TCREUR_Public/160215.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 15, 2016, Vol. 17, No. 031


                            Headlines


D E N M A R K

DANISH AEROTECH: Local Consortium Acquires Core Assets


G E R M A N Y

DEUTSCHE BANK: S&P Lowers Rating on Tier 1 Securities to 'B+'
GERMAN PELLETS: Court Appoints Insolvency Administrator
TANTALUS RARE: Withdraws Insolvency Application


G R E E C E

GREECE: Creditors Want Gov't to Proceed with Spending Cuts
NAVIOS MARITIME: S&P Lowers CCR to 'B+', Outlook Negative


I R E L A N D

AVOCA CLO XIV: S&P Affirms 'B-' Rating on Class F Notes
BLOXHAM: Liquidator in Dispute with Danske Bank Over Assets


I T A L Y

BANCA POPOLARE: Fitch Lowers LT Issuer Default Rating to 'B-'
* Fitch Affirms 5 OBG Programs Issued by Large Italian Banks


L U X E M B O U R G

ARCELORMITTAL: S&P Affirms 'BB/B' CCR, Outlook Negative


N E T H E R L A N D S

ATRADIUS FINANCE: Moody's Affirms Ba1 Rating on Subordinated Debt


P O R T U G A L

BANCO BPI: S&P Puts 'BB-' Counterparty Rating on Watch Negative


R U S S I A

AVTOVAZ: At Risk of Bankruptcy as Losses Mount
SODRUGESTVO GROUP: Fitch Lowers IDR to 'B-', Outlook Stable


U K R A I N E

UKRAINE: Reaches Debt Restructuring Deal with Sberbank


U N I T E D   K I N G D O M

ALTE LIEBE 1: S&P Lowers Rating on EUR102MM Notes to 'CCC-'
BHS GROUP: Taps KPMG to Explore Options to Shrink Business
PARAGON OFFSHORE: Enters Into Settlement Agreement with Noble
THOMAS COOK: S&P Affirms 'B' Rating on Unsecured Notes


X X X X X X X X

* S&P Takes Various Rating Actions on 7 High-Yield Oil & Gas Cos.
* S&P Takes Various Rating Actions on 28 Cos. Debt Instruments
* BOND PRICING: For the Week February 8 to February 12, 2016


                            *********



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D E N M A R K
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DANISH AEROTECH: Local Consortium Acquires Core Assets
------------------------------------------------------
Gerard O'Dwyer at Defense News reports that a local consortium
headed by Danish industrialists Peter Bennedsen and Soender
Felding has acquired the trading name and core assets of defense
company Danish Aerotech A/S, which was placed into a court-
supervised judicial liquidation process in December 2015.

According to Defense News, Mr. Bennedsen, through his privately
owned company Danish Aerotech Sales A/S, is now engaged in
drafting a business re-capitalization and management plan for
Danish Aerotech, with the intention of re-building operations
around its aircraft maintenance and weapons systems' activities.

"It may take several months to determine what parts of the
business can be saved and which have the potential to operate on
a sound and profitable basis going forward," Defense News quotes
Mr. Bennedsen as saying.

Legal documents to dissolve Danish Aerotech were filed with the
district court in Herning in December, Defense News recounts.
The court appointed the Aarhus-based law-firm Abel & Skovgaard
Larsen to lead the liquidation process, Defense News relays.

Danish Aerotech's economic situation deteriorated during the
second half of 2015 after the company saw a substantial decline
in projected revenues and profits for the year due to delayed
contracts coupled with the failure of some orders to materialize
from international customers, Defense News discloses.

The serious depletion of Danish Aerotech's order-books, and
resulting impact on profitability, proved decisive in persuading
the owners in the Karup-headquartered company to file for a
judicial liquidation, said Danish Aerotech's CEO Jan Joergensen,
Defense News relates.

"The decision was made based on the company's weakened financial
condition.  We had projected revenues from important foreign
orders that did not happen. It put us in a bad situation,"
Mr. Joergensen, as cited by Defense News, said.

Danish Aerotech A/S specializes in production and maintenance of
mechanical, electrical and electronic parts and components for
aircraft and helicopters as well as maintenance, modification and
integration of aircraft, missiles and associated components.



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G E R M A N Y
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DEUTSCHE BANK: S&P Lowers Rating on Tier 1 Securities to 'B+'
-------------------------------------------------------------
Standard & Poor's Ratings Services lowered its issue ratings on
Tier 1 securities issued, guaranteed, or supported by Deutsche
Bank AG to 'B+' from 'BB-'.  At the same time, S&P lowered the
issue rating on the Deutsche Bank Capital Finance Trust I
perpetual Tier 2 instrument to 'BB-' from 'BB'.

The 'BBB+/A-2' issuer credit ratings on Deutsche Bank and the
issue ratings on the bank's other debt instruments are not
affected.  The outlook is stable.

S&P understands from the issue documentation for Deutsche Bank's
Tier 1 hybrid securities that interest cancellation is compulsory
if, among other circumstances, aggregate interest payments on
Tier 1 instruments in a financial year exceed adjusted Available
Distributable Items (ADIs) on an unconsolidated basis under
German generally accepted accounting principles (GAAP).  This
relatively narrow definition results in a lower level of ADIs
than in the bank's consolidated accounts prepared under
International Financial Reporting Standards.

On Feb. 8, 2016, Deutsche Bank announced that its unconsolidated
German GAAP-adjusted ADIs were about EUR1.0 billion at year-end
2015, down from EUR2.9 billion a year earlier and EUR2.7 billion
at year-end 2013.  S&P notes that this amount is sufficient to
pay Tier 1 interest payments due in 2016.  The bank indicated
that its capacity for Tier 1 interest payments due in 2017 would
be about EUR4.3 billion on a pro forma basis, which includes
about EUR1.9 billion of remaining German GAAP reserves available
to offset future losses.  The bank's final Tier 1 interest
payment capacity for 2017 will depend on its actual net earnings
in 2016 as well as movements in other reserves.

S&P's hybrid rating criteria state: "If we consider that a bank
is at risk of insufficient distributable reserves for a regulator
to permit payment on a hybrid capital instrument--even though
nondistributable reserves are available -- we typically deduct
one notch.  This will increase to two or three notches, depending
on our assessment of the likelihood of the clause being
triggered". When S&P rated Deutsche Bank's May 2014 Additional
Tier 1 capital issues, S&P said: "We could deduct an additional
notch from the rating on the Deutsche Bank issue if its ADIs
decline materially from the year-end 2013 level".

S&P's central expectation is that Deutsche Bank's EUR4.3 billion
pro forma payment capacity for 2017 should be sufficient to
enable continued Tier 1 interest payments.  However, S&P
considers that the bank's unconsolidated German GAAP earnings
prospects are somewhat difficult to foresee due to likely
litigation and restructuring charges and volatile market
conditions.  In recognition of that uncertainty, and consistent
with S&P's published criteria, it considers it appropriate to
deduct one additional notch from the issue ratings on Deutsche
Bank's Tier 1 instruments.  S&P has accordingly lowered the issue
ratings to 'B+' from 'BB-'.  S&P could lower these ratings
further if it identifies increasing pressure on ADIs from
potential losses. Conversely, S&P could remove the additional
notch and so raise these ratings if Deutsche Bank's ADIs and
earnings exhibit greater stability that leads to a reduced
prospect of coupon deferral risk.

In S&P's ratings, it does not differentiate between the
Additional Tier 1 instruments that Deutsche Bank issued in 2014
and its rated "legacy" Tier 1 securities (those issued before
2014).  Deutsche Bank's recent announcement stated that interest
payments on legacy securities are supported in 2016 by pusher
events including the common dividend paid in 2015 and a January
2016 call of a legacy instrument.  At this stage, S&P sees
comparable risks to interest payments on the legacy securities
and the 2014 issues after 2016. Therefore, S&P has lowered both
the legacy Tier 1 securities and the 2014 issues by one notch to
'B+'.  In addition, S&P has lowered the issue rating on the
Deutsche Bank Capital Finance Trust I perpetual Tier 2 instrument
to 'BB-' from 'BB' because S&P understands from the termsheet
that the interest payments also depend on sufficient ADIs.

In addition to sufficient ADIs, Deutsche Bank's capacity to make
Tier 1 interest payments depends on it continuing to meet its
regulatory capital requirements.  The bank disclosed on Jan. 28,
2016 that its minimum Common Equity Tier 1 requirement for 2016
is 10.75% and the actual ratio under transitional rules was
12.52% on Jan. 1, 2016.  Deutsche Bank stated that the actual
ratio would have been about 12.9% including the pro forma impact
of the agreed sale of its stake in China's Hua Xia Bank, which is
expected to complete in the second quarter.

S&P's 'BBB+/A-2' issuer credit ratings on Deutsche Bank AG are
unaffected.  When S&P lowered Deutsche Bank's unsupported group
credit profile -- S&P's assessment of its stand-alone
creditworthiness -- to 'bbb' from 'bbb+' in November 2015, S&P
cited its expectation of high exceptional costs and material
execution challenges as it implements its new strategy.  S&P
considers that the bank's poor fourth-quarter earnings were
consistent with this view.  S&P will monitor whether the new
strategy is on track to deliver a more stable and predictable
operating model in the medium term.

The current stable outlook reflects S&P's central expectation
that Deutsche Bank will make steady progress during the next two
years toward its financial and operational targets for 2020.  S&P
anticipates that its profitability will remain relatively poor in
2016-2017 due to restructuring charges and a likelihood of
further litigation provisions.  However, supported by balance
sheet deleveraging and de-risking, S&P expects its risk-adjusted
capital ratio to remain around the middle of the 7%-10% range,
which is consistent with S&P's current assessment of the bank's
capital and earnings.  S&P could take a negative rating action if
Deutsche Bank falls behind schedule in executing its strategy,
either for internal reasons or due to a more challenging external
environment.  In these circumstances, S&P would review whether
the current one-notch positive adjustment to the long-term
counterparty credit rating was still warranted.

RATINGS LIST

Downgraded
                                        To                 From
Deutsche Bank AG
Junior Subordinated                    B+                 BB-

Deutsche Bank Cap Fdg Trust VIII
Preferred Stock                        B+                 BB-

Deutsche Bank Capital Finance Trust I
Preferred Stock                        BB-                BB

Deutsche Bank Capital Funding Trust I
Preferred Stock                        B+                 BB-

Deutsche Bank Capital Funding Trust IX
Junior Subordinated                    B+                 BB-

Deutsche Bank Capital Funding Trust V
Preferred Stock                        B+                 BB-

Deutsche Bank Capital Funding Trust VI
Preferred Stock                        B+                 BB-

Deutsche Bank Capital Funding Trust VII
Preferred Stock                        B+                 BB-

Deutsche Bank Capital Funding Trust XI
Junior Subordinated                    B+                 BB-

Deutsche Bank Contingent Capital Trust II
Preferred Stock                        B+                 BB-

Deutsche Bank Contingent Capital Trust III
Preferred Stock                        B+                 BB-

Deutsche Bank Contingent Capital Trust IV
Preferred Stock                        B+                 BB-

Deutsche Bank Contingent Capital Trust V
Preferred Stock                        B+                 BB-


GERMAN PELLETS: Court Appoints Insolvency Administrator
-------------------------------------------------------
Erin Voegele at Biomass reports that German Pellets GmbH on
Feb. 11 announced a German court has appointed a provisional
insolvency administrator with regard to insolvency proceedings
that have been initiated against the assets of the company.

According to Biomass, a statement issued by German Pellets
indicates the insolvency court in Schwerin, Germany, has
appointed Bettina Schmudde -- bschmudde@whitecase.com -- a lawyer
with the firm Kanzlei White & Case, as the provisional solvency
administrator.  The notice also states that in its Feb. 10
resolution, the court instructed the provisional solvency
administrator to safeguard the company's assets, Biomass notes.
The administrator also has the task of ascertaining whether there
are sufficient grounds to commence proceedings and assessing the
prospects for the company's continued existence, Biomass states.

The wages and salaries of the company's approximately 650
employees are guaranteed for three months during the provisional
insolvency proceedings by means of insolvency substitute
benefits, Biomass discloses.  The notice goes on to state that
the declaration of claims shall not be possible until the
insolvency proceedings have commenced, which is likely to be in
early May, Biomass relays.  Creditors are directed to refrain
from declaring any claims before that date, Biomass says.

German Pellets on Feb. 10 issued a statement noting had
petitioned the court to restructure through bankruptcy
proceedings under its own administration, Biomass relates.  The
company also said it intends to continue its business operations
in full during the preliminary insolvency proceedings, Biomass
recounts.

German Pellets, as cited by Biomass, said economic difficulties
were the result of three primary factors, including the dramatic
decline in oil prices, lower pellet revenues resulting from two
warm winters, and a bad investment the company made in 2010 in
KAGO, a furnace manufacturer.

German Pellets is a German production company based in Wismar,
Germany.  The company produces various kinds of wood pellets for
pellet heating and pellet ovens and animal hygiene products for
horses, large and small animals.


TANTALUS RARE: Withdraws Insolvency Application
-----------------------------------------------
Tantalus Rare Earths AG on Feb. 12 disclosed that it has
withdrawn the application for opening of insolvency proceedings.

On December 8, 2015, Tantalus and the Singapore-based company
Apphia Minerals SOF PTE. Ltd signed a sale and purchase agreement
for the sale of 60% of the shares in Tantalus' subsidiary
Tantalum Holding (Mauritius) Limited (which is the 100% owner of
Tantalum Rare Earth Malagasy S.A.R.L.) for a cash consideration
of EUR3.7 million.

Based on the terms set in the agreement, Apphia has now
transferred a second tranche of EUR1,350,000 to Tantalus.  In
addition certain creditors have signed moratorium agreements and
thereby Tantalus is no longer illiquid in the meaning of section
17 of the German Insolvency Code.

Tantalus will invite its shareholders to an extraordinary general
meeting to decide on the arrangements with Apphia.  The general
meeting is expected to take place in late March 2016 and the
invitation to the general meeting is expected to be published
during the coming few weeks.

                   About Tantalus Rare Earths AG

Tantalus Rare Earths AG is a Germany-based exploration company,
engaged in the development of rare earths in Madagascar.
Tantalus's shares are quoted on the 'PrimÑrmarkt' of the
Dusseldorf Stock Exchange.



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G R E E C E
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GREECE: Creditors Want Gov't to Proceed with Spending Cuts
----------------------------------------------------------
Philip Chrysopoulos at Greek Reporter reports that creditors
suggest that Greece should proceed with government spending cuts
instead of raising taxes and contributions in order to save
security funds.

According to Greek Reporter, a new report by the European Central
Bank, at this point, the Greek government must proceed with state
spending cuts and not impose new taxes and contribution hikes.

Creditors' representatives left Athens unsatisfied with the lack
of progress on key issues such as security fund reforms, bad
loans settlement and the establishment of an independent state
privatization fund, Greek Reporter relates.

The ECB report says that even though Athens has decided to impose
new measures worth EUR5.7 billion -- mainly taxes and social
security contribution hikes -- they are not sufficient to achieve
primary surpluses in the coming years, Greek Reporter discloses.

On the establishment of an independent privatization fund, the
Greek government has not made any progress yet, Greek Reporter
relays.  Lenders want to have a say on the management of the
fund, something that the Greek government seems reluctant to
accept, Greek Reporter notes.


NAVIOS MARITIME: S&P Lowers CCR to 'B+', Outlook Negative
---------------------------------------------------------
Standard & Poor's Ratings Services lowered its long-term
corporate credit rating on Marshall Islands-registered drybulk
and container shipping company Navios Maritime Partners L.P. to
'B+' from 'BB'.  The outlook is negative.

At the same time, S&P lowered its issue rating on the company's
senior secured debt to 'BB-' from 'BB+'.  The recovery rating of
'2' on this debt is unchanged, reflecting S&P's expectation of
substantial recovery in the lower half of the 70%-90% range in
the event of payment default.

The downgrade reflects S&P's expectation that Navios Partners
will see constrained earnings over 2016-2017 and not achieve
credit measures commensurate with the previous 'BB' rating, owing
to lower-than-anticipated charter rates in drybulk shipping.
This prompted S&P's reassessment of Navios Partners' financial
risk profile to aggressive from significant, and the subsequent
revision of S&P's anchor for the company to 'b+' from 'bb-'.

The downgrade also reflects S&P's reassessment of Navios
Partners' management and governance as satisfactory, compared
with strong previously.  This is because S&P considers that the
protracted downturn in the drybulk shipping industry has
significantly reduced management's ability to enhance the
company's fortunes and interrupted its track record of achieving
financial goals. Furthermore, S&P understands that the company
faces significantly tightened headroom under its financial
covenants, most notably EBITDA interest coverage, and relies on
its lender group to obtain an amendment or waiver to avert a
potential breach.  This is exacerbated by drybulk charter rates
that will likely remain at their current severely depressed
levels over the next 12-24 months, according to S&P's base case.

The rating on Navios Partners remains constrained by S&P's view
of its business risk profile as weak, which in turn reflects
S&P's assessment of the shipping industry's high risk.  Moreover,
the company has relatively narrow, albeit recently improved,
business scope and diversity, with a predominant focus on the
oversupplied drybulk and container industries, and a fairly
concentrated customer base.

Key credit support to Navios Partners' competitive position,
which S&P assess as fair, comes from its time-charter profile,
Furthermore, Navios Partners benefits from its competitive and
predictable cost base, with no exposure to volatile bunker fuel
prices and other voyage expenses, which are borne by the
counterparty, as stipulated in the time-charter agreements.

S&P's assessment of Navios Partners' financial risk profile as
aggressive reflects the prolonged depressed charter rate
conditions and the company's gradually increased adjusted debt,
which mirrors the underlying industry's high capital intensity
and the company's track record of large partly debt-funded
expansionary investments.  According to S&P's base-case operating
scenario, Navios Partners' credit measures will continue to
weaken gradually over 2016-2017, as reflected in a weighted
average ratio of Standard & Poor's-adjusted funds from operation
(FFO) to debt of about 17%-19%, down from about 20% in 2015.

The negative outlook reflects S&P's view that Navios Partners
could be challenged to remain in compliance with its financial
covenants, most notably the EBITDA interest coverage one, amid
persistently high cyclical pressure on drybulk charter rates
without an amendment to allow for a less restrictive covenant
threshold.  The negative outlook also reflects mounting
refinancing risk, with a large bullet debt repayment due June
2018, amid difficult funding conditions.

S&P could lower the rating within the next few months if the
company appears unable to obtain a covenant amendment that
ensures increased headroom, combined with the increased
likelihood of a likely breach of the covenant.  This could occur
if drybulk charter rates trend below S&P's base case, resulting
in lower-than-expected EBITDA.

Furthermore, S&P could downgrade Navios Partners if S&P believed
that the company would not be able to refinance the US$411
million-term loan B due in June 2018, in a timely fashion.

S&P could revise the outlook to stable, if the company achieves a
more comfortable level of headroom under its covenant,
specifically at least 15%, and it is likely to remain at that
level for the foreseeable future.  The stable outlook would also
depend on timely refinancing of term loan B and the company's
ability to maintain its core credit ratios commensurate with the
'B+' rating.  Specifically, such ratios would include adjusted
FFO to debt of more than 12% on a sustainable basis.



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AVOCA CLO XIV: S&P Affirms 'B-' Rating on Class F Notes
-------------------------------------------------------
Standard & Poor's Ratings Services affirmed its ratings on Avoca
CLO XIV Ltd.'s class A, B-1, B-2, C, D, E, and F notes following
the transaction's effective date as of Dec. 23, 2015.

Most European cash flow collateralized loan obligations (CLOs)
close before purchasing the full amount of their targeted level
of portfolio collateral.  On the closing date, the collateral
manager typically covenants to purchase the remaining collateral
within the guidelines specified in the transaction documents to
reach the target level of portfolio collateral.  Typically, the
CLO transaction documents specify a date by which the targeted
level of portfolio collateral must be reached.  The "effective
date" for a CLO transaction is usually the earlier of the date on
which the transaction acquires the target level of portfolio
collateral, or the date defined in the transaction documents.
Most transaction documents contain provisions directing the
trustee to request the rating agencies that have issued ratings
upon closing to affirm the ratings issued on the closing date
after reviewing the effective date portfolio.

An effective date rating affirmation reflects S&P's opinion that
the portfolio collateral purchased by the issuer, as reported to
S&P by the trustee and collateral manager, in combination with
the transaction's structure, provides sufficient credit support
to maintain the ratings that S&P assigned on the transaction's
closing date.  The effective date reports provide a summary of
certain information that S&P used in its analysis and the results
of its review based on the information presented to S&P.

S&P believes the transaction may see some benefit from allowing a
window of time after the closing date for the collateral manager
to acquire the remaining assets for a CLO transaction.  This
window of time is typically referred to as a "ramp-up period."
Because some CLO transactions may acquire most of their assets
from the new issue leveraged loan market, the ramp-up period may
give collateral managers the flexibility to acquire a more
diverse portfolio of assets.

For a CLO that has not purchased its full target level of
portfolio collateral by the closing date, S&P's ratings on the
closing date and prior to its effective date review are generally
based on the application of its criteria to a combination of
purchased collateral, collateral committed to be purchased, and
the indicative portfolio of assets provided to S&P by the
collateral manager, and may also reflect its assumptions about
the transaction's investment guidelines.  This is because not all
assets in the portfolio have been purchased.

"When we receive a request to issue an effective date rating
affirmation, we perform quantitative and qualitative analysis of
the transaction in accordance with our criteria to assess whether
the initial ratings remain consistent with the credit enhancement
based on the effective date collateral portfolio.  Our analysis
relies on the use of CDO Evaluator to estimate a scenario default
rate at each rating level based on the effective date portfolio,
full cash flow modeling to determine the appropriate percentile
break-even default rate at each rating level, the application of
our supplemental tests, and the analytical judgment of a rating
committee," S&P said.

In S&P's published effective date report, it discusses its
analysis of the information provided by the transaction's trustee
and collateral manager in support of their request for effective
date rating affirmation.  In most instances, S&P intends to
publish an effective date report each time it issues an effective
date rating affirmation on a publicly rated European cash flow
CLO.

On an ongoing basis after S&P issues an effective date rating
affirmation, it will periodically review whether, in its view,
the current ratings on the notes remain consistent with the
credit quality of the assets, the credit enhancement available to
support the notes, and other factors, and take rating actions as
S&P deems necessary.

RATINGS LIST

Ratings Affirmed

Avoca CLO XIV Ltd.
EUR516.1 Million Senior Secured Floating and Fixed-Rate
and Subordinated Notes

Class            Rating

A                AAA (sf)
B-1              AA (sf)
B-2              AA (sf)
C                A (sf)
D                BBB (sf)
E                BB (sf)
F                B- (sf)


BLOXHAM: Liquidator in Dispute with Danske Bank Over Assets
-----------------------------------------------------------
Eoin Burke-Kennedy at The Irish Times reports that a legal
dispute has arisen between Danske Bank and the liquidator of
Bloxham stockbrokers over the remaining assets of the firm, which
include EUR4 million from the sale of its client book to rival
firm Davy.

Bloxham was wound up in 2012 following the discovery of financial
irregulatories, The Irish Times recounts.

Danske claims to have a floating charge on the firm's assets
through some EUR34 million in loans lent to former partners and
the brokerage itself by National Irish Bank, which was later
acquired by Danske, The Irish Times discloses.

Bloxham's receiver, George Maloney -- gmaloney@bakertillyrg.ie --
filed an affidavit with the High Court last month in support of
the bank's claim for priority payment, The Irish Times relates.

The court is scheduled to hear the case over three days, starting
next week, The Irish Times says.

Danske is also pursuing Bloxham's former partners individually
for partnership buyout loans, The Irish Times notes.

Bloxham was put into liquidation in 2012 following the discovery
of a EUR5.2 million shortfall in its accounts, which effectively
meant it had been trading without the required regulatory
reserve, The Irish Times relays.

The shortfall seems to have escaped its auditor Deloitte, which
signed off on several sets of annual accounts in the period
leading up to the firm's collapse, The Irish Times states.

According to The Irish Times, the Chartered Accountants
Regulatory Board (Carb) plans to investigate Deloitte's role in
the controversy.

Bloxham's 17,000 private clients were transferred to Davy
Stockbrokers along with its fund management business as part of
the wind down, The Irish Times relays.

Bloxham was one of Ireland's oldest stockbrokers.



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BANCA POPOLARE: Fitch Lowers LT Issuer Default Rating to 'B-'
-------------------------------------------------------------
Fitch Ratings has downgraded Banca Popolare di Vicenza's (BPV)
Long-term Issuer Default Rating to 'B-' from 'B+' and Viability
Rating (VR) to 'b-' from 'b+' and placed the ratings on Rating
Watch Negative (RWN).

KEY RATING DRIVERS

IDRS, VR and SENIOR DEBT

The downgrade primarily reflects the worsening in BPV's liquidity
position following a significant deposit outflow since our last
rating review in October 2015.  The deposit loss was concentrated
in the last four months of 2015 following the Italian tax police
investigation on the misplacement of the two capital increases
conducted in 2013 and 2014 and the resolution of four Italian
local banks under special administration.  The latter resulted in
some depositors, initially the more volatile institutional and
corporate counterparties followed by retail clients, withdrawing
money from some among the weaker Italian banks, including BPV.

Fitch believes that BPV's franchise value has significantly
weakened in recent months, including in retail funding, and that
opportunities to issue wholesale bonds are also limited in the
current financial market environment, potentially limiting the
bank's ability to attract liquidity through these channels.

Fitch notes that since 4Q15, BPV has increased its reliance on
ECB short-term refinancing facilities as well as secured
operations with institutional counterparties, which strongly
decreased its available counterbalancing capacity.  Management is
also taking actions to generate additional assets that can be
used for central bank refinancing or in secured bilateral
transactions, although this is likely to result in a higher
balance sheet encumbrance. BPV is also trying to apply
competitive pricing to re-attract larger depositors, which may
impact its funding costs.

BPV's asset quality further deteriorated in 2H15, with impaired
loans accounting for about 30% of gross loans at end-2015 from
around 25% in June 2015.  Fitch expects further asset quality
deterioration in the short to medium term.  The capital position
is very weak, with a Common Equity Tier 1 ratio of 6.65% at end-
2015, suffering from around EUR1.4 bil. of net losses reported in
2015 and the regulatory filters applied to capital by the
regulator in relation to the capital raised by the bank in 2013
and 2014.  The bank has announced a capital plan, which includes
a EUR1.5 bil. capital increase to be completed in 2Q16 with the
aim of bringing the CET1 ratio above 12% and the disposal of
impaired exposures and non-core assets.

The RWN reflects heightened execution risks regarding the bank's
ability to implement a successful turnaround and deliver on its
business plan targets, including the listing on the stock
exchange and the capital increase.  For the latter, Fitch takes
comfort from the presence of a preliminary underwriting agreement
from UniCredit S.p.A. (BBB+/Stable) but the agency also believes
that the currently difficult financial markets could potentially
delay the operation or prevent its successful completion.

Fitch rates BPV's senior unsecured obligations in line with the
bank's Long-term IDR.  Fitch has also assigned a Recovery Rating
4 (RR4) to these instruments to reflect the expectation of
average recovery prospects for creditors in the event of default.

          SUPPORT RATING (SR) AND SUPPORT RATING FLOOR (SRF)

The SR and SRF reflect Fitch's view that senior creditors can no
longer rely on receiving full extraordinary support from the
sovereign in the event that a bank becomes non-viable.  The EU's
Bank Recovery and Resolution Directive (BRRD) and the Single
Resolution Mechanism (SRM) for eurozone banks provide a framework
for resolving banks that require senior creditors participating
in losses, if necessary, instead of or ahead of a bank receiving
sovereign support.

           SUBORDINATED DEBT AND OTHER HYBRID SECURITIES

Subordinated Tier 2 debt issued by BPV is rated 'CC' and is
notched off once from the VR to reflect the instruments' loss
severity and once to reflect non-performance risk as Fitch views
that these instruments could be vulnerable to burden sharing
ahead or upon a hypothetical resolution scenario.  Fitch also
assigns a Recovery Rating 5 (RR5) to these instruments to reflect
below average recovery prospects for subordinated bondholders.

RATING SENSITIVITIES

                     IDRS, VR AND SENIOR DEBT

Should BPV experience further material deposit outflows in the
coming months or delay or fail to execute the capital increase
planned for 2Q15, the ratings would be downgraded to reflect the
bank's heightened risk of non-viability on a stand-alone basis.


Ratings upside potential at the moment is very limited.  Any
upgrade would require evidence of a successful turnaround,
including stronger capital levels, sustainable improvements in
its liquidity position, in operating profitability and in asset
quality.

            SUBORDINATED DEBT AND OTHER HYBRID SECURITIES

BPV's subordinated debt rating is primarily sensitive to a change
in the VR, which drives the debt rating, but also to a change in
Fitch's view of non-performance or loss severity risk relative to
BPV's viability.

The rating actions are:

  Long-term IDR: downgraded to 'B-' from 'B+', and placed on RWN

  Short-term IDR: affirmed at 'B'

  Viability Rating: downgraded to 'b-' from 'b+'; and placed on
   RWN

  Support Rating: affirmed at '5'

  Support Rating Floor: affirmed at 'No Floor'

  Long-term senior unsecured notes and EMTN program: downgraded
   to 'B-' from 'B+'; placed on RWN; RR4 assigned

  Short-term rating on EMTN program: affirmed at 'B'

  Subordinated debt: downgraded to 'CC' from 'B'; RR5 assigned


* Fitch Affirms 5 OBG Programs Issued by Large Italian Banks
------------------------------------------------------------
Fitch Ratings has affirmed the Italian mortgage covered bonds
(Obbligazioni Bancarie Garantite, OBG) programs issued by Banca
Monte dei Paschi di Siena SpA (BMPS, B-/Stable/B), Banco Popolare
(BP, BB/Stable/B), Unione di Banche Italiane S.p.A. (UBI,
BBB/Stable/F3) guaranteed by UBI Finance CB 2 S.r.l. (UBI CB 2),
UniCredit S.p.A. (UC, BBB+/Stable/F2) guaranteed by UniCredit BpC
Mortgage S.r.l. (UC Soft Bullet (SB)) and UC guaranteed by
UniCredit OBG S.r.l. (UC Conditional Pass-Through (CPT)).  The
affirmations follow the annual review of the programs.

The Outlooks on the OBG reflect those on the Italian banks'
Issuer Default Ratings (IDR).

KEY RATING DRIVERS

BMPS's and UC CPT programs have CPT features that minimize the
risk of refinancing the cover assets to bridge maturity
mismatches between assets and liabilities.  BP's, UBI CB 2 and UC
SB are soft bullet, with a 12-month principal maturity extension.
This is reflected in the Discontinuity Cap (D-Cap) of the
individual programs.

UC CPT and UBI CB 2 OBG are secured by mixed pools of assets,
including residential and secured loans to small and medium
enterprises (SME).  The cover pools of the other three programs
comprise residential mortgage loans.

The asset disposal loss is typically the greatest contributor to
the BE OC of soft bullet programs.  This represents the cost of
bridging refinancing need between amortizing assets and bullet
liabilities and it is driven by the rating spread levels (RSL)
assumptions and large maturity mismatches.  In UC SB it absorbs
17.7% OC and it stems from the 415bp RSL that Fitch assumes at
'AA' and the weighted average (WA) life of the cover assets of
9.5 years versus 4.3 years for the OBG.

Fitch did not disclose the BE OC components for BP's and UBI CB 2
because they have a limited rating uplift.  Also, BP's OBG can be
rated at their rating floor, given by the IDR as adjusted by the
IDR uplift, irrespective of the level or protection provided
through OC.

The BE OC of the CPT programs of UC and BMPS is driven by the
credit loss component of 17.2% and 5.4%, respectively, which
measures the creditworthiness of the cover assets.  The asset
disposal loss component in CPT programs is 0%, as there is no
forced sale of the assets.

UC SB is fully hedged on the assets and on the liabilities side;
and the cash flow valuation contributes to a lower level of BE OC
(-3%), as interest rate mismatches between assets and liabilities
are mitigated.  The cash flow valuation of 5.4% for BMPS and 7.7%
for UC CPT is driven by open interest rate positions (16.7% for
BMPS and 19.7% for UC CPT) in the decreasing interest rate
scenario, which is the worst case for those programs.  In case of
BMPS, Fitch assumed 66% of the fixed rate liabilities as floating
rate since swaps are in place with eligible counterparties (Royal
Bank of Scotland N.V. (The), BBB+/Stable/F2; UBS Limited,
A/Positive/F1 and Societe Generale, A/Stable/F1).

BP and UBI delivered no data for the purpose of this annual
review; Fitch has used publicly available information.  Their OBG
are rated with a limited uplift, due to the lack of data
provision.

All the programs are eligible for an IDR uplift reflecting
covered bonds exemption from bail-in.  UC and BMPS OBG's programs
benefit from an IDR uplift of 1 notch due to the issuers being
systemically important in their domestic market so that Fitch
considers that resolution by other means is more likely than
liquidation.  BP's program benefits from an IDR uplift of 1 notch
as the buffer provided by senior unsecured debt in excess of 5%
makes a resolution scenario more likely than liquidation.

                   KEY RATING DRIVERS - BMPS OBG

The rating is based on BMPS's Long-term IDR of 'B-', an unchanged
IDR uplift of 1 notch, an unchanged D-Cap of 3 notches (moderate
high discontinuity risk) and the 77.5% AP that Fitch takes into
account in its analysis, which provides more protection than the
90% 'BBB' BE AP (equivalent to an OC of 11%).

In its analysis, Fitch took into account the 77.5% AP the issuer
publicly discloses in the investor report (December 2015).  This
level of AP allows a three-notch recovery uplift from the 'BB'
tested rating on a probability of default (PD) basis.

The unchanged D-Cap of 3 notches is driven by the moderate high
risk assessment of the systemic alternative management component.
Despite the OBG's CPT amortization profile, the agency continues
to apply its "weak link" approach among the components of the D-
Cap; Fitch believes some structural features result in a strong
reliance on the issuer's ability to service payments due on the
OBG and could pose risks on a timely enforcement of the cover
pool as a source of payments.

                    KEY RATING DRIVERS - BP OBG

The rating is based on BP's Long-term IDR of 'BB', an unchanged
IDR uplift of 1 notch, an unchanged D-Cap of 2 notches (high
discontinuity risk) and the 80.7% AP that Fitch takes into
account in its analysis.

The 80.7% AP the issuer undertakes to maintain in its quarterly
test performance report (November 2015) theoretically allows the
OBG rating to exceed the 'BB+' rating floor.  However, in Fitch's
view, provisions that apply to BP as Italian account bank,
combined with the magnitude of the exposure towards this
counterparty (EUR1.6 bil. as of end-November 2015), prevent a
recovery uplift above the 'BB+' covered bonds rating floor,
represented by the 'BB' IDR as adjusted by the IDR uplift of 1.

The unchanged D-Cap of 2 notches is driven by the high assessment
of the liquidity gap and systemic risk component.

                  KEY RATING DRIVERS - UBI CB 2

The rating is based on UBI's Long-term IDR of 'BBB', an unchanged
IDR uplift and D-Cap of 0 notch (full discontinuity risk) and the
100% contractual AP that Fitch takes into account in its
analysis.

The full discontinuity D-Cap assessment is driven by the
liquidity gap and systemic risk components.  Fitch considers the
12-month maturity extension not enough to timely sell a pool
comprising SME loans (58% as of June 2015), which Fitch views as
less liquid than residential mortgage loans.  The assessment also
factors in a dynamic reserve, which covers one month of interest
on the OBG on a rolling basis.

                      KEY RATING DRIVERS - UC SB

The 'AA' rating is based on UC's Long-term IDR of 'BBB+', an
unchanged IDR uplift of 1, an unchanged D-Cap of 2 notches (high
discontinuity risk) and the 72.1% AP that Fitch takes into
account in its analysis, which provides more protection than the
unchanged 80.5% 'AA' BE AP (equivalent to 24.2% BE OC).

In its analysis, Fitch relies on the highest AP of the last 12
months (72.1% June 2015).  This is because the issuer's Short-
term rating is 'F2' and the program is not considered dormant or
in wind down.  The 72.1% AP allows a two-notch uplift for
recoveries given default above the 'A+' tested rating on PD
basis, which is commensurate with recoveries given default of at
least 91%.

The unchanged D-Cap of 2 notches is due to the weak link
assessment of liquidity gap and systemic risk component.  In a
scenario where the recourse of the covered bonds switches from
the issuer to the cover pool, Fitch expects the 12-month maturity
extension that is envisaged in the documentation to be sufficient
to successfully refinance the cover pool in a stress scenario two
notches above the IDR, as adjusted by the IDR uplift.

                    KEY RATING DRIVERS - UC CPT

The 'AA+' rating is based on UC's Long-term IDR of 'BBB+', an
unchanged IDR uplift of 1, an unchanged D-Cap of 8 notches
(minimal discontinuity risk) and the 80% AP that Fitch takes into
account in its analysis, which provides more protection than the
unchanged 81.5% 'AA+' BE AP (equivalent to 22.7% BE OC).

The issuer publicly undertakes in its investor report to apply an
AP of 80% (October 2015), which allows a two-notch recovery
uplift from the 'AA-' tested rating on PD basis.

The unchanged D-Cap of 8 notches reflects the minimal
discontinuity assessment of the CPT amortization profile of the
covered bonds and the 38 years principal maturity extension,
which in Fitch's view eliminate the need of refinancing, should
the recourse switch to the cover pool.

RATING SENSITIVITIES - Banca Monte dei Paschi di Siena SpA (BMPS)
OBG

The 'BBB' rating would be vulnerable to downgrade if any of the
following occurs: (i) BMPS's Issuer Default Rating (IDR) is
downgraded by one or more notches to 'CCC' or below; or (ii) the
number of notches represented by the IDR uplift and the
Discontinuity Cap (D-Cap) is reduced to 3; or (iii) the asset
percentage (AP) that Fitch considers in its analysis increases
above Fitch's 'BBB' breakeven level of 90%.

RATING SENSITIVITIES - Banco Popolare (BP) OBG

The 'BB+' rating of the covered bonds issued by BP would be
upgraded if counterparty risk is mitigated and, among others, if
the exposure to the internal account bank reduces.  A downgrade
of BP's IDR would trigger a downgrade on the covered bonds.

RATING SENSITIVITIES - Unione di Banche Italiane S.p.A. (UBI) OBG

The 'BBB+' rating would be vulnerable to downgrade if UBI's IDR
is downgraded by one or more notches to 'BBB-' or below.

RATING SENSITIVITIES - UniCredit (UC) Soft Bullet

The 'AA' rating would be vulnerable to downgrade if any of the
following occurs: (i) UC's IDR is downgraded by one or more
notches to 'BBB'; or (ii) the number of notches represented by
the IDR uplift and D-Cap is reduced to 2; or (iii) the AP that
Fitch relies upon goes above the 80.5% 'AA' breakeven AP.

In addition, if the AP that Fitch considers in its analysis goes
to the contractual limit of 93% the OBG would likely be
downgraded to 'A'.

RATING SENSITIVITIES -UC Conditional Pass-Through

The 'AA+' rating would be vulnerable to downgrade if any of the
following occurs: (i) UC's IDR is downgraded to 'B+' or below; or
(ii) the number of notches represented by the IDR uplift and the
D-Cap is reduced to 3 or below; or (iii) the AP that Fitch
considers in its analysis increases above Fitch's 'AA+' breakeven
level of 81.5%.

The Fitch breakeven AP for the covered bond rating will be
affected, among others, by the profile of the cover assets
relative to outstanding covered bonds, which can change over
time, even in the absence of new issuance.  Therefore the
breakeven AP to maintain the covered bond rating cannot be
assumed to remain stable over time.

The rating actions are:

  BMPS OBG affirmed at 'BBB'; Outlook Stable with a BE AP of 90%
  BE OC components: 5.4% cash flow valuation, 5.4% credit loss,
   0% asset disposal loss

  BP OBG affirmed at 'BB+; Outlook Stable

  UBI OBG guaranteed by UBI Finance CB 2 S.r.l. (UBI CB 2) a
   affirmed at 'BBB+'; Outlook Stable

  UC OBG guaranteed by UniCredit BpC Mortgage S.r.l. (UC SB)
   affirmed at 'AA'; Outlook Stable with a BE AP of 80.5%
  BE OC components: -3% cash flow valuation, 13% credit loss,
   17.7% asset disposal loss

  UC OBG guaranteed by UniCredit OBG S.r.l. (UC CPT) affirmed at
   'AA+'; Outlook Stable with a BE AP of 81.5%
  BE OC components: 7.7% cash flow valuation, 17.2% credit loss,
   0% asset disposal loss



===================
L U X E M B O U R G
===================


ARCELORMITTAL: S&P Affirms 'BB/B' CCR, Outlook Negative
-------------------------------------------------------
Standard & Poor's Ratings Services affirmed its 'BB/B' long-term
and short-term corporate credit ratings on global integrated
steel producer ArcelorMittal.  The outlook is negative.

At the same time, S&P also affirmed its 'BB' issue rating on
ArcelorMittal's senior unsecured debt.  The recovery rating on
the debt is unchanged at '4', indicating S&P's expectation of
average recovery prospects, in the higher half of the 30%-50%
range, in the event of a payment default.

The affirmation reflects S&P's view that the underwritten $3
billion capital increase and agreed sale of ArcelorMittal's 35%
equity stake in auto supplier Gestamp for EUR875 million ($1.0
billion) both stem the deterioration of ArcelorMittal's credit
metrics and reinforce its liquidity in the face of challenging
industry conditions.  The combined $4 billion proceeds could
reduce reported net debt by 25% to $11.7 billion from $15.7
billion as of Dec. 31, 2015.  Pro forma Standard & Poor's-
adjusted debt (including $4.5 billion in sold receivables and a
pension deficit of over $6 billion) would still be sizable at $24
billion-$25 billion.  This, together with S&P's expectation of
weak industry conditions in 2016, means that S&P presently
estimates pro forma adjusted funds from operations (FFO) to debt
of about 13% for 2016 (adjusted debt to EBITDA of 4.7x), which is
still below S&P's 15% average threshold for the ratings.

S&P projects ArcelorMittal's EBITDA at $4.8 billion to $5.0
billion in 2016, down from underlying EBITDA of $5.2 billion in
2015.  This decline in revenues and earnings reflects the
persistent pressure on pricing and margins since the third-
quarter of 2015, which will likely result in EBITDA reaching a
low point in the first quarter of 2016.  Although some margin
recovery occurred in January, S&P continues to assess steel
markets as highly volatile and unpredictable.

S&P continues to see excess supply in the steel industry although
capacity reductions did start in late 2015.  Steel pricing and
profits remain constrained, given Chinese, Russian, and Brazilian
exports, but there could be some relief for the industry in the
form of possible trade restrictions or import tariffs in the U.S.
and Europe.  Whether these will be imposed will likely be decided
over the next few quarters.  The order book for automotive steel
is nonetheless solid -- notably in Europe, where the major share
of ArcelorMittal's steel shipments is to the auto industry.  The
market environment in the U.S. is also supportive.

S&P's view of ArcelorMittal's satisfactory business risk profile
balances the cyclical and capital-intensive nature of the steel
sector against the company's large scale and the diversity of its
operations.  This is supported by ArcelorMittal's partial
vertical integration into iron ore and, to a lesser extent, coal.
The short-term EBITDA contribution from the group's mining
activities is modest, however, at this point in the cycle.  The
group's business risk profile is constrained by its only average
operating efficiency and profitability, with recent underlying
EBITDA margins just above 8%--notwithstanding the progress made
in asset optimization, particularly in the European operations.

S&P's base-case scenario factors in:

   -- High-single-digit pricing declines for steel in 2016, but
      with net shipments broadly flat as growth in North America
      balances a contraction in Brazil.

   -- Iron ore prices per ton of $40 in 2016 and 2017 and $45 in
      2018, resulting in low EBITDA and neutral free operating
      cash flow from mining operations.

   -- EBITDA of about $4.8 billion-$5.0 billion in 2016,
      including some announced offsetting measures;

   -- Low capital expenditure of about $2.4 billion per year; and

   -- No dividends in 2016.

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

   -- FFO to debt of 13%-14% in 2016 and 2017;

   -- An adjusted debt-to-EBITDA ratio of about 4.6x-4.7x 2016
      and 2017; and

   -- EBITDA interest coverage above 3.2x and sustained neutral
      cash flows after capital investment.

The negative outlook on ArcelorMittal captures S&P's view that it
could lower the rating by one notch in the next six-to-twelve
months.  The rating assumes the timely implementation of the
capital increase and Gestamp disposal as announced.  Given that
the capital increase is underwritten by the Mittal family and
international banks, S&P sees limited execution risk.  A
downgrade is very likely without these actions being completed.

The ongoing effectiveness of efficiency plans -- as well as any
improvement in industry conditions from the very weak fourth
quarter of 2015 and likely poor first quarter of 2016 -- will
also be important factors in determining whether S&P lowers the
ratings.  Operational performance is likely to remain challenging
in first-half 2016 and will likely result in credit measures such
as FFO to debt remaining below the 15% threshold that S&P sees as
commensurate with the ratings.

S&P's decision to affirm or lower the ratings (potentially after
ArcelorMittal announces its first-half 2016 results) will also
depend on S&P's view of the industry outlook for the second half
of the year, including any benefit from trade import tariffs or
from somewhat improving steel margins in ArcelorMittal's key
markets of Europe, Brazil, and the U.S.

The prevailing weak steel demand and pricing in the group's core
markets remain key concerns and will continue to challenge
operating performance.  If S&P projects ArcelorMittal's EBITDA to
fall to $4.5 billion or below, resulting in adjusted FFO to debt
at about 12% for a year or so; or S&P believes cash flow after
investment could become meaningfully negative, it could lower the
ratings to 'BB-'.  If FFO to debt deteriorates to below 12% and
S&P do not forecast a recovery, this could also result in a
downgrade by more than one notch, in part depending on S&P's
assessment of liquidity at that time.

S&P could revise the outlook to stable if it sees a sustained
improvement in steel market conditions and margins -- as a result
of reduced Chinese steel exports or political decisions on steel
import tariffs -- or if mining profits recover.  S&P could revise
the outlook to stable if it forecasts EBITDA to recover to $5.0
billion-$5.5 billion in 2016-2017, such that adjusted FFO to debt
would reach 15%.



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


ATRADIUS FINANCE: Moody's Affirms Ba1 Rating on Subordinated Debt
-----------------------------------------------------------------
Moody's Investors Service affirmed the A3 insurance financial
strength (IFS) ratings of Atradius N.V.'s (Atradius) main
operating subsidiaries, including Atradius Credit Insurance NV
(ACI) and Seguros y Reaseguros de Credito y Caucion SA (CyC),
with a stable outlook. In addition, Moody's affirmed the Ba1
(hyb) rating of the backed subordinated notes issued by Atradius
Finance B.V.

The rating action follows the recent announcement by Atradius
Insurance Holding N.V. of an agreement to merge two of its main
European credit insurance operating subsidiaries, ACI
(Netherlands) and CyC (Spain); Atradius N.V. remains as the Dutch
holding company. Under the terms of the agreement, which is
expected to close later this year, once the relevant regulatory
approvals have been obtained, ACI will merge into CyC and will be
renamed Atradius Credito y Caucion (ACyC), domiciled in Spain.

Grupo Catalana Occidente (GCO, unrated), the parent of Atradius
N.V., owns 83% of its capital. GCO is a listed Spanish insurance
group with a diversified portfolio of life and non-life insurance
operations, including credit insurance. The group operates
through several insurance entities and brands, including Atradius
which accounts for approximately 38% of GCO's revenue in 2014, on
a pro-forma basis.

RATINGS RATIONALE

Moody's affirmation of Atradius' A3 IFS rating reflects its view
that Atradius' standalone credit fundamentals are not impacted by
the change in Atradius' legal structure following the
transaction.

The rating has been affirmed notwithstanding that Moody's
considers, on balance, the merger of ACI and CyC as credit
negative for Atradius. In fact, in Moody's opinion, the merger
into a Spanish domiciled entity will increase fungibility of
capital within the GCO group and lead to greater parental
constraints given that both ACyC and GCO would have the same
regulator going forward. Positively, the merger of ACI and CyC
into ACyC will likely improve Atradius' Solvency II position as a
result of a simplified legal structure and consequently
greater diversification benefits. However, in Moody's opinion,
this improvement is more than offset by the constrains described
above. Atradius' A3 IFS rating is currently positioned above the
credit profile of GCO's Spanish retail business, which is
constrained by the Spanish sovereign rating (Government of Spain,
Baa2 positive) given its investment concentration in Spanish
sovereign bonds.

Moody's stated that Atradius' A3 IFS rating reflects the group's
very strong position in the credit insurance industry, good
diversification of insured exposures by sector and geography, its
conservative investment portfolio, good capitalization and
profitability, and moderate financial leverage. These strengths
are partially offset by the group's limited diversification
beyond credit insurance, and its history of reserve strengthening
in Spain, its largest market, after the 2008 financial crisis.

In addition, Atradius' A3 IFS rating continues to reflect its
standalone fundamentals and its partial insulation from GCO due
to a combination of: (1) its limited correlation with GCO's
credit profile due to the different business model within the
group, and (2) Moody's expectation that GCO will remain committed
to maintaining Atradius' solid capitalization.

As the second largest trade credit insurer by premiums (23% of
2014 global credit insurance premiums according to data compiled
by the International Credit Insurance & Surety Association,
"ICISA"), Atradius has a strong position in the global credit
insurance market. Consistent with its credit insurance peers,
third-party brokers are Atradius' main form of distribution,
followed by direct sales. While direct sales make a meaningful
contribution to the group's distribution capabilities,
particularly in Spain, Atradius remains heavily dependent on
third-party brokers, a feature that Moody's believes reduces the
group's ability to control pricing and access to markets.

Notwithstanding Atradius's strong position in the credit
insurance market, Moody's believes the group's overall franchise
strength is somewhat constrained by its limited diversification
beyond credit insurance, an industry that Moody's views as highly
competitive and exposed to economic cycles. In addition,
Atradius' largest exposures, at approximately 16% of the group's
H12015 insured exposure, are to Spain and Portugal, two
of the Eurozone countries with weaker credit profiles. That
notwithstanding, the company has demonstrated significant
improvement in underwriting profitability for exposures in Spain
and Portugal in recent years. Atradius' other large exposures
include Germany (15%) and France (8%).

The P-2 short term IFSR of Atradius Credit Insurance NV reflects
Atradius' solid liquidity, including a highly liquid investment
portfolio of relatively short duration, supported by contractual
accommodations specific to credit insurers, such as simultaneous
settlement provisions in reinsurance agreements which provide the
Group with additional sources of liquidity in the event of large
claims.

The Ba1(hyb) rating of the backed subordinated notes issued by
Atradius Finance B.V. reflects the unconditional and irrevocable
subordinated guarantee from Atradius N.V., and Moody's standard
notching for debt issued or guaranteed from insurance holding
companies.

RATIONALE FOR THE STABLE OUTLOOK

The stable outlook for Atradius reflects the group's very strong
position in the credit insurance market, along with good
capitalization and profitability and conservative investment
portfolio.

WHAT COULD CHANGE THE RATING UP OR DOWN

Moody's stated that the following factors could place upward
pressure on Atradius' ratings: (i) material diversification of
the group's business profile, including fee-based services
increasing to at least 25% of the total revenue, (ii) sustainable
improvements in underwriting profitability on a through-the-cycle
basis, or (iii) meaningful reduction in the extent of the group's
higher-risk insured exposures, including risks related to
geographic concentrations and product features that are unduly
restrictive in a downturn scenario (e.g. multiyear policies).

Conversely, Moody's noted the following factors that could lead
to downward pressure: (i) material deterioration or downgrade of
the Spanish sovereign rating, (ii) material deterioration in
Atradius' underwriting profitability, with a 5-year combined
ratio consistently above 100% through-the-cycle, (iii)
significant deterioration in the group's capitalization, with net
total exposure to shareholders equity above 300x and net
underwriting leverage above 170%, or (iv) substantial weakening
in the group's market position and franchise.

LIST OF AFFECTED RATINGS

The following long-term insurance financial strength ratings were
affirmed:

Atradius Credit Insurance NV at A3

Atradius Re Ltd at A3

Atradius Trade Credit Insurance Inc. at A3

Seguros y Reaseguros de Credito y Caucion at A3

The following short-term insurance financial strength rating was
affirmed:

Atradius Credit Insurance NV at P-2

The following security rating was affirmed:

Atradius Finance B.V. -- backed subordinated debt rating at
Ba1(hyb)

The outlook on all the entities remained stable.



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


BANCO BPI: S&P Puts 'BB-' Counterparty Rating on Watch Negative
---------------------------------------------------------------
Standard & Poor's Ratings Services placed on CreditWatch with
negative implications its 'BB-' long-term counterparty credit
rating on Portugal-based Banco BPI S.A. (BPI) and its core
subsidiary, Banco Portugues de Investimento S.A.  S&P affirmed
its 'B' short-term ratings on both institutions.

The CreditWatch placement follows the rejection, at an
extraordinary general meeting (EGM) held on Feb. 5, 2016, of
BPI's board's plan to spin off the bank's activities in Africa
into a separate entity.  The spin-off was intended to reduce
excessive single-name concentration related to the bank's Angolan
operations, identified by the European Central Bank (ECB) in
December 2014.  The Angolan operations are held through BPI's
fully consolidated subsidiary, Banco de Fomento de Angola (BFA).
BPI controls BFA, in which it has a 50.1% stake.

The rejection demonstrates, once again, the lack of cohesion
among BPI's shareholders and the lack of solid support for the
board of directors.  BPI has two main shareholders: CaixaBank
S.A. and Santoro Finance.  CaixaBank owns 46% of BPI's shares,
but its voting rights are capped at 20%; Santoro Finance owns 19%
of BPI's shares.  Contrasting views between the two have become
evident since CaixaBank attempted to take over BPI in 2015.  S&P
considers that this situation could undermine the effectiveness
of BPI's governance and limit management's ability to execute
operating plans and deal with domestic market challenges.

As the deadline of April 2016 set by the ECB is approaching, S&P
considers that BPI's practical options are reducing and that
regulatory pressure is set to rise further.  In January 2016,
Angolan company Unitel, which already owns 49.9% of BFA, offered
to acquire a further 10% in BFA.  BPI's board of directors did
not accept this offer, although it would have allowed BPI to
deconsolidate the Angolan subsidiary.  However, it would also
have involved ceding control of BFA to Unitel, increasing the
chances of an unforeseen negative effect on BPI's financial
profile.

When, and if, BPI presents an alternative plan to resolve its
excessive single-borrower concentration, S&P will monitor how its
shareholder structure and governance has evolved to assess the
impact on its strategic direction and how the plan would affect
its financial profile.

On Feb. 4, 2016, BPI's board announced the intention to submit
for consideration at a new general meeting the removal of the 20%
voting rights cap currently included in the bank's by-laws.  Last
year, CaixaBank brought forward a similar proposal as part of its
take-over plan; it was rejected by the general assembly.  Removal
of this cap seems crucial to unblock the standstill situation the
bank faces.

The affirmation of S&P's 'B' short-term rating on BPI indicates
that S&P do not see potential to lower the long-term rating on
BPI by more than one notch.

The CreditWatch placement indicates that S&P could lower the
long-term rating on BPI if it fails to present a feasible plan to
reduce its concentration in Angola by April 2016, leading to
regulatory action.  S&P could also downgrade the bank if it
considers that the measures it takes to comply with the ECB
requirement weaken the bank's creditworthiness.  Specifically,
S&P will monitor the impact on the bank's strategic focus if its
shareholder structure remains highly divided.

Conversely, S&P could affirm the ratings if BPI manages to find
an effective solution to meet the regulator's demands without
endangering its financial and business profile, and while
maintaining a cohesive shareholders' base.

Banco Portugues de Investimento is core to the group; it has been
placed on CreditWatch negative in line with its parent.



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


AVTOVAZ: At Risk of Bankruptcy as Losses Mount
----------------------------------------------
Agence France-Presse reports that Russia's top automaker Avtovaz,
controlled by Renault-Nissan, on Feb. 12 asked shareholders to
help save it from bankruptcy as losses in 2015 tripled from the
year before.

Hit hard by Russia's economic crisis the company, maker of Lada
cars, said it would further "optimize the workforce" as part of
its "anti-crisis plan" to improve finances in 2016, having
already switched all of its employees and management to a
four-day week in February last year, AFP relates.

According to AFP, net losses in 2015 amounted to RUR73.8 billion
(US$928 million), nearly triple the 2014 figure of RUR25 billion
(US$314 million).

Without help, market conditions "create a material uncertainty
that gives rise to significant doubt about the group's ability to
continue as a going concern", AFP quotes Avtovaz as saying in a
statement.

Sales fell by 8% to RUR176.5 billion (US$2.2 billion), while the
car market on average shrank by 36%, AFP discloses.

Based on the Volga river in the city of Togliatti, Avtovaz is
majority owned since 2013 by Renault-Nissan and employs 44,000
people, not counting jobs it generates in the region for its
suppliers, according to AFP.


SODRUGESTVO GROUP: Fitch Lowers IDR to 'B-', Outlook Stable
-----------------------------------------------------------
Fitch Ratings has downgraded Russia-based soybean meal producer
Sodrugestvo Group S.A.'s Long-term foreign currency and local
currency Issuer Default Ratings (IDRs) to 'B-' from 'B'.  The
Outlook is Stable. Fitch has also withdrawn the 'B(EXP)' rating
on Sodrugestvo Industries Ltd.'s (wholly owned subsidiary of
Sodrugestvo Group S.A.) proposed rouble bond as the group has
decided not to proceed with a bond placement.

The downgrade reflects Fitch's expectation that Sodrugestvo's
readily marketable inventory (RMI)-adjusted funds from operations
(FFO) adjusted leverage will remain high at around 6.0x-6.5x over
the medium term, with limited deleveraging capacity. This is
outside the parameters compatible with a 'B' IDR.  The ratings
remain supported by the company's sustainable asset-heavy
business model, its strong market position in Russian soybean
crushing, and the government support to the agricultural sector.
However, in contrast to Fitch's previous forecasts, it now
projects only modest improvement in the company's EBITDA in FY16
(fiscal year ending June 2016) to FY18 due to more conservative
assumptions on potential efficiency improvements and sustained
weak global agricultural commodity prices.

The Stable Outlook reflects Sodrugestvo's adequate access to bank
financing as demonstrated over the past year.  It also factors in
Fitch's assumption, based on management feedback, that the
company will procure new credit facilities to mitigate
refinancing risks related to substantial amortization payments
under Sodrugestvo's long-term loans in FY16-FY17.  Any meaningful
underperformance of Fitch's case coupled with liquidity erosion
could lead to a credit profile more consistent with a 'CCC'
rating.

                        KEY RATING DRIVERS

No Material EBITDA Improvement

Fitch projects Sodrugestvo's Fitch-calculated EBITDA at around
USD120 million-USD130 million (excluding government interest
rates subsidies that Fitch reclassifies as part of FFO) in FY16-
FY17. This is below Fitch's previous expectations of around
USD180 million and represents only a modest improvement from
USD102 million generated in FY15.  However, it contrasts with
management's expectation to achieve substantial growth in EBITDA
over FY15.

Fitch's new forecasts are based on Sodrugestvo's strategy to
globalize its trading operations, implying lower margins, and the
fact that even close-to-full utilization of new crushing capacity
and infrastructure assets is not sufficient to drive material
improvement in the company's profits as demonstrated in FY15.
Therefore, in contrast to Fitch's previous expectation of EBITDA
margins of around 8%, it now believes that a 6%-6.5% EBITDA
margin is more sustainable for Sodrugestvo's business over the
medium term (FY15: 4.5%).  Fitch's forecasts also assume
continued pressure from declining global agricultural commodity
prices in FY16-FY17 constraining absolute profit levels.

                         Excessive Leverage

Fitch expects Sodrugetsvo's RMI-adjusted FFO adjusted leverage to
decrease only to 6.0x-6.5x over the medium term (FY15: 7.3x),
which is not commensurate with 'B' category rating.  Limited
scope for deleveraging is premised on weak operating cash flows,
which will be constrained by high interest payments and used to
fund expansion projects in FY16-FY19, rather than repay debt.
Fitch acknowledges that its leverage projections are sensitive to
the government interest rate subsidies, which Fitch assumed at
around USD25 million-USD30 million per year.  In isolation a
decline in subsidies, if not offset by a similar increase in
EBITDA, could lead to an increase in RMI-adjusted FFO adjusted
leverage by up to 2.0x.

Our leverage calculations continue to exclude a shareholder loan
from debt (FY15: USD86.3 mil.).  However, any material
prepayments under this loan, breaching its nature of perpetual
equity, would lead to reclassification of the remaining portion
of the loan to debt and increase leverage by around 0.7x.

                    Aggressive Financial Policy

Fitch's through-the-cycle view reflects an aggressive financial
policy whereby, should profits were to increase, or in the event
of new equity injections (as it happened with Mitsui) such spare
cash flows would be used to reinvest in additional
capex/acquisition projects, carrying various execution risks,
instead of being allocated to permanent debt reduction.

            Weak Liquidity Position, Refinancing Risks

As an agricultural commodity processor and trader, Sodrugestvo
maintains high short-term debt connected with crops procurement
and crushing cycle.  However, as at end-2015 short-term
maturities also included high amortization payments on long-term
debt of around USD125m, which the company needed to refinance
given its limited FCF generation ability.  When assessing
refinancing risks, Fitch notes Sodrugestvo's access to bank lines
and decreased interest rates under several credit facilities.
Fitch also understands from management that it is currently in
negotiations with banks on additional credit facilities, which
should shore up Sodrugestvo's weak liquidity position.

Sustainable Business Model:

Sodrugestvo's asset-heavy business model with vertical
integration in soybean origination, storage, processing and
product delivery enables the company to maintain its position as
the largest soybean crusher and rapeseed oil exporter in Russia.
Its recent acquisition of a 60% stake in a river port terminal in
Paraguay should enhance the company's soybean and other crops
origination capabilities.  Sodrugestvo's scale, market position
and asset ownership are among the major supportive factors of a
'B-' rating.

Moreover, Fitch notes the government support to the food
producing sector in Russia, given the food import ban in place
and other measures as the country aims to attain food self-
sufficiency.

                     Moderate Diversification

Sodrugestvo is primarily a soybean processor but has some product
diversification due to its rapeseed crushing operations and
growing trading of wheat, barley and corn, which altogether
accounted for 44% of total sales volumes in FY15.  In terms of
geographic diversification, Sodrugestvo's recent restructuring of
global trading and Brazilian operations should improve the
group's profit generation outside its core Russian market.

                 Moderate Rouble Depreciation Impact

Although Sodrugestvo's debt is primarily in US dollars and most
of its profits are generated in roubles, there is some natural
hedge due to the linkage of soybean and grain prices to world
USD-based prices.  However, Sodrugestvo's pricing power may
deteriorate if rouble depreciation were to offset the benefit of
low world soybean meal prices.

KEY ASSUMPTIONS

   -- Double-digit decline in global agricultural commodities
      prices in FY16-FY17, before stabilising

   -- Around 10% CAGR of trading volumes over FY16-FY20

   -- Sustainable EBITDA of around USD120m-130m over the medium
      term

   -- Government interest rate subsidies at around USD25-30m per
      year

   -- Capex and acquisition spending of around USD70m in FY16,
      then not exceeding USD40m-USD50m per year

   -- No cash dividends being paid out to the controlling
      shareholder

   -- No prepayments under the shareholder loan

   -- Adequate access to external liquidity

RATING SENSITIVITIES

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

   -- Accelerated liquidity erosion caused by the limited
      availability of bank financing in relation to short-term
      maturities or refinancing at more onerous terms than
      expected.

   -- FFO adjusted gross leverage (RMI-adjusted) sustainably
      above 6.5x (FY15: 7.3x), if combined with negative FCF from
      larger-than-expected capex or working capital or due to an
      aggressive financial policy.

   -- RMI-adjusted FFO fixed charge cover consistently below 1.5x
      (FY15: 1.4x).

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

   -- FFO adjusted gross leverage (RMI-adjusted) sustainably
      below 5.0x supported by positive FCF, conservative business
      expansion funded by cash flows or equity rather than debt.

   -- FFO sustainably around USD80 mil. (FY15: USD38 mil.) due to
      improved operating performance and maintained government
      interest rate subsidies.

   -- Enhanced liquidity buffer relative to short-term debt
      maturities.

                            LIQUIDITY

As a soybean processor and agricultural commodity trader,
Sodrugestvo strongly depends on the availability of working
capital financing, which leads to high short-term debt. As at
end-December 2015, Sodrugestvo's liquidity position was weak  as
unrestricted cash balances (USD50 million) and committed undrawn
credit facilities (USD123 million) were insufficient to cover
USD809 million short-term debt, despite some support from readily
marketable inventory (soybeans and grain), which Fitch estimated
at USD258 million. Sodrugestvo is therefore reliant on continued
access to bank financing.

FULL LIST OF RATING ACTIONS

Sodrugestvo Group S.A.

  Long-term foreign currency IDR: downgraded to 'B-' from 'B';
   Outlook Stable

  Long-term local currency IDR: downgraded to 'B-' from 'B';
   Outlook Stable

  National Long-term rating: downgraded to 'BB-(rus)' from
   'BBB-(rus)'; Outlook Stable

Sodrugestvo Industries Ltd.

  Local currency senior unsecured rating: withdrawn from 'B(EXP)'
  National Long-term senior unsecured rating: withdrawn from
   'BBB-(EXP)'



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


UKRAINE: Reaches Debt Restructuring Deal with Sberbank
------------------------------------------------------
Reuters reports that Ukraine on Feb. 11 said it has agreed to a
restructuring deal with Russia's Sberbank on US$367.4 million of
state-guaranteed debt.

According to Reuters, Ukraine said the deal included a 25%
writedown and maturity extensions to Sept. 1, 2019.

The debt of state-owned firms, Ukravtodor and Yuzhnoye State
Design Office, was included in the external loans that Ukraine
has sought to restructure under a US$40 billion bailout program
coordinated by the International Monetary Fund, Reuters
discloses.

Russia, Reuters says, has refused restructuring terms offered by
Kiev on a US$3 billion Eurobond it holds in its entirety.



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


ALTE LIEBE 1: S&P Lowers Rating on EUR102MM Notes to 'CCC-'
-----------------------------------------------------------
Standard & Poor's Ratings Services lowered to 'CCC-' from 'CCC'
its long-term issue rating on the EUR102 million senior secured
amortizing notes, due 2025, issued by Jersey-based special-
purpose vehicle Alte Liebe 1 Ltd.  The outlook is negative.  The
recovery rating remains unchanged at '6', indicating S&P's
expectations of negligible recovery (0%-10%) in the event of a
payment default.

The notes have an unconditional and irrevocable guarantee of
payment of scheduled interest and ultimate principal from
controlling creditor Ambac Assurance U.K. Ltd.  Under Standard &
Poor's criteria, a rating on monoline-insured debt reflects the
higher of the rating on the monoline or Standard & Poor's
underlying rating (SPUR).  Since S&P do not rate Ambac Assurance,
the long-term issue rating reflects the SPUR.

The downgrade follows S&P's review of Alte Liebe's liquidity
position and the 2015 performance of the Wind Farm Companies
(WFC).  Although 2015 was a good year for Alte Liebe's portfolio
in terms of wind performance and electricity generation, one of
its weakest-performing wind farms, Gerdau-PÅlfringen, did not
generate sufficient cash flows to cover its debt service.  As a
result, Alte Liebe has drawn an additional EUR0.65 million from
its liquidity to pay the debt service, further reducing the
liquidity balance.

Alte Liebe ultimately services its debt from payments from the
wind farms to which it onlent funds.  S&P considers that a
contractual default remains unlikely in the next six months, due
to the flexible repayment profile of the notes--with timely
payment of interest, but ultimate payment of principal at
maturity in 2025.

However, based on the current performance of the underlying wind
farms and increasingly strained liquidity at Alte Liebe, S&P
anticipates that the project will not be able to meet its
outstanding liabilities in full on the notes' final maturity date
and will start to defer the principal on the notes, unless an
unforeseen positive development takes place.

S&P would not expect a deferral to be only temporary since the
performance of Alte Liebe's weakest farms -- Gerdau-Pulfringen,
Helenenberg, and Wilmersdorf-Mangelsdorf -- is likely to continue
to deteriorate.  S&P therefore anticipates that repayment of
deferred amounts due under the terms of the documentation would
not be made in full at or before maturity.

Under S&P's base case, there continues to be a high probability
that Alte Liebe will start deferring debt service in the next six
months.  S&P therefore sees an increasing likelihood that it
could lower the issue rating to 'D'.

Helenenberg, Gerdau-Pulfringen, and Wilmersdorf-Mangelsdorf have
demonstrated that the predictability of the revenues and expenses
is highly limited.  The wind generation is more unpredictable,
but S&P believes that the operations and maintenance costs will
continue rising due to the aging of the assets.  In S&P's view,
Gerdau-Pulfringen will generate a cash shortfall of between
EUR0.5 million and EUR1.0 million each year.  This cash shortfall
will drain Alte Liebe's liquidity and may eventually trigger a
default on the debt issue by Alte Liebe.  The default timing
could differ from what S&P anticipates, depending on the wind and
the technical performance of Gerdau-Pulfringen.  Helenenberg and
Wilmersdorf-Mangelsdorf could also generate cash shortfalls,
which could accelerate the default of Alte Liebe.

The negative outlook reflects the possibility of a downgrade to
'D' over the next six months unless the situation improves
materially.  It also reflects S&P's view that Alte Liebe may need
to defer the principal on the notes in 2016.  S&P do not expect
any deferral to be temporary because it would be caused by a
structural weakness at the Gerdau-PÅlfringen WFC.

S&P considers an outlook revision to stable is unlikely because
it would require a pronounced and sustainable improvement in Alte
Liebe's operating conditions.

Under S&P's base case, the rating will likely be lowered to 'D'
within the next six months.  The rating transition to 'D' could
occur sooner if the deterioration in Alte Liebe's liquidity is
faster than S&P currently forecasts, and Alte Liebe starts
deferring debt service payment earlier than anticipated.


BHS GROUP: Taps KPMG to Explore Options to Shrink Business
----------------------------------------------------------
Chris Warmoll at Accountancy Age reports that KPMG has been
engaged by struggling retailer BHS Group Ltd. to explore a number
of options to shrink its store empire.

Among the possible routes being explored by the Big Four firm are
a company voluntary arrangement (CVA) and individual negotiations
with landlords to reduce rental outlays, Accountancy Age says,
citing The Sunday Telegraph.

The company's owners -- Retail Acquisitions -- are believed to be
looking at closing up to 50 of its 170 shops.

Grant Thornton is understood to be looking at ways to ease the
burden of the firm on its struggling pension scheme, facing a
shortfall of well over GBP200 million.

BHS Group Ltd. is based in the United Kingdom.


PARAGON OFFSHORE: Enters Into Settlement Agreement with Noble
-------------------------------------------------------------
Noble Corporation plc on Feb. 12 announced a settlement agreement
in principle with Paragon Offshore plc, the company spun-off by
Noble in 2014, following the public announcement by Paragon that
it has reached agreement with certain of its creditors in
connection with its previously announced restructuring efforts
and intends to seek court approval of a pre-negotiated bankruptcy
plan.  Pursuant to the terms of the settlement between Noble and
Paragon, once the settlement agreement becomes effective, Paragon
would release Noble from all claims relating to the spin-off of
Paragon by Noble in 2014, including any fraudulent conveyance
claim that could be brought on behalf of Paragon's creditors, and
Noble would assume certain pre-spin-off obligations relating to
Paragon's Mexican tax matters.

In exchange for the release, Noble would take control of the
administration and defense of Paragon's Mexican income, value-
added and customs tax audit and assessment matters for specified
years up to and including 2010.  For the pertinent years, Noble
would assume the Mexican income and value added tax liabilities
relating to the Paragon business arising out of the audit and
assessment process to the extent incurred in Noble's own legal
entities.  Paragon and Noble would equally share the other
income, value-added and customs tax liabilities arising out of
such audit and assessment process.  Noble would post any required
tax appeal bond, and Noble and Paragon would share the other
costs of administering and defending these tax matters.  Paragon
would retain liability for all years not covered by the
agreement.  Noble is not making any cash settlement payment or
assuming any other obligations in exchange for the release.

The Company expects the tax liability payments related to the
settlement to be spread over a number of years.  Based on its
understanding of these matters and its experience to date in
Mexico, the Company currently expects the net amount that it will
actually pay over the period of the settlement for its portion of
the taxes to be in the range of $8 to $12 million, although the
final amount and the timing of such payments will depend on a
number of factors.  Once the settlement with Paragon is approved
by the bankruptcy court, the Company would take a charge related
to such payments as well as its share of the expenses expected to
be incurred in connection with those tax liabilities.

David W. Williams, Chairman, President and Chief Executive
Officer of Noble Corporation plc, stated, "Like many companies,
Paragon has been hard hit by the unanticipated deterioration in
oil prices that has persisted into 2016.  Noble established
Paragon in a manner it believed would allow Paragon to fully
succeed and believes this proposed restructuring will assist
Paragon in its efforts to manage this unforeseen, severe
downturn.  We are pleased to have found a way to constructively
engage with Paragon in a manner that can assist them in their
restructuring efforts, while at the same time reaching an
arrangement that avoids the distraction and expense of the
litigation, regardless of merit, that would otherwise inevitably
follow a bankruptcy filing by Paragon.  Noble is familiar with
the tax positions and history, and we believe Noble is well-
positioned to manage these matters in a way that should result in
limited actual liability and without any material impact to our
liquidity.  Our ability to defend and administer these tax
matters allowed us to find a mutually agreeable solution that is
in Noble's best interests."

The settlement agreement is subject to finalization of definitive
agreements and bankruptcy court approval, which will be sought as
part of the bankruptcy plan to be filed by Paragon.  Noble plans
to assume control of the audit and assessment matters under an
interim agreement so that it can immediately begin its efforts to
mitigate the tax liability and any bonding requirements.

                     About Paragon Offshore

Paragon -- http://www.paragonoffshore.com/-- is a global
provider of offshore drilling rigs. Paragon's operated fleet
includes 34 jackups, including two high specification heavy
duty/harsh environment jackups, and six floaters (four drillships
and two semisubmersibles).  Paragon's primary business is
contracting its rigs, related equipment and work crews to conduct
oil and gas drilling and workover operations for its exploration
and production customers on a dayrate basis around the world.
Paragon's principal executive offices are located in Houston,
Texas.  Paragon is a public limited company registered in England
and Wales with company number 08814042 and registered office at
20-22 Bedford Row, London,WC1R 4JS, England.


THOMAS COOK: S&P Affirms 'B' Rating on Unsecured Notes
------------------------------------------------------
Standard & Poor's Ratings Services said that it has revised the
recovery rating on U.K.-based tourism operator Thomas Cook's
unsecured notes (GBP300 million due 2017, EUR525 million due
2020, and EUR400 million due 2021, respectively) to '3' from '4'.

At the same time, S&P is affirming the issue ratings on the
unsecured notes at 'B', in line with the long-term corporate
credit rating on Thomas Cook Group PLC.

The upward revision of the recovery rating reflects higher
recovery expectations at default, resulting from lower unsecured
debt claims at default as S&P excludes the bonding and guarantee
facilities.  The rationale for excluding these guarantee
facilities is based on S&P's valuation of the company on a going
concern basis.  Therefore, S&P thinks these facilities will not
crystallize in a default scenario.

In S&P's hypothetical default scenario, it assumes a decrease in
discretionary consumer spending, resulting from weaker economic
conditions or an unexpected adverse event.

S&P values the company as a going concern given its well-
established market position and strong brand.

SIMULATED DEFAULT ASSUMPTIONS

   -- Year of default: 2019
   -- EBITDA at emergence: GBP295 million
   -- Implied enterprise value multiple: 5.0x
   -- Jurisdiction: U.K.

SIMPLIFIED WATERFALL

   -- Gross enterprise value at default:  GBP1,476 million
   -- Administrative costs: GBP74 million
   -- Net value available to creditors:   GBP1,402 million
   -- Priority debt claims: GBP328 million*
   -- Unsecured debt claims: GBP1,619 million*
      -- Recovery expectation: 50%-70% (lower end of the range)

*All debt amounts include six months' prepetition interest.  S&P
assumes that the GBP500 million revolving credit facility is 85%
drawn at default.



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


* S&P Takes Various Rating Actions on 7 High-Yield Oil & Gas Cos.
-----------------------------------------------------------------
Standard & Poor's Ratings Services said that it has taken various
rating actions on seven high-yield oil and gas producers in EMEA
as part of S&P's review of the sector.

The rating actions are:

   -- S&P lowered its rating on U.K.-based EnQuest PLC to 'B-'
      from 'B' and assigned a negative outlook.  S&P also lowered
      its issue rating on EnQuest's senior unsecured notes to
      'CCC+', one notch below the corporate credit rating.  The
      recovery rating remains at '5'.

   -- S&P lowered its rating on U.K.-based Ithaca Energy Inc. to
      'B-' from 'B' and assigned a stable outlook.  S&P also
      lowered the issue rating on the senior unsecured notes to
      'CCC', two notches below the corporate credit rating.  The
      recovery rating remains '6'.  S&P lowered its ratings on
      Kazakhstan-based Nostrum Oil and Gas PLC to 'B' from 'B+'
      and assigned a stable outlook.  S&P also lowered its issue
      rating on the senior unsecured notes to 'B', in line with
      the corporate credit rating.

   -- S&P lowered its ratings on U.K.-based Tullow Oil to 'B'
      from 'B+' and placed them on CreditWatch with negative
      implications.  S&P also lowered its issue rating on Tullow
      Oil's senior unsecured debt to 'B-' and placed it on
      CreditWatch negative.  S&P placed its 'B+' rating on
      Norway-based Bayerngas Norge A.S. on CreditWatch with
      negative implications.

   -- S&P revised its outlook on Nigeria-based Seven Energy
      International Ltd. to negative from stable and affirmed the
      'B-' ratings.

   -- S&P revised its outlook on Kuwait Energy PLC to negative
      from stable and affirmed the 'B-' ratings.

S&P's review of the sector follows the recent revision of its oil
and gas price assumptions.  These price revisions reflect the
meaningful decline in futures curves, driven by ongoing
oversupply in the global oil market that S&P expects to largely
persist.  S&P also notes the continuing global reset of
production and development costs at lower levels, albeit coming
from high levels and at different degrees depending on companies,
projects, and countries.

S&P sees these key highlights for high-yield upstream companies.

While oil prices are weak -- and S&P expects them to remain so in
2016 with a close to 25% decline on average versus 2015 --
operating cash flow and credit metrics may not deteriorate to the
same extent given favorably priced hedges for several, but not
all, issuers. This includes in particular Nostrum, Tullow, or
Ithaca. Conversely, even assuming a rebound in oil price next
year, of about 13% to $45 in our latest price deck released in
January 2016, S&P would foresee for those companies who have been
protected by hedges declining profits and credit metrics in 2017
as hedges run off.  S&P believes EnQuest, with no 2017 hedges, is
particularly at risk.

A key potential pressure point for these entities with a rating
at 'B+' or lower is liquidity.  Many companies have material debt
maturities falling due over 2016-2017; and unfavorable debt as
well as equity and bank markets for such oil and gas issuers mean
it may not be possible to refinance debts or raise equity.  S&P
believes these limitations can be exacerbated for issuers whose
assets are in countries that lenders view as risky from a
security, macroeconomic, regulation, or political standpoint,
such as in Africa.

Even for companies with limited or low debt amortization over
2016-2017, significant capital expenditures may imply the need
for meaningful new liquidity sources.  In particular, S&P
believes Bayerngas and Seven Energy are at risk.

Financial covenant breaches are another risk to these companies'
liquidity, with possible EBITDA-based issues over 2016-2017, such
as Seven Energy in particular.  While waivers are possible, as
S&P has observed in the past years, such renegotiations may not
be successful over 2016-2017 if oil prices remain low, lenders'
perceive heightened risks, and recovery prospects wane off, while
funding costs or fees could increase.

Another potential pressure point, but one S&P currently does not
foresee for the seven issuers included in the rating actions, is
the ability to use hard currency to repay dollar- or euro-
denominated debts and capital expenditures.  Several sovereigns
reliant on oil and gas exports have introduced taxes or
restrictions on transferring or converting foreign currencies,
including Nigeria (home to Seven Energy), Kazakhstan (where
Nostrum is based), and Azerbaijan (State Oil Company Of
Azerbaijan Republic, for example).  The ability to freely use
foreign currencies is especially important as upstream producers
usually have most of their borrowings in euros and dollars rather
than in local currencies.  A significant part of both operating
and capital expenditures may also be in foreign currencies or
priced relative to foreign currencies.  Although this risk
exists, S&P assumes that the seven high-yield entities we rate
will not face this issue because such capital restrictions relate
to other participants (such as individuals) and do not impact
upstream producers, as sovereigns are keen on protecting this
vital industry and avoiding reputational risks.  It is also
essential to note that even if these upstream companies' revenues
tend to be mostly in dollars and euros, some countries require
the transfer of these foreign currencies into the country,
leading to possible delays, conversions at adverse exchange
rates, and restrictions.

S&P bases its valuation approach for rating debt issues of these
speculative-grade upstream companies on reserves, which is
industry specific.  An almost 50% decline in oil prices in 2015
means that year-end 2015 proved and probable reserves, based on
such prices, could be significantly lower than a year earlier, as
reserves take into account economic conditions.  This would lead
to reduced recovery prospects and, in turn, lower recovery
ratings.

                            DOWNGRADES

EnQuest PLC

The downgrade of EnQuest reflects the company's increased
sensitivity to operating performance under the lower oil price
environment in S&P's updated base case.  This is especially true
for 2017 given the absence of hedging, and S&P now anticipates
leverage to augment in 2017 against 2016.  This is despite
assumptions based on lower capital expenditures and timely
completion of the Kraken project.  S&P now anticipates Standard &
Poor's-adjusted debt to EBITDA (without cash netting given the
weak business risk profile) to reach about 4.5x by year-end 2017,
compared with our assumption of a maximum of 4.0x by end-2016
previously.

Although S&P anticipates that, beyond 2017, the company will
deleverage, S&P continues to see a number of risks that will
remain until then, mainly oil prices, the ability to further
reduce operating expenditures, and the timely completion of
Kraken.

S&P anticipates adjusted free operating cash flow (FOCF) to be
negative in 2016, at about $175 million.  In addition, under the
current investment plans, S&P do not exclude that the company
would have to seek additional liquidity to fund its capital
investments beyond the next 12 months.

The negative outlook underlines S&P's view of the continued
uncertainty around cash flow volatility and generation given the
company's reliance on production start-up and increases of the
Kraken project.  Furthermore, if S&P's oil price or production
level assumptions were to materialize below S&P's base case,
there could be some downside rating pressure.  S&P could also
consider a downgrade if the company fails to reduce operating
expenditures to the levels S&P currently anticipates of below
$25/bbl in 2016, which could constrain liquidity.

                         Ithaca Energy Inc.

The negative rating action on Ithaca reflects S&P's view that the
company will not be able to deleverage its balance sheet as
quickly as S&P had previously anticipated, notably given delays
on sail away of the floating production facility required to
start production at the greater Stella area (GSA).  Nevertheless,
S&P notes that the company's liquidity should remain adequate
over the next 12 months, even under S&P's new oil price
assumption, as 2016 production is vastly hedged.  S&P also notes
management's proactive approach to protect the balance sheet in
the current market environment, which S&P views positively.

The stable outlook reflects S&P's anticipation of first
production at the GSA during the second half of 2016, leading to
material debt reduction in 2017 under S&P's base case.  However,
S&P still sees key risks associated to the lower oil price or
operational setbacks due to the company's limited scale.
Consequently, rating pressure could stem from a debt-to-EBITDA
ratio that reaches 5x without prospects of a quick recovery, or
if any liquidity concerns arise.  S&P could consider an upgrade
if debt to EBITDA falls to below 3x on a sustainable basis.

                       Nostrum Oil and Gas PLC

The downgrade of Nostrum to 'B' incorporates S&P's view of
Nostrum's declining and weaker-than-expected credit metrics over
the next two years.  Although the bulk of Nostrum's oil
production is hedged at a price of $49/bbl until the end of 2017,
S&P sees a risk that gas prices could materially weaken from
2017, which could increase leverage.  In particular, S&P now
expects funds from operations (FFO) to debt to near 10% and debt
to EBITDA to be about 5x on average in 2016-2017 -- levels S&P
doesn't view as commensurate with its 'B+' rating.  S&P also
takes into account its forecast of negative FOCF in 2016-2017
since the company needs to invest another $250 million to
complete its gas treatment facility (GTF).

However, S&P acknowledges the company's relatively low production
costs and the absence of debt maturities until 2019 or covenants,
while S&P expects production to start increasing from 2017 once
the GTF is completed.  S&P factors these supporting factors into
the stable outlook.

S&P would lower the rating further if it noted a heightened risk
of a liquidity squeeze, for example, if its base-case projections
were to dive such that FFO to debt remains persistently below 10%
or if debt to EBITDA exceeds 5x without near-term prospect of
improvement.  This could happen in case of major operational
disruption, lower-than-expected production, or if S&P perceives
that financial policies become more aggressive, such as uncurbed
capital expenditures or dividends before the GTF facility is
completed.

S&P believes upside potential is remote in the near term.
However, S&P would consider an upgrade if it foresees an
improvement in credit measures coupled with trends toward neutral
FOCF.  Still, this could occur only if oil prices recover faster
than S&P currently anticipates alongside an improvement in
Nostrum's liquidity position and no delays on the GTF ramp-up.

DOWNGRADE; CREDITWATCH ACTION

                            Tullow Oil

S&P lowered the rating on Tullow to 'B' from 'B+' and placed the
rating on CreditWatch with negative implications.

The downgrade reflects S&P's expectation that, under its revised
price assumptions, Tullow's credit metrics will weaken further in
2016 compared with S&P's previous forecast, despite meaningful
hedges in place and reductions in capital expenditures.  S&P has
reassessed Tullow's liquidity to less than adequate from adequate
due to uncertainties regarding covenants toward the end of 2016.

The CreditWatch placement accounts for the potential rating
impact stemming from S&P's view of increased near-term risk of
tightening liquidity under its rolling next 12 months sources to
uses assessment; specifically when S&P excludes the $1 billion
facility from April 2016, because it will then become current in
less than one year.  Furthermore, it also takes into account the
potential decrease in the company's borrowing base once the
reserve base lending (RBL) facility redetermination has been
completed.  S&P intends to resolve the CreditWatch in the next
three months, during which S&P will assess management's plans for
addressing both short- and longer-term liquidity needs.

The key rating triggers in S&P's view are potential continued oil
price deterioration, any major delays in the start-up of
Tweneboa-Enyenra-Ntomme (TEN), and any related difficulties in
managing liquidity, which could lead S&P to lower the rating
further.  That said, S&P notes efforts made by Tullow to control
cash outflows, and S&P anticipates the company will manage
liquidity proactively, as it understands management is currently
discussing funding instruments with banks.  S&P could affirm the
ratings and resolve the CreditWatch placement if liquidity
concerns are dissipated, notably by extending the maturity on the
$1 billion facility and any potential decreased availability
under the RBL does not materially affect S&P's view of the
company liquidity needs to meet its financial commitments and
operational development.  Further ahead, S&P will review the
potential rating impact of increasing exposure to Ghana once
Tullow's TEN development comes on stream.

                        CREDITWATCH ACTION

Bayerngas Norge A.S.

The CreditWatch placement reflects S&P's view that Bayerngas
could experience a liquidity squeeze if the company fails to
obtain sizable additional funding in the next few months, which
might become increasingly challenging given the oil and gas
market downturn.  S&P notes that the entire company's debt
comprises of shareholder loans to date.  Although S&P assumes
that the company will continue to get ongoing financial support
from its main shareholder -- Stadtwerke Munchen, a German
utility -- this support is not certain, and S&P currently has
limited visibility regarding the company's funding and capital
structure plan in 2016-2017. That said, S&P continues to factor
in its expectations of substantial parental support, based on a
long track record of important cash injections over the past
several years.

S&P could downgrade Bayerngas by one or more notches should it
perceive reduced ability or commitment from Stadtwerke Munchen to
provide ongoing and exceptional financial support, even under
difficult market conditions.  Conversely, S&P could affirm the
ratings if it gains visibility on Stadtwerke Munchen's plans to
provide at least EUR500 million of new funds to the company in
the first quarter of 2016, independent of any debt conversion to
equity.

S&P intends to resolve the CreditWatch by mid-March.  Until then,
S&P will assess Stadtwerke Munchen's strategy regarding
Bayerngas' capital structure, funding, and liquidity, as well as
any update to management's business plan in the lower oil price
environment.

                         OUTLOOK REVISIONS

Seven Energy International Ltd.

The negative outlook reflects S&P's view that Seven Energy's
liquidity headroom has reduced on the back of low oil prices and
the resulting limited headroom on the rating.  S&P projects
potential liquidity pressure if the company does not raise at
least about $100 million additional equity in the first quarter
of 2016 (as S&P expects) or cannot obtain waivers from its
lenders.

However, S&P views positively these factors:

   -- S&P's understanding that the company is close to securing
      new equity funding of up to $100 million;

   -- The company's significant exposure to gas, which should
      limit the negative impact on cash flows from low oil
      prices; and

   -- The company's track record of improving covenant packages
      and lengthening amortization schedules.

S&P would consider a downgrade of one or more notches if it saw a
deterioration of Seven Energy's liquidity or a heightened risk of
a covenant breach in 2016.  This could mainly result from failure
to obtain a minimum of about $100 million new equity in the next
few months, a weaker operational performance, or less prudent
financial management than we anticipate.

S&P could revise its outlook to stable if the company raises at
least $100 million in 2016 and if S&P foresees more headroom on
its covenants, such that is at least 15% on a sustainable basis.
A marked increase in net production and an improved oil price
environment could also support an outlook revision to stable.

                         Kuwait Energy PLC

The outlook revision to negative from stable reflects S&P's
opinion that Kuwait Energy's credit metrics will deteriorate
sharply in 2016 before improving in 2017.  S&P forecasts, in
particular, that its adjusted FFO-to-debt ratio will be about 10%
in 2016, resulting in limited headroom on the current 'B-'
rating, in S&P's view.  This has led S&P to reassess Kuwait
Energy's financial risk profile as highly leveraged, also
reflecting still important capital expenditures, although much
lower than previously anticipated for 2016-2017.

S&P could lower the ratings on Kuwait Energy if it experiences a
liquidity crisis that could stem from operational setbacks, such
as a delay in production start-up at new fields, especially Block
9 in Iraq and SIBA, major cost overruns at the Iraqi assets, or
if production dropped unexpectedly due to political unrest or
because oil prices fell below $30/bbl.  A lower oil price
environment than S&P currently bases its projections on could
also lead to tight headroom under the minimum 2P reserves Net
Present Value covenant.  Rating pressure could also arise if
major delays in crude oil payments from Egyptian national oil
company Egyptian General Petroleum Corp. (EGPC) reoccurred, or if
there were pressure on the ratings on Iraq or Egypt.

RATINGS LIST

Downgraded
                                To                 From
EnQuest PLC
Corporate Credit Rating        B-/Negative/--     B/Negative/--
Senior Unsecured               CCC+               B-
   Recovery Rating              5L                 5L

Ithaca Energy Inc.
Corporate Credit Rating        B-/Stable/--       B/Negative/--
Senior Unsecured               CCC                CCC+
   Recovery Rating              6                  6

Nostrum Oil and Gas PLC
Corporate Credit Rating        B/Stable /--       B+/Negative/--
Senior Unsecured               B                  B+

Downgraded; CreditWatch Action
                                To                 From
Tullow Oil
Corporate Credit Rating        B/Watch Neg/--     B+/Negative/--
Senior Secured                 B/Watch Neg        B+
Senior Unsecured               B-/Watch Neg       B

CreditWatch Action
                                To                 From
Bayerngas Norge A.S.
Corporate Credit Rating        B+/Watch Neg/--    B+/Stable/--

Outlook Action; Ratings Affirmed
                                To                 From
Seven Energy International Ltd.
Corporate Credit Rating        B-/Negative/--     B-/Stable/--
Senior Secured                 B-                 B-

Kuwait Energy plc
Corporate Credit Rating        B-/Negative/--     B-/Stable/--
Senior Unsecured               B-                 B-


N.B. This list does not include all ratings affected.


* S&P Takes Various Rating Actions on 28 Cos. Debt Instruments
--------------------------------------------------------------
Standard & Poor's Ratings Services said that it is withdrawing
all of the recovery ratings assigned to the debt instruments of
28 Russian, Kazakh, and Ukrainian companies.  At the same time,
S&P is affirming the issue ratings on 26 companies, maintaining
the CreditWatch placement on the issue rating on one company, and
lowering issue ratings on one company.

This follows S&P's publication of the list of issuers whose rated
debt instruments S&P placed under criteria observation (UCO) on
Jan. 20, 2016.  These ratings are no longer under criteria
observation.

In jurisdictions whose insolvency regime S&P classifies in Group
C (Russia, Kazakhstan, and Ukraine), S&P is withdrawing recovery
ratings because of a change in our analytical approach to
assigning issue ratings.  The Group C classification indicates
that S&P do not consider that recovery prospects can be
determined with sufficient confidence to assign recovery ratings,
either because the insolvency regime does not conform to
international norms of priority rankings, or because a high or
very high rule-of-law risk significantly undermines
predictability of the enforcement of contractual rights and the
resolution of insolvencies.  To rate debt instruments issued by
speculative-grade entities under the above three jurisdictions,
S&P will now apply its "notching" approach, as detailed in "2008
Corporate Criteria: Rating Each Issue," published on April 15,
2008.

The issue rating affirmations and maintained CreditWatch
placement reflect S&P's view that the ratings should either
remain equalized with the issuer credit rating or (in one case)
remain one notch below the issuer credit rating, because of S&P's
view of material structural or contractual subordination.  In
certain cases, where there are substantial priority liabilities,
S&P may incorporate mitigating factors into its analysis.

Where S&P has lowered issue-level ratings, this reflects its
analytical conclusion that priority claims cover in excess of 15%
of the assets, and that the possible mitigating factors outlined
in "2008 Corporate Criteria: Rating Each Issue" are not
sufficient to fully offset the subordination.

RATINGS LOWERED

                          Evraz Group S.A.

S&P is lowering the issue ratings on Evraz Group's senior
unsecured debt instruments by one notch to 'B+'.  The downgrade
reflects the fact that liabilities that S&P views as ranking
structurally prior to the notes comprise around 20%-30% of
group's total Standard & Poor's-adjusted assets.  Recovery
prospects are supported to some degree by the diversified nature
of Evraz's operations, including low-cost mining assets, and its
low cost position as an integrated steel producer.  Therefore,
S&P is limiting its downgrade of the issues to one notch, rather
than two.

RATINGS AFFIRMED

                            Alrosa OJSC

S&P is affirming the 'BB-' issue rating on Alrosa's US$1 billion
senior unsecured notes due in 2020 issued by its wholly owned
financial subsidiary Alrosa Finance S.A.  The affirmation
reflects the fact that liabilities that S&P views as ranking
structurally prior to the notes comprise less than 15% of the
group's total assets.

                    Borets International Ltd.

S&P is affirming its 'BB-' issue rating on Borets International's
$416 million senior unsecured bonds maturing in September 2018
issued by its wholly owned financial subsidiary Borets Finance
Ltd.  The affirmation reflects the fact that priority liabilities
comprise less than 15% of the group's total assets.

                        Brunswick Rail Ltd.

S&P is affirming its 'CCC-' issue rating on the US$600 million
senior unsecured notes issued by Brunswick Rail Finance Ltd., the
wholly owned subsidiary of Brunswick Rail Ltd.  S&P affirmed the
ratings because the claims that S&P views as ranking ahead of the
notes constitute less than 15% of total assets.  S&P's rating on
the notes is supported by the unconditional and irrevocable
guarantees provided by the parent of the group and the fact that
its main operating subsidiaries account for the majority of
group's total assets.

                       CJSC SSMO LenSpetsSMU

S&P is affirming its 'B+' rating and 'ruA' Russia national scale
rating on the Russian ruble (RUB) 5 billion senior unsecured
bonds maturing in December 2017.  The affirmation reflects the
fact that priority liabilities comprise less than 15% of adjusted
assets.

                             DME Ltd.

S&P is affirming the 'BB+' issue rating on the US$300 million
senior unsecured loan participation notes due in 2018 issued by
special-purpose entity DME Airport Ltd.  Proceeds are provided to
Hacienda Investments Ltd., a fully owned, core operating
subsidiary of DME Ltd.  The affirmation reflects the fact that
priority liabilities comprise less than 15% of the group's total
assets.

                        Eurasia Drilling Co.

S&P is affirming its 'BB' rating on the US$600 million senior
unsecured notes maturing in April 2020, issued by financing
vehicle EDC Finance Ltd. and guaranteed by Eurasia Drilling Co.
and its key subsidiaries BKE and SGC-Drilling.  The affirmation
reflects the fact that the guarantors account for a major share
of group EBITDA and assets, such that liabilities that S&P views
as ranking structurally prior to the notes constitute less than
15% of group's total assets.

                   Far-Eastern Shipping Co. PLC

S&P is affirming the 'B-' issue ratings on Far-Eastern Shipping
Co.'s US$300 million and US$500 million senior secured notes due
in 2020 and 2018, respectively, issued by its wholly owned
financial subsidiary Far East Capital Ltd.  The affirmation
reflects the fact that liabilities that S&P views as ranking
structurally prior to the notes constitute less than 15% of
group's total assets.

                            Ferrexpo PLC

S&P affirmed the issue rating on the company's $374 million
senior unsecured notes due 2019 at 'CCC', in line with the issuer
credit rating.  S&P's calculation of the ratio of priority
liabilities to the company's assets doesn't exceed the 15%
threshold.  The priority liabilities include some secured debt at
the operating subsidiaries and some outstanding payables.  S&P
has not treated the pre-export facility (PXF) as priority debt
because the bondholders share in the same main surety from the
Poltova subsidiary as the PXF.

                 JSC Holding Company Metalloinvest

S&P is affirming the 'BB' issue ratings on Metalloinvest's US$1
billion senior unsecured notes due in 2020 issued by its wholly
owned financial subsidiary Metalloinvest Finance Ltd.  The
affirmation reflects the fact that liabilities that S&P views as
ranking structurally prior to the notes constitute less than 15%
of group's total assets.

                  EuroChem Mineral Chemical Co. JSC

S&P is affirming its 'BB' ratings on the 8.9% RUB5 billion and
8.25% RUB5 billion senior unsecured bonds maturing in July 2018
and November 2018, respectively, and S&P's 'BB' rating on the
US$750 million Eurobond maturing in December 2017.  S&P believes
that bank lenders at the Eurochem Group AG level may have
slightly better protection than Eurobond-holders, because the
lenders benefit from sureties from Russian operational
subsidiaries.  S&P believes however that there are sufficient
mitigating factors for bondholders, such as downstream loans, the
company's diversification, and especially S&P's view that
recovery prospects for bondholders would likely exceed 30%.  The
latter view is supported by Eurochem's position as a leading low-
cost fertilizer producer benefiting from valuable reserves
including multi-billion-dollar advanced potash projects.

                         Kazakhtelecom JSC

S&P is affirming its 'BB' rating on the KZT45.5 billion senior
unsecured bond issued by Kazakhtelecom JSC and maturing in
October 2019.  The affirmation reflects the fact that liabilities
that S&P views as ranking structurally prior to the notes
comprise less than 15% of group's total assets.

                             MHP S.A.

S&P is affirming its issue ratings on MHP's unsecured debt at
'B-', in line with the issuer credit rating.  Priority
liabilities are about 20% of total adjusted assets, but S&P
believes that the existence of documented downstream loans from
the holding company to the subsidiaries reinforces the position
of this debt when it comes to reimbursement claims.  Another
mitigating factor comes from the geographic diversity of sales.
In the first nine months of 2015, about 45% of revenues were
outside the domestic Ukrainian market.

                     Mobile TeleSystems (OJSC)

S&P is affirming its 'BB+' ratings on the debt issued by Mobile
TeleSystems OJSC and the debt issued by MTS International Funding
Ltd. (and guaranteed by Mobile TeleSystems OJSC).  The
affirmation reflects the fact that liabilities that S&P views as
ranking structurally prior to the notes constitute less than 15%
of group's total assets.

                             NLMK OJSC

S&P is affirming the 'BB+' issue ratings on NLMK's debt
instruments.  The affirmation reflects the fact that liabilities
that S&P views as ranking structurally prior to the notes
comprise less than 15% of the group's total assets.

                      Nostrum Oil and Gas PLC

S&P is affirming the 'B+' issue ratings on Nostrum's $400 million
senior unsecured notes due in 2019 issued by its wholly owned
financial subsidiary Zhaikmunai International B.V. and the $560
million senior unsecured notes due 2019 issued by Zhaikmunai LLP.
The affirmation reflects the fact that liabilities that S&P views
as ranking structurally prior to the notes constitute less than
15% of the group's total assets.

                         O1 Properties Ltd.

S&P is affirming its 'B+' issue ratings on the RUB6 billion
senior unsecured bonds maturing in October 2018 and on the RUB15
billion bonds maturing in October 2020.  Both bonds are issued by
O1 Properties Finance LLC and guaranteed by O1 Properties Ltd.
S&P believes that recovery prospects for those bonds will exceed
30% despite the significant amount of secured debt located at
operating companies.  O1 Properties Ltd. owns a large portfolio
of prime assets in the center of Moscow and, even after applying
a 35% haircut to the portfolio's value, residual value is enough
to support recovery prospects of more than 30% for holders of
unsecured bonds.  S&P views it as unlikely that portfolio value
might decrease by more than 35% from the value as of June 2015
due to the high quality of the portfolio (reflected in the
location of the assets), the tenant structure, and the occupancy
rate.

                            OAO Koks

S&P is affirming its 'B-' rating on the US$199 million senior
unsecured loan participation notes maturing in June 2016, issued
by financial vehicle Koks Finance Ltd. with OAO Koks as borrower.
The notes are unconditionally and irrevocably guaranteed by key
operating subsidiaries.  That said, the issue rating on the notes
is one notch lower than the issuer credit rating of OAO Koks,
because priority liabilities (notably secured bank debt at mining
and Tulachermet subsidiaries) amounts to 15%-30% of the group's
total assets.

                            OAO NOVATEK

S&P is affirming the 'BB+' issue ratings on NOVATEK's senior
unsecured debt instruments.  The affirmation reflects the fact
that liabilities that S&P views as ranking structurally prior to
the notes constitute less than 15% of group's total assets.

                              OAO TMK

S&P is affirming the 'B+' issue ratings on TMK's US$500 million
senior unsecured bonds maturing in 2018 and US$500 million senior
unsecured bonds maturing in 2020 issued by fully owned financial
vehicle TMK Capital S.A.  The affirmation reflects the fact that
liabilities that S&P views as ranking structurally prior to the
notes constitute less than 15% of the group's total assets.  This
is because the bonds benefit from guarantees from all material
subsidiaries.

                           OOO X5 Finance

S&P is affirming its 'BB-' rating on the RUB8 billion senior
unsecured bonds maturing June 2016.  The priority liabilities are
about 15% of adjusted assets and S&P believes that the recovery
prospects are supported by the guarantee provided for this bond
issue by the main operating entity of the X5 Retail Group - CJSC
Trade House Perekriostok.

                            PAO Severstal

S&P is affirming the 'BB+' issue ratings on Severstal's debt
instruments, including debt issued by Severstal's subsidiary
financing vehicles Steel Capital S.A. and Holdgrove Ltd.  The
affirmation reflects the fact that liabilities that S&P views as
ranking structurally prior to the notes constitute less than 15%
of group's total assets.

                        Pioneer Group CJSC

S&P is affirming its 'B-' rating on the RUB2 billion senior
unsecured bonds maturing in October 2016.  Despite the
significant amount of accounts payable located at operating
subsidiaries, S&P considers downstream loans from issuing entity
Pioneer Group CJSC to operating companies as an effective
mitigant to those claims. S&P estimates that secured debt at
operating companies constitutes 11% of adjusted total assets.
This is below the 15% threshold beyond which S&P would notch down
the issue rating from the issuer credit rating.

                      RSG International Ltd.

S&P is affirming its 'B-' ratings on the RUB3 billion senior
unsecured bonds maturing in October 2016 and on the RUB3 billion
senior unsecured bonds maturing in September 2018.  There are
significant accounts payable located at the level of operating
subsidiary.  However, in S&P's view, downstream loans from the
issuing entity RSG Finance LLC to operating companies effectively
rank bondholders' claims on operating companies' assets at the
same priority level as accounts payable located at operating
subsidiaries.  S&P estimates secured debt at operating companies
at about 7% of adjusted total assets, which is below S&P's 15%
threshold for notching down the issue rating from the rating on
the issuer.

                          Sistema (JSFC)

S&P is affirming its 'BB' ratings on the US$500 million notes and
RUB19 billion senior unsecured bonds.  The affirmation reflects
the fact that liabilities that S&P views as ranking structurally
prior to the notes constitute less than 15% of group's total
assets.

                        UkrLandFarming PLC

S&P is affirming its issue ratings on UkrLandFarming at 'CC', in
line with the issuer rating.  S&P considers that the company is
dealing with severe constraints in accessing external liquidity
sources and with a difficult operating environment.  Current
political and financial tensions have not come to an end, and S&P
believes that there is a heightened risk that UkrLandFarming
could default on payments due on bank loans and that the recovery
could be very low.  This risk is captured in the 'CC' rating.

                     Vimpel-Communications PJSC

S&P is affirming its 'BB' ratings on the bonds issued by
Vimpelcom PJSC and Vimpelcom Holdings BV.  The bonds issued by
Vimpelcom Holdings BV are guaranteed by Vimpelcom PJSC, so S&P
considers that the debt of both companies ranks at the same
level.  The affirmation reflects the fact that liabilities that
S&P views as ranking structurally prior to the notes constitute
less than 15% of the adjusted assets of PJSC Vimpelcom, PJSC
Kyivstar, and Vimpelcom Holdings BV.  Other obligations in the
group rank structurally junior to the bonds, in S&P's view.

RATINGS REMAIN ON CREDITWATCH

                  Polyus Gold International Ltd.

S&P is maintaining the CreditWatch on the 'BB+' issue rating on
the $750 million unsecured notes due 2020 issued by Polyus Gold
International Ltd.  S&P understands that the notes rank pari
passu with Polyus Gold's bank debt.  Liabilities that S&P views
as ranking structurally prior to the notes constitute less than
15% of group's total assets.  S&P therefore equalizes the issue
ratings on the unsecured notes with the issuer credit rating on
Polyus Gold International, which also remains on CreditWatch.

RATINGS LIST
                         To        From
Affirmed

ALROSA Finance S.A.
Senior Unsecured         BB-       BB-
Recovery Rating          NR        4L

Borets Finance Ltd.
Senior Unsecured         BB-       BB-
Recovery Rating          NR        3L

Brunswick Rail Finance Ltd.
Senior Unsecured         CCC-      CCC-
Recovery Rating          NR        4L

CJSC SSMO LenSpetsSMU
Senior Unsecured         B+/ruA    B+/ruA
Recovery Rating          NR        3L

DME Ltd.
Senior Unsecured         BB+       BB+
Recovery Rating          NR        3H

Eurasia Drilling Co.
Senior Unsecured         BB        BB
Recovery Rating          NR        3L

Far East Capital Ltd. S.A.
Senior Secured           B-        B-
Recovery Rating          NR        4L

Ferrexpo PLC
Senior Unsecured         CCC       CCC
Recovery Rating          NR        3H

JSC Holding Company Metalloinvest
Senior Unsecured         BB        BB
Recovery Rating          NR        4

JSC Mineral Chemical Co.EuroChem
Senior Unsecured         BB        BB
Recovery Rating          NR        3H
Senior Unsecured         BB        BB
Recovery Rating          NR        4H

Kazakhtelecom JSC
Senior Unsecured         BB        BB
Recovery Rating          NR        3H

MHP S.A.
Senior Secured           B-        B-
Recovery Rating          NR        3H

Mobile TeleSystems (OJSC)
Senior Unsecured         BB+       BB+
Recovery Rating          NR        3H

NLMK OJSC
Senior Unsecured         BB+       BB+
Recovery Rating          NR        3H

O1 Properties Finance
Senior Unsecured         B+        B+
Recovery Rating          NR        4H

OAO Koks
Senior Unsecured         B-        B-
Recovery Rating          NR        5L

OAO NOVATEK
Senior Unsecured         BB+       BB+
Recovery Rating          NR        3H

OOO X5 Finance
Senior Unsecured         BB-       BB-
Recovery Rating          NR        3H

PAO Severstal
Senior Unsecured         BB+       BB+
Recovery Rating          NR        3H

Pioneer Group CJSC
Senior Unsecured         B-        B-
Recovery Rating          NR        4H

RSG International Ltd.
Senior Unsecured         B-        B-
Recovery Rating          NR        3H

Sistema (JSFC)
Senior Unsecured         BB        BB
Recovery Rating          NR        3H

TMK Capital S.A.
Senior Unsecured         B+        B+
Recovery Rating          NR        3L

UkrLandFarming PLC
Senior Unsecured         CC        CC
Recovery Rating          NR        4L

Vimpel-Communications PJSC
Senior Unsecured         BB        BB
Recovery Rating          NR        3H

Zhaikmunai LLP
Senior Unsecured         B+        B+
Recovery Rating          NR        3H

Downgraded

Evraz Group S.A.
Senior Unsecured         B+        BB-
Recovery Rating          NR        4L

Kept On CreditWatch

Polyus Gold International Ltd.
Senior Unsecured         BB+/Watch Neg    BB+/Watch Neg
Recovery Rating          NR               3H

NR--Not rated.


* BOND PRICING: For the Week February 8 to February 12, 2016
------------------------------------------------------------

Issuer                       Coupon    Maturity  Currency  Price
------                       ------    --------  --------  -----
Deutsche Bank AG               6.00                  EUR   73.39
Deutsche Bank AG               7.50                  USD   74.75
Deutsche Bank AG               6.25                  USD   73.00
UniCredit SpA                  6.75                  EUR   71.07
Deutsche Bank AG               7.13                  GBP   70.28
UniCredit SpA                  8.00                  USD   70.51
Abengoa SA                     8.50     3/31/2016    EUR   12.38
Petrobras Global Finance BV    5.38     1/27/2021    USD   71.08
Repsol International Financ    4.50     3/25/2075    EUR   67.42
Petrobras Global Finance BV    6.25     3/17/2024    USD   68.61
Glencore Finance Europe SA     1.25     3/17/2021    EUR   73.31
Vallourec SA                   2.25     9/30/2024    EUR   60.02
Manutencoop Facility Manage    8.50      8/1/2020    EUR   64.37
Petrobras Global Finance BV    6.85      6/5/2115    USD   59.40
Vedanta Resources PLC          9.50     7/18/2018    USD   67.00
Petrobras Global Finance BV    4.38     5/20/2023    USD   63.70
Vedanta Resources PLC          6.00     1/31/2019    USD   58.88
Rickmers Holding GmbH & Cie    8.88     6/11/2018    EUR   56.93
Repsol International Financ    3.88                  EUR   71.54
CSN Resources SA               6.50     7/21/2020    USD   36.50
Grupo Isolux Corsan Finance    6.63     4/15/2021    EUR   25.25
German Pellets GmbH            7.25    11/27/2019    EUR    1.20
ArcelorMittal                  8.00    10/15/2039    USD   74.00
Eramet                         4.50     11/6/2020    EUR   62.60
German Pellets GmbH            7.25      4/1/2016    EUR    1.24
Scholz Holding Gmbh            8.50      3/8/2017    EUR    2.29
Abengoa Finance SAU            8.88      2/5/2018    EUR   10.75
Casino Guichard Perrachon S    1.86                  EUR   42.85
Portugal Telecom Internatio    4.63      5/8/2020    EUR   48.95
Ajecorp BV                     6.50     5/14/2022    USD   34.65
Vedanta Resources PLC          8.25      6/7/2021    USD   52.00
Glencore Finance Europe SA     1.75     3/17/2025    EUR   67.15
Anglo American Capital PLC     3.25      4/3/2023    EUR   65.92
Banco Popular Espanol SA       8.25                  EUR   71.44
Portugal Telecom Internatio    4.38     3/24/2017    EUR   71.03
CGG SA                         5.88     5/15/2020    EUR   43.44
Banco Espirito Santo SA        2.63      5/8/2017    EUR   26.38
Glencore Finance Europe SA     1.63     1/18/2022    EUR   72.33
CMA CGM SA                     7.75     1/15/2021    EUR   73.59
Ensco PLC                      4.70     3/15/2021    USD   67.75
Oi Brasil Holdings Cooperat    5.75     2/10/2022    USD   44.00
Fiat Chrysler Automobiles N    7.88    12/15/2016    USD   57.89
Petrobras Global Finance BV    5.75     1/20/2020    USD   74.38
Bank of New York Mellon Lux    4.40    12/15/2050    EUR   37.67
Anglo American Capital PLC     2.50     4/29/2021    EUR   65.13
Banco Espirito Santo SA        4.00     1/21/2019    EUR   26.63
Vedanta Resources PLC          7.13     5/31/2023    USD   51.94
Banca Monte dei Paschi di S    5.00     4/21/2020    EUR   73.48
Abengoa Finance SAU            6.00     3/31/2021    EUR   10.00
Petrobras Global Finance BV    3.25      4/1/2019    EUR   72.50
German Pellets GmbH            7.25      7/9/2018    EUR    0.73
Rallye SA                      4.00      4/2/2021    EUR   66.02
Gol LuxCo SA                   8.88     1/24/2022    USD   32.00
Petrobras Global Finance BV    6.88     1/20/2040    USD   60.75
Petroleum Geo-Services ASA     7.38    12/15/2018    USD   65.38
Anglo American Capital PLC     2.88    11/20/2020    EUR   66.97
Delta Lloyd NV                 4.38                  EUR   64.76
Oi Brasil Holdings Cooperat    5.63     6/22/2021    EUR   45.98
RWE AG                         3.50     4/21/2075    EUR   68.54
Portugal Telecom Internatio    5.88     4/17/2018    EUR   55.50
Anglo American Capital PLC     1.50      4/1/2020    EUR   66.82
Genel Energy Finance PLC       7.50     5/14/2019    USD   55.33
VistaJet Malta Finance PLC     7.75      6/1/2020    USD   41.50
Abengoa Finance SAU            7.00     4/15/2020    EUR   10.00
Premier Oil PLC                5.00    12/11/2020    GBP   51.34
ArcelorMittal                  7.75      3/1/2041    USD   72.00
Petrobras Global Finance BV    2.76     1/15/2019    USD   70.20
Banca Monte dei Paschi di S    5.60      9/9/2020    EUR   74.23
ArcelorMittal                  6.13      6/1/2025    USD   73.50
Intelsat Luxembourg SA         7.75      6/1/2021    USD   35.51
Standard Chartered PLC         5.13      6/6/2034    GBP   70.63
Portugal Telecom Internatio    5.00     11/4/2019    EUR   55.00
Aegon NV                       0.86                  EUR   47.50
Banque Federative du Credit    1.00                  EUR   44.75
Banca Monte dei Paschi di S    2.49     5/15/2018    EUR   53.38
Banca Popolare di Vicenza      9.50     9/29/2025    EUR   57.10
International Personal Fina    5.75      4/7/2021    EUR   73.82
Obrascon Huarte Lain SA        4.75     3/15/2022    EUR   60.12
Anglo American Capital PLC     3.50     3/28/2022    EUR   66.04
Abengoa Greenfield SA          5.50     10/1/2019    EUR   10.00
Vattenfall AB                  3.00     3/19/2077    EUR   74.28
Norske Skogindustrier ASA      7.00     6/26/2017    EUR   14.76
DNO ASA                        8.75     6/18/2020    USD   58.50
Veneto Banca SpA/Old           9.50     12/1/2025    EUR   60.26
CHC Helicopter SA              9.25    10/15/2020    USD   40.50
QGOG Constellation SA          6.25     11/9/2019    USD   38.00
Petrobras Global Finance BV    5.63     5/20/2043    USD   56.00
Tullow Oil PLC                 6.00     11/1/2020    USD   63.25
Novo Banco SA                  5.00     4/23/2019    EUR   71.35
Petrobras Global Finance BV    6.75     1/27/2041    USD   60.89
EnQuest PLC                    7.00     4/15/2022    USD   22.00
Petrobras Global Finance BV    4.88     3/17/2020    USD   71.97
CGG SA                         6.50      6/1/2021    USD   32.50
Banco Espirito Santo SA        4.75     1/15/2018    EUR   26.38
Petrobras Global Finance BV    3.75     1/14/2021    EUR   66.23
Petrobras Global Finance BV    4.75     1/14/2025    EUR   64.23
Offshore Drilling Holding S    8.38     9/20/2020    USD   60.75
Ovako AB                       6.50      6/1/2019    EUR   62.14
Algeco Scotsman Global Fina    8.50    10/15/2018    USD   71.75
Bluewater Holding BV          10.00    12/10/2019    USD   40.00
Nordea Bank AB                 1.05                  EUR   52.87
Petrobras Global Finance BV    7.25     3/17/2044    USD   63.00
Banca Monte dei Paschi di S    0.89    11/30/2017    EUR   73.83
AXA SA                         1.29                  EUR   54.50
Petrobras Global Finance BV    4.25     10/2/2023    EUR   64.40
PagesJaunes Finance & Co SC    8.88      6/1/2018    EUR   53.85
Pacific Drilling SA            5.38      6/1/2020    USD   20.50
Ensco PLC                      4.50     10/1/2024    USD   54.13
UKRLANDFARMING PLC            10.88     3/26/2018    USD   39.00
Waste Italia SpA              10.50    11/15/2019    EUR   28.63
Rocket Internet SE             3.00     7/22/2022    EUR   70.29
Credit Logement SA             1.02                  EUR   69.51
Far East Capital Ltd SA        8.00      5/2/2018    USD   56.50
Bank of New York Mellon Lux    4.11    12/30/2099    EUR    9.82
Heta Asset Resolution AG       4.25    10/31/2016    EUR   69.13
Petrobras Global Finance BV    3.41     3/17/2020    USD   67.75
ING Groep NV                   1.27                  EUR   50.71
Ensco PLC                      5.20     3/15/2025    USD   55.55
Stena AB                       7.00      2/1/2024    USD   71.00
OAS Investments GmbH           8.25    10/19/2019    USD    2.05
Anglo American Capital PLC     4.13     4/15/2021    USD   62.50
Brunswick Rail Finance Ltd     6.50     11/1/2017    USD   44.81
CaixaBank SA                   4.50    11/22/2016    EUR   50.86
Petrobras Global Finance BV    5.88      3/7/2022    EUR   69.96
Metinvest BV                  10.25     1/31/2016    USD   39.84
Aegon NV                       2.07                  USD   70.79
Avanti Communications Group   10.00     10/1/2019    USD   70.50
Anglo American Capital PLC     4.88     5/14/2025    USD   60.48
Petrobras Global Finance BV    6.25    12/14/2026    GBP   61.29
Vneshprombank Ltd via VPB F    9.00    11/14/2016    USD   13.00
EnQuest PLC                    5.50     2/15/2022    GBP   29.38
CGG SA                         6.88     1/15/2022    USD   37.00
AXA SA                         0.92                  EUR   53.10
Metinvest BV                   8.75     2/14/2018    USD   43.36
CIMPOR Financial Operations    5.75     7/17/2024    USD   61.49
Abengoa Finance SAU            8.88     11/1/2017    USD   15.00
Public Power Corp Finance P    5.50      5/1/2019    EUR   69.75
BNP Paribas Fortis SA          1.87                  EUR   67.71
Rallye SA                      1.00     10/2/2020    EUR   73.24
Portugal Telecom Internatio    4.50     6/16/2025    EUR   48.00
Norske Skogindustrier ASA     11.75     6/15/2016    EUR   70.41
IMMOFINANZ AG                  4.25      3/8/2018    EUR    4.27
Tullow Oil PLC                 6.25     4/15/2022    USD   60.25
Indo Energy Finance II BV      6.38     1/24/2023    USD   37.51
Anglo American Capital PLC     4.13     9/27/2022    USD   60.99
Anglo American Capital PLC     3.63     5/14/2020    USD   67.74
Andrade Gutierrez Internati    4.00     4/30/2018    USD   62.50
Credit Agricole SA             0.68                  EUR   47.43
Algeco Scotsman Global Fina   10.75    10/15/2019    USD   22.00
Hema Bondco I BV               6.25     6/15/2019    EUR   66.81
Intelsat Luxembourg SA         8.13      6/1/2023    USD   37.00
Intelsat Jackson Holdings S    6.63    12/15/2022    USD   63.50
AXA SA                         1.05                  EUR   60.77
Ensco PLC                      5.75     10/1/2044    USD   51.11
Banca Popolare di Vicenza      3.02    12/20/2017    EUR   58.44
BIBBY Offshore Services PLC    7.50     6/15/2021    GBP   64.75
Anglo American Capital PLC     4.45     9/27/2020    USD   66.95
First Bank of Nigeria Ltd V    8.00     7/23/2021    USD   79.50
CGG SA                         1.75      1/1/2020    EUR    4.33
Ethias SA                      5.00     1/14/2026    EUR   71.62
Banque Federative du Credit    0.83                  EUR   48.67
ING Groep NV                   0.87                  EUR   49.46
Globe Luxembourg SCA           9.63      5/1/2018    USD   60.00
Aldesa Financial Services S    7.25      4/1/2021    EUR   67.98
Yuksel Insaat AS               9.50    11/10/2015    USD   50.17
Petrobras Global Finance BV    6.63     1/16/2034    GBP   59.85
Intelsat Luxembourg SA         6.75      6/1/2018    USD   72.36
Neopost SA                     3.38                  EUR   44.05
Accudyne Industries Borrowe    7.75    12/15/2020    USD   68.50
Heta Asset Resolution AG       2.75     5/31/2016    CHF   69.00
Sacyr SA                       4.00      5/8/2019    EUR   73.43
Obrascon Huarte Lain SA        5.50     3/15/2023    EUR   62.88
Paragon Offshore PLC           6.75     7/15/2022    USD   25.25
Johnston Press Bond Plc        8.63      6/1/2019    GBP   69.38
FF Group Finance Luxembourg    1.75      7/3/2019    EUR   74.85
Air France-KLM                 2.03     2/15/2023    EUR   10.72
Banco Espirito Santo SA        6.88     7/15/2016    EUR   25.88
AXA SA                         2.25                  USD   72.93
Petroleum Geo-Services ASA     7.38    12/15/2018    USD   69.50
Orpea                          1.75      1/1/2020    EUR   72.70
Credit Mutuel Arkea SA         1.11                  EUR   45.13
Financiere Quick SAS           7.36    10/15/2019    EUR   73.03
Ekosem-Agrar GmbH              8.50     12/7/2018    EUR   57.25
Rothschilds Continuation Fi    1.00                  EUR   44.07
Abengoa SA                     6.25     1/17/2019    EUR    7.67
SOITEC                         6.75     9/18/2018    EUR    1.50
Norske Skog AS                11.75    12/15/2019    EUR   60.00
Mriya Agro Holding PLC         9.45     4/19/2018    USD    8.25
Anglo American Capital PLC     4.88     5/14/2025    USD   59.50
Capital Raising GmbH           7.50                  EUR   19.28
Phones4u Finance PLC           9.50      4/1/2018    GBP   39.25
Etablissements Maurel et Pr    1.63      7/1/2019    EUR    9.80
Santander International Pre    2.00                  USD   38.75
Prosafe SE                     4.18      9/9/2019    NOK   58.50
HSH Nordbank AG/Luxembourg     2.31                  EUR   16.81
CHC Helicopter SA              9.38      6/1/2021    USD   14.90
Nyrstar NV                     4.25     9/25/2018    EUR   74.17
CNP Assurances                 1.03                  EUR   51.17
Petrobras Global Finance BV    5.38     10/1/2029    GBP   56.35
TiZir Ltd                      9.00     9/28/2017    USD   63.63
Hybrid Raising GmbH            6.63                  EUR   19.01
Anglo American Capital PLC     3.63     5/14/2020    USD   66.06
Privatbank CJSC Via UK SPV    10.25     1/23/2018    USD   67.00
Immigon Portfolioabbau AG     10.00                  EUR    3.25
Indo Energy Finance BV         7.00      5/7/2018    USD   59.67
BIM SAS                        2.50    11/13/2020    EUR   24.55
Anglo American Capital PLC     4.13     4/15/2021    USD   62.50
Caixa Terrassa Societat de     1.18                  EUR   50.11
Ferrexpo Finance PLC          10.38      4/7/2019    USD   56.64
HSH Nordbank AG                7.25                  USD   22.00
Abengoa Finance SAU            7.75      2/1/2020    USD   14.25
Ageasfinlux SA                 1.18                  EUR   57.80
Sanha GmbH & Co KG             7.75      6/4/2018    EUR   74.75
Constellium NV                 5.75     5/15/2024    USD   73.00
Takko Luxembourg 2 SCA         9.88     4/15/2019    EUR   50.84
Hellenic Republic Governmen    6.14     4/14/2028    EUR   67.75
First Ukrainian Internation   11.00    12/31/2018    USD   73.39
SGL Carbon SE                  3.50     9/30/2020    EUR   71.71
Far East Capital Ltd SA        8.75      5/2/2020    USD   56.75
AXA SA                         1.83                  USD   72.83
Afren PLC                     11.50      2/1/2016    USD    0.23
Transcapitalbank JSC Via Tr   10.00     9/18/2020    USD   60.00
HSBC Bank PLC                  0.81                  USD   55.04
Alcatel-Lucent SA              4.25      7/1/2018    EUR    3.63
DTEK Finance PLC               7.88      4/4/2018    USD   40.75
Capital Funding GmbH           2.27                  EUR   75.00
Helios Towers Finance Nethe    8.38     7/15/2019    USD   72.50
Assystem                       4.50                  EUR   27.45
Alcatel-Lucent SA              0.13     1/30/2020    EUR    3.79
OGX Austria GmbH               8.50      6/1/2018    USD    0.00
Barclays Bank PLC              0.26    12/28/2040    EUR   54.29
Iona Energy Co UK PLC         12.50     9/27/2018    USD    3.38
Cofinoga Funding Two LP        2.27                  EUR   68.33
Matalan Finance PLC            8.88      6/1/2020    GBP   70.54
Econocom Group SA/NV           1.50     1/15/2019    EUR   11.30
Aegon NV                       4.26                  NLG   69.88
Praktiker AG                   5.88     2/10/2016    EUR    0.07
Beate Uhse AG                  7.75      7/9/2019    EUR   21.25
Neue ZWL Zahnradwerk Leipzi    7.50     2/17/2021    EUR   61.50
Danske Bank Oyj                1.15                  EUR   52.50
Anglo American Capital PLC     4.45     9/27/2020    USD   68.00
Virgolino de Oliveira Finan   10.50     1/28/2018    USD    3.25
HSBC Bank PLC                  1.13                  USD   54.73
Afren PLC                      6.63     12/9/2020    USD    1.50
Prosafe SE                     4.92     1/17/2020    NOK   58.60
Algeco Scotsman Global Fina    9.00    10/15/2018    EUR   71.18
Ekosem-Agrar GmbH              8.75     3/23/2017    EUR   53.00
KCA Deutag UK Finance PLC      7.25     5/15/2021    USD   60.44
Fred Olsen Energy ASA          4.16     2/28/2019    NOK   39.25
Norske Skog Holding AS         8.00     2/24/2021    EUR   26.17
Tullow Oil PLC                 6.00     11/1/2020    USD   63.75
Rothschilds Continuation Fi    0.81                  USD   46.50
Banca Carige SpA               8.34                  EUR   66.88
Asya Sukuk Co Ltd              7.50     3/28/2023    USD   72.25
Paragon Offshore PLC           7.25     8/15/2024    USD   26.00
BNP Paribas SA                 2.13                  EUR   63.01
Banca Monte dei Paschi di S    0.86     1/15/2018    EUR   70.92
Santander Finance Preferred    1.05                  EUR   54.75
NTRP Via Interpipe Ltd        10.25      8/2/2017    USD   28.63
Hema Bondco II BV              8.50    12/15/2019    EUR   39.32
BPCE SA                        0.91                  EUR   56.25
Jyske Bank A/S                 1.16                  EUR   51.93
Singulus Technologies AG       7.75     3/23/2017    EUR   22.00
Steilmann SE                   6.75     6/27/2017    EUR   70.38
Tesco PLC                      4.88     3/24/2042    GBP   71.94
Anglo American Capital PLC     4.13     9/27/2022    USD   63.00
Novo Banco SA                  3.00     6/21/2022    USD   63.34
DTEK Finance PLC              10.38     3/28/2018    USD   40.00
Stena AB                       7.00      2/1/2024    USD   72.00
Barclays Bank PLC              1.56                  GBP   67.92
HSBC Bank PLC                  0.98                  USD   54.88
Hema Bondco I BV               5.25     6/15/2019    EUR   68.44
Jyske Bank A/S                 1.13                  EUR   52.33
EnQuest PLC                    7.00     4/15/2022    USD   22.00
Bulk Invest ASA                7.93     4/19/2017    NOK   65.21
Abengoa Finance SAU            8.88     11/1/2017    USD   14.88
Tesco PLC                      5.20      3/5/2057    GBP   74.21
Novo Banco SA                  3.50      1/2/2043    EUR   56.27
Eroski S Coop                  3.02                  EUR   46.00
Abengoa Greenfield SA          6.50     10/1/2019    USD    7.88
Finance and Credit Bank JSC    9.25     1/25/2019    USD    5.75
Meyer Burger Technology AG     4.00     9/24/2020    CHF   70.12
IGas Energy PLC               10.00     3/22/2018    USD   68.00
Novo Banco SA                  5.00     5/14/2019    EUR   71.40
Abengoa Finance SAU            7.75      2/1/2020    USD   14.25
Aegon NV                       1.51                  NLG   49.55
WPE International Cooperati   10.38     9/30/2020    USD   10.75
Tonon Luxembourg SA           10.50     5/14/2024    USD   43.69
Vedanta Resources PLC          6.00     1/31/2019    USD   59.50
Petrol AD                      8.38     1/26/2017    EUR   20.00
Metinvest BV                  10.50    11/28/2017    USD   39.22
Gol LuxCo SA                   8.88     1/24/2022    USD   29.75
Alno AG                        8.50     5/14/2018    EUR   69.38
Tullow Oil PLC                 6.25     4/15/2022    USD   60.50
Aegon NV                       5.19                  NLG   62.62
Abengoa Greenfield SA          6.50     10/1/2019    USD    7.91
Banco Espanol de Credito SA    0.99                  EUR   54.48
Banca Popolare di Vicenza      4.60    12/15/2017    EUR   74.00
Banca Carige SpA               1.87    12/29/2018    EUR   54.00
Barclays Bank PLC              1.13                  USD   56.48
Pierre & Vacances SA           3.50     10/1/2019    EUR   35.59
Farstad Shipping ASA           5.30     2/15/2017    NOK   50.13
Codere Finance Luxembourg S    8.25     6/15/2015    EUR   70.63
Prosafe SE                     4.13    10/22/2018    NOK   67.66
Sydbank A/S                    1.05                  EUR   52.65
Caisse Federale du Credit M    1.10                  EUR   47.97
Espirito Santo Financial Gr    6.88    10/21/2019    EUR    0.08
ATF Capital BV                10.00                  USD   59.88
Awilco Drilling PLC            7.00      4/9/2019    USD   74.74
CEVA Group PLC                 9.00      9/1/2021    USD   72.50
Nexans SA                      2.50      1/1/2019    EUR   74.12
Privatbank CJSC Via UK SPV    11.00      2/9/2021    USD   59.25
Novo Banco SA                  5.00     3/15/2022    EUR   68.99
REC Silicon ASA                6.50     9/11/2018    USD   64.14
Deutsche Bank AG               1.78     6/28/2033    USD   63.85
OSX 3 Leasing BV              13.00     3/20/2015    USD   25.00
Rena GmbH                      8.25     7/11/2018    EUR    8.63
Tonon Luxembourg SA            7.25     1/24/2020    USD    9.75
Banco Espirito Santo SA        2.52                  EUR    1.21
Phosphorus Holdco PLC         10.00      4/1/2019    GBP    1.55
BNP Paribas SA                 0.61                  USD   58.27
Vedanta Resources PLC          7.13     5/31/2023    USD   52.63
CGG SA                         1.25      1/1/2019    EUR   22.36
Privatbank CJSC Via UK SPV    10.88     2/28/2018    USD   64.95
Gebr Sanders GmbH & Co KG      8.75    10/22/2018    EUR   51.00
Sidetur Finance BV            10.00     4/20/2016    USD    6.00
Union Fenosa Preferentes SA    1.52                  EUR   63.50
Talvivaara Mining Co PLC       4.00    12/16/2015    EUR    1.30
Vedanta Resources PLC          8.25      6/7/2021    USD   51.63
Pohjola Bank Oyj               0.64                  EUR   54.90
Abengoa SA                     4.50      2/3/2017    EUR    8.00
Ausy                           3.25      1/1/2021    EUR   50.02
Banco Bilbao Vizcaya Argent    1.19                  EUR   70.61
Koninklijke Luchtvaart Maat    0.75                  CHF   36.50
German Pellets GmbH            8.00                  EUR    0.80
Noreco Norway AS               6.50      3/6/2018    NOK   73.00
Candyking Holding AB           5.00     1/29/2018    SEK   40.88
GNB - Cia de Seguros de Vid    2.07    12/19/2022    EUR   69.50
European Directories BondCo    7.00     12/9/2018    EUR   70.66
Afren PLC                     10.25      4/8/2019    USD    0.28
Etablissements Maurel et Pr    2.75      7/1/2021    EUR    5.98
Lloyds Bank PLC                1.06                  USD   52.33
Cirio Holding Luxembourg SA    6.25     2/16/2004    EUR    0.59
OGX Austria GmbH               8.38      4/1/2022    USD    0.00
Nexity SA                      0.63      1/1/2020    EUR   48.54
Bank Nadra via NDR Finance     8.25     7/31/2018    USD    2.00
Aralco Finance SA             10.13      5/7/2020    USD    2.50
Banca delle Marche SpA         0.84      6/1/2017    EUR    1.08
Hellenic Republic Governmen    5.00     3/11/2019    EUR   74.00
Lambay Capital Securities P    6.25                  GBP    1.54
Pacific Drilling SA            5.38      6/1/2020    USD   24.00
Citychamp Watch & Jewellery    3.63     7/24/2019    CHF   74.88
Banco Espirito Santo SA        6.90     6/28/2024    EUR   26.25
Songa Offshore                 8.40     5/17/2018    NOK   58.00
Novo Banco SA                  5.00     2/24/2022    EUR   68.94
Vedanta Resources PLC          9.50     7/18/2018    USD   59.05
Popular Capital SA             1.11                  EUR   41.00
Scandinavian Airlines Syste    0.63                  CHF   27.50
Island Offshore Shipholding    6.38      4/5/2016    NOK   68.08
World Wide Supply AS           7.75     5/26/2017    USD   27.00
ESFIL-Espirito Santo Financ    5.25     6/12/2015    EUR    0.78
Novo Banco SA                  5.00      4/4/2019    EUR   71.62
NIBC Bank NV                   2.13                  USD   57.88
Dexia Credit Local SA          1.64                  EUR   11.50
E Forland AS                   7.91      9/4/2018    NOK   60.88
Havila Shipping ASA            9.66     8/30/2016    NOK   32.50
Deutsche Bank AG               6.00     3/11/2016    EUR   69.41
NIBC Bank NV                   0.67                  EUR   49.13
Ukreximbank Via Biz Finance    7.87      2/9/2023    USD   70.39
Virgolino de Oliveira Finan   11.75      2/9/2022    USD    2.78
DOF ASA                        5.88      2/7/2018    NOK   52.88
Ajecorp BV                     6.50     5/14/2022    USD   32.25
CIMPOR Financial Operations    5.75     7/17/2024    USD   60.51
Atlantic Offshore AS           8.60     5/16/2018    NOK   35.25
Rena GmbH                      7.00    12/15/2015    EUR    8.63
Abengoa SA                     5.13      3/5/2017    USD   16.75
Veneto Banca SpA/Old           0.92     6/21/2017    EUR   69.09
Island Drilling Co ASA         9.50      4/3/2018    USD   15.25
KCA Deutag UK Finance PLC      7.25     5/15/2021    USD   59.00
Cattles Ltd                    7.13      7/5/2017    GBP    2.00
Mriya Agro Holding PLC        10.95     3/30/2016    USD    9.88
Eramet                         5.10     5/28/2026    EUR   55.75
Novo Banco SA                  3.50     2/19/2043    EUR   56.12
Heta Asset Resolution AG       5.92     2/22/2022    EUR   28.88
Lloyds Bank PLC                0.63                  USD   52.33
Oceanteam ASA                 11.87    10/24/2017    USD   54.88
Corporate Commercial Bank A    8.25      8/8/2014    USD    1.00
DOF ASA                        8.08     9/12/2019    NOK   50.50
Deutsche Bank AG/London        4.32     6/30/2034    USD   64.13
Oi Brasil Holdings Cooperat    5.75     2/10/2022    USD   45.87
VistaJet Malta Finance PLC     7.75      6/1/2020    USD   42.00
Cooperatieve Rabobank UA       0.50    11/26/2021    ZAR   57.36
International Bank of Azerb    8.25     10/9/2024    USD   69.63
Novo Banco SA                  5.00     5/23/2019    EUR   71.31
Barclays Bank PLC              0.75                  USD   60.75
Heta Asset Resolution AG       0.61     1/24/2017    EUR   25.50
National Westminster Bank P    1.13                  USD   61.00
Kaupthing Bank ehf             9.00                  USD    0.13
Avanti Communications Group   10.00     10/1/2019    USD   74.75
MS Deutschland Beteiligungs    6.88    12/18/2017    EUR    7.46
QGOG Constellation SA          6.25     11/9/2019    USD   37.05
Erste Europaische Pfandbrie    0.57    12/20/2029    USD   73.82
BLT Finance BV                 7.50     5/15/2014    USD    4.21
Societe Air France SA          2.75      4/1/2020    EUR   20.58
Rallye SA                      3.40     1/31/2022    EUR   71.00
Standard Chartered PLC         0.81                  GBP   52.94
Vseukrainsky Aktsinerny Ban   10.90     6/14/2019    USD    1.20
Farstad Shipping ASA           4.56     5/29/2018    NOK   44.13
Viking Supply Ships AS         9.42     3/21/2017    NOK   35.13
Eurobank Ergasias SA           1.49      6/8/2017    EUR   71.88
Sympatex Holding GmbH          8.00     12/3/2018    EUR   40.75
Codere Finance Luxembourg S    9.25     2/15/2019    USD   58.50
Golden Energy Offshore Serv    8.41     5/28/2017    NOK   18.85
Mobylife Holding A/S           7.25     5/23/2018    SEK   71.38
Nordea Bank Norge ASA          0.81                  USD   59.12
BNP Paribas SA                 1.86     4/30/2033    USD   65.38
Royal Bank of Scotland Grou    1.13                  USD   59.64
Eniro AB                       6.00     4/14/2020    SEK   45.20
SNS Bank NV                   11.25                  EUR    0.65
SNS Bank NV                    6.25    10/26/2020    EUR    3.04
Ferrexpo Finance PLC          10.38      4/7/2019    USD   53.26
Solstad Offshore ASA           4.73     6/24/2019    NOK   65.00
Bank of Scotland PLC           0.94                  USD   52.33
Laurel GmbH                    7.13    11/16/2017    EUR   24.75
Dannemora Mineral AB          11.75     3/22/2016    USD    0.11
Touax SA                       6.00     7/10/2020    EUR   16.46
Standard Chartered PLC         0.94                  USD   54.67
Novo Banco SA                  5.00     5/21/2019    EUR   71.22
Nuova Banca delle Marche Sp    1.02     6/15/2016    EUR    0.88
Offshore Drilling Holding S    8.38     9/20/2020    USD   60.00
Lloyds Bank PLC                0.63                  USD   57.19
Songa Offshore                 7.50    12/11/2018    NOK   58.00
Paragon Offshore PLC           7.25     8/15/2024    USD   29.10
GNB - Cia de Seguros de Vid    3.37                  EUR   64.83
More & More AG                 8.13     6/11/2018    EUR   33.75
IKB Deutsche Industriebank     5.63     3/31/2017    EUR   22.25
Elli Investments Ltd          12.25     6/15/2020    GBP   35.00
Region of Piemont Italy        0.12    11/27/2036    EUR   61.08
Novo Banco SA                  3.50     1/23/2043    EUR   56.70
Hellenic Republic Governmen    5.20     7/17/2034    EUR   66.38
Takko Luxembourg 2 SCA         6.86     4/15/2019    EUR   46.25
Landesbank Hessen-Thueringe    0.34      5/3/2041    EUR   63.20
OGX Austria GmbH               8.50      6/1/2018    USD    0.02
Metinvest BV                  10.50    11/28/2017    USD   44.50
BOA Offshore AS                7.81    12/18/2018    NOK   29.50
Tonon Luxembourg SA           10.50     5/14/2024    USD   43.69
Barclays Bank PLC              0.88                  USD   54.57
Hellas Telecommunications L    8.50    10/15/2013    EUR    0.01
IT Holding Finance SA          9.88    11/15/2012    EUR    0.28
International Industrial Ba    9.00      7/6/2011    EUR    0.50
Golfino AG                     7.25      4/4/2017    EUR   72.88
Lloyds Bank PLC                4.87    11/27/2033    USD   71.00
DOF ASA                        8.38      2/7/2017    NOK   70.38
Espirito Santo Financial Gr    3.13     12/2/2018    EUR    0.41
Lehman Brothers UK Capital     5.13                  EUR    0.00
Afren PLC                     11.50      2/1/2016    USD    0.38
LBI HF                         6.25                  EUR    0.00
Breeze Finance SA              6.71     4/19/2027    EUR   39.00
DNB Bank ASA                   0.69                  USD   58.00
Global PVQ SE                  6.75    10/21/2015    EUR    1.01
National Westminster Bank P    0.69                  USD   54.00
Lehman Brothers Treasury Co    6.00     11/2/2035    EUR   16.25
Portugal Telecom Internatio    5.24     11/6/2017    EUR   63.00
TGC-2 OJSC                    12.00    10/10/2018    RUB   49.00
friedola Gebr Holzapfel Gmb    7.25     4/11/2017    EUR    3.67
Alpine Holding GmbH            6.00     5/22/2017    EUR    0.00
EDOB Abwicklungs AG            7.50      4/1/2012    EUR    0.50
RENE LEZARD Mode GmbH          7.25    11/25/2017    EUR   24.90
Volstad Shipping AS            7.16     5/30/2018    NOK   25.00
KA Finanz AG                   5.43     2/13/2024    EUR   61.50
BDT Media Automation GmbH      8.13     10/9/2017    EUR   56.25
Indo Energy Finance BV         7.00      5/7/2018    USD   48.00
Cirio Finanziaria SpA          8.00    12/21/2005    EUR    1.80
Den Norske Creditbank          0.69                  USD   58.61
Pescanova SA                   5.13     4/20/2017    EUR    3.51
CSN Resources SA               6.50     7/21/2020    USD   49.27
SiC Processing GmbH            7.13      3/1/2016    EUR    1.52
Abanka Vipa DD Via Afinance    1.74                  EUR    0.14
International Industrial Ba   11.00     2/19/2013    USD    0.27
EFG International AG           1.20                  EUR   62.45
Kaupthing Bank ehf             5.75     10/4/2011    USD   17.63
Waste Italia SpA              10.50    11/15/2019    EUR   28.63
Deutsche Bank AG/London        4.23     8/28/2034    USD   67.67
Avanti Communications Group   10.00     10/1/2019    USD   73.88
Brunswick Rail Finance Ltd     6.50     11/1/2017    USD   40.88
Grupo Isolux Corsan Finance    6.63     4/15/2021    EUR   25.29
Assystem                       4.00      1/1/2017    EUR   23.54
Afren PLC                      6.63     12/9/2020    USD    0.28
Pescanova SA                   8.75     2/17/2019    EUR    3.51
Algeco Scotsman Global Fina    8.50    10/15/2018    USD   72.75
UniCredit Bank Austria AG      0.43     8/20/2033    EUR   65.25
Dexia SA                       4.89                  EUR    8.88
NNK-Aktiv AO                   8.85      6/4/2021    RUB   70.02
Dexia Kommunalbank Deutschl    5.63    12/31/2017    EUR   13.13
Windreich GmbH                 6.50     7/15/2016    EUR   10.88
Spirit Issuer PLC              1.14    12/28/2028    GBP   73.97
Den Norske Creditbank          0.71                  USD   57.69
Metinvest BV                   8.75     2/14/2018    USD   42.50
Lloyds Bank PLC                2.00     1/31/2033    USD   67.13
Standard Chartered PLC         1.01                  USD   53.31
Sazka AS                       9.00     7/12/2021    EUR    0.00
Region of Abruzzo Italy        0.38     11/7/2036    EUR   62.99
Phones4u Finance PLC           9.50      4/1/2018    GBP   39.25
Abengoa SA                     5.13      3/5/2017    USD   19.25
Societe Generale SA            1.03                  EUR   59.48
Espirito Santo Financial Po    5.13     5/30/2016    EUR    3.50
Nationwide Building Society    1.09                  GBP   70.00
Eramet                         5.29     4/22/2026    EUR   61.38
Globe Luxembourg SCA           9.63      5/1/2018    USD   65.00
CRC Breeze Finance SA          6.11      5/8/2016    EUR   50.38
JZ Capital Partners Ltd        6.00     7/30/2021    GBP   10.70
Novo Banco SA                  3.50     3/18/2043    EUR   56.23
Metinvest BV                  10.25     1/31/2016    USD   41.50
Societe Generale SA            0.44                  USD   58.06
Heta Asset Resolution AG       4.35     11/3/2016    EUR   25.75
First Bank of Nigeria Ltd V    8.00     7/23/2021    USD   73.00
Samvardhana Motherson Autom    3.70     6/18/2025    EUR   72.75
Societe Alsacienne et Lorra    1.63      1/1/2022    EUR   59.06
Karlie Group GmbH              6.75     6/25/2018    EUR   10.00
Abengoa Finance SAU            6.00     3/31/2021    EUR   10.13
Frey                           6.00    11/15/2022    EUR   21.30
Dexia Kommunalbank Deutschl    4.88    12/31/2016    EUR   24.13
Olympic Ship AS                7.22     9/21/2017    NOK   45.00
Cirio Del Monte NV             7.75     3/14/2005    EUR    1.93
Banco Espirito Santo SA        0.04                  EUR   13.68
Heta Asset Resolution AG       1.91     9/29/2016    JPY   67.50
Barclays Bank PLC              1.78     5/31/2033    USD   68.38
Constellium NV                 5.75     5/15/2024    USD   72.00
Air Berlin Finance BV          1.50     4/11/2027    EUR   68.45
CMA CGM SA                     7.75     1/15/2021    EUR   73.45
Deutsche Bank AG/London        2.00     3/15/2033    USD   66.67
Belfius Bank SA/NV             1.86                  FRF   69.75
Hellenic Republic Governmen    2.09     7/25/2057    EUR   30.50
Banca Monte dei Paschi di S    4.64     3/14/2024    EUR   58.75
Commerzbank Holdings UK Ltd    1.06                  USD   62.50
Aareal Bank AG                 3.13     6/20/2029    EUR   74.61
Alpine Holding GmbH            5.25     6/10/2016    EUR    0.00
Abengoa SA                     6.25     1/17/2019    EUR    7.88
Royal Bank of Scotland PLC/    3.40    12/13/2028    USD   71.50
Credit Suisse AG/Guernsey      0.88                  USD   57.83
PA Resources AB               13.50      3/3/2016    SEK    0.25
Paragon Offshore PLC           6.75     7/15/2022    USD   25.00
Immigon Portfolioabbau AG      7.00     7/24/2022    EUR   63.69
Virgolino de Oliveira Finan   10.50     1/28/2018    USD    3.25
Rem Offshore ASA               6.48     9/25/2019    NOK   35.13
National Westminster Bank P    0.81                  USD   60.75
eno energy GmbH                7.38     6/30/2016    EUR   66.60
PA Resources AB                3.00    12/27/2017    NOK    0.21
Kaupthing Bank ehf             5.75     10/4/2011    USD   17.63
Norske Skog AS                11.75    12/15/2019    EUR   60.25
IM Skaugen SE                  9.45     6/30/2016    NOK   52.25
Electromagnetic Geoservices    7.23     6/27/2019    NOK   58.68
Ideal Standard Internationa   11.75      5/1/2018    EUR   13.75
KPNQwest NV                    8.88      2/1/2008    EUR    0.53
Norske Skogindustrier ASA      7.13    10/15/2033    USD   31.00
Espirito Santo Financial Gr    9.75    12/19/2025    EUR    1.03
Sairgroup Finance BV           4.38      6/8/2006    EUR   18.00
Banco Pinto & Sotto Mayor      0.85                  EUR   10.50
Travel24.com AG                7.50     9/17/2017    EUR   20.00
Alpha Bank AE                  1.54      2/1/2017    EUR   69.63
Novo Banco SA                  3.00    12/16/2021    EUR   58.75
Tonon Luxembourg SA            7.25     1/24/2020    USD    9.75
IGas Energy PLC               10.00    12/11/2018    USD   50.63
Indo Energy Finance II BV      6.38     1/24/2023    USD   33.50
Virgolino de Oliveira Finan   10.88     1/13/2020    USD   19.38
Kaupthing Bank ehf             7.13     5/19/2016    USD    0.00
Talvivaara Mining Co PLC       9.75      4/4/2017    EUR    0.09
Barclays Bank PLC              2.77     3/28/2033    USD   71.63
Accudyne Industries Borrowe    7.75    12/15/2020    USD   68.38
Banco Espirito Santo SA        2.66                  EUR   11.13
Kaupthing Bank ehf             7.63     2/28/2015    USD   17.63
Mox Telecom AG                 7.25     11/2/2017    EUR    3.16
Danske Bank Oyj                1.47                  EUR   63.13
Havyard Group ASA              6.58     6/13/2017    NOK   72.00
Golden Gate AG                 6.50    10/11/2014    EUR   43.00
Lehman Brothers Treasury Co    7.25     10/5/2035    EUR   14.00
Afren PLC                     10.25      4/8/2019    USD    0.28
Immigon Portfolioabbau AG      5.27      2/8/2027    EUR   62.75
Freshwater Finance PLC         6.06    10/17/2036    GBP   55.50
Societe Generale SA            7.72                  EUR   63.75
SAG Solarstrom AG              6.25    12/14/2015    EUR   45.00
Alpine Holding GmbH            5.25      7/1/2015    EUR    0.00
CEVA Group PLC                12.75     3/31/2020    USD   71.38
Heta Asset Resolution AG       0.33    12/18/2030    EUR   30.75
Mriya Agro Holding PLC         9.45     4/19/2018    USD    9.25
Minicentrales Dos SA           4.81    11/29/2034    EUR   62.63
Lehman Brothers Treasury Co    6.00     2/15/2035    EUR   14.00
Norske Skog Holding AS         8.00     2/24/2023    USD   24.75
Societe Generale SA           13.44      2/9/2017    USD   68.23
Codere Finance Luxembourg S    9.25     2/15/2019    USD   70.38
Cyprus Popular Bank PCL        1.65     5/26/2016    EUR    1.08
Finmek International SA        7.00     12/3/2004    EUR    0.13
Manutencoop Facility Manage    8.50      8/1/2020    EUR   65.25
Abengoa Finance SAU            8.88      2/5/2018    EUR   10.75
CBo Territoria                 6.00      1/1/2020    EUR    3.88
UniCredit Bank Austria AG      0.33    10/31/2031    EUR   67.25
SeaBird Exploration Finance    6.00      3/3/2018    USD   19.88
Lehman Brothers UK Capital     5.75                  EUR    0.01
Algeco Scotsman Global Fina   10.75    10/15/2019    USD   20.63
Banca Popolare di Vicenza      5.00      6/4/2024    EUR   49.77
UniCredit Bank Austria AG      0.37    12/31/2031    EUR   67.75
Norske Skogindustrier ASA     11.75     6/15/2016    EUR   70.88
Standard Chartered PLC         0.94                  USD   52.96
UBS AG                         6.10     7/29/2016    GBP   50.51
Hypo Tirol Bank AG             0.30     7/23/2026    EUR   63.25
Cirio Finance Luxembourg SA    7.50     11/3/2002    EUR    9.00
Heta Asset Resolution AG       5.27      4/7/2028    EUR   26.25
Algeco Scotsman Global Fina    9.00    10/15/2018    EUR   71.37
BIBBY Offshore Services PLC    7.50     6/15/2021    GBP   64.75
Olympic Ship AS                6.06     6/18/2019    NOK   37.78
Getin Noble Bank SA/old        4.80     3/12/2021    PLN   70.00
Minicentrales Dos SA           6.45     4/14/2028    EUR   62.63
Far East Capital Ltd SA        8.00      5/2/2018    USD   56.25
Northland Resources AB         4.00    10/15/2020    USD    0.41
Heta Asset Resolution AG       0.18     9/11/2017    EUR   27.63
getgoods.de AG                 7.75     10/2/2017    EUR    0.31
Oceanic Champion AS            8.00     2/20/2020    USD   73.28
Credit Lyonnais SA             1.81                  EUR   61.00
KPNQwest NV                   10.00     3/15/2012    EUR    0.53
Getin Noble Bank SA/old        5.35     8/27/2019    PLN   75.00
HSBC France SA                 1.03                  EUR   50.00
Petromena ASA                  9.75     5/24/2016    NOK    0.57
Lloyds Bank PLC                1.90     2/22/2033    USD   66.25
Nuova Banca Popolare dell'E    1.87     9/28/2017    EUR    0.30
Italy Government Internatio    0.40     7/31/2045    EUR   74.10
CGG SA                         6.88     1/15/2022    USD   33.38
Governo Portugues Consolida    3.00                  EUR   74.00
Vneshprombank Ltd             14.00     6/22/2018    RUB    1.07
Plaza Centers NV               6.90    12/31/2019    ILS   66.51
OGX Austria GmbH               8.38      4/1/2022    USD    0.34
Teksid Aluminum Luxembourg    11.38     7/15/2011    EUR    0.05
Norske Skog Holding AS         8.00     2/24/2021    EUR   25.88
IM Skaugen SE                 10.12     4/11/2017    NOK   34.63
Strenesse AG                   9.00     3/15/2017    EUR   41.00
Equity Release Funding No 3    2.69     4/26/2038    GBP
CHC Helicopter SA              9.25    10/15/2020    USD   41.00
Portigon AG                    7.46    12/31/2019    EUR    7.02
Bremer Landesbank Kreditans    0.41      4/5/2041    EUR   58.23
Depfa Funding III LP           1.35                  EUR
CGG SA                         5.88     5/15/2020    EUR   43.13
Nuova Banca Popolare dell'E    1.21     7/14/2016    EUR    0.91
BNP Paribas SA                 7.57                  EUR   69.75
Marine Subsea AS               9.00    12/16/2019    USD    0.50
Lehman Brothers Treasury Co    8.25     3/16/2035    EUR   14.00
Gunther Zamek Produktions-U    7.75     5/15/2017    EUR    1.41
Solarworld AG                  6.13     1/21/2017    EUR   42.63
Standard Chartered PLC         1.09                  USD   54.13
Santander Finance Capital S    2.00                  EUR   36.50
OAS Investments GmbH           8.25    10/19/2019    USD    5.03
KPNQwest NV                    7.13      6/1/2009    EUR    0.53
Mechel                         8.40     5/27/2021    RUB   58.65
Centrosolar Group AG           7.00     2/15/2016    EUR    2.15
Santander Finance Capital S    2.00                  EUR   39.13
AgroGeneration                 8.00      4/1/2019    EUR   71.30
Pescanova SA                   6.75      3/5/2015    EUR    1.91
Immigon Portfolioabbau AG      6.00     3/30/2017    EUR   59.00
Eidesvik Offshore ASA          5.67     5/22/2018    NOK   74.25
Hema Bondco I BV               6.25     6/15/2019    EUR   68.84
Depfa Funding IV LP            5.03                  EUR   56.88
Andrade Gutierrez Internati    4.00     4/30/2018    USD   69.50
Svensk Exportkredit AB         0.50     2/22/2022    ZAR   55.59
Abengoa Finance SAU            7.00     4/15/2020    EUR   11.00
Master & Fellows of Univers    3.07     4/28/2065    GBP   74.38
Solon SE                       1.38     12/6/2012    EUR    0.33
PNE Wind AG                    3.75    10/10/2019    EUR    2.80
Lehman Brothers Treasury Co    2.88     3/14/2013    CHF   16.25
Deutsche Bank AG/London        0.50     10/5/2021    IDR   61.64
Del Monte Finance Luxembour    6.63     5/24/2006    EUR    8.13
Solarworld AG                  6.38     7/13/2016    EUR   42.63
Global PVQ Netherlands B.V.    1.38     4/30/2012    EUR   28.50
IVG Immobilien AG              5.63                  EUR    0.00
Northland Resources AB        15.00     7/15/2019    USD    1.00
Mifa Mitteldeutsche Fahrrad    7.50     8/12/2018    EUR    3.10
Abengoa Greenfield SA          5.50     10/1/2019    EUR   10.00
Heta Asset Resolution AG       4.88     9/18/2017    EUR   27.63
Espirito Santo Financial Gr    5.05    11/15/2025    EUR    0.88
BLT Finance BV                12.00     2/10/2015    USD   10.50
Northland Resources AB         4.00    10/15/2020    NOK    0.07
Immigon Portfolioabbau AG      3.55     4/12/2022    EUR   74.70
Kaupthing Bank ehf             7.50      2/1/2045    USD    0.00
LBI HF                         6.10     8/25/2011    USD   11.63
Oi Brasil Holdings Cooperat    5.63     6/22/2021    EUR   45.98
Barclays Bank PLC              2.75     3/21/2033    USD   72.00
UniCredit Bank Austria AG      0.35    12/27/2031    EUR   67.13
UniCredit Bank AO              8.10    11/20/2018    RUB   59.01
Ferrexpo Finance PLC          10.38      4/7/2019    USD   55.75
Immigon Portfolioabbau AG      1.42     7/29/2018    EUR   25.00
Aralco Finance SA             10.13      5/7/2020    USD    2.52
Heta Asset Resolution AG       4.25     5/31/2016    EUR   68.50
Bank Nederlandse Gemeenten     0.50      8/9/2022    MXN   70.97
Podkarpacki Bank Spoldzielc    5.10     5/28/2023    PLN   71.00
UKRLANDFARMING PLC            10.88     3/26/2018    USD   33.63
Heta Asset Resolution AG       0.45    11/29/2032    EUR   30.00
Rem Offshore ASA               6.83     3/14/2018    NOK   42.63
LBI HF                         7.43                  USD    0.00
Aldesa Financial Services S    7.25      4/1/2021    EUR   68.50
Stroika Finance Ltd Via Eme    7.70     6/25/2019    RUB   12.00
Codere Finance Luxembourg S    8.25     6/15/2015    EUR   70.00
Heta Asset Resolution AG       7.50     5/27/2024    ATS   31.71
PagesJaunes Finance & Co SC    8.88      6/1/2018    EUR   54.13
Ekotechnika AG                 9.75     5/10/2018    EUR    9.50
Societe Generale SA            1.60      1/9/2020    GBP    1.03
Hellenic Bank PCL             11.00                  EUR   46.13
Credit Suisse AG/London        7.00     3/11/2016    EUR   69.97
Orient Express Bank OJSC      13.60      8/9/2018    RUB   40.00
Far East Capital Ltd SA        8.75      5/2/2020    USD   55.07
Barclays Bank PLC              2.62     4/19/2033    USD   72.55
APP International Finance C   11.75     10/1/2005    USD    3.60
WindMW GmbH                    3.59     6/30/2027    EUR   71.16
Banco Pastor SA                2.28                  EUR   24.88
Transaero Airlines            16.00    10/25/2018    RUB    1.18
JPMorgan Overseas Investmen    4.50                  GBP   70.18
LBI HF                         3.00     12/7/2010    CHF    8.50
Artea                          6.00      8/4/2019    EUR   14.00
Region of Puglia Italy         0.30      2/6/2023    EUR   74.37
Royal Bank of Scotland PLC/    3.79    12/30/2030    USD   72.00
Lehman Brothers Treasury Co    5.00     9/22/2014    EUR   14.00
Bank Nederlandse Gemeenten     0.50     8/15/2022    ZAR   54.93
Heta Asset Resolution AG       0.08      4/9/2043    EUR   60.00
Solen AG                       7.50      4/8/2016    EUR    1.45
Lehman Brothers Treasury Co    7.00     5/17/2035    EUR   14.00
Accentro Real Estate AG        6.25     3/27/2019    EUR    3.26
DZ Bank AG Deutsche Zentral    3.05     9/25/2023    EUR   63.33
SG Issuer SA                   6.42     1/11/2021    EUR   73.98
Lloyds Bank PLC                3.68     7/29/2033    USD   75.00
Lehman Brothers Treasury Co    5.00     2/16/2015    EUR   14.00
Financiere Quick SAS           7.36    10/15/2019    EUR   73.74
Norske Skogindustrier ASA      7.13    10/15/2033    USD   31.00
Kommunekredit                  0.50    10/22/2019    BRL   61.46
Bulgaria Steel Finance BV     12.00      5/4/2013    EUR    0.59
Ovako AB                       6.50      6/1/2019    EUR   62.50
La Veggia Finance SPA          7.13    11/14/2004    EUR    0.00
wige MEDIA AG                  6.00     3/17/2019    EUR    1.88
Lehman Brothers Treasury Co    4.00     2/16/2017    EUR   16.25
Region of Molise Italy         0.36    12/15/2033    EUR   65.64
Geotech Seismic Services PJ   10.50    10/17/2018    RUB   68.51
BANIF - Banco Internacional    4.50     1/30/2025    EUR   64.38
ADLER Real Estate AG           6.00     6/30/2017    EUR   10.00
Governo Portugues Consolida    2.75                  EUR   61.00
Credit Suisse AG/London        7.25    11/10/2016    CHF   69.05
Depfa Funding II LP            6.50                  EUR   56.88
Virgolino de Oliveira Finan   11.75      2/9/2022    USD    2.55
Raiffeisen Centrobank AG       5.50    10/14/2016    EUR   64.16
KA Finanz AG                   4.90     6/23/2031    EUR   57.50
Getin Noble Bank SA/old        4.77     7/10/2020    PLN   70.01
Astana Finance BV              7.88      6/8/2010    EUR   16.00
Veneto Banca SpA               6.94     5/15/2025    EUR   61.50
Ferrexpo Finance PLC          10.38      4/7/2019    USD   52.64
Raiffeisenlandesbank Nieder    5.00      7/1/2026    EUR   70.00
Credit Europe Bank Ltd        14.50      6/5/2018    RUB   60.01
International Hotel Investm    5.75     5/13/2025    EUR   72.00
A-TEC Industries AG            8.75    10/27/2014    EUR    2.00
LBI HF                         2.25     2/14/2011    CHF    8.50
Alpha Bank AE                  1.54      3/8/2017    EUR   69.63
UBS AG                         7.85     12/1/2016    EUR   69.20
OBRAZOVANIE AKIB AO           14.50     5/31/2018    RUB   65.97
Mechel                        15.00     2/25/2020    RUB   71.50
Deutsche Bank AG               3.20     3/22/2016    EUR   47.80
Windreich GmbH                 6.50      3/1/2015    EUR   10.88
Lehman Brothers Treasury Co    5.10      5/8/2017    HKD   14.00
Agroton Public Ltd             6.00     7/14/2019    USD   10.00
Montepio Holding SGPS SA       5.00                  EUR   50.00
Cooperatieve Rabobank UA       0.50    10/29/2027    MXN   48.40
Vnesheconombank                2.00     6/18/2021    RUB   60.74
Baltijskij Bereg ZAO           8.25    12/22/2017    RUB   28.00
Virgolino de Oliveira Finan   10.88     1/13/2020    USD   18.25
LBI HF                         4.65                  EUR    0.00
Hema Bondco II BV              8.50    12/15/2019    EUR   39.00
Banca Popolare di Vicenza      5.00    11/22/2020    EUR   71.38
Nordea Bank Finland Abp        4.35     4/20/2020    SEK   56.11
Comune di Verona               0.09     12/1/2026    EUR   67.20
Mechel                         8.40     5/27/2021    RUB   59.01
Veneto Banca SpA/Old          10.00    10/22/2022    EUR   41.38
HSBC Bank PLC                  0.50     7/30/2027    NZD   62.32
Barclays Bank PLC              6.75     6/23/2017    USD   71.68
CEVA Group PLC                 9.00      9/1/2021    USD   70.88
Plaza Centers NV               6.00      7/1/2020    ILS   69.41
SNS Bank NV                    2.61                  EUR    0.41
A-TEC Industries AG            2.75     5/10/2014    EUR    2.00
Zurcher Kantonalbank Financ    1.01    12/16/2016    CHF   67.91
Royal Bank of Scotland Grou    1.55     1/12/2046    EUR   53.13
Kaupthing Bank ehf             5.25     7/18/2017    BGN   17.63
DTEK Finance PLC               7.88      4/4/2018    USD   38.50
Johnston Press Bond Plc        8.63      6/1/2019    GBP   69.17
Kaupthing Bank ehf             6.13     10/4/2016    USD   17.63
UniCredit Bank Austria AG      0.20     1/25/2031    EUR   67.25
SAir Group                     6.25     4/12/2005    CHF   11.13
Kaupthing Bank ehf             6.13     10/4/2016    USD   17.63
Region of Abruzzo Italy        0.22     11/7/2031    EUR   71.11
Notenstein Finance Guernsey    1.00     9/17/2019    CHF   60.86
NIBC Bank NV                   2.55                  USD   72.50
Province of Milan Italy        0.21    12/22/2033    EUR   67.59
WPE International Cooperati   10.38     9/30/2020    USD   10.25
Hamburgische Landesbank Gir    0.24     1/22/2041    EUR   57.79
DZ Bank AG Deutsche Zentral    2.52     6/23/2022    EUR   64.90
DekaBank Deutsche Girozentr    2.70     6/25/2020    EUR   74.95
Sairgroup Finance BV           6.63     10/6/2010    EUR   19.88
CHC Helicopter SA              9.25    10/15/2020    USD   41.00
Banco Comercial Portugues S    5.00                  EUR   61.00
Banco Espirito Santo SA       10.00     12/6/2021    EUR    1.02
UTair-Finans OOO               9.50     7/21/2016    RUB    2.50
Mechel                         8.40      6/1/2021    RUB   58.52
Eksportfinans ASA              0.50      5/9/2030    CAD   22.50
Lehman Brothers Treasury Co    7.00      6/6/2017    EUR    3.11
Ukreximbank Via Biz Finance    7.87      2/9/2023    USD   70.88
State of Carinthia             0.75     7/20/2017    CHF    0.20
Banca Popolare di Vicenza      5.00     3/25/2021    EUR   68.88
Public Power Corp Finance P    5.50      5/1/2019    EUR   72.05
Lloyds Bank PLC                3.56      7/5/2033    USD   74.25
Nuova Banca Popolare dell'E    5.00    10/30/2023    EUR    0.32
Banco Espirito Santo SA        1.45     5/27/2018    EUR    1.02
Nuova Banca Popolare dell'E    4.25    10/30/2016    EUR    0.32
Hamburgische Landesbank Gir    0.22    10/30/2040    EUR   59.21
Global PVQ Netherlands B.V.    5.75     5/26/2014    EUR   28.00
WGF Westfaelische Grundbesi    6.35     12/1/2016    EUR    5.00
SAir Group                     0.13      7/7/2005    CHF   11.13
Jasper Explorer PLC           13.50     5/27/2016    USD    2.96
Getin Noble Bank SA/old        4.81      4/7/2021    PLN   71.40
Kerdos Group SA                8.00    12/15/2017    PLN   15.00
Lehman Brothers Treasury Co    7.60     3/26/2009    EUR    3.11
Mechel                        15.00     2/25/2020    RUB   71.50
Sidetur Finance BV            10.00     4/20/2016    USD    6.63
Norske Skog Holding AS         8.00     2/24/2023    USD   25.38
Cooperatieve Rabobank UA       0.50    12/29/2027    MXN   48.44
Immigon Portfolioabbau AG      0.41     3/14/2020    EUR   70.41
Lehman Brothers Treasury Co    7.06    12/29/2008    EUR    3.11
LBI HF                         6.10     8/25/2011    USD   11.63
Lehman Brothers Treasury Co    6.30    12/21/2018    USD    1.72
ADLER Real Estate AG           6.00    12/27/2018    EUR   10.00
Heta Asset Resolution AG       4.63      3/4/2018    EUR   70.63
Bank Julius Baer & Co Ltd/G    5.20     9/25/2017    EUR   56.65
UBS AG/London                 12.00     11/4/2016    CHF   74.51
Barclays Bank PLC              8.00     4/29/2016    USD    3.28
HSBC Trinkaus & Burkhardt A    5.10      6/2/2016    EUR   59.84
Heta Asset Resolution AG       3.42     11/7/2016    EUR   74.00
JP Morgan Structured Produc   12.00    11/24/2021    ZMW
Svensk Exportkredit AB         0.50     1/31/2022    ZAR   56.82
Hellenic Republic Governmen    0.52     8/10/2019    EUR   64.24
J&T Banka AS                   9.00                  EUR   57.50
Russian Railways JSC          17.90     9/20/2039    RUB    5.60
Bank Nederlandse Gemeenten     0.50      6/7/2022    ZAR   55.29
Credit Suisse AG/Nassau        9.50     10/3/2016    CHF   64.93
Hellenic Republic Governmen    2.27      2/7/2022    EUR   57.16
Matalan Finance PLC            8.88      6/1/2020    GBP   70.84
DEIKON GmbH                    1.00    11/16/2016    EUR   35.30
Petrobras Global Finance BV    3.00     1/15/2019    USD   73.75
Lehman Brothers Treasury Co    7.55    12/29/2008    USD    3.11
Santander Finance Capital S    2.00                  USD   30.13
KA Finanz AG                   4.44    12/20/2030    EUR   55.13
JP Morgan Structured Produc   13.00    11/25/2024    ZMW
Mo-BRUK SA                     6.73     8/31/2016    PLN   75.00
Norddeutsche Landesbank Gir   10.50      9/2/2016    EUR   61.68
RSL Communications PLC        10.13      3/1/2008    USD    0.00
LBBW                           3.75     6/24/2016    EUR   49.69
Kaupthing Bank ehf             7.13     5/19/2016    USD    0.00
Raiffeisen Centrobank AG       6.05      3/1/2017    EUR   71.40
Lehman Brothers Treasury Co    6.85    12/22/2008    EUR    3.11
International Finance Facil    0.50     6/24/2024    ZAR   43.37
COFIDUR SA                     0.10    12/31/2024    EUR   15.00
UniCredit Bank AG              0.61    11/19/2029    EUR   63.88
BNP Paribas SA                 0.50     7/20/2021    BRL   50.50
Banca Popolare di Vicenza      5.00     5/30/2021    EUR   67.38
Lehman Brothers Treasury Co    8.25     12/3/2015    EUR   14.00
IKB Deutsche Industriebank     4.70     3/31/2017    EUR   22.50
UniCredit Bank Austria AG      0.46    12/27/2026    EUR   73.50
Landesbank Hessen-Thueringe    0.36     4/23/2041    EUR   65.40
SG Option Europe SA            7.00     9/22/2017    EUR   46.39
DekaBank Deutsche Girozentr    3.17     9/23/2022    EUR   71.91
Privatbank CJSC Via UK SPV    10.88     2/28/2018    USD   64.13
Credit Suisse AG/Nassau        7.13     6/26/2017    CHF   61.64
Lehman Brothers Treasury Co    6.72    12/29/2008    EUR    3.11
A-TEC Industries AG            5.75     11/2/2010    EUR    2.00
UniCredit Family Financing     0.17    12/15/2026    EUR   71.11
Getin Noble Bank SA/old        5.35     9/26/2019    PLN   70.05
ING Bank NV                    8.05    12/30/2020    EUR   70.29
CB First Investment Bank AD   12.75                  EUR   72.25
Atari SA                       7.50     2/17/2020    EUR    0.27
Lehman Brothers Treasury Co    1.00      5/9/2012    EUR    3.11
Mortgage Agent ITB 2013 CJS    9.00      8/3/2046    RUB   57.00
Heta Asset Resolution AG       5.73    12/10/2021    EUR   28.63
Banque Cantonale Vaudoise      6.00     5/26/2016    CHF   37.65
Nordea Bank Finland Abp        2.91    10/20/2019    SEK   57.16
Credit Suisse AG/London        0.50      1/8/2026    BRL   25.74
Municipality Finance PLC       0.50      5/8/2029    AUD   61.26
OT-Optima Telekom DD           5.25     5/30/2022    HRK   50.00
Center-Invest Commercial Ba   15.25     5/22/2019    RUB   60.50
Veneto Banca SpA/Old           1.82     5/15/2019    EUR   66.38
WGF Westfaelische Grundbesi    6.35      8/1/2017    EUR    4.02
Oberoesterreichische Landes    0.30     4/25/2042    EUR   40.88
Mechel                         8.00      2/9/2021    RUB   60.00
Banca delle Marche SpA         6.00      5/8/2018    EUR    0.97
Ecureuil Vie Developpement     0.82                  EUR   11.38
Sachsen Bank                   0.26     1/22/2041    EUR   73.47
Czerwona Torebka SA            6.81     4/15/2016    PLN   63.10
Lehman Brothers Treasury Co    5.00     5/12/2011    CHF    3.11
Cooperatieve Rabobank UA       0.50    11/30/2027    MXN   47.57
Hema Bondco I BV               5.12     6/15/2019    EUR   64.33
Banca Popolare di Vicenza      5.00     6/30/2021    EUR   66.88
DekaBank Deutsche Girozentr    2.67     11/7/2016    EUR   64.49
Raiffeisen Versicherung AG     5.08                  EUR   21.75
Lehman Brothers Treasury Co    4.50      5/2/2017    EUR    3.11
Petromena ASA                 10.85    11/19/2014    USD    0.57
Banca Carim Cassa di Rispar    3.00     3/31/2021    EUR   74.63
SNS Bank NV                    6.63     5/14/2018    EUR    2.54
Dresdner Bank AG               0.58    11/19/2029    EUR   50.50
DEMIRE Real Estate AG          6.00    12/30/2018    EUR    3.30
Deutsche Bank AG/London        9.33     7/30/2024    BRL   74.48
Nuova Banca Popolare dell'E    3.50     6/28/2018    EUR    0.32
Locko-Bank ZAO                13.75      4/2/2020    RUB   60.00
Podkarpacki Bank Spoldzielc    5.01     10/6/2021    PLN   58.00
Takko Luxembourg 2 SCA         9.88     4/15/2019    EUR   54.42
Bremer Landesbank Kreditans    0.39     3/21/2031    EUR   71.00
Lehman Brothers Treasury Co    3.03     1/31/2015    EUR    3.11
Lehman Brothers Treasury Co    5.25     5/26/2026    EUR    3.11
Open Mortgage Agent 1          9.10     2/25/2045    RUB   70.01
International Finance Facil    0.50     6/29/2020    ZAR   66.45
UniCredit Family Financing     0.17    12/15/2026    EUR   71.12
Lehman Brothers Treasury Co    4.00    10/24/2012    EUR    3.11
Banque Cantonale Vaudoise      6.40     4/29/2016    CHF   66.47
Lehman Brothers Treasury Co   11.00    12/20/2017    AUD    3.11
Leonteq Securities AG/Guern   10.00      7/7/2016    USD   64.27
PA Urals Optical & Mechanic   14.25    12/25/2018    RUB   62.36
Banca Popolare di Vicenza      4.97     4/20/2027    EUR   49.00
Nuova Banca delle Marche Sp    7.75     6/30/2018    EUR    1.09
Lehman Brothers Treasury Co    6.00    10/30/2012    EUR    3.11
JP Morgan Structured Produc   14.00    11/23/2029    ZMW
Lehman Brothers Treasury Co    4.00     12/2/2012    EUR    3.11
Biomed-Lublin Wytwornia Sur    7.24     8/14/2018    PLN   50.00
Lehman Brothers Treasury Co    4.00     7/27/2011    EUR    3.11
Kommunekredit                  0.50     2/20/2020    BRL   59.67
East Syberian Mortgage Agen    8.75     8/11/2046    RUB   64.53
Getin Noble Bank SA/old        4.90     2/28/2020    PLN   70.00
NIBC Bank NV                  25.98      5/7/2029    EUR   70.22
hkw personalkonzepte GmbH      8.25    11/15/2016    EUR    3.70
MT-Energie GmbH & Co KG        8.25      4/4/2017    EUR    9.52
Podkarpacki Bank Spoldzielc    5.77      7/2/2020    PLN   64.00
SU-155 KAPITAL OOO            13.25     2/23/2016    RUB    1.82
Credit Europe Bank Ltd        11.37     9/14/2018    RUB   60.02
Lehman Brothers Treasury Co    1.46     2/19/2012    JPY   14.00
Lehman Brothers Treasury Co    4.70     3/23/2016    EUR    3.11
Nota-Bank OJSC                13.50    10/13/2016    RUB    1.78
Getin Noble Bank SA/old        4.75     2/15/2021    PLN   70.01
Alpha Bank AE                  2.50     6/20/2022    EUR   56.64
Banca Popolare di Vicenza      5.00     3/31/2021    EUR   68.25
Lehman Brothers Treasury Co    6.60      2/9/2009    EUR    3.11
Lehman Brothers Treasury Co    4.00     7/20/2012    EUR    3.11
Elli Investments Ltd          12.25     6/15/2020    GBP   35.00
Notenstein Finance Guernsey    7.20     6/29/2016    USD   68.96
SAG Solarstrom AG              7.50     7/10/2017    EUR   45.00
SG Issuer SA                   6.65    10/10/2021    EUR   53.55
International Finance Facil    0.50     6/29/2027    ZAR   29.59
Lehman Brothers Treasury Co    8.28     3/26/2009    USD    3.11
Zurcher Kantonalbank Financ   10.00     6/30/2016    EUR   59.98
Immigon Portfolioabbau AG      0.87      7/3/2019    EUR   66.88
Lehman Brothers Treasury Co    7.00    11/26/2013    EUR   14.00
Heta Asset Resolution AG       5.03     1/26/2017    EUR   28.13
Bank Nederlandse Gemeenten     0.50     7/12/2022    ZAR   54.29
DekaBank Deutsche Girozentr    4.85     8/31/2016    EUR   69.49
Finans-Avia OOO                8.25     7/31/2022    RUB   42.15
CaixaBank SA                   0.62      2/2/2037    USD   72.21
LBBW                           2.00     3/29/2016    EUR   64.46
Svensk Exportkredit AB         0.50     8/28/2020    TRY   60.55
Lehman Brothers Treasury Co    8.00     4/20/2009    EUR    3.11
Banca Popolare di Vicenza      5.20     3/28/2024    EUR   60.88
Lehman Brothers Treasury Co    8.00     2/16/2016    EUR    3.11
Mobile TeleSystems PJSC        5.00     6/29/2021    RUB   67.13
Commerzbank AG                10.00     5/26/2016    EUR   49.02
HSBC Trinkaus & Burkhardt A    5.00      5/5/2016    EUR   67.53
Penell GmbH Elektrogroshand    7.75     6/10/2019    EUR    2.54
Vontobel Financial Products    5.50     9/23/2016    EUR   52.67
Banca Popolare di Vicenza      2.00     11/7/2019    EUR   70.13
Vontobel Financial Products   17.05     9/23/2016    EUR   70.90
Raiffeisen-Holding Niederoe    2.31                  EUR   69.55
UniCredit Bank AG              6.25     5/16/2016    EUR   49.05
SG Issuer SA                   5.75     7/10/2020    EUR   73.23
SAir Group                     2.13     11/4/2004    CHF   11.13
Northland Resources AB        15.00     7/15/2019    USD    1.00
Credit Europe Bank Ltd        15.00     3/22/2018    RUB   60.51
HSBC Bank PLC                  0.50     5/31/2019    IDR   72.40
Nuova Banca delle Marche Sp    8.00     6/30/2018    EUR    1.09
Vontobel Financial Products    4.45      9/5/2016    EUR   60.23
BLT Finance BV                 7.50     5/15/2014    USD    4.21
Promnefteservis OOO           10.50    11/21/2019    RUB    0.17
SG Option Europe SA            7.00      5/5/2017    EUR   36.37
Asian-Pacific Bank PAO        12.00     2/19/2016    RUB   60.10
Santander Finance Capital S    2.00                  USD   28.25
Lehman Brothers Treasury Co    4.00     2/28/2010    EUR    3.11
KFW                            0.25     10/6/2036    CAD   38.91
Province of Brescia Italy      0.35     6/30/2036    EUR   60.02
WGZ-Bank AG Westdeutsche Ge    4.00     2/19/2016    EUR   54.00
Enemona AD-Kozloduy           10.00     4/28/2017    BGN    0.10
RSL Communications PLC         9.13      3/1/2008    USD    0.00
Kristensen Germany AG          7.00    12/31/2016    DKK    2.75
Lehman Brothers Treasury Co    4.00     4/13/2011    CHF    3.11
Lehman Brothers Treasury Co    5.00      5/2/2022    EUR    3.11
Lehman Brothers Treasury Co    5.00     8/16/2017    EUR   14.00
SG Issuer SA                   7.50     1/10/2020    USD   73.19
Getin Noble Bank SA/old        4.80     8/28/2020    PLN   70.00
Phosphorus Holdco PLC         10.00      4/1/2019    GBP    1.55
DekaBank Deutsche Girozentr    3.25     8/11/2016    EUR   57.21
DekaBank Deutsche Girozentr    3.80     9/25/2024    EUR   65.51
UBS AG                         4.65      7/1/2016    EUR   67.87
Nuova Banca delle Marche Sp    7.20     6/30/2018    EUR    1.09
Lehman Brothers Treasury Co    4.68    12/12/2045    EUR    3.11
Lehman Brothers Treasury Co    6.65     8/24/2011    AUD   14.00
Orient Express Bank OJSC      18.00     5/28/2020    RUB   42.25
Lehman Brothers Treasury Co    1.60     6/21/2010    JPY    3.11
Kommunalbanken AS              0.50     5/27/2022    ZAR   55.93
Bank Julius Baer & Co Ltd/G    6.60     4/25/2016    CHF   69.40
LBBW                           5.00     3/24/2016    EUR   36.48
Mechel                         8.00      2/9/2021    RUB   69.50
DekaBank Deutsche Girozentr    3.15     4/14/2021    EUR   68.22
Barclays Bank PLC              0.50     4/24/2023    MXN   64.30
Mriya Agro Holding PLC        10.95     3/30/2016    USD    9.38
Province of Treviso Italy      0.19    12/31/2034    EUR   60.96
Lehman Brothers Treasury Co    5.10     6/22/2046    EUR    3.11
Emova Group                    4.30      5/2/2022    EUR    7.05
HSBC Bank PLC                  0.50    12/29/2026    AUD   67.66
Svensk Exportkredit AB         0.50     3/28/2029    AUD   70.77
Lehman Brothers Treasury Co    0.50      7/2/2020    EUR    3.11
Province of Brescia Italy      0.25    12/22/2036    EUR   59.67
Banca delle Marche SpA         6.00     6/12/2018    EUR    0.77
Medved-Finans OOO             15.00     8/22/2016    RUB   60.01
Lehman Brothers Treasury Co    5.00      8/1/2025    EUR    3.11
Konservenfabrik Zachow GmbH    8.00      4/1/2016    EUR    0.00
Pongs & Zahn AG                8.50                  EUR    0.20
Societe Generale SA            8.40     5/24/2016    USD   69.56
Lehman Brothers Treasury Co    7.00     9/20/2011    USD    3.11
DekaBank Deutsche Girozentr    5.65     6/17/2016    EUR   66.35
UniCredit Bank AG              5.00    10/18/2024    EUR   73.14
KPNQwest NV                    8.13      6/1/2009    USD    0.53
DekaBank Deutsche Girozentr    3.77      7/8/2016    EUR   62.90
Atomenergoprom JSC            11.10    12/12/2025    RUB   60.01
Transcapitalbank JSC          13.00     5/30/2023    RUB   61.01
Dolomite Capital Ltd          12.50    12/20/2019    ZAR   59.59
Credit Suisse AG/Nassau        7.50     2/15/2016    EUR   49.23
Credit Suisse AG/London        7.00     2/16/2016    USD   59.92
Goldman Sachs & Co Wertpapi   14.00     3/22/2017    EUR   60.14
Finans-Avia OOO                0.01     7/31/2027    RUB   12.50
SU-155 KAPITAL OOO            13.25     2/23/2016    RUB    2.00
Takko Luxembourg 2 SCA         6.86     4/15/2019    EUR   46.98
Salvator Grundbesitz-AG        9.50                  EUR   38.00
BNP Paribas SA                 0.50     11/6/2018    TRY
UBS AG/London                 10.00    10/27/2016    EUR   61.02
Codere Finance Luxembourg S    8.25     6/15/2015    EUR   70.63
Scotland Gas Networks PLC      1.58     3/10/2043    GBP   73.84
Svensk Exportkredit AB         0.50     4/25/2019    BRL   64.82
Svensk Exportkredit AB         0.50     4/24/2029    AUD   61.81
SAir Group                     5.13      3/1/2003    CHF   11.00
Metalloinvest Holding Co OA    0.01      3/7/2022    RUB   65.70
DekaBank Deutsche Girozentr    2.00     8/19/2016    EUR   65.07
BKN biostrom AG                7.50      6/5/2016    EUR    2.50
Akademiska Hus AB              2.08     4/17/2045    SEK   74.26
DekaBank Deutsche Girozentr    3.25     1/26/2018    EUR   74.42
Rosseti PJSC                  11.85     5/26/2025    RUB   61.09
Main Road OJSC                 9.80    10/30/2028    RUB   58.40
Bank Julius Baer & Co Ltd/G   11.73     6/10/2016    CHF   50.45
Societe Generale SA            0.50     5/30/2023    MXN   65.96
HSBC Trinkaus & Burkhardt A    5.00      7/1/2016    EUR   44.05
Lehman Brothers Treasury Co    6.00     3/14/2011    EUR   14.00
Bank Julius Baer & Co Ltd/G    8.50    12/29/2016    USD   71.80
Vontobel Financial Products   10.00     5/17/2016    USD   63.10
NIBC Bank NV                   2.55                  USD   72.50
Atari SA                       0.10      4/1/2020    EUR    2.50
Heta Asset Resolution AG       3.90     1/24/2017    EUR   74.13
DekaBank Deutsche Girozentr    2.10     3/25/2020    EUR   69.13
HC Finance OOO                 8.25    11/26/2021    RUB   58.21
SAir Group                     5.50     7/23/2003    CHF   11.13
Leonteq Securities AG          9.60      3/9/2016    USD   57.01
Credit Suisse AG/London        8.00    11/29/2019    USD    5.47
UBS AG/London                  6.50     3/11/2016    GBP   56.98
Ideal Standard Internationa   11.75      5/1/2018    EUR   13.75
Kaupthing Bank ehf             7.00     7/24/2009    ISK   17.63
Credit Suisse AG/Nassau        5.50     7/29/2016    EUR   71.86
Lehman Brothers Treasury Co    5.00      9/1/2011    EUR    3.11
Barclays Bank PLC              8.65     7/25/2016    USD   64.84
Republika Srpska               1.50     9/26/2027    BAM   70.80
Vegarshei Sparebank            5.16                  NOK   68.61
Vontobel Financial Products    5.35      3/3/2017    EUR   57.34
Getin Noble Bank SA/old        5.22    12/23/2019    PLN   71.55
Municipality Finance PLC       0.50    11/25/2020    ZAR   64.22
LBBW                           5.29     9/23/2016    EUR   62.87
Lehman Brothers Treasury Co    7.59    11/22/2009    MXN   14.00
SAir Group                     4.25      2/2/2007    CHF   11.25
Nordea Bank Finland Abp        4.35     4/20/2020    SEK   71.75
Provinsor Fastigheter AB       8.50     6/30/2020    DKK    0.10
UniCredit Bank AG              1.57     7/20/2020    EUR   74.44
UniCredit Bank AG              5.20     6/20/2016    EUR   53.55
Lehman Brothers Treasury Co    7.15     3/21/2013    USD    3.11
Alpha Bank AE                  2.50     6/20/2022    EUR   56.63
Astana Finance BV              9.00    11/16/2011    USD   16.00
Heta Asset Resolution AG       1.58     6/30/2019    CHF   69.13
Nota-Bank OJSC                13.50      4/1/2016    RUB    4.40
Lloyds Bank PLC                2.62     4/26/2033    USD   67.00
KPNQwest NV                    7.13      6/1/2009    EUR    0.53
Leonteq Securities AG         10.60    12/29/2016    EUR   62.61
Leonteq Securities AG         18.00     9/26/2016    CHF   53.46
Banca Popolare di Vicenza      2.50     5/23/2019    EUR   74.50
UniCredit Bank Austria AG      0.24     1/24/2031    EUR   67.63
KPNQwest NV                    8.88      2/1/2008    EUR    0.53
Immigon Portfolioabbau AG      4.50      9/7/2020    EUR   25.00
Lehman Brothers Treasury Co    4.60      7/6/2016    EUR    3.32
LBI HF                         7.43                  USD    0.00
Lehman Brothers Treasury Co    8.00     3/19/2012    USD    3.11
HSBC Bank PLC                  0.50     2/24/2027    NZD   63.55
Raiffeisen Centrobank AG       5.00     4/18/2016    EUR   69.10
Credit Suisse AG/London        3.00    11/15/2025    ZAR   56.37
Societe Centrale des Bois e    9.00      7/1/2016    EUR    6.85
Deutsche Bank AG/London        0.50     4/18/2019    BRL   66.72
Vtorresource PJSC             13.00      2/1/2019    RUB   60.00
Bank J Safra Sarasin AG/Gue    1.00     10/9/2017    CHF   51.37
Norddeutsche Landesbank Gir    3.75     6/27/2016    EUR   65.25
Lenta Center OOO              11.00    10/14/2020    RUB   64.00
Kardan NV                      6.78      2/2/2020    ILS   75.75
BNP Paribas Arbitrage Issua    6.55     3/28/2025    EUR   49.89
UniCredit Bank AG              4.60     6/30/2017    EUR   55.10
Muehl Product & Service AG     6.75     3/10/2005    DEM    2.01
Immigon Portfolioabbau AG      4.90     8/18/2025    EUR   61.30
Banca di Cividale SpA          0.03     10/2/2036    EUR   45.28
Nuova Banca Popolare dell'E    2.41     5/21/2018    EUR    0.30
Bamble Sparebank               2.30                  NOK   56.05
Societe Generale SA            1.35     3/31/2034    USD   65.75
Solarwatt GmbH                 7.00     11/1/2015    EUR   14.50
Lehman Brothers Treasury Co    2.40     6/20/2011    JPY    3.11
Kerdos Group SA                8.00     3/31/2016    PLN   40.20
Municipality Finance PLC       0.50     5/31/2022    ZAR   54.02
Pierer Industrie AG            5.75                  EUR   67.25
EFG International Finance G    8.99      9/4/2017    EUR   21.57
DekaBank Deutsche Girozentr   10.30      9/2/2016    EUR   61.98
Nordea Bank Finland Abp        1.61    10/20/2019    SEK   68.00
ffk environment GmbH           7.25      6/1/2016    EUR    3.15
RSL Communications PLC        10.50    11/15/2008    USD    0.00
UBS AG/London                  7.00     6/24/2016    CHF   48.71
Commerzbank AG                 4.40     4/29/2019    EUR   56.96
Credit Suisse AG/London       10.25     5/31/2016    USD   20.17
Kaupthing Bank ehf             9.75     9/10/2015    USD   17.63
Lehman Brothers Treasury Co    8.25      2/3/2016    EUR    3.11
Russian Highways              12.40     4/22/2042    RUB    6.76
SG Issuer SA                   6.26     7/10/2020    USD   67.67
CARPEVIGO AG                   2.50     6/30/2016    EUR   25.00
Credit Suisse AG              11.00     3/28/2016    USD    3.44
DekaBank Deutsche Girozentr    3.00      5/6/2016    EUR   49.60
Kaupthing Bank ehf             5.00      1/4/2027    SKK   17.63
Municipality Finance PLC       0.50      8/8/2029    NZD   60.68
HSBC Bank PLC                  0.50      6/9/2023    MXN   65.84
Deutsche Bank AG               6.00     4/15/2016    EUR   59.19
Rinol AG                       5.50    10/15/2006    DEM    0.00
Dresdner Bank AG               1.79     7/15/2023    EUR   65.75
Deutsche Bank AG               7.20     3/22/2016    EUR   50.60
BNP Paribas Emissions- und    10.00    12/22/2016    EUR   55.22
Araratbank OJSC                8.50     6/13/2016    USD   25.47
Wlodarzewska SA                9.19     5/15/2016    PLN   21.00
VEB-Leasing OAO               13.09     6/23/2020    RUB   61.71
Lehman Brothers Treasury Co    4.50      3/7/2015    EUR    3.11
Lehman Brothers Treasury Co    3.86     9/21/2011    SGD   16.25
Salvator Grundbesitz-AG        9.50    12/31/2021    EUR   11.00
Lehman Brothers Treasury Co    1.00     2/26/2010    USD    3.11
Credit Suisse AG/London        8.00     2/16/2016    CHF   54.12
Leonteq Securities AG         16.00      4/6/2016    CHF   44.37
HSBC Trinkaus & Burkhardt A   12.50     9/23/2016    EUR   66.47
Russian Railways JSC          12.40    10/15/2040    RUB    5.05
Credit Suisse AG               0.50    12/16/2025    BRL   27.12
Credit Suisse AG/Nassau        7.25      3/8/2017    CHF   55.60
MirLand Development Corp PL    6.00    11/30/2017    ILS   15.00
Vontobel Financial Products    4.40     8/25/2017    EUR   74.09
Bank Julius Baer & Co Ltd/G   11.05    10/21/2016    USD   57.50
Lehman Brothers Treasury Co    8.05    12/20/2010    HKD    3.11
Nordea Bank Finland Abp        4.81     1/20/2020    SEK   70.12
Raiffeisen Centrobank AG       7.25     9/26/2016    EUR   39.81
Lehman Brothers Treasury Co    6.50     5/16/2015    EUR    3.11
Province of Rovigo Italy       0.20    12/28/2035    EUR   60.05
Credit Suisse AG/London        7.80     7/31/2020    USD    9.06
Bank Julius Baer & Co Ltd/G    4.75     12/4/2017    CHF   73.60
Deutsche Bank AG               5.20     7/26/2017    EUR   58.60
Bank UralSib PJSC             14.00     3/10/2017    RUB   60.01
City of Siret Romania          2.77      3/1/2028    RON   60.00
DekaBank Deutsche Girozentr    3.33    10/12/2020    EUR   70.73
Leonteq Securities AG/Guern    7.18     9/14/2016    CHF   64.27
Araratbank OJSC                7.25     6/27/2018    USD   25.10
Deutsche Bank AG               6.50     3/22/2016    EUR   74.62
MirLand Development Corp PL    8.50     8/31/2016    ILS   24.11
Norddeutsche Landesbank Gir    5.19    11/25/2016    EUR   67.91
RZD Rasvytie vokzalov         12.50    10/21/2016    RUB   17.02
RSL Communications PLC        12.00     11/1/2008    USD    0.00
Vontobel Financial Products    6.70     4/22/2016    EUR   61.52
National Developing Co        15.00     7/19/2018    RUB   65.97
Heta Asset Resolution AG       0.21     8/21/2017    EUR   69.88
UniCredit Bank Austria AG      0.33     1/22/2031    EUR   68.00
SAir Group                     2.75     7/30/2004    CHF   11.13
BAWAG PSK Versicherungs AG     1.33                  EUR   55.62
Getin Noble Bank SA/old        4.91     4/27/2020    PLN   73.00
Credit Suisse AG/London        1.64      6/1/2042    USD   48.25
Municipality Finance PLC       0.50     6/19/2024    ZAR   45.66
Russian Railways JSC          12.40     5/30/2040    RUB   60.00
Kommunekredit                  0.50     9/19/2019    BRL   64.21
Hellas Telecommunications L    8.50    10/15/2013    EUR    0.01
Lehman Brothers Treasury Co    5.00     2/28/2032    EUR    3.11
Nordea Bank Finland Abp        1.86     4/20/2019    SEK   72.51
Notenstein La Roche Private    9.00      8/8/2016    USD   64.28
Landesbank Hessen-Thueringe    4.00     2/19/2016    EUR   57.20
Lehman Brothers Treasury Co    5.50     4/23/2014    EUR    3.11
Metalloinvest Holding Co OA    0.01      3/7/2022    RUB   64.53
HSBC Bank PLC                  0.50     1/29/2027    NZD   63.17
LBBW                           3.43     8/26/2016    EUR   61.98
Immigon Portfolioabbau AG      4.21     1/25/2033    EUR   36.13
Zapsibcombank PAO             11.50     2/25/2016    RUB   60.11
UBS AG/London                  6.25      4/1/2016    CHF   72.51
Union Technologies Informat    0.10      1/1/2020    EUR    5.30
Leonteq Securities AG          3.00      8/7/2018    CHF   70.88
UBS AG/London                  7.50    11/28/2016    EUR   73.26
Lehman Brothers Treasury Co    3.00     6/23/2009    EUR   14.00
Immigon Portfolioabbau AG      5.45      8/2/2019    EUR   72.70
Heta Asset Resolution AG       0.07     2/17/2017    EUR   74.25
Barclays Bank PLC              8.75     3/30/2016    USD   74.25
EDOB Abwicklungs AG            7.50      4/1/2012    EUR    0.50
DekaBank Deutsche Girozentr    3.40     6/10/2016    EUR   64.21
Kommunekredit                  0.50     7/30/2027    TRY   26.19
Getin Noble Bank SA/old        4.80    11/30/2020    PLN   70.00
Immigon Portfolioabbau AG      5.26      2/5/2025    EUR   56.25
DekaBank Deutsche Girozentr    3.90     5/18/2016    EUR   58.81
Bank Julius Baer & Co Ltd/G   17.60      3/3/2017    USD   74.65
Landesbank Hessen-Thueringe    3.83     8/18/2016    EUR   70.10
RFA-Invest OAO                12.00     2/24/2016    RUB   70.01
Barclays Bank PLC              0.50     3/26/2021    MXN   74.24
DOMO OJSC                     15.00     5/11/2016    RUB   60.20
Commerzbank AG                 6.90     3/18/2016    EUR   22.71
Leonteq Securities AG          6.00      5/5/2017    CHF   70.71
Vontobel Financial Products    6.45     9/16/2016    EUR   72.30
Getin Noble Bank SA/old        4.90     3/30/2020    PLN   70.13
Barclays Bank PLC              0.50     3/13/2023    RUB   49.45
Leonteq Securities AG         12.80     1/26/2017    EUR   72.13
Lehman Brothers Treasury Co   13.00    12/14/2012    USD    3.11
Lloyds Bank PLC                0.50     7/26/2028    MXN   46.39
Wlodarzewska SA                9.19     5/15/2016    PLN   21.00
Raiffeisen Centrobank AG       6.75     6/27/2016    EUR   74.00
Immigon Portfolioabbau AG      4.81     7/29/2025    EUR   61.00
Lehman Brothers Treasury Co    8.50      7/5/2016    EUR   14.00
Espirito Santo Financial Gr    5.05    11/15/2025    EUR    0.76
Anglian Water Services Fina    1.08     1/26/2057    GBP   60.43
Deutsche Bank AG/London        8.50     4/29/2016    USD    8.42
Bayerische Landesbank          5.00    10/17/2016    EUR   54.03
Raiffeisen Centrobank AG       2.80    11/14/2016    EUR   36.75
Leonteq Securities AG         20.00     4/27/2016    USD   41.87
Immigon Portfolioabbau AG      1.16      2/8/2019    EUR   70.63
Lehman Brothers Treasury Co    1.75      2/7/2010    EUR    3.31
Lehman Brothers Treasury Co    6.00     2/14/2012    EUR    3.11
Banque Cantonale Vaudoise      6.20     8/28/2017    CHF   74.60
Credit Suisse AG/Nassau        7.00     3/22/2017    CHF   54.32
Svensk Exportkredit AB         0.50     6/29/2029    AUD   71.01
Municipality Finance PLC       0.50     7/30/2029    AUD   69.22
LZMO SA                        8.75    11/22/2016    PLN   59.00
SG Issuer SA                   3.00     7/10/2020    EUR   73.75
Maritime Joint Stock Bank     12.00      3/9/2016    RUB   61.01
Bank Julius Baer & Co Ltd/G    9.75     3/18/2016    CHF   70.70
Erste Group Bank AG            6.50     4/17/2016    EUR   58.05
Oberoesterreichische Landes    0.32     11/6/2030    EUR   59.13
Vontobel Financial Products    9.50     7/22/2016    EUR   69.10
DekaBank Deutsche Girozentr   10.40     3/15/2016    EUR   64.28
Lehman Brothers Treasury Co    4.00     8/11/2010    USD   14.00
City of Hunedoara Romania      1.43     8/15/2026    RON   64.00
BNP Paribas Emissions- und     2.35     6/30/2021    EUR   70.06
Province of Treviso Italy      0.09    12/31/2034    EUR   59.31
Lehman Brothers Treasury Co    5.00     3/18/2015    EUR   14.00
SG Issuer SA                   4.21     7/10/2020    EUR   48.04
Lehman Brothers Treasury Co    7.38     9/20/2008    EUR    3.11
Immigon Portfolioabbau AG      4.26     3/22/2024    EUR   54.38
Exane Finance                  2.70     9/26/2016    USD   34.95
Getin Noble Bank SA/old        4.81     10/7/2020    PLN   70.00
Exane Finance                  6.25    12/20/2019    SEK   67.88
Erste Group Bank AG            2.90    10/20/2022    EUR   61.04
UniCredit Bank AG              5.00     6/25/2019    EUR   62.53
Deutsche Bank AG               8.50    12/20/2016    EUR   73.93
Lehman Brothers Treasury Co   11.00    12/19/2011    USD    3.11
Getin Noble Bank SA/old        5.36    10/21/2019    PLN   75.00
Credit Suisse AG/Nassau        6.00     10/3/2016    EUR   41.46
RSL Communications PLC         9.88    11/15/2009    USD    0.00
Credit Suisse AG/London       10.00      7/7/2016    USD   54.79
Notenstein La Roche Private    5.04      3/2/2016    EUR   62.62
Eiendomskreditt                4.53                  NOK   64.57
Heta Asset Resolution AG       0.20     8/28/2017    EUR   75.00
Eksportfinans ASA              0.25     7/14/2033    CAD   14.88
Bulgaria Steel Finance BV     12.00      5/4/2013    EUR    0.59
Lehman Brothers Treasury Co    4.80    11/16/2012    HKD    3.11
Lehman Brothers Treasury Co    0.50    12/20/2017    AUD    3.11
Kaupthing Bank ehf             3.75     2/15/2024    ISK   17.63
Banca Popolare di Vicenza      2.25     8/22/2019    EUR   72.25
Credit Suisse AG/Nassau        8.00     2/22/2016    CHF   71.21
Barclays Bank PLC              9.00     5/31/2016    USD    3.05
Interregional Distribution    11.58    11/11/2025    RUB  100.00
BNP Paribas Arbitrage Issua    4.00      2/6/2020    NOK   67.23
ING Bank NV                    3.00      4/8/2019    CHF   72.10
Agrokompleks OOO              12.50     12/8/2022    RUB   60.01
Lloyds Bank PLC                0.50     7/26/2021    BRL   49.77
Commerzbank AG                 5.00     3/24/2016    EUR   56.26
Bank Julius Baer & Co Ltd/G   10.20     7/27/2016    EUR   66.65
Raiffeisen Centrobank AG       6.50     7/28/2016    EUR   66.25
Credit Suisse AG/Nassau        7.25     8/11/2016    CHF   46.88
Zurcher Kantonalbank Financ    4.00     8/24/2018    CHF   72.88
HSBC Trinkaus & Burkhardt A   12.40     6/24/2016    EUR   66.46
UBS AG/London                  5.00     4/22/2017    CHF   70.43
Deutsche Bank AG               7.50     3/22/2016    EUR   72.80
Svensk Exportkredit AB         0.50     8/25/2021    ZAR   58.94
IT Holding Finance SA          9.88    11/15/2012    EUR    0.28
Lehman Brothers Treasury Co    5.00     2/27/2014    EUR   14.00
DekaBank Deutsche Girozentr    0.12     6/23/2034    EUR   71.81
Leonteq Securities AG          5.40    12/19/2018    CHF   73.41
Bank Julius Baer & Co Ltd/G   15.70     3/31/2016    CHF   62.60
Deutsche Bank AG               5.50     3/22/2016    EUR   69.80
Immigon Portfolioabbau AG      0.73     2/11/2019    EUR   69.25
DekaBank Deutsche Girozentr    3.05     3/25/2025    EUR   61.88
Lehman Brothers Treasury Co    4.20     12/3/2008    HKD   16.25
Lehman Brothers Treasury Co    3.00      8/8/2017    EUR    3.11
SG Issuer SA                   4.57     7/10/2020    EUR   64.31
Lehman Brothers Treasury Co   10.00      1/3/2012    BRL    3.11
Lehman Brothers Treasury Co   16.00     10/8/2008    CHF    3.11
Lehman Brothers Treasury Co    6.00     3/18/2015    USD   14.00
Transgazservice LLP           10.50     11/8/2019    RUB    0.77
UBS AG/London                 23.75     6/24/2016    EUR   40.95
Credit Suisse AG/London        7.00     2/22/2016    EUR   65.71
Svensk Exportkredit AB         0.50     6/28/2022    ZAR   53.64
Deutsche Bank AG               7.20     7/26/2017    EUR   61.60
UBS AG/London                 10.00    11/25/2016    CHF   64.17
Landesbank Hessen-Thueringe    3.80     2/19/2016    EUR   74.50
Leonteq Securities AG          6.40     2/13/2019    CHF   72.77
Lehman Brothers Treasury Co    7.60     1/31/2013    AUD    3.11
Credit Agricole Corporate &    0.50      3/6/2023    RUB   49.67
Kommunalbanken AS              0.50     9/20/2018    BRL   72.39
LBBW                           2.51     8/26/2016    EUR   63.27
DekaBank Deutsche Girozentr    6.87     5/31/2016    EUR   68.05
Kommunekredit                  0.50    12/14/2020    ZAR   63.67
BNP Paribas Emissions- und     5.00     6/23/2016    EUR   74.46
Getin Noble Bank SA/old        5.25    11/18/2019    PLN   70.10
Barclays Bank PLC              0.50     3/19/2021    MXN   74.34
Bank Julius Baer & Co Ltd/G    4.90      4/3/2017    CHF   73.35
Housing Financing Fund         2.70      1/1/2020    ISK   54.61
Deutsche Bank AG               4.20    12/20/2016    EUR   51.50
Bayerische Landesbank          2.20     5/20/2016    EUR   50.77
Credit Suisse AG/London        4.00     7/20/2016    EUR   69.29
Leonteq Securities AG          5.60     5/29/2018    CHF   71.51
Leonteq Securities AG          7.00     8/29/2016    CHF   73.08
UBS AG/London                 10.50     5/23/2016    CHF   65.79
Credit Suisse AG/London        7.50      6/2/2016    EUR   70.27
Lehman Brothers Treasury Co    5.00     12/6/2011    EUR    3.11
Gold-Zack AG                   7.00    12/14/2005    EUR   12.11
Credit Agricole Corporate &    2.00      7/9/2020    BRL   60.23
UniCredit Bank AG              4.20     8/29/2016    EUR   62.96
Zurcher Kantonalbank Financ    5.25     11/1/2016    CHF   33.05
Vontobel Financial Products   11.90     10/7/2016    EUR   65.55
Credit Suisse AG/Nassau        7.00     3/21/2016    CHF   51.77
DekaBank Deutsche Girozentr    3.20     5/20/2016    EUR   72.94
Municipiul Timisoara           1.03     5/12/2026    RON   60.00
Credit Suisse AG/Nassau        8.50     4/18/2016    USD   70.10
Leonteq Securities AG/Guern    6.80     10/3/2016    CHF   72.79
Lehman Brothers Treasury Co    6.00     9/20/2011    EUR    3.11
Municipality Finance PLC       0.50    11/21/2018    TRY   74.37
Leonteq Securities AG/Guern   29.61    10/26/2017    EUR    5.05
Araratbank OJSC                8.00     6/10/2018    USD   25.61
Kerdos Group SA                8.00     4/30/2016    PLN   49.00
Banque Cantonale Vaudoise      1.00      7/7/2016    CHF   12.99
Leonteq Securities AG          9.00    10/31/2016    EUR   59.63
SAir Group                     6.25    10/27/2002    CHF   11.13
Vontobel Financial Products   12.15     10/7/2016    EUR   64.98
Municipality Finance PLC       0.50     1/25/2019    IDR   74.70
Windreich GmbH                 6.25      3/1/2015    EUR   10.88
DekaBank Deutsche Girozentr    3.40     6/24/2016    EUR   37.71
Credit Suisse AG/London        7.00     2/17/2016    CHF   66.96
Lehman Brothers Treasury Co   10.00    10/22/2008    USD    3.11
Lehman Brothers Treasury Co    5.55     3/12/2015    EUR    3.11
Lehman Brothers Treasury Co    2.00     6/28/2011    EUR    3.11
Erste Group Bank AG            2.70    10/20/2025    EUR   72.51
Credit Suisse AG/London        7.75      3/7/2016    CHF   50.11
Deutsche Bank AG/London        0.50     3/14/2019    BRL   67.50
Northland Resources AB        12.25     3/26/2016    USD    1.00
Getin Noble Bank SA/old        4.80     11/9/2020    PLN   70.24
Landesbank Hessen-Thueringe    5.50     5/27/2016    EUR   60.70
City of Alba Iulia Romania     2.50     4/15/2025    RON   66.00
Lehman Brothers Treasury Co   12.00     7/13/2037    JPY    2.10
Immigon Portfolioabbau AG      0.91     5/20/2025    EUR   35.75
DekaBank Deutsche Girozentr    5.20     8/11/2016    EUR   58.80
Societe Generale SA            5.64      5/4/2016    CHF   71.68
Nordea Bank Finland Abp        1.96    10/20/2019    SEK   69.11
Commerzbank AG                 6.10     10/7/2024    EUR   73.20
EFG International Finance G    8.32    12/21/2016    CHF   67.68
HSBC Bank PLC                  0.50     4/11/2023    MXN   66.58
Leonteq Securities AG          7.00     9/20/2017    CHF   60.22
Vontobel Financial Products   21.75     6/24/2016    EUR   52.18
Republika Srpska               1.50     9/25/2026    BAM   75.00
UBS AG/London                  6.25      4/1/2016    CHF   69.34
Vontobel Financial Products   13.95    12/23/2016    EUR   55.38
Leonteq Securities AG          5.00      5/7/2019    CHF   51.65
UBS AG/London                  7.50    11/28/2016    EUR   43.98
Vontobel Financial Products    7.65     12/9/2016    EUR   58.53
Credit Suisse AG/Nassau        6.00     12/2/2016    EUR   45.21
Notenstein Finance Guernsey    7.19      5/6/2019    EUR   37.19
Notenstein La Roche Private    7.00     11/6/2017    CHF   67.69
Lehman Brothers Treasury Co    4.87     10/8/2013    USD    3.11
Russian Post FGUP             12.00    10/18/2019    RUB   61.01
Espirito Santo Financial Po    5.63     7/28/2017    EUR    3.50
HSBC Bank PLC                  0.50     7/30/2019    IDR   71.94
Credit Suisse AG/Nassau        8.00     3/16/2016    USD   44.12
Leonteq Securities AG/Guern    6.70      6/6/2016    USD   37.00
Lehman Brothers Treasury Co    4.15     8/25/2020    EUR    3.11
Lehman Brothers Treasury Co    3.00     8/15/2017    EUR    3.11
World of Building Technolog    7.70     6/25/2019    RUB    1.15
UniCredit Bank AG              5.00     2/26/2016    EUR   50.89
URALSIB Leasing Co OOO        11.50    12/21/2017    RUB   60.20
Notenstein La Roche Private    9.10     8/29/2016    CHF   65.26
BNP Paribas SA                 0.50    10/19/2018    TRY
Bank Nederlandse Gemeenten     0.50     9/20/2022    ZAR   53.75
UBS AG/London                  9.25    11/25/2016    EUR   72.27
Lehman Brothers Treasury Co    7.60     5/21/2013    USD    3.11
SG Issuer SA                   5.50     4/10/2021    EUR   57.23
Tatfondbank PJSC              13.50     5/28/2025    RUB   65.97
Vontobel Financial Products    5.40      3/3/2017    EUR   74.43
Credit Suisse AG/Nassau        7.25     9/19/2016    EUR   42.23
Leonteq Securities AG/Guern    6.00    11/28/2016    CHF   67.94
Credit Suisse AG/London        7.25     4/21/2016    EUR   66.86
Municipality Finance PLC       0.50    12/15/2020    BRL   55.17
Vontobel Financial Products    8.50    12/23/2016    EUR   57.97
Heta Asset Resolution AG       4.38     1/24/2017    EUR   69.00
Leonteq Securities AG         12.00    12/14/2016    CHF   71.02
Vontobel Financial Products    8.35    12/23/2016    EUR   62.48
Soyuz AKB OAO                 14.50     6/11/2020    RUB   61.00
DZ Bank AG Deutsche Zentral    4.00     9/23/2020    EUR   73.87
Credit Suisse AG/London        6.25     3/29/2016    CHF   53.45
Lehman Brothers Treasury Co    8.88     1/28/2011    HKD   14.00
Lehman Brothers Treasury Co    4.05     9/16/2008    EUR    3.11
Societe Generale SA            9.00     4/29/2016    CHF   51.80
Boomerang SA                   9.70     3/28/2016    PLN   70.00
Cerruti Finance SA             6.50     7/26/2004    EUR    1.56
Efesk Group                   13.25     6/14/2016    RUB    5.15
Immigon Portfolioabbau AG      3.09    10/15/2020    EUR   64.38
ECA                            2.50      1/1/2018    EUR   11.30
UniCredit Bank AG              4.00     2/25/2019    EUR   74.07
Driver & Bengsch AG            8.50    12/31/2027    EUR    0.00
Lehman Brothers Treasury Co   18.25     10/2/2008    USD    3.11
BKZ Finance OAO               17.00    12/20/2019    RUB   65.97
Notenstein La Roche Private    7.10     5/30/2016    CHF   48.22
UniCredit Bank AG              5.50      8/1/2016    EUR   51.42
Credit Suisse AG/Nassau        6.38     6/20/2016    CHF   67.98
Credit Suisse AG/Nassau        8.50     2/29/2016    USD   42.17
UBS AG/London                  8.99      6/3/2016    USD    2.54
Svensk Exportkredit AB         0.50     8/28/2018    BRL   71.47
HSBC Bank PLC                  0.50    12/22/2025    BRL   31.76
Raiffeisen Centrobank AG       6.70     3/13/2017    EUR   48.85
MirLand Development Corp PL    6.50     9/30/2019    ILS   15.00
Bank J Safra Sarasin AG/Gue    8.30     2/17/2016    CHF   57.05
Banque Cantonale Vaudoise/G    8.20      3/3/2016    EUR   53.03
Zurcher Kantonalbank Financ    3.00      3/7/2016    CHF   43.12
UniCredit Bank AG              4.00     3/21/2017    EUR   66.18
BNP Paribas Emissions- und     5.30     3/29/2024    EUR   72.45
Credit Suisse AG/Nassau       14.00     5/12/2016    USD   49.81
Credit Suisse AG/London        5.00      6/6/2016    CHF   73.84
Leonteq Securities AG          8.20     1/16/2017    CHF   70.95
SG Issuer SA                   6.50     1/10/2020    EUR   73.69
Univer Capital LLC            12.00      3/6/2019    RUB   65.97
Credit Suisse AG/London        6.25     5/29/2017    CHF   74.45
Leonteq Securities AG         20.00     3/15/2016    CHF   59.15
ING Bank NV                    5.05     10/7/2024    EUR   49.86
BNP Paribas SA                 0.50      5/6/2021    MXN   73.07
Bank Julius Baer & Co Ltd/G    7.76     3/24/2016    CHF   47.35
Vontobel Financial Products   20.00     6/24/2016    EUR   45.19
Vontobel Financial Products   11.00     4/22/2016    EUR   47.47
Credit Suisse AG/Nassau        5.13      4/3/2018    CHF   61.64
BNP Paribas Emissions- und    12.00     3/24/2016    EUR   70.19
Zurcher Kantonalbank Financ    4.06     7/20/2018    CHF   74.95
LBBW                           3.50     7/28/2017    EUR   70.70
LBBW                           4.80     6/23/2017    EUR   68.41
UBS AG/London                  7.50     7/24/2017    EUR   68.90
Getin Noble Bank SA/old        4.79      6/5/2020    PLN   70.12
UBS AG/London                  8.00     5/26/2017    EUR   59.38
MirLand Development Corp PL    7.21     5/31/2020    ILS   22.00
LBBW                           4.00     4/22/2016    EUR   49.97
Probanka dd                    1.36                  EUR   48.75
Lehman Brothers Treasury Co    5.25      4/1/2023    EUR    3.11
Goldman Sachs International    0.67      6/8/2020    GBP   74.00
Leonteq Securities AG/Guern    8.76     7/21/2016    USD   50.57
BNP Paribas Emissions- und     2.65     6/30/2022    EUR   63.45
Lehman Brothers Treasury Co    4.35      8/8/2016    SGD   14.00
Lehman Brothers Treasury Co    4.70     3/23/2016    EUR    3.11
Immigon Portfolioabbau AG      4.80      5/9/2025    EUR   53.88
Lehman Brothers Treasury Co    0.50    12/20/2017    AUD    3.11
Lehman Brothers Treasury Co    0.50    12/20/2017    AUD    3.11
Bank Julius Baer & Co Ltd/G   10.20      4/1/2016    USD   69.40
Nordea Bank Finland Abp        8.00     9/10/2016    SEK   70.10
HSBC Bank PLC                  0.50     12/8/2026    AUD   65.24
UBS AG/London                 24.75     3/29/2016    EUR   25.89
Bayerische Landesbank          4.00     9/16/2016    EUR   68.53
DZ Bank AG Deutsche Zentral   10.00     6/24/2016    EUR   70.05
UBS AG/London                  7.50     7/17/2017    EUR   74.45
Credit Suisse AG/Nassau        6.00     7/31/2017    CHF   72.64
JP Morgan Structured Produc    5.70     2/18/2016    EUR   53.33
Interregional Distribution    12.42     5/23/2025    RUB   74.13
Credit Suisse AG/Nassau        7.25      9/6/2016    CHF   64.58
Banque Cantonale Vaudoise/G   11.95     2/26/2016    USD   53.50
Commerzbank AG                15.00     2/25/2016    EUR   74.29
UBS AG                         8.25     3/29/2016    EUR   68.91
Deutsche Bank AG               8.50     6/21/2016    EUR   66.18
BNP Paribas SA                 0.50    12/20/2018    BRL   68.59
Leonteq Securities AG/Guern    5.00    12/12/2016    CHF   65.03
Credit Suisse AG/London       15.25     6/29/2016    USD   40.95
UBS AG/London                  3.60     8/24/2016    EUR   71.58
UBS AG/London                  3.30     8/24/2016    EUR   57.00
UBS AG/London                  9.25     12/9/2016    CHF   74.48
UniCredit Bank AG              5.00     1/20/2020    USD   72.37
Credit Suisse AG/London        7.00    11/21/2016    EUR   74.82
Credit Suisse AG/London        7.25    11/23/2016    CHF   58.29
DekaBank Deutsche Girozentr    7.80     6/30/2016    EUR   70.30
Credit Suisse AG/London        7.25     8/15/2016    EUR   66.08
Bank Julius Baer & Co Ltd/G   11.40      2/6/2017    USD   56.30
Bank Julius Baer & Co Ltd/G   11.00     2/14/2017    USD   56.75
Zurcher Kantonalbank Financ   14.50     3/16/2016    EUR   58.99
LBBW                           2.90     8/26/2016    EUR   68.79
UBS AG/London                  8.00     8/26/2016    CHF   40.90
Raiffeisen-Landesbank Tirol    5.00      9/2/2024    EUR   70.89
UBS AG/London                  5.75      6/6/2017    CHF   73.21
DZ Bank AG Deutsche Zentral    8.00     3/29/2016    EUR   61.55
UBS AG/Jersey                  6.24     3/29/2016    EUR   66.50
Heta Asset Resolution AG       0.69     9/20/2017    EUR   30.28
LBBW                           2.50     2/24/2017    EUR   62.08
LBBW                           4.50     6/24/2016    EUR   70.80
Credit Suisse AG/Nassau        6.25    10/31/2016    EUR   44.54
Societe Generale SA           12.50     4/29/2016    USD   46.60
Deutsche Bank AG               7.50     3/22/2016    EUR   71.84
Societe Generale SA            0.52     5/20/2016    USD   36.36
DZ Bank AG Deutsche Zentral    4.00     5/20/2016    EUR   51.80
PKVIT OOO                     11.00    10/14/2020    RUB   64.00
Bank Julius Baer & Co Ltd/G    7.80    10/14/2016    CHF   50.40
Credit Suisse AG/Nassau        7.00      3/9/2016    CHF   51.18
Freshwater Finance PLC         6.18     4/20/2035    GBP   58.00
Municipality Finance PLC       0.25     6/28/2040    CAD   29.61
Lehman Brothers Treasury Co    5.00    10/24/2008    CHF    3.11
Nutritek International Corp    8.75    12/11/2008    USD    2.00
Lehman Brothers Treasury Co    2.50     11/9/2011    CHF    3.11
Lehman Brothers Treasury Co    8.00    12/31/2010    USD    3.11
Lehman Brothers Treasury Co    7.00     2/15/2010    CHF    3.11
Barclays Bank PLC              2.50      3/7/2017    EUR   47.32
Landesbank Hessen-Thueringe    3.85     8/10/2016    EUR   73.90
Notenstein La Roche Private    4.80     1/24/2018    CHF   72.08
Goldman Sachs & Co Wertpapi    9.00     2/24/2016    EUR   63.77
Credit Suisse AG/Nassau        7.50      6/9/2017    EUR   73.97
Lehman Brothers Treasury Co   10.00     5/22/2009    USD    3.11
Zurcher Kantonalbank Financ    9.40     9/19/2016    CHF   63.76
Notenstein La Roche Private    4.00     3/13/2018    CHF   67.83
Immigon Portfolioabbau AG      5.20      4/1/2020    EUR   74.13
Leonteq Securities AG          7.60      7/6/2016    CHF   68.65
Leonteq Securities AG/Guern   10.00     5/17/2016    EUR   59.96
Credit Suisse AG/Nassau       12.20      6/3/2016    EUR   52.86
Credit Suisse AG/Nassau       10.20     4/14/2016    EUR   66.97
DekaBank Deutsche Girozentr   11.45     2/25/2016    EUR   66.64
Municipality Finance PLC       0.50     4/26/2022    ZAR   54.70
Municipality Finance PLC       0.50    12/14/2018    TRY   73.89
Credit Suisse AG/London        7.00     9/21/2016    CHF   74.39
Bank Julius Baer & Co Ltd/G    6.50     9/23/2016    EUR   74.95
Leonteq Securities AG         13.20     9/28/2016    EUR   62.41
Melhus Sparebank               2.70     9/16/2024    NOK   70.47
UBS AG/London                  6.50      8/5/2016    CHF   54.55
Goldman Sachs & Co Wertpapi    3.00     3/23/2016    EUR   69.97
Notenstein Finance Guernsey    9.36      9/7/2017    CHF   69.31
UBS AG/London                 10.00      9/2/2016    USD   70.27
Credit Suisse AG/Nassau        7.00     8/25/2016    CHF   48.35
Svensk Exportkredit AB         0.50     8/29/2029    AUD   71.42
BNP Paribas Emissions- und     2.10    12/30/2020    EUR   70.89
Leonteq Securities AG         12.60     9/15/2016    EUR   72.41
Zurcher Kantonalbank Financ    5.35     6/10/2016    CHF   70.81
Credit Suisse AG/London        7.50    12/22/2016    USD   65.68
Credit Suisse AG/Nassau        7.25     7/13/2017    CHF   64.98
Notenstein La Roche Private    8.16     3/16/2016    CHF   68.13
Landesbank Hessen-Thueringe    4.00     4/15/2016    EUR   71.50
Bank Julius Baer & Co Ltd/G    7.05     3/14/2016    CHF   52.25
Bank Julius Baer & Co Ltd/G    5.25     3/31/2016    EUR   58.35
Bayerische Landesbank          3.70     11/4/2016    EUR   57.57
Credit Suisse AG/Nassau        6.25    10/10/2016    EUR   59.77
Deutsche Bank AG               5.20     3/22/2016    EUR   59.00
Deutsche Bank AG               5.20     3/22/2016    EUR   38.50
UBS AG/London                 11.25      4/1/2016    CHF   56.92
Leonteq Securities AG         10.00    10/13/2016    EUR   72.48
UBS AG/London                  7.50      7/3/2017    EUR   49.58
Notenstein La Roche Private    9.00      1/6/2017    CHF   54.92
Lehman Brothers Treasury Co    4.05     9/16/2008    EUR    3.11
DekaBank Deutsche Girozentr    3.00    10/12/2020    EUR   74.41
Credit Suisse AG/London        6.25     4/14/2016    CHF   52.69
Credit Suisse AG/Nassau        6.50    10/28/2016    EUR   74.10
LBBW                           2.50     7/28/2017    EUR   58.72
Leonteq Securities AG          9.20      5/5/2017    USD   65.58
Bank Julius Baer & Co Ltd/G   13.70     5/13/2016    USD   31.40
Goldman Sachs & Co Wertpapi    6.00     8/24/2016    EUR   69.08
Goldman Sachs & Co Wertpapi    4.00     8/24/2016    EUR   62.69
Goldman Sachs & Co Wertpapi    4.00     8/24/2016    EUR   52.62
DZ Bank AG Deutsche Zentral   15.25     6/24/2016    EUR   72.91
Ipotechny Agent KM OOO         0.37     6/30/2022    RUB   49.18
Bank Julius Baer & Co Ltd/G    9.00    10/21/2016    USD   74.05
Zurcher Kantonalbank Financ   10.90      6/3/2016    CHF   59.07
Bank J Safra Sarasin AG/Gue    8.00      5/4/2017    CHF   59.35
Vontobel Financial Products    6.00     5/27/2016    EUR   28.99
Credit Suisse AG/Nassau        8.00    11/21/2016    EUR   47.59
Credit Suisse AG/Nassau        8.25     5/20/2016    USD   45.36
WGZ-Bank AG Westdeutsche Ge    5.75     6/22/2016    EUR   69.25
Vontobel Financial Products    9.00     9/23/2016    EUR   74.89
Leonteq Securities AG         14.00     11/4/2016    EUR   70.15
Lehman Brothers Treasury Co    2.30     4/28/2014    JPY    3.11
DZ Bank AG Deutsche Zentral    5.25     6/24/2016    EUR   72.93
Lehman Brothers Treasury Co    0.50      8/1/2020    EUR    4.30
Municipiul Timisoara           1.03     5/15/2026    RON   64.20
Leonteq Securities AG/Guern    8.04     8/29/2016    EUR   66.93
Leonteq Securities AG/Guern    5.99     9/11/2017    EUR   46.82
Credit Suisse AG/Nassau        5.50     6/13/2016    CHF   45.03
DekaBank Deutsche Girozentr    3.00      5/4/2018    EUR   63.83
DEIKON GmbH                    1.00      7/1/2016    EUR   17.50
Lehman Brothers Treasury Co    5.75     6/15/2009    CHF    3.11
UniCredit Bank AG              4.80     3/24/2016    EUR   73.63
Lehman Brothers Treasury Co    1.68      3/5/2015    EUR    3.11
Lehman Brothers Treasury Co    6.00    12/30/2017    EUR    3.11
ECM Real Estate Investments    5.00     10/9/2011    EUR   10.38
Leonteq Securities AG         10.94      4/7/2016    USD   66.16
Lehman Brothers Treasury Co    4.00    10/12/2010    USD    3.11
Ipotechny Agent Uralsib 3 O    3.00    10/15/2047    RUB   30.24
Svensk Exportkredit AB         0.50     3/15/2022    ZAR   55.38
Banque Cantonale Vaudoise      4.50      6/3/2016    CHF   72.35
UBS AG/London                  5.00    12/23/2016    EUR   68.64
Credit Suisse AG/Nassau        7.25     2/22/2016    CHF   70.91
Goldman Sachs & Co Wertpapi    5.00     8/24/2016    EUR   63.21
Credit Suisse AG/Nassau        7.00     1/23/2017    EUR   69.21
UniCredit Bank AG              4.00     6/23/2016    EUR   57.99
Vontobel Financial Products    9.00     2/26/2016    EUR   72.48
Leonteq Securities AG         10.20     2/17/2016    USD   64.43
DekaBank Deutsche Girozentr    2.75      2/2/2018    EUR   51.56
DZ Bank AG Deutsche Zentral    5.90     6/20/2016    EUR   74.39
EFG International Finance G    7.20     2/25/2019    EUR   27.39
Credit Suisse AG/Nassau        8.00     9/16/2016    EUR   67.25
UniCredit Bank AG              4.40     9/19/2018    EUR   66.17
Bayerische Landesbank          3.70      6/3/2016    EUR   50.79
Zurcher Kantonalbank Financ    4.26     12/9/2016    CHF   64.63
UniCredit Bank AG              4.25     6/24/2016    EUR   38.70
DekaBank Deutsche Girozentr   11.85     2/25/2016    EUR   68.64
Commerzbank AG                 7.00    12/22/2016    EUR   67.45
Lehman Brothers Treasury Co   11.00     6/29/2009    EUR    3.11
Lloyds Bank PLC                0.50     4/24/2019    BRL   67.17
UniCredit Bank AG              5.00     6/16/2016    EUR   51.74
Credit Suisse AG/Nassau        9.25     9/26/2016    EUR   59.92
Vontobel Financial Products    6.00    12/23/2016    EUR   64.48
Deutsche Bank AG               6.50     3/22/2016    EUR   74.62
Zurcher Kantonalbank Financ   10.03     9/30/2016    CHF   71.85
Banque Cantonale Vaudoise/G   16.90     8/19/2016    EUR   64.49
Leonteq Securities AG          5.60     9/11/2017    CHF   53.44
Bank Julius Baer & Co Ltd/G   10.40     9/15/2016    CHF   69.00
Societe Generale SA            7.20      3/2/2016    EUR   54.69
Lehman Brothers Treasury Co    4.00    11/24/2016    EUR    3.11
Russian Railways JSC          16.00     5/29/2035    RUB   12.60
Nordea Bank Finland Abp        5.72     7/20/2020    SEK   72.75
Banca Popolare di Vicenza      2.83     7/31/2019    EUR   74.63
Svensk Exportkredit AB         0.50     6/26/2019    TRY   68.97
Leonteq Securities AG         16.40     9/15/2016    CHF   45.11
UBS AG/London                  9.25     6/10/2016    CHF   42.22
SU-155 KAPITAL OOO            13.25     2/23/2016    RUB    1.52
Raiffeisen Centrobank AG       6.13     3/30/2017    EUR   74.82
Zurcher Kantonalbank Financ    8.68     9/23/2016    EUR   74.55
Credit Suisse AG/Nassau        5.00     3/27/2017    CHF   70.65
Credit Suisse AG/London        7.00     3/28/2016    USD   70.81
Bank Julius Baer & Co Ltd/G    8.80     3/24/2016    EUR   57.60
Credit Suisse AG/London        4.00     10/3/2016    CHF   71.96
Societe Generale Effekten G   10.12    10/10/2016    EUR   72.04
Credit Suisse AG/London        5.00     6/30/2016    EUR   71.63
Notenstein La Roche Private    4.00      4/6/2016    CHF   69.79
Vontobel Financial Products    4.45      9/9/2016    EUR   67.57
Bank Nederlandse Gemeenten     0.50     5/12/2021    ZAR   62.37
Hypo Tirol Bank AG             0.02      6/1/2033    EUR   68.22
LBBW                           5.00     8/26/2016    EUR   40.04
Credit Suisse AG/London        5.00     8/10/2016    CHF   68.73
Credit Suisse AG/London        7.50     4/25/2016    CHF   54.29
LBBW                           3.00     4/29/2019    EUR   66.58
Notenstein La Roche Private    5.52    10/24/2016    EUR   72.81
Credit Suisse AG/Nassau        9.75     4/27/2016    EUR   69.42
Bank Julius Baer & Co Ltd/G   11.00     5/13/2016    EUR   66.05
Deutsche Bank AG               7.50     3/22/2016    EUR   74.42
Deutsche Bank AG               5.50     9/20/2016    EUR   71.09
Deutsche Bank AG               5.50    12/20/2016    EUR   69.85
UBS AG/London                 10.00     7/22/2016    USD   59.35
UBS AG/London                  4.75     3/24/2017    EUR   74.53
Bank Julius Baer & Co Ltd/G    7.50     9/30/2016    EUR   58.00
UBS AG/London                  7.00     5/22/2017    CHF   42.19
DekaBank Deutsche Girozentr    5.60    11/21/2016    EUR   68.57
Bank Julius Baer & Co Ltd/G    5.60      5/9/2016    USD   70.80
HSBC Trinkaus & Burkhardt A    9.00     6/24/2016    EUR   69.42
Leonteq Securities AG         15.80     5/11/2016    CHF   64.47
Vontobel Financial Products    9.75     3/29/2016    EUR   69.18
WGZ-Bank AG Westdeutsche Ge    5.00     3/15/2016    EUR   61.79
Leonteq Securities AG          9.00     5/18/2016    CHF   49.52
EFG International Finance G    6.26      5/7/2018    EUR   69.39
Landesbank Hessen-Thueringe    3.80     9/12/2016    EUR   70.30
Zurcher Kantonalbank Financ    7.04     5/20/2016    EUR   66.08
HSBC Bank PLC                  0.50    10/30/2026    NZD   63.96
UBS AG                         6.50    11/25/2016    EUR   65.66
BNP Paribas Emissions- und     7.00    12/22/2016    EUR   35.60
Svensk Exportkredit AB         0.50     6/20/2029    AUD   68.66
Bank Nederlandse Gemeenten     0.50     6/22/2021    ZAR   60.41
Credit Suisse AG/Nassau        6.00    12/12/2016    CHF   69.54
LBBW                           9.35     9/23/2016    EUR   61.31
SAir Group                     2.75     7/30/2004    CHF   11.13
Lehman Brothers Treasury Co    6.70     4/21/2011    USD    3.11
Agentstvo po Ipotechnomu Zh    9.91     11/1/2032    RUB   22.26
Lehman Brothers Treasury Co    0.75     3/29/2012    EUR    3.11
Lehman Brothers Treasury Co    3.50     9/29/2017    EUR    3.11
Lehman Brothers Treasury Co    3.50     9/19/2017    EUR    3.11
UniCredit Bank AG              2.51     7/20/2022    EUR   65.47
Deutsche Bank AG               5.20     3/23/2016    EUR   49.86
Deutsche Bank AG               6.20     3/23/2016    EUR   60.53
Lehman Brothers Treasury Co    6.00     5/23/2018    CZK    3.11
Lehman Brothers Treasury Co    8.00    10/23/2008    USD    3.11
Lehman Brothers Treasury Co    4.60    10/11/2017    ILS   14.00
Lehman Brothers Treasury Co   12.22    11/21/2017    USD    3.11
Lehman Brothers Treasury Co   13.00     2/16/2009    CHF    3.11
WGZ-Bank AG Westdeutsche Ge    5.00     6/10/2016    EUR   62.33
Norddeutsche Landesbank Gir    3.00      5/6/2016    EUR   55.86
Barclays Bank PLC              8.10     4/15/2016    USD   56.50
Lehman Brothers Treasury Co    2.50     8/23/2012    GBP    3.11
Sparebanken Din                2.40                  NOK   74.38
Central European Estates BV    7.80     4/10/2016    ILS    7.00
EFG International Finance G   12.86    10/30/2017    EUR   24.71
Ipotechny Agent AK Bars        3.00     5/10/2047    RUB   53.29
Banca Popolare di Vicenza      1.60      1/9/2020    EUR   67.88
Kerdos Group SA                8.00     5/31/2016    PLN   75.00
Notenstein La Roche Private    6.50      7/2/2018    USD   57.58
UBS AG                         2.75     8/18/2016    USD    5.49
Bank J Safra Sarasin AG/Gue    9.60    10/17/2016    CHF   63.08
DekaBank Deutsche Girozentr    6.00     6/15/2016    EUR   73.93
Leonteq Securities AG          9.20     7/20/2016    CHF   73.38
Commerzbank AG                 4.60      4/7/2016    EUR   50.39
Credit Suisse AG/Nassau        8.00     7/20/2016    EUR   70.76
Leonteq Securities AG          6.20     7/24/2018    CHF   67.33
Bank UralSib PJSC             14.00     8/25/2017    RUB   61.30
Commerzbank AG                 1.00    11/28/2016    EUR   33.96
Leonteq Securities AG         10.00    12/14/2016    EUR   67.47
DZ Bank AG Deutsche Zentral    4.00     12/7/2016    EUR   73.30
Windreich GmbH                 6.75      3/1/2015    EUR   10.88
Leonteq Securities AG/Guern    8.16     4/14/2016    EUR   71.02
Goldman Sachs International    0.67     4/24/2020    GBP   72.63
Credit Suisse AG/Nassau        5.25     5/14/2018    CHF   70.82
Notenstein La Roche Private    6.60     5/19/2016    CHF   60.22
HSBC Trinkaus & Burkhardt A    5.00     1/30/2018    EUR   52.45
BNP Paribas Emissions- und     3.50     3/24/2016    EUR   61.89
Deutsche Bank AG               4.20     6/21/2016    EUR   60.20
Deutsche Bank AG               4.20     6/21/2016    EUR   66.10
Credit Suisse AG/Nassau        9.00     8/11/2016    USD   69.72
Leonteq Securities AG/Guern    6.00     1/30/2017    USD   65.42
Vontobel Financial Products    8.00     2/26/2016    EUR   67.16
Erste Group Bank AG            6.50     2/27/2016    EUR   64.55
Norddeutsche Landesbank Gir    4.75      6/3/2016    EUR   61.05
Credit Suisse AG/London        8.00     2/18/2016    EUR   65.43
Leonteq Securities AG          5.20     2/20/2019    CHF   72.58
Kerdos Group SA                8.00      3/9/2018    PLN   49.00
Lehman Brothers Treasury Co   23.30     9/16/2008    USD    3.11
Lehman Brothers Treasury Co    3.00      6/3/2010    EUR    3.11
Lehman Brothers Treasury Co    5.00    11/22/2012    EUR    3.11
Dayli Polska Sp zoo            8.50      9/5/2016    PLN   20.01
Commerzbank AG                 4.75     2/25/2016    EUR   74.72
LBBW                           3.52     2/26/2016    EUR   52.70
Credit Suisse AG/London        6.10     3/16/2016    CHF   73.86
EFG International Finance G    6.48     5/29/2018    EUR    8.58
UBS AG                        17.50     3/29/2016    EUR   51.86
UBS AG                        15.75     3/29/2016    EUR   73.50
Immigon Portfolioabbau AG      4.20     2/22/2033    EUR   36.13
Notenstein Finance Guernsey    7.20     2/25/2016    CHF   71.46
UBS AG/London                 24.50     9/23/2016    EUR   65.66
DekaBank Deutsche Girozentr   10.50      4/1/2016    EUR   64.48
Credit Suisse AG/Nassau        8.13     6/24/2016    EUR   72.23
Leonteq Securities AG          3.00     9/19/2019    CHF   56.41
Oravita City Council           2.61     6/15/2027    RON   72.00
Banque Cantonale Vaudoise/G    7.50     2/17/2016    EUR   50.04
Deutsche Bank AG               6.50     3/22/2016    EUR   71.74
HSBC Bank PLC                  0.50    11/25/2025    BRL   32.02
Leonteq Securities AG         10.20    11/30/2016    CHF   63.11
Leonteq Securities AG         20.00     9/21/2016    CHF   59.36
Notenstein La Roche Private    7.20      2/7/2017    CHF   65.60
Credit Suisse AG/London       19.60     9/22/2016    USD   54.00
Credit Suisse AG/London        8.00     2/22/2016    USD   68.48
LBBW                           3.00     9/25/2020    EUR   74.31
LBBW                           3.00     9/27/2019    EUR   68.59
Commerzbank AG                 7.25     8/25/2016    EUR   74.65
Lehman Brothers Treasury Co    2.50    12/15/2011    GBP    3.11
Bank Julius Baer & Co Ltd/G    4.60     9/16/2016    CHF   74.00
DekaBank Deutsche Girozentr    2.70    10/12/2020    EUR   73.39
Leonteq Securities AG         14.80    11/23/2016    CHF   73.43
Barclays Bank PLC              0.50     1/28/2033    MXN   32.78
Zapsibcombank PAO             14.85    12/12/2019    RUB   70.00
Credit Suisse AG/Nassau        6.38     6/12/2017    EUR   49.08
UBS AG                         9.50     6/24/2016    EUR   68.25
Societe Generale Effekten G   10.85    10/10/2016    EUR   26.53
Deutsche Bank AG               4.40     6/27/2016    EUR   51.90
Societe Generale SA            0.50      4/3/2023    RUB   49.19
Ipotechniy Agent Fora          8.75      6/5/2045    RUB   58.00
Notenstein La Roche Private    3.00     3/27/2018    CHF   73.73
HSBC Trinkaus & Burkhardt A    6.40     6/24/2016    EUR   67.51
UBS AG/London                  2.60      9/9/2016    EUR   69.05
Landesbank Hessen-Thueringe    4.75     4/15/2016    EUR   65.30
Vontobel Financial Products    8.00     4/22/2016    EUR   47.45
Leonteq Securities AG          8.00     3/31/2017    CHF   65.12
Leonteq Securities AG          4.75     3/30/2016    CHF   65.95
Credit Suisse AG/Nassau        7.00     10/3/2016    CHF   59.01
EFG International Finance G    9.10     3/23/2016    USD   38.15
Leonteq Securities AG          5.00      4/9/2019    CHF   66.42
Kommunalbanken AS              0.50     11/8/2018    BRL   71.41
UniCredit Bank AG              4.00     6/24/2016    EUR   59.53
UBS AG/London                  4.20     3/11/2016    EUR   74.96
Credit Suisse AG/Nassau        6.25    10/17/2016    EUR   40.51
Immigon Portfolioabbau AG      2.00     4/24/2020    EUR   63.75
UBS AG/London                  7.00     6/26/2017    EUR   51.88
Goldman Sachs & Co Wertpapi    4.00     6/21/2017    EUR   62.38
LBI HF                         5.08      3/1/2013    ISK    8.50
Credit Suisse AG/Nassau        5.50      8/3/2017    EUR   54.82
LBBW                           2.50     1/25/2019    EUR   61.23
Leonteq Securities AG         12.40      5/6/2016    CHF   36.64
Credit Suisse AG/London        6.25     11/8/2016    EUR   71.05
DZ Bank AG Deutsche Zentral    7.30     9/19/2016    EUR   67.72
HSBC Bank PLC                  0.50    12/20/2018    RUB   74.21
Leonteq Securities AG          9.92     5/29/2017    EUR   54.92
Societe Generale SA            8.88      6/1/2017    USD   67.65
Cooperatieve Rabobank UA       0.50     8/21/2028    MXN   46.14
EFG International Finance G    7.19      5/6/2019    EUR   28.25
Credit Suisse AG/London        6.25     5/26/2017    CHF   64.18
Credit Suisse AG/Nassau        8.05     9/27/2016    CHF   36.63
Haltdalen Sparebank            2.42                  NOK   57.95
Nesset Sparebank               2.47                  NOK   57.32
Lehman Brothers Treasury Co    4.82    12/18/2036    EUR    3.11
Leonteq Securities AG         11.00      1/9/2017    EUR   53.75
Credit Suisse AG/Nassau        7.13      3/9/2016    CHF   70.12
Credit Suisse AG/Nassau        7.38     3/18/2016    CHF   66.13
Credit Suisse AG/Nassau        7.30     3/10/2016    CHF   63.62
Goldman Sachs & Co Wertpapi    4.00     3/23/2016    EUR   56.86
LBBW                           3.25     1/26/2018    EUR   60.22
Bank Julius Baer & Co Ltd/G    2.90     1/17/2019    USD   74.10
Nordea Bank Finland Abp        3.70     1/20/2020    SEK   70.75
SG Issuer SA                   4.66     7/10/2020    SEK   64.12
Lehman Brothers Treasury Co   13.50    11/28/2008    USD    3.11
Lehman Brothers Treasury Co   10.00      8/2/2037    JPY    3.11
Raiffeisen Centrobank AG       2.40    12/19/2016    EUR   37.83
Bayerische Landesbank          5.00    12/19/2016    EUR   72.82
Banca Popolare di Vicenza      1.60     1/16/2020    EUR   69.00
Landesbank Hessen-Thueringe    3.45      7/7/2016    EUR   58.20
Credit Suisse AG/Nassau        6.50     7/15/2016    CHF   69.82
Bank Julius Baer & Co Ltd/G    1.85     9/23/2019    USD   73.30
UniCredit Bank AG              5.00      8/8/2016    EUR   74.39
Credit Suisse AG/Nassau        8.00      3/1/2016    CHF   70.31
Barclays Bank PLC             11.00     5/31/2016    USD    4.24
Bank Julius Baer & Co Ltd/G    5.75     7/22/2016    EUR   73.50
Landesbank Hessen-Thueringe    4.75    11/10/2016    EUR   70.80
Vontobel Financial Products    5.00      2/6/2017    EUR   59.05
Credit Suisse AG/Nassau        5.25     1/17/2017    CHF   72.81
Credit Suisse AG/Nassau        6.50     7/21/2016    CHF   69.42
Leonteq Securities AG          7.00     7/28/2017    CHF   66.22
Credit Suisse AG/Nassau        8.00     7/18/2016    EUR   48.69
UBS AG                         9.50     9/23/2016    EUR   70.54
Credit Suisse AG/Nassau        7.00     5/13/2016    CHF   71.53
BNP Paribas Emissions- und     5.40     2/25/2016    EUR   47.03
Landesbank Hessen-Thueringe    3.60     6/13/2016    EUR   48.50
Lehman Brothers Treasury Co    5.50     6/22/2010    USD   16.25
Strommen Sparebank             2.37                  NOK   39.92
Credit Suisse AG/Nassau        7.00      9/5/2016    EUR   44.83
Societe Generale Effekten G    6.87      7/7/2016    EUR   58.75
EFG International Finance G    7.20     2/25/2019    EUR   45.80
LBBW                           4.00     7/22/2016    EUR   61.38
Raiffeisen Centrobank AG       7.37     3/22/2017    EUR   74.42
Credit Suisse AG/Nassau        7.00     5/10/2016    CHF   51.54
Zurcher Kantonalbank Financ   11.60    10/31/2016    CHF   65.01
Immigon Portfolioabbau AG      0.89      3/1/2021    EUR   54.63
Bank Julius Baer & Co Ltd/G    9.90    11/11/2016    USD   58.45
Commerzbank AG                 3.00     9/15/2016    EUR   69.09
UBS AG/London                  8.25     8/19/2016    CHF   38.13
Bank Julius Baer & Co Ltd/G    6.60     8/26/2016    EUR   68.45
Lehman Brothers Treasury Co    7.50      5/2/2017    EUR    3.11
Credit Suisse AG/Nassau        8.75      9/9/2016    EUR   61.83
Lehman Brothers Treasury Co    4.69     2/19/2017    EUR    3.11
Leonteq Securities AG         10.40    11/14/2016    EUR   59.69
DekaBank Deutsche Girozentr    5.50     7/22/2016    EUR   68.55
UBS AG/London                  8.25      8/7/2017    EUR   56.77
Lehman Brothers Treasury Co    3.20     3/19/2018    JPY    3.11
Lehman Brothers Treasury Co    1.28     11/6/2010    JPY   14.00
Credit Suisse AG/Nassau        8.00     2/21/2017    EUR   73.99
Credit Suisse AG/Nassau        6.00     8/28/2017    CHF   71.16
UBS AG/London                  9.50    11/13/2017    EUR   74.37
Ipotechny Agent Moskovsky      7.00     9/17/2028    RUB   62.25
UWC Finance                   15.50     9/10/2019    RUB   65.97
BNP Paribas SA                 0.50     9/29/2029    AUD   57.54
HSBC Bank PLC                  0.50     2/21/2019    BRL   70.44
DZ Bank AG Deutsche Zentral    9.25     6/24/2016    EUR   70.15
Deutsche Bank AG               5.20    12/20/2016    EUR   58.90
Commerzbank AG                 5.80     10/8/2017    EUR   64.15
DekaBank Deutsche Girozentr    3.73     2/26/2016    EUR   71.40
Leonteq Securities AG          3.50     4/10/2018    EUR   45.85
Vontobel Financial Products    9.00     4/22/2016    EUR   61.14
Vontobel Financial Products    7.35    12/23/2016    EUR   62.63
Societe Generale Effekten G    4.62     3/29/2016    EUR   71.19
Societe Generale Effekten G    7.17    10/10/2016    EUR   69.60
UBS AG/London                  3.90     12/9/2016    EUR   62.53
Deutsche Bank AG               4.50     6/21/2016    EUR   66.20
Commerzbank AG                 7.00     7/21/2016    EUR   67.44
Goldman Sachs & Co Wertpapi   15.00     9/21/2016    EUR   70.60
Credit Suisse AG/Nassau        7.25    11/11/2016    CHF   66.16
LBBW                           2.60     8/23/2019    EUR   64.58
LBBW                           2.60     8/23/2019    EUR   64.65
Commerzbank AG                 8.25    12/22/2016    EUR   73.83
Vontobel Financial Products   11.50    12/23/2016    EUR   67.64
Vontobel Financial Products    9.50    12/23/2016    EUR   65.75
Deutsche Bank AG               8.20     5/25/2016    EUR   61.40
Deutsche Bank AG               5.20     5/25/2016    EUR   62.70
Credit Suisse AG/Nassau        3.50     6/12/2017    CHF   66.85
LBBW                           4.50     6/24/2016    EUR   62.20
DZ Bank AG Deutsche Zentral    6.30     4/20/2016    EUR   74.56
Vontobel Financial Products   10.00     9/23/2016    EUR   68.58
Vontobel Financial Products    8.00     9/23/2016    EUR   73.77
Leonteq Securities AG         13.00     11/4/2016    CHF   70.92
DZ Bank AG Deutsche Zentral    8.90    12/29/2016    EUR   71.97
DekaBank Deutsche Girozentr    9.80    12/22/2016    EUR   66.18
Lehman Brothers Treasury Co    4.10     5/20/2009    USD    3.11
Lehman Brothers Treasury Co    3.82    10/20/2009    USD    3.11
Lehman Brothers Treasury Co    1.95     11/4/2013    EUR    3.11
KPNQwest NV                    8.88      2/1/2008    EUR    0.53
Credit Suisse AG/Nassau        5.38     10/9/2017    CHF   62.54
HSBC Trinkaus & Burkhardt A    8.20     6/24/2016    EUR   72.85
Steiermaerkische Bank und S    1.25                  EUR   45.16
BNP Paribas Emissions- und     3.45     6/30/2022    EUR   66.29
Banque Cantonale Vaudoise/G    8.40     2/29/2016    EUR   67.20
Leonteq Securities AG/Guern    9.07      5/3/2016    GBP   60.04
Lehman Brothers Treasury Co    4.25     3/13/2021    EUR    3.11
Bank Julius Baer & Co Ltd/G    6.50     12/2/2016    EUR   70.85
Landesbank Hessen-Thueringe    8.75      2/6/2020    EUR   73.61
Immigon Portfolioabbau AG      3.50     5/23/2022    EUR   55.63
Lehman Brothers Treasury Co    7.00    10/22/2010    EUR    3.11
Lehman Brothers Treasury Co    6.00    10/30/2012    USD    3.11
TransFin-M PAO                14.00     2/21/2017    RUB   65.97
Business-Consulting OAO       17.50    12/20/2019    RUB   65.97
Banque Cantonale Vaudoise/G    3.50     6/12/2017    USD   57.61
UBS AG/London                  5.00    12/22/2017    EUR   72.34
Goldman Sachs & Co Wertpapi    7.00     9/20/2017    EUR   74.61
Credit Suisse AG/Nassau        7.25     6/14/2017    CHF   60.46
LBBW                           4.00    11/24/2017    EUR   73.05
Bank Julius Baer & Co Ltd/G    5.70      4/4/2016    EUR   70.95
HSBC Trinkaus & Burkhardt A    5.00    11/14/2016    EUR   53.39
Notenstein La Roche Private    7.25     4/22/2016    CHF   62.22
HSBC Trinkaus & Burkhardt A    6.00     12/6/2016    EUR   40.41
Banque Cantonale Vaudoise      6.40      8/5/2016    CHF   55.59
Lehman Brothers Treasury Co   16.00    10/28/2008    USD    3.11
Lehman Brothers Treasury Co   10.44    11/22/2008    CHF    3.11
Lehman Brothers Treasury Co   12.40     6/12/2009    USD    3.11
Lehman Brothers Treasury Co    5.50      7/8/2013    EUR    3.11
Lehman Brothers Treasury Co    7.75      1/3/2012    AUD    3.11
DekaBank Deutsche Girozentr    2.40     2/17/2017    EUR   73.13
HSBC Trinkaus & Burkhardt A   11.20     3/25/2016    EUR   73.80
Commerzbank AG                 4.25     2/25/2016    EUR   68.46
BNP Paribas Emissions- und     6.00    12/22/2016    EUR   69.22
Commerzbank AG                 8.00     2/25/2016    EUR   66.13
BNP Paribas Emissions- und    16.00     3/24/2016    EUR   61.50
DZ Bank AG Deutsche Zentral    6.00     3/21/2016    EUR   65.13
DZ Bank AG Deutsche Zentral    7.10     3/21/2016    EUR   68.91
Bank Julius Baer & Co Ltd/G    8.70     11/3/2016    CHF   69.60
Lehman Brothers Treasury Co    1.50      2/8/2012    CHF    3.11
HSBC Trinkaus & Burkhardt A   13.30     2/26/2016    EUR   68.68
Goldman Sachs & Co Wertpapi   25.00     5/25/2016    EUR   59.31
UBS AG/London                  5.00      8/7/2017    CHF   65.01
LBBW                           3.35     2/24/2017    EUR   63.40
Goldman Sachs & Co Wertpapi    4.00     4/20/2016    EUR   70.07
Goldman Sachs & Co Wertpapi   23.00     7/20/2016    EUR   49.81
Lehman Brothers Treasury Co    1.50    10/25/2011    EUR    3.11
Codere Finance Luxembourg S    8.25     6/15/2015    EUR   70.00
BNP Paribas Emissions- und     7.00    12/22/2016    EUR   61.68
Credit Suisse AG/Nassau        8.25      9/5/2016    CHF   68.93
Landesbank Hessen-Thueringe    4.00     5/16/2018    EUR   65.73
Societe Generale SA            0.50     5/22/2024    MXN   61.57
UniCredit Bank AG              4.00     6/23/2016    EUR   50.00
UniCredit Bank AG              4.20     6/23/2016    EUR   72.35
UniCredit Bank AG              4.40     6/23/2016    EUR   61.99
UniCredit Bank AG              6.25     6/23/2016    EUR   60.02
UniCredit Bank AG              4.60     6/23/2016    EUR   47.09
UniCredit Bank AG              4.80     6/23/2016    EUR   64.43
UniCredit Bank AG              4.75     6/23/2016    EUR   62.78
UniCredit Bank AG              4.40     6/23/2016    EUR   60.41
UniCredit Bank AG              5.75     6/23/2016    EUR   61.06
UniCredit Bank AG              4.80     6/23/2016    EUR   55.64
Credit Suisse AG/London       10.50     6/20/2016    USD   35.55
HSBC Trinkaus & Burkhardt A    6.30     6/24/2016    EUR   71.37
Vontobel Financial Products    7.55     5/27/2016    EUR   72.77
DZ Bank AG Deutsche Zentral    8.75     6/22/2016    EUR   67.81
UBS AG/London                  9.50      6/3/2016    CHF   61.77
UBS AG/London                 10.00      6/3/2016    CHF   49.20
UBS AG/London                  6.00      6/3/2016    EUR   40.43
UBS AG/London                  6.75      6/3/2016    CHF   44.67
LBBW                           3.00     6/23/2017    EUR   37.30
LBBW                           4.50     6/23/2017    EUR   37.07
LBBW                           3.50     6/23/2017    EUR   61.25
LBBW                           3.50     6/23/2017    EUR   73.08
LBBW                           4.50     6/23/2017    EUR   71.03
LBBW                           5.50     6/23/2017    EUR   69.34
LBBW                           4.50     6/23/2017    EUR   73.23
LBBW                           5.50     6/23/2017    EUR   71.66
LBBW                           2.50     6/23/2017    EUR   72.99
LBBW                           4.00     6/23/2017    EUR   69.29
LBBW                           5.50     6/23/2017    EUR   66.95
LBBW                           4.50     6/23/2017    EUR   73.43
LBBW                           5.50     6/23/2017    EUR   71.73
LBBW                           2.50     6/23/2017    EUR   66.63
LBBW                           4.00     6/23/2017    EUR   63.15
LBBW                           5.50     6/23/2017    EUR   60.96
LBBW                           2.50     6/23/2017    EUR   67.76
LBBW                           3.50     6/23/2017    EUR   65.74
LBBW                           4.50     6/23/2017    EUR   64.36
LBBW                           3.00     6/23/2017    EUR   74.49
LBBW                           3.00     6/23/2017    EUR   74.31
LBBW                           4.00     6/23/2017    EUR   71.89
LBBW                           3.00     6/23/2017    EUR   67.12
LBBW                           4.00     6/23/2017    EUR   65.11
LBBW                           2.50     2/26/2016    EUR   72.77
LBBW                           3.50     2/26/2016    EUR   70.77
LBBW                           4.50     2/26/2016    EUR   69.27
LBBW                           5.00     2/26/2016    EUR   74.74
LBBW                           3.50     2/26/2016    EUR   74.38
LBBW                           5.00     2/26/2016    EUR   71.56
LBBW                           3.00     2/26/2016    EUR   70.24
LBBW                           4.50     2/26/2016    EUR   67.27
LBBW                           6.00     2/26/2016    EUR   64.99
LBBW                           3.50     2/26/2016    EUR   74.40
LBBW                           4.50     2/26/2016    EUR   72.85
LBBW                           5.50     2/26/2016    EUR   71.21
LBBW                           3.00     2/26/2016    EUR   58.61
LBBW                           4.50     2/26/2016    EUR   56.23
LBBW                           2.50     2/26/2016    EUR   67.79
LBBW                           3.50     2/26/2016    EUR   65.83
LBBW                           4.50     2/26/2016    EUR   64.33
LBBW                           3.00     2/26/2016    EUR   74.99
LBBW                           3.00     2/26/2016    EUR   74.20
LBBW                           2.50     2/26/2016    EUR   70.24
LBBW                           3.50     2/26/2016    EUR   68.44
LBBW                           4.50     2/26/2016    EUR   66.43
LBBW                           4.50     2/26/2016    EUR   72.83
LBBW                           2.50     2/26/2016    EUR   74.03
LBBW                           3.50     2/26/2016    EUR   72.33
LBBW                           4.50     2/26/2016    EUR   70.43
LBBW                           2.50     2/26/2016    EUR   50.42
LBBW                           4.00     2/26/2016    EUR   48.20
LBBW                           2.50     2/26/2016    EUR   55.26
LBBW                           4.50     2/26/2016    EUR   52.66
LBBW                           2.50     2/26/2016    EUR   58.09
LBBW                           3.50     2/26/2016    EUR   56.39
LBBW                           4.50     2/26/2016    EUR   54.89
LBBW                           3.00     2/26/2016    EUR   72.11
LBBW                           5.00     6/23/2017    EUR   63.70
LBBW                           3.50     6/23/2017    EUR   74.42
LBBW                           3.50     6/23/2017    EUR   74.39
LBBW                           4.50     6/23/2017    EUR   72.37
LBBW                           6.00     2/26/2016    EUR   66.31
LBBW                           2.50     2/26/2016    EUR   74.74
LBBW                           3.00     2/26/2016    EUR   67.49
LBBW                           4.50     2/26/2016    EUR   64.53
LBBW                           2.50     2/26/2016    EUR   47.53
LBBW                           3.50     2/26/2016    EUR   46.01
LBBW                           4.50     2/26/2016    EUR   45.05
LBBW                           3.50     6/23/2017    EUR   74.31
LBBW                           2.50     6/23/2017    EUR   61.13
LBBW                           4.00     6/23/2017    EUR   58.32
LBBW                           5.50     6/23/2017    EUR   56.46
LBBW                           2.50     6/23/2017    EUR   74.17
LBBW                           3.50     6/23/2017    EUR   71.61
LBBW                           3.00     6/23/2017    EUR   71.76
LBBW                           2.50     6/23/2017    EUR   73.90
LBBW                           4.00     6/23/2017    EUR   69.83
LBBW                           3.00     6/23/2017    EUR   52.17
LBBW                           4.00     6/23/2017    EUR   50.66
LBBW                           5.00     6/23/2017    EUR   49.57
LBBW                           6.00     6/23/2017    EUR   48.93
Leonteq Securities AG         10.40     9/15/2016    CHF   50.99
Leonteq Securities AG         10.00     9/15/2016    CHF   73.01
Notenstein La Roche Private    4.50     6/12/2019    CHF   67.80
Notenstein La Roche Private    7.00    12/12/2016    EUR   50.22
Notenstein La Roche Private    6.40     6/12/2017    CHF   63.83
Notenstein La Roche Private    5.80    12/12/2016    CHF   73.40
Notenstein La Roche Private    5.30     6/12/2017    CHF   74.72
Notenstein La Roche Private    4.70     6/12/2018    CHF   64.93
UniCredit Bank AG              4.00    12/22/2016    EUR   64.92
UniCredit Bank AG              4.00    12/22/2016    EUR   63.49
UniCredit Bank AG              4.00    12/22/2016    EUR   44.92
UniCredit Bank AG              4.00    12/22/2016    EUR   45.74
UniCredit Bank AG              4.00    12/22/2016    EUR   72.02
UniCredit Bank AG              4.00    12/22/2016    EUR   74.07
UniCredit Bank AG              4.00    12/22/2016    EUR   67.25
UniCredit Bank AG              4.00    12/22/2016    EUR   44.52
UniCredit Bank AG              4.00    12/22/2016    EUR   55.72
UniCredit Bank AG              4.00    12/22/2016    EUR   60.76
UniCredit Bank AG              4.00    12/22/2016    EUR   62.11
UniCredit Bank AG              4.00    12/22/2016    EUR   73.96
UniCredit Bank AG              4.00    12/22/2016    EUR   69.45
UniCredit Bank AG              4.00    12/22/2016    EUR   45.34
UniCredit Bank AG              4.00    12/22/2016    EUR   65.21
UniCredit Bank AG              4.00    12/22/2016    EUR   73.49
UniCredit Bank AG              4.00    12/22/2016    EUR   73.82
UniCredit Bank AG              4.00    12/22/2016    EUR   53.34
UniCredit Bank AG              4.00    12/22/2016    EUR   59.43
UniCredit Bank AG              4.00    12/22/2016    EUR   44.14
UniCredit Bank AG              4.00    12/22/2016    EUR   46.16
UniCredit Bank AG              4.00    12/22/2016    EUR   58.26
UniCredit Bank AG              4.00    12/22/2016    EUR   70.78
UniCredit Bank AG              4.00    12/22/2016    EUR   73.32
Vontobel Financial Products    7.50     6/24/2016    EUR   65.64
Societe Generale Effekten G    6.10      7/7/2016    EUR   48.66
Commerzbank AG                 7.50     5/26/2016    EUR   67.72
Commerzbank AG                 8.25     5/26/2016    EUR   66.64
Commerzbank AG                 9.00     5/26/2016    EUR   65.62
Commerzbank AG                 9.75     5/26/2016    EUR   64.57
Commerzbank AG                10.75     5/26/2016    EUR   63.68
Commerzbank AG                 5.75     5/26/2016    EUR   65.69
Commerzbank AG                 7.25     5/26/2016    EUR   63.50
Commerzbank AG                 9.00     5/26/2016    EUR   61.58
Commerzbank AG                 6.25     5/26/2016    EUR   54.72
Commerzbank AG                 8.50     5/26/2016    EUR   52.68
Commerzbank AG                 4.75     5/26/2016    EUR   59.06
Commerzbank AG                 6.75     5/26/2016    EUR   56.63
Commerzbank AG                 8.75     5/26/2016    EUR   54.47
Commerzbank AG                 5.25     5/26/2016    EUR   69.48
Commerzbank AG                 7.75     5/26/2016    EUR   66.81
Commerzbank AG                 9.50     5/26/2016    EUR   72.93
Commerzbank AG                 6.00     5/26/2016    EUR   73.40
Commerzbank AG                 7.75     5/26/2016    EUR   70.51
Commerzbank AG                 9.75     5/26/2016    EUR   67.87
Commerzbank AG                 9.25     5/26/2016    EUR   74.60
Commerzbank AG                 6.50     5/26/2016    EUR   52.06
Commerzbank AG                 8.25     5/26/2016    EUR   50.46
Commerzbank AG                 5.75     5/26/2016    EUR   67.55
Commerzbank AG                 7.75     5/26/2016    EUR   64.84
Commerzbank AG                 5.25     5/26/2016    EUR   70.38
Commerzbank AG                 7.25     5/26/2016    EUR   67.44
Commerzbank AG                 9.25     5/26/2016    EUR   64.79
Commerzbank AG                 5.50     5/26/2016    EUR   72.64
Commerzbank AG                 6.75     5/26/2016    EUR   69.78
Commerzbank AG                 8.00     5/26/2016    EUR   67.09
Commerzbank AG                 7.50     5/26/2016    EUR   74.45
Commerzbank AG                 9.25     5/26/2016    EUR   72.18
Commerzbank AG                 7.50     5/26/2016    EUR   70.37
Commerzbank AG                 4.25     5/26/2016    EUR   34.67
Commerzbank AG                 6.00     5/26/2016    EUR   33.30
Commerzbank AG                 8.00     5/26/2016    EUR   32.22
Commerzbank AG                10.00     5/26/2016    EUR   31.26
Commerzbank AG                 5.50     5/26/2016    EUR   71.99
Commerzbank AG                 6.25     5/26/2016    EUR   70.77
Commerzbank AG                 7.25     5/26/2016    EUR   69.65
Commerzbank AG                 6.75     5/26/2016    EUR   74.72
Commerzbank AG                 8.25     5/26/2016    EUR   72.21
Commerzbank AG                10.00     5/26/2016    EUR   69.97
Commerzbank AG                 8.25     5/26/2016    EUR   54.75
Commerzbank AG                11.50     5/26/2016    EUR   49.94
Commerzbank AG                15.25     5/26/2016    EUR   46.39
Commerzbank AG                 8.50     5/26/2016    EUR   64.95
Commerzbank AG                12.00     5/26/2016    EUR   59.10
Commerzbank AG                16.25     5/26/2016    EUR   54.72
Commerzbank AG                16.00     5/26/2016    EUR   73.21
Commerzbank AG                 7.75     5/26/2016    EUR   50.98
Commerzbank AG                 9.50     5/26/2016    EUR   48.90
Commerzbank AG                11.50     5/26/2016    EUR   47.16
Commerzbank AG                 9.50     5/26/2016    EUR   74.90
Commerzbank AG                11.25     5/26/2016    EUR   72.60
Commerzbank AG                 7.00     5/26/2016    EUR   73.97
Commerzbank AG                 8.25     5/26/2016    EUR   71.25
Commerzbank AG                 9.75     5/26/2016    EUR   68.84
Commerzbank AG                11.25     5/26/2016    EUR   66.61
Commerzbank AG                 8.50     5/26/2016    EUR   73.04
Commerzbank AG                10.25     5/26/2016    EUR   70.73
Commerzbank AG                 7.75     5/26/2016    EUR   63.47
Commerzbank AG                 9.50     5/26/2016    EUR   60.76
Commerzbank AG                11.75     5/26/2016    EUR   58.49
Commerzbank AG                12.00     5/26/2016    EUR   73.44
Commerzbank AG                14.00     5/26/2016    EUR   70.68
Commerzbank AG                 7.75     5/26/2016    EUR   72.24
Commerzbank AG                 9.50     5/26/2016    EUR   68.87
Commerzbank AG                11.50     5/26/2016    EUR   65.94
Commerzbank AG                13.50     5/26/2016    EUR   63.35
Commerzbank AG                 7.50     5/26/2016    EUR   73.61
Commerzbank AG                 9.25     5/26/2016    EUR   70.53
Commerzbank AG                11.00     5/26/2016    EUR   67.68
Commerzbank AG                12.75     5/26/2016    EUR   65.07
Commerzbank AG                 8.00     5/26/2016    EUR   47.50
Commerzbank AG                10.50     5/26/2016    EUR   45.47
Commerzbank AG                11.75     5/26/2016    EUR   74.19
Commerzbank AG                13.75     5/26/2016    EUR   71.23
Commerzbank AG                15.75     5/26/2016    EUR   68.46
Commerzbank AG                 4.50     5/26/2016    EUR   73.72
Commerzbank AG                 5.25     5/26/2016    EUR   72.37
Commerzbank AG                 6.00     5/26/2016    EUR   71.08
Commerzbank AG                 6.75     5/26/2016    EUR   69.84
Commerzbank AG                 7.75     5/26/2016    EUR   68.73
Commerzbank AG                 8.50     5/26/2016    EUR   67.53
Commerzbank AG                 5.00     5/26/2016    EUR   74.93
Commerzbank AG                 5.75     5/26/2016    EUR   73.60
Commerzbank AG                 6.50     5/26/2016    EUR   72.28
Commerzbank AG                 7.50     5/26/2016    EUR   71.11
Commerzbank AG                 8.25     5/26/2016    EUR   69.91
Commerzbank AG                 9.25     5/26/2016    EUR   68.84
Commerzbank AG                 7.00     5/26/2016    EUR   74.94
Commerzbank AG                 7.75     5/26/2016    EUR   73.67
Commerzbank AG                 8.50     5/26/2016    EUR   72.45
Commerzbank AG                 6.00     5/26/2016    EUR   73.97
Commerzbank AG                 7.00     5/26/2016    EUR   72.37
Commerzbank AG                 8.00     5/26/2016    EUR   70.86
Commerzbank AG                 9.25     5/26/2016    EUR   69.41
Commerzbank AG                 4.50     5/26/2016    EUR   61.85
Commerzbank AG                 4.75     5/26/2016    EUR   61.27
Commerzbank AG                 5.00     5/26/2016    EUR   60.70
Commerzbank AG                 5.50     5/26/2016    EUR   60.22
Commerzbank AG                 5.75     5/26/2016    EUR   59.67
Commerzbank AG                 6.25     5/26/2016    EUR   59.23
Commerzbank AG                 6.50     5/26/2016    EUR   58.71
Commerzbank AG                 7.00     5/26/2016    EUR   58.27
Commerzbank AG                 7.50     5/26/2016    EUR   57.84
Commerzbank AG                 7.75     5/26/2016    EUR   57.37
Commerzbank AG                 8.25     5/26/2016    EUR   56.96
Commerzbank AG                 5.25     5/26/2016    EUR   73.49
Commerzbank AG                 6.25     5/26/2016    EUR   71.95
Commerzbank AG                 7.25     5/26/2016    EUR   70.50
Commerzbank AG                 4.75     5/26/2016    EUR   70.77
Commerzbank AG                 5.25     5/26/2016    EUR   69.55
Commerzbank AG                 6.00     5/26/2016    EUR   68.43
Commerzbank AG                 6.75     5/26/2016    EUR   67.34
Commerzbank AG                 7.75     5/26/2016    EUR   66.35
Commerzbank AG                 8.50     5/26/2016    EUR   65.33
Commerzbank AG                 9.50     5/26/2016    EUR   64.41
Commerzbank AG                 4.50     5/26/2016    EUR   65.53
Commerzbank AG                 5.25     5/26/2016    EUR   63.95
Commerzbank AG                 6.00     5/26/2016    EUR   62.47
Commerzbank AG                 7.00     5/26/2016    EUR   61.12
Commerzbank AG                 8.00     5/26/2016    EUR   59.87
Commerzbank AG                 9.00     5/26/2016    EUR   58.67
Commerzbank AG                10.00     5/26/2016    EUR   57.57
Commerzbank AG                 5.00     5/26/2016    EUR   74.75
Commerzbank AG                 6.00     5/26/2016    EUR   73.16
Commerzbank AG                 7.00     5/26/2016    EUR   71.64
Commerzbank AG                 8.00     5/26/2016    EUR   70.19
Commerzbank AG                 9.00     5/26/2016    EUR   68.81
Commerzbank AG                 4.50     5/26/2016    EUR   71.09
Commerzbank AG                 5.25     5/26/2016    EUR   69.87
Commerzbank AG                 6.00     5/26/2016    EUR   68.67
Commerzbank AG                 7.00     5/26/2016    EUR   67.63
Commerzbank AG                 8.00     5/26/2016    EUR   74.69
Commerzbank AG                 5.00     5/26/2016    EUR   59.73
Commerzbank AG                 5.75     5/26/2016    EUR   58.69
Commerzbank AG                 6.50     5/26/2016    EUR   57.70
Commerzbank AG                 7.25     5/26/2016    EUR   56.75
Commerzbank AG                 8.00     5/26/2016    EUR   55.84
Commerzbank AG                 9.00     5/26/2016    EUR   55.04
Commerzbank AG                 9.75     5/26/2016    EUR   54.19
Commerzbank AG                 4.00     5/26/2016    EUR   68.63
Commerzbank AG                 4.75     5/26/2016    EUR   67.34
Commerzbank AG                 5.25     5/26/2016    EUR   66.00
Commerzbank AG                 6.00     5/26/2016    EUR   64.79
Commerzbank AG                 6.75     5/26/2016    EUR   63.63
Commerzbank AG                 7.25     5/26/2016    EUR   62.46
Commerzbank AG                 8.25     5/26/2016    EUR   61.50
Commerzbank AG                 9.00     5/26/2016    EUR   60.50
Commerzbank AG                 9.75     5/26/2016    EUR   59.54
Commerzbank AG                 4.25     5/26/2016    EUR   49.20
Commerzbank AG                 5.00     5/26/2016    EUR   48.34
Commerzbank AG                 5.75     5/26/2016    EUR   47.53
Commerzbank AG                 6.50     5/26/2016    EUR   46.76
Commerzbank AG                 7.25     5/26/2016    EUR   46.03
Commerzbank AG                 8.25     5/26/2016    EUR   45.40
Commerzbank AG                 9.25     5/26/2016    EUR   44.81
Commerzbank AG                 4.25     5/26/2016    EUR   53.04
Commerzbank AG                 5.25     5/26/2016    EUR   51.89
Commerzbank AG                 6.25     5/26/2016    EUR   50.82
Commerzbank AG                 7.25     5/26/2016    EUR   49.81
Commerzbank AG                 8.25     5/26/2016    EUR   48.87
Commerzbank AG                 9.25     5/26/2016    EUR   47.99
Bank Julius Baer & Co Ltd/G    4.70     6/13/2016    CHF   73.15
Bank Julius Baer & Co Ltd/G    7.30     6/13/2016    USD   51.45
DZ Bank AG Deutsche Zentral    4.00     6/22/2016    EUR   64.20
Commerzbank AG                 5.50     5/26/2016    EUR   71.26
Commerzbank AG                 6.00     5/26/2016    EUR   70.02
Commerzbank AG                 6.75     5/26/2016    EUR   68.87
Societe Generale Effekten G    6.00      7/7/2016    EUR   74.35
Erste Group Bank AG            8.70     6/30/2016    EUR   68.35
Notenstein Finance Guernsey    3.76     6/12/2017    CHF   74.01
Banque Cantonale Vaudoise/G    6.70      6/8/2016    EUR   46.87
Credit Suisse AG/London        6.00     6/13/2016    CHF   65.73
Vontobel Financial Products    7.25     6/24/2016    EUR   73.04
Vontobel Financial Products    7.00     6/24/2016    EUR   57.18
HSBC Trinkaus & Burkhardt A    9.50     3/25/2016    EUR   71.52
HSBC Trinkaus & Burkhardt A   10.60     3/25/2016    EUR   68.89
HSBC Trinkaus & Burkhardt A   16.30     3/25/2016    EUR   27.15
HSBC Trinkaus & Burkhardt A   14.30     6/24/2016    EUR   30.20
HSBC Trinkaus & Burkhardt A   12.20     6/24/2016    EUR   30.86
HSBC Trinkaus & Burkhardt A   12.50     9/23/2016    EUR   32.50
HSBC Trinkaus & Burkhardt A   10.90     9/23/2016    EUR   32.70
HSBC Trinkaus & Burkhardt A   11.40     2/26/2016    EUR   28.66
HSBC Trinkaus & Burkhardt A   10.50     5/27/2016    EUR   30.90
HSBC Trinkaus & Burkhardt A    8.50     6/24/2016    EUR   65.02
HSBC Trinkaus & Burkhardt A   10.60     3/25/2016    EUR   69.47
HSBC Trinkaus & Burkhardt A    6.50     3/25/2016    EUR   74.90
HSBC Trinkaus & Burkhardt A   10.20     6/24/2016    EUR   70.13
HSBC Trinkaus & Burkhardt A    7.10     6/24/2016    EUR   74.42
HSBC Trinkaus & Burkhardt A   10.40     9/23/2016    EUR   70.10
HSBC Trinkaus & Burkhardt A    7.80    12/23/2016    EUR   73.55
HSBC Trinkaus & Burkhardt A    9.90     2/26/2016    EUR   70.06
HSBC Trinkaus & Burkhardt A    9.70     5/27/2016    EUR   70.60
HSBC Trinkaus & Burkhardt A   13.20     3/25/2016    EUR   61.15
HSBC Trinkaus & Burkhardt A    9.20     3/25/2016    EUR   65.58
HSBC Trinkaus & Burkhardt A   11.20     6/24/2016    EUR   63.35
HSBC Trinkaus & Burkhardt A    8.10     6/24/2016    EUR   66.91
HSBC Trinkaus & Burkhardt A   11.70     9/23/2016    EUR   63.47
HSBC Trinkaus & Burkhardt A   10.00     9/23/2016    EUR   65.16
HSBC Trinkaus & Burkhardt A    7.60     9/23/2016    EUR   68.01
HSBC Trinkaus & Burkhardt A    8.50    12/23/2016    EUR   67.46
HSBC Trinkaus & Burkhardt A   12.30     2/26/2016    EUR   61.66
HSBC Trinkaus & Burkhardt A    6.70     2/26/2016    EUR   68.50
HSBC Trinkaus & Burkhardt A    6.60     4/22/2016    EUR   69.41
HSBC Trinkaus & Burkhardt A   10.60     5/27/2016    EUR   64.16
HSBC Trinkaus & Burkhardt A    6.40     5/27/2016    EUR   69.77
HSBC Trinkaus & Burkhardt A   14.90     3/25/2016    EUR   60.72
HSBC Trinkaus & Burkhardt A   13.50     6/24/2016    EUR   61.30
HSBC Trinkaus & Burkhardt A   12.40     9/23/2016    EUR   63.13
HSBC Trinkaus & Burkhardt A    9.50     2/26/2016    EUR   65.36
HSBC Trinkaus & Burkhardt A    9.40     5/27/2016    EUR   65.27
HSBC Trinkaus & Burkhardt A   10.50     3/25/2016    EUR   66.12
HSBC Trinkaus & Burkhardt A   10.30     6/24/2016    EUR   66.66
HSBC Trinkaus & Burkhardt A    6.30     6/24/2016    EUR   71.62
HSBC Trinkaus & Burkhardt A    9.00     9/23/2016    EUR   68.34
HSBC Trinkaus & Burkhardt A    7.10    12/23/2016    EUR   71.10
HSBC Trinkaus & Burkhardt A    7.80     5/27/2016    EUR   67.61
HSBC Trinkaus & Burkhardt A    8.60     9/23/2016    EUR   64.06
HSBC Trinkaus & Burkhardt A   11.50     9/23/2016    EUR   56.07
HSBC Trinkaus & Burkhardt A    7.20    12/23/2016    EUR   60.02
HSBC Trinkaus & Burkhardt A    8.00     5/27/2016    EUR   56.71
HSBC Trinkaus & Burkhardt A    9.90     9/23/2016    EUR   69.73
HSBC Trinkaus & Burkhardt A    6.80    12/23/2016    EUR   73.70
HSBC Trinkaus & Burkhardt A    7.20     5/27/2016    EUR   70.43
HSBC Trinkaus & Burkhardt A    7.10    12/23/2016    EUR   64.48
HSBC Trinkaus & Burkhardt A    7.50     5/27/2016    EUR   64.01
HSBC Trinkaus & Burkhardt A   10.90     9/23/2016    EUR   73.46
HSBC Trinkaus & Burkhardt A   11.30     6/24/2016    EUR   71.96
HSBC Trinkaus & Burkhardt A   12.20     9/23/2016    EUR   71.27
HSBC Trinkaus & Burkhardt A    9.00     5/27/2016    EUR   74.83
HSBC Trinkaus & Burkhardt A   10.80     9/23/2016    EUR   54.70
HSBC Trinkaus & Burkhardt A    6.20     9/23/2016    EUR   58.76
HSBC Trinkaus & Burkhardt A    7.10    12/23/2016    EUR   58.16
HSBC Trinkaus & Burkhardt A    8.10     2/26/2016    EUR   54.74
HSBC Trinkaus & Burkhardt A    8.60     5/27/2016    EUR   55.42
HSBC Trinkaus & Burkhardt A   12.10     6/24/2016    EUR   57.70
HSBC Trinkaus & Burkhardt A    8.10     6/24/2016    EUR   61.57
HSBC Trinkaus & Burkhardt A   10.50     9/23/2016    EUR   59.41
HSBC Trinkaus & Burkhardt A    7.40     9/23/2016    EUR   62.90
HSBC Trinkaus & Burkhardt A    7.70    12/23/2016    EUR   62.75
HSBC Trinkaus & Burkhardt A    9.70     5/27/2016    EUR   59.70
HSBC Trinkaus & Burkhardt A    6.10     6/24/2016    EUR   69.65
HSBC Trinkaus & Burkhardt A    6.10     9/23/2016    EUR   70.08
HSBC Trinkaus & Burkhardt A    9.40    12/23/2016    EUR   65.16
HSBC Trinkaus & Burkhardt A   13.20     2/26/2016    EUR   59.29
HSBC Trinkaus & Burkhardt A   11.50     5/27/2016    EUR   62.07
HSBC Trinkaus & Burkhardt A   10.90     6/24/2016    EUR   43.26
HSBC Trinkaus & Burkhardt A   10.10     3/25/2016    EUR   63.40
HSBC Trinkaus & Burkhardt A    9.50     6/24/2016    EUR   64.93
HSBC Trinkaus & Burkhardt A    6.20     6/24/2016    EUR   70.42
HSBC Trinkaus & Burkhardt A    8.80     9/23/2016    EUR   66.70
HSBC Trinkaus & Burkhardt A    6.10     9/23/2016    EUR   71.88
HSBC Trinkaus & Burkhardt A    6.90    12/23/2016    EUR   70.83
HSBC Trinkaus & Burkhardt A    7.30     5/27/2016    EUR   68.43
HSBC Trinkaus & Burkhardt A   14.10     9/23/2016    EUR   47.67
HSBC Trinkaus & Burkhardt A   13.30     5/27/2016    EUR   45.94
HSBC Trinkaus & Burkhardt A    8.20     2/26/2016    EUR   73.82
HSBC Trinkaus & Burkhardt A    7.30     5/27/2016    EUR   74.76
HSBC Trinkaus & Burkhardt A    6.70     6/24/2016    EUR   70.28
HSBC Trinkaus & Burkhardt A    6.30     6/24/2016    EUR   64.76
HSBC Trinkaus & Burkhardt A    7.90     6/24/2016    EUR   48.77
HSBC Trinkaus & Burkhardt A    9.60     3/25/2016    EUR   69.49
HSBC Trinkaus & Burkhardt A    8.80     6/24/2016    EUR   70.32
HSBC Trinkaus & Burkhardt A    8.30     9/23/2016    EUR   70.90
HSBC Trinkaus & Burkhardt A    7.40     5/27/2016    EUR   71.75
Vontobel Financial Products    5.55     9/23/2016    EUR   72.94
Leonteq Securities AG         10.00     6/22/2016    CHF   63.85
Vontobel Financial Products    7.65     9/23/2016    EUR   72.30
Vontobel Financial Products    6.05     9/23/2016    EUR   74.71
Vontobel Financial Products    6.70     6/24/2016    EUR   73.56
Vontobel Financial Products    6.35     3/29/2016    EUR   74.47
Vontobel Financial Products    6.55     3/29/2016    EUR   69.53
Vontobel Financial Products    6.25     6/24/2016    EUR   68.58
HSBC Trinkaus & Burkhardt A    9.10     3/25/2016    EUR   73.56
HSBC Trinkaus & Burkhardt A    8.60     9/23/2016    EUR   74.79
Vontobel Financial Products    6.50    10/21/2016    EUR   67.95
Raiffeisen Centrobank AG       5.26     6/20/2017    EUR   71.49
Raiffeisen Centrobank AG       6.89     6/20/2017    EUR   67.87
Zurcher Kantonalbank Financ   11.50     6/16/2016    CHF   59.11
Vontobel Financial Products    8.50     9/23/2016    EUR   73.44
Vontobel Financial Products   10.00     3/29/2016    EUR   72.57
Landesbank Hessen-Thueringe    3.60    10/10/2016    EUR   73.90
Landesbank Hessen-Thueringe    3.30    10/10/2016    EUR   54.30
Landesbank Hessen-Thueringe    6.25     10/3/2016    EUR   73.70
Vontobel Financial Products    8.70     3/29/2016    EUR   74.45
Vontobel Financial Products    8.90     6/24/2016    EUR   73.84
DZ Bank AG Deutsche Zentral    6.75     6/24/2016    EUR   73.97
DZ Bank AG Deutsche Zentral    5.50     9/23/2016    EUR   74.64
DZ Bank AG Deutsche Zentral    5.50     6/24/2016    EUR   72.80
DZ Bank AG Deutsche Zentral    8.25     6/24/2016    EUR   70.07
DZ Bank AG Deutsche Zentral    6.25     6/24/2016    EUR   66.11
DZ Bank AG Deutsche Zentral    7.25     3/29/2016    EUR   72.22
DZ Bank AG Deutsche Zentral    8.25     6/24/2016    EUR   69.67
DZ Bank AG Deutsche Zentral    5.25     6/24/2016    EUR   61.19
DZ Bank AG Deutsche Zentral    8.50     6/24/2016    EUR   59.39
DZ Bank AG Deutsche Zentral    5.00     6/24/2016    EUR   72.75
DZ Bank AG Deutsche Zentral    6.75     6/24/2016    EUR   69.21
DZ Bank AG Deutsche Zentral    6.50     9/23/2016    EUR   70.70
DZ Bank AG Deutsche Zentral    8.75     3/29/2016    EUR   47.54
DZ Bank AG Deutsche Zentral    6.75     6/24/2016    EUR   48.07
DZ Bank AG Deutsche Zentral    5.50     9/23/2016    EUR   49.01
DZ Bank AG Deutsche Zentral    5.25     6/24/2016    EUR   60.33
DZ Bank AG Deutsche Zentral    5.75     6/24/2016    EUR   74.54
DZ Bank AG Deutsche Zentral    6.75     6/24/2016    EUR   73.04
DZ Bank AG Deutsche Zentral    6.75     9/23/2016    EUR   74.52
DZ Bank AG Deutsche Zentral    4.90     9/19/2016    EUR   65.50
DZ Bank AG Deutsche Zentral    5.60     3/21/2016    EUR   74.50
DZ Bank AG Deutsche Zentral    4.90     6/20/2016    EUR   74.59
DZ Bank AG Deutsche Zentral    5.40     9/19/2016    EUR   67.72
DZ Bank AG Deutsche Zentral    4.60     3/21/2016    EUR   48.99
DZ Bank AG Deutsche Zentral    4.80     9/19/2016    EUR   50.76
DZ Bank AG Deutsche Zentral    6.10     9/19/2016    EUR   48.72
DZ Bank AG Deutsche Zentral    6.80     9/19/2016    EUR   63.17
DZ Bank AG Deutsche Zentral    4.90     6/20/2016    EUR   69.58
DZ Bank AG Deutsche Zentral    4.50     9/19/2016    EUR   69.77
Vontobel Financial Products    8.00     7/22/2016    EUR   54.33
Vontobel Financial Products    9.00     7/22/2016    EUR   69.52
Vontobel Financial Products    9.00     7/22/2016    EUR   65.56
Vontobel Financial Products    8.00     7/22/2016    EUR   58.94
Vontobel Financial Products    9.25     3/29/2016    EUR   64.76
Vontobel Financial Products    8.65     6/24/2016    EUR   63.18
Vontobel Financial Products    7.35     9/23/2016    EUR   64.26
Vontobel Financial Products    7.60     9/23/2016    EUR   71.28
Vontobel Financial Products    8.70     6/24/2016    EUR   70.02
Vontobel Financial Products    9.80     3/29/2016    EUR   69.20
Vontobel Financial Products    8.30     9/23/2016    EUR   62.77
Vontobel Financial Products    9.50     6/24/2016    EUR   61.16
Vontobel Financial Products   10.95     3/29/2016    EUR   59.10
Vontobel Financial Products    6.90     9/23/2016    EUR   58.84
Vontobel Financial Products    7.95     6/24/2016    EUR   57.92
Vontobel Financial Products    7.60     3/29/2016    EUR   57.94
Vontobel Financial Products    7.60     9/23/2016    EUR   48.41
Vontobel Financial Products    8.85     6/24/2016    EUR   46.93
Vontobel Financial Products    9.00     3/29/2016    EUR   45.33
Leonteq Securities AG          5.00    12/19/2017    CHF   70.71
Vontobel Financial Products    5.00     1/10/2017    EUR   54.36
LBBW                           2.75     7/26/2019    EUR   66.92
Credit Suisse AG/Nassau        5.00     6/19/2017    CHF   74.85
Credit Suisse AG/Nassau        7.25     6/20/2016    CHF   49.98
Vontobel Financial Products   10.60     6/24/2016    EUR   68.04
UBS AG                        13.50     6/24/2016    EUR   60.81
UBS AG                         5.00     6/24/2016    EUR   60.62
UBS AG                        11.50     6/24/2016    EUR   71.31
UBS AG                         8.50     6/24/2016    EUR   68.62
UBS AG                         6.50     6/24/2016    EUR   75.00
UBS AG                        11.50     6/24/2016    EUR   45.50
UBS AG                         8.50     6/24/2016    EUR   55.80
UBS AG                         6.00     6/24/2016    EUR   67.52
UBS AG                        10.50     6/24/2016    EUR   61.69
UBS AG                         8.50     6/24/2016    EUR   23.43
UBS AG                         4.25     6/24/2016    EUR   55.55
UBS AG                         7.00     6/24/2016    EUR   73.70
UBS AG                         6.50     6/24/2016    EUR   60.41
UBS AG                         9.75     6/24/2016    EUR   58.41
UBS AG                        11.00     6/24/2016    EUR   52.45
UBS AG                         6.00     6/24/2016    EUR   74.01
UBS AG                         6.50     6/24/2016    EUR   74.10
UBS AG                        11.00     6/24/2016    EUR   64.37
UBS AG                         8.50     6/24/2016    EUR   68.00
UBS AG                         8.75     6/24/2016    EUR   66.57
UBS AG                         6.25     6/24/2016    EUR   73.73
UBS AG                         5.00     6/24/2016    EUR   52.83
UBS AG                        12.25     6/24/2016    EUR   66.68
UBS AG                         8.50     6/24/2016    EUR   69.34
UBS AG                         8.00     6/24/2016    EUR   65.34
UBS AG                        12.00     6/24/2016    EUR   71.79
UBS AG                         6.50     6/24/2016    EUR   67.80
UBS AG                        11.00     6/24/2016    EUR   70.43
UBS AG                        11.75     6/24/2016    EUR   61.06
UBS AG                         7.50     6/24/2016    EUR   55.82
UBS AG                         7.50     6/24/2016    EUR   50.02
UBS AG                         4.75     6/24/2016    EUR   71.26
UBS AG                        12.50     6/24/2016    EUR   67.35
UBS AG                         9.50     6/24/2016    EUR   69.95
UBS AG                        11.50     6/24/2016    EUR   65.43
UBS AG                         6.00     6/24/2016    EUR   69.73
Vontobel Financial Products    6.65     6/24/2016    EUR   44.65
DZ Bank AG Deutsche Zentral    6.25     3/29/2016    EUR   65.90
DZ Bank AG Deutsche Zentral    7.50     3/29/2016    EUR   74.29
DZ Bank AG Deutsche Zentral    6.25     3/21/2016    EUR   69.82
DZ Bank AG Deutsche Zentral    6.00     9/19/2016    EUR   70.12
DZ Bank AG Deutsche Zentral    6.25     3/21/2016    EUR   70.63
DZ Bank AG Deutsche Zentral    7.00     6/20/2016    EUR   69.76
DZ Bank AG Deutsche Zentral    6.25     9/19/2016    EUR   73.18
DZ Bank AG Deutsche Zentral    6.00     9/19/2016    EUR   73.03
DZ Bank AG Deutsche Zentral    6.50     3/21/2016    EUR   55.47
DZ Bank AG Deutsche Zentral    7.00     6/20/2016    EUR   57.07
DZ Bank AG Deutsche Zentral    6.75     9/19/2016    EUR   58.45
DZ Bank AG Deutsche Zentral    8.75     3/21/2016    EUR   72.38
UBS AG                        13.25     6/24/2016    EUR   58.07
UBS AG                        15.00     6/24/2016    EUR   47.23
UBS AG                        14.00     6/24/2016    EUR   62.87
UBS AG                         6.50     6/24/2016    EUR   46.45
UBS AG                        18.00     6/24/2016    EUR   53.17
UBS AG                        11.00     6/24/2016    EUR   61.51
UBS AG                         9.75     6/24/2016    EUR   61.30
UBS AG                         8.50     6/24/2016    EUR   61.29
UBS AG                         7.00     6/24/2016    EUR   68.83
UBS AG                        11.50     6/24/2016    EUR   57.44
UBS AG                        11.50     6/24/2016    EUR   61.95
UBS AG                        14.00     6/24/2016    EUR   51.69
UBS AG                        14.25     6/24/2016    EUR   74.16
UBS AG                        12.00     6/24/2016    EUR   43.15
Vontobel Financial Products    6.70     6/24/2016    EUR   44.92
Bank Julius Baer & Co Ltd/G    9.35     6/10/2016    USD   44.30
Vontobel Financial Products    9.20     3/29/2016    EUR   62.31
Vontobel Financial Products    8.25     6/24/2016    EUR   63.40
Vontobel Financial Products    7.35     9/23/2016    EUR   63.97
Vontobel Financial Products    9.40     9/23/2016    EUR   66.53
Vontobel Financial Products    9.90     6/24/2016    EUR   66.10
Vontobel Financial Products   10.25     3/29/2016    EUR   66.21
Vontobel Financial Products    7.20     9/23/2016    EUR   68.50
Vontobel Financial Products    8.25     6/24/2016    EUR   67.12
Vontobel Financial Products    8.30     3/29/2016    EUR   67.84
Societe Generale Effekten G    7.91      7/7/2016    EUR   72.98
Societe Generale Effekten G    8.78    10/10/2016    EUR   74.25
Societe Generale Effekten G   12.39    10/10/2016    EUR   26.10
Societe Generale Effekten G   15.68    10/10/2016    EUR   25.73
Societe Generale Effekten G    5.22      7/7/2016    EUR   67.31
Societe Generale Effekten G    6.73      7/7/2016    EUR   64.78
Societe Generale Effekten G    8.62      7/7/2016    EUR   62.31
Societe Generale Effekten G    4.79    10/10/2016    EUR   70.22
Societe Generale Effekten G    6.25    10/10/2016    EUR   67.73
Societe Generale Effekten G    9.72    10/10/2016    EUR   63.59
Societe Generale Effekten G    8.68      7/7/2016    EUR   22.09
Societe Generale Effekten G   10.57      7/7/2016    EUR   21.77
Societe Generale Effekten G   12.62      7/7/2016    EUR   21.63
Societe Generale Effekten G    8.26    10/10/2016    EUR   23.84
Societe Generale Effekten G    9.99    10/10/2016    EUR   23.58
Societe Generale Effekten G   13.91    10/10/2016    EUR   23.63
Societe Generale Effekten G    4.87      7/7/2016    EUR   52.59
Societe Generale Effekten G    6.54      7/7/2016    EUR   50.41
Societe Generale Effekten G    8.47      7/7/2016    EUR   48.63
Societe Generale Effekten G    4.26    10/10/2016    EUR   56.02
Societe Generale Effekten G    5.73    10/10/2016    EUR   53.61
Societe Generale Effekten G    9.39    10/10/2016    EUR   50.14
Bank Julius Baer & Co Ltd/G    7.50     6/17/2016    EUR   73.45
Bank Julius Baer & Co Ltd/G    6.00     6/17/2016    CHF   72.15
Bank Julius Baer & Co Ltd/G    8.50     6/17/2016    USD   72.40
Zurcher Kantonalbank Financ    5.61     6/17/2016    EUR   54.87
Credit Suisse AG/London        7.50     6/17/2016    EUR   73.55
Credit Suisse AG/London        7.50     6/17/2016    CHF   72.94
Credit Suisse AG/Nassau        7.25     6/20/2016    CHF   66.16
Zurcher Kantonalbank Financ    9.53     6/17/2016    EUR   60.58
Zurcher Kantonalbank Financ   10.03     6/17/2016    EUR   57.02
Zurcher Kantonalbank Financ    7.52     6/17/2016    CHF   70.82
DekaBank Deutsche Girozentr    5.15     12/9/2016    EUR   48.24
DZ Bank AG Deutsche Zentral    4.60     6/20/2016    EUR   51.40
Goldman Sachs & Co Wertpapi    4.00     7/20/2016    EUR   71.74
Goldman Sachs & Co Wertpapi    6.00     7/20/2016    EUR   68.55
Goldman Sachs & Co Wertpapi    6.00    12/21/2016    EUR   70.79
Goldman Sachs & Co Wertpapi    7.00    12/21/2016    EUR   71.63
Goldman Sachs & Co Wertpapi    8.00     7/20/2016    EUR   74.66
Goldman Sachs & Co Wertpapi   10.00     5/25/2016    EUR   70.31
Goldman Sachs & Co Wertpapi    6.00     7/20/2016    EUR   70.01
Goldman Sachs & Co Wertpapi    9.00     9/21/2016    EUR   72.68
Goldman Sachs & Co Wertpapi    8.00    12/21/2016    EUR   73.66
Goldman Sachs & Co Wertpapi    6.00     7/20/2016    EUR   63.52
Goldman Sachs & Co Wertpapi    8.00     7/20/2016    EUR   64.37
Goldman Sachs & Co Wertpapi    8.00     7/20/2016    EUR   72.26
Goldman Sachs & Co Wertpapi   10.00     7/20/2016    EUR   73.11
Goldman Sachs & Co Wertpapi    5.00    12/21/2016    EUR   57.97
Goldman Sachs & Co Wertpapi    8.00    12/21/2016    EUR   60.49
Goldman Sachs & Co Wertpapi    4.00     7/20/2016    EUR   58.48
Goldman Sachs & Co Wertpapi    6.00     7/20/2016    EUR   59.32
Goldman Sachs & Co Wertpapi   12.00     7/20/2016    EUR   61.86
Goldman Sachs & Co Wertpapi    4.00    12/21/2016    EUR   59.54
Goldman Sachs & Co Wertpapi    8.00    12/21/2016    EUR   62.91
Goldman Sachs & Co Wertpapi   10.00    12/21/2016    EUR   64.58
Goldman Sachs & Co Wertpapi    5.00     3/23/2016    EUR   54.95
Goldman Sachs & Co Wertpapi    5.00     7/20/2016    EUR   54.52
Goldman Sachs & Co Wertpapi    6.00     7/20/2016    EUR   54.94
Goldman Sachs & Co Wertpapi    8.00     7/20/2016    EUR   55.79
Goldman Sachs & Co Wertpapi   10.00     7/20/2016    EUR   56.63
Goldman Sachs & Co Wertpapi    5.00    12/21/2016    EUR   55.76
Goldman Sachs & Co Wertpapi    7.00    12/21/2016    EUR   57.44
Goldman Sachs & Co Wertpapi    7.00    12/21/2016    EUR   57.44
Goldman Sachs & Co Wertpapi    9.00    12/21/2016    EUR   59.12
Goldman Sachs & Co Wertpapi    7.00     7/20/2016    EUR   45.91
Goldman Sachs & Co Wertpapi    6.00    12/21/2016    EUR   47.70
Goldman Sachs & Co Wertpapi   22.00     3/23/2016    EUR   59.66
Goldman Sachs & Co Wertpapi   15.00     5/25/2016    EUR   64.24
Goldman Sachs & Co Wertpapi    8.00     7/20/2016    EUR   72.61
Goldman Sachs & Co Wertpapi    9.00     7/20/2016    EUR   69.76
Goldman Sachs & Co Wertpapi   13.00     7/20/2016    EUR   65.72
Goldman Sachs & Co Wertpapi   18.00     7/20/2016    EUR   63.03
Goldman Sachs & Co Wertpapi   16.00     9/21/2016    EUR   65.01
Goldman Sachs & Co Wertpapi    6.00    12/21/2016    EUR   74.09
Goldman Sachs & Co Wertpapi    8.00    12/21/2016    EUR   72.65
Goldman Sachs & Co Wertpapi    9.00    12/21/2016    EUR   70.61
Goldman Sachs & Co Wertpapi   14.00    12/21/2016    EUR   67.33
Goldman Sachs & Co Wertpapi   24.00     4/20/2016    EUR   63.40
Goldman Sachs & Co Wertpapi   23.00     5/25/2016    EUR   64.27
Goldman Sachs & Co Wertpapi   21.00     6/22/2016    EUR   65.33
Goldman Sachs & Co Wertpapi   13.00     7/20/2016    EUR   71.81
Goldman Sachs & Co Wertpapi   20.00     7/20/2016    EUR   66.51
Goldman Sachs & Co Wertpapi   15.00    12/21/2016    EUR   70.66
Goldman Sachs & Co Wertpapi   23.00     3/23/2016    EUR   60.52
Goldman Sachs & Co Wertpapi    8.00     4/20/2016    EUR   74.38
Goldman Sachs & Co Wertpapi   15.00     4/20/2016    EUR   66.26
Goldman Sachs & Co Wertpapi    8.00     7/20/2016    EUR   73.67
Goldman Sachs & Co Wertpapi   10.00     7/20/2016    EUR   71.75
Goldman Sachs & Co Wertpapi   14.00     7/20/2016    EUR   67.36
Goldman Sachs & Co Wertpapi   18.00     7/20/2016    EUR   63.93
Goldman Sachs & Co Wertpapi    8.00     9/21/2016    EUR   74.88
Goldman Sachs & Co Wertpapi    8.00    12/21/2016    EUR   74.07
Goldman Sachs & Co Wertpapi   14.00    12/21/2016    EUR   68.26
Goldman Sachs & Co Wertpapi   21.00     6/22/2016    EUR   56.97
Goldman Sachs & Co Wertpapi    5.00     7/20/2016    EUR   73.75
Goldman Sachs & Co Wertpapi    7.00     7/20/2016    EUR   69.18
Goldman Sachs & Co Wertpapi   10.00     7/20/2016    EUR   65.54
Goldman Sachs & Co Wertpapi   13.00     7/20/2016    EUR   62.43
Goldman Sachs & Co Wertpapi   20.00     7/20/2016    EUR   58.09
Goldman Sachs & Co Wertpapi    5.00    12/21/2016    EUR   74.07
Goldman Sachs & Co Wertpapi    7.00    12/21/2016    EUR   70.87
Goldman Sachs & Co Wertpapi    9.00    12/21/2016    EUR   68.07
Goldman Sachs & Co Wertpapi   15.00    12/21/2016    EUR   62.15
Goldman Sachs & Co Wertpapi   23.00     3/23/2016    EUR   63.21
Goldman Sachs & Co Wertpapi   24.00     4/20/2016    EUR   62.62
Goldman Sachs & Co Wertpapi   19.00     5/25/2016    EUR   66.00
Goldman Sachs & Co Wertpapi   22.00     5/25/2016    EUR   64.39
Goldman Sachs & Co Wertpapi   10.00     7/20/2016    EUR   73.15
Goldman Sachs & Co Wertpapi   15.00     7/20/2016    EUR   69.33
Goldman Sachs & Co Wertpapi   19.00     7/20/2016    EUR   66.49
Goldman Sachs & Co Wertpapi   17.00     9/21/2016    EUR   68.64
Goldman Sachs & Co Wertpapi   10.00    12/21/2016    EUR   74.00
Goldman Sachs & Co Wertpapi   14.00    12/21/2016    EUR   70.22
Goldman Sachs & Co Wertpapi   21.00     6/22/2016    EUR   52.06
Goldman Sachs & Co Wertpapi    5.00     7/20/2016    EUR   64.86
Goldman Sachs & Co Wertpapi    6.00     7/20/2016    EUR   62.99
Goldman Sachs & Co Wertpapi   10.00     7/20/2016    EUR   58.52
Goldman Sachs & Co Wertpapi   13.00     7/20/2016    EUR   56.17
Goldman Sachs & Co Wertpapi   19.00     7/20/2016    EUR   52.81
Goldman Sachs & Co Wertpapi    5.00    12/21/2016    EUR   66.20
Goldman Sachs & Co Wertpapi    6.00    12/21/2016    EUR   64.93
Goldman Sachs & Co Wertpapi    8.00    12/21/2016    EUR   62.57
Goldman Sachs & Co Wertpapi   10.00    12/21/2016    EUR   60.68
Goldman Sachs & Co Wertpapi   15.00    12/21/2016    EUR   57.49
Goldman Sachs & Co Wertpapi   17.00     5/25/2016    EUR   67.77
Goldman Sachs & Co Wertpapi   10.00     7/20/2016    EUR   74.46
Goldman Sachs & Co Wertpapi   15.00     7/20/2016    EUR   69.63
Goldman Sachs & Co Wertpapi   19.00     7/20/2016    EUR   67.39
Goldman Sachs & Co Wertpapi   14.00    12/21/2016    EUR   71.24
Goldman Sachs & Co Wertpapi    4.00     7/20/2016    EUR   72.36
Goldman Sachs & Co Wertpapi    6.00     7/20/2016    EUR   68.23
Goldman Sachs & Co Wertpapi    9.00     7/20/2016    EUR   64.95
Goldman Sachs & Co Wertpapi   15.00     7/20/2016    EUR   59.75
Goldman Sachs & Co Wertpapi   19.00     7/20/2016    EUR   58.20
Goldman Sachs & Co Wertpapi    4.00    12/21/2016    EUR   72.62
Goldman Sachs & Co Wertpapi    6.00    12/21/2016    EUR   69.82
Goldman Sachs & Co Wertpapi    8.00    12/21/2016    EUR   67.33
Goldman Sachs & Co Wertpapi   10.00    12/21/2016    EUR   65.20
Goldman Sachs & Co Wertpapi   14.00    12/21/2016    EUR   61.97
Goldman Sachs & Co Wertpapi   21.00     5/25/2016    EUR   61.14
Goldman Sachs & Co Wertpapi    8.00     7/20/2016    EUR   71.85
Goldman Sachs & Co Wertpapi   10.00     7/20/2016    EUR   68.98
Goldman Sachs & Co Wertpapi   15.00     7/20/2016    EUR   64.62
Goldman Sachs & Co Wertpapi   18.00     7/20/2016    EUR   63.12
Goldman Sachs & Co Wertpapi    7.00    12/21/2016    EUR   74.15
Goldman Sachs & Co Wertpapi    8.00    12/21/2016    EUR   71.33
Goldman Sachs & Co Wertpapi   10.00    12/21/2016    EUR   69.72
Goldman Sachs & Co Wertpapi   14.00    12/21/2016    EUR   67.35
Goldman Sachs & Co Wertpapi   14.00     7/20/2016    EUR   71.38
Goldman Sachs & Co Wertpapi   19.00     7/20/2016    EUR   66.75
Goldman Sachs & Co Wertpapi   11.00     3/23/2016    EUR   55.58
Goldman Sachs & Co Wertpapi    8.00     4/20/2016    EUR   58.58
Goldman Sachs & Co Wertpapi   23.00     4/20/2016    EUR   48.09
Goldman Sachs & Co Wertpapi   11.00     5/25/2016    EUR   55.77
Goldman Sachs & Co Wertpapi   18.00     5/25/2016    EUR   51.14
Goldman Sachs & Co Wertpapi   23.00     5/25/2016    EUR   48.96
Goldman Sachs & Co Wertpapi    7.00     6/22/2016    EUR   60.45
Goldman Sachs & Co Wertpapi   19.00     6/22/2016    EUR   51.01
Goldman Sachs & Co Wertpapi   21.00     6/22/2016    EUR   50.01
Goldman Sachs & Co Wertpapi    5.00     7/20/2016    EUR   62.95
Goldman Sachs & Co Wertpapi    7.00     7/20/2016    EUR   60.85
Goldman Sachs & Co Wertpapi    8.00     7/20/2016    EUR   58.55
Goldman Sachs & Co Wertpapi   10.00     7/20/2016    EUR   56.88
Goldman Sachs & Co Wertpapi   14.00     7/20/2016    EUR   54.13
Goldman Sachs & Co Wertpapi   20.00     7/20/2016    EUR   51.20
Goldman Sachs & Co Wertpapi    8.00     9/21/2016    EUR   59.66
Goldman Sachs & Co Wertpapi    5.00    12/21/2016    EUR   63.83
Goldman Sachs & Co Wertpapi    6.00    12/21/2016    EUR   62.02
Goldman Sachs & Co Wertpapi    7.00    12/21/2016    EUR   60.37
Goldman Sachs & Co Wertpapi    9.00    12/21/2016    EUR   59.73
Goldman Sachs & Co Wertpapi   15.00    12/21/2016    EUR   55.33
Goldman Sachs & Co Wertpapi    5.00     7/20/2016    EUR   72.93
Goldman Sachs & Co Wertpapi   10.00     7/20/2016    EUR   63.28
Goldman Sachs & Co Wertpapi   22.00     6/22/2016    EUR   74.74
Goldman Sachs & Co Wertpapi   23.00     5/25/2016    EUR   52.27
Goldman Sachs & Co Wertpapi   21.00     6/22/2016    EUR   53.32
Goldman Sachs & Co Wertpapi    5.00     7/20/2016    EUR   70.83
Goldman Sachs & Co Wertpapi    6.00     7/20/2016    EUR   68.17
Goldman Sachs & Co Wertpapi    7.00     7/20/2016    EUR   65.72
Goldman Sachs & Co Wertpapi    9.00     7/20/2016    EUR   63.90
Goldman Sachs & Co Wertpapi   15.00     7/20/2016    EUR   57.66
Goldman Sachs & Co Wertpapi   20.00     7/20/2016    EUR   54.51
Goldman Sachs & Co Wertpapi    5.00    12/21/2016    EUR   71.97
Goldman Sachs & Co Wertpapi    6.00    12/21/2016    EUR   70.01
Goldman Sachs & Co Wertpapi    7.00    12/21/2016    EUR   68.25
Goldman Sachs & Co Wertpapi    8.00    12/21/2016    EUR   66.59
Goldman Sachs & Co Wertpapi   10.00    12/21/2016    EUR   63.73
Goldman Sachs & Co Wertpapi   13.00    12/21/2016    EUR   60.33
Goldman Sachs & Co Wertpapi   16.00    12/21/2016    EUR   59.60
Goldman Sachs & Co Wertpapi    3.00     7/20/2016    EUR   60.39
Goldman Sachs & Co Wertpapi    7.00     7/20/2016    EUR   50.33
Goldman Sachs & Co Wertpapi    9.00     7/20/2016    EUR   48.93
Commerzbank AG                10.00     4/21/2016    EUR   62.45
Commerzbank AG                 7.00     4/21/2016    EUR   69.20
Commerzbank AG                10.00     5/26/2016    EUR   71.69
Commerzbank AG                 8.50     5/26/2016    EUR   74.72
Commerzbank AG                 8.50     4/21/2016    EUR   46.51
Commerzbank AG                12.50     4/21/2016    EUR   60.50
Commerzbank AG                 9.50     5/26/2016    EUR   59.42
Leonteq Securities AG          6.00     6/19/2017    CHF   69.74
DekaBank Deutsche Girozentr    5.80     6/10/2016    EUR   69.87
DekaBank Deutsche Girozentr    4.80     6/10/2016    EUR   72.56
LBBW                           3.15    11/25/2016    EUR   35.78
UBS AG/London                  5.75    12/12/2016    CHF   60.88
EFG International Finance G   11.12    12/12/2016    USD   38.44
Leonteq Securities AG          9.50     6/15/2016    CHF   70.25
Notenstein La Roche Private    6.10     6/19/2018    CHF   71.54
Notenstein La Roche Private    4.70    12/19/2016    CHF   74.19
Notenstein La Roche Private    4.40     6/19/2017    CHF   67.45
Credit Suisse AG/Nassau        8.25     6/22/2016    EUR   47.13
Bank Julius Baer & Co Ltd/G    6.90     6/20/2016    EUR   66.65
Bank Julius Baer & Co Ltd/G    6.70     6/20/2016    EUR   68.30
Bank Julius Baer & Co Ltd/G   12.50     6/20/2016    USD   37.80
Bank J Safra Sarasin AG/Gue    9.70     6/15/2016    CHF   46.15
Notenstein Finance Guernsey    5.40     6/12/2017    CHF   74.14
Bank Julius Baer & Co Ltd/G    7.50    12/23/2016    CHF   53.15
Leonteq Securities AG          6.00     6/19/2018    CHF   67.59
Bank Julius Baer & Co Ltd/G   10.00     6/13/2016    USD   40.55
Notenstein Finance Guernsey    6.96     6/12/2017    CHF   68.11
Vontobel Financial Products    5.50     6/24/2016    EUR   60.68
Vontobel Financial Products    6.00     7/22/2016    EUR   72.99
Vontobel Financial Products    6.50     7/22/2016    EUR   66.96
Vontobel Financial Products   17.30    12/23/2016    EUR   65.60
Vontobel Financial Products   15.15    12/23/2016    EUR   71.25
Vontobel Financial Products   17.10    12/23/2016    EUR   69.36
Vontobel Financial Products   16.30    12/23/2016    EUR   69.48
Vontobel Financial Products   16.35    12/23/2016    EUR   54.19
Vontobel Financial Products   15.25    12/23/2016    EUR   59.43
Vontobel Financial Products   15.60    12/23/2016    EUR   48.34
UniCredit Bank AG              3.80     7/23/2020    EUR   66.32
Vontobel Financial Products    8.00     7/22/2016    EUR   56.59
Vontobel Financial Products    6.00     7/22/2016    EUR   42.41
Landesbank Hessen-Thueringe    3.15    10/10/2016    EUR   60.80
Landesbank Hessen-Thueringe    5.00     7/17/2019    EUR   73.61
Zurcher Kantonalbank Financ    9.00     6/23/2016    CHF   57.14
Zurcher Kantonalbank Financ    8.50     6/23/2016    CHF   55.45
DekaBank Deutsche Girozentr    2.75    11/26/2018    EUR   71.21
DZ Bank AG Deutsche Zentral    6.75     3/21/2016    EUR   70.67
DZ Bank AG Deutsche Zentral    8.50     6/20/2016    EUR   70.27
DZ Bank AG Deutsche Zentral    7.50     6/20/2016    EUR   69.93
DZ Bank AG Deutsche Zentral    7.00     9/19/2016    EUR   71.31
DZ Bank AG Deutsche Zentral    6.50     3/21/2016    EUR   66.06
DZ Bank AG Deutsche Zentral    7.50     6/20/2016    EUR   64.32
DZ Bank AG Deutsche Zentral    6.25     6/20/2016    EUR   63.90
DZ Bank AG Deutsche Zentral    5.25     6/20/2016    EUR   63.55
DZ Bank AG Deutsche Zentral    7.00     9/19/2016    EUR   65.27
DZ Bank AG Deutsche Zentral    6.25     9/19/2016    EUR   64.83
DZ Bank AG Deutsche Zentral    5.25     9/19/2016    EUR   64.24
DZ Bank AG Deutsche Zentral    6.25     6/20/2016    EUR   74.34
DZ Bank AG Deutsche Zentral    6.00     6/20/2016    EUR   49.05
DZ Bank AG Deutsche Zentral    6.00     9/19/2016    EUR   50.49
DZ Bank AG Deutsche Zentral    6.50     6/20/2016    EUR   49.46
DZ Bank AG Deutsche Zentral    6.25     6/20/2016    EUR   49.40
DZ Bank AG Deutsche Zentral    5.75     9/19/2016    EUR   50.63
DZ Bank AG Deutsche Zentral    6.00     9/19/2016    EUR   50.75
DZ Bank AG Deutsche Zentral    7.50     9/19/2016    EUR   67.79
DZ Bank AG Deutsche Zentral    6.75     9/19/2016    EUR   67.35
DZ Bank AG Deutsche Zentral    7.50     6/20/2016    EUR   63.34
DZ Bank AG Deutsche Zentral   10.00     6/20/2016    EUR   74.50
DZ Bank AG Deutsche Zentral    8.50     6/20/2016    EUR   73.99
DZ Bank AG Deutsche Zentral    7.25     6/24/2016    EUR   69.20
DZ Bank AG Deutsche Zentral    7.50     6/20/2016    EUR   69.82
DZ Bank AG Deutsche Zentral    6.50     6/20/2016    EUR   69.91
DZ Bank AG Deutsche Zentral    6.50     9/19/2016    EUR   71.37
DZ Bank AG Deutsche Zentral    5.75     9/19/2016    EUR   71.61
DZ Bank AG Deutsche Zentral    8.50     6/20/2016    EUR   71.08
DZ Bank AG Deutsche Zentral    7.25     6/20/2016    EUR   71.34
DZ Bank AG Deutsche Zentral    7.50     9/19/2016    EUR   72.63
DZ Bank AG Deutsche Zentral    6.50     9/19/2016    EUR   72.84
DZ Bank AG Deutsche Zentral    8.50     6/20/2016    EUR   73.68
DZ Bank AG Deutsche Zentral    7.25     6/20/2016    EUR   74.21
DZ Bank AG Deutsche Zentral    5.75     3/29/2016    EUR   71.78
DZ Bank AG Deutsche Zentral    6.00     3/29/2016    EUR   63.65
DZ Bank AG Deutsche Zentral    8.25     6/24/2016    EUR   58.05
DZ Bank AG Deutsche Zentral    7.60     6/22/2016    EUR   68.25
DZ Bank AG Deutsche Zentral    5.75     6/24/2016    EUR   67.75
DZ Bank AG Deutsche Zentral    5.25     6/24/2016    EUR   68.81
DZ Bank AG Deutsche Zentral    5.75     6/24/2016    EUR   70.07
DZ Bank AG Deutsche Zentral    6.25     6/24/2016    EUR   65.35
DZ Bank AG Deutsche Zentral    5.75     6/24/2016    EUR   64.59
DZ Bank AG Deutsche Zentral    8.75     6/24/2016    EUR   59.98
DZ Bank AG Deutsche Zentral    7.00     6/24/2016    EUR   58.40
Bank Julius Baer & Co Ltd/G    6.80     6/23/2016    CHF   71.90
DZ Bank AG Deutsche Zentral    8.25     6/24/2016    EUR   41.45
DZ Bank AG Deutsche Zentral    5.00     6/24/2016    EUR   56.36
DZ Bank AG Deutsche Zentral    6.10     3/21/2016    EUR   74.42
DZ Bank AG Deutsche Zentral    7.10     3/21/2016    EUR   72.03
DZ Bank AG Deutsche Zentral    6.00     6/20/2016    EUR   71.79
DZ Bank AG Deutsche Zentral    7.10     6/20/2016    EUR   69.87
DZ Bank AG Deutsche Zentral    5.80     9/19/2016    EUR   72.21
DZ Bank AG Deutsche Zentral    6.40     9/19/2016    EUR   70.54
DZ Bank AG Deutsche Zentral    7.70     3/21/2016    EUR   67.26
DZ Bank AG Deutsche Zentral    5.50     6/20/2016    EUR   70.42
DZ Bank AG Deutsche Zentral    6.40     6/20/2016    EUR   68.59
DZ Bank AG Deutsche Zentral    5.20     9/19/2016    EUR   71.10
DZ Bank AG Deutsche Zentral    4.90     3/21/2016    EUR   71.25
DZ Bank AG Deutsche Zentral    6.40     3/21/2016    EUR   68.71
DZ Bank AG Deutsche Zentral    5.10     6/20/2016    EUR   69.69
DZ Bank AG Deutsche Zentral    5.50     3/21/2016    EUR   73.30
DZ Bank AG Deutsche Zentral    6.70     3/21/2016    EUR   71.26
DZ Bank AG Deutsche Zentral    5.00     6/20/2016    EUR   72.82
DZ Bank AG Deutsche Zentral    4.80     6/20/2016    EUR   53.35
DZ Bank AG Deutsche Zentral    4.60     9/19/2016    EUR   54.38
DZ Bank AG Deutsche Zentral    5.40     9/19/2016    EUR   52.98
Vontobel Financial Products    5.55     7/22/2016    EUR   71.80
Vontobel Financial Products    5.50     7/22/2016    EUR   46.65
Zurcher Kantonalbank Financ    6.30     6/16/2016    CHF   74.92
Vontobel Financial Products   18.95     9/23/2016    EUR   64.59
Vontobel Financial Products   18.15     9/23/2016    EUR   69.21
Vontobel Financial Products   18.45     9/23/2016    EUR   69.20
Vontobel Financial Products   19.50     9/23/2016    EUR   67.26
Vontobel Financial Products   17.55     9/23/2016    EUR   54.21
Vontobel Financial Products   18.65     9/23/2016    EUR   57.64
Vontobel Financial Products   18.20     9/23/2016    EUR   45.88
Commerzbank AG                 7.50     3/24/2016    EUR   74.10
Commerzbank AG                 8.75     5/26/2016    EUR   72.31
Commerzbank AG                 8.25     3/24/2016    EUR   75.00
Commerzbank AG                 9.50     5/26/2016    EUR   73.45
Commerzbank AG                 7.25     3/24/2016    EUR   71.89
Commerzbank AG                 6.00     3/24/2016    EUR   59.09
Commerzbank AG                 8.50     3/24/2016    EUR   56.41
Commerzbank AG                 5.25     4/21/2016    EUR   60.18
Commerzbank AG                 7.50     4/21/2016    EUR   57.57
Commerzbank AG                 6.25     5/26/2016    EUR   59.34
Commerzbank AG                 8.25     5/26/2016    EUR   57.06
Commerzbank AG                 6.25     3/24/2016    EUR   71.46
Commerzbank AG                 8.50     3/24/2016    EUR   68.26
Commerzbank AG                 5.50     4/21/2016    EUR   72.41
Commerzbank AG                 7.75     4/21/2016    EUR   69.44
Commerzbank AG                 7.75     5/26/2016    EUR   71.33
Commerzbank AG                10.00     5/26/2016    EUR   68.86
Commerzbank AG                10.00     3/24/2016    EUR   67.69
Commerzbank AG                 6.00     4/21/2016    EUR   74.11
Commerzbank AG                 8.50     4/21/2016    EUR   69.91
Commerzbank AG                 8.50     5/26/2016    EUR   68.17
Commerzbank AG                11.25     5/26/2016    EUR   64.93
Commerzbank AG                 9.25     3/24/2016    EUR   72.57
Commerzbank AG                 7.50     4/21/2016    EUR   74.75
Commerzbank AG                 9.25     5/26/2016    EUR   72.25
Commerzbank AG                 6.25     3/24/2016    EUR   74.40
Commerzbank AG                 7.50     5/26/2016    EUR   72.58
Commerzbank AG                 5.50     3/24/2016    EUR   64.06
Commerzbank AG                 8.50     3/24/2016    EUR   60.34
Commerzbank AG                 4.50     4/21/2016    EUR   65.84
Commerzbank AG                 7.00     4/21/2016    EUR   62.18
Commerzbank AG                 7.75     5/26/2016    EUR   61.79
Commerzbank AG                10.50     5/26/2016    EUR   58.93
Commerzbank AG                 6.75     3/24/2016    EUR   67.75
Commerzbank AG                10.25     3/24/2016    EUR   62.97
Commerzbank AG                 5.75     4/21/2016    EUR   69.99
Commerzbank AG                 8.75     4/21/2016    EUR   65.11
Commerzbank AG                 7.25     5/26/2016    EUR   67.20
Commerzbank AG                10.25     5/26/2016    EUR   63.20
Commerzbank AG                 5.50     3/24/2016    EUR   50.40
Commerzbank AG                 8.75     3/24/2016    EUR   47.57
Commerzbank AG                 4.50     4/21/2016    EUR   52.04
Commerzbank AG                 7.00     4/21/2016    EUR   49.16
Commerzbank AG                 6.25     5/26/2016    EUR   51.58
Commerzbank AG                 9.75     5/26/2016    EUR   48.80
Commerzbank AG                 5.75     3/24/2016    EUR   56.22
Commerzbank AG                 9.00     3/24/2016    EUR   52.27
Commerzbank AG                 4.75     4/21/2016    EUR   58.00
Commerzbank AG                 7.50     4/21/2016    EUR   54.01
Commerzbank AG                 7.25     5/26/2016    EUR   56.32
Commerzbank AG                10.50     5/26/2016    EUR   53.19
UBS AG                         6.88     6/15/2016    EUR   47.49
LBBW                           3.55    11/25/2016    EUR   70.53
LBBW                           3.30    11/25/2016    EUR   66.09
Bank Julius Baer & Co Ltd/G   10.30     6/16/2016    CHF   47.80
Bank Julius Baer & Co Ltd/G    6.40     6/16/2016    CHF   71.30
LBBW                           3.00     6/23/2017    EUR   71.17
Bank Julius Baer & Co Ltd/G    5.70     6/27/2016    CHF   74.05
Bank Julius Baer & Co Ltd/G    6.00     6/27/2016    EUR   44.95
Commerzbank AG                 9.50     5/26/2016    EUR   68.16
Commerzbank AG                13.50     5/26/2016    EUR   62.49
Commerzbank AG                 8.75     3/24/2016    EUR   73.29
Commerzbank AG                11.75     3/24/2016    EUR   68.02
Commerzbank AG                 9.50     4/21/2016    EUR   72.15
Commerzbank AG                12.25     4/21/2016    EUR   67.36
Commerzbank AG                 7.00     3/24/2016    EUR   72.01
Commerzbank AG                 9.25     3/24/2016    EUR   68.42
Commerzbank AG                11.50     3/24/2016    EUR   65.20
Commerzbank AG                 9.50     4/21/2016    EUR   68.03
Commerzbank AG                11.50     4/21/2016    EUR   65.70
Commerzbank AG                 8.25     5/26/2016    EUR   69.89
Commerzbank AG                10.25     5/26/2016    EUR   66.95
Commerzbank AG                12.25     5/26/2016    EUR   64.34
Commerzbank AG                 8.00     2/25/2016    EUR   66.59
Commerzbank AG                12.00     2/25/2016    EUR   61.62
Commerzbank AG                 8.25     3/24/2016    EUR   66.85
Commerzbank AG                 9.50     3/24/2016    EUR   64.87
Commerzbank AG                11.25     3/24/2016    EUR   62.78
Commerzbank AG                 7.50     4/21/2016    EUR   68.05
Commerzbank AG                 8.75     4/21/2016    EUR   66.17
Commerzbank AG                10.00     4/21/2016    EUR   64.38
Commerzbank AG                 9.75     5/26/2016    EUR   64.37
Commerzbank AG                11.25     5/26/2016    EUR   62.88
Commerzbank AG                12.50     5/26/2016    EUR   61.43
Vontobel Financial Products    5.95     9/23/2016    EUR   68.60
Vontobel Financial Products    6.70     6/24/2016    EUR   68.05
Vontobel Financial Products    6.15     3/29/2016    EUR   70.20
Vontobel Financial Products    5.75     9/23/2016    EUR   73.91
Vontobel Financial Products    6.50     6/24/2016    EUR   72.85
Vontobel Financial Products    6.65     3/29/2016    EUR   72.82
Vontobel Financial Products    5.55     6/24/2016    EUR   63.15
Vontobel Financial Products    5.05     3/29/2016    EUR   64.75
Leonteq Securities AG          3.00      7/8/2019    CHF   65.96
Vontobel Financial Products   10.15     6/24/2016    EUR   65.17
Vontobel Financial Products   11.15     3/29/2016    EUR   63.85
Notenstein La Roche Private    3.50     6/19/2019    CHF   70.28
Notenstein La Roche Private    3.00      7/3/2019    CHF   59.36
Credit Suisse AG/Nassau        7.00     6/27/2016    EUR   53.97
Commerzbank AG                 7.50     4/21/2016    EUR   73.26
Commerzbank AG                 7.50     5/26/2016    EUR   72.92
Commerzbank AG                 7.25     4/21/2016    EUR   65.84
Commerzbank AG                 9.25     4/21/2016    EUR   63.58
Commerzbank AG                 6.50     5/26/2016    EUR   67.67
Commerzbank AG                 8.00     5/26/2016    EUR   65.39
Commerzbank AG                 9.75     5/26/2016    EUR   63.36
Vontobel Financial Products    5.35     9/23/2016    EUR   71.35
Vontobel Financial Products    4.20     6/24/2016    EUR   73.93
UniCredit Bank AG              4.40     7/13/2018    EUR   64.65
Bank Julius Baer & Co Ltd/G    6.90     6/20/2016    USD   72.15
Leonteq Securities AG          5.00     6/26/2018    CHF   70.89
WGZ-Bank AG Westdeutsche Ge    6.00     9/19/2016    EUR   74.98
UBS AG/London                  6.50     6/17/2016    CHF   69.77
UBS AG/London                  5.50     6/19/2017    CHF   67.64
UBS AG/London                  9.00     6/17/2016    CHF   49.41
UBS AG/London                  7.00     6/17/2016    EUR   43.78
UBS AG/London                  8.00     6/17/2016    CHF   56.51
Notenstein La Roche Private    6.50     6/26/2017    EUR   52.60
LBBW                           4.00     6/24/2016    EUR   73.10
Banca Popolare di Vicenza      2.50     7/11/2019    EUR   73.50
Vontobel Financial Products   10.50    12/23/2016    EUR   70.71
DZ Bank AG Deutsche Zentral    6.00     9/23/2016    EUR   71.25
DZ Bank AG Deutsche Zentral    6.00    12/23/2016    EUR   71.93
DZ Bank AG Deutsche Zentral    7.00     6/24/2016    EUR   74.99
DZ Bank AG Deutsche Zentral    6.00     3/24/2017    EUR   72.19
Vontobel Financial Products   10.50    12/23/2016    EUR   67.59
Credit Suisse AG/Nassau        8.00    12/30/2016    CHF   67.32
DZ Bank AG Deutsche Zentral    7.00     6/24/2016    EUR   71.10
DZ Bank AG Deutsche Zentral    9.00     6/24/2016    EUR   69.44
Bank Julius Baer & Co Ltd/G    9.40    11/10/2016    CHF   51.00
Vontobel Financial Products    6.50    12/23/2016    EUR   74.07
Vontobel Financial Products    8.00    12/23/2016    EUR   71.66
DZ Bank AG Deutsche Zentral    6.00    11/25/2016    EUR   69.48
DZ Bank AG Deutsche Zentral    5.75    11/25/2016    EUR   61.70
DZ Bank AG Deutsche Zentral    7.10    12/19/2016    EUR   62.44
DZ Bank AG Deutsche Zentral   10.70     3/21/2016    EUR   74.27
DZ Bank AG Deutsche Zentral   10.70     3/21/2016    EUR   59.95
DZ Bank AG Deutsche Zentral    8.70     6/20/2016    EUR   74.01
Vontobel Financial Products    5.55     6/24/2016    EUR   69.43
Vontobel Financial Products    6.00     6/24/2016    EUR   67.32
Vontobel Financial Products    6.55     6/24/2016    EUR   65.37
Vontobel Financial Products    5.50     9/23/2016    EUR   71.23
Vontobel Financial Products    6.50     9/23/2016    EUR   69.58
Vontobel Financial Products    7.00     9/23/2016    EUR   67.75
Vontobel Financial Products    7.50     9/23/2016    EUR   66.04
Vontobel Financial Products    5.50    12/23/2016    EUR   72.38
Vontobel Financial Products    6.00    12/23/2016    EUR   70.63
Vontobel Financial Products    6.75    12/23/2016    EUR   69.18
DZ Bank AG Deutsche Zentral   10.00     9/23/2016    EUR   72.47
DZ Bank AG Deutsche Zentral   12.50     6/24/2016    EUR   74.29
DZ Bank AG Deutsche Zentral    9.00    12/23/2016    EUR   70.34
DZ Bank AG Deutsche Zentral    9.50    12/23/2016    EUR   74.65
DZ Bank AG Deutsche Zentral   10.00     6/24/2016    EUR   74.05
DZ Bank AG Deutsche Zentral   13.00     6/24/2016    EUR   69.40
DZ Bank AG Deutsche Zentral    5.00     6/24/2016    EUR   69.68
DZ Bank AG Deutsche Zentral    7.50     6/24/2016    EUR   69.10
DZ Bank AG Deutsche Zentral    7.50     9/23/2016    EUR   68.66
DZ Bank AG Deutsche Zentral    7.50    12/23/2016    EUR   68.20
DZ Bank AG Deutsche Zentral   10.00     6/24/2016    EUR   67.95
DZ Bank AG Deutsche Zentral   10.00     9/23/2016    EUR   69.59
DZ Bank AG Deutsche Zentral    7.50    12/23/2016    EUR   72.31
Commerzbank AG                 7.00    10/27/2016    EUR   73.38
Vontobel Financial Products    3.00     6/24/2016    EUR   63.74
Vontobel Financial Products   15.80     3/11/2016    EUR   56.59
Vontobel Financial Products   12.80     12/9/2016    EUR   60.60
LBBW                          11.00     6/24/2016    EUR   70.91
Vontobel Financial Products    4.60     3/11/2016    EUR   71.82
Vontobel Financial Products    7.35     6/10/2016    EUR   71.18
Vontobel Financial Products    6.90     12/9/2016    EUR   74.87
Vontobel Financial Products    2.95     3/11/2016    EUR   74.55
Vontobel Financial Products    6.10     6/10/2016    EUR   58.06
Vontobel Financial Products   11.00     6/10/2016    EUR   72.93
Vontobel Financial Products   10.20      9/9/2016    EUR   74.06
Vontobel Financial Products   13.50     9/23/2016    EUR   74.76
Vontobel Financial Products    4.10     3/10/2017    EUR   72.97
Vontobel Financial Products    2.50     6/10/2016    EUR   69.44
Vontobel Financial Products    3.70      9/9/2016    EUR   71.19
Vontobel Financial Products    4.10     12/9/2016    EUR   72.21
Vontobel Financial Products    5.95     12/9/2016    EUR   74.99
Vontobel Financial Products   22.55     3/29/2016    EUR   70.72
Vontobel Financial Products   17.00     6/24/2016    EUR   72.97
Vontobel Financial Products   13.75     3/18/2016    EUR   74.93
Vontobel Financial Products   29.15     3/29/2016    EUR   72.01
Vontobel Financial Products    7.15    12/16/2016    EUR   63.80
Vontobel Financial Products   17.15     9/16/2016    EUR   59.16
Vontobel Financial Products    8.45     3/18/2016    EUR   74.21
Vontobel Financial Products   17.35     3/18/2016    EUR   69.94
Vontobel Financial Products    7.10     6/17/2016    EUR   62.96
Vontobel Financial Products    8.65     3/10/2017    EUR   63.25
Vontobel Financial Products    3.30     3/18/2016    EUR   66.47
Vontobel Financial Products    7.80     3/18/2016    EUR   61.63
Vontobel Financial Products   10.85     3/18/2016    EUR   59.56
Vontobel Financial Products   14.55     3/18/2016    EUR   57.72
Vontobel Financial Products    3.90     6/17/2016    EUR   66.70
Vontobel Financial Products    5.45     6/17/2016    EUR   64.75
Vontobel Financial Products   15.45     3/29/2016    EUR   74.28
Vontobel Financial Products   13.50     6/24/2016    EUR   74.56
DZ Bank AG Deutsche Zentral    5.00     6/20/2016    EUR   74.37
DZ Bank AG Deutsche Zentral    9.00    12/19/2016    EUR   74.44
DZ Bank AG Deutsche Zentral    6.00     6/20/2016    EUR   69.12
DZ Bank AG Deutsche Zentral   11.00     6/20/2016    EUR   73.42
DZ Bank AG Deutsche Zentral    7.00     6/20/2016    EUR   70.94
DZ Bank AG Deutsche Zentral    5.50     9/19/2016    EUR   70.93
DZ Bank AG Deutsche Zentral    5.00    12/19/2016    EUR   72.23
DZ Bank AG Deutsche Zentral    6.00    12/19/2016    EUR   70.74
DZ Bank AG Deutsche Zentral    7.50    12/19/2016    EUR   70.80
DZ Bank AG Deutsche Zentral   10.00     6/20/2016    EUR   72.71
DZ Bank AG Deutsche Zentral    7.00     6/20/2016    EUR   71.37
DZ Bank AG Deutsche Zentral    4.00     6/23/2017    EUR   69.01
DZ Bank AG Deutsche Zentral    6.00     6/23/2017    EUR   74.47
DZ Bank AG Deutsche Zentral   10.00     3/24/2017    EUR   74.44
UBS AG/London                  7.50     2/10/2017    EUR   64.91
UBS AG/London                  5.30     4/18/2017    EUR   68.55
UBS AG/London                  6.30     2/10/2017    EUR   73.23
UBS AG/London                  5.00      7/8/2016    EUR   64.15
UBS AG/London                  5.30     2/10/2017    EUR   67.65
UBS AG/London                  8.40      7/8/2016    EUR   68.99
UBS AG/London                  7.90      7/8/2016    EUR   73.76
UBS AG/London                 15.40      7/8/2016    EUR   74.94
UBS AG/London                  5.70      7/8/2016    EUR   68.33
UBS AG/London                  7.20     2/10/2017    EUR   73.67
UBS AG/London                  8.70      7/8/2016    EUR   70.04
UBS AG/London                  7.10      7/8/2016    EUR   74.89
UBS AG/London                  6.60     2/10/2017    EUR   69.08
UBS AG/London                  6.30     4/18/2017    EUR   69.86
UBS AG/London                 11.00     4/18/2017    EUR   73.22
UBS AG/London                  7.40     2/10/2017    EUR   65.22
UBS AG/London                  6.90      7/8/2016    EUR   74.38
UBS AG/London                  7.20     4/18/2017    EUR   65.89
UBS AG/London                  8.60     2/10/2017    EUR   73.27
UBS AG/London                  8.10     4/18/2017    EUR   74.18
UBS AG/London                  7.30     4/18/2017    EUR   65.89
UBS AG/London                 10.90     2/10/2017    EUR   72.67
UBS AG/London                  9.70      7/8/2016    EUR   72.18
UBS AG/London                 16.10      7/8/2016    EUR   68.99
UBS AG/London                 17.30      7/8/2016    EUR   74.50
UBS AG/London                  8.70      7/8/2016    EUR   61.33
UBS AG/London                 10.20      7/8/2016    EUR   62.90
UBS AG/London                  6.10     4/18/2017    EUR   73.84
UniCredit Bank AG              4.00    12/22/2016    EUR   66.53
UniCredit Bank AG              4.00    12/22/2016    EUR   72.59
UniCredit Bank AG              4.25    12/22/2016    EUR   65.53
UniCredit Bank AG              4.50    12/22/2016    EUR   65.16
UniCredit Bank AG              4.00    12/22/2016    EUR   65.91
UniCredit Bank AG              4.75    12/22/2016    EUR   64.80
UniCredit Bank AG              5.00    12/22/2016    EUR   64.46
Leonteq Securities AG         10.00     1/30/2017    CHF   68.16
Leonteq Securities AG          9.00     1/30/2017    CHF   71.12
Notenstein La Roche Private    5.10    10/30/2018    CHF   66.49
Notenstein La Roche Private    6.00    10/30/2017    CHF   65.59
HSBC Trinkaus & Burkhardt A   13.10     6/24/2016    EUR   73.43
HSBC Trinkaus & Burkhardt A   19.40     6/24/2016    EUR   55.82
HSBC Trinkaus & Burkhardt A   10.30     9/23/2016    EUR   61.48
HSBC Trinkaus & Burkhardt A   18.20     6/24/2016    EUR   64.13
HSBC Trinkaus & Burkhardt A   12.40     9/23/2016    EUR   68.13
Commerzbank AG                 8.50    12/22/2016    EUR   74.45
Commerzbank AG                10.50     7/21/2016    EUR   71.05
Commerzbank AG                 8.50    12/22/2016    EUR   72.16
Leonteq Securities AG         15.40      1/4/2017    CHF   74.09
DZ Bank AG Deutsche Zentral   15.75     6/24/2016    EUR   73.56
Societe Generale SA            0.50     4/30/2023    RUB   48.62
Municipality Finance PLC       0.50     2/22/2019    IDR   74.14
HSBC Bank PLC                  0.50     5/29/2020    IDR   66.55
Societe Generale SA            0.50     6/12/2023    RUB   48.01
Zurcher Kantonalbank Financ    7.93     3/29/2016    EUR   45.81
Notenstein La Roche Private    3.00     3/27/2018    CHF   71.11
UBS AG/London                  8.25     3/11/2016    CHF   68.16
UBS AG/London                  6.00     3/11/2016    CHF   44.07
Zurcher Kantonalbank Financ    9.32     3/29/2016    CHF   65.84
Zurcher Kantonalbank Financ    5.55     3/29/2016    CHF   74.07
UniCredit Bank AG              4.60      7/2/2018    EUR   60.13
Leonteq Securities AG         10.00     6/17/2016    EUR   67.28
Commerzbank AG                 9.50     2/25/2016    EUR   69.94
Commerzbank AG                 8.00     2/25/2016    EUR   69.35
Commerzbank AG                 9.00     2/25/2016    EUR   68.00
Commerzbank AG                 9.75     2/25/2016    EUR   64.47
Commerzbank AG                11.00     2/25/2016    EUR   62.98
Commerzbank AG                 8.50     2/25/2016    EUR   63.35
Commerzbank AG                 9.50     2/25/2016    EUR   58.33
Commerzbank AG                 9.00     2/25/2016    EUR   41.81
Commerzbank AG                 9.00     2/25/2016    EUR   44.07
Commerzbank AG                 7.75     2/25/2016    EUR   67.52
Commerzbank AG                 8.50     2/25/2016    EUR   61.92
Commerzbank AG                 9.75     2/25/2016    EUR   61.53
Commerzbank AG                 9.75     2/25/2016    EUR   72.90
Commerzbank AG                 7.00     2/25/2016    EUR   64.02
Commerzbank AG                 7.75     2/25/2016    EUR   73.51
Commerzbank AG                10.00     2/25/2016    EUR   47.28
Commerzbank AG                10.75     2/25/2016    EUR   46.38
Commerzbank AG                 9.75     2/25/2016    EUR   58.53
Leonteq Securities AG          2.75     3/20/2018    CHF   72.58
Raiffeisen Centrobank AG       6.88     3/30/2017    EUR   57.98
Notenstein La Roche Private    8.20     9/20/2016    USD   66.91
Notenstein La Roche Private    7.20     9/20/2016    EUR   48.22
Notenstein La Roche Private    5.20     3/20/2017    CHF   74.00
Notenstein La Roche Private    5.00     3/20/2017    CHF   71.25
Leonteq Securities AG         10.60     6/20/2016    CHF   63.43
Leonteq Securities AG         10.00     6/20/2016    CHF   58.46
Leonteq Securities AG          7.68     3/16/2016    USD   73.95
Bank Julius Baer & Co Ltd/G    7.10     3/21/2016    USD   72.45
Bank Julius Baer & Co Ltd/G    6.60     3/21/2016    EUR   70.95
Vontobel Financial Products    8.70     3/29/2016    EUR   53.14
Vontobel Financial Products    8.15     3/29/2016    EUR   66.25
Landesbank Hessen-Thueringe    3.50     7/15/2016    EUR   74.80
Credit Suisse AG/London        7.00     3/21/2016    CHF   54.84
Vontobel Financial Products   10.30     3/29/2016    EUR   64.04
Vontobel Financial Products   10.15     3/29/2016    EUR   63.85
Vontobel Financial Products   10.35     3/29/2016    EUR   63.89
Vontobel Financial Products   10.55     3/29/2016    EUR   63.94
Vontobel Financial Products    9.95     3/29/2016    EUR   71.05
Vontobel Financial Products   10.55     3/29/2016    EUR   64.10
Vontobel Financial Products   10.45     3/29/2016    EUR   69.74
Commerzbank AG                 6.68      3/9/2017    EUR   69.29
Leonteq Securities AG         10.04     3/16/2016    EUR   43.41
Vontobel Financial Products    4.45     3/29/2016    EUR   51.20
Vontobel Financial Products    4.70     6/24/2016    EUR   64.78
Vontobel Financial Products    5.85     6/24/2016    EUR   63.13
Vontobel Financial Products    5.80     3/29/2016    EUR   63.74
Vontobel Financial Products    5.90     6/24/2016    EUR   66.53
Vontobel Financial Products    5.40     3/29/2016    EUR   67.94
Leonteq Securities AG/Guern    9.60     6/23/2016    EUR   66.52
Credit Suisse AG/London        7.50     3/21/2016    EUR   50.39
Credit Suisse AG/Nassau        6.25     9/26/2016    CHF   59.45
Deutsche Bank AG               8.20     3/22/2016    EUR   62.00
Deutsche Bank AG               8.20     6/21/2016    EUR   61.70
Deutsche Bank AG               6.20     3/22/2016    EUR   45.80
Deutsche Bank AG               5.20     3/22/2016    EUR   45.70
Deutsche Bank AG               5.20     3/22/2016    EUR   43.70
Deutsche Bank AG               6.20     3/22/2016    EUR   43.80
Deutsche Bank AG               5.20     6/21/2016    EUR   48.60
Deutsche Bank AG               6.20     6/21/2016    EUR   49.00
Deutsche Bank AG               5.20     6/21/2016    EUR   46.40
Deutsche Bank AG               6.20     6/21/2016    EUR   46.80
Deutsche Bank AG               5.20     6/21/2016    EUR   44.40
Deutsche Bank AG               6.20     6/21/2016    EUR   44.70
Deutsche Bank AG               5.20     9/20/2016    EUR   49.90
Deutsche Bank AG               5.20     9/20/2016    EUR   47.70
Deutsche Bank AG               5.20     9/20/2016    EUR   45.70
Deutsche Bank AG               6.20    12/20/2016    EUR   52.10
Deutsche Bank AG               5.20    12/20/2016    EUR   51.20
Deutsche Bank AG               5.20    12/20/2016    EUR   49.00
Deutsche Bank AG               8.20     3/22/2016    EUR   66.40
Deutsche Bank AG               8.20     3/22/2016    EUR   63.80
Deutsche Bank AG               8.20     6/21/2016    EUR   64.10
Deutsche Bank AG               8.20     3/22/2016    EUR   68.30
Deutsche Bank AG               8.20     6/21/2016    EUR   67.40
Deutsche Bank AG               8.20     3/22/2016    EUR   53.90
Deutsche Bank AG               8.20     3/22/2016    EUR   52.10
Deutsche Bank AG               8.20     6/21/2016    EUR   55.80
Deutsche Bank AG               8.20     6/21/2016    EUR   54.10
Deutsche Bank AG               8.20     3/22/2016    EUR   67.20
Deutsche Bank AG               8.20     6/21/2016    EUR   66.50
Deutsche Bank AG               8.20     3/22/2016    EUR   61.10
Deutsche Bank AG               8.20     3/22/2016    EUR   59.00
Deutsche Bank AG               8.20     6/21/2016    EUR   60.00
Deutsche Bank AG               8.20     6/21/2016    EUR   58.10
Deutsche Bank AG               8.20     3/22/2016    EUR   44.00
Deutsche Bank AG               8.20     3/22/2016    EUR   42.10
Deutsche Bank AG               8.20     6/21/2016    EUR   45.50
Deutsche Bank AG               8.20     6/21/2016    EUR   43.60
Deutsche Bank AG               4.20     6/21/2016    EUR   75.00
Deutsche Bank AG               6.20     3/22/2016    EUR   74.80
Deutsche Bank AG               5.20     3/22/2016    EUR   74.70
Deutsche Bank AG               3.20     6/21/2016    EUR   74.60
Deutsche Bank AG               3.20     6/21/2016    EUR   72.40
Deutsche Bank AG               4.20     6/21/2016    EUR   72.80
Deutsche Bank AG               6.20     6/21/2016    EUR   73.50
Deutsche Bank AG               5.20     6/21/2016    EUR   73.10
Deutsche Bank AG               5.20     9/20/2016    EUR   73.80
Deutsche Bank AG               5.20    12/20/2016    EUR   74.40
Deutsche Bank AG               4.20     3/22/2016    EUR   68.40
Deutsche Bank AG               3.20     6/21/2016    EUR   75.00
Deutsche Bank AG               4.20     6/21/2016    EUR   72.60
Deutsche Bank AG               3.20     6/21/2016    EUR   72.20
Deutsche Bank AG               4.20     6/21/2016    EUR   70.80
Deutsche Bank AG               3.20     6/21/2016    EUR   70.50
Deutsche Bank AG               4.20     6/21/2016    EUR   66.80
Deutsche Bank AG               3.20     6/21/2016    EUR   66.40
Deutsche Bank AG               3.20     3/22/2016    EUR   73.20
Deutsche Bank AG               4.20     3/22/2016    EUR   73.30
Deutsche Bank AG               3.20     6/21/2016    EUR   75.00
Deutsche Bank AG               3.20     6/21/2016    EUR   72.20
Deutsche Bank AG               4.20     6/21/2016    EUR   72.60
Deutsche Bank AG               3.20     3/22/2016    EUR   74.30
Deutsche Bank AG               3.20     3/22/2016    EUR   70.60
Deutsche Bank AG               4.20     3/22/2016    EUR   70.70
Deutsche Bank AG               4.20     3/22/2016    EUR   67.40
Deutsche Bank AG               3.20     3/22/2016    EUR   67.30
Deutsche Bank AG               4.20     3/22/2016    EUR   64.30
Deutsche Bank AG               3.20     3/22/2016    EUR   64.20
Deutsche Bank AG               3.20     6/21/2016    EUR   72.10
Deutsche Bank AG               3.20     6/21/2016    EUR   68.60
Deutsche Bank AG               4.20     6/21/2016    EUR   69.00
Deutsche Bank AG               4.20     6/21/2016    EUR   65.80
Deutsche Bank AG               3.20     6/21/2016    EUR   65.50
Deutsche Bank AG               3.20     6/21/2016    EUR   62.60
Deutsche Bank AG               4.20     6/21/2016    EUR   62.90
Deutsche Bank AG               3.20     3/22/2016    EUR   68.80
Deutsche Bank AG               4.20     3/22/2016    EUR   66.00
Deutsche Bank AG               3.20     3/22/2016    EUR   65.90
Deutsche Bank AG               3.20     3/22/2016    EUR   61.70
Deutsche Bank AG               3.20     3/22/2016    EUR   59.40
Deutsche Bank AG               3.20     3/22/2016    EUR   57.20
Deutsche Bank AG               4.20     3/22/2016    EUR   57.30
Deutsche Bank AG               3.20     3/22/2016    EUR   55.20
Deutsche Bank AG               4.20     3/22/2016    EUR   55.30
Deutsche Bank AG               3.20     3/22/2016    EUR   53.30
Deutsche Bank AG               4.20     3/22/2016    EUR   53.40
Deutsche Bank AG               3.20     6/21/2016    EUR   62.10
Deutsche Bank AG               3.20     6/21/2016    EUR   59.90
Deutsche Bank AG               4.20     6/21/2016    EUR   58.20
Deutsche Bank AG               3.20     6/21/2016    EUR   57.80
Deutsche Bank AG               4.20     6/21/2016    EUR   56.20
Deutsche Bank AG               3.20     6/21/2016    EUR   55.80
Deutsche Bank AG               4.20     6/21/2016    EUR   54.40
Deutsche Bank AG               3.20     6/21/2016    EUR   54.00
Deutsche Bank AG               3.20     3/22/2016    EUR   74.00
Deutsche Bank AG               3.20     3/22/2016    EUR   71.30
Deutsche Bank AG               4.20     3/22/2016    EUR   69.00
Deutsche Bank AG               3.20     3/22/2016    EUR   68.90
Deutsche Bank AG               3.20     6/21/2016    EUR   73.00
Deutsche Bank AG               4.20     6/21/2016    EUR   70.50
Deutsche Bank AG               3.20     6/21/2016    EUR   70.10
Deutsche Bank AG               3.20     6/21/2016    EUR   67.30
Deutsche Bank AG               4.20     6/21/2016    EUR   65.10
Deutsche Bank AG               3.20     6/21/2016    EUR   64.70
Deutsche Bank AG               3.20     3/22/2016    EUR   71.70
Deutsche Bank AG               4.20     3/22/2016    EUR   71.80
Deutsche Bank AG               3.20     6/21/2016    EUR   73.60
Deutsche Bank AG               4.20     6/21/2016    EUR   73.90
Deutsche Bank AG               4.20     6/21/2016    EUR   69.80
Deutsche Bank AG               3.20     6/21/2016    EUR   69.40
Deutsche Bank AG               4.20     3/22/2016    EUR   66.70
Deutsche Bank AG               3.20     3/22/2016    EUR   66.60
Deutsche Bank AG               3.20     6/21/2016    EUR   74.30
Deutsche Bank AG               3.20     6/21/2016    EUR   71.60
Deutsche Bank AG               3.20     6/21/2016    EUR   69.20
Deutsche Bank AG               4.20     6/21/2016    EUR   67.20
Deutsche Bank AG               3.20     6/21/2016    EUR   66.90
Deutsche Bank AG               4.20     6/21/2016    EUR   65.10
Deutsche Bank AG               3.20     6/21/2016    EUR   64.70
Deutsche Bank AG               3.20     3/22/2016    EUR   65.10
Deutsche Bank AG               3.20     3/22/2016    EUR   62.70
Deutsche Bank AG               4.20     3/22/2016    EUR   60.60
Deutsche Bank AG               3.20     3/22/2016    EUR   60.50
Deutsche Bank AG               3.20     6/21/2016    EUR   67.10
Deutsche Bank AG               4.20     6/21/2016    EUR   65.00
Deutsche Bank AG               3.20     6/21/2016    EUR   64.70
Deutsche Bank AG               3.20     6/21/2016    EUR   62.40
Deutsche Bank AG               3.20     6/21/2016    EUR   60.30
Deutsche Bank AG               4.20     6/21/2016    EUR   60.60
Deutsche Bank AG               4.20     6/21/2016    EUR   58.60
Deutsche Bank AG               3.20     6/21/2016    EUR   58.20
Deutsche Bank AG               3.20     3/22/2016    EUR   50.30
Deutsche Bank AG               4.20     3/22/2016    EUR   47.90
Deutsche Bank AG               3.20     3/22/2016    EUR   45.50
Deutsche Bank AG               4.20     3/22/2016    EUR   45.60
Deutsche Bank AG               3.20     3/22/2016    EUR   43.40
Deutsche Bank AG               4.20     3/22/2016    EUR   43.60
Deutsche Bank AG               3.20     6/21/2016    EUR   50.40
Deutsche Bank AG               3.20     6/21/2016    EUR   47.90
Deutsche Bank AG               4.20     6/21/2016    EUR   48.30
Deutsche Bank AG               3.20     6/21/2016    EUR   45.70
Deutsche Bank AG               4.20     6/21/2016    EUR   46.10
Deutsche Bank AG               4.20     6/21/2016    EUR   44.00
Deutsche Bank AG               3.20     6/21/2016    EUR   43.70
Deutsche Bank AG               5.20     3/22/2016    EUR   74.60
Deutsche Bank AG               6.20     3/22/2016    EUR   74.70
Deutsche Bank AG               6.20     3/22/2016    EUR   68.60
Deutsche Bank AG               5.20     3/22/2016    EUR   68.50
Deutsche Bank AG               5.20     6/21/2016    EUR   72.90
Deutsche Bank AG               6.20     6/21/2016    EUR   73.30
Deutsche Bank AG               6.20     6/21/2016    EUR   71.50
Deutsche Bank AG               5.20     6/21/2016    EUR   71.20
Deutsche Bank AG               5.20     6/21/2016    EUR   67.10
Deutsche Bank AG               6.20     6/21/2016    EUR   67.50
Deutsche Bank AG               5.20     9/20/2016    EUR   74.10
Deutsche Bank AG               5.20     9/20/2016    EUR   72.40
Deutsche Bank AG               5.20     9/20/2016    EUR   68.40
Deutsche Bank AG               6.20    12/20/2016    EUR   74.40
Deutsche Bank AG               5.20    12/20/2016    EUR   73.60
Deutsche Bank AG               6.20    12/20/2016    EUR   70.50
Deutsche Bank AG               5.20    12/20/2016    EUR   69.70
Deutsche Bank AG               6.20     6/21/2016    EUR   73.30
Deutsche Bank AG               5.20     6/21/2016    EUR   73.00
Deutsche Bank AG               5.20     9/20/2016    EUR   74.00
Deutsche Bank AG               5.20    12/20/2016    EUR   75.00
Deutsche Bank AG               5.20     3/22/2016    EUR   64.40
Deutsche Bank AG               6.20     3/22/2016    EUR   64.50
Deutsche Bank AG               5.20     6/21/2016    EUR   66.20
Deutsche Bank AG               6.20     6/21/2016    EUR   66.50
Deutsche Bank AG               5.20     6/21/2016    EUR   63.30
Deutsche Bank AG               6.20     6/21/2016    EUR   63.60
Deutsche Bank AG               5.20     9/20/2016    EUR   67.40
Deutsche Bank AG               5.20     9/20/2016    EUR   64.50
Deutsche Bank AG               6.20    12/20/2016    EUR   69.40
Deutsche Bank AG               5.20    12/20/2016    EUR   68.60
Deutsche Bank AG               5.20    12/20/2016    EUR   65.80
Deutsche Bank AG               6.20    12/20/2016    EUR   66.60
Deutsche Bank AG               6.20     6/21/2016    EUR   71.20
Deutsche Bank AG               5.20     6/21/2016    EUR   70.80
Deutsche Bank AG               5.20     9/20/2016    EUR   71.20
Deutsche Bank AG               5.20     9/20/2016    EUR   68.60
Deutsche Bank AG               5.20     9/20/2016    EUR   66.10
Deutsche Bank AG               5.20    12/20/2016    EUR   71.60
Deutsche Bank AG               6.20    12/20/2016    EUR   72.50
Deutsche Bank AG               6.20    12/20/2016    EUR   70.00
Deutsche Bank AG               5.20    12/20/2016    EUR   69.20
Deutsche Bank AG               5.20    12/20/2016    EUR   66.80
Deutsche Bank AG               6.20    12/20/2016    EUR   67.70
Deutsche Bank AG               6.20     3/22/2016    EUR   72.00
Deutsche Bank AG               5.20     3/22/2016    EUR   71.90
Deutsche Bank AG               5.20     6/21/2016    EUR   74.30
Deutsche Bank AG               6.20     6/21/2016    EUR   74.60
Deutsche Bank AG               5.20     6/21/2016    EUR   70.10
Deutsche Bank AG               6.20     6/21/2016    EUR   70.50
Deutsche Bank AG               5.20     9/20/2016    EUR   71.30
Deutsche Bank AG               6.20    12/20/2016    EUR   73.30
Deutsche Bank AG               5.20    12/20/2016    EUR   72.50
Deutsche Bank AG               5.20     3/22/2016    EUR   55.40
Deutsche Bank AG               6.20     3/22/2016    EUR   55.50
Deutsche Bank AG               6.20     3/22/2016    EUR   53.70
Deutsche Bank AG               5.20     3/22/2016    EUR   53.50
Deutsche Bank AG               5.20     6/21/2016    EUR   56.60
Deutsche Bank AG               6.20     6/21/2016    EUR   56.90
Deutsche Bank AG               5.20     6/21/2016    EUR   54.70
Deutsche Bank AG               6.20     6/21/2016    EUR   55.10
Deutsche Bank AG               5.20     9/20/2016    EUR   61.60
Deutsche Bank AG               5.20     9/20/2016    EUR   59.60
Deutsche Bank AG               5.20     9/20/2016    EUR   57.70
Deutsche Bank AG               5.20     9/20/2016    EUR   55.90
Deutsche Bank AG               6.20    12/20/2016    EUR   63.60
Deutsche Bank AG               5.20    12/20/2016    EUR   62.70
Deutsche Bank AG               5.20    12/20/2016    EUR   60.80
Deutsche Bank AG               6.20    12/20/2016    EUR   61.60
Deutsche Bank AG               6.20    12/20/2016    EUR   59.70
Deutsche Bank AG               5.20    12/20/2016    EUR   57.10
Deutsche Bank AG               6.20    12/20/2016    EUR   58.00
Deutsche Bank AG               6.20     3/22/2016    EUR   67.00
Deutsche Bank AG               5.20     3/22/2016    EUR   66.80
Deutsche Bank AG               6.20     6/21/2016    EUR   68.00
Deutsche Bank AG               5.20     6/21/2016    EUR   67.60
Deutsche Bank AG               6.20     6/21/2016    EUR   65.80
Deutsche Bank AG               5.20     6/21/2016    EUR   65.40
Deutsche Bank AG               6.20     6/21/2016    EUR   65.80
Deutsche Bank AG               5.20     6/21/2016    EUR   65.40
Deutsche Bank AG               5.20     9/20/2016    EUR   73.50
Deutsche Bank AG               5.20     9/20/2016    EUR   71.10
Deutsche Bank AG               5.20     9/20/2016    EUR   68.80
Deutsche Bank AG               5.20     9/20/2016    EUR   66.70
Deutsche Bank AG               5.20    12/20/2016    EUR   74.50
Deutsche Bank AG               5.20    12/20/2016    EUR   72.20
Deutsche Bank AG               6.20    12/20/2016    EUR   73.00
Deutsche Bank AG               6.20    12/20/2016    EUR   70.90
Deutsche Bank AG               5.20    12/20/2016    EUR   70.00
Deutsche Bank AG               5.20    12/20/2016    EUR   67.90
Deutsche Bank AG               6.20    12/20/2016    EUR   68.80
Vontobel Financial Products    5.40     6/24/2016    EUR   65.46
Vontobel Financial Products    4.75     3/29/2016    EUR   66.57
Deutsche Bank AG               8.20     6/21/2016    EUR   64.60
Deutsche Bank AG               8.20     3/22/2016    EUR   73.70
Deutsche Bank AG               8.20     3/22/2016    EUR   71.00
Deutsche Bank AG               8.20     6/21/2016    EUR   74.00
Deutsche Bank AG               8.20     6/21/2016    EUR   71.40
Deutsche Bank AG               3.20     3/22/2016    EUR   74.50
Deutsche Bank AG               4.20     3/22/2016    EUR   74.60
Deutsche Bank AG               5.20     3/22/2016    EUR   72.30
Deutsche Bank AG               4.20     3/22/2016    EUR   72.20
Deutsche Bank AG               6.20     3/22/2016    EUR   72.40
Deutsche Bank AG               3.20     3/22/2016    EUR   72.10
Deutsche Bank AG               5.20     9/20/2016    EUR   66.10
Deutsche Bank AG               5.20     9/20/2016    EUR   63.90
Deutsche Bank AG               5.20     9/20/2016    EUR   61.90
Deutsche Bank AG               5.20     9/20/2016    EUR   59.90
Deutsche Bank AG               5.20    12/20/2016    EUR   66.90
Deutsche Bank AG               6.20    12/20/2016    EUR   67.70
Deutsche Bank AG               5.20    12/20/2016    EUR   64.80
Deutsche Bank AG               6.20    12/20/2016    EUR   65.60
Deutsche Bank AG               6.20    12/20/2016    EUR   63.70
Deutsche Bank AG               5.20    12/20/2016    EUR   62.80
Deutsche Bank AG               5.20    12/20/2016    EUR   60.90
Deutsche Bank AG               6.20    12/20/2016    EUR   61.80
Deutsche Bank AG               6.20    12/20/2016    EUR   49.90
Deutsche Bank AG               5.20    12/20/2016    EUR   47.00
Deutsche Bank AG               6.20    12/20/2016    EUR   47.80
Deutsche Bank AG               8.20     3/22/2016    EUR   68.80
Deutsche Bank AG               8.20     3/22/2016    EUR   65.00
Deutsche Bank AG               8.20     6/21/2016    EUR   68.20
Deutsche Bank AG               4.20     3/22/2016    EUR   74.50
Vontobel Financial Products    7.85     6/24/2016    EUR   74.08
Vontobel Financial Products    6.40     3/29/2016    EUR   74.63
Vontobel Financial Products    4.70     3/29/2016    EUR   60.28
Vontobel Financial Products    4.85     6/24/2016    EUR   72.99
Vontobel Financial Products    4.75     6/24/2016    EUR   60.38
Vontobel Financial Products    4.35     3/29/2016    EUR   61.28
Vontobel Financial Products    8.75     6/24/2016    EUR   67.73
Deutsche Bank AG               3.20     3/22/2016    EUR   68.30
Vontobel Financial Products    8.85     3/29/2016    EUR   68.46
Vontobel Financial Products    8.75     6/24/2016    EUR   65.00
Vontobel Financial Products    8.60     3/29/2016    EUR   65.12
Deutsche Bank AG               3.20     3/22/2016    EUR   72.50
Vontobel Financial Products    9.60     6/24/2016    EUR   54.17
Vontobel Financial Products   10.05     3/29/2016    EUR   51.98
Vontobel Financial Products    5.85     6/24/2016    EUR   70.29
Vontobel Financial Products    5.45     3/29/2016    EUR   71.49
Deutsche Bank AG               3.20     3/22/2016    EUR   74.40
Deutsche Bank AG               4.20     3/22/2016    EUR   72.60
DZ Bank AG Deutsche Zentral    4.70     6/20/2016    EUR   61.54
DZ Bank AG Deutsche Zentral    4.70     6/20/2016    EUR   56.50
DZ Bank AG Deutsche Zentral    6.20     3/21/2016    EUR   64.28
DZ Bank AG Deutsche Zentral    5.50     3/29/2016    EUR   42.79
DZ Bank AG Deutsche Zentral    8.50     3/29/2016    EUR   52.40
HSBC Trinkaus & Burkhardt A   13.10     3/25/2016    EUR   74.39
HSBC Trinkaus & Burkhardt A   11.50     3/25/2016    EUR   64.05
HSBC Trinkaus & Burkhardt A    7.60     6/24/2016    EUR   68.98
HSBC Trinkaus & Burkhardt A    7.00     4/22/2016    EUR   69.79
HSBC Trinkaus & Burkhardt A   10.60     3/25/2016    EUR   74.58
HSBC Trinkaus & Burkhardt A    7.40     6/24/2016    EUR   74.21
HSBC Trinkaus & Burkhardt A    5.03     3/24/2016    EUR   36.39
HSBC Trinkaus & Burkhardt A   14.30     3/25/2016    EUR   28.36
HSBC Trinkaus & Burkhardt A   12.10     3/25/2016    EUR   29.27
HSBC Trinkaus & Burkhardt A    9.90     4/22/2016    EUR   31.40
HSBC Trinkaus & Burkhardt A    7.20     4/22/2016    EUR   74.32
HSBC Trinkaus & Burkhardt A   11.60     3/25/2016    EUR   59.74
HSBC Trinkaus & Burkhardt A    9.90     3/25/2016    EUR   61.56
HSBC Trinkaus & Burkhardt A    8.40     6/24/2016    EUR   63.75
HSBC Trinkaus & Burkhardt A    8.10     4/22/2016    EUR   64.14
HSBC Trinkaus & Burkhardt A   13.40     3/25/2016    EUR   48.97
HSBC Trinkaus & Burkhardt A   10.30     3/25/2016    EUR   51.88
HSBC Trinkaus & Burkhardt A    6.30     3/25/2016    EUR   57.26
HSBC Trinkaus & Burkhardt A    8.80     6/24/2016    EUR   55.40
HSBC Trinkaus & Burkhardt A    8.60     4/22/2016    EUR   54.10
HSBC Trinkaus & Burkhardt A    7.90     4/22/2016    EUR   49.12
HSBC Trinkaus & Burkhardt A   12.70     3/25/2016    EUR   54.75
HSBC Trinkaus & Burkhardt A    6.80     6/24/2016    EUR   62.68
HSBC Trinkaus & Burkhardt A    7.20     4/22/2016    EUR   61.52
HSBC Trinkaus & Burkhardt A   11.00     3/25/2016    EUR   40.95
HSBC Trinkaus & Burkhardt A    7.20     6/24/2016    EUR   45.34
HSBC Trinkaus & Burkhardt A    6.90     4/22/2016    EUR   44.46
HSBC Trinkaus & Burkhardt A   13.70     4/22/2016    EUR   44.93
HSBC Trinkaus & Burkhardt A   13.00     3/25/2016    EUR   66.12
HSBC Trinkaus & Burkhardt A    8.10     6/24/2016    EUR   72.41
HSBC Trinkaus & Burkhardt A    7.60     4/22/2016    EUR   70.79
HSBC Trinkaus & Burkhardt A   12.00     3/25/2016    EUR   55.59
HSBC Trinkaus & Burkhardt A    7.70     6/24/2016    EUR   59.97
HSBC Trinkaus & Burkhardt A    7.10     4/22/2016    EUR   61.30
HSBC Trinkaus & Burkhardt A    8.30     6/24/2016    EUR   49.29
HSBC Trinkaus & Burkhardt A   13.50     3/25/2016    EUR   59.99
HSBC Trinkaus & Burkhardt A    9.30     6/24/2016    EUR   65.05
HSBC Trinkaus & Burkhardt A    9.80     4/22/2016    EUR   65.03
HSBC Trinkaus & Burkhardt A   12.60     3/25/2016    EUR   61.57
HSBC Trinkaus & Burkhardt A    8.20     6/24/2016    EUR   66.79
HSBC Trinkaus & Burkhardt A    7.80     4/22/2016    EUR   67.58
HSBC Trinkaus & Burkhardt A   12.50     3/25/2016    EUR   69.55
HSBC Trinkaus & Burkhardt A   10.50     3/25/2016    EUR   72.19
HSBC Trinkaus & Burkhardt A   11.50     3/25/2016    EUR   73.80
HSBC Trinkaus & Burkhardt A   10.80     3/25/2016    EUR   74.70
HSBC Trinkaus & Burkhardt A   12.70     3/25/2016    EUR   59.05
HSBC Trinkaus & Burkhardt A    7.90     4/22/2016    EUR   65.28
HSBC Trinkaus & Burkhardt A   12.50     3/25/2016    EUR   43.03
HSBC Trinkaus & Burkhardt A    7.70     4/22/2016    EUR   47.24
HSBC Trinkaus & Burkhardt A   14.00     3/25/2016    EUR   59.62
HSBC Trinkaus & Burkhardt A   11.30     4/22/2016    EUR   63.55
HSBC Trinkaus & Burkhardt A   13.80     3/25/2016    EUR   54.87
HSBC Trinkaus & Burkhardt A   11.60     3/25/2016    EUR   57.24
HSBC Trinkaus & Burkhardt A    9.30     4/22/2016    EUR   60.37
HSBC Trinkaus & Burkhardt A    8.50     4/22/2016    EUR   67.13
HSBC Trinkaus & Burkhardt A   14.40     3/25/2016    EUR   66.61
HSBC Trinkaus & Burkhardt A    9.10     4/22/2016    EUR   74.12
HSBC Trinkaus & Burkhardt A   13.20     3/25/2016    EUR   53.97
HSBC Trinkaus & Burkhardt A   10.20     3/25/2016    EUR   56.84
HSBC Trinkaus & Burkhardt A    6.70     3/25/2016    EUR   61.37
HSBC Trinkaus & Burkhardt A    8.10     4/22/2016    EUR   59.57
HSBC Trinkaus & Burkhardt A    9.20     6/24/2016    EUR   62.38
HSBC Trinkaus & Burkhardt A    6.30     2/26/2016    EUR   66.70
HSBC Trinkaus & Burkhardt A    9.60     4/22/2016    EUR   61.57
HSBC Trinkaus & Burkhardt A    6.30     4/22/2016    EUR   67.60
HSBC Trinkaus & Burkhardt A   13.10     3/25/2016    EUR   67.63
HSBC Trinkaus & Burkhardt A   13.60     3/25/2016    EUR   68.70
HSBC Trinkaus & Burkhardt A   10.30     3/25/2016    EUR   73.03
HSBC Trinkaus & Burkhardt A   12.90     3/25/2016    EUR   61.29
HSBC Trinkaus & Burkhardt A    7.30     6/24/2016    EUR   67.52
HSBC Trinkaus & Burkhardt A    7.50     4/22/2016    EUR   67.48
UBS AG/London                  3.00      9/9/2016    EUR   73.16
UBS AG/London                  4.50      9/9/2016    EUR   49.12
UBS AG/London                  6.00      9/9/2016    EUR   72.59
UBS AG/London                  7.70      9/9/2016    EUR   67.71
UBS AG/London                  5.30      9/9/2016    EUR   67.48
UBS AG/London                  4.20      9/9/2016    EUR   70.51
UBS AG/London                  4.50      9/9/2016    EUR   63.17
UBS AG/London                  4.10      9/9/2016    EUR   73.97
Vontobel Financial Products    7.00     4/22/2016    EUR   30.90
Vontobel Financial Products    5.00     4/22/2016    EUR   70.22
Vontobel Financial Products    5.00     4/22/2016    EUR   60.77
Vontobel Financial Products    7.00     4/22/2016    EUR   71.43
Vontobel Financial Products    9.00     4/22/2016    EUR   45.78
Vontobel Financial Products    8.00     4/22/2016    EUR   63.21
Vontobel Financial Products    8.00     4/22/2016    EUR   57.44
Vontobel Financial Products    7.00     4/22/2016    EUR   66.12
DZ Bank AG Deutsche Zentral    5.75      9/8/2017    EUR   67.61
DZ Bank AG Deutsche Zentral    5.20      9/8/2017    EUR   74.72
DZ Bank AG Deutsche Zentral    5.60      9/8/2017    EUR   64.09
Landesbank Hessen-Thueringe    3.75     4/20/2016    EUR   72.30
Zurcher Kantonalbank Financ    6.28     9/23/2016    CHF   70.35
UBS AG/London                  5.50     9/12/2016    CHF   73.09
Zurcher Kantonalbank Financ   10.00     3/24/2016    EUR   52.54
Vontobel Financial Products    6.30     3/29/2016    EUR   71.94
Vontobel Financial Products    8.70     3/29/2016    EUR   53.24
Credit Suisse AG/Nassau        4.75     3/27/2017    CHF   64.36
Bayerische Landesbank          2.50    10/14/2016    EUR   72.79
DZ Bank AG Deutsche Zentral    6.00     3/29/2016    EUR   71.34
DZ Bank AG Deutsche Zentral    7.50     3/29/2016    EUR   73.56
DZ Bank AG Deutsche Zentral    7.50     3/29/2016    EUR   72.43
DZ Bank AG Deutsche Zentral    8.50     3/29/2016    EUR   72.54
DZ Bank AG Deutsche Zentral    7.50     3/29/2016    EUR   57.63
DZ Bank AG Deutsche Zentral    7.50     3/29/2016    EUR   41.62
DZ Bank AG Deutsche Zentral    8.00     3/29/2016    EUR   72.66
DZ Bank AG Deutsche Zentral    7.50     3/29/2016    EUR   62.11
DZ Bank AG Deutsche Zentral    7.50     3/29/2016    EUR   71.51
DZ Bank AG Deutsche Zentral    7.25     3/29/2016    EUR   74.63
DZ Bank AG Deutsche Zentral    5.75     3/29/2016    EUR   67.11
DZ Bank AG Deutsche Zentral    9.50     3/29/2016    EUR   64.65
DZ Bank AG Deutsche Zentral    6.25     3/29/2016    EUR   71.65
DZ Bank AG Deutsche Zentral   13.00     3/29/2016    EUR   65.04
DZ Bank AG Deutsche Zentral    6.75     6/24/2016    EUR   65.37
DZ Bank AG Deutsche Zentral   10.25     3/29/2016    EUR   67.36
DZ Bank AG Deutsche Zentral    5.00     6/24/2016    EUR   71.06
DZ Bank AG Deutsche Zentral    6.25     3/29/2016    EUR   61.94
DZ Bank AG Deutsche Zentral   11.50     3/29/2016    EUR   59.04
DZ Bank AG Deutsche Zentral    6.25     6/24/2016    EUR   61.29
DZ Bank AG Deutsche Zentral    5.00     3/29/2016    EUR   69.54
DZ Bank AG Deutsche Zentral   12.50     3/29/2016    EUR   69.79
DZ Bank AG Deutsche Zentral    5.50     3/29/2016    EUR   55.62
DZ Bank AG Deutsche Zentral    5.00     3/29/2016    EUR   52.51
DZ Bank AG Deutsche Zentral   10.50     3/29/2016    EUR   51.62
DZ Bank AG Deutsche Zentral    7.00     6/24/2016    EUR   54.36
DZ Bank AG Deutsche Zentral   10.25     3/29/2016    EUR   48.11
DZ Bank AG Deutsche Zentral    5.25     3/29/2016    EUR   63.65
DZ Bank AG Deutsche Zentral   11.00     6/24/2016    EUR   61.96
DZ Bank AG Deutsche Zentral    8.25     3/29/2016    EUR   56.51
DZ Bank AG Deutsche Zentral    5.75     3/29/2016    EUR   43.50
DZ Bank AG Deutsche Zentral    7.75     6/24/2016    EUR   42.67
Landesbank Hessen-Thueringe    5.10     4/15/2016    EUR   44.60
Landesbank Hessen-Thueringe    4.00     4/17/2019    EUR   70.79
Landesbank Hessen-Thueringe    5.15     4/15/2016    EUR   65.30
HSBC Trinkaus & Burkhardt A    7.00     2/26/2016    EUR   67.14
HSBC Trinkaus & Burkhardt A   12.00     3/25/2016    EUR   66.74
HSBC Trinkaus & Burkhardt A    7.30     2/26/2016    EUR   73.26
HSBC Trinkaus & Burkhardt A   12.10     3/25/2016    EUR   57.44
HSBC Trinkaus & Burkhardt A    7.20     2/26/2016    EUR   62.75
HSBC Trinkaus & Burkhardt A    8.60     2/26/2016    EUR   52.95
HSBC Trinkaus & Burkhardt A   12.30     3/25/2016    EUR   61.52
HSBC Trinkaus & Burkhardt A    7.20     6/24/2016    EUR   67.35
HSBC Trinkaus & Burkhardt A   12.90     3/25/2016    EUR   63.17
HSBC Trinkaus & Burkhardt A    8.10     6/24/2016    EUR   69.27
HSBC Trinkaus & Burkhardt A    7.90     2/26/2016    EUR   69.30
HSBC Trinkaus & Burkhardt A    8.90     2/26/2016    EUR   60.41
HSBC Trinkaus & Burkhardt A    6.30     6/24/2016    EUR   52.85
HSBC Trinkaus & Burkhardt A   12.50     3/25/2016    EUR   52.65
HSBC Trinkaus & Burkhardt A    6.70     6/24/2016    EUR   60.17
HSBC Trinkaus & Burkhardt A    7.50     2/26/2016    EUR   57.94
HSBC Trinkaus & Burkhardt A   12.60     3/25/2016    EUR   39.33
HSBC Trinkaus & Burkhardt A    6.80     2/26/2016    EUR   43.32
HSBC Trinkaus & Burkhardt A    9.10     2/26/2016    EUR   66.37
HSBC Trinkaus & Burkhardt A    8.20     2/26/2016    EUR   66.37
HSBC Trinkaus & Burkhardt A    9.70     3/25/2016    EUR   60.63
HSBC Trinkaus & Burkhardt A   13.20     3/25/2016    EUR   67.03
HSBC Trinkaus & Burkhardt A    7.90     6/24/2016    EUR   74.13
HSBC Trinkaus & Burkhardt A    8.70     2/26/2016    EUR   72.87
HSBC Trinkaus & Burkhardt A   13.20     3/25/2016    EUR   67.59
HSBC Trinkaus & Burkhardt A    9.10     3/25/2016    EUR   71.55
HSBC Trinkaus & Burkhardt A    9.00     2/26/2016    EUR   72.78
HSBC Trinkaus & Burkhardt A   13.70     3/25/2016    EUR   65.48
HSBC Trinkaus & Burkhardt A    6.80     3/25/2016    EUR   74.62
HSBC Trinkaus & Burkhardt A    8.10     2/26/2016    EUR   73.38
HSBC Trinkaus & Burkhardt A   13.70     3/25/2016    EUR   51.32
HSBC Trinkaus & Burkhardt A   10.60     3/25/2016    EUR   54.55
HSBC Trinkaus & Burkhardt A    7.40     6/24/2016    EUR   59.48
HSBC Trinkaus & Burkhardt A    8.00     2/26/2016    EUR   57.80
Bank Julius Baer & Co Ltd/G    7.00     3/24/2016    CHF   52.75
Vontobel Financial Products   11.65     3/29/2016    EUR   62.33
Bank Julius Baer & Co Ltd/G    5.40     3/24/2016    CHF   73.70
Vontobel Financial Products   10.50     3/29/2016    EUR   63.84
Vontobel Financial Products   10.00     4/22/2016    EUR   63.76
Vontobel Financial Products    7.50     4/22/2016    EUR   48.72
Vontobel Financial Products    5.00     4/22/2016    EUR   68.72
DZ Bank AG Deutsche Zentral    7.25     3/29/2016    EUR   71.11
DZ Bank AG Deutsche Zentral    7.75     3/21/2016    EUR   66.99
DZ Bank AG Deutsche Zentral    7.50     6/20/2016    EUR   67.34
DZ Bank AG Deutsche Zentral    6.00     3/21/2016    EUR   58.26
DZ Bank AG Deutsche Zentral    6.75     6/20/2016    EUR   57.85
DZ Bank AG Deutsche Zentral    5.75     6/20/2016    EUR   57.51
DZ Bank AG Deutsche Zentral    5.25     3/21/2016    EUR   38.59
DZ Bank AG Deutsche Zentral    5.75     6/20/2016    EUR   39.57
DZ Bank AG Deutsche Zentral    6.00     3/21/2016    EUR   67.30
DZ Bank AG Deutsche Zentral    6.75     6/20/2016    EUR   66.19
DZ Bank AG Deutsche Zentral    6.50     3/21/2016    EUR   73.10
DZ Bank AG Deutsche Zentral    7.40     3/29/2016    EUR   64.41
DZ Bank AG Deutsche Zentral    5.50     3/29/2016    EUR   41.50
DZ Bank AG Deutsche Zentral    6.50     3/29/2016    EUR   55.73
DZ Bank AG Deutsche Zentral    7.40     3/29/2016    EUR   54.31
DZ Bank AG Deutsche Zentral    7.70     3/29/2016    EUR   72.57
DZ Bank AG Deutsche Zentral    4.50     3/29/2016    EUR   43.35
DZ Bank AG Deutsche Zentral    5.80     3/29/2016    EUR   41.11
DZ Bank AG Deutsche Zentral    8.70     3/29/2016    EUR   54.31
DZ Bank AG Deutsche Zentral    4.90     3/21/2016    EUR   73.37
DZ Bank AG Deutsche Zentral    5.70     3/21/2016    EUR   71.62
DZ Bank AG Deutsche Zentral    5.40     6/20/2016    EUR   71.50
DZ Bank AG Deutsche Zentral    6.40     3/21/2016    EUR   63.23
DZ Bank AG Deutsche Zentral    5.00     6/20/2016    EUR   63.08
DZ Bank AG Deutsche Zentral    4.80     6/20/2016    EUR   60.04
DZ Bank AG Deutsche Zentral    4.60     3/21/2016    EUR   70.35
DZ Bank AG Deutsche Zentral    4.70     3/21/2016    EUR   69.78
DZ Bank AG Deutsche Zentral    5.10     3/21/2016    EUR   69.24
DZ Bank AG Deutsche Zentral    5.10     6/20/2016    EUR   69.12
DZ Bank AG Deutsche Zentral    5.40     6/20/2016    EUR   68.11
DZ Bank AG Deutsche Zentral    4.70     3/21/2016    EUR   73.26
DZ Bank AG Deutsche Zentral    5.50     3/21/2016    EUR   71.44
DZ Bank AG Deutsche Zentral    5.00     6/20/2016    EUR   72.85
DZ Bank AG Deutsche Zentral    5.90     6/20/2016    EUR   71.32
DZ Bank AG Deutsche Zentral    4.90     6/20/2016    EUR   65.83
DZ Bank AG Deutsche Zentral    6.10     6/20/2016    EUR   62.18
DZ Bank AG Deutsche Zentral    5.30     3/21/2016    EUR   54.99
DZ Bank AG Deutsche Zentral    5.40     6/20/2016    EUR   54.32
DZ Bank AG Deutsche Zentral    4.60     6/20/2016    EUR   44.81
DZ Bank AG Deutsche Zentral    5.40     3/21/2016    EUR   59.19
DZ Bank AG Deutsche Zentral    6.70     6/20/2016    EUR   58.22
Vontobel Financial Products    7.70     3/29/2016    EUR   63.91
Vontobel Financial Products   10.55     3/29/2016    EUR   65.79
BNP Paribas Emissions- und     3.50     7/21/2016    EUR   74.74
BNP Paribas Emissions- und     5.00     7/21/2016    EUR   71.82
BNP Paribas Emissions- und     7.00     7/21/2016    EUR   64.61
BNP Paribas Emissions- und     7.50     7/21/2016    EUR   63.73
BNP Paribas Emissions- und     6.50     7/21/2016    EUR   73.70
BNP Paribas Emissions- und     8.50     7/21/2016    EUR   69.78
Goldman Sachs & Co Wertpapi    9.00     4/20/2016    EUR   67.11
Goldman Sachs & Co Wertpapi    9.00     4/20/2016    EUR   67.11
Goldman Sachs & Co Wertpapi    9.00     4/20/2016    EUR   67.11
Goldman Sachs & Co Wertpapi   11.00     2/24/2016    EUR   68.02
Goldman Sachs & Co Wertpapi    6.00     4/20/2016    EUR   68.82
Goldman Sachs & Co Wertpapi    9.00     9/21/2016    EUR   71.48
Goldman Sachs & Co Wertpapi    5.00     4/20/2016    EUR   64.58
Goldman Sachs & Co Wertpapi    6.00     4/20/2016    EUR   64.75
Goldman Sachs & Co Wertpapi    8.00     4/20/2016    EUR   65.10
Goldman Sachs & Co Wertpapi    8.00     4/20/2016    EUR   65.10
Goldman Sachs & Co Wertpapi    8.00     4/20/2016    EUR   65.10
Goldman Sachs & Co Wertpapi    7.00     6/22/2016    EUR   63.84
Goldman Sachs & Co Wertpapi    5.00     9/21/2016    EUR   64.35
Goldman Sachs & Co Wertpapi    7.00     9/21/2016    EUR   65.53
Goldman Sachs & Co Wertpapi    7.00     9/21/2016    EUR   65.53
Goldman Sachs & Co Wertpapi    8.00     9/21/2016    EUR   66.13
Goldman Sachs & Co Wertpapi    8.00     9/21/2016    EUR   66.13
Goldman Sachs & Co Wertpapi    7.00     4/20/2016    EUR   64.22
Goldman Sachs & Co Wertpapi    6.00     4/20/2016    EUR   64.05
Goldman Sachs & Co Wertpapi   10.00     4/20/2016    EUR   64.75
Goldman Sachs & Co Wertpapi   10.00     4/20/2016    EUR   64.75
Goldman Sachs & Co Wertpapi   12.00     4/20/2016    EUR   65.10
Goldman Sachs & Co Wertpapi    7.00     9/21/2016    EUR   64.50
Goldman Sachs & Co Wertpapi   10.00     9/21/2016    EUR   66.27
Goldman Sachs & Co Wertpapi    7.00     9/21/2016    EUR   64.50
Goldman Sachs & Co Wertpapi    7.00     4/20/2016    EUR   67.12
Goldman Sachs & Co Wertpapi   11.00     4/20/2016    EUR   67.82
Goldman Sachs & Co Wertpapi   11.00     4/20/2016    EUR   67.82
Goldman Sachs & Co Wertpapi    7.00     9/21/2016    EUR   69.87
Goldman Sachs & Co Wertpapi    9.00     9/21/2016    EUR   71.06
Goldman Sachs & Co Wertpapi    9.00     9/21/2016    EUR   71.06
Goldman Sachs & Co Wertpapi    9.00     9/21/2016    EUR   71.06
Goldman Sachs & Co Wertpapi    8.00     2/24/2016    EUR   52.80
Goldman Sachs & Co Wertpapi    5.00     4/20/2016    EUR   53.44
Goldman Sachs & Co Wertpapi    5.00     4/20/2016    EUR   53.44
Goldman Sachs & Co Wertpapi    6.00     4/20/2016    EUR   53.61
Goldman Sachs & Co Wertpapi    8.00     4/20/2016    EUR   53.96
Goldman Sachs & Co Wertpapi   10.00     4/20/2016    EUR   54.31
Goldman Sachs & Co Wertpapi    5.00     9/21/2016    EUR   55.09
Goldman Sachs & Co Wertpapi    6.00     9/21/2016    EUR   55.69
Goldman Sachs & Co Wertpapi    7.00     9/21/2016    EUR   56.28
Goldman Sachs & Co Wertpapi    8.00     9/21/2016    EUR   56.87
Goldman Sachs & Co Wertpapi    8.00     9/21/2016    EUR   56.87
Goldman Sachs & Co Wertpapi    9.00     9/21/2016    EUR   57.46
Goldman Sachs & Co Wertpapi    5.00     4/20/2016    EUR   60.79
Goldman Sachs & Co Wertpapi    7.00     4/20/2016    EUR   61.14
Goldman Sachs & Co Wertpapi   10.00     4/20/2016    EUR   61.66
Goldman Sachs & Co Wertpapi   10.00     4/20/2016    EUR   61.66
Goldman Sachs & Co Wertpapi    5.00     9/21/2016    EUR   59.39
Goldman Sachs & Co Wertpapi    6.00     9/21/2016    EUR   59.98
Goldman Sachs & Co Wertpapi    7.00     9/21/2016    EUR   60.58
Goldman Sachs & Co Wertpapi    9.00     9/21/2016    EUR   61.76
Goldman Sachs & Co Wertpapi    8.00     9/21/2016    EUR   61.17
Goldman Sachs & Co Wertpapi    9.00     9/21/2016    EUR   61.76
Goldman Sachs & Co Wertpapi    8.00     4/20/2016    EUR   49.05
Goldman Sachs & Co Wertpapi   10.00     4/20/2016    EUR   49.40
Goldman Sachs & Co Wertpapi   11.00     4/20/2016    EUR   49.57
Goldman Sachs & Co Wertpapi   11.00     4/20/2016    EUR   49.57
Goldman Sachs & Co Wertpapi   11.00     4/20/2016    EUR   49.57
Goldman Sachs & Co Wertpapi    5.00     9/21/2016    EUR   48.84
Goldman Sachs & Co Wertpapi    8.00     9/21/2016    EUR   50.62
Goldman Sachs & Co Wertpapi   10.00     9/21/2016    EUR   51.80
Goldman Sachs & Co Wertpapi   10.00     9/21/2016    EUR   51.80
Goldman Sachs & Co Wertpapi   10.00     9/21/2016    EUR   51.80
Goldman Sachs & Co Wertpapi   10.00     9/21/2016    EUR   51.80
Goldman Sachs & Co Wertpapi    5.00     4/20/2016    EUR   42.32
Goldman Sachs & Co Wertpapi    6.00     4/20/2016    EUR   42.49
Goldman Sachs & Co Wertpapi    8.00     4/20/2016    EUR   42.84
Goldman Sachs & Co Wertpapi    9.00     4/20/2016    EUR   43.02
Goldman Sachs & Co Wertpapi    9.00     4/20/2016    EUR   43.02
Goldman Sachs & Co Wertpapi    9.00     4/20/2016    EUR   43.02
Goldman Sachs & Co Wertpapi    5.00     6/22/2016    EUR   42.85
Goldman Sachs & Co Wertpapi    9.00     6/22/2016    EUR   44.24
Goldman Sachs & Co Wertpapi    6.00     6/22/2016    EUR   43.20
Goldman Sachs & Co Wertpapi    9.00     6/22/2016    EUR   44.24
Goldman Sachs & Co Wertpapi    9.00     6/22/2016    EUR   44.24
Goldman Sachs & Co Wertpapi    5.00     9/21/2016    EUR   43.90
Goldman Sachs & Co Wertpapi    6.00     9/21/2016    EUR   44.49
Goldman Sachs & Co Wertpapi    6.00     9/21/2016    EUR   44.49
Goldman Sachs & Co Wertpapi    8.00     9/21/2016    EUR   45.68
Goldman Sachs & Co Wertpapi    8.00     9/21/2016    EUR   45.68
Goldman Sachs & Co Wertpapi    8.00     9/21/2016    EUR   45.68
Goldman Sachs & Co Wertpapi    8.00     9/21/2016    EUR   45.68
UBS AG                         9.15     9/16/2016    CHF   45.04
Commerzbank AG                 6.75     3/11/2016    EUR   22.30
Zurcher Kantonalbank Financ    5.53     3/24/2016    CHF   58.50
Zurcher Kantonalbank Financ    7.44     9/19/2016    CHF   74.90
Leonteq Securities AG         10.00      4/7/2016    CHF   58.94
Landesbank Hessen-Thueringe    6.75     4/17/2020    EUR   45.00
DZ Bank AG Deutsche Zentral    5.60     6/20/2016    EUR   68.67
DZ Bank AG Deutsche Zentral    5.50     3/21/2016    EUR   57.87
DZ Bank AG Deutsche Zentral    5.90     6/20/2016    EUR   56.32
DZ Bank AG Deutsche Zentral    5.00     3/21/2016    EUR   68.07
DZ Bank AG Deutsche Zentral    5.20     6/20/2016    EUR   66.93
DZ Bank AG Deutsche Zentral    6.40     6/20/2016    EUR   69.66
DZ Bank AG Deutsche Zentral    6.10     3/21/2016    EUR   62.14
DZ Bank AG Deutsche Zentral    5.60     3/21/2016    EUR   70.39
DZ Bank AG Deutsche Zentral    5.00     6/20/2016    EUR   60.61
DZ Bank AG Deutsche Zentral    5.30     3/21/2016    EUR   59.53
DZ Bank AG Deutsche Zentral    5.60     6/20/2016    EUR   59.69
DZ Bank AG Deutsche Zentral    5.20     3/21/2016    EUR   42.36
DZ Bank AG Deutsche Zentral    5.90     6/20/2016    EUR   43.37
DZ Bank AG Deutsche Zentral    5.20     3/21/2016    EUR   60.36
DZ Bank AG Deutsche Zentral    5.30     6/20/2016    EUR   60.68
DekaBank Deutsche Girozentr    3.75     3/10/2017    EUR   73.66
Commerzbank AG                 7.50     3/24/2016    EUR   71.26
Commerzbank AG                 8.50     3/24/2016    EUR   69.23
Commerzbank AG                 9.50     3/24/2016    EUR   67.59
Commerzbank AG                10.50     3/24/2016    EUR   66.02
Commerzbank AG                11.50     3/24/2016    EUR   64.52
Commerzbank AG                12.50     3/24/2016    EUR   63.10
Commerzbank AG                 3.75     3/24/2016    EUR   71.60
Commerzbank AG                 4.75     3/24/2016    EUR   69.77
Commerzbank AG                 5.75     3/24/2016    EUR   67.70
Commerzbank AG                 6.75     3/24/2016    EUR   66.40
Commerzbank AG                 7.75     3/24/2016    EUR   64.88
Commerzbank AG                 8.75     3/24/2016    EUR   63.72
Commerzbank AG                 4.50     3/24/2016    EUR   67.16
Commerzbank AG                 5.50     3/24/2016    EUR   65.44
Commerzbank AG                 6.50     3/24/2016    EUR   63.49
Commerzbank AG                 7.50     3/24/2016    EUR   61.98
Commerzbank AG                 8.50     3/24/2016    EUR   60.86
Commerzbank AG                 9.50     3/24/2016    EUR   59.48
Commerzbank AG                 5.00     3/24/2016    EUR   73.56
Commerzbank AG                 5.75     3/24/2016    EUR   71.72
Commerzbank AG                 6.75     3/24/2016    EUR   69.99
Commerzbank AG                 7.75     3/24/2016    EUR   68.36
Commerzbank AG                 8.75     3/24/2016    EUR   67.13
Commerzbank AG                 4.50     3/24/2016    EUR   74.14
Commerzbank AG                 5.75     3/24/2016    EUR   71.49
Commerzbank AG                 6.75     3/24/2016    EUR   69.73
Commerzbank AG                 7.75     3/24/2016    EUR   68.06
Commerzbank AG                 8.75     3/24/2016    EUR   66.48
Commerzbank AG                 9.75     3/24/2016    EUR   65.29
Commerzbank AG                 3.00     3/24/2016    EUR   61.81
Commerzbank AG                 3.50     3/24/2016    EUR   60.41
Commerzbank AG                 5.00     3/24/2016    EUR   57.24
Commerzbank AG                 6.00     3/24/2016    EUR   55.50
Commerzbank AG                 7.00     3/24/2016    EUR   54.16
Commerzbank AG                 8.00     3/24/2016    EUR   52.90
Commerzbank AG                 9.00     3/24/2016    EUR   51.69
Commerzbank AG                10.00     3/24/2016    EUR   50.82
Commerzbank AG                 3.75     3/24/2016    EUR   69.83
Commerzbank AG                 4.75     3/24/2016    EUR   67.68
Commerzbank AG                 5.75     3/24/2016    EUR   65.66
Commerzbank AG                 6.75     3/24/2016    EUR   64.08
Commerzbank AG                 7.75     3/24/2016    EUR   62.57
Commerzbank AG                 8.75     3/24/2016    EUR   61.19
Commerzbank AG                 9.75     3/24/2016    EUR   60.11
Commerzbank AG                 5.50     3/24/2016    EUR   74.65
Commerzbank AG                 6.50     3/24/2016    EUR   72.83
Commerzbank AG                 7.50     3/24/2016    EUR   71.08
Commerzbank AG                 8.75     3/24/2016    EUR   69.47
Commerzbank AG                 4.00     3/24/2016    EUR   66.50
Commerzbank AG                 5.00     3/24/2016    EUR   64.42
Commerzbank AG                 6.00     3/24/2016    EUR   62.82
Commerzbank AG                 7.00     3/24/2016    EUR   61.28
Commerzbank AG                 8.00     3/24/2016    EUR   59.83
Commerzbank AG                 9.00     3/24/2016    EUR   58.75
Commerzbank AG                 6.50     3/24/2016    EUR   72.62
Commerzbank AG                 8.50     3/24/2016    EUR   69.23
Commerzbank AG                 4.00     3/24/2016    EUR   65.82
Commerzbank AG                 5.00     3/24/2016    EUR   64.24
Commerzbank AG                 6.00     3/24/2016    EUR   62.75
Commerzbank AG                 5.50     3/24/2016    EUR   74.72
Commerzbank AG                 6.50     3/24/2016    EUR   73.34
Commerzbank AG                 3.00     3/24/2016    EUR   59.26
Commerzbank AG                 4.00     3/24/2016    EUR   56.93
Commerzbank AG                 5.00     3/24/2016    EUR   55.11
Commerzbank AG                 6.00     3/24/2016    EUR   53.70
Commerzbank AG                 7.00     3/24/2016    EUR   52.09
Commerzbank AG                 8.00     3/24/2016    EUR   50.85
Commerzbank AG                 9.00     3/24/2016    EUR   49.92
Commerzbank AG                10.00     3/24/2016    EUR   48.80
Commerzbank AG                11.00     3/24/2016    EUR   47.96
Commerzbank AG                 3.75     3/24/2016    EUR   64.31
Commerzbank AG                 4.75     3/24/2016    EUR   61.89
Commerzbank AG                 5.75     3/24/2016    EUR   59.99
Commerzbank AG                 6.75     3/24/2016    EUR   58.20
Commerzbank AG                 7.75     3/24/2016    EUR   56.84
Commerzbank AG                 8.75     3/24/2016    EUR   55.55
Commerzbank AG                 9.75     3/24/2016    EUR   54.30
Commerzbank AG                 4.25     3/24/2016    EUR   45.07
Commerzbank AG                 5.25     3/24/2016    EUR   43.72
Commerzbank AG                 6.50     3/24/2016    EUR   42.48
Commerzbank AG                 7.50     3/24/2016    EUR   41.51
Commerzbank AG                 8.50     3/24/2016    EUR   40.59
Commerzbank AG                 9.25     3/24/2016    EUR   39.89
Commerzbank AG                 3.75     3/24/2016    EUR   48.03
Commerzbank AG                 4.75     3/24/2016    EUR   46.58
Commerzbank AG                 5.75     3/24/2016    EUR   45.47
Commerzbank AG                 6.75     3/24/2016    EUR   44.42
Commerzbank AG                 7.75     3/24/2016    EUR   43.43
UBS AG/London                 13.00     3/18/2016    CHF   60.53
UBS AG/London                  5.00     3/20/2017    CHF   71.38
DekaBank Deutsche Girozentr    3.15      2/3/2017    EUR   57.51
UBS AG/London                  6.25     3/29/2016    EUR   58.46
UBS AG/London                  8.50     3/29/2016    EUR   58.75
UBS AG/London                  6.75     3/29/2016    EUR   71.63
UBS AG/London                 17.25     3/29/2016    EUR   42.11
UBS AG/London                  8.00     3/29/2016    EUR   69.93
UBS AG/London                 10.75     3/29/2016    EUR   64.26
UBS AG/London                  7.50     3/29/2016    EUR   53.50
UBS AG/London                 12.25     3/29/2016    EUR   51.77
UBS AG/London                  9.75     3/29/2016    EUR   70.16
UBS AG/London                  9.75     3/29/2016    EUR   48.51
UBS AG/London                  9.00     3/29/2016    EUR   70.06
UBS AG/London                  9.00     3/29/2016    EUR   72.95
UBS AG/London                  8.50     3/29/2016    EUR   53.63
UBS AG/London                  9.00     3/29/2016    EUR   69.39
UBS AG/London                  6.25     3/29/2016    EUR   70.82
UBS AG/London                  8.00     3/29/2016    EUR   69.26
UBS AG/London                  9.75     3/29/2016    EUR   62.03
Bayerische Landesbank          2.60    10/19/2018    EUR   74.06
Notenstein Finance Guernsey    4.00     3/19/2018    CHF   68.24
Notenstein La Roche Private    4.00     9/27/2019    CHF   62.31
Notenstein La Roche Private    4.50     3/27/2018    EUR   46.90
Notenstein La Roche Private    9.80     9/27/2016    USD   74.90
Notenstein La Roche Private    6.50     9/27/2016    CHF   52.87
Notenstein La Roche Private    6.50     9/27/2016    CHF   63.12
Notenstein La Roche Private    5.50     3/27/2017    CHF   72.80
Notenstein La Roche Private    5.00     3/27/2019    CHF   58.97
Notenstein La Roche Private    4.60     9/27/2016    CHF   69.94
Commerzbank AG                 6.50     3/24/2016    EUR   73.47
Leonteq Securities AG          5.60     9/27/2017    CHF   74.34
Leonteq Securities AG          9.00     6/27/2016    CHF   50.73
Leonteq Securities AG          7.00     6/27/2016    CHF   63.80
Leonteq Securities AG          8.00     6/27/2016    EUR   61.34
Zurcher Kantonalbank Financ    6.02      4/1/2016    CHF   73.04
Norddeutsche Landesbank Gir    4.50    10/14/2016    EUR   69.15
Vontobel Financial Products   10.15     3/29/2016    EUR   56.95
Vontobel Financial Products    9.35     6/24/2016    EUR   40.94
Vontobel Financial Products   10.00     3/29/2016    EUR   39.24
Vontobel Financial Products    7.70     6/24/2016    EUR   70.95
Vontobel Financial Products    7.45     3/29/2016    EUR   71.73
DekaBank Deutsche Girozentr    5.10     3/18/2016    EUR   74.58
UBS AG/London                 14.00     3/29/2016    EUR   74.01
UBS AG/London                 13.00     6/24/2016    EUR   74.73
Notenstein La Roche Private    4.25     3/30/2016    CHF   68.06
Leonteq Securities AG          5.20     3/27/2018    CHF   65.24
Notenstein La Roche Private    9.72     6/20/2016    EUR   68.20
Bank Julius Baer & Co Ltd/G   10.25     3/18/2016    USD   70.65
Landesbank Hessen-Thueringe    6.35     3/18/2016    EUR   47.00
DZ Bank AG Deutsche Zentral    6.00     3/21/2016    EUR   69.58
DZ Bank AG Deutsche Zentral    4.60     6/20/2016    EUR   69.49
DZ Bank AG Deutsche Zentral    6.50     3/21/2016    EUR   54.07
DZ Bank AG Deutsche Zentral    6.40     6/20/2016    EUR   55.59
DZ Bank AG Deutsche Zentral    5.30     3/21/2016    EUR   61.87
DZ Bank AG Deutsche Zentral    5.90     3/21/2016    EUR   59.96
DZ Bank AG Deutsche Zentral    4.80     6/20/2016    EUR   58.29
DZ Bank AG Deutsche Zentral    5.10     6/20/2016    EUR   56.72
DZ Bank AG Deutsche Zentral    4.70     3/21/2016    EUR   41.36
DZ Bank AG Deutsche Zentral    5.40     3/21/2016    EUR   40.47
DZ Bank AG Deutsche Zentral    5.60     6/20/2016    EUR   42.32
DZ Bank AG Deutsche Zentral    5.80     2/24/2016    EUR   71.61
DZ Bank AG Deutsche Zentral    5.20     2/24/2016    EUR   60.96
UBS AG/London                  7.25     3/18/2016    CHF   64.99
Bank Julius Baer & Co Ltd/G   10.60     3/18/2016    EUR   70.70
BNP Paribas Emissions- und    10.00     3/24/2016    EUR   73.31
BNP Paribas Emissions- und    13.00     3/24/2016    EUR   69.39
HSBC Trinkaus & Burkhardt A    9.00     6/24/2016    EUR   58.19
Zurcher Kantonalbank Financ   10.00     3/31/2016    CHF   60.11
Vontobel Financial Products    5.00     4/22/2016    EUR   68.36
Vontobel Financial Products    8.00     4/22/2016    EUR   59.34
Bank Julius Baer & Co Ltd/G    3.60      4/3/2017    CHF   74.55
Vontobel Financial Products   17.15     6/24/2016    EUR   57.80
Vontobel Financial Products   21.10     6/24/2016    EUR   51.15
Vontobel Financial Products   17.40     6/24/2016    EUR   56.72
Vontobel Financial Products   17.35     6/24/2016    EUR   51.25
Vontobel Financial Products   16.10     6/24/2016    EUR   67.73
Vontobel Financial Products   19.65     6/24/2016    EUR   68.34
Vontobel Financial Products   18.40     6/24/2016    EUR   54.97
DZ Bank AG Deutsche Zentral    9.50     3/29/2016    EUR   65.25
DZ Bank AG Deutsche Zentral    5.25     3/29/2016    EUR   74.20
DZ Bank AG Deutsche Zentral    5.25     3/29/2016    EUR   72.98
DZ Bank AG Deutsche Zentral    6.75     3/29/2016    EUR   74.81
DZ Bank AG Deutsche Zentral    5.00     3/29/2016    EUR   69.43
DZ Bank AG Deutsche Zentral    7.00     3/29/2016    EUR   59.04
DZ Bank AG Deutsche Zentral    5.00     3/29/2016    EUR   58.28
DZ Bank AG Deutsche Zentral    7.00     3/29/2016    EUR   54.38
DZ Bank AG Deutsche Zentral    6.25     3/29/2016    EUR   56.76
DZ Bank AG Deutsche Zentral    7.25     6/24/2016    EUR   56.49
DZ Bank AG Deutsche Zentral    7.25     3/29/2016    EUR   59.96
DZ Bank AG Deutsche Zentral    8.50     3/29/2016    EUR   72.27
DZ Bank AG Deutsche Zentral    8.00     6/24/2016    EUR   72.79
DZ Bank AG Deutsche Zentral    9.50     3/29/2016    EUR   61.77
DZ Bank AG Deutsche Zentral    8.00     3/29/2016    EUR   61.60
DZ Bank AG Deutsche Zentral    9.00     6/24/2016    EUR   61.26
DZ Bank AG Deutsche Zentral    7.00     3/29/2016    EUR   48.06
DZ Bank AG Deutsche Zentral    6.00     3/29/2016    EUR   52.48
DZ Bank AG Deutsche Zentral    6.75     6/24/2016    EUR   53.28
DZ Bank AG Deutsche Zentral    6.00     3/29/2016    EUR   60.10
DZ Bank AG Deutsche Zentral    6.50     3/29/2016    EUR   73.24
DZ Bank AG Deutsche Zentral    6.75     6/24/2016    EUR   74.82
DZ Bank AG Deutsche Zentral    6.50     6/24/2016    EUR   39.90
Vontobel Financial Products    8.00     3/29/2016    EUR   65.05
Vontobel Financial Products    8.95     3/29/2016    EUR   68.47
Vontobel Financial Products   10.35     3/29/2016    EUR   50.37
Vontobel Financial Products    9.55     3/29/2016    EUR   66.49
Landesbank Hessen-Thueringe    5.00     4/24/2019    EUR   50.87
Bank Julius Baer & Co Ltd/G    7.90     3/24/2016    CHF   68.15
DZ Bank AG Deutsche Zentral    4.00      4/8/2016    EUR   67.35
DZ Bank AG Deutsche Zentral    4.00      4/8/2016    EUR   54.81
Landesbank Hessen-Thueringe    6.30    10/17/2016    EUR   45.90
Bank Julius Baer & Co Ltd/G    9.00     3/24/2016    USD   72.50
Bank J Safra Sarasin AG/Gue    7.20     9/20/2016    CHF   62.48
Zurcher Kantonalbank Financ    7.65     3/24/2016    CHF   53.49
WGZ-Bank AG Westdeutsche Ge    6.00     2/22/2016    EUR   55.28
WGZ-Bank AG Westdeutsche Ge    3.00     2/22/2016    EUR   66.45
WGZ-Bank AG Westdeutsche Ge    4.00     2/22/2016    EUR   63.34
WGZ-Bank AG Westdeutsche Ge    5.00     2/22/2016    EUR   60.51
WGZ-Bank AG Westdeutsche Ge    6.50     2/22/2016    EUR   57.94
WGZ-Bank AG Westdeutsche Ge    3.00     2/22/2016    EUR   47.69
WGZ-Bank AG Westdeutsche Ge    4.00     2/22/2016    EUR   45.51
WGZ-Bank AG Westdeutsche Ge    5.50     2/22/2016    EUR   43.54
WGZ-Bank AG Westdeutsche Ge    6.00     2/22/2016    EUR   42.61
WGZ-Bank AG Westdeutsche Ge    3.00     2/22/2016    EUR   62.83
WGZ-Bank AG Westdeutsche Ge    4.00     2/22/2016    EUR   59.56
WGZ-Bank AG Westdeutsche Ge    5.50     2/22/2016    EUR   56.64
Vontobel Financial Products    7.80      7/1/2016    EUR   72.16
DZ Bank AG Deutsche Zentral    6.75     3/21/2016    EUR   58.33
DZ Bank AG Deutsche Zentral    8.50     6/20/2016    EUR   72.88
DZ Bank AG Deutsche Zentral    9.25     6/20/2016    EUR   73.14
DZ Bank AG Deutsche Zentral    6.50     3/21/2016    EUR   67.35
DZ Bank AG Deutsche Zentral    7.00     6/20/2016    EUR   66.28
DZ Bank AG Deutsche Zentral    8.75     3/21/2016    EUR   72.11
DZ Bank AG Deutsche Zentral    8.50     6/20/2016    EUR   71.59
DZ Bank AG Deutsche Zentral    8.75     3/21/2016    EUR   56.17
DZ Bank AG Deutsche Zentral    8.00     3/21/2016    EUR   56.10
DZ Bank AG Deutsche Zentral    8.00     6/20/2016    EUR   55.31
DZ Bank AG Deutsche Zentral    7.75     3/21/2016    EUR   65.96
DZ Bank AG Deutsche Zentral    9.25     3/21/2016    EUR   56.90
DZ Bank AG Deutsche Zentral    9.00     3/21/2016    EUR   72.76
DZ Bank AG Deutsche Zentral    8.25     3/21/2016    EUR   38.93
DZ Bank AG Deutsche Zentral    7.75     3/21/2016    EUR   38.82
DZ Bank AG Deutsche Zentral    7.75     6/20/2016    EUR   40.26
HSBC Trinkaus & Burkhardt A    7.50     3/24/2016    EUR   56.07
HSBC Trinkaus & Burkhardt A    8.25     3/24/2016    EUR   45.16
HSBC Trinkaus & Burkhardt A    7.25     3/24/2016    EUR   73.80
Banque Cantonale Vaudoise/G    6.13     9/20/2016    USD   52.46
Landesbank Hessen-Thueringe    6.20     7/24/2020    EUR   48.18
Vontobel Financial Products    6.95      7/1/2016    EUR   40.24
Vontobel Financial Products    8.10     6/24/2016    EUR   64.42
Vontobel Financial Products    5.40     6/24/2016    EUR   69.55
Vontobel Financial Products    8.25     3/29/2016    EUR   64.62
Vontobel Financial Products   10.50     6/24/2016    EUR   68.35
Vontobel Financial Products    6.70     6/24/2016    EUR   74.99
Vontobel Financial Products   10.90     3/29/2016    EUR   68.71
Vontobel Financial Products    9.50     6/24/2016    EUR   42.59
Vontobel Financial Products    4.45     6/24/2016    EUR   48.65
Vontobel Financial Products   10.25     3/29/2016    EUR   40.86
Vontobel Financial Products    4.45     3/29/2016    EUR   48.12
DZ Bank AG Deutsche Zentral    5.80     3/21/2016    EUR   61.02
DZ Bank AG Deutsche Zentral    5.70     6/20/2016    EUR   61.40
DZ Bank AG Deutsche Zentral    6.50     6/20/2016    EUR   59.92
DZ Bank AG Deutsche Zentral    4.30     3/21/2016    EUR   66.88
DZ Bank AG Deutsche Zentral    6.40     3/21/2016    EUR   39.61
Bank J Safra Sarasin AG/Gue   11.30     3/24/2016    CHF   51.32
Leonteq Securities AG          3.00     4/17/2018    CHF   72.78
DekaBank Deutsche Girozentr    6.00     9/16/2016    EUR   57.45
Vontobel Financial Products    6.70      7/1/2016    EUR   40.53
Vontobel Financial Products    3.70    12/23/2016    EUR   72.57
Vontobel Financial Products    7.00     9/23/2016    EUR   66.20
Vontobel Financial Products    4.05     9/23/2016    EUR   72.03
Vontobel Financial Products    7.25    12/23/2016    EUR   65.17
Vontobel Financial Products    3.45    12/23/2016    EUR   73.68
Vontobel Financial Products    8.10     9/23/2016    EUR   63.84
Vontobel Financial Products    7.65    12/23/2016    EUR   71.15
Vontobel Financial Products    8.20     9/23/2016    EUR   57.67
Vontobel Financial Products    4.60     9/23/2016    EUR   62.60
Vontobel Financial Products    6.90     9/23/2016    EUR   73.36
Vontobel Financial Products    6.80     9/23/2016    EUR   62.46
Vontobel Financial Products    3.85     9/23/2016    EUR   67.07
Vontobel Financial Products    3.65     9/23/2016    EUR   73.25
Vontobel Financial Products    5.85    12/23/2016    EUR   71.35
Vontobel Financial Products    6.50     9/23/2016    EUR   70.37
Vontobel Financial Products    7.25    12/23/2016    EUR   66.53
Vontobel Financial Products    4.00    12/23/2016    EUR   73.34
Vontobel Financial Products    7.90     9/23/2016    EUR   65.57
Vontobel Financial Products    4.05     9/23/2016    EUR   73.27
Vontobel Financial Products    6.20    12/23/2016    EUR   67.33
Vontobel Financial Products    3.85    12/23/2016    EUR   67.72
Vontobel Financial Products    8.30     9/23/2016    EUR   61.65
Vontobel Financial Products    4.25     9/23/2016    EUR   67.57
Vontobel Financial Products    8.60     9/23/2016    EUR   69.87
Vontobel Financial Products    6.65    12/23/2016    EUR   56.28
Vontobel Financial Products    3.15    12/23/2016    EUR   62.52
Vontobel Financial Products    7.35     9/23/2016    EUR   55.17
Vontobel Financial Products    3.30     9/23/2016    EUR   62.26
Vontobel Financial Products    7.85    12/23/2016    EUR   70.46
Vontobel Financial Products    6.60    12/23/2016    EUR   63.11
Vontobel Financial Products    3.25    12/23/2016    EUR   70.89
Vontobel Financial Products    7.30     9/23/2016    EUR   62.17
Vontobel Financial Products    3.45     9/23/2016    EUR   70.70
Vontobel Financial Products    7.45    12/23/2016    EUR   44.15
Vontobel Financial Products    3.05    12/23/2016    EUR   49.71
Vontobel Financial Products    8.30     9/23/2016    EUR   42.73
Vontobel Financial Products    3.15     9/23/2016    EUR   49.02
Vontobel Financial Products    8.80     9/23/2016    EUR   69.07
Vontobel Financial Products    7.50    12/23/2016    EUR   52.32
Vontobel Financial Products    3.75    12/23/2016    EUR   57.54
Vontobel Financial Products    8.40     9/23/2016    EUR   51.00
Vontobel Financial Products    4.05     9/23/2016    EUR   57.11
Goldman Sachs & Co Wertpapi   10.00     4/20/2016    EUR   60.14
Goldman Sachs & Co Wertpapi   12.00     4/20/2016    EUR   60.49
Goldman Sachs & Co Wertpapi   12.00     4/20/2016    EUR   60.49
Goldman Sachs & Co Wertpapi   10.00     9/21/2016    EUR   62.23
Goldman Sachs & Co Wertpapi   11.00     9/21/2016    EUR   62.83
Goldman Sachs & Co Wertpapi   11.00     9/21/2016    EUR   62.83
Goldman Sachs & Co Wertpapi   11.00     2/24/2016    EUR   63.64
Goldman Sachs & Co Wertpapi   11.00     2/24/2016    EUR   63.64
Goldman Sachs & Co Wertpapi    7.00     6/22/2016    EUR   63.68
Goldman Sachs & Co Wertpapi    6.00     9/21/2016    EUR   63.90
Goldman Sachs & Co Wertpapi    8.00     9/21/2016    EUR   65.09
Goldman Sachs & Co Wertpapi    8.00     9/21/2016    EUR   65.09
Goldman Sachs & Co Wertpapi    8.00     4/20/2016    EUR   67.30
Goldman Sachs & Co Wertpapi   11.00     6/22/2016    EUR   69.64
Goldman Sachs & Co Wertpapi   11.00     2/24/2016    EUR   62.93
Goldman Sachs & Co Wertpapi   11.00     2/24/2016    EUR   62.93
Goldman Sachs & Co Wertpapi   11.00     3/23/2016    EUR   63.75
Goldman Sachs & Co Wertpapi   11.00     6/22/2016    EUR   64.11
Goldman Sachs & Co Wertpapi    9.00     9/21/2016    EUR   65.62
Goldman Sachs & Co Wertpapi    9.00     9/21/2016    EUR   65.62
Goldman Sachs & Co Wertpapi    9.00     9/21/2016    EUR   65.62
Goldman Sachs & Co Wertpapi    8.00     2/24/2016    EUR   67.96
Goldman Sachs & Co Wertpapi    8.00     6/22/2016    EUR   69.14
Goldman Sachs & Co Wertpapi    8.00     6/22/2016    EUR   69.14
Goldman Sachs & Co Wertpapi    6.00     4/20/2016    EUR   46.79
Goldman Sachs & Co Wertpapi    7.00     9/21/2016    EUR   48.24
Goldman Sachs & Co Wertpapi   11.00     9/21/2016    EUR   50.61
Goldman Sachs & Co Wertpapi   11.00     9/21/2016    EUR   50.61
Goldman Sachs & Co Wertpapi   11.00     9/21/2016    EUR   50.61
Goldman Sachs & Co Wertpapi    8.00     2/24/2016    EUR   55.98
Goldman Sachs & Co Wertpapi   10.00     2/24/2016    EUR   56.03
Goldman Sachs & Co Wertpapi   10.00     3/23/2016    EUR   56.51
Goldman Sachs & Co Wertpapi    7.00     4/20/2016    EUR   40.94
Goldman Sachs & Co Wertpapi    7.00     9/21/2016    EUR   43.38
Goldman Sachs & Co Wertpapi    9.00     9/21/2016    EUR   44.57
Goldman Sachs & Co Wertpapi    9.00     9/21/2016    EUR   44.57
Goldman Sachs & Co Wertpapi    9.00     9/21/2016    EUR   44.57
Goldman Sachs & Co Wertpapi    9.00     9/21/2016    EUR   44.57
Bank Julius Baer & Co Ltd/G    9.10    10/10/2016    EUR   70.65
UBS AG/London                  7.75     3/29/2016    CHF   71.20
UBS AG/London                  5.50     3/27/2017    CHF   71.86
Vontobel Financial Products    6.20      7/1/2016    EUR   40.10
Leonteq Securities AG         10.40      7/7/2016    CHF   66.05
Leonteq Securities AG         10.00      7/7/2016    CHF   53.30
Leonteq Securities AG         10.00      7/7/2016    CHF   71.75
Leonteq Securities AG         12.20      7/7/2016    EUR   43.88
Leonteq Securities AG         12.20      7/7/2016    USD   60.83
Goldman Sachs & Co Wertpapi   19.00     6/22/2016    EUR   71.37
Goldman Sachs & Co Wertpapi    7.00     3/23/2016    EUR   73.67
Goldman Sachs & Co Wertpapi   23.00     2/24/2016    EUR   52.17
Goldman Sachs & Co Wertpapi   19.00     6/22/2016    EUR   56.92
Goldman Sachs & Co Wertpapi   19.00     3/23/2016    EUR   57.58
Goldman Sachs & Co Wertpapi    7.00     4/20/2016    EUR   74.19
Goldman Sachs & Co Wertpapi   18.00     4/20/2016    EUR   58.87
Goldman Sachs & Co Wertpapi   15.00     9/21/2016    EUR   63.58
Goldman Sachs & Co Wertpapi    7.00     6/22/2016    EUR   73.88
Goldman Sachs & Co Wertpapi   16.00     9/21/2016    EUR   57.79
Goldman Sachs & Co Wertpapi    8.00     2/24/2016    EUR   69.35
Goldman Sachs & Co Wertpapi    7.00     9/21/2016    EUR   69.67
Goldman Sachs & Co Wertpapi   21.00     4/20/2016    EUR   54.39
Goldman Sachs & Co Wertpapi   15.00     2/24/2016    EUR   58.86
Goldman Sachs & Co Wertpapi   16.00     9/21/2016    EUR   58.97
Goldman Sachs & Co Wertpapi   23.00     3/23/2016    EUR   57.22
Goldman Sachs & Co Wertpapi   23.00     4/20/2016    EUR   57.19
Goldman Sachs & Co Wertpapi   17.00     9/21/2016    EUR   62.87
Goldman Sachs & Co Wertpapi   17.00     2/24/2016    EUR   45.07
Goldman Sachs & Co Wertpapi   14.00     2/24/2016    EUR   47.81
Goldman Sachs & Co Wertpapi   21.00     2/24/2016    EUR   42.77
Goldman Sachs & Co Wertpapi   19.00     3/23/2016    EUR   44.13
Goldman Sachs & Co Wertpapi    8.00     9/21/2016    EUR   56.98
Goldman Sachs & Co Wertpapi    6.00     9/21/2016    EUR   61.53
Goldman Sachs & Co Wertpapi   17.00     6/22/2016    EUR   48.20
Goldman Sachs & Co Wertpapi    8.00     4/20/2016    EUR   65.88
Goldman Sachs & Co Wertpapi    8.00     9/21/2016    EUR   72.42
Goldman Sachs & Co Wertpapi    6.00     9/21/2016    EUR   68.72
Goldman Sachs & Co Wertpapi   13.00     2/24/2016    EUR   56.59
Goldman Sachs & Co Wertpapi   20.00     2/24/2016    EUR   51.90
Goldman Sachs & Co Wertpapi   15.00     3/23/2016    EUR   55.51
Goldman Sachs & Co Wertpapi    5.00     6/22/2016    EUR   66.51
Goldman Sachs & Co Wertpapi   13.00     6/22/2016    EUR   57.50
Goldman Sachs & Co Wertpapi   22.00     2/24/2016    EUR   68.36
Goldman Sachs & Co Wertpapi   21.00     3/23/2016    EUR   70.15
Goldman Sachs & Co Wertpapi   19.00     4/20/2016    EUR   71.43
Goldman Sachs & Co Wertpapi   19.00     6/22/2016    EUR   71.97
Goldman Sachs & Co Wertpapi   16.00     9/21/2016    EUR   74.84
Goldman Sachs & Co Wertpapi   21.00     3/23/2016    EUR   41.55
Goldman Sachs & Co Wertpapi    9.00     4/20/2016    EUR   51.36
Goldman Sachs & Co Wertpapi   10.00     4/20/2016    EUR   55.92
Goldman Sachs & Co Wertpapi   19.00     4/20/2016    EUR   48.74
Goldman Sachs & Co Wertpapi   17.00     3/23/2016    EUR   68.80
Goldman Sachs & Co Wertpapi   21.00     4/20/2016    EUR   65.69
Goldman Sachs & Co Wertpapi   14.00     6/22/2016    EUR   71.96
Goldman Sachs & Co Wertpapi    7.00     4/20/2016    EUR   64.18
Goldman Sachs & Co Wertpapi    6.00     4/20/2016    EUR   46.49
Vontobel Financial Products    6.50     3/29/2016    EUR   58.93
Deutsche Bank AG               4.20     3/22/2016    EUR   64.60
Deutsche Bank AG               6.20     3/22/2016    EUR   64.80
Deutsche Bank AG               6.20     3/22/2016    EUR   61.40
Notenstein La Roche Private    3.00      4/9/2018    CHF   67.00
Deutsche Bank AG               4.20     6/21/2016    EUR   67.60
Deutsche Bank AG               6.20     6/21/2016    EUR   66.10
Deutsche Bank AG               6.20     9/20/2016    EUR   74.60
Deutsche Bank AG               4.20     3/22/2016    EUR   61.20
Deutsche Bank AG               6.20     6/21/2016    EUR   63.90
Deutsche Bank AG               6.20     9/20/2016    EUR   69.00
Deutsche Bank AG               6.20     9/20/2016    EUR   62.20
Deutsche Bank AG               4.20     9/20/2016    EUR   61.00
Deutsche Bank AG               6.20     3/22/2016    EUR   68.30
Deutsche Bank AG               6.20     3/22/2016    EUR   66.00
Deutsche Bank AG               4.20     3/22/2016    EUR   65.70
Deutsche Bank AG               6.20     6/21/2016    EUR   68.30
Deutsche Bank AG               4.20     6/21/2016    EUR   63.20
Bank Julius Baer & Co Ltd/G    5.80      4/5/2016    USD   74.40
Notenstein La Roche Private    4.20      4/8/2019    CHF   65.92
Notenstein La Roche Private    8.00     10/7/2016    EUR   64.46
Notenstein La Roche Private    7.20     10/7/2016    CHF   69.55
Notenstein La Roche Private    4.70      4/6/2018    CHF   61.86
Notenstein La Roche Private    6.80      4/7/2016    EUR   58.23
Notenstein La Roche Private    4.80     10/7/2016    CHF   72.56
Deutsche Bank AG               4.20     3/22/2016    EUR   70.60
Deutsche Bank AG               4.20     3/22/2016    EUR   68.10
Deutsche Bank AG               4.20     6/21/2016    EUR   70.00
Deutsche Bank AG               6.20     6/21/2016    EUR   63.90
Deutsche Bank AG               6.20     3/22/2016    EUR   70.80
Deutsche Bank AG               6.20     3/22/2016    EUR   63.80
Deutsche Bank AG               4.20     3/22/2016    EUR   63.60
Deutsche Bank AG               4.20     6/21/2016    EUR   65.30
Deutsche Bank AG               4.20     9/20/2016    EUR   73.40
Deutsche Bank AG               4.20     6/21/2016    EUR   59.90
Deutsche Bank AG               6.20     6/21/2016    EUR   60.60
Deutsche Bank AG               4.20     9/20/2016    EUR   64.20
Deutsche Bank AG               4.20     6/21/2016    EUR   63.20
Deutsche Bank AG               6.20     6/21/2016    EUR   70.70
Deutsche Bank AG               4.20     3/22/2016    EUR   61.50
Deutsche Bank AG               4.20     3/22/2016    EUR   59.00
Deutsche Bank AG               6.20     9/20/2016    EUR   68.00
Deutsche Bank AG               4.20     9/20/2016    EUR   63.20
Deutsche Bank AG               4.20     9/20/2016    EUR   68.60
Deutsche Bank AG               4.20     9/20/2016    EUR   64.20
Deutsche Bank AG               4.20     3/22/2016    EUR   63.30
Deutsche Bank AG               6.20     3/22/2016    EUR   61.10
Deutsche Bank AG               4.20     9/20/2016    EUR   61.00
Deutsche Bank AG               6.20     9/20/2016    EUR   60.10
Deutsche Bank AG               4.20     3/22/2016    EUR   60.80
Deutsche Bank AG               4.20     9/20/2016    EUR   65.50
Deutsche Bank AG               4.20     9/20/2016    EUR   67.80
Deutsche Bank AG               6.20     9/20/2016    EUR   65.40
Deutsche Bank AG               6.20     9/20/2016    EUR   72.20
Deutsche Bank AG               6.20     3/22/2016    EUR   51.90
Deutsche Bank AG               4.20     3/22/2016    EUR   48.50
Deutsche Bank AG               6.20     3/22/2016    EUR   48.70
Deutsche Bank AG               6.20     6/21/2016    EUR   53.40
Deutsche Bank AG               4.20     6/21/2016    EUR   52.60
Deutsche Bank AG               4.20     6/21/2016    EUR   49.50
Deutsche Bank AG               6.20     6/21/2016    EUR   50.20
Deutsche Bank AG               4.20     9/20/2016    EUR   57.10
Deutsche Bank AG               6.20     9/20/2016    EUR   58.30
Deutsche Bank AG               6.20     9/20/2016    EUR   56.50
Deutsche Bank AG               4.20     9/20/2016    EUR   55.30
Deutsche Bank AG               4.20     9/20/2016    EUR   53.60
Deutsche Bank AG               6.20     9/20/2016    EUR   54.80
Deutsche Bank AG               4.20     9/20/2016    EUR   50.50
Deutsche Bank AG               6.20     9/20/2016    EUR   51.70
Deutsche Bank AG               4.20     3/22/2016    EUR   64.30
Deutsche Bank AG               6.20     3/22/2016    EUR   64.50
Deutsche Bank AG               6.20     6/21/2016    EUR   66.70
Deutsche Bank AG               4.20     6/21/2016    EUR   66.00
Deutsche Bank AG               6.20     6/21/2016    EUR   63.30
Deutsche Bank AG               4.20     6/21/2016    EUR   62.60
Deutsche Bank AG               4.20     9/20/2016    EUR   74.70
Deutsche Bank AG               4.20     9/20/2016    EUR   70.70
Deutsche Bank AG               6.20     9/20/2016    EUR   71.90
Deutsche Bank AG               6.20     9/20/2016    EUR   68.20
Deutsche Bank AG               4.20     9/20/2016    EUR   67.00
Deutsche Bank AG               6.20     9/20/2016    EUR   64.90
Deutsche Bank AG               4.20     9/20/2016    EUR   63.70
Deutsche Bank AG               4.20     3/22/2016    EUR   51.70
Deutsche Bank AG               6.20     9/20/2016    EUR   60.50
Deutsche Bank AG               4.20     9/20/2016    EUR   57.50
Deutsche Bank AG               6.20     9/20/2016    EUR   58.70
Deutsche Bank AG               6.20     9/20/2016    EUR   67.30
Deutsche Bank AG               4.20     6/21/2016    EUR   60.20
Deutsche Bank AG               4.20     3/22/2016    EUR   58.60
Deutsche Bank AG               6.20     3/22/2016    EUR   58.80
Deutsche Bank AG               4.20     6/21/2016    EUR   56.70
Deutsche Bank AG               6.20     6/21/2016    EUR   57.40
Deutsche Bank AG               6.20     9/20/2016    EUR   66.70
Deutsche Bank AG               4.20     9/20/2016    EUR   65.50
Deutsche Bank AG               6.20     9/20/2016    EUR   64.50
Deutsche Bank AG               4.20     9/20/2016    EUR   63.30
Deutsche Bank AG               6.20     9/20/2016    EUR   62.50
Deutsche Bank AG               4.20     9/20/2016    EUR   61.30
Deutsche Bank AG               4.20     9/20/2016    EUR   59.30
Deutsche Bank AG               4.20     9/20/2016    EUR   61.30
Deutsche Bank AG               6.20     6/21/2016    EUR   61.00
Deutsche Bank AG               6.20     9/20/2016    EUR   74.00
Deutsche Bank AG               4.20     9/20/2016    EUR   72.80
Deutsche Bank AG               4.20     9/20/2016    EUR   70.40
Deutsche Bank AG               6.20     9/20/2016    EUR   71.70
Deutsche Bank AG               6.20     9/20/2016    EUR   69.40
Deutsche Bank AG               4.20     9/20/2016    EUR   68.20
Deutsche Bank AG               4.20     9/20/2016    EUR   66.10
Deutsche Bank AG               4.20     6/21/2016    EUR   60.30
Deutsche Bank AG               6.20     9/20/2016    EUR   66.70
Deutsche Bank AG               4.20     9/20/2016    EUR   70.90
Deutsche Bank AG               6.20     9/20/2016    EUR   69.80
Deutsche Bank AG               6.20     3/22/2016    EUR   61.80
Deutsche Bank AG               4.20     9/20/2016    EUR   63.90
Deutsche Bank AG               6.20     9/20/2016    EUR   62.50
Deutsche Bank AG               6.20     3/22/2016    EUR   62.30
Deutsche Bank AG               4.20     3/22/2016    EUR   62.10
Deutsche Bank AG               6.20     3/22/2016    EUR   60.30
Deutsche Bank AG               4.20     3/22/2016    EUR   60.10
Deutsche Bank AG               6.20     3/22/2016    EUR   56.60
Deutsche Bank AG               4.20     3/22/2016    EUR   56.40
Deutsche Bank AG               6.20     6/21/2016    EUR   60.50
Deutsche Bank AG               4.20     6/21/2016    EUR   59.70
Deutsche Bank AG               6.20     6/21/2016    EUR   58.60
Deutsche Bank AG               4.20     6/21/2016    EUR   57.90
Deutsche Bank AG               4.20     6/21/2016    EUR   54.40
Deutsche Bank AG               6.20     6/21/2016    EUR   55.10
Deutsche Bank AG               6.20     9/20/2016    EUR   61.60
Deutsche Bank AG               4.20     9/20/2016    EUR   60.30
Deutsche Bank AG               6.20     9/20/2016    EUR   59.70
Deutsche Bank AG               4.20     9/20/2016    EUR   58.50
Deutsche Bank AG               6.20     9/20/2016    EUR   56.40
Deutsche Bank AG               4.20     9/20/2016    EUR   55.20
Deutsche Bank AG               4.20     9/20/2016    EUR   58.90
Deutsche Bank AG               4.20     3/22/2016    EUR   71.30
Deutsche Bank AG               6.20     3/22/2016    EUR   71.50
Deutsche Bank AG               4.20     6/21/2016    EUR   71.10
Deutsche Bank AG               6.20     6/21/2016    EUR   71.80
Deutsche Bank AG               6.20     9/20/2016    EUR   73.00
Deutsche Bank AG               4.20     9/20/2016    EUR   71.80
Deutsche Bank AG               4.20     3/22/2016    EUR   66.70
Deutsche Bank AG               6.20     3/22/2016    EUR   66.90
Deutsche Bank AG               6.20     3/22/2016    EUR   63.40
Deutsche Bank AG               4.20     3/22/2016    EUR   63.20
Deutsche Bank AG               6.20     3/22/2016    EUR   60.30
Deutsche Bank AG               4.20     3/22/2016    EUR   60.10
Deutsche Bank AG               6.20     6/21/2016    EUR   66.90
Deutsche Bank AG               4.20     6/21/2016    EUR   66.20
Deutsche Bank AG               4.20     6/21/2016    EUR   62.80
Deutsche Bank AG               4.20     6/21/2016    EUR   58.20
Deutsche Bank AG               6.20     6/21/2016    EUR   63.60
Deutsche Bank AG               4.20     6/21/2016    EUR   59.80
Deutsche Bank AG               6.20     6/21/2016    EUR   60.50
Deutsche Bank AG               4.20     9/20/2016    EUR   67.20
Deutsche Bank AG               6.20     9/20/2016    EUR   68.40
Deutsche Bank AG               6.20     9/20/2016    EUR   65.10
Deutsche Bank AG               4.20     9/20/2016    EUR   63.90
Deutsche Bank AG               6.20     9/20/2016    EUR   62.00
Deutsche Bank AG               4.20     9/20/2016    EUR   60.80
Deutsche Bank AG               6.20     9/20/2016    EUR   62.20
Deutsche Bank AG               6.20     9/20/2016    EUR   60.10
Deutsche Bank AG               4.20     3/22/2016    EUR   74.00
Deutsche Bank AG               6.20     3/22/2016    EUR   74.20
Deutsche Bank AG               4.20     3/22/2016    EUR   70.50
Deutsche Bank AG               6.20     3/22/2016    EUR   70.70
Deutsche Bank AG               6.20     3/22/2016    EUR   67.50
Deutsche Bank AG               4.20     3/22/2016    EUR   67.30
Deutsche Bank AG               4.20     6/21/2016    EUR   73.90
Deutsche Bank AG               6.20     6/21/2016    EUR   74.70
Deutsche Bank AG               6.20     6/21/2016    EUR   71.30
Deutsche Bank AG               4.20     6/21/2016    EUR   70.60
Deutsche Bank AG               6.20     6/21/2016    EUR   68.20
Deutsche Bank AG               4.20     6/21/2016    EUR   67.50
Deutsche Bank AG               4.20     9/20/2016    EUR   74.70
Deutsche Bank AG               4.20     9/20/2016    EUR   71.40
Deutsche Bank AG               6.20     9/20/2016    EUR   72.60
Deutsche Bank AG               6.20     9/20/2016    EUR   69.60
Deutsche Bank AG               4.20     9/20/2016    EUR   68.40
Deutsche Bank AG               4.20     6/21/2016    EUR   47.40
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               6.20     9/20/2016    EUR   53.50
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   51.40
Deutsche Bank AG               6.20     9/20/2016    EUR   49.50
Deutsche Bank AG               4.20     9/20/2016    EUR   48.30
Deutsche Bank AG               6.20     9/20/2016    EUR   47.70
Deutsche Bank AG               4.20     9/20/2016    EUR   46.50
Deutsche Bank AG               4.20     3/22/2016    EUR   64.20
Deutsche Bank AG               4.20     3/22/2016    EUR   61.40
Deutsche Bank AG               4.20     3/22/2016    EUR   58.90
Deutsche Bank AG               6.20     3/22/2016    EUR   59.10
Deutsche Bank AG               4.20     3/22/2016    EUR   56.50
Deutsche Bank AG               6.20     3/22/2016    EUR   56.70
Deutsche Bank AG               4.20     6/21/2016    EUR   65.00
Deutsche Bank AG               6.20     6/21/2016    EUR   65.70
Deutsche Bank AG               4.20     6/21/2016    EUR   62.30
Deutsche Bank AG               6.20     6/21/2016    EUR   63.00
Deutsche Bank AG               6.20     3/22/2016    EUR   73.90
Deutsche Bank AG               4.20     3/22/2016    EUR   73.70
Deutsche Bank AG               4.20     6/21/2016    EUR   74.70
Deutsche Bank AG               4.20     6/21/2016    EUR   59.80
Deutsche Bank AG               6.20     6/21/2016    EUR   60.60
Deutsche Bank AG               6.20     6/21/2016    EUR   58.20
Deutsche Bank AG               4.20     6/21/2016    EUR   57.50
Deutsche Bank AG               4.20     9/20/2016    EUR   65.80
Deutsche Bank AG               6.20     9/20/2016    EUR   67.00
Deutsche Bank AG               6.20     9/20/2016    EUR   64.40
Deutsche Bank AG               4.20     9/20/2016    EUR   63.20
Deutsche Bank AG               6.20     9/20/2016    EUR   62.00
Deutsche Bank AG               4.20     9/20/2016    EUR   60.70
Deutsche Bank AG               4.20     9/20/2016    EUR   58.50
Deutsche Bank AG               6.20     9/20/2016    EUR   59.70
Deutsche Bank AG               6.20     3/22/2016    EUR   41.90
Deutsche Bank AG               5.50     3/22/2016    EUR   61.30
Deutsche Bank AG               5.50     3/22/2016    EUR   58.20
Deutsche Bank AG               5.50     6/21/2016    EUR   60.00
Deutsche Bank AG               5.50     6/21/2016    EUR   57.10
Deutsche Bank AG               5.50     3/22/2016    EUR   70.40
Deutsche Bank AG               5.50     6/21/2016    EUR   71.70
Deutsche Bank AG               5.50     3/22/2016    EUR   69.00
Deutsche Bank AG               5.50     6/21/2016    EUR   69.10
Deutsche Bank AG               4.20     3/22/2016    EUR   41.70
Deutsche Bank AG               4.20     3/22/2016    EUR   39.90
Deutsche Bank AG               6.20     3/22/2016    EUR   40.20
Deutsche Bank AG               6.20     3/22/2016    EUR   38.60
Deutsche Bank AG               4.20     3/22/2016    EUR   38.40
Deutsche Bank AG               6.20     6/21/2016    EUR   42.90
Deutsche Bank AG               4.20     6/21/2016    EUR   42.20
Deutsche Bank AG               6.20     6/21/2016    EUR   41.20
Deutsche Bank AG               4.20     6/21/2016    EUR   40.50
Deutsche Bank AG               6.20     6/21/2016    EUR   39.60
Deutsche Bank AG               4.20     6/21/2016    EUR   38.90
Deutsche Bank AG               4.20     9/20/2016    EUR   45.10
Deutsche Bank AG               6.20     9/20/2016    EUR   46.30
Deutsche Bank AG               4.20     9/20/2016    EUR   43.20
Deutsche Bank AG               6.20     9/20/2016    EUR   44.40
Deutsche Bank AG               6.20     9/20/2016    EUR   42.70
Deutsche Bank AG               4.20     9/20/2016    EUR   41.50
Deutsche Bank AG               6.20     9/20/2016    EUR   41.20
Deutsche Bank AG               4.20     9/20/2016    EUR   40.00
Deutsche Bank AG               6.20     3/22/2016    EUR   59.20
Deutsche Bank AG               6.20     6/21/2016    EUR   61.00
Deutsche Bank AG               4.20     6/21/2016    EUR   57.80
Deutsche Bank AG               5.50     3/22/2016    EUR   43.20
Deutsche Bank AG               5.50     3/22/2016    EUR   40.60
Deutsche Bank AG               5.50     6/21/2016    EUR   42.90
Deutsche Bank AG               5.50     6/21/2016    EUR   40.40
Deutsche Bank AG               5.50     3/22/2016    EUR   58.90
Deutsche Bank AG               5.50     3/22/2016    EUR   54.00
Deutsche Bank AG               5.50     6/21/2016    EUR   57.60
Deutsche Bank AG               5.50     6/21/2016    EUR   53.00
Deutsche Bank AG               5.50     3/22/2016    EUR   50.00
Deutsche Bank AG               4.20     9/20/2016    EUR   66.80
Deutsche Bank AG               4.20     9/20/2016    EUR   68.00
Deutsche Bank AG               5.50     3/22/2016    EUR   45.90
Deutsche Bank AG               5.50     6/21/2016    EUR   50.30
Deutsche Bank AG               5.50     6/21/2016    EUR   46.30
Deutsche Bank AG               5.50     3/22/2016    EUR   74.70
Deutsche Bank AG               5.50     3/22/2016    EUR   70.10
Deutsche Bank AG               5.50     6/21/2016    EUR   71.10
Deutsche Bank AG               6.20     9/20/2016    EUR   69.20
Deutsche Bank AG               5.50     3/22/2016    EUR   47.30
Deutsche Bank AG               5.50     3/22/2016    EUR   44.60
Deutsche Bank AG               5.50     3/22/2016    EUR   42.10
Deutsche Bank AG               5.50     6/21/2016    EUR   47.60
Deutsche Bank AG               5.50     6/21/2016    EUR   44.90
Deutsche Bank AG               5.50     6/21/2016    EUR   42.50
Deutsche Bank AG               6.20     9/20/2016    EUR   67.60
Deutsche Bank AG               5.50     3/22/2016    EUR   72.80
Deutsche Bank AG               5.50     6/21/2016    EUR   72.20
Deutsche Bank AG               5.50     3/22/2016    EUR   66.10
Deutsche Bank AG               5.50     6/21/2016    EUR   66.70
Deutsche Bank AG               6.20     9/20/2016    EUR   65.50
Deutsche Bank AG               4.20     3/22/2016    EUR   58.60
Deutsche Bank AG               4.20     6/21/2016    EUR   62.60
Deutsche Bank AG               5.50     6/21/2016    EUR   73.40
Deutsche Bank AG               4.20     9/20/2016    EUR   66.30
Deutsche Bank AG               6.20     6/21/2016    EUR   58.50
Deutsche Bank AG               6.20     9/20/2016    EUR   65.10
Deutsche Bank AG               6.20     3/22/2016    EUR   58.80
Deutsche Bank AG               6.20     6/21/2016    EUR   58.90
Deutsche Bank AG               6.20     9/20/2016    EUR   64.40
Deutsche Bank AG               4.20     9/20/2016    EUR   58.90
Deutsche Bank AG               4.20     3/22/2016    EUR   67.90
Deutsche Bank AG               6.20     3/22/2016    EUR   68.10
Commerzbank AG                12.50     3/24/2016    EUR   71.07
Commerzbank AG                 6.50     3/24/2016    EUR   55.33
Commerzbank AG                 9.00     3/24/2016    EUR   51.16
Commerzbank AG                12.00     3/24/2016    EUR   47.71
Commerzbank AG                11.25     3/24/2016    EUR   71.69
Commerzbank AG                12.50     3/24/2016    EUR   48.02
Commerzbank AG                16.50     3/24/2016    EUR   43.77
Commerzbank AG                12.25     3/24/2016    EUR   68.43
Commerzbank AG                16.00     3/24/2016    EUR   62.13
Commerzbank AG                 8.75     3/24/2016    EUR   73.64
Commerzbank AG                11.25     3/24/2016    EUR   69.56
Commerzbank AG                14.00     3/24/2016    EUR   73.70
Commerzbank AG                16.00     3/24/2016    EUR   70.40
Commerzbank AG                10.00     3/24/2016    EUR   74.49
Commerzbank AG                 6.50     3/24/2016    EUR   68.81
Commerzbank AG                 9.25     3/24/2016    EUR   63.57
Commerzbank AG                12.25     3/24/2016    EUR   59.16
Commerzbank AG                10.00     3/24/2016    EUR   74.05
Commerzbank AG                10.50     3/24/2016    EUR   73.88
Commerzbank AG                12.25     3/24/2016    EUR   71.16
Commerzbank AG                 6.75     3/24/2016    EUR   55.66
Commerzbank AG                 9.00     3/24/2016    EUR   53.14
Commerzbank AG                 9.00     3/24/2016    EUR   74.36
Commerzbank AG                10.75     3/24/2016    EUR   70.55
Commerzbank AG                12.75     3/24/2016    EUR   67.14
Commerzbank AG                14.75     3/24/2016    EUR   64.08
Commerzbank AG                 6.75     3/24/2016    EUR   63.83
Commerzbank AG                 9.25     3/24/2016    EUR   58.96
Commerzbank AG                12.25     3/24/2016    EUR   54.91
Commerzbank AG                 7.00     3/24/2016    EUR   43.11
Commerzbank AG                10.25     3/24/2016    EUR   40.25
Commerzbank AG                 6.75     3/24/2016    EUR   74.63
Commerzbank AG                 8.75     3/24/2016    EUR   70.77
Commerzbank AG                10.50     3/24/2016    EUR   67.27
Commerzbank AG                12.75     3/24/2016    EUR   64.19
Commerzbank AG                 9.00     3/24/2016    EUR   73.83
Commerzbank AG                11.75     3/24/2016    EUR   68.15
Commerzbank AG                14.50     3/24/2016    EUR   63.36
Commerzbank AG                 6.50     3/24/2016    EUR   71.76
Commerzbank AG                 7.75     3/24/2016    EUR   70.11
Commerzbank AG                10.25     3/24/2016    EUR   74.71
Commerzbank AG                 5.50     3/24/2016    EUR   67.35
Commerzbank AG                 7.25     3/24/2016    EUR   64.13
Commerzbank AG                 9.25     3/24/2016    EUR   61.12
Commerzbank AG                 4.75     3/24/2016    EUR   59.24
Commerzbank AG                 6.75     3/24/2016    EUR   56.31
Commerzbank AG                 8.75     3/24/2016    EUR   53.74
Commerzbank AG                 5.00     3/24/2016    EUR   59.50
Commerzbank AG                 7.00     3/24/2016    EUR   56.64
Commerzbank AG                 9.25     3/24/2016    EUR   54.03
Commerzbank AG                 6.00     3/24/2016    EUR   70.89
Commerzbank AG                 8.00     3/24/2016    EUR   68.27
Commerzbank AG                10.25     3/24/2016    EUR   74.87
Commerzbank AG                 7.25     3/24/2016    EUR   74.10
Commerzbank AG                 9.00     3/24/2016    EUR   70.58
Commerzbank AG                11.00     3/24/2016    EUR   67.36
Commerzbank AG                 9.25     3/24/2016    EUR   74.63
Commerzbank AG                 7.25     3/24/2016    EUR   50.19
Commerzbank AG                 9.00     3/24/2016    EUR   48.32
Commerzbank AG                11.00     3/24/2016    EUR   46.62
Commerzbank AG                 5.75     2/25/2016    EUR   69.29
Commerzbank AG                 7.50     2/25/2016    EUR   65.28
Commerzbank AG                 9.50     2/25/2016    EUR   61.72
Commerzbank AG                13.75     2/25/2016    EUR   55.66
Commerzbank AG                11.00     2/25/2016    EUR   73.99
Commerzbank AG                 5.50     2/25/2016    EUR   66.77
Commerzbank AG                 7.00     2/25/2016    EUR   64.06
Commerzbank AG                 9.00     2/25/2016    EUR   61.53
Commerzbank AG                 9.50     3/24/2016    EUR   72.64
Commerzbank AG                 4.25     3/24/2016    EUR   73.52
Commerzbank AG                 5.75     3/24/2016    EUR   70.62
Commerzbank AG                 7.50     3/24/2016    EUR   68.07
Commerzbank AG                 5.00     3/24/2016    EUR   36.54
Commerzbank AG                 7.75     3/24/2016    EUR   33.91
Commerzbank AG                10.75     3/24/2016    EUR   31.73
Bayerische Landesbank          3.10     11/4/2016    EUR   62.66
Bayerische Landesbank          3.10     11/4/2016    EUR   51.45
UBS AG/London                  4.75     3/29/2016    CHF   66.55
UBS AG/London                  9.00     3/29/2016    CHF   66.35
UBS AG/London                  6.00     3/29/2016    CHF   55.20
UBS AG/London                  4.00     3/29/2016    CHF   63.05
UBS AG/London                  6.75     3/29/2016    CHF   53.80
UBS AG/London                  4.25     3/29/2016    CHF   74.20
UBS AG/London                  5.00     3/29/2016    CHF   53.50
UBS AG/London                  4.25     3/29/2016    CHF   74.30
UBS AG/London                  6.00     3/29/2016    CHF   72.80
UBS AG/London                  4.50     3/29/2016    CHF   65.15
UBS AG/London                  4.50     3/29/2016    CHF   48.45
UBS AG/London                  5.75     3/29/2016    CHF   74.55
UBS AG/London                  4.00     3/29/2016    CHF   63.30
Deutsche Bank AG               5.00     3/31/2016    EUR   43.70
Vontobel Financial Products    3.50      4/6/2017    EUR   60.11
UniCredit Bank AG              5.00     3/24/2016    EUR   66.87
UniCredit Bank AG              5.00     3/24/2016    EUR   48.24
UniCredit Bank AG              5.65     3/24/2016    EUR   39.83
UniCredit Bank AG              5.70     3/24/2016    EUR   39.68
UniCredit Bank AG              4.30     3/24/2016    EUR   72.26
UniCredit Bank AG              4.35     3/24/2016    EUR   65.90
UniCredit Bank AG              5.60     3/24/2016    EUR   39.99
UniCredit Bank AG              4.90     3/24/2016    EUR   42.32
UniCredit Bank AG              4.60     3/24/2016    EUR   73.71
UniCredit Bank AG              5.75     3/24/2016    EUR   39.53
UniCredit Bank AG              5.10     3/24/2016    EUR   41.62
UniCredit Bank AG              5.20     3/24/2016    EUR   67.64
UniCredit Bank AG              4.60     3/24/2016    EUR   72.30
UniCredit Bank AG              4.50     3/24/2016    EUR   52.22
UniCredit Bank AG              5.00     3/24/2016    EUR   69.69
UniCredit Bank AG              5.05     3/24/2016    EUR   41.79
UniCredit Bank AG              4.00     3/24/2016    EUR   68.50
UniCredit Bank AG              4.50     3/24/2016    EUR   64.21
UniCredit Bank AG              5.00     3/24/2016    EUR   63.24
UniCredit Bank AG              5.25     3/24/2016    EUR   41.11
UniCredit Bank AG              5.55     3/24/2016    EUR   40.14
UniCredit Bank AG              4.70     3/24/2016    EUR   50.55
UniCredit Bank AG              4.80     3/24/2016    EUR   47.59
UniCredit Bank AG              4.20     3/24/2016    EUR   66.98
UniCredit Bank AG              5.80     3/24/2016    EUR   39.37
UniCredit Bank AG              4.50     3/24/2016    EUR   71.60
UniCredit Bank AG              4.50     3/24/2016    EUR   71.47
UniCredit Bank AG              4.60     3/24/2016    EUR   71.08
UniCredit Bank AG              4.70     3/24/2016    EUR   63.08
UniCredit Bank AG              4.40     3/24/2016    EUR   53.10
UniCredit Bank AG              4.20     3/24/2016    EUR   54.95
UniCredit Bank AG              5.10     3/24/2016    EUR   68.11
UniCredit Bank AG              4.00     3/24/2016    EUR   67.80
UniCredit Bank AG              4.60     3/24/2016    EUR   64.54
UniCredit Bank AG              4.50     3/24/2016    EUR   59.48
UniCredit Bank AG              4.50     3/24/2016    EUR   64.86
UniCredit Bank AG              4.70     3/24/2016    EUR   69.87
UniCredit Bank AG              4.80     3/24/2016    EUR   73.82
UniCredit Bank AG              5.00     3/24/2016    EUR   61.50
UniCredit Bank AG              4.60     3/24/2016    EUR   70.66
UniCredit Bank AG              5.40     3/24/2016    EUR   66.72
UniCredit Bank AG              4.90     3/24/2016    EUR   69.05
UniCredit Bank AG              4.30     3/24/2016    EUR   54.01
UniCredit Bank AG              4.80     3/24/2016    EUR   56.40
UniCredit Bank AG              4.10     3/24/2016    EUR   67.72
UniCredit Bank AG              5.15     3/24/2016    EUR   41.45
UniCredit Bank AG              4.80     3/24/2016    EUR   70.96
UniCredit Bank AG              4.90     3/24/2016    EUR   48.98
UniCredit Bank AG              4.10     3/24/2016    EUR   73.12
UniCredit Bank AG              5.00     3/24/2016    EUR   46.82
UniCredit Bank AG              4.70     3/24/2016    EUR   70.57
UniCredit Bank AG              4.35     3/24/2016    EUR   72.67
UniCredit Bank AG              5.00     3/24/2016    EUR   72.50
UniCredit Bank AG              5.20     3/24/2016    EUR   41.28
UniCredit Bank AG              4.50     3/24/2016    EUR   73.68
UniCredit Bank AG              4.45     3/24/2016    EUR   65.20
UniCredit Bank AG              5.30     3/24/2016    EUR   67.18
UniCredit Bank AG              4.20     3/24/2016    EUR   74.34
UniCredit Bank AG              5.00     3/24/2016    EUR   68.58
UniCredit Bank AG              5.50     3/24/2016    EUR   66.27
UniCredit Bank AG              5.95     3/24/2016    EUR   38.92
UniCredit Bank AG              4.90     3/24/2016    EUR   62.02
UniCredit Bank AG              6.00     3/24/2016    EUR   38.77
UniCredit Bank AG              4.80     3/24/2016    EUR   69.54
UniCredit Bank AG              4.20     3/24/2016    EUR   65.93
UniCredit Bank AG              4.90     3/24/2016    EUR   67.59
UniCredit Bank AG              4.80     3/24/2016    EUR   49.75
UniCredit Bank AG              4.30     3/24/2016    EUR   73.20
UniCredit Bank AG              4.05     3/24/2016    EUR   67.16
UniCredit Bank AG              4.75     3/24/2016    EUR   69.07
UniCredit Bank AG              5.50     3/24/2016    EUR   62.32
UniCredit Bank AG              4.40     3/24/2016    EUR   65.55
UniCredit Bank AG              4.25     3/24/2016    EUR   73.76
UniCredit Bank AG              4.90     3/24/2016    EUR   63.54
UniCredit Bank AG              5.50     3/24/2016    EUR   40.30
UniCredit Bank AG              4.80     3/24/2016    EUR   62.57
UniCredit Bank AG              4.70     3/24/2016    EUR   64.19
UniCredit Bank AG              4.85     3/24/2016    EUR   42.50
UniCredit Bank AG              5.10     3/24/2016    EUR   62.92
UniCredit Bank AG              4.60     3/24/2016    EUR   63.61
UniCredit Bank AG              4.30     3/24/2016    EUR   65.33
UniCredit Bank AG              4.40     3/24/2016    EUR   61.66
UniCredit Bank AG              5.30     3/24/2016    EUR   40.95
UniCredit Bank AG              4.80     3/24/2016    EUR   42.68
UniCredit Bank AG              4.40     3/24/2016    EUR   64.75
UniCredit Bank AG              4.60     3/24/2016    EUR   57.37
UniCredit Bank AG              7.50     3/24/2016    EUR   71.79
UniCredit Bank AG              5.40     3/24/2016    EUR   40.62
UniCredit Bank AG              4.10     3/24/2016    EUR   55.91
UniCredit Bank AG              5.00     3/24/2016    EUR   57.13
UniCredit Bank AG              4.80     3/24/2016    EUR   58.29
UniCredit Bank AG              4.80     3/24/2016    EUR   72.23
UniCredit Bank AG              5.35     3/24/2016    EUR   40.78
UniCredit Bank AG              4.40     3/24/2016    EUR   71.85
UniCredit Bank AG              5.00     3/24/2016    EUR   41.97
UniCredit Bank AG              4.95     3/24/2016    EUR   42.14
UniCredit Bank AG              4.40     3/24/2016    EUR   72.11
UniCredit Bank AG              4.50     3/24/2016    EUR   58.89
UniCredit Bank AG              4.05     3/24/2016    EUR   68.12
UniCredit Bank AG              5.85     3/24/2016    EUR   39.22
UniCredit Bank AG              5.25     3/24/2016    EUR   61.00
UniCredit Bank AG              4.50     3/24/2016    EUR   49.24
KIT Finance Capital OOO       10.00    10/26/2016    RUB   60.00
Deutsche Bank AG               5.20     6/21/2016    EUR   65.70
Deutsche Bank AG               5.20     3/22/2016    EUR   59.10
Deutsche Bank AG               5.20     6/21/2016    EUR   69.40
Deutsche Bank AG               5.20     6/21/2016    EUR   63.50
Deutsche Bank AG               4.20     9/20/2016    EUR   73.50
Deutsche Bank AG               5.20     9/20/2016    EUR   71.50
Deutsche Bank AG               4.20     9/20/2016    EUR   69.90
Deutsche Bank AG               5.20     9/20/2016    EUR   59.50
Deutsche Bank AG               4.20     9/20/2016    EUR   71.80
Deutsche Bank AG               6.20     6/21/2016    EUR   69.70
Deutsche Bank AG               5.20     9/20/2016    EUR   61.90
Deutsche Bank AG               5.20     6/21/2016    EUR   60.70
Deutsche Bank AG               6.20     9/20/2016    EUR   74.70
Deutsche Bank AG               5.20     9/20/2016    EUR   64.80
Deutsche Bank AG               5.20     9/20/2016    EUR   61.60
Deutsche Bank AG               5.20     6/21/2016    EUR   70.40
Deutsche Bank AG               5.20     9/20/2016    EUR   69.20
Deutsche Bank AG               5.20     3/22/2016    EUR   61.70
Deutsche Bank AG               5.20     9/20/2016    EUR   70.50
Deutsche Bank AG               5.20     9/20/2016    EUR   63.80
Deutsche Bank AG               6.20     9/20/2016    EUR   73.00
Deutsche Bank AG               5.20     6/21/2016    EUR   68.00
Deutsche Bank AG               5.20     9/20/2016    EUR   67.00
Deutsche Bank AG               5.20     3/22/2016    EUR   58.70
Deutsche Bank AG               5.20     6/21/2016    EUR   58.20
Deutsche Bank AG               6.20     9/20/2016    EUR   71.10
Deutsche Bank AG               5.20     3/22/2016    EUR   61.30
Deutsche Bank AG               5.20     6/21/2016    EUR   60.30
Deutsche Bank AG               5.20     3/22/2016    EUR   70.70
Deutsche Bank AG               5.20     3/22/2016    EUR   65.80
Deutsche Bank AG               5.20     3/22/2016    EUR   61.00
Deutsche Bank AG               5.20     9/20/2016    EUR   61.60
Deutsche Bank AG               5.20     3/22/2016    EUR   64.70
Deutsche Bank AG               5.20     6/21/2016    EUR   60.60
Deutsche Bank AG               5.20     3/22/2016    EUR   68.20
Deutsche Bank AG               5.20     6/21/2016    EUR   58.50
Deutsche Bank AG               5.20     9/20/2016    EUR   59.50
Deutsche Bank AG               5.20     6/21/2016    EUR   49.80
Deutsche Bank AG               6.20     9/20/2016    EUR   68.90
Deutsche Bank AG               5.20     3/22/2016    EUR   58.70
Deutsche Bank AG               5.20     3/22/2016    EUR   51.80
Deutsche Bank AG               5.20     9/20/2016    EUR   54.20
Deutsche Bank AG               5.20     9/20/2016    EUR   51.10
Deutsche Bank AG               5.20     3/22/2016    EUR   68.00
Deutsche Bank AG               4.20     9/20/2016    EUR   67.70
Deutsche Bank AG               5.20     9/20/2016    EUR   68.30
Deutsche Bank AG               5.20     3/22/2016    EUR   48.60
Deutsche Bank AG               5.20     6/21/2016    EUR   53.00
Deutsche Bank AG               5.20     9/20/2016    EUR   67.60
Deutsche Bank AG               5.20     6/21/2016    EUR   57.10
Deutsche Bank AG               5.20     9/20/2016    EUR   58.10
Deutsche Bank AG               5.20     6/21/2016    EUR   66.40
Deutsche Bank AG               5.20     3/22/2016    EUR   60.20
Deutsche Bank AG               6.20     6/21/2016    EUR   64.60
Deutsche Bank AG               5.20     9/20/2016    EUR   64.90
Deutsche Bank AG               6.20     9/20/2016    EUR   63.50
Deutsche Bank AG               4.20     6/21/2016    EUR   63.90
Deutsche Bank AG               5.20     6/21/2016    EUR   54.80
Deutsche Bank AG               5.20     9/20/2016    EUR   62.90
Deutsche Bank AG               4.20     9/20/2016    EUR   64.30
Deutsche Bank AG               5.20     3/22/2016    EUR   56.50
Deutsche Bank AG               6.20     9/20/2016    EUR   65.50
DZ Bank AG Deutsche Zentral    8.00     3/21/2016    EUR   47.99
DZ Bank AG Deutsche Zentral    8.00     6/20/2016    EUR   49.94
DZ Bank AG Deutsche Zentral    6.75     3/21/2016    EUR   59.55
DZ Bank AG Deutsche Zentral    8.25     6/20/2016    EUR   58.71
DZ Bank AG Deutsche Zentral    7.00     6/20/2016    EUR   58.28
DZ Bank AG Deutsche Zentral    5.00     3/21/2016    EUR   64.32
Deutsche Bank AG               5.20     9/20/2016    EUR   60.90
DZ Bank AG Deutsche Zentral    6.00     3/21/2016    EUR   64.40
DZ Bank AG Deutsche Zentral    5.75     6/20/2016    EUR   63.48
DZ Bank AG Deutsche Zentral    6.50     6/20/2016    EUR   63.69
DZ Bank AG Deutsche Zentral    6.25     3/21/2016    EUR   48.10
DZ Bank AG Deutsche Zentral    7.50     3/21/2016    EUR   48.21
DZ Bank AG Deutsche Zentral    6.25     6/20/2016    EUR   49.70
DZ Bank AG Deutsche Zentral    6.00     3/21/2016    EUR   38.86
DZ Bank AG Deutsche Zentral    7.00     3/21/2016    EUR   38.95
DZ Bank AG Deutsche Zentral    7.00     6/20/2016    EUR   40.21
DZ Bank AG Deutsche Zentral    6.25     6/20/2016    EUR   39.95
DZ Bank AG Deutsche Zentral    5.20     3/21/2016    EUR   66.93
DZ Bank AG Deutsche Zentral    5.30     6/20/2016    EUR   65.85
DZ Bank AG Deutsche Zentral    4.60     3/21/2016    EUR   73.91
DZ Bank AG Deutsche Zentral    4.60     6/20/2016    EUR   56.90
DZ Bank AG Deutsche Zentral    4.20     3/21/2016    EUR   68.43
DZ Bank AG Deutsche Zentral    6.10     3/21/2016    EUR   74.97
DZ Bank AG Deutsche Zentral    4.90     6/20/2016    EUR   64.99
Deutsche Bank AG               5.20     9/20/2016    EUR   59.10
Deutsche Bank AG               5.20     9/20/2016    EUR   55.80
Deutsche Bank AG               5.20     3/22/2016    EUR   71.40
Deutsche Bank AG               6.20     3/22/2016    EUR   68.70
Deutsche Bank AG               5.20     3/22/2016    EUR   68.60
Deutsche Bank AG               4.20     3/22/2016    EUR   68.40
Deutsche Bank AG               5.20     6/21/2016    EUR   71.50
Deutsche Bank AG               6.20     6/21/2016    EUR   69.20
Deutsche Bank AG               5.20     6/21/2016    EUR   68.80
Deutsche Bank AG               4.20     6/21/2016    EUR   68.50
Deutsche Bank AG               5.20     9/20/2016    EUR   72.40
Deutsche Bank AG               4.20     9/20/2016    EUR   69.20
Deutsche Bank AG               6.20     9/20/2016    EUR   70.50
Deutsche Bank AG               5.20     9/20/2016    EUR   69.80
Deutsche Bank AG               4.20     3/22/2016    EUR   70.60
Deutsche Bank AG               5.20     3/22/2016    EUR   66.80
Deutsche Bank AG               5.20     3/22/2016    EUR   63.30
Deutsche Bank AG               5.20     3/22/2016    EUR   62.20
Deutsche Bank AG               5.20     3/22/2016    EUR   60.20
Deutsche Bank AG               4.20     6/21/2016    EUR   70.00
Deutsche Bank AG               5.20     6/21/2016    EUR   70.30
Deutsche Bank AG               6.20     6/21/2016    EUR   70.70
Deutsche Bank AG               5.20     6/21/2016    EUR   66.60
Deutsche Bank AG               5.20     6/21/2016    EUR   63.20
Deutsche Bank AG               5.20     6/21/2016    EUR   60.10
Deutsche Bank AG               4.20     9/20/2016    EUR   70.90
Deutsche Bank AG               6.20     9/20/2016    EUR   72.10
Deutsche Bank AG               5.20     9/20/2016    EUR   71.50
Deutsche Bank AG               5.20     9/20/2016    EUR   67.80
Deutsche Bank AG               5.20     9/20/2016    EUR   64.50
Deutsche Bank AG               5.20     9/20/2016    EUR   61.40
Deutsche Bank AG               5.20     6/21/2016    EUR   64.20
Deutsche Bank AG               5.20     3/22/2016    EUR   74.10
Deutsche Bank AG               5.20     3/22/2016    EUR   70.60
Deutsche Bank AG               5.20     3/22/2016    EUR   67.40
Deutsche Bank AG               5.20     6/21/2016    EUR   74.30
Deutsche Bank AG               5.20     6/21/2016    EUR   70.90
Deutsche Bank AG               5.20     6/21/2016    EUR   67.80
Deutsche Bank AG               5.20     9/20/2016    EUR   72.00
Deutsche Bank AG               5.20     9/20/2016    EUR   69.00
Deutsche Bank AG               5.20     6/21/2016    EUR   47.80
Deutsche Bank AG               5.20     6/21/2016    EUR   45.90
Deutsche Bank AG               4.20     9/20/2016    EUR   54.50
Deutsche Bank AG               5.20     9/20/2016    EUR   55.10
Deutsche Bank AG               6.20     9/20/2016    EUR   55.70
Deutsche Bank AG               5.20     9/20/2016    EUR   52.90
Deutsche Bank AG               5.20     9/20/2016    EUR   50.80
Deutsche Bank AG               5.20     9/20/2016    EUR   48.90
Deutsche Bank AG               5.20     9/20/2016    EUR   47.10
Deutsche Bank AG               5.20     3/22/2016    EUR   56.60
Deutsche Bank AG               5.20     6/21/2016    EUR   65.40
Deutsche Bank AG               5.20     6/21/2016    EUR   62.70
Deutsche Bank AG               5.20     6/21/2016    EUR   60.20
Deutsche Bank AG               5.20     6/21/2016    EUR   57.90
Deutsche Bank AG               5.20     9/20/2016    EUR   69.10
Deutsche Bank AG               6.20     9/20/2016    EUR   69.70
Deutsche Bank AG               4.20     9/20/2016    EUR   68.50
Deutsche Bank AG               5.20     9/20/2016    EUR   66.40
Deutsche Bank AG               5.20     9/20/2016    EUR   63.80
Deutsche Bank AG               5.20     9/20/2016    EUR   61.30
Deutsche Bank AG               5.20     9/20/2016    EUR   59.10
Deutsche Bank AG               5.20     3/22/2016    EUR   41.80
Deutsche Bank AG               5.20     3/22/2016    EUR   40.10
Deutsche Bank AG               5.20     6/21/2016    EUR   42.50
Deutsche Bank AG               5.20     6/21/2016    EUR   40.80
Deutsche Bank AG               5.20     6/21/2016    EUR   39.30
Deutsche Bank AG               6.20     9/20/2016    EUR   48.30
Deutsche Bank AG               4.20     9/20/2016    EUR   47.10
Deutsche Bank AG               5.20     9/20/2016    EUR   43.80
Deutsche Bank AG               5.20     9/20/2016    EUR   42.10
Deutsche Bank AG               5.20     9/20/2016    EUR   40.60
Deutsche Bank AG               4.20     3/22/2016    EUR   66.60
Deutsche Bank AG               6.20     7/20/2016    EUR   73.80
Deutsche Bank AG               4.20     7/20/2016    EUR   72.90
Deutsche Bank AG               6.20     7/20/2016    EUR   72.00
Deutsche Bank AG               4.20     7/20/2016    EUR   71.10
Deutsche Bank AG               6.20     7/20/2016    EUR   68.00
Deutsche Bank AG               4.20     7/20/2016    EUR   67.10
Deutsche Bank AG               4.20     7/20/2016    EUR   63.50
Deutsche Bank AG               6.20     7/20/2016    EUR   64.40
Deutsche Bank AG               6.20     7/20/2016    EUR   61.20
Deutsche Bank AG               4.20     7/20/2016    EUR   60.30
Deutsche Bank AG               6.20     7/20/2016    EUR   73.80
Deutsche Bank AG               4.20     7/20/2016    EUR   72.90
Deutsche Bank AG               6.20     7/20/2016    EUR   71.20
Deutsche Bank AG               4.20     7/20/2016    EUR   70.30
Deutsche Bank AG               4.20     7/20/2016    EUR   67.90
Deutsche Bank AG               6.20     7/20/2016    EUR   68.80
Deutsche Bank AG               6.20     6/21/2016    EUR   62.50
Deutsche Bank AG               6.20     7/20/2016    EUR   66.60
Deutsche Bank AG               4.20     7/20/2016    EUR   65.70
Deutsche Bank AG               6.20     7/20/2016    EUR   70.20
Deutsche Bank AG               4.20     7/20/2016    EUR   69.30
Deutsche Bank AG               4.20     7/20/2016    EUR   66.10
Deutsche Bank AG               6.20     7/20/2016    EUR   67.00
Deutsche Bank AG               4.20     7/20/2016    EUR   63.20
Deutsche Bank AG               6.20     7/20/2016    EUR   64.10
Deutsche Bank AG               6.20     7/20/2016    EUR   61.50
Deutsche Bank AG               4.20     9/20/2016    EUR   62.30
Deutsche Bank AG               4.20     7/20/2016    EUR   60.60
Deutsche Bank AG               6.20     7/20/2016    EUR   59.00
Deutsche Bank AG               4.20     7/20/2016    EUR   58.10
Deutsche Bank AG               4.20     7/20/2016    EUR   67.80
Deutsche Bank AG               6.20     7/20/2016    EUR   68.70
Deutsche Bank AG               6.20     7/20/2016    EUR   66.10
Deutsche Bank AG               4.20     7/20/2016    EUR   65.20
Deutsche Bank AG               4.20     7/20/2016    EUR   62.80
Deutsche Bank AG               6.20     7/20/2016    EUR   63.70
Deutsche Bank AG               6.20     7/20/2016    EUR   61.40
Deutsche Bank AG               4.20     7/20/2016    EUR   60.50
Deutsche Bank AG               6.20     7/20/2016    EUR   59.30
Deutsche Bank AG               4.20     7/20/2016    EUR   58.40
Deutsche Bank AG               4.20     7/20/2016    EUR   74.20
Deutsche Bank AG               6.20     7/20/2016    EUR   70.90
Deutsche Bank AG               4.20     7/20/2016    EUR   70.10
Deutsche Bank AG               4.20     7/20/2016    EUR   66.30
Deutsche Bank AG      &nb