          5.00    10/17/2016     EUR     51.66
Leonteq Securities         29.61    10/26/2017     EUR      5.11
Bank Julius Baer &          7.50     1/19/2016     USD     33.80
UBS AG                     22.25     3/29/2016     EUR     38.61
BNP Paribas Emissi         10.00    12/22/2016     EUR     54.95
BNP Paribas Emissi          4.00    12/22/2016     EUR     71.06
SG Issuer SA                4.21     7/10/2020     EUR     43.66
Barclays Bank PLC           4.17      1/5/2017     EUR
UBS AG/London              24.75     3/29/2016     EUR     26.58
Bank Julius Baer &          7.00     9/12/2016     CHF     38.70
Bank Julius Baer &          8.70     11/3/2016     CHF     65.55
DekaBank Deutsche           2.10     3/25/2020     EUR     63.05
Lehman Brothers Tr         15.00     3/30/2011     EUR      3.13
Lehman Brothers Tr          4.95    10/25/2036     EUR      3.13
Lehman Brothers Tr          2.00     6/28/2011     EUR      3.13
Lehman Brothers Tr          5.00    11/22/2012     EUR      3.13
Bank ZENIT PJSC             8.50     6/14/2024     RUB     97.25
Immigon Portfolioa          6.60      5/6/2023     EUR     70.75
Municipality Finan          0.50    12/15/2020     BRL     53.82
Heta Asset Resolut          0.11      7/1/2017     EUR     67.25
HSBC Bank PLC               0.50     7/30/2027     NZD     60.41
Cooperatieve Rabob          0.50     8/21/2028     MXN     39.84
UniCredit Bank AG           4.00     6/24/2016     EUR     55.74
Credit Suisse AG/L         15.25     6/29/2016     USD     40.95
Leonteq Securities          6.61     1/19/2016     EUR     74.94
Lehman Brothers Tr          4.20     12/3/2008     HKD     16.25
Asian-Pacific Bank         12.00     2/19/2016     RUB     60.00
DekaBank Deutsche           3.00     1/15/2021     EUR     62.21
Immigon Portfolioa          4.78      6/7/2030     EUR     46.25
Barclays Bank PLC           0.50     3/19/2021     MXN     72.97
HSBC Bank PLC               0.50     11/9/2018     IDR     74.60
Vontobel Financial          8.50    12/23/2016     EUR     65.13
DekaBank Deutsche           4.92     1/27/2016     EUR     64.89
Notenstein Finance          6.40     5/19/2016     EUR     67.36
Credit Suisse AG/L         10.00     8/29/2016     USD     51.00
UniCredit Bank AG           4.00     2/25/2019     EUR     72.62
Bank Julius Baer &          6.00     6/19/2017     EUR     63.85
Credit Suisse AG/L          8.25      7/6/2016     USD     55.72
Barclays Bank PLC           8.10     4/15/2016     USD     56.50
Leonteq Securities         12.40      2/3/2016     CHF     15.60
Landesbank Hessen-          3.83     8/18/2016     EUR     71.35
DekaBank Deutsche           5.16    12/27/2023     EUR     71.60
Bank Julius Baer &         14.00     2/26/2016     USD     26.80
HSBC Trinkaus & Bu          5.00     1/30/2018     EUR     60.38
EFG International           7.20     2/25/2019     EUR     46.50
Sviaz Bank OAO             12.25     4/13/2022     RUB     60.11
Lehman Brothers Tr          0.50    12/20/2017     AUD      3.13
Lehman Brothers Tr          5.50      7/8/2013     EUR      3.13
Lehman Brothers Tr          5.55     3/12/2015     EUR      3.13
Heta Asset Resolut          3.72     3/15/2017     EUR     67.25
Svensk Exportkredi          0.50     8/25/2021     ZAR     57.32
Russian Highways           12.40     4/22/2042     RUB      9.01
HSBC Bank PLC               0.50      4/3/2023     AUD     76.14
Societe Generale S          0.50     5/30/2023     MXN     63.49
Commerzbank AG              7.24     4/27/2017     EUR     69.31
DekaBank Deutsche           3.00     4/30/2019     EUR     62.07
Raiffeisen Centrob          6.50      6/8/2017     EUR     66.55
Leonteq Securities          9.00     1/20/2016     CHF     66.70
Bank Julius Baer &          9.40    10/14/2016     EUR     50.25
Bank J Safra Saras         11.30     3/24/2016     CHF     62.44
Vontobel Financial         11.00     4/22/2016     EUR     58.26
Vontobel Financial         21.75     6/24/2016     EUR     52.39
Araratbank OJSC             8.50     6/13/2016     USD     25.34
SG Issuer SA                3.00     7/10/2020     EUR     68.43
Kerdos Group SA             8.00      3/9/2018     PLN     49.00
Immigon Portfolioa          1.26      2/8/2019     EUR     72.00
Immigon Portfolioa          5.50     8/26/2025     EUR     59.63
Leonteq Securities         12.00     7/20/2016     CHF     30.95
Bank Julius Baer &          7.30     1/19/2016     CHF     32.35
Bank Julius Baer &          9.00     1/29/2016     EUR     61.80
Credit Suisse AG/N         14.00     5/12/2016     USD     56.84
Konservenfabrik Za          8.00      4/1/2016     EUR      0.00
Zurcher Kantonalba          4.35      5/6/2016     CHF     65.35
Raiffeisen Centrob          5.00     4/18/2016     EUR     61.22
Credit Suisse AG/L          7.00     2/16/2016     USD     56.97
Zurcher Kantonalba          5.35      4/1/2016     CHF     69.45
Notenstein Finance          1.00     9/17/2019     CHF     68.77
BNP Paribas Emissi         12.00    12/22/2016     EUR     64.85
Zurcher Kantonalba         10.90      6/3/2016     CHF     57.27
RSL Communications         12.00     11/1/2008     USD      0.00
RSL Communications          9.88    11/15/2009     USD      0.00
Banque Cantonale V          8.20      3/3/2016     USD     50.23
JP Morgan Structur          5.70     2/18/2016     EUR     54.00
Lehman Brothers Tr          0.50    12/20/2017     AUD      3.13
IT Holding Finance          9.88    11/15/2012     EUR      0.01
Lehman Brothers Tr          6.00     2/14/2012     EUR      3.13
KPNQwest NV                 7.13      6/1/2009     EUR      0.53
Lehman Brothers Tr          4.25     5/15/2010     EUR      3.13
Lehman Brothers Tr          4.10     5/20/2009     USD      3.13
Baltic Financial A         12.50     9/27/2016     RUB     65.00
Bank MIA OAO               15.00      3/7/2025     RUB     61.01
Mobile TeleSystems          5.00     6/29/2021     RUB     67.13
Deutsche Bank AG            7.50    12/20/2016     EUR     74.89
Bank Julius Baer &          7.05     3/14/2016     CHF     65.95
Credit Suisse AG/N          8.00    11/21/2016     EUR     55.17
UniCredit Bank AG           4.00     3/24/2016     EUR     56.05
Zurcher Kantonalba         11.60    10/31/2016     CHF     66.73
Vontobel Financial         20.00     6/24/2016     EUR     56.23
MirLand Developmen          8.50     8/31/2016     ILS     20.21
Kaupthing Bank Hf           6.50     10/8/2010     ISK     17.63
Oravita City Counc          2.61     6/15/2027     RON     72.00
2C Partners SA              9.25     5/12/2017     PLN     60.00
Municipiul Timisoa          1.03     5/15/2026     RON     68.00
DekaBank Deutsche           2.50     6/25/2020     EUR     67.23
SG Issuer SA                5.50     4/10/2021     EUR     58.87
MirLand Developmen          6.00    11/30/2017     ILS     25.30
Province of Trevis          0.09    12/31/2034     EUR     64.57
EFG International           6.00    11/30/2017     EUR     22.88
Zurcher Kantonalba          4.00      3/7/2016     EUR     51.06
Credit Suisse AG/N          7.00     9/16/2016     CHF     28.71
Notenstein La Roch          8.00    11/21/2016     CHF     67.98
Immigon Portfolioa          4.90     8/18/2025     EUR     61.30
Exane Finance               5.00    12/20/2019     SEK     60.44
Leonteq Securities          8.00     8/15/2016     CHF     42.64
UBS AG/London              16.50     6/24/2016     EUR     62.38
Vontobel Financial         25.05     3/29/2016     EUR     69.18
City of Hunedoara           1.43     8/15/2026     RON     70.00
UBS AG/London               7.00     5/22/2017     CHF     53.12
UBS AG/London               6.50     6/10/2016     USD     60.54
EFG International           8.99      9/4/2017     EUR     31.52
EFG International           7.20     2/25/2019     EUR     34.07
Commerzbank AG              5.24     2/16/2017     EUR     57.28
Lehman Brothers Tr          4.05     9/16/2008     EUR      3.13
Lehman Brothers Tr          4.00     2/28/2010     EUR      3.13
Lehman Brothers Tr          7.50     6/15/2017     USD      3.13
Lehman Brothers Tr          5.00     2/28/2032     EUR      3.13
Lehman Brothers Tr         16.00    10/28/2008     USD      3.13
Lehman Brothers Tr          7.50      5/2/2017     EUR      3.13
Lehman Brothers Tr          7.00     2/15/2012     EUR      3.13
Lehman Brothers Tr          0.50    12/20/2017     AUD      3.13
Lehman Brothers Tr         11.00    12/20/2017     AUD      3.13
Lehman Brothers Tr          7.00     2/15/2010     CHF      3.13
Lehman Brothers Tr         17.00      6/2/2009     USD      3.13
Lehman Brothers Tr          5.00      8/1/2025     EUR      3.13
Promnefteservis OO         10.50    11/21/2019     RUB      0.02
Center-Invest Comm         11.25    11/13/2018     RUB     60.00
Haltdalen Spareban          2.42                   NOK     53.95
Efesk Group                13.25     6/14/2016     RUB      0.02
Skue Sparebank              2.28                   NOK     70.10
Nesset Sparebank            2.47                   NOK     54.59
Heta Asset Resolut          0.24     3/12/2043     EUR     67.25
Rusfinans Bank OOO         11.40     10/2/2019     RUB     99.85
EFG International           6.26      5/7/2018     EUR     70.57
HSBC Trinkaus & Bu          6.90     3/25/2016     EUR     62.74
DZ Bank AG Deutsch          4.00      2/5/2016     EUR     69.18
LBBW                        3.00     8/24/2018     EUR     56.84
Goldman Sachs & Co         10.00     3/23/2016     EUR     66.10
LBBW                        9.35     9/23/2016     EUR     69.78
HSBC Trinkaus & Bu         14.30     3/25/2016     EUR     66.03
Bank Julius Baer &          9.00     3/24/2016     USD     71.60
Vontobel Financial          7.00     4/22/2016     EUR     34.37
Bank Julius Baer &          7.76     3/24/2016     CHF     62.35
Bank Julius Baer &         10.25     3/18/2016     USD     64.85
BNP Paribas Arbitr          6.55     3/28/2025     EUR     57.77
Municipiul Timisoa          1.03     5/15/2026     RON     64.50
SG Issuer SA                2.76     4/10/2019     EUR     73.01
BNP Paribas Emissi          5.30     3/29/2024     EUR     63.93
BNP Paribas Emissi          2.10    12/30/2020     EUR     67.08
Main Road OJSC             12.90    10/30/2028     RUB     97.00
DekaBank Deutsche           0.12     6/23/2034     EUR     67.87
Goldman Sachs Inte          0.67      6/8/2020     GBP     74.00
Landesbank Hessen-          3.45      7/7/2016     EUR     68.50
Credit Suisse AG/N          6.75     1/18/2016     CHF     71.37
Commerzbank AG              7.00     9/13/2016     EUR     61.34
LBBW                        4.15    10/28/2016     EUR     68.13
Northland Resource         15.00     7/15/2019     USD      0.33
SU-155 KAPITAL OOO         13.25     2/23/2016     RUB      8.06
Lehman Brothers Tr          4.60    10/11/2017     ILS     14.63
Lehman Brothers Tr          4.60      7/6/2016     EUR      3.35
NIBC Bank NV               25.98      5/7/2029     EUR     69.51
UniCredit Bank AG           0.61    11/19/2029     EUR     69.25
Municipality Finan          0.50     3/17/2025     CAD     76.52
Deutsche Bank AG            5.20     9/20/2016     EUR     45.20
Deutsche Bank AG            5.50     4/15/2016     EUR     67.22
Bank Julius Baer &         12.60     5/11/2016     USD     26.70
Banque Cantonale V         11.30      2/5/2016     CHF     71.09
Erste Group Bank A          6.80     8/28/2016     EUR     69.95
Credit Suisse AG/L         19.60     9/22/2016     USD     54.00
Barclays Bank PLC          11.50    10/10/2018     SEK     43.61
HSBC Trinkaus & Bu          3.00     1/29/2016     EUR     56.15
HC Finance OOO              8.25    11/26/2021     RUB     59.01
Leonteq Securities         10.00     12/8/2016     CHF     51.60
HSBC Trinkaus & Bu          5.00      7/1/2016     EUR     51.84
Credit Suisse AG/N          6.30      1/3/2017     CHF     64.78
Credit Suisse AG/N          7.38     3/18/2016     CHF     66.27
Goldman Sachs & Co         10.00     3/23/2016     EUR     68.54
DekaBank Deutsche           4.00    10/21/2016     EUR     52.94
Credit Suisse AG/N          7.50     5/10/2016     EUR     66.81
Barclays Bank PLC           8.50     9/16/2016     USD      7.74
Vontobel Financial         21.65     3/29/2016     EUR     52.98
Credit Suisse AG/L         10.50     6/20/2016     USD     35.55
Bank Julius Baer &         12.90      3/4/2016     USD     19.60
UBS AG/London              10.00     2/25/2016     CHF     75.44
LBBW                        3.52     2/26/2016     EUR     62.10
Leonteq Securities         10.20      2/2/2016     USD     40.47
Gold-Zack AG                7.00    12/14/2005     EUR     12.02
Lehman Brothers Tr          4.00    10/12/2010     USD      3.13
Lehman Brothers Tr          6.60     2/22/2012     EUR      3.13
Lehman Brothers Tr          4.10     2/19/2010     EUR      3.13
Lehman Brothers Tr          5.00    10/24/2008     CHF      3.13
Lehman Brothers Tr          7.05      4/8/2015     USD      3.13
Lehman Brothers Tr         23.30     9/16/2008     USD      3.13
Lehman Brothers Tr         13.50      6/2/2009     USD      3.13
Lehman Brothers Tr         14.90     9/15/2008     EUR      3.13
Lehman Brothers Tr          3.00      6/3/2010     EUR      3.13
Lehman Brothers Tr          2.40     6/20/2011     JPY      3.13
Lehman Brothers Tr          4.50      3/7/2015     EUR      3.13
Lehman Brothers Tr          6.00     7/28/2010     EUR      3.13
Heta Asset Resolut          0.83     5/28/2017     EUR     67.25
Tatfondbank PJSC           13.50     5/28/2025     RUB    100.00
Svensk Exportkredi          0.50     4/25/2019     BRL     63.31
Svensk Exportkredi          0.50    12/17/2027     USD     75.27
Ipotechny Agent Ur          3.00    10/15/2047     RUB     29.93
Melhus Sparebank            2.70     9/16/2024     NOK     74.74
Municipality Finan          0.50     4/16/2018     BRL     74.75
Svensk Exportkredi          0.50     3/15/2022     ZAR     53.04
Heta Asset Resolut          0.20     4/22/2018     EUR     67.25
Immigon Portfolioa          1.47     5/18/2020     EUR     64.38
BNP Paribas SA              0.50      5/6/2021     MXN     72.38
Leonteq Securities         20.00      2/5/2016     CHF     37.71
UniCredit Bank AG           5.05     6/10/2016     EUR     66.78
Bayerische Landesb          2.20     5/20/2016     EUR     59.42
Bank Julius Baer &          8.80     3/24/2016     EUR     64.00
Leonteq Securities          3.50     4/10/2018     EUR     52.27
EFG International           9.10     3/23/2016     USD     36.83
Bank VTB 24 JSC             9.00     9/15/2044     RUB
hkw personalkonzep          8.25    11/15/2016     EUR      3.91
Property Lease Fun          9.01      6/5/2016     PLN     21.00
Exane Finance               1.75     4/28/2016     EUR     23.56
Banque Cantonale V          1.00      7/7/2016     CHF      8.26
UniCredit Bank AG           2.75     7/20/2020     EUR     73.83
Nota-Bank OJSC             13.50      4/1/2016     RUB      4.40
Municipality Finan          0.50    12/14/2018     TRY     72.44
Goldman Sachs & Co         23.00     1/20/2016     EUR     43.75
Immigon Portfolioa          0.87      7/3/2019     EUR     68.63
EFG International          12.86    10/30/2017     EUR     31.07
UniCredit Bank AG           4.00     6/24/2016     EUR     45.98
LBBW                        4.00     7/22/2016     EUR     59.96
DekaBank Deutsche           3.00    10/12/2020     EUR     67.15
Salvator Grundbesi          9.50    12/31/2021     EUR     10.00
Deutsche Bank AG            5.00     7/15/2016     EUR     58.24
Landesbank Hessen-          3.00    10/31/2016     EUR     70.30
Banque Cantonale V          8.40     2/29/2016     EUR     67.15
Credit Suisse AG/N          7.00     4/14/2016     EUR     48.26
UniCredit Bank AG           4.88     8/25/2017     EUR     70.37
Vontobel Financial          8.10     6/24/2016     EUR     62.46
DekaBank Deutsche           2.40    10/11/2019     EUR     70.45
Russian Railways J         13.90     9/19/2033     RUB     60.00
ECM Real Estate In          5.00     10/9/2011     EUR     10.38
Vontobel Financial          5.50     6/24/2016     EUR     50.60
Vontobel Financial          8.90      9/9/2016     EUR     70.21
Bank Julius Baer &         10.00     6/13/2016     USD     44.10
Raiffeisen Centrob          6.70     3/13/2017     EUR     54.97
UBS AG/London              13.50     2/18/2016     CHF     20.90
UBS AG/London              15.75     2/11/2016     CHF     59.15
UBS AG/London               5.00     2/18/2016     USD     61.98
WGZ-Bank AG Westde          4.00     2/19/2016     EUR     62.90
Lehman Brothers Tr          3.70      6/6/2009     EUR      3.13
Lehman Brothers Tr          4.69     2/19/2017     EUR      3.13
Lehman Brothers Tr          5.00     12/6/2011     EUR      3.13
Lehman Brothers Tr          3.20     3/19/2018     JPY      3.13
Lehman Brothers Tr          7.63     7/22/2011     HKD      3.13
Heta Asset Resolut          5.68      7/5/2017     EUR     67.25
Heta Asset Resolut          6.94     6/10/2017     EUR     67.25
Municipality Finan          0.50     5/31/2022     ZAR     51.58
Municipality Finan          0.50     5/29/2018     BRL     74.47
IFK Soyuz OAO              14.00     7/18/2028     RUB    101.00
Heta Asset Resolut          0.04      8/1/2017     EUR     67.25
Heta Asset Resolut          0.20     7/28/2017     EUR     67.25
Heta Asset Resolut          0.20     8/28/2017     EUR     67.25
HSBC Bank PLC               0.50     4/27/2027     NZD     61.22
Credit Agricole Co          0.50      3/6/2023     RUB     47.53
Immigon Portfolioa          4.20     2/22/2033     EUR     39.25
Municipality Finan          4.20     3/26/2020     IDR     75.54
Barclays Bank PLC           0.50     3/26/2021     MXN     72.87
Municipality Finan          0.50     2/22/2019     IDR     71.12
Commerzbank AG              4.00     4/21/2016     EUR     56.84
UBS AG/London              19.50     6/24/2016     EUR     70.15
Deutsche Bank AG            4.20     9/20/2016     EUR     64.20
LBBW                        3.50     2/24/2017     EUR     63.94
LBBW                        2.50     1/25/2019     EUR     69.35
Zurcher Kantonalba          9.30      5/4/2016     CHF     56.80
Goldman Sachs & Co         23.00     1/20/2016     EUR     56.33
DZ Bank AG Deutsch         11.00    12/23/2016     EUR     61.51
HSBC Trinkaus & Bu         10.60     3/25/2016     EUR     58.92
Commerzbank AG              3.75     3/24/2016     EUR     70.22
Commerzbank AG              9.00     3/24/2016     EUR     65.07
Vontobel Financial         17.75     1/22/2016     EUR     47.93
Central European E          7.80     2/10/2016     ILS      6.42
DekaBank Deutsche           2.70    10/12/2020     EUR     66.23
UBS AG                      6.00     3/29/2016     EUR     62.75
Commerzbank AG              7.25     1/21/2016     EUR     35.78
Commerzbank AG              7.00     1/21/2016     EUR     68.70
Lehman Brothers Tr          0.50    12/20/2017     AUD     16.25
Kaupthing Bank Hf           3.75     2/15/2024     ISK     17.63
Oberoesterreichisc          0.30     4/25/2042     EUR     45.00
Landeskreditbank B          0.50     5/10/2027     CAD     76.72
Deutsche Bank AG            5.20     9/20/2016     EUR     48.90
UBS AG/London               7.00     3/11/2016     EUR     71.01
Vontobel Financial          7.50     4/22/2016     EUR     63.51
UBS AG                     21.50     3/29/2016     EUR     49.20
BNP Paribas Emissi         10.00    12/22/2016     EUR     66.94
Societe Generale E          3.14      8/8/2016     EUR     73.33
UniCredit Bank AG           1.66     7/20/2020     EUR     70.00
Barclays Bank PLC           4.17      1/5/2017     EUR
Credit Suisse AG/N          8.25      9/5/2016     CHF     55.19
Vontobel Financial          6.70     4/22/2016     EUR     55.64
Credit Suisse AG/N          8.00      2/8/2016     USD     43.63
UBS AG/London              13.00     6/24/2016     EUR     65.52
LBBW                        6.30    10/28/2016     EUR     70.31
Deutsche Bank AG            7.20     3/21/2017     EUR     68.00
HSBC Trinkaus & Bu         11.60    12/23/2016     EUR     72.14
HSBC Trinkaus & Bu         18.10     4/22/2016     EUR     67.38
Vontobel Financial         15.00    12/23/2016     EUR     71.45
Vontobel Financial          8.20     3/29/2016     EUR     50.85
Vontobel Financial         15.60    12/23/2016     EUR     55.30
Commerzbank AG              4.50     4/21/2016     EUR     60.72
UBS AG/London               6.50     6/17/2016     CHF     67.70
Commerzbank AG              5.50     2/25/2016     EUR     53.21
Bank Julius Baer &          6.30     2/12/2016     EUR     61.30
Lehman Brothers Tr          6.50     5/16/2015     EUR      3.13
Lehman Brothers Tr         18.25     10/2/2008     USD      3.13
Lehman Brothers Tr          0.50    12/20/2017     AUD      3.13
Lehman Brothers Tr          4.05     9/16/2008     EUR      3.13
Lehman Brothers Tr         10.44    11/22/2008     CHF      3.13
Lehman Brothers Tr          7.00     7/11/2010     EUR      3.13
UBS AG                     11.50    10/14/2016     EUR     73.21
UBS AG                     10.50    10/14/2016     EUR     66.95
UBS AG                     12.50    10/14/2016     EUR     67.40
Vontobel Financial         12.20     6/17/2016     EUR     73.85
Vontobel Financial          5.50     6/10/2016     EUR     78.08
Vontobel Financial          6.35     12/9/2016     EUR     77.03
Vontobel Financial          8.35     12/9/2016     EUR     75.71
Vontobel Financial         10.55     12/9/2016     EUR     74.72
Deutsche Bank AG            5.50     6/21/2016     EUR     70.54
Deutsche Bank AG            5.50     6/21/2016     EUR     69.20
Deutsche Bank AG            5.50     9/20/2016     EUR     74.42
Deutsche Bank AG            5.50     9/20/2016     EUR     73.75
Deutsche Bank AG            5.50     9/20/2016     EUR     72.43
Deutsche Bank AG            5.50     9/20/2016     EUR     71.69
Deutsche Bank AG            5.50     9/20/2016     EUR     69.68
Deutsche Bank AG            5.50     9/20/2016     EUR     70.54
Deutsche Bank AG            5.50    12/20/2016     EUR     74.47
Deutsche Bank AG            5.50    12/20/2016     EUR     74.32
Deutsche Bank AG            5.50    12/20/2016     EUR     73.01
Deutsche Bank AG            5.50    12/20/2016     EUR     72.35
Deutsche Bank AG            5.50    12/20/2016     EUR     71.17
Deutsche Bank AG            5.50    12/20/2016     EUR     70.43
Deutsche Bank AG            5.50     3/22/2016     EUR     73.64
Deutsche Bank AG            5.50     3/22/2016     EUR     71.28
Deutsche Bank AG            5.50     3/22/2016     EUR     74.30
Deutsche Bank AG            5.50     6/21/2016     EUR     73.57
Deutsche Bank AG            5.50     6/21/2016     EUR     74.50
Deutsche Bank AG            5.50     6/21/2016     EUR     72.45
Deutsche Bank AG            5.50     6/21/2016     EUR     71.34
Deutsche Bank AG            7.50     3/22/2016     EUR     74.03
Deutsche Bank AG            7.50     3/22/2016     EUR     71.65
Deutsche Bank AG            7.50     3/22/2016     EUR     71.65
Deutsche Bank AG            7.50     3/22/2016     EUR     74.70
Deutsche Bank AG            7.50     6/21/2016     EUR     73.34
Deutsche Bank AG            7.50     6/21/2016     EUR     72.22
Deutsche Bank AG            7.50     6/21/2016     EUR     72.21
Deutsche Bank AG            7.50     6/21/2016     EUR     71.41
Deutsche Bank AG            7.50     6/21/2016     EUR     70.08
Deutsche Bank AG            7.50     6/21/2016     EUR     70.09
Deutsche Bank AG            7.50     9/20/2016     EUR     73.04
Deutsche Bank AG            7.50     9/20/2016     EUR     73.81
Deutsche Bank AG            7.50     9/20/2016     EUR     73.04
Deutsche Bank AG            7.50     9/20/2016     EUR     71.93
Deutsche Bank AG            7.50     9/20/2016     EUR     71.05
Deutsche Bank AG            7.50     9/20/2016     EUR     71.04
Deutsche Bank AG            7.50    12/20/2016     EUR     74.22
Deutsche Bank AG            7.50    12/20/2016     EUR     74.22
Deutsche Bank AG            7.50    12/20/2016     EUR     73.05
Deutsche Bank AG            7.50     3/22/2016     EUR     74.03
Deutsche Bank AG            7.50    12/20/2016     EUR     72.29
Deutsche Bank AG            7.50    12/20/2016     EUR     72.30
DZ Bank AG Deutsch         10.00     9/19/2016     EUR     71.80
Vontobel Financial         19.00     6/24/2016     EUR     73.90
Bank J Safra Saras          1.00     10/9/2017     CHF     64.08
DZ Bank AG Deutsch          5.70     6/20/2016     EUR     69.70
DZ Bank AG Deutsch          5.80     3/21/2016     EUR     60.76
DZ Bank AG Deutsch          4.80     3/21/2016     EUR     68.68
DZ Bank AG Deutsch          5.60     3/21/2016     EUR     67.30
DZ Bank AG Deutsch          4.80     6/20/2016     EUR     69.62
DZ Bank AG Deutsch          5.60     6/20/2016     EUR     68.51
DZ Bank AG Deutsch          4.90     6/20/2016     EUR     53.34
Leonteq Securities          7.55      3/9/2016     USD     35.96
Credit Suisse AG/N          7.25     9/19/2016     EUR     49.36
DZ Bank AG Deutsch          5.25     6/24/2016     EUR     68.91
DZ Bank AG Deutsch          7.25     3/29/2016     EUR     66.14
DZ Bank AG Deutsch          7.50     6/24/2016     EUR     67.83
DZ Bank AG Deutsch          7.00     6/24/2016     EUR     70.52
DZ Bank AG Deutsch          7.75     6/24/2016     EUR     43.12
DZ Bank AG Deutsch          7.00     6/24/2016     EUR     63.21
Commerzbank AG             17.00     9/22/2016     EUR     68.70
Commerzbank AG             14.50     9/22/2016     EUR     70.47
Vontobel Financial         10.30     6/24/2016     EUR     67.88
Vontobel Financial          9.00     6/24/2016     EUR     59.18
Vontobel Financial          8.95     3/29/2016     EUR     59.97
Vontobel Financial          5.85     3/29/2016     EUR     67.87
Vontobel Financial          8.25     6/24/2016     EUR     72.64
Vontobel Financial         11.10     3/29/2016     EUR     45.36
Vontobel Financial          6.15     3/29/2016     EUR     50.32
Vontobel Financial          4.50     3/29/2016     EUR     56.27
Vontobel Financial          7.15     3/29/2016     EUR     69.98
Vontobel Financial          7.60     6/24/2016     EUR     53.07
Vontobel Financial          7.75     3/29/2016     EUR     51.88
Goldman Sachs & Co         12.00     4/20/2016     EUR     69.71
Goldman Sachs & Co         14.00     9/21/2016     EUR     68.64
Goldman Sachs & Co         15.00     4/20/2016     EUR     70.20
Goldman Sachs & Co         19.00     4/20/2016     EUR     67.07
Goldman Sachs & Co         15.00     9/21/2016     EUR     71.21
Goldman Sachs & Co         18.00     3/23/2016     EUR     62.30
Goldman Sachs & Co         14.00     2/24/2016     EUR     65.40
Goldman Sachs & Co         17.00     4/20/2016     EUR     63.46
Goldman Sachs & Co         21.00     2/24/2016     EUR     59.00
Goldman Sachs & Co         15.00     9/21/2016     EUR     65.92
Goldman Sachs & Co         19.00     4/20/2016     EUR     66.21
Goldman Sachs & Co         18.00     4/20/2016     EUR     60.67
Goldman Sachs & Co         15.00     9/21/2016     EUR     66.18
Goldman Sachs & Co         16.00     9/21/2016     EUR     71.50
Goldman Sachs & Co          5.00     4/20/2016     EUR     69.14
Goldman Sachs & Co         12.00     4/20/2016     EUR     57.52
Goldman Sachs & Co          5.00     9/21/2016     EUR     67.57
Goldman Sachs & Co         16.00     9/21/2016     EUR     56.72
Goldman Sachs & Co         13.00     9/21/2016     EUR     57.53
Goldman Sachs & Co          7.00     2/24/2016     EUR     67.58
Goldman Sachs & Co         15.00     4/20/2016     EUR     61.22
Goldman Sachs & Co         17.00     4/20/2016     EUR     59.12
Goldman Sachs & Co          6.00     9/21/2016     EUR     69.53
Goldman Sachs & Co         14.00     9/21/2016     EUR     63.15
Goldman Sachs & Co          5.00     4/20/2016     EUR     55.51
Goldman Sachs & Co          6.00     4/20/2016     EUR     53.20
Goldman Sachs & Co         15.00     4/20/2016     EUR     44.02
Goldman Sachs & Co          8.00     4/20/2016     EUR     49.23
Goldman Sachs & Co          7.00     9/21/2016     EUR     52.44
Goldman Sachs & Co         10.00     9/21/2016     EUR     48.85
Goldman Sachs & Co         19.00     4/20/2016     EUR     63.98
Goldman Sachs & Co         10.00     2/24/2016     EUR     66.70
Goldman Sachs & Co          8.00     4/20/2016     EUR     70.68
Goldman Sachs & Co         18.00     4/20/2016     EUR     58.61
Goldman Sachs & Co         10.00     9/21/2016     EUR     67.03
Goldman Sachs & Co          5.00     4/20/2016     EUR     56.82
Goldman Sachs & Co         10.00     4/20/2016     EUR     51.12
Goldman Sachs & Co          4.00     9/21/2016     EUR     60.16
Bank Julius Baer &          9.75     3/11/2016     EUR     44.90
DZ Bank AG Deutsch          6.50     6/20/2016     EUR     70.00
DZ Bank AG Deutsch          5.25     6/20/2016     EUR     51.77
DZ Bank AG Deutsch         10.00     3/29/2016     EUR     49.94
DZ Bank AG Deutsch          5.75     3/29/2016     EUR     61.08
DZ Bank AG Deutsch          5.00     3/29/2016     EUR     56.78
DZ Bank AG Deutsch          4.80     3/21/2016     EUR     64.41
DZ Bank AG Deutsch          5.25     3/21/2016     EUR     68.27
DZ Bank AG Deutsch          7.00     6/20/2016     EUR     69.60
DZ Bank AG Deutsch          6.75     3/21/2016     EUR     67.80
DZ Bank AG Deutsch          4.75     3/21/2016     EUR     56.09
DZ Bank AG Deutsch          5.50     6/20/2016     EUR     54.70
DZ Bank AG Deutsch          7.25     3/21/2016     EUR     63.06
DZ Bank AG Deutsch          6.75     3/21/2016     EUR     45.47
DZ Bank AG Deutsch          7.25     6/20/2016     EUR     46.77
UBS AG/London               6.00     3/11/2016     CHF     50.70
Commerzbank AG              8.50     2/25/2016     EUR     73.78
Commerzbank AG              9.50     2/25/2016     EUR     64.25
Commerzbank AG              9.00     2/25/2016     EUR     50.10
Commerzbank AG              8.50     2/25/2016     EUR     68.74
Commerzbank AG             10.00     2/25/2016     EUR     45.41
Raiffeisen Centrob          6.88     3/30/2017     EUR     55.04
Leonteq Securities         10.60     6/20/2016     CHF     68.60
Leonteq Securities         10.00     6/20/2016     CHF     58.07
Vontobel Financial         10.35     3/29/2016     EUR     67.36
Vontobel Financial         10.55     3/29/2016     EUR     67.51
Vontobel Financial         10.45     3/29/2016     EUR     73.81
Leonteq Securities         10.04     3/16/2016     EUR     50.53
Vontobel Financial          4.45     3/29/2016     EUR     64.24
Vontobel Financial          5.90     6/24/2016     EUR     70.52
Commerzbank AG             10.00     3/24/2016     EUR     62.40
Commerzbank AG             13.25     3/24/2016     EUR     58.43
Commerzbank AG              8.25     3/24/2016     EUR     69.19
Commerzbank AG             10.25     3/24/2016     EUR     66.05
Commerzbank AG             12.50     3/24/2016     EUR     63.30
Zurcher Kantonalba          7.30      5/6/2016     USD     51.08
DZ Bank AG Deutsch          4.00      5/6/2016     EUR     56.06
Commerzbank AG              7.50     3/24/2016     EUR     69.35
Commerzbank AG              9.50     3/24/2016     EUR     66.18
Commerzbank AG             11.75     3/24/2016     EUR     63.34
Goldman Sachs & Co         12.00     1/20/2016     EUR     67.42
Goldman Sachs & Co         12.00     1/20/2016     EUR     67.42
Goldman Sachs & Co          8.00     5/25/2016     EUR     64.47
Goldman Sachs & Co         11.00     5/25/2016     EUR     65.53
Goldman Sachs & Co         11.00     5/25/2016     EUR     65.54
Goldman Sachs & Co          6.00     5/25/2016     EUR     64.21
Goldman Sachs & Co          7.00     2/24/2016     EUR     60.24
Goldman Sachs & Co          8.00     3/23/2016     EUR     60.96
Goldman Sachs & Co          7.00     5/25/2016     EUR     61.95
Goldman Sachs & Co          8.00     6/22/2016     EUR     62.86
Goldman Sachs & Co          6.00     4/20/2016     EUR     55.89
Goldman Sachs & Co         13.00     2/24/2016     EUR     55.68
Goldman Sachs & Co          8.00     4/20/2016     EUR     56.39
Goldman Sachs & Co          7.00     5/25/2016     EUR     56.72
Goldman Sachs & Co         12.00     6/22/2016     EUR     56.77
Goldman Sachs & Co         12.00     6/22/2016     EUR     56.77
Goldman Sachs & Co          6.00     5/25/2016     EUR     44.11
Goldman Sachs & Co          8.00     5/25/2016     EUR     44.80
UBS AG/London               6.00     4/22/2016     CHF     70.04
UBS AG/London              11.25     4/22/2016     CHF     60.32
Bank Julius Baer &          7.50     4/29/2016     USD     53.15
Leonteq Securities          5.00      5/7/2019     CHF     68.77
Leonteq Securities          9.20      5/5/2017     USD     69.63
Leonteq Securities         10.00      5/6/2016     USD     55.61
Notenstein La Roch          8.00     11/4/2016     CHF     63.95
Notenstein La Roch          5.20     11/4/2016     EUR     51.75
Vontobel Financial          4.55     5/27/2016     EUR     66.83
Vontobel Financial          5.10     5/27/2016     EUR     47.29
Leonteq Securities          3.22     11/8/2016     USD     56.21
Vontobel Financial          6.50     5/27/2016     EUR     49.84
Vontobel Financial          7.50     5/27/2016     EUR     67.52
LBBW                        3.00     6/28/2019     EUR     62.78
Banque Cantonale V          5.85      5/6/2016     CHF     61.73
DZ Bank AG Deutsch          4.90     3/21/2016     EUR     52.81
Vontobel Financial          5.60     5/27/2016     EUR     68.07
Commerzbank AG              4.40     4/29/2019     EUR     63.31
Leonteq Securities          8.00     4/24/2017     USD     70.46
Vontobel Financial          7.10     4/28/2016     EUR     69.84
Vontobel Financial          6.60     7/28/2016     EUR     66.47
Bank Julius Baer &          4.90      5/6/2016     CHF     70.55
DZ Bank AG Deutsch          5.75     6/24/2016     EUR     67.21
DZ Bank AG Deutsch          5.00     6/24/2016     EUR     69.99
DZ Bank AG Deutsch          6.75     6/24/2016     EUR     71.81
DZ Bank AG Deutsch          5.75     6/24/2016     EUR     54.31
DZ Bank AG Deutsch          5.75     3/29/2016     EUR     53.64
Landesbank Hessen-          4.00     8/15/2016     EUR     59.30
Landesbank Hessen-          4.00      6/5/2019     EUR     67.40
Vontobel Financial          5.55     5/27/2016     EUR     67.93
Vontobel Financial          4.50     5/27/2016     EUR     67.69
Vontobel Financial          7.00     5/27/2016     EUR     49.80
Deutsche Bank AG            5.14     4/26/2016     EUR     58.40
DZ Bank AG Deutsch          8.00     6/20/2016     EUR     70.01
DZ Bank AG Deutsch         10.00     3/21/2016     EUR     46.00
DZ Bank AG Deutsch         10.25     6/20/2016     EUR     48.03
DZ Bank AG Deutsch          4.80     6/20/2016     EUR     63.55
DZ Bank AG Deutsch          6.90     6/20/2016     EUR     54.21
Commerzbank AG              6.50     4/21/2016     EUR     72.09
Commerzbank AG              7.50     4/21/2016     EUR     70.56
Commerzbank AG              8.50     4/21/2016     EUR     69.09
Commerzbank AG              3.25     4/21/2016     EUR     67.61
Commerzbank AG              4.00     4/21/2016     EUR     65.94
Commerzbank AG              5.00     4/21/2016     EUR     64.47
Commerzbank AG              5.75     4/21/2016     EUR     68.58
Commerzbank AG              6.50     4/21/2016     EUR     67.00
Commerzbank AG              7.50     4/21/2016     EUR     65.53
Commerzbank AG              8.50     4/21/2016     EUR     64.15
Commerzbank AG              9.75     4/21/2016     EUR     62.93
Commerzbank AG              5.75     4/21/2016     EUR     62.97
Commerzbank AG              6.75     4/21/2016     EUR     61.62
Commerzbank AG              8.00     4/21/2016     EUR     60.31
Commerzbank AG              9.00     4/21/2016     EUR     59.20
Commerzbank AG              6.00     4/21/2016     EUR     73.68
Commerzbank AG              7.00     4/21/2016     EUR     72.10
Commerzbank AG              8.00     4/21/2016     EUR     70.59
Commerzbank AG              9.25     4/21/2016     EUR     69.22
Commerzbank AG             10.25     4/21/2016     EUR     67.84
Commerzbank AG              3.75     4/21/2016     EUR     70.92
Commerzbank AG              4.50     4/21/2016     EUR     69.30
Commerzbank AG              5.50     4/21/2016     EUR     67.82
Commerzbank AG              6.75     4/21/2016     EUR     66.50
Commerzbank AG              3.50     4/21/2016     EUR     55.07
Commerzbank AG              4.25     4/21/2016     EUR     53.69
Commerzbank AG              5.00     4/21/2016     EUR     52.37
Commerzbank AG              6.00     4/21/2016     EUR     51.22
Commerzbank AG              7.00     4/21/2016     EUR     50.13
Commerzbank AG              8.00     4/21/2016     EUR     49.13
Commerzbank AG              9.00     4/21/2016     EUR     48.17
Commerzbank AG             10.25     4/21/2016     EUR     47.35
Commerzbank AG              5.00     4/21/2016     EUR     71.37
Commerzbank AG              5.75     4/21/2016     EUR     69.68
Commerzbank AG              6.75     4/21/2016     EUR     68.14
Commerzbank AG              7.75     4/21/2016     EUR     66.70
Commerzbank AG              8.75     4/21/2016     EUR     65.30
Commerzbank AG              9.75     4/21/2016     EUR     64.00
Commerzbank AG              4.50     4/21/2016     EUR     56.85
Commerzbank AG              5.25     4/21/2016     EUR     55.52
Commerzbank AG              6.25     4/21/2016     EUR     54.31
Commerzbank AG              7.25     4/21/2016     EUR     53.18
Commerzbank AG              8.25     4/21/2016     EUR     52.13
Commerzbank AG              9.25     4/21/2016     EUR     51.14
Commerzbank AG              5.00     4/21/2016     EUR     55.55
Commerzbank AG              5.75     4/21/2016     EUR     54.29
Commerzbank AG              6.75     4/21/2016     EUR     53.16
Commerzbank AG              7.75     4/21/2016     EUR     52.10
Commerzbank AG              9.00     4/21/2016     EUR     51.17
Societe Generale S         12.50     4/29/2016     USD     46.60
HSBC Trinkaus & Bu         10.00      7/1/2016     EUR     49.40
Leonteq Securities          7.00     5/18/2016     CHF     60.56
Vontobel Financial          8.60     3/29/2016     EUR     68.47
Vontobel Financial          3.05      6/3/2016     EUR     68.06
Vontobel Financial          9.25     6/24/2016     EUR     59.29
Vontobel Financial          9.25     6/24/2016     EUR     59.29
Vontobel Financial          6.05     5/27/2016     EUR     55.37
Vontobel Financial          8.05     6/24/2016     EUR     66.91
Vontobel Financial          8.15     3/29/2016     EUR     65.09
Vontobel Financial          7.90     6/24/2016     EUR     68.93
Vontobel Financial          9.15     3/29/2016     EUR     60.01
Vontobel Financial          9.50     3/29/2016     EUR     70.33
Vontobel Financial          6.65     3/29/2016     EUR     68.04
Vontobel Financial          8.55     6/24/2016     EUR     68.59
Vontobel Financial          6.40     6/24/2016     EUR     68.17
Vontobel Financial          8.15     3/29/2016     EUR     50.71
Vontobel Financial         10.30     3/29/2016     EUR     51.24
Vontobel Financial          8.60     6/24/2016     EUR     51.23
Vontobel Financial          6.95     6/24/2016     EUR     71.23
Vontobel Financial          7.65     3/29/2016     EUR     70.08
UniCredit Bank AG           5.20     5/24/2016     EUR     47.73
Commerzbank AG              8.25     4/21/2016     EUR     70.16
Commerzbank AG              9.25     4/21/2016     EUR     68.66
Commerzbank AG             10.25     4/21/2016     EUR     67.22
Commerzbank AG             11.25     4/21/2016     EUR     65.87
Commerzbank AG              8.50     4/21/2016     EUR     61.52
Commerzbank AG             12.25     4/21/2016     EUR     56.36
Commerzbank AG             16.00     4/21/2016     EUR     52.16
Commerzbank AG             12.00     4/21/2016     EUR     69.60
Commerzbank AG             15.75     4/21/2016     EUR     64.30
Commerzbank AG              7.25     4/21/2016     EUR     56.55
Commerzbank AG              9.25     4/21/2016     EUR     54.21
Commerzbank AG             11.50     4/21/2016     EUR     52.22
Commerzbank AG             11.50     4/21/2016     EUR     63.59
Commerzbank AG             10.00     4/21/2016     EUR     69.83
Commerzbank AG             11.75     4/21/2016     EUR     67.58
Commerzbank AG              7.50     4/21/2016     EUR     69.25
Commerzbank AG              9.50     4/21/2016     EUR     66.26
Commerzbank AG              7.25     4/21/2016     EUR     70.08
Commerzbank AG              9.00     4/21/2016     EUR     66.78
Commerzbank AG             10.75     4/21/2016     EUR     63.84
Commerzbank AG             13.00     4/21/2016     EUR     61.35
Commerzbank AG             12.75     4/21/2016     EUR     67.36
Commerzbank AG              6.75     4/21/2016     EUR     38.52
Commerzbank AG             12.50     4/21/2016     EUR     69.00
Commerzbank AG             15.25     4/21/2016     EUR     64.88
Commerzbank AG              6.50     4/21/2016     EUR     71.93
Commerzbank AG              8.00     4/21/2016     EUR     69.46
Commerzbank AG              9.75     4/21/2016     EUR     67.23
Commerzbank AG              9.25     4/21/2016     EUR     36.94
Commerzbank AG              4.00     4/21/2016     EUR     66.55
Commerzbank AG              5.75     4/21/2016     EUR     64.29
Commerzbank AG              7.50     4/21/2016     EUR     62.22
Commerzbank AG              5.25     4/21/2016     EUR     42.22
Commerzbank AG              7.75     4/21/2016     EUR     39.57
Commerzbank AG             11.00     4/21/2016     EUR     37.61
Commerzbank AG              6.75     4/21/2016     EUR     57.97
Commerzbank AG              8.50     4/21/2016     EUR     56.05
Commerzbank AG             10.50     4/21/2016     EUR     54.40
Commerzbank AG              5.50     4/21/2016     EUR     71.79
Commerzbank AG              7.50     4/21/2016     EUR     68.61
Commerzbank AG              9.50     4/21/2016     EUR     65.79
Commerzbank AG              6.00     4/21/2016     EUR     52.60
Commerzbank AG              8.00     4/21/2016     EUR     50.54
Commerzbank AG              5.25     4/21/2016     EUR     68.58
Commerzbank AG              7.25     4/21/2016     EUR     65.63
Commerzbank AG              9.25     4/21/2016     EUR     63.00
Commerzbank AG              5.50     4/21/2016     EUR     71.16
Commerzbank AG              7.75     4/21/2016     EUR     68.32
Vontobel Financial          6.45     6/24/2016     EUR     63.60
Vontobel Financial          6.90     3/29/2016     EUR     63.35
Bank Julius Baer &         13.70     5/13/2016     USD     28.35
Vontobel Financial         10.95     6/24/2016     EUR     38.69
Vontobel Financial          8.70     3/29/2016     EUR     67.19
Vontobel Financial          6.55     3/29/2016     EUR     70.52
Vontobel Financial          6.35     3/29/2016     EUR     66.26
Vontobel Financial          6.90     6/24/2016     EUR     70.18
Goldman Sachs & Co         11.00     4/20/2016     EUR     69.54
Goldman Sachs & Co         11.00     4/20/2016     EUR     69.53
Goldman Sachs & Co         12.00     4/20/2016     EUR     51.31
Goldman Sachs & Co         12.00     5/25/2016     EUR     51.85
Goldman Sachs & Co         12.00     5/25/2016     EUR     51.85
Goldman Sachs & Co         12.00     6/22/2016     EUR     52.69
Goldman Sachs & Co         21.00     5/25/2016     EUR     67.98
Goldman Sachs & Co          8.00     5/25/2016     EUR     65.45
Goldman Sachs & Co          7.00     5/25/2016     EUR     67.97
Goldman Sachs & Co          7.00     9/21/2016     EUR     70.20
Goldman Sachs & Co         21.00     5/25/2016     EUR     70.31
Goldman Sachs & Co          8.00     5/25/2016     EUR     52.93
Goldman Sachs & Co         22.00     5/25/2016     EUR     58.50
Goldman Sachs & Co         21.00     4/20/2016     EUR     57.50
HSBC Trinkaus & Bu          5.75     8/26/2016     EUR     52.61
Notenstein La Roch          4.00      5/8/2018     CHF     56.15
Notenstein La Roch          8.20     11/8/2016     EUR     56.89
Raiffeisen Centrob          8.13     7/20/2016     EUR     64.58
Deutsche Bank AG           11.20     3/22/2016     EUR     70.20
Deutsche Bank AG            8.20     3/22/2016     EUR     66.00
Deutsche Bank AG            9.20     6/21/2016     EUR     66.00
Deutsche Bank AG           11.20     3/22/2016     EUR     66.60
Deutsche Bank AG            8.20     9/20/2016     EUR     67.60
LBBW                        6.00     1/22/2016     EUR     74.14
LBBW                        4.00     1/22/2016     EUR     55.64
LBBW                        3.00     1/22/2016     EUR     70.07
LBBW                        5.00     1/22/2016     EUR     54.25
LBBW                        4.50     1/22/2016     EUR     73.40
LBBW                        4.00     1/22/2016     EUR     67.87
LBBW                        5.00     1/22/2016     EUR     66.07
LBBW                        2.50     1/22/2016     EUR     68.44
LBBW                        4.00     1/22/2016     EUR     66.41
LBBW                        3.00     1/22/2016     EUR     57.44
LBBW                        3.00     1/22/2016     EUR     59.48
LBBW                        4.00     1/22/2016     EUR     59.34
LBBW                        5.00     1/22/2016     EUR     57.84
LBBW                        3.00    10/28/2016     EUR     45.86
LBBW                        4.50    10/28/2016     EUR     43.74
LBBW                        3.00    10/28/2016     EUR     71.17
LBBW                        4.50    10/28/2016     EUR     67.96
LBBW                        2.50    10/28/2016     EUR     67.71
LBBW                        3.50    10/28/2016     EUR     65.64
LBBW                        4.50    10/28/2016     EUR     64.05
LBBW                        3.00    10/28/2016     EUR     55.71
LBBW                        4.00    10/28/2016     EUR     54.14
LBBW                        3.00    10/28/2016     EUR     54.64
LBBW                        3.00    10/28/2016     EUR     66.89
LBBW                        4.50    10/28/2016     EUR     64.48
LBBW                        3.00    10/28/2016     EUR     56.18
LBBW                        4.00    10/28/2016     EUR     54.19
LBBW                        5.00    10/28/2016     EUR     52.95
LBBW                        6.00    10/28/2016     EUR     69.18
LBBW                        2.50    10/28/2016     EUR     60.00
LBBW                        3.50    10/28/2016     EUR     57.65
LBBW                        4.50    10/28/2016     EUR     55.89
LBBW                        4.50    10/28/2016     EUR     73.09
Deutsche Bank AG           11.20     6/21/2016     EUR     70.30
Deutsche Bank AG            8.20     9/20/2016     EUR     71.00
Deutsche Bank AG            9.20     9/20/2016     EUR     71.70
Deutsche Bank AG            9.20     3/22/2016     EUR     66.20
Deutsche Bank AG            8.20     6/21/2016     EUR     65.60
Deutsche Bank AG            9.20     3/22/2016     EUR     69.80
Deutsche Bank AG            9.20     9/20/2016     EUR     68.30
Deutsche Bank AG            9.20     6/21/2016     EUR     69.40
Deutsche Bank AG           11.20     6/21/2016     EUR     66.90
Bank Julius Baer &          6.80      5/9/2016     USD     70.60
Deutsche Bank AG           11.20     9/20/2016     EUR     69.70
Deutsche Bank AG            8.20     3/22/2016     EUR     65.70
Deutsche Bank AG           11.20     3/22/2016     EUR     63.80
Deutsche Bank AG            9.20     6/21/2016     EUR     64.50
Deutsche Bank AG           11.20     6/21/2016     EUR     63.10
Deutsche Bank AG            9.20     3/22/2016     EUR     63.40
Deutsche Bank AG           11.20     6/21/2016     EUR     67.70
Deutsche Bank AG            8.20     9/20/2016     EUR     65.90
Deutsche Bank AG            9.20     6/21/2016     EUR     68.50
Deutsche Bank AG            8.20     3/22/2016     EUR     63.20
Deutsche Bank AG            8.20     6/21/2016     EUR     61.80
Deutsche Bank AG            8.20     9/20/2016     EUR     68.30
Deutsche Bank AG            8.20     9/20/2016     EUR     63.80
Deutsche Bank AG            8.20     6/21/2016     EUR     66.40
Deutsche Bank AG           11.20     6/21/2016     EUR     65.30
Deutsche Bank AG            9.20     6/21/2016     EUR     62.20
Deutsche Bank AG            9.20     9/20/2016     EUR     66.60
Deutsche Bank AG           11.20     9/20/2016     EUR     68.00
Deutsche Bank AG           11.20     3/22/2016     EUR     66.20
Deutsche Bank AG           11.20     3/22/2016     EUR     61.50
Deutsche Bank AG            9.20     6/21/2016     EUR     66.80
Deutsche Bank AG           11.20     9/20/2016     EUR     65.80
Deutsche Bank AG           11.20     3/22/2016     EUR     69.00
Deutsche Bank AG            9.20     3/22/2016     EUR     68.70
Deutsche Bank AG            8.20     9/20/2016     EUR     70.00
Deutsche Bank AG            9.20     9/20/2016     EUR     68.90
Deutsche Bank AG            9.20     3/22/2016     EUR     65.90
Deutsche Bank AG            9.20     3/22/2016     EUR     61.10
Deutsche Bank AG            8.20     3/22/2016     EUR     60.90
Deutsche Bank AG            8.20     6/21/2016     EUR     64.00
Deutsche Bank AG           11.20     9/20/2016     EUR     70.30
Deutsche Bank AG            9.20     9/20/2016     EUR     64.40
Deutsche Bank AG           11.20     6/21/2016     EUR     69.40
Deutsche Bank AG            9.20     9/20/2016     EUR     70.70
Deutsche Bank AG            8.20     9/20/2016     EUR     65.00
Deutsche Bank AG            8.20     6/21/2016     EUR     63.00
Deutsche Bank AG           11.20     6/21/2016     EUR     64.30
Deutsche Bank AG            9.20     9/20/2016     EUR     65.70
Deutsche Bank AG            8.20     6/21/2016     EUR     71.50
Deutsche Bank AG            8.20     3/22/2016     EUR     60.90
Deutsche Bank AG            9.20     6/21/2016     EUR     63.40
Deutsche Bank AG           11.20     9/20/2016     EUR     67.10
Deutsche Bank AG            9.20     3/22/2016     EUR     61.10
Deutsche Bank AG           11.20     3/22/2016     EUR     61.50
Deutsche Bank AG            9.20     6/21/2016     EUR     72.00
Deutsche Bank AG            9.20     3/22/2016     EUR     56.10
Deutsche Bank AG           11.20     3/22/2016     EUR     56.50
Deutsche Bank AG           11.20     6/21/2016     EUR     60.20
Deutsche Bank AG            8.20     6/21/2016     EUR     55.20
Deutsche Bank AG           11.20     9/20/2016     EUR     61.00
Deutsche Bank AG           11.20     9/20/2016     EUR     59.20
Deutsche Bank AG           11.20     3/22/2016     EUR     58.30
Deutsche Bank AG            8.20     3/22/2016     EUR     55.90
Deutsche Bank AG            9.20     9/20/2016     EUR     61.50
Vontobel Financial          5.40     5/27/2016     EUR     55.49
Deutsche Bank AG            9.20     9/20/2016     EUR     59.60
Deutsche Bank AG            9.20     9/20/2016     EUR     57.90
Deutsche Bank AG            9.20     6/21/2016     EUR     59.30
Deutsche Bank AG            9.20     6/21/2016     EUR     55.70
Deutsche Bank AG            8.20     9/20/2016     EUR     57.20
Deutsche Bank AG            9.20     3/22/2016     EUR     60.00
Deutsche Bank AG           11.20     6/21/2016     EUR     56.50
Deutsche Bank AG            8.20     9/20/2016     EUR     60.80
Deutsche Bank AG            9.20     3/22/2016     EUR     58.00
Deutsche Bank AG           11.20     6/21/2016     EUR     58.30
Deutsche Bank AG           11.20     9/20/2016     EUR     62.80
Deutsche Bank AG           11.20     3/22/2016     EUR     60.30
Deutsche Bank AG            9.20     6/21/2016     EUR     57.40
Deutsche Bank AG            8.20     9/20/2016     EUR     58.90
Deutsche Bank AG            8.20     9/20/2016     EUR     66.10
Deutsche Bank AG            8.20     3/22/2016     EUR     65.70
Deutsche Bank AG            8.20     6/21/2016     EUR     64.60
Deutsche Bank AG           11.20     6/21/2016     EUR     65.90
Deutsche Bank AG            8.20     3/22/2016     EUR     70.00
Deutsche Bank AG           11.20     3/22/2016     EUR     70.50
Deutsche Bank AG            9.20     3/22/2016     EUR     70.20
Deutsche Bank AG           11.20     3/22/2016     EUR     66.30
Deutsche Bank AG            9.20     6/21/2016     EUR     65.00
Deutsche Bank AG            9.20     9/20/2016     EUR     66.80
Deutsche Bank AG            9.20     3/22/2016     EUR     65.90
Deutsche Bank AG           11.20     9/20/2016     EUR     68.20
Deutsche Bank AG            8.20     6/21/2016     EUR     71.00
Deutsche Bank AG           11.20     6/21/2016     EUR     68.30
Deutsche Bank AG            8.20     9/20/2016     EUR     69.00
Deutsche Bank AG            9.20     9/20/2016     EUR     49.60
Deutsche Bank AG            8.20     9/20/2016     EUR     47.20
Deutsche Bank AG            8.20     6/21/2016     EUR     63.80
Deutsche Bank AG           11.20     6/21/2016     EUR     65.10
Deutsche Bank AG            9.20     9/20/2016     EUR     69.70
Deutsche Bank AG            9.20     9/20/2016     EUR     66.50
Deutsche Bank AG           11.20     9/20/2016     EUR     67.80
Deutsche Bank AG            8.20     3/22/2016     EUR     44.70
Deutsche Bank AG            8.20     3/22/2016     EUR     66.40
Deutsche Bank AG            8.20     3/22/2016     EUR     46.50
Deutsche Bank AG            9.20     3/22/2016     EUR     63.30
Deutsche Bank AG           11.20     9/20/2016     EUR     71.10
Deutsche Bank AG            9.20     6/21/2016     EUR     45.70
Deutsche Bank AG           11.20     3/22/2016     EUR     63.70
Deutsche Bank AG            9.20     6/21/2016     EUR     64.20
Deutsche Bank AG           11.20     3/22/2016     EUR     47.10
Deutsche Bank AG            9.20     3/22/2016     EUR     44.90
Deutsche Bank AG           11.20     6/21/2016     EUR     48.30
Deutsche Bank AG           11.20     3/22/2016     EUR     67.00
Deutsche Bank AG            8.20     6/21/2016     EUR     67.00
Deutsche Bank AG           11.20     3/22/2016     EUR     45.30
Deutsche Bank AG            8.20     6/21/2016     EUR     47.00
Deutsche Bank AG            8.20     6/21/2016     EUR     45.20
Deutsche Bank AG            9.20     9/20/2016     EUR     47.90
Deutsche Bank AG            9.20     3/22/2016     EUR     66.60
Deutsche Bank AG            8.20     3/22/2016     EUR     63.10
Deutsche Bank AG            9.20     6/21/2016     EUR     67.40
Deutsche Bank AG            8.20     9/20/2016     EUR     65.80
Deutsche Bank AG            9.20     6/21/2016     EUR     47.40
Deutsche Bank AG           11.20     9/20/2016     EUR     51.00
Deutsche Bank AG           11.20     6/21/2016     EUR     46.50
Deutsche Bank AG            8.20     9/20/2016     EUR     48.90
Deutsche Bank AG           11.20     9/20/2016     EUR     49.30
Deutsche Bank AG            9.20     3/22/2016     EUR     46.70
Deutsche Bank AG            9.20     3/22/2016     EUR     61.90
Deutsche Bank AG           11.20     6/21/2016     EUR     65.00
Deutsche Bank AG            8.20     3/22/2016     EUR     47.60
Deutsche Bank AG            9.20     6/21/2016     EUR     51.40
Deutsche Bank AG            9.20     9/20/2016     EUR     53.60
Deutsche Bank AG            8.20     6/21/2016     EUR     66.20
Deutsche Bank AG            8.20     6/21/2016     EUR     63.70
Deutsche Bank AG            9.20     9/20/2016     EUR     66.30
Deutsche Bank AG           11.20     9/20/2016     EUR     55.00
Deutsche Bank AG            9.20     9/20/2016     EUR     51.70
Deutsche Bank AG            8.20     9/20/2016     EUR     51.00
Deutsche Bank AG           11.20     3/22/2016     EUR     48.10
Deutsche Bank AG           11.20     3/22/2016     EUR     64.80
Deutsche Bank AG           11.20     3/22/2016     EUR     62.30
Deutsche Bank AG            8.20     6/21/2016     EUR     48.90
Deutsche Bank AG           11.20     6/21/2016     EUR     67.50
Deutsche Bank AG            9.20     6/21/2016     EUR     66.60
Deutsche Bank AG            9.20     6/21/2016     EUR     64.10
Deutsche Bank AG            8.20     9/20/2016     EUR     68.10
Deutsche Bank AG            8.20     9/20/2016     EUR     65.60
Deutsche Bank AG            8.20     9/20/2016     EUR     52.90
Deutsche Bank AG           11.20     9/20/2016     EUR     67.70
Deutsche Bank AG           11.20     9/20/2016     EUR     53.00
Deutsche Bank AG            9.20     9/20/2016     EUR     68.70
Deutsche Bank AG            9.20     3/22/2016     EUR     49.80
Deutsche Bank AG            9.20     3/22/2016     EUR     47.80
Deutsche Bank AG           11.20     6/21/2016     EUR     52.20
Deutsche Bank AG           11.20     6/21/2016     EUR     50.20
Deutsche Bank AG            9.20     6/21/2016     EUR     49.40
Deutsche Bank AG            9.20     3/22/2016     EUR     64.40
Deutsche Bank AG            8.20     3/22/2016     EUR     61.70
Deutsche Bank AG           11.20     9/20/2016     EUR     70.10
Deutsche Bank AG           11.20     3/22/2016     EUR     50.10
Deutsche Bank AG            8.20     3/22/2016     EUR     64.20
Deutsche Bank AG            6.50     5/16/2016     EUR     68.35
HSBC Trinkaus & Bu          9.80     3/25/2016     EUR     67.70
HSBC Trinkaus & Bu          7.60     6/24/2016     EUR     41.71
HSBC Trinkaus & Bu         12.20     9/23/2016     EUR     40.57
HSBC Trinkaus & Bu         10.40     9/23/2016     EUR     41.10
HSBC Trinkaus & Bu          7.10     9/23/2016     EUR     42.98
HSBC Trinkaus & Bu         10.20     2/26/2016     EUR     37.50
HSBC Trinkaus & Bu          9.80     5/27/2016     EUR     39.71
HSBC Trinkaus & Bu         11.40     3/25/2016     EUR     67.36
HSBC Trinkaus & Bu         11.00     6/24/2016     EUR     67.89
HSBC Trinkaus & Bu         11.90     9/23/2016     EUR     67.38
HSBC Trinkaus & Bu         10.20     1/22/2016     EUR     72.04
HSBC Trinkaus & Bu          9.50     5/27/2016     EUR     69.33
HSBC Trinkaus & Bu         12.20     9/23/2016     EUR     70.58
HSBC Trinkaus & Bu         11.00     6/24/2016     EUR     65.15
HSBC Trinkaus & Bu         11.00     9/23/2016     EUR     65.65
HSBC Trinkaus & Bu          7.90    12/23/2016     EUR     69.69
HSBC Trinkaus & Bu         11.30     1/22/2016     EUR     68.06
HSBC Trinkaus & Bu          9.70     5/27/2016     EUR     66.43
HSBC Trinkaus & Bu         11.10     6/24/2016     EUR     64.44
HSBC Trinkaus & Bu         11.90     9/23/2016     EUR     64.17
HSBC Trinkaus & Bu          9.80     9/23/2016     EUR     66.25
HSBC Trinkaus & Bu          8.10    12/23/2016     EUR     68.72
HSBC Trinkaus & Bu         11.30     1/22/2016     EUR     65.77
HSBC Trinkaus & Bu          6.20     1/22/2016     EUR     72.74
HSBC Trinkaus & Bu          6.00     2/26/2016     EUR     68.83
HSBC Trinkaus & Bu          9.30     5/27/2016     EUR     64.89
HSBC Trinkaus & Bu         10.90     6/24/2016     EUR     58.53
HSBC Trinkaus & Bu         12.20     9/23/2016     EUR     58.60
HSBC Trinkaus & Bu          9.70     9/23/2016     EUR     60.34
HSBC Trinkaus & Bu          7.40     9/23/2016     EUR     62.66
HSBC Trinkaus & Bu          7.90    12/23/2016     EUR     62.78
HSBC Trinkaus & Bu          8.50     5/27/2016     EUR     61.30
HSBC Trinkaus & Bu          8.20     6/24/2016     EUR     65.73
HSBC Trinkaus & Bu          9.30     9/23/2016     EUR     65.32
HSBC Trinkaus & Bu          7.30     9/23/2016     EUR     67.07
HSBC Trinkaus & Bu          6.60     1/22/2016     EUR     70.13
HSBC Trinkaus & Bu          6.30     2/26/2016     EUR     67.42
HSBC Trinkaus & Bu         11.40     6/24/2016     EUR     47.04
HSBC Trinkaus & Bu         11.40     9/23/2016     EUR     48.16
HSBC Trinkaus & Bu          6.30     9/23/2016     EUR     51.96
HSBC Trinkaus & Bu          6.90    12/23/2016     EUR     51.85
HSBC Trinkaus & Bu          8.40     5/27/2016     EUR     48.79
HSBC Trinkaus & Bu         12.30     9/23/2016     EUR     66.49
HSBC Trinkaus & Bu         11.20     9/23/2016     EUR     67.41
HSBC Trinkaus & Bu          8.20     9/23/2016     EUR     70.67
HSBC Trinkaus & Bu          8.50    12/23/2016     EUR     70.68
HSBC Trinkaus & Bu          6.10    12/23/2016     EUR     74.12
HSBC Trinkaus & Bu         11.20     2/26/2016     EUR     67.96
HSBC Trinkaus & Bu         10.60     5/27/2016     EUR     67.61
HSBC Trinkaus & Bu          6.90     5/27/2016     EUR     72.66
HSBC Trinkaus & Bu         13.40     3/25/2016     EUR     64.70
HSBC Trinkaus & Bu         13.00     9/23/2016     EUR     66.15
HSBC Trinkaus & Bu         11.00     9/23/2016     EUR     68.22
HSBC Trinkaus & Bu         13.00     1/22/2016     EUR     69.44
HSBC Trinkaus & Bu         12.30     2/26/2016     EUR     65.69
HSBC Trinkaus & Bu         11.10     5/27/2016     EUR     67.87
HSBC Trinkaus & Bu         10.60     6/24/2016     EUR     64.96
HSBC Trinkaus & Bu         10.90     9/23/2016     EUR     65.34
HSBC Trinkaus & Bu          7.30     9/23/2016     EUR     70.10
HSBC Trinkaus & Bu          7.90    12/23/2016     EUR     69.50
HSBC Trinkaus & Bu         10.80     1/22/2016     EUR     67.05
HSBC Trinkaus & Bu          9.50     5/27/2016     EUR     66.30
HSBC Trinkaus & Bu          7.20     6/24/2016     EUR     55.17
HSBC Trinkaus & Bu          9.30     9/23/2016     EUR     53.97
HSBC Trinkaus & Bu          6.70     9/23/2016     EUR     56.67
HSBC Trinkaus & Bu          7.30    12/23/2016     EUR     56.17
HSBC Trinkaus & Bu          8.20     5/27/2016     EUR     52.65
HSBC Trinkaus & Bu         12.20     6/24/2016     EUR     60.80
HSBC Trinkaus & Bu         11.90     9/23/2016     EUR     61.71
HSBC Trinkaus & Bu         10.90     9/23/2016     EUR     62.88
HSBC Trinkaus & Bu          7.90     9/23/2016     EUR     67.13
HSBC Trinkaus & Bu          9.10    12/23/2016     EUR     65.71
HSBC Trinkaus & Bu          6.60    12/23/2016     EUR     69.95
HSBC Trinkaus & Bu         12.80     2/26/2016     EUR     59.55
HSBC Trinkaus & Bu         11.00     5/27/2016     EUR     62.04
HSBC Trinkaus & Bu          7.20     5/27/2016     EUR     67.59
HSBC Trinkaus & Bu         11.10     6/24/2016     EUR     56.60
HSBC Trinkaus & Bu         14.50     9/23/2016     EUR     54.16
HSBC Trinkaus & Bu         12.40     9/23/2016     EUR     55.98
HSBC Trinkaus & Bu         10.50     9/23/2016     EUR     58.20
HSBC Trinkaus & Bu          8.50     9/23/2016     EUR     61.07
HSBC Trinkaus & Bu         13.70     5/27/2016     EUR     52.95
HSBC Trinkaus & Bu         11.00     9/23/2016     EUR     72.32
HSBC Trinkaus & Bu          9.90     2/26/2016     EUR     71.74
HSBC Trinkaus & Bu         10.00     5/27/2016     EUR     73.25
HSBC Trinkaus & Bu          9.80     6/24/2016     EUR     66.99
HSBC Trinkaus & Bu          7.20     6/24/2016     EUR     65.00
HSBC Trinkaus & Bu          9.00     6/24/2016     EUR     64.23
HSBC Trinkaus & Bu          6.20     6/24/2016     EUR     68.11
HSBC Trinkaus & Bu         13.20     3/25/2016     EUR     49.66
HSBC Trinkaus & Bu          9.70     6/24/2016     EUR     53.44
HSBC Trinkaus & Bu          6.30     6/24/2016     EUR     57.42
HSBC Trinkaus & Bu         13.50     3/25/2016     EUR     69.79
HSBC Trinkaus & Bu         10.90     3/25/2016     EUR     50.01
HSBC Trinkaus & Bu          8.00     6/24/2016     EUR     53.14
HSBC Trinkaus & Bu         12.90     3/25/2016     EUR     59.19
HSBC Trinkaus & Bu         11.20     6/24/2016     EUR     60.74
HSBC Trinkaus & Bu          9.60     6/24/2016     EUR     61.91
HSBC Trinkaus & Bu         10.10     9/23/2016     EUR     61.82
HSBC Trinkaus & Bu          8.90     9/23/2016     EUR     62.82
HSBC Trinkaus & Bu          9.30     2/26/2016     EUR     61.75
HSBC Trinkaus & Bu          8.50     5/27/2016     EUR     62.78
Leonteq Securities         10.00     5/11/2016     CHF     70.77
Leonteq Securities          8.20     5/11/2016     USD     59.80
Vontobel Financial          4.25     3/11/2016     EUR     38.84
Vontobel Financial         10.55     3/11/2016     EUR     33.70
Vontobel Financial          8.05     6/10/2016     EUR     37.13
Vontobel Financial          4.80     6/10/2016     EUR     40.06
Vontobel Financial          8.20     3/11/2016     EUR     35.15
Vontobel Financial          9.95     6/10/2016     EUR     36.09
Vontobel Financial          6.35     6/10/2016     EUR     38.45
Commerzbank AG              5.00     3/24/2016     EUR     66.22
Vontobel Financial          8.30      9/9/2016     EUR     68.19
Vontobel Financial         10.65     3/11/2016     EUR     66.02
Vontobel Financial          9.40     5/27/2016     EUR     47.78
Vontobel Financial         14.90     6/10/2016     EUR     65.55
Vontobel Financial          7.00     3/11/2016     EUR     69.04
Vontobel Financial         10.00      9/9/2016     EUR     67.82
Vontobel Financial         10.40     3/29/2016     EUR     65.52
Vontobel Financial          8.60     3/11/2016     EUR     57.45
Vontobel Financial         10.00     6/24/2016     EUR     67.75
Vontobel Financial         10.35     3/11/2016     EUR     55.83
Vontobel Financial          8.80     6/10/2016     EUR     59.63
Vontobel Financial          9.00      9/9/2016     EUR     57.44
Vontobel Financial          5.10     3/11/2016     EUR     74.01
DZ Bank AG Deutsch          5.70     6/20/2016     EUR     68.37
DZ Bank AG Deutsch          5.50     3/21/2016     EUR     62.74
DZ Bank AG Deutsch          5.60     6/20/2016     EUR     61.53
DZ Bank AG Deutsch          6.20     6/20/2016     EUR     60.55
DZ Bank AG Deutsch          6.90     3/21/2016     EUR     48.75
DZ Bank AG Deutsch          6.70     6/20/2016     EUR     51.18
Societe Generale S          9.00     4/29/2016     CHF     54.80
Zurcher Kantonalba          6.40     5/13/2016     CHF     71.64
Vontobel Financial          6.60     6/10/2016     EUR     67.98
Vontobel Financial          7.75     6/10/2016     EUR     66.69
Vontobel Financial          5.55     6/10/2016     EUR     69.41
Vontobel Financial          4.60     6/10/2016     EUR     70.99
Vontobel Financial         10.25     6/10/2016     EUR     49.01
Vontobel Financial          6.90     3/18/2016     EUR     49.30
Vontobel Financial          4.35     6/17/2016     EUR     53.93
Vontobel Financial          9.20     3/29/2016     EUR     47.96
Vontobel Financial          8.15     6/24/2016     EUR     69.15
Vontobel Financial          8.05     3/29/2016     EUR     69.64
Vontobel Financial          9.00     6/24/2016     EUR     49.54
Vontobel Financial          9.75     3/29/2016     EUR     68.70
EFG International           7.19      5/6/2019     EUR     35.85
Notenstein Finance          7.19      5/6/2019     EUR     39.95
Vontobel Financial          9.15     6/24/2016     EUR     67.12
Vontobel Financial         10.30     3/29/2016     EUR     66.18
Vontobel Financial         13.25     3/29/2016     EUR     62.81
Vontobel Financial         11.60     6/24/2016     EUR     64.45
Vontobel Financial          6.75     6/24/2016     EUR     65.64
Vontobel Financial          9.95     6/10/2016     EUR     60.70
Vontobel Financial          8.25     6/10/2016     EUR     61.98
Vontobel Financial          6.75     6/10/2016     EUR     63.47
Vontobel Financial          5.30     6/10/2016     EUR     65.12
Vontobel Financial          4.10     6/10/2016     EUR     67.02
Vontobel Financial          7.05     3/11/2016     EUR     67.71
Vontobel Financial          5.60     6/10/2016     EUR     65.61
Vontobel Financial          5.20     6/10/2016     EUR     60.59
Vontobel Financial          3.80     3/11/2016     EUR     48.60
Vontobel Financial          7.80     3/11/2016     EUR     47.98
Bank Julius Baer &          3.70     5/13/2016     CHF     62.65
UniCredit Bank AG           4.00     4/28/2016     EUR     67.13
DZ Bank AG Deutsch          6.00     9/23/2016     EUR     70.44
DZ Bank AG Deutsch          6.00     9/23/2016     EUR     64.68
DZ Bank AG Deutsch          7.00     9/23/2016     EUR     63.65
DZ Bank AG Deutsch          5.50     9/23/2016     EUR     64.77
DZ Bank AG Deutsch          7.25     9/23/2016     EUR     65.96
DZ Bank AG Deutsch          6.25     9/23/2016     EUR     68.37
DZ Bank AG Deutsch          6.00     9/23/2016     EUR     68.86
DZ Bank AG Deutsch          8.00     9/23/2016     EUR     66.02
DZ Bank AG Deutsch          8.50     9/23/2016     EUR     66.36
DZ Bank AG Deutsch          7.50     9/23/2016     EUR     71.16
DZ Bank AG Deutsch          5.50     9/23/2016     EUR     48.65
Vontobel Financial          7.50     5/27/2016     EUR     68.30
Vontobel Financial         10.50     5/27/2016     EUR     61.20
Vontobel Financial         10.00     5/27/2016     EUR     52.21
Notenstein Finance          7.80      5/5/2017     USD     66.36
DZ Bank AG Deutsch         13.25     4/20/2016     EUR     52.72
DZ Bank AG Deutsch          9.25     4/20/2016     EUR     66.21
DZ Bank AG Deutsch          7.25     6/20/2016     EUR     55.44
DZ Bank AG Deutsch          6.00     6/20/2016     EUR     54.91
DZ Bank AG Deutsch          5.00     6/20/2016     EUR     54.49
DZ Bank AG Deutsch          5.25     3/21/2016     EUR     56.17
DZ Bank AG Deutsch          7.25     6/20/2016     EUR     61.77
DZ Bank AG Deutsch          8.75     6/20/2016     EUR     70.33
DZ Bank AG Deutsch          6.60     4/20/2016     EUR     73.40
DZ Bank AG Deutsch          5.10     3/21/2016     EUR     70.83
DZ Bank AG Deutsch          6.10     3/21/2016     EUR     74.95
DZ Bank AG Deutsch          6.70     3/21/2016     EUR     67.33
DZ Bank AG Deutsch          6.00     3/21/2016     EUR     60.45
UBS AG                     12.10     2/12/2016     EUR     65.53
UBS AG                      3.40    11/11/2016     EUR     62.36
UBS AG                      4.40     2/12/2016     EUR     57.53
UBS AG                      6.40     2/12/2016     EUR     54.50
UBS AG                      4.40    11/11/2016     EUR     59.95
UBS AG                      9.30    11/11/2016     EUR     50.73
UBS AG                      5.60    11/11/2016     EUR     58.00
UBS AG                      8.30     2/12/2016     EUR     60.19
Leonteq Securities         14.00     5/18/2016     CHF     27.08
Leonteq Securities         13.00     5/18/2016     CHF     57.96
Leonteq Securities         12.40     5/18/2016     CHF     44.69
Leonteq Securities          9.00     5/18/2016     CHF     61.88
Credit Suisse AG/L          8.50     5/23/2016     USD     63.63
LBBW                        3.00     6/26/2020     EUR     70.81
Notenstein La Roch          8.50    11/15/2016     EUR     66.25
UniCredit Bank AG           5.30     6/23/2016     EUR     51.64
UniCredit Bank AG           5.50     6/23/2016     EUR     69.72
UniCredit Bank AG           4.20     6/23/2016     EUR     61.05
UniCredit Bank AG           4.90     6/23/2016     EUR     71.03
UniCredit Bank AG           6.00     6/23/2016     EUR     69.37
UniCredit Bank AG           4.50     6/23/2016     EUR     66.01
UniCredit Bank AG           4.20     6/23/2016     EUR     67.07
UniCredit Bank AG           4.95     6/23/2016     EUR     53.08
UniCredit Bank AG           4.45     6/23/2016     EUR     55.30
UniCredit Bank AG           4.40     6/23/2016     EUR     66.56
UniCredit Bank AG           4.50     6/23/2016     EUR     58.93
UniCredit Bank AG           4.05     6/23/2016     EUR     68.23
UniCredit Bank AG           5.35     6/23/2016     EUR     51.44
UniCredit Bank AG           5.10     6/23/2016     EUR     52.46
UniCredit Bank AG           4.60     6/23/2016     EUR     54.61
UniCredit Bank AG           4.50     6/23/2016     EUR     55.06
UniCredit Bank AG           4.50     6/23/2016     EUR     70.22
UniCredit Bank AG           4.80     6/23/2016     EUR     71.38
UniCredit Bank AG           4.80     6/23/2016     EUR     53.72
UniCredit Bank AG           5.20     6/23/2016     EUR     52.03
UniCredit Bank AG           4.10     6/23/2016     EUR     67.63
UniCredit Bank AG           5.00     6/23/2016     EUR     69.00
UniCredit Bank AG           4.75     6/23/2016     EUR     53.93
UniCredit Bank AG           4.40     6/23/2016     EUR     59.99
UniCredit Bank AG           5.50     6/23/2016     EUR     69.73
UniCredit Bank AG           5.25     6/23/2016     EUR     51.85
UniCredit Bank AG           4.90     6/23/2016     EUR     53.29
UniCredit Bank AG           4.85     6/23/2016     EUR     53.51
UniCredit Bank AG           4.55     6/23/2016     EUR     54.85
UniCredit Bank AG           5.20     6/23/2016     EUR     70.01
UniCredit Bank AG           5.10     6/23/2016     EUR     70.33
UniCredit Bank AG           5.40     6/23/2016     EUR     51.25
UniCredit Bank AG           4.70     6/23/2016     EUR     54.16
UniCredit Bank AG           4.60     6/23/2016     EUR     57.90
UniCredit Bank AG           5.00     6/23/2016     EUR     70.67
UniCredit Bank AG           5.45     6/23/2016     EUR     51.04
UniCredit Bank AG           4.65     6/23/2016     EUR     54.39
UniCredit Bank AG           4.00     6/23/2016     EUR     71.49
UniCredit Bank AG           5.00     6/23/2016     EUR     52.87
UniCredit Bank AG           5.05     6/23/2016     EUR     52.66
UniCredit Bank AG           5.15     6/23/2016     EUR     52.24
Goldman Sachs & Co         16.00     1/20/2016     EUR     73.65
Goldman Sachs & Co         16.00     1/20/2016     EUR     73.65
Goldman Sachs & Co         11.00     5/25/2016     EUR     69.21
Goldman Sachs & Co         11.00     5/25/2016     EUR     69.21
Vontobel Financial          9.55     5/27/2016     EUR     67.97
Vontobel Financial          9.50     5/27/2016     EUR     49.74
Vontobel Financial          9.55     5/27/2016     EUR     67.99
Vontobel Financial          9.50     5/27/2016     EUR     49.70
Commerzbank AG              5.00    12/22/2016     EUR     68.32
BNP Paribas Emissi          7.50     7/21/2016     EUR     70.83
BNP Paribas Emissi          9.00     1/21/2016     EUR     71.79
BNP Paribas Emissi         15.00     1/21/2016     EUR     64.98
BNP Paribas Emissi          6.50     1/21/2016     EUR     71.95
Vontobel Financial          9.70     5/27/2016     EUR     67.81
Goldman Sachs & Co         20.00     1/20/2016     EUR     45.99
Goldman Sachs & Co         18.00     2/24/2016     EUR     45.15
Goldman Sachs & Co         19.00     3/23/2016     EUR     45.08
Goldman Sachs & Co          7.00     5/25/2016     EUR     55.06
Goldman Sachs & Co         21.00     5/25/2016     EUR     72.56
Goldman Sachs & Co         23.00     4/20/2016     EUR     71.03
Goldman Sachs & Co         16.00     9/21/2016     EUR     62.94
Goldman Sachs & Co         22.00     6/22/2016     EUR     63.18
Goldman Sachs & Co         21.00     3/23/2016     EUR     70.08
Goldman Sachs & Co         19.00     5/25/2016     EUR     71.73
Goldman Sachs & Co         23.00     4/20/2016     EUR     64.97
Goldman Sachs & Co         23.00     5/25/2016     EUR     65.38
Goldman Sachs & Co         21.00     6/22/2016     EUR     66.29
Goldman Sachs & Co         18.00     9/21/2016     EUR     69.49
Goldman Sachs & Co         23.00     3/23/2016     EUR     60.13
Goldman Sachs & Co         22.00     4/20/2016     EUR     61.67
Goldman Sachs & Co         18.00     5/25/2016     EUR     65.87
Goldman Sachs & Co         14.00     5/25/2016     EUR     68.41
Goldman Sachs & Co         21.00     5/25/2016     EUR     63.43
Goldman Sachs & Co         17.00     9/21/2016     EUR     67.52
Goldman Sachs & Co         22.00     6/22/2016     EUR     70.02
Goldman Sachs & Co         24.00     2/24/2016     EUR     59.71
Goldman Sachs & Co         22.00     3/23/2016     EUR     61.28
Goldman Sachs & Co         21.00     4/20/2016     EUR     62.73
Goldman Sachs & Co         14.00     5/25/2016     EUR     66.98
Goldman Sachs & Co         20.00     5/25/2016     EUR     63.18
Goldman Sachs & Co         16.00     9/21/2016     EUR     67.02
UniCredit Bank AG           4.30     7/28/2017     EUR     72.40
UBS AG/London              10.75      5/9/2016     CHF     54.26
UBS AG/London               6.75      5/9/2016     CHF     65.42
Landesbank Hessen-          7.40     6/12/2020     EUR     60.66
UBS AG/London               7.50      5/9/2016     CHF     68.15
WGZ-Bank AG Westde          4.25     3/17/2016     EUR     68.65
WGZ-Bank AG Westde          5.50     3/17/2016     EUR     66.17
WGZ-Bank AG Westde          6.50     3/17/2016     EUR     65.07
DZ Bank AG Deutsch          5.80     3/21/2016     EUR     64.83
DZ Bank AG Deutsch          5.40     6/20/2016     EUR     65.39
DZ Bank AG Deutsch          5.10     3/21/2016     EUR     55.11
DZ Bank AG Deutsch          5.60     6/20/2016     EUR     56.86
DZ Bank AG Deutsch          6.10     6/20/2016     EUR     56.02
Vontobel Financial          8.00     3/29/2016     EUR     67.12
Vontobel Financial          8.65     5/27/2016     EUR     61.25
Vontobel Financial          5.85     5/27/2016     EUR     64.60
Vontobel Financial          9.55     5/27/2016     EUR     52.06
Vontobel Financial          6.85     5/27/2016     EUR     54.59
Vontobel Financial          8.15     5/27/2016     EUR     70.05
Vontobel Financial          6.75     5/27/2016     EUR     71.93
Vontobel Financial          6.75     6/24/2016     EUR     68.18
Leonteq Securities          9.00     5/17/2016     EUR     47.66
Leonteq Securities         10.00     5/17/2016     EUR     63.68
Deutsche Bank AG            6.20     6/21/2016     EUR     38.70
Deutsche Bank AG            7.20     6/21/2016     EUR     71.90
Deutsche Bank AG            7.20     6/21/2016     EUR     43.50
Deutsche Bank AG            7.20     6/21/2016     EUR     39.20
Deutsche Bank AG            6.20     6/21/2016     EUR     74.90
Deutsche Bank AG            6.20     6/21/2016     EUR     71.50
Deutsche Bank AG            6.20     6/21/2016     EUR     78.50
Deutsche Bank AG            6.20     6/21/2016     EUR     43.10
Deutsche Bank AG            7.20     6/21/2016     EUR     75.30
Deutsche Bank AG            7.20     6/21/2016     EUR     68.70
Deutsche Bank AG            6.20     6/21/2016     EUR     68.30
Deutsche Bank AG            7.20     6/21/2016     EUR     73.10
Deutsche Bank AG            6.20     6/21/2016     EUR     72.60
Deutsche Bank AG            7.20     6/21/2016     EUR     66.30
Deutsche Bank AG            6.20     6/21/2016     EUR     65.90
Zurcher Kantonalba          6.50     5/30/2016     CHF     67.05
Credit Suisse AG/N          6.00    11/28/2016     CHF     68.51
Leonteq Securities          6.75     12/5/2016     CHF     65.23
Societe Generale E          6.15     3/29/2016     EUR     70.41
Societe Generale E          4.32     3/29/2016     EUR     59.61
Societe Generale E          6.15     3/29/2016     EUR     56.62
Societe Generale E          3.98     3/29/2016     EUR     69.98
Notenstein La Roch          8.50    11/28/2016     CHF     21.57
Notenstein La Roch          6.50    11/28/2016     CHF     65.62
Notenstein La Roch          8.20     5/27/2016     CHF     25.64
Leonteq Securities          6.00    11/28/2016     CHF     58.36
Credit Suisse AG/N          8.25     5/20/2016     USD     60.01
Notenstein La Roch          6.20    11/21/2016     CHF     65.70
Notenstein La Roch          6.50    11/21/2016     CHF     66.38
Goldman Sachs & Co         17.00     3/23/2016     EUR     54.06
Goldman Sachs & Co          8.00     3/23/2016     EUR     43.16
Notenstein La Roch          4.50    11/21/2017     CHF     72.84
DZ Bank AG Deutsch          5.50     3/29/2016     EUR     63.76
DZ Bank AG Deutsch          5.25     3/29/2016     EUR     64.61
UniCredit Bank AG           3.79    12/19/2016     EUR     43.20
DZ Bank AG Deutsch          5.00     3/21/2016     EUR     69.94
DZ Bank AG Deutsch          4.80     3/21/2016     EUR     69.27
DZ Bank AG Deutsch          5.30     3/21/2016     EUR     67.90
DZ Bank AG Deutsch          5.80     3/21/2016     EUR     66.61
DZ Bank AG Deutsch          5.40     3/21/2016     EUR     67.28
DZ Bank AG Deutsch          5.80     3/21/2016     EUR     66.22
DZ Bank AG Deutsch          7.25     3/21/2016     EUR     56.63
DZ Bank AG Deutsch          9.25     3/21/2016     EUR     56.97
DZ Bank AG Deutsch          5.25     3/21/2016     EUR     60.23
DZ Bank AG Deutsch          5.75     3/21/2016     EUR     60.31
DZ Bank AG Deutsch          7.00     3/21/2016     EUR     56.96
DZ Bank AG Deutsch          6.00     3/21/2016     EUR     56.96
UBS AG/London              15.00     3/29/2016     EUR     76.06
UBS AG/London              16.25     6/24/2016     EUR     74.36
UBS AG/London              24.50     3/29/2016     EUR     59.57
UBS AG/London              17.75     3/29/2016     EUR     72.57
UBS AG/London              17.75    12/23/2016     EUR     72.92
UBS AG/London              16.50    12/23/2016     EUR     68.96
EFG International           7.00    11/27/2019     EUR     47.49
Leonteq Securities         10.00     5/27/2016     GBP     63.81
Notenstein La Roch          8.80     12/5/2016     CHF     63.09
Notenstein La Roch          7.50     12/5/2016     CHF     67.64
Notenstein La Roch          7.00     12/5/2016     EUR     64.75
Notenstein La Roch          6.80     12/5/2016     CHF     65.77
Goldman Sachs Inte          1.00     12/5/2017     SEK      9.89
Deutsche Bank AG            6.20     3/22/2016     EUR     66.40
Deutsche Bank AG            5.20     3/22/2016     EUR     66.20
Deutsche Bank AG            5.20     3/22/2016     EUR     63.70
UniCredit Bank AG           4.10     6/24/2016     EUR     55.22
UniCredit Bank AG           4.05     6/24/2016     EUR     56.32
UniCredit Bank AG           4.00     6/24/2016     EUR     57.22
Deutsche Bank AG            6.20     3/22/2016     EUR     63.90
UniCredit Bank AG           4.10     6/24/2016     EUR     37.86
UniCredit Bank AG           4.00     6/24/2016     EUR     39.19
UniCredit Bank AG           4.25     6/24/2016     EUR     36.66
Deutsche Bank AG            5.20     3/22/2016     EUR     42.50
Deutsche Bank AG            5.20     3/22/2016     EUR     41.00
DZ Bank AG Deutsch          5.75     3/21/2016     EUR     56.26
Deutsche Bank AG            6.20     3/22/2016     EUR     44.40
Deutsche Bank AG            6.20     3/22/2016     EUR     41.20
Deutsche Bank AG            5.20     3/22/2016     EUR     39.60
Deutsche Bank AG            5.20     3/22/2016     EUR     62.40
Deutsche Bank AG            5.20     3/22/2016     EUR     44.20
Deutsche Bank AG            5.20     3/22/2016     EUR     69.30
Deutsche Bank AG            6.20     3/22/2016     EUR     42.70
Deutsche Bank AG            6.20     3/22/2016     EUR     62.50
Deutsche Bank AG            6.20     3/22/2016     EUR     69.50
Deutsche Bank AG            6.20     3/22/2016     EUR     39.70
Deutsche Bank AG            7.20     3/22/2016     EUR     68.10
Deutsche Bank AG            7.20     3/22/2016     EUR     59.60
Deutsche Bank AG            7.20     3/22/2016     EUR     41.40
Deutsche Bank AG            7.20     3/22/2016     EUR     62.70
Deutsche Bank AG            7.20     3/22/2016     EUR     39.90
Deutsche Bank AG            7.20     3/22/2016     EUR     69.70
Deutsche Bank AG            4.20     3/22/2016     EUR     68.70
Deutsche Bank AG            3.20     3/22/2016     EUR     68.50
Deutsche Bank AG            3.20     3/22/2016     EUR     45.60
Deutsche Bank AG            4.20     3/22/2016     EUR     45.80
Deutsche Bank AG            3.20     3/22/2016     EUR     69.50
Deutsche Bank AG            4.20     3/22/2016     EUR     69.70
Vontobel Financial          8.75      4/8/2016     EUR     68.65
Vontobel Financial          4.75     3/11/2016     EUR     63.39
Vontobel Financial          2.85     3/11/2016     EUR     68.32
Vontobel Financial          7.05     3/11/2016     EUR     59.24
DZ Bank AG Deutsch          4.60     3/21/2016     EUR     63.81
DZ Bank AG Deutsch          5.50     3/21/2016     EUR     61.93
DZ Bank AG Deutsch          4.50     3/21/2016     EUR     64.91
Vontobel Financial          4.95     3/11/2016     EUR     61.47
Vontobel Financial          5.25     3/11/2016     EUR     42.30
Goldman Sachs & Co         15.00     3/23/2016     EUR     63.14
Goldman Sachs & Co         17.00     3/23/2016     EUR     61.17
Credit Suisse AG/N         12.20      6/3/2016     EUR     61.00
Leonteq Securities          6.40    12/12/2016     CHF     63.01
Leonteq Securities         12.80    12/12/2016     USD     57.55
Notenstein La Roch          8.00    12/12/2016     CHF     73.61
Notenstein La Roch          8.00    12/12/2016     GBP     48.46
Notenstein La Roch          7.00    12/12/2016     CHF     64.58
Notenstein La Roch          6.80    12/12/2016     CHF     73.31
Notenstein La Roch          7.30    12/12/2016     CHF     71.98
Zurcher Kantonalba          7.20      6/6/2016     CHF     68.15
Zurcher Kantonalba          8.80      6/6/2016     CHF     64.20
Credit Suisse AG/L          7.50     6/13/2016     EUR     62.22
UniCredit Bank AG           4.48    12/23/2016     EUR     68.03
Bank Julius Baer &          5.75      6/8/2016     CHF     70.80
DZ Bank AG Deutsch          6.00     6/24/2016     EUR     57.62
DZ Bank AG Deutsch          6.00     6/24/2016     EUR     57.16
DZ Bank AG Deutsch          7.00     6/24/2016     EUR     38.62
DZ Bank AG Deutsch          5.00     3/21/2016     EUR     55.32
DZ Bank AG Deutsch          5.20     3/21/2016     EUR     58.95
DZ Bank AG Deutsch          5.40     3/21/2016     EUR     62.90
Credit Suisse AG/N          6.00    12/12/2016     CHF     72.52
BNP Paribas Emissi         10.00     1/21/2016     EUR     70.81
Vontobel Financial          7.85      5/9/2016     EUR     47.99
Goldman Sachs & Co         11.00     1/20/2016     EUR     70.52
Goldman Sachs & Co         10.00     1/20/2016     EUR     70.52
Goldman Sachs & Co         11.00     1/20/2016     EUR     70.52
Goldman Sachs & Co         10.00     6/22/2016     EUR     69.64
Goldman Sachs & Co         10.00     6/22/2016     EUR     69.64
Goldman Sachs & Co          6.00     1/20/2016     EUR     57.75
Goldman Sachs & Co          5.00     1/20/2016     EUR     57.75
Goldman Sachs & Co          8.00     1/20/2016     EUR     57.77
Goldman Sachs & Co          9.00     1/20/2016     EUR     57.77
Goldman Sachs & Co          5.00     6/22/2016     EUR     53.81
Goldman Sachs & Co          7.00     6/22/2016     EUR     54.66
Goldman Sachs & Co          9.00     6/22/2016     EUR     55.50
Goldman Sachs & Co          8.00     6/22/2016     EUR     55.08
Goldman Sachs & Co          6.00     1/20/2016     EUR     39.58
Goldman Sachs & Co          5.00     1/20/2016     EUR     39.58
Goldman Sachs & Co          6.00     1/20/2016     EUR     39.58
Goldman Sachs & Co          8.00     1/20/2016     EUR     39.59
Goldman Sachs & Co         10.00     1/20/2016     EUR     39.60
Goldman Sachs & Co         10.00     1/20/2016     EUR     39.60
Goldman Sachs & Co         10.00     1/20/2016     EUR     39.60
Goldman Sachs & Co          6.00     6/22/2016     EUR     38.70
Goldman Sachs & Co          5.00     6/22/2016     EUR     38.28
Goldman Sachs & Co          8.00     6/22/2016     EUR     39.55
Goldman Sachs & Co          7.00     6/22/2016     EUR     39.12
Goldman Sachs & Co         10.00     6/22/2016     EUR     40.39
Goldman Sachs & Co          7.00     1/20/2016     EUR     65.00
Goldman Sachs & Co          5.00     1/20/2016     EUR     64.99
Goldman Sachs & Co          6.00     1/20/2016     EUR     65.00
Goldman Sachs & Co          8.00     1/20/2016     EUR     65.01
Goldman Sachs & Co          8.00     1/20/2016     EUR     65.01
Goldman Sachs & Co          6.00     6/22/2016     EUR     63.03
Goldman Sachs & Co          7.00     6/22/2016     EUR     63.46
Goldman Sachs & Co          7.00     6/22/2016     EUR     63.46
Goldman Sachs & Co          8.00     6/22/2016     EUR     63.88
Goldman Sachs & Co          8.00     6/22/2016     EUR     63.88
Vontobel Financial          7.40     3/11/2016     EUR     60.17
DekaBank Deutsche           2.50     12/1/2017     EUR     63.57
Notenstein La Roch          8.20    12/19/2016     EUR     67.25
Goldman Sachs & Co         18.00     1/20/2016     EUR     72.88
Goldman Sachs & Co         17.00     1/20/2016     EUR     74.60
Goldman Sachs & Co         19.00     1/20/2016     EUR     73.12
Goldman Sachs & Co         15.00     1/20/2016     EUR     62.51
Goldman Sachs & Co         18.00     1/20/2016     EUR     58.13
Goldman Sachs & Co         21.00     1/20/2016     EUR     54.11
Goldman Sachs & Co         10.00     6/22/2016     EUR     69.34
Goldman Sachs & Co         15.00     6/22/2016     EUR     62.26
Goldman Sachs & Co         17.00     6/22/2016     EUR     59.38
Goldman Sachs & Co         14.00     1/20/2016     EUR     69.93
Goldman Sachs & Co         19.00     1/20/2016     EUR     63.40
Goldman Sachs & Co         13.00     6/22/2016     EUR     69.00
Goldman Sachs & Co         16.00     6/22/2016     EUR     66.37
Goldman Sachs & Co         18.00     1/20/2016     EUR     73.40
Goldman Sachs & Co          5.00     1/20/2016     EUR     66.63
Goldman Sachs & Co          7.00     1/20/2016     EUR     61.88
Goldman Sachs & Co         10.00     1/20/2016     EUR     57.78
Goldman Sachs & Co         15.00     1/20/2016     EUR     51.01
Goldman Sachs & Co         19.00     1/20/2016     EUR     48.21
Goldman Sachs & Co         14.00     3/23/2016     EUR     50.53
Goldman Sachs & Co         17.00     3/23/2016     EUR     48.39
Goldman Sachs & Co          5.00     6/22/2016     EUR     61.84
Goldman Sachs & Co          7.00     6/22/2016     EUR     58.52
Goldman Sachs & Co          9.00     6/22/2016     EUR     55.72
Goldman Sachs & Co         15.00     6/22/2016     EUR     49.67
Goldman Sachs & Co         12.00     1/20/2016     EUR     73.34
Goldman Sachs & Co         19.00     1/20/2016     EUR     64.84
Goldman Sachs & Co         15.00     6/22/2016     EUR     68.41
Goldman Sachs & Co          4.00     1/20/2016     EUR     49.89
Goldman Sachs & Co          6.00     1/20/2016     EUR     45.91
Goldman Sachs & Co          7.00     1/20/2016     EUR     44.15
Goldman Sachs & Co         10.00     1/20/2016     EUR     39.61
Goldman Sachs & Co         15.00     1/20/2016     EUR     35.93
Goldman Sachs & Co         18.00     1/20/2016     EUR     33.83
Goldman Sachs & Co         21.00     1/20/2016     EUR     31.98
Goldman Sachs & Co          4.00     6/22/2016     EUR     49.51
Goldman Sachs & Co          4.00     6/22/2016     EUR     47.46
Goldman Sachs & Co          6.00     6/22/2016     EUR     44.67
Goldman Sachs & Co          7.00     6/22/2016     EUR     43.49
Goldman Sachs & Co         10.00     6/22/2016     EUR     40.59
Goldman Sachs & Co         17.00     1/20/2016     EUR     76.29
Goldman Sachs & Co         10.00     1/20/2016     EUR     71.95
Goldman Sachs & Co         14.00     1/20/2016     EUR     66.15
Goldman Sachs & Co         18.00     1/20/2016     EUR     61.03
Goldman Sachs & Co         15.00     6/22/2016     EUR     37.39
Goldman Sachs & Co         17.00     6/22/2016     EUR     36.52
Goldman Sachs & Co         10.00     6/22/2016     EUR     69.80
Goldman Sachs & Co         15.00     6/22/2016     EUR     64.53
Goldman Sachs & Co         10.00     1/20/2016     EUR     61.70
Goldman Sachs & Co          6.00     6/22/2016     EUR     66.56
Goldman Sachs & Co          8.00     6/22/2016     EUR     64.04
Deutsche Bank AG            4.20     3/22/2016     EUR     42.30
Deutsche Bank AG            3.20     3/22/2016     EUR     42.20
Deutsche Bank AG            3.20     6/22/2016     EUR     43.10
Deutsche Bank AG            3.20     6/22/2016     EUR     41.50
Deutsche Bank AG            4.20     6/22/2016     EUR     41.90
Deutsche Bank AG            3.20     6/22/2016     EUR     68.80
Deutsche Bank AG            4.20     6/22/2016     EUR     69.20
Deutsche Bank AG            4.20     6/22/2016     EUR     43.50
Deutsche Bank AG            3.20     3/22/2016     EUR     43.80
Deutsche Bank AG            4.20     3/22/2016     EUR     44.00
Deutsche Bank AG            5.20     6/22/2016     EUR     62.60
Deutsche Bank AG            7.20     3/22/2016     EUR     38.60
Deutsche Bank AG            7.20     6/22/2016     EUR     39.10
Deutsche Bank AG            6.20     6/22/2016     EUR     63.00
Deutsche Bank AG            7.20     6/22/2016     EUR     63.40
Deutsche Bank AG            5.20     3/22/2016     EUR     51.30
Deutsche Bank AG            6.20     3/22/2016     EUR     51.50
Deutsche Bank AG            5.20     3/22/2016     EUR     48.50
Deutsche Bank AG            6.20     3/22/2016     EUR     48.70
Deutsche Bank AG            6.20     6/22/2016     EUR     50.70
Deutsche Bank AG            5.20     6/22/2016     EUR     50.20
Deutsche Bank AG            6.20     6/22/2016     EUR     48.00
Deutsche Bank AG            5.20     6/22/2016     EUR     47.60
Deutsche Bank AG            6.20     6/22/2016     EUR     70.70
Deutsche Bank AG            5.20     6/22/2016     EUR     70.30
Deutsche Bank AG            5.20     6/22/2016     EUR     42.30
Deutsche Bank AG            5.20     6/22/2016     EUR     40.90
Deutsche Bank AG            5.20     6/22/2016     EUR     39.50
Deutsche Bank AG            6.20     6/22/2016     EUR     54.40
Deutsche Bank AG            7.20     3/22/2016     EUR     55.70
Deutsche Bank AG            7.20     6/22/2016     EUR     54.80
Deutsche Bank AG            6.20     3/22/2016     EUR     55.50
DZ Bank AG Deutsch          6.50     3/29/2016     EUR     31.19
DZ Bank AG Deutsch          6.75     3/29/2016     EUR     67.84
DZ Bank AG Deutsch          6.50     3/29/2016     EUR     70.53
DZ Bank AG Deutsch          5.25     3/21/2016     EUR     51.30
DZ Bank AG Deutsch          5.60     3/21/2016     EUR     56.89
Societe Generale E          3.85     3/29/2016     EUR     65.05
Credit Suisse AG/L          7.50     6/22/2016     CHF     72.74
Zurcher Kantonalba         14.50     6/30/2016     CHF     60.68
Deutsche Bank AG            5.34     6/30/2016     EUR     42.43
Vontobel Financial          6.00     6/24/2016     EUR     44.63
Goldman Sachs & Co         11.00     1/20/2016     EUR     57.78
Goldman Sachs & Co          6.00     6/22/2016     EUR     54.24
Goldman Sachs & Co          7.00     1/20/2016     EUR     41.00
Goldman Sachs & Co          9.00     1/20/2016     EUR     65.01
Goldman Sachs & Co          9.00     1/20/2016     EUR     65.01
Vontobel Financial          5.00     1/22/2016     EUR     46.52
Notenstein La Roch          8.00    12/29/2016     EUR     65.64
Notenstein La Roch          7.50    12/29/2016     CHF     67.09
Goldman Sachs & Co          6.00     1/20/2016     EUR     66.64
Goldman Sachs & Co          6.00     6/22/2016     EUR     62.27
Goldman Sachs & Co         21.00     1/20/2016     EUR     48.22
Goldman Sachs & Co          8.00     6/22/2016     EUR     58.95
Goldman Sachs & Co         17.00     6/22/2016     EUR     50.51
Goldman Sachs & Co          7.00     1/20/2016     EUR     69.18
Deutsche Bank AG            8.20     3/22/2016     EUR     62.90
Deutsche Bank AG            8.20     6/22/2016     EUR     63.90
Deutsche Bank AG            8.20    12/20/2016     EUR     62.70
Deutsche Bank AG            8.20     3/22/2016     EUR     59.80
Deutsche Bank AG            8.20     3/22/2016     EUR     41.50
Deutsche Bank AG            8.20    12/20/2016     EUR     46.20
Deutsche Bank AG            8.20    12/20/2016     EUR     67.40
Deutsche Bank AG            8.20     6/22/2016     EUR     42.20
Deutsche Bank AG            8.20     6/22/2016     EUR     58.90
HSBC Trinkaus & Bu          7.10     3/25/2016     EUR     57.63
HSBC Trinkaus & Bu          6.00     3/25/2016     EUR     71.06
DZ Bank AG Deutsch          8.75     6/24/2016     EUR     43.56
DZ Bank AG Deutsch          8.75     6/24/2016     EUR     58.44
DZ Bank AG Deutsch         10.50     6/24/2016     EUR     59.06
DZ Bank AG Deutsch          4.70     3/21/2016     EUR     77.54
DZ Bank AG Deutsch          5.60     3/21/2016     EUR     73.06
DZ Bank AG Deutsch          5.40     3/21/2016     EUR     67.60
DZ Bank AG Deutsch          5.90     3/21/2016     EUR     66.30
DZ Bank AG Deutsch          6.50     3/29/2016     EUR     61.50
Vontobel Financial          6.00     1/22/2016     EUR     49.05
DZ Bank AG Deutsch          6.50     3/21/2016     EUR     60.44
DZ Bank AG Deutsch          6.00     3/21/2016     EUR     60.35
UniCredit Bank AG           4.28     1/20/2016     EUR     60.92
Raiffeisen Centrob          9.21     1/20/2016     EUR     75.04
Raiffeisen Centrob          9.21     1/20/2016     EUR     75.13
Deutsche Bank AG            5.20     2/23/2016     EUR     63.30
Deutsche Bank AG            5.20     1/19/2016     EUR     68.70
Deutsche Bank AG            5.20     1/19/2016     EUR     66.10
Deutsche Bank AG            4.20     2/23/2016     EUR     60.90
Deutsche Bank AG            5.20     2/23/2016     EUR     58.80
Deutsche Bank AG            5.20     1/19/2016     EUR     49.10
Deutsche Bank AG            4.20     1/19/2016     EUR     49.10
Deutsche Bank AG            5.20     1/19/2016     EUR     47.10
Deutsche Bank AG            4.20     1/19/2016     EUR     47.10
Deutsche Bank AG            4.20     1/19/2016     EUR     45.20
Deutsche Bank AG            5.20     1/19/2016     EUR     45.20
Deutsche Bank AG            5.20     1/19/2016     EUR     43.50
Deutsche Bank AG            4.20     1/19/2016     EUR     43.40
Deutsche Bank AG            5.20     2/23/2016     EUR     47.50
Deutsche Bank AG            4.20     2/23/2016     EUR     47.40
Deutsche Bank AG            5.20     2/23/2016     EUR     45.60
Deutsche Bank AG            4.20     2/23/2016     EUR     45.50
Deutsche Bank AG            4.20     2/23/2016     EUR     43.70
Deutsche Bank AG            5.20     2/23/2016     EUR     43.80
Deutsche Bank AG            5.20     2/23/2016     EUR     42.10
Deutsche Bank AG            4.20     2/23/2016     EUR     42.00
Deutsche Bank AG            5.20     1/19/2016     EUR     74.50
Deutsche Bank AG            4.20     1/19/2016     EUR     74.50
Deutsche Bank AG            5.20     1/19/2016     EUR     70.10
Deutsche Bank AG            4.20     1/19/2016     EUR     70.10
Deutsche Bank AG            5.20     1/19/2016     EUR     66.20
Deutsche Bank AG            4.20     1/19/2016     EUR     66.20
Deutsche Bank AG            4.20     2/23/2016     EUR     69.50
Deutsche Bank AG            5.20     2/23/2016     EUR     69.60
Deutsche Bank AG            4.20     2/23/2016     EUR     65.50
Deutsche Bank AG            5.20     2/23/2016     EUR     65.60
Deutsche Bank AG            4.20     2/23/2016     EUR     61.90
Deutsche Bank AG            5.20     2/23/2016     EUR     62.00
Deutsche Bank AG            7.20     1/19/2016     EUR     68.70
Deutsche Bank AG            6.20     1/19/2016     EUR     68.70
Deutsche Bank AG            6.20     1/19/2016     EUR     66.10
Deutsche Bank AG            7.20     1/19/2016     EUR     66.10
Deutsche Bank AG            6.20     1/19/2016     EUR     63.60
Deutsche Bank AG            7.20     1/19/2016     EUR     63.60
Deutsche Bank AG            7.20     1/19/2016     EUR     61.40
Deutsche Bank AG            6.20     1/19/2016     EUR     61.40
Deutsche Bank AG            6.20     2/23/2016     EUR     65.90
Deutsche Bank AG            7.20     2/23/2016     EUR     66.00
Deutsche Bank AG            6.20     2/23/2016     EUR     63.40
Deutsche Bank AG            7.20     2/23/2016     EUR     63.50
Deutsche Bank AG            6.20     2/23/2016     EUR     61.10
Deutsche Bank AG            7.20     2/23/2016     EUR     61.20
Deutsche Bank AG            6.20     2/23/2016     EUR     58.90
Deutsche Bank AG            7.20     2/23/2016     EUR     59.00
Deutsche Bank AG            6.20     1/19/2016     EUR     47.10
Deutsche Bank AG            7.20     1/19/2016     EUR     47.10
Deutsche Bank AG            7.20     1/19/2016     EUR     45.20
Deutsche Bank AG            6.20     1/19/2016     EUR     45.20
Deutsche Bank AG            6.20     1/19/2016     EUR     43.50
Deutsche Bank AG            7.20     1/19/2016     EUR     43.50
Deutsche Bank AG            7.20     2/23/2016     EUR     45.80
Deutsche Bank AG            6.20     2/23/2016     EUR     45.70
Deutsche Bank AG            7.20     2/23/2016     EUR     44.00
Deutsche Bank AG            6.20     2/23/2016     EUR     43.90
Deutsche Bank AG            7.20     2/23/2016     EUR     42.30
Deutsche Bank AG            6.20     2/23/2016     EUR     42.20
Deutsche Bank AG            6.20     1/19/2016     EUR     74.50
Deutsche Bank AG            7.20     1/19/2016     EUR     74.50
Deutsche Bank AG            6.20     1/19/2016     EUR     70.20
Deutsche Bank AG            7.20     1/19/2016     EUR     70.20
Deutsche Bank AG            7.20     1/19/2016     EUR     66.30
Deutsche Bank AG            6.20     1/19/2016     EUR     66.30
Deutsche Bank AG            6.20     2/23/2016     EUR     69.70
Deutsche Bank AG            7.20     2/23/2016     EUR     65.80
Deutsche Bank AG            6.20     2/23/2016     EUR     65.70
Deutsche Bank AG            7.20     2/23/2016     EUR     62.20
Deutsche Bank AG            6.20     2/23/2016     EUR     62.10
Deutsche Bank AG            7.20     3/22/2016     EUR     66.50
Deutsche Bank AG            7.20     3/22/2016     EUR     64.10
Deutsche Bank AG            7.20     3/22/2016     EUR     61.70
Deutsche Bank AG            7.20     3/22/2016     EUR     46.40
Deutsche Bank AG            6.20     3/22/2016     EUR     46.20
Deutsche Bank AG            7.20     3/22/2016     EUR     44.60
Deutsche Bank AG            7.20     3/22/2016     EUR     42.90
Deutsche Bank AG            7.20     3/22/2016     EUR     66.30
Deutsche Bank AG            4.20     2/23/2016     EUR     68.40
Deutsche Bank AG            4.20     2/23/2016     EUR     65.70
Goldman Sachs & Co          5.00     1/20/2016     EUR     61.87
Goldman Sachs & Co          6.00     1/20/2016     EUR     61.88
Goldman Sachs & Co          8.00     1/20/2016     EUR     61.89
Goldman Sachs & Co         10.00     1/20/2016     EUR     61.90
Goldman Sachs & Co         12.00     1/20/2016     EUR     61.91
Goldman Sachs & Co         11.00     3/23/2016     EUR     60.19
Goldman Sachs & Co          5.00     6/22/2016     EUR     57.45
Goldman Sachs & Co          8.00     6/22/2016     EUR     58.72
Goldman Sachs & Co         10.00     6/22/2016     EUR     59.56
Goldman Sachs & Co         10.00     6/22/2016     EUR     59.56
Deutsche Bank AG            5.20     2/23/2016     EUR     65.80
Goldman Sachs & Co          6.00     1/20/2016     EUR     44.15
Goldman Sachs & Co          7.00     1/20/2016     EUR     44.15
Goldman Sachs & Co         10.00     1/20/2016     EUR     44.17
Goldman Sachs & Co         12.00     1/20/2016     EUR     44.18
Goldman Sachs & Co         12.00     1/20/2016     EUR     44.18
Goldman Sachs & Co         11.00     3/23/2016     EUR     43.60
Goldman Sachs & Co         11.00     3/23/2016     EUR     43.60
Goldman Sachs & Co          6.00     6/22/2016     EUR     42.86
Goldman Sachs & Co          7.00     6/22/2016     EUR     43.28
Goldman Sachs & Co         10.00     6/22/2016     EUR     44.55
Goldman Sachs & Co         10.00     6/22/2016     EUR     44.55
Goldman Sachs & Co         10.00     6/22/2016     EUR     44.55
Goldman Sachs & Co         11.00     6/22/2016     EUR     44.98
Goldman Sachs & Co         11.00     6/22/2016     EUR     44.98
Goldman Sachs & Co         11.00     1/20/2016     EUR     65.03
Goldman Sachs & Co         11.00     1/20/2016     EUR     65.03
Goldman Sachs & Co         10.00     6/22/2016     EUR     64.71
Goldman Sachs & Co         10.00     6/22/2016     EUR     64.71
Deutsche Bank AG            4.20     1/19/2016     EUR     68.70
Deutsche Bank AG            5.20     1/19/2016     EUR     71.60
Deutsche Bank AG            4.20     1/19/2016     EUR     66.00
Deutsche Bank AG            4.20     1/19/2016     EUR     63.60
Deutsche Bank AG            5.20     1/19/2016     EUR     61.30
Deutsche Bank AG            5.20     1/19/2016     EUR     63.60
Deutsche Bank AG            4.20     1/19/2016     EUR     61.30
Deutsche Bank AG            4.20     2/23/2016     EUR     58.70
Deutsche Bank AG            5.20     2/23/2016     EUR     68.50
Deutsche Bank AG            4.20     1/19/2016     EUR     71.50
Deutsche Bank AG            5.20     2/23/2016     EUR     61.00
Deutsche Bank AG            4.20     2/23/2016     EUR     63.20
Goldman Sachs & Co         23.00     1/20/2016     EUR     73.14
Goldman Sachs & Co         17.00     1/20/2016     EUR     68.96
Goldman Sachs & Co         21.00     1/20/2016     EUR     62.55
Goldman Sachs & Co         19.00     3/23/2016     EUR     64.71
Goldman Sachs & Co         17.00     6/22/2016     EUR     67.38
Goldman Sachs & Co         20.00     1/20/2016     EUR     69.96
Goldman Sachs & Co         21.00     1/20/2016     EUR     73.42
Goldman Sachs & Co          7.00     1/20/2016     EUR     72.19
Goldman Sachs & Co         15.00     1/20/2016     EUR     57.81
Goldman Sachs & Co          9.00     1/20/2016     EUR     66.65
Goldman Sachs & Co         18.00     1/20/2016     EUR     54.21
Goldman Sachs & Co         10.00     6/22/2016     EUR     59.79
Goldman Sachs & Co         15.00     6/22/2016     EUR     55.04
Goldman Sachs & Co          6.00     1/20/2016     EUR     52.17
Goldman Sachs & Co         10.00     1/20/2016     EUR     45.93
Goldman Sachs & Co         15.00     1/20/2016     EUR     41.05
Goldman Sachs & Co         18.00     1/20/2016     EUR     38.33
Goldman Sachs & Co         19.00     3/23/2016     EUR     37.27
Goldman Sachs & Co         22.00     1/20/2016     EUR     35.96
Goldman Sachs & Co          6.00     6/22/2016     EUR     52.60
Goldman Sachs & Co          7.00     6/22/2016     EUR     50.78
Goldman Sachs & Co          8.00     6/22/2016     EUR     47.26
Goldman Sachs & Co         10.00     6/22/2016     EUR     46.36
Goldman Sachs & Co         18.00     6/22/2016     EUR     40.58
Goldman Sachs & Co         15.00     6/22/2016     EUR     41.50
Goldman Sachs & Co         16.00     6/22/2016     EUR     67.24
Landesbank Hessen-          3.20     3/23/2016     EUR     67.70
Landesbank Hessen-          4.00      2/6/2019     EUR     67.97
Notenstein La Roch          5.00     1/14/2019     CHF     67.01
Notenstein La Roch          8.50     1/16/2017     EUR     50.73
Notenstein La Roch          7.60     1/16/2017     CHF     69.46
Notenstein La Roch          5.50     1/14/2019     CHF     70.72
Leonteq Securities          8.20     1/16/2017     CHF     72.70
Notenstein Finance          7.20     6/29/2016     USD     70.42
DZ Bank AG Deutsch          5.50     3/21/2016     EUR     62.88
DZ Bank AG Deutsch          5.60     3/21/2016     EUR     61.62
Vontobel Financial          5.65     3/11/2016     EUR     39.04
Vontobel Financial          7.35     3/11/2016     EUR     37.03
Vontobel Financial          7.75     6/10/2016     EUR     61.19
Vontobel Financial          5.70     6/10/2016     EUR     64.72
Vontobel Financial          3.90     6/10/2016     EUR     68.94
Credit Suisse AG/L          8.25     1/28/2016     USD     57.60
Vontobel Financial          4.60     3/11/2016     EUR     49.78
Vontobel Financial          6.80     3/11/2016     EUR     45.99
Vontobel Financial          5.20     6/10/2016     EUR     49.60
Vontobel Financial          7.15     6/10/2016     EUR     46.42
Vontobel Financial          3.40     5/13/2016     EUR     68.98
DZ Bank AG Deutsch          5.50     3/29/2016     EUR     61.90
UBS AG/London               3.60     8/24/2016     EUR     70.99
UBS AG/London               6.10     1/20/2016     EUR     65.41
UBS AG/London               3.30     8/24/2016     EUR     54.43
UBS AG/London              11.00     1/20/2016     EUR     42.54
UBS AG/London               7.60     8/24/2016     EUR     65.58
UBS AG/London               5.50     1/20/2016     EUR     73.86
UBS AG/London               4.60     1/20/2016     EUR     69.33
UBS AG/London               3.10     1/20/2016     EUR     56.42
UniCredit Bank AG           4.80     3/24/2016     EUR     62.84
UniCredit Bank AG           4.20     3/24/2016     EUR     68.22
UniCredit Bank AG           4.80     3/24/2016     EUR     58.87
UniCredit Bank AG           4.10     3/24/2016     EUR     69.72
UniCredit Bank AG           4.10     3/24/2016     EUR     65.63
Vontobel Financial          6.85      7/1/2016     EUR     61.57
UniCredit Bank AG           5.00     3/24/2016     EUR     57.87
UniCredit Bank AG           4.60     3/24/2016     EUR     64.09
UniCredit Bank AG           4.20     3/24/2016     EUR     64.39
UniCredit Bank AG           4.00     3/24/2016     EUR     71.28
UniCredit Bank AG           4.50     3/24/2016     EUR     62.38
UniCredit Bank AG           4.60     3/24/2016     EUR     44.00
UniCredit Bank AG           4.30     3/24/2016     EUR     45.27
UniCredit Bank AG           5.00     3/24/2016     EUR     60.83
UniCredit Bank AG           4.25     3/24/2016     EUR     64.06
UniCredit Bank AG           4.20     3/24/2016     EUR     64.41
UniCredit Bank AG           4.40     3/24/2016     EUR     44.83
UniCredit Bank AG           4.25     3/24/2016     EUR     45.72
UniCredit Bank AG           4.15     3/24/2016     EUR     64.76
UniCredit Bank AG           4.70     3/24/2016     EUR     61.75
UniCredit Bank AG           4.10     3/24/2016     EUR     65.12
UniCredit Bank AG           4.80     3/24/2016     EUR     43.19
UniCredit Bank AG           4.30     3/24/2016     EUR     63.72
UniCredit Bank AG           4.90     3/24/2016     EUR     42.80
UniCredit Bank AG           4.50     3/24/2016     EUR     44.41
UniCredit Bank AG           4.00     3/24/2016     EUR     65.84
UniCredit Bank AG           4.00     3/24/2016     EUR     48.16
UniCredit Bank AG           4.80     3/24/2016     EUR     71.89
UniCredit Bank AG           5.00     3/24/2016     EUR     42.40
UniCredit Bank AG           4.15     3/24/2016     EUR     46.66
UniCredit Bank AG           4.05     3/24/2016     EUR     47.64
UniCredit Bank AG           4.90     3/24/2016     EUR     71.10
UniCredit Bank AG           4.90     3/24/2016     EUR     61.12
UniCredit Bank AG           4.80     3/24/2016     EUR     61.44
UniCredit Bank AG           4.35     3/24/2016     EUR     63.38
UniCredit Bank AG           4.70     3/24/2016     EUR     43.59
UniCredit Bank AG           4.20     3/24/2016     EUR     46.19
UniCredit Bank AG           4.40     3/24/2016     EUR     63.04
UniCredit Bank AG           4.60     3/24/2016     EUR     62.06
UniCredit Bank AG           4.05     3/24/2016     EUR     65.48
UniCredit Bank AG           4.45     3/24/2016     EUR     62.71
UniCredit Bank AG           4.10     3/24/2016     EUR     47.16
UniCredit Bank AG           4.60     3/24/2016     EUR     59.87
UniCredit Bank AG           4.90     3/24/2016     EUR     61.62
UniCredit Bank AG           4.50     3/24/2016     EUR     65.41
UniCredit Bank AG           4.40     3/24/2016     EUR     66.80
UniCredit Bank AG           4.50     3/24/2016     EUR     60.96
UniCredit Bank AG           4.00     3/24/2016     EUR     66.92
UniCredit Bank AG           4.25     3/24/2016     EUR     63.22
UniCredit Bank AG           4.40     3/24/2016     EUR     62.07
UBS AG/London               6.25     6/24/2016     EUR     69.16
UBS AG/London               9.25     3/29/2016     EUR     64.76
UBS AG/London               5.50     3/29/2016     EUR     71.49
UBS AG/London              12.25     6/24/2016     EUR     65.00
UBS AG/London              16.50     3/29/2016     EUR     35.18
UBS AG/London              13.00     3/29/2016     EUR     73.31
UBS AG/London               4.25     3/29/2016     EUR     55.05
UBS AG/London               4.25     3/29/2016     EUR     74.10
UBS AG/London               6.50     3/29/2016     EUR     69.02
UBS AG/London               6.25     6/24/2016     EUR     47.43
UBS AG/London              12.50     6/24/2016     EUR     35.99
UBS AG/London               6.50     3/29/2016     EUR     46.65
UBS AG/London              14.75     3/29/2016     EUR     36.49
UBS AG/London               7.75     3/29/2016     EUR     66.79
UBS AG/London              10.50     3/29/2016     EUR     62.86
UBS AG/London               8.00     3/29/2016     EUR     43.97
UBS AG/London              14.75     6/24/2016     EUR     38.13
UBS AG/London               5.25     6/24/2016     EUR     43.60
UBS AG/London               5.25     6/24/2016     EUR     71.26
UBS AG/London               4.75     6/24/2016     EUR     67.64
UBS AG/London               4.25     6/24/2016     EUR     55.42
UBS AG/London               7.25     6/24/2016     EUR     67.22
UBS AG/London               4.25     6/24/2016     EUR     73.51
UBS AG/London              15.50     6/24/2016     EUR     68.61
UBS AG/London               6.75     3/29/2016     EUR     40.18
UBS AG/London               9.75     6/24/2016     EUR     74.35
UBS AG/London               8.50     6/24/2016     EUR     65.51
UBS AG/London               9.00     6/24/2016     EUR     43.27
UBS AG/London               7.50     6/24/2016     EUR     45.13
DekaBank Deutsche           3.00    12/17/2018     EUR     45.11
BNP Paribas Emissi          7.50     7/21/2016     EUR     64.93
BNP Paribas Emissi          9.50     1/21/2016     EUR     64.39
Vontobel Financial          6.50     2/26/2016     EUR     54.61
Vontobel Financial         17.95     6/24/2016     EUR     64.06
Vontobel Financial         13.10     6/24/2016     EUR     57.25
DZ Bank AG Deutsch          6.50     1/22/2016     EUR     69.50
DZ Bank AG Deutsch          8.00     1/22/2016     EUR     41.36
DZ Bank AG Deutsch          8.25     1/22/2016     EUR     64.66
DZ Bank AG Deutsch         10.25     1/22/2016     EUR     71.42
HSBC Trinkaus & Bu          9.70     3/25/2016     EUR     45.07
HSBC Trinkaus & Bu          8.10     3/25/2016     EUR     66.72
Zurcher Kantonalba          9.00     1/21/2016     EUR     68.12
Commerzbank AG              6.75     6/23/2016     EUR     66.61
Commerzbank AG              8.25     6/23/2016     EUR     64.11
Commerzbank AG              5.50    12/22/2016     EUR     68.44
Commerzbank AG              6.25    12/22/2016     EUR     67.33
Commerzbank AG              7.25    12/22/2016     EUR     65.48
Commerzbank AG              8.25     6/23/2016     EUR     49.46
Commerzbank AG              9.50     6/23/2016     EUR     48.13
Commerzbank AG              5.00    12/22/2016     EUR     55.09
Commerzbank AG              6.00    12/22/2016     EUR     53.37
Commerzbank AG              7.00    12/22/2016     EUR     51.87
Commerzbank AG              8.00    12/22/2016     EUR     50.61
Commerzbank AG              5.25    12/22/2016     EUR     69.57
Commerzbank AG              6.50    12/22/2016     EUR     67.77
Commerzbank AG              6.75    12/22/2016     EUR     69.80
Zurcher Kantonalba          8.30     1/21/2016     CHF     73.06
Bank Julius Baer &          5.40     1/20/2016     CHF     70.35
Bank Julius Baer &          6.20     1/20/2016     CHF     71.45
Vontobel Financial          5.00     2/13/2017     EUR     54.97
DZ Bank AG Deutsch          4.80     3/21/2016     EUR     70.16
Vontobel Financial          6.00     2/26/2016     EUR     60.43
Goldman Sachs & Co          7.00     1/20/2016     EUR     66.64
Goldman Sachs & Co          5.00     1/20/2016     EUR     66.63
Goldman Sachs & Co          7.00     1/20/2016     EUR     66.64
Goldman Sachs & Co         10.00     1/20/2016     EUR     66.66
Goldman Sachs & Co          5.00     2/24/2016     EUR     63.26
Goldman Sachs & Co          7.00     2/24/2016     EUR     63.46
Goldman Sachs & Co         11.00     1/20/2016     EUR     66.66
Goldman Sachs & Co          7.00     2/24/2016     EUR     63.46
Goldman Sachs & Co         10.00     2/24/2016     EUR     63.75
Goldman Sachs & Co         10.00     2/24/2016     EUR     63.75
Goldman Sachs & Co          6.00     6/22/2016     EUR     62.02
Goldman Sachs & Co          7.00     6/22/2016     EUR     62.44
Goldman Sachs & Co          7.00     6/22/2016     EUR     62.44
Goldman Sachs & Co         10.00     6/22/2016     EUR     63.71
Goldman Sachs & Co         10.00     6/22/2016     EUR     63.71
Goldman Sachs & Co          8.00     1/20/2016     EUR     47.83
Goldman Sachs & Co         10.00     1/20/2016     EUR     47.84
Goldman Sachs & Co         12.00     1/20/2016     EUR     47.85
Goldman Sachs & Co         12.00     1/20/2016     EUR     47.85
Goldman Sachs & Co          8.00     2/24/2016     EUR     45.93
Goldman Sachs & Co         10.00     2/24/2016     EUR     46.12
Goldman Sachs & Co         12.00     2/24/2016     EUR     46.32
Goldman Sachs & Co         12.00     2/24/2016     EUR     46.32
Goldman Sachs & Co          8.00     3/23/2016     EUR     46.56
Goldman Sachs & Co         10.00     3/23/2016     EUR     46.91
Goldman Sachs & Co         10.00     3/23/2016     EUR     46.91
Goldman Sachs & Co         11.00     3/23/2016     EUR     47.08
Goldman Sachs & Co         11.00     3/23/2016     EUR     47.08
Goldman Sachs & Co          8.00     6/22/2016     EUR     47.06
Goldman Sachs & Co         10.00     6/22/2016     EUR     47.90
Goldman Sachs & Co         10.00     6/22/2016     EUR     47.90
Goldman Sachs & Co         11.00     6/22/2016     EUR     48.32
Goldman Sachs & Co         11.00     6/22/2016     EUR     48.32
Goldman Sachs & Co         11.00     1/20/2016     EUR     65.03
Goldman Sachs & Co         11.00     1/20/2016     EUR     65.03
Goldman Sachs & Co          7.00     2/24/2016     EUR     62.36
Goldman Sachs & Co         10.00     2/24/2016     EUR     62.65
Goldman Sachs & Co         10.00     2/24/2016     EUR     62.65
Goldman Sachs & Co         11.00     2/24/2016     EUR     62.75
Goldman Sachs & Co         10.00     6/22/2016     EUR     64.72
Goldman Sachs & Co         10.00     6/22/2016     EUR     64.72
Goldman Sachs & Co         10.00     6/22/2016     EUR     64.72
Goldman Sachs & Co         21.00     2/24/2016     EUR     63.42
Goldman Sachs & Co         17.00     2/24/2016     EUR     68.17
Goldman Sachs & Co         22.00     1/20/2016     EUR     69.97
Goldman Sachs & Co         20.00     2/24/2016     EUR     67.70
Goldman Sachs & Co          8.00     1/20/2016     EUR     72.20
Goldman Sachs & Co         22.00     1/20/2016     EUR     54.24
Goldman Sachs & Co          8.00     2/24/2016     EUR     68.83
Goldman Sachs & Co         13.00     2/24/2016     EUR     59.61
Goldman Sachs & Co         10.00     2/24/2016     EUR     63.80
Goldman Sachs & Co         20.00     2/24/2016     EUR     53.01
Goldman Sachs & Co          8.00     3/23/2016     EUR     69.37
Goldman Sachs & Co          8.00     6/22/2016     EUR     67.86
Goldman Sachs & Co         17.00     6/22/2016     EUR     55.89
Goldman Sachs & Co         17.00     2/24/2016     EUR     68.57
Goldman Sachs & Co          5.00     1/20/2016     EUR     60.39
Goldman Sachs & Co          8.00     1/20/2016     EUR     54.66
Goldman Sachs & Co         20.00     1/20/2016     EUR     41.07
Goldman Sachs & Co          5.00     2/24/2016     EUR     57.55
Goldman Sachs & Co          8.00     2/24/2016     EUR     52.41
Goldman Sachs & Co         10.00     2/24/2016     EUR     48.13
Goldman Sachs & Co         15.00     2/24/2016     EUR     43.18
Goldman Sachs & Co         15.00     3/23/2016     EUR     44.38
Goldman Sachs & Co         19.00     3/23/2016     EUR     40.77
Goldman Sachs & Co         20.00     2/24/2016     EUR     39.37
Goldman Sachs & Co          5.00     6/22/2016     EUR     60.26
Goldman Sachs & Co         21.00     1/20/2016     EUR     76.31
Goldman Sachs & Co         15.00     2/24/2016     EUR     67.19
Goldman Sachs & Co         20.00     2/24/2016     EUR     62.44
Goldman Sachs & Co         16.00     6/22/2016     EUR     59.00
Leonteq Securities         11.80     1/26/2016     CHF     67.13
Leonteq Securities         15.20     1/26/2016     AUD     24.78
Leonteq Securities          8.25     1/20/2016     USD     62.85
DZ Bank AG Deutsch          5.00      2/6/2018     EUR     60.76
Raiffeisen Centrob          7.90     7/20/2016     EUR     68.25
Raiffeisen Centrob          9.21     7/20/2016     EUR     67.43
Raiffeisen Centrob          4.61     7/20/2016     EUR     72.79
Raiffeisen Centrob          6.58     7/20/2016     EUR     67.75
Raiffeisen Centrob          6.58     7/20/2016     EUR     66.24
Vontobel Financial          8.95     6/24/2016     EUR     63.32
Vontobel Financial          7.65     6/24/2016     EUR     63.89
DekaBank Deutsche           3.20     1/14/2019     EUR     58.10
Zurcher Kantonalba         10.00      8/3/2016     EUR     63.68
Zurcher Kantonalba          9.30      8/3/2016     EUR     70.86
Vontobel Financial          6.50     2/26/2016     EUR     56.13
Deutsche Bank AG            5.20     3/23/2016     EUR     61.79
Deutsche Bank AG            5.20     3/23/2016     EUR     47.62
Deutsche Bank AG            6.20     3/23/2016     EUR     45.85
Deutsche Bank AG            6.20     3/23/2016     EUR     59.08
DZ Bank AG Deutsch          8.00     6/24/2016     EUR     39.78
DZ Bank AG Deutsch          8.00     3/29/2016     EUR     64.10
DZ Bank AG Deutsch          8.25     6/24/2016     EUR     62.75
DZ Bank AG Deutsch         10.75     1/22/2016     EUR     66.77
DZ Bank AG Deutsch          7.75     3/29/2016     EUR     64.19
DZ Bank AG Deutsch          7.75     1/22/2016     EUR     55.19
Credit Suisse AG/L          7.15     7/26/2016     EUR     47.63
DZ Bank AG Deutsch          7.25     3/21/2016     EUR     56.60
DZ Bank AG Deutsch          7.00     3/21/2016     EUR     65.38
DZ Bank AG Deutsch          7.00     3/21/2016     EUR     56.95
DZ Bank AG Deutsch          6.25     3/21/2016     EUR     56.87
DZ Bank AG Deutsch          7.75     6/24/2016     EUR     48.34
DZ Bank AG Deutsch          6.50     6/24/2016     EUR     57.37
DZ Bank AG Deutsch         10.00     3/29/2016     EUR     48.38
DZ Bank AG Deutsch          4.40     3/21/2016     EUR     70.40
DZ Bank AG Deutsch          4.30     3/21/2016     EUR     67.06
Vontobel Financial          5.50     2/26/2016     EUR     56.33
Goldman Sachs & Co          8.00     2/24/2016     EUR     63.56
Goldman Sachs & Co         12.00     2/24/2016     EUR     63.95
Goldman Sachs & Co         11.00     3/23/2016     EUR     64.65
Goldman Sachs & Co         11.00     3/23/2016     EUR     64.65
Goldman Sachs & Co         11.00     6/22/2016     EUR     64.13
Goldman Sachs & Co         11.00     6/22/2016     EUR     64.13
Goldman Sachs & Co          7.00     3/23/2016     EUR     48.34
Goldman Sachs & Co          8.00     2/24/2016     EUR     59.20
Goldman Sachs & Co         21.00     2/24/2016     EUR     65.62
Goldman Sachs & Co         12.00     1/20/2016     EUR     66.67
Goldman Sachs & Co         20.00     1/20/2016     EUR     57.83
Goldman Sachs & Co         14.00     6/22/2016     EUR     61.48
Goldman Sachs & Co          9.00     6/22/2016     EUR     68.29
Goldman Sachs & Co         21.00     1/20/2016     EUR     64.85
Goldman Sachs & Co         16.00     6/22/2016     EUR     68.84
Goldman Sachs & Co          7.00     1/20/2016     EUR     60.40
Goldman Sachs & Co         13.00     1/20/2016     EUR     49.94
Goldman Sachs & Co          7.00     2/24/2016     EUR     57.75
Goldman Sachs & Co         22.00     1/20/2016     EUR     42.60
Goldman Sachs & Co          7.00     3/23/2016     EUR     58.32
Goldman Sachs & Co          8.00     3/23/2016     EUR     55.66
Goldman Sachs & Co          8.00     6/22/2016     EUR     55.90
Goldman Sachs & Co         15.00     6/22/2016     EUR     48.48
Goldman Sachs & Co         18.00     6/22/2016     EUR     46.65
Goldman Sachs & Co         21.00     1/20/2016     EUR     63.51
UniCredit Bank AG           6.00     3/24/2016     EUR     49.04
UniCredit Bank AG           4.20     3/24/2016     EUR     54.69
UniCredit Bank AG           5.00     3/24/2016     EUR     62.25
UniCredit Bank AG           4.05     3/24/2016     EUR     68.57
UniCredit Bank AG           4.20     3/24/2016     EUR     67.41
UniCredit Bank AG           5.00     3/24/2016     EUR     51.08
UniCredit Bank AG           4.00     3/24/2016     EUR     76.41
UniCredit Bank AG           4.60     3/24/2016     EUR     71.25
UniCredit Bank AG           4.20     3/24/2016     EUR     68.97
UniCredit Bank AG           4.60     3/24/2016     EUR     72.77
UniCredit Bank AG           4.00     3/24/2016     EUR     72.10
UniCredit Bank AG           4.50     3/24/2016     EUR     53.44
UniCredit Bank AG           4.00     3/24/2016     EUR     68.97
UniCredit Bank AG           4.75     3/24/2016     EUR     52.85
UniCredit Bank AG           4.50     3/24/2016     EUR     73.48
UniCredit Bank AG           5.25     3/24/2016     EUR     49.99
UniCredit Bank AG           4.80     3/24/2016     EUR     71.41
UniCredit Bank AG           4.60     3/24/2016     EUR     64.75
UniCredit Bank AG           4.25     3/24/2016     EUR     54.04
UniCredit Bank AG           4.80     3/24/2016     EUR     52.24
UniCredit Bank AG           4.40     3/24/2016     EUR     67.52
UniCredit Bank AG           4.15     3/24/2016     EUR     67.79
UniCredit Bank AG           4.10     3/24/2016     EUR     70.50
Landesbank Hessen-          9.50     5/15/2020     EUR     71.67
Deutsche Bank AG            6.20     3/22/2016     EUR     53.80
Deutsche Bank AG            5.20     3/22/2016     EUR     53.60
Deutsche Bank AG            5.20     3/22/2016     EUR     50.50
Deutsche Bank AG            6.20     3/22/2016     EUR     50.70
Deutsche Bank AG            6.20     3/22/2016     EUR     47.90
Deutsche Bank AG            5.20     3/22/2016     EUR     47.70
Deutsche Bank AG            5.20     3/22/2016     EUR     45.30
Deutsche Bank AG            6.20     3/22/2016     EUR     45.50
Deutsche Bank AG            6.20     6/21/2016     EUR     54.30
Deutsche Bank AG            5.20     6/21/2016     EUR     53.80
Deutsche Bank AG            6.20     6/21/2016     EUR     51.20
Deutsche Bank AG            5.20     6/21/2016     EUR     50.80
Deutsche Bank AG            6.20     6/21/2016     EUR     48.50
Deutsche Bank AG            5.20     6/21/2016     EUR     48.10
Deutsche Bank AG            5.20     6/21/2016     EUR     45.70
Deutsche Bank AG            6.20     6/21/2016     EUR     46.10
Deutsche Bank AG            6.20     9/20/2016     EUR     55.70
Deutsche Bank AG            5.20     9/20/2016     EUR     55.00
Deutsche Bank AG            6.20     9/20/2016     EUR     52.70
Deutsche Bank AG            5.20     9/20/2016     EUR     52.00
Deutsche Bank AG            5.20     9/20/2016     EUR     49.40
Deutsche Bank AG            6.20     9/20/2016     EUR     50.00
Deutsche Bank AG            5.20     9/20/2016     EUR     47.00
Deutsche Bank AG            6.20     9/20/2016     EUR     47.60
Deutsche Bank AG            6.20     6/21/2016     EUR     69.40
Deutsche Bank AG            5.20     6/21/2016     EUR     68.90
Deutsche Bank AG            5.20     9/20/2016     EUR     69.50
Deutsche Bank AG            5.20     3/22/2016     EUR     69.00
Deutsche Bank AG            6.20     3/22/2016     EUR     65.30
Deutsche Bank AG            5.20     3/22/2016     EUR     65.10
Deutsche Bank AG            6.20     6/21/2016     EUR     66.20
Deutsche Bank AG            5.20     6/21/2016     EUR     65.70
Deutsche Bank AG            5.20     9/20/2016     EUR     66.40
Deutsche Bank AG            6.20     9/20/2016     EUR     67.10
Zurcher Kantonalba         12.29     4/22/2016     EUR     66.29
Vontobel Financial          7.80     3/29/2016     EUR     70.77
Vontobel Financial          3.25     6/24/2016     EUR     71.01
Vontobel Financial          3.10    12/23/2016     EUR     71.43
Vontobel Financial          3.20     9/23/2016     EUR     71.10
Goldman Sachs & Co          8.00     2/24/2016     EUR     70.44
Goldman Sachs & Co         20.00     3/23/2016     EUR     59.23
Goldman Sachs & Co         10.00     5/25/2016     EUR     67.83
Goldman Sachs & Co         14.00     5/25/2016     EUR     64.07
Goldman Sachs & Co         19.00     5/25/2016     EUR     60.44
Goldman Sachs & Co          8.00     6/22/2016     EUR     70.67
Goldman Sachs & Co         18.00     5/25/2016     EUR     58.44
Goldman Sachs & Co         21.00     5/25/2016     EUR     56.20
Goldman Sachs & Co         14.00     5/25/2016     EUR     68.84
Goldman Sachs & Co          7.00     9/21/2016     EUR     71.87
Goldman Sachs & Co         16.00     5/25/2016     EUR     66.99
Goldman Sachs & Co         21.00     5/25/2016     EUR     63.61
Goldman Sachs & Co         22.00     4/20/2016     EUR     53.27
Goldman Sachs & Co          8.00     5/25/2016     EUR     68.48
Goldman Sachs & Co         13.00     5/25/2016     EUR     60.65
Goldman Sachs & Co         18.00     5/25/2016     EUR     56.50
Goldman Sachs & Co         21.00     5/25/2016     EUR     55.04
Goldman Sachs & Co         19.00     5/25/2016     EUR     70.84
Goldman Sachs & Co          6.00     4/20/2016     EUR     69.39
Goldman Sachs & Co         22.00     4/20/2016     EUR     53.65
Goldman Sachs & Co          6.00     5/25/2016     EUR     69.74
Goldman Sachs & Co          9.00     5/25/2016     EUR     65.80
Goldman Sachs & Co         15.00     5/25/2016     EUR     59.67
Goldman Sachs & Co         18.00     5/25/2016     EUR     57.34
Goldman Sachs & Co         22.00     5/25/2016     EUR     55.74
Goldman Sachs & Co          8.00     9/21/2016     EUR     65.01
Goldman Sachs & Co         22.00     2/24/2016     EUR     54.53
Goldman Sachs & Co          5.00     5/25/2016     EUR     71.07
Goldman Sachs & Co          6.00     5/25/2016     EUR     67.62
Goldman Sachs & Co          8.00     5/25/2016     EUR     64.90
Goldman Sachs & Co         10.00     5/25/2016     EUR     62.50
Goldman Sachs & Co         15.00     5/25/2016     EUR     58.89
Goldman Sachs & Co         18.00     5/25/2016     EUR     57.61
Goldman Sachs & Co         13.00     5/25/2016     EUR     69.65
Goldman Sachs & Co         24.00     1/20/2016     EUR     71.78
Goldman Sachs & Co         22.00     2/24/2016     EUR     70.64
Goldman Sachs & Co         22.00     3/23/2016     EUR     70.21
Goldman Sachs & Co         20.00     5/25/2016     EUR     64.45
Goldman Sachs & Co          5.00     5/25/2016     EUR     57.08
Goldman Sachs & Co          6.00     5/25/2016     EUR     54.71
Goldman Sachs & Co          9.00     5/25/2016     EUR     51.02
Goldman Sachs & Co         14.00     5/25/2016     EUR     47.04
Goldman Sachs & Co         20.00     5/25/2016     EUR     44.63
Goldman Sachs & Co         22.00     5/25/2016     EUR     44.03
Goldman Sachs & Co         21.00     6/22/2016     EUR     45.24
Goldman Sachs & Co         10.00     5/25/2016     EUR     69.79
Goldman Sachs & Co         14.00     5/25/2016     EUR     65.20
Goldman Sachs & Co         16.00     9/21/2016     EUR     68.33
Goldman Sachs & Co         18.00     5/25/2016     EUR     71.52
Goldman Sachs & Co         22.00     3/23/2016     EUR     54.30
Goldman Sachs & Co          7.00     5/25/2016     EUR     70.98
Goldman Sachs & Co          9.00     5/25/2016     EUR     66.12
Goldman Sachs & Co         14.00     5/25/2016     EUR     60.93
Goldman Sachs & Co         19.00     5/25/2016     EUR     57.09
Goldman Sachs & Co          5.00     5/25/2016     EUR     56.60
Goldman Sachs & Co         10.00     5/25/2016     EUR     49.53
Goldman Sachs & Co         15.00     5/25/2016     EUR     46.20
Goldman Sachs & Co         19.00     5/25/2016     EUR     44.79
Goldman Sachs & Co         16.00     9/21/2016     EUR     48.75
Goldman Sachs & Co         13.00     5/25/2016     EUR     66.68
Goldman Sachs & Co         17.00     5/25/2016     EUR     63.30
Goldman Sachs & Co         21.00     5/25/2016     EUR     60.58
Goldman Sachs & Co         23.00     3/23/2016     EUR     53.83
Goldman Sachs & Co         15.00     5/25/2016     EUR     61.13
Goldman Sachs & Co          9.00     5/25/2016     EUR     68.31
Vontobel Financial          3.85     6/24/2016     EUR     56.51
Vontobel Financial          3.05     3/29/2016     EUR     57.46
Vontobel Financial          3.55    12/23/2016     EUR     57.82
Vontobel Financial          3.70     9/23/2016     EUR     57.23
Vontobel Financial          3.25    12/23/2016     EUR     57.54
Vontobel Financial          3.45     9/23/2016     EUR     57.00
Vontobel Financial          3.70     6/24/2016     EUR     56.30
Vontobel Financial          3.00     3/29/2016     EUR     55.99
Societe Generale E          2.54     3/29/2016     EUR     62.23
Societe Generale E          3.21     3/29/2016     EUR     60.51
Societe Generale E          3.96     3/29/2016     EUR     58.92
Societe Generale E          4.78     3/29/2016     EUR     57.43
Societe Generale E          5.68     3/29/2016     EUR     56.06
Societe Generale E          6.64     3/29/2016     EUR     54.78
Societe Generale E          3.76      4/7/2016     EUR     62.56
Societe Generale E          4.46      4/7/2016     EUR     60.86
Societe Generale E          5.22      4/7/2016     EUR     59.28
Societe Generale E          6.06      4/7/2016     EUR     57.82
Societe Generale E          6.97      4/7/2016     EUR     56.46
Societe Generale E          7.95      4/7/2016     EUR     55.21
Societe Generale E          3.60     6/24/2016     EUR     62.43
Societe Generale E          4.32     6/24/2016     EUR     60.86
Societe Generale E          5.15     6/24/2016     EUR     59.43
Societe Generale E          6.03     6/24/2016     EUR     58.12
Societe Generale E          6.98     6/24/2016     EUR     56.92
Societe Generale E          7.98     6/24/2016     EUR     55.83
Societe Generale E          4.67      7/7/2016     EUR     62.89
Societe Generale E          5.44      7/7/2016     EUR     61.35
Societe Generale E          6.25      7/7/2016     EUR     59.94
Societe Generale E          7.13      7/7/2016     EUR     58.65
Societe Generale E          8.09      7/7/2016     EUR     57.47
Societe Generale E          9.09      7/7/2016     EUR     56.39
Societe Generale E          4.75     9/23/2016     EUR     63.52
Societe Generale E          5.56     9/23/2016     EUR     62.12
Societe Generale E          6.43     9/23/2016     EUR     60.84
Societe Generale E          7.36     9/23/2016     EUR     59.68
Societe Generale E          8.35     9/23/2016     EUR     58.64
Societe Generale E          9.37     9/23/2016     EUR     57.69
Societe Generale E          5.86    10/10/2016     EUR     63.01
Societe Generale E          6.68    10/10/2016     EUR     61.63
Societe Generale E          7.54    10/10/2016     EUR     60.37
Societe Generale E          8.47    10/10/2016     EUR     59.22
Societe Generale E          9.45    10/10/2016     EUR     58.19
Societe Generale E         10.48    10/10/2016     EUR     56.76
Goldman Sachs & Co          6.00     5/25/2016     EUR     66.45
Goldman Sachs & Co         10.00     5/25/2016     EUR     67.88
Goldman Sachs & Co         10.00     5/25/2016     EUR     67.84
Goldman Sachs & Co         10.00     5/25/2016     EUR     67.84
Goldman Sachs & Co          7.00     5/25/2016     EUR     64.56
Goldman Sachs & Co         13.00     5/25/2016     EUR     66.64
Goldman Sachs & Co         10.00     5/25/2016     EUR     65.60
Goldman Sachs & Co         13.00     5/25/2016     EUR     66.64
Goldman Sachs & Co          8.00     2/24/2016     EUR     62.60
Goldman Sachs & Co          7.00     5/25/2016     EUR     63.02
Goldman Sachs & Co          8.00     5/25/2016     EUR     63.36
Goldman Sachs & Co         12.00     5/25/2016     EUR     64.75
Goldman Sachs & Co          8.00     5/25/2016     EUR     69.48
Goldman Sachs & Co         10.00     3/23/2016     EUR     61.31
Goldman Sachs & Co          5.00     5/25/2016     EUR     61.26
Goldman Sachs & Co          6.00     5/25/2016     EUR     61.61
Goldman Sachs & Co         10.00     5/25/2016     EUR     62.99
Goldman Sachs & Co          8.00     5/25/2016     EUR     62.30
Goldman Sachs & Co         11.00     5/25/2016     EUR     63.34
Goldman Sachs & Co          6.00     6/22/2016     EUR     62.01
Goldman Sachs & Co          6.00     6/22/2016     EUR     62.01
Goldman Sachs & Co         11.00     4/20/2016     EUR     61.00
Goldman Sachs & Co         11.00     4/20/2016     EUR     61.00
Goldman Sachs & Co          5.00     5/25/2016     EUR     59.85
Goldman Sachs & Co          6.00     5/25/2016     EUR     60.20
Goldman Sachs & Co          8.00     5/25/2016     EUR     60.89
Goldman Sachs & Co         10.00     5/25/2016     EUR     61.59
Goldman Sachs & Co         12.00     5/25/2016     EUR     62.28
Goldman Sachs & Co          7.00     4/20/2016     EUR     46.90
Goldman Sachs & Co          5.00     5/25/2016     EUR     45.50
Goldman Sachs & Co          7.00     5/25/2016     EUR     46.20
Goldman Sachs & Co         10.00     5/25/2016     EUR     47.24
Goldman Sachs & Co         12.00     5/25/2016     EUR     47.93
Goldman Sachs & Co         12.00     5/25/2016     EUR     47.93
Goldman Sachs & Co         12.00     5/25/2016     EUR     47.93
Goldman Sachs & Co         11.00     5/25/2016     EUR     69.27
Goldman Sachs & Co          5.00     5/25/2016     EUR     47.44
Goldman Sachs & Co          6.00     5/25/2016     EUR     47.79
Goldman Sachs & Co          7.00     5/25/2016     EUR     48.13
Goldman Sachs & Co         10.00     5/25/2016     EUR     49.17
Goldman Sachs & Co          8.00     5/25/2016     EUR     48.48
Goldman Sachs & Co         10.00     5/25/2016     EUR     49.17
Goldman Sachs & Co         10.00     5/25/2016     EUR     49.17
Vontobel Financial          5.85     3/29/2016     EUR     66.61
UBS AG/London               9.75     4/11/2016     CHF     46.09
UBS AG/London               7.00     4/11/2016     CHF     45.51
DZ Bank AG Deutsch         10.25     6/24/2016     EUR     61.60
DZ Bank AG Deutsch          5.00     3/29/2016     EUR     69.96
DZ Bank AG Deutsch          8.25     6/24/2016     EUR     66.99
DZ Bank AG Deutsch          8.00     3/29/2016     EUR     68.81
DZ Bank AG Deutsch          9.25     3/29/2016     EUR     67.12
DZ Bank AG Deutsch          5.25     3/29/2016     EUR     67.75
DZ Bank AG Deutsch          9.00     3/29/2016     EUR     67.91
DZ Bank AG Deutsch          9.75     6/24/2016     EUR     67.64
DZ Bank AG Deutsch          8.50     3/29/2016     EUR     45.84
DZ Bank AG Deutsch         12.25     3/29/2016     EUR     43.78
Vontobel Financial          6.75     4/11/2016     EUR     59.28
DekaBank Deutsche           4.30     10/7/2016     EUR     68.14
DekaBank Deutsche           4.20     10/7/2016     EUR     48.53
Bank Julius Baer &          5.40     4/21/2016     CHF     67.15
DekaBank Deutsche           3.00      4/1/2016     EUR     57.02
Vontobel Financial          5.50     5/27/2016     EUR     64.92
Vontobel Financial          8.30     3/29/2016     EUR     48.42
Vontobel Financial         11.60     4/14/2016     EUR     35.99
Vontobel Financial          3.95     3/29/2016     EUR     53.44
Landesbank Hessen-          8.40      5/8/2020     EUR     67.44
DZ Bank AG Deutsch          6.50     3/21/2016     EUR     62.12
DZ Bank AG Deutsch          6.50     6/20/2016     EUR     63.71
DZ Bank AG Deutsch          5.50     3/21/2016     EUR     65.17
DZ Bank AG Deutsch          4.70     6/20/2016     EUR     67.10
Vontobel Financial          7.50    10/28/2016     EUR     68.12
Vontobel Financial          6.00     5/27/2016     EUR     69.77
DZ Bank AG Deutsch         10.50     3/29/2016     EUR     46.19
DZ Bank AG Deutsch          6.75     3/29/2016     EUR     71.68
BNP Paribas Emissi         10.00     1/21/2016     EUR     57.85
BNP Paribas Emissi          5.00     1/21/2016     EUR     72.57
BNP Paribas Emissi          9.00     7/21/2016     EUR     72.93
BNP Paribas Emissi          4.00     1/21/2016     EUR     61.70
BNP Paribas Emissi          4.00     7/21/2016     EUR     60.85
BNP Paribas Emissi          5.50     7/21/2016     EUR     59.42
BNP Paribas Emissi          4.00     8/25/2016     EUR     72.08
BNP Paribas Emissi          5.00     8/25/2016     EUR     70.10
BNP Paribas Emissi          5.00     7/21/2016     EUR     70.69
Notenstein La Roch          6.80     4/15/2016     CHF     71.07
Zurcher Kantonalba          8.20     4/15/2016     EUR     67.25
BNP Paribas Emissi          5.10     4/21/2016     EUR     65.91
DZ Bank AG Deutsch          6.50     3/29/2016     EUR     67.60
Zurcher Kantonalba          8.02     4/22/2016     EUR     70.07
Commerzbank AG             15.00     3/24/2016     EUR     47.10
Commerzbank AG              7.00     3/24/2016     EUR     68.69
Commerzbank AG              8.00     3/24/2016     EUR     71.03
Commerzbank AG             13.00     3/24/2016     EUR     66.19
Commerzbank AG              8.50     3/24/2016     EUR     60.99
Commerzbank AG             11.00     1/21/2016     EUR     61.93
Commerzbank AG              9.50     3/24/2016     EUR     58.70
Vontobel Financial         17.90      4/6/2016     EUR     48.47
Vontobel Financial          8.50      4/6/2016     EUR     59.39
HSBC Trinkaus & Bu          4.00     5/29/2017     EUR     72.34
Leonteq Securities         17.00      5/4/2016     CHF     69.69
Leonteq Securities          5.50      5/4/2016     CHF     70.27
Leonteq Securities         11.00      5/4/2016     USD     27.30
UniCredit Bank AG           6.25     6/10/2016     EUR     61.28
Commerzbank AG              6.50     3/24/2016     EUR     69.75
Commerzbank AG              8.75     3/24/2016     EUR     66.72
Commerzbank AG              9.75     3/24/2016     EUR     69.14
Commerzbank AG              5.75     3/24/2016     EUR     65.61
Commerzbank AG              7.75     3/24/2016     EUR     62.56
Commerzbank AG             10.00     3/24/2016     EUR     59.87
Commerzbank AG              5.00     3/24/2016     EUR     65.20
Commerzbank AG              7.00     3/24/2016     EUR     62.21
Commerzbank AG              9.25     3/24/2016     EUR     59.58
Commerzbank AG              6.25     3/24/2016     EUR     73.21
Commerzbank AG              8.25     3/24/2016     EUR     69.87
Commerzbank AG             10.50     3/24/2016     EUR     66.83
Commerzbank AG              5.75     3/24/2016     EUR     65.57
Commerzbank AG              5.00     3/24/2016     EUR     50.77
Commerzbank AG              7.00     3/24/2016     EUR     48.43
Commerzbank AG              9.25     3/24/2016     EUR     46.42
Commerzbank AG              5.75     3/24/2016     EUR     68.76
Commerzbank AG              7.50     3/24/2016     EUR     65.54
Commerzbank AG              9.75     3/24/2016     EUR     62.73
Commerzbank AG              5.00     3/24/2016     EUR     50.96
Commerzbank AG              7.00     3/24/2016     EUR     48.68
Commerzbank AG              9.25     3/24/2016     EUR     46.71
Commerzbank AG              5.00     3/24/2016     EUR     50.16
Commerzbank AG              7.25     3/24/2016     EUR     48.04
Vontobel Financial          8.00     4/22/2016     EUR     65.11
Bank Julius Baer &          5.50     4/22/2016     USD     68.40
Leonteq Securities          5.60     4/24/2017     CHF     65.62
Leonteq Securities          7.20     4/24/2017     EUR     55.49
Leonteq Securities          8.80     7/27/2016     EUR     67.03
HSBC Trinkaus & Bu         13.00     6/24/2016     EUR     38.01
HSBC Trinkaus & Bu         11.00     6/24/2016     EUR     38.95
HSBC Trinkaus & Bu          9.00     6/24/2016     EUR     40.08
HSBC Trinkaus & Bu         13.00     1/22/2016     EUR     37.24
HSBC Trinkaus & Bu         11.20     4/22/2016     EUR     37.28
HSBC Trinkaus & Bu         10.60     3/25/2016     EUR     64.55
HSBC Trinkaus & Bu          6.60     3/25/2016     EUR     69.39
HSBC Trinkaus & Bu         13.00     6/24/2016     EUR     62.69
HSBC Trinkaus & Bu         10.30     6/24/2016     EUR     65.03
HSBC Trinkaus & Bu          7.80     9/23/2016     EUR     68.36
HSBC Trinkaus & Bu          9.30     1/22/2016     EUR     68.98
HSBC Trinkaus & Bu          8.20     4/22/2016     EUR     67.40
HSBC Trinkaus & Bu         11.30     6/24/2016     EUR     69.84
HSBC Trinkaus & Bu         10.00     6/24/2016     EUR     71.71
HSBC Trinkaus & Bu          9.80     1/22/2016     EUR     74.70
HSBC Trinkaus & Bu         12.40     6/24/2016     EUR     67.64
HSBC Trinkaus & Bu         13.00     6/24/2016     EUR     58.64
HSBC Trinkaus & Bu         10.70     6/24/2016     EUR     60.77
HSBC Trinkaus & Bu          8.60     9/23/2016     EUR     63.65
HSBC Trinkaus & Bu         10.80     1/22/2016     EUR     61.79
HSBC Trinkaus & Bu          9.50     4/22/2016     EUR     60.10
HSBC Trinkaus & Bu         13.20     6/24/2016     EUR     56.06
HSBC Trinkaus & Bu         11.80     6/24/2016     EUR     57.14
HSBC Trinkaus & Bu          7.70     6/24/2016     EUR     61.09
HSBC Trinkaus & Bu          8.10     9/23/2016     EUR     61.14
HSBC Trinkaus & Bu         13.50     6/24/2016     EUR     44.83
HSBC Trinkaus & Bu         11.90     6/24/2016     EUR     45.64
HSBC Trinkaus & Bu          9.20     9/23/2016     EUR     48.28
HSBC Trinkaus & Bu         11.40     1/22/2016     EUR     45.94
HSBC Trinkaus & Bu          9.90     4/22/2016     EUR     45.85
HSBC Trinkaus & Bu         12.20     6/24/2016     EUR     59.23
HSBC Trinkaus & Bu          9.40     6/24/2016     EUR     62.16
HSBC Trinkaus & Bu          7.50     9/23/2016     EUR     65.28
HSBC Trinkaus & Bu          9.40     1/22/2016     EUR     64.36
HSBC Trinkaus & Bu          8.70     4/22/2016     EUR     62.75
HSBC Trinkaus & Bu         12.00     6/24/2016     EUR     47.20
HSBC Trinkaus & Bu          7.40     6/24/2016     EUR     50.74
HSBC Trinkaus & Bu          8.00     9/23/2016     EUR     51.12
HSBC Trinkaus & Bu          9.70     1/22/2016     EUR     48.89
HSBC Trinkaus & Bu          8.60     4/22/2016     EUR     48.32
HSBC Trinkaus & Bu         15.90     6/24/2016     EUR     48.73
HSBC Trinkaus & Bu         13.70     6/24/2016     EUR     50.72
HSBC Trinkaus & Bu         11.50     6/24/2016     EUR     52.94
HSBC Trinkaus & Bu          7.30     6/24/2016     EUR     59.37
HSBC Trinkaus & Bu         13.20     6/24/2016     EUR     59.91
HSBC Trinkaus & Bu         10.50     6/24/2016     EUR     62.86
HSBC Trinkaus & Bu          8.40     9/23/2016     EUR     66.07
HSBC Trinkaus & Bu         10.50     1/22/2016     EUR     65.29
HSBC Trinkaus & Bu          9.50     4/22/2016     EUR     63.85
HSBC Trinkaus & Bu         10.80     6/24/2016     EUR     60.65
HSBC Trinkaus & Bu          8.50     6/24/2016     EUR     62.76
HSBC Trinkaus & Bu          7.20     1/22/2016     EUR     66.45
HSBC Trinkaus & Bu          6.40     4/22/2016     EUR     65.08
HSBC Trinkaus & Bu         11.70     3/25/2016     EUR     68.23
HSBC Trinkaus & Bu         12.00     6/24/2016     EUR     68.16
HSBC Trinkaus & Bu         10.40     6/24/2016     EUR     69.75
HSBC Trinkaus & Bu         11.20     3/25/2016     EUR     69.79
HSBC Trinkaus & Bu          9.80     6/24/2016     EUR     71.23
HSBC Trinkaus & Bu         13.20     6/24/2016     EUR     63.99
HSBC Trinkaus & Bu         12.00     6/24/2016     EUR     65.17
HSBC Trinkaus & Bu          8.70     9/23/2016     EUR     69.27
HSBC Trinkaus & Bu          6.00     9/23/2016     EUR     73.19
HSBC Trinkaus & Bu         11.10     1/22/2016     EUR     69.19
HSBC Trinkaus & Bu          9.70     4/22/2016     EUR     69.05
HSBC Trinkaus & Bu          9.30     3/25/2016     EUR     53.69
HSBC Trinkaus & Bu         11.00     3/25/2016     EUR     66.13
HSBC Trinkaus & Bu         12.40     6/24/2016     EUR     70.41
HSBC Trinkaus & Bu         12.40     6/24/2016     EUR     70.41
HSBC Trinkaus & Bu         10.60     1/22/2016     EUR     73.79
HSBC Trinkaus & Bu          9.20     4/22/2016     EUR     73.01
HSBC Trinkaus & Bu          6.00     3/25/2016     EUR     67.32
HSBC Trinkaus & Bu         14.10     3/25/2016     EUR     66.87
HSBC Trinkaus & Bu         13.90     6/24/2016     EUR     67.23
HSBC Trinkaus & Bu         12.60     6/24/2016     EUR     68.60
HSBC Trinkaus & Bu         13.90     6/24/2016     EUR     57.52
HSBC Trinkaus & Bu         12.20     6/24/2016     EUR     58.94
HSBC Trinkaus & Bu          8.90     9/23/2016     EUR     63.47
HSBC Trinkaus & Bu          6.10     9/23/2016     EUR     68.20
HSBC Trinkaus & Bu         11.80     1/22/2016     EUR     62.77
HSBC Trinkaus & Bu         10.20     4/22/2016     EUR     60.80
Bank Julius Baer &          6.40     4/18/2016     CHF     60.10
Landesbank Hessen-          5.00    11/15/2016     EUR     52.60
Deutsche Bank AG            4.20     9/20/2016     EUR     61.00
Deutsche Bank AG            4.20    12/20/2016     EUR     65.90
Deutsche Bank AG            4.20    12/20/2016     EUR     68.20
Deutsche Bank AG            4.20     3/22/2016     EUR     60.20
Deutsche Bank AG            6.20     3/22/2016     EUR     60.60
Deutsche Bank AG            4.20    12/20/2016     EUR     70.80
Deutsche Bank AG            6.20     9/20/2016     EUR     62.40
Deutsche Bank AG            6.20    12/20/2016     EUR     67.80
Deutsche Bank AG            6.20     6/21/2016     EUR     60.90
Deutsche Bank AG            6.20    12/20/2016     EUR     70.10
Deutsche Bank AG            4.20     6/21/2016     EUR     60.10
Deutsche Bank AG            4.20    12/20/2016     EUR     64.10
Deutsche Bank AG            6.20    12/20/2016     EUR     66.00
Deutsche Bank AG            6.20    12/20/2016     EUR     63.90
Deutsche Bank AG            4.20    12/20/2016     EUR     62.00
Deutsche Bank AG            4.20    12/20/2016     EUR     61.50
Deutsche Bank AG            4.20     3/22/2016     EUR     58.40
Deutsche Bank AG            6.20     9/20/2016     EUR     61.90
Deutsche Bank AG            4.20    12/20/2016     EUR     65.10
Deutsche Bank AG            4.20    12/20/2016     EUR     65.10
Deutsche Bank AG            6.20    12/20/2016     EUR     67.00
Deutsche Bank AG            6.20     3/22/2016     EUR     62.50
Deutsche Bank AG            6.20     9/20/2016     EUR     65.60
Deutsche Bank AG            4.20     9/20/2016     EUR     60.50
Deutsche Bank AG            6.20    12/20/2016     EUR     65.20
Deutsche Bank AG            4.20    12/20/2016     EUR     67.40
Deutsche Bank AG            4.20     3/22/2016     EUR     62.10
Deutsche Bank AG            4.20     6/21/2016     EUR     63.20
Deutsche Bank AG            4.20     6/21/2016     EUR     59.50
Deutsche Bank AG            4.20    12/20/2016     EUR     63.30
Deutsche Bank AG            6.20     3/22/2016     EUR     58.80
Deutsche Bank AG            4.20     6/21/2016     EUR     71.90
Deutsche Bank AG            6.20    12/20/2016     EUR     69.30
Deutsche Bank AG            6.20     6/21/2016     EUR     60.30
Deutsche Bank AG            6.20     6/21/2016     EUR     64.00
Deutsche Bank AG            6.20    12/20/2016     EUR     63.40
Deutsche Bank AG            6.20     3/22/2016     EUR     67.40
Deutsche Bank AG            4.20    12/20/2016     EUR     70.80
Deutsche Bank AG            4.20     6/21/2016     EUR     64.70
Deutsche Bank AG            6.20     9/20/2016     EUR     66.60
Deutsche Bank AG            4.20     3/22/2016     EUR     69.20
Deutsche Bank AG            6.20     6/21/2016     EUR     70.20
Deutsche Bank AG            4.20     9/20/2016     EUR     70.10
Deutsche Bank AG            4.20     3/22/2016     EUR     67.00
Deutsche Bank AG            4.20    12/20/2016     EUR     73.60
Deutsche Bank AG            6.20    12/20/2016     EUR     67.80
Deutsche Bank AG            6.20    12/20/2016     EUR     66.00
Deutsche Bank AG            6.20    12/20/2016     EUR     54.90
Deutsche Bank AG            6.20    12/20/2016     EUR     49.00
Deutsche Bank AG            4.20    12/20/2016     EUR     53.00
Deutsche Bank AG            4.20    12/20/2016     EUR     47.10
Deutsche Bank AG            4.20    12/20/2016     EUR     65.90
Deutsche Bank AG            4.20    12/20/2016     EUR     64.20
Deutsche Bank AG            6.20    12/20/2016     EUR     47.30
Deutsche Bank AG            6.20     6/21/2016     EUR     65.50
Deutsche Bank AG            4.20    12/20/2016     EUR     45.40
Deutsche Bank AG            4.20     9/20/2016     EUR     65.20
Deutsche Bank AG            6.20     3/22/2016     EUR     69.60
Deutsche Bank AG            4.20     6/21/2016     EUR     69.30
Deutsche Bank AG            7.20     6/21/2016     EUR     51.70
Deutsche Bank AG            4.20    12/20/2016     EUR     47.50
Deutsche Bank AG            6.20     6/21/2016     EUR     57.70
Deutsche Bank AG            7.20     9/20/2016     EUR     56.40
Deutsche Bank AG            7.20     6/21/2016     EUR     58.10
Deutsche Bank AG            4.20    12/20/2016     EUR     63.80
Deutsche Bank AG            6.20     3/22/2016     EUR     57.30
Deutsche Bank AG            5.20     6/21/2016     EUR     57.20
Deutsche Bank AG            5.20     9/20/2016     EUR     58.30
Deutsche Bank AG            7.20     3/22/2016     EUR     50.90
Deutsche Bank AG            7.20     6/21/2016     EUR     49.00
Credit Suisse AG/N          7.50     4/28/2016     CHF     73.51
Deutsche Bank AG            7.20     6/21/2016     EUR     46.50
Deutsche Bank AG            6.20     9/20/2016     EUR     59.00
Deutsche Bank AG            7.20     9/20/2016     EUR     53.40
Deutsche Bank AG            7.20     9/20/2016     EUR     48.30
Deutsche Bank AG            7.20     3/22/2016     EUR     57.50
Deutsche Bank AG            7.20     3/22/2016     EUR     48.10
Deutsche Bank AG            7.20     3/22/2016     EUR     45.60
Deutsche Bank AG            7.20     9/20/2016     EUR     59.70
Deutsche Bank AG            6.20    12/20/2016     EUR     49.30
Deutsche Bank AG            6.20    12/20/2016     EUR     65.60
Deutsche Bank AG            5.20     3/22/2016     EUR     57.10
Deutsche Bank AG            7.20     6/21/2016     EUR     54.70
Deutsche Bank AG            4.20    12/20/2016     EUR     71.20
Deutsche Bank AG            4.20    12/20/2016     EUR     55.60
Deutsche Bank AG            7.20     3/22/2016     EUR     54.00
Deutsche Bank AG            7.20     9/20/2016     EUR     50.70
Vontobel Financial          8.85     3/29/2016     EUR     68.67
Vontobel Financial          9.95     3/29/2016     EUR     63.63
Vontobel Financial          5.85     6/27/2016     EUR     64.56
Vontobel Financial          8.95     3/29/2016     EUR     46.76
Vontobel Financial          9.40     3/29/2016     EUR     66.13
Vontobel Financial          8.85     6/24/2016     EUR     68.62
Vontobel Financial          8.95     6/24/2016     EUR     64.46
Vontobel Financial          8.10     3/29/2016     EUR     61.11
Vontobel Financial          9.15     6/24/2016     EUR     47.52
Vontobel Financial          8.90     6/24/2016     EUR     47.67
Vontobel Financial          7.85     6/24/2016     EUR     64.70
Vontobel Financial          8.35     6/24/2016     EUR     58.90
Vontobel Financial          8.60     3/29/2016     EUR     63.73
Vontobel Financial          8.25     6/24/2016     EUR     65.82
Vontobel Financial          8.05     6/24/2016     EUR     70.73
Vontobel Financial          9.15     6/24/2016     EUR     65.05
Vontobel Financial         11.00     6/24/2016     EUR     38.71
Vontobel Financial          9.40     3/29/2016     EUR     62.23
Vontobel Financial          6.05     3/29/2016     EUR     64.44
Vontobel Financial          8.10     6/24/2016     EUR     63.01
Vontobel Financial          8.15     3/29/2016     EUR     66.08
Vontobel Financial          8.35     6/24/2016     EUR     63.94
Vontobel Financial         11.90     3/29/2016     EUR     36.29
Vontobel Financial          7.55     6/24/2016     EUR     64.08
Vontobel Financial          7.85     6/24/2016     EUR     66.91
Vontobel Financial          7.35     6/24/2016     EUR     70.37
Vontobel Financial          8.25     3/29/2016     EUR     63.61
Vontobel Financial          8.85     6/24/2016     EUR     65.60
Vontobel Financial          7.65     3/29/2016     EUR     67.32
LBBW                        4.00    12/23/2016     EUR     69.16
LBBW                        5.00    12/23/2016     EUR     67.27
LBBW                        2.00    12/23/2016     EUR     52.63
LBBW                        3.00    12/23/2016     EUR     69.31
LBBW                        3.00    12/23/2016     EUR     50.08
LBBW                        4.00    12/23/2016     EUR     66.85
LBBW                        4.00    12/23/2016     EUR     48.03
LBBW                        2.00    12/23/2016     EUR     77.59
LBBW                        3.00     1/22/2016     EUR     64.27
LBBW                        4.50     1/22/2016     EUR     59.97
LBBW                        6.00     1/22/2016     EUR     57.04
LBBW                        5.00     1/22/2016     EUR     73.34
LBBW                        3.40     6/22/2018     EUR     51.00
LBBW                        3.35     6/24/2016     EUR     66.47
LBBW                        3.90     6/24/2016     EUR     48.18
LBBW                        2.70     7/27/2018     EUR     67.73
LBBW                        3.19     7/22/2016     EUR     66.56
LBBW                        3.40     8/24/2018     EUR     60.96
LBBW                        2.50    10/28/2016     EUR     60.93
LBBW                        2.50    10/28/2016     EUR     61.28
LBBW                        4.50    10/28/2016     EUR     56.63
LBBW                        3.00    10/28/2016     EUR     67.74
LBBW                        3.00    10/28/2016     EUR     44.16
LBBW                        3.00    10/28/2016     EUR     60.95
LBBW                        3.00    10/28/2016     EUR     59.99
LBBW                        5.00    10/28/2016     EUR     67.65
LBBW                        5.00    10/28/2016     EUR     56.59
LBBW                        5.00    10/28/2016     EUR     55.30
LBBW                        5.50    10/28/2016     EUR     40.79
LBBW                        5.50    10/28/2016     EUR     55.10
LBBW                        3.50    10/28/2016     EUR     71.69
LBBW                        3.50    10/28/2016     EUR     58.22
LBBW                        3.50    10/28/2016     EUR     58.50
LBBW                        4.00    10/28/2016     EUR     69.93
LBBW                        6.00    10/28/2016     EUR     66.14
LBBW                        3.00    10/27/2017     EUR     60.83
LBBW                        5.00    10/27/2017     EUR     57.51
LBBW                        4.00    10/27/2017     EUR     59.20
LBBW                        7.00     3/29/2016     EUR     71.68
LBBW                        2.50     3/29/2016     EUR     56.29
LBBW                        2.50     3/29/2016     EUR     57.72
LBBW                        4.00     3/29/2016     EUR     53.18
LBBW                        4.00     3/29/2016     EUR     54.77
LBBW                        5.50     3/29/2016     EUR     50.69
LBBW                        5.50     3/29/2016     EUR     52.64
LBBW                        7.00     3/29/2016     EUR     49.00
LBBW                        7.00     3/29/2016     EUR     50.93
LBBW                        2.50     3/29/2016     EUR     70.10
LBBW                        4.00     3/29/2016     EUR     67.04
LBBW                        5.50     3/29/2016     EUR     64.27
LBBW                        4.50     3/29/2016     EUR     69.84
LBBW                        7.00     3/29/2016     EUR     65.34
LBBW                        4.50     3/29/2016     EUR     68.01
LBBW                        5.50     3/29/2016     EUR     71.26
LBBW                        3.50     3/29/2016     EUR     69.80
LBBW                        4.00     3/29/2016     EUR     37.34
LBBW                        4.00     3/29/2016     EUR     57.39
LBBW                        2.50     2/24/2017     EUR     70.45
LBBW                        2.50     2/24/2017     EUR     66.15
LBBW                        2.50     2/24/2017     EUR     61.22
LBBW                        2.50     2/24/2017     EUR     66.52
LBBW                        3.50     2/24/2017     EUR     68.71
LBBW                        3.50     2/24/2017     EUR     69.09
LBBW                        3.50     2/24/2017     EUR     58.40
LBBW                        3.50     2/24/2017     EUR     64.00
LBBW                        4.50     2/24/2017     EUR     66.96
LBBW                        4.50     2/24/2017     EUR     46.41
LBBW                        4.50     2/24/2017     EUR     62.12
LBBW                        4.50     2/24/2017     EUR     56.10
LBBW                        4.50     2/24/2017     EUR     61.94
LBBW                        5.50     2/24/2017     EUR     65.04
LBBW                        5.50     2/24/2017     EUR     54.24
LBBW                        5.50     2/24/2017     EUR     60.43
LBBW                        3.00     2/24/2017     EUR     48.70
LBBW                        6.00     2/24/2017     EUR     44.69
LBBW                        2.60     7/22/2016     EUR     61.75
LBBW                        2.50     2/26/2016     EUR     47.23
LBBW                        2.50     2/26/2016     EUR     64.43
LBBW                        2.50     2/26/2016     EUR     65.75
LBBW                        4.50     2/26/2016     EUR     42.75
LBBW                        4.50     2/26/2016     EUR     59.40
LBBW                        4.50     2/26/2016     EUR     59.76
LBBW                        4.50     2/26/2016     EUR     60.45
LBBW                        3.00     2/26/2016     EUR     73.05
LBBW                        3.00     2/26/2016     EUR     62.15
LBBW                        3.00     2/26/2016     EUR     61.35
LBBW                        4.00     2/26/2016     EUR     58.50
LBBW                        5.00     2/26/2016     EUR     56.05
LBBW                        3.50     2/26/2016     EUR     62.85
LBBW                        5.50     2/26/2016     EUR     58.52
LBBW                        6.00     2/26/2016     EUR     54.22
LBBW                        4.00     9/23/2016     EUR     69.43
LBBW                        4.15     9/23/2016     EUR     57.26
LBBW                        3.10    10/28/2016     EUR     68.03
LBBW                        2.50     7/28/2017     EUR     65.27
LBBW                        3.90     7/28/2017     EUR     45.99
LBBW                        4.70    10/28/2016     EUR     52.91
LBBW                        5.00     3/24/2017     EUR     43.51
LBBW                        3.00     3/24/2017     EUR     46.50
LBBW                        5.00     3/24/2017     EUR     68.97
LBBW                        4.50     3/24/2017     EUR     73.00
LBBW                        6.00     3/24/2017     EUR     70.85
LBBW                        3.00     3/24/2017     EUR     70.68
LBBW                        3.00     3/24/2017     EUR     68.20
LBBW                        4.00     3/24/2017     EUR     65.78
LBBW                        5.00     3/24/2017     EUR     64.43
LBBW                        2.50     3/24/2017     EUR     69.52
LBBW                        4.00     3/24/2017     EUR     67.07
LBBW                        6.00     3/24/2017     EUR     69.59
LBBW                        3.00     3/24/2017     EUR     57.04
LBBW                        3.00     3/24/2017     EUR     58.03
LBBW                        5.00     3/24/2017     EUR     54.96
LBBW                        3.00     3/24/2017     EUR     57.00
LBBW                        4.00     3/24/2017     EUR     55.14
LBBW                        5.00     3/24/2017     EUR     53.71
LBBW                        6.00     3/24/2017     EUR     52.50
LBBW                        3.00     3/24/2017     EUR     57.60
LBBW                        4.00     3/24/2017     EUR     55.54
LBBW                        5.50     3/24/2017     EUR     53.46
LBBW                        4.50    10/28/2016     EUR     54.60
LBBW                        3.00     4/22/2016     EUR     46.20
LBBW                        7.00     4/22/2016     EUR     40.80
LBBW                        5.00     4/22/2016     EUR     73.96
LBBW                        7.00     4/22/2016     EUR     69.40
LBBW                        5.00     4/22/2016     EUR     68.15
LBBW                        4.00     4/22/2016     EUR     69.61
LBBW                        5.00     4/22/2016     EUR     67.62
LBBW                        3.00     4/22/2016     EUR     55.65
LBBW                        4.00     4/22/2016     EUR     53.59
LBBW                        5.00     4/22/2016     EUR     51.94
LBBW                        6.00     4/22/2016     EUR     50.85
LBBW                        3.00     4/22/2016     EUR     70.28
LBBW                        3.00     4/22/2016     EUR     54.64
LBBW                        5.00     4/22/2016     EUR     51.63
LBBW                        5.00     4/22/2016     EUR     69.02
LBBW                        5.00     5/27/2016     EUR     53.42
LBBW                        7.00     5/27/2016     EUR     50.79
LBBW                        3.00     4/22/2016     EUR     57.73
LBBW                        5.00     4/22/2016     EUR     54.45
LBBW                        3.00     4/22/2016     EUR     72.74
LBBW                        4.00     4/22/2016     EUR     70.77
LBBW                        5.00     4/22/2016     EUR     69.16
LBBW                        3.00     5/27/2016     EUR     57.09
LBBW                        2.50     6/24/2016     EUR     70.77
LBBW                        4.00     6/24/2016     EUR     65.92
LBBW                        3.00     6/24/2016     EUR     48.29
LBBW                        4.50     6/24/2016     EUR     44.71
LBBW                        3.50     6/24/2016     EUR     32.20
LBBW                        3.25     7/28/2017     EUR     59.74
LBBW                        2.00     3/29/2016     EUR     47.43
LBBW                        3.50     3/29/2016     EUR     43.52
LBBW                        5.00     3/29/2016     EUR     40.85
LBBW                        3.50     3/29/2016     EUR     66.39
LBBW                        3.00     6/24/2016     EUR     33.31
LBBW                        2.50     6/24/2016     EUR     42.06
LBBW                        4.00     6/24/2016     EUR     38.99
LBBW                        3.00     6/24/2016     EUR     66.72
LBBW                        4.00     6/24/2016     EUR     63.65
LBBW                        2.00     6/24/2016     EUR     63.61
LBBW                        3.00     6/24/2016     EUR     60.32
LBBW                        3.55     8/25/2017     EUR     40.72
LBBW                        3.75     9/22/2017     EUR     40.39
LBBW                        4.00     7/22/2016     EUR     67.83
LBBW                        2.50     7/22/2016     EUR     68.93
LBBW                        3.50     7/22/2016     EUR     65.93
LBBW                        2.50     7/22/2016     EUR     43.02
LBBW                        4.00     7/22/2016     EUR     39.99
LBBW                        2.75     7/22/2016     EUR     63.61
LBBW                        3.50     7/22/2016     EUR     61.67
LBBW                        4.50     7/22/2016     EUR     59.17
LBBW                        3.00     7/22/2016     EUR     34.19
LBBW                        3.90     9/22/2017     EUR     39.75
LBBW                        3.00     6/22/2018     EUR     51.83
LBBW                        3.50    11/24/2017     EUR     52.50
LBBW                        3.40     6/23/2017     EUR     48.61
LBBW                        5.00     4/22/2016     EUR     48.38
LBBW                        2.00     4/22/2016     EUR     56.09
LBBW                        3.50     4/22/2016     EUR     51.53
LBBW                        4.00     3/29/2016     EUR     66.05
LBBW                        5.00     3/29/2016     EUR     63.27
LBBW                        3.00     3/29/2016     EUR     69.11
LBBW                        4.00     3/29/2016     EUR     68.92
LBBW                        3.85    10/27/2017     EUR     43.98
LBBW                        3.00    11/24/2017     EUR     49.61
LBBW                        3.40    11/24/2017     EUR     41.61
LBBW                        4.00    11/24/2017     EUR     70.16
LBBW                        3.00     9/23/2016     EUR     33.72
LBBW                        4.50     9/23/2016     EUR     32.32
LBBW                        3.00     9/23/2016     EUR     62.69
LBBW                        4.00     9/23/2016     EUR     59.94
LBBW                        3.00     9/23/2016     EUR     76.81
LBBW                        3.00     9/23/2016     EUR     70.27
LBBW                        4.50     9/23/2016     EUR     68.43
LBBW                        5.50     9/23/2016     EUR     66.53
LBBW                        2.50     9/23/2016     EUR     42.84
LBBW                        3.50     9/23/2016     EUR     40.95
LBBW                        4.50     9/23/2016     EUR     39.44
Vontobel Financial          6.00     5/27/2016     EUR     67.92
Vontobel Financial          8.00    11/25/2016     EUR     47.54
Vontobel Financial          6.50    11/25/2016     EUR     49.00
LBBW                        3.45     3/22/2019     EUR     57.42
LBBW                        4.50     3/23/2018     EUR     51.57
LBBW                        2.50     6/28/2019     EUR     58.99
LBBW                        3.00     4/29/2019     EUR     70.68
LBBW                        3.00     6/28/2019     EUR     62.08
LBBW                        3.00     6/22/2018     EUR     67.47
LBBW                        3.50     6/22/2018     EUR     55.74
LBBW                        4.00     8/25/2017     EUR     40.14
LBBW                        3.00     9/22/2017     EUR     65.75
LBBW                        3.00     9/28/2018     EUR     44.76
LBBW                        3.75    10/27/2017     EUR     44.16
LBBW                        3.00      1/4/2019     EUR     49.64
Zurcher Kantonalba          8.00     4/28/2016     EUR     68.83
Commerzbank AG              5.50     3/24/2016     EUR     61.17
Commerzbank AG              9.50     3/24/2016     EUR     62.08
Commerzbank AG              7.00     3/24/2016     EUR     45.59
Commerzbank AG              6.00     3/24/2016     EUR     47.34
Commerzbank AG              7.00     3/24/2016     EUR     44.49
Commerzbank AG             10.50     3/24/2016     EUR     65.77
Commerzbank AG              7.00     3/24/2016     EUR     68.86
DZ Bank AG Deutsch          5.75     3/29/2016     EUR     70.56
DZ Bank AG Deutsch          7.25     3/29/2016     EUR     62.98
DZ Bank AG Deutsch          7.75     6/24/2016     EUR     62.07
DZ Bank AG Deutsch          6.75     6/24/2016     EUR     70.01
DZ Bank AG Deutsch          7.50     3/29/2016     EUR     62.69
DZ Bank AG Deutsch          6.25     3/29/2016     EUR     56.44
DZ Bank AG Deutsch          5.50     6/24/2016     EUR     46.13
DZ Bank AG Deutsch          8.75     3/29/2016     EUR     65.66
DZ Bank AG Deutsch          8.00     6/24/2016     EUR     69.93
DZ Bank AG Deutsch          5.00     3/29/2016     EUR     70.98
DZ Bank AG Deutsch          9.25     3/29/2016     EUR     68.72
DZ Bank AG Deutsch          6.00     3/29/2016     EUR     49.99
DZ Bank AG Deutsch          7.50     3/23/2016     EUR     67.51
DZ Bank AG Deutsch          6.00     3/23/2016     EUR     70.03
Goldman Sachs & Co         22.00     1/20/2016     EUR     57.79
Goldman Sachs & Co         20.00     2/24/2016     EUR     57.59
Goldman Sachs & Co         25.00     3/23/2016     EUR     55.45
Goldman Sachs & Co          7.00     4/20/2016     EUR     71.56
Goldman Sachs & Co         17.00     4/20/2016     EUR     60.06
Goldman Sachs & Co         23.00     4/20/2016     EUR     56.92
Goldman Sachs & Co         23.00     5/25/2016     EUR     57.33
Goldman Sachs & Co         21.00     6/22/2016     EUR     58.26
Goldman Sachs & Co         14.00     9/21/2016     EUR     63.28
Goldman Sachs & Co         18.00     9/21/2016     EUR     61.48
Goldman Sachs & Co         24.00     2/24/2016     EUR     51.97
Goldman Sachs & Co          8.00     4/20/2016     EUR     68.77
Goldman Sachs & Co         14.00     9/21/2016     EUR     61.57
Goldman Sachs & Co          8.00     5/25/2016     EUR     67.96
Goldman Sachs & Co         17.00     3/23/2016     EUR     66.69
Goldman Sachs & Co         15.00     6/22/2016     EUR     67.80
Goldman Sachs & Co         20.00     6/22/2016     EUR     64.81
Goldman Sachs & Co         12.00     3/23/2016     EUR     58.20
Goldman Sachs & Co         10.00     5/25/2016     EUR     63.09
Goldman Sachs & Co          7.00     5/25/2016     EUR     65.11
Goldman Sachs & Co         19.00     1/20/2016     EUR     71.76
Goldman Sachs & Co         20.00     2/24/2016     EUR     67.02
Goldman Sachs & Co         24.00     3/23/2016     EUR     64.26
Goldman Sachs & Co         19.00     4/20/2016     EUR     67.84
Goldman Sachs & Co         22.00     4/20/2016     EUR     65.61
Vontobel Financial          6.20     6/24/2016     EUR     63.05
Vontobel Financial          6.00     3/29/2016     EUR     62.72
Goldman Sachs & Co         20.00     3/23/2016     EUR     53.95
Goldman Sachs & Co          8.00     5/25/2016     EUR     65.77
Vontobel Financial          6.65     3/29/2016     EUR     65.66
Vontobel Financial          6.55     3/29/2016     EUR     60.68
Vontobel Financial          6.60     6/24/2016     EUR     57.93
Vontobel Financial          7.45     6/24/2016     EUR     44.91
Vontobel Financial          7.70     6/24/2016     EUR     67.91
DekaBank Deutsche           9.60     7/29/2016     EUR     48.01
Credit Suisse AG/N          6.25    10/31/2016     EUR     51.86
DZ Bank AG Deutsch          5.30     3/21/2016     EUR     63.29
DZ Bank AG Deutsch          5.70     3/21/2016     EUR     63.83
DZ Bank AG Deutsch          6.10     6/20/2016     EUR     64.13
Notenstein La Roch          5.52    10/24/2016     EUR     69.77
DZ Bank AG Deutsch          5.75     3/21/2016     EUR     62.23
DZ Bank AG Deutsch          6.50     3/21/2016     EUR     54.75
DZ Bank AG Deutsch          6.25     3/21/2016     EUR     56.87
DZ Bank AG Deutsch          6.50     6/20/2016     EUR     58.48
Commerzbank AG             11.25     3/24/2016     EUR     50.71
Commerzbank AG              7.50     3/24/2016     EUR     70.75
Commerzbank AG              9.50     3/24/2016     EUR     67.49
Commerzbank AG             10.25     3/24/2016     EUR     72.33
Commerzbank AG             12.00     3/24/2016     EUR     69.83
Commerzbank AG             11.75     3/24/2016     EUR     59.67
DZ Bank AG Deutsch          4.00      4/8/2016     EUR     68.56
Landesbank Hessen-          6.30    10/17/2016     EUR     63.40
Zurcher Kantonalba          7.65     3/24/2016     CHF     61.46
WGZ-Bank AG Westde          6.50     2/22/2016     EUR     66.92
WGZ-Bank AG Westde          3.00     2/22/2016     EUR     54.59
WGZ-Bank AG Westde          5.50     2/22/2016     EUR     50.02
WGZ-Bank AG Westde          3.00     2/22/2016     EUR     59.99
WGZ-Bank AG Westde          4.00     2/22/2016     EUR     56.95
DZ Bank AG Deutsch          6.75     3/21/2016     EUR     62.40
DZ Bank AG Deutsch          7.00     6/20/2016     EUR     70.06
DZ Bank AG Deutsch          8.75     3/21/2016     EUR     65.48
DZ Bank AG Deutsch          7.75     3/21/2016     EUR     70.77
UBS AG                      9.50     6/24/2016     EUR     69.71
HSBC Trinkaus & Bu          7.50     3/24/2016     EUR     61.81
HSBC Trinkaus & Bu          8.25     3/24/2016     EUR     50.47
Banque Cantonale V          6.13     9/20/2016     USD     53.20
Landesbank Hessen-          6.20     7/24/2020     EUR     62.60
Vontobel Financial         10.25     3/29/2016     EUR     48.16
DZ Bank AG Deutsch          6.50     6/20/2016     EUR     65.81
DZ Bank AG Deutsch         11.00     9/23/2016     EUR     57.34
DZ Bank AG Deutsch         13.50     3/29/2016     EUR     57.90
DZ Bank AG Deutsch         13.00     6/24/2016     EUR     59.23
Vontobel Financial          7.00     9/23/2016     EUR     70.50
Vontobel Financial          8.10     9/23/2016     EUR     70.33
Vontobel Financial          4.60     9/23/2016     EUR     71.57
Vontobel Financial          3.85     9/23/2016     EUR     68.07
Vontobel Financial          7.35    12/23/2016     EUR     62.05
Vontobel Financial          3.85    12/23/2016     EUR     67.19
Vontobel Financial          7.35     9/23/2016     EUR     68.39
Vontobel Financial          6.60    12/23/2016     EUR     68.44
Vontobel Financial          7.30     9/23/2016     EUR     67.66
Vontobel Financial          7.45    12/23/2016     EUR     50.91
Vontobel Financial          8.30     9/23/2016     EUR     49.56
Vontobel Financial          7.50    12/23/2016     EUR     50.68
Vontobel Financial          8.40     9/23/2016     EUR     49.30
Vontobel Financial          4.05     9/23/2016     EUR     54.88
Goldman Sachs & Co         10.00     4/20/2016     EUR     66.62
Goldman Sachs & Co         12.00     4/20/2016     EUR     67.12
Goldman Sachs & Co         11.00     9/21/2016     EUR     69.29
Goldman Sachs & Co         11.00     2/24/2016     EUR     67.87
Goldman Sachs & Co         11.00     2/24/2016     EUR     67.85
Goldman Sachs & Co          8.00     9/21/2016     EUR     70.29
Goldman Sachs & Co         11.00     2/24/2016     EUR     68.05
Goldman Sachs & Co         11.00     3/23/2016     EUR     68.88
Goldman Sachs & Co          9.00     9/21/2016     EUR     70.47
Goldman Sachs & Co          7.00     9/21/2016     EUR     46.48
Goldman Sachs & Co         11.00     9/21/2016     EUR     49.15
Goldman Sachs & Co         11.00     9/21/2016     EUR     49.15
Goldman Sachs & Co         10.00     2/24/2016     EUR     65.55
Goldman Sachs & Co          7.00     9/21/2016     EUR     50.31
Goldman Sachs & Co          9.00     9/21/2016     EUR     51.65
Goldman Sachs & Co         23.00     2/24/2016     EUR     57.98
Goldman Sachs & Co         19.00     3/23/2016     EUR     61.93
Goldman Sachs & Co         18.00     4/20/2016     EUR     63.16
Goldman Sachs & Co         16.00     9/21/2016     EUR     64.07
Goldman Sachs & Co         21.00     4/20/2016     EUR     58.49
Goldman Sachs & Co         16.00     9/21/2016     EUR     62.91
Goldman Sachs & Co         23.00     3/23/2016     EUR     61.94
Goldman Sachs & Co         17.00     9/21/2016     EUR     67.14
DZ Bank AG Deutsch          7.00     6/24/2016     EUR     61.27
Goldman Sachs & Co         19.00     3/23/2016     EUR     56.32
Goldman Sachs & Co         17.00     6/22/2016     EUR     60.22
Goldman Sachs & Co         18.00     1/20/2016     EUR     55.30
Goldman Sachs & Co         13.00     2/24/2016     EUR     58.62
Goldman Sachs & Co         15.00     3/23/2016     EUR     57.45
Goldman Sachs & Co         25.00     1/20/2016     EUR     72.89
Goldman Sachs & Co          9.00     4/20/2016     EUR     49.48
Goldman Sachs & Co         10.00     4/20/2016     EUR     65.38
Goldman Sachs & Co         19.00     4/20/2016     EUR     57.70
Goldman Sachs & Co         21.00     4/20/2016     EUR     65.55
Goldman Sachs & Co          7.00     4/20/2016     EUR     70.43
Deutsche Bank AG            6.20     3/22/2016     EUR     69.20
Deutsche Bank AG            6.20     3/22/2016     EUR     65.70
Deutsche Bank AG            4.20     6/21/2016     EUR     71.30
Deutsche Bank AG            6.20     6/21/2016     EUR     69.80
Deutsche Bank AG            4.20     3/22/2016     EUR     65.30
Deutsche Bank AG            6.20     6/21/2016     EUR     67.60
Deutsche Bank AG            4.20     9/20/2016     EUR     64.90
Deutsche Bank AG            6.20     3/22/2016     EUR     69.70
Deutsche Bank AG            6.20     6/21/2016     EUR     72.20
Notenstein La Roch          8.00     10/7/2016     EUR     68.55
Notenstein La Roch          6.80      4/7/2016     EUR     63.13
Deutsche Bank AG            4.20     3/22/2016     EUR     67.10
Deutsche Bank AG            6.20     6/21/2016     EUR     64.70
Deutsche Bank AG            4.20     3/22/2016     EUR     65.00
Deutsche Bank AG            4.20     9/20/2016     EUR     72.20
Deutsche Bank AG            4.20     3/22/2016     EUR     67.60
Deutsche Bank AG            6.20     3/22/2016     EUR     65.30
Deutsche Bank AG            4.20     9/20/2016     EUR     65.50
Deutsche Bank AG            4.20     3/22/2016     EUR     64.90
Deutsche Bank AG            4.20     9/20/2016     EUR     72.00
Deutsche Bank AG            6.20     3/22/2016     EUR     64.50
Deutsche Bank AG            6.20     3/22/2016     EUR     60.60
Deutsche Bank AG            4.20     6/21/2016     EUR     65.20
Deutsche Bank AG            6.20     6/21/2016     EUR     62.10
Deutsche Bank AG            4.20     9/20/2016     EUR     68.30
Deutsche Bank AG            6.20     9/20/2016     EUR     67.50
Deutsche Bank AG            6.20     9/20/2016     EUR     63.70
Deutsche Bank AG            6.20     3/22/2016     EUR     68.40
Deutsche Bank AG            4.20     6/21/2016     EUR     69.70
Deutsche Bank AG            6.20     9/20/2016     EUR     68.50
Deutsche Bank AG            4.20     3/22/2016     EUR     64.20
Deutsche Bank AG            4.20     9/20/2016     EUR     56.20
Deutsche Bank AG            4.20     6/21/2016     EUR     66.40
Deutsche Bank AG            4.20     3/22/2016     EUR     57.00
Deutsche Bank AG            4.20     6/21/2016     EUR     55.30
Deutsche Bank AG            6.20     6/21/2016     EUR     56.10
Deutsche Bank AG            4.20     9/20/2016     EUR     64.30
Deutsche Bank AG            4.20     9/20/2016     EUR     62.10
Deutsche Bank AG            4.20     9/20/2016     EUR     60.00
Deutsche Bank AG            4.20     9/20/2016     EUR     67.30
Deutsche Bank AG            4.20     6/21/2016     EUR     64.70
Deutsche Bank AG            6.20     9/20/2016     EUR     68.70
Deutsche Bank AG            4.20     3/22/2016     EUR     71.40
Deutsche Bank AG            4.20     3/22/2016     EUR     69.10
Deutsche Bank AG            6.20     3/22/2016     EUR     65.40
Deutsche Bank AG            6.20     6/21/2016     EUR     69.50
Deutsche Bank AG            6.20     6/21/2016     EUR     67.50
Deutsche Bank AG            4.20     6/21/2016     EUR     62.80
Deutsche Bank AG            6.20     9/20/2016     EUR     70.40
Deutsche Bank AG            6.20     9/20/2016     EUR     68.40
Deutsche Bank AG            4.20     9/20/2016     EUR     63.40
Deutsche Bank AG            4.20     3/22/2016     EUR     67.50
Deutsche Bank AG            6.20     3/22/2016     EUR     64.30
Deutsche Bank AG            6.20     3/22/2016     EUR     61.20
Deutsche Bank AG            4.20     6/21/2016     EUR     67.00
Deutsche Bank AG            6.20     6/21/2016     EUR     64.50
Deutsche Bank AG            6.20     6/21/2016     EUR     61.40
Deutsche Bank AG            6.20     9/20/2016     EUR     69.40
Deutsche Bank AG            4.20     9/20/2016     EUR     64.60
Deutsche Bank AG            6.20     9/20/2016     EUR     66.90
Deutsche Bank AG            6.20     9/20/2016     EUR     64.60
Deutsche Bank AG            4.20     6/21/2016     EUR     45.20
Deutsche Bank AG            6.20     6/21/2016     EUR     44.40
Deutsche Bank AG            4.20     9/20/2016     EUR     50.10
Deutsche Bank AG            6.20     9/20/2016     EUR     49.40
Deutsche Bank AG            6.20     9/20/2016     EUR     45.80
Deutsche Bank AG            4.20     3/22/2016     EUR     69.10
Deutsche Bank AG            6.20     3/22/2016     EUR     63.80
Deutsche Bank AG            6.20     3/22/2016     EUR     61.30
Deutsche Bank AG            6.20     6/21/2016     EUR     70.80
Deutsche Bank AG            6.20     6/21/2016     EUR     68.00
Deutsche Bank AG            6.20     3/22/2016     EUR     72.20
Deutsche Bank AG            4.20     6/21/2016     EUR     72.90
Deutsche Bank AG            6.20     6/21/2016     EUR     65.30
Deutsche Bank AG            4.20     9/20/2016     EUR     70.60
Deutsche Bank AG            6.20     9/20/2016     EUR     69.30
Deutsche Bank AG            6.20     9/20/2016     EUR     66.70
Deutsche Bank AG            4.20     9/20/2016     EUR     62.90
Deutsche Bank AG            6.20     3/22/2016     EUR     49.20
Deutsche Bank AG            5.50     3/22/2016     EUR     64.80
Deutsche Bank AG            5.50     6/21/2016     EUR     63.70
Deutsche Bank AG            4.20     3/22/2016     EUR     46.80
Deutsche Bank AG            6.20     3/22/2016     EUR     45.40
Deutsche Bank AG            6.20     6/21/2016     EUR     50.00
Deutsche Bank AG            6.20     6/21/2016     EUR     48.10
Deutsche Bank AG            6.20     6/21/2016     EUR     46.30
Deutsche Bank AG            4.20     9/20/2016     EUR     52.30
Deutsche Bank AG            4.20     9/20/2016     EUR     50.20
Deutsche Bank AG            6.20     9/20/2016     EUR     51.60
Deutsche Bank AG            4.20     9/20/2016     EUR     48.20
Deutsche Bank AG            4.20     9/20/2016     EUR     46.40
Deutsche Bank AG            4.20     6/21/2016     EUR     63.70
Deutsche Bank AG            5.50     6/21/2016     EUR     36.00
Deutsche Bank AG            5.50     3/22/2016     EUR     61.00
Deutsche Bank AG            5.50     6/21/2016     EUR     65.10
Deutsche Bank AG            5.50     3/22/2016     EUR     51.80
Deutsche Bank AG            5.50     6/21/2016     EUR     52.00
Deutsche Bank AG            5.50     3/22/2016     EUR     50.60
Deutsche Bank AG            5.50     6/21/2016     EUR     53.90
Deutsche Bank AG            5.50     6/21/2016     EUR     48.20
Deutsche Bank AG            5.50     6/21/2016     EUR     69.10
Deutsche Bank AG            4.20     6/21/2016     EUR     67.20
Deutsche Bank AG            4.20     9/20/2016     EUR     69.90
Deutsche Bank AG            6.20     6/21/2016     EUR     63.20
Deutsche Bank AG            4.20     9/20/2016     EUR     63.20
Commerzbank AG              6.50     3/24/2016     EUR     61.42
Commerzbank AG              9.00     3/24/2016     EUR     57.08
Commerzbank AG             12.50     3/24/2016     EUR     51.66
Commerzbank AG             16.00     3/24/2016     EUR     65.61
Commerzbank AG             12.25     3/24/2016     EUR     66.23
Commerzbank AG              9.00     3/24/2016     EUR     61.17
Commerzbank AG             14.75     3/24/2016     EUR     67.94
Commerzbank AG              6.75     3/24/2016     EUR     70.03
Commerzbank AG              9.25     3/24/2016     EUR     64.90
Commerzbank AG              7.00     3/24/2016     EUR     36.24
Commerzbank AG             10.25     3/24/2016     EUR     34.18
Commerzbank AG             11.75     3/24/2016     EUR     69.46
Commerzbank AG             10.25     3/24/2016     EUR     71.94
Commerzbank AG              7.25     3/24/2016     EUR     69.19
Commerzbank AG              4.75     3/24/2016     EUR     58.65
Commerzbank AG              8.75     3/24/2016     EUR     53.56
Commerzbank AG              7.00     3/24/2016     EUR     64.52
Commerzbank AG              9.00     3/24/2016     EUR     54.40
Commerzbank AG             13.75     2/25/2016     EUR     68.72
Commerzbank AG              7.00     1/21/2016     EUR     74.27
Commerzbank AG              4.25     3/24/2016     EUR     68.18
Commerzbank AG              7.50     3/24/2016     EUR     63.39
Commerzbank AG             10.75     3/24/2016     EUR     35.44
UBS AG/London               6.00     3/29/2016     CHF     58.60
UBS AG/London               5.75     3/29/2016     CHF     71.60
Deutsche Bank AG            5.00     3/31/2016     EUR     51.20
UniCredit Bank AG           5.10     3/24/2016     EUR     48.74
UniCredit Bank AG           5.20     3/24/2016     EUR     71.46
UniCredit Bank AG           4.50     3/24/2016     EUR     65.46
UniCredit Bank AG           5.05     3/24/2016     EUR     48.93
UniCredit Bank AG           5.25     3/24/2016     EUR     48.16
UniCredit Bank AG           4.70     3/24/2016     EUR     63.38
UniCredit Bank AG           4.80     3/24/2016     EUR     53.22
UniCredit Bank AG           4.20     3/24/2016     EUR     67.92
UniCredit Bank AG           4.70     3/24/2016     EUR     69.67
UniCredit Bank AG           4.40     3/24/2016     EUR     66.55
UniCredit Bank AG           4.20     3/24/2016     EUR     68.83
UniCredit Bank AG           4.60     3/24/2016     EUR     65.47
UniCredit Bank AG           4.50     3/24/2016     EUR     65.09
UniCredit Bank AG           5.00     3/24/2016     EUR     67.93
UniCredit Bank AG           4.30     3/24/2016     EUR     67.66
UniCredit Bank AG           4.80     3/24/2016     EUR     63.48
UniCredit Bank AG           5.15     3/24/2016     EUR     48.55
UniCredit Bank AG           4.90     3/24/2016     EUR     61.43
UniCredit Bank AG           5.00     3/24/2016     EUR     52.37
UniCredit Bank AG           5.30     3/24/2016     EUR     70.96
UniCredit Bank AG           5.50     3/24/2016     EUR     70.03
UniCredit Bank AG           5.95     3/24/2016     EUR     45.63
UniCredit Bank AG           4.80     3/24/2016     EUR     62.39
UniCredit Bank AG           4.90     3/24/2016     EUR     64.50
UniCredit Bank AG           4.80     3/24/2016     EUR     69.08
UniCredit Bank AG           4.85     3/24/2016     EUR     49.75
UniCredit Bank AG           5.10     3/24/2016     EUR     63.87
UniCredit Bank AG           5.30     3/24/2016     EUR     47.97
UniCredit Bank AG           4.80     3/24/2016     EUR     49.96
UniCredit Bank AG           4.60     3/24/2016     EUR     64.53
UniCredit Bank AG           5.40     3/24/2016     EUR     47.58
UniCredit Bank AG           4.80     3/24/2016     EUR     63.81
UniCredit Bank AG           5.00     3/24/2016     EUR     49.13
UniCredit Bank AG           4.05     3/24/2016     EUR     69.03
UniCredit Bank AG           5.85     3/24/2016     EUR     45.97
UniCredit Bank AG           5.25     3/24/2016     EUR     67.41
UniCredit Bank AG           5.45     3/24/2016     EUR     47.40
UniCredit Bank AG           4.80     3/24/2016     EUR     64.82
UniCredit Bank AG           4.60     3/24/2016     EUR     54.11
UniCredit Bank AG           4.25     3/24/2016     EUR     67.56
UniCredit Bank AG           5.00     3/24/2016     EUR     62.43
DZ Bank AG Deutsch          6.40     3/21/2016     EUR     63.82
DZ Bank AG Deutsch          4.10     3/21/2016     EUR     51.57
Zurcher Kantonalba         10.00      4/7/2016     CHF     68.22
Zurcher Kantonalba          8.50      4/7/2016     CHF     69.13
HSBC Trinkaus & Bu          5.50     3/25/2016     EUR     64.51
HSBC Trinkaus & Bu          4.40     3/25/2016     EUR     64.31
HSBC Trinkaus & Bu          7.30     3/25/2016     EUR     46.29
HSBC Trinkaus & Bu         10.00     3/25/2016     EUR     46.95
HSBC Trinkaus & Bu          7.20     3/25/2016     EUR     68.00
HSBC Trinkaus & Bu          4.30     3/25/2016     EUR     64.05
HSBC Trinkaus & Bu          4.90     3/25/2016     EUR     73.67
HSBC Trinkaus & Bu          4.50     3/25/2016     EUR     55.67
HSBC Trinkaus & Bu         10.00     3/25/2016     EUR     72.45
HSBC Trinkaus & Bu          4.40     3/25/2016     EUR     66.72
Vontobel Financial          6.50     4/22/2016     EUR     71.42
DZ Bank AG Deutsch          5.25     6/24/2016     EUR     70.11
DZ Bank AG Deutsch          7.00     6/24/2016     EUR     48.16
BNP Paribas Emissi         11.00     3/24/2016     EUR     67.14
BNP Paribas Emissi          6.00     3/24/2016     EUR     66.04
BNP Paribas Emissi          9.50     6/23/2016     EUR     68.19
BNP Paribas Emissi         10.00     9/22/2016     EUR     69.08
BNP Paribas Emissi          9.00    12/22/2016     EUR     70.56
BNP Paribas Emissi         11.00     6/23/2016     EUR     70.63
BNP Paribas Emissi          9.50     9/22/2016     EUR     72.31
BNP Paribas Emissi          9.00     6/23/2016     EUR     67.91
BNP Paribas Emissi          9.50     3/24/2016     EUR     70.44
BNP Paribas Emissi         10.00     3/24/2016     EUR     68.58
BNP Paribas Emissi          9.00     6/23/2016     EUR     69.33
BNP Paribas Emissi          7.50     3/24/2016     EUR     67.02
BNP Paribas Emissi         11.00     3/24/2016     EUR     61.48
BNP Paribas Emissi          8.00     6/23/2016     EUR     66.93
BNP Paribas Emissi          8.00     9/22/2016     EUR     68.83
BNP Paribas Emissi          8.50    12/22/2016     EUR     67.35
BNP Paribas Emissi          8.50     3/24/2016     EUR     61.81
BNP Paribas Emissi          4.50     6/23/2016     EUR     69.02
BNP Paribas Emissi         10.00     6/23/2016     EUR     59.83
BNP Paribas Emissi          9.00     9/22/2016     EUR     61.17
BNP Paribas Emissi          7.00     3/24/2016     EUR     65.96
BNP Paribas Emissi         12.00     3/24/2016     EUR     60.67
BNP Paribas Emissi          8.00     9/22/2016     EUR     65.38
BNP Paribas Emissi          9.00     9/22/2016     EUR     63.30
BNP Paribas Emissi          5.50     3/24/2016     EUR     66.09
BNP Paribas Emissi          9.50    12/22/2016     EUR     62.11
BNP Paribas Emissi         10.00     3/24/2016     EUR     70.26
BNP Paribas Emissi          8.50     6/23/2016     EUR     70.92
BNP Paribas Emissi         11.00     9/22/2016     EUR     68.22
BNP Paribas Emissi          3.00     3/24/2016     EUR     71.26
BNP Paribas Emissi          7.00     3/24/2016     EUR     64.52
BNP Paribas Emissi          8.50     3/24/2016     EUR     63.15
BNP Paribas Emissi          5.00     6/23/2016     EUR     67.65
BNP Paribas Emissi          9.00     6/23/2016     EUR     62.86
BNP Paribas Emissi          5.50     9/22/2016     EUR     67.44
BNP Paribas Emissi          8.00     9/22/2016     EUR     64.42
BNP Paribas Emissi          5.00     3/24/2016     EUR     58.42
BNP Paribas Emissi          6.00     3/24/2016     EUR     55.00
BNP Paribas Emissi          7.00     9/22/2016     EUR     53.01
BNP Paribas Emissi          7.50     3/24/2016     EUR     66.03
BNP Paribas Emissi          5.00     6/23/2016     EUR     57.20
BNP Paribas Emissi         10.00     6/23/2016     EUR     50.21
BNP Paribas Emissi          6.00     9/22/2016     EUR     55.30
BNP Paribas Emissi          4.00     9/22/2016     EUR     72.33
BNP Paribas Emissi          4.00    12/22/2016     EUR     71.68
BNP Paribas Emissi          6.50    12/22/2016     EUR     67.05
BNP Paribas Emissi          8.50    12/22/2016     EUR     64.88
BNP Paribas Emissi          5.00     3/24/2016     EUR     54.88
BNP Paribas Emissi          8.00     3/24/2016     EUR     50.50
BNP Paribas Emissi          6.00     6/23/2016     EUR     54.96
BNP Paribas Emissi          9.50     6/23/2016     EUR     49.71
BNP Paribas Emissi          6.50     9/22/2016     EUR     54.24
BNP Paribas Emissi         10.00     9/22/2016     EUR     50.50
BNP Paribas Emissi          7.00    12/22/2016     EUR     53.91
BNP Paribas Emissi          4.00     3/24/2016     EUR     56.15
BNP Paribas Emissi          5.00     6/23/2016     EUR     56.71
BNP Paribas Emissi          9.00    12/22/2016     EUR     52.25
HSBC Trinkaus & Bu         12.40     3/25/2016     EUR     34.84
BNP Paribas Emissi          7.00     3/24/2016     EUR     69.75
BNP Paribas Emissi         10.00     3/24/2016     EUR     64.60
BNP Paribas Emissi          7.50     6/23/2016     EUR     68.69
BNP Paribas Emissi         10.00     6/23/2016     EUR     64.65
BNP Paribas Emissi          8.00     9/22/2016     EUR     68.02
HSBC Trinkaus & Bu          7.90     6/24/2016     EUR     69.35
HSBC Trinkaus & Bu         10.30     3/25/2016     EUR     68.21
HSBC Trinkaus & Bu         10.40     3/25/2016     EUR     68.22
HSBC Trinkaus & Bu          7.50     2/26/2016     EUR     71.87
HSBC Trinkaus & Bu          9.50     2/26/2016     EUR     67.51
HSBC Trinkaus & Bu         11.80     3/25/2016     EUR     60.01
HSBC Trinkaus & Bu          9.20     2/26/2016     EUR     62.42
HSBC Trinkaus & Bu         13.00     3/25/2016     EUR     43.53
HSBC Trinkaus & Bu          9.70     2/26/2016     EUR     45.49
HSBC Trinkaus & Bu          9.70     6/24/2016     EUR     67.13
HSBC Trinkaus & Bu         12.20     3/25/2016     EUR     66.85
HSBC Trinkaus & Bu          9.50     2/26/2016     EUR     70.00
HSBC Trinkaus & Bu         10.70     2/26/2016     EUR     74.44
HSBC Trinkaus & Bu         12.80     3/25/2016     EUR     58.50
UniCredit Bank AG           4.00    12/22/2016     EUR     74.73
Bank Julius Baer &          6.00     3/31/2016     CHF     59.15
Bank Julius Baer &          5.90     3/31/2016     CHF     74.65
UniCredit Bank AG           4.75    12/22/2016     EUR     73.61
Vontobel Financial          6.00     4/22/2016     EUR     68.38
UniCredit Bank AG           5.00    12/22/2016     EUR     73.25
Deutsche Bank AG            5.20     6/21/2016     EUR     67.70
Deutsche Bank AG            5.20     6/21/2016     EUR     65.10
Deutsche Bank AG            5.20     9/20/2016     EUR     68.90
Deutsche Bank AG            5.20     6/21/2016     EUR     71.80
Deutsche Bank AG            5.20     3/22/2016     EUR     62.60
Deutsche Bank AG            5.20     6/21/2016     EUR     64.30
Deutsche Bank AG            5.20     3/22/2016     EUR     69.50
Deutsche Bank AG            5.20     3/22/2016     EUR     65.10
Deutsche Bank AG            5.20     3/22/2016     EUR     69.10
Deutsche Bank AG            5.20     6/21/2016     EUR     62.70
HSBC Trinkaus & Bu         19.40     6/24/2016     EUR     63.23
Deutsche Bank AG            5.20     6/21/2016     EUR     61.70
Deutsche Bank AG            5.20     3/22/2016     EUR     64.30
Deutsche Bank AG            5.20     9/20/2016     EUR     63.00
Deutsche Bank AG            5.20     9/20/2016     EUR     67.40
Deutsche Bank AG            5.20     6/21/2016     EUR     65.60
Credit Suisse AG/L         10.00     4/22/2016     USD     73.30
Deutsche Bank AG            5.20     9/20/2016     EUR     56.90
Landesbank Hessen-          5.00     4/24/2019     EUR     47.26
WGZ-Bank AG Westde          6.00     2/22/2016     EUR     53.02
WGZ-Bank AG Westde          5.00     2/22/2016     EUR     69.76
WGZ-Bank AG Westde          4.00     2/22/2016     EUR     52.16
WGZ-Bank AG Westde          6.00     2/22/2016     EUR     48.99
WGZ-Bank AG Westde          5.50     2/22/2016     EUR     54.28
DZ Bank AG Deutsch          8.00     3/21/2016     EUR     65.35
DZ Bank AG Deutsch          8.00     6/20/2016     EUR     64.39
DZ Bank AG Deutsch          9.25     3/21/2016     EUR     63.16
DZ Bank AG Deutsch          8.25     3/21/2016     EUR     45.72
DZ Bank AG Deutsch          7.75     3/21/2016     EUR     45.64
DZ Bank AG Deutsch          7.75     6/20/2016     EUR     46.98
DZ Bank AG Deutsch         11.50    10/28/2016     EUR     66.61
Vontobel Financial          6.95      7/1/2016     EUR     46.74
Vontobel Financial          9.50     6/24/2016     EUR     49.75
Vontobel Financial          4.45     6/24/2016     EUR     56.63
Vontobel Financial          4.45     3/29/2016     EUR     56.27
DZ Bank AG Deutsch          5.80     3/21/2016     EUR     67.08
DZ Bank AG Deutsch          5.70     6/20/2016     EUR     67.38
DZ Bank AG Deutsch          6.40     3/21/2016     EUR     46.41
DZ Bank AG Deutsch         10.00     6/24/2016     EUR     55.36
DZ Bank AG Deutsch         12.50     9/23/2016     EUR     59.72
UBS AG                     13.75    12/23/2016     EUR     62.63
DekaBank Deutsche           6.00     9/16/2016     EUR     66.87
Vontobel Financial          6.70      7/1/2016     EUR     47.27
Vontobel Financial          8.20     9/23/2016     EUR     66.40
Vontobel Financial          6.80     9/23/2016     EUR     63.66
Vontobel Financial          6.20    12/23/2016     EUR     71.49
Vontobel Financial          8.30     9/23/2016     EUR     60.89
Vontobel Financial          4.25     9/23/2016     EUR     66.73
Vontobel Financial          6.65    12/23/2016     EUR     69.46
Vontobel Financial          3.05    12/23/2016     EUR     57.36
Vontobel Financial          3.15     9/23/2016     EUR     56.80
Vontobel Financial          3.75    12/23/2016     EUR     55.48
Goldman Sachs & Co         12.00     4/20/2016     EUR     67.12
Goldman Sachs & Co         10.00     9/21/2016     EUR     68.62
Goldman Sachs & Co         11.00     9/21/2016     EUR     69.29
Goldman Sachs & Co          8.00     9/21/2016     EUR     70.29
Goldman Sachs & Co         11.00     2/24/2016     EUR     68.05
Goldman Sachs & Co         11.00     6/22/2016     EUR     69.24
Goldman Sachs & Co          9.00     9/21/2016     EUR     70.46
Goldman Sachs & Co          9.00     9/21/2016     EUR     70.47
Goldman Sachs & Co          8.00     1/20/2016     EUR     74.55
Goldman Sachs & Co          6.00     4/20/2016     EUR     44.84
Goldman Sachs & Co         11.00     9/21/2016     EUR     49.15
Goldman Sachs & Co          8.00     2/24/2016     EUR     65.36
Goldman Sachs & Co          7.00     4/20/2016     EUR     48.04
Goldman Sachs & Co          9.00     9/21/2016     EUR     51.65
Goldman Sachs & Co          9.00     9/21/2016     EUR     51.65
Goldman Sachs & Co          9.00     9/21/2016     EUR     51.65
Vontobel Financial          6.20      7/1/2016     EUR     46.79
Leonteq Securities         12.20      7/7/2016     EUR     50.49
Goldman Sachs & Co         19.00     6/22/2016     EUR     61.91
Goldman Sachs & Co         15.00     9/21/2016     EUR     67.66
Goldman Sachs & Co         15.00     2/24/2016     EUR     62.82
Goldman Sachs & Co         23.00     4/20/2016     EUR     62.14
DZ Bank AG Deutsch          7.50     3/29/2016     EUR     61.21
Goldman Sachs & Co          9.00     1/20/2016     EUR     69.90
Goldman Sachs & Co         17.00     2/24/2016     EUR     57.75
Goldman Sachs & Co         14.00     2/24/2016     EUR     60.96
UBS AG/London              12.50     6/24/2016     EUR     65.58
Goldman Sachs & Co         21.00     2/24/2016     EUR     55.03
Goldman Sachs & Co          8.00     4/20/2016     EUR     64.80
Goldman Sachs & Co          6.00     9/21/2016     EUR     68.24
Goldman Sachs & Co         22.00     1/20/2016     EUR     52.83
Goldman Sachs & Co         20.00     2/24/2016     EUR     54.33
Goldman Sachs & Co          5.00     6/22/2016     EUR     67.59
Goldman Sachs & Co         13.00     6/22/2016     EUR     59.16
Goldman Sachs & Co         21.00     3/23/2016     EUR     41.12
Goldman Sachs & Co         24.00     1/20/2016     EUR     56.44
Goldman Sachs & Co         17.00     3/23/2016     EUR     68.18
Goldman Sachs & Co         14.00     6/22/2016     EUR     71.21
Goldman Sachs & Co          6.00     4/20/2016     EUR     54.45
Vontobel Financial          6.50     3/29/2016     EUR     62.40
Commerzbank AG              6.90     3/18/2016     EUR     31.57
Deutsche Bank AG            4.20     3/22/2016     EUR     68.90
Deutsche Bank AG            6.20     9/20/2016     EUR     66.20
Deutsche Bank AG            6.20     3/22/2016     EUR     72.20
Deutsche Bank AG            4.20     3/22/2016     EUR     69.30
Deutsche Bank AG            4.20     6/21/2016     EUR     66.70
Deutsche Bank AG            4.20     3/22/2016     EUR     71.80
Deutsche Bank AG            6.20     6/21/2016     EUR     68.10
Deutsche Bank AG            6.20     3/22/2016     EUR     67.40
Deutsche Bank AG            4.20     6/21/2016     EUR     69.00
Deutsche Bank AG            4.20     6/21/2016     EUR     63.80
Deutsche Bank AG            4.20     9/20/2016     EUR     68.30
Deutsche Bank AG            4.20     6/21/2016     EUR     67.30
Deutsche Bank AG            4.20     3/22/2016     EUR     67.70
Deutsche Bank AG            4.20     9/20/2016     EUR     68.00
Deutsche Bank AG            4.20     9/20/2016     EUR     67.70
Deutsche Bank AG            6.20     9/20/2016     EUR     66.10
Deutsche Bank AG            6.20     9/20/2016     EUR     69.60
Deutsche Bank AG            4.20     3/22/2016     EUR     60.20
Deutsche Bank AG            6.20     6/21/2016     EUR     66.10
Deutsche Bank AG            4.20     6/21/2016     EUR     61.30
Deutsche Bank AG            6.20     9/20/2016     EUR     69.70
Deutsche Bank AG            4.20     9/20/2016     EUR     66.20
Deutsche Bank AG            4.20     9/20/2016     EUR     62.30
Deutsche Bank AG            4.20     3/22/2016     EUR     68.00
Deutsche Bank AG            6.20     6/21/2016     EUR     70.60
Deutsche Bank AG            6.20     6/21/2016     EUR     67.00
Deutsche Bank AG            4.20     6/21/2016     EUR     66.20
Deutsche Bank AG            4.20     9/20/2016     EUR     70.50
Deutsche Bank AG            4.20     9/20/2016     EUR     67.10
Deutsche Bank AG            6.20     9/20/2016     EUR     59.40
Deutsche Bank AG            6.20     9/20/2016     EUR     57.60
Deutsche Bank AG            6.20     3/22/2016     EUR     57.40
Deutsche Bank AG            6.20     9/20/2016     EUR     65.70
Deutsche Bank AG            6.20     9/20/2016     EUR     63.50
Deutsche Bank AG            6.20     9/20/2016     EUR     61.40
Deutsche Bank AG            4.20     9/20/2016     EUR     58.00
Deutsche Bank AG            6.20     6/21/2016     EUR     65.50
Deutsche Bank AG            6.20     3/22/2016     EUR     68.10
Deutsche Bank AG            4.20     9/20/2016     EUR     70.10
Deutsche Bank AG            6.20     3/22/2016     EUR     71.80
Deutsche Bank AG            6.20     3/22/2016     EUR     69.50
Deutsche Bank AG            4.20     3/22/2016     EUR     65.00
Deutsche Bank AG            4.20     6/21/2016     EUR     68.70
Deutsche Bank AG            4.20     6/21/2016     EUR     66.60
Deutsche Bank AG            6.20     6/21/2016     EUR     63.70
Deutsche Bank AG            4.20     9/20/2016     EUR     69.00
Deutsche Bank AG            4.20     9/20/2016     EUR     67.00
Deutsche Bank AG            6.20     9/20/2016     EUR     64.80
Deutsche Bank AG            4.20     9/20/2016     EUR     64.70
Deutsche Bank AG            6.20     3/22/2016     EUR     67.90
Deutsche Bank AG            4.20     3/22/2016     EUR     64.00
Deutsche Bank AG            4.20     3/22/2016     EUR     60.80
Deutsche Bank AG            6.20     6/21/2016     EUR     67.90
Deutsche Bank AG            4.20     6/21/2016     EUR     63.60
Deutsche Bank AG            4.20     6/21/2016     EUR     62.30
Deutsche Bank AG            4.20     6/21/2016     EUR     60.50
Deutsche Bank AG            4.20     9/20/2016     EUR     68.00
Deutsche Bank AG            6.20     9/20/2016     EUR     66.00
Deutsche Bank AG            6.20     9/20/2016     EUR     62.90
Deutsche Bank AG            4.20     9/20/2016     EUR     61.60
Deutsche Bank AG            6.20     6/21/2016     EUR     46.10
Deutsche Bank AG            6.20     9/20/2016     EUR     51.40
Deutsche Bank AG            4.20     9/20/2016     EUR     48.00
Deutsche Bank AG            6.20     9/20/2016     EUR     47.60
Deutsche Bank AG            4.20     9/20/2016     EUR     46.20
Deutsche Bank AG            4.20     9/20/2016     EUR     44.50
Deutsche Bank AG            4.20     3/22/2016     EUR     66.20
Deutsche Bank AG            4.20     3/22/2016     EUR     63.50
Deutsche Bank AG            4.20     3/22/2016     EUR     61.00
Deutsche Bank AG            4.20     6/21/2016     EUR     69.90
Deutsche Bank AG            4.20     6/21/2016     EUR     67.10
Deutsche Bank AG            4.20     3/22/2016     EUR     71.90
Deutsche Bank AG            4.20     6/21/2016     EUR     64.40
Deutsche Bank AG            6.20     6/21/2016     EUR     62.80
Deutsche Bank AG            4.20     6/21/2016     EUR     62.00
Deutsche Bank AG            6.20     9/20/2016     EUR     72.00
Deutsche Bank AG            4.20     9/20/2016     EUR     67.90
Deutsche Bank AG            4.20     9/20/2016     EUR     65.30
Deutsche Bank AG            6.20     9/20/2016     EUR     64.30
Deutsche Bank AG            5.50     3/22/2016     EUR     68.20
Deutsche Bank AG            5.50     6/21/2016     EUR     66.90
Deutsche Bank AG            5.50     3/22/2016     EUR     73.00
Deutsche Bank AG            5.50     6/21/2016     EUR     73.10
Deutsche Bank AG            4.20     3/22/2016     EUR     48.80
Deutsche Bank AG            6.20     3/22/2016     EUR     47.20
Deutsche Bank AG            4.20     3/22/2016     EUR     45.00
Deutsche Bank AG            4.20     6/21/2016     EUR     49.20
Deutsche Bank AG            4.20     6/21/2016     EUR     47.20
Deutsche Bank AG            4.20     6/21/2016     EUR     45.40
Deutsche Bank AG            6.20     9/20/2016     EUR     53.70
Deutsche Bank AG            6.20     9/20/2016     EUR     49.60
Deutsche Bank AG            6.20     9/20/2016     EUR     47.80
Deutsche Bank AG            6.20     3/22/2016     EUR     65.30
Deutsche Bank AG            6.20     6/21/2016     EUR     67.20
Deutsche Bank AG            5.50     3/22/2016     EUR     36.30
Deutsche Bank AG            5.50     3/22/2016     EUR     34.10
Deutsche Bank AG            5.50     6/21/2016     EUR     33.90
Deutsche Bank AG            5.50     3/22/2016     EUR     66.40
Deutsche Bank AG            5.50     6/21/2016     EUR     59.90
Deutsche Bank AG            5.50     3/22/2016     EUR     56.40
Deutsche Bank AG            5.50     6/21/2016     EUR     56.40
Deutsche Bank AG            5.50     3/22/2016     EUR     53.70
Deutsche Bank AG            5.50     3/22/2016     EUR     47.80
Deutsche Bank AG            5.50     6/21/2016     EUR     50.90
Deutsche Bank AG            6.20     9/20/2016     EUR     71.30
Deutsche Bank AG            5.50     3/22/2016     EUR     69.10
Deutsche Bank AG            6.20     9/20/2016     EUR     69.10
Deutsche Bank AG            4.20     3/22/2016     EUR     62.50
Deutsche Bank AG            6.20     6/21/2016     EUR     64.60
Deutsche Bank AG            6.20     3/22/2016     EUR     62.80
Deutsche Bank AG            6.20     9/20/2016     EUR     69.40
Commerzbank AG             12.00     3/24/2016     EUR     53.49
Commerzbank AG             16.50     3/24/2016     EUR     47.54
Commerzbank AG             12.25     3/24/2016     EUR     71.56
Commerzbank AG              9.25     3/24/2016     EUR     70.89
Commerzbank AG              6.75     3/24/2016     EUR     63.90
Commerzbank AG             12.25     3/24/2016     EUR     60.70
Commerzbank AG             14.50     3/24/2016     EUR     64.89
Commerzbank AG              9.25     3/24/2016     EUR     66.12
Commerzbank AG              6.75     3/24/2016     EUR     55.93
Commerzbank AG              5.00     3/24/2016     EUR     67.59
Commerzbank AG              9.25     3/24/2016     EUR     61.63
Commerzbank AG              8.00     3/24/2016     EUR     71.31
Commerzbank AG              7.25     3/24/2016     EUR     56.40
Commerzbank AG             11.00     3/24/2016     EUR     52.73
Commerzbank AG              9.75     1/21/2016     EUR     70.62
Commerzbank AG              5.75     3/24/2016     EUR     65.64
Commerzbank AG              5.00     3/24/2016     EUR     40.31
Commerzbank AG              7.75     3/24/2016     EUR     37.61
Bayerische Landesb          3.70     11/4/2016     EUR     55.56
UBS AG/London               9.00     3/29/2016     CHF     66.80
UBS AG/London               4.00     3/29/2016     CHF     65.10
UBS AG/London               4.50     3/29/2016     CHF     58.50
UniCredit Bank AG           5.00     3/24/2016     EUR     60.51
UniCredit Bank AG           5.65     3/24/2016     EUR     46.67
UniCredit Bank AG           5.70     3/24/2016     EUR     46.50
UniCredit Bank AG           4.35     3/24/2016     EUR     66.84
UniCredit Bank AG           5.60     3/24/2016     EUR     46.87
UniCredit Bank AG           4.90     3/24/2016     EUR     49.56
UniCredit Bank AG           5.75     3/24/2016     EUR     46.32
UniCredit Bank AG           5.00     3/24/2016     EUR     73.67
UniCredit Bank AG           4.00     3/24/2016     EUR     69.41
UniCredit Bank AG           5.00     3/24/2016     EUR     64.18
UniCredit Bank AG           5.55     3/24/2016     EUR     47.03
UniCredit Bank AG           5.80     3/24/2016     EUR     46.14
UniCredit Bank AG           5.10     3/24/2016     EUR     71.92
UniCredit Bank AG           4.50     3/24/2016     EUR     65.80
UniCredit Bank AG           5.40     3/24/2016     EUR     70.49
UniCredit Bank AG           4.10     3/24/2016     EUR     68.64
UniCredit Bank AG           4.80     3/24/2016     EUR     74.98
UniCredit Bank AG           5.20     3/24/2016     EUR     48.34
UniCredit Bank AG           4.45     3/24/2016     EUR     66.14
UniCredit Bank AG           4.90     3/24/2016     EUR     68.50
UniCredit Bank AG           6.00     3/24/2016     EUR     45.46
UniCredit Bank AG           5.50     3/24/2016     EUR     63.29
UniCredit Bank AG           4.40     3/24/2016     EUR     66.49
UniCredit Bank AG           5.50     3/24/2016     EUR     47.21
UniCredit Bank AG           4.70     3/24/2016     EUR     65.14
UniCredit Bank AG           4.60     3/24/2016     EUR     70.26
UniCredit Bank AG           4.40     3/24/2016     EUR     69.36
UniCredit Bank AG           5.00     3/24/2016     EUR     62.57
UniCredit Bank AG           5.35     3/24/2016     EUR     47.78
UniCredit Bank AG           4.95     3/24/2016     EUR     49.33
UniCredit Bank AG           4.50     3/24/2016     EUR     66.25
UniCredit Bank AG           4.50     3/24/2016     EUR     55.04
UniCredit Bank AG           5.90     3/24/2016     EUR     45.80
UniCredit Bank AG           5.50     3/24/2016     EUR     66.89
UniCredit Bank AG           5.20     3/24/2016     EUR     63.56
UniCredit Bank AG           4.30     3/24/2016     EUR     67.18
UniCredit Bank AG           4.15     3/24/2016     EUR     68.29
UniCredit Bank AG           4.60     3/24/2016     EUR     64.40
Commerzbank AG              9.00     3/24/2016     EUR     57.02
Vontobel Financial          5.20     3/29/2016     EUR     66.39
Credit Suisse AG/N          8.05     9/27/2016     CHF     29.28
DZ Bank AG Deutsch          5.50     3/21/2016     EUR     65.77
DZ Bank AG Deutsch          5.40     6/20/2016     EUR     67.01
DZ Bank AG Deutsch          6.30     6/20/2016     EUR     65.32
Vontobel Financial         17.20     4/22/2016     EUR     37.39
Zurcher Kantonalba         11.50     3/29/2016     EUR     66.49
Commerzbank AG              7.45     3/30/2016     EUR     65.68
HSBC Trinkaus & Bu          4.10     3/25/2016     EUR     70.39
HSBC Trinkaus & Bu          5.50     3/25/2016     EUR     68.13
HSBC Trinkaus & Bu          7.10     3/25/2016     EUR     64.16
HSBC Trinkaus & Bu          6.30     3/25/2016     EUR     45.46
HSBC Trinkaus & Bu          9.80     3/25/2016     EUR     46.92
HSBC Trinkaus & Bu          6.30     3/25/2016     EUR     72.16
HSBC Trinkaus & Bu          4.80     3/25/2016     EUR     73.65
HSBC Trinkaus & Bu          6.10     3/25/2016     EUR     55.96
HSBC Trinkaus & Bu         10.10     3/25/2016     EUR     72.49
HSBC Trinkaus & Bu          6.90     3/25/2016     EUR     60.14
HSBC Trinkaus & Bu          5.90     3/25/2016     EUR     60.17
Vontobel Financial          6.50     4/22/2016     EUR     46.44
Vontobel Financial          5.40     4/22/2016     EUR     46.48
Vontobel Financial          5.65     4/22/2016     EUR     63.42
DZ Bank AG Deutsch          5.00     3/29/2016     EUR     71.50
DZ Bank AG Deutsch          5.50     3/29/2016     EUR     49.83
DZ Bank AG Deutsch          5.75     6/24/2016     EUR     51.61
Bank Julius Baer &         14.00    10/14/2016     USD     72.55
BNP Paribas Emissi          7.50     3/24/2016     EUR     70.99
BNP Paribas Emissi          9.50     3/24/2016     EUR     68.30
BNP Paribas Emissi          7.50     6/23/2016     EUR     71.77
BNP Paribas Emissi         12.00     3/24/2016     EUR     57.86
BNP Paribas Emissi          6.00     9/22/2016     EUR     67.26
BNP Paribas Emissi         10.00     6/23/2016     EUR     71.55
BNP Paribas Emissi          8.50     9/22/2016     EUR     70.07
BNP Paribas Emissi         11.00     3/24/2016     EUR     66.10
BNP Paribas Emissi          9.50     9/22/2016     EUR     69.08
BNP Paribas Emissi          8.50    12/22/2016     EUR     70.33
BNP Paribas Emissi          6.00     3/24/2016     EUR     69.10
BNP Paribas Emissi          9.00     3/24/2016     EUR     65.10
BNP Paribas Emissi          9.50     9/22/2016     EUR     66.01
BNP Paribas Emissi         10.00     3/24/2016     EUR     59.92
BNP Paribas Emissi          6.50     6/23/2016     EUR     64.82
BNP Paribas Emissi          8.00     6/23/2016     EUR     63.15
BNP Paribas Emissi          5.00     9/22/2016     EUR     67.02
BNP Paribas Emissi          7.00     9/22/2016     EUR     63.84
BNP Paribas Emissi          5.00    12/22/2016     EUR     68.04
BNP Paribas Emissi          6.00     3/24/2016     EUR     69.34
BNP Paribas Emissi         10.00     3/24/2016     EUR     63.25
BNP Paribas Emissi          7.00     6/23/2016     EUR     66.34
BNP Paribas Emissi          3.50     3/24/2016     EUR     71.29
BNP Paribas Emissi          7.00     3/24/2016     EUR     63.86
BNP Paribas Emissi          7.50    12/22/2016     EUR     63.98
BNP Paribas Emissi          8.50     3/24/2016     EUR     72.27
BNP Paribas Emissi         13.00     3/24/2016     EUR     66.61
BNP Paribas Emissi          6.50     6/23/2016     EUR     74.43
BNP Paribas Emissi         10.00     6/23/2016     EUR     69.50
BNP Paribas Emissi          7.00     9/22/2016     EUR     73.12
BNP Paribas Emissi          9.00     9/22/2016     EUR     70.51
BNP Paribas Emissi          5.00     3/24/2016     EUR     67.69
BNP Paribas Emissi         10.00     3/24/2016     EUR     61.87
BNP Paribas Emissi          7.00     6/23/2016     EUR     65.09
BNP Paribas Emissi          9.00     3/24/2016     EUR     52.34
BNP Paribas Emissi          5.00     9/22/2016     EUR     57.95
BNP Paribas Emissi         12.00     3/24/2016     EUR     60.34
BNP Paribas Emissi         10.00     9/22/2016     EUR     63.02
BNP Paribas Emissi          6.50     3/24/2016     EUR     52.58
BNP Paribas Emissi          9.50     3/24/2016     EUR     48.62
BNP Paribas Emissi          8.00     6/23/2016     EUR     51.13
BNP Paribas Emissi          8.00     9/22/2016     EUR     53.05
BNP Paribas Emissi          8.50    12/22/2016     EUR     53.32
UniCredit Bank AG           4.00    12/22/2016     EUR     75.35
BNP Paribas Emissi         12.00     3/24/2016     EUR     46.45
BNP Paribas Emissi         10.00     9/22/2016     EUR     50.57
HSBC Trinkaus & Bu         10.40     2/26/2016     EUR     35.30
BNP Paribas Emissi          8.50     3/24/2016     EUR     67.06
BNP Paribas Emissi         12.00     3/24/2016     EUR     62.43
BNP Paribas Emissi          9.00     6/23/2016     EUR     66.68
BNP Paribas Emissi          6.00     9/22/2016     EUR     71.91
HSBC Trinkaus & Bu         13.00     3/25/2016     EUR     63.73
HSBC Trinkaus & Bu          8.00     2/26/2016     EUR     69.04
HSBC Trinkaus & Bu          9.00     6/24/2016     EUR     68.35
HSBC Trinkaus & Bu         13.40     3/25/2016     EUR     58.60
HSBC Trinkaus & Bu          8.80     6/24/2016     EUR     65.37
HSBC Trinkaus & Bu         12.10     3/25/2016     EUR     68.75
HSBC Trinkaus & Bu         11.10     3/25/2016     EUR     44.76
HSBC Trinkaus & Bu          8.90     6/24/2016     EUR     47.78
HSBC Trinkaus & Bu         14.20     3/25/2016     EUR     62.02
HSBC Trinkaus & Bu         11.10     2/26/2016     EUR     65.24
HSBC Trinkaus & Bu         13.80     3/25/2016     EUR     65.21
HSBC Trinkaus & Bu          8.90     6/24/2016     EUR     69.62
UniCredit Bank AG           4.25    12/22/2016     EUR     74.35
HSBC Trinkaus & Bu          7.10     2/26/2016     EUR     65.92
UniCredit Bank AG           4.50    12/22/2016     EUR     73.98
Vontobel Financial         10.10     3/30/2016     EUR     45.87
Vontobel Financial          6.00     4/22/2016     EUR     59.69
Vontobel Financial          6.00     4/22/2016     EUR     68.46
Deutsche Bank AG            5.20     6/21/2016     EUR     69.40
Deutsche Bank AG            5.20     3/22/2016     EUR     65.10
Deutsche Bank AG            5.20     9/20/2016     EUR     65.40
Deutsche Bank AG            5.20     9/20/2016     EUR     68.00
Deutsche Bank AG            5.20     9/20/2016     EUR     65.60
Deutsche Bank AG            5.20     3/22/2016     EUR     67.90
Deutsche Bank AG            5.20     9/20/2016     EUR     68.70
Deutsche Bank AG            5.20     9/20/2016     EUR     70.60
Deutsche Bank AG            5.20     6/21/2016     EUR     64.10
Deutsche Bank AG            5.20     3/22/2016     EUR     65.50
Deutsche Bank AG            5.20     9/20/2016     EUR     66.20
Deutsche Bank AG            5.20     6/21/2016     EUR     66.80
Deutsche Bank AG            5.20     3/22/2016     EUR     72.00
Deutsche Bank AG            5.20     9/20/2016     EUR     63.90
HSBC Trinkaus & Bu         10.30     9/23/2016     EUR     70.17
Deutsche Bank AG            6.20     9/20/2016     EUR     68.10
Deutsche Bank AG            5.20     3/22/2016     EUR     57.20
Deutsche Bank AG            5.20     9/20/2016     EUR     66.90
Deutsche Bank AG            4.20     9/20/2016     EUR     66.70
Deutsche Bank AG            5.20     3/22/2016     EUR     60.40
Deutsche Bank AG            5.20     6/21/2016     EUR     55.70
Deutsche Bank AG            5.20     6/21/2016     EUR     70.10
Deutsche Bank AG            8.20     3/22/2016     EUR     68.50
Deutsche Bank AG            6.20     3/22/2016     EUR     53.80
Deutsche Bank AG            5.20     3/22/2016     EUR     51.20
Deutsche Bank AG            5.20     6/21/2016     EUR     56.70
Deutsche Bank AG            5.20     6/21/2016     EUR     54.10
Deutsche Bank AG            5.20     6/21/2016     EUR     51.80
Deutsche Bank AG            5.20     9/20/2016     EUR     57.80
Deutsche Bank AG            6.20    12/20/2016     EUR     59.90
Deutsche Bank AG            5.20    12/20/2016     EUR     56.50
Deutsche Bank AG            8.20     3/22/2016     EUR     68.30
Deutsche Bank AG            8.20     3/22/2016     EUR     67.10
Deutsche Bank AG            8.20     6/21/2016     EUR     69.10
Deutsche Bank AG            8.20     3/22/2016     EUR     57.80
Deutsche Bank AG            8.20     3/22/2016     EUR     51.80
Deutsche Bank AG            8.20     6/21/2016     EUR     53.10
Deutsche Bank AG            3.20     6/21/2016     EUR     70.60
Deutsche Bank AG            3.20     3/22/2016     EUR     70.60
Deutsche Bank AG            4.20     6/21/2016     EUR     69.20
Deutsche Bank AG            5.50     6/21/2016     EUR     75.10
Deutsche Bank AG            3.20     3/22/2016     EUR     68.50
Deutsche Bank AG            3.20     3/22/2016     EUR     66.10
Deutsche Bank AG            3.20     6/21/2016     EUR     69.20
Deutsche Bank AG            4.20     6/21/2016     EUR     67.30
Deutsche Bank AG            5.50    12/20/2016     EUR     77.60
Deutsche Bank AG            4.20     6/21/2016     EUR     69.90
Deutsche Bank AG            5.50     3/22/2016     EUR     73.30
Deutsche Bank AG            5.50     6/21/2016     EUR     68.50
Deutsche Bank AG            5.50     9/20/2016     EUR     74.40
Deutsche Bank AG            5.50    12/20/2016     EUR     71.00
Deutsche Bank AG            3.20     3/22/2016     EUR     61.00
Deutsche Bank AG            3.20     3/22/2016     EUR     58.80
Deutsche Bank AG            4.20     6/21/2016     EUR     63.60
Deutsche Bank AG            3.20     6/21/2016     EUR     60.90
Deutsche Bank AG            3.20     6/21/2016     EUR     56.70
Deutsche Bank AG            3.20     3/22/2016     EUR     58.80
Deutsche Bank AG            4.20     3/22/2016     EUR     53.40
Deutsche Bank AG            4.20     3/22/2016     EUR     51.00
Deutsche Bank AG            3.20     6/21/2016     EUR     55.80
Deutsche Bank AG            3.20     6/21/2016     EUR     53.20
Deutsche Bank AG            4.20     6/21/2016     EUR     51.30
Deutsche Bank AG            3.20     6/21/2016     EUR     50.90
Deutsche Bank AG            5.20     6/21/2016     EUR     71.50
Deutsche Bank AG            6.20     6/21/2016     EUR     70.10
Deutsche Bank AG            5.20     9/20/2016     EUR     70.80
Deutsche Bank AG            5.20     3/22/2016     EUR     68.90
Deutsche Bank AG            6.20     3/22/2016     EUR     66.70
Deutsche Bank AG            5.20     6/21/2016     EUR     67.80
Deutsche Bank AG            5.20     9/20/2016     EUR     69.00
Deutsche Bank AG            6.20     6/21/2016     EUR     64.50
Deutsche Bank AG            7.50     3/22/2016     EUR     77.00
Deutsche Bank AG            7.50     6/21/2016     EUR     72.50
Deutsche Bank AG            8.20     6/21/2016     EUR     69.00
Deutsche Bank AG            7.50     9/20/2016     EUR     78.20
Deutsche Bank AG            7.50    12/20/2016     EUR     76.40
Deutsche Bank AG            5.20     9/20/2016     EUR     65.00
Deutsche Bank AG            5.20     9/20/2016     EUR     60.70
Deutsche Bank AG            5.20    12/20/2016     EUR     66.10
Deutsche Bank AG            5.20    12/20/2016     EUR     63.90
Deutsche Bank AG            6.20    12/20/2016     EUR     62.80
Deutsche Bank AG            5.20    12/20/2016     EUR     59.90
Deutsche Bank AG            6.20    12/20/2016     EUR     57.40
Deutsche Bank AG            6.20    12/20/2016     EUR     55.10
Deutsche Bank AG            8.20     3/22/2016     EUR     69.60
Deutsche Bank AG            7.50     3/22/2016     EUR     68.90
Deutsche Bank AG            7.50     6/21/2016     EUR     73.70
Deutsche Bank AG            7.50     6/21/2016     EUR     65.40
Deutsche Bank AG            7.50     9/20/2016     EUR     71.70
Deutsche Bank AG            7.50    12/20/2016     EUR     69.30
Vontobel Financial          4.70     3/29/2016     EUR     59.00
Vontobel Financial          4.35     3/29/2016     EUR     67.66
Vontobel Financial          8.60     3/29/2016     EUR     69.75
Commerzbank AG              5.80     10/8/2017     EUR     69.49
Vontobel Financial         10.05     3/29/2016     EUR     65.46
DZ Bank AG Deutsch          4.70     6/20/2016     EUR     64.43
DZ Bank AG Deutsch          6.20     3/21/2016     EUR     74.49
HSBC Trinkaus & Bu         11.50     3/25/2016     EUR     68.79
HSBC Trinkaus & Bu          5.03     3/24/2016     EUR     40.34
HSBC Trinkaus & Bu         12.10     3/25/2016     EUR     32.96
HSBC Trinkaus & Bu          9.90     4/22/2016     EUR     35.14
HSBC Trinkaus & Bu          9.90     3/25/2016     EUR     68.29
HSBC Trinkaus & Bu          9.10     1/22/2016     EUR     72.56
HSBC Trinkaus & Bu         13.40     3/25/2016     EUR     61.91
HSBC Trinkaus & Bu          8.80     6/24/2016     EUR     69.28
HSBC Trinkaus & Bu          8.60     4/22/2016     EUR     67.91
HSBC Trinkaus & Bu          7.90     4/22/2016     EUR     47.14
HSBC Trinkaus & Bu         12.70     3/25/2016     EUR     60.50
HSBC Trinkaus & Bu          7.50     1/22/2016     EUR     69.92
HSBC Trinkaus & Bu         11.00     3/25/2016     EUR     48.29
HSBC Trinkaus & Bu          7.50     1/22/2016     EUR     53.31
HSBC Trinkaus & Bu         13.70     4/22/2016     EUR     48.46
HSBC Trinkaus & Bu         13.00     3/25/2016     EUR     70.31
HSBC Trinkaus & Bu         12.00     3/25/2016     EUR     54.88
HSBC Trinkaus & Bu          7.80     1/22/2016     EUR     61.82
HSBC Trinkaus & Bu          8.30     6/24/2016     EUR     47.36
HSBC Trinkaus & Bu          9.30     6/24/2016     EUR     69.53
HSBC Trinkaus & Bu          9.80     4/22/2016     EUR     69.34
HSBC Trinkaus & Bu         12.60     3/25/2016     EUR     70.80
HSBC Trinkaus & Bu         12.70     3/25/2016     EUR     69.00
HSBC Trinkaus & Bu          8.70     1/22/2016     EUR     76.55
HSBC Trinkaus & Bu         12.50     3/25/2016     EUR     49.03
HSBC Trinkaus & Bu         14.00     3/25/2016     EUR     63.42
HSBC Trinkaus & Bu         11.30     4/22/2016     EUR     67.29
HSBC Trinkaus & Bu         11.60     3/25/2016     EUR     64.68
HSBC Trinkaus & Bu          9.30     4/22/2016     EUR     67.97
HSBC Trinkaus & Bu          9.40     1/22/2016     EUR     72.10
HSBC Trinkaus & Bu         14.40     3/25/2016     EUR     70.86
HSBC Trinkaus & Bu         13.20     3/25/2016     EUR     62.32
HSBC Trinkaus & Bu          6.70     3/25/2016     EUR     70.35
HSBC Trinkaus & Bu          8.10     4/22/2016     EUR     68.26
HSBC Trinkaus & Bu          9.60     4/22/2016     EUR     67.60
HSBC Trinkaus & Bu         12.90     3/25/2016     EUR     57.42
HSBC Trinkaus & Bu          7.50     4/22/2016     EUR     62.69
Vontobel Financial          5.00     4/22/2016     EUR     67.07
Vontobel Financial          8.00     4/22/2016     EUR     66.11
Zurcher Kantonalba         10.00     3/24/2016     EUR     50.18
Vontobel Financial          8.70     3/29/2016     EUR     66.97
DZ Bank AG Deutsch          9.50     3/29/2016     EUR     69.29
DZ Bank AG Deutsch         10.25     3/29/2016     EUR     71.45
DZ Bank AG Deutsch         11.50     3/29/2016     EUR     65.63
DZ Bank AG Deutsch          7.00     6/24/2016     EUR     67.75
DZ Bank AG Deutsch          5.25     3/29/2016     EUR     48.96
DZ Bank AG Deutsch          5.50     3/29/2016     EUR     72.19
DZ Bank AG Deutsch          5.25     3/29/2016     EUR     62.08
DZ Bank AG Deutsch          8.75     3/29/2016     EUR     60.11
DZ Bank AG Deutsch         11.00     6/24/2016     EUR     60.91
DZ Bank AG Deutsch          8.25     3/29/2016     EUR     62.17
DZ Bank AG Deutsch          5.75     3/29/2016     EUR     50.90
DZ Bank AG Deutsch          8.25     3/29/2016     EUR     49.93
DZ Bank AG Deutsch          7.75     6/24/2016     EUR     49.77
Landesbank Hessen-          5.15     4/15/2016     EUR     71.80
HSBC Trinkaus & Bu          7.00     2/26/2016     EUR     71.81
HSBC Trinkaus & Bu         12.10     3/25/2016     EUR     63.91
HSBC Trinkaus & Bu          7.20     6/24/2016     EUR     71.97
HSBC Trinkaus & Bu          6.30     6/24/2016     EUR     50.57
HSBC Trinkaus & Bu          6.70     6/24/2016     EUR     65.76
HSBC Trinkaus & Bu         12.60     3/25/2016     EUR     46.54
HSBC Trinkaus & Bu          9.70     3/25/2016     EUR     62.01
HSBC Trinkaus & Bu         10.60     3/25/2016     EUR     60.11
HSBC Trinkaus & Bu          7.40     6/24/2016     EUR     65.11
HSBC Trinkaus & Bu          8.00     2/26/2016     EUR     63.51
Vontobel Financial         11.65     3/29/2016     EUR     68.66
Vontobel Financial         10.50     3/29/2016     EUR     65.05
Vontobel Financial          8.00     4/22/2016     EUR     53.10
Vontobel Financial          7.50     4/22/2016     EUR     61.22
DZ Bank AG Deutsch          7.50     6/20/2016     EUR     71.04
DZ Bank AG Deutsch          6.00     3/21/2016     EUR     62.27
DZ Bank AG Deutsch          6.75     6/20/2016     EUR     61.83
DZ Bank AG Deutsch          5.25     3/21/2016     EUR     45.19
DZ Bank AG Deutsch          7.40     3/29/2016     EUR     68.88
DZ Bank AG Deutsch          7.40     3/29/2016     EUR     68.15
DZ Bank AG Deutsch          6.40     3/21/2016     EUR     73.34
DZ Bank AG Deutsch          4.80     6/20/2016     EUR     69.16
DZ Bank AG Deutsch          5.40     6/20/2016     EUR     62.01
DZ Bank AG Deutsch          5.30     6/20/2016     EUR     52.80
DZ Bank AG Deutsch          6.70     6/20/2016     EUR     64.00
Vontobel Financial          7.70     3/29/2016     EUR     65.14
BNP Paribas Emissi          7.50     7/21/2016     EUR     70.32
BNP Paribas Emissi         12.00     1/21/2016     EUR     71.80
BNP Paribas Emissi          6.50     1/21/2016     EUR     59.34
BNP Paribas Emissi          4.50     1/21/2016     EUR     71.94
Goldman Sachs & Co          9.00     4/20/2016     EUR     72.06
Goldman Sachs & Co         12.00     1/20/2016     EUR     74.57
Goldman Sachs & Co         10.00     4/20/2016     EUR     69.42
Goldman Sachs & Co         12.00     4/20/2016     EUR     69.92
Goldman Sachs & Co          8.00     2/24/2016     EUR     66.50
Goldman Sachs & Co          8.00     4/20/2016     EUR     67.69
Goldman Sachs & Co         10.00     4/20/2016     EUR     68.20
Goldman Sachs & Co          7.00     4/20/2016     EUR     60.00
Goldman Sachs & Co         10.00     4/20/2016     EUR     60.75
Goldman Sachs & Co          6.00     9/21/2016     EUR     59.20
Goldman Sachs & Co          7.00     9/21/2016     EUR     59.87
Goldman Sachs & Co          8.00     9/21/2016     EUR     60.54
Goldman Sachs & Co          8.00     4/20/2016     EUR     47.16
Goldman Sachs & Co         11.00     4/20/2016     EUR     47.91
Goldman Sachs & Co         11.00     4/20/2016     EUR     47.91
Goldman Sachs & Co          5.00     9/21/2016     EUR     46.85
Goldman Sachs & Co         10.00     9/21/2016     EUR     50.20
Goldman Sachs & Co         10.00     9/21/2016     EUR     50.20
Goldman Sachs & Co         10.00     9/21/2016     EUR     50.20
Goldman Sachs & Co          5.00     4/20/2016     EUR     49.54
Goldman Sachs & Co          8.00     4/20/2016     EUR     50.30
Goldman Sachs & Co          9.00     4/20/2016     EUR     50.55
Goldman Sachs & Co          5.00     6/22/2016     EUR     49.73
Goldman Sachs & Co          6.00     6/22/2016     EUR     50.16
Goldman Sachs & Co          6.00     9/21/2016     EUR     51.59
Goldman Sachs & Co          8.00     9/21/2016     EUR     52.93
Goldman Sachs & Co          8.00     9/21/2016     EUR     52.93
Commerzbank AG              6.75     3/11/2016     EUR     31.00
Landesbank Hessen-          6.75     4/17/2020     EUR     55.57
DZ Bank AG Deutsch          5.90     6/20/2016     EUR     64.96
DZ Bank AG Deutsch          5.30     3/21/2016     EUR     65.28
DZ Bank AG Deutsch          5.20     3/21/2016     EUR     49.53
DZ Bank AG Deutsch          5.20     3/21/2016     EUR     66.32
Commerzbank AG             11.50     3/24/2016     EUR     69.21
Commerzbank AG              7.75     3/24/2016     EUR     69.41
Commerzbank AG              6.50     3/24/2016     EUR     70.25
Commerzbank AG              8.50     3/24/2016     EUR     67.49
Commerzbank AG              8.75     3/24/2016     EUR     71.05
Commerzbank AG              9.75     3/24/2016     EUR     69.48
Commerzbank AG              8.00     3/24/2016     EUR     66.54
Commerzbank AG             10.00     3/24/2016     EUR     64.04
Commerzbank AG              3.75     3/24/2016     EUR     68.29
Commerzbank AG              5.75     3/24/2016     EUR     64.29
Commerzbank AG              6.75     3/24/2016     EUR     62.81
Commerzbank AG              8.75     3/24/2016     EUR     60.12
Commerzbank AG              5.00     3/24/2016     EUR     74.54
Commerzbank AG              7.00     3/24/2016     EUR     71.16
Commerzbank AG              9.00     3/24/2016     EUR     68.39
Commerzbank AG              5.00     3/24/2016     EUR     65.45
Commerzbank AG              3.00     3/24/2016     EUR     56.21
Commerzbank AG              5.00     3/24/2016     EUR     52.43
Commerzbank AG              7.00     3/24/2016     EUR     49.75
Commerzbank AG              9.00     3/24/2016     EUR     47.86
Commerzbank AG             11.00     3/24/2016     EUR     46.17
BNP Paribas Emissi         16.00     3/24/2016     EUR     68.33
BNP Paribas Emissi          6.00     9/22/2016     EUR     72.19
Commerzbank AG              5.75     3/24/2016     EUR     65.70
Commerzbank AG              7.75     3/24/2016     EUR     62.43
Commerzbank AG              9.75     3/24/2016     EUR     59.80
Commerzbank AG              5.25     3/24/2016     EUR     51.23
Commerzbank AG              7.50     3/24/2016     EUR     48.79
Commerzbank AG              9.25     3/24/2016     EUR     47.01
Commerzbank AG              4.75     3/24/2016     EUR     52.55
Commerzbank AG              6.75     3/24/2016     EUR     50.26
BNP Paribas Emissi         19.00     9/22/2016     EUR     63.34
BNP Paribas Emissi         16.00    12/22/2016     EUR     64.76
UBS AG/London               8.50     3/29/2016     EUR     66.64
BNP Paribas Emissi         22.00     9/22/2016     EUR     64.30
BNP Paribas Emissi         19.00    12/22/2016     EUR     66.71
UBS AG/London              17.25     3/29/2016     EUR     45.79
UBS AG/London              10.75     3/29/2016     EUR     68.81
UBS AG/London               8.50     3/29/2016     EUR     67.84
BNP Paribas Emissi          9.00     9/22/2016     EUR     71.18
UBS AG/London               8.50     3/29/2016     EUR     67.42
BNP Paribas Emissi         12.00     6/23/2016     EUR     63.92
BNP Paribas Emissi         18.00     6/23/2016     EUR     61.22
BNP Paribas Emissi          7.00     9/22/2016     EUR     69.13
BNP Paribas Emissi          9.50     9/22/2016     EUR     67.12
BNP Paribas Emissi         17.00     9/22/2016     EUR     62.13
BNP Paribas Emissi         11.00    12/22/2016     EUR     66.10
BNP Paribas Emissi         15.00    12/22/2016     EUR     64.34
BNP Paribas Emissi         29.00     3/24/2016     EUR     57.16
BNP Paribas Emissi         11.00     6/23/2016     EUR     65.86
Notenstein La Roch          4.50     3/27/2018     EUR     52.56
Notenstein La Roch          6.50     9/27/2016     CHF     62.79
Notenstein La Roch          5.00     3/27/2019     CHF     70.12
Zurcher Kantonalba          6.02      4/1/2016     CHF     68.70
Vontobel Financial         10.00     3/29/2016     EUR     46.26
Notenstein La Roch          4.25     3/30/2016     CHF     64.03
Landesbank Hessen-          6.35     3/18/2016     EUR     47.60
DZ Bank AG Deutsch          4.40     3/21/2016     EUR     69.85
DZ Bank AG Deutsch          6.50     3/21/2016     EUR     67.84
DZ Bank AG Deutsch          5.30     3/21/2016     EUR     71.65
DZ Bank AG Deutsch          4.80     6/20/2016     EUR     67.71
DZ Bank AG Deutsch          5.40     3/21/2016     EUR     47.35
DZ Bank AG Deutsch          5.20     2/24/2016     EUR     70.92
Credit Suisse AG/N          6.00     10/3/2016     EUR     48.45
Vontobel Financial          5.00     4/22/2016     EUR     71.94
Vontobel Financial         17.15     6/24/2016     EUR     61.64
Vontobel Financial         17.40     6/24/2016     EUR     60.97
Vontobel Financial         17.35     6/24/2016     EUR     57.22
Vontobel Financial         18.40     6/24/2016     EUR     59.39
Vontobel Financial         15.00    12/23/2016     EUR     63.25
DZ Bank AG Deutsch          5.25     3/29/2016     EUR     73.64
Vontobel Financial         26.00     3/29/2016     EUR     55.97
Vontobel Financial          8.00     6/24/2016     EUR     74.21
Vontobel Financial         13.60     6/24/2016     EUR     65.23
Vontobel Financial         21.55     6/24/2016     EUR     59.65
DZ Bank AG Deutsch          5.00     3/29/2016     EUR     62.21
DZ Bank AG Deutsch          7.25     3/29/2016     EUR     63.95
DZ Bank AG Deutsch          8.00     3/29/2016     EUR     65.42
DZ Bank AG Deutsch          6.00     3/29/2016     EUR     61.04
DZ Bank AG Deutsch          6.00     3/29/2016     EUR     61.20
DZ Bank AG Deutsch          6.75     6/24/2016     EUR     73.45
Vontobel Financial          8.00     3/29/2016     EUR     69.63
Vontobel Financial          9.55     3/29/2016     EUR     70.39
Credit Suisse AG/N          6.25     9/26/2016     CHF     69.77
Deutsche Bank AG            8.20     6/21/2016     EUR     68.10
Deutsche Bank AG            5.20     3/22/2016     EUR     53.60
Deutsche Bank AG            6.20     3/22/2016     EUR     51.40
Deutsche Bank AG            6.20     6/21/2016     EUR     57.10
Deutsche Bank AG            6.20     6/21/2016     EUR     54.50
Deutsche Bank AG            5.20     9/20/2016     EUR     55.30
Deutsche Bank AG            5.20     9/20/2016     EUR     53.00
Deutsche Bank AG            5.20    12/20/2016     EUR     59.00
Deutsche Bank AG            8.20     6/21/2016     EUR     68.90
Deutsche Bank AG            8.20     3/22/2016     EUR     64.90
Deutsche Bank AG            8.20     6/21/2016     EUR     66.90
Deutsche Bank AG            8.20     3/22/2016     EUR     59.80
Deutsche Bank AG            8.20     6/21/2016     EUR     58.90
Deutsche Bank AG            8.20     6/21/2016     EUR     57.00
Deutsche Bank AG            8.20     3/22/2016     EUR     49.60
Deutsche Bank AG            8.20     6/21/2016     EUR     50.90
Deutsche Bank AG            4.20     6/21/2016     EUR     71.10
Deutsche Bank AG            3.20     6/21/2016     EUR     68.80
Deutsche Bank AG            5.50     3/22/2016     EUR     76.70
Deutsche Bank AG            4.20     3/22/2016     EUR     68.70
Deutsche Bank AG            4.20     3/22/2016     EUR     66.30
Deutsche Bank AG            5.50     9/20/2016     EUR     76.90
Deutsche Bank AG            3.20     6/21/2016     EUR     66.90
Deutsche Bank AG            3.20     6/21/2016     EUR     69.50
Deutsche Bank AG            5.50     3/22/2016     EUR     68.60
Deutsche Bank AG            5.50     6/21/2016     EUR     72.80
Deutsche Bank AG            5.50     9/20/2016     EUR     70.30
Deutsche Bank AG            5.50    12/20/2016     EUR     74.90
Deutsche Bank AG            3.20     3/22/2016     EUR     63.30
Deutsche Bank AG            4.20     3/22/2016     EUR     59.00
Deutsche Bank AG            3.20     6/21/2016     EUR     65.60
Deutsche Bank AG            3.20     6/21/2016     EUR     63.20
Deutsche Bank AG            3.20     6/21/2016     EUR     58.70
Deutsche Bank AG            4.20     6/21/2016     EUR     59.20
Deutsche Bank AG            4.20     6/21/2016     EUR     57.10
Deutsche Bank AG            4.20     3/22/2016     EUR     56.10
Deutsche Bank AG            3.20     3/22/2016     EUR     53.20
Deutsche Bank AG            3.20     3/22/2016     EUR     50.80
Deutsche Bank AG            3.20     6/21/2016     EUR     58.60
Deutsche Bank AG            4.20     6/21/2016     EUR     56.20
Deutsche Bank AG            4.20     6/21/2016     EUR     53.70
Deutsche Bank AG            6.20     6/21/2016     EUR     71.90
Deutsche Bank AG            5.20     6/21/2016     EUR     69.70
Deutsche Bank AG            6.20     3/22/2016     EUR     69.00
Deutsche Bank AG            5.20     3/22/2016     EUR     66.50
Deutsche Bank AG            6.20     6/21/2016     EUR     68.20
Deutsche Bank AG            5.20     6/21/2016     EUR     64.00
Deutsche Bank AG            7.50     3/22/2016     EUR     73.30
Deutsche Bank AG            7.50     6/21/2016     EUR     75.90
Deutsche Bank AG            7.50     9/20/2016     EUR     75.00
Deutsche Bank AG            5.20     9/20/2016     EUR     62.80
Deutsche Bank AG            5.20     9/20/2016     EUR     58.70
Deutsche Bank AG            6.20    12/20/2016     EUR     67.00
Deutsche Bank AG            6.20    12/20/2016     EUR     64.80
Deutsche Bank AG            5.20    12/20/2016     EUR     61.80
Deutsche Bank AG            6.20    12/20/2016     EUR     60.80
Deutsche Bank AG            5.20    12/20/2016     EUR     54.20
Deutsche Bank AG            7.50     3/22/2016     EUR     73.60
Deutsche Bank AG            7.50     3/22/2016     EUR     64.80
Deutsche Bank AG            7.50     6/21/2016     EUR     69.30
Deutsche Bank AG            7.50     9/20/2016     EUR     67.90
Deutsche Bank AG            7.50    12/20/2016     EUR     72.90
Vontobel Financial          4.75     6/24/2016     EUR     66.64
Vontobel Financial          8.75     6/24/2016     EUR     69.46
Vontobel Financial          9.60     6/24/2016     EUR     67.58
DZ Bank AG Deutsch          8.00     3/29/2016     EUR     65.69
DZ Bank AG Deutsch          4.70     6/20/2016     EUR     70.82
DZ Bank AG Deutsch          5.50     3/29/2016     EUR     36.08
DZ Bank AG Deutsch          8.50     3/29/2016     EUR     58.21
HSBC Trinkaus & Bu         13.10   &nb