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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, October 12, 2015, Vol. 16, No. 201

                            Headlines

F R A N C E

ALBEA BEAUTY: S&P Affirms 'B' CCR, Outlook Stable


G E R M A N Y

STEINBACH: Increased Labor Costs Prompt Bankruptcy


I R E L A N D

AURIUM CLO I: S&P Affirms 'B' Rating on Class F Notes
EUROCREDIT CDO V: S&P Raises Rating on Class D Notes to BB+


I T A L Y

ITALCEMENTI SPA: S&P Revises Outlook to Pos. & Affirms 'BB/B' CCR


N E T H E R L A N D S

CAIRN CLO III: Fitch Assigns 'B-(EXP)' Rating to Class F Notes


R U S S I A

DOMODEDOVO AIRPORT: Fitch Affirms 'BB+' IDR, Outlook Negative
DOSTOINSTVO JSC: Bank of Russia Suspends Insurance License
FIRST COLLECTION: S&P Lowers ICR to 'B-', Outlook Stable
LOYD-POLICY LLC: Bank of Russia Suspends Insurance License
PODDERZHKA OJSC: Bank of Russia Suspends Insurance License

STARIY KREML: Moscow Court Terminates Provisional Administration
TUSARBANK JSC: Provisional Administration Faces Setbacks


U K R A I N E

KYIV CITY: Fitch Lowers Long-Term Issuer Default Rating to 'RD'
UKRAINE: Kiev Imposes Moratorium on Foreign-Debt Payments
UKRBURSHTYN: Rivne Economic Court Halts Bankruptcy Procedure


U N I T E D   K I N G D O M

CLIMATE ENERGY: Energy Policy Changes Prompt Administration
MARK GROUP: Put Under Administration, 900+ Jobs Affected
PUNCH TAVERNS A: Fitch Affirms 'BB+' Rating on GBP109.4MM SSHN

PUNCH TAVERN B: Fitch Affirms 'B+' Ratings on 3 Note Classes


X X X X X X X X

* BOND PRICING: For the Week Oct. 5, 2015 to Oct. 9, 2015


                            *********


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F R A N C E
===========


ALBEA BEAUTY: S&P Affirms 'B' CCR, Outlook Stable
-------------------------------------------------
Standard & Poor's Ratings Services affirmed its 'B' long-term
corporate credit rating on France-based cosmetics and beauty
packaging company Albea Beauty Holdings.  The outlook is stable.

S&P also affirmed its 'B' issue rating on Albea's EUR245 million
senior secured notes and its US$385 million senior secured notes,
both due in 2019.  The recovery rating on the EUR245 million
notes and the US$385 million senior secured notes is unchanged at
'4', indicating S&P's expectation of average (30%-50%) recovery,
at the higher end of the range, in the event of a default.

The affirmation reflects S&P's expectation that Albea will
continue to report overall satisfactory performance, including an
EBITDA margin of about 10%.  This is in light of soft demand for
beauty products in its main markets, namely from the slowdown in
Brazil and lower demand in Europe.

"Despite a challenging operating environment, Albea improved its
liquidity profile in the first half of 2015 by issuing new debt,
adjusting capital expenditure (capex) to market growth, and
improving working capital management.  We view the company's
reduction in its planned capex by about 20% as positive, as it
has boosted cash flows while maintaining investment in its
manufacturing processes efficiency.  While Albea's liquidity
position has strengthened, we still view the company's financial
risk profile as "highly leveraged."  It had Standard & Poor's
adjusted debt of about US$936 million as of June 30, 2015. (As
well as senior debt, we include the company's preferred equity
certificates, factoring in utilization, operating leases, and
pension obligations, and do not deduct any cash holdings due to
the company's private equity ownership.  We make our adjustments
based on the reported numbers for the most recent interim period
where we have a sufficient degree of disclosure. Otherwise, we
use the latest full-year financial report numbers.)," S&P said.

"We think that a number of downside risks remain, such as the
difficult operating environment in Europe (representing about 50%
of Albea's revenues) and some other markets like Brazil, which
could hold back any substantial near-term improvement in credit
metrics.  We therefore think that Albea's credit ratios are
likely to remain in the "highly leveraged" category -- with funds
from operations (FFO) to debt of below 12%, and debt to EBITDA
above 5x in the next 12 months," S&P added.

"We continue to assess Albea's business risk profile as "fair,"
constrained by the group's exposure to cyclical end markets where
spending is somewhat discretionary, as well as its relatively
high customer concentration compared with other packaging
companies. This results in below-industry-average profitability,
with recent EBITDA margins being below 10%.  Partly mitigating
these constraints is the company's broad geographical reach
following the acquisition of Rexam Personal Care PLC in 2013, and
its strong market positions, especially in higher-growth emerging
markets. The group benefits from long-standing relationships with
"blue chip" customers such as L'Or‚al, LVMH, Procter & Gamble,
and Estee Lauder," S&P noted.

S&P's base case for 2015 assumes:

   -- High single-digit revenue declines for 2015 as the company
      continues to be affected by adverse foreign currency
      movements and still-sluggish growth in some emerging
      markets, as well as some uncertainties in Western Europe;

   -- An EBITDA margin of about 10%;

   -- Capex of about $75 million-$80 million in 2015 as the
      company aligns its spending to softer demand; and

   -- No shareholder distribution or major acquisitions.

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

   -- FFO-to-debt ratio of slightly above 6%; and

   -- Standard & Poor's-adjusted leverage ratio improving toward
      6x in the following two years.

The stable outlook on Albea reflects S&P's view that the company
will be able to sustain its EBITDA margin of about 10%, as costs
tied to the integration of Rexam Personal Care diminish.  The
stable outlook incorporates S&P's base-case scenario of a FFO-to-
debt ratio of above 6% and adjusted debt to EBITDA gradually
improving toward 6x.

A potential downgrade of Albea could be triggered by a material
weakening of its operating performance, possibly from significant
input-cost inflation, weak volume growth, or a substantial
deterioration in the group's activities resulting in weakening
credit metrics, such as FFO cash interest cover falling below
z.5x.  S&P could also downgrade the company if it forecasts a
material deficit of liquidity sources over liquidity uses.  This
could be from integration cost overruns, pressure on working
capital, or a lack of anticipated synergies with Rexam.

S&P is unlikely to upgrade Albea over the coming 12 months
because S&P expects limited leverage reduction.  Any rating
upside would depend on a sustained improvement in Albea's
financial performance above S&P's current expectations, such as
FFO to debt approaching 12% and adjusted debt to EBITDA of 5x.
This would be in conjunction with a financial policy that
sustainably supports such levels.  S&P considers such a scenario
to be remote at this stage, due to the company's current
shareholder structure.



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G E R M A N Y
=============


STEINBACH: Increased Labor Costs Prompt Bankruptcy
--------------------------------------------------
The Associated Press reports that the Steinbach nutcracker
company has filed for bankruptcy, citing increased labor costs
due to the country's new minimum wage.

According to the AP, the dpa news agency reported on Oct. 11 that
the approximately 200-year-old Steinbach nutcracker company, said
labor costs had risen 27% since the country's national minimum
wage was introduced Jan. 1.

dpa reported Director Karla Steinbach told the Hildesheimer
Allegemeine newspaper that she had paid most of her 120 employees
around EUR5.50 to EUR6.50 (US$6.25 to US$7.40) per hour before
the government increased the minimum hourly wage to EUR8.50
(US$9.65).

Steinbach is based in Hohenhameln in eastern Germany.



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


AURIUM CLO I: S&P Affirms 'B' Rating on Class F Notes
-----------------------------------------------------
Standard & Poor's Ratings Services affirmed its credit ratings on
Aurium CLO I Ltd.'s class A, B, C, D, E, and F notes following
the transaction's effective date as of Sept. 10, 2015.

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

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

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

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

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

"In our published effective date report, we discuss our analysis
of the information provided by the transaction's trustee and
collateral manager in support of their request for effective date
rating affirmation.  In most instances, we intend to publish an
effective date report each time we issue an effective date rating
affirmation on a publicly rated European cash flow CLO," S&P
added.

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

RATINGS LIST

Aurium CLO I Ltd.
EUR308.77 Million Senior Secured Deferrable Floating-Rate Notes
(Including EUR30.52 Million Subordinated Notes)

Ratings Affirmed

Class            Rating

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


EUROCREDIT CDO V: S&P Raises Rating on Class D Notes to BB+
-----------------------------------------------------------
Standard & Poor's Ratings Services raised its credit ratings on
Eurocredit CDO V PLC's class B, C, and D notes.  At the same
time, S&P has affirmed its rating on the class E notes.

The rating actions follow S&P's assessment of the transaction's
performance using data from the Sept. 15, 2015 note valuation
report.

Eurocredit CDO V has been amortizing since the end of its
reinvestment period in September 2012.  Since S&P's previous
review on May 28, 2014, the aggregate collateral balance has
decreased by 62.15% to EUR120.15 million from EUR317.51 million.

"We subjected the capital structure to a cash flow analysis to
determine the break-even default rate (BDR) for each rated class
at each rating level.  The BDR represents our estimate of the
maximum level of gross defaults, based on our stress assumptions,
that a tranche can withstand and still fully repay the
noteholders.  In our analysis, we used the portfolio balance that
we consider to be performing (EUR119,687,852), the current
weighted-average spread (3.68%), and the weighted-average
recovery rates calculated in line with our revised corporate
collateralized debt obligations (CDOs) criteria.  We applied
various cash flow stresses, using our standard default patterns,
in conjunction with different interest rate and currency stress
scenarios," S&P said.

The senior class A-1, A-2, and A-3 notes have been fully redeemed
since S&P's previous review.  The class B notes (the seniormost
class of notes outstanding) have started to pay down from the
Sept. 12, 2015 payment date and currently have a note factor of
78.31%.  In S&P's view, this has increased the available credit
enhancement for all of the rated notes.

The weighted-average spread earned on the assets has marginally
dropped to 368 basis points (bps) from 387 bps since S&P's
previous review.  At the same time, the number of distinct
obligors in the portfolio has reduced to 32 from 74 over the same
period as the portfolio is deleveraging, post the transaction's
re-investment period.  The top 10 largest obligors account for
54.0% of the portfolio.  S&P has observed a net positive rating
migration in the portfolio -- the average credit quality has
improved to 'B+' from 'B-'.  The proportion of assets rated in
the 'CCC' category ('CCC+', 'CCC', or 'CCC-') has also decreased
since S&P's previous review.  The par coverage tests comply with
the documented required triggers.

Non-euro-denominated assets currently comprise 4.55% of the total
performing assets.  Any resultant currency risk (all outstanding
liabilities are denominated in euros) is hedged via American-
style currency call options that the issuer can exercise at any
point up to the maturity of these options.

"We have also applied our non-sovereign ratings criteria.  We
have considered the transaction's exposure to sovereign risk
because some of the portfolio's assets--15.47% of the
transaction's aggregate collateral balance--are based in Spain
and Italy.  In 'AAA' and 'AA+' rating scenarios, we have limited
credit to 10% of the transaction's collateral balance, to
correspond to assets based in these sovereigns in our calculation
of the aggregate collateral balance," S&P said.

"In our opinion, the increased available credit enhancement for
the class B, C, and D notes is now commensurate with higher
ratings than those previously assigned.  We have therefore raised
to 'AAA (sf)' from 'AA+ (sf)' our rating on the class B notes, to
'AA+ (sf)' from 'BBB+ (sf)' our rating on the class C notes, and
to 'BB+ (sf)' from 'B+ (sf)' our rating on the class D notes,"
S&P noted.

"Our rating on the class E notes is constrained by the
application of the largest obligor default test, a supplemental
stress test we outline in our corporate cash flow CDO criteria.
This assesses whether a CDO tranche has sufficient credit
enhancement to withstand specified combinations of underlying
asset defaults, based on the ratings on the underlying assets.
The test assumes a flat recovery of 5%.  Although our cash flow
analysis indicates that the class E notes can support a higher
rating than that currently assigned, the largest obligor default
test caps our rating on this class of notes.  We have therefore
affirmed our 'B- (sf)' rating on the class E notes," S&P said.

Upon publishing S&P's revised corporate CDOs criteria, it placed
those ratings that could potentially be affected "under criteria
observation", S&P said.

"Our ratings on the class B, C, D, and E notes also incorporate
the benefit of excess spread in our supplemental stress test
analysis.  Our corporate CDOs criteria outline that for
transactions that employ excess spread, we typically apply the
supplemental test by running our cash flow modeling, using the
forward interest rate curve, including the highest of the losses
from the largest obligor default test, net of their respective
recoveries.  We deem the test to have passed if cash flows show
that the tranche that is being tested receives timely interest
and ultimate principal payments.  Consequently, these ratings are
no longer under criteria observation," S&P said.

Eurocredit CDO V is a cash flow collateralized loan obligation
(CLO) transaction that securitizes loans to primarily
speculative-grade corporate firms.  The transaction closed in
September 2006 and is managed by Intermediate Capital Group PLC.

RATINGS LIST

Class             Rating
            To             From

Eurocredit CDO V PLC
EUR606 Million Senior Secured Deferrable Floating-Rate Notes

Ratings Raised

B           AAA (sf)       AA+ (sf)
C           AA+ (sf)       BBB+ (sf)
D           BB+ (sf)       B+ (sf)

Rating Affirmed

E           B- (sf)



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I T A L Y
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ITALCEMENTI SPA: S&P Revises Outlook to Pos. & Affirms 'BB/B' CCR
-----------------------------------------------------------------
Standard & Poor's Ratings Services revised its outlooks on Italy-
based cement manufacturer Italcementi SpA and its core subsidiary
Ciments Francais S.A. to positive from developing.  At the same
time, S&P affirmed its 'BB/B' long- and short-term corporate
credit ratings on both companies.

"We also affirmed our 'BB' issue ratings on the EUR500 million
and EUR750 million senior unsecured notes issued by Italcementi
Finance S.A. and guaranteed by Italcementi SpA.  The recovery
rating on this debt is '4', indicating our expectation of average
recovery (30%-50%, at the lower end of the range) in the case of
a payment default.  We also affirmed our 'BB' issue rating on the
EUR500 million senior unsecured notes due 2017 issued by Ciments
Fran‡ais.  The recovery rating on this debt is '3', indicating
our expectation of meaningful recovery (50%-70%, at the higher
end of the range) in the case of a payment default," S&P said.

The outlook revision follows the completion of S&P's review of
HeidelbergCement's plans to purchase Italmobiliare S.p.A.'s 45%
shareholding in Italcementi, announced in July 2015.

On July 28, HeidelbergCement entered into an agreement to
purchase Italmobiliare's 45% shareholding in Italcementi.  The
purchase price is approximately EUR1.67 billion, which
HeidelbergCement expects to pay in cash and through share
issuance.  The closing of the transaction is subject to customary
conditions, including approval by the competition authorities,
particularly in Europe and the U.S.  S&P understands that after
the sale of the 45% stake closes, which is expected during 2016,
HeidelbergCement will launch a takeover offer for the remaining
Italcementi shares. HeidelbergCement has also announced it will
pursue some asset disposals, comprising the sale of Italcementi's
noncore assets to Italmobiliare.

"In our view, the combined group's credit profile will likely be
higher than that of Italcementi on a stand-alone basis.  This is
because it will benefit from a significantly wider geographic
diversification and absolute size in the sector.  Italcementi
complements HeidelbergCement's network in Europe and North
America, and will strengthen the group's position as an acquirer
in India, the Mediterranean region, and Thailand.  Furthermore,
targeted synergies might allow the combined group to improve its
profitability margin from 2017 onward.  As such, we might assess
the combined entity's business risk profile as stronger than that
of Italcementi," S&P noted.

S&P also sees potential benefits for Italcementi in terms of
financial leverage.  S&P estimates that in 2016-2017 the combined
group's financial risk profile and adjusted leverage metrics
would be stronger than Italcementi's stand-alone metrics.  This
assumes that asset disposals, targeted synergies, and capital
expenditure (capex) reduction materialize as currently planned.
S&P views positively HeidelbergCement's commitment to reduce
financial leverage and to target a solid investment grade rating.

Within the combined entity, S&P will likely assess Italcementi
and Ciments Francais as core entities under S&P's group rating
methodology.  As such, S&P expects to equalize their counterparty
credit ratings with the combined group's credit profile.

S&P's current base case for its ratings on Italcementi and
Ciments Francais assumes:

   -- Revenue growth in the low- to mid-single digits in 2015 and
      2016, supported by growth in the U.S.

   -- A gradual improvement in adjusted EBITDA margins to 16%-17%
      in 2015-2016, reflecting the benefits of restructuring.

   -- Capex of about EUR350 million in 2015, declining moderately
      in 2016.

   -- Marginally positive reported free operating cash flow, but
      insufficient to cover dividend payments.  Adjusted debt of
      EUR2.9 billion-EUR3.0 billion in 2015-2016, compared with
      EUR2.9 billion at year-end 2014.

Based on these assumptions, S&P arrives at these credit measures
on Italcementi group:

   -- Adjusted FFO to debt of about 14%-16% in 2015 and 15%-17%
      in 2016.

   -- Adjusted debt-to-EBITDA of 4.1x-4.3x in 2015 and 3.9x-4.1x
      in 2016.

The positive outlooks on Italcementi and Ciments Francais reflect
S&P's view that after the acquisition transaction is complete,
the combined entity's credit profile could be at least one notch
higher than S&P's current ratings on Italcementi, assuming that
asset sales and costs and capex savings happen as planned.

"We could raise our ratings on Italcementi and Ciments Francais
by at least one notch if the acquisition closes in 2016 as
currently planned.  The extent of the upgrade will depend on the
combined group's ability to complete the planned asset disposal
and to achieve cost and capex savings, which ultimately will
affect the path of deleveraging.  It would also hinge on our
assessment of the combined group's liquidity position being at
least "adequate" under our criteria," S&P said.

S&P could revise the outlook to stable if the transaction does
not close.  In such a scenario, S&P believes that pressure on the
ratings would be limited over the next 12-18 months, but could
rise if the group's leverage metrics approached the bottom of
S&P's "aggressive" financial risk category, for example due to a
significant fall in contributions to profitability from emerging
markets.



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


CAIRN CLO III: Fitch Assigns 'B-(EXP)' Rating to Class F Notes
--------------------------------------------------------------
Fitch Ratings has assigned Cairn CLO III B.V. notes expected
ratings:

  Class A: 'AAA(EXP)sf'; Outlook Stable
  Class B: 'AA(EXP)sf'; Outlook Stable
  Class C: 'A(EXP)sf'; Outlook Stable
  Class D: 'BBB(EXP)sf'; Outlook Stable
  Class E: 'BB(EXP)sf'; Outlook Stable
  Class F: 'B-(EXP)sf'; Outlook Stable
  Subordinated Notes: not rated

The assignment of the final ratings is contingent on the receipt
of documents conforming to information already reviewed.

Cairn CLO III B.V. is a cash flow collateralized loan obligation
(CLO).

KEY RATING DRIVERS

'B'/'B-' Portfolio Credit Quality

Fitch expects the average credit quality of obligors to be in the
'B' category.  Fitch has credit opinions or public ratings on the
entire identified portfolio.  The weighted-average rating factor
of the initial portfolio is 33.5, below the covenanted maximum
for the expected ratings of 34.0.

High Recovery Expectations

At least 90% of the portfolio will comprise senior secured
obligations.  Recovery prospects for these assets are typically
more favorable than for second-lien, unsecured and mezzanine
assets.  Fitch has assigned Recovery Ratings to all of the assets
in the identified portfolio.  The Fitch weighted average recovery
rate of the initial portfolio is 69.8%, above the covenanted
minimum for the expected ratings of 67.0%.

Limited Interest Rate Risk

Unhedged fixed-rate assets cannot exceed 1% of the portfolio.
Consequently, interest rate risk is naturally hedged for most of
the portfolio through floating-rate liabilities.

Limited FX Risk

Any non-euro-denominated assets have to be hedged with perfect
asset swaps as of the settlement date, limiting foreign exchange
(FX) risk.  The transaction is permitted to invest up to 30% of
the portfolio in non-euro-denominated assets.

TRANSACTION SUMMARY

Cairn CLO III B.V. closed in 2013.  The transaction is currently
undergoing restructuring.  Fitch expects to rate the notes issued
by the transaction once the restructuring becomes effective.

Following the restructuring, the transaction will continue to
hold a portfolio of European leveraged loans with a target par of
EUR300 mil.  The portfolio will be managed by Cairn Loan
Investments LLP.  The reinvestment period will be scheduled to
end in 2019.

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

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

RATING SENSITIVITIES

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

DUE DILIGENCE USAGE

No third-party due diligence was provided or reviewed in relation
to this transaction.

DATA ADEQUACY

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

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



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


DOMODEDOVO AIRPORT: Fitch Affirms 'BB+' IDR, Outlook Negative
-------------------------------------------------------------
Fitch Ratings has revised the Outlook on DME Limited's Long-term
Issuer Default Rating and the USD300 mil. senior unsecured notes
issued by DME Airport Limited to Negative from Stable.  The
ratings have been affirmed at 'BB+'.

The rating actions follow the announcement on Sept. 28, that all
Transaero flights currently operating from Domodedovo airport
(DME) will be transferred to Vnukovo airport from Oct. 25, 2015.
They also reflect the recent news that Transaero's proposed
acquisition by Aeroflot is not going ahead and the airline may
instead undergo bankruptcy proceedings.  The Negative Outlook
reflects our view that the loss of Transaero's traffic will
directly affect DME's performance and put additional pressures on
the airport in the currently weak economic environment.

KEY RATING DRIVERS

Transaero passengers account for about 15% of traffic at DME.
Fitch now expects 2015 passenger traffic to decline by 9%
(compared with 6% under our previous rating case) and by 12% in
2016 (0% in previous rating case), reflecting the loss of
Transaero traffic.  Some of Transaero's traffic may be picked up
or compensated by other airlines operating in DME.  The company's
management expects that the number of flights for the winter
season 2015/2016 will be very close to last year's, according to
verified slots scheduled by other airlines including Aeroflot
subsidiaries (Rossiya, Don-Avia, Orenburg Airlines).  However, in
Fitch's view, the extent of this replacement and whether the
planned slots will convert into passenger traffic is currently
uncertain.

The affirmation of the 'BB+' ratings reflects that leverage
remains fairly low and financial performance is reasonably sound.
Based on consolidated 1H15 results, revenues in rouble terms
declined by 3% while traffic declined by 7.8%.  As DME generates
46% of revenues in EUR/USD, Fitch expected a positive impact on
rouble revenues as a result of devaluation, all else being equal.
The fact that rouble revenues actually declined signifies weaker
operational performance.  However, DME implemented some cost-
cutting measures and EBITDA grew by 3% to RUB7.2 billion in 1H15.
The company also benefits from substantial liquidity as indicated
by its high cash position as of June 2015.

Total debt/EBITDA was 1.6x at end-2014 based on Fitch's
calculation, which includes payment obligations under the
concession) and Fitch expects that gross leverage will increase
to 2.4x in 2015 under our rating case.  The increase in expected
2015 leverage is due to further depreciation of the rouble (Fitch
now assumes an exchange rate of 70 RUB/USD vs RUB 60/USD
previously), additional debt taken by DME in September 2015
(EUR38 million to finance the development of parking facilities),
and Fitch's conservative estimate of 2015 EBITDA.  Under Fitch's
rating case, gross leverage would peak at 3.8x in 2016 assuming
additional debt to finance DME's investment program.  This would
still be considered commensurate with the current ratings.
However, the company plans to utilize internal liquidity without
raising additional debt in 2016 and gross leverage would be below
3x in 2016 without raising additional debt under the rating case.

RATING SENSITIVITIES

Rating upside potential is limited.

The ratings could be downgraded if there is a consistent
deviation in financial performance from Fitch's rating case.  The
ratings may also come under pressure in case of significant
decline of the share of revenues collected in USD/EUR, further
significant loss of traffic or further prolonged devaluation of
the rouble.

The Outlook may be stabilized if, absent other negative
developments, passengers volume displays resiliency beyond the
loss of Transaero traffic

SUMMARY OF CREDIT

DME Ltd is a group of companies that operates Domodedovo
airport -- one of the three airports in Moscow.  The group owns
the terminal buildings and leases the runways and other airfield
assets from the Russian government.  Senior unsecured notes of
USD300 million were issued in 2013 by DME Airport Limited -- a
special purpose vehicle registered in Ireland that on-lent the
proceeds to Hacienda Investments Ltd, a subsidiary of DME Ltd.


DOSTOINSTVO JSC: Bank of Russia Suspends Insurance License
----------------------------------------------------------
The Bank of Russia, by its Order No. OD-2689 dated October 7,
2015, suspended the insurance license of joint-stock company Life
Insurance Company Dostoinstvo.

The decision is taken due to the insurer's failure to execute a
Bank of Russia instruction, namely, due to its non-compliance
with the requirements of financial sustainability and solvency,
with the procedure and conditions of investing capital and
insurance reserves.  The decision becomes effective the day it is
published in the Bank of Russia Bulletin.

Suspended license shall mean a prohibition on entering into new
insurance contracts and also on amending respective contracts
resulting in the increase of existing obligations.

The insurer shall accept applications on the occurrence of
insured events and perform its obligations.


FIRST COLLECTION: S&P Lowers ICR to 'B-', Outlook Stable
--------------------------------------------------------
Standard & Poor's Ratings Services lowered its long-term issuer
credit rating to 'B-' from 'B' on Russia-based OJSC First
Collection Bureau (FCB).  The outlook is stable.  S&P also
lowered the Russia national scale rating to 'ruBBB' from 'ruBBB+'
on FCB.

The downgrade reflects S&P's view of increasing risks stemming
from the FCB's operational and strategic integration of National
Recovery Service (NRS).  S&P anticipates that the integration
will negatively affect FCB's financial risk profile, mostly due
to significant deterioration of the revenues from the agent
collection business segment.

FCB's shareholders acquired NRS in December 2014 under favorable
conditions and with their own funds.  However, S&P anticipates
that integration with NRS could hinder the group's profitability
in the medium term.  This is because the operating margins of the
agency collection business, in which NRC is active, are
structurally lower than those of distressed debt purchase
businesses.  S&P believes, however, that synergies between the
two companies are gradually developing favorably.

Integration with NRS and a worsening operating environment in
Russia have weighed on FCB's consolidated EBITDA margins.
Moreover, the group plans to issue an additional Russian ruble
(RUB) 1 billion (about US$15 million) in 2015, further increasing
its leverage.  S&P now anticipates that the group's debt-to-
EBITDA ratio would average about 3.1x over 2015-2017 (contrary to
S&P's previous expectation of average 2.2x debt to EBITDA in
2014-2016). S&P estimates that EBITDA coverage of cash interest
expense will also decrease, averaging about 2.0x over the same
period. Therefore, S&P reassessed the group's financial risk
profile to "aggressive" from "significant," as S&P's criteria
define these terms.

"We continue to regard the group's business risk profile as
"weak," as it continues to reflect high country and industry
risks to which the group is exposed.  Nevertheless, we
acknowledge that the integration of NRS improves the group's
market shares in the collection market in Russia.  Following the
integration, we estimate that the group would have about 20%
market share in agency collection, in addition to more than 33%
in the distressed debt purchase market.  At the same time, we
note that in an economic downturn, the agency collection market
size contracts and its profitability weakens further," S&P said.

In S&P's opinion, the group's capital structure is somewhat
concentrated due to its historic reliance on funding provided by
related parties, which, in S&P's view, has somewhat declined.  At
the same time, S&P don't see additional risks stemming from
covenants of outstanding bonds.

Despite the group's refinancing success in 2015, S&P continues to
see pressure on the group's liquidity profile, as consolidated
cash collections continue to worsen (mostly due to the agent
collection business segment) amid the current weak operating
environment in Russia.  In this context, integration of NRS,
which has limited cash generating capacity in the economic down
cycle, continues to expose the group to liquidity risks.
Therefore, S&P's assessment of the group's liquidity remains
unchanged at "less than adequate."  At the same time, S&P
anticipates that the group will adequately manage this situation
by performing regular stress testing aimed at limiting the risk
of delays in interest payments.

S&P continues to think that the group compares poorly with its
European peers.  FCB is limited by the flagging operating
environment in Russia and a weakening banking sector, which is
the group's key funding provider.  As a result, S&P continues to
deduct one notch from the anchor to reflect its "negative"
comparative analysis modifier.

The combination of the above-mentioned factors results in a group
credit profile of 'b-', according to S&P's criteria.

S&P now considers FCB to be a core subsidiary of the wider FCB
Group.  The group owns 100% of FCB, which contributed more than
50% of group revenues.  Also, FCB is fully integrated with the
other group members in terms of operations and strategy, in
addition to being the debt-issuing entity of the group.  FCB is
the group's key asset in the distressed debt purchase segment.
S&P therefore equalizes the ratings on FCB with those of the 'b-'
group credit profile.

The stable outlook on FCB reflects S&P's view that the group will
adequately manage its liquidity to ensure timely debt servicing
in the next 12 months, despite increasing pressure on the group's
consolidated collections performance.  In particular, S&P
anticipates that cash inflows generated by the group in the first
half of 2016 will be sufficient to cover cash outflow related to
the amortization of the RUB1.5 billion bond due September 2016.

S&P would lower its ratings on FCB if it anticipated that weak
earnings further penalized the group's business risk profile,
compared with peers, or if weaker cash inflows deteriorated the
bank's liquidity.

S&P currently do not expect to upgrade FCB.  However, S&P could
consider a positive rating action if it saw less risks stemming
from weak economic prospects in Russia and from the group's
liquidity position.


LOYD-POLICY LLC: Bank of Russia Suspends Insurance License
----------------------------------------------------------
The Bank of Russia, by its Order No. OD-2692 dated October 7,
2015, suspended the insurance license of limited liability
company Insurance Company Loyd-Policy.

The decision is taken due to the insurer's failure to execute a
Bank of Russia instruction, namely, due to its non-compliance
with the requirements of financial sustainability and solvency
with respect to creating insurance reserves, with the procedure
and conditions of investing capital and insurance reserves.  The
decision becomes effective the day it is published in the Bank of
Russia Bulletin.

Suspended license shall mean a prohibition on entering into new
insurance contracts and also on amending respective contracts
resulting in the increase of existing obligations.

The insurer shall accept applications on the occurrence of
insured events and perform its obligations.


PODDERZHKA OJSC: Bank of Russia Suspends Insurance License
----------------------------------------------------------
The Bank of Russia, by its Order No. OD-2701 dated October 7,
2015, suspended the insurance license of open joint-stock company
State Insurance Company Podderzhka.

The decision is taken due to the insurer's failure to execute a
Bank of Russia instruction, namely, due to its non-compliance
with the requirements of financial sustainability and solvency
with respect to creating insurance reserves, with the procedure
and conditions of investing capital and insurance reserves.  The
decision becomes effective the day it is published in the Bank of
Russia Bulletin.

Suspended license shall mean a prohibition on entering into new
insurance contracts and also on amending respective contracts
resulting in the increase of existing obligations.

The insurer shall accept applications on the occurrence of
insured events and perform its obligations.


STARIY KREML: Moscow Court Terminates Provisional Administration
----------------------------------------------------------------
Due to the ruling of the Court of Arbitration of Moscow, dated
September 21, 2015, on forced liquidation of the credit
institution Commercial Bank Stariy Kreml (limited liability
company) and appointment of a liquidator in compliance with
Clause 3 of Article 18927 of the Federal Law "On the Insolvency
(Bankruptcy)", the Bank of Russia took a decision (Order No.
OD-2707, dated October 8, 2015) to terminate from October 9, 2015
the activity of the provisional administration of Commercial Bank
Stariy Kreml (limited liability company), appointed by Bank of
Russia Order No. OD-1548, dated July 3, 2015, "On the Appointment
of the Provisional Administration to the Moscow-based Credit
Institution Commercial Bank Stariy Kreml (Limited Liability
Company) or CB Stariy Kreml (LLC) Due to the Revocation of Its
Banking Licence".


TUSARBANK JSC: Provisional Administration Faces Setbacks
--------------------------------------------------------
The provisional administration of JSC Tusarbank appointed by Bank
of Russia Order No. OD-2481, dated September 18, 2015, due to the
revocation of its banking license, encountered an obstruction of
its activity starting the first day of performing its functions.

Former management and owners of Tusarbank failed to provide the
provisional administration with the bank documentation, including
the original loan agreements worth RUR15.9 billion with the bank
assets totaling RUR19.4 billion.

The Bank of Russia submitted the information on the facts of
obstruction activity of the provisional administration, which
bear the evidence of the criminal offense to the Prosecutor
General's Office of the Russian Federation, Russian Investigation
Committee and the Ministry of Internal Affairs of the Russian
Federation for consideration and procedural decision making.



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


KYIV CITY: Fitch Lowers Long-Term Issuer Default Rating to 'RD'
---------------------------------------------------------------
Fitch Ratings has downgraded the City of Kyiv's Long-term local
currency Issuer Default Rating to 'Restricted Default' (RD) from
'C' and its National Long-term rating to 'RD(ukr)' from
'CCC(ukr)'.

Under EU credit rating agency (CRA) regulation, the publication
of International Public Finance reviews is subject to
restrictions and must take place according to a published
schedule, except where it is necessary for CRAs to deviate from
this in order to comply with their legal obligations.

Fitch interprets this provision as allowing it to publish a
rating review in situations where there is a material change in
the creditworthiness of the issuer that the rating agency
believes makes it inappropriate for us to wait until the next
scheduled review date to update the rating or Outlook/Watch
status.  In this case, the deviation was caused by the exchange
of distressed local currency bonds issued by the city.

KEY RATING DRIVERS

The following are the key drivers for today's rating action and
their relative weights:

HIGH

Debt: The downgrade of Kyiv's Long-term local currency IDR
follows the extension of maturities of the city's domestic bonds
(series G and H), totaling UAH4.29 billion, by 12 months each,
from the original maturities of Oct. 1 and Dec. 7, 2015,
respectively.  The city's decision to extend maturities was
approved by the national government and the restructuring did not
involve a write-down of principal or a decrease in coupons.

Fitch treats restructurings of domestic bonds as defaults in
accordance with its distressed debt exchange (DDE) criteria.
Therefore we have downgraded the city's Long-term local currency
IDR and National Long-term rating to 'RD' and 'RD(ukr)'.

The affirmation of the city's Long-term foreign currency IDR at
'C' (default is imminent or inevitable), reflects expected
restructuring of its outstanding USD250 million and USD300
million eurobonds due in November 2015 and in July 2016,
respectively. According to Ukraine's Ministry of Finance the
restructuring process of Kyiv's external debt obligations would
follow the restructuring of sovereign eurobond obligations.

The Cabinet of Ministers of Ukraine required the City of Kyiv to
extend the maturity of its external debt as part of a broader
exercise to support Ukraine's public sector finances and external
liquidity following the introduction of the IMF's extended fund
facility for Ukraine in March 2015.  Additionally Ukraine had
missed the payment on its eurobond, which led to the recent
sovereign downgrade.

MEDIUM

Fiscal Performance: Fitch expects Kyiv's budgetary performance to
remain volatile.  This is due to the overall weakness of the
sovereign's public finances, lower predictability of the
country's fiscal policy and a short planning horizon, exacerbated
by a negative macro-economic trend.

Economy: Fitch expects Ukraine's economy to shrink 10% yoy in
2015, which will negatively affect the city's fiscal capacity.

RATING SENSITIVITIES

Kyiv's Long-term local currency IDR will be upgraded shortly
after Fitch determines that the exchange has been accepted.  The
new rating will be consistent with the city's prospective credit
profile and debt structure.  However, the rating will likely
remain low, given high country risks and Ukraine's 'CCC' Country
Ceiling.

Fitch would expect to downgrade the city's Long-term foreign
currency IDRs to 'RD' (Restricted Default) at the point of
execution of the exchange offers on outstanding senior bonds,
should they go ahead and if this restructuring meets Fitch's DDE
criteria or if the city misses the payment according to original
schedule.

Fitch will review the city's ratings once the debt exchanges are
completed and sufficient information is available on Kyiv's
credit profile.

The rating actions are:

   -- Long-term foreign currency IDR: affirmed at 'C'

   -- Long-term local currency IDR: downgraded to 'RD' from 'C'

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

   -- National Long-term rating: downgraded to 'RD(ukr)' from
      'CCC(ukr)'

   -- Senior unsecured domestic bonds: downgraded to 'D' from 'C'

   -- Senior unsecured domestic bonds: downgraded to 'D(ukr)'
      from 'CCC(ukr)'

   -- Senior unsecured eurobonds: affirmed at 'C'


UKRAINE: Kiev Imposes Moratorium on Foreign-Debt Payments
---------------------------------------------------------
Marton Eder and Kateryna Choursina at Bloomberg News report that
the City of Kiev imposed a moratorium on foreign-debt payments
before a bond matures next month as a round of negotiations with
creditors was said to have ended without an agreement.

City officials stopped payments on the capital's Eurobonds as of
Nov. 6, including a US$250 million note falling due that day and
US$300 million maturing July 2016, Bloomberg relates.  According
to Bloomberg, a person familiar with the negotiations said Kiev
is seeking to continue negotiations after two weeks of intensive
talks between the city and a committee of creditors halted.

Kiev is looking to cut its debt burden as the country seeks to
overhaul its debt to meet terms on a US$17.5 billion
International Monetary Fund loan needed to revive the economy
battered by a conflict with pro-Russian separatists, Bloomberg
discloses.  Ukraine's Finance Ministry threatened to halt
payments on sovereign debt before reaching an agreement with a
Franklin Templeton-led creditor group in August, Bloomberg
recounts.

The agreement between Ukraine and its creditor group included
writing down 20% in the face value of sovereign bonds, extending
maturities and issuing warrants with payments tied to the
country's economic performance, Bloomberg states.  Holders of the
sovereign notes are scheduled to vote on terms of the deal this
week, Bloomberg relays.  Ukraine called a moratorium on some
notes last month, including a US$500 million bond due Sept. 23,
to be able to be able to keep the note in its debt restructuring,
Bloomberg relates.

According to Bloomberg, the person said any deal on the city's
bonds will most likely have to be a bit worse for creditors than
the one for sovereign notes because of Kiev's debt quality.  The
person said Kiev imposed the moratorium before the city council
recesses for municipal elections on Oct. 25, Bloomberg notes.
The person, as cited by Bloomberg, said the city's debt isn't
backed by the state nor is it linked to sovereign notes by so-
called cross-default clauses.


UKRBURSHTYN: Rivne Economic Court Halts Bankruptcy Procedure
------------------------------------------------------------
Interfax-Ukraine reports that the Ministry of Economic
Development and Trade said the Economic Court of Rivne region on
Oct. 7 stopped the bankruptcy procedure of state enterprise
Ukrburshtyn under the suit of state joint-stock company Ukrainian
Polymetals.

"From now a 12-year case on the bankruptcy of Ukrburshtyn will
come to an end, the company will return to the 100% control of
state-owned company Ukrainian Polymetals managed by the Ministry
of Economic Development and Trade.  The first step towards the
legalization of the amber industry as a whole has taken,"
Interfax-Ukraine quotes the ministry as saying in a statement.

According to Interfax-Ukraine, a ministry source said the
representatives of parent company Ukrainian Polymetals had no
control over state enterprise Ukrburshtyn during the bankruptcy
procedure as the company was controlled by the manager for
reorganization.

The source also pointed out that at the court hearing, the
leadership of Ukrburshtyn opposed terminating the bankruptcy
procedure, believing that this could worsen the situation at the
state-owned enterprise, Interfax-Ukraine notes.



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


CLIMATE ENERGY: Energy Policy Changes Prompt Administration
-----------------------------------------------------------
Lee Williams at Independent reports that Climate Energy has gone
into administration, blaming the UK Government's U-turn on energy
policy.

On October 7, 2015, Chad Griffin and Simon Kirkhope, both of FTI
Consulting LLP, were appointed as joint administrators of Climate
Energy Limited, Climate Energy Services Limited, Climate Energy
Solutions Limited and Climate Energy (NFP) Limited.

Climate Energy describes itself as "the UK's largest provider of
energy efficiency solutions".


MARK GROUP: Put Under Administration, 900+ Jobs Affected
--------------------------------------------------------
Patrick Fitzgerald at The Wall Street Journal reports that
Mark Group Ltd., an insolvent U.K.-based solar-panel installer
that was bought by struggling U.S. solar-power developer
SunEdison Inc. in July, has shut its doors and laid off more than
900 people.

"[Wednes]day morning Mark Group's managers bought the business
from SunEdison and, after taking advice, have taken the
regrettable decision to put the business into administration,"
the Journal quotes a spokeswoman for Mark Group as saying on
Oct. 8 in an email.  "This decision has not been taken lightly
but the ongoing losses of the business meant it was our only
option."

Mark Group, founded in 1974 in the U.K. city of Leicester, was
placed into the equivalent of chapter 11 on Oct. 7 after the
purchase from SunEdison, the Journal relays.  Following the sale,
administrators from the U.K.-based restructuring arm of Deloitte
LLP said they were laying off 939 people, the Journal relates.

"Unfortunately, the company has sustained heavy losses due to
structural changes in its core markets, which it has been unable
to survive, despite some significant recent investment,"
Deloitte's Chris Farrington, as cited by the Journal, said.

Mark Group was bought by SunEdison, based in Maryland Heights,
Mo., in July with a plan to transfer the company away from its
legacy insulation business to solar cells, the Journal
recounts.  But Mark Group blamed the U.K. government's recent
cuts in solar subsidies for scuttling those plans, the Journal
notes.

"The turnaround plan, which was already under way, focused on
solar [cells] but the government's recent policy announcements
mean this is no longer viable," the Journal quotes the company as
saying.


PUNCH TAVERNS A: Fitch Affirms 'BB+' Rating on GBP109.4MM SSHN
--------------------------------------------------------------
Fitch Ratings has affirmed Punch Taverns Finance Plc's (Punch A)
Super Senior Hedge Notes (SSHN), class A1(F), A2(F), A1(V), A2(V)
and class M3 notes:

  GBP109.4 mil. floating-rate SSHN due 2021: affirmed at 'BB+';
   Outlook Stable

  GBP202.5 mil. Class A1(F) fixed-rate notes due 2026: affirmed
   at 'BB'; Outlook Stable

  GBP137.4 mil. Class A2(F) fixed-rate notes due 2025: affirmed
   at 'BB'; Outlook Stable

  GBP67.5 mil. Class A1(V) fixed-rate notes due 2026: affirmed at
   'BB'; Outlook Stable

  GBP45.8 mil. Class A2(V) fixed-rate notes due 2025: affirmed at
   'BB'; Outlook Stable

  GBP300 mil. Class M3 floating-rate notes due 2027: affirmed at
   'B-'; Outlook Stable

The affirmation reflects that in the year to March 2015, total
EBITDA (excluding the impact of Punch Taverns plc support from
the previous year) declined by 6% to GBP123.2 million (slightly
ahead of the Fitch base case).  This was driven by a 7% reduction
in the number of pubs over the same period as primarily weaker
pubs continued to be sold.  EBITDA per pub grew by around 2% in
the year to March 2015 and by a CAGR of around 2% over the past
three years.  The key drivers of the per pub EBITDA growth were
increased capex (improving the average quality of the pubs), an
improving economic environment and sale of predominantly non-
core, lower EBITDA pubs, which mechanically improves the average
EBITDA. Data availability at Punch A level is limited, but the
reported like for like net income growth for the core estate over
the past two years at Punch Group plc level (2014, 2015: 1.3% and
0.3%, respectively) indicates that disposals are not the only
contributor to per pub EBITDA growth.

Gross EBITDA leverage for the SSHN, Class A and Class M notes has
reduced to 0.9x, 4.6x and 7.0x from 1.0x, 4.7x and 7.2x,
respectively, at the restructuring in October 2014.  This was
primarily due to GBP39.8 mil. of disposal proceeds generated
during the first two quarters of 2015, GBP13.9 mil. of which was
used to prepay the SSHN (which is ahead of Fitch's expectation of
GBP3.4 mil. at the time of restructuring).  The Stable Outlooks
reflect the expected continued stabilization in transaction
operating performance over the next two years.

The transaction is a securitization of tenanted pubs in the UK.
As of March 2015 the transaction consisted of 2,108 pubs (1,714
pubs in the core estate and 394 in the non-core estate).

KEY RATING DRIVERS

Industry Profile - Midrange

While the pub sector in the UK has a long history, trading
performance for some assets has shown significant weakness in the
past with the sector being considered in a structural decline for
the past three decades due to demographic shifts, greater health
awareness and the growing presence of competing offerings.
Exposure to discretionary spending is high and revenues are
therefore inherently linked to the broader economic cycle.
Competition is viewed as high including off-trade alternatives,
and barriers to entry are low, despite increasingly demanding
regulations.  Despite the on-going contraction, Fitch views the
eating- and drinking-out market as sustainable in the long term,
supported by the strong pub culture in the UK.

Sub-key rating drivers (KRD) Operating environment: Weaker;
Barriers to entry: Midrange; Sustainability: Midrange

Company Profile: Midrange

EBITDA per pub has stabilized over the past two years, mainly as
a result of extensive disposals of weakly performing non-core
pubs and increased investments in the core estate following years
of capex underspend.  The leased/tenanted business model makes it
more challenging for the Punch group to adapt to the growing
eating-out market in the UK as it has reduced control over
publicans' strategy and less cash to spend on capex due to
performance declines.  Furthermore, limited visibility with
respect to the tenants' profitability means that the
sustainability of the cash flows generated by tenanted pubs is
more difficult to estimate.  However, the continued disposals of
non-core pubs, combined with increased capex invested in the core
estate, are expected to result in an overall improved quality of
the estate in the foreseeable future.

Sub-KRDs: Financial performance: Weaker; Company operations:
Midrange; Transparency: Weaker; Dependence on operator: Midrange;
Asset quality: Weaker

Debt Structure - Midrange (SSHN, A1(F), A2(F), A1(V), A2(V)) and
Weaker (M3)

The Midrange assessment of the debt structure with respect to the
senior debt is a reflection of the partial repayment from cash
sweep (SSHN, A1(V), A2(V)) and scheduled amortization (A1(F) and
A2(F)), which contributes to some de-leveraging.  This therefore
somewhat mitigates risks around the ability to refinance debt (or
the reliance on core pub disposal proceeds, which is another way
to fund debt repayment) at or prior to legal maturity.  However,
the junior ranking class M3 notes are not expected to benefit
from any amortization prior to maturity.

There is some floating rate exposure due to the unhedged
floating-rate SSHN, which Fitch has taken into account in its
base case via interest rate stresses.  The security package is
standard for UK WBS transactions.  Operational and financial
covenants are satisfactory, although we note the exclusion of the
bullet repayments for the purpose of calculating the free cash
flow debt service coverage ratio (FCF DSCR) as well as the
possibility of preventing a covenant breach through the
availability of disposal proceeds, which are part of the FCF
definition.  However, Fitch views the inclusion of a leverage
covenant as mitigating this relative weakness.  In terms of cash
lockup provisions, only a group service payment of up to 2% of
EBITDA can be up-streamed (i.e. paid to outside the securitized
group) if a) no borrower event of default has occurred and b) the
net senior leverage is below the closing level, which is a credit
positive.  The liquidity facility is structured to cover 18
months of peak debt service. However, this represents effectively
only interest payments on the rated notes and scheduled
amortization with regard to the class A1(F) and A2(F) notes
(excluding final bullets).

Typically UK WBS allow debt tranches ranking below the most
senior notes to defer interest and scheduled principal payments
if available cash is insufficient to cover debt service.
However, the ratings of the A(F) notes and the A(V) are aligned,
given that a failure to pay interest (or final principal) on the
more junior ranking A(V) notes would result in an issuer event of
default due to the A(V) notes' non-deferability.  The most senior
ranking SSHN are rated one notch above the non-deferrable
subordinate ranking class A(F) and A(V) notes due to their
earlier maturity in 2021 and lower refinance risk compared with
the class A notes (as the SSHN mature in 2021 they are not
exposed to a potential inability of the class A notes to
refinance in 2025 and 2026).  However, a payment default under
the class A notes prior to the SSHN's full repayment would still
trigger an issuer event of default, affecting the then
outstanding SSHN (limiting the uplift to one notch).

Sub-KRDs: Debt profile: Midrange (SSHN, classes A1(F), A2(F),
A1(V), A2(V)) and Weaker (class M3); Security package: Stronger
(SSHN) and Midrange (classes A1(F), A2(F), A1(V), A2(V), M3);
Structural features: Midrange

Peer Analysis

Given the unusual debt profile with cash sweeps/traps as well as
the refinance risk that no other WBS deal faces (except Arqiva's
junior tranche), the leverage metrics and deleveraging profile
become more relevant for the ratings.  Punch's current leverage
looks quite low in comparison with peer transactions.  However,
there is a significant amount of uncertainty in relation to
deleveraging (given that, unlike for peers transactions, it
relies on disposal proceeds) in addition to significant
refinancing risk, which constrains the ratings.

RATING SENSITIVITIES

The ratings could change if the operating performance falls
materially above or below Fitch's base case.  Negative rating
action would be likely if disposal proceeds were insufficient to
reduce leverage via prepayments leading to a deterioration of
long-term leverage expectations.  Furthermore, the anticipation
of a failure to refinance maturing debt tranches would lead to
negative rating action.

TRANSACTION PERFORMANCE

The new post restructuring coverage covenants are EBITDA DSCR
rolling four quarters and FCF DSCR rolling four quarters.  They
were reported at 1.7x and 2.0x, respectively, as at March 2015
(FCF DSCR is higher than EBITDA due the covenanted inclusion of
disposal proceeds in the FCF DSCR calculation).  The projected
(synthetic -- due to lack of scheduled amortization) DSCR metrics
for the SSHN have improved significantly to 7.37x from 5.53x at
the restructuring in October 2014.  In addition, the projected
DSCR metrics have also improved for the class A and class M notes
to 2.16x and 0.90x from 1.62x and 0.81x.  This is primarily due
to greater repayment of the SSHN than was projected under Fitch's
base case at the restructuring (around GBP20m) in addition to a
positive revision in Fitch's base case assumption of FCF CAGR
(now around -1.5%).  This is justified by the slight
outperformance of the previous Fitch base case and the assumed
gradual improvement in estate quality due to disposals (as
evidenced by improving EBITDA per pub) in addition to peer
alignment.

While the FCF DSCR of the SSHN and the class A notes appear quite
high, the ratings are weighed down by Fitch's assessment of the
industry and company profile containing weaker assessments for a
number of sub-KRDs.

The ratings are also constrained by the limited projected
deleveraging and significant refinance risk.  Fitch does not
factor disposal proceeds in its base case projections, resulting
in base case gross debt to EBITDA multiples (not including swap
MtM) of 0.8x (SSHN), 2.5x (A1(F) and A2(F)), 3.5x (A1(V) and
A2(V)) and 6.2x (M3) in 2021 (the maturity of SSHN).  Hence, even
the senior ranking SSHN cannot be fully repaid out of excess cash
flow under the base case, and partly rely on being refinanced (or
on core pub disposal proceeds).  Further refinancing needs arise
when the class A notes reach maturity in 2025 and 2026.


PUNCH TAVERN B: Fitch Affirms 'B+' Ratings on 3 Note Classes
------------------------------------------------------------
Fitch Ratings has affirmed Punch Tavern Finance B Limited's
(Punch B) swap loan and senior debt (A3, A6 and A7 notes):

  GBP49 mil. floating-rate swap loan due 2019: affirmed at 'BB',
   Outlook Stable

  GBP146.9 mil. Class A3 fixed-rate notes due 2021: affirmed at
   'B+'; Outlook Stable

  GBP220 mil. Class A6 fixed-rate notes due 2022: affirmed at
   'B+'; Outlook Stable

  GBP149.1 mil. Class A7 fixed-rate notes due 2024: affirmed at
   'B+'; Outlook Stable

The affirmation reflects that Punch B's operating performance is
in line with Fitch's base case expectations.  The Stable Outlooks
reflect the expected continued stabilization in transaction
operating performance over the next two years.

In the year to March 2015 total EBITDA (excluding parent company
support and redemption profits) declined by -6.2% to GBP76.1
million compared to Fitch base case assumption of GBP74.6 million
EBITDA over the same period.  The decline in EBITDA was driven by
an 8.3% reduction in the number of pubs as primarily weaker pubs
continued to be sold.

Positively, increased capital investments (enhancing the average
quality of the pubs), the improving economic environment and the
sale of non-core pubs with lower EBITDA resulted in an increase
of EBITDA per pub by 3.0% in the year to March 2015 and by a
compound annual growth rate (CAGR) of 2.0% over the past three
years.  Data availability at Punch B level is limited, but,
reported like-for-like net income growth over the past two years
at Punch Group plc level (2014, 2015: 1.3% and 0.3% respectively)
indicates that the mechanical effect of disposals are not the
only contributor to per pub EBITDA growth.

The gross EBITDA leverage for the swap loan and the class A notes
reduced to 0.51x and 7.12x vs. 0.62x and 7.21x, respectively, at
the restructuring in October 2014, primarily due to GBP0.3
million of disposal proceeds being used to prepay the swap loan
and retained cash used to repurchase and cancel GBP8.6 million of
the class A7 notes.

The new post restructuring coverage covenants are EBITDA DSCR
rolling four quarters and free cash flow debt service coverage
ratio (FCF DSCR) rolling four quarters.  As of March 7, 2015,
they were reported at 2.0x and 1.5x, respectively.

KEY RATING DRIVERS

Industry Profile: Midrange

The pub sector in the UK has a long history, but trading
performance for some assets has shown significant weakness in the
past, with the sector being in a structural decline for the past
three decades due to demographics shifts, greater health
awareness and the presence of a larger variety of competing
offerings. Exposure to discretionary spending is high and
revenues are inherently linked to the broader economic cycle.
Competition is viewed as high, including off-trade alternatives,
and barriers to entry are low, despite increasingly more
demanding licensing laws and regulations.  Despite the on-going
contraction, Fitch views the eating- and drinking-out market as
sustainable in the long term, supported by the strong pub culture
in the UK.

Sub-key rating drivers (KRD): Operating environment: Weaker;
Barriers to entry: Midrange; Sustainability: Midrange

Company Profile: Midrange

The Punch securitizations have underperformed comparable pub
transactions during the past few years, partly due to weak
operational performance of its pubs and an over-leveraged capital
structure, requiring repeated financial support and covenant
waivers to avoid a borrower event of default prior to their
restructuring in October 2014.

EBITDA per pub has stabilized over the past two years mainly as a
result of extensive disposals of weakly performing non-core pubs
and increased investments in the core estate following years of
capex underspend.  The leased/tenanted business model makes it
more challenging for the Punch group to adapt the growing eating-
out market in the UK as it has reduced control over publicans'
strategy and less cash to spend on capex due to performance
decline.

Furthermore, limited visibility with respect to the tenants'
profitability means that the sustainability of the cash flows
generated by tenanted pubs is more difficult to estimate.  The
continued disposals of non-core pubs, combined with increased
capex in the core estate, should result in an overall improved
quality of the estate in the foreseeable future.

Sub-KRDs: Financial performance: Weaker; Company operations:
Midrange; Transparency: Weaker; Dependence on operator: Midrange;
Asset quality: Weaker

Debt Structure - Midrange (swap loan)/ Midrange (class A)
The swap loan benefits from a favorable repayment profile with a
combination of front-loaded scheduled amortization and a cash
sweep mechanism.  The assessment is however limited to Midrange
as Fitch views the probability of default of the swap loan and
the class A to be much closer aligned than in other tranched UK
whole business securitizations.  Unusually for UK whole business
securitizations, only the most junior class B3 notes can defer
interest payments.  Consequently, failure to pay interest and
scheduled amortization (or final principal) on the class A notes
would result in an issuer event of default due to the class A
notes' non-deferability.

The interest rate exposure of the floating-rate swap loan is
deemed immaterial given its small size and quick repayment.

The Weaker debt profile assessment for the class A notes reflects
the partially amortizing and the large bullet maturities in 2021,
2022 and 2024, which cannot be met out of excess cash flows in
Fitch's base case, requiring either a debt refinancing or
significant disposals of core pubs.

The security package remains largely unchanged for the rated debt
instruments.  Operational and financial covenants are
satisfactory, although Fitch notes the exclusion of the bullet
repayments for the purpose of calculating the FCF DSCR as well as
the possibility of preventing a covenant breach through the
availability of disposal proceeds as part of the FCF definition.
Fitch considers the inclusion of a leverage covenant mitigates
this relative weakness.  A reduced liquidity facility is
structured to cover 18 months of peak debt service.  However,
this is effectively only interest payments and scheduled
principal (excluding final bullets).

Sub-KRDs: Debt profile: Midrange (swap loan)/Weaker (class A);
Security package: Stronger; Structural features: Midrange

PEER ANALYSIS

Given the unusual debt profile with cash sweeps/traps as well as
the refinance risk that no other WBS deal faces (except Arqiva's
junior tranche), the leverage metrics and deleveraging profile
become more relevant for the ratings.  Punch's current leverage
looks quite low in comparison with peer transactions.  However,
there is a significant amount of uncertainty in relation to
deleveraging (given that, unlike for peers transactions, it
relies on disposal proceeds) in addition to significant
refinancing risk, which constrains the ratings.

RATING SENSITIVITIES

The ratings could change if the operating performance falls
materially above or below Fitch's base case.  Negative rating
action would be likely if disposal proceeds were insufficient to
reduce leverage via prepayments leading to a deterioration of
long-term leverage expectations.  Furthermore, the anticipation
of a failure to refinance maturing debt tranches would lead to
negative rating action.

TRANSACTION PERFORMANCE

The forecast FCF DSCR of the swap loan appears high with annual
coverage in Fitch's base case at above 6x in the four years to
the swap loan's repayment.  However, the more relevant metric to
reflect the close alignment of the probability of default of the
swap loan with that of the class A notes would be an average
coverage around 1.4x until 2020 in relation to the combined debt
service of the swap loan and class A notes.

Fitch forecasts FCF DSCRs (the smaller of the average and the
median) to be around 1.19x in relation to the class A notes
calculated over a hypothetical 25-year period.  Fitch's FCF DSCR
calculation is different to the calculation as per the bond
documentation.  As the class A notes are not expected to fully
amortize out of operating cash flow by their respective legal
maturities, Fitch calculated a synthetic debt service based on a
25-year annuity-debt profile.  At each interest payment date the
annuity is updated to reflect the then current debt outstanding
and the remaining years left (until year 25) to better compare
FCF DSCRs with that of typical fully amortizing pub
securitizations.

Fitch expects senior leverage to decline close to 6x prior to the
final maturity of the class A3 notes in 2021.  In practice,
leverage will depend on the availability of disposal proceeds
from the sale of non-core pubs, which are inherently uncertain
and have therefore not incorporated into the Fitch base case.  As
a result, in Fitch's base case the class A3, A6 and A7 notes
would require refinancing of approximately GBP60 mil., GBP190
million and GBP87 million at their respective bullet maturities
in 2021, 2022 and 2023.  Notably even considering disposals of
non-core pubs per management projections a refinancing or
repayment through proceeds from disposal of core pubs would still
be required.

SUMMARY OF CREDIT

Punch B is a whole business securitization of tenanted pubs
located across the UK owned by Punch Tavern Plc (the group).  As
of March 2015, the transaction consisted of 1,131 pubs in the
core estate and 353 pubs in the non-core estate.  Besides Punch B
the group's financing structure consists of a second
securitization, Punch Taverns A Ltd (Punch A).



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


* BOND PRICING: For the Week Oct. 5, 2015 to Oct. 9, 2015
---------------------------------------------------------

Issuer                    Coupon  Maturity Currency  Price
------                    ------  -------- --------  -----
Abengoa SA                 8.50  3/31/2016    EUR    60.23
Petrobras Global Fina      6.85   6/5/2115    USD    69.00
Grupo Isolux Corsan F      6.63  4/15/2021    EUR    48.70
Abengoa Finance SAU        7.00  4/15/2020    EUR    40.64
Petrobras Global Fina      4.38  5/20/2023    USD    71.05
Abengoa Finance SAU        8.88   2/5/2018    EUR    43.11
Abengoa Finance SAU        6.00  3/31/2021    EUR    40.26
Petrobras Global Fina      5.63  5/20/2043    USD    64.53
CSN Resources SA           6.50  7/21/2020    USD    57.00
Abengoa Greenfield SA      5.50  10/1/2019    EUR    37.98
Petrobras Global Fina      6.75  1/27/2041    USD    68.06
Russian Standard Bank     13.00  4/10/2020    USD    43.00
Petrobras Global Fina      7.25  3/17/2044    USD    70.70
Petrobras Global Fina      6.25 12/14/2026    GBP    71.96
Petrobras Global Fina      6.88  1/20/2040    USD    69.00
HSH Nordbank AG            0.82  2/14/2017    EUR    74.56
Banca delle Marche Sp      0.92   6/1/2017    EUR    20.33
CHC Helicopter SA          9.25 10/15/2020    USD    60.75
Abengoa Finance SAU        8.88  11/1/2017    USD    52.50
Vallourec SA               2.25  9/30/2024    EUR    69.58
Financiere Quick SAS       4.73  4/15/2019    EUR    72.63
CGG SA                     5.88  5/15/2020    EUR    71.86
NBG Finance PLC            4.38  4/30/2019    EUR    61.07
Avangardco Investment     10.00 10/29/2015    USD    39.00
Alpha Credit Group PL      3.38  6/17/2017    EUR    68.00
Paragon Offshore PLC       7.25  8/15/2024    USD    17.25
Russian Standard Bank      7.56  12/1/2016    USD    69.50
Ajecorp BV                 6.50  5/14/2022    USD    58.96
Casino Guichard Perra      2.16               EUR    68.93
Russian Standard Bank     11.50  1/17/2024    USD    25.01
Abengoa Finance SAU        7.75   2/1/2020    USD    60.00
Heta Asset Resolution      4.38  1/24/2017    EUR    65.50
Gol LuxCo SA               8.88  1/24/2022    USD    64.00
HSH Nordbank AG/Luxem      2.31               EUR    13.09
Andrade Gutierrez Int      4.00  4/30/2018    USD    63.75
Petrobras Global Fina      6.63  1/16/2034    GBP    69.62
Offshore Drilling Hol      8.38  9/20/2020    USD    74.50
QGOG Constellation SA      6.25  11/9/2019    USD    52.00
Intelsat Luxembourg S      7.75   6/1/2021    USD    72.00
OAS Investments GmbH       8.25 10/19/2019    USD     9.00
Comfeed Finance BV         6.00   5/2/2018    USD    66.45
Abengoa SA                 6.25  1/17/2019    EUR    44.12
Aegon NV                   1.26               EUR    69.19
Petrobras Global Fina      5.38  10/1/2029    GBP    65.10
Pacific Drilling SA        5.38   6/1/2020    USD    66.00
HSH Nordbank AG            0.78  2/14/2017    EUR    74.71
Paragon Offshore PLC       6.75  7/15/2022    USD    17.00
HSH Nordbank AG            7.25               USD    16.50
Immigon Portfolioabba     10.00               EUR     3.54
Banca delle Marche Sp      1.11  6/15/2016    EUR    21.50
Far East Capital Ltd       8.00   5/2/2018    USD    60.25
Indo Energy Finance B      7.00   5/7/2018    USD    78.25
Abengoa Finance SAU        8.88  11/1/2017    USD    41.50
Financiere Quick SAS       7.48 10/15/2019    EUR    59.00
Abengoa SA                 5.13   3/5/2017    USD    48.76
CIMPOR Financial Oper      5.75  7/17/2024    USD    75.00
ERB Hellas PLC             4.25  6/26/2018    EUR    42.13
Norske Skogindustrier      7.00  6/26/2017    EUR    67.17
Elli Investments Ltd      12.25  6/15/2020    GBP    43.00
Hema Bondco I BV           6.25  6/15/2019    EUR    60.22
Banco Espirito Santo       7.13 11/28/2023    EUR     3.34
Indo Energy Finance I      6.38  1/24/2023    USD    54.50
Privatbank CJSC Via U      9.41  1/15/2016    USD    74.60
CGG SA                     6.50   6/1/2021    USD    57.00
City of Kiev Ukraine       8.00  11/6/2015    USD    71.63
Novo Banco SA              3.50   1/2/2043    EUR    70.97
Nordea Bank AB             1.05               EUR    68.44
Brunswick Rail Financ      6.50  11/1/2017    USD    48.50
Algeco Scotsman Globa     10.75 10/15/2019    USD    57.75
Bank of New York Mell      4.47 12/15/2050    EUR    59.10
Alcatel-Lucent             4.25   7/1/2018    EUR     3.86
Metinvest BV               8.75  2/14/2018    USD    55.38
Tullow Oil PLC             6.25  4/15/2022    USD    71.50
IMMOFINANZ AG              4.25   3/8/2018    EUR     4.37
Takko Luxembourg 2 SC      9.88  4/15/2019    EUR    50.75
Tullow Oil PLC             6.00  11/1/2020    USD    73.88
AXA SA                     0.54               EUR    71.20
CGG SA                     1.75   1/1/2020    EUR     8.33
Abengoa Finance SAU        7.75   2/1/2020    USD    36.50
EnQuest PLC                5.50  2/15/2022    GBP    63.38
Yuksel Insaat AS           9.50 11/10/2015    USD    55.25
Banque Federative du       1.40               EUR    61.52
Heta Asset Resolution      4.25 10/31/2016    EUR    65.50
DTEK Finance PLC           7.88   4/4/2018    USD    43.03
Peugeot SA                 4.45   1/1/2016    EUR    26.75
City of Kyiv Via Kyiv      9.38  7/11/2016    USD    72.01
Mriya Agro Holding PL      9.45  4/19/2018    USD    16.41
UKRLANDFARMING PLC        10.88  3/26/2018    USD    45.38
Orpea                      1.75   1/1/2020    EUR    72.21
World Wide Supply AS       7.75  5/26/2017    USD    38.00
Bank of New York Mell      4.23 12/30/2099    EUR    21.05
AXA SA                     1.24               EUR    74.94
Etablissements Maurel      1.63   7/1/2019    EUR    13.40
Heta Asset Resolution      2.75   8/9/2016    CHF    64.50
CNP Assurances             1.18               EUR    60.63
Bluewater Holding BV      10.00 12/10/2019    USD    69.17
OGX Austria GmbH           8.50   6/1/2018    USD     0.01
ING Groep NV               1.57               EUR    69.29
First Ukrainian Inter     11.00 12/31/2018    USD    63.41
Metinvest BV              10.25  1/31/2016    USD    68.00
Abengoa Greenfield SA      6.50  10/1/2019    USD    41.83
CGG SA                     6.88  1/15/2022    USD    57.75
WPE International Coo     10.38  9/30/2020    USD     9.25
Virgolino de Oliveira     10.50  1/28/2018    USD     1.63
Phosphorus Holdco PLC     10.00   4/1/2019    GBP     0.84
SOITEC                     6.75  9/18/2018    EUR     1.45
Neopost SA                 3.38               EUR    52.08
Afren PLC                  6.63  12/9/2020    USD     5.00
Transcapitalbank JSC      10.00  9/18/2020    USD    78.25
ING Groep NV               1.17               EUR    67.92
CHC Helicopter SA          9.38   6/1/2021    USD    45.00
Abengoa SA                 5.13   3/5/2017    USD    64.25
Hema Bondco II BV          8.50 12/15/2019    EUR    28.86
EnQuest PLC                7.00  4/15/2022    USD    63.00
Fred Olsen Energy ASA      4.16  2/28/2019    NOK    66.25
HSBC Bank PLC              0.75               USD    59.50
Ferrexpo Finance PLC      10.38   4/7/2019    USD    66.83
Asya Sukuk Co Ltd          7.50  3/28/2023    USD    73.95
Financing of Infrastr      9.00  12/7/2017    USD    75.00
Intelsat Luxembourg S      8.13   6/1/2023    USD    70.44
Ukreximbank Via Biz F      7.51   2/9/2023    USD    72.43
Dolphin Group AS           8.65   3/5/2019    NOK    25.13
Afren PLC                 11.50   2/1/2016    USD     4.75
Abengoa Greenfield SA      6.50  10/1/2019    USD    44.75
TiZir Ltd                  9.00  9/28/2017    USD    70.13
Etablissements Maurel      2.75   7/1/2021    EUR     8.20
Faurecia                   3.25   1/1/2018    EUR    31.84
Farstad Shipping ASA       4.55  5/29/2018    NOK    54.00
Santander Finance Pre      0.62               EUR    66.18
Far East Capital Ltd       8.75   5/2/2020    USD    59.95
OSX 3 Leasing BV          13.00  3/20/2015    USD    48.50
CaixaBank SA               4.50 11/22/2016    EUR    62.96
Espirito Santo Financ      6.88 10/21/2019    EUR     0.02
Commercial Bank Priva      5.80   2/9/2016    USD    59.13
Codere Finance Luxemb      8.25  6/15/2015    EUR    72.38
Golden Energy Offshor      8.41  5/28/2017    NOK    36.50
Santander Internation      2.00               USD    44.75
Aralco Finance SA         10.13   5/7/2020    USD     1.20
Piraeus Group Finance      1.83  7/20/2016    EUR     6.25
BPCE SA                    1.07               EUR    59.90
Banque Federative du       0.83               EUR    61.79
DTEK Finance PLC          10.38  3/28/2018    USD    44.01
Singulus Technologies      7.75  3/23/2017    EUR    24.50
Afren PLC                 10.25   4/8/2019    USD     5.00
KCA Deutag UK Finance      7.25  5/15/2021    USD    74.50
Alcatel-Lucent             0.13  1/30/2020    EUR     4.27
Dolphin Group AS           8.97  2/14/2018    NOK    31.50
DOF Subsea AS              6.26  5/22/2018    NOK    73.80
Eurobank Ergasias SA       1.57   6/8/2017    EUR     5.00
Rothschilds Continuat      1.29               EUR    59.42
Air France-KLM             2.03  2/15/2023    EUR    10.44
Solstad Offshore ASA       4.82  6/24/2019    NOK    62.38
Caixa Terrassa Societ      1.18               EUR    62.99
Danske Bank Oyj            0.73               EUR    63.52
Candyking Holding AB       5.00  1/29/2018    SEK    62.13
HSBC Bank PLC              0.75               USD    60.23
Pescanova SA               5.13  4/20/2017    EUR     2.86
CGG SA                     1.25   1/1/2019    EUR    25.74
Region of Abruzzo Ita      0.44  11/7/2036    EUR    66.31
Econocom Group SA/NV       1.50  1/15/2019    EUR    11.41
DOF ASA                    5.99   2/7/2018    NOK    59.18
Atlantic Offshore AS       8.69  5/16/2018    NOK    56.65
Talvivaara Mining Co       4.00 12/16/2015    EUR     0.76
NTRP Via Interpipe Lt     10.25   8/2/2017    USD    25.13
Lambay Capital Securi      6.25               GBP     1.24
HSBC Bank PLC              0.60               USD    59.50
E Forland AS               7.89   9/4/2018    NOK    65.13
Finance and Credit Ba      9.25  1/25/2019    USD    10.00
Olympic Ship AS            6.18  6/18/2019    NOK    48.83
OGX Austria GmbH           8.38   4/1/2022    USD     0.01
Norske Skog Holding A      8.00  2/24/2021    EUR    46.34
DOF ASA                    8.17  9/12/2019    NOK    58.00
Laurel GmbH                7.13 11/16/2017    EUR    21.75
Tonon Luxembourg SA       10.50  5/14/2024    USD    52.50
Global PVQ SE              6.75 10/21/2015    EUR     0.54
BLT Finance BV             7.50  5/15/2014    USD     5.00
Rothschilds Continuat      0.69               USD    52.15
Assystem                   4.50               EUR    27.49
Veneto Banca SpA           6.41               EUR
Island Drilling Co AS      9.50   4/3/2018    USD    43.13
BOA Offshore AS            7.93 12/18/2018    NOK    53.63
Tullow Oil PLC             6.25  4/15/2022    USD    73.50
Novo Banco SA              3.50  2/19/2043    EUR    70.71
Heta Asset Resolution      0.03  5/31/2016    EUR    64.83
Mobylife Holding A/S       7.25  5/23/2018    SEK    72.75
Credit Agricole SA         0.71               EUR    64.16
Metinvest BV              10.50 11/28/2017    USD    57.43
Tullow Oil PLC             6.00  11/1/2020    USD    73.50
Norwegian Energy Co A      6.50   3/6/2018    NOK    66.38
Renaissance Credit LL     13.50  5/22/2019    USD    70.25
Noreco Norway AS           6.50   3/6/2018    NOK    65.50
Hema Bondco I BV           5.21  6/15/2019    EUR    58.70
Financing of Infrastr      8.38  11/3/2017    USD    75.00
Scandinavian Airlines      2.38               CHF    30.38
Novo Banco SA              3.50  1/23/2043    EUR    70.82
Ferrexpo Finance PLC      10.38   4/7/2019    USD    67.49
DOF ASA                    8.49   2/7/2017    NOK    72.75
Island Offshore Shiph      6.54   4/5/2016    NOK    69.00
Praktiker AG               5.88  2/10/2016    EUR     0.17
Aegon NV                   1.51               NLG    56.75
Farstad Shipping ASA       5.42  2/15/2017    NOK    70.25
Banco Espirito Santo       2.64               EUR     8.00
Abengoa Finance SAU        6.00  3/31/2021    EUR    37.88
Banca delle Marche Sp      1.06 12/22/2015    EUR    22.00
Immigon Portfolioabba      8.98  7/26/2018    EUR    67.50
NIBC Bank NV               2.13               USD    69.00
Nexans SA                  4.00   1/1/2016    EUR    54.90
Bank Nadra via NDR Fi      8.25  7/31/2018    USD     7.00
Privatbank CJSC Via U     10.88  2/28/2018    USD    64.00
Popular Capital SA         1.34               EUR    60.00
ESFIL-Espirito Santo       5.25  6/12/2015    EUR     0.64
Ageasfinlux SA             1.33               EUR    63.54
Banco Espanol de Cred      0.61               EUR    66.24
Espirito Santo Financ      3.13  12/2/2018    EUR     0.69
Capital Raising GmbH       7.50               EUR    10.97
Rem Offshore ASA           6.56  9/25/2019    NOK    49.80
Virgolino de Oliveira     11.75   2/9/2022    USD     1.02
Union Fenosa Preferen      1.64               EUR    70.25
friedola Gebr Holzapf      7.25  4/11/2017    EUR    23.38
ATF Capital BV            10.00               USD    66.00
Olympic Ship AS            7.22  9/21/2017    NOK    65.00
Banca delle Marche Sp      0.79  9/24/2015    EUR    22.63
Minicentrales Dos SA       6.45  4/14/2028    EUR    61.38
Pierre & Vacances SA       3.50  10/1/2019    EUR    37.26
Eidesvik Offshore ASA      5.69  5/22/2018    NOK    68.17
Petrol AD                  8.38  1/26/2017    EUR    14.50
Vseukrainsky Aktsiner     10.90  6/14/2019    USD     1.89
Electromagnetic Geose      7.29  6/27/2016    NOK    62.78
Pescanova SA               8.75  2/17/2019    EUR     3.31
Norske Skog Holding A      8.00  2/24/2023    USD    43.75
Paragon Offshore PLC       7.25  8/15/2024    USD    20.00
Le Noble Age               4.88   1/3/2016    EUR    21.04
Havila Shipping ASA        9.65  8/30/2016    NOK    73.88
Corporate Commercial       8.25   8/8/2014    USD     1.62
Abengoa Finance SAU        7.00  4/15/2020    EUR    41.34
CIMPOR Financial Oper      5.75  7/17/2024    USD    74.50
Nexity SA                  0.63   1/1/2020    EUR    49.37
Caisse Federale du Cr      1.17               EUR    63.17
DNB Bank ASA               0.69               USD    62.28
Financing of Infrastr      7.40  4/20/2018    USD    74.50
Novo Banco SA              3.50  3/18/2043    EUR    70.71
Dexia SA                   4.89               EUR    15.25
Phones4u Finance PLC       9.50   4/1/2018    GBP    37.13
Eniro AB                   6.00  4/14/2020    SEK    55.10
Barclays Bank PLC          0.75               USD    50.00
Paragon Offshore PLC       6.75  7/15/2022    USD    22.60
Hellenic Republic Gov      5.20  7/17/2034    EUR    71.50
EnQuest PLC                7.00  4/15/2022    USD    62.88
Credit Mutuel Arkea S      1.33               EUR    62.38
Grupo Isolux Corsan F      6.63  4/15/2021    EUR    49.00
Lloyds Bank PLC            0.50               USD    61.88
CSN Resources SA           6.50  7/21/2020    USD    60.02
Gol LuxCo SA               8.88  1/24/2022    USD    65.50
Codere Finance Luxemb      9.25  2/15/2019    USD    71.38
Touax SA                   6.00  7/10/2020    EUR    19.10
International Industr      9.00   7/6/2011    EUR     0.50
Ekotechnika GmbH           9.75  5/10/2018    EUR    10.00
JZ Capital Partners L      6.00  7/30/2021    GBP    10.70
Alpha Credit Group PL      1.68   2/1/2017    EUR    10.25
Abengoa Greenfield SA      5.50  10/1/2019    EUR    38.94
Gunther Zamek Produkt      7.75  5/15/2017    EUR     1.70
Mriya Agro Holding PL     10.95  3/30/2016    USD    15.75
NIBC Bank NV               0.67               EUR    58.58
SNS Bank NV                6.25 10/26/2020    EUR     2.48
Cirio Holding Luxembo      6.25  2/16/2004    EUR     1.95
Pohjola Bank Oyj           0.64               EUR    69.17
Hellenic Republic Gov      6.14  4/14/2028    EUR    73.38
Rem Offshore ASA           6.92  3/14/2018    NOK    60.00
Abengoa Finance SAU        8.88   2/5/2018    EUR    43.75
Pacific Drilling SA        5.38   6/1/2020    USD    70.00
Russian Standard Bank     13.00  4/10/2020    USD    30.13
Den Norske Creditbank      0.71               USD    62.23
Barclays Bank PLC          1.56               GBP    71.31
Cooperatieve Centrale      0.50 11/26/2021    ZAR    56.80
Dannemora Mineral AB      11.75  3/22/2016    USD     0.67
Lehman Brothers UK Ca      5.13               EUR     0.05
RENE LEZARD Mode GmbH      7.25 11/25/2017    EUR    18.00
Barclays Bank PLC          1.44  3/28/2033    USD    65.19
Barclays Bank PLC          0.69               USD    50.00
IKB Deutsche Industri      5.63  3/31/2017    EUR    22.00
Sazka AS                   9.00  7/12/2021    EUR     3.65
Ideal Standard Intern     11.75   5/1/2018    EUR    26.50
Air Berlin Finance BV      1.50  4/11/2027    EUR    55.00
Barclays Bank PLC          2.75  3/21/2033    USD    65.25
Volstad Shipping AS        7.15  5/30/2018    NOK    66.11
Heta Asset Resolution      0.07  5/31/2016    EUR    65.02
Orient Express Bank O     12.00  5/29/2019    USD    74.38
Societe Air France SA      2.75   4/1/2020    EUR    20.41
Kaupthing Bank Hf          9.00               USD     0.13
Hellas Telecommunicat      8.50 10/15/2013    EUR     0.00
APP International Fin     11.75  10/1/2005    USD     4.00
BDT Media Automation       8.13  10/9/2017    EUR    63.88
Hybrid Raising GmbH        6.63               EUR    11.13
Espirito Santo Financ      9.75 12/19/2025    EUR     1.32
Virgolino de Oliveira     10.88  1/13/2020    USD    19.88
National Westminster       0.63               USD    61.92
Nordea Bank Norge ASA      0.56               USD    62.83
Jyske Bank A/S             1.13               EUR    63.17
Barclays Bank PLC          6.22  1/27/2031    USD    70.00
Takko Luxembourg 2 SC      6.98  4/15/2019    EUR    49.67
Lloyds Bank PLC            1.45  4/26/2033    USD    65.00
Dexia Credit Local SA      4.30               EUR    10.00
Songa Offshore             7.50 12/11/2018    NOK    73.50
Ajecorp BV                 6.50  5/14/2022    USD    60.00
SNS Bank NV               11.25               EUR     0.53
Golden Gate AG             6.50 10/11/2014    EUR    43.00
Heta Asset Resolution      0.74  1/24/2017    EUR    17.83
Alpine Holding GmbH        6.00  5/22/2017    EUR     0.00
Windreich GmbH             6.50  7/15/2016    EUR    10.88
Koninklijke Luchtvaar      0.75               CHF    35.05
Mechel                    15.00  8/25/2020    RUB    70.50
Codere Finance Luxemb      9.25  2/15/2019    USD    70.00
Abengoa SA                 6.25  1/17/2019    EUR    44.75
Lloyds Bank PLC            0.69               USD    61.97
Offshore Drilling Hol      8.38  9/20/2020    USD    74.00
QGOG Constellation SA      6.25  11/9/2019    USD    54.75
Royal Bank of Scotlan      0.69               USD    59.75
Heta Asset Resolution      4.35  11/3/2016    EUR    17.88
PA Resources AB           13.50   3/3/2016    SEK     5.13
Lloyds Bank PLC            2.01  2/22/2033    USD    66.55
Barclays Bank PLC          1.95  5/31/2033    USD    65.25
Algeco Scotsman Globa     10.75 10/15/2019    USD    57.75
Travel24.com AG            7.50  9/17/2017    EUR    42.10
Alpha Credit Group PL      0.47  2/21/2021    EUR    70.88
Lloyds Bank PLC            0.63               USD    61.91
Dexia Kommunalbank De      5.63 12/31/2017    EUR    15.00
Andrade Gutierrez Int      4.00  4/30/2018    USD    78.13
Espirito Santo Financ      5.13  5/30/2016    EUR     1.00
Astana Finance BV          7.88   6/8/2010    EUR    16.00
Sidetur Finance BV        10.00  4/20/2016    USD     9.63
EDOB Abwicklungs AG        7.50   4/1/2012    EUR     0.30
GNB - Cia de Seguros       3.46               EUR    64.95
Banco Espirito Santo       0.13               EUR    14.00
Afren PLC                  6.63  12/9/2020    USD     5.00
Cirio Finanziaria SpA      8.00 12/21/2005    EUR     1.27
National Westminster       0.81               USD    61.39
Sydbank A/S                1.14               EUR    63.95
Jyske Bank A/S             1.38               EUR    63.25
Den Norske Creditbank      0.63               USD    62.23
Ibercaja Banco SA          1.11               EUR    28.13
Norske Skogindustrier      7.13 10/15/2033    USD    40.00
Banco Espirito Santo       2.81               EUR    14.75
OGX Austria GmbH           8.50   6/1/2018    USD     0.01
Saphir Finance PLC         6.85               GBP     1.38
Rena GmbH                  8.25  7/11/2018    EUR     8.63
Global PVQ Netherland      1.38  4/30/2012    EUR    27.25
Commerzbank Holdings       0.81               USD    63.30
OGX Austria GmbH           8.38   4/1/2022    USD     0.04
IT Holding Finance SA      9.88 11/15/2012    EUR     0.22
KCA Deutag UK Finance      7.25  5/15/2021    USD    72.25
Standard Chartered PL      0.56               USD    60.25
Agroton Public Ltd         6.00  7/14/2019    USD    21.88
Cirio Del Monte NV         7.75  3/14/2005    EUR     1.77
Teksid Aluminum Luxem     11.38  7/15/2011    EUR     0.12
CGG SA                     5.88  5/15/2020    EUR    71.17
Standard Chartered PL      0.59               USD    59.00
Virgolino de Oliveira     10.50  1/28/2018    USD     1.41
Alpha Credit Group PL      6.00  5/20/2017    EUR    70.88
Norske Skog Holding A      8.00  2/24/2023    USD    43.50
Talvivaara Mining Co       9.75   4/4/2017    EUR     0.09
State of Carinthia         0.74  7/20/2017    CHF     0.20
Bank of Scotland PLC       0.63               USD    62.00
International Industr     11.00  2/19/2013    USD     0.43
Sairgroup Finance BV       4.38   6/8/2006    EUR    16.35
City of Kyiv Via Kyiv      9.38  7/11/2016    USD    72.00
Standard Chartered PL      0.69               GBP    59.00
BNP Paribas SA             0.48               USD    60.36
SiC Processing GmbH        7.13   3/1/2016    EUR     1.85
Glitnir HF                 6.69  6/15/2016    USD     0.02
Hypo Tirol Bank AG         0.41  7/23/2026    EUR    61.38
UniCredit Bank Austri      0.49 12/31/2031    EUR    65.38
Afren PLC                 11.50   2/1/2016    USD     2.60
Lehman Brothers Treas      6.00  11/2/2035    EUR    16.25
Societe Alsacienne et      1.63   1/1/2022    EUR    59.60
Mechel                    15.00  8/25/2020    RUB    71.00
Pescanova SA               6.75   3/5/2015    EUR     2.96
LBI HF                     6.10  8/25/2011    USD    11.46
Popular Capital SA         7.00 11/25/2015    EUR    22.84
Belfius Bank SA/NV         1.93               FRF    69.00
Heta Asset Resolution      5.92  2/22/2022    EUR    17.75
Abanka Vipa DD Via Af      1.88               EUR     0.32
Barclays Bank PLC          1.68  4/19/2033    USD    65.82
Minicentrales Dos SA       4.81 11/29/2034    EUR    70.25
Indo Energy Finance I      6.38  1/24/2023    USD    51.00
Strenesse AG               9.00  3/15/2017    EUR    53.50
Petromena ASA              9.75  5/24/2016    NOK     0.59
Comfeed Finance BV         6.00   5/2/2018    USD    67.00
Mechel                     8.40  5/27/2021    RUB    56.21
BNP Paribas SA             2.24  4/30/2033    USD    63.00
Brunswick Rail Financ      6.50  11/1/2017    USD    46.63
CGG SA                     6.88  1/15/2022    USD    57.50
TGC-2 OJSC                12.00 10/10/2018    RUB    71.80
Banco Pastor SA            2.37               EUR    63.25
Afren PLC                 10.25   4/8/2019    USD     3.40
KPNQwest NV               10.00  3/15/2012    EUR     0.50
Northland Resources A      4.00 10/15/2020    USD     0.00
LBI HF                     6.25               EUR     0.00
Kaupthing Bank Hf          7.13  5/19/2016    USD     0.00
More & More AG             8.13  6/11/2018    EUR    33.25
Aralco Finance SA         10.13   5/7/2020    USD     1.19
Indo Energy Finance B      7.00   5/7/2018    USD    56.63
PA Resources AB           12.25   4/5/2016    NOK     4.99
Lloyds Bank PLC            5.72 11/27/2033    USD    74.00
Danske Bank Oyj            1.56               EUR    73.13
Mox Telecom AG             7.25  11/2/2017    EUR     2.54
Ferrexpo Finance PLC      10.38   4/7/2019    USD    70.49
Hellenic Bank PCL         10.00               EUR    48.63
Depfa Funding III LP       1.35               EUR    57.75
Norske Skog Holding A      8.00  2/24/2021    EUR    46.25
Far East Capital Ltd       8.00   5/2/2018    USD    59.25
Breeze Finance SA          6.71  4/19/2027    EUR    44.00
Mifa Mitteldeutsche F      7.50  8/12/2018    EUR     3.42
Tonon Luxembourg SA       10.50  5/14/2024    USD    52.00
Elli Investments Ltd      12.25  6/15/2020    GBP    43.00
Metinvest BV              10.25  1/31/2016    USD    72.00
Alpine Holding GmbH        5.25   7/1/2015    EUR     0.00
Piraeus Group Finance      2.23 10/27/2034    EUR     6.25
Codere Finance Luxemb      8.25  6/15/2015    EUR    72.00
Dexia Kommunalbank De      4.88 12/31/2016    EUR    23.00
Solarworld AG              6.13  1/21/2017    EUR    31.13
Societe Generale SA        1.03               EUR    65.72
ADLER Real Estate AG       6.00  6/30/2017    EUR    12.50
Kaupthing Bank Hf          7.63  2/28/2015    USD    19.63
NNK-Aktiv AO               8.85   6/4/2021    RUB    70.00
National Westminster       0.75               USD    61.27
Hellenic Republic Gov      2.09  7/25/2057    EUR    30.50
Kommunekredit              0.50 10/22/2019    BRL    60.29
Metinvest BV              10.50 11/28/2017    USD    60.50
IM Skaugen SE              9.42  6/30/2016    NOK    50.00
Alpine Holding GmbH        5.25  6/10/2016    EUR     0.00
Lehman Brothers Treas      6.00  2/15/2035    EUR    22.25
Lehman Brothers UK Ca      5.75               EUR     0.00
Kaupthing Bank Hf          5.75  10/4/2011    USD    19.63
KA Finanz AG               5.43  2/13/2024    EUR    60.00
Karlie Group GmbH          6.75  6/25/2018    EUR    50.05
Ferrexpo Finance PLC      10.38   4/7/2019    USD    68.00
Barclays Bank PLC          0.69               USD    50.00
Financiere Quick SAS       7.48 10/15/2019    EUR    58.77
Northland Resources A      4.00 10/15/2020    NOK     0.00
Barclays Bank PLC          0.38 12/28/2040    EUR    66.27
Global PVQ Netherland      5.75  5/26/2014    EUR    27.00
Depfa Funding II LP        6.50               EUR    56.88
Cirio Finance Luxembo      7.50  11/3/2002    EUR     8.00
Northland Resources A     15.00  7/15/2019    USD     1.21
Lenta LLC                 12.40  7/24/2025    RUB    60.05
DTEK Finance PLC           7.88   4/4/2018    USD    39.00
Rena GmbH                  7.00 12/15/2015    EUR     8.63
CHC Helicopter SA          9.25 10/15/2020    USD    88.00
Financiere Quick SAS       4.73  4/15/2019    EUR    72.73
Hema Bondco I BV           6.25  6/15/2019    EUR    60.32
Ukreximbank Via Biz F      7.51   2/9/2023    USD    72.38
Standard Chartered PL      0.69               USD    60.00
Norske Skogindustrier      7.13 10/15/2033    USD    40.00
IKB Deutsche Industri      4.70  3/31/2017    EUR    22.00
Banco Pinto & Sotto M      0.95               EUR    31.00
EXER D GmbH                5.70   2/1/2016    EUR    49.00
Heta Asset Resolution      1.91  9/29/2016    JPY    64.50
Heta Asset Resolution      0.54 11/29/2032    EUR    17.75
Frey                       6.00 11/15/2022    EUR    22.50
getgoods.de AG             7.75  10/2/2017    EUR     5.38
Artea                      6.00   8/4/2019    EUR    13.95
Del Monte Finance Lux      6.63  5/24/2006    EUR     8.09
Depfa Funding IV LP        5.03               EUR    56.75
Cooperatieve Centrale      0.50 10/29/2027    MXN    43.00
Barclays Bank PLC          3.58  6/17/2033    USD    66.00
Cyprus Popular Bank P      1.72  5/26/2016    EUR     1.68
Jasper Explorer PLC       13.50  5/27/2016    USD     5.00
Alpha Credit Group PL      1.62   3/8/2017    EUR    11.00
Bank Nederlandse Geme      0.50   8/9/2022    MXN    68.88
Standard Chartered PL      0.65               USD    59.71
Kaupthing Bank Hf          5.75  10/4/2011    USD    19.63
Deutsche Morgan Grenf      0.81               USD    59.92
Nationwide Building S      1.09               GBP    70.00
MS Deutschland Beteil      6.88 12/18/2017    EUR    15.30
LBI HF                     6.10  8/25/2011    USD    11.25
Global PVQ Netherland      1.38  4/30/2012    EUR    27.50
TradeDoubler AB            6.75 12/20/2018    SEK    74.25
A-TEC Industries AG        8.75 10/27/2014    EUR     2.00
SV Patrimonia              4.00  4/19/2016    EUR    51.00
UKRLANDFARMING PLC        10.88  3/26/2018    USD    45.00
Kezizalog Zrt              7.75  10/1/2018    EUR     0.71
Far East Capital Ltd       8.75   5/2/2020    USD    58.00
Societe Generale SA        0.50               USD    61.78
Solarworld AG              6.38  7/13/2016    EUR    31.13
SAG Solarstrom AG          6.25 12/14/2015    EUR    45.00
Glitnir HF                 6.00   3/5/2012    GBP    27.13
Heta Asset Resolution      5.73 12/10/2021    EUR    17.75
Kaupthing Bank Hf          5.25  7/18/2017    BGN    19.63
Svensk Exportkredit A      0.50  4/24/2029    AUD    56.23
Ashinskiy metallurgic     17.30  6/17/2024    RUB    60.02
Astana Finance BV          9.00 11/16/2011    USD    16.00
Immigon Portfolioabba      0.71  6/18/2018    EUR    67.75
Heta Asset Resolution      7.50  5/27/2024    ATS    17.75
OAS Investments GmbH       8.25 10/19/2019    USD     8.88
Commerzbank AG             5.00  9/27/2019    EUR    34.50
Immigon Portfolioabba      3.55  4/12/2022    EUR    74.70
Deutsche Bank AG/Lond      0.50  10/5/2021    IDR    48.06
Deutsche Bank AG/Lond      2.52  3/15/2033    USD    70.00
Far Eastern Shipping      19.00  2/27/2018    RUB    65.00
DF Deutsche Forfait A      7.88  5/27/2020    EUR    10.00
Societe Generale SA        7.72               EUR    72.25
Lehman Brothers Treas      2.88  3/14/2013    CHF    16.25
Lehman Brothers Treas      5.00  3/18/2015    EUR    22.25
Mechel                     8.40  5/27/2021    RUB    56.02
Santander Finance Cap      2.00               EUR    36.63
Club Mediterranee SA       6.11  11/1/2015    EUR    16.04
DEIKON GmbH                1.00 11/16/2016    EUR    38.76
Svensk Exportkredit A      0.50  3/19/2018    IDR    74.18
Seabird Exploration P      6.00 12/18/2015    USD    27.00
Banco Espirito Santo      10.00  12/6/2021    EUR     3.34
Czerwona Torebka SA        6.66  4/15/2016    PLN    72.00
KPNQwest NV                7.13   6/1/2009    EUR     0.50
Espirito Santo Financ      5.05 11/15/2025    EUR     1.64
Sairgroup Finance BV       6.63  10/6/2010    EUR    16.84
Heta Asset Resolution      0.42 12/18/2030    EUR    18.50
IM Skaugen SE             10.26  4/11/2017    NOK    49.63
Hema Bondco I BV           5.21  6/15/2019    EUR    58.84
CARPEVIGO AG               8.25  6/30/2016    EUR    30.00
Lehman Brothers Treas      7.00  5/17/2035    EUR    22.25
Governo Portugues Con      3.00               EUR    73.00
Cooperatieve Centrale      0.50 11/30/2027    MXN    43.96
Assystem                   4.00   1/1/2017    EUR    22.80
LBI HF                     7.43               USD     0.00
CHC Helicopter SA          9.25 10/15/2020    USD    60.75
Russian Railways JSC      11.75   5/3/2030    RUB    60.09
Virgolino de Oliveira     11.75   2/9/2022    USD     1.02
Equity Release Fundin      1.98  4/26/2038    GBP    72.50
TAG Immobilien AG          6.50 12/10/2015    EUR    10.83
Banco Espirito Santo       1.52  5/27/2018    EUR     3.34
KPNQwest NV                8.88   2/1/2008    EUR     0.50
SU-155 KAPITAL OOO        13.25  2/23/2016    RUB    25.01
Takko Luxembourg 2 SC      9.88  4/15/2019    EUR    51.69
Lehman Brothers Treas      7.25  10/5/2035    EUR    22.25
WPE International Coo     10.38  9/30/2020    USD     8.38
Deutsche Bank AG/Lond      0.50   3/9/2018    BRL
Bulgaria Steel Financ     12.00   5/4/2013    EUR     0.03
SNS Bank NV                6.63  5/14/2018    EUR     2.48
Hema Bondco II BV          8.50 12/15/2019    EUR    29.50
Kerdos Group SA            8.00 12/15/2017    PLN    70.00
OL Groupe SA               7.00 12/28/2015    EUR     7.39
Comune di Verona           0.18  12/1/2026    EUR    64.06
Alfa-Bank SC              11.65  8/30/2029    RUB    61.01
Rena Lange Holding Gm      8.00 12/12/2017    EUR     1.00
Kaupthing Bank Hf          6.13  10/4/2016    USD    19.63
SAir Group                 0.13   7/7/2005    CHF    11.38
Bremer Landesbank Kre      0.47   4/5/2041    EUR    73.40
Landesbank Hessen-Thu      0.39   5/3/2041    EUR    71.90
KA Finanz AG               4.90  6/23/2031    EUR    65.00
Lehman Brothers Treas      8.25  3/16/2035    EUR    22.25
BLT Finance BV            12.00  2/10/2015    USD    10.50
Finmek International       7.00  12/3/2004    EUR     0.13
Solen AG                   7.50   4/8/2016    EUR     2.00
Centrosolar Group AG       7.00  2/15/2016    EUR     2.42
Volkswagen Bank Rus O     11.30 10/19/2019    RUB    60.02
Phosphorus Holdco PLC     10.00   4/1/2019    GBP     0.84
Russian Federal Bond       7.05  1/19/2028    RUB    74.30
International Finance      0.50  6/29/2027    ZAR    29.16
Freshwater Finance PL      6.06 10/17/2036    GBP    62.38
Region of Piemont Ita      0.21 11/27/2036    EUR    62.27
LBI HF                     4.65               EUR     0.00
SG Option Europe SA        7.00   5/5/2017    EUR    64.62
DekaBank Deutsche Gir      2.67  11/7/2016    EUR    67.61
Sonae SGPS SA              1.65   6/9/2022    EUR    73.01
Banca delle Marche Sp      8.00  6/30/2018    EUR    22.63
Kaupthing Bank Hf          7.50   2/1/2045    USD     0.00
Heta Asset Resolution      0.27  9/11/2017    EUR    17.25
LBI HF                     2.25  2/14/2011    CHF     8.50
City of Birmingham En      3.50               GBP    63.06
Heta Asset Resolution      4.63   3/4/2018    EUR    64.50
Cooperatieve Centrale      0.50  1/31/2033    MXN    29.57
Mechel                     8.40   6/1/2021    RUB    56.12
Heta Asset Resolution      4.88  9/18/2017    EUR    17.25
Metinvest BV               8.75  2/14/2018    USD    55.13
UniCredit Bank Austri      0.47 12/27/2031    EUR    63.63
Heta Asset Resolution      4.25  5/31/2016    EUR    64.25
Hamburgische Landesba      0.36  1/22/2041    EUR    60.78
Mriya Agro Holding PL      9.45  4/19/2018    USD    16.63
Petromena ASA             10.85 11/19/2014    USD     0.59
Credit Agricole Corpo      0.50  2/28/2018    RUB    74.49
IVG Immobilien AG          5.79               EUR     0.00
PNE Wind AG                3.75 10/10/2019    EUR     3.00
Rosseti PJSC              11.85  5/26/2025    RUB    61.61
Piraeus Bank SA            0.90   2/9/2017    EUR    63.73
Glitnir HF                 6.38  9/25/2012    USD    27.13
Solon SE                   1.38  12/6/2012    EUR     0.33
SNS Bank NV                2.73               EUR     0.53
Lehman Brothers Treas      5.10   5/8/2017    HKD    22.25
Kommunalkredit Austri      0.59 10/25/2021    EUR    57.38
Kaupthing Bank Hf          6.13  10/4/2016    USD    19.63
Absolut Bank PAO          11.50  7/27/2016    RUB    60.01
OT-Optima Telekom DD       5.25  5/30/2022    HRK    35.00
UBS AG/London              9.00  9/21/2015    EUR    39.40
UniCredit Bank Austri      0.49  8/20/2033    EUR    60.38
Municipality Finance       0.50   5/8/2029    AUD    55.28
Banca delle Marche Sp      6.00   5/8/2018    EUR    22.63
Governo Portugues Con      2.75               EUR    63.00
Credit Europe Bank Lt     15.75  4/19/2016    RUB    62.00
Santander Finance Cap      2.00               EUR    34.38
Mobile TeleSystems PJ      8.25  3/22/2023    RUB    55.56
Hellenic Bank PCL         11.00               EUR    48.63
CRC Breeze Finance SA      6.11   5/8/2016    EUR    54.38
Banca delle Marche Sp      7.75  6/30/2018    EUR    22.63
Banque Cantonale Vaud      6.00  5/26/2016    CHF    49.99
Societe Generale SA        2.21  2/28/2033    USD    69.25
Bank Nederlandse Geme      0.50  5/12/2021    ZAR    62.40
Rusfinans Bank OOO        12.00  6/30/2020    RUB    60.04
UniCredit Bank Austri      0.47 10/31/2031    EUR    66.13
UniCredit Bank AG          5.15  9/25/2015    EUR    40.61
Lloyds Bank PLC            2.33  1/31/2033    USD    69.75
HSBC Bank PLC              0.50  4/27/2027    NZD    50.49
Orient Express Bank O     13.60   8/9/2018    RUB    41.01
Virgolino de Oliveira     10.88  1/13/2020    USD    17.50
International Finance      0.50  6/24/2024    ZAR    42.18
Atari SA                   0.50  9/30/2015    EUR     1.33
Windreich GmbH             6.50   3/1/2015    EUR    10.88
Bank Julius Baer & Co      6.00  11/9/2015    CHF    58.75
Accentro Real Estate       6.25  3/27/2019    EUR     2.60
Cooperatieve Centrale      0.50  7/30/2043    MXN    16.36
Mriya Agro Holding PL     10.95  3/30/2016    USD    15.75
Bayerische Landesbank      5.00 12/19/2016    EUR    68.56
Bank Nederlandse Geme      0.50  7/12/2022    ZAR    53.41
SG Option Europe SA        8.00  9/29/2015    USD    57.23
Vontobel Financial Pr      5.60 12/29/2015    EUR    37.92
Espirito Santo Financ      5.05 11/15/2025    EUR     1.28
MT-Energie GmbH & Co       8.25   4/4/2017    EUR    11.55
Spoldzielczy Bank Rze      4.99   7/8/2021    PLN    70.02
Mechel                     8.00   2/9/2021    RUB    49.00
Region of Abruzzo Ita      0.28  11/7/2031    EUR    72.39
Manchester Ship Canal      3.50               GBP    64.00
BNP Paribas SA             0.50   5/6/2021    MXN    70.97
City of Kiev Ukraine       8.00  11/6/2015    USD    71.63
Lehman Brothers Treas      5.00  2/16/2015    EUR    22.25
Raiffeisen Bank Inter      4.50  9/28/2035    EUR    64.38
Breeze Finance SA         11.75  4/19/2027    EUR     3.00
Banco Comercial Portu      5.00               EUR    61.00
Svensk Exportkredit A      0.50  1/31/2022    ZAR    55.34
Hellenic Republic Gov      0.68  8/10/2019    EUR    73.25
Russian Railways JSC      12.40  5/30/2040    RUB    12.37
Phones4u Finance PLC       9.50   4/1/2018    GBP    37.13
ADLER Real Estate AG       6.00 12/27/2018    EUR    11.50
Marine Subsea AS           9.00 12/16/2019    USD     0.50
Heta Asset Resolution      5.27   4/7/2028    EUR    17.75
Rostelecom PJSC            8.10   3/6/2018    RUB    60.01
Cooperatieve Centrale      0.50 10/30/2043    MXN    14.83
UniCredit Bank Austri      0.33  1/25/2031    EUR    69.38
Penell GmbH Elektrogr      7.75  6/10/2019    EUR    12.00
A-TEC Industries AG        2.75  5/10/2014    EUR     2.00
SAG Solarstrom AG          7.50  7/10/2017    EUR    45.00
Heta Asset Resolution      0.24  3/12/2043    EUR    60.63
Lehman Brothers Treas      5.25  5/26/2026    EUR     4.75
Hellenic Republic Gov      2.27   2/7/2022    EUR    68.85
Portigon AG                7.46 12/31/2019    EUR    15.55
Landesbank Hessen-Thu      0.41  4/23/2041    EUR    72.23
Lehman Brothers Treas     11.00 12/20/2017    AUD     4.75
Locko-Bank ZAO            14.00  7/17/2018    RUB    61.01
Russian Railways JSC      11.60  7/16/2018    RUB    62.07
LBI HF                     3.00  12/7/2010    CHF     8.50
Municipality Finance       0.50  3/28/2018    BRL    73.20
Eurobank Ergasias SA       1.31  6/20/2017    EUR    63.28
Lehman Brothers Treas      3.03  1/31/2015    EUR     4.75
Lehman Brothers Treas      6.00 10/30/2012    EUR     4.75
Lehman Brothers Treas      4.50   5/2/2017    EUR     4.75
UniCredit Bank AO          8.10 11/20/2018    RUB    58.01
Lehman Brothers Treas      4.00 10/24/2012    EUR     4.75
La Veggia Finance SPA      7.13 11/14/2004    EUR     0.00
Polyus Gold OJSC          12.10   7/3/2025    RUB    61.21
International Finance      0.50  6/29/2020    ZAR    65.23
Spoldzielczy Bank Rze      4.86  4/17/2024    PLN    44.00
ECM Real Estate Inves      5.00  10/9/2011    EUR    10.38
Lehman Brothers Treas      4.00  12/2/2012    EUR     4.75
Privatbank CJSC Via U     10.88  2/28/2018    USD    68.00
Lehman Brothers Treas      6.65  8/24/2011    AUD    22.25
Atari SA                   7.50  2/17/2020    EUR     0.25
SU-155 KAPITAL OOO        13.25  2/23/2016    RUB    25.02
HSBC Trinkaus & Burkh      5.10   6/2/2016    EUR    58.35
Montepio Holding SGPS      5.00               EUR    50.00
Codere Finance Luxemb      8.25  6/15/2015    EUR    72.38
Banca delle Marche Sp      7.20  6/30/2018    EUR    22.63
hkw personalkonzepte       8.25 11/15/2016    EUR     2.03
Banca delle Marche Sp      6.00  6/12/2018    EUR    22.63
Lehman Brothers Treas      1.00   5/9/2012    EUR     4.75
Heta Asset Resolution      1.64  6/30/2019    CHF    64.50
Bank Julius Baer & Co      8.60   3/4/2016    EUR    72.35
CBo Territoria             6.00   1/1/2020    EUR     3.90
Rosselkhozbank OJSC       13.10  7/15/2025    RUB    60.06
Kommunalbanken AS          0.50  9/20/2018    BRL    70.10
Svensk Exportkredit A      0.50  8/25/2021    ZAR    59.39
HSBC Bank PLC              0.50  9/28/2018    IDR    71.84
Alpha Credit Group PL      6.00  4/11/2018    EUR    70.88
Kommunalbanken AS          0.50  5/27/2022    ZAR    55.25
Region of Molise Ital      0.45 12/15/2033    EUR    67.11
DekaBank Deutsche Gir      5.55 11/20/2015    EUR    50.23
Immigon Portfolioabba      0.49  3/14/2020    EUR    70.41
Lehman Brothers Treas      8.25  12/3/2015    EUR    22.25
NOVIKOMBANK ZAO           15.75   4/8/2016    RUB    60.26
Kommunalbanken AS          0.50   3/2/2018    BRL    74.48
NOVIKOMBANK ZAO           14.25  6/19/2018    RUB    60.51
Rostelecom PJSC            8.20  1/24/2018    RUB    60.01
UniCredit Bank Austri      0.37  1/24/2031    EUR    62.63
Allied Irish Banks PL      0.73 10/24/2035    EUR    23.13
Allied Irish Banks PL      5.25  3/10/2035    GBP    26.50
LBBW                       7.26 12/18/2015    EUR    64.42
Heta Asset Resolution      0.24  8/12/2017    EUR    64.63
Heta Asset Resolution      4.07  3/21/2017    EUR    64.63
Immigon Portfolioabba      5.27   2/8/2027    EUR    62.75
Russian Railways JSC      16.80  5/29/2035    RUB   100.00
Immigon Portfolioabba      0.97  5/20/2025    EUR    21.00
Deutsche Bank AG           4.20  9/22/2015    EUR    65.90
UniCredit Bank AO         10.50   8/6/2019    RUB    60.36
DZ Bank AG Deutsche Z      3.00 12/28/2015    EUR    57.49
Raiffeisenlandesbank       5.00   7/1/2026    EUR    69.00
Lehman Brothers Treas      7.50   5/2/2017    EUR     4.75
Cooperatieve Centrale      0.50 12/29/2027    MXN    44.91
Bashneft PAO               8.35 12/13/2016    RUB    67.02
Russian Highways          12.40  4/22/2042    RUB    11.20
Piraeus Bank SA            0.91 12/27/2016    EUR    66.39
Province of Milan Ita      0.30 12/22/2033    EUR    70.40
Lehman Brothers Treas      6.00  3/18/2015    USD    22.25
Municipality Finance       0.50  7/30/2029    AUD    65.06
Mechel                     8.00   2/9/2021    RUB    60.01
WGF Westfaelische Gru      6.35  12/1/2016    EUR     9.90
Alpha Credit Group PL      6.00  7/29/2020    EUR    70.88
Heta Asset Resolution      0.31  9/26/2043    EUR    64.63
Nutritek Internationa      8.75 12/11/2008    USD     2.00
Emova Group                4.30   5/2/2022    EUR     5.70
Royal Bank of Scotlan      4.24  1/12/2046    EUR    74.00
Municipality Finance       0.50 12/14/2018    TRY    70.04
Ecureuil Vie Developp      0.91               EUR    19.13
Commerzbank AG             3.00  9/21/2015    EUR    50.83
Bank MIA OAO              13.75   6/6/2017    RUB    60.01
LBBW                       6.88  9/25/2015    EUR    64.66
Barclays Bank PLC          2.79   4/9/2028    USD    74.13
Svensk Exportkredit A      0.50  8/28/2018    BRL    68.54
SAir Group                 4.25   2/2/2007    CHF    10.75
Lehman Brothers Treas      5.00  2/27/2014    EUR    22.25
Immigon Portfolioabba      4.81  7/29/2025    EUR    61.00
Exane Finance              2.70  9/26/2016    USD    65.73
NOVIKOMBANK ZAO           14.25  6/12/2020    RUB    61.29
Bulgaria Steel Financ     12.00   5/4/2013    EUR     0.03
VEB-Leasing OAO            8.25  11/6/2018    RUB    65.04
Lehman Brothers Treas      5.00   5/2/2022    EUR     4.75
BLT Finance BV             7.50  5/15/2014    USD     5.00
Russian Railways JSC       8.45  5/16/2019    RUB    58.21
Glitnir HF                 6.33  7/28/2011    USD    27.13
Credit Suisse AG/Guer      0.56               USD    62.50
Kaupthing Bank Hf          9.75  9/10/2015    USD    19.63
DEMIRE Real Estate AG      6.00 12/30/2018    EUR     3.60
Eksportfinans ASA          0.50   5/9/2030    CAD    21.50
A-TEC Industries AG        5.75  11/2/2010    EUR     2.00
Atari SA                   0.50  9/30/2015    EUR     1.91
Heta Asset Resolution      0.13   2/9/2017    EUR    64.63
Barclays Bank PLC          0.50  4/24/2023    MXN    61.94
Heta Asset Resolution      0.82  5/31/2016    EUR    63.88
Heta Asset Resolution      0.13  2/17/2017    EUR    62.50
Heta Asset Resolution      0.25  4/22/2018    EUR    64.63
Alpha Credit Group PL      1.98   2/1/2017    EUR    70.88
DeltaCredit Bank          11.10  10/1/2024    RUB    60.01
Societe Centrale des       9.00   7/1/2016    EUR     7.03
SAir Group                 6.25  4/12/2005    CHF    10.88
Lehman Brothers Treas      1.46  2/19/2012    JPY    22.25
Landesbank Hessen-Thu      3.83  8/18/2016    EUR    70.90
Kommunekredit              0.50 12/14/2020    ZAR    62.68
Lehman Brothers Treas      8.00  2/16/2016    EUR     4.75
HSBC Bank PLC              0.50   2/2/2023    AUD    73.89
SMP Bank OAO              12.00  5/23/2017    RUB    60.11
Heta Asset Resolution      0.03  5/31/2016    EUR    64.63
Credit Europe Bank Lt     11.40  6/26/2017    RUB    60.01
Heta Asset Resolution      3.90  1/24/2017    EUR    62.63
ffk environment GmbH       7.25   6/1/2016    EUR     1.73
HSBC Bank PLC              0.50 10/30/2026    NZD    52.44
Immigon Portfolioabba      6.60   5/6/2023    EUR    48.13
Heta Asset Resolution      0.20   4/9/2043    EUR    60.00
Lehman Brothers Treas      8.00 10/17/2014    EUR     4.75
Vontobel Financial Pr      5.84   9/9/2016    EUR    31.50
UTair-Finans OOO          13.00 11/13/2015    RUB    40.00
HSBC Bank PLC              0.50 12/29/2022    AUD    74.24
Raiffeisenlandesbank       4.40  4/17/2024    EUR    73.25
HSBC Bank PLC              0.50  2/24/2027    NZD    51.16
Rosselkhozbank OJSC       11.90   2/9/2018    RUB    60.08
Lehman Brothers Treas      5.00  9/22/2014    EUR    22.25
Heta Asset Resolution      0.09  1/24/2017    EUR    64.13
Mortgage Agent KHMB-1      9.20  8/25/2045    RUB    57.00
Heta Asset Resolution      0.03  5/31/2016    EUR    64.63
Salvator Grundbesitz-      9.50 12/31/2021    EUR    11.50
BKN biostrom AG            7.50   6/5/2016    EUR     1.50
Russian Bor Chemical      10.00 12/20/2018    RUB     0.01
AO Bank Intesa            12.75  6/10/2018    RUB    60.27
Heta Asset Resolution      5.03  1/26/2017    EUR    15.63
Heta Asset Resolution      0.22  2/10/2018    EUR    64.63
Heta Asset Resolution      3.42  11/7/2016    EUR    61.63
Baltic Financial Agen     12.75  9/27/2016    RUB    60.02
Raiffeisenlandesbank       4.00  6/28/2023    EUR    74.50
DeltaCredit Bank           8.65   7/4/2018    RUB    59.01
Codere Finance Luxemb      8.25  6/15/2015    EUR    72.00
Volkswagen Bank Rus O     11.30 10/20/2019    RUB    60.02
Santander Finance Cap      2.00               USD    18.25
Rosselkhozbank OJSC       12.40  6/29/2021    RUB    60.31
Russian Highways           9.75 11/29/2016    RUB    60.11
Banca Carim Cassa di       3.00  3/31/2021    EUR    72.38
Armenian Treasury Bon     11.00   2/7/2028    AMD    74.61
Rosselkhozbank OJSC        7.90  9/18/2023    RUB    70.01
Anglian Water Service      1.09  1/26/2057    GBP    69.09
Solomenskij Lesozavod     10.00  9/29/2021    RUB    60.00
Kommunekredit              0.50  7/30/2027    TRY    28.92
Heta Asset Resolution      0.83  5/28/2017    EUR    64.63
Atari SA                   0.10   4/1/2020    EUR     2.20
UBS AG/London             14.50 12/17/2015    CHF    55.00
Kommunekredit              0.50  2/20/2020    BRL    57.75
Ideal Standard Intern     11.75   5/1/2018    EUR    26.50
Glitnir HF                 4.75 10/15/2010    USD    27.13
Alpha Credit Group PL      2.00  4/27/2024    EUR    70.88
Russian Post FGUP          8.70 10/18/2019    RUB    60.02
Otkritie Bank OJSC        13.20 12/13/2017    RUB    61.17
Immigon Portfolioabba      4.50   9/7/2020    EUR    70.35
HSBC Bank PLC              0.50  1/29/2027    NZD    51.49
Moscow United Electri     13.20  4/23/2025    RUB    61.12
HSBC Bank PLC              0.50  12/2/2022    AUD    74.48
HSBC Bank PLC              0.50 11/30/2021    NZD    73.71
Heta Asset Resolution      0.22  3/10/2018    EUR    64.63
Zapsibcombank OAO         11.50  2/25/2016    RUB    70.15
Russian Railways JSC      15.80 10/11/2038    RUB    60.00
Transcapitalbank JSC      13.00  5/30/2023    RUB    61.10
Heta Asset Resolution      4.54  9/22/2017    EUR    64.63
Mobile TeleSystems PJ      5.00  6/29/2021    RUB    63.75
Credit Suisse AG/Lond     10.25  5/31/2016    USD    70.66
Deutsche Bank AG           7.20  9/22/2015    EUR    49.90
KPNQwest NV                8.13   6/1/2009    USD     0.50
Cerruti Finance SA         6.50  7/26/2004    EUR     0.91
Alpha Credit Group PL      2.00 11/28/2032    EUR    70.88
Heta Asset Resolution      5.04  2/15/2023    EUR    64.63
SAir Group                 2.13  11/4/2004    CHF    10.75
Spoldzielczy Bank Rze      4.91  3/29/2023    PLN    44.00
MORTGAGE AGENT AHML 1      8.50   9/9/2045    RUB    57.00
Bank Nederlandse Geme      0.50  8/15/2022    ZAR    55.57
Banque Cantonale Vaud     17.75 11/17/2015    CHF    45.08
Heta Asset Resolution      0.69  9/20/2017    EUR    17.75
Heta Asset Resolution      0.21   3/4/2018    EUR    64.63
HSBC Trinkaus & Burkh     12.40  6/24/2016    EUR    64.68
Credit Suisse AG/Nass      8.05  9/27/2016    CHF    49.52
HSBC Bank PLC              0.50  6/28/2019    IDR    66.29
Raiffeisen Versicheru      5.08               EUR    43.13
Barclays Bank PLC          0.50  3/13/2023    RUB    42.22
Lehman Brothers Treas      4.00  2/16/2017    EUR    16.25
Credit Europe Bank Lt     11.36   6/5/2018    RUB    60.01
GFI Informatique SA/F      5.25   1/1/2017    EUR     6.18
Metallurgical Commerc     11.00   9/8/2016    RUB    60.01
ECM Real Estate Inves      5.00  10/9/2011    EUR    10.38
Northland Resources A     15.00  7/15/2019    USD     1.21
Lehman Brothers Treas      8.00  3/19/2012    USD     4.75
Takko Luxembourg 2 SC      6.98  4/15/2019    EUR    50.00
wige MEDIA AG              6.00  3/17/2019    EUR     1.90
Banque Cantonale Vaud      8.20   3/3/2016    EUR    51.65
Barclays Bank PLC          0.50  3/19/2021    MXN    73.11
RZD Rasvytie vokzalov     12.50 10/21/2016    RUB    27.68
KPNQwest NV                7.13   6/1/2009    EUR     0.50
Glitnir HF                 6.38  9/25/2012    USD    27.13
Rostelecom PJSC            8.55  11/2/2017    RUB    60.06
Federal Grid Co Unifi      8.00   1/7/2028    RUB    70.01
Heta Asset Resolution      0.25  3/29/2017    EUR    63.63
Southern Urals Co for     10.00  2/23/2016    RUB    60.17
Province of Brescia I      0.35  6/30/2036    EUR    64.89
RSL Communications PL     12.00  11/1/2008    USD     1.25
Svensk Exportkredit A      0.50  3/28/2029    AUD    67.50
Bank Julius Baer & Co     10.50  10/9/2015    USD    68.30
Lehman Brothers Treas      7.00 11/26/2013    EUR    22.25
Municipiul Timisoara       1.18  5/12/2026    RON    70.00
Banque Cantonale Vaud      7.25   3/3/2016    CHF    51.08
Renaissance Credit Co     12.85  7/30/2018    RUB    61.01
Province of Rovigo It      0.30 12/28/2035    EUR    64.91
Kommunalbanken AS          0.50   2/2/2018    BRL    74.98
Metallinvestbank OAO      14.50  5/21/2020    RUB    61.00
RSL Communications PL     10.13   3/1/2008    USD     1.25
DekaBank Deutsche Gir      0.12  6/23/2034    EUR    67.88
B&N Bank JSC              18.00  1/18/2021    RUB    62.63
Heta Asset Resolution      0.20  8/28/2017    EUR    64.63
Immigon Portfolioabba      7.00  7/24/2022    EUR    63.69
UniCredit Bank AG          4.00  6/23/2016    EUR    69.00
Svensk Exportkredit A      0.50  8/29/2029    AUD    68.52
Lehman Brothers Treas     13.00  2/16/2009    CHF     4.75
International Financi     15.50  4/26/2016    RUB    60.11
Heta Asset Resolution      0.13  8/11/2017    EUR    64.63
Heta Asset Resolution      0.10  7/18/2017    EUR    64.63
DeltaCredit Bank           8.45  8/30/2018    RUB    58.01
Kommunekredit              0.50  5/11/2029    CAD    69.34
WGZ-Bank AG Westdeuts      4.05  12/9/2015    EUR    48.32
Societe Generale SA        5.68  9/28/2015    EUR    54.12
MirLand Development C      6.50  9/30/2019    ILS    30.60
DekaBank Deutsche Gir      5.00 10/26/2015    EUR    54.87
Rinol AG                   5.50 10/15/2006    DEM     0.00
Heta Asset Resolution      0.23  5/10/2017    EUR    64.63
Heta Asset Resolution      6.94  6/10/2017    EUR    64.63
Svensk Exportkredit A      0.50  3/15/2022    ZAR    54.21
HSBC Bank PLC              0.50   4/3/2023    AUD    73.24
World of Building Tec      7.70  6/25/2019    RUB     3.00
Lehman Brothers Treas      7.50  6/15/2017    USD     4.75
UniCredit Bank AG          4.00  3/21/2017    EUR    63.36
Lehman Brothers Treas      6.45  2/20/2010    AUD     4.75
Bank Julius Baer & Co      9.75  3/11/2016    EUR    49.25
IT Holding Finance SA      9.88 11/15/2012    EUR     0.22
Northland Resources A     12.25  3/26/2016    USD     1.21
Lehman Brothers Treas      6.50  7/24/2026    EUR     4.75
Santander Finance Cap      2.00               USD    18.38
Credit Suisse AG/Lond      1.64   6/1/2042    USD    52.81
Immigon Portfolioabba      3.09 10/15/2020    EUR    51.75
KPNQwest NV                8.88   2/1/2008    EUR     0.50
WGZ-Bank AG Westdeuts      4.75 12/22/2015    EUR    56.38
Lehman Brothers Treas      6.00  3/14/2011    EUR    22.25
Societe Generale SA        0.50  5/30/2023    MXN    63.94
Immigon Portfolioabba      5.20   4/1/2020    EUR    62.50
Leonteq Securities AG      7.55   3/9/2016    USD    55.90
UTair-Finans OOO          13.00 11/13/2015    RUB    30.60
Barclays Bank PLC          0.50  1/28/2033    MXN    30.93
KFW                        0.25  10/6/2036    CAD    37.42
Sidetur Finance BV        10.00  4/20/2016    USD     9.63
UniCredit Bank AG          6.00 11/19/2015    EUR    57.12
RSL Communications PL     10.50 11/15/2008    USD     1.25
Svensk Exportkredit A      0.50  6/20/2029    AUD    64.88
Enemona AD-Kozloduy       10.00  4/28/2017    BGN     0.13
Leonteq Securities AG      9.20   5/5/2017    USD    74.70
Heta Asset Resolution      0.06  3/15/2017    EUR    64.63
Heta Asset Resolution      0.27   4/9/2018    EUR    64.63
KA Finanz AG               4.44 12/20/2030    EUR    58.88
Espirito Santo Financ      5.63  7/28/2017    EUR     2.42
Lehman Brothers Treas     10.00   1/3/2012    BRL     4.75
Zurcher Kantonalbank      12.03  3/11/2016    EUR    64.76
Vontobel Financial Pr      5.40   3/3/2017    EUR    70.12
Heta Asset Resolution      0.05  5/31/2016    EUR    64.63
DEIKON GmbH                1.00   7/1/2016    EUR    18.16
Leonteq Securities AG     29.61 10/26/2017    EUR    22.96
Dolomite Capital Ltd      12.21 12/20/2019    ZAR    54.94
WGF Westfaelische Gru      6.35   8/1/2017    EUR     2.06
Lehman Brothers Treas      7.00  2/15/2012    EUR     4.75
Lehman Brothers Treas     14.90  9/15/2008    EUR     4.75
EDOB Abwicklungs AG        7.50   4/1/2012    EUR     0.30
Ingra DD                   6.13  12/6/2016    HRK    12.99
Heta Asset Resolution      0.25  3/29/2017    EUR    64.63
Credit Agricole Corpo      0.50   3/6/2023    RUB    42.46
Lehman Brothers Treas      5.55  3/12/2015    EUR     4.75
Salvator Grundbesitz-      9.50               EUR    40.00
Skue Sparebank             2.45               NOK    74.48
Lehman Brothers Treas      5.00  5/12/2011    CHF     4.75
Oravita City Council       2.63  6/15/2027    RON    74.00
Leonteq Securities AG      8.25  11/6/2015    EUR    39.98
Raiffeisen Centrobank      2.40 12/19/2016    EUR    54.58
Oberoesterreichische       0.38  11/6/2030    EUR    63.50
UniCredit Bank AG          4.00  9/24/2015    EUR    53.48
UniCredit Bank AG          4.10  9/28/2018    EUR    60.56
DeltaCredit Bank          11.75  11/2/2016    RUB    60.01
Orient Express Bank O     18.00  5/28/2020    RUB    43.75
Vontobel Financial Pr     13.95 12/23/2016    EUR    71.29
Eiendomskreditt            4.60               NOK    69.72
HSBC Bank PLC              0.50  4/11/2023    MXN    66.24
Freshwater Finance PL      6.18  4/20/2035    GBP    65.00
BNP Paribas SA             6.30  5/28/2021    RUB    74.80
Lehman Brothers Treas     14.90 11/16/2010    EUR     4.75
Lehman Brothers Treas      7.00  2/15/2010    CHF     4.75
Landesbank Berlin AG       6.00 11/27/2015    EUR    41.81
Raiffeisen-Holding Ni      5.08               EUR    72.88
PIK Group PJSC            14.25   8/8/2025    RUB    60.01
Heta Asset Resolution      0.18  5/17/2017    EUR    64.63
Region of Stavropol R      8.09  11/4/2020    RUB    60.01
Lehman Brothers Treas      7.00   6/6/2017    EUR     4.75
Konservenfabrik Zacho      8.00   4/1/2016    EUR     0.00
Heta Asset Resolution      3.72  3/15/2017    EUR    64.63
Pongs & Zahn AG            8.50               EUR     0.22
Bank Nederlandse Geme      0.50  9/20/2022    ZAR    53.70
Heta Asset Resolution      5.80  6/17/2017    EUR    64.63
Delta-Finance OOO         10.00  1/19/2021    RUB    60.00
Bank Nederlandse Geme      0.50   6/7/2022    ZAR    53.59
Republika Srpska           1.50 12/24/2025    BAM    72.36
UBS AG/London             13.00   2/4/2016    CHF    69.78
Heta Asset Resolution      0.20   7/1/2017    EUR    64.63
Credit Suisse AG/Lond      8.00  5/21/2025    USD     9.25
Immigon Portfolioabba      6.00  3/30/2017    EUR     1.00
Immigon Portfolioabba      1.75   9/9/2020    EUR    48.25
Kaupthing Bank Hf          7.13  5/19/2016    USD     0.00
Credit Suisse AG/Lond      9.00  5/16/2016    EUR    62.29
Lehman Brothers Treas      2.50  11/9/2011    CHF     4.75
MirLand Development C      6.50 12/31/2015    ILS    40.01
Barclays Bank PLC          2.00  9/30/2044    USD    65.00
UBS AG/London              9.00  2/11/2016    CHF    74.59
Main Road OJSC             8.40 10/30/2028    RUB    57.00
Powszechne Towarzystw      6.66  11/8/2015    PLN     2.15
Societe Generale SA        5.65  10/5/2015    EUR    55.33
Bank Nederlandse Geme      0.50  9/20/2022    MXN    68.73
JP Morgan Structured      13.00 11/25/2024    ZMW
DekaBank Deutsche Gir      8.50 10/27/2016    EUR    46.89
Royal Bank of Scotlan      1.33 10/26/2018    GBP     1.03
Heta Asset Resolution      0.23  5/17/2017    EUR    64.63
Credit Suisse AG/Lond      8.00 11/29/2019    USD     6.98
UniCredit Bank AG          4.00  9/24/2015    EUR    63.18
Exane Finance              1.75  4/28/2016    EUR    24.64
UBS AG                    14.75 12/29/2015    EUR    46.72
Credit Suisse AG/Nass      7.25 10/12/2015    EUR    60.64
Heta Asset Resolution      4.70   4/2/2018    EUR    64.63
Kommunalbanken AS          0.50  11/8/2018    BRL    69.08
PCZ SA                    10.00  4/15/2016    PLN     2.10
EFG International Fin      6.48  5/29/2018    EUR    42.06
Kaupthing Bank Hf          5.00   1/4/2027    SKK    19.38
Lehman Brothers Treas      5.00  8/16/2017    EUR    22.25
Lehman Brothers Treas      7.60  1/31/2013    AUD     4.75
Lehman Brothers Treas     12.40  6/12/2009    USD     4.75
City of Hunedoara Rom      2.43  8/15/2026    RON    70.00
Bamble Sparebank           2.42               NOK    56.60
Heta Asset Resolution      0.03  1/24/2017    EUR    64.63
Immigon Portfolioabba      4.21  1/25/2033    EUR    18.38
Muehl Product & Servi      6.75  3/10/2005    DEM     1.73
UniCredit Bank AG          4.20  9/24/2015    EUR    46.75
Immigon Portfolioabba      5.05   8/5/2030    EUR    24.00
Araratbank OJSC            8.00  6/11/2018    USD    25.36
Barclays Bank PLC          3.50   2/5/2016    EUR    60.51
BNP Paribas SA             0.50  2/13/2024    NZD    69.60
Societe Generale SA        1.04  2/28/2034    USD    67.01
UniCredit Bank AG          4.00  9/24/2015    EUR    38.59
Bank J Safra Sarasin      11.02 12/30/2015    EUR    41.43
Global PVQ SE              6.75 10/21/2015    EUR     0.56
Heta Asset Resolution      5.68   7/5/2017    EUR    64.63
SAir Group                 2.75  7/30/2004    CHF    10.75
HSBC Bank PLC              0.50   3/1/2018    RUB    74.26
Svyaznoy Bank ZAO         15.00   6/8/2018    RUB    75.00
Barclays Bank PLC          0.50  3/26/2021    MXN    73.01
Araratbank OJSC            9.00 10/20/2015    USD    25.44
HSBC Bank PLC              0.50   2/5/2018    RUB    74.91
Russian Railways JSC      17.70  9/19/2033    RUB    60.00
Immigon Portfolioabba      4.90  8/18/2025    EUR    61.30
Lehman Brothers Treas     11.00  6/29/2009    EUR     4.75
UniCredit Bank AG          4.10  9/24/2015    EUR    32.59
DekaBank Deutsche Gir      7.15 10/27/2017    EUR    50.36
Russian Railways JSC      17.90  9/20/2039    RUB     5.29
Vnesheconombank            2.00  6/18/2021    RUB    58.92
Bayerische Landesbank      5.00 10/17/2016    EUR    49.51
Republika Srpska           1.50  5/31/2025    BAM    74.25
COFIDUR SA                 0.10 12/31/2024    EUR    15.00
RSL Communications PL      9.88 11/15/2009    USD     1.25
UniCredit Bank Austri      0.44  1/22/2031    EUR    65.13
Financial Sovetnik OO     11.00  6/11/2018    RUB    59.59
Baltic Leasing OOO        13.50   9/6/2018    RUB    60.01
UniCredit Bank AG          4.00  9/24/2015    EUR    41.48
Svensk Exportkredit A      0.50  2/22/2022    ZAR    54.30
Immigon Portfolioabba      3.88  3/15/2022    EUR    44.38
Windreich GmbH             6.75   3/1/2015    EUR    10.88
Republika Srpska           9.00  9/26/2027    BAM    68.01
Heta Asset Resolution      0.20  7/28/2017    EUR    64.63
Heta Asset Resolution      0.21  8/21/2017    EUR    64.63
Heta Asset Resolution      0.26   4/2/2018    EUR    64.63
EFG International Fin      9.10  3/23/2016    USD    47.88
AKB Peresvet ZAO          13.50   9/2/2020    RUB    60.01
Svensk Exportkredit A      0.50 12/17/2027    USD    73.75
Hellas Telecommunicat      8.50 10/15/2013    EUR     0.00
Societe Generale SA        1.50 12/30/2032    USD    66.59
LBBW                       4.00  7/22/2016    EUR    57.99
Lehman Brothers Treas      1.75   2/7/2010    EUR     4.75
Lehman Brothers Treas     12.22 11/21/2017    USD     4.75
Lehman Brothers Treas      5.00  4/24/2017    EUR     4.75
Municipality Finance       0.50   8/8/2029    NZD    58.54
Credit Suisse AG/Nass      8.50  2/29/2016    USD    55.20
Leonteq Securities AG      6.00  9/29/2015    EUR    60.23
Zurcher Kantonalbank      10.90   6/3/2016    CHF    55.46
City of Predeal Roman      2.50  5/15/2026    RON    60.00
City of Siret Romania      2.75   3/1/2028    RON    60.00
Lehman Brothers Treas      4.00  4/13/2011    CHF     4.75
Leonteq Securities AG      9.40  10/8/2015    USD    68.56
Bank Julius Baer & Co     10.00  6/13/2016    USD    65.05
SG Issuer SA               5.50  4/10/2021    EUR    69.05
Svensk Exportkredit A      0.50  6/28/2022    ZAR    52.22
Leonteq Securities AG     11.00 10/31/2016    CHF    71.92
UBS AG/London              7.50 11/19/2015    CHF    38.47
Svensk Exportkredit A      0.50  4/25/2019    BRL    62.50
Barclays Bank PLC          2.30  9/13/2016    EUR    41.24
UBS AG                    12.50 12/29/2015    EUR    37.53
UniCredit Bank AG          5.25  9/24/2015    EUR    53.90
Municipality Finance       0.50  4/26/2022    ZAR    53.54
Notenstein Privatbank     12.28  10/1/2015    USD    73.06
UniCredit Bank AG          0.68 11/19/2029    EUR    70.38
Bank Julius Baer & Co     13.25 11/16/2015    USD    69.80
DZ Bank AG Deutsche Z      7.90  6/20/2016    EUR    65.10
Wlodarzewska SA            9.22  5/15/2016    PLN    35.10
Lehman Brothers Treas      3.86  9/21/2011    SGD    16.25
Lehman Brothers Treas      7.38  9/20/2008    EUR     4.75
HSBC Bank PLC              0.50   6/4/2018    IDR    74.02
SU-155 KAPITAL OOO        13.25  2/23/2016    RUB    25.10
Kaupthing Bank Hf          7.63  2/28/2015    USD    19.63
Raiffeisen-Holding Ni      5.10               EUR    62.75
Alpha Credit Group PL      1.50 12/18/2028    EUR    70.88
DZ Bank AG Deutsche Z     10.50  9/25/2015    EUR    74.52
Lehman Brothers Treas      3.20  3/19/2018    JPY     4.75
Municipality Finance       0.50 11/25/2020    ZAR    63.75
Credit Suisse AG/Nass      8.00   2/8/2016    USD    53.52
Svensk Exportkredit A      0.50  8/28/2020    TRY    57.01
MirLand Development C      7.21  5/31/2020    ILS    31.50
Societe Generale SA        5.99   2/9/2016    USD    67.70
Eksportfinans ASA          0.25  7/14/2033    CAD    14.25
Glitnir HF                 6.69  6/15/2016    USD     0.02
City of Baile Hercula      2.50 12/16/2020    RON    75.00
Credit Suisse AG/Lond      7.00  2/16/2016    USD    69.77
UniCredit Bank AG          4.00  9/24/2015    EUR    57.29
Credit Suisse AG/Lond      7.80  7/16/2025    USD     9.65
Kommunekredit              0.50  9/19/2019    BRL    61.82
SAir Group                 5.13   3/1/2003    CHF    11.00
Fonciere Volta SA          4.50  7/30/2020    EUR     2.28
Credit Suisse AG/Nass      5.00   6/6/2016    CHF    73.34
Nordea Bank Finland A      8.00  9/10/2016    SEK    71.70
Credit Suisse/New Yor     12.50  9/21/2020    USD    60.59
Heta Asset Resolution      4.40  6/20/2017    EUR    64.63
Municipality Finance       0.50  5/31/2022    ZAR    52.55
LBBW                       3.75 10/27/2017    EUR    45.79
PCZ SA                    11.00 10/31/2015    PLN     1.02
LBI HF                     7.43               USD     0.00
Immigon Portfolioabba      5.21  2/13/2026    EUR    32.88
Leasing-Experts SA         9.00   6/5/2016    PLN    38.00
UBS AG                    14.75 12/29/2015    EUR    57.69
Province of Treviso I      0.05 12/31/2034    EUR    62.97
Totens Sparebank           2.75               NOK    53.53
Immigon Portfolioabba      5.00 12/12/2018    EUR    73.00
Maritime Joint Stock      12.00   3/9/2016    RUB    60.03
Lehman Brothers Treas      7.80  3/31/2018    USD     4.75
Lehman Brothers Treas      2.50  8/15/2012    CHF     4.75
Vontobel Financial Pr      7.00  2/26/2016    EUR    46.97
Raiffeisen Centrobank      7.25  9/26/2016    EUR    45.12
Russlavbank AKB ZAO       12.25  7/30/2018    RUB    70.00
Municipality Finance       0.50   2/7/2018    BRL    74.67
Leonteq Securities AG     21.00   3/9/2016    USD    67.09
UBS AG/London              6.50  6/10/2016    USD    60.68
Raiffeisenverband Sal      0.01  2/28/2031    EUR    73.96
Lehman Brothers Treas      5.00 10/24/2008    CHF     4.75
Grong Sparebank            4.48               NOK    70.75
EFG International Fin      6.00 11/30/2017    EUR    25.60
Municipality Finance       0.50  6/19/2024    ZAR    45.25
DekaBank Deutsche Gir      3.90  5/18/2016    EUR    62.11
Bank Julius Baer & Co      7.90 11/20/2015    USD    40.85
JP Morgan Structured       8.70 11/25/2015    USD    54.44
Bank Julius Baer & Co     10.20 11/13/2015    USD    43.90
Leonteq Securities AG     18.00   2/9/2016    CHF    56.93
HSBC Bank PLC              0.50  2/24/2023    AUD    75.00
HSBC Bank PLC              0.50  12/8/2026    AUD    58.57
UTair-Finans OOO           9.50  7/21/2016    RUB    20.15
Norddeutsche Landesba      4.75   6/3/2016    EUR    57.78
Driver & Bengsch AG        8.50 12/31/2027    EUR     0.00
Immigon Portfolioabba      5.03  6/11/2019    EUR    68.50
BNP Paribas SA             0.50 11/16/2032    MXN    33.96
URALSIB Leasing Co OO     10.50 12/18/2015    RUB    65.94
Norddeutsche Landesba      5.00   6/3/2016    EUR    52.10
HSBC Bank PLC              0.50   6/9/2023    MXN    65.47
Leonteq Securities AG      6.89 12/30/2015    USD    66.05
Lehman Brothers Treas      7.59 11/22/2009    MXN    22.25
Lehman Brothers Treas      4.00  7/27/2011    EUR     4.75
Ofoten Sparebank           2.50               NOK    72.15
UBS AG                    16.00  9/25/2015    EUR    55.38
Veniti SA                  9.70  3/28/2016    PLN    70.00
Svensk Exportkredit A      0.50  6/29/2029    AUD    67.90
EFG International Fin      8.99   9/4/2017    EUR    59.55
Banque Cantonale Vaud      8.20   3/3/2016    USD    52.05
Leonteq Securities AG      7.35  3/23/2016    EUR    70.09
BNP Paribas Emissions     13.00  6/23/2016    EUR    67.09
Vontobel Financial Pr      7.00  4/22/2016    EUR    65.88
Landesbank Hessen-Thu      5.10  4/15/2016    EUR    48.30
Heta Asset Resolution      0.08   8/1/2017    EUR    64.63
IFK Soyuz OAO             14.00  7/18/2028    RUB    60.01
Russian Post FGUP          8.70 10/18/2019    RUB    60.02
Leonteq Securities AG     13.40 12/29/2015    USD    67.44
HSBC Bank PLC              0.50 12/20/2018    RUB    67.85
Bank Julius Baer & Co     12.50  6/20/2016    USD    57.30
Immigon Portfolioabba      1.31   2/8/2019    EUR    62.63
Glitnir HF                 5.86  7/28/2016    GBP    27.13
Lehman Brothers Treas      8.25   2/3/2016    EUR     4.75
HSBC Trinkaus & Burkh     12.00  9/25/2015    EUR    49.87
Bank Julius Baer & Co     14.20 12/18/2015    USD    60.35
UBS AG/London              6.50  8/12/2016    CHF    73.06
Kommunalbanken AS          0.50  2/23/2018    BRL    74.50
UniCredit Bank AG          4.00  9/24/2015    EUR    48.27
HSBC Bank PLC              0.50 12/29/2026    AUD    70.34
Aeroexpress OOO           11.00  1/13/2017    RUB    60.12
UniCredit Bank AG          4.00 10/14/2019    EUR    49.21
Polyplast OAO/Moscow      15.90   6/6/2018    RUB    62.03
SAir Group                 5.50  7/23/2003    CHF    11.00
Bank UralSib OJSC         14.00  8/25/2017    RUB    61.01
RSL Communications PL      9.13   3/1/2008    USD     1.25
Lehman Brothers Treas      6.60   2/9/2009    EUR     4.75
Oberoesterreichische       0.30  4/25/2042    EUR    47.38
ECA                        2.50   1/1/2018    EUR    11.97
LBBW                       5.00  9/25/2015    EUR    58.76
Credit Suisse AG/Nass      8.50  10/8/2015    USD    62.42
UniCredit Bank AG          4.00  9/24/2015    EUR    68.91
UniCredit Bank AG          4.00  9/24/2015    EUR    39.93
Credit Suisse AG/Nass      7.13 12/21/2015    CHF    74.20
UniCredit Bank AG          6.00  9/24/2015    EUR    72.84
Svensk Exportkredit A      0.50  6/26/2019    TRY    64.54
Housing Financing Fun      2.70   1/1/2020    ISK    69.70
HSBC Trinkaus & Burkh     11.00  9/23/2016    EUR    66.09
DZ Bank AG Deutsche Z     16.00  3/29/2016    EUR    58.70
Leonteq Securities AG      5.14   7/6/2016    EUR    65.10
Rosselkhozbank OJSC       12.50 11/27/2018    RUB    60.03
Municipality Finance       0.50  2/22/2019    IDR    68.28
Municipality Finance       4.60  5/14/2020    IDR    74.41
Raiffeisen Centrobank      6.88  3/30/2017    EUR    52.69
UBS AG                    16.75 12/23/2016    EUR    63.34
UBS AG                    14.50 12/23/2016    EUR    55.22
UBS AG                    16.00 12/23/2016    EUR    43.54
UBS AG                    12.50  9/25/2015    EUR    62.10
Glitnir HF                10.00  6/28/2017    USD    27.13
Immigon Portfolioabba      5.21  12/6/2022    EUR    45.13
Credit Suisse AG/Lond      2.75  1/29/2019    SEK    49.00
Societe Generale SA        0.50   4/3/2023    RUB    42.06
Lehman Brothers Treas     10.44 11/22/2008    CHF     4.75
Lehman Brothers Treas      2.00  6/28/2011    EUR     4.75
Lehman Brothers Treas      5.25   4/1/2023    EUR     4.75
Lehman Brothers Treas      5.00 11/22/2012    EUR     4.75
Glitnir HF                 5.24 12/22/2010    USD    27.13
Glitnir HF                 5.44 12/22/2015    USD    27.13
EFG International Fin      7.20  2/25/2019    EUR    60.24
Leonteq Securities AG      9.50   9/8/2016    USD    57.16
Deutsche Bank AG           8.20  6/21/2016    EUR    74.40
MirLand Development C      8.50  8/31/2016    ILS    38.00
Municipality Finance       0.50  3/17/2025    CAD    73.58
Lehman Brothers Treas      8.60  7/31/2013    GBP     4.75
Lehman Brothers Treas      4.05  9/16/2008    EUR     4.75
Bank J Safra Sarasin       5.75 12/17/2015    CHF    54.68
EFG International Fin     11.12 12/12/2016    USD    65.55
Republika Srpska           1.50  9/25/2026    BAM    71.00
Lehman Brothers Treas     10.00  6/11/2038    JPY     4.75
Municipality Finance       0.25  6/28/2040    CAD    28.34
Lehman Brothers Treas      5.00   8/1/2025    EUR     4.75
LBI HF                     7.20  4/27/2026    EUR     0.01
Glitnir HF                 6.84 12/15/2015    EUR     0.02
Lehman Brothers Treas      4.60   7/6/2016    EUR     4.77
Lehman Brothers Treas      5.10  6/22/2046    EUR     4.75
Lehman Brothers Treas      8.50   7/5/2016    EUR    22.25
Bank Julius Baer & Co     10.00  8/12/2016    EUR    72.70
Bank Nederlandse Geme      0.50  6/22/2021    ZAR    59.04
BNP Paribas SA             0.50  9/29/2029    AUD    60.08
Bank Julius Baer & Co     10.00 10/16/2015    USD    68.40
Commerzbank AG             3.00  9/21/2015    EUR    74.26
Leonteq Securities AG     11.20 12/29/2015    CHF    49.40
SAir Group                 6.25 10/27/2002    CHF    12.50
Municipality Finance       0.50  5/29/2018    BRL    72.21
Union Technologies In      0.10   1/1/2020    EUR    16.00
NIBC Bank NV              25.98   5/7/2029    EUR    64.97
Polbrand sp zoo           11.00   1/4/2016    PLN    70.00
EFG International Fin      7.00 11/27/2019    EUR    72.88
UBS AG/London             14.00 11/26/2015    CHF    71.14
UBS AG/London              8.48  11/3/2015    CHF    52.95
Bank Julius Baer & Co      9.75 11/13/2015    USD    59.60
Societe Generale SA        0.50   4/4/2024    MXN    59.79
LBBW                       5.60 11/27/2015    EUR    74.58
Societe Generale SA        5.10   9/5/2017    EUR    55.27
Vontobel Financial Pr      5.00   5/6/2016    EUR    67.90
Whale Finance LLC          8.75  3/13/2019    RUB    60.00
Notenstein Finance Gu      7.00 10/23/2015    USD    37.27
EFG International Fin      6.26   5/7/2018    EUR    72.52
Notenstein Finance Gu      7.19   5/6/2019    EUR    61.05
SAir Group                 2.75  7/30/2004    CHF    11.13
Landesbank Hessen-Thu      5.00  4/24/2019    EUR    54.67
EFG International Fin      7.20  6/26/2017    GBP    64.06
Lehman Brothers Treas      6.00  2/14/2012    EUR     4.75
Lehman Brothers Treas     15.00  3/30/2011    EUR     4.75
Credit Suisse AG/Nass      6.50  12/7/2015    EUR    55.26
Central European Esta      7.80 11/10/2015    ILS     7.25
Lehman Brothers Treas      4.00 10/12/2010    USD     4.75
MirLand Development C      6.00 11/30/2017    ILS    33.80
Lehman Brothers Treas      4.00  7/20/2012    EUR     4.75
Kaupthing Bank Hf          3.75  2/15/2024    ISK    19.63
Lehman Brothers Treas      4.60 10/11/2017    ILS    22.25
Lehman Brothers Treas      3.50 12/20/2027    USD     4.75
Lehman Brothers Treas      6.30 12/21/2018    USD     4.75
Lloyds Bank PLC            0.50  7/26/2028    MXN    40.73
Leonteq Securities AG     12.10 10/22/2015    USD    22.41
Municipality Finance       4.20  3/26/2020    IDR    73.56
Lehman Brothers Treas      3.50  6/20/2011    EUR     4.75
Lehman Brothers Treas     10.60  4/22/2014    MXN     4.75
Lehman Brothers Treas     13.50   6/2/2009    USD     4.75
Lehman Brothers Treas      4.68 12/12/2045    EUR     4.75
Zapsibcombank OAO         14.85 12/12/2019    RUB    75.00
Nesset Sparebank           2.56               NOK    58.66
Lehman Brothers Treas     11.00   7/4/2011    CHF     4.75
Bank Julius Baer & Co     10.00  2/26/2016    USD    55.20
Bank Julius Baer & Co     13.20  2/26/2016    USD    68.15
HSBC Trinkaus & Burkh     13.80  9/25/2015    EUR    65.22
DZ Bank AG Deutsche Z      6.50 12/28/2015    EUR    55.94
Bank Julius Baer & Co      8.20  8/29/2016    CHF    61.85
DekaBank Deutsche Gir      3.73  2/26/2016    EUR    68.64
DZ Bank AG Deutsche Z      3.75  9/25/2015    EUR    69.73
Province of Treviso I      0.28 12/31/2034    EUR    65.98
LBI HF                     3.45 12/18/2033    JPY     0.01
Lehman Brothers Treas      1.28  11/6/2010    JPY    22.25
Bank Julius Baer & Co      6.80   1/6/2016    EUR    67.30
Leonteq Securities AG     12.00   3/9/2016    CHF    47.92
Bank J Safra Sarasin       5.00  5/26/2016    CHF    67.68
Vontobel Financial Pr      6.00  5/27/2016    EUR    60.32
Dresdner Bank AG           0.65 11/19/2029    EUR    61.25
Immigon Portfolioabba      1.52  2/19/2018    EUR    73.63
Immigon Portfolioabba      4.50 10/21/2020    EUR    56.38
Lehman Brothers Treas      5.75  6/15/2009    CHF     4.75
Lehman Brothers Treas      5.50  6/15/2009    CHF     4.75
UBS AG/London              9.25 12/10/2015    CHF    56.21
Agrokompleks OOO          15.00  7/29/2019    RUB    61.00
Przedsiebiorstwo Prod      9.01  3/31/2016    PLN    50.00
HSBC Bank PLC              0.50 10/30/2018    IDR    70.79
B&N Bank JSC              18.00  1/18/2021    RUB    62.63
JP Morgan Structured      12.00 11/24/2021    ZMW
Bank Julius Baer & Co     11.00 10/14/2015    CHF    47.50
UBS AG/London              7.50 10/15/2015    CHF    49.64
Bank Julius Baer & Co     14.20 10/28/2015    CHF    51.95
JP Morgan Structured      12.20  9/30/2015    USD    56.75
DeltaCredit Bank          10.55   6/5/2024    RUB    60.01
HSBC Bank PLC              0.50  7/30/2027    NZD    49.47
Lehman Brothers Treas      4.20  12/3/2008    HKD    16.25
Lehman Brothers Treas      6.72 12/29/2008    EUR     4.75
Lehman Brothers Treas      8.88  1/28/2011    HKD    22.25
B&N Bank JSC              14.00  12/2/2020    RUB    60.82
Bank Julius Baer & Co      6.00  7/21/2016    CHF    73.90
Bank Julius Baer & Co      9.50 11/20/2015    USD    74.70
Bank Julius Baer & Co      8.20 11/20/2015    USD    71.20
Bank Julius Baer & Co      6.50 11/27/2015    EUR    60.75
Bank Julius Baer & Co      6.50  12/4/2015    EUR    39.35
UBS AG/London              5.50  7/10/2017    CHF    67.25
Bank Julius Baer & Co      6.50 11/11/2015    CHF    71.55
Bank Julius Baer & Co     13.70 11/11/2015    CHF    56.45
UBS AG/London              8.25  9/25/2015    EUR    37.11
Bank Julius Baer & Co      9.75 11/13/2015    USD    55.25
Arizk                      3.00 12/20/2030    RUB    37.43
Lehman Brothers Treas      7.60  3/26/2009    EUR     4.75
Bank Julius Baer & Co      9.00  1/29/2016    EUR    72.20
Commerzbank AG             3.00  9/15/2016    EUR    65.40
Leonteq Securities AG     20.00  2/23/2016    USD    46.66
Klaebu Sparebank           2.46               NOK    67.37
Western High-Speed Di      9.15   2/6/2032    RUB    58.01
Bank Julius Baer & Co      9.00  10/8/2015    CHF    39.45
Credit Suisse AG/Nass      7.00 10/29/2015    CHF    66.95
Leonteq Securities AG      5.20  10/6/2015    USD    74.33
HSBC Bank PLC              0.50  5/31/2019    IDR    66.49
Societe Generale SA        0.50  5/22/2024    MXN    59.14
Leonteq Securities AG      5.70  12/3/2015    USD    38.27
2C Partners SA             9.50  3/17/2017    PLN    68.90
Immigon Portfolioabba      1.37  1/28/2019    EUR    63.13
Global PVQ Netherland      5.75  5/26/2014    EUR    27.25
Zurcher Kantonalbank       3.76  1/25/2016    CHF    48.23
DekaBank Deutsche Gir      9.60  7/29/2016    EUR    50.95
Credit Suisse AG/Lond      6.51  4/21/2016    USD    71.35
Lehman Brothers Treas      2.30  4/28/2014    JPY     4.75
LBI HF                     5.08   3/1/2013    ISK     8.50
UniCredit Bank AG          5.40  6/30/2017    EUR    60.42
Bank Julius Baer & Co      9.40 10/14/2016    EUR    71.55
Lehman Brothers Treas      4.69  2/19/2017    EUR     4.75
Kommunalbanken AS          0.50  8/15/2018    BRL    72.50
Glitnir HF                 4.75 10/15/2010    USD    27.13
Lehman Brothers Treas      7.00 11/28/2008    CHF     4.75
LBBW                       3.00  6/23/2017    EUR    69.70
Lehman Brothers Treas      4.10  6/10/2014    SGD    16.25
Lehman Brothers Treas     10.00  2/16/2009    CHF     4.75
Immigon Portfolioabba      1.80  5/24/2018    EUR    71.25
Lehman Brothers Treas      0.80 12/30/2016    EUR     4.75
Lehman Brothers Treas     10.00 10/22/2008    USD     4.75
Lehman Brothers Treas     16.20  5/14/2009    USD     4.75
Haltdalen Sparebank        2.55               NOK    56.91
LBBW                       4.80  7/22/2016    EUR    42.74
Commerzbank AG             7.00  2/26/2016    EUR    71.84
Vontobel Financial Pr     15.45 12/23/2016    EUR    71.42
Vontobel Financial Pr      6.40  9/25/2015    EUR    40.39
BNP Paribas Emissions      9.00  9/22/2016    EUR    56.56
Commerzbank AG             8.00  6/23/2016    EUR    42.91
Vontobel Financial Pr      5.00  9/23/2016    EUR    37.98
Commerzbank AG             7.25  6/23/2016    EUR    58.40
DZ Bank AG Deutsche Z      6.75  6/20/2016    EUR    70.04
UBS AG/London              6.00   6/3/2016    EUR    69.11
Credit Suisse AG/Nass      8.25  5/20/2016    USD    70.49
Immigon Portfolioabba      0.97   3/1/2021    EUR    42.75
Lehman Brothers Treas      7.50  9/13/2009    CHF     4.75
Glitnir HF                 6.31  7/28/2011    USD    27.13
Commerzbank AG            11.25  6/23/2016    EUR    62.96
Deutsche Bank AG           5.20  7/20/2016    EUR    66.10
Deutsche Bank AG           5.20 10/21/2015    EUR    53.70
Barclays Bank PLC          1.64   6/3/2041    USD    69.58
Priam JSC                 10.50  12/3/2026    RUB    60.00
Bank Julius Baer & Co     10.00 10/23/2015    EUR    42.75
Municipality Finance       0.50  4/16/2018    BRL    73.59
UBS AG                    10.37 10/23/2015    USD    10.00
Credit Suisse AG/Nass     14.00  5/12/2016    USD    71.98
Vontobel Financial Pr      7.05  9/25/2015    EUR    61.47
Credit Suisse AG/Lond      8.00 11/24/2015    USD    66.53
Piraeus Group Finance      5.00  3/27/2017    EUR    46.30
Societe Generale Effe      5.32   7/1/2016    EUR    73.29
Societe Generale Effe      7.10   7/1/2016    EUR    70.58
Landesbank Hessen-Thu      4.25  5/27/2016    EUR    59.70
UBS AG                    11.50  6/24/2016    EUR    73.65
LBBW                       4.00  9/25/2015    EUR    61.63
Norddeutsche Landesba      3.50   1/4/2016    EUR    46.44
UBS AG                     5.50 12/29/2015    EUR    53.37
Immigon Portfolioabba      3.50  3/20/2018    EUR    73.75
HSBC Trinkaus & Burkh      7.50  9/25/2015    EUR    74.75
UniCredit Bank AG          4.00  6/24/2016    EUR    40.78
Deutsche Bank AG           5.20 11/25/2015    EUR    58.10
DZ Bank AG Deutsche Z      7.75  9/21/2015    EUR    74.28
DZ Bank AG Deutsche Z     13.75  9/25/2015    EUR    67.32
DZ Bank AG Deutsche Z      5.80  9/21/2015    EUR    66.40
Vontobel Financial Pr      6.50 11/25/2016    EUR    69.93
LBBW                       4.50  3/23/2018    EUR    54.22
Goldman Sachs & Co We     24.00 12/23/2015    EUR    67.37
Vontobel Financial Pr     10.50 12/28/2015    EUR    72.05
Glitnir HF                 6.00 12/10/2009    ISK     0.02
DZ Bank AG Deutsche Z      5.50  3/29/2016    EUR    74.19
Goldman Sachs & Co We      9.00  9/21/2016    EUR    61.00
UniCredit Bank AG          7.00  6/23/2016    EUR    64.28
Lehman Brothers Treas     14.10 11/12/2008    USD     4.75
Lehman Brothers Treas      5.25   7/8/2014    EUR     4.75
Immigon Portfolioabba      5.50  8/26/2025    EUR    35.38
Lehman Brothers Treas      4.00  8/11/2010    USD    22.25
Lehman Brothers Treas      2.30   6/6/2013    USD     4.75
Lehman Brothers Treas      7.50  5/30/2010    AUD     4.75
Lehman Brothers Treas     11.00   5/9/2020    USD     4.75
Lehman Brothers Treas      4.30   6/4/2012    USD     4.75
Lehman Brothers Treas      4.00   6/5/2011    USD     4.75
LBBW                       4.45  6/24/2016    EUR    60.66
LBBW                       3.50 12/23/2016    EUR    70.97
UBS AG                    14.00 12/29/2015    EUR    70.99
UBS AG                    11.50 12/29/2015    EUR    74.89
UBS AG                     6.75  9/25/2015    EUR    43.71
UBS AG                    13.00 12/29/2015    EUR    73.90
UBS AG                     5.25  9/25/2015    EUR    53.92
UBS AG                     4.50  9/25/2015    EUR    62.91
UBS AG                     4.50  9/25/2015    EUR    53.93
UBS AG                     8.50  9/25/2015    EUR    53.92
UBS AG                    13.50 12/29/2015    EUR    64.60
Lehman Brothers Treas      6.00  5/12/2017    EUR     4.75
Lehman Brothers Treas      4.10  2/19/2010    EUR     4.75
Lehman Brothers Treas      6.60  2/22/2012    EUR     4.75
Lehman Brothers Treas      5.20  3/19/2018    EUR     4.75
Lehman Brothers Treas      5.00  2/28/2032    EUR     4.75
Lehman Brothers Treas      3.50 10/31/2011    USD     4.75
Lehman Brothers Treas      3.50 10/24/2011    USD     4.75
Bank Julius Baer & Co      7.30  1/19/2016    CHF    58.60
Bank Julius Baer & Co      7.50  1/19/2016    USD    58.35
LBBW                       4.20  7/22/2016    EUR    57.59
UBS AG                    22.50 12/29/2015    EUR    66.22
UBS AG                    21.00 12/29/2015    EUR    62.78
UBS AG                     8.50  9/25/2015    EUR    74.36
UBS AG                    21.75  9/25/2015    EUR    63.00
UBS AG                    10.00 12/29/2015    EUR    68.93
UBS AG                    24.75  9/25/2015    EUR    58.61
UBS AG                    19.25  9/25/2015    EUR    57.12
UBS AG                    20.00  9/25/2015    EUR    67.18
UBS AG                    11.50  9/25/2015    EUR    67.22
UBS AG                    20.25  9/25/2015    EUR    47.77
UBS AG                    17.25 12/29/2015    EUR    67.16
UBS AG                    23.25  9/25/2015    EUR    58.95
UBS AG                    22.50  9/25/2015    EUR    47.80
UBS AG                    12.75 12/29/2015    EUR    60.80
UBS AG                    19.75 12/29/2015    EUR    47.34
UBS AG                    23.75  9/25/2015    EUR    64.78
UBS AG                    14.50 12/29/2015    EUR    66.09
UBS AG                    20.50 12/29/2015    EUR    42.17
UBS AG                    18.25  9/25/2015    EUR    42.01
UBS AG                    17.25 12/29/2015    EUR    73.80
UBS AG                    21.00  9/25/2015    EUR    69.33
UBS AG                    23.50  9/25/2015    EUR    49.58
UBS AG                    18.50 12/29/2015    EUR    71.36
UBS AG                    15.75 12/29/2015    EUR    63.82
UBS AG                    16.25  9/25/2015    EUR    64.52
UBS AG                    20.00  9/25/2015    EUR    39.80
UBS AG                    24.75  9/25/2015    EUR    34.37
UBS AG                    24.75  9/25/2015    EUR    49.47
UBS AG                    12.00 12/29/2015    EUR    71.35
UBS AG                    19.50  9/25/2015    EUR    72.20
UBS AG                    23.25  9/25/2015    EUR    36.01
Banca di Cividale SpA      0.09  10/2/2036    EUR    61.31
Lehman Brothers Treas      4.00  5/30/2010    USD     4.75
Lehman Brothers Treas      4.00  5/17/2010    USD     4.75
Lehman Brothers Treas      2.48  5/12/2009    USD     4.75
Lehman Brothers Treas      2.25  5/12/2009    USD     4.75
Landesbank Berlin AG       5.20  11/5/2015    EUR    43.04
UBS AG                     4.75  3/29/2016    EUR    57.48
UBS AG                     9.50 12/29/2015    EUR    56.00
UBS AG                     5.00  6/24/2016    EUR    47.32
UBS AG                     6.50  9/25/2015    EUR    37.08
UBS AG                     5.25  6/24/2016    EUR    56.30
UBS AG                    12.25  9/25/2015    EUR    65.62
UBS AG                     4.50  6/24/2016    EUR    63.68
UBS AG                    13.25  6/24/2016    EUR    50.98
Vontobel Financial Pr      8.85 12/28/2015    EUR    74.48
Vontobel Financial Pr     13.30  9/25/2015    EUR    61.12
Vontobel Financial Pr      8.55 12/28/2015    EUR    53.94
Vontobel Financial Pr      5.85 12/28/2015    EUR    56.87
Vontobel Financial Pr      3.55 12/28/2015    EUR    60.43
Vontobel Financial Pr     10.65  9/25/2015    EUR    53.30
Vontobel Financial Pr      7.00  9/25/2015    EUR    57.08
Vontobel Financial Pr      4.00  9/25/2015    EUR    61.49
Vontobel Financial Pr      5.20 12/28/2015    EUR    53.40
Vontobel Financial Pr      5.15  9/25/2015    EUR    53.57
UBS AG                    11.40  12/7/2015    EUR    61.53
DZ Bank AG Deutsche Z      6.25  6/24/2016    EUR    70.10
DZ Bank AG Deutsche Z      6.00  6/24/2016    EUR    54.30
DZ Bank AG Deutsche Z      5.50 12/28/2015    EUR    73.92
DZ Bank AG Deutsche Z      7.00  6/24/2016    EUR    40.85
Zurcher Kantonalbank       9.00 12/16/2015    EUR    43.31
Lehman Brothers Treas     18.25  10/2/2008    USD     4.75
Lehman Brothers Treas      3.40  9/21/2009    HKD     4.75
Glitnir HF                 6.00 12/15/2012    GBP    27.13
Lehman Brothers Treas      1.50 10/12/2010    EUR     4.75
Lehman Brothers Treas      7.00 10/22/2010    EUR     4.75
Lehman Brothers Treas      8.00 10/23/2008    USD     4.75
MORTGAGE AGENT AHML 1      9.00   9/9/2045    RUB    72.00
Lehman Brothers Treas      6.25 11/30/2012    EUR     4.75
Lehman Brothers Treas      6.00  2/19/2023    USD     4.75
Lehman Brothers Treas      1.00  2/26/2010    USD     4.75
Lehman Brothers Treas      7.75  2/21/2016    EUR     4.75
DZ Bank AG Deutsche Z     11.75  2/26/2016    EUR    70.13
DZ Bank AG Deutsche Z     12.00  2/26/2016    EUR    62.97
Vontobel Financial Pr     10.70  3/29/2016    EUR    67.02
Vontobel Financial Pr     13.35  6/24/2016    EUR    66.32
Vontobel Financial Pr      3.15  6/24/2016    EUR    70.18
Vontobel Financial Pr     11.00  9/23/2016    EUR    67.13
Vontobel Financial Pr     14.80  9/23/2016    EUR    67.24
Vontobel Financial Pr     12.50 12/23/2016    EUR    68.02
Vontobel Financial Pr      9.50 12/23/2016    EUR    67.92
Vontobel Financial Pr      6.50 12/23/2016    EUR    68.27
Vontobel Financial Pr      4.15 12/23/2016    EUR    69.93
Lehman Brothers Treas      9.25  6/20/2012    USD     4.75
Lehman Brothers Treas      3.00   8/8/2017    EUR     4.75
Lehman Brothers Treas      5.00   9/1/2011    EUR     4.75
Lehman Brothers Treas      3.00  8/15/2017    EUR     4.75
Lehman Brothers Treas      3.50  9/19/2017    EUR     4.75
Lehman Brothers Treas      0.50  2/16/2009    EUR     4.75
Lehman Brothers Treas      4.25  3/13/2021    EUR     4.75
Lehman Brothers Treas      3.63   3/2/2012    EUR     4.75
Lehman Brothers Treas      0.75  3/29/2012    EUR     4.75
Lehman Brothers Treas      3.70   6/6/2009    EUR     4.75
Lehman Brothers Treas      4.50   3/6/2013    CHF     4.75
Lehman Brothers Treas      4.00  4/24/2009    USD     4.75
Lehman Brothers Treas      9.00  6/13/2009    USD     4.75
Lehman Brothers Treas      9.00  3/17/2009    GBP     4.75
Lehman Brothers Treas      3.85  4/24/2009    USD     4.75
Lehman Brothers Treas      7.25  10/6/2008    EUR     4.75
Lehman Brothers Treas     10.50   8/9/2010    EUR     4.75
Lehman Brothers Treas      8.00  5/22/2009    USD     4.75
Lehman Brothers Treas      4.50  7/24/2014    EUR     4.75
Leonteq Securities AG      9.00  5/18/2016    CHF    64.89
DZ Bank AG Deutsche Z      5.20 12/21/2015    EUR    62.62
DZ Bank AG Deutsche Z      7.30 12/21/2015    EUR    74.81
Vontobel Financial Pr      5.50  6/24/2016    EUR    73.36
Vontobel Financial Pr      2.85  3/29/2016    EUR    65.27
Vontobel Financial Pr      7.65  5/27/2016    EUR    60.29
DZ Bank AG Deutsche Z      6.50  4/20/2016    EUR    61.67
DZ Bank AG Deutsche Z      7.00  3/29/2016    EUR    73.18
DZ Bank AG Deutsche Z      7.00  3/29/2016    EUR    48.37
DZ Bank AG Deutsche Z      8.00  6/24/2016    EUR    71.77
DZ Bank AG Deutsche Z      6.75  3/29/2016    EUR    71.48
DZ Bank AG Deutsche Z      7.50  6/24/2016    EUR    71.70
UBS AG/London              6.00  3/11/2016    CHF    74.91
Commerzbank AG             9.00  2/25/2016    EUR    74.52
Commerzbank AG             9.00  2/25/2016    EUR    74.81
Commerzbank AG            10.00  2/25/2016    EUR    49.36
Commerzbank AG            10.75  2/25/2016    EUR    48.80
Commerzbank AG             9.75  2/25/2016    EUR    58.03
Notenstein Privatbank      7.20  9/20/2016    EUR    69.77
Vontobel Financial Pr     10.45  3/29/2016    EUR    67.17
Vontobel Financial Pr      6.60  3/29/2016    EUR    71.16
Vontobel Financial Pr     12.80 12/28/2015    EUR    65.19
Vontobel Financial Pr      7.70 12/28/2015    EUR    69.94
Vontobel Financial Pr     17.00  9/25/2015    EUR    61.63
Vontobel Financial Pr      9.30  9/25/2015    EUR    67.72
Lehman Brothers Treas      0.01  9/20/2011    USD     4.75
Lehman Brothers Treas      4.10  8/23/2010    USD     4.75
Lehman Brothers Treas      5.12  4/30/2027    EUR     4.75
UBS AG                     8.50 12/29/2015    EUR    67.59
UBS AG                     7.25 12/29/2015    EUR    67.27
UBS AG                     6.50 12/29/2015    EUR    35.82
UBS AG                     5.75  3/29/2016    EUR    41.90
UBS AG                     4.75  9/25/2015    EUR    49.44
UBS AG                     4.50  6/24/2016    EUR    50.79
UBS AG                    10.75 12/29/2015    EUR    66.46
UBS AG                    14.75  9/25/2015    EUR    52.43
UBS AG                    14.75  6/24/2016    EUR    59.59
UBS AG                    13.25  9/25/2015    EUR    31.22
UBS AG                     6.00  6/24/2016    EUR    50.54
HSBC Bank PLC              0.50  5/29/2020    IDR    60.62
Leonteq Securities AG     10.58   2/3/2017    USD    65.77
Societe Generale SA        0.50  6/12/2023    RUB    40.86
DZ Bank AG Deutsche Z      5.75  10/9/2015    EUR    73.93
DZ Bank AG Deutsche Z      6.25  10/9/2015    EUR    64.93
UBS AG                     9.50 12/22/2017    EUR    62.49
UBS AG                     5.50 12/23/2016    EUR    66.72
UBS AG                    11.75  6/24/2016    EUR    74.62
UBS AG                    20.50  6/24/2016    EUR    55.98
UBS AG                    12.00 12/23/2016    EUR    71.98
UBS AG                    11.75 12/22/2017    EUR    74.23
UBS AG                    17.00  6/24/2016    EUR    65.57
UBS AG                     7.00 12/22/2017    EUR    64.98
UBS AG                     6.75 12/23/2016    EUR    64.25
UBS AG                    20.00  3/29/2016    EUR    70.71
UBS AG                     6.00 12/23/2016    EUR    49.35
UBS AG                    12.25  3/29/2016    EUR    73.87
UBS AG                    12.75  6/24/2016    EUR    72.80
UBS AG                    12.25 12/23/2016    EUR    69.13
UBS AG                    13.00 12/23/2016    EUR    67.95
UBS AG                    11.75 12/22/2017    EUR    72.09
UBS AG                    20.25  3/29/2016    EUR    60.40
UBS AG                    13.25  3/29/2016    EUR    71.72
UBS AG                    24.25 12/29/2015    EUR    48.81
UBS AG                    12.75 12/23/2016    EUR    73.43
UBS AG                    18.75  6/24/2016    EUR    62.86
UBS AG                     8.00 12/22/2017    EUR    64.23
UBS AG                     8.75 12/22/2017    EUR    63.22
UBS AG                     4.00 12/23/2016    EUR    54.35
UBS AG                     4.50 12/23/2016    EUR    52.89
UBS AG                     5.50 12/22/2017    EUR    68.69
UBS AG                     4.75 12/22/2017    EUR    71.14
UBS AG                    12.50 12/23/2016    EUR    56.73
UBS AG                    10.25 12/22/2017    EUR    61.99
UBS AG                     9.00 12/23/2016    EUR    60.18
UBS AG                    11.75 12/22/2017    EUR    61.61
UBS AG                    10.25 12/23/2016    EUR    58.85
UBS AG                    13.00 12/22/2017    EUR    74.52
UBS AG                    18.50 12/29/2015    EUR    56.00
UBS AG                    20.00 12/29/2015    EUR    74.11
UBS AG                    12.50 12/29/2015    EUR    65.06
UBS AG                     5.75  9/25/2015    EUR    66.35
UBS AG                     4.50 12/29/2015    EUR    72.51
UBS AG                     8.00  9/25/2015    EUR    57.34
UBS AG                    22.75  9/25/2015    EUR    71.92
UBS AG                    11.00 12/29/2015    EUR    72.01
UBS AG                     5.25  9/25/2015    EUR    69.74
UBS AG                     4.50  9/25/2015    EUR    74.12
UBS AG                    20.75 12/29/2015    EUR    52.47
UBS AG                    14.50 12/29/2015    EUR    70.67
UBS AG                    12.25 12/29/2015    EUR    68.58
UBS AG                    16.50  9/25/2015    EUR    60.11
Societe Generale SA        0.50  4/30/2023    RUB    41.50
UBS AG                    13.50  9/25/2015    EUR    66.79
UBS AG                     9.50 12/29/2015    EUR    73.10
UBS AG                    19.75 12/29/2015    EUR    58.66
UBS AG                    20.50 12/29/2015    EUR    50.27
UBS AG                    19.75 12/29/2015    EUR    54.18
UBS AG                    23.00  9/25/2015    EUR    46.88
UBS AG                    22.75 12/29/2015    EUR    53.14
UBS AG                    13.50 12/29/2015    EUR    65.46
UBS AG                     6.50  9/25/2015    EUR    63.05
UBS AG                     5.25 12/29/2015    EUR    68.28
UBS AG                    24.25  9/25/2015    EUR    59.60
UBS AG                    22.75 12/29/2015    EUR    61.39
UBS AG                     5.75 12/29/2015    EUR    65.57
UBS AG                     7.75 12/29/2015    EUR    57.38
UBS AG                    12.25  9/25/2015    EUR    67.85
UBS AG                     9.75  9/25/2015    EUR    52.28
UBS AG                    18.00  9/25/2015    EUR    63.83
UBS AG                    11.25 12/29/2015    EUR    67.99
UBS AG                    10.00  9/25/2015    EUR    73.66
UBS AG                     6.50 12/29/2015    EUR    62.60
UBS AG                    14.75  9/25/2015    EUR    41.85
UBS AG                    11.75 12/29/2015    EUR    72.70
UBS AG                     7.00 12/29/2015    EUR    65.17
UBS AG                     9.75  9/25/2015    EUR    54.98
UBS AG                    24.25  9/25/2015    EUR    32.06
UBS AG                    12.75 12/29/2015    EUR    74.91
UBS AG                    22.25 12/29/2015    EUR    56.64
UBS AG                    21.25 12/29/2015    EUR    62.80
UBS AG                    18.25  9/25/2015    EUR    67.13
UBS AG                    12.00 12/29/2015    EUR    50.65
UBS AG                    23.25  9/25/2015    EUR    64.69
UBS AG                    22.25 12/29/2015    EUR    55.66
UBS AG                    24.75  9/25/2015    EUR    45.27
UBS AG                    18.00 12/29/2015    EUR    73.93
UBS AG                    23.25  9/25/2015    EUR    64.63
UBS AG                    22.50  9/25/2015    EUR    62.33
UBS AG                    19.50 12/29/2015    EUR    65.11
UBS AG                    16.50  9/25/2015    EUR    54.65
UBS AG                     5.25  9/25/2015    EUR    73.28
UBS AG                    23.50  9/25/2015    EUR    26.07
UBS AG                    22.75  9/25/2015    EUR    56.67
UBS AG                     6.25 12/29/2015    EUR    67.72
UBS AG                    17.00  9/25/2015    EUR    68.00
UBS AG                    14.00  9/25/2015    EUR    67.89
UBS AG                    11.00  9/25/2015    EUR    65.06
UBS AG                    24.50  9/25/2015    EUR    55.78
UBS AG                    21.75 12/29/2015    EUR    60.69
UBS AG                    16.25 12/29/2015    EUR    67.05
UBS AG                    15.25 12/29/2015    EUR    70.06
UBS AG                    15.25 12/29/2015    EUR    74.07
UBS AG                    18.50  9/25/2015    EUR    65.83
UBS AG                    20.00 12/29/2015    EUR    59.23
UBS AG                    24.00 12/29/2015    EUR    61.68
UBS AG                    21.50 12/29/2015    EUR    67.37
UBS AG                    23.25 12/29/2015    EUR    63.43
UBS AG                    20.00  9/25/2015    EUR    72.68
UBS AG                    17.00 12/29/2015    EUR    70.15
UBS AG                    20.75 12/29/2015    EUR    66.40
UBS AG                     5.75 12/29/2015    EUR    70.56
UBS AG                    15.00 12/29/2015    EUR    71.02
UBS AG                    17.50  9/25/2015    EUR    40.51
UBS AG                    24.25  9/25/2015    EUR    59.22
UBS AG                    12.50 12/29/2015    EUR    61.79
UBS AG                     9.50 12/29/2015    EUR    56.80
UBS AG                    23.00 12/29/2015    EUR    47.79
UBS AG                    16.50  9/25/2015    EUR    71.10
UBS AG                    11.25 12/29/2015    EUR    64.13
UBS AG                     5.25 12/29/2015    EUR    73.66
Barclays Bank PLC          4.17   1/5/2017    EUR    29.51
Barclays Bank PLC          4.17   1/5/2017    EUR    42.32
LBBW                       3.25  6/23/2017    EUR    68.04
Lehman Brothers Treas      2.50 12/15/2011    GBP     4.75
Lehman Brothers Treas      4.00 11/24/2016    EUR     4.75
Lehman Brothers Treas     11.00 12/19/2011    USD     4.75
Province of Teramo It      0.15 12/30/2030    EUR    69.69
Province of Brescia I      0.52 12/22/2036    EUR    64.53
Lehman Brothers Treas      6.00 12/30/2017    EUR     4.75
Immigon Portfolioabba      5.10   7/5/2022    EUR    47.13
Lehman Brothers Treas     13.00  7/25/2012    EUR     4.75
Lehman Brothers Treas     10.00   8/2/2037    JPY     4.75
Lehman Brothers Treas      2.50  8/23/2012    GBP     4.75
Sparebanken Din            2.41               NOK    73.94
Drangedal Sparebank        2.35               NOK    71.34
Lehman Brothers Treas      3.00  8/13/2011    EUR     4.75
Lehman Brothers Treas      6.00  9/20/2011    EUR     4.75
Lehman Brothers Treas      4.60  11/9/2011    EUR    22.25
Lehman Brothers Treas      4.80 11/16/2012    HKD     4.75
Lehman Brothers Treas      5.50 11/30/2012    CZK     4.75
Lehman Brothers Treas      6.00 10/30/2012    USD     4.75
Lehman Brothers Treas     16.00  10/8/2008    CHF     4.75
Immigon Portfolioabba      5.23  12/5/2022    EUR    45.25
Lehman Brothers Treas      3.00  12/3/2012    EUR     4.75
Lehman Brothers Treas      8.80 12/27/2009    EUR     4.75
Glitnir HF                 7.32 12/19/2012    USD    27.13
Lehman Brothers Treas     11.00 12/20/2017    AUD     4.75
Lehman Brothers Treas     11.00 12/20/2017    AUD     4.75
Immigon Portfolioabba      5.25 12/20/2022    EUR    45.13
Lehman Brothers Treas      4.00   1/4/2011    USD     4.75
Lehman Brothers Treas      0.50 12/20/2017    AUD     4.75
Lehman Brothers Treas      0.50 12/20/2017    AUD    16.25
Lehman Brothers Treas      0.50 12/20/2017    AUD     4.75
Lehman Brothers Treas      0.50 12/20/2017    AUD     4.75
Lehman Brothers Treas      0.50 12/20/2017    AUD     4.75
Lehman Brothers Treas      9.30 12/21/2010    EUR     4.75
Province of Milan Ita      0.05 12/20/2042    EUR    53.33
Lehman Brothers Treas      8.00 12/31/2010    USD     4.75
Lehman Brothers Treas      0.50 12/20/2017    USD     4.75
Lehman Brothers Treas      0.50 12/20/2017    USD     4.75
Lehman Brothers Treas      0.50 12/20/2017    USD     4.75
Lehman Brothers Treas      0.50 12/20/2017    USD     4.75
Lehman Brothers Treas      5.38   2/4/2014    USD     4.75
Lehman Brothers Treas     11.00  2/16/2009    CHF     4.75
Leonteq Securities AG      7.28  1/29/2016    EUR    73.80
LBBW                       3.55  6/23/2017    EUR    64.71
UBS AG                     8.50  3/29/2016    EUR    59.45
UBS AG                    24.00 12/29/2015    EUR    46.73
UBS AG                    19.25  3/29/2016    EUR    53.77
UBS AG                    19.75  6/24/2016    EUR    54.57
UBS AG                    18.00  6/24/2016    EUR    56.55
UBS AG                    17.50  3/29/2016    EUR    68.47
UBS AG                    10.00  3/29/2016    EUR    56.66
UBS AG                    25.00  9/25/2015    EUR    65.39
UBS AG                     4.50  6/24/2016    EUR    53.02
UBS AG                    17.50  6/24/2016    EUR    38.20
UBS AG                    21.75  3/29/2016    EUR    33.94
UBS AG                    24.50  9/25/2015    EUR    52.40
UBS AG                    24.50 12/29/2015    EUR    52.06
UBS AG                    22.00 12/29/2015    EUR    52.15
UBS AG                    19.75  3/29/2016    EUR    56.59
UBS AG                    22.50 12/29/2015    EUR    61.86
UBS AG                    11.75  6/24/2016    EUR    73.29
UBS AG                    24.75  9/25/2015    EUR    45.99
UBS AG                    23.75 12/29/2015    EUR    42.99
UBS AG                    19.75  6/24/2016    EUR    74.82
UBS AG                    22.25  3/29/2016    EUR    43.73
UBS AG                    20.00 12/29/2015    EUR    47.27
UBS AG                     6.75  3/29/2016    EUR    47.14
UBS AG                    24.50  9/25/2015    EUR    69.92
UBS AG                    22.75  9/25/2015    EUR    42.52
UBS AG                    22.50 12/29/2015    EUR    71.46
UBS AG                     6.00  3/29/2016    EUR    48.56
UBS AG                    21.25  3/29/2016    EUR    56.23
UBS AG                     8.75  3/29/2016    EUR    43.51
UBS AG                     5.00  6/24/2016    EUR    51.22
UBS AG                    25.00 12/29/2015    EUR    38.77
UBS AG                    25.00  9/25/2015    EUR    48.06
UBS AG                    14.00  3/29/2016    EUR    68.12
UBS AG                    23.00 12/29/2015    EUR    49.77
UBS AG                    12.25  6/24/2016    EUR    74.33
UBS AG                    24.25 12/29/2015    EUR    54.43
UBS AG                     6.25  6/24/2016    EUR    48.31
UBS AG                    16.50  6/24/2016    EUR    38.69
UBS AG                    13.00  6/24/2016    EUR    70.33
UBS AG                     4.75  6/24/2016    EUR    68.63
UBS AG                    14.00  6/24/2016    EUR    67.58
UBS AG                     8.50  3/29/2016    EUR    73.55
UBS AG                    21.25  3/29/2016    EUR    51.42
UBS AG                     8.50  6/24/2016    EUR    73.97
UBS AG                     7.25  6/24/2016    EUR    61.64
UBS AG                    15.50  6/24/2016    EUR    72.32
UBS AG                     6.00  6/24/2016    EUR    64.91
UBS AG                    16.75  6/24/2016    EUR    49.59
UBS AG                     4.75  3/29/2016    EUR    51.99
UBS AG                    24.50 12/29/2015    EUR    29.14
UBS AG                     6.75  6/24/2016    EUR    46.97
UBS AG                     4.25  3/29/2016    EUR    54.04
UBS AG                    21.00  3/29/2016    EUR    73.25
UBS AG                     9.50  3/29/2016    EUR    70.66
UBS AG                    13.50  6/24/2016    EUR    40.16
UBS AG                    23.50 12/29/2015    EUR    33.09
UBS AG                     5.25  3/29/2016    EUR    50.13
UBS AG                    21.75 12/29/2015    EUR    49.52
UBS AG                    22.50 12/29/2015    EUR    70.70
UBS AG                    12.50  3/29/2016    EUR    73.85
UBS AG                    23.75 12/29/2015    EUR    68.60
UBS AG                    18.75  3/29/2016    EUR    58.40
UBS AG                    11.50  6/24/2016    EUR    41.46
UBS AG                    17.25  6/24/2016    EUR    61.53
UBS AG                     4.25  3/29/2016    EUR    70.77
UBS AG                     5.50  3/29/2016    EUR    66.42
UBS AG                    13.25  3/29/2016    EUR    52.36
UBS AG                    13.00  6/24/2016    EUR    53.12
UBS AG                    12.75  3/29/2016    EUR    71.48
UBS AG                    21.50  3/29/2016    EUR    59.22
UBS AG                    23.75 12/29/2015    EUR    54.11
UBS AG                     9.50  6/24/2016    EUR    71.47
UBS AG                     7.00  3/29/2016    EUR    62.69
UBS AG                    10.25  6/24/2016    EUR    56.78
UBS AG                     8.75  6/24/2016    EUR    59.00
UBS AG                    10.25  6/24/2016    EUR    42.69
UBS AG                    11.75  6/24/2016    EUR    54.93
UBS AG                    16.25  6/24/2016    EUR    63.32
UBS AG                    11.75  3/29/2016    EUR    54.40
UBS AG                     5.75  6/24/2016    EUR    49.78
UBS AG                    13.25  6/24/2016    EUR    63.70
LBBW                       4.00  2/26/2016    EUR    51.21
LBBW                       5.00  2/26/2016    EUR    48.53
LBBW                       3.00  2/26/2016    EUR    72.13
LBBW                       4.00  2/26/2016    EUR    68.24
LBBW                       5.00  2/26/2016    EUR    65.17
UBS AG                     7.00  6/24/2016    EUR    42.68
UBS AG                    13.25 12/29/2015    EUR    52.51
UBS AG                     8.75  9/25/2015    EUR    66.17
UBS AG                    10.25  3/29/2016    EUR    48.28
UBS AG                     5.75  6/24/2016    EUR    47.88
UBS AG                     6.75  9/25/2015    EUR    44.12
UBS AG                     5.25 12/29/2015    EUR    51.57
UBS AG                     6.50  3/29/2016    EUR    37.46
UBS AG                     6.75  9/25/2015    EUR    72.55
UBS AG                     5.50  3/29/2016    EUR    51.15
UBS AG                    11.75  6/24/2016    EUR    45.76
HSBC Bank PLC              0.50  7/30/2019    IDR    65.29
Lehman Brothers Treas      0.25 10/19/2012    CHF     4.75
Lehman Brothers Treas      1.68   3/5/2015    EUR     4.75
Lehman Brothers Treas     13.50 11/28/2008    USD     4.75
Lehman Brothers Treas      9.00  5/15/2022    USD     4.75
Lehman Brothers Treas      6.75   4/5/2012    EUR     4.75
Lehman Brothers Treas      7.39   5/4/2017    USD     4.75
Lehman Brothers Treas      4.25  5/15/2010    EUR     4.75
Lehman Brothers Treas      3.35 10/13/2016    EUR     4.75
Immigon Portfolioabba      4.80   5/9/2025    EUR    33.75
Lehman Brothers Treas      6.00  5/23/2018    CZK     4.75
Notenstein Privatbank      7.40 10/31/2016    CHF    43.71
LBBW                       5.00 10/23/2015    EUR    62.70
LBBW                       3.50 10/23/2015    EUR    53.34
LBBW                       4.50 10/23/2015    EUR    49.37
LBBW                       5.50 10/23/2015    EUR    46.55
LBBW                       4.00 10/23/2015    EUR    71.22
LBBW                       5.00 10/23/2015    EUR    67.04
LBBW                       3.30 12/23/2016    EUR    54.66
UBS AG                    14.25  9/25/2015    EUR    34.18
UBS AG                    14.75 12/29/2015    EUR    73.09
UBS AG                    13.50 12/29/2015    EUR    71.31
UBS AG                     7.50  9/25/2015    EUR    45.89
UBS AG                     6.75  9/25/2015    EUR    47.87
UBS AG                     5.25  9/25/2015    EUR    52.11
UBS AG                     4.50  9/25/2015    EUR    54.71
UBS AG                     6.00  9/25/2015    EUR    50.04
UBS AG                     8.00 12/29/2015    EUR    50.56
UBS AG                     6.25 12/29/2015    EUR    63.72
UBS AG                     7.25 12/29/2015    EUR    56.39
UBS AG                     9.00 12/29/2015    EUR    50.82
UBS AG                     6.50 12/29/2015    EUR    56.20
UBS AG                     5.75 12/29/2015    EUR    63.60
UBS AG                     5.50 12/29/2015    EUR    74.87
Goldman Sachs & Co We      9.00 12/23/2015    EUR    73.24
Goldman Sachs & Co We      7.00  9/23/2015    EUR    70.78
Goldman Sachs & Co We      8.00  9/23/2015    EUR    67.29
Goldman Sachs & Co We     11.00  9/23/2015    EUR    59.02
Goldman Sachs & Co We      6.00 12/23/2015    EUR    66.31
Goldman Sachs & Co We      8.00 12/23/2015    EUR    58.60
Goldman Sachs & Co We      8.00 12/23/2015    EUR    64.82
Goldman Sachs & Co We      8.00  9/23/2015    EUR    56.09
Goldman Sachs & Co We      8.00  9/23/2015    EUR    58.58
Goldman Sachs & Co We      8.00  9/23/2015    EUR    56.36
Goldman Sachs & Co We     11.00  9/23/2015    EUR    55.85
Goldman Sachs & Co We     12.00  9/23/2015    EUR    52.41
Goldman Sachs & Co We      7.00 12/23/2015    EUR    47.34
Goldman Sachs & Co We      8.00 12/23/2015    EUR    56.96
Goldman Sachs & Co We     10.00 12/23/2015    EUR    51.79
Goldman Sachs & Co We      5.00 12/23/2015    EUR    65.01
Goldman Sachs & Co We      7.00 12/23/2015    EUR    62.44
Goldman Sachs & Co We     10.00 12/23/2015    EUR    53.57
Goldman Sachs & Co We      8.00 12/23/2015    EUR    61.63
UBS AG                     4.75 12/29/2015    EUR    72.89
UBS AG                     5.50 12/29/2015    EUR    69.04
UBS AG                     6.75 12/29/2015    EUR    62.21
Barclays Bank PLC         11.50 10/10/2018    SEK    61.21
LBBW                       3.20 11/25/2016    EUR    71.67
LBBW                       4.50  6/24/2016    EUR    41.69
Lehman Brothers Treas      8.00  3/21/2018    USD     4.75
Lehman Brothers Treas     11.75   3/1/2010    EUR     4.75
Lehman Brothers Treas      4.00  3/10/2011    EUR     4.75
Lehman Brothers Treas      7.05   4/8/2015    USD     4.75
Lehman Brothers Treas      9.50   4/1/2018    USD     4.75
Lehman Brothers Treas      6.00   3/4/2015    USD     4.75
Lehman Brothers Treas      7.15  3/21/2013    USD     4.75
Lehman Brothers Treas      7.50  2/14/2010    AUD     4.75
Lehman Brothers Treas      5.50  6/22/2010    USD    16.25
Lehman Brothers Treas     10.00 10/23/2008    USD     4.75
Glitnir HF                 5.31 12/24/2012    USD    27.13
Lehman Brothers Treas      6.60  5/23/2012    AUD     4.75
Lehman Brothers Treas      3.45  5/23/2013    USD     4.75
Lehman Brothers Treas     16.00 10/28/2008    USD     4.75
Lehman Brothers Treas      5.50  4/23/2014    EUR     4.75
Lehman Brothers Treas      5.00  2/15/2018    EUR     4.75
Lehman Brothers Treas      9.00   5/6/2011    CHF     4.75
Lehman Brothers Treas     16.00  11/9/2008    USD     4.75
Lehman Brothers Treas      9.75  6/22/2018    USD     4.75
Lehman Brothers Treas     10.00  5/22/2009    USD     4.75
Lehman Brothers Treas      4.60   8/1/2013    EUR     4.75
Lehman Brothers Treas      8.00  5/22/2009    USD     4.75
Lehman Brothers Treas     15.00   6/4/2009    CHF     4.75
Lehman Brothers Treas      7.60   3/4/2010    NZD     4.75
Lehman Brothers Treas     17.00   6/2/2009    USD     4.75
Lehman Brothers Treas     23.30  9/16/2008    USD     4.75
Lehman Brothers Treas      3.00   6/3/2010    EUR     4.75
Lehman Brothers Treas      7.25  6/20/2010    USD     4.75
Lehman Brothers Treas      7.00  9/20/2011    USD     4.75
UBS AG                    13.75  9/25/2015    EUR    54.45
UBS AG                     7.00  9/25/2015    EUR    53.92
UBS AG                     5.50  9/25/2015    EUR    62.91
UBS AG                     7.50  9/25/2015    EUR    50.33
UBS AG                     8.50  9/25/2015    EUR    43.14
UBS AG                     5.00  9/25/2015    EUR    58.07
UBS AG                     6.25  9/25/2015    EUR    58.06
UBS AG                     5.50  9/25/2015    EUR    50.33
UBS AG                     4.25  9/25/2015    EUR    58.07
UBS AG                     5.75  9/25/2015    EUR    63.01
UBS AG                     9.00  9/25/2015    EUR    54.01
UBS AG                     7.25  9/25/2015    EUR    58.16
UBS AG                    12.00  9/25/2015    EUR    71.77
UBS AG                    14.50  9/25/2015    EUR    74.45
UBS AG                    13.00  9/25/2015    EUR    74.21
UBS AG                    10.75  9/25/2015    EUR    50.40
UBS AG                    23.25  9/25/2015    EUR    63.97
UBS AG                     4.25  9/25/2015    EUR    68.71
UBS AG                    14.00 12/29/2015    EUR    68.48
UBS AG                    14.25  9/25/2015    EUR    71.13
UBS AG                    14.50  9/25/2015    EUR    44.47
DekaBank Deutsche Gir      4.05  5/13/2016    EUR    53.36
Immigon Portfolioabba      2.00  4/24/2020    EUR    52.38
UBS AG                    24.00  9/25/2015    EUR    71.24
UBS AG                    22.75 12/29/2015    EUR    43.15
UBS AG                    23.75  9/25/2015    EUR    41.54
UBS AG                    24.50  9/25/2015    EUR    44.62
Republika Srpska           1.50 12/22/2023    BAM    74.78
Lehman Brothers Treas      6.70  4/21/2011    USD     4.75
Immigon Portfolioabba      0.88  2/11/2019    EUR    59.13
Lehman Brothers Treas      3.00  9/12/2036    JPY    22.25
Lehman Brothers Treas     13.00 12/14/2012    USD     4.75
Lehman Brothers Treas      4.82 12/18/2036    EUR     4.75
Lehman Brothers Treas     10.00  6/17/2009    USD     4.75
Strommen Sparebank         2.40               NOK    46.68
Lehman Brothers Treas      0.50   6/2/2020    EUR     4.75
Lehman Brothers Treas     11.00   7/4/2011    USD     4.75
Lehman Brothers Treas     12.00   7/4/2011    EUR     4.75
Lehman Brothers Treas      5.50   7/8/2013    EUR     4.75
Lehman Brothers Treas     16.00 12/26/2008    USD     4.75
Lehman Brothers Treas     13.43   1/8/2009    ILS     4.75
Lehman Brothers Treas      0.50   7/2/2020    EUR     4.75
Lehman Brothers Treas      7.75   1/3/2012    AUD     4.75
Lehman Brothers Treas      3.10   6/4/2010    USD     4.75
Lehman Brothers Treas     13.15 10/30/2008    USD     4.75
Lehman Brothers Treas      0.50   8/1/2020    EUR     4.75
Lehman Brothers Treas      6.00   8/7/2013    EUR     4.75
Lehman Brothers Treas      6.25   9/5/2011    EUR     4.75
Lehman Brothers Treas     16.80  8/21/2009    USD     4.75
Lehman Brothers Treas      8.00 12/27/2032    JPY     4.75
Lehman Brothers Treas      1.50   2/8/2012    CHF     4.75
Immigon Portfolioabba      0.80 10/15/2019    EUR    54.25
UBS AG                     8.00 12/29/2015    EUR    56.58
UBS AG                     6.75 12/29/2015    EUR    63.85
UBS AG                     9.75 12/29/2015    EUR    46.17
Goldman Sachs & Co We     11.00 12/23/2015    EUR    48.73
Landesbank Berlin AG       5.50  10/8/2015    EUR    44.94
UBS AG                     6.00 12/29/2015    EUR    65.43
Immigon Portfolioabba      2.15  3/25/2019    EUR    63.13
DZ Bank AG Deutsche Z      3.50  9/30/2016    EUR    46.93
Immigon Portfolioabba      4.20  2/22/2033    EUR    18.38
Vontobel Financial Pr      6.95 12/11/2015    EUR    54.81
Vontobel Financial Pr      6.00  9/25/2015    EUR    53.30
Vontobel Financial Pr      7.95 12/11/2015    EUR    74.57
Vontobel Financial Pr      3.95  3/11/2016    EUR    40.96
Vontobel Financial Pr      7.05  3/11/2016    EUR    37.50
Vontobel Financial Pr      7.70 12/11/2015    EUR    35.84
Deutsche Bank AG           5.20 12/22/2015    EUR    52.80
Deutsche Bank AG           5.20 12/22/2015    EUR    74.60
Deutsche Bank AG           7.20 12/22/2015    EUR    53.30
Deutsche Bank AG           7.20  9/22/2015    EUR    50.60
UBS AG                     9.00   7/3/2017    CHF    43.04
HSBC Trinkaus & Burkh      7.00  9/25/2015    EUR    52.63
HSBC Trinkaus & Burkh      8.50  9/25/2015    EUR    36.25
HSBC Trinkaus & Burkh     11.00  9/25/2015    EUR    74.97
HSBC Trinkaus & Burkh     15.00  9/25/2015    EUR    54.04
HSBC Trinkaus & Burkh     11.00  9/25/2015    EUR    70.90
HSBC Trinkaus & Burkh     12.50  9/25/2015    EUR    58.49
HSBC Trinkaus & Burkh     11.00  9/25/2015    EUR    67.08
Vontobel Financial Pr      5.40  9/25/2015    EUR    55.72
Vontobel Financial Pr      4.35 12/28/2015    EUR    54.59
HSBC Bank PLC              0.50   5/2/2018    IDR    74.75
HSBC Bank PLC              0.50  11/9/2018    IDR    70.59
DZ Bank AG Deutsche Z      5.60 12/21/2015    EUR    64.80
Commerzbank AG             5.00  7/22/2016    EUR    68.97
Commerzbank AG             5.00  7/22/2016    EUR    67.15
DZ Bank AG Deutsche Z      6.50  9/23/2016    EUR    60.20
DZ Bank AG Deutsche Z      6.00  8/26/2016    EUR    69.96
Vontobel Financial Pr      7.00  8/26/2016    EUR    68.63
DZ Bank AG Deutsche Z      7.00  3/21/2016    EUR    69.33
DZ Bank AG Deutsche Z      8.40  3/21/2016    EUR    68.85
DZ Bank AG Deutsche Z      5.50  9/19/2016    EUR    66.88
DZ Bank AG Deutsche Z     10.00 12/21/2015    EUR    69.77
DZ Bank AG Deutsche Z      6.00 12/21/2015    EUR    65.85
Commerzbank AG             6.50  2/26/2016    EUR    54.30
Vontobel Financial Pr      7.00  3/29/2016    EUR    48.68
DZ Bank AG Deutsche Z      5.25  3/21/2016    EUR    58.90
DZ Bank AG Deutsche Z      5.50  6/20/2016    EUR    57.38
DZ Bank AG Deutsche Z      6.00  3/21/2016    EUR    46.62
DZ Bank AG Deutsche Z      6.70  9/21/2015    EUR    66.33
DZ Bank AG Deutsche Z      5.70 12/21/2015    EUR    61.37
DZ Bank AG Deutsche Z      5.60  3/21/2016    EUR    61.28
DZ Bank AG Deutsche Z      6.50 12/21/2015    EUR    74.63
DZ Bank AG Deutsche Z      7.30 12/21/2015    EUR    49.97
DZ Bank AG Deutsche Z      5.90  3/21/2016    EUR    50.96
DZ Bank AG Deutsche Z      6.70  3/21/2016    EUR    50.39
DZ Bank AG Deutsche Z      7.80  6/20/2016    EUR    50.96
DZ Bank AG Deutsche Z      5.50  6/20/2016    EUR    61.18
DZ Bank AG Deutsche Z      6.00  6/20/2016    EUR    60.44
Vontobel Financial Pr     28.60  3/29/2016    EUR    70.08
Vontobel Financial Pr     21.65  3/29/2016    EUR    73.34
Vontobel Financial Pr     24.70  3/29/2016    EUR    73.71
Vontobel Financial Pr      7.00  3/29/2016    EUR    72.96
Commerzbank AG             6.50  2/26/2016    EUR    62.64
Commerzbank AG             6.00  2/26/2016    EUR    51.49
Goldman Sachs & Co We      5.00  6/22/2016    EUR    45.66
Goldman Sachs & Co We     15.00  9/23/2015    EUR    73.20
Goldman Sachs & Co We      8.00 11/25/2015    EUR    71.84
Goldman Sachs & Co We      8.00 12/23/2015    EUR    72.41
Goldman Sachs & Co We     10.00  1/20/2016    EUR    73.65
Goldman Sachs & Co We     12.00  1/20/2016    EUR    74.29
Goldman Sachs & Co We      6.00  2/24/2016    EUR    72.83
Goldman Sachs & Co We     11.00  2/24/2016    EUR    74.93
Goldman Sachs & Co We     11.00  2/24/2016    EUR    74.93
Goldman Sachs & Co We      7.00  3/23/2016    EUR    73.69
Goldman Sachs & Co We      7.00  6/22/2016    EUR    73.38
Goldman Sachs & Co We     24.00 12/23/2015    EUR    71.94
Goldman Sachs & Co We     24.00  1/20/2016    EUR    44.04
Goldman Sachs & Co We     25.00  9/23/2015    EUR    67.41
Goldman Sachs & Co We     18.00 12/23/2015    EUR    69.27
Goldman Sachs & Co We     23.00  1/20/2016    EUR    67.43
Goldman Sachs & Co We     18.00  2/24/2016    EUR    69.88
Goldman Sachs & Co We     15.00  3/23/2016    EUR    72.21
Goldman Sachs & Co We     19.00  3/23/2016    EUR    69.38
Goldman Sachs & Co We     17.00  6/22/2016    EUR    71.03
Vontobel Financial Pr      6.20 12/18/2015    EUR    70.20
Vontobel Financial Pr      8.40 12/11/2015    EUR    69.77
Vontobel Financial Pr      7.45  3/11/2016    EUR    71.26
Vontobel Financial Pr      5.90  3/11/2016    EUR    73.21
Vontobel Financial Pr      3.00  3/18/2016    EUR    65.99
Leonteq Securities AG     10.40   3/9/2016    USD    53.48
Commerzbank AG             9.50 10/22/2015    EUR    73.65
Commerzbank AG             8.50  2/25/2016    EUR    48.57
Commerzbank AG             7.50 11/26/2015    EUR    74.09
UniCredit Bank AG          4.80  3/24/2016    EUR    69.49
UniCredit Bank AG          4.60  3/24/2016    EUR    70.03
Landesbank Hessen-Thu      4.70   7/1/2016    EUR    56.20
UniCredit Bank AG          4.50  3/24/2016    EUR    71.31
Norddeutsche Landesba      3.50   7/1/2016    EUR    72.06
UniCredit Bank AG          5.00  3/24/2016    EUR    68.95
UniCredit Bank AG          6.00  3/24/2016    EUR    74.99
Credit Suisse AG/Nass      7.00  9/16/2016    CHF    48.76
UBS AG/London              7.25   3/4/2016    CHF    74.35
HSBC Trinkaus & Burkh     12.20  9/25/2015    EUR    65.56
HSBC Trinkaus & Burkh      9.90  9/25/2015    EUR    65.53
HSBC Trinkaus & Burkh      6.30  3/25/2016    EUR    64.93
HSBC Trinkaus & Burkh      6.00  9/25/2015    EUR    58.09
HSBC Trinkaus & Burkh      4.60  9/25/2015    EUR    58.07
HSBC Trinkaus & Burkh      4.60  3/25/2016    EUR    57.42
HSBC Trinkaus & Burkh      3.20  3/25/2016    EUR    56.71
HSBC Trinkaus & Burkh      7.10 12/28/2015    EUR    45.32
HSBC Trinkaus & Burkh      5.90  3/25/2016    EUR    46.47
HSBC Trinkaus & Burkh     11.10  9/25/2015    EUR    74.06
HSBC Trinkaus & Burkh      8.50  9/25/2015    EUR    74.02
HSBC Trinkaus & Burkh      7.80  3/25/2016    EUR    74.35
Leonteq Securities AG      9.00  3/16/2016    EUR    72.88
UniCredit Bank AG          4.00   7/4/2016    EUR    66.70
UniCredit Bank AG          6.21   7/4/2016    EUR    64.19
UniCredit Bank AG          6.00   7/4/2016    EUR    66.51
DZ Bank AG Deutsche Z      4.40  9/21/2015    EUR    67.92
DZ Bank AG Deutsche Z      4.20 12/21/2015    EUR    62.45
DZ Bank AG Deutsche Z      5.80  3/21/2016    EUR    59.67
DZ Bank AG Deutsche Z      7.90  9/21/2015    EUR    53.86
Credit Suisse AG/Nass      7.25  9/19/2016    EUR    68.56
DZ Bank AG Deutsche Z      8.25  6/24/2016    EUR    65.17
DZ Bank AG Deutsche Z      6.50 12/28/2015    EUR    70.19
DZ Bank AG Deutsche Z      6.75  3/29/2016    EUR    71.86
DZ Bank AG Deutsche Z      5.50  6/24/2016    EUR    74.65
DZ Bank AG Deutsche Z      7.75  6/24/2016    EUR    45.58
DZ Bank AG Deutsche Z      6.75 12/28/2015    EUR    71.05
DZ Bank AG Deutsche Z      7.00  6/24/2016    EUR    73.21
DZ Bank AG Deutsche Z      6.25 12/28/2015    EUR    66.64
DZ Bank AG Deutsche Z      6.75  3/29/2016    EUR    68.41
DZ Bank AG Deutsche Z      7.00  6/24/2016    EUR    68.26
Vontobel Financial Pr      9.00  6/24/2016    EUR    59.23
Vontobel Financial Pr      4.35  6/24/2016    EUR    63.76
Vontobel Financial Pr      8.95  3/29/2016    EUR    59.85
Vontobel Financial Pr      3.75  3/29/2016    EUR    65.74
Vontobel Financial Pr     10.65 12/28/2015    EUR    58.16
Vontobel Financial Pr     13.85  9/25/2015    EUR    57.13
Vontobel Financial Pr     10.80  6/24/2016    EUR    50.23
Vontobel Financial Pr     11.10  3/29/2016    EUR    49.55
Vontobel Financial Pr      6.65  6/24/2016    EUR    52.71
Vontobel Financial Pr      6.15  3/29/2016    EUR    52.88
Vontobel Financial Pr     11.50  9/25/2015    EUR    74.57
Goldman Sachs & Co We     23.00 12/23/2015    EUR    73.40
Goldman Sachs & Co We     21.00  1/20/2016    EUR    74.53
Goldman Sachs & Co We     18.00  3/23/2016    EUR    74.56
Goldman Sachs & Co We      5.00  4/20/2016    EUR    66.78
Goldman Sachs & Co We      7.00  4/20/2016    EUR    63.46
Goldman Sachs & Co We      9.00  4/20/2016    EUR    60.61
Goldman Sachs & Co We     12.00  4/20/2016    EUR    58.78
Goldman Sachs & Co We     19.00  4/20/2016    EUR    56.84
Goldman Sachs & Co We      5.00  9/21/2016    EUR    65.60
Goldman Sachs & Co We      7.00  9/21/2016    EUR    63.42
Goldman Sachs & Co We      9.00  9/21/2016    EUR    61.67
Goldman Sachs & Co We     16.00  9/21/2016    EUR    59.70
Goldman Sachs & Co We     13.00  9/21/2016    EUR    59.36
Goldman Sachs & Co We      5.00  4/20/2016    EUR    56.96
Goldman Sachs & Co We      6.00  4/20/2016    EUR    55.04
Goldman Sachs & Co We      7.00  4/20/2016    EUR    53.32
Goldman Sachs & Co We     15.00  4/20/2016    EUR    48.91
Goldman Sachs & Co We      8.00  4/20/2016    EUR    51.79
Goldman Sachs & Co We     19.00  4/20/2016    EUR    48.44
Goldman Sachs & Co We      5.00  9/21/2016    EUR    56.91
Goldman Sachs & Co We      6.00  9/21/2016    EUR    55.62
Goldman Sachs & Co We      7.00  9/21/2016    EUR    54.46
Goldman Sachs & Co We      8.00  9/21/2016    EUR    53.47
Goldman Sachs & Co We     10.00  9/21/2016    EUR    51.90
Goldman Sachs & Co We     14.00  9/21/2016    EUR    51.44
Goldman Sachs & Co We     16.00  9/21/2016    EUR    52.15
Goldman Sachs & Co We     14.00  4/20/2016    EUR    73.46
Goldman Sachs & Co We     18.00  4/20/2016    EUR    71.28
Goldman Sachs & Co We     14.00  9/21/2016    EUR    74.78
Goldman Sachs & Co We     15.00  4/20/2016    EUR    73.38
Goldman Sachs & Co We     19.00  4/20/2016    EUR    70.86
Goldman Sachs & Co We     15.00  9/21/2016    EUR    73.30
DZ Bank AG Deutsche Z      5.25  3/29/2016    EUR    74.01
DZ Bank AG Deutsche Z      4.40 12/21/2015    EUR    63.70
DZ Bank AG Deutsche Z      4.80  3/21/2016    EUR    62.64
DZ Bank AG Deutsche Z      6.00 12/21/2015    EUR    54.17
DZ Bank AG Deutsche Z      4.50 12/21/2015    EUR    53.80
DZ Bank AG Deutsche Z      6.00  3/21/2016    EUR    55.53
DZ Bank AG Deutsche Z      4.75  3/21/2016    EUR    54.91
DZ Bank AG Deutsche Z      6.75  6/20/2016    EUR    54.80
DZ Bank AG Deutsche Z      5.50  6/20/2016    EUR    53.87
DZ Bank AG Deutsche Z      7.00  6/20/2016    EUR    73.85
DZ Bank AG Deutsche Z      7.00 12/21/2015    EUR    72.69
DZ Bank AG Deutsche Z      7.25  3/21/2016    EUR    73.49
DZ Bank AG Deutsche Z      7.00  6/20/2016    EUR    74.71
DZ Bank AG Deutsche Z      6.50 12/21/2015    EUR    66.45
DZ Bank AG Deutsche Z      6.75  3/21/2016    EUR    68.14
DZ Bank AG Deutsche Z      7.25  6/20/2016    EUR    68.26
Zurcher Kantonalbank       7.93  3/29/2016    EUR    72.54
LBBW                       3.00  8/26/2016    EUR    71.16
LBBW                       4.00  8/26/2016    EUR    70.05
LBBW                       5.00  8/26/2016    EUR    69.49
LBBW                       3.00  8/26/2016    EUR    67.81
LBBW                       4.00  8/26/2016    EUR    66.75
LBBW                       5.00  8/26/2016    EUR    65.77
Vontobel Financial Pr     21.40  9/23/2016    EUR    71.33
Vontobel Financial Pr      9.00 12/23/2016    EUR    71.37
Vontobel Financial Pr      7.10 12/23/2016    EUR    72.10
Vontobel Financial Pr     11.15 12/23/2016    EUR    71.18
Vontobel Financial Pr     13.30 12/23/2016    EUR    71.19
Vontobel Financial Pr      9.80  6/24/2016    EUR    63.52
Vontobel Financial Pr      9.35  9/23/2016    EUR    65.25
Vontobel Financial Pr      6.65 12/23/2016    EUR    67.90
UBS AG                     5.50  9/23/2016    EUR    72.02
Vontobel Financial Pr      8.50  3/29/2016    EUR    67.88
Vontobel Financial Pr     13.55  6/24/2016    EUR    74.24
Vontobel Financial Pr      8.45  9/23/2016    EUR    68.45
Vontobel Financial Pr      7.55 12/23/2016    EUR    68.84
Vontobel Financial Pr     10.20 12/23/2016    EUR    66.75
Goldman Sachs & Co We      5.00  7/20/2016    EUR    74.68
Goldman Sachs & Co We      8.00  9/21/2016    EUR    73.20
Goldman Sachs & Co We      7.00 12/21/2016    EUR    73.68
Goldman Sachs & Co We     23.00 12/23/2015    EUR    62.94
Goldman Sachs & Co We      8.00  4/20/2016    EUR    67.66
Goldman Sachs & Co We      7.00  6/22/2016    EUR    69.10
Goldman Sachs & Co We     21.00  3/23/2016    EUR    64.58
Goldman Sachs & Co We     16.00  3/23/2016    EUR    64.95
Goldman Sachs & Co We     22.00  6/22/2016    EUR    66.15
Goldman Sachs & Co We      7.00  7/20/2016    EUR    69.47
Goldman Sachs & Co We     20.00  7/20/2016    EUR    66.15
Goldman Sachs & Co We     21.00  8/24/2016    EUR    66.82
UBS AG                     5.50  6/24/2016    EUR    71.33
DZ Bank AG Deutsche Z      6.00 12/23/2016    EUR    72.59
DZ Bank AG Deutsche Z      7.50  6/24/2016    EUR    69.94
DZ Bank AG Deutsche Z     11.25  6/24/2016    EUR    74.69
WGZ-Bank AG Westdeuts      6.50  9/29/2016    EUR    74.15
DZ Bank AG Deutsche Z      7.30  3/21/2016    EUR    74.42
DZ Bank AG Deutsche Z      5.70  6/20/2016    EUR    74.29
DZ Bank AG Deutsche Z      6.70  6/20/2016    EUR    73.82
DZ Bank AG Deutsche Z      5.00  9/19/2016    EUR    74.40
DZ Bank AG Deutsche Z      5.80  9/19/2016    EUR    74.02
DZ Bank AG Deutsche Z      6.50 12/19/2016    EUR    74.86
Zurcher Kantonalbank       6.82  2/19/2016    EUR    49.33
Bank Julius Baer & Co      8.40  2/19/2016    EUR    67.85
Leonteq Securities AG     11.80  2/17/2016    USD    58.74
DZ Bank AG Deutsche Z     14.00  9/25/2015    EUR    63.72
DZ Bank AG Deutsche Z      9.75 12/28/2015    EUR    63.07
DZ Bank AG Deutsche Z      5.25  2/26/2016    EUR    68.93
DZ Bank AG Deutsche Z      9.50  2/26/2016    EUR    64.34
DZ Bank AG Deutsche Z      7.50  3/29/2016    EUR    64.06
DZ Bank AG Deutsche Z      9.25  6/24/2016    EUR    64.55
DZ Bank AG Deutsche Z      7.00  2/26/2016    EUR    56.43
DZ Bank AG Deutsche Z     11.50  2/26/2016    EUR    53.04
DZ Bank AG Deutsche Z      6.75  3/29/2016    EUR    72.98
DZ Bank AG Deutsche Z      6.50  6/24/2016    EUR    71.50
DZ Bank AG Deutsche Z      5.75  3/29/2016    EUR    50.96
DZ Bank AG Deutsche Z      7.25 12/28/2015    EUR    63.80
DZ Bank AG Deutsche Z      8.00  6/24/2016    EUR    62.75
DZ Bank AG Deutsche Z      6.75  6/24/2016    EUR    48.97
Vontobel Financial Pr     15.30  9/25/2015    EUR    49.26
Vontobel Financial Pr     12.15 12/28/2015    EUR    50.79
JP Morgan Structured       5.70  2/18/2016    EUR    56.19
Vontobel Financial Pr     14.20  9/25/2015    EUR    71.92
Vontobel Financial Pr     11.55 12/28/2015    EUR    71.75
DZ Bank AG Deutsche Z      7.00  9/21/2015    EUR    66.02
DZ Bank AG Deutsche Z      6.50 12/21/2015    EUR    61.17
DZ Bank AG Deutsche Z      6.50  3/21/2016    EUR    62.46
DZ Bank AG Deutsche Z      5.90  9/21/2015    EUR    74.81
DZ Bank AG Deutsche Z      5.10 12/21/2015    EUR    68.61
DZ Bank AG Deutsche Z      7.30 12/21/2015    EUR    65.69
DZ Bank AG Deutsche Z      6.50  3/21/2016    EUR    66.65
DZ Bank AG Deutsche Z      3.00 12/18/2015    EUR    73.10
DekaBank Deutsche Gir      5.30 12/22/2015    EUR    68.55
Vontobel Financial Pr      5.50 12/28/2015    EUR    61.01
Vontobel Financial Pr      5.65  9/25/2015    EUR    61.36
Vontobel Financial Pr      7.50  3/29/2016    EUR    46.71
Vontobel Financial Pr      5.50  3/29/2016    EUR    74.40
Goldman Sachs & Co We      5.00 11/25/2015    EUR    48.28
Goldman Sachs & Co We      6.00 11/25/2015    EUR    71.20
Goldman Sachs & Co We     25.00 11/25/2015    EUR    72.99
UBS AG/London             10.75  2/18/2016    CHF    59.84
UBS AG/London             13.50  2/18/2016    CHF    54.59
Vontobel Financial Pr     12.00 10/23/2015    EUR    59.76
Landesbank Hessen-Thu      4.70  6/20/2016    EUR    67.20
Vontobel Financial Pr     11.45 12/28/2015    EUR    68.03
Vontobel Financial Pr     14.20  9/25/2015    EUR    67.93
Bank Julius Baer & Co     10.00  2/26/2016    EUR    73.25
HSBC Trinkaus & Burkh      8.00  9/25/2015    EUR    67.94
HSBC Trinkaus & Burkh      7.10 12/28/2015    EUR    66.52
HSBC Trinkaus & Burkh      6.80  3/25/2016    EUR    67.42
HSBC Trinkaus & Burkh      9.50  6/24/2016    EUR    63.90
HSBC Trinkaus & Burkh      6.00  6/24/2016    EUR    67.21
HSBC Trinkaus & Burkh     11.60 11/27/2015    EUR    61.68
HSBC Trinkaus & Burkh      9.90  2/26/2016    EUR    63.56
HSBC Trinkaus & Burkh      8.50  9/25/2015    EUR    56.81
HSBC Trinkaus & Burkh      7.80 12/28/2015    EUR    54.22
HSBC Trinkaus & Burkh     12.20  3/25/2016    EUR    51.66
HSBC Trinkaus & Burkh     10.20  6/24/2016    EUR    53.18
HSBC Trinkaus & Burkh      6.40  6/24/2016    EUR    56.71
HSBC Trinkaus & Burkh      6.20 10/23/2015    EUR    55.17
HSBC Trinkaus & Burkh     12.60 11/27/2015    EUR    49.79
HSBC Trinkaus & Burkh      6.10 11/27/2015    EUR    55.51
HSBC Trinkaus & Burkh      6.00  1/22/2016    EUR    56.37
HSBC Trinkaus & Burkh     10.90  2/26/2016    EUR    52.09
HSBC Trinkaus & Burkh      6.00  2/26/2016    EUR    56.81
HSBC Trinkaus & Burkh     19.00  9/25/2015    EUR    66.70
HSBC Trinkaus & Burkh     14.80 12/28/2015    EUR    67.66
HSBC Trinkaus & Burkh     12.60  3/25/2016    EUR    69.81
HSBC Trinkaus & Burkh     10.20 11/27/2015    EUR    72.08
HSBC Trinkaus & Burkh      9.10  2/26/2016    EUR    73.90
HSBC Trinkaus & Burkh     19.60  9/25/2015    EUR    65.52
HSBC Trinkaus & Burkh     15.20 12/28/2015    EUR    66.95
HSBC Trinkaus & Burkh     12.80  3/25/2016    EUR    69.09
HSBC Trinkaus & Burkh     11.20  3/25/2016    EUR    70.84
HSBC Trinkaus & Burkh     11.50 11/27/2015    EUR    70.03
HSBC Trinkaus & Burkh      9.90  2/26/2016    EUR    71.82
HSBC Trinkaus & Burkh     12.30 10/23/2015    EUR    74.22
DZ Bank AG Deutsche Z      7.00  2/26/2016    EUR    57.22
DZ Bank AG Deutsche Z      5.00  2/26/2016    EUR    70.06
Vontobel Financial Pr      7.50  3/29/2016    EUR    74.86
Vontobel Financial Pr      8.30  3/29/2016    EUR    64.92
DZ Bank AG Deutsche Z      6.25  3/21/2016    EUR    60.14
DZ Bank AG Deutsche Z      7.00  6/20/2016    EUR    59.19
DZ Bank AG Deutsche Z      6.25  6/20/2016    EUR    58.63
DZ Bank AG Deutsche Z      6.50  6/20/2016    EUR    48.71
DZ Bank AG Deutsche Z      7.50  6/20/2016    EUR    49.45
DZ Bank AG Deutsche Z      7.40  9/21/2015    EUR    69.69
DZ Bank AG Deutsche Z      6.00  3/21/2016    EUR    64.25
DZ Bank AG Deutsche Z      5.40  6/20/2016    EUR    65.66
DZ Bank AG Deutsche Z      6.30  6/20/2016    EUR    64.46
DZ Bank AG Deutsche Z      6.80  6/20/2016    EUR    63.66
DZ Bank AG Deutsche Z      6.90  6/20/2016    EUR    54.68
DZ Bank AG Deutsche Z      7.90  6/20/2016    EUR    53.79
DZ Bank AG Deutsche Z      8.60  6/20/2016    EUR    53.29
DZ Bank AG Deutsche Z      4.00 12/18/2015    EUR    70.62
Bank Julius Baer & Co     12.90   3/4/2016    USD    57.50
Bank Julius Baer & Co     11.50   3/4/2016    USD    50.60
HSBC Trinkaus & Burkh      6.80  3/25/2016    EUR    64.92
HSBC Trinkaus & Burkh      6.00  6/24/2016    EUR    65.44
HSBC Trinkaus & Burkh      8.10  3/25/2016    EUR    53.63
HSBC Trinkaus & Burkh      7.00  6/24/2016    EUR    55.16
HSBC Trinkaus & Burkh     20.20  9/25/2015    EUR    73.33
HSBC Trinkaus & Burkh     15.10 12/28/2015    EUR    75.00
HSBC Trinkaus & Burkh     15.60  9/25/2015    EUR    70.98
HSBC Trinkaus & Burkh     11.00  3/25/2016    EUR    73.13
HSBC Trinkaus & Burkh     22.50  9/25/2015    EUR    59.04
HSBC Trinkaus & Burkh     15.80  9/25/2015    EUR    63.15
HSBC Trinkaus & Burkh     16.90 12/28/2015    EUR    61.12
HSBC Trinkaus & Burkh     12.60 12/28/2015    EUR    64.02
HSBC Trinkaus & Burkh     14.20  3/25/2016    EUR    63.64
HSBC Trinkaus & Burkh     10.90  3/25/2016    EUR    66.00
HSBC Trinkaus & Burkh     11.20 11/27/2015    EUR    64.95
HSBC Trinkaus & Burkh      6.00 12/28/2015    EUR    57.92
HSBC Trinkaus & Burkh      5.10 12/28/2015    EUR    57.68
Vontobel Financial Pr      4.95 12/28/2015    EUR    60.80
Vontobel Financial Pr      5.50  9/25/2015    EUR    61.50
DZ Bank AG Deutsche Z      3.90 12/11/2015    EUR    61.56
DZ Bank AG Deutsche Z      4.60 12/11/2015    EUR    60.41
Vontobel Financial Pr      5.80 12/28/2015    EUR    40.60
DZ Bank AG Deutsche Z      6.50 12/11/2015    EUR    57.20
HSBC Trinkaus & Burkh     10.80  9/25/2015    EUR    65.00
HSBC Trinkaus & Burkh      7.10  9/25/2015    EUR    72.15
HSBC Trinkaus & Burkh      8.80 10/23/2015    EUR    67.87
HSBC Trinkaus & Burkh      6.00 12/28/2015    EUR    28.72
HSBC Trinkaus & Burkh      6.00 12/28/2015    EUR    67.59
HSBC Trinkaus & Burkh      6.90 10/23/2015    EUR    58.15
HSBC Trinkaus & Burkh      6.40 12/28/2015    EUR    59.09
HSBC Trinkaus & Burkh      6.00 12/28/2015    EUR    36.53
HSBC Trinkaus & Burkh      8.00 10/23/2015    EUR    38.42
HSBC Trinkaus & Burkh      7.40 12/28/2015    EUR    39.69
HSBC Trinkaus & Burkh      6.00 12/28/2015    EUR    22.26
HSBC Trinkaus & Burkh      6.00 12/28/2015    EUR    56.83
HSBC Trinkaus & Burkh     11.50  9/25/2015    EUR    65.76
HSBC Trinkaus & Burkh      7.90 10/23/2015    EUR    70.22
HSBC Trinkaus & Burkh      6.00 12/28/2015    EUR    52.39
HSBC Trinkaus & Burkh      7.30 10/23/2015    EUR    57.09
Leonteq Securities AG      5.99  9/11/2017    EUR    44.12
Vontobel Financial Pr      9.10 12/11/2015    EUR    55.43
Vontobel Financial Pr      5.65  3/11/2016    EUR    57.62
Vontobel Financial Pr      6.45 12/11/2015    EUR    58.77
Vontobel Financial Pr      4.10 12/11/2015    EUR    62.73
Vontobel Financial Pr      7.00 12/11/2015    EUR    39.23
BNP Paribas Emissions      5.10 10/21/2015    EUR    37.14
Leonteq Securities AG     13.00 12/15/2015    CHF    67.10
Leonteq Securities AG     12.00 12/15/2015    CHF    52.51
Leonteq Securities AG      8.00 12/15/2015    CHF    63.99
Leonteq Securities AG     13.60 12/15/2015    USD    66.93
DZ Bank AG Deutsche Z      4.00  9/22/2015    EUR    66.95
Credit Suisse AG/Nass      8.00  3/16/2016    USD    56.96
UBS AG/London              4.30 12/23/2015    EUR    63.23
UBS AG/London              4.60 10/21/2015    EUR    62.74
UBS AG/London              3.30 10/21/2015    EUR    65.79
UBS AG/London              3.20 12/23/2015    EUR    65.95
Commerzbank AG             4.00  9/23/2015    EUR    58.29
BNP Paribas Emissions      3.50  9/24/2015    EUR    69.25
BNP Paribas Emissions      6.00  9/24/2015    EUR    62.35
BNP Paribas Emissions      3.75 12/24/2015    EUR    66.52
BNP Paribas Emissions      5.75 12/24/2015    EUR    60.62
BNP Paribas Emissions      7.50  9/24/2015    EUR    66.93
BNP Paribas Emissions      3.75 12/24/2015    EUR    73.90
BNP Paribas Emissions      7.00 12/24/2015    EUR    66.20
BNP Paribas Emissions      8.50 12/24/2015    EUR    73.93
Vontobel Financial Pr      6.80  9/25/2015    EUR    36.03
DZ Bank AG Deutsche Z     10.25  9/25/2015    EUR    68.80
Goldman Sachs & Co We      7.00 10/21/2015    EUR    60.29
Goldman Sachs & Co We      4.00 10/21/2015    EUR    65.00
Goldman Sachs & Co We     10.00 10/21/2015    EUR    56.27
Goldman Sachs & Co We     13.00 10/21/2015    EUR    52.81
Goldman Sachs & Co We      4.00  3/23/2016    EUR    65.99
Goldman Sachs & Co We      8.00  3/23/2016    EUR    59.42
Goldman Sachs & Co We      6.00  3/23/2016    EUR    62.46
Goldman Sachs & Co We     10.00  3/23/2016    EUR    56.84
Goldman Sachs & Co We      5.00 10/21/2015    EUR    42.12
Goldman Sachs & Co We      6.00 10/21/2015    EUR    40.64
Goldman Sachs & Co We     10.00 10/21/2015    EUR    36.91
Goldman Sachs & Co We     13.00 10/21/2015    EUR    34.89
Goldman Sachs & Co We      5.00  3/23/2016    EUR    44.27
Goldman Sachs & Co We      6.00  3/23/2016    EUR    43.24
Goldman Sachs & Co We      8.00  3/23/2016    EUR    41.46
Goldman Sachs & Co We      8.00  3/23/2016    EUR    40.19
Goldman Sachs & Co We     10.00  3/23/2016    EUR    38.93
DZ Bank AG Deutsche Z      5.70 12/11/2015    EUR    58.43
BNP Paribas Emissions      5.25  9/24/2015    EUR    58.24
BNP Paribas Emissions      6.25  9/24/2015    EUR    39.78
BNP Paribas Emissions      5.25 12/24/2015    EUR    57.62
BNP Paribas Emissions      6.00 12/24/2015    EUR    38.11
HSBC Trinkaus & Burkh      7.60 10/23/2015    EUR    54.55
HSBC Trinkaus & Burkh     10.20 10/23/2015    EUR    64.63
HSBC Trinkaus & Burkh     16.20  9/25/2015    EUR    71.40
HSBC Trinkaus & Burkh      7.80  9/25/2015    EUR    71.46
Vontobel Financial Pr      6.95 12/28/2015    EUR    38.29
Vontobel Financial Pr      6.25 12/28/2015    EUR    67.00
Vontobel Financial Pr      7.45  9/25/2015    EUR    65.11
Goldman Sachs & Co We      6.00 10/21/2015    EUR    60.21
Goldman Sachs & Co We      7.00  3/23/2016    EUR    58.92
Goldman Sachs & Co We      7.00 10/21/2015    EUR    39.28
Goldman Sachs & Co We      8.00 10/21/2015    EUR    38.01
Goldman Sachs & Co We      7.00  3/23/2016    EUR    40.94
Goldman Sachs & Co We      5.00 10/21/2015    EUR    55.92
Goldman Sachs & Co We      7.00 10/21/2015    EUR    56.08
Goldman Sachs & Co We      8.00 10/21/2015    EUR    56.16
Goldman Sachs & Co We      5.00  3/23/2016    EUR    57.69
Goldman Sachs & Co We      6.00  3/23/2016    EUR    58.19
Goldman Sachs & Co We      7.00  3/23/2016    EUR    58.69
Goldman Sachs & Co We      5.00 10/21/2015    EUR    36.74
Goldman Sachs & Co We      6.00 10/21/2015    EUR    36.81
Goldman Sachs & Co We      7.00 10/21/2015    EUR    36.89
Goldman Sachs & Co We      8.00 10/21/2015    EUR    36.97
Goldman Sachs & Co We      9.00 10/21/2015    EUR    37.05
Goldman Sachs & Co We      9.00 10/21/2015    EUR    37.05
Goldman Sachs & Co We      9.00 10/21/2015    EUR    37.05
Goldman Sachs & Co We      5.00  3/23/2016    EUR    38.79
Goldman Sachs & Co We      6.00  3/23/2016    EUR    39.28
Goldman Sachs & Co We      7.00  3/23/2016    EUR    39.78
Goldman Sachs & Co We      7.00  3/23/2016    EUR    39.78
Goldman Sachs & Co We      8.00  3/23/2016    EUR    40.28
Goldman Sachs & Co We      8.00  3/23/2016    EUR    40.28
Goldman Sachs & Co We      8.00  3/23/2016    EUR    40.28
Bank Julius Baer & Co      8.20  9/23/2015    CHF    45.70
Vontobel Financial Pr      6.15 12/28/2015    EUR    56.96
Vontobel Financial Pr      8.10 12/28/2015    EUR    36.32
Vontobel Financial Pr      9.45  9/25/2015    EUR    35.36
Commerzbank AG             9.00  2/25/2016    EUR    60.98
Goldman Sachs & Co We     13.00 12/23/2015    EUR    73.63
Goldman Sachs & Co We     14.00 11/25/2015    EUR    72.82
Goldman Sachs & Co We     25.00 12/23/2015    EUR    66.24
Goldman Sachs & Co We     12.00  1/20/2016    EUR    74.28
Goldman Sachs & Co We     20.00  1/20/2016    EUR    68.82
Goldman Sachs & Co We     21.00  2/24/2016    EUR    68.78
Goldman Sachs & Co We     14.00  6/22/2016    EUR    73.40
DekaBank Deutsche Gir      2.50  2/24/2017    EUR    66.46
Vontobel Financial Pr      7.25 12/28/2015    EUR    66.27
Vontobel Financial Pr      5.15 12/28/2015    EUR    65.72
Societe Generale Effe      3.09 12/29/2015    EUR    70.75
Societe Generale Effe      4.75 12/29/2015    EUR    66.72
Societe Generale Effe      3.85   1/6/2016    EUR    72.15
Societe Generale Effe      5.43   1/6/2016    EUR    67.61
Societe Generale Effe      6.22  6/24/2016    EUR    69.23
Societe Generale Effe      8.22  6/24/2016    EUR    67.10
Societe Generale Effe      6.96   7/7/2016    EUR    69.36
Societe Generale Effe      8.90   7/7/2016    EUR    67.11
Societe Generale Effe      3.44 12/29/2015    EUR    73.48
Societe Generale Effe      4.25   1/6/2016    EUR    74.50
Societe Generale Effe      4.42  6/24/2016    EUR    74.22
Societe Generale Effe      6.09  6/24/2016    EUR    71.55
Societe Generale Effe      6.87   7/7/2016    EUR    72.65
Societe Generale Effe      4.00 12/29/2015    EUR    56.43
Societe Generale Effe      5.65 12/29/2015    EUR    54.00
Societe Generale Effe      4.75   1/6/2016    EUR    57.46
Societe Generale Effe      6.34   1/6/2016    EUR    54.95
Societe Generale Effe      7.36  6/24/2016    EUR    57.46
Societe Generale Effe      9.29  6/24/2016    EUR    56.18
Societe Generale Effe      8.11   7/7/2016    EUR    57.47
Societe Generale Effe     10.00   7/7/2016    EUR    55.85
Commerzbank AG             3.50  2/25/2016    EUR    68.90
Commerzbank AG             4.50  2/25/2016    EUR    67.65
Commerzbank AG             5.25  2/25/2016    EUR    66.31
Commerzbank AG             6.25  2/25/2016    EUR    65.18
Commerzbank AG             7.25  2/25/2016    EUR    64.09
Commerzbank AG             8.25  2/25/2016    EUR    63.01
Commerzbank AG             9.25  2/25/2016    EUR    62.03
Commerzbank AG             8.50  2/25/2016    EUR    74.66
Commerzbank AG             3.25  2/25/2016    EUR    59.85
Commerzbank AG             3.75  2/25/2016    EUR    58.35
Commerzbank AG             4.75  2/25/2016    EUR    57.17
Commerzbank AG             5.50  2/25/2016    EUR    55.94
Commerzbank AG             6.50  2/25/2016    EUR    54.92
Commerzbank AG             7.25  2/25/2016    EUR    53.86
Commerzbank AG             8.25  2/25/2016    EUR    52.96
Commerzbank AG             9.50  2/25/2016    EUR    52.25
Commerzbank AG            10.50  2/25/2016    EUR    51.47
Commerzbank AG            11.25  2/25/2016    EUR    71.46
Commerzbank AG             8.25  2/25/2016    EUR    74.05
Commerzbank AG            10.00  2/25/2016    EUR    71.17
Commerzbank AG            12.25  2/25/2016    EUR    68.82
Commerzbank AG             7.00  2/25/2016    EUR    48.31
Commerzbank AG            10.00  2/25/2016    EUR    46.10
Vontobel Financial Pr      4.15  3/29/2016    EUR    59.54
EFG International Fin      7.20  2/25/2019    EUR    62.76
DZ Bank AG Deutsche Z      7.50  6/24/2016    EUR    60.33
DZ Bank AG Deutsche Z      6.00 12/28/2015    EUR    74.49
DZ Bank AG Deutsche Z     16.00  9/25/2015    EUR    67.29
DZ Bank AG Deutsche Z      8.00  9/25/2015    EUR    66.92
DZ Bank AG Deutsche Z     11.00  9/25/2015    EUR    60.42
DZ Bank AG Deutsche Z      5.25 12/28/2015    EUR    62.60
DZ Bank AG Deutsche Z      5.00  3/29/2016    EUR    62.77
DZ Bank AG Deutsche Z      5.00  6/24/2016    EUR    62.03
DZ Bank AG Deutsche Z      7.75  9/25/2015    EUR    56.12
DZ Bank AG Deutsche Z     16.00  9/25/2015    EUR    50.24
DZ Bank AG Deutsche Z     14.00  9/25/2015    EUR    42.49
DZ Bank AG Deutsche Z     15.50  9/25/2015    EUR    71.39
DZ Bank AG Deutsche Z      6.75 12/28/2015    EUR    53.19
DZ Bank AG Deutsche Z      5.50  3/29/2016    EUR    54.09
DZ Bank AG Deutsche Z      5.75  6/24/2016    EUR    53.48
DZ Bank AG Deutsche Z     12.00  9/25/2015    EUR    74.57
DekaBank Deutsche Gir      3.05  2/25/2019    EUR    70.44
BNP Paribas Emissions      7.00 10/22/2015    EUR    73.56
BNP Paribas Emissions     10.00 10/22/2015    EUR    69.24
BNP Paribas Emissions      8.00  3/24/2016    EUR    69.96
BNP Paribas Emissions     13.00  3/24/2016    EUR    65.18
BNP Paribas Emissions      9.00  9/22/2016    EUR    68.58
BNP Paribas Emissions      7.50  3/24/2016    EUR    55.77
BNP Paribas Emissions      9.00  3/24/2016    EUR    54.21
BNP Paribas Emissions      5.50  6/23/2016    EUR    58.96
BNP Paribas Emissions      7.00  6/23/2016    EUR    57.51
BNP Paribas Emissions      5.50  9/22/2016    EUR    60.03
BNP Paribas Emissions      7.50  9/22/2016    EUR    57.20
BNP Paribas Emissions      6.00 12/22/2016    EUR    59.14
BNP Paribas Emissions      8.00 12/22/2016    EUR    57.27
BNP Paribas Emissions      6.00  3/24/2016    EUR    57.54
BNP Paribas Emissions      5.50 10/22/2015    EUR    57.98
BNP Paribas Emissions      9.50 10/22/2015    EUR    52.83
BNP Paribas Emissions     12.00 10/22/2015    EUR    50.67
BNP Paribas Emissions     15.00 10/22/2015    EUR    48.75
BNP Paribas Emissions     18.00 10/22/2015    EUR    47.01
BNP Paribas Emissions      5.50 12/24/2015    EUR    58.81
BNP Paribas Emissions      7.00 12/24/2015    EUR    56.37
BNP Paribas Emissions     18.00 12/24/2015    EUR    48.29
BNP Paribas Emissions     19.00 10/22/2015    EUR    71.76
BNP Paribas Emissions     16.00 12/24/2015    EUR    74.30
BNP Paribas Emissions     16.00 10/22/2015    EUR    73.36
BNP Paribas Emissions     16.00 12/24/2015    EUR    73.21
BNP Paribas Emissions      5.00 10/22/2015    EUR    70.64
BNP Paribas Emissions      6.50 10/22/2015    EUR    67.79
BNP Paribas Emissions     16.00 10/22/2015    EUR    72.01
BNP Paribas Emissions     18.00 10/22/2015    EUR    70.00
BNP Paribas Emissions     13.00 12/24/2015    EUR    73.88
BNP Paribas Emissions     15.00 12/24/2015    EUR    72.26
BNP Paribas Emissions     12.00  3/24/2016    EUR    74.21
BNP Paribas Emissions      8.00 10/22/2015    EUR    65.15
BNP Paribas Emissions      5.00  9/22/2016    EUR    69.56
BNP Paribas Emissions      7.00  9/22/2016    EUR    66.95
BNP Paribas Emissions      7.50  9/22/2016    EUR    65.33
BNP Paribas Emissions      9.00  9/22/2016    EUR    64.82
BNP Paribas Emissions     11.00 12/22/2016    EUR    64.22
BNP Paribas Emissions      9.00 10/22/2015    EUR    70.70
BNP Paribas Emissions     18.00 10/22/2015    EUR    63.18
BNP Paribas Emissions      9.00 12/24/2015    EUR    72.21
BNP Paribas Emissions     13.00 12/24/2015    EUR    68.88
BNP Paribas Emissions     10.00  3/24/2016    EUR    70.60
BNP Paribas Emissions     10.00  6/23/2016    EUR    71.02
BNP Paribas Emissions     12.00  6/23/2016    EUR    68.94
BNP Paribas Emissions      7.00  9/22/2016    EUR    73.92
BNP Paribas Emissions     13.00 10/22/2015    EUR    72.92
BNP Paribas Emissions     10.00 12/24/2015    EUR    74.58
BNP Paribas Emissions      6.00 10/22/2015    EUR    74.34
BNP Paribas Emissions      6.00 12/24/2015    EUR    74.70
BNP Paribas Emissions      6.00  9/22/2016    EUR    74.88
BNP Paribas Emissions     19.00 10/22/2015    EUR    74.06
BNP Paribas Emissions      7.50 10/22/2015    EUR    71.19
BNP Paribas Emissions     10.00 10/22/2015    EUR    68.57
BNP Paribas Emissions     11.00 10/22/2015    EUR    66.05
BNP Paribas Emissions     16.00 10/22/2015    EUR    62.89
BNP Paribas Emissions     19.00 10/22/2015    EUR    59.94
BNP Paribas Emissions     22.00 10/22/2015    EUR    58.24
BNP Paribas Emissions      6.50 12/24/2015    EUR    72.10
BNP Paribas Emissions     14.00 12/24/2015    EUR    65.13
BNP Paribas Emissions     17.00 12/24/2015    EUR    62.72
BNP Paribas Emissions      6.50  3/24/2016    EUR    73.36
BNP Paribas Emissions      8.00  3/24/2016    EUR    71.46
BNP Paribas Emissions      9.50  3/24/2016    EUR    69.71
BNP Paribas Emissions     16.00  3/24/2016    EUR    64.43
BNP Paribas Emissions      7.50  6/23/2016    EUR    74.18
BNP Paribas Emissions      8.00  6/23/2016    EUR    72.05
BNP Paribas Emissions      9.50  6/23/2016    EUR    70.80
BNP Paribas Emissions      6.50  9/22/2016    EUR    74.22
BNP Paribas Emissions      8.00  9/22/2016    EUR    73.35
BNP Paribas Emissions      8.50  9/22/2016    EUR    71.59
BNP Paribas Emissions     10.00  9/22/2016    EUR    69.91
Vontobel Financial Pr      9.20  9/25/2015    EUR    40.45
Vontobel Financial Pr      4.90 12/28/2015    EUR    65.55
Vontobel Financial Pr      8.35  9/25/2015    EUR    61.49
Raiffeisen Centrobank      6.95  1/20/2016    EUR    69.14
Raiffeisen Centrobank      6.95  1/20/2016    EUR    63.48
Commerzbank AG             5.00  6/23/2016    EUR    64.68
Commerzbank AG             5.75  6/23/2016    EUR    63.78
Commerzbank AG             6.25  6/23/2016    EUR    62.75
Commerzbank AG             6.75  6/23/2016    EUR    61.77
Commerzbank AG             7.50  6/23/2016    EUR    60.99
Commerzbank AG             5.00  6/23/2016    EUR    46.35
Commerzbank AG             5.75  6/23/2016    EUR    45.29
Commerzbank AG             6.25  6/23/2016    EUR    44.43
Commerzbank AG             6.75  6/23/2016    EUR    43.91
Commerzbank AG             7.25  6/23/2016    EUR    43.28
Notenstein Privatbank      4.90  8/15/2017    CHF    74.23
DZ Bank AG Deutsche Z      5.25  9/25/2015    EUR    69.14
DZ Bank AG Deutsche Z      5.25 12/28/2015    EUR    67.10
HSBC Trinkaus & Burkh      7.50  9/25/2015    EUR    59.42
HSBC Trinkaus & Burkh      6.00 12/28/2015    EUR    61.26
HSBC Trinkaus & Burkh     10.00  9/25/2015    EUR    39.84
HSBC Trinkaus & Burkh      6.50 12/28/2015    EUR    40.80
DekaBank Deutsche Gir      3.40  6/10/2016    EUR    62.30
Goldman Sachs & Co We      9.00 12/23/2015    EUR    57.66
Notenstein Privatbank      9.10  8/29/2016    CHF    45.59
Notenstein Privatbank      9.10  8/29/2016    CHF    34.66
Commerzbank AG             5.50  6/23/2016    EUR    61.10
Commerzbank AG             6.00  6/23/2016    EUR    60.09
Commerzbank AG             6.50  6/23/2016    EUR    59.12
Vontobel Financial Pr      6.70 12/28/2015    EUR    59.12
Vontobel Financial Pr      7.65  9/25/2015    EUR    59.20
Leonteq Securities AG     15.20  12/2/2015    CHF    40.19
Leonteq Securities AG      8.00  12/8/2015    CHF    64.49
Leonteq Securities AG     20.00  12/8/2015    USD    26.84
BNP Paribas Emissions      9.00  9/24/2015    EUR    72.06
BNP Paribas Emissions      8.50 12/24/2015    EUR    72.14
BNP Paribas Emissions      4.50  9/24/2015    EUR    67.91
BNP Paribas Emissions      7.00  9/24/2015    EUR    62.71
BNP Paribas Emissions      4.50 12/24/2015    EUR    65.36
BNP Paribas Emissions      6.50 12/24/2015    EUR    61.13
BNP Paribas Emissions      3.50  9/24/2015    EUR    51.83
BNP Paribas Emissions      4.75  9/24/2015    EUR    47.70
BNP Paribas Emissions      6.75  9/24/2015    EUR    44.19
BNP Paribas Emissions      3.50 12/24/2015    EUR    48.52
BNP Paribas Emissions      4.50 12/24/2015    EUR    44.98
BNP Paribas Emissions      6.25 12/24/2015    EUR    42.19
Notenstein Privatbank      5.12  2/29/2016    EUR    62.31
Notenstein Privatbank      5.04  8/28/2017    CHF    55.24
Notenstein Privatbank     10.00   9/5/2016    CHF    43.85
HSBC Trinkaus & Burkh      7.10  9/25/2015    EUR    60.25
HSBC Trinkaus & Burkh      6.50  9/25/2015    EUR    60.24
HSBC Trinkaus & Burkh      6.30 12/28/2015    EUR    59.04
HSBC Trinkaus & Burkh      5.10 12/28/2015    EUR    58.72
HSBC Trinkaus & Burkh      8.50  9/25/2015    EUR    68.24
HSBC Trinkaus & Burkh      7.00 12/28/2015    EUR    68.04
HSBC Trinkaus & Burkh      6.10 12/28/2015    EUR    67.80
HSBC Trinkaus & Burkh      7.00 12/28/2015    EUR    67.77
HSBC Trinkaus & Burkh      5.90 12/28/2015    EUR    67.48
Leonteq Securities AG      4.68  8/29/2017    CHF    54.08
Deutsche Bank AG           6.20 10/21/2015    EUR    59.90
Deutsche Bank AG           7.20 10/21/2015    EUR    60.00
Deutsche Bank AG           5.20 10/21/2015    EUR    59.80
Deutsche Bank AG           6.20 10/21/2015    EUR    40.90
Deutsche Bank AG           5.20 10/21/2015    EUR    40.80
Deutsche Bank AG           7.20 10/21/2015    EUR    41.00
Deutsche Bank AG           6.20 10/21/2015    EUR    39.40
Deutsche Bank AG           5.20 10/21/2015    EUR    39.30
Deutsche Bank AG           7.20 10/21/2015    EUR    39.50
Leonteq Securities AG      8.64   9/8/2016    CHF    57.66
Deutsche Bank AG           4.20  9/22/2015    EUR    67.60
Deutsche Bank AG           4.20  9/22/2015    EUR    60.50
Deutsche Bank AG           4.20  9/22/2015    EUR    63.90
Deutsche Bank AG           6.20 12/22/2015    EUR    58.10
Deutsche Bank AG           5.20  9/22/2015    EUR    63.90
Deutsche Bank AG           6.20 12/22/2015    EUR    64.70
Deutsche Bank AG           4.20 12/22/2015    EUR    64.20
Deutsche Bank AG           4.20 12/22/2015    EUR    57.60
Deutsche Bank AG           4.20 12/22/2015    EUR    60.70
Deutsche Bank AG           6.20 12/22/2015    EUR    61.20
Deutsche Bank AG           6.20  9/22/2015    EUR    63.90
Deutsche Bank AG           5.20 12/22/2015    EUR    64.50
Deutsche Bank AG           5.20 12/22/2015    EUR    57.80
Deutsche Bank AG           6.20  9/22/2015    EUR    67.70
Deutsche Bank AG           5.20  9/22/2015    EUR    67.60
Deutsche Bank AG           6.20  9/22/2015    EUR    60.50
Deutsche Bank AG           5.20  9/22/2015    EUR    60.50
Deutsche Bank AG           5.20 12/22/2015    EUR    61.00
DZ Bank AG Deutsche Z      5.50 12/28/2015    EUR    54.91
DZ Bank AG Deutsche Z      7.75  9/25/2015    EUR    61.83
DZ Bank AG Deutsche Z      7.00 12/28/2015    EUR    61.60
DZ Bank AG Deutsche Z      5.25  9/25/2015    EUR    62.81
DZ Bank AG Deutsche Z      8.00  9/25/2015    EUR    58.76
DZ Bank AG Deutsche Z      5.00  9/25/2015    EUR    44.15
DZ Bank AG Deutsche Z      8.50  9/25/2015    EUR    40.61
Leonteq Securities AG     10.04  3/16/2016    EUR    73.40
Deutsche Bank AG           8.20  3/22/2016    EUR    59.00
Deutsche Bank AG           8.20  3/22/2016    EUR    57.20
Deutsche Bank AG           8.20  6/21/2016    EUR    58.00
Deutsche Bank AG           8.20  6/21/2016    EUR    56.30
Deutsche Bank AG           8.20  3/22/2016    EUR    74.50
Deutsche Bank AG           3.20  3/22/2016    EUR    60.50
Deutsche Bank AG           3.20  3/22/2016    EUR    58.40
Deutsche Bank AG           4.20  3/22/2016    EUR    57.00
Deutsche Bank AG           3.20  3/22/2016    EUR    56.50
Deutsche Bank AG           3.20  6/21/2016    EUR    62.20
Deutsche Bank AG           4.20  6/21/2016    EUR    60.80
Deutsche Bank AG           3.20  6/21/2016    EUR    60.00
Deutsche Bank AG           3.20  6/21/2016    EUR    57.90
Deutsche Bank AG           3.20  6/21/2016    EUR    56.00
Deutsche Bank AG           4.20  6/21/2016    EUR    56.80
Deutsche Bank AG           4.20  6/21/2016    EUR    54.90
Deutsche Bank AG           3.20  6/21/2016    EUR    54.20
Deutsche Bank AG           3.20  3/22/2016    EUR    75.00
Deutsche Bank AG           4.20  6/21/2016    EUR    74.40
Deutsche Bank AG           3.20  6/21/2016    EUR    73.60
Deutsche Bank AG           6.20  6/21/2016    EUR    62.30
Deutsche Bank AG           5.20  6/21/2016    EUR    61.50
Deutsche Bank AG           5.20  9/20/2016    EUR    62.60
Deutsche Bank AG           5.20  9/20/2016    EUR    60.60
Deutsche Bank AG           5.20  9/20/2016    EUR    58.70
Deutsche Bank AG           5.20  9/20/2016    EUR    56.90
Deutsche Bank AG           5.20 12/20/2016    EUR    63.70
Deutsche Bank AG           6.20 12/20/2016    EUR    65.00
Deutsche Bank AG           5.20 12/20/2016    EUR    61.80
Deutsche Bank AG           6.20 12/20/2016    EUR    63.00
Deutsche Bank AG           6.20 12/20/2016    EUR    61.10
Deutsche Bank AG           5.20 12/20/2016    EUR    59.90
Deutsche Bank AG           5.20 12/20/2016    EUR    58.10
Deutsche Bank AG           6.20 12/20/2016    EUR    59.40
Vontobel Financial Pr      4.70  3/29/2016    EUR    57.38
Vontobel Financial Pr      7.25 12/28/2015    EUR    57.09
Vontobel Financial Pr      8.00  9/25/2015    EUR    74.28
DZ Bank AG Deutsche Z      3.60 12/18/2015    EUR    62.60
DZ Bank AG Deutsche Z      5.50  3/29/2016    EUR    53.12
HSBC Trinkaus & Burkh     21.80  9/25/2015    EUR    59.58
HSBC Trinkaus & Burkh     14.30  3/25/2016    EUR    63.50
HSBC Trinkaus & Burkh     12.10  3/25/2016    EUR    65.12
HSBC Trinkaus & Burkh     10.90  1/22/2016    EUR    65.87
HSBC Trinkaus & Burkh      9.90  4/22/2016    EUR    67.66
HSBC Trinkaus & Burkh      8.70  1/22/2016    EUR    48.66
HSBC Trinkaus & Burkh      7.90  4/22/2016    EUR    50.26
HSBC Trinkaus & Burkh     12.70  3/25/2016    EUR    72.32
HSBC Trinkaus & Burkh     12.60  9/25/2015    EUR    73.38
HSBC Trinkaus & Burkh     10.20 12/28/2015    EUR    73.36
HSBC Trinkaus & Burkh     11.00  3/25/2016    EUR    73.28
HSBC Trinkaus & Burkh     15.60  9/25/2015    EUR    54.47
HSBC Trinkaus & Burkh      6.20 12/28/2015    EUR    59.14
HSBC Trinkaus & Burkh     12.00  3/25/2016    EUR    56.07
HSBC Trinkaus & Burkh      7.70  6/24/2016    EUR    58.77
HSBC Trinkaus & Burkh      8.40 11/27/2015    EUR    57.21
HSBC Trinkaus & Burkh      7.80  1/22/2016    EUR    57.86
HSBC Trinkaus & Burkh      7.10  4/22/2016    EUR    59.47
HSBC Trinkaus & Burkh      8.30  6/24/2016    EUR    49.89
HSBC Trinkaus & Burkh     20.20  9/25/2015    EUR    70.11
HSBC Trinkaus & Burkh     15.00 12/28/2015    EUR    71.83
HSBC Trinkaus & Burkh     12.50  3/25/2016    EUR    74.06
HSBC Trinkaus & Burkh      9.40  1/22/2016    EUR    73.25
HSBC Trinkaus & Burkh      8.50  4/22/2016    EUR    74.66
HSBC Trinkaus & Burkh     23.10  9/25/2015    EUR    61.06
HSBC Trinkaus & Burkh     17.30 12/28/2015    EUR    63.18
HSBC Trinkaus & Burkh     14.40  3/25/2016    EUR    65.80
HSBC Trinkaus & Burkh     10.10  1/22/2016    EUR    68.53
HSBC Trinkaus & Burkh      9.10  4/22/2016    EUR    70.26
HSBC Trinkaus & Burkh     21.00  9/25/2015    EUR    67.52
HSBC Trinkaus & Burkh     14.80  9/25/2015    EUR    71.55
HSBC Trinkaus & Burkh     15.70 12/28/2015    EUR    69.50
HSBC Trinkaus & Burkh     11.70 12/28/2015    EUR    72.36
HSBC Trinkaus & Burkh     13.20  3/25/2016    EUR    71.75
HSBC Trinkaus & Burkh     10.20  3/25/2016    EUR    74.02
HSBC Trinkaus & Burkh      9.00  1/22/2016    EUR    74.69
HSBC Trinkaus & Burkh     11.30 11/27/2015    EUR    73.57
HSBC Trinkaus & Burkh     10.50  1/22/2016    EUR    74.89
HSBC Trinkaus & Burkh     12.90  3/25/2016    EUR    73.05
Vontobel Financial Pr      5.00  4/22/2016    EUR    65.16
Vontobel Financial Pr      9.00  4/22/2016    EUR    56.10
Deutsche Bank AG           5.20 12/22/2015    EUR    74.90
Deutsche Bank AG           4.20 12/22/2015    EUR    74.70
Deutsche Bank AG           4.20 12/22/2015    EUR    73.10
Deutsche Bank AG           5.20 12/22/2015    EUR    73.30
Zurcher Kantonalbank      10.00  3/24/2016    EUR    55.16
DZ Bank AG Deutsche Z      7.50  3/29/2016    EUR    74.65
DZ Bank AG Deutsche Z      8.25  3/29/2016    EUR    71.64
DZ Bank AG Deutsche Z      5.25  3/29/2016    EUR    51.85
DZ Bank AG Deutsche Z     10.25  3/29/2016    EUR    50.11
DZ Bank AG Deutsche Z     10.00  6/24/2016    EUR    50.52
DZ Bank AG Deutsche Z     12.50  9/25/2015    EUR    58.81
DZ Bank AG Deutsche Z     11.50 12/28/2015    EUR    58.97
DZ Bank AG Deutsche Z      5.25  3/29/2016    EUR    60.70
DZ Bank AG Deutsche Z      8.75  3/29/2016    EUR    60.27
DZ Bank AG Deutsche Z     11.00  6/24/2016    EUR    61.65
DZ Bank AG Deutsche Z     14.25  9/25/2015    EUR    49.03
DZ Bank AG Deutsche Z     11.25 12/28/2015    EUR    47.89
DZ Bank AG Deutsche Z      8.25  3/29/2016    EUR    72.77
DZ Bank AG Deutsche Z     13.00  9/25/2015    EUR    71.50
DZ Bank AG Deutsche Z     10.50 12/28/2015    EUR    71.50
DZ Bank AG Deutsche Z      8.25  3/29/2016    EUR    72.90
DZ Bank AG Deutsche Z     11.50  3/29/2016    EUR    70.56
DZ Bank AG Deutsche Z      7.75  6/24/2016    EUR    72.31
HSBC Trinkaus & Burkh     15.10  9/25/2015    EUR    73.87
HSBC Trinkaus & Burkh     11.80 12/28/2015    EUR    74.53
HSBC Trinkaus & Burkh     12.10  3/25/2016    EUR    74.22
HSBC Trinkaus & Burkh     15.20  9/25/2015    EUR    56.34
HSBC Trinkaus & Burkh      8.90  2/26/2016    EUR    59.33
HSBC Trinkaus & Burkh      6.30  6/24/2016    EUR    52.54
HSBC Trinkaus & Burkh     11.40  9/25/2015    EUR    71.90
HSBC Trinkaus & Burkh      9.70 12/28/2015    EUR    72.18
HSBC Trinkaus & Burkh     12.50  3/25/2016    EUR    69.71
HSBC Trinkaus & Burkh      8.10 10/23/2015    EUR    73.07
HSBC Trinkaus & Burkh      7.90 11/27/2015    EUR    73.98
HSBC Trinkaus & Burkh      7.50  2/26/2016    EUR    74.40
HSBC Trinkaus & Burkh     12.60  3/25/2016    EUR    71.39
HSBC Trinkaus & Burkh      7.70 10/23/2015    EUR    74.49
HSBC Trinkaus & Burkh     14.00  9/25/2015    EUR    71.58
HSBC Trinkaus & Burkh     17.30  9/25/2015    EUR    73.35
HSBC Trinkaus & Burkh     10.00 11/27/2015    EUR    67.15
HSBC Trinkaus & Burkh      9.00  2/26/2016    EUR    68.96
HSBC Trinkaus & Burkh     14.80  9/25/2015    EUR    70.12
HSBC Trinkaus & Burkh      9.20 12/28/2015    EUR    73.12
HSBC Trinkaus & Burkh     14.50  9/25/2015    EUR    66.30
HSBC Trinkaus & Burkh      8.90  9/25/2015    EUR    71.33
HSBC Trinkaus & Burkh     12.00 12/28/2015    EUR    67.11
HSBC Trinkaus & Burkh     13.70  3/25/2016    EUR    66.38
HSBC Trinkaus & Burkh     10.60  3/25/2016    EUR    69.00
HSBC Trinkaus & Burkh      7.40  6/24/2016    EUR    72.48
HSBC Trinkaus & Burkh      8.80 10/23/2015    EUR    69.70
HSBC Trinkaus & Burkh      8.50 11/27/2015    EUR    70.43
HSBC Trinkaus & Burkh      8.00  2/26/2016    EUR    72.17
DZ Bank AG Deutsche Z      5.75  9/21/2015    EUR    73.78
DZ Bank AG Deutsche Z      9.40  9/25/2015    EUR    70.76
DZ Bank AG Deutsche Z      7.90 12/28/2015    EUR    70.35
DZ Bank AG Deutsche Z      6.90  3/29/2016    EUR    71.64
DZ Bank AG Deutsche Z      6.20 12/28/2015    EUR    74.18
DZ Bank AG Deutsche Z      5.50 12/21/2015    EUR    68.76
DZ Bank AG Deutsche Z      6.00  3/21/2016    EUR    70.36
DZ Bank AG Deutsche Z      5.75  6/20/2016    EUR    69.30
DZ Bank AG Deutsche Z      5.75 12/21/2015    EUR    66.39
DZ Bank AG Deutsche Z      5.25  3/21/2016    EUR    67.52
DZ Bank AG Deutsche Z      5.75  6/20/2016    EUR    67.28
DZ Bank AG Deutsche Z      6.75 12/21/2015    EUR    70.93
DZ Bank AG Deutsche Z      7.10 12/28/2015    EUR    60.85
DZ Bank AG Deutsche Z      6.80  3/29/2016    EUR    61.50
DZ Bank AG Deutsche Z      5.50  3/29/2016    EUR    51.59
Solarwatt GmbH             7.00  11/1/2015    EUR    14.50
Lehman Brothers Treas      3.00  9/13/2010    JPY    22.25
Immigon Portfolioabba      5.45   8/2/2019    EUR    72.70
Lehman Brothers Treas      3.82 10/20/2009    USD     4.75
Lehman Brothers Treas      2.75 10/28/2009    EUR     4.75
Lehman Brothers Treas      5.00  12/6/2011    EUR     4.75
Province of Treviso I      0.18 12/31/2034    EUR    64.35
Barclays Bank PLC          2.33   1/2/2041    USD    74.29
Lehman Brothers Treas      8.28  7/31/2013    GBP     4.75
Lehman Brothers Treas      7.50  7/31/2013    GBP     4.75
Lehman Brothers Treas      7.32  7/31/2013    GBP     4.75
Barclays Bank PLC          1.99  12/1/2040    USD    71.92
Deutsche Bank AG           5.20 10/21/2015    EUR    55.60
Deutsche Bank AG           7.20 10/21/2015    EUR    57.80
Deutsche Bank AG           6.20 10/21/2015    EUR    57.70
Deutsche Bank AG           7.20 10/21/2015    EUR    55.80
Deutsche Bank AG           7.20 10/21/2015    EUR    36.90
Deutsche Bank AG           6.20 10/21/2015    EUR    36.80
Deutsche Bank AG           5.20 10/21/2015    EUR    36.70
Deutsche Bank AG           5.20 10/21/2015    EUR    38.00
Deutsche Bank AG           7.20 10/21/2015    EUR    38.20
Deutsche Bank AG           6.20 10/21/2015    EUR    38.10
UBS AG/London              7.20  1/20/2016    EUR    53.02
HSBC Trinkaus & Burkh      8.50  9/25/2015    EUR    54.37
HSBC Trinkaus & Burkh     12.50  9/25/2015    EUR    74.77
HSBC Trinkaus & Burkh     12.50  9/25/2015    EUR    49.51
HSBC Trinkaus & Burkh      8.00  9/25/2015    EUR    54.39
HSBC Trinkaus & Burkh      6.00 12/28/2015    EUR    55.16
HSBC Trinkaus & Burkh     12.50  9/25/2015    EUR    34.23
HSBC Trinkaus & Burkh      8.50  9/25/2015    EUR    37.35
HSBC Trinkaus & Burkh      6.50 12/28/2015    EUR    36.95
HSBC Trinkaus & Burkh     14.00  9/25/2015    EUR    56.58
HSBC Trinkaus & Burkh     10.50  9/25/2015    EUR    61.90
HSBC Trinkaus & Burkh     13.00  9/25/2015    EUR    56.41
HSBC Trinkaus & Burkh     10.00  9/25/2015    EUR    60.70
HSBC Trinkaus & Burkh     13.00  9/25/2015    EUR    74.95
HSBC Trinkaus & Burkh     11.50  9/25/2015    EUR    75.00
HSBC Trinkaus & Burkh     14.50  9/25/2015    EUR    68.76
HSBC Trinkaus & Burkh     14.00  9/25/2015    EUR    74.23
Commerzbank AG             9.25  2/25/2016    EUR    74.23
Commerzbank AG             5.50  2/25/2016    EUR    70.94
Commerzbank AG             7.25  2/25/2016    EUR    68.12
Commerzbank AG             9.50  2/25/2016    EUR    65.84
Commerzbank AG             6.00  2/25/2016    EUR    74.16
Commerzbank AG             8.75  2/25/2016    EUR    70.01
Commerzbank AG            11.75  2/25/2016    EUR    66.61
Deutsche Bank AG           5.00  3/18/2016    EUR    48.78
Commerzbank AG             7.00  2/26/2016    EUR    66.22
Commerzbank AG             8.00  2/26/2016    EUR    74.35
DZ Bank AG Deutsche Z      4.90 12/11/2015    EUR    57.79
DZ Bank AG Deutsche Z      5.00  9/25/2015    EUR    73.51
DZ Bank AG Deutsche Z      5.00 12/28/2015    EUR    70.41
UniCredit Bank AG          4.00 12/17/2015    EUR    65.33
Cooperatieve Centrale      0.50  8/21/2028    MXN    42.56
Commerzbank AG            14.75 12/24/2015    EUR    69.37
Commerzbank AG             8.25 12/24/2015    EUR    48.90
UniCredit Bank AG          4.80  3/24/2016    EUR    57.52
Commerzbank AG             5.25 12/24/2015    EUR    61.72
Commerzbank AG             7.25 12/24/2015    EUR    59.10
Commerzbank AG             9.50 12/24/2015    EUR    56.87
UniCredit Bank AG          4.10  3/24/2016    EUR    63.44
Commerzbank AG             5.00 12/24/2015    EUR    51.50
Commerzbank AG             6.75 12/24/2015    EUR    49.18
Commerzbank AG             8.75 12/24/2015    EUR    47.18
Commerzbank AG            11.00 12/24/2015    EUR    45.50
UniCredit Bank AG          5.00  3/24/2016    EUR    56.68
UniCredit Bank AG          4.20  3/24/2016    EUR    62.37
UniCredit Bank AG          4.80  3/24/2016    EUR    73.44
UniCredit Bank AG          4.60  3/24/2016    EUR    46.04
UniCredit Bank AG          4.30  3/24/2016    EUR    47.23
UniCredit Bank AG          4.40  3/24/2016    EUR    46.83
UniCredit Bank AG          4.25  3/24/2016    EUR    47.67
UniCredit Bank AG          4.80  3/24/2016    EUR    45.29
UniCredit Bank AG          4.90  3/24/2016    EUR    44.93
UniCredit Bank AG          4.50  3/24/2016    EUR    46.44
UniCredit Bank AG          4.00  3/24/2016    EUR    50.02
UniCredit Bank AG          5.00  3/24/2016    EUR    44.58
UniCredit Bank AG          4.15  3/24/2016    EUR    48.56
UniCredit Bank AG          4.05  3/24/2016    EUR    49.53
UniCredit Bank AG          4.70  3/24/2016    EUR    45.66
UniCredit Bank AG          4.20  3/24/2016    EUR    48.13
UniCredit Bank AG          4.10  3/24/2016    EUR    49.03
UniCredit Bank AG          4.60  3/24/2016    EUR    74.75
UniCredit Bank AG          4.60  3/24/2016    EUR    58.38
UniCredit Bank AG          4.50  3/24/2016    EUR    59.35
UniCredit Bank AG          4.00  3/24/2016    EUR    64.54
UniCredit Bank AG          4.25  3/24/2016    EUR    61.31
UniCredit Bank AG          5.00  3/24/2016    EUR    72.17
UniCredit Bank AG          4.40  3/24/2016    EUR    60.33
Vontobel Financial Pr     13.95  9/25/2015    EUR    67.93
Vontobel Financial Pr     11.35 12/28/2015    EUR    68.01
Vontobel Financial Pr     14.45  9/25/2015    EUR    74.25
Vontobel Financial Pr     12.45 12/28/2015    EUR    74.76
UBS AG/London             10.00  3/29/2016    EUR    71.71
UBS AG/London              4.50  6/24/2016    EUR    66.11
UBS AG/London             16.50  3/29/2016    EUR    70.87
UBS AG/London             11.00  6/24/2016    EUR    70.15
UBS AG/London             14.00  3/29/2016    EUR    67.53
UBS AG/London              4.25  9/25/2015    EUR    70.72
UBS AG/London             12.50  6/24/2016    EUR    68.40
UBS AG/London             14.75  3/29/2016    EUR    72.96
UBS AG/London             14.75  6/24/2016    EUR    72.79
UBS AG/London              9.25  6/24/2016    EUR    71.75
UBS AG/London              9.75  9/25/2015    EUR    60.32
UBS AG/London              4.25 12/29/2015    EUR    67.95
UBS AG/London              8.00  6/24/2016    EUR    74.13
UBS AG/London             12.00  3/29/2016    EUR    69.38
DekaBank Deutsche Gir      3.00 12/17/2018    EUR    73.29
DZ Bank AG Deutsche Z      8.25 12/28/2015    EUR    68.48
Vontobel Financial Pr     13.10  6/24/2016    EUR    58.98
HSBC Trinkaus & Burkh     16.90 12/28/2015    EUR    63.73
HSBC Trinkaus & Burkh     11.50 12/28/2015    EUR    68.76
HSBC Trinkaus & Burkh      9.40 11/27/2015    EUR    71.30
HSBC Trinkaus & Burkh      8.30  9/25/2015    EUR    62.73
HSBC Trinkaus & Burkh     10.50  9/25/2015    EUR    49.59
HSBC Trinkaus & Burkh      9.10 12/28/2015    EUR    47.98
HSBC Trinkaus & Burkh      9.70  3/25/2016    EUR    48.59
HSBC Trinkaus & Burkh      6.30 10/23/2015    EUR    50.26
HSBC Trinkaus & Burkh     11.50 11/27/2015    EUR    45.74
HSBC Trinkaus & Burkh      6.20 11/27/2015    EUR    50.73
HSBC Trinkaus & Burkh     17.30 12/28/2015    EUR    70.30
HSBC Trinkaus & Burkh     21.60  9/25/2015    EUR    68.05
HSBC Trinkaus & Burkh     16.90 12/28/2015    EUR    69.81
HSBC Trinkaus & Burkh     17.20 12/28/2015    EUR    74.04
Commerzbank AG             6.25 12/24/2015    EUR    67.11
Commerzbank AG             9.25 12/24/2015    EUR    63.07
Commerzbank AG             6.75  6/23/2016    EUR    65.42
Commerzbank AG             8.25  6/23/2016    EUR    63.76
Commerzbank AG             5.50 12/22/2016    EUR    67.04
Commerzbank AG             6.25 12/22/2016    EUR    66.30
Commerzbank AG             7.25 12/22/2016    EUR    64.98
Commerzbank AG             8.50 12/24/2015    EUR    50.99
Commerzbank AG            10.75 12/24/2015    EUR    49.06
Commerzbank AG             8.25  6/23/2016    EUR    52.77
Commerzbank AG             9.50  6/23/2016    EUR    51.84
Commerzbank AG             5.00 12/22/2016    EUR    57.39
Commerzbank AG             6.00 12/22/2016    EUR    55.99
Commerzbank AG             7.00 12/22/2016    EUR    54.79
Commerzbank AG             8.00 12/22/2016    EUR    53.82
DekaBank Deutsche Gir      4.15  12/3/2015    EUR    47.18
DZ Bank AG Deutsche Z      6.75 12/21/2015    EUR    59.71
DZ Bank AG Deutsche Z      6.30  9/21/2015    EUR    73.10
DZ Bank AG Deutsche Z      5.50 12/21/2015    EUR    67.25
DZ Bank AG Deutsche Z      4.80  3/21/2016    EUR    67.69
Vontobel Financial Pr      6.00  2/26/2016    EUR    59.12
Vontobel Financial Pr      9.45 12/11/2015    EUR    72.79
Vontobel Financial Pr      4.85 12/11/2015    EUR    38.63
Vontobel Financial Pr      4.75  3/11/2016    EUR    61.48
Vontobel Financial Pr      2.85  3/11/2016    EUR    65.16
Vontobel Financial Pr      7.05  3/11/2016    EUR    58.51
DZ Bank AG Deutsche Z      7.10  9/21/2015    EUR    64.27
DZ Bank AG Deutsche Z      5.70 12/21/2015    EUR    59.55
DZ Bank AG Deutsche Z      4.60  3/21/2016    EUR    62.03
DZ Bank AG Deutsche Z      5.50  3/21/2016    EUR    60.64
Vontobel Financial Pr     22.85 12/28/2015    EUR    61.70
Vontobel Financial Pr     20.15 12/28/2015    EUR    73.31
Vontobel Financial Pr     21.25 12/28/2015    EUR    74.81
Vontobel Financial Pr     21.25 12/28/2015    EUR    48.73
Vontobel Financial Pr     23.30 12/28/2015    EUR    67.10
Credit Suisse AG/Nass     11.00  12/3/2015    USD    54.18
Goldman Sachs & Co We     21.00 11/25/2015    EUR    49.44
Goldman Sachs & Co We     18.00  9/23/2015    EUR    74.03
Goldman Sachs & Co We     24.00  9/23/2015    EUR    67.57
Goldman Sachs & Co We     19.00 10/21/2015    EUR    70.46
Goldman Sachs & Co We     22.00 10/21/2015    EUR    67.88
Vontobel Financial Pr      5.60 12/11/2015    EUR    43.28
Vontobel Financial Pr      5.25  3/11/2016    EUR    44.55
Goldman Sachs & Co We     20.00 11/25/2015    EUR    69.82
Goldman Sachs & Co We     19.00 12/23/2015    EUR    71.09
Goldman Sachs & Co We     17.00  3/23/2016    EUR    73.90
UBS AG/London             10.75  12/3/2015    CHF    59.66
Vontobel Financial Pr      9.85  9/25/2015    EUR    57.14
Vontobel Financial Pr      8.05 12/28/2015    EUR    57.46
Vontobel Financial Pr      3.10 12/28/2015    EUR    65.07
Vontobel Financial Pr      4.40 12/28/2015    EUR    44.92
UBS AG/London              8.00 10/21/2015    EUR    63.03
UBS AG/London             15.00  9/25/2015    EUR    52.08
UBS AG/London             15.50 12/29/2015    EUR    52.41
UBS AG/London             13.00  9/25/2015    EUR    54.93
UBS AG/London             19.75  9/25/2015    EUR    47.18
UBS AG/London             17.25 12/29/2015    EUR    50.56
UBS AG/London             11.00  9/25/2015    EUR    58.12
UBS AG/London             19.25 12/29/2015    EUR    48.98
UBS AG/London             13.75 12/29/2015    EUR    54.50
UBS AG/London             17.25  9/25/2015    EUR    49.50
UBS AG/London             11.75 12/29/2015    EUR    56.81
UBS AG/London             10.00 12/29/2015    EUR    59.52
Deutsche Bank AG           5.20  2/23/2016    EUR    61.20
Deutsche Bank AG           5.20  1/19/2016    EUR    63.10
Deutsche Bank AG           5.20  1/19/2016    EUR    60.90
Deutsche Bank AG           4.20  2/23/2016    EUR    58.70
Deutsche Bank AG           5.20  2/23/2016    EUR    57.10
Deutsche Bank AG           5.20  1/19/2016    EUR    49.00
Deutsche Bank AG           4.20  1/19/2016    EUR    48.70
Deutsche Bank AG           5.20  1/19/2016    EUR    47.10
Deutsche Bank AG           4.20  1/19/2016    EUR    46.70
Deutsche Bank AG           4.20  1/19/2016    EUR    44.90
Deutsche Bank AG           5.20  1/19/2016    EUR    45.20
Deutsche Bank AG           5.20  1/19/2016    EUR    43.60
Deutsche Bank AG           4.20  1/19/2016    EUR    43.20
Deutsche Bank AG           5.20  2/23/2016    EUR    49.50
Deutsche Bank AG           4.20  2/23/2016    EUR    49.00
Deutsche Bank AG           5.20  2/23/2016    EUR    47.50
Deutsche Bank AG           4.20  2/23/2016    EUR    47.10
Deutsche Bank AG           4.20  2/23/2016    EUR    45.30
Deutsche Bank AG           5.20  2/23/2016    EUR    45.70
Deutsche Bank AG           5.20  2/23/2016    EUR    44.10
Deutsche Bank AG           4.20  2/23/2016    EUR    43.60
Deutsche Bank AG           7.20  1/19/2016    EUR    63.80
Deutsche Bank AG           6.20  1/19/2016    EUR    63.50
Deutsche Bank AG           6.20  1/19/2016    EUR    61.20
Deutsche Bank AG           7.20  1/19/2016    EUR    61.50
Deutsche Bank AG           6.20  1/19/2016    EUR    59.10
Deutsche Bank AG           7.20  1/19/2016    EUR    59.40
Deutsche Bank AG           7.20  1/19/2016    EUR    57.40
Deutsche Bank AG           6.20  1/19/2016    EUR    57.10
Deutsche Bank AG           6.20  2/23/2016    EUR    63.90
Deutsche Bank AG           7.20  2/23/2016    EUR    64.30
Deutsche Bank AG           6.20  2/23/2016    EUR    61.60
Deutsche Bank AG           7.20  2/23/2016    EUR    62.10
Deutsche Bank AG           6.20  2/23/2016    EUR    59.50
Deutsche Bank AG           7.20  2/23/2016    EUR    60.00
Deutsche Bank AG           6.20  2/23/2016    EUR    57.60
Deutsche Bank AG           7.20  2/23/2016    EUR    58.00
Deutsche Bank AG           6.20  1/19/2016    EUR    47.40
Deutsche Bank AG           7.20  1/19/2016    EUR    47.70
Deutsche Bank AG           7.20  1/19/2016    EUR    45.90
Deutsche Bank AG           6.20  1/19/2016    EUR    45.60
Deutsche Bank AG           6.20  1/19/2016    EUR    43.90
Deutsche Bank AG           7.20  1/19/2016    EUR    44.20
Deutsche Bank AG           7.20  2/23/2016    EUR    48.40
Deutsche Bank AG           6.20  2/23/2016    EUR    48.00
Deutsche Bank AG           7.20  2/23/2016    EUR    46.60
Deutsche Bank AG           6.20  2/23/2016    EUR    46.20
Deutsche Bank AG           7.20  2/23/2016    EUR    44.90
Deutsche Bank AG           6.20  2/23/2016    EUR    44.50
Deutsche Bank AG           7.20 10/21/2015    EUR    62.40
Deutsche Bank AG           7.20 11/25/2015    EUR    62.90
Deutsche Bank AG           7.20 11/25/2015    EUR    60.60
Deutsche Bank AG           6.20 11/25/2015    EUR    58.30
Deutsche Bank AG           7.20 11/25/2015    EUR    58.40
Deutsche Bank AG           7.20 10/21/2015    EUR    46.00
Deutsche Bank AG           7.20 10/21/2015    EUR    44.20
Deutsche Bank AG           7.20 10/21/2015    EUR    42.50
Deutsche Bank AG           7.20 11/25/2015    EUR    46.70
Deutsche Bank AG           7.20 11/25/2015    EUR    44.80
Deutsche Bank AG           7.20 11/25/2015    EUR    43.20
Deutsche Bank AG           7.20 12/22/2015    EUR    63.40
Deutsche Bank AG           7.20  3/22/2016    EUR    64.70
Deutsche Bank AG           7.20  3/22/2016    EUR    64.00
Deutsche Bank AG           7.20  3/22/2016    EUR    62.00
Deutsche Bank AG           7.20  3/22/2016    EUR    49.00
Deutsche Bank AG           6.20  3/22/2016    EUR    48.40
Deutsche Bank AG           7.20  3/22/2016    EUR    47.20
Deutsche Bank AG           7.20  3/22/2016    EUR    45.50
Deutsche Bank AG           4.20  2/23/2016    EUR    65.40
Deutsche Bank AG           4.20  2/23/2016    EUR    63.00
Goldman Sachs & Co We     13.00 11/25/2015    EUR    57.78
Goldman Sachs & Co We      5.00  1/20/2016    EUR    56.99
Goldman Sachs & Co We      6.00  1/20/2016    EUR    57.32
Goldman Sachs & Co We      8.00  1/20/2016    EUR    57.97
Goldman Sachs & Co We     10.00  1/20/2016    EUR    58.63
Goldman Sachs & Co We     12.00  1/20/2016    EUR    59.29
Goldman Sachs & Co We     11.00  3/23/2016    EUR    60.69
Goldman Sachs & Co We      5.00  6/22/2016    EUR    56.02
Goldman Sachs & Co We      8.00  6/22/2016    EUR    58.26
Goldman Sachs & Co We     10.00  6/22/2016    EUR    59.75
Goldman Sachs & Co We     10.00  6/22/2016    EUR    59.75
Deutsche Bank AG           5.20  2/23/2016    EUR    63.40
Goldman Sachs & Co We      6.00 11/25/2015    EUR    42.99
Goldman Sachs & Co We      7.00 11/25/2015    EUR    43.16
Goldman Sachs & Co We      6.00  1/20/2016    EUR    43.86
Goldman Sachs & Co We      7.00  1/20/2016    EUR    44.19
Goldman Sachs & Co We     10.00  1/20/2016    EUR    45.17
Goldman Sachs & Co We     12.00  1/20/2016    EUR    45.83
Goldman Sachs & Co We     12.00  1/20/2016    EUR    45.83
Goldman Sachs & Co We     11.00  3/23/2016    EUR    47.35
Goldman Sachs & Co We     11.00  3/23/2016    EUR    47.35
Goldman Sachs & Co We      6.00  6/22/2016    EUR    44.81
Goldman Sachs & Co We      7.00  6/22/2016    EUR    45.56
Goldman Sachs & Co We     10.00  6/22/2016    EUR    47.80
Goldman Sachs & Co We     10.00  6/22/2016    EUR    47.80
Goldman Sachs & Co We     10.00  6/22/2016    EUR    47.80
Goldman Sachs & Co We     11.00  6/22/2016    EUR    48.54
Goldman Sachs & Co We     11.00  6/22/2016    EUR    48.54
Deutsche Bank AG           4.20  1/19/2016    EUR    62.80
Deutsche Bank AG           5.20  1/19/2016    EUR    65.50
Deutsche Bank AG           4.20  1/19/2016    EUR    60.50
Deutsche Bank AG           4.20  1/19/2016    EUR    58.40
Deutsche Bank AG           5.20  1/19/2016    EUR    56.70
Deutsche Bank AG           5.20  1/19/2016    EUR    58.70
Deutsche Bank AG           4.20  1/19/2016    EUR    56.40
Deutsche Bank AG           4.20  2/23/2016    EUR    56.70
Deutsche Bank AG           5.20  2/23/2016    EUR    65.80
Deutsche Bank AG           4.20  1/19/2016    EUR    65.20
Deutsche Bank AG           5.20  2/23/2016    EUR    59.10
Deutsche Bank AG           4.20  2/23/2016    EUR    60.80
Goldman Sachs & Co We      7.00  1/20/2016    EUR    66.58
Goldman Sachs & Co We     15.00  1/20/2016    EUR    56.74
Goldman Sachs & Co We      9.00  1/20/2016    EUR    62.54
Goldman Sachs & Co We     18.00  1/20/2016    EUR    54.52
Goldman Sachs & Co We      5.00  6/22/2016    EUR    69.24
Goldman Sachs & Co We     10.00  6/22/2016    EUR    60.15
Goldman Sachs & Co We     15.00  6/22/2016    EUR    57.52
Goldman Sachs & Co We      6.00  9/23/2015    EUR    55.03
Goldman Sachs & Co We      7.00  9/23/2015    EUR    52.46
Goldman Sachs & Co We     19.00  9/23/2015    EUR    41.14
Goldman Sachs & Co We     20.00 10/21/2015    EUR    38.96
Goldman Sachs & Co We     24.00  9/23/2015    EUR    37.50
Goldman Sachs & Co We     22.00 10/21/2015    EUR    37.86
Goldman Sachs & Co We      6.00 11/25/2015    EUR    52.87
Goldman Sachs & Co We     18.00 11/25/2015    EUR    40.55
Goldman Sachs & Co We     23.00 12/23/2015    EUR    39.66
Goldman Sachs & Co We     19.00 12/23/2015    EUR    40.92
Goldman Sachs & Co We      6.00  1/20/2016    EUR    51.25
Goldman Sachs & Co We     10.00  1/20/2016    EUR    46.65
Goldman Sachs & Co We     15.00  1/20/2016    EUR    43.68
Goldman Sachs & Co We     18.00  1/20/2016    EUR    42.07
Goldman Sachs & Co We     19.00  3/23/2016    EUR    43.42
Goldman Sachs & Co We     22.00  1/20/2016    EUR    41.11
Goldman Sachs & Co We      6.00  6/22/2016    EUR    54.18
Goldman Sachs & Co We      7.00  6/22/2016    EUR    52.78
Goldman Sachs & Co We      8.00  6/22/2016    EUR    49.64
Goldman Sachs & Co We     10.00  6/22/2016    EUR    49.40
Goldman Sachs & Co We     18.00  6/22/2016    EUR    46.23
Goldman Sachs & Co We     15.00  6/22/2016    EUR    46.17
Goldman Sachs & Co We     21.00 12/23/2015    EUR    74.23
Landesbank Hessen-Thu      3.20  3/23/2016    EUR    63.80
Notenstein Privatbank      8.50  1/16/2017    EUR    55.18
DZ Bank AG Deutsche Z      6.40  9/21/2015    EUR    65.38
DZ Bank AG Deutsche Z      5.30 12/21/2015    EUR    60.44
DZ Bank AG Deutsche Z      5.90 12/21/2015    EUR    59.29
DZ Bank AG Deutsche Z      5.60  3/21/2016    EUR    60.39
Vontobel Financial Pr      7.35  3/11/2016    EUR    71.76
Vontobel Financial Pr      8.15 12/11/2015    EUR    70.56
Vontobel Financial Pr      6.00 12/11/2015    EUR    74.16
Vontobel Financial Pr      7.75  6/10/2016    EUR    60.61
Vontobel Financial Pr      5.70  6/10/2016    EUR    63.05
Vontobel Financial Pr      3.90  6/10/2016    EUR    66.86
Vontobel Financial Pr      4.50 12/11/2015    EUR    50.69
Vontobel Financial Pr      4.60  3/11/2016    EUR    51.84
Vontobel Financial Pr      6.80  3/11/2016    EUR    48.77
Vontobel Financial Pr      5.20  6/10/2016    EUR    51.41
Vontobel Financial Pr      7.15  6/10/2016    EUR    48.91
UBS AG                     7.75 12/22/2017    EUR    50.51
UBS AG                    22.50  3/29/2016    EUR    52.29
UBS AG                     4.50 12/23/2016    EUR    69.93
UBS AG                     5.00 12/23/2016    EUR    51.57
UBS AG                    18.25  3/29/2016    EUR    63.52
UBS AG                     4.75 12/22/2017    EUR    54.89
UBS AG                     5.50 12/23/2016    EUR    50.39
UBS AG                     7.75 12/23/2016    EUR    61.87
LBBW                       4.00  8/26/2016    EUR    59.87
Leonteq Securities AG     11.00 12/15/2015    USD    50.32
DZ Bank AG Deutsche Z      6.50  3/29/2016    EUR    60.50
DZ Bank AG Deutsche Z      5.25 12/21/2015    EUR    49.35
DZ Bank AG Deutsche Z      5.25  3/21/2016    EUR    50.60
DZ Bank AG Deutsche Z      5.70 12/21/2015    EUR    54.79
DZ Bank AG Deutsche Z      5.60  3/21/2016    EUR    56.03
UBS AG/London              5.00 12/10/2015    USD    70.26
Societe Generale Effe      3.85  3/29/2016    EUR    62.65
UBS AG/London              3.60  8/24/2016    EUR    67.62
UBS AG/London              6.10  1/20/2016    EUR    63.54
UBS AG/London              3.30  8/24/2016    EUR    55.38
UBS AG/London             11.00  1/20/2016    EUR    45.04
UBS AG/London              4.60  1/20/2016    EUR    66.54
UBS AG/London              3.10  1/20/2016    EUR    56.09
Commerzbank AG             7.50 12/24/2015    EUR    56.68
Commerzbank AG             9.50 12/24/2015    EUR    54.38
Lehman Brothers Treas      7.60  5/21/2013    USD     4.75
Vontobel Financial Pr      9.20 12/28/2015    EUR    54.11
Deutsche Bank AG           5.34  6/30/2016    EUR    44.53
Vontobel Financial Pr      6.00  6/24/2016    EUR    46.10
Vontobel Financial Pr      9.50  9/25/2015    EUR    55.13
Vontobel Financial Pr      5.50  1/15/2016    EUR    46.19
Goldman Sachs & Co We     12.00 11/25/2015    EUR    53.86
Goldman Sachs & Co We     11.00 12/23/2015    EUR    54.45
Goldman Sachs & Co We     11.00 12/23/2015    EUR    54.45
Goldman Sachs & Co We     11.00  1/20/2016    EUR    55.26
Goldman Sachs & Co We      6.00  6/22/2016    EUR    53.35
Goldman Sachs & Co We      7.00  1/20/2016    EUR    41.19
UBS AG/London             10.75 12/17/2015    CHF    64.28
Vontobel Financial Pr      5.00  1/22/2016    EUR    47.25
Goldman Sachs & Co We     23.00 12/23/2015    EUR    49.01
Goldman Sachs & Co We      6.00  1/20/2016    EUR    61.55
Goldman Sachs & Co We      6.00  6/22/2016    EUR    60.96
Goldman Sachs & Co We     21.00  1/20/2016    EUR    50.14
Goldman Sachs & Co We      8.00  6/22/2016    EUR    58.66
Goldman Sachs & Co We     17.00  6/22/2016    EUR    53.97
Goldman Sachs & Co We     22.00 11/25/2015    EUR    72.84
Vontobel Financial Pr      5.75  8/23/2016    EUR    62.78
Deutsche Bank AG           8.20 12/20/2016    EUR    61.90
Deutsche Bank AG           8.20 12/22/2015    EUR    42.40
Deutsche Bank AG           8.20  3/22/2016    EUR    59.00
Deutsche Bank AG           8.20  3/22/2016    EUR    44.50
Deutsche Bank AG           8.20 12/20/2016    EUR    49.00
Deutsche Bank AG           8.20 12/22/2015    EUR    57.20
Deutsche Bank AG           8.20  6/22/2016    EUR    44.90
Deutsche Bank AG           8.20  6/22/2016    EUR    58.00
HSBC Trinkaus & Burkh      6.90  9/25/2015    EUR    73.35
HSBC Trinkaus & Burkh      6.50 12/28/2015    EUR    70.73
HSBC Trinkaus & Burkh      8.80 11/27/2015    EUR    67.39
HSBC Trinkaus & Burkh     13.20 11/27/2015    EUR    72.79
HSBC Trinkaus & Burkh     16.00 12/28/2015    EUR    49.97
HSBC Trinkaus & Burkh      7.10  3/25/2016    EUR    56.96
HSBC Trinkaus & Burkh      8.10 11/27/2015    EUR    55.05
HSBC Trinkaus & Burkh      7.30  9/25/2015    EUR    45.91
HSBC Trinkaus & Burkh     20.20  9/25/2015    EUR    73.66
HSBC Trinkaus & Burkh     15.80 12/28/2015    EUR    74.90
DZ Bank AG Deutsche Z      9.50 12/28/2015    EUR    44.01
DZ Bank AG Deutsche Z      8.75  6/24/2016    EUR    46.34
DZ Bank AG Deutsche Z      8.75  6/24/2016    EUR    58.48
DZ Bank AG Deutsche Z      7.50  9/21/2015    EUR    70.29
DZ Bank AG Deutsche Z      8.60  9/21/2015    EUR    68.84
DZ Bank AG Deutsche Z      6.30 12/21/2015    EUR    65.00
DZ Bank AG Deutsche Z      7.00 12/21/2015    EUR    63.89
DZ Bank AG Deutsche Z      7.90 12/21/2015    EUR    62.83
DZ Bank AG Deutsche Z      5.40  3/21/2016    EUR    65.68
DZ Bank AG Deutsche Z      5.90  3/21/2016    EUR    64.71
DZ Bank AG Deutsche Z      7.00 12/28/2015    EUR    48.94
DZ Bank AG Deutsche Z     11.25 12/28/2015    EUR    45.70
DZ Bank AG Deutsche Z     10.00  9/25/2015    EUR    60.41
DZ Bank AG Deutsche Z      5.00 12/28/2015    EUR    63.28
DZ Bank AG Deutsche Z      8.25 12/28/2015    EUR    59.63
DZ Bank AG Deutsche Z      6.50  3/29/2016    EUR    60.60
Commerzbank AG             4.50 12/24/2015    EUR    67.93
Commerzbank AG             5.25 12/24/2015    EUR    66.34
Commerzbank AG             6.00 12/24/2015    EUR    64.82
Commerzbank AG             7.00 12/24/2015    EUR    63.43
Commerzbank AG             8.00 12/24/2015    EUR    62.11
Commerzbank AG             9.00 12/24/2015    EUR    60.86
Commerzbank AG            10.00 12/24/2015    EUR    59.68
Commerzbank AG             4.75 12/24/2015    EUR    52.92
Commerzbank AG             5.50 12/24/2015    EUR    51.58
Commerzbank AG             6.25 12/24/2015    EUR    50.35
Commerzbank AG             7.25 12/24/2015    EUR    49.26
Commerzbank AG             8.25 12/24/2015    EUR    48.22
Commerzbank AG             9.25 12/24/2015    EUR    47.27
Commerzbank AG            10.25 12/24/2015    EUR    46.38
Commerzbank AG            11.25 12/24/2015    EUR    45.53
Vontobel Financial Pr     10.30  9/25/2015    EUR    61.50
Vontobel Financial Pr      8.65 12/28/2015    EUR    61.79
Vontobel Financial Pr      6.00  1/22/2016    EUR    49.51
DZ Bank AG Deutsche Z      6.25 12/21/2015    EUR    58.06
DZ Bank AG Deutsche Z      6.50  3/21/2016    EUR    59.52
DZ Bank AG Deutsche Z      6.00  3/21/2016    EUR    59.27
UniCredit Bank AG          4.50  6/23/2016    EUR    56.13
UniCredit Bank AG          4.20  6/23/2016    EUR    57.86
UniCredit Bank AG          5.00  6/23/2016    EUR    53.50
UniCredit Bank AG          7.50  6/23/2016    EUR    73.84
UniCredit Bank AG          7.00  6/23/2016    EUR    74.10
UniCredit Bank AG          4.30  6/23/2016    EUR    57.28
UniCredit Bank AG          6.75  6/23/2016    EUR    74.55
UniCredit Bank AG          4.90  6/23/2016    EUR    54.01
UniCredit Bank AG          4.40  6/23/2016    EUR    56.69
UniCredit Bank AG          4.50  6/23/2016    EUR    60.27
UniCredit Bank AG          4.25  6/23/2016    EUR    61.12
UniCredit Bank AG          4.60  6/23/2016    EUR    55.59
UniCredit Bank AG          5.50  6/23/2016    EUR    57.12
UniCredit Bank AG          5.00  6/23/2016    EUR    58.63
UniCredit Bank AG          4.70  6/23/2016    EUR    55.05
UniCredit Bank AG          4.75  6/23/2016    EUR    59.44
UniCredit Bank AG          4.80  6/23/2016    EUR    54.51
UBS AG/London             10.00   6/3/2016    CHF    73.17
LBBW                       3.00  6/23/2017    EUR    73.21
LBBW                       4.50  6/23/2017    EUR    70.50
LBBW                       2.50  6/23/2017    EUR    64.61
LBBW                       3.50  6/23/2017    EUR    63.04
LBBW                       4.50  6/23/2017    EUR    62.07
LBBW                       2.50  2/26/2016    EUR    63.14
LBBW                       3.50  2/26/2016    EUR    61.81
LBBW                       4.50  2/26/2016    EUR    60.92
Notenstein Privatbank      9.00   9/2/2016    CHF    64.54
Leonteq Securities AG     15.00   3/9/2016    USD    51.04
Goldman Sachs & Co We      5.00 12/23/2015    EUR    48.60
Goldman Sachs & Co We      5.00  1/20/2016    EUR    48.97
Goldman Sachs & Co We      5.00  2/24/2016    EUR    49.41
Bank Julius Baer & Co      7.00  9/12/2016    CHF    43.30
UniCredit Bank AG          6.00  9/24/2015    EUR    67.49
UniCredit Bank AG          4.00  9/24/2015    EUR    47.01
UniCredit Bank AG          6.00  9/24/2015    EUR    61.83
UniCredit Bank AG          4.00  9/24/2015    EUR    64.18
UniCredit Bank AG          4.00  9/24/2015    EUR    69.20
UniCredit Bank AG          5.00  9/24/2015    EUR    60.35
UniCredit Bank AG          5.60  9/24/2015    EUR    62.94
DZ Bank AG Deutsche Z      5.10  9/19/2016    EUR    62.26
DZ Bank AG Deutsche Z      5.90  9/19/2016    EUR    61.34
DZ Bank AG Deutsche Z      6.70  9/19/2016    EUR    60.54
DZ Bank AG Deutsche Z      6.00  9/19/2016    EUR    74.77
Vontobel Financial Pr      3.95  5/27/2016    EUR    74.33
Vontobel Financial Pr      5.75 12/28/2015    EUR    60.11
Vontobel Financial Pr      6.50  9/25/2015    EUR    61.07
Vontobel Financial Pr     13.45 12/28/2015    EUR    66.15
Vontobel Financial Pr     18.75 12/28/2015    EUR    60.61
DZ Bank AG Deutsche Z      8.00 12/28/2015    EUR    39.26
Vontobel Financial Pr      5.35 12/28/2015    EUR    72.83
Vontobel Financial Pr      8.05 12/28/2015    EUR    73.55
Goldman Sachs & Co We     10.00 12/23/2015    EUR    57.97
Goldman Sachs & Co We      6.00  9/23/2015    EUR    62.62
Goldman Sachs & Co We      8.00  9/23/2015    EUR    62.63
Goldman Sachs & Co We      5.00 12/23/2015    EUR    60.81
Goldman Sachs & Co We      5.00 12/23/2015    EUR    60.81
Leonteq Securities AG      5.00  8/22/2016    CHF    66.40
Vontobel Financial Pr      4.95 12/28/2015    EUR    45.07
Deutsche Bank AG           4.20  7/20/2016    EUR    67.00
Deutsche Bank AG           4.20  8/24/2016    EUR    58.90
Deutsche Bank AG           4.20  8/24/2016    EUR    62.90
Deutsche Bank AG           4.20  8/24/2016    EUR    60.80
Deutsche Bank AG           4.20  8/24/2016    EUR    67.30
Deutsche Bank AG           4.20  8/24/2016    EUR    65.00
Deutsche Bank AG           4.20  8/24/2016    EUR    57.20
Deutsche Bank AG           4.20  7/20/2016    EUR    61.10
Deutsche Bank AG           4.20  8/24/2016    EUR    54.90
Deutsche Bank AG           4.20  7/20/2016    EUR    59.40
Deutsche Bank AG           4.20  8/24/2016    EUR    59.70
Deutsche Bank AG           4.20  8/24/2016    EUR    62.50
Deutsche Bank AG           4.20  7/20/2016    EUR    56.90
Deutsche Bank AG           5.20  7/20/2016    EUR    56.10
Deutsche Bank AG           5.20  7/20/2016    EUR    59.40
Deutsche Bank AG           5.20  7/20/2016    EUR    61.30
Deutsche Bank AG           5.20  8/24/2016    EUR    63.80
Deutsche Bank AG           6.20  8/24/2016    EUR    62.70
Deutsche Bank AG           6.20  8/24/2016    EUR    57.50
Deutsche Bank AG           5.20  7/20/2016    EUR    63.40
Deutsche Bank AG           6.20  8/24/2016    EUR    63.60
Deutsche Bank AG           5.20  8/24/2016    EUR    59.80
Deutsche Bank AG           6.20  8/24/2016    EUR    60.80
Deutsche Bank AG           5.20  8/24/2016    EUR    61.80
Deutsche Bank AG           5.20  8/24/2016    EUR    56.50
Deutsche Bank AG           5.20  7/20/2016    EUR    57.70
Deutsche Bank AG           6.20  7/20/2016    EUR    58.60
Deutsche Bank AG           5.20  7/20/2016    EUR    55.40
Deutsche Bank AG           6.20  8/24/2016    EUR    61.60
Deutsche Bank AG           5.20  8/24/2016    EUR    60.70
Deutsche Bank AG           6.20  8/24/2016    EUR    59.10
Deutsche Bank AG           5.20  8/24/2016    EUR    52.10
Deutsche Bank AG           6.20  7/20/2016    EUR    61.10
Deutsche Bank AG           5.20  7/20/2016    EUR    51.70
Deutsche Bank AG           5.20  8/24/2016    EUR    55.80
Deutsche Bank AG           5.20  7/20/2016    EUR    60.30
Deutsche Bank AG           5.20  8/24/2016    EUR    58.10
Deutsche Bank AG           6.20  8/24/2016    EUR    53.10
Deutsche Bank AG           6.20  8/24/2016    EUR    56.70
Deutsche Bank AG           6.20  8/24/2016    EUR    72.50
Deutsche Bank AG           5.20  8/24/2016    EUR    74.50
Deutsche Bank AG           5.20  7/20/2016    EUR    71.10
Deutsche Bank AG           6.20  7/20/2016    EUR    72.00
Deutsche Bank AG           6.20  8/24/2016    EUR    74.90
Deutsche Bank AG           5.20  7/20/2016    EUR    74.00
Deutsche Bank AG           5.20  8/24/2016    EUR    74.00
Deutsche Bank AG           5.20  8/24/2016    EUR    71.50
Deutsche Bank AG           5.20  5/25/2016    EUR    57.00
Deutsche Bank AG           6.20  5/25/2016    EUR    57.70
Deutsche Bank AG           5.20  5/25/2016    EUR    54.60
Deutsche Bank AG           6.20  5/25/2016    EUR    55.30
Deutsche Bank AG           6.20  5/25/2016    EUR    51.60
Deutsche Bank AG           5.20  5/25/2016    EUR    50.90
Deutsche Bank AG           6.20  5/25/2016    EUR    73.60
Deutsche Bank AG           5.20  5/25/2016    EUR    72.90
Deutsche Bank AG           4.20  5/25/2016    EUR    66.60
Deutsche Bank AG           4.20  5/25/2016    EUR    64.30
Deutsche Bank AG           4.20  5/25/2016    EUR    62.00
Deutsche Bank AG           5.20  5/25/2016    EUR    73.30
Deutsche Bank AG           6.20  5/25/2016    EUR    74.00
Deutsche Bank AG           4.20  5/25/2016    EUR    61.80
Deutsche Bank AG           4.20  5/25/2016    EUR    59.00
Deutsche Bank AG           8.20  5/25/2016    EUR    60.80
Deutsche Bank AG           8.20  5/25/2016    EUR    57.40
Deutsche Bank AG           8.20  5/25/2016    EUR    55.70
Deutsche Bank AG           8.20  5/25/2016    EUR    51.00
Deutsche Bank AG           8.20  5/25/2016    EUR    75.00
Deutsche Bank AG           8.20  5/25/2016    EUR    72.50
Deutsche Bank AG           8.20  5/25/2016    EUR    71.10
Deutsche Bank AG           8.20  5/25/2016    EUR    53.00
Deutsche Bank AG           8.20  4/20/2016    EUR    63.00
Deutsche Bank AG           8.20  4/20/2016    EUR    59.60
Deutsche Bank AG           8.20  4/20/2016    EUR    57.80
Deutsche Bank AG           8.20  4/20/2016    EUR    54.10
Deutsche Bank AG           8.20  4/20/2016    EUR    52.00
Deutsche Bank AG           8.20  4/20/2016    EUR    74.30
Deutsche Bank AG           8.20  4/20/2016    EUR    71.70
Deutsche Bank AG           8.20  4/20/2016    EUR    73.70
Deutsche Bank AG           6.20  4/20/2016    EUR    66.00
Deutsche Bank AG           5.20  4/20/2016    EUR    65.50
Deutsche Bank AG           5.20  4/20/2016    EUR    63.30
Deutsche Bank AG           6.20  4/20/2016    EUR    63.90
Deutsche Bank AG           6.20  4/20/2016    EUR    61.80
Deutsche Bank AG           5.20  4/20/2016    EUR    61.20
Deutsche Bank AG           6.20  4/20/2016    EUR    58.40
Deutsche Bank AG           5.20  4/20/2016    EUR    57.80
Deutsche Bank AG           5.20  4/20/2016    EUR    58.60
Deutsche Bank AG           6.20  4/20/2016    EUR    59.20
Deutsche Bank AG           5.20  4/20/2016    EUR    56.10
Deutsche Bank AG           6.20  4/20/2016    EUR    56.70
Deutsche Bank AG           6.20  4/20/2016    EUR    52.90
Deutsche Bank AG           5.20  4/20/2016    EUR    52.40
Deutsche Bank AG           5.20  4/20/2016    EUR    72.50
Deutsche Bank AG           6.20  4/20/2016    EUR    73.10
Deutsche Bank AG           5.20  4/20/2016    EUR    74.80
Deutsche Bank AG           5.20  7/20/2016    EUR    73.60
Deutsche Bank AG           5.20  5/25/2016    EUR    62.70
Deutsche Bank AG           6.20  5/25/2016    EUR    56.10
Deutsche Bank AG           5.20  5/25/2016    EUR    60.70
Deutsche Bank AG           6.20  5/25/2016    EUR    61.30
Deutsche Bank AG           6.20  5/25/2016    EUR    59.40
Deutsche Bank AG           5.20  5/25/2016    EUR    57.50
Deutsche Bank AG           5.20  5/25/2016    EUR    55.40
Deutsche Bank AG           6.20  5/25/2016    EUR    63.40
UBS AG                    12.25  6/24/2016    EUR    68.52
UBS AG                     8.25  6/24/2016    EUR    70.01
UBS AG                     7.25  6/24/2016    EUR    74.24
UBS AG                    13.75  6/24/2016    EUR    65.79
UBS AG/London              6.25  5/30/2016    CHF    46.65
Credit Suisse AG/Lond      8.00   6/6/2016    USD    57.71
Leonteq Securities AG     10.80   9/8/2016    CHF    67.95
WGZ-Bank AG Westdeuts      2.25  6/29/2016    EUR    63.13
WGZ-Bank AG Westdeuts      3.25  6/29/2016    EUR    60.83
WGZ-Bank AG Westdeuts      4.25  6/29/2016    EUR    58.75
WGZ-Bank AG Westdeuts      5.50  6/29/2016    EUR    57.10
WGZ-Bank AG Westdeuts      6.50  6/29/2016    EUR    56.64
DZ Bank AG Deutsche Z      5.25  6/24/2016    EUR    57.12
DZ Bank AG Deutsche Z     10.25  6/24/2016    EUR    63.86
Vontobel Financial Pr     10.35  3/11/2016    EUR    63.26
Vontobel Financial Pr      9.65  6/10/2016    EUR    64.15
Commerzbank AG             6.76  6/22/2017    EUR    62.30
Vontobel Financial Pr      6.05 12/18/2015    EUR    60.95
Vontobel Financial Pr      3.65  12/9/2016    EUR    65.24
Vontobel Financial Pr      5.40  12/9/2016    EUR    63.22
Vontobel Financial Pr      5.30  6/17/2016    EUR    62.20
Vontobel Financial Pr      4.15  12/9/2016    EUR    59.50
Vontobel Financial Pr      5.15  12/9/2016    EUR    58.23
Vontobel Financial Pr      6.30  12/9/2016    EUR    57.33
Vontobel Financial Pr      7.55  12/9/2016    EUR    56.73
Vontobel Financial Pr      4.25   9/9/2016    EUR    58.78
Vontobel Financial Pr      5.55   9/9/2016    EUR    57.50
Vontobel Financial Pr      6.90   9/9/2016    EUR    56.46
Vontobel Financial Pr      8.40   9/9/2016    EUR    55.75
DZ Bank AG Deutsche Z      5.00  6/24/2016    EUR    72.83
DZ Bank AG Deutsche Z      4.75  3/21/2016    EUR    67.29
DZ Bank AG Deutsche Z      5.75  6/20/2016    EUR    67.27
DZ Bank AG Deutsche Z      5.75  9/19/2016    EUR    68.61
DZ Bank AG Deutsche Z      5.75 12/28/2015    EUR    60.07
DZ Bank AG Deutsche Z      7.75 12/28/2015    EUR    68.58
DZ Bank AG Deutsche Z      7.75  3/29/2016    EUR    69.97
DZ Bank AG Deutsche Z      5.75  9/23/2016    EUR    69.41
DZ Bank AG Deutsche Z      7.75  9/23/2016    EUR    71.48
DZ Bank AG Deutsche Z      5.50  3/29/2016    EUR    70.75
DZ Bank AG Deutsche Z      7.00  9/23/2016    EUR    72.87
DZ Bank AG Deutsche Z      6.25  9/23/2016    EUR    69.04
DZ Bank AG Deutsche Z      5.50 12/28/2015    EUR    64.58
DZ Bank AG Deutsche Z      6.50  9/23/2016    EUR    66.82
DZ Bank AG Deutsche Z      6.00  3/29/2016    EUR    73.96
DZ Bank AG Deutsche Z      5.75 12/28/2015    EUR    69.62
DZ Bank AG Deutsche Z      7.25 12/28/2015    EUR    70.13
DZ Bank AG Deutsche Z      9.00 12/28/2015    EUR    67.24
DZ Bank AG Deutsche Z      5.10  3/21/2016    EUR    65.31
DZ Bank AG Deutsche Z      5.00  9/19/2016    EUR    64.69
Vontobel Financial Pr      6.55  9/23/2016    EUR    62.63
Vontobel Financial Pr      8.30  9/23/2016    EUR    55.96
Vontobel Financial Pr      9.50  6/24/2016    EUR    54.87
Vontobel Financial Pr      9.40  3/29/2016    EUR    54.57
Vontobel Financial Pr     11.15  3/29/2016    EUR    74.27
Vontobel Financial Pr      6.05   9/9/2016    EUR    53.10
Vontobel Financial Pr      5.05   9/9/2016    EUR    52.14
Vontobel Financial Pr     10.35 12/11/2015    EUR    45.88
LBBW                       3.50  7/27/2018    EUR    61.93
Vontobel Financial Pr      8.15  6/24/2016    EUR    73.65
DZ Bank AG Deutsche Z      6.10  6/22/2016    EUR    62.14
UBS AG                     3.30  12/9/2016    EUR    61.22
UBS AG                     3.70  6/10/2016    EUR    60.49
UBS AG                     2.30 12/11/2015    EUR    61.37
UniCredit Bank AG          5.44   7/1/2016    EUR    70.42
UniCredit Bank AG          6.00  6/23/2016    EUR    56.60
UniCredit Bank AG          5.25  6/23/2016    EUR    57.86
LBBW                       2.50  2/26/2016    EUR    66.87
LBBW                       4.50  2/26/2016    EUR    64.60
LBBW                       2.50  2/26/2016    EUR    56.75
LBBW                       3.50  2/26/2016    EUR    55.57
LBBW                       4.50  2/26/2016    EUR    54.54
LBBW                       2.50  6/23/2017    EUR    60.86
LBBW                       4.00  6/23/2017    EUR    58.47
LBBW                       5.50  6/23/2017    EUR    57.13
Leonteq Securities AG     16.40  9/15/2016    CHF    65.15
Leonteq Securities AG     10.40  9/15/2016    CHF    71.54
UniCredit Bank AG          4.00 12/22/2016    EUR    54.87
UniCredit Bank AG          4.00 12/22/2016    EUR    52.51
UniCredit Bank AG          4.00 12/22/2016    EUR    57.46
Commerzbank AG             6.25  5/26/2016    EUR    67.27
Commerzbank AG             8.50  5/26/2016    EUR    65.72
Commerzbank AG             4.25  5/26/2016    EUR    70.32
Commerzbank AG             6.00  5/26/2016    EUR    68.15
Commerzbank AG             8.00  5/26/2016    EUR    66.45
Commerzbank AG            10.00  5/26/2016    EUR    64.93
Commerzbank AG             7.25  5/26/2016    EUR    74.68
Commerzbank AG             8.00  5/26/2016    EUR    59.47
Commerzbank AG            10.50  5/26/2016    EUR    57.93
Commerzbank AG             4.75  5/26/2016    EUR    67.31
Commerzbank AG             5.25  5/26/2016    EUR    66.42
Commerzbank AG             6.00  5/26/2016    EUR    65.72
Commerzbank AG             6.75  5/26/2016    EUR    65.05
Commerzbank AG             7.75  5/26/2016    EUR    64.59
Commerzbank AG             8.50  5/26/2016    EUR    63.99
Commerzbank AG             9.50  5/26/2016    EUR    63.59
Commerzbank AG             5.00  5/26/2016    EUR    59.18
Commerzbank AG             5.75  5/26/2016    EUR    58.52
Commerzbank AG             6.50  5/26/2016    EUR    57.90
Commerzbank AG             7.25  5/26/2016    EUR    57.32
Commerzbank AG             8.00  5/26/2016    EUR    56.77
Commerzbank AG             9.00  5/26/2016    EUR    56.43
Commerzbank AG             9.75  5/26/2016    EUR    55.94
HSBC Trinkaus & Burkh     16.30  3/25/2016    EUR    62.00
HSBC Trinkaus & Burkh     14.30  6/24/2016    EUR    63.27
HSBC Trinkaus & Burkh     12.20  6/24/2016    EUR    64.09
HSBC Trinkaus & Burkh     12.50  9/23/2016    EUR    64.66
HSBC Trinkaus & Burkh     10.90  9/23/2016    EUR    65.38
HSBC Trinkaus & Burkh     11.40  2/26/2016    EUR    63.99
HSBC Trinkaus & Burkh     10.50  5/27/2016    EUR    64.75
HSBC Trinkaus & Burkh      7.10 12/23/2016    EUR    63.04
HSBC Trinkaus & Burkh      7.50  5/27/2016    EUR    62.05
HSBC Trinkaus & Burkh     10.80  9/23/2016    EUR    56.29
HSBC Trinkaus & Burkh      6.20  9/23/2016    EUR    58.17
HSBC Trinkaus & Burkh      7.10 12/23/2016    EUR    58.31
HSBC Trinkaus & Burkh      8.10  2/26/2016    EUR    55.38
HSBC Trinkaus & Burkh      8.60  5/27/2016    EUR    55.73
HSBC Trinkaus & Burkh     10.90  6/24/2016    EUR    74.03
DZ Bank AG Deutsche Z      2.00 11/27/2015    EUR    67.74
Landesbank Hessen-Thu      3.60 10/10/2016    EUR    72.90
Vontobel Financial Pr     10.45 12/28/2015    EUR    62.27
DZ Bank AG Deutsche Z      5.50  6/24/2016    EUR    62.41
DZ Bank AG Deutsche Z      8.25  6/24/2016    EUR    60.99
DZ Bank AG Deutsche Z     10.00  6/24/2016    EUR    56.68
DZ Bank AG Deutsche Z      5.25  6/24/2016    EUR    59.12
DZ Bank AG Deutsche Z     10.75  6/24/2016    EUR    74.81
DZ Bank AG Deutsche Z      5.00 12/21/2015    EUR    67.12
DZ Bank AG Deutsche Z      4.90  6/20/2016    EUR    66.08
DZ Bank AG Deutsche Z      4.50  9/19/2016    EUR    66.52
DZ Bank AG Deutsche Z      6.20  9/19/2016    EUR    64.62
Vontobel Financial Pr      6.90  9/23/2016    EUR    59.04
Vontobel Financial Pr      7.95  6/24/2016    EUR    58.28
Vontobel Financial Pr      7.60  3/29/2016    EUR    58.48
Vontobel Financial Pr      9.30 12/28/2015    EUR    57.12
LBBW                       2.75  7/26/2019    EUR    69.91
UBS AG                    12.50  6/24/2016    EUR    55.42
UBS AG                     5.50  6/24/2016    EUR    63.06
UBS AG                    17.00  6/24/2016    EUR    53.85
UBS AG                    10.00  6/24/2016    EUR    72.52
UBS AG                     8.50  6/24/2016    EUR    58.78
UBS AG                     9.75  6/24/2016    EUR    59.53
UBS AG                    14.50  6/24/2016    EUR    70.52
UBS AG                     8.50  6/24/2016    EUR    65.60
Bank Julius Baer & Co      9.35  6/10/2016    USD    74.50
Societe Generale Effe      8.68   7/7/2016    EUR    57.79
Societe Generale Effe     10.57   7/7/2016    EUR    56.47
Societe Generale Effe     12.62   7/7/2016    EUR    55.56
Societe Generale Effe      8.26 10/10/2016    EUR    60.82
Societe Generale Effe      9.99 10/10/2016    EUR    59.22
Societe Generale Effe     13.91 10/10/2016    EUR    57.20
Zurcher Kantonalbank      10.03  6/17/2016    EUR    58.20
Goldman Sachs & Co We      4.00  7/20/2016    EUR    55.46
Goldman Sachs & Co We      6.00  7/20/2016    EUR    57.11
Goldman Sachs & Co We     12.00  7/20/2016    EUR    62.05
Goldman Sachs & Co We      4.00 12/21/2016    EUR    56.83
Goldman Sachs & Co We      8.00 12/21/2016    EUR    61.79
Goldman Sachs & Co We     10.00 12/21/2016    EUR    64.27
Goldman Sachs & Co We      5.00  3/23/2016    EUR    54.17
Goldman Sachs & Co We      5.00  7/20/2016    EUR    53.76
Goldman Sachs & Co We      6.00  7/20/2016    EUR    54.58
Goldman Sachs & Co We      8.00  7/20/2016    EUR    56.23
Goldman Sachs & Co We     10.00  7/20/2016    EUR    57.87
Goldman Sachs & Co We      5.00 12/21/2016    EUR    55.42
Goldman Sachs & Co We      7.00 12/21/2016    EUR    57.91
Goldman Sachs & Co We      7.00 12/21/2016    EUR    57.91
Goldman Sachs & Co We      9.00 12/21/2016    EUR    60.39
Goldman Sachs & Co We     24.00 12/23/2015    EUR    57.85
Goldman Sachs & Co We      4.00  7/20/2016    EUR    68.72
Goldman Sachs & Co We      6.00  7/20/2016    EUR    65.66
Goldman Sachs & Co We      9.00  7/20/2016    EUR    63.89
Goldman Sachs & Co We     15.00  7/20/2016    EUR    61.69
Goldman Sachs & Co We     19.00  7/20/2016    EUR    62.00
Goldman Sachs & Co We      4.00 12/21/2016    EUR    69.95
Goldman Sachs & Co We      6.00 12/21/2016    EUR    67.94
Goldman Sachs & Co We      8.00 12/21/2016    EUR    66.35
Goldman Sachs & Co We     10.00 12/21/2016    EUR    65.18
Goldman Sachs & Co We     14.00 12/21/2016    EUR    63.94
Goldman Sachs & Co We     12.00  9/23/2015    EUR    58.73
Goldman Sachs & Co We     18.00  9/23/2015    EUR    55.09
Goldman Sachs & Co We     13.00 12/23/2015    EUR    55.04
Goldman Sachs & Co We     25.00 12/23/2015    EUR    51.47
Goldman Sachs & Co We     11.00  3/23/2016    EUR    57.07
Goldman Sachs & Co We      8.00  4/20/2016    EUR    58.69
Goldman Sachs & Co We     23.00  4/20/2016    EUR    55.07
Goldman Sachs & Co We     11.00  5/25/2016    EUR    57.04
Goldman Sachs & Co We     18.00  5/25/2016    EUR    55.68
Goldman Sachs & Co We     23.00  5/25/2016    EUR    55.71
Goldman Sachs & Co We      7.00  6/22/2016    EUR    59.89
Goldman Sachs & Co We     19.00  6/22/2016    EUR    56.14
Goldman Sachs & Co We     21.00  6/22/2016    EUR    56.03
Goldman Sachs & Co We      5.00  7/20/2016    EUR    61.62
Goldman Sachs & Co We      7.00  7/20/2016    EUR    60.36
Goldman Sachs & Co We      8.00  7/20/2016    EUR    58.63
Goldman Sachs & Co We     10.00  7/20/2016    EUR    57.91
Goldman Sachs & Co We     14.00  7/20/2016    EUR    57.06
Goldman Sachs & Co We     20.00  7/20/2016    EUR    56.82
Goldman Sachs & Co We      8.00  9/21/2016    EUR    59.89
Goldman Sachs & Co We      5.00 12/21/2016    EUR    63.01
Goldman Sachs & Co We      6.00 12/21/2016    EUR    61.68
Goldman Sachs & Co We      7.00 12/21/2016    EUR    60.48
Goldman Sachs & Co We      9.00 12/21/2016    EUR    60.69
Goldman Sachs & Co We     15.00 12/21/2016    EUR    59.01
Goldman Sachs & Co We     23.00  5/25/2016    EUR    72.11
Goldman Sachs & Co We     21.00  6/22/2016    EUR    72.39
Goldman Sachs & Co We     20.00  7/20/2016    EUR    73.17
Commerzbank AG            10.50 10/22/2015    EUR    51.31
Commerzbank AG             9.00 12/24/2015    EUR    52.72
Commerzbank AG             9.00  5/26/2016    EUR    54.76
Commerzbank AG            10.50 11/26/2015    EUR    72.82
Commerzbank AG            10.50  1/21/2016    EUR    74.33
Commerzbank AG             8.50 12/24/2015    EUR    74.89
LBBW                       3.15 11/25/2016    EUR    72.48
Bank J Safra Sarasin       9.70  6/15/2016    CHF    70.33
Goldman Sachs & Co We     18.00 12/23/2015    EUR    49.71
Goldman Sachs & Co We     20.00  1/20/2016    EUR    49.94
Goldman Sachs & Co We     18.00  2/24/2016    EUR    51.01
Goldman Sachs & Co We     19.00  3/23/2016    EUR    51.27
Goldman Sachs & Co We      7.00  5/25/2016    EUR    56.76
Goldman Sachs & Co We     16.00  9/21/2016    EUR    74.51
Goldman Sachs & Co We     22.00  5/25/2016    EUR    70.98
Goldman Sachs & Co We     21.00  6/22/2016    EUR    71.95
UBS AG/London             10.75   5/9/2016    CHF    68.30
WGZ-Bank AG Westdeuts      2.50  3/17/2016    EUR    70.29
WGZ-Bank AG Westdeuts      3.25  3/17/2016    EUR    68.05
WGZ-Bank AG Westdeuts      4.25  3/17/2016    EUR    66.16
WGZ-Bank AG Westdeuts      5.50  3/17/2016    EUR    64.40
WGZ-Bank AG Westdeuts      6.50  3/17/2016    EUR    63.69
DZ Bank AG Deutsche Z      5.40 12/21/2015    EUR    64.18
DZ Bank AG Deutsche Z      5.80  3/21/2016    EUR    63.36
DZ Bank AG Deutsche Z      5.40  6/20/2016    EUR    63.72
Vontobel Financial Pr      8.65  5/27/2016    EUR    60.97
Vontobel Financial Pr      5.85  5/27/2016    EUR    63.00
Bank Julius Baer & Co     10.00  5/20/2016    USD    55.00
Vontobel Financial Pr      9.05  5/27/2016    EUR    72.90
DZ Bank AG Deutsche Z      6.75  3/29/2016    EUR    70.26
DZ Bank AG Deutsche Z      5.50  6/24/2016    EUR    54.31
DZ Bank AG Deutsche Z      8.25  6/24/2016    EUR    52.29
DZ Bank AG Deutsche Z      5.00  6/24/2016    EUR    62.03
DZ Bank AG Deutsche Z      8.25  6/24/2016    EUR    59.58
DZ Bank AG Deutsche Z     12.00 12/28/2015    EUR    72.14
DZ Bank AG Deutsche Z      9.75  3/29/2016    EUR    73.91
DZ Bank AG Deutsche Z      9.00  6/24/2016    EUR    73.49
DZ Bank AG Deutsche Z     12.00  6/24/2016    EUR    71.88
DZ Bank AG Deutsche Z      6.70  9/21/2015    EUR    71.65
DZ Bank AG Deutsche Z      9.60  9/21/2015    EUR    69.29
DZ Bank AG Deutsche Z      5.60 12/21/2015    EUR    66.02
DZ Bank AG Deutsche Z      4.70  3/21/2016    EUR    66.46
DZ Bank AG Deutsche Z      5.60  6/20/2016    EUR    65.48
WGZ-Bank AG Westdeuts      2.50  3/22/2016    EUR    63.67
WGZ-Bank AG Westdeuts      3.50  3/22/2016    EUR    60.98
WGZ-Bank AG Westdeuts      4.50  3/22/2016    EUR    58.44
WGZ-Bank AG Westdeuts      5.50  3/22/2016    EUR    57.71
WGZ-Bank AG Westdeuts      6.25  3/22/2016    EUR    56.68
DZ Bank AG Deutsche Z      8.75  3/21/2016    EUR    71.36
DZ Bank AG Deutsche Z      9.25  6/20/2016    EUR    72.14
DZ Bank AG Deutsche Z      7.75 12/21/2015    EUR    71.18
DZ Bank AG Deutsche Z      9.25  3/21/2016    EUR    69.50
DZ Bank AG Deutsche Z      8.50  3/21/2016    EUR    69.14
DZ Bank AG Deutsche Z      7.50  3/21/2016    EUR    68.64
DZ Bank AG Deutsche Z      9.75  6/20/2016    EUR    70.24
Notenstein Privatbank      9.00 11/22/2016    CHF    56.56
UBS AG/London              9.75  5/13/2016    CHF    59.29
Bank Julius Baer & Co      6.70  5/25/2016    EUR    63.65
DZ Bank AG Deutsche Z      7.50 12/21/2015    EUR    66.70
DZ Bank AG Deutsche Z      8.50  6/20/2016    EUR    69.18
Bank Julius Baer & Co      9.50  5/27/2016    EUR    73.00
DZ Bank AG Deutsche Z      6.00  6/24/2016    EUR    69.32
Vontobel Financial Pr      7.00  6/24/2016    EUR    74.52
WGZ-Bank AG Westdeuts      2.00  6/22/2016    EUR    72.14
WGZ-Bank AG Westdeuts      3.00  6/22/2016    EUR    67.73
WGZ-Bank AG Westdeuts      4.00  6/22/2016    EUR    66.07
WGZ-Bank AG Westdeuts      5.00  6/22/2016    EUR    64.53
WGZ-Bank AG Westdeuts      6.00  6/22/2016    EUR    63.10
DZ Bank AG Deutsche Z      5.00 12/21/2015    EUR    74.91
HSBC Trinkaus & Burkh     12.60  6/24/2016    EUR    66.99
HSBC Trinkaus & Burkh     11.10  9/23/2016    EUR    68.08
HSBC Trinkaus & Burkh     11.90  2/26/2016    EUR    67.20
HSBC Trinkaus & Burkh     10.90  5/27/2016    EUR    68.07
HSBC Trinkaus & Burkh     10.40  9/23/2016    EUR    59.59
HSBC Trinkaus & Burkh      9.70  9/23/2016    EUR    53.34
HSBC Trinkaus & Burkh     11.50  9/23/2016    EUR    74.52
HSBC Trinkaus & Burkh     11.50  9/23/2016    EUR    74.59
HSBC Trinkaus & Burkh     12.00  1/22/2016    EUR    70.22
HSBC Trinkaus & Burkh     11.40  2/26/2016    EUR    70.97
HSBC Trinkaus & Burkh     10.30  5/27/2016    EUR    72.64
LBBW                       4.50  6/24/2016    EUR    74.12
LBBW                       3.00  6/24/2016    EUR    64.12
LBBW                       4.00  6/24/2016    EUR    62.64
LBBW                       3.00  6/24/2016    EUR    56.88
LBBW                       4.00  6/24/2016    EUR    55.62
LBBW                       5.00  6/24/2016    EUR    54.44
Leonteq Securities AG     11.20  8/29/2016    CHF    74.04
Leonteq Securities AG     10.40   9/1/2016    CHF    53.02
Goldman Sachs & Co We     21.00  6/22/2016    EUR    59.35
Goldman Sachs & Co We     14.00  2/24/2016    EUR    53.08
Goldman Sachs & Co We     23.00  2/24/2016    EUR    51.51
Goldman Sachs & Co We     24.00  3/23/2016    EUR    52.22
Goldman Sachs & Co We     15.00  4/20/2016    EUR    53.93
Goldman Sachs & Co We     20.00  4/20/2016    EUR    53.34
Goldman Sachs & Co We     10.00  9/21/2016    EUR    57.45
Goldman Sachs & Co We     13.00  9/21/2016    EUR    56.60
Goldman Sachs & Co We     17.00  9/21/2016    EUR    55.81
Goldman Sachs & Co We     22.00  3/23/2016    EUR    73.28
Goldman Sachs & Co We     20.00  5/25/2016    EUR    73.94
UBS AG/London             12.00  5/23/2016    CHF    60.35
Vontobel Financial Pr      7.40  6/24/2016    EUR    61.81
Vontobel Financial Pr      6.60  5/27/2016    EUR    63.51
Vontobel Financial Pr      7.15  3/29/2016    EUR    62.95
DZ Bank AG Deutsche Z      8.00 12/28/2015    EUR    68.62
DZ Bank AG Deutsche Z     12.50 11/27/2015    EUR    52.62
DZ Bank AG Deutsche Z     11.75 11/27/2015    EUR    73.43
DZ Bank AG Deutsche Z     14.00 11/27/2015    EUR    70.18
DZ Bank AG Deutsche Z     13.25 11/27/2015    EUR    69.81
Bank Julius Baer & Co      4.20   6/2/2016    CHF    72.45
Vontobel Financial Pr      6.50  6/24/2016    EUR    53.21
Vontobel Financial Pr     21.65  3/29/2016    EUR    73.34
Vontobel Financial Pr     10.20  6/24/2016    EUR    64.92
Vontobel Financial Pr     10.90  3/29/2016    EUR    64.03
Vontobel Financial Pr      9.00  9/23/2016    EUR    65.95
DZ Bank AG Deutsche Z      5.25 12/28/2015    EUR    73.15
DZ Bank AG Deutsche Z      6.50  9/19/2016    EUR    71.77
DZ Bank AG Deutsche Z      8.25  6/20/2016    EUR    70.53
DZ Bank AG Deutsche Z      7.25  9/19/2016    EUR    71.66
DZ Bank AG Deutsche Z      8.50 12/21/2015    EUR    69.64
DZ Bank AG Deutsche Z     10.00  3/21/2016    EUR    71.57
DZ Bank AG Deutsche Z      8.00  9/19/2016    EUR    70.83
DZ Bank AG Deutsche Z      7.25  9/19/2016    EUR    70.10
DZ Bank AG Deutsche Z      6.50  9/19/2016    EUR    69.34
Lehman Brothers Treas     12.00  7/13/2037    JPY     4.75
Immigon Portfolioabba      5.26   2/5/2025    EUR    36.13
Immigon Portfolioabba      1.24   3/1/2022    EUR    37.00
Immigon Portfolioabba      1.27   3/1/2018    EUR    73.13
Glitnir HF                 5.35  5/11/2010    USD    27.13
Lehman Brothers Treas      4.50   3/7/2015    EUR     4.75
Lehman Brothers Treas      4.50 12/30/2010    USD     4.75
Lehman Brothers Treas      7.00  7/11/2010    EUR     4.75
Lehman Brothers Treas      6.00  7/28/2010    EUR     4.75
Lehman Brothers Treas      6.00  7/28/2010    EUR     4.75
Lehman Brothers Treas      7.50   8/1/2035    EUR     4.75
Lehman Brothers Treas      4.90  7/28/2020    EUR     4.75
Lehman Brothers Treas      4.15  8/25/2020    EUR     4.75
Lehman Brothers Treas      6.00  12/6/2016    USD     4.75
Diversified Financial      2.18  7/27/2016    EUR    62.22
Lehman Brothers Treas      6.50  5/16/2015    EUR     4.75
Lehman Brothers Treas      3.50  9/29/2017    EUR     4.75
Lehman Brothers Treas      8.50   7/6/2009    CHF     4.75
LBI HF                     4.40 11/30/2035    EUR     0.01
Lehman Brothers Treas      4.50   8/2/2009    USD     4.75
Glitnir HF                 6.33  7/28/2011    USD    27.13
Lehman Brothers Treas      4.35   8/8/2016    SGD    22.25
Glitnir HF                 5.86  7/28/2016    GBP    27.13
Glitnir HF                 6.31  7/28/2011    USD    27.13
Lehman Brothers Treas      6.00  3/17/2011    EUR     4.75
Lehman Brothers Treas      4.70  3/23/2016    EUR     4.75
Lehman Brothers Treas      4.70  3/23/2016    EUR     4.75
Lehman Brothers Treas      8.00  4/20/2009    EUR     4.75
Immigon Portfolioabba      4.26  3/22/2024    EUR    35.75
Lehman Brothers Treas      2.00 11/16/2009    EUR     4.75
Lehman Brothers Treas     10.00   1/4/2010    USD     4.75
Immigon Portfolioabba      3.50  1/14/2019    EUR    69.13
Lehman Brothers Treas      7.50 10/24/2008    USD     4.75
Lehman Brothers Treas     10.00  3/27/2009    USD     4.75
Lehman Brothers Treas      7.00  4/14/2009    EUR     4.75
Lehman Brothers Treas      6.00 10/24/2008    EUR     4.75
Lehman Brothers Treas      7.75  1/30/2009    EUR     4.75
Lehman Brothers Treas      0.25  7/21/2014    EUR     4.75
Lehman Brothers Treas      4.95 10/25/2036    EUR     4.75
Lehman Brothers Treas      8.00   8/3/2009    USD     4.75
Lehman Brothers Treas      1.50 10/25/2011    EUR     4.75
Commerzbank AG             5.75  8/25/2016    EUR    74.67
Commerzbank AG             6.50  8/25/2016    EUR    74.23
Commerzbank AG             7.50  8/25/2016    EUR    74.05
Commerzbank AG             8.50  8/25/2016    EUR    73.89
Commerzbank AG             9.25  8/25/2016    EUR    73.51
Goldman Sachs & Co We     25.00  4/20/2016    EUR    73.84
Goldman Sachs & Co We     16.00  5/25/2016    EUR    74.52
Goldman Sachs & Co We     18.00  6/22/2016    EUR    74.22
Goldman Sachs & Co We     24.00  6/22/2016    EUR    74.43
Goldman Sachs & Co We     22.00  7/20/2016    EUR    74.60
Goldman Sachs & Co We     16.00  7/20/2016    EUR    73.90
Goldman Sachs & Co We      8.00  3/23/2016    EUR    72.57
Goldman Sachs & Co We      9.00 12/23/2015    EUR    71.82
Goldman Sachs & Co We      6.00 12/23/2015    EUR    71.07
Goldman Sachs & Co We      9.00  3/23/2016    EUR    73.07
Goldman Sachs & Co We     11.00  3/23/2016    EUR    74.07
Goldman Sachs & Co We      8.00  4/20/2016    EUR    72.94
Goldman Sachs & Co We     11.00  4/20/2016    EUR    74.67
Goldman Sachs & Co We      8.00  4/20/2016    EUR    72.94
Goldman Sachs & Co We     10.00  6/22/2016    EUR    72.35
Goldman Sachs & Co We     12.00  6/22/2016    EUR    73.84
Goldman Sachs & Co We      8.00  7/20/2016    EUR    71.31
Goldman Sachs & Co We      9.00  7/20/2016    EUR    72.13
Goldman Sachs & Co We      9.00  7/20/2016    EUR    72.13
Goldman Sachs & Co We     11.00  7/20/2016    EUR    73.78
Goldman Sachs & Co We     10.00  8/24/2016    EUR    73.72
Goldman Sachs & Co We      5.00  9/21/2016    EUR    73.45
Goldman Sachs & Co We      6.00  9/21/2016    EUR    70.35
Goldman Sachs & Co We     10.00  9/21/2016    EUR    74.33
Goldman Sachs & Co We      8.00  6/21/2017    EUR    74.11
Goldman Sachs & Co We      8.00  6/21/2017    EUR    74.11
Goldman Sachs & Co We      8.00  6/21/2017    EUR    74.11
Goldman Sachs & Co We      7.00 12/23/2015    EUR    73.24
Goldman Sachs & Co We     11.00 12/23/2015    EUR    74.24
Goldman Sachs & Co We      8.00  3/23/2016    EUR    74.31
Goldman Sachs & Co We      7.00  4/20/2016    EUR    74.01
Goldman Sachs & Co We      6.00  5/25/2016    EUR    74.70
Goldman Sachs & Co We      8.00  5/25/2016    EUR    72.76
Goldman Sachs & Co We      6.00  6/22/2016    EUR    74.57
Goldman Sachs & Co We      8.00  6/22/2016    EUR    73.09
Goldman Sachs & Co We     10.00  6/22/2016    EUR    74.58
Goldman Sachs & Co We      8.00  7/20/2016    EUR    73.45
Goldman Sachs & Co We      6.00  7/20/2016    EUR    74.61
Goldman Sachs & Co We      6.00  8/24/2016    EUR    74.76
Goldman Sachs & Co We      8.00  8/24/2016    EUR    73.89
Goldman Sachs & Co We      6.00  9/21/2016    EUR    74.93
Goldman Sachs & Co We      8.00  9/21/2016    EUR    74.25
HSBC Trinkaus & Burkh     11.30  6/24/2016    EUR    71.76
HSBC Trinkaus & Burkh      7.90  9/23/2016    EUR    73.07
HSBC Trinkaus & Burkh     12.90  6/24/2016    EUR    73.74
HSBC Trinkaus & Burkh      9.60  9/23/2016    EUR    74.63
HSBC Trinkaus & Burkh      6.00  9/25/2015    EUR    73.74
Notenstein Privatbank      4.00   2/1/2016    EUR    49.22
Vontobel Financial Pr      4.05 12/28/2015    EUR    53.18
Credit Suisse AG/Nass      7.50  2/15/2016    EUR    60.07
UniCredit Bank AG          4.00  9/24/2015    EUR    65.59
UniCredit Bank AG          6.50  9/24/2015    EUR    35.19
DZ Bank AG Deutsche Z      7.50  9/25/2015    EUR    55.83
DZ Bank AG Deutsche Z      7.00  9/25/2015    EUR    55.49
DZ Bank AG Deutsche Z      7.25  9/25/2015    EUR    52.84
DZ Bank AG Deutsche Z      4.50  9/25/2015    EUR    56.17
Vontobel Financial Pr      3.45  10/9/2015    EUR    58.74
Vontobel Financial Pr      7.25 12/11/2015    EUR    52.56
Vontobel Financial Pr      8.65 12/11/2015    EUR    50.74
Leonteq Securities AG      8.00  8/15/2016    CHF    54.81
Leonteq Securities AG      9.60 11/18/2015    CHF    48.90
UBS AG/London              4.25 12/23/2016    EUR    63.07
UBS AG/London              5.75  3/29/2016    EUR    62.74
UBS AG/London              4.00  3/29/2016    EUR    61.76
UBS AG/London              6.00  6/24/2016    EUR    47.04
UBS AG/London              5.25  3/29/2016    EUR    51.53
UBS AG/London              4.75  9/25/2015    EUR    47.31
UBS AG/London             24.75 12/29/2015    EUR    69.92
UBS AG/London             22.00 12/29/2015    EUR    73.71
UBS AG/London              4.50  6/24/2016    EUR    61.64
UBS AG/London              7.50  3/29/2016    EUR    57.15
UBS AG/London              8.00 12/29/2015    EUR    55.48
UBS AG/London             10.75  6/24/2016    EUR    44.61
UBS AG/London              4.25  6/24/2016    EUR    61.01
UBS AG/London             23.00  3/29/2016    EUR    65.93
UBS AG/London             24.25 12/29/2015    EUR    54.33
UBS AG/London              9.00  9/25/2015    EUR    31.24
UBS AG/London             10.50  9/25/2015    EUR    55.90
UBS AG/London              5.00  6/24/2016    EUR    55.96
UBS AG/London              4.75 12/29/2015    EUR    51.67
UBS AG/London              5.25 12/29/2015    EUR    46.68
UBS AG/London             14.00 12/23/2016    EUR    48.39
UBS AG/London              7.50  6/24/2016    EUR    56.39
UBS AG/London             23.75  6/24/2016    EUR    47.67
UBS AG/London              9.00 12/29/2015    EUR    54.88
UBS AG/London             13.25  6/24/2016    EUR    46.92
UBS AG/London             21.25 12/29/2015    EUR    74.04
UBS AG/London             22.50  6/24/2016    EUR    72.47
UBS AG/London              5.75  3/29/2016    EUR    47.84
UBS AG/London             25.00  3/29/2016    EUR    70.04
UBS AG/London              6.00  6/24/2016    EUR    58.80
UBS AG/London              4.00 12/22/2017    EUR    63.46
UBS AG/London             24.50  3/29/2016    EUR    73.76
UBS AG/London              9.00  9/25/2015    EUR    56.11
UBS AG/London              6.75 12/23/2016    EUR    58.95
UBS AG/London              6.75  9/25/2015    EUR    58.87
UBS AG/London              5.75  3/29/2016    EUR    60.02
UBS AG/London              4.25  9/25/2015    EUR    51.59
UBS AG/London             20.75  6/24/2016    EUR    67.93
UBS AG/London             16.50  3/29/2016    EUR    72.82
UBS AG/London             24.50  6/24/2016    EUR    70.54
UBS AG/London             23.50  9/25/2015    EUR    69.78
UBS AG/London             10.25  9/25/2015    EUR    28.28
UBS AG/London             15.25  6/24/2016    EUR    73.64
UBS AG/London             24.25 12/29/2015    EUR    70.84
UBS AG/London             24.75  9/25/2015    EUR    57.88
UBS AG/London              5.25 12/23/2016    EUR    60.50
UBS AG/London             10.00  9/25/2015    EUR    56.79
UBS AG/London              4.75  3/29/2016    EUR    55.08
UBS AG/London              5.50  6/24/2016    EUR    50.59
UBS AG/London             10.75 12/29/2015    EUR    41.63
UBS AG/London              4.25 12/29/2015    EUR    55.38
UBS AG/London              5.00 12/22/2017    EUR    62.18
UBS AG/London              4.25  3/29/2016    EUR    63.49
UBS AG/London              6.50 12/29/2015    EUR    59.78
UBS AG/London              9.00 12/29/2015    EUR    53.16
UBS AG/London             14.75  9/25/2015    EUR    53.61
UBS AG/London             23.25  6/24/2016    EUR    65.98
UBS AG/London             23.00  9/25/2015    EUR    66.84
UBS AG/London             11.00 12/29/2015    EUR    56.46
HSBC Trinkaus & Burkh     12.50  9/25/2015    EUR    51.05
HSBC Trinkaus & Burkh      7.50  9/25/2015    EUR    56.25
HSBC Trinkaus & Burkh     13.00  9/25/2015    EUR    35.24
HSBC Trinkaus & Burkh      9.00  9/25/2015    EUR    38.55
HSBC Trinkaus & Burkh      7.00 12/28/2015    EUR    38.33
HSBC Trinkaus & Burkh     13.00  9/25/2015    EUR    74.97
HSBC Trinkaus & Burkh      6.00  9/25/2015    EUR    71.66
UBS AG/London             20.50  6/24/2016    EUR    74.13
UBS AG/London             21.50  6/24/2016    EUR    72.81
UBS AG/London             24.50  3/29/2016    EUR    49.18
UBS AG/London             16.50 12/29/2015    EUR    71.84
UBS AG/London              6.75 12/29/2015    EUR    63.44
UBS AG/London              6.75  3/29/2016    EUR    63.28
UBS AG/London              5.50  3/29/2016    EUR    66.24
UBS AG/London             24.25 12/29/2015    EUR    66.79
UBS AG/London             19.00  6/24/2016    EUR    72.80
UBS AG/London              6.50  6/24/2016    EUR    61.69
UBS AG/London             22.25  6/24/2016    EUR    37.95
UBS AG/London              4.25 12/29/2015    EUR    70.55
UBS AG/London             22.50  6/24/2016    EUR    71.64
UBS AG/London             23.00 12/29/2015    EUR    65.28
UBS AG/London             15.50 12/29/2015    EUR    69.90
UBS AG/London             21.00  3/29/2016    EUR    73.30
UBS AG/London              5.25  6/24/2016    EUR    65.42
UBS AG/London              4.25  3/29/2016    EUR    69.36
UBS AG/London             23.50  6/24/2016    EUR    68.71
UBS AG/London             23.00 12/29/2015    EUR    62.07
UBS AG/London             18.00  9/25/2015    EUR    69.01
UBS AG/London              7.75 12/22/2017    EUR    46.79
UBS AG/London              5.50 12/29/2015    EUR    66.64
UBS AG/London              7.25  9/25/2015    EUR    63.17
UBS AG/London             11.75  9/25/2015    EUR    56.89
UBS AG/London              4.00  9/25/2015    EUR    71.04
UBS AG/London             24.50 12/29/2015    EUR    60.71
UBS AG/London             17.00 12/29/2015    EUR    68.72
UBS AG/London              4.75 12/23/2016    EUR    46.20
UBS AG/London             22.50  3/29/2016    EUR    71.78
UBS AG/London             24.75  3/29/2016    EUR    34.74
UBS AG/London             18.50 12/29/2015    EUR    32.96
UBS AG/London              5.75  6/24/2016    EUR    43.19
UBS AG/London             24.25  9/25/2015    EUR    61.93
UBS AG/London             20.25  9/25/2015    EUR    66.52
UBS AG/London             23.75  3/29/2016    EUR    70.30
UBS AG/London             24.75 12/29/2015    EUR    69.00
UBS AG/London              5.50  9/25/2015    EUR    66.87
UBS AG/London             10.00  3/29/2016    EUR    57.96
UBS AG/London              4.25  6/24/2016    EUR    68.27
Goldman Sachs & Co We      6.00 12/23/2015    EUR    61.13
Goldman Sachs & Co We     11.00 12/23/2015    EUR    54.57
Goldman Sachs & Co We      8.00 12/23/2015    EUR    57.41
UniCredit Bank AG          4.25  9/12/2017    EUR    58.50
Commerzbank AG             7.00 11/26/2015    EUR    56.42
Commerzbank AG             7.50 11/26/2015    EUR    39.74
DZ Bank AG Deutsche Z      5.25 12/21/2015    EUR    53.21
DZ Bank AG Deutsche Z      5.00 12/21/2015    EUR    53.15
DZ Bank AG Deutsche Z      5.00  3/21/2016    EUR    54.28
DZ Bank AG Deutsche Z      5.00  3/21/2016    EUR    54.28
Commerzbank AG             5.50 11/26/2015    EUR    57.56
Commerzbank AG             7.25 11/26/2015    EUR    55.56
Commerzbank AG             9.00 11/26/2015    EUR    53.70
Commerzbank AG             5.75 11/26/2015    EUR    43.13
Commerzbank AG             7.75 11/26/2015    EUR    41.26
Commerzbank AG            10.00 11/26/2015    EUR    39.67
DZ Bank AG Deutsche Z      6.50  9/21/2015    EUR    61.18
DZ Bank AG Deutsche Z      5.50 12/21/2015    EUR    56.74
DZ Bank AG Deutsche Z      5.20  3/21/2016    EUR    57.80
Vontobel Financial Pr      6.50 12/28/2015    EUR    55.54
Vontobel Financial Pr      7.85   5/9/2016    EUR    60.41
UBS AG/London             11.00 12/10/2015    CHF    71.97
Commerzbank AG            13.25 11/26/2015    EUR    73.00
Commerzbank AG             8.25 11/26/2015    EUR    51.57
Goldman Sachs & Co We     11.00  9/23/2015    EUR    54.32
Goldman Sachs & Co We     10.00 10/21/2015    EUR    52.54
Goldman Sachs & Co We     10.00 11/25/2015    EUR    53.51
Goldman Sachs & Co We      7.00 12/23/2015    EUR    53.44
Goldman Sachs & Co We      6.00  1/20/2016    EUR    53.62
Goldman Sachs & Co We      5.00  1/20/2016    EUR    53.29
Goldman Sachs & Co We      8.00  1/20/2016    EUR    54.28
Goldman Sachs & Co We      9.00  1/20/2016    EUR    54.60
Goldman Sachs & Co We      5.00  6/22/2016    EUR    52.60
Goldman Sachs & Co We      7.00  6/22/2016    EUR    54.10
Goldman Sachs & Co We      9.00  6/22/2016    EUR    55.59
Goldman Sachs & Co We      8.00  6/22/2016    EUR    54.84
Goldman Sachs & Co We      6.00  1/20/2016    EUR    39.52
Goldman Sachs & Co We      5.00  1/20/2016    EUR    39.19
Goldman Sachs & Co We      6.00  1/20/2016    EUR    39.52
Goldman Sachs & Co We      8.00  1/20/2016    EUR    40.18
Goldman Sachs & Co We     10.00  1/20/2016    EUR    40.83
Goldman Sachs & Co We     10.00  1/20/2016    EUR    40.83
Goldman Sachs & Co We     10.00  1/20/2016    EUR    40.83
Goldman Sachs & Co We      6.00  6/22/2016    EUR    40.65
Goldman Sachs & Co We      5.00  6/22/2016    EUR    39.90
Goldman Sachs & Co We      8.00  6/22/2016    EUR    42.14
Goldman Sachs & Co We      7.00  6/22/2016    EUR    41.40
Goldman Sachs & Co We     10.00  6/22/2016    EUR    43.64
Goldman Sachs & Co We     21.00  1/20/2016    EUR    71.77
Goldman Sachs & Co We     20.00  9/23/2015    EUR    48.00
Goldman Sachs & Co We     25.00  9/23/2015    EUR    45.36
Goldman Sachs & Co We     23.00 10/21/2015    EUR    44.98
Goldman Sachs & Co We     14.00 11/25/2015    EUR    51.06
Goldman Sachs & Co We     17.00 11/25/2015    EUR    48.74
Goldman Sachs & Co We     20.00 12/23/2015    EUR    48.25
Goldman Sachs & Co We      5.00  1/20/2016    EUR    61.23
Goldman Sachs & Co We      7.00  1/20/2016    EUR    57.75
Goldman Sachs & Co We     10.00  1/20/2016    EUR    55.10
Goldman Sachs & Co We     15.00  1/20/2016    EUR    50.70
Goldman Sachs & Co We     19.00  1/20/2016    EUR    49.49
Goldman Sachs & Co We     14.00  3/23/2016    EUR    52.86
Goldman Sachs & Co We     17.00  3/23/2016    EUR    51.84
Goldman Sachs & Co We      5.00  6/22/2016    EUR    60.22
Goldman Sachs & Co We      7.00  6/22/2016    EUR    57.91
Goldman Sachs & Co We      9.00  6/22/2016    EUR    56.03
Goldman Sachs & Co We     15.00  6/22/2016    EUR    52.47
Goldman Sachs & Co We     20.00  9/23/2015    EUR    74.46
Goldman Sachs & Co We     24.00  9/23/2015    EUR    70.11
Goldman Sachs & Co We     18.00 10/21/2015    EUR    74.80
Goldman Sachs & Co We     22.00 10/21/2015    EUR    70.89
Goldman Sachs & Co We     20.00 11/25/2015    EUR    72.49
Goldman Sachs & Co We     19.00 12/23/2015    EUR    73.75
Goldman Sachs & Co We     18.00  1/20/2016    EUR    74.90
Goldman Sachs & Co We     22.00 12/23/2015    EUR    35.62
Goldman Sachs & Co We      4.00  1/20/2016    EUR    48.46
Goldman Sachs & Co We      6.00  1/20/2016    EUR    45.34
Goldman Sachs & Co We      7.00  1/20/2016    EUR    44.00
Goldman Sachs & Co We     10.00  1/20/2016    EUR    40.69
Goldman Sachs & Co We     15.00  1/20/2016    EUR    38.81
Goldman Sachs & Co We     18.00  1/20/2016    EUR    37.79
Goldman Sachs & Co We     21.00  1/20/2016    EUR    36.99
Goldman Sachs & Co We      4.00  6/22/2016    EUR    50.54
Goldman Sachs & Co We      4.00  6/22/2016    EUR    48.52
Goldman Sachs & Co We      6.00  6/22/2016    EUR    46.42
Goldman Sachs & Co We      7.00  6/22/2016    EUR    45.56
Goldman Sachs & Co We     10.00  6/22/2016    EUR    43.64
Goldman Sachs & Co We     21.00 11/25/2015    EUR    70.00
Goldman Sachs & Co We     18.00  1/20/2016    EUR    72.21
Goldman Sachs & Co We     15.00  6/22/2016    EUR    41.82
Goldman Sachs & Co We     17.00  6/22/2016    EUR    41.60
Deutsche Bank AG           4.20 11/25/2015    EUR    44.30
Deutsche Bank AG           4.20  3/22/2016    EUR    44.00
Deutsche Bank AG           4.20  9/22/2015    EUR    42.00
Deutsche Bank AG           4.20 11/25/2015    EUR    42.60
Deutsche Bank AG           4.20 12/22/2015    EUR    42.90
Deutsche Bank AG           3.20  3/22/2016    EUR    43.40
Deutsche Bank AG           3.20  6/22/2016    EUR    44.20
Deutsche Bank AG           3.20  6/22/2016    EUR    42.60
Deutsche Bank AG           4.20  6/22/2016    EUR    43.40
Deutsche Bank AG           4.20 12/22/2015    EUR    44.60
Deutsche Bank AG           4.20  6/22/2016    EUR    44.90
Deutsche Bank AG           4.20  9/22/2015    EUR    43.70
Deutsche Bank AG           4.20 10/21/2015    EUR    42.20
Deutsche Bank AG           3.20  3/22/2016    EUR    45.10
Deutsche Bank AG           4.20  3/22/2016    EUR    45.60
Deutsche Bank AG           4.20 10/21/2015    EUR    43.90
Deutsche Bank AG           6.20 11/25/2015    EUR    38.70
Deutsche Bank AG           7.20 11/25/2015    EUR    38.80
Deutsche Bank AG           7.20  3/22/2016    EUR    41.20
Deutsche Bank AG           7.20  6/22/2016    EUR    41.50
Deutsche Bank AG           5.20  3/22/2016    EUR    63.60
Deutsche Bank AG           6.20  3/22/2016    EUR    64.10
Deutsche Bank AG           5.20  3/22/2016    EUR    60.20
Deutsche Bank AG           6.20  3/22/2016    EUR    60.80
Deutsche Bank AG           6.20  6/22/2016    EUR    65.60
Deutsche Bank AG           5.20  6/22/2016    EUR    64.80
Deutsche Bank AG           6.20  6/22/2016    EUR    62.30
Deutsche Bank AG           5.20  6/22/2016    EUR    61.50
Deutsche Bank AG           5.20  6/22/2016    EUR    44.10
Deutsche Bank AG           5.20  6/22/2016    EUR    42.60
Deutsche Bank AG           5.20  6/22/2016    EUR    41.30
Deutsche Bank AG           7.20 10/21/2015    EUR    52.10
Deutsche Bank AG           7.20 11/25/2015    EUR    52.80
Deutsche Bank AG           6.20  6/22/2016    EUR    53.10
Deutsche Bank AG           7.20  3/22/2016    EUR    55.00
Deutsche Bank AG           7.20  6/22/2016    EUR    53.90
Deutsche Bank AG           6.20 10/21/2015    EUR    52.00
Deutsche Bank AG           6.20  3/22/2016    EUR    54.40
Deutsche Bank AG           6.20 11/25/2015    EUR    52.60
Goldman Sachs & Co We     10.00 12/23/2015    EUR    66.81
Goldman Sachs & Co We      9.00  3/23/2016    EUR    68.19
Goldman Sachs & Co We      4.00  4/20/2016    EUR    65.84
Goldman Sachs & Co We      4.00  4/20/2016    EUR    65.84
Goldman Sachs & Co We      9.00  4/20/2016    EUR    68.72
Goldman Sachs & Co We      3.00  5/25/2016    EUR    65.33
Goldman Sachs & Co We      4.00  5/25/2016    EUR    66.00
Goldman Sachs & Co We      3.00  6/22/2016    EUR    62.51
Goldman Sachs & Co We      5.00  7/20/2016    EUR    64.28
Goldman Sachs & Co We      8.00  7/20/2016    EUR    66.75
Goldman Sachs & Co We      9.00  7/20/2016    EUR    67.58
Goldman Sachs & Co We      4.00  8/24/2016    EUR    63.70
Goldman Sachs & Co We      8.00  8/24/2016    EUR    67.38
Goldman Sachs & Co We      9.00  8/24/2016    EUR    68.29
Goldman Sachs & Co We      4.00  9/21/2016    EUR    63.90
Goldman Sachs & Co We      8.00  9/21/2016    EUR    67.88
Goldman Sachs & Co We      9.00  9/21/2016    EUR    68.87
Goldman Sachs & Co We      3.00 12/21/2016    EUR    69.06
Goldman Sachs & Co We      6.00 12/21/2016    EUR    66.99
Goldman Sachs & Co We      6.00 12/21/2016    EUR    66.99
Goldman Sachs & Co We      7.00 12/21/2016    EUR    68.23
Goldman Sachs & Co We      4.00  3/22/2017    EUR    71.12
Goldman Sachs & Co We      5.00  3/22/2017    EUR    66.43
Goldman Sachs & Co We      6.00  3/22/2017    EUR    67.91
Goldman Sachs & Co We      6.00  3/22/2017    EUR    67.91
Goldman Sachs & Co We      7.00  3/22/2017    EUR    69.40
Goldman Sachs & Co We      7.00  3/22/2017    EUR    69.40
Goldman Sachs & Co We      4.00  6/21/2017    EUR    70.21
Goldman Sachs & Co We      5.00  6/21/2017    EUR    64.88
Goldman Sachs & Co We      6.00  6/21/2017    EUR    66.61
Goldman Sachs & Co We      8.00  6/21/2017    EUR    70.08
Vontobel Financial Pr     19.20  3/29/2016    EUR    60.81
Commerzbank AG             4.50   9/9/2016    EUR    66.58
Goldman Sachs & Co We     23.00 12/23/2015    EUR    65.42
Goldman Sachs & Co We      6.00  8/24/2016    EUR    70.83
Goldman Sachs & Co We     22.00  8/24/2016    EUR    69.59
Goldman Sachs & Co We      9.00  4/20/2016    EUR    69.09
Goldman Sachs & Co We     17.00 12/21/2016    EUR    70.60
Goldman Sachs & Co We      5.00  3/22/2017    EUR    72.00
Goldman Sachs & Co We      7.00  3/22/2017    EUR    70.63
Goldman Sachs & Co We     10.00  3/22/2017    EUR    71.15
DZ Bank AG Deutsche Z      8.30  6/20/2016    EUR    68.54
Commerzbank AG             9.50  6/23/2016    EUR    68.03
Commerzbank AG            10.00  6/23/2016    EUR    67.88
Commerzbank AG            10.50  6/23/2016    EUR    67.72
Commerzbank AG            10.25  6/23/2016    EUR    63.23
Commerzbank AG            10.75  6/23/2016    EUR    63.09
DZ Bank AG Deutsche Z      5.00  6/17/2016    EUR    70.45
Deutsche Bank AG           5.20  6/21/2016    EUR    69.90
Deutsche Bank AG           6.20  6/21/2016    EUR    70.70
Deutsche Bank AG           6.20  9/20/2016    EUR    71.90
Deutsche Bank AG           5.20  9/20/2016    EUR    70.90
Deutsche Bank AG           5.20 12/20/2016    EUR    71.90
Deutsche Bank AG           6.20 12/20/2016    EUR    73.20
Deutsche Bank AG           6.20  3/22/2016    EUR    73.00
Deutsche Bank AG           4.20  3/22/2016    EUR    72.00
Deutsche Bank AG           5.20  3/22/2016    EUR    72.50
Deutsche Bank AG           5.20  3/22/2016    EUR    64.00
Deutsche Bank AG           6.20  3/22/2016    EUR    64.50
Deutsche Bank AG           4.20  3/22/2016    EUR    63.50
Deutsche Bank AG           6.20  3/22/2016    EUR    61.50
Deutsche Bank AG           5.20  3/22/2016    EUR    61.00
Deutsche Bank AG           4.20  3/22/2016    EUR    60.50
Deutsche Bank AG           5.20  3/21/2017    EUR    72.80
Deutsche Bank AG           7.20  3/21/2017    EUR    71.40
Deutsche Bank AG           5.20  3/21/2017    EUR    68.40
Deutsche Bank AG           5.20  3/21/2017    EUR    68.60
Deutsche Bank AG           7.20  3/21/2017    EUR    71.70
Deutsche Bank AG           7.20  3/21/2017    EUR    68.90
Deutsche Bank AG           5.20  3/21/2017    EUR    65.80
Deutsche Bank AG           5.20  3/21/2017    EUR    63.20
Deutsche Bank AG           7.20  3/21/2017    EUR    66.20
Deutsche Bank AG           5.20  6/21/2016    EUR    65.80
Deutsche Bank AG           4.20  6/21/2016    EUR    65.00
Deutsche Bank AG           6.20  6/21/2016    EUR    66.60
Deutsche Bank AG           5.20  6/21/2016    EUR    62.80
Deutsche Bank AG           6.20  6/21/2016    EUR    63.50
Deutsche Bank AG           6.20  9/20/2016    EUR    67.70
Deutsche Bank AG           5.20  9/20/2016    EUR    66.70
Deutsche Bank AG           4.20  9/20/2016    EUR    65.70
Deutsche Bank AG           6.20  9/20/2016    EUR    64.70
Deutsche Bank AG           5.20  9/20/2016    EUR    63.70
Deutsche Bank AG           6.20 12/20/2016    EUR    68.90
Deutsche Bank AG           5.20 12/20/2016    EUR    67.60
Deutsche Bank AG           4.20 12/20/2016    EUR    66.30
Deutsche Bank AG           5.20 12/20/2016    EUR    64.70
Deutsche Bank AG           6.20 12/20/2016    EUR    66.00
Deutsche Bank AG           7.20  7/20/2016    EUR    71.90
Deutsche Bank AG           5.20  7/20/2016    EUR    70.20
Deutsche Bank AG           7.20  7/20/2016    EUR    67.20
Deutsche Bank AG           5.20  7/20/2016    EUR    65.50
Deutsche Bank AG           7.20  8/24/2016    EUR    72.50
Deutsche Bank AG           5.20  8/24/2016    EUR    70.60
Deutsche Bank AG           5.20  8/24/2016    EUR    65.90
Deutsche Bank AG           7.20  8/24/2016    EUR    67.80
Deutsche Bank AG           5.20 10/26/2016    EUR    71.30
Deutsche Bank AG           7.20 10/26/2016    EUR    73.50
Deutsche Bank AG           5.20 10/26/2016    EUR    66.70
Deutsche Bank AG           7.20 10/26/2016    EUR    68.90
Deutsche Bank AG           7.20 11/23/2016    EUR    74.00
Deutsche Bank AG           5.20 11/23/2016    EUR    71.60
Deutsche Bank AG           5.20 11/23/2016    EUR    67.00
Deutsche Bank AG           7.20 11/23/2016    EUR    69.40
Deutsche Bank AG           7.20  7/20/2016    EUR    67.80
Deutsche Bank AG           7.20  7/20/2016    EUR    64.80
Deutsche Bank AG           5.20  7/20/2016    EUR    63.10
Deutsche Bank AG           7.20  7/20/2016    EUR    62.00
Deutsche Bank AG           5.20  8/24/2016    EUR    66.40
Deutsche Bank AG           7.20  8/24/2016    EUR    68.30
Deutsche Bank AG           7.20  8/24/2016    EUR    65.30
Deutsche Bank AG           5.20  8/24/2016    EUR    63.40
Deutsche Bank AG           7.20  8/24/2016    EUR    62.50
Deutsche Bank AG           5.20 10/26/2016    EUR    67.00
Deutsche Bank AG           7.20 10/26/2016    EUR    69.30
Deutsche Bank AG           5.20 10/26/2016    EUR    64.10
Deutsche Bank AG           7.20 10/26/2016    EUR    66.30
Deutsche Bank AG           7.20 10/26/2016    EUR    63.60
Deutsche Bank AG           5.20 10/26/2016    EUR    61.40
Deutsche Bank AG           7.20 11/23/2016    EUR    69.70
Deutsche Bank AG           5.20 11/23/2016    EUR    67.30
Deutsche Bank AG           5.20 11/23/2016    EUR    64.40
Deutsche Bank AG           7.20 11/23/2016    EUR    66.80
Deutsche Bank AG           5.20 11/23/2016    EUR    61.70
Deutsche Bank AG           7.20 11/23/2016    EUR    64.10
DZ Bank AG Deutsche Z      6.70 12/21/2015    EUR    71.59
DZ Bank AG Deutsche Z      5.70  3/21/2016    EUR    71.90
DZ Bank AG Deutsche Z      6.30  6/20/2016    EUR    70.69
DZ Bank AG Deutsche Z      6.30  9/19/2016    EUR    70.62
DZ Bank AG Deutsche Z      6.30 12/21/2015    EUR    67.38
DZ Bank AG Deutsche Z      4.90  3/21/2016    EUR    67.87
DZ Bank AG Deutsche Z      6.60  3/21/2016    EUR    66.81
DZ Bank AG Deutsche Z      5.50  6/20/2016    EUR    67.04
DZ Bank AG Deutsche Z      7.00  6/20/2016    EUR    66.38
DZ Bank AG Deutsche Z      8.70  6/20/2016    EUR    65.96
DZ Bank AG Deutsche Z      5.20  9/19/2016    EUR    67.72
DZ Bank AG Deutsche Z      6.10  9/19/2016    EUR    66.91
DZ Bank AG Deutsche Z      7.60  9/19/2016    EUR    66.77
DZ Bank AG Deutsche Z     10.25 12/21/2015    EUR    73.77
DZ Bank AG Deutsche Z      7.25  6/20/2016    EUR    68.46
DZ Bank AG Deutsche Z      6.70 12/21/2015    EUR    70.47
DZ Bank AG Deutsche Z      5.80  6/20/2016    EUR    69.90
DZ Bank AG Deutsche Z      5.60  9/19/2016    EUR    70.63
Goldman Sachs & Co We     13.00 12/23/2015    EUR    67.48
Goldman Sachs & Co We     19.00 12/23/2015    EUR    68.99
Goldman Sachs & Co We      7.00  4/20/2016    EUR    67.49
Goldman Sachs & Co We      7.00  4/20/2016    EUR    67.49
Goldman Sachs & Co We     13.00  4/20/2016    EUR    70.95
Goldman Sachs & Co We      7.00  5/25/2016    EUR    67.94
Goldman Sachs & Co We      8.00  5/25/2016    EUR    68.61
Goldman Sachs & Co We     10.00  5/25/2016    EUR    69.95
Goldman Sachs & Co We     12.00  5/25/2016    EUR    71.30
Goldman Sachs & Co We      4.00  6/22/2016    EUR    63.18
Goldman Sachs & Co We      8.00  6/22/2016    EUR    66.17
Goldman Sachs & Co We      8.00  6/22/2016    EUR    66.17
Goldman Sachs & Co We     13.00  6/22/2016    EUR    69.91
Goldman Sachs & Co We      3.00  7/20/2016    EUR    69.26
Goldman Sachs & Co We      5.00  8/24/2016    EUR    64.54
Goldman Sachs & Co We     13.00  7/20/2016    EUR    70.79
Goldman Sachs & Co We     12.00  8/24/2016    EUR    70.97
Goldman Sachs & Co We     11.00  9/21/2016    EUR    70.78
Goldman Sachs & Co We     11.00  9/21/2016    EUR    70.78
Goldman Sachs & Co We      8.00 12/21/2016    EUR    69.39
Goldman Sachs & Co We      5.00 12/21/2016    EUR    65.67
Goldman Sachs & Co We      8.00 12/21/2016    EUR    69.39
Goldman Sachs & Co We      9.00  3/22/2017    EUR    72.30
Goldman Sachs & Co We      9.00  3/22/2017    EUR    72.30
Goldman Sachs & Co We     12.00  3/23/2016    EUR    65.87
Goldman Sachs & Co We     11.00  4/20/2016    EUR    66.11
Goldman Sachs & Co We     11.00  4/20/2016    EUR    66.11
Goldman Sachs & Co We      5.00  5/25/2016    EUR    60.86
Goldman Sachs & Co We      7.00 12/21/2016    EUR    65.19
Immigon Portfolioabba      0.99   7/3/2019    EUR    58.00
ING Bank NV                5.05  10/7/2024    EUR    61.92
Vontobel Financial Pr      6.90  6/10/2016    EUR    38.90
Vontobel Financial Pr      4.75  6/10/2016    EUR    40.98
Vontobel Financial Pr      5.15  6/10/2016    EUR    58.33
Vontobel Financial Pr      3.65  6/10/2016    EUR    61.57
Notenstein Privatbank     11.00  1/25/2016    USD    58.95
Deutsche Bank AG           4.50  9/22/2015    EUR    53.82
Deutsche Bank AG           5.50  9/22/2015    EUR    53.83
Deutsche Bank AG           4.50 12/22/2015    EUR    35.92
Deutsche Bank AG           4.50 12/22/2015    EUR    55.87
Deutsche Bank AG           5.50 12/22/2015    EUR    56.13
Credit Suisse AG/Nass      8.00  1/29/2016    CHF    37.45
Notenstein Privatbank      4.70  7/21/2016    EUR    73.11
Credit Suisse AG/Nass      6.00  1/29/2016    CHF    62.14
DZ Bank AG Deutsche Z      5.25  9/25/2015    EUR    56.54
Leonteq Securities AG     10.00  1/22/2016    USD    38.63
DZ Bank AG Deutsche Z      5.40 10/23/2015    EUR    72.85
DZ Bank AG Deutsche Z      4.40 10/23/2015    EUR    72.76
DZ Bank AG Deutsche Z      5.60 10/23/2015    EUR    66.29
DZ Bank AG Deutsche Z      3.90 10/23/2015    EUR    46.29
DZ Bank AG Deutsche Z      4.90 10/23/2015    EUR    43.91
DZ Bank AG Deutsche Z      5.80 10/23/2015    EUR    42.12
DZ Bank AG Deutsche Z      6.50 10/23/2015    EUR    65.28
DZ Bank AG Deutsche Z      6.00 10/23/2015    EUR    62.27
DZ Bank AG Deutsche Z      4.70 10/23/2015    EUR    59.32
DZ Bank AG Deutsche Z      5.90 10/23/2015    EUR    46.49
DZ Bank AG Deutsche Z      5.80 10/23/2015    EUR    44.29
DZ Bank AG Deutsche Z      4.70 10/23/2015    EUR    42.20
DZ Bank AG Deutsche Z      5.60 10/22/2015    EUR    73.21
DZ Bank AG Deutsche Z      5.60 10/22/2015    EUR    45.82
DZ Bank AG Deutsche Z      4.90 10/22/2015    EUR    71.33
DZ Bank AG Deutsche Z      5.70 10/22/2015    EUR    69.58
DZ Bank AG Deutsche Z      6.60 10/22/2015    EUR    67.92
Leonteq Securities AG      8.04  7/25/2016    CHF    68.69
Leonteq Securities AG      8.08  7/25/2016    EUR    68.38
Vontobel Financial Pr      3.15  9/25/2015    EUR    61.43
Vontobel Financial Pr      3.70  9/25/2015    EUR    41.90
Raiffeisen Centrobank      7.00  8/22/2016    EUR    39.61
Vontobel Financial Pr      7.50  9/25/2015    EUR    55.53
UniCredit Bank AG          4.40  9/24/2015    EUR    64.38
UniCredit Bank AG          4.20  9/24/2015    EUR    65.80
UniCredit Bank AG          4.00  9/24/2015    EUR    67.56
UniCredit Bank AG          4.00  9/24/2015    EUR    33.62
Vontobel Financial Pr      5.35  9/25/2015    EUR    74.67
Vontobel Financial Pr      7.80  9/25/2015    EUR    74.25
Leonteq Securities AG     11.52 10/28/2015    CHF    43.79
HSBC Trinkaus & Burkh      5.65  2/22/2016    EUR    40.21
Vontobel Financial Pr      4.65 12/28/2015    EUR    68.82
Vontobel Financial Pr      4.20  9/25/2015    EUR    70.21
Deutsche Bank AG           6.20 10/21/2015    EUR    53.80
Deutsche Bank AG           5.20 10/21/2015    EUR    57.60
Deutsche Bank AG           6.20 10/21/2015    EUR    55.70
Deutsche Bank AG           7.20 10/21/2015    EUR    53.90
Vontobel Financial Pr      4.50  9/25/2015    EUR    74.92
Notenstein Privatbank      6.50   7/2/2018    USD    67.43
Credit Suisse AG/Nass      8.25  1/11/2016    CHF    38.12
Leonteq Securities AG      5.25   1/4/2016    CHF    70.84
Leonteq Securities AG      8.00   7/7/2016    USD    43.63
Vontobel Financial Pr      4.40 12/11/2015    EUR    59.57
Vontobel Financial Pr      5.65 12/11/2015    EUR    57.06
Vontobel Financial Pr      5.85  9/25/2015    EUR    37.69
Notenstein Privatbank      8.00  1/11/2016    EUR    71.41
Vontobel Financial Pr      4.05 12/11/2015    EUR    39.94
Vontobel Financial Pr      5.80 12/11/2015    EUR    37.71
Vontobel Financial Pr      5.40  3/11/2016    EUR    39.01
Deutsche Bank AG           6.20 12/22/2015    EUR    53.00
Deutsche Bank AG           6.20 12/22/2015    EUR    74.90
Deutsche Bank AG           5.20  9/22/2015    EUR    50.60
Deutsche Bank AG           6.20  9/22/2015    EUR    50.60
Zurcher Kantonalbank       8.80  1/14/2016    CHF    65.49
UBS AG/London              2.80 12/23/2015    EUR    44.01
UBS AG/London              2.80 12/23/2015    EUR    61.43
UBS AG/London              3.80 12/23/2015    EUR    41.68
Banque Cantonale Vaud      1.00   7/7/2016    CHF    20.87
Vontobel Financial Pr      8.55  9/25/2015    EUR    73.50
DZ Bank AG Deutsche Z      5.75  9/25/2015    EUR    53.68
Credit Suisse AG/Lond      4.00   1/4/2016    EUR    36.27
HSBC Trinkaus & Burkh     10.50  9/25/2015    EUR    52.05
HSBC Trinkaus & Burkh      7.00  9/25/2015    EUR    56.81
HSBC Trinkaus & Burkh     12.00  9/25/2015    EUR    70.21
HSBC Trinkaus & Burkh     12.00  9/25/2015    EUR    71.52
HSBC Trinkaus & Burkh     11.00  9/25/2015    EUR    48.04
HSBC Trinkaus & Burkh     12.50  9/25/2015    EUR    33.26
HSBC Trinkaus & Burkh     12.00  9/25/2015    EUR    59.12
HSBC Trinkaus & Burkh      7.50  9/25/2015    EUR    68.36
HSBC Trinkaus & Burkh      9.00  9/25/2015    EUR    72.50
HSBC Trinkaus & Burkh     12.50  9/25/2015    EUR    70.79
HSBC Trinkaus & Burkh     12.00  9/25/2015    EUR    71.56
HSBC Trinkaus & Burkh     13.00  9/25/2015    EUR    65.99
HSBC Trinkaus & Burkh      9.50  9/25/2015    EUR    71.67
HSBC Trinkaus & Burkh     14.50  9/25/2015    EUR    64.73
HSBC Trinkaus & Burkh     10.00  9/25/2015    EUR    63.12
HSBC Trinkaus & Burkh      7.00  9/25/2015    EUR    68.56
Notenstein Privatbank      8.20  1/18/2016    EUR    59.53
Deutsche Bank AG           5.20  9/22/2015    EUR    49.90
Deutsche Bank AG           5.20 12/22/2015    EUR    49.50
Deutsche Bank AG           6.20  9/22/2015    EUR    49.90
Deutsche Bank AG           7.20 12/22/2015    EUR    53.70
Deutsche Bank AG           7.20 12/22/2015    EUR    50.00
Deutsche Bank AG           6.20  9/22/2015    EUR    53.70
Deutsche Bank AG           5.20  9/22/2015    EUR    53.70
Deutsche Bank AG           6.20 12/22/2015    EUR    53.50
Deutsche Bank AG           7.20  9/22/2015    EUR    53.80
Deutsche Bank AG           5.20 12/22/2015    EUR    53.20
Deutsche Bank AG           6.20 12/22/2015    EUR    49.70
Deutsche Bank AG           6.20  9/22/2015    EUR    69.90
Deutsche Bank AG           5.20  9/22/2015    EUR    66.90
Deutsche Bank AG           5.20  9/22/2015    EUR    69.90
Deutsche Bank AG           7.20  9/22/2015    EUR    69.90
Deutsche Bank AG           6.20  9/22/2015    EUR    69.90
Deutsche Bank AG           7.20  9/22/2015    EUR    66.40
Deutsche Bank AG           6.20  9/22/2015    EUR    66.40
Deutsche Bank AG           5.20  9/22/2015    EUR    66.40
Deutsche Bank AG           7.20  9/22/2015    EUR    63.30
Deutsche Bank AG           6.20  9/22/2015    EUR    63.30
Deutsche Bank AG           5.20  9/22/2015    EUR    63.30
Deutsche Bank AG           7.20  9/22/2015    EUR    60.40
Deutsche Bank AG           6.20  9/22/2015    EUR    60.40
Deutsche Bank AG           5.20  9/22/2015    EUR    60.40
Credit Suisse AG/Nass      6.00  1/22/2016    CHF    73.97
Commerzbank AG            12.00 12/24/2015    EUR    72.38
Commerzbank AG             9.50  3/24/2016    EUR    73.13
Commerzbank AG            11.50  5/26/2016    EUR    73.61
Commerzbank AG             9.00  8/25/2016    EUR    73.38
Commerzbank AG             6.50  2/25/2016    EUR    69.03
Commerzbank AG             7.50  8/25/2016    EUR    69.31
UBS AG/London              6.75  6/24/2016    EUR    68.61
UBS AG/London              9.00  6/24/2016    EUR    64.13
HSBC Trinkaus & Burkh     15.80 12/28/2015    EUR    73.00
HSBC Trinkaus & Burkh     14.20 12/28/2015    EUR    71.12
DZ Bank AG Deutsche Z      4.90  9/21/2015    EUR    71.88
Vontobel Financial Pr      6.05  9/25/2015    EUR    67.86
Vontobel Financial Pr     10.35  9/25/2015    EUR    61.11
Vontobel Financial Pr      8.80 12/28/2015    EUR    60.93
BNP Paribas Emissions      4.75  9/24/2015    EUR    73.99
BNP Paribas Emissions      7.50  9/24/2015    EUR    67.83
BNP Paribas Emissions      4.50 12/24/2015    EUR    70.76
BNP Paribas Emissions      3.50  6/23/2016    EUR    72.68
BNP Paribas Emissions      6.75  6/23/2016    EUR    65.17
BNP Paribas Emissions      6.00  9/24/2015    EUR    70.99
BNP Paribas Emissions      5.50 12/24/2015    EUR    69.83
BNP Paribas Emissions      3.50  6/23/2016    EUR    74.86
BNP Paribas Emissions      4.75  9/24/2015    EUR    54.09
BNP Paribas Emissions      4.50 12/24/2015    EUR    50.92
BNP Paribas Emissions      3.75  6/23/2016    EUR    55.07
BNP Paribas Emissions      5.00  6/23/2016    EUR    51.46
BNP Paribas Emissions      6.75  6/23/2016    EUR    48.91
Vontobel Financial Pr     10.10 12/28/2015    EUR    74.13
Leonteq Securities AG     10.00 11/10/2015    CHF    57.34
Bank Julius Baer & Co      8.10  11/6/2015    USD    70.30
Bank Julius Baer & Co      8.30  11/6/2015    EUR    59.50
Commerzbank AG             9.50 10/22/2015    EUR    59.54
Commerzbank AG             4.50 10/22/2015    EUR    47.62
Commerzbank AG             6.25 10/22/2015    EUR    45.13
Commerzbank AG             7.25 10/22/2015    EUR    44.01
Commerzbank AG             9.25 10/22/2015    EUR    41.94
Commerzbank AG             9.25 10/22/2015    EUR    73.52
Commerzbank AG            10.25 10/22/2015    EUR    71.71
Commerzbank AG            11.50 10/22/2015    EUR    69.99
Vontobel Financial Pr     11.65  9/25/2015    EUR    67.74
Vontobel Financial Pr      8.55 12/28/2015    EUR    70.19
HSBC Trinkaus & Burkh      7.40  9/25/2015    EUR    65.66
HSBC Trinkaus & Burkh      6.80 12/28/2015    EUR    64.12
HSBC Trinkaus & Burkh      9.20 10/23/2015    EUR    60.07
HSBC Trinkaus & Burkh     11.00  9/25/2015    EUR    60.42
HSBC Trinkaus & Burkh     14.40 12/28/2015    EUR    55.51
HSBC Trinkaus & Burkh      6.60 12/28/2015    EUR    63.65
HSBC Trinkaus & Burkh      7.40  3/25/2016    EUR    62.91
HSBC Trinkaus & Burkh     11.90  9/25/2015    EUR    42.69
HSBC Trinkaus & Burkh      6.80  9/25/2015    EUR    47.73
HSBC Trinkaus & Burkh      6.30 12/28/2015    EUR    45.42
HSBC Trinkaus & Burkh      8.10  3/25/2016    EUR    44.56
LBBW                       2.70  7/26/2019    EUR    71.74
DZ Bank AG Deutsche Z      5.00 12/28/2015    EUR    72.11
DZ Bank AG Deutsche Z      5.25  3/29/2016    EUR    74.01
DZ Bank AG Deutsche Z      5.00  9/25/2015    EUR    63.62
DZ Bank AG Deutsche Z      5.25 12/28/2015    EUR    60.36
DZ Bank AG Deutsche Z      5.00  3/29/2016    EUR    62.05
HSBC Trinkaus & Burkh      7.60 11/27/2015    EUR    60.45
HSBC Trinkaus & Burkh     14.50 12/28/2015    EUR    53.78
HSBC Trinkaus & Burkh      7.40  3/25/2016    EUR    60.92
HSBC Trinkaus & Burkh      8.40 11/27/2015    EUR    59.05
HSBC Trinkaus & Burkh     14.70 12/28/2015    EUR    37.90
HSBC Trinkaus & Burkh      6.20 12/28/2015    EUR    43.72
HSBC Trinkaus & Burkh      8.00  3/25/2016    EUR    43.03
HSBC Trinkaus & Burkh      9.20 11/27/2015    EUR    40.70
HSBC Trinkaus & Burkh     17.50 12/28/2015    EUR    62.16
HSBC Trinkaus & Burkh     13.70 12/28/2015    EUR    66.82
HSBC Trinkaus & Burkh     10.00 12/28/2015    EUR    72.58
HSBC Trinkaus & Burkh     12.40 11/27/2015    EUR    68.83
HSBC Trinkaus & Burkh     16.10 12/28/2015    EUR    73.56
HSBC Trinkaus & Burkh     11.80 12/28/2015    EUR    74.44
Goldman Sachs & Co We     23.00  9/23/2015    EUR    70.76
Goldman Sachs & Co We     20.00 11/25/2015    EUR    72.96
Goldman Sachs & Co We     21.00 10/21/2015    EUR    71.17
Goldman Sachs & Co We     19.00 12/23/2015    EUR    74.23
Goldman Sachs & Co We     18.00  9/23/2015    EUR    54.31
Goldman Sachs & Co We     16.00 10/21/2015    EUR    53.05
Goldman Sachs & Co We     22.00  9/23/2015    EUR    51.00
Goldman Sachs & Co We      8.00 11/25/2015    EUR    61.14
Goldman Sachs & Co We     21.00 10/21/2015    EUR    50.22
Goldman Sachs & Co We     19.00 11/25/2015    EUR    51.94
Goldman Sachs & Co We     18.00 12/23/2015    EUR    53.12
Reserve Trust Co CJSC     14.00   1/4/2027    RUB    60.22
JP Morgan Structured      14.00 11/23/2029    ZMW
Barclays Bank PLC          2.50   3/7/2017    EUR    52.59
Deutsche Bank AG          10.00  9/22/2015    EUR    50.60
Deutsche Bank AG          10.00 10/21/2015    EUR    52.30
Deutsche Bank AG          10.00 11/25/2015    EUR    53.30
Deutsche Bank AG          10.00 12/22/2015    EUR    54.00
Deutsche Bank AG          10.00  9/22/2015    EUR    34.20
Deutsche Bank AG          10.00 10/21/2015    EUR    34.90
Deutsche Bank AG          10.00 11/25/2015    EUR    35.80
Deutsche Bank AG          10.00 12/22/2015    EUR    36.60
Deutsche Bank AG           7.20  9/22/2015    EUR    60.60
Deutsche Bank AG           7.20 12/22/2015    EUR    58.30
Bank Julius Baer & Co      9.30 10/16/2015    USD    74.10
Notenstein Privatbank      8.20 10/20/2016    USD    56.21
UBS AG/London             10.50  10/8/2015    CHF    74.21
Leonteq Securities AG     14.00 10/20/2015    CHF    44.42
Leonteq Securities AG      9.00 10/20/2015    CHF    54.90
Goldman Sachs & Co We      5.00 11/25/2015    EUR    56.38
Goldman Sachs & Co We      8.00 11/25/2015    EUR    56.91
Goldman Sachs & Co We      4.00 11/25/2015    EUR    65.29
Goldman Sachs & Co We      6.00 11/25/2015    EUR    60.79
HSBC Trinkaus & Burkh      8.20 10/23/2015    EUR    54.30
HSBC Trinkaus & Burkh     15.50  9/25/2015    EUR    72.63
HSBC Trinkaus & Burkh     17.10  9/25/2015    EUR    48.27
HSBC Trinkaus & Burkh     13.40  9/25/2015    EUR    52.06
HSBC Trinkaus & Burkh     11.30 10/23/2015    EUR    54.12
Commerzbank AG             5.00  9/24/2015    EUR    70.56
Vontobel Financial Pr      7.25 12/28/2015    EUR    40.99
Vontobel Financial Pr      4.30  9/25/2015    EUR    45.23
DZ Bank AG Deutsche Z      9.25 10/23/2015    EUR    69.29
Vontobel Financial Pr      7.00 10/30/2015    EUR    40.65
Commerzbank AG             5.75  9/24/2015    EUR    58.78
Commerzbank AG             6.75  9/24/2015    EUR    57.28
Commerzbank AG             8.00  9/24/2015    EUR    55.82
Commerzbank AG             9.25  9/24/2015    EUR    54.43
Commerzbank AG             5.75  9/24/2015    EUR    41.46
Commerzbank AG             6.75  9/24/2015    EUR    40.34
Commerzbank AG             7.75  9/24/2015    EUR    39.30
Commerzbank AG             7.75  9/24/2015    EUR    54.68
Commerzbank AG             9.50  9/24/2015    EUR    67.21
Commerzbank AG            11.50  9/24/2015    EUR    63.70
Commerzbank AG            13.75  9/24/2015    EUR    60.56
BNP Paribas Emissions      9.00  1/21/2016    EUR    65.99
UBS AG/London             12.50 10/15/2015    CHF    66.87
Credit Suisse AG/Lond     10.00 10/20/2015    USD    73.82
DZ Bank AG Deutsche Z      6.00 12/11/2015    EUR    57.09
Leonteq Securities AG      8.04  4/21/2016    USD    63.67
Notenstein Finance Gu     15.00 10/20/2015    USD    67.81
Goldman Sachs & Co We      6.00 11/25/2015    EUR    56.56
Goldman Sachs & Co We      4.00 11/25/2015    EUR    38.29
Goldman Sachs & Co We      6.00 11/25/2015    EUR    38.64
Goldman Sachs & Co We      7.00 11/25/2015    EUR    38.82
Goldman Sachs & Co We     10.00 11/25/2015    EUR    39.34
Goldman Sachs & Co We      7.00 11/25/2015    EUR    60.96
Goldman Sachs & Co We      6.00 11/25/2015    EUR    44.42
Goldman Sachs & Co We     12.00 11/25/2015    EUR    38.24
Leonteq Securities AG     12.40  4/27/2016    CHF    58.23
Leonteq Securities AG     10.40  4/27/2016    CHF    41.93
Leonteq Securities AG     13.60  4/27/2016    USD    62.57
Credit Suisse AG/Lond      8.50 10/26/2015    USD    72.36
Commerzbank AG             6.50 10/22/2015    EUR    63.71
Commerzbank AG             7.25 10/22/2015    EUR    62.14
Commerzbank AG             8.50 10/22/2015    EUR    60.68
Commerzbank AG             9.50 10/22/2015    EUR    59.23
Commerzbank AG             4.50 10/22/2015    EUR    67.10
Commerzbank AG             5.50 10/22/2015    EUR    65.36
Commerzbank AG             4.75 10/22/2015    EUR    47.00
Commerzbank AG             5.75 10/22/2015    EUR    45.75
Commerzbank AG             6.50 10/22/2015    EUR    44.56
Commerzbank AG             7.50 10/22/2015    EUR    43.45
Commerzbank AG             8.50 10/22/2015    EUR    42.41
Commerzbank AG             9.50 10/22/2015    EUR    41.43
Commerzbank AG            10.50 10/22/2015    EUR    40.48
Leonteq Securities AG      5.20  11/7/2016    CHF    68.57
Leonteq Securities AG      8.75  11/6/2015    GBP    40.65
Leonteq Securities AG     10.75 10/21/2015    USD    55.65
UniCredit Bank AG          4.25 11/26/2015    EUR    66.42
UniCredit Bank AG          5.00 11/26/2015    EUR    40.64
UniCredit Bank AG          4.00 11/26/2015    EUR    69.14
UniCredit Bank AG          4.00 11/26/2015    EUR    43.59
UniCredit Bank AG          5.50 11/26/2015    EUR    39.35
UniCredit Bank AG          4.65 11/26/2015    EUR    42.09
UniCredit Bank AG          4.75 11/26/2015    EUR    41.73
UniCredit Bank AG          4.75 11/26/2015    EUR    62.65
UniCredit Bank AG          4.85 11/26/2015    EUR    41.37
UniCredit Bank AG          4.65 11/26/2015    EUR    63.87
UniCredit Bank AG          4.50 11/26/2015    EUR    42.45
UniCredit Bank AG          5.00 11/26/2015    EUR    60.35
UniCredit Bank AG          5.50 11/26/2015    EUR    58.25
UniCredit Bank AG          4.85 11/26/2015    EUR    61.49
UniCredit Bank AG          4.25 11/26/2015    EUR    42.81
UniCredit Bank AG          4.50 11/26/2015    EUR    65.12
UniCredit Bank AG          5.25 11/26/2015    EUR    39.99
UniCredit Bank AG          4.10 11/26/2015    EUR    67.76
UniCredit Bank AG          4.10 11/26/2015    EUR    43.19
UniCredit Bank AG          5.25 11/26/2015    EUR    59.30
Credit Suisse AG/Nass      8.00 10/29/2015    CHF    39.84
Vontobel Financial Pr      7.95 12/28/2015    EUR    61.61
Vontobel Financial Pr      3.10 12/28/2015    EUR    70.46
Vontobel Financial Pr      9.50  9/25/2015    EUR    61.49
DZ Bank AG Deutsche Z      8.75 10/23/2015    EUR    41.16
DZ Bank AG Deutsche Z      7.50 10/23/2015    EUR    58.78
DZ Bank AG Deutsche Z      6.25 10/23/2015    EUR    58.68
DZ Bank AG Deutsche Z      7.00 10/23/2015    EUR    67.21
Vontobel Financial Pr      3.25  9/25/2015    EUR    72.62
Zurcher Kantonalbank       9.55 10/28/2015    EUR    46.00
Vontobel Financial Pr      6.75 12/28/2015    EUR    45.55
Vontobel Financial Pr      7.95  9/25/2015    EUR    45.26
Deutsche Bank AG           3.20 12/22/2015    EUR    70.20
Deutsche Bank AG           3.20 12/22/2015    EUR    67.40
Deutsche Bank AG           3.20 10/21/2015    EUR    70.30
Deutsche Bank AG           3.20 10/21/2015    EUR    67.30
Deutsche Bank AG           3.20 11/25/2015    EUR    73.30
Deutsche Bank AG           3.20 11/25/2015    EUR    70.30
Deutsche Bank AG           3.20 10/21/2015    EUR    73.50
Deutsche Bank AG           3.20  9/22/2015    EUR    72.20
Deutsche Bank AG           3.20 11/25/2015    EUR    67.40
DZ Bank AG Deutsche Z      7.00 12/11/2015    EUR    60.37
Deutsche Bank AG           3.20 12/22/2015    EUR    73.10
DZ Bank AG Deutsche Z      4.90 12/11/2015    EUR    65.41
DZ Bank AG Deutsche Z      5.60 12/11/2015    EUR    64.29
DZ Bank AG Deutsche Z      6.30 12/11/2015    EUR    63.15
Deutsche Bank AG           3.20 11/25/2015    EUR    50.00
Deutsche Bank AG           3.20 12/22/2015    EUR    46.20
Deutsche Bank AG           3.20 11/25/2015    EUR    45.90
Deutsche Bank AG           3.20 10/21/2015    EUR    45.60
Deutsche Bank AG           3.20 10/21/2015    EUR    47.60
Deutsche Bank AG           3.20 12/22/2015    EUR    50.30
Deutsche Bank AG           3.20 10/21/2015    EUR    49.70
Deutsche Bank AG           3.20 11/25/2015    EUR    47.90
Deutsche Bank AG           6.20  9/22/2015    EUR    45.60
Deutsche Bank AG           5.20  9/22/2015    EUR    45.50
Deutsche Bank AG           5.20 10/21/2015    EUR    45.80
Deutsche Bank AG           6.20 10/21/2015    EUR    45.90
Deutsche Bank AG           6.20 10/21/2015    EUR    44.10
Deutsche Bank AG           5.20 10/21/2015    EUR    44.00
Deutsche Bank AG           5.20 11/25/2015    EUR    46.30
Deutsche Bank AG           6.20 11/25/2015    EUR    46.50
Deutsche Bank AG           6.20 11/25/2015    EUR    44.70
Deutsche Bank AG           5.20 11/25/2015    EUR    44.50
Deutsche Bank AG           3.20 12/22/2015    EUR    48.10
Deutsche Bank AG           6.20 12/22/2015    EUR    46.90
Deutsche Bank AG           5.20 12/22/2015    EUR    46.70
Deutsche Bank AG           6.20 12/22/2015    EUR    45.10
Deutsche Bank AG           5.20 12/22/2015    EUR    44.90
Deutsche Bank AG           5.20 10/21/2015    EUR    64.70
Deutsche Bank AG           6.20 10/21/2015    EUR    64.80
Deutsche Bank AG           6.20 11/25/2015    EUR    65.30
Deutsche Bank AG           5.20 11/25/2015    EUR    65.10
Deutsche Bank AG           6.20 12/22/2015    EUR    65.60
Deutsche Bank AG           5.20 12/22/2015    EUR    65.30
HSBC Trinkaus & Burkh     10.40  9/25/2015    EUR    62.21
HSBC Trinkaus & Burkh      6.00  9/25/2015    EUR    69.28
HSBC Trinkaus & Burkh      7.90 10/23/2015    EUR    63.08
HSBC Trinkaus & Burkh     12.60  9/25/2015    EUR    58.11
HSBC Trinkaus & Burkh      6.90  9/25/2015    EUR    65.22
HSBC Trinkaus & Burkh      8.40 10/23/2015    EUR    60.49
HSBC Trinkaus & Burkh      8.70 12/28/2015    EUR    42.82
HSBC Trinkaus & Burkh      9.50 10/23/2015    EUR    41.34
HSBC Trinkaus & Burkh     11.60 10/23/2015    EUR    61.72
Deutsche Bank AG           3.20  9/22/2015    EUR    49.60
Goldman Sachs & Co We      8.00 10/21/2015    EUR    56.11
Goldman Sachs & Co We     11.00  3/23/2016    EUR    37.42
Goldman Sachs & Co We     11.00  9/23/2015    EUR    37.16
Goldman Sachs & Co We     11.00  9/23/2015    EUR    37.16
Goldman Sachs & Co We     11.00  9/23/2015    EUR    37.16
Goldman Sachs & Co We     11.00 10/21/2015    EUR    34.93
Goldman Sachs & Co We     11.00 10/21/2015    EUR    34.93
Goldman Sachs & Co We      9.00  3/23/2016    EUR    38.51
Goldman Sachs & Co We      9.00  3/23/2016    EUR    38.51
Goldman Sachs & Co We      9.00  3/23/2016    EUR    38.51
Notenstein Privatbank      5.50  9/26/2016    CHF    70.99
Notenstein Privatbank      5.00  9/26/2016    CHF    72.15
DZ Bank AG Deutsche Z      5.60  3/30/2017    EUR    40.92
Leonteq Securities AG     20.00 12/29/2015    CHF    35.56
Deutsche Bank AG           4.50 12/22/2015    EUR    55.86
Credit Suisse AG/Nass      8.25  9/30/2015    CHF    57.42
Commerzbank AG             4.00  9/23/2015    EUR    56.28
Vontobel Financial Pr      7.65 12/28/2015    EUR    55.13
DZ Bank AG Deutsche Z     10.25  9/25/2015    EUR    67.95
DZ Bank AG Deutsche Z      6.25  9/25/2015    EUR    69.08
DZ Bank AG Deutsche Z      5.75  9/25/2015    EUR    51.87
DZ Bank AG Deutsche Z      7.10  9/23/2015    EUR    72.35
DZ Bank AG Deutsche Z      5.30 12/23/2015    EUR    74.89
DZ Bank AG Deutsche Z      5.40  9/23/2015    EUR    47.86
DZ Bank AG Deutsche Z      4.80 12/23/2015    EUR    51.55
DZ Bank AG Deutsche Z      5.70  9/23/2015    EUR    47.87
DZ Bank AG Deutsche Z      4.60  9/23/2015    EUR    43.45
DZ Bank AG Deutsche Z      5.10 12/23/2015    EUR    49.78
DZ Bank AG Deutsche Z      4.40 12/23/2015    EUR    47.34
DZ Bank AG Deutsche Z      2.20 12/23/2015    EUR    59.46
DZ Bank AG Deutsche Z      3.50 12/23/2015    EUR    56.39
DZ Bank AG Deutsche Z      5.20  9/23/2015    EUR    73.08
DZ Bank AG Deutsche Z      3.10  9/23/2015    EUR    44.49
DZ Bank AG Deutsche Z      4.80  9/23/2015    EUR    44.51
DZ Bank AG Deutsche Z      2.70 12/23/2015    EUR    49.76
DZ Bank AG Deutsche Z      7.60  9/23/2015    EUR    69.90
DZ Bank AG Deutsche Z      6.60  9/23/2015    EUR    71.35
DZ Bank AG Deutsche Z      4.90 12/11/2015    EUR    57.48
Vontobel Financial Pr      7.50  10/9/2015    EUR    55.23
HSBC Trinkaus & Burkh      6.90 10/23/2015    EUR    56.10
HSBC Trinkaus & Burkh      7.70 10/23/2015    EUR    37.11
HSBC Trinkaus & Burkh      9.60 10/23/2015    EUR    74.05
Notenstein Privatbank      8.00  10/3/2016    CHF    49.77
Vontobel Financial Pr      7.10 12/28/2015    EUR    74.94
Vontobel Financial Pr      7.80  9/25/2015    EUR    73.80
Notenstein Finance Gu      6.20  9/25/2015    CHF    58.08
Vontobel Financial Pr      8.70 12/28/2015    EUR    74.44
Vontobel Financial Pr      6.00 12/28/2015    EUR    73.02
Leonteq Securities AG      8.20 12/29/2015    CHF    67.86
Commerzbank AG             5.60  9/29/2015    EUR    34.98
Leonteq Securities AG     11.00 12/29/2015    CHF    74.92
Commerzbank AG             6.50  9/24/2015    EUR    52.95
Raiffeisen Centrobank      2.80 11/14/2016    EUR    54.03
EFG International Fin     12.86 10/30/2017    EUR    37.91
Barclays Bank PLC          3.50  12/7/2015    EUR    63.22
LBBW                       3.00  9/25/2015    EUR    73.80
Leonteq Securities AG      6.25 11/13/2015    CHF    50.92
Leonteq Securities AG      5.60 11/20/2015    GBP    44.32
Leonteq Securities AG      7.60 11/20/2015    USD    29.24
LBBW                       3.00 10/23/2015    EUR    74.76
Bank Julius Baer & Co      3.90 11/30/2015    CHF    54.15
Leonteq Securities AG      6.11   1/7/2016    EUR    43.90
Leonteq Securities AG      6.00   1/7/2016    EUR    27.50
LBBW                       3.25 10/23/2015    EUR    52.88
Leonteq Securities AG      9.00   4/8/2016    USD     6.64
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 12/22/2015    EUR    64.80
Deutsche Bank AG           3.20  9/22/2015    EUR    60.60
Deutsche Bank AG           3.20 12/22/2015    EUR    62.30
Deutsche Bank AG           3.20 12/22/2015    EUR    57.90
Deutsche Bank AG           3.20 12/22/2015    EUR    60.00
Deutsche Bank AG           3.20  9/22/2015    EUR    63.20
Deutsche Bank AG           3.20  9/22/2015    EUR    43.70
Deutsche Bank AG           3.20  9/22/2015    EUR    42.00
Deutsche Bank AG           3.20  9/22/2015    EUR    40.50
Deutsche Bank AG           3.20  9/22/2015    EUR    39.00
Deutsche Bank AG           3.20  9/22/2015    EUR    37.70
Deutsche Bank AG           3.20 12/22/2015    EUR    44.30
Deutsche Bank AG           3.20 12/22/2015    EUR    42.70
Deutsche Bank AG           3.20 12/22/2015    EUR    41.10
Deutsche Bank AG           3.20 12/22/2015    EUR    39.70
Deutsche Bank AG           3.20 12/22/2015    EUR    38.30
Deutsche Bank AG           3.20 10/21/2015    EUR    64.50
Deutsche Bank AG           3.20 10/21/2015    EUR    62.00
Deutsche Bank AG           3.20 10/21/2015    EUR    59.60
Deutsche Bank AG           3.20 11/25/2015    EUR    64.70
Deutsche Bank AG           3.20 11/25/2015    EUR    62.20
Deutsche Bank AG           3.20 11/25/2015    EUR    59.90
Deutsche Bank AG           3.20 10/21/2015    EUR    43.80
Deutsche Bank AG           3.20 10/21/2015    EUR    42.10
Deutsche Bank AG           3.20 10/21/2015    EUR    40.60
Deutsche Bank AG           3.20 11/25/2015    EUR    44.10
Deutsche Bank AG           3.20 11/25/2015    EUR    42.40
Deutsche Bank AG           3.20 11/25/2015    EUR    40.90
Deutsche Bank AG           8.20  9/22/2015    EUR    52.40
Deutsche Bank AG           8.20 10/21/2015    EUR    53.90
Deutsche Bank AG           8.20 11/25/2015    EUR    54.70
Deutsche Bank AG           8.20 12/22/2015    EUR    55.30
Leonteq Securities AG     12.40   2/3/2016    CHF    41.22
Vontobel Financial Pr      8.70 12/28/2015    EUR    45.35
Vontobel Financial Pr     24.35  9/25/2015    EUR    65.06
Vontobel Financial Pr     26.55  9/25/2015    EUR    50.10
Commerzbank AG             5.75 10/22/2015    EUR    70.32
Commerzbank AG             6.75 10/22/2015    EUR    68.55
Commerzbank AG             7.75 10/22/2015    EUR    66.80
Commerzbank AG             8.75 10/22/2015    EUR    65.15
Commerzbank AG             9.75 10/22/2015    EUR    63.62
Commerzbank AG            10.75 10/22/2015    EUR    62.13
Commerzbank AG             5.75 10/22/2015    EUR    50.50
Commerzbank AG             6.50 10/22/2015    EUR    49.12
Commerzbank AG             7.50 10/22/2015    EUR    47.87
Commerzbank AG             8.50 10/22/2015    EUR    46.68
Commerzbank AG             9.50 10/22/2015    EUR    45.54
Commerzbank AG            10.50 10/22/2015    EUR    44.48
Commerzbank AG            11.50 10/22/2015    EUR    43.47
Notenstein Privatbank     10.00  4/29/2016    CHF    59.04
Goldman Sachs & Co We      4.00 10/21/2015    EUR    60.10
Goldman Sachs & Co We      6.00 10/21/2015    EUR    60.26
Goldman Sachs & Co We      7.00 10/21/2015    EUR    60.34
Goldman Sachs & Co We     10.00 10/21/2015    EUR    60.57
Goldman Sachs & Co We     12.00 10/21/2015    EUR    60.73
Goldman Sachs & Co We      4.00 11/25/2015    EUR    60.42
Goldman Sachs & Co We      7.00 11/25/2015    EUR    60.95
Goldman Sachs & Co We      7.00 12/23/2015    EUR    61.32
Goldman Sachs & Co We     11.00 12/23/2015    EUR    62.32
Goldman Sachs & Co We      4.00  3/23/2016    EUR    61.20
Goldman Sachs & Co We     13.00  9/23/2015    EUR    45.76
Goldman Sachs & Co We     13.00  9/23/2015    EUR    45.76
Goldman Sachs & Co We      6.00 10/21/2015    EUR    42.42
Goldman Sachs & Co We      7.00 10/21/2015    EUR    42.50
Goldman Sachs & Co We      8.00 10/21/2015    EUR    42.58
Goldman Sachs & Co We     10.00 10/21/2015    EUR    42.74
Goldman Sachs & Co We     12.00 10/21/2015    EUR    42.90
Goldman Sachs & Co We     12.00 10/21/2015    EUR    42.90
Goldman Sachs & Co We     12.00 10/21/2015    EUR    42.90
Goldman Sachs & Co We      8.00 11/25/2015    EUR    43.34
Goldman Sachs & Co We     10.00 11/25/2015    EUR    43.69
Goldman Sachs & Co We      6.00 12/23/2015    EUR    43.41
Goldman Sachs & Co We      7.00 12/23/2015    EUR    43.66
Goldman Sachs & Co We      8.00 12/23/2015    EUR    43.91
Goldman Sachs & Co We     10.00 12/23/2015    EUR    44.42
Goldman Sachs & Co We     11.00 12/23/2015    EUR    44.67
Goldman Sachs & Co We     11.00 12/23/2015    EUR    44.67
Goldman Sachs & Co We      7.00  3/23/2016    EUR    45.35
Goldman Sachs & Co We      6.00 10/21/2015    EUR    70.93
Goldman Sachs & Co We     12.00 10/21/2015    EUR    60.69
Goldman Sachs & Co We     11.00 12/23/2015    EUR    62.39
Goldman Sachs & Co We     10.00  3/23/2016    EUR    64.45
Deutsche Bank AG           7.20 12/22/2015    EUR    56.00
Deutsche Bank AG           6.20 12/22/2015    EUR    62.20
Deutsche Bank AG           7.20  9/22/2015    EUR    60.40
Deutsche Bank AG           7.20 12/22/2015    EUR    62.40
Deutsche Bank AG           7.20  9/22/2015    EUR    53.90
Deutsche Bank AG           6.20 12/22/2015    EUR    55.70
Deutsche Bank AG           6.20  6/21/2016    EUR    62.80
Bank Julius Baer & Co      8.50  12/1/2015    USD    71.35
Zurcher Kantonalbank       5.60 11/18/2015    USD    63.75
LBBW                       4.00  7/22/2016    EUR    73.13
LBBW                       5.00  7/22/2016    EUR    71.90
LBBW                       3.00  7/22/2016    EUR    74.55
LBBW                       3.00  7/22/2016    EUR    67.88
LBBW                       4.00  7/22/2016    EUR    66.39
LBBW                       5.00  7/22/2016    EUR    65.59
Deutsche Bank AG           6.80  9/23/2015    EUR    57.73
Deutsche Bank AG           5.80 12/23/2015    EUR    43.03
Deutsche Bank AG           6.80 12/23/2015    EUR    56.49
Deutsche Bank AG           5.80 11/25/2015    EUR    42.58
Deutsche Bank AG           6.80 11/25/2015    EUR    60.20
Deutsche Bank AG           5.80 10/21/2015    EUR    42.04
Deutsche Bank AG           5.80 10/21/2015    EUR    64.46
Deutsche Bank AG           6.80 10/21/2015    EUR    59.63
Commerzbank AG            16.50 10/22/2015    EUR    74.34
Zurcher Kantonalbank       5.75  11/6/2015    CHF    70.92
Vontobel Financial Pr      5.45 12/28/2015    EUR    66.43
BNP Paribas Emissions      7.50  9/24/2015    EUR    69.17
BNP Paribas Emissions      6.75 12/24/2015    EUR    67.28
BNP Paribas Emissions      6.25  6/23/2016    EUR    67.87
BNP Paribas Emissions      6.75 12/24/2015    EUR    65.93
BNP Paribas Emissions      5.00  6/23/2016    EUR    68.60
BNP Paribas Emissions      5.75  6/23/2016    EUR    68.15
BNP Paribas Emissions      7.50  9/24/2015    EUR    49.60
BNP Paribas Emissions      6.75 12/24/2015    EUR    47.37
Vontobel Financial Pr     11.45  9/25/2015    EUR    74.22
Commerzbank AG             6.00 12/22/2015    EUR    61.01
Commerzbank AG             4.50 10/22/2015    EUR    67.44
Commerzbank AG             5.25 10/22/2015    EUR    65.66
Commerzbank AG             6.25 10/22/2015    EUR    64.00
Commerzbank AG             7.25 10/22/2015    EUR    62.43
Commerzbank AG             8.25 10/22/2015    EUR    60.94
Commerzbank AG             5.50 10/22/2015    EUR    46.34
Commerzbank AG             8.25 10/22/2015    EUR    42.95
Commerzbank AG            10.50 10/22/2015    EUR    41.02
Commerzbank AG            12.50 10/22/2015    EUR    68.36
UBS AG/London              5.50 10/29/2015    USD    57.58
HSBC Trinkaus & Burkh     14.20 12/28/2015    EUR    55.31
HSBC Trinkaus & Burkh     10.30 12/28/2015    EUR    59.17
HSBC Trinkaus & Burkh     17.00 12/28/2015    EUR    57.25
HSBC Trinkaus & Burkh     11.90 12/28/2015    EUR    63.38
HSBC Trinkaus & Burkh      8.70 12/28/2015    EUR    68.72
Royal Bank of Scotlan      1.69 11/14/2016    GBP     1.07
Gold-Zack AG               7.00 12/14/2005    EUR    12.50
Lehman Brothers Treas      8.05 12/20/2010    HKD     4.75
KPNQwest NV                8.88   2/1/2008    EUR     0.50
Lehman Brothers Treas      7.06 12/29/2008    EUR     4.75
Lehman Brothers Treas      7.63  7/22/2011    HKD     4.75
UBS AG                    10.05 10/23/2015    USD    15.79
UBS AG/London             13.83   5/5/2016    USD     7.71
Leasing-Experts SA         9.00  9/17/2016    PLN    37.20
DZ Bank AG Deutsche Z      7.00  3/29/2016    EUR    68.54
DZ Bank AG Deutsche Z      5.25  3/29/2016    EUR    70.29
DZ Bank AG Deutsche Z      6.25  3/29/2016    EUR    68.00
DZ Bank AG Deutsche Z      5.50  6/24/2016    EUR    68.20
DZ Bank AG Deutsche Z      6.75  6/24/2016    EUR    69.14
DZ Bank AG Deutsche Z      9.25  6/24/2016    EUR    68.38
Bank Julius Baer & Co     10.00  4/18/2016    EUR    72.10
Commerzbank AG             5.00  6/23/2016    EUR    72.81
Commerzbank AG             5.75  6/23/2016    EUR    72.13
Commerzbank AG             6.50  6/23/2016    EUR    71.53
Commerzbank AG             7.50  6/23/2016    EUR    71.08
Commerzbank AG             8.25  6/23/2016    EUR    70.51
Commerzbank AG             9.25  6/23/2016    EUR    70.16
Commerzbank AG            10.25  6/23/2016    EUR    69.80
Commerzbank AG             5.25  6/23/2016    EUR    65.63
Commerzbank AG             6.25  6/23/2016    EUR    65.20
Commerzbank AG             7.00  6/23/2016    EUR    64.58
Commerzbank AG             7.75  6/23/2016    EUR    64.02
Commerzbank AG             8.75  6/23/2016    EUR    63.66
Commerzbank AG             9.50  6/23/2016    EUR    63.16
Commerzbank AG            10.50  6/23/2016    EUR    62.86
DZ Bank AG Deutsche Z      6.00  6/20/2016    EUR    65.83
DZ Bank AG Deutsche Z      6.00  9/19/2016    EUR    67.02
Goldman Sachs & Co We     11.00  8/24/2016    EUR    64.51
Goldman Sachs & Co We     11.00  8/24/2016    EUR    64.51
Goldman Sachs & Co We      4.00  9/21/2016    EUR    58.28
Goldman Sachs & Co We      4.00 12/21/2016    EUR    58.86
Goldman Sachs & Co We      4.00  3/22/2017    EUR    59.56
Goldman Sachs & Co We      9.00  3/22/2017    EUR    67.00
Goldman Sachs & Co We      9.00  3/22/2017    EUR    67.00
Goldman Sachs & Co We      5.00  6/21/2017    EUR    60.06
Goldman Sachs & Co We      9.00  6/21/2017    EUR    66.99
Goldman Sachs & Co We      9.00  6/21/2017    EUR    66.99
Goldman Sachs & Co We     16.00 12/23/2015    EUR    61.24
Goldman Sachs & Co We      4.00  2/24/2016    EUR    58.71
Goldman Sachs & Co We      4.00  3/23/2016    EUR    58.90
Goldman Sachs & Co We      6.00  4/20/2016    EUR    60.30
Goldman Sachs & Co We      4.00  6/22/2016    EUR    57.62
Goldman Sachs & Co We      7.00  6/22/2016    EUR    59.86
Goldman Sachs & Co We      7.00  7/20/2016    EUR    60.30
Goldman Sachs & Co We      8.00  7/20/2016    EUR    61.13
Goldman Sachs & Co We      4.00  8/24/2016    EUR    58.08
Goldman Sachs & Co We      7.00  8/24/2016    EUR    60.84
Goldman Sachs & Co We      8.00  8/24/2016    EUR    61.76
Leonteq Securities AG     14.00 10/24/2016    CHF    74.02
UniCredit Bank AG          4.20 12/24/2015    EUR    74.97
UniCredit Bank AG          4.10 12/24/2015    EUR    69.18
UniCredit Bank AG          4.90 12/24/2015    EUR    61.54
UniCredit Bank AG          5.00 12/24/2015    EUR    58.51
UniCredit Bank AG          4.30 12/24/2015    EUR    73.39
UniCredit Bank AG          4.40 12/24/2015    EUR    65.27
UniCredit Bank AG          4.60 12/24/2015    EUR    62.86
UniCredit Bank AG          4.90 12/24/2015    EUR    59.52
UniCredit Bank AG          4.40 12/24/2015    EUR    71.83
UniCredit Bank AG          4.00 12/24/2015    EUR    58.23
UniCredit Bank AG          4.20 12/24/2015    EUR    67.83
UniCredit Bank AG          4.10 12/24/2015    EUR    57.20
UniCredit Bank AG          4.70 12/24/2015    EUR    61.72
UniCredit Bank AG          4.00 12/24/2015    EUR    66.58
UniCredit Bank AG          4.30 12/24/2015    EUR    66.51
UniCredit Bank AG          4.30 12/24/2015    EUR    55.26
UniCredit Bank AG          4.75 12/24/2015    EUR    62.14
Leonteq Securities AG     10.00  12/4/2015    CHF    67.08
Leonteq Securities AG     11.00  12/4/2015    USD    45.84
UniCredit Bank AG          4.50 12/24/2015    EUR    64.05
UniCredit Bank AG          4.25 12/24/2015    EUR    64.58
UniCredit Bank AG          4.20 12/24/2015    EUR    56.20
UniCredit Bank AG          4.40 12/24/2015    EUR    54.34
UniCredit Bank AG          4.50 12/24/2015    EUR    63.31
UniCredit Bank AG          4.00 12/24/2015    EUR    70.56
UniCredit Bank AG          4.80 12/24/2015    EUR    60.61
UniCredit Bank AG          5.00 12/24/2015    EUR    60.38
UniCredit Bank AG          4.50 12/24/2015    EUR    53.45
DZ Bank AG Deutsche Z      4.00 12/11/2015    EUR    57.33
Societe Generale Effe      2.95  9/25/2015    EUR    68.43
Societe Generale Effe      4.47  9/25/2015    EUR    64.71
Societe Generale Effe      3.64 12/29/2015    EUR    70.60
Societe Generale Effe      5.30 12/29/2015    EUR    67.47
Societe Generale Effe      4.46  3/29/2016    EUR    70.83
Societe Generale Effe      6.15  3/29/2016    EUR    67.94
Societe Generale Effe      3.63  9/25/2015    EUR    73.88
Societe Generale Effe      4.31 12/29/2015    EUR    71.50
Societe Generale Effe      4.32  3/29/2016    EUR    72.99
Societe Generale Effe      6.15  3/29/2016    EUR    69.90
Notenstein Privatbank      8.50 11/28/2016    CHF    47.13
Notenstein Privatbank      8.20  5/27/2016    CHF    44.69
Leonteq Securities AG      6.00 11/28/2016    CHF    68.75
Leonteq Securities AG      8.00   3/1/2016    CHF    67.69
UniCredit Bank AG          4.25 12/24/2015    EUR    42.33
UniCredit Bank AG          4.00 12/24/2015    EUR    45.64
UniCredit Bank AG          4.20 12/24/2015    EUR    43.13
UniCredit Bank AG          4.50 12/24/2015    EUR    39.52
UniCredit Bank AG          4.10 12/24/2015    EUR    43.90
UniCredit Bank AG          4.45 12/24/2015    EUR    40.19
UniCredit Bank AG          4.40 12/24/2015    EUR    40.88
UniCredit Bank AG          4.30 12/24/2015    EUR    41.58
UniCredit Bank AG          4.05 12/24/2015    EUR    44.77
Goldman Sachs & Co We     23.00 11/25/2015    EUR    73.48
Goldman Sachs & Co We     21.00 12/23/2015    EUR    74.74
Goldman Sachs & Co We     11.00  9/23/2015    EUR    62.67
Goldman Sachs & Co We     22.00 11/25/2015    EUR    52.46
Goldman Sachs & Co We     17.00  3/23/2016    EUR    57.17
Goldman Sachs & Co We      8.00  3/23/2016    EUR    45.77
Vontobel Financial Pr      5.30 11/24/2015    EUR    62.55
Leonteq Securities AG     11.60 11/24/2015    CHF    58.10
Leonteq Securities AG     10.80 11/24/2015    CHF    48.68
Leonteq Securities AG      9.80 11/24/2015    EUR    43.54
Zurcher Kantonalbank       6.75  12/3/2015    USD    69.10
DZ Bank AG Deutsche Z      8.50  9/25/2015    EUR    62.85
DZ Bank AG Deutsche Z      5.50 11/27/2015    EUR    63.12
DZ Bank AG Deutsche Z      8.25 11/27/2015    EUR    60.55
DZ Bank AG Deutsche Z      6.50 12/28/2015    EUR    61.45
DZ Bank AG Deutsche Z      5.50  3/29/2016    EUR    62.30
DZ Bank AG Deutsche Z      6.25 11/27/2015    EUR    43.84
DZ Bank AG Deutsche Z     10.25 11/27/2015    EUR    41.28
UniCredit Bank AG          3.79 12/19/2016    EUR    44.71
Leonteq Securities AG      8.20 11/25/2015    USD    72.59
DZ Bank AG Deutsche Z      4.80  3/21/2016    EUR    66.92
DZ Bank AG Deutsche Z      5.30  3/21/2016    EUR    65.91
DZ Bank AG Deutsche Z      5.80  3/21/2016    EUR    64.95
DZ Bank AG Deutsche Z      5.25  3/21/2016    EUR    58.90
DZ Bank AG Deutsche Z      5.75  3/21/2016    EUR    59.15
UBS AG/London             20.00 12/29/2015    EUR    71.06
UBS AG/London             16.50  3/29/2016    EUR    74.30
UBS AG/London             17.25 12/29/2015    EUR    73.44
UBS AG/London             22.75  6/24/2016    EUR    74.29
UBS AG/London             24.50  3/29/2016    EUR    68.42
UBS AG/London             23.00  3/29/2016    EUR    73.98
UBS AG/London             24.75  6/24/2016    EUR    72.84
WGZ-Bank AG Westdeuts      4.00  9/28/2015    EUR    71.89
WGZ-Bank AG Westdeuts      5.00  9/28/2015    EUR    68.66
WGZ-Bank AG Westdeuts      6.00  9/28/2015    EUR    67.17
WGZ-Bank AG Westdeuts      3.00  9/29/2015    EUR    56.33
WGZ-Bank AG Westdeuts      4.00  9/29/2015    EUR    53.80
WGZ-Bank AG Westdeuts      5.25  9/29/2015    EUR    51.50
WGZ-Bank AG Westdeuts      6.00  9/29/2015    EUR    50.43
Vontobel Financial Pr      5.75 12/28/2015    EUR    65.78
Vontobel Financial Pr      6.80  9/25/2015    EUR    66.60
Vontobel Financial Pr      9.40 11/27/2015    EUR    61.25
Commerzbank AG            14.25 11/26/2015    EUR    71.10
Commerzbank AG            12.75 11/26/2015    EUR    72.69
Commerzbank AG             7.50 11/26/2015    EUR    56.70
Commerzbank AG             9.50 11/26/2015    EUR    54.21
Zurcher Kantonalbank       5.25  12/4/2015    CHF    73.77
UBS AG/London             11.50 11/26/2015    CHF    60.06
UBS AG/London             10.75 11/26/2015    CHF    59.83
Goldman Sachs & Co We     21.00 12/23/2015    EUR    53.88
Goldman Sachs & Co We     21.00 11/25/2015    EUR    37.54
Leonteq Securities AG     10.00  5/27/2016    GBP    73.05
Leonteq Securities AG     15.00  12/8/2015    CHF    62.21
Deutsche Bank AG           5.80  9/23/2015    EUR    45.34
DZ Bank AG Deutsche Z      6.50 12/21/2015    EUR    69.39
DZ Bank AG Deutsche Z      6.75  3/21/2016    EUR    70.28
DZ Bank AG Deutsche Z      9.50 12/21/2015    EUR    67.13
DZ Bank AG Deutsche Z      5.75 12/21/2015    EUR    74.48
DZ Bank AG Deutsche Z      5.30 12/21/2015    EUR    74.35


                            *********

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.


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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.


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