TCREUR_Public/160201.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, February 1, 2016, Vol. 17, No. 021


                            Headlines


G E R M A N Y

KRAUSSMAFFEI GROUP: S&P Puts 'B+' CCR on CreditWatch Positive


G R E E C E

PIRAEUS BANK: Appoints Three New Board of Directors


I R E L A N D

CELF LOAN II: S&P Affirms 'B-' Rating on Class D Notes
INNOVATION ENTERPRISES: High Court Appoints Liquidators
MCELHINNEYS: Judge Refers Receiver's Allegations for Gardai Probe
NEWHAVEN II CLO: Moody's Assigns 'B2' Rating to Class F Notes
NEWHAVEN II CLO: Fitch Assigns 'B-sf' Rating to Class F Notes


I T A L Y

BORMIOLI: Moody's Changes Outlook on B2 CFR to Stable
SIENA LEASE 2016-2: Moody's Assigns Caa2 Rating to Class D Notes
SIENA LEASE 2016-2: Fitch Assigns 'Bsf' Rating to Class C Notes


N E T H E R L A N D S

LAURELIN II: Fitch Affirms 'BBsf' Rating to Class E Notes


P O R T U G A L

ATLANTES MORTGAGES NO. 1: Moody's Hikes D Notes Rating From B2
NOVO BANCO: Bond Investors Hire Law Firms Following Bond Transfer


R U S S I A

INSURANCE INVESTMENT: Placed Under Provisional Administration
INVESTMENT TRADE: Moody's Withdraws Caa3 FC Deposit Ratings
SVIAZ-BANK: Fitch Puts 'BB' IDR on CreditWatch Negative


S P A I N

CAIXA PENEDES 1: S&P Affirms B Rating on Class C Notes
FONCAIXA FTGENCAT 5: S&P Affirms D Rating on Class D Notes


S W E D E N

BRAVIDA HOLDING: Moody's Withdraws Ba3 Corporate Family Rating


U N I T E D   K I N G D O M

CIRCLE EXPRESS: Rico Takes Over Business Following CVA
NORD ANGLIA: Moody's Says 1Q FY2016 Results in Line With B1 CFR
PROSERV GROUP: S&P Lowers CCR to 'CCC+', Outlook Negative
QUINDELL PLC: Slater & Gordon's Woes Mount Following Takeover
SUNSHINE CARE: RPO Won't Reimburse Employees' Unpaid Wages

* UK: Company Administrations Hit Record Low in 2015, FRP Says
* UK: Corporate Insolvencies Continue Steady Decline, R3 Says
* UK: Euler Hermes Expects Hike in Corporate Insolvencies in 2016


X X X X X X X X

* BOND PRICING: For the Week January 25, 2016 to January 29, 2016


                            *********



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G E R M A N Y
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KRAUSSMAFFEI GROUP: S&P Puts 'B+' CCR on CreditWatch Positive
-------------------------------------------------------------
Standard & Poor's Ratings Services placed its 'B+' long-term
corporate credit rating on Germany-based plastics and rubber-
processing machinery manufacturer KraussMaffei Group GmbH on
CreditWatch with positive implications.

At the same time, S&P placed its 'B' issue rating on KraussMaffei
Group's EUR325 million senior secured notes with a carrying
amount of EUR260 million on CreditWatch positive.  The recovery
rating remains '5', reflecting S&P's expectation of modest
recovery (10%-30%; lower half of the range) in the event of a
payment default.

The CreditWatch placement follows the announcement by China
National Chemical Corp. (ChemChina) that it intends to acquire
KraussMaffei Group from its private equity owner Onex.  The
transaction values KraussMaffei Group at EUR925 million and is
subject to regulatory approvals, which are expected to be
completed during the first half of 2016.

S&P expects that KraussMaffei Group's credit profile may benefit
from the acquisition by the financially stronger ChemChina.  If
the acquisition is 100% debt-funded, we believe that ChemChina's
'bbb' group credit profile (GCP) will not be immediately
affected. S&P would need to assess KraussMaffei Group's strategic
importance for ChemChina in order to form a view on its credit
quality post the transaction.

The documentation in KraussMaffei Group's senior notes contains a
change-of-control clause that is triggered in the event that the
company is acquired by a new shareholder.  S&P currently has no
information on the company's capital structure post the
transaction.  However, should the change-of-control clause be
triggered, S&P assumes that the refinancing would be managed in a
timely manner by the new parent.

S&P's current rating on KraussMaffei Group reflects S&P's
assessment of its financial risk profile as highly leveraged and
its business risk profile as weak.

S&P expects to resolve the CreditWatch placement at the closing
of the transaction, which S&P understands is likely to occur in
the first half of this year.  At closing, S&P would assess any
changes to KraussMaffei Group's capital structure and appraise
its status within the ChemChina group.



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G R E E C E
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PIRAEUS BANK: Appoints Three New Board of Directors
---------------------------------------------------
Kerin Hope at The Financial Times reports that Greece's largest
lender, Piraeus Bank, has named three representatives of foreign
shareholders to its board for the first time as a drive to
improve governance of the country's recession-hit banking sector
gets under way.

The move by Piraeus followed the unexpected sacking last month by
Greece's Syriza-led government of Anthimos Thomopoulos, the
bank's chief executive, after he struggled to complete a EUR1.4
billion capital raising on international markets, the FT relays.

Athenian bankers criticized the sacking, saying it should have
been formally approved by the Hellenic Financial Stability Fund,
a bank rescue fund set up by Greece's creditors and the biggest
shareholder in Piraeus with a 25% stake, the FT discloses.

According to the FT, the three new non-executive board members at
Piraeus represent the European Bank for Reconstruction and
Development; the US hedge fund Paulson & Co, the largest single
shareholder in the bank with a stake of more than 9%, and Libra
Group, a private transport and leisure group owned by George
Logothetis, a US-based Greek shipowner.

Nikos Christodoulakis, a former finance minister, was among those
who left the Piraeus board, the FT notes.

A Piraeus official, as cited by the FT, said the bank was
"implementing a governance audit of its own".  It has appointed
the international headhunter Egon Zehnder to find a new chief
executive, the FT says.

Headquartered in Athens, Piraeus Bank S.A., together with its
subsidiaries, provides various banking products and services in
the Southeastern Europe, Greece, Western Europe, and Egypt.

                           *   *   *

As reported by the Troubled Company Reporter-Europe on Dec. 8,
2015, Standard & Poor's Ratings Services said it revised its
long-term counterparty credit rating on Greece-based Piraeus Bank
S.A. to 'SD' (selective default) from 'D'.  S&P also raised its
issue rating on the senior unsecured debt to 'CCC+' from 'D' and
its issue rating on the subordinated debt to 'CC' from 'D' on its
EUR25 billion euro medium-term note (EMTN) program.  S&P also
raised the short-term rating to 'C' from 'D' on Piraeus' EUR25
billion EMTN program and on its EUR5 billion commercial paper
program.

The rating action follows Piraeus' completion of a EUR4.93
billion capital raising plan.  The bank has covered EUR1.94
billion through private funds, by completing a capital increase
and a distressed exchange on its senior unsecured, subordinated,
and preferred securities.  About EUR271 million consisted of
mitigating measures accepted by the ECB.  In addition, the
Hellenic Financial Stability Fund (HFSF) will provide
EUR2.72 billion of the residual capital needed, of which 25% will
come through equity and 75% by acquiring contingent convertible
bonds to be issued by Piraeus.

S&P's 'SD' rating on Piraeus reflects S&P's view that the bank is
still unable to completely fulfill its deposit obligations in a
timely manner, due to the capital controls being imposed in
Greece.



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I R E L A N D
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CELF LOAN II: S&P Affirms 'B-' Rating on Class D Notes
------------------------------------------------------
Standard & Poor's Ratings Services raised to 'AAA (sf)' from
'AA (sf)' its credit ratings on CELF Loan Partners II PLC's class
B-1 and B-2 notes.  At the same time, S&P has affirmed its
'BBB- (sf)' and 'B- (sf)' ratings on the class C and D notes,
respectively.

The rating actions follow S&P's assessment of the transaction's
performance using data from the Dec. 15, 2015 payment date
report.

Upon publishing S&P's updated corporate collateralized debt
obligation (CDO) criteria, it placed those ratings that could
potentially be affected under criteria observation.  Following
S&P's review of this transaction, its ratings that could
potentially be affected by the criteria are no longer under
criteria observation.

"We subjected the capital structure to a cash flow analysis to
determine the break-even default rate (BDR) for each rated class
at each rating level.  The BDR represents our estimate of the
maximum level of gross defaults, based on our stress assumptions,
that a tranche can withstand and still fully repay the
noteholders.  In our analysis, we used the portfolio balance that
we consider to be performing (EUR105,326,288), the current
weighted-average spread (3.62%), and the weighted-average
recovery rates calculated in line with our corporate CDO
criteria.  We applied various cash flow stresses, using our
standard default patterns, in conjunction with different interest
rate and currency stress scenarios," S&P said.

Since S&P's previous review on Aug. 15, 2014, the aggregate
collateral balance has decreased by EUR92.94 million to EUR106.32
million.  The class A notes have fully redeemed, while the class
B-1 and B-2 notes -- now the seniormost classes of notes
outstanding -- have amortized by EUR20.34 million and have a note
factor of 59.3%.  The available credit enhancement has increased
for all of the rated classes of notes due to the transaction's
structural deleveraging.  The upgrades of the class B-1 and B-2
notes reflect this increased available credit enhancement.

The weighted-average recovery rates have increased since S&P's
previous review at all rating levels, while the weighted-average
spread earned on the underlying portfolio assets has decreased to
362 basis points (bps) from 397 bps.  The portfolio's credit
quality has remained stable since S&P's previous review, while
the transaction's weighted-average life has marginally reduced.

The issuer has entered into asset swap agreements with JPMorgan
Chase Bank N.A. to hedge any resultant currency risk from non-
euro-denominated assets (11.72% of the portfolio balance).  The
documented downgrade provisions in these asset swap contracts do
not fully comply with S&P's current counterparty criteria.  S&P
has therefore applied currency stresses on these noneuro assets
to test the effect on the class B-1 and B-2 ratings--rated above
the ratings on the counterparty--if the counterparty failed to
perform.

S&P has also applied its nonsovereign ratings criteria.  S&P has
considered the transaction's exposure to sovereign risk because
some of the portfolio's assets -- 16.0% of the transaction's
total collateral balance -- are based in Spain and Italy.  In
'AAA' rating scenarios, S&P has limited credit to 10% of the
transaction's collateral balance, to correspond to assets based
in these sovereigns in S&P's calculation of the aggregate
collateral balance.

The results of S&P's credit and cash flow analysis and the
application of its current counterparty and nonsovereign ratings
criteria indicate that the available credit enhancement for the
class B-1 and B-2 notes is commensurate with higher ratings than
those previously assigned.  S&P has therefore raised to 'AAA
(sf)' from 'AA (sf)' its ratings on the class B-1 and B-2 notes.

S&P's ratings on the class C and D notes are constrained by the
application of the largest obligor default test, a supplemental
stress test that S&P outlines in its corporate CDO criteria.
This assesses whether a CDO tranche has sufficient credit
enhancement to withstand specified combinations of underlying
asset defaults, based on the ratings on the underlying assets.
The test assumes a flat recovery of 5%.  The obligor
concentration risk has increased due to portfolio deleveraging,
with only 27 performing obligors, down from 43 in S&P's previous
review.

Although S&P's cash flow analysis indicates that the class C and
D notes can support higher ratings than those currently assigned
(due to increased available credit enhancement), the largest
obligor default test caps S&P's ratings on these classes of
notes. S&P has therefore affirmed its 'BBB- (sf)' rating on the
class C notes and 'B- (sf)' rating on the class D notes.

CELF Loan Partners II is a cash flow collateralized loan
obligation (CLO) transaction that securitizes loans to primarily
speculative-grade corporate firms.  The transaction is managed by
CELF Advisors LLP.

RATINGS LIST

Class             Rating
            To              From

CELF Loan Partners II PLC
EUR475 Million Secured Floating- And Fixed-Rate Notes

Ratings Raised

B-1         AAA (sf)        AA (sf)
B-2         AAA (sf)        AA (sf)

Ratings Affirmed

C           BBB- (sf)
D           B- (sf)


INNOVATION ENTERPRISES: High Court Appoints Liquidators
-------------------------------------------------------
Ann O'Loughlin and Stephen Rogers at Irish Examiner report that
the High Court's Mr. Justice Paul Gilligan on Jan. 28 appointed
Neil Hughes and Joseph Walsh of Chartered Accountants Hughes
Blake as joint provisional liquidators to Innovation Enterprises
Ltd.

The High Court was told the application was being made after the
Swiss-based parent company, Orphee SA said it is no longer
prepared to support the firm, Irish Examiner relates.

Seeking the appointment of the provisional liquidators,
Ross Gorman, counsel for the company, said the firm was
hopelessly insolvent, Irish Examiner relays.

According to Irish Examiner, the company had been loss-making for
some time and is now unable to pay its debts as they fall due.

In reply to the judge, Mr. Gorman, as cited by Irish Examiner,
said it was unclear if any of the jobs at the company could be
saved.  The court also heard it is unable to pay the wage bill
due at the end of this month, Irish Examiner notes.

Mr. Gorman said the company had been unable to secure additional
investment to allow the firm to continue to trade, according to
Irish Examiner.

A provisional liquidator was needed to secure and preserve the
companies assets and to monitor hazardous chemicals that need to
be stored at a certain temperature until they can be sold,
Irish Examiner states.

The matter will return before the court again in February,
Irish Examiner discloses.

Based at Carrigtwohill, Co Cork, Innovation Enterprises Ltd. is a
chemical manufacturing company.  The company makes, sells, and
distributes 200 products including chemical re-agents used in the
pharmaceutical industry.  It employs more than 30 people.


MCELHINNEYS: Judge Refers Receiver's Allegations for Gardai Probe
-----------------------------------------------------------------
Aodhan O'Faolain at The Irish Times reports that a High Court
judge has referred for investigation by gardai various
allegations and complaints made after a bank-appointed receiver
tried but failed earlier this month to take possession of fashion
outlet, McElhinneys of Athboy in Co Meath.

Bank of Ireland's receiver, Barry Forrest of Forrest & Co took
possession of the shop on Athboy's Main Street on Jan. 27 after
Mr. Justice Paul Gilligan directed that the property be handed
over to him by 5:30 p.m., The Irish Times relates.

Mr. Forrest, appointed by Bank of Ireland as receiver over the
property, had claimed he and his personnel peaceably entered the
store on Jan. 16 on foot of a 2014 High Court order granting him
possession, The Irish Times relays.

According to The Irish Times, the receiver alleged that while
perfectly entitled to enter the premises, he and his staff were
violently intimidated and threatened before being forced out the
following day by a "mob" of up to 40 people who, he alleged, had
gathered at the shop following a social media request of store's
general manager, Neal Sweeney.

Those claims were disputed by Mr. Sweeney and businessman Michael
Grimes, who alleged the premises was taken by force by a gang of
men described as "thugs, goons and gangsters" who, it was
claimed, intimidated and upset staff at the shop, The Irish Times
notes.

According to The Irish Times, the judge said the "very serious
allegations of criminality" made by the receiver, along with
counterclaims by the store's general manager Neal Sweeney and a
businessman, Dr. Michael Grimes, who alleged he was in lawful
occupation of the store, should be investigated "at the highest
level" by gardai.

The judge referred the complaints to the Garda Commissioner after
granting the bank and Mr. Forrest injunctions for possession of
McElhinneys, Main Street, Athboy and requiring Mr. Sweeney and
all other parties with notice of the order to vacate the
premises, The Irish Times discloses.

Mr. Forrest previously sought possession orders concerning three
premises owned by various members of the Sweeney family who are
directors of McElhinney Fashions Limited, in liquidation since
October, The Irish Times recounts.

The receiver was appointed in 2013 over failure to repay EUR2.34
million owed to Bank of Ireland, The Irish Times relates.  The
properties were put up as security for the loans and two were
handed over, according to The Irish Times.

On Jan. 28, Mr. Sweeney, representing himself, opposed the
receiver's injunctions application and argued Dr. Grimes's
company is in possession of the store, The Irish Times relays.


NEWHAVEN II CLO: Moody's Assigns 'B2' Rating to Class F Notes
-------------------------------------------------------------
Moody's Investors Service announced that it has assigned the
following definitive ratings to notes issued by Newhaven II CLO,
Designated Activity Company (the "Issuer" or "Newhaven II"):

-- EUR241,200,000 Class A Senior Secured Floating Rate Notes
    due 2029, Definitive Rating Assigned Aaa (sf)

-- EUR37,250,000 Class B-1 Senior Secured Floating Rate Notes
    due 2029, Definitive Rating Assigned Aa2 (sf)

-- EUR9,000,000 Class B-2 Senior Secured Fixed Rate Notes due
    2029, Definitive Rating Assigned Aa2 (sf)

-- EUR21,250,000 Class C Senior Secured Deferrable Floating Rate
    Notes due 2029, Definitive Rating Assigned A2 (sf)

-- EUR19,750,000 Class D Senior Secured Deferrable Floating Rate
    Notes due 2029, Definitive Rating Assigned Baa2 (sf)

-- EUR26,250,000 Class E Senior Secured Deferrable Floating Rate
    Notes due 2029, Definitive Rating Assigned Ba2 (sf)

-- EUR12,950,000 Class F Senior Secured Deferrable Floating Rate
    Notes due 2029, Definitive Rating Assigned B2 (sf)

RATINGS RATIONALE

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

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

Sankaty 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 EUR 49.4 million of subordinated notes which will
not be rated.

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

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

The rated notes' performance is subject to uncertainty. The
notes' performance is sensitive to the performance of the
underlying portfolio, which in turn depends on economic and
credit conditions that may change. Sankaty'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
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 modeling assumptions:

Par amount: EUR 400,000,000

Diversity Score: 40

Weighted Average Rating Factor (WARF): 2800

Weighted Average Spread (WAS): 3.95%

Weighted Average Coupon (WAC): 5.25%

Weighted Average Recovery Rate (WARR): 42.00%

Weighted Average Life (WAL): 8 years

Stress Scenarios:

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

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

Ratings Impact in Rating Notches:

Class A Senior Secured Floating Rate Notes due 2029: -1

Class B-1 Senior Secured Floating Rate Notes due 2029: -2

Class B-2 Senior Secured Fixed Rate Notes due 2029: -2

Class C Senior Secured Deferrable Floating Rate Notes due
2029: -2

Class D Senior Secured Deferrable Floating Rate Notes due
2029: -2

Class E Senior Secured Deferrable Floating Rate Notes due
2029: -1

Class F Senior Secured Deferrable Floating Rate Notes due
2029: -1

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

Ratings Impact in Rating Notches:

Class A Senior Secured Floating Rate Notes due 2029: -1

Class B-1 Senior Secured Floating Rate Notes due 2029: -4

Class B-2 Senior Secured Fixed Rate Notes due 2029: -4

Class C Senior Secured Deferrable Floating Rate Notes due
2029: -4

Class D Senior Secured Deferrable Floating Rate Notes due
2029: -3

Class E Senior Secured Deferrable Floating Rate Notes due
2029: -2

Class F Senior Secured Deferrable Floating Rate Notes due
2029: -3


NEWHAVEN II CLO: Fitch Assigns 'B-sf' Rating to Class F Notes
-------------------------------------------------------------
Fitch Ratings has assigned Newhaven II CLO, Designated Activity
Company notes final ratings, as:

  EUR241.2 mil. class A: 'AAAsf'; Outlook Stable
  EUR37.25 mil. class B-1: 'AAsf'; Outlook Stable
  EUR9 mil. class B-2: 'AAsf'; Outlook Stable
  EUR21.25 mil. class C: 'Asf'; Outlook Stable
  EUR19.75 mil. class D: 'BBBsf'; Outlook Stable
  EUR26.25 mil. class E: 'BBsf'; Outlook Stable
  EUR12.95 mil. class F: 'B-sf'; Outlook Stable
  EUR49.4 mil. subordinated notes: not rated

Newhaven II CLO, Designated Activity Company (the issuer) is a
cash flow collateralized loan obligation (CLO).

KEY RATING DRIVERS

'B'/'B-' Portfolio Credit Quality

Fitch expects the average credit quality of obligors to be in the
'B' category.  Fitch has credit opinions or public ratings on all
assets but two in the identified portfolio.  The weighted average
rating factor of the identified portfolio is 32.7.

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 but two
assets in the identified portfolio. The weighted average recovery
rating of the identified portfolio is 69.5%.

Diversified Asset Portfolio

The transaction contains a covenant that limits the top 10
obligors in the portfolio to 18% of the portfolio balance.  This
ensures that the asset portfolio will not be exposed to excessive
obligor concentration.

Limited Interest Rate Risk

Fixed-rate assets cannot exceed 10% of the portfolio while fixed-
rate liabilities account for 2.25% of the target par balance.
Therefore, the transaction is partially hedged against rising
interest rates.

Unhedged Non-Euro Assets Exposure

The manager may invest up to 2.5% in unhedged non-euro assets.
Any unhedged asset in excess of the allowed limits or held for
longer than 90 days after settlement will receive a zero balance
for the calculation of the OC tests.  Unhedged assets may only be
purchased if after a haircut of 50% the portfolio notional is
still above target par.

TRANSACTION SUMMARY

Net proceeds from the notes are being used to purchase a
EUR400 mil. portfolio of European leveraged loans and bonds.  The
portfolio is managed by Sankaty Advisors Ltd.  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 could lead to a
downgrade of up to two notches for the rated notes while a 25%
reduction in expected recovery rates could lead to a downgrade of
up to four notches for the rated notes.



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BORMIOLI: Moody's Changes Outlook on B2 CFR to Stable
-----------------------------------------------------
Moody's Investors Service changed the outlook on Bormioli Rocco
Holdings S.A.'s (Bormioli) corporate family rating (CFR),
probability of default rating (PDR) and the EUR250 million senior
secured notes due 2018 to stable from negative. Concurrently,
Moody's also affirmed the B2 CFR, B2-PD PDR and B3 instrument
rating for the notes.

RATINGS RATIONALE

The change of outlook to stable from negative reflects Bormioli's
recovered profitability across divisions in 2015 and the
resulting improvement in Moody's adjusted debt/EBITDA and
EBIT/interest expense. It also reflects Bormioli's efforts to
further improve profitability and grow revenues in 2016 through a
mix of cost reduction programs, efficiency improvements and
commercial initiatives, which is also supported by a lower-than-
average refurbishment schedule for 2016.

In the first nine months of 2015, Bormioli grew consolidated
EBITDA from continuing operations (excluding the Food & Beverage
division sold in 2015) to EUR47.9 million (+28%) from EUR37.3
million in the prior year period while revenues grew slightly
(+2%). The significant increase in EBITDA over the prior year
reflects the recovery of its operations after a heavy
refurbishment schedule in 2014 that included planned and
unplanned works, which significantly reduced EBITDA for the year.
However, the increase also reflects the strengthened management
team, that allows a renewed focus on the different challenges in
both divisions, and a number of operational, cost and sales
initiatives the company continues to pursue. In the Pharma
division, the company improved operational performance and
volumes over the last year driven by reduced (planned and
unplanned) furnace downtimes and benefited from lower resin and
energy prices so that nine-month EBITDA increased to EUR39.9
million in 2015, up from EUR37 million in the 2014 nine-month
period. However, most improvements occurred in the Tableware
division, in which the company managed to increase volumes and
prices while increasingly focusing on retail markets and improved
brand positioning. The strengthening US dollar also helped as the
company sells a limited amount of its products outside Europe.
The nine-month EBITDA for the division increased to EUR19.8
million in 2015, up from EUR15.7 million in the 2014 nine-month
period.

These developments, together with Moody's expectation that Q4
results will be similar to last year, will result in Moody's
adjusted debt/EBITDA (including factoring, continuing operations
only) decreasing to around 5.8x estimated for 2015, which remains
at the weaker end of Moody's expectation for the B2 CFR. While
there is room for further EBITDA improvements for 2016 in Moody's
view, mainly from further exploring commercial opportunities
(including brand positioning, new products and export of high
margin products) in the Tableware division and from improved
efficiency, a limited refurbishment schedule and perhaps some
volume opportunities in the Pharma division, the company also
faces challenges. For example, EBITDA improvements in the third
quarter of 2015 slowed down compared with the prior year and may
continue to do so in the traditionally slower fourth quarter. In
addition, the Pharma division faces continued price pressure that
the company needs to mitigate by volume growth and cost
improvements. Hence Moody's believes revenue growth beyond low
single-digits will be challenging to achieve, particularly given
the continued low growth environment in Bormioli's home market
Italy.

Moreover, the company's structurally negative cash flow profile
over the last years, including 2015, weighs on Bormioli's rating.
The mix of high interest cost, the capital intensity of furnace
maintenance and working capital needs continue to absorb the cash
flows of Bormioli despite the profitability improvements in 2015.
Continued substantial improvements will be necessary to improve
cash flows and Moody's considers it likely that Bormioli's free
cash flow (as defined by Moody's) will remain negative in 2016.

In addition to the aforementioned, the CFR also continues to
reflect Bormioli's established market position and long-standing
customer relationships, particularly in its pharmaceuticals
packaging operations, with meaningful switching costs for
customers as well as some barriers to entry from products that
require customer validation processes and regulatory approval.

Liquidity Profile

As of September 2015, Bormioli's liquidity position is adequate
with EUR69 million of cash and EUR22 million of undrawn committed
liquidity available under a number of mainly 1-2 year committed
local financing arrangements and factoring lines. Moody's notes
that Bormioli has to extend a range of local facilities on an
annual basis and the next maturities include the EUR20 million
Ifitalia factoring line due in April 2016 and the GE Finance
EUR50 million factoring line due June 2016 (EUR46 million of cash
advanced from factoring as of September 2015), as well as the
EUR10 million Unicredit committed credit line and the EUR14.5
million Banco Popolare committed credit line both due September
2015. In addition, the undrawn EUR15 million BNP facility carries
a financial maintenance leverage covenant tested semi-annually
under which headroom remains limited. Moody's expects Bormioli to
address any of these upcoming maturities well ahead of time, as
it has done in the past, and extend liquidity arrangements as and
when needed on a timely basis.

Rating Outlook

The stable outlook reflects Bormioli's profitability improvements
in 2015, and possibly further progress in 2016. Moody's also
expects the company to improve free cash flows in 2016.

What Could Change the Rating -- Up

Positive rating pressure could gradually build if Bormioli
achieves visible and sustainable EBITDA growth with EBITDA
margins improving above the mid-teens, displays visible
deleveraging so that debt/EBITDA moves towards 4x (including
factoring) on a sustainable basis and achieves at-least neutral
free cash flow generation (all as adjusted by Moody's).

What Could Change the Rating -- Down

Bormioli's ratings could be downgraded if profitability and
EBITDA growth comes under renewed pressure, for example from
unplanned operational issues or an inability to pass on cost
inflation. Similarly, continued negative free cash flow
generation, a debt/EBITDA ratio (including factoring) that rises
above 6x or a weakening in the company's liquidity profile could
pressure the ratings.

Headquartered in Fidenza, Italy, Bormioli Rocco Holdings S.A.
(Bormioli) is a producer of glass and plastic packaging products
used in pharmaceutical end markets (48% of nine month to
September 2015 revenues -- continued operations). Bormioli is
also a manufacturer of glass tableware for home and professional
use (52%), with strong brand recognition in Italy.

For the nine months to September 2015, Bormioli generated
revenues of EUR334 million and company-reported EBITDA of EUR48
million from continuing operations. 40% of its consolidated
revenues (including EUR35 million from its recently disposed Food
& Beverage division) were originated from Italy, 40% from the
rest of the European Union and 20% from the rest of the world.
Bormioli operates through eight manufacturing facilities
including six in Italy, one in France and one in Spain and has
2,204 employees as of September 2015.

Since June 2011, Bormioli is majority owned by private equity
fund Vision Capital which acquired the company from Banco
Popolare.


SIENA LEASE 2016-2: Moody's Assigns Caa2 Rating to Class D Notes
----------------------------------------------------------------
Moody's Investors Service has assigned the following definitive
ratings to ABS notes issued by Siena Lease 2016-2 S.r.l. (the
"Issuer"):

EUR761,300,000 Class A Asset-Backed Floating Rate Notes due
September 2040, Definitive Rating Assigned Aa2 (sf)

EUR202,500,000 Class B Asset-Backed Floating Rate Notes due
September 2040, Definitive Rating Assigned A2 (sf)

EUR202,500,000 Class C Asset-Backed Floating Rate Notes due
September 2040, Definitive Rating Assigned Ba3 (sf)

EUR251,000,000 Class D Asset-Backed Floating Rate Notes due
September 2040, Definitive Rating Assigned Caa2 (sf)

Moody's has not assigned ratings to the EUR202,530,000 Junior
Asset backed Residual Return Notes which were issued.

Siena Lease 2016-2 S.r.l. is a cash securitization of lease
receivables originated by MPS Leasing & Factoring S.p.A. (fully
owned by Banca Monte dei Paschi di Siena S.p.A, long-term senior
unsecured rating B3) and granted to individual entrepreneurs and
small and medium-sized enterprises (SME) domiciled in Italy.
Assets are represented by receivables belonging to different sub-
pools: real estate (61.69%), equipment (30.44%) and auto
transport assets (7.88%). The securitized portfolio does not
include the so-called "residual value installment", i.e. the
final installment amount to be paid by the lessee (if option is
chosen) to acquire full ownership of the leased asset.

RATINGS RATIONALE

According to Moody's, the rating takes into account, among other
factors, (i) the loan-by-loan evaluation of the underlying
portfolio, also complemented by the historical performance
information as provided by the originator; (ii) the structural
features of the transaction, with the inclusion of, inter alia,
(a) a EUR21.7 million amortizing cash reserve (funded at closing
through a subordinated loan) designed to provide liquidity
coverage over the life of the transaction and credit support only
at maturity for Class A and Class B; (b) a Class B, Class C and
Class D interest subordination event that is triggered
respectively upon cumulative defaults exceeding 35%, 25% and 15%
of the initial portfolio; and (iii) the sound legal structure of
the transaction.

Moody's notes as credit strengths of the transaction its static
nature as well as the structure's efficiency, which provides for
the application of all cash collections to repay the Class A
notes should the portfolio performance deteriorate beyond certain
limits. Other credit strengths include (i) the granular portfolio
composition as reflected by low single lessee concentration (with
the top lessee and top 5 lessees group exposure being 0.67% and
2.98% respectively and an effective number over 900); (ii) the
relatively high seasoning of the pool (4.24 years); (iii) no
potential losses resulting from set-off risk as obligors do not
have deposits or did not enter into a derivative contract with
MPS Leasing & Factoring S.p.A.; and (iv) the relative high yield
of the underlying portfolio as the SPV benefits from the interest
paid on the residual value component of the leasings.

Moody's notes that the transaction also features a number of
credit weaknesses, such as: (i) some industry concentration as
more than 44% of the obligors belong to the top two sectors,
namely Construction & Building and Beverage Food & Tobacco
(according to Moody's industry classification); (ii) poor
performance in terms of defaults and arrears of the leases
originated by MPS Leasing & Factoring S.p.A. as reflected by the
historical data provided; (iii) more than 30% exposure to leases
originated through dealers-brokers channel; (iv) more than 3.5%
exposure to SPV for which the repayment of the leases relies
solely on the cash flow generated by the real estate asset object
of the lease; (v) the potential losses resulting from commingling
risk which are partially mitigated by a daily sweep into the
accounts of the issuer and are reflected in the credit
enhancement levels of the transaction; (vi) the potential impact
on recoveries upon originator's default; and (vii) subject to
certain restricted conditions MPS Leasing & Factoring S.p.A. will
remain active in some servicing activities even after its
revocation as the servicer. Finally, Moody's notes that the
transaction is exposed: (i) to fixed-floating interest rate risk
(6.98% of the pool reference a fixed interest rate) which is
partially mitigated by an interest rate cap entered into with
HSBC Bank plc (Aa2/P-1) ; and (ii) to limited basis risk given
the discrepancy between the interest rates paid on the leasing
contracts compared to the rate payable on the notes and no
hedging arrangement being in place for the structure.

As of the valuation date (30 November 2015), the portfolio
principal balance amounted to EUR 1,619.8 million. The portfolio
is composed of 13,181 leasing contracts granted to 8,848 lessees,
mainly small and medium-sized companies. The leasing contracts
were originated between 2003 and 2015, with a weighted average
seasoning of 4.24 years and a weighted average remaining life of
approximately 8.89 years. The interest rate is floating for
93.02% of the pool while the remaining part of the pool bears a
fixed interest rate. The weighted average spread on the floating
portion is 3.34%, while the weighted average interest on the
fixed portion is 5.89%.

In its quantitative assessment, Moody's assumed an inverse normal
default distribution for this securitized portfolio due to its
level of granularity. The rating agency derived the default
distribution, namely the relevant main inputs such as the mean
default probability and its related standard deviation, via the
analysis of: (i) the characteristics of the loan-by-loan
portfolio information, complemented by the available historical
vintage data; (ii) the potential fluctuations in the
macroeconomic environment during the lifetime of this
transaction; and (iii) the portfolio concentrations in terms of
industry sectors and single obligors. Moody's assumed the
cumulative default probability of the portfolio to be equal to
23.57% (equivalent to B2) with a coefficient of variation (i.e.
the ratio of standard deviation over mean default rate) of
27.50%. The rating agency has assumed stochastic recoveries with
a mean recovery rate of 35%, a standard deviation of 20%, and a
10.5% stressed mean recovery rate upon insolvency of the
originator. In addition, Moody's has assumed the prepayments to
be 5% per year. The base case mean loss rate and the CoV
assumption results in a Aa2 portfolio credit enhancement of
32.8%.

The transaction is modelled via Moody's ABSROM cash flow model
which evaluates all default scenarios that are then weighted
considering the probabilities of such default scenarios occurring
as defined by the transaction-specific default distribution. On
the recovery side Moody's assumes a stochastic (normal) recovery
distribution which is correlated to the default distribution. 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 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 analysis
encompasses the assessment of stressed scenarios.

Moody's used CDOROM to determine the coefficient of variation of
the default distribution for this transaction. The Moody's
CDOROM(TM) model is a Monte Carlo simulation which takes borrower
specific Moody's default probabilities as input. Each borrower
reference entity is modelled individually with a standard multi-
factor model incorporating intra- and inter-industry correlation.
The correlation structure is based on a Gaussian copula. In each
Monte Carlo scenario, defaults are simulated.

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

Provisional ratings were assigned on January 11, 2016.

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

Factors or circumstances that could lead to a downgrade of the
ratings affected by today's action would be (1) the worse-than-
expected performance of the underlying collateral; (2)
deterioration in the credit quality of the counterparties; and
(3) an increase in Italy's sovereign risk.

Factors or circumstances that could lead to an upgrade of the
ratings affected by today's action would be a decline in Italy's
sovereign risk.

Stress Scenarios:

Moody's also tested other set of assumptions under its Parameter
Sensitivities analysis. At the time the rating was assigned, the
model output indicated that the Class A would have achieved Aa2
even if the mean default rate was as high as 24.57% with a
recovery rate assumption of 30% (all other factors unchanged).
Additionally Moody's observes that under the same stressed
assumptions Class B would have achieved A3 rating. For more
details, please refer to the full Parameter Sensitivity analysis
included in the Pre-Sale Report of the transaction.

Parameter Sensitivities provide a quantitative, model-indicated
calculation of the number of notches that a Moody's-rated
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. It 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 differ as certain key
parameters vary.


SIENA LEASE 2016-2: Fitch Assigns 'Bsf' Rating to Class C Notes
---------------------------------------------------------------
Fitch Ratings has assigned Siena Lease 2016-2 S.r.l.'s notes
final ratings, as:

  EUR761,300,000 Class A: 'AA+sf' ; Outlook Stable
  EUR202,500,000 Class B: 'BBB+sf' ; Outlook Stable
  EUR202,500,000 Class C: 'Bsf' ; Outlook Stable
  EUR251,000,000 Class D: not rated
  EUR202,530,000 Junior Notes: not rated

The transaction is a granular cash flow securitization of a
EUR1,62bn static pool of euro-denominated receivables deriving
from lease agreements entered into between Italian small and
medium sized enterprises, entrepreneurs, artisans and self-
employed individuals, and Monte dei Paschi di Siena Leasing and
Factoring Banca per i servizi finanziari alle imprese (MPS L&F).

The ratings address the likelihood of investors receiving
interest payments in accordance with the terms of the transaction
documentation and full repayment of principal by legal final
maturity in September 2040.

KEY RATING DRIVERS

High Default Probability

Based on the internal ratings, Fitch determined an annual average
probability of default (PD) for the originator's book of 7.5% and
6.7% for the transaction.  This implies a positive selection of
the securitized portfolio compared with the originator's balance
sheet, which was accomplished through the removal of lower credit
quality lessees from the securitized portfolio.  Fitch expects
the credit quality of the originator's book and securitized
portfolio to be slightly worse than Fitch's Italian benchmark.

Low Recovery Rate

The originator has transferred all receivables from the sale
and/or re-lease of the assets to the SPV, but the ownership of
the leased assets was not transferred.  Given that the originator
is not rated by Fitch and the low rating of the parent company,
Fitch gave no credit to recoveries from the sale or re-lease of
the assets.

Diversified Portfolio

The securitized portfolio is fairly diversified, with the largest
industry and the top 10 lessees accounting for 23.6% and 5.5% of
the portfolio, respectively.

No Residual Value Risk

The noteholders will have no exposure to residual value risk as
this component of the receivables will not be securitized.
However, interest paid by the lessees and received by the SPV
will be computed on the basis of the whole outstanding principal
balance (inclusive of the residual value component) as it is
usually the case for Italian SME leasing deals.

Sovereign Cap

The class A notes are capped at 'AA+sf', driven by sovereign
dependency, in accordance with Fitch's Criteria for Sovereign
Risk in Developed Markets for Structured Finance and Covered
Bonds.

RATING SENSITIVITIES

As part of its analysis, the agency considered the sensitivity of
the notes' ratings to the stresses on defaults, recovery rates
and correlation to assess the impact on the ratings.

An increase of 25% of the default probabilities assigned to the
underlying obligors could result in a downgrade of up to three
notches for the rated notes.  A decrease of 25% of their assumed
recovery rates would have no impact on the class A notes and
could result to a downgrade of one notch for the class B and C
notes. Finally a joint stress combining these stresses plus a
doubled country correlation could lead to a five-notch downgrade
for the class A notes and a four-notch downgrade for the class B
notes.

DUE DILIGENCE USAGE

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

DATA ADEQUACY

Fitch reviewed the results of a third party assessment conducted
on the asset portfolio information, which indicated errors or
missing data related to the loans' identifier, industry sector,
origination and maturity date, interest rate type and collateral
location.  These findings were immaterial to this analysis.

Fitch conducted a review of a small targeted sample of the
originator's origination files and found the information
contained in the reviewed files to be adequately consistent with
the originator's policies and practices and the other information
provided to the agency about the asset portfolio.

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.



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


LAURELIN II: Fitch Affirms 'BBsf' Rating to Class E Notes
---------------------------------------------------------
Fitch Ratings has affirmed Laurelin II B.V.'s notes, as:

  Class A-1E: affirmed at 'AAAsf'; Outlook Stable
  Class A-1R: affirmed at 'AAAsf'; Outlook Stable
  Class A-1S affirmed at 'AAAsf'; Outlook Stable
  Class A-2: affirmed at 'AAAsf'; Outlook Stable
  Class B-1: affirmed at 'AAsf'; Outlook Stable
  Class B-2: affirmed at 'AAsf'; Outlook Stable
  Class C: affirmed at 'Asf'; Outlook Stable
  Class D-1: affirmed at 'BBBsf'; Outlook revised to Stable from
   Negative
  Class D-2: affirmed at 'BBBsf'; Outlook revised to Stable from
   Negative
  Class E: affirmed at 'BBsf'; Outlook revised to Stable from
   Negative

Laurelin II B.V. is a securitization of mainly senior secured,
senior unsecured, second-lien and mezzanine loans (including
revolvers) extended to mostly European obligors.  At closing, a
total note issuance of EUR450 mil. was used to invest in a target
portfolio of EUR438 mil.  The portfolio is actively managed by
GoldenTree Asset Management L.P.

KEY RATING DRIVERS

The affirmation reflects adequate credit enhancement for the
notes.  The credit quality of the performing portfolio has
improved over the last year, with the reported weighted average
Fitch rating factor falling to 27.0 from 28.3 in January 2015.

Credit enhancement is continuing to rise as the transaction
deleverages.  Fitch has revised the Outlooks on the class D-1, D-
2 and E notes to Stable to reflect more robust protection against
performance volatility and FX losses afforded by the credit
enhancement increase.  Since January 2015, EUR82.2 million and
GBP27.9 million has been used to redeem the rated notes.
However, this has led to an increase in the obligor
concentration.  The largest obligor exposure is now reported at
5.0% of the portfolio, up from 3.4% 12 months ago.

The manager is allowed to reinvest unscheduled principal proceeds
and sale proceeds from credit-improved and credit-impaired assets
even after the end of the reinvestment period, subject to several
conditions.  Nevertheless, unlike other comparable transactions,
the manager engaged in limited trading in 2015, purchasing only
one asset.

The transaction features the multi-currency class A-1R variable
funding notes to hedge sterling exposure.  Following the end of
the reinvestment period the transaction can no longer draw funds
from the A-1R notes to hedge non-euro assets.  The main hedging
strategy is to match senior note redemptions by currency so that
sterling principal proceeds are used to redeem sterling-
denominated senior notes, while euro principal proceeds are used
to redeem euro-denominated senior notes.  However, a skew of
defaults or prepayments to assets denominated in a single
currency can create a currency mismatch, introducing additional
performance volatility for the transaction.  Fitch incorporated
the impact of potential currency mismatch into its cash flow
analysis.

RATING SENSITIVITIES

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

A 25% reduction in expected recovery rates would lead to a
downgrade of up to two 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

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

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

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



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


ATLANTES MORTGAGES NO. 1: Moody's Hikes D Notes Rating From B2
--------------------------------------------------------------
Moody's Investors Service has upgraded the ratings of three notes
and affirmed the ratings of four notes in two Portuguese
residential mortgage-backed securities (RMBS) transactions:
Atlantes Mortgage No.1 Plc (Atlantes) and Azor Mortgages Public
Limited Company (Azor). The rating action reflects the upgrade of
the Servicer's long term deposit rating and Counterparty Risk
assessment "CR assessment" to Baa3 and Baa3(cr), respectively,
and the increased levels of credit enhancement for the affected
notes.

RATINGS RATIONALE

The rating action is prompted change of servicer as a consequence
of Banco Santander Totta S.A. (BST; Baa3(cr)) acquisition of
BANIF-Banco Internacional do Funchal, S.A. (Banif; B3(cr),
continued review for uncertain) operations related to the above
mentioned deals.

Moreover this action also considers deal deleveraging resulting
in an increase in credit enhancement for the affected tranches.

Increase in Available Credit Enhancement

Sequential amortization and non-amortizing reserve funds led to
the increase in the credit enhancement available in these
transactions.

For instance, the credit enhancement for Atlantes most senior
tranche affected by the rating action increased from 43.63% to
46.95% since the last rating action, whereas, Azor's most senior
tranche affected by today's rating action increased from 64.16%
to 72.51% since the last rating action.

Counterparty Exposure

The rating actions took into consideration the notes' exposure to
relevant counterparties, such as servicer, account banks or swap
providers.

Moody's considered how the liquidity available in the
transactions and other mitigants support continuity of note
payments, in case of servicer default, using the CR Assessment as
a reference point for servicers. The rating of the upgraded notes
are not constrained by operational risk. As a result, Moody's
upgraded the below tranches.

Moody's matches banks' exposure in structured finance
transactions to the CR Assessment for commingling risk, and to
the bank deposit rating when analyzing set-off risk. Moody's has
introduced a recovery rate assumption of 45% for both exposures.

The analysis undertaken by Moody's at the initial assignment of
these ratings for RMBS securities may focus on aspects that
become less relevant or typically remain unchanged during the
surveillance stage.

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

Factors or circumstances that could lead to an upgrade of the
ratings include (1) performance of the underlying collateral that
is better than Moody's expected, (2) deleveraging of the capital
structure and (3) improvements in the credit quality of the
transaction counterparties and (4) a decrease in sovereign risk.

Factors or circumstances that could lead to a downgrade of the
ratings include (1) an increase in sovereign risk 2) performance
of the underlying collateral that is worse than Moody's expected,
(3) deterioration in the notes' available credit enhancement and
(4) deterioration in the credit quality of the transaction
counterparties.

LIST OF AFFECTED RATINGS:

Issuer: Atlantes Mortgages No.1 Plc

-- EUR462.5 million A Notes, Affirmed A1 (sf); previously on Jul
    15, 2015 Affirmed A1 (sf)

-- EUR22.5 million B Notes, Affirmed A1 (sf); previously on Jul
    15, 2015 Upgraded to A1 (sf)

-- EUR12.5 million C Notes, Upgraded to Baa2 (sf); previously on
    Jul 15, 2015 Upgraded to Ba2 (sf)

-- EUR2.5 million D Notes, Upgraded to B2 (sf); previously on
    Jul 15, 2015 Affirmed B3 (sf)

Issuer: Azor Mortgages Public Limited Company

-- EUR253 million A Notes, Affirmed A1 (sf); previously on
    Jan 23, 2015 Upgraded to A1 (sf)

-- EUR19 million B Notes, Affirmed A1 (sf); previously on
    Jan 23, 2015 Upgraded to A1 (sf)

-- EUR9 million C Notes, Upgraded to Baa1 (sf); previously on
    Jan 23, 2015 Affirmed Ba1 (sf)


NOVO BANCO: Bond Investors Hire Law Firms Following Bond Transfer
-----------------------------------------------------------------
Tom Beardsworth at Bloomberg News reports that Novo Banco SA bond
investors have hired law firms Clifford Chance and PLMJ after
Bank of Portugal intervention left them facing potential losses.

According to Bloomberg, two people familiar with the situation
said Pacific Investment Management Co. and BlackRock Inc., the
biggest holders of bonds affected by the central bank's move, are
among the group.  The people, as cited by Bloomberg, said the
investors are seeking to attract more bondholders facing losses.

The group hired the two law firms in response to the central
bank's transfer of five senior bonds from Novo Banco last month
to a bad bank, Bloomberg relates.  The shift, which helped
recapitalize Novo Banco, means bondholders have little chance of
getting repaid on notes with a face value of about EUR2 billion
(US$2.2 billion), Bloomberg says.

Headquartered in Lisbon, Novo Banco, S.A. provides various
financial products and services to private, corporate, and
institutional customers.

                        *     *     *

As reported in the Troubled Company Reporter-Europe on Jan. 6,
2016, Moody's Investors Service downgraded to Caa1 from B2 the
senior debt and long-term deposit ratings of Portugal's Novo
Banco, S.A. and its supported entities.  This follows the Bank of
Portugal's (BoP) announcement on Dec. 29, 2015, that it had
approved the recapitalization of Novo Banco by transferring
EUR1,985 million of senior debt back to Banco Espirito Santo,
S.A. (BES unrated).  Moody's said the outlook on Novo Banco's
deposit and senior debt ratings is now developing.

The rating agency also downgraded to C from B2 (on review for
downgrade) the rating on Novo Banco's senior debt securities
transferred to BES (ISINs PTBEQBOM0010, PTBENIOM0016,
PTBENJOM0015, PTBENKOM0012 and PTBEQKOM0019).  Subsequently,
Moody's will withdraw the ratings on these senior bonds.  The
downgrade and withdrawal have been triggered by the transfer of
these senior debt instruments to BES, a bank which is being
liquidated and for which the BoP has asked the European Central
Bank (ECB) to revoke its banking license.

At the same time, Moody's downgraded to B2(cr) from B1(cr) Novo
Banco's counterparty risk assessment (CRA) and affirmed its
short-term deposit and senior debt ratings at Not-Prime and
short-term CRA at Not Prime(cr).  Novo Banco's baseline credit
assessment (BCA) was also confirmed at caa2.

This rating action concludes the review for downgrade on Novo
Banco's ratings, which was initiated on Nov. 18, 2015.

Novo Banco's Ba1 rated senior bonds, which are guaranteed by the
Republic of Portugal (Ba1 stable), are unaffected by the rating
action.



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


INSURANCE INVESTMENT: Placed Under Provisional Administration
-------------------------------------------------------------
The Bank of Russia, by its Order No. OD-207 dated January 26,
2016, took a decision to appoint from January 26, 2016, a
provisional administration to the Insurance Investment Company,
LLC.

The decision to appoint the provisional administration was taken
following the suspension of the Company's insurance license
(Bank of Russia Order No. OD-79, dated January 14, 2016).

The powers of the executive bodies of the Company are suspended.

Victoria Morozova, a receiver, a member of the non-profit
partnership Self-Regulatory Interregional Non-governmental
Organisation Association of Independent Receivers, has been
appointed as a head of the provisional administration of the
Company.


INVESTMENT TRADE: Moody's Withdraws Caa3 FC Deposit Ratings
-----------------------------------------------------------
Moody's Investors Service has withdrawn the Caa3/Not-Prime local
and foreign-currency deposit ratings, ca baseline credit
assessment (BCA)/Adjusted BCA and the Caa2(cr)/Not-Prime(cr)
Counterparty Risk Assessments of Investment Trade Bank (ITB),
based in Russia (Ba1 stable). At the time of the withdrawal the
bank's long-term deposit ratings carried a stable outlook.


SVIAZ-BANK: Fitch Puts 'BB' IDR on CreditWatch Negative
-------------------------------------------------------
Fitch Ratings has placed Sviaz-Bank's (SB) and Globexbank's (GB)
respective Long-term Issuer Default Ratings of 'BB' and 'BB- 'on
Rating Watch Negative (RWN).

KEY RATING DRIVERS

IDRS, NATIONAL RATINGS, SUPPORT RATINGS AND SENIOR DEBT

The RWN reflects the risk that support for the banks will become
less certain if they are sold by their current owner,
Vnesheconombank (VEB, BBB-/Negative), to the state-owned Deposit
Insurance Agency (DIA).  Vladimir Dmitriev, the CEO of VEB,
recently stated that the two banks may be sold to the DIA in the
near-term as part of VEB's recapitalization process.

The DIA already owns Rossiyskiy Capital Bank (Roscap, BB-
/Negative), which is currently under a financial rehabilitation
program scheduled to last until 2025.  The DIA's holding of
RosCap is in line with the agency's policy role to oversee the
rescue of failed banks.  This, and the long-term nature of the
rehabilitation program, is a positive factor in our assessment of
support for RosCap from the DIA.  However, the DIA's propensity
to support SB and GB and to remain a shareholder of the banks
over the long term is more uncertain.

However, Fitch believes SB and GB will continue to be supported
by VEB until their transfer to DIA given (i) their current full
ownership by VEB, (ii) the solid track record of support to date
(including the recently announced RUB10 billion of new equity in
GB and the conversion in 2014 of RUB10 billion subordinated debt
to equity for SB), and (iii) potential reputational risks for VEB
in case of a default at GB or SB.

The banks' Viability Ratings (VRs) are unaffected by this rating
action.

RATING SENSITIVITIES

IDRS, NATIONAL RATINGS, SUPPORT RATINGS AND SENIOR DEBT

Fitch expects to resolve the RWNs once the banks are transferred
to DIA (if such a sale takes place) and there is more clarity
about their ownership structure, the DIA's strategy towards the
banks and any possible future sale of them, and therefore the
agency's ability and propensity to support SB and GB.

SB would likely be downgraded by at least one notch to 'BB-' (the
same level as RosCap) upon being sold to the DIA.  Both SB and GB
could be downgraded to below 'BB-' and potentially to the level
of their VRs (SB 'b'; GB 'b-'), if Fitch takes the view that
support for the banks has become significantly more uncertain,
e.g. because the DIA may sell them in the near- to medium-term.

However, if Fitch takes the view that the DIA's propensity to
support SB and GB is similar to that for Roscap, for example, due
to potential plans to merge the three banks with the DIA
remaining a long-term shareholder, then the ratings may settle at
the 'BB-' level.  The banks' ratings may be affirmed at their
current levels if VEB maintains its current ownership and affirms
its intention to remain a shareholder of the banks over the long
term.

The rating actions are:

Sviaz-Bank

  Long-term foreign and local currency IDRs: 'BB' placed on RWN
  Short-term foreign currency IDR: affirmed at 'B'
  Viability Rating: 'b' unaffected
  Support Rating: '3' placed on RWN
  National Long-term rating: 'AA-(rus)' placed on RWN
  Senior unsecured debt: 'BB' placed on RWN
  Senior unsecured debt National rating: 'AA-(rus)' placed on RWN

GLOBEXBANK

  Long-term foreign and local currency IDRs: 'BB-' placed on RWN
  Short-term foreign currency IDR: affirmed at 'B'
  Support Rating: '3' placed on RWN
  Viability Rating: 'b-' unaffected
  National Long-term rating: 'A+(rus)' placed on RWN
  Senior unsecured debt: 'BB-' placed on RWN
  Senior unsecured debt: National rating: 'A+(rus)' placed on RWN
  Senior unsecured debt: Short-Term rating: affirmed at 'B'



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


CAIXA PENEDES 1: S&P Affirms B Rating on Class C Notes
------------------------------------------------------
Standard & Poor's Ratings Services placed on CreditWatch negative
its credit ratings on all classes of notes in CAIXA PENEDES 1 TDA
Fondo de Titulizacion de Activos and CAIXA PENEDES 2 TDA, Fondo
de Titulizacion de Activos.

The CreditWatch negative placements follow information that S&P
has received from Titulizacion de Activos S.G.F.T., the trustee
for CAIXA PENEDES 1 and 2, regarding incorrect reporting in the
transaction reports since 2013.  When the Indice de Referencia de
Prestamos Hipotecarios de Cajas de Ahorro (IRPH Cajas) was
withdrawn in 2013, loans could switch to either a fixed rate of
interest, Euro Interbank Offered Rate (EURIBOR), or Indice de
Referencia de Prestamos Hipotecarios del Conjunto de Entidades
(IRPH entidades).

In the case of CAIXA PENEDES 1 and 2's pools, most of the loans
linked to the IRPH Cajas switched to paying a fixed rate of
interest.  However, for both transactions, the trustee has been
reporting that these loans were still paying a floating rate of
interest.  In the case of CAIXA PENEDES 2, 35% of the total pool
is affected by this misstatement of interest type.  S&P is still
waiting for the corresponding number for CAIXA PENEDES 1, but it
expects it to be similar.

Both transactions benefit from swaps that were introduced into
the structure to hedge the original basis risk.  With significant
portions of the portfolios now paying fixed interest rates and
not floating rates any more, the mismatch between the assets and
liabilities should now be higher than what S&P was previously
assuming.  S&P expects that the basis swaps in both transactions
cannot mitigate the interest risk that the transactions could be
currently exposed to in S&P's high interest rate scenarios.
Consequently, when performing new analyses for these
transactions, S&P expects a negative effect on the ratings,
especially in interest rate up scenarios.

S&P's Oct. 2, 2015 upgrade of Spain could affect the maximum
achievable rating in these two transactions under S&P's updated
criteria for rating single-jurisdiction securitizations above the
sovereign foreign currency rating.  S&P has already analyzed the
potential effect of the upgrade on its ratings in CAIXA PENEDES
1.

However, S&P's ratings on CAIXA PENEDES 2's class A and B notes
were still on CreditWatch positive when S&P was informed about
the incorrect data.

S&P expects the trustee to give us further feedback on this
information and to correct the previous information soon.  With
this corrected information, S&P will review the transactions and
solve the CreditWatch placements.

RATINGS LIST

Class                 Rating
            To                       From

Ratings Placed On CreditWatch Negative

CAIXA PENEDES 1 TDA Fondo de Titulizacion de Activos
EUR1 Billion Mortgage-Backed Floating-Rate Notes

A            AA (sf)/Watch Neg        AA (sf)
B            BBB+ (sf)/Watch Neg      BBB+ (sf)
C            B (sf)/Watch Neg         B (sf)

CAIXA PENEDES 2 TDA, Fondo de Titulizacion de Activos
EUR750 Million Mortgage-Backed Floating-Rate Notes

A            AA (sf)/Watch Neg        AA (sf)/Watch Pos
B            A+ (sf)/Watch Neg        A+ (sf)/Watch Pos
C            BB- (sf)/Watch Neg       BB- (sf)


FONCAIXA FTGENCAT 5: S&P Affirms D Rating on Class D Notes
----------------------------------------------------------
Standard & Poor's Ratings Services raised its credit rating on
Foncaixa FTGENCAT 5, Fondo de Titulizacion de Activos' class AG
notes.  At the same time, S&P has affirmed its ratings on the
class B, C, and D notes.

S&P has used data from the September and December 2015 quarterly
investor reports to perform S&P's credit and cash flow analysis,
and it has applied its European small and midsize enterprise
(SME) collateralized loan obligation (CLO) criteria and its
current counterparty criteria.

CREDIT ANALYSIS

Foncaixa FTGENCAT 5 is a single-jurisdiction cash flow CLO
transaction securitizing a portfolio of SME loans that Caja de
Ahorros y Pensiones de Barcelona originated in Spain.  The
transaction closed in November 2007.

S&P has applied its European SME CLO criteria to determine the
scenario default rate (SDR)--the minimum level of portfolio
defaults that S&P expects each tranche to be able to withstand at
a specific rating level using CDO Evaluator.

To determine the SDR, S&P adjusted the archetypical European SME
average 'b+' credit quality to reflect two factors (country and
originator, and portfolio selection adjustments).

Under S&P's criteria, it ranks the originator in this transaction
in the moderate category.  Taking into account Spain's Banking
Industry Country Risk Assessment (BICRA) score of 5 and the
originator's average annual observed default frequency, S&P has
applied a downward adjustment of one notch to the 'b+'
archetypical average credit quality.  To address differences in
the creditworthiness of the securitized portfolio compared with
the originator's entire loan book, S&P further adjusted the
average credit quality by three notches.

As a result of these adjustments, S&P's average credit quality
assessment of the portfolio was 'ccc', which S&P used to generate
its 'AAA' SDR.

"We have calculated the 'B' SDR based primarily on our analysis
of historical SME performance data and our projections of the
transaction's future performance.  We have reviewed the
originator's historical default data, and assessed market
developments, macroeconomic factors, changes in country risk, and
the way these factors are likely to affect the loan portfolio's
creditworthiness.  Since our previous review, the amount of loans
that defaulted increased significantly, almost doubling the
number of defaults observed between closing in 2007 and September
2015. We factored this in our analysis to derive the 'B' SDR,"
S&P said.

S&P interpolated the SDRs for rating levels between 'B' and 'AAA'
in accordance with its European SME CLO criteria.

RECOVERY RATE ANALYSIS

S&P applied a weighted-average recovery rate (WARR) at each
liability rating level by considering the asset type and its
seniority, the country recovery grouping, and the observed
historical recoveries in this transaction.  S&P's recovery
assumptions remain unchanged since its previous review.

COUNTRY RISK

As S&P's rating on the most senior class of notes in this
transaction is below the long-term rating on the sovereign, S&P
has not performed its rating above the sovereign analysis on
these notes.

COUNTERPARTY RISK

The transaction benefits from a swap provided by CaixaBank S.A.
(BBB/Stable/A-2), which not only provides a hedge for the
interest rate risk, but also provides credit support to the
transaction, given that it covers the weighted-average coupon on
the notes and guarantees a spread of 50 basis points in the
transaction. Therefore, under S&P's current counterparty
criteria, its ratings in this transaction are constrained at the
issuer credit rating of CaixaBank as the swap provider.

CASH FLOW ANALYSIS

S&P used the reported portfolio balance that it considered to be
performing, the principal cash balance, the current weighted-
average spread, and the weighted-average recovery rates that S&P
considered to be appropriate.  S&P subjected the capital
structure to various cash flow stress scenarios, incorporating
different default patterns and timings and interest rate curves,
to determine the rating level, based on the available credit
enhancement for each class of notes under S&P's European SME CLO
criteria.

The class AS notes have fully paid down since S&P's previous
review.  Additionally, the further amortization of the class AG
notes has increased the available credit enhancement for all
rated classes of notes.

Based on S&P's credit and cash flow analysis and the application
of its current counterparty criteria, S&P considers the available
credit enhancement for the class AG notes to be commensurate with
a higher rating than currently assigned.  S&P has therefore
raised to 'BBB (sf)' from 'BBB- (sf)' its rating on the class AG
notes. S&P's analysis also indicates that the available credit
enhancement for the class B, C, and D notes is commensurate with
the currently assigned ratings.  S&P has therefore affirmed its
ratings on the class B, C, and D notes.

RATINGS LIST

Foncaixa FTGENCAT 5, Fondo de Titulizacion de Activos
EUR1.027 bil floating-rate note
                                   Rating
Class            Identifier        To                  From
AG               ES0337782017      BBB (sf)            BBB- (sf)
B                ES0337782025      B+ (sf)             B+ (sf)
C                ES0337782033      CCC+ (sf)           CCC+ (sf)
D                ES0337782041      D (sf)              D (sf)



===========
S W E D E N
===========


BRAVIDA HOLDING: Moody's Withdraws Ba3 Corporate Family Rating
--------------------------------------------------------------
Moody's Investors Service has withdrawn the Ba3 corporate family
rating (CFR) and the B1-PD probability of default rating (PDR) of
Bravida Holding AB (Bravida). The outlook on all ratings was
stable prior to the withdrawal.

RATINGS RATIONALE

Moody's has withdrawn the rating for its own business reasons.

The last rating action on Bravida was taken on October 19, 2015,
when Moody's upgraded Bravida's CFR to Ba3 from B1 with a stable
outlook after Bravida's successful initial public offering (IPO)
on Nasdaq Stockholm on October 16, 2015.

Headquartered in Stockholm, Sweden, Bravida Holding AB (Bravida)
is a leading independent multi-technical services provider in
Scandinavia. In 2014, Bravida operated across 150 locations and
generated sales of SEK12 billion with 62% of sales in its
domestic market (Sweden) and the remaining sales split between
Norway (23%) and Denmark (15%). Bravida's main activities
comprised the provision of electrical (44% of sales), heating and
plumbing (26%), heating/ventilation/air-conditioning (HVAC, 16%)
and other specialist services (4%). Installation activities
(building and redevelopment) accounted for 53% of sales and
service (operation and maintenance) accounted for 47%.



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


CIRCLE EXPRESS: Rico Takes Over Business Following CVA
------------------------------------------------------
Air Cargo News reports that Circle Express has found a new home
in Rico, part of the TVS logistics group.

According to Air Cargo News, Rico has taken a majority
shareholding in Slough-based Circle, which entered into a company
voluntary arrangement in 2012 and appointed turnaround
specialists KSA Group to allow it to continue trading while it
repaid its debts.

Rico parent TVS Logistics has US$10 billion annual revenues and
employs more than 30,000 people worldwide, Air Cargo News
discloses.  Its UK subsidiary operates over 40 branches
controlling over 1,400 courier vehicles a day and also provides
warehousing and technical field engineering services, Air Cargo
News states.

Circle Express' day-to-day operations and management will not
change although upper management will have a new reporting
structure, Air Cargo News notes.

Circle Express is a UK airfreight collection and delivery
specialist.


NORD ANGLIA: Moody's Says 1Q FY2016 Results in Line With B1 CFR
---------------------------------------------------------------
Moody's Investors Service says Nord Anglia Education, Inc. (NAE)
reported results for the fiscal first quarter ended November 2016
(1Q FY2016) that are broadly in line with expectations and
support its B1 corporate family rating (CFR) and the B1 ratings
on its senior secured term loan B and senior unsecured revolving
credit facility issued by Nord Anglia Education Finance LLC.

The rating outlook is stable.

NAE reported 1Q FY2016 revenue growth of 61% year-on-year,
boosted by (1) its acquisitions of schools in Switzerland, China,
Vietnam, the United States and Mexico; and (2) hikes in tuition
fees at rates greater than cost inflation.

On a pro forma basis, which assumes full-year revenue
contributions from the acquired schools, NAE's EBITDA margins
continue to exceed 30%.

"Pro forma for its recent acquisitions, NAE's leverage remains
high for the ratings with adjusted debt to EBITDA of about 7.1x
for the 12 months ended November 2015. We nonetheless expect that
leverage will trend down during the course of FY2016 towards
6.0x," says Joe Morrison, a Moody's Vice President and Senior
Credit Officer.

The forecast for lower leverage reflects incremental earnings
contributions from the schools NAE acquired in FY2015 as well as
increases in enrollments and tuition fees.

At end-November 2015, NAE had $247 million in cash holdings which
was sufficient to cover its short-term debt of $160 million.

NAE's stable and predictable cash flows, which stem from demand
for its premium educational services, support the ratings.
Moody's also expects that NAE will be disciplined in executing
its acquisition strategy, acquiring individual schools in
existing markets that are accretive to earnings and cash flow.

Nord Anglia Education, Inc. is headquartered in Hong Kong and
operates 42 international premium schools in Asia, Europe, the
Middle East, and North America, with more than 34,300 students
ranging in level from pre-school through to secondary school. NAE
also provides outsourced education and training contracts with
governments and curriculum products through its Learning Services
division. For the 12 months ended November 2015, NAE generated
revenues of about $669 million.


PROSERV GROUP: S&P Lowers CCR to 'CCC+', Outlook Negative
---------------------------------------------------------
Standard & Poor's Ratings Services said that it had lowered its
long-term corporate credit rating on U.K. oilfield services
company Proserv Group Inc. to 'CCC+' from 'B'.  The outlook is
negative.

At the same time, S&P lowered the issue-level rating on the
company's $60 million revolving credit facility (RCF) and $365
million first-lien term loan to 'CCC+' from 'B' and revised the
recovery rating to '4' from '3'.  S&P sees recovery prospects in
the lower half of the 30%-50% range.

S&P also lowered its long-term issue rating on the company's $115
million second-lien term loan due 2022 to 'CCC-' from 'CCC+'.
The recovery rating is unchanged at '6', indicating S&P's
expectation of negligible (0%-10%) recovery in the event of a
payment default.

The downgrade reflects both Proserv's meaningfully weakening
performance and S&P's forecast for an unsustainable capital
structure and less-than-adequate liquidity.

Absent positive developments in operating performance, and under
S&P's current base-case assumptions, including its long-term oil
price of $50 per barrel of Brent, S&P believes that the company
could restructure its capital structure, although S&P do not
envision a specific default scenario over the next 12 months.

Moreover, even though S&P believes that the company has
sufficient liquidity to manage its business over 2016, S&P
forecasts funds from operations (FFO) will be negative over the
year, and limitations to access to the $60 million RCF in S&P's
view pose serious concerns about the company's debt-service
capacity in the coming years.

S&P had previously anticipated capital structure improvements
supported by higher margins, but S&P now views the likelihood of
the capital structure improving in the near term as very low,
owing to S&P's expectations for lower operating performance amid
a continued depressed customer demand situation that is heavily
influenced by capital expenditure cuts and other cost measures at
the oil company level.  This also leads to increased competition
for existing jobs, ultimately impacting the capacity to generate
margins and cash flows.

Proserv offers products and services covering many stages of the
oil and gas delivery cycle, a relatively diverse customer base,
and leading positions in several niche markets across many
regions.  However, the lack of long-term contracts and overall
limited backlog are key negatives, as they translate into high
volatility of profitability, because demand can vary dramatically
over a short period of time with limited cash-flow protection.

Despite its business having relatively high barriers to entry
thanks to the technological complexity of its subsea and offshore
operations, S&P considers that Proserv's credit quality is
constrained by its limited size, relatively low business
diversity, and exposure to the spending levels of its
customers -- themselves exposed to volatile hydrocarbon prices.
In addition, S&P considers that Proserv's exposure to price
competition in the market is increased by the short-term nature
of its contracts (one year or less, on average).  S&P views
Proserv's business risk profile as vulnerable.

S&P's assessment of the financial risk profile as highly
leveraged reflects the private equity ownership, which manifests
in aggressive financial policies.  It also reflects Proserv's
credit metrics, which have materially deteriorated to levels well
beyond S&P's previous expectations, with likelihood for a
recovery in the near to medium term currently limited.  S&P
anticipates 2016 will be as challenging as 2015, with a much
reduced EBITDA base, which constrains Proserv's capacity to
service its debt.  In relation to the size of the company and its
current cash-generating capabilities, this constriction is
significant.  S&P do, however, notes the efforts the company has
made to respond to the lower activity by reducing headcount and
cutting selling, general, and administrative expenses.  These are
measures that, in isolation, are in S&P's view insufficient to
align the cash generation profile to the capital structure.

The negative outlook reflects S&P's view of the company's eroding
liquidity position as a result of declining earnings.  It also
reflects S&P's view that Proserv will find it difficult to
recover positive cash flow in the challenging operating
environment for oilfield services companies, given that operating
cost reductions and capital spending cuts are a key focus of oil
companies currently.

A downgrade would arise as a result of specific default scenarios
envisioned for Proserv over the next 12 months, such as from
further weak performance or if the company cannot access its RCF
to meet liquidity needs, which could happen in 2017.  A further
tightening in liquidity could lead to the company's inability to
fund fixed charges.  In this situation, S&P would view heightened
potential for a near-term payment default if its liquidity
conditions deteriorate further from increased working capital or
other needs.  A capital restructuring could also lead to a
downgrade.

An upgrade is unlikely over the next year, absent a significant
reversal in recent operating trends, notably oil prices well
above our base case, all leading to an improvement in the
liquidity position and credit metrics.


QUINDELL PLC: Slater & Gordon's Woes Mount Following Takeover
-------------------------------------------------------------
Ben Marlow at The Telegraph reports that Slater & Gordon, the
Australian law firm that snapped up the bulk of scandal-hit
insurance claims company Quindell, has been forced into
restructuring talks amid concerns over the deteriorating state of
its finances.

Lenders to Slater & Gordon, Australia's largest class-action law
firm, have hired turnaround experts FTI Consulting in the UK as
its problems mount following the company's shock takeover of
Quindell's legal arm last year, The Telegraph relates.

Slater & Gordon, which holds around 12% of the UK personal injury
market, pushed ahead with the deal in March 2015 despite a report
by accountants PricewaterhouseCoopers that found Quindell had
used "aggressive" and "unacceptable" accounting practices, The
Telegraph recounts.

Months after paying more than GBP600 million for the business,
Slater & Gordon was plunged into crisis when the UK's Financial
Conduct Authority, the main City watchdog, revealed it was
conducting a probe into Quindell, The Telegraph relays.

Shortly afterwards, the Financial Reporting Council began
scrutinizing Quindell's auditors, while the Serious Fraud Office
launched a criminal investigation after Quindell published its
long-delayed 2014 accounts, showing a GBP238 million loss from a
profit of GBP8.6 million as it wrote down assets by GBP157
million, The Telegraph discloses.

Since then, Slater & Gordon's woes have mounted, The Telegraph
notes.  The company has faced questions about its own accounting
practices, missed earnings guidance, and failed to update
investors on its cashflow position, according to The Telegraph.

Quindell plc is an insurance computer software group.


SUNSHINE CARE: RPO Won't Reimburse Employees' Unpaid Wages
----------------------------------------------------------
Plymouth Herald reports that staff who worked for Plymouth's
debt-riddled Sunshine Care Limited now face another hurdle to get
their missing GBP400,000 in wages after the Government said it
won't cough up.

Experts from Plymouth-based Lameys Business Recovery, which was
called in to restructure the firm, had believed staff that joined
other care companies would be reimbursed by in full by the
Government's Redundancy Payments Office, even if they transferred
to other firms under TUPE regulations, Plymouth Herald relates.

Now it turns out the RPO will not pay these staff, the vast
majority of 150 affected -- and they will have to ask their new
employers for their missing cash, Plymouth Herald says.

Derriford-based Sunshine Care called in troubleshooters last
October when it got into financial difficulties resulting from a
crippling drop in turnover, Plymouth Herald recounts.

Earlier this month, January 2016, creditors voted to accept a
Company Voluntary Arrangement (CVA), which meant unsecured
creditors will just receive 43% of what they are due, Plymouth
Herald discloses.

Before the CVA started, Plymouth City Council terminated its
contract with Sunshine Care for the provision of hourly
domiciliary care and divided that work between three new
providers, Plymouth Herald relates.

Many Sunshine Care employees were moved to the new providers,
Plymouth Herald notes.

According to Plymouth Herald, Lameys believed the provisions of
Transfer of Undertakings (Protection of Employment) (Amendment)
Regulations 2014 (TUPE) were likely to apply to the transfers and
RPO would be likely to pay all TUPE'd employees for any unpaid
wages.

But, with the CVA now in force, RPO has reviewed the employees'
claims, Plymouth Herald notes.

Lameys, as cited by Plymouth Herald, said it understands RPO has
formed the view TUPE did apply to the transfers.

However, it has also concluded RPO will not pay the TUPE'd
employees for their arrears of wages, according to Plymouth
Herald.

Lameys said RPO's view is that payment of any unpaid wages for
employees who have TUPE transferred will be the responsibility of
the new providers to which the employees have transferred,
Plymouth Herald relays.

Michelle Weir, of Lameys, was appointed as supervisor for
Sunshine Care's CVA, Plymouth Herald discloses.

The CVA resulted in Sunshine Care agreeing a payment deal with
creditors owed a whopping GBP1.4 million, Plymouth Herald
relates.

About 150 employees lost their jobs at Sunshine Care, Plymouth
Herald recounts.  Some workers were owed up to two months wages,
in some cases as much as GBP5,000, according to Plymouth Herald.

Sunshine Care Limited provides 24 hour live-in care services.


* UK: Company Administrations Hit Record Low in 2015, FRP Says
--------------------------------------------------------------
FRP Advisory, the restructuring and advisory firm, notes that
company administrations are at a record 11 year low, down by
11.4% on 2014 to 1,406.  Total corporate insolvencies fell
year-on-year by 10.3% to 14,629 the lowest level since 1989 when
Mrs. Thatcher was in power amid a boom economic growth.

Glyn Mummery, partner at FRP Advisory, the restructuring and
advisory firm, said: "The annual decline in company
administrations may have been predicted but this is still sharply
down from the 1,587 recorded in 2014.  Administrations in England
and Wales last year were still 200 lower even than the record low
of 1,602 recorded in 2004, the first year of the turnaround
culture ushered in by the advent of the Enterprise Act 2003.

The rate of GDP growth may have slowed but the economy is still
in pretty good shape.  Headwinds are appearing in the economy,
with declines in construction activity, manufacturing, mining,
and oil and gas support services as well as parts of the food
industry, due to competitive pricing and the effects being felt
from a slowdown in the Chinese economy.

The specter of rising interest rates has however been put on the
back burner for now which may help any struggling UK industries.
Headline figures of UK economic growth remain inflated within the
financial sector by the distortive effect of real estate
investment and trading in what remains an over-heated South East
housing market.  The hot housing market has not stimulated large
parts of the rest of the underlying real economy on which so many
of the country's jobs rely.  Over the past six years the number
of company insolvencies has been in overall decline in line with
economic recovery.  However, FRP Advisory predicts an increase in
administrations in 2016 due to weak points in key parts of the
economy, particularly in construction, which witnessed a 1.1%
fall in output according to official ONS GDP figures released
[Fri]day."


* UK: Corporate Insolvencies Continue Steady Decline, R3 Says
-------------------------------------------------------------
Commenting on the quarterly insolvency statistics (for
October - December 2015) published by the Insolvency Service on
Jan. 29, Phillip Sykes, president of R3, the insolvency trade
body, says:

Personal insolvencies

"It's welcome that insolvency numbers fell so far from their 2010
peak in 2015.  Continuing low inflation and a growing economy
have helped people pay down or service debts.  The return of real
wage growth has put a big dent in insolvency numbers."

"Quarterly insolvency numbers have been boosted by October
changes to Debt Relief Orders, which have made the insolvency
regime more accessible to people in financial trouble.  A rise
doesn't only mean more people are becoming insolvent: more people
are now able to access the formal insolvency regime."

"Increasing access is a good thing.  There are hundreds of
thousands of people using non-statutory debt management plans to
deal with problem debts who might be better served using a formal
insolvency process."

"Often, people can't afford the government and court fees needed
to enter bankruptcy, or they have too many assets and debts to
use a DRO, or they just don't know about their options.  Making
DROs easier to access may have allowed people to enter the formal
regime for the first time.  The rise in DROs looks like it has
come more from people in this position, rather than switching
from bankruptcy or an IVA."

"Debt management plans can work for some people, but they are not
regulated in the same way as formal insolvency procedures, and
they don't provide the same level of protection from creditors."
"It's very important that the FCA starts recording the number of
debt management plans in operation.  Without knowing how many
people are using non-statutory debt relief mechanisms, we have no
idea of the true scale of personal insolvency in England &
Wales."

"Overall, personal finances are in a better shape than they have
been for a while.  R3's regular survey of 2,000 British adults
has found that the proportion of British adults who say they
often or sometimes struggle to payday is at a record low of 36%.
Two-in-five British adults say they are at least fairly worried
about their current level of debt which is down from 2015."

Corporate insolvencies

"Corporate insolvencies are continuing their slow and steady
decline since their peak in the recession."

"The falling price of a barrel of oil has helped businesses to
bring costs down.  However, it is causing a considerable degree
of difficulty for those in the sector.  While many oil and gas
businesses are currently undergoing a period of restructuring, if
they are unable to cut costs sufficiently we may see a wave of
insolvencies in the sector in future quarters particularly among
the smaller firms."

"Other businesses are continuing to enjoy favorable circumstances
with the low interest rates and inflation.  There has been
reasonable growth in the economy and high levels of liquidity
which will have helped buoy businesses along."

"R3's latest research which tracks indicators of business
distress, found levels at the lowest level since our study began
in March 2012."

"However, these factors won't last forever.  Increasing
volatility in the stock markets, driven by concern over China,
lower growth in the developing world and geopolitical risk in the
Middle East all contribute to a time of uncertainty and lower
confidence amongst corporates which may impact growth in the
foreseeable future."


* UK: Euler Hermes Expects Hike in Corporate Insolvencies in 2016
-----------------------------------------------------------------
January 29 data data reveals a concerning trend of increased
financial stress and volatility for unsecured creditors in
sectors such as construction, manufacturing (metal and furniture
come first), textiles and services hidden amongst the headline
downward trend in corporate insolvencies, according to
creditman.co.uk

creditman.co.uk says, "We are receiving an increase in overdue
payments reports from our clients along the supply chain in these
key sectors, which may be an early indicator of more volatility
and fundamental shifts in the wider economy which could pile
pressure on businesses this year.

"Our forecasts suggest UK GDP growth will drop in 2016 for the
first time in three years, and there will be a with a five per
cent hike in corporate insolvencies.  A hike in business failures
would be a natural consequence of the boom in start-up ventures
since 2013.  However, a UK economic slowdown, Brexit fears,
emerging markets madness and the revelation this week that a
major supermarket chain knowingly delayed payments to suppliers
highlights the challenges faced by many UK businesses from late
payments and unpaid debts.

"No one wants one of their clients or suppliers to be the
insolvency statistic that lands them with overdue or bad debts
which squeezes cash flow, credit ratings or stalls growth plans.
In the current more volatile climate, businesses should take
extra care to understand their customers and suppliers ability to
pay on time when signing new contracts."



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


* BOND PRICING: For the Week January 25, 2016 to January 29, 2016
-----------------------------------------------------------------

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   &nb