TCREUR_Public/160307.mbx         T R O U B L E D   C O M P A N Y   R E P O R T E R

                           E U R O P E

            Monday, March 7, 2016, Vol. 17, No. 046


                            Headlines


A U S T R I A

HETA ASSET: Moody's Cuts Ratings on Covered Bonds to 'Ba2'


B E L A R U S

BELAGROPROMBANK JSC: S&P Affirms B-/C Counterparty Credit Ratings


G E O R G I A

BANK OF GEORGIA: S&P Affirms 'BB-/B' Counterparty Credit Ratings
GEORGIAN OIL: S&P Revises Outlook to Neg. & Affirms 'B+/B' CCRs


G E R M A N Y

DECO 15 - PAN EUROPE: Fitch Affirms CC Rating on Class E Notes


I R E L A N D

ACA EURO CLO 2007-1: S&P Affirms B+ Rating on Class E Notes
HARVEST CLO III: S&P Affirms B+ Ratings on 2 Note Classes
PETROCELTIC INT'L: Rebuffs SunnyHill's 3 Pence-a-Share Bid


I T A L Y

POPOLARE DI VICENZA: Shareholders Approve Fundraising Plan


L A T V I A

TRASTA KOMERCBANKA: Shut Down by ECB Amid Money-Laundering Probes


P O L A N D

* POLAND: Several Small Banks Face Bankruptcy Threat This Year
* POLAND: Tight Rules Supports Banks' Loss Absorption Capacity


R O M A N I A

TVR: Set to Commence Insolvency Procedure, Posts EUR154.5MM Loss


R U S S I A

SIBUR PAO: Fitch Affirms 'BB+' IDR, Outlook Negative


S L O V E N I A

HOLDING SLOVENSKE: Moody's Assigns (P)Ba2 Corporate Family Rating
HOLDING SLOVENSKE: S&P Assigns Prelim. 'BB' CCR, Outlook Positive


S P A I N

ABENGOA SA: Majority Shareholder Ready to Dilute 5% Stake
AUTOVIA DEL NOROESTE: S&P Affirms 'BB+' Rating on EUR54MM Bonds
CATALONIA: S&P Puts 'BB-/B' ICRs on CreditWatch Negative


T U R K E Y

ZAMAN: Police Raids Headquarters Following Administration Order


U N I T E D   K I N G D O M

BRITISH HOME: Owner Proposes CVA, 40 Stores at Risk of Closure
CATALYST HEALTHCARE: S&P Affirms 'BB+' Rating on GBP175MM Loan
EUROSAIL-UK 2007-3BL: S&P Puts CCC Rating on CreditWatch Positive


X X X X X X X X

* BOND PRICING: For the Week February 29 to March 4, 2016


                            *********



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A U S T R I A
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HETA ASSET: Moody's Cuts Ratings on Covered Bonds to 'Ba2'
----------------------------------------------------------
Moody's Investors Service has downgraded to Ba2 from Ba1 the
ratings assigned to the covered bonds issued by Heta Asset
Resolution AG (the issuer, Ca backed Senior Unsecured). The
rating action follows a deterioration of the FX mismatch in the
programme.

RATINGS RATIONALE

Following the recent redemption of covered bonds denominated in
Euro all outstanding covered bonds are denominated in Swiss
francs. As a result, the FX risk in the transaction has
increased.

After this increase in FX risk the committed over-
collateralization (OC) of 38.5% is no longer sufficient to
support the Ba1 rating, and now the rating consistent with the
expected loss analysis is Ba2.

KEY RATING ASSUMPTIONS/FACTORS

Moody's determines covered bond ratings using a two-step process:
an expected loss analysis and a TPI framework analysis.

EXPECTED LOSS: Moody's uses its Covered Bond Model (COBOL) to
determine a rating based on the expected loss on the bond. COBOL
determines expected loss as: (1) A function of the probability
that the issuer will cease making payments under the covered
bonds (a CB anchor event); and (2) the stressed losses on the
cover pool assets following a CB anchor event.

The CB anchor for this program is not disclosed. Moody's
typically determines the CB anchor using a counterparty risk (CR)
assessment. As the issuer has no CR assessment, Moody's derives
the CB anchor from the issuer's senior unsecured rating which is
not published.

The cover pool losses for the covered bonds are 52.2%. This is an
estimate of the losses Moody's currently models following a CB
anchor event. Moody's splits cover pool losses between market
risk of 37.8% and collateral risk of 13.3%. Market risk measures
losses stemming from refinancing risk and risks related to
interest-rate and currency mismatches (these losses may also
include certain legal risks). Collateral risk measures losses
resulting directly from cover pool assets' credit quality.
Moody's derives collateral risk from the collateral score, which
for this program is currently 26.7%.

The OC in the cover pool is 221.1%, of which the issuer provides
38.5% on a "committed" basis. The minimum OC level consistent
with the Ba2 rating target is 64.0%, of which the issuer should
provide 21.5% in a "committed" form. These numbers show that
Moody's is relying on "uncommitted" OC in its expected loss
analysis.

All numbers in this section are based on Moody's most recent
modelling (based on data, as per 30 September 2016).

TPI FRAMEWORK: Moody's assigns a "timely payment indicator"
(TPI), which measures the likelihood of timely payments to
covered bondholders following a CB anchor event. The TPI
framework limits the covered bond rating to a certain number of
notches above the CB anchor.

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

The CB anchor is the main determinant of a covered bond program's
rating robustness. A change in the level of the CB anchor could
lead to an upgrade or downgrade of the covered bonds. The TPI
Leeway measures the number of notches by which Moody's might
lower the CB anchor before the rating agency downgrades the
covered bonds because of TPI framework constraints.

The TPI assigned to the covered bonds is high. The TPI Leeway for
is not disclosed.

A multiple-notch downgrade of the covered bonds might occur in
certain circumstances, such as: (1) A country ceiling or
sovereign downgrade capping a covered bond rating or negatively
affecting the CB Anchor and the TPI; (2) a multiple-notch
downgrade of the CB Anchor; or (3) a material reduction of the
value of the cover pool.



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B E L A R U S
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BELAGROPROMBANK JSC: S&P Affirms B-/C Counterparty Credit Ratings
-----------------------------------------------------------------
Standard & Poor's Ratings Services affirmed its long- and short-
term local and foreign counterparty credit ratings on
Belagroprombank JSC at 'B-/C'.  The outlook is stable.

The affirmation reflects S&P's view that Belagroprombank's risk
profile is balanced by ongoing government support and that the
bank's adequate business stability will enable it to mitigate
risks stemming from weaknesses in its capital and liquidity
position.

S&P believes that Belagroprombank's capitalization will be
moderate over the rating horizon, pressured by continued loan
growth and weak profitability, and only partially supported by an
expected capital increase from the government.

This assessment is based on S&P's revised expectations about
bank's projected risk-adjusted capital (RAC) ratio before
adjustments for diversification.  Currently, S&P believes that
the bank's RAC ratio will stay in the 5.5%-6.3% range over the
next 18 months.  S&P's assumptions include continued annual loan
growth of 10% for 2016 and 2017 (in nominal Belarusian ruble
[BYR] terms). S&P understands that the bank is expecting an
additional capital increase in 2016 and 2017.  However, S&P notes
that the capital injection provided in 2015 of BYR1.3 trillion in
nominal terms resulted in a capital increase of only BYR122
billion (about $5.6 million) in International Financial Reporting
Standards (IFRS) financials.  This is because the in-kind
contribution of zero-coupon bonds of Ministry of Finance, which
are reflected as amortized cost under IFRS.

The starting point for S&P's ratings on Belagroprombank is the
bank's 'b-' anchor, which S&P bases on its view of Belarus'
banking system.

Apart from moderate capital and earnings, which is neutral to the
rating, S&P notes that Belagroprombank benefits from its adequate
business position as the second-largest domestic bank in Belarus
and largest lender to the strategically important agricultural
sector.

A significant proportion of state guarantees and guarantees from
local authorities for outstanding loans support Belagroprombank's
adequate risk position and reduce credit risk, positively
influencing payment discipline (about 30% of the bank's portfolio
was guaranteed as at Sept. 30, 2015).

S&P continues to assess the bank's liquidity as moderate, taking
into account the increasing reliance on liquidity obtained from
short-term wholesale sources and, in particular, from the
National Bank of the Republic of Belarus.  At the same time, the
bank's funding profile remains supported by government-related
entities (GREs), which provide about 30% of the funding base,
comprising subsidized lending at below-market interest rates,
provided by government-related institutions as part of the
implementation of government support programs to the agricultural
sector.

As a result, S&P's assessment of Belagroprombank's stand-alone
credit profile (SACP) is 'ccc+'.  However, S&P believes that
Belagroprombank is not currently vulnerable to nonpayment and
does not depend on favorable business, financial, and economic
conditions to meet its financial commitment on the obligation.
Therefore, the bank currently does not meet our definition of a
'CCC+' rating.

Therefore, S&P includes one notch of uplift in its 'B-' issuer
credit rating on Belagroprombank.

S&P continues to classify Belagroprombank as a GRE.  In S&P's
opinion, there is a moderately high likelihood of the Belarusian
government providing Belagroprombank with timely and sufficient
extraordinary support in the event of financial distress.  S&P
bases this on its view of Belagroprombank's:

   -- very important role in the local economy as the largest
      lender to the strategic agricultural sector, which employs
      about one-third of Belarus' working population, and its
      high systemic importance.

   -- limited link with the government, given that large
      contingent liabilities in Belarus affect the government's
      capacity to provide further extraordinary support to GREs,
      according to S&P's revised criteria.

The stable outlook mirrors that on Belarus.  It reflects S&P's
view that the Belarusian government will continue to provide
ongoing liquidity and capital support over the next 12-18 months.

S&P could lower the ratings if it believes that Belagroprombank
is vulnerable to nonpayment and depends on favorable business,
financial, and economic conditions to meet its financial
commitment on the obligation or if S&P sees that the sovereign's
ability to support Belagroprombank is diminishing.  S&P could
also lower the rating if it was to downgrade Belarus.

Any positive rating action would be contingent on the
simultaneous restoration of the bank's liquidity position to
adequate, and a positive rating action on the sovereign.



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G E O R G I A
=============


BANK OF GEORGIA: S&P Affirms 'BB-/B' Counterparty Credit Ratings
----------------------------------------------------------------
Standard & Poor's Ratings Services said that it had affirmed its
'BB-/B' long- and short-term counterparty credit ratings on the
Bank of Georgia (BoG).  The outlook is stable.  At the same time,
the 'ilA' Standard & Poor's Maalot (Israel) national scale rating
was affirmed.  The outlook on the national scale rating is also
stable.

S&P believes that BoG is likely to withstand negative pressure
from the currently challenging operating environment in Georgia.
S&P bases its ratings on BoG on our 'bb-' anchor for a commercial
bank operating mostly in Georgia.  The bank's business position
is strong, in S&P's view, reflecting its dominant market share
and high pricing power on the domestic market.  S&P considers the
bank's capital and earnings to be adequate, based on S&P's view
that the bank will continue to generate earnings that will likely
enable it to maintain its capitalization.  BoG's risk position is
moderate, in our opinion, due to the relatively high level of
dollarization in the loan book and aggressive growth experienced
in previous years.  BoG's funding is average and its liquidity is
adequate.  Although BoG's reliance on foreign multilateral
funding is significant, S&P believes it is a reliable source of
funding. Concurrently, as Georgia's largest bank, BoG benefits
from a broad depositor base.  S&P assess the bank's stand-alone
credit profile (SACP) at 'bb-'.  S&P considers that the bank has
high systemic importance in Georgia's banking sector.

The stable outlook mainly reflects S&P's view that the bank will
maintain its business position and continue to consistently
generate adequate earnings in the next 12-18 months.  The outlook
also incorporates the limited negative pressure S&P foresees from
the current challenging operating environment on the bank's
financial performance.

S&P might take a negative rating action if BoG's funding and
liquidity profile deteriorates significantly, or if S&P sees that
banking industry country risks are growing significantly.  S&P
might also downgrade BoG if S&P takes a similar rating action on
the sovereign, based on S&P's view that BoG is unlikely to
survive a potential default by Georgia.

A positive rating action would follow significant improvement in
the domestic operating environment, as well as an upgrade of
Georgia.  However, S&P could revise its assessment of BoG's SACP
upward if S&P sees that, despite asset quality deterioration, the
bank is able to sustain its current capital ratios, with S&P's
RAC ratio remaining consistently above 10% or if S&P sees that
deterioration in the bank's asset quality is less than S&P
currently expects, with the ratio of NPLs not exceeding 7% of the
loan book at its cyclical peak.


GEORGIAN OIL: S&P Revises Outlook to Neg. & Affirms 'B+/B' CCRs
---------------------------------------------------------------
Standard & Poor's Ratings Services revised the outlook on
Georgian Oil and Gas Corporation to negative from stable.  S&P
affirmed the 'B+/B' long- and short-term corporate credit
ratings.

The outlook revision primarily reflects the revision of S&P's
base-case scenario for GOGC.  S&P understands the company is now
contemplating increasing its investments in 2016-2017.  Having
successfully completed construction of the Gardabani thermal
power plant in late 2015, GOGC is currently considering investing
into an extension of this project, estimated at $200 million-$250
million, and constructing an underground gas storage facility
worth another $250 million.  This will require increase in debt
financing and means that the company might be able to deleverage
only if both projects are successfully launched, which will not
happen before 2018.

GOGC's financial risk profile is constrained by relatively high
leverage, S&P's assumption of high volatility of cash flows and
ratios during stress periods, and sizable investments required to
finance its growth projects.  The company also issued a loan of
Georgian lari (GEL) 47 million to its sister state-controlled
entity in 2012 and had GEL17 million of cash deposits pledged as
collateral for a loan obtained by another GRE.  Although the loan
is interest-bearing and S&P assumes it will be repaid to GOGC and
that the pledged cash will be released by 2017, these
transactions heighten the risk that GOGC's funds might be used to
finance the activities of other Georgian GREs.

GOGC's business risk is constrained by the company's reliance on
a single counterparty, the State Oil Company of Azerbaijan
Republic (SOCAR), for gas supply, via several long-term trading
contracts. The impact on GOGC's earnings and cash flow generation
would likely be material if the contract terms were unexpectedly
amended during the contract period.  The constraining factors
also include the company's lack of long-term strategic planning
and a history of unexpected changes in the government's strategic
decisions for GOGC.  For example, the company abandoned plans to
construct the Namakhvani hydropower plant in favor of the
Gardabani gas-fired CCPP in 2013.  Furthermore, on June 12, 2015,
the company announced a potential sale of the Gardabani CCPP to
the Georgian government; however, S&P understands that this has
now been cancelled.

In S&P's base case for GOGC, S&P assumes:

   -- Annual growth in revenues of about 40-50% in 2016, on the
      back of Gardabani CCPP coming on line and moderate currency
      devaluation.

   -- Adjusted EBITDA margin of 25%-27% in 2016-2017.

   -- Capital expenditures (capex) of GEL400 million on average
      for 2016-2018 for the second phase of Gardabani CCPP, and
      construction of the underground gas storage.

   -- Annual dividends of about GEL20 million-GEL30 million in
      2016-2017.

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

   -- Debt to EBITDA of about 4.0x-4.5x in 2016-2017, decreasing
      to about 3.0x afterwards; and

   -- FFO to debt of about 15% in 2016-2017, improving to above
      20% in 2018.

S&P assess GOGC's liquidity as adequate.  As of Dec. 31, 2015,
S&P estimates GOGC's ratio of liquidity sources to uses for the
next 12 months comfortably exceeded 1.2x.  S&P's assessment takes
into account that the $250 million bond is due May 2017, and that
the company needs to refinance it within the next few months to
maintain the adequate assessment.

Principal liquidity sources:

   -- Around GEL191 million of available cash and liquid
      instruments.

   -- Cash generated from operations of about GEL170 million.

   -- Working capital inflows of around GEL50 million.

Principal liquidity uses:

   -- Maintenance capital expenditures of about GEL72 million.

   -- Dividends of GEL15 million.

   -- GOGC has to comply with maintenance covenants, the
      strictest of which is net debt to EBITDA of 3.5x.  S&P
      believes GOGC has adequate covenant headroom due to
      meaningful cash on the balance sheet.

The negative outlook reflects the risk that S&P could lower the
rating if GOGS's leverage exceeds our expectations of debt/EBITDA
consistently below 4x.  S&P understands that the company is quite
likely to proceed with its two large investment projects -- the
second phase of Gardabani and an underground gas storage
Facility -- which could increase leverage to above this threshold
if financed solely with debt.  However, S&P also understands that
these projects are subject to availability of financing and a
certain share could be financed with equity or project-finance at
the project level with no recourse to GOGC.  Therefore GOGC's
leverage in 2016-2018 will ultimately depend on the type of
financing chosen.

S&P assumes that GOGC's importance for the Georgian government
will not diminish and that the company will retain its status as
the national oil company and will not be subject to privatization
in the medium term.  S&P could revisit its assessment of the
GRE's status if the company were to proceed with both of its
investment projects without any government support.  S&P also
assumes that GOGC will not provide any more loans to other GREs
at the expense of its own financial profile.

S&P could lower the ratings if GOGC's Standard & Poor's-adjusted
debt-to-EBITDA increased to sustainably above 4x as a result of
its investments.  Temporary deviation from the threshold levels
might still be commensurate with the rating if ratios appear to
return to target levels in the near term.

S&P could also lower the rating if GOGC's liquidity weakens, for
example if the company were to finance its investments with
short-term debt, or if its exposure to refinancing risk were to
increase.  In particular, if the company were unable to issue new
debt by the end of Q2 2016 or obtain a commitment for another
type of financing to cover the bond maturing in 2017, this would
pressure the rating.

Downward pressure could also stem from increased dividends, an
inability to collect receivables from customers, and making
substantial loans to other Georgian GREs.  Under S&P's GRE
criteria, and provided the stand-alone credit profile remains
'b', S&P would need to revise the likelihood of support to at
least moderately high to result in a downgrade.  Furthermore, a
one-notch downgrade of the sovereign would likely result in a
similar rating action on GOGC.

S&P could revise the outlook to stable if the company's leeway in
ratios levels increased.  That might happen if the company
refrained from new large investment projects or if it obtained
meaningful equity financing for some of them.

Under S&P's criteria, it would need to revise GOGC's SACP at
least to 'bb-' to then upgrade the company, provided that the
sovereign rating remained 'BB-' and the likelihood of support
remains very high.  If debt/EBITDA approached close to 2x S&P
could consider an upgrade.  A positive rating action on the
sovereign would also likely lead to a similar action on GOGC, all
else being equal.



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G E R M A N Y
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DECO 15 - PAN EUROPE: Fitch Affirms CC Rating on Class E Notes
--------------------------------------------------------------
Fitch Ratings has affirmed DECO 15 - Pan Europe 6 Ltd.'s class D
and E notes due April 2018 as:

  EUR24.3 mil. class D (XS0307405729) affirmed at 'CCCsf';
   Recovery Estimate (RE) revised to 100% from 75%

  EUR15.7 mil. class E (XS0307406453) affirmed at 'CCsf'; RE
   revised to 10% from 0%

The transaction was originally a securitization of 10 commercial
mortgage loans secured on assets located in Germany, Austria and
Switzerland.  In January 2016, two loans remained (Main and Plus
Retail), both in special servicing after defaulting on maturity.
All surplus income generated by the 33 properties is being
trapped and used for repayment, capital expenditure and marketing
of the underlying collateral (predominantly retail warehouses and
all in Germany).

                        KEY RATING DRIVERS

The revised REs reflect the improved collateral position for the
notes, following the full redemption of the EUR134 mil. Mansford
OBI Large Loan in January 2016 (Fitch had expected a loan loss).
However, the prospect of a note event of default remains
possible, particularly given the limited time within which
portfolios that are being administered by German insolvency
practitioners will have to be largely liquidated to return
principal by maturity in April 2018.

The EUR63 million Main loan defaulted at maturity in 2011.  Asset
sales commenced only in October 2015, with one sale completed and
two sales agreed and notarized thus far.  All surplus rent is
being trapped and used for costs and loan repayments.  However,
barely two years remain for the liquidation of the remaining 28
properties (27 retail warehouses and one office property).  The
reported loan-to-value ratio (LTV) is 128%; however, as the
valuation on which this is based appears to have significantly
overstated the sales proceeds for the three properties sold,
Fitch expects a much greater loss on this loan than is implied by
the LTV.

The EUR11.8 million Plus Retail loan is also in special servicing
after having defaulted at maturity.  The loan is secured on five
retail warehouses in Germany, fully let to 17 tenants and
anchored by retailer PLUS (accounting for around 60% of income).
After the borrower's attempts to repay the loan failed, Plus
Retail is now subject to insolvency proceedings and marketing of
the assets has reportedly been initiated (there is no visibility
on possible timing).  The reported LTV was 148% in January 2016
and Fitch expects a significant loss.

The full repayment of Mansford OBI Large Loan, despite the
sponsor having no reported equity left, meant that additional
issuer costs and delays were avoided.  This event led to the
redemption of the class A3, B and C notes in full and class D in
part.  However, with the risk of delays compounding steep market
value declines for the remaining properties, Fitch considers the
notes at risk of defaulting.

Fitch estimates 'Bsf' recoveries of EUR26 mil.

                       RATING SENSITIVITIES

The notes will be downgraded if they remain outstanding at bond
maturity or if a loss is incurred to the respective tranches.

                        DUE DILIGENCE USAGE

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

                           DATA ADEQUACY

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

Fitch did not undertake a review of the information provided
about the underlying asset pool ahead of the transaction's
initial closing.  The subsequent performance of the transaction
over the years is consistent with the agency's expectations given
the operating environment and Fitch is therefore satisfied that
the asset pool information relied upon for its initial rating
analysis was adequately reliable.

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


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I R E L A N D
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ACA EURO CLO 2007-1: S&P Affirms B+ Rating on Class E Notes
-----------------------------------------------------------
Standard & Poor's Ratings Services raised to 'AAA (sf)' from
'AA+ (sf)' its credit rating on ACA Euro CLO 2007-1 PLC's class B
notes and to 'AA+ (sf)' from 'A+ (sf)' its rating on the class C
notes.  At the same time, S&P has affirmed its 'BB+ (sf)' and
'B+ (sf)' ratings on the class D and E notes, respectively.

The rating actions follow S&P's assessment of the transaction's
performance using data from the Jan. 15, 2016 trustee report.

S&P subjected the capital structure to a cash flow analysis to
determine the break-even default rate (BDR) for each rated class
at each rating level.  The BDR represents S&P's estimate of the
maximum level of gross defaults, based on S&P's stress
assumptions, that a tranche can withstand and still fully repay
the noteholders.  In S&P's analysis, it used the portfolio
balance that it considers to be performing (EUR101,146,106), the
current weighted-average spread (3.50%), and the weighted-average
recovery rates calculated in line with S&P's corporate
collateralized debt obligation (CDO) criteria.  S&P applied
various cash flow stresses, using its standard default patterns,
in conjunction with different interest rate and currency stress
scenarios.

Since S&P's Aug. 8, 2014 review, the aggregate collateral balance
has decreased by EUR183.05 million to EUR102.79 million.  The
class A-1T, A-1R, and A-2 notes have fully redeemed, while the
class B notes -- now the senior most class of notes
outstanding -- have amortized by EUR6.64 million and have a note
factor of 79.2%. The available credit enhancement has increased
for all of the rated classes of notes due to the transaction's
structural deleveraging.  The upgrades of the class B and C notes
reflect this increased available credit enhancement.

The weighted-average recovery rates have increased since S&P's
previous review at all rating levels, while the weighted-average
spread earned on the underlying portfolio assets has decreased to
350 basis points (bps) from 380 bps.  The portfolio's average
credit quality has remained stable at 'B+' since S&P's previous
review, while its weighted-average life has increased to 4.77
years from 4.26 years.

The issuer has entered into euro-denominated currency option
hedges with UBS AG (London Branch) to hedge any resultant
currency risk from non-euro-denominated assets (5.07% of the
portfolio balance).  The documented downgrade provisions in these
currency option contracts do not fully comply with S&P's current
counterparty criteria.  S&P has therefore applied currency
stresses on these non-euro assets to test the effect on the
ratings on the class B and C notes--rated above the rating on the
counterparty -- if the counterparty failed to perform.

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

S&P's ratings on the class C, D, and E notes are constrained by
the application of the largest obligor default test, a
supplemental stress test that S&P outlines in its corporate CDO
criteria.  This assesses whether a CDO tranche has sufficient
credit enhancement to withstand specified combinations of
underlying asset defaults, based on the ratings on the underlying
assets.  The test assumes a flat recovery of 5%.  The obligor
concentration risk has increased due to portfolio deleveraging,
with only 22 performing obligors, down from 58 in S&P's previous
review.

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

ACA Euro CLO 2007-1 is a cash flow collateralized loan obligation
(CLO) transaction that securitizes loans to primarily
speculative-grade corporate firms.  The transaction closed in
June 2007 and its reinvestment period ended in June 2014.  The
portfolio is managed by KKR Credit Advisors (Ireland).

RATINGS LIST

Class             Rating
            To              From

ACA Euro CLO 2007-1 PLC
EUR400 Million Floating-Rate Notes

Ratings Raised

B           AAA (sf)        AA+ (sf)
C           AA+ (sf)        A+ (sf)

Ratings Affirmed

D           BB+ (sf)
E           B+ (sf)


HARVEST CLO III: S&P Affirms B+ Ratings on 2 Note Classes
---------------------------------------------------------
Standard & Poor's Ratings Services raised its credit ratings on
Harvest CLO III PLC's class B, C-1, C-2, D-1, D-2, and N Combo
notes.  At the same time, S&P has withdrawn its rating on the
class A notes and affirmed its ratings on the class E-1 and E-2
notes.

The rating actions follow S&P's assessment of the transaction's
performance using data from the Dec. 31, 2015, trustee report and
the application of S&P's relevant criteria.

S&P subjected the capital structure to a cash flow analysis to
determine the break-even default rate (BDR) for each rated class
at each rating level.  The BDR represents S&P's estimate of the
maximum level of gross defaults, based on its stress assumptions,
that a tranche can withstand and still fully repay the
noteholders.  In S&P's analysis, it used the portfolio balance
that it considers to be performing (EUR139,339,497), the current
weighted-average spread (3.62%), and the weighted-average
recovery rates calculated in line with S&P's corporate
collateralized debt obligation (CDO) criteria.  S&P applied
various cash flow stresses, using its standard default patterns,
in conjunction with different interest rate and currency stress
scenarios.

Since S&P's Sept. 24, 2014 review, the aggregate collateral
balance has decreased by 62.08%, to EUR164.52 million from
EUR433.82 million.

The class A notes have fully amortized and the class B notes have
amortized by EUR25.16 million since S&P's previous review.  In
S&P's view, this has increased the available credit enhancement
for all of the rated classes of notes.  The concentration of
defaulted assets has also decreased since S&P's previous review.

Non-euro-denominated assets currently make up 11.40% of the total
performing assets.  A portfolio cross-currency swap hedges these
assets, while currency call options hedge any currency
mismatches. In our opinion, the documentation for these
derivative agreements does not fully reflect S&P's current
counterparty criteria.  In S&P's cash flow analysis, for ratings
above the issuer credit rating plus one notch on the
counterparty, S&P considered scenarios where the options and swap
counterparty do not perform.

The exposure to obligors based in countries rated below 'A-' is
greater than 10% of the aggregate collateral balance (11.11%).
Therefore, S&P has also applied additional stresses in accordance
with its nonsovereign ratings criteria.

Taking into account the results of S&P's credit and cash flow
analysis and the application of its current counterparty criteria
and its nonsovereign ratings criteria, S&P considers that the
available credit enhancement for the class B, C-1, C-2, and N
Combo notes is commensurate with higher ratings than previously
assigned.  S&P has therefore raised its ratings on these classes
of the notes.

Taking into account the results of S&P's credit and cash flow
analysis, it considers that the available credit enhancement for
the class D-1 and D-2 notes is commensurate with higher ratings
than those previously assigned.  The available credit enhancement
for the class E-1 and E-2 notes is commensurate with their
currently assigned ratings.  S&P has therefore raised its ratings
on the class D-1 and D-2 notes, and affirmed its ratings on class
E-1 and E-2 notes.

S&P has withdrawn its 'AAA (sf)' rating on the class A notes as
they have fully amortized.

Harvest CLO III is a cash flow collateralized loan obligation
(CLO) transaction that securitizes loans to primarily
speculative-grade corporate firms.  The transaction closed in
April 2006 and is managed by 3i Debt Management Investments Ltd.

RATINGS LIST

Class             Rating
            To                 From

Harvest CLO III PLC
EUR722.515 Million Senior And Subordinated Deferrable Fixed-
and Floating-Rate Notes

Ratings Raised

B           AAA (sf)           AA+ (sf)
C-1         AA+ (sf)           A (sf)
C-2         AA+ (sf)           A (sf)
D-1         BBB+ (sf)          BBB- (sf)
D-2         BBB+ (sf)          BBB- (sf)
N Combo     AAA (sf)           A+ (sf)

Ratings Affirmed

E-1         B+ (sf)
E-2         B+ (sf)

Rating Withdrawn

A           NR                 AAA (sf)


PETROCELTIC INT'L: Rebuffs SunnyHill's 3 Pence-a-Share Bid
----------------------------------------------------------
Jillian Ambrose at The Telegraph reports that Petroceltic
International has rebuffed an offer from Worldview to buy the
debt-ridden firm for 3 pence a share, saying the heavily
discounted bid undervalues the company.

Worldview subsidiary SunnyHill put forward the GBP64 million
buyout proposal late last week at an 83% discount to the firm's
most recent closing price, The Telegraph relates.

According to The Telegraph, the private investment firm said that
the value of the equity in Petroceltic "is close to zero, given
the parlous financial position of the company", but that it would
offer 3 pence a share as an incentive to Petroceltic
shareholders.

Petroceltic has been forced to seek repeated waivers from its
lenders after posting a GBP23 million loss in its half-year
results in July and putting itself up for sale in December, The
Telegraph relays.

The Telegraph reported in January that the struggling firm
appointed restructuring specialists at PwC, led by partner Ian
Green -- ian.d.green@uk.pwc.com -- to ready the explorer to
potentially enter administration.

The company has debts of US$200 million (GBP142 million) versus a
stock market value of just GBP46 million, The Telegraph
discloses.

The embattled firm, as cited by The Telegraph, said it has no
guarantee that further waivers will be granted and that the deal
"undervalues the company on the assumption of its having
appropriate long term funding in place".

Unless lenders continue to waive their loan agreements,
Petroceltic could face an immediate repayment obligation in
respect of its total GBP23 million debt pile, putting shareholder
at serious risk of losing any existing value in the shares, The
Telegraph notes.

Petroceltic International is a Dublin-based oil and gas explorer.



=========
I T A L Y
=========


POPOLARE DI VICENZA: Shareholders Approve Fundraising Plan
----------------------------------------------------------
Reuters reports that shareholders in Italy's Banca Popolare di
Vicenza have begrudgingly approved a crucial fundraising plan
that includes a rights issue of up to EUR1.75 billion (US$1.9
billion) to avert supervisors taking control of the troubled
bank.

According to Reuters, the bank must raise the cash by May to
comply with ECB demands that it meet minimum capital thresholds,
having posted a EUR2.2 billion loss in 2014-2015 due to a
balance-sheet clean-up.

In a letter before the March 5 shareholder meeting, which also
backed a proposal to list the bank on the Milan bourse and turn
it into a joint-stock company, the ECB had warned failure to
approve the capital plan would lead to supervisory measures,
Reuters relates.

Popolare Vicenza is due to launch the cash call and market
flotation next month, Reuters discloses.

Last year, the bank suffered a significant deposit outflow,
although it has said the situation stabilized in the first few
weeks of this year, Reuters recounts.

Banca Popolare di Vicenza is an Italian cooperative bank.



===========
L A T V I A
===========


TRASTA KOMERCBANKA: Shut Down by ECB Amid Money-Laundering Probes
-----------------------------------------------------------------
Aaron Eglitis at Bloomberg News reports that Trasta Komercbanka
AS was closed by the European Central Bank.

According to Bloomberg, the Latvian lender had its license
revoked after local regulators slapped restrictions on it in
January.

Latvia's Financial and Capital Market Commission, which doesn't
deem the bank systemically important, said the move followed
"serious and sustained breaches of regulatory requirements in
several areas for a long period", Bloomberg relates.

Trasta was implicated in 2014 in an investigation by the non-
profit Organized Crime and Corruption Reporting Project into
illicit transfers of as much as $20 billion from Russia,
Bloomberg recounts.  It denied it broke any laws, Bloomberg
notes.

The regulator, as cited by Bloomberg, said it is seeking court
approval for the bank's liquidation.



===========
P O L A N D
===========


* POLAND: Several Small Banks Face Bankruptcy Threat This Year
--------------------------------------------------------------
Wiktor Szar at Reuters reports that Konrad Raczkowski, Poland's
deputy finance minister, said several small Polish lenders will
fail this year, but their bankruptcies will not hurt the
country's financial system.

The failures will not be caused by Poland's new bank asset tax,
Mr. Raczkowski, as cited by Reuters, said, but will be a result
of mismanagement and poor institutional supervision.

Mr. Raczkowski also said that the lenders' "agony" may be
prolonged by several months, with the bankruptcies taking place
next year, Reuters relates.


* POLAND: Tight Rules Supports Banks' Loss Absorption Capacity
--------------------------------------------------------------
Poland's financial regulator, KNF, is tightening rules on loss
absorbing capital for the country's banks, says Moody's Investors
Service in a March 3, 2016 report. However, banks are facing
increasing risks from other policies pursued by the newly elected
government.

Moody's report is entitled "Tighter regulation supports banks'
loss absorption capacity, but risks remain high". The rating
agency's report is an update to the markets and does not
constitute a rating action.

"New regulations are reinforcing Polish banks' risk absorption
capital buffers," says Simone Zampa, a Vice President Senior
Credit Officer at Moody's. "We believe that most of the Polish
banks will be able to manage the new buffers with relative ease.
The system average Common Equity Tier 1 (CET1) ratio and Capital
Adequacy ratio was 14.3% and 15.6%, respectively, as of September
2015."

Polish banks must hold an additional 1.25% of capital above their
minimum regulatory requirements as of January 1 this year,
bringing the minimum Tier 1 and Capital Adequacy Ratios
thresholds for Polish banks to 10.25% and 13.25%, respectively,
from 9% and 12% previously.

Additionally, the regulator has introduced a further capital
buffer, part of more flexible Pillar 2 requirements in the Basel
III framework, which banks must meet by the end of June this
year. This specifically targets individual banks' exposure to
foreign-currency mortgages.

KNF has also updated regulatory controls on banks' dividend
payouts, maintaining stringent requirements imposed in past years
and preventing banks from paying out more than 100% of their
annual profits in dividends to their shareholders. The strict
conditions imposed this year will also mean that most rated
Polish banks will only meet the criteria necessary for a profit
distribution of up to 50% of 2015 earnings.

However, Moody's notes that Polish banks continue to face
increasing challenges from other recent policies and proposals.
From February 1, 2016, for example, Polish lenders are obliged to
make total annual payments for a new bank tax equal to 44 basis
points of their adjusted assets. Moody's estimates that this will
cost the sector PLN4.4bn (EUR1 billion) this year, a sum that
equates to a third of banks' earnings during the first 10 months
of 2015.

In addition, the President's office has proposed converting
foreign currency mortgages into Polish zloty at highly
unfavorable terms for banks, which could reduce the sector's
capital by up to 27%, based on the current proposal. Foreign
currency mortgages, most of them in Swiss francs, currently make
up 16% of the banking sector's loan book. While Moody's considers
it likely that lawmakers will soften the proposal's terms, in a
scenario of protracted unfavorable government policies, there are
rising threats for the creditworthiness of some Moody's rated
banks.



=============
R O M A N I A
=============


TVR: Set to Commence Insolvency Procedure, Posts EUR154.5MM Loss
----------------------------------------------------------------
Romania-Insider.com reports that Romanian public television TVR
could start the insolvency procedure in one month.

According to Romania-Insider.com, government sources cited by
local Hotnews.ro said the political decision has already been
made.

Insolvency is inevitable, as the television's financial problems
have brought it into default, Romania-Insider.com states.

The Ministry of Finance and the Parliament have discussed some
changes to the insolvency law on the national television's
functioning that would allow the board to decide TVR's entry into
insolvency, exclusively for reorganization purposes,
Romania-Insider.com relays.  So bankruptcy is out of the
question, Romania-Insider.com notes.

TVR interim director Irina Radu said TVR posted losses of
EUR154.5 million in 2015, Romania-Insider.com relates.  Last
year, some 20% of the company's expenses went to pay debts,
Romania-Insider.com recounts.

According to Romania-Insider.com, Mr. Radu said if the public
television paid all its debts in five years, the company would be
left with only 350 to 400 employees, compared to 2,500 now.



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


SIBUR PAO: Fitch Affirms 'BB+' IDR, Outlook Negative
----------------------------------------------------
Fitch Ratings has revised the Outlook on Russia-based
petrochemical group PAO SIBUR Holding's Long-term Issuer Default
Rating to Negative from Stable and affirmed the IDR at 'BB+'.
Fitch also affirmed SIBUR's Short-term IDR at 'B', and SIBUR
Securities Limited's five-year USD1bn guaranteed notes due 2018
at 'BB+'.

The Negative Outlook reflects Fitch's expectations of materially
higher leverage during 2017-2019 due to expenditure on the multi-
billion ZapSibNefteKhim petrochemical project (ZapSib-2) at a
time of low and volatile petrochemical pricing.  Fitch expects
funds from operations (FFO) net adjusted leverage to rise to 2.8x
over 2017-2019 before reverting back to below our 2x rating
guideline in 2020.  This is despite SIBUR's operational
performance benefiting from a weak rouble and a long-term
drawdown period under its recent loan facilities obtained for the
ZapSib-2 project.  Fitch believes once completed in 2020, ZapSib-
2 will provide a material enhancement to SIBUR's operational
profile.

SIBUR's ratings are constrained by higher than average systemic
risks associated with the Russian business and jurisdictional
environment.  Excluding these risks, Fitch assesses SIBUR's
credit profile in the 'BBB' category, which reflects its leading
market and cost position in the petrochemical sector, diversified
portfolio and proven access to competitively priced feedstock.

                        KEY RATING DRIVERS

Leveraging on Transformational ZapSib-2 Project

SIBUR's USD9.5 bil. ZapSib-2 project is expected to add 1.5
million tonnes (mt) of steam cracking capacity and 2mt of polymer
capacity, and will be transformational for SIBUR's operational
profile.  In particular, SIBUR's basic polymer capacity will
triple from its current 1mt level and the share of internally
processed liquefied petroleum gas (50% of SIBUR's energy product
sales) will almost double.  This will further reduce SIBUR's
sales exposure to volatile, oil-linked energy products towards
30% from 45%, and increase the exposure to more resilient, value
added petrochemical products to 60% from 40%.

ZapSib-2 is SIBUR's largest investment, accounting for 80% of
2016-2020 total capex.  SIBUR has already raised long-term debt
financing including USD2.3 bil. export credit agencies' funding,
USD1.75 bil. loan from the National Wealth Funding, and USD210m
loan from Russian Direct Investment Fund and its partners, with
most facilities maturing beyond 2020 when the project is expected
to launch.  While SIBUR demonstrated flexibility in the past by
postponing some of ZapSib-2's capex, Fitch believes there is
limited scope for this once the financing is raised.  Fitch
expects SIBUR's capex will peak in 2016-2018 at over 35% of
sales. At a time of low oil prices partly offset by weak rouble,
this will put SIBUR's leverage under pressure over this period.
This pressure, coupled with the risks around SIBUR's limited
further flexibility to defer ZapSib-2 capex is reflected in the
Negative Outlook.

              Pricing Pressure Varies Across Products

SIBUR's product portfolio consists of energy products (48% of
1H15 sales) and petrochemical products (48%).  Energy products
are diversified across liquefied petroleum gas, natural gas,
naphtha and other products, but most of these products have
significant pricing correlation with oil.  Petrochemical products
are mostly presented by polypropylene, polyethylene, synthetic
rubbers and other plastics, which are more resilient to oil price
shocks. While the recent oil shock sharply cut SIBUR's energy
products performance, it had a less severe impact on
petrochemical products' sales and aided its margins due to the
cost of inputs decreasing.

             Medium-term Margins and Leverage Pressure

Fitch expects SIBUR's revenues to show consistent single-digit
increases over the next five years driven by rubbers and polymers
volume growth, oil price recovery and despite the strengthening
rouble.  The strengthening rouble and local inflation will also
contribute to SIBUR's margin reduction from a 37%-39% peak in
2015-2016 to 33%-35% from 2017, which is more consistent with
historical performance.  Aggressive capex/sales exceeding 30% for
2016, 2017 and 2018, coupled with a 25% dividend payout ratio
will exceed operational cash flows and translate into a high
single digit negative free cash flow margin and leveraging to
2.5x in 2016 followed by further leveraging to 2.8x in 2017-2018
(2015E: 2.5x).

Over the long term, we expect SIBUR to reduce capex from 2019 as
most of the ZapSib-2 project capex is realized, resulting in
gradual deleveraging towards below 2x post 2019.  This is based
on our assumption that SIBUR will not undertake new large
projects on its balance before the ZapSib-2 ramp up.  The
potential project of Amur gas chemical complex is assumed to be
financed using non-recourse project finance.

                Sinopec's Stake Neutral for Ratings

In December 2015 China Petroleum & Chemical Corporation (Sinopec;
A+/Stable) acquired 10% of SIBUR's equity and subsequently
nominated one of the 10 directors on SIBUR's Board of Directors.
SIBUR's investment and dividend strategy remains intact after the
change of shareholder structure.  Fitch views this strategic
partnership positively, as China is a growing market for SIBUR's
products and future collaborative petrochemical projects.

                   FX has Multiple Implications

SIBUR reports in roubles.  Its costs are dominated in roubles
while its revenues are mostly driven by the US dollar.  Similar
to other petrocurrencies, the rouble becomes weaker during low
oil pricing and stronger otherwise.  As a result, a two-thirds
oil and oil derivative price contraction was to a large extent
compensated by more than a halving of the value of the rouble
against the US dollar.  This translated into reduced sales and
margins for SIBUR's energy products.  However, the relative price
resilience of polymers and rubbers compared with oil, coupled
with a weaker rouble, translated into higher sales and margins
for SIBUR's petrochemical products.  The overall effect of a weak
rouble and low oil prices is broadly neutral for rouble-reported
sales but positive for margins, meaning that the rouble is
mitigating the weak oil environment.

The weak rouble also has an impact on SIBUR's capex and
dividends. All other things being equal, a weak rouble increases
the foreign currency element of capex and leads to a higher
dividend payout through higher net profits.  SIBUR's debt is also
mostly in foreign currencies and thus gets denominated at a
higher level with a weak rouble.  Therefore, the overall weak
rouble impact is positive on operational free cash flow but
drives up capex, dividends and debt, other things being equal.

                    Eurobonds Not Subordinated

SIBUR's USD1 bil. Eurobonds due 2018 are not facing subordination
issues arising from the ZapSib-2 financing.  In particular,
neither of the loans obtained from Russia's National Welfare Fund
or Russian Direct Investment Fund in 2H15 contain a direct
seniority clause or presume structural seniority to Eurobonds.
Therefore, Eurobond holders remain structurally subordinated only
to the SIBUR's RUB35 bil. debt sitting at its operating
subsidiary Tobolsk Polymer.  However, as the Eurobonds' prior-
ranking debt remains well below the Fitch's 2x-2.5x EBITDA
guidance, there is no subordination pressure on the Eurobonds'
ratings and recoveries.

                          KEY ASSUMPTIONS

Fitch's key assumptions within the rating case for SIBUR include:

   -- Oil price at USD35/bbl in 2016 gradually growing towards
      USD65/bbl by 2019.
   -- USD/RUB gradually strengthening towards 57 in 2019 from its
      peak at 75 in 2016.
   -- Energy product prices follow oil price movements,
      petrochemical products drop by 15%-20% in 2016 with single
      digit recovery after 2016.
   -- Capex/sales peaking at above 35% during 2016-2018, and
      dividend pay-out of 25% of net income driving a strongly
      negative FCF margin until 2019.

                       RATING SENSITIVITIES

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

   -- (Outlook Stabilization) Progress towards the completion of
      ZapSib-2 project combined with expectations of FFO net
      adjusted leverage trending towards 2x.
   -- (Upgrade) Sustained positive FCF leading to FFO net
      adjusted leverage at or below 1.5x through the cycle.

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

   -- Material deterioration in the company's cost position or
      access to low-cost associated petroleum gas.
   -- Aggressive investments leading to an inability to keep FFO
      adjusted net leverage well below 3x in 2017-2019 and below
      2x by 2020.

                             LIQUIDITY

Historically, SIBUR had significant short-term debt which
constitutes 25%-35% of total debt and is well above its cash
cushion.  However, SIBUR's continued access to undrawn committed
credit lines mitigates the liquidity gap.  At end-3Q15 SIBUR had
RUB84bn of short-term debt maturities, which were covered by
RUB15bn of cash and RUB151bn long-term committed credit lines.
SIBUR's exposure to uncommitted credit lines (end-3Q15: RUB106
bil.) coupled with its proven long-term relationships with state-
owned banks adds comfort to its liquidity balance.



===============
S L O V E N I A
===============


HOLDING SLOVENSKE: Moody's Assigns (P)Ba2 Corporate Family Rating
-----------------------------------------------------------------
Moody's Investors Service has assigned a provisional (P)Ba2
corporate family rating to Holding Slovenske Elektrarne d.o.o.
(HSE). This provisional rating is subject to the successful
completion of the issuance of new notes as currently contemplated
by HSE. The outlook on the rating is stable.

The provisional rating reflects Moody's preliminary credit
opinion regarding the capital structure and liquidity position of
the company, as well as the key terms of the notes, pending
confirmation of final terms of the transaction. Upon completion
of the issuance of the new notes and conclusive review of the
final documentation, Moody's will assign definitive ratings. A
definitive rating may differ from a provisional rating.

A corporate family rating is an opinion of the HSE group's
ability to honour its financial obligations and is assigned to
HSE as if it had a single class of debt and a single consolidated
legal structure.

RATINGS RATIONALE

HSE's provisional (P)Ba2 CFR reflects (1) its dominant market
position as the largest power generator in Slovenia, (2) the
dynamics of the regional power markets to which Slovenia is
linked which has seen, and is expected to see, higher prices than
other major European markets such as Germany, and (3) a high
probability that HSE's owner the Republic of Slovenia would step
in on a timely basis to avoid a payment default of HSE if this
became necessary.

Nevertheless, HSE's rating is constrained by (1) its relatively
small size in the context of the wider European power markets and
lack of retail customer base, (2) its mix of relatively volatile
hydro generation, and lignite-based generation whose
profitability is challenged in current market conditions, (3) its
relatively high debt leverage, and (4) the financial covenants in
its bank loan documentation, which HSE will need to ensure it
manages over the coming years.

HSE's rating incorporates three notches of uplift from its
baseline credit assessment (BCA) of (P) b2. The BCA reflects
Moody's view of the standalone credit quality of HSE absent any
support that may be forthcoming from the Republic of Slovenia to
avoid a payment default. The high support assumption embedded in
HSE's rating reflects the strategic importance of the group to
the state, and is evidenced by a number of factors, which include
(1) the provision of a state guarantee of a EUR 440 million EIB
loan, (2) issuance of a comfort letter confirming HSE's strategic
role in Slovenia's economy, (3) HSE's designation as a "strategic
asset" in the government's ordinance on state assets management
strategy, which minimizes the likelihood of any potential
privatization plans, and (4) a track record of state support in
the form of facilitation of the sale of a 35.6% stake in HESS to
GEN Energija.

Moody's cautions that HSE's liquidity is weak. The provisional
rating is thus based on the assumption that HSE will take the
necessary steps to address its 2016 debt maturities, which
Moody's estimates at around EUR300 million, in a timely fashion.
In this regard the successful issuance of the new notes is key to
the assigned rating as it will enable the company to remove near
term refinancing risk and create financial flexibility to more
comfortably accommodate the current weak commodity price
environment.

RATIONALE FOR STABLE OUTLOOK

The rating outlook is stable reflecting Moody's expectation that
HSE will be able to maintain a financial profile in line with the
current rating, due to a reduced investment program and lack of
shareholder distributions, which could support free cash flow
generation enabling the company to gradually deleverage its
balance sheet.

WHAT COULD CHANGE THE RATING UP/DOWN

Given the current high debt levels, and the impact of relatively
low prices on the profitability of the conventional generation,
Moody's does not expect any upwards rating pressures in the near-
term. Nevertheless, the rating could see positive pressure if the
company was able to demonstrate an improved operating and cash
flow profile, as evidenced by funds from operations (FFO)/debt
above 10% on a sustained basis. This could be achieved by
significant progress in the deleveraging of HSE's balance sheet,
and could be additionally supported by a marked improvement in
profitability from thermal generation.

The rating could come under downward pressure if (1) HSE was not
able to deleverage its balance sheet as anticipated and
consequently was unable to meet the financial covenants in its
bank loans, or (2) the liquidity profile remained strained and
insufficient to support group day-to-day operations, leading to a
potential need for further external financing.


HOLDING SLOVENSKE: S&P Assigns Prelim. 'BB' CCR, Outlook Positive
-----------------------------------------------------------------
Standard & Poor's Ratings Services said it has assigned its
preliminary 'BB' long-term corporate credit rating to Slovenian
state-owned electricity generation company Holding Slovenske
Elektrarne (HSE).  The outlook is positive.

The final rating will depend on S&P's receipt and satisfactory
review of all final transaction documentation.  Accordingly, the
preliminary rating should not be construed as evidence of the
final rating.  If Standard & Poor's does not receive final
documentation within a reasonable time frame, or if final
documentation departs from materials reviewed, S&P reserves the
right to withdraw or revise its ratings.  Potential changes
include, but are not limited to, utilization of bond proceeds,
maturity, size and conditions of the bond, financial and other
covenants, security, and ranking.

S&P's preliminary 'BB' rating is based on S&P's view that HSE has
a weak business risk profile and a highly leveraged financial
risk profile, leading to a stand-alone credit profile (SACP) of
'b+'.

The rating is two notches above the SACP to reflect S&P's view of
the moderately high likelihood that the Slovenian government
would provide timely and sufficient extraordinary support to HSE
in the event of financial distress.  In accordance with S&P's
criteria for government-related entities, this view reflects
S&P's assessment of HSE's:

   -- Important role for the Slovenian government as both a
      provider of an essential service and a key player in the
      implementation of state energy policies.  The company
      produces more than 70% of the domestic power output.  The
      default of HSE for any reason would lead to serious power
      generation disruptions in Slovenia and jeopardize
      customers' power supply.  Therefore, the state is likely to
      step in to ensure HSE continues its operations; and

   -- Strong link with the government, as Slovenia is the 100%
      shareholder.  This enables the government to maintain
      control over all important decision making.  There are no
      planned ownership changes and a legal ordinance directs
      that HSE is a strategic investment that has to remain in
      majority state ownership.  All of HSE's major decisions
      require the validation of the Supervisory Board and, in
      most cases, also shareholder or Ministry of Finance
      approvals.  However, S&P also factors into its assessment
      HSE's shift in financing strategy to the capital markets
      based on the group's inherent strengths, instead of credit
      facilities guaranteed by the state as previously.

HSE's production capacity is limited and diversification is
relatively low with only a few hydro and thermal plants.  Even
though the company holds around 68% of electricity market in
Slovenia in terms of production, its installed capacity is around
1.8 gigawatts, which is relatively low in comparison with rated
peers.  In addition, HSE's thermal business is not profitable --
unit costs exceed electricity prices -- but the company expects
that the introduction of the new coal plant Unit 6 will improve
efficiency in its thermal business from 2016.  The total costs
are higher due to interest expense on the new loans to invest in
Unit 6, which represent almost 40% of the total costs.  S&P's
business risk assessment also factors in earnings volatility
stemming from the group's inherent exposure to power prices and,
to a lesser extent, hydrology risks.

At the same time, HSE benefits from its dominant market position
and highly efficient hydropower business, which helps to improve
the group's overall efficiency.  S&P also believes the Slovenian
power market is somewhat protected, as reflected by the high
electricity prices in the country.  The group also owns coal
mines which support its thermal business.  S&P also factors some
ongoing government support into its assessment.  The company has
good relationships with the government, which takes part in
regulatory discussions to properly align HSE's strategy.  S&P
expects that the government will continue to provide ongoing
support and back HSE's continuing restructuring and deleveraging.

"Our view of HSE's financial risk profile as highly leveraged
reflects the group's high debt and weak cash flow generation,
mainly due to its large investment in the newly built thermal
power plant.  We understand that one of the group's key strategic
objectives is to reduce debt as heavy investments are now
completed.  In our base-case scenario, we project that HSE's
Standard & Poor's-adjusted ratio of funds from operations (FFO)
to debt will reach its weakest point in 2015 on the back of the
test and trial period for the new Unit 6 plant.  After that, we
forecast that FFO to debt will be close to 11% in 2016 and will
remain above 12% thereafter, which is commensurate with our
expectations for an aggressive financial risk profile.  Our
expectation of an improvement in HSE's financial profile is based
on the ramp up of Unit 6, its implementation of a cost cutting
program, and the committed efforts toward deleveraging, which we
expect will result in positive free operating cash flows (FOCF).
We expect HSE to make no dividend payments in the medium term
while leverage remains elevated and the market environment weak,"
S&P said.

"We apply a positive comparable rating analysis modifier to
reflect our assessment that HSE's business risk profile is at the
higher end of the weak category.  Compared with its peers, HSE
benefits from ongoing government support and the likely prospect
of improved operating efficiency," S&P noted.

S&P's base case assumes:

   -- The successful issuance of a bond of up to EUR300 million
      in March 2016, with a maturity of at least five years.

   -- Repayment contractual debt maturities over the next two
      years using proceeds from the bonds and cash on its balance
      sheet.

   -- Operating expenses to fall in 2015 by EUR70 million and by
      EUR25 million in 2016 on the back of the cost efficiency
      measures initiated in late 2014.  As a result of the cost
      optimizing, S&P forecasts EBITDA margins of around 10.0% in
      2015 and around 14%-15% thereafter.

   -- Completion of the capital expenditure (capex) cycle,
      meaning limited future capex with free cash flow used for
      deleveraging.  S&P anticipates that the group's investments
      will be about EUR310 million over 2015-2019.  Average
      production volumes over 2016-2020 planned at 7,800 gigawatt
      hours (GWh).

   -- Average production from renewable sources (hydro) over
      2016-2020 planned at 3,500 GWh, which represents 45% of
      electricity production in the HSE Group and about 63% of
      electricity produced from renewable energy sources in
      Slovenia.

   -- Trading volumes planned above 27 terawatt hours.

   -- Cash flow from divestments that S&P estimates at
      EUR52 million over 2015-2019.

   -- EUR8 million that S&P has accounted for as ancillary
      revenues from a new contract agreed in December 2015.

   -- Slovenian power prices aligned with Hungarian prices at
      around EUR35 per megawatt hour in 2016 and 2017.

   -- S&P do not factor into its base case the proposed decision
      of the Slovenian government to approve the priority
      dispatch mechanism, which will provide additional revenue
      for the thermal fleet.  S&P expects the decision to be made
      within the rating horizon.

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

   -- FFO to debt to increase to close to 11% in 2016 and improve
      above 12% from 2017 onward.

   -- Positive FOCF from 2016 onward.

The positive outlook reflects S&P's view of HSE's strategic focus
on deleveraging and its prudent financial policy.  S&P sees a
high likelihood for a positive rating action in light of the
company's improving operating performance and potentially
stronger financial risk profile.  The outlook also incorporates
S&P's expectations that HSE will generate free cash flow on a
sustainable basis from 2016 and government's decision to
implement priority dispatching of domestic primary sources.

S&P could raise the long-term rating by one notch if credit
metrics sustainably improve in line with S&P's forecasts, with
adjusted FFO to debt reaching 12% or higher.  This improvement is
likely to result from the effective ramp up of Unit 6, which
should generate positive margins from its thermal production
business.  Chances of an upgrade could arise from any potential
political measures to improve HSE's profitability, including
remuneration of ancillary services.  A one-notch upward revision
in the SACP would translate into a one-notch uplift in the long-
term rating.  If S&P raises the sovereign credit rating on
Slovenia by one or more notches, the rating on HSE will not
change, all else being equal.

S&P would revise the outlook to stable if the debt reduction that
it expects no longer looks likely.  S&P could lower the rating if
it anticipates constraints to HSE's SACP, in particular if
adjusted FFO to debt falls below 12% for an extended period.
This could result from potential operational difficulties at one
of its plants or a further decline in power prices, especially if
combined with a decision to exercise a call option to buy back a
36% stake in Hidroelektrarne na Spodnji Savi d.o.o (HESS).  S&P
could also revise the outlook if Slovenia does not improve the
priority dispatch mechanism.



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


ABENGOA SA: Majority Shareholder Ready to Dilute 5% Stake
---------------------------------------------------------
Carlos Ruano and Julien Toyer at Reuters report that Abengoa SA's
majority shareholder is ready to have its stake diluted to around
5% in a bid to receive new emergency cash and facilitate a debt
restructuring deal.

According to Reuters, four sources close to the talks between the
firm and its creditors said creditor banks and bondholders had
set two conditions prior to discussing a debt-for-equity swap, a
potential haircut and the injection of new liquidity to save the
energy firm from becoming Spain's biggest ever bankruptcy.

The first one was the departure of Felipe Benjumea, who
indirectly owns 51% of Abengoa, from the company his father
founded 70 years ago, Reuters discloses. The second was a
dilution of his stake to 5%, Reuters states.

Abengoa SA is a Spanish renewable-energy company.


                        *       *       *

As reported by the Troubled Company Reporter-Europe on Dec. 21,
2015, Standard & Poor's Ratings Services lowered to 'SD'
(selective default) from 'CCC-' its long-term corporate credit
rating on Spanish engineering and construction company Abengoa
S.A.  S&P also lowered the short-term corporate credit rating on
Abengoa to 'SD' from 'C'.  S&P said the downgrade reflects
Abengoa's failure to pay scheduled maturities under its EUR750
million Euro-Commercial Paper Program.


AUTOVIA DEL NOROESTE: S&P Affirms 'BB+' Rating on EUR54MM Bonds
---------------------------------------------------------------
Standard & Poor's Ratings Services affirmed its preliminary 'BB+'
long-term issue rating on the proposed EUR54.0 million fixed-rate
senior secured bonds due 2025 to be issued by Spain-based
limited-purpose entity Autovia del Noroeste Concesionaria de la
Comunidad Autonoma de la Region de Murcia, S.A. (AUNOR).  The
outlook is stable.

At the same time, S&P revised its preliminary recovery rating on
the proposed bonds to '1' from '2H', reflecting S&P's expectation
of very high (90%-100%) recovery in the event of a payment
default.

The final ratings will depend on receipt and satisfactory review
of all final transaction documentation, including legal opinions.
Accordingly, the preliminary rating should not be construed as
evidence of final rating.  If Standard & Poor's does not receive
final documentation within a reasonable time frame, or if final
documentation departs from materials reviewed, Standard & Poor's
reserves the right to withdraw or revise its rating.

The ProjectCo, AUNOR, entered into a concession with the regional
government of Murcia (Comunidad Autonoma de la Region de Murcia;
CARM), in 1999, for the construction, operation, and maintenance
of C-415, a shadow toll road in southeastern Spain.  The project
receives revenues from CARM, which are based on a banding
mechanism.

Stretching 62.4 kilometers, the C-415 toll road replaced the
existing one and upgraded it to dual carriageway, with two lanes
in each direction.  The project has been in operation since
October 2001.

ProjectCo intends to refinance the transaction through the
proposed bond issuance.

The revision of the recovery rating reflects S&P's improved
jurisdiction ranking for Spain, which S&P now class in Group A.

S&P's preliminary rating is currently constrained by its
assessment of the creditworthiness of CARM, the sole provider of
the revenues.  The stable outlook reflects S&P's view of CARM's
creditworthiness.  It also reflects S&P's assumption that AUNOR
will be deconsolidated for tax purposes from Autovias de Peaje en
Sombra.

S&P could raise the rating if CARM's creditworthiness improves
and the project demonstrates that it can sustain debt service
coverage ratios in line with S&P's current expectations.

S&P could lower the rating if CARM's creditworthiness were to
deteriorate or if the forecast minimum annual debt service
coverage ratio deteriorated below 1.15x.  S&P could also lower
the rating if AUNOR is not tax deconsolidated and if this is not
sufficiently mitigated.


CATALONIA: S&P Puts 'BB-/B' ICRs on CreditWatch Negative
--------------------------------------------------------
Standard & Poor's Ratings Services placed its 'BB-/B' long- and
short-term issuer credit ratings on the Autonomous Community of
Catalonia on CreditWatch with negative implications.  S&P also
placed the 'BB-' and 'B' issue ratings on Catalonia's debt on
CreditWatch negative.

RATIONALE

The CreditWatch placement follows Standard & Poor's decision to
consider the request of the Catalonia to appeal its rating
decision.

In accordance with Standard & Poor's "Calendar Of 2016 EMEA
Sovereign, Regional, And Local Government Rating Publication
Dates," published on Dec. 22, 2015, S&P was scheduled to publish
a credit rating action on Catalonia.  Catalonia requested an
appeal of Standard & Poor's rating decision.  After S&P
determined that the conditions for making such an appeal had been
met in accordance with S&P's policies and procedures, it placed
its ratings on Catalonia on CreditWatch negative pending the
outcome of the appeal.  As a consequence, the publication
initially scheduled has been postponed until the outcome of the
appeal and resolution of the CreditWatch placement.

CREDITWATCH

S&P intends to resolve the CreditWatch placement within two
weeks.

In accordance with S&P's relevant policies and procedures, the
Rating Committee was composed of analysts that are qualified to
vote in the committee, with sufficient experience to convey the
appropriate level of knowledge and understanding of the
methodology applicable.  At the onset of the committee, the chair
confirmed that the information provided to the Rating Committee
by the primary analyst had been distributed in a timely manner
and was sufficient for Committee members to make an informed
decision.

After the primary analyst gave opening remarks and explained the
recommendation, the Committee discussed key rating factors and
critical issues in accordance with the relevant criteria.
Qualitative and quantitative risk factors were considered and
discussed, looking at track-record and forecasts.

The chair ensured every voting member was given the opportunity
to articulate his/her opinion.  The chair or designee reviewed
the draft report to ensure consistency with the Committee
decision. The views and the decision of the rating committee are
summarized in the above rationale and outlook.  The weighting of
all rating factors is described in the methodology used in this
rating action.

RATINGS LIST

                                    Rating            Rating
                                    To                From
Catalonia (Autonomous Community of)
Issuer Credit Rating
  Foreign and Local Currency        BB-/Watch Neg/B   BB-/Neg./B
Senior Unsecured
  Foreign and Local Currency        BB-/Watch Neg     BB-
  Foreign and Local Currency        B/Watch Neg       B
Commercial Paper
  Local Currency                    B/Watch Neg       B



===========
T U R K E Y
===========


ZAMAN: Police Raids Headquarters Following Administration Order
---------------------------------------------------------------
Raziye Akkoc at The Telegraph reports that police raided the
headquarters of Turkey's bestselling newspaper using tear gas and
water cannons against protesters outside the building on March 4,
just hours after a court seized control of the daily.

Zaman, linked to a US-based preacher who is the arch-foe of the
Turkish president, was ordered into administration by an Istanbul
court on March 4 after a request from state prosecutors, The
Telegraph relates.  The order means that trustees will be
appointed for the newspaper to take over management, The
Telegraph states.

The newspaper has been strongly critical of Recep Tayyip Erdogan,
the Turkish president, and his government, The Telegraph notes.

The newspaper has a readership of more than 630,000, and its
sister Today's Zaman is one of a few newspapers printed in
English on paper and online, according to The Telegraph.



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


BRITISH HOME: Owner Proposes CVA, 40 Stores at Risk of Closure
--------------------------------------------------------------
Chronicle Live reports that British Home Stores could close its
stores on Newcastle's Northumberland Street and the Gateshead
Metrocentre after the struggling chain put itself into
administration.

The loss-making chain was last year sold by Top Shop boss Sir
Philip Green for GBP1 to a little-known investment group called
Retail Acquisition, Chronicle Live recounts.

The new owner has filed a company voluntary arrangement (CVA), a
type of insolvency proceeding, in an attempt to push through a
restructuring of its finances based around reducing rents with
many of its landlords, Chronicle Live relates.

BHS has identified 40 stores at which it says it needs to reduce
its rent by a quarter for the next 10 months while it negotiates
new deals with landlords, Chronicle Live discloses.  These are
most at risk of closure and include Newcastle and Hartlepool,
Chronicle Live states.

According to Chronicle Live, Will Wright --
will.wright@kpmg.co.uk -- a restructuring partner at KPMG and
proposed supervisor of the CVA, said: "For almost 90 years, BHS
has been one of the most iconic brands on the UK high street, but
in recent years has seen its profitability decline as it has
sought to respond to changing customer behaviors, increased
competition and the rise in omni-channel retailing.

"[Fri]day's CVA proposals are one facet of a wider turnaround
plan, and specifically tackle one of the business' largest fixed
costs, the onerous lease arrangements across its UK-wide store
portfolio.

"While the company's store estate is located across favorable
retail locations, a number of these leases are unsustainable,
predicated on terms which were originally negotiated some decades
ago."

A detailed CVA proposal document was expected to be made
available to BHS creditors via a dedicated website on March 4,
Chronicle Live notes.  With a vote being scheduled for March 23,
Chronicle Live discloses.

Brian Green -- brian.green@kpmg.co.uk -- restructuring partner at
KPMG and second proposed supervisor of the CVAs, as cited by
Chronicle Live, said "BHS currently has a total of 164 retail
sites across the UK. Importantly, none of these stores will close
on day one, and suppliers will continue to be paid on time and in
full."

KPMG, Chronicle Live says, will spend the next three weeks in
talks with creditors to ensure they understand the full detail of
the proposals.

British Home Stores is a British department store chain.


CATALYST HEALTHCARE: S&P Affirms 'BB+' Rating on GBP175MM Loan
--------------------------------------------------------------
Standard & Poor's Ratings Services said that it affirmed its
'BB+' long-term issue ratings on the GBP175 million senior
secured European Investment Bank (EIB) loan due Sept. 30, 2037,
and GBP218.05 million variable-rate bonds (including GBP38
million variation bonds) due Sept. 30, 2040, issued by Catalyst
Healthcare (Manchester) Financing PLC (ProjectCo).  S&P removed
the ratings from CreditWatch, where it had placed them with
negative implications on Aug. 27, 2015.  The outlook is negative.

The recovery rating on the senior secured debt is unchanged at
'2'.  S&P's recovery expectations are in the lower half of the
70%-90% range, although there has been limited experience
regarding default or loss in this sector to date.

The rating action reflects the ongoing lack of resolution in the
dispute between Central Manchester University Hospitals NHS
Foundation Trust, construction contractor Lend Lease Construction
(EMEA) Ltd., and ProjectCo, concerning whether a hospital's fire
compartmentation is in breach of contractual documentation.  The
issue led the Trust to deduct monthly service payments in June
2015, and by August applied deductions amounted to GBP3 million.
The Trust has not applied further deductions but deferred
deductions have reached GBP24 million.

S&P remains concerned that the dispute could go to adjudication.
If the adjudicator were to decide that the Trust was entitled to
apply deductions amounting to 10% of the project's unitary
payment over the last 12 months, it could lead to an event of
default under the collateral deed.

However, the "dispute resolution procedure schedule" in the
project agreement states that either party can refer the dispute
to the court within 56 days of the adjudicator's decision.
Resolving the conflict therefore has the potential to be a very
long process.

The rating action also incorporates S&P's view that, even if the
parties were to agree on a settlement, the working relationship
could remain difficult, heightening the risk of deductions for
any other current legacy defects or further disagreements on the
interpretation of "availability" as defined under the project
agreement.  Therefore, S&P would look for a period of operational
stability before taking any positive rating action.

At this stage, under S&P's base case, it doesn't expect the Trust
to impose further unavailability deductions prior to settlement
or adjudication.  Deferred payment deductions are likely. The
Trust applied the deductions because it alleges that the site is
"unavailable but used," as defined in the project agreement, and
the ProjectCo continues to disagree with the Trust's
interpretation of "availability."  S&P understands that around
66% of remedial works have already been carried out by the
building contractor at its own expense, but the Trust rejects
"cure notices" on some of these due to the presence of
"exceptions."

Although S&P considers it unlikely, if the Trust were to apply
the deferred deductions (given that there is no expiration date
under the project agreement), S&P estimates that ProjectCo would
still be able to pay its debt services in March and September
2016, though it might have to draw on its debt service reserve
account (DSRA).  However, this would depend on when the
deductions are imposed, the size of free cash balances (now
rising to GBP16 million), and ProjectCo's ability to withhold
payments from the life cycle contractor Engie (rebranded from
Cofely FM Ltd.).

At the moment, S&P views liquidity as a neutral factor.  S&P
could revise its assessment of the project's liquidity to less
than adequate if, in S&P's view, the project did not have
sufficient cash sources to cover forecast debt service payments
over the next 12 months by at least 1x.

The negative outlook reflects S&P's concerns that a lack of
agreement between the parties could lead to an adjudication
procedure, which could possibly trigger an event of default.
Default would be triggered through the breach of the 10% annual
unitary charge deduction threshold under the collateral deed,
given the size of the accumulated deferred deductions.

S&P could revise the outlook to stable once an agreement is
reached and following a period of operational stability, in which
the Trust and ProjectCo establish a more constructive
relationship.

S&P could lower the rating, possibly by more than one notch, if
an agreement is not reached and the Trust continues to apply
further deductions that ProjectCo could not pass through to
Engie, causing ProjectCo's liquidity position to become tight.
In addition, S&P could lower the rating if adjudication was to go
ahead, leading to uncertainties around the project's resulting
financial position.


EUROSAIL-UK 2007-3BL: S&P Puts CCC Rating on CreditWatch Positive
-----------------------------------------------------------------
Standard & Poor's Ratings Services placed on CreditWatch positive
its credit ratings on all classes of notes in Eurosail-UK 2007-
3BL PLC.

The CreditWatch placements follow the Feb. 5, 2016, noteholders'
approval of Eurosail-UK 2007-3BL's restructuring proposal.  The
proposal, among other things, removes the foreign exchange rate
risk by converting the dollar-denominated class A2b notes, as
well as the euro-denominated class A2a, A3a, B1a, C1a, and D1a
notes into British pound sterling-denominated notes.

Following the bankruptcy of Lehman Brothers, the issuer entered
into a termination and settlement agreement with Lehman Brothers'
trustee in January 2013.  Under this agreement, the parties
agreed to settle the issuer's claim against Lehman Brothers under
the terminated hedging agreement at a value of $178 million.

Following six distributions under the agreement, the noteholders
approved the sale of the remaining claim in December 2015.  In
total, the proceeds of the termination amounted to $117.3
million, or 65.9% of the agreed claim.

On Feb. 5, 2016, the noteholders approved the restructuring
proposal, which resulted in amendments to the existing
transaction documentation, and included, among other things:

   -- The conversion into sterling of the termination payouts to
      GBP81.9 million from $117.3 million;

   -- The conversion of the dollar-denominated class A2b notes,
      as well as the euro-denominated class A2a, A3a, B1a, C1a,
      and D1a notes into sterling-denominated notes;

   -- The amendment of the class A2a, A2b, and A2c notes'
      priority of payments to rank senior to that of the class
      A3a and A3c notes;

   -- The distribution of converted termination payments as
      extraordinary payments to partially redeem the class A3a,
      A3c, B1a, B1c, C1a, C1c, D1a, and E1c notes on the March
      2016 interest payment date;

   -- An increase of the class A2a, A2b, A2c, A3a, and A3c notes'
      margins; and

   -- The cancelation of the liquidity facility.

None of the notes incurred write-downs, and following the
restructuring, the transaction is fully collateralized.  The
conversion of the dollar-denominated class A2b notes into
sterling-denominated notes occurred at a spot rate of GBP0.688 to
$1.000 and the conversion of the euro-denominated class A2a, A3a,
B1a, C1a, and D1a notes into sterling-denominated notes occurred
at a spot rate of GBP0.750 to EUR1.000.  Therefore, S&P do not
view the amendments to the class A2a, A2b, A3a, B1a, C1a, and D1a
notes as a distressed restructuring.

Following the conversion of the class A2a, A2b, A3a, B1a, C1a,
and D1a notes, the transaction is no longer exposed to foreign
exchange rate risk.  In addition, the amendment to the priority
of payments and the paydown of the class A3a, A3c, B1a, B1c, C1a,
C1c, D1a, and E1c notes has increased the credit enhancement for
all classes of notes in the transaction.  S&P has therefore
placed on CreditWatch positive its ratings on all classes of
notes.

In order to resolve these CreditWatch placements, S&P will
conduct a credit and cash flow analysis of the revised structure.
S&P expects to resolve these CreditWatch placements by June 2016.

Eurosail-UK 2007-3BL is a U.K. residential mortgage-backed
securities (RMBS) transaction backed by nonconforming mortgages
originated by Southern Pacific Mortgages Ltd., Preferred
Mortgages Ltd., London Mortgage Company, Alliance & Leicester
PLC, and Amber Homeloans Ltd.

RATINGS LIST

Class             Rating
          To                      From

Eurosail 2007-3BL PLC

GBP493.57 Million Mortgage-Backed Floating-Rate Notes

Ratings Placed On CreditWatch Positive

A2a       BB+ (sf)/Watch Pos      BB+ (sf)
A2b       BB+ (sf)/Watch Pos      BB+ (sf)
A2c       BB+ (sf)/Watch Pos      BB+ (sf)
A3a       B- (sf)/Watch Pos       B- (sf)
A3c       B- (sf)/Watch Pos       B- (sf)
B1a       B- (sf)/Watch Pos       B- (sf)
B1c       B- (sf)/Watch Pos       B- (sf)
C1a       CCC (sf)/Watch Pos      CCC (sf)
C1c       CCC (sf)/Watch Pos      CCC (sf)
D1a       CCC (sf)/Watch Pos      CCC (sf)
E1a       CCC (sf)/Watch Pos      CCC (sf)



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


* BOND PRICING: For the Week February 29 to March 4, 2016
---------------------------------------------------------

Issuer                    Coupon   Maturity Currency  Price
------                    ------   -------- --------  -----
Deutsche Bank AG            7.13              GBP    74.45
Abengoa SA                  8.50  3/31/2016   EUR    12.75
Petrobras Global Finance    5.38  1/27/2021   USD    72.07
Vallourec SA                2.25  9/30/2024   EUR    59.47
Petrobras Global Finance    6.25  3/17/2024   USD    71.25
Repsol International Fina   4.50  3/25/2075   EUR    70.48
Manutencoop Facility Mana   8.50   8/1/2020   EUR    65.01
Glencore Finance Europe S   1.25  3/17/2021   EUR    77.92
Vedanta Resources PLC       9.50  7/18/2018   USD    69.00
Anglo American Capital PL   3.25   4/3/2023   EUR    67.14
Petrobras Global Finance    6.85   6/5/2115   USD    61.25
Vedanta Resources PLC       6.00  1/31/2019   USD    57.00
CSN Resources SA            6.50  7/21/2020   USD    36.88
Rickmers Holding GmbH & C   8.88  6/11/2018   EUR    65.47
Grupo Isolux Corsan Finan   6.63  4/15/2021   EUR    23.22
Petrobras Global Finance    4.38  5/20/2023   USD    64.40
Eramet                      4.50  11/6/2020   EUR    61.09
German Pellets GmbH         7.25 11/27/2019   EUR     1.06
Repsol International Fina   3.88              EUR    74.41
Scholz Holding Gmbh         8.50   3/8/2017   EUR     4.73
German Pellets GmbH         7.25   4/1/2016   EUR     1.59
Abengoa Finance SAU         8.88   2/5/2018   EUR    11.88
Portugal Telecom Internat   4.63   5/8/2020   EUR    52.37
Anglo American Capital PL   2.50  4/29/2021   EUR    67.87
Banco Popular Espanol SA    8.25              EUR    73.52
Glencore Finance Europe S   1.75  3/17/2025   EUR    70.81
Portugal Telecom Internat   4.38  3/24/2017   EUR    78.52
Anglo American Capital PL   1.50   4/1/2020   EUR    71.16
Ajecorp BV                  6.50  5/14/2022   USD    34.00
Casino Guichard Perrachon   1.86              EUR    43.77
Anglo American Capital PL   2.88 11/20/2020   EUR    71.66
CGG SA                      5.88  5/15/2020   EUR    37.95
Vedanta Resources PLC       8.25   6/7/2021   USD    55.25
CMA CGM SA                  7.75  1/15/2021   EUR    75.23
Oi Brasil Holdings Cooper   5.75  2/10/2022   USD    44.97
Delta Lloyd NV              4.38              EUR    64.74
Ensco PLC                   4.70  3/15/2021   USD    55.38
Standard Chartered PLC      5.13   6/6/2034   GBP    76.74
Banco Espirito Santo SA     2.63   5/8/2017   EUR    26.13
Glencore Finance Europe S   1.63  1/18/2022   EUR    76.66
Fiat Chrysler Automobiles   7.88 12/15/2016   USD    59.79
Bank of New York Mellon L   4.40 12/15/2050   EUR    37.69
Gol LuxCo SA                8.88  1/24/2022   USD    30.75
Petroleum Geo-Services AS   7.38 12/15/2018   USD    64.00
Obrascon Huarte Lain SA     4.75  3/15/2022   EUR    68.27
Banco Espirito Santo SA     4.00  1/21/2019   EUR    25.00
Oi Brasil Holdings Cooper   5.63  6/22/2021   EUR    50.25
Portugal Telecom Internat   5.88  4/17/2018   EUR    59.56
German Pellets GmbH         7.25   7/9/2018   EUR     1.18
Rallye SA                   4.00   4/2/2021   EUR    67.62
VistaJet Malta Finance PL   7.75   6/1/2020   USD    41.50
Premier Oil PLC             5.00 12/11/2020   GBP    54.22
Petrobras Global Finance    3.25   4/1/2019   EUR    75.41
Abengoa Finance SAU         6.00  3/31/2021   EUR    10.00
ArcelorMittal               7.75   3/1/2041   USD    77.13
Anglo American Capital PL   5.75 11/27/2018   AUD    82.00
Aegon NV                    0.86              EUR    49.07
Anglo American Capital PL   3.50  3/28/2022   EUR    68.17
Intelsat Luxembourg SA      7.75   6/1/2021   USD    36.69
RWE AG                      3.50  4/21/2075   EUR    69.54
Banca Popolare di Vicenza   9.50  9/29/2025   EUR    57.22
Vedanta Resources PLC       7.13  5/31/2023   USD    52.26
Genel Energy Finance PLC    7.50  5/14/2019   USD    55.67
Abengoa Finance SAU         7.00  4/15/2020   EUR    11.50
International Personal Fi   5.75   4/7/2021   EUR    81.75
Portugal Telecom Internat   5.00  11/4/2019   EUR    59.53
Banque Federative du Cred   1.00              EUR    45.07
Ovako AB                    6.50   6/1/2019   EUR    60.39
Vattenfall AB               3.00  3/19/2077   EUR    73.61
PagesJaunes Finance & Co    8.88   6/1/2018   EUR    50.02
Norske Skogindustrier ASA   7.00  6/26/2017   EUR    21.86
Petrobras Global Finance    5.63  5/20/2043   USD    58.50
EnQuest PLC                 7.00  4/15/2022   USD    22.50
QGOG Constellation SA       6.25  11/9/2019   USD    41.99
CHC Helicopter SA           9.25 10/15/2020   USD    44.00
Petrobras Global Finance    6.75  1/27/2041   USD    62.33
Veneto Banca SpA/Old        9.50  12/1/2025   EUR    56.38
Banca Monte dei Paschi di   2.49  5/15/2018   EUR    55.25
DNO ASA                     8.75  6/18/2020   USD    58.00
Anglo American Capital PL   4.88  5/14/2025   USD    69.75
Bluewater Holding BV       10.00 12/10/2019   USD    39.00
Algeco Scotsman Global Fi   8.50 10/15/2018   USD    73.75
Novo Banco SA               5.00  4/23/2019   EUR    69.50
Tullow Oil PLC              6.00  11/1/2020   USD    62.50
Nordea Bank AB              1.05              EUR    50.68
CGG SA                      6.50   6/1/2021   USD    34.00
Abengoa Greenfield SA       5.50  10/1/2019   EUR    11.01
AXA SA                      1.29              EUR    55.17
Paragon Offshore PLC        6.75  7/15/2022   USD    25.00
Waste Italia SpA           10.50 11/15/2019   EUR    25.00
Offshore Drilling Holding   8.38  9/20/2020   USD    59.50
Petrobras Global Finance    4.88  3/17/2020   USD    74.25
Petrobras Global Finance    4.25  10/2/2023   EUR    66.02
Credit Logement SA          1.02              EUR    68.97
Anglo American Capital PL   4.13  4/15/2021   USD    71.00
Petrobras Global Finance    3.75  1/14/2021   EUR    69.03
Banco Espirito Santo SA     4.75  1/15/2018   EUR    25.00
Petrobras Global Finance    4.75  1/14/2025   EUR    66.41
Petrobras Global Finance    5.88   3/7/2022   EUR    72.47
Petrobras Global Finance    6.88  1/20/2040   USD    63.20
ING Groep NV                1.27              EUR    53.77
Petrobras Global Finance    2.76  1/15/2019   USD    74.25
Petrobras Global Finance    7.25  3/17/2044   USD    64.75
AXA SA                      0.92              EUR    54.29
Stena AB                    7.00   2/1/2024   USD    72.50
UKRLANDFARMING PLC         10.88  3/26/2018   USD    30.50
Pacific Drilling SA         5.38   6/1/2020   USD    20.00
Anglo American Capital PL   4.13  9/27/2022   USD    68.00
Heta Asset Resolution AG    4.25 10/31/2016   EUR    68.00
CaixaBank SA                4.50 11/22/2016   EUR    51.25
Ensco PLC                   4.50  10/1/2024   USD    50.95
OAS Investments GmbH        8.25 10/19/2019   USD     2.05
Avanti Communications Gro  10.00  10/1/2019   USD    73.75
Metinvest BV               10.25  1/31/2016   USD    40.26
Far East Capital Ltd SA     8.00   5/2/2018   USD    56.38
Petrobras Global Finance    6.25 12/14/2026   GBP    62.11
Aegon NV                    2.07              USD    61.17
Brunswick Rail Finance Lt   6.50  11/1/2017   USD    44.81
Ensco PLC                   5.20  3/15/2025   USD    52.03
Ensco PLC                   5.75  10/1/2044   USD    50.75
Bank of New York Mellon L   4.11 12/30/2099   EUR    10.18
Algeco Scotsman Global Fi  10.75 10/15/2019   USD    22.44
EnQuest PLC                 5.50  2/15/2022   GBP    29.94
Obrascon Huarte Lain SA     5.50  3/15/2023   EUR    69.08
Anglo American Capital PL   3.63  5/14/2020   USD    69.00
Anglo American Capital PL   4.45  9/27/2020   USD    74.25
CIMPOR Financial Operatio   5.75  7/17/2024   USD    61.50
CGG SA                      6.88  1/15/2022   USD    37.00
Public Power Corp Finance   5.50   5/1/2019   EUR    70.64
BNP Paribas Fortis SA       1.87              EUR    67.73
Abengoa Finance SAU         8.88  11/1/2017   USD    15.00
Portugal Telecom Internat   4.50  6/16/2025   EUR    50.93
IMMOFINANZ AG               4.25   3/8/2018   EUR     4.28
Andrade Gutierrez Interna   4.00  4/30/2018   USD    62.25
Vneshprombank Ltd via VPB   9.00 11/14/2016   USD    13.00
Banca Monte dei Paschi di   0.89 11/30/2017   EUR    75.63
AXA SA                      1.05              EUR    60.00
Hema Bondco I BV            6.25  6/15/2019   EUR    66.99
Rallye SA                   1.00  10/2/2020   EUR    73.87
Credit Agricole SA          0.68              EUR    46.96
Norske Skogindustrier ASA  11.75  6/15/2016   EUR    70.41
Metinvest BV                8.75  2/14/2018   USD    41.00
Tullow Oil PLC              6.25  4/15/2022   USD    61.50
Ethias SA                   5.00  1/14/2026   EUR    73.06
FF Group Finance Luxembou   1.75   7/3/2019   EUR    64.64
Banca Popolare di Vicenza   3.02 12/20/2017   EUR    57.50
Banque Federative du Cred   0.83              EUR    45.75
ING Groep NV                0.87              EUR    51.35
Globe Luxembourg SCA        9.63   5/1/2018   USD    52.48
Intelsat Jackson Holdings   6.63 12/15/2022   USD    63.50
Neopost SA                  3.38              EUR    42.83
SOITEC                      6.75  9/18/2018   EUR     1.98
Indo Energy Finance II BV   6.38  1/24/2023   USD    37.51
BIBBY Offshore Services P   7.50  6/15/2021   GBP    65.00
First Bank of Nigeria Ltd   8.00  7/23/2021   USD    74.08
Intelsat Luxembourg SA      8.13   6/1/2023   USD    35.80
Yuksel Insaat AS            9.50 11/10/2015   USD    50.00
CNP Assurances              1.03              EUR    47.58
CGG SA                      1.75   1/1/2020   EUR     4.41
Aldesa Financial Services   7.25   4/1/2021   EUR    67.97
Air France-KLM              2.03  2/15/2023   EUR    11.26
Johnston Press Bond Plc     8.63   6/1/2019   GBP    69.15
AXA SA                      2.25              USD    71.84
Intelsat Luxembourg SA      6.75   6/1/2018   USD    65.50
Accudyne Industries Borro   7.75 12/15/2020   USD    68.25
Petrobras Global Finance    6.63  1/16/2034   GBP    59.93
Credit Mutuel Arkea SA      1.11              EUR    44.00
Ekosem-Agrar GmbH           8.50  12/7/2018   EUR    59.88
Sacyr SA                    4.00   5/8/2019   EUR    74.02
Heta Asset Resolution AG    2.75  5/31/2016   CHF    67.50
Anglo American Capital PL   4.88  5/14/2025   USD    68.50
Petroleum Geo-Services AS   7.38 12/15/2018   USD    69.50
Paragon Offshore PLC        7.25  8/15/2024   USD    27.00
Phones4u Finance PLC        9.50   4/1/2018   GBP    39.25
Banco Espirito Santo SA     6.88  7/15/2016   EUR    26.25
Prosafe SE                  4.18   9/9/2019   NOK    58.59
Anglo American Capital PL   3.63  5/14/2020   USD    73.94
Norske Skog AS             11.75 12/15/2019   EUR    60.34
Etablissements Maurel et    1.63   7/1/2019   EUR     9.63
Abengoa SA                  6.25  1/17/2019   EUR     7.25
Santander International P   2.00              USD    39.50
HSH Nordbank AG/Luxembour   2.31              EUR    16.63
Rothschilds Continuation    1.00              EUR    45.45
Financiere Quick SAS        7.36 10/15/2019   EUR    73.27
Mriya Agro Holding PLC      9.45  4/19/2018   USD     8.25
CHC Helicopter SA           9.38   6/1/2021   USD     7.00
Anglo American Capital PL   4.13  4/15/2021   USD    71.00
Capital Raising GmbH        7.50              EUR    19.26
Privatbank CJSC Via UK SP  10.25  1/23/2018   USD    63.97
Ferrexpo Finance PLC       10.38   4/7/2019   USD    56.64
Petrobras Global Finance    5.38  10/1/2029   GBP    56.46
Caixa Terrassa Societat d   1.18              EUR    47.88
TiZir Ltd                   9.00  9/28/2017   USD    63.88
Immigon Portfolioabbau AG  10.00              EUR     3.06
HSH Nordbank AG             7.25              USD    21.98
BIM SAS                     2.50 11/13/2020   EUR    24.79
Assystem                    4.50              EUR    27.84
Ageasfinlux SA              1.18              EUR    57.64
Abengoa Finance SAU         7.75   2/1/2020   USD    14.25
Hybrid Raising GmbH         6.63              EUR    19.01
Danske Bank Oyj             1.15              EUR    51.67
Indo Energy Finance BV      7.00   5/7/2018   USD    59.67
Alcatel-Lucent SA           0.13  1/30/2020   EUR     3.95
Alcatel-Lucent SA           4.25   7/1/2018   EUR     3.78
Takko Luxembourg 2 SCA      9.88  4/15/2019   EUR    50.00
Afren PLC                  11.50   2/1/2016   USD     0.35
SGL Carbon SE               3.50  9/30/2020   EUR    72.49
Anglo American Capital PL   4.45  9/27/2020   USD    74.50
BNP Paribas SA              2.13              EUR    60.00
Petrobras Global Finance    3.41  3/17/2020   USD    68.00
DTEK Finance PLC            7.88   4/4/2018   USD    40.75
Constellium NV              5.75  5/15/2024   USD    75.02
Algeco Scotsman Global Fi   9.00 10/15/2018   EUR    72.58
HSBC Bank PLC               0.81              USD    53.17
Matalan Finance PLC         8.88   6/1/2020   GBP    70.55
Helios Towers Finance Net   8.38  7/15/2019   USD    72.50
Praktiker AG                5.88  2/10/2016   EUR     0.07
First Ukrainian Internati  11.00 12/31/2018   USD    73.29
Barclays Bank PLC           0.26 12/28/2040   EUR    54.32
Cofinoga Funding Two LP     2.27              EUR    67.33
Econocom Group SA/NV        1.50  1/15/2019   EUR    11.34
Singulus Technologies AG    7.75  3/23/2017   EUR    22.50
Beate Uhse AG               7.75   7/9/2019   EUR    20.63
Iona Energy Co UK PLC      12.50  9/27/2018   USD     3.38
OGX Austria GmbH            8.50   6/1/2018   USD     0.00
Prosafe SE                  4.92  1/17/2020   NOK    58.59
Neue ZWL Zahnradwerk Leip   7.50  2/17/2021   EUR    79.63
Transcapitalbank JSC Via   10.00  9/18/2020   USD    60.00
Aegon NV                    4.26              NLG    69.93
Far East Capital Ltd SA     8.75   5/2/2020   USD    56.75
Afren PLC                   6.63  12/9/2020   USD     1.50
HSBC Bank PLC               1.13              USD    53.52
Rothschilds Continuation    0.81              USD    46.48
Virgolino de Oliveira Fin  10.50  1/28/2018   USD     3.25
Fred Olsen Energy ASA       4.16  2/28/2019   NOK    39.25
Ekosem-Agrar GmbH           8.75  3/23/2017   EUR    60.50
BPCE SA                     2.54              USD    78.25
Asya Sukuk Co Ltd           7.50  3/28/2023   USD    72.25
Santander Finance Preferr   1.05              EUR    53.83
Hema Bondco II BV           8.50 12/15/2019   EUR    38.63
KCA Deutag UK Finance PLC   7.25  5/15/2021   USD    46.00
EnQuest PLC                 7.00  4/15/2022   USD    22.50
Anglo American Capital PL   4.13  9/27/2022   USD    70.00
Norske Skog Holding AS      8.00  2/24/2021   EUR    26.17
DTEK Finance PLC           10.38  3/28/2018   USD    39.00
Tesco PLC                   4.88  3/24/2042   GBP    71.94
NTRP Via Interpipe Ltd     10.25   8/2/2017   USD    30.38
Air Berlin Finance BV       6.00   3/6/2019   EUR    68.82
Tullow Oil PLC              6.00  11/1/2020   USD    62.50
HSBC Bank PLC               0.98              USD    53.17
Novo Banco SA               3.00  6/21/2022   USD    62.00
BPCE SA                     0.91              EUR    58.63
Hema Bondco I BV            5.25  6/15/2019   EUR    64.50
Petrol AD                   8.38  1/26/2017   EUR    20.00
Abengoa Finance SAU         8.88  11/1/2017   USD    14.88
Banca Carige SpA            8.34              EUR    66.88
IGas Energy PLC            10.00  3/22/2018   USD    66.71
Tesco PLC                   5.20   3/5/2057   GBP    74.11
Barclays Bank PLC           1.56              GBP    66.00
Pohjola Bank Oyj            0.64              EUR    49.92
Novo Banco SA               5.00  5/14/2019   EUR    69.82
Stena AB                    7.00   2/1/2024   USD    71.88
Banca Monte dei Paschi di   0.86  1/15/2018   EUR    73.81
Meyer Burger Technology A   4.00  9/24/2020   CHF    71.35
ATF Capital BV             10.00              USD    60.13
Abengoa Greenfield SA       6.50  10/1/2019   USD     7.88
WPE International Coopera  10.38  9/30/2020   USD    10.50
Aegon NV                    5.19              NLG    61.70
Aegon NV                    1.51              NLG    51.01
Abengoa Finance SAU         7.75   2/1/2020   USD    14.25
Finance and Credit Bank J   9.25  1/25/2019   USD     5.63
Jyske Bank A/S              1.13              EUR    49.50
Gol LuxCo SA                8.88  1/24/2022   USD    30.75
Abengoa Greenfield SA       6.50  10/1/2019   USD     7.91
Tullow Oil PLC              6.25  4/15/2022   USD    61.75
Barclays Bank PLC           1.13              USD    56.33
Codere Finance Luxembourg   8.25  6/15/2015   EUR    70.75
Banco Espanol de Credito    0.99              EUR    54.50
Pierre & Vacances SA        3.50  10/1/2019   EUR    36.56
Novo Banco SA               3.50   1/2/2043   EUR    54.88
Espirito Santo Financial    6.88 10/21/2019   EUR     0.06
Tonon Luxembourg SA        10.50  5/14/2024   USD    43.69
Privatbank CJSC Via UK SP  11.00   2/9/2021   USD    58.98
Alno AG                     8.50  5/14/2018   EUR    63.00
Koninklijke Luchtvaart Ma   0.75              CHF    36.50
Vedanta Resources PLC       6.00  1/31/2019   USD    58.63
Gebr Sanders GmbH & Co KG   8.75 10/22/2018   EUR    70.38
Jyske Bank A/S              1.16              EUR    49.75
BNP Paribas SA              0.61              USD    56.10
Nexans SA                   2.50   1/1/2019   EUR    74.63
Prosafe SE                  4.13 10/22/2018   NOK    67.66
Banca Carige SpA            1.87 12/29/2018   EUR    54.00
Eroski S Coop               3.02              EUR    46.63
Caisse Federale du Credit   1.10              EUR    48.73
CGG SA                      1.25   1/1/2019   EUR    22.46
Metinvest BV               10.50 11/28/2017   USD    39.30
Rena GmbH                   8.25  7/11/2018   EUR     8.63
CEVA Group PLC              9.00   9/1/2021   USD    72.50
Banca Popolare di Vicenza   4.60 12/15/2017   EUR    72.02
Farstad Shipping ASA        5.30  2/15/2017   NOK    49.38
Sidetur Finance BV         10.00  4/20/2016   USD     6.00
Tonon Luxembourg SA         7.25  1/24/2020   USD     9.50
OSX 3 Leasing BV           13.00  3/20/2015   USD    25.00
Abengoa SA                  4.50   2/3/2017   EUR     8.63
Banca Popolare di Vicenza   8.50 12/28/2018   EUR    76.20
European Directories Bond   7.00  12/9/2018   EUR    70.49
Noreco Norway AS            6.50   3/6/2018   NOK    73.00
Afren PLC                  10.25   4/8/2019   USD     0.53
Privatbank CJSC Via UK SP  10.88  2/28/2018   USD    64.95
Lambay Capital Securities   6.25              GBP     1.75
Banco Bilbao Vizcaya Arge   1.19              EUR    70.87
Union Fenosa Preferentes    1.52              EUR    63.38
Havila Shipping ASA         9.66  8/30/2016   NOK    34.13
Lloyds Bank PLC             1.06              USD    53.79
Cirio Holding Luxembourg    6.25  2/16/2004   EUR     0.81
Vedanta Resources PLC       8.25   6/7/2021   USD    51.63
OGX Austria GmbH            8.38   4/1/2022   USD     0.00
Banco Espirito Santo SA     2.52              EUR     1.18
Nexity SA                   0.63   1/1/2020   EUR    50.70
Talvivaara Mining Co PLC    4.00 12/16/2015   EUR     1.29
Vedanta Resources PLC       7.13  5/31/2023   USD    52.63
Deutsche Bank AG            6.00  3/11/2016   EUR    71.73
Bank Nadra via NDR Financ   8.25  7/31/2018   USD     1.02
Ausy                        3.25   1/1/2021   EUR    53.00
Aralco Finance SA          10.13   5/7/2020   USD     2.50
Novo Banco SA               5.00  3/15/2022   EUR    67.85
Sydbank A/S                 1.05              EUR    52.20
Candyking Holding AB        5.00  1/29/2018   SEK    40.38
Songa Offshore              8.40  5/17/2018   NOK    58.99
German Pellets GmbH         8.00              EUR     2.00
Popular Capital SA          1.11              EUR    29.55
Etablissements Maurel et    2.75   7/1/2021   EUR     5.75
Banca delle Marche SpA      0.84   6/1/2017   EUR     1.14
Ukreximbank Via Biz Finan   7.87   2/9/2023   USD    70.09
Island Offshore Shipholdi   6.38   4/5/2016   NOK    58.10
Dexia Credit Local SA       1.54              EUR    14.00
NIBC Bank NV                2.13              USD    57.83
World Wide Supply AS        7.75  5/26/2017   USD    27.00
GNB - Cia de Seguros de V   2.07 12/19/2022   EUR    69.50
Takko Luxembourg 2 SCA      6.86  4/15/2019   EUR    45.83
ESFIL-Espirito Santo Fina   5.25  6/12/2015   EUR     1.64
Novo Banco SA               5.00  2/24/2022   EUR    67.00
DOF ASA                     5.88   2/7/2018   NOK    52.75
Phosphorus Holdco PLC      10.00   4/1/2019   GBP     1.53
Pacific Drilling SA         5.38   6/1/2020   USD    19.50
Atlantic Offshore AS        8.60  5/16/2018   NOK    33.94
E Forland AS                7.91   9/4/2018   NOK    60.38
Novo Banco SA               5.00  5/23/2019   EUR    69.21
CIMPOR Financial Operatio   5.75  7/17/2024   USD    61.50
Island Drilling Co ASA      9.50   4/3/2018   USD    15.25
Novo Banco SA               5.00   4/4/2019   EUR    69.94
Paragon Offshore PLC        7.25  8/15/2024   USD    26.00
Corporate Commercial Bank   8.25   8/8/2014   USD     1.05
Rena GmbH                   7.00 12/15/2015   EUR     8.63
Scandinavian Airlines Sys   0.63              CHF    27.38
Banco Espirito Santo SA     6.90  6/28/2024   EUR    25.50
Vedanta Resources PLC       9.50  7/18/2018   USD    59.05
NIBC Bank NV                0.67              EUR    45.00
Cooperatieve Rabobank UA    0.50 11/26/2021   ZAR    57.56
VistaJet Malta Finance PL   7.75   6/1/2020   USD    42.00
Mriya Agro Holding PLC     10.95  3/30/2016   USD     9.88
Eramet                      5.10  5/28/2026   EUR    54.50
Eniro AB                    6.00  4/14/2020   SEK    40.05
KCA Deutag UK Finance PLC   7.25  5/15/2021   USD    46.00
Lloyds Bank PLC             0.63              USD    52.17
Abengoa SA                  5.13   3/5/2017   USD    13.25
Standard Chartered PLC      0.81              GBP    52.83
Avanti Communications Gro  10.00  10/1/2019   USD    74.75
Kaupthing Bank ehf          9.00              USD     0.13
DOF ASA                     8.08  9/12/2019   NOK    50.47
BLT Finance BV              7.50  5/15/2014   USD     4.20
Oceanteam ASA              11.87 10/24/2017   USD    54.75
Societe Air France SA       2.75   4/1/2020   EUR    20.60
Barclays Bank PLC           0.75              USD    60.75
Oi Brasil Holdings Cooper   5.75  2/10/2022   USD    46.00
Ajecorp BV                  6.50  5/14/2022   USD    32.25
Virgolino de Oliveira Fin  11.75   2/9/2022   USD     2.78
Vseukrainsky Aktsinerny B  10.90  6/14/2019   USD     1.27
QGOG Constellation SA       6.25  11/9/2019   USD    37.05
Bank of Scotland PLC        0.94              USD    56.05
BNP Paribas SA              1.86  4/30/2033   USD    65.38
Heta Asset Resolution AG    5.92  2/22/2022   EUR    28.88
Deutsche Bank AG/London     4.32  6/30/2034   USD    74.10
Heta Asset Resolution AG    0.61  1/24/2017   EUR    25.38
Sympatex Holding GmbH       8.00  12/3/2018   EUR    41.38
International Bank of Aze   8.25  10/9/2024   USD    73.00
National Westminster Bank   1.13              USD    61.00
Farstad Shipping ASA        4.56  5/29/2018   NOK    44.13
Viking Supply Ships AS      9.42  3/21/2017   NOK    35.00
SNS Bank NV                11.25              EUR     0.63
GNB - Cia de Seguros de V   3.37              EUR    60.00
Nordea Bank Norge ASA       0.81              USD    58.90
Rallye SA                   3.40  1/31/2022   EUR    68.00
DOF ASA                     8.38   2/7/2017   NOK    70.88
MS Deutschland Beteiligun   6.88 12/18/2017   EUR     7.67
Codere Finance Luxembourg   9.25  2/15/2019   USD    58.50
Eurobank Ergasias SA        1.49   6/8/2017   EUR    69.17
Novo Banco SA               5.00  5/21/2019   EUR    69.50
SNS Bank NV                 6.25 10/26/2020   EUR     3.38
Touax SA                    6.00  7/10/2020   EUR    16.70
Novo Banco SA               3.50  2/19/2043   EUR    54.75
friedola Gebr Holzapfel G   7.25  4/11/2017   EUR     3.46
Ferrexpo Finance PLC       10.38   4/7/2019   USD    53.27
Dannemora Mineral AB       11.75  3/22/2016   USD     0.13
Mobylife Holding A/S        7.25  5/23/2018   SEK    71.38
Laurel GmbH                 7.13 11/16/2017   EUR    25.38
Paragon Offshore PLC        6.75  7/15/2022   USD    23.75
Songa Offshore              7.50 12/11/2018   NOK    55.34
Novo Banco SA               3.50  1/23/2043   EUR    54.88
Deutsche Bank AG            1.78  6/28/2033   USD    63.85
BOA Offshore AS             7.81 12/18/2018   NOK    29.50
More & More AG              8.13  6/11/2018   EUR    39.00
Region of Piemont Italy     0.12 11/27/2036   EUR    61.05
RENE LEZARD Mode GmbH       7.25 11/25/2017   EUR    22.90
Landesbank Hessen-Thuerin   0.34   5/3/2041   EUR    63.78
Elli Investments Ltd       12.25  6/15/2020   GBP    35.00
Golfino AG                  7.25   4/4/2017   EUR    75.25
Lloyds Bank PLC             0.63              USD    56.05
Solstad Offshore ASA        4.73  6/24/2019   NOK    63.00
IT Holding Finance SA       9.88 11/15/2012   EUR     0.28
Nuova Banca delle Marche    1.02  6/15/2016   EUR     0.88
Espirito Santo Financial    3.13  12/2/2018   EUR     0.42
International Industrial    9.00   7/6/2011   EUR     0.50
Waste Italia SpA           10.50 11/15/2019   EUR    25.00
DNB Bank ASA                0.69              USD    56.96
Afren PLC                  11.50   2/1/2016   USD     0.83
Assystem                    4.00   1/1/2017   EUR    23.17
Offshore Drilling Holding   8.38  9/20/2020   USD    62.50
Barclays Bank PLC           0.88              USD    54.94
Metinvest BV               10.50 11/28/2017   USD    44.50
Lehman Brothers UK Capita   5.13              EUR     0.00
Royal Bank of Scotland Gr   1.13              USD    59.30
Portugal Telecom Internat   5.24  11/6/2017   EUR    65.13
Pescanova SA                5.13  4/20/2017   EUR     3.56
LBI HF                      6.25              EUR     0.00
CSN Resources SA            6.50  7/21/2020   USD    49.27
SiC Processing GmbH         7.13   3/1/2016   EUR     1.49
KA Finanz AG                5.43  2/13/2024   EUR    63.75
Lehman Brothers Treasury    6.00  11/2/2035   EUR    16.25
Volstad Shipping AS         7.16  5/30/2018   NOK    22.13
Hellas Telecommunications   8.50 10/15/2013   EUR     0.01
DNB Bank ASA                0.71              USD    57.20
Cirio Finanziaria SpA       8.00 12/21/2005   EUR     1.52
Tonon Luxembourg SA        10.50  5/14/2024   USD    43.69
TGC-2 OJSC                 12.00 10/10/2018   RUB    46.00
EDOB Abwicklungs AG         7.50   4/1/2012   EUR     0.50
Hellenic Republic Governm   5.20  7/17/2034   EUR    69.25
Kaupthing Bank ehf          5.75  10/4/2011   USD    17.63
IKB Deutsche Industrieban   5.63  3/31/2017   EUR    22.13
OGX Austria GmbH            8.50   6/1/2018   USD     0.05
eno energy GmbH             7.38  6/30/2016   EUR    73.50
International Industrial   11.00  2/19/2013   USD     0.27
Indo Energy Finance BV      7.00   5/7/2018   USD    48.00
Societe Generale SA         1.03              EUR    54.05
Breeze Finance SA           6.71  4/19/2027   EUR    39.00
Abanka Vipa DD Via Afinan   1.74              EUR     0.32
EFG International AG        1.20              EUR    62.73
Global PVQ SE               6.75 10/21/2015   EUR     1.03
BDT Media Automation GmbH   8.13  10/9/2017   EUR    60.00
Alpine Holding GmbH         6.00  5/22/2017   EUR     0.00
Deutsche Bank AG/London     2.00  3/15/2033   USD    64.25
Dexia SA                    4.89              EUR     8.88
Standard Chartered PLC      1.02              USD    52.92
Windreich GmbH              6.50  7/15/2016   EUR    10.88
Nationwide Building Socie   1.09              GBP    70.00
DNB Bank ASA                0.69              USD    57.02
UniCredit Bank Austria AG   0.33  8/20/2033   EUR    62.50
Societe Alsacienne et Lor   1.63   1/1/2022   EUR    59.17
Afren PLC                   6.63  12/9/2020   USD     0.54
NNK-Aktiv AO                8.85   6/4/2021   RUB    66.00
National Westminster Bank   0.69              USD    56.23
Sazka AS                    9.00  7/12/2021   EUR     0.00
CRC Breeze Finance SA       6.11   5/8/2016   EUR    50.13
Phones4u Finance PLC        9.50   4/1/2018   GBP    39.25
Grupo Isolux Corsan Finan   6.63  4/15/2021   EUR    23.31
Golden Gate AG              6.50 10/11/2014   EUR    44.50
Pescanova SA                8.75  2/17/2019   EUR     3.83
Spirit Issuer PLC           1.14 12/28/2028   GBP    72.67
Espirito Santo Financial    5.13  5/30/2016   EUR     1.00
Dexia Kommunalbank Deutsc   5.63 12/31/2017   EUR    13.13
Immigon Portfolioabbau AG   7.00  7/24/2022   EUR    63.69
Region of Abruzzo Italy     0.38  11/7/2036   EUR    63.37
Karlie Group GmbH           6.75  6/25/2018   EUR    15.10
Algeco Scotsman Global Fi   8.50 10/15/2018   USD    72.75
Globe Luxembourg SCA        9.63   5/1/2018   USD    53.75
Deutsche Bank AG/London     4.23  8/28/2034   USD    67.67
Frey                        6.00 11/15/2022   EUR    22.50
Lloyds Bank PLC             2.00  1/31/2033   USD    67.13
Olympic Ship AS             7.22  9/21/2017   NOK    44.75
Novo Banco SA               3.50  3/18/2043   EUR    54.96
Danske Bank Oyj             1.47              EUR    60.63
Standard Chartered PLC      0.94              USD    53.25
Eramet                      5.29  4/22/2026   EUR    58.25
Cirio Del Monte NV          7.75  3/14/2005   EUR     2.02
Alpha Bank AE               1.54   2/1/2017   EUR    69.63
Societe Generale SA         0.44              USD    57.32
Travel24.com AG             7.50  9/17/2017   EUR    21.15
First Bank of Nigeria Ltd   8.00  7/23/2021   USD    73.61
Commerzbank Holdings UK L   1.06              USD    62.00
Avanti Communications Gro  10.00  10/1/2019   USD    73.88
JZ Capital Partners Ltd     6.00  7/30/2021   GBP    10.70
Brunswick Rail Finance Lt   6.50  11/1/2017   USD    39.00
Rem Offshore ASA            6.48  9/25/2019   NOK    34.38
CMA CGM SA                  7.75  1/15/2021   EUR    75.63
IGas Energy PLC            10.00 12/11/2018   USD    51.13
Metinvest BV               10.25  1/31/2016   USD    41.13
Norske Skog AS             11.75 12/15/2019   EUR    60.25
Kaupthing Bank ehf          7.63  2/28/2015   USD    17.63
Sairgroup Finance BV        4.38   6/8/2006   EUR    18.00
Virgolino de Oliveira Fin  10.88  1/13/2020   USD    19.38
Heta Asset Resolution AG    4.35  11/3/2016   EUR    25.13
Heta Asset Resolution AG    1.91  9/29/2016   JPY    68.50
Banco Espirito Santo SA     2.66              EUR    11.13
Belfius Bank SA/NV          1.86              FRF    69.75
National Westminster Bank   0.81              USD    60.75
Algeco Scotsman Global Fi  10.75 10/15/2019   USD    22.50
Abengoa Finance SAU         6.00  3/31/2021   EUR    11.63
Barclays Bank PLC           1.78  5/31/2033   USD    70.95
Credit Suisse AG/Guernsey   0.88              USD    56.92
Dexia Kommunalbank Deutsc   4.88 12/31/2016   EUR    24.13
Electromagnetic Geoservic   7.23  6/27/2019   NOK    58.01
Abengoa SA                  5.13   3/5/2017   USD    13.25
Virgolino de Oliveira Fin  10.50  1/28/2018   USD     3.25
PA Resources AB             3.00 12/27/2017   NOK     0.20
Banco Espirito Santo SA     0.04              EUR    13.71
Hellenic Republic Governm   2.09  7/25/2057   EUR    30.50
Societe Generale SA         7.72              EUR    66.88
Metinvest BV                8.75  2/14/2018   USD    42.50
Havyard Group ASA           6.58  6/13/2017   NOK    72.00
Freshwater Finance PLC      6.06 10/17/2036   GBP    58.38
IKB Deutsche Industrieban   4.70  3/31/2017   EUR    23.32
CEVA Group PLC             12.75  3/31/2020   USD    71.13
Barclays Bank PLC           2.77  3/28/2033   USD    71.63
PA Resources AB            13.50   3/3/2016   SEK     0.25
Lehman Brothers Treasury    7.25  10/5/2035   EUR    14.13
Espirito Santo Financial    9.75 12/19/2025   EUR     1.05
Abengoa SA                  6.25  1/17/2019   EUR    10.50
Finmek International SA     7.00  12/3/2004   EUR     0.13
Rosbank PJSC               11.60  10/7/2024   RUB   100.40
Kaupthing Bank ehf          5.75  10/4/2011   USD    17.63
Banco Pinto & Sotto Mayor   0.85              EUR    10.50
Norske Skogindustrier ASA   7.13 10/15/2033   USD    31.13
Standard Chartered PLC      0.94              USD    52.31
Credit Suisse AG/London     7.00  3/11/2016   EUR    72.68
Petromena ASA               9.75  5/24/2016   NOK     0.54
IM Skaugen SE               9.45  6/30/2016   NOK    54.38
Societe Generale SA        13.44   2/9/2017   USD    68.23
Banca Monte dei Paschi di   4.64  3/14/2024   EUR    68.50
Mox Telecom AG              7.25  11/2/2017   EUR     3.09
Lehman Brothers Treasury    6.00  2/15/2035   EUR    14.13
Afren PLC                  10.25   4/8/2019   USD     0.53
Immigon Portfolioabbau AG   5.27   2/8/2027   EUR    62.75
Cyprus Popular Bank PCL     1.65  5/26/2016   EUR     0.70
Portigon AG                 7.46 12/31/2019   EUR     9.95
Talvivaara Mining Co PLC    9.75   4/4/2017   EUR     0.09
KPNQwest NV                 8.88   2/1/2008   EUR     0.53
Tonon Luxembourg SA         7.25  1/24/2020   USD     9.50
Minicentrales Dos SA        4.81 11/29/2034   EUR    62.63
Andrade Gutierrez Interna   4.00  4/30/2018   USD    62.00
Heta Asset Resolution AG    0.33 12/18/2030   EUR    30.63
Norske Skog Holding AS      8.00  2/24/2023   USD    25.17
Indo Energy Finance II BV   6.38  1/24/2023   USD    34.41
Banca Popolare di Vicenza   5.00   6/4/2024   EUR    47.80
Codere Finance Luxembourg   9.25  2/15/2019   USD    69.13
CBo Territoria              6.00   1/1/2020   EUR     3.84
Far East Capital Ltd SA     8.00   5/2/2018   USD    55.98
SAG Solarstrom AG           6.25 12/14/2015   EUR    45.00
Cirio Finance Luxembourg    7.50  11/3/2002   EUR     9.00
Kaupthing Bank ehf          7.13  5/19/2016   USD     0.00
Credit Lyonnais SA          1.81              EUR    58.00
Getin Noble Bank SA/old     4.80  3/12/2021   PLN    70.00
UBS AG                      6.10  7/29/2016   GBP    61.44
Alpine Holding GmbH         5.25  6/10/2016   EUR     0.00
Alpine Holding GmbH         5.25   7/1/2015   EUR     0.00
SeaBird Exploration Finan   6.00   3/3/2018   USD    19.88
Depfa Funding III LP        1.35              EUR
Novo Banco SA               3.00 12/16/2021   EUR    57.25
OGX Austria GmbH            8.38   4/1/2022   USD     0.34
UniCredit Bank Austria AG   0.37 12/31/2031   EUR    64.75
Algeco Scotsman Global Fi   9.00 10/15/2018   EUR    72.75
getgoods.de AG              7.75  10/2/2017   EUR     0.23
Governo Portugues Consoli   3.00              EUR    74.00
Societe Generale SA         2.21  2/28/2033   USD    75.00
CGG SA                      6.88  1/15/2022   USD    32.63
Norske Skogindustrier ASA  11.75  6/15/2016   EUR    70.63
Oceanic Champion AS         8.00  2/20/2020   USD    73.29
Abengoa Finance SAU         8.88   2/5/2018   EUR    11.88
Olympic Ship AS             6.06  6/18/2019   NOK    37.75
Lehman Brothers UK Capita   5.75              EUR     0.01
UniCredit Bank Austria AG   0.33 10/31/2031   EUR    63.50
Minicentrales Dos SA        6.45  4/14/2028   EUR    62.63
Hema Bondco I BV            6.25  6/15/2019   EUR    66.92
BIBBY Offshore Services P   7.50  6/15/2021   GBP    65.00
Ideal Standard Internatio  11.75   5/1/2018   EUR    13.75
Santander Finance Capital   2.00              EUR    31.38
Norske Skog Holding AS      8.00  2/24/2021   EUR    26.00
KPNQwest NV                10.00  3/15/2012   EUR     0.53
Heta Asset Resolution AG    0.18  9/11/2017   EUR    27.00
Teksid Aluminum Luxembour  11.38  7/15/2011   EUR     0.05
Strenesse AG                9.00  3/15/2017   EUR    41.00
Mifa Mitteldeutsche Fahrr   7.50  8/12/2018   EUR     3.11
Standard Chartered PLC      1.09              USD    53.25
IM Skaugen SE              10.12  4/11/2017   NOK    34.63
Pescanova SA                6.75   3/5/2015   EUR     2.38
Nuova Banca Popolare dell   1.87  9/28/2017   EUR     0.30
Lloyds Bank PLC             2.06  2/22/2033   USD    66.25
Deutsche Bank AG/London     0.50  10/5/2021   IDR    54.12
Northland Resources AB      4.00 10/15/2020   USD     0.38
Marine Subsea AS            9.00 12/16/2019   USD     0.50
CGG SA                      5.88  5/15/2020   EUR    38.00
Accudyne Industries Borro   7.75 12/15/2020   USD    68.38
AgroGeneration              8.00   4/1/2019   EUR    70.03
Equity Release Funding No   2.69  4/26/2038   GBP
Santander Finance Capital   2.00              EUR    29.63
HSBC France SA              1.03              EUR    50.00
Solarworld AG               6.13  1/21/2017   EUR    42.63
Del Monte Finance Luxembo   6.63  5/24/2006   EUR     8.88
Global PVQ Netherlands B.   1.38  4/30/2012   EUR    28.50
Ekotechnika AG              9.75  5/10/2018   EUR     9.50
Royal Bank of Scotland PL   3.40 12/13/2028   USD    75.50
Governo Portugues Consoli   2.75              EUR    61.00
Plaza Centers NV            6.90 12/31/2019   ILS    67.04
Lehman Brothers Treasury    8.25  3/16/2035   EUR    14.13
CHC Helicopter SA           9.25 10/15/2020   USD    40.63
PagesJaunes Finance & Co    8.88   6/1/2018   EUR    50.00
Mriya Agro Holding PLC      9.45  4/19/2018   USD     9.38
Eidesvik Offshore ASA       5.56  5/22/2018   NOK    73.13
Solon SE                    1.38  12/6/2012   EUR     0.33
Svensk Exportkredit AB      0.50  2/22/2022   ZAR    55.81
PNE Wind AG                 3.75 10/10/2019   EUR     2.80
KPNQwest NV                 7.13   6/1/2009   EUR     0.53
Immigon Portfolioabbau AG   1.42  7/29/2018   EUR    25.00
Bulgaria Steel Finance BV  12.00   5/4/2013   EUR     0.59
Heta Asset Resolution AG    4.25  5/31/2016   EUR    67.75
Vneshprombank Ltd          14.00  6/22/2018   RUB     1.07
Espirito Santo Financial    5.05 11/15/2025   EUR     1.09
Gunther Zamek Produktions   7.75  5/15/2017   EUR     1.41
Lehman Brothers Treasury    2.88  3/14/2013   CHF    16.25
UniCredit Bank AO           8.10 11/20/2018   RUB    59.01
OAS Investments GmbH        8.25 10/19/2019   USD     5.03
UniCredit Bank Austria AG   0.35 12/27/2031   EUR    63.75
Depfa Funding IV LP         5.03              EUR    56.88
Nuova Banca Popolare dell   1.21  7/14/2016   EUR     0.91
Solarworld AG               6.38  7/13/2016   EUR    42.63
Kaupthing Bank ehf          7.50   2/1/2045   USD     0.00
Rem Offshore ASA            6.83  3/14/2018   NOK    37.63
Immigon Portfolioabbau AG   6.00  3/30/2017   EUR    59.00
Orient Express Bank PJSC   13.60   8/9/2018   RUB    39.00
Immigon Portfolioabbau AG   3.55  4/12/2022   EUR    74.70
NNK-Aktiv AO                8.85   6/1/2021   RUB    77.08
Ferrexpo Finance PLC       10.38   4/7/2019   USD    55.75
IVG Immobilien AG           5.63              EUR     0.00
Oi Brasil Holdings Cooper   5.63  6/22/2021   EUR    50.51
Abengoa Finance SAU         7.00  4/15/2020   EUR    12.00
CEVA Group PLC             12.75  3/31/2020   USD    90.00
Northland Resources AB     15.00  7/15/2019   USD     1.00
LBI HF                      6.10  8/25/2011   USD    12.45
Getin Noble Bank SA/old     4.77  7/10/2020   PLN    76.00
BLT Finance BV             12.00  2/10/2015   USD    10.50
LBI HF                      7.43              USD     0.00
Aldesa Financial Services   7.25   4/1/2021   EUR    68.38
Aralco Finance SA          10.13   5/7/2020   USD     1.00
Barclays Bank PLC           2.62  4/19/2033   USD    70.75
Abengoa Greenfield SA       5.50  10/1/2019   EUR    10.75
UKRLANDFARMING PLC         10.88  3/26/2018   USD    31.25
Bank Nederlandse Gemeente   0.50   8/9/2022   MXN    70.48
Heta Asset Resolution AG    7.50  5/27/2024   ATS    31.71
Lehman Brothers Treasury    5.00  9/22/2014   EUR    14.13
Mechel                      8.40  5/27/2021   RUB    62.33
Lehman Brothers Treasury    7.00  5/17/2035   EUR    14.13
Lehman Brothers Treasury    4.00  2/16/2017   EUR    16.25
WGF Westfaelische Grundbe   6.35  12/1/2016   EUR     3.60
Codere Finance Luxembourg   8.25  6/15/2015   EUR    70.00
Stroika Finance Ltd Via E   7.70  6/25/2019   RUB    12.00
Banco Pastor SA             2.28              EUR    25.50
Hypo Tirol Bank AG          0.30  7/23/2026   EUR    67.00
Lloyds Bank PLC             3.68  7/29/2033   USD    75.00
APP International Finance  11.75  10/1/2005   USD     3.60
Lehman Brothers Treasury    5.00  2/16/2015   EUR    14.13
Depfa Funding II LP         6.50              EUR    56.88
KA Finanz AG                4.90  6/23/2031   EUR    60.88
Artea                       6.00   8/4/2019   EUR    14.01
Heta Asset Resolution AG    5.27   4/7/2028   EUR    25.75
Region of Puglia Italy      0.30   2/6/2023   EUR    74.66
Northland Resources AB      4.00 10/15/2020   NOK     0.07
Windreich GmbH              6.50   3/1/2015   EUR    10.88
WindMW GmbH                 3.59  6/30/2027   EUR    71.30
Geotech Seismic Services   10.50 10/17/2018   RUB    66.54
Credit Suisse AG/London     7.25 11/10/2016   CHF    72.60
Heta Asset Resolution AG    0.45 11/29/2032   EUR    30.00
Financiere Quick SAS        7.36 10/15/2019   EUR    74.25
Ovako AB                    6.50   6/1/2019   EUR    60.25
wige MEDIA AG               6.00  3/17/2019   EUR     1.88
Sparebanken Sor             2.75  8/25/2025   NOK    75.72
Hellenic Bank PCL          11.00              EUR    46.13
Kommunekredit               0.50 10/22/2019   BRL    62.55
Transaero Airlines         16.00 10/25/2018   RUB     0.72
La Veggia Finance SPA       7.13 11/14/2004   EUR     0.00
DZ Bank AG Deutsche Zentr   3.05  9/25/2023   EUR    66.84
BANIF - Banco Internacion   4.50  1/30/2025   EUR    66.13
LBI HF                      3.00  12/7/2010   CHF     8.50
Barclays Bank PLC           2.75  3/21/2033   USD    73.75
Region of Molise Italy      0.36 12/15/2033   EUR    65.84
Far East Capital Ltd SA     8.75   5/2/2020   USD    55.91
HSBC Bank PLC               0.50  7/30/2027   NZD    61.09
Mechel                     15.00  2/25/2020   RUB    72.50
Bank Nederlandse Gemeente   0.50  8/15/2022   ZAR    55.06
Virgolino de Oliveira Fin  11.75   2/9/2022   USD     2.54
Heta Asset Resolution AG    0.08   4/9/2043   EUR    60.00
Virgolino de Oliveira Fin  10.88  1/13/2020   USD    18.25
Mercantile Investment Tru   4.25              GBP    70.00
Raiffeisenlandesbank Nied   5.00   7/1/2026   EUR    66.38
Hema Bondco II BV           8.50 12/15/2019   EUR    39.25
Solen AG                    7.50   4/8/2016   EUR     1.61
Accentro Real Estate AG     6.25  3/27/2019   EUR     3.45
Deutsche Bank AG            3.20  3/22/2016   EUR    51.20
Credit Europe Bank Ltd     14.50   6/5/2018   RUB    60.01
Alpha Bank AE               1.54   3/8/2017   EUR    70.63
CEVA Group PLC              9.00   9/1/2021   USD    70.25
Kaupthing Bank ehf          6.13  10/4/2016   USD    17.63
Mechel                      8.40   6/1/2021   RUB    62.01
Lehman Brothers Treasury    5.10   5/8/2017   HKD    14.13
Norske Skogindustrier ASA   7.13 10/15/2033   USD    31.13
Province of Milan Italy     0.21 12/22/2033   EUR    67.98
Astana Finance BV           7.88   6/8/2010   EUR    16.00
Ferrexpo Finance PLC       10.38   4/7/2019   USD    52.93
International Hotel Inves   5.75  5/13/2025   EUR    74.63
Societe Generale SA         1.60   1/9/2020   GBP     1.03
Montepio Holding SGPS SA    5.00              EUR    50.00
Vnesheconombank             2.00  6/18/2021   RUB    60.71
UBS AG                      7.85  12/1/2016   EUR    68.40
Agroton Public Ltd          6.00  7/14/2019   USD    10.00
Getin Noble Bank SA/old     4.81   4/7/2021   PLN    72.00
Notenstein Finance Guerns   1.00  9/17/2019   CHF    59.72
Nordea Bank Finland Abp     4.35  4/20/2020   SEK    59.60
LBI HF                      2.25  2/14/2011   CHF     8.50
LBI HF                      4.65              EUR     0.00
Royal Bank of Scotland PL   3.79 12/30/2030   USD    73.50
Raiffeisenlandesbank Nied   4.40  4/17/2024   EUR    72.00
Comune di Verona            0.09  12/1/2026   EUR    67.26
ADLER Real Estate AG        6.00  6/30/2017   EUR    11.25
Lehman Brothers Treasury    7.00   6/6/2017   EUR     3.09
Veneto Banca SpA/Old       10.00 10/22/2022   EUR    37.38
OGK-2 PAO                  11.50 11/24/2020   RUB   100.00
Kaupthing Bank ehf          6.13  10/4/2016   USD    17.63
Barclays Bank PLC           6.75  6/23/2017   USD    71.68
Zurcher Kantonalbank Fina   1.01 12/16/2016   CHF    74.77
Region of Abruzzo Italy     0.22  11/7/2031   EUR    69.26
Royal Bank of Scotland Gr   1.55  1/12/2046   EUR    53.25
SAir Group                  6.25  4/12/2005   CHF    11.13
Banco Espirito Santo SA    10.00  12/6/2021   EUR     1.01
Santander Finance Capital   2.00              USD    32.75
DTEK Finance PLC            7.88   4/4/2018   USD    38.50
A-TEC Industries AG         2.75  5/10/2014   EUR     2.00
Baltijskij Bereg ZAO        8.25 12/22/2017   RUB    26.07
WPE International Coopera  10.38  9/30/2020   USD    10.25
Banco Comercial Portugues   5.00              EUR    61.00
A-TEC Industries AG         8.75 10/27/2014   EUR     2.00
Heta Asset Resolution AG    4.88  9/18/2017   EUR    27.63
Cooperatieve Rabobank UA    0.50 10/29/2027   MXN    48.11
SAir Group                  0.13   7/7/2005   CHF    11.13
Plaza Centers NV            6.00   7/1/2020   ILS    70.04
Mechel                     15.00  2/25/2020   RUB    72.29
CHC Helicopter SA           9.25 10/15/2020   USD    40.63
Eksportfinans ASA           0.50   5/9/2030   CAD    22.50
Global PVQ Netherlands B.   5.75  5/26/2014   EUR    28.00
Kaupthing Bank ehf          5.25  7/18/2017   BGN    17.63
SNS Bank NV                 2.61              EUR     0.40
Lehman Brothers Treasury    7.06 12/29/2008   EUR     3.09
Immigon Portfolioabbau AG   0.41  3/14/2020   EUR    70.41
Kamaz PJSC                 12.10 11/23/2020   RUB    60.01
DZ Bank AG Deutsche Zentr   2.52  6/23/2022   EUR    68.35
UniCredit Bank Austria AG   0.20  1/25/2031   EUR    64.25
Lloyds Bank PLC             3.56   7/5/2033   USD    74.25
Lehman Brothers Treasury    8.25  12/3/2015   EUR    14.13
Johnston Press Bond Plc     8.63   6/1/2019   GBP    68.88
Hellenic Republic Governm   0.52  8/10/2019   EUR    69.61
Ukreximbank Via Biz Finan   7.87   2/9/2023   USD    70.00
Heta Asset Resolution AG    3.42  11/7/2016   EUR    73.75
Lehman Brothers Treasury    7.60  3/26/2009   EUR     3.09
Hellenic Republic Governm   2.27   2/7/2022   EUR    61.69
WGF Westfaelische Grundbe   6.35   8/1/2017   EUR     4.02
Sairgroup Finance BV        6.63  10/6/2010   EUR    19.88
Hamburgische Landesbank G   0.24  1/22/2041   EUR    58.20
Hamburgische Landesbank G   0.22 10/30/2040   EUR    59.61
Banco Espirito Santo SA     1.45  5/27/2018   EUR     1.01
State of Carinthia          0.75  7/20/2017   CHF     0.20
DekaBank Deutsche Girozen   3.17  9/23/2022   EUR    77.38
Heta Asset Resolution AG    0.08  8/12/2017   EUR    75.01
Mechel                      8.40  5/27/2021   RUB    62.07
Svensk Exportkredit AB      0.50  1/31/2022   ZAR    56.75
Cooperatieve Rabobank UA    0.50 11/30/2027   MXN    47.26
A-TEC Industries AG         5.75  11/2/2010   EUR     2.00
Sidetur Finance BV         10.00  4/20/2016   USD     6.63
Cooperatieve Rabobank UA    0.50 12/29/2027   MXN    48.00
DEIKON GmbH                 1.00 11/16/2016   EUR    35.80
RusHydro PJSC              12.75  4/15/2025   RUB   100.00
BNP Paribas SA              0.50  7/20/2021   BRL    50.59
Lehman Brothers Treasury    6.72 12/29/2008   EUR     3.09
Russian Railways JSC       17.90  9/20/2039   RUB    60.01
HSBC Trinkaus & Burkhardt   5.10   6/2/2016   EUR    55.61
Locko-Bank ZAO             13.75   4/2/2020   RUB    99.00
Credit Suisse AG/Nassau     9.50  10/3/2016   CHF    73.89
JP Morgan Structured Prod  12.00 11/24/2021   ZMW
UniCredit Bank AG           0.61 11/19/2029   EUR    64.13
Hema Bondco I BV            5.12  6/15/2019   EUR    64.90
Bank Julius Baer & Co Ltd   5.20  9/25/2017   EUR    58.70
Raiffeisen Centrobank AG    6.05   3/1/2017   EUR    73.96
Kaupthing Bank ehf          7.13  5/19/2016   USD     0.00
UniCredit Family Financin   0.15 12/15/2026   EUR    76.56
Atari SA                    7.50  2/17/2020   EUR     0.18
COFIDUR SA                  0.10 12/31/2024   EUR    15.01
JP Morgan Structured Prod  13.00 11/25/2024   ZMW
International Finance Fac   0.50  6/24/2024   ZAR    43.73
Lehman Brothers Treasury    7.55 12/29/2008   USD     3.09
Lehman Brothers Treasury    6.00  3/14/2011   EUR    14.13
Landesbank Hessen-Thuerin   0.36  4/23/2041   EUR    65.77
Nuova Banca Popolare dell   5.00 10/30/2023   EUR     0.32
Norske Skog Holding AS      8.00  2/24/2023   USD    25.25
SG Option Europe SA         7.00  9/22/2017   EUR    58.30
LBBW                        3.75  6/24/2016   EUR    49.25
Lehman Brothers Treasury    6.85 12/22/2008   EUR     3.09
Petrobras Global Finance    3.00  1/15/2019   USD    76.15
LBI HF                      6.10  8/25/2011   USD    12.13
J&T Banka AS                9.00              EUR    62.63
UniCredit Bank Austria AG   0.46 12/27/2026   EUR    71.50
Nordea Bank Finland Abp     2.91 10/20/2019   SEK    58.21
Getin Noble Bank SA/old     5.35  9/26/2019   PLN    78.01
Santander Finance Capital   2.00              USD    30.50
Mo-BRUK SA                  6.73  8/31/2016   PLN    86.00
Credit Suisse AG/Nassau     7.13  6/26/2017   CHF    62.39
ADLER Real Estate AG        6.00 12/27/2018   EUR    11.25
Heta Asset Resolution AG    4.63   3/4/2018   EUR    68.38
Nuova Banca Popolare dell   3.50  6/28/2018   EUR     0.32
CB First Investment Bank   12.75              EUR    70.50
Czerwona Torebka SA         6.81  4/15/2016   PLN    70.50
Privatbank CJSC Via UK SP  10.88  2/28/2018   USD    62.88
Lehman Brothers Treasury    1.00   5/9/2012   EUR     3.09
KA Finanz AG                4.44 12/20/2030   EUR    58.50
RSL Communications PLC     10.13   3/1/2008   USD     0.00
Credit Suisse AG/London     0.50   1/8/2026   BRL    26.16
Kerdos Group SA             8.00 12/15/2017   PLN    20.05
ING Bank NV                 8.05 12/30/2020   EUR    72.68
Raiffeisen Versicherung A   5.08              EUR    21.25
Sachsen Bank                0.26  1/22/2041   EUR    73.43
Banca delle Marche SpA      6.00   5/8/2018   EUR     0.94
Nuova Banca Popolare dell   4.25 10/30/2016   EUR     0.32
OT-Optima Telekom DD        5.25  5/30/2022   HRK    50.00
Jasper Explorer PLC        13.50  5/27/2016   USD     3.38
SNS Bank NV                 6.63  5/14/2018   EUR     2.93
Lehman Brothers Treasury    6.30 12/21/2018   USD     1.73
Svensk Exportkredit AB      0.50  8/28/2020   TRY    60.46
Lehman Brothers Treasury    5.00  5/12/2011   CHF     3.09
Lehman Brothers Treasury    8.28  3/26/2009   USD     3.09
UniCredit Family Financin   0.15 12/15/2026   EUR    76.55
Petromena ASA              10.85 11/19/2014   USD     0.54
Lehman Brothers Treasury    4.50   5/2/2017   EUR     3.09
Banca Popolare di Vicenza   4.97  4/20/2027   EUR    50.13
Deutsche Bank AG/London     9.33  7/30/2024   BRL    68.20
Banque Cantonale Vaudoise   6.00  5/26/2016   CHF    46.48
JP Morgan Structured Prod  14.00 11/23/2029   ZMW
Mechel                      8.00   2/9/2021   RUB    60.05
Dresdner Bank AG            0.58 11/19/2029   EUR    53.00
International Finance Fac   0.50  6/29/2020   ZAR    66.51
Ecureuil Vie Developpemen   0.82              EUR    11.75
DEMIRE Real Estate AG       6.00 12/30/2018   EUR     3.30
Raiffeisenlandesbank Nied   4.00  6/28/2023   EUR    73.50
CaixaBank SA                1.71              EUR    83.38
Lehman Brothers Treasury    4.00 10/24/2012   EUR     3.09
Lehman Brothers Treasury    5.25  5/26/2026   EUR     3.09
Lehman Brothers Treasury    3.03  1/31/2015   EUR     3.09
East Syberian Mortgage Ag   8.75  8/11/2046   RUB    92.05
Leonteq Securities AG/Gue  10.00   7/7/2016   USD    70.70
Lehman Brothers Treasury   11.00 12/20/2017   AUD     3.09
UniCredit Bank AG           6.25  5/16/2016   EUR    47.34
hkw personalkonzepte GmbH   8.25 11/15/2016   EUR     3.70
Lehman Brothers Treasury    6.60   2/9/2009   EUR     3.09
Metalloinvest Holding Co    0.01  3/10/2022   RUB    45.00
Matalan Finance PLC         8.88   6/1/2020   GBP    71.50
Lehman Brothers Treasury    6.00 10/30/2012   EUR     3.09
Lehman Brothers Treasury    4.00  12/2/2012   EUR     3.09
Biomed-Lublin Wytwornia S   7.24  8/14/2018   PLN    14.02
Vontobel Financial Produc   5.50  9/23/2016   EUR    58.00
Podkarpacki Bank Spoldzie   5.77   7/2/2020   PLN    57.00
MORTGAGE AGENT AHML 13-1    8.50   9/9/2045   RUB    58.00
DekaBank Deutsche Girozen   5.65  6/17/2016   EUR    75.28
Getin Noble Bank SA/old     4.90  2/28/2020   PLN    76.01
Nuova Banca delle Marche    7.75  6/30/2018   EUR     1.09
Finans-Avia OOO             0.01  7/31/2027   RUB    12.50
Norddeutsche Landesbank G  10.50   9/2/2016   EUR    65.63
Notenstein Finance Guerns   7.20  6/29/2016   USD    71.99
Veneto Banca SpA/Old        1.82  5/15/2019   EUR    64.38
Vontobel Financial Produc  17.05  9/23/2016   EUR    73.85
Lehman Brothers Treasury    4.70  3/23/2016   EUR     3.09
Bank Nederlandse Gemeente   0.50  7/12/2022   ZAR    54.29
Immigon Portfolioabbau AG   0.87   7/3/2019   EUR    70.38
MT-Energie GmbH & Co KG     8.25   4/4/2017   EUR     9.25
Getin Noble Bank SA/old     4.75  2/15/2021   PLN    75.10
Podkarpacki Bank Spoldzie   5.01  10/6/2021   PLN    54.20
SAG Solarstrom AG           7.50  7/10/2017   EUR    45.00
SU-155 KAPITAL OOO         13.25  2/23/2016   RUB     1.05
Lehman Brothers Treasury    4.00  7/27/2011   EUR     3.09
International Finance Fac   0.50  6/29/2027   ZAR    30.17
Notenstein La Roche Priva   5.04   3/2/2016   EUR    62.88
AKB Derzhava OJSC           9.75  7/10/2023   RUB    60.00
Lehman Brothers Treasury    7.00 11/26/2013   EUR    14.13
Lehman Brothers Treasury    4.00  7/20/2012   EUR     3.09
HSBC Bank PLC               0.50  5/31/2019   IDR    72.47
Kommunekredit               0.50  2/20/2020   BRL    60.00
Zurcher Kantonalbank Fina  10.00  6/30/2016   EUR    62.88
SG Option Europe SA         7.00   5/5/2017   EUR    43.44
Vontobel Financial Produc   4.45   9/5/2016   EUR    60.06
HSBC Trinkaus & Burkhardt   5.00   5/5/2016   EUR    72.58
Alpha Bank AE               2.50  6/20/2022   EUR    53.60
Getin Noble Bank SA/old     4.80  8/28/2020   PLN    75.00
Salvator Grundbesitz-AG     9.50              EUR    38.00
Finans-Avia OOO             8.25  7/31/2022   RUB    50.23
Mortgage Agent KHMB-1       9.20  8/25/2045   RUB    55.60
Lehman Brothers Treasury    1.46  2/19/2012   JPY    14.13
Mobile TeleSystems PJSC     5.00  6/29/2021   RUB    67.38
UniCredit Bank AG           5.20  6/20/2016   EUR    52.27
Lehman Brothers Treasury    8.00  2/16/2016   EUR     3.09
Orient Express Bank PJSC   18.00  5/28/2020   RUB    41.75
Lehman Brothers Treasury    5.00   5/2/2022   EUR     3.09
Rosseti PJSC               11.85  5/26/2025   RUB    61.09
Lehman Brothers Treasury    8.00  4/20/2009   EUR     3.09
SAir Group                  2.13  11/4/2004   CHF    11.13
DekaBank Deutsche Girozen   4.85  8/31/2016   EUR    76.00
LBBW                        5.00  3/24/2016   EUR    41.08
DekaBank Deutsche Girozen   3.25  8/11/2016   EUR    62.18
Pongs & Zahn AG             8.50              EUR     0.20
Russian Railways JSC       16.70 10/11/2038   RUB    60.03
Heta Asset Resolution AG    5.73 12/10/2021   EUR    28.63
Nuova Banca delle Marche    8.00  6/30/2018   EUR     1.09
Metalloinvest Holding Co    0.01   3/7/2022   RUB    69.17
LBBW                        5.29  9/23/2016   EUR    66.34
HC Finance OOO              8.25 11/26/2021   RUB    97.00
LBBW                        2.00  3/29/2016   EUR    68.89
NIBC Bank NV               25.98   5/7/2029   EUR    70.38
Bank Nederlandse Gemeente   0.50   6/7/2022   ZAR    55.46
Barclays Bank PLC           0.50  4/24/2023   MXN    63.77
CaixaBank SA                0.62   2/2/2037   USD    73.86
Municipality Finance PLC    0.50   5/8/2029   AUD    61.08
KFW                         0.25  10/6/2036   CAD    38.95
SG Issuer SA                6.65 10/10/2021   EUR    54.39
Penell GmbH Elektrogrosha   7.75  6/10/2019   EUR     2.54
RSL Communications PLC      9.13   3/1/2008   USD     0.00
Heta Asset Resolution AG    0.06  2/10/2018   EUR    75.01
Konservenfabrik Zachow Gm   8.00   4/1/2016   EUR     0.00
Lehman Brothers Treasury    4.00  4/13/2011   CHF     3.09
UBS AG                      4.65   7/1/2016   EUR    76.17
DekaBank Deutsche Girozen   3.80  9/25/2024   EUR    71.92
SAir Group                  4.25   2/2/2007   CHF    11.25
Kaupthing Bank ehf          7.00  7/24/2009   ISK    17.63
Commerzbank AG             10.00  5/26/2016   EUR    48.75
Leonteq Securities AG       9.60   3/9/2016   USD    56.87
Bank Julius Baer & Co Ltd   6.60  4/25/2016   CHF    71.10
Raiffeisen-Holding Nieder   2.31              EUR    68.37
Nuova Banca delle Marche    7.20  6/30/2018   EUR     1.09
Lehman Brothers Treasury    4.00  2/28/2010   EUR     3.09
Lehman Brothers Treasury    1.60  6/21/2010   JPY     3.09
Lehman Brothers Treasury    4.68 12/12/2045   EUR     3.09
Heta Asset Resolution AG    0.11   7/1/2017   EUR    75.04
Enemona AD-Kozloduy        10.00  4/28/2017   BGN     0.10
Heta Asset Resolution AG    5.03  1/26/2017   EUR    28.13
Elli Investments Ltd       12.25  6/15/2020   GBP    35.00
Lehman Brothers Treasury    0.50   7/2/2020   EUR     3.09
Province of Treviso Italy   0.19 12/31/2034   EUR    61.29
Province of Brescia Italy   0.25 12/22/2036   EUR    60.21
Province of Brescia Italy   0.35  6/30/2036   EUR    60.53
URALSIB Leasing Co OOO     10.50  4/17/2018   RUB
SAir Group                  5.13   3/1/2003   CHF    11.00
BKN biostrom AG             7.50   6/5/2016   EUR     2.50
Exane Finance               2.70  9/26/2016   USD    34.05
UniCredit Bank AG           5.00 10/18/2024   EUR    77.25
DekaBank Deutsche Girozen   2.67  11/7/2016   EUR    63.73
Salvator Grundbesitz-AG     9.50 12/31/2021   EUR    11.00
Mechel                      8.00   2/9/2021   RUB    60.05
Nota-Bank OJSC             13.50 10/13/2016   RUB    31.50
Lehman Brothers Treasury    7.00  9/20/2011   USD     3.09
Lehman Brothers Treasury    5.10  6/22/2046   EUR     3.09
Banca delle Marche SpA      6.00  6/12/2018   EUR     0.76
Goldman Sachs & Co Wertpa  14.00  3/22/2017   EUR    59.70
Lloyds Bank PLC             2.62  4/26/2033   USD    67.75
Lehman Brothers Treasury    6.65  8/24/2011   AUD    14.13
KPNQwest NV                 8.13   6/1/2009   USD     0.53
Codere Finance Luxembourg   8.25  6/15/2015   EUR    70.75
HSBC Bank PLC               0.50 12/29/2026   AUD    64.98
UBS AG/London              10.00 10/27/2016   EUR    64.48
Svensk Exportkredit AB      0.50  4/25/2019   BRL    65.55
Vegarshei Sparebank         5.16              NOK    66.21
Svensk Exportkredit AB      0.50  3/28/2029   AUD    70.31
UniCredit Bank AG           5.00  1/20/2020   USD    74.22
Vontobel Financial Produc  10.00  5/17/2016   USD    67.00
Emova Group                 4.30   5/2/2022   EUR     7.05
Lehman Brothers Treasury    5.00  8/16/2017   EUR    14.13
Ideal Standard Internatio  11.75   5/1/2018   EUR    13.75
Lehman Brothers Treasury    7.15  3/21/2013   USD     3.09
Municipality Finance PLC    0.50 11/25/2020   ZAR    66.73
Pierer Industrie AG         5.75              EUR    70.13
Transcapitalbank JSC       13.00  5/30/2023   RUB    61.01
BLT Finance BV              7.50  5/15/2014   USD     4.20
DekaBank Deutsche Girozen   3.77   7/8/2016   EUR    68.48
Atari SA                    0.10   4/1/2020   EUR     2.50
DekaBank Deutsche Girozen   3.15  4/14/2021   EUR    74.42
Credit Suisse AG/London     8.00 11/29/2019   USD     5.34
Bank Julius Baer & Co Ltd  11.73  6/10/2016   CHF    55.55
DekaBank Deutsche Girozen  11.45  2/25/2016   EUR    72.58
DekaBank Deutsche Girozen   2.10  3/25/2020   EUR    73.86
LBI HF                      7.43              USD     0.00
Lehman Brothers Treasury   11.00 12/19/2011   USD     3.09
Atomenergoprom JSC         11.10 12/12/2025   RUB    60.01
Lehman Brothers Treasury    5.00   8/1/2025   EUR     3.09
Phosphorus Holdco PLC      10.00   4/1/2019   GBP     1.53
Takko Luxembourg 2 SCA      6.86  4/15/2019   EUR    47.39
Leonteq Securities AG      10.60 12/29/2016   EUR    64.26
UBS AG/London               6.50  3/11/2016   GBP    58.22
Vontobel Financial Produc   5.35   3/3/2017   EUR    57.15
Barclays Bank PLC           8.65  7/25/2016   USD    64.84
Republika Srpska            1.50  9/26/2027   BAM    69.00
Getin Noble Bank SA/old     5.22 12/23/2019   PLN    77.00
SU-155 KAPITAL OOO         13.25  2/23/2016   RUB     1.53
Bank Nederlandse Gemeente   0.50  9/20/2022   ZAR    53.89
Lehman Brothers Treasury    5.00   9/1/2011   EUR     3.09
Takko Luxembourg 2 SCA      9.88  4/15/2019   EUR    54.42
UBS AG/London               7.00  6/24/2016   CHF    48.78
Nordea Bank Finland Abp     1.61 10/20/2019   SEK    70.25
UniCredit Bank AG           4.60  6/30/2017   EUR    54.81
Solarwatt GmbH              7.00  11/1/2015   EUR    14.50
Nordea Bank Finland Abp     4.81  1/20/2020   SEK    73.75
Heta Asset Resolution AG    1.58  6/30/2019   CHF    68.50
Mriya Agro Holding PLC     10.95  3/30/2016   USD     9.50
Lehman Brothers Treasury    2.40  6/20/2011   JPY     3.09
Kommunalbanken AS           0.50  5/27/2022   ZAR    56.19
Credit Suisse AG/Nassau     5.50  7/29/2016   EUR    74.46
ffk environment GmbH        7.25   6/1/2016   EUR     3.20
RZD Rasvytie vokzalov      12.50 10/21/2016   RUB    10.00
Raiffeisen Centrobank AG    5.00  4/18/2016   EUR    67.44
Societe Centrale des Bois   9.00   7/1/2016   EUR     6.85
Russian Railways JSC       10.80  9/19/2033   RUB    60.03
Main Road OJSC             15.30 10/30/2028   RUB    97.00
Lehman Brothers Treasury    8.00  3/19/2012   USD     3.09
KPNQwest NV                 8.88   2/1/2008   EUR     0.53
Lehman Brothers Treasury    4.60   7/6/2016   EUR     3.32
Russian Railways JSC       12.40 10/15/2040   RUB     4.96
Municipality Finance PLC    0.50  5/31/2022   ZAR    54.21
HSBC Bank PLC               0.50  2/24/2027   NZD    62.34
Societe Generale SA         0.50  5/30/2023   MXN    65.30
DekaBank Deutsche Girozen   2.00  8/19/2016   EUR    71.17
Bank J Safra Sarasin AG/G   1.00  10/9/2017   CHF    55.85
Muehl Product & Service A   6.75  3/10/2005   DEM     2.00
Immigon Portfolioabbau AG   4.90  8/18/2025   EUR    61.30
Kardan NV                   6.78   2/2/2020   ILS    70.00
Alpha Bank AE               2.50  6/20/2022   EUR    53.59
Akademiska Hus AB           2.08  4/17/2045   SEK    73.36
Nuova Banca Popolare dell   2.30  5/21/2018   EUR     0.30
Bamble Sparebank            2.30              NOK    53.16
Banca di Cividale SpA       0.03  10/2/2036   EUR    52.43
Lenta Center OOO           11.00 10/14/2020   RUB    64.38
Leonteq Securities AG       3.80  7/22/2016   CHF    76.27
Barclays Bank PLC          10.50 10/14/2016   USD     8.76
Dolomite Capital Ltd       12.50 12/20/2019   ZAR    59.97
Deutsche Bank AG            5.50  3/22/2016   EUR    69.22
Leonteq Securities AG      18.00  9/26/2016   CHF    57.23
EFG International Finance   8.99   9/4/2017   EUR    22.44
DekaBank Deutsche Girozen  10.40  3/15/2016   EUR    69.41
Credit Suisse AG/London     4.00  7/20/2016   EUR    72.48
Sparebanken Sor             2.67   6/3/2025   NOK    75.90
Astana Finance BV           9.00 11/16/2011   USD    16.00
Kerdos Group SA             8.00  3/31/2016   PLN    30.00
Bank UralSib PJSC          14.00  3/10/2017   RUB    90.05
Anglian Water Services Fi   1.08  1/26/2057   GBP    60.08
LBBW                        3.43  8/26/2016   EUR    61.70
SAir Group                  5.50  7/23/2003   CHF    11.13
RSL Communications PLC     12.00  11/1/2008   USD     0.00
Dresdner Bank AG            1.79  7/15/2023   EUR    72.92
Credit Suisse AG/London    10.25  5/31/2016   USD    20.17
Commerzbank AG              4.40  4/29/2019   EUR    60.25
Banque Cantonale Vaudoise   6.40  4/29/2016   CHF    69.09
Municipality Finance PLC    0.50   8/8/2029   NZD    59.30
MirLand Development Corp    6.00 11/30/2017   ILS    26.36
Russian Highways           12.40  4/22/2042   RUB     6.59
Kaupthing Bank ehf          5.00   1/4/2027   SKK    17.63
Lehman Brothers Treasury    8.25   2/3/2016   EUR     3.09
KPNQwest NV                 7.13   6/1/2009   EUR     0.53
BAWAG PSK Versicherungs A   1.33              EUR    56.10
UniCredit Bank Austria AG   0.24  1/24/2031   EUR    64.63
Credit Suisse AG/London     1.64   6/1/2042   USD    45.24
Deutsche Bank AG            6.00  4/15/2016   EUR    56.15
SAir Group                  6.25 10/27/2002   CHF    11.13
Araratbank OJSC             8.50  6/13/2016   USD    25.51
Credit Suisse AG/Nassau     7.25   3/8/2017   CHF    56.17
UniCredit Bank AG           5.00  2/26/2016   EUR    54.65
Deutsche Bank AG            7.20  3/22/2016   EUR    54.50
City of Hunedoara Romania   1.43  8/15/2026   RON    64.00
MirLand Development Corp    8.50  8/31/2016   ILS    23.60
Lehman Brothers Treasury    3.86  9/21/2011   SGD    16.25
Lehman Brothers Treasury    4.20  12/3/2008   HKD    16.25
Lehman Brothers Treasury    5.00  3/18/2015   EUR    14.13
Lehman Brothers Treasury    1.00  2/26/2010   USD     3.09
Lehman Brothers Treasury    4.50   3/7/2015   EUR     3.09
Municipality Finance PLC    0.50  6/19/2024   ZAR    46.04
HSBC Bank PLC               0.50   6/9/2023   MXN    65.21
Melhus Sparebank            2.70  9/16/2024   NOK    69.47
SG Issuer SA                4.57  7/10/2020   EUR    68.76
DekaBank Deutsche Girozen  10.30   9/2/2016   EUR    63.64
Leonteq Securities AG/Gue   7.18  9/14/2016   CHF    68.96
Bank Julius Baer & Co Ltd  11.05 10/21/2016   USD    65.90
Credit Suisse AG/London     7.80  7/31/2020   USD
Barclays Bank PLC           8.75  3/30/2016   USD    74.25
Nordea Bank Finland Abp     1.96 10/20/2019   SEK    69.62
City of Siret Romania       2.77   3/1/2028   RON    60.00
Russian Post FGUP           2.75  12/6/2023   RUB    60.03
Deutsche Bank AG            5.20  7/26/2017   EUR    60.90
Bank Julius Baer & Co Ltd   4.75  12/4/2017   CHF    75.80
Araratbank OJSC             7.25  6/27/2018   USD    25.14
Lehman Brothers Treasury    7.59 11/22/2009   MXN    14.13
Oberbank Hybrid 1 GmbH      1.05              EUR    79.50
Lehman Brothers Treasury    0.50   8/1/2020   EUR     4.02
Lehman Brothers Treasury    6.50  5/16/2015   EUR     3.09
Western High-Speed Diamet   9.15   2/6/2032   RUB    93.00
Province of Rovigo Italy    0.20 12/28/2035   EUR    60.39
Credit Suisse AG/Nassau     7.00  3/22/2017   CHF    54.78
RSL Communications PLC     10.50 11/15/2008   USD     0.00
Notenstein La Roche Priva   9.00   8/8/2016   USD    69.93
LBBW                        4.00  4/22/2016   EUR    53.43
Open Mortgage Agent 1       9.10  2/25/2045   RUB    70.01
Getin Noble Bank SA/old     4.90  3/30/2020   PLN    73.00
Getin Noble Bank SA/old     4.91  4/27/2020   PLN    73.00
SAir Group                  2.75  7/30/2004   CHF    11.13
CARPEVIGO AG                2.50  6/30/2016   EUR    25.00
BNP Paribas SA              0.50  11/6/2018   TRY
Municipiul Timisoara        0.69  5/12/2026   RON    60.00
Lehman Brothers Treasury    4.00  8/11/2010   USD    14.13
Heta Asset Resolution AG    0.05  8/21/2017   EUR    69.50
Hellas Telecommunications   8.50 10/15/2013   EUR     0.01
BNP Paribas Emissions- un   2.50  6/30/2022   EUR    67.65
Lehman Brothers Treasury    5.00  2/28/2032   EUR     3.09
Lehman Brothers Treasury    8.05 12/20/2010   HKD     3.09
Metalloinvest Holding Co    0.01   3/7/2022   RUB    61.77
Russian Railways JSC       12.40  5/30/2040   RUB    60.03
HSBC Bank PLC               0.50  1/29/2027   NZD    62.00
Lehman Brothers Treasury    5.50  4/23/2014   EUR     3.09
Leonteq Securities AG       3.00   8/7/2018   CHF    73.79
Landesbank Hessen-Thuerin   3.83  8/18/2016   EUR    69.35
DekaBank Deutsche Girozen   3.90  5/18/2016   EUR    57.61
Union Technologies Inform   0.10   1/1/2020   EUR     5.30
DekaBank Deutsche Girozen   3.40  6/10/2016   EUR    70.54
Raiffeisen Centrobank AG    5.50 10/14/2016   EUR    66.19
Societe Generale SA         1.35  3/31/2034   USD
IT Holding Finance SA       9.88 11/15/2012   EUR     0.28
Immigon Portfolioabbau AG   5.26   2/5/2025   EUR    59.63
International Financial C  15.50  4/26/2016   RUB    90.01
Immigon Portfolioabbau AG   4.21  1/25/2033   EUR    37.50
Vontobel Financial Produc   6.45  9/16/2016   EUR    74.46
Vontobel Financial Produc   6.70  4/22/2016   EUR    63.16
UBS AG/London               8.00  7/31/2017   CHF    58.41
Immigon Portfolioabbau AG   5.45   8/2/2019   EUR    72.70
VEB-Leasing OAO            13.09  6/23/2020   RUB    61.57
Rinol AG                    5.50 10/15/2006   DEM     0.00
Immigon Portfolioabbau AG   4.81  7/29/2025   EUR    61.00
Kaupthing Bank ehf          9.75  9/10/2015   USD    17.63
Credit Suisse AG/Nassau     8.00  2/22/2016   CHF    74.42
Nordea Bank Finland Abp     1.86  4/20/2019   SEK    73.39
Bayerische Landesbank       5.00 10/17/2016   EUR    56.60
Raiffeisen Centrobank AG    2.80 11/14/2016   EUR    36.44
Leonteq Securities AG/Gue  29.61 10/26/2017   EUR     5.55
Bank Julius Baer & Co Ltd   9.75  3/18/2016   CHF    73.65
Commerzbank AG              6.90  3/18/2016   EUR    25.03
Leonteq Securities AG       6.00   5/5/2017   CHF    76.89
Lloyds Bank PLC             0.50  7/26/2028   MXN    46.17
Wlodarzewska SA             9.19  5/15/2016   PLN    31.00
HSBC Trinkaus & Burkhardt  12.50  9/23/2016   EUR    68.50
Kaupthing Bank ehf          3.75  2/15/2024   ISK    17.63
Lehman Brothers Treasury    8.50   7/5/2016   EUR    14.13
Espirito Santo Financial    5.05 11/15/2025   EUR     0.86
Lehman Brothers Treasury    6.00  2/14/2012   EUR     3.09
Immigon Portfolioabbau AG   1.16   2/8/2019   EUR    74.00
Lehman Brothers Treasury   13.00 12/14/2012   USD     3.09
Barclays Bank PLC           0.50  3/13/2023   RUB    49.00
Barclays Bank PLC           0.50  3/26/2021   MXN    73.63
Lehman Brothers Treasury    1.75   2/7/2010   EUR     3.32
Deutsche Bank AG            7.50  3/22/2016   EUR    74.93
Vontobel Financial Produc   9.50  7/22/2016   EUR    73.76
Erste Group Bank AG         2.90 10/20/2022   EUR    64.50
Norddeutsche Landesbank G   5.19 11/25/2016   EUR    75.45
DekaBank Deutsche Girozen   3.00   5/6/2016   EUR    52.37
Credit Suisse AG/Nassau     7.25  8/11/2016   CHF    47.07
BNP Paribas Emissions- un   2.35  6/30/2021   EUR    74.64
Nordea Bank Finland Abp     4.35  4/20/2020   SEK    71.26
LZMO SA                     8.75 11/22/2016   PLN    69.00
SG Issuer SA                3.00  7/10/2020   EUR    76.67
Exane Finance               6.25 12/20/2019   SEK    67.88
EDOB Abwicklungs AG         7.50   4/1/2012   EUR     0.50
Raiffeisen Centrobank AG    6.75  6/27/2016   EUR    74.00
Commerzbank AG              6.10  10/7/2024   EUR    74.62
Credit Suisse AG/London     6.25  3/29/2016   CHF    59.24
Erste Group Bank AG         6.50  4/17/2016   EUR    63.30
Zurcher Kantonalbank Fina  10.90   6/3/2016   CHF    57.05
UniCredit Bank AG           5.00  6/25/2019   EUR    62.49
Leonteq Securities AG      10.94   4/7/2016   USD    68.17
DekaBank Deutsche Girozen   0.12  6/23/2034   EUR    71.73
RFA-Invest OAO             12.00  2/24/2016   RUB    60.00
Lehman Brothers Treasury    3.00  6/23/2009   EUR    14.13
Heta Asset Resolution AG    3.90  1/24/2017   EUR    74.00
Maritime Joint Stock Bank  12.00   3/9/2016   RUB    91.00
Western High-Speed Diamet   9.15   2/6/2032   RUB    93.61
Svensk Exportkredit AB      0.50  8/25/2021   ZAR    60.51
Cerruti Finance SA          6.50  7/26/2004   EUR     1.62
Kommunekredit               0.50 12/14/2020   ZAR    64.76
Svensk Exportkredit AB      0.50  6/28/2022   ZAR    53.94
Lehman Brothers Treasury    5.55  3/12/2015   EUR     3.09
Efesk Group                13.25  6/14/2016   RUB    10.00
Immigon Portfolioabbau AG   4.26  3/22/2024   EUR    57.88
ZapSib-Transservice OOO    15.00  4/17/2018   RUB     1.06
Credit Suisse AG/London    10.00   7/7/2016   USD    60.00
Bayerische Landesbank       3.70  11/4/2016   EUR    54.60
Heta Asset Resolution AG    0.20  8/28/2017   EUR    75.00
Leonteq Securities AG       9.00 10/31/2016   EUR    62.16
RSL Communications PLC      9.88 11/15/2009   USD     0.00
Norddeutsche Landesbank G   3.75   9/2/2016   EUR    61.03
BNP Paribas Arbitrage Iss   4.00   2/6/2020   NOK    73.25
Bayerische Landesbank       2.20  5/20/2016   EUR    54.38
Credit Suisse AG            0.50 12/16/2025   BRL    27.53
Credit Suisse AG/London     3.00 11/15/2025   ZAR    57.01
Eiendomskreditt             4.53              NOK    65.13
Bulgaria Steel Finance BV  12.00   5/4/2013   EUR     0.59
ING Bank NV                 3.00   4/8/2019   CHF    72.32
Lehman Brothers Treasury    6.00  3/18/2015   USD    14.13
Lehman Brothers Treasury    7.38  9/20/2008   EUR     3.09
Lehman Brothers Treasury    0.50 12/20/2017   AUD     3.09
Lehman Brothers Treasury    4.80 11/16/2012   HKD     3.09
Kommunekredit               0.50  7/30/2027   TRY    27.29
Kommunekredit               0.50  9/19/2019   BRL    64.58
Interregional Distributio  11.58 11/11/2025   RUB   100.00
Eksportfinans ASA           0.25  7/14/2033   CAD    15.00
Svensk Exportkredit AB      0.50  4/24/2029   AUD    61.54
LBBW                        2.51  8/26/2016   EUR    67.33
Bank Julius Baer & Co Ltd  10.20  7/27/2016   EUR    68.95
Bank Julius Baer & Co Ltd  15.70  3/31/2016   CHF    58.35
Commerzbank AG              5.00  3/24/2016   EUR    60.05
Zurcher Kantonalbank Fina   4.00  8/24/2018   CHF    75.57
DekaBank Deutsche Girozen   3.33 10/12/2020   EUR    75.91
UBS AG/London              23.75  6/24/2016   EUR    41.19
Credit Suisse AG/London     7.00  2/22/2016   EUR    70.41
ING Bank NV                 5.05  10/7/2024   EUR    50.63
Vontobel Financial Produc   3.05 12/27/2016   EUR    79.21
BNP Paribas Emissions- un  10.00 12/22/2016   EUR    56.23
Leonteq Securities AG       6.40  2/13/2019   CHF    76.04
UniCredit Bank AG           5.00  3/24/2016   EUR    67.06
UBS AG/London               5.00  4/22/2017   CHF    74.27
Municipality Finance PLC    0.50 12/15/2020   BRL    55.80
Deutsche Bank AG            7.20  7/26/2017   EUR    63.80
Transgazservice LLP        10.50  11/8/2019   RUB     1.10
Wlodarzewska SA             9.19  5/15/2016   PLN    13.00
Lehman Brothers Treasury    5.00  2/27/2014   EUR    14.13
Lehman Brothers Treasury   16.00  10/8/2008   CHF     3.09
Skue Sparebank              2.28              NOK    71.49
Lehman Brothers Treasury    7.60  1/31/2013   AUD     3.09
Credit Agricole Corporate   0.50   3/6/2023   RUB    49.15
Lehman Brothers Treasury   10.00   1/3/2012   BRL     3.09
Lehman Brothers Treasury    3.00   8/8/2017   EUR     3.09
Immigon Portfolioabbau AG   0.73  2/11/2019   EUR    72.75
Kommunalbanken AS           0.50  9/20/2018   BRL    73.02
Raiffeisen-Landesbank Tir   5.00   9/2/2024   EUR    71.11
HSBC Trinkaus & Burkhardt   5.00   7/1/2016   EUR    47.07
Erste Group Bank AG         2.70 10/20/2025   EUR    74.57
Vontobel Financial Produc  11.90  10/7/2016   EUR    69.40
Vontobel Financial Produc  12.15  10/7/2016   EUR    68.65
Gold-Zack AG                7.00 12/14/2005   EUR    12.50
Bank Spoldzielczy w Liman   5.00  5/13/2021   PLN    71.00
DekaBank Deutsche Girozen   3.20  5/20/2016   EUR    80.63
Banque Cantonale Vaudoise   1.00   7/7/2016   CHF    15.37
DekaBank Deutsche Girozen   3.40  6/24/2016   EUR    36.83
Credit Suisse AG/London     7.75   3/7/2016   CHF    55.56
Bank Julius Baer & Co Ltd   7.76  3/24/2016   CHF    47.55
Credit Suisse AG/London     7.00  3/28/2016   USD    73.43
Leonteq Securities AG       5.60  5/29/2018   CHF    75.04
UBS AG/London              10.50  5/23/2016   CHF    69.50
Credit Suisse AG/London     7.50   6/2/2016   EUR    72.95
Deutsche Bank AG            4.20 12/20/2016   EUR    51.10
Municipiul Timisoara        0.69  5/15/2026   RON    65.12
Credit Suisse AG/Nassau     8.50  4/18/2016   USD    72.56
Araratbank OJSC             8.00  6/10/2018   USD    25.65
Kerdos Group SA             8.00  4/30/2016   PLN    38.00
Windreich GmbH              6.25   3/1/2015   EUR    10.88
City of Alba Iulia Romani   2.50  4/15/2025   RON    56.00
Getin Noble Bank SA/old     5.36 10/21/2019   PLN    76.33
Getin Noble Bank SA/old     5.25 11/18/2019   PLN    78.00
Northland Resources AB     12.25  3/26/2016   USD     1.00
Lehman Brothers Treasury   10.00 10/22/2008   USD     3.09
Lehman Brothers Treasury    6.00  9/20/2011   EUR     3.09
Lehman Brothers Treasury    4.00 10/12/2010   USD     3.09
Lehman Brothers Treasury    5.00  12/6/2011   EUR     3.09
UniCredit Bank Austria AG   0.33  1/22/2031   EUR    65.13
Oberoesterreichische Land   0.30  4/25/2042   EUR    39.25
Lehman Brothers Treasury   12.00  7/13/2037   JPY     2.12
Immigon Portfolioabbau AG   0.81  5/20/2025   EUR    38.25
Deutsche Bank AG/London     0.50  3/14/2019   BRL    68.37
Municipality Finance PLC    0.50 11/21/2018   TRY    74.10
Deutsche Bank AG/London     0.50  4/18/2019   BRL    67.59
Credit Agricole Corporate   2.00   7/9/2020   BRL    62.43
Barclays Bank PLC           0.50  3/19/2021   MXN    73.72
SG Issuer SA                6.26  7/10/2020   USD    71.63
UBS AG/London               6.25   4/1/2016   CHF    72.06
Vontobel Financial Produc   8.50 12/23/2016   EUR    61.40
Praim Finans OOO           13.00   2/2/2026   RUB   100.01
Commerzbank AG              7.00 12/22/2016   EUR    68.15
Notenstein La Roche Priva   7.00  11/6/2017   CHF    72.47
Leonteq Securities AG      12.00 12/14/2016   CHF    78.48
EFG International Finance   8.32 12/21/2016   CHF    68.15
Republika Srpska            1.50  9/25/2026   BAM    74.41
Bayerische Landesbank       4.00  9/16/2016   EUR    69.10
Notenstein La Roche Priva   9.10  8/29/2016   CHF    66.66
Credit Suisse AG/Nassau     8.00  3/16/2016   USD    46.74
Zurcher Kantonalbank Fina   5.25  11/1/2016   CHF    33.71
Leonteq Securities AG/Gue   6.00 11/28/2016   CHF    73.11
Credit Suisse AG/Nassau     7.25  9/19/2016   EUR    44.81
Leonteq Securities AG       7.00  9/20/2017   CHF    66.04
Vontobel Financial Produc  21.75  6/24/2016   EUR    52.56
UBS AG/London               7.50 11/28/2016   EUR    46.61
Leonteq Securities AG       5.00   5/7/2019   CHF    54.82
Notenstein Finance Guerns   7.19   5/6/2019   EUR    42.01
Credit Suisse AG/London     7.25  4/21/2016   EUR    69.85
Nordea Bank Finland Abp     8.00  9/10/2016   SEK    69.80
Codere Finance Luxembourg   8.25  6/15/2015   EUR    70.00
UBS AG/London               9.25 11/25/2016   EUR    75.56
World of Building Technol   7.70  6/25/2019   RUB     1.20
BNP Paribas SA              0.50 10/19/2018   TRY
Espirito Santo Financial    5.63  7/28/2017   EUR     1.00
SU-155 KAPITAL OOO         13.25  2/23/2016   RUB     1.25
Lehman Brothers Treasury    2.00  6/28/2011   EUR     3.09
Lehman Brothers Treasury    7.60  5/21/2013   USD     3.09
Lehman Brothers Treasury    3.00  8/15/2017   EUR     3.09
Lehman Brothers Treasury    4.15  8/25/2020   EUR     3.09
Heta Asset Resolution AG    4.38  1/24/2017   EUR    68.00
Housing Financing Fund      2.70   1/1/2020   ISK    54.84
HSBC Bank PLC               0.50  7/30/2019   IDR    71.81
Svensk Exportkredit AB      0.50  6/20/2029   AUD    68.24
BNP Paribas SA              0.50 12/20/2018   BRL    68.80
MirLand Development Corp    6.50  9/30/2019   ILS    15.00
UBS AG/London               6.50   8/5/2016   CHF    58.54
DekaBank Deutsche Girozen   6.87  5/31/2016   EUR    70.62
Leonteq Securities AG      13.20  9/28/2016   EUR    68.09
Vontobel Financial Produc   8.35 12/23/2016   EUR    62.77
DekaBank Deutsche Girozen   3.05  3/25/2025   EUR    67.81
Boomerang SA                9.70  3/28/2016   PLN    70.00
Leonteq Securities AG      20.00  3/15/2016   CHF    69.04
ECA                         2.50   1/1/2018   EUR    11.30
Kaupthing Bank ehf          6.50  10/8/2010   ISK    17.63
Immigon Portfolioabbau AG   4.50   9/7/2020   EUR    25.00
Credit Suisse AG/Nassau     6.38  6/20/2016   CHF    70.98
Notenstein La Roche Priva   7.10  5/30/2016   CHF    48.35
UniCredit Bank AG           5.50   8/1/2016   EUR    50.14
Credit Suisse AG/Nassau    14.00  5/12/2016   USD    49.54
Leonteq Securities AG       8.20  1/16/2017   CHF    74.40
UBS AG/London              16.50  3/29/2016   EUR    35.29
Credit Suisse AG/London     7.50 12/22/2016   USD    68.24
Societe Generale SA         9.00  4/29/2016   CHF    70.20
Municipiul Timisoara        0.69  5/15/2026   RON    64.20
HSBC Bank PLC               0.50 12/22/2025   BRL    32.56
Northland Resources AB     15.00  7/15/2019   USD     1.00
Lehman Brothers Treasury    8.88  1/28/2011   HKD    14.13
Lehman Brothers Treasury   18.25  10/2/2008   USD     3.09
Totens Sparebank            2.75              NOK    71.07
Svensk Exportkredit AB      0.50  8/28/2018   BRL    72.14
Bank Nederlandse Gemeente   0.50  6/22/2021   ZAR    61.75
Municipality Finance PLC    0.50  4/26/2022   ZAR    55.00
Immigon Portfolioabbau AG   3.09 10/15/2020   EUR    68.50
Freshwater Finance PLC      6.18  4/20/2035   GBP    61.00
Leonteq Securities AG      10.40 11/14/2016   EUR    62.43
Leonteq Securities AG      10.00 10/13/2016   EUR    77.03
UBS AG/London               7.50  7/24/2017   EUR    71.42
Bank Julius Baer & Co Ltd  11.00  2/14/2017   USD    61.45
Credit Suisse AG/London     7.25  8/15/2016   EUR    68.74
SG Issuer SA                5.50  4/10/2021   EUR    56.23
Deutsche Bank AG            5.20  3/22/2016   EUR    62.30
BNP Paribas Emissions- un  12.00  3/24/2016   EUR    74.12
DekaBank Deutsche Girozen   5.20  8/11/2016   EUR    61.32
DekaBank Deutsche Girozen   7.80  6/30/2016   EUR    81.00
Deutsche Bank AG            8.50  6/21/2016   EUR    66.52
Leonteq Securities AG      14.00  11/4/2016   EUR    77.85
Bank Julius Baer & Co Ltd  11.40   2/6/2017   USD    61.05
Notenstein La Roche Priva   7.00  8/14/2017   CHF    72.28
LBBW                        2.90  8/26/2016   EUR    72.89
UBS AG/London               8.00  8/26/2016   CHF    46.78
Zurcher Kantonalbank Fina  14.50  3/16/2016   EUR    62.96
Credit Suisse AG/Nassau     6.00  7/31/2017   CHF    75.71
LBI HF                      5.08   3/1/2013   ISK     8.50
Kaupthing Bank ehf          7.50  12/5/2014   ISK    17.63
Goldman Sachs Internation   0.67   6/8/2020   GBP    74.00
UBS AG/London              24.75  3/29/2016   EUR    23.17
Credit Suisse AG/Nassau     8.50  2/29/2016   USD    44.69
Leonteq Securities AG/Gue   8.04  8/29/2016   EUR    69.76
Leonteq Securities AG/Gue   5.99  9/11/2017   EUR    44.93
Bank Julius Baer & Co Ltd  10.20   4/1/2016   USD    71.35
UBS AG                      8.25  3/29/2016   EUR    71.56
Bayerische Landesbank       3.70   6/3/2016   EUR    47.60
UBS AG/London               8.25  3/29/2016   EUR    29.47
Landesbank Hessen-Thuerin   5.50  5/27/2016   EUR    64.90
Credit Suisse AG/London    15.25  6/29/2016   USD    40.95
Leonteq Securities AG/Gue   5.00 12/12/2016   CHF    70.59
UBS AG/London               3.30  8/24/2016   EUR    53.66
Vontobel Financial Produc  20.00  6/24/2016   EUR    44.58
Vontobel Financial Produc  11.00  4/22/2016   EUR    47.48
Credit Suisse AG/Nassau     5.13   4/3/2018   CHF    64.66
UBS AG/London               8.00  5/26/2017   EUR    59.16
Credit Suisse AG/Nassau     7.25   9/6/2016   CHF    66.84
Banque Cantonale Vaudoise  11.95  2/26/2016   USD    51.10
Zurcher Kantonalbank Fina   9.40  9/19/2016   CHF    66.68
LBBW                        4.50  6/24/2016   EUR    73.64
LBBW                        3.50  7/28/2017   EUR    73.45
LBBW                        4.80  6/23/2017   EUR    66.69
HSBC Trinkaus & Burkhardt   9.00  6/24/2016   EUR    71.47
Vontobel Financial Produc  15.00  3/29/2016   EUR    65.55
MirLand Development Corp    7.21  5/31/2020   ILS    22.60
Fonciere Volta SA           4.50  7/30/2020   EUR     2.36
Getin Noble Bank SA/old     4.79   6/5/2020   PLN    73.00
UBS AG/London              10.00 11/25/2016   CHF    67.68
Mortgage Agent Absolut 1    9.20 11/12/2040   RUB    80.00
Credit Suisse AG/London     7.25 11/23/2016   CHF    58.60
Deutsche Bank AG            6.50  9/20/2016   EUR    79.09
Nota-Bank OJSC             13.50   4/1/2016   RUB    31.50
Svensk Exportkredit AB      0.50  3/15/2022   ZAR    55.62
Lehman Brothers Treasury    0.50 12/20/2017   AUD     3.09
Lehman Brothers Treasury    4.70  3/23/2016   EUR     3.09
Lehman Brothers Treasury    6.00  3/17/2011   EUR     3.09
Probanka dd                 1.36              EUR    49.75
HSBC Bank PLC               0.50  12/8/2026   AUD    65.39
Immigon Portfolioabbau AG   2.15  3/25/2019   EUR    75.63
Interregional Distributio  12.42  5/23/2025   RUB    75.25
Province of Treviso Italy   0.09 12/31/2034   EUR    59.62
Bank Nederlandse Gemeente   0.50  9/20/2022   MXN    70.31
Leonteq Securities AG       9.40 10/24/2016   EUR    49.16
Leonteq Securities AG/Gue   6.84   2/6/2017   EUR    66.67
Leonteq Securities AG      16.00   4/6/2016   CHF    48.04
URALSIB Leasing Co OOO     10.50  4/17/2018   RUB
Bank Julius Baer & Co Ltd   7.80 10/14/2016   CHF    51.80
Credit Suisse AG/Nassau     7.00  8/25/2016   CHF    48.62
Leonteq Securities AG       7.60   7/6/2016   CHF    74.16
Deutsche Bank AG            7.50  3/22/2016   EUR    66.43
Goldman Sachs & Co Wertpa   3.00  3/23/2016   EUR    71.27
UBS AG/London              10.00   9/2/2016   USD    75.75
Notenstein Finance Guerns   9.36   9/7/2017   CHF    72.92
Goldman Sachs & Co Wertpa   9.00  2/24/2016   EUR    58.62
Notenstein La Roche Priva   4.80  1/24/2018   CHF    74.73
Heta Asset Resolution AG    0.69  9/20/2017   EUR    30.28
Leonteq Securities AG/Gue   6.70   6/6/2016   USD    36.97
Credit Suisse AG/Nassau     7.00   3/9/2016   CHF    54.86
Credit Suisse AG/Nassau     7.38  3/18/2016   CHF    69.70
Barclays Bank PLC           2.50   3/7/2017   EUR    48.89
Credit Suisse AG/Nassau    12.20   6/3/2016   EUR    56.53
DZ Bank AG Deutsche Zentr   8.00  3/29/2016   EUR    58.85
Leonteq Securities AG       7.00  8/29/2016   CHF    75.77
Societe Generale SA         0.52  5/20/2016   USD    41.70
Banque Cantonale Vaudoise   8.20   3/3/2016   EUR    49.46
LBBW                        2.50  2/24/2017   EUR    66.47
Credit Suisse AG/Nassau     6.25 10/31/2016   EUR    47.25
DZ Bank AG Deutsche Zentr   4.00  5/20/2016   EUR    55.37
Leonteq Securities AG      10.00 12/14/2016   EUR    70.64
Nutritek International Co   8.75 12/11/2008   USD     2.00
Deutsche Bank AG            6.50  3/22/2016   EUR    74.65
Deutsche Bank AG            6.50  9/20/2016   EUR    74.64
Bank Nederlandse Gemeente   0.50  5/12/2021   ZAR    61.97
Lehman Brothers Treasury   10.00  5/22/2009   USD     3.09
Lehman Brothers Treasury    4.87  10/8/2013   USD     3.09
Lehman Brothers Treasury    7.00  2/15/2010   CHF     3.09
Lehman Brothers Treasury    8.00 12/31/2010   USD     3.09
Promnefteservis OOO        10.50 11/21/2019   RUB     4.00
Steiermaerkische Bank und   1.25              EUR    44.73
Lehman Brothers Treasury    5.00 10/24/2008   CHF     3.09
Municipality Finance PLC    0.50 12/14/2018   TRY    73.61
HSBC Bank PLC               0.50  2/21/2019   BRL    70.74
Municipality Finance PLC    0.25  6/28/2040   CAD    29.70
Drangedal Sparebank         2.29              NOK    71.22
PKVIT OOO                  11.00 10/14/2020   RUB    64.38
Goldman Sachs & Co Wertpa   6.00  8/24/2016   EUR    71.71
Goldman Sachs & Co Wertpa   4.00  8/24/2016   EUR    60.52
Goldman Sachs & Co Wertpa   4.00  8/24/2016   EUR    52.32
Goldman Sachs & Co Wertpa   6.00 12/21/2016   EUR    70.37
Goldman Sachs & Co Wertpa   6.00  3/22/2017   EUR    70.90
Goldman Sachs & Co Wertpa   6.00  3/22/2017   EUR    70.90
Notenstein La Roche Priva   9.00   1/6/2017   CHF    59.76
UBS AG/London               7.50   7/3/2017   EUR    52.30
UniCredit Bank AG           2.51  7/20/2022   EUR    70.65
Dayli Polska Sp zoo         8.50   9/5/2016   PLN    25.00
DekaBank Deutsche Girozen   3.00 10/12/2020   EUR    76.49
Banque Cantonale Vaudoise  16.90  8/19/2016   EUR    81.58
Raiffeisen Centrobank AG    6.50  7/28/2016   EUR    70.73
Bayerische Landesbank       3.10  11/4/2016   EUR    54.83
Credit Suisse AG/Nassau     6.25 10/10/2016   EUR    62.71
Deutsche Bank AG            5.20  3/22/2016   EUR    41.10
UBS AG/London              11.25   4/1/2016   CHF    62.41
Vontobel Financial Produc  13.95 12/23/2016   EUR    58.09
DZ Bank AG Deutsche Zentr  15.25  6/24/2016   EUR    72.74
Credit Suisse AG/Nassau     9.25  9/26/2016   EUR    63.37
Bank Julius Baer & Co Ltd   9.00 10/21/2016   USD    78.20
BNP Paribas Arbitrage Iss   6.55  3/28/2025   EUR    48.85
UBS AG/London               8.99   6/3/2016   USD     2.54
Leonteq Securities AG      11.00   1/9/2017   EUR    55.81
Leonteq Securities AG       5.60  9/11/2017   CHF    54.08
Societe Generale SA         7.20   3/2/2016   EUR    68.82
Bank Julius Baer & Co Ltd  10.40  9/15/2016   CHF    74.90
Credit Suisse AG/Nassau     7.00  1/23/2017   EUR    72.20
Russian Railways JSC       16.00  5/29/2035   RUB    60.03
DEIKON GmbH                 1.00   7/1/2016   EUR    17.50
Credit Suisse AG/Nassau     7.25  7/13/2017   CHF    65.74
Credit Suisse AG/Nassau     5.50  6/13/2016   CHF    48.42
DekaBank Deutsche Girozen   3.00   5/4/2018   EUR    63.98
UBS AG/London               5.00 12/23/2016   EUR    68.68
Credit Suisse AG/Nassau     7.25  2/22/2016   CHF    74.05
UniCredit Bank AG           4.00  6/23/2016   EUR    57.19
BNP Paribas Emissions- un   2.10 12/30/2020   EUR    75.28
UniCredit Bank AG           4.40  9/19/2018   EUR    66.64
UniCredit Bank AG           5.00  6/16/2016   EUR    52.48
Zurcher Kantonalbank Fina   4.26  12/9/2016   CHF    67.42
UniCredit Bank AG           4.25  6/24/2016   EUR    35.61
Notenstein La Roche Priva   8.16  3/16/2016   CHF    70.53
Landesbank Hessen-Thuerin   4.00  4/15/2016   EUR    76.10
Bank Julius Baer & Co Ltd   7.05  3/14/2016   CHF    51.20
Credit Suisse AG/Nassau     6.00  10/3/2016   EUR    44.04
Credit Suisse AG/Nassau     6.00  12/2/2016   EUR    47.97
Leonteq Securities AG       9.92  5/29/2017   EUR    57.85
Vontobel Financial Produc   7.65  12/9/2016   EUR    58.26
Zurcher Kantonalbank Fina   5.35  6/10/2016   CHF    76.81
UniCredit Bank AG           3.80  7/23/2020   EUR    66.91
Bank Julius Baer & Co Ltd  10.00  2/26/2016   USD    71.25
Leonteq Securities AG       7.80  2/27/2017   EUR    52.70
EFG International Finance   7.20  2/25/2019   EUR    29.20
UniCredit Bank AG           4.80  3/24/2016   EUR    70.88
Vontobel Financial Produc   9.00  2/26/2016   EUR    75.58
LBBW                        2.50  7/28/2017   EUR    60.79
Leonteq Securities AG       9.20   5/5/2017   USD    69.03
Bank Julius Baer & Co Ltd  13.70  5/13/2016   USD    34.50
Bank J Safra Sarasin AG/G   8.00   5/4/2017   CHF    64.21
Vontobel Financial Produc   6.00  5/27/2016   EUR    31.77
Credit Suisse AG/Nassau     8.00 11/21/2016   EUR    50.33
Credit Suisse AG/Nassau     8.25  5/20/2016   USD    41.94
WGZ-Bank AG Westdeutsche    5.75  6/22/2016   EUR    72.31
UniCredit Bank AG           5.00  3/24/2016   EUR    53.02
Credit Suisse AG/Nassau     8.00  9/16/2016   EUR    70.11
DekaBank Deutsche Girozen  11.85  2/25/2016   EUR    74.29
Bank Julius Baer & Co Ltd  10.20  4/22/2016   CHF    75.70
Credit Suisse AG/London     6.25  4/14/2016   CHF    58.35
Leonteq Securities AG       7.20  4/24/2017   EUR    50.01
HSBC Trinkaus & Burkhardt  12.40  6/24/2016   EUR    70.17
Commerzbank AG             10.00  2/25/2016   EUR    55.56
Ipotechny Agent KM OOO      0.37  6/30/2022   RUB    49.80
ECM Real Estate Investmen   5.00  10/9/2011   EUR    10.38
Lehman Brothers Treasury   11.00  6/29/2009   EUR     3.09
Lehman Brothers Treasury    4.00 11/24/2016   EUR     3.09
Lehman Brothers Treasury    2.30  4/28/2014   JPY     3.09
Lehman Brothers Treasury    4.05  9/16/2008   EUR     3.09
Lehman Brothers Treasury   10.00   1/4/2010   USD     3.09
Lehman Brothers Treasury    6.00 12/30/2017   EUR     3.09
Lehman Brothers Treasury   11.00   7/4/2011   CHF     3.09
Lehman Brothers Treasury    5.75  6/15/2009   CHF     3.09
Lehman Brothers Treasury    5.50 11/30/2012   CZK     3.09
Lloyds Bank PLC             0.50  4/24/2019   BRL    67.46
Lehman Brothers Treasury    4.05  9/16/2008   EUR     3.09
Agrokompleks OOO           12.50  12/8/2022   RUB   100.01
Raiffeisenverband Salzbur   0.01  2/28/2031   EUR    78.84
Immigon Portfolioabbau AG   4.80   5/9/2025   EUR    57.13
Cooperatieve Rabobank UA    0.50  8/21/2028   MXN    45.76
HSBC Bank PLC               0.50  4/11/2023   MXN    65.93
Deutsche Bank AG            5.50  9/20/2016   EUR    74.08
Deutsche Bank AG            5.50 12/20/2016   EUR    73.88
Deutsche Bank AG            7.50 12/20/2016   EUR    64.48
Deutsche Bank AG            7.50  3/22/2016   EUR    73.12
Deutsche Bank AG            7.50 12/20/2016   EUR    56.14
Kerdos Group SA             8.00   3/9/2018   PLN    49.00
Notenstein La Roche Priva   7.20   2/7/2017   CHF    71.25
Credit Suisse AG/London     8.00  2/22/2016   USD    68.48
EFG International Finance   5.30  6/24/2019   EUR    66.54
UBS AG/London              10.00  7/22/2016   USD    63.07
LBBW                        3.00  9/25/2020   EUR    76.18
LBBW                        3.00  9/27/2019   EUR    71.29
Credit Suisse AG/London    19.60  9/22/2016   USD    54.00
LBBW                        5.00  8/26/2016   EUR    44.10
LBBW                        9.35  9/23/2016   EUR    63.54
Credit Suisse AG/London     5.00  6/30/2016   EUR    74.92
Notenstein La Roche Priva   4.00   4/6/2016   CHF    75.38
Credit Suisse AG/Nassau     6.25 10/17/2016   EUR    42.99
Bank Julius Baer & Co Ltd   7.50  9/30/2016   EUR    57.15
Credit Suisse AG/London     5.00  8/10/2016   CHF    70.92
DekaBank Deutsche Girozen   2.70 10/12/2020   EUR    75.44
SG Issuer SA                4.21  7/10/2020   EUR    50.81
Notenstein La Roche Priva   6.60  5/19/2016   CHF    63.59
Leonteq Securities AG      20.00  9/21/2016   CHF    68.95
DZ Bank AG Deutsche Zentr   5.50  8/31/2016   EUR    62.18
Notenstein La Roche Priva   8.30 10/17/2016   USD    43.43
UBS AG                      2.75  8/18/2016   USD     5.49
WGZ-Bank AG Westdeutsche    6.00  9/27/2016   EUR    61.89
Leonteq Securities AG       9.20  7/20/2016   CHF    76.01
Credit Suisse AG/Nassau     8.00  7/20/2016   EUR    73.87
Leonteq Securities AG       6.20  7/24/2018   CHF    70.64
Bank J Safra Sarasin AG/G   9.60 10/17/2016   CHF    70.67
Credit Suisse AG/London     8.00  7/31/2020   USD     8.50
Getin Noble Bank SA/old     4.81  10/7/2020   PLN    70.00
Kaupthing Bank ehf          7.63  2/28/2015   USD    17.63
Lehman Brothers Treasury    5.50  6/22/2010   USD    16.25
DekaBank Deutsche Girozen   8.50 10/27/2016   EUR    42.39
Credit Suisse AG/Nassau     7.50  5/10/2016   EUR    60.70
Notenstein La Roche Priva   6.50   7/2/2018   USD    56.99
UBS AG/London               6.00  6/24/2016   EUR    65.11
Raiffeisen Centrobank AG    7.25  9/26/2016   EUR    37.52
Credit Suisse AG/Nassau     7.13   3/9/2016   CHF    73.09
WGZ-Bank AG Westdeutsche    5.00  6/10/2016   EUR    60.14
Goldman Sachs Internation   0.67  4/24/2020   GBP    72.63
Credit Suisse AG/Nassau     5.25  5/14/2018   CHF    75.22
EFG International Finance  12.86 10/30/2017   EUR    30.14
EFG International Finance   6.48  5/29/2018   EUR     7.61
UBS AG                     17.50  3/29/2016   EUR    54.61
UBS AG                     15.75  3/29/2016   EUR    76.06
Oravita City Council        2.61  6/15/2027   RON    72.00
Notenstein Finance Guerns   7.20  2/25/2016   CHF    74.63
UBS AG/London              24.50  9/23/2016   EUR    67.44
Credit Suisse AG/Nassau     6.00 12/12/2016   CHF    75.10
Deutsche Bank AG            8.20  6/21/2016   EUR    73.80
Landesbank Hessen-Thuerin   4.75  4/15/2016   EUR    70.10
Credit Suisse AG/Nassau     5.00  3/27/2017   CHF    73.88
Landesbank Hessen-Thuerin   6.35  3/18/2016   EUR    44.20
Bank Julius Baer & Co Ltd   8.80  3/24/2016   EUR    60.50
Credit Suisse AG/London     4.00  10/3/2016   CHF    74.31
UBS AG/London               7.00  5/22/2017   CHF    45.99
DekaBank Deutsche Girozen   5.60 11/21/2016   EUR    72.67
Credit Suisse AG/Nassau     7.55 11/28/2016   CHF    50.54
Leonteq Securities AG      16.40  9/15/2016   CHF    44.75
UBS AG/London               9.25  6/10/2016   CHF    45.95
Bank Julius Baer & Co Ltd   9.90  6/27/2016   USD    56.10
BNP Paribas Emissions- un   7.00 12/22/2016   EUR    39.70
Leonteq Securities AG       5.20  2/20/2019   CHF    74.88
Bank J Safra Sarasin AG/G   5.90  2/26/2016   CHF    76.84
Deutsche Bank AG            5.20  3/23/2016   EUR    44.83
Deutsche Bank AG            6.20  3/23/2016   EUR    60.87
HSBC Trinkaus & Burkhardt   5.00  1/30/2018   EUR    56.23
BNP Paribas Emissions- un   3.50  3/24/2016   EUR    66.25
Deutsche Bank AG            4.20  6/21/2016   EUR    59.80
Credit Suisse AG/Nassau     9.00  8/11/2016   USD    66.58
Leonteq Securities AG/Gue   6.00  1/30/2017   USD    70.76
Vontobel Financial Produc   8.00  2/26/2016   EUR    72.24
Erste Group Bank AG         6.50  2/27/2016   EUR    69.30
Norddeutsche Landesbank G   4.75   6/3/2016   EUR    63.19
LBBW                        3.00  6/23/2017   EUR    74.55
LBBW                        3.00  4/29/2019   EUR    68.81
Credit Suisse AG/Nassau     8.00  4/29/2016   CHF    73.07
Leonteq Securities AG       6.00   5/5/2017   CHF    72.87
Credit Suisse AG/Nassau     9.75  4/27/2016   EUR    72.10
Bank Julius Baer & Co Ltd  11.00  5/13/2016   EUR    69.25
Bank Julius Baer & Co Ltd   5.60   5/9/2016   USD    77.85
Leonteq Securities AG      15.80  5/11/2016   CHF    68.76
WGZ-Bank AG Westdeutsche    5.00  3/15/2016   EUR    61.08
Leonteq Securities AG       9.00  5/18/2016   CHF    53.24
EFG International Finance   6.26   5/7/2018   EUR    71.54
Norddeutsche Landesbank G   3.75  6/27/2016   EUR    67.65
Landesbank Hessen-Thuerin   3.80  9/12/2016   EUR    73.00
Zurcher Kantonalbank Fina   7.04  5/20/2016   EUR    70.53
Credit Suisse AG/London     6.25  5/26/2017   CHF    66.66
LBBW                        3.52  2/26/2016   EUR    57.81
DekaBank Deutsche Girozen  10.50   4/1/2016   EUR    68.46
Credit Suisse AG/London     7.50  4/25/2016   CHF    60.24
Notenstein La Roche Priva  10.00  4/29/2016   CHF    73.69
Leonteq Securities AG       3.00  9/19/2019   CHF    54.21
Norddeutsche Landesbank G   3.00   5/6/2016   EUR    60.09
Barclays Bank PLC           8.10  4/15/2016   USD    56.50
HSBC Bank PLC               0.50 11/25/2025   BRL    32.81
DZ Bank AG Deutsche Zentr   4.00  12/7/2016   EUR    73.91
Commerzbank AG              1.00 11/28/2016   EUR    33.87
Ingra DD                    6.13  12/6/2016   HRK    12.99
Windreich GmbH              6.75   3/1/2015   EUR    10.88
SAir Group                  2.75  7/30/2004   CHF    11.13
Central European Estates    7.80  4/10/2016   ILS     6.85
Leonteq Securities AG      10.20 11/30/2016   CHF    64.32
Kerdos Group SA             8.00  5/31/2016   PLN    75.00
Lehman Brothers Treasury    4.35   8/8/2016   SGD    14.13
Lehman Brothers Treasury    4.60 10/11/2017   ILS    14.13
Lehman Brothers Treasury    2.50 12/15/2011   GBP     3.09
Lehman Brothers Treasury   13.00  2/16/2009   CHF     3.09
Lehman Brothers Treasury    1.68   3/5/2015   EUR     3.09
Lehman Brothers Treasury    0.75  3/29/2012   EUR     3.09
Lehman Brothers Treasury   12.22 11/21/2017   USD     3.09
Svensk Exportkredit AB      0.50  6/26/2019   TRY    69.26
Lehman Brothers Treasury    6.00  5/23/2018   CZK     3.09
Lehman Brothers Treasury    3.50  9/29/2017   EUR     3.09
Lehman Brothers Treasury    5.00 11/22/2012   EUR     3.09
Lehman Brothers Treasury    3.00   6/3/2010   EUR     3.09
Hypo Tirol Bank AG          0.02   6/1/2033   EUR    67.66
Lehman Brothers Treasury    8.00 10/23/2008   USD     3.09
Oberoesterreichische Land   0.32  11/6/2030   EUR    57.88
HSBC Bank PLC               0.50 10/30/2026   NZD    62.81
Lehman Brothers Treasury    6.70  4/21/2011   USD     3.09
Otkritie Holding OAO       12.50   8/2/2018   RUB    60.76
Lehman Brothers Treasury    3.50  9/19/2017   EUR     3.09
Agentstvo po Ipotechnomu    9.91  11/1/2032   RUB    22.96
Immigon Portfolioabbau AG   4.20  2/22/2033   EUR    37.50
BNP Paribas SA              0.50   5/6/2021   MXN    72.28
Sparebanken Din             2.40              NOK    70.14
Ipotechny Agent AK Bars     3.00  5/10/2047   RUB    53.39
Municipality Finance PLC    0.50  7/30/2029   AUD    68.88
Nordea Bank Finland Abp     3.70  1/20/2020   SEK    74.50
SG Issuer SA                4.66  7/10/2020   SEK    68.31
Deutsche Bank AG            7.50  3/22/2016   EUR    74.93
Leonteq Securities AG       9.00 10/24/2016   EUR    68.97
Leonteq Securities AG       5.00  8/14/2017   EUR    74.91
UBS AG/London               8.25   8/7/2017   EUR    59.99
Goldman Sachs & Co Wertpa   6.00 12/21/2016   EUR    70.37
Goldman Sachs & Co Wertpa   6.00  6/21/2017   EUR    69.80
Leonteq Securities AG       6.00  8/21/2017   EUR    74.44
Goldman Sachs & Co Wertpa   4.00  6/21/2017   EUR    65.83
UBS AG/London               7.00  6/26/2017   EUR    54.71
UBS AG/London               5.00  7/22/2016   EUR    71.42
Leonteq Securities AG       9.40  8/17/2016   EUR    59.80
Bank Julius Baer & Co Ltd   6.60  8/26/2016   EUR    71.75
UBS AG/London               8.25  8/19/2016   CHF    42.39
Credit Suisse AG/Nassau     5.50   8/3/2017   EUR    57.78
Credit Suisse AG/Nassau     8.05  9/27/2016   CHF    41.89
Societe Generale Effekten   4.62  3/29/2016   EUR    68.29
UniCredit Bank AG           4.00  6/24/2016   EUR    65.54
UBS AG/London               4.20  3/11/2016   EUR    71.89
Commerzbank AG              3.00  9/15/2016   EUR    70.39
Leonteq Securities AG       8.00 12/14/2016   EUR    74.47
Credit Suisse AG/Nassau     7.00  5/13/2016   CHF    74.92
Credit Suisse AG/Nassau     8.00  7/18/2016   EUR    51.77
Vontobel Financial Produc   5.00   2/6/2017   EUR    62.99
UBS AG                      9.50  9/23/2016   EUR    79.04
Goldman Sachs & Co Wertpa   6.00  3/22/2017   EUR    58.80
Leonteq Securities AG      10.00  12/8/2016   EUR    70.93
Credit Suisse AG/Nassau     6.00  8/28/2017   CHF    74.00
Credit Suisse AG/Nassau     8.75   9/9/2016   EUR    65.39
Credit Suisse AG/Nassau     5.25  1/17/2017   CHF    75.20
Credit Suisse AG/Nassau     6.50  7/21/2016   CHF    71.72
Leonteq Securities AG       9.40 10/24/2016   EUR    51.22
Leonteq Securities AG       9.00 10/24/2016   EUR    69.34
Landesbank Hessen-Thuerin   4.75 11/10/2016   EUR    73.70
Leonteq Securities AG       7.00  7/28/2017   CHF    68.94
LBI HF                      8.65   5/1/2011   ISK     8.50
Heta Asset Resolution AG    0.20  4/22/2018   EUR    75.10
Municipiul Timisoara        0.69  5/15/2026   RON    63.00
Bank Julius Baer & Co Ltd   2.90  1/17/2019   USD    74.90
Landesbank Hessen-Thuerin   3.45   7/7/2016   EUR    62.00
Credit Suisse AG/Nassau     6.50  7/15/2016   CHF    72.96
Bank Julius Baer & Co Ltd   1.85  9/23/2019   USD    75.40
Credit Suisse AG/Nassau     8.00   3/1/2016   CHF    73.31
Credit Suisse AG/Nassau     7.30  3/10/2016   CHF    67.12
Credit Suisse AG/Nassau     7.00  3/21/2016   CHF    55.49
Leonteq Securities AG       7.20  9/26/2016   EUR    61.55
Goldman Sachs & Co Wertpa   4.00  3/23/2016   EUR    56.39
Goldman Sachs & Co Wertpa   7.00  3/23/2016   EUR    34.89
Goldman Sachs & Co Wertpa   7.00  3/23/2016   EUR    34.89
Notenstein La Roche Priva   3.50  9/26/2018   CHF    69.38
LBBW                        3.25  1/26/2018   EUR    60.73
LBBW                        4.00  7/22/2016   EUR    62.91
Notenstein La Roche Priva   3.00  3/27/2018   CHF    75.74
HSBC Trinkaus & Burkhardt   6.40  6/24/2016   EUR    76.11
Vontobel Financial Produc   8.00  4/22/2016   EUR    49.96
Leonteq Securities AG       8.00  3/31/2017   CHF    67.75
Leonteq Securities AG       4.75  3/30/2016   CHF    71.30
Credit Suisse AG/Nassau     7.00  10/3/2016   CHF    61.37
EFG International Finance   9.10  3/23/2016   USD    37.92
Leonteq Securities AG       5.00   4/9/2019   CHF    69.90
DZ Bank AG Deutsche Zentr   7.30  9/19/2016   EUR    75.84
Societe Generale SA         8.88   6/1/2017   USD    67.65
Credit Suisse AG/Nassau     6.38  6/12/2017   EUR    51.81
UBS AG                      9.50  6/24/2016   EUR    77.09
Societe Generale Effekten  10.85 10/10/2016   EUR    25.67
UniCredit Bank AG           4.40  7/13/2018   EUR    64.77
Bank Julius Baer & Co Ltd   6.00  6/19/2017   EUR    62.40
Raiffeisen Centrobank AG    7.37  3/22/2017   EUR    71.22
Raiffeisen Centrobank AG    6.70  3/13/2017   EUR    51.72
Landesbank Hessen-Thuerin   3.60  6/13/2016   EUR    51.70
Credit Suisse AG/Nassau     7.00   9/5/2016   EUR    47.58
Societe Generale Effekten   6.87   7/7/2016   EUR    59.41
EFG International Finance   7.20  2/25/2019   EUR    51.82
BNP Paribas Emissions- un   5.40  2/25/2016   EUR    51.58
Leonteq Securities AG      12.40   5/6/2016   CHF    41.63
Credit Suisse AG/London     6.25  11/8/2016   EUR    76.33
EFG International Finance   7.19   5/6/2019   EUR    28.99
Bayerische Landesbank       4.60  6/10/2016   EUR    72.86
Zurcher Kantonalbank Fina  12.03  3/11/2016   EUR    38.40
Zurcher Kantonalbank Fina  11.60 10/31/2016   CHF    67.58
Credit Suisse AG/Nassau    10.20  4/14/2016   EUR    69.51
Goldman Sachs & Co Wertpa   7.00  3/23/2016   EUR    40.17
Credit Suisse AG/Nassau     7.00  5/10/2016   CHF    51.60
Commerzbank AG              7.75  2/25/2016   EUR    58.44
Municipality Finance PLC    0.50 12/28/2018   IDR    75.14
BNP Paribas SA              0.50  9/29/2029   AUD    54.18
Leonteq Securities AG      12.70  12/9/2016   EUR    76.45
UniCredit Bank AG           4.20  8/29/2016   EUR    68.75
Bank Julius Baer & Co Ltd   9.90 11/11/2016   USD    67.00
Ipotechniy Agent Fora       8.75   6/5/2045   RUB    75.75
City of Hunedoara Romania   1.43  8/15/2026   RON    70.00
Lehman Brothers Treasury    1.28  11/6/2010   JPY    14.13
Ipotechny Agent Moskovsky   7.00  9/17/2028   RUB    66.00
Lehman Brothers Treasury    7.50   5/2/2017   EUR     3.09
Lehman Brothers Treasury    4.69  2/19/2017   EUR     3.09
Lehman Brothers Treasury   10.00   8/2/2037   JPY     3.09
Lehman Brothers Treasury    3.82 10/20/2009   USD     3.09
Lehman Brothers Treasury   13.50 11/28/2008   USD     3.09
Strommen Sparebank          2.37              NOK    38.54
Immigon Portfolioabbau AG   0.89   3/1/2021   EUR    58.25
Barclays Bank PLC           0.50  1/28/2033   MXN    33.10
Societe Generale SA         0.50   4/3/2023   RUB    48.74
Haltdalen Sparebank         2.42              NOK    54.92
Nesset Sparebank            2.47              NOK    54.36
Lehman Brothers Treasury    4.82 12/18/2036   EUR     3.09
Lehman Brothers Treasury    5.25   4/1/2023   EUR     3.09
Lehman Brothers Treasury    3.20  3/19/2018   JPY     3.09
Zapsibcombank PAO          14.85 12/12/2019   RUB    66.85
UBS AG/London               5.00   8/7/2017   CHF    67.44
Goldman Sachs & Co Wertpa   4.00  4/20/2016   EUR    71.33
Goldman Sachs & Co Wertpa  23.00  6/22/2016   EUR    70.81
Deutsche Bank AG            4.50  6/21/2016   EUR    70.60
LBBW                        2.60  8/23/2019   EUR    65.04
LBBW                        2.60  8/23/2019   EUR    67.41
DZ Bank AG Deutsche Zentr   8.50  8/26/2016   EUR    66.31
Vontobel Financial Produc  10.00  9/23/2016   EUR    73.96
Bayerische Landesbank       3.10  11/4/2016   EUR    62.88
Credit Suisse AG/Nassau     5.38  10/9/2017   CHF    65.68
Societe Generale Effekten   7.17 10/10/2016   EUR    70.65
Vontobel Financial Produc  11.50 12/23/2016   EUR    67.47
LBBW                        5.50  8/26/2016   EUR    74.01
HSBC Trinkaus & Burkhardt   8.20  6/23/2017   EUR    70.40
Credit Suisse AG/Nassau     8.25   9/5/2016   CHF    78.62
BNP Paribas Emissions- un   3.45  6/30/2022   EUR    70.57
HSBC Trinkaus & Burkhardt   6.00  12/6/2016   EUR    38.10
Goldman Sachs & Co Wertpa  19.00  5/25/2016   EUR    39.98
Leonteq Securities AG      13.00  11/4/2016   CHF    78.58
DekaBank Deutsche Girozen   9.80 12/22/2016   EUR    75.14
Leonteq Securities AG/Gue   9.07   5/3/2016   GBP    60.92
DekaBank Deutsche Girozen   7.15 10/27/2017   EUR    46.02
Banque Cantonale Vaudoise   3.50  6/12/2017   USD    58.53
UBS AG/London               5.00 12/22/2017   EUR    72.12
Banque Cantonale Vaudoise   8.40  2/29/2016   EUR    71.26
Notenstein La Roche Priva   4.10 10/10/2018   CHF    66.51
Bank Julius Baer & Co Ltd   5.70   4/4/2016   EUR    73.70
HSBC Trinkaus & Burkhardt   5.00 11/14/2016   EUR    53.10
Notenstein La Roche Priva   7.25  4/22/2016   CHF    65.56
Raiffeisen Centrobank AG    2.40 12/19/2016   EUR    37.54
DZ Bank AG Deutsche Zentr   7.10  3/21/2016   EUR    77.94
DZ Bank AG Deutsche Zentr   6.00  3/21/2016   EUR    64.73
Deutsche Bank AG            5.20 12/20/2016   EUR    58.50
Commerzbank AG              5.80  10/8/2017   EUR    66.97
Bank Julius Baer & Co Ltd  10.25  3/18/2016   USD    73.65
Bank Julius Baer & Co Ltd  10.60  3/18/2016   EUR    73.65
Vontobel Financial Produc   9.00  4/22/2016   EUR    64.32
LBBW                        4.50  6/24/2016   EUR    62.82
Deutsche Bank AG            8.20  5/25/2016   EUR    61.70
Deutsche Bank AG            5.20  5/25/2016   EUR    63.10
Credit Suisse AG/Nassau     3.50  6/12/2017   CHF    70.85
Goldman Sachs & Co Wertpa  23.00  5/25/2016   EUR    55.02
BNP Paribas Emissions- un  16.00  3/24/2016   EUR    62.14
HSBC Trinkaus & Burkhardt  13.30  2/26/2016   EUR    72.54
BNP Paribas Emissions- un   6.00 12/22/2016   EUR    71.71
Banque Cantonale Vaudoise   6.40   8/5/2016   CHF    60.46
Goldman Sachs & Co Wertpa  15.00  9/21/2016   EUR    72.82
Goldman Sachs & Co Wertpa   8.00  4/20/2016   EUR    68.10
Credit Suisse AG/Nassau     7.25 11/11/2016   CHF    69.42
HSBC Trinkaus & Burkhardt  12.00  6/24/2016   EUR    42.83
Bank Julius Baer & Co Ltd   8.70  11/3/2016   CHF    72.40
Credit Suisse AG/Nassau     7.25  6/14/2017   CHF    61.21
Vontobel Financial Produc   9.00 12/23/2016   EUR    72.72
Driver & Bengsch AG         8.50 12/31/2027   EUR     0.00
Lehman Brothers Treasury   10.44 11/22/2008   CHF     3.09
Lehman Brothers Treasury    1.50 10/25/2011   EUR     3.09
KPNQwest NV                 8.88   2/1/2008   EUR     0.53
Lehman Brothers Treasury    4.25  3/13/2021   EUR     3.09
Lehman Brothers Treasury    4.10  5/20/2009   USD     3.09
Lehman Brothers Treasury    1.95  11/4/2013   EUR     3.09
Lehman Brothers Treasury    6.00 10/30/2012   USD     3.09
Lehman Brothers Treasury    7.00 10/22/2010   EUR     3.09
Immigon Portfolioabbau AG   3.50  5/23/2022   EUR    59.25
Lehman Brothers Treasury    7.50  5/30/2010   AUD     3.09
Lehman Brothers Treasury    5.50   7/8/2013   EUR     3.09
Lehman Brothers Treasury   11.00   7/4/2011   USD     3.09
Deutsche Bank AG            3.20 10/26/2016   EUR    68.50
Deutsche Bank AG            3.20  9/20/2016   EUR    62.40
Deutsche Bank AG            3.20 12/20/2016   EUR    65.30
Deutsche Bank AG            3.20 11/23/2016   EUR    60.60
Deutsche Bank AG            3.20 12/20/2016   EUR    63.00
Deutsche Bank AG            3.20 10/26/2016   EUR    65.90
Deutsche Bank AG            3.20 10/26/2016   EUR    62.60
Deutsche Bank AG            3.20 10/26/2016   EUR    64.90
Deutsche Bank AG            3.20 11/23/2016   EUR    62.80
Deutsche Bank AG            3.20 12/20/2016   EUR    71.30
Deutsche Bank AG            3.20 11/23/2016   EUR    66.00
Deutsche Bank AG            3.20 11/23/2016   EUR    71.30
Deutsche Bank AG            3.20 10/26/2016   EUR    69.70
Deutsche Bank AG            3.20  7/20/2016   EUR    70.00
Deutsche Bank AG            3.20  6/21/2016   EUR    70.10
Deutsche Bank AG            3.20  9/20/2016   EUR    69.70
Deutsche Bank AG            3.20 11/23/2016   EUR    69.70
Deutsche Bank AG            3.20 12/20/2016   EUR    69.70
Deutsche Bank AG            3.20  8/24/2016   EUR    69.80
Deutsche Bank AG            3.20  9/20/2016   EUR    52.10
Deutsche Bank AG            3.20 12/20/2016   EUR    69.20
Deutsche Bank AG            3.20 10/26/2016   EUR    52.40
Deutsche Bank AG            3.20  9/20/2016   EUR    54.70
Deutsche Bank AG            3.20 10/26/2016   EUR    69.00
Deutsche Bank AG            3.20 12/20/2016   EUR    60.90
Deutsche Bank AG            3.20 10/26/2016   EUR    54.90
Deutsche Bank AG            3.20  6/21/2016   EUR    56.90
Deutsche Bank AG            3.20  8/24/2016   EUR    60.80
Deutsche Bank AG            3.20 10/26/2016   EUR    57.80
Deutsche Bank AG            3.20 11/23/2016   EUR    60.80
Deutsche Bank AG            3.20 11/23/2016   EUR    69.10
Deutsche Bank AG            3.20 12/20/2016   EUR    58.10
Deutsche Bank AG            3.20  6/21/2016   EUR    68.30
Deutsche Bank AG            3.20  7/20/2016   EUR    51.60
Deutsche Bank AG            3.20 11/23/2016   EUR    52.60
Deutsche Bank AG            3.20  9/20/2016   EUR    57.80
Deutsche Bank AG            3.20 10/26/2016   EUR    60.80
Deutsche Bank AG            3.20  8/24/2016   EUR    57.30
Deutsche Bank AG            3.20 10/26/2016   EUR    57.90
Deutsche Bank AG            3.20  8/24/2016   EUR    57.70
Deutsche Bank AG            3.20  6/21/2016   EUR    60.70
Deutsche Bank AG            3.20 11/23/2016   EUR    58.00
Deutsche Bank AG            3.20  9/20/2016   EUR    68.80
Deutsche Bank AG            3.20 11/23/2016   EUR    58.00
Deutsche Bank AG            3.20  8/24/2016   EUR    51.90
Deutsche Bank AG            4.20 10/26/2016   EUR    70.40
Deutsche Bank AG            4.20 12/20/2016   EUR    70.50
Deutsche Bank AG            4.20  9/20/2016   EUR    69.10
Deutsche Bank AG            4.20 10/26/2016   EUR    63.30
Deutsche Bank AG            4.20 11/23/2016   EUR    70.50
Deutsche Bank AG            4.20 10/26/2016   EUR    66.60
Deutsche Bank AG            4.20 10/26/2016   EUR    69.20
Deutsche Bank AG            4.20 11/23/2016   EUR    61.40
Deutsche Bank AG            4.20  9/20/2016   EUR    62.90
Deutsche Bank AG            4.20  7/20/2016   EUR    78.90
Deutsche Bank AG            8.20 10/26/2016   EUR    51.30
Deutsche Bank AG            8.20 12/20/2016   EUR    65.60
Deutsche Bank AG            4.20 10/26/2016   EUR    69.70
Deutsche Bank AG            8.20 10/26/2016   EUR    76.50
Deutsche Bank AG            8.20 11/23/2016   EUR    65.00
Deutsche Bank AG            8.20 10/26/2016   EUR    56.20
Deutsche Bank AG            8.20 12/20/2016   EUR    65.90
Deutsche Bank AG            8.20  9/20/2016   EUR    72.90
Deutsche Bank AG            8.20 10/26/2016   EUR    59.90
Deutsche Bank AG            8.20 11/23/2016   EUR    73.50
Deutsche Bank AG            8.20 12/20/2016   EUR    57.20
Deutsche Bank AG            8.20 11/23/2016   EUR    56.70
Deutsche Bank AG            4.20 12/20/2016   EUR    56.20
Deutsche Bank AG            4.20 10/26/2016   EUR    58.60
Deutsche Bank AG            8.20  6/21/2016   EUR    74.20
Deutsche Bank AG            8.20  6/21/2016   EUR    66.80
Deutsche Bank AG            8.20  9/20/2016   EUR    63.80
Deutsche Bank AG            8.20 10/26/2016   EUR    64.50
Deutsche Bank AG            8.20  9/20/2016   EUR    66.00
Deutsche Bank AG            8.20  6/21/2016   EUR    70.40
Deutsche Bank AG            4.20 11/23/2016   EUR    55.90
Deutsche Bank AG            8.20 10/26/2016   EUR    73.70
Deutsche Bank AG            8.20 10/26/2016   EUR    67.20
Deutsche Bank AG            4.20 10/26/2016   EUR    55.60
Deutsche Bank AG            8.20 12/20/2016   EUR    61.00
Deutsche Bank AG            4.20  9/20/2016   EUR    52.70
Deutsche Bank AG            8.20  9/20/2016   EUR    72.30
Deutsche Bank AG            4.20 12/20/2016   EUR    53.60
Deutsche Bank AG            8.20  6/21/2016   EUR    57.10
Deutsche Bank AG            4.20 12/20/2016   EUR    58.90
Commerzbank AG              6.00  6/23/2016   EUR    64.90
Notenstein La Roche Priva   3.00  7/17/2019   CHF    74.74
Commerzbank AG              9.00  3/24/2016   EUR    64.43
Commerzbank AG              9.50  6/23/2016   EUR    51.62
DZ Bank AG Deutsche Zentr   7.20  6/20/2016   EUR    57.04
Commerzbank AG             10.50  6/23/2016   EUR    64.39
Commerzbank AG             10.50  4/21/2016   EUR    62.46
Commerzbank AG              5.50  6/23/2016   EUR    47.32
DZ Bank AG Deutsche Zentr   7.80  3/21/2016   EUR    57.71
DZ Bank AG Deutsche Zentr   6.20  9/19/2016   EUR    56.37
DZ Bank AG Deutsche Zentr   7.90  3/21/2016   EUR    50.58
DZ Bank AG Deutsche Zentr   6.70  6/20/2016   EUR    52.67
HSBC Trinkaus & Burkhardt   3.85  7/22/2016   EUR    59.23
UBS AG                      5.50   7/8/2016   EUR    76.44
UBS AG                      5.00   7/8/2016   EUR    62.84
UBS AG                      8.50   7/8/2016   EUR    57.44
UBS AG                      4.80   7/8/2016   EUR    77.14
UBS AG                      7.00   7/8/2016   EUR    73.84
Vontobel Financial Produc   7.25  7/22/2016   EUR    63.02
Vontobel Financial Produc   6.50  7/22/2016   EUR    73.06
Deutsche Bank AG            3.20  6/21/2016   EUR    78.00
Deutsche Bank AG            3.20  6/21/2016   EUR    75.20
Deutsche Bank AG            3.20  7/20/2016   EUR    75.30
Deutsche Bank AG            3.20  9/20/2016   EUR    78.00
Deutsche Bank AG            3.20 10/26/2016   EUR    78.10
Deutsche Bank AG            3.20 11/23/2016   EUR    75.60
Deutsche Bank AG            3.20  6/21/2016   EUR    78.40
Deutsche Bank AG            3.20  9/20/2016   EUR    78.80
Deutsche Bank AG            3.20 11/23/2016   EUR    79.10
Vontobel Financial Produc   7.55  6/17/2016   EUR    69.87
Zurcher Kantonalbank Fina   7.50  7/14/2016   CHF    75.78
Societe Generale Effekten   9.02   8/8/2016   EUR    60.24
UniCredit Bank AG           5.00  6/23/2016   EUR    70.01
UniCredit Bank AG           4.65  6/23/2016   EUR    55.27
UniCredit Bank AG           4.15  6/23/2016   EUR    70.61
UniCredit Bank AG           4.75  6/23/2016   EUR    79.65
UniCredit Bank AG           4.70  6/23/2016   EUR    54.98
UniCredit Bank AG           4.50  6/23/2016   EUR    72.34
UniCredit Bank AG           4.45  6/23/2016   EUR    78.14
UniCredit Bank AG           4.00  6/23/2016   EUR    71.98
UniCredit Bank AG           4.30  6/23/2016   EUR    63.23
UniCredit Bank AG           4.80  6/23/2016   EUR    71.20
UniCredit Bank AG           4.50  6/23/2016   EUR    56.09
UniCredit Bank AG           4.05  6/23/2016   EUR    66.32
UniCredit Bank AG           4.10  6/23/2016   EUR    79.06
UniCredit Bank AG           4.40  6/23/2016   EUR    78.94
UniCredit Bank AG           4.35  6/23/2016   EUR    56.93
UniCredit Bank AG           4.80  6/23/2016   EUR    54.48
UniCredit Bank AG           4.00  6/23/2016   EUR    79.49
UniCredit Bank AG           4.50  6/23/2016   EUR    74.93
UniCredit Bank AG           4.05  6/23/2016   EUR    74.10
UniCredit Bank AG           4.30  6/23/2016   EUR    80.60
Credit Suisse AG/Nassau     6.13  7/17/2017   CHF    73.20
UniCredit Bank AG           4.55  6/23/2016   EUR    55.81
UniCredit Bank AG           4.45  6/23/2016   EUR    75.81
UniCredit Bank AG           4.30  6/23/2016   EUR    57.22
UniCredit Bank AG           4.10  6/23/2016   EUR    58.40
UniCredit Bank AG           4.35  6/23/2016   EUR    79.75
UniCredit Bank AG           4.25  6/23/2016   EUR    63.82
UniCredit Bank AG           4.50  6/23/2016   EUR    59.90
UniCredit Bank AG           5.00  6/23/2016   EUR    78.31
UniCredit Bank AG           4.40  6/23/2016   EUR    76.74
UniCredit Bank AG           4.50  6/23/2016   EUR    78.29
UniCredit Bank AG           4.10  6/23/2016   EUR    73.29
UniCredit Bank AG           4.00  6/23/2016   EUR    74.92
UniCredit Bank AG           4.40  6/23/2016   EUR    56.65
Commerzbank AG              6.75  6/23/2016   EUR    60.20
Commerzbank AG              5.50  6/23/2016   EUR    63.28
Commerzbank AG              9.75  6/23/2016   EUR    58.58
Commerzbank AG              8.00  6/23/2016   EUR    74.83
Commerzbank AG              7.75  6/23/2016   EUR    73.78
Commerzbank AG              7.00  6/23/2016   EUR    42.03
Commerzbank AG             11.00  6/23/2016   EUR    39.47
DZ Bank AG Deutsche Zentr   8.90  7/20/2016   EUR    64.56
DZ Bank AG Deutsche Zentr   8.25  6/24/2016   EUR    50.73
Bank Julius Baer & Co Ltd   7.30   8/2/2016   CHF    46.30
Deutsche Bank AG            5.50  6/21/2016   EUR    69.58
Deutsche Bank AG            7.50 12/20/2016   EUR    73.88
Deutsche Bank AG            7.50  6/21/2016   EUR    70.74
Deutsche Bank AG            5.50  3/22/2016   EUR    74.75
Deutsche Bank AG            5.50  6/21/2016   EUR    72.95
Deutsche Bank AG            7.50  6/21/2016   EUR    73.63
Deutsche Bank AG            7.50  9/20/2016   EUR    75.26
Deutsche Bank AG            5.50 12/20/2016   EUR    75.11
Deutsche Bank AG            7.50  6/21/2016   EUR    72.18
Deutsche Bank AG            5.50  6/21/2016   EUR    71.50
Deutsche Bank AG            5.50  9/20/2016   EUR    72.71
Deutsche Bank AG            7.50  9/20/2016   EUR    73.89
Deutsche Bank AG            5.50  9/20/2016   EUR    72.71
Deutsche Bank AG            5.50 12/20/2016   EUR    73.88
Deutsche Bank AG            5.50  3/22/2016   EUR    72.94
DZ Bank AG Deutsche Zentr   6.80  9/23/2016   EUR    73.31
DZ Bank AG Deutsche Zentr   8.90  6/24/2016   EUR    67.76
DZ Bank AG Deutsche Zentr  11.40  9/23/2016   EUR    66.78
DZ Bank AG Deutsche Zentr   8.90  9/23/2016   EUR    64.72
DZ Bank AG Deutsche Zentr   5.50  9/23/2016   EUR    66.30
DZ Bank AG Deutsche Zentr   7.40  6/24/2016   EUR    71.73
DZ Bank AG Deutsche Zentr   5.60  6/24/2016   EUR    65.40
DZ Bank AG Deutsche Zentr   5.90  9/23/2016   EUR    75.34
DZ Bank AG Deutsche Zentr   6.30  3/29/2016   EUR    76.36
DZ Bank AG Deutsche Zentr   4.90  3/29/2016   EUR    75.77
DZ Bank AG Deutsche Zentr   8.20  9/23/2016   EUR    70.01
Vontobel Financial Produc   6.30  8/26/2016   EUR    52.65
Vontobel Financial Produc   6.25  3/21/2016   EUR    75.04
Goldman Sachs & Co Wertpa   7.00  6/21/2017   EUR    75.01
Goldman Sachs & Co Wertpa  12.00  7/20/2016   EUR    63.58
Goldman Sachs & Co Wertpa  11.00  9/21/2016   EUR    64.69
Goldman Sachs & Co Wertpa   9.00  3/22/2017   EUR    66.97
Goldman Sachs & Co Wertpa   9.00  6/21/2017   EUR    67.47
Goldman Sachs & Co Wertpa   3.00  5/25/2016   EUR    51.21
Goldman Sachs & Co Wertpa   4.00  3/22/2017   EUR    54.24
Goldman Sachs & Co Wertpa  11.00  9/21/2016   EUR    57.17
Goldman Sachs & Co Wertpa   6.00  5/25/2016   EUR    52.02
Goldman Sachs & Co Wertpa   6.00  9/21/2016   EUR    53.73
Vontobel Financial Produc   6.50  7/22/2016   EUR    57.20
Goldman Sachs & Co Wertpa  10.00  3/22/2017   EUR    74.47
Goldman Sachs & Co Wertpa  10.00  6/21/2017   EUR    75.61
Goldman Sachs & Co Wertpa  19.00  7/20/2016   EUR    72.39
Goldman Sachs & Co Wertpa  21.00  7/20/2016   EUR    69.14
Goldman Sachs & Co Wertpa   4.00  8/24/2016   EUR    64.63
Goldman Sachs & Co Wertpa  13.00  3/22/2017   EUR    73.61
Goldman Sachs & Co Wertpa   7.00  7/20/2016   EUR    76.15
Goldman Sachs & Co Wertpa  21.00  8/24/2016   EUR    74.02
Goldman Sachs & Co Wertpa   7.00  4/20/2016   EUR    58.30
Goldman Sachs & Co Wertpa   6.00  6/22/2016   EUR    62.12
Goldman Sachs & Co Wertpa   6.00  8/24/2016   EUR    62.70
Goldman Sachs & Co Wertpa   8.00  7/20/2016   EUR    70.27
Goldman Sachs & Co Wertpa  13.00  7/20/2016   EUR    53.63
HSBC Trinkaus & Burkhardt  11.80  6/24/2016   EUR    70.38
HSBC Trinkaus & Burkhardt   7.30  9/23/2016   EUR    44.16
HSBC Trinkaus & Burkhardt  12.40  6/24/2016   EUR    66.09
HSBC Trinkaus & Burkhardt   7.80  6/24/2016   EUR    71.08
HSBC Trinkaus & Burkhardt  11.60  9/23/2016   EUR    67.60
HSBC Trinkaus & Burkhardt  11.30 12/23/2016   EUR    68.28
HSBC Trinkaus & Burkhardt  10.30 12/23/2016   EUR    69.23
HSBC Trinkaus & Burkhardt   7.20 12/23/2016   EUR    72.51
HSBC Trinkaus & Burkhardt   8.90  4/22/2016   EUR    70.07
HSBC Trinkaus & Burkhardt   7.80  2/26/2016   EUR    73.72
HSBC Trinkaus & Burkhardt   7.60  7/22/2016   EUR    74.05
HSBC Trinkaus & Burkhardt   9.10 12/23/2016   EUR    73.74
HSBC Trinkaus & Burkhardt  10.00  9/23/2016   EUR    64.74
HSBC Trinkaus & Burkhardt  10.20  4/22/2016   EUR    64.82
HSBC Trinkaus & Burkhardt   9.10  7/22/2016   EUR    65.36
HSBC Trinkaus & Burkhardt   6.70  3/24/2017   EUR    59.25
HSBC Trinkaus & Burkhardt   9.30  9/23/2016   EUR    69.98
HSBC Trinkaus & Burkhardt   9.60 12/23/2016   EUR    69.77
HSBC Trinkaus & Burkhardt   8.40  2/26/2016   EUR    74.28
HSBC Trinkaus & Burkhardt   6.40 12/23/2016   EUR    74.17
HSBC Trinkaus & Burkhardt   9.30 12/23/2016   EUR    73.54
HSBC Trinkaus & Burkhardt  11.70  2/26/2016   EUR    68.86
HSBC Trinkaus & Burkhardt   7.40  3/24/2017   EUR    59.45
HSBC Trinkaus & Burkhardt   9.70  7/22/2016   EUR    56.65
Credit Suisse AG/Nassau     6.30   1/3/2017   CHF    57.64
Deutsche Bank AG            3.20  7/20/2016   EUR    71.50
Deutsche Bank AG            3.20  8/24/2016   EUR    68.70
Deutsche Bank AG            3.20 11/23/2016   EUR    55.20
Deutsche Bank AG            3.20 12/20/2016   EUR    55.40
Deutsche Bank AG            3.20  9/20/2016   EUR    57.50
Deutsche Bank AG            3.20 12/20/2016   EUR    58.00
Deutsche Bank AG            3.20  8/24/2016   EUR    54.50
Deutsche Bank AG            3.20 12/20/2016   EUR    72.00
Deutsche Bank AG            3.20 12/20/2016   EUR    52.80
Deutsche Bank AG            3.20  7/20/2016   EUR    60.70
Deutsche Bank AG            3.20  7/20/2016   EUR    57.70
Deutsche Bank AG            3.20 10/26/2016   EUR    71.80
Deutsche Bank AG            3.20  7/20/2016   EUR    68.50
Deutsche Bank AG            3.20  9/20/2016   EUR    60.80
Deutsche Bank AG            3.20  7/20/2016   EUR    57.10
Deutsche Bank AG            3.20  6/21/2016   EUR    71.40
Deutsche Bank AG            3.20 11/23/2016   EUR    71.90
Deutsche Bank AG            3.20  9/20/2016   EUR    71.70
Deutsche Bank AG            3.20  7/20/2016   EUR    54.20
Deutsche Bank AG            3.20  8/24/2016   EUR    71.70
Deutsche Bank AG            3.20  6/21/2016   EUR    57.60
Deutsche Bank AG            4.20 11/23/2016   EUR    76.40
Deutsche Bank AG            4.20  9/20/2016   EUR    70.30
Deutsche Bank AG            4.20 10/26/2016   EUR    78.80
Deutsche Bank AG            4.20 12/20/2016   EUR    69.50
Deutsche Bank AG            4.20  8/24/2016   EUR    79.20
Deutsche Bank AG            4.20  6/21/2016   EUR    70.40
Deutsche Bank AG            4.20  9/20/2016   EUR    60.70
Deutsche Bank AG            4.20 10/26/2016   EUR    61.10
Deutsche Bank AG            4.20 11/23/2016   EUR    63.50
Deutsche Bank AG            4.20 11/23/2016   EUR    69.40
Deutsche Bank AG            4.20 12/20/2016   EUR    61.60
Deutsche Bank AG            4.20 12/20/2016   EUR    63.80
Deutsche Bank AG            4.20 11/23/2016   EUR    66.80
Deutsche Bank AG            4.20 11/23/2016   EUR    78.90
Deutsche Bank AG            4.20 10/26/2016   EUR    76.20
Deutsche Bank AG            8.20  6/21/2016   EUR    64.50
Deutsche Bank AG            8.20 10/26/2016   EUR    64.80
Deutsche Bank AG            8.20 12/20/2016   EUR    74.90
Deutsche Bank AG            4.20  6/21/2016   EUR    57.90
Deutsche Bank AG            8.20 11/23/2016   EUR    67.70
Deutsche Bank AG            8.20 10/26/2016   EUR    66.60
Deutsche Bank AG            8.20  9/20/2016   EUR    55.50
Deutsche Bank AG            8.20  9/20/2016   EUR    68.10
Deutsche Bank AG            4.20  9/20/2016   EUR    55.30
Deutsche Bank AG            8.20  6/21/2016   EUR    53.80
Deutsche Bank AG            4.20 11/23/2016   EUR    53.30
Deutsche Bank AG            8.20 10/26/2016   EUR    68.70
Deutsche Bank AG            8.20 11/23/2016   EUR    65.40
Deutsche Bank AG            8.20 12/20/2016   EUR    68.30
Deutsche Bank AG            8.20 11/23/2016   EUR    60.50
Deutsche Bank AG            8.20 12/20/2016   EUR    52.50
Deutsche Bank AG            8.20 11/23/2016   EUR    67.10
Deutsche Bank AG            8.20 11/23/2016   EUR    74.30
Deutsche Bank AG            8.20  9/20/2016   EUR    50.50
Deutsche Bank AG            8.20 12/20/2016   EUR    74.10
Deutsche Bank AG            8.20 12/20/2016   EUR    67.50
Deutsche Bank AG            4.20 10/26/2016   EUR    53.10
Deutsche Bank AG            4.20 11/23/2016   EUR    69.80
Deutsche Bank AG            8.20 12/20/2016   EUR    69.60
Deutsche Bank AG            8.20 11/23/2016   EUR    69.10
Deutsche Bank AG            8.20 10/26/2016   EUR    73.00
Deutsche Bank AG            4.20 11/23/2016   EUR    58.70
Deutsche Bank AG            4.20  9/20/2016   EUR    58.40
Deutsche Bank AG            8.20  9/20/2016   EUR    59.10
Deutsche Bank AG            8.20 11/23/2016   EUR    51.90
Vontobel Financial Produc   8.35  7/22/2016   EUR    77.59
Deutsche Bank AG            3.18   7/6/2016   EUR    60.10
Commerzbank AG             10.50  6/23/2016   EUR    51.31
Commerzbank AG              8.00  6/23/2016   EUR    69.55
Commerzbank AG              7.50  6/23/2016   EUR    65.00
Commerzbank AG              9.00  6/23/2016   EUR    54.39
DZ Bank AG Deutsche Zentr   8.60  3/21/2016   EUR    55.90
DZ Bank AG Deutsche Zentr   8.00  6/20/2016   EUR    55.53
Commerzbank AG              8.50  6/23/2016   EUR    63.52
DZ Bank AG Deutsche Zentr   5.70  9/19/2016   EUR    57.82
DZ Bank AG Deutsche Zentr   6.70  9/19/2016   EUR    54.92
DZ Bank AG Deutsche Zentr   5.30  6/20/2016   EUR    54.23
DZ Bank AG Deutsche Zentr   7.40  6/20/2016   EUR    51.88
UBS AG                      5.50 10/14/2016   EUR    71.93
UBS AG                      6.00   7/8/2016   EUR    73.41
UBS AG                      5.30   7/8/2016   EUR    62.65
UBS AG                      5.50 10/14/2016   EUR    76.10
UBS AG                      6.50   7/8/2016   EUR    60.85
Vontobel Financial Produc   6.00  7/22/2016   EUR    72.20
Vontobel Financial Produc   6.50  7/22/2016   EUR    74.90
Vontobel Financial Produc   8.45  7/22/2016   EUR    72.94
Deutsche Bank AG            3.20  7/20/2016   EUR    78.00
Deutsche Bank AG            3.20  8/24/2016   EUR    78.00
Deutsche Bank AG            3.20  8/24/2016   EUR    75.40
Deutsche Bank AG            3.20  9/20/2016   EUR    75.40
Deutsche Bank AG            3.20 10/26/2016   EUR    75.60
Deutsche Bank AG            3.20 11/23/2016   EUR    78.10
Deutsche Bank AG            3.20 12/20/2016   EUR    78.20
Deutsche Bank AG            3.20 12/20/2016   EUR    75.70
Deutsche Bank AG            3.20  7/20/2016   EUR    78.50
Deutsche Bank AG            3.20  8/24/2016   EUR    78.70
Deutsche Bank AG            3.20 10/26/2016   EUR    78.90
Deutsche Bank AG            3.20 12/20/2016   EUR    79.20
Vontobel Financial Produc   8.95  6/13/2016   EUR    67.12
Leonteq Securities AG/Gue   5.14   7/6/2016   EUR    72.40
Societe Generale Effekten   5.21   8/8/2016   EUR    59.87
UniCredit Bank AG           7.00  6/23/2016   EUR    68.23
UniCredit Bank AG           4.00  6/23/2016   EUR    59.01
UniCredit Bank AG           4.10  6/23/2016   EUR    71.29
UniCredit Bank AG           5.00  6/23/2016   EUR    58.49
UniCredit Bank AG           4.20  6/23/2016   EUR    64.42
UniCredit Bank AG           4.25  6/23/2016   EUR    78.66
UniCredit Bank AG           4.85  6/23/2016   EUR    54.22
UniCredit Bank AG           4.45  6/23/2016   EUR    56.36
UniCredit Bank AG           4.00  6/23/2016   EUR    58.81
UniCredit Bank AG           4.35  6/23/2016   EUR    62.64
UniCredit Bank AG           4.05  6/23/2016   EUR    58.70
UniCredit Bank AG           4.15  6/23/2016   EUR    65.05
UniCredit Bank AG           4.50  6/23/2016   EUR    77.35
UniCredit Bank AG           4.20  6/23/2016   EUR    57.80
UniCredit Bank AG           4.25  6/23/2016   EUR    81.42
UniCredit Bank AG           6.00  6/23/2016   EUR    69.11
UniCredit Bank AG           4.20  6/23/2016   EUR    69.92
UniCredit Bank AG           4.25  6/23/2016   EUR    69.25
UniCredit Bank AG           5.50  6/23/2016   EUR    57.20
UniCredit Bank AG           4.55  6/23/2016   EUR    74.97
UniCredit Bank AG           4.10  6/23/2016   EUR    65.68
UniCredit Bank AG           4.00  6/23/2016   EUR    66.97
UniCredit Bank AG           4.60  6/23/2016   EUR    74.29
UniCredit Bank AG           4.15  6/23/2016   EUR    58.10
UniCredit Bank AG           4.00  6/23/2016   EUR    61.35
UniCredit Bank AG           4.90  6/23/2016   EUR    53.97
UniCredit Bank AG           4.75  6/23/2016   EUR    54.74
UniCredit Bank AG           4.60  6/23/2016   EUR    55.54
UniCredit Bank AG           4.60  6/23/2016   EUR    77.89
UniCredit Bank AG           4.25  6/23/2016   EUR    57.51
UniCredit Bank AG           4.30  6/23/2016   EUR    68.60
Credit Suisse AG/London     5.00  7/13/2016   CHF    69.29
Commerzbank AG             10.75  6/23/2016   EUR    75.58
Commerzbank AG              8.75  6/23/2016   EUR    57.97
Commerzbank AG              7.50  6/23/2016   EUR    60.78
Commerzbank AG              8.75  6/23/2016   EUR    73.16
Commerzbank AG             10.25  6/23/2016   EUR    72.08
Commerzbank AG             10.00  6/23/2016   EUR    71.10
Commerzbank AG              5.25  6/23/2016   EUR    43.67
Commerzbank AG              9.00  6/23/2016   EUR    40.67
DZ Bank AG Deutsche Zentr   5.90  7/20/2016   EUR    57.74
DZ Bank AG Deutsche Zentr   6.80  7/20/2016   EUR    53.24
DZ Bank AG Deutsche Zentr   6.75  9/23/2016   EUR    51.90
UBS AG                     11.02  3/17/2016   USD    22.02
UBS AG                      9.76  3/30/2016   USD    23.71
Zurcher Kantonalbank Fina   7.52  7/29/2016   CHF    61.09
Bank Julius Baer & Co Ltd   9.00   8/2/2016   EUR    53.85
Deutsche Bank AG            7.50 12/20/2016   EUR    74.18
Deutsche Bank AG            7.50  3/22/2016   EUR    61.00
Deutsche Bank AG            5.50  3/22/2016   EUR    74.75
Deutsche Bank AG            7.50  6/21/2016   EUR    73.63
Deutsche Bank AG            5.50  6/21/2016   EUR    72.95
Deutsche Bank AG            7.50  9/20/2016   EUR    75.26
Deutsche Bank AG            5.50  9/20/2016   EUR    74.08
Deutsche Bank AG            5.50 12/20/2016   EUR    75.11
Deutsche Bank AG            5.50 12/20/2016   EUR    54.80
Deutsche Bank AG            5.50  3/22/2016   EUR    72.94
Deutsche Bank AG            7.50  3/22/2016   EUR    73.12
Deutsche Bank AG            5.50  6/21/2016   EUR    71.50
Deutsche Bank AG            7.50  6/21/2016   EUR    72.18
Deutsche Bank AG            5.50  9/20/2016   EUR    72.71
Deutsche Bank AG            7.50  9/20/2016   EUR    73.89
Deutsche Bank AG            7.50  9/20/2016   EUR    67.22
Deutsche Bank AG            7.50  9/20/2016   EUR    63.15
Deutsche Bank AG            7.50  9/20/2016   EUR    54.32
DZ Bank AG Deutsche Zentr   8.50  9/23/2016   EUR    69.59
DZ Bank AG Deutsche Zentr   6.00  9/23/2016   EUR    72.59
DZ Bank AG Deutsche Zentr   6.90  9/23/2016   EUR    72.86
DZ Bank AG Deutsche Zentr   6.30  6/24/2016   EUR    55.55
DZ Bank AG Deutsche Zentr   9.00  9/23/2016   EUR    56.45
Goldman Sachs & Co Wertpa   8.00  6/21/2017   EUR    76.30
Goldman Sachs & Co Wertpa   7.00  3/22/2017   EUR    74.98
Goldman Sachs & Co Wertpa   9.00  3/22/2017   EUR    66.97
Goldman Sachs & Co Wertpa   5.00  4/20/2016   EUR    51.82
EFG International Finance   6.21  7/22/2019   EUR    70.70
Goldman Sachs & Co Wertpa   8.00  8/24/2016   EUR    76.18
Goldman Sachs & Co Wertpa  12.00  3/22/2017   EUR    72.84
Goldman Sachs & Co Wertpa  11.00  6/21/2017   EUR    73.25
Goldman Sachs & Co Wertpa  25.00  3/23/2016   EUR    68.82
Goldman Sachs & Co Wertpa  15.00  5/25/2016   EUR    75.02
Goldman Sachs & Co Wertpa   6.00  3/22/2017   EUR    79.11
Goldman Sachs & Co Wertpa   6.00  5/25/2016   EUR    61.82
Goldman Sachs & Co Wertpa   8.00  5/25/2016   EUR    59.08
Goldman Sachs & Co Wertpa   6.00  7/20/2016   EUR    62.40
Goldman Sachs & Co Wertpa   8.00  8/24/2016   EUR    70.83
Goldman Sachs & Co Wertpa  24.00  3/23/2016   EUR    46.58
Goldman Sachs & Co Wertpa   6.00  4/20/2016   EUR    57.99
HSBC Trinkaus & Burkhardt   8.40  9/23/2016   EUR    71.74
HSBC Trinkaus & Burkhardt   7.90  9/23/2016   EUR    71.32
HSBC Trinkaus & Burkhardt   8.90  7/22/2016   EUR    69.83
HSBC Trinkaus & Burkhardt   7.20  4/22/2016   EUR    74.56
HSBC Trinkaus & Burkhardt   8.00 12/23/2016   EUR    75.09
HSBC Trinkaus & Burkhardt   8.50  4/22/2016   EUR    74.09
HSBC Trinkaus & Burkhardt   8.20  7/22/2016   EUR    74.72
HSBC Trinkaus & Burkhardt   7.10  3/24/2017   EUR    67.43
HSBC Trinkaus & Burkhardt  10.40 12/23/2016   EUR    56.02
HSBC Trinkaus & Burkhardt   8.20 12/23/2016   EUR    57.28
HSBC Trinkaus & Burkhardt   8.50  7/22/2016   EUR    55.88
HSBC Trinkaus & Burkhardt  10.30 12/23/2016   EUR    74.06
HSBC Trinkaus & Burkhardt  10.80  6/24/2016   EUR    68.92
HSBC Trinkaus & Burkhardt   6.50  3/24/2017   EUR    72.44
HSBC Trinkaus & Burkhardt   7.80  4/22/2016   EUR    72.25
HSBC Trinkaus & Burkhardt   8.40  7/22/2016   EUR    70.82
HSBC Trinkaus & Burkhardt   8.20 12/23/2016   EUR    72.43
HSBC Trinkaus & Burkhardt  10.50 12/23/2016   EUR    72.43
HSBC Trinkaus & Burkhardt   7.50  3/24/2017   EUR    75.50
HSBC Trinkaus & Burkhardt  10.40  4/22/2016   EUR    71.39
HSBC Trinkaus & Burkhardt   9.40  7/22/2016   EUR    72.65
HSBC Trinkaus & Burkhardt   8.80 12/23/2016   EUR    57.89
HSBC Trinkaus & Burkhardt   6.50 12/23/2016   EUR    59.93
HSBC Trinkaus & Burkhardt   9.40  4/22/2016   EUR    54.43
Vontobel Financial Produc   8.85  6/24/2016   EUR    69.28
Vontobel Financial Produc   5.35  9/23/2016   EUR    74.11
Vontobel Financial Produc   7.70  9/23/2016   EUR    70.85
Vontobel Financial Produc   9.00  9/23/2016   EUR    69.44
Vontobel Financial Produc  12.55  6/24/2016   EUR    57.45
Notenstein La Roche Priva   5.00  8/14/2017   CHF    73.38
Vontobel Financial Produc   5.90  12/9/2016   EUR    62.01
Vontobel Financial Produc   8.70  12/9/2016   EUR    59.95
Vontobel Financial Produc  10.70  12/9/2016   EUR    58.99
Vontobel Financial Produc  10.55  6/24/2016   EUR    67.67
Vontobel Financial Produc   8.30  6/24/2016   EUR    60.37
Vontobel Financial Produc  12.70  12/9/2016   EUR    58.25
Vontobel Financial Produc  14.75  12/9/2016   EUR    57.74
Vontobel Financial Produc   7.45  9/23/2016   EUR    61.44
Leonteq Securities AG       5.20  8/14/2017   CHF    72.73
Leonteq Securities AG       8.20 11/14/2016   CHF    76.58
UBS AG/London               9.50   8/5/2016   USD    62.15
Vontobel Financial Produc   5.45  9/23/2016   EUR    70.42
UBS AG                     10.00  8/12/2016   EUR    55.60
Societe Generale Effekten   3.14   8/8/2016   EUR    64.33
DekaBank Deutsche Girozen   4.75  1/20/2017   EUR    53.67
LBBW                        3.40  9/28/2018   EUR    65.93
Credit Suisse AG/Nassau     6.00  8/18/2017   CHF    69.42
DZ Bank AG Deutsche Zentr   7.70  3/21/2016   EUR    49.64
DZ Bank AG Deutsche Zentr   4.90  9/19/2016   EUR    64.06
Commerzbank AG             11.00  7/22/2016   EUR    55.15
Commerzbank AG              8.50  7/22/2016   EUR    73.81
Commerzbank AG              6.50  7/22/2016   EUR    77.33
Commerzbank AG              5.50  7/22/2016   EUR    77.05
DZ Bank AG Deutsche Zentr   6.40  9/19/2016   EUR    52.71
Vontobel Financial Produc   7.50  8/26/2016   EUR    49.29
Vontobel Financial Produc   7.50  8/26/2016   EUR    61.60
Zurcher Kantonalbank Fina   6.00  8/18/2016   EUR    57.22
LBBW                        3.60 12/23/2016   EUR    47.04
LBBW                        3.35  2/24/2017   EUR    66.91
Bank Julius Baer & Co Ltd  12.30  8/18/2016   CHF    63.85
Bank Julius Baer & Co Ltd   6.00  8/18/2016   EUR    75.10
DZ Bank AG Deutsche Zentr   5.25  8/26/2016   EUR    72.72
DZ Bank AG Deutsche Zentr  11.00  9/23/2016   EUR    63.84
DZ Bank AG Deutsche Zentr   5.25  8/26/2016   EUR    74.78
DZ Bank AG Deutsche Zentr   6.75  8/26/2016   EUR    60.78
DZ Bank AG Deutsche Zentr   5.25  8/26/2016   EUR    75.21
Notenstein La Roche Priva   7.00  8/11/2017   CHF    61.57
Credit Suisse AG/London    10.00  8/29/2016   USD    43.96
HSBC Trinkaus & Burkhardt   3.65  9/16/2016   EUR    58.16
Credit Suisse AG/Nassau     5.00  2/20/2017   CHF    74.58
Vontobel Financial Produc  11.80  3/29/2016   EUR    48.52
Vontobel Financial Produc   6.40 12/23/2016   EUR    76.29
Vontobel Financial Produc   8.05 12/23/2016   EUR    54.13
Vontobel Financial Produc   4.45 12/23/2016   EUR    57.66
Vontobel Financial Produc   7.75 12/23/2016   EUR    64.66
Vontobel Financial Produc   5.30  8/26/2016   EUR    73.13
Vontobel Financial Produc  12.50 12/23/2016   EUR    67.79
Vontobel Financial Produc   9.50 12/23/2016   EUR    69.14
Vontobel Financial Produc   6.50 12/23/2016   EUR    70.84
Bank Julius Baer & Co Ltd  11.20  8/11/2016   USD    71.75
Zurcher Kantonalbank Fina   8.52  8/19/2016   CHF    71.39
Zurcher Kantonalbank Fina  10.28  8/19/2016   CHF    68.26
Zurcher Kantonalbank Fina   7.92  8/19/2016   EUR    59.65
Leonteq Securities AG       6.10  8/12/2016   CHF    73.26
Credit Suisse AG/London     8.00  8/19/2016   USD    56.13
Credit Suisse AG/London     7.00  2/20/2017   CHF    64.43
Vontobel Financial Produc   7.90  3/29/2016   EUR    57.18
Vontobel Financial Produc   7.60  6/24/2016   EUR    56.10
Vontobel Financial Produc   6.60  9/23/2016   EUR    57.38
Vontobel Financial Produc   9.20  9/23/2016   EUR    54.55
Vontobel Financial Produc  12.25  9/23/2016   EUR    52.61
Vontobel Financial Produc  13.95  3/29/2016   EUR    68.47
Vontobel Financial Produc   9.00  3/29/2016   EUR    73.13
Vontobel Financial Produc   8.10  6/24/2016   EUR    73.76
Vontobel Financial Produc  11.85  6/24/2016   EUR    70.15
Vontobel Financial Produc  10.00  9/23/2016   EUR    71.95
Vontobel Financial Produc   8.25 12/23/2016   EUR    73.86
Bank Julius Baer & Co Ltd   4.00  8/21/2017   CHF    75.60
Bank Julius Baer & Co Ltd   5.00  8/21/2017   CHF    74.50
DZ Bank AG Deutsche Zentr   3.45  8/25/2017   EUR    66.16
Notenstein La Roche Priva   6.40  8/14/2017   CHF    74.90
Goldman Sachs & Co Wertpa  11.00  8/24/2016   EUR    52.67
Goldman Sachs & Co Wertpa  11.00  8/24/2016   EUR    52.67
Goldman Sachs & Co Wertpa  11.00  9/21/2016   EUR    53.52
Goldman Sachs & Co Wertpa   9.00  3/22/2017   EUR    56.57
Goldman Sachs & Co Wertpa   9.00  3/22/2017   EUR    56.57
Goldman Sachs & Co Wertpa   9.00  3/22/2017   EUR    56.57
Goldman Sachs & Co Wertpa   9.00  6/21/2017   EUR    58.54
Goldman Sachs & Co Wertpa   9.00  6/21/2017   EUR    58.56
Goldman Sachs & Co Wertpa   9.00  6/21/2017   EUR    58.56
Goldman Sachs & Co Wertpa   9.00  3/23/2016   EUR    71.75
Goldman Sachs & Co Wertpa   4.00  4/20/2016   EUR    71.33
Goldman Sachs & Co Wertpa   9.00  4/20/2016   EUR    72.11
Goldman Sachs & Co Wertpa   3.00  5/25/2016   EUR    70.86
Goldman Sachs & Co Wertpa   4.00  5/25/2016   EUR    71.11
Goldman Sachs & Co Wertpa   3.00  6/22/2016   EUR    68.59
Goldman Sachs & Co Wertpa   5.00  7/20/2016   EUR    69.26
Goldman Sachs & Co Wertpa   8.00  7/20/2016   EUR    70.47
Goldman Sachs & Co Wertpa   9.00  7/20/2016   EUR    70.88
Goldman Sachs & Co Wertpa   4.00  8/24/2016   EUR    68.75
Goldman Sachs & Co Wertpa   8.00  8/24/2016   EUR    70.75
Goldman Sachs & Co Wertpa   9.00  8/24/2016   EUR    71.25
Goldman Sachs & Co Wertpa   4.00  9/21/2016   EUR    68.69
Goldman Sachs & Co Wertpa   8.00  9/21/2016   EUR    70.99
Goldman Sachs & Co Wertpa   9.00  9/21/2016   EUR    71.56
Goldman Sachs & Co Wertpa   3.00 12/21/2016   EUR    67.90
Goldman Sachs & Co Wertpa   7.00 12/21/2016   EUR    71.19
Goldman Sachs & Co Wertpa   4.00  3/22/2017   EUR    68.77
Goldman Sachs & Co Wertpa   5.00  3/22/2017   EUR    69.84
Goldman Sachs & Co Wertpa   7.00  3/22/2017   EUR    71.97
Goldman Sachs & Co Wertpa   7.00  3/22/2017   EUR    71.97
Goldman Sachs & Co Wertpa   4.00  6/21/2017   EUR    67.17
Goldman Sachs & Co Wertpa   5.00  6/21/2017   EUR    68.48
Goldman Sachs & Co Wertpa   8.00  6/21/2017   EUR    72.43
Goldman Sachs & Co Wertpa  11.00  3/23/2016   EUR    54.57
Goldman Sachs & Co Wertpa  11.00  3/23/2016   EUR    54.57
Goldman Sachs & Co Wertpa  11.00  4/20/2016   EUR    55.44
Goldman Sachs & Co Wertpa  12.00  5/25/2016   EUR    56.19
Goldman Sachs & Co Wertpa  11.00  6/22/2016   EUR    56.81
Goldman Sachs & Co Wertpa  11.00  6/22/2016   EUR    56.81
Goldman Sachs & Co Wertpa  10.00  9/21/2016   EUR    58.63
Goldman Sachs & Co Wertpa   3.00  3/22/2017   EUR    55.64
Vontobel Financial Produc   5.15  3/29/2016   EUR    75.31
Vontobel Financial Produc   8.00  6/24/2016   EUR    71.94
Vontobel Financial Produc   6.80  9/23/2016   EUR    73.23
Vontobel Financial Produc  19.20  3/29/2016   EUR    49.73
Vontobel Financial Produc  18.25  3/29/2016   EUR    58.82
Vontobel Financial Produc  11.80  9/23/2016   EUR    63.94
Vontobel Financial Produc  10.00 12/23/2016   EUR    57.61
Vontobel Financial Produc   8.10 12/23/2016   EUR    58.46
Commerzbank AG              4.25  3/24/2016   EUR    63.34
Commerzbank AG              6.00  3/24/2016   EUR    59.76
Commerzbank AG              8.00  3/24/2016   EUR    56.61
Commerzbank AG             10.75  3/24/2016   EUR    53.96
Commerzbank AG             13.75  3/24/2016   EUR    51.53
Commerzbank AG              5.25  6/23/2016   EUR    62.48
Commerzbank AG              7.00  6/23/2016   EUR    59.59
Commerzbank AG              8.75  6/23/2016   EUR    57.04
Commerzbank AG             11.00  6/23/2016   EUR    55.05
Commerzbank AG             13.25  6/23/2016   EUR    53.23
Bank J Safra Sarasin AG/G   7.00  2/13/2017   CHF    69.39
Commerzbank AG              4.50   9/9/2016   EUR    69.37
Notenstein La Roche Priva   3.10  8/28/2019   CHF    76.09
Notenstein La Roche Priva   4.30  8/21/2018   CHF    67.51
Notenstein La Roche Priva   6.80  2/21/2017   CHF    75.92
Notenstein La Roche Priva   6.20  2/21/2017   EUR    60.71
Notenstein La Roche Priva   5.90  8/21/2018   CHF    74.08
Notenstein La Roche Priva   5.30  8/21/2017   CHF    74.27
Notenstein La Roche Priva   4.10  8/21/2017   CHF    75.76
UBS AG/London               5.00  8/13/2018   CHF    74.38
UBS AG/London               6.50  8/12/2016   CHF    73.32
Leonteq Securities AG      16.20 11/21/2016   CHF    65.76
Leonteq Securities AG       9.00 11/21/2016   USD    69.21
Vontobel Financial Produc   7.95  3/29/2016   EUR    74.10
Bank Julius Baer & Co Ltd   6.00   7/1/2016   CHF    68.10
Bank Julius Baer & Co Ltd  10.70   7/1/2016   CHF    67.80
UBS AG                      7.50  6/24/2016   EUR    75.13
Goldman Sachs & Co Wertpa  18.00  4/20/2016   EUR    68.02
Goldman Sachs & Co Wertpa  10.00  5/25/2016   EUR    74.80
Goldman Sachs & Co Wertpa  21.00  5/25/2016   EUR    65.54
Goldman Sachs & Co Wertpa  13.00  3/22/2017   EUR    74.18
Goldman Sachs & Co Wertpa  12.00  6/21/2017   EUR    74.12
Goldman Sachs & Co Wertpa  25.00  5/25/2016   EUR    65.57
Goldman Sachs & Co Wertpa  22.00  7/20/2016   EUR    68.20
Goldman Sachs & Co Wertpa  19.00  9/21/2016   EUR    70.31
Goldman Sachs & Co Wertpa  14.00  3/22/2017   EUR    74.40
Goldman Sachs & Co Wertpa  19.00  5/25/2016   EUR    59.48
Goldman Sachs & Co Wertpa  25.00  4/20/2016   EUR    55.84
Goldman Sachs & Co Wertpa  19.00  9/21/2016   EUR    61.69
Goldman Sachs & Co Wertpa   6.00 12/21/2016   EUR    73.16
Goldman Sachs & Co Wertpa   6.00  3/22/2017   EUR    73.89
Goldman Sachs & Co Wertpa  10.00  3/22/2017   EUR    68.91
Goldman Sachs & Co Wertpa  14.00  3/22/2017   EUR    65.69
Goldman Sachs & Co Wertpa   6.00  6/21/2017   EUR    73.47
Goldman Sachs & Co Wertpa  10.00  6/21/2017   EUR    69.89
Goldman Sachs & Co Wertpa  20.00  4/20/2016   EUR    69.01
Goldman Sachs & Co Wertpa  15.00  9/21/2016   EUR    75.02
Goldman Sachs & Co Wertpa   3.00  2/24/2016   EUR    70.03
Goldman Sachs & Co Wertpa   3.00  4/20/2016   EUR    69.23
Goldman Sachs & Co Wertpa   3.00  5/25/2016   EUR    72.26
Goldman Sachs & Co Wertpa   4.00  5/25/2016   EUR    69.49
Goldman Sachs & Co Wertpa   3.00  7/20/2016   EUR    72.04
Goldman Sachs & Co Wertpa   8.00  7/20/2016   EUR    61.35
Goldman Sachs & Co Wertpa   3.00  9/21/2016   EUR    71.88
Goldman Sachs & Co Wertpa   4.00 12/21/2016   EUR    70.18
Goldman Sachs & Co Wertpa   6.00  3/22/2017   EUR    66.05
Goldman Sachs & Co Wertpa   7.00  3/22/2017   EUR    65.10
Goldman Sachs & Co Wertpa  10.00  3/22/2017   EUR    61.14
Goldman Sachs & Co Wertpa   4.00  6/21/2017   EUR    70.75
Goldman Sachs & Co Wertpa   4.00  6/21/2017   EUR    72.96
Goldman Sachs & Co Wertpa   6.00  6/21/2017   EUR    67.09
Goldman Sachs & Co Wertpa   7.00  6/21/2017   EUR    66.46
Goldman Sachs & Co Wertpa  10.00  6/21/2017   EUR    63.45
Goldman Sachs & Co Wertpa  13.00  6/21/2017   EUR    61.75
Goldman Sachs & Co Wertpa  19.00  6/22/2016   EUR    73.71
Goldman Sachs & Co Wertpa  14.00  9/21/2016   EUR    70.53
Goldman Sachs & Co Wertpa   6.00  6/21/2017   EUR    79.18
Goldman Sachs & Co Wertpa   8.00  6/21/2017   EUR    78.35
Goldman Sachs & Co Wertpa  12.00  6/21/2017   EUR    74.55
Goldman Sachs & Co Wertpa   8.00  3/22/2017   EUR    77.66
Goldman Sachs & Co Wertpa  13.00  3/22/2017   EUR    73.65
Goldman Sachs & Co Wertpa  21.00  4/20/2016   EUR    74.96
Goldman Sachs & Co Wertpa  22.00  6/22/2016   EUR    74.57
Goldman Sachs & Co Wertpa   8.00  2/24/2016   EUR    58.61
Goldman Sachs & Co Wertpa  22.00  2/24/2016   EUR    48.04
Goldman Sachs & Co Wertpa   4.00  3/23/2016   EUR    64.66
Goldman Sachs & Co Wertpa  20.00  3/23/2016   EUR    48.43
Goldman Sachs & Co Wertpa   6.00  4/20/2016   EUR    61.46
Goldman Sachs & Co Wertpa  13.00  4/20/2016   EUR    53.56
Goldman Sachs & Co Wertpa  19.00  4/20/2016   EUR    49.83
Goldman Sachs & Co Wertpa  22.00  4/20/2016   EUR    48.26
Goldman Sachs & Co Wertpa   5.00  5/25/2016   EUR    65.13
Goldman Sachs & Co Wertpa   9.00  5/25/2016   EUR    59.33
Goldman Sachs & Co Wertpa  20.00  5/25/2016   EUR    51.86
Goldman Sachs & Co Wertpa   9.00  6/22/2016   EUR    59.92
Goldman Sachs & Co Wertpa  13.00  6/22/2016   EUR    55.70
Goldman Sachs & Co Wertpa  21.00  6/22/2016   EUR    51.70
Goldman Sachs & Co Wertpa  20.00  7/20/2016   EUR    52.88
Goldman Sachs & Co Wertpa   5.00  9/21/2016   EUR    65.60
Goldman Sachs & Co Wertpa  10.00  9/21/2016   EUR    59.49
Goldman Sachs & Co Wertpa  15.00  9/21/2016   EUR    55.34
Goldman Sachs & Co Wertpa  17.00  9/21/2016   EUR    54.52
Goldman Sachs & Co Wertpa   5.00  3/22/2017   EUR    66.47
Goldman Sachs & Co Wertpa   7.00  3/22/2017   EUR    63.04
Goldman Sachs & Co Wertpa   8.00  3/22/2017   EUR    61.60
Goldman Sachs & Co Wertpa  13.00  3/22/2017   EUR    58.53
Goldman Sachs & Co Wertpa   4.00  6/21/2017   EUR    67.62
Goldman Sachs & Co Wertpa   6.00  6/21/2017   EUR    64.63
Goldman Sachs & Co Wertpa   7.00  6/21/2017   EUR    63.40
Goldman Sachs & Co Wertpa   8.00  6/21/2017   EUR    62.33
Goldman Sachs & Co Wertpa  10.00  6/21/2017   EUR    62.73
Goldman Sachs & Co Wertpa  24.00  2/24/2016   EUR    54.66
Goldman Sachs & Co Wertpa  22.00  3/23/2016   EUR    58.51
Goldman Sachs & Co Wertpa  18.00  4/20/2016   EUR    62.00
Goldman Sachs & Co Wertpa  19.00  5/25/2016   EUR    61.73
Goldman Sachs & Co Wertpa  21.00  7/20/2016   EUR    61.42
Goldman Sachs & Co Wertpa   7.00  3/22/2017   EUR    75.20
Goldman Sachs & Co Wertpa  15.00  3/22/2017   EUR    68.29
Goldman Sachs & Co Wertpa   8.00  6/21/2017   EUR    75.15
Goldman Sachs & Co Wertpa  10.00  6/21/2017   EUR    71.11
Goldman Sachs & Co Wertpa  20.00  4/20/2016   EUR    45.73
Goldman Sachs & Co Wertpa   4.00  6/22/2016   EUR    60.86
Goldman Sachs & Co Wertpa   5.00  9/21/2016   EUR    58.90
Goldman Sachs & Co Wertpa   4.00 12/21/2016   EUR    62.16
Goldman Sachs & Co Wertpa   5.00  6/21/2017   EUR    61.30
Goldman Sachs & Co Wertpa   8.00  5/25/2016   EUR    74.33
Goldman Sachs & Co Wertpa  10.00  5/25/2016   EUR    74.83
Goldman Sachs & Co Wertpa   9.00  7/20/2016   EUR    75.84
Goldman Sachs & Co Wertpa   8.00  5/25/2016   EUR    75.82
Goldman Sachs & Co Wertpa   3.00  2/24/2016   EUR    67.26
Goldman Sachs & Co Wertpa   3.00  3/23/2016   EUR    66.22
Goldman Sachs & Co Wertpa   4.00  4/20/2016   EUR    66.46
Goldman Sachs & Co Wertpa   4.00  7/20/2016   EUR    65.33
Goldman Sachs & Co Wertpa   5.00 12/21/2016   EUR    66.54
Goldman Sachs & Co Wertpa   7.00 12/21/2016   EUR    68.19
Goldman Sachs & Co Wertpa   7.00 12/21/2016   EUR    68.19
Goldman Sachs & Co Wertpa   5.00  3/22/2017   EUR    67.03
Goldman Sachs & Co Wertpa   7.00  3/22/2017   EUR    69.17
Goldman Sachs & Co Wertpa   5.00  6/21/2017   EUR    66.34
Goldman Sachs & Co Wertpa   7.00  6/21/2017   EUR    68.97
Goldman Sachs & Co Wertpa   8.00  6/21/2017   EUR    70.28
Goldman Sachs & Co Wertpa   3.00  3/23/2016   EUR    54.35
Goldman Sachs & Co Wertpa   4.00  4/20/2016   EUR    54.78
Goldman Sachs & Co Wertpa   4.00  7/20/2016   EUR    55.54
Goldman Sachs & Co Wertpa   5.00  7/20/2016   EUR    55.95
Goldman Sachs & Co Wertpa   8.00  7/20/2016   EUR    57.16
Goldman Sachs & Co Wertpa   6.00 12/21/2016   EUR    58.58
Goldman Sachs & Co Wertpa   9.00 12/21/2016   EUR    61.04
Goldman Sachs & Co Wertpa   9.00 12/21/2016   EUR    61.04
Goldman Sachs & Co Wertpa   5.00  3/22/2017   EUR    58.70
Goldman Sachs & Co Wertpa   6.00  3/22/2017   EUR    59.77
Goldman Sachs & Co Wertpa   6.00  6/21/2017   EUR    60.85
Goldman Sachs & Co Wertpa   8.00  6/21/2017   EUR    63.48
Goldman Sachs & Co Wertpa  11.00  2/24/2016   EUR    55.55
Goldman Sachs & Co Wertpa  11.00  3/23/2016   EUR    55.07
Goldman Sachs & Co Wertpa   7.00  4/20/2016   EUR    55.25
Goldman Sachs & Co Wertpa  10.00  4/20/2016   EUR    55.71
Goldman Sachs & Co Wertpa  10.00  4/20/2016   EUR    55.71
Goldman Sachs & Co Wertpa   6.00  5/25/2016   EUR    55.50
Goldman Sachs & Co Wertpa  11.00  5/25/2016   EUR    56.76
Goldman Sachs & Co Wertpa   5.00  6/22/2016   EUR    55.53
Goldman Sachs & Co Wertpa  11.00  6/22/2016   EUR    57.49
Goldman Sachs & Co Wertpa  10.00  7/20/2016   EUR    57.79
Goldman Sachs & Co Wertpa   5.00  9/21/2016   EUR    56.24
Goldman Sachs & Co Wertpa   7.00  9/21/2016   EUR    57.39
Goldman Sachs & Co Wertpa  10.00  9/21/2016   EUR    59.11
Goldman Sachs & Co Wertpa   6.00 12/21/2016   EUR    57.86
Goldman Sachs & Co Wertpa   8.00 12/21/2016   EUR    59.50
Goldman Sachs & Co Wertpa   7.00  3/22/2017   EUR    59.70
Goldman Sachs & Co Wertpa   8.00  3/22/2017   EUR    60.76
Goldman Sachs & Co Wertpa   6.00  6/21/2017   EUR    58.62
Goldman Sachs & Co Wertpa   8.00  6/21/2017   EUR    61.24
Goldman Sachs & Co Wertpa   8.00  6/21/2017   EUR    61.24
Goldman Sachs & Co Wertpa   3.00  2/24/2016   EUR    49.88
Goldman Sachs & Co Wertpa  12.00  3/23/2016   EUR    49.53
Goldman Sachs & Co Wertpa  12.00  3/23/2016   EUR    49.53
Goldman Sachs & Co Wertpa   3.00  4/20/2016   EUR    49.07
Goldman Sachs & Co Wertpa  10.00  4/20/2016   EUR    50.16
Goldman Sachs & Co Wertpa  11.00  4/20/2016   EUR    50.32
Goldman Sachs & Co Wertpa   7.00  5/25/2016   EUR    49.87
Goldman Sachs & Co Wertpa  10.00  5/25/2016   EUR    50.63
Goldman Sachs & Co Wertpa   4.00  6/22/2016   EUR    49.46
Goldman Sachs & Co Wertpa   4.00  7/20/2016   EUR    49.72
Goldman Sachs & Co Wertpa  11.00  7/20/2016   EUR    52.54
Goldman Sachs & Co Wertpa  10.00  9/21/2016   EUR    53.66
Goldman Sachs & Co Wertpa   7.00 12/21/2016   EUR    53.52
Goldman Sachs & Co Wertpa   8.00 12/21/2016   EUR    54.34
Goldman Sachs & Co Wertpa   9.00 12/21/2016   EUR    55.16
Goldman Sachs & Co Wertpa   9.00 12/21/2016   EUR    55.16
Goldman Sachs & Co Wertpa   5.00  3/22/2017   EUR    52.97
Goldman Sachs & Co Wertpa   7.00  3/22/2017   EUR    55.11
Goldman Sachs & Co Wertpa   8.00  3/22/2017   EUR    56.18
Goldman Sachs & Co Wertpa   8.00  3/22/2017   EUR    56.18
Goldman Sachs & Co Wertpa   8.00  6/21/2017   EUR    57.33
Goldman Sachs & Co Wertpa   8.00  6/21/2017   EUR    57.33
Notenstein La Roche Priva   6.20   1/6/2017   CHF    72.36
Bank Julius Baer & Co Ltd   6.00   7/5/2016   EUR    72.10
Vontobel Financial Produc   7.55  7/22/2016   EUR    50.35
Landesbank Hessen-Thuerin   4.00  7/31/2019   EUR    66.31
Vontobel Financial Produc   7.55  7/22/2016   EUR    50.68
Credit Suisse AG/London     8.25   7/6/2016   USD    55.72
Deutsche Bank AG            6.50  3/22/2016   EUR    71.80
Deutsche Bank AG            4.50  9/20/2016   EUR    70.10
Deutsche Bank AG            4.50  3/22/2016   EUR    71.60
Deutsche Bank AG            6.50  9/20/2016   EUR    77.50
Deutsche Bank AG            6.50  6/21/2016   EUR    77.40
Deutsche Bank AG            4.50  6/21/2016   EUR    76.70
Deutsche Bank AG            4.50 12/20/2016   EUR    70.30
Deutsche Bank AG            6.50  6/21/2016   EUR    58.50
Deutsche Bank AG            4.50  9/20/2016   EUR    53.80
Deutsche Bank AG            6.50  9/20/2016   EUR    59.90
Deutsche Bank AG            4.50 12/20/2016   EUR    54.70
Deutsche Bank AG            4.50  9/20/2016   EUR    58.70
Deutsche Bank AG            6.50  3/22/2016   EUR    53.00
Deutsche Bank AG            4.50  6/21/2016   EUR    54.20
Deutsche Bank AG            6.50 12/20/2016   EUR    61.70
Deutsche Bank AG            4.50  9/20/2016   EUR    59.00
Deutsche Bank AG            4.50 12/20/2016   EUR    60.00
Deutsche Bank AG            4.50 12/20/2016   EUR    56.40
Deutsche Bank AG            6.50  6/21/2016   EUR    54.90
Deutsche Bank AG            6.50  6/21/2016   EUR    58.70
Vontobel Financial Produc   8.00  7/22/2016   EUR    52.94
Deutsche Bank AG            4.50  3/22/2016   EUR    58.10
Deutsche Bank AG            6.50  9/20/2016   EUR    56.50
Deutsche Bank AG            8.20  9/20/2016   EUR    72.30
Deutsche Bank AG            8.20  6/21/2016   EUR    54.00
Deutsche Bank AG            8.20 12/20/2016   EUR    57.80
Deutsche Bank AG            8.20  3/22/2016   EUR    54.60
Deutsche Bank AG            8.20  9/20/2016   EUR    57.50
Deutsche Bank AG            5.50  6/22/2016   EUR    62.70
Deutsche Bank AG            4.50  6/22/2016   EUR    58.30
Deutsche Bank AG            6.50  6/22/2016   EUR    59.00
Deutsche Bank AG            4.50  6/22/2016   EUR    54.80
Deutsche Bank AG            6.50  6/22/2016   EUR    55.50
Deutsche Bank AG            5.50  6/22/2016   EUR    55.10
Deutsche Bank AG            6.50  9/20/2016   EUR    64.30
Deutsche Bank AG            4.50  9/20/2016   EUR    59.30
Deutsche Bank AG            6.50  9/20/2016   EUR    57.00
Deutsche Bank AG            6.50 12/20/2016   EUR    65.40
Deutsche Bank AG            5.50 12/20/2016   EUR    64.60
Deutsche Bank AG            6.50 12/20/2016   EUR    61.70
Deutsche Bank AG            5.50 12/20/2016   EUR    57.60
Deutsche Bank AG            4.50 12/20/2016   EUR    56.70
Deutsche Bank AG            5.50  6/22/2016   EUR    77.00
Deutsche Bank AG            6.50  6/22/2016   EUR    77.30
Deutsche Bank AG            6.50  6/22/2016   EUR    73.90
Deutsche Bank AG            4.50  6/22/2016   EUR    70.00
Deutsche Bank AG            5.50  6/22/2016   EUR    70.40
Deutsche Bank AG            4.50  9/20/2016   EUR    77.00
Deutsche Bank AG            4.50  9/20/2016   EUR    73.90
Deutsche Bank AG            6.50  9/20/2016   EUR    72.00
Deutsche Bank AG            8.20  6/21/2016   EUR    71.10
Deutsche Bank AG            5.50  9/20/2016   EUR    72.30
Deutsche Bank AG            4.50  9/20/2016   EUR    71.70
Deutsche Bank AG            6.50  9/20/2016   EUR    72.90
Deutsche Bank AG            4.50 12/20/2016   EUR    72.40
Deutsche Bank AG            4.50  6/22/2016   EUR    72.60
Deutsche Bank AG            6.50 12/20/2016   EUR    76.20
Deutsche Bank AG            5.50 12/20/2016   EUR    72.50
Deutsche Bank AG            6.50  6/21/2016   EUR    71.30
Deutsche Bank AG            4.50  9/20/2016   EUR    71.40
Deutsche Bank AG            4.50 12/20/2016   EUR    70.40
Vontobel Financial Produc   4.10  6/24/2016   EUR    72.46
Commerzbank AG              8.00  6/23/2016   EUR    75.34
Commerzbank AG              6.50  6/23/2016   EUR    71.72
Commerzbank AG              8.00  4/21/2016   EUR    70.25
DZ Bank AG Deutsche Zentr   7.20  6/20/2016   EUR    74.89
Deutsche Bank AG            5.00  7/15/2016   EUR    55.02
Bank Julius Baer & Co Ltd   8.90  6/30/2016   USD    35.50
Bank Julius Baer & Co Ltd  11.70  6/30/2016   USD    50.10
Bank Julius Baer & Co Ltd   8.25  6/30/2016   USD    62.35
Vontobel Financial Produc   7.60  9/23/2016   EUR    72.83
Vontobel Financial Produc   8.75  6/24/2016   EUR    71.47
Vontobel Financial Produc   7.10  6/24/2016   EUR    55.61
Vontobel Financial Produc   6.65  3/29/2016   EUR    73.25
Vontobel Financial Produc   6.60  6/24/2016   EUR    68.13
Vontobel Financial Produc   8.35  6/24/2016   EUR    74.09
Bank Julius Baer & Co Ltd  12.50   7/8/2016   USD    64.90
Vontobel Financial Produc  10.55  3/29/2016   EUR    62.80
DZ Bank AG Deutsche Zentr   8.40  3/21/2016   EUR    73.55
DZ Bank AG Deutsche Zentr   6.40  6/20/2016   EUR    75.78
DZ Bank AG Deutsche Zentr   6.80  3/21/2016   EUR    53.57
DZ Bank AG Deutsche Zentr   5.90  6/20/2016   EUR    56.61
DZ Bank AG Deutsche Zentr   7.10  6/20/2016   EUR    55.28
DZ Bank AG Deutsche Zentr   6.30  3/21/2016   EUR    58.07
DZ Bank AG Deutsche Zentr   6.00  6/20/2016   EUR    59.47
DZ Bank AG Deutsche Zentr   5.80  9/19/2016   EUR    72.80
DZ Bank AG Deutsche Zentr   6.60  9/19/2016   EUR    71.25
DZ Bank AG Deutsche Zentr   5.00  9/19/2016   EUR    52.33
DZ Bank AG Deutsche Zentr   7.50  3/21/2016   EUR    65.41
DZ Bank AG Deutsche Zentr   6.00  3/21/2016   EUR    50.85
DZ Bank AG Deutsche Zentr   5.75  6/20/2016   EUR    52.19
HSBC Trinkaus & Burkhardt  10.90  6/24/2016   EUR    69.79
HSBC Trinkaus & Burkhardt   9.40  9/23/2016   EUR    71.55
HSBC Trinkaus & Burkhardt   9.00  5/27/2016   EUR    71.63
HSBC Trinkaus & Burkhardt   7.20  5/27/2016   EUR    73.57
HSBC Trinkaus & Burkhardt   6.90 12/23/2016   EUR    66.50
HSBC Trinkaus & Burkhardt   6.40  9/23/2016   EUR    61.91
HSBC Trinkaus & Burkhardt   8.60  2/26/2016   EUR    57.41
HSBC Trinkaus & Burkhardt   9.60  9/23/2016   EUR    74.65
HSBC Trinkaus & Burkhardt   9.70  9/23/2016   EUR    67.96
HSBC Trinkaus & Burkhardt   9.40  2/26/2016   EUR    71.32
HSBC Trinkaus & Burkhardt   6.30  2/26/2016   EUR    73.88
HSBC Trinkaus & Burkhardt  11.70  9/23/2016   EUR    70.84
HSBC Trinkaus & Burkhardt   9.70  2/26/2016   EUR    71.47
HSBC Trinkaus & Burkhardt  11.30  9/23/2016   EUR    55.41
HSBC Trinkaus & Burkhardt  10.00  5/27/2016   EUR    55.42
HSBC Trinkaus & Burkhardt   8.30  6/24/2016   EUR    68.66
HSBC Trinkaus & Burkhardt   9.20 12/23/2016   EUR    68.25
HSBC Trinkaus & Burkhardt   6.40 12/23/2016   EUR    71.99
HSBC Trinkaus & Burkhardt   6.30  4/22/2016   EUR    72.65
HSBC Trinkaus & Burkhardt  11.80  5/27/2016   EUR    64.66
HSBC Trinkaus & Burkhardt   8.80  9/23/2016   EUR    51.14
HSBC Trinkaus & Burkhardt   6.30  6/24/2016   EUR    81.36
HSBC Trinkaus & Burkhardt  13.60  9/23/2016   EUR    70.01
HSBC Trinkaus & Burkhardt   6.20  3/25/2016   EUR    67.57
HSBC Trinkaus & Burkhardt   6.90  9/23/2016   EUR    67.31
HSBC Trinkaus & Burkhardt  14.00  2/26/2016   EUR    58.54
HSBC Trinkaus & Burkhardt  10.10  3/25/2016   EUR    65.18
HSBC Trinkaus & Burkhardt   9.70  6/24/2016   EUR    52.11
HSBC Trinkaus & Burkhardt   8.20  6/24/2016   EUR    54.75
Commerzbank AG              4.00  6/23/2016   EUR    76.69
Commerzbank AG              4.75  6/23/2016   EUR    75.32
Commerzbank AG              6.50  6/23/2016   EUR    72.86
Commerzbank AG              8.25  6/23/2016   EUR    70.63
Commerzbank AG              6.00  6/23/2016   EUR    74.91
Commerzbank AG              7.75  6/23/2016   EUR    72.58
Commerzbank AG              6.50  6/23/2016   EUR    76.38
Commerzbank AG              8.25  6/23/2016   EUR    74.05
Commerzbank AG              4.50  6/23/2016   EUR    61.02
Commerzbank AG              5.00  6/23/2016   EUR    60.52
Commerzbank AG              5.75  6/23/2016   EUR    59.54
Commerzbank AG              6.00  6/23/2016   EUR    59.00
Commerzbank AG              6.75  6/23/2016   EUR    58.09
Commerzbank AG              7.75  6/23/2016   EUR    57.29
Commerzbank AG              4.25  6/23/2016   EUR    72.40
Commerzbank AG              5.00  6/23/2016   EUR    71.36
Commerzbank AG              6.50  6/23/2016   EUR    69.22
Commerzbank AG              8.25  6/23/2016   EUR    67.35
Commerzbank AG              7.50  6/23/2016   EUR    54.80
Commerzbank AG              9.25  6/23/2016   EUR    53.32
Commerzbank AG              5.50  6/23/2016   EUR    72.68
Commerzbank AG              7.25  6/23/2016   EUR    69.58
Commerzbank AG              8.25  6/23/2016   EUR    68.18
Commerzbank AG              9.25  6/23/2016   EUR    66.85
Commerzbank AG              4.50  6/23/2016   EUR    78.81
Commerzbank AG              6.25  6/23/2016   EUR    75.60
Commerzbank AG              7.25  6/23/2016   EUR    73.94
Commerzbank AG              9.25  6/23/2016   EUR    71.30
Commerzbank AG              5.25  6/23/2016   EUR    74.75
Commerzbank AG              4.50  6/23/2016   EUR    58.44
Commerzbank AG              4.25  6/23/2016   EUR    71.44
Commerzbank AG              5.50  6/23/2016   EUR    68.86
Commerzbank AG              6.25  6/23/2016   EUR    67.66
Commerzbank AG              8.50  6/23/2016   EUR    64.46
Commerzbank AG              4.50  6/23/2016   EUR    52.66
Commerzbank AG              7.75  6/23/2016   EUR    49.57
Commerzbank AG              4.50  6/23/2016   EUR    60.71
Commerzbank AG              6.75  6/23/2016   EUR    56.72
Commerzbank AG              8.75  6/23/2016   EUR    54.62
Commerzbank AG              6.25  6/23/2016   EUR    66.76
Commerzbank AG              7.75  6/23/2016   EUR    64.68
Commerzbank AG              9.50  6/23/2016   EUR    62.80
Commerzbank AG              9.00  5/26/2016   EUR    68.26
Credit Suisse AG/Nassau     7.50  1/10/2017   CHF    75.51
Goldman Sachs & Co Wertpa   7.00  7/20/2016   EUR    71.63
Goldman Sachs & Co Wertpa   8.00  6/21/2017   EUR    76.30
Goldman Sachs & Co Wertpa   8.00  6/21/2017   EUR    76.30
Goldman Sachs & Co Wertpa   4.00  2/24/2016   EUR    75.24
Goldman Sachs & Co Wertpa  11.00  7/20/2016   EUR    63.18
Goldman Sachs & Co Wertpa   4.00 12/21/2016   EUR    56.93
Goldman Sachs & Co Wertpa   3.00  5/25/2016   EUR    52.09
Goldman Sachs & Co Wertpa   3.00  6/22/2016   EUR    52.24
Goldman Sachs & Co Wertpa   4.00  2/24/2016   EUR    47.62
Goldman Sachs & Co Wertpa   6.00  3/22/2017   EUR    51.94
Commerzbank AG             11.75  6/23/2016   EUR    61.12
Commerzbank AG             15.25  6/23/2016   EUR    56.78
Commerzbank AG             15.75  6/23/2016   EUR    62.76
Commerzbank AG              7.50  6/23/2016   EUR    55.71
Commerzbank AG             11.50  6/23/2016   EUR    68.51
Commerzbank AG             12.00  6/23/2016   EUR    69.49
Commerzbank AG             13.50  6/23/2016   EUR    73.70
Commerzbank AG              7.75  6/23/2016   EUR    81.19
Commerzbank AG             11.25  6/23/2016   EUR    74.48
Commerzbank AG              8.50  6/23/2016   EUR    71.65
Commerzbank AG             12.50  6/23/2016   EUR    66.50
Commerzbank AG             10.25  6/23/2016   EUR    76.64
Goldman Sachs & Co Wertpa  11.00  3/22/2017   EUR    67.95
Bank Julius Baer & Co Ltd   5.80   7/4/2016   CHF    75.30
Commerzbank AG              8.75  6/23/2016   EUR    66.72
Leonteq Securities AG      10.00 10/13/2016   CHF    61.07
Leonteq Securities AG       8.00 10/13/2016   CHF    72.75
LBBW                        3.00  2/26/2016   EUR    67.04
LBBW                        2.50 12/23/2016   EUR    67.62
LBBW                        3.50 12/23/2016   EUR    65.18
LBBW                        4.00  2/26/2016   EUR    77.10
LBBW                        3.00 12/23/2016   EUR    72.19
LBBW                        4.00 12/23/2016   EUR    70.30
LBBW                        3.00 12/23/2016   EUR    74.96
LBBW                        3.00  2/26/2016   EUR    79.62
LBBW                        3.00  2/26/2016   EUR    75.74
LBBW                        4.00  2/26/2016   EUR    52.69
LBBW                        3.00 12/23/2016   EUR    56.98
LBBW                        2.50 12/23/2016   EUR    60.84
LBBW                        3.00  2/26/2016   EUR    58.98
LBBW                        4.00 12/23/2016   EUR    61.50
LBBW                        3.00  2/26/2016   EUR    53.99
Notenstein La Roche Priva   7.30  1/10/2017   EUR    77.04
UBS AG/London               5.50   7/3/2017   CHF    68.90
Zurcher Kantonalbank Fina  11.06   7/1/2016   CHF    61.81
Vontobel Financial Produc   3.70   9/9/2016   EUR    55.08
Vontobel Financial Produc   2.50   9/9/2016   EUR    57.28
Vontobel Financial Produc   3.65  6/10/2016   EUR    41.63
Vontobel Financial Produc   5.35   9/9/2016   EUR    40.14
Vontobel Financial Produc   5.70   9/9/2016   EUR    59.64
Vontobel Financial Produc   4.35   9/9/2016   EUR    61.93
Vontobel Financial Produc   6.30  6/10/2016   EUR    58.84
Vontobel Financial Produc   4.80  3/11/2016   EUR    57.37
Vontobel Financial Produc   5.80  6/30/2016   EUR    76.48
Vontobel Financial Produc   5.10   9/9/2016   EUR    57.70
Vontobel Financial Produc   7.00  6/17/2016   EUR    58.31
Leonteq Securities AG      10.00  7/13/2016   EUR    55.38
UBS AG/London               7.00   7/3/2017   CHF    73.14
Commerzbank AG             10.75  6/23/2016   EUR    71.47
Commerzbank AG              7.00  6/23/2016   EUR    74.79
Commerzbank AG             11.00  6/23/2016   EUR    69.22
Commerzbank AG              8.25  6/23/2016   EUR    52.29
Commerzbank AG             10.00  6/23/2016   EUR    50.90
Vontobel Financial Produc   4.65  9/16/2016   EUR    68.84
Vontobel Financial Produc   4.35   9/9/2016   EUR    55.63
Landesbank Hessen-Thuerin   3.00 10/31/2016   EUR    64.20
WGZ-Bank AG Westdeutsche    4.00 12/19/2016   EUR    69.62
Deutsche Bank AG            3.20  8/24/2016   EUR    65.70
Deutsche Bank AG            3.20 10/26/2016   EUR    71.30
Deutsche Bank AG            3.20  9/20/2016   EUR    68.50
Deutsche Bank AG            3.20  7/20/2016   EUR    68.30
Deutsche Bank AG            3.20  8/24/2016   EUR    68.40
Deutsche Bank AG            3.20  9/20/2016   EUR    64.70
Deutsche Bank AG            3.20 12/20/2016   EUR    68.70
Deutsche Bank AG            3.20 11/23/2016   EUR    68.60
Deutsche Bank AG            3.20  7/20/2016   EUR    59.70
Deutsche Bank AG            3.20  8/24/2016   EUR    64.60
Deutsche Bank AG            3.20 11/23/2016   EUR    65.10
Deutsche Bank AG            3.20  9/20/2016   EUR    60.10
Deutsche Bank AG            3.20  7/20/2016   EUR    64.40
LBBW                        4.70  7/22/2016   EUR    55.24
Bank Julius Baer & Co Ltd   7.80   7/1/2016   CHF    72.45
Vontobel Financial Produc   5.60  6/24/2016   EUR    73.29
Credit Suisse AG/London     7.25   7/1/2016   CHF    50.14
UBS AG                      5.00  6/24/2016   EUR    58.57
UBS AG                      6.50  6/24/2016   EUR    74.78
Goldman Sachs & Co Wertpa  21.00  4/20/2016   EUR    65.79
Goldman Sachs & Co Wertpa  17.00  9/21/2016   EUR    73.75
Goldman Sachs & Co Wertpa  21.00  2/24/2016   EUR    70.70
Goldman Sachs & Co Wertpa  18.00  4/20/2016   EUR    72.74
Goldman Sachs & Co Wertpa  25.00  4/20/2016   EUR    65.16
Goldman Sachs & Co Wertpa  23.00  6/22/2016   EUR    66.83
Goldman Sachs & Co Wertpa  16.00 12/21/2016   EUR    72.55
Goldman Sachs & Co Wertpa  15.00  5/25/2016   EUR    62.95
Goldman Sachs & Co Wertpa  24.00  5/25/2016   EUR    56.87
Goldman Sachs & Co Wertpa  21.00  7/20/2016   EUR    59.28
Goldman Sachs & Co Wertpa   8.00 12/21/2016   EUR    69.70
Goldman Sachs & Co Wertpa  16.00 12/21/2016   EUR    63.92
Goldman Sachs & Co Wertpa   8.00  3/22/2017   EUR    71.18
Goldman Sachs & Co Wertpa   8.00  6/21/2017   EUR    71.46
Goldman Sachs & Co Wertpa  13.00  6/21/2017   EUR    66.67
Goldman Sachs & Co Wertpa  25.00  2/24/2016   EUR    66.76
Goldman Sachs & Co Wertpa   3.00  2/24/2016   EUR    73.37
Goldman Sachs & Co Wertpa   3.00  3/23/2016   EUR    69.04
Goldman Sachs & Co Wertpa   3.00  3/23/2016   EUR    72.27
Goldman Sachs & Co Wertpa   3.00  4/20/2016   EUR    72.35
Goldman Sachs & Co Wertpa   3.00  6/22/2016   EUR    72.09
Goldman Sachs & Co Wertpa   4.00  7/20/2016   EUR    69.61
Goldman Sachs & Co Wertpa   7.00  7/20/2016   EUR    63.19
Goldman Sachs & Co Wertpa  21.00  7/20/2016   EUR    53.08
Goldman Sachs & Co Wertpa   4.00  9/21/2016   EUR    69.81
Goldman Sachs & Co Wertpa   3.00 12/21/2016   EUR    71.81
Goldman Sachs & Co Wertpa   7.00 12/21/2016   EUR    63.63
Goldman Sachs & Co Wertpa  16.00 12/21/2016   EUR    57.89
Goldman Sachs & Co Wertpa   4.00  3/22/2017   EUR    72.83
Goldman Sachs & Co Wertpa   4.00  3/22/2017   EUR    70.51
Goldman Sachs & Co Wertpa   5.00  3/22/2017   EUR    67.10
Goldman Sachs & Co Wertpa   8.00  3/22/2017   EUR    62.40
Goldman Sachs & Co Wertpa   6.00  6/21/2017   EUR    69.12
Goldman Sachs & Co Wertpa   8.00  6/21/2017   EUR    64.11
Goldman Sachs & Co Wertpa  20.00  2/24/2016   EUR    73.44
Goldman Sachs & Co Wertpa  22.00  7/20/2016   EUR    72.20
Goldman Sachs & Co Wertpa  15.00  4/20/2016   EUR    69.47
Goldman Sachs & Co Wertpa   9.00  5/25/2016   EUR    75.73
Goldman Sachs & Co Wertpa  10.00  6/21/2017   EUR    74.71
Goldman Sachs & Co Wertpa   9.00  3/22/2017   EUR    75.36
Goldman Sachs & Co Wertpa  23.00  5/25/2016   EUR    73.23
Goldman Sachs & Co Wertpa   4.00  2/24/2016   EUR    65.91
Goldman Sachs & Co Wertpa  15.00  2/24/2016   EUR    52.80
Goldman Sachs & Co Wertpa  18.00  2/24/2016   EUR    50.30
Goldman Sachs & Co Wertpa   6.00  3/23/2016   EUR    61.07
Goldman Sachs & Co Wertpa  24.00  3/23/2016   EUR    46.71
Goldman Sachs & Co Wertpa   4.00  4/20/2016   EUR    64.82
Goldman Sachs & Co Wertpa  10.00  4/20/2016   EUR    55.79
Goldman Sachs & Co Wertpa   7.00  5/25/2016   EUR    62.07
Goldman Sachs & Co Wertpa  23.00  5/25/2016   EUR    50.59
Goldman Sachs & Co Wertpa  18.00  6/22/2016   EUR    52.73
Goldman Sachs & Co Wertpa  15.00  7/20/2016   EUR    55.05
Goldman Sachs & Co Wertpa   4.00  9/21/2016   EUR    68.49
Goldman Sachs & Co Wertpa   6.00  9/21/2016   EUR    62.94
Goldman Sachs & Co Wertpa   4.00 12/21/2016   EUR    68.58
Goldman Sachs & Co Wertpa  15.00 12/21/2016   EUR    57.12
Goldman Sachs & Co Wertpa   4.00  3/22/2017   EUR    68.45
Goldman Sachs & Co Wertpa   6.00  3/22/2017   EUR    64.66
Goldman Sachs & Co Wertpa   9.00  3/22/2017   EUR    60.33
Goldman Sachs & Co Wertpa   5.00  6/21/2017   EUR    66.04
Goldman Sachs & Co Wertpa  13.00  6/21/2017   EUR    60.88
Goldman Sachs & Co Wertpa  21.00  4/20/2016   EUR    60.23
Goldman Sachs & Co Wertpa  15.00  5/25/2016   EUR    65.46
Goldman Sachs & Co Wertpa   6.00  3/22/2017   EUR    76.77
Goldman Sachs & Co Wertpa   8.00  3/22/2017   EUR    73.76
Goldman Sachs & Co Wertpa  10.00  3/22/2017   EUR    71.15
Goldman Sachs & Co Wertpa   6.00  6/21/2017   EUR    77.41
Goldman Sachs & Co Wertpa   7.00  6/21/2017   EUR    76.26
Goldman Sachs & Co Wertpa  10.00  6/21/2017   EUR    73.22
Goldman Sachs & Co Wertpa  13.00  6/21/2017   EUR    69.22
Goldman Sachs & Co Wertpa   9.00  4/20/2016   EUR    52.78
Goldman Sachs & Co Wertpa   3.00  9/21/2016   EUR    64.36
Goldman Sachs & Co Wertpa   3.00  3/22/2017   EUR    64.95
Goldman Sachs & Co Wertpa   7.00  3/22/2017   EUR    57.94
Goldman Sachs & Co Wertpa   4.00  6/21/2017   EUR    62.80
Goldman Sachs & Co Wertpa  10.00  5/25/2016   EUR    74.83
Goldman Sachs & Co Wertpa   8.00  7/20/2016   EUR    75.44
Goldman Sachs & Co Wertpa   9.00  7/20/2016   EUR    75.84
Goldman Sachs & Co Wertpa  10.00  5/25/2016   EUR    76.32
Goldman Sachs & Co Wertpa   4.00  5/25/2016   EUR    65.21
Goldman Sachs & Co Wertpa   4.00  6/22/2016   EUR    65.24
Goldman Sachs & Co Wertpa   7.00  7/20/2016   EUR    66.54
Goldman Sachs & Co Wertpa   6.00 12/21/2016   EUR    67.37
Goldman Sachs & Co Wertpa   8.00 12/21/2016   EUR    69.01
Goldman Sachs & Co Wertpa   6.00  3/22/2017   EUR    68.10
Goldman Sachs & Co Wertpa   7.00  3/22/2017   EUR    69.17
Goldman Sachs & Co Wertpa   8.00  3/22/2017   EUR    70.24
Goldman Sachs & Co Wertpa   6.00  6/21/2017   EUR    67.65
Goldman Sachs & Co Wertpa   7.00  6/21/2017   EUR    68.97
Goldman Sachs & Co Wertpa   8.00  6/21/2017   EUR    70.28
Goldman Sachs & Co Wertpa   3.00  2/24/2016   EUR    55.09
Goldman Sachs & Co Wertpa   4.00  2/24/2016   EUR    55.09
Goldman Sachs & Co Wertpa   4.00  4/20/2016   EUR    54.78
Goldman Sachs & Co Wertpa   4.00  5/25/2016   EUR    55.08
Goldman Sachs & Co Wertpa   4.00  6/22/2016   EUR    55.27
Goldman Sachs & Co Wertpa   6.00  7/20/2016   EUR    56.35
Goldman Sachs & Co Wertpa  10.00  7/20/2016   EUR    57.97
Goldman Sachs & Co Wertpa   6.00 12/21/2016   EUR    58.57
Goldman Sachs & Co Wertpa   6.00  3/22/2017   EUR    59.77
Goldman Sachs & Co Wertpa   7.00  3/22/2017   EUR    60.84
Goldman Sachs & Co Wertpa   8.00  3/22/2017   EUR    61.91
Goldman Sachs & Co Wertpa   8.00  3/22/2017   EUR    61.91
Goldman Sachs & Co Wertpa   5.00  6/21/2017   EUR    59.54
Goldman Sachs & Co Wertpa   7.00  6/21/2017   EUR    62.17
Goldman Sachs & Co Wertpa   8.00  6/21/2017   EUR    63.48
Goldman Sachs & Co Wertpa   8.00  6/21/2017   EUR    63.48
Goldman Sachs & Co Wertpa   3.00  2/24/2016   EUR    55.50
Goldman Sachs & Co Wertpa  10.00  2/24/2016   EUR    55.54
Goldman Sachs & Co Wertpa  11.00  2/24/2016   EUR    55.55
Goldman Sachs & Co Wertpa   3.00  3/23/2016   EUR    54.44
Goldman Sachs & Co Wertpa  10.00  3/23/2016   EUR    54.99
Goldman Sachs & Co Wertpa   4.00  4/20/2016   EUR    54.78
Goldman Sachs & Co Wertpa   5.00  4/20/2016   EUR    54.93
Goldman Sachs & Co Wertpa   4.00  5/25/2016   EUR    55.00
Goldman Sachs & Co Wertpa   7.00  5/25/2016   EUR    55.76
Goldman Sachs & Co Wertpa  10.00  5/25/2016   EUR    56.51
Goldman Sachs & Co Wertpa  11.00  5/25/2016   EUR    56.76
Goldman Sachs & Co Wertpa   8.00  6/22/2016   EUR    56.51
Goldman Sachs & Co Wertpa  10.00  6/22/2016   EUR    57.16
Goldman Sachs & Co Wertpa  11.00  6/22/2016   EUR    57.49
Goldman Sachs & Co Wertpa  10.00  7/20/2016   EUR    57.79
Goldman Sachs & Co Wertpa  10.00  7/20/2016   EUR    57.79
Goldman Sachs & Co Wertpa   6.00  9/21/2016   EUR    56.81
Goldman Sachs & Co Wertpa  10.00  9/21/2016   EUR    59.11
Goldman Sachs & Co Wertpa   9.00 12/21/2016   EUR    60.33
Goldman Sachs & Co Wertpa   9.00 12/21/2016   EUR    60.33
Goldman Sachs & Co Wertpa   5.00  3/22/2017   EUR    57.56
Goldman Sachs & Co Wertpa   6.00  3/22/2017   EUR    58.63
Goldman Sachs & Co Wertpa   8.00  3/22/2017   EUR    60.76
Goldman Sachs & Co Wertpa   8.00  3/22/2017   EUR    60.76
Goldman Sachs & Co Wertpa   7.00  6/21/2017   EUR    59.93
Goldman Sachs & Co Wertpa   7.00  6/21/2017   EUR    59.93
Goldman Sachs & Co Wertpa   8.00  6/21/2017   EUR    61.24
Goldman Sachs & Co Wertpa   3.00  3/23/2016   EUR    48.82
Goldman Sachs & Co Wertpa   8.00  4/20/2016   EUR    49.85
Goldman Sachs & Co Wertpa  11.00  4/20/2016   EUR    50.32
Goldman Sachs & Co Wertpa  11.00  4/20/2016   EUR    50.32
Goldman Sachs & Co Wertpa   4.00  5/25/2016   EUR    49.12
Goldman Sachs & Co Wertpa   8.00  7/20/2016   EUR    51.33
Goldman Sachs & Co Wertpa  10.00  7/20/2016   EUR    52.14
Goldman Sachs & Co Wertpa  10.00  7/20/2016   EUR    52.14
Goldman Sachs & Co Wertpa  11.00  7/20/2016   EUR    52.54
Goldman Sachs & Co Wertpa   4.00  9/21/2016   EUR    50.21
Goldman Sachs & Co Wertpa   7.00  9/21/2016   EUR    51.93
Goldman Sachs & Co Wertpa   8.00  9/21/2016   EUR    52.51
Goldman Sachs & Co Wertpa  10.00  9/21/2016   EUR    53.66
Goldman Sachs & Co Wertpa  10.00  9/21/2016   EUR    53.66
Goldman Sachs & Co Wertpa   4.00 12/21/2016   EUR    51.06
Goldman Sachs & Co Wertpa   8.00 12/21/2016   EUR    54.34
Goldman Sachs & Co Wertpa   9.00 12/21/2016   EUR    55.16
Goldman Sachs & Co Wertpa   7.00  3/22/2017   EUR    55.11
Goldman Sachs & Co Wertpa   8.00  3/22/2017   EUR    56.18
Goldman Sachs & Co Wertpa   8.00  3/22/2017   EUR    56.18
Goldman Sachs & Co Wertpa   5.00  6/21/2017   EUR    53.39
Goldman Sachs & Co Wertpa   7.00  6/21/2017   EUR    56.01
Goldman Sachs & Co Wertpa   7.00  6/21/2017   EUR    56.01
Goldman Sachs & Co Wertpa   8.00  6/21/2017   EUR    57.33
Goldman Sachs & Co Wertpa   8.00  6/21/2017   EUR    57.33
UBS AG/London               9.25  6/26/2017   CHF    64.72
Bank Julius Baer & Co Ltd   8.20   7/5/2016   USD    63.75
Vontobel Financial Produc   6.95  7/22/2016   EUR    69.79
Deutsche Bank AG            6.50 12/20/2016   EUR    77.80
Deutsche Bank AG            4.50  6/21/2016   EUR    74.40
Deutsche Bank AG            4.50  6/21/2016   EUR    69.80
Deutsche Bank AG            6.50  9/20/2016   EUR    71.30
Deutsche Bank AG            6.50 12/20/2016   EUR    72.00
Deutsche Bank AG            6.50  6/21/2016   EUR    75.00
Deutsche Bank AG            6.50  3/22/2016   EUR    79.60
Deutsche Bank AG            6.50  6/21/2016   EUR    70.50
Deutsche Bank AG            4.50  9/20/2016   EUR    76.30
Deutsche Bank AG            4.50  3/22/2016   EUR    79.50
Deutsche Bank AG            4.50 12/20/2016   EUR    76.10
Deutsche Bank AG            4.50  3/22/2016   EUR    58.00
Deutsche Bank AG            6.50  3/22/2016   EUR    58.20
Deutsche Bank AG            4.50  6/21/2016   EUR    52.80
Deutsche Bank AG            6.50  9/20/2016   EUR    54.90
Deutsche Bank AG            4.50  6/21/2016   EUR    57.80
Deutsche Bank AG            4.50 12/20/2016   EUR    59.50
Deutsche Bank AG            6.50 12/20/2016   EUR    56.40
Deutsche Bank AG            6.50  6/21/2016   EUR    53.40
Deutsche Bank AG            6.50 12/20/2016   EUR    61.20
Deutsche Bank AG            4.50  3/22/2016   EUR    52.80
LBBW                        3.70  7/27/2018   EUR    56.16
Deutsche Bank AG            6.50  3/22/2016   EUR    58.30
Deutsche Bank AG            4.50  6/21/2016   EUR    58.00
Deutsche Bank AG            4.50  9/20/2016   EUR    55.30
Deutsche Bank AG            4.50  3/22/2016   EUR    54.20
Deutsche Bank AG            6.50  3/22/2016   EUR    54.40
Vontobel Financial Produc   8.00  7/22/2016   EUR    49.70
Vontobel Financial Produc   6.50  7/22/2016   EUR    48.84
Deutsche Bank AG            6.50  9/20/2016   EUR    60.20
Deutsche Bank AG            6.50 12/20/2016   EUR    58.10
Deutsche Bank AG            8.20 12/20/2016   EUR    73.40
Deutsche Bank AG            8.20  3/22/2016   EUR    72.00
Deutsche Bank AG            8.20  3/22/2016   EUR    53.10
Deutsche Bank AG            8.20  9/20/2016   EUR    55.90
Deutsche Bank AG            8.20  6/21/2016   EUR    55.50
Deutsche Bank AG            8.20 12/20/2016   EUR    59.50
Deutsche Bank AG            4.50  6/22/2016   EUR    62.30
Deutsche Bank AG            6.50  6/22/2016   EUR    63.00
Deutsche Bank AG            5.50  6/22/2016   EUR    58.70
Deutsche Bank AG            4.50  9/20/2016   EUR    63.10
Deutsche Bank AG            5.50  9/20/2016   EUR    63.70
Deutsche Bank AG            6.50  9/20/2016   EUR    60.40
Deutsche Bank AG            5.50  9/20/2016   EUR    59.80
Deutsche Bank AG            4.50  9/20/2016   EUR    55.80
Deutsche Bank AG            5.50  9/20/2016   EUR    56.40
Deutsche Bank AG            4.50 12/20/2016   EUR    63.80
Deutsche Bank AG            4.50 12/20/2016   EUR    60.10
Deutsche Bank AG            5.50 12/20/2016   EUR    60.90
Deutsche Bank AG            6.50 12/20/2016   EUR    58.40
Deutsche Bank AG            4.50  6/22/2016   EUR    76.60
Deutsche Bank AG            4.50  6/22/2016   EUR    73.20
Deutsche Bank AG            5.50  6/22/2016   EUR    73.60
Deutsche Bank AG            6.50  6/22/2016   EUR    70.70
Deutsche Bank AG            5.50  9/20/2016   EUR    74.50
Deutsche Bank AG            6.50  9/20/2016   EUR    75.10
Deutsche Bank AG            4.50  9/20/2016   EUR    70.90
Deutsche Bank AG            5.50 12/20/2016   EUR    73.20
Deutsche Bank AG            6.50 12/20/2016   EUR    74.10
Deutsche Bank AG            5.50  6/22/2016   EUR    73.00
Deutsche Bank AG            6.50  6/22/2016   EUR    73.30
Deutsche Bank AG            5.50  9/20/2016   EUR    71.40
Deutsche Bank AG            5.50 12/20/2016   EUR    75.40
Deutsche Bank AG            4.50 12/20/2016   EUR    74.60
Deutsche Bank AG            6.50 12/20/2016   EUR    73.40
Deutsche Bank AG            4.50 12/20/2016   EUR    71.70
Deutsche Bank AG            5.50  6/21/2016   EUR    70.90
Deutsche Bank AG            6.50  9/20/2016   EUR    72.60
Deutsche Bank AG            5.50  9/20/2016   EUR    72.00
Deutsche Bank AG            4.50 12/20/2016   EUR    75.40
Deutsche Bank AG            5.50 12/20/2016   EUR    71.30
Deutsche Bank AG            6.50 12/20/2016   EUR    72.10
Commerzbank AG              7.50  5/26/2016   EUR    74.64
Commerzbank AG              8.00  6/23/2016   EUR    58.61
Commerzbank AG              7.00  4/21/2016   EUR    73.12
Commerzbank AG              8.50  6/23/2016   EUR    74.07
Commerzbank AG             14.00  6/23/2016   EUR    62.33
Commerzbank AG              8.00  6/23/2016   EUR    68.24
LBBW                        3.75 12/23/2016   EUR    61.06
DZ Bank AG Deutsche Zentr   5.25  9/23/2016   EUR    66.35
DZ Bank AG Deutsche Zentr   5.00  9/23/2016   EUR    72.36
LBBW                        3.00  6/26/2020   EUR    73.80
Vontobel Financial Produc   6.00  7/22/2016   EUR    66.71
Vontobel Financial Produc  10.05  3/29/2016   EUR    70.57
Vontobel Financial Produc   7.85  3/29/2016   EUR    54.54
Vontobel Financial Produc   7.20  6/24/2016   EUR    70.87
Vontobel Financial Produc  10.55  3/29/2016   EUR    61.46
Vontobel Financial Produc   9.05  3/29/2016   EUR    54.99
Vontobel Financial Produc   8.80  6/24/2016   EUR    57.00
Credit Suisse AG/London     4.00   7/7/2016   CHF    75.53
Credit Suisse AG/Nassau     8.00  7/11/2016   EUR    71.58
Vontobel Financial Produc   7.35  3/29/2016   EUR    74.20
Vontobel Financial Produc   7.75  6/24/2016   EUR    72.45
Vontobel Financial Produc   6.90  9/23/2016   EUR    73.82
DZ Bank AG Deutsche Zentr   5.00  3/21/2016   EUR    59.80
DZ Bank AG Deutsche Zentr   5.40  9/19/2016   EUR    57.41
DZ Bank AG Deutsche Zentr   6.30  9/19/2016   EUR    56.28
DZ Bank AG Deutsche Zentr   7.30  9/19/2016   EUR    55.29
DZ Bank AG Deutsche Zentr   5.00  6/20/2016   EUR    60.94
DZ Bank AG Deutsche Zentr   4.80  9/19/2016   EUR    74.69
DZ Bank AG Deutsche Zentr   7.90  6/20/2016   EUR    68.42
DZ Bank AG Deutsche Zentr   7.00  9/19/2016   EUR    68.46
DZ Bank AG Deutsche Zentr   7.30  9/19/2016   EUR    69.59
DZ Bank AG Deutsche Zentr   5.30  3/21/2016   EUR    55.21
DZ Bank AG Deutsche Zentr   7.90  3/21/2016   EUR    48.54
DZ Bank AG Deutsche Zentr   7.10  6/20/2016   EUR    49.76
DZ Bank AG Deutsche Zentr   7.00  6/20/2016   EUR    52.59
DZ Bank AG Deutsche Zentr   7.50  9/19/2016   EUR    54.38
HSBC Trinkaus & Burkhardt  11.20  9/23/2016   EUR    69.74
HSBC Trinkaus & Burkhardt   6.80 12/23/2016   EUR    74.63
HSBC Trinkaus & Burkhardt   8.90  2/26/2016   EUR    71.98
HSBC Trinkaus & Burkhardt   6.10  9/23/2016   EUR    67.40
HSBC Trinkaus & Burkhardt   8.20  5/27/2016   EUR    64.01
HSBC Trinkaus & Burkhardt   8.90  9/23/2016   EUR    59.37
HSBC Trinkaus & Burkhardt   7.00 12/23/2016   EUR    61.66
HSBC Trinkaus & Burkhardt   7.70  5/27/2016   EUR    58.27
HSBC Trinkaus & Burkhardt   9.20  5/27/2016   EUR    74.87
HSBC Trinkaus & Burkhardt  11.20  3/25/2016   EUR    66.87
HSBC Trinkaus & Burkhardt   7.60 12/23/2016   EUR    70.18
HSBC Trinkaus & Burkhardt   8.10  5/27/2016   EUR    69.94
HSBC Trinkaus & Burkhardt  13.50  3/25/2016   EUR    68.41
HSBC Trinkaus & Burkhardt   7.20 12/23/2016   EUR    76.29
HSBC Trinkaus & Burkhardt   8.30  5/27/2016   EUR    74.35
HSBC Trinkaus & Burkhardt  10.40  3/25/2016   EUR    52.49
HSBC Trinkaus & Burkhardt   6.40  3/25/2016   EUR    56.32
HSBC Trinkaus & Burkhardt   7.40  6/24/2016   EUR    58.02
HSBC Trinkaus & Burkhardt   6.80  9/23/2016   EUR    59.00
HSBC Trinkaus & Burkhardt   7.80 12/23/2016   EUR    58.45
HSBC Trinkaus & Burkhardt   9.50  2/26/2016   EUR    54.15
HSBC Trinkaus & Burkhardt   7.80  9/23/2016   EUR    69.76
HSBC Trinkaus & Burkhardt  12.40  2/26/2016   EUR    66.51
HSBC Trinkaus & Burkhardt   6.50  2/26/2016   EUR    74.09
HSBC Trinkaus & Burkhardt   7.10  5/27/2016   EUR    70.34
HSBC Trinkaus & Burkhardt   6.60  9/23/2016   EUR    70.72
HSBC Trinkaus & Burkhardt   6.50 12/23/2016   EUR    53.47
HSBC Trinkaus & Burkhardt   8.00  2/26/2016   EUR    49.99
HSBC Trinkaus & Burkhardt   7.10  5/27/2016   EUR    50.55
HSBC Trinkaus & Burkhardt   6.70  6/24/2016   EUR    67.43
HSBC Trinkaus & Burkhardt  12.40  5/27/2016   EUR    58.44
HSBC Trinkaus & Burkhardt  11.70  6/24/2016   EUR    74.92
HSBC Trinkaus & Burkhardt   6.00  6/24/2016   EUR    68.63
HSBC Trinkaus & Burkhardt   6.20  6/24/2016   EUR    76.77
EFG International Finance   7.20  6/26/2017   GBP    26.36
Vontobel Financial Produc   3.10   1/2/2017   EUR    47.59
Commerzbank AG              5.50  6/23/2016   EUR    74.02
Commerzbank AG              7.25  6/23/2016   EUR    71.68
Commerzbank AG              6.75  6/23/2016   EUR    73.67
Commerzbank AG              8.75  6/23/2016   EUR    71.53
Commerzbank AG              7.25  6/23/2016   EUR    75.16
Commerzbank AG              7.75  6/23/2016   EUR    74.41
Commerzbank AG              8.75  6/23/2016   EUR    72.96
Commerzbank AG              5.25  6/23/2016   EUR    59.98
Commerzbank AG              6.50  6/23/2016   EUR    58.58
Commerzbank AG              7.25  6/23/2016   EUR    57.67
Commerzbank AG              8.25  6/23/2016   EUR    56.91
Commerzbank AG              8.50  6/23/2016   EUR    56.46
Commerzbank AG              5.75  6/23/2016   EUR    70.27
Commerzbank AG              7.25  6/23/2016   EUR    68.21
Commerzbank AG              9.25  6/23/2016   EUR    66.31
Commerzbank AG              6.00  6/23/2016   EUR    56.53
Commerzbank AG              6.75  6/23/2016   EUR    55.64
Commerzbank AG              8.50  6/23/2016   EUR    54.08
Commerzbank AG              6.50  6/23/2016   EUR    71.14
Commerzbank AG             10.25  6/23/2016   EUR    65.60
Commerzbank AG             11.25  6/23/2016   EUR    64.42
Commerzbank AG              5.50  6/23/2016   EUR    77.23
Commerzbank AG              8.25  6/23/2016   EUR    72.67
Commerzbank AG              4.50  6/23/2016   EUR    76.06
Commerzbank AG              6.00  6/23/2016   EUR    73.59
Commerzbank AG              7.00  6/23/2016   EUR    72.52
Commerzbank AG              5.00  6/23/2016   EUR    57.37
Commerzbank AG              5.00  6/23/2016   EUR    70.16
Commerzbank AG              7.00  6/23/2016   EUR    66.54
Commerzbank AG              7.75  6/23/2016   EUR    65.48
Commerzbank AG              9.50  6/23/2016   EUR    63.58
Commerzbank AG              3.75  6/23/2016   EUR    53.57
Commerzbank AG              5.25  6/23/2016   EUR    51.80
Commerzbank AG              6.00  6/23/2016   EUR    50.99
Commerzbank AG              6.75  6/23/2016   EUR    50.22
Commerzbank AG              8.50  6/23/2016   EUR    48.88
Commerzbank AG              5.25  6/23/2016   EUR    59.29
Commerzbank AG              6.00  6/23/2016   EUR    57.97
Commerzbank AG              7.75  6/23/2016   EUR    55.63
Commerzbank AG              9.75  6/23/2016   EUR    53.67
Commerzbank AG              5.75  6/23/2016   EUR    67.97
Commerzbank AG              7.00  6/23/2016   EUR    65.70
Commerzbank AG              8.50  6/23/2016   EUR    63.65
Commerzbank AG             10.25  6/23/2016   EUR    61.90
Commerzbank AG              4.50  5/26/2016   EUR    74.28
Commerzbank AG              6.75  5/26/2016   EUR    71.12
Leonteq Securities AG       5.00  7/10/2018   CHF    74.43
Notenstein La Roche Priva   3.00  7/24/2017   CHF    74.38
Goldman Sachs & Co Wertpa   4.00  2/24/2016   EUR    61.65
Goldman Sachs & Co Wertpa   4.00  9/21/2016   EUR    56.12
Goldman Sachs & Co Wertpa   3.00  4/20/2016   EUR    51.93
Goldman Sachs & Co Wertpa   4.00  7/20/2016   EUR    52.77
Goldman Sachs & Co Wertpa   6.00  3/22/2017   EUR    51.94
Bank Julius Baer & Co Ltd  12.08   7/1/2016   EUR    71.10
Zurcher Kantonalbank Fina   8.12   7/8/2016   CHF    61.64
Commerzbank AG              8.25  6/23/2016   EUR    73.83
Commerzbank AG             11.75  6/23/2016   EUR    67.62
Commerzbank AG              9.25  6/23/2016   EUR    53.53
Commerzbank AG             11.25  6/23/2016   EUR    51.70
Commerzbank AG              8.75  6/23/2016   EUR    73.12
Commerzbank AG             10.00  6/23/2016   EUR    70.67
Commerzbank AG              9.00  6/23/2016   EUR    73.64
Commerzbank AG              9.50  6/23/2016   EUR    77.67
Commerzbank AG             13.25  6/23/2016   EUR    71.65
Commerzbank AG              6.75  6/23/2016   EUR    74.66
Commerzbank AG             10.50  6/23/2016   EUR    68.98
Commerzbank AG             14.50  6/23/2016   EUR    71.08
Vontobel Financial Produc   6.20   7/6/2016   EUR    75.15
Goldman Sachs & Co Wertpa   5.00  9/21/2016   EUR    71.88
Zurcher Kantonalbank Fina   8.50  7/17/2017   CHF    57.43
Zurcher Kantonalbank Fina   5.70  7/17/2017   CHF    71.70
Zurcher Kantonalbank Fina   9.00  7/17/2017   EUR    60.45
LBBW                        3.00  2/26/2016   EUR    72.82
LBBW                        3.00  2/26/2016   EUR    78.25
LBBW                        4.00 12/23/2016   EUR    72.75
LBBW                        3.50 12/23/2016   EUR    79.45
LBBW                        2.00 12/23/2016   EUR    59.42
LBBW                        4.00 12/23/2016   EUR    55.22
LBBW                        3.50 12/23/2016   EUR    58.61
LBBW                        3.00 12/23/2016   EUR    63.39
LBBW                        3.00 12/23/2016   EUR    77.35
Notenstein La Roche Priva   5.00  7/10/2018   CHF    73.40
Notenstein La Roche Priva   6.00  1/10/2017   CHF    60.08
Vontobel Financial Produc   2.05 12/12/2016   EUR    58.94
Vontobel Financial Produc   3.85   9/9/2016   EUR    41.61
Vontobel Financial Produc   6.95   9/9/2016   EUR    38.95
Vontobel Financial Produc   9.05  9/16/2016   EUR    68.16
Vontobel Financial Produc   9.80  3/11/2016   EUR    66.99
Vontobel Financial Produc   4.35  6/10/2016   EUR    61.48
Vontobel Financial Produc   7.35  3/11/2016   EUR    54.49
Vontobel Financial Produc   3.45  12/9/2016   EUR    70.97
Vontobel Financial Produc   9.05  6/17/2016   EUR    53.44
Vontobel Financial Produc   7.95  6/10/2016   EUR    54.23
Leonteq Securities AG/Gue   9.12  7/13/2016   CHF    54.95
UBS AG/London               8.50   1/3/2017   CHF    64.99
UBS AG/London              12.00   7/1/2016   USD    48.80
Vontobel Financial Produc   7.90  3/11/2016   EUR    52.21
Commerzbank AG              8.75  6/23/2016   EUR    74.28
Commerzbank AG              9.00  6/23/2016   EUR    71.89
Commerzbank AG              6.50  6/23/2016   EUR    53.85
Vontobel Financial Produc   3.00   9/9/2016   EUR    71.14
Vontobel Financial Produc   3.05  6/10/2016   EUR    70.65
Vontobel Financial Produc   4.60  6/10/2016   EUR    54.67
Vontobel Financial Produc   4.55  6/17/2016   EUR    76.84
Banque Cantonale Vaudoise   7.25   7/3/2017   CHF    52.87
Deutsche Bank AG            3.20  7/20/2016   EUR    71.30
Deutsche Bank AG            3.20  7/20/2016   EUR    65.60
Deutsche Bank AG            3.20  9/20/2016   EUR    65.80
Deutsche Bank AG            3.20  8/24/2016   EUR    71.30
Deutsche Bank AG            3.20  9/20/2016   EUR    71.30
Deutsche Bank AG            3.20  8/24/2016   EUR    62.20
Deutsche Bank AG            3.20  7/20/2016   EUR    61.90
Deutsche Bank AG            3.20  8/24/2016   EUR    59.90
Deutsche Bank AG            3.20 10/26/2016   EUR    60.40
Deutsche Bank AG            3.20 12/20/2016   EUR    60.80
Deutsche Bank AG            3.20 12/20/2016   EUR    66.10
HSBC Trinkaus & Burkhardt  14.40  6/24/2016   EUR    66.71
HSBC Trinkaus & Burkhardt  12.40 12/23/2016   EUR    69.28
HSBC Trinkaus & Burkhardt   6.90  3/24/2017   EUR    75.09
HSBC Trinkaus & Burkhardt   7.50  2/26/2016   EUR    74.73
HSBC Trinkaus & Burkhardt   7.50  4/22/2016   EUR    74.38
HSBC Trinkaus & Burkhardt   7.50  5/27/2016   EUR    74.58
HSBC Trinkaus & Burkhardt   7.60  7/22/2016   EUR    74.33
HSBC Trinkaus & Burkhardt   6.10 12/23/2016   EUR    71.42
HSBC Trinkaus & Burkhardt   9.50  2/26/2016   EUR    64.59
HSBC Trinkaus & Burkhardt   6.20  9/23/2016   EUR    56.80
HSBC Trinkaus & Burkhardt   6.70  3/24/2017   EUR    57.29
HSBC Trinkaus & Burkhardt  11.30 12/23/2016   EUR    78.42
HSBC Trinkaus & Burkhardt  14.60  2/26/2016   EUR    73.62
HSBC Trinkaus & Burkhardt  13.20  4/22/2016   EUR    75.94
HSBC Trinkaus & Burkhardt  15.40 12/23/2016   EUR    70.20
HSBC Trinkaus & Burkhardt   9.10 12/23/2016   EUR    77.37
HSBC Trinkaus & Burkhardt  15.60  7/22/2016   EUR    71.14
HSBC Trinkaus & Burkhardt  12.80  6/24/2016   EUR    69.43
HSBC Trinkaus & Burkhardt   9.40  9/23/2016   EUR    72.92
HSBC Trinkaus & Burkhardt  10.70  6/24/2016   EUR    56.95
HSBC Trinkaus & Burkhardt   8.50  9/23/2016   EUR    59.09
HSBC Trinkaus & Burkhardt  14.20  6/24/2016   EUR    68.37
HSBC Trinkaus & Burkhardt  10.40  9/23/2016   EUR    72.83
HSBC Trinkaus & Burkhardt  12.30  6/24/2016   EUR    67.09
HSBC Trinkaus & Burkhardt   8.70  9/23/2016   EUR    71.31
Credit Suisse AG/London     6.00  7/29/2016   CHF    76.79
LBBW                        2.60  2/24/2017   EUR    60.74
UBS AG/London               8.50  7/22/2016   CHF    64.91
Vontobel Financial Produc   8.90  3/29/2016   EUR    51.36
Vontobel Financial Produc   8.65  6/24/2016   EUR    53.44
Vontobel Financial Produc   3.20  9/23/2016   EUR    59.93
Vontobel Financial Produc   4.00  3/29/2016   EUR    56.49
Vontobel Financial Produc   8.15  9/23/2016   EUR    55.93
Vontobel Financial Produc  11.50  6/24/2016   EUR    65.72
Vontobel Financial Produc   7.25  6/24/2016   EUR    68.55
Vontobel Financial Produc  11.15  3/29/2016   EUR    62.86
Vontobel Financial Produc   8.10  6/24/2016   EUR    50.52
Banque Cantonale Vaudoise   5.35  7/24/2017   CHF    74.97
Zurcher Kantonalbank Fina   5.00  7/27/2017   CHF    72.08
Vontobel Financial Produc   7.15 10/11/2016   EUR    67.60
DekaBank Deutsche Girozen   2.50  6/25/2020   EUR    76.29
Vontobel Financial Produc  10.30  6/24/2016   EUR    48.79
Vontobel Financial Produc   9.45  6/24/2016   EUR    71.71
Vontobel Financial Produc   7.15  7/22/2016   EUR    74.07
Vontobel Financial Produc   7.60  7/22/2016   EUR    71.51
Vontobel Financial Produc   8.40  7/22/2016   EUR    74.73
Vontobel Financial Produc   6.00  8/26/2016   EUR    66.66
Vontobel Financial Produc   8.00  8/26/2016   EUR    73.41
Vontobel Financial Produc   5.00  8/26/2016   EUR    73.91
Vontobel Financial Produc   6.45  8/26/2016   EUR    67.88
Vontobel Financial Produc   7.45  8/26/2016   EUR    70.65
Commerzbank AG              4.75  7/21/2016   EUR    76.06
Commerzbank AG              5.75  7/21/2016   EUR    74.92
Commerzbank AG              6.50  7/21/2016   EUR    73.74
Commerzbank AG              7.50  7/21/2016   EUR    72.71
Commerzbank AG              8.00  7/21/2016   EUR    72.22
Commerzbank AG              7.00  7/21/2016   EUR    75.34
Commerzbank AG              7.75  7/21/2016   EUR    74.21
Commerzbank AG              4.00  7/21/2016   EUR    57.80
Commerzbank AG              4.25  7/21/2016   EUR    57.27
Commerzbank AG              4.50  7/21/2016   EUR    56.78
Commerzbank AG              5.50  7/21/2016   EUR    56.00
Commerzbank AG              6.25  7/21/2016   EUR    55.18
Commerzbank AG              8.00  7/21/2016   EUR    53.76
Commerzbank AG              5.50  7/21/2016   EUR    71.89
Commerzbank AG              6.00  7/21/2016   EUR    71.46
Commerzbank AG              7.50  7/21/2016   EUR    70.26
Commerzbank AG              8.75  7/21/2016   EUR    68.97
Commerzbank AG              4.75  7/21/2016   EUR    56.49
Commerzbank AG              6.75  7/21/2016   EUR    54.32
Commerzbank AG              8.75  7/21/2016   EUR    52.46
Commerzbank AG             11.00  7/21/2016   EUR    50.95
Commerzbank AG              4.75  7/21/2016   EUR    79.24
Commerzbank AG              6.50  7/21/2016   EUR    76.29
Commerzbank AG              8.75  7/21/2016   EUR    73.71
Commerzbank AG              4.25  7/21/2016   EUR    75.07
Commerzbank AG              7.00  7/21/2016   EUR    71.92
Commerzbank AG              4.50  7/21/2016   EUR    60.42
Zurcher Kantonalbank Fina   6.40   8/7/2017   CHF    75.30
Zurcher Kantonalbank Fina   7.00   8/4/2016   EUR    56.01
DZ Bank AG Deutsche Zentr   5.50  8/26/2016   EUR    70.49
DZ Bank AG Deutsche Zentr   9.75  8/26/2016   EUR    70.55
DZ Bank AG Deutsche Zentr   5.00  8/26/2016   EUR    70.52
DZ Bank AG Deutsche Zentr   5.50  8/26/2016   EUR    57.88
DZ Bank AG Deutsche Zentr   6.25  8/26/2016   EUR    70.92
DZ Bank AG Deutsche Zentr   5.00  8/26/2016   EUR    62.76
DZ Bank AG Deutsche Zentr   5.00  6/24/2016   EUR    73.79
DZ Bank AG Deutsche Zentr   5.75 12/23/2016   EUR    55.41
Bank Julius Baer & Co Ltd   6.70   8/4/2016   EUR    55.30
Commerzbank AG              7.75  7/21/2016   EUR    64.96
Commerzbank AG              8.25  7/21/2016   EUR    64.20
Commerzbank AG              9.50  7/21/2016   EUR    62.96
Commerzbank AG             10.75  6/23/2016   EUR    77.67
Commerzbank AG             18.50  6/23/2016   EUR    67.24
Commerzbank AG             11.25  6/23/2016   EUR    64.72
Commerzbank AG              9.75  6/23/2016   EUR    51.64
Commerzbank AG              9.00  7/21/2016   EUR    69.51
Commerzbank AG              9.00  7/21/2016   EUR    72.93
Commerzbank AG              9.00  7/21/2016   EUR    76.38
Commerzbank AG             11.00  7/21/2016   EUR    69.92
Commerzbank AG             14.25  7/21/2016   EUR    70.16
Commerzbank AG             14.00  7/21/2016   EUR    72.42
Commerzbank AG             11.50  7/21/2016   EUR    80.28
Commerzbank AG             13.50  7/21/2016   EUR    77.72
Commerzbank AG              8.50  7/21/2016   EUR    70.43
Commerzbank AG             12.25  7/21/2016   EUR    65.73
Commerzbank AG              6.00  7/21/2016   EUR    67.11
DekaBank Deutsche Girozen   3.20   7/1/2016   EUR    54.68
Bank Julius Baer & Co Ltd   8.70  7/27/2016   EUR    67.70
DZ Bank AG Deutsche Zentr   6.75  9/19/2016   EUR    73.31
DZ Bank AG Deutsche Zentr   7.25  9/19/2016   EUR    54.13
DZ Bank AG Deutsche Zentr  10.00  6/20/2016   EUR    74.27
DZ Bank AG Deutsche Zentr   6.60  6/20/2016   EUR    53.33
DZ Bank AG Deutsche Zentr   6.10  9/19/2016   EUR    54.64
DZ Bank AG Deutsche Zentr   5.10  9/19/2016   EUR    76.53
DZ Bank AG Deutsche Zentr   8.20  3/21/2016   EUR    70.98
DZ Bank AG Deutsche Zentr   7.60  6/20/2016   EUR    70.52
Commerzbank AG              4.75  7/21/2016   EUR    73.19
Commerzbank AG              6.50  7/21/2016   EUR    71.08
Commerzbank AG              6.00  7/21/2016   EUR    60.12
Commerzbank AG              6.75  7/21/2016   EUR    59.26
Commerzbank AG              7.50  7/21/2016   EUR    58.42
Commerzbank AG              9.25  7/21/2016   EUR    57.01
Commerzbank AG              4.50  7/21/2016   EUR    70.46
Commerzbank AG              5.25  7/21/2016   EUR    69.31
Commerzbank AG              7.50  7/21/2016   EUR    66.18
Commerzbank AG              8.25  7/21/2016   EUR    65.23
Commerzbank AG              4.25  7/21/2016   EUR    59.16
Commerzbank AG              6.75  7/21/2016   EUR    56.67
Commerzbank AG              4.25  7/21/2016   EUR    63.82
Commerzbank AG              6.00  7/21/2016   EUR    61.29
Commerzbank AG              8.25  7/21/2016   EUR    59.25
Commerzbank AG              5.00  7/21/2016   EUR    71.97
Commerzbank AG              6.75  7/21/2016   EUR    69.18
Commerzbank AG              8.75  7/21/2016   EUR    44.04
Commerzbank AG              5.25  7/21/2016   EUR    64.02
Commerzbank AG              8.50  7/21/2016   EUR    60.46
Commerzbank AG              8.75  7/21/2016   EUR    55.98
Commerzbank AG              6.50  7/21/2016   EUR    56.73
Commerzbank AG              7.50  7/21/2016   EUR    67.99
Commerzbank AG              9.75  6/23/2016   EUR    75.61
Commerzbank AG             11.75  6/23/2016   EUR    72.89
Commerzbank AG              7.00  6/23/2016   EUR    55.68
Commerzbank AG             11.00  7/21/2016   EUR    74.30
Commerzbank AG              9.25  7/21/2016   EUR    67.65
Leonteq Securities AG      10.00 12/22/2016   CHF    67.58
Bank Julius Baer & Co Ltd   5.92  7/29/2016   EUR    72.40
Zurcher Kantonalbank Fina   9.03   8/5/2016   CHF    71.97
Vontobel Financial Produc   5.70  3/29/2016   EUR    75.79
Vontobel Financial Produc   8.45  9/23/2016   EUR    76.04
Vontobel Financial Produc  10.65  7/22/2016   EUR    51.73
Vontobel Financial Produc   4.95  3/29/2016   EUR    54.58
Notenstein La Roche Priva   4.50   8/7/2017   CHF    75.30
Vontobel Financial Produc   8.30  7/22/2016   EUR    71.89
Goldman Sachs & Co Wertpa  11.00  3/23/2016   EUR    72.34
Goldman Sachs & Co Wertpa  11.00  4/20/2016   EUR    73.21
Goldman Sachs & Co Wertpa  11.00  6/22/2016   EUR    72.46
Goldman Sachs & Co Wertpa  11.00  7/20/2016   EUR    73.25
Goldman Sachs & Co Wertpa   9.00 12/21/2016   EUR    75.91
Goldman Sachs & Co Wertpa   3.00  4/20/2016   EUR    60.92
Goldman Sachs & Co Wertpa  10.00  8/24/2016   EUR    63.52
Goldman Sachs & Co Wertpa   4.00  9/21/2016   EUR    60.67
Goldman Sachs & Co Wertpa   7.00  6/21/2017   EUR    58.86
Goldman Sachs & Co Wertpa   8.00  5/25/2016   EUR    52.53
Goldman Sachs & Co Wertpa  10.00  8/24/2016   EUR    55.37
Goldman Sachs & Co Wertpa  11.00  8/24/2016   EUR    55.87
Goldman Sachs & Co Wertpa   5.00  9/21/2016   EUR    53.15
Vontobel Financial Produc   9.45  6/24/2016   EUR    57.21
Vontobel Financial Produc   8.05  9/23/2016   EUR    58.41
Vontobel Financial Produc   8.50  7/22/2016   EUR    55.27
Vontobel Financial Produc   4.70  3/29/2016   EUR    57.15
UniCredit Bank AG           4.88  8/25/2017   EUR    65.95
Commerzbank AG              8.50  7/21/2016   EUR    74.70
Commerzbank AG              7.50  7/21/2016   EUR    68.38
Commerzbank AG             19.00  4/21/2016   EUR    64.25
Commerzbank AG              8.00  7/21/2016   EUR    70.52
HSBC Trinkaus & Burkhardt  12.70  9/23/2016   EUR    68.60
HSBC Trinkaus & Burkhardt   8.40  9/23/2016   EUR    73.18
HSBC Trinkaus & Burkhardt   9.00  3/24/2017   EUR    72.45
HSBC Trinkaus & Burkhardt  13.40  2/26/2016   EUR    67.81
HSBC Trinkaus & Burkhardt  12.20  4/22/2016   EUR    68.54
HSBC Trinkaus & Burkhardt  11.10  7/22/2016   EUR    69.84
HSBC Trinkaus & Burkhardt  10.80 12/23/2016   EUR    65.80
HSBC Trinkaus & Burkhardt   9.50 12/23/2016   EUR    66.89
HSBC Trinkaus & Burkhardt   7.00  3/24/2017   EUR    70.35
HSBC Trinkaus & Burkhardt   8.00  7/22/2016   EUR    67.71
HSBC Trinkaus & Burkhardt   6.70  6/24/2016   EUR    55.59
HSBC Trinkaus & Burkhardt   8.50  4/22/2016   EUR    52.34
HSBC Trinkaus & Burkhardt   8.70  7/22/2016   EUR    54.03
HSBC Trinkaus & Burkhardt   9.70  9/23/2016   EUR    80.83
HSBC Trinkaus & Burkhardt  12.10  7/22/2016   EUR    77.67
HSBC Trinkaus & Burkhardt  14.00  6/24/2016   EUR    72.88
HSBC Trinkaus & Burkhardt  10.00  6/24/2016   EUR    78.04
HSBC Trinkaus & Burkhardt  12.70  9/23/2016   EUR    73.19
HSBC Trinkaus & Burkhardt   9.60  9/23/2016   EUR    77.20
HSBC Trinkaus & Burkhardt  12.80 12/23/2016   EUR    72.52
HSBC Trinkaus & Burkhardt  11.60 12/23/2016   EUR    74.23
HSBC Trinkaus & Burkhardt  18.10  4/22/2016   EUR    69.67
UBS AG/London               5.75  7/22/2016   CHF    47.87
UBS AG/London               6.25  7/24/2017   CHF    73.55
LBBW                        2.50  8/24/2018   EUR    68.19
Vontobel Financial Produc   7.40  9/23/2016   EUR    54.87
Vontobel Financial Produc   3.40  6/24/2016   EUR    59.30
Vontobel Financial Produc   9.35  3/29/2016   EUR    52.35
Vontobel Financial Produc   9.60  6/24/2016   EUR    54.61
Vontobel Financial Produc   7.35  3/29/2016   EUR    69.25
Vontobel Financial Produc   9.60  6/24/2016   EUR    64.98
Vontobel Financial Produc   8.30  9/23/2016   EUR    66.49
Vontobel Financial Produc   8.65  3/29/2016   EUR    51.15
Bank Julius Baer & Co Ltd   7.50  7/22/2016   CHF    66.90
Bank Julius Baer & Co Ltd   5.60  7/24/2017   EUR    65.40
Vontobel Financial Produc   5.65  3/29/2016   EUR    53.73
Vontobel Financial Produc   5.70  6/24/2016   EUR    52.43
Vontobel Financial Produc  11.65  3/29/2016   EUR    48.86
Vontobel Financial Produc  10.45  3/29/2016   EUR    70.61
Vontobel Financial Produc   5.00  8/26/2016   EUR    68.04
Vontobel Financial Produc  13.05  3/29/2016   EUR    63.89
Vontobel Financial Produc   6.50  8/26/2016   EUR    61.30
Commerzbank AG              4.50  7/21/2016   EUR    76.75
Commerzbank AG              5.25  7/21/2016   EUR    75.49
Commerzbank AG              6.00  7/21/2016   EUR    74.27
Commerzbank AG              7.00  7/21/2016   EUR    73.22
Commerzbank AG              8.50  7/21/2016   EUR    71.75
Commerzbank AG              6.00  7/21/2016   EUR    76.40
Commerzbank AG              6.50  7/21/2016   EUR    75.86
Commerzbank AG              7.50  7/21/2016   EUR    74.82
Commerzbank AG              8.25  7/21/2016   EUR    73.71
Commerzbank AG              9.25  7/21/2016   EUR    75.06
Commerzbank AG              5.00  7/21/2016   EUR    56.38
Commerzbank AG              5.75  7/21/2016   EUR    55.54
Commerzbank AG              6.75  7/21/2016   EUR    54.83
Commerzbank AG              7.00  7/21/2016   EUR    54.40
Commerzbank AG              7.50  7/21/2016   EUR    54.07
Commerzbank AG              8.50  7/21/2016   EUR    53.47
Commerzbank AG              9.00  7/21/2016   EUR    53.17
Commerzbank AG              5.25  7/21/2016   EUR    72.40
Commerzbank AG              6.50  7/21/2016   EUR    71.07
Commerzbank AG              7.00  7/21/2016   EUR    70.64
Commerzbank AG              7.75  7/21/2016   EUR    69.75
Commerzbank AG              8.25  7/21/2016   EUR    69.37
Commerzbank AG              9.25  7/21/2016   EUR    68.62
Commerzbank AG              5.75  7/21/2016   EUR    55.37
Commerzbank AG              7.75  7/21/2016   EUR    53.32
Commerzbank AG              9.75  7/21/2016   EUR    51.63
Commerzbank AG              5.50  7/21/2016   EUR    77.71
Commerzbank AG              7.50  7/21/2016   EUR    74.92
Commerzbank AG              9.75  7/21/2016   EUR    72.44
Commerzbank AG              5.00  7/21/2016   EUR    73.93
Commerzbank AG              6.00  7/21/2016   EUR    72.91
Vontobel Financial Produc   6.80  1/27/2017   EUR    70.26
UniCredit Bank AG           5.10  8/22/2016   EUR    68.74
Credit Suisse AG/Nassau     6.00   8/7/2017   CHF    68.74
DZ Bank AG Deutsche Zentr   5.00  8/26/2016   EUR    76.84
DZ Bank AG Deutsche Zentr   6.00  8/26/2016   EUR    72.20
DZ Bank AG Deutsche Zentr  10.00  6/24/2016   EUR    76.22
DZ Bank AG Deutsche Zentr   5.75 12/23/2016   EUR    41.48
DZ Bank AG Deutsche Zentr   5.25 12/23/2016   EUR    67.63
DZ Bank AG Deutsche Zentr   5.50 12/23/2016   EUR    75.03
Commerzbank AG              7.25  7/21/2016   EUR    65.68
Commerzbank AG              9.00  7/21/2016   EUR    63.62
Commerzbank AG             10.25  7/21/2016   EUR    62.43
Commerzbank AG             14.50  6/23/2016   EUR    72.01
Commerzbank AG              7.75  6/23/2016   EUR    70.77
Commerzbank AG             15.50  6/23/2016   EUR    60.16
Commerzbank AG              7.75  6/23/2016   EUR    53.64
Commerzbank AG             12.00  6/23/2016   EUR    49.98
Commerzbank AG              6.75  6/23/2016   EUR    73.21
Commerzbank AG              7.50  7/21/2016   EUR    72.46
Commerzbank AG             11.00  7/21/2016   EUR    67.09
Commerzbank AG             12.00  7/21/2016   EUR    69.14
Commerzbank AG              8.00  7/21/2016   EUR    74.17
Commerzbank AG              9.50  7/21/2016   EUR    71.96
Commerzbank AG             12.75  7/21/2016   EUR    68.17
Commerzbank AG             10.00  7/21/2016   EUR    75.19
Commerzbank AG             10.50  7/21/2016   EUR    76.21
Commerzbank AG             12.25  7/21/2016   EUR    74.37
Commerzbank AG              6.75  7/21/2016   EUR    73.16
Commerzbank AG             10.25  7/21/2016   EUR    67.92
Commerzbank AG              5.50  7/21/2016   EUR    67.96
Commerzbank AG              6.75  7/21/2016   EUR    66.43
Bank Julius Baer & Co Ltd   9.00  7/27/2016   USD    73.00
Credit Suisse AG/Nassau     7.00   8/7/2017   CHF    73.51
Vontobel Financial Produc   8.95  3/29/2016   EUR    53.20
Vontobel Financial Produc   8.80  6/24/2016   EUR    54.72
Vontobel Financial Produc   4.70  3/18/2016   EUR    55.27
DZ Bank AG Deutsche Zentr   7.25  3/21/2016   EUR    70.06
DZ Bank AG Deutsche Zentr   7.70  3/21/2016   EUR    51.78
DZ Bank AG Deutsche Zentr   6.70  9/19/2016   EUR    70.88
Commerzbank AG              8.25  7/21/2016   EUR    69.15
Commerzbank AG              8.50  7/21/2016   EUR    57.76
Commerzbank AG              4.00  7/21/2016   EUR    71.76
Commerzbank AG              6.00  7/21/2016   EUR    68.21
Commerzbank AG              6.75  7/21/2016   EUR    67.16
Commerzbank AG              9.25  7/21/2016   EUR    64.42
Commerzbank AG              5.00  7/21/2016   EUR    58.26
Commerzbank AG              6.00  7/21/2016   EUR    57.49
Commerzbank AG              7.75  7/21/2016   EUR    55.99
Commerzbank AG              8.50  7/21/2016   EUR    55.25
Commerzbank AG              5.25  7/21/2016   EUR    62.56
Commerzbank AG              7.00  7/21/2016   EUR    60.18
Commerzbank AG              9.25  7/21/2016   EUR    58.29
Commerzbank AG              9.00  7/21/2016   EUR    66.84
Commerzbank AG              5.00  7/21/2016   EUR    46.93
Commerzbank AG              6.75  7/21/2016   EUR    45.33
Commerzbank AG             10.75  7/21/2016   EUR    42.93
Commerzbank AG              6.75  7/21/2016   EUR    62.13
Commerzbank AG              6.50  7/21/2016   EUR    57.81
Commerzbank AG              5.00  7/21/2016   EUR    58.38
Commerzbank AG              8.25  7/21/2016   EUR    55.28
Commerzbank AG              5.25  7/21/2016   EUR    70.40
Commerzbank AG              8.75  6/23/2016   EUR    54.04
Commerzbank AG             10.75  6/23/2016   EUR    52.68
Commerzbank AG              9.50  7/21/2016   EUR    76.23
Commerzbank AG             12.50  7/21/2016   EUR    72.47
Commerzbank AG              7.00  7/21/2016   EUR    70.07
Vontobel Financial Produc   5.00 12/16/2016   EUR    58.62
Zurcher Kantonalbank Fina   7.52   8/5/2016   EUR    66.58
Bank J Safra Sarasin AG/G   7.45  7/28/2016   CHF    72.10
Vontobel Financial Produc   8.95  7/22/2016   EUR    62.29
Vontobel Financial Produc   8.15  9/23/2016   EUR    63.22
Vontobel Financial Produc  10.60  3/29/2016   EUR    61.47
Vontobel Financial Produc   7.80  7/22/2016   EUR    53.75
Vontobel Financial Produc   5.30  7/22/2016   EUR    56.28
Vontobel Financial Produc   5.45  6/24/2016   EUR    55.94
Vontobel Financial Produc   2.45  3/29/2016   EUR    58.54
Notenstein La Roche Priva   2.75   8/7/2019   CHF    68.63
Notenstein La Roche Priva   3.10  8/14/2019   CHF    70.62
Leonteq Securities AG       5.00   8/7/2019   CHF    71.24
Vontobel Financial Produc   7.60  9/23/2016   EUR    72.83
Goldman Sachs & Co Wertpa  11.00  3/23/2016   EUR    72.34
Goldman Sachs & Co Wertpa  11.00  4/20/2016   EUR    73.21
Goldman Sachs & Co Wertpa  11.00  6/22/2016   EUR    72.46
Goldman Sachs & Co Wertpa  11.00  7/20/2016   EUR    73.25
Goldman Sachs & Co Wertpa   9.00 12/21/2016   EUR    75.91
Goldman Sachs & Co Wertpa   3.00  5/25/2016   EUR    59.79
Goldman Sachs & Co Wertpa  10.00  8/24/2016   EUR    63.52
Goldman Sachs & Co Wertpa   7.00  8/24/2016   EUR    75.34
Goldman Sachs & Co Wertpa   3.00  6/22/2016   EUR    51.35
Goldman Sachs & Co Wertpa   3.00  7/20/2016   EUR    51.58
Goldman Sachs & Co Wertpa   7.00  6/21/2017   EUR    58.86
Goldman Sachs & Co Wertpa   7.00  6/21/2017   EUR    58.86
Goldman Sachs & Co Wertpa   5.00  8/24/2016   EUR    52.88
Goldman Sachs & Co Wertpa   8.00  8/24/2016   EUR    54.37
Goldman Sachs & Co Wertpa  11.00  8/24/2016   EUR    55.87
Vontobel Financial Produc   9.05  3/29/2016   EUR    55.02
Vontobel Financial Produc   5.30  7/22/2016   EUR    58.18
Commerzbank AG              6.50  7/21/2016   EUR    72.25
Commerzbank AG              7.50  7/21/2016   EUR    53.03
Commerzbank AG              6.50  7/21/2016   EUR    73.73
Banque Cantonale Vaudoise   6.75  8/12/2016   CHF    75.08
Landesbank Hessen-Thuerin   4.50 12/14/2016   EUR    63.10
Landesbank Hessen-Thuerin   3.30  6/14/2017   EUR    71.00
Vontobel Financial Produc  10.00  9/23/2016   EUR    75.49
Goldman Sachs & Co Wertpa  25.00  5/25/2016   EUR    70.97
Goldman Sachs & Co Wertpa  23.00  7/20/2016   EUR    49.20
Goldman Sachs & Co Wertpa  18.00  8/24/2016   EUR    51.13
Goldman Sachs & Co Wertpa  21.00  8/24/2016   EUR    50.42
Goldman Sachs & Co Wertpa  22.00  8/24/2016   EUR    65.87
Goldman Sachs & Co Wertpa   9.00  4/20/2016   EUR    72.25
Goldman Sachs & Co Wertpa  17.00 12/21/2016   EUR    68.65
Goldman Sachs & Co Wertpa  10.00  3/22/2017   EUR    72.20
Goldman Sachs & Co Wertpa  20.00  5/25/2016   EUR    72.47
Goldman Sachs & Co Wertpa  21.00  7/20/2016   EUR    72.11
Goldman Sachs & Co Wertpa  18.00  9/21/2016   EUR    73.69
Bank Julius Baer & Co Ltd  10.00  8/12/2016   EUR    39.35
Vontobel Financial Produc   5.35 12/16/2016   EUR    58.93
Vontobel Financial Produc   6.20  8/26/2016   EUR    70.41
Vontobel Financial Produc   6.20  8/26/2016   EUR    70.26
Zurcher Kantonalbank Fina   5.50  2/17/2017   EUR    75.27
Vontobel Financial Produc   7.00   9/2/2016   EUR    73.57
Commerzbank AG              9.00  6/23/2016   EUR    74.81
Commerzbank AG              9.50  6/23/2016   EUR    74.28
Commerzbank AG             10.00  6/23/2016   EUR    73.75
Commerzbank AG              9.00  6/23/2016   EUR    74.98
Commerzbank AG              9.50  6/23/2016   EUR    74.44
Commerzbank AG             10.00  6/23/2016   EUR    73.91
Commerzbank AG             10.00  6/23/2016   EUR    75.49
Commerzbank AG             10.75  6/23/2016   EUR    75.04
Commerzbank AG              9.75  6/23/2016   EUR    52.99
Commerzbank AG             10.25  6/23/2016   EUR    52.65
Commerzbank AG             10.75  6/23/2016   EUR    52.35
Commerzbank AG              9.50  6/23/2016   EUR    70.70
Commerzbank AG             10.00  6/23/2016   EUR    70.29
Commerzbank AG             10.50  6/23/2016   EUR    69.87
Commerzbank AG             12.75  6/23/2016   EUR    52.27
Commerzbank AG             13.25  6/23/2016   EUR    51.97
Commerzbank AG             13.50  6/23/2016   EUR    51.61
Commerzbank AG             10.25  6/23/2016   EUR    72.70
Commerzbank AG             10.75  6/23/2016   EUR    72.19
Commerzbank AG             11.25  6/23/2016   EUR    71.70
Commerzbank AG              7.50  6/23/2016   EUR    73.72
Commerzbank AG              8.00  6/23/2016   EUR    73.19
Commerzbank AG             10.25  6/23/2016   EUR    57.49
Commerzbank AG             10.75  6/23/2016   EUR    57.13
Commerzbank AG             11.25  6/23/2016   EUR    56.78
Commerzbank AG              9.75  6/23/2016   EUR    65.78
Commerzbank AG             10.25  6/23/2016   EUR    65.32
Commerzbank AG             10.75  6/23/2016   EUR    64.91
Commerzbank AG              9.25  6/23/2016   EUR    56.89
Commerzbank AG              9.75  6/23/2016   EUR    56.52
Commerzbank AG             10.25  6/23/2016   EUR    56.17
Commerzbank AG             10.50  6/23/2016   EUR    60.82
Commerzbank AG             11.00  6/23/2016   EUR    60.43
Commerzbank AG             11.50  6/23/2016   EUR    60.04
UniCredit Bank AG           5.10  6/15/2016   EUR    62.01
Leonteq Securities AG       6.77  8/17/2017   CHF    54.18
Zurcher Kantonalbank Fina   7.70  8/25/2016   CHF    73.01
DZ Bank AG Deutsche Zentr   5.00  9/23/2016   EUR    75.40
DZ Bank AG Deutsche Zentr   5.00  6/24/2016   EUR    75.84
DZ Bank AG Deutsche Zentr   5.75 12/23/2016   EUR    76.16
DZ Bank AG Deutsche Zentr   4.70  8/24/2016   EUR    56.95
DZ Bank AG Deutsche Zentr   5.75 12/23/2016   EUR    56.30
DZ Bank AG Deutsche Zentr  14.00  2/26/2016   EUR    54.04
DZ Bank AG Deutsche Zentr   6.50  3/29/2016   EUR    56.64
DZ Bank AG Deutsche Zentr   5.75  6/24/2016   EUR    55.56
DZ Bank AG Deutsche Zentr  14.25  2/26/2016   EUR    67.86
DZ Bank AG Deutsche Zentr  16.00  2/26/2016   EUR    75.15
Banque Cantonale Vaudoise   8.25  8/17/2016   EUR    57.64
Vontobel Financial Produc   6.25  12/2/2016   EUR    75.37
Vontobel Financial Produc   5.10  12/2/2016   EUR    56.27
Vontobel Financial Produc   6.20  8/26/2016   EUR    71.37
Vontobel Financial Produc   7.85  8/26/2016   EUR    71.21
Vontobel Financial Produc  22.80  8/26/2016   EUR    60.08
Leonteq Securities AG       8.00   9/2/2016   CHF    68.19
Leonteq Securities AG       5.25   9/2/2016   CHF    76.22
DZ Bank AG Deutsche Zentr   7.25  3/29/2016   EUR    57.37
DZ Bank AG Deutsche Zentr   6.50  6/24/2016   EUR    76.19
DekaBank Deutsche Girozen   3.00  1/15/2021   EUR    73.92
Deutsche Bank AG            4.20  9/20/2016   EUR    71.90
Deutsche Bank AG            6.20  9/20/2016   EUR    73.00
Deutsche Bank AG            5.20  9/20/2016   EUR    72.50
Deutsche Bank AG            5.20 12/20/2016   EUR    73.00
Deutsche Bank AG            6.20 12/20/2016   EUR    73.80
Deutsche Bank AG            4.20 12/20/2016   EUR    72.10
Deutsche Bank AG            6.20  9/20/2016   EUR    61.90
Deutsche Bank AG            6.20  9/20/2016   EUR    59.80
Deutsche Bank AG            4.20  9/20/2016   EUR    58.60
Deutsche Bank AG            4.20 12/20/2016   EUR    59.60
Notenstein La Roche Priva   5.00  8/18/2016   CHF    69.18
Deutsche Bank AG            4.20  6/21/2016   EUR    60.40
Deutsche Bank AG            6.20  9/20/2016   EUR    65.90
Deutsche Bank AG            5.20  9/20/2016   EUR    65.30
Deutsche Bank AG            4.20  9/20/2016   EUR    64.70
Deutsche Bank AG            4.20  9/20/2016   EUR    61.30
Deutsche Bank AG            5.20  9/20/2016   EUR    61.90
Deutsche Bank AG            6.20  9/20/2016   EUR    62.40
Deutsche Bank AG            5.20  9/20/2016   EUR    58.70
Deutsche Bank AG            4.20  9/20/2016   EUR    58.10
Deutsche Bank AG            6.20  9/20/2016   EUR    59.30
Deutsche Bank AG            6.20 12/20/2016   EUR    67.00
Deutsche Bank AG            5.20 12/20/2016   EUR    66.20
Deutsche Bank AG            4.20 12/20/2016   EUR    65.40
Deutsche Bank AG            5.20 12/20/2016   EUR    62.90
Deutsche Bank AG            6.20 12/20/2016   EUR    63.70
Deutsche Bank AG            4.20 12/20/2016   EUR    62.00
Deutsche Bank AG            5.20 12/20/2016   EUR    59.80
Deutsche Bank AG            6.20 12/20/2016   EUR    60.70
Deutsche Bank AG            4.20 12/20/2016   EUR    59.00
Deutsche Bank AG            5.20  3/22/2016   EUR    73.00
Deutsche Bank AG            5.20  3/22/2016   EUR    69.00
Deutsche Bank AG            6.20  3/22/2016   EUR    69.10
Deutsche Bank AG            4.20  3/22/2016   EUR    68.90
Deutsche Bank AG            5.20  3/22/2016   EUR    57.60
Deutsche Bank AG            6.20  3/22/2016   EUR    57.70
Deutsche Bank AG            4.20  3/22/2016   EUR    57.50
Deutsche Bank AG            6.20  3/22/2016   EUR    54.70
Deutsche Bank AG            5.20  3/22/2016   EUR    54.60
Deutsche Bank AG            4.20  3/22/2016   EUR    54.50
Deutsche Bank AG            4.20  3/22/2016   EUR    60.30
Deutsche Bank AG            5.20  3/21/2017   EUR    73.50
Deutsche Bank AG            7.20  3/21/2017   EUR    70.80
Deutsche Bank AG            5.20  3/21/2017   EUR    68.60
Deutsche Bank AG            5.20  3/21/2017   EUR    63.70
Deutsche Bank AG            7.20  3/21/2017   EUR    65.90
Deutsche Bank AG            5.20  3/21/2017   EUR    61.70
Deutsche Bank AG            7.20  3/21/2017   EUR    63.90
Deutsche Bank AG            7.20  3/21/2017   EUR    62.00
Deutsche Bank AG            5.20  3/21/2017   EUR    59.80
Deutsche Bank AG            7.20  3/21/2017   EUR    60.20
Deutsche Bank AG            5.20  3/21/2017   EUR    58.00
Deutsche Bank AG            5.20  3/21/2017   EUR    56.30
Deutsche Bank AG            7.20  3/21/2017   EUR    58.50
Deutsche Bank AG            5.20  3/21/2017   EUR    70.00
Deutsche Bank AG            5.20  3/21/2017   EUR    78.10
Deutsche Bank AG            7.20  3/21/2017   EUR    78.00
Deutsche Bank AG            5.20  3/21/2017   EUR    75.80
Deutsche Bank AG            5.20  3/21/2017   EUR    77.90
Deutsche Bank AG            5.20  3/21/2017   EUR    63.20
Deutsche Bank AG            7.20  3/21/2017   EUR    65.40
Deutsche Bank AG            7.20  3/21/2017   EUR    62.70
Deutsche Bank AG            5.20  3/21/2017   EUR    60.50
Deutsche Bank AG            5.20  3/21/2017   EUR    58.00
Deutsche Bank AG            7.20  3/21/2017   EUR    60.20
Deutsche Bank AG            5.20  6/21/2016   EUR    73.20
Deutsche Bank AG            5.20  9/20/2016   EUR    74.10
Deutsche Bank AG            5.20 12/20/2016   EUR    77.40
Deutsche Bank AG            5.20 12/20/2016   EUR    75.00
Deutsche Bank AG            5.20 12/20/2016   EUR    76.90
Deutsche Bank AG            5.20  6/21/2016   EUR    61.40
Deutsche Bank AG            4.20  6/21/2016   EUR    61.10
Deutsche Bank AG            6.20  6/21/2016   EUR    61.70
Deutsche Bank AG            5.20  6/21/2016   EUR    58.30
Deutsche Bank AG            6.20  6/21/2016   EUR    58.60
Deutsche Bank AG            6.20  9/20/2016   EUR    62.50
Deutsche Bank AG            5.20  9/20/2016   EUR    61.90
Deutsche Bank AG            4.20  9/20/2016   EUR    61.40
Deutsche Bank AG            6.20  9/20/2016   EUR    59.60
Deutsche Bank AG            5.20  9/20/2016   EUR    59.00
Deutsche Bank AG            6.20 12/20/2016   EUR    63.40
Deutsche Bank AG            5.20 12/20/2016   EUR    62.50
Deutsche Bank AG            4.20 12/20/2016   EUR    61.70
Deutsche Bank AG            5.20 12/20/2016   EUR    59.70
Deutsche Bank AG            6.20 12/20/2016   EUR    60.50
Deutsche Bank AG            5.20 12/20/2016   EUR    73.70
Deutsche Bank AG            5.20 12/20/2016   EUR    70.90
Deutsche Bank AG            5.20  3/21/2017   EUR    73.60
Deutsche Bank AG            7.20  3/21/2017   EUR    75.80
Deutsche Bank AG            7.20  3/21/2017   EUR    73.10
Deutsche Bank AG            5.20  3/21/2017   EUR    70.90
Deutsche Bank AG            7.20  3/21/2017   EUR    70.60
Deutsche Bank AG            5.20  3/21/2017   EUR    68.40
Deutsche Bank AG            5.20  3/21/2017   EUR    66.00
Deutsche Bank AG            7.20  3/21/2017   EUR    68.20
Deutsche Bank AG            7.20  3/21/2017   EUR    69.40
Deutsche Bank AG            5.20  3/21/2017   EUR    67.20
Deutsche Bank AG            7.20  3/21/2017   EUR    66.20
Deutsche Bank AG            5.20  3/21/2017   EUR    64.00
Deutsche Bank AG            5.20  3/21/2017   EUR    61.00
Deutsche Bank AG            7.20  3/21/2017   EUR    63.20
Deutsche Bank AG            7.20  7/20/2016   EUR    75.30
Deutsche Bank AG            7.20  8/24/2016   EUR    75.90
Deutsche Bank AG            5.20 10/26/2016   EUR    75.70
Deutsche Bank AG            5.20 11/23/2016   EUR    76.10
Deutsche Bank AG            7.20  7/20/2016   EUR    76.70
Deutsche Bank AG            7.20  7/20/2016   EUR    73.00
Deutsche Bank AG            5.20  7/20/2016   EUR    72.10
Deutsche Bank AG            7.20  7/20/2016   EUR    67.20
Deutsche Bank AG            5.20  8/24/2016   EUR    72.30
Deutsche Bank AG            7.20  8/24/2016   EUR    73.30
Deutsche Bank AG            7.20  8/24/2016   EUR    67.80
Deutsche Bank AG            7.20 10/26/2016   EUR    74.00
Deutsche Bank AG            5.20 10/26/2016   EUR    72.70
Deutsche Bank AG            5.20 10/26/2016   EUR    67.30
Deutsche Bank AG            7.20 10/26/2016   EUR    68.70
Deutsche Bank AG            5.20 11/23/2016   EUR    72.80
Deutsche Bank AG            7.20 11/23/2016   EUR    74.30
Deutsche Bank AG            7.20 11/23/2016   EUR    69.10
Deutsche Bank AG            5.20 11/23/2016   EUR    67.50
Deutsche Bank AG            7.20  7/20/2016   EUR    61.40
Deutsche Bank AG            7.20  7/20/2016   EUR    59.30
Deutsche Bank AG            7.20  7/20/2016   EUR    57.30
Deutsche Bank AG            7.20  7/20/2016   EUR    55.40
Deutsche Bank AG            7.20  7/20/2016   EUR    53.70
Deutsche Bank AG            7.20  8/24/2016   EUR    62.00
Deutsche Bank AG            7.20  8/24/2016   EUR    59.90
Deutsche Bank AG            7.20  8/24/2016   EUR    58.00
Deutsche Bank AG            7.20  8/24/2016   EUR    56.10
Deutsche Bank AG            7.20  8/24/2016   EUR    54.40
Deutsche Bank AG            5.20 10/26/2016   EUR    61.80
Deutsche Bank AG            7.20 10/26/2016   EUR    63.20
Deutsche Bank AG            7.20 10/26/2016   EUR    61.10
Deutsche Bank AG            5.20 10/26/2016   EUR    59.70
Deutsche Bank AG            7.20 10/26/2016   EUR    59.20
Deutsche Bank AG            5.20 10/26/2016   EUR    57.80
Deutsche Bank AG            7.20 10/26/2016   EUR    57.30
Deutsche Bank AG            5.20 10/26/2016   EUR    56.00
Deutsche Bank AG            5.20 10/26/2016   EUR    54.20
Deutsche Bank AG            7.20 10/26/2016   EUR    55.60
Deutsche Bank AG            7.20 11/23/2016   EUR    63.70
Deutsche Bank AG            5.20 11/23/2016   EUR    62.10
Deutsche Bank AG            5.20 11/23/2016   EUR    60.10
Deutsche Bank AG            7.20 11/23/2016   EUR    61.60
Deutsche Bank AG            5.20 11/23/2016   EUR    58.20
Deutsche Bank AG            7.20 11/23/2016   EUR    59.70
Deutsche Bank AG            5.20 11/23/2016   EUR    56.30
Deutsche Bank AG            7.20 11/23/2016   EUR    57.90
Deutsche Bank AG            7.20 11/23/2016   EUR    56.20
Deutsche Bank AG            5.20 11/23/2016   EUR    54.60
Deutsche Bank AG            7.20  7/20/2016   EUR    69.20
Deutsche Bank AG            5.20  7/20/2016   EUR    68.30
Deutsche Bank AG            5.20  8/24/2016   EUR    68.50
Deutsche Bank AG            7.20  8/24/2016   EUR    69.50
Deutsche Bank AG            5.20 10/26/2016   EUR    68.80
Deutsche Bank AG            7.20 10/26/2016   EUR    70.20
Deutsche Bank AG            5.20 11/23/2016   EUR    69.00
Deutsche Bank AG            7.20 11/23/2016   EUR    70.50
Deutsche Bank AG            7.20  7/20/2016   EUR    76.90
Deutsche Bank AG            7.20  7/20/2016   EUR    70.60
Deutsche Bank AG            5.20  7/20/2016   EUR    69.80
Deutsche Bank AG            7.20  8/24/2016   EUR    77.40
Deutsche Bank AG            7.20  8/24/2016   EUR    71.20
Deutsche Bank AG            5.20  8/24/2016   EUR    70.20
Deutsche Bank AG            5.20 10/26/2016   EUR    76.90
Deutsche Bank AG            7.20 10/26/2016   EUR    78.30
Deutsche Bank AG            5.20 10/26/2016   EUR    70.90
Deutsche Bank AG            7.20 10/26/2016   EUR    72.30
Deutsche Bank AG            7.20 11/23/2016   EUR    78.70
Deutsche Bank AG            5.20 11/23/2016   EUR    77.20
Deutsche Bank AG            5.20 11/23/2016   EUR    71.20
Deutsche Bank AG            7.20 11/23/2016   EUR    72.80
Deutsche Bank AG            7.20  7/20/2016   EUR    75.90
Deutsche Bank AG            7.20  8/24/2016   EUR    76.50
Deutsche Bank AG            7.20 10/26/2016   EUR    77.60
Deutsche Bank AG            5.20 10/26/2016   EUR    76.20
Deutsche Bank AG            7.20 11/23/2016   EUR    78.10
Deutsche Bank AG            5.20 11/23/2016   EUR    76.50
Deutsche Bank AG            5.20  7/20/2016   EUR    61.60
Deutsche Bank AG            7.20  7/20/2016   EUR    62.40
Deutsche Bank AG            7.20  7/20/2016   EUR    59.30
Deutsche Bank AG            5.20  7/20/2016   EUR    58.50
Deutsche Bank AG            7.20  7/20/2016   EUR    56.50
Deutsche Bank AG            5.20  8/24/2016   EUR    61.80
Deutsche Bank AG            7.20  8/24/2016   EUR    62.80
Deutsche Bank AG            7.20  8/24/2016   EUR    59.80
Deutsche Bank AG            5.20  8/24/2016   EUR    58.80
Deutsche Bank AG            7.20  8/24/2016   EUR    57.00
Deutsche Bank AG            5.20 10/26/2016   EUR    62.20
Deutsche Bank AG            7.20 10/26/2016   EUR    63.60
Deutsche Bank AG            5.20 10/26/2016   EUR    59.30
Deutsche Bank AG            7.20 10/26/2016   EUR    60.60
Deutsche Bank AG            7.20 10/26/2016   EUR    58.00
Deutsche Bank AG            5.20 10/26/2016   EUR    56.60
Deutsche Bank AG            7.20 11/23/2016   EUR    63.90
Deutsche Bank AG            5.20 11/23/2016   EUR    62.30
Deutsche Bank AG            5.20 11/23/2016   EUR    59.50
Deutsche Bank AG            7.20 11/23/2016   EUR    61.00
Deutsche Bank AG            5.20 11/23/2016   EUR    56.80
Deutsche Bank AG            7.20 11/23/2016   EUR    58.40
Deutsche Bank AG            7.20  7/20/2016   EUR    73.20
Deutsche Bank AG            5.20  7/20/2016   EUR    72.40
Deutsche Bank AG            7.20  7/20/2016   EUR    70.20
Deutsche Bank AG            7.20  7/20/2016   EUR    67.40
Deutsche Bank AG            7.20  7/20/2016   EUR    64.70
Deutsche Bank AG            7.20  8/24/2016   EUR    73.70
Deutsche Bank AG            5.20  8/24/2016   EUR    72.70
Deutsche Bank AG            7.20  8/24/2016   EUR    70.70
Deutsche Bank AG            7.20  8/24/2016   EUR    68.00
Deutsche Bank AG            7.20  8/24/2016   EUR    65.40
Deutsche Bank AG            7.20 10/26/2016   EUR    74.60
Deutsche Bank AG            5.20 10/26/2016   EUR    73.20
Deutsche Bank AG            7.20 10/26/2016   EUR    71.70
Deutsche Bank AG            5.20 10/26/2016   EUR    70.30
Deutsche Bank AG            7.20 10/26/2016   EUR    69.00
Deutsche Bank AG            5.20 10/26/2016   EUR    67.60
Deutsche Bank AG            5.20 10/26/2016   EUR    65.10
Deutsche Bank AG            7.20 10/26/2016   EUR    66.50
Deutsche Bank AG            5.20 11/23/2016   EUR    73.40
Deutsche Bank AG            7.20 11/23/2016   EUR    75.00
Deutsche Bank AG            5.20 11/23/2016   EUR    70.60
Deutsche Bank AG            7.20 11/23/2016   EUR    72.10
Deutsche Bank AG            5.20 11/23/2016   EUR    67.90
Deutsche Bank AG            7.20 11/23/2016   EUR    69.50
Deutsche Bank AG            7.20 11/23/2016   EUR    67.00
Deutsche Bank AG            5.20 11/23/2016   EUR    65.40
Deutsche Bank AG            5.20   7/6/2016   EUR    64.50
Deutsche Bank AG            7.20   7/6/2016   EUR    65.30
Deutsche Bank AG            5.20   7/6/2016   EUR    61.00
Deutsche Bank AG            7.20   7/6/2016   EUR    61.70
Deutsche Bank AG            7.20   7/6/2016   EUR    58.50
Deutsche Bank AG            5.20   7/6/2016   EUR    57.70
Deutsche Bank AG            5.20  8/24/2016   EUR    65.00
Deutsche Bank AG            7.20  8/24/2016   EUR    66.10
Deutsche Bank AG            5.20  8/24/2016   EUR    61.50
Deutsche Bank AG            7.20  8/24/2016   EUR    62.60
Deutsche Bank AG            7.20  8/24/2016   EUR    59.40
Deutsche Bank AG            5.20  8/24/2016   EUR    58.40
Deutsche Bank AG            7.20 10/26/2016   EUR    67.10
Deutsche Bank AG            5.20 10/26/2016   EUR    65.70
Deutsche Bank AG            5.20 10/26/2016   EUR    62.30
Deutsche Bank AG            7.20 10/26/2016   EUR    63.70
Deutsche Bank AG            5.20 10/26/2016   EUR    59.20
Deutsche Bank AG            7.20 10/26/2016   EUR    60.50
Deutsche Bank AG            5.20 11/23/2016   EUR    65.90
Deutsche Bank AG            7.20 11/23/2016   EUR    67.50
Deutsche Bank AG            5.20 11/23/2016   EUR    62.60
Deutsche Bank AG            7.20 11/23/2016   EUR    64.10
Deutsche Bank AG            7.20 11/23/2016   EUR    61.00
Deutsche Bank AG            5.20 11/23/2016   EUR    59.50
DZ Bank AG Deutsche Zentr   5.20  3/21/2016   EUR    62.65
DZ Bank AG Deutsche Zentr   8.30  3/21/2016   EUR    59.81
DZ Bank AG Deutsche Zentr   6.70  6/20/2016   EUR    63.70
DZ Bank AG Deutsche Zentr   5.10  9/19/2016   EUR    64.17
DZ Bank AG Deutsche Zentr   4.90  3/21/2016   EUR    62.18
DZ Bank AG Deutsche Zentr   7.60  9/19/2016   EUR    61.61
DZ Bank AG Deutsche Zentr  10.00  3/21/2016   EUR    70.26
DZ Bank AG Deutsche Zentr   8.50  3/21/2016   EUR    66.99
DZ Bank AG Deutsche Zentr  12.00  6/20/2016   EUR    70.69
DZ Bank AG Deutsche Zentr  10.00  6/20/2016   EUR    67.26
DZ Bank AG Deutsche Zentr   8.25  6/20/2016   EUR    69.66
DZ Bank AG Deutsche Zentr   9.50  3/21/2016   EUR    70.92
DZ Bank AG Deutsche Zentr   9.75  6/20/2016   EUR    70.69
DZ Bank AG Deutsche Zentr   6.50  6/20/2016   EUR    52.59
DZ Bank AG Deutsche Zentr   6.00  9/19/2016   EUR    53.88
DZ Bank AG Deutsche Zentr   6.75  9/19/2016   EUR    54.31
DZ Bank AG Deutsche Zentr   8.50  3/21/2016   EUR    67.63
DZ Bank AG Deutsche Zentr   7.25  3/21/2016   EUR    72.07
DZ Bank AG Deutsche Zentr   7.00  6/20/2016   EUR    71.19
DZ Bank AG Deutsche Zentr   7.25  9/19/2016   EUR    72.94
Notenstein La Roche Priva   6.34  8/19/2016   CHF    58.93
Vontobel Financial Produc   5.00 12/23/2016   EUR    61.98
Vontobel Financial Produc   5.00 12/23/2016   EUR    72.33
Vontobel Financial Produc  13.40 12/23/2016   EUR    65.24
Vontobel Financial Produc   7.60 12/23/2016   EUR    66.28
Vontobel Financial Produc   5.45 12/23/2016   EUR    69.35
Vontobel Financial Produc   7.30  12/2/2016   EUR    68.86
Vontobel Financial Produc   6.35  8/26/2016   EUR    77.59
Vontobel Financial Produc   6.75  8/26/2016   EUR    58.04
Vontobel Financial Produc   9.00  8/26/2016   EUR    73.91
DekaBank Deutsche Girozen   5.20  8/12/2016   EUR    73.06
DekaBank Deutsche Girozen   5.40  8/12/2016   EUR    55.06
DZ Bank AG Deutsche Zentr   4.90  6/20/2016   EUR    60.30
DZ Bank AG Deutsche Zentr   5.60  9/19/2016   EUR    66.41
Goldman Sachs & Co Wertpa  11.00  9/21/2016   EUR    58.33
Goldman Sachs & Co Wertpa   7.00  4/20/2016   EUR    71.80
Goldman Sachs & Co Wertpa   7.00  4/20/2016   EUR    71.80
Goldman Sachs & Co Wertpa   7.00  5/25/2016   EUR    71.86
Goldman Sachs & Co Wertpa   8.00  5/25/2016   EUR    72.12
Goldman Sachs & Co Wertpa   4.00  6/22/2016   EUR    68.92
Goldman Sachs & Co Wertpa   8.00  6/22/2016   EUR    70.23
Goldman Sachs & Co Wertpa   8.00  6/22/2016   EUR    70.23
Goldman Sachs & Co Wertpa  13.00  6/22/2016   EUR    71.87
Goldman Sachs & Co Wertpa   5.00  8/24/2016   EUR    69.25
Goldman Sachs & Co Wertpa  13.00  7/20/2016   EUR    72.49
Goldman Sachs & Co Wertpa  12.00  8/24/2016   EUR    72.74
Goldman Sachs & Co Wertpa  11.00  9/21/2016   EUR    72.71
Goldman Sachs & Co Wertpa  11.00  9/21/2016   EUR    72.71
Goldman Sachs & Co Wertpa   8.00 12/21/2016   EUR    72.01
Goldman Sachs & Co Wertpa   5.00 12/21/2016   EUR    69.55
Goldman Sachs & Co Wertpa   8.00 12/21/2016   EUR    72.01
Goldman Sachs & Co Wertpa  12.00  3/23/2016   EUR    58.16
Goldman Sachs & Co Wertpa  11.00  4/20/2016   EUR    58.85
Goldman Sachs & Co Wertpa  11.00  4/20/2016   EUR    58.85
Goldman Sachs & Co Wertpa   5.00  5/25/2016   EUR    58.18
Goldman Sachs & Co Wertpa   7.00 12/21/2016   EUR    61.29
Goldman Sachs & Co Wertpa  13.00  5/25/2016   EUR    59.38
Goldman Sachs & Co Wertpa  12.00  4/20/2016   EUR    58.58
Goldman Sachs & Co Wertpa   8.00  7/20/2016   EUR    59.28
Goldman Sachs & Co Wertpa  10.00  7/20/2016   EUR    60.09
Goldman Sachs & Co Wertpa  10.00  8/24/2016   EUR    60.87
Goldman Sachs & Co Wertpa  10.00  8/24/2016   EUR    60.87
Goldman Sachs & Co Wertpa  11.00  8/24/2016   EUR    61.37
Goldman Sachs & Co Wertpa   8.00  9/21/2016   EUR    60.33
Goldman Sachs & Co Wertpa  10.00  9/21/2016   EUR    61.48
Goldman Sachs & Co Wertpa  10.00  9/21/2016   EUR    61.48
Goldman Sachs & Co Wertpa   6.00 12/21/2016   EUR    60.34
Goldman Sachs & Co Wertpa   8.00 12/21/2016   EUR    61.98
Goldman Sachs & Co Wertpa   8.00 12/21/2016   EUR    61.98
Goldman Sachs & Co Wertpa   7.00  3/22/2017   EUR    62.56
Goldman Sachs & Co Wertpa   8.00  3/22/2017   EUR    63.63
Goldman Sachs & Co Wertpa   8.00  3/22/2017   EUR    63.63
Goldman Sachs & Co Wertpa   8.00  3/22/2017   EUR    63.63
Goldman Sachs & Co Wertpa   7.00  6/21/2017   EUR    63.21
Goldman Sachs & Co Wertpa   8.00  6/21/2017   EUR    64.53
Goldman Sachs & Co Wertpa   8.00  6/21/2017   EUR    64.53
Goldman Sachs & Co Wertpa   8.00  6/21/2017   EUR    64.52
Goldman Sachs & Co Wertpa   8.00  6/21/2017   EUR    64.52
UBS AG/London              10.40  8/21/2017   CHF    72.11
Vontobel Financial Produc  13.95  9/23/2016   EUR    52.49
Vontobel Financial Produc   6.00 12/23/2016   EUR    58.44
Vontobel Financial Produc  10.00 12/23/2016   EUR    55.01
Vontobel Financial Produc  11.70 12/23/2016   EUR    54.16
Vontobel Financial Produc  10.70 12/23/2016   EUR    77.02
LBBW                        4.50  8/26/2016   EUR    43.88
LBBW                        5.50  8/26/2016   EUR    43.35
LBBW                        6.00  8/26/2016   EUR    76.39
LBBW                        6.00  8/26/2016   EUR    75.90
DekaBank Deutsche Girozen   5.40  8/12/2016   EUR    73.53
LBBW                        2.50  8/26/2016   EUR    46.27
LBBW                        3.50  8/26/2016   EUR    44.43
LBBW                        3.00  8/26/2016   EUR    74.40
LBBW                        5.00  8/26/2016   EUR    70.97
LBBW                        3.00  8/26/2016   EUR    71.94
LBBW                        4.50  8/26/2016   EUR    69.15
LBBW                        5.50  8/26/2016   EUR    67.98
LBBW                        3.00  8/26/2016   EUR    59.06
LBBW                        4.00  8/26/2016   EUR    57.11
LBBW                        5.00  8/26/2016   EUR    55.89
LBBW                        6.00  8/26/2016   EUR    54.78
LBBW                        5.00  8/26/2016   EUR    73.01
LBBW                        2.50  8/26/2016   EUR    65.30
LBBW                        3.50  8/26/2016   EUR    63.92
LBBW                        4.50  8/26/2016   EUR    62.92
LBBW                        3.50  8/26/2016   EUR    78.81
LBBW                        4.50  8/26/2016   EUR    77.20
LBBW                        5.50  8/26/2016   EUR    75.76
LBBW                        2.50  8/26/2016   EUR    79.63
LBBW                        3.50  8/26/2016   EUR    77.54
LBBW                        4.50  8/26/2016   EUR    75.84
LBBW                        5.50  8/26/2016   EUR    74.52
LBBW                        3.00  8/26/2016   EUR    67.87
LBBW                        4.50  8/26/2016   EUR    65.18
LBBW                        6.00  8/26/2016   EUR    63.38
LBBW                        3.50  8/26/2016   EUR    66.05
LBBW                        5.50  8/26/2016   EUR    63.57
LBBW                        3.00  8/26/2016   EUR    63.90
LBBW                        4.00  8/26/2016   EUR    62.40
LBBW                        5.00  8/26/2016   EUR    61.00
LBBW                        3.00  8/26/2016   EUR    77.31
LBBW                        5.00  8/26/2016   EUR    73.63
LBBW                        4.50  8/26/2016   EUR    75.10
LBBW                        6.00  8/26/2016   EUR    73.13
LBBW                        3.00  8/26/2016   EUR    70.55
LBBW                        4.50  8/26/2016   EUR    67.77
LBBW                        2.50  8/26/2016   EUR    72.41
LBBW                        4.00  8/26/2016   EUR    70.11
LBBW                        5.50  8/26/2016   EUR    68.47
LBBW                        3.00  8/26/2016   EUR    74.35
LBBW                        4.00  8/26/2016   EUR    72.35
LBBW                        5.00  8/26/2016   EUR    70.45
LBBW                        2.50  8/26/2016   EUR    62.42
LBBW                        3.50  8/26/2016   EUR    60.90
LBBW                        4.50  8/26/2016   EUR    59.67
LBBW                        5.50  8/26/2016   EUR    58.65
LBBW                        6.50  8/26/2016   EUR    57.81
UBS AG/London               8.25  2/20/2017   CHF    64.17
UBS AG/London               6.25  8/19/2016   CHF    78.45
Notenstein La Roche Priva   5.02  2/20/2017   CHF    74.02
Vontobel Financial Produc  21.40  9/23/2016   EUR    61.36
Vontobel Financial Produc   9.00 12/23/2016   EUR    66.47
Vontobel Financial Produc   7.10 12/23/2016   EUR    67.98
Vontobel Financial Produc  11.15 12/23/2016   EUR    65.39
Vontobel Financial Produc  13.30 12/23/2016   EUR    64.53
Vontobel Financial Produc  15.45 12/23/2016   EUR    63.87
Vontobel Financial Produc  12.25  9/23/2016   EUR    68.81
Vontobel Financial Produc   5.15 12/23/2016   EUR    76.51
Vontobel Financial Produc  10.50 12/23/2016   EUR    70.27
Vontobel Financial Produc  13.60 12/23/2016   EUR    68.38
Vontobel Financial Produc   4.75  9/23/2016   EUR    63.50
Vontobel Financial Produc  13.00  9/23/2016   EUR    58.08
Vontobel Financial Produc   6.35 12/23/2016   EUR    77.55
Vontobel Financial Produc   8.80 12/23/2016   EUR    60.35
Vontobel Financial Produc   5.00 12/23/2016   EUR    63.00
Vontobel Financial Produc   6.85 12/23/2016   EUR    61.51
Vontobel Financial Produc  10.80 12/23/2016   EUR    59.48
Vontobel Financial Produc  15.60  9/23/2016   EUR    57.23
Vontobel Financial Produc  23.55  2/26/2016   EUR    55.95
Leonteq Securities AG       5.40  8/28/2017   CHF    54.88
Leonteq Securities AG      15.80 11/28/2016   CHF    73.41
Banque Cantonale Vaudoise   6.72  8/19/2016   EUR    61.95
Vontobel Financial Produc   6.15  9/23/2016   EUR    76.36
UBS AG                      5.00  9/23/2016   EUR    78.92
UBS AG                     10.00  9/23/2016   EUR    70.14
UBS AG                     13.50  6/24/2016   EUR    74.56
UBS AG                     14.00  6/24/2016   EUR    71.09
UBS AG                     11.50  9/23/2016   EUR    76.52
Erste Group Bank AG         6.80  8/28/2016   EUR    63.00
Vontobel Financial Produc   7.20  6/24/2016   EUR    71.05
Vontobel Financial Produc   5.75  6/24/2016   EUR    73.02
Vontobel Financial Produc   6.45  9/23/2016   EUR    72.38
Notenstein La Roche Priva   4.10  8/14/2018   CHF    69.14
Notenstein La Roche Priva   7.00  8/14/2017   CHF    73.43
Notenstein La Roche Priva   6.30  2/14/2017   CHF    51.08
Notenstein La Roche Priva   5.70  8/14/2017   CHF    71.14
Notenstein La Roche Priva   6.20  2/14/2017   CHF    60.41
Notenstein La Roche Priva   5.30  8/14/2017   CHF    74.27
Notenstein La Roche Priva   4.20  8/15/2016   CHF    47.48
Vontobel Financial Produc   6.80  12/9/2016   EUR    61.23
Vontobel Financial Produc  11.85  6/24/2016   EUR    77.78
Vontobel Financial Produc  11.70  12/9/2016   EUR    58.60
Vontobel Financial Produc   4.65  9/23/2016   EUR    71.14
Vontobel Financial Produc   7.60  9/23/2016   EUR    68.20
Vontobel Financial Produc   4.75  6/24/2016   EUR    64.20
Vontobel Financial Produc  10.75  9/23/2016   EUR    59.08
Vontobel Financial Produc   7.80  9/23/2016   EUR    71.29
Vontobel Financial Produc   5.55  9/23/2016   EUR    74.42
Vontobel Financial Produc   9.55  9/23/2016   EUR    69.53
Vontobel Financial Produc   4.60  9/23/2016   EUR    64.63
Vontobel Financial Produc   8.90  6/24/2016   EUR    66.81
Vontobel Financial Produc   5.00  6/24/2016   EUR    70.35
Vontobel Financial Produc   9.10  6/24/2016   EUR    69.98
Vontobel Financial Produc   6.20  6/24/2016   EUR    73.75
Leonteq Securities AG       5.40  8/14/2017   CHF    71.50
Leonteq Securities AG      10.00 11/14/2016   CHF    53.21
Leonteq Securities AG       8.00 11/14/2016   CHF    73.69
Vontobel Financial Produc   6.30  6/24/2016   EUR    75.62
UBS AG/London               5.00   8/6/2018   CHF    74.99
Vontobel Financial Produc   7.35  6/24/2016   EUR    69.74
UBS AG                      4.50 11/11/2016   EUR    64.14
UBS AG                      9.00  8/12/2016   EUR    56.57
UBS AG                      4.50 11/11/2016   EUR    71.78
UBS AG                      8.00  8/12/2016   EUR    57.63
UBS AG                      4.80  8/12/2016   EUR    71.65
DekaBank Deutsche Girozen   5.50  7/22/2016   EUR    72.73
LBBW                        3.40  9/28/2018   EUR    67.20
Vontobel Financial Produc   8.50  8/26/2016   EUR    66.61
Commerzbank AG              5.50  7/22/2016   EUR    56.83
Commerzbank AG              6.00  7/22/2016   EUR    59.03
Commerzbank AG              5.00  7/22/2016   EUR    64.04
Commerzbank AG              6.00  7/22/2016   EUR    72.58
DZ Bank AG Deutsche Zentr   6.90  6/20/2016   EUR    51.30
Bank Julius Baer & Co Ltd  12.20  8/18/2016   USD    65.90
DZ Bank AG Deutsche Zentr   6.50  9/23/2016   EUR    56.77
DZ Bank AG Deutsche Zentr   6.50  9/23/2016   EUR    51.65
DZ Bank AG Deutsche Zentr   8.00  8/26/2016   EUR    71.95
DZ Bank AG Deutsche Zentr   7.50  8/26/2016   EUR    69.04
Vontobel Financial Produc   7.00  8/26/2016   EUR    65.19
Vontobel Financial Produc   5.50  8/26/2016   EUR    73.52
Notenstein La Roche Priva   8.02  8/11/2017   EUR    61.92
Vontobel Financial Produc   6.15 12/23/2016   EUR    55.60
Vontobel Financial Produc  11.00  3/29/2016   EUR    73.64
Vontobel Financial Produc   5.35 12/23/2016   EUR    67.36
Vontobel Financial Produc  11.00  6/24/2016   EUR    73.79
Vontobel Financial Produc   6.15  8/26/2016   EUR    69.74
Vontobel Financial Produc  10.70  3/29/2016   EUR    69.27
Vontobel Financial Produc  13.35  6/24/2016   EUR    66.67
Vontobel Financial Produc  11.00  9/23/2016   EUR    67.96
Vontobel Financial Produc  14.80  9/23/2016   EUR    66.21
Notenstein La Roche Priva   4.10   8/7/2018   CHF    74.35
Notenstein La Roche Priva   7.00   2/7/2017   CHF    63.49
Notenstein La Roche Priva   5.50   8/7/2018   CHF    67.84
Notenstein La Roche Priva   5.00   8/7/2018   CHF    68.43
Goldman Sachs & Co Wertpa  21.00  7/20/2016   EUR    68.45
Goldman Sachs & Co Wertpa  10.00  8/24/2016   EUR    63.86
Goldman Sachs & Co Wertpa   8.00  8/24/2016   EUR    56.21
Goldman Sachs & Co Wertpa   9.00  6/21/2017   EUR    59.15
Bank Julius Baer & Co Ltd  13.68  7/28/2016   CHF    55.90
LBBW                        4.00  8/26/2016   EUR    58.50
LBBW                        3.00  8/26/2016   EUR    69.00
LBBW                        3.00  8/26/2016   EUR    59.23
LBBW                        5.00  8/26/2016   EUR    56.04
LBBW                        5.00  8/26/2016   EUR    73.47
LBBW                        2.50  8/26/2016   EUR    77.73
LBBW                        4.50  8/26/2016   EUR    73.69
LBBW                        2.50  8/26/2016   EUR    63.30
LBBW                        4.50  8/26/2016   EUR    59.79
LBBW                        3.00  8/26/2016   EUR    80.02
LBBW                        4.50  8/26/2016   EUR    77.28
LBBW                        4.50  8/26/2016   EUR    69.00
LBBW                        2.50  8/26/2016   EUR    60.41
LBBW                        4.00  8/26/2016   EUR    75.54
LBBW                        3.00  8/26/2016   EUR    74.28
LBBW                        4.50  8/25/2017   EUR    75.65
LBBW                        2.50  8/25/2017   EUR    75.50
LBBW                        4.50  8/25/2017   EUR    70.77
LBBW                        3.50  8/25/2017   EUR    60.96
LBBW                        4.50  8/25/2017   EUR    71.76
LBBW                        3.50  8/25/2017   EUR    77.72
LBBW                        4.50  8/25/2017   EUR    75.87
LBBW                        3.50  8/25/2017   EUR    75.21
LBBW                        3.00  8/25/2017   EUR    68.89
LBBW                        5.00  8/25/2017   EUR    65.97
LBBW                        3.00  8/25/2017   EUR    62.08
LBBW                        4.00  8/25/2017   EUR    60.09
LBBW                        5.00  8/25/2017   EUR    58.67
LBBW                        3.00  8/25/2017   EUR    49.00
LBBW                        3.50  8/25/2017   EUR    60.66
LBBW                        3.00  8/25/2017   EUR    64.10
LBBW                        3.00  8/25/2017   EUR    71.54
EFG International Finance   7.20  7/29/2020   EUR    54.36
Vontobel Financial Produc   4.15 12/23/2016   EUR    56.80
Vontobel Financial Produc   7.45  3/29/2016   EUR    61.88
Vontobel Financial Produc   8.05  6/24/2016   EUR    72.55
Vontobel Financial Produc   9.00  3/29/2016   EUR    68.64
Vontobel Financial Produc   5.15  6/24/2016   EUR    70.40
Landesbank Hessen-Thuerin   3.00 11/28/2016   EUR    72.80
Leonteq Securities AG       5.20   8/7/2018   CHF    76.06
Leonteq Securities AG       4.20   8/7/2018   EUR    73.87
Leonteq Securities AG      12.00  11/7/2016   CHF    69.33
Leonteq Securities AG       8.00  11/7/2016   CHF    67.71
Leonteq Securities AG       9.20  11/7/2016   USD    63.09
Notenstein La Roche Priva   6.00   8/7/2017   CHF    68.75
Notenstein La Roche Priva   4.00  7/31/2018   CHF    69.75
Notenstein La Roche Priva   6.00  7/31/2017   CHF    61.00
Notenstein La Roche Priva   5.60  7/31/2017   CHF    75.68
Notenstein La Roche Priva   4.00  1/31/2017   EUR    53.78
Commerzbank AG              6.00  6/23/2016   EUR    60.38
DZ Bank AG Deutsche Zentr   5.60  6/20/2016   EUR    63.34
DZ Bank AG Deutsche Zentr   4.80  9/19/2016   EUR    62.09
Banque Cantonale Vaudoise   5.52  7/29/2016   USD    75.05
UBS AG/London               5.00  7/29/2016   CHF    65.04
Zurcher Kantonalbank Fina   9.00  8/11/2016   CHF    71.07
Zurcher Kantonalbank Fina   7.20  8/11/2016   CHF    71.61
Bank Julius Baer & Co Ltd   9.05  2/13/2017   EUR    57.95
Vontobel Financial Produc   7.70  6/24/2016   EUR    75.82
Vontobel Financial Produc   6.40  6/24/2016   EUR    77.53
Vontobel Financial Produc   5.45  9/23/2016   EUR    78.39
Vontobel Financial Produc   6.55  9/23/2016   EUR    76.97
Vontobel Financial Produc   5.10  9/23/2016   EUR    60.43
Vontobel Financial Produc   4.25  9/23/2016   EUR    61.53
Vontobel Financial Produc   9.50  6/24/2016   EUR    56.28
Vontobel Financial Produc   8.90  7/22/2016   EUR    56.78
Zurcher Kantonalbank Fina  10.03 10/21/2016   CHF    78.80
Goldman Sachs & Co Wertpa   8.00 11/23/2016   EUR    70.61
Leonteq Securities AG      11.20  1/26/2017   CHF    75.90
Leonteq Securities AG      10.20  1/26/2017   CHF    60.32
Goldman Sachs & Co Wertpa   6.00 11/23/2016   EUR    64.18
Goldman Sachs & Co Wertpa  10.00  3/23/2016   EUR    61.38
Goldman Sachs & Co Wertpa   8.00 11/23/2016   EUR    65.68
Bank Julius Baer & Co Ltd   9.00 10/24/2016   CHF    57.55
LBBW                        6.00 10/28/2016   EUR    72.76
LBBW                        5.50  6/24/2016   EUR    73.55
Notenstein La Roche Priva   5.00 10/23/2018   CHF    76.63
Notenstein La Roche Priva   7.50 10/26/2016   CHF    77.55
BNP Paribas Emissions- un   7.50  3/24/2016   EUR    72.77
BNP Paribas Emissions- un  11.00  3/24/2016   EUR    66.84
BNP Paribas Emissions- un  20.00  3/24/2016   EUR    59.93
BNP Paribas Emissions- un   5.50  9/22/2016   EUR    73.39
BNP Paribas Emissions- un   9.00  9/22/2016   EUR    67.81
BNP Paribas Emissions- un  12.00  9/22/2016   EUR    65.03
BNP Paribas Emissions- un  16.00  9/22/2016   EUR    63.31
BNP Paribas Emissions- un   8.00 12/22/2016   EUR    68.84
BNP Paribas Emissions- un  10.00 12/22/2016   EUR    66.20
BNP Paribas Emissions- un  21.00  6/23/2016   EUR    74.68
BNP Paribas Emissions- un  16.00  3/24/2016   EUR    64.22
BNP Paribas Emissions- un   5.00  9/22/2016   EUR    72.52
BNP Paribas Emissions- un   6.00  9/22/2016   EUR    69.82
BNP Paribas Emissions- un  15.00  3/24/2016   EUR    71.44
BNP Paribas Emissions- un   9.00  9/22/2016   EUR    73.66
BNP Paribas Emissions- un  13.00  9/22/2016   EUR    69.87
BNP Paribas Emissions- un  19.00  9/22/2016   EUR    64.12
BNP Paribas Emissions- un  16.00 12/22/2016   EUR    65.65
BNP Paribas Emissions- un  13.00  6/23/2016   EUR    72.66
BNP Paribas Emissions- un  16.00  9/22/2016   EUR    64.47
BNP Paribas Emissions- un  22.00  9/22/2016   EUR    60.59
BNP Paribas Emissions- un  13.00 12/22/2016   EUR    65.89
BNP Paribas Emissions- un  19.00 12/22/2016   EUR    64.17
BNP Paribas Emissions- un  13.00  6/23/2016   EUR    74.87
BNP Paribas Emissions- un  18.00  6/23/2016   EUR    71.91
BNP Paribas Emissions- un  12.00 12/22/2016   EUR    75.50
BNP Paribas Emissions- un   8.00  3/24/2016   EUR    64.92
BNP Paribas Emissions- un   9.00  9/22/2016   EUR    68.51
BNP Paribas Emissions- un   6.00 12/22/2016   EUR    71.23
BNP Paribas Emissions- un   7.00 12/22/2016   EUR    69.09
BNP Paribas Emissions- un  12.00  6/23/2016   EUR    60.40
BNP Paribas Emissions- un  15.00  6/23/2016   EUR    59.26
BNP Paribas Emissions- un  18.00  6/23/2016   EUR    57.32
BNP Paribas Emissions- un  21.00  6/23/2016   EUR    55.68
BNP Paribas Emissions- un   7.00  9/22/2016   EUR    66.08
BNP Paribas Emissions- un   8.00  9/22/2016   EUR    66.66
BNP Paribas Emissions- un   9.50  9/22/2016   EUR    63.91
BNP Paribas Emissions- un  13.00  9/22/2016   EUR    61.64
BNP Paribas Emissions- un  17.00  9/22/2016   EUR    58.51
BNP Paribas Emissions- un   7.00 12/22/2016   EUR    67.10
BNP Paribas Emissions- un   8.50 12/22/2016   EUR    64.91
BNP Paribas Emissions- un  10.00 12/22/2016   EUR    64.04
BNP Paribas Emissions- un  11.00 12/22/2016   EUR    62.88
BNP Paribas Emissions- un  15.00 12/22/2016   EUR    60.92
BNP Paribas Emissions- un  29.00  3/24/2016   EUR    52.15
BNP Paribas Emissions- un   8.00  6/23/2016   EUR    65.15
BNP Paribas Emissions- un  11.00  6/23/2016   EUR    62.36
BNP Paribas Emissions- un  23.00  3/24/2016   EUR    78.94
BNP Paribas Emissions- un   7.50  9/22/2016   EUR    73.23
BNP Paribas Emissions- un   9.00  9/22/2016   EUR    70.77
BNP Paribas Emissions- un  11.00  9/22/2016   EUR    68.84
BNP Paribas Emissions- un  16.00  9/22/2016   EUR    65.41
BNP Paribas Emissions- un   7.50 12/22/2016   EUR    73.60
BNP Paribas Emissions- un   9.00 12/22/2016   EUR    71.71
BNP Paribas Emissions- un  13.00 12/22/2016   EUR    68.54
BNP Paribas Emissions- un  14.00 12/22/2016   EUR    66.92
BNP Paribas Emissions- un   6.00  6/23/2016   EUR    74.27
BNP Paribas Emissions- un   7.50  6/23/2016   EUR    72.25
BNP Paribas Emissions- un  10.00  6/23/2016   EUR    69.54
BNP Paribas Emissions- un  13.00  6/23/2016   EUR    67.29
BNP Paribas Emissions- un  14.00  6/23/2016   EUR    65.61
BNP Paribas Emissions- un  17.00  6/23/2016   EUR    64.70
BNP Paribas Emissions- un  20.00  6/23/2016   EUR    63.04
BNP Paribas Emissions- un  13.00 12/22/2016   EUR    80.85
BNP Paribas Emissions- un  16.00  3/24/2016   EUR    80.04
BNP Paribas Emissions- un  22.00  3/24/2016   EUR    77.08
BNP Paribas Emissions- un  25.00  3/24/2016   EUR    75.40
BNP Paribas Emissions- un  14.00  9/22/2016   EUR    80.17
BNP Paribas Emissions- un  15.00  9/22/2016   EUR    79.03
BNP Paribas Emissions- un  16.00  9/22/2016   EUR    72.70
BNP Paribas Emissions- un  13.00 12/22/2016   EUR    74.13
BNP Paribas Emissions- un   8.00  3/24/2016   EUR    64.54
BNP Paribas Emissions- un   8.00  9/22/2016   EUR    65.86
BNP Paribas Emissions- un  13.00  9/22/2016   EUR    59.01
Vontobel Financial Produc   8.50  9/23/2016   EUR    59.95
Vontobel Financial Produc  10.00  9/23/2016   EUR    58.91
Vontobel Financial Produc  15.00 12/23/2016   EUR    59.90
Vontobel Financial Produc  11.50  3/29/2016   EUR    71.01
Vontobel Financial Produc  10.00  6/24/2016   EUR    71.75
Vontobel Financial Produc   9.00  9/23/2016   EUR    72.97
Vontobel Financial Produc  14.50  3/29/2016   EUR    63.43
Vontobel Financial Produc  26.00  3/29/2016   EUR    54.37
Vontobel Financial Produc   8.00  6/24/2016   EUR    69.89
Vontobel Financial Produc  13.60  6/24/2016   EUR    62.22
Vontobel Financial Produc  21.55  6/24/2016   EUR    56.82
Vontobel Financial Produc  17.50  9/23/2016   EUR    58.33
Leonteq Securities AG      16.80  7/26/2016   CHF    63.77
Vontobel Financial Produc  10.10 10/28/2016   EUR    74.01
BNP Paribas Emissions- un  20.00  3/24/2016   EUR    75.73
BNP Paribas Emissions- un  24.00  3/24/2016   EUR    73.26
BNP Paribas Emissions- un  17.00  9/22/2016   EUR    74.49
Zurcher Kantonalbank Fina   8.00 10/27/2016   CHF    70.59
Credit Suisse AG/London     7.00 10/26/2016   CHF    67.11
UBS AG                      9.50  6/24/2016   EUR    66.12
DZ Bank AG Deutsche Zentr  11.50 10/28/2016   EUR    68.82
DZ Bank AG Deutsche Zentr   5.00 10/28/2016   EUR    74.74
DZ Bank AG Deutsche Zentr   6.75 10/28/2016   EUR    73.59
DZ Bank AG Deutsche Zentr   6.75 10/28/2016   EUR    72.50
DZ Bank AG Deutsche Zentr  12.25 10/28/2016   EUR    73.61
DZ Bank AG Deutsche Zentr  11.00 12/23/2016   EUR    62.79
DZ Bank AG Deutsche Zentr  13.50  3/29/2016   EUR    58.09
DZ Bank AG Deutsche Zentr  12.50  9/23/2016   EUR    58.13
DZ Bank AG Deutsche Zentr   5.00  6/24/2016   EUR    67.65
DZ Bank AG Deutsche Zentr   5.00  9/23/2016   EUR    71.96
DZ Bank AG Deutsche Zentr   8.00  9/23/2016   EUR
DZ Bank AG Deutsche Zentr  10.00  9/23/2016   EUR    77.37
DZ Bank AG Deutsche Zentr   8.00  3/29/2016   EUR    71.69
DZ Bank AG Deutsche Zentr   8.00  6/24/2016   EUR    72.16
DZ Bank AG Deutsche Zentr  10.00  6/24/2016   EUR    73.57
DZ Bank AG Deutsche Zentr   8.00  3/29/2016   EUR
DZ Bank AG Deutsche Zentr   8.00  9/23/2016   EUR    73.53
DZ Bank AG Deutsche Zentr   8.00  3/29/2016   EUR    64.48
DZ Bank AG Deutsche Zentr   8.00  6/24/2016   EUR    62.21
UBS AG                     13.75 12/23/2016   EUR    59.32
Bank Julius Baer & Co Ltd   5.65 10/27/2016   CHF    70.35
Bank Julius Baer & Co Ltd   3.90 10/27/2016   CHF    53.10
DZ Bank AG Deutsche Zentr   7.50  3/29/2016   EUR    56.78
DZ Bank AG Deutsche Zentr   7.00  6/24/2016   EUR    57.11
UBS AG/London              12.50  6/24/2016   EUR    62.49
Deutsche Bank AG            5.20  3/21/2017   EUR    74.30
Deutsche Bank AG            5.20  3/21/2017   EUR    71.90
Deutsche Bank AG            5.20  3/21/2017   EUR    69.50
Deutsche Bank AG            5.20  3/21/2017   EUR    67.30
Deutsche Bank AG            5.20  9/20/2016   EUR    76.20
Deutsche Bank AG            5.20 12/20/2016   EUR    75.20
Deutsche Bank AG            7.20  6/21/2016   EUR    72.60
Deutsche Bank AG            7.20  3/21/2017   EUR    71.70
Deutsche Bank AG            7.20  3/21/2017   EUR    69.50
DZ Bank AG Deutsche Zentr   9.00  3/21/2016   EUR    73.58
DZ Bank AG Deutsche Zentr   9.00  6/20/2016   EUR    72.84
DZ Bank AG Deutsche Zentr   7.50  9/19/2016   EUR    74.45
DZ Bank AG Deutsche Zentr   9.00 12/19/2016   EUR    73.13
DZ Bank AG Deutsche Zentr   6.00  9/19/2016   EUR    69.09
UBS AG                      6.50 11/25/2016   EUR    65.29
UBS AG                      6.25 11/25/2016   EUR    72.12
UniCredit Bank AG           4.00 12/22/2016   EUR    76.27
UniCredit Bank AG           4.00 12/22/2016   EUR    79.17
LBBW                        3.35 11/23/2018   EUR    73.94
Vontobel Financial Produc   8.50 10/28/2016   EUR    68.22
Bank Julius Baer & Co Ltd  13.70  7/29/2016   CHF    61.80
UniCredit Bank AG           4.00 12/22/2016   EUR    71.21
UniCredit Bank AG           5.60 12/22/2016   EUR    73.82
UniCredit Bank AG           4.00 12/22/2016   EUR    73.32
UniCredit Bank AG           5.20 12/22/2016   EUR    74.57
UniCredit Bank AG           4.25 12/22/2016   EUR    70.17
UniCredit Bank AG           4.50 12/22/2016   EUR    69.75
UniCredit Bank AG           4.00 12/22/2016   EUR    70.58
UniCredit Bank AG           4.75 12/22/2016   EUR    69.39
UniCredit Bank AG           5.00 12/22/2016   EUR    69.00
Leonteq Securities AG      10.00  1/30/2017   CHF    72.78
Leonteq Securities AG       9.00  1/30/2017   CHF    75.11
Notenstein La Roche Priva   5.10 10/30/2018   CHF    71.93
Notenstein La Roche Priva   6.00 10/30/2017   CHF    69.83
HSBC Trinkaus & Burkhardt  19.40  6/24/2016   EUR    60.57
HSBC Trinkaus & Burkhardt  10.30  9/23/2016   EUR    66.07
HSBC Trinkaus & Burkhardt  18.20  6/24/2016   EUR    66.08
HSBC Trinkaus & Burkhardt  12.40  9/23/2016   EUR    70.22
Societe Generale Effekten   5.61 11/25/2016   EUR    67.31
Bank Julius Baer & Co Ltd   6.50 10/27/2016   CHF    70.90
Vontobel Financial Produc   8.50  9/23/2016   EUR    69.59
Notenstein La Roche Priva   7.80  11/9/2016   CHF    56.87
Commerzbank AG              4.25 10/27/2016   EUR    68.11
Commerzbank AG              4.75 10/27/2016   EUR    67.16
Commerzbank AG              5.25 10/27/2016   EUR    66.17
Commerzbank AG              6.00 10/27/2016   EUR    65.46
Commerzbank AG              6.50 10/27/2016   EUR    64.59
Commerzbank AG              7.25 10/27/2016   EUR    63.94
Commerzbank AG              8.00 10/27/2016   EUR    63.31
Commerzbank AG              8.75 10/27/2016   EUR    62.71
Deutsche Bank AG            4.20  9/20/2016   EUR    65.80
Deutsche Bank AG            6.20  9/20/2016   EUR    64.80
Deutsche Bank AG            4.20  9/20/2016   EUR    63.60
Deutsche Bank AG            6.20  9/20/2016   EUR    62.80
Deutsche Bank AG            4.20  9/20/2016   EUR    61.60
Deutsche Bank AG            4.20  9/20/2016   EUR    59.60
Deutsche Bank AG            4.20  9/20/2016   EUR    64.50
Deutsche Bank AG            6.20  6/21/2016   EUR    59.00
Deutsche Bank AG            6.20  9/20/2016   EUR    73.50
Deutsche Bank AG            4.20  9/20/2016   EUR    72.30
Deutsche Bank AG            4.20  9/20/2016   EUR    70.10
Deutsche Bank AG            4.20  6/21/2016   EUR    58.30
Deutsche Bank AG            6.20  9/20/2016   EUR    65.00
Deutsche Bank AG            4.20  9/20/2016   EUR    73.40
Deutsche Bank AG            6.20  9/20/2016   EUR    72.10
Deutsche Bank AG            6.20  3/22/2016   EUR    64.80
Deutsche Bank AG            4.20  9/20/2016   EUR    67.30
Deutsche Bank AG            6.20  9/20/2016   EUR    65.70
Deutsche Bank AG            6.20  3/22/2016   EUR    64.90
Deutsche Bank AG            4.20  3/22/2016   EUR    64.70
Deutsche Bank AG            6.20  3/22/2016   EUR    62.70
Deutsche Bank AG            4.20  3/22/2016   EUR    62.50
Deutsche Bank AG            6.20  3/22/2016   EUR    58.80
Deutsche Bank AG            4.20  3/22/2016   EUR    58.70
Deutsche Bank AG            6.20  6/21/2016   EUR    63.00
Deutsche Bank AG            4.20  6/21/2016   EUR    62.30
Deutsche Bank AG            6.20  6/21/2016   EUR    61.00
Deutsche Bank AG            4.20  6/21/2016   EUR    60.30
Deutsche Bank AG            4.20  6/21/2016   EUR    56.70
Deutsche Bank AG            6.20  6/21/2016   EUR    57.40
Deutsche Bank AG            6.20  9/20/2016   EUR    64.10
Deutsche Bank AG            4.20  9/20/2016   EUR    62.90
Deutsche Bank AG            6.20  9/20/2016   EUR    62.20
Deutsche Bank AG            4.20  9/20/2016   EUR    61.00
Deutsche Bank AG            6.20  9/20/2016   EUR    58.70
Deutsche Bank AG            4.20  9/20/2016   EUR    57.50
Deutsche Bank AG            4.20  9/20/2016   EUR    62.00
Deutsche Bank AG            4.20  3/22/2016   EUR    78.90
Deutsche Bank AG            6.20  3/22/2016   EUR    79.10
Deutsche Bank AG            4.20  6/21/2016   EUR    78.30
Deutsche Bank AG            6.20  6/21/2016   EUR    79.00
Deutsche Bank AG            6.20  9/20/2016   EUR    79.80
Deutsche Bank AG            4.20  9/20/2016   EUR    78.60
Deutsche Bank AG            4.20  3/22/2016   EUR    70.90
Deutsche Bank AG            6.20  3/22/2016   EUR    71.10
Deutsche Bank AG            6.20  3/22/2016   EUR    67.40
Deutsche Bank AG            4.20  3/22/2016   EUR    67.20
Deutsche Bank AG            6.20  3/22/2016   EUR    64.00
Deutsche Bank AG            4.20  3/22/2016   EUR    63.80
Deutsche Bank AG            6.20  6/21/2016   EUR    71.10
Deutsche Bank AG            4.20  6/21/2016   EUR    70.40
Deutsche Bank AG            4.20  6/21/2016   EUR    66.80
Deutsche Bank AG            4.20  6/21/2016   EUR    56.20
Deutsche Bank AG            6.20  6/21/2016   EUR    67.50
Deutsche Bank AG            4.20  6/21/2016   EUR    63.50
Deutsche Bank AG            6.20  6/21/2016   EUR    64.20
Deutsche Bank AG            4.20  9/20/2016   EUR    71.30
Deutsche Bank AG            6.20  9/20/2016   EUR    72.50
Deutsche Bank AG            6.20  9/20/2016   EUR    69.00
Deutsche Bank AG            4.20  9/20/2016   EUR    67.80
Deutsche Bank AG            6.20  9/20/2016   EUR    65.70
Deutsche Bank AG            4.20  9/20/2016   EUR    64.60
Deutsche Bank AG            6.20  9/20/2016   EUR    60.40
Deutsche Bank AG            6.20  9/20/2016   EUR    58.30
Deutsche Bank AG            4.20  3/22/2016   EUR    73.00
Deutsche Bank AG            6.20  3/22/2016   EUR    73.20
Deutsche Bank AG            6.20  3/22/2016   EUR    69.90
Deutsche Bank AG            4.20  3/22/2016   EUR    69.70
Deutsche Bank AG            6.20  6/21/2016   EUR    73.80
Deutsche Bank AG            4.20  6/21/2016   EUR    73.10
Deutsche Bank AG            6.20  6/21/2016   EUR    70.60
Deutsche Bank AG            4.20  6/21/2016   EUR    69.90
Deutsche Bank AG            4.20  9/20/2016   EUR    73.90
Deutsche Bank AG            6.20  9/20/2016   EUR    75.10
Deutsche Bank AG            6.20  9/20/2016   EUR    72.00
Deutsche Bank AG            4.20  9/20/2016   EUR    70.80
Deutsche Bank AG            4.20  6/21/2016   EUR    44.00
Deutsche Bank AG            6.20  6/21/2016   EUR    44.70
Deutsche Bank AG            6.20  6/21/2016   EUR    43.00
Deutsche Bank AG            6.20  9/20/2016   EUR    49.90
Deutsche Bank AG            4.20  9/20/2016   EUR    48.70
Deutsche Bank AG            4.20  9/20/2016   EUR    46.80
Deutsche Bank AG            6.20  9/20/2016   EUR    47.90
Deutsche Bank AG            6.20  9/20/2016   EUR    46.10
Deutsche Bank AG            4.20  9/20/2016   EUR    44.90
Deutsche Bank AG            6.20  9/20/2016   EUR    44.50
Deutsche Bank AG            4.20  9/20/2016   EUR    43.30
Deutsche Bank AG            4.20  3/22/2016   EUR    67.80
Deutsche Bank AG            4.20  3/22/2016   EUR    64.90
Deutsche Bank AG            4.20  3/22/2016   EUR    62.20
Deutsche Bank AG            6.20  3/22/2016   EUR    62.40
Deutsche Bank AG            4.20  3/22/2016   EUR    59.70
Deutsche Bank AG            6.20  3/22/2016   EUR    59.90
Deutsche Bank AG            4.20  6/21/2016   EUR    68.70
Deutsche Bank AG            6.20  6/21/2016   EUR    69.30
Deutsche Bank AG            4.20  6/21/2016   EUR    65.80
Deutsche Bank AG            6.20  6/21/2016   EUR    66.50
Deutsche Bank AG            4.20  6/21/2016   EUR    63.20
Deutsche Bank AG            6.20  6/21/2016   EUR    63.90
Deutsche Bank AG            6.20  6/21/2016   EUR    61.40
Deutsche Bank AG            4.20  6/21/2016   EUR    60.70
Deutsche Bank AG            4.20  9/20/2016   EUR    69.40
Deutsche Bank AG            6.20  9/20/2016   EUR    70.60
Deutsche Bank AG            6.20  9/20/2016   EUR    67.80
Deutsche Bank AG            4.20  9/20/2016   EUR    66.60
Deutsche Bank AG            6.20  9/20/2016   EUR    65.30
Deutsche Bank AG            4.20  9/20/2016   EUR    64.10
Deutsche Bank AG            4.20  9/20/2016   EUR    61.70
Deutsche Bank AG            6.20  9/20/2016   EUR    62.90
Deutsche Bank AG            6.20  3/22/2016   EUR    44.80
Deutsche Bank AG            5.50  3/22/2016   EUR    64.70
Deutsche Bank AG            5.50  3/22/2016   EUR    61.50
Deutsche Bank AG            5.50  6/21/2016   EUR    63.40
Deutsche Bank AG            5.50  6/21/2016   EUR    60.40
Deutsche Bank AG            5.50  3/22/2016   EUR    72.80
Deutsche Bank AG            5.50  6/21/2016   EUR    74.20
Deutsche Bank AG            5.50  3/22/2016   EUR    73.20
Deutsche Bank AG            5.50  6/21/2016   EUR    73.30
Deutsche Bank AG            4.20  3/22/2016   EUR    44.60
Deutsche Bank AG            4.20  3/22/2016   EUR    42.80
Deutsche Bank AG            6.20  3/22/2016   EUR    42.90
Deutsche Bank AG            6.20  3/22/2016   EUR    41.20
Deutsche Bank AG            4.20  3/22/2016   EUR    41.10
Deutsche Bank AG            6.20  6/21/2016   EUR    45.80
Deutsche Bank AG            4.20  6/21/2016   EUR    45.10
Deutsche Bank AG            6.20  6/21/2016   EUR    44.00
Deutsche Bank AG            4.20  6/21/2016   EUR    43.30
Deutsche Bank AG            6.20  6/21/2016   EUR    42.30
Deutsche Bank AG            4.20  6/21/2016   EUR    41.60
Deutsche Bank AG            4.20  9/20/2016   EUR    48.10
Deutsche Bank AG            6.20  9/20/2016   EUR    49.30
Deutsche Bank AG            4.20  9/20/2016   EUR    46.20
Deutsche Bank AG            6.20  9/20/2016   EUR    47.30
Deutsche Bank AG            6.20  9/20/2016   EUR    45.50
Deutsche Bank AG            4.20  9/20/2016   EUR    44.30
Deutsche Bank AG            6.20  9/20/2016   EUR    43.80
Deutsche Bank AG            4.20  9/20/2016   EUR    42.70
Deutsche Bank AG            6.20  3/22/2016   EUR    62.20
Deutsche Bank AG            6.20  6/21/2016   EUR    64.20
Deutsche Bank AG            4.20  6/21/2016   EUR    60.90
Deutsche Bank AG            5.50  3/22/2016   EUR    48.00
Deutsche Bank AG            5.50  3/22/2016   EUR    45.00
Deutsche Bank AG            5.50  6/21/2016   EUR    47.70
Deutsche Bank AG            5.50  6/21/2016   EUR    44.80
Deutsche Bank AG            5.50  3/22/2016   EUR    63.30
Deutsche Bank AG            5.50  3/22/2016   EUR    58.10
Deutsche Bank AG            5.50  6/21/2016   EUR    62.10
Deutsche Bank AG            5.50  6/21/2016   EUR    57.10
Deutsche Bank AG            5.50  3/22/2016   EUR    52.90
Deutsche Bank AG            4.20  9/20/2016   EUR    70.30
Deutsche Bank AG            4.20  9/20/2016   EUR    66.40
Deutsche Bank AG            5.50  3/22/2016   EUR    48.50
Deutsche Bank AG            5.50  6/21/2016   EUR    53.10
Deutsche Bank AG            5.50  6/21/2016   EUR    48.90
Deutsche Bank AG            5.50  3/22/2016   EUR    71.80
Deutsche Bank AG            5.50  6/21/2016   EUR    72.90
Deutsche Bank AG            6.20  9/20/2016   EUR    67.50
Deutsche Bank AG            5.50  3/22/2016   EUR    51.00
Deutsche Bank AG            5.50  3/22/2016   EUR    48.00
Deutsche Bank AG            5.50  3/22/2016   EUR    45.30
Deutsche Bank AG            5.50  6/21/2016   EUR    51.30
Deutsche Bank AG            5.50  6/21/2016   EUR    48.40
Deutsche Bank AG            5.50  6/21/2016   EUR    45.80
Deutsche Bank AG            6.20  9/20/2016   EUR    69.80
Deutsche Bank AG            5.50  3/22/2016   EUR    76.30
Deutsche Bank AG            5.50  6/21/2016   EUR    75.50
Deutsche Bank AG            5.50  3/22/2016   EUR    68.80
Deutsche Bank AG            5.50  6/21/2016   EUR    69.30
Deutsche Bank AG            6.20  9/20/2016   EUR    67.60
Deutsche Bank AG            4.20  3/22/2016   EUR    56.40
Deutsche Bank AG            4.20  6/21/2016   EUR    60.60
Deutsche Bank AG            4.20  9/20/2016   EUR    68.60
Deutsche Bank AG            6.20  6/21/2016   EUR    61.60
Deutsche Bank AG            6.20  9/20/2016   EUR    68.50
Deutsche Bank AG            6.20  3/22/2016   EUR    56.60
Deutsche Bank AG            6.20  6/21/2016   EUR    56.90
Deutsche Bank AG            6.20  9/20/2016   EUR    62.60
Deutsche Bank AG            4.20  9/20/2016   EUR    57.10
Deutsche Bank AG            4.20  3/22/2016   EUR    70.80
Deutsche Bank AG            6.20  3/22/2016   EUR    71.00
Commerzbank AG              6.50  3/24/2016   EUR    58.30
Commerzbank AG              9.00  3/24/2016   EUR    53.85
Commerzbank AG             12.00  3/24/2016   EUR    50.13
Commerzbank AG             11.25  3/24/2016   EUR    73.46
Commerzbank AG             12.50  3/24/2016   EUR    52.83
Commerzbank AG             16.50  3/24/2016   EUR    48.03
Commerzbank AG             12.25  3/24/2016   EUR    76.57
Commerzbank AG             16.00  3/24/2016   EUR    69.43
Commerzbank AG             11.25  3/24/2016   EUR    73.18
Commerzbank AG             14.00  3/24/2016   EUR    75.89
Commerzbank AG             16.00  3/24/2016   EUR    72.45
Commerzbank AG              6.50  3/24/2016   EUR    72.58
Commerzbank AG              9.25  3/24/2016   EUR    66.96
Commerzbank AG             12.25  3/24/2016   EUR    62.23
Commerzbank AG              6.75  3/24/2016   EUR    60.15
Commerzbank AG              9.00  3/24/2016   EUR    57.36
Commerzbank AG             10.75  3/24/2016   EUR    73.01
Commerzbank AG             12.75  3/24/2016   EUR    69.42
Commerzbank AG             14.75  3/24/2016   EUR    66.19
Commerzbank AG              6.75  3/24/2016   EUR    72.25
Commerzbank AG              9.25  3/24/2016   EUR    66.64
Commerzbank AG             12.25  3/24/2016   EUR    61.94
Commerzbank AG             13.00  3/24/2016   EUR    79.90
Commerzbank AG              7.00  3/24/2016   EUR    47.46
Commerzbank AG             10.25  3/24/2016   EUR    44.20
Commerzbank AG             10.50  3/24/2016   EUR    74.28
Commerzbank AG             12.75  3/24/2016   EUR    70.80
Commerzbank AG             11.75  3/24/2016   EUR    70.34
Commerzbank AG             14.50  3/24/2016   EUR    65.33
Commerzbank AG              6.50  3/24/2016   EUR    78.07
Commerzbank AG              7.75  3/24/2016   EUR    76.24
Commerzbank AG              5.50  3/24/2016   EUR    67.60
Commerzbank AG              7.25  3/24/2016   EUR    64.26
Commerzbank AG              9.25  3/24/2016   EUR    61.21
Commerzbank AG              4.75  3/24/2016   EUR    59.60
Commerzbank AG              6.75  3/24/2016   EUR    56.61
Commerzbank AG              8.75  3/24/2016   EUR    53.97
Commerzbank AG              5.00  3/24/2016   EUR    60.00
Commerzbank AG              7.00  3/24/2016   EUR    57.09
Commerzbank AG              9.25  3/24/2016   EUR    54.38
Commerzbank AG              6.00  3/24/2016   EUR    75.63
Commerzbank AG              8.00  3/24/2016   EUR    72.77
Commerzbank AG              9.00  3/24/2016   EUR    75.42
Commerzbank AG             11.00  3/24/2016   EUR    71.86
Commerzbank AG              7.25  3/24/2016   EUR    49.97
Commerzbank AG              9.00  3/24/2016   EUR    48.06
Commerzbank AG             11.00  3/24/2016   EUR    46.33
Commerzbank AG              9.00  2/25/2016   EUR    65.83
Commerzbank AG              5.75  3/24/2016   EUR    74.47
Commerzbank AG              7.50  3/24/2016   EUR    71.67
Commerzbank AG              5.00  3/24/2016   EUR    40.91
Commerzbank AG              7.75  3/24/2016   EUR    37.85
Commerzbank AG             10.75  3/24/2016   EUR    35.31
UBS AG/London               4.75  3/29/2016   CHF    72.00
UBS AG/London               9.00  3/29/2016   CHF    66.00
UBS AG/London               6.00  3/29/2016   CHF    60.40
UBS AG/London               4.00  3/29/2016   CHF    65.25
UBS AG/London               6.75  3/29/2016   CHF    59.65
UBS AG/London               5.00  3/29/2016   CHF    53.75
UBS AG/London               4.50  3/29/2016   CHF    69.95
UBS AG/London               4.50  3/29/2016   CHF    51.95
UBS AG/London               4.00  3/29/2016   CHF    65.35
Deutsche Bank AG            5.00  3/31/2016   EUR    46.70
Vontobel Financial Produc   3.50   4/6/2017   EUR    62.97
UniCredit Bank AG           5.00  3/24/2016   EUR    69.53
UniCredit Bank AG           5.00  3/24/2016   EUR    47.86
UniCredit Bank AG           5.65  3/24/2016   EUR    42.49
UniCredit Bank AG           5.70  3/24/2016   EUR    42.32
UniCredit Bank AG           4.30  3/24/2016   EUR    75.22
UniCredit Bank AG           4.35  3/24/2016   EUR    70.34
UniCredit Bank AG           5.60  3/24/2016   EUR    42.66
UniCredit Bank AG           4.90  3/24/2016   EUR    45.19
UniCredit Bank AG           5.75  3/24/2016   EUR    42.14
UniCredit Bank AG           5.10  3/24/2016   EUR    44.44
UniCredit Bank AG           5.20  3/24/2016   EUR    69.96
UniCredit Bank AG           4.50  3/24/2016   EUR    51.83
UniCredit Bank AG           5.00  3/24/2016   EUR    73.85
UniCredit Bank AG           5.05  3/24/2016   EUR    44.60
UniCredit Bank AG           4.00  3/24/2016   EUR    73.07
UniCredit Bank AG           4.50  3/24/2016   EUR    67.43
UniCredit Bank AG           5.00  3/24/2016   EUR    67.42
UniCredit Bank AG           5.25  3/24/2016   EUR    43.89
UniCredit Bank AG           5.55  3/24/2016   EUR    42.83
UniCredit Bank AG           4.70  3/24/2016   EUR    50.16
UniCredit Bank AG           4.80  3/24/2016   EUR    50.30
UniCredit Bank AG           4.20  3/24/2016   EUR    71.46
UniCredit Bank AG           5.80  3/24/2016   EUR    41.99
UniCredit Bank AG           4.50  3/24/2016   EUR    74.09
UniCredit Bank AG           4.50  3/24/2016   EUR    74.36
UniCredit Bank AG           4.60  3/24/2016   EUR    73.54
UniCredit Bank AG           4.70  3/24/2016   EUR    66.29
UniCredit Bank AG           4.40  3/24/2016   EUR    52.70
UniCredit Bank AG           4.20  3/24/2016   EUR    54.56
UniCredit Bank AG           5.10  3/24/2016   EUR    70.48
UniCredit Bank AG           4.00  3/24/2016   EUR    71.27
UniCredit Bank AG           4.60  3/24/2016   EUR    68.82
UniCredit Bank AG           4.50  3/24/2016   EUR    63.50
UniCredit Bank AG           4.50  3/24/2016   EUR    69.18
UniCredit Bank AG           4.70  3/24/2016   EUR    72.69
UniCredit Bank AG           5.00  3/24/2016   EUR    64.57
UniCredit Bank AG           4.60  3/24/2016   EUR    73.51
UniCredit Bank AG           5.40  3/24/2016   EUR    69.04
UniCredit Bank AG           4.90  3/24/2016   EUR    71.44
UniCredit Bank AG           4.30  3/24/2016   EUR    53.61
UniCredit Bank AG           4.80  3/24/2016   EUR    60.68
UniCredit Bank AG           4.10  3/24/2016   EUR    72.26
UniCredit Bank AG           5.15  3/24/2016   EUR    44.25
UniCredit Bank AG           4.90  3/24/2016   EUR    48.59
UniCredit Bank AG           5.00  3/24/2016   EUR    49.45
UniCredit Bank AG           4.70  3/24/2016   EUR    73.04
UniCredit Bank AG           4.35  3/24/2016   EUR    75.20
UniCredit Bank AG           5.20  3/24/2016   EUR    44.05
UniCredit Bank AG           4.45  3/24/2016   EUR    69.55
UniCredit Bank AG           5.30  3/24/2016   EUR    69.51
UniCredit Bank AG           5.00  3/24/2016   EUR    70.94
UniCredit Bank AG           5.50  3/24/2016   EUR    68.57
UniCredit Bank AG           5.95  3/24/2016   EUR    41.49
UniCredit Bank AG           4.90  3/24/2016   EUR    65.13
UniCredit Bank AG           6.00  3/24/2016   EUR    41.33
UniCredit Bank AG           4.80  3/24/2016   EUR    71.95
UniCredit Bank AG           4.20  3/24/2016   EUR    69.30
UniCredit Bank AG           4.90  3/24/2016   EUR    70.28
UniCredit Bank AG           4.80  3/24/2016   EUR    49.36
UniCredit Bank AG           4.30  3/24/2016   EUR    75.76
UniCredit Bank AG           4.05  3/24/2016   EUR    70.60
UniCredit Bank AG           4.75  3/24/2016   EUR    71.87
UniCredit Bank AG           5.50  3/24/2016   EUR    66.42
UniCredit Bank AG           4.40  3/24/2016   EUR    69.93
UniCredit Bank AG           4.25  3/24/2016   EUR    76.34
UniCredit Bank AG           4.90  3/24/2016   EUR    67.76
UniCredit Bank AG           5.50  3/24/2016   EUR    43.00
UniCredit Bank AG           4.80  3/24/2016   EUR    65.71
UniCredit Bank AG           4.70  3/24/2016   EUR    68.47
UniCredit Bank AG           4.85  3/24/2016   EUR    45.38
UniCredit Bank AG           5.10  3/24/2016   EUR    67.08
UniCredit Bank AG           4.60  3/24/2016   EUR    66.83
UniCredit Bank AG           4.30  3/24/2016   EUR    68.67
UniCredit Bank AG           4.40  3/24/2016   EUR    66.37
UniCredit Bank AG           5.30  3/24/2016   EUR    43.71
UniCredit Bank AG           4.80  3/24/2016   EUR    45.56
UniCredit Bank AG           4.40  3/24/2016   EUR    68.04
UniCredit Bank AG           4.60  3/24/2016   EUR    61.73
UniCredit Bank AG           7.50  3/24/2016   EUR    73.37
UniCredit Bank AG           5.40  3/24/2016   EUR    43.35
UniCredit Bank AG           4.10  3/24/2016   EUR    55.53
UniCredit Bank AG           5.00  3/24/2016   EUR    60.97
UniCredit Bank AG           4.80  3/24/2016   EUR    62.21
UniCredit Bank AG           4.80  3/24/2016   EUR    79.54
UniCredit Bank AG           5.35  3/24/2016   EUR    43.51
UniCredit Bank AG           4.40  3/24/2016   EUR    74.76
UniCredit Bank AG           5.00  3/24/2016   EUR    44.79
UniCredit Bank AG           4.95  3/24/2016   EUR    44.98
UniCredit Bank AG           4.40  3/24/2016   EUR    74.64
UniCredit Bank AG           4.50  3/24/2016   EUR    63.38
UniCredit Bank AG           4.05  3/24/2016   EUR    72.66
UniCredit Bank AG           5.85  3/24/2016   EUR    41.81
UniCredit Bank AG           5.25  3/24/2016   EUR    64.06
UniCredit Bank AG           4.50  3/24/2016   EUR    52.03
UniCredit Bank AG           5.45  3/24/2016   EUR    43.18
UniCredit Bank AG           5.90  3/24/2016   EUR    41.65
UniCredit Bank AG           4.75  3/24/2016   EUR    72.51
UniCredit Bank AG           5.50  3/24/2016   EUR    63.55
UniCredit Bank AG           5.20  3/24/2016   EUR    66.74
UniCredit Bank AG           4.80  3/24/2016   EUR    68.11
UniCredit Bank AG           4.30  3/24/2016   EUR    70.69
UniCredit Bank AG           5.00  3/24/2016   EUR    77.95
UniCredit Bank AG           4.60  3/24/2016   EUR    51.14
UniCredit Bank AG           4.15  3/24/2016   EUR    71.86
UniCredit Bank AG           4.80  3/24/2016   EUR    71.06
UniCredit Bank AG           4.10  3/24/2016   EUR    69.92
UniCredit Bank AG           4.25  3/24/2016   EUR    71.07
UniCredit Bank AG           4.60  3/24/2016   EUR    50.98
UniCredit Bank AG           5.00  3/24/2016   EUR    59.67
Landesbank Hessen-Thuerin   4.25  7/27/2016   EUR    58.30
Commerzbank AG              9.00  3/24/2016   EUR    58.92
Vontobel Financial Produc   5.20  3/29/2016   EUR    52.52
DZ Bank AG Deutsche Zentr   5.50  3/21/2016   EUR    52.07
DZ Bank AG Deutsche Zentr   6.40  3/21/2016   EUR    50.47
DZ Bank AG Deutsche Zentr   5.40  6/20/2016   EUR    53.40
DZ Bank AG Deutsche Zentr   6.30  6/20/2016   EUR    52.03
DZ Bank AG Deutsche Zentr   4.20  3/21/2016   EUR    73.98
DZ Bank AG Deutsche Zentr   4.10  3/21/2016   EUR    47.24
DZ Bank AG Deutsche Zentr   4.70  3/21/2016   EUR    69.81
Vontobel Financial Produc  17.20  4/22/2016   EUR    55.66
Zurcher Kantonalbank Fina  11.50  3/29/2016   EUR    74.25
Commerzbank AG              7.45  3/30/2016   EUR    58.64
Commerzbank AG              7.40  3/30/2016   EUR    72.23
Zurcher Kantonalbank Fina  10.00   4/7/2016   CHF    54.13
Zurcher Kantonalbank Fina   8.50   4/7/2016   CHF    62.72
HSBC Trinkaus & Burkhardt   7.20  3/25/2016   EUR    72.00
HSBC Trinkaus & Burkhardt   6.40  3/25/2016   EUR    73.03
HSBC Trinkaus & Burkhardt   4.90  3/25/2016   EUR    67.12
HSBC Trinkaus & Burkhardt   4.10  3/25/2016   EUR    67.05
HSBC Trinkaus & Burkhardt   5.50  3/25/2016   EUR    51.00
HSBC Trinkaus & Burkhardt   7.00  3/25/2016   EUR    70.86
HSBC Trinkaus & Burkhardt   5.90  3/25/2016   EUR    70.76
HSBC Trinkaus & Burkhardt   4.90  3/25/2016   EUR    66.21
HSBC Trinkaus & Burkhardt   7.30  3/25/2016   EUR    43.50
HSBC Trinkaus & Burkhardt   7.10  3/25/2016   EUR    62.40
HSBC Trinkaus & Burkhardt   5.70  3/25/2016   EUR    72.37
HSBC Trinkaus & Burkhardt   6.30  3/25/2016   EUR    41.35
HSBC Trinkaus & Burkhardt  10.00  3/25/2016   EUR    48.68
HSBC Trinkaus & Burkhardt   9.80  3/25/2016   EUR    48.66
HSBC Trinkaus & Burkhardt   7.20  3/25/2016   EUR    61.14
HSBC Trinkaus & Burkhardt   6.50  3/25/2016   EUR    61.08
HSBC Trinkaus & Burkhardt   4.30  3/25/2016   EUR    67.33
HSBC Trinkaus & Burkhardt   7.20  3/25/2016   EUR    78.86
HSBC Trinkaus & Burkhardt   5.90  3/25/2016   EUR    78.73
HSBC Trinkaus & Burkhardt   6.10  3/25/2016   EUR    53.15
HSBC Trinkaus & Burkhardt   4.50  3/25/2016   EUR    53.01
HSBC Trinkaus & Burkhardt   6.90  3/25/2016   EUR    70.66
HSBC Trinkaus & Burkhardt   6.90  3/25/2016   EUR    62.02
HSBC Trinkaus & Burkhardt   5.90  3/25/2016   EUR    62.13
Vontobel Financial Produc   9.00  4/22/2016   EUR    70.99
Vontobel Financial Produc   6.50  4/22/2016   EUR    69.98
Vontobel Financial Produc   6.50  4/22/2016   EUR    42.32
Landesbank Hessen-Thuerin   4.00  4/30/2019   EUR    68.92
Vontobel Financial Produc   5.40  4/22/2016   EUR    42.45
Vontobel Financial Produc   4.75  4/22/2016   EUR    81.68
Vontobel Financial Produc   5.65  4/22/2016   EUR    66.95
DZ Bank AG Deutsche Zentr   5.00  3/29/2016   EUR    69.67
DZ Bank AG Deutsche Zentr   5.25  6/24/2016   EUR    68.52
DZ Bank AG Deutsche Zentr   5.25  3/29/2016   EUR    70.48
DZ Bank AG Deutsche Zentr   5.25  6/24/2016   EUR    69.38
DZ Bank AG Deutsche Zentr   7.00  6/24/2016   EUR    46.63
DZ Bank AG Deutsche Zentr   5.50  3/29/2016   EUR    46.90
DZ Bank AG Deutsche Zentr   5.75  6/24/2016   EUR    47.37
Bank Julius Baer & Co Ltd   9.40 10/14/2016   EUR    45.45
Bank Julius Baer & Co Ltd  14.00 10/14/2016   USD    67.95
Vontobel Financial Produc   5.05   4/4/2016   EUR    73.85
BNP Paribas Emissions- un   5.50  3/24/2016   EUR    73.76
BNP Paribas Emissions- un   6.50  3/24/2016   EUR    70.42
BNP Paribas Emissions- un   7.50  3/24/2016   EUR    68.91
BNP Paribas Emissions- un   9.50  3/24/2016   EUR    66.09
BNP Paribas Emissions- un  11.00  3/24/2016   EUR    64.81
BNP Paribas Emissions- un   5.00  6/23/2016   EUR    74.28
BNP Paribas Emissions- un   7.50  6/23/2016   EUR    70.05
BNP Paribas Emissions- un   6.00  3/24/2016   EUR    58.74
BNP Paribas Emissions- un  12.00  3/24/2016   EUR    50.87
BNP Paribas Emissions- un   6.00  9/22/2016   EUR    60.25
BNP Paribas Emissions- un   9.00  3/24/2016   EUR    70.70
BNP Paribas Emissions- un  10.00  6/23/2016   EUR    69.65
BNP Paribas Emissions- un   9.50  6/23/2016   EUR    66.30
BNP Paribas Emissions- un   5.50  9/22/2016   EUR    73.94
BNP Paribas Emissions- un   6.50  9/22/2016   EUR    71.29
BNP Paribas Emissions- un   8.50  9/22/2016   EUR    68.07
BNP Paribas Emissions- un  10.00  9/22/2016   EUR    66.94
BNP Paribas Emissions- un   6.50 12/22/2016   EUR    72.93
BNP Paribas Emissions- un   9.00 12/22/2016   EUR    68.70
BNP Paribas Emissions- un   5.50  3/24/2016   EUR    69.57
BNP Paribas Emissions- un  11.00  6/23/2016   EUR    68.63
BNP Paribas Emissions- un   9.50  9/22/2016   EUR    70.47
BNP Paribas Emissions- un   7.50 12/22/2016   EUR    75.67
BNP Paribas Emissions- un   4.00  3/24/2016   EUR    69.36
BNP Paribas Emissions- un   6.00  3/24/2016   EUR    69.51
BNP Paribas Emissions- un   9.00  6/23/2016   EUR    63.22
BNP Paribas Emissions- un   7.00  3/24/2016   EUR    70.80
BNP Paribas Emissions- un   9.50  3/24/2016   EUR    66.59
BNP Paribas Emissions- un   9.00  6/23/2016   EUR    67.95
BNP Paribas Emissions- un   7.00  9/22/2016   EUR    72.05
BNP Paribas Emissions- un   8.00 12/22/2016   EUR    71.50
BNP Paribas Emissions- un   9.50 12/22/2016   EUR    68.47
BNP Paribas Emissions- un  10.00  3/24/2016   EUR    61.31
BNP Paribas Emissions- un  11.00  3/24/2016   EUR    58.97
BNP Paribas Emissions- un   5.50  6/23/2016   EUR    68.79
BNP Paribas Emissions- un   7.50  6/23/2016   EUR    63.97
BNP Paribas Emissions- un   9.00  6/23/2016   EUR    61.99
BNP Paribas Emissions- un   5.50  9/22/2016   EUR    69.60
BNP Paribas Emissions- un   7.50  9/22/2016   EUR    65.57
BNP Paribas Emissions- un   9.50  9/22/2016   EUR    62.12
BNP Paribas Emissions- un   6.00 12/22/2016   EUR    67.92
BNP Paribas Emissions- un   8.50 12/22/2016   EUR    63.19
BNP Paribas Emissions- un   9.50  3/24/2016   EUR    74.26
BNP Paribas Emissions- un   9.50  6/23/2016   EUR    73.83
BNP Paribas Emissions- un   7.00  3/24/2016   EUR    66.57
BNP Paribas Emissions- un   8.50  3/24/2016   EUR    63.83
BNP Paribas Emissions- un  10.00  9/22/2016   EUR    73.29
BNP Paribas Emissions- un  11.00  9/22/2016   EUR    72.43
BNP Paribas Emissions- un   9.50 12/22/2016   EUR    73.95
BNP Paribas Emissions- un   4.00  3/24/2016   EUR    58.71
BNP Paribas Emissions- un   6.00  3/24/2016   EUR    54.69
BNP Paribas Emissions- un   7.50  3/24/2016   EUR    52.94
BNP Paribas Emissions- un   9.00  3/24/2016   EUR    51.30
BNP Paribas Emissions- un  11.00  3/24/2016   EUR    48.29
BNP Paribas Emissions- un   5.50  6/23/2016   EUR    58.08
BNP Paribas Emissions- un   8.00  6/23/2016   EUR    53.31
BNP Paribas Emissions- un   6.00  9/22/2016   EUR    57.67
BNP Paribas Emissions- un   8.00  9/22/2016   EUR    55.27
BNP Paribas Emissions- un   9.50  9/22/2016   EUR    53.00
BNP Paribas Emissions- un   6.50 12/22/2016   EUR    57.63
BNP Paribas Emissions- un   8.50 12/22/2016   EUR    54.49
BNP Paribas Emissions- un   8.50  3/24/2016   EUR    63.81
BNP Paribas Emissions- un  10.00  3/24/2016   EUR    61.68
BNP Paribas Emissions- un   4.50  6/23/2016   EUR    70.83
BNP Paribas Emissions- un   6.50  6/23/2016   EUR    66.64
BNP Paribas Emissions- un   8.00  6/23/2016   EUR    64.86
BNP Paribas Emissions- un  10.00  6/23/2016   EUR    61.32
BNP Paribas Emissions- un   5.00  9/22/2016   EUR    68.96
BNP Paribas Emissions- un   7.00  9/22/2016   EUR    65.73
BNP Paribas Emissions- un   9.00  9/22/2016   EUR    62.89
BNP Paribas Emissions- un   5.00 12/22/2016   EUR    69.35
BNP Paribas Emissions- un   3.00  3/24/2016   EUR    69.16
BNP Paribas Emissions- un   6.00  3/24/2016   EUR    65.56
BNP Paribas Emissions- un   7.00  3/24/2016   EUR    62.21
BNP Paribas Emissions- un  10.00  3/24/2016   EUR    59.35
BNP Paribas Emissions- un  12.00  3/24/2016   EUR    56.71
BNP Paribas Emissions- un   7.00  6/23/2016   EUR    62.98
BNP Paribas Emissions- un   8.00  9/22/2016   EUR    62.07
BNP Paribas Emissions- un   9.00  9/22/2016   EUR    59.98
BNP Paribas Emissions- un   5.50  3/24/2016   EUR    68.56
BNP Paribas Emissions- un   7.00  3/24/2016   EUR    66.10
BNP Paribas Emissions- un   7.50 12/22/2016   EUR    65.33
BNP Paribas Emissions- un   9.50 12/22/2016   EUR    63.35
BNP Paribas Emissions- un  12.00  6/23/2016   EUR    73.40
BNP Paribas Emissions- un   4.00  3/24/2016   EUR    74.50
BNP Paribas Emissions- un   5.00  3/24/2016   EUR    71.80
BNP Paribas Emissions- un   6.50  3/24/2016   EUR    69.33
BNP Paribas Emissions- un   8.50  3/24/2016   EUR    64.80
BNP Paribas Emissions- un  10.00  3/24/2016   EUR    62.80
BNP Paribas Emissions- un  13.00  3/24/2016   EUR    59.17
BNP Paribas Emissions- un   5.00  6/23/2016   EUR    71.53
BNP Paribas Emissions- un   6.50  6/23/2016   EUR    67.15
BNP Paribas Emissions- un   8.50  6/23/2016   EUR    63.62
BNP Paribas Emissions- un  10.00  6/23/2016   EUR    62.18
BNP Paribas Emissions- un   5.00  9/22/2016   EUR    72.24
BNP Paribas Emissions- un   7.00  9/22/2016   EUR    66.74
BNP Paribas Emissions- un   9.00  9/22/2016   EUR    64.00
BNP Paribas Emissions- un  11.00  9/22/2016   EUR    61.66
BNP Paribas Emissions- un   5.00 12/22/2016   EUR    70.88
BNP Paribas Emissions- un   7.00  3/24/2016   EUR    75.41
BNP Paribas Emissions- un   8.00  3/24/2016   EUR    73.35
BNP Paribas Emissions- un   3.00  3/24/2016   EUR    75.15
BNP Paribas Emissions- un   5.00  3/24/2016   EUR    71.15
BNP Paribas Emissions- un   7.00  3/24/2016   EUR    67.57
BNP Paribas Emissions- un   8.50  3/24/2016   EUR    65.97
BNP Paribas Emissions- un  10.00  3/24/2016   EUR    64.45
BNP Paribas Emissions- un   5.00  6/23/2016   EUR    71.07
BNP Paribas Emissions- un   7.00  6/23/2016   EUR    68.13
BNP Paribas Emissions- un   9.00  6/23/2016   EUR    65.52
BNP Paribas Emissions- un   5.50  9/22/2016   EUR    70.67
BNP Paribas Emissions- un   8.00  9/22/2016   EUR    67.17
BNP Paribas Emissions- un  13.00  3/24/2016   EUR    72.86
BNP Paribas Emissions- un  11.00  6/23/2016   EUR    75.25
BNP Paribas Emissions- un   9.00  3/24/2016   EUR    71.41
BNP Paribas Emissions- un   8.00  6/23/2016   EUR    74.58


                            *********

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 2016.  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 * * *