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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, November 2, 2015, Vol. 16, No. 216

                            Headlines

B U L G A R I A

CORPORATE COMMERCIAL: Fund Files Arbitration Claim Over Collapse


F R A N C E

OBERTHUR TECH: Moody's Puts B2 CFR Under Review for Upgrade


G E R M A N Y

SCF RAHOITUSPALVELUT: Moody's Assigns Ba1 Rating to Class E Notes
SUEDZUCKER AG: S&P Raises Rating on Sub. Hybrid Debt to 'B+'


G R E E C E

GREECE: Banks Need to Plug EUR14-Bil. Capital Hole, ECB Says


I C E L A N D

ICELAND: Bank Creditors' Capital Control Proposals Okayed


I R E L A N D

PR SLIDES: Faces Liquidation, Nov. 12 Creditors' Meeting Set


M O L D O V A

MOLDOVA: Government Collapses Amid US$1-Bil. Theft Scandal


N E T H E R L A N D S

FAB CBO 2005-1: Moody's Hikes Cl. B Debt Rating to Caa3(sf)
NXP BV: Moody's Rates New Senior Secured Term Loan 'Ba1'


R U S S I A

AK BARS: Moody's Cuts LT Foreign-Currency Deposit Rating to B2
FIRST CZECH: Moody's Cuts Long-Term Deposit Ratings to 'Caa1'
FIRST CZECH: Moody's Cuts National Scale Rating to 'Ba3.ru'
RUSSIAN STANDARD: S&P Raises Counterparty Credit Rating to 'CCC+'
TRANSAERO AIRLINES: Mulls Debt Write-Off, Share Conversion


S P A I N

BBVA CONSUMO 6: S&P Lowers Rating on Class B Notes to 'B-'


U N I T E D   K I N G D O M

CAPARO INDUSTRIES: Cuts 450 Jobs Following Administration
EUROPEAN TECHNOLOGY: S&P Assigns 'B+' CCR, Outlook Stable
FORFARS: Close Four Shops as Bakery Goes Into Liquidation
S&A FOODS: Enters Administration After Losing Asda Contract
THAMES PACKAGING: SFP Completes Sale of Business, Jobs Saved

* UK: Annual Rate of Company Administrations to Hit 10-Year Low
* UK: Decline in Number of Corporate Insolvencies Continues


X X X X X X X X

* BOND PRICING: For the Week Oct. 26, 2015 to Oct. 30, 2015


                            *********


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B U L G A R I A
===============


CORPORATE COMMERCIAL: Fund Files Arbitration Claim Over Collapse
----------------------------------------------------------------
Tsvetelia Tsolova at Reuters reports that the online database of
Washington-based International Centre for Settlement of Investment
Disputes showed Oman's biggest sovereign wealth fund has filed an
arbitration claim against Bulgaria over the collapse of Corporate
Commercial Bank (Corpbank).

Oman's State General Reserve Fund (SGRF) fund owned a 30% stake in
Corpbank, which was Bulgaria's fourth-largest lender before
collapsing last year following a bank run, Reuters discloses.

               About Corporate Commercial Bank AD

Corporate Commercial Bank AD is the fourth largest bank in
Bulgaria in terms of assets, third in terms of net profit, and
first in terms of deposit growth.

Bulgaria's central bank placed Corpbank under its administration
and suspended shareholders' rights in June 2014 after a run
drained the bank of cash to meet client demands.



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F R A N C E
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OBERTHUR TECH: Moody's Puts B2 CFR Under Review for Upgrade
-----------------------------------------------------------
Moody's has placed the ratings of Oberthur Technologies Group
S.A.S. (fomerly Oberthur Technologies Holding S.A.S, Oberthur
Technologies or the company) and its subsidiaries under review for
upgrade, including the B2 corporate family rating (CFR), B2-PD
probability of default rating (PDR), and the Caa1 instrument
rating on the EUR190 million Senior Notes due 2020. Concurrently,
Moody's has placed under review for upgrade the B1 instrument
rating on the EUR260 million Term Loan B due 2019 and EUR88
million Revolving Credit Facility (RCF) raised by Oberthur
Technologies S.A. and the USD280 million Term Loan B due 2019
raised by Oberthur Technologies of America Corp., both
subsidiaries of Oberthur Technologies.

RATINGS RATIONALE

The decision to place the ratings under review for upgrade follows
Oberthur Technologies' announcement that it had registered its
Document de Base (registration document) with the French financial
markets authority, the Autorite des marches financies (AMF), on
19th October 2015. The registration of the Document de Base is a
first step towards an initial public offering of the company's
shares on the regulated market of Euronext Paris, which is
expected before year-end subject to market conditions and
regulatory approval.

The IPO proceeds alongside a newly raised EUR470 million credit
facility will be used to repay Oberthur Technologies' outstanding
senior secured credit facilities, EUR35 million of drawings under
the existing EUR88 million RCF, the EUR190 million Senior Secured
Notes, part of the outstanding shareholder loans issued by
Oberthur Technologies, and transaction fees. On October 4, 2015,
Oberthur Technologies received commitment from banks for new
credit facilities totalling EUR650 million, including a EUR200
million term loan due 2019, a EUR270 million term loan due 2020,
and a EUR180 million revolving credit facility due 2020, which
will be undrawn at the closing of the transaction. The commitments
under these new facilities are conditional to the initial public
offering (IPO).

Moody's expects to conclude the review process with the closing of
the IPO before the end of the year subject to market conditions
and the allocation of its proceeds alongside the proceeds of the
term loans for the redemption of the existing debt. The review
will also evaluate the company's new ownership structure and
financial policy and strategic objectives. At this stage, Moody's
anticipates that the CFR would most likely be upgraded by one
notch to B1 if the IPO is executed as expected.

Pro-forma for the transaction, adjusted leverage (adjusted by
Moody's for operating leases, non-recurring items and capitalized
development costs) will decrease to 4.1x from 5.7x as of
June 30, 2015. This lower pro-forma leverage is driven by the net
reduction in Oberthur Technologies' outstanding debt -- with the
repayment of EUR500 million of existing bank facilities and EUR190
million Senior Secured Notes with new term loans totalling EUR470
million.

"We anticipate a further reduction in leverage by the end of 2015
and beyond to below 3.5x driven by revenue growth and improvement
in profitability margins to a lesser extent. Pro-forma for the
transaction, the improvement in interest coverage will be more
significant, with pro forma EBITA-to-interest expense increasing
to 4.2x from 1.6x as of 30 June 2015. Interest coverage will
benefit from the significant reduction in interest costs thanks to
(1) the reduction in the aggregate amount of outstanding debt and
(2) the reduction in interest margin on the new facilities."

In the first six month ending 30 June 2015, Oberthur Technologies'
experienced high revenue growth at 17% compared to the same period
last year, following a modest 1% growth in fiscal year (FY) 2014.
Group sales were driven by the strong performance of the Financial
Services Institutions (FSI) segment, which grew at 37% in the
first six months ending June 30, 2015, mainly benefitting from the
roll-out of EMV payment cards in the US. In addition, the Mobile
Network Operator (MNO) segment experienced 14% revenue growth
during the same period following a continued period of decline
between 2012-2014, driven mainly by higher adoption of LTE
advanced SIM cards in Latin America and Europe. The good
performance of FSI and MNO offset the strong reduction in the
Connected Devices & Identity Market (CDIM) segment (-22% year-on-
year revenue decline) due to a lack of significant new contracts
delivered during that period.

In addition, EBITDA benefitted from revenue growth as well as
profitability margin improvement driven by operating leverage and
the successful implementation of the restructuring program, which
consisted among others in the rationalization of the manufacturing
footprint. In the last twelve months to June 30, 2015, the Group
generated EUR163 million of EBITDA (as reported by the company)
corresponding to a 15.7% EBITDA margin compared to 15.3% in FY
2014.

The rating action reflects Moody's expectation of strong revenue
growth over the next 18 months at least, driven by the high
visibility of shipments of EMV payment cards to the US, and
continued penetration of Dual Interface cards in China and Europe.
However, Oberthur's ratings remain constrained by the continued
significant pricing pressure on Oberthur Technologies' legacy
products (in particular for classic SIM cards), the exposure to
technological risks, as well as the high volatility of the
company's Identity Markets sub-segment's revenues.

Pro forma for the transaction, Oberthur Technologies will benefit
from an improved liquidity profile thanks to the upsizing of the
Revolving Credit Facility to EUR180 million from EUR88 million,
which will be undrawn at the closing of the IPO to be used for
general corporate purpose, capex and acquisitions, and a cash
balance of approximately EUR54 million as of 30 June 2015. While
free cash flow (FCF) generation capacity remains limited in the
short-term due to on-going restructuring charges and negative
working capital movement mainly related to the ramp-up of shipment
capacity of EMV payment cards to the US, we consider that Oberthur
Technologies will generate significant FCF approaching 10% of
total adjusted gross debt from 2016 due to the significant
reduction in interest expense and the phasing-out of restructuring
costs.

Moody's expects Oberthur Technologies will maintain its strategy
of small bolt-on acquisitions and a conservative financial policy
with dividend payments ranging between 15% and 25% of net income
only payable from 2019.

WHAT COULD CHANGE RATINGS UP/DOWN

Before placing the ratings under review, Moody's had indicated
that positive pressure could develop if Oberthur Technologies
reduces Debt-to-EBITDA sustainably below 5.0x, and achieves
FCF/Debt of around 5% with EBITA-to-Interest above 2.0x.Negative
pressure could arise if the company is unable to de-leverage below
6.0x, or experiences sustained negative FCF, potentially impairing
its liquidity position.

Incorporated in France, Oberthur Technologies benefits from its
number two global position in the manufacturing of smartcards
behind Gemalto, the global leader. The company splits its
activities between three operating segments: FSI (60% of group
revenues in H1 2015), MNO (24%), and Connected Device Makers
(16%). The group is majority owned by the private equity firm
Advent International since November 2011. On April 30, 2015, the
Group announced a new organization of its business, which was
implemented in order to be fully operational on July 1, 2015 (the
reporting segments in this document reflect the new organization).



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SCF RAHOITUSPALVELUT: Moody's Assigns Ba1 Rating to Class E Notes
-----------------------------------------------------------------
Moody's Investors Service has assigned the following definitive
ratings to asset-backed securities (ABS) notes issued by SCF
Rahoituspalvelut I Designated Activity Company:

  EUR338.7 million Class A Floating Rate Notes due 2024,
  Definitive Rating Assigned Aaa (sf)

  EUR27.2 million Class B Fixed Rate Notes due 2024, Definitive
  Rating Assigned Aa2 (sf)

  EUR5.8 million Class C Fixed Rate Notes due 2024, Definitive
  Rating Assigned A2 (sf)

  EUR3.8 million Class D Fixed Rate Notes due 2024, Definitive
  Rating Assigned Baa1 (sf)

  EUR6.6 million Class E Fixed Rate Notes due 2024, Definitive
  Rating Assigned Ba1 (sf)

  Subordinated and unrated EUR7.3 million Class F Fixed Rate Notes
  due 2024 were also issued.

RATINGS RATIONALE

The rating assignment reflects the transaction's structure as a
static cash securitization of auto loans extended to obligors in
Finland by Santander Consumer Finance Oy (not rated), which is a
wholly owned subsidiary of Santander Consumer Bank AS, which in
turn is a wholly owned subsidiary of Santander Consumer Finance
S.A. (A3/P-2 Bank Deposits;A3(cr)/P-2(cr)). This is the fourth
Moody's rated public securitization transaction sponsored by
Santander Consumer Finance Oy. The seller also acts as servicer of
the portfolio. A back-up servicer facilitator is appointed at
close (Banco Santander S.A.(Spain) (A3/P-2 Bank Deposits;
A3(cr)/P-2(cr)) and the structure envisions the selection of a
back-up servicer within 60 days should (i) Banco Santander
S.A.(Spain) be downgraded below a Baa3 rating or (ii) Santander
Consumer Finance S.A. no longer holds at least 50% of the share
capital of the servicer.

The portfolio of underlying assets consists of auto loans
distributed through dealers to private individuals and self-
employed individuals (together 82.1%) or commercial entities
(17.9%). These loans finance new cars (36.6%) and used cars
(63.4%). As of October 2015 the portfolio consists of 26,555 loans
with a weighted average seasoning of 6.1 months. The portfolio
does not hold any exposure towards VW group brand vehicles.

According to Moody's, the transaction benefits from various credit
strengths such as a granular portfolio and an amortizing liquidity
reserve of 1% of Class A and Class B outstanding notes balance.
However, Moody's notes that the transaction features some credit
weaknesses such as an unrated servicer and a higher likelihood of
deferred interest payments due on the Class E Notes. Various
mitigants have been included in the transaction structure such as
a back-up servicer facilitator which is obliged to appoint a back-
up servicer if certain triggers are breached.

Moody's analysis focused, amongst other factors, on (i) historical
portfolio performance information; (ii) the credit enhancement
provided by the subordination; (iii) the liquidity support
available in the transaction by way of the amortizing 1% liquidity
reserve, the possibility of using principal to pay interest and
the reserve fund; (iv) the appointment of a back-up servicer
facilitator at closing; (v) the independent cash manager and
calculation agent; (vi) the notification of the borrowers near the
closing date of the sale of the receivables and direction to
borrowers to pay directly into the issuer account, and (vii) the
legal and structural integrity of the transaction.

MAIN MODEL ASSUMPTIONS:

Moody's assumed a mean default rate (gross loss rate) of 2.75% for
the securitized pool. A fixed recovery rate of 45.0% is used as
the other main input for Moody's cash flow model ABSROM. The base
case mean default rate, the recovery rate assumption and the
assumed volatility define a portfolio credit enhancement of 11.5%.
Moody's also assumed a prepayment rate of 22.5% in the first 18
months and 27.5% thereafter, and a sinus-shape timing of defaults.

FACTORS THAT WOULD LEAD TO AN UPGRADE OR DOWNGRADE OF THE RATING:

Factors that may cause an upgrade of the ratings include a
significant better than expected performance of the pool together
with an increase in credit enhancement of notes. Factors that may
cause a downgrade of the ratings include a decline in the overall
performance of the pool and change in control of the servicer or
insolvency of the servicer.

The ratings address the expected loss posed to investors by the
legal final maturity. In Moody's opinion, the structure allows for
the timely payment of interest on the Class A to Class D Notes and
the ultimate payment of interest and principal at par on the Class
A to Class E Notes on or before the rated final legal maturity
date. Moody's ratings address only the credit risks associated
with the transaction. Other non-credit risks have not been
addressed, but may have a significant effect on yield to
investors.

LOSS AND CASH FLOW ANALYSIS:

In rating this transaction, Moody's used ABSROM to model the cash
flows and determine the loss for each tranche. The cash flow model
evaluates all default scenarios that are then weighted considering
the probabilities of the lognormal distribution assumed for the
portfolio default rate. In each default scenario, the
corresponding loss for each class of notes is calculated given the
incoming cash flows from the assets and the outgoing payments to
third parties and noteholders. Therefore, the expected loss for
each tranche is the sum product of (i) the probability of
occurrence of each default scenario; and (ii) the loss derived
from the cash flow model in each default scenario for each
tranche.

STRESS SCENARIOS:

In rating auto loan ABS, default rate and recoveries are two key
inputs that determine the loss distribution. Parameter
sensitivities for this transaction have been tested for each rated
class of notes in the following manner: Moody's tested nine
scenarios derived from a combination of mean default: 2.75% (base
case), 3.00% (base case + 0.25%), 3.25% (base case + 0.5%) and
recoveries: 45% (base case), 40% (base case - 5%), 35% (base case
- 10%). The results for Class A notes under these scenarios vary
from Aaa (base case) model output to Aa1 (model output where the
mean default is 3.25% and recoveries are 35%). Parameter
sensitivities provide a quantitative/model indicated calculation
of the number of notches that a Moody's rated structured finance
security may vary if certain input parameters used in the initial
rating process differed. The analysis assumes that the deal has
not aged. It is not intended to measure how the rating of the
security might migrate over time, but rather how the initial model
output of the security might have differed if the two parameters
within a given sector that have the greatest impact were varied.
Results for all other rated classes of notes can be found in
Moody's New Issue report.

Provisional ratings were assigned on October 15, 2015.


SUEDZUCKER AG: S&P Raises Rating on Sub. Hybrid Debt to 'B+'
------------------------------------------------------------
Standard & Poor's Ratings Services affirmed its 'BBB-' long-term
and 'A-3' short-term corporate credit ratings on Germany-based
sugar and ethanol producer Suedzucker AG.  The outlook is stable.

At the same time, S&P affirmed the 'BBB-' issue rating on
Suedzucker's senior unsecured debt, and the 'A-3' short-term issue
rating on Suedzucker's commercial paper program.

S&P has also raised to 'B+' from 'B' the issue rating on
Suedzucker's subordinated hybrid debt instrument.

The rating affirmation reflects S&P's view that Suedzucker's
operating performance and cash flow generation should improve in
2015/2016 (year ending February 2016), compared with S&P's earlier
base-case scenario published on June 15, 2015.  S&P takes this
view due to higher earnings from the company's ethanol business
(CropEnergies), which should account for around 30% of group
operating profit this year.

S&P's new base-case scenario for 2015/2016 assumes that the
current high ethanol prices in Europe should translate into high-
single-digit operating margins for CropEnergies.  S&P believes
that ethanol prices in Europe are currently supported by seasonal
factors (harvesting of wheat, corn, and sugarbeet), by reduced
oversupply -- as Suedzucker temporarily suspended production its
large U.K. plant -- and by some changes in regulations in the EU
market.  For next year, however, S&P has assumed that ethanol
prices will decrease again from current levels and that margins at
Crop Energies will be in the mid-single-digits.

S&P continues to assume that Suedzucker will make losses this year
within its sugar activities, given the very low EU quota and world
market prices and the minimum beet price to farmers in place until
September 2017.  For the year 2016/2017, S&P assumes that EU quota
sugar prices should rebound from current low levels (EUR414 per
tonne at July 2015).  This view takes into account the expected
lower production (due to reduced acreage and lower yields), lower
inventories of "EU quota" sugar, and low sugar imports given the
current depressed prices in Europe.

S&P continues to think that when the EU quota regime ends in
September 2017, large EU sugar producers such as Suedzucker will
benefit from their large scale of operations.  This will enable
them to increase production volumes for exports, and control
production costs more effectively.  Nevertheless, S&P expects
continued high price volatility in sugar and a high level of
competition in emerging markets.

Regarding special products (food ingredients, frozen foods and
starch) and fruit-juices (fruit preparation and juice
concentrates), S&P continues to forecast positive growth prospects
for most of these businesses and note they are less cyclical in
nature than sugar and ethanol production.

S&P's base-case scenario projections for 2015/2016 and 2016/2017
projections include:

   -- Revenue of EUR6.4 billion in 2015/16 (6% less than last
      year) and EUR6.5 billion in 2016/2017 (up by 1%- 2%).  In
      2015/2016, revenue decline should be mostly driven by the
      low prices in sugar activities and lower production volumes
      in ethanol.  In 2016/2017, S&P sees revenues in sugar
      stabilizing thanks to higher prices and despite lower
      production.  S&P also accounts for continued low-single-
      digit revenue growth from special products -- food
      production, food ingredients, and starch -- and fruits and
      juices.  EBITDA of EUR480 million-EUR500 million in
      2015/2016 (EBITDA margin of around 7.5%-8%) and EUR580
      million-EUR600 million (EBITDA margin of 9%), in 2016/17.
      S&P assumes improved profitability in sugar (low-single-
      digit operating margin) with higher prices and lower raw
      materials costs, and slightly lower profitability for
      ethanol (mid-single-digit operating margin) due to lower
      ethanol prices.  Funds from operations (FFO) of EUR370
      million-EUR390 million in 2015/2016 and EUR450 million-
      EUR470 million in 2016/2017, driven by a higher EBITDA
      base.  Interest expenses should decrease in 2015/2016 and
      then become stable.

   -- Positive free operating cash flow (FOCF) of EUR50 million-
      EUR70 million in 2015/2016 and EUR100 million-EUR120
      million in 2016/2017.  S&P assumes capital expenditures
     (capex) will decrease next year with lower expansion capex
      following the completion of a new plant in starch
      activities.  Standard & Poor's-adjusted net debt of about
      EUR1.9 billion, which includes borrowings, EUR826 million
      of estimated pension deficit as of February 2015, EUR332
      million of hybrid debt, and EUR34 million of operating
      leases.  S&P applies a 5% haircut to cash balances and
      marketable securities to reflect limited restricted cash
      within the group.

Based on these assumptions, S&P projects these credit metrics:

   -- FFO to debt of about 20%-25%.
   -- Debt to EBITDA of about 3x-4x.
   -- FOCF to debt of 0%-10%.

Issue rating on EUR700 million subordinated hybrid debt.  As a
result of S&P's revised base-case scenario, it has raised to 'B+'
from 'B' the issue rating on the perpetual EUR700 million
subordinated hybrid bond, which has "intermediate" equity content
(50% debt, 50% equity).

S&P now sees improved covenant headroom for the financial year
2015/2016 and therefore project the cash flow-to-revenues covenant
ratio to be above 6% in February 2016 (versus the minimum
threshold of 5%).  This covenant is tested annually on Feb. 28 and
a ratio below 5% would trigger a mandatory interest deferral.

The 'B+' issue rating, at four notches below the senior unsecured
issue rating of 'BBB-', reflects a three-notch differential due to
the contractual subordination of the instrument and the mandatory
interest deferral features, as per S&P's criteria, plus an
additional notch to reflect potential covenant headroom
volatility.  In S&P's view, the volatility of sugar and ethanol
prices may translate into a disparate movement of revenues and net
income for Suedzucker, resulting in an unexpected decline in
covenant headroom.  The bond covenant is calculated as a ratio of
consolidated net income before minority interests and depreciation
divided by revenues.  If the ratio was below 5% this would not
constitute an event of default or a breach of Suedzucker's other
financial obligations.

The stable outlook reflects S&P's view that Suedzucker's cash flow
generation and debt leverage metrics should benefit from an uplift
in profitability in 2015/2016.  The overall stable earnings
contribution from the company's special products and fruits and
juices divisions, as well as a rebound in earnings from sugar
activities next year, should help offset any potential volatility
in ethanol profitability in 2016/2017.  After September 2017, S&P
sees Suedzucker increasing its production for exports but this
could be offset by high volatility in sugar prices.  Overall,
Suedzucker would need to maintain an FFO-to-debt ratio of 20%-30%
and a Standard & Poor's-adjusted debt-to-EBITDA ratio of 3x-4x, to
be commensurate with the current rating level.

S&P could raise the rating if it sees a significant and sustained
rebound in earnings and cash flow contribution from the sugar and
ethanol (CropEnergies) businesses in the next two years.  This
could occur from a sharp decrease in supply and inventories in
Europe, a rebound in industrial demand with more favorable
legislation (for ethanol), or from a leaner operating cost base.
S&P would consider raising the rating on Suedzucker if its
adjusted-debt-to-EBITDA ratio declined sustainably below 3.0x and
if its FFO-to-debt rose above 30%.

S&P could lower the rating if it sees further decline in
Suedzucker's profitability and cash flow generation, due, for
example, to weak performance from special products and fruits
juices activities.  S&P would also take a negative view of a
continued high volatility of profitability in the sugar
activities.  This would especially be the case if Suedzucker were
unable to operate with a more flexible cost structure and if it
did not continue to optimize capacity in the more volatile pricing
environment.  S&P will also monitor how Suedzucker manages its
sizable pension deficit (45% of Standard & Poor's-adjusted debt as
of February 2015).  Finally, S&P would take a negative view of any
weakening in the company's credit metrics, such as debt to EBITDA
remaining above 4x and negative free operating cash flow over the
next two years.



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GREECE: Banks Need to Plug EUR14-Bil. Capital Hole, ECB Says
------------------------------------------------------------
Claire Jones, Jim Brundsen, Eleftheria Kourtali and Martin Arnold
at The Financial Times report that the European Central Bank has
said Greece's troubled banks need more than EUR14 billion in fresh
capital to survive.

The results of the ECB's health check of Greek banks show the top
four lenders are short of EUR14.4 billion in capital under the
supervisors' so-called "adverse scenario", where lenders must be
able to withstand a worsening of economic and financial
conditions, the FT says.

According to the FT, under the adverse scenario, the Greek economy
is forecast to shrink by 6% by the end of 2017.  Under the
standard scenario of what is known officially as the comprehensive
assessment", the capital shortfall is EUR4.4 billion, the FT
notes.

Piraeus Bank needs EUR4.9 billion in fresh capital, the National
Bank of Greece EUR4.6 billion, Alpha Bank EUR2.7 billion and
Eurobank EUR2.1 billion, the FT discloses.

Shares in the four Greek banks have lost more than 95% of their
value over the past five years, leaving them with a combined
market capitalization of below EUR5 billion, the FT relays.

The banks have until Nov. 6 to say how they plan to plug the
capital hole, the FT states.  They have already moved to
pre-emptively boost their capital in advance of results of the
tests, which are a key part of the EUR86 billion Greek bailout
that euro area leaders agreed in July, the FT recounts.  That
bailout deal earmarked as much as EUR25 billion in support for the
banks, the FT notes.

Eurobank, as cited by the FT, said restructuring of liabilities
was expected to fully cover its capital requirements under the
baseline scenario, and said it would continue its efforts to
attract private capital.

Greek officials have said that any additional capital needs that
cannot be raised from private investors will be covered by
Greece's bank bailout fund, the Hellenic Financial Stability Fund,
which will buy a mix of new shares and cocos -- bonds that convert
into ordinary shares when a bank's capital falls below a certain
level -- issued by the Greek banks, the FT relates.

Eurozone policymakers want the recapitalization completed before
Jan. 1 when tougher EU rules come into force on creditor losses at
bailed-out financial institutions, the FT says.

Greek banks have relied on emergency loans, dubbed Emergency
Liquidity Assistance, from the ECB since February, when the
central bank banned the use of Greek debt as collateral for ECB
cash, the FT notes.



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ICELAND: Bank Creditors' Capital Control Proposals Okayed
---------------------------------------------------------
Omar R. Valdimarsson at Bloomberg News reports that Iceland's
Finance Minister Bjarni Benediktsson and the island's central bank
approved proposals from creditors of Kaupthing Bank hf, Glitnir
Bank hf and LBI hf that will allow them to sidestep capital
controls and avoid a 39% tax on all their assets.

The banks' winding up committees now need to take the accord back
to the creditors for approval, Bloomberg says.

Mr. Benediktsson said the individual composition agreements will
then need to be ratified by the court in Reykjavik, Bloomberg
relates.

The agreement will need court approval by March 15, Bloomberg
discloses.

Iceland imposed capital controls after its three biggest banks
defaulted on a combined US$85 billion in October 2008, Bloomberg
recounts.  The collapse forced the north Atlantic island to seek a
US$4.6 billion emergency package that was led by the International
Monetary Fund, Bloomberg relays.

According to Bloomberg, central bank Governor Mar Gudmundsson said
the deal fulfills Iceland's condition of not jeopardizing monetary
policy, the exchange rate, or financial stability.



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PR SLIDES: Faces Liquidation, Nov. 12 Creditors' Meeting Set
------------------------------------------------------------
Pamela Newenham at The Irish Times reports that a liquidator is
set to be appointed to PR Slides Ltd., which is headed by
entrepreneur Niall Harbison and model Emma Jane Power.

According to The Irish Times, a creditors' meeting for PR Slides,
which has since rebranded as PicStash, will take place on
Thursday, Nov. 12.

The notice of the meeting said that John Eddison of Upton Ryan
Chartered Accountants in Dublin has been proposed as liquidator,
The Irish Times relates.

In January 2014, it received a further EUR500,000 in venture
capital funding, Enterprise Ireland and Kernel Capital joining
Mr. Harbison and other investors, The Irish Times discloses.

PR Slides Ltd. is an online image library.



=============
M O L D O V A
=============


MOLDOVA: Government Collapses Amid US$1-Bil. Theft Scandal
----------------------------------------------------------
Henry Foy at The Financial Times reports that Moldova's government
collapsed on Oct. 29 as the fallout from a US$1 billion theft from
the country's banks dragged Europe's poorest nation deeper into
political crisis.

The country's lawmakers strongly backed a no-confidence motion
against the pro-EU government amid public outrage at its role in
the missing US$1 billion, heralding weeks of political instability
and weakening the country's EU integration efforts, the FT
relates.

The vote came a fortnight after the arrest of the country's former
prime minister, who was alleged to have been part of a fraud in
which MDL13.5 billion, equivalent to almost one-fifth of the
country's GDP, was stolen from three of the country's banks, the
FT relays.

The fraud, which investigators say involved a complex system of
contracts and transactions linked to one of Moldova's richest men,
heightened already widespread disgust for the government, sparking
protests in the country's capital against what many see as a group
of oligarchs running Moldova's politics, the FT discloses.

According to the FT, the no-confidence motion was proposed by
opposition parties advocating stronger ties with Moscow, and saw
at least 15 members of the ruling coalition vote against their own
government.

Vlad Filat, the former prime minister arrested in parliament this
month and accused of accepting bribes worth US$260 million to
facilitate the fraud, is still being questioned by investigators,
the FT notes.



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


FAB CBO 2005-1: Moody's Hikes Cl. B Debt Rating to Caa3(sf)
-----------------------------------------------------------
Moody's Investors Service has taken rating actions on the
following classes of notes issued by FAB CBO 2005-1 B.V.:

  EUR237 million (current outstanding balance of EUR20.19 million)
  Class A1 Floating Rate Notes, Upgraded to Aa2 (sf); previously
  on Feb 26, 2015 Upgraded to A2 (sf)

  EUR38 million Class A2 Floating Rate Notes, Upgraded to Ba2
  (sf); previously on Feb 26, 2015 Upgraded to Caa1 (sf)

  EUR18 million Class B Floating Rate Notes, Upgraded to Caa3
  (sf); previously on Feb 26, 2015 Affirmed Ca (sf)

  EUR12.6 million Class C Subordinated Notes, Affirmed Ca (sf);
  previously on Feb 26, 2015 Affirmed Ca (sf)

This transaction is a structured finance collateralized debt
obligation ("SF CDO") referencing a static portfolio of 38
European ABS assets. At present, the portfolio is composed mainly
of CDO of RMBS (56.9%) and prime RMBS (31.2%).

RATINGS RATIONALE

The rating actions on the notes are a result of the material
improvement in the credit quality of the collateral and the
deleveraging of the Class A1 notes. In the last 12 months about
33% of the assets included in the current portfolio performing par
have been upgraded and on average the magnitude of the upgrades
was 3.29 notches.

Since January 2015 the Class A1 has repaid EUR11.28 million or
4.75% of the tranche original balance. The amortization of class
A1 has also improved the overcollateralization ratio for class A
and B notes. As per the August 2015 trustee report, the collateral
coverage test is reported at 105.45% compared to 88.7% as per the
January 2015 trustee report. In addition, Caa rated assets have
decreased to 14.2% from 23.7% of the portfolio.

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

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

Amounts of defaulted assets - Moody's considered a model run where
all the Caa assets in the portfolio were assumed to be defaulted.
The model outputs for these runs are consistent with today's
ratings.

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

Additional uncertainty about performance is due to the following:

-- Portfolio amortization: The main source of uncertainty in this
transaction is the pace of amortization of the underlying
portfolio, which can vary significantly depending on market
conditions and have a significant impact on the notes' ratings.
Amortization could accelerate as a consequence of high prepayment
levels or collateral sales by the collateral manager. Fast
amortization would usually benefit the ratings of the notes
beginning with the notes having the highest prepayment priority.

-- Recovery of defaulted assets: Market value fluctuations in
trustee-reported defaulted assets and those Moody's assumes have
defaulted can result in volatility in the deal's over-
collateralization levels. Further, the timing of recoveries and
the manager's decision whether to work out or sell defaulted
assets can also result in additional uncertainty. Recoveries
higher than Moody's expectations would have a positive impact on
the notes' ratings.

In addition to the quantitative factors that Moody's explicitly
modelled, qualitative factors are part of the rating committee's
considerations. These qualitative factors include the structural
protections in the transaction, its recent performance given the
market environment, the legal environment, specific documentation
features, the collateral manager's track record and the potential
for selection bias in the portfolio. All information available to
rating committees, including macroeconomic forecasts, input from
other Moody's analytical groups, market factors, and judgments
regarding the nature and severity of credit stress on the
transactions, can influence the final rating decision.


NXP BV: Moody's Rates New Senior Secured Term Loan 'Ba1'
--------------------------------------------------------
Moody's Investors Service rated NXP B.V.'s new senior secured term
loan at Ba1 and placed all of the ratings of NXP and NXP
Semiconductors N.V. ("NXP Semiconductors") on review for upgrade.
Ratings placed on review for upgrade include the Ba2 Corporate
Family Rating ("CFR"), the Ba1 rating on the New Term Loan and all
other instrument ratings. Proceeds of the New Term Loan, along
with existing cash balances and proceeds from the sale of NXP's RF
Power Business to JianGuang Asset Management Company ("JAC
Capital") will be used to refinance existing debt and to fund the
cash portion of NXP Semiconductors' purchase of Freescale
Semiconductor Ltd. (the "Acquisition").

RATINGS RATIONALE

The review will focus on: (1) the remaining regulatory approvals
and any conditions upon which approvals are granted in connection
with the Acquisition and (2) the composition of the debt capital
structure expected upon closing. Upon conclusion of the review and
assuming no material changes in transaction structure due to
regulatory review, Moody's anticipates raising NXP's CFR by one
notch to Ba1.

The post-Acquisition credit profile reflects Moody's expectation
that NXP will direct a majority of free cash flow ("FCF") to
reduce debt such that through the combination of debt reduction
and EBITDA growth, debt to EBITDA (Moody's adjusted) will decline
to below 3x over the year following closing. At closing, Moody's
anticipates pro forma debt to EBITDA (Moody's adjusted, trailing
twelve months) to be about 3.5x, which is high given the execution
risks involved in integrating NXP and Freescale. Nevertheless, the
Acquisition will increase NXP's scale and diversification
substantially, pushing NXP to the leadership position in
automotive semiconductors, while free cash flow ("FCF") should
continue to be strong due to the fab-lite manufacturing model of
both firms.

The Ba1 senior secured rating reflects the collateral, the
guarantees from operating subsidiaries, and the cushion of
unsecured liabilities. The Ba3 senior unsecured rating reflects
the large quantity of secured debt, which is structurally senior
to the senior unsecured debt, and the guarantees from operating
subsidiaries. The B1 rating of the cash convertible notes of NXP
Semiconductors reflects both the absence of collateral and the
absence of upstream guarantees from operating subsidiaries, which
renders the cash convertible notes structurally subordinated to
the debt of NXP.

Upon closing of the Acquisition and reflecting an expected post-
Acquisition CFR of Ba1, Moody's anticipates raising the senior
secured rating to Baa3 from Ba1, the senior unsecured rating to
Ba2 from Ba3, and the rating of the cash convertible notes of NXP
Semiconductors to Ba2 from B1. Although the cash convertible notes
are expected to have lower recovery in a default scenario than the
guaranteed unsecured notes, the expected recovery differential is
not expected to be sufficient to lead to a notching differential
in the post-acquisition capital structure.

Ratings Assigned and Placed on Review for Upgrade:

Issuer: NXP B.V.

  New Senior Secured Term Loan, assigned Ba1 (LGD2) and Placed on
  Review for Upgrade

Placed On Review for Upgrade:

Issuer: NXP B.V.

  Probability of Default Rating,, Ba2-PD, Placed on Review for
  Upgrade

  Corporate Family Rating, Ba2, Placed on Review for Upgrade

  Senior Secured Bank Credit Facility, Ba1 (LGD2), Placed on
  Review for Upgrade

  Senior Unsecured Notes, Ba3 (LGD5), Placed on Review for Upgrade

Issuer: NXP Semiconductors N.V.

Senior Unsecured Notes, B1 (LGD6), Placed on Review for Upgrade

Outlook Actions:

Issuer: NXP B.V.

  Outlook, Review for Upgrade

Issuer: NXP Semiconductors N.V.

  Outlook, Review for Upgrade

NXP B.V., based in Eindhoven, Netherlands, makes high performance
mixed signal integrated circuits and discrete semiconductors used
in a wide range of applications, including automotive,
identification, wireless infrastructure, lighting, industrial,
mobile, consumer and computing.

Freescale Semiconductor, Inc. designs and manufactures embedded
semiconductors for the automotive, networking, industrial and
consumer markets. Blackstone, Carlyle, Permira and TPG own about
64% of the company.



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


AK BARS: Moody's Cuts LT Foreign-Currency Deposit Rating to B2
--------------------------------------------------------------
Moody's Investors Service downgraded the long-term local and
foreign-currency deposit and senior unsecured debt ratings of
Joint Stock Commercial Bank AK BARS, PJCS (AK BARS) to B2 from B1.
It has also downgraded the bank's baseline credit assessment (BCA)
and adjusted BCA to caa1 from b3, given the bank's weak standalone
financial profile. Final B2 ratings incorporate a two-notch uplift
from the bank's BCA based on our assessment of high likelihood of
support from the government of Tatarstan (Ba2, Negative). Rating
agency has affirmed the bank's short-term deposit ratings at Not-
Prime. The outlook on the long-term ratings remains negative.

The long-term Counterparty Risk Assessment (CR Assessment) has
been downgraded to B2(cr) from B1(cr) and the short-term NP(cr) CR
Assessment has been affirmed.

RATINGS RATIONALE

The downgrade of AK BARS Bank's ratings reflects its weak
standalone financial metrics and insufficient loss-absorption
capacity without external support from the bank's shareholders,
which are companies directly owned by the Republic of Tatarstan.

AK BARS' asset quality is pressured by a material and increasing
share of problem loans. According to the bank's IFRS, the share of
total problem loans (individually impaired corporate loans plus
collectively impaired past due more than 90 days) accounted for
22.06% of gross loans as of June 30, 2015. At the same time, the
bank received guarantees from government-related companies for the
impaired loan book amounting to RUB17.2 billion (6.2% of gross
loans) as of H1 2015, partially mitigating the risk. Adjusted for
these guarantees, problem loans accounted for 15.86% of total
loans as of H1 2015. The share of loans overdue for more than 90
days increased to 5.6% as of H1 2015 from 3.9% as of year-end
2014. Loan loss reserves of 8.9% of gross loans at H1 2015 fully
cover overdue loans, but provide a limited coverage of problem
loans (56% of adjusted problem loans as of H1 2015).

"We note that the bank has been pursuing highly risky underwriting
policy with high exposure to financial companies (27% of gross
loans) and a large portion of unsecured corporate loans (38% of
gross corporate loans) as of H1 2015. The performance of those
loans is particularly vulnerable to periods of economic and
financial turbulence. Annualized credit costs increased to 4.3% as
of H1 2015 (0.7% as of year-end 2014) according to IFRS. Given the
challenges related to the bank's asset quality and currently
insufficient loan loss reserves coverage, we expect further
provisioning burden to pressure capitalization."

Despite the recent capital injection, AK BARS' standalone loss-
absorption capacity remains weak. The bank is loss-making at the
operational level as it has not yet recovered from a sharp
increase in its funding costs following the revision of the CBR's
key rate at the end of last year. As a result the bank experienced
sharp losses with reported return on assets of -2.1% in H1 2015 on
the back of high funding costs and heightened credit costs. We
expect AK BARS to be loss-making for the next 12 months, which
will further erode its capitalization.

The bank's capital buffer also remains constrained by its exposure
to market risk (equities amounted to RUB14.3 billion or 57% of the
bank's shareholder capital) and investment property (RUB11.2
billion or 45% of shareholder's capital) as of H1 2015, according
to IFRS. Exposure to related parties amounted to 15.3% of gross
loans or 169% of shareholder's capital (before cap injection) as
of H1 2015, although more than half of this exposure relates to
government entities.

At the same time, AK BARS benefits from the capital support from
the Government of Tatarstan and its related companies, which
partially mitigates weakness in capital position and allow the
bank to stay afloat. In August 2015 AK BARS received a capital
injection from the State Housing Fund under the President of the
Republic of Tatarstan in August 2015, which resulted in a RUB9.8
billion increase in its Tier1 capital. In addition, in June 2015,
the bank received a RUB12.1 billion subordinated loan from the
Deposit Insurance Agency in the form of OFZ government bonds,
which underpinned its Tier 2 capital. As of October 1, 2015 AK
BARS' regulatory CAR amounted to 12% and Tier 1 (N1.2) was 7.35%
(vs the minimum of 10% and 6%, respectively).

GOVERNMENT SUPPORT

"We believe that there is a high likelihood of government support
for AK BARS from the Republic of Tatarstan, which we expect will
mainly come through government-related companies. This results in
a two-notch uplift from the bank's BCA of caa1. AK BARS Bank is
Tatarstan's largest bank, with a market share of around 44% in the
region. It has an official status as the authorized Bank of the
Republic of Tatarstan, servicing state companies and budget
recipients. The controlling stake of the bank held by the Republic
of Tatarstan and companies directly owned by the government has
recently increased to 72.11% from 62.4%. Our support assumptions
are also based on the track record of provided financial support,
including capital injections, guarantees on problem loans,
disposal of bad loans and non-core assets in the past."

WHAT COULD CHANGE THE RATINGS UP/DOWN

A rating upgrade is unlikely within the next 12 months because of
the bank's current negative outlook. We would consider changing
the outlook back to stable if there are improvements in AK BARS'
standalone financial profile, including the recovery of core
profitability with strengthening NIM, improved asset quality and
reduced high-risky exposure, related parties, market risk, and
investment properties, coupled with the maintenance of good
capitalization.

Moody's could downgrade the bank's ratings if there are signs of a
further weakening of its standalone credit profile, including
material erosion of its capital buffer as a result of significant
impairments of its loan book and failure to restore core
profitability. Signs of weaker ties between the bank and the local
government would also be negative for the supported ratings.


FIRST CZECH: Moody's Cuts Long-Term Deposit Ratings to 'Caa1'
-------------------------------------------------------------
Moody's Investors Service downgraded the long-term local- and
foreign-currency deposit ratings of First Czech Russian Bank
(FCRB) to Caa1 from B3. The outlook on the bank's long-term
deposit ratings remains negative.

At the same time, Moody's downgraded FCRB's baseline credit
assessment (BCA) and adjusted BCA to caa1 from b3. The bank's
short-term local-currency and foreign-currency deposit ratings
were affirmed at Not Prime.

Moody's has also downgraded FCRB's long-term Counterparty Risk
Assessment (CR Assessment) to B3(cr) from B2(cr) and affirmed the
bank's short-term CR Assessment of Not Prime(cr).

Moody's assessment of FCRB's ratings is based primarily on the
bank's audited financial statements for 2014 and unaudited
financial statements for the first half of 2015 prepared under
IFRS, its unaudited financial statements for 2015 year to date
prepared under local GAAP, as well as information received from
the bank.

RATINGS RATIONALE

The ratings downgrade reflects: (1) the deterioration of the
bank's liquidity profile; (2) poor quality of the bank's loan
portfolio coupled with insufficient coverage of problem loans by
loan loss reserves (LLR); (3) the bank's low capital buffer; and
(4) its weak financial performance.

Moody's is concerned that FCRB's liquidity cushion has declined
recently to very low levels, with liquid assets (comprising cash
and cash equivalents, loans to banks and unpledged liquid
securities) accounting for just 7% of total assets as at
October 1, 2015 (as reported under local GAAP) compared to the
already weak 10% ratio reported as at July 1, 2015 under IFRS.
This reveals FCRB's very weak liquidity profile when compared to
its local peers and given the maturity gap between the bank's
assets and liabilities, because a significant portion of FCRB's
relatively short-term customer funding is channelled into long-
term investment loans and construction loans.

FCRB's asset risk and solvency positions also appear weak.
Although the aggregate share of problem loans (defined by the
rating agency as impaired corporate loans and retail loans overdue
by more than 90 days) was low -- at 1% of the bank's gross loan
book as of July 1, 2015, as disclosed in the bank's IFRS statement
(year-end 2014: 2%) -- restructured loans accounted for a
substantial proportion (29%) of gross loans as of the same
reporting date (year-end 2014: 31%). Moody's notes that the
restructured loans bear high risk of migrating into non-performing
loan category, because many of them are represented by risky
exposures to borrowers operating in investment and construction
segments (these lending segments accounted -- at July 1, 2015 --
for 46% and 19% of FCRB's total gross loan book, respectively). In
this context, LLR of 1.7% of gross loans reported both at July 1,
2015 and at year-end 2014 provide insufficient coverage of
potential credit losses and necessitate further build-up, in
Moody's view.

FCRB's credit costs (expressed as loan loss provisions divided by
average gross loan portfolio), as reported under IFRS, were very
low at 0.35% (annualized) in the first half of 2015 and 0.93% in
2014. However, in Moody's opinion, given the low coverage of the
potential problem loans by LLR, the bank's credit costs could be
underestimated.

Although FCRB's statutory Tier 1 capital adequacy ratio (N1.2) of
6.94% and total capital adequacy ratio (N1.0) of 12.65%, reported
at October 1, 2015, exceeded the regulatory minimum levels of 6%
and 10%, respectively, these metrics would drop if the bank were
to make more conservative loan loss provisions, in Moody's view.

FCRB's internal capital generation capacity is weak and does not
address the bank's capital replenishment needs. In 2014, the bank
posted RUB27 million net loss under IFRS. Furthermore, in the
first half of 2015, against the backdrop of increased funding
costs, FCRB became operationally loss-making, with its recurring
earnings (net interest income and net fee-and-commission income)
of around RUB331 million being insufficient to cover the
administrative expense for the same period of around RUB531
million, as reported in the bank's unaudited IFRS for the first
six months of 2015. Moody's expects that in the next 12 to 18
months FCRB's financial performance will continue to be challenged
by the elevated interest rate environment in Russia and high
credit losses.

FCRB's shareholder has not publicly communicated any plans to
inject new capital into the bank. At the same time, the bank has
recently launched a conversion of EUR31 million subordinated debt
currently qualifying as Tier 2 capital into a longer-term
subordinated instrument potentially qualifying for Tier 1 capital.
Moody's notes, however, that this transaction is pending
regulatory approval and the rating agency is also concerned that
the expected amount might be insufficient to fully cover for the
actual level of the bank's credit losses in the next 12 to 18
months.

WHAT COULD MOVE THE RATINGS DOWN/UP

FCRB's deposit ratings have low upside potential in the next 12 to
18 months, given the negative outlook currently assigned to these
ratings. However, Moody's could revise the outlook on the bank's
long-term ratings to stable if the bank demonstrates enhanced
liquidity profile and sustainable improvements in its asset
quality and profitability metrics, while simultaneously
maintaining an adequate LLR/capital buffer.

The rating agency might downgrade FCRB's ratings if it observes
further deterioration of the bank's liquidity position as a result
of a shrinkage of its already scarce cash buffer. Also, if a
deterioration of FCRB's asset quality and/or profitability
protracts into the long term and if these negative trends are not
sufficiently covered by a LLR buffer and/or capital increases,
these may become additional factors to negatively affect the
bank's ratings.

Headquartered in Moscow, Russia, FCRB reported total assets of
RUB37.9 billion ($682 million) and total equity of RUB3.0 billion
($53.9 million) under unaudited IFRS as of July 1, 2015.


FIRST CZECH: Moody's Cuts National Scale Rating to 'Ba3.ru'
-----------------------------------------------------------
Moody's Interfax Rating Agency downgraded the National Scale
Rating (NSR) of First Czech Russian Bank (FCRB) to Ba3.ru from
Baa3.ru. The NSR carries no specific outlook.

Moody's assessment of FCRB's rating is based primarily on the
bank's audited financial statements for 2014 and unaudited
financial statements for the first half of 2015 prepared under
IFRS, its unaudited financial statements for 2015 year to date
prepared under local GAAP, as well as information received from
the bank.

RATINGS RATIONALE

The rating downgrade reflects: (1) the deterioration of the bank's
liquidity profile; (2) poor quality of the bank's loan portfolio
coupled with insufficient coverage of problem loans by loan loss
reserves (LLR); (3) the bank's low capital buffer; and (4) its
weak financial performance.

Moody's is concerned that FCRB's liquidity cushion has declined
recently to very low levels, with liquid assets (comprising cash
and cash equivalents, loans to banks and unpledged liquid
securities) accounting for just 7% of total assets as at
October 1, 2015 (as reported under local GAAP) compared to the
already weak 10% ratio reported as at July 1, 2015 under IFRS.
This reveals FCRB's very weak liquidity profile when compared to
its local peers and given the maturity gap between the bank's
assets and liabilities, because a significant portion of FCRB's
relatively short-term customer funding is channelled into long-
term investment loans and construction loans.

FCRB's asset risk and solvency positions also appear weak.
Although the aggregate share of problem loans (defined by the
rating agency as impaired corporate loans and retail loans overdue
by more than 90 days) was low -- at 1% of the bank's gross loan
book as of July 1, 2015, as disclosed in the bank's IFRS statement
(year-end 2014: 2%) -- restructured loans accounted for a
substantial proportion (29%) of gross loans as of the same
reporting date (year-end 2014: 31%). Moody's notes that the
restructured loans bear high risk of migrating into non-performing
loan category, because many of them are represented by risky
exposures to borrowers operating in investment and construction
segments (these lending segments accounted -- at July 1, 2015 --
for 46% and 19% of FCRB's total gross loan book, respectively). In
this context, LLR of 1.7% of gross loans reported both at July 1,
2015 and at year-end 2014 provide insufficient coverage of
potential credit losses and necessitate further build-up, in
Moody's view.

FCRB's credit costs (expressed as loan loss provisions divided by
average gross loan portfolio), as reported under IFRS, were very
low at 0.35% (annualized) in the first half of 2015 and 0.93% in
2014. However, in Moody's opinion, given the low coverage of the
potential problem loans by LLR, the bank's credit costs could be
underestimated.

Although FCRB's statutory Tier 1 capital adequacy ratio (N1.2) of
6.94% and total capital adequacy ratio (N1.0) of 12.65%, reported
at October 1, 2015, exceeded the regulatory minimum levels of 6%
and 10%, respectively, these metrics would drop if the bank were
to make more conservative loan loss provisions, in Moody's view.

FCRB's internal capital generation capacity is weak and does not
address the bank's capital replenishment needs. In 2014, the bank
posted RUB27 million net loss under IFRS. Furthermore, in the
first half of 2015, against the backdrop of increased funding
costs, FCRB became operationally loss-making, with its recurring
earnings (net interest income and net fee-and-commission income)
of around RUB331 million being insufficient to cover the
administrative expense for the same period of around RUB531
million, as reported in the bank's unaudited IFRS for the first
six months of 2015. Moody's expects that in the next 12 to 18
months FCRB's financial performance will continue to be challenged
by the elevated interest rate environment in Russia and high
credit losses.

FCRB's shareholder has not publicly communicated any plans to
inject new capital into the bank. At the same time, the bank has
recently launched a conversion of EUR31 million subordinated debt
currently qualifying as Tier 2 capital into a longer-term
subordinated instrument potentially qualifying for Tier 1 capital.
Moody's notes, however, that this transaction is pending
regulatory approval and the rating agency is also concerned that
the expected amount might be insufficient to fully cover for the
actual level of the bank's credit losses in the next 12 to 18
months.

WHAT COULD MOVE THE RATINGS DOWN/UP

Moody's could upgrade FCRB's NSR if the bank demonstrates enhanced
liquidity profile and sustainable improvements in its asset
quality and profitability metrics, while simultaneously
maintaining an adequate LLR/capital buffer.

The rating agency might downgrade FCRB's NSR if it observes
further deterioration of the bank's liquidity position as a result
of a shrinkage of its already scarce cash buffer. Also, if a
deterioration of FCRB's asset quality and/or profitability
protracts into the long term and if these negative trends are not
sufficiently covered by a LLR buffer and/or capital increases,
these may become additional factors to negatively affect the
bank's NSR.

Headquartered in Moscow, Russia, FCRB reported total assets of
RUB37.9 billion (US$682 million) and total equity of RUB3.0
billion (US$53.9 million) under unaudited IFRS as of July 1, 2015.


RUSSIAN STANDARD: S&P Raises Counterparty Credit Rating to 'CCC+'
-----------------------------------------------------------------
Standard & Poor's Ratings Services said that it had raised its
long-term counterparty credit rating on Russian Standard Bank JSC
to 'CCC+' from 'CCC-' and affirmed the 'C' short-term counterparty
credit rating.  The outlook is negative.

At the same time, S&P raised its Russia national scale rating on
Russian Standard Bank to 'ruBB-' from 'ruCCC-'.

S&P lowered the issue rating on Russian Standard Bank's
US$350 million subordinated debt issue (XS0841677387), initially
due in April 2020, to 'D' (default) from 'C', and subsequently
withdrew the rating on this issue.

S&P raised its issue ratings on Russian Standard Bank's senior
unsecured debt to 'CCC+' from 'CCC-', and the ratings on other
outstanding subordinated issues, which were not subjected to the
exchange, to 'CCC-' from 'C'.

On Oct. 28, 2015, Russian Standard Bank completed restructuring of
its subordinated $350 million issue due in 2020 (XS0841677387).
Restructuring of the unrated US$200 million issue due in 2024
(XS0953323317), is set to be completed on Oct. 29, 2015.

S&P previously viewed the nonpayment of the two subordinated notes
as a certainty and considered that a nonpayment of the notes would
result in a default ('D') on the rated subordinated debt.

S&P regards the executed restructuring as a distressed exchange
offer and tantamount to a default, as per S&P's criteria.  This is
based on S&P's understanding that the investors would not receive
the full value of the notes on time as originally agreed, even
though the proposed new instrument is ranked more senior.  The
completed distressed exchange offer does not automatically lead
S&P to downgrade Russian Standard Bank because the restructured
instruments have an embedded loss-absorption feature.  If the
announced restructuring plan had not materialized, S&P believes
that the two subordinated issues exposed to the exchange offer
would be a write-down risk.

S&P upgraded the bank itself based on its view that the bank's
creditworthiness will potentially improve thanks to the
subordinated notes' restructuring.  This is because, as part of
the restructuring, the bank is set to receive one-time financial
support of about US$450 million.  Together with financial support
of Russian ruble RUB14.2 billion (about US$220 million) received
from Russian Standard Bank's ultimate shareholder, Roustam Tariko,
the one-time financial support from the notes' restructuring
could, in our opinion, materially support Russian Standard Bank's
loss-absorbing capacity.

S&P revised its assessment of the bank's systemic importance to
"low" from "moderate."  Therefore, S&P no longer include any
notches of potential government support in its assessment of the
bank's stand-alone credit profile.  Although S&P views the Russian
government as "supportive" toward the domestic banking sector, S&P
noted support was not sufficient and timely to stabilize the
solvency of Russian Standard Bank, which then had to enter into
the distressed exchange of a material part of its wholesale debt.

S&P still believes that the bank remains reliant on favorable
business, financial, and economic conditions to meet its financial
commitments.  S&P believes the current tough market conditions
complicate operations and further hinder the bank's financial
performance.  Although S&P expects in its base case that Russian
Standard Bank will continue to honor its obligations to its
depositors, S&P believes that it is still vulnerable to a
liquidity crisis or violation of financial covenants.  S&P remains
concerned about Russian Standard Bank's ability to service its
other wholesale obligations in full over the next 12 months.  S&P
would likely view a restructuring of any of Russian Standard
Bank's outstanding senior or subordinated debt as distressed.  The
bank has subordinated debt publicly outstanding in the amount of
US$147 million due in December 2015, and of US$169 million due in
December 2016.

S&P has assigned its 'CCC+' rating, because, after the
restructuring, its concerns that the bank would inevitably default
within six months have diminished.  However, in S&P's opinion,
Russian Standard Bank remains reliant on business, financial, and
economic conditions to meet its financial commitments.

The negative outlook reflects that S&P could lower the ratings if
Russian Standard Bank continues to be vulnerable to a liquidity
crisis, is unable to stabilize capital levels, or if S&P thought
the risk that the bank would likely violate financial covenants
were increasing over the next 12 months.

S&P could take a negative rating action if it was to see tangible
signs of the bank's liquidity erosion.  S&P could also lower the
ratings if the bank were to arrange additional exchange offers of
any other outstanding public debt or if the risk of breaching
regulatory ratios increases again on the back of larger-than-
expected losses in 2016.

S&P could affirm the ratings if it considers that the bank can
stabilize losses and the erosion in the capital buffer.  However,
a positive rating action seems remote at current stage, until S&P
observes real improvements in the bank's capital management and
business development, which S&P thinks is unlikely to happen over
the next 12 months.


TRANSAERO AIRLINES: Mulls Debt Write-Off, Share Conversion
----------------------------------------------------------
PRIME reports that Transaero CEO Valery Zaitsev said in a letter
to creditors on Oct. 30 the troubled airline has started to
develop a business plan and may offer creditors a partial debt
write off and share conversion.

"Taking into account high volumes of debt and the difficulty of
the situation in the company, this proposal will probably imply a
partial write off of debts, as well as debt conversion into shares
of the airline with a positive cash flow and a guaranteed yield,"
PRIME quotes Mr. Zaitsev as saying.

"We are asking creditors to arm themselves with patience and
assuring that you will receive a transparent and honest proposal
on debt restructuring."

Mr. Zaitsev, as cited by PRIME, said the management's priority
task is to resume the company's operating activity.

Transaero has failed to service RUR250 billion of debt and plans
to file for bankruptcy, PRIME discloses.

Several creditors demand bankruptcy of the company as well, PRIME
notes.  Its air operating certificate was recalled on Oct. 26 and
the company has not asked for a new document, PRIME relays.

OJSC Transaero Airlines is a Russian airline with its head office
in Saint Petersburg.  It operates scheduled and charter flights to
103 domestic and international destinations.



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


BBVA CONSUMO 6: S&P Lowers Rating on Class B Notes to 'B-'
----------------------------------------------------------
Standard & Poor's Ratings Services lowered its credit ratings on
BBVA Consumo 6, Fondo de Titulizacion de Activos' class A and B
notes.

The downgrades follow a restructuring of the transaction, whereby
the issuer reduced the required reserve fund balance to
EUR15 million from EUR36 million.

Consequently, the available credit enhancement provided by the
reserve fund has reduced to 5% from 12% of the notes' balance.
The transaction is still in its revolving period, ending in
January 2016, as long as no early amortization triggers are
breached.

As with other Spanish asset-backed securities transactions,
interest and principal are combined into a single priority of
payments.

As a result of the restructuring, the available credit enhancement
for the class A and B notes is lower than at closing in Oct. 2014.
S&P's credit and cash flow analysis now indicates that the credit
enhancement is no longer commensurate with its currently assigned
ratings on both classes of notes.  S&P has therefore lowered to
'BBB (sf)' from 'A (sf)' and to 'B- (sf)' from 'B (sf)' its
ratings on the class A and B notes, respectively.

Delinquencies in the portfolio backing this transaction are in
line with S&P's assumptions.  Severe arrears of more than 90 days
represent 78 basis points over the outstanding balance of the
pool. According to the transaction documentation, if the
outstanding balance of 90+ days arrears exceeds 2.20% of the
outstanding collateral balance, the revolving period will
terminate early.  S&P do not expect this to happen.

Counterparty Risk

S&P considers that the transaction's documented replacement
mechanisms adequately mitigate its counterparty risk exposure to
Banco Bilbao Vizcaya Argentaria S.A. (BBVA) as the bank account
provider up to a 'A' rating level under S&P's current counterparty
criteria.  The transaction is exposed to the risk of cash
collections becoming commingled in BBVA's account.  Under the
documentation, BBVA transfers the collected funds in two business
days to the treasury account, which is held with BBVA in the
issuer's name.  According to S&P's current counterparty criteria,
the two-day time limit fully mitigates commingling risk.

Sovereign Risk

The results of S&P's cash flow analysis indicate that the class A
and B notes do not have sufficient credit enhancement to be rated
above the long-term sovereign rating on Spain at 'BBB+'.

RATINGS LIST

Class               Rating
             To               From

BBVA Consumo 6, Fondo de Titulizacion de Activos
EUR336 Million Asset-Backed Fixed-Rate Notes Including A
Subordinated Loan

Ratings Lowered

A            BBB (sf)          A (sf)
B            B- (sf)           B (sf)



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


CAPARO INDUSTRIES: Cuts 450 Jobs Following Administration
---------------------------------------------------------
Alan Tovey at The Telegraph reports that the steel crisis has
claimed more jobs with 450 redundancies being announced at Caparo
Industries following its collapse into administration almost a
fortnight ago.

The company -- part of Labour peer Lord Paul's Caparo empire --
buckled under the combined strain of competition from cheap
imports of Chinese steel, high energy prices, onerous business
rates and a heavy debt load, The Telegraph relates.

The Telegraph broke the story revealing how administrators from
PwC were to be appointed to the 16 businesses within Caparo
Industries on Oct. 19.  They have since been trying to restructure
the individual operations or find buyers for divisions that have
been deemed viable to continue trading, The Telegraph relays.

However, PwC announced on Oct. 30 that four businesses --
Fairbright Wire, Caparo Tubes Tredegar, Caparo Atlas Fastenings in
Darlaston, and Caparo Forging Europe in Dudley and
Hartlepool -- have closed with immediate effect, with jobs going
in other parts of the group, The Telegraph discloses.  In total
452 redundancies were made, leaving 1,200 staff within the
business, The Telegraph notes.

Matthew Hammond, lead administrator, as cited by The Telegraph,
said that staff being made redundant at the affected businesses
had been paid in full for their work.

It is understood about that the administrators received about 80
approaches from potential buyers for companies within Caparo
Industries but no sales have yet been agreed, The Telegraph
states.

Caparo Industries plc is a Midlands and London headquartered
diversified industrial group.  CIP comprises approximately 20
individual business, which are active in UK steel and associated
engineering businesses.  Specific activities include the forging
and pressing of metal products for aerospace, automotive and other
industries.  It also produces fastenings, wire, tubes and other
accessories.


EUROPEAN TECHNOLOGY: S&P Assigns 'B+' CCR, Outlook Stable
---------------------------------------------------------
Standard & Poor's Ratings Services assigned its 'B+' long-term
corporate credit rating to U.K.-based European information
communication technology and cloud computing company, Interoute
Communications Holdings Ltd.  The outlook is stable.

At the same time, S&P assigned its 'B+' issue rating to the
company's EUR590 million senior secured notes.

These ratings are in line with the preliminary ratings S&P
assigned on Sept. 22, 2015.

The rating reflects S&P's view of Interoute's business risk
profile as "fair" and its financial risk profile as "aggressive."

Interoute has recently issued EUR590 million of senior secured
notes, which, along with EUR75 million of funds from its
shareholders, will be used to fund the acquisition of European
managed services provider, Easynet, and related integration costs.

S&P's assessment of Interoute's business risk profile is supported
by its high level of recurring revenue through long contractual
relationships with both telecom providers and enterprises.  In
S&P's view, these contractual relationships, along with relatively
meaningful switching costs -- notably in Interoute's enterprise
segment -- result in a very low churn rate for Interoute and
provide relatively high visibility for its future revenue streams.
Additionally, S&P thinks that Interoute's strategy of exploiting
its own pan-European fiber network within its enterprise segment
creates a key competitive advantage, as well as differentiating it
from peers, which enables it to attract big international
enterprises, despite operating in a highly competitive and
fragmented space.  S&P's assessment of Interoute's business risk
profile gains further support from its lack of exposure to legacy
declining fixed-line voice revenues; its well-invested fiber
network; solid growth prospects for cloud based managed services;
and relatively predictable and regulated pricing for leasing of
the last mile (telecom network chain that physically reaches the
customer's premises) from local incumbents in Europe.

S&P's assessment is constrained, however, because Interoute
operates in the highly competitive network segment, which leads to
consistent pricing pressures despite continued growth in demand
for data capacity.  Interoute's small scale is a key weakness; it
competes in both the enterprise and network segments with many
players that benefit from a larger scale, more meaningful
resources, and brands that are well-known in the market
(Microsoft, Amazon, BT, Verizon, etc.).  Finally, a key
constraint, in our view, is Interoute's underutilized network, and
lack of meaningful operating leverage in its enterprise segment,
which result in relatively low EBITDA margins compared with some
of its peers, and limited free operating cash flow (FOCF)
generation.  S&P therefore assess Interoute at the lower end of
"fair" in comparison with rated peers also included in the "fair"
category.

S&P's assessment of Interoute's financial risk profile reflects
S&P's forecast that the company's adjusted leverage will be
slightly less than 4.5x in 2015, pro forma for the full-year
consolidation of Easynet.  By 2017, S&P forecasts that adjusted
leverage will decline to less than 4x due to continued revenue
growth and the positive benefits of cost savings from the
integration with Easynet.  While S&P sees some risks related to
the integration given the scale of the acquisition, S&P assess the
majority of the company's planned synergies as achievable.  This
is because they are mainly related to savings on duplicated
positions and offshoring of employees, in line with Interoute's
current staffing strategy.

"We calculate Standard & Poor's-adjusted EBITDA to include
capitalized development costs and restructuring costs, in line
with our criteria.  We also adjust the company's debt and EBITDA
for the noncancellable portion of the operating leases and the
company's rent payments.  That said, the operating lease
adjustment has a somewhat favorable impact on Interoute due to its
relatively short lease profile.  Our assessment of Interoute's
financial risk profile is constrained by Interoute's relatively
weak FOCF generation, on the back of high capital expenditure
(capex) -- most of which is linked to the expansion and
maintenance of the existing customer base.  We currently forecast
that Interoute will generate slightly negative FOCF in 2016,
largely due to the burden of integration costs, most of which are
expected to take place in this period.  However, we anticipate
that FOCF will improve meaningfully in 2017, to about EUR20
million-EUR25 million, largely based on the impact of merger-
related cost efficiencies," S&P said.

S&P views the company's profitability as lower than that of other
rated network peers.  S&P sees potential risks related to the
merger with Easynet -- partly due to limited historical figures on
Easynet -- and S&P assess Interoute's credit quality as weaker
than peers such as Level 3 and Interxion.

S&P's base case assumes:

   -- Revenue growth of 2%-3% on a like-for-like basis in 2015-
      2017, reflecting continued pricing pressures in transport,
      more than offset by demand for the company's enterprise
      solutions (notably from 2016 onward, when S&P expects
      demand for cloud-based computing to accelerate);

   -- Continued decline in Easynet's revenues in 2016, due to
      both the impact of legacy service revenues and the negative
      impact of the integration process on the company's sales;

   -- EBITDA margins growing to about 24% by 2017, owing to
      increased operating leverage and benefits of merger-related
      synergies; and

   -- Capex to sales declining to about 12% from about 17% in
      2014 due to the merger with a much less capital-intensive
      business.

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

   -- Debt to EBITDA of about 4.3x-4.5x in 2015, declining to
      about 3.3x-3.5x in 2017;

   -- EBITDA interest coverage of 3x-4x; and

   -- Negative FOCF in 2016, but FOCF to debt increasing to about
      4% in 2017 (reflecting 5%-6% on an adjusted basis).

S&P's base-case assumptions have not changed materially since it
assigned the preliminary ratings on Sept. 22, 2015.

The stable outlook reflects S&P's anticipation that Interoute will
continue to post stable revenue growth and generate positive FOCF
from 2017, after implementing the merger-related synergies.  This
should enable Interoute to maintain a leverage of 4.0x-4.5x.

S&P views an upgrade over the next 12 months as unlikely given the
short-term integration risks and costs.  S&P could raise the
ratings if EBITDA margins improve to more than 25%, adjusted
leverage improves to less than 4x, and FOCF to debt increases to
more than 5%.  S&P do not expect this to happen before 2017.

S&P also sees relatively limited potential for a negative rating
action, given the relatively high revenue visibility and S&P's
anticipation that cost efficiencies will more than offset
potential pricing pressures.  S&P could lower the rating if
integration leads to higher than anticipated costs and negative
operating trends, resulting in meaningful cash burn and adjusted
leverage approaching 5x.


FORFARS: Close Four Shops as Bakery Goes Into Liquidation
----------------------------------------------------------
The Argus reports that a bakery that has been serving Sussex for
nearly 200 years has turned off its ovens for the last time
leaving more than 40 staff redundant.

Forfars has been liquidated just two years before it was due to
celebrate two centuries in the trade in what is being described as
a "heart-breaking" demise, according to The Argus.

The report notes that shops at Church Road in Hove, St James'
Street in Brighton, Orion Parade in Hassocks and High Street in
Rustington, have all been closed down as well as the bakery
headquarters in Newhaven.

The company was run by Timothy and Matthew Cutress until they
handed over directorship to Dale Pritchard and Dean Evans in March
this year, the report relates.

It is understood a number of other stores, which previously traded
as Forfars, such as Dyke Road and St George's Street, are still
open but are under different ownership, the report says.

One woman, who wished to remain anonymous, was made redundant
earlier this week having spent more than 15 years at the baker,
the report notes.

She said she lost her job with immediate effect and was left out
of pocket by three week's wages, the report notes.

The report notes that Forfars Bakers Ltd registered a net worth of
more than GBP1.3 million in October 2011, but the figure plummeted
to a loss of more than GBP670,000 at the end of 2013, according to
data filed to Companies House.

The report discloses that David Oprey, of restructuring and
insolvency experts CVR Global, said: "I can confirm that Forfars
Bakers Ltd went into liquidation on October 26 and I was appointed
joint liquidator, with Elias Paourou of this firm.

"The company, which can trace its history back to 1818, has
unfortunately had to make all staff redundant at its four shops
and its bakery in Newhaven," the report quoted Mr. Oprey as
saying.

"Shareholders have been informed and there will be a creditors
meeting.  The company is extremely well known in the Sussex area
and has been a well-loved brand for many years," Mr. Oprey added.


S&A FOODS: Enters Administration After Losing Asda Contract
----------------------------------------------------------
Eleanor Ward at business-sale.com reports that Asian ready meal
specialist, S&A Foods, has entered administration after the loss
of a major contract with supermarket Asda.

The business had already laid off 200 staff and put a stop to
production due to a shortage of some ingredients, according to
business-sale.com.  But October 27, the firm has confirmed that
all 300 workers have been made redundant as the business shuts its
doors, the report notes.

Deloitte have been appointed to handle the administration and will
keep on a very small number of staff to wind things down, the
report relays.

The report says that Perween Warsi, who founded the business,
explained that Asda's decision to use another meal supplier was
behind the company's administration.

The report notes that Ms. Warsi added: "We have worked desperately
hard to try and save the business in a very short space of time,
but, having explored many different options and rescue packages,
we have no alternative but to appoint administrators."

The report notes that Ms. Warsi had previously noted that the firm
was not in a position to pay a number of its suppliers but the
closure of the business is being laid firmly at Asda's feet with
the founder adding: "Now is not the time for recrimination and the
full facts will emerge in the coming weeks, but the harsh reality
is that we simply could not run a financially viable business on
the revised terms offered by Asda."

The business was founded in 1987 and was bought into in 1988 by a
venture capitalist, the report relays.  It took full control back
from its investors in 2004, the report adds.


THAMES PACKAGING: SFP Completes Sale of Business, Jobs Saved
------------------------------------------------------------
The nationwide insolvency practitioners SFP has rescued a well-
established packaging company, retaining important contracts,
saving jobs and ensuring a maximum return to creditors.

Established as Thames Packaging Group Limited (TPG) in 2008, the
company predominantly manufactures bottles for shampoos and
cleaning products from its Maidenhead premises.  At its peak, TPG
had a turnover of GBP4 million and employed 38 staff.

The cash flow difficulties suffered by TPG and the non-payment of
its utility bills resulted in the electricity power supply being
disconnected.  Production ceased and staff were sent home.  TPG
required outside assistance and the debenture holder took the
decision to place the company into Administration, to protect and
provide an opportunity to save the business.

SFP's Simon Plant and Daniel Plant -- both licensed members of the
Insolvency Practitioners' Association -- were subsequently
appointed as Joint Administrators on 12th October 2015.  In the
circumstances, with no electricity and the staff having been sent
home, swift action was required to get production restarted and
the company saved.

The Joint Administrators instructed agents to carry out a
valuation of the business and assets.  Expressions of interest
were received and negotiations were undertaken.

The Joint Administrators were subsequently able to agree a sale of
the company's business and assets to Thames Equipment Limited. All
jobs were saved and the completion of the sale took place on
October 15, 2015.

"Following our appointment we were faced with a dire set of
circumstances with TPG having no power and no staff on site.  Time
was very much of the essence," says Simon Plant, Joint
Administrator.  "Being able to guarantee the continuity of the
business and protect goodwill that salvaged certain trading
relationships, while also maintaining all staff's employment is a
great outcome for all concerned."


* UK: Annual Rate of Company Administrations to Hit 10-Year Low
---------------------------------------------------------------
FRP Advisory, the restructuring and advisory firm, predicts that
the volume of 2015 insolvencies is heading for a 10-year low, down
by at least 7% on 2014 to under 1,700.  The sharp decline in
company administrations to one of the lowest quarters on record
may, however, mark a bottom point in the cycle with significant
stresses appearing in key parts of the economy, suggesting a rise
in the volume of administrations over the coming months.

The volume of companies that entered administration during the
third quarter of 2015 has decreased quarter-on-quarter with a fall
of 2.4%, representing 10 fewer administrations to 363 for the July
to September period of this year, compared to 373 administrations
between April and June 2015.  Significantly, year-on-year the
third quarter has seen a decrease of 5.5%, or a fall of 22
administrations in absolute numbers, according to FRP Advisory
analysis of official statistics out on Oct. 29.

The quarterly fall in company liquidations to levels not seen
since the boom time of the Thatcher economy in 1989 may also prove
to be the turning point, with the specter of interest rate rises
looming which may yet tip any zombie businesses over the edge,
which have survived for several years simply due to record low
rates of interest.

Glyn Mummery, partner at FRP Advisory, the restructuring and
advisory firm, said:

"Headwinds are appearing in the economy which suggest that the low
point in volumes of companies seeking administration has already
been reached and the number of businesses falling into difficulty
will begin to rise over the coming months.  The pace of economic
growth has slowed markedly over the past four months with key
sectors such as manufacturing in technical recession after
successive quarters of decline.

The fall in pace of GDP growth by almost a third quarter-on-
quarter, from 0.7% in q2 to 0.5% in q3 reveals a two speed economy
emerging once again -- with business services and finance mainly
in the South East in the fastlane and the so-called "real economy"
in most of the rest of the country struggling to maintain growth
or even in decline in key sectors.

Overall we are still on course for 2015 reaching a 10 year low in
terms of volumes of company administrations, the lowest since the
2003 Enterprise Act came into force to usher in a rescue culture
for struggling businesses.  The specter of rising interest rates
looms however and headline figures of UK economic growth have been
inflated within the financial sector by the distortive effect of
real estate investment and trading in what remains an over-heated
South East housing market.  The hot housing market has not
stimulated large parts of the rest of the underlying real economy
on which so many of the country's jobs rely.

Manufacturing and construction and in particular anything reliant
on the steel industry along with oil and gas services are at
particular risk this autumn and going into 2016.  Manufacturing
has been in decline for three consecutive quarters, marking the
seventh technical recession in the sector since 1997.  Within
agriculture, the dairy industry remains in intensive care as one
of the primary victims of the ongoing supermarket price war where
there is still no end in sight.  Businesses further up the supply
chain within food processing continue to feel operational strain
while the ongoing downward pressure on consumer prices in the
retail sector mean that any interest rate rises in the economy
will need to be incremental in order to prevent the country's
economic revival from derailing.

Volumes of company compulsory liquidations have generally tracked
down over the past three years in line with the decline in overall
corporate insolvencies, but spiked back up in the first quarter of
2015.  Third quarter compulsory liquidations have fallen to the
lowest level in 26 years since the boom of the Thatcher years,
that which of course were followed by hefty rises in interest
rates and a period of bust.  An increase in compulsory
liquidations earlier this year was sure sign that the long overdue
cull is finally underway in zombie businesses -- those which have
survived due to record low interest rates, rather than a return to
underlying growth and profitability. Company liquidations may rise
again with other zombie businesses remaining vulnerable to even a
small rise in interest rates.

According to official ONS statistics out this week, third quarter
GDP fell to 0.5% in the three months to September, down from 0.7%
in the previous quarter, with construction leading the way with a
decline of 2.2% following a rise of 1.4% in q2 2015."

Highlights by numbers from the FRP Advisory analysis of Q3 2015
and earlier official data include:

  363: number of companies entering administration v 385 in q3
  2014, 373 in q2 2015

  1790: annual administrations in 2014; 1602: annual
  administrations in 2004

  4882: annual administrations in 2008; 4161: annual
  administrations in 2009


* UK: Decline in Number of Corporate Insolvencies Continues
-----------------------------------------------------------
Commenting on the quarterly insolvency statistics (for
July-September 2015) published by the Insolvency Service, Phillip
Sykes, president of R3, the insolvency trade body, said:

Personal insolvencies

"Personal insolvencies have generally been falling since the
recession: although insolvencies are up this quarter from last
quarter, they are well below where they were this time last year.
Economic recovery is finally making a big dent in insolvency
numbers which ballooned pre-2009."

"IVA numbers have fallen so far and fast over the last year, some
'bounce' up is not unexpected."

"It's a positive surprise to see that the number of bankruptcies
hasn't risen in the last quarter.  From this month, you have to
owe at least GBP5,000 to one creditor before you can be made
bankrupt, up from GBP750 beforehand.  There was a chance of a last
minute rush of creditors trying to take advantage of the old
rules.  It's a good thing this hasn't happened and creditors may
have adopted a 'business as usual' approach to their debtors."

"Although wages are now outstripping inflation, this may have come
too late to help some individuals.  On the other hand, there may
be those who have felt able to 'splash the cash' again but who
have been caught out."

"An interest rate rise, whenever it does come, will be a test for
many household finances."

"The next quarter's statistics will be the first since the changes
to personal insolvency legislation relating to bankruptcy and Debt
Relief Orders (DROs) thresholds were introduced.  The new rules
make it easier for people to enter DROs so it will be interesting
to see if the predicted increase in their numbers happens."

Corporate insolvencies

"The numbers of corporate insolvencies continue their long and
slow decline since their peak in the recession.  Although this
week's growth figures show businesses aren't exactly flying, not
too many are really struggling either."

"The unique conditions of this recovery -- low interest rates and
creditor forbearance -- meant we never saw the traditional
post-recession spike in corporate insolvencies.  The circumstances
of this recovery have also given businesses the space and time
needed to restructure themselves outside of the formal insolvency
process.  The current low levels of inflation, lack of pressure
for wage increases and the strong pound helping importers, may
also be assisting businesses at the moment."

"According to R3's most recent membership survey, the most common
recent causes of business struggles have been the underperformance
of particular products, the failure of long-term business
strategy, or a mistake by the business.  At the moment, it is more
likely that businesses are causing their own problems rather than
any particular economy-wide headwind."

"One such headwind could be an interest rate rise, although the
timing of this keeps moving beyond the horizon.  R3's last
Business Distress Index found one-in-five businesses saying an
interest rate rise could cause them to struggle.  The other 80%
may not be affected directly, but they should think about how a
rise will affect consumers as this will have a knock-on effect on
them."

"Easier access to non-traditional finance for businesses may be
helping to keep the number of insolvencies down. While the banks
are open to lending they remain cautious, but there are many other
types of funding available.  Peer-to-peer lenders and venture
capitalists are keen to lend as they can see better rates of
return than from traditional investments."



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


* BOND PRICING: For the Week Oct. 26, 2015 to Oct. 30, 2015
-----------------------------------------------------------

Issuer                        Coupon  Maturity  Currency    Price
------                        ------  --------  --------    -----
Petrobras Global Finance BV    4.38    5/20/2023    USD     70.90
Petrobras Global Finance BV    6.85     6/5/2115    USD     68.75
Portugal Telecom Internatio    4.63     5/8/2020    EUR     69.11
Glencore Finance Europe SA     1.75    3/17/2025    EUR     70.95
Abengoa Finance SAU            8.88     2/5/2018    EUR     55.19
Abengoa Finance SAU            7.00    4/15/2020    EUR     47.89
Grupo Isolux Corsan Finance    6.63    4/15/2021    EUR     46.22
Oi Brasil Holdings Cooperat    5.63    6/22/2021    EUR     65.59
Abengoa Finance SAU            6.00    3/31/2021    EUR     44.95
CSN Resources SA               6.50    7/21/2020    USD     55.00
Petrobras Global Finance BV    5.63    5/20/2043    USD     66.00
Glencore Finance Europe SA     1.63    1/18/2022    EUR     75.64
Petrobras Global Finance BV    6.75    1/27/2041    USD     70.75
Volkswagen International Fi    5.50    11/9/2015    EUR     69.23
Petrobras Global Finance BV    7.25    3/17/2044    USD     74.75
Abengoa Greenfield SA          5.50    10/1/2019    EUR     40.31
Abengoa Finance SAU            8.88    11/1/2017    USD     60.50
Petrobras Global Finance BV    4.75    1/14/2025    EUR     73.20
Petrobras Global Finance BV    6.88    1/20/2040    USD     70.87
Piraeus Group Finance PLC      5.00    3/27/2017    EUR     60.70
Petrobras Global Finance BV    4.25    10/2/2023    EUR     72.81
Petrobras Global Finance BV    6.25   12/14/2026    GBP     68.16
Ajecorp BV                     6.50    5/14/2022    USD     50.50
Russian Standard Bank Via R   13.00    4/10/2020    USD     37.00
Portugal Telecom Internatio    4.50    6/16/2025    EUR     63.11
NBG Finance PLC                4.38    4/30/2019    EUR     78.13
Banca delle Marche SpA         0.92     6/1/2017    EUR     20.38
Intelsat Luxembourg SA         7.75     6/1/2021    USD     66.00
Hema Bondco I BV               6.25    6/15/2019    EUR     68.73
Vallourec SA                   2.25    9/30/2024    EUR     68.22
QGOG Constellation SA          6.25    11/9/2019    USD     46.50
Avangardco Investments Publ   10.00   10/29/2015    USD     44.00
CGG SA                         5.88    5/15/2020    EUR     70.95
Alpha Credit Group PLC         3.38    6/17/2017    EUR     80.02
Waste Italia SpA              10.50   11/15/2019    EUR     62.13
Indo Energy Finance II BV      6.38    1/24/2023    USD     46.94
CHC Helicopter SA              9.25   10/15/2020    USD     62.25
Gol LuxCo SA                   8.88    1/24/2022    USD     50.25
HSH Nordbank AG/Luxembourg     2.31                 EUR     18.11
Petrobras Global Finance BV    6.63    1/16/2034    GBP     65.78
Heta Asset Resolution AG       4.38    1/24/2017    EUR     64.03
Indo Energy Finance BV         7.00     5/7/2018    USD     53.99
Brunswick Rail Finance Ltd     6.50    11/1/2017    USD     42.50
Casino Guichard Perrachon S    1.93                 EUR     65.00
Matalan Finance PLC            8.88     6/1/2020    GBP     63.72
Takko Luxembourg 2 SCA         9.88    4/15/2019    EUR     64.13
Petrobras Global Finance BV    5.38    10/1/2029    GBP     64.34
Andrade Gutierrez Internati    4.00    4/30/2018    USD     65.10
ERB Hellas PLC                 4.25    6/26/2018    EUR     60.00
CGG SA                         6.50     6/1/2021    USD     58.25
Bluewater Holding BV          10.00   12/10/2019    USD     56.02
Abengoa Finance SAU            7.75     2/1/2020    USD     38.00
Abengoa SA                     6.25    1/17/2019    EUR     43.00
CIMPOR Financial Operations    5.75    7/17/2024    USD     70.00
Abengoa Finance SAU            8.88    11/1/2017    USD     60.00
Russian Standard Bank Via R    7.56    12/1/2016    USD     55.00
Pacific Drilling SA            5.38     6/1/2020    USD     55.75
HSH Nordbank AG                7.25                 USD     28.00
Abengoa SA                     5.13     3/5/2017    USD     60.52
Russian Standard Bank Via R   11.50    1/17/2024    USD     32.00
Aegon NV                       0.85                 EUR     69.37
Privatbank CJSC Via UK SPV    10.25    1/15/2016    USD     74.60
Comfeed Finance BV             6.00     5/2/2018    USD     66.45
Bank of New York Mellon Lux    4.47   12/15/2050    EUR     55.70
Tullow Oil PLC                 6.25    4/15/2022    USD     75.50
CGG SA                         1.75     1/1/2020    EUR      7.97
DTEK Finance PLC               7.88     4/4/2018    USD     45.80
Peugeot SA                     4.45     1/1/2016    EUR     26.27
OAS Investments GmbH           8.25   10/19/2019    USD      9.00
Banca delle Marche SpA         1.11    6/15/2016    EUR     23.00
Piraeus Group Finance PLC      1.80    7/20/2016    EUR     35.00
Yuksel Insaat AS               9.50   11/10/2015    USD     49.15
Banque Federative du Credit    1.40                 EUR     57.98
Nordea Bank AB                 1.05                 EUR     63.52
NTRP Via Interpipe Ltd        10.25     8/2/2017    USD     35.00
Immigon Portfolioabbau AG     10.00                 EUR      2.39
Ferrexpo Finance PLC          10.38     4/7/2019    USD     64.61
AXA SA                         0.54                 EUR     67.55
Algeco Scotsman Global Fina   10.75   10/15/2019    USD     58.75
Norske Skogindustrier ASA      7.00    6/26/2017    EUR     62.69
Heta Asset Resolution AG       4.25   10/31/2016    EUR     64.00
Hema Bondco II BV              8.50   12/15/2019    EUR     41.92
Metinvest BV                   8.75    2/14/2018    USD     57.25
Alcatel-Lucent                 4.25     7/1/2018    EUR      4.09
Abengoa Finance SAU            7.75     2/1/2020    USD     44.00
Intelsat Luxembourg SA         8.13     6/1/2023    USD     65.00
TiZir Ltd                      9.00    9/28/2017    USD     68.00
Neopost SA                     3.38                 EUR     47.61
Faurecia                       3.25     1/1/2018    EUR     32.51
Bank of New York Mellon Lux    4.20   12/30/2099    EUR     20.67
CGG SA                         1.25     1/1/2019    EUR     25.89
Banco Espirito Santo SA        7.13   11/28/2023    EUR      2.67
Paragon Offshore PLC           7.25    8/15/2024    USD     16.00
AXA SA                         1.50                 EUR     70.17
City of Kiev Ukraine Via CS    8.00    11/6/2015    USD     69.88
EnQuest PLC                    5.50    2/15/2022    GBP     63.09
Etablissements Maurel et Pr    1.63     7/1/2019    EUR     12.93
ING Groep NV                   0.95                 EUR     63.79
Havila Shipping ASA            9.65    8/30/2016    NOK     37.63
Heckler & Koch GmbH            9.50    5/15/2018    EUR     73.52
Credit Agricole SA             0.71                 EUR     59.88
EnQuest PLC                    7.00    4/15/2022    USD     65.00
Far East Capital Ltd SA        8.00     5/2/2018    USD     61.50
Norske Skogindustrier ASA     11.75    6/15/2016    EUR     73.00
Banque Federative du Credit    0.83                 EUR     58.04
SOITEC                         6.75    9/18/2018    EUR      1.49
OGX Austria GmbH               8.50     6/1/2018    USD      0.01
ING Groep NV                   1.35                 EUR     64.83
Metinvest BV                  10.25    1/31/2016    USD     69.00
CaixaBank SA                   4.50   11/22/2016    EUR     66.68
UKRLANDFARMING PLC            10.88    3/26/2018    USD     45.00
IMMOFINANZ AG                  4.25     3/8/2018    EUR      4.53
Volkswagen International Fi    5.50    11/9/2015    EUR     69.75
AXA SA                         1.24                 EUR     70.42
Afren PLC                      6.63    12/9/2020    USD      5.00
CGG SA                         6.88    1/15/2022    USD     57.75
Heta Asset Resolution AG       2.75     8/9/2016    CHF     62.99
Air France-KLM                 2.03    2/15/2023    EUR     10.25
Hema Bondco I BV               5.21    6/15/2019    EUR     65.99
Eurobank Ergasias SA           1.57     6/8/2017    EUR     35.63
Mriya Agro Holding PLC         9.45    4/19/2018    USD     15.00
Candyking Holding AB           5.00    1/29/2018    SEK     50.13
Abengoa Greenfield SA          6.50    10/1/2019    USD     40.18
Olympic Ship AS                7.22    9/21/2017    NOK     54.75
Alcatel-Lucent                 0.13    1/30/2020    EUR      4.37
Santander Finance Preferred    1.05                 EUR     60.13
Paragon Offshore PLC           6.75    7/15/2022    USD     16.75
Tonon Luxembourg SA           10.50    5/14/2024    USD     49.63
DTEK Finance PLC              10.38    3/28/2018    USD     46.00
Abengoa SA                     5.13     3/5/2017    USD     63.00
Singulus Technologies AG       7.75    3/23/2017    EUR     21.38
Transcapitalbank JSC Via Tr   10.00    9/18/2020    USD     65.00
World Wide Supply AS           7.75    5/26/2017    USD     35.00
City of Kyiv Via Kyiv Finan    9.38    7/11/2016    USD     68.25
Pierre & Vacances SA           3.50    10/1/2019    EUR     34.59
Asya Sukuk Co Ltd              7.50    3/28/2023    USD     74.95
Rothschilds Continuation Fi    1.29                 EUR     56.43
Afren PLC                     10.25     4/8/2019    USD      5.00
Atlantic Offshore AS           8.69    5/16/2018    NOK     42.77
BOA Offshore AS                7.93   12/18/2018    NOK     30.00
Abengoa Greenfield SA          6.50    10/1/2019    USD     40.00
Le Noble Age                   4.88     1/3/2016    EUR     22.48
IGas Energy PLC               10.00    3/22/2018    USD     74.87
Havila Shipping ASA            5.57    3/30/2017    NOK     62.50
Volstad Subsea AS              7.62     7/5/2016    NOK     71.25
Afren PLC                     11.50     2/1/2016    USD      4.75
WPE International Cooperati   10.38    9/30/2020    USD      8.06
CHC Helicopter SA              9.38     6/1/2021    USD     50.00
BOA OCV AS                     6.75    10/7/2019    NOK     61.25
Tullow Oil PLC                 6.00    11/1/2020    USD     76.00
Banco Bilbao Vizcaya Argent    1.27                 EUR     74.15
Rothschilds Continuation Fi    0.81                 USD     50.79
Virgolino de Oliveira Finan   10.50    1/28/2018    USD      1.15
HSBC Bank PLC                  0.81                 USD     56.65
Privatbank CJSC Via UK SPV    10.88    2/28/2018    USD     64.00
CNP Assurances                 1.18                 EUR     56.89
Caisse Federale du Credit M    1.17                 EUR     59.01
E Forland AS                   7.89     9/4/2018    NOK     64.50
Orpea                          1.75     1/1/2020    EUR     73.75
Espirito Santo Financial Gr    6.88   10/21/2019    EUR      0.35
OSX 3 Leasing BV              13.00    3/20/2015    USD     48.50
Farstad Shipping ASA           5.42    2/15/2017    NOK     52.25
First Ukrainian Internation   11.00   12/31/2018    USD     65.40
Etablissements Maurel et Pr    2.75     7/1/2021    EUR      8.12
Island Offshore Shipholding    6.37     4/5/2016    NOK     70.06
BPCE SA                        0.95                 EUR     62.90
Lambay Capital Securities P    6.25                 GBP      1.73
Elli Investments Ltd          12.25    6/15/2020    GBP     39.19
Danske Bank Oyj                1.15                 EUR     62.35
ESFIL-Espirito Santo Financ    5.25    6/12/2015    EUR      0.40
Havila Shipping ASA            8.60    3/30/2017    NOK     55.00
Far East Capital Ltd SA        8.75     5/2/2020    USD     61.50
Olympic Ship AS                6.18    6/18/2019    NOK     44.75
Caixa Terrassa Societat de     1.18                 EUR     59.17
Fred Olsen Energy ASA          4.16    2/28/2019    NOK     63.25
Farstad Shipping ASA           4.55    5/29/2018    NOK     46.25
Commercial Bank Privatbank     5.80     2/9/2016    USD     59.63
Credit Mutuel Arkea SA         1.33                 EUR     60.50
Region of Abruzzo Italy        0.44    11/7/2036    EUR     60.90
Norske Skog Holding AS         8.00    2/24/2021    EUR     43.01
Sidetur Finance BV            10.00    4/20/2016    USD      6.50
Praktiker AG                   5.88    2/10/2016    EUR      0.17
KCA Deutag UK Finance PLC      7.25    5/15/2021    USD     73.25
HSBC Bank PLC                  0.75                 USD     59.07
Ferrexpo Finance PLC          10.38     4/7/2019    USD     64.16
Alno AG                        8.50    5/14/2018    EUR     73.38
Banca delle Marche SpA         1.06   12/22/2015    EUR     30.25
Santander International Pre    2.00                 USD     44.63
Pescanova SA                   5.13    4/20/2017    EUR      2.64
Talvivaara Mining Co PLC       4.00   12/16/2015    EUR      0.81
Tullow Oil PLC                 6.25    4/15/2022    USD     75.75
Jyske Bank A/S                 1.38                 EUR     61.20
Rem Offshore ASA               6.92    3/14/2018    NOK     45.38
Scandinavian Airlines Syste    2.38                 CHF     30.50
Novo Banco SA                  3.50     1/2/2043    EUR     68.35
Heta Asset Resolution AG       0.03    5/31/2016    EUR     63.43
Rem Offshore ASA               6.45    9/25/2019    NOK     39.63
Ageasfinlux SA                 1.33                 EUR     63.43
Banco Espirito Santo SA        2.61                 EUR      8.38
Econocom Group SA/NV           1.50    1/15/2019    EUR     11.43
HSBC Bank PLC                  0.60                 USD     56.83
EDOB Abwicklungs AG            7.50     4/1/2012    EUR      0.50
DOF ASA                        8.17    9/12/2019    NOK     62.00
ATF Capital BV                10.00                 USD     64.00
Metinvest BV                  10.50   11/28/2017    USD     60.73
Aegon NV                       1.51                 NLG     56.00
Sydbank A/S                    1.14                 EUR     61.13
Norwegian Energy Co ASA        6.50     3/6/2018    NOK     67.38
Dolphin Group AS               8.65     3/5/2019    NOK     26.75
OGX Austria GmbH               8.38     4/1/2022    USD      0.01
Codere Finance Luxembourg S    8.25    6/15/2015    EUR     72.50
Finance and Credit Bank JSC    9.25    1/25/2019    USD      9.63
Transaero Airlines            12.00   10/25/2018    RUB      3.26
Banco Espanol de Credito SA    0.61                 EUR     63.97
Aralco Finance SA             10.13     5/7/2020    USD      1.20
BLT Finance BV                 7.50    5/15/2014    USD      5.00
Phosphorus Holdco PLC         10.00     4/1/2019    GBP      1.82
Union Fenosa Preferentes SA    1.61                 EUR     67.83
Ukreximbank Via Biz Finance    7.51     2/9/2023    USD     71.12
Mriya Agro Holding PLC        10.95    3/30/2016    USD     14.23
Nexity SA                      0.63     1/1/2020    EUR     49.07
syncreon Group BV / syncreo    8.63    11/1/2021    USD     75.00
DOF ASA                        5.99     2/7/2018    NOK     62.00
Nexans SA                      4.00     1/1/2016    EUR     55.07
Corporate Commercial Bank A    8.25     8/8/2014    USD      1.00
CSN Resources SA               6.50    7/21/2020    USD     50.00
Gol LuxCo SA                   8.88    1/24/2022    USD     50.50
Assystem                       4.50                 EUR     27.54
Vedanta Resources PLC          7.13    5/31/2023    USD     75.00
CIMPOR Financial Operations    5.75    7/17/2024    USD     70.50
Abengoa Finance SAU            6.00    3/31/2021    EUR     43.84
Societe Air France SA          2.75     4/1/2020    EUR     20.37
Songa Offshore                 8.40    5/17/2018    NOK     68.10
Offshore Drilling Holding S    8.38    9/20/2020    USD     70.50
Takko Luxembourg 2 SCA         6.95    4/15/2019    EUR     58.84
Popular Capital SA             1.12                 EUR     51.00
Alpha Credit Group PLC         1.68     2/1/2017    EUR     20.13
Solstad Offshore ASA           4.70    6/24/2019    NOK     62.00
Hybrid Raising GmbH            6.63                 EUR     11.63
Virgolino de Oliveira Finan   11.75     2/9/2022    USD      1.00
Eramet                         5.10    5/28/2026    EUR     74.63
Capital Raising GmbH           7.50                 EUR     10.62
Viking Supply Ships AS         9.45    3/21/2017    NOK     60.00
NIBC Bank NV                   2.13                 USD     65.17
Island Drilling Co ASA         9.50     4/3/2018    USD     35.88
Vseukrainsky Aktsinerny Ban   10.90    6/14/2019    USD      1.63
National Westminster Bank P    0.81                 USD     61.13
Barclays Bank PLC              0.35   12/28/2040    EUR     67.42
Barclays Bank PLC              1.56                 GBP     68.42
Commerzbank Holdings UK Ltd    0.81                 USD     62.67
EnQuest PLC                    7.00    4/15/2022    USD     65.00
Dolphin Group AS               8.97    2/14/2018    NOK     34.88
Global PVQ SE                  6.75   10/21/2015    EUR      0.96
Phones4u Finance PLC           9.50     4/1/2018    GBP     37.25
Bank Nadra via NDR Finance     8.25    7/31/2018    USD      5.67
Pacific Drilling SA            5.38     6/1/2020    USD     63.00
Standard Chartered PLC         0.56                 USD     56.00
Paragon Offshore PLC           7.25    8/15/2024    USD     15.00
Abengoa Finance SAU            8.88     2/5/2018    EUR     56.00
Petrol AD                      8.38    1/26/2017    EUR     15.00
GNB - Cia de Seguros de Vid    2.16   12/19/2022    EUR     74.00
Ajecorp BV                     6.50    5/14/2022    USD     50.19
Lehman Brothers UK Capital     5.13                 EUR      0.05
Pescanova SA                   8.75    2/17/2019    EUR      2.60
Sazka AS                       9.00    7/12/2021    EUR      4.71
Barclays Bank PLC              0.69                 USD     50.00
Transaero Airlines            12.50   12/20/2016    RUB      4.08
Electromagnetic Geoservices    7.05    6/27/2016    NOK     60.20
Eniro AB                       6.00    4/14/2020    SEK     47.05
Brunswick Rail Finance Ltd     6.50    11/1/2017    USD     42.00
Jyske Bank A/S                 1.13                 EUR     60.67
Tonon Luxembourg SA           10.50    5/14/2024    USD     51.50
Belfius Bank SA/NV             1.93                 FRF     69.00
Heta Asset Resolution AG       0.74    1/24/2017    EUR     16.00
Agroton Public Ltd             6.00    7/14/2019    USD     10.38
IKB Deutsche Industriebank     5.63    3/31/2017    EUR     21.00
Oi Brasil Holdings Cooperat    5.63    6/22/2021    EUR     65.67
International Industrial Ba    9.00     7/6/2011    EUR      0.46
Abengoa Finance SAU            7.00    4/15/2020    EUR     49.25
Lehman Brothers Treasury Co    6.00    11/2/2035    EUR     16.25
Eidesvik Offshore ASA          5.69    5/22/2018    NOK     69.00
Hellenic Republic Governmen    5.20    7/17/2034    EUR     72.88
Alpha Credit Group PLC         6.00    5/20/2017    EUR     80.00
Touax SA                       6.00    7/10/2020    EUR     18.90
Koninklijke Luchtvaart Maat    0.75                 CHF     35.00
BNP Paribas SA                 0.61                 USD     60.16
NIBC Bank NV                   0.67                 EUR     55.50
Ekotechnika GmbH               9.75    5/10/2018    EUR      9.25
QGOG Constellation SA          6.25    11/9/2019    USD     43.00
Laurel GmbH                    7.13   11/16/2017    EUR     22.63
Songa Offshore                 7.50   12/11/2018    NOK     70.13
Noreco Norway AS               6.50     3/6/2018    NOK     65.13
Espirito Santo Financial Gr    3.13    12/2/2018    EUR      0.83
Hellenic Bank PCL             10.00                 EUR     47.75
SNS Bank NV                    6.25   10/26/2020    EUR      2.52
Barclays Bank PLC              0.69                 USD     50.00
Dexia Credit Local SA          4.30                 EUR      9.13
Dexia SA                       4.89                 EUR     15.25
Windreich GmbH                 6.50    7/15/2016    EUR     10.88
JZ Capital Partners Ltd        6.00    7/30/2021    GBP     10.55
Algeco Scotsman Global Fina   10.75   10/15/2019    USD     56.63
Cirio Holding Luxembourg SA    6.25    2/16/2004    EUR      2.13
Barclays Bank PLC              2.75    3/21/2033    USD     65.25
BDT Media Automation GmbH      8.13    10/9/2017    EUR     63.75
Cooperatieve Centrale Raiff    0.50   11/26/2021    ZAR     58.84
Lloyds Bank PLC                2.33    1/31/2033    USD     66.25
Pohjola Bank Oyj               0.64                 EUR     67.38
Lloyds Bank PLC                0.63                 USD     60.54
Teksid Aluminum Luxembourg    11.38    7/15/2011    EUR      0.12
Royal Bank of Scotland Grou    0.69                 USD     61.60
Barclays Bank PLC              0.75                 USD     50.00
Heta Asset Resolution AG       1.91    9/29/2016    JPY     61.50
RENE LEZARD Mode GmbH          7.25   11/25/2017    EUR     28.90
Grupo Isolux Corsan Finance    6.63    4/15/2021    EUR     46.50
Minicentrales Dos SA           6.45    4/14/2028    EUR     62.00
Heta Asset Resolution AG       0.07    5/31/2016    EUR     63.31
Dannemora Mineral AB          11.75    3/22/2016    USD      1.00
Travel24.com AG                7.50    9/17/2017    EUR     39.00
Air Berlin Finance BV          1.50    4/11/2027    EUR     50.00
IGas Energy PLC               10.00   12/11/2018    USD     60.00
PA Resources AB               13.50     3/3/2016    SEK      5.13
International Industrial Ba   11.00    2/19/2013    USD      0.21
Barclays Bank PLC              1.95    5/31/2033    USD     66.15
Den Norske Creditbank          0.63                 USD     61.44
OGX Austria GmbH               8.50     6/1/2018    USD      0.05
Abengoa Greenfield SA          5.50    10/1/2019    EUR     40.17
Deutsche Bank AG/London        5.65    6/30/2034    USD     73.00
Abengoa SA                     6.25    1/17/2019    EUR     44.45
More & More AG                 8.13    6/11/2018    EUR     33.25
Royal Bank of Scotland PLC/    4.23   11/16/2030    USD     74.25
Russian Standard Bank Via R   13.00    4/10/2020    USD     34.88
Virgolino de Oliveira Finan   10.88    1/13/2020    USD     19.25
Cirio Finance Luxembourg SA    7.50    11/3/2002    EUR      8.13
Cirio Finanziaria SpA          8.00   12/21/2005    EUR      2.06
Indo Energy Finance II BV      6.38    1/24/2023    USD     51.00
Hema Bondco I BV               5.21    6/15/2019    EUR     65.90
Novo Banco SA                  3.50    1/23/2043    EUR     68.46
Lloyds Bank PLC                1.45    4/26/2033    USD     68.00
Breeze Finance SA              6.71    4/19/2027    EUR     39.00
Lloyds Bank PLC                0.69                 USD     60.25
Novo Banco SA                  3.50    2/19/2043    EUR     69.00
National Westminster Bank P    0.75                 USD     61.18
Standard Chartered PLC         0.81                 GBP     59.38
UniCredit Bank Austria AG      0.55   12/27/2026    EUR     73.00
Barclays Bank PLC              2.77    3/28/2033    USD     68.00
LBI HF                         6.10    8/25/2011    USD     10.65
Hellas Telecommunications L    8.50   10/15/2013    EUR      0.01
Volstad Shipping AS            7.15    5/30/2018    NOK     60.11
Hema Bondco II BV              8.50   12/15/2019    EUR     42.50
Kaupthing Bank Hf              9.00                 USD      0.13
Afren PLC                      6.63    12/9/2020    USD      5.00
Talvivaara Mining Co PLC       9.75     4/4/2017    EUR      0.09
Ferrexpo Finance PLC          10.38     4/7/2019    USD     64.00
Kommunalkredit Austria AG      0.56   10/25/2021    EUR     48.88
KPNQwest NV                   10.00    3/15/2012    EUR      0.50
Andrade Gutierrez Internati    4.00    4/30/2018    USD     63.75
Bank of Scotland PLC           0.63                 USD     60.25
Indo Energy Finance BV         7.00     5/7/2018    USD     54.00
Afren PLC                     10.25     4/8/2019    USD      1.82
Nordea Bank Norge ASA          0.56                 USD     62.80
DOF ASA                        8.49     2/7/2017    NOK     73.00
AgroGeneration                 8.00     4/1/2019    EUR     72.21
Lloyds Bank PLC                0.50                 USD     60.42
Rena GmbH                      8.25    7/11/2018    EUR      8.63
Norske Skog Holding AS         8.00    2/24/2023    USD     40.75
Kezizalog Zrt                  7.75    10/1/2018    EUR      0.66
Societe Alsacienne et Lorra    1.63     1/1/2022    EUR     60.01
BNP Paribas SA                 2.24    4/30/2033    USD     65.00
Hamburgische Landesbank Gir    0.36    1/22/2041    EUR     59.63
IT Holding Finance SA          9.88   11/15/2012    EUR      0.10
Bulgaria Steel Finance BV     12.00     5/4/2013    EUR      0.02
Hema Bondco I BV               6.25    6/15/2019    EUR     69.46
Standard Chartered PLC         0.59                 USD     59.00
Societe Generale SA            0.50                 USD     61.78
National Westminster Bank P    0.63                 USD     61.55
Rena GmbH                      7.00   12/15/2015    EUR      8.63
Paragon Offshore PLC           6.75    7/15/2022    USD     22.60
Waste Italia SpA              10.50   11/15/2019    EUR     62.13
Dexia Kommunalbank Deutschl    5.63   12/31/2017    EUR     15.00
Alpine Holding GmbH            6.00    5/22/2017    EUR      0.00
Lehman Brothers Treasury Co    6.00    2/15/2035    EUR     14.88
OGX Austria GmbH               8.38     4/1/2022    USD      0.00
Western Bulk ASA               7.87    4/19/2017    NOK     72.06
eno energy GmbH                7.38    6/30/2016    EUR     67.35
MS Deutschland Beteiligungs    6.88   12/18/2017    EUR     15.90
TGC-2 OJSC                    12.00   10/10/2018    RUB     56.04
Heta Asset Resolution AG       5.92    2/22/2022    EUR     17.38
Lehman Brothers UK Capital     5.75                 EUR      0.00
Codere Finance Luxembourg S    9.25    2/15/2019    USD     72.25
DNB Bank ASA                   0.69                 USD     62.06
LBI HF                         6.25                 EUR      0.00
Codere Finance Luxembourg S    9.25    2/15/2019    USD     70.00
Ferrexpo Finance PLC          10.38     4/7/2019    USD     68.00
PA Resources AB               12.25     4/5/2016    NOK      5.00
Astana Finance BV              7.88     6/8/2010    EUR     16.00
Pescanova SA                   6.75     3/5/2015    EUR      2.68
Societe Generale SA            1.03                 EUR     68.00
Alpha Credit Group PLC         1.62     3/8/2017    EUR     10.38
Kaupthing Bank Hf              5.75    10/4/2011    USD     18.00
Norske Skogindustrier ASA      7.13   10/15/2033    USD     35.38
Cirio Del Monte NV             7.75    3/14/2005    EUR      2.76
Depfa Funding III LP           1.35                 EUR     56.80
Barclays Bank PLC              2.62    4/19/2033    USD     67.25
Espirito Santo Financial Gr    9.75   12/19/2025    EUR      1.50
Alpine Holding GmbH            5.25    6/10/2016    EUR      0.00
Afren PLC                     11.50     2/1/2016    USD      1.78
Espirito Santo Financial Po    5.13    5/30/2016    EUR      1.75
SiC Processing GmbH            7.13     3/1/2016    EUR      2.08
Rosselkhozbank OJSC           12.35    9/27/2017    RUB     60.89
Sonae SGPS SA                  1.65     6/9/2022    EUR     74.29
EFG International AG           0.71                 EUR     71.23
GNB - Cia de Seguros de Vid    3.46                 EUR     64.90
Ideal Standard Internationa   11.75     5/1/2018    EUR     29.38
Kerdos Group SA                8.00   12/15/2017    PLN     17.03
Lehman Brothers Treasury Co    7.25    10/5/2035    EUR     14.88
Glitnir HF                     6.69    6/15/2016    USD      0.02
Mifa Mitteldeutsche Fahrrad    7.50    8/12/2018    EUR      3.38
Danske Bank Oyj                1.56                 EUR     73.13
Karlie Group GmbH              6.75    6/25/2018    EUR     25.00
Petromena ASA                  9.75    5/24/2016    NOK      0.59
Golden Gate AG                 6.50   10/11/2014    EUR     46.20
Northland Resources AB         4.00   10/15/2020    USD      0.00
Takko Luxembourg 2 SCA         9.88    4/15/2019    EUR     64.00
CGG SA                         5.88    5/15/2020    EUR     71.50
Magnit PJSC                   11.60    7/16/2020    RUB    100.10
Espirito Santo Financial Gr    5.05   11/15/2025    EUR      1.76
Artea                          6.00     8/4/2019    EUR     14.81
Kaupthing Bank Hf              7.63    2/28/2015    USD     18.00
Hypo Tirol Bank AG             0.41    7/23/2026    EUR     55.13
Kaupthing Bank Hf              7.13    5/19/2016    USD      0.00
Minicentrales Dos SA           4.81   11/29/2034    EUR     70.50
getgoods.de AG                 7.75    10/2/2017    EUR      5.38
Heta Asset Resolution AG       4.35    11/3/2016    EUR     17.38
Santander Finance Capital S    2.00                 EUR     29.63
Piraeus Group Finance PLC      2.23   10/27/2034    EUR     35.00
Novo Banco SA                  3.50    3/18/2043    EUR     68.74
Global PVQ Netherlands B.V.    5.75    5/26/2014    EUR     27.13
Gunther Zamek Produktions-U    7.75    5/15/2017    EUR      1.70
Windreich GmbH                 6.50     3/1/2015    EUR     10.88
Heta Asset Resolution AG       4.63     3/4/2018    EUR     63.25
Banco Espirito Santo SA        0.13                 EUR     14.00
Sairgroup Finance BV           4.38     6/8/2006    EUR     16.63
Mox Telecom AG                 7.25    11/2/2017    EUR      2.99
Standard Chartered PLC         0.69                 USD     59.30
Matalan Finance PLC            8.88     6/1/2020    GBP     64.88
CGG SA                         6.88    1/15/2022    USD     57.63
Frey                           6.00   11/15/2022    EUR     22.50
Saphir Finance PLC             6.85                 GBP      1.38
Heta Asset Resolution AG       0.17     4/9/2043    EUR     60.00
Portigon AG                    7.46   12/31/2019    EUR     16.46
KCA Deutag UK Finance PLC      7.25    5/15/2021    USD     72.25
Abanka Vipa DD Via Afinance    1.88                 EUR      0.44
Exane Finance                  5.00   12/20/2019    SEK     62.95
SNS Bank NV                    6.63    5/14/2018    EUR      2.52
Del Monte Finance Luxembour    6.63    5/24/2006    EUR      8.07
EXER D GmbH                    5.70     2/1/2016    EUR     40.10
DF Deutsche Forfait AG         7.88    5/27/2020    EUR     15.00
Heta Asset Resolution AG       0.75    5/31/2016    EUR     63.25
PNE Wind AG                    3.75   10/10/2019    EUR      3.00
Burovoya Kompaniya Eurasia     8.40    6/20/2018    RUB     96.02
Russian Railways JSC          11.75     5/3/2030    RUB    100.92
Banco Espirito Santo SA        2.81                 EUR     14.33
DTEK Finance PLC               7.88     4/4/2018    USD     44.00
Glitnir HF                     6.00     3/5/2012    GBP     27.13
Eramet                         5.29    4/22/2026    EUR     73.13
City of Kyiv Via Kyiv Finan    9.38    7/11/2016    USD     68.25
Comfeed Finance BV             6.00     5/2/2018    USD     71.38
friedola Gebr Holzapfel Gmb    7.25    4/11/2017    EUR     22.63
Hellenic Republic Governmen    2.09    7/25/2057    EUR     30.50
Heta Asset Resolution AG       0.42   12/18/2030    EUR     18.38
Standard Chartered PLC         0.65                 USD     58.95
Assystem                       4.00     1/1/2017    EUR     22.85
UniCredit Bank Austria AG      0.46   12/31/2031    EUR     70.63
SU-155 KAPITAL OOO            13.25    2/23/2016    RUB     20.00
Heta Asset Resolution AG       0.03    1/24/2017    EUR     63.50
Deutsche Bank AG/London        1.97    1/31/2033    USD     62.00
Equity Release Funding No 3    1.98    4/26/2038    GBP     72.50
Immigon Portfolioabbau AG      0.71    6/18/2018    EUR     66.63
IKB Deutsche Industriebank     4.70    3/31/2017    EUR     22.65
Lehman Brothers Treasury Co    7.00    5/17/2035    EUR     14.88
Norske Skog Holding AS         8.00    2/24/2023    USD     40.75
LBI HF                         7.43                 USD      0.00
Northland Resources AB        15.00    7/15/2019    USD      1.00
Lloyds Bank PLC                2.01    2/22/2033    USD     68.50
A-TEC Industries AG            8.75   10/27/2014    EUR      2.00
CARPEVIGO AG                   8.25    6/30/2016    EUR     30.00
Strenesse AG                   9.00    3/15/2017    EUR     47.00
SAG Solarstrom AG              6.25   12/14/2015    EUR     45.00
Mechel                        15.00    8/25/2020    RUB     65.03
KA Finanz AG                   5.43    2/13/2024    EUR     60.13
Codere Finance Luxembourg S    8.25    6/15/2015    EUR     72.13
Depfa Funding II LP            6.50                 EUR     57.38
Virgolino de Oliveira Finan   10.50    1/28/2018    USD      1.35
CRC Breeze Finance SA          6.11     5/8/2016    EUR     54.38
UKRLANDFARMING PLC            10.88    3/26/2018    USD     44.75
Kaupthing Bank Hf              5.75    10/4/2011    USD     18.00
Heta Asset Resolution AG       4.25    5/31/2016    EUR     63.25
APP International Finance C   11.75    10/1/2005    USD      4.00
Heta Asset Resolution AG       0.25    9/26/2043    EUR     63.50
Lehman Brothers Treasury Co    5.00    9/22/2014    EUR     14.88
KA Finanz AG                   4.90    6/23/2031    EUR     63.50
Region of Molise Italy         0.45   12/15/2033    EUR     67.40
IM Skaugen SE                 10.11    4/11/2017    NOK     45.00
Aralco Finance SA             10.13     5/7/2020    USD      2.69
IM Skaugen SE                  9.42    6/30/2016    NOK     45.25
Heta Asset Resolution AG       5.73   12/10/2021    EUR     16.88
Den Norske Creditbank          0.71                 USD     61.91
Solarworld AG                  6.13    1/21/2017    EUR     31.13
Mechel                         8.40    5/27/2021    RUB     54.70
Cooperatieve Centrale Raiff    0.50    7/30/2043    MXN     14.23
Sidetur Finance BV            10.00    4/20/2016    USD      4.95
Lehman Brothers Treasury Co    2.88    3/14/2013    CHF     16.25
Societe Generale SA            7.72                 EUR     74.13
SV Patrimonia                  4.00    4/19/2016    EUR     74.00
Comune di Verona               0.18    12/1/2026    EUR     65.02
Kaupthing Bank Hf              5.25    7/18/2017    BGN     18.00
State of Carinthia             0.78    7/20/2017    CHF      0.20
Credit Suisse AG/Guernsey      0.63                 USD     60.46
Mechel                        15.00    8/25/2020    RUB     65.03
Club Mediterranee SA           6.11    11/1/2015    EUR     16.05
DekaBank Deutsche Girozentr    2.67    11/7/2016    EUR     73.04
Bank Nederlandse Gemeenten     0.50     8/9/2022    MXN     70.20
Lehman Brothers Treasury Co    5.00    3/18/2015    EUR     14.88
Cyprus Popular Bank PCL        1.72    5/26/2016    EUR      1.83
Depfa Funding IV LP            5.03                 EUR     56.75
Nota-Bank OJSC                13.50     4/1/2016    RUB     40.00
Locko-Bank ZAO                13.75     4/2/2020    RUB     60.61
Region of Abruzzo Italy        0.28    11/7/2031    EUR     72.58
Metinvest BV                  10.50   11/28/2017    USD     62.50
Cooperatieve Centrale Raiff    0.50   11/30/2027    MXN     44.64
Piraeus Bank SA                0.89     2/9/2017    EUR     73.93
Nota-Bank OJSC                13.50   10/13/2016    RUB     28.56
Banco Pinto & Sotto Mayor      0.95                 EUR     35.00
Heta Asset Resolution AG       0.20     4/2/2018    EUR     63.50
ADLER Real Estate AG           6.00    6/30/2017    EUR     12.50
Northland Resources AB         4.00   10/15/2020    NOK      0.00
Lehman Brothers Treasury Co    8.25    3/16/2035    EUR     14.88
UniCredit Bank Austria AG      0.49    8/20/2033    EUR     59.00
Mriya Agro Holding PLC         9.45    4/19/2018    USD     15.63
Global PVQ Netherlands B.V.    5.75    5/26/2014    EUR     27.00
Governo Portugues Consolida    3.00                 EUR     73.00
HBOS PLC                       5.75                 GBP     75.13
Jasper Explorer PLC           13.50    5/27/2016    USD      5.25
Accentro Real Estate AG        6.25    3/27/2019    EUR      2.81
Solarworld AG                  6.38    7/13/2016    EUR     31.13
La Veggia Finance SPA          7.13   11/14/2004    EUR      0.00
Deutsche Morgan Grenfell Gr    0.81                 USD     59.09
Deutsche Bank AG               3.20    3/22/2016    EUR     51.60
Immigon Portfolioabbau AG      3.55    4/12/2022    EUR     74.70
Metinvest BV                   8.75    2/14/2018    USD     56.05
Heta Asset Resolution AG       0.54   11/29/2032    EUR     16.88
CBo Territoria                 6.00     1/1/2020    EUR      3.91
Cooperatieve Centrale Raiff    0.50   10/30/2043    MXN     14.01
Alpine Holding GmbH            5.25     7/1/2015    EUR      0.00
Finmek International SA        7.00    12/3/2004    EUR      0.13
KPNQwest NV                    7.13     6/1/2009    EUR      0.50
Privatbank CJSC Via UK SPV    10.88    2/28/2018    USD     60.50
Kommunekredit                  0.50   10/22/2019    BRL     58.82
UniCredit Bank Austria AG      0.44   12/27/2031    EUR     63.50
Banque Cantonale Vaudoise      6.00    5/26/2016    CHF     46.84
Region of Piemont Italy        0.21   11/27/2036    EUR     62.68
Svensk Exportkredit AB         0.50    1/31/2022    ZAR     55.32
Norske Skogindustrier ASA     11.75    6/15/2016    EUR     76.38
Heta Asset Resolution AG       7.50    5/27/2024    ATS     16.88
Banco Pastor SA                2.37                 EUR     63.25
Svensk Exportkredit AB         0.50    3/28/2029    AUD     69.10
Lenta LLC                     12.40    7/24/2025    RUB     99.50
Solon SE                       1.38    12/6/2012    EUR      0.33
Kaupthing Bank Hf              7.50     2/1/2045    USD      0.00
Commerzbank AG                 5.00    9/27/2019    EUR     34.50
Banco Espirito Santo SA       10.00    12/6/2021    EUR      2.68
KPNQwest NV                    8.88     2/1/2008    EUR      0.50
Raiffeisen Bank Internation    4.50    9/28/2035    EUR     65.63
Kommunekredit                  0.50   12/14/2020    ZAR     63.53
Deutsche Bank AG/London        0.50    10/5/2021    IDR     47.29
Global PVQ Netherlands B.V.    1.38    4/30/2012    EUR     27.13
Royal Bank of Scotland Grou    4.24    1/12/2046    EUR     71.88
DEIKON GmbH                    1.00   11/16/2016    EUR     37.50
Heta Asset Resolution AG       0.27    9/11/2017    EUR     17.13
A-TEC Industries AG            2.75    5/10/2014    EUR      2.00
Lehman Brothers Treasury Co    5.10     5/8/2017    HKD     14.88
Nationwide Building Society    1.09                 GBP     70.00
Orient Express Bank OJSC      13.60     8/9/2018    RUB     41.00
LBI HF                         6.10    8/25/2011    USD     10.88
Metinvest BV                  10.25    1/31/2016    USD     72.00
LBI HF                         3.00    12/7/2010    CHF      8.50
Norske Skogindustrier ASA      7.13   10/15/2033    USD     35.38
Dexia Kommunalbank Deutschl    4.88   12/31/2016    EUR     23.00
TAG Immobilien AG              6.50   12/10/2015    EUR     11.86
Gazprom PAO                   17.40   10/21/2043    RUB      4.92
Governo Portugues Consolida    2.75                 EUR     63.00
Heta Asset Resolution AG       3.72    3/15/2017    EUR     63.50
CHC Helicopter SA              9.25   10/15/2020    USD     61.75
IT Holding Finance SA          9.88   11/15/2012    EUR      0.10
IVG Immobilien AG              5.77                 EUR      0.00
City of Kiev Ukraine Via CS    8.00    11/6/2015    USD     69.88
Deutsche Bank AG/London        0.50     3/9/2018    BRL #N/A N/A
Eurobank Ergasias SA           1.31    6/20/2017    EUR     75.03
Norske Skog Holding AS         8.00    2/24/2021    EUR     43.00
Banca delle Marche SpA         7.75    6/30/2018    EUR     20.13
BLT Finance BV                12.00    2/10/2015    USD     10.50
Bank Nederlandse Gemeenten     0.50     6/7/2022    ZAR     57.61
Santander Finance Capital S    2.00                 EUR     31.50
Kerdos Group SA                8.00     3/9/2018    PLN     60.01
LBI HF                         2.25    2/14/2011    CHF      8.50
Bremer Landesbank Kreditans    0.41     4/5/2041    EUR     72.84
Banca delle Marche SpA         8.00    6/30/2018    EUR     20.13
Petromena ASA                 10.85   11/19/2014    USD      0.59
Kaupthing Bank Hf              6.13    10/4/2016    USD     18.00
Rosselkhozbank OJSC            7.90    9/18/2023    RUB     70.01
Piraeus Bank SA                0.90   12/27/2016    EUR     76.15
Russian Railways JSC          12.40    5/30/2040    RUB     11.43
Allied Irish Banks PLC         5.25    3/10/2035    GBP     26.50
Heta Asset Resolution AG       4.88    9/18/2017    EUR     17.13
LBBW                           4.00    4/22/2016    EUR     54.10
Kaupthing Bank Hf              6.13    10/4/2016    USD     18.00
Cooperatieve Centrale Raiff    0.50    1/31/2033    MXN     28.95
UniCredit Bank Austria AG      0.47   10/31/2031    EUR     67.50
Far East Capital Ltd SA        8.75     5/2/2020    USD     58.00
Atari SA                       7.50    2/17/2020    EUR      0.22
Landesbank Hessen-Thueringe    0.39     5/3/2041    EUR     71.48
Heta Asset Resolution AG       4.54    9/22/2017    EUR     63.50
Republika Srpska              11.50    9/25/2026    BAM     70.01
SU-155 KAPITAL OOO            13.25    2/23/2016    RUB     18.00
Astana Finance BV              9.00   11/16/2011    USD     16.00
Seabird Exploration PLC        6.00   12/18/2015    USD     27.00
Banca delle Marche SpA         6.00     5/8/2018    EUR     20.13
OT-Optima Telekom DD           5.25    5/30/2022    HRK     50.00
Hellenic Republic Governmen    2.27     2/7/2022    EUR     72.10
Ukreximbank Via Biz Finance    7.51     2/9/2023    USD     71.00
Virgolino de Oliveira Finan   10.88    1/13/2020    USD     17.50
ffk environment GmbH           7.25     6/1/2016    EUR      3.00
Commerzbank AG                 5.00    3/24/2016    EUR     74.39
Province of Milan Italy        0.30   12/22/2033    EUR     71.57
Lehman Brothers Treasury Co    4.00    2/16/2017    EUR     16.25
Elli Investments Ltd          12.25    6/15/2020    GBP     39.38
Heckler & Koch GmbH            9.50    5/15/2018    EUR     73.88
Takko Luxembourg 2 SCA         6.95    4/15/2019    EUR     59.38
Lehman Brothers Treasury Co    8.25    12/3/2015    EUR     14.88
Landesbank Hessen-Thueringe    3.20     8/2/2016    EUR     53.00
Virgolino de Oliveira Finan   11.75     2/9/2022    USD      1.09
Bank Nederlandse Gemeenten     0.50    5/12/2021    ZAR     63.67
Phones4u Finance PLC           9.50     4/1/2018    GBP     37.25
ECM Real Estate Investments    5.00    10/9/2011    EUR     10.38
Hamburgische Landesbank Gir    0.36   10/30/2040    EUR     75.05
Far East Capital Ltd SA        8.00     5/2/2018    USD     60.00
Alpha Credit Group PLC         1.98     2/1/2017    EUR     80.00
OAS Investments GmbH           8.25   10/19/2019    USD      9.38
Rusfinans Bank OOO            12.00    6/30/2020    RUB     60.07
wige MEDIA AG                  6.00    3/17/2019    EUR      1.90
Heta Asset Resolution AG       0.24    8/12/2017    EUR     63.50
Allied Irish Banks PLC         0.73   10/24/2035    EUR     23.13
Sairgroup Finance BV           6.63    10/6/2010    EUR     16.50
Lehman Brothers Treasury Co    6.65    8/24/2011    AUD     14.88
Heta Asset Resolution AG       5.27     4/7/2028    EUR     16.88
ADLER Real Estate AG           6.00   12/27/2018    EUR     11.50
Raiffeisenlandesbank Nieder    4.00    6/28/2023    EUR     75.13
Global PVQ Netherlands B.V.    1.38    4/30/2012    EUR     27.38
Alpha Credit Group PLC         0.47    2/21/2021    EUR     80.00
Atari SA                       0.10     4/1/2020    EUR      2.41
Lehman Brothers Treasury Co    5.00    2/16/2015    EUR     14.88
Heta Asset Resolution AG       0.13    2/17/2017    EUR     63.50
DekaBank Deutsche Girozentr    5.55   11/20/2015    EUR     55.10
Kommunalbanken AS              0.50     3/2/2018    BRL     74.45
HSBC Bank PLC                  0.50     4/3/2023    AUD     74.30
DeltaCredit Bank              12.10    7/28/2025    RUB     60.00
Marine Subsea AS               9.00   12/16/2019    USD      0.50
Moscow United Electric Grid   13.20    4/23/2025    RUB     62.00
LBBW                           5.65    11/6/2015    EUR     51.19
Breeze Finance SA             11.75    4/19/2027    EUR      3.00
Solen AG                       7.50     4/8/2016    EUR      2.00
Societe Generale SA            2.21    2/28/2033    USD     69.25
CHC Helicopter SA              9.25   10/15/2020    USD     61.75
Centrosolar Group AG           7.00    2/15/2016    EUR      2.15
LBBW                           5.00    3/24/2016    EUR     72.94
HSBC Bank PLC                  0.50    2/24/2023    AUD     75.19
Heta Asset Resolution AG       0.37    3/29/2017    EUR     63.50
Lehman Brothers Treasury Co    6.00    3/18/2015    USD     14.88
Montepio Holding SGPS SA       5.00                 EUR     50.00
Mriya Agro Holding PLC        10.95    3/30/2016    USD     15.63
hkw personalkonzepte GmbH      8.25   11/15/2016    EUR      2.03
Svensk Exportkredit AB         0.50    3/19/2018    IDR     73.89
HSBC Bank PLC                  0.50    9/28/2018    IDR     72.49
Rostelecom PJSC                8.55    11/2/2017    RUB     60.00
Acron JSC                     13.60    5/18/2021    RUB    101.75
HSBC Trinkaus & Burkhardt A    5.10     6/2/2016    EUR     66.45
LBBW                           2.00    3/29/2016    EUR     67.98
Societe Generale SA            1.50   12/30/2032    USD     69.38
Lehman Brothers Treasury Co    5.25    5/26/2026    EUR      3.43
Banca delle Marche SpA         6.00    6/12/2018    EUR     20.13
BKN biostrom AG                7.50     6/5/2016    EUR      1.50
Heta Asset Resolution AG       1.64    6/30/2019    CHF     63.50
Glitnir HF                     6.38    9/25/2012    USD     27.13
Lehman Brothers Treasury Co    4.50     5/2/2017    EUR      4.09
Municipality Finance PLC       0.50    7/30/2029    AUD     66.79
BLT Finance BV                 7.50    5/15/2014    USD      5.00
Kommunalbanken AS              0.50    5/27/2022    ZAR     56.56
Glitnir HF                     6.33    7/28/2011    USD     27.13
Magnit PJSC                    8.40    3/29/2016    RUB     80.01
Novolipetsk Steel OJSC        11.50    6/26/2025    RUB     60.03
Espirito Santo Financial Gr    5.05   11/15/2025    EUR      1.28
OL Groupe SA                   7.00   12/28/2015    EUR      7.49
BNP Paribas SA                 0.50    9/29/2029    AUD     60.89
Enemona AD-Kozloduy           10.00    4/28/2017    BGN      0.09
Spoldzielczy Bank Rzemiosla    5.05    3/29/2023    PLN     70.02
HSBC Trinkaus & Burkhardt A    5.03    3/24/2016    EUR     72.32
LBI HF                         4.65                 EUR      0.00
Absolut Bank PAO              11.50    7/27/2016    RUB     60.05
DEMIRE Real Estate AG          6.00   12/30/2018    EUR      3.60
Bank UralSib PJSC             14.00    8/25/2017    RUB     61.00
Societe Generale SA            0.50    5/30/2023    MXN     64.42
Lehman Brothers Treasury Co    3.03    1/31/2015    EUR      3.43
Lehman Brothers Treasury Co    4.00   10/24/2012    EUR      3.43
Municipality Finance PLC       0.50    3/28/2018    BRL     73.14
Raiffeisenlandesbank Nieder    4.40    4/17/2024    EUR     74.13
DeltaCredit Bank               8.65     7/4/2018    RUB     59.01
Heta Asset Resolution AG       3.42    11/7/2016    EUR     63.50
Heta Asset Resolution AG       0.21     4/9/2018    EUR     63.50
WGZ-Bank AG Westdeutsche Ge    4.05    12/9/2015    EUR     55.06
Cooperatieve Centrale Raiff    0.50   10/29/2027    MXN     44.13
Lehman Brothers Treasury Co   11.00   12/20/2017    AUD      3.43
Lehman Brothers Treasury Co    1.00     5/9/2012    EUR      3.43
HSBC Bank PLC                  0.50    7/30/2027    NZD     50.16
Heta Asset Resolution AG       0.24    3/12/2043    EUR     63.50
WPE International Cooperati   10.38    9/30/2020    USD      7.75
Lehman Brothers Treasury Co    4.00    12/2/2012    EUR      3.43
KA Finanz AG                   4.44   12/20/2030    EUR     61.13
Svensk Exportkredit AB         0.50    8/25/2021    ZAR     60.74
Lehman Brothers Treasury Co    6.00   10/30/2012    EUR      3.43
Banco Comercial Portugues S    5.00                 EUR     61.00
Heta Asset Resolution AG       0.09    1/24/2017    EUR     63.50
Societe Generale SA           13.56    5/26/2016    USD     71.78
Bank Nederlandse Gemeenten     0.50    7/12/2022    ZAR     54.76
Svensk Exportkredit AB         0.50    6/20/2029    AUD     66.55
Kerdos Group SA                8.00    3/31/2016    PLN     69.00
Banco Espirito Santo SA        1.52    5/27/2018    EUR      2.68
UniCredit Bank Austria AG      0.33    1/25/2031    EUR     69.50
Lehman Brothers Treasury Co    7.50     5/2/2017    EUR      3.43
DEIKON GmbH                    1.00     7/1/2016    EUR     18.06
Kerdos Group SA                8.00    4/30/2016    PLN     69.90
Nordea Bank Finland Abp        4.35    4/20/2020    SEK     75.00
Spoldzielczy Bank Rzemiosla    4.99     7/8/2021    PLN     65.50
Kommunekredit                  0.50    2/20/2020    BRL     55.95
WGF Westfaelische Grundbesi    6.35    12/1/2016    EUR      6.63
SAir Group                     6.25    4/12/2005    CHF     10.88
Freshwater Finance PLC         6.06   10/17/2036    GBP     61.50
Barclays Bank PLC              3.58    6/17/2033    USD     70.55
Heta Asset Resolution AG       5.80    6/17/2017    EUR     63.50
Barclays Bank PLC              8.10    4/15/2016    USD     63.00
AKB Peresvet ZAO              13.50     9/2/2020    RUB    100.00
Heta Asset Resolution AG       0.69    9/20/2017    EUR     16.88
Banca delle Marche SpA         7.20    6/30/2018    EUR     20.13
UTair-Finans OOO              13.00   11/13/2015    RUB     32.00
Exane Finance                  2.70    9/26/2016    USD     50.86
Oberoesterreichische Landes    0.38    11/6/2030    EUR     62.50
Mechel                         8.40     6/1/2021    RUB     54.55
Codere Finance Luxembourg S    8.25    6/15/2015    EUR     72.50
Lehman Brothers Treasury Co    8.00   10/17/2014    EUR      3.43
Landesbank Hessen-Thueringe    0.41    4/23/2041    EUR     70.63
Immigon Portfolioabbau AG      4.50     9/7/2020    EUR     25.00
Leonteq Securities AG         12.20     7/7/2016    USD     74.61
Russian Post FGUP              8.70   10/18/2019    RUB     99.30
Lehman Brothers Treasury Co    5.00    8/16/2017    EUR     14.88
Vontobel Financial Products    5.60   12/29/2015    EUR     42.91
Province of Brescia Italy      0.35    6/30/2036    EUR     67.42
Lehman Brothers Treasury Co    1.46    2/19/2012    JPY     14.88
Heta Asset Resolution AG       0.37    3/29/2017    EUR     63.50
Deutsche Bank AG               6.20    6/21/2016    EUR     49.50
HSBC Trinkaus & Burkhardt A    5.00     7/1/2016    EUR     48.44
Salvator Grundbesitz-AG        9.50   12/31/2021    EUR     11.00
Heta Asset Resolution AG       5.68     7/5/2017    EUR     63.50
NOVIKOMBANK ZAO               14.25    6/12/2020    RUB     60.34
Skue Sparebank                 2.27                 NOK     70.52
Russian Railways JSC           8.15     7/8/2024    RUB     93.51
Lehman Brothers Treasury Co    5.00     5/2/2022    EUR      3.43
SG Option Europe SA            7.00     5/5/2017    EUR     65.99
Deutsche Bank AG               6.20    1/19/2016    EUR     57.50
Hellenic Bank PCL             11.00                 EUR     47.00
Republika Srpska               9.00    9/26/2027    BAM     68.11
Kerdos Group SA                8.00    5/31/2016    PLN     60.01
Banca Carim Cassa di Rispar    3.00    3/31/2021    EUR     74.25
SAG Solarstrom AG              7.50    7/10/2017    EUR     45.00
Banque Cantonale Vaudoise/G    8.20     3/3/2016    EUR     59.64
DekaBank Deutsche Girozentr    5.00   10/26/2015    EUR     60.35
VEB-Leasing OAO                8.25    11/6/2018    RUB     58.00
Anglian Water Services Fina    1.09    1/26/2057    GBP     68.89
HSBC Bank PLC                  0.50    2/24/2027    NZD     52.18
Lehman Brothers Treasury Co    8.50     7/5/2016    EUR     14.88
SAir Group                     0.13     7/7/2005    CHF     11.13
DekaBank Deutsche Girozentr    3.00     5/6/2016    EUR     52.66
MTSB Mortgage Agent           10.50   11/26/2041    RUB     57.00
Kommunekredit                  0.50    9/19/2019    BRL     60.56
DeltaCredit Bank               8.45    8/30/2018    RUB     97.55
Codere Finance Luxembourg S    8.25    6/15/2015    EUR     72.13
Heta Asset Resolution AG       5.03    1/26/2017    EUR     15.25
Societe Generale SA            0.42    1/31/2033    USD     68.59
Mobile TeleSystems PJSC        5.00    6/29/2021    RUB     64.75
Svensk Exportkredit AB         0.50    8/28/2018    BRL     69.31
Landesbank Hessen-Thueringe    5.00    4/24/2019    EUR     58.23
Heta Asset Resolution AG       0.02    5/31/2016    EUR     63.50
syncreon Group BV / syncreo    8.63    11/1/2021    USD     74.63
Alpha Credit Group PLC         1.50   12/18/2028    EUR     80.00
Lehman Brothers Treasury Co    7.00   11/26/2013    EUR     14.88
Santander Finance Capital S    2.00                 USD     18.63
Czerwona Torebka SA            6.81    4/15/2016    PLN     70.11
Heta Asset Resolution AG       6.94    6/10/2017    EUR     63.50
Municipality Finance PLC       0.50     5/8/2029    AUD     57.12
Municipiul Timisoara           1.18    5/12/2026    RON     72.00
Lehman Brothers Treasury Co    8.00    2/16/2016    EUR      3.43
UBS AG                        11.50    1/28/2016    AUD     46.57
Santander Finance Capital S    2.00                 USD     18.63
DZ Bank AG Deutsche Zentral    3.00   12/28/2015    EUR     65.14
Credit Suisse AG/London        8.00   11/29/2019    USD      6.99
Russian Railways JSC          16.80    5/29/2035    RUB    100.00
Societe Centrale des Bois e    9.00     7/1/2016    EUR      7.15
A-TEC Industries AG            5.75    11/2/2010    EUR      2.00
Pongs & Zahn AG                8.50                 EUR      0.36
PIK Group PJSC                14.25     8/8/2025    RUB    100.00
DekaBank Deutsche Girozentr    4.92    1/27/2016    EUR     58.69
Lehman Brothers Treasury Co    5.00    2/27/2014    EUR     14.88
Locko-Bank ZAO                14.00    7/17/2018    RUB     99.00
Credit Suisse AG/London        1.64     6/1/2042    USD     53.77
Immigon Portfolioabbau AG      0.97    5/20/2025    EUR     19.88
Kommunekredit                  0.50    7/30/2027    TRY     26.34
Konservenfabrik Zachow GmbH    8.00     4/1/2016    EUR      0.00
LBBW                           2.90    8/26/2016    EUR     71.98
UBS AG                        14.75   12/29/2015    EUR     55.21
LBBW                           2.51    8/26/2016    EUR     66.75
Immigon Portfolioabbau AG      5.27     2/8/2027    EUR     62.75
Emova Group                    4.30     5/2/2022    EUR      5.70
Razgulyai-Finans OOO          13.00    4/16/2019    RUB      7.00
Eksportfinans ASA              0.50     5/9/2030    CAD     21.75
Svensk Exportkredit AB         0.50    4/25/2019    BRL     63.26
Ecureuil Vie Developpement     0.91                 EUR     22.88
Banque Cantonale Vaudoise      6.00    2/19/2016    CHF     51.45
Heta Asset Resolution AG       0.22    3/10/2018    EUR     63.50
Mechel                         8.40    5/27/2021    RUB     54.90
Heta Asset Resolution AG       0.23    5/17/2017    EUR     63.50
Heta Asset Resolution AG       0.20    8/28/2017    EUR     63.50
JP Morgan Structured Produc   13.00   11/25/2024    ZMW #N/A N/A
KPNQwest NV                    8.88     2/1/2008    EUR      0.50
HSBC Bank PLC                  0.50    4/27/2027    NZD     51.50
International Finance Facil    0.50    6/29/2020    ZAR     66.38
Lehman Brothers Treasury Co    5.50    6/22/2010    USD     16.25
Kaupthing Bank Hf              9.75    9/10/2015    USD     18.00
Heta Asset Resolution AG       0.20     7/1/2017    EUR     63.50
Deutsche Bank AG               5.20    6/22/2016    EUR     58.70
RSL Communications PLC        10.13     3/1/2008    USD      1.25
RSL Communications PLC        12.00    11/1/2008    USD      1.25
HSBC Bank PLC                  0.50    1/29/2027    NZD     52.30
Municipality Finance PLC       0.50     2/7/2018    BRL     74.67
Raiffeisenlandesbank Nieder    5.00     7/1/2026    EUR     69.88
Svyaznoy Bank ZAO             15.00     6/8/2018    RUB     73.01
Bank Julius Baer & Co Ltd/G    8.60     3/4/2016    EUR     46.20
SAir Group                     5.50    7/23/2003    CHF     10.88
Magnit PJSC                    8.40    3/29/2016    RUB     80.01
Heta Asset Resolution AG       0.06    3/15/2017    EUR     63.50
SG Issuer SA                   4.30    7/10/2020    EUR     68.09
UBS AG/London                  7.50     7/3/2017    EUR     54.92
Lehman Brothers Treasury Co    6.00    3/14/2011    EUR     14.88
Lehman Brothers Treasury Co   12.00    7/13/2037    JPY      4.43
UniCredit Bank AO             12.00   11/20/2019    RUB    100.15
Bank Julius Baer & Co Ltd/G   13.25   11/16/2015    USD     70.85
Heta Asset Resolution AG       0.07    7/18/2017    EUR     63.50
Barclays Bank PLC              0.50    4/24/2023    MXN     62.93
Immigon Portfolioabbau AG      1.80    5/24/2018    EUR     70.00
Lehman Brothers Treasury Co    5.55    3/12/2015    EUR      3.43
Bank Nederlandse Gemeenten     0.50    9/20/2022    MXN     70.07
Barclays Bank PLC              2.00    9/30/2044    USD     65.00
Europlan AO                   12.50   10/31/2017    RUB     60.05
Banque Cantonale Vaudoise      7.25     3/3/2016    CHF     57.28
Deutsche Bank AG               4.40    6/27/2016    EUR     54.08
Leonteq Securities AG/Guern   29.61   10/26/2017    EUR     26.89
First Collection Bureau OJS   17.00    4/19/2018    RUB     95.00
HSBC Trinkaus & Burkhardt A   13.00    3/25/2016    EUR     42.13
KPNQwest NV                    8.13     6/1/2009    USD      0.50
Lehman Brothers Treasury Co    6.30   12/21/2018    USD      1.90
Rusfinans Bank OOO            13.90    4/24/2018    RUB     63.01
Immigon Portfolioabbau AG      4.81    7/29/2025    EUR     61.00
UBS AG                        14.75   12/29/2015    EUR     64.17
Union Technologies Informat    0.10     1/1/2020    EUR      5.51
Heta Asset Resolution AG       0.23    5/10/2017    EUR     63.50
Societe Generale SA            1.35    3/31/2034    USD     66.01
Deutsche Bank AG               6.95   12/22/2015    EUR     72.00
Lehman Brothers Treasury Co    8.88    1/28/2011    HKD     14.88
Erste Group Bank AG            6.80    8/28/2016    EUR     63.15
Barclays Bank PLC              0.50    3/19/2021    MXN     73.99
Lehman Brothers Treasury Co    7.60    1/31/2013    AUD      3.43
Lehman Brothers Treasury Co   15.00     6/4/2009    CHF      3.43
City of Siret Romania          2.75     3/1/2028    RON     64.00
World of Building Technolog    7.70    6/25/2019    RUB      2.80
ING Bank NV                    5.05    10/7/2024    EUR     57.27
Muehl Product & Service AG     6.75    3/10/2005    DEM      1.77
UTair-Finans OOO              13.00   11/13/2015    RUB     30.00
Barclays Bank PLC              3.50     2/5/2016    EUR     61.78
Bank Julius Baer & Co Ltd/G    9.50   11/19/2015    EUR     58.80
Leonteq Securities AG          8.25    11/6/2015    EUR     45.44
Salvator Grundbesitz-AG        9.50                 EUR     40.00
Freshwater Finance PLC         6.18    4/20/2035    GBP     64.13
Kaupthing Bank Hf              7.13    5/19/2016    USD      0.00
Ladya Finans LLC              12.00   10/29/2021    RUB     60.00
Heta Asset Resolution AG       0.83    5/28/2017    EUR     63.50
Immigon Portfolioabbau AG      6.00    3/30/2017    EUR      1.00
Dresdner Bank AG               0.65   11/19/2029    EUR     58.50
Vnesheconombank                2.00    6/18/2021    RUB     61.31
Ingra DD                       6.13    12/6/2016    HRK     12.99
Zurcher Kantonalbank Financ   12.03    3/11/2016    EUR     62.19
Heta Asset Resolution AG       0.03    5/31/2016    EUR     63.50
URALSIB Leasing Co OOO        10.50   12/18/2015    RUB     60.10
Credit Suisse AG/London       10.50    6/20/2016    USD     56.60
Banque Cantonale Vaudoise     17.75   11/17/2015    CHF     46.74
Credit Suisse AG/Nassau        8.05    9/27/2016    CHF     46.34
RSL Communications PLC         9.13     3/1/2008    USD      1.25
HSBC Bank PLC                  0.50     2/2/2023    AUD     75.03
Strommen Sparebank             2.40                 NOK     44.32
International Finance Facil    0.50    6/24/2024    ZAR     42.38
Immigon Portfolioabbau AG      4.80     5/9/2025    EUR     32.75
Windreich GmbH                 6.75     3/1/2015    EUR     10.88
WGZ-Bank AG Westdeutsche Ge    4.00    2/19/2016    EUR     57.72
Republika Srpska               1.50    5/31/2025    BAM     74.25
Rena Lange Holding GmbH        8.00   12/12/2017    EUR      0.63
Zurcher Kantonalbank Financ   10.90     6/3/2016    CHF     64.46
Lehman Brothers Treasury Co    1.28    11/6/2010    JPY     14.88
Raiffeisen Centrobank AG       7.25    9/26/2016    EUR     50.00
UniCredit Bank Austria AG      0.37    1/24/2031    EUR     60.50
Espirito Santo Financial Po    5.63    7/28/2017    EUR      2.61
Banque Cantonale Vaudoise      6.80    1/29/2016    CHF     47.83
COFIDUR SA                     0.10   12/31/2024    EUR     15.00
Leonteq Securities AG/Guern   12.10   10/22/2015    USD     32.51
Credit Suisse AG/Nassau        6.25   10/17/2016    EUR     44.94
Credit Suisse AG/Nassau       12.20     6/3/2016    EUR     58.12
Bulgaria Steel Finance BV     12.00     5/4/2013    EUR      0.02
Cerruti Finance SA             6.50    7/26/2004    EUR      0.71
KFW                            0.25    10/6/2036    CAD     37.42
Banca di Cividale SpA          0.03    10/2/2036    EUR     60.18
DeltaCredit Bank               8.50     4/2/2016    RUB     98.57
Deutsche Bank AG/London        0.32     2/1/2016    EUR     67.00
Heta Asset Resolution AG       0.13    8/11/2017    EUR     63.50
Transgazservice LLP           10.50    11/8/2019    RUB     48.00
RGS Nedvizhimost OOO          11.00   10/19/2017    RUB    100.00
Federal Grid Co Unified Ene    8.00     1/7/2028    RUB     70.76
Heta Asset Resolution AG       0.18    5/17/2017    EUR     63.50
Heta Asset Resolution AG       3.90    1/24/2017    EUR     60.50
EFG International Finance G    8.99     9/4/2017    EUR     61.19
UBS AG/London                  7.50   11/19/2015    CHF     35.19
Credit Suisse AG/London        7.25   11/16/2015    USD     60.83
Lehman Brothers Treasury Co    7.00   10/22/2010    EUR      3.43
Bamble Sparebank               2.42                 NOK     52.97
Raiffeisen-Holding Niederoe    5.10                 EUR     67.17
Immigon Portfolioabbau AG      4.20    2/22/2033    EUR     18.00
Goldman Sachs International    0.67    4/24/2020    GBP     74.51
Glitnir HF                     4.75   10/15/2010    USD     27.13
Heta Asset Resolution AG       0.21     3/4/2018    EUR     63.50
UBS AG                         8.88    2/26/2016    USD     12.89
Leonteq Securities AG         11.00   10/31/2016    CHF     66.50
Otkritie Holding OAO          12.50     8/2/2018    RUB     94.74
Solarwatt GmbH                 7.00    11/1/2015    EUR     14.50
Leonteq Securities AG          7.55     3/9/2016    USD     67.29
Leonteq Securities AG         10.40     9/1/2016    CHF     49.79
Leonteq Securities AG         11.00    7/20/2016    EUR     46.78
UTair-Finans OOO               9.50    7/21/2016    RUB     18.50
Exane Finance                  6.25   12/20/2019    SEK     70.41
International Finance Facil    0.50    6/29/2027    ZAR     30.72
HSBC Bank PLC                  0.50    12/8/2026    AUD     60.12
SAir Group                     4.25     2/2/2007    CHF     11.00
EFG International Finance G    6.48    5/29/2018    EUR     40.94
UniCredit Bank AO              8.20     9/7/2016    RUB     96.80
Araratbank OJSC                8.00    6/11/2018    USD     25.50
RGS Nedvizhimost OOO          11.00   10/18/2017    RUB    100.00
Heta Asset Resolution AG       0.21    8/21/2017    EUR     63.50
Heta Asset Resolution AG       0.20    7/28/2017    EUR     63.50
Heta Asset Resolution AG       5.04    2/15/2023    EUR     63.50
Otkritie Holding OAO          14.00     5/3/2018    RUB    103.91
Immigon Portfolioabbau AG      4.21    1/25/2033    EUR     18.13
Barclays Bank PLC              8.50    9/16/2016    USD      9.22
Lehman Brothers Treasury Co    7.00     6/6/2017    EUR      3.43
Lehman Brothers Treasury Co   11.00    6/29/2009    EUR      3.43
HSBC Bank PLC                  0.50   10/30/2026    NZD     53.36
Gjerstad Sparebank             2.60                 NOK     72.01
HSBC Bank PLC                  0.50   12/29/2026    AUD     71.82
BNP Paribas SA                 0.50     5/6/2021    MXN     72.50
Municipality Finance PLC       0.50     8/8/2029    NZD     58.87
Russian Railways JSC          17.90    9/20/2039    RUB     11.81
City of Predeal Romania        2.50    5/15/2026    RON     60.00
Heta Asset Resolution AG       4.70     4/2/2018    EUR     63.50
Heta Asset Resolution AG       4.07    3/21/2017    EUR     63.50
Heta Asset Resolution AG       0.13     2/9/2017    EUR     63.50
EFG International Finance G   11.12   12/12/2016    USD     71.35
Banque Cantonale Vaudoise/G    9.10    5/27/2016    EUR     52.48
Dolomite Capital Ltd          12.21   12/20/2019    ZAR     56.26
Nutritek International Corp    8.75   12/11/2008    USD      2.00
Grong Sparebank                4.48                 NOK     69.38
Lehman Brothers Treasury Co    6.00    2/19/2023    USD      3.43
Raiffeisen Versicherung AG     5.08                 EUR     34.38
Lehman Brothers Treasury Co    7.50    9/13/2009    CHF      3.43
Lehman Brothers Treasury Co    5.00    5/12/2011    CHF      3.43
Lehman Brothers Treasury Co   10.00   10/23/2008    USD      3.43
Immigon Portfolioabbau AG      3.88    3/15/2022    EUR     43.00
Svensk Exportkredit AB         0.50    2/22/2022    ZAR     55.09
RZD Rasvytie vokzalov         12.50   10/21/2016    RUB     24.00
SU-155 KAPITAL OOO            13.25    2/23/2016    RUB     18.01
Credit Suisse AG/Nassau        5.00     6/6/2016    CHF     72.81
PIK Group PJSC                14.25     8/8/2025    RUB    100.00
LBI HF                         7.43                 USD      0.00
Heta Asset Resolution AG       4.40    6/20/2017    EUR     63.50
Heta Asset Resolution AG       0.08     8/1/2017    EUR     63.50
Metallinvestbank OAO          14.50    5/21/2020    RUB     61.01
BNP Paribas Emissions- und    10.00   12/22/2016    EUR     72.38
UniCredit Bank AG              4.20    8/29/2016    EUR     67.31
Rinol AG                       5.50   10/15/2006    DEM      0.00
Credit Suisse AG/Nassau        6.00    10/3/2016    EUR     45.88
Commerzbank AG                 5.25   12/24/2015    EUR     74.43
HSBC Trinkaus & Burkhardt A    7.40    6/24/2016    EUR     48.30
Immigon Portfolioabbau AG      2.15    3/25/2019    EUR     61.63
EDOB Abwicklungs AG            7.50     4/1/2012    EUR      0.50
Lehman Brothers Treasury Co    7.00    2/15/2012    EUR      3.43
Lehman Brothers Treasury Co    2.50    11/9/2011    CHF      3.43
Lehman Brothers Treasury Co    6.25     9/5/2011    EUR      3.43
Lehman Brothers Treasury Co    3.20    3/19/2018    JPY      3.43
HSBC Bank PLC                  0.50   10/30/2018    IDR     71.37
MT-Energie GmbH & Co KG        8.25     4/4/2017    EUR     11.50
Credit Suisse AG/London        2.75    1/29/2019    SEK     50.60
SAir Group                     5.13     3/1/2003    CHF     11.00
DekaBank Deutsche Girozentr    0.12    6/23/2034    EUR     68.39
Mechel                         8.00     2/9/2021    RUB     57.00
Landesbank Hessen-Thueringe    3.30   10/10/2016    EUR     58.30
Leonteq Securities AG          5.70    12/3/2015    USD     35.92
Societe Generale SA            5.99     2/9/2016    USD     67.06
Deutsche Bank AG               6.20    7/20/2016    EUR     73.30
JP Morgan Structured Produc   12.00   11/24/2021    ZMW #N/A N/A
RSL Communications PLC        10.50   11/15/2008    USD      1.25
Lehman Brothers Treasury Co    8.60    7/31/2013    GBP      3.43
Credit Agricole Corporate &    0.50     3/6/2023    RUB     45.15
Immigon Portfolioabbau AG      6.60     5/6/2023    EUR     46.63
Ideal Standard Internationa   11.75     5/1/2018    EUR     29.38
Svensk Exportkredit AB         0.50    8/29/2029    AUD     70.07
Rusfinans Bank OOO            11.40    10/2/2019    RUB     60.02
HSBC Trinkaus & Burkhardt A    6.00    12/6/2016    EUR     47.28
Lehman Brothers Treasury Co    3.86    9/21/2011    SGD     16.25
Raiffeisen Centrobank AG       7.00   10/23/2015    EUR     60.37
DekaBank Deutsche Girozentr    7.44     2/9/2016    EUR     55.02
Hellas Telecommunications L    8.50   10/15/2013    EUR      0.01
Northland Resources AB        15.00    7/15/2019    USD      1.00
EFG International Finance G    7.20    2/25/2019    EUR     60.09
Vontobel Financial Products   10.00    5/17/2016    USD     75.20
UniCredit Bank AG              4.40   12/28/2015    EUR     72.29
UniCredit Bank AG              6.00   11/19/2015    EUR     64.17
Credit Suisse AG/London       10.00   10/20/2015    USD     73.82
Credit Suisse AG/Nassau        8.00   10/29/2015    CHF     36.32
Credit Suisse AG/London        5.00    3/30/2016    EUR     45.57
Credit Suisse AG/Nassau        9.25    9/26/2016    EUR     67.49
Dayli Polska Sp zoo            8.50     9/5/2016    PLN     26.00
UBS AG                         9.15    9/16/2016    CHF     48.88
Absolut Bank PAO              11.50    4/29/2020    RUB    100.00
Municipality Finance PLC       0.50    5/31/2022    ZAR     53.61
HSBC Bank PLC                  0.50    7/30/2019    IDR     64.85
HSBC Bank PLC                  0.50     6/4/2018    IDR     73.76
Lehman Brothers Treasury Co   14.90    9/15/2008    EUR      3.43
Lehman Brothers Treasury Co    4.60     7/6/2016    EUR      3.61
Lehman Brothers Treasury Co    7.50   10/24/2008    USD      3.43
Lehman Brothers Treasury Co    6.00   10/24/2008    EUR      3.43
Lehman Brothers Treasury Co    0.50   12/20/2017    AUD      3.43
Lehman Brothers Treasury Co    8.00    3/19/2012    USD      3.43
GFI Informatique SA/France     5.25     1/1/2017    EUR      6.27
Immigon Portfolioabbau AG      3.50    3/20/2018    EUR     72.25
Svensk Exportkredit AB         0.50    8/28/2020    TRY     58.87
SAir Group                     2.13    11/4/2004    CHF     10.75
Vontobel Financial Products    5.00     7/4/2016    EUR     54.10
LBI HF                         7.20    4/27/2026    EUR      0.01
UBS AG/London                  7.49    8/24/2016    USD     36.39
UBS AG/London                  5.50    7/10/2017    CHF     73.47
Tatfondbank OAO               14.00   12/11/2024    RUB    101.00
Moscow United Electric Grid   11.00    9/12/2024    RUB     60.03
Heta Asset Resolution AG       0.25    4/22/2018    EUR     63.50
Glitnir HF                     6.69    6/15/2016    USD      0.02
Glitnir HF                     5.86    7/28/2016    GBP     27.13
UBS AG/London                  7.50   11/28/2016    EUR     49.02
SAir Group                     2.75    7/30/2004    CHF     10.88
Notenstein Finance Guernsey    7.00   10/23/2015    USD     38.46
DZ Bank AG Deutsche Zentral    3.00   12/28/2015    EUR     52.18
UBS AG/London                 11.00   12/10/2015    CHF     74.82
Leonteq Securities AG/Guern   13.40   12/29/2015    USD     72.00
KPNQwest NV                    7.13     6/1/2009    EUR      0.50
Driver & Bengsch AG            8.50   12/31/2027    EUR      0.00
Drangedal Sparebank            2.35                 NOK     69.71
Lehman Brothers Treasury Co    4.00    4/13/2011    CHF      3.43
Lehman Brothers Treasury Co    7.00    4/14/2009    EUR      3.43
Societe Generale SA            0.50     4/4/2024    MXN     60.27
Leonteq Securities AG/Guern    8.00     7/7/2016    USD     49.29
Leonteq Securities AG/Guern    8.08    7/25/2016    EUR     72.56
Wlodarzewska SA                9.22    5/15/2016    PLN      1.00
LBI HF                         3.45   12/18/2033    JPY      0.01
SAir Group                     6.25   10/27/2002    CHF     12.38
Heta Asset Resolution AG       0.05    5/31/2016    EUR     63.50
Kaupthing Bank Hf              3.75    2/15/2024    ISK     18.00
UBS AG/London                  7.00    7/13/2016    USD     30.70
Municipality Finance PLC       0.50    5/29/2018    BRL     72.19
LBBW                           2.75   10/27/2017    EUR     68.09
BNP Paribas Emissions- und     3.45    6/30/2022    EUR     73.25
DekaBank Deutsche Girozentr    2.80    9/16/2016    EUR     52.39
Credit Suisse AG/Nassau        6.50    12/7/2015    EUR     66.67
ECM Real Estate Investments    5.00    10/9/2011    EUR     10.38
Kaupthing Bank Hf              7.00    7/24/2009    ISK     18.00
Municipality Finance PLC       0.50   12/14/2018    TRY     71.63
HSBC Bank PLC                  0.50    5/31/2019    IDR     65.98
Ofoten Sparebank               2.27                 NOK     68.86
HSBC Bank PLC                  0.50    5/29/2020    IDR     59.67
Lehman Brothers Treasury Co   13.50   11/28/2008    USD      3.43
Lehman Brothers Treasury Co    5.00   10/24/2008    CHF      3.43
Lehman Brothers Treasury Co    6.00     3/4/2015    USD      3.43
Lehman Brothers Treasury Co    4.00    2/28/2010    EUR      3.43
Svensk Exportkredit AB         0.50    3/15/2022    ZAR     54.65
Credit Suisse AG/London        7.00    11/2/2015    CHF     67.38
UBS AG                         7.25    6/24/2016    EUR     57.40
Wlodarzewska SA                9.22    5/15/2016    PLN     37.10
Bank MIA OAO                  15.00     3/7/2025    RUB    100.80
HSBC Trinkaus & Burkhardt A    8.30   10/23/2015    EUR     51.81
Bank J Safra Sarasin AG/Gue    5.75   12/17/2015    CHF     49.26
Heta Asset Resolution AG       0.22    2/10/2018    EUR     63.50
UBS AG                         8.42   12/17/2015    USD     18.90
ECA                            2.50     1/1/2018    EUR     12.00
LBI HF                         5.44     9/3/2018    EUR      0.01
UNGP-Finance OOO              10.00    4/20/2021    RUB     57.00
Leonteq Securities AG         12.00     3/9/2016    CHF     44.81
Leonteq Securities AG          5.84     9/5/2016    USD     46.99
Norddeutsche Landesbank Gir    3.50     7/1/2016    EUR     44.27
Bank Julius Baer & Co Ltd/G   10.00    6/13/2016    USD     68.05
Bayerische Landesbank          5.00   10/17/2016    EUR     68.42
Bayerische Landesbank          2.20    5/20/2016    EUR     54.74
Leonteq Securities AG          9.00     2/9/2016    EUR     54.78
UniCredit Bank AG              4.00    6/24/2016    EUR     47.22
UBS AG                        14.00   12/29/2015    EUR     46.28
Credit Suisse AG/Nassau        7.00    4/14/2016    EUR     65.24
Leonteq Securities AG          8.75    11/6/2015    GBP     37.15
Bank Julius Baer & Co Ltd/G   11.10    4/14/2016    EUR     63.90
DZ Bank AG Deutsche Zentral   12.75   10/23/2015    EUR     51.92
Norddeutsche Landesbank Gir    4.00     8/5/2016    EUR     57.68
HSBC Trinkaus & Burkhardt A   12.10    3/25/2016    EUR     74.05
UBS AG/London                 14.50   12/17/2015    CHF     46.91
Vontobel Financial Products   21.75    6/24/2016    EUR     65.71
Lehman Brothers Treasury Co    4.10    6/10/2014    SGD     16.25
Glitnir HF                     6.00   12/15/2012    GBP     27.13
Lehman Brothers Treasury Co    8.00    3/21/2018    USD      3.43
Municipality Finance PLC       0.50    6/19/2024    ZAR     44.95
Immigon Portfolioabbau AG      5.10     7/5/2022    EUR     45.50
Lehman Brothers Treasury Co    4.00    7/20/2012    EUR      3.43
NIBC Bank NV                  25.98     5/7/2029    EUR     65.17
Lehman Brothers Treasury Co    8.05   12/20/2010    HKD      3.43
UniCredit Bank Austria AG      0.44    1/22/2031    EUR     62.88
Oberoesterreichische Landes    0.30    4/25/2042    EUR     46.13
Societe Generale SA            0.50    4/30/2023    RUB     44.30
Phosphorus Holdco PLC         10.00     4/1/2019    GBP      1.82
Bank Nederlandse Gemeenten     0.50    9/20/2022    ZAR     55.14
Kommunekredit                  0.50    5/11/2029    CAD     68.90
Lehman Brothers Treasury Co   15.00    3/30/2011    EUR      3.43
Lehman Brothers Treasury Co    5.50   11/30/2012    CZK      3.43
Arizk                          3.00   12/20/2030    RUB     39.50
Lehman Brothers Treasury Co    8.25     2/3/2016    EUR      3.43
Municipality Finance PLC       0.50   11/25/2020    ZAR     65.00
Kommunalbanken AS              0.50    8/15/2018    BRL     71.33
Windreich GmbH                 6.25     3/1/2015    EUR     10.88
LBBW                           5.00   10/23/2015    EUR     70.71
UniCredit Bank AG              4.55   10/28/2016    EUR     56.82
Immigon Portfolioabbau AG      4.90    8/18/2025    EUR     61.30
Lehman Brothers Treasury Co    7.59   11/22/2009    MXN     14.88
Leonteq Securities AG         12.20     7/7/2016    EUR     49.13
Landesbank Hessen-Thueringe    4.00     8/5/2016    EUR     53.30
Notenstein Privatbank AG       7.30   10/17/2016    EUR     46.55
UniCredit Bank AG              4.00   10/22/2015    EUR     67.69
UBS AG                         2.75    8/18/2016    USD      8.11
Commerzbank AG                 4.60     4/7/2016    EUR     54.85
Russian Highways              12.40    4/22/2042    RUB      9.60
Svensk Exportkredit AB         0.50    6/26/2019    TRY     66.42
BNP Paribas Emissions- und     3.25   11/24/2017    EUR     54.04
UBS AG                         3.60    12/9/2016    EUR     54.83
Bank Julius Baer & Co Ltd/G    6.00    6/27/2016    EUR     49.90
UBS AG/London                  7.00    6/17/2016    EUR     48.33
Banque Cantonale Vaudoise/G    6.70     6/8/2016    EUR     49.21
Commerzbank AG                 4.40    4/29/2019    EUR     60.65
Russian Railways JSC          15.70   10/11/2038    RUB     60.00
Powszechne Towarzystwo Inwe    6.66    11/8/2015    PLN      9.66
UBS AG/London                  7.00    5/22/2017    CHF     52.09
Societe Generale Effekten G   10.64     7/1/2016    EUR     64.54
EFG International Finance G    7.19     5/6/2019    EUR     58.64
Notenstein Finance Guernsey    7.19     5/6/2019    EUR     58.89
Bank J Safra Sarasin AG/Gue   11.02   12/30/2015    EUR     46.50
Vontobel Financial Products    5.84     9/9/2016    EUR     30.42
UniCredit Bank AG              4.00   10/14/2019    EUR     55.24
Norddeutsche Landesbank Gir    3.00     5/6/2016    EUR     60.42
UniCredit Bank AG              4.00    6/24/2016    EUR     42.89
Zurcher Kantonalbank Financ   11.50    3/29/2016    EUR     70.78
Landesbank Hessen-Thueringe    3.00   10/31/2016    EUR     64.40
Notenstein Privatbank AG       8.20   12/19/2016    EUR     66.22
LBBW                           2.50    8/24/2018    EUR     69.47
SG Issuer SA                   5.50    4/10/2021    EUR     66.12
RSL Communications PLC         9.88   11/15/2009    USD      1.25
Goldman Sachs & Co Wertpapi    5.00    1/20/2016    EUR     68.57
Immigon Portfolioabbau AG      7.00    7/24/2022    EUR     63.69
Interregional Distribution    12.42    5/23/2025    RUB     60.03
Municipality Finance PLC       0.50   11/21/2018    TRY     72.08
Sparebanken Din                2.41                 NOK     70.41
Lloyds Bank PLC                0.50    7/26/2028    MXN     46.88
Kommunalbanken AS              0.50    9/20/2018    BRL     69.02
BNP Paribas SA                 0.50   11/16/2032    MXN     35.82
Province of Brescia Italy      0.52   12/22/2036    EUR     66.84
Raiffeisenverband Salzburg     0.01    2/28/2031    EUR     74.12
Lehman Brothers Treasury Co    5.00     8/1/2025    EUR      3.43
Lehman Brothers Treasury Co    1.75     2/7/2010    EUR      3.60
Lehman Brothers Treasury Co    4.69    2/19/2017    EUR      3.43
Lehman Brothers Treasury Co    7.38    9/20/2008    EUR      3.43
Lehman Brothers Treasury Co   14.90   11/16/2010    EUR      3.43
Lehman Brothers Treasury Co    4.50    7/24/2014    EUR      3.43
Lehman Brothers Treasury Co    1.50   10/25/2011    EUR      3.43
Lehman Brothers Treasury Co    7.00    2/15/2010    CHF      3.43
Lehman Brothers Treasury Co    0.50     8/1/2020    EUR      3.43
Lehman Brothers Treasury Co    2.75   10/28/2009    EUR      3.43
Municipality Finance PLC       0.50    4/16/2018    BRL     73.57
Svensk Exportkredit AB         0.50    6/29/2029    AUD     69.48
Goldman Sachs International    5.00   12/20/2015    EUR      0.96
Barclays Bank PLC              2.50     3/7/2017    EUR     49.54
City of Baile Herculane        2.50   12/16/2020    RON     75.00
MirLand Development Corp PL    7.21    5/31/2020    ILS     34.00
Leasing-Experts SA             9.00     6/5/2016    PLN     20.21
Leonteq Securities AG/Guern    7.28    1/29/2016    EUR     76.00
Norddeutsche Landesbank Gir    3.75     9/2/2016    EUR     61.53
Russian Railways JSC          16.70    9/19/2033    RUB     60.00
Leonteq Securities AG         10.00    2/23/2016    EUR     51.84
Leonteq Securities AG         11.80    2/17/2016    USD     67.89
Bank Julius Baer & Co Ltd/G   10.00    2/26/2016    USD     62.85
Bank Julius Baer & Co Ltd/G   10.90    2/18/2016    CHF     80.40
Leonteq Securities AG          8.00    2/23/2016    CHF     70.20
Landesbank Hessen-Thueringe    5.00    3/27/2019    EUR     44.61
HSBC Trinkaus & Burkhardt A    7.10    4/22/2016    EUR     70.46
Lehman Brothers Treasury Co    0.50   12/20/2017    AUD     16.25
Leonteq Securities AG         18.00    9/19/2016    CHF     68.92
Leonteq Securities AG          9.00    3/16/2016    EUR     47.76
Bank Julius Baer & Co Ltd/G    9.75    3/11/2016    EUR     55.40
UBS AG/London                  6.00    3/11/2016    CHF     47.92
Norddeutsche Landesbank Gir    5.00     6/3/2016    EUR     62.08
Notenstein Privatbank AG       5.20    11/4/2016    EUR     50.35
Vontobel Financial Products    9.55    5/27/2016    EUR     50.27
Vontobel Financial Products   10.30    3/29/2016    EUR     49.38
Raiffeisen Centrobank AG       5.00    4/18/2016    EUR     70.58
Bayerische Landesbank          3.70     6/3/2016    EUR     57.15
Landesbank Hessen-Thueringe    5.50    5/27/2016    EUR     71.50
Bank Julius Baer & Co Ltd/G    9.75   11/13/2015    USD     70.75
JP Morgan Structured Produc    8.70   11/25/2015    USD     50.66
UBS AG/London                 14.00   11/26/2015    CHF     74.40
UBS AG/London                  9.06   10/23/2015    CHF     55.90
DekaBank Deutsche Girozentr    8.50   10/27/2016    EUR     51.62
DekaBank Deutsche Girozentr    7.15   10/27/2017    EUR     54.56
Notenstein Privatbank AG       7.00    10/3/2016    EUR     65.59
Leonteq Securities AG/Guern    6.84    9/25/2017    GBP     73.34
Vontobel Financial Products   13.95   12/23/2016    EUR     70.64
Bayerische Landesbank          3.70    11/4/2016    EUR     64.51
Leonteq Securities AG         10.00    7/13/2016    EUR     54.52
Deutsche Bank AG               8.50   12/20/2016    EUR     56.99
Bank Julius Baer & Co Ltd/G   12.50     7/8/2016    USD     71.45
Goldman Sachs & Co Wertpapi    8.00    6/22/2016    EUR     60.83
HSBC Trinkaus & Burkhardt A    6.90    3/25/2016    EUR     58.28
Deutsche Bank AG               5.20    2/23/2016    EUR     60.80
JP Morgan Structured Produc   14.00   11/23/2029    ZMW #N/A N/A
DekaBank Deutsche Girozentr    3.90    5/18/2016    EUR     67.22
Landesbank Hessen-Thueringe    3.30    6/14/2017    EUR     71.10
Landesbank Hessen-Thueringe    6.35    3/18/2016    EUR     56.60
LBI HF                         5.08     3/1/2013    ISK      8.50
HSBC Trinkaus & Burkhardt A   12.40    6/24/2016    EUR     68.56
Lehman Brothers Treasury Co   13.00   12/14/2012    USD      3.43
Lehman Brothers Treasury Co    6.00    9/20/2011    EUR      3.43
Lehman Brothers Treasury Co    4.00    7/27/2011    EUR      3.43
Barclays Bank PLC              0.50    1/28/2033    MXN     32.03
Lehman Brothers Treasury Co    7.63    7/22/2011    HKD      3.43
HSBC Bank PLC                  0.50    6/28/2019    IDR     66.07
Kommunalbanken AS              0.50    11/8/2018    BRL     67.96
Municipality Finance PLC       0.50    3/17/2025    CAD     73.49
Lehman Brothers Treasury Co    3.00     8/8/2017    EUR      3.43
Lehman Brothers Treasury Co    3.40    9/21/2009    HKD      3.43
Lehman Brothers Treasury Co    9.30   12/21/2010    EUR      3.43
Lehman Brothers Treasury Co    2.50    8/15/2012    CHF      3.43
Nesset Sparebank               2.42                 NOK     55.17
Lehman Brothers Treasury Co    7.39     5/4/2017    USD      3.43
Lehman Brothers Treasury Co   10.00     1/3/2012    BRL      3.43
Lehman Brothers Treasury Co    4.05    9/16/2008    EUR      3.43
Societe Generale SA            0.50     4/3/2023    RUB     44.85
Kommunalbanken AS              0.50     2/2/2018    BRL     74.34
Svensk Exportkredit AB         0.50    4/24/2029    AUD     58.11
Bosnia & Herzegovina Govern    2.50    6/30/2022    BAM     74.52
Fonciere Volta SA              4.50    7/30/2020    EUR      2.28
MirLand Development Corp PL    8.50    8/31/2016    ILS     38.00
LBBW                           4.00    7/22/2016    EUR     69.55
Credit Suisse AG/Nassau        8.00    1/29/2016    CHF     34.85
Vontobel Financial Products    5.00    9/23/2016    EUR     42.77
Lehman Brothers Treasury Co    4.35     8/8/2016    SGD     14.88
Credit Suisse AG/London        7.00    2/16/2016    USD     67.17
DekaBank Deutsche Girozentr   10.50   11/15/2016    EUR     65.10
Landesbank Hessen-Thueringe    3.60    6/13/2016    EUR     52.50
DZ Bank AG Deutsche Zentral    6.75    6/24/2016    EUR     72.70
Bank Julius Baer & Co Ltd/G    8.80    3/24/2016    EUR     73.45
Notenstein Privatbank AG       6.70    7/24/2017    EUR     60.17
Efesk Group                   13.25    6/14/2016    RUB     69.98
Glitnir HF                     5.44   12/22/2015    USD     27.13
Bank J Safra Sarasin AG/Gue    5.00    5/26/2016    CHF     70.08
Leonteq Securities AG         20.00    2/29/2016    USD     63.68
BNP Paribas Emissions- und     6.00    9/22/2016    EUR     55.48
UBS AG                         6.88    6/15/2016    EUR     51.97
Zurcher Kantonalbank Financ    4.00     3/7/2016    EUR     46.31
Zurcher Kantonalbank Financ    3.00     3/7/2016    CHF     45.78
Vontobel Financial Products    4.80    6/24/2016    EUR     53.26
Credit Suisse AG/Nassau        7.00     9/5/2016    EUR     49.81
UniCredit Bank AG              4.90    6/23/2016    EUR     49.94
Barclays Bank PLC              3.50    12/7/2015    EUR     59.75
Credit Suisse AG/London        7.15    7/26/2016    EUR     56.22
Bank Julius Baer & Co Ltd/G    9.25   12/11/2015    EUR     55.25
UBS AG                        16.00    3/29/2016    EUR     71.50
Republika Srpska               1.50   12/24/2025    BAM     74.30
UniCredit Bank AG              4.10   12/24/2015    EUR     56.04
Landesbank Hessen-Thueringe    4.55   12/18/2015    EUR     58.50
Deutsche Bank AG               5.80   12/23/2015    EUR     48.91
Deutsche Bank AG              10.00   10/22/2015    EUR     63.72
Leonteq Securities AG         10.94     4/7/2016    USD     54.57
Leonteq Securities AG         11.00     5/4/2016    USD     49.30
WGZ-Bank AG Westdeutsche Ge    2.76    12/9/2015    EUR     68.25
Deutsche Bank AG               5.50    3/22/2016    EUR     52.34
Commerzbank AG                 8.25    7/21/2016    EUR     60.34
WGF Westfaelische Grundbesi    6.35     8/1/2017    EUR      2.06
Goldman Sachs & Co Wertpapi    3.00    9/21/2016    EUR     74.89
KPNQwest NV                    8.88     2/1/2008    EUR      0.50
MirLand Development Corp PL    6.50   12/31/2015    ILS     32.00
WGZ-Bank AG Westdeutsche Ge    3.40   12/22/2015    EUR     70.51
MirLand Development Corp PL    6.50    9/30/2019    ILS     34.54
UniCredit Bank AG              4.88    8/25/2017    EUR     66.73
Spoldzielczy Bank Rzemiosla    5.01    4/17/2024    PLN     65.00
Kaupthing Bank Hf              7.63    2/28/2015    USD     18.00
Deutsche Bank AG               5.20    3/21/2017    EUR     66.10
UBS AG/London                  7.75    1/23/2025    USD      9.65
Lehman Brothers Treasury Co    8.00    4/20/2009    EUR      3.43
UniCredit Bank AG              0.68   11/19/2029    EUR     69.63
LBBW                           0.35     1/8/2041    EUR     74.27
Barclays Bank PLC              0.50    3/13/2023    RUB     45.00
Immigon Portfolioabbau AG      2.00    4/24/2020    EUR     50.88
Municipality Finance PLC       0.50    4/26/2022    ZAR     53.94
International Financial Clu   15.50    4/26/2016    RUB     60.10
Province of Treviso Italy      0.05   12/31/2034    EUR     65.92
Lehman Brothers Treasury Co    4.50   12/30/2010    USD      3.43
Lehman Brothers Treasury Co    0.25   10/19/2012    CHF      3.43
Lehman Brothers Treasury Co    4.80   11/16/2012    HKD      3.43
Lehman Brothers Treasury Co    4.00     1/4/2011    USD      3.43
Lehman Brothers Treasury Co   13.00    2/16/2009    CHF      3.43
Lehman Brothers Treasury Co   23.30    9/16/2008    USD      3.43
Lehman Brothers Treasury Co   11.00     7/4/2011    CHF      3.43
Haltdalen Sparebank            2.41                 NOK     53.56
Immigon Portfolioabbau AG      1.61    7/20/2018    EUR     67.63
Immigon Portfolioabbau AG      5.05     8/5/2030    EUR     23.38
Immigon Portfolioabbau AG      1.31     2/8/2019    EUR     61.00
Bank Nederlandse Gemeenten     0.50    6/22/2021    ZAR     60.51
Province of Rovigo Italy       0.30   12/28/2035    EUR     67.55
Immigon Portfolioabbau AG      3.50    1/14/2019    EUR     67.63
Bank Nederlandse Gemeenten     0.50    8/15/2022    ZAR     57.24
Immigon Portfolioabbau AG      1.75     9/9/2020    EUR     46.88
Municipality Finance PLC       4.60    5/14/2020    IDR     73.43
Eiendomskreditt                4.35                 NOK     68.26
LBBW                           4.00   10/23/2015    EUR     62.78
UBS AG                        17.00    6/24/2016    EUR     44.98
Vontobel Financial Products    5.00    7/28/2016    EUR     57.10
Leonteq Securities AG/Guern    9.60   11/18/2015    CHF     45.76
Bank VTB 24 JSC                3.00     9/1/2044    RUB    100.00
Vontobel Financial Products    5.30    11/6/2015    EUR     54.80
UBS AG                        10.50   12/29/2015    EUR     67.20
UBS AG                        23.25   12/29/2015    EUR     69.23
Norddeutsche Landesbank Gir    3.50     1/4/2016    EUR     58.57
LBBW                           3.00    3/29/2016    EUR     68.10
UBS AG                        12.50    9/23/2016    EUR     69.06
Vontobel Financial Products    7.00    9/23/2016    EUR     65.23
Commerzbank AG                 5.00    2/26/2016    EUR     43.45
Goldman Sachs & Co Wertpapi   24.00    1/20/2016    EUR     47.99
LBBW                           3.25   10/23/2015    EUR     60.84
DZ Bank AG Deutsche Zentral    5.10    3/21/2016    EUR     53.57
Goldman Sachs & Co Wertpapi   21.00    3/23/2016    EUR     64.68
Norddeutsche Landesbank Gir    4.75     6/3/2016    EUR     70.61
DZ Bank AG Deutsche Zentral    6.00    3/29/2016    EUR     70.95
EFG International Finance G    9.10    3/23/2016    USD     48.42
Vontobel Financial Products   10.40    1/22/2016    EUR     68.36
UBS AG/London                 11.25    6/24/2016    EUR     68.07
DZ Bank AG Deutsche Zentral    4.80    9/19/2016    EUR     72.02
Vontobel Financial Products    8.00    9/23/2016    EUR     65.60
Northland Resources AB        12.25    3/26/2016    USD      1.00
Vontobel Financial Products   10.35   12/11/2015    EUR     51.43
BNP Paribas Emissions- und     8.00   12/24/2015    EUR     67.24
Vontobel Financial Products    5.00     7/1/2016    EUR     42.92
Deutsche Bank AG               4.20    3/22/2016    EUR     52.10
Bank J Safra Sarasin AG/Gue    9.70    6/15/2016    CHF     73.99
LBBW                           3.00    7/26/2019    EUR     62.09
EFG International Finance G    6.00   11/30/2017    EUR     31.18
HSBC Trinkaus & Burkhardt A    6.08    9/16/2016    EUR     70.99
DekaBank Deutsche Girozentr    3.00    6/30/2017    EUR     60.36
Vontobel Financial Products    6.50    5/27/2016    EUR     47.42
DZ Bank AG Deutsche Zentral    8.75    3/21/2016    EUR     44.31
Landesbank Hessen-Thueringe    4.00     6/5/2019    EUR     59.52
HSBC Trinkaus & Burkhardt A    5.75    8/26/2016    EUR     49.60
HSBC Trinkaus & Burkhardt A   10.40    9/23/2016    EUR     69.87
DekaBank Deutsche Girozentr    4.55    8/19/2019    EUR     70.28
Araratbank OJSC                9.00   10/20/2015    USD     25.55
UniCredit Bank AG              4.60   12/24/2015    EUR     60.65
DZ Bank AG Deutsche Zentral    6.25   11/27/2015    EUR     49.66
BNP Paribas Emissions- und     6.00    6/23/2016    EUR     65.69
Deutsche Bank AG               6.20   12/22/2015    EUR     63.20
DZ Bank AG Deutsche Zentral   12.25    3/29/2016    EUR     43.26
Deutsche Bank AG               4.20   12/22/2015    EUR     73.20
Goldman Sachs & Co Wertpapi   18.00   10/26/2016    EUR     70.98
Deutsche Bank AG               6.20    6/22/2016    EUR     59.40
Deutsche Bank AG               3.20   10/26/2016    EUR     66.20
Deutsche Bank AG               7.50    3/22/2016    EUR     64.98
Leonteq Securities AG          9.40   10/24/2016    EUR     56.63
HSBC Trinkaus & Burkhardt A    8.80   12/23/2016    EUR     70.07
Vontobel Financial Products   10.30    6/24/2016    EUR     65.28
UniCredit Bank AG              4.28    1/20/2016    EUR     53.61
Vontobel Financial Products    6.00    6/24/2016    EUR     71.92
Deutsche Bank AG               7.20    9/20/2016    EUR     72.00
BNP Paribas Emissions- und    16.00    3/24/2016    EUR     71.24
DZ Bank AG Deutsche Zentral    5.75    6/20/2016    EUR     43.81
Landesbank Hessen-Thueringe    6.75    4/17/2020    EUR     49.57
Vontobel Financial Products    5.00    2/13/2017    EUR     52.43
Goldman Sachs & Co Wertpapi   21.00   12/23/2015    EUR     51.82
Commerzbank AG                10.00   10/22/2015    EUR     53.64
DekaBank Deutsche Girozentr    5.00    1/14/2016    EUR     56.46
HSBC Trinkaus & Burkhardt A   10.40   12/23/2016    EUR     66.88
Veniti SA                      9.70    3/28/2016    PLN     50.00
Svensk Exportkredit AB         0.50    6/28/2022    ZAR     53.09
Interregional Distribution    12.42    5/23/2025    RUB     61.25
Barclays Bank PLC              0.50    3/26/2021    MXN     73.89
Municipality Finance PLC       4.20    3/26/2020    IDR     72.61
Eksportfinans ASA              0.25    7/14/2033    CAD     14.38
Lehman Brothers Treasury Co    8.50     7/6/2009    CHF      3.43
Lehman Brothers Treasury Co    5.75    6/15/2009    CHF      3.43
Lehman Brothers Treasury Co    0.25    7/21/2014    EUR      3.43
Lehman Brothers Treasury Co   10.44   11/22/2008    CHF      3.43
Immigon Portfolioabbau AG      4.78     6/7/2030    EUR     22.50
Immigon Portfolioabbau AG      0.96     7/3/2019    EUR     56.50
Barclays Bank PLC              1.64     6/3/2041    USD     70.52
Glitnir HF                     5.31   12/24/2012    USD     27.13
Credit Suisse AG/Nassau        7.00   10/29/2015    CHF     66.24
UBS AG                         4.70   10/21/2015    USD      1.63
UBS AG                         4.25   12/22/2017    EUR     60.48
Credit Suisse AG/Nassau        7.00    11/2/2015    CHF     66.79
UBS AG                         4.75   12/22/2017    EUR     61.58
Exane Finance                  1.75    4/28/2016    EUR     27.00
LBBW                           3.10    6/23/2017    EUR     65.76
UniCredit Bank AG              4.10    9/28/2018    EUR     71.92
LBBW                           5.00   10/23/2015    EUR     60.04
LBBW                           2.50   10/23/2015    EUR     59.03
LBBW                           4.50   10/23/2015    EUR     52.89
LBBW                           3.00   10/23/2015    EUR     66.15
HSBC Trinkaus & Burkhardt A    4.40   11/23/2015    EUR     72.60
Credit Suisse AG/Nassau        7.50   11/16/2015    CHF     70.62
DekaBank Deutsche Girozentr    3.00    4/16/2018    EUR     57.22
UBS AG                         4.00   12/23/2015    EUR     61.22
Bank Julius Baer & Co Ltd/G    6.00    11/9/2015    CHF     63.20
Raiffeisen Centrobank AG       9.41    1/20/2016    EUR     74.37
Raiffeisen Centrobank AG       8.24    1/20/2016    EUR     72.36
Credit Suisse AG/Nassau        7.50   11/23/2015    CHF     71.16
UBS AG/London                 22.50   12/29/2015    EUR     65.87
Raiffeisen Centrobank AG       5.60    6/15/2016    EUR     49.24
DZ Bank AG Deutsche Zentral    6.00   12/28/2015    EUR     51.60
DZ Bank AG Deutsche Zentral    5.50   12/28/2015    EUR     48.60
Leonteq Securities AG/Guern    7.00    12/4/2015    EUR     52.27
DekaBank Deutsche Girozentr    3.15    5/18/2018    EUR     51.26
Vontobel Financial Products    8.60    6/24/2016    EUR     55.80
Notenstein Privatbank AG       7.40   10/31/2016    CHF     45.29
LBBW                           5.00   10/23/2015    EUR     59.92
LBBW                           3.50   10/23/2015    EUR     61.37
LBBW                           6.00   10/23/2015    EUR     66.75
LBBW                           4.50   10/23/2015    EUR     56.69
LBBW                           5.50   10/23/2015    EUR     53.36
LBBW                           3.30   12/23/2016    EUR     61.96
LBBW                           3.40   12/23/2016    EUR     67.36
LBBW                           4.60    6/24/2016    EUR     53.79
LBBW                           4.80    6/24/2016    EUR     55.35
UBS AG                        14.75   12/29/2015    EUR     72.34
UBS AG                        13.50   12/29/2015    EUR     72.34
Landesbank Berlin AG           6.00   11/27/2015    EUR     44.91
LBBW                           4.45    6/24/2016    EUR     74.45
UBS AG                        14.00   12/29/2015    EUR     62.34
UBS AG                        11.50   12/29/2015    EUR     46.81
UBS AG                        11.50   12/29/2015    EUR     73.06
UBS AG                        13.00   12/29/2015    EUR     67.82
UBS AG                        13.50   12/29/2015    EUR     66.90
UBS AG                        14.00   12/29/2015    EUR     42.86
DekaBank Deutsche Girozentr    4.05    5/13/2016    EUR     58.04
DekaBank Deutsche Girozentr    3.10   11/13/2015    EUR     52.26
LBBW                           4.25    6/24/2016    EUR     53.72
LBBW                           3.00    1/26/2018    EUR     65.77
UBS AG                        13.75   12/29/2015    EUR     75.76
UBS AG                         6.50   12/29/2015    EUR     68.51
UBS AG                        22.75   12/29/2015    EUR     33.91
UBS AG                        22.50   12/29/2015    EUR     68.62
UBS AG                        21.00   12/29/2015    EUR     61.88
UBS AG                        10.00   12/29/2015    EUR     55.14
UBS AG                        17.25   12/29/2015    EUR     67.31
UBS AG                        12.75   12/29/2015    EUR     48.38
UBS AG                        19.75   12/29/2015    EUR     37.35
UBS AG                        14.50   12/29/2015    EUR     59.15
UBS AG                        20.50   12/29/2015    EUR     48.82
UBS AG                        15.75   12/29/2015    EUR     58.86
UBS AG                        12.00   12/29/2015    EUR     64.11
UBS AG                        18.50   12/29/2015    EUR     62.32
UBS AG                        12.50   12/29/2015    EUR     69.45
UBS AG                         4.00   12/29/2015    EUR     70.57
UBS AG                        20.75   12/29/2015    EUR     58.01
UBS AG                        14.50   12/29/2015    EUR     69.28
UBS AG                        19.75   12/29/2015    EUR     56.89
UBS AG                        20.50   12/29/2015    EUR     52.56
UBS AG                        19.75   12/29/2015    EUR     60.09
UBS AG                        22.75   12/29/2015    EUR     51.15
UBS AG                        13.50   12/29/2015    EUR     73.70
UBS AG                        22.75   12/29/2015    EUR     60.44
UBS AG                        11.25   12/29/2015    EUR     72.76
UBS AG                         9.50   12/22/2017    EUR     71.55
UBS AG                        11.75    6/24/2016    EUR     49.72
UBS AG                         9.00    3/29/2016    EUR     52.00
UBS AG                        20.50    6/24/2016    EUR     54.91
UBS AG                        12.00   12/23/2016    EUR     71.83
UBS AG                        16.75   12/23/2016    EUR     62.61
UBS AG                        11.75   12/22/2017    EUR     74.04
UBS AG                         5.25   12/23/2016    EUR     63.99
UBS AG                         6.25    6/24/2016    EUR     59.51
UBS AG                         5.00   12/22/2017    EUR     66.15
UBS AG                         7.00    3/29/2016    EUR     56.10
UBS AG                         7.75   12/22/2017    EUR     60.93
UBS AG                         4.75   12/22/2017    EUR     68.39
UBS AG                         7.00   12/22/2017    EUR     75.37
UBS AG                        14.50   12/23/2016    EUR     62.70
UBS AG                         6.75   12/23/2016    EUR     75.56
UBS AG                         4.25    3/29/2016    EUR     64.42
UBS AG                         8.00   12/23/2016    EUR     56.94
UBS AG                        10.25   12/22/2017    EUR     58.01
UBS AG                         5.75   12/22/2017    EUR     65.19
UBS AG                         7.50   12/23/2016    EUR     58.61
UBS AG                         4.25   12/22/2017    EUR     70.29
UBS AG                        12.25   12/23/2016    EUR     70.97
UBS AG                        13.00   12/23/2016    EUR     69.62
UBS AG                        11.75   12/22/2017    EUR     74.25
UBS AG                        20.25    3/29/2016    EUR     39.96
UBS AG                         8.00    3/29/2016    EUR     53.93
UBS AG                         4.50   12/23/2016    EUR     66.25
UBS AG                         6.00    3/29/2016    EUR     58.53
UBS AG                        24.25   12/29/2015    EUR     47.46
UBS AG                        16.00   12/23/2016    EUR     46.05
UBS AG                         9.00    6/24/2016    EUR     53.72
UBS AG                        18.75    6/24/2016    EUR     43.60
UBS AG                         8.00    6/24/2016    EUR     55.37
UBS AG                         5.75   12/23/2016    EUR     61.68
UBS AG                         5.50    6/24/2016    EUR     62.06
UBS AG                         4.75    6/24/2016    EUR     64.90
UBS AG                         8.00   12/22/2017    EUR     74.20
UBS AG                         8.75   12/22/2017    EUR     72.74
UBS AG                         4.00   12/23/2016    EUR     61.45
UBS AG                         4.50   12/23/2016    EUR     59.72
UBS AG                        12.50   12/23/2016    EUR     65.22
UBS AG                        10.25   12/22/2017    EUR     70.58
UBS AG                        11.75   12/22/2017    EUR     69.31
UBS AG                        10.25   12/23/2016    EUR     68.49
UBS AG                         7.75   12/22/2017    EUR     55.85
UBS AG                        22.50    3/29/2016    EUR     51.06
UBS AG                        18.25    3/29/2016    EUR     41.67
UBS AG                         5.25    3/29/2016    EUR     61.37
UBS AG                         4.75   12/22/2017    EUR     61.86
UBS AG                         7.75   12/23/2016    EUR     72.69
LBBW                           4.00    8/26/2016    EUR     73.06
UBS AG                        12.50   12/23/2016    EUR     69.76
UBS AG                         5.25   12/23/2016    EUR     62.25
UBS AG                        14.50    6/24/2016    EUR     64.83
UBS AG                        13.00    3/29/2016    EUR     69.11
UBS AG                        11.75    3/29/2016    EUR     72.64
UBS AG                         7.25    3/29/2016    EUR     38.88
UBS AG                        11.75   12/23/2016    EUR     72.75
UBS AG                         6.00    3/29/2016    EUR     47.35
UBS AG                        12.25    6/24/2016    EUR     71.74
UBS AG                         7.75    6/24/2016    EUR     39.94
UBS AG                        12.25    3/29/2016    EUR     76.78
UBS AG                        10.50   12/23/2016    EUR     76.22
UBS AG                        10.50    3/29/2016    EUR     74.79
UBS AG                        11.50    6/24/2016    EUR     75.17
UBS AG                        13.50    6/24/2016    EUR     67.02
UBS AG                         8.25   12/22/2017    EUR     51.41
UBS AG                        10.50   12/22/2017    EUR     71.02
UBS AG                         9.50   12/23/2016    EUR     47.54
UBS AG                         5.50    6/24/2016    EUR     60.28
UBS AG                        10.50   12/22/2017    EUR     71.21
UBS AG                        10.50   12/22/2017    EUR     66.30
UBS AG                         9.50   12/22/2017    EUR     75.19
UBS AG                        11.25    6/24/2016    EUR     67.70
UBS AG                         8.25    6/24/2016    EUR     45.52
UBS AG                         8.25    6/24/2016    EUR     49.91
UBS AG                        14.25    3/29/2016    EUR     65.13
LBBW                           4.30    9/23/2016    EUR     74.29
Vontobel Financial Products    5.55    3/29/2016    EUR     68.40
LBBW                           3.50    9/23/2016    EUR     57.33
LBBW                           3.00    6/23/2017    EUR     68.16
Banque Cantonale Vaudoise      4.80    3/10/2017    CHF     40.91
Vontobel Financial Products    5.00    4/11/2016    EUR     54.20
Leonteq Securities AG/Guern    6.89   12/30/2015    USD     53.68
Bank Julius Baer & Co Ltd/G    7.30    1/19/2016    CHF     60.20
Bank Julius Baer & Co Ltd/G    7.50    1/19/2016    USD     60.05
LBBW                           4.20    7/22/2016    EUR     70.65
LBBW                           4.00    7/22/2016    EUR     53.34
LBBW                           3.25    6/23/2017    EUR     65.54
LBBW                           4.00    8/26/2016    EUR     53.38
LBBW                           3.55    6/23/2017    EUR     75.59
UBS AG                         8.50    3/29/2016    EUR     70.65
UBS AG                        24.00   12/29/2015    EUR     46.16
UBS AG                        19.25    3/29/2016    EUR     53.69
UBS AG                        19.75    6/24/2016    EUR     55.09
UBS AG                        18.00    6/24/2016    EUR     57.38
UBS AG                        17.50    3/29/2016    EUR     72.13
UBS AG                        10.00    3/29/2016    EUR     67.13
UBS AG                         4.50    6/24/2016    EUR     60.40
UBS AG                        17.50    6/24/2016    EUR     40.84
UBS AG                        21.75    3/29/2016    EUR     35.56
UBS AG                        24.50   12/29/2015    EUR     51.21
UBS AG                        22.00   12/29/2015    EUR     51.04
UBS AG                        19.75    3/29/2016    EUR     55.66
UBS AG                        22.50   12/29/2015    EUR     67.11
UBS AG                        11.75    6/24/2016    EUR     73.23
UBS AG                        23.75   12/29/2015    EUR     46.72
UBS AG                        22.25    3/29/2016    EUR     49.22
UBS AG                        22.50   12/29/2015    EUR     72.05
UBS AG                        21.25    3/29/2016    EUR     55.88
UBS AG                         8.75    3/29/2016    EUR     48.52
UBS AG                         5.00    6/24/2016    EUR     58.28
UBS AG                        11.25    3/29/2016    EUR     75.29
UBS AG                        25.00   12/29/2015    EUR     44.03
UBS AG                        14.00    3/29/2016    EUR     67.83
UBS AG                        23.00   12/29/2015    EUR     51.95
UBS AG                        24.25   12/29/2015    EUR     55.16
UBS AG                        16.50    6/24/2016    EUR     41.61
UBS AG                        19.25    6/24/2016    EUR     73.04
UBS AG                        13.00    6/24/2016    EUR     70.11
UBS AG                        14.00    6/24/2016    EUR     67.24
UBS AG                         8.50    3/29/2016    EUR     75.14
UBS AG                        21.25    3/29/2016    EUR     51.07
UBS AG                         7.25    6/24/2016    EUR     73.22
UBS AG                        16.75    6/24/2016    EUR     56.92
UBS AG                        24.50   12/29/2015    EUR     30.55
UBS AG                         9.50    3/29/2016    EUR     72.06
UBS AG                        23.50   12/29/2015    EUR     29.81
UBS AG                        21.75   12/29/2015    EUR     49.23
UBS AG                        22.50   12/29/2015    EUR     67.58
UBS AG                        23.75   12/29/2015    EUR     71.66
UBS AG                        18.75    3/29/2016    EUR     57.57
UBS AG                        19.50    3/29/2016    EUR     73.09
UBS AG                        11.50    6/24/2016    EUR     45.81
UBS AG                        17.25    6/24/2016    EUR     60.82
UBS AG                        13.25    3/29/2016    EUR     61.42
UBS AG                        12.75    3/29/2016    EUR     71.35
UBS AG                        21.50    3/29/2016    EUR     60.17
UBS AG                         9.50    6/24/2016    EUR     74.05
UBS AG                         7.00    3/29/2016    EUR     74.58
UBS AG                        10.25    6/24/2016    EUR     67.09
UBS AG                        10.25    6/24/2016    EUR     47.49
UBS AG                        11.75    6/24/2016    EUR     64.57
UBS AG                        16.25    6/24/2016    EUR     62.72
UBS AG                        11.75    3/29/2016    EUR     64.14
UBS AG                        13.25    6/24/2016    EUR     65.46
LBBW                           4.00    2/26/2016    EUR     58.28
LBBW                           5.00    2/26/2016    EUR     55.08
LBBW                           3.50    2/26/2016    EUR     64.70
LBBW                           4.50    2/26/2016    EUR     61.10
LBBW                           5.50    2/26/2016    EUR     58.15
UBS AG                         7.00    6/24/2016    EUR     48.12
UBS AG                        10.25    3/29/2016    EUR     57.05
UBS AG                         5.75    6/24/2016    EUR     54.34
UBS AG                         5.25   12/29/2015    EUR     47.76
UBS AG                         6.50    3/29/2016    EUR     41.95
UBS AG                        11.75    6/24/2016    EUR     53.49
UBS AG                         5.00    6/24/2016    EUR     53.84
UBS AG                        10.25    3/29/2016    EUR     49.20
UBS AG                        13.25    6/24/2016    EUR     59.46
UBS AG                         6.50   12/29/2015    EUR     40.32
UBS AG                         5.75    3/29/2016    EUR     47.14
UBS AG                         4.50    6/24/2016    EUR     57.88
UBS AG                        10.75   12/29/2015    EUR     71.43
UBS AG                        14.75    6/24/2016    EUR     59.08
Leonteq Securities AG/Guern   10.58     2/3/2017    USD     54.94
Goldman Sachs & Co Wertpapi    5.00   12/23/2015    EUR     73.42
Goldman Sachs & Co Wertpapi    7.00   12/23/2015    EUR     68.81
Goldman Sachs & Co Wertpapi    9.00   12/23/2015    EUR     64.76
Goldman Sachs & Co Wertpapi   10.00   12/23/2015    EUR     69.36
Goldman Sachs & Co Wertpapi    5.00   12/23/2015    EUR     51.13
Goldman Sachs & Co Wertpapi    6.00   12/23/2015    EUR     47.60
Goldman Sachs & Co Wertpapi    7.00   12/23/2015    EUR     46.12
Goldman Sachs & Co Wertpapi    8.00   12/23/2015    EUR     44.75
Goldman Sachs & Co Wertpapi    9.00   12/23/2015    EUR     43.48
Credit Suisse AG/Nassau        7.13   12/21/2015    CHF     70.57
Banque Cantonale Vaudoise/G    3.50    6/12/2017    USD     69.06
Zurcher Kantonalbank Financ    7.38    6/17/2016    CHF     74.14
Deutsche Bank AG               7.20   12/22/2015    EUR     71.30
Deutsche Bank AG               6.20   12/22/2015    EUR     71.10
Deutsche Bank AG               6.20   12/22/2015    EUR     66.40
Deutsche Bank AG               7.20   12/22/2015    EUR     68.90
Deutsche Bank AG               5.20   12/22/2015    EUR     73.50
Deutsche Bank AG               5.20   12/22/2015    EUR     68.50
Deutsche Bank AG               6.20   12/22/2015    EUR     73.70
Deutsche Bank AG               6.20   12/22/2015    EUR     68.70
Deutsche Bank AG               7.20   12/22/2015    EUR     73.80
Deutsche Bank AG               5.20   12/22/2015    EUR     70.90
Deutsche Bank AG               7.20   12/22/2015    EUR     66.60
Deutsche Bank AG               5.20   12/22/2015    EUR     66.20
Deutsche Bank AG               7.20   12/22/2015    EUR     72.50
Deutsche Bank AG               5.20   12/22/2015    EUR     72.10
Deutsche Bank AG               7.20   12/22/2015    EUR     69.00
Deutsche Bank AG               6.20   12/22/2015    EUR     72.30
Deutsche Bank AG               5.20   12/22/2015    EUR     68.60
Deutsche Bank AG               5.20   12/22/2015    EUR     42.70
Deutsche Bank AG               6.20   12/22/2015    EUR     68.80
Deutsche Bank AG               6.20   12/22/2015    EUR     42.90
Deutsche Bank AG               7.20   12/22/2015    EUR     49.50
Deutsche Bank AG               6.20   12/22/2015    EUR     44.30
Deutsche Bank AG               6.20   12/22/2015    EUR     47.50
Deutsche Bank AG               7.20   12/22/2015    EUR     43.10
Deutsche Bank AG               5.20   12/22/2015    EUR     47.30
Deutsche Bank AG               5.20   12/22/2015    EUR     44.10
Deutsche Bank AG               7.20   12/22/2015    EUR     46.10
Deutsche Bank AG               6.20   12/22/2015    EUR     49.30
Deutsche Bank AG               5.20   12/22/2015    EUR     45.70
Deutsche Bank AG               7.20   12/22/2015    EUR     47.70
Deutsche Bank AG               6.20   12/22/2015    EUR     45.90
Deutsche Bank AG               5.20   12/22/2015    EUR     49.10
Deutsche Bank AG               7.20   12/22/2015    EUR     44.50
Deutsche Bank AG               7.20   12/22/2015    EUR     57.20
Deutsche Bank AG               5.20   12/22/2015    EUR     56.80
Deutsche Bank AG               7.20   12/22/2015    EUR     54.30
Deutsche Bank AG               6.20   12/22/2015    EUR     57.00
Deutsche Bank AG               6.20   12/22/2015    EUR     54.10
Deutsche Bank AG               5.20   12/22/2015    EUR     53.90
Deutsche Bank AG               6.20   12/22/2015    EUR     60.30
Deutsche Bank AG               7.20   12/22/2015    EUR     60.50
Deutsche Bank AG               5.20   12/22/2015    EUR     60.10
Landesbank Hessen-Thueringe    3.45     7/7/2016    EUR     62.10
Barclays Bank PLC              2.30    9/13/2016    EUR     49.26
Goldman Sachs & Co Wertpapi   11.00   12/23/2015    EUR     66.20
Goldman Sachs & Co Wertpapi   11.00   12/23/2015    EUR     41.22
Goldman Sachs & Co Wertpapi    5.00   12/23/2015    EUR     68.35
Goldman Sachs & Co Wertpapi    5.00   12/23/2015    EUR     51.36
Goldman Sachs & Co Wertpapi    7.00   12/23/2015    EUR     51.71
Goldman Sachs & Co Wertpapi    7.00   12/23/2015    EUR     51.71
Goldman Sachs & Co Wertpapi    5.00   12/23/2015    EUR     42.71
Goldman Sachs & Co Wertpapi    6.00   12/23/2015    EUR     42.88
Goldman Sachs & Co Wertpapi    7.00   12/23/2015    EUR     43.06
Goldman Sachs & Co Wertpapi    8.00   12/23/2015    EUR     43.23
Goldman Sachs & Co Wertpapi    8.00   12/23/2015    EUR     43.23
Goldman Sachs & Co Wertpapi    9.00   12/23/2015    EUR     43.41
Goldman Sachs & Co Wertpapi    9.00   12/23/2015    EUR     43.41
Credit Suisse AG/Nassau        7.00   12/28/2015    EUR     60.86
Notenstein Privatbank AG       8.14   12/18/2015    CHF     73.15
BNP Paribas Emissions- und     6.00   11/26/2015    EUR     76.43
BNP Paribas Emissions- und     5.50   10/22/2015    EUR     57.03
BNP Paribas Emissions- und    10.00   10/22/2015    EUR     64.83
BNP Paribas Emissions- und     4.50   10/22/2015    EUR     73.32
BNP Paribas Emissions- und     7.00   10/22/2015    EUR     45.70
BNP Paribas Emissions- und     9.00   10/22/2015    EUR     61.59
BNP Paribas Emissions- und     9.00   10/22/2015    EUR     55.90
Notenstein Privatbank AG       7.50    6/23/2016    CHF     72.51
Raiffeisen Centrobank AG       7.55    1/20/2016    EUR     65.86
Raiffeisen Centrobank AG       5.98    1/20/2016    EUR     68.20
Raiffeisen Centrobank AG       6.29    1/20/2016    EUR     63.85
Goldman Sachs & Co Wertpapi    6.00   12/23/2015    EUR     54.19
Goldman Sachs & Co Wertpapi    6.00   12/23/2015    EUR     54.19
Credit Suisse AG/Nassau        7.00     1/4/2016    CHF     74.65
DekaBank Deutsche Girozentr    4.15   12/18/2015    EUR     51.62
DekaBank Deutsche Girozentr    2.35    6/13/2016    EUR     53.07
Notenstein Privatbank AG       6.10   12/30/2015    EUR     47.88
EFG International Finance G    7.05    6/30/2016    USD     55.17
Credit Suisse AG/Nassau        6.50    1/11/2016    CHF     71.41
Notenstein Privatbank AG       6.50     7/2/2018    USD     67.89
Credit Suisse AG/Nassau        8.25    1/11/2016    CHF     35.42
Leonteq Securities AG/Guern    5.25     1/4/2016    CHF     69.88
Vontobel Financial Products    4.40   12/11/2015    EUR     56.34
Vontobel Financial Products    5.65   12/11/2015    EUR     53.87
Vontobel Financial Products    6.95   12/11/2015    EUR     51.64
Notenstein Privatbank AG       8.00    1/11/2016    EUR     69.04
Vontobel Financial Products    7.05   12/11/2015    EUR     52.74
Vontobel Financial Products    7.25    3/11/2016    EUR     53.25
Vontobel Financial Products    4.55    3/11/2016    EUR     57.68
Vontobel Financial Products    4.00   12/11/2015    EUR     58.23
Vontobel Financial Products    3.35    3/11/2016    EUR     60.38
Vontobel Financial Products    3.95    3/11/2016    EUR     58.99
Vontobel Financial Products    5.20    3/11/2016    EUR     56.46
Vontobel Financial Products    5.85    3/11/2016    EUR     55.31
Vontobel Financial Products    5.45   12/11/2015    EUR     55.31
Vontobel Financial Products    4.70   12/11/2015    EUR     56.72
Vontobel Financial Products    6.25   12/11/2015    EUR     53.99
Vontobel Financial Products    6.55    3/11/2016    EUR     54.25
Vontobel Financial Products    7.90   12/11/2015    EUR     51.56
Vontobel Financial Products    3.35   12/11/2015    EUR     59.83
Vontobel Financial Products    3.95    3/11/2016    EUR     46.32
Vontobel Financial Products    4.05   12/11/2015    EUR     45.29
Vontobel Financial Products    5.80   12/11/2015    EUR     42.55
Vontobel Financial Products    7.05    3/11/2016    EUR     41.91
Vontobel Financial Products    7.70   12/11/2015    EUR     40.19
Vontobel Financial Products    5.40    3/11/2016    EUR     43.88
Deutsche Bank AG               6.20   12/22/2015    EUR     64.30
Deutsche Bank AG               5.20   12/22/2015    EUR     64.10
Deutsche Bank AG               7.20   12/22/2015    EUR     64.40
Zurcher Kantonalbank Financ    8.80    1/14/2016    CHF     57.53
UBS AG                         9.00     7/3/2017    CHF     42.57
UBS AG/London                  2.80   12/23/2015    EUR     50.15
UBS AG/London                  2.80   12/23/2015    EUR     74.57
UBS AG/London                  3.80   12/23/2015    EUR     47.35
BNP Paribas Emissions- und    12.00    6/23/2016    EUR     70.24
BNP Paribas Emissions- und    15.00    6/23/2016    EUR     69.97
BNP Paribas Emissions- und    18.00    6/23/2016    EUR     68.82
BNP Paribas Emissions- und    21.00    6/23/2016    EUR     67.96
BNP Paribas Emissions- und    13.00    9/22/2016    EUR     71.54
BNP Paribas Emissions- und    17.00    9/22/2016    EUR     69.44
BNP Paribas Emissions- und    11.00   12/22/2016    EUR     71.70
BNP Paribas Emissions- und    15.00   12/22/2016    EUR     70.83
BNP Paribas Emissions- und    29.00    3/24/2016    EUR     67.88
Notenstein Privatbank AG       8.20    1/18/2016    EUR     56.63
Deutsche Bank AG               5.20   12/22/2015    EUR     53.40
Deutsche Bank AG               7.20   12/22/2015    EUR     57.80
Deutsche Bank AG               7.20   12/22/2015    EUR     53.80
Deutsche Bank AG               6.20   12/22/2015    EUR     57.60
Deutsche Bank AG               5.20   12/22/2015    EUR     57.50
Deutsche Bank AG               6.20   12/22/2015    EUR     53.60
Landesbank Hessen-Thueringe    3.30     8/1/2016    EUR     66.90
Vontobel Financial Products    6.90    6/10/2016    EUR     43.60
Vontobel Financial Products    4.75    6/10/2016    EUR     46.40
Vontobel Financial Products    5.15    6/10/2016    EUR     69.62
Vontobel Financial Products    3.65    6/10/2016    EUR     73.49
Vontobel Financial Products    3.45    6/10/2016    EUR     62.28
Vontobel Financial Products    5.40    6/10/2016    EUR     58.23
Vontobel Financial Products    4.55    6/10/2016    EUR     59.77
Vontobel Financial Products    4.00    6/10/2016    EUR     60.99
Notenstein Privatbank AG      11.00    1/25/2016    USD     55.12
Deutsche Bank AG               4.50   12/22/2015    EUR     55.84
Deutsche Bank AG               4.50   12/22/2015    EUR     40.88
Deutsche Bank AG               4.50   12/22/2015    EUR     68.02
Deutsche Bank AG               5.50   12/22/2015    EUR     68.20
Raiffeisen Centrobank AG       6.59    6/22/2016    EUR     60.95
Raiffeisen Centrobank AG       5.30    6/22/2016    EUR     63.24
Credit Suisse AG/Nassau        6.00    1/29/2016    CHF     53.90
Leonteq Securities AG/Guern   10.00    1/22/2016    USD     42.40
DZ Bank AG Deutsche Zentral    5.60   10/23/2015    EUR     69.84
DZ Bank AG Deutsche Zentral    3.90   10/23/2015    EUR     46.48
DZ Bank AG Deutsche Zentral    4.90   10/23/2015    EUR     44.00
DZ Bank AG Deutsche Zentral    5.80   10/23/2015    EUR     42.13
DZ Bank AG Deutsche Zentral    4.50   10/23/2015    EUR     73.71
DZ Bank AG Deutsche Zentral    6.50   10/23/2015    EUR     59.16
DZ Bank AG Deutsche Zentral    6.00   10/23/2015    EUR     56.44
DZ Bank AG Deutsche Zentral    4.70   10/23/2015    EUR     53.83
DZ Bank AG Deutsche Zentral    5.90   10/23/2015    EUR     46.69
DZ Bank AG Deutsche Zentral    5.80   10/23/2015    EUR     44.46
DZ Bank AG Deutsche Zentral    4.70   10/23/2015    EUR     42.43
DZ Bank AG Deutsche Zentral    5.60   10/22/2015    EUR     73.72
DZ Bank AG Deutsche Zentral    5.60   10/22/2015    EUR     46.62
DZ Bank AG Deutsche Zentral    4.90   10/22/2015    EUR     66.29
DZ Bank AG Deutsche Zentral    5.70   10/22/2015    EUR     64.60
DZ Bank AG Deutsche Zentral    6.60   10/22/2015    EUR     63.00
Leonteq Securities AG/Guern    8.04    7/25/2016    CHF     72.99
Vontobel Financial Products    9.30    6/24/2016    EUR     59.70
Raiffeisen Centrobank AG       7.00    8/22/2016    EUR     44.98
Leonteq Securities AG/Guern    8.00     8/8/2016    EUR     61.67
Leonteq Securities AG/Guern   11.52   10/28/2015    CHF     54.83
HSBC Trinkaus & Burkhardt A    5.65    2/22/2016    EUR     45.45
Vontobel Financial Products    4.65   12/28/2015    EUR     70.38
Deutsche Bank AG               6.20   10/21/2015    EUR     64.60
Deutsche Bank AG               5.20   10/21/2015    EUR     69.40
Deutsche Bank AG               6.20   10/21/2015    EUR     66.90
Deutsche Bank AG               7.20   10/21/2015    EUR     64.60
Deutsche Bank AG               5.20   10/21/2015    EUR     64.60
Deutsche Bank AG               5.20   10/21/2015    EUR     66.90
Deutsche Bank AG               7.20   10/21/2015    EUR     69.40
Deutsche Bank AG               6.20   10/21/2015    EUR     69.40
Deutsche Bank AG               7.20   10/21/2015    EUR     66.90
Deutsche Bank AG               7.20   10/21/2015    EUR     40.80
Deutsche Bank AG               6.20   10/21/2015    EUR     40.80
Deutsche Bank AG               5.20   10/21/2015    EUR     40.80
Deutsche Bank AG               7.20   10/21/2015    EUR     60.80
Deutsche Bank AG               6.20   10/21/2015    EUR     60.80
Deutsche Bank AG               5.20   10/21/2015    EUR     60.80
Deutsche Bank AG               5.20   10/21/2015    EUR     57.40
Deutsche Bank AG               6.20   10/21/2015    EUR     57.40
Deutsche Bank AG               7.20   10/21/2015    EUR     57.50
Deutsche Bank AG               5.20   10/21/2015    EUR     42.20
Deutsche Bank AG               7.20   10/21/2015    EUR     42.30
Deutsche Bank AG               6.20   10/21/2015    EUR     42.20
Credit Suisse AG/Nassau        8.00     2/8/2016    USD     54.73
UBS AG/London                  7.20    1/20/2016    EUR     56.93
HSBC Trinkaus & Burkhardt A    6.00   12/28/2015    EUR     66.58
HSBC Trinkaus & Burkhardt A    6.50   12/28/2015    EUR     41.76
Landesbank Hessen-Thueringe    3.15    8/22/2016    EUR     70.00
Notenstein Privatbank AG       4.00     2/1/2016    EUR     50.11
Vontobel Financial Products    4.05   12/28/2015    EUR     64.43
DekaBank Deutsche Girozentr    4.15    1/28/2016    EUR     55.58
Credit Suisse AG/Nassau        7.50    2/15/2016    EUR     64.91
Leonteq Securities AG/Guern    8.00     8/5/2016    USD     69.46
Vontobel Financial Products    7.25   12/11/2015    EUR     49.48
Vontobel Financial Products    8.65   12/11/2015    EUR     47.66
Leonteq Securities AG/Guern    8.00    8/15/2016    CHF     54.67
UBS AG/London                  6.00    6/24/2016    EUR     70.24
UBS AG/London                  4.00   12/22/2017    EUR     74.42
UBS AG/London                  6.75   12/23/2016    EUR     69.62
UBS AG/London                 20.75    6/24/2016    EUR     69.26
UBS AG/London                 24.50    6/24/2016    EUR     69.66
UBS AG/London                 24.25   12/29/2015    EUR     71.03
UBS AG/London                 10.75   12/29/2015    EUR     44.10
UBS AG/London                  5.00   12/22/2017    EUR     72.87
UBS AG/London                  6.50   12/29/2015    EUR     54.72
UBS AG/London                  9.00   12/29/2015    EUR     57.69
UBS AG/London                 23.25    6/24/2016    EUR     66.89
UBS AG/London                 11.00   12/29/2015    EUR     62.68
HSBC Trinkaus & Burkhardt A    7.00   12/28/2015    EUR     43.20
UBS AG/London                 24.50    3/29/2016    EUR     50.40
UBS AG/London                  5.75    6/24/2016    EUR     63.81
UBS AG/London                  6.75   12/29/2015    EUR     66.83
UBS AG/London                 24.25   12/29/2015    EUR     66.74
UBS AG/London                 19.00    6/24/2016    EUR     73.16
UBS AG/London                  6.50    6/24/2016    EUR     66.22
UBS AG/London                 22.25    6/24/2016    EUR     39.57
UBS AG/London                 24.75    6/24/2016    EUR     75.33
UBS AG/London                 22.50    6/24/2016    EUR     49.93
UBS AG/London                  4.25   12/23/2016    EUR     69.33
UBS AG/London                 23.00   12/29/2015    EUR     71.29
UBS AG/London                  5.50   12/23/2016    EUR     65.84
UBS AG/London                  4.50   12/23/2016    EUR     67.91
UBS AG/London                 15.50   12/29/2015    EUR     69.92
UBS AG/London                  5.25    6/24/2016    EUR     68.86
UBS AG/London                  4.25    3/29/2016    EUR     73.29
UBS AG/London                 23.50    6/24/2016    EUR     68.48
UBS AG/London                 23.00   12/29/2015    EUR     60.57
UBS AG/London                  7.75   12/22/2017    EUR     51.54
UBS AG/London                 19.25    6/24/2016    EUR     51.67
UBS AG/London                  4.00    6/24/2016    EUR     67.96
UBS AG/London                 23.50   12/29/2015    EUR     74.01
UBS AG/London                 24.50   12/29/2015    EUR     59.07
UBS AG/London                 24.75    3/29/2016    EUR     36.00
UBS AG/London                 18.50   12/29/2015    EUR     35.61
UBS AG/London                  5.75    6/24/2016    EUR     48.94
UBS AG/London                  5.50    3/29/2016    EUR     63.14
UBS AG/London                 10.00    3/29/2016    EUR     61.78
Goldman Sachs & Co Wertpapi    6.00   12/23/2015    EUR     73.60
Goldman Sachs & Co Wertpapi   11.00   12/23/2015    EUR     65.11
Goldman Sachs & Co Wertpapi    8.00   12/23/2015    EUR     68.88
UniCredit Bank AG              4.25    9/12/2017    EUR     70.40
Vontobel Financial Products    5.75   12/28/2015    EUR     56.80
Vontobel Financial Products   13.45   12/28/2015    EUR     66.84
Vontobel Financial Products   18.75   12/28/2015    EUR     60.68
DZ Bank AG Deutsche Zentral    8.00   12/28/2015    EUR     44.07
Vontobel Financial Products    8.05   12/28/2015    EUR     74.87
Goldman Sachs & Co Wertpapi   10.00   12/23/2015    EUR     69.34
Goldman Sachs & Co Wertpapi    9.00   12/23/2015    EUR     57.95
Goldman Sachs & Co Wertpapi    5.00   12/23/2015    EUR     73.28
Goldman Sachs & Co Wertpapi    5.00   12/23/2015    EUR     73.28
Goldman Sachs & Co Wertpapi    7.00   12/23/2015    EUR     60.57
Goldman Sachs & Co Wertpapi    9.00   12/23/2015    EUR     60.92
Goldman Sachs & Co Wertpapi   10.00   12/23/2015    EUR     61.10
Goldman Sachs & Co Wertpapi   10.00   12/23/2015    EUR     61.10
Leonteq Securities AG/Guern    5.00    8/22/2016    CHF     58.49
Vontobel Financial Products    4.95   12/28/2015    EUR     51.03
Vontobel Financial Products    6.20   12/28/2015    EUR     64.16
Commerzbank AG                 5.75    6/23/2016    EUR     75.93
Commerzbank AG                 6.25    6/23/2016    EUR     74.74
Commerzbank AG                 6.75    6/23/2016    EUR     73.58
Commerzbank AG                 7.50    6/23/2016    EUR     72.58
Commerzbank AG                 5.00    6/23/2016    EUR     52.25
Commerzbank AG                 5.75    6/23/2016    EUR     50.91
Commerzbank AG                 6.25    6/23/2016    EUR     49.85
Commerzbank AG                 6.75    6/23/2016    EUR     49.15
Commerzbank AG                 7.25    6/23/2016    EUR     48.34
Commerzbank AG                 8.00    6/23/2016    EUR     47.77
Commerzbank AG                 4.75    6/23/2016    EUR     67.14
Commerzbank AG                 5.50    6/23/2016    EUR     66.12
Commerzbank AG                 6.00    6/23/2016    EUR     64.99
Commerzbank AG                 6.75    6/23/2016    EUR     64.07
DZ Bank AG Deutsche Zentral    5.25   12/28/2015    EUR     72.33
DZ Bank AG Deutsche Zentral    5.75   12/28/2015    EUR     61.63
Credit Suisse AG/Nassau        8.50    2/29/2016    USD     56.64
HSBC Trinkaus & Burkhardt A    6.00   12/28/2015    EUR     73.87
HSBC Trinkaus & Burkhardt A    6.50   12/28/2015    EUR     46.09
DekaBank Deutsche Girozentr    3.40    6/10/2016    EUR     73.54
Glitnir HF                     5.35    5/11/2010    USD     27.13
Diversified Financials Euro    2.18    7/27/2016    EUR     62.22
Glitnir HF                     4.75   10/15/2010    USD     27.13
Glitnir HF                     6.33    7/28/2011    USD     27.13
Glitnir HF                     6.31    7/28/2011    USD     27.13
Glitnir HF                     6.31    7/28/2011    USD     27.13
Glitnir HF                     5.24   12/22/2010    USD     27.13
Lehman Brothers Treasury Co    4.00    8/11/2010    USD     14.88
UBS AG/London                  3.00   12/23/2015    EUR     60.74
Banque Cantonale Vaudoise      1.00     7/7/2016    CHF     21.02
Credit Suisse AG/London        4.00     1/4/2016    EUR     40.79
Vontobel Financial Products    4.35   12/28/2015    EUR     51.64
DekaBank Deutsche Girozentr    3.10     2/5/2018    EUR     59.35
Societe Generale SA            4.00    3/29/2016    EUR     52.26
Leonteq Securities AG/Guern    8.04    4/11/2016    CHF     73.26
DekaBank Deutsche Girozentr    3.45     6/1/2018    EUR     70.64
Credit Suisse AG/London        7.00   10/22/2015    CHF     67.91
Zurcher Kantonalbank Financ    6.33   10/23/2015    CHF     75.42
Leonteq Securities AG/Guern    8.16    4/14/2016    EUR     70.61
Societe Generale Effekten G    2.50    10/7/2016    EUR     58.73
UBS AG                        11.75   12/29/2015    EUR     63.09
UBS AG                         7.00   12/29/2015    EUR     73.38
UBS AG                        22.25   12/29/2015    EUR     56.45
UBS AG                        12.00   12/29/2015    EUR     56.27
UBS AG                        22.25   12/29/2015    EUR     35.04
UBS AG                        22.25   12/29/2015    EUR     71.61
UBS AG                        19.50   12/29/2015    EUR     64.69
UBS AG                        14.50   12/29/2015    EUR     56.32
UBS AG                        16.25   12/29/2015    EUR     52.51
UBS AG                        16.25   12/29/2015    EUR     66.22
UBS AG                        15.25   12/29/2015    EUR     69.36
UBS AG                        24.00   12/29/2015    EUR     60.12
UBS AG                        20.75   12/29/2015    EUR     65.99
UBS AG                        12.50   12/29/2015    EUR     69.11
UBS AG                         9.50   12/29/2015    EUR     63.57
UBS AG                        23.00   12/29/2015    EUR     40.73
UBS AG                        11.25   12/29/2015    EUR     71.92
UBS AG                        14.50   12/29/2015    EUR     77.37
DZ Bank AG Deutsche Zentral    4.00   11/22/2017    EUR     68.97
Barclays Bank PLC              4.17     1/5/2017    EUR     29.51
Barclays Bank PLC              4.17     1/5/2017    EUR     42.32
Notenstein Privatbank AG       7.00   12/16/2015    EUR     51.76
Leonteq Securities AG/Guern    6.70     6/6/2016    USD     54.89
Leonteq Securities AG/Guern    6.58    3/29/2016    EUR     72.70
LBBW                           4.00    3/29/2016    EUR     61.91
LBBW                           5.50    3/29/2016    EUR     57.45
LBBW                           4.00    3/29/2016    EUR     53.32
LBBW                           4.00    3/29/2016    EUR     64.64
LBBW                           5.00    3/29/2016    EUR     75.12
LBBW                           5.00    3/29/2016    EUR     61.84
UniCredit Bank AG              4.40    11/2/2017    EUR     60.91
UniCredit Bank AG              4.30   10/29/2018    EUR     73.21
LBBW                           3.25    6/23/2017    EUR     65.63
DekaBank Deutsche Girozentr    3.40    6/24/2016    EUR     44.28
Glitnir HF                    10.00    6/28/2017    USD     27.13
ExpertGroup OOO/Russia        15.00   12/11/2015    RUB    100.00
Lehman Brothers Treasury Co    4.60   10/11/2017    ILS     14.88
Lehman Brothers Treasury Co    3.00    9/12/2036    JPY     14.88
Goldman Sachs & Co Wertpapi   11.00    4/20/2016    EUR     70.50
Goldman Sachs & Co Wertpapi    8.00    5/25/2016    EUR     67.70
Goldman Sachs & Co Wertpapi   11.00    7/20/2016    EUR     70.88
Goldman Sachs & Co Wertpapi    5.00    8/24/2016    EUR     66.68
Goldman Sachs & Co Wertpapi    6.00    8/24/2016    EUR     67.52
Goldman Sachs & Co Wertpapi   10.00    8/24/2016    EUR     70.89
Goldman Sachs & Co Wertpapi   10.00    8/24/2016    EUR     70.89
Goldman Sachs & Co Wertpapi    3.00    8/24/2016    EUR     47.99
Goldman Sachs & Co Wertpapi    4.00    8/24/2016    EUR     48.83
Goldman Sachs & Co Wertpapi    7.00    8/24/2016    EUR     51.36
Goldman Sachs & Co Wertpapi    8.00    8/24/2016    EUR     52.20
Goldman Sachs & Co Wertpapi   10.00    8/24/2016    EUR     53.89
Goldman Sachs & Co Wertpapi    5.00   12/21/2016    EUR     51.21
DZ Bank AG Deutsche Zentral   12.00   12/18/2015    EUR     65.12
UBS AG                         8.00    9/23/2016    EUR     72.21
UBS AG                         5.50    9/23/2016    EUR     53.49
UBS AG                        11.50    9/23/2016    EUR     62.74
UBS AG                         6.25    9/23/2016    EUR     67.58
UBS AG                        14.50    6/24/2016    EUR     67.54
UBS AG                         7.50    9/23/2016    EUR     52.57
UBS AG                         6.00    9/23/2016    EUR     72.44
UBS AG                        10.50    9/23/2016    EUR     69.57
UBS AG                         9.00    9/23/2016    EUR     64.91
UBS AG                         9.00    6/24/2016    EUR     71.48
UBS AG                         4.25    9/23/2016    EUR     71.77
Vontobel Financial Products    6.70     7/1/2016    EUR     45.12
Vontobel Financial Products    7.35   12/23/2016    EUR     72.70
Vontobel Financial Products    8.30    9/23/2016    EUR     71.83
Vontobel Financial Products    7.45   12/23/2016    EUR     48.93
Vontobel Financial Products    3.05   12/23/2016    EUR     53.46
Vontobel Financial Products    8.30    9/23/2016    EUR     47.76
Vontobel Financial Products    3.15    9/23/2016    EUR     52.80
Vontobel Financial Products    7.50   12/23/2016    EUR     59.25
Vontobel Financial Products    3.75   12/23/2016    EUR     64.00
Vontobel Financial Products    8.40    9/23/2016    EUR     58.14
Vontobel Financial Products    4.05    9/23/2016    EUR     63.43
Goldman Sachs & Co Wertpapi    6.00    4/20/2016    EUR     53.11
Goldman Sachs & Co Wertpapi    7.00    9/21/2016    EUR     54.86
Goldman Sachs & Co Wertpapi   11.00    9/21/2016    EUR     58.53
Goldman Sachs & Co Wertpapi   11.00    9/21/2016    EUR     58.53
Goldman Sachs & Co Wertpapi   11.00    9/21/2016    EUR     58.53
Goldman Sachs & Co Wertpapi    7.00    4/20/2016    EUR     45.55
Goldman Sachs & Co Wertpapi    7.00    9/21/2016    EUR     48.18
Goldman Sachs & Co Wertpapi    9.00    9/21/2016    EUR     50.02
Goldman Sachs & Co Wertpapi    9.00    9/21/2016    EUR     50.02
Goldman Sachs & Co Wertpapi    9.00    9/21/2016    EUR     50.02
Goldman Sachs & Co Wertpapi    9.00    9/21/2016    EUR     50.02
Vontobel Financial Products    6.20     7/1/2016    EUR     44.53
Goldman Sachs & Co Wertpapi   23.00    2/24/2016    EUR     72.59
Goldman Sachs & Co Wertpapi   19.00    3/23/2016    EUR     72.64
Goldman Sachs & Co Wertpapi   18.00    4/20/2016    EUR     73.68
Goldman Sachs & Co Wertpapi    8.00    4/20/2016    EUR     75.63
Goldman Sachs & Co Wertpapi   15.00   12/23/2015    EUR     72.76
Goldman Sachs & Co Wertpapi   19.00   12/23/2015    EUR     70.28
Goldman Sachs & Co Wertpapi   24.00   12/23/2015    EUR     68.25
Goldman Sachs & Co Wertpapi   18.00    1/20/2016    EUR     71.52
Goldman Sachs & Co Wertpapi   22.00    1/20/2016    EUR     69.62
Goldman Sachs & Co Wertpapi   20.00    2/24/2016    EUR     71.07
Goldman Sachs & Co Wertpapi   15.00    3/23/2016    EUR     73.43
Goldman Sachs & Co Wertpapi   21.00    3/23/2016    EUR     52.35
Goldman Sachs & Co Wertpapi    9.00    4/20/2016    EUR     59.14
Goldman Sachs & Co Wertpapi   17.00   12/23/2015    EUR     71.25
Goldman Sachs & Co Wertpapi   24.00    1/20/2016    EUR     67.02
Goldman Sachs & Co Wertpapi   19.00    4/20/2016    EUR     70.44
Goldman Sachs & Co Wertpapi   19.00   12/23/2015    EUR     73.25
Goldman Sachs & Co Wertpapi   21.00    4/20/2016    EUR     72.84
Goldman Sachs & Co Wertpapi    6.00    4/20/2016    EUR     51.16
Commerzbank AG                 6.90    3/18/2016    EUR     55.18
Deutsche Bank AG               4.20   12/22/2015    EUR     73.90
Deutsche Bank AG               6.20   12/22/2015    EUR     74.30
Deutsche Bank AG               4.20    6/21/2016    EUR     74.30
DZ Bank AG Deutsche Zentral    5.75    8/26/2016    EUR     65.59
DZ Bank AG Deutsche Zentral    6.25    8/26/2016    EUR     72.00
Vontobel Financial Products   14.25    3/29/2016    EUR     61.88
Vontobel Financial Products    9.45    3/29/2016    EUR     63.84
Vontobel Financial Products    9.60    6/24/2016    EUR     63.95
Vontobel Financial Products   13.00    6/24/2016    EUR     62.47
Vontobel Financial Products   11.00    9/23/2016    EUR     63.75
Vontobel Financial Products    8.50    9/23/2016    EUR     65.19
Vontobel Financial Products    7.65   12/23/2016    EUR     66.44
Vontobel Financial Products   10.00   12/23/2016    EUR     65.48
DZ Bank AG Deutsche Zentral    6.50   12/19/2016    EUR     74.76
DZ Bank AG Deutsche Zentral    5.50    3/21/2016    EUR     65.39
DZ Bank AG Deutsche Zentral    5.10   12/19/2016    EUR     67.34
DZ Bank AG Deutsche Zentral    5.70   12/19/2016    EUR     66.34
DZ Bank AG Deutsche Zentral    6.80   12/19/2016    EUR     65.87
Commerzbank AG                13.50    4/21/2016    EUR     72.79
Commerzbank AG                12.00    8/25/2016    EUR     74.44
Commerzbank AG                 8.00    3/24/2016    EUR     62.38
Commerzbank AG                 9.00    8/25/2016    EUR     65.15
Commerzbank AG                 6.00    1/21/2016    EUR     61.85
Commerzbank AG                 5.50    4/21/2016    EUR     62.68
Commerzbank AG                 6.00    8/25/2016    EUR     64.17
Zurcher Kantonalbank Financ    7.50    2/27/2017    EUR     67.57
Vontobel Financial Products   10.45    3/29/2016    EUR     65.13
Vontobel Financial Products   13.80    3/29/2016    EUR     64.06
Vontobel Financial Products   14.75    6/24/2016    EUR     65.23
Vontobel Financial Products   12.00    9/23/2016    EUR     66.12
Vontobel Financial Products   10.50   12/23/2016    EUR     67.38
Vontobel Financial Products    8.00   12/23/2016    EUR     68.24
Vontobel Financial Products    6.50   12/23/2016    EUR     68.95
Credit Suisse AG/Nassau        8.75     9/9/2016    EUR     68.49
DZ Bank AG Deutsche Zentral   15.00    3/29/2016    EUR     66.84
DZ Bank AG Deutsche Zentral   12.00    6/24/2016    EUR     69.83
DZ Bank AG Deutsche Zentral    6.25    9/23/2016    EUR     71.39
DZ Bank AG Deutsche Zentral    9.75    9/23/2016    EUR     70.41
DZ Bank AG Deutsche Zentral    7.00   12/23/2016    EUR     69.20
DZ Bank AG Deutsche Zentral    6.75    6/24/2016    EUR     69.84
UniCredit Bank AG             10.00    5/13/2016    EUR     72.56
Vontobel Financial Products   12.70    3/29/2016    EUR     64.63
Vontobel Financial Products    8.80    3/29/2016    EUR     66.37
Vontobel Financial Products   12.00    6/24/2016    EUR     66.57
LBBW                           3.50    2/24/2017    EUR     72.65
LBBW                           4.50    2/24/2017    EUR     71.58
LBBW                           2.00    2/24/2017    EUR     72.93
LBBW                           3.00    2/24/2017    EUR     71.28
LBBW                           4.00    2/24/2017    EUR     70.17
LBBW                           5.00    2/24/2017    EUR     69.34
Vontobel Financial Products    5.60     9/9/2016    EUR     73.13
Vontobel Financial Products    8.60     9/9/2016    EUR     70.96
Vontobel Financial Products   12.00     9/9/2016    EUR     69.61
Vontobel Financial Products    5.90    6/10/2016    EUR     72.46
Vontobel Financial Products    9.70    6/10/2016    EUR     69.91
Vontobel Financial Products   14.35    6/10/2016    EUR     68.40
Vontobel Financial Products   15.90    3/11/2016    EUR     66.78
Vontobel Financial Products    9.35    3/11/2016    EUR     68.95
Vontobel Financial Products    4.30    3/11/2016    EUR     72.28
Vontobel Financial Products    8.55     9/9/2016    EUR     70.91
UBS AG                         4.50    12/9/2016    EUR     72.10
UBS AG                         4.00     9/9/2016    EUR     72.29
UBS AG                         6.30     9/9/2016    EUR     70.62
UBS AG                         5.50    12/9/2016    EUR     71.48
UBS AG                         8.50     9/9/2016    EUR     69.79
UBS AG                         8.00    3/11/2016    EUR     69.65
UBS AG                         7.50    12/9/2016    EUR     70.41
Vontobel Financial Products    4.35    6/10/2016    EUR     70.70
Vontobel Financial Products    7.75     9/9/2016    EUR     69.17
Vontobel Financial Products    8.10    6/10/2016    EUR     67.76
DZ Bank AG Deutsche Zentral    7.50   12/21/2015    EUR     72.29
DZ Bank AG Deutsche Zentral    5.25    3/29/2016    EUR     60.39
DZ Bank AG Deutsche Zentral   16.00    3/29/2016    EUR     56.74
DZ Bank AG Deutsche Zentral    5.50    3/29/2016    EUR     55.95
DZ Bank AG Deutsche Zentral    5.00    3/29/2016    EUR     74.15
DZ Bank AG Deutsche Zentral    6.80   12/21/2015    EUR     75.17
EFG International Finance G    6.40     4/9/2020    EUR     73.19
Notenstein Privatbank AG       8.30   10/17/2016    USD     61.88
Commerzbank AG                 6.50    2/26/2016    EUR     75.51
Commerzbank AG                 6.00    2/26/2016    EUR     58.55
Goldman Sachs & Co Wertpapi    5.00    6/22/2016    EUR     51.89
Goldman Sachs & Co Wertpapi    8.00   11/25/2015    EUR     44.70
Goldman Sachs & Co Wertpapi    8.00   12/23/2015    EUR     45.31
Goldman Sachs & Co Wertpapi   10.00    1/20/2016    EUR     46.42
Goldman Sachs & Co Wertpapi   12.00    1/20/2016    EUR     46.93
Goldman Sachs & Co Wertpapi    6.00    2/24/2016    EUR     45.98
Goldman Sachs & Co Wertpapi   11.00    2/24/2016    EUR     47.71
Goldman Sachs & Co Wertpapi   11.00    2/24/2016    EUR     47.71
Goldman Sachs & Co Wertpapi    7.00    3/23/2016    EUR     46.85
Goldman Sachs & Co Wertpapi   11.00    3/23/2016    EUR     48.54
Goldman Sachs & Co Wertpapi    7.00    6/22/2016    EUR     48.18
Vontobel Financial Products    1.15    6/17/2016    EUR     60.82
Vontobel Financial Products    2.80    6/10/2016    EUR     55.71
Vontobel Financial Products    3.30    6/10/2016    EUR     54.66
Vontobel Financial Products    3.90    6/10/2016    EUR     53.74
Vontobel Financial Products    4.50    6/10/2016    EUR     52.87
Vontobel Financial Products    3.90    6/10/2016    EUR     53.74
Vontobel Financial Products    3.35    6/10/2016    EUR     54.69
Vontobel Financial Products    2.80    6/10/2016    EUR     55.71
Vontobel Financial Products    3.15   12/11/2015    EUR     52.18
Vontobel Financial Products    1.75   12/11/2015    EUR     54.79
Leonteq Securities AG          7.35    3/23/2016    EUR     44.34
Vontobel Financial Products    4.35    3/11/2016    EUR     54.40
Vontobel Financial Products    3.60    3/11/2016    EUR     55.53
Vontobel Financial Products    2.60    3/11/2016    EUR     57.40
Vontobel Financial Products    3.05    6/10/2016    EUR     55.69
Vontobel Financial Products    4.00    6/10/2016    EUR     54.19
Vontobel Financial Products    4.55   12/11/2015    EUR     53.39
Vontobel Financial Products    3.15   12/11/2015    EUR     55.39
Goldman Sachs & Co Wertpapi    8.00   11/25/2015    EUR     48.91
Goldman Sachs & Co Wertpapi   23.00    1/20/2016    EUR     43.51
Vontobel Financial Products    6.20   12/18/2015    EUR     66.34
DZ Bank AG Deutsche Zentral   13.75    2/24/2016    EUR     72.30
Lehman Brothers Treasury Co    4.20    12/3/2008    HKD     16.25
Leonteq Securities AG/Guern    6.11     1/7/2016    EUR     41.34
Leonteq Securities AG/Guern    6.00     1/7/2016    EUR     26.63
UBS AG/London                  4.25   12/23/2016    EUR     74.75
UBS AG/London                 11.75   12/29/2015    EUR     65.21
UBS AG/London                  5.75    3/29/2016    EUR     66.08
UBS AG/London                 24.75   12/29/2015    EUR     68.78
UBS AG/London                 22.00   12/29/2015    EUR     74.20
UBS AG/London                  4.50    6/24/2016    EUR     73.65
UBS AG/London                  8.00   12/29/2015    EUR     66.77
UBS AG/London                 10.75    6/24/2016    EUR     47.05
UBS AG/London                 17.25    3/29/2016    EUR     75.65
UBS AG/London                 23.00    3/29/2016    EUR     67.08
UBS AG/London                 20.75    3/29/2016    EUR     75.63
UBS AG/London                 24.25   12/29/2015    EUR     53.57
UBS AG/London                 14.00   12/23/2016    EUR     54.52
UBS AG/London                  7.50    6/24/2016    EUR     67.19
UBS AG/London                 23.75    6/24/2016    EUR     52.76
UBS AG/London                 13.25    6/24/2016    EUR     54.51
UBS AG/London                 13.75   12/29/2015    EUR     57.67
UBS AG/London                 21.25   12/29/2015    EUR     73.25
UBS AG/London                 22.50    6/24/2016    EUR     71.81
UBS AG/London                 25.00    3/29/2016    EUR     68.77
Deutsche Bank AG               6.20    3/23/2016    EUR     54.44
Deutsche Bank AG               6.20    3/23/2016    EUR     69.35
DZ Bank AG Deutsche Zentral    8.00    6/24/2016    EUR     69.18
DZ Bank AG Deutsche Zentral    8.00    3/29/2016    EUR     75.08
DZ Bank AG Deutsche Zentral    8.25    6/24/2016    EUR     73.87
Bank Julius Baer & Co Ltd/G   16.70    1/22/2016    USD     72.45
Bank Julius Baer & Co Ltd/G   12.80    1/29/2016    USD     44.00
Societe Generale SA            5.10     9/5/2017    EUR     61.66
Commerzbank AG                10.00    1/21/2016    EUR     75.37
Commerzbank AG                11.50    1/21/2016    EUR     58.73
Commerzbank AG                 3.75    1/21/2016    EUR     62.48
Commerzbank AG                 4.50    1/21/2016    EUR     61.00
Commerzbank AG                 4.00    1/21/2016    EUR     70.20
Commerzbank AG                 4.75    1/21/2016    EUR     68.45
Commerzbank AG                 5.50    1/21/2016    EUR     66.77
Commerzbank AG                 6.50    1/21/2016    EUR     65.25
Commerzbank AG                 7.25    1/21/2016    EUR     63.71
Commerzbank AG                 8.25    1/21/2016    EUR     62.34
Commerzbank AG                 9.25    1/21/2016    EUR     61.06
Commerzbank AG                10.25    1/21/2016    EUR     59.84
UBS AG                         4.00   12/23/2016    EUR     72.69
DekaBank Deutsche Girozentr    4.90     9/2/2016    EUR     61.02
Deutsche Bank AG               4.20   10/21/2015    EUR     55.60
Deutsche Bank AG               4.20   10/21/2015    EUR     53.20
Deutsche Bank AG               4.20   11/25/2015    EUR     57.40
Deutsche Bank AG               4.20   11/25/2015    EUR     54.90
Deutsche Bank AG               4.20   10/21/2015    EUR     57.40
Deutsche Bank AG               4.20   10/21/2015    EUR     54.40
Deutsche Bank AG               4.20   11/25/2015    EUR     56.40
Deutsche Bank AG               4.20   11/25/2015    EUR     53.40
Commerzbank AG                11.75   12/24/2015    EUR     69.39
Commerzbank AG                 9.25    1/21/2016    EUR     72.77
Commerzbank AG                12.25    1/21/2016    EUR     68.59
Commerzbank AG                10.50    1/21/2016    EUR     74.92
Vontobel Financial Products   13.55   12/28/2015    EUR     67.88
Commerzbank AG                 8.00   12/24/2015    EUR     70.59
Commerzbank AG                 8.00   12/24/2015    EUR     52.82
Commerzbank AG                 9.50   12/24/2015    EUR     53.19
Commerzbank AG                 6.50   12/24/2015    EUR     51.62
DZ Bank AG Deutsche Zentral    5.50    2/26/2016    EUR     54.80
DZ Bank AG Deutsche Zentral    5.50    2/26/2016    EUR     48.28
DZ Bank AG Deutsche Zentral    6.25    2/26/2016    EUR     65.08
DZ Bank AG Deutsche Zentral    5.00    2/26/2016    EUR     63.98
DZ Bank AG Deutsche Zentral    5.50   12/28/2015    EUR     52.40
Vontobel Financial Products    9.75   12/28/2015    EUR     74.33
Vontobel Financial Products    9.45   12/28/2015    EUR     51.00
DZ Bank AG Deutsche Zentral    7.00   12/21/2015    EUR     51.66
Zurcher Kantonalbank Financ    8.00    2/18/2016    EUR     51.54
Vontobel Financial Products    6.50    3/29/2016    EUR     72.63
Raiffeisen Centrobank AG       6.70    3/13/2017    EUR     50.65
HSBC Trinkaus & Burkhardt A   13.70    3/25/2016    EUR     68.01
HSBC Trinkaus & Burkhardt A   11.50    3/25/2016    EUR     70.41
HSBC Trinkaus & Burkhardt A    9.40    3/25/2016    EUR     73.14
HSBC Trinkaus & Burkhardt A   11.20   11/27/2015    EUR     71.60
HSBC Trinkaus & Burkhardt A    9.80    2/26/2016    EUR     72.85
HSBC Trinkaus & Burkhardt A   13.30    3/25/2016    EUR     68.50
HSBC Trinkaus & Burkhardt A   10.20    3/25/2016    EUR     71.45
HSBC Trinkaus & Burkhardt A    9.10    2/26/2016    EUR     72.80
HSBC Trinkaus & Burkhardt A    8.50   12/28/2015    EUR     56.19
HSBC Trinkaus & Burkhardt A   12.50    3/25/2016    EUR     53.49
HSBC Trinkaus & Burkhardt A   11.70   10/23/2015    EUR     51.02
HSBC Trinkaus & Burkhardt A   11.00   11/27/2015    EUR     53.48
HSBC Trinkaus & Burkhardt A    6.80    1/22/2016    EUR     58.75
HSBC Trinkaus & Burkhardt A    9.70    2/26/2016    EUR     55.68
HSBC Trinkaus & Burkhardt A    6.70    2/26/2016    EUR     59.27
HSBC Trinkaus & Burkhardt A   12.60    3/25/2016    EUR     74.46
HSBC Trinkaus & Burkhardt A   12.40    3/25/2016    EUR     51.26
HSBC Trinkaus & Burkhardt A    6.60    3/25/2016    EUR     55.45
HSBC Trinkaus & Burkhardt A    9.90   11/27/2015    EUR     51.64
HSBC Trinkaus & Burkhardt A    8.70    2/26/2016    EUR     53.61
HSBC Trinkaus & Burkhardt A   11.70    3/25/2016    EUR     53.37
HSBC Trinkaus & Burkhardt A    9.30    3/25/2016    EUR     54.81
HSBC Trinkaus & Burkhardt A    8.30   11/27/2015    EUR     54.52
HSBC Trinkaus & Burkhardt A    7.30    2/26/2016    EUR     56.12
HSBC Trinkaus & Burkhardt A   10.60   12/28/2015    EUR     61.79
HSBC Trinkaus & Burkhardt A    6.40   12/28/2015    EUR     67.20
HSBC Trinkaus & Burkhardt A   13.60    3/25/2016    EUR     59.86
HSBC Trinkaus & Burkhardt A   11.00    3/25/2016    EUR     62.08
HSBC Trinkaus & Burkhardt A    7.40    3/25/2016    EUR     65.97
HSBC Trinkaus & Burkhardt A   11.40   11/27/2015    EUR     60.50
HSBC Trinkaus & Burkhardt A   10.10    2/26/2016    EUR     62.84
HSBC Trinkaus & Burkhardt A   14.00    3/25/2016    EUR     74.00
HSBC Trinkaus & Burkhardt A   12.50   10/23/2015    EUR     74.72
Commerzbank AG                 7.30     2/5/2016    EUR     60.47
Leonteq Securities AG         20.00    2/23/2016    USD     46.77
Vontobel Financial Products   10.75   12/28/2015    EUR     58.94
Vontobel Financial Products    9.25   12/28/2015    EUR     49.79
Vontobel Financial Products    7.55    7/22/2016    EUR     53.73
Goldman Sachs & Co Wertpapi   16.00   11/25/2015    EUR     53.86
Goldman Sachs & Co Wertpapi   11.00   12/23/2015    EUR     50.02
Goldman Sachs & Co Wertpapi   11.00   12/23/2015    EUR     50.02
Goldman Sachs & Co Wertpapi   11.00   12/23/2015    EUR     50.02
Goldman Sachs & Co Wertpapi   21.00   11/25/2015    EUR     74.39
Goldman Sachs & Co Wertpapi   23.00    1/20/2016    EUR     72.35
Goldman Sachs & Co Wertpapi   21.00    2/24/2016    EUR     73.88
Goldman Sachs & Co Wertpapi   23.00   12/23/2015    EUR     74.17
Zurcher Kantonalbank Financ    6.82    2/19/2016    EUR     56.11
Deutsche Bank AG/London        1.75     9/9/2016    EUR      0.00
Bank Julius Baer & Co Ltd/G    8.40    2/19/2016    EUR     63.95
Zurcher Kantonalbank Financ   11.00    8/25/2016    EUR     57.11
Bank Julius Baer & Co Ltd/G    8.25    2/17/2016    EUR     49.30
Leonteq Securities AG         10.40    8/26/2016    CHF     55.92
DZ Bank AG Deutsche Zentral    9.75   12/28/2015    EUR     75.49
DZ Bank AG Deutsche Zentral    7.50    3/29/2016    EUR     76.01
DZ Bank AG Deutsche Zentral    9.25    6/24/2016    EUR     76.02
DZ Bank AG Deutsche Zentral    5.50    2/26/2016    EUR     54.90
DZ Bank AG Deutsche Zentral    9.50    2/26/2016    EUR     51.31
DZ Bank AG Deutsche Zentral    7.00    2/26/2016    EUR     63.65
DZ Bank AG Deutsche Zentral   11.50    2/26/2016    EUR     59.19
DZ Bank AG Deutsche Zentral    3.20   12/18/2015    EUR     57.77
DZ Bank AG Deutsche Zentral    6.00   12/28/2015    EUR     64.59
DZ Bank AG Deutsche Zentral    6.75    3/29/2016    EUR     65.81
DZ Bank AG Deutsche Zentral    6.50    6/24/2016    EUR     65.80
DZ Bank AG Deutsche Zentral    7.00   12/28/2015    EUR     51.79
DZ Bank AG Deutsche Zentral    7.00    6/24/2016    EUR     54.55
DZ Bank AG Deutsche Zentral    5.75    3/29/2016    EUR     57.44
DZ Bank AG Deutsche Zentral    8.00    6/24/2016    EUR     74.44
DZ Bank AG Deutsche Zentral    6.75    6/24/2016    EUR     55.34
Vontobel Financial Products   12.15   12/28/2015    EUR     56.75
JP Morgan Structured Produc    5.70    2/18/2016    EUR     70.06
Vontobel Financial Products   11.55   12/28/2015    EUR     67.50
DZ Bank AG Deutsche Zentral    6.50   12/21/2015    EUR     73.74
DZ Bank AG Deutsche Zentral    6.50    3/21/2016    EUR     74.33
Vontobel Financial Products    7.50    3/29/2016    EUR     52.78
Vontobel Financial Products    6.75    3/29/2016    EUR     47.09
Vontobel Financial Products    5.50    3/29/2016    EUR     47.02
Commerzbank AG                 5.24    2/16/2017    EUR     54.17
Banque Cantonale Vaudoise/G    7.50    2/17/2016    EUR     52.50
Goldman Sachs & Co Wertpapi    5.00   11/25/2015    EUR     55.05
Goldman Sachs & Co Wertpapi   25.00   11/25/2015    EUR     72.57
UBS AG/London                 10.75    2/18/2016    CHF     61.62
UBS AG/London                 13.50    2/18/2016    CHF     61.60
Bank Julius Baer & Co Ltd/G    5.40    2/19/2016    CHF     69.00
Leonteq Securities AG          7.80    2/27/2017    EUR     54.41
Leonteq Securities AG          9.00     3/2/2016    EUR     70.29
Bank Julius Baer & Co Ltd/G   13.20    2/26/2016    USD     64.65
Bank Julius Baer & Co Ltd/G   14.00    2/26/2016    USD     64.85
Vontobel Financial Products   12.00   10/23/2015    EUR     72.53
Vontobel Financial Products   11.45   12/28/2015    EUR     63.96
HSBC Trinkaus & Burkhardt A    9.50    6/24/2016    EUR     75.32
HSBC Trinkaus & Burkhardt A   11.60   11/27/2015    EUR     74.03
HSBC Trinkaus & Burkhardt A    9.90    2/26/2016    EUR     75.38
HSBC Trinkaus & Burkhardt A    7.80   12/28/2015    EUR     61.22
HSBC Trinkaus & Burkhardt A   12.20    3/25/2016    EUR     57.43
HSBC Trinkaus & Burkhardt A   10.20    6/24/2016    EUR     59.82
HSBC Trinkaus & Burkhardt A    6.40    6/24/2016    EUR     64.52
HSBC Trinkaus & Burkhardt A    6.20   10/23/2015    EUR     61.11
HSBC Trinkaus & Burkhardt A   12.60   11/27/2015    EUR     55.92
HSBC Trinkaus & Burkhardt A    6.10   11/27/2015    EUR     63.25
HSBC Trinkaus & Burkhardt A    6.00    1/22/2016    EUR     63.94
HSBC Trinkaus & Burkhardt A   10.90    2/26/2016    EUR     58.33
HSBC Trinkaus & Burkhardt A    6.00    2/26/2016    EUR     64.34
Deutsche Bank AG               4.20   12/22/2015    EUR     56.70
Deutsche Bank AG               4.20   12/22/2015    EUR     53.70
Deutsche Bank AG               4.20    3/22/2016    EUR     57.50
Deutsche Bank AG               6.20    3/22/2016    EUR     55.50
Deutsche Bank AG               5.20    3/22/2016    EUR     55.10
Deutsche Bank AG               4.20    3/22/2016    EUR     54.70
Deutsche Bank AG               4.20    6/21/2016    EUR     58.40
Deutsche Bank AG               4.20    6/21/2016    EUR     55.60
Deutsche Bank AG               6.20    6/21/2016    EUR     57.00
Deutsche Bank AG               5.20    6/21/2016    EUR     56.30
Deutsche Bank AG               4.20    1/19/2016    EUR     76.00
Deutsche Bank AG               6.20    1/19/2016    EUR     73.90
Deutsche Bank AG               4.20    1/19/2016    EUR     73.40
Deutsche Bank AG               5.20    1/19/2016    EUR     73.70
Deutsche Bank AG               6.20    1/19/2016    EUR     71.40
Deutsche Bank AG               4.20    1/19/2016    EUR     70.90
Deutsche Bank AG               5.20    1/19/2016    EUR     71.20
Deutsche Bank AG               5.20    1/19/2016    EUR     60.90
Deutsche Bank AG               4.20    1/19/2016    EUR     60.60
Deutsche Bank AG               6.20    1/19/2016    EUR     61.10
Deutsche Bank AG               4.20    1/19/2016    EUR     58.00
Deutsche Bank AG               5.20    1/19/2016    EUR     58.20
Deutsche Bank AG               6.20    1/19/2016    EUR     58.50
Deutsche Bank AG               4.20    1/19/2016    EUR     55.50
Deutsche Bank AG               5.20    1/19/2016    EUR     55.80
Deutsche Bank AG               6.20    1/19/2016    EUR     56.00
Deutsche Bank AG               4.20    1/19/2016    EUR     56.90
Deutsche Bank AG               5.20    1/19/2016    EUR     57.20
Deutsche Bank AG               4.20    1/19/2016    EUR     54.00
Deutsche Bank AG               6.20    1/19/2016    EUR     54.50
Deutsche Bank AG               5.20    1/19/2016    EUR     54.30
DZ Bank AG Deutsche Zentral    6.00    3/21/2016    EUR     52.94
DZ Bank AG Deutsche Zentral    8.50   12/21/2015    EUR     58.08
DZ Bank AG Deutsche Zentral    7.30    3/21/2016    EUR     59.49
DZ Bank AG Deutsche Zentral    5.20   12/21/2015    EUR     53.40
DZ Bank AG Deutsche Zentral    5.60   12/21/2015    EUR     52.46
DZ Bank AG Deutsche Zentral    6.60   12/21/2015    EUR     51.62
Vontobel Financial Products    7.00    2/26/2016    EUR     49.40
Vontobel Financial Products    8.00    2/26/2016    EUR     51.66
Landesbank Hessen-Thueringe    4.25    5/27/2016    EUR     65.20
Credit Suisse AG/Nassau        8.00    2/11/2016    EUR     50.16
DZ Bank AG Deutsche Zentral    8.25    3/29/2016    EUR     69.99
DZ Bank AG Deutsche Zentral    8.00    6/24/2016    EUR     70.10
DZ Bank AG Deutsche Zentral    8.25    3/29/2016    EUR     56.09
DZ Bank AG Deutsche Zentral    9.00    6/24/2016    EUR     56.86
DZ Bank AG Deutsche Zentral    9.75   12/28/2015    EUR     54.40
DZ Bank AG Deutsche Zentral    5.50    6/24/2016    EUR     53.53
DZ Bank AG Deutsche Zentral    5.75    6/24/2016    EUR     53.70
BNP Paribas Emissions- und     3.00    7/21/2016    EUR     70.60
BNP Paribas Emissions- und     4.50    7/21/2016    EUR     67.92
BNP Paribas Emissions- und     6.00    7/21/2016    EUR     67.46
BNP Paribas Emissions- und     6.50    7/21/2016    EUR     64.79
BNP Paribas Emissions- und     6.50   10/22/2015    EUR     65.03
BNP Paribas Emissions- und     4.50    1/21/2016    EUR     68.22
BNP Paribas Emissions- und     5.00    1/21/2016    EUR     65.71
BNP Paribas Emissions- und     6.50    1/21/2016    EUR     63.63
Societe Generale SA            2.95     8/1/2016    USD     66.15
BNP Paribas Emissions- und     6.00    1/21/2016    EUR     54.59
Landesbank Hessen-Thueringe    8.25     3/6/2020    EUR     56.19
DZ Bank AG Deutsche Zentral    6.25    3/21/2016    EUR     52.99
DZ Bank AG Deutsche Zentral    5.75    3/21/2016    EUR     53.09
DZ Bank AG Deutsche Zentral    6.75   12/28/2015    EUR     51.78
Vontobel Financial Products    5.05    1/15/2016    EUR     57.70
Vontobel Financial Products    8.60   12/11/2015    EUR     53.98
Vontobel Financial Products    5.15    3/11/2016    EUR     58.42
Vontobel Financial Products    7.50    3/11/2016    EUR     55.68
Vontobel Financial Products    6.25   12/11/2015    EUR     60.52
Vontobel Financial Products    4.80   12/11/2015    EUR     63.26
Vontobel Financial Products    4.95    3/11/2016    EUR     64.17
Vontobel Financial Products    6.10    3/11/2016    EUR     61.81
HSBC Trinkaus & Burkhardt A   11.70   10/23/2015    EUR     71.35
HSBC Trinkaus & Burkhardt A   10.00    1/22/2016    EUR     72.40
HSBC Trinkaus & Burkhardt A   12.80   12/28/2015    EUR     48.23
HSBC Trinkaus & Burkhardt A    7.00    3/25/2016    EUR     53.29
HSBC Trinkaus & Burkhardt A    7.50    1/22/2016    EUR     52.50
HSBC Trinkaus & Burkhardt A   14.80   10/23/2015    EUR     70.88
HSBC Trinkaus & Burkhardt A   13.00    1/22/2016    EUR     70.29
HSBC Trinkaus & Burkhardt A   13.60   12/28/2015    EUR     68.02
HSBC Trinkaus & Burkhardt A    9.40    1/22/2016    EUR     72.34
HSBC Trinkaus & Burkhardt A    8.10   12/28/2015    EUR     58.59
HSBC Trinkaus & Burkhardt A    9.10    3/25/2016    EUR     58.33
HSBC Trinkaus & Burkhardt A    6.20    3/25/2016    EUR     62.10
HSBC Trinkaus & Burkhardt A   11.10   10/23/2015    EUR     53.17
HSBC Trinkaus & Burkhardt A    6.60   10/23/2015    EUR     58.17
HSBC Trinkaus & Burkhardt A    6.50   11/27/2015    EUR     60.47
HSBC Trinkaus & Burkhardt A    9.70    1/22/2016    EUR     57.04
HSBC Trinkaus & Burkhardt A    6.40    1/22/2016    EUR     61.31
HSBC Trinkaus & Burkhardt A   13.50   12/28/2015    EUR     50.97
HSBC Trinkaus & Burkhardt A    8.50   10/23/2015    EUR     54.46
HSBC Trinkaus & Burkhardt A    7.40    1/22/2016    EUR     55.52
HSBC Trinkaus & Burkhardt A   15.60   12/28/2015    EUR     57.00
HSBC Trinkaus & Burkhardt A   11.80   10/23/2015    EUR     60.71
HSBC Trinkaus & Burkhardt A   10.30    1/22/2016    EUR     61.94
HSBC Trinkaus & Burkhardt A   13.70   12/28/2015    EUR     75.05
Vontobel Financial Products    3.10     4/8/2016    EUR     60.45
Vontobel Financial Products    3.70     4/8/2016    EUR     59.13
Vontobel Financial Products    6.15    6/10/2016    EUR     56.56
Vontobel Financial Products    6.85    6/10/2016    EUR     55.70
Vontobel Financial Products    7.60    6/10/2016    EUR     54.94
Vontobel Financial Products    6.65    6/10/2016    EUR     61.65
Vontobel Financial Products    9.05    6/10/2016    EUR     58.47
Vontobel Financial Products   11.85   12/11/2015    EUR     67.04
Vontobel Financial Products    8.00    12/7/2015    EUR     50.17
Commerzbank AG                 5.00    1/21/2016    EUR     57.28
Commerzbank AG                 6.00    1/21/2016    EUR     64.05
Leonteq Securities AG          6.00    2/20/2017    CHF     58.01
Goldman Sachs & Co Wertpapi    9.00    2/24/2016    EUR     53.56
Goldman Sachs & Co Wertpapi    9.00    2/24/2016    EUR     53.56
Goldman Sachs & Co Wertpapi    9.00    3/23/2016    EUR     54.21
Goldman Sachs & Co Wertpapi    9.00    3/23/2016    EUR     54.21
Goldman Sachs & Co Wertpapi    9.00    6/22/2016    EUR     55.92
Vontobel Financial Products    6.00     2/5/2016    EUR     50.71
Vontobel Financial Products    6.00    6/10/2016    EUR     52.46
Commerzbank AG                 5.00    2/25/2016    EUR     49.38
DZ Bank AG Deutsche Zentral    6.25    1/20/2016    EUR     52.03
Goldman Sachs & Co Wertpapi   25.00   10/21/2015    EUR     72.74
Goldman Sachs & Co Wertpapi   24.00   10/21/2015    EUR     74.45
Goldman Sachs & Co Wertpapi   23.00   12/23/2015    EUR     66.43
Goldman Sachs & Co Wertpapi   22.00    1/20/2016    EUR     67.96
Goldman Sachs & Co Wertpapi   17.00    2/24/2016    EUR     72.23
Goldman Sachs & Co Wertpapi   21.00    2/24/2016    EUR     68.93
Goldman Sachs & Co Wertpapi   17.00    6/22/2016    EUR     73.11
Goldman Sachs & Co Wertpapi   22.00    1/20/2016    EUR     46.00
Goldman Sachs & Co Wertpapi   22.00    2/24/2016    EUR     63.45
Goldman Sachs & Co Wertpapi   17.00    6/22/2016    EUR     51.91
Vontobel Financial Products    8.25   12/28/2015    EUR     74.05
Vontobel Financial Products    8.45   12/28/2015    EUR     54.35
Vontobel Financial Products    8.75    3/11/2016    EUR     70.25
Vontobel Financial Products    6.85   12/28/2015    EUR     68.65
Vontobel Financial Products   11.50   12/28/2015    EUR     54.36
Vontobel Financial Products    8.65   12/28/2015    EUR     52.08
Vontobel Financial Products    9.80   12/28/2015    EUR     51.07
Vontobel Financial Products    6.30   12/11/2015    EUR     49.99
Bank Julius Baer & Co Ltd/G   11.10     2/5/2016    USD     71.85
UniCredit Bank AG              4.00    6/24/2016    EUR     55.56
UniCredit Bank AG              4.00    6/24/2016    EUR     53.52
Commerzbank AG                 6.50    1/21/2016    EUR     73.72
Commerzbank AG                 5.00    1/21/2016    EUR     52.02
Commerzbank AG                 6.00    1/21/2016    EUR     57.42
Leonteq Securities AG          9.00    2/16/2016    EUR     65.50
Commerzbank AG                10.00   12/24/2015    EUR     73.70
Commerzbank AG                10.75    1/21/2016    EUR     72.80
UBS AG/London                  4.30    3/11/2016    EUR     67.78
Deutsche Bank AG               5.20   11/25/2015    EUR     70.70
UBS AG/London                 13.00     2/4/2016    CHF     74.38
Vontobel Financial Products    6.70     2/9/2016    EUR     51.68
Vontobel Financial Products    6.00     2/4/2016    EUR     57.42
Commerzbank AG                 5.25    1/21/2016    EUR     59.60
Commerzbank AG                 6.25    1/21/2016    EUR     58.35
Commerzbank AG                 7.25    1/21/2016    EUR     57.16
Commerzbank AG                 8.25    1/21/2016    EUR     56.05
Commerzbank AG                 4.25    1/21/2016    EUR     64.83
Commerzbank AG                 5.25    1/21/2016    EUR     63.43
Commerzbank AG                 6.00    1/21/2016    EUR     62.03
Commerzbank AG                 7.25    1/21/2016    EUR     60.83
Commerzbank AG                 8.25    1/21/2016    EUR     59.64
BNP Paribas Emissions- und     5.40    2/25/2016    EUR     51.66
Leonteq Securities AG         12.00    1/27/2016    AUD     65.66
Vontobel Financial Products    6.75   12/11/2015    EUR     76.81
Commerzbank AG                 8.50    1/21/2016    EUR     69.47
Commerzbank AG                10.50    1/21/2016    EUR     66.50
Commerzbank AG                12.75    1/21/2016    EUR     63.92
Commerzbank AG                11.75    1/21/2016    EUR     71.20
Commerzbank AG                14.75    1/21/2016    EUR     67.00
Commerzbank AG                 9.25    1/21/2016    EUR     66.72
Commerzbank AG                11.50    1/21/2016    EUR     64.08
Commerzbank AG                10.25    1/21/2016    EUR     46.61
Commerzbank AG                 7.25    1/21/2016    EUR     49.42
Leonteq Securities AG         10.20     2/2/2016    USD     64.10
DZ Bank AG Deutsche Zentral    5.25    2/26/2016    EUR     67.38
Vontobel Financial Products    7.50    2/26/2016    EUR     58.38
Vontobel Financial Products    6.50    2/26/2016    EUR     54.97
HSBC Trinkaus & Burkhardt A    5.00    1/30/2018    EUR     55.81
DZ Bank AG Deutsche Zentral    6.60   12/21/2015    EUR     62.45
DZ Bank AG Deutsche Zentral    8.10   12/21/2015    EUR     60.62
DZ Bank AG Deutsche Zentral    8.80   12/21/2015    EUR     59.50
DZ Bank AG Deutsche Zentral    5.60    3/21/2016    EUR     63.34
DZ Bank AG Deutsche Zentral    6.70    3/21/2016    EUR     61.78
DZ Bank AG Deutsche Zentral    7.50    3/21/2016    EUR     60.91
DZ Bank AG Deutsche Zentral    6.10   12/21/2015    EUR     55.57
DZ Bank AG Deutsche Zentral    5.30    3/21/2016    EUR     56.63
DZ Bank AG Deutsche Zentral    9.25   12/21/2015    EUR     52.04
DZ Bank AG Deutsche Zentral    7.25    3/21/2016    EUR     53.40
DZ Bank AG Deutsche Zentral    9.50   12/21/2015    EUR     55.42
DZ Bank AG Deutsche Zentral    8.00   12/21/2015    EUR     55.17
DZ Bank AG Deutsche Zentral    8.75    3/21/2016    EUR     57.35
DZ Bank AG Deutsche Zentral    7.75    3/21/2016    EUR     56.93
Commerzbank AG                 8.00    1/21/2016    EUR     57.27
Commerzbank AG                10.50    1/21/2016    EUR     56.58
Commerzbank AG                 8.50   10/22/2015    EUR     53.62
Commerzbank AG                 8.00    1/21/2016    EUR     52.42
Commerzbank AG                 2.00     2/3/2016    EUR     51.84
UBS AG/London                 11.75   12/28/2015    CHF     69.05
UBS AG/London                  9.00   12/28/2015    CHF     70.20
BNP Paribas Emissions- und    13.00   12/24/2015    EUR     56.80
BNP Paribas Emissions- und     5.50    3/24/2016    EUR     67.74
BNP Paribas Emissions- und     7.00    3/24/2016    EUR     65.35
BNP Paribas Emissions- und    11.00    3/24/2016    EUR     59.19
BNP Paribas Emissions- und    14.00    3/24/2016    EUR     56.16
BNP Paribas Emissions- und     6.50    6/23/2016    EUR     67.76
BNP Paribas Emissions- und     8.50    6/23/2016    EUR     63.60
BNP Paribas Emissions- und    10.00    6/23/2016    EUR     62.13
BNP Paribas Emissions- und    11.00    6/23/2016    EUR     60.49
BNP Paribas Emissions- und    14.00    6/23/2016    EUR     58.37
BNP Paribas Emissions- und     5.50   12/22/2016    EUR     68.55
BNP Paribas Emissions- und     7.50   12/22/2016    EUR     65.75
BNP Paribas Emissions- und    10.00   12/22/2016    EUR     62.09
DZ Bank AG Deutsche Zentral    5.50    8/26/2016    EUR     58.14
DZ Bank AG Deutsche Zentral    5.00    8/26/2016    EUR     65.46
DZ Bank AG Deutsche Zentral    5.75   12/23/2016    EUR     69.74
DZ Bank AG Deutsche Zentral    5.25   12/23/2016    EUR     75.41
DZ Bank AG Deutsche Zentral    5.75   12/23/2016    EUR     65.96
Bank Julius Baer & Co Ltd/G    6.70     8/4/2016    EUR     57.10
Commerzbank AG                 7.75    6/23/2016    EUR     61.41
Commerzbank AG                 9.75    6/23/2016    EUR     59.88
Commerzbank AG                12.00    6/23/2016    EUR     58.79
Deutsche Bank AG               5.34    6/30/2016    EUR     51.20
Vontobel Financial Products    6.00    6/24/2016    EUR     52.61
Commerzbank AG                 8.50   11/26/2015    EUR     65.33
Vontobel Financial Products    5.50    1/15/2016    EUR     52.24
Goldman Sachs & Co Wertpapi   12.00   11/25/2015    EUR     64.36
Goldman Sachs & Co Wertpapi   11.00   12/23/2015    EUR     65.02
Goldman Sachs & Co Wertpapi   11.00   12/23/2015    EUR     65.02
Goldman Sachs & Co Wertpapi   11.00    1/20/2016    EUR     65.76
Goldman Sachs & Co Wertpapi    6.00    6/22/2016    EUR     64.05
Goldman Sachs & Co Wertpapi    7.00    1/20/2016    EUR     46.58
Goldman Sachs & Co Wertpapi    9.00    1/20/2016    EUR     58.30
Goldman Sachs & Co Wertpapi    9.00    1/20/2016    EUR     58.30
UBS AG/London                 10.75   12/17/2015    CHF     68.81
Vontobel Financial Products    5.90   12/28/2015    EUR     61.93
Bank Julius Baer & Co Ltd/G   10.00   10/23/2015    EUR     48.60
Vontobel Financial Products    8.70   12/28/2015    EUR     50.96
Vontobel Financial Products    5.05   12/11/2015    EUR     72.68
Vontobel Financial Products    6.15   12/11/2015    EUR     70.41
DZ Bank AG Deutsche Zentral    7.00   12/11/2015    EUR     61.54
Notenstein Privatbank AG      10.00    4/29/2016    CHF     67.09
Notenstein Privatbank AG       8.50   10/31/2016    EUR     73.03
Goldman Sachs & Co Wertpapi    4.00   10/21/2015    EUR     71.76
Goldman Sachs & Co Wertpapi    6.00   10/21/2015    EUR     71.77
Goldman Sachs & Co Wertpapi    7.00   10/21/2015    EUR     71.78
Goldman Sachs & Co Wertpapi   10.00   10/21/2015    EUR     71.80
Goldman Sachs & Co Wertpapi   12.00   10/21/2015    EUR     71.81
Goldman Sachs & Co Wertpapi    4.00   11/25/2015    EUR     73.12
Goldman Sachs & Co Wertpapi    7.00   11/25/2015    EUR     73.42
Goldman Sachs & Co Wertpapi    7.00   12/23/2015    EUR     73.63
Goldman Sachs & Co Wertpapi   11.00   12/23/2015    EUR     74.33
Goldman Sachs & Co Wertpapi    4.00    3/23/2016    EUR     73.10
Goldman Sachs & Co Wertpapi    6.00   10/21/2015    EUR     46.93
Goldman Sachs & Co Wertpapi    7.00   10/21/2015    EUR     46.93
Goldman Sachs & Co Wertpapi    8.00   10/21/2015    EUR     46.94
Goldman Sachs & Co Wertpapi   10.00   10/21/2015    EUR     46.95
Goldman Sachs & Co Wertpapi   12.00   10/21/2015    EUR     46.96
Goldman Sachs & Co Wertpapi   12.00   10/21/2015    EUR     46.96
Goldman Sachs & Co Wertpapi   12.00   10/21/2015    EUR     46.96
Goldman Sachs & Co Wertpapi    8.00   11/25/2015    EUR     49.05
Goldman Sachs & Co Wertpapi   10.00   11/25/2015    EUR     49.25
Goldman Sachs & Co Wertpapi    6.00   12/23/2015    EUR     49.31
Goldman Sachs & Co Wertpapi    7.00   12/23/2015    EUR     49.48
Goldman Sachs & Co Wertpapi    8.00   12/23/2015    EUR     49.66
Goldman Sachs & Co Wertpapi   10.00   12/23/2015    EUR     50.01
Goldman Sachs & Co Wertpapi   11.00   12/23/2015    EUR     50.18
Goldman Sachs & Co Wertpapi   11.00   12/23/2015    EUR     50.18
Goldman Sachs & Co Wertpapi    7.00    3/23/2016    EUR     51.17
Goldman Sachs & Co Wertpapi   12.00   10/21/2015    EUR     71.81
Goldman Sachs & Co Wertpapi   11.00   12/23/2015    EUR     74.47
Goldman Sachs & Co Wertpapi   10.00    3/23/2016    EUR     76.00
Goldman Sachs & Co Wertpapi    5.00   10/21/2015    EUR     58.09
Goldman Sachs & Co Wertpapi    7.00   10/21/2015    EUR     55.46
Goldman Sachs & Co Wertpapi    8.00   10/21/2015    EUR     53.06
Goldman Sachs & Co Wertpapi    5.00   11/25/2015    EUR     60.27
Goldman Sachs & Co Wertpapi    8.00   11/25/2015    EUR     55.38
Goldman Sachs & Co Wertpapi   10.00   11/25/2015    EUR     51.22
Goldman Sachs & Co Wertpapi   13.00   11/25/2015    EUR     47.80
Goldman Sachs & Co Wertpapi    6.00   12/23/2015    EUR     58.11
Goldman Sachs & Co Wertpapi   10.00   12/23/2015    EUR     52.01
Goldman Sachs & Co Wertpapi   13.00   12/23/2015    EUR     48.83
Goldman Sachs & Co Wertpapi    5.00    3/23/2016    EUR     61.74
Goldman Sachs & Co Wertpapi    6.00    3/23/2016    EUR     59.56
Goldman Sachs & Co Wertpapi    7.00    3/23/2016    EUR     57.58
Goldman Sachs & Co Wertpapi   10.00    3/23/2016    EUR     52.65
Goldman Sachs & Co Wertpapi   11.00    3/23/2016    EUR     51.30
Commerzbank AG                 8.50   10/22/2015    EUR     71.86
Commerzbank AG                 8.00   10/22/2015    EUR     64.87
Commerzbank AG                 8.50   10/22/2015    EUR     46.79
Commerzbank AG                 9.00   10/22/2015    EUR     64.33
Deutsche Bank AG               7.20   12/22/2015    EUR     55.80
Deutsche Bank AG               6.20   12/22/2015    EUR     55.60
Deutsche Bank AG               5.20   12/22/2015    EUR     55.40
Deutsche Bank AG               7.20   12/22/2015    EUR     53.50
Deutsche Bank AG               7.20   12/22/2015    EUR     51.40
Deutsche Bank AG               8.20   12/22/2015    EUR     51.60
DZ Bank AG Deutsche Zentral    7.75   11/27/2015    EUR     56.57
DZ Bank AG Deutsche Zentral    4.90   12/11/2015    EUR     69.86
UniCredit Bank AG              4.05   10/22/2015    EUR     67.48
UniCredit Bank AG              4.70   10/22/2015    EUR     74.46
UniCredit Bank AG              4.20   10/22/2015    EUR     44.37
UniCredit Bank AG              4.20   10/22/2015    EUR     70.85
UniCredit Bank AG              4.80   10/22/2015    EUR     41.49
UniCredit Bank AG              4.20   10/22/2015    EUR     66.85
UniCredit Bank AG              4.75   10/22/2015    EUR     64.64
UniCredit Bank AG              4.60   10/22/2015    EUR     67.91
UniCredit Bank AG              4.85   10/22/2015    EUR     64.26
UniCredit Bank AG              4.45   10/22/2015    EUR     65.83
UniCredit Bank AG              4.10   10/22/2015    EUR     67.27
UniCredit Bank AG              4.50   10/22/2015    EUR     65.63
UniCredit Bank AG              4.40   10/22/2015    EUR     69.84
UniCredit Bank AG              4.00   10/22/2015    EUR     71.85
UniCredit Bank AG              5.40   10/22/2015    EUR     61.85
UniCredit Bank AG              5.05   10/22/2015    EUR     63.50
UniCredit Bank AG              4.30   10/22/2015    EUR     66.44
UniCredit Bank AG              4.80   10/22/2015    EUR     64.45
UniCredit Bank AG              4.80   10/22/2015    EUR     73.67
UniCredit Bank AG              5.35   10/22/2015    EUR     62.24
UniCredit Bank AG              4.90   10/22/2015    EUR     72.90
UniCredit Bank AG              4.50   10/22/2015    EUR     68.86
UniCredit Bank AG              4.80   10/22/2015    EUR     66.98
UniCredit Bank AG              4.90   10/22/2015    EUR     64.06
UniCredit Bank AG              5.15   10/22/2015    EUR     63.12
UniCredit Bank AG              4.35   10/22/2015    EUR     66.23
UniCredit Bank AG              5.45   10/22/2015    EUR     61.50
UniCredit Bank AG              4.40   10/22/2015    EUR     66.03
UniCredit Bank AG              5.00   10/22/2015    EUR     40.81
UniCredit Bank AG              5.30   10/22/2015    EUR     62.57
UniCredit Bank AG              4.55   10/22/2015    EUR     65.43
UniCredit Bank AG              4.60   10/22/2015    EUR     42.17
UniCredit Bank AG              5.50   10/22/2015    EUR     61.15
UniCredit Bank AG              5.20   10/22/2015    EUR     62.94
UniCredit Bank AG              4.50   10/22/2015    EUR     42.89
UniCredit Bank AG              5.00   10/22/2015    EUR     72.14
UniCredit Bank AG              5.20   10/22/2015    EUR     65.20
UniCredit Bank AG              4.60   10/22/2015    EUR     65.26
UniCredit Bank AG              5.20   10/22/2015    EUR     39.55
UniCredit Bank AG              4.40   10/22/2015    EUR     43.62
UniCredit Bank AG              4.25   10/22/2015    EUR     66.64
UniCredit Bank AG              5.10   10/22/2015    EUR     63.31
UniCredit Bank AG              4.15   10/22/2015    EUR     67.06
UniCredit Bank AG              5.25   10/22/2015    EUR     62.79
UniCredit Bank AG              5.00   10/22/2015    EUR     63.68
UniCredit Bank AG              4.65   10/22/2015    EUR     65.03
Notenstein Privatbank AG       7.00   10/13/2016    USD     74.09
Goldman Sachs & Co Wertpapi    8.00    3/23/2016    EUR     66.06
Goldman Sachs & Co Wertpapi    6.00   12/23/2015    EUR     60.40
Goldman Sachs & Co Wertpapi    9.00   10/21/2015    EUR     60.80
Vontobel Financial Products    8.50   10/23/2015    EUR     59.37
Vontobel Financial Products    5.90   10/23/2015    EUR     63.16
Vontobel Financial Products    3.70   10/23/2015    EUR     67.25
Vontobel Financial Products    6.85   10/23/2015    EUR     68.33
Vontobel Financial Products    4.15   10/23/2015    EUR     73.57
Vontobel Financial Products    7.05   10/23/2015    EUR     41.90
Vontobel Financial Products    9.75   10/23/2015    EUR     39.27
Vontobel Financial Products    4.75   10/23/2015    EUR     44.84
HSBC Trinkaus & Burkhardt A   10.20   12/28/2015    EUR     49.92
HSBC Trinkaus & Burkhardt A   13.10    3/25/2016    EUR     49.57
HSBC Trinkaus & Burkhardt A    9.00    3/25/2016    EUR     51.77
HSBC Trinkaus & Burkhardt A    7.40    6/24/2016    EUR     54.31
HSBC Trinkaus & Burkhardt A   17.20    3/25/2016    EUR     69.56
HSBC Trinkaus & Burkhardt A   14.80    3/25/2016    EUR     72.30
HSBC Trinkaus & Burkhardt A   14.00   12/28/2015    EUR     49.91
HSBC Trinkaus & Burkhardt A   10.90   12/28/2015    EUR     51.68
HSBC Trinkaus & Burkhardt A   11.70    3/25/2016    EUR     52.23
HSBC Trinkaus & Burkhardt A    9.40    3/25/2016    EUR     53.59
HSBC Trinkaus & Burkhardt A    8.50   11/27/2015    EUR     53.03
HSBC Trinkaus & Burkhardt A    7.50    2/26/2016    EUR     54.68
HSBC Trinkaus & Burkhardt A    6.80   12/28/2015    EUR     68.64
HSBC Trinkaus & Burkhardt A   14.80   12/28/2015    EUR     58.51
HSBC Trinkaus & Burkhardt A   12.60    3/25/2016    EUR     60.92
HSBC Trinkaus & Burkhardt A   10.20   11/27/2015    EUR     62.31
HSBC Trinkaus & Burkhardt A    9.10    2/26/2016    EUR     64.45
HSBC Trinkaus & Burkhardt A   15.20   12/28/2015    EUR     71.27
HSBC Trinkaus & Burkhardt A   12.80    3/25/2016    EUR     73.46
HSBC Trinkaus & Burkhardt A   12.30   10/23/2015    EUR     71.68
HSBC Trinkaus & Burkhardt A   11.60   11/27/2015    EUR     73.75
HSBC Trinkaus & Burkhardt A   10.30    2/26/2016    EUR     75.83
Vontobel Financial Products    7.00    2/26/2016    EUR     42.91
Zurcher Kantonalbank Financ    9.00    8/23/2016    EUR     55.81
DZ Bank AG Deutsche Zentral    5.50    2/26/2016    EUR     70.80
DZ Bank AG Deutsche Zentral    7.00    2/26/2016    EUR     56.88
DZ Bank AG Deutsche Zentral    5.00    2/26/2016    EUR     74.88
Vontobel Financial Products    6.30    3/29/2016    EUR     49.93
Vontobel Financial Products    9.00   12/30/2015    EUR     66.17
Vontobel Financial Products    8.30    3/29/2016    EUR     61.42
DZ Bank AG Deutsche Zentral    7.00   12/11/2015    EUR     72.81
DZ Bank AG Deutsche Zentral    6.30   12/11/2015    EUR     76.09
Deutsche Bank AG               3.20   11/25/2015    EUR     57.30
Deutsche Bank AG               3.20   12/22/2015    EUR     52.80
Deutsche Bank AG               3.20   11/25/2015    EUR     52.50
Deutsche Bank AG               3.20   10/21/2015    EUR     51.00
Deutsche Bank AG               3.20   10/21/2015    EUR     53.20
Deutsche Bank AG               3.20   12/22/2015    EUR     57.50
Deutsche Bank AG               3.20   10/21/2015    EUR     55.60
Deutsche Bank AG               3.20   11/25/2015    EUR     54.80
Deutsche Bank AG               5.20   10/21/2015    EUR     51.00
Deutsche Bank AG               6.20   10/21/2015    EUR     51.00
Deutsche Bank AG               6.20   10/21/2015    EUR     49.00
Deutsche Bank AG               5.20   10/21/2015    EUR     49.00
Deutsche Bank AG               5.20   11/25/2015    EUR     52.80
Deutsche Bank AG               6.20   11/25/2015    EUR     52.90
Deutsche Bank AG               6.20   11/25/2015    EUR     50.80
Deutsche Bank AG               5.20   11/25/2015    EUR     50.70
Deutsche Bank AG               3.20   12/22/2015    EUR     55.00
Deutsche Bank AG               6.20   12/22/2015    EUR     53.30
Deutsche Bank AG               5.20   12/22/2015    EUR     53.10
Deutsche Bank AG               6.20   12/22/2015    EUR     51.20
Deutsche Bank AG               5.20   12/22/2015    EUR     51.10
HSBC Trinkaus & Burkhardt A    7.90   10/23/2015    EUR     60.08
HSBC Trinkaus & Burkhardt A    8.40   10/23/2015    EUR     71.88
HSBC Trinkaus & Burkhardt A    8.70   12/28/2015    EUR     48.17
HSBC Trinkaus & Burkhardt A    9.50   10/23/2015    EUR     45.35
HSBC Trinkaus & Burkhardt A   11.60   10/23/2015    EUR     50.67
HSBC Trinkaus & Burkhardt A    6.80   10/23/2015    EUR     67.11
Deutsche Bank AG               5.20   11/25/2015    EUR     72.30
Deutsche Bank AG               6.20   11/25/2015    EUR     72.40
Deutsche Bank AG               5.20   10/21/2015    EUR     73.80
Deutsche Bank AG               6.20   12/22/2015    EUR     72.60
Deutsche Bank AG               5.20   12/22/2015    EUR     72.40
Deutsche Bank AG               6.20   10/21/2015    EUR     73.90
HSBC Trinkaus & Burkhardt A    7.00   12/28/2015    EUR     68.35
HSBC Trinkaus & Burkhardt A    7.60   10/23/2015    EUR     69.03
Leonteq Securities AG/Guern   12.40     2/3/2016    CHF     46.26
Vontobel Financial Products   15.60   12/23/2016    EUR     55.60
Vontobel Financial Products    6.00    7/22/2016    EUR     50.17
DZ Bank AG Deutsche Zentral    6.50   12/21/2015    EUR     74.62
DZ Bank AG Deutsche Zentral    6.50    3/21/2016    EUR     75.12
DZ Bank AG Deutsche Zentral    7.50    6/20/2016    EUR     74.05
DZ Bank AG Deutsche Zentral    6.25    6/20/2016    EUR     73.22
DZ Bank AG Deutsche Zentral    5.25    6/20/2016    EUR     72.55
DZ Bank AG Deutsche Zentral    7.00    9/19/2016    EUR     74.85
DZ Bank AG Deutsche Zentral    6.25    9/19/2016    EUR     74.16
DZ Bank AG Deutsche Zentral    5.25    9/19/2016    EUR     73.24
DZ Bank AG Deutsche Zentral    6.00    6/20/2016    EUR     53.81
DZ Bank AG Deutsche Zentral    6.00    9/19/2016    EUR     55.15
DZ Bank AG Deutsche Zentral    6.50    6/20/2016    EUR     54.43
DZ Bank AG Deutsche Zentral    6.25    6/20/2016    EUR     54.31
DZ Bank AG Deutsche Zentral    5.75    9/19/2016    EUR     55.27
DZ Bank AG Deutsche Zentral    6.00    9/19/2016    EUR     55.45
DZ Bank AG Deutsche Zentral    6.00    3/29/2016    EUR     72.59
DZ Bank AG Deutsche Zentral    8.25    6/24/2016    EUR     65.46
DZ Bank AG Deutsche Zentral    5.25    3/29/2016    EUR     75.41
DZ Bank AG Deutsche Zentral    5.00    3/29/2016    EUR     73.19
DZ Bank AG Deutsche Zentral    7.00    3/29/2016    EUR     73.54
DZ Bank AG Deutsche Zentral    6.25    3/29/2016    EUR     71.86
DZ Bank AG Deutsche Zentral    7.25    6/24/2016    EUR     72.12
DZ Bank AG Deutsche Zentral    6.50    6/24/2016    EUR     44.38
Bank Julius Baer & Co Ltd/G    9.00    3/24/2016    USD     73.95
Zurcher Kantonalbank Financ    7.65    3/24/2016    CHF     66.84
WGZ-Bank AG Westdeutsche Ge    6.00    2/22/2016    EUR     63.46
WGZ-Bank AG Westdeutsche Ge    3.00    2/22/2016    EUR     50.05
WGZ-Bank AG Westdeutsche Ge    4.00    2/22/2016    EUR     48.14
WGZ-Bank AG Westdeutsche Ge    5.50    2/22/2016    EUR     46.60
WGZ-Bank AG Westdeutsche Ge    6.00    2/22/2016    EUR     45.81
WGZ-Bank AG Westdeutsche Ge    3.00    2/22/2016    EUR     70.63
WGZ-Bank AG Westdeutsche Ge    4.00    2/22/2016    EUR     67.49
WGZ-Bank AG Westdeutsche Ge    5.50    2/22/2016    EUR     64.80
DZ Bank AG Deutsche Zentral    6.50   12/21/2015    EUR     72.12
DZ Bank AG Deutsche Zentral    6.75    3/21/2016    EUR     73.82
DZ Bank AG Deutsche Zentral    9.00   12/21/2015    EUR     74.30
DZ Bank AG Deutsche Zentral   10.25   12/21/2015    EUR     70.92
DZ Bank AG Deutsche Zentral    9.25    3/21/2016    EUR     72.98
DZ Bank AG Deutsche Zentral   10.25   12/21/2015    EUR     42.12
DZ Bank AG Deutsche Zentral    9.25   12/21/2015    EUR     41.95
DZ Bank AG Deutsche Zentral    8.50   12/21/2015    EUR     41.82
DZ Bank AG Deutsche Zentral    8.25    3/21/2016    EUR     43.82
DZ Bank AG Deutsche Zentral    7.75    3/21/2016    EUR     43.61
DZ Bank AG Deutsche Zentral    7.75    6/20/2016    EUR     45.14
HSBC Trinkaus & Burkhardt A    7.50    3/24/2016    EUR     73.35
HSBC Trinkaus & Burkhardt A    8.25    3/24/2016    EUR     56.01
Banque Cantonale Vaudoise/G    6.13    9/20/2016    USD     71.32
Landesbank Hessen-Thueringe    6.20    7/24/2020    EUR     52.21
Vontobel Financial Products    6.95     7/1/2016    EUR     44.91
Vontobel Financial Products    9.50    6/24/2016    EUR     48.22
Vontobel Financial Products    4.45    6/24/2016    EUR     53.02
Vontobel Financial Products   10.25    3/29/2016    EUR     46.56
Vontobel Financial Products    4.45    3/29/2016    EUR     52.35
Vontobel Financial Products    4.85   12/28/2015    EUR     51.36
Vontobel Financial Products   12.25   12/28/2015    EUR     44.34
DZ Bank AG Deutsche Zentral    5.80    3/21/2016    EUR     74.06
DZ Bank AG Deutsche Zentral    5.70    6/20/2016    EUR     73.84
DZ Bank AG Deutsche Zentral    6.50    6/20/2016    EUR     72.45
DZ Bank AG Deutsche Zentral    6.40    3/21/2016    EUR     44.08
DZ Bank AG Deutsche Zentral    6.50   12/21/2015    EUR     73.00
DZ Bank AG Deutsche Zentral    7.30   12/21/2015    EUR     71.01
DZ Bank AG Deutsche Zentral    3.60   12/18/2015    EUR     75.73
DZ Bank AG Deutsche Zentral    2.50   12/18/2015    EUR     51.51
DZ Bank AG Deutsche Zentral    5.50    3/29/2016    EUR     51.76
DZ Bank AG Deutsche Zentral    8.50    3/29/2016    EUR     73.83
HSBC Trinkaus & Burkhardt A   14.30    3/25/2016    EUR     59.75
HSBC Trinkaus & Burkhardt A   12.10    3/25/2016    EUR     61.40
HSBC Trinkaus & Burkhardt A   10.90    1/22/2016    EUR     62.21
HSBC Trinkaus & Burkhardt A    9.90    4/22/2016    EUR     63.88
HSBC Trinkaus & Burkhardt A    8.70    1/22/2016    EUR     54.53
HSBC Trinkaus & Burkhardt A    7.90    4/22/2016    EUR     56.14
HSBC Trinkaus & Burkhardt A   12.70    3/25/2016    EUR     71.91
HSBC Trinkaus & Burkhardt A   10.20   12/28/2015    EUR     45.74
HSBC Trinkaus & Burkhardt A   11.00    3/25/2016    EUR     46.85
HSBC Trinkaus & Burkhardt A    7.20    6/24/2016    EUR     50.11
HSBC Trinkaus & Burkhardt A    8.00   11/27/2015    EUR     46.65
HSBC Trinkaus & Burkhardt A    7.50    1/22/2016    EUR     47.72
HSBC Trinkaus & Burkhardt A    6.90    4/22/2016    EUR     49.20
HSBC Trinkaus & Burkhardt A    6.20   12/28/2015    EUR     71.33
HSBC Trinkaus & Burkhardt A   12.00    3/25/2016    EUR     66.11
HSBC Trinkaus & Burkhardt A    7.70    6/24/2016    EUR     69.77
HSBC Trinkaus & Burkhardt A    8.40   11/27/2015    EUR     68.72
HSBC Trinkaus & Burkhardt A    7.80    1/22/2016    EUR     69.41
HSBC Trinkaus & Burkhardt A    8.30    6/24/2016    EUR     56.40
HSBC Trinkaus & Burkhardt A   15.00   12/28/2015    EUR     46.96
HSBC Trinkaus & Burkhardt A   12.50    3/25/2016    EUR     49.43
HSBC Trinkaus & Burkhardt A    8.70    1/22/2016    EUR     50.64
HSBC Trinkaus & Burkhardt A    7.70    4/22/2016    EUR     52.06
HSBC Trinkaus & Burkhardt A   10.50   12/28/2015    EUR     59.69
HSBC Trinkaus & Burkhardt A    9.40    1/22/2016    EUR     63.64
HSBC Trinkaus & Burkhardt A    8.50    4/22/2016    EUR     65.39
HSBC Trinkaus & Burkhardt A   17.30   12/28/2015    EUR     66.97
HSBC Trinkaus & Burkhardt A   14.40    3/25/2016    EUR     69.77
HSBC Trinkaus & Burkhardt A   10.10    1/22/2016    EUR     73.38
HSBC Trinkaus & Burkhardt A   15.70   12/28/2015    EUR     66.96
HSBC Trinkaus & Burkhardt A   11.70   12/28/2015    EUR     70.06
HSBC Trinkaus & Burkhardt A   13.20    3/25/2016    EUR     69.54
HSBC Trinkaus & Burkhardt A    9.20    6/24/2016    EUR     75.31
HSBC Trinkaus & Burkhardt A   11.30   11/27/2015    EUR     72.17
HSBC Trinkaus & Burkhardt A   10.50    1/22/2016    EUR     73.64
HSBC Trinkaus & Burkhardt A    9.60    4/22/2016    EUR     75.32
UBS AG/London                  4.50     9/9/2016    EUR     53.04
UBS AG/London                  3.20   12/11/2015    EUR     52.94
UBS AG/London                  7.20   12/11/2015    EUR     48.01
LBI HF                         4.40   11/30/2035    EUR      0.01
Leasing-Experts SA             9.00    9/17/2016    PLN     30.50
UBS AG                        10.37   10/23/2015    USD      9.39
UBS AG                        10.05   10/23/2015    USD     13.55
Goldman Sachs & Co Wertpapi   11.00    8/24/2016    EUR     71.74
Goldman Sachs & Co Wertpapi   11.00    8/24/2016    EUR     71.74
Goldman Sachs & Co Wertpapi    4.00    9/21/2016    EUR     65.98
Goldman Sachs & Co Wertpapi    4.00   12/21/2016    EUR     66.39
Goldman Sachs & Co Wertpapi    4.00    3/22/2017    EUR     66.71
Goldman Sachs & Co Wertpapi    9.00    3/22/2017    EUR     73.77
Goldman Sachs & Co Wertpapi    9.00    3/22/2017    EUR     73.77
Goldman Sachs & Co Wertpapi    5.00    6/21/2017    EUR     67.09
Goldman Sachs & Co Wertpapi    9.00    6/21/2017    EUR     73.73
Goldman Sachs & Co Wertpapi    9.00    6/21/2017    EUR     73.73
Goldman Sachs & Co Wertpapi    4.00    4/20/2016    EUR     52.36
Goldman Sachs & Co Wertpapi    7.00    4/20/2016    EUR     53.86
Goldman Sachs & Co Wertpapi   12.00    5/25/2016    EUR     57.07
Goldman Sachs & Co Wertpapi   11.00    6/22/2016    EUR     57.27
Goldman Sachs & Co Wertpapi   11.00    6/22/2016    EUR     57.27
Goldman Sachs & Co Wertpapi    6.00    7/20/2016    EUR     54.36
Goldman Sachs & Co Wertpapi    6.00    8/24/2016    EUR     54.93
Goldman Sachs & Co Wertpapi    6.00    6/21/2017    EUR     58.59
Goldman Sachs & Co Wertpapi   16.00   12/23/2015    EUR     68.57
Goldman Sachs & Co Wertpapi    4.00    2/24/2016    EUR     66.77
Goldman Sachs & Co Wertpapi    4.00    3/23/2016    EUR     66.85
Goldman Sachs & Co Wertpapi    6.00    4/20/2016    EUR     68.00
Goldman Sachs & Co Wertpapi    4.00    6/22/2016    EUR     65.47
Goldman Sachs & Co Wertpapi    7.00    6/22/2016    EUR     67.49
Goldman Sachs & Co Wertpapi    7.00    7/20/2016    EUR     67.88
Goldman Sachs & Co Wertpapi    8.00    7/20/2016    EUR     68.63
Goldman Sachs & Co Wertpapi    4.00    8/24/2016    EUR     65.84
Goldman Sachs & Co Wertpapi    7.00    8/24/2016    EUR     68.37
Goldman Sachs & Co Wertpapi    8.00    8/24/2016    EUR     69.21
Leonteq Securities AG         14.00   10/24/2016    CHF     70.86
Leonteq Securities AG          9.40   10/24/2016    EUR     58.26
Leonteq Securities AG         20.00    4/27/2016    USD     73.11
LBBW                           3.00    7/22/2016    EUR     75.31
LBBW                           4.00    7/22/2016    EUR     73.71
LBBW                           5.00    7/22/2016    EUR     72.81
LBBW                           3.00    7/22/2016    EUR     57.73
LBBW                           4.00    7/22/2016    EUR     56.47
LBBW                           5.00    7/22/2016    EUR     55.68
LBBW                           3.00    7/22/2016    EUR     60.86
LBBW                           4.50    7/22/2016    EUR     59.03
Vontobel Financial Products    3.25    6/24/2016    EUR     59.06
Vontobel Financial Products    8.30    3/29/2016    EUR     54.06
LBBW                           3.40    8/24/2018    EUR     63.22
Vontobel Financial Products   10.40    1/22/2016    EUR     68.51
Vontobel Financial Products    7.00    8/26/2016    EUR     69.24
HSBC Trinkaus & Burkhardt A    5.50    1/31/2017    EUR     58.03
Goldman Sachs & Co Wertpapi   15.00   12/23/2015    EUR     68.50
Goldman Sachs & Co Wertpapi    9.00    2/24/2016    EUR     72.09
Goldman Sachs & Co Wertpapi    9.00    3/23/2016    EUR     72.54
Goldman Sachs & Co Wertpapi   15.00    5/25/2016    EUR     69.41
Goldman Sachs & Co Wertpapi    9.00    7/20/2016    EUR     72.98
Goldman Sachs & Co Wertpapi   21.00    7/20/2016    EUR     68.74
Goldman Sachs & Co Wertpapi    5.00    8/24/2016    EUR     76.71
Goldman Sachs & Co Wertpapi    7.00    8/24/2016    EUR     75.13
Goldman Sachs & Co Wertpapi    8.00    8/24/2016    EUR     72.85
Goldman Sachs & Co Wertpapi   10.00    8/24/2016    EUR     71.57
Goldman Sachs & Co Wertpapi   15.00    8/24/2016    EUR     70.39
Goldman Sachs & Co Wertpapi   19.00    8/24/2016    EUR     69.06
Goldman Sachs & Co Wertpapi    7.00    9/21/2016    EUR     75.50
Goldman Sachs & Co Wertpapi    8.00   12/21/2016    EUR     74.87
Goldman Sachs & Co Wertpapi   16.00   12/21/2016    EUR     71.65
UBS AG/London                  6.50     7/8/2016    CHF     48.47
Vontobel Financial Products    6.00    8/26/2016    EUR     55.21
LBBW                           2.60   12/23/2016    EUR     62.66
Royal Bank of Scotland PLC/    1.69   11/14/2016    GBP #N/A N/A
Royal Bank of Scotland PLC/    1.33   10/26/2018    GBP      1.03
Deutsche Bank AG               7.20   10/26/2016    EUR     70.50
Deutsche Bank AG               5.20   10/26/2016    EUR     68.50
Deutsche Bank AG               5.20   11/23/2016    EUR     74.60
Deutsche Bank AG               5.20   11/23/2016    EUR     71.60
Deutsche Bank AG               7.20   11/23/2016    EUR     73.80
Deutsche Bank AG               5.20   11/23/2016    EUR     68.70
Deutsche Bank AG               7.20   11/23/2016    EUR     70.90
Deutsche Bank AG               5.20     7/6/2016    EUR     66.40
Deutsche Bank AG               7.20     7/6/2016    EUR     67.90
Deutsche Bank AG               5.20     7/6/2016    EUR     63.10
Deutsche Bank AG               7.20     7/6/2016    EUR     64.50
Deutsche Bank AG               7.20     7/6/2016    EUR     61.40
Deutsche Bank AG               5.20     7/6/2016    EUR     60.00
Deutsche Bank AG               5.20    8/24/2016    EUR     67.00
Deutsche Bank AG               7.20    8/24/2016    EUR     68.70
Deutsche Bank AG               5.20    8/24/2016    EUR     63.60
Deutsche Bank AG               7.20    8/24/2016    EUR     65.30
Deutsche Bank AG               7.20    8/24/2016    EUR     62.30
Deutsche Bank AG               5.20    8/24/2016    EUR     60.60
Deutsche Bank AG               7.20   10/26/2016    EUR     69.70
Deutsche Bank AG               5.20   10/26/2016    EUR     67.60
Deutsche Bank AG               5.20   10/26/2016    EUR     64.40
Deutsche Bank AG               7.20   10/26/2016    EUR     66.40
Deutsche Bank AG               5.20   10/26/2016    EUR     61.40
Deutsche Bank AG               7.20   10/26/2016    EUR     63.40
Deutsche Bank AG               5.20   11/23/2016    EUR     67.90
Deutsche Bank AG               7.20   11/23/2016    EUR     70.10
Deutsche Bank AG               5.20   11/23/2016    EUR     64.70
Deutsche Bank AG               7.20   11/23/2016    EUR     66.90
Deutsche Bank AG               7.20   11/23/2016    EUR     63.90
Deutsche Bank AG               5.20   11/23/2016    EUR     61.70
DZ Bank AG Deutsche Zentral    5.40   12/21/2015    EUR     62.48
DZ Bank AG Deutsche Zentral    6.60   12/21/2015    EUR     61.68
DZ Bank AG Deutsche Zentral    9.10   12/21/2015    EUR     60.10
DZ Bank AG Deutsche Zentral    5.20    3/21/2016    EUR     63.38
DZ Bank AG Deutsche Zentral    6.10    3/21/2016    EUR     62.80
DZ Bank AG Deutsche Zentral    8.30    3/21/2016    EUR     61.79
DZ Bank AG Deutsche Zentral    6.70    6/20/2016    EUR     64.81
DZ Bank AG Deutsche Zentral    5.10    9/19/2016    EUR     64.72
DZ Bank AG Deutsche Zentral    6.30   12/21/2015    EUR     75.63
DZ Bank AG Deutsche Zentral    4.90    3/21/2016    EUR     75.31
DZ Bank AG Deutsche Zentral    6.60    3/21/2016    EUR     74.07
DZ Bank AG Deutsche Zentral    5.50    6/20/2016    EUR     74.17
DZ Bank AG Deutsche Zentral    7.00    6/20/2016    EUR     73.34
DZ Bank AG Deutsche Zentral    8.70    6/20/2016    EUR     72.68
DZ Bank AG Deutsche Zentral    5.20    9/19/2016    EUR     74.73
DZ Bank AG Deutsche Zentral    6.10    9/19/2016    EUR     73.80
DZ Bank AG Deutsche Zentral    7.60    9/19/2016    EUR     73.45
DZ Bank AG Deutsche Zentral    7.00   12/21/2015    EUR     73.27
DZ Bank AG Deutsche Zentral    6.50    6/20/2016    EUR     54.14
DZ Bank AG Deutsche Zentral    6.00    9/19/2016    EUR     55.15
DZ Bank AG Deutsche Zentral    6.75    9/19/2016    EUR     55.83
Notenstein Privatbank AG       6.34    8/19/2016    CHF     60.77
Vontobel Financial Products    6.75    8/26/2016    EUR     59.78
DekaBank Deutsche Girozentr    5.40    8/12/2016    EUR     56.15
Goldman Sachs & Co Wertpapi    4.00    6/22/2016    EUR     75.50
Goldman Sachs & Co Wertpapi   12.00    3/23/2016    EUR     73.46
Goldman Sachs & Co Wertpapi   11.00    4/20/2016    EUR     73.65
Goldman Sachs & Co Wertpapi   11.00    4/20/2016    EUR     73.65
Goldman Sachs & Co Wertpapi    5.00    5/25/2016    EUR     68.97
Goldman Sachs & Co Wertpapi    7.00   12/21/2016    EUR     72.67
Goldman Sachs & Co Wertpapi   17.00   12/23/2015    EUR     59.06
Goldman Sachs & Co Wertpapi   13.00    5/25/2016    EUR     63.03
Goldman Sachs & Co Wertpapi   12.00    4/20/2016    EUR     61.79
Goldman Sachs & Co Wertpapi    8.00    7/20/2016    EUR     61.16
Goldman Sachs & Co Wertpapi   10.00    7/20/2016    EUR     62.65
Goldman Sachs & Co Wertpapi   10.00    8/24/2016    EUR     63.57
Goldman Sachs & Co Wertpapi   10.00    8/24/2016    EUR     63.57
Goldman Sachs & Co Wertpapi   11.00    8/24/2016    EUR     64.42
Goldman Sachs & Co Wertpapi    8.00    9/21/2016    EUR     62.47
Goldman Sachs & Co Wertpapi   10.00    9/21/2016    EUR     64.31
Goldman Sachs & Co Wertpapi   10.00    9/21/2016    EUR     64.31
Goldman Sachs & Co Wertpapi    6.00   12/21/2016    EUR     61.84
Goldman Sachs & Co Wertpapi    8.00   12/21/2016    EUR     64.17
Goldman Sachs & Co Wertpapi    8.00   12/21/2016    EUR     64.17
Goldman Sachs & Co Wertpapi    7.00    3/22/2017    EUR     64.39
Goldman Sachs & Co Wertpapi    8.00    3/22/2017    EUR     65.80
Goldman Sachs & Co Wertpapi    8.00    3/22/2017    EUR     65.80
Goldman Sachs & Co Wertpapi    8.00    3/22/2017    EUR     65.80
Goldman Sachs & Co Wertpapi    7.00    6/21/2017    EUR     65.07
Goldman Sachs & Co Wertpapi    8.00    6/21/2017    EUR     66.73
Goldman Sachs & Co Wertpapi    8.00    6/21/2017    EUR     66.73
Goldman Sachs & Co Wertpapi    8.00    6/21/2017    EUR     66.73
Goldman Sachs & Co Wertpapi    8.00    6/21/2017    EUR     66.73
Vontobel Financial Products   13.95    9/23/2016    EUR     70.23
Vontobel Financial Products   10.00   12/23/2016    EUR     71.89
Vontobel Financial Products   11.70   12/23/2016    EUR     71.09
LBBW                           3.00    8/26/2016    EUR     65.58
LBBW                           4.50    8/26/2016    EUR     63.76
LBBW                           6.00    8/26/2016    EUR     62.70
LBBW                           3.00    8/26/2016    EUR     74.66
LBBW                           4.00    8/26/2016    EUR     73.55
LBBW                           5.00    8/26/2016    EUR     72.48
LBBW                           2.50    8/26/2016    EUR     62.88
LBBW                           3.50    8/26/2016    EUR     61.82
LBBW                           4.50    8/26/2016    EUR     61.03
LBBW                           5.50    8/26/2016    EUR     60.42
LBBW                           6.50    8/26/2016    EUR     59.99
Vontobel Financial Products    4.75    9/23/2016    EUR     64.16
Vontobel Financial Products   13.00    9/23/2016    EUR     61.93
Vontobel Financial Products    8.80   12/23/2016    EUR     62.71
Vontobel Financial Products    5.00   12/23/2016    EUR     63.86
Vontobel Financial Products    6.85   12/23/2016    EUR     63.11
Vontobel Financial Products   10.80   12/23/2016    EUR     62.60
Vontobel Financial Products   15.60    9/23/2016    EUR     62.03
Banque Cantonale Vaudoise/G    6.72    8/19/2016    EUR     61.77
Goldman Sachs & Co Wertpapi   23.00   12/23/2015    EUR     69.91
Goldman Sachs & Co Wertpapi    8.00    4/20/2016    EUR     75.95
Goldman Sachs & Co Wertpapi   21.00    3/23/2016    EUR     71.34
Goldman Sachs & Co Wertpapi   16.00    3/23/2016    EUR     72.26
Goldman Sachs & Co Wertpapi   22.00    6/22/2016    EUR     72.57
Goldman Sachs & Co Wertpapi   20.00    7/20/2016    EUR     72.73
Goldman Sachs & Co Wertpapi   21.00    8/24/2016    EUR     73.02
Goldman Sachs & Co Wertpapi    6.00    6/21/2017    EUR     69.86
Vontobel Financial Products    7.05    8/26/2016    EUR     60.48
Vontobel Financial Products   25.85    3/29/2016    EUR     72.92
Vontobel Financial Products   11.50   11/22/2016    EUR     66.52
UniCredit Bank AG              5.70    8/19/2016    EUR     72.29
DZ Bank AG Deutsche Zentral    6.50   12/23/2016    EUR     73.37
DZ Bank AG Deutsche Zentral    8.25   12/23/2016    EUR     59.19
DZ Bank AG Deutsche Zentral    6.25   12/23/2016    EUR     68.67
LBBW                           2.80    2/24/2017    EUR     70.50
UBS AG/London                  7.25    6/24/2016    EUR     72.46
UBS AG/London                  7.75    6/24/2016    EUR     66.72
Vontobel Financial Products    5.00    3/16/2017    EUR     66.36
WGZ-Bank AG Westdeutsche Ge    3.50     2/7/2017    EUR     60.14
Leonteq Securities AG         10.00    12/8/2016    EUR     71.88
Commerzbank AG                 4.00    8/25/2016    EUR     68.53
Commerzbank AG                 4.75    8/25/2016    EUR     67.92
Commerzbank AG                 5.50    8/25/2016    EUR     67.33
Commerzbank AG                 6.25    8/25/2016    EUR     66.77
Commerzbank AG                 7.25    8/25/2016    EUR     66.46
Commerzbank AG                 8.00    8/25/2016    EUR     65.97
Commerzbank AG                 9.00    8/25/2016    EUR     65.72
Commerzbank AG                 4.75    8/25/2016    EUR     70.53
Commerzbank AG                 5.50    8/25/2016    EUR     69.62
Commerzbank AG                 6.50    8/25/2016    EUR     68.98
Commerzbank AG                 7.50    8/25/2016    EUR     68.38
Commerzbank AG                 8.50    8/25/2016    EUR     67.82
Commerzbank AG                 9.75    8/25/2016    EUR     67.52
Commerzbank AG                 8.75    8/25/2016    EUR     68.50
Commerzbank AG                10.75    8/25/2016    EUR     67.19
Commerzbank AG                12.75    8/25/2016    EUR     66.11
Vontobel Financial Products    6.35     9/9/2016    EUR     64.88
Goldman Sachs & Co Wertpapi   23.00   12/23/2015    EUR     60.41
Goldman Sachs & Co Wertpapi   24.00    4/20/2016    EUR     62.78
Goldman Sachs & Co Wertpapi    4.00    6/22/2016    EUR     72.20
Goldman Sachs & Co Wertpapi    4.00    7/20/2016    EUR     72.36
Goldman Sachs & Co Wertpapi    6.00    4/20/2016    EUR     61.92
Goldman Sachs & Co Wertpapi    7.00    5/25/2016    EUR     62.53
Goldman Sachs & Co Wertpapi   10.00    5/25/2016    EUR     64.32
Goldman Sachs & Co Wertpapi    7.00    7/20/2016    EUR     63.44
Goldman Sachs & Co Wertpapi    7.00    8/24/2016    EUR     64.04
Goldman Sachs & Co Wertpapi    8.00    8/24/2016    EUR     64.89
Goldman Sachs & Co Wertpapi    7.00    9/21/2016    EUR     64.53
Goldman Sachs & Co Wertpapi    7.00   12/21/2016    EUR     65.89
WGZ-Bank AG Westdeutsche Ge    2.00    9/30/2016    EUR     70.66
WGZ-Bank AG Westdeutsche Ge    3.00    9/30/2016    EUR     69.71
WGZ-Bank AG Westdeutsche Ge    4.00    9/30/2016    EUR     68.83
WGZ-Bank AG Westdeutsche Ge    5.00    9/30/2016    EUR     68.01
WGZ-Bank AG Westdeutsche Ge    6.00    9/30/2016    EUR     67.26
HSBC Trinkaus & Burkhardt A   11.50    6/24/2016    EUR     63.03
HSBC Trinkaus & Burkhardt A    7.30    9/23/2016    EUR     64.73
HSBC Trinkaus & Burkhardt A   12.30    6/24/2016    EUR     65.20
HSBC Trinkaus & Burkhardt A    8.10    9/23/2016    EUR     67.35
Notenstein Privatbank AG       7.00     9/7/2016    CHF     64.88
Notenstein Privatbank AG       6.30    8/28/2017    CHF     71.59
DZ Bank AG Deutsche Zentral    8.10    6/20/2016    EUR     71.94
DZ Bank AG Deutsche Zentral    9.10    6/20/2016    EUR     70.88
DZ Bank AG Deutsche Zentral    5.70    9/19/2016    EUR     71.25
DZ Bank AG Deutsche Zentral    6.60    9/19/2016    EUR     70.42
DZ Bank AG Deutsche Zentral    4.60   12/19/2016    EUR     72.37
DZ Bank AG Deutsche Zentral    4.80   12/19/2016    EUR     71.06
DZ Bank AG Deutsche Zentral    6.60   12/19/2016    EUR     71.57
DZ Bank AG Deutsche Zentral    5.40    3/21/2016    EUR     71.70
DZ Bank AG Deutsche Zentral    6.70    3/21/2016    EUR     70.48
DZ Bank AG Deutsche Zentral    8.50    3/21/2016    EUR     69.42
DZ Bank AG Deutsche Zentral    5.00    3/29/2016    EUR     73.07
DZ Bank AG Deutsche Zentral    5.25    9/23/2016    EUR     71.20
DZ Bank AG Deutsche Zentral   14.50    1/22/2016    EUR     68.00
DZ Bank AG Deutsche Zentral   11.25    1/22/2016    EUR     54.83
DZ Bank AG Deutsche Zentral   12.75    1/22/2016    EUR     67.01
DZ Bank AG Deutsche Zentral    8.00    1/22/2016    EUR     61.51
DZ Bank AG Deutsche Zentral   10.50   12/28/2015    EUR     52.48
DZ Bank AG Deutsche Zentral   11.00    1/22/2016    EUR     53.32
DZ Bank AG Deutsche Zentral    6.50    3/29/2016    EUR     53.30
DZ Bank AG Deutsche Zentral    6.75    6/24/2016    EUR     54.46
DZ Bank AG Deutsche Zentral    5.25    9/23/2016    EUR     54.67
DZ Bank AG Deutsche Zentral    9.75   12/21/2015    EUR     47.08
DZ Bank AG Deutsche Zentral    7.25    3/21/2016    EUR     48.42
DZ Bank AG Deutsche Zentral    8.75    6/20/2016    EUR     50.75
DZ Bank AG Deutsche Zentral    5.40   12/21/2015    EUR     57.46
DZ Bank AG Deutsche Zentral    5.20    3/21/2016    EUR     58.55
DZ Bank AG Deutsche Zentral    5.30    6/20/2016    EUR     59.21
DZ Bank AG Deutsche Zentral    4.90    9/19/2016    EUR     59.89
HSBC Trinkaus & Burkhardt A    8.65    6/17/2016    EUR     56.35
Deutsche Bank AG               5.00    8/12/2016    EUR     56.92
Leonteq Securities AG         14.40   10/31/2016    CHF     76.41
Commerzbank AG                 7.75    6/23/2016    EUR     74.10
Commerzbank AG                 8.50    6/23/2016    EUR     72.93
Commerzbank AG                 9.50    6/23/2016    EUR     72.00
Commerzbank AG                10.50    6/23/2016    EUR     71.10
Commerzbank AG                11.75    6/23/2016    EUR     70.23
Commerzbank AG                 5.25    6/23/2016    EUR     73.47
Commerzbank AG                 6.25    6/23/2016    EUR     72.91
Commerzbank AG                 7.00    6/23/2016    EUR     72.16
Commerzbank AG                 7.75    6/23/2016    EUR     71.46
Commerzbank AG                 8.75    6/23/2016    EUR     70.93
Commerzbank AG                 9.50    6/23/2016    EUR     70.28
Commerzbank AG                10.50    6/23/2016    EUR     69.80
Commerzbank AG                 4.25    6/23/2016    EUR     59.01
Commerzbank AG                 5.00    6/23/2016    EUR     58.32
Commerzbank AG                 5.75    6/23/2016    EUR     57.67
Commerzbank AG                 6.75    6/23/2016    EUR     57.24
Commerzbank AG                 7.50    6/23/2016    EUR     56.68
Commerzbank AG                 8.50    6/23/2016    EUR     56.33
Commerzbank AG                 9.25    6/23/2016    EUR     55.84
Commerzbank AG                 6.25    6/23/2016    EUR     62.67
Commerzbank AG                 7.00    6/23/2016    EUR     61.70
Commerzbank AG                 8.00    6/23/2016    EUR     60.96
Commerzbank AG                 9.25    6/23/2016    EUR     60.45
Commerzbank AG                10.25    6/23/2016    EUR     59.82
Vontobel Financial Products    3.75     9/9/2016    EUR     59.98
Vontobel Financial Products    3.90    6/17/2016    EUR     59.43
Vontobel Financial Products    4.75    6/17/2016    EUR     58.49
Vontobel Financial Products   22.75    6/24/2016    EUR     55.55
DZ Bank AG Deutsche Zentral    5.90   12/21/2015    EUR     56.54
DZ Bank AG Deutsche Zentral    5.60    3/21/2016    EUR     57.74
DZ Bank AG Deutsche Zentral    7.20   12/21/2015    EUR     73.59
DZ Bank AG Deutsche Zentral    8.25    6/20/2016    EUR     67.33
DZ Bank AG Deutsche Zentral    4.70    6/20/2016    EUR     59.75
DZ Bank AG Deutsche Zentral    5.20    9/19/2016    EUR     59.32
Commerzbank AG                 8.25    6/23/2016    EUR     66.38
Commerzbank AG                10.25    6/23/2016    EUR     64.67
Commerzbank AG                12.25    6/23/2016    EUR     63.23
BNP Paribas Emissions- und     3.50    1/21/2016    EUR     63.33
BNP Paribas Emissions- und     4.00    7/21/2016    EUR     65.95
BNP Paribas Emissions- und     4.50    7/21/2016    EUR     64.06
BNP Paribas Emissions- und     7.00    7/21/2016    EUR     62.04
BNP Paribas Emissions- und     3.50   10/27/2016    EUR     68.32
BNP Paribas Emissions- und     4.00   10/27/2016    EUR     66.59
BNP Paribas Emissions- und     4.50   10/27/2016    EUR     64.97
BNP Paribas Emissions- und     6.00   10/27/2016    EUR     62.52
BNP Paribas Emissions- und     3.00    1/26/2017    EUR     65.72
BNP Paribas Emissions- und     4.50    1/26/2017    EUR     65.58
BNP Paribas Emissions- und     4.00    7/27/2017    EUR     65.70
BNP Paribas Emissions- und     4.50    7/27/2017    EUR     65.98
BNP Paribas Emissions- und     3.50    7/21/2016    EUR     59.33
BNP Paribas Emissions- und     4.00   10/27/2016    EUR     59.20
BNP Paribas Emissions- und     5.50   10/27/2016    EUR     56.71
BNP Paribas Emissions- und     3.50    7/27/2017    EUR     61.34
UBS AG/London                  4.61    7/13/2016    USD     34.75
Totens Sparebank               2.75                 NOK     52.21
Kaupthing Bank Hf              5.00     1/4/2027    SKK     18.00
Glitnir HF                     6.84   12/15/2015    EUR      0.02
Glitnir HF                     5.86    7/28/2016    GBP     27.13
DOMO OJSC                     15.00    5/11/2016    RUB     60.00
Main Road OJSC                 8.40   10/30/2028    RUB     58.21
MirLand Development Corp PL    6.00   11/30/2017    ILS     33.71
Mechel                         8.00     2/9/2021    RUB     51.00
Lehman Brothers Treasury Co    3.00    9/13/2010    JPY     14.88
Vontobel Financial Products   21.65    3/29/2016    EUR     73.36
Vontobel Financial Products   10.20    6/24/2016    EUR     61.30
Vontobel Financial Products   10.90    3/29/2016    EUR     60.41
Vontobel Financial Products    9.00    9/23/2016    EUR     62.34
Vontobel Financial Products    5.35    6/24/2016    EUR     72.58
DZ Bank AG Deutsche Zentral    6.50    9/19/2016    EUR     46.32
DZ Bank AG Deutsche Zentral    8.25    6/20/2016    EUR     45.79
DZ Bank AG Deutsche Zentral    8.50   12/21/2015    EUR     69.72
DZ Bank AG Deutsche Zentral   10.00    3/21/2016    EUR     69.37
DZ Bank AG Deutsche Zentral    8.00    9/19/2016    EUR     47.26
DZ Bank AG Deutsche Zentral    7.25    9/19/2016    EUR     46.57
DZ Bank AG Deutsche Zentral    6.50    9/19/2016    EUR     45.89
DZ Bank AG Deutsche Zentral    5.10    9/19/2016    EUR     73.97
DZ Bank AG Deutsche Zentral    5.90    9/19/2016    EUR     72.83
DZ Bank AG Deutsche Zentral    6.70    9/19/2016    EUR     71.78
DZ Bank AG Deutsche Zentral    6.40   12/21/2015    EUR     47.54
DZ Bank AG Deutsche Zentral    5.60    3/21/2016    EUR     48.78
DZ Bank AG Deutsche Zentral    6.50    3/21/2016    EUR     48.15
DZ Bank AG Deutsche Zentral    5.50    6/20/2016    EUR     49.63
DZ Bank AG Deutsche Zentral    4.90    9/19/2016    EUR     50.40
DZ Bank AG Deutsche Zentral    5.40    9/19/2016    EUR     49.88
DZ Bank AG Deutsche Zentral    6.00    9/19/2016    EUR     49.44
Vontobel Financial Products    3.95    5/27/2016    EUR     44.88
Deutsche Bank AG               4.20    8/24/2016    EUR     69.80
Deutsche Bank AG               4.20    8/24/2016    EUR     74.20
Deutsche Bank AG               4.20    8/24/2016    EUR     72.00
Deutsche Bank AG               4.20    8/24/2016    EUR     63.60
Deutsche Bank AG               4.20    7/20/2016    EUR     53.40
Deutsche Bank AG               4.20    7/20/2016    EUR     68.70
Deutsche Bank AG               4.20    8/24/2016    EUR     61.00
Deutsche Bank AG               4.20    8/24/2016    EUR     49.30
Deutsche Bank AG               4.20    7/20/2016    EUR     66.10
Deutsche Bank AG               4.20    8/24/2016    EUR     66.30
Deutsche Bank AG               4.20    8/24/2016    EUR     55.90
Deutsche Bank AG               4.20    8/24/2016    EUR     69.30
Deutsche Bank AG               4.20    7/20/2016    EUR     55.50
Deutsche Bank AG               4.20    8/24/2016    EUR     51.50
Deutsche Bank AG               4.20    7/20/2016    EUR     63.30
Deutsche Bank AG               4.20    8/24/2016    EUR     53.80
Deutsche Bank AG               5.20    7/20/2016    EUR     67.80
Deutsche Bank AG               5.20    7/20/2016    EUR     70.30
Deutsche Bank AG               5.20    7/20/2016    EUR     72.50
Deutsche Bank AG               5.20    8/24/2016    EUR     75.10
Deutsche Bank AG               6.20    8/24/2016    EUR     73.70
Deutsche Bank AG               6.20    8/24/2016    EUR     69.00
Deutsche Bank AG               5.20    7/20/2016    EUR     74.80
Deutsche Bank AG               6.20    8/24/2016    EUR     75.50
Deutsche Bank AG               5.20    8/24/2016    EUR     70.70
Deutsche Bank AG               6.20    8/24/2016    EUR     71.60
Deutsche Bank AG               5.20    8/24/2016    EUR     72.90
Deutsche Bank AG               5.20    8/24/2016    EUR     68.20
Deutsche Bank AG               5.20    7/20/2016    EUR     64.00
Deutsche Bank AG               6.20    7/20/2016    EUR     64.80
Deutsche Bank AG               5.20    7/20/2016    EUR     61.40
Deutsche Bank AG               6.20    8/24/2016    EUR     68.10
Deutsche Bank AG               5.20    8/24/2016    EUR     67.20
Deutsche Bank AG               6.20    8/24/2016    EUR     65.30
Deutsche Bank AG               5.20    8/24/2016    EUR     59.00
Deutsche Bank AG               6.20    7/20/2016    EUR     67.60
Deutsche Bank AG               5.20    7/20/2016    EUR     58.50
Deutsche Bank AG               5.20    8/24/2016    EUR     61.80
Deutsche Bank AG               5.20    7/20/2016    EUR     66.90
Deutsche Bank AG               5.20    8/24/2016    EUR     64.40
Deutsche Bank AG               6.20    8/24/2016    EUR     59.80
Deutsche Bank AG               6.20    8/24/2016    EUR     62.70
Deutsche Bank AG               6.20    8/24/2016    EUR     71.60
Deutsche Bank AG               5.20    8/24/2016    EUR     50.20
Deutsche Bank AG               5.20    8/24/2016    EUR     48.20
Deutsche Bank AG               5.20    7/20/2016    EUR     70.40
Deutsche Bank AG               6.20    7/20/2016    EUR     71.10
Deutsche Bank AG               6.20    8/24/2016    EUR     74.10
Deutsche Bank AG               5.20    7/20/2016    EUR     51.80
Deutsche Bank AG               5.20    7/20/2016    EUR     54.20
Deutsche Bank AG               5.20    7/20/2016    EUR     47.70
Deutsche Bank AG               6.20    8/24/2016    EUR     51.00
Deutsche Bank AG               5.20    8/24/2016    EUR     73.20
Deutsche Bank AG               5.20    8/24/2016    EUR     54.20
Deutsche Bank AG               6.20    8/24/2016    EUR     53.20
Deutsche Bank AG               5.20    8/24/2016    EUR     70.80
Deutsche Bank AG               6.20    7/20/2016    EUR     54.50
Deutsche Bank AG               6.20    8/24/2016    EUR     49.10
Deutsche Bank AG               5.20    5/25/2016    EUR     63.50
Deutsche Bank AG               6.20    5/25/2016    EUR     64.10
Deutsche Bank AG               5.20    5/25/2016    EUR     60.80
Deutsche Bank AG               6.20    5/25/2016    EUR     61.40
Deutsche Bank AG               6.20    5/25/2016    EUR     58.50
Deutsche Bank AG               5.20    5/25/2016    EUR     57.90
Deutsche Bank AG               6.20    5/25/2016    EUR     72.80
Deutsche Bank AG               5.20    5/25/2016    EUR     72.20
Deutsche Bank AG               4.20    5/25/2016    EUR     73.70
Deutsche Bank AG               5.20    5/25/2016    EUR     51.00
Deutsche Bank AG               6.20    5/25/2016    EUR     51.70
Deutsche Bank AG               5.20    5/25/2016    EUR     48.90
Deutsche Bank AG               6.20    5/25/2016    EUR     49.50
Deutsche Bank AG               5.20    5/25/2016    EUR     47.00
Deutsche Bank AG               6.20    5/25/2016    EUR     47.60
Deutsche Bank AG               4.20    5/25/2016    EUR     68.80
Deutsche Bank AG               4.20    5/25/2016    EUR     65.70
Deutsche Bank AG               4.20    5/25/2016    EUR     55.30
Deutsche Bank AG               4.20    5/25/2016    EUR     52.80
Deutsche Bank AG               8.20    5/25/2016    EUR     71.60
Deutsche Bank AG               8.20    5/25/2016    EUR     69.00
Deutsche Bank AG               8.20    5/25/2016    EUR     67.00
Deutsche Bank AG               8.20    5/25/2016    EUR     57.40
Deutsche Bank AG               8.20    5/25/2016    EUR     74.10
Deutsche Bank AG               8.20    5/25/2016    EUR     71.50
Deutsche Bank AG               8.20    5/25/2016    EUR     48.80
Deutsche Bank AG               8.20    5/25/2016    EUR     46.50
Deutsche Bank AG               8.20    5/25/2016    EUR     59.70
Deutsche Bank AG               8.20    4/20/2016    EUR     73.70
Deutsche Bank AG               8.20    4/20/2016    EUR     71.10
Deutsche Bank AG               8.20    4/20/2016    EUR     69.00
Deutsche Bank AG               8.20    4/20/2016    EUR     60.80
Deutsche Bank AG               8.20    4/20/2016    EUR     58.40
Deutsche Bank AG               8.20    4/20/2016    EUR     73.30
Deutsche Bank AG               8.20    4/20/2016    EUR     70.80
Deutsche Bank AG               8.20    4/20/2016    EUR     48.40
Deutsche Bank AG               8.20    4/20/2016    EUR     46.50
Deutsche Bank AG               5.20    4/20/2016    EUR     74.50
Deutsche Bank AG               6.20    4/20/2016    EUR     75.00
Deutsche Bank AG               6.20    4/20/2016    EUR     72.70
Deutsche Bank AG               5.20    4/20/2016    EUR     72.20
Deutsche Bank AG               6.20    4/20/2016    EUR     70.00
Deutsche Bank AG               5.20    4/20/2016    EUR     69.50
Deutsche Bank AG               5.20    4/20/2016    EUR     65.10
Deutsche Bank AG               6.20    4/20/2016    EUR     65.60
Deutsche Bank AG               5.20    4/20/2016    EUR     62.30
Deutsche Bank AG               6.20    4/20/2016    EUR     62.80
Deutsche Bank AG               6.20    4/20/2016    EUR     59.80
Deutsche Bank AG               5.20    4/20/2016    EUR     59.30
Deutsche Bank AG               5.20    4/20/2016    EUR     71.80
Deutsche Bank AG               6.20    4/20/2016    EUR     72.30
Deutsche Bank AG               5.20    4/20/2016    EUR     51.00
Deutsche Bank AG               6.20    4/20/2016    EUR     51.50
Deutsche Bank AG               5.20    4/20/2016    EUR     48.80
Deutsche Bank AG               6.20    4/20/2016    EUR     49.30
Deutsche Bank AG               6.20    4/20/2016    EUR     47.30
Deutsche Bank AG               5.20    4/20/2016    EUR     46.80
Deutsche Bank AG               5.20    7/20/2016    EUR     72.80
Deutsche Bank AG               5.20    7/20/2016    EUR     49.70
Deutsche Bank AG               6.20    8/24/2016    EUR     55.50
Deutsche Bank AG               5.20    8/24/2016    EUR     52.30
Deutsche Bank AG               5.20    5/25/2016    EUR     74.30
Deutsche Bank AG               6.20    5/25/2016    EUR     67.80
Deutsche Bank AG               5.20    5/25/2016    EUR     72.00
Deutsche Bank AG               6.20    5/25/2016    EUR     72.60
Deutsche Bank AG               6.20    5/25/2016    EUR     70.40
Deutsche Bank AG               5.20    5/25/2016    EUR     69.30
Deutsche Bank AG               5.20    5/25/2016    EUR     67.20
Deutsche Bank AG               6.20    5/25/2016    EUR     75.00
UBS AG                         7.50    6/24/2016    EUR     49.53
UBS AG                        12.25    6/24/2016    EUR     70.91
UBS AG                         8.25    6/24/2016    EUR     59.50
UBS AG                         7.25    6/24/2016    EUR     66.37
UBS AG                        10.00    6/24/2016    EUR     43.26
UBS AG                        13.75    6/24/2016    EUR     65.83
Leonteq Securities AG          9.92    5/29/2017    EUR     57.30
UBS AG/London                  6.25    5/30/2016    CHF     42.76
Credit Suisse AG/London        8.00     6/6/2016    USD     65.63
Vontobel Financial Products    1.70   12/31/2015    EUR     55.76
Leonteq Securities AG         10.80     9/8/2016    CHF     70.81
Vontobel Financial Products    7.00    6/24/2016    EUR     52.08
WGZ-Bank AG Westdeutsche Ge    2.00    6/29/2016    EUR     58.38
WGZ-Bank AG Westdeutsche Ge    3.00    6/29/2016    EUR     56.16
WGZ-Bank AG Westdeutsche Ge    4.00    6/29/2016    EUR     54.21
WGZ-Bank AG Westdeutsche Ge    5.00    6/29/2016    EUR     52.49
WGZ-Bank AG Westdeutsche Ge    6.00    6/29/2016    EUR     52.06
WGZ-Bank AG Westdeutsche Ge    2.25    6/29/2016    EUR     70.88
WGZ-Bank AG Westdeutsche Ge    3.25    6/29/2016    EUR     68.43
WGZ-Bank AG Westdeutsche Ge    4.25    6/29/2016    EUR     66.12
WGZ-Bank AG Westdeutsche Ge    5.50    6/29/2016    EUR     64.18
WGZ-Bank AG Westdeutsche Ge    6.50    6/29/2016    EUR     63.56
DZ Bank AG Deutsche Zentral    5.25    6/24/2016    EUR     55.72
Vontobel Financial Products   10.35    3/11/2016    EUR     59.64
Vontobel Financial Products    9.65    6/10/2016    EUR     60.57
Commerzbank AG                 6.76    6/22/2017    EUR     69.07
Vontobel Financial Products    6.05   12/18/2015    EUR     73.49
Vontobel Financial Products    5.40    12/9/2016    EUR     74.40
Vontobel Financial Products    5.30    6/17/2016    EUR     74.63
Vontobel Financial Products    5.10     9/9/2016    EUR     56.06
Vontobel Financial Products    6.85     9/9/2016    EUR     54.52
Vontobel Financial Products    8.80     9/9/2016    EUR     53.48
Vontobel Financial Products    4.15    12/9/2016    EUR     67.06
Vontobel Financial Products    5.15    12/9/2016    EUR     65.49
Vontobel Financial Products    5.25    6/17/2016    EUR     55.13
Vontobel Financial Products    6.30    12/9/2016    EUR     64.26
Vontobel Financial Products    7.55    12/9/2016    EUR     63.31
Vontobel Financial Products    4.25     9/9/2016    EUR     66.27
Vontobel Financial Products    5.55     9/9/2016    EUR     64.64
Vontobel Financial Products    6.90     9/9/2016    EUR     63.25
Vontobel Financial Products    8.40     9/9/2016    EUR     62.17
Vontobel Financial Products    4.60    6/10/2016    EUR     60.09
Vontobel Financial Products    6.20    6/10/2016    EUR     57.64
Vontobel Financial Products    7.35    6/10/2016    EUR     56.63
Vontobel Financial Products    6.55     9/9/2016    EUR     57.66
Vontobel Financial Products    5.55     9/9/2016    EUR     58.49
Vontobel Financial Products    4.00   12/12/2016    EUR     54.47
Vontobel Financial Products    7.50   12/12/2016    EUR     52.20
Vontobel Financial Products    4.25     9/9/2016    EUR     60.11
DZ Bank AG Deutsche Zentral    5.00    6/24/2016    EUR     56.46
UniCredit Bank AG              5.10     7/1/2016    EUR     49.80
DZ Bank AG Deutsche Zentral    4.75    3/21/2016    EUR     42.36
DZ Bank AG Deutsche Zentral    5.75    6/20/2016    EUR     43.81
DZ Bank AG Deutsche Zentral    5.75    9/19/2016    EUR     45.20
DZ Bank AG Deutsche Zentral    5.75   12/28/2015    EUR     56.81
DZ Bank AG Deutsche Zentral    6.25    9/23/2016    EUR     45.72
DZ Bank AG Deutsche Zentral    6.00    9/23/2016    EUR     74.01
DZ Bank AG Deutsche Zentral    9.00   12/28/2015    EUR     42.08
DZ Bank AG Deutsche Zentral    4.60    9/19/2016    EUR     53.05
DZ Bank AG Deutsche Zentral    5.50    9/19/2016    EUR     51.93
Vontobel Financial Products    3.60     9/9/2016    EUR     47.47
Vontobel Financial Products    4.50    6/24/2016    EUR     47.13
Vontobel Financial Products    6.55    9/23/2016    EUR     74.45
Vontobel Financial Products    4.30    6/10/2016    EUR     71.32
Vontobel Financial Products    8.30    9/23/2016    EUR     62.38
Vontobel Financial Products    9.50    6/24/2016    EUR     61.29
Vontobel Financial Products    9.40    3/29/2016    EUR     60.92
Vontobel Financial Products    5.65     9/9/2016    EUR     73.02
Vontobel Financial Products    8.20    6/24/2016    EUR     50.10
Vontobel Financial Products    8.20    3/29/2016    EUR     48.45
Vontobel Financial Products   11.15    3/29/2016    EUR     73.98
Vontobel Financial Products    7.15    9/23/2016    EUR     51.09
Landesbank Hessen-Thueringe    8.90    10/6/2020    EUR     51.10
Vontobel Financial Products    6.05     9/9/2016    EUR     59.64
Vontobel Financial Products    5.05     9/9/2016    EUR     58.75
Vontobel Financial Products    6.50    6/24/2016    EUR     51.73
Vontobel Financial Products    7.00    6/24/2016    EUR     52.12
LBBW                           3.50    7/27/2018    EUR     68.04
LBBW                           3.40    7/27/2018    EUR     54.85
Vontobel Financial Products    8.15    6/24/2016    EUR     48.86
DZ Bank AG Deutsche Zentral    6.10    6/22/2016    EUR     73.86
DZ Bank AG Deutsche Zentral    4.50    6/22/2016    EUR     52.88
UBS AG                         3.30    12/9/2016    EUR     69.02
HSBC Trinkaus & Burkhardt A   15.10   12/28/2015    EUR     49.02
HSBC Trinkaus & Burkhardt A   12.50    3/25/2016    EUR     51.48
HSBC Trinkaus & Burkhardt A    9.40   11/27/2015    EUR     51.89
HSBC Trinkaus & Burkhardt A   11.20   12/28/2015    EUR     64.25
HSBC Trinkaus & Burkhardt A    6.60   12/28/2015    EUR     70.03
HSBC Trinkaus & Burkhardt A   11.00    3/25/2016    EUR     63.92
HSBC Trinkaus & Burkhardt A    7.30    3/25/2016    EUR     68.58
HSBC Trinkaus & Burkhardt A   16.90   12/28/2015    EUR     64.77
HSBC Trinkaus & Burkhardt A   12.60   12/28/2015    EUR     68.33
HSBC Trinkaus & Burkhardt A   14.20    3/25/2016    EUR     67.44
HSBC Trinkaus & Burkhardt A   10.90    3/25/2016    EUR     70.38
HSBC Trinkaus & Burkhardt A   11.20   11/27/2015    EUR     69.57
Notenstein Privatbank AG       9.00     9/2/2016    CHF     67.71
Notenstein Privatbank AG       7.50     9/2/2016    EUR     51.28
Leonteq Securities AG         21.00     3/9/2016    USD     68.06
Leonteq Securities AG         15.00     3/9/2016    USD     46.94
Goldman Sachs & Co Wertpapi    5.00   12/23/2015    EUR     55.39
Goldman Sachs & Co Wertpapi    5.00    1/20/2016    EUR     55.76
Goldman Sachs & Co Wertpapi    5.00    2/24/2016    EUR     56.18
Goldman Sachs & Co Wertpapi   11.00   11/25/2015    EUR     46.99
Goldman Sachs & Co Wertpapi   11.00   11/25/2015    EUR     46.99
Goldman Sachs & Co Wertpapi   10.00   12/23/2015    EUR     47.66
Goldman Sachs & Co Wertpapi   10.00   12/23/2015    EUR     47.66
Goldman Sachs & Co Wertpapi    8.00    2/24/2016    EUR     48.66
Goldman Sachs & Co Wertpapi    8.00    3/23/2016    EUR     49.25
Goldman Sachs & Co Wertpapi    8.00    6/22/2016    EUR     50.80
Goldman Sachs & Co Wertpapi    8.00    6/22/2016    EUR     50.80
Commerzbank AG                 9.00    2/25/2016    EUR     72.38
Commerzbank AG                17.50   11/26/2015    EUR     72.54
Goldman Sachs & Co Wertpapi   25.00   12/23/2015    EUR     41.84
Goldman Sachs & Co Wertpapi   20.00    1/20/2016    EUR     44.20
Goldman Sachs & Co Wertpapi    9.00    6/22/2016    EUR     51.95
DekaBank Deutsche Girozentr    2.50    2/24/2017    EUR     73.40
DekaBank Deutsche Girozentr    2.50    2/24/2017    EUR     60.84
Vontobel Financial Products    7.25   12/28/2015    EUR     71.20
Vontobel Financial Products    5.15   12/28/2015    EUR     70.82
Societe Generale Effekten G    4.00   12/29/2015    EUR     64.11
Societe Generale Effekten G    5.65   12/29/2015    EUR     61.11
Societe Generale Effekten G    4.75     1/6/2016    EUR     65.16
Societe Generale Effekten G    6.34     1/6/2016    EUR     62.10
Societe Generale Effekten G    7.36    6/24/2016    EUR     64.31
Societe Generale Effekten G    9.29    6/24/2016    EUR     62.33
Societe Generale Effekten G    8.11     7/7/2016    EUR     65.46
Societe Generale Effekten G   10.00     7/7/2016    EUR     63.35
Societe Generale Effekten G    2.84   12/29/2015    EUR     54.33
Societe Generale Effekten G    4.26   12/29/2015    EUR     51.73
Societe Generale Effekten G    3.62     1/6/2016    EUR     56.28
Societe Generale Effekten G    4.98     1/6/2016    EUR     52.63
Societe Generale Effekten G    5.49    6/24/2016    EUR     55.93
Societe Generale Effekten G    7.18    6/24/2016    EUR     53.95
Societe Generale Effekten G    6.27     7/7/2016    EUR     57.09
Societe Generale Effekten G    7.91     7/7/2016    EUR     55.04
Commerzbank AG                 8.25    2/25/2016    EUR     74.92
Commerzbank AG                 9.25    2/25/2016    EUR     73.66
Commerzbank AG                 6.50    2/25/2016    EUR     48.91
Commerzbank AG                 7.50    2/25/2016    EUR     48.07
Commerzbank AG                 8.50    2/25/2016    EUR     47.29
Commerzbank AG                 4.75    2/25/2016    EUR     54.78
Commerzbank AG                 5.75    2/25/2016    EUR     53.72
Commerzbank AG                 6.75    2/25/2016    EUR     52.72
Commerzbank AG                 7.75    2/25/2016    EUR     51.80
Commerzbank AG                 8.75    2/25/2016    EUR     50.93
Commerzbank AG                 3.25    2/25/2016    EUR     67.68
Commerzbank AG                 3.75    2/25/2016    EUR     65.97
Commerzbank AG                 4.75    2/25/2016    EUR     64.54
Commerzbank AG                 5.50    2/25/2016    EUR     63.08
Commerzbank AG                 6.50    2/25/2016    EUR     61.81
Commerzbank AG                 7.25    2/25/2016    EUR     60.52
Commerzbank AG                 8.25    2/25/2016    EUR     59.37
Commerzbank AG                 9.50    2/25/2016    EUR     58.40
Commerzbank AG                10.50    2/25/2016    EUR     57.39
Commerzbank AG                 3.75    2/25/2016    EUR     51.91
Commerzbank AG                 4.75    2/25/2016    EUR     50.87
Commerzbank AG                 5.50    2/25/2016    EUR     49.81
Commerzbank AG                 8.25    2/25/2016    EUR     65.83
Commerzbank AG                11.25    2/25/2016    EUR     62.19
Commerzbank AG                 6.75    2/25/2016    EUR     69.88
Commerzbank AG                 9.50    2/25/2016    EUR     65.53
Commerzbank AG                12.50    2/25/2016    EUR     61.97
Commerzbank AG                12.25    2/25/2016    EUR     73.25
Commerzbank AG                12.25    2/25/2016    EUR     73.93
Commerzbank AG                 7.00    2/25/2016    EUR     47.05
Commerzbank AG                10.00    2/25/2016    EUR     44.68
UBS AG/London                  8.50    2/25/2016    CHF     57.53
EFG International Finance G    7.20    2/25/2019    EUR     62.02
DZ Bank AG Deutsche Zentral    7.50    6/24/2016    EUR     71.83
DZ Bank AG Deutsche Zentral    6.00   12/28/2015    EUR     48.54
DZ Bank AG Deutsche Zentral    5.25   12/28/2015    EUR     75.45
DZ Bank AG Deutsche Zentral    5.00    3/29/2016    EUR     74.91
DZ Bank AG Deutsche Zentral    5.00    6/24/2016    EUR     73.88
DZ Bank AG Deutsche Zentral    6.75   12/28/2015    EUR     60.27
DZ Bank AG Deutsche Zentral    5.50    3/29/2016    EUR     61.15
DZ Bank AG Deutsche Zentral    5.75    6/24/2016    EUR     60.69
BNP Paribas Emissions- und     8.00    3/24/2016    EUR     74.39
BNP Paribas Emissions- und    13.00    3/24/2016    EUR     68.81
BNP Paribas Emissions- und     9.00    9/22/2016    EUR     72.44
BNP Paribas Emissions- und     7.50    3/24/2016    EUR     62.74
BNP Paribas Emissions- und     9.00    3/24/2016    EUR     60.76
BNP Paribas Emissions- und     5.50    6/23/2016    EUR     67.10
BNP Paribas Emissions- und     7.00    6/23/2016    EUR     65.26
BNP Paribas Emissions- und     5.50    9/22/2016    EUR     67.64
BNP Paribas Emissions- und     7.50    9/22/2016    EUR     64.18
BNP Paribas Emissions- und     9.00    9/22/2016    EUR     63.17
BNP Paribas Emissions- und     6.00   12/22/2016    EUR     66.48
BNP Paribas Emissions- und     8.00   12/22/2016    EUR     63.99
BNP Paribas Emissions- und     6.00    3/24/2016    EUR     64.93
BNP Paribas Emissions- und    15.00   10/22/2015    EUR     53.07
BNP Paribas Emissions- und     5.50   12/24/2015    EUR     66.81
BNP Paribas Emissions- und     7.00   12/24/2015    EUR     63.86
BNP Paribas Emissions- und    18.00   12/24/2015    EUR     53.32
BNP Paribas Emissions- und    13.00   10/22/2015    EUR     73.61
BNP Paribas Emissions- und    16.00   12/24/2015    EUR     69.61
BNP Paribas Emissions- und    13.00    3/24/2016    EUR     72.39
BNP Paribas Emissions- und    14.00    3/24/2016    EUR     59.79
BNP Paribas Emissions- und     7.00    6/23/2016    EUR     66.99
BNP Paribas Emissions- und     8.50    6/23/2016    EUR     65.71
BNP Paribas Emissions- und    10.00    6/23/2016    EUR     63.56
BNP Paribas Emissions- und     7.00    9/22/2016    EUR     68.26
BNP Paribas Emissions- und     7.50    9/22/2016    EUR     66.59
BNP Paribas Emissions- und     9.00    9/22/2016    EUR     64.96
BNP Paribas Emissions- und     8.00   10/22/2015    EUR     67.63
BNP Paribas Emissions- und     9.50   10/22/2015    EUR     65.04
BNP Paribas Emissions- und     6.50   12/24/2015    EUR     68.25
BNP Paribas Emissions- und     8.00   12/24/2015    EUR     65.86
BNP Paribas Emissions- und     9.50   12/24/2015    EUR     63.66
BNP Paribas Emissions- und    12.00   12/24/2015    EUR     60.73
BNP Paribas Emissions- und    15.00   12/24/2015    EUR     58.22
BNP Paribas Emissions- und     5.50    3/24/2016    EUR     69.43
BNP Paribas Emissions- und     7.00    3/24/2016    EUR     67.49
BNP Paribas Emissions- und     8.50    3/24/2016    EUR     65.70
BNP Paribas Emissions- und    10.00    3/24/2016    EUR     62.98
BNP Paribas Emissions- und    16.00   10/22/2015    EUR     73.16
BNP Paribas Emissions- und    16.00   12/24/2015    EUR     72.56
BNP Paribas Emissions- und     4.50    9/22/2016    EUR     57.97
BNP Paribas Emissions- und     5.00    9/22/2016    EUR     57.09
BNP Paribas Emissions- und     5.50    9/22/2016    EUR     56.26
BNP Paribas Emissions- und     4.00   12/24/2015    EUR     56.73
BNP Paribas Emissions- und     4.50   12/24/2015    EUR     55.31
BNP Paribas Emissions- und     5.00   12/24/2015    EUR     53.97
BNP Paribas Emissions- und     5.50   12/24/2015    EUR     52.70
BNP Paribas Emissions- und     4.50    3/24/2016    EUR     56.45
BNP Paribas Emissions- und     5.00    3/24/2016    EUR     55.25
BNP Paribas Emissions- und     5.50    3/24/2016    EUR     54.13
BNP Paribas Emissions- und     6.00    3/24/2016    EUR     53.06
BNP Paribas Emissions- und     4.00    6/23/2016    EUR     57.92
BNP Paribas Emissions- und     4.50    6/23/2016    EUR     56.82
BNP Paribas Emissions- und     5.00    6/23/2016    EUR     55.79
BNP Paribas Emissions- und     5.50    6/23/2016    EUR     54.83
BNP Paribas Emissions- und     6.00    6/23/2016    EUR     53.92
Vontobel Financial Products    4.45     4/5/2016    EUR     46.19
BNP Paribas Emissions- und    13.00   12/24/2015    EUR     71.56
BNP Paribas Emissions- und    15.00   12/24/2015    EUR     69.79
BNP Paribas Emissions- und    12.00    3/24/2016    EUR     71.89
BNP Paribas Emissions- und    11.00   12/22/2016    EUR     74.79
BNP Paribas Emissions- und    18.00   10/22/2015    EUR     55.24
BNP Paribas Emissions- und     6.00   12/24/2015    EUR     66.63
BNP Paribas Emissions- und     9.00   12/24/2015    EUR     62.79
BNP Paribas Emissions- und    13.00   12/24/2015    EUR     59.66
BNP Paribas Emissions- und     6.00    3/24/2016    EUR     68.09
BNP Paribas Emissions- und    10.00    3/24/2016    EUR     61.71
BNP Paribas Emissions- und     6.00    6/23/2016    EUR     67.30
BNP Paribas Emissions- und    10.00    6/23/2016    EUR     62.33
BNP Paribas Emissions- und    12.00    6/23/2016    EUR     60.46
BNP Paribas Emissions- und     6.00    9/22/2016    EUR     68.69
BNP Paribas Emissions- und     7.00    9/22/2016    EUR     65.63
BNP Paribas Emissions- und     9.00   12/24/2015    EUR     69.91
BNP Paribas Emissions- und    10.00   12/24/2015    EUR     66.68
BNP Paribas Emissions- und     7.00    3/24/2016    EUR     71.59
BNP Paribas Emissions- und    10.00    3/24/2016    EUR     69.49
BNP Paribas Emissions- und     7.00    9/22/2016    EUR     72.67
BNP Paribas Emissions- und     8.00    9/22/2016    EUR     70.42
BNP Paribas Emissions- und     6.00   12/24/2015    EUR     71.09
BNP Paribas Emissions- und     6.00    3/24/2016    EUR     71.81
BNP Paribas Emissions- und     6.00    9/22/2016    EUR     71.83
BNP Paribas Emissions- und    11.00   10/22/2015    EUR     71.91
BNP Paribas Emissions- und    16.00   10/22/2015    EUR     68.01
BNP Paribas Emissions- und    22.00   10/22/2015    EUR     62.37
BNP Paribas Emissions- und    14.00   12/24/2015    EUR     69.35
BNP Paribas Emissions- und    17.00   12/24/2015    EUR     66.42
BNP Paribas Emissions- und    16.00    3/24/2016    EUR     68.16
BNP Paribas Emissions- und    13.00    6/23/2016    EUR     70.75
BNP Paribas Emissions- und     4.00    6/23/2016    EUR     73.26
BNP Paribas Emissions- und     5.00    6/23/2016    EUR     72.46
BNP Paribas Emissions- und     6.00    6/23/2016    EUR     70.98
BNP Paribas Emissions- und     7.00    6/23/2016    EUR     69.60
BNP Paribas Emissions- und     8.00    6/23/2016    EUR     68.96
BNP Paribas Emissions- und     9.00    6/23/2016    EUR     68.35
BNP Paribas Emissions- und    10.00    6/23/2016    EUR     67.19
BNP Paribas Emissions- und    12.00    6/23/2016    EUR     64.58
BNP Paribas Emissions- und     4.00    9/22/2016    EUR     73.36
BNP Paribas Emissions- und     5.00    9/22/2016    EUR     72.89
BNP Paribas Emissions- und    18.00   10/22/2015    EUR     59.04
BNP Paribas Emissions- und     5.00   12/24/2015    EUR     73.06
BNP Paribas Emissions- und     6.00   12/24/2015    EUR     70.73
BNP Paribas Emissions- und     7.00   12/24/2015    EUR     68.56
BNP Paribas Emissions- und     5.00    3/24/2016    EUR     73.73
BNP Paribas Emissions- und     6.00    3/24/2016    EUR     71.85
BNP Paribas Emissions- und     7.00    3/24/2016    EUR     70.07
BNP Paribas Emissions- und     8.00    3/24/2016    EUR     69.08
BNP Paribas Emissions- und     9.00    3/24/2016    EUR     68.14
BNP Paribas Emissions- und    10.00    3/24/2016    EUR     66.60
BNP Paribas Emissions- und    12.00    3/24/2016    EUR     65.58
BNP Paribas Emissions- und    13.00    3/24/2016    EUR     64.82
BNP Paribas Emissions- und     6.00    9/22/2016    EUR     71.79
BNP Paribas Emissions- und     7.00    9/22/2016    EUR     70.76
BNP Paribas Emissions- und     9.00    9/22/2016    EUR     66.68
BNP Paribas Emissions- und    10.00    9/22/2016    EUR     66.52
Commerzbank AG                 7.25    2/25/2016    EUR     73.48
Commerzbank AG                 9.50    2/25/2016    EUR     70.79
Commerzbank AG                 6.00    2/25/2016    EUR     70.31
Commerzbank AG                 8.75    2/25/2016    EUR     66.12
Commerzbank AG                11.75    2/25/2016    EUR     62.68
Deutsche Bank AG               5.00    3/18/2016    EUR     56.25
Commerzbank AG                 5.00    2/26/2016    EUR     53.15
Commerzbank AG                 6.50    2/26/2016    EUR     61.10
Vontobel Financial Products    7.00    3/29/2016    EUR     55.37
DZ Bank AG Deutsche Zentral    5.25    3/21/2016    EUR     70.52
DZ Bank AG Deutsche Zentral    5.50    6/20/2016    EUR     68.87
DZ Bank AG Deutsche Zentral    6.00    3/21/2016    EUR     52.52
DZ Bank AG Deutsche Zentral    5.70   12/21/2015    EUR     74.01
DZ Bank AG Deutsche Zentral    5.60    3/21/2016    EUR     73.19
DZ Bank AG Deutsche Zentral    6.50   12/21/2015    EUR     46.53
DZ Bank AG Deutsche Zentral    7.00    3/21/2016    EUR     48.32
DZ Bank AG Deutsche Zentral    7.30   12/21/2015    EUR     56.50
DZ Bank AG Deutsche Zentral    5.90    3/21/2016    EUR     57.56
DZ Bank AG Deutsche Zentral    6.70    3/21/2016    EUR     56.79
DZ Bank AG Deutsche Zentral    7.80    6/20/2016    EUR     57.48
DZ Bank AG Deutsche Zentral    4.90    3/21/2016    EUR     50.48
DZ Bank AG Deutsche Zentral    5.00    6/20/2016    EUR     52.25
DZ Bank AG Deutsche Zentral    5.30    6/20/2016    EUR     51.44
DZ Bank AG Deutsche Zentral    5.50    6/20/2016    EUR     72.91
DZ Bank AG Deutsche Zentral    6.00    6/20/2016    EUR     72.02
Landesbank Hessen-Thueringe    4.00     4/8/2019    EUR     53.72
Leonteq Securities AG         14.80    3/11/2016    USD     71.95
Vontobel Financial Products   28.60    3/29/2016    EUR     69.37
Vontobel Financial Products   21.65    3/29/2016    EUR     73.36
Vontobel Financial Products   20.65    6/24/2016    EUR     75.25
Vontobel Financial Products   24.70    3/29/2016    EUR     72.57
Banque Cantonale Vaudoise/G    8.20     3/3/2016    USD     59.99
Vontobel Financial Products    7.00    3/29/2016    EUR     73.94
LBBW                           3.52    2/26/2016    EUR     56.91
DZ Bank AG Deutsche Zentral    5.25    6/24/2016    EUR     69.61
DZ Bank AG Deutsche Zentral    5.00    6/24/2016    EUR     74.76
DZ Bank AG Deutsche Zentral    5.50    3/21/2016    EUR     55.72
DZ Bank AG Deutsche Zentral    4.80    6/20/2016    EUR     57.92
DZ Bank AG Deutsche Zentral    4.60    9/19/2016    EUR     58.77
DZ Bank AG Deutsche Zentral    5.40    9/19/2016    EUR     57.55
Vontobel Financial Products    5.50    7/22/2016    EUR     51.22
Vontobel Financial Products   18.20    9/23/2016    EUR     53.97
Commerzbank AG                 5.50    3/24/2016    EUR     70.99
Commerzbank AG                 8.50    3/24/2016    EUR     68.27
Commerzbank AG                 4.50    4/21/2016    EUR     72.38
Commerzbank AG                 7.00    4/21/2016    EUR     69.65
Commerzbank AG                 7.75    5/26/2016    EUR     69.68
Commerzbank AG                10.50    5/26/2016    EUR     67.63
Commerzbank AG                 5.50    3/24/2016    EUR     55.07
Commerzbank AG                 8.75    3/24/2016    EUR     53.17
Commerzbank AG                 4.50    4/21/2016    EUR     56.40
Commerzbank AG                 7.00    4/21/2016    EUR     54.22
Commerzbank AG                 6.25    5/26/2016    EUR     56.07
Commerzbank AG                 9.75    5/26/2016    EUR     54.32
Commerzbank AG                 5.75    3/24/2016    EUR     60.85
Commerzbank AG                 9.00    3/24/2016    EUR     57.87
Commerzbank AG                 4.75    4/21/2016    EUR     62.27
Commerzbank AG                 7.50    4/21/2016    EUR     59.13
Commerzbank AG                 7.25    5/26/2016    EUR     60.24
Commerzbank AG                10.50    5/26/2016    EUR     58.14
LBBW                           3.30   11/25/2016    EUR     73.43
Credit Suisse AG/Nassau        7.00    6/27/2016    EUR     71.13
Notenstein Privatbank AG       6.50    6/26/2017    EUR     59.22
LBBW                           3.00    6/24/2016    EUR     71.27
LBBW                           4.50    6/24/2016    EUR     68.81
LBBW                           3.00    6/24/2016    EUR     57.86
LBBW                           4.00    6/24/2016    EUR     56.49
LBBW                           5.00    6/24/2016    EUR     55.47
LBBW                           6.00    6/24/2016    EUR     54.67
LBBW                           2.50    6/24/2016    EUR     74.28
LBBW                           3.50    6/24/2016    EUR     72.25
LBBW                           4.50    6/24/2016    EUR     70.97
BNP Paribas Emissions- und     3.50   12/24/2015    EUR     67.73
BNP Paribas Emissions- und     8.50    9/22/2016    EUR     61.72
BNP Paribas Emissions- und     9.00    9/22/2016    EUR     60.46
BNP Paribas Emissions- und    11.00    9/22/2016    EUR     60.67
BNP Paribas Emissions- und    12.00    9/22/2016    EUR     59.30
BNP Paribas Emissions- und     3.50   12/22/2016    EUR     67.15
BNP Paribas Emissions- und     5.50   12/22/2016    EUR     65.27
BNP Paribas Emissions- und     6.00   12/22/2016    EUR     62.97
BNP Paribas Emissions- und     7.50   12/22/2016    EUR     62.06
BNP Paribas Emissions- und     9.50   12/22/2016    EUR     61.18
BNP Paribas Emissions- und     5.00   12/24/2015    EUR     65.34
BNP Paribas Emissions- und     6.50   12/24/2015    EUR     63.14
BNP Paribas Emissions- und     9.00   12/24/2015    EUR     60.21
BNP Paribas Emissions- und    11.00   12/24/2015    EUR     57.53
BNP Paribas Emissions- und    14.00   12/24/2015    EUR     56.20
BNP Paribas Emissions- und    17.00   12/24/2015    EUR     54.98
BNP Paribas Emissions- und    22.00   12/24/2015    EUR     53.45
BNP Paribas Emissions- und     3.50    3/24/2016    EUR     68.49
BNP Paribas Emissions- und     4.00    3/24/2016    EUR     66.13
BNP Paribas Emissions- und     5.50    3/24/2016    EUR     64.34
BNP Paribas Emissions- und     8.00    3/24/2016    EUR     62.05
BNP Paribas Emissions- und     9.50    3/24/2016    EUR     59.66
BNP Paribas Emissions- und    12.00    3/24/2016    EUR     58.85
BNP Paribas Emissions- und    13.00    3/24/2016    EUR     57.54
BNP Paribas Emissions- und     3.50    6/23/2016    EUR     67.06
BNP Paribas Emissions- und     5.00    6/23/2016    EUR     65.65
BNP Paribas Emissions- und     5.50    6/23/2016    EUR     63.70
BNP Paribas Emissions- und     7.00    6/23/2016    EUR     61.55
BNP Paribas Emissions- und     9.50    6/23/2016    EUR     60.35
BNP Paribas Emissions- und    14.00    6/23/2016    EUR     57.63
BNP Paribas Emissions- und     3.50    9/22/2016    EUR     67.29
BNP Paribas Emissions- und     5.00    9/22/2016    EUR     66.42
BNP Paribas Emissions- und     5.50    9/22/2016    EUR     64.75
BNP Paribas Emissions- und     7.00    9/22/2016    EUR     63.12
BNP Paribas Emissions- und     8.00   12/24/2015    EUR     74.96
BNP Paribas Emissions- und    12.00   12/24/2015    EUR     71.36
BNP Paribas Emissions- und    19.00   12/24/2015    EUR     68.74
BNP Paribas Emissions- und    12.00    3/24/2016    EUR     71.95
BNP Paribas Emissions- und    16.00    3/24/2016    EUR     69.98
BNP Paribas Emissions- und     8.00    6/23/2016    EUR     74.16
BNP Paribas Emissions- und     9.00    6/23/2016    EUR     71.02
BNP Paribas Emissions- und    13.00    6/23/2016    EUR     70.20
BNP Paribas Emissions- und     6.00   12/22/2016    EUR     74.50
BNP Paribas Emissions- und     4.50   12/24/2015    EUR     73.92
BNP Paribas Emissions- und     7.00   12/24/2015    EUR     70.57
BNP Paribas Emissions- und     9.50   12/24/2015    EUR     67.51
BNP Paribas Emissions- und    17.00   12/24/2015    EUR     62.65
BNP Paribas Emissions- und    22.00   12/24/2015    EUR     60.83
BNP Paribas Emissions- und     4.50    3/24/2016    EUR     73.85
BNP Paribas Emissions- und     6.00    3/24/2016    EUR     71.07
BNP Paribas Emissions- und     8.50    3/24/2016    EUR     68.90
BNP Paribas Emissions- und     5.50    6/23/2016    EUR     73.30
BNP Paribas Emissions- und     7.00    6/23/2016    EUR     71.12
BNP Paribas Emissions- und     8.50    6/23/2016    EUR     69.10
BNP Paribas Emissions- und    13.00    6/23/2016    EUR     66.61
BNP Paribas Emissions- und     6.00    9/22/2016    EUR     70.99
BNP Paribas Emissions- und     7.50    9/22/2016    EUR     69.47
BNP Paribas Emissions- und    11.00    9/22/2016    EUR     67.40
BNP Paribas Emissions- und     6.00   12/22/2016    EUR     71.93
BNP Paribas Emissions- und     7.50   12/22/2016    EUR     70.88
BNP Paribas Emissions- und    18.00   12/24/2015    EUR     72.91
BNP Paribas Emissions- und    22.00   12/24/2015    EUR     70.93
BNP Paribas Emissions- und     3.50   12/24/2015    EUR     55.14
BNP Paribas Emissions- und     6.50   12/24/2015    EUR     52.87
BNP Paribas Emissions- und     7.00   12/24/2015    EUR     51.67
BNP Paribas Emissions- und     3.00    3/24/2016    EUR     57.19
BNP Paribas Emissions- und     7.00    6/23/2016    EUR     54.59
BNP Paribas Emissions- und     4.00    9/22/2016    EUR     58.92
BNP Paribas Emissions- und     4.00   12/22/2016    EUR     59.60
BNP Paribas Emissions- und     5.50   12/22/2016    EUR     57.40
BNP Paribas Emissions- und     6.00   12/22/2016    EUR     56.77
BNP Paribas Emissions- und     4.00    3/24/2016    EUR     70.87
BNP Paribas Emissions- und     9.00    3/24/2016    EUR     65.96
BNP Paribas Emissions- und    13.00    3/24/2016    EUR     61.69
BNP Paribas Emissions- und     6.00    6/23/2016    EUR     71.16
BNP Paribas Emissions- und     9.00    6/23/2016    EUR     66.68
BNP Paribas Emissions- und    13.00    6/23/2016    EUR     63.74
BNP Paribas Emissions- und     7.00    9/22/2016    EUR     66.62
BNP Paribas Emissions- und     7.00   12/22/2016    EUR     67.65
BNP Paribas Emissions- und    10.00   12/22/2016    EUR     66.01
BNP Paribas Emissions- und     4.00   12/24/2015    EUR     70.74
BNP Paribas Emissions- und     9.00   12/24/2015    EUR     64.10
BNP Paribas Emissions- und    16.00   12/24/2015    EUR     59.15
BNP Paribas Emissions- und    18.00   12/24/2015    EUR     76.67
BNP Paribas Emissions- und     7.00   12/24/2015    EUR     73.46
BNP Paribas Emissions- und    13.00   12/24/2015    EUR     67.43
BNP Paribas Emissions- und     7.00    3/24/2016    EUR     74.06
BNP Paribas Emissions- und     7.00    6/23/2016    EUR     73.26
BNP Paribas Emissions- und     7.00    9/22/2016    EUR     73.75
BNP Paribas Emissions- und    10.00    9/22/2016    EUR     70.74
BNP Paribas Emissions- und     7.00   12/22/2016    EUR     74.33
BNP Paribas Emissions- und    10.00   12/22/2016    EUR     72.34
BNP Paribas Emissions- und     6.00   12/22/2016    EUR     69.51
BNP Paribas Emissions- und     7.00   12/22/2016    EUR     67.80
BNP Paribas Emissions- und     8.00   12/22/2016    EUR     66.30
BNP Paribas Emissions- und    12.00   12/24/2015    EUR     64.48
BNP Paribas Emissions- und    16.00   12/24/2015    EUR     62.06
BNP Paribas Emissions- und    18.00   12/24/2015    EUR     59.59
BNP Paribas Emissions- und    25.00   12/24/2015    EUR     58.23
BNP Paribas Emissions- und     6.00    3/24/2016    EUR     68.15
BNP Paribas Emissions- und    15.00    3/24/2016    EUR     62.79
BNP Paribas Emissions- und     6.00    6/23/2016    EUR     67.62
BNP Paribas Emissions- und    10.00    6/23/2016    EUR     64.32
BNP Paribas Emissions- und     6.00    9/22/2016    EUR     68.58
BNP Paribas Emissions- und     7.00    9/22/2016    EUR     66.52
BNP Paribas Emissions- und    13.00    9/22/2016    EUR     64.35
BNP Paribas Emissions- und     5.00   12/22/2016    EUR     71.41
BNP Paribas Emissions- und    15.00   12/24/2015    EUR     73.17
BNP Paribas Emissions- und    22.00   12/24/2015    EUR     69.40
BNP Paribas Emissions- und    22.00   12/24/2015    EUR     71.31
BNP Paribas Emissions- und    16.00    3/24/2016    EUR     73.70
BNP Paribas Emissions- und    13.00    6/23/2016    EUR     74.96
BNP Paribas Emissions- und    16.00    3/24/2016    EUR     72.20
BNP Paribas Emissions- und    13.00    6/23/2016    EUR     71.99
BNP Paribas Emissions- und    13.00   12/24/2015    EUR     67.20
BNP Paribas Emissions- und     4.00    6/23/2016    EUR     72.16
BNP Paribas Emissions- und     7.00    6/23/2016    EUR     70.67
BNP Paribas Emissions- und    10.00    6/23/2016    EUR     69.48
Vontobel Financial Products    9.25    3/29/2016    EUR     65.57
Vontobel Financial Products    8.85    6/24/2016    EUR     66.00
Vontobel Financial Products    8.50    7/22/2016    EUR     53.46
Raiffeisen Centrobank AG       4.54    3/22/2017    EUR     72.73
Credit Suisse AG/Nassau        8.25     7/1/2016    EUR     50.78
Leonteq Securities AG         10.40     3/9/2016    USD     53.80
Commerzbank AG                 9.50   10/22/2015    EUR     48.70
Commerzbank AG                 7.50    2/25/2016    EUR     49.98
Commerzbank AG                 8.50    2/25/2016    EUR     54.36
Commerzbank AG                 7.50   11/26/2015    EUR     46.14
Commerzbank AG                 6.50    2/25/2016    EUR     47.62
UniCredit Bank AG              4.60    3/24/2016    EUR     52.93
UniCredit Bank AG              5.55    3/24/2016    EUR     48.93
UniCredit Bank AG              5.50    3/24/2016    EUR     49.10
UniCredit Bank AG              4.70    3/24/2016    EUR     52.47
UniCredit Bank AG              4.30    3/24/2016    EUR     54.38
UniCredit Bank AG              5.75    3/24/2016    EUR     48.18
UniCredit Bank AG              5.20    3/24/2016    EUR     50.31
UniCredit Bank AG              5.70    3/24/2016    EUR     48.36
UniCredit Bank AG              4.95    3/24/2016    EUR     51.36
UniCredit Bank AG              4.85    3/24/2016    EUR     51.80
UniCredit Bank AG              4.65    3/24/2016    EUR     52.70
UniCredit Bank AG              5.00    3/24/2016    EUR     60.68
UniCredit Bank AG              5.25    3/24/2016    EUR     50.09
UniCredit Bank AG              5.60    3/24/2016    EUR     48.73
UniCredit Bank AG              5.35    3/24/2016    EUR     49.69
UniCredit Bank AG              5.15    3/24/2016    EUR     50.52
UniCredit Bank AG              5.00    3/24/2016    EUR     51.15
UniCredit Bank AG              4.55    3/24/2016    EUR     53.17
UniCredit Bank AG              4.10    3/24/2016    EUR     55.39
UniCredit Bank AG              4.05    3/24/2016    EUR     55.65
UniCredit Bank AG              5.85    3/24/2016    EUR     47.81
UniCredit Bank AG              5.10    3/24/2016    EUR     50.71
UniCredit Bank AG              5.65    3/24/2016    EUR     48.55
UniCredit Bank AG              4.80    3/24/2016    EUR     52.02
UniCredit Bank AG              4.75    3/24/2016    EUR     52.25
UniCredit Bank AG              4.25    3/24/2016    EUR     54.63
Landesbank Hessen-Thueringe    4.70     7/1/2016    EUR     61.60
UniCredit Bank AG              4.80    3/24/2016    EUR     61.10
UniCredit Bank AG              4.60    3/24/2016    EUR     62.13
UniCredit Bank AG              4.40    3/24/2016    EUR     64.34
UniCredit Bank AG              5.95    3/24/2016    EUR     47.45
UniCredit Bank AG              5.90    3/24/2016    EUR     47.63
UniCredit Bank AG              5.80    3/24/2016    EUR     47.99
UniCredit Bank AG              5.05    3/24/2016    EUR     50.94
UniCredit Bank AG              4.45    3/24/2016    EUR     53.64
UniCredit Bank AG              4.35    3/24/2016    EUR     54.13
UniCredit Bank AG              4.20    3/24/2016    EUR     54.88
UniCredit Bank AG              4.50    3/24/2016    EUR     63.20
UniCredit Bank AG              4.20    3/24/2016    EUR     65.49
UniCredit Bank AG              5.40    3/24/2016    EUR     49.49
UniCredit Bank AG              5.30    3/24/2016    EUR     49.89
UniCredit Bank AG              4.90    3/24/2016    EUR     51.58
UniCredit Bank AG              4.15    3/24/2016    EUR     55.13
UniCredit Bank AG              4.40    3/24/2016    EUR     53.88
UniCredit Bank AG              6.00    3/24/2016    EUR     47.26
UniCredit Bank AG              4.50    3/24/2016    EUR     53.40
UniCredit Bank AG              5.45    3/24/2016    EUR     49.31
Credit Suisse AG/Nassau        7.00    9/16/2016    CHF     45.53
UBS AG/London                  7.25     3/4/2016    CHF     49.17
DZ Bank AG Deutsche Zentral    2.00   12/16/2016    EUR     55.88
HSBC Trinkaus & Burkhardt A    6.30    3/25/2016    EUR     61.57
HSBC Trinkaus & Burkhardt A    4.60    3/25/2016    EUR     68.79
HSBC Trinkaus & Burkhardt A    7.10   12/28/2015    EUR     51.32
HSBC Trinkaus & Burkhardt A    5.90    3/25/2016    EUR     52.51
HSBC Trinkaus & Burkhardt A    3.50    3/25/2016    EUR     47.29
HSBC Trinkaus & Burkhardt A    9.10   12/28/2015    EUR     59.32
HSBC Trinkaus & Burkhardt A    7.90   12/28/2015    EUR     59.04
HSBC Trinkaus & Burkhardt A    6.20   12/28/2015    EUR     58.72
HSBC Trinkaus & Burkhardt A    8.00    3/25/2016    EUR     60.95
HSBC Trinkaus & Burkhardt A    7.40    3/25/2016    EUR     60.70
HSBC Trinkaus & Burkhardt A    6.10    3/25/2016    EUR     60.64
HSBC Trinkaus & Burkhardt A    4.90    3/25/2016    EUR     59.62
HSBC Trinkaus & Burkhardt A    7.10   12/28/2015    EUR     72.23
HSBC Trinkaus & Burkhardt A    7.80    3/25/2016    EUR     73.52
HSBC Trinkaus & Burkhardt A    7.10    3/25/2016    EUR     73.42
UniCredit Bank AG              4.00     7/4/2016    EUR     72.70
UniCredit Bank AG              6.21     7/4/2016    EUR     69.17
UniCredit Bank AG              6.00     7/4/2016    EUR     72.84
Bank Julius Baer & Co Ltd/G   12.10    3/18/2016    USD     69.75
DZ Bank AG Deutsche Zentral    4.20   12/21/2015    EUR     75.45
DZ Bank AG Deutsche Zentral    5.80    3/21/2016    EUR     71.33
DZ Bank AG Deutsche Zentral    4.90    6/20/2016    EUR     50.20
Credit Suisse AG/Nassau        7.25    9/19/2016    EUR     47.13
DZ Bank AG Deutsche Zentral    8.25    6/24/2016    EUR     62.04
DZ Bank AG Deutsche Zentral    6.50   12/28/2015    EUR     70.41
DZ Bank AG Deutsche Zentral    6.75    3/29/2016    EUR     72.08
DZ Bank AG Deutsche Zentral    7.75    6/24/2016    EUR     51.28
DZ Bank AG Deutsche Zentral    6.75   12/28/2015    EUR     71.29
DZ Bank AG Deutsche Zentral    7.00    6/24/2016    EUR     73.67
DZ Bank AG Deutsche Zentral    6.25   12/28/2015    EUR     41.56
DZ Bank AG Deutsche Zentral    6.75    3/29/2016    EUR     43.34
DZ Bank AG Deutsche Zentral    7.00    6/24/2016    EUR     44.72
Vontobel Financial Products    9.00    6/24/2016    EUR     70.53
Vontobel Financial Products    8.95    3/29/2016    EUR     70.99
Vontobel Financial Products   10.65   12/28/2015    EUR     69.52
Vontobel Financial Products   10.80    6/24/2016    EUR     55.82
Vontobel Financial Products   11.10    3/29/2016    EUR     54.99
Vontobel Financial Products    6.65    6/24/2016    EUR     59.35
Vontobel Financial Products    6.15    3/29/2016    EUR     59.49
Vontobel Financial Products    4.50    3/29/2016    EUR     52.38
Vontobel Financial Products    8.95   12/28/2015    EUR     47.55
Vontobel Financial Products    7.60    6/24/2016    EUR     50.69
Vontobel Financial Products    7.75    3/29/2016    EUR     49.27
Goldman Sachs & Co Wertpapi   25.00   12/23/2015    EUR     72.92
Goldman Sachs & Co Wertpapi   18.00    3/23/2016    EUR     74.24
Goldman Sachs & Co Wertpapi    7.00    4/20/2016    EUR     75.13
Goldman Sachs & Co Wertpapi    9.00    4/20/2016    EUR     71.59
Goldman Sachs & Co Wertpapi   12.00    4/20/2016    EUR     68.94
Goldman Sachs & Co Wertpapi   19.00    4/20/2016    EUR     65.32
Goldman Sachs & Co Wertpapi    7.00    9/21/2016    EUR     74.95
Goldman Sachs & Co Wertpapi    9.00    9/21/2016    EUR     72.59
Goldman Sachs & Co Wertpapi   16.00    9/21/2016    EUR     68.46
Goldman Sachs & Co Wertpapi   13.00    9/21/2016    EUR     68.89
Goldman Sachs & Co Wertpapi    5.00    4/20/2016    EUR     64.90
Goldman Sachs & Co Wertpapi    6.00    4/20/2016    EUR     62.61
Goldman Sachs & Co Wertpapi    7.00    4/20/2016    EUR     60.53
Goldman Sachs & Co Wertpapi   15.00    4/20/2016    EUR     54.20
Goldman Sachs & Co Wertpapi    8.00    4/20/2016    EUR     58.64
Goldman Sachs & Co Wertpapi   19.00    4/20/2016    EUR     53.01
Goldman Sachs & Co Wertpapi    5.00    9/21/2016    EUR     64.89
Goldman Sachs & Co Wertpapi    6.00    9/21/2016    EUR     63.22
Goldman Sachs & Co Wertpapi    7.00    9/21/2016    EUR     61.72
Goldman Sachs & Co Wertpapi    8.00    9/21/2016    EUR     60.39
Goldman Sachs & Co Wertpapi   10.00    9/21/2016    EUR     58.17
Goldman Sachs & Co Wertpapi   14.00    9/21/2016    EUR     56.74
Goldman Sachs & Co Wertpapi   16.00    9/21/2016    EUR     57.10
Goldman Sachs & Co Wertpapi   14.00    4/20/2016    EUR     73.31
Goldman Sachs & Co Wertpapi   18.00    4/20/2016    EUR     70.66
Goldman Sachs & Co Wertpapi   14.00    9/21/2016    EUR     74.52
Goldman Sachs & Co Wertpapi    5.00    4/20/2016    EUR     53.02
Goldman Sachs & Co Wertpapi   15.00    4/20/2016    EUR     48.27
Goldman Sachs & Co Wertpapi   10.00    4/20/2016    EUR     49.27
Goldman Sachs & Co Wertpapi    4.00    9/21/2016    EUR     56.42
Goldman Sachs & Co Wertpapi    4.00    9/21/2016    EUR     59.17
DZ Bank AG Deutsche Zentral    4.75    3/21/2016    EUR     51.65
DZ Bank AG Deutsche Zentral    6.00    3/21/2016    EUR     52.14
DZ Bank AG Deutsche Zentral    6.25    6/20/2016    EUR     52.98
DZ Bank AG Deutsche Zentral    5.25    6/20/2016    EUR     48.82
DZ Bank AG Deutsche Zentral    5.75    3/29/2016    EUR     66.15
DZ Bank AG Deutsche Zentral    5.50    3/29/2016    EUR     51.38
DZ Bank AG Deutsche Zentral    5.00    3/29/2016    EUR     58.67
DZ Bank AG Deutsche Zentral    4.80    3/21/2016    EUR     74.83
DZ Bank AG Deutsche Zentral    6.00   12/21/2015    EUR     65.39
DZ Bank AG Deutsche Zentral    4.50   12/21/2015    EUR     65.14
DZ Bank AG Deutsche Zentral    6.00    3/21/2016    EUR     66.50
DZ Bank AG Deutsche Zentral    4.75    3/21/2016    EUR     65.98
DZ Bank AG Deutsche Zentral    6.75    6/20/2016    EUR     65.62
DZ Bank AG Deutsche Zentral    5.50    6/20/2016    EUR     64.79
DZ Bank AG Deutsche Zentral    5.25   12/21/2015    EUR     72.65
DZ Bank AG Deutsche Zentral    7.25    3/21/2016    EUR     73.98
DZ Bank AG Deutsche Zentral    6.50   12/21/2015    EUR     41.48
DZ Bank AG Deutsche Zentral    6.75    3/21/2016    EUR     43.19
DZ Bank AG Deutsche Zentral    7.25    6/20/2016    EUR     44.81
Zurcher Kantonalbank Financ    7.93    3/29/2016    EUR     48.30
Commerzbank AG                 9.00    2/25/2016    EUR     47.25
Commerzbank AG                 9.00    2/25/2016    EUR     49.38
Commerzbank AG                10.00    2/25/2016    EUR     55.06
Commerzbank AG                10.75    2/25/2016    EUR     54.32
Commerzbank AG                 9.75    2/25/2016    EUR     68.89
Raiffeisen Centrobank AG       6.88    3/30/2017    EUR     59.70
Notenstein Privatbank AG       7.20    9/20/2016    EUR     48.69
Vontobel Financial Products   10.45    3/29/2016    EUR     71.50
Vontobel Financial Products   12.80   12/28/2015    EUR     69.42
Leonteq Securities AG         10.04    3/16/2016    EUR     48.28
Deutsche Bank AG               6.20    3/22/2016    EUR     50.50
Deutsche Bank AG               5.20    3/22/2016    EUR     50.10
Deutsche Bank AG               5.20    3/22/2016    EUR     48.00
Deutsche Bank AG               6.20    3/22/2016    EUR     48.40
Deutsche Bank AG               5.20    6/21/2016    EUR     53.30
Deutsche Bank AG               6.20    6/21/2016    EUR     54.00
Deutsche Bank AG               5.20    6/21/2016    EUR     51.00
Deutsche Bank AG               6.20    6/21/2016    EUR     51.70
Deutsche Bank AG               5.20    6/21/2016    EUR     48.80
Deutsche Bank AG               5.20    9/20/2016    EUR     54.50
Deutsche Bank AG               5.20    9/20/2016    EUR     52.20
Deutsche Bank AG               5.20    9/20/2016    EUR     50.10
Deutsche Bank AG               6.20   12/20/2016    EUR     56.90
Deutsche Bank AG               5.20   12/20/2016    EUR     55.80
Deutsche Bank AG               5.20   12/20/2016    EUR     53.50
Deutsche Bank AG               8.20    3/22/2016    EUR     70.60
Deutsche Bank AG               8.20    3/22/2016    EUR     68.40
Deutsche Bank AG               8.20    6/21/2016    EUR     69.50
Deutsche Bank AG               8.20    6/21/2016    EUR     67.40
Deutsche Bank AG               8.20    3/22/2016    EUR     49.30
Deutsche Bank AG               8.20    3/22/2016    EUR     47.30
Deutsche Bank AG               8.20    6/21/2016    EUR     50.90
Deutsche Bank AG               8.20    6/21/2016    EUR     48.90
Deutsche Bank AG               3.20    3/22/2016    EUR     73.00
Deutsche Bank AG               3.20    3/22/2016    EUR     70.70
Deutsche Bank AG               4.20    3/22/2016    EUR     68.90
Deutsche Bank AG               3.20    3/22/2016    EUR     68.40
Deutsche Bank AG               3.20    6/21/2016    EUR     75.00
Deutsche Bank AG               4.20    6/21/2016    EUR     73.30
Deutsche Bank AG               3.20    6/21/2016    EUR     72.70
Deutsche Bank AG               3.20    6/21/2016    EUR     70.40
Deutsche Bank AG               3.20    6/21/2016    EUR     68.20
Deutsche Bank AG               4.20    6/21/2016    EUR     68.80
Deutsche Bank AG               4.20    6/21/2016    EUR     66.70
Deutsche Bank AG               3.20    6/21/2016    EUR     66.10
Deutsche Bank AG               3.20    3/22/2016    EUR     54.20
Deutsche Bank AG               3.20    3/22/2016    EUR     49.30
Deutsche Bank AG               4.20    3/22/2016    EUR     49.70
Deutsche Bank AG               3.20    3/22/2016    EUR     47.10
Deutsche Bank AG               4.20    3/22/2016    EUR     47.50
Deutsche Bank AG               3.20    6/21/2016    EUR     54.50
Deutsche Bank AG               3.20    6/21/2016    EUR     51.90
Deutsche Bank AG               4.20    6/21/2016    EUR     52.60
Deutsche Bank AG               3.20    6/21/2016    EUR     49.60
Deutsche Bank AG               4.20    6/21/2016    EUR     50.30
Deutsche Bank AG               4.20    6/21/2016    EUR     48.20
Deutsche Bank AG               3.20    6/21/2016    EUR     47.50
Deutsche Bank AG               6.20    6/21/2016    EUR     74.70
Deutsche Bank AG               5.20    6/21/2016    EUR     74.00
Deutsche Bank AG               5.20    9/20/2016    EUR     74.90
Deutsche Bank AG               5.20    9/20/2016    EUR     72.70
Deutsche Bank AG               5.20    9/20/2016    EUR     70.60
Deutsche Bank AG               5.20    9/20/2016    EUR     68.50
Deutsche Bank AG               5.20   12/20/2016    EUR     75.80
Deutsche Bank AG               5.20   12/20/2016    EUR     73.60
Deutsche Bank AG               6.20   12/20/2016    EUR     74.80
Deutsche Bank AG               6.20   12/20/2016    EUR     72.70
Deutsche Bank AG               5.20   12/20/2016    EUR     71.60
Deutsche Bank AG               5.20   12/20/2016    EUR     69.50
Deutsche Bank AG               6.20   12/20/2016    EUR     70.70
Deutsche Bank AG               6.20   12/20/2016    EUR     54.70
Deutsche Bank AG               5.20   12/20/2016    EUR     51.40
Deutsche Bank AG               6.20   12/20/2016    EUR     52.60
Vontobel Financial Products    4.70    3/29/2016    EUR     68.82
Vontobel Financial Products    7.25   12/28/2015    EUR     68.73
UniCredit Bank AG              5.50    6/23/2016    EUR     68.57
UniCredit Bank AG              5.00    6/23/2016    EUR     70.39
UniCredit Bank AG              4.00    6/23/2016    EUR     60.99
UniCredit Bank AG              4.70    6/23/2016    EUR     62.49
UniCredit Bank AG              4.40    6/23/2016    EUR     52.31
UniCredit Bank AG              4.35    6/23/2016    EUR     52.51
UniCredit Bank AG              4.15    6/23/2016    EUR     53.35
UniCredit Bank AG              4.05    6/23/2016    EUR     53.79
UniCredit Bank AG              4.00    6/23/2016    EUR     54.01
UniCredit Bank AG              4.60    6/23/2016    EUR     56.46
UniCredit Bank AG              4.75    6/23/2016    EUR     71.32
UniCredit Bank AG              4.80    6/23/2016    EUR     61.89
UBS AG/London                 10.00     6/3/2016    CHF     72.24
UBS AG/London                  6.00     6/3/2016    EUR     43.38
LBBW                           3.00    6/23/2017    EUR     70.02
LBBW                           4.50    6/23/2017    EUR     67.35
LBBW                           2.50    6/23/2017    EUR     75.56
LBBW                           3.50    6/23/2017    EUR     73.83
LBBW                           4.50    6/23/2017    EUR     72.65
LBBW                           2.50    2/26/2016    EUR     75.66
LBBW                           3.50    2/26/2016    EUR     73.99
LBBW                           4.50    2/26/2016    EUR     72.86
LBBW                           2.50    2/26/2016    EUR     53.45
LBBW                           4.00    2/26/2016    EUR     51.61
LBBW                           2.50    2/26/2016    EUR     71.93
LBBW                           4.50    2/26/2016    EUR     69.32
LBBW                           2.50    2/26/2016    EUR     64.67
LBBW                           3.50    2/26/2016    EUR     63.24
LBBW                           4.50    2/26/2016    EUR     61.89
LBBW                           2.50    2/26/2016    EUR     51.32
LBBW                           3.50    2/26/2016    EUR     50.04
LBBW                           4.50    2/26/2016    EUR     49.24
LBBW                           2.50    6/23/2017    EUR     67.65
LBBW                           4.00    6/23/2017    EUR     64.95
LBBW                           5.50    6/23/2017    EUR     63.24
LBBW                           3.00    6/23/2017    EUR     56.11
LBBW                           4.00    6/23/2017    EUR     54.89
LBBW                           5.00    6/23/2017    EUR     54.04
LBBW                           6.00    6/23/2017    EUR     53.63
Leonteq Securities AG         16.40    9/15/2016    CHF     66.47
Notenstein Privatbank AG       7.00   12/12/2016    EUR     56.82
UniCredit Bank AG              4.00   12/22/2016    EUR     49.49
UniCredit Bank AG              4.00   12/22/2016    EUR     50.37
UniCredit Bank AG              4.00   12/22/2016    EUR     49.07
UniCredit Bank AG              4.00   12/22/2016    EUR     62.71
UniCredit Bank AG              4.00   12/22/2016    EUR     49.91
UniCredit Bank AG              4.00   12/22/2016    EUR     60.11
UniCredit Bank AG              4.00   12/22/2016    EUR     48.65
UniCredit Bank AG              4.00   12/22/2016    EUR     50.85
UniCredit Bank AG              4.00   12/22/2016    EUR     65.45
Societe Generale Effekten G    6.10     7/7/2016    EUR     68.11
Commerzbank AG                 6.25    5/26/2016    EUR     72.43
Commerzbank AG                 8.50    5/26/2016    EUR     70.51
Commerzbank AG                 4.25    5/26/2016    EUR     66.80
Commerzbank AG                 6.00    5/26/2016    EUR     64.59
Commerzbank AG                 8.00    5/26/2016    EUR     62.84
Commerzbank AG                10.00    5/26/2016    EUR     61.27
Commerzbank AG                 7.75    5/26/2016    EUR     61.62
Commerzbank AG                 9.50    5/26/2016    EUR     59.72
Commerzbank AG                11.50    5/26/2016    EUR     58.26
Commerzbank AG                 8.00    5/26/2016    EUR     57.94
Commerzbank AG                10.50    5/26/2016    EUR     56.27
Commerzbank AG                 8.50    5/26/2016    EUR     75.38
Commerzbank AG                 9.50    5/26/2016    EUR     74.77
Commerzbank AG                 5.00    5/26/2016    EUR     66.71
Commerzbank AG                 5.75    5/26/2016    EUR     65.88
Commerzbank AG                 6.50    5/26/2016    EUR     65.08
Commerzbank AG                 7.25    5/26/2016    EUR     64.32
Commerzbank AG                 8.00    5/26/2016    EUR     63.60
Commerzbank AG                 9.00    5/26/2016    EUR     63.06
Commerzbank AG                 9.75    5/26/2016    EUR     62.39
Commerzbank AG                 4.25    5/26/2016    EUR     52.98
Commerzbank AG                 5.00    5/26/2016    EUR     52.33
Commerzbank AG                 5.75    5/26/2016    EUR     51.73
Commerzbank AG                 6.50    5/26/2016    EUR     51.16
Commerzbank AG                 7.25    5/26/2016    EUR     50.64
Commerzbank AG                 8.25    5/26/2016    EUR     50.31
Commerzbank AG                 9.25    5/26/2016    EUR     50.01
Commerzbank AG                 4.25    5/26/2016    EUR     55.97
Commerzbank AG                 5.25    5/26/2016    EUR     55.13
Commerzbank AG                 6.25    5/26/2016    EUR     54.36
Commerzbank AG                 7.25    5/26/2016    EUR     53.65
Commerzbank AG                 8.25    5/26/2016    EUR     53.02
Commerzbank AG                 9.25    5/26/2016    EUR     52.43
Bank Julius Baer & Co Ltd/G    7.30    6/13/2016    USD     72.95
Credit Suisse AG/Nassau        6.38    6/12/2017    EUR     54.04
HSBC Trinkaus & Burkhardt A   16.30    3/25/2016    EUR     58.21
HSBC Trinkaus & Burkhardt A   14.30    6/24/2016    EUR     59.95
HSBC Trinkaus & Burkhardt A   12.20    6/24/2016    EUR     60.75
HSBC Trinkaus & Burkhardt A   12.50    9/23/2016    EUR     61.53
HSBC Trinkaus & Burkhardt A   10.90    9/23/2016    EUR     62.30
HSBC Trinkaus & Burkhardt A   11.40    2/26/2016    EUR     60.33
HSBC Trinkaus & Burkhardt A   10.50    5/27/2016    EUR     61.42
HSBC Trinkaus & Burkhardt A    7.10   12/23/2016    EUR     74.18
HSBC Trinkaus & Burkhardt A    7.50    5/27/2016    EUR     73.37
HSBC Trinkaus & Burkhardt A   10.80    9/23/2016    EUR     62.81
HSBC Trinkaus & Burkhardt A    6.20    9/23/2016    EUR     65.93
HSBC Trinkaus & Burkhardt A    7.10   12/23/2016    EUR     65.52
HSBC Trinkaus & Burkhardt A    8.10    2/26/2016    EUR     62.39
HSBC Trinkaus & Burkhardt A    8.60    5/27/2016    EUR     63.09
HSBC Trinkaus & Burkhardt A   10.90    6/24/2016    EUR     49.07
HSBC Trinkaus & Burkhardt A    7.90    6/24/2016    EUR     52.77
Vontobel Financial Products   10.45   12/28/2015    EUR     74.46
DZ Bank AG Deutsche Zentral    5.50    6/24/2016    EUR     74.22
DZ Bank AG Deutsche Zentral    8.25    6/24/2016    EUR     72.25
DZ Bank AG Deutsche Zentral   10.00    6/24/2016    EUR     63.57
DZ Bank AG Deutsche Zentral    8.75    3/29/2016    EUR     52.81
DZ Bank AG Deutsche Zentral    6.75    6/24/2016    EUR     52.54
DZ Bank AG Deutsche Zentral    5.50    9/23/2016    EUR     52.97
DZ Bank AG Deutsche Zentral    5.25    6/24/2016    EUR     66.98
DZ Bank AG Deutsche Zentral   11.25   12/28/2015    EUR     47.58
DZ Bank AG Deutsche Zentral   10.00    3/29/2016    EUR     49.83
DZ Bank AG Deutsche Zentral    5.50    6/24/2016    EUR     51.17
DZ Bank AG Deutsche Zentral    7.75    6/24/2016    EUR     50.23
DZ Bank AG Deutsche Zentral   10.75    6/24/2016    EUR     49.78
DZ Bank AG Deutsche Zentral    8.25    9/23/2016    EUR     52.58
DZ Bank AG Deutsche Zentral    4.50   12/21/2015    EUR     53.28
DZ Bank AG Deutsche Zentral    5.50   12/21/2015    EUR     52.44
DZ Bank AG Deutsche Zentral    4.60    3/21/2016    EUR     53.34
DZ Bank AG Deutsche Zentral    4.80    9/19/2016    EUR     55.11
DZ Bank AG Deutsche Zentral    6.10    9/19/2016    EUR     53.46
Vontobel Financial Products    6.90    9/23/2016    EUR     66.08
Vontobel Financial Products    7.95    6/24/2016    EUR     65.33
Vontobel Financial Products    7.60    3/29/2016    EUR     65.53
Vontobel Financial Products    9.30   12/28/2015    EUR     64.28
Vontobel Financial Products    7.60    9/23/2016    EUR     53.54
Vontobel Financial Products    8.85    6/24/2016    EUR     52.58
Vontobel Financial Products    9.00    3/29/2016    EUR     50.88
Vontobel Financial Products   11.55   12/28/2015    EUR     49.11
LBBW                           2.75    7/26/2019    EUR     73.93
UBS AG                         5.00    6/24/2016    EUR     71.79
UBS AG                        13.50    6/24/2016    EUR     61.34
UBS AG                        10.50    6/24/2016    EUR     63.88
UBS AG                        11.50    6/24/2016    EUR     50.64
UBS AG                         8.50    6/24/2016    EUR     65.09
UBS AG                         4.25    6/24/2016    EUR     59.67
UBS AG                         9.75    6/24/2016    EUR     66.77
UBS AG                         5.00    6/24/2016    EUR     55.67
UBS AG                         7.50    6/24/2016    EUR     67.21
UBS AG                         7.50    6/24/2016    EUR     55.10
Vontobel Financial Products    6.65    6/24/2016    EUR     49.47
UBS AG                         6.50    6/24/2016    EUR     49.69
UBS AG                        12.00    6/24/2016    EUR     48.32
Vontobel Financial Products    6.70    6/24/2016    EUR     49.77
Societe Generale Effekten G    8.68     7/7/2016    EUR     60.89
Societe Generale Effekten G   10.57     7/7/2016    EUR     59.33
Societe Generale Effekten G   12.62     7/7/2016    EUR     58.22
Societe Generale Effekten G    8.26   10/10/2016    EUR     64.01
Societe Generale Effekten G    9.99   10/10/2016    EUR     62.27
Societe Generale Effekten G   13.91   10/10/2016    EUR     59.84
Societe Generale Effekten G    4.87     7/7/2016    EUR     57.14
Societe Generale Effekten G    6.54     7/7/2016    EUR     55.34
Societe Generale Effekten G    8.47     7/7/2016    EUR     54.01
Societe Generale Effekten G    4.26   10/10/2016    EUR     60.15
Societe Generale Effekten G    5.73   10/10/2016    EUR     58.02
Societe Generale Effekten G    9.39   10/10/2016    EUR     55.22
Zurcher Kantonalbank Financ   10.03    6/17/2016    EUR     67.75
DekaBank Deutsche Girozentr    5.15    12/9/2016    EUR     52.03
Vontobel Financial Products   14.85   10/23/2015    EUR     46.43
DZ Bank AG Deutsche Zentral    4.60    6/20/2016    EUR     55.87
Goldman Sachs & Co Wertpapi    4.00    7/20/2016    EUR     66.83
Goldman Sachs & Co Wertpapi    6.00    7/20/2016    EUR     68.33
Goldman Sachs & Co Wertpapi   12.00    7/20/2016    EUR     72.82
Goldman Sachs & Co Wertpapi    4.00   12/21/2016    EUR     67.87
Goldman Sachs & Co Wertpapi    8.00   12/21/2016    EUR     72.54
Goldman Sachs & Co Wertpapi   10.00   12/21/2016    EUR     74.87
Goldman Sachs & Co Wertpapi    5.00    3/23/2016    EUR     61.48
Goldman Sachs & Co Wertpapi    5.00    7/20/2016    EUR     61.00
Goldman Sachs & Co Wertpapi    6.00    7/20/2016    EUR     61.74
Goldman Sachs & Co Wertpapi    8.00    7/20/2016    EUR     63.24
Goldman Sachs & Co Wertpapi   10.00    7/20/2016    EUR     64.73
Goldman Sachs & Co Wertpapi    5.00   12/21/2016    EUR     62.47
Goldman Sachs & Co Wertpapi    7.00   12/21/2016    EUR     64.80
Goldman Sachs & Co Wertpapi    7.00   12/21/2016    EUR     64.80
Goldman Sachs & Co Wertpapi    9.00   12/21/2016    EUR     67.13
Goldman Sachs & Co Wertpapi    7.00    7/20/2016    EUR     50.68
Goldman Sachs & Co Wertpapi    6.00   12/21/2016    EUR     52.37
Goldman Sachs & Co Wertpapi   24.00   12/23/2015    EUR     67.39
Goldman Sachs & Co Wertpapi    9.00    7/20/2016    EUR     75.43
Goldman Sachs & Co Wertpapi   15.00    7/20/2016    EUR     71.69
Goldman Sachs & Co Wertpapi   19.00    7/20/2016    EUR     71.12
Goldman Sachs & Co Wertpapi   10.00   12/21/2016    EUR     75.82
Goldman Sachs & Co Wertpapi   14.00   12/21/2016    EUR     73.29
Goldman Sachs & Co Wertpapi   13.00   12/23/2015    EUR     62.02
Goldman Sachs & Co Wertpapi   25.00   12/23/2015    EUR     56.72
Goldman Sachs & Co Wertpapi   11.00    3/23/2016    EUR     64.29
Goldman Sachs & Co Wertpapi    8.00    4/20/2016    EUR     66.40
Goldman Sachs & Co Wertpapi   23.00    4/20/2016    EUR     59.97
Goldman Sachs & Co Wertpapi   11.00    5/25/2016    EUR     64.34
Goldman Sachs & Co Wertpapi   18.00    5/25/2016    EUR     61.55
Goldman Sachs & Co Wertpapi   23.00    5/25/2016    EUR     60.70
Goldman Sachs & Co Wertpapi    7.00    6/22/2016    EUR     68.01
Goldman Sachs & Co Wertpapi   19.00    6/22/2016    EUR     61.67
Goldman Sachs & Co Wertpapi   21.00    6/22/2016    EUR     61.17
Goldman Sachs & Co Wertpapi    5.00    7/20/2016    EUR     69.99
Goldman Sachs & Co Wertpapi    7.00    7/20/2016    EUR     68.47
Goldman Sachs & Co Wertpapi    8.00    7/20/2016    EUR     66.39
Goldman Sachs & Co Wertpapi   10.00    7/20/2016    EUR     65.25
Goldman Sachs & Co Wertpapi   14.00    7/20/2016    EUR     63.50
Goldman Sachs & Co Wertpapi   20.00    7/20/2016    EUR     62.06
Goldman Sachs & Co Wertpapi    8.00    9/21/2016    EUR     67.65
Goldman Sachs & Co Wertpapi    5.00   12/21/2016    EUR     71.37
Goldman Sachs & Co Wertpapi    6.00   12/21/2016    EUR     69.71
Goldman Sachs & Co Wertpapi    7.00   12/21/2016    EUR     68.21
Goldman Sachs & Co Wertpapi    9.00   12/21/2016    EUR     68.03
Goldman Sachs & Co Wertpapi   15.00   12/21/2016    EUR     64.72
Goldman Sachs & Co Wertpapi   23.00    5/25/2016    EUR     71.33
Goldman Sachs & Co Wertpapi   21.00    6/22/2016    EUR     71.77
Goldman Sachs & Co Wertpapi   20.00    7/20/2016    EUR     72.63
Goldman Sachs & Co Wertpapi    3.00    7/20/2016    EUR     64.17
Goldman Sachs & Co Wertpapi    7.00    7/20/2016    EUR     55.38
Goldman Sachs & Co Wertpapi    9.00    7/20/2016    EUR     54.55
Commerzbank AG                10.00    1/21/2016    EUR     49.92
Commerzbank AG                 8.50    4/21/2016    EUR     51.60
Commerzbank AG                10.50   10/22/2015    EUR     58.19
Commerzbank AG                 9.00   12/24/2015    EUR     59.30
Commerzbank AG                 9.00    5/26/2016    EUR     61.16
Commerzbank AG                10.50   11/26/2015    EUR     72.50
Commerzbank AG                10.50    1/21/2016    EUR     74.03
Commerzbank AG                 8.50   12/24/2015    EUR     46.89
Commerzbank AG                 7.50    4/21/2016    EUR     49.09
LBBW                           3.15   11/25/2016    EUR     68.74
UBS AG/London                  6.50    6/10/2016    USD     68.21
UBS AG/London                  9.25    6/10/2016    CHF     49.27
Bank Julius Baer & Co Ltd/G   12.50    6/20/2016    USD     59.40
Vontobel Financial Products    7.30    6/24/2016    EUR     70.81
Vontobel Financial Products    6.55    3/29/2016    EUR     71.33
DZ Bank AG Deutsche Zentral   14.50   12/28/2015    EUR     66.66
DZ Bank AG Deutsche Zentral    7.00   12/28/2015    EUR     54.34
DZ Bank AG Deutsche Zentral   14.75   12/28/2015    EUR     50.76
DZ Bank AG Deutsche Zentral    5.75    3/29/2016    EUR     55.46
DZ Bank AG Deutsche Zentral    6.00    6/24/2016    EUR     56.38
DZ Bank AG Deutsche Zentral    5.25    9/23/2016    EUR     57.06
Vontobel Financial Products    7.55    9/23/2016    EUR     55.70
Vontobel Financial Products    8.80    6/24/2016    EUR     54.78
Vontobel Financial Products    9.20    3/29/2016    EUR     53.24
Vontobel Financial Products    6.50    9/23/2016    EUR     71.47
UBS AG                         2.60    12/9/2016    EUR     56.85
UBS AG                         3.70    6/10/2016    EUR     68.75
UBS AG                         2.30   12/11/2015    EUR     69.99
UniCredit Bank AG              5.44     7/1/2016    EUR     66.22
UniCredit Bank AG              6.00    6/23/2016    EUR     67.88
UniCredit Bank AG              5.25    6/23/2016    EUR     69.46
UniCredit Bank AG              4.20    6/23/2016    EUR     59.05
UniCredit Bank AG              4.50    6/23/2016    EUR     63.72
UniCredit Bank AG              4.20    6/23/2016    EUR     65.66
UniCredit Bank AG              4.50    6/23/2016    EUR     51.90
UniCredit Bank AG              5.00    6/23/2016    EUR     60.73
UniCredit Bank AG              7.50    6/23/2016    EUR     73.83
UniCredit Bank AG              7.00    6/23/2016    EUR     74.16
UniCredit Bank AG              4.25    6/23/2016    EUR     52.93
UniCredit Bank AG              4.40    6/23/2016    EUR     57.25
UniCredit Bank AG              4.30    6/23/2016    EUR     65.00
UniCredit Bank AG              4.45    6/23/2016    EUR     52.10
UniCredit Bank AG              4.30    6/23/2016    EUR     52.72
UniCredit Bank AG              5.00    6/23/2016    EUR     75.76
UniCredit Bank AG              4.10    6/23/2016    EUR     60.03
UniCredit Bank AG              4.10    6/23/2016    EUR     53.57
UniCredit Bank AG              4.80    6/23/2016    EUR     55.72
UniCredit Bank AG              4.90    6/23/2016    EUR     61.30
UniCredit Bank AG              4.40    6/23/2016    EUR     64.35
UniCredit Bank AG              4.50    6/23/2016    EUR     72.27
UniCredit Bank AG              4.25    6/23/2016    EUR     73.22
UniCredit Bank AG              5.00    6/23/2016    EUR     54.97
UniCredit Bank AG              4.25    6/23/2016    EUR     58.10
UniCredit Bank AG              4.60    6/23/2016    EUR     63.09
UniCredit Bank AG              4.20    6/23/2016    EUR     53.14
Vontobel Financial Products    7.85    2/26/2016    EUR     49.04
DZ Bank AG Deutsche Zentral    6.25    3/21/2016    EUR     71.77
DZ Bank AG Deutsche Zentral    7.00    6/20/2016    EUR     70.66
DZ Bank AG Deutsche Zentral    6.25    6/20/2016    EUR     70.16
DZ Bank AG Deutsche Zentral    6.50    6/20/2016    EUR     55.10
DZ Bank AG Deutsche Zentral    7.50    6/20/2016    EUR     55.77
DZ Bank AG Deutsche Zentral    6.00    6/20/2016    EUR     53.81
DZ Bank AG Deutsche Zentral    5.50    6/20/2016    EUR     53.48
DZ Bank AG Deutsche Zentral    6.00   12/21/2015    EUR     50.51
DZ Bank AG Deutsche Zentral    5.30    3/21/2016    EUR     51.66
DZ Bank AG Deutsche Zentral    6.80    6/20/2016    EUR     75.42
DZ Bank AG Deutsche Zentral    6.90    6/20/2016    EUR     61.86
DZ Bank AG Deutsche Zentral    7.90    6/20/2016    EUR     60.69
DZ Bank AG Deutsche Zentral    8.60    6/20/2016    EUR     60.00
DZ Bank AG Deutsche Zentral    3.90    6/20/2016    EUR     56.32
DZ Bank AG Deutsche Zentral    4.90    6/20/2016    EUR     55.11
DZ Bank AG Deutsche Zentral    5.90    6/20/2016    EUR     53.80
Vontobel Financial Products    4.05     3/4/2016    EUR     49.49
DZ Bank AG Deutsche Zentral    3.40     3/4/2016    EUR     54.44
Bank Julius Baer & Co Ltd/G   12.90     3/4/2016    USD     62.95
Bank Julius Baer & Co Ltd/G   11.50     3/4/2016    USD     45.30
HSBC Trinkaus & Burkhardt A    8.10    3/25/2016    EUR     60.31
HSBC Trinkaus & Burkhardt A    7.00    6/24/2016    EUR     62.57
Deutsche Bank AG               5.20   10/21/2015    EUR     53.20
Deutsche Bank AG               6.20   10/21/2015    EUR     53.20
Deutsche Bank AG               5.20   11/25/2015    EUR     55.00
Deutsche Bank AG               6.20   11/25/2015    EUR     55.10
Deutsche Bank AG               6.20    3/22/2016    EUR     54.80
Deutsche Bank AG               5.20    3/22/2016    EUR     54.30
Deutsche Bank AG               6.20   10/21/2015    EUR     54.40
Deutsche Bank AG               5.20   10/21/2015    EUR     54.40
Deutsche Bank AG               5.20   10/21/2015    EUR     51.70
Deutsche Bank AG               6.20   10/21/2015    EUR     51.70
Deutsche Bank AG               5.20   11/25/2015    EUR     53.50
Deutsche Bank AG               6.20   11/25/2015    EUR     53.60
Deutsche Bank AG               6.20   11/25/2015    EUR     51.00
Deutsche Bank AG               5.20   11/25/2015    EUR     50.90
Deutsche Bank AG               6.20   12/22/2015    EUR     51.40
Deutsche Bank AG               5.20   12/22/2015    EUR     51.30
Deutsche Bank AG               5.20    3/22/2016    EUR     52.50
Deutsche Bank AG               6.20    3/22/2016    EUR     52.90
Deutsche Bank AG               7.20   11/25/2015    EUR     70.90
Deutsche Bank AG               7.20   11/25/2015    EUR     66.10
Deutsche Bank AG               7.20    3/22/2016    EUR     72.40
Deutsche Bank AG               7.20    3/22/2016    EUR     68.00
Deutsche Bank AG               7.20   10/21/2015    EUR     51.00
Deutsche Bank AG               7.20   10/21/2015    EUR     49.00
Deutsche Bank AG               7.20   11/25/2015    EUR     53.00
Deutsche Bank AG               7.20   11/25/2015    EUR     50.90
Deutsche Bank AG               7.20    3/22/2016    EUR     55.20
Deutsche Bank AG               7.20    3/22/2016    EUR     53.20
Deutsche Bank AG               7.20   10/21/2015    EUR     51.70
Deutsche Bank AG               7.20   10/21/2015    EUR     49.20
Deutsche Bank AG               7.20   11/25/2015    EUR     51.10
Deutsche Bank AG               7.20   11/25/2015    EUR     48.70
Deutsche Bank AG               7.20   12/22/2015    EUR     51.60
Deutsche Bank AG               7.20   12/22/2015    EUR     49.20
Deutsche Bank AG               7.20    3/22/2016    EUR     53.40
Deutsche Bank AG               7.20    3/22/2016    EUR     51.00
Deutsche Bank AG               3.20    3/22/2016    EUR     75.50
Deutsche Bank AG               3.20   10/21/2015    EUR     60.80
Deutsche Bank AG               3.20   10/21/2015    EUR     57.40
Deutsche Bank AG               3.20   11/25/2015    EUR     59.50
Deutsche Bank AG               3.20   11/25/2015    EUR     56.30
Deutsche Bank AG               3.20   12/22/2015    EUR     59.70
Deutsche Bank AG               3.20   12/22/2015    EUR     56.50
Deutsche Bank AG               3.20    3/22/2016    EUR     60.30
Deutsche Bank AG               3.20    3/22/2016    EUR     57.10
Deutsche Bank AG               3.20   10/21/2015    EUR     58.30
Deutsche Bank AG               3.20   11/25/2015    EUR     60.00
Deutsche Bank AG               3.20   12/22/2015    EUR     60.20
Deutsche Bank AG               3.20    3/22/2016    EUR     60.70
Deutsche Bank AG               3.20    3/22/2016    EUR     58.10
Deutsche Bank AG               4.20   10/21/2015    EUR     74.90
Deutsche Bank AG               4.20   10/21/2015    EUR     72.00
Deutsche Bank AG               4.20   11/25/2015    EUR     76.00
Deutsche Bank AG               4.20   11/25/2015    EUR     73.20
Deutsche Bank AG               6.50    9/20/2016    EUR     75.50
Deutsche Bank AG               6.50    6/21/2016    EUR     74.32
Deutsche Bank AG               4.50   12/20/2016    EUR     74.25
Deutsche Bank AG               6.50    3/22/2016    EUR     50.41
Deutsche Bank AG               4.50    3/22/2016    EUR     75.61
Deutsche Bank AG               4.50    6/21/2016    EUR     72.96
Deutsche Bank AG               4.50    9/20/2016    EUR     73.64
Deutsche Bank AG               4.50    3/22/2016    EUR     49.54
Deutsche Bank AG               4.50    9/20/2016    EUR     51.23
Deutsche Bank AG               4.50   12/20/2016    EUR     52.28
Deutsche Bank AG               4.50    6/21/2016    EUR     50.19
DZ Bank AG Deutsche Zentral    6.00   12/21/2015    EUR     73.54
DZ Bank AG Deutsche Zentral    7.90   12/21/2015    EUR     71.65
DZ Bank AG Deutsche Zentral    5.90    3/21/2016    EUR     71.87
DZ Bank AG Deutsche Zentral    7.50    3/21/2016    EUR     70.57
DZ Bank AG Deutsche Zentral    5.10    6/20/2016    EUR     72.17
DZ Bank AG Deutsche Zentral    6.40    6/20/2016    EUR     71.15
DZ Bank AG Deutsche Zentral    7.80    6/20/2016    EUR     70.23
DZ Bank AG Deutsche Zentral    5.00    9/19/2016    EUR     72.89
DZ Bank AG Deutsche Zentral    5.40    9/19/2016    EUR     71.44
DZ Bank AG Deutsche Zentral    6.60    9/19/2016    EUR     70.75
DZ Bank AG Deutsche Zentral    5.90    3/21/2016    EUR     55.89
Deutsche Bank AG               8.50    6/21/2016    EUR     75.69
UniCredit Bank AG              4.95    6/23/2016    EUR     49.76
UniCredit Bank AG              4.45    6/23/2016    EUR     51.62
UniCredit Bank AG              4.50    6/23/2016    EUR     62.99
UniCredit Bank AG              5.35    6/23/2016    EUR     48.38
UniCredit Bank AG              5.10    6/23/2016    EUR     49.22
UniCredit Bank AG              4.60    6/23/2016    EUR     51.05
UniCredit Bank AG              4.50    6/23/2016    EUR     51.44
UniCredit Bank AG              4.80    6/23/2016    EUR     50.30
UniCredit Bank AG              5.20    6/23/2016    EUR     48.88
UniCredit Bank AG              4.75    6/23/2016    EUR     50.49
UniCredit Bank AG              4.40    6/23/2016    EUR     64.08
UniCredit Bank AG              5.25    6/23/2016    EUR     48.73
UniCredit Bank AG              4.85    6/23/2016    EUR     50.12
UniCredit Bank AG              4.55    6/23/2016    EUR     51.23
UniCredit Bank AG              5.40    6/23/2016    EUR     48.24
UniCredit Bank AG              4.70    6/23/2016    EUR     50.67
UniCredit Bank AG              4.60    6/23/2016    EUR     61.95
UniCredit Bank AG              5.45    6/23/2016    EUR     48.08
UniCredit Bank AG              4.65    6/23/2016    EUR     50.86
UniCredit Bank AG              5.00    6/23/2016    EUR     49.57
Vontobel Financial Products    7.55    2/26/2016    EUR     52.04
Vontobel Financial Products    7.65    2/26/2016    EUR     52.00
Bank Julius Baer & Co Ltd/G   12.00     2/5/2016    USD     69.05
Deutsche Bank AG               5.20   12/22/2015    EUR     60.60
Deutsche Bank AG               6.20   12/22/2015    EUR     60.70
Deutsche Bank AG               4.20   12/22/2015    EUR     60.40
Deutsche Bank AG               6.20   12/22/2015    EUR     58.10
Deutsche Bank AG               4.20   12/22/2015    EUR     57.70
Deutsche Bank AG               5.20   12/22/2015    EUR     57.90
Deutsche Bank AG               4.20   12/22/2015    EUR     55.20
Deutsche Bank AG               6.20    3/22/2016    EUR     62.40
Deutsche Bank AG               5.20    3/22/2016    EUR     61.60
Deutsche Bank AG               4.20    3/22/2016    EUR     61.60
Deutsche Bank AG               6.20    3/22/2016    EUR     59.40
Deutsche Bank AG               4.20    3/22/2016    EUR     58.50
Deutsche Bank AG               5.20    3/22/2016    EUR     59.00
Deutsche Bank AG               5.20    3/22/2016    EUR     56.60
Deutsche Bank AG               6.20    3/22/2016    EUR     57.00
Deutsche Bank AG               4.20    3/22/2016    EUR     56.10
Deutsche Bank AG               5.20    6/21/2016    EUR     61.10
Deutsche Bank AG               6.20    6/21/2016    EUR     61.80
Deutsche Bank AG               4.20    6/21/2016    EUR     59.90
Deutsche Bank AG               6.20    6/21/2016    EUR     58.80
Deutsche Bank AG               4.20    6/21/2016    EUR     57.50
Deutsche Bank AG               5.20    6/21/2016    EUR     58.20
Deutsche Bank AG               4.20    6/21/2016    EUR     55.20
Deutsche Bank AG               5.20    6/21/2016    EUR     55.90
Deutsche Bank AG               6.20    6/21/2016    EUR     56.60
Leonteq Securities AG          9.00    5/18/2016    CHF     62.98
DZ Bank AG Deutsche Zentral    5.20   12/21/2015    EUR     75.53
DZ Bank AG Deutsche Zentral    7.30   12/21/2015    EUR     46.69
DZ Bank AG Deutsche Zentral    6.70    6/20/2016    EUR     49.44
Vontobel Financial Products    5.50    6/24/2016    EUR     47.82
Vontobel Financial Products    7.65    5/27/2016    EUR     71.39
UniCredit Bank AG              3.30    6/23/2016    EUR     57.17
DekaBank Deutsche Girozentr    2.60    4/21/2017    EUR     73.58
Bank Julius Baer & Co Ltd/G    4.90     5/6/2016    CHF     73.65
DZ Bank AG Deutsche Zentral   10.50   10/23/2015    EUR     48.57
DZ Bank AG Deutsche Zentral   15.00   10/23/2015    EUR     64.54
DZ Bank AG Deutsche Zentral   13.75   10/23/2015    EUR     63.62
DZ Bank AG Deutsche Zentral   12.25   10/23/2015    EUR     71.44
DZ Bank AG Deutsche Zentral    5.75    6/24/2016    EUR     51.34
DZ Bank AG Deutsche Zentral   11.75   10/23/2015    EUR     70.43
DZ Bank AG Deutsche Zentral   13.00   10/23/2015    EUR     44.81
DZ Bank AG Deutsche Zentral   13.25   10/23/2015    EUR     50.20
DZ Bank AG Deutsche Zentral   14.00   10/23/2015    EUR     44.06
DZ Bank AG Deutsche Zentral    6.00   12/28/2015    EUR     49.11
DZ Bank AG Deutsche Zentral    5.75    3/29/2016    EUR     50.47
HSBC Trinkaus & Burkhardt A    7.20    6/24/2016    EUR     52.25
HSBC Trinkaus & Burkhardt A    9.30    9/23/2016    EUR     52.00
HSBC Trinkaus & Burkhardt A    6.70    9/23/2016    EUR     53.64
HSBC Trinkaus & Burkhardt A    7.30   12/23/2016    EUR     53.58
HSBC Trinkaus & Burkhardt A    8.20    5/27/2016    EUR     50.60
HSBC Trinkaus & Burkhardt A   12.20    6/24/2016    EUR     68.18
HSBC Trinkaus & Burkhardt A   11.90    9/23/2016    EUR     68.93
HSBC Trinkaus & Burkhardt A   10.90    9/23/2016    EUR     69.92
HSBC Trinkaus & Burkhardt A    7.90    9/23/2016    EUR     73.58
HSBC Trinkaus & Burkhardt A    9.10   12/23/2016    EUR     72.09
HSBC Trinkaus & Burkhardt A    6.60   12/23/2016    EUR     75.69
HSBC Trinkaus & Burkhardt A   12.80    2/26/2016    EUR     67.83
HSBC Trinkaus & Burkhardt A   11.00    5/27/2016    EUR     69.68
HSBC Trinkaus & Burkhardt A    7.20    5/27/2016    EUR     74.40
HSBC Trinkaus & Burkhardt A   11.00    9/23/2016    EUR     70.08
HSBC Trinkaus & Burkhardt A    7.60    9/23/2016    EUR     73.12
HSBC Trinkaus & Burkhardt A    9.90    2/26/2016    EUR     69.38
HSBC Trinkaus & Burkhardt A   10.00    5/27/2016    EUR     70.45
HSBC Trinkaus & Burkhardt A    9.00    6/24/2016    EUR     70.25
HSBC Trinkaus & Burkhardt A   13.20    3/25/2016    EUR     56.11
HSBC Trinkaus & Burkhardt A    9.70    6/24/2016    EUR     58.76
HSBC Trinkaus & Burkhardt A    6.30    6/24/2016    EUR     62.17
HSBC Trinkaus & Burkhardt A   10.90    3/25/2016    EUR     49.75
HSBC Trinkaus & Burkhardt A    8.00    6/24/2016    EUR     51.72
HSBC Trinkaus & Burkhardt A    9.70    6/24/2016    EUR     70.26
Raiffeisen Centrobank AG       2.80   11/14/2016    EUR     55.10
EFG International Finance G   12.86   10/30/2017    EUR     46.05
HSBC Trinkaus & Burkhardt A    6.00    4/22/2016    EUR     69.28
HSBC Trinkaus & Burkhardt A    6.60    7/22/2016    EUR     70.15
HSBC Trinkaus & Burkhardt A    6.00   10/28/2016    EUR     70.66
Deutsche Bank AG               8.20    3/22/2016    EUR     70.30
Deutsche Bank AG               9.20    6/21/2016    EUR     70.40
Deutsche Bank AG               8.20    6/21/2016    EUR     69.80
Deutsche Bank AG               9.20    9/20/2016    EUR     72.40
Deutsche Bank AG               8.20   12/20/2016    EUR     73.30
Deutsche Bank AG               8.20    9/20/2016    EUR     71.50
Deutsche Bank AG               8.20    3/22/2016    EUR     62.40
Deutsche Bank AG               8.20    6/21/2016    EUR     63.80
Deutsche Bank AG               9.20    6/21/2016    EUR     64.50
Deutsche Bank AG               8.20    9/20/2016    EUR     65.60
Deutsche Bank AG               9.20    9/20/2016    EUR     66.60
Deutsche Bank AG               8.20   12/20/2016    EUR     67.50
Deutsche Bank AG               9.20   12/20/2016    EUR     68.60
DekaBank Deutsche Girozentr    1.80   12/23/2015    EUR     57.86
UBS AG                        10.50   10/14/2016    EUR     72.00
Deutsche Bank AG               7.50    3/22/2016    EUR     71.40
Deutsche Bank AG               7.50    6/21/2016    EUR     71.40
LBBW                           7.00    4/22/2016    EUR     74.00
LBBW                           3.00    4/22/2016    EUR     51.04
LBBW                           4.00    4/22/2016    EUR     49.47
LBBW                           5.00    4/22/2016    EUR     48.26
LBBW                           6.00    4/22/2016    EUR     47.56
LBBW                           3.00    4/22/2016    EUR     50.92
LBBW                           5.00    4/22/2016    EUR     48.72
LBBW                           5.00    5/27/2016    EUR     62.96
LBBW                           7.00    5/27/2016    EUR     60.52
LBBW                           5.00    4/22/2016    EUR     72.03
LBBW                           3.00    5/27/2016    EUR     66.39
LBBW                           4.00    6/24/2016    EUR     75.48
LBBW                           3.00    6/24/2016    EUR     56.77
LBBW                           4.50    6/24/2016    EUR     53.04
LBBW                           3.50    6/24/2016    EUR     57.59
LBBW                           2.82    7/28/2017    EUR     66.11
LBBW                           3.00   12/29/2015    EUR     50.93
LBBW                           2.50   12/29/2015    EUR     74.94
LBBW                           3.50   12/29/2015    EUR     71.97
LBBW                           2.00   12/29/2015    EUR     62.70
LBBW                           3.00   12/29/2015    EUR     59.32
LBBW                           4.00   12/29/2015    EUR     56.71
LBBW                           3.25    7/28/2017    EUR     55.88
LBBW                           2.00    3/29/2016    EUR     55.74
LBBW                           3.50    3/29/2016    EUR     51.48
LBBW                           5.00    3/29/2016    EUR     48.84
LBBW                           2.00    3/29/2016    EUR     65.60
LBBW                           3.50    3/29/2016    EUR     61.53
LBBW                           3.00    8/25/2017    EUR     68.95
LBBW                           3.00    6/24/2016    EUR     59.42
LBBW                           2.50    6/24/2016    EUR     49.58
LBBW                           4.00    6/24/2016    EUR     46.38
LBBW                           3.00    6/24/2016    EUR     61.22
LBBW                           4.00    6/24/2016    EUR     58.74
LBBW                           2.00    6/24/2016    EUR     72.70
LBBW                           2.00    6/24/2016    EUR     64.53
LBBW                           3.00    6/24/2016    EUR     69.71
LBBW                           3.55    8/25/2017    EUR     47.31
LBBW                           3.75    9/22/2017    EUR     47.21
LBBW                           2.25    7/22/2016    EUR     67.18
LBBW                           3.00    7/22/2016    EUR     64.84
LBBW                           4.00    7/22/2016    EUR     62.60
LBBW                           2.50    7/22/2016    EUR     63.41
LBBW                           3.50    7/22/2016    EUR     60.97
LBBW                           2.50    7/22/2016    EUR     50.68
LBBW                           4.00    7/22/2016    EUR     47.46
LBBW                           2.75    7/22/2016    EUR     72.75
LBBW                           3.50    7/22/2016    EUR     71.04
LBBW                           4.50    7/22/2016    EUR     68.75
LBBW                           3.00    7/22/2016    EUR     60.65
LBBW                           3.90    9/22/2017    EUR     46.45
LBBW                           3.00    9/22/2017    EUR     66.67
LBBW                           2.00    9/22/2017    EUR     65.58
LBBW                           2.50   10/27/2017    EUR     72.61
LBBW                           3.00    6/22/2018    EUR     59.26
LBBW                           3.30   10/23/2015    EUR     55.23
LBBW                           3.00   10/23/2015    EUR     53.44
LBBW                           5.30   11/27/2015    EUR     48.01
LBBW                           3.50   11/24/2017    EUR     60.00
LBBW                           3.40    6/23/2017    EUR     56.29
LBBW                           3.50   10/23/2015    EUR     63.93
LBBW                           3.00   10/23/2015    EUR     69.99
LBBW                           3.00   10/23/2015    EUR     49.94
LBBW                           4.50   10/23/2015    EUR     66.98
LBBW                           4.50   10/23/2015    EUR     47.46
LBBW                           3.00    4/22/2016    EUR     71.57
LBBW                           5.00    4/22/2016    EUR     57.36
LBBW                           5.00    4/22/2016    EUR     68.58
LBBW                           2.00    4/22/2016    EUR     65.08
LBBW                           3.50    4/22/2016    EUR     60.54
LBBW                           3.50    4/22/2016    EUR     71.60
LBBW                           4.00    3/29/2016    EUR     75.67
LBBW                           5.00    3/29/2016    EUR     73.19
LBBW                           3.00    3/29/2016    EUR     65.16
LBBW                           4.00    3/29/2016    EUR     62.99
LBBW                           3.85   10/27/2017    EUR     51.22
LBBW                           3.00   11/24/2017    EUR     56.84
LBBW                           3.40   11/24/2017    EUR     48.04
LBBW                           4.00   11/24/2017    EUR     65.87
LBBW                           3.00    9/23/2016    EUR     59.23
LBBW                           4.50    9/23/2016    EUR     56.63
LBBW                           3.00    9/23/2016    EUR     71.64
LBBW                           4.00    9/23/2016    EUR     69.14
LBBW                           3.00    9/23/2016    EUR     64.23
LBBW                           2.50    9/23/2016    EUR     67.48
LBBW                           3.50    9/23/2016    EUR     65.16
LBBW                           4.50    9/23/2016    EUR     63.53
LBBW                           5.50    9/23/2016    EUR     62.09
LBBW                           2.50    9/23/2016    EUR     50.27
LBBW                           3.50    9/23/2016    EUR     48.26
LBBW                           4.50    9/23/2016    EUR     46.72
LBBW                           3.50   10/23/2015    EUR     73.92
LBBW                           4.50   10/23/2015    EUR     71.70
LBBW                           4.50   10/23/2015    EUR     73.07
LBBW                           3.00   11/27/2015    EUR     70.52
LBBW                           5.00   11/27/2015    EUR     65.14
LBBW                           4.50   11/27/2015    EUR     68.98
LBBW                           2.50   11/27/2015    EUR     62.18
LBBW                           4.00   11/27/2015    EUR     58.40
LBBW                           5.50   11/27/2015    EUR     55.23
LBBW                           3.50   11/27/2015    EUR     72.32
LBBW                           5.50   11/27/2015    EUR     67.85
Vontobel Financial Products    8.00   11/25/2016    EUR     56.59
Vontobel Financial Products    6.50   11/25/2016    EUR     47.35
LBBW                           2.50    1/25/2019    EUR     65.26
LBBW                           3.45    3/22/2019    EUR     64.90
LBBW                           4.50    3/23/2018    EUR     59.94
LBBW                           2.50    6/28/2019    EUR     56.07
LBBW                           3.00    6/28/2019    EUR     59.05
LBBW                           3.50    6/22/2018    EUR     52.85
LBBW                           4.00    8/25/2017    EUR     46.94
LBBW                           3.00    9/22/2017    EUR     61.11
LBBW                           3.00    9/28/2018    EUR     51.39
LBBW                           3.75   10/27/2017    EUR     51.48
LBBW                           3.00     1/4/2019    EUR     56.60
Commerzbank AG                 6.50   12/24/2015    EUR     71.54
Commerzbank AG                 5.50    3/24/2016    EUR     72.70
Commerzbank AG                10.50   12/24/2015    EUR     71.55
Commerzbank AG                 9.50    3/24/2016    EUR     72.95
Commerzbank AG                 8.00   12/24/2015    EUR     41.76
Commerzbank AG                 7.00    3/24/2016    EUR     43.31
Commerzbank AG                 7.00   12/24/2015    EUR     44.71
Commerzbank AG                 6.00    3/24/2016    EUR     45.99
Commerzbank AG                 7.00   11/26/2015    EUR     50.91
Commerzbank AG                 7.00    3/24/2016    EUR     53.13
Commerzbank AG                 6.00   10/22/2015    EUR     73.23
DZ Bank AG Deutsche Zentral    7.25    3/29/2016    EUR     72.30
DZ Bank AG Deutsche Zentral    7.50    3/29/2016    EUR     74.29
DZ Bank AG Deutsche Zentral    5.50    6/24/2016    EUR     43.70
DZ Bank AG Deutsche Zentral    8.50    3/29/2016    EUR     72.05
DZ Bank AG Deutsche Zentral    6.00    3/29/2016    EUR     57.81
DZ Bank AG Deutsche Zentral    5.00    3/29/2016    EUR     68.66
Goldman Sachs & Co Wertpapi   24.00   12/23/2015    EUR     68.76
Goldman Sachs & Co Wertpapi   22.00    1/20/2016    EUR     70.11
Goldman Sachs & Co Wertpapi   20.00    2/24/2016    EUR     71.54
Goldman Sachs & Co Wertpapi   25.00    3/23/2016    EUR     69.75
Goldman Sachs & Co Wertpapi   17.00    4/20/2016    EUR     73.17
Goldman Sachs & Co Wertpapi   23.00    4/20/2016    EUR     70.70
Goldman Sachs & Co Wertpapi   23.00    5/25/2016    EUR     70.98
Goldman Sachs & Co Wertpapi   21.00    6/22/2016    EUR     71.45
Goldman Sachs & Co Wertpapi   18.00    9/21/2016    EUR     74.01
Goldman Sachs & Co Wertpapi   24.00    2/24/2016    EUR     70.26
Goldman Sachs & Co Wertpapi    7.00    5/25/2016    EUR     75.61
Goldman Sachs & Co Wertpapi   19.00    1/20/2016    EUR     75.50
Goldman Sachs & Co Wertpapi   20.00    2/24/2016    EUR     74.03
Goldman Sachs & Co Wertpapi   24.00    3/23/2016    EUR     72.35
Goldman Sachs & Co Wertpapi   19.00    4/20/2016    EUR     74.69
Goldman Sachs & Co Wertpapi   22.00    4/20/2016    EUR     73.20
Goldman Sachs & Co Wertpapi   22.00   12/23/2015    EUR     73.78
Goldman Sachs & Co Wertpapi   20.00    3/23/2016    EUR     66.04
Vontobel Financial Products   28.75   12/28/2015    EUR     70.19
Vontobel Financial Products    6.60    6/24/2016    EUR     68.45
Vontobel Financial Products    6.25   12/28/2015    EUR     68.54
Vontobel Financial Products   10.25   12/28/2015    EUR     51.90
Vontobel Financial Products    7.45    6/24/2016    EUR     53.26
DekaBank Deutsche Girozentr    9.60    7/29/2016    EUR     55.52
Zurcher Kantonalbank Financ    9.30     5/4/2016    CHF     52.94
DZ Bank AG Deutsche Zentral    5.25    3/29/2016    EUR     60.60
Credit Suisse AG/Nassau        6.25   10/31/2016    EUR     49.22
DZ Bank AG Deutsche Zentral    5.30    3/21/2016    EUR     68.97
DZ Bank AG Deutsche Zentral    6.10   12/21/2015    EUR     72.72
DZ Bank AG Deutsche Zentral    5.70    3/21/2016    EUR     74.35
DZ Bank AG Deutsche Zentral    6.10    6/20/2016    EUR     74.38
DZ Bank AG Deutsche Zentral    5.75    3/21/2016    EUR     73.40
DZ Bank AG Deutsche Zentral    6.00   12/21/2015    EUR     63.51
DZ Bank AG Deutsche Zentral    6.50    3/21/2016    EUR     64.92
DZ Bank AG Deutsche Zentral    5.50   12/21/2015    EUR     65.71
DZ Bank AG Deutsche Zentral    6.25    3/21/2016    EUR     66.79
DZ Bank AG Deutsche Zentral    6.50    6/20/2016    EUR     68.36
Commerzbank AG                11.25    3/24/2016    EUR     56.93
Commerzbank AG                10.25    3/24/2016    EUR     69.93
Commerzbank AG                12.00    3/24/2016    EUR     68.07
Commerzbank AG                11.75    3/24/2016    EUR     66.47
Commerzbank AG                10.00    3/24/2016    EUR     70.32
Commerzbank AG                13.25    3/24/2016    EUR     66.78
Zurcher Kantonalbank Financ    7.30     5/6/2016    USD     50.66
DZ Bank AG Deutsche Zentral    4.00     5/6/2016    EUR     52.21
Goldman Sachs & Co Wertpapi    6.00    5/25/2016    EUR     73.67
Goldman Sachs & Co Wertpapi    6.00    4/20/2016    EUR     65.61
Goldman Sachs & Co Wertpapi   13.00    2/24/2016    EUR     67.34
Goldman Sachs & Co Wertpapi    8.00    4/20/2016    EUR     66.61
Goldman Sachs & Co Wertpapi    7.00    5/25/2016    EUR     66.69
Goldman Sachs & Co Wertpapi   12.00    6/22/2016    EUR     68.08
Goldman Sachs & Co Wertpapi   12.00    6/22/2016    EUR     68.08
Goldman Sachs & Co Wertpapi    6.00    5/25/2016    EUR     52.10
Goldman Sachs & Co Wertpapi    8.00    5/25/2016    EUR     53.29
Leonteq Securities AG         12.40     5/6/2016    CHF     69.79
Leonteq Securities AG         20.00     2/5/2016    CHF     58.40
Vontobel Financial Products    5.10    5/27/2016    EUR     44.64
LBBW                           3.00    6/28/2019    EUR     59.77
DZ Bank AG Deutsche Zentral    4.90    3/21/2016    EUR     49.48
DZ Bank AG Deutsche Zentral    3.00   11/27/2015    EUR     66.84
DZ Bank AG Deutsche Zentral    9.50   12/28/2015    EUR     74.55
DZ Bank AG Deutsche Zentral   10.75    1/22/2016    EUR     75.21
DZ Bank AG Deutsche Zentral    7.75    3/29/2016    EUR     75.32
DZ Bank AG Deutsche Zentral    5.75    3/29/2016    EUR     57.92
DZ Bank AG Deutsche Zentral    7.75    1/22/2016    EUR     62.10
DZ Bank AG Deutsche Zentral   12.50    1/22/2016    EUR     57.17
DZ Bank AG Deutsche Zentral    7.25   12/28/2015    EUR     56.91
DZ Bank AG Deutsche Zentral    5.25    1/22/2016    EUR     61.81
DZ Bank AG Deutsche Zentral    8.75    1/22/2016    EUR     57.75
DekaBank Deutsche Girozentr    3.50    6/23/2016    EUR     67.45
DZ Bank AG Deutsche Zentral    7.25    3/21/2016    EUR     53.40
DZ Bank AG Deutsche Zentral    7.00    3/21/2016    EUR     76.12
DZ Bank AG Deutsche Zentral    7.00    3/21/2016    EUR     53.84
DZ Bank AG Deutsche Zentral    6.25    3/21/2016    EUR     53.68
DZ Bank AG Deutsche Zentral    7.75    6/24/2016    EUR     57.19
DZ Bank AG Deutsche Zentral    6.50    6/24/2016    EUR     54.21
DZ Bank AG Deutsche Zentral    7.50   12/28/2015    EUR     55.22
DZ Bank AG Deutsche Zentral   10.00    3/29/2016    EUR     58.09
DZ Bank AG Deutsche Zentral    5.25   12/18/2015    EUR     61.70
DZ Bank AG Deutsche Zentral    4.60   12/21/2015    EUR     61.34
DZ Bank AG Deutsche Zentral    4.30    3/21/2016    EUR     62.05
Vontobel Financial Products    5.50    2/26/2016    EUR     52.63
Goldman Sachs & Co Wertpapi    8.00    2/24/2016    EUR     74.52
Goldman Sachs & Co Wertpapi   12.00    2/24/2016    EUR     75.91
Goldman Sachs & Co Wertpapi   11.00    3/23/2016    EUR     76.07
Goldman Sachs & Co Wertpapi   11.00    3/23/2016    EUR     76.07
Goldman Sachs & Co Wertpapi   11.00    6/22/2016    EUR     75.60
Goldman Sachs & Co Wertpapi   11.00    6/22/2016    EUR     75.60
Goldman Sachs & Co Wertpapi    8.00   10/21/2015    EUR     53.05
Goldman Sachs & Co Wertpapi   10.00   10/21/2015    EUR     53.06
Goldman Sachs & Co Wertpapi   15.00   10/21/2015    EUR     53.09
Goldman Sachs & Co Wertpapi   16.00   10/21/2015    EUR     53.10
Goldman Sachs & Co Wertpapi   16.00   10/21/2015    EUR     53.10
Goldman Sachs & Co Wertpapi    8.00   11/25/2015    EUR     55.34
Goldman Sachs & Co Wertpapi   10.00   11/25/2015    EUR     55.54
Goldman Sachs & Co Wertpapi    7.00    3/23/2016    EUR     57.35
Goldman Sachs & Co Wertpapi    8.00    2/24/2016    EUR     55.83
Goldman Sachs & Co Wertpapi   20.00   10/21/2015    EUR     66.73
Goldman Sachs & Co Wertpapi   19.00   11/25/2015    EUR     69.57
Goldman Sachs & Co Wertpapi   23.00   11/25/2015    EUR     65.49
Goldman Sachs & Co Wertpapi   17.00   12/23/2015    EUR     70.57
Goldman Sachs & Co Wertpapi   12.00    1/20/2016    EUR     75.37
Goldman Sachs & Co Wertpapi   20.00    1/20/2016    EUR     68.17
Goldman Sachs & Co Wertpapi   14.00    6/22/2016    EUR     73.83
Goldman Sachs & Co Wertpapi    7.00    1/20/2016    EUR     67.56
Goldman Sachs & Co Wertpapi    9.00   11/25/2015    EUR     63.63
Goldman Sachs & Co Wertpapi    7.00   11/25/2015    EUR     66.70
Goldman Sachs & Co Wertpapi    6.00   10/21/2015    EUR     67.77
Goldman Sachs & Co Wertpapi   13.00    1/20/2016    EUR     57.89
Goldman Sachs & Co Wertpapi    7.00    2/24/2016    EUR     68.07
Goldman Sachs & Co Wertpapi   22.00    1/20/2016    EUR     52.12
Goldman Sachs & Co Wertpapi    7.00    3/23/2016    EUR     68.44
Goldman Sachs & Co Wertpapi    8.00    3/23/2016    EUR     65.83
Goldman Sachs & Co Wertpapi    8.00    6/22/2016    EUR     65.82
Goldman Sachs & Co Wertpapi   15.00    6/22/2016    EUR     58.97
Goldman Sachs & Co Wertpapi   18.00    6/22/2016    EUR     57.44
UniCredit Bank AG              6.00    3/24/2016    EUR     58.22
UniCredit Bank AG              4.20    3/24/2016    EUR     64.09
UniCredit Bank AG              5.00    3/24/2016    EUR     67.11
UniCredit Bank AG              4.05    3/24/2016    EUR     62.94
UniCredit Bank AG              4.20    3/24/2016    EUR     61.96
UniCredit Bank AG              5.00    3/24/2016    EUR     60.31
UniCredit Bank AG              4.50    3/24/2016    EUR     62.79
UniCredit Bank AG              4.00    3/24/2016    EUR     63.28
UniCredit Bank AG              4.75    3/24/2016    EUR     62.21
UniCredit Bank AG              5.25    3/24/2016    EUR     59.12
UniCredit Bank AG              4.00    3/24/2016    EUR     65.46
UniCredit Bank AG              4.60    3/24/2016    EUR     69.57
UniCredit Bank AG              4.25    3/24/2016    EUR     63.39
UniCredit Bank AG              4.80    3/24/2016    EUR     61.55
UniCredit Bank AG              4.15    3/24/2016    EUR     62.30
UniCredit Bank AG              5.10    3/24/2016    EUR     59.68
UniCredit Bank AG              4.25    3/24/2016    EUR     61.66
UniCredit Bank AG              4.10    3/24/2016    EUR     64.78
UniCredit Bank AG              5.50    3/24/2016    EUR     58.61
UniCredit Bank AG              4.90    3/24/2016    EUR     60.92
UniCredit Bank AG              4.10    3/24/2016    EUR     62.61
UniCredit Bank AG              4.80    3/24/2016    EUR     68.30
UniCredit Bank AG              4.35    3/24/2016    EUR     61.02
UniCredit Bank AG              4.50    3/24/2016    EUR     70.94
UniCredit Bank AG              4.30    3/24/2016    EUR     61.32
UniCredit Bank AG              5.05    6/23/2016    EUR     49.41
UniCredit Bank AG              5.15    6/23/2016    EUR     49.05
Vontobel Financial Products    9.50    5/27/2016    EUR     48.41
Vontobel Financial Products    9.50    5/27/2016    EUR     48.19
Vontobel Financial Products    9.50    5/27/2016    EUR     48.14
Goldman Sachs & Co Wertpapi   18.00   12/23/2015    EUR     55.50
Goldman Sachs & Co Wertpapi   20.00    1/20/2016    EUR     55.32
Goldman Sachs & Co Wertpapi   18.00    2/24/2016    EUR     56.57
Goldman Sachs & Co Wertpapi   19.00    3/23/2016    EUR     56.47
Goldman Sachs & Co Wertpapi    7.00    5/25/2016    EUR     64.65
Goldman Sachs & Co Wertpapi   16.00    9/21/2016    EUR     74.32
Landesbank Hessen-Thueringe    7.40    6/12/2020    EUR     56.60
UBS AG/London                  7.50     5/9/2016    CHF     73.48
WGZ-Bank AG Westdeutsche Ge    6.50    3/17/2016    EUR     75.51
DZ Bank AG Deutsche Zentral    5.80    3/21/2016    EUR     75.49
DZ Bank AG Deutsche Zentral    5.40    6/20/2016    EUR     75.65
DZ Bank AG Deutsche Zentral    5.20   12/21/2015    EUR     50.37
DZ Bank AG Deutsche Zentral    5.10    3/21/2016    EUR     51.58
DZ Bank AG Deutsche Zentral    5.60    6/20/2016    EUR     53.60
DZ Bank AG Deutsche Zentral    6.10    6/20/2016    EUR     52.98
Vontobel Financial Products    6.00    5/27/2016    EUR     57.12
Vontobel Financial Products    8.65    5/27/2016    EUR     72.00
Vontobel Financial Products    5.85    5/27/2016    EUR     74.77
Vontobel Financial Products    6.85    5/27/2016    EUR     51.79
Credit Suisse AG/Nassau        8.00   11/21/2016    EUR     52.92
Zurcher Kantonalbank Financ    9.00   11/21/2016    CHF     56.96
LBBW                           3.60    6/22/2018    EUR     53.43
Bank Julius Baer & Co Ltd/G   12.60    5/11/2016    USD     68.70
Bank Julius Baer & Co Ltd/G   10.00    5/20/2016    USD     61.45
Vontobel Financial Products    9.05    5/27/2016    EUR     48.17
DZ Bank AG Deutsche Zentral    6.75    3/29/2016    EUR     46.42
DZ Bank AG Deutsche Zentral    5.50    6/24/2016    EUR     61.65
DZ Bank AG Deutsche Zentral    8.25    6/24/2016    EUR     58.92
DZ Bank AG Deutsche Zentral    5.00    6/24/2016    EUR     73.88
DZ Bank AG Deutsche Zentral    8.25    6/24/2016    EUR     70.65
DZ Bank AG Deutsche Zentral   12.00   12/28/2015    EUR     45.19
DZ Bank AG Deutsche Zentral    9.75    3/29/2016    EUR     47.21
DZ Bank AG Deutsche Zentral    6.50    6/24/2016    EUR     49.38
DZ Bank AG Deutsche Zentral    9.00    6/24/2016    EUR     48.60
DZ Bank AG Deutsche Zentral   12.00    6/24/2016    EUR     48.14
DZ Bank AG Deutsche Zentral    8.50    9/23/2016    EUR     50.35
DZ Bank AG Deutsche Zentral    3.80   12/28/2015    EUR     51.82
DZ Bank AG Deutsche Zentral    6.90   12/21/2015    EUR     48.64
DZ Bank AG Deutsche Zentral    5.50    3/21/2016    EUR     50.74
DZ Bank AG Deutsche Zentral    4.90    6/20/2016    EUR     54.10
DZ Bank AG Deutsche Zentral    6.30    6/20/2016    EUR     52.11
DZ Bank AG Deutsche Zentral    6.00   12/21/2015    EUR     49.50
WGZ-Bank AG Westdeutsche Ge    2.50    3/22/2016    EUR     71.44
WGZ-Bank AG Westdeutsche Ge    3.50    3/22/2016    EUR     68.59
WGZ-Bank AG Westdeutsche Ge    4.50    3/22/2016    EUR     65.92
WGZ-Bank AG Westdeutsche Ge    5.50    3/22/2016    EUR     64.89
WGZ-Bank AG Westdeutsche Ge    6.25    3/22/2016    EUR     63.80
DZ Bank AG Deutsche Zentral    9.25    6/20/2016    EUR     46.54
DZ Bank AG Deutsche Zentral    9.25    3/21/2016    EUR     44.24
DZ Bank AG Deutsche Zentral    8.50    3/21/2016    EUR     43.92
DZ Bank AG Deutsche Zentral    7.50    3/21/2016    EUR     43.50
DZ Bank AG Deutsche Zentral    9.75    6/20/2016    EUR     46.47
Notenstein Privatbank AG       9.00   11/22/2016    CHF     53.28
UBS AG/London                  9.75    5/13/2016    CHF     65.58
UBS AG/London                  8.50    5/13/2016    CHF     47.77
Bank Julius Baer & Co Ltd/G    6.70    5/25/2016    EUR     68.10
Leonteq Securities AG         11.00    5/26/2016    EUR     53.58
Leonteq Securities AG         10.40    5/26/2016    EUR     54.01
Landesbank Hessen-Thueringe    4.00    8/15/2016    EUR     54.20
Vontobel Financial Products    7.00    5/27/2016    EUR     47.45
Deutsche Bank AG               5.14    4/26/2016    EUR     54.50
DZ Bank AG Deutsche Zentral   12.75   12/21/2015    EUR     42.54
DZ Bank AG Deutsche Zentral   10.25   12/21/2015    EUR     42.12
DZ Bank AG Deutsche Zentral   10.00    3/21/2016    EUR     44.55
DZ Bank AG Deutsche Zentral   10.25    6/20/2016    EUR     46.81
DZ Bank AG Deutsche Zentral    4.80    6/20/2016    EUR     73.72
DZ Bank AG Deutsche Zentral    6.90    6/20/2016    EUR     51.53
Vontobel Financial Products    7.05     1/5/2016    EUR     50.53
Commerzbank AG                 4.00    4/21/2016    EUR     75.90
Commerzbank AG                 5.00    4/21/2016    EUR     74.74
Commerzbank AG                 5.75    4/21/2016    EUR     73.42
Commerzbank AG                 6.75    4/21/2016    EUR     72.26
Commerzbank AG                 8.00    4/21/2016    EUR     71.11
Commerzbank AG                 9.00    4/21/2016    EUR     70.24
Commerzbank AG                 3.50    4/21/2016    EUR     64.23
Commerzbank AG                 4.25    4/21/2016    EUR     62.91
Commerzbank AG                 5.00    4/21/2016    EUR     61.62
Commerzbank AG                 6.00    4/21/2016    EUR     60.56
Commerzbank AG                 7.00    4/21/2016    EUR     59.55
Commerzbank AG                 8.00    4/21/2016    EUR     58.63
Commerzbank AG                 9.00    4/21/2016    EUR     57.76
Commerzbank AG                10.25    4/21/2016    EUR     57.10
Commerzbank AG                 4.50    4/21/2016    EUR     52.92
Commerzbank AG                 5.25    4/21/2016    EUR     51.91
Commerzbank AG                 6.25    4/21/2016    EUR     51.10
Commerzbank AG                 7.25    4/21/2016    EUR     50.36
Commerzbank AG                 8.25    4/21/2016    EUR     49.68
Commerzbank AG                 9.25    4/21/2016    EUR     49.06
Commerzbank AG                 4.00    4/21/2016    EUR     54.39
Commerzbank AG                 5.00    4/21/2016    EUR     53.46
Commerzbank AG                 5.75    4/21/2016    EUR     52.49
Commerzbank AG                 6.75    4/21/2016    EUR     51.70
Commerzbank AG                 7.75    4/21/2016    EUR     50.98
Commerzbank AG                 9.00    4/21/2016    EUR     50.45
HSBC Trinkaus & Burkhardt A   10.00     7/1/2016    EUR     48.77
Leonteq Securities AG         13.00   11/18/2015    USD     74.76
Vontobel Financial Products   11.35   12/28/2015    EUR     69.65
Vontobel Financial Products    9.25    6/24/2016    EUR     70.70
Vontobel Financial Products    9.25    6/24/2016    EUR     70.70
Vontobel Financial Products    6.05    5/27/2016    EUR     52.30
Vontobel Financial Products    9.15    3/29/2016    EUR     71.08
Vontobel Financial Products    8.15    3/29/2016    EUR     60.37
Vontobel Financial Products    9.90   12/28/2015    EUR     58.78
Vontobel Financial Products   12.85   12/28/2015    EUR     47.26
Vontobel Financial Products    8.60    6/24/2016    EUR     60.68
UniCredit Bank AG              5.20    5/24/2016    EUR     45.22
Vontobel Financial Products   12.60   12/28/2015    EUR     47.22
Commerzbank AG                 9.25    4/21/2016    EUR     72.72
Commerzbank AG                11.50    4/21/2016    EUR     70.55
Commerzbank AG                 7.25    4/21/2016    EUR     62.21
Commerzbank AG                 9.25    4/21/2016    EUR     60.18
Commerzbank AG                11.50    4/21/2016    EUR     58.57
Commerzbank AG                11.50    4/21/2016    EUR     70.47
Commerzbank AG                 9.00    4/21/2016    EUR     74.70
Commerzbank AG                10.75    4/21/2016    EUR     71.96
Commerzbank AG                13.00    4/21/2016    EUR     69.80
Commerzbank AG                 6.75    4/21/2016    EUR     55.40
Commerzbank AG                 9.25    4/21/2016    EUR     53.55
Commerzbank AG                 7.75    4/21/2016    EUR     70.98
Commerzbank AG                11.00    4/21/2016    EUR     68.11
Commerzbank AG                 6.00    4/21/2016    EUR     70.49
Commerzbank AG                 8.00    4/21/2016    EUR     68.17
Bank Julius Baer & Co Ltd/G   13.70    5/13/2016    USD     56.85
Vontobel Financial Products   14.35   12/28/2015    EUR     64.50
Vontobel Financial Products   10.95    6/24/2016    EUR     67.43
Goldman Sachs & Co Wertpapi   16.00   12/23/2015    EUR     55.06
Goldman Sachs & Co Wertpapi   12.00    4/20/2016    EUR     49.87
Goldman Sachs & Co Wertpapi   12.00    5/25/2016    EUR     50.65
Goldman Sachs & Co Wertpapi   12.00    5/25/2016    EUR     50.65
Goldman Sachs & Co Wertpapi   12.00    6/22/2016    EUR     51.54
Goldman Sachs & Co Wertpapi    8.00    5/25/2016    EUR     76.20


                            *********

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

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

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


                            *********


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

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

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

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

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

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


                 * * * End of Transmission * * *