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        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, August 24, 2015, Vol. 16, No. 166

                            Headlines

F R A N C E

DECOMEUBLES PARTNERS: Fitch Cuts Rating on Sr. Sec. Debt to 'B'


G R E E C E

GREECE: Snap Elections Expected Next Month Following Bailout


N E T H E R L A N D S

FAB CBO 2003-1: Moody's Raises Ratings on 2 Note Classes to Caa1
HYDE PARK: S&P Raises Rating on Class E Notes to 'BB+'


N O R W A Y

EWOS GROUP: S&P Puts 'B' CCR on CreditWatch Positive
REC SOLAR: Aug. 27 EGM Set to Approve Liquidation Settlement


P O R T U G A L

ATLANTES MORTGAGE NO.1: S&P Lowers Rating on Class B Notes to B


R U S S I A

CARCADE LLC: Fitch Puts 'BB-' IDR on CreditWatch Negative
RUSSIA: Draws Up Rescue Mechanism for Cash-Strapped Companies
URALVAGONZAVOD: Russia to Provide RUR16.7-Bil. in Loan Guarantees


U K R A I N E

UKRAINE: May Use Give-and-Take-Policy in Debt Negotiations


U N I T E D   K I N G D O M

AFREN PLC: Won't Seek U.S. Recognition of U.K. Restructuring
THE JOURNAL: Mounting Debt Prompts Liquidation
ZESTDEW LIMITED: Sept. 9 Proofs of Debt Submission Deadline Set


X X X X X X X X

* BOND PRICING: For the Week August 17, 2015 to August 21, 2015


                            *********



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F R A N C E
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DECOMEUBLES PARTNERS: Fitch Cuts Rating on Sr. Sec. Debt to 'B'
---------------------------------------------------------------
Fitch Ratings has downgraded Decomeubles Partners SAS's (BUT)
senior secured instrument ratings by one notch to 'B' and removed
it from Rating Watch Negative (RWN) following the successful
completion of the retailing group's EUR66 million tap issue.  The
Recovery Rating for the senior secured debt, which is issued out
of BUT's fully owned subsidiary BUT S.A.S., has been downgraded
to 'RR3' from 'RR2'

The downgrade reflects Fitch's assumption of lower recoveries for
the group's increased senior secured debt following the tap
issue. The senior secured debt amount has increased to EUR246
million post-tap from EUR180 million pre-tap, leading Fitch to
assign a Recovery Rating of 'RR3', reflecting a 68% recovery
rate, versus 'RR2' (74%) previously, leading to one notch uplift
from the IDR as opposed to a two-notch uplift under the previous
recovery analysis.  The amount, tenor and terms of the tap issue
are in line with the existing issue.

Fitch reiterates that the higher secured debt amount can,
however, be accommodated within BUT's existing Long-term Issuer
Default Rating (IDR), which has been affirmed at 'B-' with Stable
Outlook.

The IDR reflects BUT's aggressive leverage and a competitive
market characterized by cautious consumer spending and
intensifying competition.  This elevated financial risk profile
is, however, balanced by a satisfactory operating profile,
benefitting from operational scale and a strong market and brand
position in the French home improvement market, which Fitch
expects to further consolidate, with a focus on growth in the
value segment.

Since its refinancing in 2014, BUT has implemented a series of
self-help measures aimed at improving the group's operational
cost base, supply chain and logistics as well as customer
offering, which has led to an improved year-on-year profitability
and cash generation.  This was aided by improving consumer
sentiment in France.  However, the rating headroom created has
been largely absorbed by the additional tap issue, which is
expected to support further investment in the business, including
acquisitions, underpinning the 'B-' IDR.

KEY RATING DRIVERS OF THE IDR

Aggressive Financial Profile

Fitch expects funds from operations (FFO)-adjusted gross leverage
for the financial year 2015 (year end June) to have improved to
just under 6.0x (FY14: 7.0x) and FFO fixed charge cover (FCC) to
1.5x (1.2x), increasing rating headroom relative to the agency's
rating sensitivities.  However, we expect FFO gross leverage to
increase by up to 0.5x and FCC to fall just below 1.5x in FY16
resulting from higher debt levels post tap and assuming
reinvestment of the proceeds in the business.  This leaves debt
protection ratios comfortably within the 'B-' rating level which
supports a Stable Outlook.

Last year's refinancing left BUT with fairly manageable on
balance-sheet debt, although high rental expenses translate into
an aggressive financial risk profile.  This is reflected in the
group's low lease-adjusted debt protection ratios, which Fitch
has conservatively based on the full value of 'occupancy costs'
as presented by management.

Evolving Business Model
Management continues to successfully focus on streamlining BUT's
product offering and optimizing cost and cash management by
simplifying its supply chain and centralizing the logistics
function domestically.  In addition, it is aiming to increase
direct control over its brand and store appearance by moving away
from the traditional franchise model and taking a more
centralized approach to key management decisions including range,
pricing, marketing and multi-channel offering.

The evolving business model and operating efficiencies, including
a strong focus on working capital, have strengthened underlying
profitability and cash generation.  For FY15 Fitch estimates
like-for-like sales growth of 1.8%, a 100bps EBITDA margin
improvement and a free cash flow (FCF) margin trending towards
2%.

Profitability Supported by Consumer Financing
Credit income generated from consumer financing supports EBITDA,
adding approximately 100bps to the EBITDA margin.  Consumer
finance is a key part of BUT's promotional activity, a strong
sales driver, and a source of differentiation against competitors
with a 25% credit penetration rate of its customer base.  Given
the integral role of consumer finance in BUT's business model and
the ring-fenced nature of the associated credit risk, Fitch
includes the consumer finance contribution in its operating
EBITDA calculation.

The group offers consumer finance products (including store
cards, installment loans, personal loans) in combination with
Cetelem (the consumer finance arm of BNP Paribas Personal
Finance), which manages credit risks on a non-recourse basis for
BUT.  In addition, BUT offers appliance warranties, which are
managed via an in-house insurance vehicle.  The consumer finance
and insurance arrangements are subject to regulatory risks.

Asset Light Business Mode

Since its original buy-out in 2008, BUT has gradually implemented
an 'asset-light' business model by selling and leasing back
assets, particularly with regard to its owned store network and
logistics operations.  The key assets in the business therefore
remain the brand value and inventory, which is reflected in
Fitch's debt protection ratio analysis (adjusted for lease
obligations) and recovery analysis.  While an asset-light capital
structure is not uncommon in non-food retail, it leads to
pressures on profitability and cash flows due to high rental
costs.  This translates into high operating leverage and
potentially a volatile earnings profile in a downturn.

Concentration on France, Competitive Pressures

Limited geographic diversification and concentration on the
French retail market are a key rating constraint.  This is
particularly true in a subdued, albeit stabilizing, French
consumer environment.  In addition, Fitch expects further medium-
term consolidation and competitive pressures at the value end of
the home equipment market in France.

The home equipment market in France is dominated by BUT and two
other players with a combined share of more than 45%, at the
expense of independent and local retailers.  Fitch believes that
in this context BUT's strategy to concentrate on network
expansion in smaller cities is sensible in that it should help
boost and defend its market share.

Established Brand and Market Position

The ratings reflect BUT's position as a leading home equipment
retailer in France, with a strong nationwide store footprint and
a diversified product range spanning home furnishing and
decoration, domestic appliances as well as select home-related
consumer electronics.  BUT's promotional-driven business model is
supported by a strong and well-recognized retail brand.

KEY RATING DRIVERS OF THE NOTES

Above-average Recoveries

Fitch believes that expected recoveries would be maximized in a
going-concern scenario rather than in liquidation given the
asset-light nature of BUT's business, where Fitch views the brand
value and established retail network as key assets.  Fitch
estimates that senior secured noteholders, following the
successful tap issue, can expect a recovery rate of 68%
(equivalent to RR3), leading to a one-notch uplift for the senior
secured instrument rating from the IDR to 'B'.  Fitch's
underlying recovery assumptions remain unchanged, with a 35%
distressed EBITDA discount and 4.5x EV/EBITDA multiple and that
the proceeds raised by the tap issue will be invested in the
business, including acquisitions.

The expected senior secured debt recovery is underpinned by
guarantors representing at least 85% of the group's EBITDA and by
noteholders' second-ranking claim on any enforcement proceeds in
a distressed sale of assets or the business.

KEY ASSUMPTIONS

Fitch's expectations are based on our internally produced,
conservative rating case forecasts over the four-year rating
horizon. T hey do not represent the forecasts of rated issuers
individually or on aggregate. Key Fitch forecast assumptions
include:

   -- Moderate like for like sales growth, below GDP growth
      assumptions

   -- Stable EBITDA margins reflecting the benefits achieved in
      FY15 mitigated by competitive pressures and consolidation
      in the French home equipment market

   -- EUR66 mil. tap issue to be invested in the business
      including acquisitions

   -- Continued focus on supply chain and working capital
      management

   -- Disciplined approach to capex representing 1.9%-2.2% of
      annual sales

RATING SENSITIVITIES

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

   -- FFO adjusted gross leverage at 6x or below, FFO fixed
      charge cover at above 1.5x, combined with market share
      gains and improvements in FCF generation and operating
      profitability, all on a sustained basis

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

   -- FFO gross lease adjusted leverage of 7.0x or above on a
      sustained basis

   -- FFO fixed charge cover of 1.0x or below on a sustained
      basis

   -- A significant deterioration in market share, revenues
      and/or operating profitability

   -- Negative FCF eroding the group's liquidity buffer

LIQUIDITY

Fitch views BUT's liquidity as adequate in its rating case
projections, supported by the availability of a EUR30 million RCF
and reported cash on balance sheet of EUR108 million (FYE14).  Of
this amount Fitch deducts EUR40 million as not readily available
cash to allow for seasonal working capital fluctuations and
restricted cash related to consumer financing.  Even so,
liquidity is adequate as BUT does not face any meaningful debt
redemptions until 2019.



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G R E E C E
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GREECE: Snap Elections Expected Next Month Following Bailout
------------------------------------------------------------
BBC News reports that Greece has been thrown into more political
turmoil, with a split in the ruling left-wing Syriza party and
snap elections expected next month.

Prime Minister Alexis Tsipras is gambling that fresh elections
can deliver him a stronger mandate, because currently he has no
parliamentary majority and relies on support from opposition MPs,
BBC says.

But the uncertainty adds to worries about Greece's third eurozone
bailout, worth about EUR85 billion (GBP61 billion, US$95
billion), which has only just been approved, BBC notes.

None of the opposition parties is thought capable of forming a
new government, BBC says.  So probably Greeks will go to the
polls again on Sept. 20 -- just eight months after Syriza was
elected on an anti-austerity platform, BBC states.

On Aug. 20, Mr. Tsipras announced his resignation and called a
snap election because he knew it would be hard to get key
economic reforms passed, with so many fellow Syriza MPs opposing
austerity, BBC relays.  More than a quarter of Syriza's 149 MPs
rejected the bailout, BBC discloses.



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N E T H E R L A N D S
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FAB CBO 2003-1: Moody's Raises Ratings on 2 Note Classes to Caa1
----------------------------------------------------------------
Moody's Investors Service has upgraded the ratings of the
following notes issued by FAB CBO 2003-1 B.V.:

  EUR217.5 million (current outstanding balance of EUR13M) Class
  A-1E Floating Rate Notes, Upgraded to Aaa (sf); previously on
  Dec 2, 2013 Upgraded to Aa3 (sf)

  EUR10 million (current outstanding balance of EUR0.6M) Class
  A-1F Zero Coupon Notes, Upgraded to Aaa (sf); previously on Dec
  2, 2013 Upgraded to Aa3 (sf)

  EUR10.5 million Class A-2aE Floating Rate Notes, Upgraded to
  Aa3 (sf); previously on Dec 2, 2013 Upgraded to Ba2 (sf)

  EUR12.9 million Class A-2bE Floating Rate Notes, Upgraded to
  Aa3 (sf); previously on Dec 2, 2013 Upgraded to Ba2 (sf)

  EUR6.6 million Class A-2F Fixed Rate Notes, Upgraded to Aa3
  (sf); previously on Dec 2, 2013 Upgraded to Ba2 (sf)

  EUR14.5 million Class A-3E Floating Rate Notes, Upgraded to
  Caa1 (sf); previously on Dec 2, 2013 Affirmed Ca (sf)

  EUR8 million Class A-3F Fixed Rate Notes, Upgraded to Caa1
  (sf); previously on Dec 2, 2013 Affirmed Ca (sf)

  EUR12.3 million Class S1 Combination Notes, Upgraded to Aaa
  (sf); previously on Dec 2, 2013 Affirmed Aa3 (sf)

  EUR15 million Class S2 Combination Notes, Upgraded to Aa3 (sf);
  previously on Dec 2, 2013 Upgraded to Baa2 (sf)


  EUR5 million Class S3 Combination Notes, Upgraded to Aa3 (sf);
  previously on Dec 2, 2013 Upgraded to Baa1 (sf)

Moody's also affirmed the ratings of the following notes issued
by FAB CBO 2003-1 B.V.:

  EUR8 million (current outstanding balance of EUR8.1M) Class BE
  Floating Rate Notes, Affirmed Ca (sf); previously on Dec 2,
  2013 Affirmed Ca (sf)

  EUR7 million (current outstanding balance of EUR7.3M) Class BF
  Fixed Rate Notes, Affirmed Ca (sf); previously on Dec 2, 2013
  Affirmed Ca (sf)

This transaction is a managed cash CDO of European structured
finance assets, composed primarily of RMBS (84%) and CLOs
(15.8%).

RATINGS RATIONALE

The rating action on the notes is a result of the material
improvement in the credit quality of the collateral and the
deleveraging of the Class A notes.

In the last 12 months about 50% of the assets included in the
current portfolio have been upgraded and on average the magnitude
of the upgrades was 3.3 notches. In particular, two classes of
notes issued by Great Hall Mortgages No. 1 Plc Series 2007-02 (UK
non-conforming RMBS), representing 12% of portfolio, were
upgraded respectively from Caa2(sf) to Baa3(sf) and from Ca(sf)
to B3(sf). The Moody's Caa bucket has materially reduced to 5.9%
of the current performing par from 19.3% in October 2014.

In the last 12 months, Class A-1E and A-1F have repaid EUR7
million. As per the July 2015 trustee report, Class A coverage
test is reported at 113.66% compared to 112.96% as per the
October 2014 trustee report. Moody's expects that following the
latest August interest payment date EUR6.4 million of cash in the
principal account had further reduced the outstanding current
balance of the Class A notes.

The ratings of the Combination Notes address the repayment of the
Rated Balance on or before the legal final maturity. For classes
S1, S2 and S3, the 'Rated Balance' is equal at any time to the
principal amount of the combination notes on the issue date minus
the aggregate of all payments made from the issue date, either
through interest or principal payments. The Rated Balance may not
necessarily correspond to the outstanding notional amount
reported by the trustee.

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

In addition to the base-case analysis, Moody's conducted
sensitivity analyses on the key parameters for the rated notes:

Reduction in Weighted Average Spread - Moody's considered a model
run where the WAS was reduced by 30 bps. The model outputs for
these runs are consistent with today's ratings.

This transaction is subject to a high level of macroeconomic
uncertainty, which could negatively affect the ratings on the
notes, in light of 1) uncertainty about credit conditions in the
general economy and 2) divergence in the legal interpretation of
CDO documentation by different transactional parties due to or
because of embedded ambiguities.


HYDE PARK: S&P Raises Rating on Class E Notes to 'BB+'
------------------------------------------------------
Standard & Poor's Ratings Services raised its credit ratings on
Hyde Park CDO B.V.'s class B-1, B-2, C, D, and E notes.  At the
same time, S&P has affirmed its 'AAA (sf)' ratings on the class
A-1 and A-2 notes.

The rating actions follow S&P's credit and cash flow analysis of
the transaction using data from the trustee report dated July 20,
2015, and the application of its relevant criteria.

Hyde Park CDO is a cash flow collateralized loan obligation (CLO)
transaction that securitizes loans to primarily speculative-grade
corporate firms.  The transaction closed in February 2006.  Since
the end of the reinvestment period in June 2012, the issuer has
used all scheduled principal proceeds to redeem the notes in the
transaction's documented order of priority.

According to S&P's analysis, since its June 30, 2014 review, the
rated liabilities backing the class A-1 and A-2 notes have
significantly deleveraged, which has raised the available credit
enhancement for all classes of notes.  According to S&P's current
analysis, the class A-1 and A-2 notes have amortized to EUR5.068
million from EUR172.700 million at S&P's previous review.  This
represents just over a 97% reduction in the principal amount of
these classes of notes over that period.

"We factored in the above observations and subjected the capital
structure to our cash flow analysis, based on the methodology and
assumptions outlined in our criteria, to determine the break-even
default rate (BDR).  We used the reported portfolio balance that
we considered to be performing, the principal cash balance, the
current weighted-average spread, and the weighted-average
recovery rates that we considered to be appropriate.  We
incorporated various cash flow stress scenarios using various
default patterns, levels, and timings for each liability rating
category, in conjunction with different interest rate stress
scenarios," S&P said.

S&P's credit and cash flow analysis indicates that its 'AAA (sf)'
ratings on the class A-1 and A-2 notes can be maintained at their
current levels.  S&P has therefore affirmed its 'AAA (sf)'
ratings on the class A-1 and A-2 notes.

In S&P's view, the available credit enhancement for the remaining
classes of notes are now commensurate with higher ratings than
previously assigned.  S&P has therefore raised its ratings on the
class B-1, B-2, C, D, and E notes.

RATINGS LIST

Hyde Park CDO B.V.
EUR500 mil fixed- and floating-rate notes

                                Rating               Rating
Class     Identifier            To                   From
A-1       448647AA5             AAA (sf)             AAA (sf)
A-2       448647AJ6             AAA (sf)             AAA (sf)
B-1       448647AB3             AAA (sf)             AA+ (sf)
B-2       448647AE7             AAA (sf)             AA+ (sf)
C         448647AC1             AA+ (sf)             A (sf)
D         448647AD9             BBB+ (sf)            BBB- (sf)
E         448647AF4             BB+ (sf)             B+ (sf)



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N O R W A Y
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EWOS GROUP: S&P Puts 'B' CCR on CreditWatch Positive
----------------------------------------------------
Standard & Poor's Ratings Services said that it placed on
CreditWatch with positive implications its 'B' long-term
corporate credit and issue ratings on Norway-based salmonid feed
producer EWOS Group.

S&P is placing the corporate credit rating on CreditWatch
following the recent announcement that majority shareholders
Altor Fund III and Bain Capital Europe III have agreed to sell
the business to Cargill Inc. for EUR1.35 billion.

Cargill produces animal nutrition and feed ingredient solutions
from operations in over 60 countries.  S&P believes the size of
this transaction is consistent with our expectation that the
company will continue to make midsize acquisitions.  S&P also
expects that the transaction is not likely to be debt financed,
given Cargill's cash balances and potential proceeds from future
asset sales (including its recently announced pork business
disposition to JBS S.A.).

EWOS operates seven manufacturing sites across Norway, Chile,
Canada, Scotland, and Vietnam producing more than 1.2 million
metric tons of salmonid feed annually.  In 2014, the company
recorded revenues of Norwegian krone (NOK) 11.6 billion with
Standard & Poor's-adjusted EBITDA of NOK867 million.  S&P still
views EWOS' business risk profile as "weak," reflecting the
seasonality of the business, a narrow product focus, earnings
volatility due to adverse biological conditions, disease
outbreaks, and government policy.  However, these are offset by
its market-leading position worldwide.  S&P expects that EWOS'
existing debt will be repaid as part of the transaction, in line
with the indenture outlined in the bond documentation.  As such,
S&P forecasts that the adjusted leverage metrics for EWOS will be
significantly improved upon closure.

S&P will resolve the CreditWatch on successful completion of the
deal, which S&P anticipates will be before the end of the
calendar year.

Assuming that the transaction receives the relevant regulatory
approvals and is completed successfully and without delays, S&P
could raise its ratings on EWOS by multiple notches.  S&P's
rating decision will depend on its assessment of the ongoing
stand-alone credit profile of EWOS, as well as its position
within the larger group, in line with S&P's group rating
methodology.


REC SOLAR: Aug. 27 EGM Set to Approve Liquidation Settlement
------------------------------------------------------------
In accordance with the provisions of the Norwegian Public Limited
Liability Companies Act, the extraordinary general meeting of REC
Solar ASA, in liquidation, on August 27, 2015, shall approve the
audited liquidation settlement, following which the Company will
be deleted from the Norwegian Register of Business Enterprises
and be finally liquidated.



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


ATLANTES MORTGAGE NO.1: S&P Lowers Rating on Class B Notes to B
---------------------------------------------------------------
Standard & Poor's Ratings Services affirmed and removed from
CreditWatch negative its 'A (sf)' credit rating on Atlantes
Mortgage No.1 PLC's class A notes.  At the same time, S&P has
lowered to 'B (sf)' from 'BB- (sf)' its rating on the class B
notes and affirmed its 'B- (sf)' ratings on the class C and D
notes.

Upon publishing S&P's updated criteria for Portuguese residential
mortgage-backed securities (RMBS criteria), S&P placed those
ratings that could potentially be affected "under criteria
observation".

Following S&P's review of this transaction, its ratings that
could potentially be affected by the criteria are no longer under
criteria observation.

On Feb. 18, 2015, S&P placed on CreditWatch negative its rating
on Atlantes Mortgage No.1's class A notes following S&P's Feb. 3,
2015, CreditWatch negative placement of Deutsche Bank AG (London
Branch), the liquidity facility provider.

On June 9, 2015, S&P lowered by two notches its long-term issuer
credit rating (ICR) on Deutsche Bank AG to 'BBB+' from 'A'.  This
downgrade resulted in a breach of the documented draw to cash
trigger, set at 'A-1'.  S&P has received an issuer confirmation
that the liquidity facility has been drawn to cash and that such
amounts are now held under the issuer account.

According to S&P's current counterparty criteria, cash draws are
subject to bankruptcy remoteness analysis and the criteria for
bank accounts.  S&P considers that the documented draw to cash
mechanism and the bank account triggers fully mitigate the
counterparty exposure.  S&P has therefore removed from
CreditWatch negative its rating on the class A notes.

The rating actions also follow S&P's credit and cash flow
analysis of the most recent transaction information that it has
received on July 2015.  S&P's analysis reflects the application
of its RMBS criteria.

Credit enhancement has increased to 43.6%, from 40.4% at S&P's
previous review.

Class         Available credit
               enhancement (%)
A                         43.6
B                         20.5
C                          7.7
D                          5.1

This transaction features an amortizing reserve fund, which
currently represents 5.13% of the outstanding notes' balance.
The reserve fund is at its target value.

Severe delinquencies of more than 90 days at 1.60% are on average
higher for this transaction than S&P's Portuguese RMBS index, and
lower than the 3.15% peak reported in Q4 2012.  Defaults, defined
as mortgage loans in arrears for more than 12 months in this
transaction, currently represent 1.33% of the current pool
balance.  Prepayment levels are also on average higher for this
transaction than in S&P's Portuguese RMBS index.

After applying S&P's RMBS criteria to this transaction, its
credit analysis results show an increase in the weighted-average
foreclosure frequency (WAFF) and an increase in the weighted-
average loss severity (WALS) for each rating level.

Rating level     WAFF (%)    WALS (%)
AAA                 32.09        9.37
AA                  25.37        6.71
A                   21.60        3.19
BBB                 16.67        2.05
BB                  11.77        2.00
B                   10.18        2.00

The increase in the WAFF is mainly due to original loan-to-value
(LTV) ratios, broker originated loans, and province concentration
levels attracting higher adjustments.  The increase in the WALS
is mainly due to the application of higher market value decline
assumptions.  The overall effect is an increase in the required
credit coverage for each rating level.

Following the application of S&P's RMBS criteria and considering
its criteria for rating single-jurisdiction securitizations above
the sovereign foreign currency rating (RAS criteria), S&P has
determined that its assigned rating on each class of notes in
this transaction should be the lower of (i) the rating as capped
by S&P's RAS criteria and (ii) the rating that the class of notes
can attain under its RMBS criteria.

In this transaction, S&P's unsolicited long-term rating on the
Republic of Portugal (BB/Positive/B) constrains its rating on the
class A notes.

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

S&P's RAS criteria designate the country risk sensitivity for
RMBS as "moderate".  Under S&P's RAS criteria, this transaction's
notes can therefore be rated four notches above the sovereign
rating, if they have sufficient credit enhancement to pass a
minimum of a "severe" stress.  However, as all six of the
conditions in paragraph 44 of the RAS criteria are met, S&P can
assign ratings in this transaction up to a maximum of six notches
(two additional notches of uplift) above the sovereign rating,
subject to credit enhancement being sufficient to pass an
"extreme" stress.

Under S&P's RMBS criteria, the class A notes have sufficient
available credit enhancement to withstand our stresses at a 'AAA'
rating level.  However, S&P's RAS criteria constrain its rating
on the class A notes at 'A (sf)', which is six notches above
S&P's rating on the sovereign.  S&P has therefore affirmed its 'A
(sf)' rating on the class A notes.

The class B notes can only support the stresses that S&P applies
at a 'B' rating level.  S&P has therefore lowered to 'B (sf)'
from 'BB- (sf)' its rating on the class B notes.

The available credit enhancement for the class C and D notes is
commensurate with S&P's currently assigned ratings.  S&P has
therefore affirmed its 'B- (sf)' ratings on the class C and D
notes.

S&P also considers credit stability in its analysis.  To reflect
moderate stress conditions, S&P adjusted its WAFF assumptions by
assuming additional arrears of 8%.  In one stress scenario, these
additional arrears are split equally between the one-month and
three-month buckets.  In the second scenario, S&P applies an
increase of 8%, but it assumes that all of the loans have missed
three monthly payments.  This did not result in S&P's rating
deteriorating below the maximum projected deterioration that it
would associate with each relevant rating level, as outlined in
S&P's credit stability criteria.

In S&P's opinion, the outlook for the Portuguese residential
mortgage and real estate market is not benign and S&P has
therefore increased its expected 'B' foreclosure frequency
assumption to 3.33% from 2.00%, when it applies its RMBS
criteria, to reflect this view.  S&P bases these assumptions on
its expectation of modest economic growth, continuing high
unemployment, and sluggish house price appreciation for the
remainder of 2015 and 2016.

On the back of the weak macroeconomic conditions, S&P don't
expect the performance of the transactions in its Portuguese RMBS
index to significantly improve in 2015.

S&P expects severe arrears in the portfolio to remain at their
current levels, as there are a number of downside risks.  These
include weak economic growth and high unemployment.  On the
positive side, S&P expects interest rates to remain low.

Atlantes Mortgage No.1 is a Portuguese RMBS transaction, which
closed in February 2003 and securitizes first-ranking mortgage
loans.  BANIF Banco Internacional do Funchal S.A. originated the
pool, which comprises loans backed by properties in Portugal.

RATINGS LIST

Class              Rating
            To                From

Atlantes Mortgage No.1 PLC
EUR500 Million Mortgage-Backed Floating-Rate Notes:

Rating Affirmed and Removed from CreditWatch Negative

A           A (sf)            A (sf)/Watch Neg

Rating Lowered

B           B (sf)            BB- (sf)

Ratings Affirmed

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



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


CARCADE LLC: Fitch Puts 'BB-' IDR on CreditWatch Negative
---------------------------------------------------------
Fitch Ratings has placed Carcade LLC on Rating Watch Negative
(RWN), following its recent announcement that its current owners
have agreed to sell the company to the shareholders of B&N Bank.

KEY RATING DRIVERS

The RWN reflects potential changes in Carcade's strategy, risk
appetite, balance sheet structure, financial metrics and possible
contingent risks arising from other assets of the new owners,
including B&N Bank, following the change in ownership.

Carcade is one of the leading privately-owned leasing companies
in Russia, focusing on auto leasing (passenger cars, trucks and
light commercial vehicles) to primarily SME customers.  Its
bigger peer Europlan (BB/RWN) was also recently acquired by the
shareholders of B&N Bank.  These acquisitions allow B&N group to
become a major player in auto leasing in Russia with about a 25%
market share and create opportunities for synergies between the
two companies.

Carcade's 'BB-' Long-term Issuer Default Ratings (IDR) and senior
debt rating reflect the company's significant franchise,
conservative management and risk appetite, sound asset quality
(annual final losses below 1% since 2009) and satisfactory
capitalization (net debt-to-equity 5.5x at end-2014).
Profitability was moderate (ROAA 2.3%) in 2014 and weakened in
1H15 due to a significant rise in funding costs on the market.

Credit risks are mitigated by liquid collateral and on average
25% down-payments on leased assets.  Carcade is predominantly
bank-funded, but the company manages refinancing risk by closely
matching the maturities of assets and liabilities.  FX risk is
limited, as virtually all its assets and liabilities are rouble-
denominated.

RATING SENSITIVITIES

The ratings could be downgraded if Fitch concludes that the
company's strategy, risk appetite balance sheet structure and/or
financial metrics are likely to significantly weaken following
the ownership change, or if in Fitch's view the company becomes
significantly exposed to related parties, non-core assets or
other significant contingent risks arising from the other assets
of the new owners.

In line with other privately-owned Russian leasing companies, the
company could also be downgraded if (i) the weaker operating
environment translates into significant deterioration of
financial metrics; or (ii) prospects for Russia's economy and
economic stability weaken further beyond Fitch's current
expectations.

The ratings could be affirmed if Fitch concludes that the change
in ownership is broadly neutral for the company's credit profile,
the Russian economy performs better than currently expected and
Carcade's performance remains sound.

The rating actions are:

  Long-term foreign and local currency IDRs: 'BB-', placed on RWN

  Short-term foreign-currency IDR: affirmed at 'B'

  National Long-term Rating: 'A+(rus)', placed on RWN

  Senior unsecured debt: 'BB-'/'A+(rus)', placed on RWN


RUSSIA: Draws Up Rescue Mechanism for Cash-Strapped Companies
-------------------------------------------------------------
Andrey Biryukov at Bloomberg News reports that Russia is priming
a rescue mechanism for companies on the verge of bankruptcy, an
emergency measure that may be taken to contain fallout from the
country's first recession in six years.

Prime Minister Dmitry Medvedev signed a government decree that
enables cash-strapped companies to receive state guarantees for
debt refinancing, provided their "special significance" for parts
of the economy merits a lifeline, Bloomberg relays, citing a
document released on Aug. 19.

Few companies have won state backing so far, Bloomberg notes.

Deputy Economy Minister Nikolay Podguzov, as cited by Bloomberg,
said the government has received "relatively large requests" for
guarantees.

According to Bloomberg, Mr. Podguzov said in an interview the
number of reviewed applications by companies has been limited by
a "relatively inconvenient structure of guarantees and a
difficult procedure of interaction with banks".


URALVAGONZAVOD: Russia to Provide RUR16.7-Bil. in Loan Guarantees
-----------------------------------------------------------------
Andrey Biryukov at Bloomberg News, citing Interfax, reports that
the Russian government agreed to provide loan guarantees of
RUR16.7 billion to Uralvagonzavod.

In March, the company said it had asked for guarantees of as much
as RUR60 billion, Bloomberg relates.

Uralvagonzavod is a Russian tank and railcar maker.



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


UKRAINE: May Use Give-and-Take-Policy in Debt Negotiations
----------------------------------------------------------
The Special Creditors' Committee of the Ukrainian authorities
could use the give-and-take policy as part of the negotiations on
the restructuring of eurobonds and an agreement on a haircut of
around 20% of the debt could be reached, according to analysts
polled by Interfax-Ukraine.

"My view is that if they reach a deal, it's likely that the
creditors have moved closer to the Ukrainian position and met
them in the middle.  In any case, the IMF's criteria (including
the 71% debt/GDP) constrains the ability of the Ukrainians to
accept a deal with a small haircut.  I don't have specific views
on market pricing at this point, given that there are a lot of
factors that come into play here," Interfax-Ukraine quotes
Goldman Sachs analyst Andrew Matheny as saying.

Mr. Matheny, as cited by Interfax-Ukraine, said he is still
skeptical about whether if the two sides are close enough to
reach a deal, given the 5% vs. 40% haircut positions the opposing
sides held as recently as a couple weeks ago.

According to Interfax-Ukraine, Sberbank CIB analyst
Alexander Golinsky said that their baseline view is a notional
haircut of 25-30%, ruling out a write-down greater than 35% or
smaller that 20%.

"As per coupons, we believe the rates are not to exceed 5.5% over
the next five years.  Following this period, we model step-up
bond structure: coupon rates can reach 7.0-8.5% in the longer
term," Interfax-Ukraine quotes Mr. Golinsky as saying.

"Ukraine will do all it can to secure an agreement on the
restructuring with all private debt holders by Sept. 23.  To
avoid any complication to the restructuring, it will serve its
current debts, properly paying down the coupons of the
outstanding liabilities."

Alexander Valchyshen, Head of Research at ICU Group, said that
the agreement would include a 25% nominal haircut and a 4.5%
coupon rate, Interfax-Ukraine relays.

Analyst of Nomura Dmitri Petrov said that as per their initial
base case, Nomura expects the haircut on principal will be around
15% upfront, coupons will beset at 2% until 2020, and then
increased to 7%, Interfax-Ukraine notes.



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


AFREN PLC: Won't Seek U.S. Recognition of U.K. Restructuring
------------------------------------------------------------
Sherri Toub at Bloomberg News reports that Afren Plc is no longer
seeking U.S. recognition of a restructuring in the U.K., now that
its reorganization pursuit has been replaced by insolvency
proceedings.

The Chapter 15 petition was filed in Delaware bankruptcy court
July 2, Bloomberg relates.  The U.S. bankruptcy came after Afren
applied to a U.K. court in June to implement a scheme of
arrangement agreed to in principle with certain Ebok lenders and
an ad hoc committee of noteholders, Bloomberg recounts.
Outstanding debt under the notes was US$920 million in June,
Bloomberg discloses.

After the bankruptcies were filed, Afren completed an operational
review, Bloomberg relays, citing court papers filed on Aug. 19 in
Delaware.  The review led management to expect materially lower
near-term production compared with the level assumed in the June
restructuring plan, Bloomberg notes.

Discussions with stakeholders failed to deliver support for a
revised refinancing and restructuring proposal that would enable
Afren to pay its debts when due, Bloomberg says, citing court
papers.

As a result, Afren began insolvency proceedings in the U.K., and
management was replaced by administrators, Bloomberg states.

The U.K. administrators haven't expressed interest in pursuing
recognition of the insolvency proceedings under Chapter 15,
Bloomberg relays, citing court papers.

A hearing to consider dismissal of the Chapter 15 case is
scheduled for Sept. 10, Bloomberg discloses.  Were the Chapter 15
not dismissed, the U.S. court could have assisted the principal
proceedings in the U.K., Bloomberg notes.

                         About Afren plc

Afren plc, a London-based company specializing in oil and gas
exploration and production, filed a Chapter 15 bankruptcy
petition (Bankr. D. Del. Case No. 15-11452) on July 2, 2015, in
the United States, to seek recognition of its restructuring
proceedings in England.  Judge Kevin Gross presides over the U.S.
case.  L. John Bird, Esq., and Jeffrey M. Schlerf, Esq., at Fox
Rothschild LLP, serve as counsel to the Debtor in the U.S. case.


THE JOURNAL: Mounting Debt Prompts Liquidation
----------------------------------------------
Glasgow Herald reports that The Journal, an award-winning student
newspaper, has gone into liquidation.

According to Glasgow Herald, the company was said to have ceased
trading amid mounting debt, and its website has also shut down.

A spokesman for the liquidator Grant Thornton confirmed the
position of The Journal, an independent fortnightly newspaper
produced by students at seven major higher and further
education institutes in Edinburgh, Glasgow Herald relates.

"Stuart Preston -- stuart.preston@uk.gt.com -- of Grant Thornton
UK LLP was appointed Interim Liquidator of The Edinburgh Journal
Ltd by interlocutor of the Sheriff of Lothian and Borders at
Edinburgh Sheriff Court on July 23, 2015," Glasgow Herald quotes
the spokesman as saying.

"A meeting of creditors was held on August 18, 2015 and Stuart
Preston was appointed as liquidator of the company.

"The liquidator understands the business ceased to trade earlier
this year and a winding up petition was lodged following
non- payment of debts.  The liquidator is investigating the
affairs of the company in order to achieve the best possible
outcome for creditors and other stakeholders."

The Journal was distributed at a number of locations across the
city's universities and colleges as well as at bars and cafes and
at one stage had a 10,000 print run, according to Glasgow Herald.


ZESTDEW LIMITED: Sept. 9 Proofs of Debt Submission Deadline Set
---------------------------------------------------------------
Pursuant to Rule 2.95 of the Insolvency Rules 1986 that
A.V. Lomas, S.A. Pearson, G.E. Bruce and J.G. Parr, the Joint
Administrators of Zestdew Limited, intend to make a distribution
(by way of paying a final dividend) to the preferential creditors
(if any) and to the unsecured, non-preferential creditors of
Zestdew.

Proofs of debt may be lodged at any point up to (and including)
September 9, 2015, the last date for proving claims, however,
creditors are requested to lodge their proofs of debt at the
earliest possible opportunity.

Persons so proving are required, if so requested, to provide such
further details or produce such documents or other evidence as
may appear to the Joint Administrators to be necessary.

The Joint Administrators will not be obliged to deal with proofs
lodged after the last date for proving but they may do so if they
think fit.

The Joint Administrators intend to make such distribution within
the period of two months from the last date for proving claims.

For further information, contact details, and proof of debt
forms, please visit http://is.gd/cHG4jn

Please complete and return a proof of debt form, together with
relevant supporting documents, to PricewaterhouseCoopers LLP, 7
More London Riverside, London SE1 2RT marked for the attention of
Claire Taylor.  Alternatively, you can email a completed proof of
debt form to lehman.affiliates@uk.pwc.com

Rule 2.95(2)(c) of the Insolvency Rules 1986 requires the Joint
Administrators to state in this notice the value
of the prescribed part of Zestdew's net property which is
required to be made available for the satisfaction of
Zestdew's unsecured debts pursuant to section 176A of the
Insolvency Act 1986.  There are no floating charges
over the assets of Zestdew and accordingly, there shall be no
prescribed part.  All of Zestdew's net property will
be available for the satisfaction of Zestdew's unsecured debts.



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


* BOND PRICING: For the Week August 17, 2015 to August 21, 2015
---------------------------------------------------------------

Issuer               Coupon      Maturity   Currency   Price
------               ------      --------   --------   -----
Abengoa SA             8.50     3/31/2016     EUR      68.69
Abengoa Finance SAU    7.00     4/15/2020     EUR      46.92
Abengoa Finance SAU    8.88      2/5/2018     EUR      48.89
Abengoa Finance SAU    6.00     3/31/2021     EUR      45.75
Grupo Isolux Corsan    6.63     4/15/2021     EUR      49.80
Abengoa Greenfield     5.50     10/1/2019     EUR      44.77
CSN Resources SA       6.50     7/21/2020     USD      60.00
Abengoa Finance SAU    8.88     11/1/2017     USD      60.06
Vallourec SA           2.25     9/30/2024     EUR      71.35
CGG SA                 5.88     5/15/2020     EUR      70.21
NBG Finance PLC        4.38     4/30/2019     EUR      39.17
Afren PLC              6.63     12/9/2020     USD       5.00
Piraeus Group Finan    5.00     3/27/2017     EUR      31.38
Abengoa Finance SAU    7.75      2/1/2020     USD      42.50
Abengoa SA             6.25     1/17/2019     EUR      42.04
Alpha Credit Group     3.38     6/17/2017     EUR      52.00
OAS Investments Gmb    8.25    10/19/2019     USD      11.00
CHC Helicopter SA      9.25    10/15/2020     USD      59.64
Abengoa Finance SAU    8.88     11/1/2017     USD      57.25
Ukraine Government     9.25     7/24/2017     USD      56.75
CGG SA                 6.50      6/1/2021     USD      56.87
Petrobras Global Fi    5.63     5/20/2043     USD      72.06
Ajecorp BV             6.50     5/14/2022     USD      59.75
Intelsat Luxembourg    7.75      6/1/2021     USD      71.19
Andrade Gutierrez I    4.00     4/30/2018     USD      62.25
ERB Hellas PLC         4.25     6/26/2018     EUR      25.71
Abengoa Finance SAU    7.75      2/1/2020     USD      56.50
Ukraine Government     6.88     9/23/2015     USD      60.50
Algeco Scotsman Glo   10.75    10/15/2019     USD      57.50
Tullow Oil PLC         6.00     11/1/2020     USD      79.10
Afren PLC             11.50      2/1/2016     USD       4.75
Russian Standard Ba   13.00     4/10/2020     USD      48.00
Heta Asset Resoluti    4.38     1/24/2017     EUR      62.99
Abengoa Greenfield     6.50     10/1/2019     USD      45.50
Afren PLC             10.25      4/8/2019     USD       5.00
QGOG Constellation     6.25     11/9/2019     USD      56.00
Vedanta Resources P    7.13     5/31/2023     USD      77.01
Tullow Oil PLC         6.25     4/15/2022     USD      74.50
Comfeed Finance BV     6.00      5/2/2018     USD      76.63
Ukraine Government     4.95    10/13/2015     EUR      60.00
Metinvest BV          10.25     1/31/2016     USD      72.00
CIMPOR Financial Op    5.75     7/17/2024     USD      73.75
Hema Bondco I BV       6.25     6/15/2019     EUR      63.99
Russian Standard Ba    7.56     12/1/2016     USD      60.00
EnQuest PLC            5.50     2/15/2022     GBP      63.74
Abengoa Greenfield     6.50     10/1/2019     USD      89.50
Nordea Bank AB         0.70                   EUR      72.06
Privatbank CJSC Via    9.38     9/23/2015     USD      67.25
Alcatel-Lucent         4.25      7/1/2018     EUR       3.64
Far East Capital Lt    8.00      5/2/2018     USD      58.75
Indo Energy Finance    6.38     1/24/2023     USD      60.60
Aegon NV               1.26                   EUR      73.53
CGG SA                 6.88     1/15/2022     USD      59.89
Ukraine Government     7.75     9/23/2020     USD      56.00
CGG SA                 1.75      1/1/2020     EUR       8.28
Public Power Corp F    5.50      5/1/2019     EUR      70.64
Intelsat Luxembourg    8.13      6/1/2023     USD      72.25
Norske Skogindustri    7.00     6/26/2017     EUR      69.90
Heta Asset Resoluti    2.75     5/31/2016     CHF      62.01
Ukraine Government     7.50     4/17/2023     USD      56.50
Bank of New York Me    4.23    12/30/2099     EUR      23.26
ING Groep NV           1.57                   EUR      72.36
Avangardco Investme   10.00    10/29/2015     USD      47.50
Hema Bondco II BV      8.50    12/15/2019     EUR      32.89
Yuksel Insaat AS       9.50    11/10/2015     USD      55.25
Pacific Drilling SA    5.38      6/1/2020     USD      72.50
Indo Energy Finance    7.00      5/7/2018     USD      78.25
Brunswick Rail Fina    6.50     11/1/2017     USD      52.52
Paragon Offshore PL    7.25     8/15/2024     USD      31.00
Banco Espirito Sant    7.13    11/28/2023     EUR       5.63
Heta Asset Resoluti    4.25    10/31/2016     EUR      64.36
HSH Nordbank AG/Lux    2.31                   EUR      15.89
Banque Federative d    1.40                   EUR      64.85
Takko Luxembourg 2     9.88     4/15/2019     EUR      46.00
CNP Assurances         1.25                   EUR      65.40
Peugeot SA             4.45      1/1/2016     EUR      26.79
Bank of New York Me    4.47    12/15/2050     EUR      63.10
Russian Standard Ba   11.50     1/17/2024     USD      41.13
SOITEC                 6.75     9/18/2018     EUR       1.57
Banca delle Marche     0.94      6/1/2017     EUR      40.34
Petrobras Global Fi    5.38     10/1/2029     GBP      74.76
EnQuest PLC            7.00     4/15/2022     USD      74.25
CHC Helicopter SA      9.38      6/1/2021     USD      48.75
First Ukrainian Int   11.00    12/31/2018     USD      62.49
Hellenic Republic G    5.00     3/11/2019     EUR      76.50
WPE International C   10.38     9/30/2020     USD      10.95
Immigon Portfolioab   10.00                   EUR       1.02
IMMOFINANZ AG          4.25      3/8/2018     EUR       4.53
DTEK Finance PLC       7.88      4/4/2018     USD      44.25
Paragon Offshore PL    6.75     7/15/2022     USD      30.00
Metinvest BV           8.75     2/14/2018     USD      58.30
Ukraine Government     7.80    11/28/2022     USD      56.25
ING Groep NV           1.17                   EUR      71.11
HSH Nordbank AG        7.25                   USD      21.04
Solstad Offshore AS    4.82     6/24/2019     NOK      62.67
Afren PLC              6.63     12/9/2020     USD       5.00
Financiere Quick SA    7.48    10/15/2019     EUR      72.43
OSX 3 Leasing BV      13.00     3/20/2015     USD      34.50
OGX Austria GmbH       8.50      6/1/2018     USD       0.01
Neopost SA             3.38                   EUR      52.14
Commercial Bank Pri    5.80      2/9/2016     USD      56.50
Ukraine Government     6.25     6/17/2016     USD      56.75
Mriya Agro Holding     9.45     4/19/2018     USD      16.25
Ukraine Government     6.75    11/14/2017     USD      56.50
Athens Urban Transp    4.85     9/19/2016     EUR      80.00
Ukreximbank Via Biz    7.51      2/9/2023     USD      63.29
Alcatel-Lucent         0.13     1/30/2020     EUR       4.17
Ukraine Railways vi    9.50     5/21/2018     USD      67.13
Ukraine Government     6.58    11/21/2016     USD      56.50
syncreon Group BV /    8.63     11/1/2021     USD      72.25
Rothschilds Continu    1.29                   EUR      61.50
Codere Finance Luxe    8.25     6/15/2015     EUR      71.25
Ukraine Government     7.95     2/23/2021     USD      58.25
Virgolino de Olivei   10.50     1/28/2018     USD       1.00
Caixa Terrassa Soci    1.18                   EUR      62.81
Tullow Oil PLC         6.00     11/1/2020     USD      79.25
Eurobank Ergasias S    1.59      6/8/2017     EUR       5.00
Tullow Oil PLC         6.25     4/15/2022     USD      74.00
DTEK Finance PLC      10.38     3/28/2018     USD      48.02
Financing of Infras    9.00     12/7/2017     USD      55.50
Banca delle Marche     1.14     6/15/2016     EUR      38.00
Tonon Luxembourg SA   10.50     5/14/2024     USD      52.50
Singulus Technologi    7.75     3/23/2017     EUR      35.50
Banque Federative d    0.83                   EUR      65.13
Piraeus Group Finan    1.83     7/20/2016     EUR       4.90
Norske Skog Holding    8.00     2/24/2021     EUR      49.88
Farstad Shipping AS    4.89     5/29/2018     NOK      64.83
Laurel GmbH            7.13    11/16/2017     EUR      14.88
UKRLANDFARMING PLC    10.88     3/26/2018     USD      44.63
Credit Mutuel Arkea    1.33                   EUR      63.33
Immigon Portfolioab    8.98     7/26/2018     EUR      64.67
Etablissements Maur    2.75      7/1/2021     EUR       8.63
Hellenic Railways O    4.68    10/29/2015     EUR      94.00
Le Noble Age           4.88      1/3/2016     EUR      20.40
Praktiker AG           5.88     2/10/2016     EUR       0.09
Afren PLC             10.25      4/8/2019     USD       3.40
Norwegian Energy Co    6.50      3/6/2018     NOK      80.38
Far East Capital Lt    8.75      5/2/2020     USD      57.75
Hellenic Republic G    5.25      2/1/2016     JPY      89.00
Faurecia               3.25      1/1/2018     EUR      32.42
Santander Internati    2.00                   USD      45.13
City of Kiev Ukrain    8.00     11/6/2015     USD      53.00
Etablissements Maur    1.63      7/1/2019     EUR      14.05
Phosphorus Holdco P   10.00      4/1/2019     GBP       0.96
Credit Agricole SA     0.71                   EUR      66.79
HSBC Bank PLC          0.75                   USD      61.39
Espirito Santo Fina    6.88    10/21/2019     EUR       0.56
Finance and Credit     9.25     1/25/2019     USD      10.00
Assystem               4.50                   EUR      26.97
BOA OCV AS             6.75     10/7/2019     NOK      73.75
OGX Austria GmbH       8.38      4/1/2022     USD       0.01
Espirito Santo Fina    3.13     12/2/2018     EUR       0.75
Ageasfinlux SA         1.33                   EUR      63.75
Banco Espirito Sant    2.64                   EUR       8.00
Afren PLC             11.50      2/1/2016     USD       4.40
Santander Finance P    0.62                   EUR      67.94
Island Drilling Co     9.50      4/3/2018     USD      57.88
NTRP Via Interpipe    10.25      8/2/2017     USD      25.00
Aegon NV               1.51                   NLG      57.28
HSBC Bank PLC          0.75                   USD      61.68
Heta Asset Resoluti    0.06     5/31/2016     EUR      63.84
CGG SA                 1.25      1/1/2019     EUR      25.91
Pescanova SA           5.13     4/20/2017     EUR       3.10
City of Kyiv Via Ky    9.38     7/11/2016     USD      52.63
Alpha Credit Group     1.68      2/1/2017     EUR       4.55
Air France-KLM         2.03     2/15/2023     EUR      10.45
Candyking Holding A    5.00     1/29/2018     SEK      66.25
Bank Nadra via NDR     8.25     7/31/2018     USD       7.00
Metinvest BV          10.50    11/28/2017     USD      59.70
Hema Bondco I BV       5.24     6/15/2019     EUR      61.75
Norshore Atlantic B   12.00    12/21/2018     USD      58.00
Lambay Capital Secu    6.25                   GBP       1.20
Barclays Bank PLC      1.56                   GBP      71.95
Atlantic Offshore A    8.88     5/16/2018     NOK      73.03
ESFIL-Espirito Sant    5.25     6/12/2015     EUR       1.22
Danske Bank Oyj        0.73                   EUR      64.95
Econocom Group SA/N    1.50     1/15/2019     EUR      11.32
BPCE SA                1.07                   EUR      60.75
Barclays Bank PLC      1.44     3/28/2033     USD      66.81
Hellenic Republic G    3.80      8/8/2017     JPY      81.13
Talvivaara Mining C    4.00    12/16/2015     EUR       1.00
Pescanova SA           8.75     2/17/2019     EUR       3.57
Hellenic Republic G    6.14     4/14/2028     EUR      73.75
ATF Capital BV        10.00                   USD      66.75
Hellenic Republic G    5.20     7/17/2034     EUR      67.88
Renaissance Credit    13.50     5/22/2019     USD      73.25
Capital Raising Gmb    7.50                   EUR      11.02
Sydbank A/S            1.14                   EUR      64.25
Ideal Standard Inte   11.75      5/1/2018     EUR      24.13
Hellenic Republic G    5.00     8/22/2016     JPY      82.88
Rothschilds Continu    0.69                   USD      52.52
Dexia Credit Local     4.30                   EUR      10.00
CIMPOR Financial Op    5.75     7/17/2024     USD      72.50
Hellenic Railways O    5.01    12/27/2017     EUR      79.75
Norske Skog Holding    8.00     2/24/2023     USD      50.55
Aralco Finance SA     10.13      5/7/2020     USD       2.38
Orpea                  1.75      1/1/2020     EUR      72.12
TAG Immobilien AG      6.50    12/10/2015     EUR      10.52
Cooperatieve Centra    0.50    11/26/2021     ZAR      56.48
Jyske Bank A/S         1.38                   EUR      65.50
RENE LEZARD Mode Gm    7.25    11/25/2017     EUR      25.00
Mriya Agro Holding    10.95     3/30/2016     USD      16.63
Hellenic Railways O    4.03     3/17/2017     EUR      79.88
Barclays Bank PLC      1.18     3/21/2033     USD      65.63
Global PVQ SE          6.75    10/21/2015     EUR       0.86
HSBC Bank PLC          0.60                   USD      61.77
Phones4u Finance PL    9.50      4/1/2018     GBP      36.38
Agroton Public Ltd     6.00     7/14/2019     USD      21.38
Nexans SA              4.00      1/1/2016     EUR      54.77
Petrol AD              8.38     1/26/2017     EUR      12.00
BLT Finance BV         7.50     5/15/2014     USD       5.00
Grupo Isolux Corsan    6.63     4/15/2021     EUR      49.95
Ekotechnika GmbH       9.75     5/10/2018     EUR      10.13
Pacific Drilling SA    5.38      6/1/2020     USD      72.50
Touax SA               6.00     7/10/2020     EUR      20.10
Telecare Service Ho    6.98     5/23/2018     SEK      73.88
Banco Espirito Sant    2.81                   EUR      15.25
Vseukrainsky Aktsin    9.00     6/14/2019     USD       1.76
Virgolino de Olivei   10.88     1/13/2020     USD      19.88
Cirio Holding Luxem    6.25     2/16/2004     EUR       2.29
Pohjola Bank Oyj       0.64                   EUR      70.67
eno energy GmbH        7.38     6/30/2016     EUR      73.30
Scandinavian Airlin    2.38                   CHF      30.50
Paragon Offshore PL    7.25     8/15/2024     USD      28.90
SNS Bank NV           11.25                   EUR       0.89
International Indus    9.00      7/6/2011     EUR       0.49
Orco Property Group    7.00     11/7/2019     EUR      79.88
BDT Media Automatio    8.13     10/9/2017     EUR      66.00
Heta Asset Resoluti    0.74     1/24/2017     EUR      17.63
NIBC Bank NV           2.13                   USD      70.81
Minicentrales Dos S    6.45     4/14/2028     EUR      61.88
IKB Deutsche Indust    5.63     3/31/2017     EUR      22.00
Air Berlin Finance     1.50     4/11/2027     EUR      60.00
Noreco Norway AS       6.50      3/6/2018     NOK      75.13
Barclays Bank PLC      2.79      4/9/2028     USD      74.13
Financing of Infras    7.40     4/20/2018     USD      54.75
Banco Espanol de Cr    0.61                   EUR      67.64
Pierre & Vacances S    3.50     10/1/2019     EUR      38.27
Corporate Commercia    8.25      8/8/2014     USD       2.27
Virgolino de Olivei   11.75      2/9/2022     USD       1.06
Barclays Bank PLC      0.63                   USD      64.00
Probusinessbank OAO   13.25      9/5/2015     RUB      67.52
Standard Chartered     0.59                   USD      60.83
APP International F   11.75     10/1/2005     USD       5.13
Deutsche Bank AG/Lo    2.23     3/15/2033     USD      70.00
Hellenic Republic G    5.25      2/1/2016     JPY      89.50
Gunther Zamek Produ    7.75     5/15/2017     EUR       2.31
Societe Air France     2.75      4/1/2020     EUR      20.40
Privatbank CJSC Via   10.88     2/28/2018     USD      65.02
Alpine Holding GmbH    6.00     5/22/2017     EUR       0.00
Windreich GmbH         6.50     7/15/2016     EUR      10.88
Lloyds Bank PLC        0.50                   USD      62.59
Koninklijke Luchtva    0.75                   CHF      35.05
Ukraine Government     5.00    12/20/2015     USD      59.75
friedola Gebr Holza    7.25     4/11/2017     EUR      28.88
Jyske Bank A/S         0.74                   EUR      65.60
Russian Railways JS   11.75     1/16/2025     RUB      60.27
DNB Bank ASA           0.56                   USD      62.64
Teak Holz Internati    5.00     8/31/2015     EUR      30.00
BOA Offshore AS        8.11    12/18/2018     NOK      68.00
Barclays Bank PLC      1.95     5/31/2033     USD      63.75
Caisse Federale du     1.17                   EUR      63.87
Takko Luxembourg 2     6.98     4/15/2019     EUR      43.92
Banco Espirito Sant    0.16                   EUR      15.33
Lloyds Bank PLC        2.01     2/22/2033     USD      69.00
NIBC Bank NV           0.67                   EUR      59.95
GNB - Cia de Seguro    2.19    12/19/2022     EUR      74.05
Nexity SA              0.63      1/1/2020     EUR      50.00
Cirio Finanziaria S    8.00    12/21/2005     EUR       1.71
MS Deutschland Bete    6.88    12/18/2017     EUR      14.93
Lehman Brothers UK     5.13                   EUR       0.05
Den Norske Creditba    0.56                   USD      62.93
Kaupthing Bank Hf      9.00                   USD       0.13
SNS Bank NV            6.25    10/26/2020     EUR       2.54
ADLER Real Estate A    6.00     6/30/2017     EUR      13.25
Barclays Bank PLC      1.68     4/19/2033     USD      65.00
Tonon Luxembourg SA   10.50     5/14/2024     USD      52.00
Barclays Bank PLC      0.69                   USD      63.88
Espirito Santo Fina    9.75    12/19/2025     EUR       1.75
Hybrid Raising GmbH    6.63                   EUR      11.00
SeaBird Exploration    6.00      3/3/2018     USD #N/A N/A
Nordea Bank Norge A    0.56                   USD      63.35
Societe Alsacienne     1.63      1/1/2022     EUR      59.46
Astana Finance BV      7.88      6/8/2010     EUR      17.38
Dannemora Mineral A   11.75     3/22/2016     USD       0.67
State of Carinthia     0.74     7/20/2017     CHF       0.20
Teksid Aluminum Lux   11.38     7/15/2011     EUR       0.12
Lehman Brothers Tre    7.00     5/17/2035     EUR      19.00
Vedanta Resources P    7.13     5/31/2023     USD      73.25
Dexia SA               4.89                   EUR      15.25
Alpha Credit Group     6.00     5/20/2017     EUR      50.63
Dexia Kommunalbank     5.63    12/31/2017     EUR      13.50
JZ Capital Partners    6.00     7/30/2021     GBP      10.90
Lloyds Bank PLC        0.48                   USD      62.57
GNB - Cia de Seguro    3.49                   EUR      68.00
Codere Finance Luxe    8.25     6/15/2015     EUR      71.50
Norske Skogindustri    7.13    10/15/2033     USD      40.25
Lloyds Bank PLC        0.69                   USD      62.64
Standard Chartered     0.56                   USD      60.58
BNP Paribas SA         0.48                   USD      60.76
Societe Generale SA    1.03                   EUR      68.00
Commerzbank Holding    0.81                   USD      63.83
OAS Investments Gmb    8.25    10/19/2019     USD      10.00
Hellenic Republic G    2.09     7/25/2057     EUR      28.13
Codere Finance Luxe    9.25     2/15/2019     USD      71.38
Dexia Kommunalbank     4.88    12/31/2016     EUR      20.50
Alpha Credit Group     1.64      3/8/2017     EUR      11.00
Codere Finance Luxe    9.25     2/15/2019     USD      71.38
More & More AG         8.13     6/11/2018     EUR      39.25
Popular Capital SA     1.34                   EUR      54.00
Financing of Infras    8.38     11/3/2017     USD      55.88
Hellenic Republic G    4.50      7/3/2017     JPY      82.38
Hellenic Bank PCL     10.00                   EUR      48.63
Pescanova SA           6.75      3/5/2015     EUR       3.36
Strenesse AG           9.00     3/15/2017     EUR      54.25
Heta Asset Resoluti    4.35     11/3/2016     EUR      17.75
Hellenic Railways O    4.50     12/6/2016     JPY      80.38
Popular Capital SA     7.00    11/25/2015     EUR      25.20
Mox Telecom AG         7.25     11/2/2017     EUR       2.43
Belfius Bank SA/NV     1.93                   FRF      69.00
Travel24.com AG        7.50     9/17/2017     EUR      43.00
Karlie Group GmbH      6.75     6/25/2018     EUR      52.11
Jasper Explorer PLC   13.50     5/27/2016     USD       5.00
PA Resources AB       13.50      3/3/2016     SEK       5.25
IKB Deutsche Indust    4.70     3/31/2017     EUR      22.60
Ajecorp BV             6.50     5/14/2022     USD      63.75
Kaupthing Bank Hf      5.75     10/4/2011     USD      22.00
Abanka Vipa DD Via     1.88                   EUR       0.46
Saphir Finance PLC     6.85                   GBP       1.38
Depfa Funding III L    1.35                   EUR      57.25
Northland Resources    4.00    10/15/2020     USD       0.13
International Indus   11.00     2/19/2013     USD       0.42
Mechel                 8.40     5/27/2021     RUB      46.27
Sazka AS               9.00     7/12/2021     EUR       5.00
NNK-Aktiv AO           8.85      6/4/2021     RUB      68.32
Ukraine Government     6.88     9/23/2015     USD      60.13
Solarworld AG          6.13     1/21/2017     EUR      31.13
Ukraine Government     9.25     7/24/2017     USD      55.40
Kezizalog Zrt          7.75     10/1/2018     EUR       0.52
Lehman Brothers Tre    6.00     11/2/2035     EUR      16.25
Sidetur Finance BV    10.00     4/20/2016     USD      10.63
National Westminste    0.56                   USD      62.40
Comfeed Finance BV     6.00      5/2/2018     USD      68.57
Hypo Tirol Bank AG     0.41     7/23/2026     EUR      55.13
EDOB Abwicklungs AG    7.50      4/1/2012     EUR       0.00
OGX Austria GmbH       8.38      4/1/2022     USD       0.02
DEIKON GmbH            1.00      7/1/2016     EUR      20.31
Lehman Brothers Tre    6.00     2/15/2035     EUR      19.00
Barclays Bank PLC      0.38    12/28/2040     EUR      66.83
OT-Optima Telekom D    5.25     5/30/2022     HRK      25.00
National Westminste    0.75                   USD      64.00
Kaupthing Bank Hf      5.75     10/4/2011     USD      22.00
KA Finanz AG           5.43     2/13/2024     EUR      59.38
Espirito Santo Fina    5.13     5/30/2016     EUR       1.01
Global PVQ Netherla    5.75     5/26/2014     EUR      27.50
Cirio Del Monte NV     7.75     3/14/2005     EUR       2.83
Northland Resources   15.00     7/15/2019     USD       1.07
SiC Processing GmbH    7.13      3/1/2016     EUR       2.38
Commerzbank AG         5.00     9/27/2019     EUR      33.50
Hellenic Republic G    4.50     11/8/2016     JPY      82.38
LBI HF                 6.10     8/25/2011     USD      11.63
KPNQwest NV           10.00     3/15/2012     EUR       0.50
Far East Capital Lt    8.75      5/2/2020     USD      60.00
Heta Asset Resoluti    5.92     2/22/2022     EUR      16.88
Standard Chartered     0.65                   USD      60.12
Mechel                10.00     8/25/2020     RUB      74.00
Paragon Offshore PL    6.75     7/15/2022     USD      28.25
Kaupthing Bank Hf      7.13     5/19/2016     USD       0.00
Hema Bondco I BV       6.25     6/15/2019     EUR      63.84
Kaupthing Bank Hf      7.63     2/28/2015     USD      22.00
Del Monte Finance L    6.63     5/24/2006     EUR       7.95
TGC-2 OJSC            12.00    10/10/2018     RUB      71.52
OGX Austria GmbH       8.50      6/1/2018     USD       0.03
BNP Paribas SA         2.24     4/30/2033     USD      67.20
Far East Capital Lt    8.00      5/2/2018     USD      59.75
Hellas Telecommunic    8.50    10/15/2013     EUR       0.00
Standard Chartered     0.69                   USD      60.29
Heta Asset Resoluti    0.09     5/31/2016     EUR      62.11
Cirio Finance Luxem    7.50     11/3/2002     EUR       8.13
Ukraine Government     7.75     9/23/2020     USD      55.05
Immigon Portfolioab    0.74     6/18/2018     EUR      67.25
Ukraine Government     7.50     4/17/2023     USD      55.48
PNE Wind AG            3.75    10/10/2019     EUR       3.05
Petromena ASA          9.75     5/24/2016     NOK       1.04
Barclays Bank PLC      0.69                   USD      62.75
Glitnir HF             6.69     6/15/2016     USD       0.02
Depfa Funding II LP    6.50                   EUR      56.88
Heta Asset Resoluti    1.91     9/29/2016     JPY      62.50
A-TEC Industries AG    8.75    10/27/2014     EUR       2.00
Frey                   6.00    11/15/2022     EUR      21.00
IT Holding Finance     9.88    11/15/2012     EUR       0.23
Societe Generale SA    0.50                   USD      62.12
Depfa Funding IV LP    5.03                   EUR      56.75
Hellenic Railways O    0.25     5/24/2016     EUR      81.25
National Westminste    0.69                   USD      62.86
Lloyds Bank PLC        4.68     7/26/2033     USD      74.50
Royal Bank of Scotl    0.69                   USD      59.75
Rena GmbH              8.25     7/11/2018     EUR       8.63
Bank of Scotland PL    0.63                   USD      62.54
PA Resources AB       12.25      4/5/2016     NOK       5.00
Ukraine Government     7.80    11/28/2022     USD      55.32
Aralco Finance SA     10.13      5/7/2020     USD       4.15
ADLER Real Estate A    6.00    12/27/2018     EUR      13.25
Centrosolar Group A    7.00     2/15/2016     EUR       2.53
Piraeus Bank SA        0.92      2/9/2017     EUR      40.52
Talvivaara Mining C    9.75      4/4/2017     EUR       0.09
Cooperatieve Centra    0.50    10/29/2027     MXN      44.67
Lehman Brothers Tre    7.25     10/5/2035     EUR      19.00
getgoods.de AG         7.75     10/2/2017     EUR       5.38
Rosselkhozbank OJSC   11.90      2/9/2018     RUB      60.01
Svensk Exportkredit    7.00     9/26/2022     RUB      75.84
Barclays Bank PLC      3.12     6/17/2033     USD      66.01
Brunswick Rail Fina    6.50     11/1/2017     USD      50.00
Royal Bank of Scotl    4.23    11/16/2030     USD      73.00
Golden Gate AG         6.50    10/11/2014     EUR      39.10
IM Skaugen SE          9.75     6/30/2016     NOK      56.80
Lloyds Bank PLC        1.45     4/26/2033     USD      64.50
Lehman Brothers UK     5.75                   EUR       0.00
DEIKON GmbH            1.00    11/16/2016     EUR      40.00
Mechel                10.00     8/25/2020     RUB      74.11
Hellenic Railways O    4.50     12/6/2016     JPY      80.38
Glitnir HF             6.00      3/5/2012     GBP      27.13
Metinvest BV           8.75     2/14/2018     USD      55.50
Nationwide Building    1.09                   GBP      70.00
Artea                  6.00      8/4/2019     EUR      14.15
Alpine Holding GmbH    5.25      7/1/2015     EUR       0.00
DTEK Finance PLC       7.88      4/4/2018     USD      42.88
LBI HF                 6.25                   EUR       0.00
Piraeus Group Finan    2.23    10/27/2034     EUR       4.90
Kamaz OJSC            11.24     7/18/2030     RUB      60.01
Metinvest BV          10.50    11/28/2017     USD      63.00
Ukraine Railways vi    9.50     5/21/2018     USD      68.75
Heta Asset Resoluti    5.73    12/10/2021     EUR      15.88
Rena GmbH              7.00    12/15/2015     EUR       8.63
Banco Pinto & Sotto    0.95                   EUR      31.00
Standard Chartered     0.69                   GBP      60.26
Cooperatieve Centra    0.50     7/30/2043     MXN      17.65
Global PVQ Netherla    1.38     4/30/2012     EUR      27.50
Alpine Holding GmbH    5.25     6/10/2016     EUR       0.00
Mechel                 8.40     5/27/2021     RUB      48.12
SAG Solarstrom AG      6.25    12/14/2015     EUR      45.00
Deutsche Morgan Gre    0.69                   USD      60.00
Virgolino de Olivei   10.50     1/28/2018     USD       1.70
ING Bank Eurasia ZA   12.00     5/27/2020     RUB      61.01
Ukraine Government     7.95     2/23/2021     USD      55.73
Ukraine Government     4.95    10/13/2015     EUR      58.25
SU-155 KAPITAL OOO    13.25     2/23/2016     RUB      22.11
Indo Energy Finance    6.38     1/24/2023     USD      65.41
EvrazHolding Financ   12.95     6/18/2025     RUB      61.03
TradeDoubler AB        6.75    12/20/2018     SEK      74.50
Norske Skogindustri    7.13    10/15/2033     USD      40.25
Hellenic Republic G    5.00     8/22/2016     JPY      82.13
Breeze Finance SA      6.71     4/19/2027     EUR      44.00
Minicentrales Dos S    4.81    11/29/2034     EUR      61.88
Ukraine Government     6.25     6/17/2016     USD      55.15
City of Kyiv Via Ky    9.38     7/11/2016     USD      52.63
Heta Asset Resoluti    0.45    12/18/2030     EUR      18.25
Mifa Mitteldeutsche    7.50     8/12/2018     EUR       3.19
UniCredit Bank Aust    0.49     8/20/2033     EUR      57.88
Alpha Credit Group     0.47     2/21/2021     EUR      50.63
Banco Espirito Sant   10.00     12/6/2021     EUR       5.63
Espirito Santo Fina    5.05    11/15/2025     EUR       1.66
Barclays Bank PLC      4.93     11/1/2031     USD      70.00
DF Deutsche Forfait    7.88     5/27/2020     EUR      10.00
Hellenic Republic G    2.27      2/7/2022     EUR      61.87
Region of Puglia It    0.45      2/6/2023     EUR      74.46
Barclays Bank PLC      2.00     9/30/2044     USD      65.00
Norske Skog Holding    8.00     2/24/2021     EUR      49.88
Russian Standard Ba   13.00     4/10/2020     USD      43.13
EXER D GmbH            5.70      2/1/2016     EUR      40.10
Solon SE               1.38     12/6/2012     EUR       0.33
Sairgroup Finance B    4.38      6/8/2006     EUR      16.13
Windreich GmbH         6.50      3/1/2015     EUR      10.88
Bulgaria Steel Fina   12.00      5/4/2013     EUR       1.00
IVG Immobilien AG      5.79                   EUR       0.00
Northland Resources    4.00    10/15/2020     NOK       0.13
Lehman Brothers Tre    2.88     3/14/2013     CHF      16.25
Rosselkhozbank OJSC   13.10     7/15/2025     RUB      60.01
Norske Skog Holding    8.00     2/24/2023     USD      51.00
UniCredit Bank AO     10.50      8/6/2019     RUB      60.04
Italy Government In    0.40     7/31/2045     EUR      89.16
Global PVQ Netherla    1.38     4/30/2012     EUR      23.88
Lloyds Bank PLC        2.33     1/31/2033     USD      69.75
Financing of Infras    7.40     4/20/2018     USD      53.63
VEB-Leasing OAO        8.50      3/1/2018     RUB      57.01
Absolut Bank OAO      11.50     7/27/2016     RUB      60.02
Seabird Exploration    6.00    12/18/2015     USD      27.00
Mobile TeleSystems     8.25     3/22/2023     RUB      55.55
Piraeus Bank SA        0.91    12/27/2016     EUR      43.77
Governo Portugues C    3.00                   EUR      73.00
Danske Bank Oyj        1.59                   EUR      73.00
Accentro Real Estat    6.25     3/27/2019     EUR       2.65
Cyprus Popular Bank    1.74     5/26/2016     EUR       1.39
Kaupthing Bank Hf      6.13     10/4/2016     USD      22.00
LBI HF                 7.43                   USD       0.00
Rosseti PJSC          11.85     5/26/2025     RUB      60.41
UniCredit Bank AG      5.25      9/4/2015     EUR      62.49
Hellenic Republic G    0.68     8/10/2019     EUR      66.89
UniCredit Bank Aust    0.49    12/31/2031     EUR      70.25
Bank Nederlandse Ge    0.50      8/9/2022     MXN      68.84
BKN biostrom AG        7.50      6/5/2016     EUR       1.30
Solen AG               7.50      4/8/2016     EUR       2.01
Rostelecom PJSC        8.10      3/6/2018     RUB      59.01
Cooperatieve Centra    0.50    11/30/2027     MXN      43.57
Ukraine Government     5.00    12/20/2015     USD      59.75
Den Norske Creditba    0.53                   USD      62.55
Municipality Financ    0.50     3/28/2018     BRL      73.53
Alpha Credit Group     1.98      2/1/2017     EUR      50.63
Solarworld AG          6.38     7/13/2016     EUR      31.13
Investkredit Bank A    3.55     4/12/2022     EUR      74.70
Kaupthing Bank Hf      5.25     7/18/2017     BGN      22.00
Equity Release Fund    1.98     4/26/2038     GBP #N/A N/A
Lehman Brothers Tre    5.00     3/18/2015     EUR      19.00
Mechel                 8.40      6/1/2021     RUB      47.02
Penell GmbH Elektro    7.75     6/10/2019     EUR      12.01
CBo Territoria         6.00      1/1/2020     EUR       3.91
Gazprombank JSC       11.00      2/9/2018     RUB      60.67
Russian Federal Bon    7.05     1/19/2028     RUB      71.32
Europlan AO           12.50    10/31/2017     RUB      60.11
Societe Centrale de    9.00      7/1/2016     EUR       7.01
Mriya Agro Holding     9.45     4/19/2018     USD      16.50
CRC Breeze Finance     6.11      5/8/2016     EUR      54.38
Heta Asset Resoluti    4.88     9/18/2017     EUR      16.75
Alpha Credit Group     6.00     7/29/2020     EUR      50.63
Region of Abruzzo I    0.44     11/7/2036     EUR      65.42
Russian Railways JS    8.20     3/21/2028     RUB      60.01
Bank Nederlandse Ge    0.50     7/12/2022     ZAR      53.22
Ukraine Government     6.75    11/14/2017     USD      55.17
Virgolino de Olivei   10.88     1/13/2020     USD      17.88
Region of Molise It    0.45    12/15/2033     EUR      66.36
UKRLANDFARMING PLC    10.88     3/26/2018     USD      49.02
Credit Agricole Cor    0.50     2/28/2018     RUB      74.12
Spoldzielczy Bank R    4.86     4/17/2024     PLN      44.00
RusHydro PJSC         12.75     4/15/2025     RUB      63.01
Portigon AG            7.46    12/31/2019     EUR      15.56
BLT Finance BV        12.00     2/10/2015     USD      10.50
Accentro Real Estat    7.75     6/25/2017     EUR       3.03
Rosneft OAO           14.90     12/3/2020     RUB      60.26
DEMIRE Real Estate     6.00    12/30/2018     EUR       4.00
Heta Asset Resoluti    4.25     5/31/2016     EUR      62.50
KPNQwest NV            7.13      6/1/2009     EUR       0.50
Freshwater Finance     6.06    10/17/2036     GBP      65.13
Ukraine Government     6.58    11/21/2016     USD      55.14
Finmek Internationa    7.00     12/3/2004     EUR       0.13
Club Mediterranee S    6.11     11/1/2015     EUR      16.03
Municipality Financ    0.50    12/14/2018     TRY      69.28
Polyus Gold OJSC      12.10      7/3/2025     RUB      60.16
SNS Bank NV            6.63     5/14/2018     EUR       2.54
Lehman Brothers Tre    5.00     2/27/2014     EUR      19.00
Rosneft OAO           11.90     1/18/2021     RUB      60.01
BNP Paribas SA         0.50      5/6/2021     MXN      70.40
IM Skaugen SE         10.26     4/11/2017     NOK      49.50
UniCredit Bank Aust    0.47    12/27/2031     EUR      60.38
LBI HF                 4.65                   EUR       0.00
Takko Luxembourg 2     9.88     4/15/2019     EUR      45.94
Heta Asset Resoluti    0.24     8/12/2017     EUR      59.00
Rosselkhozbank OJSC   13.10     7/11/2025     RUB      60.01
Russian Bank for Sm   10.00     8/19/2016     RUB      52.52
Lehman Brothers Tre    5.10      5/8/2017     HKD      19.00
LBI HF                 2.25     2/14/2011     CHF       8.50
Astana Finance BV      9.00    11/16/2011     USD      17.38
Lehman Brothers Tre    5.00     9/22/2014     EUR      19.00
Kaupthing Bank Hf      6.13     10/4/2016     USD      22.00
HSBC Bank PLC          0.50     4/27/2027     NZD      50.61
Societe Generale SA    1.50     2/28/2033     USD      69.25
Lehman Brothers Tre    8.25     3/16/2035     EUR      19.00
Allied Irish Banks     0.73    10/24/2035     EUR      23.13
Atari SA               7.50     2/17/2020     EUR       0.28
Rosselkhozbank OJSC    8.10    11/10/2023     RUB      58.03
Svensk Exportkredit    0.50     1/31/2022     ZAR      54.40
Hema Bondco II BV      8.50    12/15/2019     EUR      33.83
Kaupthing Bank Hf      7.50      2/1/2045     USD       0.00
DeltaCredit Bank      12.10     7/28/2025     RUB      60.55
Rosselkhozbank OJSC   13.10     7/14/2025     RUB      60.01
Locko-Bank ZAO        14.00     7/17/2018     RUB      60.67
Burovoya Kompaniya     8.40     6/20/2018     RUB      58.19
Petromena ASA         10.85    11/19/2014     USD       1.04
Heta Asset Resoluti    0.54    11/29/2032     EUR      16.88
La Veggia Finance S    7.13    11/14/2004     EUR       0.00
Assystem               4.00      1/1/2017     EUR      22.30
Kommunekredit          0.50    10/22/2019     BRL      63.11
Heta Asset Resoluti    7.50     5/27/2024     ATS      16.88
KA Finanz AG           4.90     6/23/2031     EUR      68.00
Rosselkhozbank OJSC   12.40     6/29/2021     RUB      60.45
Alpha Credit Group     6.00     4/11/2018     EUR      50.63
Banco Espirito Sant    1.54     5/27/2018     EUR       5.63
UniCredit Bank AO      8.10    11/20/2018     RUB      58.00
Heta Asset Resoluti    4.63      3/4/2018     EUR      62.63
Heta Asset Resoluti    5.27      4/7/2028     EUR      17.00
Rosneft OAO           11.90    11/28/2024     RUB      60.31
Polyus Gold OJSC      12.10      7/3/2025     RUB      61.04
Kommunekredit          0.50    12/14/2020     ZAR      62.96
GFI Informatique SA    5.25      1/1/2017     EUR       6.26
Rosbank PJSC           8.80     1/30/2016     RUB      60.01
Cooperatieve Centra    0.50    10/30/2043     MXN      16.48
Region of Abruzzo I    0.28     11/7/2031     EUR      71.55
Espirito Santo Fina    5.05    11/15/2025     EUR       1.30
Agentstvo po Ipotec    8.80     2/15/2020     RUB      57.01
Bank MIA OAO          13.75      6/6/2017     RUB      61.03
Heta Asset Resoluti    0.31     9/26/2043     EUR      63.38
Vneshprombank Ltd     15.00     3/23/2020     RUB      60.01
UniCredit Bank AG      5.15     9/25/2015     EUR      60.73
Ideal Standard Inte   11.75      5/1/2018     EUR      24.13
Public Power Corp F    5.50      5/1/2019     EUR      72.71
Lehman Brothers Tre    5.25     5/26/2026     EUR       4.76
SNS Bank NV            2.73                   EUR       0.90
LBI HF                 6.10     8/25/2011     USD      11.25
Region of Piemont I    0.21    11/27/2036     EUR      61.21
Virgolino de Olivei   11.75      2/9/2022     USD       1.06
Cooperatieve Centra    0.50     1/31/2033     MXN      29.30
Schneekoppe GmbH &     6.45     9/20/2015     EUR       6.00
Lehman Brothers Tre    6.30    12/21/2018     USD       4.76
Heta Asset Resoluti    1.63     6/30/2019     CHF      63.13
Alpha Credit Group     2.00    11/28/2032     EUR      50.63
Banco Comercial Por    5.00                   EUR      63.00
Vnesheconombank       11.80     7/10/2018     RUB      60.01
Glitnir HF             6.38     9/25/2012     USD      27.13
Otkritie Holding OA   14.00      5/3/2018     RUB      60.16
SMP Bank OAO          12.00     5/23/2017     RUB      60.14
Novolipetsk Steel O   10.00      9/5/2022     RUB      60.01
Lehman Brothers Tre    3.03     1/31/2015     EUR       4.76
Lehman Brothers Tre   11.00    12/20/2017     AUD       4.76
Rosneft OAO           14.90     12/3/2020     RUB      60.66
Breeze Finance SA     11.75     4/19/2027     EUR       3.00
Heta Asset Resoluti    0.20      4/9/2043     EUR      60.00
Governo Portugues C    2.75                   EUR      60.00
Atari SA               0.50     9/30/2015     EUR       1.32
Lehman Brothers Tre    4.00    10/24/2012     EUR       4.76
Lehman Brothers Tre    4.50      5/2/2017     EUR       4.76
Hellenic Bank PCL     11.00                   EUR      48.63
Banco Pastor SA        2.39                   EUR      60.13
Moscow United Elect   13.20     4/23/2025     RUB      61.78
Raiffeisen Bank Int    4.50     9/28/2035     EUR      61.00
Lehman Brothers Tre    8.25     12/3/2015     EUR      19.00
Lehman Brothers Tre    4.00     12/2/2012     EUR       4.76
Financing of Infras    8.38     11/3/2017     USD      54.25
Svensk Exportkredit    0.50     4/24/2029     AUD      57.37
Orient Express Bank   13.60      8/9/2018     RUB      46.00
Immigon Portfolioab    5.27      2/8/2027     EUR      62.75
Lehman Brothers Tre    5.00     2/16/2015     EUR      19.00
HSBC Bank PLC          0.50      4/3/2023     AUD      73.62
Lehman Brothers Tre    1.00      5/9/2012     EUR       4.76
Lehman Brothers Tre    6.00    10/30/2012     EUR       4.76
Volkswagen Bank Rus    9.35     6/29/2019     RUB      60.01
Credit Suisse AG/Gu    0.56                   USD      62.92
Transcapitalbank JS   13.00      6/6/2018     RUB      60.00
Bank Otkritie Finan   18.00    12/25/2019     RUB      60.02
Locko-Bank ZAO        17.00      4/2/2020     RUB      61.01
URALSIB Leasing Co    10.50    12/18/2015     RUB      70.01
Rosneft OAO           11.90    11/28/2024     RUB      60.21
ffk environment Gmb    7.25      6/1/2016     EUR       2.62
DekaBank Deutsche G    8.50    10/27/2016     EUR      61.02
Heta Asset Resoluti    0.30     3/12/2043     EUR      59.25
Allied Irish Banks     5.25     3/10/2035     GBP      26.50
Montepio Holding SG    5.00                   EUR      50.00
VEB-Leasing OAO       13.09     6/23/2020     RUB      60.66
SV Patrimonia          4.00     4/19/2016     EUR      51.00
Mriya Agro Holding    10.95     3/30/2016     USD      16.63
SU-155 KAPITAL OOO    13.25     2/23/2016     RUB      22.50
SU-155 KAPITAL OOO    13.25     2/23/2016     RUB      22.10
Credit Agricole Cor    0.50      3/6/2023     RUB      43.21
Otkritie Holding OA   12.50      8/2/2018     RUB      60.12
KPNQwest NV            8.88      2/1/2008     EUR       0.50
Codere Finance Luxe    8.25     6/15/2015     EUR      71.25
Codere Finance Luxe    8.25     6/15/2015     EUR      71.50
Kaupthing Bank Hf      9.75     9/10/2015     USD      22.00
Public Power Corp F    4.75      5/1/2017     EUR      79.62
LBI HF                 3.00     12/7/2010     CHF       8.50
Alpha Credit Group     2.00     4/27/2024     EUR      50.63
Immigon Portfolioab    6.00     3/30/2017     EUR       1.00
Sviaz Bank OAO        12.25     12/9/2021     RUB      60.31
Privatbank CJSC Via   10.88     2/28/2018     USD      66.25
Societe Generale SA    1.50    12/30/2032     USD      66.20
Credit Europe Bank    11.40     6/26/2017     RUB      60.01
Heta Asset Resoluti    0.09     1/24/2017     EUR      63.25
Freshwater Finance     6.18     4/20/2035     GBP      67.88
Novolipetsk Steel O   11.50     6/26/2025     RUB      60.01
SAG Solarstrom AG      7.50     7/10/2017     EUR      45.00
UniCredit Bank AO      8.60     2/11/2016     RUB      59.13
Immigon Portfolioab    3.50     1/14/2019     EUR      69.13
Nutritek Internatio    8.75    12/11/2008     USD       2.00
Russlavbank AKB ZAO   12.25     7/30/2018     RUB      60.00
Main Road OJSC         8.40    10/30/2028     RUB      72.00
A-TEC Industries AG    2.75     5/10/2014     EUR       2.00
DeltaCredit Bank       8.65      7/4/2018     RUB      58.29
Rosselkhozbank OJSC    7.90     9/18/2023     RUB      70.00
Rusfinans Bank OOO    11.40     10/2/2019     RUB      60.01
Sovcombank ICB JSC    13.50      2/7/2019     RUB      60.01
Kommunalbanken AS      0.50      3/2/2018     BRL      75.18
Russian Railways JS   11.65      5/3/2030     RUB      60.01
Russian Railways JS   17.90     9/20/2039     RUB      60.01
UniCredit Bank Aust    0.33     1/25/2031     EUR      69.38
Glitnir HF             6.33     7/28/2011     USD      27.13
Santander Finance C    2.00                   USD      22.75
Lehman Brothers Tre    1.46     2/19/2012     JPY      19.00
Marine Subsea AS       9.00    12/16/2019     USD       0.50
Spoldzielczy Bank R    4.99      7/8/2021     PLN      75.00
Landesbank Hessen-T    4.15     8/27/2015     EUR      72.00
Russian Post FGUP      8.70    10/18/2019     RUB      60.00
NOS SGPS SA            2.56     11/9/2019     EUR     107.25
SAir Group             6.25     4/12/2005     CHF      10.88
hkw personalkonzept    8.25    11/15/2016     EUR       2.05
WGF Westfaelische G    6.35     12/1/2016     EUR       7.00
Rosselkhozbank OJSC   12.40      7/1/2021     RUB      61.02
Kamaz OJSC            13.50     6/12/2020     RUB      60.04
Financing of Infras    9.00     12/7/2017     USD      54.21
Emova Group            4.30      5/2/2022     EUR       5.85
Magnit PJSC            8.40     3/29/2016     RUB      58.59
wige MEDIA AG          6.00     3/17/2019     EUR       1.90
Landes-Hypothekenba    0.37     3/20/2043     EUR      61.42
Sairgroup Finance B    6.63     10/6/2010     EUR      17.75
Glitnir HF             4.75    10/15/2010     USD      27.13
Rosneft OAO           14.90     12/3/2020     RUB      61.61
Mechel                 8.00      2/9/2021     RUB      57.00
Santander Finance C    2.00                   EUR      37.50
Phones4u Finance PL    9.50      4/1/2018     GBP      36.38
Rosselkhozbank OJSC   12.50     6/23/2017     RUB      60.20
Rostelecom PJSC        8.55     11/2/2017     RUB      60.00
Lehman Brothers Tre    7.50      5/2/2017     EUR       4.76
Exane Finance          2.70     9/26/2016     USD      70.14
Heta Asset Resoluti    3.42     11/7/2016     EUR      62.38
OL Groupe SA           7.00    12/28/2015     EUR       7.28
Raiffeisenlandesban    4.40     4/17/2024     EUR      73.88
HSBC Bank PLC          0.50    12/29/2022     AUD      74.64
UTair-Finans OOO      13.00    11/13/2015     RUB      30.01
Deutsche Bank AG/Lo   11.50     8/31/2015     USD #N/A N/A
WPE International C   10.38     9/30/2020     USD       9.25
Lehman Brothers Tre    8.00     2/16/2016     EUR       4.76
Heta Asset Resoluti    0.13     2/17/2017     EUR      61.63
Lehman Brothers Tre    6.65     8/24/2011     AUD      19.00
Lehman Brothers Tre    8.00    10/17/2014     EUR       4.76
BNP Paribas SA         6.64     4/26/2021     RUB      77.18
Alpha Credit Group     1.50    12/18/2028     EUR      50.63
Czerwona Torebka SA    6.66     4/15/2016     PLN      73.00
Bank Nederlandse Ge    0.50     6/22/2021     ZAR      59.47
Russian Railways JS   16.80     5/29/2035     RUB      60.01
Rusfinans Bank OOO    10.88     8/22/2019     RUB      60.01
Nordea Bank Finland    2.14    10/20/2019     SEK      70.56
HSBC Bank PLC          0.50     9/28/2018     IDR      70.75
Immigon Portfolioab    4.81     7/29/2025     EUR      61.00
Lehman Brothers Tre    6.00     3/14/2011     EUR      19.00
Magnit PJSC           12.10     5/11/2018     RUB      60.66
Immigon Portfolioab    1.31      2/8/2019     EUR      62.50
Rosneft OAO           11.90    11/28/2024     RUB      60.16
GlobexBank AO         12.25    12/25/2016     RUB      60.02
ING Bank NV            3.00      4/8/2019     CHF      74.34
Volkswagen Bank Rus   11.30    10/20/2019     RUB      60.01
Raiffeisenbank ZAO    10.50     9/22/2017     RUB      60.12
Lehman Brothers Tre    4.00     2/16/2017     EUR      16.25
KA Finanz AG           4.44    12/20/2030     EUR      61.13
Rosneft OAO           11.90    11/28/2024     RUB      60.26
Deutsche Bank AG       2.50     6/28/2033     USD      71.58
ECM Real Estate Inv    5.00     10/9/2011     EUR      10.38
Lehman Brothers Tre    5.00      5/2/2022     EUR       4.76
Raiffeisenbank ZAO    11.35     6/11/2018     RUB      60.01
UniCredit Bank AG      5.00     1/20/2020     USD      73.87
Vontobel Financial     5.84      9/9/2016     EUR      30.44
Heta Asset Resoluti    0.05     5/31/2016     EUR      63.38
KPNQwest NV            8.13      6/1/2009     USD       0.50
Investkredit Bank A    7.00     7/24/2022     EUR      63.69
Anglian Water Servi    1.09     1/26/2057     GBP      70.63
Bank Nederlandse Ge    0.50     5/12/2021     ZAR      61.73
Rusfinans Bank OOO     8.15     9/15/2015     RUB      60.00
Kaupthing Bank Hf      7.63     2/28/2015     USD      22.00
Bashneft PAO          12.00     5/19/2025     RUB      60.01
Russian Railways JS   12.40     2/28/2040     RUB      60.01
Raiffeisen-Holding     5.08                   EUR      72.63
Credit Europe Bank    11.25      9/5/2016     RUB      60.01
Russian Bank for Sm   10.00     8/11/2022     RUB      60.01
Svensk Exportkredit    0.50     6/20/2029     AUD      65.47
Sidetur Finance BV    10.00     4/20/2016     USD      10.63
Heta Asset Resoluti    0.76     5/31/2016     EUR      62.88
SAir Group             2.13     11/4/2004     CHF      10.88
Salvator Grundbesit    9.50    12/31/2021     EUR      11.50
HSBC Bank PLC          0.50     12/2/2022     AUD      75.03
RusHydro PJSC         11.85      7/4/2018     RUB      60.01
UBS AG/London          9.25    12/10/2015     CHF      65.70
Deutsche Bank AG/Lo    0.50      3/9/2018     BRL #N/A N/A
VEB-Leasing OAO        8.25     11/6/2018     RUB      57.01
Immigon Portfolioab    5.45      8/2/2019     EUR      72.70
Heta Asset Resoluti    4.54     9/22/2017     EUR      63.38
RusHydro PJSC         11.85      7/4/2018     RUB      60.01
Magnit PJSC            8.40     3/29/2016     RUB      58.58
Bank Nederlandse Ge    0.50     9/20/2022     MXN      68.87
Rena Lange Holding     8.00    12/12/2017     EUR       0.75
Rosselkhozbank OJSC   10.90    10/11/2022     RUB      60.01
Ecureuil Vie Develo    0.94                   EUR      20.50
Konservenfabrik Zac    8.00      4/1/2016     EUR       0.00
EDOB Abwicklungs AG    7.50      4/1/2012     EUR       0.00
Wlodarzewska SA        9.22     5/15/2016     PLN       1.00
Barclays Bank PLC      0.50     3/19/2021     MXN      72.15
Bank Nederlandse Ge    0.50     8/15/2022     ZAR      53.56
Bank Otkritie Finan    9.25     8/23/2015     RUB      60.06
JP Morgan Structure   12.00    11/24/2021     ZMW #N/A N/A
Otkritie Holding OA   13.00    10/12/2017     RUB      60.12
Credit Suisse/New Y   12.50     9/21/2020     USD      60.59
Kaupthing Bank Hf      7.13     5/19/2016     USD       0.00
Province of Milan I    0.30    12/22/2033     EUR      68.62
Comune di Verona       0.18     12/1/2026     EUR      62.58
CARPEVIGO AG           8.25     6/30/2016     EUR      29.50
LBBW                   4.50     6/24/2016     EUR      55.65
DekaBank Deutsche G    5.55    11/20/2015     EUR      66.50
Avangard-Agro OOO     12.00    10/10/2017     RUB      60.01
City of Kiev Ukrain    8.00     11/6/2015     USD      53.00
Dolomite Capital Lt   12.03    12/20/2019     ZAR      56.42
Hamburgische Landes    0.36     1/22/2041     EUR      60.73
Santander Finance C    2.00                   USD      22.75
Vnesheconombank        8.50     9/21/2021     RUB      60.01
Svensk Exportkredit    0.50     8/25/2021     ZAR      59.11
Rosneft OAO           11.90    11/28/2024     RUB      60.16
Immigon Portfolioab    0.97     5/20/2025     EUR      21.00
Barclays Bank PLC      0.50     3/26/2021     MXN      72.06
Cooperatieve Centra    0.50    12/29/2027     MXN      44.53
Magnit PJSC           12.10     5/11/2018     RUB      60.66
Rosselkhozbank OJSC   17.00    12/13/2024     RUB      62.02
Kommunekredit          0.50     7/30/2027     TRY      24.42
Lehman Brothers Tre    8.50      7/5/2016     EUR      19.00
Atari SA               0.10      4/1/2020     EUR       2.21
Solarwatt GmbH         7.00     11/1/2015     EUR      14.50
Banque Cantonale Va    6.00     5/26/2016     CHF      61.21
Lehman Brothers Tre    6.00     3/18/2015     USD      19.00
UTair-Finans OOO      13.00    11/13/2015     RUB      31.52
Sviaz Bank OAO        11.40     4/13/2022     RUB      60.01
Rusfinans Bank OOO    13.90     4/24/2018     RUB      63.01
LBBW                   5.00     3/29/2016     EUR      60.39
Baltic Financial Ag   12.75     9/27/2016     RUB      63.04
Russian Bank for Sm    8.25    11/26/2016     RUB      58.01
Lehman Brothers Tre    7.00    11/26/2013     EUR      19.00
UniCredit Bank Aust    0.37     1/24/2031     EUR      60.50
Santander Finance C    2.00                   EUR      35.25
Glitnir HF             5.24    12/22/2010     USD      27.13
Deutsche Bank AG/Lo    0.50     10/5/2021     IDR      46.78
Bank Julius Baer &     9.00     10/8/2015     CHF      35.20
Atari SA               0.50     9/30/2015     EUR       1.91
Vnesheconombank        2.00     6/18/2021     RUB      58.42
Bank J Safra Sarasi   11.02    12/30/2015     EUR      60.54
Municipality Financ    0.50     5/31/2022     ZAR      51.91
DeltaCredit Bank      11.10     10/1/2024     RUB      60.01
Agentstvo po Ipotec   12.50     4/18/2018     RUB      61.33
Rosneft OAO           11.90    11/28/2024     RUB      60.16
ECA                    2.50      1/1/2018     EUR      11.98
SAir Group             5.13      3/1/2003     CHF      11.00
UBS AG/London          9.00     9/21/2015     EUR      45.40
Powszechne Towarzys    6.66     11/8/2015     PLN       2.12
DekaBank Deutsche G    7.15    10/27/2017     EUR      67.82
Banque Cantonale Va   17.75    11/17/2015     CHF      41.56
Rosneft OAO            8.90      2/6/2024     RUB      55.01
Svensk Exportkredit    0.50     3/28/2029     AUD      66.83
Zapsibcombank OAO     15.50      9/4/2017     RUB      60.01
Barclays Bank PLC      2.50     5/24/2017     USD      10.43
Rosselkhozbank OJSC   12.50    11/27/2018     RUB      60.02
Immigon Portfolioab    0.88     2/11/2019     EUR      59.00
Severo-Zapadnaya Ko   11.50     9/26/2031     RUB      58.00
ING Bank NV            5.05     10/7/2024     EUR      54.33
Province of Brescia    0.35     6/30/2036     EUR      63.04
RSL Communications     9.13      3/1/2008     USD       1.25
Heta Asset Resoluti    4.07     3/21/2017     EUR      63.38
Municipiul Timisoar    1.18     5/12/2026     RON      73.00
Vnesheconombank        9.75     8/16/2029     RUB      60.01
Deutsche Bank AG       6.95    12/22/2015     EUR      73.42
Metalenergmontazh O   15.00      5/7/2020     RUB      60.01
UniCredit Bank Aust    0.47    10/31/2031     EUR      66.88
Lehman Brothers Tre    4.00     4/13/2011     CHF       4.76
Ingra DD               6.13     12/6/2016     HRK      12.99
Banque Cantonale Va    8.20      3/3/2016     EUR      72.97
Rosneft OAO           11.90    11/28/2024     RUB      60.16
Northland Resources   15.00     7/15/2019     USD       1.07
Russian Bank for Sm   10.00     8/19/2016     RUB      52.52
HSBC Bank PLC          0.50    10/30/2026     NZD      52.57
BNP Paribas SA         0.50     1/31/2018     RUB      74.69
Bank Julius Baer &     9.75    11/13/2015     USD      72.35
Agrokompleks OOO      12.50    12/10/2015     RUB      60.10
Raiffeisenlandesban    5.00      7/1/2026     EUR      69.75
A-TEC Industries AG    5.75     11/2/2010     EUR       2.00
Heta Asset Resoluti    3.90     1/24/2017     EUR      62.50
Skue Sparebank         2.45                   NOK      71.06
Heta Asset Resoluti    5.03     1/26/2017     EUR      15.38
HSBC Bank PLC          0.50      2/2/2023     AUD      74.33
Kommunalbanken AS      0.50     8/15/2018     BRL      72.47
Immigon Portfolioab    1.75      9/9/2020     EUR      48.25
Bulgaria Steel Fina   12.00      5/4/2013     EUR       1.00
Strommen Sparebank     2.52                   NOK      44.40
Leonteq Securities     8.08     7/25/2016     EUR      70.16
Svensk Exportkredit    0.50     4/25/2019     BRL      64.16
Notenstein Finance     1.00     9/17/2019     CHF      70.25
Phosphorus Holdco P   10.00      4/1/2019     GBP       0.96
Heta Asset Resoluti    0.10     7/18/2017     EUR      63.38
Eksportfinans ASA      0.25     7/14/2033     CAD      14.25
Heta Asset Resoluti    5.04     2/15/2023     EUR      63.38
Immigon Portfolioab    3.50     3/20/2018     EUR      73.63
UBS AG                14.75    12/29/2015     EUR      54.44
BLT Finance BV         7.50     5/15/2014     USD       5.00
Barclays Bank PLC      0.50     3/13/2023     RUB      43.05
DekaBank Deutsche G    0.12     6/23/2034     EUR      70.41
Credit Suisse AG/Lo   10.00    10/20/2015     USD      73.82
UBS AG/London          7.50    10/15/2015     CHF      43.75
Heta Asset Resoluti    0.04     5/31/2016     EUR      63.38
Credit Europe Bank    15.00     3/22/2018     RUB      60.02
COFIDUR SA             0.10    12/31/2024     EUR      15.00
SAir Group             0.13      7/7/2005     CHF      11.00
Heta Asset Resoluti    0.25     4/22/2018     EUR      63.38
Lehman Brothers Tre    4.00     2/28/2010     EUR       4.76
Lehman Brothers Tre    5.00     5/12/2011     CHF       4.76
MT-Energie GmbH & C    8.25      4/4/2017     EUR      11.13
EFG International F    7.20     2/25/2019     EUR      66.42
Rosneft OAO           11.90     1/18/2021     RUB      60.01
Rosneft OAO           11.90     1/18/2021     RUB      60.01
HSBC Bank PLC          0.50     5/31/2019     IDR      66.19
International Finan   15.50     4/26/2016     RUB      60.11
Exane Finance          1.75     4/28/2016     EUR      29.96
LBBW                   6.50     8/28/2015     EUR      51.38
Heta Asset Resoluti    3.72     3/15/2017     EUR      63.38
Hypo Tirol Bank AG     0.14     3/28/2043     EUR      51.54
SAir Group             4.25      2/2/2007     CHF      10.88
KPNQwest NV            8.88      2/1/2008     EUR       0.50
Heta Asset Resoluti    6.94     6/10/2017     EUR      63.13
Heta Asset Resoluti    0.75     9/20/2017     EUR      16.88
Bashneft PAO          12.10      6/3/2025     RUB      60.01
Rosselkhozbank OJSC   11.10     9/27/2024     RUB      60.03
Rosneft OAO           11.90     1/18/2021     RUB      60.01
PCZ SA                10.00     4/15/2016     PLN       2.10
Municipality Financ    0.50      5/8/2029     AUD      56.43
Russian Railways JS   16.80     5/20/2044     RUB      60.01
Vontobel Financial     5.30     7/22/2016     EUR      71.61
Bank Nederlandse Ge    0.50      6/7/2022     ZAR      52.44
Notenstein Privatba    3.00     9/22/2020     CHF      74.46
Societe Generale SA    9.25     1/10/2019     RUB      73.99
RZD Rasvytie vokzal   12.50    10/21/2016     RUB      30.00
Rosselkhozbank OJSC   10.90    10/13/2022     RUB      60.12
Przedsiebiorstwo Pr    9.01     3/31/2016     PLN      72.80
Russian Bor Chemica   10.00    12/20/2018     RUB       0.01
Russian Railways JS   17.70     9/19/2033     RUB      60.01
Immigon Portfolioab    4.25      9/7/2020     EUR      70.35
Russian Highways      12.40     4/22/2042     RUB      11.72
Russian Railways JS   12.40     2/28/2040     RUB      60.01
Lehman Brothers Tre    4.35      8/8/2016     SGD      19.00
Lehman Brothers Tre    3.86     9/21/2011     SGD      16.25
Hellas Telecommunic    8.50    10/15/2013     EUR       0.00
Immigon Portfolioab    1.80     5/24/2018     EUR      71.00
Spoldzielczy Bank R    4.91     3/29/2023     PLN      71.00
Raiffeisen-Holding     5.10                   EUR      62.50
Svensk Exportkredit    0.50     3/15/2022     ZAR      53.30
Immigon Portfolioab    5.26      2/5/2025     EUR      36.38
Interregional Distr   12.42     5/23/2025     RUB      60.01
Russian Railways JS   16.60     4/29/2043     RUB      60.01
Agentstvo po Ipotec   11.27     11/1/2032     RUB      60.01
Heta Asset Resoluti    0.25     3/29/2017     EUR      62.75
EFG International F   12.86    10/30/2017     EUR      47.69
Lehman Brothers Tre    8.28     3/26/2009     USD       4.76
Leonteq Securities     4.50      4/4/2016     EUR      31.28
Deutsche Bank AG       6.20    10/21/2015     EUR      61.11
Moskovskij Industri   15.50    11/24/2020     RUB      61.01
Leonteq Securities    10.04     3/16/2016     EUR      74.33
Heta Asset Resoluti    0.25     3/29/2017     EUR      63.38
Raiffeisen Versiche    5.08                   EUR      44.63
Mechel                 8.00      2/9/2021     RUB      70.00
Russian Railways JS   16.00     8/18/2033     RUB      60.01
Credit Suisse AG/Na   14.00     5/12/2016     USD      72.21
Leonteq Securities    29.61    10/26/2017     EUR      31.80
Republika Srpska       1.50     9/25/2026     BAM      70.64
Republic of Bashkor    7.75     9/18/2020     RUB      56.01
Northland Resources   12.25     3/26/2016     USD       1.07
Kommunekredit          0.50     5/11/2029     CAD      71.67
Heta Asset Resoluti    0.22     2/10/2018     EUR      63.38
Gold-Zack AG           7.00    12/14/2005     EUR      12.10
RSL Communications    10.13      3/1/2008     USD       1.25
Heta Asset Resoluti    0.23     5/10/2017     EUR      63.38
Lehman Brothers Tre    8.88     1/28/2011     HKD      19.00
Svensk Exportkredit    0.50     2/22/2022     ZAR      53.40
VEB-Leasing OAO       11.50    10/20/2021     RUB      59.60
Rosneft OAO           11.90     1/18/2021     RUB      60.01
LBI HF                 7.43                   USD       0.00
Lehman Brothers Tre    0.80    12/30/2016     EUR       4.76
Lehman Brothers Tre   14.90     9/15/2008     EUR       4.76
Lehman Brothers Tre    5.00     8/16/2017     EUR      19.00
Lehman Brothers Tre    1.75      2/7/2010     EUR       4.76
Russian Bank for Sm   14.00     3/17/2022     RUB      62.01
Windreich GmbH         6.75      3/1/2015     EUR      10.88
Deutsche Bank AG       4.50     9/22/2015     EUR      74.69
Societe Generale SA    5.65     10/5/2015     EUR      71.26
Transbaltstroi OOO    13.00    11/26/2020     RUB      60.00
RESO-Garantia Insur    9.20     3/24/2023     RUB      59.01
UBS AG                14.75    12/29/2015     EUR      63.22
Nordea Bank Finland    2.04     4/20/2019     SEK      74.10
JP Morgan Structure   14.00    11/23/2029     ZMW #N/A N/A
iMoneyBank KB OOO     13.00    10/27/2016     RUB      65.00
Immigon Portfolioab    3.09    10/15/2020     EUR      51.88
IT Holding Finance     9.88    11/15/2012     EUR       0.23
Lehman Brothers Tre    5.10     6/22/2046     EUR       4.76
Landeskreditbank Ba    0.50     5/10/2027     CAD      77.16
Muehl Product & Ser    6.75     3/10/2005     DEM       1.73
Immigon Portfolioab    4.90     8/18/2025     EUR      61.30
Heta Asset Resoluti    4.40     6/20/2017     EUR      63.38
Rinol AG               5.50    10/15/2006     DEM       0.00
Heta Asset Resoluti    0.13      2/9/2017     EUR      63.38
Deutsche Bank AG       6.20    11/25/2015     EUR      61.68
Caisse Centrale du     7.00     9/10/2015     EUR      15.39
VEB-Leasing OAO        8.60      4/2/2021     RUB      59.01
UBS AG/London         12.00     5/23/2016     CHF      57.08
Enemona AD-Kozloduy   10.00     4/28/2017     BGN       0.20
Municipality Financ    0.50    11/21/2018     TRY      69.74
Immigon Portfolioab    1.52     2/19/2018     EUR      73.25
Kristensen Germany     7.00    12/31/2015     DKK       2.50
SG Option Europe SA    7.00      5/5/2017     EUR      74.44
Rosneft OAO           11.90     1/18/2021     RUB      60.01
Agentstvo po Ipotec   17.80      2/1/2034     RUB      60.01
Espirito Santo Fina    5.63     7/28/2017     EUR       2.00
Societe Generale SA    0.50     5/30/2023     MXN      63.43
Lehman Brothers Tre    5.55     3/12/2015     EUR       4.76
DZ Bank AG Deutsche    6.50    10/23/2015     EUR      68.46
DZ Bank AG Deutsche    6.00    10/23/2015     EUR      65.30
Societe Generale SA   15.16      9/2/2015     USD      60.01
Societe Generale SA    5.68     9/28/2015     EUR      70.40
Takko Luxembourg 2     6.98     4/15/2019     EUR      43.67
Credit Suisse AG/Lo    7.25    11/16/2015     USD      59.74
UBS AG/London          7.50    11/19/2015     CHF      48.16
Republika Srpska       9.00     9/26/2027     BAM      68.02
Svensk Exportkredit    0.50     8/28/2018     BRL      69.56
Region of Stavropol    8.09     11/4/2020     RUB      57.01
Russian Railways JS   15.60    10/11/2038     RUB      60.01
Kommunekredit          0.50     2/20/2020     BRL      59.98
Heta Asset Resoluti    0.13     8/11/2017     EUR      63.38
Eksportfinans ASA      0.50      5/9/2030     CAD      21.50
Heta Asset Resoluti    4.70      4/2/2018     EUR      61.75
Investkredit Bank A    0.52     3/14/2020     EUR      70.41
RSL Communications     9.88    11/15/2009     USD       1.25
KPNQwest NV            8.88      2/1/2008     EUR       0.50
Absolut Bank OAO      11.50     4/29/2020     RUB      60.02
Oberoesterreichisch    0.30     4/25/2042     EUR      49.00
DOMO OJSC             15.00     5/11/2016     RUB      60.00
Vontobel Financial     5.40      3/3/2017     EUR      72.31
Bashneft PAO          12.00      5/9/2025     RUB      60.01
Cooperatieve Centra    0.50     8/21/2028     MXN      42.20
Russian Railways JS   16.80      6/8/2028     RUB      60.01
Lehman Brothers Tre   10.00      1/3/2012     BRL       4.76
Lehman Brothers Tre   15.00     3/30/2011     EUR       4.76
Raiffeisen Centroba    7.00     8/22/2016     EUR      50.83
Bank Nederlandse Ge    0.50     9/20/2022     ZAR      52.95
Barclays Bank PLC      0.50     4/24/2023     MXN      61.27
Municipality Financ    0.50     7/30/2029     AUD      67.60
Russian Railways JS   17.40    11/29/2028     RUB      60.01
HSBC Bank PLC          0.50     7/30/2027     NZD      49.58
Agrokompleks OOO      15.00     7/29/2019     RUB      61.00
Araratbank OJSC        8.50     6/14/2016     USD      25.77
Kommunalbanken AS      0.50     11/8/2018     BRL      70.29
Vontobel Financial     4.00     9/11/2015     EUR      67.83
Leonteq Securities    12.60      1/6/2016     USD      55.79
Municipality Financ    0.50      2/7/2018     BRL      75.17
Moscow United Elect   11.00     9/12/2024     RUB      60.01
Rosneft OAO            7.95    12/11/2023     RUB      60.01
Lehman Brothers Tre    7.00      6/6/2017     EUR       4.76
First Collection Bu   17.00     4/19/2018     RUB      60.20
RSL Communications    12.00     11/1/2008     USD       1.25
HSBC Bank PLC          0.50     2/24/2027     NZD      51.30
Fonciere Volta SA      4.50     7/30/2020     EUR       2.28
Oravita City Counci    2.63     6/15/2027     RON      72.00
City of Hunedoara R    2.43     8/15/2026     RON      70.00
Lehman Brothers Tre    5.50     6/22/2010     USD      16.25
Leonteq Securities     8.64     8/25/2015     CHF       8.42
DZ Bank AG Deutsche    8.50     3/29/2016     EUR      69.28
Pharmacy Chain 36.6   16.00     5/23/2018     RUB      60.16
Svensk Exportkredit    0.50     8/28/2020     TRY      56.66
Lehman Brothers Tre    4.05     9/16/2008     EUR       4.76
AKB Derzhava OJSC      9.75     7/10/2023     RUB      60.25
SAir Group             6.25    10/27/2002     CHF      11.50
Driver & Bengsch AG    8.50    12/31/2027     EUR       0.01
Lehman Brothers Tre   13.00     7/25/2012     EUR       4.76
Lehman Brothers Tre   23.30     9/16/2008     USD       4.76
DZ Bank AG Deutsche    5.90    10/23/2015     EUR      42.84
HSBC Bank PLC          0.50    12/29/2026     AUD      69.87
Vneshprombank Ltd     13.00    12/13/2017     RUB      59.11
Bank ZENIT PJSC        8.50     6/14/2024     RUB      60.01
JP Morgan Structure   12.20     9/30/2015     USD      53.41
World of Building T    7.70     6/25/2019     RUB       4.12
Barclays Bank PLC      0.50     1/28/2033     MXN      31.36
DZ Bank AG Deutsche    7.75     9/11/2015     EUR      59.84
Vontobel Financial    10.00     9/25/2015     EUR      68.43
Metallurgical Comme   15.00      9/8/2016     RUB      60.01
Deutsche Bank AG       5.80     9/23/2015     EUR      55.93
Rosneft OAO            8.90      2/6/2024     RUB      56.56
Barclays Bank PLC      3.50      2/5/2016     EUR      66.62
Credit Suisse AG/Lo    1.64      6/1/2042     USD      52.55
Razgulyai-Finans OO   11.30    10/17/2018     RUB      60.03
Razgulyai-Finans OO   11.30     10/3/2018     RUB      57.02
Zapsibcombank OAO     14.85    12/12/2019     RUB      60.00
UWC Finance           16.00     9/10/2019     RUB      60.01
Leonteq Securities    13.00      9/2/2015     CHF      47.92
Vontobel Financial     5.60    12/29/2015     EUR      50.90
Heta Asset Resoluti    0.08      8/1/2017     EUR      62.88
Lehman Brothers Tre    4.90     7/28/2020     EUR       4.76
EFG International F    9.10     3/23/2016     USD      53.31
Credit Europe Bank    15.00      4/6/2018     RUB      60.07
UBS AG/London          6.50     6/10/2016     USD      74.70
Deutsche Bank AG       6.20     3/23/2016     EUR      63.61
Lehman Brothers Tre    0.50    12/20/2017     AUD       4.76
Immigon Portfolioab    5.05      8/5/2030     EUR      24.25
Goldman Sachs & Co    24.00     9/23/2015     EUR      74.52
HSBC Bank PLC          0.50     1/29/2027     NZD      51.57
Immigon Portfolioab    5.20      4/1/2020     EUR      62.63
UTair-Finans OOO       9.50     7/21/2016     RUB      22.50
Leonteq Securities    15.00      3/9/2016     USD      49.75
Vontobel Financial     5.55      9/9/2015     EUR      68.11
Leonteq Securities    14.40     5/26/2016     CHF      69.91
SAir Group             5.50     7/23/2003     CHF      11.00
CaixaBank SA           1.80                   EUR     100.00
Lehman Brothers Tre   13.50      6/2/2009     USD       4.76
Leonteq Securities     8.04     7/25/2016     CHF      70.78
Araratbank OJSC        9.00    10/20/2015     USD      25.34
Windreich GmbH         6.25      3/1/2015     EUR      10.88
BusinessLight OOO     15.00    12/15/2015     RUB      60.03
Societe Generale SA    0.50      4/4/2024     MXN      59.37
Kommunalbanken AS      0.50      2/2/2018     BRL      75.71
Republika Srpska       1.50    12/24/2025     BAM      72.24
Leonteq Securities    15.00     12/8/2015     CHF      69.34
Credit Suisse AG/Na   11.00     12/3/2015     USD      63.54
JP Morgan Structure   13.00    11/25/2024     ZMW #N/A N/A
Kommunekredit          0.50     9/19/2019     BRL      63.78
RESO-Garantia Insur   14.00     9/13/2022     RUB      60.02
Svensk Exportkredit    0.50     6/29/2029     AUD      67.07
KFW                    0.25     10/6/2036     CAD      37.42
Heta Asset Resoluti    0.29     3/10/2018     EUR      63.38
Hypo Tirol Bank AG     0.12      6/1/2033     EUR      75.47
KPNQwest NV            7.13      6/1/2009     EUR       0.50
Heta Asset Resoluti    0.23     5/17/2017     EUR      63.38
Heta Asset Resoluti    5.80     6/17/2017     EUR      63.38
Lehman Brothers Tre    4.05     9/16/2008     EUR       4.76
Leonteq Securities    11.00     7/20/2016     EUR      72.89
Immigon Portfolioab    4.26     3/22/2024     EUR      36.00
SAir Group             2.75     7/30/2004     CHF      10.88
Lehman Brothers Tre    0.50    12/20/2017     AUD       4.76
Lehman Brothers Tre    6.25      9/5/2011     EUR       4.76
Glitnir HF             5.44    12/22/2015     USD      27.13
Dresdner Bank AG       0.65    11/19/2029     EUR      61.88
Lehman Brothers Tre    4.68    12/12/2045     EUR       4.76
Credit Suisse AG/Na    7.00      9/7/2015     CHF      62.65
Barclays Bank PLC      4.17      1/5/2017     EUR      42.32
DekaBank Deutsche G    9.60     7/29/2016     EUR      69.78
Lehman Brothers Tre    2.50     11/9/2011     CHF       4.76
Lehman Brothers Tre    4.00     7/27/2011     EUR       4.76
Kaupthing Bank Hf      5.00      1/4/2027     SKK      22.00
Municipality Financ    0.50    11/25/2020     ZAR      63.47
HSBC Bank PLC          0.50     2/24/2023     AUD      74.33
Deutsche Bank AG       7.20     9/22/2015     EUR      50.00
Leonteq Securities     3.00     9/19/2019     CHF      69.61
Municipality Financ    0.50      8/8/2029     NZD      59.29
SG Option Europe SA    8.00     9/29/2015     USD      72.25
Landesbank Berlin A    5.20     11/5/2015     EUR      56.76
Leonteq Securities     5.70     12/3/2015     USD      48.64
Reserve Trust Co CJ    8.00      7/8/2027     RUB      72.00
Leonteq Securities     8.25     11/6/2015     EUR      54.02
Mobile TeleSystems     5.00     6/29/2021     RUB      65.00
Otkritie Holding OA   13.00    12/20/2017     RUB      65.07
Kvinesdal Sparebank    2.79                   NOK      74.82
Lehman Brothers Tre    4.60      7/6/2016     EUR       4.78
Heta Asset Resoluti    0.03     5/31/2016     EUR      63.38
Heta Asset Resoluti    0.27      4/9/2018     EUR      63.38
Bank Julius Baer &     8.80     3/24/2016     EUR      69.70
Heta Asset Resoluti    0.83     5/28/2017     EUR      61.75
Kaupthing Bank Hf      7.00     7/24/2009     ISK      22.00
Leonteq Securities    11.80      2/6/2017     USD      55.22
Zurcher Kantonalban   10.90      6/3/2016     CHF      72.37
Lehman Brothers Tre    2.50     8/15/2012     CHF       4.76
City of Siret Roman    2.75      3/1/2028     RON      53.10
Agentstvo po Ipotec   10.89     7/15/2024     RUB      60.01
UBS AG                11.50     9/25/2015     EUR      65.95
Leonteq Securities    14.00     5/18/2016     CHF      68.73
Leonteq Securities    13.00     5/18/2016     CHF      71.40
MirLand Development    6.50     9/30/2019     ILS      36.20
MRSK Yuga PJSC        13.50      6/8/2020     RUB      60.01
Interregional Distr   12.42     5/23/2025     RUB      60.01
Polyplast OAO/Mosco   15.90      6/6/2018     RUB      60.03
BNP Paribas SA         6.30     5/28/2021     RUB      75.59
Lehman Brothers Tre    4.60    10/11/2017     ILS      19.00
Immigon Portfolioab    4.80      5/9/2025     EUR      34.13
Lehman Brothers Tre    6.00     5/23/2018     CZK       4.76
Leonteq Securities     8.16     4/14/2016     EUR      67.82
Lehman Brothers Tre    6.25    11/30/2012     EUR       4.76
Immigon Portfolioab    4.78      6/7/2030     EUR      23.25
Lehman Brothers Tre   10.44    11/22/2008     CHF       4.76
Societe Generale SA    0.50      4/3/2023     RUB      42.90
UBS AG                13.83      5/5/2016     USD       7.71
UBS AG/London          9.06    10/23/2015     CHF      47.60
Societe Generale SA    0.50     5/22/2024     MXN      58.74
HSBC Bank PLC          0.50      2/5/2018     RUB      74.53
Immigon Portfolioab    4.21     1/25/2033     EUR      18.63
Raiffeisen Centroba    5.00     4/18/2016     EUR      67.21
Leonteq Securities    12.10    10/22/2015     USD      30.44
HSBC Trinkaus & Bur    6.00     12/6/2016     EUR      53.85
Landesbank Hessen-T    3.20      9/4/2015     EUR      72.00
Immigon Portfolioab    4.20     2/22/2033     EUR      18.63
PCZ SA                11.00    10/31/2015     PLN      20.00
Leonteq Securities    10.94      4/7/2016     USD      60.05
Deutsche Bank AG       5.80    11/25/2015     EUR      56.94
EFG International F    4.90     8/24/2015     EUR      54.77
UniCredit Bank AG      4.00     9/24/2015     EUR      38.00
UniCredit Bank AG      6.00    11/19/2015     EUR      62.17
Leonteq Securities     8.04     4/21/2016     USD      68.62
Leonteq Securities    10.75    10/21/2015     USD      52.73
Svensk Exportkredit    0.50     6/26/2019     TRY      64.77
HSBC Trinkaus & Bur    3.35      9/4/2015     EUR      60.84
Heta Asset Resoluti    0.03     1/24/2017     EUR      63.38
Vontobel Financial     7.65     3/29/2016     EUR      70.44
Pongs & Zahn AG        8.50                   EUR       0.22
LBI HF                 4.40    11/30/2035     EUR       0.01
LBI HF                 5.44      9/3/2018     EUR       0.01
RSL Communications    10.50    11/15/2008     USD       1.25
UniCredit Bank Aust    0.44     1/22/2031     EUR      61.00
Glitnir HF             6.00    12/10/2009     ISK       0.02
DZ Bank AG Deutsche   16.00     3/29/2016     EUR      69.64
Leonteq Securities    12.00     7/20/2016     CHF      63.52
Glitnir HF             5.86     7/28/2016     GBP      27.13
Glitnir HF             5.86     7/28/2016     GBP      27.13
Leonteq Securities    20.00     1/26/2016     CHF      41.54
Deutsche Bank AG       5.20    10/21/2015     EUR      63.57
Leonteq Securities    10.80     9/28/2015     GBP      54.17
Leonteq Securities    11.20     8/29/2016     CHF      71.15
Immigon Portfolioab    3.88     3/15/2022     EUR      44.63
Lehman Brothers Tre   14.10    11/12/2008     USD       4.76
Immigon Portfolioab    5.50     8/26/2025     EUR      35.75
City of Baile Hercu    2.50    12/16/2020     RON      75.00
Lehman Brothers Tre    8.00     3/19/2012     USD       4.76
Lehman Brothers Tre    6.00      3/4/2015     USD       4.76
Lehman Brothers Tre    7.15     3/21/2013     USD       4.76
Notenstein Privatba    9.00      9/2/2016     CHF      64.81
Leonteq Securities    12.00      3/9/2016     CHF      60.72
DZ Bank AG Deutsche    7.25     9/23/2015     EUR      72.50
Leonteq Securities    12.40      5/6/2016     CHF      71.71
Leonteq Securities    10.00      5/6/2016     USD      70.60
Leonteq Securities     8.20     5/11/2016     USD      68.82
Credit Suisse AG/Lo    8.00    11/27/2015     USD      72.93
Banque Cantonale Va    7.25      3/3/2016     CHF      72.51
Rosneft OAO           11.90     1/18/2021     RUB      60.01
Rosneft OAO           11.90     1/18/2021     RUB      60.01
WGZ-Bank AG Westdeu    4.05     12/9/2015     EUR      64.36
Immigon Portfolioab    5.10      7/5/2022     EUR      47.38
Lehman Brothers Tre    1.00     2/26/2010     USD       4.76
Lehman Brothers Tre   16.00     11/9/2008     USD       4.76
Lehman Brothers Tre    7.60     5/21/2013     USD       4.76
DZ Bank AG Deutsche    3.90    10/23/2015     EUR      44.78
DZ Bank AG Deutsche    4.90    10/23/2015     EUR      42.58
DZ Bank AG Deutsche    4.70    10/23/2015     EUR      62.14
Europlan AO           10.42     2/20/2019     RUB      60.02
Lehman Brothers Tre    1.28     11/6/2010     JPY      19.00
Agentstvo po Ipotec   10.89    10/15/2030     RUB      60.01
OPK Oboronprom OAO    11.50     6/26/2024     RUB      60.02
Deutsche Bank AG       6.20     9/22/2015     EUR      55.10
Kommunalbanken AS      0.50     2/23/2018     BRL      75.27
Svensk Exportkredit    0.50     8/29/2029     AUD      67.38
Leonteq Securities     9.60    11/18/2015     CHF      49.32
DZ Bank AG Deutsche    7.25     9/11/2015     EUR      59.82
Landesbank Berlin A    5.50     10/8/2015     EUR      59.18
MORTGAGE AGENT AHML    9.00      9/9/2045     RUB      72.63
WGZ-Bank AG Westdeu    5.25     9/29/2015     EUR      64.08
WGZ-Bank AG Westdeu    6.00     9/29/2015     EUR      62.78
Deutsche Bank AG       5.80    12/23/2015     EUR      57.38
Deutsche Bank AG       5.80    10/21/2015     EUR      56.40
Bayerische Landesba    3.70      6/3/2016     EUR      65.05
EFG International F    6.00    11/30/2017     EUR      36.57
Raiffeisen Centroba    2.40    12/19/2016     EUR      53.81
Kommunalbanken AS      0.50     5/27/2022     ZAR      54.60
Leasing-Experts SA     9.00     9/17/2016     PLN      45.00
UBS AG/London         11.25     8/27/2015     CHF      37.83
BNP Paribas SA         0.50     2/13/2024     NZD      70.13
Lehman Brothers Tre    4.10     5/20/2009     USD       4.76
Bayerische Landesba    3.70     11/4/2016     EUR      73.60
Deutsche Bank AG       5.20     9/20/2016     EUR      65.80
Deutsche Bank AG       5.20     9/20/2016     EUR      61.10
Deutsche Bank AG       5.20     3/22/2016     EUR      72.20
Deutsche Bank AG       5.20     3/22/2016     EUR      69.50
Deutsche Bank AG       5.20     6/21/2016     EUR      72.90
Deutsche Bank AG       5.20     6/21/2016     EUR      68.80
Deutsche Bank AG       5.20     9/20/2016     EUR      72.60
Deutsche Bank AG       5.20     9/20/2016     EUR      70.00
Cerruti Finance SA     6.50     7/26/2004     EUR       0.92
Glitnir HF             6.20    12/20/2009     ISK       0.02
Heta Asset Resoluti    0.28     8/28/2017     EUR      63.38
Leonteq Securities    18.00      2/9/2016     CHF      58.16
Province of Brescia    0.52    12/22/2036     EUR      62.70
Lehman Brothers Tre    0.50    12/20/2017     AUD       4.76
Lehman Brothers Tre    6.00     9/20/2011     EUR       4.76
Lehman Brothers Tre    7.59    11/22/2009     MXN      19.00
DZ Bank AG Deutsche   13.25    11/27/2015     EUR      72.42
Lehman Brothers Tre    7.00     2/15/2010     CHF       4.76
Lehman Brothers Tre    7.25     6/20/2010     USD       4.76
Lehman Brothers Tre   12.00      7/4/2011     EUR       4.76
Lehman Brothers Tre   13.15    10/30/2008     USD       4.76
Lehman Brothers Tre    0.50      8/1/2020     EUR       4.76
HSBC Bank PLC          0.50     12/8/2026     AUD      59.69
Nesset Sparebank       2.56                   NOK      56.75
Glitnir HF             5.31    12/24/2012     USD      27.13
Lehman Brothers Tre   11.00     6/29/2009     EUR       4.76
Barclays Bank PLC      4.17      1/5/2017     EUR #N/A N/A
UBS AG                25.00     9/25/2015     EUR      68.56
Leonteq Securities    21.00      3/9/2016     USD      62.85
Credit Suisse AG/Lo    8.00     5/21/2025     USD       9.25
UBS AG/London          7.25      3/4/2016     CHF      73.61
UniCredit Bank AG      6.00      7/4/2016     EUR      67.12
SG Issuer SA           5.50     4/10/2021     EUR      67.23
Efesk Group           13.25     6/14/2016     RUB      61.20
Bank Otkritie Finan   12.25     1/13/2022     RUB      60.37
Lehman Brothers Tre   12.22    11/21/2017     USD       4.76
Lehman Brothers Tre    7.50     6/15/2017     USD       4.76
Lehman Brothers Tre    3.50    10/24/2011     USD       4.76
Glitnir HF            10.00     6/28/2017     USD      27.13
Lehman Brothers Tre   10.00     5/22/2009     USD       4.76
Credit Suisse AG/Na    8.00      2/8/2016     USD      52.08
Immigon Portfolioab    2.15     3/25/2019     EUR      63.00
Deutsche Bank AG       4.50    12/22/2015     EUR      47.94
Svensk Exportkredit    0.50    12/17/2027     USD      75.31
Municipality Financ    0.50     4/26/2022     ZAR      52.68
BRFkredit A/S          0.90     10/1/2044     DKK      65.14
Leonteq Securities    12.40      2/3/2016     CHF      37.06
Goldman Sachs & Co    11.00    12/23/2015     EUR      59.26
Torgovyi Dom Sparta   14.00      5/2/2017     RUB      60.00
Municipality Financ    0.50     2/22/2019     IDR      67.55
Immigon Portfolioab    2.00     4/24/2020     EUR      52.38
Zurcher Kantonalban    9.20     8/24/2015     CHF      54.34
Banque Cantonale Va    4.25     8/28/2015     CHF      59.02
EFG International F    7.00    11/27/2019     EUR      70.00
BNP Paribas Emissio   14.00     9/24/2015     EUR      51.09
BNP Paribas Emissio    7.00    12/24/2015     EUR      52.30
Municipality Financ    0.50     6/19/2024     ZAR      44.46
Svensk Exportkredit    0.50     6/28/2022     ZAR      51.64
Deutsche Bank AG       5.20     8/26/2015     EUR      67.50
Credit Suisse AG/Na    5.00      6/6/2016     CHF      71.82
Barclays Bank PLC      2.30     9/13/2016     EUR      66.30
Leonteq Securities    14.00    10/20/2015     CHF      60.83
Veniti SA              9.70     3/28/2016     PLN      70.00
Credit Suisse AG/Na    8.00     3/16/2016     USD      55.72
Vontobel Financial     8.00     8/28/2015     EUR      47.33
SpareBank 1 Sore Su    2.41                   NOK      69.80
Lehman Brothers Tre    8.25      2/3/2016     EUR       4.76
Salvator Grundbesit    9.50                   EUR      40.00
Heta Asset Resoluti    0.18     5/17/2017     EUR      63.38
Lehman Brothers Tre    6.50     7/24/2026     EUR       4.76
Deutsche Bank AG       5.20     9/20/2016     EUR      63.30
Lehman Brothers Tre    4.50    12/30/2010     USD       4.76
Diversified Financi    2.18     7/27/2016     EUR      62.22
Heta Asset Resoluti    0.20     7/28/2017     EUR      63.38
Heta Asset Resoluti    0.21     8/21/2017     EUR      63.38
Housing Financing F    2.70      1/1/2020     ISK      69.81
UBS AG                13.07     3/18/2016     USD      31.66
Lehman Brothers Tre    3.00     6/23/2009     EUR      19.00
Lehman Brothers Tre    5.00    10/24/2008     CHF       4.76
Lehman Brothers Tre    4.95    10/25/2036     EUR       4.76
SAir Group             2.75     7/30/2004     CHF      10.88
Province of Treviso    0.05    12/31/2034     EUR      61.14
UBS AG                20.00    12/29/2015     EUR      45.45
UBS AG                 7.75     6/24/2016     EUR      46.30
Lehman Brothers Tre   10.00     6/11/2038     JPY       4.76
Republika Srpska       1.50    12/22/2023     BAM      74.78
UBS AG                 7.25    12/29/2015     EUR      66.84
UBS AG                23.75     9/25/2015     EUR      34.19
DZ Bank AG Deutsche   15.50     9/25/2015     EUR      64.33
Leonteq Securities    11.00      5/4/2016     USD      63.62
DZ Bank AG Deutsche    5.75     9/19/2016     EUR      72.42
MirLand Development    7.21     5/31/2020     ILS      33.20
Deutsche Bank AG       8.00    10/30/2015     USD       6.32
Central European Es    7.80     9/10/2015     ILS      12.80
Lehman Brothers Tre    7.32     7/31/2013     GBP       4.76
DZ Bank AG Deutsche    5.80    10/23/2015     EUR      40.94
DZ Bank AG Deutsche    5.80    10/23/2015     EUR      40.83
DZ Bank AG Deutsche    4.70    10/23/2015     EUR      38.83
UBS AG                 9.50     9/25/2015     EUR      42.13
2C Partners SA         9.50     3/17/2017     PLN      70.00
UBS AG/London         10.75    12/29/2015     EUR      51.77
UBS AG/London         11.75     9/25/2015     EUR      68.34
Barclays Bank PLC     11.50    10/10/2018     SEK      65.25
Araratbank OJSC        8.00     6/11/2018     USD      25.70
Commerzbank AG        12.00     8/27/2015     EUR      59.68
Province of Treviso    0.28    12/31/2034     EUR      64.16
Deutsche Bank AG       6.20     7/20/2016     EUR      70.20
Deutsche Bank AG       6.20     9/20/2016     EUR      70.90
Glitnir HF             6.69     6/15/2016     USD       0.02
Goldman Sachs & Co    10.00     4/20/2016     EUR      72.93
Royal Bank of Scotl    1.33    10/26/2018     GBP       1.03
Heta Asset Resoluti    0.28      3/4/2018     EUR      63.38
Heta Asset Resoluti    0.26      4/2/2018     EUR      54.38
NIBC Bank NV          25.98      5/7/2029     EUR      67.46
Union Technologies     0.10      1/1/2020     EUR      15.00
HSBC Bank PLC          0.50     5/29/2020     IDR      59.40
Societe Generale SA    0.50     6/12/2023     RUB      41.76
UBS AG                11.50     1/28/2016     AUD      65.61
DZ Bank AG Deutsche    9.20     9/21/2015     EUR      67.71
DZ Bank AG Deutsche    8.50    12/21/2015     EUR      68.27
DZ Bank AG Deutsche    7.30     3/21/2016     EUR      69.63
DZ Bank AG Deutsche    7.75     3/29/2016     EUR      74.57
DZ Bank AG Deutsche    7.25     6/24/2016     EUR      74.83
DZ Bank AG Deutsche    8.25     3/29/2016     EUR      65.76
DZ Bank AG Deutsche    9.00     6/24/2016     EUR      66.00
DZ Bank AG Deutsche    9.75    12/28/2015     EUR      64.26
Societe Generale SA    2.95      8/1/2016     USD      69.00
DZ Bank AG Deutsche    8.50     9/21/2015     EUR      68.78
DZ Bank AG Deutsche    7.75     9/21/2015     EUR      68.73
DZ Bank AG Deutsche    7.00     9/21/2015     EUR      73.89
DZ Bank AG Deutsche    6.50    12/21/2015     EUR      74.42
DZ Bank AG Deutsche   15.75     8/28/2015     EUR      73.68
DZ Bank AG Deutsche   12.50     8/28/2015     EUR      74.01
DZ Bank AG Deutsche   12.00     8/28/2015     EUR      74.67
DZ Bank AG Deutsche   10.25     8/28/2015     EUR      55.22
DZ Bank AG Deutsche   14.25     8/28/2015     EUR      56.12
DZ Bank AG Deutsche   14.25     8/28/2015     EUR      66.02
Vontobel Financial     6.25    12/11/2015     EUR      71.72
Vontobel Financial     4.80    12/11/2015     EUR      74.67
Vontobel Financial     6.10     3/11/2016     EUR      73.15
HSBC Trinkaus & Bur   14.80    10/23/2015     EUR      71.41
HSBC Trinkaus & Bur   13.00     1/22/2016     EUR      73.03
HSBC Trinkaus & Bur    9.00     9/25/2015     EUR      66.85
HSBC Trinkaus & Bur    8.10    12/28/2015     EUR      68.81
HSBC Trinkaus & Bur    9.10     3/25/2016     EUR      68.36
HSBC Trinkaus & Bur    6.20     3/25/2016     EUR      72.54
HSBC Trinkaus & Bur   12.30     8/28/2015     EUR      66.58
HSBC Trinkaus & Bur    6.70     8/28/2015     EUR      72.84
HSBC Trinkaus & Bur   11.10    10/23/2015     EUR      65.05
HSBC Trinkaus & Bur    6.60    10/23/2015     EUR      70.29
HSBC Trinkaus & Bur    6.50    11/27/2015     EUR      70.85
HSBC Trinkaus & Bur    9.70     1/22/2016     EUR      67.14
HSBC Trinkaus & Bur    6.40     1/22/2016     EUR      71.85
HSBC Trinkaus & Bur   15.10     9/25/2015     EUR      68.99
HSBC Trinkaus & Bur   14.00    12/28/2015     EUR      70.00
HSBC Trinkaus & Bur   10.10    10/23/2015     EUR      73.83
HSBC Trinkaus & Bur   19.70     9/25/2015     EUR      64.23
HSBC Trinkaus & Bur   14.70     9/25/2015     EUR      67.71
HSBC Trinkaus & Bur    8.20     9/25/2015     EUR      74.03
HSBC Trinkaus & Bur   15.60    12/28/2015     EUR      67.86
HSBC Trinkaus & Bur   11.80    10/23/2015     EUR      70.50
HSBC Trinkaus & Bur   10.30     1/22/2016     EUR      72.67
HSBC Trinkaus & Bur   16.60     9/25/2015     EUR      71.28
HSBC Trinkaus & Bur   13.20    12/28/2015     EUR      74.20
Vontobel Financial     6.65     6/10/2016     EUR      72.62
Vontobel Financial     9.05     6/10/2016     EUR      68.18
Commerzbank AG         6.00     1/21/2016     EUR      74.92
Goldman Sachs & Co    20.00     9/23/2015     EUR      74.14
Goldman Sachs & Co    25.00    10/21/2015     EUR      70.42
Goldman Sachs & Co    21.00    12/23/2015     EUR      73.42
Goldman Sachs & Co    21.00     3/23/2016     EUR      74.08
Goldman Sachs & Co    24.00     9/23/2015     EUR      74.04
Goldman Sachs & Co    22.00     2/24/2016     EUR      72.95
Vontobel Financial    14.35     9/25/2015     EUR      61.65
Vontobel Financial    11.50    12/28/2015     EUR      64.44
UniCredit Bank AG      4.00     6/24/2016     EUR      65.10
Leonteq Securities    10.00     2/17/2016     CHF      72.86
Commerzbank AG         6.00     1/21/2016     EUR      68.39
Leonteq Securities     9.00     2/16/2016     EUR      65.86
UBS AG/London          6.50     10/9/2015     EUR      74.15
Deutsche Bank AG       5.20    10/21/2015     EUR      64.00
Deutsche Bank AG       6.20    10/21/2015     EUR      64.10
Deutsche Bank AG       5.20    11/25/2015     EUR      64.40
Deutsche Bank AG       6.20    11/25/2015     EUR      64.70
Deutsche Bank AG       6.20     3/22/2016     EUR      64.00
Deutsche Bank AG       5.20     3/22/2016     EUR      63.40
Deutsche Bank AG       6.20     8/26/2015     EUR      74.00
Deutsche Bank AG       5.20     8/26/2015     EUR      74.00
Deutsche Bank AG       7.20    11/25/2015     EUR      74.00
Deutsche Bank AG       7.20    10/21/2015     EUR      73.40
Deutsche Bank AG       7.20    10/21/2015     EUR      71.10
Deutsche Bank AG       7.20    10/21/2015     EUR      68.90
Deutsche Bank AG       7.20    11/25/2015     EUR      74.00
Deutsche Bank AG       7.20    11/25/2015     EUR      71.70
Deutsche Bank AG       7.20    11/25/2015     EUR      69.50
Deutsche Bank AG       7.20    12/22/2015     EUR      70.00
Deutsche Bank AG       7.20     3/22/2016     EUR      73.80
Deutsche Bank AG       7.20     3/22/2016     EUR      71.70
Deutsche Bank AG       7.20    10/21/2015     EUR      61.70
Deutsche Bank AG       7.20    10/21/2015     EUR      59.30
Deutsche Bank AG       7.20    11/25/2015     EUR      62.30
Deutsche Bank AG       7.20    11/25/2015     EUR      59.90
Deutsche Bank AG       7.20     3/22/2016     EUR      64.60
Deutsche Bank AG       7.20     3/22/2016     EUR      62.20
Deutsche Bank AG       3.20    10/21/2015     EUR      69.60
Deutsche Bank AG       3.20    11/25/2015     EUR      69.90
Deutsche Bank AG       3.20    12/22/2015     EUR      70.10
Deutsche Bank AG       3.20     3/22/2016     EUR      70.60
Deutsche Bank AG       3.20     3/22/2016     EUR      67.60
DZ Bank AG Deutsche    7.25     9/23/2015     EUR      65.58
DZ Bank AG Deutsche   10.50     9/23/2015     EUR      65.84
Vontobel Financial     6.50     2/26/2016     EUR      72.64
Vontobel Financial    13.15     9/25/2015     EUR      73.29
DZ Bank AG Deutsche    8.10     9/21/2015     EUR      71.70
DZ Bank AG Deutsche    9.80     9/21/2015     EUR      69.35
DZ Bank AG Deutsche    6.60    12/21/2015     EUR      73.10
DZ Bank AG Deutsche    8.10    12/21/2015     EUR      71.17
DZ Bank AG Deutsche    8.80    12/21/2015     EUR      69.96
DZ Bank AG Deutsche    5.60     3/21/2016     EUR      73.98
DZ Bank AG Deutsche    6.70     3/21/2016     EUR      72.25
DZ Bank AG Deutsche    7.50     3/21/2016     EUR      71.30
DZ Bank AG Deutsche    8.00    12/21/2015     EUR      73.88
DZ Bank AG Deutsche    8.00     9/21/2015     EUR      62.99
DZ Bank AG Deutsche    9.50    12/21/2015     EUR      65.44
DZ Bank AG Deutsche    8.00    12/21/2015     EUR      64.95
DZ Bank AG Deutsche    8.75     3/21/2016     EUR      67.29
DZ Bank AG Deutsche    7.75     3/21/2016     EUR      66.72
Commerzbank AG        14.00     9/24/2015     EUR      63.69
Commerzbank AG        10.50     1/21/2016     EUR      66.81
Commerzbank AG         2.00      2/3/2016     EUR      45.93
BNP Paribas Emissio    8.00     9/24/2015     EUR      73.24
BNP Paribas Emissio   22.00     9/24/2015     EUR      59.84
BNP Paribas Emissio   13.00    12/24/2015     EUR      67.41
BNP Paribas Emissio   11.00     3/24/2016     EUR      69.52
BNP Paribas Emissio   14.00     3/24/2016     EUR      66.27
BNP Paribas Emissio    8.50     6/23/2016     EUR      73.16
BNP Paribas Emissio   10.00     6/23/2016     EUR      71.53
BNP Paribas Emissio   11.00     6/23/2016     EUR      69.70
BNP Paribas Emissio   14.00     6/23/2016     EUR      67.42
BNP Paribas Emissio   10.00    12/22/2016     EUR      71.17
BNP Paribas Emissio   14.00     9/24/2015     EUR      73.23
Societe Generale Ef    6.23      1/6/2016     EUR      71.91
Societe Generale Ef    9.86      7/1/2016     EUR      72.65
Societe Generale Ef    6.93      1/6/2016     EUR      68.60
Societe Generale Ef    8.76      1/6/2016     EUR      65.86
Societe Generale Ef   10.64      7/1/2016     EUR      70.25
Societe Generale Ef   12.56      7/1/2016     EUR      68.26
BNP Paribas Emissio   13.00     9/24/2015     EUR      73.72
BNP Paribas Emissio   16.00     9/24/2015     EUR      71.06
BNP Paribas Emissio   19.00     9/24/2015     EUR      68.62
BNP Paribas Emissio   15.00    12/24/2015     EUR      71.90
BNP Paribas Emissio   12.00     9/24/2015     EUR      71.82
Deutsche Bank AG       5.00     2/11/2016     EUR      70.44
Goldman Sachs & Co     7.00     9/23/2015     EUR      63.60
Goldman Sachs & Co     5.00    10/21/2015     EUR      74.47
Goldman Sachs & Co    14.00    11/25/2015     EUR      66.49
Goldman Sachs & Co    14.00    11/25/2015     EUR      66.49
Goldman Sachs & Co     6.00     2/24/2016     EUR      71.30
Goldman Sachs & Co     6.00     3/23/2016     EUR      71.35
Goldman Sachs & Co     6.00     6/22/2016     EUR      70.08
Goldman Sachs & Co    23.00    10/21/2015     EUR      73.70
Goldman Sachs & Co    21.00     1/20/2016     EUR      68.57
Goldman Sachs & Co     8.00     9/23/2015     EUR      73.05
Goldman Sachs & Co     8.00    10/21/2015     EUR      73.71
Goldman Sachs & Co     9.00     1/20/2016     EUR      72.42
Goldman Sachs & Co    21.00     2/24/2016     EUR      62.16
Goldman Sachs & Co    10.00     3/23/2016     EUR      71.58
Goldman Sachs & Co    10.00     6/22/2016     EUR      71.61
Bank Julius Baer &     9.80      2/5/2016     EUR      65.00
Commerzbank AG        14.50    10/22/2015     EUR      67.32
Commerzbank AG        13.50     1/21/2016     EUR      69.62
Deutsche Bank AG       4.20    12/22/2015     EUR      73.50
Bank Julius Baer &    12.00      2/5/2016     USD      70.20
Deutsche Bank AG       5.20     3/22/2016     EUR      74.80
Deutsche Bank AG       4.20     3/22/2016     EUR      74.20
Deutsche Bank AG       5.20     6/21/2016     EUR      74.50
Deutsche Bank AG       4.20     6/21/2016     EUR      73.60
Deutsche Bank AG       5.20    12/22/2015     EUR      70.70
Deutsche Bank AG       6.20    12/22/2015     EUR      71.10
Deutsche Bank AG       4.20    12/22/2015     EUR      70.40
Deutsche Bank AG       6.20    12/22/2015     EUR      68.00
Deutsche Bank AG       4.20    12/22/2015     EUR      67.30
Deutsche Bank AG       5.20    12/22/2015     EUR      67.70
Deutsche Bank AG       4.20    12/22/2015     EUR      64.50
Deutsche Bank AG       6.20     3/22/2016     EUR      73.90
Deutsche Bank AG       5.20     3/22/2016     EUR      71.80
Deutsche Bank AG       4.20     3/22/2016     EUR      72.70
Deutsche Bank AG       6.20     3/22/2016     EUR      69.40
Deutsche Bank AG       4.20     3/22/2016     EUR      68.20
Deutsche Bank AG       5.20     3/22/2016     EUR      68.80
Deutsche Bank AG       5.20     3/22/2016     EUR      66.00
Deutsche Bank AG       6.20     3/22/2016     EUR      66.60
Deutsche Bank AG       4.20     3/22/2016     EUR      65.40
Deutsche Bank AG       5.20     6/21/2016     EUR      71.70
Deutsche Bank AG       6.20     6/21/2016     EUR      72.50
Deutsche Bank AG       4.20     6/21/2016     EUR      69.30
Deutsche Bank AG       6.20     6/21/2016     EUR      68.10
Deutsche Bank AG       4.20     6/21/2016     EUR      66.50
Deutsche Bank AG       5.20     6/21/2016     EUR      67.30
Deutsche Bank AG       4.20     6/21/2016     EUR      63.80
Deutsche Bank AG       5.20     6/21/2016     EUR      64.60
Deutsche Bank AG       6.20     6/21/2016     EUR      65.50
UBS AG/London          6.75    12/28/2015     CHF      61.80
WGZ-Bank AG Westdeu    4.75    12/22/2015     EUR      74.73
Leonteq Securities    15.20     1/26/2016     AUD      72.68
Commerzbank AG        12.00     8/27/2015     EUR      63.07
Commerzbank AG        11.50    12/24/2015     EUR      63.43
Vontobel Financial     9.60    12/28/2015     EUR      69.26
Vontobel Financial     6.25    12/28/2015     EUR      74.52
Vontobel Financial    11.45     9/25/2015     EUR      66.92
Vontobel Financial     6.90     9/25/2015     EUR      73.15
Vontobel Financial    14.20     9/25/2015     EUR      73.93
Deutsche Bank AG       6.20    12/23/2015     EUR      63.48
Deutsche Bank AG       5.20    12/23/2015     EUR      64.39
Deutsche Bank AG       5.20    11/25/2015     EUR      64.09
Deutsche Bank AG       5.20     3/23/2016     EUR      65.58
DZ Bank AG Deutsche    7.75     1/22/2016     EUR      72.82
DZ Bank AG Deutsche   12.50     1/22/2016     EUR      67.61
Credit Suisse AG/Lo    7.15     7/26/2016     EUR      71.06
DZ Bank AG Deutsche    7.75     6/24/2016     EUR      66.33
DZ Bank AG Deutsche    7.50    12/28/2015     EUR      64.93
DZ Bank AG Deutsche   10.00     3/29/2016     EUR      68.22
DZ Bank AG Deutsche    9.00     6/24/2016     EUR      67.36
Goldman Sachs & Co    17.00     9/23/2015     EUR      64.39
Goldman Sachs & Co    17.00     9/23/2015     EUR      64.39
Goldman Sachs & Co     8.00    10/21/2015     EUR      64.27
Goldman Sachs & Co    10.00    10/21/2015     EUR      64.59
Goldman Sachs & Co    15.00    10/21/2015     EUR      65.37
Goldman Sachs & Co    16.00    10/21/2015     EUR      65.52
Goldman Sachs & Co    16.00    10/21/2015     EUR      65.52
Goldman Sachs & Co     8.00    11/25/2015     EUR      64.98
Goldman Sachs & Co    10.00    11/25/2015     EUR      65.48
Goldman Sachs & Co     7.00     3/23/2016     EUR      71.92
Goldman Sachs & Co    24.00    12/23/2015     EUR      67.93
Goldman Sachs & Co     9.00    11/25/2015     EUR      74.62
Goldman Sachs & Co    13.00     1/20/2016     EUR      68.16
Goldman Sachs & Co    22.00     1/20/2016     EUR      62.40
Goldman Sachs & Co    15.00     6/22/2016     EUR      68.16
Goldman Sachs & Co    18.00     6/22/2016     EUR      66.52
UniCredit Bank AG      6.00     3/24/2016     EUR      67.82
UniCredit Bank AG      4.20     3/24/2016     EUR      74.39
UniCredit Bank AG      5.00     3/24/2016     EUR      74.70
UniCredit Bank AG      5.00     3/24/2016     EUR      70.12
UniCredit Bank AG      4.50     3/24/2016     EUR      72.94
UniCredit Bank AG      4.75     3/24/2016     EUR      72.29
UniCredit Bank AG      5.25     3/24/2016     EUR      68.78
UniCredit Bank AG      4.25     3/24/2016     EUR      73.60
UniCredit Bank AG      4.80     3/24/2016     EUR      71.51
UniCredit Bank AG      5.10     3/24/2016     EUR      69.42
UniCredit Bank AG      5.50     3/24/2016     EUR      68.23
UniCredit Bank AG      4.90     3/24/2016     EUR      70.80
Leonteq Securities     8.25     2/23/2016     EUR      73.60
Bank Julius Baer &    12.80     1/29/2016     USD      44.15
Bank Julius Baer &     7.70     1/29/2016     USD      75.00
Societe Generale SA    5.10      9/5/2017     EUR      62.83
Credit Suisse AG/Na    7.50     9/25/2015     CHF      66.11
DZ Bank AG Deutsche    4.75     9/11/2015     EUR      68.57
LBBW                   4.25     4/22/2016     EUR      65.19
Leonteq Securities     7.07     9/21/2015     CHF      37.08
Lehman Brothers Tre   11.00    12/19/2011     USD       4.76
Credit Suisse AG/Na    8.00     10/5/2015     CHF      67.99
DZ Bank AG Deutsche    8.00     9/11/2015     EUR      57.69
HSBC Trinkaus & Bur    7.00     9/25/2015     EUR      52.58
HSBC Trinkaus & Bur    7.00     9/25/2015     EUR      59.17
Province of Teramo     0.15    12/30/2030     EUR      67.70
Goldman Sachs & Co     8.00     9/23/2015     EUR      50.62
DekaBank Deutsche G    3.10     2/26/2018     EUR      68.52
Goldman Sachs & Co     8.00     9/23/2015     EUR      54.12
Credit Suisse AG/Na    8.50     10/8/2015     USD      59.63
Leonteq Securities     6.58     3/29/2016     EUR      60.45
LBBW                   5.50     3/29/2016     EUR      74.76
LBBW                   4.00     3/29/2016     EUR      62.56
LBBW                   4.00     3/29/2016     EUR      74.25
LBBW                   5.00     3/29/2016     EUR      70.75
Totens Sparebank       3.01                   NOK      53.52
Notenstein Privatba   11.04     10/1/2015     EUR      74.00
Notenstein Privatba   12.08     10/1/2015     EUR      74.20
Notenstein Privatba   12.28     10/1/2015     USD      74.22
Notenstein Privatba   11.96     10/1/2015     CHF      74.27
Credit Suisse AG/Lo    7.25     10/9/2015     CHF      66.85
DekaBank Deutsche G    3.40     6/24/2016     EUR      52.72
Goldman Sachs & Co    11.00     9/23/2015     EUR      50.85
Goldman Sachs & Co    11.00     9/23/2015     EUR      50.85
Societe Generale SA    4.00     3/29/2016     EUR      46.73
Leonteq Securities     8.04     4/11/2016     CHF      69.75
Lehman Brothers Tre    6.00    12/30/2017     EUR       4.76
Lehman Brothers Tre    8.80    12/27/2009     EUR       4.76
Glitnir HF             7.32    12/19/2012     USD      27.13
Lehman Brothers Tre   11.00    12/20/2017     AUD       4.76
Lehman Brothers Tre   11.00    12/20/2017     AUD       4.76
Immigon Portfolioab    5.25    12/20/2022     EUR      45.38
Lehman Brothers Tre    4.00      1/4/2011     USD       4.76
Lehman Brothers Tre    0.50    12/20/2017     AUD       4.76
Lehman Brothers Tre    0.50    12/20/2017     AUD      16.25
Lehman Brothers Tre    9.30    12/21/2010     EUR       4.76
Province of Milan I    0.05    12/20/2042     EUR      51.42
Lehman Brothers Tre    8.00    12/31/2010     USD       4.76
Lehman Brothers Tre    0.50    12/20/2017     USD       4.76
Lehman Brothers Tre    0.50    12/20/2017     USD       4.76
Lehman Brothers Tre    0.50    12/20/2017     USD       4.76
Lehman Brothers Tre    0.50    12/20/2017     USD       4.76
Lehman Brothers Tre    5.38      2/4/2014     USD       4.76
Lehman Brothers Tre    1.68      3/5/2015     EUR       4.76
Lehman Brothers Tre   13.50    11/28/2008     USD       4.76
Lehman Brothers Tre    9.00     5/15/2022     USD       4.76
Lehman Brothers Tre    6.75      4/5/2012     EUR       4.76
UBS AG                22.25     3/29/2016     EUR      56.99
UBS AG                 6.75     3/29/2016     EUR      62.08
UBS AG                24.50     9/25/2015     EUR      68.97
UBS AG                22.75     9/25/2015     EUR      40.34
UBS AG                22.50    12/29/2015     EUR      72.12
UBS AG                 6.00     3/29/2016     EUR      64.03
UBS AG                21.25     3/29/2016     EUR      60.48
UBS AG                 8.75     3/29/2016     EUR      57.07
UBS AG                 5.00     6/24/2016     EUR      67.43
UBS AG                25.00    12/29/2015     EUR      52.24
UBS AG                25.00     9/25/2015     EUR      50.11
UBS AG                14.00     3/29/2016     EUR      71.56
UBS AG                23.00    12/29/2015     EUR      48.52
UBS AG                24.25    12/29/2015     EUR      57.67
UBS AG                 6.25     6/24/2016     EUR      63.34
UBS AG                16.50     6/24/2016     EUR      48.70
UBS AG                13.00     6/24/2016     EUR      73.62
UBS AG                14.00     6/24/2016     EUR      70.85
UBS AG                21.25     3/29/2016     EUR      55.19
UBS AG                16.75     6/24/2016     EUR      64.70
UBS AG                 4.75     3/29/2016     EUR      68.65
UBS AG                24.50    12/29/2015     EUR      38.59
UBS AG                 6.75     6/24/2016     EUR      61.47
UBS AG                 4.25     3/29/2016     EUR      71.35
UBS AG                 9.50     3/29/2016     EUR      74.62
UBS AG                13.50     6/24/2016     EUR      51.19
UBS AG                23.50    12/29/2015     EUR      41.63
UBS AG                 5.25     3/29/2016     EUR      66.16
UBS AG                21.75    12/29/2015     EUR      53.52
UBS AG                23.75    12/29/2015     EUR      71.78
UBS AG                18.75     3/29/2016     EUR      61.79
UBS AG                11.50     6/24/2016     EUR      53.26
UBS AG                17.25     6/24/2016     EUR      64.77
UBS AG                13.25     3/29/2016     EUR      69.67
UBS AG                13.00     6/24/2016     EUR      70.44
UBS AG                12.75     3/29/2016     EUR      74.93
UBS AG                21.50     3/29/2016     EUR      62.23
UBS AG                23.75    12/29/2015     EUR      59.79
UBS AG                10.25     6/24/2016     EUR      55.13
UBS AG                16.25     6/24/2016     EUR      66.57
UBS AG                11.75     3/29/2016     EUR      72.60
UBS AG                 5.75     6/24/2016     EUR      65.39
UBS AG                13.25     6/24/2016     EUR      67.52
UBS AG                 7.25     3/29/2016     EUR      45.72
UBS AG                 9.50    12/23/2016     EUR      74.71
UBS AG                12.25    12/23/2016     EUR      66.91
UBS AG                11.75     6/24/2016     EUR      67.57
UBS AG                 5.00    12/23/2016     EUR      62.19
UBS AG                13.50     9/25/2015     EUR      70.05
Lehman Brothers Tre    4.00    11/24/2016     EUR       4.76
MirLand Development    8.50     8/31/2016     ILS      36.00
Lehman Brothers Tre    3.20     3/19/2018     JPY       4.76
Barclays Bank PLC      2.33      1/2/2041     USD      74.51
UBS AG/London         15.00     9/25/2015     EUR      61.63
UBS AG/London         15.50    12/29/2015     EUR      62.52
UBS AG/London         13.00     9/25/2015     EUR      64.81
UBS AG/London         19.75     9/25/2015     EUR      56.31
UBS AG/London         17.25    12/29/2015     EUR      60.40
UBS AG/London         11.00     9/25/2015     EUR      68.38
UBS AG/London         19.25    12/29/2015     EUR      58.61
UBS AG/London         13.75    12/29/2015     EUR      64.91
UBS AG/London         17.25     9/25/2015     EUR      58.81
UBS AG/London         11.75    12/29/2015     EUR      67.52
UBS AG/London         10.00    12/29/2015     EUR      70.55
Deutsche Bank AG       5.20     1/19/2016     EUR      65.20
Deutsche Bank AG       4.20     1/19/2016     EUR      64.80
Deutsche Bank AG       5.20     1/19/2016     EUR      62.60
Deutsche Bank AG       4.20     1/19/2016     EUR      62.20
Deutsche Bank AG       4.20     1/19/2016     EUR      59.80
Deutsche Bank AG       5.20     1/19/2016     EUR      60.20
Deutsche Bank AG       5.20     1/19/2016     EUR      58.00
Deutsche Bank AG       4.20     1/19/2016     EUR      57.50
Deutsche Bank AG       5.20     2/23/2016     EUR      65.60
Deutsche Bank AG       4.20     2/23/2016     EUR      65.10
Deutsche Bank AG       5.20     2/23/2016     EUR      63.00
Deutsche Bank AG       4.20     2/23/2016     EUR      62.50
Deutsche Bank AG       4.20     2/23/2016     EUR      60.10
Deutsche Bank AG       5.20     2/23/2016     EUR      60.70
Deutsche Bank AG       5.20     2/23/2016     EUR      58.40
Deutsche Bank AG       4.20     2/23/2016     EUR      57.90
Deutsche Bank AG       6.20     1/19/2016     EUR      63.00
Deutsche Bank AG       7.20     1/19/2016     EUR      63.40
Deutsche Bank AG       7.20     1/19/2016     EUR      61.00
Deutsche Bank AG       6.20     1/19/2016     EUR      60.60
Deutsche Bank AG       6.20     1/19/2016     EUR      58.40
Deutsche Bank AG       7.20     1/19/2016     EUR      58.80
Deutsche Bank AG       7.20     2/23/2016     EUR      64.10
Deutsche Bank AG       6.20     2/23/2016     EUR      63.60
Deutsche Bank AG       7.20     2/23/2016     EUR      61.70
Deutsche Bank AG       6.20     2/23/2016     EUR      61.20
Deutsche Bank AG       7.20     2/23/2016     EUR      59.40
Deutsche Bank AG       6.20     2/23/2016     EUR      58.90
Deutsche Bank AG       7.20    10/21/2015     EUR      61.70
Deutsche Bank AG       7.20    10/21/2015     EUR      59.30
Deutsche Bank AG       7.20    10/21/2015     EUR      57.00
Deutsche Bank AG       7.20    11/25/2015     EUR      62.30
Deutsche Bank AG       7.20    11/25/2015     EUR      59.90
Deutsche Bank AG       7.20    11/25/2015     EUR      57.70
Deutsche Bank AG       7.20     3/22/2016     EUR      64.60
Deutsche Bank AG       6.20     3/22/2016     EUR      64.00
Deutsche Bank AG       7.20     3/22/2016     EUR      62.20
Deutsche Bank AG       7.20     3/22/2016     EUR      60.00
Goldman Sachs & Co     6.00    11/25/2015     EUR      57.22
Goldman Sachs & Co     7.00    11/25/2015     EUR      57.47
Goldman Sachs & Co     6.00     1/20/2016     EUR      58.09
Goldman Sachs & Co     7.00     1/20/2016     EUR      58.50
Goldman Sachs & Co    10.00     1/20/2016     EUR      59.71
Goldman Sachs & Co    12.00     1/20/2016     EUR      60.52
Goldman Sachs & Co    12.00     1/20/2016     EUR      60.52
Goldman Sachs & Co    11.00     3/23/2016     EUR      62.10
Goldman Sachs & Co    11.00     3/23/2016     EUR      62.10
Goldman Sachs & Co     6.00     6/22/2016     EUR      58.56
Goldman Sachs & Co     7.00     6/22/2016     EUR      59.39
Goldman Sachs & Co    10.00     6/22/2016     EUR      61.85
Goldman Sachs & Co    10.00     6/22/2016     EUR      61.85
Goldman Sachs & Co    10.00     6/22/2016     EUR      61.85
Goldman Sachs & Co    11.00     6/22/2016     EUR      62.68
Goldman Sachs & Co    11.00     6/22/2016     EUR      62.68
Goldman Sachs & Co    18.00     1/20/2016     EUR      73.04
Goldman Sachs & Co     6.00     9/23/2015     EUR      69.44
Goldman Sachs & Co     7.00     9/23/2015     EUR      66.38
Goldman Sachs & Co    19.00     9/23/2015     EUR      53.08
Goldman Sachs & Co    20.00    10/21/2015     EUR      52.91
Goldman Sachs & Co    24.00     9/23/2015     EUR      50.01
Goldman Sachs & Co    22.00    10/21/2015     EUR      51.56
Goldman Sachs & Co     6.00    11/25/2015     EUR      70.39
Goldman Sachs & Co    18.00    11/25/2015     EUR      54.32
Goldman Sachs & Co    23.00    12/23/2015     EUR      52.62
Goldman Sachs & Co    19.00    12/23/2015     EUR      54.33
Goldman Sachs & Co     6.00     1/20/2016     EUR      68.15
Goldman Sachs & Co    10.00     1/20/2016     EUR      61.99
Goldman Sachs & Co    15.00     1/20/2016     EUR      57.65
Goldman Sachs & Co    18.00     1/20/2016     EUR      55.42
Goldman Sachs & Co    19.00     3/23/2016     EUR      56.20
Goldman Sachs & Co    22.00     1/20/2016     EUR      54.01
Goldman Sachs & Co     6.00     6/22/2016     EUR      71.13
Goldman Sachs & Co     7.00     6/22/2016     EUR      69.14
Goldman Sachs & Co     8.00     6/22/2016     EUR      64.84
Goldman Sachs & Co    10.00     6/22/2016     EUR      64.04
Goldman Sachs & Co    18.00     6/22/2016     EUR      58.45
Goldman Sachs & Co    15.00     6/22/2016     EUR      58.89
Notenstein Privatba    8.50     1/16/2017     EUR      72.69
Vontobel Financial     4.50    12/11/2015     EUR      68.04
Vontobel Financial     4.60     3/11/2016     EUR      69.20
Vontobel Financial     6.80     3/11/2016     EUR      64.26
Vontobel Financial     5.20     6/10/2016     EUR      68.43
Vontobel Financial     7.15     6/10/2016     EUR      64.06
DZ Bank AG Deutsche   14.50     8/28/2015     EUR      59.59
DZ Bank AG Deutsche   14.00     8/28/2015     EUR      74.03
DZ Bank AG Deutsche   15.75     8/28/2015     EUR      73.41
DZ Bank AG Deutsche   13.50     8/28/2015     EUR      52.05
DZ Bank AG Deutsche   14.00     8/28/2015     EUR      59.88
UBS AG/London          3.30     8/24/2016     EUR      72.84
UBS AG/London         11.00     1/20/2016     EUR      59.56
UBS AG/London         15.00     8/26/2015     EUR      62.08
UBS AG/London          3.10     1/20/2016     EUR      74.27
DZ Bank AG Deutsche    8.80    12/23/2015     EUR      65.14
DZ Bank AG Deutsche    7.00     3/29/2016     EUR      63.59
DZ Bank AG Deutsche    8.00     6/24/2016     EUR      71.77
DZ Bank AG Deutsche    6.75     3/29/2016     EUR      72.43
DZ Bank AG Deutsche    7.50     6/24/2016     EUR      72.57
DZ Bank AG Deutsche    7.50    12/21/2015     EUR      68.75
DZ Bank AG Deutsche    8.50     6/20/2016     EUR      71.24
Bank Julius Baer &     9.50     5/27/2016     EUR      73.70
HSBC Trinkaus & Bur    9.70     9/23/2016     EUR      68.93
LBBW                   4.00     6/24/2016     EUR      74.31
LBBW                   5.00     6/24/2016     EUR      72.61
Leonteq Securities    10.40      9/1/2016     CHF      63.27
Goldman Sachs & Co    14.00     2/24/2016     EUR      69.96
Goldman Sachs & Co    23.00     2/24/2016     EUR      67.29
Goldman Sachs & Co    24.00     3/23/2016     EUR      67.50
Goldman Sachs & Co    15.00     4/20/2016     EUR      70.31
Goldman Sachs & Co    20.00     4/20/2016     EUR      68.82
Goldman Sachs & Co    10.00     9/21/2016     EUR      73.92
Goldman Sachs & Co    13.00     9/21/2016     EUR      71.95
Goldman Sachs & Co    17.00     9/21/2016     EUR      69.92
UBS AG/London         15.50     5/23/2016     USD      70.86
DZ Bank AG Deutsche   16.00    11/27/2015     EUR      74.90
DZ Bank AG Deutsche   12.50    11/27/2015     EUR      70.06
DZ Bank AG Deutsche    6.50     9/19/2016     EUR      73.70
DZ Bank AG Deutsche    8.25     6/20/2016     EUR      72.62
DZ Bank AG Deutsche    7.25     9/19/2016     EUR      73.60
DZ Bank AG Deutsche    8.00     9/19/2016     EUR      72.66
DZ Bank AG Deutsche    7.25     9/19/2016     EUR      71.86
DZ Bank AG Deutsche    6.50     9/19/2016     EUR      71.06
Goldman Sachs & Co    18.00    12/23/2015     EUR      66.17
Goldman Sachs & Co    20.00     1/20/2016     EUR      66.04
Goldman Sachs & Co    18.00     2/24/2016     EUR      67.02
Goldman Sachs & Co    19.00     3/23/2016     EUR      66.83
Goldman Sachs & Co     7.00     5/25/2016     EUR      74.53
Goldman Sachs & Co    22.00     5/25/2016     EUR      74.31
Bank Julius Baer &    10.00     5/20/2016     USD      61.45
Vontobel Financial     9.05     5/27/2016     EUR      74.18
DZ Bank AG Deutsche    6.75     3/29/2016     EUR      72.34
DZ Bank AG Deutsche    5.50     6/24/2016     EUR      71.24
DZ Bank AG Deutsche    8.25     6/24/2016     EUR      68.15
DZ Bank AG Deutsche   12.00    12/28/2015     EUR      74.47
DZ Bank AG Deutsche   12.00     6/24/2016     EUR      74.08
WGZ-Bank AG Westdeu    6.25     3/22/2016     EUR      74.83
DZ Bank AG Deutsche    8.75     3/21/2016     EUR      74.03
DZ Bank AG Deutsche    9.25     6/20/2016     EUR      74.54
DZ Bank AG Deutsche    9.25     3/21/2016     EUR      71.51
DZ Bank AG Deutsche    8.50     3/21/2016     EUR      71.08
DZ Bank AG Deutsche    7.50     3/21/2016     EUR      70.51
DZ Bank AG Deutsche    9.75     6/20/2016     EUR      72.23
Notenstein Privatba    9.00    11/22/2016     CHF      62.93
UBS AG/London          9.75     5/13/2016     CHF      67.28
UBS AG/London         11.75     6/24/2016     EUR      66.27
UBS AG/London         16.50     3/29/2016     EUR      61.53
UBS AG/London          6.25     6/24/2016     EUR      74.83
UBS AG/London          6.50     3/29/2016     EUR      74.98
UBS AG/London         13.00     3/29/2016     EUR      64.84
UBS AG/London         14.75     3/29/2016     EUR      63.07
UBS AG/London         11.00     3/29/2016     EUR      66.72
UBS AG/London          9.25     3/29/2016     EUR      69.04
UBS AG/London          8.00     3/29/2016     EUR      71.95
UBS AG/London         14.75     6/24/2016     EUR      63.62
UBS AG/London         10.25     6/24/2016     EUR      67.94
UBS AG/London          9.00     6/24/2016     EUR      70.07
UBS AG/London          7.50     6/24/2016     EUR      72.23
DZ Bank AG Deutsche    8.25    12/28/2015     EUR      57.27
DZ Bank AG Deutsche    8.00     1/22/2016     EUR      64.80
HSBC Trinkaus & Bur   10.50     9/25/2015     EUR      61.28
HSBC Trinkaus & Bur    9.10    12/28/2015     EUR      63.67
HSBC Trinkaus & Bur    9.70     3/25/2016     EUR      63.71
HSBC Trinkaus & Bur   13.90     8/28/2015     EUR      61.29
HSBC Trinkaus & Bur    6.50     8/28/2015     EUR      69.53
HSBC Trinkaus & Bur    6.30    10/23/2015     EUR      67.10
HSBC Trinkaus & Bur   11.50    11/27/2015     EUR      61.01
HSBC Trinkaus & Bur    6.20    11/27/2015     EUR      67.55
HSBC Trinkaus & Bur   16.50    12/28/2015     EUR      73.06
HSBC Trinkaus & Bur   17.30    12/28/2015     EUR      72.35
HSBC Trinkaus & Bur   21.60     9/25/2015     EUR      69.00
HSBC Trinkaus & Bur   16.90    12/28/2015     EUR      72.85
Commerzbank AG         8.50    12/24/2015     EUR      67.57
Commerzbank AG        10.75    12/24/2015     EUR      65.01
Commerzbank AG         8.25     6/23/2016     EUR      68.25
Commerzbank AG         9.50     6/23/2016     EUR      66.86
Commerzbank AG         5.00    12/22/2016     EUR      73.89
Commerzbank AG         6.00    12/22/2016     EUR      71.85
Commerzbank AG         7.00    12/22/2016     EUR      70.02
Commerzbank AG         8.00    12/22/2016     EUR      68.47
DekaBank Deutsche G    4.15     12/3/2015     EUR      60.80
Vontobel Financial    26.90    12/28/2015     EUR      74.08
Goldman Sachs & Co    10.00     9/23/2015     EUR      61.24
Goldman Sachs & Co    14.00    11/25/2015     EUR      63.91
Goldman Sachs & Co     8.00     1/20/2016     EUR      63.56
Goldman Sachs & Co    10.00     1/20/2016     EUR      64.37
Goldman Sachs & Co    12.00     1/20/2016     EUR      65.18
Goldman Sachs & Co    12.00     1/20/2016     EUR      65.18
Goldman Sachs & Co     8.00     2/24/2016     EUR      64.36
Goldman Sachs & Co    10.00     2/24/2016     EUR      65.36
Goldman Sachs & Co    12.00     2/24/2016     EUR      66.35
Goldman Sachs & Co    12.00     2/24/2016     EUR      66.35
Goldman Sachs & Co     8.00     3/23/2016     EUR      65.01
Goldman Sachs & Co    10.00     3/23/2016     EUR      66.17
Goldman Sachs & Co    10.00     3/23/2016     EUR      66.17
Goldman Sachs & Co    11.00     3/23/2016     EUR      66.74
Goldman Sachs & Co    11.00     3/23/2016     EUR      66.74
Goldman Sachs & Co     8.00     6/22/2016     EUR      64.64
Goldman Sachs & Co    10.00     6/22/2016     EUR      66.29
Goldman Sachs & Co    10.00     6/22/2016     EUR      66.29
Goldman Sachs & Co    11.00     6/22/2016     EUR      67.11
Goldman Sachs & Co    11.00     6/22/2016     EUR      67.11
Goldman Sachs & Co    25.00     9/23/2015     EUR      72.07
Goldman Sachs & Co    22.00     1/20/2016     EUR      74.66
Goldman Sachs & Co    22.00     1/20/2016     EUR      72.48
Goldman Sachs & Co    20.00     2/24/2016     EUR      73.58
Goldman Sachs & Co     9.00     9/23/2015     EUR      69.68
Goldman Sachs & Co    13.00     9/23/2015     EUR      63.98
Goldman Sachs & Co    16.00     9/23/2015     EUR      61.64
Goldman Sachs & Co    24.00     9/23/2015     EUR      55.40
Goldman Sachs & Co    10.00    10/21/2015     EUR      67.38
Goldman Sachs & Co    15.00    10/21/2015     EUR      62.67
Goldman Sachs & Co    20.00    10/21/2015     EUR      58.84
Goldman Sachs & Co    18.00    11/25/2015     EUR      60.24
Goldman Sachs & Co    25.00    10/21/2015     EUR      55.48
Goldman Sachs & Co    14.00    11/25/2015     EUR      63.83
Goldman Sachs & Co    25.00    11/25/2015     EUR      56.08
Goldman Sachs & Co     8.00    12/23/2015     EUR      71.40
Goldman Sachs & Co    13.00    12/23/2015     EUR      64.53
Goldman Sachs & Co    19.00    12/23/2015     EUR      59.85
Goldman Sachs & Co    24.00    12/23/2015     EUR      57.64
Goldman Sachs & Co     8.00     1/20/2016     EUR      72.01
Goldman Sachs & Co    20.00     1/20/2016     EUR      59.68
Goldman Sachs & Co     8.00     2/24/2016     EUR      72.79
Goldman Sachs & Co    10.00     2/24/2016     EUR      67.96
Goldman Sachs & Co    15.00     2/24/2016     EUR      63.29
Goldman Sachs & Co    15.00     3/23/2016     EUR      64.52
Goldman Sachs & Co    19.00     3/23/2016     EUR      60.90
Goldman Sachs & Co    20.00     2/24/2016     EUR      59.87
Bank J Safra Sarasi    5.75    12/17/2015     CHF      56.09
Goldman Sachs & Co    12.00    11/25/2015     EUR      73.05
Goldman Sachs & Co    11.00    12/23/2015     EUR      73.59
Goldman Sachs & Co    11.00    12/23/2015     EUR      73.59
Goldman Sachs & Co    11.00     1/20/2016     EUR      74.40
Goldman Sachs & Co     7.00     1/20/2016     EUR      54.55
DZ Bank AG Deutsche    8.75    12/28/2015     EUR      66.21
Leonteq Securities    13.40    12/29/2015     USD      66.27
Goldman Sachs & Co    23.00    12/23/2015     EUR      66.02
Goldman Sachs & Co    21.00     1/20/2016     EUR      66.99
Goldman Sachs & Co    17.00     6/22/2016     EUR      70.36
Goldman Sachs & Co    22.00    11/25/2015     EUR      69.00
DZ Bank AG Deutsche    9.20    11/25/2015     EUR      65.33
Deutsche Bank AG       8.20    12/22/2015     EUR      56.50
Deutsche Bank AG       8.20     3/22/2016     EUR      58.50
Deutsche Bank AG       8.20    12/20/2016     EUR      62.40
Deutsche Bank AG       8.20     6/22/2016     EUR      58.30
HSBC Trinkaus & Bur    6.30     9/25/2015     EUR      69.79
HSBC Trinkaus & Bur   10.40    12/28/2015     EUR      64.20
HSBC Trinkaus & Bur    6.60    12/28/2015     EUR      70.45
HSBC Trinkaus & Bur   13.20    11/27/2015     EUR      60.90
HSBC Trinkaus & Bur   16.00    12/28/2015     EUR      67.36
HSBC Trinkaus & Bur    8.10    11/27/2015     EUR      74.64
HSBC Trinkaus & Bur    7.30     9/25/2015     EUR      56.55
HSBC Trinkaus & Bur   20.20     9/25/2015     EUR      74.39
DZ Bank AG Deutsche    9.50    12/28/2015     EUR      58.39
DZ Bank AG Deutsche    8.75     6/24/2016     EUR      60.28
DZ Bank AG Deutsche    7.00    12/28/2015     EUR      64.89
DZ Bank AG Deutsche   11.25    12/28/2015     EUR      60.55
Commerzbank AG         4.75    12/24/2015     EUR      70.09
Commerzbank AG         5.50    12/24/2015     EUR      68.35
Commerzbank AG         6.25    12/24/2015     EUR      66.74
Commerzbank AG         7.25    12/24/2015     EUR      65.29
Commerzbank AG         8.25    12/24/2015     EUR      63.93
Commerzbank AG         9.25    12/24/2015     EUR      62.66
Commerzbank AG        10.25    12/24/2015     EUR      61.47
Commerzbank AG        11.25    12/24/2015     EUR      60.35
Vontobel Financial     6.00     1/22/2016     EUR      66.27
Commerzbank AG         8.50    12/24/2015     EUR      71.67
Commerzbank AG        11.25    12/24/2015     EUR      67.30
Commerzbank AG        14.25    12/24/2015     EUR      63.59
Priam JSC             10.50     12/3/2026     RUB      60.00
Immigon Portfolioab    1.61     7/20/2018     EUR      68.75
Lehman Brothers Tre   11.00     2/16/2009     CHF       4.76
Lehman Brothers Tre   10.00     2/16/2009     CHF       4.76
Lehman Brothers Tre   13.00     2/16/2009     CHF       4.76
Lehman Brothers Tre    7.00     9/20/2011     USD       4.76
Immigon Portfolioab    0.99      7/3/2019     EUR      58.00
Lehman Brothers Tre    7.75     2/21/2016     EUR       4.76
Lehman Brothers Tre    8.00    12/27/2032     JPY       4.76
Lehman Brothers Tre    1.50      2/8/2012     CHF       4.76
Immigon Portfolioab    0.80    10/15/2019     EUR      54.25
Immigon Portfolioab    4.50    10/21/2020     EUR      56.50
Lehman Brothers Tre    0.01     9/20/2011     USD       4.76
City of Predeal Rom    2.50     5/15/2026     RON      60.00
Klaebu Sparebank       2.57                   NOK      65.42
Bamble Sparebank       2.42                   NOK      55.14
Lehman Brothers Tre    0.50      6/2/2020     EUR       4.76
Lehman Brothers Tre   11.00      7/4/2011     USD       4.76
Lehman Brothers Tre   11.00      7/4/2011     CHF       4.76
Lehman Brothers Tre    5.50      7/8/2013     EUR       4.76
Lehman Brothers Tre   16.00    12/26/2008     USD       4.76
Lehman Brothers Tre   13.43      1/8/2009     ILS       4.76
Lehman Brothers Tre    0.50      7/2/2020     EUR       4.76
Lehman Brothers Tre    7.75      1/3/2012     AUD       4.76
Lehman Brothers Tre    3.10      6/4/2010     USD       4.76
Lehman Brothers Tre    5.00    11/22/2012     EUR       4.76
Lehman Brothers Tre    6.00      8/7/2013     EUR       4.76
Lehman Brothers Tre   16.80     8/21/2009     USD       4.76
Lehman Brothers Tre    5.25      7/8/2014     EUR       4.76
Lehman Brothers Tre    4.00     8/11/2010     USD      19.00
Lehman Brothers Tre    2.30      6/6/2013     USD       4.76
Lehman Brothers Tre    7.50     5/30/2010     AUD       4.76
Lehman Brothers Tre   11.00      5/9/2020     USD       4.76
Lehman Brothers Tre    4.30      6/4/2012     USD       4.76
Lehman Brothers Tre    4.00      6/5/2011     USD       4.76
Agentstvo po Ipotec   11.03    12/15/2029     RUB      99.95
Immigon Portfolioab    1.37     1/28/2019     EUR      63.00
Lehman Brothers Tre   12.00     7/13/2037     JPY       4.76
Immigon Portfolioab    1.24      3/1/2022     EUR      37.00
Immigon Portfolioab    0.99      3/1/2021     EUR      42.75
Lehman Brothers Tre    6.70     4/21/2011     USD       4.76
Lehman Brothers Tre    3.00     9/12/2036     JPY      19.00
Lehman Brothers Tre   13.00    12/14/2012     USD       4.76
Lehman Brothers Tre    4.82    12/18/2036     EUR       4.76
Lehman Brothers Tre    5.25      4/1/2023     EUR       4.76
Lehman Brothers Tre    8.00     3/21/2018     USD       4.76
Lehman Brothers Tre   11.75      3/1/2010     EUR       4.76
Lehman Brothers Tre    4.00     3/10/2011     EUR       4.76
Lehman Brothers Tre    7.05      4/8/2015     USD       4.76
Lehman Brothers Tre    7.80     3/31/2018     USD       4.76
Lehman Brothers Tre    9.50      4/1/2018     USD       4.76
Lehman Brothers Tre    3.50     6/20/2011     EUR       4.76
Lehman Brothers Tre    7.50     2/14/2010     AUD       4.76
Lehman Brothers Tre    7.60     1/31/2013     AUD       4.76
Lehman Brothers Tre   10.00    10/23/2008     USD       4.76
Lehman Brothers Tre   10.00    10/22/2008     USD       4.76
Lehman Brothers Tre    6.45     2/20/2010     AUD       4.76
Lehman Brothers Tre    6.60     5/23/2012     AUD       4.76
Lehman Brothers Tre    3.45     5/23/2013     USD       4.76
Lehman Brothers Tre   16.00    10/28/2008     USD       4.76
Lehman Brothers Tre    5.50     4/23/2014     EUR       4.76
Lehman Brothers Tre    5.00     2/15/2018     EUR       4.76
Lehman Brothers Tre    9.00      5/6/2011     CHF       4.76
Lehman Brothers Tre   16.20     5/14/2009     USD       4.76
UBS AG                 4.25    12/23/2016     EUR      67.04
UBS AG                11.75     3/29/2016     EUR      66.89
UBS AG                13.75     6/24/2016     EUR      62.06
UBS AG                 8.25    12/22/2017     EUR      57.41
UBS AG                 4.25     6/24/2016     EUR      65.30
UBS AG                10.50    12/22/2017     EUR      73.95
UBS AG                10.50    12/23/2016     EUR      71.66
UBS AG                10.50    12/23/2016     EUR      70.47
UBS AG                14.00     3/29/2016     EUR      60.75
UBS AG                10.50    12/22/2017     EUR      72.29
UBS AG                10.50    12/22/2017     EUR      73.18
UBS AG                11.25     6/24/2016     EUR      69.41
UBS AG                 4.25    12/23/2016     EUR      61.53
LBBW                   4.30     9/23/2016     EUR      62.86
Notenstein Privatba   10.12     8/26/2015     USD      50.81
LBBW                   4.00     9/25/2015     EUR      57.13
Credit Suisse AG/Na    8.25     9/14/2015     CHF      64.00
Notenstein Privatba    8.75     9/14/2015     EUR      52.27
Lehman Brothers Tre    8.00      8/3/2009     USD       4.76
Lehman Brothers Tre    5.50     6/15/2009     CHF       4.76
Lehman Brothers Tre    1.50    10/25/2011     EUR       4.76
Deutsche Bank AG       9.00     9/11/2015     EUR      39.55
DekaBank Deutsche G    3.40      3/5/2018     EUR      68.11
Banque Cantonale Va    4.80     3/10/2017     CHF      52.97
Goldman Sachs & Co     5.00     9/23/2015     EUR      50.38
Goldman Sachs & Co     7.00     9/23/2015     EUR      50.56
Goldman Sachs & Co     7.00     9/23/2015     EUR      50.56
Goldman Sachs & Co    10.00     9/23/2015     EUR      50.80
Goldman Sachs & Co    10.00     9/23/2015     EUR      50.80
Goldman Sachs & Co     5.00     9/23/2015     EUR      63.35
Goldman Sachs & Co     6.00     9/23/2015     EUR      58.25
Goldman Sachs & Co     7.00     9/23/2015     EUR      56.12
Goldman Sachs & Co    10.00     9/23/2015     EUR      50.57
Goldman Sachs & Co    11.00     9/23/2015     EUR      48.98
HSBC Trinkaus & Bur    7.50     9/25/2015     EUR      50.79
HSBC Trinkaus & Bur    6.50     9/25/2015     EUR      60.75
Lehman Brothers Tre    2.50    12/15/2011     GBP       4.76
UBS AG                24.00     9/25/2015     EUR      71.80
UBS AG                 6.50    12/29/2015     EUR      70.57
UBS AG                16.00     9/25/2015     EUR      44.42
UBS AG                 9.25    12/29/2015     EUR      71.67
UBS AG                22.75    12/29/2015     EUR      38.22
UBS AG                24.50     9/25/2015     EUR      45.20
UBS AG                22.50    12/29/2015     EUR      70.47
UBS AG                21.00    12/29/2015     EUR      66.70
UBS AG                 7.50     9/25/2015     EUR      65.29
UBS AG                 5.75    12/29/2015     EUR      74.66
UBS AG                 8.50     9/25/2015     EUR      72.96
UBS AG                21.75     9/25/2015     EUR      64.90
UBS AG                10.00    12/29/2015     EUR      57.91
UBS AG                 5.75     9/25/2015     EUR      74.29
UBS AG                 8.25    12/29/2015     EUR      63.56
UBS AG                24.75     9/25/2015     EUR      60.04
UBS AG                19.25     9/25/2015     EUR      59.05
UBS AG                20.00     9/25/2015     EUR      68.99
UBS AG                20.25     9/25/2015     EUR      38.56
UBS AG                23.25     9/25/2015     EUR      59.31
UBS AG                22.50     9/25/2015     EUR      48.15
UBS AG                12.75    12/29/2015     EUR      51.47
UBS AG                 6.50     9/25/2015     EUR      69.49
UBS AG                19.75    12/29/2015     EUR      41.28
UBS AG                23.75     9/25/2015     EUR      68.28
UBS AG                14.50    12/29/2015     EUR      73.24
UBS AG                20.50    12/29/2015     EUR      56.93
UBS AG                18.25     9/25/2015     EUR      59.65
UBS AG                21.00     9/25/2015     EUR      68.72
UBS AG                23.50     9/25/2015     EUR      52.02
UBS AG                18.50    12/29/2015     EUR      73.50
UBS AG                14.00     9/25/2015     EUR      72.53
UBS AG                15.75    12/29/2015     EUR      70.79
UBS AG                16.25     9/25/2015     EUR      69.59
UBS AG                20.00     9/25/2015     EUR      56.71
UBS AG                24.75     9/25/2015     EUR      49.53
UBS AG                24.75     9/25/2015     EUR      54.20
UBS AG                19.50     9/25/2015     EUR      71.41
UBS AG                23.25     9/25/2015     EUR      51.69
UBS AG                18.50    12/29/2015     EUR      53.31
UBS AG                 8.25    12/29/2015     EUR      74.77
UBS AG                12.50    12/29/2015     EUR      68.03
UBS AG                 8.00     9/25/2015     EUR      69.91
UBS AG                22.75     9/25/2015     EUR      73.48
UBS AG                11.00    12/29/2015     EUR      67.34
UBS AG                 9.50    12/29/2015     EUR      70.77
UBS AG                13.75     9/25/2015     EUR      73.85
UBS AG                20.75    12/29/2015     EUR      50.31
UBS AG                 8.75     9/25/2015     EUR      72.74
UBS AG                14.50    12/29/2015     EUR      71.61
UBS AG                12.25    12/29/2015     EUR      64.25
UBS AG                16.50     9/25/2015     EUR      55.29
UBS AG                13.50     9/25/2015     EUR      62.45
UBS AG                10.25     9/25/2015     EUR      68.35
UBS AG                19.75    12/29/2015     EUR      60.72
UBS AG                20.50    12/29/2015     EUR      53.34
UBS AG                19.75    12/29/2015     EUR      51.77
UBS AG                23.00     9/25/2015     EUR      48.07
UBS AG                22.75    12/29/2015     EUR      54.85
UBS AG                13.50    12/29/2015     EUR      61.52
UBS AG                24.25     9/25/2015     EUR      63.74
UBS AG                22.75    12/29/2015     EUR      64.34
UBS AG                 7.75    12/29/2015     EUR      71.85
UBS AG                12.25     9/25/2015     EUR      68.03
UBS AG                 9.75     9/25/2015     EUR      73.44
UBS AG                18.00     9/25/2015     EUR      63.63
UBS AG                11.25    12/29/2015     EUR      70.94
UBS AG                10.00     9/25/2015     EUR      73.62
UBS AG                14.75     9/25/2015     EUR      52.00
UBS AG                11.75    12/29/2015     EUR      74.50
UBS AG                 7.00    12/29/2015     EUR      61.60
UBS AG                 9.75     9/25/2015     EUR      51.80
UBS AG                24.25     9/25/2015     EUR      31.55
UBS AG                22.25    12/29/2015     EUR      62.67
UBS AG                21.25    12/29/2015     EUR      67.24
UBS AG                18.25     9/25/2015     EUR      72.46
UBS AG                12.00    12/29/2015     EUR      48.52
UBS AG                23.25     9/25/2015     EUR      64.68
UBS AG                22.25    12/29/2015     EUR      58.64
UBS AG                24.75     9/25/2015     EUR      45.98
UBS AG                23.25     9/25/2015     EUR      71.39
UBS AG                22.50     9/25/2015     EUR      64.84
UBS AG                19.50    12/29/2015     EUR      62.34
UBS AG                12.50     9/25/2015     EUR      57.68
UBS AG                16.50     9/25/2015     EUR      51.16
UBS AG                 5.25     9/25/2015     EUR      68.46
UBS AG                23.50     9/25/2015     EUR      36.32
UBS AG                22.75     9/25/2015     EUR      57.05
UBS AG                 6.25    12/29/2015     EUR      63.91
UBS AG                17.00     9/25/2015     EUR      67.70
UBS AG                14.00     9/25/2015     EUR      67.26
UBS AG                11.00     9/25/2015     EUR      60.27
UBS AG                24.50     9/25/2015     EUR      52.89
UBS AG                21.75    12/29/2015     EUR      58.44
UBS AG                 4.75    12/29/2015     EUR      72.45
UBS AG                18.50     9/25/2015     EUR      69.19
UBS AG                20.00    12/29/2015     EUR      62.14
UBS AG                24.00    12/29/2015     EUR      71.07
UBS AG                21.50    12/29/2015     EUR      74.26
UBS AG                23.25    12/29/2015     EUR      65.47
UBS AG                 5.75    12/29/2015     EUR      66.51
UBS AG                17.50     9/25/2015     EUR      39.12
UBS AG                24.25     9/25/2015     EUR      61.81
UBS AG                12.50    12/29/2015     EUR      57.97
UBS AG                 9.50    12/29/2015     EUR      54.04
UBS AG                23.00    12/29/2015     EUR      50.17
UBS AG                11.25    12/29/2015     EUR      60.00
UBS AG                14.50    12/29/2015     EUR      72.98
UBS AG                 5.25    12/29/2015     EUR      69.34
EFG International F    6.48     5/29/2018     EUR      43.25
Leonteq Securities     6.89    12/30/2015     USD      57.51
Bank Julius Baer &     7.30     1/19/2016     CHF      57.60
Bank Julius Baer &     7.50     1/19/2016     USD      57.30
Credit Suisse AG/Lo    2.75     1/29/2019     SEK      50.60
UBS AG                24.00    12/29/2015     EUR      50.73
UBS AG                19.25     3/29/2016     EUR      57.56
UBS AG                23.50     9/25/2015     EUR      71.86
UBS AG                19.75     6/24/2016     EUR      58.20
UBS AG                18.00     6/24/2016     EUR      60.22
UBS AG                17.50     3/29/2016     EUR      71.51
UBS AG                 4.50     6/24/2016     EUR      69.87
UBS AG                17.50     6/24/2016     EUR      47.87
UBS AG                21.75     3/29/2016     EUR      43.16
UBS AG                24.50     9/25/2015     EUR      57.73
UBS AG                24.50    12/29/2015     EUR      58.72
UBS AG                22.00    12/29/2015     EUR      55.72
UBS AG                19.75     3/29/2016     EUR      59.97
UBS AG                22.50    12/29/2015     EUR      62.98
UBS AG                24.75     9/25/2015     EUR      47.97
UBS AG                23.75    12/29/2015     EUR      41.89
Barclays Bank PLC      1.64      6/3/2041     USD      69.77
WGF Westfaelische G    6.35      8/1/2017     EUR       2.06
Lehman Brothers Tre    5.25    11/21/2009     USD       4.76
LBBW                   4.00     2/26/2016     EUR      68.39
LBBW                   5.00     2/26/2016     EUR      64.75
UBS AG                 7.00     6/24/2016     EUR      55.69
UBS AG                 4.75     6/24/2016     EUR      59.31
UBS AG                13.25    12/29/2015     EUR      49.59
UBS AG                 8.75     9/25/2015     EUR      60.65
UBS AG                10.25     3/29/2016     EUR      73.16
UBS AG                 5.75     6/24/2016     EUR      62.87
UBS AG                 6.50     3/29/2016     EUR      49.23
UBS AG                 8.75     9/25/2015     EUR      46.06
UBS AG                 4.00     3/29/2016     EUR      68.16
UBS AG                10.50     6/24/2016     EUR      71.63
UBS AG                 6.75     9/25/2015     EUR      73.21
UBS AG                11.75     6/24/2016     EUR      68.52
UBS AG                 8.50     6/24/2016     EUR      56.94
UBS AG                 4.75    12/29/2015     EUR      62.12
UBS AG                 4.75     3/29/2016     EUR      63.25
UBS AG                 6.25    12/29/2015     EUR      74.04
UBS AG                 9.50    12/29/2015     EUR      52.41
UBS AG                 5.00     6/24/2016     EUR      62.25
UBS AG                 6.50     9/25/2015     EUR      45.89
UBS AG                14.75     3/29/2016     EUR      46.95
UBS AG                 6.00     6/24/2016     EUR      54.86
UBS AG                12.25     9/25/2015     EUR      66.68
UBS AG                13.25     6/24/2016     EUR      67.32
UBS AG                 6.00    12/29/2015     EUR      69.58
UBS AG                 8.50    12/29/2015     EUR      62.86
UBS AG                 4.00     9/25/2015     EUR      66.33
UBS AG                 5.25     3/29/2016     EUR      63.54
UBS AG                 7.25    12/29/2015     EUR      62.55
UBS AG                 6.50    12/29/2015     EUR      47.60
UBS AG                 5.75     9/25/2015     EUR      52.31
UBS AG                 4.00     6/24/2016     EUR      65.33
UBS AG                 5.75     3/29/2016     EUR      55.26
UBS AG                 5.75    12/29/2015     EUR      53.83
UBS AG                 4.75     9/25/2015     EUR      60.89
UBS AG                 4.50     6/24/2016     EUR      66.95
UBS AG                 4.25     3/29/2016     EUR      61.24
UBS AG                10.75    12/29/2015     EUR      62.86
UBS AG                14.75     9/25/2015     EUR      51.19
UBS AG                14.75     6/24/2016     EUR      62.63
UBS AG                 6.00    12/29/2015     EUR      71.46
UBS AG                13.25     9/25/2015     EUR      39.23
UBS AG                 6.50    12/29/2015     EUR      70.68
UBS AG                11.50     3/29/2016     EUR      69.95
Leonteq Securities    10.58      2/3/2017     USD      62.25
Credit Suisse AG/Na    8.75     8/24/2015     CHF      67.70
DZ Bank AG Deutsche    6.25     10/9/2015     EUR      60.62
UBS AG                20.50     6/24/2016     EUR      59.16
UBS AG                16.75    12/23/2016     EUR      66.27
UBS AG                17.00     6/24/2016     EUR      68.19
UBS AG                14.50    12/23/2016     EUR      70.12
UBS AG                 6.00    12/23/2016     EUR      63.72
UBS AG                12.25    12/23/2016     EUR      72.80
UBS AG                13.00    12/23/2016     EUR      71.60
UBS AG                20.25     3/29/2016     EUR      63.21
UBS AG                13.25     3/29/2016     EUR      74.32
UBS AG                24.25    12/29/2015     EUR      52.39
UBS AG                16.00    12/23/2016     EUR      52.52
UBS AG                18.75     6/24/2016     EUR      65.51
UBS AG                 4.00    12/23/2016     EUR      70.92
UBS AG                 4.50    12/23/2016     EUR      68.87
UBS AG                12.50    12/23/2016     EUR      72.98
UBS AG                 7.75    12/22/2017     EUR      62.68
UBS AG                22.50     3/29/2016     EUR      55.65
UBS AG                 5.00    12/23/2016     EUR      66.99
UBS AG                18.25     3/29/2016     EUR      66.28
UBS AG                 4.75    12/22/2017     EUR      70.66
UBS AG                 5.50    12/23/2016     EUR      65.27
Notenstein Privatba   11.00     8/28/2015     CHF      46.85
Credit Suisse AG/Na    7.75     8/28/2015     CHF      63.12
UBS AG                 6.20    12/11/2015     EUR      73.64
UBS AG                 6.60     12/9/2016     EUR      73.71
UBS AG                12.80    12/11/2015     EUR      68.67
UBS AG                 8.00     12/9/2016     EUR      72.61
UBS AG                 6.60     6/10/2016     EUR      74.06
UniCredit Bank AG      4.50     6/23/2016     EUR      73.64
UniCredit Bank AG      5.00     6/23/2016     EUR      70.19
UniCredit Bank AG      4.90     6/23/2016     EUR      70.83
UniCredit Bank AG      4.40     6/23/2016     EUR      74.37
UniCredit Bank AG      4.60     6/23/2016     EUR      72.93
UniCredit Bank AG      4.70     6/23/2016     EUR      72.20
UniCredit Bank AG      4.80     6/23/2016     EUR      71.51
UBS AG/London         10.00      6/3/2016     CHF      72.20
UBS AG/London          6.00      6/3/2016     EUR      72.17
LBBW                   3.50     2/26/2016     EUR      74.25
LBBW                   4.50     2/26/2016     EUR      72.79
LBBW                   5.50     6/23/2017     EUR      73.87
Leonteq Securities    16.40     9/15/2016     CHF      74.93
Leonteq Securities    10.40     9/15/2016     CHF      68.57
UniCredit Bank AG      4.00    12/22/2016     EUR      73.69
UniCredit Bank AG      4.00    12/22/2016     EUR      70.55
Commerzbank AG        10.50     5/26/2016     EUR      73.08
Commerzbank AG         7.25     5/26/2016     EUR      74.43
Commerzbank AG         8.00     5/26/2016     EUR      73.66
Commerzbank AG         9.00     5/26/2016     EUR      73.11
Commerzbank AG         9.75     5/26/2016     EUR      72.40
Credit Suisse AG/Lo    7.50    12/15/2015     USD      73.99
HSBC Trinkaus & Bur   10.80     9/23/2016     EUR      72.59
HSBC Trinkaus & Bur    8.10     2/26/2016     EUR      73.06
HSBC Trinkaus & Bur    8.60     5/27/2016     EUR      73.27
DZ Bank AG Deutsche   10.00     6/24/2016     EUR      74.95
UBS AG                12.50     6/24/2016     EUR      65.07
UBS AG                17.00     6/24/2016     EUR      63.00
UBS AG                 8.50     6/24/2016     EUR      69.03
UBS AG                14.50     6/24/2016     EUR      70.64
UBS AG                12.00     6/24/2016     EUR      59.68
UBS AG                16.50     6/24/2016     EUR      67.77
Goldman Sachs & Co    15.00     9/23/2015     EUR      73.87
Goldman Sachs & Co     5.00    12/23/2015     EUR      71.52
Goldman Sachs & Co     5.00     1/20/2016     EUR      71.11
Goldman Sachs & Co     5.00     2/24/2016     EUR      70.85
Commerzbank AG        10.00    11/26/2015     EUR      74.47
Goldman Sachs & Co    22.00     2/24/2016     EUR      74.58
Goldman Sachs & Co    25.00    12/23/2015     EUR      69.72
Goldman Sachs & Co    20.00     1/20/2016     EUR      71.99
Goldman Sachs & Co    21.00     2/24/2016     EUR      72.07
Vontobel Financial     7.25    12/28/2015     EUR      68.48
Vontobel Financial     5.15    12/28/2015     EUR      67.78
Societe Generale Ef    5.65    12/29/2015     EUR      72.45
Societe Generale Ef    6.34      1/6/2016     EUR      72.53
Societe Generale Ef    9.29     6/24/2016     EUR      73.30
Societe Generale Ef   10.00      7/7/2016     EUR      73.46
Commerzbank AG         5.50     2/25/2016     EUR      73.72
Commerzbank AG         6.50     2/25/2016     EUR      72.36
Commerzbank AG         7.25     2/25/2016     EUR      70.96
Commerzbank AG         8.25     2/25/2016     EUR      69.73
Commerzbank AG         9.50     2/25/2016     EUR      68.73
Commerzbank AG        10.50     2/25/2016     EUR      67.65
Commerzbank AG        11.25     2/25/2016     EUR      73.15
Commerzbank AG        10.00     2/25/2016     EUR      73.72
Commerzbank AG        12.25     2/25/2016     EUR      71.56
Commerzbank AG         7.00     2/25/2016     EUR      61.43
Commerzbank AG        10.00     2/25/2016     EUR      58.46
DZ Bank AG Deutsche    6.50    12/28/2015     EUR      74.08
DZ Bank AG Deutsche    7.25    12/28/2015     EUR      74.28
DZ Bank AG Deutsche    6.75     6/24/2016     EUR      74.69
DZ Bank AG Deutsche    7.75    12/28/2015     EUR      71.74
DZ Bank AG Deutsche    6.25     3/29/2016     EUR      64.57
DZ Bank AG Deutsche    7.50     3/29/2016     EUR      73.38
DZ Bank AG Deutsche    6.75     6/24/2016     EUR      64.13
DZ Bank AG Deutsche    7.75     6/24/2016     EUR      72.91
DZ Bank AG Deutsche    7.00    12/28/2015     EUR      68.69
DZ Bank AG Deutsche    7.00     3/29/2016     EUR      70.37
DZ Bank AG Deutsche    7.25     6/24/2016     EUR      70.26
DZ Bank AG Deutsche   16.00     9/25/2015     EUR      67.69
DZ Bank AG Deutsche   11.00     9/25/2015     EUR      72.67
DZ Bank AG Deutsche   16.00     9/25/2015     EUR      74.86
DZ Bank AG Deutsche    7.75     9/25/2015     EUR      68.99
DZ Bank AG Deutsche   16.00     9/25/2015     EUR      62.42
DZ Bank AG Deutsche   14.00     9/25/2015     EUR      53.81
DZ Bank AG Deutsche    6.75    12/28/2015     EUR      70.57
DZ Bank AG Deutsche    5.50     3/29/2016     EUR      71.40
DZ Bank AG Deutsche    5.75     6/24/2016     EUR      70.12
DZ Bank AG Deutsche   12.00     9/25/2015     EUR      74.15
BNP Paribas Emissio    7.50     3/24/2016     EUR      73.29
BNP Paribas Emissio    9.00     3/24/2016     EUR      71.15
BNP Paribas Emissio    7.00     6/23/2016     EUR      75.00
BNP Paribas Emissio    7.50     9/22/2016     EUR      74.01
BNP Paribas Emissio    9.00     9/22/2016     EUR      72.82
BNP Paribas Emissio    8.00    12/22/2016     EUR      73.47
BNP Paribas Emissio    9.50    10/22/2015     EUR      70.62
BNP Paribas Emissio   12.00    10/22/2015     EUR      67.88
BNP Paribas Emissio   15.00    10/22/2015     EUR      65.48
BNP Paribas Emissio   18.00    10/22/2015     EUR      63.32
BNP Paribas Emissio    7.00    12/24/2015     EUR      74.70
BNP Paribas Emissio   18.00    12/24/2015     EUR      64.03
BNP Paribas Emissio   16.00    10/22/2015     EUR      72.15
BNP Paribas Emissio   18.00    10/22/2015     EUR      70.34
BNP Paribas Emissio   13.00    12/24/2015     EUR      73.65
BNP Paribas Emissio   15.00    12/24/2015     EUR      72.25
BNP Paribas Emissio   12.00     3/24/2016     EUR      73.93
BNP Paribas Emissio    9.00    10/22/2015     EUR      72.30
BNP Paribas Emissio   18.00    10/22/2015     EUR      65.37
BNP Paribas Emissio    9.00    12/24/2015     EUR      73.76
BNP Paribas Emissio   13.00    12/24/2015     EUR      70.70
BNP Paribas Emissio   10.00     3/24/2016     EUR      72.20
BNP Paribas Emissio   10.00     6/23/2016     EUR      72.67
BNP Paribas Emissio   12.00     6/23/2016     EUR      70.69
BNP Paribas Emissio   14.00    10/22/2015     EUR      74.91
BNP Paribas Emissio   14.00     3/24/2016     EUR      74.80
BNP Paribas Emissio   15.00    10/22/2015     EUR      73.77
BNP Paribas Emissio   19.00    10/22/2015     EUR      70.77
BNP Paribas Emissio    7.50    10/22/2015     EUR      73.79
BNP Paribas Emissio   10.00    10/22/2015     EUR      71.31
BNP Paribas Emissio   11.00    10/22/2015     EUR      68.81
BNP Paribas Emissio   16.00    10/22/2015     EUR      65.95
BNP Paribas Emissio   19.00    10/22/2015     EUR      63.15
BNP Paribas Emissio   22.00    10/22/2015     EUR      61.62
BNP Paribas Emissio    6.50    12/24/2015     EUR      74.47
BNP Paribas Emissio   14.00    12/24/2015     EUR      67.98
BNP Paribas Emissio   17.00    12/24/2015     EUR      65.73
BNP Paribas Emissio    8.00     3/24/2016     EUR      73.71
BNP Paribas Emissio    9.50     3/24/2016     EUR      72.07
BNP Paribas Emissio   16.00     3/24/2016     EUR      67.20
BNP Paribas Emissio    8.00     6/23/2016     EUR      74.49
BNP Paribas Emissio    9.50     6/23/2016     EUR      73.33
BNP Paribas Emissio   13.00     6/23/2016     EUR      69.81
BNP Paribas Emissio    8.50     9/22/2016     EUR      73.98
BNP Paribas Emissio   10.00     9/22/2016     EUR      72.35
Deutsche Bank AG       5.00     3/18/2016     EUR      66.83
Commerzbank AG         6.50     2/26/2016     EUR      71.57
Goldman Sachs & Co    19.00     5/25/2016     EUR      74.95
Goldman Sachs & Co     6.00     5/25/2016     EUR      73.78
Goldman Sachs & Co     9.00     5/25/2016     EUR      70.05
Goldman Sachs & Co    14.00     5/25/2016     EUR      66.23
Goldman Sachs & Co    20.00     5/25/2016     EUR      64.76
Goldman Sachs & Co    22.00     5/25/2016     EUR      64.54
Goldman Sachs & Co    21.00     6/22/2016     EUR      65.45
Goldman Sachs & Co    21.00     3/23/2016     EUR      69.47
Goldman Sachs & Co    10.00     5/25/2016     EUR      74.80
Goldman Sachs & Co    15.00     5/25/2016     EUR      71.20
Goldman Sachs & Co    19.00     5/25/2016     EUR      70.08
Goldman Sachs & Co    16.00     9/21/2016     EUR      73.13
Goldman Sachs & Co    13.00     5/25/2016     EUR      74.16
Goldman Sachs & Co    17.00     5/25/2016     EUR      72.27
Goldman Sachs & Co    21.00     5/25/2016     EUR      70.88
Goldman Sachs & Co    13.00     5/25/2016     EUR      74.00
Goldman Sachs & Co    10.00     5/25/2016     EUR      71.76
Goldman Sachs & Co    13.00     5/25/2016     EUR      74.00
Goldman Sachs & Co     7.00     4/20/2016     EUR      64.97
Goldman Sachs & Co     5.00     5/25/2016     EUR      67.13
Goldman Sachs & Co     7.00     5/25/2016     EUR      63.29
Goldman Sachs & Co    10.00     5/25/2016     EUR      65.53
Goldman Sachs & Co    12.00     5/25/2016     EUR      67.03
Goldman Sachs & Co    12.00     5/25/2016     EUR      67.03
Goldman Sachs & Co    12.00     5/25/2016     EUR      67.03
Goldman Sachs & Co     7.00     5/25/2016     EUR      72.39
Goldman Sachs & Co    10.00     5/25/2016     EUR      74.64
Goldman Sachs & Co     8.00     5/25/2016     EUR      73.14
Goldman Sachs & Co    10.00     5/25/2016     EUR      74.64
Goldman Sachs & Co    10.00     5/25/2016     EUR      74.64
UBS AG/London          9.75     4/11/2016     CHF      65.94
UBS AG/London          7.00     4/11/2016     CHF      68.92
DZ Bank AG Deutsche   12.75     9/25/2015     EUR      70.82
DZ Bank AG Deutsche    9.75    12/28/2015     EUR      73.04
DZ Bank AG Deutsche    8.00     3/29/2016     EUR      74.34
DZ Bank AG Deutsche    9.25     3/29/2016     EUR      73.13
DZ Bank AG Deutsche    8.00     6/24/2016     EUR      73.77
DZ Bank AG Deutsche    5.00     3/29/2016     EUR      68.28
DZ Bank AG Deutsche    8.75     3/29/2016     EUR      64.77
DZ Bank AG Deutsche   13.75     9/25/2015     EUR      67.39
DZ Bank AG Deutsche   10.00    12/28/2015     EUR      69.64
DZ Bank AG Deutsche    5.75     3/29/2016     EUR      73.68
DZ Bank AG Deutsche    8.50     3/29/2016     EUR      71.23
DZ Bank AG Deutsche   12.25     3/29/2016     EUR      69.32
DZ Bank AG Deutsche    8.25     6/24/2016     EUR      70.96
DekaBank Deutsche G    4.20     10/7/2016     EUR      71.31
Vontobel Financial     8.30     3/29/2016     EUR      74.34
Vontobel Financial    10.25    12/28/2015     EUR      72.92
DZ Bank AG Deutsche    6.70     9/21/2015     EUR      69.53
DZ Bank AG Deutsche    5.50     3/21/2016     EUR      71.82
BNP Paribas Emissio    7.50    10/22/2015     EUR      68.26
BNP Paribas Emissio    4.50     1/21/2016     EUR      74.52
BNP Paribas Emissio    6.00     1/21/2016     EUR      72.37
BNP Paribas Emissio    6.00     7/21/2016     EUR      73.08
BNP Paribas Emissio    6.00    10/22/2015     EUR      70.59
BNP Paribas Emissio    5.00     1/21/2016     EUR      73.95
BNP Paribas Emissio    5.00     7/21/2016     EUR      74.82
BNP Paribas Emissio    4.00     1/21/2016     EUR      74.46
BNP Paribas Emissio    5.50     1/21/2016     EUR      71.74
BNP Paribas Emissio    5.00     7/21/2016     EUR      74.54
BNP Paribas Emissio    5.50     7/21/2016     EUR      71.06
Commerzbank AG         9.00     9/24/2015     EUR      72.69
Commerzbank AG         8.00    12/24/2015     EUR      74.55
Commerzbank AG        20.00     9/24/2015     EUR      74.30
Commerzbank AG         5.00     3/24/2016     EUR      69.98
Commerzbank AG         7.00     3/24/2016     EUR      67.62
Commerzbank AG         9.25     3/24/2016     EUR      65.72
Commerzbank AG         9.25     3/24/2016     EUR      72.98
Commerzbank AG         7.25     3/24/2016     EUR      73.56
HSBC Trinkaus & Bur   12.50    12/28/2015     EUR      74.90
HSBC Trinkaus & Bur   12.40     6/24/2016     EUR      74.63
HSBC Trinkaus & Bur   13.50     6/24/2016     EUR      63.32
HSBC Trinkaus & Bur   11.90     6/24/2016     EUR      64.00
HSBC Trinkaus & Bur    9.20     9/23/2016     EUR      66.28
HSBC Trinkaus & Bur   11.40     1/22/2016     EUR      63.00
HSBC Trinkaus & Bur    9.90     4/22/2016     EUR      64.56
HSBC Trinkaus & Bur   12.70    12/28/2015     EUR      70.82
HSBC Trinkaus & Bur   12.00     6/24/2016     EUR      72.01
HSBC Trinkaus & Bur   10.70    11/27/2015     EUR      71.86
HSBC Trinkaus & Bur    9.70     1/22/2016     EUR      73.34
HSBC Trinkaus & Bur    8.60     4/22/2016     EUR      74.70
HSBC Trinkaus & Bur   13.60    12/28/2015     EUR      74.64
HSBC Trinkaus & Bur   11.90    12/28/2015     EUR      70.64
HSBC Trinkaus & Bur   12.40     6/24/2016     EUR      67.07
HSBC Trinkaus & Bur   12.40     6/24/2016     EUR      67.07
HSBC Trinkaus & Bur    8.20     6/24/2016     EUR      69.44
HSBC Trinkaus & Bur   10.60     1/22/2016     EUR      66.65
HSBC Trinkaus & Bur    9.20     4/22/2016     EUR      68.12
HSBC Trinkaus & Bur    6.00     3/25/2016     EUR      74.05
HSBC Trinkaus & Bur   16.90    12/28/2015     EUR      70.20
HSBC Trinkaus & Bur   13.90     6/24/2016     EUR      71.95
HSBC Trinkaus & Bur   12.20     6/24/2016     EUR      72.92
HSBC Trinkaus & Bur   13.00    11/27/2015     EUR      72.40
HSBC Trinkaus & Bur   11.80     1/22/2016     EUR      73.81
Deutsche Bank AG       4.20    12/20/2016     EUR      72.30
Deutsche Bank AG       6.20    12/20/2016     EUR      75.00
Deutsche Bank AG       6.20    12/20/2016     EUR      66.00
Deutsche Bank AG       4.20    12/20/2016     EUR      72.50
Deutsche Bank AG       4.20    12/20/2016     EUR      63.30
Deutsche Bank AG       6.20    12/20/2016     EUR      63.70
Deutsche Bank AG       4.20    12/20/2016     EUR      61.10
Deutsche Bank AG       4.20    12/20/2016     EUR      69.90
Deutsche Bank AG       7.20    12/22/2015     EUR      71.80
Deutsche Bank AG       7.20    12/22/2015     EUR      68.20
Deutsche Bank AG       7.20     6/21/2016     EUR      72.80
Deutsche Bank AG       7.20     6/21/2016     EUR      69.40
Deutsche Bank AG       7.20     9/20/2016     EUR      71.10
Deutsche Bank AG       7.20     3/22/2016     EUR      73.50
Deutsche Bank AG       7.20     3/22/2016     EUR      70.00
Deutsche Bank AG       6.20    12/20/2016     EUR      72.60
Deutsche Bank AG       7.20     9/20/2016     EUR      74.40
Vontobel Financial     8.85     3/29/2016     EUR      74.88
Vontobel Financial    10.85    12/28/2015     EUR      73.31
LBBW                   2.00    12/23/2016     EUR      71.11
LBBW                   3.00    12/23/2016     EUR      67.95
LBBW                   4.00    12/23/2016     EUR      65.44
LBBW                   3.00     8/24/2018     EUR      74.67
LBBW                   6.00     1/22/2016     EUR      74.60
LBBW                   3.40     6/22/2018     EUR      67.15
LBBW                   3.90     6/24/2016     EUR      66.22
LBBW                   2.00    11/27/2015     EUR      67.00
LBBW                   3.00    11/27/2015     EUR      64.12
LBBW                   4.00    11/27/2015     EUR      62.01
LBBW                   2.50    12/29/2015     EUR      61.84
LBBW                   4.00    12/29/2015     EUR      58.35
LBBW                   5.50    12/29/2015     EUR      56.33
LBBW                   4.00     3/29/2016     EUR      73.40
LBBW                   5.50     3/29/2016     EUR      70.87
LBBW                   7.00     3/29/2016     EUR      69.14
LBBW                   3.00     9/25/2015     EUR      73.35
LBBW                   6.00     9/25/2015     EUR      68.74
LBBW                   5.50     2/24/2017     EUR      73.48
LBBW                   4.00     9/23/2016     EUR      73.60
LBBW                   3.90     7/28/2017     EUR      61.83
LBBW                   4.70    10/28/2016     EUR      72.15
LBBW                   3.00    12/29/2015     EUR      74.28
LBBW                   4.50    12/29/2015     EUR      71.43
LBBW                   6.00    12/29/2015     EUR      69.74
LBBW                   4.00     3/24/2017     EUR      74.33
LBBW                   5.00     3/24/2017     EUR      72.59
LBBW                   6.00     3/24/2017     EUR      71.06
LBBW                   4.50    10/28/2016     EUR      74.29
LBBW                   4.00     4/22/2016     EUR      74.68
LBBW                   5.00     5/27/2016     EUR      73.56
LBBW                   7.00     5/27/2016     EUR      70.79
LBBW                   5.00     6/24/2016     EUR      74.70
LBBW                   3.00     6/24/2016     EUR      66.06
LBBW                   4.50     6/24/2016     EUR      61.70
LBBW                   3.50     6/24/2016     EUR      74.56
LBBW                   3.00    12/29/2015     EUR      72.25
LBBW                   4.50    12/29/2015     EUR      67.51
LBBW                   3.00    12/29/2015     EUR      59.78
LBBW                   4.00    12/23/2016     EUR      68.39
LBBW                   2.50     8/28/2015     EUR      74.60
LBBW                   4.00     8/28/2015     EUR      70.93
LBBW                   3.00     8/28/2015     EUR      64.15
LBBW                   4.50     8/28/2015     EUR      60.72
LBBW                   2.00     3/29/2016     EUR      65.27
LBBW                   3.50     3/29/2016     EUR      60.39
LBBW                   5.00     3/29/2016     EUR      57.40
LBBW                   2.50     6/24/2016     EUR      57.56
LBBW                   4.00     6/24/2016     EUR      53.87
LBBW                   3.55     8/25/2017     EUR      54.61
LBBW                   3.65     8/28/2015     EUR      60.15
LBBW                   3.75     9/22/2017     EUR      54.45
LBBW                   2.50     7/22/2016     EUR      61.32
LBBW                   3.50     7/22/2016     EUR      59.17
LBBW                   2.50     7/22/2016     EUR      58.83
LBBW                   4.00     7/22/2016     EUR      55.09
LBBW                   3.90     9/22/2017     EUR      53.46
LBBW                   3.00     6/22/2018     EUR      68.31
LBBW                   3.30    10/23/2015     EUR      64.67
LBBW                   3.00    10/23/2015     EUR      62.53
LBBW                   5.30    11/27/2015     EUR      57.06
LBBW                   3.50    11/24/2017     EUR      69.90
LBBW                   3.40     6/23/2017     EUR      65.37
LBBW                   3.00    10/23/2015     EUR      58.48
LBBW                   4.50    10/23/2015     EUR      55.71
LBBW                   5.00     4/22/2016     EUR      67.35
LBBW                   3.50     4/22/2016     EUR      70.98
LBBW                   2.50     9/25/2015     EUR      74.77
LBBW                   2.00     9/25/2015     EUR      56.96
LBBW                   3.50     9/25/2015     EUR      72.75
LBBW                   2.50     9/25/2015     EUR      73.62
LBBW                   3.85    10/27/2017     EUR      59.41
LBBW                   3.00     9/25/2015     EUR      54.51
LBBW                   4.00     9/25/2015     EUR      52.84
LBBW                   3.00    11/24/2017     EUR      66.22
LBBW                   3.40    11/24/2017     EUR      55.56
LBBW                   4.50     9/23/2016     EUR      72.79
LBBW                   2.50     9/23/2016     EUR      58.32
LBBW                   3.50     9/23/2016     EUR      55.95
LBBW                   4.50     9/23/2016     EUR      54.14
LBBW                   2.50    11/27/2015     EUR      72.90
LBBW                   4.00    11/27/2015     EUR      68.69
LBBW                   5.50    11/27/2015     EUR      65.27
Vontobel Financial     6.00     5/27/2016     EUR      72.66
Vontobel Financial     8.00    11/25/2016     EUR      74.80
Vontobel Financial     6.50    11/25/2016     EUR      69.82
LBBW                   4.50     3/23/2018     EUR      70.89
LBBW                   4.00     8/25/2017     EUR      54.13
LBBW                   3.00     9/28/2018     EUR      59.00
LBBW                   3.75    10/27/2017     EUR      59.94
LBBW                   3.00      1/4/2019     EUR      65.29
Commerzbank AG         6.50     9/24/2015     EUR      73.80
Commerzbank AG         9.50     9/24/2015     EUR      67.24
Commerzbank AG         8.00    12/24/2015     EUR      69.13
Commerzbank AG         7.00     3/24/2016     EUR      70.46
Commerzbank AG         8.00     9/24/2015     EUR      69.37
Commerzbank AG         7.00    12/24/2015     EUR      71.01
Commerzbank AG         6.00     3/24/2016     EUR      72.03
Commerzbank AG         7.00    11/26/2015     EUR      59.95
Commerzbank AG         7.00     3/24/2016     EUR      62.27
DZ Bank AG Deutsche    6.75     3/29/2016     EUR      74.02
DZ Bank AG Deutsche    7.25     3/29/2016     EUR      68.21
DZ Bank AG Deutsche    7.50     3/29/2016     EUR      73.45
DZ Bank AG Deutsche    7.00     3/29/2016     EUR      73.16
DZ Bank AG Deutsche    8.25     3/29/2016     EUR      74.11
DZ Bank AG Deutsche    5.50     6/24/2016     EUR      68.84
DZ Bank AG Deutsche   10.75     3/29/2016     EUR      73.57
DZ Bank AG Deutsche    6.00     3/29/2016     EUR      60.19
Goldman Sachs & Co    24.00    12/23/2015     EUR      70.65
Goldman Sachs & Co    22.00     1/20/2016     EUR      71.71
Goldman Sachs & Co    20.00     2/24/2016     EUR      72.85
Goldman Sachs & Co    25.00     3/23/2016     EUR      71.97
Goldman Sachs & Co    17.00     4/20/2016     EUR      74.02
Goldman Sachs & Co    23.00     4/20/2016     EUR      72.61
Goldman Sachs & Co    23.00     5/25/2016     EUR      72.89
Goldman Sachs & Co    21.00     6/22/2016     EUR      73.03
Goldman Sachs & Co    24.00     2/24/2016     EUR      74.95
Goldman Sachs & Co    19.00    12/23/2015     EUR      74.93
Goldman Sachs & Co    25.00    12/23/2015     EUR      72.11
Goldman Sachs & Co    19.00     1/20/2016     EUR      74.54
Goldman Sachs & Co    20.00     2/24/2016     EUR      73.54
Goldman Sachs & Co    24.00     3/23/2016     EUR      72.60
Goldman Sachs & Co    19.00     4/20/2016     EUR      74.07
Goldman Sachs & Co    22.00     4/20/2016     EUR      73.13
Goldman Sachs & Co    17.00     9/23/2015     EUR      67.72
Goldman Sachs & Co    21.00     4/20/2016     EUR      69.20
Vontobel Financial    10.25    12/28/2015     EUR      61.42
Vontobel Financial     7.45     6/24/2016     EUR      61.95
Vontobel Financial     8.25    12/28/2015     EUR      74.66
Vontobel Financial     7.70     6/24/2016     EUR      73.32
DZ Bank AG Deutsche    5.30     3/21/2016     EUR      69.81
DZ Bank AG Deutsche    5.75     3/21/2016     EUR      72.30
DZ Bank AG Deutsche    6.00    12/21/2015     EUR      71.28
DZ Bank AG Deutsche    6.50     3/21/2016     EUR      72.94
Commerzbank AG        10.25     3/24/2016     EUR      68.14
Commerzbank AG        12.00     3/24/2016     EUR      66.72
Commerzbank AG        11.75     3/24/2016     EUR      69.13
Commerzbank AG        13.25     3/24/2016     EUR      74.48
UBS AG/London         11.25     4/22/2016     CHF      68.98
Bank Julius Baer &     7.50     4/29/2016     USD      69.65
Vontobel Financial     5.10     5/27/2016     EUR      70.73
Vontobel Financial     5.60     5/27/2016     EUR      74.08
DZ Bank AG Deutsche   10.50    10/23/2015     EUR      64.11
DZ Bank AG Deutsche   15.00    10/23/2015     EUR      62.63
DZ Bank AG Deutsche   11.50    10/23/2015     EUR      73.60
DZ Bank AG Deutsche   13.75    10/23/2015     EUR      73.65
DZ Bank AG Deutsche   13.00    10/23/2015     EUR      71.75
DZ Bank AG Deutsche   13.75    10/23/2015     EUR      69.03
DZ Bank AG Deutsche   13.25    10/23/2015     EUR      61.75
DZ Bank AG Deutsche   14.00    10/23/2015     EUR      72.64
Vontobel Financial     7.00     5/27/2016     EUR      74.80
DZ Bank AG Deutsche    9.25    12/21/2015     EUR      74.85
DZ Bank AG Deutsche    8.00    12/21/2015     EUR      74.39
DZ Bank AG Deutsche   13.25     9/21/2015     EUR      67.29
DZ Bank AG Deutsche   12.75    12/21/2015     EUR      70.41
DZ Bank AG Deutsche   10.25    12/21/2015     EUR      69.61
DZ Bank AG Deutsche   10.00     3/21/2016     EUR      71.94
DZ Bank AG Deutsche   10.25     6/20/2016     EUR      72.64
Commerzbank AG         3.50     4/21/2016     EUR      74.73
Commerzbank AG         4.25     4/21/2016     EUR      73.30
Commerzbank AG         5.00     4/21/2016     EUR      71.89
Commerzbank AG         6.00     4/21/2016     EUR      70.75
Commerzbank AG         7.00     4/21/2016     EUR      69.66
Commerzbank AG         8.00     4/21/2016     EUR      68.68
Commerzbank AG         9.00     4/21/2016     EUR      67.74
Commerzbank AG        10.25     4/21/2016     EUR      67.06
HSBC Trinkaus & Bur   10.00      7/1/2016     EUR      73.68
UBS AG                 5.50    10/20/2015     EUR      67.94
Leonteq Securities    13.00    11/18/2015     USD      67.56
Vontobel Financial     8.15     3/29/2016     EUR      70.82
Vontobel Financial     9.90    12/28/2015     EUR      69.36
Vontobel Financial     8.60     6/24/2016     EUR      70.71
UniCredit Bank AG      5.20     5/24/2016     EUR      74.77
Commerzbank AG        11.50     4/21/2016     EUR      73.15
Commerzbank AG         6.75     4/21/2016     EUR      71.73
Commerzbank AG         9.25     4/21/2016     EUR      69.47
Bank Julius Baer &    13.70     5/13/2016     USD      57.75
Goldman Sachs & Co    22.00     9/23/2015     EUR      62.20
Goldman Sachs & Co    16.00    12/23/2015     EUR      65.57
Goldman Sachs & Co    20.00     9/23/2015     EUR      73.81
Goldman Sachs & Co    23.00    12/23/2015     EUR      63.23
Goldman Sachs & Co    22.00     9/23/2015     EUR      62.12
Goldman Sachs & Co     8.00     5/25/2016     EUR      72.18
Raiffeisen Centroba    8.13     7/20/2016     EUR      74.70
Raiffeisen Centroba    6.50     7/20/2016     EUR      70.40
LBBW                   4.00     1/22/2016     EUR      72.27
LBBW                   5.00     1/22/2016     EUR      70.77
LBBW                   3.00     1/22/2016     EUR      73.86
LBBW                   3.00    10/28/2016     EUR      72.79
LBBW                   4.00    10/28/2016     EUR      73.68
LBBW                   5.00    10/28/2016     EUR      72.21
Deutsche Bank AG       9.20     6/21/2016     EUR      74.70
Deutsche Bank AG       9.20     3/22/2016     EUR      74.90
Deutsche Bank AG       9.20     3/22/2016     EUR      75.00
Deutsche Bank AG       8.20     6/21/2016     EUR      73.30
Deutsche Bank AG       8.20     3/22/2016     EUR      74.40
Deutsche Bank AG       9.20     6/21/2016     EUR      74.10
Deutsche Bank AG       9.20     9/20/2016     EUR      67.70
Deutsche Bank AG       8.20     9/20/2016     EUR      64.40
Deutsche Bank AG       8.20     3/22/2016     EUR      62.80
Deutsche Bank AG       8.20     3/22/2016     EUR      65.20
Deutsche Bank AG       9.20     6/21/2016     EUR      63.20
Deutsche Bank AG      11.20     3/22/2016     EUR      67.00
Deutsche Bank AG       9.20     3/22/2016     EUR      63.40
Deutsche Bank AG      11.20     6/21/2016     EUR      67.20
Deutsche Bank AG      11.20     3/22/2016     EUR      64.60
Deutsche Bank AG       8.20     6/21/2016     EUR      64.70
Deutsche Bank AG       8.20     6/21/2016     EUR      62.40
Deutsche Bank AG       9.20     9/20/2016     EUR      65.50
Deutsche Bank AG       9.20     6/21/2016     EUR      65.50
Deutsche Bank AG      11.20     9/20/2016     EUR      69.90
Deutsche Bank AG      11.20     6/21/2016     EUR      64.90
Deutsche Bank AG       8.20     9/20/2016     EUR      66.60
Deutsche Bank AG      11.20     9/20/2016     EUR      67.60
Deutsche Bank AG       9.20     3/22/2016     EUR      65.80
Deutsche Bank AG       8.20     3/22/2016     EUR      74.10
Deutsche Bank AG       8.20     6/21/2016     EUR      74.00
Deutsche Bank AG       9.20     3/22/2016     EUR      74.70
Deutsche Bank AG       9.20     6/21/2016     EUR      74.80
Deutsche Bank AG       4.20     8/24/2016     EUR      74.50
Deutsche Bank AG       4.20     8/24/2016     EUR      71.40
Deutsche Bank AG       4.20     7/20/2016     EUR      74.20
Deutsche Bank AG       5.20     7/20/2016     EUR      72.00
Deutsche Bank AG       5.20     8/24/2016     EUR      68.10
Deutsche Bank AG       5.20     7/20/2016     EUR      67.70
Deutsche Bank AG       5.20     8/24/2016     EUR      72.40
Deutsche Bank AG       6.20     8/24/2016     EUR      69.10
Deutsche Bank AG       6.20     8/24/2016     EUR      73.50
Deutsche Bank AG       5.20     5/25/2016     EUR      74.50
Deutsche Bank AG       5.20     5/25/2016     EUR      71.30
Deutsche Bank AG       6.20     5/25/2016     EUR      72.10
Deutsche Bank AG       6.20     5/25/2016     EUR      67.70
Deutsche Bank AG       5.20     5/25/2016     EUR      67.00
Deutsche Bank AG       8.20     5/25/2016     EUR      75.00
Deutsche Bank AG       8.20     5/25/2016     EUR      66.60
Deutsche Bank AG       8.20     5/25/2016     EUR      73.40
Deutsche Bank AG       8.20     5/25/2016     EUR      69.20
Deutsche Bank AG       8.20     4/20/2016     EUR      71.20
Deutsche Bank AG       8.20     4/20/2016     EUR      68.40
Deutsche Bank AG       5.20     4/20/2016     EUR      73.70
Deutsche Bank AG       6.20     4/20/2016     EUR      74.30
Deutsche Bank AG       6.20     4/20/2016     EUR      69.80
Deutsche Bank AG       5.20     4/20/2016     EUR      69.20
Deutsche Bank AG       5.20     5/25/2016     EUR      75.00
UBS AG                 6.75     6/24/2016     EUR      71.83
UBS AG                14.75     6/24/2016     EUR      74.49
UBS AG/London          6.25     5/30/2016     CHF      56.33
UBS AG/London          7.50     5/30/2016     CHF      74.96
Credit Suisse AG/Lo    8.00      6/6/2016     USD      63.71
WGZ-Bank AG Westdeu    5.50     6/29/2016     EUR      74.88
WGZ-Bank AG Westdeu    6.50     6/29/2016     EUR      74.14
DZ Bank AG Deutsche    5.25     6/24/2016     EUR      72.46
DZ Bank AG Deutsche   10.25     6/24/2016     EUR      70.86
Vontobel Financial     7.55     12/9/2016     EUR      74.06
Vontobel Financial     6.90      9/9/2016     EUR      74.32
Vontobel Financial     8.40      9/9/2016     EUR      73.02
Vontobel Financial     6.70     9/23/2016     EUR      73.33
Vontobel Financial     7.20     6/24/2016     EUR      72.35
Vontobel Financial     6.10     3/29/2016     EUR      72.52
DZ Bank AG Deutsche    5.00     6/24/2016     EUR      74.84
Vontobel Financial     7.00     6/17/2016     EUR      72.59
DZ Bank AG Deutsche    8.25    12/21/2015     EUR      74.53
DZ Bank AG Deutsche    4.75     3/21/2016     EUR      72.69
DZ Bank AG Deutsche    5.75     6/20/2016     EUR      71.74
DZ Bank AG Deutsche    5.50     3/29/2016     EUR      71.59
DZ Bank AG Deutsche    7.00     9/23/2016     EUR      71.70
DZ Bank AG Deutsche    6.25     9/23/2016     EUR      72.93
DZ Bank AG Deutsche    5.50    12/28/2015     EUR      68.55
DZ Bank AG Deutsche    6.50     9/23/2016     EUR      70.74
DZ Bank AG Deutsche    5.75    12/28/2015     EUR      68.30
DZ Bank AG Deutsche    7.25    12/28/2015     EUR      68.81
DZ Bank AG Deutsche    9.00    12/28/2015     EUR      69.41
Vontobel Financial     8.30     9/23/2016     EUR      72.43
Vontobel Financial     9.50     6/24/2016     EUR      71.47
Vontobel Financial     9.40     3/29/2016     EUR      71.57
Vontobel Financial     6.90      9/9/2016     EUR      73.37
Vontobel Financial     6.05      9/9/2016     EUR      69.24
Vontobel Financial     5.05      9/9/2016     EUR      68.21
Vontobel Financial     7.50      9/9/2016     EUR      74.00
Vontobel Financial     6.90     12/9/2016     EUR      74.85
Vontobel Financial    10.35    12/11/2015     EUR      60.98
Vontobel Financial     6.50     12/9/2016     EUR      74.33
Vontobel Financial     5.90     12/9/2016     EUR      73.55
Vontobel Financial     5.05     12/9/2016     EUR      69.31
Leonteq Securities    11.80     2/17/2016     USD      56.20
DZ Bank AG Deutsche    7.00     2/26/2016     EUR      74.51
DZ Bank AG Deutsche   11.50     2/26/2016     EUR      69.73
DZ Bank AG Deutsche    5.75     3/29/2016     EUR      70.43
DZ Bank AG Deutsche    6.75     6/24/2016     EUR      67.12
Bank Julius Baer &    10.00     2/26/2016     USD      62.95
Vontobel Financial    15.30     9/25/2015     EUR      64.37
Vontobel Financial    12.15    12/28/2015     EUR      67.29
Vontobel Financial     5.20     9/25/2015     EUR      63.41
Vontobel Financial     5.50    12/28/2015     EUR      64.83
Vontobel Financial     7.50     3/29/2016     EUR      61.83
Vontobel Financial     6.50     3/29/2016     EUR      74.34
Goldman Sachs & Co     5.00    11/25/2015     EUR      72.43
Goldman Sachs & Co    21.00     3/23/2016     EUR      73.61
UBS AG/London         10.75     2/18/2016     CHF      54.99
UBS AG/London         13.50     2/18/2016     CHF      53.24
Bank Julius Baer &    13.20     2/26/2016     USD      66.70
HSBC Trinkaus & Bur    8.50     9/25/2015     EUR      69.95
HSBC Trinkaus & Bur    7.80    12/28/2015     EUR      71.96
HSBC Trinkaus & Bur   12.20     3/25/2016     EUR      67.57
HSBC Trinkaus & Bur   10.20     6/24/2016     EUR      69.50
HSBC Trinkaus & Bur    6.40     6/24/2016     EUR      74.83
HSBC Trinkaus & Bur    6.20    10/23/2015     EUR      73.66
HSBC Trinkaus & Bur   12.60    11/27/2015     EUR      66.44
HSBC Trinkaus & Bur    6.10    11/27/2015     EUR      74.01
HSBC Trinkaus & Bur    6.00     1/22/2016     EUR      74.71
HSBC Trinkaus & Bur   10.90     2/26/2016     EUR      68.67
HSBC Trinkaus & Bur   17.20     3/25/2016     EUR      73.15
HSBC Trinkaus & Bur   19.00     9/25/2015     EUR      66.07
HSBC Trinkaus & Bur   14.80    12/28/2015     EUR      69.50
HSBC Trinkaus & Bur   12.60     3/25/2016     EUR      71.44
HSBC Trinkaus & Bur   10.20    11/27/2015     EUR      73.60
HSBC Trinkaus & Bur   19.60     9/25/2015     EUR      66.36
HSBC Trinkaus & Bur   15.20    12/28/2015     EUR      69.83
HSBC Trinkaus & Bur   12.80     3/25/2016     EUR      71.61
HSBC Trinkaus & Bur   11.20     3/25/2016     EUR      73.26
HSBC Trinkaus & Bur   11.50    11/27/2015     EUR      72.73
HSBC Trinkaus & Bur    9.90     2/26/2016     EUR      74.20
HSBC Trinkaus & Bur   18.30     9/25/2015     EUR      74.20
Vontobel Financial     7.00     2/26/2016     EUR      57.86
DZ Bank AG Deutsche    7.00     2/26/2016     EUR      59.34
Vontobel Financial     7.50     3/29/2016     EUR      71.81
DZ Bank AG Deutsche    6.50     6/20/2016     EUR      63.86
DZ Bank AG Deutsche    7.50     6/20/2016     EUR      64.67
DZ Bank AG Deutsche    6.90     6/20/2016     EUR      71.54
DZ Bank AG Deutsche    7.90     6/20/2016     EUR      70.22
DZ Bank AG Deutsche    8.60     6/20/2016     EUR      69.44
Vontobel Financial     9.40     5/27/2016     EUR      70.26
Vontobel Financial    14.90     6/10/2016     EUR      73.95
DZ Bank AG Deutsche    5.70     6/20/2016     EUR      74.99
DZ Bank AG Deutsche    9.30     9/21/2015     EUR      71.88
DZ Bank AG Deutsche    7.40    12/21/2015     EUR      73.56
DZ Bank AG Deutsche    6.70     6/20/2016     EUR      74.29
Societe Generale SA    9.00     4/29/2016     CHF      61.95
Vontobel Financial    10.25     6/10/2016     EUR      74.25
Vontobel Financial     9.20     3/29/2016     EUR      74.66
Vontobel Financial     9.00     6/24/2016     EUR      74.81
EFG International F    7.19      5/6/2019     EUR      59.34
Notenstein Finance     7.19      5/6/2019     EUR      66.87
Vontobel Financial     3.80     3/11/2016     EUR      73.85
Vontobel Financial     4.70     6/10/2016     EUR      73.42
Vontobel Financial     5.30     6/10/2016     EUR      71.13
Vontobel Financial     6.55     6/10/2016     EUR      74.08
Vontobel Financial     6.00     3/11/2016     EUR      74.13
Vontobel Financial     4.55     3/11/2016     EUR      71.35
Vontobel Financial    18.45     9/11/2015     EUR      58.74
Vontobel Financial     7.20    12/11/2015     EUR      63.00
Vontobel Financial     7.80     3/11/2016     EUR      67.13
Vontobel Financial     6.85     3/11/2016     EUR      69.76
Vontobel Financial     5.65     3/11/2016     EUR      69.10
Vontobel Financial     6.60     6/10/2016     EUR      68.88
Vontobel Financial     7.60     6/10/2016     EUR      69.68
Vontobel Financial     8.30     6/10/2016     EUR      70.23
DZ Bank AG Deutsche    8.50    12/28/2015     EUR      66.87
DZ Bank AG Deutsche    6.50    12/28/2015     EUR      72.81
DZ Bank AG Deutsche    7.75    12/28/2015     EUR      72.65
DZ Bank AG Deutsche    9.75    12/28/2015     EUR      72.41
DZ Bank AG Deutsche    5.50     9/23/2016     EUR      65.70
Vontobel Financial    10.00     5/27/2016     EUR      72.87
DZ Bank AG Deutsche    8.50    12/28/2015     EUR      69.24
DZ Bank AG Deutsche    5.50     9/23/2016     EUR      70.08
DZ Bank AG Deutsche    7.25     6/20/2016     EUR      74.22
DZ Bank AG Deutsche    6.00     6/20/2016     EUR      74.87
DZ Bank AG Deutsche    6.25     3/21/2016     EUR      74.83
DZ Bank AG Deutsche    7.25    12/21/2015     EUR      70.64
UBS AG                12.60     2/12/2016     EUR      65.81
UBS AG                 7.80    11/11/2016     EUR      69.71
UBS AG                 9.80     2/12/2016     EUR      67.53
UBS AG                 5.30     2/12/2016     EUR      72.44
UBS AG                 5.30    11/11/2016     EUR      73.04
UBS AG                 7.40     2/12/2016     EUR      69.75
UBS AG                 6.50    11/11/2016     EUR      71.18
UBS AG                 9.30    11/11/2016     EUR      68.72
Commerzbank AG         7.00     2/26/2016     EUR      74.45
Commerzbank AG         6.00     2/26/2016     EUR      69.66
Goldman Sachs & Co     5.00     6/22/2016     EUR      59.86
Goldman Sachs & Co    15.00     9/23/2015     EUR      73.34
Goldman Sachs & Co     8.00    11/25/2015     EUR      74.14
Goldman Sachs & Co     9.00    11/25/2015     EUR      74.84
Goldman Sachs & Co     8.00    12/23/2015     EUR      74.72
Leonteq Securities     7.35     3/23/2016     EUR      71.40
Goldman Sachs & Co    24.00     1/20/2016     EUR      57.85
Goldman Sachs & Co    25.00     9/23/2015     EUR      68.35
Goldman Sachs & Co    18.00    12/23/2015     EUR      72.32
Goldman Sachs & Co    23.00     1/20/2016     EUR      70.84
Goldman Sachs & Co    18.00     2/24/2016     EUR      72.93
Goldman Sachs & Co    19.00     3/23/2016     EUR      72.55
Goldman Sachs & Co    17.00     6/22/2016     EUR      74.02
Vontobel Financial     8.40    12/11/2015     EUR      72.17
Vontobel Financial     7.45     3/11/2016     EUR      73.47
Leonteq Securities    10.40      3/9/2016     USD      64.89
Commerzbank AG         8.50     2/25/2016     EUR      63.91
UniCredit Bank AG      4.80     3/24/2016     EUR      71.35
UniCredit Bank AG      4.60     3/24/2016     EUR      71.90
Landesbank Hessen-T    4.70      7/1/2016     EUR      73.40
UniCredit Bank AG      4.50     3/24/2016     EUR      73.14
Norddeutsche Landes    3.50      7/1/2016     EUR      73.59
UniCredit Bank AG      5.00     3/24/2016     EUR      70.82
Credit Suisse AG/Na    7.00     9/16/2016     CHF      55.83
HSBC Trinkaus & Bur    7.10    12/28/2015     EUR      60.34
HSBC Trinkaus & Bur    6.00    12/28/2015     EUR      68.00
HSBC Trinkaus & Bur    5.90     3/25/2016     EUR      61.40
HSBC Trinkaus & Bur    4.50     3/25/2016     EUR      60.54
Leonteq Securities    25.00     3/16/2016     CHF      73.81
Leonteq Securities     9.00     3/16/2016     EUR      73.56
DZ Bank AG Deutsche    6.30    12/21/2015     EUR      74.53
DZ Bank AG Deutsche    5.80     3/21/2016     EUR      74.88
DZ Bank AG Deutsche    5.70     6/20/2016     EUR      74.38
DZ Bank AG Deutsche    7.90     9/21/2015     EUR      64.70
Leonteq Securities     7.55      3/9/2016     USD      53.75
Credit Suisse AG/Na    7.25     9/19/2016     EUR      69.41
DZ Bank AG Deutsche    6.50    12/28/2015     EUR      66.10
DZ Bank AG Deutsche    6.75     3/29/2016     EUR      67.88
DZ Bank AG Deutsche    5.25     6/24/2016     EUR      73.44
DZ Bank AG Deutsche    6.75     3/29/2016     EUR      74.24
DZ Bank AG Deutsche    7.50     6/24/2016     EUR      73.54
DZ Bank AG Deutsche    7.00    12/28/2015     EUR      68.08
DZ Bank AG Deutsche    7.25     3/29/2016     EUR      69.92
DZ Bank AG Deutsche    7.75     6/24/2016     EUR      59.45
DZ Bank AG Deutsche    6.25    12/28/2015     EUR      68.43
DZ Bank AG Deutsche    6.75     3/29/2016     EUR      70.22
DZ Bank AG Deutsche    7.00     6/24/2016     EUR      70.05
Vontobel Financial    11.40     9/25/2015     EUR      73.70
Vontobel Financial    10.80     6/24/2016     EUR      65.08
Vontobel Financial    11.10     3/29/2016     EUR      64.79
Vontobel Financial     6.65     6/24/2016     EUR      69.09
Vontobel Financial     6.15     3/29/2016     EUR      69.63
Goldman Sachs & Co     7.00    12/23/2015     EUR      74.87
Goldman Sachs & Co    18.00     3/23/2016     EUR      71.89
Goldman Sachs & Co    14.00     2/24/2016     EUR      73.53
Goldman Sachs & Co    17.00     4/20/2016     EUR      72.63
Goldman Sachs & Co    16.00     6/22/2016     EUR      72.78
Goldman Sachs & Co    14.00     9/21/2016     EUR      74.62
Goldman Sachs & Co    19.00     4/20/2016     EUR      74.41
Goldman Sachs & Co     6.00     4/20/2016     EUR      72.71
Goldman Sachs & Co     7.00     4/20/2016     EUR      70.38
Goldman Sachs & Co    15.00     4/20/2016     EUR      63.49
Goldman Sachs & Co     8.00     4/20/2016     EUR      68.27
Goldman Sachs & Co    19.00     4/20/2016     EUR      62.40
Goldman Sachs & Co     5.00     9/21/2016     EUR      74.26
Goldman Sachs & Co     6.00     9/21/2016     EUR      72.37
Goldman Sachs & Co     7.00     9/21/2016     EUR      70.71
Goldman Sachs & Co     8.00     9/21/2016     EUR      69.17
Goldman Sachs & Co    10.00     9/21/2016     EUR      66.48
Goldman Sachs & Co    14.00     9/21/2016     EUR      64.87
Goldman Sachs & Co    16.00     9/21/2016     EUR      65.30
Goldman Sachs & Co    19.00     4/20/2016     EUR      74.03
Bank Julius Baer &     9.75     3/11/2016     EUR      65.85
DZ Bank AG Deutsche    8.90     9/21/2015     EUR      74.79
DZ Bank AG Deutsche    8.50     9/21/2015     EUR      72.59
DZ Bank AG Deutsche    7.75     9/21/2015     EUR      72.54
DZ Bank AG Deutsche    8.00    12/21/2015     EUR      74.49
DZ Bank AG Deutsche    7.00     6/20/2016     EUR      74.87
DZ Bank AG Deutsche    6.00    12/21/2015     EUR      74.64
DZ Bank AG Deutsche    6.75     6/20/2016     EUR      74.50
DZ Bank AG Deutsche    7.00     6/20/2016     EUR      73.85
DZ Bank AG Deutsche    6.50    12/21/2015     EUR      69.58
DZ Bank AG Deutsche    6.75     3/21/2016     EUR      71.00
DZ Bank AG Deutsche    7.25     6/20/2016     EUR      70.99
Zurcher Kantonalban    7.93     3/29/2016     EUR      72.45
Vontobel Financial     5.30     6/24/2016     EUR      65.59
Vontobel Financial     4.50     3/29/2016     EUR      66.15
Vontobel Financial     5.75    12/28/2015     EUR      65.49
Deutsche Bank AG       8.20     3/22/2016     EUR      74.30
Deutsche Bank AG       8.20     6/21/2016     EUR      73.90
Deutsche Bank AG       5.20    12/22/2015     EUR      74.50
Deutsche Bank AG       4.20    12/22/2015     EUR      74.20
Deutsche Bank AG       4.20     3/22/2016     EUR      75.00
Deutsche Bank AG       3.20     3/22/2016     EUR      74.40
Deutsche Bank AG       3.20     6/21/2016     EUR      72.60
Deutsche Bank AG       4.20     6/21/2016     EUR      73.50
Deutsche Bank AG       4.20     6/21/2016     EUR      74.50
Deutsche Bank AG       3.20     6/21/2016     EUR      73.70
Deutsche Bank AG       5.20     6/21/2016     EUR      74.30
Vontobel Financial     4.75     6/24/2016     EUR      70.86
Vontobel Financial     4.35     3/29/2016     EUR      71.88
Vontobel Financial     5.85    12/28/2015     EUR      71.40
Vontobel Financial     8.00     9/25/2015     EUR      70.13
Commerzbank AG         5.80     10/8/2017     EUR      74.65
DZ Bank AG Deutsche    5.50     3/29/2016     EUR      67.50
HSBC Trinkaus & Bur   21.80     9/25/2015     EUR      72.48
HSBC Trinkaus & Bur   14.60     9/25/2015     EUR      70.31
HSBC Trinkaus & Bur   11.50    12/28/2015     EUR      72.99
HSBC Trinkaus & Bur   11.60     3/25/2016     EUR      73.38
HSBC Trinkaus & Bur    9.90     3/25/2016     EUR      74.65
HSBC Trinkaus & Bur   10.00    11/27/2015     EUR      74.15
HSBC Trinkaus & Bur    8.70     1/22/2016     EUR      64.31
HSBC Trinkaus & Bur    7.90     4/22/2016     EUR      65.84
HSBC Trinkaus & Bur   12.60     9/25/2015     EUR      73.35
HSBC Trinkaus & Bur   15.60     9/25/2015     EUR      71.48
HSBC Trinkaus & Bur   12.00     3/25/2016     EUR      74.74
HSBC Trinkaus & Bur    8.30     6/24/2016     EUR      65.42
HSBC Trinkaus & Bur   20.20     9/25/2015     EUR      71.27
HSBC Trinkaus & Bur   15.00    12/28/2015     EUR      74.65
HSBC Trinkaus & Bur    9.40     1/22/2016     EUR      74.65
HSBC Trinkaus & Bur   23.10     9/25/2015     EUR      62.21
HSBC Trinkaus & Bur   17.30    12/28/2015     EUR      66.12
HSBC Trinkaus & Bur   14.40     3/25/2016     EUR      68.44
HSBC Trinkaus & Bur   10.10     1/22/2016     EUR      70.95
HSBC Trinkaus & Bur    9.10     4/22/2016     EUR      72.49
HSBC Trinkaus & Bur   21.00     9/25/2015     EUR      66.17
HSBC Trinkaus & Bur   14.80     9/25/2015     EUR      69.50
HSBC Trinkaus & Bur    7.90     9/25/2015     EUR      74.92
HSBC Trinkaus & Bur   15.70    12/28/2015     EUR      69.68
HSBC Trinkaus & Bur   11.70    12/28/2015     EUR      72.18
HSBC Trinkaus & Bur   13.20     3/25/2016     EUR      71.78
HSBC Trinkaus & Bur   10.20     3/25/2016     EUR      73.79
HSBC Trinkaus & Bur    9.00     1/22/2016     EUR      74.29
UBS AG/London         15.90     9/11/2015     EUR      59.52
Vontobel Financial     5.00     4/22/2016     EUR      67.08
Vontobel Financial     5.00     4/22/2016     EUR      71.52
Vontobel Financial     9.00     4/22/2016     EUR      68.24
Zurcher Kantonalban   10.00     3/24/2016     EUR      71.28
DZ Bank AG Deutsche   10.50     9/25/2015     EUR      70.61
DZ Bank AG Deutsche   13.50    12/28/2015     EUR      74.32
DZ Bank AG Deutsche    6.25     3/29/2016     EUR      73.29
DZ Bank AG Deutsche   11.50     3/29/2016     EUR      72.47
DZ Bank AG Deutsche    6.25     6/24/2016     EUR      72.29
DZ Bank AG Deutsche    5.25     3/29/2016     EUR      68.43
DZ Bank AG Deutsche   10.25     3/29/2016     EUR      65.66
DZ Bank AG Deutsche   10.00     6/24/2016     EUR      65.49
DZ Bank AG Deutsche   14.25     9/25/2015     EUR      60.82
DZ Bank AG Deutsche   11.25    12/28/2015     EUR      63.45
DZ Bank AG Deutsche   13.00     9/25/2015     EUR      71.47
DZ Bank AG Deutsche   10.50    12/28/2015     EUR      73.94
DZ Bank AG Deutsche   11.50     3/29/2016     EUR      72.99
DZ Bank AG Deutsche    7.75     6/24/2016     EUR      74.46
Landesbank Hessen-T    5.10     4/15/2016     EUR      65.70
HSBC Trinkaus & Bur   15.10     9/25/2015     EUR      68.05
HSBC Trinkaus & Bur   11.80    12/28/2015     EUR      70.70
HSBC Trinkaus & Bur   12.10     3/25/2016     EUR      70.74
HSBC Trinkaus & Bur    8.50    10/23/2015     EUR      72.67
HSBC Trinkaus & Bur    7.20     2/26/2016     EUR      74.74
HSBC Trinkaus & Bur   15.20     9/25/2015     EUR      73.86
HSBC Trinkaus & Bur    6.30     6/24/2016     EUR      69.28
HSBC Trinkaus & Bur   12.60     3/25/2016     EUR      73.68
HSBC Trinkaus & Bur   14.00     9/25/2015     EUR      72.32
HSBC Trinkaus & Bur   13.40     9/25/2015     EUR      74.09
HSBC Trinkaus & Bur   17.30     9/25/2015     EUR      72.36
HSBC Trinkaus & Bur   10.00    11/27/2015     EUR      69.71
HSBC Trinkaus & Bur    9.00     2/26/2016     EUR      71.24
HSBC Trinkaus & Bur   14.80     9/25/2015     EUR      68.20
HSBC Trinkaus & Bur    9.20    12/28/2015     EUR      72.71
HSBC Trinkaus & Bur   14.50     9/25/2015     EUR      70.46
HSBC Trinkaus & Bur   12.00    12/28/2015     EUR      73.03
HSBC Trinkaus & Bur   13.70     3/25/2016     EUR      71.98
HSBC Trinkaus & Bur   10.60     3/25/2016     EUR      74.50
Commerzbank AG         8.50     2/25/2016     EUR      74.78
Commerzbank AG        10.00     2/25/2016     EUR      64.89
Commerzbank AG        10.75     2/25/2016     EUR      64.10
Raiffeisen Centroba    6.88     3/30/2017     EUR      67.44
Notenstein Privatba    7.20     9/20/2016     EUR      71.91
Vontobel Financial    10.45     3/29/2016     EUR      69.59
Vontobel Financial     6.60     3/29/2016     EUR      73.31
Vontobel Financial    12.80    12/28/2015     EUR      67.83
Vontobel Financial     7.70    12/28/2015     EUR      72.24
Vontobel Financial    17.00     9/25/2015     EUR      64.90
Vontobel Financial     9.30     9/25/2015     EUR      70.61
Vontobel Financial     7.45     9/25/2015     EUR      64.19
Goldman Sachs & Co     6.00     5/25/2016     EUR      74.91
Goldman Sachs & Co     6.00     5/25/2016     EUR      60.25
Goldman Sachs & Co     8.00     5/25/2016     EUR      61.74
BNP Paribas Emissio    6.00     3/24/2016     EUR      74.62
EFG International F    7.20     2/25/2019     EUR      64.18
Bank Julius Baer &    12.90      3/4/2016     USD      51.10
Bank Julius Baer &    11.50      3/4/2016     USD      46.95
HSBC Trinkaus & Bur    8.10     3/25/2016     EUR      70.58
HSBC Trinkaus & Bur    7.00     6/24/2016     EUR      72.53
HSBC Trinkaus & Bur   20.20     9/25/2015     EUR      74.50
HSBC Trinkaus & Bur   15.60     9/25/2015     EUR      69.96
HSBC Trinkaus & Bur   11.00     3/25/2016     EUR      74.61
HSBC Trinkaus & Bur   22.50     9/25/2015     EUR      60.15
HSBC Trinkaus & Bur   15.80     9/25/2015     EUR      63.73
HSBC Trinkaus & Bur   16.90    12/28/2015     EUR      63.97
HSBC Trinkaus & Bur   12.60    12/28/2015     EUR      66.65
HSBC Trinkaus & Bur   14.20     3/25/2016     EUR      66.20
HSBC Trinkaus & Bur   10.90     3/25/2016     EUR      68.40
HSBC Trinkaus & Bur   11.20    11/27/2015     EUR      67.55
HSBC Trinkaus & Bur   11.40     6/24/2016     EUR      65.74
HSBC Trinkaus & Bur   11.40     9/23/2016     EUR      66.32
HSBC Trinkaus & Bur    6.30     9/23/2016     EUR      70.62
HSBC Trinkaus & Bur    6.90    12/23/2016     EUR      69.97
HSBC Trinkaus & Bur    8.40     5/27/2016     EUR      67.67
HSBC Trinkaus & Bur   12.20     6/24/2016     EUR      74.95
HSBC Trinkaus & Bur   11.00     9/23/2016     EUR      68.39
HSBC Trinkaus & Bur    7.60     9/23/2016     EUR      70.64
HSBC Trinkaus & Bur    9.90     2/26/2016     EUR      67.24
HSBC Trinkaus & Bur   10.00     5/27/2016     EUR      68.33
HSBC Trinkaus & Bur    9.00     6/24/2016     EUR      72.06
HSBC Trinkaus & Bur    6.20     6/24/2016     EUR      74.77
Norddeutsche Landes    5.00      6/3/2016     EUR      73.90
Vontobel Financial     7.00     3/29/2016     EUR      65.01
UniCredit Bank AG      5.00      4/1/2016     EUR      71.94
DZ Bank AG Deutsche    8.50    12/21/2015     EUR      74.61
DZ Bank AG Deutsche    5.75    12/21/2015     EUR      67.65
DZ Bank AG Deutsche    6.00     3/21/2016     EUR      61.43
DZ Bank AG Deutsche    5.50     6/20/2016     EUR      60.29
DZ Bank AG Deutsche    7.30    12/21/2015     EUR      66.30
DZ Bank AG Deutsche    5.90     3/21/2016     EUR      67.26
DZ Bank AG Deutsche    6.70     3/21/2016     EUR      66.42
DZ Bank AG Deutsche    7.80     6/20/2016     EUR      66.46
EFG International F    8.99      9/4/2017     EUR      62.40
Banque Cantonale Va    8.20      3/3/2016     USD      73.39
Wlodarzewska SA        9.22     5/15/2016     PLN      38.00
HYPO NOE Gruppe Ban    2.50     3/10/2045     EUR      86.84
2C Partners SA         9.25     5/12/2017     PLN      70.00
HSBC Bank PLC          0.50     6/28/2019     IDR      64.65
Lloyds Bank PLC        0.50     7/26/2028     MXN      45.05
HSBC Bank PLC          0.50     7/30/2019     IDR      64.02
HSBC Bank PLC          0.50      6/9/2023     MXN      64.96
Commerzbank AG         9.50    12/24/2015     EUR      62.86
DZ Bank AG Deutsche    5.50     2/26/2016     EUR      63.24
HSBC Trinkaus & Bur    9.80     9/25/2015     EUR      64.05
HSBC Trinkaus & Bur    8.50    12/28/2015     EUR      66.13
HSBC Trinkaus & Bur   12.50     3/25/2016     EUR      63.02
HSBC Trinkaus & Bur   11.70    10/23/2015     EUR      62.51
HSBC Trinkaus & Bur   11.00    11/27/2015     EUR      63.40
HSBC Trinkaus & Bur    6.80     1/22/2016     EUR      68.98
HSBC Trinkaus & Bur    9.70     2/26/2016     EUR      65.41
HSBC Trinkaus & Bur    6.70     2/26/2016     EUR      69.31
HSBC Trinkaus & Bur   13.60     3/25/2016     EUR      70.32
HSBC Trinkaus & Bur   11.00     3/25/2016     EUR      72.57
HSBC Trinkaus & Bur   11.40    11/27/2015     EUR      71.53
HSBC Trinkaus & Bur   10.10     2/26/2016     EUR      73.43
Commerzbank AG         7.30      2/5/2016     EUR      65.78
Leonteq Securities    20.00     2/23/2016     USD      40.19
Vontobel Financial    13.30     9/25/2015     EUR      67.08
Vontobel Financial    10.75    12/28/2015     EUR      69.65
Goldman Sachs & Co    17.00     9/23/2015     EUR      74.03
Vontobel Financial    10.50     9/25/2015     EUR      67.22
Goldman Sachs & Co    16.00    11/25/2015     EUR      64.41
Goldman Sachs & Co    25.00     9/23/2015     EUR      68.52
Goldman Sachs & Co    21.00    11/25/2015     EUR      71.82
Goldman Sachs & Co    19.00    12/23/2015     EUR      72.77
Goldman Sachs & Co    23.00     1/20/2016     EUR      70.79
Goldman Sachs & Co    18.00     1/20/2016     EUR      73.82
Goldman Sachs & Co    21.00     2/24/2016     EUR      71.99
Goldman Sachs & Co    24.00    11/25/2015     EUR      72.44
Vontobel Financial     9.40    12/28/2015     EUR      69.49
Zurcher Kantonalban    6.82     2/19/2016     EUR      64.91
HSBC Trinkaus & Bur    3.00    10/30/2015     EUR      73.26
Bank Julius Baer &    10.00     4/18/2016     EUR      72.25
Credit Suisse AG/Lo    7.80     7/16/2025     USD       9.65
UBS AG                10.00     9/23/2016     EUR      72.51
Barclays Bank PLC      8.00     9/15/2015     USD      10.27
Vontobel Financial    13.30     9/25/2015     EUR      74.29
Vontobel Financial     8.55    12/28/2015     EUR      72.93
Vontobel Financial    10.65     9/25/2015     EUR      70.88
Vontobel Financial     5.20    12/28/2015     EUR      72.28
Vontobel Financial     5.15     9/25/2015     EUR      70.85
DZ Bank AG Deutsche    6.00     6/24/2016     EUR      73.25
DZ Bank AG Deutsche    7.00     6/24/2016     EUR      53.27
Zurcher Kantonalban    9.00    12/16/2015     EUR      56.47
Commerzbank AG         7.50    11/26/2015     EUR      52.87
DZ Bank AG Deutsche    5.25    12/21/2015     EUR      72.09
DZ Bank AG Deutsche    5.00    12/21/2015     EUR      72.01
DZ Bank AG Deutsche    5.00     3/21/2016     EUR      73.10
DZ Bank AG Deutsche    5.00     3/21/2016     EUR      73.10
Commerzbank AG         9.00    11/26/2015     EUR      72.80
Commerzbank AG         5.75    11/26/2015     EUR      57.34
Commerzbank AG         7.75    11/26/2015     EUR      54.90
Commerzbank AG        10.00    11/26/2015     EUR      52.83
UBS AG/London         11.00    12/10/2015     CHF      70.34
Commerzbank AG        10.25    11/26/2015     EUR      65.08
Commerzbank AG        13.25    11/26/2015     EUR      61.12
Commerzbank AG         8.25    11/26/2015     EUR      66.13
Goldman Sachs & Co    11.00     9/23/2015     EUR      70.94
Goldman Sachs & Co    10.00    10/21/2015     EUR      71.63
Goldman Sachs & Co    10.00    11/25/2015     EUR      72.55
Goldman Sachs & Co     7.00    12/23/2015     EUR      72.28
Goldman Sachs & Co     6.00     1/20/2016     EUR      72.38
Goldman Sachs & Co     8.00     1/20/2016     EUR      73.19
Goldman Sachs & Co     9.00     1/20/2016     EUR      73.60
Goldman Sachs & Co     7.00     6/22/2016     EUR      72.80
Goldman Sachs & Co     9.00     6/22/2016     EUR      74.44
Goldman Sachs & Co     8.00     6/22/2016     EUR      73.62
Goldman Sachs & Co     6.00     1/20/2016     EUR      52.36
Goldman Sachs & Co     5.00     1/20/2016     EUR      51.96
Goldman Sachs & Co     6.00     1/20/2016     EUR      52.36
Goldman Sachs & Co     8.00     1/20/2016     EUR      53.17
Goldman Sachs & Co    10.00     1/20/2016     EUR      53.98
Goldman Sachs & Co    10.00     1/20/2016     EUR      53.98
Goldman Sachs & Co    10.00     1/20/2016     EUR      53.98
Goldman Sachs & Co     6.00     6/22/2016     EUR      53.07
Goldman Sachs & Co     5.00     6/22/2016     EUR      52.25
Goldman Sachs & Co     8.00     6/22/2016     EUR      54.72
Goldman Sachs & Co     7.00     6/22/2016     EUR      53.89
Goldman Sachs & Co    10.00     6/22/2016     EUR      56.36
Goldman Sachs & Co    20.00     9/23/2015     EUR      63.43
Goldman Sachs & Co    25.00     9/23/2015     EUR      60.39
Goldman Sachs & Co    23.00    10/21/2015     EUR      62.03
Goldman Sachs & Co    14.00    11/25/2015     EUR      69.27
Goldman Sachs & Co    17.00    11/25/2015     EUR      66.17
Goldman Sachs & Co    20.00    12/23/2015     EUR      65.03
Goldman Sachs & Co    10.00     1/20/2016     EUR      74.13
Goldman Sachs & Co    15.00     1/20/2016     EUR      67.99
Goldman Sachs & Co    19.00     1/20/2016     EUR      66.18
Goldman Sachs & Co    14.00     3/23/2016     EUR      70.04
Goldman Sachs & Co    17.00     3/23/2016     EUR      68.35
Goldman Sachs & Co     9.00     6/22/2016     EUR      74.76
Goldman Sachs & Co    15.00     6/22/2016     EUR      68.71
Goldman Sachs & Co    20.00     9/23/2015     EUR      69.11
Goldman Sachs & Co    24.00     9/23/2015     EUR      65.44
Goldman Sachs & Co    18.00    10/21/2015     EUR      70.22
Goldman Sachs & Co    22.00    10/21/2015     EUR      66.97
Goldman Sachs & Co    20.00    11/25/2015     EUR      68.50
Goldman Sachs & Co    19.00    12/23/2015     EUR      69.71
Goldman Sachs & Co    15.00     1/20/2016     EUR      73.47
Goldman Sachs & Co    18.00     1/20/2016     EUR      70.86
Goldman Sachs & Co    16.00     3/23/2016     EUR      72.80
Goldman Sachs & Co    22.00    12/23/2015     EUR      47.26
Goldman Sachs & Co     4.00     1/20/2016     EUR      64.52
Goldman Sachs & Co     6.00     1/20/2016     EUR      60.37
Goldman Sachs & Co     7.00     1/20/2016     EUR      58.55
Goldman Sachs & Co    10.00     1/20/2016     EUR      53.85
Goldman Sachs & Co    15.00     1/20/2016     EUR      51.18
Goldman Sachs & Co    18.00     1/20/2016     EUR      49.72
Goldman Sachs & Co    21.00     1/20/2016     EUR      48.57
Goldman Sachs & Co     4.00     6/22/2016     EUR      66.67
Goldman Sachs & Co     4.00     6/22/2016     EUR      64.01
Goldman Sachs & Co     6.00     6/22/2016     EUR      60.75
Goldman Sachs & Co     7.00     6/22/2016     EUR      59.45
Goldman Sachs & Co    10.00     6/22/2016     EUR      56.38
Goldman Sachs & Co    15.00     6/22/2016     EUR      53.41
Goldman Sachs & Co    17.00     6/22/2016     EUR      52.77
Deutsche Bank AG       4.20    11/25/2015     EUR      59.10
Deutsche Bank AG       4.20     3/22/2016     EUR      58.20
Deutsche Bank AG       4.20     9/22/2015     EUR      56.20
Deutsche Bank AG       4.20    11/25/2015     EUR      56.90
Deutsche Bank AG       4.20    12/22/2015     EUR      57.20
Deutsche Bank AG       3.20     3/22/2016     EUR      57.70
Deutsche Bank AG       3.20     6/22/2016     EUR      58.20
Deutsche Bank AG       3.20     6/22/2016     EUR      56.10
Deutsche Bank AG       4.20     6/22/2016     EUR      56.90
Deutsche Bank AG       4.20    12/22/2015     EUR      59.50
Deutsche Bank AG       4.20     6/22/2016     EUR      59.10
Deutsche Bank AG       4.20     9/22/2015     EUR      58.40
Deutsche Bank AG       4.20    10/21/2015     EUR      56.50
Deutsche Bank AG       3.20     3/22/2016     EUR      59.90
Deutsche Bank AG       4.20     3/22/2016     EUR      60.50
Deutsche Bank AG       4.20    10/21/2015     EUR      58.80
Deutsche Bank AG       6.20    11/25/2015     EUR      51.70
Deutsche Bank AG       7.20    11/25/2015     EUR      51.90
Deutsche Bank AG       7.20     3/22/2016     EUR      54.30
Deutsche Bank AG       7.20     6/22/2016     EUR      54.00
Deutsche Bank AG       5.20     3/22/2016     EUR      75.00
Deutsche Bank AG       5.20     6/22/2016     EUR      57.80
Deutsche Bank AG       5.20     6/22/2016     EUR      55.80
Deutsche Bank AG       5.20     6/22/2016     EUR      54.00
Deutsche Bank AG       7.20    10/21/2015     EUR      70.90
Deutsche Bank AG       7.20    11/25/2015     EUR      71.60
Deutsche Bank AG       6.20     6/22/2016     EUR      71.60
Deutsche Bank AG       7.20     3/22/2016     EUR      73.80
Deutsche Bank AG       7.20     6/22/2016     EUR      72.50
Deutsche Bank AG       6.20    10/21/2015     EUR      70.70
Deutsche Bank AG       6.20     3/22/2016     EUR      73.20
Deutsche Bank AG       6.20    11/25/2015     EUR      71.30
Leonteq Securities    11.00    12/15/2015     USD      41.01
DZ Bank AG Deutsche    5.25    12/21/2015     EUR      66.85
DZ Bank AG Deutsche    5.25     3/21/2016     EUR      68.10
DZ Bank AG Deutsche    5.70    12/21/2015     EUR      73.98
UBS AG/London          5.00    12/10/2015     USD      64.38
Vontobel Financial     9.20    12/28/2015     EUR      73.16
Lehman Brothers Tre   18.25     10/2/2008     USD       4.76
Glitnir HF             6.38     9/25/2012     USD      27.13
Lehman Brothers Tre    3.40     9/21/2009     HKD       4.76
Lehman Brothers Tre    4.00    10/12/2010     USD       4.76
Glitnir HF             6.00    12/15/2012     GBP      27.13
Lehman Brothers Tre    1.50    10/12/2010     EUR       4.76
ECM Real Estate Inv    5.00     10/9/2011     EUR      10.38
Lehman Brothers Tre    7.00    10/22/2010     EUR       4.76
Immigon Portfolioab    5.03     6/11/2019     EUR      68.63
Lehman Brothers Tre    8.00    10/23/2008     USD       4.76
Lehman Brothers Tre    4.60     11/9/2011     EUR      19.00
Lehman Brothers Tre    4.80    11/16/2012     HKD       4.76
Lehman Brothers Tre    3.50    12/20/2027     USD       4.76
Lehman Brothers Tre    5.50    11/30/2012     CZK       4.76
Lehman Brothers Tre   14.90    11/16/2010     EUR       4.76
Lehman Brothers Tre    6.00    10/30/2012     USD       4.76
Lehman Brothers Tre   16.00     10/8/2008     CHF       4.76
Immigon Portfolioab    5.23     12/5/2022     EUR      45.50
Lehman Brothers Tre    3.00     12/3/2012     EUR       4.76
Immigon Portfolioab    5.21     12/6/2022     EUR      45.50
Immigon Portfolioab    5.00    12/12/2018     EUR      73.13
Lehman Brothers Tre    8.60     7/31/2013     GBP       4.76
Lehman Brothers Tre    8.28     7/31/2013     GBP       4.76
Lehman Brothers Tre    7.50     7/31/2013     GBP       4.76
Barclays Bank PLC      1.99     12/1/2040     USD      71.52
MirLand Development    6.00    11/30/2017     ILS      36.06
Lehman Brothers Tre    5.00     4/24/2017     EUR       4.76
Lehman Brothers Tre    7.39      5/4/2017     USD       4.76
Lehman Brothers Tre    4.25     5/15/2010     EUR       4.76
Lehman Brothers Tre    3.35    10/13/2016     EUR       4.76
Banca di Cividale S    0.09     10/2/2036     EUR      61.01
Lehman Brothers Tre    4.00     5/30/2010     USD       4.76
Lehman Brothers Tre    4.00     5/17/2010     USD       4.76
Lehman Brothers Tre    2.48     5/12/2009     USD       4.76
Lehman Brothers Tre    2.25     5/12/2009     USD       4.76
Lehman Brothers Tre    6.00     2/14/2012     EUR       4.76
Lehman Brothers Tre    7.00     2/15/2012     EUR       4.76
Lehman Brothers Tre    4.69     2/19/2017     EUR       4.76
Lehman Brothers Tre    6.00     5/12/2017     EUR       4.76
Lehman Brothers Tre    4.10     2/19/2010     EUR       4.76
Goldman Sachs & Co     8.00     9/23/2015     EUR      60.63
Lehman Brothers Tre    6.60     2/22/2012     EUR       4.76
Credit Suisse AG/Lo    7.60    10/15/2015     CHF      48.77
HSBC Trinkaus & Bur    7.00     9/25/2015     EUR      57.43
Credit Suisse AG/Na    7.00    10/29/2015     CHF      65.64
Lehman Brothers Tre    5.20     3/19/2018     EUR       4.76
Lehman Brothers Tre    5.00     2/28/2032     EUR       4.76
Deutsche Bank AG       7.20     9/22/2015     EUR      66.20
Deutsche Bank AG       6.20     9/22/2015     EUR      66.20
Deutsche Bank AG       5.20     9/22/2015     EUR      62.30
Deutsche Bank AG       5.20     9/22/2015     EUR      66.10
Deutsche Bank AG       7.20     9/22/2015     EUR      62.50
Deutsche Bank AG       5.20     9/22/2015     EUR      59.00
Deutsche Bank AG       7.20     9/22/2015     EUR      59.10
Deutsche Bank AG       6.20     9/22/2015     EUR      62.40
Deutsche Bank AG       6.20     9/22/2015     EUR      59.10
Deutsche Bank AG       7.20     9/22/2015     EUR      54.40
Deutsche Bank AG       6.20     9/22/2015     EUR      54.30
Deutsche Bank AG       6.20     9/22/2015     EUR      52.40
Deutsche Bank AG       6.20     9/22/2015     EUR      58.60
Deutsche Bank AG       7.20     9/22/2015     EUR      58.70
Deutsche Bank AG       5.20     9/22/2015     EUR      52.30
Deutsche Bank AG       7.20     9/22/2015     EUR      52.50
Deutsche Bank AG       7.20     9/22/2015     EUR      56.40
Deutsche Bank AG       5.20     9/22/2015     EUR      54.20
Deutsche Bank AG       6.20     9/22/2015     EUR      56.40
Deutsche Bank AG       5.20     9/22/2015     EUR      58.50
Deutsche Bank AG       5.20     9/22/2015     EUR      56.30
Deutsche Bank AG       4.20     9/22/2015     EUR      68.00
Deutsche Bank AG       3.20     9/22/2015     EUR      63.40
Deutsche Bank AG       4.20     9/22/2015     EUR      63.50
Deutsche Bank AG       4.20     9/22/2015     EUR      60.80
Deutsche Bank AG       4.20     9/22/2015     EUR      70.20
Deutsche Bank AG       3.20     9/22/2015     EUR      68.00
Deutsche Bank AG       3.20     9/22/2015     EUR      60.80
Deutsche Bank AG       3.20     9/22/2015     EUR      70.10
Lehman Brothers Tre    3.50    10/31/2011     USD       4.76
Lehman Brothers Tre    0.25    10/19/2012     CHF       4.76
Lehman Brothers Tre    4.10     6/10/2014     SGD      16.25
Lehman Brothers Tre   10.00      8/2/2037     JPY       4.76
Lehman Brothers Tre    4.00     7/20/2012     EUR       4.76
Lehman Brothers Tre    2.50     8/23/2012     GBP       4.76
Sparebanken Din        2.52                   NOK      71.98
Ofoten Sparebank       2.50                   NOK      70.30
Drangedal Sparebank    2.61                   NOK      70.03
Lehman Brothers Tre    3.00     8/13/2011     EUR       4.76
Kaupthing Bank Hf      3.75     2/15/2024     ISK      22.00
Lehman Brothers Tre    9.25     6/20/2012     USD       4.76
Vontobel Financial     5.00      5/6/2016     EUR      63.20
Goldman Sachs & Co    10.00     9/23/2015     EUR      73.01
Goldman Sachs & Co    10.00     9/23/2015     EUR      73.01
Goldman Sachs & Co    11.00     9/23/2015     EUR      73.09
Goldman Sachs & Co    11.00     9/23/2015     EUR      73.09
Goldman Sachs & Co     6.00     9/23/2015     EUR      50.46
Goldman Sachs & Co     6.00     9/23/2015     EUR      50.46
Credit Suisse AG/Lo    7.00    10/22/2015     CHF      67.25
Goldman Sachs & Co    10.00     9/23/2015     EUR      72.93
Goldman Sachs & Co    12.00     9/23/2015     EUR      68.11
Goldman Sachs & Co     5.00     9/23/2015     EUR      67.92
Goldman Sachs & Co     6.00     9/23/2015     EUR      64.01
Goldman Sachs & Co     7.00     9/23/2015     EUR      60.55
Goldman Sachs & Co    10.00     9/23/2015     EUR      54.52
Goldman Sachs & Co    11.00     9/23/2015     EUR      52.12
Arizk                  3.00    12/20/2030     RUB      34.88
Lehman Brothers Tre    6.00     2/19/2023     USD       4.76
Immigon Portfolioab    5.21     2/13/2026     EUR      33.13
Lehman Brothers Tre    6.00     6/21/2011     EUR       4.76
Lehman Brothers Tre    2.00     6/21/2011     EUR       4.76
Lehman Brothers Tre    4.10     8/23/2010     USD       4.76
Lehman Brothers Tre    5.12     4/30/2027     EUR       4.76
Lehman Brothers Tre   10.60     4/22/2014     MXN       4.76
Lehman Brothers Tre    9.75     6/22/2018     USD       4.76
Lehman Brothers Tre    4.60      8/1/2013     EUR       4.76
Lehman Brothers Tre    8.00     5/22/2009     USD       4.76
Lehman Brothers Tre   15.00      6/4/2009     CHF       4.76
Lehman Brothers Tre    7.60      3/4/2010     NZD       4.76
Lehman Brothers Tre   17.00      6/2/2009     USD       4.76
Lehman Brothers Tre    3.00      6/3/2010     EUR       4.76
Lehman Brothers Tre   12.40     6/12/2009     USD       4.76
Lehman Brothers Tre    2.00     6/28/2011     EUR       4.76
Lehman Brothers Tre   10.00     6/17/2009     USD       4.76
Immigon Portfolioab    1.29      3/1/2018     EUR      72.75
Haltdalen Sparebank    2.55                   NOK      54.84
Credit Suisse AG/Na    6.00     1/29/2016     CHF      58.73
DZ Bank AG Deutsche    5.25     9/25/2015     EUR      56.27
Leonteq Securities    10.00     1/22/2016     USD      43.10
DZ Bank AG Deutsche    4.50     9/11/2015     EUR      74.79
DZ Bank AG Deutsche    5.40    10/23/2015     EUR      73.92
DZ Bank AG Deutsche    4.40    10/23/2015     EUR      73.76
DZ Bank AG Deutsche    5.60    10/23/2015     EUR      67.33
DZ Bank AG Deutsche    4.50    10/23/2015     EUR      74.18
DZ Bank AG Deutsche    4.50     9/11/2015     EUR      69.57
DZ Bank AG Deutsche    5.75     9/11/2015     EUR      73.83
DZ Bank AG Deutsche    6.00     9/11/2015     EUR      72.76
DZ Bank AG Deutsche    5.50     9/11/2015     EUR      72.74
DZ Bank AG Deutsche    4.40    10/22/2015     EUR      73.23
DZ Bank AG Deutsche    5.60    10/22/2015     EUR      70.92
DZ Bank AG Deutsche    5.60    10/22/2015     EUR      44.47
DZ Bank AG Deutsche    4.90    10/22/2015     EUR      74.59
DZ Bank AG Deutsche    5.70    10/22/2015     EUR      72.85
DZ Bank AG Deutsche    6.60    10/22/2015     EUR      71.21
Vontobel Financial     3.70     9/25/2015     EUR      54.03
Vontobel Financial     7.50     9/25/2015     EUR      67.17
UniCredit Bank AG      4.20     9/24/2015     EUR      68.26
UniCredit Bank AG      4.20     9/24/2015     EUR      72.83
UniCredit Bank AG      4.10     9/24/2015     EUR      43.84
UniCredit Bank AG      4.00     9/24/2015     EUR      45.21
Leonteq Securities    11.52    10/28/2015     CHF      47.06
HSBC Trinkaus & Bur    5.65     2/22/2016     EUR      53.11
Deutsche Bank AG       5.20     8/26/2015     EUR      52.50
Deutsche Bank AG       6.20     8/26/2015     EUR      50.80
Deutsche Bank AG       7.20     8/26/2015     EUR      50.80
Deutsche Bank AG       5.20     8/26/2015     EUR      50.80
Deutsche Bank AG       6.20     8/26/2015     EUR      52.60
Deutsche Bank AG       7.20     8/26/2015     EUR      52.60
DZ Bank AG Deutsche   16.00     8/28/2015     EUR      36.94
DZ Bank AG Deutsche    6.75     8/28/2015     EUR      57.33
DZ Bank AG Deutsche    5.25     8/28/2015     EUR      59.13
DZ Bank AG Deutsche    7.00     9/25/2015     EUR      71.96
Deutsche Bank AG       6.20    10/21/2015     EUR      73.10
Deutsche Bank AG       7.20    10/21/2015     EUR      73.30
Deutsche Bank AG       5.20    10/21/2015     EUR      72.90
Deutsche Bank AG       7.20    10/21/2015     EUR      49.60
Deutsche Bank AG       6.20    10/21/2015     EUR      49.40
Deutsche Bank AG       5.20    10/21/2015     EUR      49.20
Deutsche Bank AG       5.20    10/21/2015     EUR      50.90
Deutsche Bank AG       7.20    10/21/2015     EUR      51.20
Deutsche Bank AG       6.20    10/21/2015     EUR      51.10
UBS AG/London          7.20     1/20/2016     EUR      55.13
DZ Bank AG Deutsche    4.75     9/11/2015     EUR      67.48
HSBC Trinkaus & Bur    8.50     9/25/2015     EUR      65.18
HSBC Trinkaus & Bur   12.00     9/25/2015     EUR      73.92
HSBC Trinkaus & Bur   12.50     9/25/2015     EUR      74.72
HSBC Trinkaus & Bur   12.50     9/25/2015     EUR      64.85
HSBC Trinkaus & Bur    8.00     9/25/2015     EUR      70.83
HSBC Trinkaus & Bur    6.00    12/28/2015     EUR      74.57
HSBC Trinkaus & Bur   12.50     9/25/2015     EUR      42.63
HSBC Trinkaus & Bur    8.50     9/25/2015     EUR      46.19
HSBC Trinkaus & Bur    6.50    12/28/2015     EUR      49.12
HSBC Trinkaus & Bur   14.00     9/25/2015     EUR      46.39
HSBC Trinkaus & Bur   10.50     9/25/2015     EUR      50.39
HSBC Trinkaus & Bur   13.00     9/25/2015     EUR      52.69
HSBC Trinkaus & Bur   10.00     9/25/2015     EUR      56.40
HSBC Trinkaus & Bur   14.50     9/25/2015     EUR      67.70
HSBC Trinkaus & Bur   10.50     9/25/2015     EUR      74.22
HSBC Trinkaus & Bur   12.00     9/25/2015     EUR      60.14
Notenstein Privatba    4.00      2/1/2016     EUR      45.05
Vontobel Financial     4.05    12/28/2015     EUR      71.99
Vontobel Financial     4.05     9/25/2015     EUR      74.68
Raiffeisen Centroba    6.95     1/20/2016     EUR      74.94
Raiffeisen Centroba    6.95     1/20/2016     EUR      68.86
Commerzbank AG         5.00     6/23/2016     EUR      60.37
Commerzbank AG         5.75     6/23/2016     EUR      58.86
Commerzbank AG         6.25     6/23/2016     EUR      57.83
Commerzbank AG         6.75     6/23/2016     EUR      56.88
Commerzbank AG         7.25     6/23/2016     EUR      55.98
Commerzbank AG         8.00     6/23/2016     EUR      55.36
Vontobel Financial     5.00     9/23/2016     EUR      49.45
DZ Bank AG Deutsche    6.50     8/28/2015     EUR      70.33
DZ Bank AG Deutsche    5.25     9/25/2015     EUR      68.73
DZ Bank AG Deutsche    5.25    12/28/2015     EUR      69.09
Notenstein Privatba    7.40    10/31/2016     CHF      38.52
Landesbank Berlin A    5.25     9/10/2015     EUR      63.61
National Capital JS   11.50     3/18/2016     RUB      60.02
UBS AG                 6.00     9/25/2015     EUR      48.80
UBS AG                 5.75     9/25/2015     EUR      53.18
UBS AG                 4.50     9/25/2015     EUR      73.58
UBS AG                 7.75     9/25/2015     EUR      53.31
UBS AG                 8.50     9/25/2015     EUR      48.97
UBS AG                 4.75     9/25/2015     EUR      64.83
UBS AG                 5.25     9/25/2015     EUR      58.42
UBS AG                 5.75     9/25/2015     EUR      64.88
Notenstein Privatba   11.00     1/25/2016     USD      55.13
Deutsche Bank AG       4.50     9/22/2015     EUR      74.69
Deutsche Bank AG       5.50     9/22/2015     EUR      74.78
Credit Suisse AG/Na    8.00     1/29/2016     CHF      35.93
UBS AG/London         18.50    12/29/2015     EUR      72.93
UBS AG/London         22.50    12/29/2015     EUR      64.76
UBS AG/London         18.00     9/25/2015     EUR      74.03
Raiffeisen Centroba    5.60     6/15/2016     EUR      55.91
DZ Bank AG Deutsche    8.00     9/11/2015     EUR      58.77
DZ Bank AG Deutsche    6.75     9/11/2015     EUR      58.71
DZ Bank AG Deutsche    5.25     9/11/2015     EUR      58.66
DZ Bank AG Deutsche    4.20     9/11/2015     EUR      67.45
DZ Bank AG Deutsche    4.90     9/11/2015     EUR      65.31
DZ Bank AG Deutsche    5.80     9/11/2015     EUR      63.19
Credit Suisse AG/Na    7.00    12/28/2015     EUR      68.77
BNP Paribas Emissio   10.00    10/22/2015     EUR      74.99
BNP Paribas Emissio    7.00    10/22/2015     EUR      43.78
BNP Paribas Emissio    9.00    10/22/2015     EUR      56.04
Vontobel Financial     8.95     3/29/2016     EUR      65.91
Vontobel Financial     8.85     6/24/2016     EUR      74.73
Vontobel Financial     9.15     6/24/2016     EUR      65.97
Vontobel Financial     8.90     6/24/2016     EUR      72.11
Vontobel Financial    10.65    12/28/2015     EUR      64.16
Deutsche Bank AG       5.34     6/30/2016     EUR      59.47
Vontobel Financial     6.00     6/24/2016     EUR      73.73
Vontobel Financial     9.50     9/25/2015     EUR      73.19
Vontobel Financial     5.50     1/15/2016     EUR      61.20
Bank J Safra Sarasi    5.00     5/26/2016     CHF      68.91
UBS AG                 8.50     6/10/2016     EUR      72.27
UBS AG                10.50     6/10/2016     EUR      70.81
UBS AG                 9.10    12/11/2015     EUR      70.88
Commerzbank AG         7.50    12/24/2015     EUR      72.41
Commerzbank AG         9.50    12/24/2015     EUR      69.43
UBS AG                13.50     6/24/2016     EUR      56.88
Societe Generale Ef   15.68    10/10/2016     EUR      73.59
Societe Generale Ef    8.68      7/7/2016     EUR      66.38
Societe Generale Ef   10.57      7/7/2016     EUR      64.88
Societe Generale Ef   12.62      7/7/2016     EUR      63.78
Societe Generale Ef    8.26    10/10/2016     EUR      69.22
Societe Generale Ef    9.99    10/10/2016     EUR      67.50
Societe Generale Ef   13.91    10/10/2016     EUR      65.19
Lehman Brothers Tre    3.00     9/13/2010     JPY      19.00
Commerzbank AG        10.75    12/24/2015     EUR      63.23
Commerzbank AG        14.75    12/24/2015     EUR      58.65
Commerzbank AG         8.25    12/24/2015     EUR      62.54
Commerzbank AG         5.00    12/24/2015     EUR      68.25
Commerzbank AG         6.75    12/24/2015     EUR      65.19
Commerzbank AG         8.75    12/24/2015     EUR      62.54
Commerzbank AG        11.00    12/24/2015     EUR      60.30
UniCredit Bank AG      4.60     3/24/2016     EUR      60.64
UniCredit Bank AG      4.30     3/24/2016     EUR      62.26
UniCredit Bank AG      4.40     3/24/2016     EUR      61.71
UniCredit Bank AG      4.25     3/24/2016     EUR      62.85
UniCredit Bank AG      4.80     3/24/2016     EUR      59.63
UniCredit Bank AG      4.90     3/24/2016     EUR      59.14
UniCredit Bank AG      4.50     3/24/2016     EUR      61.18
UniCredit Bank AG      4.00     3/24/2016     EUR      65.95
UniCredit Bank AG      5.00     3/24/2016     EUR      58.67
UniCredit Bank AG      4.15     3/24/2016     EUR      64.05
UniCredit Bank AG      4.05     3/24/2016     EUR      65.30
UniCredit Bank AG      4.70     3/24/2016     EUR      60.13
UniCredit Bank AG      4.20     3/24/2016     EUR      63.44
UniCredit Bank AG      4.10     3/24/2016     EUR      64.65
UniCredit Bank AG      5.00     3/24/2016     EUR      74.02
UBS AG                10.37    10/23/2015     USD      10.41
UBS AG                10.05    10/23/2015     USD      16.27
Lehman Brothers Tre    2.40     6/20/2011     JPY       4.76
Lehman Brothers Tre    1.60     6/21/2010     JPY       4.76
HSBC Bank PLC          0.50     11/9/2018     IDR      69.33
DZ Bank AG Deutsche    5.00     9/25/2015     EUR      73.14
DZ Bank AG Deutsche    5.00    12/28/2015     EUR      72.49
UniCredit Bank AG      4.00    12/17/2015     EUR      61.13
UniCredit Bank AG      5.00     9/24/2015     EUR      59.22
UniCredit Bank AG      5.60     9/24/2015     EUR      73.22
UniCredit Bank AG      5.60     9/24/2015     EUR      63.20
UniCredit Bank AG      6.25     9/24/2015     EUR      61.92
UniCredit Bank AG      5.20     9/24/2015     EUR      74.92
UniCredit Bank AG      5.20     9/24/2015     EUR      58.38
UniCredit Bank AG      6.00     9/24/2015     EUR      56.81
UniCredit Bank AG      4.25     9/24/2015     EUR      60.98
Commerzbank AG         6.75     8/27/2015     EUR      61.57
HSBC Trinkaus & Bur    6.00    12/28/2015     EUR      72.18
HSBC Trinkaus & Bur    5.10    12/28/2015     EUR      71.87
Vontobel Financial     5.80    12/28/2015     EUR      53.85
Vontobel Financial     6.40     9/25/2015     EUR      52.34
DZ Bank AG Deutsche    5.70      9/7/2015     EUR      59.69
DZ Bank AG Deutsche    8.00     9/11/2015     EUR      74.99
HSBC Trinkaus & Bur   10.80     9/25/2015     EUR      52.89
HSBC Trinkaus & Bur    7.10     9/25/2015     EUR      58.34
HSBC Trinkaus & Bur    8.80    10/23/2015     EUR      56.03
HSBC Trinkaus & Bur    6.00    12/28/2015     EUR      30.30
Goldman Sachs & Co    11.00     3/23/2016     EUR      48.92
Goldman Sachs & Co    11.00     9/23/2015     EUR      46.16
Goldman Sachs & Co    11.00     9/23/2015     EUR      46.16
Goldman Sachs & Co    11.00     9/23/2015     EUR      46.16
Goldman Sachs & Co    11.00    10/21/2015     EUR      47.00
Goldman Sachs & Co    11.00    10/21/2015     EUR      47.00
Goldman Sachs & Co     9.00     3/23/2016     EUR      50.49
Goldman Sachs & Co     9.00     3/23/2016     EUR      50.49
Goldman Sachs & Co     9.00     3/23/2016     EUR      50.49
Notenstein Privatba    5.50     9/26/2016     CHF      66.98
Notenstein Privatba    5.00     9/26/2016     CHF      68.19
DZ Bank AG Deutsche    5.60     3/30/2017     EUR      52.59
Leonteq Securities    20.00    12/29/2015     CHF      34.00
Leonteq Securities     5.05     9/22/2015     CHF      60.99
UniCredit Bank AG      4.00    10/14/2019     EUR      62.15
Credit Suisse AG/Na    8.25     9/30/2015     CHF      65.30
Vontobel Financial     8.00    12/28/2015     EUR      48.77
DZ Bank AG Deutsche   10.25     9/25/2015     EUR      60.88
DZ Bank AG Deutsche    6.25     9/25/2015     EUR      55.83
DZ Bank AG Deutsche    5.75     9/25/2015     EUR      64.86
DZ Bank AG Deutsche    7.10     9/23/2015     EUR      72.09
DZ Bank AG Deutsche    5.40     9/23/2015     EUR      46.49
DZ Bank AG Deutsche    4.80    12/23/2015     EUR      50.04
DZ Bank AG Deutsche    5.70     9/23/2015     EUR      43.92
DZ Bank AG Deutsche    5.70     9/23/2015     EUR      41.81
DZ Bank AG Deutsche    4.60     9/23/2015     EUR      39.83
DZ Bank AG Deutsche    5.10    12/23/2015     EUR      48.48
DZ Bank AG Deutsche    5.10    12/23/2015     EUR      46.25
DZ Bank AG Deutsche    4.40    12/23/2015     EUR      43.95
DZ Bank AG Deutsche    2.20    12/23/2015     EUR      54.96
DZ Bank AG Deutsche    3.50    12/23/2015     EUR      52.25
DZ Bank AG Deutsche    7.20     9/23/2015     EUR      73.05
DZ Bank AG Deutsche    6.40    12/23/2015     EUR      74.69
DZ Bank AG Deutsche    2.60     9/23/2015     EUR      45.07
DZ Bank AG Deutsche    3.10     9/23/2015     EUR      43.06
DZ Bank AG Deutsche    4.80     9/23/2015     EUR      43.20
DZ Bank AG Deutsche    2.70    12/23/2015     EUR      48.09
DZ Bank AG Deutsche    4.60    12/23/2015     EUR      46.57
DZ Bank AG Deutsche    3.20    12/23/2015     EUR      46.10
DZ Bank AG Deutsche    7.60     9/23/2015     EUR      69.64
DZ Bank AG Deutsche    6.60     9/23/2015     EUR      71.03
DZ Bank AG Deutsche    6.00     9/23/2015     EUR      66.33
DZ Bank AG Deutsche    4.90    12/23/2015     EUR      71.91
Vontobel Financial     5.25     9/25/2015     EUR      72.94
Commerzbank AG         6.50     8/27/2015     EUR      53.74
Commerzbank AG         8.75     8/27/2015     EUR      51.02
Commerzbank AG        10.75     8/27/2015     EUR      53.31
Commerzbank AG        10.50     8/27/2015     EUR      74.23
Commerzbank AG         3.00     9/21/2015     EUR      59.29
Commerzbank AG         8.50     8/27/2015     EUR      56.06
HSBC Trinkaus & Bur    6.60     9/25/2015     EUR      50.72
HSBC Trinkaus & Bur    7.70    10/23/2015     EUR      49.73
HSBC Trinkaus & Bur   15.10     9/25/2015     EUR      73.84
HSBC Trinkaus & Bur    9.60    10/23/2015     EUR      74.30
HSBC Trinkaus & Bur    9.40    10/23/2015     EUR      73.46
HSBC Trinkaus & Bur   15.60     9/25/2015     EUR      72.79
HSBC Trinkaus & Bur   16.10     9/25/2015     EUR      74.40
Bank Julius Baer &     8.85     9/25/2015     CHF      39.00
Notenstein Privatba    8.00     10/3/2016     CHF      55.82
Bank Julius Baer &     7.00     10/2/2015     USD      56.40
Vontobel Financial     7.60     9/25/2015     EUR      46.27
Vontobel Financial     7.45    12/28/2015     EUR      66.04
Vontobel Financial     8.50     9/25/2015     EUR      64.36
Vontobel Financial     7.80     9/25/2015     EUR      73.48
Notenstein Finance     6.20     9/25/2015     CHF      62.13
Leonteq Securities    11.20    12/29/2015     CHF      43.41
Leonteq Securities     8.20    12/29/2015     CHF      63.86
Commerzbank AG         5.60     9/29/2015     EUR      46.82
Notenstein Privatba    7.50     6/23/2016     CHF      72.94
Raiffeisen Centroba    7.55     1/20/2016     EUR      59.67
Raiffeisen Centroba    5.98     1/20/2016     EUR      58.22
Raiffeisen Centroba    6.29     1/20/2016     EUR      57.48
Goldman Sachs & Co     8.00     9/23/2015     EUR      72.57
Goldman Sachs & Co    12.00     9/23/2015     EUR      64.49
Goldman Sachs & Co     7.00    12/23/2015     EUR      74.28
Goldman Sachs & Co     9.00    12/23/2015     EUR      70.36
Goldman Sachs & Co    11.00    12/23/2015     EUR      67.08
UniCredit Bank AG      5.00     9/24/2015     EUR      74.90
UniCredit Bank AG      7.00     9/24/2015     EUR      72.46
UniCredit Bank AG      5.50     9/24/2015     EUR      73.21
UniCredit Bank AG      5.25     9/24/2015     EUR      43.65
UniCredit Bank AG      4.25     9/24/2015     EUR      45.17
UniCredit Bank AG      5.40     9/24/2015     EUR      43.12
UniCredit Bank AG      6.75     9/24/2015     EUR      68.90
UniCredit Bank AG      5.20     9/24/2015     EUR      71.95
UniCredit Bank AG      4.80     9/24/2015     EUR      74.22
UniCredit Bank AG      4.00     9/24/2015     EUR      59.13
UniCredit Bank AG      4.60     9/24/2015     EUR      71.44
UniCredit Bank AG      4.50     9/24/2015     EUR      57.49
UniCredit Bank AG      6.50     9/24/2015     EUR      53.80
UniCredit Bank AG      5.50     9/24/2015     EUR      55.20
UniCredit Bank AG      6.50     9/24/2015     EUR      69.98
UniCredit Bank AG      6.00     9/24/2015     EUR      70.83
UniCredit Bank AG      5.25     9/24/2015     EUR      72.50
UniCredit Bank AG      5.75     9/24/2015     EUR      42.13
UniCredit Bank AG      6.00     9/24/2015     EUR      71.57
UniCredit Bank AG      7.50     9/24/2015     EUR      64.38
UniCredit Bank AG      6.00     9/24/2015     EUR      69.86
UniCredit Bank AG      4.80     9/24/2015     EUR      44.68
UniCredit Bank AG      5.00     9/24/2015     EUR      73.07
UniCredit Bank AG      6.50     9/24/2015     EUR      73.63
UniCredit Bank AG      5.00     9/24/2015     EUR      55.90
UniCredit Bank AG      5.50     9/24/2015     EUR      70.88
UniCredit Bank AG      4.90     9/24/2015     EUR      43.82
UniCredit Bank AG      4.75     9/24/2015     EUR      44.36
DZ Bank AG Deutsche    5.25     9/11/2015     EUR      67.32
DZ Bank AG Deutsche    7.00     9/11/2015     EUR      67.40
DZ Bank AG Deutsche    6.25     9/11/2015     EUR      67.36
DZ Bank AG Deutsche    5.50     9/11/2015     EUR      67.33
DZ Bank AG Deutsche    4.75     9/11/2015     EUR      72.74
DZ Bank AG Deutsche    5.00     9/25/2015     EUR      73.11
DZ Bank AG Deutsche    4.70     9/11/2015     EUR      73.94
DZ Bank AG Deutsche    5.50     9/11/2015     EUR      71.81
Notenstein Privatba    6.10    12/30/2015     EUR      50.72
HSBC Trinkaus & Bur    7.50     9/25/2015     EUR      68.35
Credit Suisse AG/Na    6.50     1/11/2016     CHF      70.53
Vontobel Financial     4.50     9/25/2015     EUR      69.39
Vontobel Financial     4.40     9/25/2015     EUR      73.62
Notenstein Privatba    6.50      7/2/2018     USD      67.44
Credit Suisse AG/Na    8.25     1/11/2016     CHF      36.57
DZ Bank AG Deutsche    6.00     9/11/2015     EUR      70.70
DZ Bank AG Deutsche    5.25     9/11/2015     EUR      70.66
DZ Bank AG Deutsche    5.75     9/11/2015     EUR      67.53
DZ Bank AG Deutsche    4.40     9/11/2015     EUR      74.05
DZ Bank AG Deutsche    5.10     9/11/2015     EUR      72.61
Leonteq Securities     5.25      1/4/2016     CHF      69.48
Leonteq Securities     8.00      7/7/2016     USD      50.49
Vontobel Financial     4.50     9/11/2015     EUR      73.41
Vontobel Financial     7.60     9/11/2015     EUR      66.88
Vontobel Financial     9.35     9/11/2015     EUR      64.05
Vontobel Financial     4.40    12/11/2015     EUR      74.10
Vontobel Financial     5.65    12/11/2015     EUR      71.14
Vontobel Financial     6.95    12/11/2015     EUR      68.45
Vontobel Financial     5.85     9/25/2015     EUR      48.83
Vontobel Financial     6.00     9/25/2015     EUR      70.49
Notenstein Privatba    8.00     1/11/2016     EUR      64.73
Vontobel Financial     8.45     9/11/2015     EUR      74.61
Vontobel Financial     3.95     3/11/2016     EUR      54.12
Vontobel Financial     4.05    12/11/2015     EUR      53.07
Vontobel Financial     5.80    12/11/2015     EUR      50.11
Vontobel Financial     7.05     3/11/2016     EUR      49.28
Vontobel Financial     7.70    12/11/2015     EUR      47.63
Vontobel Financial     8.50     9/11/2015     EUR      45.69
Vontobel Financial     6.35     9/11/2015     EUR      72.46
Vontobel Financial     6.00    12/11/2015     EUR      73.85
Vontobel Financial     7.85    12/11/2015     EUR      69.98
Vontobel Financial     7.25     3/11/2016     EUR      71.51
Vontobel Financial     5.70     3/11/2016     EUR      74.97
Vontobel Financial     5.40     3/11/2016     EUR      51.41
Vontobel Financial     4.60    12/11/2015     EUR      74.77
Vontobel Financial     4.05    12/11/2015     EUR      74.60
Vontobel Financial     4.55     9/11/2015     EUR      73.68
Deutsche Bank AG       6.20    12/22/2015     EUR      71.80
Deutsche Bank AG       5.20    12/22/2015     EUR      71.40
Deutsche Bank AG       6.20    12/22/2015     EUR      74.10
Deutsche Bank AG       6.20    12/22/2015     EUR      71.90
Deutsche Bank AG       5.20    12/22/2015     EUR      73.80
Deutsche Bank AG       6.20    12/22/2015     EUR      69.70
Deutsche Bank AG       5.20    12/22/2015     EUR      69.40
Deutsche Bank AG       5.20    12/22/2015     EUR      71.50
Deutsche Bank AG       7.20    12/22/2015     EUR      72.20
Deutsche Bank AG       7.20    12/22/2015     EUR      72.10
Deutsche Bank AG       7.20    12/22/2015     EUR      74.50
Deutsche Bank AG       5.20     9/22/2015     EUR      70.10
Deutsche Bank AG       7.20     9/22/2015     EUR      72.80
Deutsche Bank AG       7.20     9/22/2015     EUR      70.50
Deutsche Bank AG       7.20     9/22/2015     EUR      70.30
Deutsche Bank AG       5.20     9/22/2015     EUR      72.60
Deutsche Bank AG       6.20     9/22/2015     EUR      70.40
Deutsche Bank AG       5.20     9/22/2015     EUR      70.30
Deutsche Bank AG       6.20     9/22/2015     EUR      70.20
Deutsche Bank AG       6.20     9/22/2015     EUR      72.70
Zurcher Kantonalban    8.80     1/14/2016     CHF      61.59
UBS AG                 9.00      7/3/2017     CHF      45.56
UBS AG/London          2.80    12/23/2015     EUR      58.50
UBS AG/London          3.80    12/23/2015     EUR      55.41
UBS AG/London          5.00    12/23/2015     EUR      52.79
Leonteq Securities     9.40     10/8/2015     USD      41.19
Banque Cantonale Va    1.00      7/7/2016     CHF      22.30
Vontobel Financial     8.55     9/25/2015     EUR      68.39
DZ Bank AG Deutsche    5.75     9/25/2015     EUR      69.85
Credit Suisse AG/Lo    4.00      1/4/2016     EUR      48.73
HSBC Trinkaus & Bur   10.50     9/25/2015     EUR      62.68
HSBC Trinkaus & Bur    7.00     9/25/2015     EUR      67.98
HSBC Trinkaus & Bur   12.00     9/25/2015     EUR      69.22
HSBC Trinkaus & Bur   12.00     9/25/2015     EUR      71.48
HSBC Trinkaus & Bur   11.00     9/25/2015     EUR      62.85
HSBC Trinkaus & Bur    7.00     9/25/2015     EUR      68.49
HSBC Trinkaus & Bur   12.50     9/25/2015     EUR      41.48
HSBC Trinkaus & Bur    8.50     9/25/2015     EUR      44.81
HSBC Trinkaus & Bur   15.00     9/25/2015     EUR      44.40
HSBC Trinkaus & Bur   12.00     9/25/2015     EUR      48.27
HSBC Trinkaus & Bur    7.50     9/25/2015     EUR      55.34
HSBC Trinkaus & Bur    9.00     9/25/2015     EUR      66.43
HSBC Trinkaus & Bur    6.00    12/28/2015     EUR      71.86
HSBC Trinkaus & Bur   12.50     9/25/2015     EUR      71.98
HSBC Trinkaus & Bur   12.00     9/25/2015     EUR      72.15
HSBC Trinkaus & Bur   13.00     9/25/2015     EUR      65.16
HSBC Trinkaus & Bur    9.50     9/25/2015     EUR      70.43
HSBC Trinkaus & Bur   13.50     9/25/2015     EUR      74.10
HSBC Trinkaus & Bur   14.50     9/25/2015     EUR      63.82
HSBC Trinkaus & Bur   11.00     9/25/2015     EUR      69.54
HSBC Trinkaus & Bur   12.50     9/25/2015     EUR      54.55
HSBC Trinkaus & Bur   10.00     9/25/2015     EUR      58.61
HSBC Trinkaus & Bur    7.00     9/25/2015     EUR      63.38
HSBC Trinkaus & Bur   11.00     9/25/2015     EUR      69.64
Vontobel Financial     5.40     9/25/2015     EUR      67.27
Vontobel Financial     4.35    12/28/2015     EUR      67.96
Notenstein Privatba    8.20     1/18/2016     EUR      73.70
Deutsche Bank AG       5.20     9/22/2015     EUR      50.30
Deutsche Bank AG       5.20    12/22/2015     EUR      51.60
Deutsche Bank AG       6.20     9/22/2015     EUR      50.30
Deutsche Bank AG       7.20     9/22/2015     EUR      50.40
Deutsche Bank AG       7.20    12/22/2015     EUR      56.10
Deutsche Bank AG       7.20    12/22/2015     EUR      52.30
Deutsche Bank AG       6.20     9/22/2015     EUR      54.20
Deutsche Bank AG       5.20     9/22/2015     EUR      54.10
Deutsche Bank AG       6.20    12/22/2015     EUR      55.80
Deutsche Bank AG       7.20     9/22/2015     EUR      54.30
Deutsche Bank AG       5.20    12/22/2015     EUR      55.40
Deutsche Bank AG       6.20    12/22/2015     EUR      51.90
Deutsche Bank AG       6.20     9/22/2015     EUR      65.70
Deutsche Bank AG       5.20     9/22/2015     EUR      62.70
Deutsche Bank AG       5.20     9/22/2015     EUR      55.00
Deutsche Bank AG       7.20     9/22/2015     EUR      55.20
Deutsche Bank AG       7.20     9/22/2015     EUR      52.50
Deutsche Bank AG       6.20     9/22/2015     EUR      52.40
Deutsche Bank AG       5.20     9/22/2015     EUR      52.30
Deutsche Bank AG       6.20     9/22/2015     EUR      49.90
Deutsche Bank AG       5.20     9/22/2015     EUR      49.80
Deutsche Bank AG       7.20     9/22/2015     EUR      47.80
Deutsche Bank AG       6.20     9/22/2015     EUR      47.70
Deutsche Bank AG       5.20     9/22/2015     EUR      47.60
Credit Suisse AG/Na    6.00     1/22/2016     CHF      72.36
Vontobel Financial     6.90     6/10/2016     EUR      50.75
Vontobel Financial     4.75     6/10/2016     EUR      53.88
Deutsche Bank AG       3.20    11/25/2015     EUR      66.80
Deutsche Bank AG       3.20    12/22/2015     EUR      61.50
Deutsche Bank AG       3.20    11/25/2015     EUR      61.30
Deutsche Bank AG       3.20    10/21/2015     EUR      61.00
Deutsche Bank AG       3.20     8/26/2015     EUR      69.20
Deutsche Bank AG       3.20     8/26/2015     EUR      66.20
Deutsche Bank AG       3.20    10/21/2015     EUR      63.60
Deutsche Bank AG       3.20    12/22/2015     EUR      67.00
Deutsche Bank AG       3.20    10/21/2015     EUR      66.50
Deutsche Bank AG       3.20    11/25/2015     EUR      63.90
Deutsche Bank AG       3.20     8/26/2015     EUR      63.40
Deutsche Bank AG       6.20     9/22/2015     EUR      61.00
Deutsche Bank AG       5.20     9/22/2015     EUR      60.90
Deutsche Bank AG       5.20    10/21/2015     EUR      61.30
Deutsche Bank AG       6.20    10/21/2015     EUR      61.50
Deutsche Bank AG       6.20    10/21/2015     EUR      59.10
Deutsche Bank AG       5.20    10/21/2015     EUR      58.90
Deutsche Bank AG       5.20    11/25/2015     EUR      61.80
Deutsche Bank AG       6.20    11/25/2015     EUR      62.10
Deutsche Bank AG       6.20    11/25/2015     EUR      59.70
Deutsche Bank AG       5.20    11/25/2015     EUR      59.40
Deutsche Bank AG       3.20    12/22/2015     EUR      64.10
Deutsche Bank AG       6.20    12/22/2015     EUR      62.50
Deutsche Bank AG       5.20    12/22/2015     EUR      62.20
Deutsche Bank AG       6.20    12/22/2015     EUR      60.10
Deutsche Bank AG       5.20    12/22/2015     EUR      59.80
HSBC Trinkaus & Bur   10.40     9/25/2015     EUR      74.80
HSBC Trinkaus & Bur    8.70    12/28/2015     EUR      56.85
HSBC Trinkaus & Bur    9.50    10/23/2015     EUR      55.39
HSBC Trinkaus & Bur   11.60    10/23/2015     EUR      51.29
Deutsche Bank AG       3.20     9/22/2015     EUR      66.30
Bank Julius Baer &    10.00    10/23/2015     EUR      57.95
Vontobel Financial     8.70    12/28/2015     EUR      60.14
Vontobel Financial    24.35     9/25/2015     EUR      71.46
Vontobel Financial    26.55     9/25/2015     EUR      67.83
Vontobel Financial    27.60     9/25/2015     EUR      74.49
Commerzbank AG         5.75    10/22/2015     EUR      67.29
Commerzbank AG         6.50    10/22/2015     EUR      65.51
Commerzbank AG         7.50    10/22/2015     EUR      63.88
Commerzbank AG         8.50    10/22/2015     EUR      62.37
Commerzbank AG         9.50    10/22/2015     EUR      60.90
Commerzbank AG        10.50    10/22/2015     EUR      59.56
Commerzbank AG        11.50    10/22/2015     EUR      58.25
Notenstein Privatba   10.00     4/29/2016     CHF      66.66
Goldman Sachs & Co     5.00     8/26/2015     EUR      58.65
Goldman Sachs & Co     7.00     8/26/2015     EUR      58.66
Goldman Sachs & Co     8.00     8/26/2015     EUR      58.66
Goldman Sachs & Co    14.00     8/26/2015     EUR      58.70
Goldman Sachs & Co    13.00     9/23/2015     EUR      56.79
Goldman Sachs & Co    13.00     9/23/2015     EUR      56.79
Goldman Sachs & Co     6.00    10/21/2015     EUR      56.69
Goldman Sachs & Co     7.00    10/21/2015     EUR      56.84
Goldman Sachs & Co     8.00    10/21/2015     EUR      57.00
Goldman Sachs & Co    10.00    10/21/2015     EUR      57.31
Goldman Sachs & Co    12.00    10/21/2015     EUR      57.62
Goldman Sachs & Co    12.00    10/21/2015     EUR      57.62
Goldman Sachs & Co    12.00    10/21/2015     EUR      57.62
Goldman Sachs & Co     8.00    11/25/2015     EUR      57.72
Goldman Sachs & Co    10.00    11/25/2015     EUR      58.22
Goldman Sachs & Co     6.00    12/23/2015     EUR      57.62
Goldman Sachs & Co     7.00    12/23/2015     EUR      57.95
Goldman Sachs & Co     8.00    12/23/2015     EUR      58.28
Goldman Sachs & Co    10.00    12/23/2015     EUR      58.93
Goldman Sachs & Co    11.00    12/23/2015     EUR      59.26
Goldman Sachs & Co     7.00     3/23/2016     EUR      59.80
Goldman Sachs & Co     6.00     8/26/2015     EUR      71.51
Goldman Sachs & Co     7.00     8/26/2015     EUR      67.54
Goldman Sachs & Co     8.00     8/26/2015     EUR      64.53
Goldman Sachs & Co    14.00     8/26/2015     EUR      56.07
Goldman Sachs & Co    16.00     8/26/2015     EUR      53.91
Goldman Sachs & Co     8.00     9/23/2015     EUR      63.59
Goldman Sachs & Co    15.00     9/23/2015     EUR      54.68
Goldman Sachs & Co     5.00    10/21/2015     EUR      69.73
Goldman Sachs & Co     7.00    10/21/2015     EUR      66.91
Goldman Sachs & Co     8.00    10/21/2015     EUR      64.20
Goldman Sachs & Co    14.00    10/21/2015     EUR      55.84
Goldman Sachs & Co     5.00    11/25/2015     EUR      70.13
Goldman Sachs & Co     8.00    11/25/2015     EUR      64.94
Goldman Sachs & Co    10.00    11/25/2015     EUR      60.41
Goldman Sachs & Co    13.00    11/25/2015     EUR      56.91
Goldman Sachs & Co     6.00    12/23/2015     EUR      67.67
Goldman Sachs & Co    10.00    12/23/2015     EUR      61.13
Goldman Sachs & Co    13.00    12/23/2015     EUR      57.88
Goldman Sachs & Co     5.00     3/23/2016     EUR      71.70
Goldman Sachs & Co     6.00     3/23/2016     EUR      69.28
Goldman Sachs & Co     7.00     3/23/2016     EUR      67.06
Goldman Sachs & Co    10.00     3/23/2016     EUR      61.63
Goldman Sachs & Co    11.00     3/23/2016     EUR      60.00
Commerzbank AG         8.50    10/22/2015     EUR      55.17
Deutsche Bank AG       5.20     9/22/2015     EUR      63.60
Deutsche Bank AG       7.20     9/22/2015     EUR      63.70
Deutsche Bank AG       6.20     9/22/2015     EUR      63.60
Deutsche Bank AG       7.20     9/22/2015     EUR      61.10
Deutsche Bank AG       7.20    12/22/2015     EUR      65.50
Deutsche Bank AG       6.20    12/22/2015     EUR      65.20
Deutsche Bank AG       5.20    12/22/2015     EUR      64.80
Deutsche Bank AG       7.20    12/22/2015     EUR      62.90
Deutsche Bank AG       7.20    12/22/2015     EUR      60.50
Deutsche Bank AG       8.20     9/22/2015     EUR      58.80
Deutsche Bank AG       8.20    12/22/2015     EUR      60.80
DZ Bank AG Deutsche   10.00     9/25/2015     EUR      74.39
DZ Bank AG Deutsche    7.75    11/27/2015     EUR      58.82
DZ Bank AG Deutsche    5.75    11/27/2015     EUR      65.43
DZ Bank AG Deutsche   10.00    11/27/2015     EUR      59.27
Leonteq Securities     9.07      5/3/2016     GBP      62.55
Zurcher Kantonalban    7.00     11/3/2015     EUR      58.37
UBS AG/London         12.88    10/23/2015     CHF      48.30
UBS AG/London          7.54    10/23/2015     CHF      68.85
Commerzbank AG         8.00    10/22/2015     EUR      75.00
DZ Bank AG Deutsche    8.75     9/25/2015     EUR      55.88
DZ Bank AG Deutsche    9.50     9/25/2015     EUR      74.35
DZ Bank AG Deutsche    5.00    11/27/2015     EUR      62.34
DZ Bank AG Deutsche    8.75    11/27/2015     EUR      57.49
Notenstein Finance     7.00    10/23/2015     USD      26.47
Deutsche Bank AG       5.00     11/6/2015     EUR      60.79
Commerzbank AG         8.00    10/22/2015     EUR      57.20
DekaBank Deutsche G    4.00    10/21/2016     EUR      71.24
Zurcher Kantonalban    5.75     11/6/2015     CHF      66.78
Vontobel Financial    10.35     9/25/2015     EUR      74.04
BNP Paribas Emissio    4.75     9/24/2015     EUR      66.39
BNP Paribas Emissio    7.50     9/24/2015     EUR      61.10
BNP Paribas Emissio    4.50    12/24/2015     EUR      67.56
BNP Paribas Emissio    6.75    12/24/2015     EUR      62.84
BNP Paribas Emissio    3.75     6/23/2016     EUR      72.32
BNP Paribas Emissio    5.00     6/23/2016     EUR      67.41
BNP Paribas Emissio    6.75     6/23/2016     EUR      63.73
Immigon Portfolioab    1.54     5/18/2020     EUR      51.50
Immigon Portfolioab    1.54     5/18/2020     EUR      51.00
Immigon Portfolioab    1.54     5/18/2020     EUR      51.50
Immigon Portfolioab    3.50     5/23/2022     EUR      40.63
Commerzbank AG        11.50     1/21/2016     EUR      69.43
Commerzbank AG         7.25     1/21/2016     EUR      74.65
Commerzbank AG         8.25     1/21/2016     EUR      73.21
Commerzbank AG         9.25     1/21/2016     EUR      71.85
Commerzbank AG        10.25     1/21/2016     EUR      70.56
Commerzbank AG        11.75     1/21/2016     EUR      74.12
Commerzbank AG        14.75     1/21/2016     EUR      70.46
Commerzbank AG        10.25     1/21/2016     EUR      61.32
Commerzbank AG         7.25     1/21/2016     EUR      64.72
Deutsche Bank AG       4.20    10/21/2015     EUR      66.70
Deutsche Bank AG       4.20    10/21/2015     EUR      63.80
Deutsche Bank AG       4.20    11/25/2015     EUR      67.00
Deutsche Bank AG       4.20    11/25/2015     EUR      64.20
Deutsche Bank AG       3.20     9/22/2015     EUR      75.00
Deutsche Bank AG       4.20     9/22/2015     EUR      75.00
Deutsche Bank AG       4.20     8/26/2015     EUR      66.20
Deutsche Bank AG       6.20    10/21/2015     EUR      70.90
Deutsche Bank AG       6.20    11/25/2015     EUR      73.70
Deutsche Bank AG       6.20    11/25/2015     EUR      71.40
Deutsche Bank AG       6.20     3/22/2016     EUR      73.20
Deutsche Bank AG       5.20    11/25/2015     EUR      73.50
Deutsche Bank AG       5.20    10/21/2015     EUR      73.00
Deutsche Bank AG       5.20    10/21/2015     EUR      70.70
Deutsche Bank AG       5.20    11/25/2015     EUR      71.20
Deutsche Bank AG       6.20    10/21/2015     EUR      73.20
Deutsche Bank AG       5.20     3/22/2016     EUR      72.60
Deutsche Bank AG       6.20     1/19/2016     EUR      74.50
Deutsche Bank AG       4.20     1/19/2016     EUR      73.70
Deutsche Bank AG       5.20     1/19/2016     EUR      74.10
Deutsche Bank AG       5.20     1/19/2016     EUR      71.10
Deutsche Bank AG       4.20     1/19/2016     EUR      70.70
Deutsche Bank AG       6.20     1/19/2016     EUR      71.50
Deutsche Bank AG       4.20     1/19/2016     EUR      67.60
Deutsche Bank AG       5.20     1/19/2016     EUR      68.00
Deutsche Bank AG       6.20     1/19/2016     EUR      68.40
Deutsche Bank AG       4.20     1/19/2016     EUR      64.80
Deutsche Bank AG       5.20     1/19/2016     EUR      65.20
Deutsche Bank AG       6.20     1/19/2016     EUR      65.60
Agentstvo po Ipotec   10.89     1/15/2029     RUB      60.01
UniCredit Bank AG      4.00     9/24/2015     EUR      61.25
UniCredit Bank AG      5.50     9/24/2015     EUR      73.50
UniCredit Bank AG      6.00     9/24/2015     EUR      51.27
UniCredit Bank AG      5.25     9/24/2015     EUR      74.45
UniCredit Bank AG      5.50     9/24/2015     EUR      52.99
UniCredit Bank AG      6.50     9/24/2015     EUR      47.32
UniCredit Bank AG      4.25     9/24/2015     EUR      58.92
UniCredit Bank AG      5.00     9/24/2015     EUR      54.82
UniCredit Bank AG      4.50     9/24/2015     EUR      56.77
DZ Bank AG Deutsche    7.50     9/25/2015     EUR      55.83
DZ Bank AG Deutsche    7.50     8/28/2015     EUR      74.54
DZ Bank AG Deutsche    7.00     9/25/2015     EUR      72.02
DZ Bank AG Deutsche    5.75     8/28/2015     EUR      52.12
DZ Bank AG Deutsche   10.00     8/28/2015     EUR      47.57
DZ Bank AG Deutsche    7.25     9/25/2015     EUR      63.29
DZ Bank AG Deutsche    4.50     9/25/2015     EUR      72.90
Vontobel Financial     3.45     10/9/2015     EUR      73.58
Vontobel Financial     9.70     9/11/2015     EUR      61.41
Vontobel Financial     7.25    12/11/2015     EUR      65.70
Vontobel Financial     8.65    12/11/2015     EUR      63.50
Leonteq Securities     8.00     8/15/2016     CHF      56.89
UBS AG/London          8.25     9/25/2015     EUR      61.83
UBS AG/London          6.75    12/29/2015     EUR      69.59
UBS AG/London         14.50     9/25/2015     EUR      70.79
UBS AG/London          7.25     3/29/2016     EUR      69.93
UBS AG/London          8.25     6/24/2016     EUR      65.05
UBS AG/London         24.75    12/29/2015     EUR      67.86
UBS AG/London          9.00    12/29/2015     EUR      59.17
UBS AG/London         10.75     6/24/2016     EUR      54.70
UBS AG/London         23.00     3/29/2016     EUR      69.22
UBS AG/London         24.25    12/29/2015     EUR      61.20
UBS AG/London          9.00     9/25/2015     EUR      38.91
UBS AG/London          9.50     3/29/2016     EUR      60.36
UBS AG/London          6.75     9/25/2015     EUR      67.82
UBS AG/London          8.25    12/29/2015     EUR      64.01
UBS AG/London         14.00    12/23/2016     EUR      60.96
UBS AG/London         23.75     6/24/2016     EUR      60.57
UBS AG/London          9.00    12/29/2015     EUR      69.39
UBS AG/London         13.25     6/24/2016     EUR      61.73
UBS AG/London         19.25     6/24/2016     EUR      73.56
UBS AG/London         21.25    12/29/2015     EUR      71.39
UBS AG/London         22.50     6/24/2016     EUR      70.58
UBS AG/London          9.25     6/24/2016     EUR      61.05
UBS AG/London         25.00     3/29/2016     EUR      68.38
UBS AG/London          9.00     9/25/2015     EUR      73.13
UBS AG/London          6.75     9/25/2015     EUR      73.24
UBS AG/London         10.75     9/25/2015     EUR      48.94
UBS AG/London          8.50     3/29/2016     EUR      64.73
UBS AG/London         20.75     6/24/2016     EUR      71.01
UBS AG/London         24.50     6/24/2016     EUR      69.04
UBS AG/London         21.00     9/25/2015     EUR      71.27
UBS AG/London         18.25     3/29/2016     EUR      74.97
UBS AG/London         23.50     9/25/2015     EUR      71.79
UBS AG/London         10.25     9/25/2015     EUR      35.38
UBS AG/London         24.75     9/25/2015     EUR      57.04
UBS AG/London         11.00     3/29/2016     EUR      53.45
UBS AG/London         10.00     9/25/2015     EUR      68.09
UBS AG/London          7.00     6/24/2016     EUR      69.77
UBS AG/London          9.00     9/25/2015     EUR      56.80
UBS AG/London          6.50    12/29/2015     EUR      74.58
UBS AG/London          9.00    12/29/2015     EUR      52.87
UBS AG/London         14.75     9/25/2015     EUR      52.20
UBS AG/London         23.25     6/24/2016     EUR      69.15
UBS AG/London         23.00     9/25/2015     EUR      67.73
Vontobel Financial     6.55      9/4/2015     EUR      50.10
HSBC Trinkaus & Bur   12.50     9/25/2015     EUR      66.84
HSBC Trinkaus & Bur    7.50     9/25/2015     EUR      73.21
HSBC Trinkaus & Bur   13.00     9/25/2015     EUR      43.90
HSBC Trinkaus & Bur    9.00     9/25/2015     EUR      47.69
HSBC Trinkaus & Bur    7.00    12/28/2015     EUR      50.86
HSBC Trinkaus & Bur    7.50     8/28/2015     EUR      51.05
HSBC Trinkaus & Bur    8.00     8/28/2015     EUR      54.07
HSBC Trinkaus & Bur   13.00     9/25/2015     EUR      71.00
HSBC Trinkaus & Bur   13.00     9/25/2015     EUR      73.98
HSBC Trinkaus & Bur    6.00     9/25/2015     EUR      66.14
HSBC Trinkaus & Bur    8.50     8/28/2015     EUR      61.56
UBS AG/London         24.50     3/29/2016     EUR      60.03
UBS AG/London         24.25    12/29/2015     EUR      73.78
UBS AG/London         22.25     6/24/2016     EUR      46.67
UBS AG/London         22.50     6/24/2016     EUR      74.74
UBS AG/London         23.00    12/29/2015     EUR      67.26
UBS AG/London         23.50     6/24/2016     EUR      74.94
UBS AG/London         23.00    12/29/2015     EUR      70.90
UBS AG/London          7.75    12/22/2017     EUR      57.63
UBS AG/London         24.50    12/29/2015     EUR      69.46
UBS AG/London          4.75    12/23/2016     EUR      59.98
UBS AG/London         24.75     3/29/2016     EUR      43.90
UBS AG/London         18.50    12/29/2015     EUR      43.67
UBS AG/London          5.75     6/24/2016     EUR      56.58
UBS AG/London         24.25     9/25/2015     EUR      69.28
UBS AG/London         20.25     9/25/2015     EUR      73.93
UBS AG/London         23.75     3/29/2016     EUR      73.58
UBS AG/London         24.75    12/29/2015     EUR      72.48
Goldman Sachs & Co    13.00     8/26/2015     EUR      71.74
Goldman Sachs & Co    11.00    12/23/2015     EUR      73.69
Goldman Sachs & Co     4.00     8/26/2015     EUR      61.91
Goldman Sachs & Co     6.00     8/26/2015     EUR      56.02
Goldman Sachs & Co     7.00     8/26/2015     EUR      53.86
Goldman Sachs & Co     9.00     8/26/2015     EUR      50.31
Goldman Sachs & Co    14.00     8/26/2015     EUR      45.40
Goldman Sachs & Co     8.00     8/26/2015     EUR      50.84
Goldman Sachs & Co    10.00     8/26/2015     EUR      50.85
Goldman Sachs & Co    11.00     8/26/2015     EUR      50.86
Goldman Sachs & Co    11.00     8/26/2015     EUR      50.86
Goldman Sachs & Co     5.00     8/26/2015     EUR      50.82
Goldman Sachs & Co     6.00     8/26/2015     EUR      50.83
DZ Bank AG Deutsche    5.75     8/28/2015     EUR      71.80
DZ Bank AG Deutsche   10.75     8/28/2015     EUR      67.26
DZ Bank AG Deutsche    9.50     8/28/2015     EUR      68.08
Vontobel Financial     5.75    12/28/2015     EUR      74.63
Vontobel Financial     6.50     9/25/2015     EUR      73.72
Vontobel Financial    13.45    12/28/2015     EUR      73.49
Vontobel Financial    18.75    12/28/2015     EUR      67.70
DZ Bank AG Deutsche    8.00    12/28/2015     EUR      52.07
Leonteq Securities     5.00     8/22/2016     CHF      62.30
Leonteq Securities    13.00     8/25/2015     CHF      29.66
Vontobel Financial     4.95    12/28/2015     EUR      59.79
Vontobel Financial     9.20     9/25/2015     EUR      52.57
UBS AG                 5.00     9/25/2015     EUR      70.68
UBS AG                 6.75     9/25/2015     EUR      58.51
UBS AG                13.50     9/25/2015     EUR      60.87
UBS AG                13.50    12/29/2015     EUR      67.35
UBS AG                13.75     9/25/2015     EUR      56.24
UBS AG                10.75     9/25/2015     EUR      70.65
UBS AG                14.00     9/25/2015     EUR      53.42
UBS AG                12.00     9/25/2015     EUR      73.69
UBS AG                14.50     9/25/2015     EUR      73.82
UBS AG                13.00     9/25/2015     EUR      73.18
UBS AG                10.75     9/25/2015     EUR      70.76
UBS AG                23.25     9/25/2015     EUR      64.69
UBS AG                14.00    12/29/2015     EUR      71.17
UBS AG                14.25     9/25/2015     EUR      70.26
UBS AG                14.50     9/25/2015     EUR      62.80
DekaBank Deutsche G    4.05     5/13/2016     EUR      69.14
UBS AG                 5.25    12/29/2015     EUR      67.32
UBS AG                 5.75    12/29/2015     EUR      60.06
UBS AG                 9.25    12/29/2015     EUR      44.54
UBS AG                10.00    12/29/2015     EUR      64.72
UBS AG                 8.25    12/29/2015     EUR      51.13
UBS AG                 5.75    12/29/2015     EUR      66.41
UBS AG                 6.75    12/29/2015     EUR      60.32
UBS AG                 6.50    12/29/2015     EUR      50.62
UBS AG                 5.50    12/29/2015     EUR      63.60
UBS AG                 4.75    12/29/2015     EUR      71.80
UBS AG                10.50    12/29/2015     EUR      73.39
UBS AG                14.75    12/29/2015     EUR      57.32
UBS AG                13.00    12/29/2015     EUR      70.99
UBS AG                12.50    12/29/2015     EUR      40.41
UBS AG                 6.25    12/29/2015     EUR      54.94
UBS AG                 5.25    12/29/2015     EUR      66.32
UBS AG                 7.50    12/29/2015     EUR      55.29
UBS AG                13.00    12/29/2015     EUR      64.25
Leonteq Securities     5.25     2/26/2016     CHF      56.92
Leonteq Securities     3.90      3/1/2016     EUR      46.75
Leonteq Securities     3.10      3/1/2016     EUR      40.99
United Confectioner   10.50      4/3/2023     RUB      57.75
DZ Bank AG Deutsche    3.50     9/30/2016     EUR      66.40
LBBW                   4.80     7/22/2016     EUR      57.35
Commerzbank AG         1.88     4/22/2016     EUR      63.39
Goldman Sachs & Co     9.00     9/23/2015     EUR      64.23
Goldman Sachs & Co    12.00     9/23/2015     EUR      57.50
UBS AG                 5.00    12/23/2016     EUR      64.42
UBS AG                 4.00    12/23/2016     EUR      65.80
UBS AG                 4.25    12/22/2017     EUR      70.81
UBS AG                 4.75    12/23/2016     EUR      59.97
Credit Suisse AG/Na    7.00     11/2/2015     CHF      66.18
Credit Suisse AG/Lo    9.00     8/31/2015     USD      61.46
UBS AG                 4.25    12/23/2016     EUR      68.34
UBS AG                 4.75    12/22/2017     EUR      70.47
Credit Suisse AG/Lo    7.00     11/2/2015     CHF      67.04
Credit Suisse AG/Na    8.63     11/2/2015     CHF      69.48
LBBW                   4.50    10/23/2015     EUR      74.70
LBBW                   6.00    10/23/2015     EUR      69.63
LBBW                   2.50    10/23/2015     EUR      68.98
LBBW                   4.50    10/23/2015     EUR      62.12
LBBW                   4.00    10/23/2015     EUR      74.66
HSBC Trinkaus & Bur    6.50     9/25/2015     EUR      54.22
Credit Suisse AG/Na    7.50    11/16/2015     CHF      69.95
Raiffeisen Centroba    9.41     1/20/2016     EUR      67.66
Raiffeisen Centroba    8.24     1/20/2016     EUR      65.48
Credit Suisse AG/Na    7.50    11/23/2015     CHF      70.49
HSBC Trinkaus & Bur    6.00     9/25/2015     EUR      56.24
Notenstein Privatba    6.60     5/19/2016     CHF      72.03
LBBW                   3.60     6/23/2017     EUR      72.09
DZ Bank AG Deutsche    7.00     9/25/2015     EUR      60.22
LBBW                   4.25     8/28/2015     EUR      59.76
LBBW                   5.25     8/28/2015     EUR      55.54
LBBW                   3.50     8/28/2015     EUR      59.01
Goldman Sachs & Co     8.00     9/23/2015     EUR      72.06
Goldman Sachs & Co    11.00     9/23/2015     EUR      68.95
Goldman Sachs & Co    12.00     9/23/2015     EUR      64.83
Goldman Sachs & Co    10.00    12/23/2015     EUR      68.69
Goldman Sachs & Co    11.00    12/23/2015     EUR      64.64
Goldman Sachs & Co    10.00    12/23/2015     EUR      71.08
UBS AG                12.75    12/29/2015     EUR      65.73
UBS AG                13.50    12/29/2015     EUR      66.24
UBS AG                 5.50    12/29/2015     EUR      70.88
UBS AG                 5.00    12/29/2015     EUR      74.05
UBS AG                10.75    12/29/2015     EUR      72.71
UBS AG                11.00    12/29/2015     EUR      73.60
UBS AG                 6.75    12/29/2015     EUR      65.37
UBS AG                14.75    12/29/2015     EUR      74.08
UBS AG                 7.25    12/29/2015     EUR      62.93
UBS AG                11.50    12/29/2015     EUR      69.69
UBS AG                12.25    12/29/2015     EUR      69.67
UBS AG                14.50    12/29/2015     EUR      60.16
UBS AG                14.25    12/29/2015     EUR      46.23
UBS AG                13.75    12/29/2015     EUR      62.22
UBS AG                 6.00    12/29/2015     EUR      67.96
UBS AG                13.75    12/29/2015     EUR      73.75
UBS AG                 4.50    12/29/2015     EUR      73.94
Societe Generale Ef    4.00     6/26/2017     EUR      48.97
Leonteq Securities     6.20     7/15/2016     EUR      59.05
LBBW                   3.00     6/24/2016     EUR      72.94
HSBC Bank PLC          0.50      3/1/2018     RUB      73.88
Leonteq Securities     5.00     5/23/2016     CHF      54.87
Leonteq Securities     5.80     5/23/2016     CHF      51.13
Notenstein Privatba    6.00     5/24/2016     EUR      57.38
Goldman Sachs & Co     6.00     3/23/2016     EUR      57.16
Goldman Sachs & Co     8.00     3/23/2016     EUR      58.31
Goldman Sachs & Co     9.00     3/23/2016     EUR      58.89
Goldman Sachs & Co     6.00    10/21/2015     EUR      63.89
Bank Julius Baer &    13.70    11/11/2015     CHF      50.40
UBS AG/London          8.48     11/3/2015     CHF      46.90
JP Morgan Structure    1.55     11/6/2015     USD      52.19
UBS AG/London         22.75     9/25/2015     EUR      73.96
UBS AG/London         11.75     6/24/2016     EUR      73.56
UBS AG/London         14.00     6/24/2016     EUR      74.89
UBS AG/London         14.50     3/29/2016     EUR      74.23
UBS AG/London         13.75    12/29/2015     EUR      71.41
UBS AG/London         15.00     9/25/2015     EUR      73.64
UBS AG/London         10.25    12/29/2015     EUR      51.93
UBS AG/London         18.75     9/25/2015     EUR      67.11
Leonteq Securities     9.40    11/17/2015     CHF      50.90
Goldman Sachs & Co     9.00     8/26/2015     EUR      54.47
Vontobel Financial     9.00    11/27/2015     EUR      54.15
Goldman Sachs & Co    10.00     8/26/2015     EUR      56.05
Goldman Sachs & Co     8.00    12/23/2015     EUR      58.30
DZ Bank AG Deutsche   11.00    10/23/2015     EUR      55.85
UBS AG/London          6.50     11/5/2015     USD      49.99
DZ Bank AG Deutsche    6.75    10/23/2015     EUR      74.86
DZ Bank AG Deutsche    6.00    11/27/2015     EUR      74.72
Vontobel Financial     8.00     12/4/2015     EUR      53.07
Leonteq Securities     9.00      4/8/2016     USD       6.14
Commerzbank AG         4.50    10/22/2015     EUR      63.41
Commerzbank AG         5.50    10/22/2015     EUR      61.76
Commerzbank AG         6.25    10/22/2015     EUR      60.19
Commerzbank AG         7.25    10/22/2015     EUR      58.76
Commerzbank AG         8.25    10/22/2015     EUR      57.41
Commerzbank AG         9.25    10/22/2015     EUR      56.12
Commerzbank AG        10.50    10/22/2015     EUR      54.95
Commerzbank AG        10.25    10/22/2015     EUR      74.60
Commerzbank AG        11.50    10/22/2015     EUR      72.92
Commerzbank AG        12.50    10/22/2015     EUR      71.33
Vontobel Financial    11.65     9/25/2015     EUR      70.81
Vontobel Financial     8.55    12/28/2015     EUR      72.57
UBS AG/London          5.50    10/29/2015     USD      51.01
HSBC Trinkaus & Bur   14.20    12/28/2015     EUR      69.25
HSBC Trinkaus & Bur   10.30    12/28/2015     EUR      73.86
HSBC Trinkaus & Bur   14.40    12/28/2015     EUR      74.95
HSBC Trinkaus & Bur   11.90     9/25/2015     EUR      52.96
HSBC Trinkaus & Bur    6.80     9/25/2015     EUR      58.74
HSBC Trinkaus & Bur    6.30    12/28/2015     EUR      60.30
HSBC Trinkaus & Bur    8.10     3/25/2016     EUR      58.49
HSBC Trinkaus & Bur   17.00    12/28/2015     EUR      48.97
HSBC Trinkaus & Bur   11.90    12/28/2015     EUR      53.36
HSBC Trinkaus & Bur    8.70    12/28/2015     EUR      57.39
Leonteq Securities    10.00    11/10/2015     CHF      57.98
Bank Julius Baer &     8.10     11/6/2015     USD      67.40
Credit Suisse AG/Na    8.00    10/29/2015     CHF      49.69
DZ Bank AG Deutsche    8.75    10/23/2015     EUR      55.10
DZ Bank AG Deutsche    7.00    10/23/2015     EUR      55.40
Zurcher Kantonalban    9.55    10/28/2015     EUR      60.11
Bank Julius Baer &    14.20    10/28/2015     CHF      46.40
Vontobel Financial     6.75    12/28/2015     EUR      60.41
Vontobel Financial     7.95     9/25/2015     EUR      58.69
UniCredit Bank AG      4.00    12/24/2015     EUR      74.45
UniCredit Bank AG      4.10    12/24/2015     EUR      73.15
UniCredit Bank AG      4.30    12/24/2015     EUR      70.69
Leonteq Securities    10.00     12/4/2015     CHF      64.04
Leonteq Securities    11.00     12/4/2015     USD      59.02
UniCredit Bank AG      4.20    12/24/2015     EUR      71.90
UniCredit Bank AG      4.40    12/24/2015     EUR      69.51
UniCredit Bank AG      5.00    12/24/2015     EUR      74.56
UniCredit Bank AG      4.50    12/24/2015     EUR      68.38
Bank Julius Baer &     7.90    11/20/2015     USD      35.90
Bank Julius Baer &     8.20    11/20/2015     USD      69.10
Notenstein Privatba    8.50    11/28/2016     CHF      43.74
Notenstein Privatba    8.20     5/27/2016     CHF      48.19
Leonteq Securities     6.00    11/28/2016     CHF      66.37
UniCredit Bank AG      4.25    12/24/2015     EUR      56.12
UniCredit Bank AG      4.00    12/24/2015     EUR      60.51
UniCredit Bank AG      4.20    12/24/2015     EUR      57.17
UniCredit Bank AG      4.50    12/24/2015     EUR      52.37
UniCredit Bank AG      4.10    12/24/2015     EUR      58.23
UniCredit Bank AG      4.45    12/24/2015     EUR      53.26
UniCredit Bank AG      4.40    12/24/2015     EUR      54.19
UniCredit Bank AG      4.30    12/24/2015     EUR      55.13
UniCredit Bank AG      4.05    12/24/2015     EUR      59.34
Goldman Sachs & Co    22.00    11/25/2015     EUR      71.29
Goldman Sachs & Co    21.00    12/23/2015     EUR      74.30
Goldman Sachs & Co    25.00     8/26/2015     EUR      45.46
Goldman Sachs & Co     8.00     3/23/2016     EUR      60.48
Leonteq Securities    11.60    11/24/2015     CHF      67.37
Leonteq Securities    10.80    11/24/2015     CHF      54.98
Leonteq Securities     9.80    11/24/2015     EUR      57.63
Zurcher Kantonalban    6.75     12/3/2015     USD      69.09
DZ Bank AG Deutsche    6.25    11/27/2015     EUR      58.30
DZ Bank AG Deutsche   10.25    11/27/2015     EUR      54.97
UniCredit Bank AG      3.79    12/19/2016     EUR      59.90
WGZ-Bank AG Westdeu    3.00     9/29/2015     EUR      69.90
WGZ-Bank AG Westdeu    4.00     9/29/2015     EUR      66.84
JP Morgan Structure    8.70    11/25/2015     USD      68.03
Commerzbank AG        11.25    11/26/2015     EUR      63.34
Commerzbank AG        14.25    11/26/2015     EUR      59.64
Commerzbank AG         7.50    11/26/2015     EUR      72.62
Commerzbank AG         9.50    11/26/2015     EUR      69.52
Zurcher Kantonalban    5.25     12/4/2015     CHF      69.44
UBS AG/London         11.50    11/26/2015     CHF      53.33
UBS AG/London         10.75    11/26/2015     CHF      53.13
Bank Julius Baer &     6.50     12/4/2015     EUR      53.55
Commerzbank AG         8.50    11/26/2015     EUR      67.87
Goldman Sachs & Co    21.00    12/23/2015     EUR      72.63
Goldman Sachs & Co    21.00    11/25/2015     EUR      50.38
Leonteq Securities    10.00     5/27/2016     GBP      65.73
Deutsche Bank AG       6.80     9/23/2015     EUR      74.83
Goldman Sachs & Co     5.00    10/21/2015     EUR      56.53
Commerzbank AG         7.00    10/22/2015     EUR      60.66
BNP Paribas Emissio   13.00    12/24/2015     EUR      55.94
BNP Paribas Emissio   12.00    12/24/2015     EUR      70.63
BNP Paribas Emissio    7.50    12/24/2015     EUR      74.90
BNP Paribas Emissio    9.00    12/24/2015     EUR      72.62
BNP Paribas Emissio   11.00    12/24/2015     EUR      70.68
BNP Paribas Emissio    6.00     9/24/2015     EUR      50.55
BNP Paribas Emissio    7.00     9/24/2015     EUR      50.53
BNP Paribas Emissio    9.00     9/24/2015     EUR      50.69
BNP Paribas Emissio    5.00    12/24/2015     EUR      51.85
BNP Paribas Emissio    6.00    12/24/2015     EUR      52.18
BNP Paribas Emissio    8.00    12/24/2015     EUR      52.63
BNP Paribas Emissio   10.00    12/24/2015     EUR      53.29
BNP Paribas Emissio    9.00     1/21/2016     EUR      68.47
BNP Paribas Emissio   12.00    12/24/2015     EUR      74.64
BNP Paribas Emissio    5.00    12/24/2015     EUR      62.27
BNP Paribas Emissio    6.00    12/24/2015     EUR      60.18
BNP Paribas Emissio    7.00    12/24/2015     EUR      58.28
BNP Paribas Emissio    8.50    12/24/2015     EUR      56.71
BNP Paribas Emissio    9.00    12/24/2015     EUR      54.95
BNP Paribas Emissio   11.00    12/24/2015     EUR      53.82
BNP Paribas Emissio   12.00    12/24/2015     EUR      52.48
BNP Paribas Emissio    5.00     6/23/2016     EUR      62.28
BNP Paribas Emissio    6.00     6/23/2016     EUR      60.82
BNP Paribas Emissio    7.00     6/23/2016     EUR      59.53
BNP Paribas Emissio    7.50     6/23/2016     EUR      57.97
BNP Paribas Emissio    9.50     6/23/2016     EUR      56.07
Vontobel Financial     8.00    11/27/2015     EUR      54.53
Vontobel Financial     8.55    12/28/2015     EUR      54.79
Vontobel Financial    10.25     9/25/2015     EUR      52.66
Leonteq Securities    11.00    11/19/2015     USD      60.52
Leonteq Securities    10.00     5/17/2016     EUR      70.88
DZ Bank AG Deutsche    5.25    11/27/2015     EUR      57.36
DZ Bank AG Deutsche    7.75    11/27/2015     EUR      52.78
DZ Bank AG Deutsche    7.50    11/27/2015     EUR      62.88
DZ Bank AG Deutsche    9.75    11/27/2015     EUR      67.66
Vontobel Financial     8.00     12/4/2015     EUR      51.53
Societe Generale SA   17.60    11/17/2015     EUR      49.70
Commerzbank AG         7.75    10/22/2015     EUR      67.47
Commerzbank AG         9.50    10/22/2015     EUR      63.97
Commerzbank AG        11.50    10/22/2015     EUR      60.89
Commerzbank AG        13.75    10/22/2015     EUR      58.26
Commerzbank AG        15.75    10/22/2015     EUR      55.83
Commerzbank AG         7.75    10/22/2015     EUR      74.07
Commerzbank AG        10.00    10/22/2015     EUR      70.70
Credit Suisse AG/Lo    8.00    11/24/2015     USD      74.94
UBS AG/London         11.75    11/12/2015     CHF      46.72
Deutsche Bank AG       6.20     6/21/2016     EUR      71.50
Deutsche Bank AG       6.20     9/22/2015     EUR      70.00
Deutsche Bank AG       7.20     6/21/2016     EUR      72.40
Deutsche Bank AG       7.20    12/22/2015     EUR      71.80
Deutsche Bank AG       7.20     9/22/2015     EUR      70.10
Deutsche Bank AG       6.20    12/22/2015     EUR      71.50
Notenstein Finance    12.00     11/3/2015     USD      50.76
Goldman Sachs & Co     4.00     3/23/2016     EUR      56.01
Goldman Sachs & Co     9.00     3/23/2016     EUR      58.89
Goldman Sachs & Co     9.00     3/23/2016     EUR      58.89
Goldman Sachs & Co     9.00     9/23/2015     EUR      54.41
Goldman Sachs & Co    11.00    11/25/2015     EUR      56.41
Goldman Sachs & Co    11.00    11/25/2015     EUR      56.41
Goldman Sachs & Co    11.00    11/25/2015     EUR      56.41
Goldman Sachs & Co    10.00     9/23/2015     EUR      56.36
Goldman Sachs & Co    10.00    10/21/2015     EUR      57.26
Goldman Sachs & Co     7.00    11/25/2015     EUR      62.07
Goldman Sachs & Co     7.00    12/23/2015     EUR      62.56
UBS AG/London         12.35     11/3/2015     CHF      47.50
Vontobel Financial     9.70     9/25/2015     EUR      54.53
Vontobel Financial     4.45     9/11/2015     EUR      60.64
Vontobel Financial     5.90     9/11/2015     EUR      58.29
Vontobel Financial     5.50    12/11/2015     EUR      59.71
Vontobel Financial     4.40    12/11/2015     EUR      61.81
Commerzbank AG        12.75    10/22/2015     EUR      52.08
Commerzbank AG         7.00     9/24/2015     EUR      55.29
UBS AG/London         11.25     9/25/2015     EUR      49.32
UBS AG/London         12.50     3/29/2016     EUR      73.00
UBS AG/London         16.50    12/29/2015     EUR      71.26
UBS AG/London          8.25    12/29/2015     EUR      48.21
UBS AG/London          8.50     9/25/2015     EUR      52.53
UBS AG/London         14.50    12/29/2015     EUR      50.39
UBS AG/London          9.00     9/25/2015     EUR      49.12
UBS AG/London         13.25    12/29/2015     EUR      52.98
UBS AG/London          8.25     9/25/2015     EUR      46.04
Bank Julius Baer &    10.00     11/6/2015     USD      67.50
Bank Julius Baer &     9.75    11/13/2015     USD      52.65
Bank Julius Baer &    10.20    11/13/2015     USD      51.70
HSBC Trinkaus & Bur   16.40    12/28/2015     EUR      74.03
HSBC Trinkaus & Bur   14.20    12/28/2015     EUR      74.83
Commerzbank AG         3.00     12/3/2015     EUR      58.51
UniCredit Bank AG      4.10     6/24/2016     EUR      52.49
UniCredit Bank AG      4.00     6/24/2016     EUR      54.54
UniCredit Bank AG      4.25     6/24/2016     EUR      50.66
Credit Suisse AG/Na    8.50    12/11/2015     USD      74.56
Deutsche Bank AG       5.20    11/25/2015     EUR      55.10
Deutsche Bank AG       5.20     3/22/2016     EUR      58.80
Deutsche Bank AG       5.20     3/22/2016     EUR      56.80
Deutsche Bank AG       6.20     3/22/2016     EUR      61.60
Deutsche Bank AG       6.20     3/22/2016     EUR      57.40
Deutsche Bank AG       5.20     3/22/2016     EUR      54.90
Deutsche Bank AG       5.20     3/22/2016     EUR      61.00
Deutsche Bank AG       5.20    10/21/2015     EUR      56.70
Deutsche Bank AG       6.20    11/25/2015     EUR      57.40
Deutsche Bank AG       6.20    11/25/2015     EUR      55.40
Deutsche Bank AG       5.20    11/25/2015     EUR      53.20
Deutsche Bank AG       6.20    11/25/2015     EUR      53.40
Deutsche Bank AG       6.20     3/22/2016     EUR      59.40
Deutsche Bank AG       5.20    11/25/2015     EUR      57.20
Deutsche Bank AG       6.20    10/21/2015     EUR      56.90
Deutsche Bank AG       6.20     3/22/2016     EUR      55.40
Vontobel Financial     4.80     9/11/2015     EUR      70.90
Vontobel Financial     6.70     9/11/2015     EUR      73.39
Vontobel Financial     6.55    12/11/2015     EUR      74.51
Commerzbank AG        12.00    11/26/2015     EUR      57.17
Commerzbank AG        10.00     9/24/2015     EUR      53.18
Commerzbank AG         8.50    11/26/2015     EUR      54.54
Vontobel Financial     4.85    12/11/2015     EUR      73.70
Vontobel Financial     4.70     9/11/2015     EUR      72.85
Deutsche Bank AG       7.20    11/25/2015     EUR      55.60
Deutsche Bank AG       7.20     3/22/2016     EUR      57.90
Deutsche Bank AG       7.20    11/25/2015     EUR      53.70
Deutsche Bank AG       7.20     3/22/2016     EUR      56.00
Deutsche Bank AG       4.20    11/25/2015     EUR      61.60
Deutsche Bank AG       4.20    12/22/2015     EUR      61.90
Deutsche Bank AG       3.20     3/22/2016     EUR      62.30
Deutsche Bank AG       4.20     3/22/2016     EUR      62.90
Vontobel Financial     6.50    12/18/2015     EUR      55.24
Vontobel Financial     4.85    12/11/2015     EUR      51.34
Vontobel Financial     4.55     9/11/2015     EUR      50.11
Vontobel Financial    22.85    12/28/2015     EUR      69.10
Vontobel Financial    21.25    12/28/2015     EUR      70.99
Vontobel Financial    21.25    12/28/2015     EUR      65.64
Vontobel Financial    23.30    12/28/2015     EUR      71.35
Zurcher Kantonalban    7.80    12/11/2015     CHF      70.96
Goldman Sachs & Co    21.00    11/25/2015     EUR      67.18
Vontobel Financial     5.60    12/11/2015     EUR      57.51
Vontobel Financial     5.25     3/11/2016     EUR      58.78
Vontobel Financial     6.00     9/11/2015     EUR      56.05
UBS AG/London         10.75     12/3/2015     CHF      63.53
Vontobel Financial     4.40    12/28/2015     EUR      59.60
Raiffeisen Centroba    2.80    11/14/2016     EUR      53.31
Barclays Bank PLC      3.50     12/7/2015     EUR      63.22
Leonteq Securities     6.25    11/13/2015     CHF      52.79
Leonteq Securities     5.60    11/20/2015     GBP      44.79
Leonteq Securities     7.60    11/20/2015     USD      23.27
Bank Julius Baer &     3.90    11/30/2015     CHF      57.70
Leonteq Securities     6.11      1/7/2016     EUR      44.32
Leonteq Securities     6.00      1/7/2016     EUR      20.81
LBBW                   3.25    10/23/2015     EUR      71.16
Leonteq Securities     7.00     1/22/2016     CHF      29.40
Zurcher Kantonalban    3.76     1/25/2016     CHF      48.61
Goldman Sachs Inter    1.00     12/5/2017     SEK      11.36
Credit Suisse AG/Lo    9.00     12/3/2024     USD       9.70
DZ Bank AG Deutsche    6.00    11/27/2015     EUR      53.78
HSBC Trinkaus & Bur   10.90     8/28/2015     EUR      56.73
HSBC Trinkaus & Bur    9.50    11/27/2015     EUR      56.29
Zurcher Kantonalban    5.60    11/18/2015     USD      57.06
Commerzbank AG        11.25     9/24/2015     EUR      73.68
Societe Generale Ef    2.50     10/7/2016     EUR      58.35
DZ Bank AG Deutsche   10.00    12/21/2015     EUR      74.15
DZ Bank AG Deutsche    6.00    12/21/2015     EUR      70.04
Lehman Brothers Tre    6.85    12/22/2008     EUR       4.76
Lehman Brothers Tre    7.60     3/26/2009     EUR       4.76
Lehman Brothers Tre    7.55    12/29/2008     USD       4.76
Noyabrskaya Pge OOO    8.50    11/10/2020     RUB      60.01
IS-Broker OOO         15.00     6/21/2017     RUB      60.00
Powszechne Towarzys    7.79      8/1/2016     PLN       1.00
Lehman Brothers Tre    4.20     12/3/2008     HKD      16.25
UniCredit Bank AG      4.00     9/24/2015     EUR      61.41
UniCredit Bank AG      4.00     9/24/2015     EUR      53.80
UniCredit Bank AG      4.00     9/24/2015     EUR      38.44
UniCredit Bank AG      4.00     9/24/2015     EUR      73.49
UniCredit Bank AG      4.00     9/24/2015     EUR      56.17
UniCredit Bank AG      4.00     9/24/2015     EUR      57.39
Deutsche Bank AG       5.20     8/26/2015     EUR      71.70
Deutsche Bank AG       5.20     8/26/2015     EUR      63.70
Deutsche Bank AG       6.20     8/26/2015     EUR      67.50
Deutsche Bank AG       6.20     8/26/2015     EUR      71.70
Deutsche Bank AG       6.20     8/26/2015     EUR      63.80
Deutsche Bank AG       6.20     8/26/2015     EUR      63.50
Deutsche Bank AG       6.20     8/26/2015     EUR      61.00
Deutsche Bank AG       5.20     8/26/2015     EUR      60.90
Deutsche Bank AG       6.20     8/26/2015     EUR      58.60
Deutsche Bank AG       5.20     8/26/2015     EUR      63.50
Deutsche Bank AG       6.20     8/26/2015     EUR      56.40
Deutsche Bank AG       5.20     8/26/2015     EUR      56.40
Deutsche Bank AG       5.20     8/26/2015     EUR      58.60
DZ Bank AG Deutsche    5.50    12/28/2015     EUR      57.02
DZ Bank AG Deutsche    7.30     9/11/2015     EUR      61.30
DekaBank Deutsche G    3.15     5/18/2018     EUR      59.81
DekaBank Deutsche G    3.20     5/20/2016     EUR      66.98
DekaBank Deutsche G    3.65     5/18/2018     EUR      71.57
DZ Bank AG Deutsche    7.50     9/11/2015     EUR      59.85
Vontobel Financial     6.50     9/11/2015     EUR      52.08
Vontobel Financial     8.90     9/11/2015     EUR      48.73
Vontobel Financial     3.50     9/11/2015     EUR      58.18
Vontobel Financial    10.45     9/11/2015     EUR      54.57
Vontobel Financial     8.65     9/11/2015     EUR      57.34
Vontobel Financial     6.95     9/11/2015     EUR      60.44
Vontobel Financial     5.35     9/11/2015     EUR      63.91
Vontobel Financial     4.95     9/11/2015     EUR      56.33
Vontobel Financial     7.80     9/11/2015     EUR      56.46
Leonteq Securities     6.70      6/6/2016     USD      50.48
Norddeutsche Landes    3.50      1/4/2016     EUR      66.52
Goldman Sachs & Co     9.00    12/23/2015     EUR      73.03
Goldman Sachs & Co     5.00    12/23/2015     EUR      69.05
Goldman Sachs & Co     6.00    12/23/2015     EUR      65.44
Goldman Sachs & Co     8.00    12/23/2015     EUR      62.67
Goldman Sachs & Co    10.00    12/23/2015     EUR      57.33
Goldman Sachs & Co     5.00    12/23/2015     EUR      59.47
Goldman Sachs & Co     6.00    12/23/2015     EUR      55.56
Goldman Sachs & Co     7.00    12/23/2015     EUR      53.82
Goldman Sachs & Co     8.00    12/23/2015     EUR      52.38
Goldman Sachs & Co     9.00    12/23/2015     EUR      51.05
DZ Bank AG Deutsche    5.25     9/25/2015     EUR      69.81
DZ Bank AG Deutsche    5.75     9/25/2015     EUR      49.82
Vontobel Financial     6.05     9/25/2015     EUR      56.38
Vontobel Financial     9.20     9/25/2015     EUR      54.88
Vontobel Financial     5.90     9/25/2015     EUR      60.63
DZ Bank AG Deutsche    5.00     9/11/2015     EUR      73.80
Banque Cantonale Va    3.50     6/12/2017     USD      74.46
Vontobel Financial     5.85     9/25/2015     EUR      52.29
Deutsche Bank AG       6.20    12/22/2015     EUR      74.10
Deutsche Bank AG       5.20     9/22/2015     EUR      72.50
Deutsche Bank AG       6.20     9/22/2015     EUR      72.60
Deutsche Bank AG       7.20     9/22/2015     EUR      72.70
Deutsche Bank AG       7.20    12/22/2015     EUR      74.50
Deutsche Bank AG       5.20    12/22/2015     EUR      73.80
Deutsche Bank AG       7.20    12/22/2015     EUR      62.60
Deutsche Bank AG       7.20    12/22/2015     EUR      59.40
Deutsche Bank AG       5.20    12/22/2015     EUR      58.80
Deutsche Bank AG       6.20     9/22/2015     EUR      57.50
Deutsche Bank AG       7.20     9/22/2015     EUR      60.80
Deutsche Bank AG       7.20     9/22/2015     EUR      54.80
Deutsche Bank AG       6.20    12/22/2015     EUR      62.20
Deutsche Bank AG       7.20    12/22/2015     EUR      56.60
Deutsche Bank AG       5.20    12/22/2015     EUR      61.90
Deutsche Bank AG       6.20     9/22/2015     EUR      54.70
Deutsche Bank AG       5.20     9/22/2015     EUR      54.60
Deutsche Bank AG       5.20     9/22/2015     EUR      60.60
Deutsche Bank AG       5.20     9/22/2015     EUR      57.40
Deutsche Bank AG       6.20    12/22/2015     EUR      59.10
Deutsche Bank AG       5.20    12/22/2015     EUR      55.90
Deutsche Bank AG       5.20    12/22/2015     EUR      50.10
Deutsche Bank AG       6.20    12/22/2015     EUR      56.20
Deutsche Bank AG       7.20     9/22/2015     EUR      57.60
Deutsche Bank AG       6.20    12/22/2015     EUR      50.50
Deutsche Bank AG       7.20    12/22/2015     EUR      58.20
Deutsche Bank AG       7.20     9/22/2015     EUR      50.70
Deutsche Bank AG       5.20     9/22/2015     EUR      48.80
Deutsche Bank AG       6.20    12/22/2015     EUR      52.10
Deutsche Bank AG       6.20    12/22/2015     EUR      55.80
Deutsche Bank AG       7.20    12/22/2015     EUR      50.80
Deutsche Bank AG       6.20     9/22/2015     EUR      48.90
Deutsche Bank AG       5.20    12/22/2015     EUR      55.50
Deutsche Bank AG       5.20     9/22/2015     EUR      50.50
Deutsche Bank AG       5.20    12/22/2015     EUR      51.80
Deutsche Bank AG       7.20    12/22/2015     EUR      54.20
Deutsche Bank AG       6.20    12/22/2015     EUR      57.90
Deutsche Bank AG       5.20    12/22/2015     EUR      53.60
Deutsche Bank AG       7.20     9/22/2015     EUR      49.00
Deutsche Bank AG       7.20    12/22/2015     EUR      56.20
Deutsche Bank AG       6.20    12/22/2015     EUR      53.90
Deutsche Bank AG       5.20    12/22/2015     EUR      57.60
Deutsche Bank AG       7.20    12/22/2015     EUR      52.50
Deutsche Bank AG       6.20     9/22/2015     EUR      50.60
Deutsche Bank AG       6.20     9/22/2015     EUR      60.70
Goldman Sachs & Co    10.00     9/23/2015     EUR      70.88
Goldman Sachs & Co     7.00    12/23/2015     EUR      62.35
Goldman Sachs & Co    11.00    12/23/2015     EUR      55.08
Goldman Sachs & Co    11.00    12/23/2015     EUR      48.68
Goldman Sachs & Co     5.00    12/23/2015     EUR      49.87
Goldman Sachs & Co     6.00    12/23/2015     EUR      50.19
Goldman Sachs & Co     7.00    12/23/2015     EUR      50.52
Goldman Sachs & Co     8.00    12/23/2015     EUR      50.85
Goldman Sachs & Co     8.00    12/23/2015     EUR      50.85
Goldman Sachs & Co     9.00    12/23/2015     EUR      51.18
Goldman Sachs & Co     9.00    12/23/2015     EUR      51.18
DZ Bank AG Deutsche    5.25     9/11/2015     EUR      72.76
DZ Bank AG Deutsche    4.60     9/11/2015     EUR      69.10
DZ Bank AG Deutsche    5.50     9/11/2015     EUR      66.97
LBBW                   3.50    10/23/2015     EUR      71.84
LBBW                   4.50    10/23/2015     EUR      66.54
LBBW                   5.50    10/23/2015     EUR      62.85
LBBW                   3.30    12/23/2016     EUR      72.09
HSBC Bank PLC          0.50     4/11/2023     MXN      65.72
UBS AG                14.25     9/25/2015     EUR      46.42
UBS AG                 7.50     9/25/2015     EUR      61.07
UBS AG                 6.75     9/25/2015     EUR      63.65
UBS AG                 5.25     9/25/2015     EUR      69.55
UBS AG                 4.50     9/25/2015     EUR      72.94
UBS AG                 6.00     9/25/2015     EUR      66.46
Societe Generale SA    0.50     4/30/2023     RUB      42.36
Landesbank Berlin A    6.00    11/27/2015     EUR      53.79
Deutsche Bank AG       3.20     9/22/2015     EUR      58.30
Deutsche Bank AG       3.20     9/22/2015     EUR      56.10
Deutsche Bank AG       3.20     9/22/2015     EUR      54.00
Deutsche Bank AG       3.20     9/22/2015     EUR      52.10
Deutsche Bank AG       3.20     9/22/2015     EUR      50.30
Deutsche Bank AG       3.20    12/22/2015     EUR      59.10
Deutsche Bank AG       3.20    12/22/2015     EUR      56.90
Deutsche Bank AG       3.20    12/22/2015     EUR      54.80
Deutsche Bank AG       3.20    12/22/2015     EUR      52.90
Deutsche Bank AG       3.20    12/22/2015     EUR      51.10
Deutsche Bank AG       3.20     8/26/2015     EUR      60.90
Deutsche Bank AG       3.20     8/26/2015     EUR      58.60
Deutsche Bank AG       3.20     8/26/2015     EUR      56.40
Deutsche Bank AG       3.20    10/21/2015     EUR      58.60
Deutsche Bank AG       3.20    10/21/2015     EUR      56.40
Deutsche Bank AG       3.20    10/21/2015     EUR      54.30
Deutsche Bank AG       3.20    11/25/2015     EUR      58.90
Deutsche Bank AG       3.20    11/25/2015     EUR      56.70
Deutsche Bank AG       3.20    11/25/2015     EUR      54.60
Deutsche Bank AG       8.20     9/22/2015     EUR      72.80
Deutsche Bank AG       8.20    10/21/2015     EUR      73.40
Deutsche Bank AG       8.20    11/25/2015     EUR      74.20
Deutsche Bank AG       8.20    12/22/2015     EUR      74.80
Deutsche Bank AG      10.00     8/26/2015     EUR      73.00
Deutsche Bank AG      10.00     9/22/2015     EUR      70.50
Deutsche Bank AG      10.00    10/21/2015     EUR      71.30
Deutsche Bank AG      10.00    11/25/2015     EUR      72.30
Deutsche Bank AG      10.00    12/22/2015     EUR      73.00
Deutsche Bank AG      10.00     8/26/2015     EUR      47.70
Deutsche Bank AG      10.00     9/22/2015     EUR      46.20
Deutsche Bank AG      10.00    10/21/2015     EUR      47.00
Deutsche Bank AG      10.00    11/25/2015     EUR      48.00
Deutsche Bank AG      10.00    12/22/2015     EUR      48.70
Deutsche Bank AG       7.20     9/22/2015     EUR      70.90
Deutsche Bank AG       7.20    12/22/2015     EUR      72.70
Bank Julius Baer &    10.00    10/16/2015     USD      74.45
Notenstein Privatba    8.20    10/20/2016     USD      63.68
Leonteq Securities     9.00    10/20/2015     CHF      48.18
HSBC Trinkaus & Bur    8.20    10/23/2015     EUR      73.89
HSBC Trinkaus & Bur   15.50     9/25/2015     EUR      71.91
HSBC Trinkaus & Bur   17.10     9/25/2015     EUR      39.97
HSBC Trinkaus & Bur   13.40     9/25/2015     EUR      42.73
HSBC Trinkaus & Bur   11.30    10/23/2015     EUR      45.08
Commerzbank AG         5.00     9/24/2015     EUR      72.99
Vontobel Financial     7.25    12/28/2015     EUR      54.35
Vontobel Financial     4.30     9/25/2015     EUR      58.39
Vontobel Financial     7.00    10/30/2015     EUR      54.35
Commerzbank AG         5.75     9/24/2015     EUR      55.73
Commerzbank AG         6.75     9/24/2015     EUR      54.30
Commerzbank AG         7.75     9/24/2015     EUR      52.96
Commerzbank AG         7.75     9/24/2015     EUR      70.94
Commerzbank AG         9.50     9/24/2015     EUR      53.39
Commerzbank AG        11.50     9/24/2015     EUR      50.79
Commerzbank AG        13.75     9/24/2015     EUR      48.49
BNP Paribas Emissio    9.00     1/21/2016     EUR      55.21
Notenstein Finance    15.00    10/20/2015     USD      60.67
Goldman Sachs & Co     4.00    11/25/2015     EUR      50.95
Goldman Sachs & Co     6.00    11/25/2015     EUR      51.45
Goldman Sachs & Co     7.00    11/25/2015     EUR      51.70
Goldman Sachs & Co    10.00    11/25/2015     EUR      52.46
Goldman Sachs & Co     6.00    11/25/2015     EUR      59.40
Goldman Sachs & Co    12.00    11/25/2015     EUR      51.14
Leonteq Securities    12.40     4/27/2016     CHF      51.43
Leonteq Securities    10.40     4/27/2016     CHF      39.02
Leonteq Securities    13.60     4/27/2016     USD      60.69
Bank Julius Baer &    11.00    10/14/2015     CHF      42.15
Commerzbank AG         4.75    10/22/2015     EUR      62.59
Commerzbank AG         5.75    10/22/2015     EUR      61.00
Commerzbank AG         6.50    10/22/2015     EUR      59.45
Commerzbank AG         7.50    10/22/2015     EUR      58.04
Commerzbank AG         8.50    10/22/2015     EUR      56.70
Commerzbank AG         9.50    10/22/2015     EUR      55.45
Commerzbank AG        10.50    10/22/2015     EUR      54.23
Leonteq Securities     5.20     11/7/2016     CHF      64.88
Leonteq Securities     8.75     11/6/2015     GBP      50.91
UniCredit Bank AG      5.00    11/26/2015     EUR      54.00
UniCredit Bank AG      4.00    11/26/2015     EUR      57.87
UniCredit Bank AG      5.50    11/26/2015     EUR      52.28
UniCredit Bank AG      4.65    11/26/2015     EUR      55.90
UniCredit Bank AG      4.75    11/26/2015     EUR      55.43
UniCredit Bank AG      4.85    11/26/2015     EUR      54.94
UniCredit Bank AG      4.50    11/26/2015     EUR      56.39
UniCredit Bank AG      4.25    11/26/2015     EUR      56.86
UniCredit Bank AG      5.25    11/26/2015     EUR      53.12
UniCredit Bank AG      4.10    11/26/2015     EUR      57.36
Commerzbank AG        20.50     9/24/2015     EUR      70.27
Commerzbank AG        23.75     9/24/2015     EUR      63.28
Commerzbank AG        26.75     9/24/2015     EUR      57.16
UniCredit Bank AG      4.00    12/28/2015     EUR      45.03
Notenstein Finance     8.68      4/1/2016     USD      34.74
Bank Julius Baer &     8.25     10/9/2015     USD      44.20
Bank Julius Baer &    10.50     10/9/2015     USD      51.15
UniCredit Bank AG      4.00    10/22/2015     EUR      52.41
UniCredit Bank AG      5.00    10/22/2015     EUR      73.27
UniCredit Bank AG      4.20    10/22/2015     EUR      51.53
UniCredit Bank AG      4.80    10/22/2015     EUR      48.31
UniCredit Bank AG      5.00    10/22/2015     EUR      71.01
UniCredit Bank AG      4.80    10/22/2015     EUR      74.23
UniCredit Bank AG      5.00    10/22/2015     EUR      47.57
UniCredit Bank AG      4.50    10/22/2015     EUR      73.00
UniCredit Bank AG      4.60    10/22/2015     EUR      49.06
UniCredit Bank AG      4.50    10/22/2015     EUR      49.86
UniCredit Bank AG      5.20    10/22/2015     EUR      72.34
UniCredit Bank AG      5.20    10/22/2015     EUR      46.14
UniCredit Bank AG      4.40    10/22/2015     EUR      50.69
Bank Julius Baer &    10.60     10/9/2015     USD      40.95
Leonteq Securities    13.40     1/14/2016     CHF      64.80
Zurcher Kantonalban    7.02     10/9/2015     CHF      49.79
Notenstein Privatba    7.00    10/13/2016     USD      72.52
Goldman Sachs & Co     8.00     3/23/2016     EUR      74.46
Goldman Sachs & Co     8.00     9/23/2015     EUR      45.92
Vontobel Financial     7.05    10/23/2015     EUR      49.50
Vontobel Financial     9.75    10/23/2015     EUR      46.90
Vontobel Financial     4.75    10/23/2015     EUR      52.59
Leonteq Securities    13.60      1/6/2016     CHF      56.64
Vontobel Financial     4.10    12/11/2015     EUR      54.99
Vontobel Financial     4.05     3/11/2016     EUR      56.06
Vontobel Financial     3.30     3/11/2016     EUR      57.72
Vontobel Financial    27.40     9/25/2015     EUR      65.64
Vontobel Financial    27.95     9/25/2015     EUR      57.84
Bank Julius Baer &     8.00     10/8/2015     EUR      74.35
Deutsche Bank AG      10.00    10/22/2015     EUR      57.47
DZ Bank AG Deutsche    5.60     10/7/2015     EUR      50.73
Credit Suisse AG/Na    8.38    10/15/2015     USD      59.08
DZ Bank AG Deutsche    5.00    10/23/2015     EUR      74.37
Commerzbank AG         6.50     9/24/2015     EUR      74.07
DZ Bank AG Deutsche    7.75     9/25/2015     EUR      74.20
DZ Bank AG Deutsche    8.75    10/23/2015     EUR      70.74
DZ Bank AG Deutsche    5.00    10/23/2015     EUR      50.23
DZ Bank AG Deutsche    8.75    10/23/2015     EUR      46.47
Deutsche Bank AG       4.20     9/22/2015     EUR      72.40
Deutsche Bank AG       4.20    12/22/2015     EUR      73.50
Deutsche Bank AG       4.20     9/22/2015     EUR      75.00
Deutsche Bank AG       4.20    12/22/2015     EUR      46.80
Deutsche Bank AG       5.20    12/22/2015     EUR      47.10
Deutsche Bank AG       4.20     9/22/2015     EUR      45.70
Deutsche Bank AG       4.20     9/22/2015     EUR      48.70
Deutsche Bank AG       5.20     9/22/2015     EUR      45.80
Deutsche Bank AG       4.20    12/22/2015     EUR      49.80
Deutsche Bank AG       4.20     9/22/2015     EUR      50.40
Deutsche Bank AG       4.20    12/22/2015     EUR      51.50
Deutsche Bank AG       5.20     3/22/2016     EUR      53.10
Deutsche Bank AG       6.20     3/22/2016     EUR      53.70
Deutsche Bank AG       5.20     3/22/2016     EUR      51.40
Deutsche Bank AG       6.20     3/22/2016     EUR      52.00
Deutsche Bank AG       5.20     6/21/2016     EUR      52.30
Deutsche Bank AG       6.20     6/21/2016     EUR      53.10
Deutsche Bank AG       5.20     6/21/2016     EUR      50.70
Deutsche Bank AG       6.20     6/21/2016     EUR      51.50
Deutsche Bank AG       7.20     9/22/2015     EUR      70.40
Deutsche Bank AG       5.20     9/22/2015     EUR      70.20
Deutsche Bank AG       6.20     9/22/2015     EUR      70.30
Deutsche Bank AG       6.20    12/22/2015     EUR      71.70
Deutsche Bank AG       7.20    12/22/2015     EUR      72.00
Deutsche Bank AG       5.20    12/22/2015     EUR      71.30
Deutsche Bank AG       6.20     9/22/2015     EUR      45.90
Deutsche Bank AG       6.20    12/22/2015     EUR      47.40
Commerzbank AG         5.00     9/24/2015     EUR      51.28
Commerzbank AG         6.00     9/24/2015     EUR      49.99
Commerzbank AG         7.00     9/24/2015     EUR      48.76
Commerzbank AG         8.25     9/24/2015     EUR      47.63
Commerzbank AG         9.25     9/24/2015     EUR      46.55
Commerzbank AG         7.25     9/24/2015     EUR      74.94
Commerzbank AG         8.25     9/24/2015     EUR      73.12
Commerzbank AG         7.50     9/24/2015     EUR      59.73
Commerzbank AG         9.25     9/24/2015     EUR      56.76
Commerzbank AG        11.25     9/24/2015     EUR      54.13
Commerzbank AG        12.00     9/24/2015     EUR      71.21
Commerzbank AG         7.50     9/24/2015     EUR      65.47
Commerzbank AG         9.50     9/24/2015     EUR      62.32
Commerzbank AG        11.50     9/24/2015     EUR      71.59
Kommunalbanken AS      0.50     9/20/2018     BRL      71.22
Landesbank Hessen-T    3.50      6/6/2018     EUR      73.07
Societe Generale SA    0.50    12/21/2022     AUD      76.17
ExpertGroup OOO/Rus   15.00    12/11/2015     RUB      60.02
BNP Paribas SA         0.50    11/16/2032     MXN      33.92
HSBC Bank PLC          0.50    12/20/2018     RUB      67.60
Societe Generale SA    0.50    11/29/2022     AUD      76.63
Leasing-Experts SA     9.00      6/5/2016     PLN      55.00
BNP Paribas SA         0.50     9/29/2029     AUD      60.80
HSBC Trinkaus & Bur    6.00    12/28/2015     EUR      71.35
HSBC Trinkaus & Bur    6.00    12/28/2015     EUR      49.49
HSBC Trinkaus & Bur   15.20     9/25/2015     EUR      73.31
HSBC Trinkaus & Bur    8.00    10/23/2015     EUR      51.44
HSBC Trinkaus & Bur    7.40    12/28/2015     EUR      52.70
HSBC Trinkaus & Bur    6.00    12/28/2015     EUR      29.64
HSBC Trinkaus & Bur    6.00    12/28/2015     EUR      57.44
HSBC Trinkaus & Bur   11.50     9/25/2015     EUR      61.15
HSBC Trinkaus & Bur    6.60     9/25/2015     EUR      69.31
HSBC Trinkaus & Bur    7.90    10/23/2015     EUR      66.72
HSBC Trinkaus & Bur    6.00    12/28/2015     EUR      59.31
Vontobel Financial     6.45     9/11/2015     EUR      62.64
Vontobel Financial     8.05     9/11/2015     EUR      60.56
Vontobel Financial     5.10     9/11/2015     EUR      64.90
Commerzbank AG         6.00     8/27/2015     EUR      71.97
Commerzbank AG         9.25     8/27/2015     EUR      68.23
Commerzbank AG        11.75     8/27/2015     EUR      64.86
HSBC Trinkaus & Bur    7.30    10/23/2015     EUR      71.73
Notenstein Privatba    7.20      9/3/2015     EUR      43.31
Leonteq Securities     5.99     9/11/2017     EUR      63.02
Credit Suisse AG/Lo    7.50     9/10/2015     CHF      73.43
Vontobel Financial    10.60     9/11/2015     EUR      72.87
Vontobel Financial     5.10     9/11/2015     EUR      53.94
Vontobel Financial     7.80     9/11/2015     EUR      50.35
Vontobel Financial     7.00    12/11/2015     EUR      52.13
BNP Paribas Emissio    5.10    10/21/2015     EUR      49.54
Leonteq Securities    12.00    12/15/2015     CHF      57.63
Leonteq Securities     8.00    12/15/2015     CHF      62.04
Leonteq Securities    13.60    12/15/2015     USD      75.00
Commerzbank AG         6.00     8/27/2015     EUR      70.58
Commerzbank AG         6.00     8/27/2015     EUR      56.89
Commerzbank AG         6.50     8/27/2015     EUR      62.75
Commerzbank AG         6.00     8/27/2015     EUR      51.21
BNP Paribas Emissio    6.00     9/24/2015     EUR      74.06
BNP Paribas Emissio    5.75    12/24/2015     EUR      74.90
Vontobel Financial     6.80     9/25/2015     EUR      46.79
DZ Bank AG Deutsche   10.25     9/25/2015     EUR      61.64
Goldman Sachs & Co    13.00    10/21/2015     EUR      72.14
Goldman Sachs & Co     5.00    10/21/2015     EUR      56.50
Goldman Sachs & Co     6.00    10/21/2015     EUR      54.59
Goldman Sachs & Co    10.00    10/21/2015     EUR      49.68
Goldman Sachs & Co    13.00    10/21/2015     EUR      47.12
Goldman Sachs & Co     5.00     3/23/2016     EUR      58.75
Goldman Sachs & Co     6.00     3/23/2016     EUR      57.11
Goldman Sachs & Co     8.00     3/23/2016     EUR      54.56
Goldman Sachs & Co     8.00     3/23/2016     EUR      52.89
Goldman Sachs & Co    10.00     3/23/2016     EUR      51.02
Commerzbank AG         8.50     8/27/2015     EUR      52.27
BNP Paribas Emissio    6.25     9/24/2015     EUR      49.01
BNP Paribas Emissio    6.00    12/24/2015     EUR      50.56
HSBC Trinkaus & Bur    7.60    10/23/2015     EUR      68.60
HSBC Trinkaus & Bur   10.20    10/23/2015     EUR      53.53
HSBC Trinkaus & Bur   13.80     9/25/2015     EUR      67.90
HSBC Trinkaus & Bur    7.80     9/25/2015     EUR      73.83
Commerzbank AG         9.75     8/27/2015     EUR      50.63
Vontobel Financial     6.95    12/28/2015     EUR      50.78
DZ Bank AG Deutsche    7.25     9/11/2015     EUR      74.95
Vontobel Financial     6.25    12/28/2015     EUR      69.20
Vontobel Financial     7.45     9/25/2015     EUR      67.77
Commerzbank AG         7.25     8/27/2015     EUR      73.90
Commerzbank AG         8.50     8/27/2015     EUR      71.98
Commerzbank AG         9.50     8/27/2015     EUR      70.14
Commerzbank AG        10.75     8/27/2015     EUR      68.41
Bank Julius Baer &     6.00     9/18/2015     EUR      73.80
Goldman Sachs & Co     7.00    10/21/2015     EUR      52.68
Goldman Sachs & Co     8.00    10/21/2015     EUR      51.04
Goldman Sachs & Co     7.00     3/23/2016     EUR      53.99
Goldman Sachs & Co     5.00    10/21/2015     EUR      49.09
Goldman Sachs & Co     6.00    10/21/2015     EUR      49.24
Goldman Sachs & Co     7.00    10/21/2015     EUR      49.40
Goldman Sachs & Co     8.00    10/21/2015     EUR      49.55
Goldman Sachs & Co     9.00    10/21/2015     EUR      49.71
Goldman Sachs & Co     9.00    10/21/2015     EUR      49.71
Goldman Sachs & Co     9.00    10/21/2015     EUR      49.71
Goldman Sachs & Co     5.00     3/23/2016     EUR      51.22
Goldman Sachs & Co     6.00     3/23/2016     EUR      51.79
Goldman Sachs & Co     7.00     3/23/2016     EUR      52.37
Goldman Sachs & Co     7.00     3/23/2016     EUR      52.37
Goldman Sachs & Co     8.00     3/23/2016     EUR      52.94
Goldman Sachs & Co     8.00     3/23/2016     EUR      52.94
Goldman Sachs & Co     8.00     3/23/2016     EUR      52.94
Bank Julius Baer &     8.20     9/23/2015     CHF      37.95
Vontobel Financial     8.10    12/28/2015     EUR      48.14
Vontobel Financial     9.45     9/25/2015     EUR      46.10
Credit Suisse AG/Na    8.50     2/29/2016     USD      53.91
Credit Suisse AG/Na   10.25     8/28/2015     USD      37.38
HSBC Trinkaus & Bur    7.50     9/25/2015     EUR      71.22
HSBC Trinkaus & Bur   10.00     9/25/2015     EUR      49.34
HSBC Trinkaus & Bur    6.50    12/28/2015     EUR      54.14
HSBC Trinkaus & Bur    7.00     8/28/2015     EUR      54.67
HSBC Trinkaus & Bur    6.50     9/25/2015     EUR      61.68
HSBC Trinkaus & Bur    8.50     8/28/2015     EUR      60.06
DekaBank Deutsche G    3.40     6/10/2016     EUR      59.44
Credit Suisse AG/Lo    7.00     8/27/2015     CHF      73.68
Commerzbank AG        10.00     8/27/2015     EUR      55.66
Goldman Sachs & Co     7.00     8/26/2015     EUR      52.59
Notenstein Privatba    9.10     8/29/2016     CHF      54.60
Notenstein Privatba    9.10     8/29/2016     CHF      37.26
Credit Suisse AG/Lo   11.00     8/28/2015     USD      29.50
Bank Julius Baer &     7.00     8/28/2015     USD      44.05
Bank Julius Baer &     6.50     8/28/2015     USD      72.65
Leonteq Securities    11.00     8/25/2015     USD      47.22
DZ Bank AG Deutsche    6.50     8/28/2015     EUR      63.29
DZ Bank AG Deutsche    5.00     8/28/2015     EUR      68.84
Leonteq Securities    15.20     12/2/2015     CHF      48.66
Leonteq Securities     8.00     12/8/2015     CHF      62.46
Leonteq Securities    20.00     12/8/2015     USD      29.79
Raiffeisen Centroba    7.25     9/26/2016     EUR      56.19
BNP Paribas Emissio    4.00     9/24/2015     EUR      74.53
BNP Paribas Emissio    5.00     9/24/2015     EUR      69.74
BNP Paribas Emissio    6.00     9/24/2015     EUR      65.53
BNP Paribas Emissio    7.50     9/24/2015     EUR      61.84
BNP Paribas Emissio    9.00     9/24/2015     EUR      58.57
BNP Paribas Emissio    4.25    12/24/2015     EUR      73.65
BNP Paribas Emissio    5.00    12/24/2015     EUR      69.59
BNP Paribas Emissio    6.00    12/24/2015     EUR      65.99
BNP Paribas Emissio    7.25    12/24/2015     EUR      62.84
BNP Paribas Emissio    8.50    12/24/2015     EUR      60.03
BNP Paribas Emissio    3.50     9/24/2015     EUR      63.52
BNP Paribas Emissio    4.75     9/24/2015     EUR      58.57
BNP Paribas Emissio    6.75     9/24/2015     EUR      54.42
BNP Paribas Emissio    3.50    12/24/2015     EUR      64.39
BNP Paribas Emissio    4.50    12/24/2015     EUR      59.69
BNP Paribas Emissio    6.25    12/24/2015     EUR      55.97
Notenstein Privatba    5.12     2/29/2016     EUR      63.83
Notenstein Privatba    5.04     8/28/2017     CHF      55.96
Notenstein Privatba   10.00      9/5/2016     CHF      53.97
Goldman Sachs & Co     8.00     8/26/2015     EUR      51.84
HSBC Trinkaus & Bur    7.60     9/25/2015     EUR      67.23
HSBC Trinkaus & Bur    6.70     9/25/2015     EUR      67.12
HSBC Trinkaus & Bur    6.00     9/25/2015     EUR      67.04
HSBC Trinkaus & Bur    7.10    12/28/2015     EUR      68.96
HSBC Trinkaus & Bur    6.50    12/28/2015     EUR      68.73
HSBC Trinkaus & Bur    6.10    12/28/2015     EUR      68.58
HSBC Trinkaus & Bur    8.50     9/25/2015     EUR      55.30
HSBC Trinkaus & Bur    7.80     9/25/2015     EUR      57.55
HSBC Trinkaus & Bur    6.90     9/25/2015     EUR      57.44
HSBC Trinkaus & Bur    8.10    12/28/2015     EUR      59.17
HSBC Trinkaus & Bur    7.60    12/28/2015     EUR      58.98
HSBC Trinkaus & Bur    7.00    12/28/2015     EUR      56.65
HSBC Trinkaus & Bur    6.10    12/28/2015     EUR      56.34
HSBC Trinkaus & Bur    7.00    12/28/2015     EUR      64.35
HSBC Trinkaus & Bur    5.90    12/28/2015     EUR      63.97
Leonteq Securities     4.68     8/29/2017     CHF      54.73
Leonteq Securities     6.00     9/29/2015     EUR      58.24
Credit Suisse AG/Na    7.00      3/9/2016     CHF      74.78
Deutsche Bank AG       7.20     8/26/2015     EUR      56.50
Deutsche Bank AG       6.20     8/26/2015     EUR      54.40
Deutsche Bank AG       5.20     8/26/2015     EUR      54.40
Deutsche Bank AG       7.20     8/26/2015     EUR      54.40
Deutsche Bank AG       6.20    10/21/2015     EUR      54.80
Deutsche Bank AG       5.20    10/21/2015     EUR      54.60
Deutsche Bank AG       7.20    10/21/2015     EUR      55.00
Deutsche Bank AG       6.20    10/21/2015     EUR      52.90
Deutsche Bank AG       5.20    10/21/2015     EUR      52.70
Deutsche Bank AG       7.20    10/21/2015     EUR      53.00
Commerzbank AG         4.50     8/27/2015     EUR      59.51
Commerzbank AG         5.50     8/27/2015     EUR      57.89
Commerzbank AG         6.50     8/27/2015     EUR      56.34
Commerzbank AG         7.50     8/27/2015     EUR      54.87
Commerzbank AG         8.50     8/27/2015     EUR      53.47
Commerzbank AG         9.75     8/27/2015     EUR      52.17
Commerzbank AG         9.00     8/27/2015     EUR      59.61
Leonteq Securities     9.50      9/8/2016     USD      46.91
Leonteq Securities     8.64      9/8/2016     CHF      47.00
Deutsche Bank AG       4.20     9/22/2015     EUR      70.60
Deutsche Bank AG       4.20     9/22/2015     EUR      74.50
Deutsche Bank AG       6.20    12/22/2015     EUR      72.30
Deutsche Bank AG       5.20     9/22/2015     EUR      74.60
Deutsche Bank AG       4.20    12/22/2015     EUR      71.70
Deutsche Bank AG       6.20     9/22/2015     EUR      74.70
Deutsche Bank AG       5.20    12/22/2015     EUR      72.00
Deutsche Bank AG       6.20     9/22/2015     EUR      70.80
Deutsche Bank AG       5.20     9/22/2015     EUR      70.70


                            *********

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

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

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


                            *********


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

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

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

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

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

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


                 * * * End of Transmission * * *