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        T R O U B L E D   C O M P A N Y   R E P O R T E R

                           E U R O P E

               Monday, March 28, 2016, Vol. 17, No. 060


                            Headlines


A R M E N I A

ARDSHINBANK CJSC: Moody's Cuts Long-Term FC Deposit Rating to B2


D E N M A R K

WELLTEC A/S: S&P Lowers Corp. Credit Rating to 'B'; Outlook Neg.


I R E L A N D

STANTON MBS I: S&P Affirms CCC Rating on Class D Notes


L U X E M B O U R G

COSAN OVERSEAS: Moody's Cuts Ratings on Sr. Unsec. Notes to Ba3


N E T H E R L A N D S

CONTEGO CLO III: Moody's Assigns (P)Ba2(sf) Rating to Cl. E Notes
CONTEGO CLO III: Fitch Assigns 'BB(EXP)' Rating to Class E Notes
EMF-NL 2008-1: S&P Lowers Ratings on Class A2 & A3 Notes to BB+
GARDA CLO BV: Moody's Raises Rating on Class D Notes to Ba1
LBC TANK: Moody's Affirms B1 Corp. Family Rating; Outlook Stable

NORTH WESTERLY III: Moody's Hikes Cl. E Notes Rating to Caa1(sf)
STORM 2015-I BV: Fitch Affirms 'BBsf' Ratings on 2 Note Classes
WOOD STREET CLO III: S&P Raises Rating on Class E Notes to BB


S P A I N

ABANCA CORPORACION: Fitch Affirms 'BB+' IDR; Outlook Stable
BANCO BPI: Moody's Puts Ba3 Rating on Review for Downgrade
CATALUNYA BANC: Moody's Raises Rating on Sr. Unsec. Debt to Ba2
EDT FTPYME 3: S&P Affirms CCC- Rating on Class C Notes


U K R A I N E

FERREXPO PLC: Fitch Lowers LT Issuer Default Rating to 'CC'


U N I T E D   K I N G D O M

BLUEMOUNTAIN EUR 2016-1: S&P Assigns Prelim. B- Rating to F Notes
LINCOLN FINANCE: Fitch Assigns 'BB-' Rating to Sr. Sec. Notes


X X X X X X X X

* BOND PRICING: For the Week March 21 to March 25, 2016


                            *********


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A R M E N I A
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ARDSHINBANK CJSC: Moody's Cuts Long-Term FC Deposit Rating to B2
----------------------------------------------------------------
Moody's Investors Service has taken rating actions on the two
Armenian banks -- Ardshinbank CJSC and VTB Bank (Armenia).  These
actions follow the weakening of Armenia's credit profile, as
reflected by Moody's downgrade of Armenia's government debt rating
to B1 from Ba3 on March 18, 2015.  For additional information,
please refer to the related announcement:

           https://www.moodys.com/research/--PR_345220

Specifically, Moody's downgraded Ardshinbank's long-term local
currency deposit rating and foreign-currency senior unsecured debt
rating to B1 from Ba3.  This was driven by downgrade of the bank's
Baseline Credit Assessment (BCA) to b1 from ba3, reflecting
Moody's view that the bank's creditworthiness is highly correlated
to that of its national government due to the shared exposure of
their financial health to the country's macroeconomic.  All the
bank's ratings carry a stable outlook reflecting Ardshinbank's
resilience to challenging credit conditions and a stable outlook
assigned to Armenian government ratings.

At the same time, the rating agency has also downgraded
Ardshinbank's and VTB Bank (Armenia)'s long-term foreign-currency
deposit ratings to B2 from B1, following the downgrade of the
ceiling for foreign-currency deposit ratings in Armenia.

                        RATINGS RATIONALE

   -- ARDSHINBANK

The downgrade of Ardshinbank's BCA takes into account Moody's
assessment of high linkages between the credit profiles of the
Armenian government and the bank, given: (i) The high degree to
which the bank's businesses depend on the domestic macroeconomic
and financial environment, as 100% of Ardshinbank's operations are
originated in Armenia; (ii) the bank's direct exposures to
domestic sovereign debt, accounting for a sizable 43% of its
shareholders' equity as at year-end 2015; as well as (iii) certain
reliance on international market-based funding -- with 16% of the
bank's non-equity funding represented by Eurobonds -- which is
sensitive to change in investors' perception of Armenia-based
credit risks.

The downgrade of Ardshinbank's foreign-currency deposit rating to
B2 from B1 was driven by the lowering of Armenia's foreign-
currency deposit ceiling to B2 from B1.

All of the bank's ratings carry a stable outlook, in line with the
sovereign rating outlook.

   -- VTB BANK (ARMENIA)

The downgrade of VTB Bank (Armenia)'s foreign-currency deposit
rating to B2 from B1 was driven by the lowering of Armenia's
foreign-currency deposit ceiling to B2 from B1.  The bank's long-
term local currency deposit rating of Ba3, as well as its BCA of
b2 remained unchanged.  All of the bank's ratings carry a negative
outlook.

                WHAT COULD MOVE RATINGS UP OR DOWN

There is limited positive pressure of the ratings of Ardshinbank
and VTB Bank (Armenia) as reflected by the rating actions taken
today and a negative outlook attached to VTB Bank (Armenia)'s
ratings.

The bank ratings could be downgraded if negative credit conditions
in Armenia lead to an erosion of the banks' solvency metrics, i.e.
meaningful weakening in asset quality and/or in the capital
generation capacity of the banks.

LIST OF AFFECTED RATINGS

ARDSHINBANK

   -- Baseline Credit Assessment downgraded to b1 from ba3
   -- Adjusted Baseline Credit Assessment downgraded to b1 from
      ba3
   -- Long-term local-currency deposit rating downgraded to B1
      from Ba3, outlook changed to Stable from Negative
   -- Long-term foreign-currency deposit rating downgraded to B2
      from B1, outlook changed to Stable from Negative
   -- Long-term foreign-currency debt rating downgraded to B1
      from Ba3, outlook changed to Stable from Negative
   -- Counterparty Risk Assessment downgraded to Ba3(cr) from
      Ba2(cr)
   -- Counterparty Risk Assessment affirmed at NP(cr)
   -- Not-Prime short-term local and foreign currency deposit
      rating affirmed at NP

The outlook changed to Stable from Negative

VTB BANK (ARMENIA)

   -- Baseline Credit Assessment of b2 remained unchanged
   -- Adjusted Baseline Credit Assessment of ba3 remained
      unchanged
   -- Long-term local-currency deposit rating of Ba3 remained
      unchanged
   -- Long-term foreign-currency deposit rating downgraded to B2
      from B1, outlook remains Negative
   -- Counterparty Risk Assessment of Ba2(cr) remained unchanged
   -- Counterparty Risk Assessment of NP(cr) remained unchanged
   -- Not-Prime short-term local and foreign currency deposit
      rating of NP remained unchanged

The outlook remains Negative

                      PRINCIPAL METHODOLGY

The principal methodology used in these ratings was Banks
published in January 2016.


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D E N M A R K
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WELLTEC A/S: S&P Lowers Corp. Credit Rating to 'B'; Outlook Neg.
----------------------------------------------------------------
Standard & Poor's Ratings Services lowered its long-term corporate
credit rating on Denmark-based oil and gas well technology
provider Welltec A/S to 'B' from 'B+'.  The outlook is negative.

At the same time, S&P lowered its issue rating on Welltec's $325
million senior secured notes to 'B' from 'B+'.  The recovery
rating on these notes remains at '4', indicating S&P's expectation
of average recovery in the higher half of the 30%-50% range in the
event of a payment default.

The downgrade reflects S&P's now more pessimistic view of
Welltec's credit metrics and its ability to mitigate the negative
effect of the current market downturn on performance.  S&P thinks
that the company's EBITDA will continue to weaken in 2016 after a
severe reduction in 2015, mainly due to challenging market
conditions and lower-than-expected demand for its services in the
next couple of years.  Moreover, S&P has very limited visibility
on the company's future cash flow generation, since Welltec has
limited contracted revenues.  S&P also thinks that the oil and gas
sector will remain depressed well into 2016, with recovery in the
demand for and price of oilfield services uncertain at this stage.

S&P consequently anticipates lower EBITDA and cash flows for
Welltec in 2015-2016.  In particular, S&P now projects reported
EBITDA at about $80 million in 2016 and lower than $100 million in
2017, down from $87 million in 2015.  This leads, in turn, to
Standard & Poor's-adjusted funds from operations (FFO) to debt of
about 10% on average in 2016-2017, which is stable compared with
9% in 2014, but which S&P don't consider as commensurate with a
'B+' rating.

S&P's assessment of Welltec's business risk profile as weak
reflects its small size; relatively narrow service offering;
exposure to the cyclical, highly competitive, and volatile oil and
gas industry; and lack of medium- to long-term backlogs relative
to other players in the oil field services sector, such as
drillers.  S&P also thinks that Welltec's profitability may be
volatile because there can be pronounced quarterly swings in
demand, EBITDA, margins, and working capital.  S&P also factors in
the company's leading position in the currently relatively narrow
market of robotic well interventions; exclusive control over the
technology it uses, which creates a significant barrier to entry
for competitors; and healthy long-term growth opportunities.

S&P's assessment of Welltec's financial risk profile takes into
account S&P's 2013-2017 weighted average estimate of FFO to debt
of 10%-12%, combined with S&P's weighted average estimate of free
operating cash flow (FOCF) to debt of about 5%.  These metrics are
lower than S&P anticipated, which has prompted it to lower its
assessment of the company's financial risk to highly leveraged
from aggressive.

S&P also factors in its projections of positive FOCF, based on a
reported EBITDA margin of at least 40%, coupled with contained
capital expenditures in 2016-2017.  S&P notes that the company
markedly reduced fixed costs and development capital expenditures
in 2015 to adapt to the weaker market conditions, and S&P expects
this trend could continue in 2016.

S&P views Welltec's ability to achieve positive FOCF, coupled with
its comfortable liquidity position, as key differentiating factors
versus its peers.  S&P consequently applies a positive one-notch
adjustment for its comparable ratings analysis.

In S&P's base case, it assumes:

   -- Continued, sharp, double-digit decline in revenues in 2016,
      following an about 30% fall in 2015, reflecting the high
      uncertainty regarding the capital expenditures of oil and
      gas exploration and production companies amid the
      persisting low oil prices.  Some improvement in EBITDA
      margin, to at least 40% in 2016-2017, after 35% in 2015,
      due to successful cost cutting partly mitigating the
      negative impact of price pressure from unfavorable market
      conditions.  Positive FOCF, supported by the company's
      likely reduction of capital expenditures to $40 million-$50
      million in 2016-2017.

   -- Stable adjusted net debt over the next two years (after
      $375 million at the end of 2015).

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

   -- Reported EBITDA of about $80 million in 2016 and below $100
      million in 2017 (after $87 million in 2014).  Standard &
      Poor's-adjusted FFO to debt of about 10% in 2016-2017,
      compared with 9% in 2014.  Standard & Poor's-adjusted debt
      to EBITDA of 5x-6x in 2016 and about 5x in 2017, following
      about 5x in 2014.

The negative outlook reflects S&P's view that Welltec's Standard &
Poor's-adjusted debt to EBITDA will continue to increase in 2016,
along with the possibility of negative free operating cash flow
and poor revenue visibility amid the persisting difficult market
environment.

S&P could lower the rating if Welltec's Standard & Poor's-adjusted
debt to EBITDA increased to 6x or more, if Standard & Poor's-
adjusted EBITDA coverage was lower than 2x, or if FOCF turned
negative for multiple quarters.  This would likely occur along
with prolonged depressed oil prices.  S&P would also consider
reduced leeway on leverage covenant headroom to less than 15% as a
negative rating factor.

S&P could revise its outlook on Welltec to stable if S&P revised
its forecasts, for instance with debt to EBITDA sustainably lower
than 5x and EBITDA margin of at least 40%.  Such a change in S&P's
forecasts would likely by fueled by higher oil prices than S&P
currently anticipates.  An upward rating action would also be
supported by FOCF remaining positive and improved visibility on
future revenues.


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I R E L A N D
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STANTON MBS I: S&P Affirms CCC Rating on Class D Notes
------------------------------------------------------
Standard & Poor's Ratings Services raised its credit ratings on
Stanton MBS I PLC's class A1 Rev FRN, A1 FRN, A2, and B notes.  At
the same time, S&P has affirmed its ratings on the class C and D
notes.

The rating actions follow S&P's assessment of the transaction's
performance using data from the latest available trustee report at
the time of S&P's analysis, dated Jan. 28, 2016.

"We subjected the capital structure to a cash flow analysis to
determine the break-even default rate (BDR) for each rated class
of notes at the respective rating level.  The BDR represents our
estimate of the maximum level of gross defaults, based on our
stress assumptions, that a tranche can withstand and still fully
repay the noteholders.  In our analysis, we used the reported
portfolio balance that we consider to be performing
(EUR90,373,903), the current weighted-average spread (1.74%), and
the weighted-average recovery rates calculated in accordance with
our criteria for rating collateralized debt obligations (CDOs) of
structured finance assets.  We applied various cash flow stress
scenarios, using different default patterns, in conjunction with
different interest rate stress scenarios for each liability rating
category," S&P said.

In S&P's analysis, it has observed that the aggregate collateral
balance has reduced by EUR46.47 million since S&P's previous
review on Sept. 17, 2013.  This is mainly due to the structural
deleveraging of the senior notes, which has resulted in an
increase in the available credit enhancement for all classes of
notes.  The upgrades of the class A1 Rev FRN, A1 FRN, A2, and B
notes reflect this increased available credit enhancement.

S&P has observed that the assets that it considers to be rated in
the 'CCC' category ('CCC+', 'CCC', and 'CCC-') have increased to
13.9% from 10.0% at S&P's previous review, and defaulted assets
(rated 'CC', 'C', 'SD' [selective default], and 'D') have reduced
to 0.01% from 2.35% over the same period.  Overall, the average
credit quality of the portfolio remained unchanged at 'BB-', while
the weighted-average spread earned on the collateral pool reduced
to 1.74% from 1.94%.

None of the par value tests, except the class B par value test,
currently comply with the required levels under the transaction
documents.  In S&P's previous review, none of the class B, C, and
D par value tests complied with the required levels.  The
magnitude by which the class C and D par value tests are failing
has reduced compared with our previous review.  The class C and D
notes are in breach of their respective interest coverage (IC)
tests and have a portion of deferred interest currently
outstanding.

The increase in available credit enhancement has resulted in the
class A1 Rev FRN, A1 FRN, A2, and B notes being able to achieve
higher ratings in S&P's cash flow analysis.  The results of S&P's
cash flow analysis indicate that these classes of notes are able
to sustain defaults at higher rating levels than those currently
assigned.  S&P has therefore raised its ratings on the class A1
Rev FRN, A1 FRN, A2, and B of notes.

S&P's credit and cash flow analysis of the class C and D notes
indicates that the available credit enhancement for these classes
of notes is commensurate with higher ratings than currently
assigned.  However, S&P has affirmed its ratings on these classes
of notes due to the breach of the par value tests--that include
ratings-based haircuts (discounts)--and the IC tests applicable to
these classes of notes, which have continued since S&P's previous
review.  Both of these classes of notes currently have deferred
interest outstanding and are likely to defer further interest,
given the level of failure on their respective IC tests.  The
result of the class C and D notes' IC tests is 95.01%, against a
required threshold of 107.0% and 105.0%, respectively.

Stanton MBS I is a cash flow CDO of asset-backed securities (ABS)
transaction that securitizes structured finance securities, mostly
residential mortgage-backed securities (RMBS) and CDOs.  The
transaction closed in November 2004 and is managed by Cambridge
Place Investment Management LLP.

RATINGS LIST

Class                 Rating
                To             From

Stanton MBS I PLC
EUR383.32 Million Secured Floating-Rate Notes

Ratings Raised

A1 Rev FRN      AA+ (sf)       A (sf)
A1 FRN          AA+ (sf)       A (sf)
A2              A- (sf)        BBB- (sf)
B               BBB- (sf)      BB (sf)

Ratings Affirmed

C               B+ (sf)
D               CCC (sf)


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L U X E M B O U R G
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COSAN OVERSEAS: Moody's Cuts Ratings on Sr. Unsec. Notes to Ba3
---------------------------------------------------------------
Moody's Investors Service downgraded the ratings of the notes
issued by Cosan Overseas Limited and Cosan Luxembourg S.A and
guaranteed by Cosan to Ba3 from Ba2. At the same time, Moody's
America Latina has today affirmed Cosan S.A. Industria e Comercio
("Cosan")'s Ba2 (global scale) and A1.br (national scale)
corporate family ratings. The outlook was revised to negative from
stable, since the company's corporate family rating directly
derives from the ratings of its subsidiaries Raizen (Ba1 negative)
and Comgas (Ba2 negative), both of which are constrained by the
Brazil sovereign bond ratings (Ba2 negative).

Ratings downgraded:

Issuer: Cosan Luxembourg SA

-- $US500 million senior unsecured notes due 2023: to Ba3 from
    Ba2

-- BRL850 million senior unsecured notes due 2018: to Ba3 from
    Ba2

Issuer: Cosan Overseas Limited

-- $US500 million perpetual bonds: to Ba3 from Ba2

Outlook actions:

Revised to negative from stable

RATING RATIONALE

"Cosan's Ba2 corporate family rating reflects the group's
aggregate credit risk, and is supported by the company's
diversified portfolio of businesses, including the entire sugar-
ethanol chain, fuel and gas distribution, lubes and land
management in Brazil, and its adequate liquidity profile. The
company's diversification, especially towards resilient businesses
such as the fuel and gas distribution, translates into a stable
cash source over the long-term. Moreover, we expect Raizen and
Comgas to distribute a significant amount of dividends over the
next several years, which will be the primarily liquidity source
to service Cosan's obligations."

"Constraining the ratings is Cosan's aggressive financial policy
with an acquisitive growth history and likely high dividends
upstream to Cosan Limited -- although the company is expected to
generate enough cash to fund those dividends and reduce leverage.
Although this acquisitive history translated into diversification,
it also pressured leverage ratios. Moreover, even though Cosan no
longer proportionally consolidates its stake in Raizen, we
continue to incorporate Raizen's strengths, including its strong
cash generation, and risks, such as the exposure to the underlying
volatility of the sugar-ethanol business, in Cosan's ratings."

"The downgrade of the ratings of Cosan's senior unsecured notes to
Ba3 reflects the recent downgrades of Raizen to Ba1 from Baa3 and
Comgas to Ba2 from Baa3, both with a negative outlook. The bulk of
Cosan's cash generation come from dividends from Raizen and Comgas
and, consequently, we see the debt at Cosan S.A. level as
structured subordinated to the debt at the operating companies.
The downgrades of Raizen and Comgas followed the action that
downgraded Brazil's government bond rating to Ba2 from Baa3.
Although we believe a significant portion of Cosan's cash flows,
represented by Raizen Combustiveis and Comgas, is more resilient
than the overall economy in Brazil, these entities are not fully
insulated from the deterioration in the domestic environment."

The negative outlook on Cosan's ratings mirrors the negative
outlook on its two main subsidiaries, Raizen and Comgas.

A downgrade of Cosan's ratings could result from further negative
rating actions on Comgas or Raizen or if liquidity deteriorates.
In addition, the ratings could be downgraded if total adjusted
debt to EBITDA is sustained above 4.0x.

Although unlikely in the near term, Cosan's ratings could be
upgraded if the company is able to reduce leverage to levels below
3.2x while maintaining an adequate liquidity profile. An upgrade
of Raizen or Comgas ratings would also put positive pressure on
Cosan's ratings. (All pro-forma ratios including Raizen figures).

Headquartered in Sao Paulo, Cosan S.A. Industria e Comercio has a
50% stake in Raizen (Ba1/Aa1.br negative) and a 61.3% stake in
Comgas (Ba2/Aa2.br negative). With annual revenue of BRL71 billion
(approximately $US21.3 billion) as of December 2015, Raizen is one
of the global leading players in the sugar-ethanol segment with an
installed crushing capacity of 68 million tons and also the third
largest Brazilian fuel distributor, operating 5,682 gas stations,
mainly under the Shell brand name. Comgas, with annual revenues of
approximately BRL 6.6 billion (approximately $US2.0 billion) in
the same period, is Brazil's largest gas distributor, providing
natural gas to industrial, residential, commercial, automotive,
thermal-power generation and co-generation consumers. The company
benefits from an attractive concession area strategically located
in one of the most densely populated and economically robust
regions in the country.

Additionally, Cosan produces and distributes automotive lubricants
and base oil under the Mobil brand name and has a 37.7% stake in
Radar, a land management company with interests in agricultural
properties. In the fiscal year 2015 Cosan's net sales reached
BRL8.5 billion (approximately $US2.6 billion).


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


CONTEGO CLO III: Moody's Assigns (P)Ba2(sf) Rating to Cl. E Notes
-----------------------------------------------------------------
Moody's Investors Service announced that it has assigned the
following provisional ratings to notes to be issued by Contego CLO
III B.V. (the "Issuer"):

-- EUR178,500,000 Class A Senior Secured Floating Rate Notes due
    2029, Assigned (P)Aaa (sf)

-- EUR38,500,000 Class B Senior Secured Floating Rate Notes due
    2029, Assigned (P)Aa2 (sf)

-- EUR17,250,000 Class C Senior Secured Deferrable Floating Rate
    Notes due 2029, Assigned (P)A2 (sf)

-- EUR14,750,000 Class D Senior Secured Deferrable Floating Rate
    Notes due 2029, Assigned (P)Baa2 (sf)

-- EUR18,500,000 Class E Senior Secured Deferrable Floating Rate
    Notes due 2029, Assigned (P)Ba2 (sf)

Moody's issues provisional ratings in advance of the final sale of
financial instruments, but these ratings only represent Moody's
preliminary credit opinions. Upon a conclusive review of a
transaction and associated documentation, Moody's will endeavor to
assign definitive ratings. A definitive rating (if any) may differ
from a provisional rating.

RATINGS RATIONALE

Moody's provisional rating of the rated notes addresses the
expected loss posed to noteholders by legal final maturity of the
notes in 2029. The provisional ratings reflect the risks due to
defaults on the underlying portfolio of loans given the
characteristics and eligibility criteria of the constituent
assets, the relevant portfolio tests and covenants as well as the
transaction's capital and legal structure. Furthermore, Moody's is
of the opinion that the collateral manager, Five Arrows Managers
LLP ("Five Arrows"), has sufficient experience and operational
capacity and is capable of managing this CLO.

Contego CLO III B.V. is a managed cash flow CLO. At least 90% of
the portfolio must consist of secured senior obligations and up to
10% of the portfolio may consist of senior unsecured obligations,
second-lien loans, high yield bonds and mezzanine obligations. The
portfolio is expected to be approximately 80% ramped up as of the
closing date and to be comprised predominantly of corporate loans
to obligors domiciled in Western Europe. The remainder of the
portfolio will be acquired during the three month ramp-up period
in compliance with the portfolio guidelines.

Five Arrows, a Rothschild Group company, will manage the CLO. It
will direct the selection, acquisition and disposition of
collateral on behalf of the Issuer and may engage in trading
activity, including discretionary trading, during the
transaction's four-year reinvestment period. Thereafter, purchases
are permitted using principal proceeds from unscheduled principal
payments and proceeds from sales of credit improved and credit
impaired obligations, and are subject to certain restrictions.

In addition to the five classes of notes rated by Moody's, the
Issuer will issue EUR 40,300,000 of subordinated notes. Moody's
will not assign ratings to this class of notes.

The transaction incorporates interest and par coverage tests
which, if triggered, divert interest and principal proceeds to pay
down the notes in order of seniority.

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

The rated notes' performance is subject to uncertainty. The notes'
performance is sensitive to the performance of the underlying
portfolio, which in turn depends on economic and credit conditions
that may change. Five Arrows' investment decisions and management
of the transaction will also affect the notes' performance.

Loss and Cash Flow Analysis:

Moody's modeled the transaction using CDOEdge, a cash flow model
based on the Binomial Expansion Technique, as described in Section
2.3 of the "Moody's Global Approach to Rating Collateralized Loan
Obligations" rating methodology published in December 2015. The
cash flow model evaluates all default scenarios that are then
weighted considering the probabilities of the binomial
distribution assumed for the portfolio default rate. In each
default scenario, the corresponding loss for each class of notes
is calculated given the incoming cash flows from the assets and
the outgoing payments to third parties and noteholders. Therefore,
the expected loss or EL for each tranche is the sum product of (i)
the probability of occurrence of each default scenario and (ii)
the loss derived from the cash flow model in each default scenario
for each tranche.

Moody's used the following base-case modeling assumptions:

Par Amount: EUR 300,000,000

Diversity Score: 36

Weighted Average Rating Factor (WARF): 2730

Weighted Average Spread (WAS): 3.95%

Weighted Average Coupon (WAC): 4.25%

Weighted Average Recovery Rate (WARR): 44.5%

Weighted Average Life (WAL): 8 years

Moody's has analyzed the potential impact associated with
sovereign related risk of peripheral European countries. As part
of the base case, Moody's has addressed the potential exposure to
obligors domiciled in countries with local currency country risk
ceiling of A1 or below. Following the effective date, and given
the portfolio constraints, only up to 10% of the pool can be
domiciled in countries with foreign currency government bond
rating below A3. Given this portfolio composition, there were no
adjustments to the target par amount, as further described in the
methodology.

Stress Scenarios:

Together with the set of modelling assumptions above, Moody's
conducted an additional sensitivity analysis, which was an
important component in determining the provisional rating assigned
to the rated notes. This sensitivity analysis includes increased
default probability relative to the base case. Below is a summary
of the impact of an increase in default probability (expressed in
terms of WARF level) on each of the rated notes (shown in terms of
the number of notch difference versus the current model output,
whereby a negative difference corresponds to higher expected
losses), holding all other factors equal:

Percentage Change in WARF: WARF + 15% (to 3140 from 2730)

Ratings Impact in Rating Notches:

Class A Senior Secured Floating Rate Notes: 0

Class B Senior Secured Floating Rate Notes: -2

Class C Senior Secured Deferrable Floating Rate Notes: -2

Class D Senior Secured Deferrable Floating Rate Notes: -2

Class E Senior Secured Deferrable Floating Rate Notes: -1

Percentage Change in WARF: WARF +30% (to 3549 from 2730)

Ratings Impact in Rating Notches:

Class A Senior Secured Floating Rate Notes: -1

Class B Senior Secured Floating Rate Notes: -3

Class C Senior Secured Deferrable Floating Rate Notes: -3

Class D Senior Secured Deferrable Floating Rate Notes: -2

Class E Senior Secured Deferrable Floating Rate Notes: -2


CONTEGO CLO III: Fitch Assigns 'BB(EXP)' Rating to Class E Notes
----------------------------------------------------------------
Fitch Ratings has assigned Contego CLO III B.V. expected ratings,
as:

  Class A: 'AAA(EXP)sf'; Outlook Stable
  Class B: 'AA(EXP)sf'; Outlook Stable
  Class C: 'A(EXP)sf'; Outlook Stable
  Class D: 'BBB(EXP)sf'; Outlook Stable
  Class E: 'BB(EXP)sf'; Outlook Stable

Subordinated notes: not rated

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

Contego CLO III B.V. (the issuer) is a cash flow collateralized
loan obligation (CLO).  Net proceeds from the issuance of the
notes are being used to purchase a EUR300 mil. portfolio of mostly
European leveraged loans and bonds.  The portfolio is managed by
Five Arrows Managers LLP (part of the Rothschild Group).  The
reinvestment period is scheduled to end in April 2020.

                        KEY RATING DRIVERS

'B' Category Portfolio Credit Quality

The average credit quality of the identified portfolio is in the
'B' category.  Fitch has public ratings or credit opinions on all
but two obligors in the identified portfolio.  The covenanted
maximum Fitch weighted average rating factor (WARF) for assigning
the ratings is 33.5.  The WARF of the identified portfolio is
32.87.

High Expected Recoveries

At least 90% of the portfolio comprises senior secured
obligations.  Fitch has assigned Recovery Ratings (RR) to 71 of
the 73 obligations in the identified portfolio.  The covenanted
minimum Fitch weighted average recovery rate (WARR) for assigning
the ratings is 68%.  The WARR of the identified portfolio is 70.1.

Diversified Portfolio

The transaction contains a covenant that limits the top 10
obligors to 20% of the portfolio balance.  In addition, portfolio
profile tests limit exposure to the top Fitch industry to 17.5%
and the top three Fitch industries to 40%.  This ensures that the
asset portfolio is not exposed to excessive obligor concentration.

Limited FX Risk

The transaction is allowed to invest in non-euro-denominated
assets, provided these are hedged with perfect asset swaps within
30 days after settlement.  Unhedged non-euro assets must not
exceed 3% of the portfolio at any time and can only be included
if, at the trade date of such assets, the portfolio balance is
above the target par amount and the principal balance of such
assets, converted into euro at spot rate, is haircut by 50%.

Documentation Amendments

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

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

                       RATING SENSITIVITIES

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

                        DUE DILIGENCE USAGE

All but two of the underlying assets have ratings or credit
opinions from Fitch.  Fitch has relied on the practices of the
relevant Fitch groups to assess the asset portfolio information.

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

                  REPRESENTATIONS AND WARRANTIES

A description of the transaction's Representations, Warranties and
Enforcement Mechanisms (RW&Es) that are disclosed in the offering
document and which relate to the underlying asset pool was not
prepared for this transaction.  Offering documents for EMEA
leveraged finance CLOs typically do not include RW&Es that are
available to investors and that relate to the asset pool
underlying the CLO.  Therefore, Fitch credit reports for EMEA
leveraged finance CLO offerings will not typically include
descriptions of RW&Es.

                      SOURCES OF INFORMATION

The information below was used in the analysis.

   -- Loan-by-loan data provided by the arranger as at March 18,
      2016
   -- Offering circular provided by the arranger as at March 22,
      2016
   -- Transaction documents provided by the arranger as at
      March 18, 2016


EMF-NL 2008-1: S&P Lowers Ratings on Class A2 & A3 Notes to BB+
---------------------------------------------------------------
Standard & Poor's Ratings Services lowered to 'BB+ (sf)' from
'BBB- (sf)' its credit ratings on EMF-NL 2008-1 B.V.'s class A2
and A3 notes.

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

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

The downgrades follow S&P's credit and cash flow analysis of the
transaction and the application of its Dutch RMBS criteria.

In S&P's opinion, the current outlook for the Dutch residential
mortgage and real estate market is benign.  The generally
favorable economic conditions support S&P's view that the
performance of Dutch RMBS collateral pools will remain stable in
2016.  Given S&P's outlook on the Dutch economy, it considers the
base-case expected losses of 0.5% at the 'B' rating level for an
archetypical pool of Dutch mortgage loans, and the other
assumptions in S&P's Dutch RMBS criteria, to be appropriate.

In S&P's view, the transaction's performance has been stable.  As
of January 2016, the volume of heavily delinquent loans (arrears
for more than six months) decreased to 5.93%, compared with 6.1%
at S&P's previous review.  That said, S&P has excluded these loans
from its analysis of the collateral pool and assumed a 50%
recovery to be realized after 18 months.  As most of the borrowers
for these loans have not been current or paying full mortgage
payments for an extended period of time, S&P believes they will
not provide immediate cash flow credit to this transaction until
recovery.

This transaction no longer has a liquidity facility, and the
reserve fund provides the only source of external liquidity
support to the structure.  As of January 2016, the reserve fund
stood at EUR517,899, which represents 49% of the required target
level.  In S&P's view, liquidity support in this transaction is
limited.

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

Rating     WAFF      WALS
level        (%)      (%)

AAA        57.36    56.59
AA         41.51    53.55
A          32.67    47.43
BBB        23.19    43.92
BB         13.64    41.35
B          10.60    38.90

The increase in the WAFF is primarily due to the use of original
loan-to-value (OLTV) ratios in the WAFF calculation (as opposed to
current LTV ratios), and the application of an originator
adjustment at the higher end of S&P's originator adjustment range
(0.7x to 1.3x), reflecting the observed historical performance of
ELQ Hypotheken N.V. originated pools.

The increase in the WALS is mainly due to the application of S&P's
updated market value decline assumptions, which are higher under
its updated criteria.

The overall effect is an increase in the required credit coverage
for all rating levels and consequently, an increase in the
liquidity stresses applied in S&P's cash flow analysis.

S&P's credit and cash flow analysis indicates that the class A2
and A3 notes cannot withstand the stresses that S&P applies at the
currently assigned ratings.  S&P has lowered to 'BB+ (sf)' from
'BBB- (sf)' its ratings on the class A2 and A3 notes.

EMF-NL 2008-1 is a Dutch nonconforming RMBS transaction, which
closed in April 2008, and securitizes first-ranking mortgage loans
originated by ELQ Hypotheken.

RATINGS LIST

Class              Rating
          To                 From

EMF-NL 2008-1 B.V
EUR265.01 Million Mortgage-Backed Floating-Rate Notes

Ratings Lowered

A2        BB+ (sf)           BBB- (sf)
A3        BB+ (sf)           BBB- (sf)


GARDA CLO BV: Moody's Raises Rating on Class D Notes to Ba1
-----------------------------------------------------------
Moody's Investors Service has taken rating actions on these notes
issued by Garda CLO B.V.:

  EUR254,000,000 (current outstanding balance Euro 27,310,100)
   Class A Senior Floating Rate Notes due 2022, Affirmed
   Aaa (sf); previously on July 2, 2015 Affirmed Aaa (sf)

  EUR22,000,000 Class B Senior Floating Rate Notes due 2022,
   Affirmed Aaa (sf); previously on July 2, 2015, Upgraded to
   Aaa (sf)

  EUR21,000,000 Class C Deferrable Interest Floating Rate Notes
   due 2022, Upgraded to Aa2 (sf); previously on July 2, 2015,
   Upgraded to A3 (sf)

  EUR14,000,000 Class D Deferrable Interest Floating Rate Notes
   due 2022, Upgraded to Ba1 (sf); previously on July 2, 2015,
   Affirmed Ba2 (sf)

  EUR13,000,000 (current outstanding balance Euro 6,845,600)
   Class E Deferrable Interest Floating Rate Notes due 2022,
   Upgraded to Ba3 (sf); previously on Jul 2, 2015 Affirmed
   B1 (sf)

  EUR6,000,000 Class F Deferrable Interest Floating Rate Notes
   due 2022, Affirmed Caa1 (sf); previously on July 2, 2015,
   Affirmed Caa1 (sf)

Garda CLO B.V., issued in February 2007, is a collateralized Loan
Obligation backed by a portfolio of mostly high yield European
loans.  It is predominantly composed of senior secured loans.  The
portfolio is managed by 3i Debt Management Ltd, and this
transaction ended its reinvestment period in April 2013.

                         RATINGS RATIONALE

The rating actions on the notes are primarily a result of
deleveraging of the senior notes.  Class A notes have paid down by
approximately EUR32.9 million (12.9% of closing balance) since the
last rating action in July 2015.  As a result, over-
collateralization ratios of classes A, B and C have increased.  As
per the trustee report dated February 2016, the Classes A/B and C
overcollateralization (OC) ratios are reported at 190.9% and
133.9% respectively, compared to 160.7% and 128.0% in the May 2015
report.  Moody's notes that such deleveraging is having a less
pronounced impact on the junior notes due to an increase in the
Caa -- rated obligations and the associated haircut being applied
by the trustee.  The OC ratios for Classes D and E have decreased
to 111.6% and 103.3% respectively, from 112.7% and 106.5% in May
2015.  Class E's turbo feature is likely to be triggered at the
next payment date in April 2016.

The key model inputs Moody's uses in its analysis, such as par,
weighted average rating factor, diversity score and the weighted
average recovery rate, are based on its published methodology and
could differ from the trustee's reported numbers.  In its base
case, Moody's analyzed the underlying collateral pool as having a
performing par and principal proceeds balance of EUR104.1million,
defaulted par of EUR9.6 million, a weighted average default
probability of 22.4% (consistent with a WARF of 3334), a weighted
average recovery rate upon default of 46.4% for a Aaa liability
target rating, a diversity score of 21, a weighted average spread
of 3.5%.

The default probability derives from the credit quality of the
collateral pool and Moody's expectation of the remaining life of
the collateral pool.  The estimated average recovery rate on
future defaults is based primarily on the seniority of the assets
in the collateral pool.  Moody's generally applies recovery rates
for CLO securities as published in "Moody's Approach to Rating SF
CDOs".  In some cases, alternative recovery assumptions may be
considered based on the specifics of the analysis of the CLO
transaction.  In each case, historical and market performance and
a collateral manager's latitude to trade collateral are also
relevant factors.  Moody's incorporates these default and recovery
characteristics of the collateral pool into its cash flow model
analysis, subjecting them to stresses as a function of the target
rating of each CLO liability it is analyzing.

Methodology Underlying the Rating Action:

The principal methodology used in these ratings was "Moody's
Global Approach to Rating Collateralized Loan Obligations"
published in December 2015.

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

In addition to the base-case analysis, Moody's conducted
sensitivity analyses on the key parameters for the rated notes,
for which it assumed a lower weighted average recovery rate in the
portfolio.  Moody's ran a model in which it reduced the weighted
average recovery rate by 5%; the model generated outputs were
unchanged for Classes A and B and within two notches of the base-
case result for the remaining Classes.

This transaction is subject to a high level of macroeconomic
uncertainty, which could negatively affect the ratings on the
note, in light of uncertainty about credit conditions in the
general economy.  CLO notes' performance may also be impacted
either positively or negatively by 1) the manager's investment
strategy and behavior and 2) divergence in the legal
interpretation of CDO documentation by different transactional
parties because of embedded ambiguities.

Additional uncertainty about performance is due to:

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

  Around 20.3% of the collateral pool consists of debt
  obligations whose credit quality Moody's has assessed by using
  credit estimates.  As part of its base case, Moody's has
  stressed large concentrations of single obligors bearing a
  credit estimate as described in "Updated Approach to the Usage
  of Credit Estimates in Rated Transactions," published in
  October 2009 and available at:


    http://www.moodys.com/viewresearchdoc.aspx?docid=PBC_120461

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

  Long-dated assets: The presence of assets that mature beyond
  the CLO's legal maturity date exposes the deal to liquidation
  risk on those assets.  Moody's assumes that, at transaction
  maturity, the liquidation value of such an asset will depend on
  the nature of the asset as well as the extent to which the
  asset's maturity lags that of the liabilities.  Liquidation
  values higher than Moody's expectations would have a positive
  impact on the notes' ratings.

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


LBC TANK: Moody's Affirms B1 Corp. Family Rating; Outlook Stable
----------------------------------------------------------------
Moody's Investors Service has affirmed the B1 corporate family
rating (CFR) and B1-PD probability of default rating (PDR) of LBC
Tank Terminals Holding Netherlands BV, the holding company of LBC
Tank Terminals group.  Concurrently, Moody's has affirmed the B3
rating of the $350 million senior unsecured notes due 2023.  The
outlook on all ratings is stable.

                         RATINGS RATIONALE

The affirmation of the B1 CFR reflects (1) the resilient nature of
the business in an economic downturn, with average terminal
utilization rate of 92% for the past three years and most revenues
supported by fixed or evergreen contracts on a take-or-pay basis;
(2) LBC's high and stable operating profitability, with an EBITDA
margin of c. 45% for the past three years; (3) the company's
established global network of terminals in strategic locations,
with supporting infrastructure providing high barriers to entry;
(4) no direct commodity price risk, as LBC only rents storage
capacity; and (5) longstanding customer relationships, with net
churn level around 1% for the past two years in both Europe and US
and an average remaining contract life of 3.7 years as of June
2015.  As a further supportive consideration, the liquidity
position of the company is adequate, in spite of a large multi-
year capex plan.  This is due to anticipated positive operating
cash flows, available undrawn committed bank facilities and
substantial equity injections the shareholders have committed to
provide in order to fund a large portion of the planned brownfield
expansion.  The recent amendments to the terms of the senior
secured bank facilities are also supportive of the company's
expansion plan, given (i) the increased headroom under the
financial covenants, (ii) the lower margin reducing average debt
funding costs by at least $5 million p.a., and (iii) the increased
ability to fund expansionary capex in joint-ventures using debt,
in combination with new equity.

The rating remains constrained by (1) the company's high adjusted
gross leverage of 6.3x (last-twelve-months to December 2015),
which Moody's expects to moderately increase over the next 6 to 12
months towards 6.5x; (2) LBC's limited size compared with some of
its direct competitors (Vopak, unrated, the largest independent
tank storage provider, reported EUR1.3 billion of revenues in FY
2014); (3) its negative free cash flow generation expected this
year and over the next three years due to the company's multi-year
expansion plan; (4) moderate construction and execution risks in
connection with the brownfield expansion of storage and dock
capacity in Houston (with about half of the added capacity under a
50/50 joint venture with Magellan Midstream Partners, L.P., Baa1
stable), Antwerp and Rotterdam, which require regulatory permits
and approvals, with potential delays and cost overruns; and (5)
the uncertainty concerning the utilization rate of the new tanks
once online, particularly in Rotterdam.

The stable outlook reflects Moody's expectation that the
diversified portfolio of storage contracts will be renewed on a
timely and favorable basis and will continue generating stable
cash flows, as these cash flows are derived from contracts with
long-standing blue chip customers.  The outlook also assumes that
the majority of the capex plan is equity-funded by the existing
shareholders, and that liquidity will remain adequate over the
entire business plan period.

                 What Could Change The Rating Up

Upward rating pressure is unlikely pending the execution of the
expansion plan.  Over time a rating upgrade will depend on LBC's
progress in delivering on its growth projects, leading to
increases in cash flow and EBITDA, with debt/EBITDA approaching
5.0x.

                 What Could Change The Rating Down

The ratings could be downgraded if LBC's debt/EBITDA remains
elevated sustainably exceeding 6.5x, indicative of project delays,
underperforming assets, lost business or more aggressive than
currently anticipated debt-funded growth.  Weaker liquidity and
materially lower headroom under the financial covenants will also
exert negative rating pressure.

The principal methodology used in these ratings was Global
Midstream Energy published in December 2010.

LBC Tank Terminals is an independent global operator of bulk
liquid storage facilities predominantly for chemical but also oil
products, with a capacity of 2.9 million m3 at key locations in
Western Europe, including Antwerp, Rotterdam and Le Havre, as well
as the US Gulf Coast and Shanghai.  With a network of 14 terminals
(two in the US, one in China and 11 in Europe), it is one of the
top twenty largest independent operators of bulk liquid storage
terminals and the second largest independent chemical storage
company by capacity.  The company reported revenues and EBITDA of
$248 million and $106 million respectively for financial year 2015
(June year-end, and accounting for the Sogestrol joint venture
following the equity method).  Since September 2012 it has been
majority owned by the two largest Dutch pension funds, PGGM and
APG, that together hold a 65% stake.


NORTH WESTERLY III: Moody's Hikes Cl. E Notes Rating to Caa1(sf)
----------------------------------------------------------------
Moody's Investors Service announced today that it has taken rating
actions on the following classes of notes issued by North Westerly
CLO III B.V.:

-- EUR290 million (current balance EUR16.6M ) Class A Senior
    Floating Rate Notes due 2022, Affirmed Aaa (sf); previously
    on May 29, 2015 Affirmed Aaa (sf)

-- EUR32 million Class B Deferrable Interest Floating Rate Notes
    due 2022, Affirmed Aaa (sf); previously on May 29, 2015
    Upgraded to Aaa (sf)

-- EUR17 million Class C Deferrable Interest Floating Rate Notes
    due 2022, Upgraded to A1 (sf); previously on May 29, 2015
    Upgraded to A3 (sf)

-- EUR15.5 million Class D Deferrable Interest Floating Rate
    Notes due 2022, Upgraded to Ba3 (sf); previously on May 29,
    2015 Affirmed B1 (sf)

-- EUR14.5 million (current balance EUR8.9M) Class E Deferrable
    Interest Floating Rate Notes due 2022, Upgraded to Caa1 (sf);
    previously on May 29, 2015 Affirmed Caa2 (sf)

-- EUR6 million Class R Combination Notes due 2022, Upgraded to
    A2 (sf); previously on May 29, 2015 Upgraded to A3 (sf)

North Westerly CLO III B.V., issued in August 2006, is a
collateralised loan obligation (CLO) backed by a portfolio of
mostly high-yield senior secured European loans managed by NIBC
Bank N.V. The transaction's reinvestment period ended in October
2012.

RATINGS RATIONALE

According to Moody's, the rating actions taken on the notes are
the result of deleveraging. Class A notes have paid down by
approximately EUR24.4 million (8% of closing balance) since the
last rating action in May 2015, as a result of which over-
collateralization (OC) ratios of all classes of rated notes have
increased. As per the trustee report dated January 2016, Class A,
Class B, Class C, Class D, and Class E OC ratios are reported at
560.27%, 191.70%, 142.05%, 114.92%, and 103.51% compared to April
2015 levels of 287.09%, 161.19%, 130.73%, 111.51%, and 101.46%,
respectively.

The key model inputs Moody's uses in its analysis, such as par,
weighted average rating factor, diversity score and the weighted
average recovery rate, are based on its published methodology and
could differ from the trustee's reported numbers. In its base
case, Moody's analyzed the underlying collateral pool as having a
performing par and principal proceeds of EUR93.38 million,
defaulted par of EUR4.45 million, a weighted average default
probability of 27.88% (consistent with a WARF of 4446 over a
weighted average life of 3.32 years), a weighted average recovery
rate upon default of 47.19% for a Aaa liability target rating, a
diversity score of 12 and a weighted average spread of 3.97%.

The default probability derives from the credit quality of the
collateral pool and Moody's expectation of the remaining life of
the collateral pool. In each case, historical and market
performance and a collateral manager's latitude to trade
collateral are also relevant factors. Moody's incorporates these
default and recovery characteristics of the collateral pool into
its cash flow model analysis, subjecting them to stresses as a
function of the target rating of each CLO liability it is
analyzing.

Moody's notes that just after its initial analysis based on
January 2016 data was completed, the February 2016 trustee report
was issued. Class E OC ratio is now in breach, and accordingly
Class E's turbo feature is likely to be triggered at the next
payment date in April 2016.


STORM 2015-I BV: Fitch Affirms 'BBsf' Ratings on 2 Note Classes
---------------------------------------------------------------
Fitch Ratings has affirmed Storm 2015-I B.V, a securitization of
Dutch residential mortgages originated by Obvion N.V., a wholly
owned subsidiary of Cooperatieve Rabobank U.A. (Rabobank; AA-
/Stable/F1+).

                       KEY RATING DRIVERS

Limited Asset Performance History

As the transaction closed only a year ago, there is limited
observable asset performance.  Recent STORM originations (issued
since 2012) have outperformed the Fitch-rated average late-stage
arrears (arrears greater than three months), with Storm 2013-III
exhibiting the highest level of 0.54% against the market's 0.6%.

Seven loans have been foreclosed to date in this transaction with
an observed recovery of 86%.

No Credit to NHG Loans

At transaction close, the information received from the originator
did not suggest better historical performance of NHG loans
compared with non-NHG loans.  On the contrary, for loans
originated between 2007 and 2010, data suggests that NHG loans
have underperformed.  Therefore in the calculation of the weighted
average foreclosure frequency of the pool, no credit is given to
NHG loans (29% of the current portfolio)

NHG loans still benefit from a higher recovery assumption in line
with Fitch criteria.

Higher Compliance Ratio

Based on our analysis of claims from Obvion-originated loans
(between 2005 and 2013), Fitch has assigned a compliance ratio of
90% to the NHG portion of the portfolio.  This ratio is at the
higher end of what is typically observed in the Dutch market
(between 80%-90%).

Insurance Set-off Risk

Within the portfolio 6.3% are loans with life insurance payment
vehicles attached.  Upon insolvency of the insurance provider
there is a risk that borrowers may try to set-off their insurance
claim against the lender.  Fitch accounts for this risk by
assuming a capital build-up over 30 years and then analysing the
effect of a combined default of the insurance providers, factoring
in the affiliation of the insurance provider to the original
lender.

The most stressful scenario is found to be the one with low
prepayments due to capital build-up under the insurance scheme
prior to the provider's insolvency.  The maximum exposure
resulting from this calculation is then applied against the
required credit enhancement for the various rating levels.  It was
found to have a minimal effect on the rating outcome.

Guaranteed Excess Spread

Under the terms of a swap with Obvion the transaction is
guaranteed an excess spread of 50bps (on a notional equivalent to
the outstanding balance of the notes less any balance on the
principal deficiency ledger (PDL)).  Interest and principal on the
class E notes is entirely dependent on excess spread and as there
have been minimal losses to date (0.01% of the original balance),
the notes have amortised by 6% since transaction close.

                       RATING SENSITIVITIES

Adverse macroeconomic factors may affect asset performance.  An
increase in defaults and losses beyond Fitch's stresses may erode
credit enhancement, leading to negative rating actions.

                        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.

Prior to the transaction closing, Fitch reviewed the results of a
third party assessment conducted on the asset portfolio
information, which indicated errors or missing data related to the
valuation information.  These findings were considered in this
analysis and factored into the lender adjustment applied.

Prior to the transaction's closing, Fitch conducted a review of a
small targeted sample of Obvion's origination files and found the
information contained in the reviewed files to be adequately
consistent with the originator's policies and practices and the
other information provided to the agency about the asset
portfolio.

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.

                      SOURCES OF INFORMATION

The information below was used in the analysis.

   -- Loan-by-loan data provided by the European Data Warehouse
      as at Nov. 30, 2015,
   -- Transaction reporting provided by Intertrust Administrative
      Services B.V. as at Jan. 30, 2016,
   -- Discussions / updates from Rabobank dated March 15, 2016

Fitch has affirmed these ratings:

  Class A (ISIN XS1197737684) affirmed at 'AAAsf'; Outlook Stable
  Class B (ISIN XS1197753376) affirmed at 'AAsf'; Outlook Stable
  Class C (ISIN XS1197758250) affirmed at 'A-sf'; Outlook Stable
  Class D (ISIN XS1197763417) affirmed at 'BBsf'; Outlook Stable
  Class E (ISIN XS1197766600) affirmed at 'BBsf'; Outlook Stable


WOOD STREET CLO III: S&P Raises Rating on Class E Notes to BB
-------------------------------------------------------------
Standard & Poor's Ratings Services raised its credit ratings on
Wood Street CLO III B.V.'s class A-1, A-2A, A-2B, B, C, D, and E
notes.

The upgrades follow S&P's assessment of the transaction's
performance using data from the Feb. 17, 2016 trustee report and
the application of its 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 (EUR226,813,578), the current
weighted-average spread (4.02%), 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 stress scenarios.

Since our Aug. 14, 2014 review, the aggregate collateral balance
has decreased by 41.02% to EUR226.81 million from EUR384.43
million.

The class A-1, A-2A, A-2B, and E notes have amortized by EUR163.47
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.  S&P has also observed that the
overcollateralization tests have improved and the concentration of
defaulted assets has decreased since S&P's previous review.

S&P has observed that non-euro-denominated assets currently make
up 8.46% of the total performing assets.  These assets are hedged
by cross-currency swap agreements.  In S&P's 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 swap
counterparty does not perform.

The exposure to obligors based in countries rated below 'A-' is
greater than 10% of the aggregate collateral balance (16.6%).
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 A-1, A-2A, A-2B, B, C,
D, and E notes is commensurate with higher ratings than those
previously assigned.  S&P has therefore raised its ratings on
these classes of notes.

Wood Street CLO III is a cash flow collateralized loan (CLO)
obligation transaction that securitizes loans to primarily
speculative-grade corporate firms.  The transaction closed in June
2006, with a reinvestment period that ended in August 2012, and is
managed by Alcentra Ltd.

RATINGS LIST

Class             Rating
            To                 From

Wood Street CLO III B.V.
EUR576.5 Million Senior Secured And Deferrable Floating-Rate Notes

Ratings Raised

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


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


ABANCA CORPORACION: Fitch Affirms 'BB+' IDR; Outlook Stable
-----------------------------------------------------------
Fitch Ratings has affirmed Abanca Corporacion Bancaria, S.A.'s
Long-term Issuer Default Rating (IDR) at 'BB+', Short-term IDR at
'B' and Viability Rating (VR) at 'bb+'.  The Outlook on its Long-
term IDR is Stable.

                         KEY RATING DRIVERS

IDRS AND VR

Abanca's Long-term IDR is driven by the bank's standalone
creditworthiness, as captured by the VR.  The ratings reflect the
bank's adequate capitalization and comfortable funding and
liquidity profile for the rating but also weak core banking
profitability and a high, albeit decreasing, stock of problem
assets.

Abanca's profits have significantly relied on extraordinary items
in the last couple of years.  In 2015, the bank made capital gains
from its government debt securities portfolio and from its equity
stakes, which enabled it to increase provisions and offset a
reduction in net interest income and increased non-recurring
operating costs.

Pressure on the bank's core profitability reflects a large legacy
bond portfolio, a low yielding mortgage book partly affected by
the absence of interest rate floors since May 2013 and expensive
fixed-rate mortgage covered bond issuance.  Abanca will be
challenged to substantially improve its profitability, but the
maturing expensive wholesale debt, improving customer spreads,
lower loan impairment charges and cost-cutting measures should
support earnings.

Asset quality continued to improve in 2015, helped by write-offs
and recoveries.  Its problem asset (NPLs and foreclosed assets)
ratio declined to 11.6% at end-2015 from 14.7% at end-2014, but
this continues to compare unfavorably by international standards.
Asset quality weaknesses are mitigated by sound NPL cover at 60%,
which is at the higher end of the range for Spanish banks.  Fitch
expects problem assets to continue declining, helped by Spain's
economic recovery.

Abanca's Fitch Core Capital (FCC) ratio remained broadly unchanged
at 13.7% at end-2015 and its fully loaded CET1 ratio was 13.8%.
In our assessment of capital, the FCC does not take into account
any potential dividend distribution relating to the deferred
payments to the Spanish Fund for Orderly Bank Restructuring (FROB)
in connection with the 2013 acquisition of Abanca from the Spanish
government.  When taking dividends into account, the FCC would be
12.5%.  Capital at risk from unreserved problem assets decreased
to 48% of FCC at end-2015 (53% when adjusted for the potential
distribution of dividends), from 67% at end-2014.

Abanca's funding structure is comfortable for the rating.  The
bank funds loans with retail deposits, as reflected by a gross
loan/deposit ratio of 96% at end-2015.  However, ECB funding
remains comparatively higher than peers' as it is used to fund a
large stock of legacy debt securities, including those related to
the transfer of real estate assets to Spain's bad bank (SAREB).
Liquidity reserves are ample in the context of scheduled debt
repayments.

              SUPPORT RATING AND SUPPORT RATING FLOOR

The Support Rating (SR) of '5' and Support Rating Floor (SRF) of
'No Floor' reflect Fitch's belief that senior creditors of the
bank can no longer rely on receiving full extraordinary support
from the sovereign in the event that the bank becomes non-viable.

Fitch views the EU's Bank Recovery and Resolution Directive (BRRD)
and Single Resolution Mechanism (SRM) provide a framework for
resolving banks that is likely to require senior creditors
participating in losses, if necessary, instead of or ahead of a
bank receiving sovereign support.  BRRD has been effective in EU
member states since Jan. 1, 2015, including minimum loss
absorption requirements before resolution financing or alternative
financing (eg, government stabilization funds) can be used.  Full
application of BRRD, including the bail-in tool, is required from
Jan. 1, 2016.  BRRD was transposed into Spanish legislation on
June 18, 2015.

                       RATING SENSITIVITIES

IDRS AND VR

While upside is currently limited, the bank's IDRs and VR could be
upgraded if Abanca sustainably improves its underlying
profitability, principally by enhancing the profitability of its
core banking business, diversifying income sources and reducing
costs.  Continued asset quality improvement leading to a decrease
in loan impairments as well as capital at risk from unreserved
problem assets, could also be rating-positive.

Downward rating pressure would arise from loan quality and capital
deterioration, or a significant increase in appetite for profits
that compromises its risk profile amid low loan growth prospects
in the next two years.  Similarly, a deterioration of the bank's
funding and liquidity profile would put pressure on the ratings.

              SUPPORT RATING AND SUPPORT RATING FLOOR

An upgrade of the SR and upward revision of the SRF would be
contingent on a positive change in the sovereign's propensity to
support its banks.  While not impossible, this is highly unlikely,
in Fitch's view.

The rating actions are:

  Long-term IDR affirmed at 'BB+'; Outlook Stable
  Short-term IDR affirmed at 'B'
  Viability Rating affirmed at 'bb+'
  Support Rating affirmed at '5'
  Support Rating Floor affirmed at 'No Floor'


BANCO BPI: Moody's Puts Ba3 Rating on Review for Downgrade
----------------------------------------------------------
Moody's Investors Service has placed on review for downgrade these
ratings of Banco BPI S.A. and its supported entities: (1) the Ba3
long-term senior debt and deposit ratings; (2) the B2 subordinated
debt ratings; (3) the (P)B3 junior subordinated programme ratings;
(4) the backed Caa1(hyb) preference shares; (5) the bank's
baseline credit assessment (BCA) and adjusted BCA of b1; and (6)
its long-term Counterparty Risk Assessment (CRA) of Ba2(cr).

The review for downgrade was triggered by increased downside risks
to BPI's credit profile, stemming from (1) the lack of visible
advances in solving the bank's breach of the regulatory large
exposure limits, in relation to its exposure to Angola (Ba2 review
for downgrade), before the European Central Bank's (ECB) imposed
deadline of April 10, 2016; and (2) heightened risks associated
with its Angolan exposures, as reflected by Moody's decision to
place on review for downgrade Angola's sovereign rating on March
4, 2016.

Moody's expects to conclude the rating review in the next few
weeks, when the rating agency will have further visibility on the
likelihood of an effective approval of remedial actions to reduce
BPI's large exposures to Angola before the imposed deadline.
During the review period, Moody's will also assess the credit
implications for BPI of (1) remedial actions requested by the
ECB's if the bank's large exposure limit breaches are not
addressed in a timely fashion; (2) recent evidence of corporate
governance shortcomings and (3) the impact of the deteriorating
macroeconomic conditions in Angola if the bank's African
operations are not deconsolidated.

BPI's short-term senior debt and deposit ratings at Not-Prime and
its short-term CRA of Not-Prime(cr) are unaffected by today's
rating action.

                         RATINGS RATIONALE

RATIONALE FOR THE RATING REVIEW

The review for downgrade of BPI's ratings was prompted by Moody's
rising concerns about the bank's financial profile as the ECB's
deadline is approaching, but no solution has yet been approved for
BPI's large exposures to the Angolan state and the National Bank
of Angola.  These exposures, standing at EUR3.6 billion and EUR1.3
billion, respectively, exceed the limit to large exposures by
EUR3.0 billion and 0.2 billion.  The review for downgrade also
highlights the heightened wider risks for the bank following
Moody's recent review for downgrade of Angola's Ba2 sovereign
bonds rating.

On Sept. 30, 2015, BPI presented a plan to spin off its banking
assets in Angola and Mozambique that was subject to the approval
of the bank's Shareholder General Meeting.  This demerger plan
followed the ECB's requirement to comply with the large exposure
limits in relation to BPI's Angolan exposures.  Although the plan
failed to be approved in February 2016, the bank's main
shareholders Caixabank, S.A. (Baa2/Baa2 stable; ba1 and holding
44.1% of the bank's capital) and Santoro Finance - Prestacao de
Servicos S.A. (unrated and with a 18.6% stake on BPI's capital)
publicly disclosed that they were in negotiations to seek a
solution for BPI's excess risk concentrations to Angola in early
March.

However, as the ECB's deadline is approaching, Moody's is
increasingly concerned about the consequences for BPI's credit
profile and the imposition by the ECB of remedial actions if the
deadline is not met, nor extended by the relevant authorities.

Furthermore, the above mentioned recent events have evidenced the
crystallization of corporate governance issues at the bank that
namely stem from the voting cap imposed to shareholders having
more that 20% of voting rights.  During the review period, Moody's
will assess BPI's corporate behavior and the likelihood that
current corporate governance shortcomings could be solved in the
near future or continue weighing on the bank's financial
performance going forward.

Given the very relevant weight of the Angolan operations for BPI
(i.e. 61% of total profit and around 19% of total group assets at
end-December 2015), the review for downgrade also reflects the
risks for the group's overall performance of a potential downturn
of the Angolan economy owing to very low oil prices.  During the
review period, Moody's will also assess the potential negative
implications that reduced fiscal spending and currency devaluation
in Angola could pose for BPI's credit profile.  If the demerger
plan of the bank's African operations is approved before the
rating agency concludes its rating review of Angola's sovereign
rating, risks associated to this country will be dissipated as BPI
will be only exposed to its Portuguese activities.

BPI's Ba3 long-term senior debt and deposit ratings on review for
downgrade currently reflect: (1) the bank's b1 BCA, which has been
placed on review for downgrade today, (2) no uplift from Moody's
Advanced Loss Given Failure (LGF) analysis; and (3) one notch of
uplift from Moody's assumptions of moderate government support
from Portugal (Ba1 stable).

              WHAT COULD CHANGE THE RATINGS UP/DOWN

Downward pressure on BPI's ratings could arise if it fails to
achieve a solution to reduce its very large risk exposures to
Angola, and/or its standalone credit profile is affected by a
worsening of the economic conditions in Angola.

An upgrade of the bank's ratings is unlikely given the current
review for downgrade.

LIST OF AFFECTED RATINGS

Issuer: Banco BPI S.A.

Placed on Review for Downgrade:
  Long-term Counterparty Risk Assessment, Ba2(cr)
  Long-term Deposit Ratings, Ba3, outlook changed to Rating under
   Review from Stable
  Subordinate Medium-Term Note Program, (P)B2
  Senior Unsecured Medium-Term Note Program, (P)Ba3
  Junior Subordinate Medium-Term Note Program, (P)B3
  Subordinate Regular Bond/Debenture, B2
  Senior Unsecured Regular Bond/Debenture, Ba3; outlook changed
  to Rating under Review from Stable
  Long-term Issuer Rating, Ba3, outlook changed to Rating under

Review from Stable
  Adjusted Baseline Credit Assessment, b1
  Baseline Credit Assessment, b1

Outlook Actions:
  Outlook changed to Rating under Review from Stable

Issuer: BPI Capital Finance Ltd.

Placed on Review for Downgrade:
  Backed Subordinate Medium-Term Note Program, (P)B2
  Backed Senior Unsecured Medium-Term Note Program, (P)Ba3
  Backed Junior Subordinate Medium-Term Note Program, (P)B3
  Backed Pref. Stock Non-cumulative, Caa1(hyb)

Outlook Actions:
  Outlook changed to Rating under Review from No Outlook

Issuer: Banco BPI Cayman Ltd

Placed on Review for Downgrade:
  Backed Subordinate Medium-Term Note Program, (P)B2
  Backed Senior Unsecured, (P)Ba3
  Backed Junior Subordinate Medium-Term Note Program, (P)B3

Outlook Actions:
  Outlook changed to Rating under Review from No Outlook

Issuer: Banco BPI S.A. (Cayman)

Placed on Review for Downgrade:
  Long-term Counterparty Risk Assessment, Ba2(cr)
  Senior Unsecured Regular Bond/Debenture, Ba3, outlook changed
  to Rating under Review from Stable
  Junior Subordinate Medium-Term Note Program, (P)B3
  Subordinate Medium-Term Note Program, (P)B2
  Subordinate Regular Bond/Debenture, B2
  Senior Unsecured Medium-Term Note Program, (P)Ba3

Outlook Actions:
  Outlook changed to Rating under Review from Stable

Issuer: Banco BPI S.A. (Madeira)

Placed on Review for Downgrade:
  Long-term Counterparty Risk Assessment, Ba2(cr)
  Junior Subordinate Medium-Term Note Program, (P)B3
  Subordinate Medium-Term Note Program, (P)B2
  Senior Unsecured Medium-Term Note Program, (P)Ba3

Outlook Actions:
  Outlook changed to Rating under Review from No Outlook

Issuer: Banco BPI S.A. (Santa Maria)

Placed on Review for Downgrade:
  Long-term Counterparty Risk Assessment, Ba2(cr)
  Junior Subordinate Medium-Term Note Program, (P)B3
  Subordinate Medium-Term Note Program, (P)B2
  Senior Unsecured Medium-Term Note Program, (P)Ba3

Outlook Actions:
  Outlook changed to Rating under Review from No Outlook

PRINCIPAL METHODOLOGY

The principal methodology used in these ratings was Banks
published in January 2016.


CATALUNYA BANC: Moody's Raises Rating on Sr. Unsec. Debt to Ba2
---------------------------------------------------------------
Moody's Investors Service has upgraded to Ba2 from B1 the long-
term senior unsecured debt and deposit ratings of Catalunya Banc
SA.  The rating agency has also upgraded: (1) The bank's baseline
credit assessment (BCA) to caa1 from caa2; (2) the bank's adjusted
BCA to ba1 from b1; and (3) the bank's Counterparty Risk
Assessment (CR Assessment) to Baa3(cr)/Prime-3(cr) from
Ba2(cr)/NP(cr).  The bank's short-term deposit and senior
unsecured debt ratings have been affirmed at Not-Prime.  The
outlook on the long-term senior unsecured debt and deposit ratings
remains positive.

This rating action reflects the improvement of Catalunya Bank's
credit fundamentals, notably in terms of asset quality, capital
and liquidity, as well as Moody's assessment of a higher
probability of receiving financial support from its parent company
Banco Bilbao Vizcaya Argentaria, S.A. (BBVA, A3/Baa1 stable, baa2)
following progress in integrating the subsidiary, which was
acquired in April 2015, into BBVA group.

                         RATINGS RATIONALE

   -- RATIONALE FOR UPGRADING THE BCA

The upgrade of Catalunya Banc's BCA to caa1 from caa2 is based on
the bank's improved fundamentals, notably in terms of asset
quality, capital and liquidity.  The bank's problem loan ratio has
improved to 14.8% at year-end 2015 from 24.2% a year earlier, and
its loan-to-deposit ratio has reduced from 120% to 88% over the
same period.  At the same time, the bank's regulatory common
equity tier 1 (CET1) ratio has improved from 15.1% to 17.5% over
the same period, an improvement which is visible as well in
Moody's tangible common equity (TCE) ratio which now stands at
9.4%, up from 6.6%.

Moody's notes that the bank's fundamentals have improved
substantially since the segregation and sale to Blackstone Group
of a EUR6.4 billion problematic loan portfolio in April 2015, and
we expect this improvement to be sustained.  This operation had
notable positive effects in terms of: (1) asset quality, given
that a large portion of the segregated loans were nonperforming,
(2) liquidity, given that EUR4.2 billion of illiquid assets (net
value of the mentioned portfolio) were replaced by cash (EUR3.6
billion, the purchase price paid by Blackstone) and a EUR572
million bond issued by the FROB; and (3) capital, because of the
significant reduction in the volume of risk-weighted assets, while
the difference between the portfolio's book value and its purchase
price was covered by the FROB.  Moody's believes that the
improvement in fundamentals is sustainable, owing to the more
favorable operating environment and the oversight of Catalunya
Banc's operations by BBVA, which benefits from stronger risk
management practices.

Despite the mentioned improvement, Moody's notes that Catalunya
Bank continues to display a very weak credit profile, consistent
with a BCA in the caa category.  The bank's problem loan was still
at a high 14.8% at the end of 2015, increasing to 26% if other
problematic assets like repossessed real estate assets and
performing, refinanced loans are added to problem loans to build-
up a "non-earning" assets ratio.  The bank was loss making in 2015
and, although the large loss before taxes reported was largely due
to extraordinary provisions, the bank showed a very weak capacity
to generate recurrent earnings.

   --- RATIONALE FOR UPGRADING THE ADJUSTED BCA

Moody's acknowledges that BBVA has taken significant steps in the
integration of Catalunya Banc into BBVA group since it was
acquired in April 2015.  As a consequence, Moody's has increased
the parental support uplift from four to six notches, bringing the
bank's Adjusted BCA to ba1 from b1.

   --- RATIONALE FOR UPGRADING THE LONG-TERM DEPOSIT AND SENIOR
       UNSECURED DEBT RATINGS

Moody's upgrade of Catalunya Banc's long-term deposit and senior
unsecured debt ratings by two notches is based on the three-notch
upgrade of the bank's Adjusted BCA.  As a negative offsetting
factor, Moody's Advanced LGF analysis provides a more negative
outcome for deposits and senior unsecured debt due to changes in
the bank's liability structure.  The updated LGF analysis
indicates that deposits and senior unsecured debt are likely to
face high loss-given-failure owing to the modest amount of junior
deposits and outstanding senior unsecured debt, leading to a
negative LGF notching of one notch for both instruments, from a
zero-LGF notching according to the previous liability structure.
This results in a Preliminary Rating Assessment (PRA) of ba2 for
deposits and senior unsecured debt, one notch below the Adjusted
BCA, and ultimately in Ba2 ratings for both instruments, whereby
Moody's assumptions of a low likelihood of systemic support for
Catalunya Banc does result in no further uplift to the bank's
ratings.

   --- RATIONALE FOR UPGRADING THE CR ASSESSMENT

As part of the rating action, Moody's also upgraded to
Baa3(cr)/Prime-3(cr) from Ba2(cr)/Not-Prime(cr) the CR Assessment
to Catalunya Banc, one notch above the adjusted BCA of ba1.  The
CR Assessment is driven by the banks' BCA, support provided by the
parent and by the cushion against default provided to the senior
obligations represented by the CR Assessment by subordinated
instruments amounting to 8% of tangible banking assets.

   --- RATIONALE FOR THE POSITIVE OUTLOOK

The outlook on Catalunya Banc's deposit and senior unsecured debt
ratings is positive, reflecting our expectation of a full
integration of the bank into BBVA, which would eventually lead to
the convergence of both banks' ratings.  Catalunya Banc would
benefit from this integration owing to BBVA's oversight and
experience in restructuring and integration.

                  WHAT COULD CHANGE THE RATING ? UP

The bank's ratings could be upgraded as a consequence of: (1) A
material improvement in its financial performance, primarily in
terms of recurrent profitability and capital; (2) explicit
financial support from BBVA; and/or (3) Moody's assessment of a
higher probability of parental support, which would stem from a
full integration into BBVA.

As the bank's senior unsecured debt and deposit ratings are linked
to the bank's adjusted BCA, a positive change in the adjusted BCA
would be likely to positively affect all ratings.  The senior
unsecured debt and deposit ratings could also be upgraded if the
bank changes its current liability structure, which indicate a
lower loss-given-failure to be faced by these securities, i.e., by
issuing a material amount of debt securities.

                WHAT COULD CHANGE THE RATING ? DOWN

Downward rating pressure could materialize if the bank's asset
quality show signs of further weakening or capital is eroded as a
consequence of reporting losses, and with an absence of financial
support provision from BBVA.

LIST OF AFFECTED RATINGS

Issuer: Catalunya Banc SA

Upgrades:
  Long-term Counterparty Risk Assessment, upgraded to Baa3(cr)
   from Ba2(cr)
  Short-term Counterparty Risk Assessment, upgraded to P-3(cr)
   from NP(cr)
  Long-term Deposit Ratings, upgraded to Ba2 Positive from B1
   Positive
  Senior Unsecured Regular Bond/Debenture, upgraded to Ba2
   Positive from B1 Positive
  Adjusted Baseline Credit Assessment, upgraded to ba1 from b1
  Baseline Credit Assessment, upgraded to caa1 from caa2

Affirmations:
  Short-term Deposit Ratings, affirmed NP
  Short-term Deposit Note/CD Program, affirmed NP

Outlook Actions:
  Outlook remains Positive

                        PRINCIPAL METHODOLOGY

The principal methodology used in these ratings was Banks
published in January 2016.


EDT FTPYME 3: S&P Affirms CCC- Rating on Class C Notes
------------------------------------------------------
Standard & Poor's Ratings Services affirmed its 'CCC- (sf)' credit
rating on EDT FTPYME Pastor 3, Fondo De Titulizacion De Activos'
class C notes.

The affirmation follows S&P's assessment of the transaction's
performance using the available servicer reports as well as the
application of S&P's criteria for European collateralized loan
obligations (CLOs) backed by small and midsize enterprises (SMEs)
and other relevant criteria.

                          CREDIT ANALYSIS

Based on S&P's review of the current pool and since its previous
review in June 2013, the pool has experienced further defaults and
the obligor concentration risk has increased due to the continued
deleveraging of loans.

The underlying pool is highly seasoned with a pool factor (the
percentage of the pool's outstanding aggregate principal balance
compared with the closing date) of about 3%.  According to the
servicer reports, the cumulative defaults account for 4.63% of the
closing pool balance (compared with 4.17% at S&P's June 2013
review).

The current reserve fund available is equal to 5.69% of the class
C notes' current balance.  The amortization of all of the senior
classes of notes has increased the available credit enhancement
for the class C notes.

S&P has applied its European SME CLO criteria to determine the
scenario default rates (SDRs) for this transaction.  The SDR is
the minimum level of portfolio defaults S&P expects each CLO
tranche to be able to support the specific rating level using
Standard & Poor's CDO Evaluator.

In accordance with S&P's 2013 review, and with no additional
information received since then, S&P categorizes the originator as
moderate (based on tables 1, 2, and 3 in S&P's criteria), which
factored in Spain's Banking Industry Country Risk Assessment
(BICRA) of 5 (as the country of origin for these SME loans is
Spain).  This resulted in a downward adjustment of one notch to
the 'b+' archetypical European SME average credit quality
assessment to determine loan-level rating inputs and applying the
'AAA' targeted corporate portfolio default rates.  As a result,
S&P's average credit quality assessment of the pool is 'b'.

S&P further applied a portfolio selection adjustment of minus
three notches to the 'b' credit quality assessment, which S&P
based on its review of the current pool characteristics, compared
with the originator's other transactions.  As a result, S&P's
average credit quality assessment of the pool to derive the
portfolio's 'AAA' SDR was 'ccc'.  S&P therefore assumed that each
loan in the portfolio had a credit quality that is equal to its
average credit quality assessment of the portfolio.

S&P has assessed Spain's current market trends and developments,
macroeconomic factors, and the way these factors are likely to
affect the loan portfolio's creditworthiness to determine S&P's
'B' SDR.  Considering the performance of the transaction and the
default trends S&P has observed in the past 8 to 10 quarters, it
has not changed the 'B' SDR assumption it made at its previous
review.

The SDRs for rating levels between 'B' and 'AAA' are interpolated
in accordance with S&P's European SME CLO criteria.

                      RECOVERY RATE ANALYSIS

At each liability rating level, S&P assumed a weighted-average
recovery rate (WARR) by considering the asset type
(secured/unsecured), its seniority (first lien/second lien), and
the country recovery grouping.  S&P also factored in the actual
recoveries from the historical defaulted assets, to derive its
recovery rate assumptions to be applied in S&P's cash flow
analysis.

                         COUNTERPARTY RISK

The transaction features an interest rate swap.  Cecabank S.A.
(BBB/Stable/A-2) is the swap counterparty.  S&P has reviewed the
swap counterparty's downgrade provisions under its current
counterparty criteria, and, in S&P's opinion, they do not fully
comply with its current counterparty criteria.  As S&P's long-term
rating on Cecabank is higher than S&P's rating on the class C
notes, it did not apply any additional stresses in its cash flow
analysis.

                     CASH FLOW ANALYSIS

S&P subjected the capital structure to various cash flow
scenarios, incorporating different default patterns, recovery
timings, and interest rate curves to generate the minimum break-
even default rate (BDR) for each rated tranche in the capital
structure.  The BDR is the maximum level of gross defaults that a
tranche can withstand and still fully repay the noteholders, given
the assets and structure's characteristics.  S&P then compared
these BDRs with the SDRs outlined above.

                        SUPPLEMENTAL TESTS

S&P's rating on the class C notes is constrained at 'CCC- (sf)' by
the application of the largest obligor default test.

Following S&P's assessment of the transaction's performance and
the application of its relevant criteria, S&P's cash flow results
indicate that the available credit enhancement for the class C
notes is commensurate with the currently assigned rating.  S&P has
therefore affirmed its 'CCC- (sf)' rating on the class C notes.

EDT FTPYME PASTOR 3 is a cash flow CLO transaction that
securitizes loans to SMEs.  The collateral pool comprises both
secured and unsecured loans.  The transaction closed in December
2005.

RATINGS LIST

EDT FTPYME PASTOR 3, FONDO DE TITULIZACION DE ACTIVOS
EUR520 mil floating-rate notes
                                    Rating
Class            Identifier         To                  From
C                ES0328421039       CCC- (sf)           CCC- (sf)


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


FERREXPO PLC: Fitch Lowers LT Issuer Default Rating to 'CC'
-----------------------------------------------------------
Fitch Ratings has downgraded Ferrexpo plc's Long-term Issuer
Default Rating (IDR) and Ferrexpo Finance Plc's senior unsecured
rating to 'CC' from 'CCC' and removed them from Rating Watch
Negative (RWN).  The Recovery Rating on the senior unsecured
rating is 'RR4'.  Ferrexpo's Short-term IDR has been affirmed at
'C'.

The downgrade reflects Fitch's view that the risk that Ferrexpo
will deplete its remaining cash reserves over the next six to 12
months has increased, using our iron ore price assumptions of
USD45/t in 2016 and given no extension of its pre-export financing
(PXF) maturities/amortization announced to date.  Ferrexpo's
current liquidity position remains weak with no measures to boost
liquidity announced since September 2015 when we placed the
ratings on RWN.  However, Fitch understands that the company is
currently investigating various measures to increase available
liquidity.  Ferrexpo currently faces monthly PXF maturities
payments through to July 2016 (USD17.5 mil.) which must be met
from internal cash generation.

                        KEY RATING DRIVERS

Liquidity Limited by Debt Maturities

While Ferrexpo continues to generate positive free cash flow
(FCF), most if not all of it is directed towards meeting PXF
principal repayments and bond coupon payments, resulting in a
gradual reduction in liquidity over the period to November 2016.
Fitch considers that management is likely to undertake non-
operational actions to restore liquidity to an acceptable margin
of safety in light of the current volatility in commodity price,
currency and inflation rates.

Competitive Cost Producer

Ferrexpo's operating cost position sits within the first quartile
of the global pellets cost curve.  In 2015, cash costs improved
significantly compared with the previous two years, mainly due to
currency depreciation dynamics (50% of operating costs are linked
to the hryvnia) and a sustained drop in energy prices.  These
resulted in a 30% decrease in costs in 2015, reaching USD32 per
tonne, down from USD46 in 2014.  Energy costs now represent
approximately 50% of total costs, and should continue to
contribute to a further reduction in comparative cost levels in
2016.

Ukrainian Risk Exposure

Ferrexpo's operating base is in Ukraine.  The country has recently
experienced high domestic inflation, combined with significant
currency depreciation (85% in 2015 vs. USD and greater than 125%
since 2014), and some delays in VAT repayment by the state.
However, military conflict in the Donbass region has not directly
impacted Ferrexpo's operations and transport infrastructure due to
their location in the Poltava region, approximately 425km north of
Donetsk.

Continuing Profitability

Cash costs improvements, together with the pellet premium received
over the benchmark 62% iron ore price, have significantly offset
the 30% drop in top line revenues that followed the fall in iron
prices.  As a result, Fitch expects Ferrexpo's profitability to
remain stable, with an EBITDA margin ranging between 30%-35% in
the medium term.  Ferrexpo's funds from operations (FFO)-adjusted
gross leverage was 3.4x in 2015 (vs. 3.6x in 2014) and will
decline in 2017 due to Fitch's expectations of slight EBITDA
improvement resulting from iron ore prices recovery, as well as of
debt reduction, both in absolute terms.

Iron Ore Premium Pellet Producer

In February 2016, 62% iron ore prices averaged USD46 per tonne,
down approximately 30% yoy and down 62% since February 2014,
reflecting oversupply in the global market and in particular a
slowdown in demand from the Chinese steel industry.

However, Fitch expects the demand for premium quality pellets to
remain sound.  Fitch expects premium pellet supply to be limited
in the next couple of years due to the disrupted supply from
Samarco and the high capital cost of new pellet plants additions.
Ferrexpo compares favorably with its competitors in the premium
pellet market.  It has long-term contracts with European producers
and enjoys European pellet premiums of around USD25 per tonne
compared with Chinese premiums of USD12 per tonne as of February
2016.

                          KEY ASSUMPTIONS

   -- Fitch iron ore price deck: USD45/t in 2016 and 2017,
      USD50/t in 2018, USD50/t in the long term
   -- Forecast price premium for pellets based on FY15 realized
      premium
   -- Production volumes: 11.7mt per year iron ore pellets in
      2016
   -- USD40 mil. capex in 2016 and USD50m onward
   -- USD/UAH27 in 2016

                       RATING SENSITIVITIES

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

   -- Default becoming imminent or inevitable, including a
      payment default or a debt restructuring in a form Fitch
      would consider a distressed debt exchange'

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

   -- Strengthening of Ferrexpo's liquidity position due to new
      sources of financing, a sustainable renegotiated debt
      maturity profile or higher than expected iron ore prices.

                             LIQUIDITY

As of December 2015 the company's cash balance was USD35 mil. vs.
USD196 mil. in short-term debt to be repaid in 2016 and USD54 mil.
of coupon/interest payments.  The short-term debt is composed of
(i) monthly PXF amortizations of USD17.5 mil. until July 2016;
(ii) USD45 mil. of quarterly PXF installments starting in November
2016; and (iii) USD28 mil. of other debt.

Fitch forecasts that the company will generate approximate
USD150 mil. - USD190 mil. of FCF in 2016 (post interest/coupon).
Fitch estimates that the company's liquidity position is not
adequate as it will be just enough to service the company's debt,
working capital and capital expenditures for the next six to 12
months, while remaining exposed to further fluctuations in iron
ore prices, currency and energy costs movements.


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


BLUEMOUNTAIN EUR 2016-1: S&P Assigns Prelim. B- Rating to F Notes
-----------------------------------------------------------------
Standard & Poor's Ratings Services assigned its preliminary credit
ratings to BlueMountain EUR CLO 2016-1 Designated Activity
Company's class A-1, A-2, B-1, B-2, C, D, E, and F notes.  At
closing, BlueMountain EUR CLO 2016-1 will also issue an unrated
subordinated class of notes.

BlueMountain EUR CLO 2016-1 is a cash flow collateralized loan
obligation (CLO) transaction securitizing a portfolio of primarily
broadly syndicated speculative-grade senior secured loans and
bonds issued mainly by European borrowers. BlueMountain Fuji
Management, LLC is the collateral manager.

Under the transaction documents, the rated notes pay quarterly
interest unless there is a frequency switch event.  Following such
an event, the notes will switch to semiannual payments.  The
transaction has a six-month ramp-up period, a four-year
reinvestment period, and a maximum weighted-average life of eight
years from the closing date.

"At the end of the ramp-up period, we understand that the
portfolio will represent a well-diversified pool of corporate
credits.  Therefore, we have conducted our credit and cash flow
analysis by applying our criteria for corporate cash flow
collateralized debt obligations," S&P said.

"Our preliminary ratings reflect our assessment of the preliminary
collateral portfolio's credit quality and the available credit
enhancement for the rated notes through the subordination of
payable cash flows.  In our cash flow analysis, we used the EUR400
million target par amount, the covenanted weighted-average spread
(4.05%), the covenanted weighted-average coupon (5.25%), and the
covenanted weighted-average recovery rates at each rating level.
We applied various cash flow stress scenarios, using four
different default patterns, in conjunction with different interest
rate stress scenarios for each liability rating category," S&P
noted.

Elavon Financial Services Ltd. is the bank account provider and
custodian.  The portfolio can comprise a maximum of 30% non-euro-
denominated obligations, subject to an asset swap provided by a
hedge counterparty.  The participants' downgrade remedies are
expected to be in line with S&P's current counterparty criteria.

The issuer is expected to be bankruptcy remote, in accordance with
S&P's European legal criteria.

Following S&P's analysis of the credit, cash flow, counterparty,
operational, and legal risks, S&P believes its preliminary ratings
are commensurate with the available credit enhancement for each
class of notes.

RATINGS LIST

BlueMountain EUR CLO 2016-1 Designated Activity Company
EUR409.80 Million Senior Secured And Deferrable Fixed- And
Floating-Rate Notes

Class                Prelim.        Prelim.
                     rating          amount
                                   (mil. EUR)
A-1                  AAA (sf)        212.40
A-2                  AAA (sf)         20.00
B-1                  AA (sf)          31.20
B-2                  AA (sf)          20.00
C                    A (sf)           21.60
D                    BBB (sf)         20.40
E                    BB (sf)          26.60
F                    B- (sf)          13.40
Subordinated notes   NR               44.20

NR--Not rated.
TBD--To be determined.


LINCOLN FINANCE: Fitch Assigns 'BB-' Rating to Sr. Sec. Notes
-------------------------------------------------------------
Fitch Ratings has assigned Lincoln Finance Ltd's (LFL) senior
secured notes a final rating of 'BB-', and their guarantor,
Lincoln Financing Holdings Pte Ltd, a final Long-term Issuer
Default Rating (IDR) of 'BB-' with a Stable Outlook.

LFHPL and LFL were established as part of the recent acquisition
of LeasePlan Corporation NV (LeasePlan; BBB+/Outlook Stable) by a
consortium of new owners.  LeasePlan is a global leader in vehicle
leasing, and also a licensed bank, regulated by De Nederlandsche
Bank (DNB).

The ratings are in line with the expected ratings assigned on 3
February 2016, although under the final terms of the issue all of
the debt has a five-year maturity as opposed to the previously
expected five and seven-year mix.  It is split between
EUR1.25 bil. and USD400 mil. tranches, with coupon rates of 6.875%
and 7.375% respectively.

                        KEY RATING DRIVERS

IDR AND SENIOR DEBT

LeasePlan represents LFHPL's only significant asset, and neither
LFHPL nor LFL will have material source of income other than
dividends from LeasePlan.  There are no cross-guarantees of debt
between LFL and LeasePlan, and the ratings reflect the structural
subordination of LFHPL and LFL creditors to those of LeasePlan.
In Fitch's view, debt issued by LFL is sufficiently isolated from
LeasePlan so that failure to service it, all else being equal, may
have limited implications for the creditworthiness of LeasePlan.
Consequently, the instrument rating is based on the standalone
profile of LFL and the guarantor.

LFHPL commences its ownership of LeasePlan with an interest
reserve account containing cash covering 2.5 years of coupon
payments on the senior secured notes.  This eases LFL's initial
debt service pressure.  LFHPL is also covenanted to maintain at
least this same level of cash coverage in the interest reserve
account thereafter.  However, replenishment of this cash will be
dependent both on LeasePlan's ongoing ability to generate profits,
and on DNB approval for their distribution in dividend form.

Fitch does not expect LeasePlan to adopt a significantly different
strategy under new ownership to that employed previously.  Its
recent results have been strong, with net income in 2015 of
EUR442.5 mil. and a common equity Tier 1 ratio at Dec. 31, 2015,
of 17%.  Profits have since 2013 been boosted by gains on used
vehicle sales in excess of longer-term norms, but operating
performance has also been sound.

                       RATING SENSITIVITIES

IDR AND SENIOR DEBT

Both the IDR and the rating of the notes would be negatively
sensitive to any significant depletion of liquidity within LFHPL
which affects its ability to service its debt obligations.  This
would most likely be prompted by a material fall in earnings
within LeasePlan restricting its capacity to pay dividends.

Positive rating action would likely stem from an accumulation of
significant additional cash within LFHPL, accompanied by
expectation of its retention there, as this would reduce the
dependence of ongoing debt service on future LeasePlan dividends.

The ratings could also be sensitive to the addition of new
liabilities or assets within LFHPL, but the impact would depend on
the balance struck between increasing LFHPL's debt service
obligations and diversifying its income away from reliance on
LeasePlan dividends.


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


* BOND PRICING: For the Week March 21 to March 25, 2016
------------------------------------------------------

Issuer                       Coupon    Maturity Currency  Price
------                       ------    -------- --------  -----
Oi Brasil Holdings Cooperat    5.75   2/10/2022    USD    26.25
Portugal Telecom Internatio    6.25   7/26/2016    EUR    53.13
Portugal Telecom Internatio    4.63    5/8/2020    EUR    25.02
Portugal Telecom Internatio    4.38   3/24/2017    EUR    32.00
Abengoa SA                     8.50   3/31/2016    EUR     9.88
Petrobras Global Finance BV    4.38   5/20/2023    USD    70.54
Portugal Telecom Internatio    5.88   4/17/2018    EUR    25.75
Petrobras Global Finance BV    6.85    6/5/2115    USD    68.21
Ensco PLC                      4.70   3/15/2021    USD    71.50
Oi Brasil Holdings Cooperat    5.63   6/22/2021    EUR    23.00
Portugal Telecom Internatio    5.00   11/4/2019    EUR    26.03
Genel Energy Finance PLC       7.50   5/14/2019    USD    59.98
Vedanta Resources PLC          6.00   1/31/2019    USD    61.48
Portugal Telecom Internatio    4.50   6/16/2025    EUR    24.06
Intelsat Jackson Holdings S    7.25    4/1/2019    USD    74.00
Abengoa Finance SAU            8.88    2/5/2018    EUR     9.75
Intelsat Jackson Holdings S    5.50    8/1/2023    USD    59.50
Ensco PLC                      5.20   3/15/2025    USD    58.73
Heta Asset Resolution AG       4.38   1/24/2017    EUR    68.63
CSN Resources SA               6.50   7/21/2020    USD    45.16
Grupo Isolux Corsan Finance    6.63   4/15/2021    EUR    30.04
Intelsat Jackson Holdings S    7.25  10/15/2020    USD    64.50
Intelsat Jackson Holdings S    6.63  12/15/2022    USD    49.50
Petroleum Geo-Services ASA     7.38  12/15/2018    USD    67.72
Petrobras Global Finance BV    7.25   3/17/2044    USD    75.50
CGG SA                         5.88   5/15/2020    EUR    47.81
Offshore Drilling Holding S    8.38   9/20/2020    USD    46.25
CHC Helicopter SA              9.25  10/15/2020    USD    39.11
RWE AG                         3.50   4/21/2075    EUR    71.30
Abengoa Finance SAU            7.00   4/15/2020    EUR     9.13
Intelsat Luxembourg SA         7.75    6/1/2021    USD    30.25
Frigoglass Finance BV          8.25   5/15/2018    EUR    52.74
Petrobras Global Finance BV    6.88   1/20/2040    USD    71.00
Vedanta Resources PLC          8.25    6/7/2021    USD    52.50
Casino Guichard Perrachon S    1.86                EUR    50.06
Eramet                         4.50   11/6/2020    EUR    73.60
Petrobras Global Finance BV    6.75   1/27/2041    USD    70.03
Petrobras Global Finance BV    4.25   10/2/2023    EUR    69.98
Petrobras Global Finance BV    5.63   5/20/2043    USD    63.38
Banca Popolare di Vicenza      9.50   9/29/2025    EUR    74.13
Ovako AB                       6.50    6/1/2019    EUR    74.25
Gol LuxCo SA                   8.88   1/24/2022    USD    39.00
Vallourec SA                   2.25   9/30/2024    EUR    62.85
Scholz Holding Gmbh            8.50    3/8/2017    EUR    11.88
Aegon NV                       2.07                USD    55.00
Petrobras Global Finance BV    6.25  12/14/2026    GBP    67.99
Ajecorp BV                     6.50   5/14/2022    USD    42.60
Rickmers Holding GmbH & Cie    8.88   6/11/2018    EUR    55.75
Vedanta Resources PLC          7.13   5/31/2023    USD    50.00
Ensco PLC                      4.50   10/1/2024    USD    57.65
Veneto Banca SpA               9.50   12/1/2025    EUR    72.38
Abengoa Greenfield SA          5.50   10/1/2019    EUR     9.00
Petrobras Global Finance BV    4.75   1/14/2025    EUR    69.82
Tullow Oil PLC                 6.00   11/1/2020    USD    71.50
Ensco PLC                      5.75   10/1/2044    USD    54.77
Aegon NV                       0.86                EUR    52.33
CIMPOR Financial Operations    5.75   7/17/2024    USD    72.99
Heta Asset Resolution AG       4.25  10/31/2016    EUR    69.13
Intelsat Luxembourg SA         8.13    6/1/2023    USD    23.86
CGG SA                         6.50    6/1/2021    USD    39.75
Banque Federative du Credit    1.00                EUR    47.63
Abengoa Finance SAU            8.88   11/1/2017    USD    17.75
Intelsat Jackson Holdings S    7.50    4/1/2021    USD    62.20
Premier Oil PLC                5.00  12/11/2020    GBP    55.50
DNO ASA                        8.75   6/18/2020    USD    62.67
Banco Espirito Santo SA        2.63    5/8/2017    EUR    23.25
EnQuest PLC                    5.50   2/15/2022    GBP    39.38
Banco Espirito Santo SA        4.00   1/21/2019    EUR    24.51
Nordea Bank AB                 0.70                EUR    52.16
Indo Energy Finance II BV      6.38   1/24/2023    USD    45.00
Algeco Scotsman Global Fina   10.75  10/15/2019    USD    29.00
Constellium NV                 5.75   5/15/2024    USD    72.75
Bank of New York Mellon Lux    4.30  12/15/2050    EUR    38.63
FF Group Finance Luxembourg    1.75    7/3/2019    EUR    73.82
PagesJaunes Finance & Co SC    8.88    6/1/2018    EUR    54.68
QGOG Constellation SA          6.25   11/9/2019    USD    57.00
Metinvest BV                   8.75   2/14/2018    USD    44.88
Andrade Gutierrez Internati    4.00   4/30/2018    USD    65.50
EnQuest PLC                    7.00   4/15/2022    USD    45.00
Ferrexpo Finance PLC          10.38    4/7/2019    USD    59.50
AXA SA                         1.29                EUR    59.99
Far East Capital Ltd SA        8.00    5/2/2018    USD    53.25
Petrobras Global Finance BV    6.63   1/16/2034    GBP    65.04
Credit Logement SA             0.92                EUR    74.68
Pacific Drilling SA            5.38    6/1/2020    USD    33.00
Fiat Chrysler Automobiles N    7.88  12/15/2016    USD    68.76
HSH Nordbank AG                7.25                USD    19.50
Hema Bondco I BV               6.25   6/15/2019    EUR    73.68
Heta Asset Resolution AG       2.75   5/31/2016    CHF    69.00
Waste Italia SpA              10.50  11/15/2019    EUR    24.63
Brunswick Rail Finance Ltd     6.50   11/1/2017    USD    40.00
Metinvest BV                  10.25   5/27/2016    USD    43.71
VistaJet Malta Finance PLC     7.75    6/1/2020    USD    44.00
IMMOFINANZ AG                  4.25    3/8/2018    EUR     4.25
Tullow Oil PLC                 6.25   4/15/2022    USD    71.88
CGG SA                         6.88   1/15/2022    USD    39.75
Asya Sukuk Co Ltd              7.50   3/28/2023    USD    70.00
Indo Energy Finance BV         7.00    5/7/2018    USD    61.01
KCA Deutag UK Finance PLC      7.25   5/15/2021    USD    64.50
Privatbank CJSC Via UK SPV    10.25   1/23/2018    USD    73.95
Etablissements Maurel et Pr    1.63    7/1/2019    EUR     8.38
ING Groep NV                   1.27                EUR    57.00
HSH Nordbank AG/Luxembourg     2.31                EUR    15.17
Petrobras Global Finance BV    5.38   10/1/2029    GBP    61.99
AXA SA                         0.92                EUR    55.98
CNP Assurances                 0.62                EUR    47.34
Neopost SA                     3.38                EUR    41.34
OAS Investments GmbH           8.25  10/19/2019    USD     0.00
Norske Skogindustrier ASA      7.00   6/26/2017    EUR    19.38
CHC Helicopter SA              9.38    6/1/2021    USD     6.00
CGG SA                         1.75    1/1/2020    EUR     4.55
Avanti Communications Group   10.00   10/1/2019    USD    72.75
Banco Espirito Santo SA        4.75   1/15/2018    EUR    24.75
Banque Federative du Credit    0.65                EUR    44.88
Credit Agricole SA             0.68                EUR    51.75
German Pellets GmbH            7.25  11/27/2019    EUR     0.92
DTEK Finance PLC               7.88    4/4/2018    USD    38.13
Air Berlin Finance BV          6.00    3/6/2019    EUR    70.90
BNP Paribas SA                 2.13                EUR    60.00
Public Power Corp Finance P    5.50    5/1/2019    EUR    73.07
Abengoa Finance SAU            7.75    2/1/2020    USD     8.63
HSBC Bank PLC                  1.13                USD    52.50
BNP Paribas Fortis SA          1.77                EUR    65.00
Takko Luxembourg 2 SCA         9.88   4/15/2019    EUR    56.13
AXA SA                         0.70                EUR    60.50
Oi Brasil Holdings Cooperat    5.75   2/10/2022    USD    25.06
SOITEC                         6.75   9/18/2018    EUR     2.10
Bank of New York Mellon Lux    4.11  12/30/2099    EUR     9.81
Petroleum Geo-Services ASA     7.38  12/15/2018    USD    68.50
BIBBY Offshore Services PLC    7.50   6/15/2021    GBP    66.13
Far East Capital Ltd SA        8.75    5/2/2020    USD    56.75
Air France-KLM                 2.03   2/15/2023    EUR    11.30
Norske Skog AS                11.75  12/15/2019    EUR    62.38
AXA SA                         1.83                USD    67.66
Yuksel Insaat AS               9.50  11/10/2015    USD    48.00
Bluewater Holding BV          10.00  12/10/2019    USD    40.13
AXA SA                         2.25                USD    69.18
HSBC Bank PLC                  0.81                USD    51.81
ING Groep NV                   0.87                EUR    54.75
BPCE SA                        2.54                USD    71.25
Rothschilds Continuation Fi    1.00                EUR    44.63
Johnston Press Bond Plc        8.63    6/1/2019    GBP    69.75
UKRLANDFARMING PLC            10.88   3/26/2018    USD    30.50
Immigon Portfolioabbau AG     10.00                EUR     4.03
Vneshprombank Ltd via VPB F    9.00  11/14/2016    USD    13.00
Abengoa Finance SAU            8.88   11/1/2017    USD    10.50
Aegon NV                       4.26                NLG    72.24
Ageasfinlux SA                 1.18                EUR    55.33
EnQuest PLC                    7.00   4/15/2022    USD    42.50
DTEK Finance PLC              10.38   3/28/2018    USD    38.01
CEVA Group PLC                 9.00    9/1/2021    USD    66.00
Steilmann SE                   6.75   6/27/2017    EUR    65.13
Capital Funding GmbH           2.27                EUR    66.38
Steilmann SE                   7.00   9/23/2018    EUR    63.63
Paragon Offshore PLC           6.75   7/15/2022    USD    27.25
BIM SAS                        2.50  11/13/2020    EUR    25.55
Air Berlin PLC                 5.63    5/9/2019    CHF    79.63
Assystem                       4.50                EUR    28.45
Rothschilds Continuation Fi    0.81                USD    41.13
Virgolino de Oliveira Finan   10.50   1/28/2018    USD     3.95
Abengoa Finance SAU            7.75    2/1/2020    USD     8.63
Abengoa SA                     6.25   1/17/2019    EUR     8.63
German Pellets GmbH            7.25    4/1/2016    EUR     1.95
Tullow Oil PLC                 6.00   11/1/2020    USD    72.63
Econocom Group SA/NV           1.50   1/15/2019    EUR    11.61
Standard Chartered PLC         0.94                USD    59.60
Santander International Pre    2.00                USD    37.88
Novo Banco SA                  5.00   3/15/2022    EUR    70.88
InterGen NV                    7.00   6/30/2023    USD    68.25
Portugal Telecom Internatio    5.24   11/6/2017    EUR    29.63
WPE International Cooperati   10.38   9/30/2020    USD     7.50
European Directories BondCo    7.00   12/9/2018    EUR    65.39
Novo Banco SA                  3.50    1/2/2043    EUR    56.38
Metinvest BV                  10.50  11/28/2017    USD    43.83
Standard Chartered PLC         0.81                GBP    59.58
Hema Bondco II BV              8.50  12/15/2019    EUR    40.39
Transcapitalbank JSC Via Tr   10.00   9/18/2020    USD    59.60
Tesco PLC                      4.88   3/24/2042    GBP    74.58
Petromena ASA                  9.75   5/24/2016    NOK     0.52
Privatbank CJSC Via UK SPV    10.88   2/28/2018    USD    70.66
Caisse Federale du Credit M    1.10                EUR    47.63
Banca Monte dei Paschi di S    2.49   5/15/2018    EUR    56.38
Barclays Bank PLC              1.13                USD    49.00
IGas Energy PLC               10.00   3/22/2018    USD    40.25
Abengoa Greenfield SA          6.50   10/1/2019    USD     7.88
German Pellets GmbH            7.25    7/9/2018    EUR     1.78
Afren PLC                      6.63   12/9/2020    USD     0.30
Lloyds Bank PLC                0.98                USD    56.50
Santander Finance Preferred    0.61                EUR    53.00
Barclays Bank PLC              1.56                GBP    63.63
Prosafe SE                     4.88    2/8/2017    NOK    66.00
Hema Bondco I BV               5.25   6/15/2019    EUR    70.32
HSBC Bank PLC                  0.98                USD    48.75
Lambay Capital Securities P    6.25                GBP     1.77
Singulus Technologies AG       7.75   3/23/2017    EUR    28.38
Meyer Burger Technology AG     4.00   9/24/2020    CHF    68.14
Banco Bilbao Vizcaya Argent    1.10                EUR    68.55
Lloyds Bank PLC                0.81                USD    56.25
Prosafe SE                     4.13    9/9/2019    NOK    50.00
Lloyds Bank PLC                1.06                USD    56.50
Alno AG                        8.50   5/14/2018    EUR    71.38
Songa Offshore                 8.40   5/17/2018    NOK    49.88
Barclays Bank PLC              1.13                USD    54.06
Banco Espirito Santo SA        6.88   7/15/2016    EUR    24.38
Praktiker AG                   5.88   2/10/2016    EUR     0.54
Ferrexpo Finance PLC          10.38    4/7/2019    USD    66.18
OGX Austria GmbH               8.50    6/1/2018    USD     0.11
Standard Chartered PLC         0.94                USD    59.50
Abengoa Greenfield SA          6.50   10/1/2019    USD     9.00
Caixa Geral de Depositos SA    1.34  12/28/2017    EUR    72.88
Paragon Offshore PLC           7.25   8/15/2024    USD    27.00
ATF Capital BV                10.00                USD    59.88
Tullow Oil PLC                 6.25   4/15/2022    USD    71.50
Caixa Terrassa Societat de     1.18                EUR    48.38
Etablissements Maurel et Pr    2.75    7/1/2021    EUR     5.77
Mriya Agro Holding PLC         9.45   4/19/2018    USD     6.02
Nexity SA                      0.63    1/1/2020    EUR    52.59
Sydbank A/S                    0.95                EUR    51.25
DNB Bank ASA                   1.06                USD    55.38
Credit Mutuel Arkea SA         1.11                EUR    44.63
Banca Carige SpA               8.34                EUR    55.63
Bank of Scotland PLC           0.94                USD    56.75
Pohjola Bank Oyj               0.64                EUR    46.00
Kaupthing ehf                  7.63   2/28/2015    USD    17.63
Capital Raising GmbH           7.50                EUR    19.25
OSX 3 Leasing BV              13.00   3/20/2015    USD    25.00
Alcatel-Lucent SA              4.25    7/1/2018    EUR     4.08
CGG SA                         1.25    1/1/2019    EUR    22.53
Tonon Luxembourg SA            7.25   1/24/2020    USD    10.25
Norske Skog Holding AS         8.00   2/24/2021    EUR    25.38
Codere Finance Luxembourg S    8.25   6/15/2015    EUR    70.88
Standard Chartered PLC         1.03                USD    59.50
Kaupthing ehf                  5.75   10/4/2011    USD    17.63
Candyking Holding AB           5.00   1/29/2018    SEK    40.38
Union Fenosa Preferentes SA    1.41                EUR    66.13
Alcatel-Lucent SA              0.13   1/30/2020    EUR     4.16
Beate Uhse AG                  7.75    7/9/2019    EUR    31.00
Steilmann SE                   7.00    3/9/2017    EUR    63.63
Novo Banco SA                  3.00   6/21/2022    USD    64.38
Vedanta Resources PLC          6.00   1/31/2019    USD    60.50
Fred Olsen Energy ASA          4.06   2/28/2019    NOK    47.38
Abengoa SA                     4.50    2/3/2017    EUR     8.63
Standard Chartered PLC         1.09                USD
Volstad Shipping AS            7.06   5/30/2018    NOK    30.88
Cofinoga Funding Two LP        2.27                EUR    60.88
Banca delle Marche SpA         0.75    6/1/2017    EUR     1.12
Virgolino de Oliveira Finan   11.75    2/9/2022    USD     3.95
BLT Finance BV                 7.50   5/15/2014    USD     3.94
Afren PLC                     11.50    2/1/2016    USD     0.53
Aegon NV                       1.51                NLG    50.65
Talvivaara Mining Co PLC       4.00  12/16/2015    EUR     1.78
Kistefos Equity Operations     7.93   4/19/2019    NOK    63.75
Danske Bank Oyj                1.15                EUR    51.75
Privatbank CJSC Via UK SPV    11.00    2/9/2021    USD    60.88
EFG International AG           1.20                EUR    55.25
Pierre & Vacances SA           3.50   10/1/2019    EUR    37.59
Hellenic Republic Governmen    6.14   4/14/2028    EUR    67.75
Phosphorus Holdco PLC         10.00    4/1/2019    GBP     1.18
Island Offshore Shipholding    6.38    4/5/2016    NOK    64.25
National Westminster Bank P    1.19                USD
Scandinavian Airlines Syste    0.63                CHF    27.50
CIMPOR Financial Operations    5.75   7/17/2024    USD    71.00
Iona Energy Co UK PLC         12.50   9/27/2018    USD     3.38
Dexia Kommunalbank Deutschl    4.88  12/31/2016    EUR    24.13
Hybrid Raising GmbH            6.63                EUR    18.88
Assystem                       4.00    1/1/2017    EUR    24.87
Heta Asset Resolution AG       0.61   1/24/2017    EUR    25.50
Eurobank Ergasias SA           1.39    6/8/2017    EUR    69.38
World Wide Supply AS           7.75   5/26/2017    USD    27.00
Afren PLC                     10.25    4/8/2019    USD     0.30
Farstad Shipping ASA           5.30   2/15/2017    NOK    52.38
Atlantic Offshore AS           8.52   5/16/2018    NOK    28.88
Prosafe SE                     4.92   1/17/2020    NOK    50.00
Boardriders SA                 9.50  12/15/2020    EUR    72.25
REC Silicon ASA                6.50   9/11/2018    USD    73.33
NTRP Via Interpipe Ltd        10.25    8/2/2017    USD    29.50
Gol LuxCo SA                   8.88   1/24/2022    USD    39.25
ESFIL-Espirito Santo Financ    5.25   6/12/2015    EUR     1.44
Havila Shipping ASA            9.56   8/30/2016    NOK    20.13
Bank Nadra via NDR Finance     8.25   7/31/2018    USD     0.70
Vedanta Resources PLC          8.25    6/7/2021    USD    53.00
Novo Banco SA                  5.00   2/24/2022    EUR    72.50
OGX Austria GmbH               8.38    4/1/2022    USD     0.08
BNP Paribas SA                 0.61                USD    59.75
DNB Bank ASA                   1.03                USD    54.88
Espirito Santo Financial Gr    6.88  10/21/2019    EUR     0.06
Banco Espanol de Credito SA    0.99                EUR    52.50
Oi Brasil Holdings Cooperat    5.63   6/22/2021    EUR    24.00
DOF ASA                        8.38    2/7/2017    NOK    59.25
Spirit Issuer PLC              1.14  12/28/2028    GBP
Aralco Finance SA             10.13    5/7/2020    USD     2.75
KCA Deutag UK Finance PLC      7.25   5/15/2021    USD    64.00
Dexia Kommunalbank Deutschl    5.63  12/31/2017    EUR    13.13
Tonon Luxembourg SA           10.50   5/14/2024    USD    43.69
Phones4u Finance PLC           9.50    4/1/2018    GBP    55.63
Nordea Bank Norge ASA          0.81                USD    54.50
Prosafe SE                     4.13  10/22/2018    NOK    65.88
Espirito Santo Financial Gr    3.13   12/2/2018    EUR     0.21
Jyske Bank A/S                 1.16                EUR    49.38
Cirio Holding Luxembourg SA    6.25   2/16/2004    EUR     0.50
Offshore Drilling Holding S    8.38   9/20/2020    USD    47.50
Abengoa SA                     5.13    3/5/2017    USD    13.00
Novo Banco SA                  3.50   1/23/2043    EUR    56.25
SNS Bank NV                    6.25  10/26/2020    EUR     3.84
Pescanova SA                   5.13   4/20/2017    EUR     2.87
Songa Offshore                 7.50  12/11/2018    NOK    47.63
Barclays Bank PLC              0.15  12/28/2040    EUR    54.48
Eniro AB                       6.00   4/14/2020    SEK    40.83
Sidetur Finance BV            10.00   4/20/2016    USD     8.25
Banco Espirito Santo SA        2.52                EUR     1.27
IKB Deutsche Industriebank     5.63   3/31/2017    EUR    22.00
Pacific Drilling SA            5.38    6/1/2020    USD    28.25
Mitchells & Butlers Finance    2.72   6/15/2036    GBP    74.75
Ausy                           3.25    1/1/2021    EUR    52.00
Societe Air France SA          2.75    4/1/2020    EUR    21.35
Societe Generale SA            0.44                USD    56.50
Ukreximbank Via Biz Finance    7.87    2/9/2023    USD    72.25
Oceanteam ASA                 11.87  10/24/2017    USD    54.50
Electromagnetic Geoservices    7.02   6/27/2019    NOK    44.13
Popular Capital SA             0.68                EUR    41.00
Dexia Credit Local SA          1.54                EUR    11.50
NIBC Bank NV                   1.84                USD    56.75
Cattles Ltd                    7.13    7/5/2017    GBP     2.00
CBo Territoria                 6.00    1/1/2020    EUR     3.91
Mobylife Holding A/S           7.25   5/23/2018    SEK    70.50
Mriya Agro Holding PLC        10.95   3/30/2016    USD     6.30
Vedanta Resources PLC          7.13   5/31/2023    USD    56.00
Touax SA                       6.00   7/10/2020    EUR    16.46
Algeco Scotsman Global Fina   10.75  10/15/2019    USD    29.25
GNB - Cia de Seguros de Vid    3.27                EUR    62.80
Sydbank A/S                    1.05                EUR    51.25
BDT Media Automation GmbH      8.13   10/9/2017    EUR    67.00
Mitchells & Butlers Finance    1.19  12/15/2033    GBP    73.69
Sazka AS                       9.00   7/12/2021    EUR     0.00
Semper Idem Underberg GmbH     5.00  12/11/2018    EUR    73.38
Island Drilling Co ASA         9.50    4/3/2018    USD    16.25
NIBC Bank NV                   0.66                EUR    47.75
National Westminster Bank P    0.94                USD
Barclays Bank PLC              0.88                USD    54.06
International Industrial Ba    9.00    7/6/2011    EUR     0.49
VistaJet Malta Finance PLC     7.75    6/1/2020    USD    45.00
E Forland AS                   7.80    9/4/2018    NOK    56.13
Kaupthing ehf                  5.75   10/4/2011    USD    17.63
Vseukrainsky Aktsinerny Ban   10.90   6/14/2019    USD     1.13
Elli Investments Ltd          12.25   6/15/2020    GBP    36.13
Jyske Bank A/S                 0.76                EUR    49.63
Farstad Shipping ASA           4.46   5/29/2018    NOK    44.25
Societe Generale SA            1.03                EUR    57.00
DOF ASA                        8.02   9/12/2019    NOK    50.00
Novo Banco SA                  3.50   3/18/2043    EUR    56.25
Viking Supply Ships AS         9.25   3/21/2017    NOK    29.75
EDOB Abwicklungs AG            7.50    4/1/2012    EUR     0.37
Virgolino de Oliveira Finan   10.88   1/13/2020    USD    20.00
DOF Subsea AS                  6.18   5/22/2018    NOK    73.75
Pescanova SA                   8.75   2/17/2019    EUR     3.31
Finance and Credit Bank JSC    9.25   1/25/2019    USD     1.04
SNS Bank NV                   11.25                EUR     0.53
Cirio Finanziaria SpA          8.00  12/21/2005    EUR     4.25
Constellium NV                 5.75   5/15/2024    USD    77.75
Credit Lyonnais SA             1.81                EUR    53.20
CSN Resources SA               6.50   7/21/2020    USD    47.00
Nuova Banca delle Marche Sp    0.93   6/15/2016    EUR     0.90
Rena GmbH                      8.25   7/11/2018    EUR     8.63
JZ Capital Partners Ltd        6.00   7/30/2021    GBP    10.45
Corporate Commercial Bank A    8.25    8/8/2014    USD     0.90
Kaupthing ehf                  9.00                USD     0.13
DOF ASA                        5.88    2/7/2018    NOK    53.00
Banca Carige SpA               1.76  12/29/2018    EUR    54.00
Breeze Finance SA              6.71   4/19/2027    EUR    39.00
Northland Resources AB         4.00  10/15/2020    USD     0.01
DNB Bank ASA                   0.94                USD    55.50
CEVA Group PLC                12.75   3/31/2020    USD    72.63
Golden Energy Offshore Serv    8.31   5/28/2017    NOK    20.75
Paragon Offshore PLC           7.25   8/15/2024    USD    26.25
Laurel GmbH                    7.13  11/16/2017    EUR    26.13
Heta Asset Resolution AG       5.92   2/22/2022    EUR    28.50
Abengoa Finance SAU            8.88    2/5/2018    EUR     9.75
Eramet                         5.10   5/28/2026    EUR    65.50
friedola Gebr Holzapfel Gmb    7.25   4/11/2017    EUR     3.55
BNP Paribas SA                 1.86   4/30/2033    USD    62.00
TGC-2 OJSC                    12.00  10/10/2018    RUB    52.45
TradeDoubler AB                6.75  12/20/2018    SEK    74.50
National Westminster Bank P    1.13                USD    61.00
Tonon Luxembourg SA            7.25   1/24/2020    USD    10.25
Royal Bank of Scotland Grou    1.13                USD
Havila Shipping ASA            5.51   3/30/2017    NOK    50.00
Smart Solutions GmbH           8.00   12/3/2018    EUR    54.88
Heta Asset Resolution AG       4.35   11/3/2016    EUR    23.38
KA Finanz AG                   5.43   2/13/2024    EUR    67.00
Immigon Portfolioabbau AG      7.00    3/6/2021    EUR    16.00
Avanti Communications Group   10.00   10/1/2019    USD    76.00
LBI HF                         6.25                EUR     0.00
Cooperatieve Rabobank UA       0.50  11/26/2021    ZAR    57.70
Heta Asset Resolution AG       1.91   9/29/2016    JPY    70.00
Barclays Bank PLC              2.62   4/19/2033    USD    68.25
Heta Asset Resolution AG       3.42   11/7/2016    EUR    73.25
Dannemora Mineral AB          11.75   3/22/2016    USD     0.14
IGas Energy PLC               10.00  12/11/2018    USD    50.00
Immigon Portfolioabbau AG      8.85   7/26/2024    EUR    15.00
Deutsche Bank AG/London        4.04  11/26/2034    USD    71.85
Abengoa Finance SAU            6.00   3/31/2021    EUR     9.50
Alpha Bank AE                  1.54    2/1/2017    EUR    60.13
Takko Luxembourg 2 SCA         6.86   4/15/2019    EUR    47.42
Koninklijke Luchtvaart Maat    0.75                CHF    36.50
Norske Skogindustrier ASA      7.13  10/15/2033    USD    14.50
Dexia SA                       4.89                EUR     8.63
Comune di Verona               0.09   12/1/2026    EUR    66.90
Codere Finance Luxembourg S    9.25   2/15/2019    USD    70.00
Gebr Sanders GmbH & Co KG      8.75  10/22/2018    EUR    72.25
Hellenic Republic Governmen    5.20   7/17/2034    EUR    58.88
Danske Bank Oyj                1.37                EUR    66.00
Eroski S Coop                  3.02                EUR    43.42
Ajecorp BV                     6.50   5/14/2022    USD    32.25
Lehman Brothers UK Capital     5.13                EUR     0.00
Brunswick Rail Finance Ltd     6.50   11/1/2017    USD    40.25
Novo Banco SA                  3.50   2/19/2043    EUR    56.25
Alpine Holding GmbH            6.00   5/22/2017    EUR     0.00
Olympic Ship AS                6.01   6/18/2019    NOK    29.38
SiC Processing GmbH            7.13    3/1/2016    EUR     1.39
Barclays Bank PLC             10.00   3/28/2034    USD    74.75
Abengoa SA                     5.13    3/5/2017    USD    13.00
Autonomous Community of Cat    1.16    9/8/2024    EUR    70.58
Metinvest BV                  10.50  11/28/2017    USD    44.50
HPI AG                         9.00    7/1/2016    EUR    15.00
Afren PLC                     11.50    2/1/2016    USD     0.83
Kaupthing ehf                  7.13   5/19/2016    USD     0.00
Lehman Brothers Treasury Co    6.00   11/2/2035    EUR    16.25
Petrol AD                      8.38   1/26/2017    EUR    23.25
Global PVQ SE                  6.75  10/21/2015    EUR     1.04
Deutsche Bank AG/London        1.37   3/15/2033    USD    66.00
Veneto Banca SpA               6.95   2/25/2025    EUR    64.00
Hellas Telecommunications L    8.50  10/15/2013    EUR     0.01
Travel24.com AG                7.50   9/17/2017    EUR    29.10
Rena GmbH                      7.00  12/15/2015    EUR     8.63
CHC Helicopter SA              9.25  10/15/2020    USD    40.63
Solstad Offshore ASA           4.52   6/24/2019    NOK    61.88
Barclays Bank PLC              1.67   3/21/2033    USD    67.81
Havila Shipping ASA            8.60   3/30/2017    NOK    46.25
Karlie Group GmbH              6.75   6/25/2018    EUR    32.00
CRC Breeze Finance SA          6.11    5/8/2016    EUR    46.63
Banco Espirito Santo SA        6.90   6/28/2024    EUR    24.00
Selectirente                   3.50    1/1/2020    EUR
International Industrial Ba   11.00   2/19/2013    USD     0.23
Sairgroup Finance BV           4.38    6/8/2006    EUR    18.25
Afren PLC                     10.25    4/8/2019    USD     0.30
Cirio Del Monte NV             7.75   3/14/2005    EUR     4.35
Deutsche Bank AG/London        4.32   6/30/2034    USD    68.65
BOA Offshore AS                7.76  12/18/2018    NOK    31.75
Santander Finance Capital S    2.00                EUR    28.88
QGOG Constellation SA          6.25   11/9/2019    USD    51.00
CGG SA                         6.88   1/15/2022    USD    39.63
SeaBird Exploration Finance    6.00    3/3/2018    USD    19.75
Lehman Brothers Treasury Co    7.25   10/5/2035    EUR    13.88
Landesbeteiligungen Baden-W    1.45   6/15/2046    EUR   100.87
Olympic Ship AS                7.05   9/21/2017    NOK    44.38
More & More AG                 8.13   6/11/2018    EUR    41.88
Afren PLC                      6.63   12/9/2020    USD     0.30
PA Resources AB               13.50    3/3/2016    SEK     0.25
Hellenic Republic Governmen    2.09   7/25/2057    EUR    33.63
Heta Asset Resolution AG       0.23  12/18/2030    EUR    25.75
GNB - Cia de Seguros de Vid    1.97  12/19/2022    EUR    68.80
Teksid Aluminum Luxembourg    11.38   7/15/2011    EUR     0.05
Northland Resources AB        15.00   7/15/2019    USD     1.00
Boardriders SA                 9.50  12/15/2020    EUR    72.25
Commerzbank Holdings UK Ltd    1.06                USD    62.88
Pescanova SA                   6.75    3/5/2015    EUR     2.99
Lehman Brothers Treasury Co    7.00   5/17/2035    EUR    13.88
Sairgroup Finance BV           6.63   10/6/2010    EUR    19.88
MS Deutschland Beteiligungs    6.88  12/18/2017    EUR     8.02
Air Berlin Finance BV          1.50   4/11/2027    EUR    70.63
Frey                           6.00  11/15/2022    EUR    21.50
Cirio Finance Luxembourg SA    7.50   11/3/2002    EUR     9.38
Cyprus Popular Bank PCL        1.55   5/26/2016    EUR     0.64
Alpine Holding GmbH            5.25   6/10/2016    EUR     0.00
Avanti Communications Group   10.00   10/1/2019    USD    65.25
IT Holding Finance SA          9.88  11/15/2012    EUR     0.01
Accentro Real Estate AG        6.25   3/27/2019    EUR     4.95
Talvivaara Mining Co PLC       9.75    4/4/2017    EUR     0.09
Societe Alsacienne et Lorra    1.63    1/1/2022    EUR    59.99
Ferrexpo Finance PLC          10.38    4/7/2019    USD    55.75
State of Carinthia             0.75   7/20/2017    CHF     0.20
Kaupthing ehf                  7.50    2/1/2045    USD     0.00
Depfa Funding III LP           1.35                EUR
Havila Shipping ASA            4.85   11/8/2016    NOK    51.38
Immigon Portfolioabbau AG      8.85   7/26/2019    EUR    15.00
Virgolino de Oliveira Finan   10.50   1/28/2018    USD     3.25
RENE LEZARD Mode GmbH          7.25  11/25/2017    EUR    30.50
Minicentrales Dos SA           4.81  11/29/2034    EUR    62.63
Strenesse AG                   9.00   3/15/2017    EUR    40.00
Mox Telecom AG                 7.25   11/2/2017    EUR     2.92
Lloyds Bank PLC                3.94  12/27/2028    USD    75.00
Novo Banco SA                  3.00  12/16/2021    EUR    62.63
Lehman Brothers Treasury Co    6.00   2/15/2035    EUR    13.88
Belfius Bank SA/NV             1.86                FRF    69.75
CEVA Group PLC                 9.00    9/1/2021    USD    66.75
Abanka Vipa DD Via Afinance    1.74                EUR     0.41
PA Resources AB                3.00  12/27/2017    NOK     0.20
Tonon Luxembourg SA           10.50   5/14/2024    USD    43.69
Lehman Brothers UK Capital     5.75                EUR     0.01
KPNQwest NV                   10.00   3/15/2012    EUR     0.57
OGX Austria GmbH               8.50    6/1/2018    USD     0.11
Alno AG                        8.00   3/21/2019    EUR    73.00
CGG SA                         5.88   5/15/2020    EUR    47.63
Norske Skog Holding AS         8.00   2/24/2023    USD    22.63
Abengoa Finance SAU            7.00   4/15/2020    EUR     9.13
OGX Austria GmbH               8.38    4/1/2022    USD     0.08
Havyard Group ASA              6.52   6/13/2017    NOK    55.00
Indo Energy Finance II BV      6.38   1/24/2023    USD    44.58
Windreich GmbH                 6.50   7/15/2016    EUR    10.88
Immigon Portfolioabbau AG      4.50    9/7/2020    EUR     1.00
Ovako AB                       6.50    6/1/2019    EUR    74.75
Rem Offshore ASA               6.27   9/25/2019    NOK    30.75
CEVA Group PLC                12.75   3/31/2020    USD    90.00
Mechel                         8.40    6/1/2021    RUB    71.61
Grupo Isolux Corsan Finance    6.63   4/15/2021    EUR    30.75
Metinvest BV                   8.75   2/14/2018    USD    42.50
Getin Noble Bank SA            4.74   3/12/2021    PLN    71.02
Waste Italia SpA              10.50  11/15/2019    EUR    24.63
LBI HF                         7.43                USD     0.00
Lloyds Bank PLC                2.62   4/26/2033    USD    65.00
KA Finanz AG                   4.90   6/23/2031    EUR    64.63
Codere Finance Luxembourg S    9.25   2/15/2019    USD    70.00
Volkswagen Bank Rus OOO        9.35   6/29/2019    RUB    60.20
Paragon Offshore PLC           6.75   7/15/2022    USD    23.75
Norske Skog AS                11.75  12/15/2019    EUR    62.38
Windreich GmbH                 6.50    3/1/2015    EUR    10.88
Geotech Seismic Services PJ   10.50  10/17/2018    RUB    56.50
Ferrexpo Finance PLC          10.38    4/7/2019    USD    67.22
Bulgaria Steel Finance BV     12.00    5/4/2013    EUR     0.59
Barclays Bank PLC              5.84  10/10/2029    USD    73.56
Abengoa Greenfield SA          5.50   10/1/2019    EUR     9.00
Heta Asset Resolution AG       0.08   9/11/2017    EUR    27.38
Region of Piemont Italy        0.12  11/27/2036    EUR    62.65
Far East Capital Ltd SA        8.00    5/2/2018    USD    52.00
Heta Asset Resolution AG       0.45  11/29/2032    EUR    30.00
Espirito Santo Financial Gr    9.75  12/19/2025    EUR     1.07
Banco Pastor SA                2.18                EUR    28.13
HPI AG                         9.00   12/1/2016    EUR    11.00
Bank Nederlandse Gemeenten     0.50    8/9/2022    MXN    72.61
Del Monte Finance Luxembour    6.63   5/24/2006    EUR     7.88
Hypo Tirol Bank AG             0.30   7/23/2026    EUR    68.38
Deutsche Bank AG               1.32   6/28/2033    USD    63.85
Heta Asset Resolution AG       4.25   5/31/2016    EUR    68.75
Golden Gate AG                 6.50  10/11/2014    EUR    43.20
Hema Bondco I BV               6.25   6/15/2019    EUR    73.13
CHC Helicopter SA              9.25  10/15/2020    USD    40.63
Nationwide Building Society    1.09                GBP    70.00
Indo Energy Finance BV         7.00    5/7/2018    USD    48.00
Santander Finance Capital S    2.00                EUR    27.25
Royal Bank of Scotland PLC/    0.63  11/16/2030    USD    73.50
HSBC France SA                 1.03                EUR    50.00
WGF Westfaelische Grundbesi    6.35   12/1/2016    EUR     3.50
APP International Finance C   11.75   10/1/2005    USD     0.25
Region of Abruzzo Italy        0.38   11/7/2036    EUR    64.81
Portigon AG                    7.46  12/31/2019    EUR    14.25
Andrade Gutierrez Internati    4.00   4/30/2018    USD    62.80
UniCredit Bank Austria AG      0.33   8/20/2033    EUR    62.38
Minicentrales Dos SA           6.45   4/14/2028    EUR    62.63
Immigon Portfolioabbau AG      7.00    3/8/2021    EUR     5.00
Banca Popolare di Vicenza      5.00    6/4/2024    EUR    54.90
UniCredit Bank Austria AG      0.24  12/27/2031    EUR    65.25
IM Skaugen SE                  9.31   6/30/2016    NOK    66.00
Caixa Geral de Depositos SA    1.50   11/5/2018    EUR    64.13
Immigon Portfolioabbau AG      8.85   7/26/2025    EUR    15.00
Heta Asset Resolution AG       0.09   9/26/2043    EUR    69.00
Barclays Bank PLC              1.78   5/31/2033    USD    67.75
SAG Solarstrom AG              6.25  12/14/2015    EUR    45.00
Lloyds Bank PLC                2.06   2/22/2033    USD    63.66
Lehman Brothers Treasury Co    5.00   2/16/2015    EUR    13.88
Rem Offshore ASA               6.77   3/14/2018    NOK    36.25
getgoods.de AG                 7.75   10/2/2017    EUR     0.25
UKRLANDFARMING PLC            10.88   3/26/2018    USD    31.25
Ideal Standard Internationa   11.75    5/1/2018    EUR    13.75
AgroGeneration                 8.00    4/1/2019    EUR    69.41
Lehman Brothers Treasury Co    8.25   3/16/2035    EUR    13.88
IKB Deutsche Industriebank     4.70   3/31/2017    EUR    23.30
VEB-Leasing OAO               13.50   2/20/2025    RUB   100.00
Petromena ASA                 10.85  11/19/2014    USD     0.52
KPNQwest NV                    8.88    2/1/2008    EUR     0.57
Frigoglass Finance BV          8.25   5/15/2018    EUR    53.09
Abengoa SA                     6.25   1/17/2019    EUR     8.63
Lloyds Bank PLC                2.00   1/31/2033    USD    65.55
wige MEDIA AG                  6.00   3/17/2019    EUR     1.92
Espirito Santo Financial Po    5.13   5/30/2016    EUR     3.61
BLT Finance BV                12.00   2/10/2015    USD    10.50
Gunther Zamek Produktions-U    7.75   5/15/2017    EUR     1.41
Tinkoff Credit Systems Bank   12.50   5/24/2016    RUB   100.00
Privatbank CJSC Via UK SPV    10.88   2/28/2018    USD    70.38
Governo Portugues Consolida    2.75                EUR    63.00
Heta Asset Resolution AG       5.27    4/7/2028    EUR    26.38
InterGen NV                    7.00   6/30/2023    USD    68.25
Mifa Mitteldeutsche Fahrrad    7.50   8/12/2018    EUR     3.20
Mechel                         8.40   5/27/2021    RUB    70.67
Heta Asset Resolution AG       7.50   5/27/2024    ATS    27.63
Oceanic Champion AS            8.00   2/20/2020    USD    73.71
Heta Asset Resolution AG       0.45   5/31/2016    EUR    71.63
PNE Wind AG                    3.75  10/10/2019    EUR     2.80
IVG Immobilien AG              5.62                EUR     0.00
Aralco Finance SA             10.13    5/7/2020    USD     1.00
Virgolino de Oliveira Finan   10.88   1/13/2020    USD    18.75
Finmek International SA        7.00   12/3/2004    EUR     0.13
Rosneft OAO                    7.95  12/11/2023    RUB    90.00
Immigon Portfolioabbau AG      6.00   3/30/2017    EUR    59.00
German Pellets GmbH            8.00                EUR     0.60
Northland Resources AB         4.00  10/15/2020    NOK     0.01
Immigon Portfolioabbau AG      7.00   7/24/2022    EUR    12.50
Depfa Funding II LP            6.50                EUR    55.25
Hema Bondco I BV               5.25   6/15/2019    EUR    69.76
LBI HF                         2.25   2/14/2011    CHF     8.50
Getin Noble Bank SA            4.77   7/10/2020    PLN    74.80
Solarworld AG                  6.38   7/13/2016    EUR    42.63
Societe Generale SA            7.72                EUR    70.00
Heta Asset Resolution AG       4.63    3/4/2018    EUR    69.38
Alpine Holding GmbH            5.25    7/1/2015    EUR     0.00
Solon SE                       1.38   12/6/2012    EUR     0.33
Espirito Santo Financial Gr    5.05  11/15/2025    EUR     0.83
HSBC Bank PLC                  0.50   7/30/2027    NZD    61.25
Marine Subsea AS               9.00  12/16/2019    USD     0.50
Metinvest BV                  10.25   5/27/2016    USD    43.87
Credit Suisse AG/Guernsey      0.88                USD
Takko Luxembourg 2 SCA         9.88   4/15/2019    EUR    56.13
Italy Government Internatio    0.40   7/31/2045    EUR    73.56
Mechel                         8.40   5/27/2021    RUB    71.00
Plaza Centers NV               6.90  12/31/2019    ILS    72.97
Barclays Bank PLC              2.28   6/17/2033    USD    70.81
LBI HF                         6.10   8/25/2011    USD    12.13
Lloyds Bank PLC                3.68   7/29/2033    USD    72.50
Solarworld AG                  6.13   1/21/2017    EUR    42.63
IM Skaugen SE                 10.12   4/11/2017    NOK    36.50
Nuova Banca Popolare dell'E    1.76   9/28/2017    EUR     0.23
Banque Cantonale Vaudoise      6.00   5/26/2016    CHF    59.04
BIBBY Offshore Services PLC    7.50   6/15/2021    GBP    66.13
Banco Espirito Santo SA       10.00   12/6/2021    EUR     0.85
Lehman Brothers Treasury Co    2.88   3/14/2013    CHF    16.25
Alpha Bank AE                  1.44    3/8/2017    EUR    68.50
Hellenic Bank PCL             11.00                EUR    46.13
Heta Asset Resolution AG       1.65   6/30/2019    CHF    69.00
Rosseti PJSC                  11.85   5/26/2025    RUB    65.35
Raiffeisen Versicherung AG     5.08                EUR    22.88
SAir Group                     5.13    3/1/2003    CHF    11.00
Kaupthing ehf                  6.13   10/4/2016    USD    17.63
DEIKON GmbH                    1.00  11/16/2016    EUR    41.00
Royal Bank of Scotland PLC/    2.18  12/13/2028    USD    74.65
International Finance Facil    0.50   6/29/2020    ZAR    66.65
Orient Express Bank PJSC      13.60    8/9/2018    RUB    48.00
Lehman Brothers Treasury Co    5.10    5/8/2017    HKD    13.88
ADLER Real Estate AG           6.00   6/30/2017    EUR    10.50
Transaero Airlines            16.00  10/25/2018    RUB     0.17
Penell GmbH Elektrogroshand    7.75   6/10/2019    EUR     6.10
Banco Comercial Portugues S    5.00                EUR    68.00
LBI HF                         4.65                EUR     0.00
Nordea Bank Finland Abp        4.35   4/20/2020    SEK    72.00
KPNQwest NV                    7.13    6/1/2009    EUR     0.57
Codere Finance Luxembourg S    8.25   6/15/2015    EUR    70.00
Norske Skogindustrier ASA      7.13  10/15/2033    USD    14.88
Region of Abruzzo Italy        0.22   11/7/2031    EUR    71.71
Astana Finance BV              7.88    6/8/2010    EUR    16.88
UniCredit Bank Austria AG      0.20   1/25/2031    EUR    64.38
UniCredit Bank Austria AG      0.26  12/31/2031    EUR    65.00
Kommunekredit                  0.50  10/22/2019    BRL    67.26
Jasper Explorer PLC           13.50   5/27/2016    USD     3.40
Heta Asset Resolution AG       4.88   9/18/2017    EUR    27.63
Ecureuil Vie Developpement     0.72                EUR    17.63
Nuova Banca Popolare dell'E    1.21   7/14/2016    EUR     0.73
SNS Bank NV                    2.61                EUR     0.39
Hamburgische Landesbank Gir    0.22  10/30/2040    EUR    62.37
Russian Helicopters JSC       11.90   1/15/2026    RUB   100.03
Stroika Finance Ltd Via Eme    7.70   6/25/2019    RUB    12.00
Heta Asset Resolution AG       0.08   8/12/2017    EUR    69.00
Heta Asset Resolution AG       4.54   9/22/2017    EUR    69.00
Phones4u Finance PLC           9.50    4/1/2018    GBP    55.63
La Veggia Finance SPA          7.13  11/14/2004    EUR     0.00
Cooperatieve Rabobank UA       0.50  11/30/2027    MXN    46.37
Bank Nederlandse Gemeenten     0.50   7/12/2022    ZAR    54.42
BANIF - Banco Internacional    4.50   1/30/2025    EUR    71.00
Global PVQ Netherlands B.V.    1.38   4/30/2012    EUR    28.63
Montepio Holding SGPS SA       5.00                EUR    50.00
Autonomous Community of Cat    0.16  10/17/2022    EUR    72.68
OAS Investments GmbH           8.25  10/19/2019    USD     1.21
Gazprom PAO                   16.60  10/21/2043    RUB   100.00
Heta Asset Resolution AG       0.08    4/9/2043    EUR    60.00
Solen AG                       7.50    4/8/2016    EUR     1.50
Artea                          6.00    8/4/2019    EUR    14.00
Western High-Speed Diameter    8.75   5/13/2031    RUB    98.90
Banco Espirito Santo SA        1.35   5/27/2018    EUR     0.85
Atari SA                       0.10    4/1/2020    EUR     2.50
Russian Post FGUP             12.00  10/18/2019    RUB    61.50
SV Patrimonia                  4.00   4/19/2016    EUR    60.00
Freshwater Finance PLC         6.06  10/17/2036    GBP    65.00
Cooperatieve Rabobank UA       0.50  10/29/2027    MXN    46.69
Hellenic Republic Governmen    2.27    2/7/2022    EUR    69.66
SAir Group                     6.25   4/12/2005    CHF    11.13
Immigon Portfolioabbau AG      8.85   7/26/2020    EUR    15.00
Veneto Banca SpA               6.94   5/15/2025    EUR    57.75
Exane Finance                  2.70   9/26/2016    USD    42.59
Depfa Funding IV LP            5.03                EUR    56.75
Vnesheconombank               11.20  11/23/2017    RUB   100.00
Barclays Bank PLC              1.52   3/28/2033    USD    69.30
Heta Asset Resolution AG       0.05   3/29/2017    EUR    69.13
Norske Skog Holding AS         8.00   2/24/2021    EUR    25.38
Bank Nederlandse Gemeenten     0.50   8/15/2022    ZAR    54.79
Norske Skog Holding AS         8.00   2/24/2023    USD    22.63
DEMIRE Real Estate AG          6.00  12/30/2018    EUR     3.60
Veneto Banca SpA              10.00  10/22/2022    EUR    52.63
Lehman Brothers Treasury Co    5.00   9/22/2014    EUR    13.88
Johnston Press Bond Plc        8.63    6/1/2019    GBP    69.75
Heta Asset Resolution AG       5.73  12/10/2021    EUR    28.25
Ekotechnika AG                 9.75   5/10/2018    EUR     9.50
LBI HF                         6.10   8/25/2011    USD    12.00
Societe Centrale des Bois e    9.00    7/1/2016    EUR     7.05
A-TEC Industries AG            8.75  10/27/2014    EUR     2.00
DTEK Finance PLC               7.88    4/4/2018    USD    37.25
Landesbank Hessen-Thueringe    0.34    5/3/2041    EUR    64.66
Locko-Bank ZAO                13.75    4/2/2020    RUB    60.17
Societe Generale SA            1.60    1/9/2020    GBP     1.07
Banco Espirito Santo SA        2.66                EUR    10.63
SpareBank 1 SR-Bank ASA        4.00  12/21/2030    EUR    75.04
Commerzbank AG                10.00   5/26/2016    EUR    45.65
Public Power Corp Finance P    5.50    5/1/2019    EUR    73.07
Svensk Exportkredit AB         0.50   1/31/2022    ZAR    57.26
Equity Release Funding No 3    2.69   4/26/2038    GBP
Hema Bondco II BV              8.50  12/15/2019    EUR    40.25
Raiffeisenlandesbank Nieder    5.00    7/1/2026    EUR    71.75
Atari SA                       7.50   2/17/2020    EUR     0.21
PagesJaunes Finance & Co SC    8.88    6/1/2018    EUR    54.38
Nuova Banca Popolare dell'E    4.25  10/30/2016    EUR     0.24
HSBC Bank PLC                  0.50   5/31/2019    IDR    74.03
Codere Finance Luxembourg S    8.25   6/15/2015    EUR    70.88
Lehman Brothers Treasury Co    4.00   2/16/2017    EUR    16.25
Kaupthing ehf                  6.13   10/4/2016    USD    17.63
Kommunalkredit Austria AG      0.87   2/24/2026    EUR    74.33
Podkarpacki Bank Spoldzielc    5.80   3/31/2025    PLN    60.00
BNP Paribas Emissions- und    12.00  12/22/2016    EUR    64.13
International Finance Facil    0.50   6/24/2024    ZAR    44.02
BLT Finance BV                 7.50   5/15/2014    USD     3.94
SAir Group                     0.13    7/7/2005    CHF    11.13
Credit Suisse AG/London       10.00   8/29/2016    USD    33.93
Far East Capital Ltd SA        8.75    5/2/2020    USD    51.88
Raiffeisenbank AO             10.00  10/29/2018    RUB    60.25
BNP Paribas SA                 0.50   7/20/2021    BRL    53.13
Gazprom PAO                   16.60  10/21/2043    RUB   100.00
Heta Asset Resolution AG       6.94   6/10/2017    EUR    69.00
Kerdos Group SA                8.00  12/15/2017    PLN    18.09
Kaupthing ehf                  5.25   7/18/2017    BGN    17.63
Russian Bank for Small and     8.25  11/26/2016    RUB    97.30
Virgolino de Oliveira Finan   11.75    2/9/2022    USD     3.35
OBRAZOVANIE AKIB AO           14.50   5/31/2018    RUB    62.68
Kaupthing ehf                  7.13   5/19/2016    USD     0.00
Enemona AD-Kozloduy           10.00   4/28/2017    BGN     0.04
Sviaz Bank OAO                12.00   2/26/2018    RUB    99.90
SNS Bank NV                    6.63   5/14/2018    EUR     3.83
Immigon Portfolioabbau AG      0.30   3/14/2020    EUR    70.41
Credit Suisse AG/London        3.00  11/15/2025    ZAR    56.02
CARPEVIGO AG                   2.50   6/30/2016    EUR    20.00
Barclays Bank PLC              6.75   6/23/2017    USD    73.12
Tatfondbank PJSC              13.50   5/28/2025    RUB    63.07
BKN biostrom AG                7.50    6/5/2016    EUR     2.50
Banca Popolare di Vicenza      9.50   10/2/2025    EUR    70.88
Deutsche Bank AG/London        8.50   4/29/2016    USD     8.50
Reso-Leasing OOO              13.75   10/3/2025    RUB    98.41
Dolomite Capital Ltd          13.13  12/20/2019    ZAR    58.91
Skue Sparebank                 2.28                NOK    68.39
Santander Finance Capital S    2.00                USD    37.38
Svensk Exportkredit AB         0.50   2/22/2022    ZAR    56.04
Credit Suisse AG/London        7.80   7/16/2025    USD     7.76
Region of Molise Italy         0.36  12/15/2033    EUR    67.35
Royal Bank of Scotland Grou    1.55   1/12/2046    EUR    57.00
Deutsche Bank AG/London        3.08   8/28/2034    USD    68.75
Lehman Brothers Treasury Co    4.50    5/2/2017    EUR     2.60
Lehman Brothers Treasury Co    6.00   3/14/2011    EUR    13.88
RSL Communications PLC        10.13    3/1/2008    USD     0.41
Caixa Geral de Depositos SA    0.53  11/13/2017    EUR    74.00
Kommunekredit                  0.50   2/20/2020    BRL    65.05
Tatfondbank PJSC              14.50    2/3/2026    RUB   100.02
Immigon Portfolioabbau AG      1.42   7/29/2018    EUR    25.00
Deutsche Bank AG/London        1.66   1/31/2033    USD    63.75
Credit Agricole Corporate &    0.50    3/6/2023    RUB    53.90
Lehman Brothers Treasury Co    5.25   5/26/2026    EUR     2.60
Heta Asset Resolution AG       5.04   2/15/2023    EUR    69.00
ADLER Real Estate AG           6.00  12/27/2018    EUR    10.50
Eksportfinans ASA              0.50    5/9/2030    CAD    53.50
Norddeutsche Landesbank Gir   10.50    9/2/2016    EUR    69.49
LBI HF                         3.00   12/7/2010    CHF     8.50
Exane Finance                  6.25  12/20/2019    SEK
UniCredit Bank Austria AG      0.33  10/31/2031    EUR    63.50
Barclays Bank PLC              8.00    3/6/2018    USD
OT-Optima Telekom DD           5.25   5/30/2022    HRK    50.00
RSL Communications PLC         9.88  11/15/2009    USD     0.45
Immigon Portfolioabbau AG      5.26    2/5/2025    EUR    54.38
Kommunekredit                  0.50   7/30/2027    TRY    30.25
A-TEC Industries AG            2.75   5/10/2014    EUR     2.00
HSBC Trinkaus & Burkhardt A    5.10    6/2/2016    EUR    58.27
Credit Suisse AG/London        9.50   5/23/2016    USD    30.44
SG Option Europe SA            7.00    5/5/2017    EUR    50.02
Astana Finance BV              9.00  11/16/2011    USD    16.88
Societe Generale SA            0.52   5/20/2016    USD    48.16
Hamburgische Landesbank Gir    0.24   1/22/2041    EUR    61.14
Lehman Brothers Treasury Co    5.00   3/18/2015    EUR    13.88
Lehman Brothers Treasury Co    4.00   12/2/2012    EUR     2.60
Lehman Brothers Treasury Co    3.03   1/31/2015    EUR     2.60
Lehman Brothers Treasury Co    4.00  10/24/2012    EUR     2.60
Lehman Brothers Treasury Co    6.00  10/30/2012    EUR     2.60
Lehman Brothers Treasury Co   11.00  12/20/2017    AUD     2.60
Lehman Brothers Treasury Co    1.00    5/9/2012    EUR     2.60
Solarwatt GmbH                 7.00   11/1/2015    EUR    14.50
SpareBank 1 Nordvest           3.82   3/11/2099    NOK    54.63
Barclays Bank PLC              2.50    3/7/2017    EUR    51.60
Bank Julius Baer & Co Ltd/G   11.73   6/10/2016    CHF    58.35
Mriya Agro Holding PLC         9.45   4/19/2018    USD     8.88
Credit Europe Bank Ltd        13.75    9/5/2016    RUB    92.00
Burovoya Kompaniya Eurasia     8.40   6/20/2018    RUB    98.46
Agroton Public Ltd             6.00   7/14/2019    USD    10.00
Podkarpacki Bank Spoldzielc    5.77    7/2/2020    PLN    71.99
International Finance Facil    0.50   6/29/2027    ZAR    30.66
DekaBank Deutsche Girozentr    2.67   11/7/2016    EUR    67.01
Province of Brescia Italy      0.35   6/30/2036    EUR    65.48
Banca Popolare di Vicenza      4.97   4/20/2027    EUR    59.13
Heta Asset Resolution AG       0.05   3/29/2017    EUR    69.00
Sparebanken Sor                2.56    6/3/2025    NOK    74.56
Bank Julius Baer & Co Ltd/G   11.00   2/14/2017    USD    67.10
Barclays Bank PLC              7.12   10/4/2017    USD
BNP Paribas SA                 0.50  12/20/2018    BRL    70.89
Heta Asset Resolution AG       3.90   1/24/2017    EUR    73.75
Nota-Bank OJSC                13.50  10/13/2016    RUB    31.50
Nuova Banca delle Marche Sp    7.75   6/30/2018    EUR     0.90
Societe Generale SA            1.88   2/28/2033    USD    72.40
Wlodarzewska SA                9.19   5/15/2016    PLN    65.10
Bank Julius Baer & Co Ltd/G   11.40    2/6/2017    USD    66.35
Landesbank Hessen-Thueringe    0.36   4/23/2041    EUR    68.00
Heta Asset Resolution AG       5.03   1/26/2017    EUR    28.13
MirLand Development Corp PL    6.00  11/30/2017    ILS    26.00
Credit Suisse AG              11.00   3/28/2016    USD     4.95
Elli Investments Ltd          12.25   6/15/2020    GBP    36.13
Svensk Exportkredit AB         0.50   8/28/2020    TRY    62.56
Lehman Brothers Treasury Co   11.75    3/1/2010    EUR     2.60
Notenstein Finance Guernsey    1.00   9/17/2019    CHF    59.35
HSBC Bank PLC                  0.50  11/25/2025    BRL    37.29
Heta Asset Resolution AG       0.03   8/28/2017    EUR    70.00
Getin Noble Bank SA            4.80   11/9/2020    PLN    72.21
Erste Group Bank AG            2.90  10/20/2022    EUR    72.80
Barclays Bank PLC             10.00  12/16/2016    USD     8.80
Heta Asset Resolution AG       5.80   6/17/2017    EUR    69.00
Lehman Brothers Treasury Co    5.00    5/2/2022    EUR     2.60
Immigon Portfolioabbau AG      5.27    2/8/2027    EUR    62.75
Lehman Brothers Treasury Co    5.00   2/27/2014    EUR    13.88
SAir Group                     6.25  10/27/2002    CHF    11.13
Takko Luxembourg 2 SCA         6.86   4/15/2019    EUR    47.42
Heta Asset Resolution AG       5.68    7/5/2017    EUR    69.00
Heta Asset Resolution AG       3.72   3/15/2017    EUR    69.00
SAir Group                     4.25    2/2/2007    CHF    11.25
Province of Milan Italy        0.21  12/22/2033    EUR    69.73
BAWAG PSK Versicherungs AG     1.33                EUR    54.91
Vnesheconombank                2.00   6/18/2021    RUB    64.93
Lehman Brothers Treasury Co   11.00    7/4/2011    CHF     2.60
Lehman Brothers Treasury Co   15.00    6/4/2009    CHF     2.60
National Developing Co        15.00   7/19/2018    RUB   100.10
SAG Solarstrom AG              7.50   7/10/2017    EUR    45.00
Heta Asset Resolution AG       0.52   9/20/2017    EUR    27.63
Araratbank OJSC                7.25   6/27/2018    USD    25.33
BNP Paribas Emissions- und    10.00  12/22/2016    EUR    61.35
Heta Asset Resolution AG       0.04    3/4/2018    EUR    69.00
East Syberian Mortgage Agen    8.75   8/11/2046    RUB    57.01
Credit Suisse AG/London        6.25   3/29/2016    CHF    65.10
Bank Nederlandse Gemeenten     0.50   9/20/2022    MXN    72.65
HSBC Bank PLC                  0.50  12/29/2026    AUD    65.21
Europlan PAO                  12.50  10/31/2017    RUB    98.81
Lehman Brothers Treasury Co    4.00   4/13/2011    CHF     2.60
Heta Asset Resolution AG       0.06   3/12/2043    EUR    69.00
ffk environment GmbH           7.25    6/1/2016    EUR     2.60
UniCredit Bank AG              5.20   6/20/2016    EUR    52.53
Svensk Exportkredit AB         0.50   4/25/2019    BRL    69.62
Absolut Bank PAO              12.00   5/28/2018    RUB    60.01
Activa Resources AG            8.00  11/15/2017    EUR    68.00
Lloyds Bank PLC                0.50   4/24/2019    BRL    70.98
Bank Nederlandse Gemeenten     0.50    6/7/2022    ZAR    55.84
Mortgage Agent KHMB-1          9.20   8/25/2045    RUB    97.70
Russian Post FGUP              2.75   12/6/2023    RUB    99.43
SAir Group                     2.13   11/4/2004    CHF    11.13
Podkarpacki Bank Spoldzielc    5.01   10/6/2021    PLN    58.00
Global PVQ Netherlands B.V.    5.75   5/26/2014    EUR    28.00
Immigon Portfolioabbau AG      3.55   4/12/2022    EUR    15.00
Exane Finance                  5.00  12/20/2019    SEK
Region Kapital OOO            18.00  10/23/2017    RUB   100.00
Sidetur Finance BV            10.00   4/20/2016    USD     7.63
Melhus Sparebank               2.62   9/16/2024    NOK    69.96
Credit Suisse AG/London        1.64    6/1/2042    USD    50.24
Bank Nederlandse Gemeenten     0.50   5/12/2021    ZAR    62.05
Immigon Portfolioabbau AG      5.05    8/5/2030    EUR    43.50
Ideal Standard Internationa   11.75    5/1/2018    EUR    13.75
Moscow United Electric Grid   11.00   9/12/2024    RUB   104.13
Lehman Brothers Treasury Co    1.46   2/19/2012    JPY    13.88
HPI AG                         4.50   12/1/2016    EUR    28.60
Republika Srpska               1.50   9/25/2026    BAM    71.51
Dresdner Bank AG               0.58  11/19/2029    EUR    63.63
UBS AG/London                 12.00   11/4/2016    CHF    33.20
VEB-Leasing OAO               13.09   6/23/2020    RUB    61.85
Western High-Speed Diameter    9.15    2/6/2032    RUB    60.11
Lehman Brothers Treasury Co    5.00   5/12/2011    CHF     2.60
Rusfinans Bank OOO            12.10   9/29/2020    RUB    61.01
Salvator Grundbesitz-AG        9.50                EUR    37.50
Bayerische Landesbank          5.00  12/19/2016    EUR    73.38
Credit Suisse AG/London        7.00   4/25/2016    CHF    73.15
Landesbank Hessen-Thueringe    5.50   5/27/2016    EUR    60.70
Blaker Sparebank               4.77                NOK    72.82
A-TEC Industries AG            5.75   11/2/2010    EUR     2.00
Lehman Brothers Treasury Co    6.65   8/24/2011    AUD    13.88
MirLand Development Corp PL    8.50   8/31/2016    ILS    25.50
Lehman Brothers Treasury Co    7.00  11/26/2013    EUR    13.88
RZD Rasvytie vokzalov         12.50  10/21/2016    RUB     9.99
Svensk Exportkredit AB         0.50   6/29/2029    AUD    58.43
Vnesheconombank               11.50   8/20/2020    RUB   100.50
KPNQwest NV                    8.13    6/1/2009    USD     0.57
Orient Express Bank PJSC      18.00   5/28/2020    RUB    90.00
Bank National Factoring Co    14.00  10/17/2016    RUB    95.00
Heta Asset Resolution AG       0.11    7/1/2017    EUR    69.00
Univer Capital LLC            12.00    3/6/2019    RUB    62.70
Landesbank Hessen-Thueringe    3.83   8/18/2016    EUR    73.00
Ingra DD                       6.13   12/6/2016    HRK    12.99
Nuova Banca Popolare dell'E    3.50   6/28/2018    EUR     0.24
Ukreximbank Via Biz Finance    7.87    2/9/2023    USD    72.00
Barclays Bank PLC              8.75   3/30/2016    USD    64.00
Baltijskij Bereg ZAO           8.25  12/22/2017    RUB    29.52
Freshwater Finance PLC         6.18   4/20/2035    GBP    67.63
Ipotechny Agent Moskovsky      7.00   9/17/2028    RUB    67.63
ENEL RUSSIA PJSC              12.10   5/22/2025    RUB   102.30
Metalloinvest Holding Co OA    0.01   3/10/2022    RUB    75.00
Ladya Finans LLC              12.00  10/29/2021    RUB    60.55
Heta Asset Resolution AG       4.40   6/20/2017    EUR    69.00
Espirito Santo Financial Gr    5.05  11/15/2025    EUR     0.69
Societe Generale SA           13.44    2/9/2017    USD    68.23
Kaupthing ehf                  9.75   9/10/2015    USD    17.63
UBS AG                        12.75   3/29/2016    EUR    54.35
Bank Nederlandse Gemeenten     0.50   6/22/2021    ZAR    61.72
Oberoesterreichische Landes    0.32   11/6/2030    EUR    61.75
HSBC Bank PLC                  0.50   5/29/2020    IDR    66.91
Heta Asset Resolution AG       4.70    4/2/2018    EUR    69.00
Lehman Brothers Treasury Co    4.00   7/20/2012    EUR     2.60
Kerdos Group SA                8.00    3/9/2018    PLN    49.00
Heta Asset Resolution AG       0.83   5/28/2017    EUR    69.63
COFIDUR SA                     0.10  12/31/2024    EUR    15.16
Heta Asset Resolution AG       0.04   3/10/2018    EUR    69.00
Heta Asset Resolution AG       0.21    4/9/2018    EUR    69.00
Lehman Brothers Treasury Co    8.00   4/20/2009    EUR     2.60
Heta Asset Resolution AG       0.20   4/22/2018    EUR    69.00
Northland Resources AB        15.00   7/15/2019    USD     1.00
Credit Suisse AG/London        8.00   7/31/2020    USD     9.50
RSL Communications PLC        10.50  11/15/2008    USD     0.41
Deutsche Bank AG               8.50   1/27/2017    USD     9.85
BNP Paribas SA                 0.50  10/19/2018    TRY
Akademiska Hus AB              2.08   4/17/2045    SEK    74.01
CaixaBank SA                   1.71                EUR    79.13
Rusfinans Bank OOO            13.90   4/24/2018    RUB    62.40
Banca delle Marche SpA         6.00   6/12/2018    EUR     0.75
Araratbank OJSC                8.50   6/13/2016    USD    25.16
Konservenfabrik Zachow GmbH    8.00    4/1/2016    EUR     0.20
Credit Europe Bank Ltd        14.50    6/5/2018    RUB    60.01
Credit Europe Bank Ltd        15.00    4/6/2018    RUB    60.13
Lehman Brothers Treasury Co    3.86   9/21/2011    SGD    16.25
Alpha Bank AE                  2.50   6/20/2022    EUR    55.77
Finans-Avia OOO                8.25   7/31/2022    RUB    62.84
Oravita City Council           2.61   6/15/2027    RON    68.00
MORTGAGE AGENT AHML 13-1       8.50    9/9/2045    RUB    60.00
LBBW                           3.43   8/26/2016    EUR    63.34
HSBC Bank PLC                  0.50   1/29/2027    NZD    62.44
KFW                            0.25   10/6/2036    CAD    38.95
Lehman Brothers Treasury Co    7.63   7/22/2011    HKD     2.60
SG Issuer SA                   4.21   7/10/2020    EUR    69.74
Mechel                         8.00    2/9/2021    RUB    60.00
Municipiul Timisoara           0.69   5/12/2026    RON    60.00
Societe Generale SA            8.40   5/24/2016    USD    55.41
Anglian Water Services Fina    1.08   1/26/2057    GBP    63.40
Vontobel Financial Products    7.55   6/24/2016    EUR    73.18
Mobile TeleSystems PJSC        5.00   6/29/2021    RUB    68.88
Bank Otkritie Financial Cor   12.00   2/28/2017    RUB    98.71
Societe Generale SA          12/28/2029    USD    72.50
Cooperatieve Rabobank UA       0.50  12/29/2027    MXN    46.89
Emova Group                    4.30    5/2/2022    EUR
UniCredit Bank AG              4.00   3/21/2017    EUR    64.80
Municipality Finance PLC       0.50  11/25/2020    ZAR    64.70
HSBC Bank PLC                  0.50   7/30/2019    IDR    73.57
Heta Asset Resolution AG       0.16   5/17/2017    EUR    69.00
Lehman Brothers Treasury Co    8.00  12/27/2032    JPY     2.60
Heta Asset Resolution AG       0.17   5/10/2017    EUR    69.00
Heta Asset Resolution AG       0.07   7/28/2017    EUR    69.00
Finans-Avia OOO                0.01   7/31/2027    RUB    13.25
Pongs & Zahn AG                8.50                EUR     0.30
Cooperatieve Rabobank UA       0.50   8/21/2028    MXN    44.70
Vegarshei Sparebank            5.16                NOK    66.31
Kaupthing ehf                  7.00   7/24/2009    ISK    17.63
Bayerische Landesbank          5.00  10/17/2016    EUR    51.32
Municipality Finance PLC       0.50    8/8/2029    NZD    59.01
Svensk Exportkredit AB         0.50   8/25/2021    ZAR    60.56
Raiffeisen Centrobank AG       6.70   3/13/2017    EUR    50.96
Vontobel Financial Products    5.35    3/3/2017    EUR    58.32
UniCredit Bank AG              5.00    4/1/2016    EUR    68.68
Heta Asset Resolution AG       0.06   2/10/2018    EUR    69.00
Heta Asset Resolution AG       0.20    4/2/2018    EUR    69.00
Nuova Banca delle Marche Sp    7.20   6/30/2018    EUR     0.90
Rinol AG                       5.50  10/15/2006    DEM     0.00
HSBC Bank PLC                  0.50   2/24/2027    NZD    62.73
Bank MIA OAO                  12.75    3/7/2025    RUB    60.20
Efesk Group                   13.25   6/14/2016    RUB     7.00
VEB-Leasing OAO               12.40  10/20/2021    RUB    60.00
Lehman Brothers Treasury Co    8.00   3/19/2012    USD     2.60
Soyuz AKB OAO                 14.50   6/11/2020    RUB   100.02
Heta Asset Resolution AG       0.11   5/17/2017    EUR    69.00
City of Moscow Russia          7.00   6/13/2017    RUB    60.01
Vontobel Financial Products    6.70   4/22/2016    EUR    66.74
Svensk Exportkredit AB         0.50   6/20/2029    AUD    67.31
Banca Popolare di Vicenza      1.60   1/16/2020    EUR    71.50
EFG International Finance G    7.20   2/25/2019    EUR    43.09
Kaupthing ehf                  7.63   2/28/2015    USD    17.63
UBS AG                         4.83   4/21/2016    USD
KA Finanz AG                   4.44  12/20/2030    EUR    62.63
Societe Generale SA            1.35   3/31/2034    USD    69.06
Barclays Bank PLC              5.00   5/14/2029    USD    74.50
UniCredit Bank Austria AG      0.24   1/24/2031    EUR    64.63
Lehman Brothers Treasury Co    6.00  12/30/2017    EUR     2.60
Credit Europe Bank Ltd        15.00   3/22/2018    RUB   100.00
ZapSib-Transservice OOO       15.00   4/17/2018    RUB   100.00
Nuova Banca Popolare dell'E    5.00  10/30/2023    EUR     0.24
Municipality Finance PLC       0.50   6/19/2024    ZAR    46.17
Societe Generale SA           12.00   5/27/2016    USD    46.02
NIBC Bank NV                  25.98    5/7/2029    EUR    60.63
WPE International Cooperati   10.38   9/30/2020    USD     7.75
WGF Westfaelische Grundbesi    6.35    8/1/2017    EUR     4.49
Windreich GmbH                 6.75    3/1/2015    EUR    10.88
MT-Energie GmbH & Co KG        8.25    4/4/2017    EUR     9.00
HSBC Bank PLC                  0.50    6/9/2023    MXN    64.65
Kommunalbanken AS              0.50   5/27/2022    ZAR    56.26
Deutsche Bank AG/London        0.50   10/5/2021    IDR    55.65
Deutsche Bank AG/London        8.00   2/28/2020    USD     8.72
EFG International Finance G    6.48   5/29/2018    EUR     9.00
UBS AG                        10.00   3/29/2016    EUR    62.55
Getin Noble Bank SA            4.81    4/7/2021    PLN    72.50
Commerzbank AG                 2.50   6/19/2017    USD    59.06
Credit Suisse AG/London        8.00  11/29/2019    USD     5.27
IT Holding Finance SA          9.88  11/15/2012    EUR     0.01
Lehman Brothers Treasury Co    5.10   6/22/2046    EUR     2.60
Agentstvo po Ipotechnomu Zh    8.00   7/15/2023    RUB    60.10
Russian Railways JSC          12.40   2/28/2040    RUB
Getin Noble Bank SA            4.91   4/27/2020    PLN    72.62
City of Hunedoara Romania      1.43   8/15/2026    RON    68.25
RSL Communications PLC         9.13    3/1/2008    USD     0.41
Polski Bank Spoldzielczy w     5.24   9/14/2027    PLN    59.00
Banca Popolare di Vicenza      1.60   5/29/2020    EUR    70.88
Oberoesterreichische Landes    0.30   4/25/2042    EUR    44.13
Lehman Brothers Treasury Co    5.50    7/8/2013    EUR     2.60
Lehman Brothers Treasury Co   10.00   6/11/2038    JPY     2.60
Lehman Brothers Treasury Co    4.00   2/28/2010    EUR     2.60
Lehman Brothers Treasury Co    5.25    4/1/2023    EUR     2.60
Driver & Bengsch AG            8.50  12/31/2027    EUR     0.00
Credit Suisse AG/London       10.50    5/3/2016    USD    33.00
Immigon Portfolioabbau AG      3.88   3/15/2022    EUR    58.75
Santander Finance Capital S    2.00                USD    37.38
UBS AG/London                 11.25    4/1/2016    CHF    70.83
UniCredit Bank Austria AG      0.33   1/22/2031    EUR    65.13
UniCredit Bank Austria AG      0.46  12/27/2026    EUR    72.25
UniCredit Bank AO             10.50    8/6/2019    RUB    99.00
Lehman Brothers Treasury Co    7.50  10/24/2008    USD     2.60
Lehman Brothers Treasury Co    5.55   3/12/2015    EUR     2.60
Salvator Grundbesitz-AG        9.50  12/31/2021    EUR    11.00
Getin Noble Bank SA            4.79    6/5/2020    PLN    74.61
Republika Srpska               1.50   9/26/2027    BAM    71.50
Heta Asset Resolution AG       0.05   8/21/2017    EUR    69.63
UBS AG                         6.74   3/15/2017    USD
Bank Nederlandse Gemeenten     0.50   9/20/2022    ZAR    54.24
Bank Julius Baer & Co Ltd/G    5.20   9/25/2017    EUR    63.60
Vontobel Financial Products    5.40    3/3/2017    EUR    72.67
Vontobel Financial Products    7.00   4/22/2016    EUR    52.89
Banca Popolare di Vicenza      5.20   3/28/2024    EUR    67.50
Raiffeisen-Holding Niederoe    5.08                EUR    72.92
Svensk Exportkredit AB         0.50   3/28/2029    AUD    69.26
Phosphorus Holdco PLC         10.00    4/1/2019    GBP     1.18
Lehman Brothers Treasury Co    9.25   6/20/2012    USD     2.60
Lehman Brothers Treasury Co    6.60    2/9/2009    EUR     2.60
Bulgaria Steel Finance BV     12.00    5/4/2013    EUR     0.59
Codere Finance Luxembourg S    8.25   6/15/2015    EUR    70.00
Fonciere Volta SA              4.50   7/30/2020    EUR     2.52
RSL Communications PLC        12.00   11/1/2008    USD     0.41
Araratbank OJSC                8.00   6/10/2018    USD    25.35
Kommunekredit                  0.50   9/19/2019    BRL    68.92
Podkarpacki Bank Spoldzielc    5.10   5/28/2023    PLN    69.40
MirLand Development Corp PL    6.50   9/30/2019    ILS    23.21
Credit Suisse AG/London        7.00  11/15/2019    USD     9.45
Eksportfinans ASA              0.25   7/14/2033    CAD    42.25
Probanka dd                    1.36                EUR    65.13
Western High-Speed Diameter    8.75   5/13/2031    RUB    99.60
UniCredit Bank AO             10.50   5/17/2019    RUB    60.20
Lehman Brothers Treasury Co    6.72  12/29/2008    EUR     2.60
Lehman Brothers Treasury Co    4.50    3/6/2013    CHF     2.60
Lehman Brothers Treasury Co    6.00  10/24/2008    EUR     2.60
Lehman Brothers Treasury Co    5.50  11/30/2012    CZK     2.60
Lehman Brothers Treasury Co    7.80   3/31/2018    USD     2.60
Rossiysky Capital OJSC        13.00  11/22/2019    RUB    60.11
Interregional Distribution    11.58  11/11/2025    RUB   100.00
Nuova Banca Popolare dell'E    2.31   5/21/2018    EUR     0.23
Vontobel Financial Products   21.75   6/24/2016    EUR    48.18
Sparebanken Sor                2.63   8/25/2025    NOK    74.39
Muehl Product & Service AG     6.75   3/10/2005    DEM     2.00
City of Alba Iulia Romania     2.50   4/15/2025    RON    68.00
Nuova Banca delle Marche Sp    8.00   6/30/2018    EUR     0.90
Vontobel Financial Products    4.45    9/5/2016    EUR    61.70
UBS AG                         9.45   11/8/2016    USD
Societe Generale SA            2.95    8/1/2016    USD    69.60
EFG International Finance G    7.19    5/6/2019    EUR    30.95
Lehman Brothers Treasury Co    7.55  12/29/2008    USD     2.60
United Confectioners Financ   10.50    4/3/2023    RUB    99.60
Russian Post FGUP             12.00  10/18/2019    RUB   100.95
Metallurgical Commercial Ba   11.00    9/8/2016    RUB    92.00
UNGP-Finance OOO              10.00  12/16/2020    RUB    60.20
Heta Asset Resolution AG       4.07   3/21/2017    EUR    69.00
Lehman Brothers Treasury Co    5.12   4/30/2027    EUR     2.60
Lehman Brothers Treasury Co    6.75    4/5/2012    EUR     2.60
UniCredit Bank AG              4.05   6/23/2016    EUR    59.87
Bank Julius Baer & Co Ltd/G    4.90    5/6/2016    CHF    62.05
Immigon Portfolioabbau AG      4.81   7/29/2025    EUR    61.00
Nesset Sparebank               2.47                NOK    50.39
Union Technologies Informat    0.10    1/1/2020    EUR     5.32
BNP Paribas SA                 0.50  11/16/2032    MXN    34.79
Barclays Bank PLC              0.50   4/24/2023    MXN    62.96
Kaupthing ehf                  3.75   2/15/2024    ISK    17.63
Banca Popolare di Vicenza      1.60   3/20/2020    EUR    71.13
Banca Popolare di Vicenza      1.60    1/9/2020    EUR    70.50
HSBC Trinkaus & Burkhardt A   12.50   9/23/2016    EUR    61.21
UBS AG/London                 15.50   5/23/2016    USD    45.50
Societe Generale Effekten G    3.14    8/8/2016    EUR    71.49
Bayerische Landesbank          3.70   10/7/2016    EUR    69.33
Vontobel Financial Products    8.00   7/22/2016    EUR    56.11
Lehman Brothers Treasury Co    8.28   3/26/2009    USD     2.60
Lehman Brothers Treasury Co    7.60   3/26/2009    EUR     2.60
Hellas Telecommunications L    8.50  10/15/2013    EUR     0.01
Russian Railways JSC          11.20  10/16/2025    RUB    60.30
Banca delle Marche SpA         6.00    5/8/2018    EUR     0.94
Transcapitalbank JSC          13.00   5/30/2023    RUB    61.00
KPNQwest NV                    7.13    6/1/2009    EUR     0.57
Lehman Brothers Treasury Co    7.60   1/31/2013    AUD     2.60
Kommunalbanken AS              0.50  12/16/2020    TRY    68.49
SAir Group                     5.50   7/23/2003    CHF    11.13
Nota-Bank OJSC                13.50    4/1/2016    RUB    31.50
LBI HF                         7.43                USD     0.00
UBS AG                        10.18    9/1/2016    USD
Espirito Santo Financial Po    5.63   7/28/2017    EUR     2.80
DekaBank Deutsche Girozentr    0.12   6/23/2034    EUR    71.33
Societe Generale SA            0.50   5/30/2023    MXN    64.83
Promnefteservis OOO           10.50  11/21/2019    RUB     4.00
Svensk Exportkredit AB         0.50   8/29/2029    AUD    58.00
HSBC Bank PLC                  0.50  10/30/2026    NZD    63.31
Bayerische Landesbank          4.00   9/16/2016    EUR    71.50
Leonteq Securities AG/Guern    4.40   8/28/2017    CHF    61.29
Notenstein La Roche Private    4.50  10/31/2018    CHF    72.99
Zurcher Kantonalbank Financ   10.90    6/3/2016    CHF    60.18
EFG International Finance G    8.99    9/4/2017    EUR    27.26
UniCredit Bank AG              4.60    7/2/2018    EUR    61.05
Banque Cantonale Vaudoise/G    8.70    8/3/2016    USD    73.02
TransFin-M PAO                12.50   2/21/2017    RUB    60.01
Lehman Brothers Treasury Co   14.90   9/15/2008    EUR     2.60
Lehman Brothers Treasury Co    7.06  12/29/2008    EUR     2.60
Lehman Brothers Treasury Co    8.50    7/5/2016    EUR    13.88
Deutsche Bank AG               7.50  10/17/2016    USD     9.60
Lehman Brothers Treasury Co    8.25   12/3/2015    EUR    13.88
Dollfus-Mieg & Co SAS          1.00    8/9/2016    EUR
ING Bank NV                    5.05   10/7/2024    EUR    66.77
MirLand Development Corp PL    6.50   3/31/2016    ILS    24.00
HSBC Bank PLC                  0.50   1/31/2020    BRL    66.19
UBS AG                        13.20   11/8/2016    USD     8.96
Zurcher Kantonalbank Financ    3.80   5/22/2017    EUR    57.60
LBBW                           4.00   4/22/2016    EUR    59.97
Deutsche Bank AG               6.20   6/21/2016    EUR    53.40
SG Option Europe SA            7.00   9/22/2017    EUR    70.97
Lehman Brothers Treasury Co    5.50   6/22/2010    USD    16.25
Open Mortgage Agent 1          9.10   2/25/2045    RUB    61.00
BNP Paribas Emissions- und     2.50   6/30/2022    EUR    73.29
Credit Suisse AG/Nassau       12.20    6/3/2016    EUR    64.08
Kommunekredit                  0.50  12/14/2020    ZAR    64.82
HSBC Bank PLC                  0.50   12/8/2026    AUD    65.99
Leonteq Securities AG         17.00    5/4/2016    CHF    57.32
UniCredit Bank AG              5.05   6/10/2016    EUR    66.51
LBBW                           9.35   9/23/2016    EUR    69.23
Europlan PAO                   9.78   9/25/2019    RUB    94.20
Svensk Exportkredit AB         0.50   6/26/2019    TRY    70.84
Lehman Brothers Treasury Co   13.00   2/16/2009    CHF     2.60
Lehman Brothers Treasury Co    7.00   2/15/2010    CHF     2.60
Western High-Speed Diameter    9.15    2/6/2032    RUB    93.61
Upravlenie Othodamu ZAO       15.40    5/7/2024    RUB   100.02
Leonteq Securities AG          3.50   4/10/2018    EUR    53.08
Mriya Agro Holding PLC        10.95   3/30/2016    USD     8.84
MirLand Development Corp PL    7.21   5/31/2020    ILS    23.50
Immigon Portfolioabbau AG      5.45    8/2/2019    EUR    72.70
Kerdos Group SA                8.00   4/30/2016    PLN    39.00
UBS AG/London                 10.84   9/27/2016    USD
HSBC Bank PLC                  0.50   4/11/2023    MXN    65.44
Municipality Finance PLC       0.50   4/26/2022    ZAR    55.07
Municipality Finance PLC       0.50   5/31/2022    ZAR    54.29
Landesbank Hessen-Thueringe    8.25    3/6/2020    EUR    67.45
Notenstein Finance Guernsey    7.19    5/6/2019    EUR    56.11
Biomed-Lublin Wytwornia Sur    7.24   8/14/2018    PLN    66.01
UBS AG/London                  7.86  10/19/2016    USD
Lehman Brothers Treasury Co    6.00   3/18/2015    USD    13.88
Bank Julius Baer & Co Ltd/G   12.50   6/20/2016    USD    59.55
Bayerische Landesbank          3.10   11/4/2016    EUR    64.77
UniCredit Bank AG              4.00   6/24/2016    EUR    46.54
Barclays Bank PLC             11.00   5/31/2016    USD     4.74
ECA                            2.50    1/1/2018    EUR    12.05
HSBC Bank PLC                  0.50   2/21/2019    BRL    73.78
Svensk Exportkredit AB         0.50   6/28/2022    ZAR    53.99
EDOB Abwicklungs AG            7.50    4/1/2012    EUR     0.37
IFK Soyuz OAO                 14.00   7/18/2028    RUB   100.00
Lehman Brothers Treasury Co   11.00  12/20/2017    AUD     2.60
Lehman Brothers Treasury Co    4.70   3/23/2016    EUR     2.60
Lehman Brothers Treasury Co    7.38   9/20/2008    EUR     2.60
Lehman Brothers Treasury Co    1.75    2/7/2010    EUR     2.71
DZ Bank AG Deutsche Zentral    6.70   9/19/2016    EUR    60.03
DEIKON GmbH                    1.00    7/1/2016    EUR    20.50
Lehman Brothers Treasury Co    1.28   11/6/2010    JPY    13.88
Lehman Brothers Treasury Co    8.88   1/28/2011    HKD    13.88
Northland Resources AB        12.25   3/26/2016    USD     1.00
Naturex                        4.40   6/30/2019    EUR
ECM Real Estate Investments    5.00   10/9/2011    EUR    10.38
Barclays Bank PLC              0.50   3/26/2021    MXN    72.96
UBS AG                        20.80    6/6/2016    USD
DekaBank Deutsche Girozentr    5.20   8/11/2016    EUR    69.30
LBBW                           3.00   9/22/2017    EUR    59.10
Russian Railways JSC           9.10   9/19/2033    RUB
Banca Popolare di Vicenza      1.60   2/20/2020    EUR    71.00
Credit Suisse AG               0.50  12/16/2025    BRL    32.41
Property Lease Fund SA         9.00  12/23/2016    PLN    70.70
UBS AG                        21.92   9/22/2016    USD
Natixis Structured Issuance   11.70   12/8/2023    EUR    51.05
HSBC Trinkaus & Burkhardt A    5.00   1/30/2018    EUR    64.23
EFG International Finance G    7.20   2/25/2019    EUR    70.55
Strommen Sparebank             2.20                NOK    36.96
Societe Generale SA            1.00  12/22/2017    GBP     0.99
EFG International Finance G    7.00  11/27/2019    EUR    41.63
LBBW                           7.00   3/29/2016    EUR    74.57
JP Morgan Structured Produc    1.25   4/11/2016    USD    58.39
Notenstein La Roche Private    8.99   7/22/2019    EUR    49.74
Leonteq Securities AG          5.00   7/31/2019    CHF    72.15
Immigon Portfolioabbau AG      1.75    9/9/2020    EUR    59.38
Veneto Banca SpA               1.82   5/15/2019    EUR    73.25
Immigon Portfolioabbau AG      0.87    7/3/2019    EUR    66.00
Vesta ZAO                     12.50   12/4/2026    RUB    98.62
Fininvest OOO                 15.00   11/9/2018    RUB   100.00
Lehman Brothers Treasury Co    2.50  12/15/2011    GBP     2.60
Lehman Brothers Treasury Co    0.50  12/20/2017    AUD     2.60
DekaBank Deutsche Girozentr    3.00    5/6/2016    EUR    60.80
Bank Julius Baer & Co Ltd/G   12.10    5/6/2016    CHF    59.50
Credit Suisse AG/Nassau        7.25   2/27/2017    CHF    70.07
Lehman Brothers Treasury Co    7.59  11/22/2009    MXN    13.88
Barclays Bank PLC              2.38   8/15/2033    USD    74.50
EFG International Finance G   12.86  10/30/2017    EUR    21.75
UBS AG/London                 10.98  10/25/2016    USD
Nutritek International Corp    8.75  12/11/2008    USD     2.00
Sparebanken Din                2.22                NOK    67.01
Drangedal Sparebank            2.24                NOK    67.30
Getin Noble Bank SA            4.75   2/15/2021    PLN    72.01
HSBC Bank PLC                  0.50   4/27/2027    NZD    62.19
UBS AG                        13.82  11/10/2016    USD     8.88
Nordea Bank Finland Abp        5.70   1/20/2021    SEK    75.00
Bayerische Landesbank          3.00    3/9/2018    EUR    56.03
UBS AG                         5.60    3/4/2019    EUR    70.49
City of Hunedoara Romania      1.43   8/15/2026    RON    68.00
UBS AG/London                  7.00   6/24/2016    CHF    54.59
Credit Europe Bank Ltd        10.41   9/14/2018    RUB   100.02
Cybits Holding AG              5.00   6/30/2017    EUR
Leonteq Securities AG/Guern    9.07    5/3/2016    GBP    40.31
UBS AG/London                 24.50   9/23/2016    EUR    67.53
Credit Suisse AG/Nassau        6.25  10/17/2016    EUR    47.95
UBS AG/London                  9.20   6/20/2016    USD
BPCE SA                        0.91                EUR    51.38
Province of Rovigo Italy       0.20  12/28/2035    EUR    65.65
IFK Soyuz OAO                  2.00   12/9/2027    RUB    96.80
Immigon Portfolioabbau AG      5.20    4/1/2020    EUR    72.75
Lehman Brothers Treasury Co    6.85  12/22/2008    EUR     2.60
Lehman Brothers Treasury Co    3.40   3/19/2018    JPY     2.60
Lehman Brothers Treasury Co    6.00   2/19/2023    USD     2.60
Lehman Brothers Treasury Co    7.60   5/21/2013    USD     2.60
Zurcher Kantonalbank Financ    9.00   7/17/2017    EUR    67.00
Kaupthing ehf                  5.00    1/4/2027    SKK    17.63
Leonteq Securities AG         17.60  10/24/2016    CHF    62.92
Cerruti Finance SA             6.50   7/26/2004    EUR     1.55
UWC Finance                   15.50   9/10/2019    RUB    62.70
Lloyds Bank PLC                0.50   7/26/2028    MXN    46.80
Kaupthing ehf                  7.50   12/5/2014    ISK    17.63
Raiffeisen Centrobank AG       5.00   4/18/2016    EUR    66.61
UniCredit Bank AG              6.25   5/16/2016    EUR    46.28
Royal Bank of Scotland PLC/    6.20    9/7/2018    GBP     1.05
Kerdos Group SA                8.00   5/31/2016    PLN    75.00
Getin Noble Bank SA            4.80  11/30/2020    PLN    70.01
Russian Railways JSC          16.70  10/11/2038    RUB
Alpha Bank AE                  2.50   6/20/2022    EUR    55.78
Municipality Finance PLC       0.50   7/30/2029    AUD    67.53
Municipality Finance PLC       0.50  12/15/2020    BRL    61.62
Norddeutsche Landesbank Gir    3.75    9/2/2016    EUR    70.21
Notenstein La Roche Private    4.10  10/10/2018    CHF    73.27
Credit Suisse AG/Nassau       10.35   5/30/2016    CHF    57.36
Vontobel Financial Products    6.00   5/27/2016    EUR    49.11
UniCredit Bank AG              5.50    8/1/2016    EUR    50.61
Goldman Sachs & Co Wertpapi    4.00   4/20/2016    EUR    68.32
Credit Suisse AG/Nassau       14.00   5/12/2016    USD    59.03
Credit Suisse AG/Nassau        6.00  11/28/2016    CHF    69.16
Notenstein La Roche Private    7.25   4/22/2016    CHF    63.36
Societe Generale SA            0.50    7/6/2021    BRL    55.00
Banca di Cividale SpA          0.03   10/2/2036    EUR    56.27
HSBC Bank PLC                  0.50   12/7/2018    BRL    74.79
Svensk Exportkredit AB         0.50   3/15/2022    ZAR    55.71
Bank Julius Baer & Co Ltd/G    7.00   10/7/2016    CHF    48.05
LBBW                           3.00   6/24/2016    EUR    49.89
UBS AG/Jersey                  6.24   3/29/2016    EUR    71.51
UBS AG/London                 10.00   7/15/2016    CHF    62.55
Svensk Exportkredit AB         0.50   4/24/2029    AUD    61.20
Municipality Finance PLC       0.50    5/8/2029    AUD    60.44
Deutsche Bank AG/London        0.50   4/18/2019    BRL    70.84
Raiffeisen-Holding Niederoe    2.31                EUR    57.88
KIT Finance Capital OOO       10.00  10/26/2016    RUB    99.96
Immigon Portfolioabbau AG      5.25  12/20/2022    EUR    61.13
Rossiysky Capital OJSC         9.00    9/6/2016    RUB    97.90
Stroytemp CJSC                 9.00  11/13/2019    RUB    92.70
Lehman Brothers Treasury Co    4.00   3/10/2011    EUR     2.60
KPNQwest NV                    8.88    2/1/2008    EUR     0.57
Lehman Brothers Treasury Co    4.25   3/13/2021    EUR     2.60
Vontobel Financial Products    8.35  12/23/2016    EUR    70.76
Credit Suisse AG/Nassau        7.90   2/27/2017    CHF    71.76
Lehman Brothers Treasury Co    3.00   6/23/2009    EUR    13.88
Goldman Sachs International    8.00   7/18/2017    GBP
Raiffeisen Centrobank AG       2.40  12/19/2016    EUR    42.07
UniCredit Bank AG              5.00   6/16/2016    EUR    61.55
BNP Paribas SA                 0.50   9/29/2029    AUD    56.72
Lloyds Bank PLC                0.50   7/26/2021    BRL    55.30
Immigon Portfolioabbau AG      0.80    3/1/2021    EUR    53.50
Banque Cantonale Vaudoise      1.00    7/7/2016    CHF    17.93
Credit Suisse AG/Nassau        5.75   9/19/2016    CHF    71.61
UniCredit Bank AG              4.00  10/14/2019    EUR    52.30
UBS AG/London                 12.00   5/23/2016    CHF    42.20
Vontobel Financial Products    7.65   12/9/2016    EUR    59.36
UniCredit Bank AG              5.10    7/1/2016    EUR    54.23
UniCredit Bank AG              5.00   6/25/2019    EUR    63.62
UBS AG                         7.40   5/17/2021    CHF    57.57
Vontobel Financial Products    5.50   6/24/2016    EUR    51.76
Vontobel Financial Products    5.00    7/1/2016    EUR    46.14
UniCredit Bank AG              6.00    7/4/2016    EUR    72.66
UBS AG                        21.75   3/29/2016    EUR    22.97
Goldman Sachs & Co Wertpapi    6.00   3/22/2017    EUR    68.90
Credit Suisse AG/Nassau        8.25   6/22/2016    EUR    56.64
Leonteq Securities AG/Guern    9.00   5/17/2016    EUR    41.03
Vontobel Financial Products    6.85    7/1/2016    EUR    63.31
UniCredit Bank AG              4.50   6/24/2016    EUR    67.31
Immigon Portfolioabbau AG      0.81   5/20/2025    EUR    34.13
Immigon Portfolioabbau AG      4.78    6/7/2030    EUR    42.13
Vontobel Financial Products   13.95  12/23/2016    EUR    63.14
Credit Suisse AG/Nassau        7.00  10/24/2016    CHF    68.87
HSBC Trinkaus & Burkhardt A   12.40   6/24/2016    EUR    63.66
LBBW                           3.00   6/28/2019    EUR    63.55
Landesbank Hessen-Thueringe    6.30  10/17/2016    EUR    52.40
Leonteq Securities AG/Guern    8.76   7/21/2016    USD    58.24
Barclays Bank PLC              9.00   5/31/2016    USD     2.94
UBS AG/London                  9.52    5/5/2016    USD
Credit Suisse AG/Nassau        8.00   7/18/2016    EUR    57.84
TGK-1 OAO                     14.40   2/14/2022    RUB    98.40
Polyus Perspectiva OOO        11.00  12/15/2020    RUB    64.33
iMoneyBank KB OOO             16.00  10/27/2016    RUB    95.10
Lehman Brothers Treasury Co   10.00    1/3/2012    BRL     2.60
Lehman Brothers Treasury Co    1.00   2/26/2010    USD     2.60
Lehman Brothers Treasury Co    8.00  10/17/2014    EUR     2.60
Lehman Brothers Treasury Co    2.50   8/23/2012    GBP     2.60
Lehman Brothers Treasury Co    0.50  12/20/2017    AUD     2.60
Lehman Brothers Treasury Co    7.00   9/20/2011    USD     2.60
Lehman Brothers Treasury Co   23.30   9/16/2008    USD     2.60
Lehman Brothers Treasury Co    2.00   6/21/2011    EUR     2.60
Lehman Brothers Treasury Co    4.35    8/8/2016    SGD    13.88
LBBW                           3.00   6/28/2019    EUR    64.24
Leonteq Securities AG          5.20   3/27/2018    CHF    71.59
Dayli Polska Sp zoo            8.50    9/5/2016    PLN    15.00
Commerzbank AG                 2.50   1/30/2018    USD    72.13
Leonteq Securities AG          9.00   12/8/2016    CHF    58.11
Totens Sparebank               2.64                NOK    69.26
hkw personalkonzepte GmbH      8.25  11/15/2016    EUR     3.62
Haltdalen Sparebank            2.42                NOK    52.05
Royal Bank of Scotland PLC/    1.33  10/26/2018    GBP
ECM Real Estate Investments    5.00   10/9/2011    EUR    10.38
DekaBank Deutsche Girozentr    3.25   8/11/2016    EUR    66.65
SAir Group                     2.75   7/30/2004    CHF    11.13
Raiffeisen-Landesbank Tirol    5.00    9/2/2024    EUR    72.30
Deutsche Bank AG/London        0.50   3/14/2019    BRL    71.57
Banca Popolare di Vicenza      2.00   11/7/2019    EUR    72.63
Credit Suisse AG/Nassau        7.25    3/8/2017    CHF    59.33
Leonteq Securities AG         18.50    9/9/2016    CHF    61.90
LBBW                           3.10   9/28/2018    EUR    73.80
UBS AG/London                 15.25  10/30/2017    USD    71.70
UBS AG/London                  5.00   8/14/2017    CHF    53.65
Raiffeisen Centrobank AG       7.00   8/22/2016    EUR    41.18
DZ Bank AG Deutsche Zentral    5.60   3/30/2017    EUR    39.48
Credit Suisse AG/London       10.25   5/31/2016    USD    25.74
Norddeutsche Landesbank Gir    4.75    6/3/2016    EUR    57.31
Bayerische Landesbank          2.60   3/29/2018    EUR    66.15
Norddeutsche Landesbank Gir    5.00    6/3/2016    EUR    55.56
Norddeutsche Landesbank Gir    3.50    7/1/2016    EUR    50.04
Credit Suisse AG/Nassau        7.00   9/16/2016    CHF    49.65
Barclays Bank PLC             11.50  10/10/2018    SEK    71.09
UBS AG/London                  5.00    7/4/2016    CHF    54.02
Erste Group Bank AG            6.80   8/28/2016    EUR    69.30
Credit Suisse AG/Nassau        7.00   3/22/2017    CHF    57.75
Credit Suisse AG/London        7.00   2/20/2017    CHF    67.48
Goldman Sachs & Co Wertpapi   14.00   3/22/2017    EUR    59.68
Bayerische Landesbank          3.70    6/3/2016    EUR    50.13
Goldman Sachs & Co Wertpapi   10.00   6/22/2016    EUR    67.37
LBBW                           3.25   6/23/2017    EUR    73.31
DekaBank Deutsche Girozentr    3.45    6/1/2018    EUR    60.35
Goldman Sachs International    0.67   4/24/2020    GBP
Immigon Portfolioabbau AG      4.50  10/21/2020    EUR    67.88
Province of Teramo Italy       0.06  12/30/2030    EUR    72.55
Province of Brescia Italy      0.25  12/22/2036    EUR    64.71
DZ Bank AG Deutsche Zentral    5.00   3/29/2016    EUR    73.47
Bank Julius Baer & Co Ltd/G    6.60   4/25/2016    CHF    72.05
Credit Suisse AG/Nassau       10.20   4/14/2016    EUR    72.45
Credit Suisse AG/London        6.25   4/14/2016    CHF    62.29
LBBW                           4.00   3/24/2017    EUR    49.60
LBBW                           4.50   3/23/2018    EUR    53.21
LBBW                           3.00   6/28/2019    EUR    64.39
LBBW                           2.50   6/28/2019    EUR    60.53
LBBW                           3.00   6/22/2018    EUR    72.41
Erste Group Bank AG            8.25   5/21/2016    CHF    72.70
Bayerische Landesbank          2.20   5/20/2016    EUR    62.23
Bayerische Landesbank          3.70   11/4/2016    EUR    57.69
Leonteq Securities AG         11.00  10/31/2016    CHF    66.20
UBS AG                         3.35    9/1/2016    USD
UBS AG/London                  7.00   7/13/2016    USD
Barclays Bank PLC              8.00   4/29/2016    USD     3.03
UBS AG/London                  6.43   4/14/2016    USD
DekaBank Deutsche Girozentr    5.15   12/9/2016    EUR    56.91
Province of Treviso Italy      0.19  12/31/2034    EUR    67.59
Province of Treviso Italy      0.09  12/31/2034    EUR    65.91
Region Kapital OOO            14.50   7/10/2018    RUB   100.00
Lehman Brothers Treasury Co   14.90  11/16/2010    EUR     2.60
Lehman Brothers Treasury Co    0.50    7/2/2020    EUR     2.60
Lehman Brothers Treasury Co   11.00  12/20/2017    AUD     2.60
Lehman Brothers Treasury Co    6.00   5/12/2017    EUR     2.60
Lehman Brothers Treasury Co    6.00  10/30/2012    USD     2.60
Lehman Brothers Treasury Co    0.50  12/20/2017    AUD     2.60
Lehman Brothers Treasury Co    2.00   6/28/2011    EUR     2.60
Lehman Brothers Treasury Co    8.25    2/3/2016    EUR     2.60
Lehman Brothers Treasury Co    4.00   7/27/2011    EUR     2.60
Lehman Brothers Treasury Co    6.00   2/14/2012    EUR     2.60
Lehman Brothers Treasury Co    5.00  11/22/2012    EUR     2.60
Lehman Brothers Treasury Co   10.00   6/17/2009    USD     2.60
Lenta Center OOO              11.00  10/14/2020    RUB    64.50
Societe Generale SA            0.50    4/3/2023    RUB    53.60
Lehman Brothers Treasury Co    5.00   8/16/2017    EUR    13.88
BNP Paribas SA                 0.50    5/6/2021    MXN    72.80
Lehman Brothers Treasury Co    4.60  10/11/2017    ILS    13.88
Leonteq Securities AG          9.00  10/24/2016    EUR    71.26
DZ Bank AG Deutsche Zentral    8.50   8/26/2016    EUR    71.13
Notenstein La Roche Private    5.00   8/18/2016    CHF    69.04
Immigon Portfolioabbau AG      4.90   8/18/2025    EUR    61.30
DekaBank Deutsche Girozentr    3.05   3/25/2025    EUR    72.10
Leonteq Securities AG/Guern   29.61  10/26/2017    EUR     7.18
Transgazservice LLP           10.50   11/8/2019    RUB     0.55
Credit Suisse AG/London        0.50    1/8/2026    BRL    31.12
Leonteq Securities AG/Guern    6.70    6/6/2016    USD    42.66
UBS AG/London                  6.75    6/3/2016    CHF    53.04
Landesbank Hessen-Thueringe    5.10   4/15/2016    EUR    43.40
LBBW                           4.00   7/22/2016    EUR    58.80
Wlodarzewska SA                9.19   5/15/2016    PLN    75.00
Leonteq Securities AG          6.75   12/5/2016    CHF    65.80
UniCredit Bank AG              4.00   6/23/2016    EUR    57.98
Credit Suisse AG/Nassau        8.00   6/20/2016    CHF    67.91
Zurcher Kantonalbank Financ   12.29   4/22/2016    EUR    68.25
UBS AG/London                 10.00   4/15/2016    CHF    62.14
Landesbank Hessen-Thueringe    5.00  11/15/2016    EUR    52.80
Zurcher Kantonalbank Financ    7.00   4/13/2016    CHF    73.39
Deutsche Bank AG               7.50  12/20/2016    EUR    61.72
Lehman Brothers Treasury Co    7.32   7/31/2013    GBP     2.60
Agentstvo po Ipotechnomu Zh    9.91   11/1/2032    RUB    20.15
Ipotechny Agent KM OOO         0.37   6/30/2022    RUB    53.89
Abengoa Finance SAU            6.00   3/31/2021    EUR     9.50
Center-Invest Commercial Ba   11.25  11/13/2018    RUB    98.70
Lehman Brothers Treasury Co    3.50   9/19/2017    EUR     2.60
Lehman Brothers Treasury Co    4.87   10/8/2013    USD     2.60
Lehman Brothers Treasury Co    5.22    3/1/2024    EUR     2.60
Lehman Brothers Treasury Co    5.00   4/24/2017    EUR     2.60
Lehman Brothers Treasury Co    7.05    4/8/2015    USD     2.60
Lehman Brothers Treasury Co    4.60    7/6/2016    EUR     2.72
Commerzbank AG                 3.00   9/15/2016    EUR    68.28
Commerzbank AG                 7.75   6/23/2016    EUR    61.52
BNP Paribas Arbitrage Issua    6.55   3/28/2025    EUR    65.39
Deutsche Bank AG               5.20   3/21/2017    EUR    68.50
Lehman Brothers Treasury Co    4.20   12/3/2008    HKD    16.25
LBI HF                         8.65    5/1/2011    ISK     8.50
Housing Financing Fund         2.70    1/1/2020    ISK    55.16
Central European Estates BV    7.80   4/10/2016    ILS     7.21
HSBC Trinkaus & Burkhardt A    7.30   3/24/2017    EUR    70.87
HSBC Bank PLC                  0.50  12/22/2025    BRL    37.03
Commerzbank AG                 4.60    4/7/2016    EUR    60.08
Credit Suisse AG/Nassau        6.25   10/6/2016    CHF    72.39
Credit Suisse AG/London        7.25    4/1/2016    CHF    54.16
Vontobel Financial Products    6.50   3/29/2016    EUR    64.77
DZ Bank AG Deutsche Zentral    6.75   6/24/2016    EUR    47.19
LBBW                           4.25   3/29/2016    EUR    63.44
LBBW                           5.00   3/29/2016    EUR    41.46
UBS AG                         5.75   3/29/2016    EUR    38.25
SG Issuer SA                   6.65  10/10/2021    EUR    60.89
Getin Noble Bank SA            4.81   10/7/2020    PLN    73.12
LBBW                           3.40   9/28/2018    EUR    74.05
Vontobel Financial Products    8.50   8/26/2016    EUR    71.38
Commerzbank AG                 8.25   5/26/2016    EUR    57.93
Credit Suisse AG/Nassau        7.13   6/26/2017    CHF    65.14
UBS AG/London                 10.00  11/25/2016    CHF    63.80
UniCredit Bank AG              4.30  12/22/2017    EUR    65.24
Commerzbank AG                14.00   5/26/2016    EUR    64.45
Immigon Portfolioabbau AG      4.80    5/9/2025    EUR    52.00
Societe Generale Effekten G    8.35   9/23/2016    EUR    74.38
Leonteq Securities AG         11.00    5/4/2016    USD    56.99
LBBW                           2.70   7/27/2018    EUR    68.17
Banque Cantonale Vaudoise/G    6.13   9/20/2016    USD    57.46
Leonteq Securities AG         12.20    7/7/2016    USD    63.52
Credit Suisse AG/Nassau        8.05   9/27/2016    CHF    50.30
UBS AG                        11.50   9/23/2016    EUR    72.05
Credit Agricole Corporate &    2.00    7/9/2020    BRL    66.43
Kommunekredit                  0.50   5/11/2029    CAD    71.07
Lehman Brothers Treasury Co   13.43    1/8/2009    ILS     2.60
Lehman Brothers Treasury Co    7.00  10/22/2010    EUR     2.60
Lehman Brothers Treasury Co    7.00    6/6/2017    EUR     2.60
Lehman Brothers Treasury Co    4.50  12/30/2010    USD     2.60
Commerzbank AG                 4.50   6/23/2016    EUR    62.67
Commerzbank AG                 5.75   6/23/2016    EUR    60.99
Commerzbank AG                 6.00   6/23/2016    EUR    60.41
Commerzbank AG                 7.75   6/23/2016    EUR    58.43
Commerzbank AG                 6.50   6/23/2016    EUR    65.77
Commerzbank AG                 7.25   6/23/2016    EUR    64.62
Commerzbank AG                 7.50   6/23/2016    EUR    57.03
Commerzbank AG                11.25   6/23/2016    EUR    70.72
Commerzbank AG                 7.00   6/23/2016    EUR    72.35
Commerzbank AG                 7.75   6/23/2016    EUR    73.61
Commerzbank AG                 9.50   6/23/2016    EUR    71.21
Commerzbank AG                 6.75   6/23/2016    EUR    56.04
Commerzbank AG                 4.50   6/23/2016    EUR    67.77
Commerzbank AG                 5.25   6/23/2016    EUR    66.04
Commerzbank AG                 6.25   6/23/2016    EUR    71.25
Commerzbank AG                 7.75   6/23/2016    EUR    68.81
Commerzbank AG                10.25   6/23/2016    EUR    65.41
Commerzbank AG                 9.00   5/26/2016    EUR    71.10
UBS AG/London                 15.27   9/14/2016    USD
Commerzbank AG                10.50   6/23/2016    EUR    66.01
Commerzbank AG                10.75   6/23/2016    EUR    59.15
Commerzbank AG                11.25   6/23/2016    EUR    58.72
Commerzbank AG                10.25   6/23/2016    EUR    73.09
Commerzbank AG                 9.75   6/23/2016    EUR    62.80
Commerzbank AG                11.50   6/23/2016    EUR    66.02
Zurcher Kantonalbank Financ    7.02   9/23/2016    CHF    58.94
Zurcher Kantonalbank Financ    8.02   9/23/2016    EUR    71.02
Goldman Sachs & Co Wertpapi    4.00  12/21/2016    EUR    58.45
Goldman Sachs & Co Wertpapi    3.00   4/20/2016    EUR    54.50
Goldman Sachs & Co Wertpapi    3.00   5/25/2016    EUR    54.75
Goldman Sachs & Co Wertpapi    3.00   6/22/2016    EUR    54.96
Goldman Sachs & Co Wertpapi    6.00   3/22/2017    EUR    57.23
Zurcher Kantonalbank Financ    8.12    7/8/2016    CHF    69.14
Commerzbank AG                11.75   6/23/2016    EUR    68.51
Commerzbank AG                 9.25   6/23/2016    EUR    50.98
Commerzbank AG                 9.75   6/23/2016    EUR    71.34
Commerzbank AG                13.50   6/23/2016    EUR    65.49
Commerzbank AG                10.25   6/23/2016    EUR    69.99
Commerzbank AG                14.50   6/23/2016    EUR    64.29
Leonteq Securities AG         10.00  10/13/2016    CHF    68.18
UBS AG/London                  5.50    7/3/2017    CHF    71.68
Zurcher Kantonalbank Financ   11.06    7/1/2016    CHF    67.64
Goldman Sachs & Co Wertpapi   19.00   6/22/2016    EUR    73.52
Vontobel Financial Products    3.70    9/9/2016    EUR    61.29
Vontobel Financial Products    4.35    9/9/2016    EUR    65.38
Vontobel Financial Products    4.35   6/10/2016    EUR    64.69
Vontobel Financial Products    9.05   6/17/2016    EUR    58.90
Vontobel Financial Products    7.95   6/10/2016    EUR    59.97
UBS AG/London                  7.00    7/3/2017    CHF    69.16
UBS AG/London                  8.50    1/3/2017    CHF    62.38
Vontobel Financial Products    4.75    9/9/2016    EUR    71.70
Goldman Sachs & Co Wertpapi    7.00  10/26/2016    EUR    63.70
Commerzbank AG                 6.50   6/23/2016    EUR    50.77
Commerzbank AG                10.00   6/23/2016    EUR    47.68
Vontobel Financial Products    4.65   9/16/2016    EUR    53.28
Landesbank Hessen-Thueringe    3.00  10/31/2016    EUR    72.20
UBS AG/London                 15.02   9/15/2016    USD
Banque Cantonale Vaudoise      7.25    7/3/2017    CHF    56.51
Deutsche Bank AG               3.20   8/24/2016    EUR    70.30
Deutsche Bank AG               3.20   9/20/2016    EUR    70.40
Deutsche Bank AG               3.20   9/20/2016    EUR    73.40
Deutsche Bank AG               3.20   8/24/2016    EUR    63.70
Deutsche Bank AG               3.20  10/26/2016    EUR    61.80
Deutsche Bank AG               3.20  12/20/2016    EUR    70.60
Deutsche Bank AG               3.20   7/20/2016    EUR    66.10
Deutsche Bank AG               3.20  10/26/2016    EUR    73.40
Deutsche Bank AG               3.20  11/23/2016    EUR    61.90
Deutsche Bank AG               3.20  12/20/2016    EUR    64.30
Deutsche Bank AG               3.20  10/26/2016    EUR    70.50
Deutsche Bank AG               3.20  10/26/2016    EUR    64.00
Deutsche Bank AG               3.20  11/23/2016    EUR    64.20
Deutsche Bank AG               3.20  11/23/2016    EUR    70.60
Deutsche Bank AG               3.20   6/21/2016    EUR    70.90
Deutsche Bank AG               3.20   8/24/2016    EUR    71.10
Deutsche Bank AG               3.20  10/26/2016    EUR    71.10
Deutsche Bank AG               3.20   7/20/2016    EUR    71.00
LBBW                           6.00   9/23/2016    EUR    72.93
Deutsche Bank AG               3.20   7/20/2016    EUR    68.10
LBBW                           4.50   9/23/2016    EUR    65.59
Deutsche Bank AG               3.20   9/20/2016    EUR    71.10
Deutsche Bank AG               3.20  12/20/2016    EUR    71.20
Deutsche Bank AG               3.20   9/20/2016    EUR    74.00
Deutsche Bank AG               3.20   8/24/2016    EUR    74.00
Deutsche Bank AG               3.20   9/20/2016    EUR    68.30
Deutsche Bank AG               3.20  12/20/2016    EUR    68.60
Deutsche Bank AG               3.20   8/24/2016    EUR    68.20
Deutsche Bank AG               3.20  10/26/2016    EUR    58.30
Deutsche Bank AG               3.20   6/21/2016    EUR    64.30
Deutsche Bank AG               3.20   8/24/2016    EUR    64.90
Deutsche Bank AG               3.20  11/23/2016    EUR    65.00
Deutsche Bank AG               3.20  12/20/2016    EUR    64.90
Deutsche Bank AG               3.20   7/20/2016    EUR    57.50
Deutsche Bank AG               3.20  11/23/2016    EUR    58.60
Deutsche Bank AG               3.20   8/24/2016    EUR    64.00
Deutsche Bank AG               3.20  10/26/2016    EUR    61.80
Leonteq Securities AG         10.00   9/28/2016    CHF    59.09
Deutsche Bank AG               3.20   9/20/2016    EUR    65.00
Deutsche Bank AG               3.20   7/20/2016    EUR    63.80
Deutsche Bank AG               3.20   7/20/2016    EUR    60.50
Deutsche Bank AG               3.20   8/24/2016    EUR    57.80
Deutsche Bank AG               4.20  10/26/2016    EUR    71.70
Deutsche Bank AG               4.20   6/21/2016    EUR    71.20
Deutsche Bank AG               4.20  12/20/2016    EUR    74.10
Deutsche Bank AG               4.20   9/20/2016    EUR    73.90
Vontobel Financial Products    6.00  12/23/2016    EUR    66.29
Deutsche Bank AG               4.20  11/23/2016    EUR    69.20
Deutsche Bank AG               4.20   6/21/2016    EUR    68.20
Deutsche Bank AG               4.20  10/26/2016    EUR    74.00
Deutsche Bank AG               4.20  11/23/2016    EUR    71.80
Deutsche Bank AG               4.20  11/23/2016    EUR    74.00
Deutsche Bank AG               4.20   7/20/2016    EUR    71.30
Deutsche Bank AG               4.20  12/20/2016    EUR    62.80
Deutsche Bank AG               4.20  12/20/2016    EUR    65.00
Deutsche Bank AG               3.20   6/21/2016    EUR    71.70
Deutsche Bank AG               4.20  12/20/2016    EUR    71.90
Deutsche Bank AG               8.20  12/20/2016    EUR    69.20
Deutsche Bank AG               8.20  10/26/2016    EUR    72.00
Deutsche Bank AG               8.20  10/26/2016    EUR    59.00
Deutsche Bank AG               4.20   6/21/2016    EUR    61.50
Deutsche Bank AG               8.20  10/26/2016    EUR    64.20
Deutsche Bank AG               8.20   9/20/2016    EUR    58.30
Deutsche Bank AG               8.20   9/20/2016    EUR    65.70
Deutsche Bank AG               4.20   9/20/2016    EUR    61.50
Deutsche Bank AG               8.20   6/21/2016    EUR    56.50
Deutsche Bank AG               8.20  12/20/2016    EUR    60.10
Deutsche Bank AG               3.20   6/21/2016    EUR    66.90
Deutsche Bank AG               3.20   6/21/2016    EUR    62.90
Deutsche Bank AG               8.20  11/23/2016    EUR    59.50
Deutsche Bank AG               8.20  10/26/2016    EUR    66.40
Deutsche Bank AG               3.20   9/20/2016    EUR    67.10
Deutsche Bank AG               3.20  12/20/2016    EUR    69.30
Deutsche Bank AG               3.20  12/20/2016    EUR    67.30
Deutsche Bank AG               4.20  12/20/2016    EUR    62.50
Deutsche Bank AG               8.20  11/23/2016    EUR    61.20
Deutsche Bank AG               8.20   6/21/2016    EUR    63.90
Deutsche Bank AG               8.20   9/20/2016    EUR    67.40
Deutsche Bank AG               8.20  10/26/2016    EUR    68.10
Deutsche Bank AG               8.20   9/20/2016    EUR    63.40
Notenstein La Roche Private    6.40   9/25/2017    EUR    68.81
Deutsche Bank AG               4.20  10/26/2016    EUR    61.90
Deutsche Bank AG               8.20  12/20/2016    EUR    67.50
Deutsche Bank AG               8.20  11/23/2016    EUR    66.90
Deutsche Bank AG               8.20  12/20/2016    EUR    61.70
Deutsche Bank AG               3.20   9/20/2016    EUR    71.70
Deutsche Bank AG               3.20  12/20/2016    EUR    69.10
Deutsche Bank AG               4.20  12/20/2016    EUR    59.60
Deutsche Bank AG               8.20   6/21/2016    EUR    57.90
Deutsche Bank AG               4.20  11/23/2016    EUR    62.50
Deutsche Bank AG               4.20   9/20/2016    EUR    62.10
Deutsche Bank AG               8.20   9/20/2016    EUR    59.80
Deutsche Bank AG               8.20  11/23/2016    EUR    56.80
Deutsche Bank AG               3.20   9/20/2016    EUR    71.80
Deutsche Bank AG               4.20  12/20/2016    EUR    69.80
Deutsche Bank AG               4.20  12/20/2016    EUR    67.40
Commerzbank AG                 7.50   6/23/2016    EUR    64.70
Deutsche Bank AG               4.20   7/20/2016    EUR    69.10
Deutsche Bank AG               4.20   8/24/2016    EUR    69.30
Commerzbank AG                 9.50   6/23/2016    EUR    56.78
Deutsche Bank AG               4.20  10/26/2016    EUR    67.00
DZ Bank AG Deutsche Zentral    8.00   6/20/2016    EUR    60.74
Commerzbank AG                10.50   6/23/2016    EUR    71.45
Commerzbank AG                 8.50   6/23/2016    EUR    71.32
Commerzbank AG                 5.50   6/23/2016    EUR    52.95
DZ Bank AG Deutsche Zentral    6.20   9/19/2016    EUR    61.73
DZ Bank AG Deutsche Zentral    5.30   6/20/2016    EUR    60.60
DZ Bank AG Deutsche Zentral    6.70   6/20/2016    EUR    58.61
Deutsche Bank AG               4.20  10/26/2016    EUR    64.00
Deutsche Bank AG               4.20   8/24/2016    EUR    72.10
Deutsche Bank AG               3.20   8/24/2016    EUR    68.90
Deutsche Bank AG               3.20  10/26/2016    EUR    71.70
Vontobel Financial Products    8.95   6/13/2016    EUR    72.80
Deutsche Bank AG               3.20   7/20/2016    EUR    67.00
Deutsche Bank AG               3.20  10/26/2016    EUR    69.30
Deutsche Bank AG               3.20  10/26/2016    EUR    67.20
Deutsche Bank AG               3.20  10/26/2016    EUR    63.40
Deutsche Bank AG               3.20  11/22/2017    EUR    67.50
Deutsche Bank AG               3.20  11/22/2017    EUR    64.10
Deutsche Bank AG               3.20    7/6/2016    EUR    73.60
UniCredit Bank AG              4.15   6/23/2016    EUR    54.56
UniCredit Bank AG              5.00   6/23/2016    EUR    61.56
UniCredit Bank AG              4.50   6/23/2016    EUR    69.67
Deutsche Bank AG               4.20  10/26/2016    EUR    72.50
UniCredit Bank AG              4.00   6/23/2016    EUR    55.66
UniCredit Bank AG              4.30   6/23/2016    EUR    65.01
UniCredit Bank AG              4.20   6/23/2016    EUR    66.30
UniCredit Bank AG              4.80   6/23/2016    EUR    68.30
UniCredit Bank AG              4.85   6/23/2016    EUR    60.98
UniCredit Bank AG              4.45   6/23/2016    EUR    63.48
UniCredit Bank AG              4.00   6/23/2016    EUR    56.80
UniCredit Bank AG              4.15   6/23/2016    EUR    66.97
UniCredit Bank AG              4.20   6/23/2016    EUR    65.16
UniCredit Bank AG              6.00   6/23/2016    EUR    65.87
UniCredit Bank AG              4.25   6/23/2016    EUR    53.49
UniCredit Bank AG              4.00   6/23/2016    EUR    69.04
UniCredit Bank AG              4.90   6/23/2016    EUR    60.69
UniCredit Bank AG              4.75   6/23/2016    EUR    61.59
UniCredit Bank AG              4.25   6/23/2016    EUR    64.82
UniCredit Bank AG              4.30   6/23/2016    EUR    52.97
Commerzbank AG                 5.50   6/23/2016    EUR    71.13
Commerzbank AG                 9.75   6/23/2016    EUR    65.18
DZ Bank AG Deutsche Zentral    8.25   6/24/2016    EUR    56.18
UBS AG/London                 16.36   10/6/2016    USD
Vontobel Financial Products   12.50   6/24/2016    EUR    55.03
Commerzbank AG                 5.25   6/23/2016    EUR    61.51
Commerzbank AG                 6.50   6/23/2016    EUR    59.91
Commerzbank AG                 6.75   6/23/2016    EUR    59.37
Commerzbank AG                 8.50   6/23/2016    EUR    57.49
Commerzbank AG                 5.00   6/23/2016    EUR    68.24
Commerzbank AG                 9.25   6/23/2016    EUR    62.55
Commerzbank AG                 9.25   6/23/2016    EUR    73.71
Commerzbank AG                 6.00   6/23/2016    EUR    73.55
Commerzbank AG                 4.50   6/23/2016    EUR    61.31
Commerzbank AG                 3.75   6/23/2016    EUR    60.27
Commerzbank AG                 5.25   6/23/2016    EUR    58.05
Commerzbank AG                 6.00   6/23/2016    EUR    57.02
Commerzbank AG                 7.75   6/23/2016    EUR    55.17
Commerzbank AG                 8.50   6/23/2016    EUR    54.28
Commerzbank AG                 6.00   6/23/2016    EUR    64.42
Commerzbank AG                 9.75   6/23/2016    EUR    59.01
Commerzbank AG                 8.50   6/23/2016    EUR    67.57
Commerzbank AG                 9.50   6/23/2016    EUR    66.50
Commerzbank AG                10.75   6/23/2016    EUR    52.97
Commerzbank AG                10.00   6/23/2016    EUR    66.50
Commerzbank AG                12.75   6/23/2016    EUR    56.89
Commerzbank AG                 7.50   6/23/2016    EUR    73.52
Commerzbank AG                10.25   6/23/2016    EUR    59.59
Commerzbank AG                 9.75   6/23/2016    EUR    73.68
Commerzbank AG                10.75   6/23/2016    EUR    72.55
Commerzbank AG                10.25   6/23/2016    EUR    62.33
Commerzbank AG                10.50   6/23/2016    EUR    67.05
Commerzbank AG                11.00   6/23/2016    EUR    66.53
Goldman Sachs & Co Wertpapi   11.00   7/20/2016    EUR    66.70
Goldman Sachs & Co Wertpapi    9.00  12/21/2016    EUR    69.36
Goldman Sachs & Co Wertpapi    4.00   9/21/2016    EUR    57.52
Goldman Sachs & Co Wertpapi    4.00   7/20/2016    EUR    55.46
Goldman Sachs & Co Wertpapi    6.00   3/22/2017    EUR    57.23
Commerzbank AG                15.25   6/23/2016    EUR    63.10
Commerzbank AG                15.75   6/23/2016    EUR    68.38
Commerzbank AG                 7.50   6/23/2016    EUR    53.27
Commerzbank AG                11.25   6/23/2016    EUR    49.02
Commerzbank AG                11.50   6/23/2016    EUR    68.21
Zurcher Kantonalbank Financ    8.50   7/17/2017    CHF    61.15
Vontobel Financial Products    9.70  10/28/2016    EUR    71.33
Notenstein La Roche Private    6.00   1/10/2017    CHF    67.03
Vontobel Financial Products    2.05  12/12/2016    EUR    65.94
Goldman Sachs & Co Wertpapi   23.00   7/20/2016    EUR    70.48
Vontobel Financial Products    2.50    9/9/2016    EUR    64.01
Goldman Sachs & Co Wertpapi    8.00   4/20/2016    EUR    71.55
Goldman Sachs & Co Wertpapi    7.00   8/24/2016    EUR    73.08
Goldman Sachs & Co Wertpapi   22.00   9/21/2016    EUR    59.36
Goldman Sachs & Co Wertpapi   21.00  10/26/2016    EUR    60.93
Goldman Sachs & Co Wertpapi   16.00   3/22/2017    EUR    64.42
Vontobel Financial Products    5.70    9/9/2016    EUR    62.63
Vontobel Financial Products    6.30   6/10/2016    EUR    61.55
Vontobel Financial Products    5.10    9/9/2016    EUR    64.22
Vontobel Financial Products    7.00   6/17/2016    EUR    59.55
Leonteq Securities AG/Guern    9.12   7/13/2016    CHF    62.77
Leonteq Securities AG         10.00   7/13/2016    EUR    63.26
UBS AG/London                 12.00    7/1/2016    USD    47.10
UBS AG/London                  7.50    7/3/2017    EUR    58.20
Vontobel Financial Products    4.45   12/9/2016    EUR    72.19
Goldman Sachs & Co Wertpapi    8.00   4/20/2016    EUR    60.63
Commerzbank AG                 8.25   6/23/2016    EUR    49.14
Vontobel Financial Products    3.00    9/9/2016    EUR    55.15
Vontobel Financial Products    3.05   6/10/2016    EUR    54.37
Vontobel Financial Products    4.35    9/9/2016    EUR    53.73
Goldman Sachs & Co Wertpapi   11.00  10/26/2016    EUR    72.52
Vontobel Financial Products    4.60   6/10/2016    EUR    52.67
Goldman Sachs & Co Wertpapi   11.00  10/26/2016    EUR    72.52
Bank Julius Baer & Co Ltd/G    7.65   9/16/2016    CHF    72.65
Deutsche Bank AG               3.20   7/20/2016    EUR    70.20
Deutsche Bank AG               3.20   7/20/2016    EUR    73.30
Deutsche Bank AG               3.20   8/24/2016    EUR    73.40
Deutsche Bank AG               3.20   9/20/2016    EUR    66.30
Deutsche Bank AG               3.20  12/20/2016    EUR    73.40
Deutsche Bank AG               3.20   7/20/2016    EUR    63.60
Deutsche Bank AG               3.20  11/23/2016    EUR    73.40
Deutsche Bank AG               3.20   8/24/2016    EUR    61.40
Deutsche Bank AG               3.20   7/20/2016    EUR    61.20
Deutsche Bank AG               3.20  12/20/2016    EUR    62.10
Deutsche Bank AG               3.20   8/24/2016    EUR    66.20
Deutsche Bank AG               3.20  11/23/2016    EUR    66.50
Deutsche Bank AG               3.20   9/20/2016    EUR    61.60
Deutsche Bank AG               3.20   9/20/2016    EUR    63.90
Deutsche Bank AG               3.20  12/20/2016    EUR    66.60
LBBW                           6.00   9/23/2016    EUR    72.65
Deutsche Bank AG               3.20  10/26/2016    EUR    66.40
Deutsche Bank AG               3.20  10/26/2016    EUR    74.00
Deutsche Bank AG               3.20  10/26/2016    EUR    68.40
LBBW                           3.00   9/23/2016    EUR    59.58
LBBW                           3.00   9/23/2016    EUR    69.00
LBBW                           6.50   9/23/2016    EUR    62.33
Deutsche Bank AG               3.20   6/21/2016    EUR    74.10
Deutsche Bank AG               3.20  11/23/2016    EUR    73.90
Deutsche Bank AG               3.20   6/21/2016    EUR    68.00
Deutsche Bank AG               3.20   7/20/2016    EUR    74.10
Deutsche Bank AG               3.20  12/20/2016    EUR    73.90
Deutsche Bank AG               3.20  11/23/2016    EUR    68.50
Credit Suisse AG/Nassau        6.30    1/3/2017    CHF    64.41
Deutsche Bank AG               3.20  11/23/2016    EUR    71.20
Deutsche Bank AG               3.20   9/20/2016    EUR    58.00
Deutsche Bank AG               3.20  11/23/2016    EUR    61.50
Deutsche Bank AG               3.20   9/20/2016    EUR    61.00
Deutsche Bank AG               3.20  12/20/2016    EUR    61.70
Deutsche Bank AG               3.20  12/20/2016    EUR    65.00
Deutsche Bank AG               3.20  10/26/2016    EUR    61.30
Deutsche Bank AG               3.20   9/20/2016    EUR    64.20
Deutsche Bank AG               3.20  12/20/2016    EUR    61.90
Deutsche Bank AG               3.20  10/26/2016    EUR    64.50
Deutsche Bank AG               3.20   8/24/2016    EUR    60.80
Deutsche Bank AG               3.20   9/20/2016    EUR    61.70
Deutsche Bank AG               3.20  10/26/2016    EUR    65.00
Deutsche Bank AG               3.20  12/20/2016    EUR    58.80
Deutsche Bank AG               3.20   7/20/2016    EUR    64.90
Deutsche Bank AG               3.20   7/20/2016    EUR    61.40
Deutsche Bank AG               3.20   8/24/2016    EUR    61.60
Deutsche Bank AG               3.20   6/21/2016    EUR    64.80
Deutsche Bank AG               3.20  11/23/2016    EUR    61.80
Deutsche Bank AG               3.20  11/23/2016    EUR    64.70
Deutsche Bank AG               3.20   6/21/2016    EUR    61.30
Deutsche Bank AG               4.20   9/20/2016    EUR    71.60
Deutsche Bank AG               4.20  10/26/2016    EUR    69.00
Deutsche Bank AG               4.20   9/20/2016    EUR    68.80
Deutsche Bank AG               4.20  12/20/2016    EUR    69.30
Vontobel Financial Products    5.50   6/24/2016    EUR    72.07
Deutsche Bank AG               4.20  10/26/2016    EUR    64.60
Deutsche Bank AG               4.20   9/20/2016    EUR    62.10
Deutsche Bank AG               4.20  10/26/2016    EUR    71.10
Deutsche Bank AG               4.20  10/26/2016    EUR    62.40
Deutsche Bank AG               4.20  11/23/2016    EUR    64.80
Deutsche Bank AG               4.20  11/23/2016    EUR    62.60
Deutsche Bank AG               4.20   9/20/2016    EUR    64.40
Deutsche Bank AG               4.20  11/23/2016    EUR    71.20
Deutsche Bank AG               4.20   8/24/2016    EUR    71.50
Deutsche Bank AG               8.20   6/21/2016    EUR    61.60
Deutsche Bank AG               8.20  10/26/2016    EUR    56.20
Deutsche Bank AG               8.20  11/23/2016    EUR    68.70
Deutsche Bank AG               8.20  12/20/2016    EUR    73.00
Deutsche Bank AG               8.20  10/26/2016    EUR    60.60
Deutsche Bank AG               3.20   6/21/2016    EUR    69.10
Deutsche Bank AG               4.20  11/23/2016    EUR    59.30
Deutsche Bank AG               3.20   9/20/2016    EUR    69.20
Deutsche Bank AG               8.20  11/23/2016    EUR    72.50
Deutsche Bank AG               3.20   9/20/2016    EUR    63.30
Deutsche Bank AG               3.20  12/20/2016    EUR    63.60
Deutsche Bank AG               4.20  10/26/2016    EUR    62.40
Deutsche Bank AG               8.20  12/20/2016    EUR    57.40
Deutsche Bank AG               8.20  11/23/2016    EUR    64.70
Deutsche Bank AG               4.20  11/23/2016    EUR    62.20
Deutsche Bank AG               8.20   9/20/2016    EUR    55.30
Deutsche Bank AG               8.20  12/20/2016    EUR    65.20
Deutsche Bank AG               4.20  10/26/2016    EUR    58.90
Deutsche Bank AG               3.20   9/20/2016    EUR    68.90
Deutsche Bank AG               4.20   9/20/2016    EUR    58.50
Deutsche Bank AG               3.20  12/20/2016    EUR    71.60
Deutsche Bank AG               4.20  12/20/2016    EUR    62.60
Deutsche Bank AG               3.20  12/20/2016    EUR    72.20
Deutsche Bank AG               4.20   9/20/2016    EUR    69.40
Deutsche Bank AG               4.20   9/20/2016    EUR    66.80
Deutsche Bank AG               3.18    7/6/2016    EUR    67.20
Commerzbank AG                10.50   6/23/2016    EUR    56.15
Deutsche Bank AG               4.20  10/26/2016    EUR    69.60
Commerzbank AG                 9.00   6/23/2016    EUR    56.47
Deutsche Bank AG               4.20  11/22/2017    EUR    71.70
DZ Bank AG Deutsche Zentral    7.20   6/20/2016    EUR    62.53
Commerzbank AG                10.50   4/21/2016    EUR    70.10
DZ Bank AG Deutsche Zentral    5.10   6/20/2016    EUR    73.79
DZ Bank AG Deutsche Zentral    5.70   9/19/2016    EUR    63.41
DZ Bank AG Deutsche Zentral    7.40   6/20/2016    EUR    57.62
Deutsche Bank AG               4.20   8/24/2016    EUR    63.60
Deutsche Bank AG               4.20    7/6/2016    EUR    71.70
Deutsche Bank AG               3.20   7/20/2016    EUR    71.70
Deutsche Bank AG               3.20   7/20/2016    EUR    68.80
Deutsche Bank AG               3.20   8/24/2016    EUR    71.70
Deutsche Bank AG               3.20  10/26/2016    EUR    69.00
Deutsche Bank AG               3.20  11/22/2017    EUR    67.90
Vontobel Financial Products    7.55   6/17/2016    EUR    72.17
Deutsche Bank AG               3.20   7/20/2016    EUR    69.20
Deutsche Bank AG               3.20   7/20/2016    EUR    63.00
Deutsche Bank AG               3.20   8/24/2016    EUR    69.20
Deutsche Bank AG               3.20   8/24/2016    EUR    67.10
Deutsche Bank AG               3.20   8/24/2016    EUR    63.10
Leonteq Securities AG/Guern    5.14    7/6/2016    EUR    68.49
UniCredit Bank AG              5.00   6/23/2016    EUR    66.97
UniCredit Bank AG              7.00   6/23/2016    EUR    64.83
UniCredit Bank AG              4.65   6/23/2016    EUR    62.21
UniCredit Bank AG              4.00   6/23/2016    EUR    66.57
UniCredit Bank AG              4.10   6/23/2016    EUR    55.11
UniCredit Bank AG              4.70   6/23/2016    EUR    61.90
UniCredit Bank AG              4.50   6/23/2016    EUR    63.16
UniCredit Bank AG              4.35   6/23/2016    EUR    64.38
UniCredit Bank AG              4.05   6/23/2016    EUR    68.33
UniCredit Bank AG              4.05   6/23/2016    EUR    66.21
UniCredit Bank AG              4.35   6/23/2016    EUR    64.14
UniCredit Bank AG              4.80   6/23/2016    EUR    61.28
UniCredit Bank AG              4.20   6/23/2016    EUR    54.02
UniCredit Bank AG              5.50   6/23/2016    EUR    60.07
UniCredit Bank AG              4.25   6/23/2016    EUR    71.10
UniCredit Bank AG              4.10   6/23/2016    EUR    67.64
UniCredit Bank AG              4.00   6/23/2016    EUR    72.58
UniCredit Bank AG              4.55   6/23/2016    EUR    62.84
UniCredit Bank AG              4.30   6/23/2016    EUR    64.48
UniCredit Bank AG              4.15   6/23/2016    EUR    65.51
UniCredit Bank AG              4.00   6/23/2016    EUR    64.81
UniCredit Bank AG              4.10   6/23/2016    EUR    65.86
UniCredit Bank AG              4.25   6/23/2016    EUR    65.65
UniCredit Bank AG              4.50   6/23/2016    EUR    63.14
UniCredit Bank AG              4.40   6/23/2016    EUR    63.81
UniCredit Bank AG              4.60   6/23/2016    EUR    62.52
Credit Suisse AG/London        5.00   7/13/2016    CHF    72.02
Commerzbank AG                 6.75   6/23/2016    EUR    66.83
Commerzbank AG                 8.75   6/23/2016    EUR    64.04
Commerzbank AG                 7.50   6/23/2016    EUR    68.00
Commerzbank AG                10.00   6/23/2016    EUR    74.39
DZ Bank AG Deutsche Zentral    7.40   7/20/2016    EUR    70.56
DZ Bank AG Deutsche Zentral    5.90   7/20/2016    EUR    63.36
DZ Bank AG Deutsche Zentral    6.80   7/20/2016    EUR    58.74
DZ Bank AG Deutsche Zentral    6.75   9/23/2016    EUR    57.08
UBS AG/London                  9.52   9/15/2016    USD    16.97
UBS AG                         9.76   3/30/2016    USD
Vontobel Financial Products    9.00   9/23/2016    EUR    69.36
Commerzbank AG                 6.25   9/22/2016    EUR    70.86
UBS AG/London                  7.47   7/20/2016    USD
Commerzbank AG                 7.50   9/22/2016    EUR    68.73
UBS AG/London                  7.65   7/20/2016    USD
Commerzbank AG                 9.00   9/22/2016    EUR    66.85
Commerzbank AG                10.50   9/22/2016    EUR    65.20
Commerzbank AG                 8.75   9/22/2016    EUR    72.56
Deutsche Bank AG               7.50   6/21/2016    EUR    73.30
Deutsche Bank AG               7.50  12/20/2016    EUR    68.17
Vontobel Financial Products    6.00   6/24/2016    EUR    56.45
HSBC Trinkaus & Burkhardt A    6.70   4/22/2016    EUR    71.79
HSBC Trinkaus & Burkhardt A    7.60   5/27/2016    EUR    72.50
HSBC Trinkaus & Burkhardt A   17.60  12/23/2016    EUR    65.54
HSBC Trinkaus & Burkhardt A   15.20  12/23/2016    EUR    67.23
HSBC Trinkaus & Burkhardt A   13.40  10/28/2016    EUR    68.78
HSBC Trinkaus & Burkhardt A   13.20   9/23/2016    EUR    68.90
HSBC Trinkaus & Burkhardt A    9.10   9/23/2016    EUR    73.55
UBS AG/London                 15.17   9/21/2016    USD
Deutsche Bank AG               9.20   6/21/2016    EUR    64.80
Deutsche Bank AG               8.20   6/21/2016    EUR    62.20
Deutsche Bank AG               9.20   6/21/2016    EUR    62.40
Deutsche Bank AG               8.20   9/20/2016    EUR    66.30
Deutsche Bank AG               9.20   9/20/2016    EUR    66.80
Deutsche Bank AG               9.20   9/20/2016    EUR    64.50
Deutsche Bank AG               8.20   9/20/2016    EUR    64.00
Deutsche Bank AG               9.20  12/20/2016    EUR    68.70
Deutsche Bank AG               8.20  12/20/2016    EUR    65.80
Deutsche Bank AG               9.20  12/20/2016    EUR    66.50
Deutsche Bank AG               9.20   6/21/2016    EUR    59.10
Deutsche Bank AG               8.20   6/21/2016    EUR    58.80
Deutsche Bank AG               9.20   9/20/2016    EUR    61.10
Deutsche Bank AG               8.20  12/20/2016    EUR    62.40
Deutsche Bank AG               9.20  12/20/2016    EUR    63.10
Deutsche Bank AG               8.20   9/20/2016    EUR    60.60
Deutsche Bank AG               8.20   6/21/2016    EUR    69.20
Deutsche Bank AG               9.20   6/21/2016    EUR    69.40
Deutsche Bank AG               8.20   9/20/2016    EUR    70.30
Deutsche Bank AG               9.20   9/20/2016    EUR    70.80
Deutsche Bank AG               8.20  12/20/2016    EUR    72.10
Deutsche Bank AG               9.20  12/20/2016    EUR    72.90
Commerzbank AG                 7.50   9/22/2016    EUR    64.15
Commerzbank AG                 9.50   9/22/2016    EUR    62.00
Commerzbank AG                11.50   9/22/2016    EUR    60.17
Commerzbank AG                 8.50   9/22/2016    EUR    72.14
Commerzbank AG                10.00   9/22/2016    EUR    69.34
Commerzbank AG                11.75   9/22/2016    EUR    66.93
Commerzbank AG                13.50   9/22/2016    EUR    64.80
Goldman Sachs & Co Wertpapi    8.00   8/24/2016    EUR    63.13
Goldman Sachs & Co Wertpapi    8.00   7/20/2016    EUR    62.50
Goldman Sachs & Co Wertpapi    7.00   3/22/2017    EUR    65.72
UBS AG/London                 14.14   9/22/2016    USD
Bank Julius Baer & Co Ltd/G   10.85   9/30/2016    EUR    67.40
Leonteq Securities AG         11.00   10/5/2016    CHF    64.08
UBS AG/London                 11.89   9/22/2016    USD
DZ Bank AG Deutsche Zentral    8.75   3/29/2016    EUR    55.85
DZ Bank AG Deutsche Zentral    5.50   9/23/2016    EUR    58.61
DZ Bank AG Deutsche Zentral    6.10   9/19/2016    EUR    57.27
DZ Bank AG Deutsche Zentral    4.50   9/19/2016    EUR    68.08
Vontobel Financial Products    8.00   7/22/2016    EUR    57.56
Vontobel Financial Products    8.00   7/22/2016    EUR    63.39
Vontobel Financial Products    8.65   6/24/2016    EUR    72.67
Vontobel Financial Products    8.30   9/23/2016    EUR    74.04
Vontobel Financial Products   10.95   3/29/2016    EUR    73.54
Vontobel Financial Products    7.95   6/24/2016    EUR    56.16
Vontobel Financial Products    7.60   3/29/2016    EUR    55.60
Vontobel Financial Products    7.60   9/23/2016    EUR    56.38
Vontobel Financial Products    8.85   6/24/2016    EUR    55.36
Vontobel Financial Products    5.00   1/10/2017    EUR    57.65
LBBW                           2.75   7/26/2019    EUR    66.22
Vontobel Financial Products    4.15  12/23/2016    EUR    63.95
Vontobel Financial Products    7.45   3/29/2016    EUR    71.52
Credit Suisse AG/Nassau        7.25   6/20/2016    CHF    53.18
Deutsche Bank AG               5.00   8/12/2016    EUR    70.23
UBS AG                        13.50   6/24/2016    EUR    67.87
UBS AG                         8.50   6/24/2016    EUR    63.47
UBS AG                        10.50   6/24/2016    EUR    72.54
UBS AG                         8.50   6/24/2016    EUR    31.94
Leonteq Securities AG         15.00   11/7/2016    CHF    30.75
Leonteq Securities AG         12.00   11/7/2016    CHF    53.26
Leonteq Securities AG          9.20   11/7/2016    USD    65.76
Lehman Brothers Treasury Co    0.50  12/20/2017    AUD    16.25
Vontobel Financial Products    3.50   9/23/2016    EUR    58.29
UBS AG/London                 15.22   9/20/2016    USD
DekaBank Deutsche Girozentr    3.90   5/18/2016    EUR    59.93
Commerzbank AG                 5.75   9/22/2016    EUR    72.03
Commerzbank AG                 7.00   9/22/2016    EUR    69.84
Commerzbank AG                 8.25   9/22/2016    EUR    67.78
Commerzbank AG                 9.75   9/22/2016    EUR    66.00
Commerzbank AG                 7.75   9/22/2016    EUR    73.42
Commerzbank AG                 9.50   9/22/2016    EUR    71.59
Zurcher Kantonalbank Financ    7.52   7/29/2016    CHF    65.30
Bank Julius Baer & Co Ltd/G    9.00    8/2/2016    EUR    61.20
Bank Julius Baer & Co Ltd/G    7.30    8/2/2016    CHF    49.80
DZ Bank AG Deutsche Zentral    7.40   6/20/2016    EUR    67.28
UBS AG/London                 11.29   8/11/2016    USD
UBS AG/London                  7.68   8/11/2016    USD
Bank Julius Baer & Co Ltd/G   10.00   8/12/2016    EUR    56.05
Vontobel Financial Products    6.60   6/24/2016    EUR    71.65
Vontobel Financial Products   10.55   3/29/2016    EUR    68.22
Vontobel Financial Products    9.05   3/29/2016    EUR    61.57
Vontobel Financial Products    8.80   6/24/2016    EUR    58.01
Bank Julius Baer & Co Ltd/G   12.50    7/8/2016    USD    64.55
Vontobel Financial Products   10.55   3/29/2016    EUR    73.53
DZ Bank AG Deutsche Zentral    5.90   6/20/2016    EUR    59.22
DZ Bank AG Deutsche Zentral    7.10   6/20/2016    EUR    57.65
DZ Bank AG Deutsche Zentral    5.40   9/19/2016    EUR    60.27
DZ Bank AG Deutsche Zentral    6.30   9/19/2016    EUR    58.90
DZ Bank AG Deutsche Zentral    7.30   9/19/2016    EUR    57.67
DZ Bank AG Deutsche Zentral    5.00   6/20/2016    EUR    62.46
DZ Bank AG Deutsche Zentral    6.00   6/20/2016    EUR    60.81
DZ Bank AG Deutsche Zentral    7.90   6/20/2016    EUR    64.42
DZ Bank AG Deutsche Zentral    7.00   9/19/2016    EUR    65.13
DZ Bank AG Deutsche Zentral    7.30   9/19/2016    EUR    73.17
DZ Bank AG Deutsche Zentral    7.10   6/20/2016    EUR    55.26
DZ Bank AG Deutsche Zentral    5.00   9/19/2016    EUR    57.88
DZ Bank AG Deutsche Zentral    7.00   6/20/2016    EUR    54.77
DZ Bank AG Deutsche Zentral    5.75   6/20/2016    EUR    54.49
DZ Bank AG Deutsche Zentral    7.50   9/19/2016    EUR    56.63
EFG International Finance G    7.20   6/26/2017    GBP    40.19
Vontobel Financial Products    3.10    1/2/2017    EUR    53.46
Commerzbank AG                 5.00   6/23/2016    EUR    62.10
Commerzbank AG                 7.25   6/23/2016    EUR    58.89
Commerzbank AG                 8.25   6/23/2016    EUR    57.99
Commerzbank AG                 4.25   6/23/2016    EUR    69.50
Commerzbank AG                 5.75   6/23/2016    EUR    66.98
Commerzbank AG                 8.25   6/23/2016    EUR    63.63
Commerzbank AG                 6.00   6/23/2016    EUR    59.06
Commerzbank AG                 6.75   6/23/2016    EUR    58.02
Commerzbank AG                 8.50   6/23/2016    EUR    56.14
Commerzbank AG                 9.25   6/23/2016    EUR    55.24
Vontobel Financial Products    5.35  12/16/2016    EUR    66.29
Commerzbank AG                10.25   6/23/2016    EUR    72.18
Commerzbank AG                 5.00   6/23/2016    EUR    60.10
Commerzbank AG                 8.50   6/23/2016    EUR    72.36
Commerzbank AG                 4.50   6/23/2016    EUR    59.13
Commerzbank AG                 6.75   6/23/2016    EUR    62.90
Commerzbank AG                 8.75   6/23/2016    EUR    60.23
Commerzbank AG                 5.75   6/23/2016    EUR    72.74
Commerzbank AG                 7.00   6/23/2016    EUR    70.04
Commerzbank AG                 9.75   6/23/2016    EUR    53.74
Commerzbank AG                10.25   6/23/2016    EUR    53.34
Commerzbank AG                 9.50   6/23/2016    EUR    67.01
Commerzbank AG                13.25   6/23/2016    EUR    56.49
Commerzbank AG                13.50   6/23/2016    EUR    56.04
Commerzbank AG                 8.00   6/23/2016    EUR    72.93
Commerzbank AG                 9.25   6/23/2016    EUR    63.28
Lehman Brothers Treasury Co    4.00   8/11/2010    USD    13.88
Vontobel Financial Products    8.10   6/24/2016    EUR    73.00
Vontobel Financial Products   10.25   6/24/2016    EUR    72.41
DZ Bank AG Deutsche Zentral    4.50   6/22/2016    EUR    58.13
UBS AG                         2.60   12/9/2016    EUR    63.42
UniCredit Bank AG              4.10   6/23/2016    EUR    63.08
UniCredit Bank AG              4.00   6/23/2016    EUR    63.67
UniCredit Bank AG              5.25   6/23/2016    EUR    58.62
UniCredit Bank AG              4.20   6/23/2016    EUR    62.50
UniCredit Bank AG              4.20   6/23/2016    EUR    50.31
UniCredit Bank AG              6.50   6/23/2016    EUR    71.35
UniCredit Bank AG              7.00   6/23/2016    EUR    70.06
UniCredit Bank AG              4.10   6/23/2016    EUR    51.89
UniCredit Bank AG              4.30   6/23/2016    EUR    58.46
UniCredit Bank AG              4.10   6/23/2016    EUR    51.19
UniCredit Bank AG              4.80   6/23/2016    EUR    47.14
UniCredit Bank AG              4.30   6/23/2016    EUR    50.95
UniCredit Bank AG              5.00   6/23/2016    EUR    46.43
UniCredit Bank AG              4.25   6/23/2016    EUR    49.45
UniCredit Bank AG              4.60   6/23/2016    EUR    55.46
UniCredit Bank AG              4.20   6/23/2016    EUR    59.04
UniCredit Bank AG              5.00   6/23/2016    EUR    59.63
UniCredit Bank AG              4.70   6/23/2016    EUR    54.82
UniCredit Bank AG              4.35   6/23/2016    EUR    58.21
UniCredit Bank AG              4.40   6/23/2016    EUR    69.13
UniCredit Bank AG              4.40   6/23/2016    EUR    50.26
LBBW                           3.00   6/23/2017    EUR    60.62
LBBW                           4.50   6/23/2017    EUR    57.35
LBBW                           3.50   6/23/2017    EUR    69.06
LBBW                           5.50   6/23/2017    EUR    69.35
LBBW                           2.50   6/23/2017    EUR    69.63
LBBW                           2.50   6/23/2017    EUR    67.43
LBBW                           4.50   6/23/2017    EUR    63.34
LBBW                           4.00   6/23/2017    EUR    73.52
LBBW                           4.00   6/23/2017    EUR    58.69
LBBW                           3.00   6/23/2017    EUR    62.43
UBS AG/London                 13.60   8/12/2016    EUR    73.59
UBS AG                         2.90   12/9/2016    EUR    67.47
UniCredit Bank AG              6.00   6/23/2016    EUR    56.76
UniCredit Bank AG              4.50   6/23/2016    EUR    56.12
UniCredit Bank AG              5.50   6/23/2016    EUR    74.04
UniCredit Bank AG              4.15   6/23/2016    EUR    51.65
UniCredit Bank AG              5.00   6/23/2016    EUR    52.98
UniCredit Bank AG              7.50   6/23/2016    EUR    69.53
UniCredit Bank AG              4.20   6/23/2016    EUR    51.42
UniCredit Bank AG              4.35   6/23/2016    EUR    70.23
UniCredit Bank AG              4.30   6/23/2016    EUR    57.50
UniCredit Bank AG              6.75   6/23/2016    EUR    70.71
UniCredit Bank AG              6.00   6/23/2016    EUR    72.67
UniCredit Bank AG              4.10   6/23/2016    EUR    59.61
UniCredit Bank AG              4.25   6/23/2016    EUR    61.92
UniCredit Bank AG              4.90   6/23/2016    EUR    53.58
UniCredit Bank AG              4.50   6/23/2016    EUR    61.78
UniCredit Bank AG              4.75   6/23/2016    EUR    60.68
UniCredit Bank AG              5.75   6/23/2016    EUR    73.33
UBS AG/London                 10.00    6/3/2016    CHF    49.95
UBS AG/London                  6.00    6/3/2016    EUR    49.08
LBBW                           4.00   6/23/2017    EUR    65.68
LBBW                           3.50   6/23/2017    EUR    65.05
LBBW                           5.00   6/23/2017    EUR    71.84
LBBW                           2.50   6/23/2017    EUR    62.09
LBBW                           5.50   6/23/2017    EUR    56.42
LBBW                           4.00   6/23/2017    EUR    60.27
LBBW                           6.00   6/23/2017    EUR    57.35
Vontobel Financial Products    3.65   6/10/2016    EUR    65.98
Vontobel Financial Products    5.40   6/10/2016    EUR    61.33
Vontobel Financial Products    5.45   6/10/2016    EUR    72.61
Credit Suisse AG/Nassau        7.00   4/14/2016    EUR    55.05
Leonteq Securities AG         10.94    4/7/2016    USD    70.37
Norddeutsche Landesbank Gir    3.00    5/6/2016    EUR    68.00
Leonteq Securities AG/Guern    9.00    4/8/2016    USD     2.40
DZ Bank AG Deutsche Zentral    4.00    5/6/2016    EUR    57.12
Zurcher Kantonalbank Financ    5.52   4/29/2016    CHF    72.72
Goldman Sachs & Co Wertpapi    8.00   5/25/2016    EUR    67.88
Goldman Sachs & Co Wertpapi   11.00   5/25/2016    EUR    68.34
Goldman Sachs & Co Wertpapi   11.00   5/25/2016    EUR    68.34
Goldman Sachs & Co Wertpapi    8.00   5/25/2016    EUR    72.97
Goldman Sachs & Co Wertpapi    6.00   5/25/2016    EUR    65.34
Goldman Sachs & Co Wertpapi    7.00   5/25/2016    EUR    73.00
Goldman Sachs & Co Wertpapi    7.00   5/25/2016    EUR    49.97
Goldman Sachs & Co Wertpapi    8.00   6/22/2016    EUR    50.71
Goldman Sachs & Co Wertpapi    6.00   4/20/2016    EUR    54.82
Goldman Sachs & Co Wertpapi    8.00   4/20/2016    EUR    54.93
Goldman Sachs & Co Wertpapi    7.00   5/25/2016    EUR    55.54
Goldman Sachs & Co Wertpapi   12.00   6/22/2016    EUR    54.56
Goldman Sachs & Co Wertpapi   12.00   6/22/2016    EUR    54.56
Goldman Sachs & Co Wertpapi    6.00   5/25/2016    EUR    44.36
Goldman Sachs & Co Wertpapi    8.00   5/25/2016    EUR    44.66
UBS AG/London                  6.50   4/22/2016    CHF    65.25
UBS AG/London                  7.75   4/22/2016    EUR    72.08
UBS AG/London                 11.25   4/22/2016    CHF    67.17
Bank Julius Baer & Co Ltd/G    7.50   4/29/2016    USD    71.85
Leonteq Securities AG          5.00    5/7/2019    CHF    57.44
Leonteq Securities AG          6.00    5/5/2017    CHF    73.65
Leonteq Securities AG         12.40    5/6/2016    CHF    48.72
Leonteq Securities AG         10.00    5/6/2016    EUR    73.24
Leonteq Securities AG         10.00    5/6/2016    USD    73.16
Notenstein La Roche Private    8.00   11/4/2016    CHF    72.28
Notenstein La Roche Private    5.20   11/4/2016    EUR    53.51
Notenstein La Roche Private    4.50    5/6/2019    CHF    73.23
Notenstein La Roche Private    3.60   11/4/2016    CHF    72.60
Notenstein La Roche Private    3.70    5/4/2018    CHF    70.93
Vontobel Financial Products    4.55   5/27/2016    EUR    71.35
Vontobel Financial Products    5.10   5/27/2016    EUR    48.37
Vontobel Financial Products    4.65   5/27/2016    EUR    73.31
Leonteq Securities AG/Guern    3.22   11/8/2016    USD    67.25
LBBW                           3.25   8/25/2017    EUR    63.96
Vontobel Financial Products    7.00   5/27/2016    EUR    72.16
Vontobel Financial Products    6.50   5/27/2016    EUR    50.99
Vontobel Financial Products    7.50   5/27/2016    EUR    70.74
Credit Suisse AG/Nassau        5.25   11/7/2016    CHF    73.86
Banque Cantonale Vaudoise      5.85    5/6/2016    CHF    63.50
Vontobel Financial Products    5.60   5/27/2016    EUR    69.57
Commerzbank AG                 7.24   4/27/2017    EUR    56.83
Leonteq Securities AG          8.00   4/24/2017    USD    65.94
Credit Suisse AG/Nassau        7.00    5/9/2016    CHF    69.41
Vontobel Financial Products    7.10   4/28/2016    EUR    71.14
Vontobel Financial Products    6.60   7/28/2016    EUR    70.43
Bank Julius Baer & Co Ltd/G    5.45    5/6/2016    CHF    57.20
Vontobel Financial Products    9.10   5/27/2016    EUR    70.41
DZ Bank AG Deutsche Zentral    5.75   6/24/2016    EUR    54.70
DZ Bank AG Deutsche Zentral    6.75   6/24/2016    EUR    71.04
DZ Bank AG Deutsche Zentral    5.75   6/24/2016    EUR    55.59
DZ Bank AG Deutsche Zentral    5.75   3/29/2016    EUR    54.51
Landesbank Hessen-Thueringe    4.00   8/15/2016    EUR    60.10
Landesbank Hessen-Thueringe    4.30   8/15/2016    EUR    67.40
Landesbank Hessen-Thueringe    4.00    6/5/2019    EUR    66.09
Vontobel Financial Products    5.55   5/27/2016    EUR    69.43
Landesbank Hessen-Thueringe    6.75   4/17/2020    EUR    60.73
DZ Bank AG Deutsche Zentral    5.90   6/20/2016    EUR    70.51
DZ Bank AG Deutsche Zentral    5.00   6/20/2016    EUR    69.78
DZ Bank AG Deutsche Zentral    5.60   6/20/2016    EUR    71.71
DZ Bank AG Deutsche Zentral    5.90   6/20/2016    EUR    51.54
Leonteq Securities AG          8.00   3/31/2017    CHF    70.55
Leonteq Securities AG          4.75   3/30/2016    CHF    74.85
DekaBank Deutsche Girozentr    3.75   3/10/2017    EUR    48.07
DekaBank Deutsche Girozentr    3.15    2/3/2017    EUR    57.03
UBS AG/London                  6.25   3/29/2016    EUR    73.24
Notenstein Finance Guernsey    4.00   3/19/2018    CHF    71.18
Notenstein La Roche Private    4.00   9/27/2019    CHF    64.42
Notenstein La Roche Private    4.50   3/27/2018    EUR    51.45
Notenstein La Roche Private    6.50   9/27/2016    CHF    60.07
Notenstein La Roche Private    6.50   9/27/2016    CHF    64.89
Notenstein La Roche Private    5.50   3/27/2017    CHF    73.30
Notenstein La Roche Private    5.00   3/27/2019    CHF    62.35
Notenstein La Roche Private    4.60   9/27/2016    CHF    73.10
Leonteq Securities AG          9.00   6/27/2016    CHF    59.07
Leonteq Securities AG          7.00   6/27/2016    CHF    68.73
Leonteq Securities AG          8.00   6/27/2016    EUR    64.98
Vontobel Financial Products   10.15   3/29/2016    EUR    66.47
Vontobel Financial Products    9.35   6/24/2016    EUR    47.98
Vontobel Financial Products   10.00   3/29/2016    EUR    46.86
Notenstein La Roche Private    9.72   6/20/2016    EUR    71.58
DZ Bank AG Deutsche Zentral    6.40   6/20/2016    EUR    56.36
DZ Bank AG Deutsche Zentral    4.80   6/20/2016    EUR    67.10
DZ Bank AG Deutsche Zentral    5.10   6/20/2016    EUR    65.20
DZ Bank AG Deutsche Zentral    5.60   6/20/2016    EUR    50.33
HSBC Trinkaus & Burkhardt A    9.00   6/24/2016    EUR    66.55
Zurcher Kantonalbank Financ   10.00   3/31/2016    CHF    64.86
Credit Suisse AG/Nassau        7.00   10/3/2016    CHF    63.67
Credit Suisse AG/Nassau        6.00   10/3/2016    EUR    49.19
Vontobel Financial Products    5.00   4/22/2016    EUR    73.16
Vontobel Financial Products    8.00   4/22/2016    EUR    59.94
Bank Julius Baer & Co Ltd/G    5.25   3/31/2016    EUR    67.30
Vontobel Financial Products   17.15   6/24/2016    EUR    59.78
Vontobel Financial Products   21.10   6/24/2016    EUR    49.70
Vontobel Financial Products   17.40   6/24/2016    EUR    59.45
Vontobel Financial Products   20.00   6/24/2016    EUR    43.82
Vontobel Financial Products   17.35   6/24/2016    EUR    55.66
Vontobel Financial Products   16.10   6/24/2016    EUR    73.79
Vontobel Financial Products   19.65   6/24/2016    EUR    73.03
Vontobel Financial Products   18.40   6/24/2016    EUR    59.95
Vontobel Financial Products   11.00   4/22/2016    EUR    48.24
Vontobel Financial Products    9.00   4/22/2016    EUR    69.17
Erste Group Bank AG            6.50   4/17/2016    EUR    68.60
DZ Bank AG Deutsche Zentral   11.75   3/29/2016    EUR    67.76
DZ Bank AG Deutsche Zentral    7.00   3/29/2016    EUR    67.69
Goldman Sachs & Co Wertpapi   11.00   6/22/2016    EUR    47.77
Goldman Sachs & Co Wertpapi   10.00   6/22/2016    EUR    65.97
Goldman Sachs & Co Wertpapi   10.00   6/22/2016    EUR    65.97
Goldman Sachs & Co Wertpapi   10.00   6/22/2016    EUR    65.97
Goldman Sachs & Co Wertpapi    6.00   6/22/2016    EUR    71.85
Goldman Sachs & Co Wertpapi    8.00   6/22/2016    EUR    66.61
Goldman Sachs & Co Wertpapi   17.00   6/22/2016    EUR    52.58
Goldman Sachs & Co Wertpapi    5.00   6/22/2016    EUR    61.52
Goldman Sachs & Co Wertpapi   16.00   6/22/2016    EUR    58.35
DekaBank Deutsche Girozentr    2.50  12/16/2016    EUR    71.31
DZ Bank AG Deutsche Zentral    5.00    2/6/2018    EUR    63.80
UBS AG                         4.00   1/15/2019    EUR    72.63
Raiffeisen Centrobank AG       7.90   7/20/2016    EUR    59.14
Raiffeisen Centrobank AG       9.21   7/20/2016    EUR    58.78
Raiffeisen Centrobank AG       4.61   7/20/2016    EUR    73.44
Raiffeisen Centrobank AG       6.58   7/20/2016    EUR    58.45
Raiffeisen Centrobank AG       6.58   7/20/2016    EUR    57.18
Vontobel Financial Products   10.70   6/24/2016    EUR    65.16
Vontobel Financial Products    8.95   6/24/2016    EUR    61.74
Vontobel Financial Products    7.65   6/24/2016    EUR    65.44
Vontobel Financial Products    4.60   6/24/2016    EUR    72.59
DekaBank Deutsche Girozentr    3.20   1/14/2019    EUR    58.89
Zurcher Kantonalbank Financ   10.00    8/3/2016    EUR    60.97
Landesbank Hessen-Thueringe    3.25   7/15/2016    EUR    74.00
DZ Bank AG Deutsche Zentral    8.00   6/24/2016    EUR    58.77
DZ Bank AG Deutsche Zentral    8.00   3/29/2016    EUR    65.34
DZ Bank AG Deutsche Zentral    8.25   6/24/2016    EUR    61.69
DZ Bank AG Deutsche Zentral    7.75   3/29/2016    EUR    65.46
Credit Suisse AG/London        7.15   7/26/2016    EUR    48.56
Credit Suisse AG/Nassau        8.70   7/13/2016    CHF    58.45
Credit Suisse AG/London        7.00   7/18/2016    CHF    58.74
DZ Bank AG Deutsche Zentral    7.75   6/24/2016    EUR    48.51
DZ Bank AG Deutsche Zentral    6.50   6/24/2016    EUR    58.76
DZ Bank AG Deutsche Zentral   10.00   3/29/2016    EUR    46.12
Goldman Sachs & Co Wertpapi   11.00   6/22/2016    EUR    62.27
Goldman Sachs & Co Wertpapi   11.00   6/22/2016    EUR    62.27
Goldman Sachs & Co Wertpapi    7.00   6/22/2016    EUR    72.08
Goldman Sachs & Co Wertpapi   14.00   6/22/2016    EUR    58.82
Goldman Sachs & Co Wertpapi    9.00   6/22/2016    EUR    66.84
Goldman Sachs & Co Wertpapi   16.00   6/22/2016    EUR    69.90
Goldman Sachs & Co Wertpapi    8.00   6/22/2016    EUR    56.22
Goldman Sachs & Co Wertpapi   15.00   6/22/2016    EUR    46.98
Goldman Sachs & Co Wertpapi   18.00   6/22/2016    EUR    44.46
LBBW                           5.00  11/25/2016    EUR    69.85
Vontobel Financial Products   18.30   6/24/2016    EUR    70.90
Vontobel Financial Products   15.05   9/23/2016    EUR    72.43
Financial Sovetnik OOO        11.00   6/11/2018    RUB     0.05
SG Issuer SA                   5.50   4/10/2021    EUR    58.44
Deutsche Bank AG               7.50   9/20/2016    EUR    64.97
Deutsche Bank AG               7.50   9/20/2016    EUR    70.53
Deutsche Bank AG               7.50   9/20/2016    EUR    59.87
DZ Bank AG Deutsche Zentral    8.90   9/23/2016    EUR    72.81
DZ Bank AG Deutsche Zentral    5.50   9/23/2016    EUR    70.75
DZ Bank AG Deutsche Zentral    5.60   6/24/2016    EUR    69.89
DZ Bank AG Deutsche Zentral    6.90   9/23/2016    EUR    67.72
DZ Bank AG Deutsche Zentral    6.30   6/24/2016    EUR    53.41
DZ Bank AG Deutsche Zentral    8.20   9/23/2016    EUR    69.85
DZ Bank AG Deutsche Zentral    9.00   9/23/2016    EUR    58.68
Vontobel Financial Products    6.30   8/26/2016    EUR    58.41
Leonteq Securities AG          9.40  10/24/2016    EUR    60.27
Vontobel Financial Products    6.50   7/22/2016    EUR    61.89
Goldman Sachs & Co Wertpapi   21.00   7/20/2016    EUR    69.49
Goldman Sachs & Co Wertpapi    4.00   8/24/2016    EUR    66.45
Goldman Sachs & Co Wertpapi    7.00   4/20/2016    EUR    60.79
Goldman Sachs & Co Wertpapi    6.00   5/25/2016    EUR    64.83
Goldman Sachs & Co Wertpapi    8.00   5/25/2016    EUR    61.61
Goldman Sachs & Co Wertpapi    6.00   6/22/2016    EUR    65.25
Goldman Sachs & Co Wertpapi    6.00   7/20/2016    EUR    65.62
Goldman Sachs & Co Wertpapi    6.00   8/24/2016    EUR    66.02
Goldman Sachs & Co Wertpapi    6.00   4/20/2016    EUR    64.34
Goldman Sachs & Co Wertpapi   13.00   7/20/2016    EUR    58.24
UBS AG                         8.85   7/21/2016    USD    33.77
UBS AG/London                  5.75   7/22/2016    CHF    57.83
UBS AG/London                  8.00   7/22/2016    CHF    64.73
UBS AG/London                  8.50   7/22/2016    CHF    71.07
Vontobel Financial Products    8.90   3/29/2016    EUR    57.47
Vontobel Financial Products    8.65   6/24/2016    EUR    54.27
Vontobel Financial Products    7.40   9/23/2016    EUR    55.81
Vontobel Financial Products    3.20   9/23/2016    EUR    61.66
Vontobel Financial Products    4.00   3/29/2016    EUR    63.75
Vontobel Financial Products    3.40   6/24/2016    EUR    61.06
Vontobel Financial Products    9.35   3/29/2016    EUR    55.64
Vontobel Financial Products    9.60   6/24/2016    EUR    56.54
Vontobel Financial Products    8.15   9/23/2016    EUR    58.16
Vontobel Financial Products   11.50   6/24/2016    EUR    72.61
Vontobel Financial Products    7.25   6/24/2016    EUR    71.96
Vontobel Financial Products   11.15   3/29/2016    EUR    73.54
Vontobel Financial Products    9.60   6/24/2016    EUR    72.66
Vontobel Financial Products    8.30   9/23/2016    EUR    74.04
Vontobel Financial Products    8.10   6/24/2016    EUR    55.61
Vontobel Financial Products    8.65   3/29/2016    EUR    57.47
Bank Julius Baer & Co Ltd/G    7.50   7/22/2016    CHF    71.60
Zurcher Kantonalbank Financ    5.00   7/27/2017    CHF    73.52
UBS AG/London                  7.88   7/21/2016    USD
Bank Julius Baer & Co Ltd/G    5.60   7/24/2017    EUR    70.15
Vontobel Financial Products    5.65   3/29/2016    EUR    60.69
Vontobel Financial Products    5.70   6/24/2016    EUR    58.10
Vontobel Financial Products   10.30   6/24/2016    EUR    53.35
Vontobel Financial Products   11.65   3/29/2016    EUR    54.58
Vontobel Financial Products    6.45   8/26/2016    EUR    73.19
Vontobel Financial Products    7.45   8/26/2016    EUR    69.58
Commerzbank AG                 4.00   7/21/2016    EUR    59.37
Commerzbank AG                 4.25   7/21/2016    EUR    58.79
Commerzbank AG                 4.50   7/21/2016    EUR    58.25
Commerzbank AG                 5.00   7/21/2016    EUR    57.78
Commerzbank AG                 5.50   7/21/2016    EUR    57.33
Commerzbank AG                 5.75   7/21/2016    EUR    56.83
Commerzbank AG                 6.25   7/21/2016    EUR    56.40
Commerzbank AG                 6.75   7/21/2016    EUR    55.98
Commerzbank AG                 7.00   7/21/2016    EUR    55.51
Commerzbank AG                 7.50   7/21/2016    EUR    55.11
Commerzbank AG                 8.00   7/21/2016    EUR    54.73
Commerzbank AG                 8.50   7/21/2016    EUR    54.37
Commerzbank AG                 9.00   7/21/2016    EUR    54.01
Commerzbank AG                 4.00   7/21/2016    EUR    71.44
Commerzbank AG                 4.50   7/21/2016    EUR    70.83
Commerzbank AG                 4.75   7/21/2016    EUR    70.22
Commerzbank AG                 5.25   7/21/2016    EUR    69.64
Commerzbank AG                 5.50   7/21/2016    EUR    69.04
Commerzbank AG                 6.00   7/21/2016    EUR    68.48
Commerzbank AG                 6.50   7/21/2016    EUR    67.99
Commerzbank AG                 7.00   7/21/2016    EUR    67.45
Commerzbank AG                 7.50   7/21/2016    EUR    66.97
Commerzbank AG                 7.75   7/21/2016    EUR    66.38
Commerzbank AG                 8.25   7/21/2016    EUR    65.93
Commerzbank AG                 8.75   7/21/2016    EUR    65.44
Commerzbank AG                 9.25   7/21/2016    EUR    65.01
Commerzbank AG                 4.75   7/21/2016    EUR    62.62
Commerzbank AG                 5.75   7/21/2016    EUR    61.23
Commerzbank AG                 6.75   7/21/2016    EUR    59.91
Commerzbank AG                 7.75   7/21/2016    EUR    58.65
Commerzbank AG                 8.75   7/21/2016    EUR    57.54
Commerzbank AG                 9.75   7/21/2016    EUR    56.46
Commerzbank AG                11.00   7/21/2016    EUR    55.52
Commerzbank AG                 5.00   7/21/2016    EUR    74.02
Commerzbank AG                 6.00   7/21/2016    EUR    72.87
Commerzbank AG                 7.00   7/21/2016    EUR    71.76
Commerzbank AG                 4.50   7/21/2016    EUR    63.53
Zurcher Kantonalbank Financ    7.00    8/4/2016    EUR    63.32
Vontobel Financial Products    6.80   1/27/2017    EUR    72.76
Vontobel Financial Products    4.00   6/24/2016    EUR    71.15
Credit Suisse AG/Nassau        6.00    8/7/2017    CHF    71.53
DZ Bank AG Deutsche Zentral    5.50   8/26/2016    EUR    73.03
DZ Bank AG Deutsche Zentral    6.00   8/26/2016    EUR    66.98
DZ Bank AG Deutsche Zentral    5.50   8/26/2016    EUR    64.94
DZ Bank AG Deutsche Zentral    6.25   8/26/2016    EUR    63.51
DZ Bank AG Deutsche Zentral    5.00   8/26/2016    EUR    66.92
DZ Bank AG Deutsche Zentral    5.75  12/23/2016    EUR    61.41
DZ Bank AG Deutsche Zentral    5.25  12/23/2016    EUR    65.18
DZ Bank AG Deutsche Zentral    5.75  12/23/2016    EUR    58.00
Bank Julius Baer & Co Ltd/G    6.70    8/4/2016    EUR    61.90
Commerzbank AG                 7.25   7/21/2016    EUR    69.97
Commerzbank AG                 7.75   7/21/2016    EUR    69.10
Commerzbank AG                 8.25   7/21/2016    EUR    68.19
Commerzbank AG                 9.00   7/21/2016    EUR    67.45
Commerzbank AG                 9.50   7/21/2016    EUR    66.65
Commerzbank AG                10.25   7/21/2016    EUR    65.96
Commerzbank AG                11.25   6/23/2016    EUR    71.22
Commerzbank AG                15.50   6/23/2016    EUR    65.48
Commerzbank AG                 7.75   6/23/2016    EUR    51.21
Commerzbank AG                 9.75   6/23/2016    EUR    49.08
Commerzbank AG                12.00   6/23/2016    EUR    47.29
Commerzbank AG                 9.00   7/21/2016    EUR    72.88
Commerzbank AG                 6.50   7/21/2016    EUR    69.08
Commerzbank AG                 8.00   7/21/2016    EUR    66.61
Commerzbank AG                 9.50   7/21/2016    EUR    64.31
Commerzbank AG                11.00   7/21/2016    EUR    62.27
Commerzbank AG                12.75   7/21/2016    EUR    60.50
Commerzbank AG                10.00   7/21/2016    EUR    68.83
Commerzbank AG                14.25   7/21/2016    EUR    63.66
Commerzbank AG                12.25   7/21/2016    EUR    75.38
Commerzbank AG                14.00   7/21/2016    EUR    73.17
Commerzbank AG                12.25   7/21/2016    EUR    72.55
UBS AG                         9.57   7/26/2016    USD
Commerzbank AG                 5.50   7/21/2016    EUR    72.76
Commerzbank AG                 6.00   7/21/2016    EUR    71.73
Commerzbank AG                 6.75   7/21/2016    EUR    70.88
Bank Julius Baer & Co Ltd/G   10.20   7/27/2016    EUR    69.10
Vontobel Financial Products    8.95   3/29/2016    EUR    60.04
Vontobel Financial Products    8.80   6/24/2016    EUR    60.82
DZ Bank AG Deutsche Zentral    7.25   9/19/2016    EUR    55.08
DZ Bank AG Deutsche Zentral    6.60   6/20/2016    EUR    54.36
DZ Bank AG Deutsche Zentral    6.10   9/19/2016    EUR    55.72
DZ Bank AG Deutsche Zentral    7.60   6/20/2016    EUR    66.67
DZ Bank AG Deutsche Zentral    6.70   9/19/2016    EUR    67.81
Commerzbank AG                 8.25   7/21/2016    EUR    72.12
Commerzbank AG                 6.00   7/21/2016    EUR    63.01
Commerzbank AG                 6.75   7/21/2016    EUR    61.96
Commerzbank AG                 7.50   7/21/2016    EUR    60.95
Commerzbank AG                 8.50   7/21/2016    EUR    60.11
Commerzbank AG                 9.25   7/21/2016    EUR    59.20
Commerzbank AG                 8.25   7/21/2016    EUR    73.16
Commerzbank AG                 9.25   7/21/2016    EUR    72.09
Commerzbank AG                 4.25   7/21/2016    EUR    66.03
Commerzbank AG                 5.00   7/21/2016    EUR    64.89
Commerzbank AG                 6.00   7/21/2016    EUR    63.87
Commerzbank AG                 6.75   7/21/2016    EUR    62.82
Commerzbank AG                 7.75   7/21/2016    EUR    61.90
Commerzbank AG                 8.50   7/21/2016    EUR    60.96
Commerzbank AG                 4.25   7/21/2016    EUR    71.46
Commerzbank AG                 5.25   7/21/2016    EUR    69.86
Commerzbank AG                 6.00   7/21/2016    EUR    68.29
Commerzbank AG                 7.00   7/21/2016    EUR    66.87
Commerzbank AG                 8.25   7/21/2016    EUR    65.62
Commerzbank AG                 9.25   7/21/2016    EUR    64.36
Commerzbank AG                 6.75   7/21/2016    EUR    72.70
Commerzbank AG                 9.00   7/21/2016    EUR    69.91
Commerzbank AG                 5.25   7/21/2016    EUR    69.46
Commerzbank AG                 6.75   7/21/2016    EUR    67.16
Commerzbank AG                 8.50   7/21/2016    EUR    65.09
Commerzbank AG                 6.50   7/21/2016    EUR    64.26
Commerzbank AG                 8.75   7/21/2016    EUR    61.85
Commerzbank AG                 5.00   7/21/2016    EUR    65.56
Commerzbank AG                 6.50   7/21/2016    EUR    63.46
Commerzbank AG                 8.25   7/21/2016    EUR    61.55
Commerzbank AG                 5.25   7/21/2016    EUR    72.88
Commerzbank AG                 7.50   7/21/2016    EUR    70.07
Commerzbank AG                 7.00   6/23/2016    EUR    52.48
Commerzbank AG                 8.75   6/23/2016    EUR    50.77
Commerzbank AG                10.75   6/23/2016    EUR    49.32
Leonteq Securities AG         10.00  12/22/2016    CHF    62.58
UBS AG                         8.53   7/28/2016    USD
UBS AG                         4.39   7/27/2017    USD
UBS AG                         4.57   7/27/2017    USD
UBS AG                         8.42   7/27/2016    USD
Zurcher Kantonalbank Financ    7.52    8/5/2016    EUR    69.45
Bank J Safra Sarasin AG/Gue    7.45   7/28/2016    CHF    72.93
Vontobel Financial Products    8.95   7/22/2016    EUR    66.11
Vontobel Financial Products    8.15   9/23/2016    EUR    67.11
Vontobel Financial Products   10.60   3/29/2016    EUR    68.23
Vontobel Financial Products    7.80   7/22/2016    EUR    54.68
Vontobel Financial Products   10.65   7/22/2016    EUR    52.27
Vontobel Financial Products    5.30   7/22/2016    EUR    57.62
Vontobel Financial Products    5.45   6/24/2016    EUR    57.25
Vontobel Financial Products    4.95   3/29/2016    EUR    61.49
Vontobel Financial Products    2.45   3/29/2016    EUR    66.18
Notenstein La Roche Private    2.75    8/7/2019    CHF    69.78
Notenstein La Roche Private    3.10   8/14/2019    CHF    72.21
Vontobel Financial Products    9.05   3/29/2016    EUR    58.56
Vontobel Financial Products    9.45   6/24/2016    EUR    59.36
Vontobel Financial Products    8.05   9/23/2016    EUR    60.89
Vontobel Financial Products    8.50   7/22/2016    EUR    60.80
Vontobel Financial Products    4.70   3/29/2016    EUR    64.94
Vontobel Financial Products    5.30   7/22/2016    EUR    64.63
UniCredit Bank AG              4.88   8/25/2017    EUR    73.33
Commerzbank AG                 7.50   7/21/2016    EUR    54.06
Commerzbank AG                 7.50   7/21/2016    EUR    65.10
Commerzbank AG                 8.00   7/21/2016    EUR    72.79
Notenstein La Roche Private    7.50    2/7/2017    EUR    71.01
Notenstein La Roche Private    7.00    2/7/2017    CHF    70.83
Notenstein La Roche Private    5.50    8/7/2018    CHF    69.68
Notenstein La Roche Private    5.00    8/7/2018    CHF    70.02
Goldman Sachs & Co Wertpapi   21.00   7/20/2016    EUR    70.33
Goldman Sachs & Co Wertpapi   21.00   7/20/2016    EUR    69.30
Goldman Sachs & Co Wertpapi    7.00   8/24/2016    EUR    71.69
Goldman Sachs & Co Wertpapi   10.00   8/24/2016    EUR    67.37
Goldman Sachs & Co Wertpapi    7.00   8/24/2016    EUR    58.62
Goldman Sachs & Co Wertpapi    8.00   8/24/2016    EUR    57.12
Goldman Sachs & Co Wertpapi   13.00   3/22/2017    EUR    56.20
Goldman Sachs & Co Wertpapi    9.00   6/21/2017    EUR    59.71
Goldman Sachs & Co Wertpapi   12.00   6/21/2017    EUR    58.14
Bank Julius Baer & Co Ltd/G   13.68   7/28/2016    CHF    51.20
DZ Bank AG Deutsche Zentral    6.75   6/24/2016    EUR    58.25
DZ Bank AG Deutsche Zentral    5.25   6/24/2016    EUR    58.91
DZ Bank AG Deutsche Zentral    4.90   9/19/2016    EUR    67.32
DZ Bank AG Deutsche Zentral    4.80   9/19/2016    EUR    60.04
DZ Bank AG Deutsche Zentral    4.90   6/20/2016    EUR    67.44
Vontobel Financial Products    9.00   7/22/2016    EUR    72.46
Vontobel Financial Products    7.35   9/23/2016    EUR    73.45
Vontobel Financial Products    9.50   6/24/2016    EUR    72.64
Vontobel Financial Products    6.90   9/23/2016    EUR    57.56
Vontobel Financial Products    9.00   3/29/2016    EUR    54.47
EFG International Finance G    7.20   7/29/2020    EUR    63.70
Vontobel Financial Products    8.70   3/29/2016    EUR    65.99
Vontobel Financial Products    6.90   6/24/2016    EUR    67.14
Vontobel Financial Products    9.15   6/24/2016    EUR    71.72
Vontobel Financial Products    5.15   6/24/2016    EUR    73.40
UBS AG                         5.00   6/24/2016    EUR    62.56
UBS AG                        11.50   6/24/2016    EUR    54.20
Leonteq Securities AG          8.00   11/7/2016    CHF    71.12
Notenstein La Roche Private    6.00    8/7/2017    CHF    72.61
UBS AG/London                  8.90    6/9/2017    EUR    75.69
UBS AG/London                  9.60   3/10/2017    EUR    74.16
UBS AG/London                  8.40    6/9/2017    EUR    74.91
UBS AG/London                 12.00   8/12/2016    EUR    72.86
UBS AG/London                  9.00   3/10/2017    EUR    73.43
Vontobel Financial Products    4.65   12/9/2016    EUR    69.13
Commerzbank AG                 5.50   8/25/2016    EUR    63.04
Vontobel Financial Products    4.95   9/23/2016    EUR    68.90
UBS AG                         4.75   9/23/2016    EUR    71.23
Credit Suisse AG/Nassau        8.00   9/16/2016    CHF    73.16
DZ Bank AG Deutsche Zentral    6.00   6/24/2016    EUR    71.80
DZ Bank AG Deutsche Zentral    9.50   9/23/2016    EUR    73.56
DZ Bank AG Deutsche Zentral    5.50   6/24/2016    EUR    62.36
DZ Bank AG Deutsche Zentral   10.00   8/26/2016    EUR    75.67
Barclays Bank PLC              8.50   9/16/2016    USD     9.62
DZ Bank AG Deutsche Zentral    5.00   6/17/2016    EUR    72.79
UniCredit Bank AG              5.10   6/15/2016    EUR    62.92
Leonteq Securities AG          9.40   8/17/2016    EUR    66.38
Leonteq Securities AG          6.77   8/17/2017    CHF    56.82
DZ Bank AG Deutsche Zentral    4.70   8/24/2016    EUR    58.31
DZ Bank AG Deutsche Zentral    5.75  12/23/2016    EUR    57.40
DZ Bank AG Deutsche Zentral    6.50   3/29/2016    EUR    62.91
DZ Bank AG Deutsche Zentral    5.75   6/24/2016    EUR    61.04
Banque Cantonale Vaudoise/G    8.25   8/17/2016    EUR    65.05
Vontobel Financial Products    5.10   12/2/2016    EUR    63.72
Vontobel Financial Products    7.85   8/26/2016    EUR    70.08
DZ Bank AG Deutsche Zentral    7.25   3/29/2016    EUR    62.85
Deutsche Bank AG               6.20   9/20/2016    EUR    63.00
Deutsche Bank AG               6.20   9/20/2016    EUR    60.90
Deutsche Bank AG               4.20   9/20/2016    EUR    59.90
Deutsche Bank AG               4.20  12/20/2016    EUR    60.70
Deutsche Bank AG               5.20   6/21/2016    EUR    71.40
Deutsche Bank AG               6.20   6/21/2016    EUR    71.70
Deutsche Bank AG               6.20   9/20/2016    EUR    72.60
Deutsche Bank AG               5.20   9/20/2016    EUR    72.10
Deutsche Bank AG               5.20  12/20/2016    EUR    72.70
Deutsche Bank AG               6.20  12/20/2016    EUR    73.40
Deutsche Bank AG               4.20   6/21/2016    EUR    68.20
Deutsche Bank AG               6.20   9/20/2016    EUR    73.30
Deutsche Bank AG               5.20   9/20/2016    EUR    72.80
Deutsche Bank AG               4.20   9/20/2016    EUR    72.30
Deutsche Bank AG               4.20   9/20/2016    EUR    68.30
Deutsche Bank AG               5.20   9/20/2016    EUR    68.80
Deutsche Bank AG               6.20   9/20/2016    EUR    69.30
Deutsche Bank AG               5.20   9/20/2016    EUR    65.20
Deutsche Bank AG               4.20   9/20/2016    EUR    64.70
Deutsche Bank AG               6.20   9/20/2016    EUR    65.70
Deutsche Bank AG               5.20  12/20/2016    EUR    73.60
Deutsche Bank AG               4.20  12/20/2016    EUR    72.90
Deutsche Bank AG               5.20  12/20/2016    EUR    69.90
Deutsche Bank AG               6.20  12/20/2016    EUR    70.60
Deutsche Bank AG               4.20  12/20/2016    EUR    69.20
Deutsche Bank AG               5.20  12/20/2016    EUR    66.40
Deutsche Bank AG               6.20  12/20/2016    EUR    67.20
Deutsche Bank AG               4.20  12/20/2016    EUR    65.70
Deutsche Bank AG               5.20   3/21/2017    EUR    72.90
Deutsche Bank AG               5.20   3/21/2017    EUR    64.60
Deutsche Bank AG               7.20   3/21/2017    EUR    66.60
Deutsche Bank AG               5.20   3/21/2017    EUR    62.60
Deutsche Bank AG               7.20   3/21/2017    EUR    64.50
Deutsche Bank AG               7.20   3/21/2017    EUR    62.60
Deutsche Bank AG               5.20   3/21/2017    EUR    60.60
Deutsche Bank AG               7.20   3/21/2017    EUR    60.80
Deutsche Bank AG               5.20   3/21/2017    EUR    58.80
Deutsche Bank AG               5.20   3/21/2017    EUR    57.10
Deutsche Bank AG               7.20   3/21/2017    EUR    59.10
Deutsche Bank AG               5.20   3/21/2017    EUR    73.50
Deutsche Bank AG               7.20   3/21/2017    EUR    70.50
Deutsche Bank AG               5.20   3/21/2017    EUR    66.90
Deutsche Bank AG               7.20   3/21/2017    EUR    68.90
Deutsche Bank AG               7.20   3/21/2017    EUR    66.00
Deutsche Bank AG               5.20   3/21/2017    EUR    64.00
Deutsche Bank AG               5.20   3/21/2017    EUR    61.30
Deutsche Bank AG               7.20   3/21/2017    EUR    63.30
Deutsche Bank AG               5.20   6/21/2016    EUR    65.20
Deutsche Bank AG               4.20   6/21/2016    EUR    65.00
Deutsche Bank AG               6.20   6/21/2016    EUR    65.50
Deutsche Bank AG               5.20   6/21/2016    EUR    61.70
Deutsche Bank AG               6.20   6/21/2016    EUR    62.00
Deutsche Bank AG               6.20   9/20/2016    EUR    66.40
Deutsche Bank AG               5.20   9/20/2016    EUR    65.90
Deutsche Bank AG               4.20   9/20/2016    EUR    65.40
Deutsche Bank AG               6.20   9/20/2016    EUR    63.10
Deutsche Bank AG               5.20   9/20/2016    EUR    62.60
Deutsche Bank AG               6.20  12/20/2016    EUR    67.20
Deutsche Bank AG               5.20  12/20/2016    EUR    66.50
Deutsche Bank AG               4.20  12/20/2016    EUR    65.80
Deutsche Bank AG               5.20  12/20/2016    EUR    63.40
Deutsche Bank AG               6.20  12/20/2016    EUR    64.10
Deutsche Bank AG               5.20   3/21/2017    EUR    73.30
Deutsche Bank AG               7.20   3/21/2017    EUR    72.90
Deutsche Bank AG               5.20   3/21/2017    EUR    70.90
Deutsche Bank AG               5.20   3/21/2017    EUR    67.60
Deutsche Bank AG               7.20   3/21/2017    EUR    69.50
Deutsche Bank AG               7.20   7/20/2016    EUR    71.50
Deutsche Bank AG               7.20   8/24/2016    EUR    72.00
Deutsche Bank AG               5.20  10/26/2016    EUR    71.70
Deutsche Bank AG               7.20  10/26/2016    EUR    72.90
Deutsche Bank AG               7.20  11/23/2016    EUR    73.20
Deutsche Bank AG               5.20  11/23/2016    EUR    71.90
Deutsche Bank AG               7.20   7/20/2016    EUR    62.50
Deutsche Bank AG               7.20   7/20/2016    EUR    60.30
Deutsche Bank AG               7.20   7/20/2016    EUR    58.20
Deutsche Bank AG               7.20   7/20/2016    EUR    56.30
Deutsche Bank AG               7.20   7/20/2016    EUR    54.50
Deutsche Bank AG               7.20   8/24/2016    EUR    63.10
Deutsche Bank AG               7.20   8/24/2016    EUR    60.90
Deutsche Bank AG               7.20   8/24/2016    EUR    58.90
Deutsche Bank AG               7.20   8/24/2016    EUR    57.00
Deutsche Bank AG               7.20   8/24/2016    EUR    55.20
Deutsche Bank AG               5.20  10/26/2016    EUR    63.00
Deutsche Bank AG               7.20  10/26/2016    EUR    64.10
Deutsche Bank AG               7.20  10/26/2016    EUR    62.00
Deutsche Bank AG               5.20  10/26/2016    EUR    60.80
Deutsche Bank AG               7.20  10/26/2016    EUR    60.00
Deutsche Bank AG               5.20  10/26/2016    EUR    58.80
Deutsche Bank AG               7.20  10/26/2016    EUR    58.10
Deutsche Bank AG               5.20  10/26/2016    EUR    57.00
Deutsche Bank AG               5.20  10/26/2016    EUR    55.20
Deutsche Bank AG               7.20  10/26/2016    EUR    56.40
Deutsche Bank AG               7.20  11/23/2016    EUR    64.60
Deutsche Bank AG               5.20  11/23/2016    EUR    63.30
Deutsche Bank AG               5.20  11/23/2016    EUR    61.10
Deutsche Bank AG               7.20  11/23/2016    EUR    62.50
Deutsche Bank AG               5.20  11/23/2016    EUR    59.20
Deutsche Bank AG               7.20  11/23/2016    EUR    60.50
Deutsche Bank AG               5.20  11/23/2016    EUR    57.30
Deutsche Bank AG               7.20  11/23/2016    EUR    58.60
Deutsche Bank AG               7.20  11/23/2016    EUR    56.90
Deutsche Bank AG               5.20  11/23/2016    EUR    55.50
Deutsche Bank AG               7.20   7/20/2016    EUR    72.30
Deutsche Bank AG               5.20   7/20/2016    EUR    71.60
Deutsche Bank AG               7.20   7/20/2016    EUR    66.70
Deutsche Bank AG               5.20   7/20/2016    EUR    66.10
Deutsche Bank AG               7.20   8/24/2016    EUR    72.70
Deutsche Bank AG               5.20   8/24/2016    EUR    71.90
Deutsche Bank AG               5.20   8/24/2016    EUR    66.40
Deutsche Bank AG               7.20   8/24/2016    EUR    67.30
Deutsche Bank AG               5.20  10/26/2016    EUR    72.30
Deutsche Bank AG               7.20  10/26/2016    EUR    73.50
Deutsche Bank AG               5.20  10/26/2016    EUR    67.10
Deutsche Bank AG               7.20  10/26/2016    EUR    68.20
Deutsche Bank AG               7.20  11/23/2016    EUR    73.80
Deutsche Bank AG               5.20  11/23/2016    EUR    72.50
Deutsche Bank AG               5.20  11/23/2016    EUR    67.30
Deutsche Bank AG               7.20  11/23/2016    EUR    68.70
Deutsche Bank AG               5.20   7/20/2016    EUR    65.50
Deutsche Bank AG               7.20   7/20/2016    EUR    66.20
Deutsche Bank AG               7.20   7/20/2016    EUR    62.70
Deutsche Bank AG               5.20   7/20/2016    EUR    62.10
Deutsche Bank AG               7.20   7/20/2016    EUR    59.60
Deutsche Bank AG               5.20   8/24/2016    EUR    65.80
Deutsche Bank AG               7.20   8/24/2016    EUR    66.60
Deutsche Bank AG               7.20   8/24/2016    EUR    63.20
Deutsche Bank AG               5.20   8/24/2016    EUR    62.40
Deutsche Bank AG               7.20   8/24/2016    EUR    60.20
Deutsche Bank AG               5.20  10/26/2016    EUR    66.20
Deutsche Bank AG               7.20  10/26/2016    EUR    67.40
Deutsche Bank AG               5.20  10/26/2016    EUR    62.90
Deutsche Bank AG               7.20  10/26/2016    EUR    64.10
Deutsche Bank AG               7.20  10/26/2016    EUR    61.20
Deutsche Bank AG               5.20  10/26/2016    EUR    60.00
Deutsche Bank AG               7.20  11/23/2016    EUR    67.70
Deutsche Bank AG               5.20  11/23/2016    EUR    66.30
Deutsche Bank AG               5.20  11/23/2016    EUR    63.20
Deutsche Bank AG               7.20  11/23/2016    EUR    64.50
Deutsche Bank AG               5.20  11/23/2016    EUR    60.20
Deutsche Bank AG               7.20  11/23/2016    EUR    61.60
Deutsche Bank AG               7.20   7/20/2016    EUR    72.60
Deutsche Bank AG               7.20   8/24/2016    EUR    73.10
Deutsche Bank AG               5.20  10/26/2016    EUR    72.80
Deutsche Bank AG               5.20  11/23/2016    EUR    73.00
Deutsche Bank AG               5.20    7/6/2016    EUR    71.90
Deutsche Bank AG               7.20    7/6/2016    EUR    72.50
Deutsche Bank AG               5.20    7/6/2016    EUR    67.90
Deutsche Bank AG               7.20    7/6/2016    EUR    68.40
Deutsche Bank AG               7.20    7/6/2016    EUR    64.80
Deutsche Bank AG               5.20    7/6/2016    EUR    64.20
Deutsche Bank AG               5.20   8/24/2016    EUR    72.50
Deutsche Bank AG               7.20   8/24/2016    EUR    73.30
Deutsche Bank AG               5.20   8/24/2016    EUR    68.50
Deutsche Bank AG               7.20   8/24/2016    EUR    69.30
Deutsche Bank AG               7.20   8/24/2016    EUR    65.70
Deutsche Bank AG               5.20   8/24/2016    EUR    64.90
Deutsche Bank AG               5.20  10/26/2016    EUR    73.10
Deutsche Bank AG               5.20  10/26/2016    EUR    69.30
Deutsche Bank AG               7.20  10/26/2016    EUR    70.40
Deutsche Bank AG               5.20  10/26/2016    EUR    65.70
Deutsche Bank AG               7.20  10/26/2016    EUR    66.90
Deutsche Bank AG               5.20  11/23/2016    EUR    73.40
Deutsche Bank AG               5.20  11/23/2016    EUR    69.60
Deutsche Bank AG               7.20  11/23/2016    EUR    70.90
Deutsche Bank AG               7.20  11/23/2016    EUR    67.40
Deutsche Bank AG               5.20  11/23/2016    EUR    66.10
DZ Bank AG Deutsche Zentral    6.70   6/20/2016    EUR    71.21
DZ Bank AG Deutsche Zentral    5.10   9/19/2016    EUR    71.25
DZ Bank AG Deutsche Zentral    7.60   9/19/2016    EUR    64.54
DZ Bank AG Deutsche Zentral   12.00   6/20/2016    EUR    72.72
DZ Bank AG Deutsche Zentral    8.25   6/20/2016    EUR    72.01
DZ Bank AG Deutsche Zentral    6.50   6/20/2016    EUR    58.69
DZ Bank AG Deutsche Zentral    6.00   9/19/2016    EUR    59.49
DZ Bank AG Deutsche Zentral    6.75   9/19/2016    EUR    59.85
Notenstein La Roche Private    6.34   8/19/2016    CHF    65.61
Vontobel Financial Products    5.00  12/23/2016    EUR    63.68
Vontobel Financial Products   13.40  12/23/2016    EUR    68.10
Vontobel Financial Products    7.60  12/23/2016    EUR    70.43
Vontobel Financial Products    6.75   8/26/2016    EUR    64.54
Vontobel Financial Products    9.00   8/26/2016    EUR    72.61
DekaBank Deutsche Girozentr    5.40   8/12/2016    EUR    61.97
DZ Bank AG Deutsche Zentral    4.90   6/20/2016    EUR    61.81
DZ Bank AG Deutsche Zentral    5.60   9/19/2016    EUR    70.19
Goldman Sachs & Co Wertpapi   11.00   9/21/2016    EUR    58.97
Goldman Sachs & Co Wertpapi    7.00   4/20/2016    EUR    68.49
Goldman Sachs & Co Wertpapi    7.00   4/20/2016    EUR    68.49
Goldman Sachs & Co Wertpapi   13.00   4/20/2016    EUR    68.83
Goldman Sachs & Co Wertpapi    7.00   5/25/2016    EUR    69.06
Goldman Sachs & Co Wertpapi    8.00   5/25/2016    EUR    69.21
Goldman Sachs & Co Wertpapi   10.00   5/25/2016    EUR    69.51
Goldman Sachs & Co Wertpapi   12.00   5/25/2016    EUR    69.82
Goldman Sachs & Co Wertpapi    4.00   6/22/2016    EUR    65.56
Goldman Sachs & Co Wertpapi    8.00   6/22/2016    EUR    66.48
Goldman Sachs & Co Wertpapi    8.00   6/22/2016    EUR    66.48
Goldman Sachs & Co Wertpapi   13.00   6/22/2016    EUR    67.63
Goldman Sachs & Co Wertpapi    5.00   8/24/2016    EUR    66.30
Goldman Sachs & Co Wertpapi   13.00   7/20/2016    EUR    68.49
Goldman Sachs & Co Wertpapi   12.00   8/24/2016    EUR    69.11
Goldman Sachs & Co Wertpapi   11.00   9/21/2016    EUR    69.36
Goldman Sachs & Co Wertpapi   11.00   9/21/2016    EUR    69.36
Goldman Sachs & Co Wertpapi    8.00  12/21/2016    EUR    69.35
Goldman Sachs & Co Wertpapi    5.00  12/21/2016    EUR    67.17
Goldman Sachs & Co Wertpapi    8.00  12/21/2016    EUR    69.35
Goldman Sachs & Co Wertpapi    9.00   3/22/2017    EUR    71.81
Goldman Sachs & Co Wertpapi    9.00   3/22/2017    EUR    71.81
Goldman Sachs & Co Wertpapi   11.00   4/20/2016    EUR    60.99
Goldman Sachs & Co Wertpapi   11.00   4/20/2016    EUR    60.99
Goldman Sachs & Co Wertpapi    5.00   5/25/2016    EUR    61.08
Goldman Sachs & Co Wertpapi    7.00  12/21/2016    EUR    64.27
Goldman Sachs & Co Wertpapi   13.00   5/25/2016    EUR    65.70
Goldman Sachs & Co Wertpapi   12.00   4/20/2016    EUR    64.39
Goldman Sachs & Co Wertpapi    8.00   7/20/2016    EUR    65.48
Goldman Sachs & Co Wertpapi   10.00   7/20/2016    EUR    66.09
Goldman Sachs & Co Wertpapi   10.00   8/24/2016    EUR    66.95
Goldman Sachs & Co Wertpapi   10.00   8/24/2016    EUR    66.95
Goldman Sachs & Co Wertpapi   11.00   8/24/2016    EUR    67.35
Goldman Sachs & Co Wertpapi    8.00   9/21/2016    EUR    66.66
Goldman Sachs & Co Wertpapi   10.00   9/21/2016    EUR    67.61
Goldman Sachs & Co Wertpapi   10.00   9/21/2016    EUR    67.61
Goldman Sachs & Co Wertpapi    6.00  12/21/2016    EUR    66.87
Goldman Sachs & Co Wertpapi    8.00  12/21/2016    EUR    68.32
Goldman Sachs & Co Wertpapi    8.00  12/21/2016    EUR    68.32
Goldman Sachs & Co Wertpapi    7.00   3/22/2017    EUR    69.01
Goldman Sachs & Co Wertpapi    8.00   3/22/2017    EUR    69.99
Goldman Sachs & Co Wertpapi    8.00   3/22/2017    EUR    69.99
Goldman Sachs & Co Wertpapi    8.00   3/22/2017    EUR    69.99
Goldman Sachs & Co Wertpapi    7.00   6/21/2017    EUR    69.35
Goldman Sachs & Co Wertpapi    8.00   6/21/2017    EUR    70.57
Goldman Sachs & Co Wertpapi    8.00   6/21/2017    EUR    70.57
Goldman Sachs & Co Wertpapi    8.00   6/21/2017    EUR    70.57
Goldman Sachs & Co Wertpapi    8.00   6/21/2017    EUR    70.57
Vontobel Financial Products   13.95   9/23/2016    EUR    56.39
Vontobel Financial Products    6.00  12/23/2016    EUR    64.17
Vontobel Financial Products   10.00  12/23/2016    EUR    59.58
Vontobel Financial Products   11.70  12/23/2016    EUR    58.28
UBS AG/London                  8.90   8/18/2016    USD
UBS AG/London                  4.91   8/18/2016    USD
LBBW                           4.50   8/26/2016    EUR    65.52
LBBW                           5.50   8/26/2016    EUR    64.31
LBBW                           2.50   8/26/2016    EUR    69.86
LBBW                           3.50   8/26/2016    EUR    66.78
LBBW                           5.50   8/26/2016    EUR    72.90
LBBW                           3.00   8/26/2016    EUR    61.24
LBBW                           4.00   8/26/2016    EUR    59.05
LBBW                           5.00   8/26/2016    EUR    57.64
LBBW                           6.00   8/26/2016    EUR    56.34
LBBW                           3.00   8/26/2016    EUR    73.44
LBBW                           4.00   8/26/2016    EUR    71.49
LBBW                           5.00   8/26/2016    EUR    70.20
LBBW                           2.50   8/26/2016    EUR    50.63
LBBW                           3.50   8/26/2016    EUR    49.55
LBBW                           4.50   8/26/2016    EUR    48.76
LBBW                           6.00   8/26/2016    EUR    71.42
LBBW                           5.50   8/26/2016    EUR    71.47
LBBW                           3.00   8/26/2016    EUR    67.97
LBBW                           4.00   8/26/2016    EUR    66.17
LBBW                           5.00   8/26/2016    EUR    64.47
LBBW                           6.00   8/26/2016    EUR    71.68
LBBW                           4.00   8/26/2016    EUR    73.47
LBBW                           5.50   8/26/2016    EUR    71.46
LBBW                           2.50   8/26/2016    EUR    70.77
LBBW                           3.50   8/26/2016    EUR    68.86
LBBW                           4.50   8/26/2016    EUR    67.29
LBBW                           5.50   8/26/2016    EUR    65.95
LBBW                           6.50   8/26/2016    EUR    64.82
UBS AG/London                  8.25   2/20/2017    CHF    70.73
UBS AG/London                  8.25   8/19/2016    CHF    41.20
Vontobel Financial Products   21.40   9/23/2016    EUR    62.01
Vontobel Financial Products    9.00  12/23/2016    EUR    69.40
Vontobel Financial Products    7.10  12/23/2016    EUR    71.38
Vontobel Financial Products   11.15  12/23/2016    EUR    67.85
Vontobel Financial Products   13.30  12/23/2016    EUR    66.52
Vontobel Financial Products   15.45  12/23/2016    EUR    65.43
Vontobel Financial Products    4.75   9/23/2016    EUR    70.62
Vontobel Financial Products   13.00   9/23/2016    EUR    62.95
Vontobel Financial Products    8.80  12/23/2016    EUR    66.10
Vontobel Financial Products    5.00  12/23/2016    EUR    69.90
Vontobel Financial Products    6.85  12/23/2016    EUR    67.83
Vontobel Financial Products   10.80  12/23/2016    EUR    64.67
Vontobel Financial Products   15.60   9/23/2016    EUR    61.52
Leonteq Securities AG          5.40   8/28/2017    CHF    57.46
Leonteq Securities AG         18.00  11/28/2016    CHF    71.87
Banque Cantonale Vaudoise/G    6.72   8/19/2016    EUR    71.83
UBS AG                         5.50   9/23/2016    EUR    73.65
UBS AG                        13.50   6/24/2016    EUR    73.52
Goldman Sachs & Co Wertpapi    8.00   9/21/2016    EUR    73.60
Goldman Sachs & Co Wertpapi    7.00  12/21/2016    EUR    74.24
Goldman Sachs & Co Wertpapi    8.00   4/20/2016    EUR    64.40
Goldman Sachs & Co Wertpapi    7.00   6/22/2016    EUR    69.37
Goldman Sachs & Co Wertpapi   22.00   6/22/2016    EUR    56.85
Goldman Sachs & Co Wertpapi    7.00   7/20/2016    EUR    69.74
Goldman Sachs & Co Wertpapi   20.00   7/20/2016    EUR    57.93
Goldman Sachs & Co Wertpapi   21.00   8/24/2016    EUR    57.90
Vontobel Financial Products    7.05   8/26/2016    EUR    65.17
Zurcher Kantonalbank Financ    5.80   8/21/2017    CHF    69.93
Leonteq Securities AG          5.80   8/24/2017    CHF    73.92
Vontobel Financial Products   12.65   3/29/2016    EUR    71.59
Vontobel Financial Products   27.85   3/29/2016    EUR    61.66
Vontobel Financial Products   17.15   9/23/2016    EUR    64.39
Vontobel Financial Products   14.45  12/23/2016    EUR    66.30
Vontobel Financial Products    8.90   9/23/2016    EUR    69.09
Vontobel Financial Products    9.80  12/23/2016    EUR    67.97
Vontobel Financial Products   14.30   3/29/2016    EUR    73.27
Vontobel Financial Products   13.65   6/24/2016    EUR    70.05
Vontobel Financial Products   11.15   9/23/2016    EUR    72.26
Vontobel Financial Products   10.70  12/23/2016    EUR    72.79
Vontobel Financial Products   11.50   6/24/2016    EUR    74.10
Vontobel Financial Products   15.35   3/29/2016    EUR    71.28
Vontobel Financial Products    8.85   9/23/2016    EUR    72.85
Vontobel Financial Products   11.50  11/22/2016    EUR    67.25
Vontobel Financial Products   15.00  12/23/2016    EUR    73.86
Leonteq Securities AG         10.00  11/21/2016    CHF    62.60
UniCredit Bank AG              5.70   8/19/2016    EUR    61.55
Vontobel Financial Products    5.85   3/29/2016    EUR    54.68
Vontobel Financial Products    9.35   3/29/2016    EUR    52.28
Vontobel Financial Products    3.75   9/23/2016    EUR    52.94
Vontobel Financial Products    4.85  12/23/2016    EUR    52.39
Vontobel Financial Products    6.50  12/23/2016    EUR    51.39
Vontobel Financial Products    8.35  12/23/2016    EUR    50.72
Ekspatel OOO                  18.00   8/22/2018    RUB    61.00
DZ Bank AG Deutsche Zentral    6.50  12/23/2016    EUR    64.98
DZ Bank AG Deutsche Zentral    7.50   6/24/2016    EUR    69.92
DZ Bank AG Deutsche Zentral    8.25  12/23/2016    EUR    62.59
DZ Bank AG Deutsche Zentral    7.50   8/26/2016    EUR    67.48
DZ Bank AG Deutsche Zentral   16.00   8/26/2016    EUR    32.63
DZ Bank AG Deutsche Zentral    6.25   8/26/2016    EUR    73.40
Credit Suisse AG/Nassau        7.00   8/25/2016    CHF    51.41
LBBW                           2.90   8/23/2019    EUR    73.32
DZ Bank AG Deutsche Zentral    7.00   9/19/2016    EUR    58.05
Vontobel Financial Products   14.25   3/29/2016    EUR    51.91
Vontobel Financial Products    9.45   3/29/2016    EUR    55.65
Vontobel Financial Products    9.60   6/24/2016    EUR    53.06
Vontobel Financial Products   13.00   6/24/2016    EUR    50.35
Vontobel Financial Products   11.00   9/23/2016    EUR    52.67
Vontobel Financial Products    8.50   9/23/2016    EUR    54.95
Vontobel Financial Products    7.65  12/23/2016    EUR    56.44
Vontobel Financial Products   10.00  12/23/2016    EUR    54.75
Vontobel Financial Products   16.70   9/23/2016    EUR    72.88
DZ Bank AG Deutsche Zentral    5.80   9/19/2016    EUR    62.97
DZ Bank AG Deutsche Zentral    7.30  12/19/2016    EUR    61.65
DZ Bank AG Deutsche Zentral    5.60  12/19/2016    EUR    66.03
DZ Bank AG Deutsche Zentral    6.50  12/19/2016    EUR    63.00
DZ Bank AG Deutsche Zentral    5.70  12/19/2016    EUR    72.52
DZ Bank AG Deutsche Zentral    6.80  12/19/2016    EUR    71.26
Commerzbank AG                13.50   4/21/2016    EUR    59.18
Commerzbank AG                 9.00   8/25/2016    EUR    71.06
Zurcher Kantonalbank Financ    7.50   2/27/2017    EUR    70.34
Vontobel Financial Products   10.45   3/29/2016    EUR    70.93
Vontobel Financial Products   13.80   3/29/2016    EUR    67.88
Vontobel Financial Products   14.75   6/24/2016    EUR    68.54
Vontobel Financial Products   12.00   9/23/2016    EUR    70.35
Vontobel Financial Products   10.50  12/23/2016    EUR    72.23
Vontobel Financial Products   11.90   3/29/2016    EUR    74.45
Vontobel Financial Products   11.35   6/24/2016    EUR    72.27
UBS AG/London                 10.50   8/26/2016    CHF    71.45
UBS AG/London                  7.49   8/24/2016    USD
UBS AG/London                  7.49   8/24/2016    USD
UBS AG/London                  9.28   8/24/2016    USD
Commerzbank AG                 9.00   8/25/2016    EUR    58.40
DZ Bank AG Deutsche Zentral    5.25   8/26/2016    EUR    69.32
DZ Bank AG Deutsche Zentral    6.25  12/23/2016    EUR    57.98
UBS AG/London                  8.50   6/24/2016    EUR    45.36
UBS AG/London                 11.25   6/24/2016    EUR    55.04
Vontobel Financial Products   10.50   9/23/2016    EUR    65.55
Vontobel Financial Products    8.00   9/23/2016    EUR    64.09
WGZ-Bank AG Westdeutsche Ge    3.50    2/7/2017    EUR    69.27
WGZ-Bank AG Westdeutsche Ge    2.50   9/27/2016    EUR    71.31
WGZ-Bank AG Westdeutsche Ge    3.25   9/27/2016    EUR    68.99
WGZ-Bank AG Westdeutsche Ge    4.25   9/27/2016    EUR    66.93
WGZ-Bank AG Westdeutsche Ge    5.00   9/27/2016    EUR    64.87
WGZ-Bank AG Westdeutsche Ge    6.00   9/27/2016    EUR    63.09
Zurcher Kantonalbank Financ    6.02    9/2/2016    CHF    65.12
Leonteq Securities AG          5.00    9/4/2018    CHF    56.94
Leonteq Securities AG         10.00   12/8/2016    CHF    68.98
Leonteq Securities AG         12.80   12/8/2016    USD    69.34
Banque Cantonale Vaudoise      5.36   8/25/2017    CHF    72.87
Commerzbank AG                 5.50   8/25/2016    EUR    63.71
Commerzbank AG                 5.75   8/25/2016    EUR    63.16
Commerzbank AG                 6.00   8/25/2016    EUR    62.61
Commerzbank AG                 6.50   8/25/2016    EUR    62.19
Commerzbank AG                 6.75   8/25/2016    EUR    61.67
Commerzbank AG                 7.25   8/25/2016    EUR    61.28
Commerzbank AG                 7.75   8/25/2016    EUR    60.87
Commerzbank AG                 8.00   8/25/2016    EUR    60.39
Commerzbank AG                 8.50   8/25/2016    EUR    60.03
Commerzbank AG                 9.00   8/25/2016    EUR    59.64
Commerzbank AG                 9.25   8/25/2016    EUR    59.18
Commerzbank AG                 8.50   8/25/2016    EUR    74.33
Commerzbank AG                 9.25   8/25/2016    EUR    73.38
Commerzbank AG                 4.50   8/25/2016    EUR    71.75
Commerzbank AG                 5.25   8/25/2016    EUR    70.09
Commerzbank AG                 6.00   8/25/2016    EUR    68.47
Commerzbank AG                 7.00   8/25/2016    EUR    67.08
Commerzbank AG                 7.75   8/25/2016    EUR    65.67
Commerzbank AG                 8.75   8/25/2016    EUR    64.45
Commerzbank AG                 9.50   8/25/2016    EUR    63.19
Commerzbank AG                10.50   8/25/2016    EUR    62.11
Commerzbank AG                11.50   8/25/2016    EUR    61.09
Commerzbank AG                 9.50   8/25/2016    EUR    75.03
Commerzbank AG                10.50   8/25/2016    EUR    74.17
Commerzbank AG                 6.25   8/25/2016    EUR    73.06
Commerzbank AG                 7.25   8/25/2016    EUR    72.07
Commerzbank AG                 8.00   8/25/2016    EUR    71.00
Commerzbank AG                 9.00   8/25/2016    EUR    70.08
Commerzbank AG                 8.75   8/25/2016    EUR    57.59
Goldman Sachs & Co Wertpapi   18.00   5/25/2016    EUR    53.89
Lehman Brothers Treasury Co    3.00   9/12/2036    JPY    13.88
Commerzbank AG                 4.25  12/22/2016    EUR    74.30
Commerzbank AG                 5.25  12/22/2016    EUR    71.70
Commerzbank AG                 6.50  12/22/2016    EUR    69.35
Commerzbank AG                 5.25   4/21/2016    EUR    56.41
Commerzbank AG                 6.25   4/21/2016    EUR    54.96
Commerzbank AG                 7.25   4/21/2016    EUR    53.59
Commerzbank AG                 8.25   4/21/2016    EUR    52.29
Commerzbank AG                 9.25   4/21/2016    EUR    51.06
Commerzbank AG                11.00   7/22/2016    EUR    60.47
Commerzbank AG                 6.00   6/24/2016    EUR    74.23
Commerzbank AG                 5.50   6/23/2016    EUR    73.53
Commerzbank AG                 6.00   6/23/2016    EUR    71.85
Commerzbank AG                 6.75   6/23/2016    EUR    70.30
Commerzbank AG                 4.50   4/21/2016    EUR    57.96
Lehman Brothers Treasury Co    3.00   9/13/2010    JPY    13.88
Property Lease Fund SA         9.00    6/5/2016    PLN    24.00
UBS AG/London                  7.50   2/10/2017    EUR    72.90
UBS AG/London                  9.10   4/18/2017    EUR    73.91
UBS AG/London                  8.40    7/8/2016    EUR    70.32
UBS AG/London                 12.20   2/10/2017    EUR    74.31
UBS AG/London                 14.60    7/8/2016    EUR    73.23
UBS AG/London                  7.40   2/10/2017    EUR    72.92
UBS AG/London                  7.20   4/18/2017    EUR    73.71
UBS AG/London                  7.30   4/18/2017    EUR    73.71
UBS AG/London                 15.40    7/8/2016    EUR    73.00
UBS AG/London                  9.40   4/18/2017    EUR    74.16
UBS AG/London                  9.60   2/10/2017    EUR    72.53
UBS AG/London                  8.70    7/8/2016    EUR    69.76
UBS AG/London                 10.20    7/8/2016    EUR    70.31
UBS AG/London                 13.20    7/8/2016    EUR    72.48
UBS AG/London                  9.90   2/10/2017    EUR    72.73
Bank Julius Baer & Co Ltd/G    9.00   1/19/2017    CHF    71.30
Upravlenie Othodamu ZAO       11.00    6/1/2025    RUB    59.01
TOPMEDICAL SA                  7.75    8/1/2016    PLN    74.48
Property Lease Fund SA         9.00   9/17/2016    PLN    19.00
Bank Spoldzielczy w Limanow    5.00   5/13/2021    PLN    71.00
Neftegazovaya Promishlennay   17.50  12/26/2017    RUB   100.00
Zarechnaya Coal Co LLC        13.00  12/21/2018    RUB    89.02
Ipotechny Agent Uralsib 01     8.75   4/15/2045    RUB    97.95
Mortgage Agent Raiffeisen 0    7.85   6/20/2040    RUB    94.27
Municipiul Timisoara           0.69   5/15/2026    RON    63.00
Municipiul Timisoara           0.69   5/15/2026    RON    64.20
Municipiul Timisoara           0.69   5/15/2026    RON    71.10
Kaupthing ehf                  6.50   10/8/2010    ISK    17.63
Gold-Zack AG                   7.00  12/14/2005    EUR    12.50
LBI HF                         5.08    3/1/2013    ISK     8.50
City of Siret Romania          2.77    3/1/2028    RON    58.00
Societe Generale Effekten G    2.50   10/7/2016    EUR    58.37
Raiffeisen Centrobank AG       2.80  11/14/2016    EUR    41.07
EFG International Finance G    6.00  11/30/2017    EUR    17.82
LBBW                           3.85   8/25/2017    EUR    63.58
DekaBank Deutsche Girozentr    4.00   8/19/2016    EUR    54.60
LBBW                           3.33   9/23/2016    EUR    71.36
Vontobel Financial Products    4.45   4/15/2016    EUR    54.00
Leonteq Securities AG/Guern    4.50    4/4/2016    EUR    26.39
Zurcher Kantonalbank Financ    4.23   3/29/2016    CHF    60.86
Notenstein La Roche Private    5.90   4/11/2016    CHF    65.22
LBBW                           3.25   6/24/2016    EUR    68.82
LBBW                           3.00   6/24/2016    EUR    55.53
Commerzbank AG                 6.00  10/27/2016    EUR    67.12
Commerzbank AG                 7.25  10/27/2016    EUR    65.37
Commerzbank AG                 5.75  10/27/2016    EUR    73.38
Commerzbank AG                 7.25  10/27/2016    EUR    70.68
Commerzbank AG                 9.00  10/27/2016    EUR    68.34
Commerzbank AG                10.75  10/27/2016    EUR    66.22
Commerzbank AG                12.75  10/27/2016    EUR    64.53
DZ Bank AG Deutsche Zentral    5.50  10/28/2016    EUR    64.04
DZ Bank AG Deutsche Zentral    9.20   6/20/2016    EUR    65.58
DZ Bank AG Deutsche Zentral    6.30   9/19/2016    EUR    68.28
Commerzbank AG                 7.50  10/27/2016    EUR    67.52
Lehman Brothers Treasury Co    4.10   6/10/2014    SGD    16.25
Barclays Bank PLC              0.50   3/19/2021    MXN    73.06
Barclays Bank PLC              0.50   1/28/2033    MXN    31.42
Lehman Brothers Treasury Co    4.60   11/9/2011    EUR    13.88
Goldman Sachs & Co Wertpapi    9.00   6/22/2016    EUR    72.86
Goldman Sachs & Co Wertpapi    7.00   9/21/2016    EUR    73.08
Notenstein La Roche Private    6.00   7/11/2017    CHF    66.35
UBS AG                         7.45   6/22/2017    USD
UBS AG                         7.45   6/22/2017    USD
Credit Suisse AG/Nassau        7.25   7/13/2017    CHF    66.36
Bank Julius Baer & Co Ltd/G   11.60    1/5/2017    CHF    69.45
UBS AG                        14.75  12/29/2016    USD
UBS AG                        17.39  12/29/2016    USD
UBS AG                         7.11   6/28/2017    USD
UBS AG/London                 12.50    1/3/2017    CHF    69.86
Raiffeisen Centrobank AG       7.14   9/20/2017    EUR    73.53
Raiffeisen Centrobank AG       9.52   9/20/2017    EUR    72.29
BNP Paribas Emissions- und    19.00   9/22/2016    EUR    69.82
BNP Paribas Emissions- und    22.00   9/22/2016    EUR    68.97
BNP Paribas Emissions- und    22.00   3/23/2017    EUR    69.70
BNP Paribas Emissions- und    26.00   3/23/2017    EUR    70.02
DekaBank Deutsche Girozentr    3.00   6/30/2017    EUR    67.67
DekaBank Deutsche Girozentr   10.30    9/2/2016    EUR    71.10
Vontobel Financial Products    8.50   9/23/2016    EUR    62.53
Vontobel Financial Products    7.00   9/23/2016    EUR    65.46
Vontobel Financial Products   25.00   6/24/2016    EUR    71.86
DZ Bank AG Deutsche Zentral    7.70   6/20/2016    EUR    72.31
DZ Bank AG Deutsche Zentral    6.40   9/19/2016    EUR    72.85
DZ Bank AG Deutsche Zentral    5.40  12/19/2016    EUR    72.84
DekaBank Deutsche Girozentr    7.65   6/30/2016    EUR    72.51
DekaBank Deutsche Girozentr    4.90    9/2/2016    EUR    68.15
DekaBank Deutsche Girozentr   10.50  11/15/2016    EUR    67.18
Commerzbank AG                12.58   9/22/2016    EUR    52.48
DZ Bank AG Deutsche Zentral    7.00   9/23/2016    EUR    64.17
DZ Bank AG Deutsche Zentral    5.00   6/24/2016    EUR    62.76
DZ Bank AG Deutsche Zentral   12.50   3/29/2016    EUR    66.23
DZ Bank AG Deutsche Zentral   11.75   6/24/2016    EUR    63.94
DZ Bank AG Deutsche Zentral    9.25   9/23/2016    EUR    65.46
DZ Bank AG Deutsche Zentral    6.25  10/28/2016    EUR    70.23
DZ Bank AG Deutsche Zentral    9.50  10/28/2016    EUR    66.36
DZ Bank AG Deutsche Zentral    7.75  12/23/2016    EUR    66.32
DZ Bank AG Deutsche Zentral    8.50  10/28/2016    EUR    66.24
HSBC Trinkaus & Burkhardt A   10.50   3/24/2017    EUR    67.74
HSBC Trinkaus & Burkhardt A    9.40   3/24/2017    EUR    68.65
HSBC Trinkaus & Burkhardt A    8.20   6/23/2017    EUR    71.23
HSBC Trinkaus & Burkhardt A   14.60   3/24/2017    EUR    66.20
HSBC Trinkaus & Burkhardt A   12.60   3/24/2017    EUR    67.68
HSBC Trinkaus & Burkhardt A   10.70   3/24/2017    EUR    69.60
HSBC Trinkaus & Burkhardt A   11.30  12/23/2016    EUR    70.05
HSBC Trinkaus & Burkhardt A    8.10  12/23/2016    EUR    73.95
DekaBank Deutsche Girozentr    4.75   6/20/2016    EUR    68.92
Credit Suisse AG/London        7.50   10/6/2016    CHF    61.10
Vontobel Financial Products   13.50   9/23/2016    EUR    66.62
Vontobel Financial Products   17.00   6/24/2016    EUR    64.22
DZ Bank AG Deutsche Zentral   10.00   6/20/2016    EUR    64.87
DZ Bank AG Deutsche Zentral    6.00   9/19/2016    EUR    65.12
DZ Bank AG Deutsche Zentral    8.50   9/19/2016    EUR    70.81
UBS AG                         5.50   9/23/2016    EUR    70.86
UBS AG                         9.00   3/29/2016    EUR    65.82
UBS AG                         5.25  12/23/2016    EUR    71.07
Commerzbank AG                16.50   9/22/2016    EUR    66.52
Commerzbank AG                11.00   7/21/2016    EUR    65.97
Commerzbank AG                10.00   9/22/2016    EUR    67.14
Goldman Sachs & Co Wertpapi    7.00   5/25/2016    EUR    66.23
Goldman Sachs & Co Wertpapi    8.00   5/25/2016    EUR    66.38
Goldman Sachs & Co Wertpapi    7.00   7/20/2016    EUR    67.09
Goldman Sachs & Co Wertpapi   13.00   7/20/2016    EUR    68.93
Goldman Sachs & Co Wertpapi    7.00   8/24/2016    EUR    67.53
Goldman Sachs & Co Wertpapi   13.00   7/20/2016    EUR    68.93
Goldman Sachs & Co Wertpapi   13.00   7/20/2016    EUR    68.93
Goldman Sachs & Co Wertpapi    7.00  12/21/2016    EUR    69.13
Goldman Sachs & Co Wertpapi    6.00   3/22/2017    EUR    68.94
Goldman Sachs & Co Wertpapi    7.00   6/21/2017    EUR    70.83
Goldman Sachs & Co Wertpapi    7.00   6/21/2017    EUR    70.83
Goldman Sachs & Co Wertpapi    8.00   6/21/2017    EUR    72.05
Goldman Sachs & Co Wertpapi    8.00   6/21/2017    EUR    72.05
UBS AG/London                  7.50  10/28/2016    EUR    63.21
Vontobel Financial Products    8.00   9/29/2017    EUR    57.31
LBBW                           6.00   9/22/2017    EUR    72.00
LBBW                           4.00   9/22/2017    EUR    74.09
LBBW                           5.00   9/22/2017    EUR    72.03
LBBW                           3.00   9/22/2017    EUR    67.25
LBBW                           4.00   9/22/2017    EUR    65.21
Commerzbank AG                 8.00   9/22/2016    EUR    71.88
Commerzbank AG                 9.00   9/22/2016    EUR    70.71
Commerzbank AG                10.00   9/22/2016    EUR    69.59
Commerzbank AG                11.00   9/22/2016    EUR    68.53
Leonteq Securities AG         10.00  10/12/2016    CHF    63.99
SAir Group                     2.75   7/30/2004    CHF    11.13
UniCredit Bank AG              4.50   9/19/2017    EUR    60.38
Landesbank Hessen-Thueringe    5.00  10/17/2017    EUR    65.32
UniCredit Bank AG              5.40   6/30/2017    EUR    61.91
Windreich GmbH                 6.25    3/1/2015    EUR    10.88
BNP Paribas SA                 0.50   11/6/2018    TRY
World of Building Technolog    7.70   6/25/2019    RUB     1.73
Eiendomskreditt                4.32                NOK    64.97
Getin Noble Bank SA            4.52  12/21/2020    PLN    70.01
KIT Finance Capital OOO       10.00  12/22/2016    RUB   100.00
Immigon Portfolioabbau AG      1.37   5/18/2020    EUR    61.00
Immigon Portfolioabbau AG      1.37   5/18/2020    EUR    60.63
Immigon Portfolioabbau AG      3.50   5/23/2022    EUR    54.00
BNP Paribas SA                 0.50   2/13/2024    NZD    72.17
HSBC Bank PLC                  0.50   6/28/2019    IDR    73.89
Immigon Portfolioabbau AG      2.15   3/25/2019    EUR    71.13
Immigon Portfolioabbau AG      4.20   2/22/2033    EUR    35.63
Immigon Portfolioabbau AG      0.98    3/1/2022    EUR    49.13
DekaBank Deutsche Girozentr    3.00   3/17/2017    EUR    71.00
BNP Paribas Emissions- und    10.00  12/22/2016    EUR    71.66
BNP Paribas Emissions- und    12.00  12/22/2016    EUR    70.82
BNP Paribas Emissions- und     9.00   9/22/2016    EUR    58.83
BNP Paribas Emissions- und     8.00   6/23/2016    EUR    69.96
BNP Paribas Emissions- und     9.00   6/23/2016    EUR    70.19
BNP Paribas Emissions- und     8.00   9/22/2016    EUR    71.23
BNP Paribas Emissions- und     9.50   9/22/2016    EUR    68.98
BNP Paribas Emissions- und    17.00   9/22/2016    EUR    60.61
BNP Paribas Emissions- und     8.50  12/22/2016    EUR    70.02
BNP Paribas Emissions- und    14.00  12/22/2016    EUR    64.49
BNP Paribas Emissions- und    15.00  12/22/2016    EUR    63.22
Vontobel Financial Products   28.05   3/29/2016    EUR    61.94
Vontobel Financial Products   20.00   3/29/2016    EUR    71.09
Vontobel Financial Products   22.40   3/29/2016    EUR    68.85
Vontobel Financial Products   25.05   3/29/2016    EUR    66.76
Vontobel Financial Products   18.55   6/24/2016    EUR    68.34
Vontobel Financial Products   16.50   6/24/2016    EUR    69.95
Vontobel Financial Products   14.50   6/24/2016    EUR    71.69
Vontobel Financial Products   11.50   9/23/2016    EUR    73.27
Vontobel Financial Products   14.50   9/23/2016    EUR    70.64
Vontobel Financial Products   15.50   9/23/2016    EUR    69.23
Vontobel Financial Products   17.00   9/23/2016    EUR    68.16
Vontobel Financial Products    9.50  12/23/2016    EUR    74.21
Bank Julius Baer & Co Ltd/G    7.50   9/30/2016    EUR    62.45
Goldman Sachs & Co Wertpapi   18.00   6/22/2016    EUR    66.69
BNP Paribas Emissions- und    22.00   9/22/2016    EUR    71.06
BNP Paribas Emissions- und    12.00   9/22/2016    EUR    70.58
BNP Paribas Emissions- und    14.00   9/22/2016    EUR    69.08
BNP Paribas Emissions- und     6.00  12/22/2016    EUR    62.07
BNP Paribas Emissions- und    17.00   6/23/2016    EUR    60.88
BNP Paribas Emissions- und    21.00   6/23/2016    EUR    57.45
BNP Paribas Emissions- und    16.00   9/22/2016    EUR    62.18
BNP Paribas Emissions- und     7.00  12/22/2016    EUR    71.75
BNP Paribas Emissions- und    10.00  12/22/2016    EUR    67.22
Vontobel Financial Products   22.50   6/24/2016    EUR    61.21
Vontobel Financial Products   11.50  12/23/2016    EUR    68.46
Vontobel Financial Products   14.50  12/23/2016    EUR    66.56
Vontobel Financial Products   17.60   3/29/2016    EUR    73.48
Vontobel Financial Products   18.50   9/23/2016    EUR    67.17
Vontobel Financial Products   12.00  12/23/2016    EUR    72.15
Vontobel Financial Products   13.00  12/23/2016    EUR    70.88
Vontobel Financial Products   14.00  12/23/2016    EUR    70.06
Vontobel Financial Products   15.00  12/23/2016    EUR    69.13
Goldman Sachs & Co Wertpapi   15.00   6/22/2016    EUR    68.57
Goldman Sachs & Co Wertpapi   22.00   9/21/2016    EUR    64.37
Commerzbank AG                10.75   8/25/2016    EUR    55.59
Commerzbank AG                12.75   8/25/2016    EUR    53.87
Commerzbank AG                10.50   8/25/2016    EUR    74.08
Commerzbank AG                11.25   8/25/2016    EUR    72.62
Commerzbank AG                12.25   8/25/2016    EUR    71.36
Commerzbank AG                13.25   8/25/2016    EUR    70.17
Commerzbank AG                14.25   8/25/2016    EUR    69.00
Commerzbank AG                 9.75   8/25/2016    EUR    71.68
Commerzbank AG                13.75   8/25/2016    EUR    66.73
Notenstein La Roche Private    5.00   8/31/2016    CHF    73.37
Vontobel Financial Products    6.35    9/9/2016    EUR    72.91
Vontobel Financial Products   14.65   3/29/2016    EUR    74.08
Vontobel Financial Products   11.50   6/24/2016    EUR    70.76
Vontobel Financial Products   15.00   6/24/2016    EUR    67.41
Vontobel Financial Products   12.50   9/23/2016    EUR    69.90
Vontobel Financial Products   10.50  12/23/2016    EUR    71.64
Vontobel Financial Products   15.75   3/29/2016    EUR    71.73
Vontobel Financial Products   10.15  12/23/2016    EUR    72.72
Goldman Sachs & Co Wertpapi   23.00   6/22/2016    EUR    72.31
Goldman Sachs & Co Wertpapi   14.00   4/20/2016    EUR    71.51
Goldman Sachs & Co Wertpapi   21.00   4/20/2016    EUR    65.85
Goldman Sachs & Co Wertpapi   12.00   7/20/2016    EUR    72.73
Goldman Sachs & Co Wertpapi   16.00   8/24/2016    EUR    69.78
Goldman Sachs & Co Wertpapi   21.00   8/24/2016    EUR    67.01
Goldman Sachs & Co Wertpapi   13.00  12/21/2016    EUR    72.47
Goldman Sachs & Co Wertpapi   21.00   8/24/2016    EUR    54.45
Goldman Sachs & Co Wertpapi   25.00   4/20/2016    EUR    64.31
Goldman Sachs & Co Wertpapi   16.00   5/25/2016    EUR    70.52
Goldman Sachs & Co Wertpapi   18.00   6/22/2016    EUR    68.91
Goldman Sachs & Co Wertpapi   24.00   6/22/2016    EUR    65.37
Goldman Sachs & Co Wertpapi   22.00   7/20/2016    EUR    66.56
Goldman Sachs & Co Wertpapi   16.00   7/20/2016    EUR    69.59
Goldman Sachs & Co Wertpapi   16.00  12/21/2016    EUR    71.14
Goldman Sachs & Co Wertpapi   22.00   5/25/2016    EUR    69.55
Goldman Sachs & Co Wertpapi   24.00   6/22/2016    EUR    68.27
Goldman Sachs & Co Wertpapi   19.00   7/20/2016    EUR    72.06
Goldman Sachs & Co Wertpapi   23.00   7/20/2016    EUR    69.97
Goldman Sachs & Co Wertpapi   21.00   8/24/2016    EUR    71.38
Goldman Sachs & Co Wertpapi   19.00   9/21/2016    EUR    72.02
Goldman Sachs & Co Wertpapi   12.00   4/20/2016    EUR    73.15
Goldman Sachs & Co Wertpapi   17.00   4/20/2016    EUR    68.91
Goldman Sachs & Co Wertpapi   22.00   4/20/2016    EUR    65.20
Goldman Sachs & Co Wertpapi   18.00   5/25/2016    EUR    70.62
Goldman Sachs & Co Wertpapi   14.00   5/25/2016    EUR    74.42
Goldman Sachs & Co Wertpapi   22.00   5/25/2016    EUR    67.28
Goldman Sachs & Co Wertpapi   13.00   6/22/2016    EUR    75.05
Goldman Sachs & Co Wertpapi   17.00   6/22/2016    EUR    71.67
Goldman Sachs & Co Wertpapi   12.00   7/20/2016    EUR    75.43
Goldman Sachs & Co Wertpapi   19.00   7/20/2016    EUR    69.60
Goldman Sachs & Co Wertpapi   23.00   7/20/2016    EUR    67.38
Goldman Sachs & Co Wertpapi   14.00   8/24/2016    EUR    72.92
Goldman Sachs & Co Wertpapi   18.00   8/24/2016    EUR    70.83
Goldman Sachs & Co Wertpapi   21.00   8/24/2016    EUR    68.66
Goldman Sachs & Co Wertpapi   14.00   9/21/2016    EUR    73.70
Goldman Sachs & Co Wertpapi   20.00   9/21/2016    EUR    69.66
Goldman Sachs & Co Wertpapi   14.00  12/21/2016    EUR    73.00
Goldman Sachs & Co Wertpapi   17.00  12/21/2016    EUR    72.06
Goldman Sachs & Co Wertpapi   15.00   3/22/2017    EUR    73.85
Goldman Sachs & Co Wertpapi   14.00   6/21/2017    EUR    75.19
Goldman Sachs & Co Wertpapi   25.00   6/22/2016    EUR    73.21
Goldman Sachs & Co Wertpapi   24.00   4/20/2016    EUR    59.00
Goldman Sachs & Co Wertpapi    4.00   3/22/2017    EUR    70.91
Goldman Sachs & Co Wertpapi   10.00   6/22/2016    EUR    72.60
Goldman Sachs & Co Wertpapi   12.00   6/22/2016    EUR    73.06
Goldman Sachs & Co Wertpapi    8.00   7/20/2016    EUR    72.50
Goldman Sachs & Co Wertpapi    9.00   7/20/2016    EUR    72.80
Goldman Sachs & Co Wertpapi    9.00   7/20/2016    EUR    72.80
Goldman Sachs & Co Wertpapi   11.00   7/20/2016    EUR    73.42
Goldman Sachs & Co Wertpapi   10.00   8/24/2016    EUR    73.71
Goldman Sachs & Co Wertpapi    5.00   9/21/2016    EUR    71.78
Goldman Sachs & Co Wertpapi    6.00   9/21/2016    EUR    72.26
Goldman Sachs & Co Wertpapi   10.00   9/21/2016    EUR    74.17
Goldman Sachs & Co Wertpapi    5.00   4/20/2016    EUR    72.72
Goldman Sachs & Co Wertpapi    7.00   4/20/2016    EUR    72.83
Goldman Sachs & Co Wertpapi   10.00   4/20/2016    EUR    73.01
Goldman Sachs & Co Wertpapi   12.00   4/20/2016    EUR    73.12
Goldman Sachs & Co Wertpapi   12.00   4/20/2016    EUR    73.12
Goldman Sachs & Co Wertpapi    6.00   5/25/2016    EUR    73.10
Goldman Sachs & Co Wertpapi    8.00   5/25/2016    EUR    73.40
Goldman Sachs & Co Wertpapi   13.00   5/25/2016    EUR    74.17
Goldman Sachs & Co Wertpapi   13.00   5/25/2016    EUR    74.17
Goldman Sachs & Co Wertpapi    6.00   6/22/2016    EUR    73.27
Goldman Sachs & Co Wertpapi    8.00   6/22/2016    EUR    73.73
Goldman Sachs & Co Wertpapi   10.00   6/22/2016    EUR    74.19
Goldman Sachs & Co Wertpapi   13.00   6/22/2016    EUR    74.88
Goldman Sachs & Co Wertpapi    8.00   7/20/2016    EUR    73.95
Goldman Sachs & Co Wertpapi    6.00   7/20/2016    EUR    73.34
Goldman Sachs & Co Wertpapi   10.00   7/20/2016    EUR    74.56
Goldman Sachs & Co Wertpapi   12.00   7/20/2016    EUR    75.17
Goldman Sachs & Co Wertpapi   12.00   7/20/2016    EUR    75.17
Goldman Sachs & Co Wertpapi    6.00   8/24/2016    EUR    73.34
Goldman Sachs & Co Wertpapi    8.00   8/24/2016    EUR    74.14
Goldman Sachs & Co Wertpapi   11.00   8/24/2016    EUR    75.35
Goldman Sachs & Co Wertpapi   10.00   8/24/2016    EUR    74.94
Goldman Sachs & Co Wertpapi   11.00   8/24/2016    EUR    75.35
Goldman Sachs & Co Wertpapi    6.00   9/21/2016    EUR    73.31
Goldman Sachs & Co Wertpapi    8.00   9/21/2016    EUR    74.26
Goldman Sachs & Co Wertpapi   10.00   9/21/2016    EUR    75.22
Goldman Sachs & Co Wertpapi    6.00  12/21/2016    EUR    73.39
Goldman Sachs & Co Wertpapi    8.00  12/21/2016    EUR    74.84
Goldman Sachs & Co Wertpapi    6.00   3/22/2017    EUR    73.49
Goldman Sachs & Co Wertpapi    7.00   3/22/2017    EUR    74.47
Goldman Sachs & Co Wertpapi    8.00   3/22/2017    EUR    75.44
Goldman Sachs & Co Wertpapi    7.00   6/21/2017    EUR    74.39
Goldman Sachs & Co Wertpapi    6.00   4/20/2016    EUR    67.79
Goldman Sachs & Co Wertpapi    7.00   5/25/2016    EUR    68.52
Goldman Sachs & Co Wertpapi   10.00   5/25/2016    EUR    68.98
Goldman Sachs & Co Wertpapi   11.00   5/25/2016    EUR    68.87
Goldman Sachs & Co Wertpapi   11.00   6/22/2016    EUR    69.67
Goldman Sachs & Co Wertpapi    7.00   7/20/2016    EUR    68.83
Goldman Sachs & Co Wertpapi    7.00   8/24/2016    EUR    69.35
Goldman Sachs & Co Wertpapi    8.00   8/24/2016    EUR    69.75
Goldman Sachs & Co Wertpapi    7.00   9/21/2016    EUR    69.73
Goldman Sachs & Co Wertpapi    7.00  12/21/2016    EUR    70.98
HSBC Trinkaus & Burkhardt A   10.60   6/24/2016    EUR    71.90
HSBC Trinkaus & Burkhardt A   14.60   6/24/2016    EUR    63.57
HSBC Trinkaus & Burkhardt A   10.30   9/23/2016    EUR    67.85
HSBC Trinkaus & Burkhardt A    8.10   9/23/2016    EUR    70.69
HSBC Trinkaus & Burkhardt A   12.50   6/24/2016    EUR    73.41
HSBC Trinkaus & Burkhardt A   12.20   6/24/2016    EUR    69.20
HSBC Trinkaus & Burkhardt A    8.80   9/23/2016    EUR    73.26
HSBC Trinkaus & Burkhardt A   12.90   6/24/2016    EUR    55.43
HSBC Trinkaus & Burkhardt A    8.10   9/23/2016    EUR    59.98
HSBC Trinkaus & Burkhardt A   11.30   6/24/2016    EUR    70.35
HSBC Trinkaus & Burkhardt A    7.90   9/23/2016    EUR    73.79
HSBC Trinkaus & Burkhardt A   12.90   6/24/2016    EUR    70.85
HSBC Trinkaus & Burkhardt A    9.60   9/23/2016    EUR    73.63
HSBC Trinkaus & Burkhardt A   11.50   6/24/2016    EUR    66.55
HSBC Trinkaus & Burkhardt A    7.30   9/23/2016    EUR    70.17
HSBC Trinkaus & Burkhardt A   12.30   6/24/2016    EUR    70.08
HSBC Trinkaus & Burkhardt A   15.90   6/24/2016    EUR    62.74
HSBC Trinkaus & Burkhardt A   12.60   9/23/2016    EUR    66.62
HSBC Trinkaus & Burkhardt A    8.90   9/23/2016    EUR    71.14
Notenstein La Roche Private    7.00    9/7/2016    CHF    69.31
Bank Julius Baer & Co Ltd/G   11.40    9/6/2016    USD    66.60
UBS AG/London                  8.00   8/26/2016    CHF    43.09
UBS AG/London                  7.50   8/26/2016    CHF    71.86
Vontobel Financial Products   10.00   9/23/2016    EUR    72.44
Vontobel Financial Products    4.50   3/29/2016    EUR    71.41
Vontobel Financial Products   10.65   9/23/2016    EUR    72.99
Vontobel Financial Products   23.50   3/29/2016    EUR    57.75
Vontobel Financial Products   19.35   6/24/2016    EUR    56.74
Notenstein La Roche Private    6.30   8/28/2017    CHF    73.10
DZ Bank AG Deutsche Zentral    7.00   6/20/2016    EUR    70.79
DZ Bank AG Deutsche Zentral    8.40   6/20/2016    EUR    68.81
DZ Bank AG Deutsche Zentral    6.30   9/19/2016    EUR    71.56
DZ Bank AG Deutsche Zentral    5.50  12/19/2016    EUR    71.77
DZ Bank AG Deutsche Zentral    6.50  12/19/2016    EUR    70.52
DZ Bank AG Deutsche Zentral    7.20  12/19/2016    EUR    69.25
DZ Bank AG Deutsche Zentral    9.10   6/20/2016    EUR    71.55
DZ Bank AG Deutsche Zentral   10.20   6/20/2016    EUR    69.66
DZ Bank AG Deutsche Zentral    7.90   9/19/2016    EUR    72.63
DZ Bank AG Deutsche Zentral    8.80   9/19/2016    EUR    71.06
DZ Bank AG Deutsche Zentral   10.00   9/19/2016    EUR    69.60
DZ Bank AG Deutsche Zentral    7.50  12/19/2016    EUR    73.53
DZ Bank AG Deutsche Zentral    8.20  12/19/2016    EUR    72.16
DZ Bank AG Deutsche Zentral    8.80  12/19/2016    EUR    70.67
Vontobel Financial Products    8.00   9/23/2016    EUR    70.52
Zurcher Kantonalbank Financ    7.30    9/8/2016    CHF    61.05
Vontobel Financial Products    7.00   9/23/2016    EUR    70.63
Credit Suisse AG/Nassau        8.75    9/9/2016    EUR    72.95
Bank Julius Baer & Co Ltd/G    6.40    9/8/2016    CHF    56.60
DZ Bank AG Deutsche Zentral   12.25   6/24/2016    EUR    65.62
DZ Bank AG Deutsche Zentral    9.50   9/23/2016    EUR    67.08
DZ Bank AG Deutsche Zentral    9.00  12/23/2016    EUR    68.67
DZ Bank AG Deutsche Zentral   14.50   6/24/2016    EUR    63.10
DZ Bank AG Deutsche Zentral    8.00   9/23/2016    EUR    70.94
DZ Bank AG Deutsche Zentral    9.50  12/23/2016    EUR    66.19
UniCredit Bank AG             10.00   5/13/2016    EUR    60.82
Vontobel Financial Products   12.70   3/29/2016    EUR    68.94
Vontobel Financial Products    8.80   3/29/2016    EUR    73.14
Vontobel Financial Products   12.00   6/24/2016    EUR    70.18
DZ Bank AG Deutsche Zentral    3.60   9/15/2017    EUR    71.13
UniCredit Bank AG              5.00   9/22/2016    EUR    67.32
UniCredit Bank AG              6.40   9/22/2016    EUR    73.62
UniCredit Bank AG              4.25  12/22/2016    EUR    58.48
UniCredit Bank AG              5.50  12/22/2016    EUR    62.03
UniCredit Bank AG              4.25  12/22/2016    EUR    69.84
UniCredit Bank AG              4.00  12/22/2016    EUR    58.89
UniCredit Bank AG              4.00  12/22/2016    EUR    70.88
UniCredit Bank AG              6.00  12/22/2016    EUR    61.24
UniCredit Bank AG              6.70   9/22/2016    EUR    72.58
UniCredit Bank AG              4.50  12/22/2016    EUR    63.79
UniCredit Bank AG              5.00  12/22/2016    EUR    66.85
UniCredit Bank AG              5.00  12/22/2016    EUR    57.31
UniCredit Bank AG              4.50  12/22/2016    EUR    68.82
UniCredit Bank AG              4.50   9/22/2016    EUR    72.35
UniCredit Bank AG              6.50   9/22/2016    EUR    73.27
UniCredit Bank AG              4.75  12/22/2016    EUR    67.82
UniCredit Bank AG              4.75  12/22/2016    EUR    57.69
UniCredit Bank AG              6.90   9/22/2016    EUR    71.90
UniCredit Bank AG              6.60   9/22/2016    EUR    72.92
UniCredit Bank AG              4.75   9/22/2016    EUR    69.77
UniCredit Bank AG              4.50  12/22/2016    EUR    58.08
UniCredit Bank AG              4.00  12/22/2016    EUR    64.68
UniCredit Bank AG              6.80   9/22/2016    EUR    72.24
UniCredit Bank AG              5.00  12/22/2016    EUR    62.87
UBS AG/London                 17.47   8/30/2016    USD
UBS AG/London                 15.53   8/30/2016    USD
UBS AG/London                 11.29   8/30/2016    USD
Commerzbank AG                 7.75   8/25/2016    EUR    58.06
Commerzbank AG                 9.50   8/25/2016    EUR    56.53
Commerzbank AG                11.25   8/25/2016    EUR    55.15
Commerzbank AG                 8.25   8/25/2016    EUR    72.78
Commerzbank AG                 9.75   8/25/2016    EUR    69.70
Commerzbank AG                11.50   8/25/2016    EUR    67.13
Commerzbank AG                13.50   8/25/2016    EUR    64.84
DZ Bank AG Deutsche Zentral    8.00   6/20/2016    EUR    70.40
DZ Bank AG Deutsche Zentral    6.00  12/19/2016    EUR    71.47
DZ Bank AG Deutsche Zentral   11.75   6/20/2016    EUR    62.28
DZ Bank AG Deutsche Zentral    9.50   6/20/2016    EUR    63.20
DZ Bank AG Deutsche Zentral    7.50  12/19/2016    EUR    65.75
Leonteq Securities AG          5.60   9/11/2017    CHF    55.90
HSBC Trinkaus & Burkhardt A   15.10   6/24/2016    EUR    71.78
HSBC Trinkaus & Burkhardt A    8.60   6/24/2016    EUR    67.41
HSBC Trinkaus & Burkhardt A    7.70   9/23/2016    EUR    68.78
HSBC Trinkaus & Burkhardt A    7.00  12/23/2016    EUR    69.55
HSBC Trinkaus & Burkhardt A    7.50   3/24/2017    EUR    68.85
HSBC Trinkaus & Burkhardt A   10.60   4/22/2016    EUR    63.52
HSBC Trinkaus & Burkhardt A    6.40   4/22/2016    EUR    68.67
HSBC Trinkaus & Burkhardt A   11.10   5/27/2016    EUR    64.62
HSBC Trinkaus & Burkhardt A    7.10   5/27/2016    EUR    69.37
HSBC Trinkaus & Burkhardt A    6.70   7/22/2016    EUR    70.13
HSBC Trinkaus & Burkhardt A    8.70  10/28/2016    EUR    67.47
HSBC Trinkaus & Burkhardt A    6.20  10/28/2016    EUR    70.97
HSBC Trinkaus & Burkhardt A   11.20   6/24/2016    EUR    70.21
HSBC Trinkaus & Burkhardt A    8.00   6/24/2016    EUR    73.60
HSBC Trinkaus & Burkhardt A    7.00   9/23/2016    EUR    73.74
HSBC Trinkaus & Burkhardt A   10.40  12/23/2016    EUR    70.41
HSBC Trinkaus & Burkhardt A    8.30  12/23/2016    EUR    72.31
HSBC Trinkaus & Burkhardt A    7.30   4/22/2016    EUR    72.11
HSBC Trinkaus & Burkhardt A    7.00   5/27/2016    EUR    72.91
Vontobel Financial Products   12.00   8/26/2016    EUR    68.97
Vontobel Financial Products   12.00   8/26/2016    EUR    68.48
Vontobel Financial Products    6.55    9/9/2016    EUR    73.29
Vontobel Financial Products    7.65    9/9/2016    EUR    71.79
Vontobel Financial Products    5.40    6/9/2017    EUR    72.92
Goldman Sachs & Co Wertpapi   24.00   4/20/2016    EUR    73.84
Goldman Sachs & Co Wertpapi   21.00   5/25/2016    EUR    72.45
Goldman Sachs & Co Wertpapi    9.00   7/20/2016    EUR    70.51
Vontobel Financial Products   11.75    7/8/2016    EUR    67.98
Goldman Sachs & Co Wertpapi    7.00   4/20/2016    EUR    60.57
Goldman Sachs & Co Wertpapi    9.00   4/20/2016    EUR    60.69
Goldman Sachs & Co Wertpapi   15.00   4/20/2016    EUR    61.03
Goldman Sachs & Co Wertpapi   15.00   4/20/2016    EUR    61.03
Goldman Sachs & Co Wertpapi    9.00   5/25/2016    EUR    61.55
Goldman Sachs & Co Wertpapi   15.00   5/25/2016    EUR    62.46
Goldman Sachs & Co Wertpapi   15.00   5/25/2016    EUR    62.46
Goldman Sachs & Co Wertpapi   10.00   7/20/2016    EUR    63.11
Goldman Sachs & Co Wertpapi   14.00   7/20/2016    EUR    64.34
Goldman Sachs & Co Wertpapi   10.00   8/24/2016    EUR    63.93
Goldman Sachs & Co Wertpapi   13.00   8/24/2016    EUR    65.13
Goldman Sachs & Co Wertpapi   13.00   8/24/2016    EUR    65.13
Goldman Sachs & Co Wertpapi    7.00   9/21/2016    EUR    63.11
Goldman Sachs & Co Wertpapi   10.00   9/21/2016    EUR    64.55
Goldman Sachs & Co Wertpapi   12.00   9/21/2016    EUR    65.50
Goldman Sachs & Co Wertpapi   12.00   9/21/2016    EUR    65.50
Goldman Sachs & Co Wertpapi   12.00   9/21/2016    EUR    65.50
Goldman Sachs & Co Wertpapi   10.00  12/21/2016    EUR    66.83
Goldman Sachs & Co Wertpapi   10.00  12/21/2016    EUR    66.83
Goldman Sachs & Co Wertpapi   11.00  12/21/2016    EUR    67.55
Goldman Sachs & Co Wertpapi   11.00  12/21/2016    EUR    67.55
Goldman Sachs & Co Wertpapi   10.00   3/22/2017    EUR    68.64
Goldman Sachs & Co Wertpapi   10.00   3/22/2017    EUR    68.64
Goldman Sachs & Co Wertpapi   10.00   3/22/2017    EUR    68.64
Goldman Sachs & Co Wertpapi   10.00   6/21/2017    EUR    70.50
Goldman Sachs & Co Wertpapi   10.00   6/21/2017    EUR    70.50
Goldman Sachs & Co Wertpapi   10.00   4/20/2016    EUR    68.02
Goldman Sachs & Co Wertpapi   14.00   4/20/2016    EUR    68.25
Goldman Sachs & Co Wertpapi   14.00   4/20/2016    EUR    68.25
Goldman Sachs & Co Wertpapi   15.00   5/25/2016    EUR    69.74
Goldman Sachs & Co Wertpapi   14.00   6/22/2016    EUR    70.61
Goldman Sachs & Co Wertpapi   13.00   7/20/2016    EUR    70.66
Goldman Sachs & Co Wertpapi   12.00   8/24/2016    EUR    71.36
Goldman Sachs & Co Wertpapi   12.00   8/24/2016    EUR    71.36
Goldman Sachs & Co Wertpapi   10.00   9/21/2016    EUR    71.17
Goldman Sachs & Co Wertpapi   11.00   9/21/2016    EUR    71.64
Goldman Sachs & Co Wertpapi   11.00   9/21/2016    EUR    71.64
Goldman Sachs & Co Wertpapi   10.00  12/21/2016    EUR    73.15
Goldman Sachs & Co Wertpapi   10.00  12/21/2016    EUR    73.15
Bank Julius Baer & Co Ltd/G    7.00    9/9/2016    CHF    72.95
Notenstein La Roche Private    7.70   3/14/2017    EUR    74.03
LBBW                           5.50   2/24/2017    EUR    73.06
LBBW                           3.50   2/24/2017    EUR    70.76
LBBW                           4.50   2/24/2017    EUR    68.61
LBBW                           5.50   2/24/2017    EUR    67.04
LBBW                           4.00   2/24/2017    EUR    72.85
LBBW                           5.50   2/24/2017    EUR    69.55
DZ Bank AG Deutsche Zentral    8.00   9/21/2016    EUR    66.31
UBS AG/London                  9.50    9/4/2017    CHF    48.48
UBS AG/London                 10.00    9/2/2016    USD    68.15
UBS AG                         6.30   12/9/2016    EUR    71.54
UBS AG                         7.00    9/9/2016    EUR    70.88
UBS AG                         8.30    9/9/2016    EUR    68.88
Vontobel Financial Products    4.35   6/10/2016    EUR    61.80
Vontobel Financial Products    7.75    9/9/2016    EUR    58.30
Vontobel Financial Products    4.65    9/9/2016    EUR    62.86
Vontobel Financial Products    8.10   6/10/2016    EUR    56.47
Vontobel Financial Products   10.50   6/17/2016    EUR    50.90
Vontobel Financial Products    5.75    9/9/2016    EUR    70.11
Vontobel Financial Products    4.50    9/9/2016    EUR    72.33
Vontobel Financial Products    6.95    9/9/2016    EUR    68.01
Vontobel Financial Products    4.25   12/9/2016    EUR    72.59
Vontobel Financial Products    5.25   12/9/2016    EUR    70.74
Vontobel Financial Products    6.35   12/9/2016    EUR    69.05
Societe Generale Effekten G    4.00  11/25/2016    EUR    71.13
Societe Generale Effekten G    5.58  11/25/2016    EUR    68.37
Societe Generale Effekten G    6.63   6/23/2017    EUR    71.40
Societe Generale Effekten G    8.47   6/23/2017    EUR    69.57
Societe Generale Effekten G    5.29  11/25/2016    EUR    70.44
Societe Generale Effekten G    5.97  11/25/2016    EUR    69.10
Societe Generale Effekten G    7.75  11/25/2016    EUR    66.38
Societe Generale Effekten G    8.81   6/23/2017    EUR    70.81
Societe Generale Effekten G    9.62   6/23/2017    EUR    69.82
Societe Generale Effekten G   11.68   6/23/2017    EUR    67.82
Commerzbank AG                 7.50  10/27/2016    EUR    64.55
Commerzbank AG                 9.50  10/27/2016    EUR    62.67
Commerzbank AG                11.75  10/27/2016    EUR    61.19
Commerzbank AG                 8.50  10/27/2016    EUR    72.81
Commerzbank AG                10.00  10/27/2016    EUR    70.22
Commerzbank AG                11.75  10/27/2016    EUR    68.03
Commerzbank AG                13.50  10/27/2016    EUR    66.10
Credit Suisse AG/Nassau        8.00   11/7/2016    CHF    58.79
LBBW                           3.00   4/28/2017    EUR    71.13
LBBW                           4.00   4/28/2017    EUR    68.90
LBBW                           5.00   4/28/2017    EUR    67.47
LBBW                           3.00   4/28/2017    EUR    66.70
LBBW                           4.00   4/28/2017    EUR    65.34
Leonteq Securities AG         16.40    2/6/2017    CHF    60.92
Leonteq Securities AG         10.00    2/6/2017    CHF    63.42
Commerzbank AG                 7.00  10/27/2016    EUR    65.62
UBS AG/London                  7.68   4/28/2016    USD
Vontobel Financial Products    8.50   3/29/2016    EUR    63.84
Vontobel Financial Products   20.05   3/29/2016    EUR    57.69
Vontobel Financial Products   12.55   6/24/2016    EUR    56.71
Vontobel Financial Products    6.05   6/24/2016    EUR    61.53
Vontobel Financial Products   10.00   9/23/2016    EUR    58.65
Vontobel Financial Products   13.00   9/23/2016    EUR    57.40
Vontobel Financial Products    4.50  12/23/2016    EUR    63.50
Vontobel Financial Products   10.50  12/23/2016    EUR    58.98
DZ Bank AG Deutsche Zentral    5.75  11/25/2016    EUR    66.02
DZ Bank AG Deutsche Zentral    7.10  12/19/2016    EUR    63.44
UBS AG                        10.05    5/2/2016    USD
Vontobel Financial Products    7.15  12/16/2016    EUR    65.12
Vontobel Financial Products    8.65   3/10/2017    EUR    63.96
Vontobel Financial Products    5.45   6/17/2016    EUR    66.42
Vontobel Financial Products   26.55   6/24/2016    EUR    72.22
DekaBank Deutsche Girozentr    3.10    5/5/2017    EUR    67.60
DekaBank Deutsche Girozentr    3.00   4/16/2018    EUR    64.34
DekaBank Deutsche Girozentr    3.40    4/9/2018    EUR    60.25
HSBC Trinkaus & Burkhardt A    6.00   12/6/2016    EUR    40.26
Vontobel Financial Products    7.10   5/27/2016    EUR    60.30
Leonteq Securities AG/Guern    7.68   5/16/2016    EUR    64.15
Notenstein La Roche Private    6.60   5/19/2016    CHF    61.40
UBS AG/London                 13.75   3/29/2016    EUR    73.91
UBS AG/London                 13.75  12/23/2016    EUR    65.86
UBS AG/London                 11.75  12/23/2016    EUR    70.84
Raiffeisen Centrobank AG       5.60   6/15/2016    EUR    46.95
Credit Suisse AG/Nassau        5.00    6/6/2016    CHF    61.43
DekaBank Deutsche Girozentr    3.15   5/18/2018    EUR    45.58
Vontobel Financial Products    6.15   6/24/2016    EUR    64.96
Vontobel Financial Products    8.60   6/24/2016    EUR    53.00
Vontobel Financial Products    5.00    7/4/2016    EUR    60.60
Credit Suisse AG/Nassau        5.50   6/13/2016    CHF    54.15
DekaBank Deutsche Girozentr    3.00    5/4/2018    EUR    68.17
Goldman Sachs International    0.67    6/8/2020    GBP    70.50
Credit Suisse AG/Nassau        6.38   6/20/2016    CHF    66.92
Zurcher Kantonalbank Financ    7.38   6/17/2016    CHF    60.18
Landesbank Hessen-Thueringe    3.45    7/7/2016    EUR    70.10
Barclays Bank PLC              2.30   9/13/2016    EUR    39.23
Notenstein La Roche Private    7.50   6/23/2016    CHF    56.47
Credit Suisse AG/Nassau        5.00    7/4/2016    CHF    66.27
DekaBank Deutsche Girozentr    2.35   6/13/2016    EUR    62.36
EFG International Finance G    7.05   6/30/2016    USD    48.95
Notenstein La Roche Private    6.50    7/2/2018    USD    58.40
DekaBank Deutsche Girozentr    3.00   6/12/2018    EUR    69.86
Vontobel Financial Products    5.00   7/28/2016    EUR    62.60
Credit Suisse AG/Nassau        6.50   7/15/2016    CHF    68.96
UBS AG                         9.00    7/3/2017    CHF    47.07
Vontobel Financial Products    6.30   6/10/2016    EUR    63.91
Vontobel Financial Products    4.60   6/10/2016    EUR    68.96
Vontobel Financial Products    6.90   6/10/2016    EUR    36.35
Vontobel Financial Products    4.75   6/10/2016    EUR    39.69
Vontobel Financial Products    5.15   6/10/2016    EUR    58.89
Vontobel Financial Products    3.65   6/10/2016    EUR    63.44
Vontobel Financial Products    3.45   6/10/2016    EUR    70.09
Vontobel Financial Products    5.40   6/10/2016    EUR    64.01
Vontobel Financial Products    4.55   6/10/2016    EUR    66.36
Vontobel Financial Products    4.00   6/10/2016    EUR    68.17
Credit Suisse AG/Nassau        6.50   7/25/2016    CHF    67.78
Notenstein La Roche Private    4.70   7/21/2016    EUR    70.78
Raiffeisen Centrobank AG       5.69   6/22/2016    EUR    70.78
Raiffeisen Centrobank AG       6.34   6/22/2016    EUR    72.03
Raiffeisen Centrobank AG       6.59   6/22/2016    EUR    70.49
Raiffeisen Centrobank AG       5.30   6/22/2016    EUR    71.80
Leonteq Securities AG/Guern    8.04   7/25/2016    CHF    49.41
Leonteq Securities AG/Guern    8.08   7/25/2016    EUR    49.41
Vontobel Financial Products    9.30   6/24/2016    EUR    57.10
Leonteq Securities AG/Guern    8.00    8/8/2016    EUR    66.73
Vontobel Financial Products    6.21   7/28/2016    EUR    73.68
Zurcher Kantonalbank Financ    5.50   8/14/2017    CHF    66.86
Leonteq Securities AG/Guern    8.00    8/5/2016    USD    70.95
Vontobel Financial Products    4.55    4/8/2016    EUR    65.39
Leonteq Securities AG/Guern    8.00   8/15/2016    CHF    55.32
UBS AG/London                  8.75   6/24/2016    EUR    58.16
UBS AG/London                  5.75  12/23/2016    EUR    53.29
UBS AG/London                  4.25  12/23/2016    EUR    64.58
UBS AG/London                 15.00   6/24/2016    EUR    49.98
UBS AG/London                 22.50   6/24/2016    EUR    66.78
UBS AG/London                  5.75   3/29/2016    EUR    59.53
UBS AG/London                 15.75   6/24/2016    EUR    56.83
UBS AG/London                  6.00  12/23/2016    EUR    66.61
UBS AG/London                  4.50   6/24/2016    EUR    62.97
UBS AG/London                  6.00   6/24/2016    EUR    66.81
UBS AG/London                 10.75   6/24/2016    EUR    37.56
UBS AG/London                 23.00   3/29/2016    EUR    52.81
UBS AG/London                 20.75   3/29/2016    EUR    43.97
UBS AG/London                  7.00  12/22/2017    EUR    67.23
UBS AG/London                 14.00  12/23/2016    EUR    43.01
UBS AG/London                  7.50   6/24/2016    EUR    55.25
UBS AG/London                 23.75   6/24/2016    EUR    37.05
UBS AG/London                 11.00  12/23/2016    EUR    57.40
UBS AG/London                  7.50   3/29/2016    EUR    65.16
UBS AG/London                  5.00  12/23/2016    EUR    70.54
UBS AG/London                 13.25   6/24/2016    EUR    42.01
UBS AG/London                  4.00  12/22/2017    EUR    73.04
UBS AG/London                 19.25   6/24/2016    EUR    62.29
UBS AG/London                 22.50   6/24/2016    EUR    57.40
UBS AG/London                 25.00   3/29/2016    EUR    54.70
UBS AG/London                  6.00   6/24/2016    EUR    58.81
UBS AG/London                  4.00  12/22/2017    EUR    65.60
UBS AG/London                 13.75   3/29/2016    EUR    53.20
UBS AG/London                 11.25   6/24/2016    EUR    55.16
UBS AG/London                  5.50  12/23/2016    EUR    68.53
UBS AG/London                 24.50   3/29/2016    EUR    62.37
UBS AG/London                  6.75  12/23/2016    EUR    58.46
UBS AG/London                 12.25  12/23/2016    EUR    55.52
UBS AG/London                  9.50   6/24/2016    EUR    58.45
UBS AG/London                  4.75   6/24/2016    EUR    57.13
UBS AG/London                  5.50   6/24/2016    EUR    50.34
UBS AG/London                 12.50  12/22/2017    EUR    71.83
UBS AG/London                 20.75   6/24/2016    EUR    56.55
UBS AG/London                 10.00   6/24/2016    EUR    69.03
UBS AG/London                 24.50   6/24/2016    EUR    54.69
UBS AG/London                  9.50  12/22/2017    EUR    71.70
UBS AG/London                 15.00   3/29/2016    EUR    60.42
UBS AG/London                  4.25  12/23/2016    EUR    72.46
UBS AG/London                  9.00  12/22/2017    EUR    64.51
UBS AG/London                  7.50   6/24/2016    EUR    62.22
UBS AG/London                  5.00  12/23/2016    EUR    59.49
UBS AG/London                  4.25  12/23/2016    EUR    67.42
UBS AG/London                 15.25   6/24/2016    EUR    64.88
UBS AG/London                  8.25  12/23/2016    EUR    62.12
UBS AG/London                  6.75  12/23/2016    EUR    65.00
UBS AG/London                  5.75  12/22/2017    EUR    69.92
UBS AG/London                  6.75   6/24/2016    EUR    64.42
UBS AG/London                 11.00  12/22/2017    EUR    73.41
UBS AG/London                  5.25   6/24/2016    EUR    69.38
UBS AG/London                  5.00  12/22/2017    EUR    63.61
UBS AG/London                  4.50   6/24/2016    EUR    72.16
UBS AG/London                 13.00   6/24/2016    EUR    52.35
UBS AG/London                  6.25  12/22/2017    EUR    69.43
UBS AG/London                  7.75   3/29/2016    EUR    60.44
UBS AG/London                  9.00  12/23/2016    EUR    72.59
UBS AG/London                 12.75   3/29/2016    EUR    65.13
UBS AG/London                 23.25   6/24/2016    EUR    53.40
UBS AG/London                  5.00  12/22/2017    EUR    73.01
UBS AG/London                  9.50   3/29/2016    EUR    60.59
UBS AG/London                 15.75   6/24/2016    EUR    48.86
UBS AG/London                 24.50   3/29/2016    EUR    37.72
UBS AG/London                 15.25   3/29/2016    EUR    67.69
UBS AG/London                  5.75   6/24/2016    EUR    70.87
UBS AG/London                 19.00   6/24/2016    EUR    72.35
UBS AG/London                  6.50   6/24/2016    EUR    55.89
UBS AG/London                 22.25   6/24/2016    EUR    27.48
UBS AG/London                 24.75   6/24/2016    EUR    67.43
UBS AG/London                 22.50   6/24/2016    EUR    45.30
UBS AG/London                  5.50  12/23/2016    EUR    72.34
UBS AG/London                  5.25   6/24/2016    EUR    58.75
UBS AG/London                  4.25   3/29/2016    EUR    67.00
UBS AG/London                 23.50   6/24/2016    EUR    64.81
UBS AG/London                  7.75  12/22/2017    EUR    45.14
UBS AG/London                 19.25   6/24/2016    EUR    49.02
UBS AG/London                 24.75   3/29/2016    EUR    22.06
UBS AG/London                  5.75   6/24/2016    EUR    41.74
UBS AG/London                 16.50   6/24/2016    EUR    63.67
UBS AG/London                  5.50   3/29/2016    EUR    69.77
UBS AG/London                 10.00   3/29/2016    EUR    53.83
UniCredit Bank AG              4.25   9/12/2017    EUR    60.42
Leonteq Securities AG/Guern    5.00   8/22/2016    CHF    48.95
Commerzbank AG                 5.25   6/23/2016    EUR    71.83
Commerzbank AG                 5.75   6/23/2016    EUR    70.09
Commerzbank AG                 6.50   6/23/2016    EUR    68.53
Commerzbank AG                 7.00   6/23/2016    EUR    66.95
Commerzbank AG                 7.50   6/23/2016    EUR    65.48
Commerzbank AG                 7.75   6/23/2016    EUR    64.57
Commerzbank AG                 5.00   6/23/2016    EUR    65.99
Commerzbank AG                 5.75   6/23/2016    EUR    64.47
Commerzbank AG                 6.25   6/23/2016    EUR    62.96
Commerzbank AG                 6.75   6/23/2016    EUR    61.52
Commerzbank AG                 7.50   6/23/2016    EUR    60.19
Commerzbank AG                 5.00   6/23/2016    EUR    44.70
Commerzbank AG                 5.75   6/23/2016    EUR    43.21
Commerzbank AG                 6.25   6/23/2016    EUR    42.16
Commerzbank AG                 6.75   6/23/2016    EUR    41.25
Commerzbank AG                 7.25   6/23/2016    EUR    40.34
Commerzbank AG                 8.00   6/23/2016    EUR    39.56
Notenstein La Roche Private    4.90   8/15/2017    CHF    71.20
Vontobel Financial Products    5.00   9/23/2016    EUR    36.58
Zurcher Kantonalbank Financ    8.00    9/1/2016    CHF    62.47
Zurcher Kantonalbank Financ    7.50    9/1/2016    CHF    66.34
DekaBank Deutsche Girozentr    3.40   6/10/2016    EUR    74.25
DekaBank Deutsche Girozentr    2.15    8/5/2016    EUR    70.79
Notenstein La Roche Private    5.00   8/29/2018    CHF    60.23
Notenstein La Roche Private    9.10   8/29/2016    CHF    69.48
Notenstein La Roche Private    9.10   8/29/2016    CHF    25.08
Commerzbank AG                 5.50   6/23/2016    EUR    61.54
Commerzbank AG                 6.00   6/23/2016    EUR    60.09
Commerzbank AG                 6.50   6/23/2016    EUR    58.71
Commerzbank AG                 7.25   6/23/2016    EUR    57.46
Commerzbank AG                 5.25   6/23/2016    EUR    70.97
Commerzbank AG                 6.50   6/23/2016    EUR    67.80
Notenstein La Roche Private    6.90   8/25/2016    CHF    68.54
Leonteq Securities AG/Guern    5.80   9/12/2016    CHF    60.74
Raiffeisen Centrobank AG       7.25   9/26/2016    EUR    39.61
Leonteq Securities AG/Guern    8.04   8/29/2016    EUR    72.00
Bank Julius Baer & Co Ltd/G    8.20   8/29/2016    CHF    54.80
Zurcher Kantonalbank Financ    7.50   9/12/2016    CHF    56.38
Notenstein La Roche Private    5.04   8/28/2017    CHF    55.00
Notenstein La Roche Private    5.00    9/5/2018    CHF    69.42
Notenstein La Roche Private   10.00    9/5/2016    CHF    65.92
Notenstein La Roche Private    7.00    9/5/2016    EUR    69.13
Notenstein La Roche Private    7.00    9/5/2016    CHF    72.79
Leonteq Securities AG/Guern    4.68   8/29/2017    CHF    54.54
Leonteq Securities AG/Guern    9.50    9/8/2016    USD    74.67
Bank Julius Baer & Co Ltd/G    7.00   9/12/2016    CHF    39.00
Leonteq Securities AG/Guern    5.99   9/11/2017    EUR    43.65
Notenstein La Roche Private    7.50   9/12/2016    CHF    71.51
Notenstein La Roche Private    7.50   9/12/2016    EUR    56.28
Zurcher Kantonalbank Financ    7.60   9/16/2016    CHF    72.51
Zurcher Kantonalbank Financ    7.15   9/16/2016    CHF    65.64
Vontobel Financial Products    5.84    9/9/2016    EUR    31.49
Leonteq Securities AG          6.00   9/26/2016    CHF    69.06
Leonteq Securities AG          7.20   9/26/2016    EUR    69.29
Notenstein La Roche Private    7.20   9/19/2016    CHF    66.79
Notenstein La Roche Private    6.50   9/19/2016    CHF    69.70
Credit Suisse AG/Nassau        6.25   9/26/2016    CHF    69.73
Notenstein La Roche Private    4.00   9/26/2018    CHF    72.86
Notenstein La Roche Private    7.50   9/26/2016    EUR    67.28
Notenstein La Roche Private    7.00   9/26/2016    CHF    64.94
Notenstein La Roche Private    7.00   9/26/2016    CHF    70.56
Notenstein La Roche Private    5.50   9/26/2016    CHF    49.85
Notenstein La Roche Private    6.50   9/26/2016    CHF    67.76
Notenstein La Roche Private    5.00   9/26/2016    CHF    52.11
Zurcher Kantonalbank Financ    5.35    4/1/2016    CHF    73.35
Notenstein La Roche Private    8.00   10/3/2016    CHF    47.97
Notenstein La Roche Private    7.50   10/3/2016    CHF    67.83
WGZ-Bank AG Westdeutsche Ge    5.00   6/10/2016    EUR    64.30
Zurcher Kantonalbank Financ    7.20   4/14/2016    CHF    55.64
Deutsche Bank AG               5.20   6/21/2016    EUR    66.60
Deutsche Bank AG               6.20   6/21/2016    EUR    66.90
Deutsche Bank AG               5.20   6/21/2016    EUR    63.90
Deutsche Bank AG               6.20   6/21/2016    EUR    64.10
Deutsche Bank AG               5.20   6/21/2016    EUR    61.50
Deutsche Bank AG               6.20   6/21/2016    EUR    61.70
Deutsche Bank AG               5.20   6/21/2016    EUR    59.30
Deutsche Bank AG               6.20   6/21/2016    EUR    59.50
Deutsche Bank AG               5.20   6/21/2016    EUR    58.60
Deutsche Bank AG               6.20   6/21/2016    EUR    58.90
Deutsche Bank AG               5.20   6/21/2016    EUR    56.60
Deutsche Bank AG               6.20   6/21/2016    EUR    56.80
Deutsche Bank AG               5.20   6/21/2016    EUR    38.80
Deutsche Bank AG               6.20   6/21/2016    EUR    39.10
Deutsche Bank AG               5.20   6/21/2016    EUR    37.60
Deutsche Bank AG               6.20   6/21/2016    EUR    37.80
Deutsche Bank AG               5.20   6/21/2016    EUR    68.50
Deutsche Bank AG               5.20   6/21/2016    EUR    72.60
Deutsche Bank AG               6.20   6/21/2016    EUR    72.80
Deutsche Bank AG               6.20   6/21/2016    EUR    68.70
Bank Julius Baer & Co Ltd/G    4.90   3/30/2016    CHF    70.85
Notenstein Finance Guernsey    8.68    4/1/2016    USD    31.41
Bank Julius Baer & Co Ltd/G    4.75  10/10/2016    CHF    68.95
HSBC Trinkaus & Burkhardt A   23.70   6/24/2016    EUR    68.46
HSBC Trinkaus & Burkhardt A   23.70   6/24/2016    EUR    68.46
HSBC Trinkaus & Burkhardt A   19.70   9/23/2016    EUR    71.02
HSBC Trinkaus & Burkhardt A   19.70   9/23/2016    EUR    71.02
Bank Julius Baer & Co Ltd/G   12.60  11/17/2016    CHF    59.35
Goldman Sachs & Co Wertpapi    5.00  10/26/2016    EUR    62.55
Goldman Sachs & Co Wertpapi    5.00  11/23/2016    EUR    62.88
Vontobel Financial Products   18.00   6/24/2016    EUR    72.56
Goldman Sachs & Co Wertpapi   21.00  12/21/2016    EUR    73.71
Goldman Sachs & Co Wertpapi   21.00  11/23/2016    EUR    62.58
Deutsche Bank AG               5.20   7/20/2016    EUR    74.00
Deutsche Bank AG               5.20   7/20/2016    EUR    72.40
Deutsche Bank AG               5.20   7/20/2016    EUR    69.50
Deutsche Bank AG               5.20   7/20/2016    EUR    66.70
Deutsche Bank AG               5.20   7/20/2016    EUR    64.20
Deutsche Bank AG               5.20   8/24/2016    EUR    69.80
Deutsche Bank AG               5.20   8/24/2016    EUR    67.10
Deutsche Bank AG               5.20   8/24/2016    EUR    64.60
Deutsche Bank AG               5.20  10/26/2016    EUR    67.70
Deutsche Bank AG               5.20  10/26/2016    EUR    65.30
Deutsche Bank AG               5.20  11/23/2016    EUR    67.90
Deutsche Bank AG               5.20  11/23/2016    EUR    65.50
Deutsche Bank AG               6.50   6/21/2016    EUR    73.50
Deutsche Bank AG               5.50   6/21/2016    EUR    73.30
Deutsche Bank AG               5.50   9/20/2016    EUR    74.40
Deutsche Bank AG               6.50   6/21/2016    EUR    62.00
Deutsche Bank AG               6.50   9/20/2016    EUR    63.10
Deutsche Bank AG               5.50   9/20/2016    EUR    62.60
Deutsche Bank AG               6.50  12/20/2016    EUR    64.10
Deutsche Bank AG               5.50  12/20/2016    EUR    63.30
Bank Julius Baer & Co Ltd/G   11.35  11/18/2016    CHF    62.75
UBS AG/London                  9.00  11/11/2016    CHF    59.26
Leonteq Securities AG          7.40  11/20/2017    EUR    69.49
Bank J Safra Sarasin AG/Gue    8.30  11/11/2016    CHF    70.85
Vontobel Financial Products    7.05   6/24/2016    EUR    68.23
Vontobel Financial Products   13.00   3/29/2016    EUR    69.03
Vontobel Financial Products   15.00   3/29/2016    EUR    67.74
Vontobel Financial Products   17.10   3/29/2016    EUR    66.48
Vontobel Financial Products   19.20   3/29/2016    EUR    65.25
Vontobel Financial Products   15.55   6/24/2016    EUR    61.68
Vontobel Financial Products   16.55   6/24/2016    EUR    60.86
Vontobel Financial Products   16.55   6/24/2016    EUR    60.86
Vontobel Financial Products   18.50   6/24/2016    EUR    60.30
Vontobel Financial Products   14.50   6/24/2016    EUR    62.53
Vontobel Financial Products   13.05   6/24/2016    EUR    63.32
Vontobel Financial Products   11.50   6/24/2016    EUR    64.13
Vontobel Financial Products    6.10   6/24/2016    EUR    69.42
Vontobel Financial Products    5.05   6/24/2016    EUR    70.63
Vontobel Financial Products    4.05   6/24/2016    EUR    71.90
Vontobel Financial Products    4.50   9/23/2016    EUR    72.41
Vontobel Financial Products    5.00   9/23/2016    EUR    71.28
Vontobel Financial Products    6.00   9/23/2016    EUR    70.38
Vontobel Financial Products    6.55   3/29/2016    EUR    74.90
Vontobel Financial Products   10.55   6/24/2016    EUR    65.12
Vontobel Financial Products    9.00   6/24/2016    EUR    66.02
Vontobel Financial Products    8.05   6/24/2016    EUR    67.11
Vontobel Financial Products    8.55   3/29/2016    EUR    71.81
Vontobel Financial Products    6.50   9/23/2016    EUR    69.30
Vontobel Financial Products    7.50   9/23/2016    EUR    68.49
Vontobel Financial Products    8.50   9/23/2016    EUR    67.73
Vontobel Financial Products    9.05   9/23/2016    EUR    66.78
Vontobel Financial Products   10.00   9/23/2016    EUR    66.07
Vontobel Financial Products   11.00   9/23/2016    EUR    65.42
Vontobel Financial Products   12.00   9/23/2016    EUR    64.80
Vontobel Financial Products   13.00   9/23/2016    EUR    64.22
Vontobel Financial Products   15.00   9/23/2016    EUR    63.15
Vontobel Financial Products   12.00  12/23/2016    EUR    64.72
Vontobel Financial Products   10.50  12/23/2016    EUR    65.61
Vontobel Financial Products    9.00  12/23/2016    EUR    67.24
Credit Suisse AG/London        7.25  11/23/2016    CHF    61.41
Vontobel Financial Products   25.10   6/24/2016    EUR    75.36
Commerzbank AG                17.50  10/27/2016    EUR    68.99
DZ Bank AG Deutsche Zentral   11.75  11/25/2016    EUR    67.80
DZ Bank AG Deutsche Zentral    5.00  11/25/2016    EUR    63.06
Vontobel Financial Products    5.05  10/28/2016    EUR    72.89
Vontobel Financial Products    5.00  12/23/2016    EUR    73.21
Vontobel Financial Products    6.05  12/23/2016    EUR    71.47
Vontobel Financial Products    8.50  12/23/2016    EUR    68.49
Vontobel Financial Products   10.00  12/23/2016    EUR    67.35
UBS AG                         9.89  11/16/2016    USD     9.06
Bank Julius Baer & Co Ltd/G   10.60   12/9/2016    CHF    65.20
DZ Bank AG Deutsche Zentral    7.00   6/20/2016    EUR    70.07
DZ Bank AG Deutsche Zentral   14.80   9/23/2016    EUR    62.62
DZ Bank AG Deutsche Zentral   17.80   9/23/2016    EUR    60.61
DZ Bank AG Deutsche Zentral   11.10  12/23/2016    EUR    65.23
DZ Bank AG Deutsche Zentral   13.10  12/23/2016    EUR    63.58
DZ Bank AG Deutsche Zentral   15.50  12/23/2016    EUR    62.11
DZ Bank AG Deutsche Zentral   11.30   3/24/2017    EUR    66.86
DZ Bank AG Deutsche Zentral   12.90   3/24/2017    EUR    65.51
DZ Bank AG Deutsche Zentral   14.70   3/24/2017    EUR    64.24
DZ Bank AG Deutsche Zentral   12.70   9/23/2016    EUR    66.55
DZ Bank AG Deutsche Zentral   12.40   9/23/2016    EUR    64.84
DZ Bank AG Deutsche Zentral    7.60   9/23/2016    EUR    67.33
DZ Bank AG Deutsche Zentral    5.90  12/23/2016    EUR    70.31
DZ Bank AG Deutsche Zentral    8.60  12/23/2016    EUR    69.82
DZ Bank AG Deutsche Zentral    4.50   3/24/2017    EUR    70.04
DZ Bank AG Deutsche Zentral    5.80   3/24/2017    EUR    68.95
HSBC Trinkaus & Burkhardt A   24.20   9/23/2016    EUR    58.59
HSBC Trinkaus & Burkhardt A   24.30   9/23/2016    EUR    58.64
HSBC Trinkaus & Burkhardt A   20.30  12/23/2016    EUR    61.32
HSBC Trinkaus & Burkhardt A   20.30  12/23/2016    EUR    61.32
HSBC Trinkaus & Burkhardt A   17.60   3/24/2017    EUR    63.26
HSBC Trinkaus & Burkhardt A   17.60   3/24/2017    EUR    63.26
HSBC Trinkaus & Burkhardt A   23.80   7/22/2016    EUR    57.54
HSBC Trinkaus & Burkhardt A   17.00   1/27/2017    EUR    63.21
LBBW                           4.00  11/25/2016    EUR    71.75
Bank Julius Baer & Co Ltd/G    9.50  12/16/2016    CHF    67.20
Vontobel Financial Products    4.70   3/29/2016    EUR    67.52
Vontobel Financial Products   13.55   3/29/2016    EUR    60.58
Vontobel Financial Products   16.55   6/24/2016    EUR    54.95
Vontobel Financial Products    9.05   6/24/2016    EUR    58.89
Vontobel Financial Products    5.00   9/23/2016    EUR    62.56
Vontobel Financial Products    7.50   9/23/2016    EUR    60.43
Vontobel Financial Products    8.00  12/23/2016    EUR    59.82
Vontobel Financial Products    6.00  12/23/2016    EUR    61.32
Bank Julius Baer & Co Ltd/G    9.40  11/10/2016    CHF    53.40
DZ Bank AG Deutsche Zentral   13.00   6/24/2016    EUR    70.79
Vontobel Financial Products    3.00   6/24/2016    EUR    65.78
Vontobel Financial Products    6.10   6/10/2016    EUR    59.11
Vontobel Financial Products   17.15   9/16/2016    EUR    58.49
Vontobel Financial Products    7.10   6/17/2016    EUR    64.19
Vontobel Financial Products    3.90   6/17/2016    EUR    68.86
Vontobel Financial Products   13.50   6/24/2016    EUR    73.50
BNP Paribas Emissions- und     5.50   9/22/2016    EUR    70.76
BNP Paribas Emissions- und     5.50  12/22/2016    EUR    71.83
Deutsche Bank AG               6.50  12/20/2016    EUR    69.00
DZ Bank AG Deutsche Zentral    8.80   6/20/2016    EUR    68.90
DZ Bank AG Deutsche Zentral    4.70  12/19/2016    EUR    72.95
Goldman Sachs & Co Wertpapi    7.00   1/25/2017    EUR    69.47
Goldman Sachs & Co Wertpapi   10.00   1/25/2017    EUR    71.93
Goldman Sachs & Co Wertpapi    7.00  12/20/2017    EUR    73.51
Goldman Sachs & Co Wertpapi    5.00  12/20/2017    EUR    70.08
Goldman Sachs & Co Wertpapi    6.00  12/20/2017    EUR    71.79
Goldman Sachs & Co Wertpapi    7.00  12/20/2017    EUR    73.51
Goldman Sachs & Co Wertpapi    8.00   1/25/2017    EUR    72.96
Goldman Sachs & Co Wertpapi   14.00   1/25/2017    EUR    69.11
Goldman Sachs & Co Wertpapi   18.00   1/25/2017    EUR    68.63
Goldman Sachs & Co Wertpapi   11.00  12/20/2017    EUR    72.37
Goldman Sachs & Co Wertpapi   24.00   9/21/2016    EUR    74.41
Vontobel Financial Products   10.00   9/23/2016    EUR    73.07
HSBC Trinkaus & Burkhardt A    9.70  12/23/2016    EUR    69.24
HSBC Trinkaus & Burkhardt A    7.00   6/23/2017    EUR    71.87
HSBC Trinkaus & Burkhardt A   10.20   5/27/2016    EUR    67.04
HSBC Trinkaus & Burkhardt A    9.40   7/22/2016    EUR    68.24
HSBC Trinkaus & Burkhardt A   18.60  12/23/2016    EUR    62.81
HSBC Trinkaus & Burkhardt A    8.20   3/24/2017    EUR    71.04
HSBC Trinkaus & Burkhardt A   12.80   1/27/2017    EUR    66.50
Leonteq Securities AG         10.20  11/30/2016    CHF    65.84
Vontobel Financial Products   10.00  12/23/2016    EUR    68.98
Bank Julius Baer & Co Ltd/G    6.00  11/25/2016    EUR    68.45
Notenstein La Roche Private    9.68   6/15/2017    CHF    70.94
Vontobel Financial Products   15.50  12/23/2016    EUR    72.50
Vontobel Financial Products   15.55   9/23/2016    EUR    72.38
DZ Bank AG Deutsche Zentral    5.70   6/20/2016    EUR    72.61
DZ Bank AG Deutsche Zentral    7.20   6/20/2016    EUR    70.68
DZ Bank AG Deutsche Zentral    4.90   9/19/2016    EUR    72.82
Goldman Sachs & Co Wertpapi    4.00   1/25/2017    EUR    67.00
Goldman Sachs & Co Wertpapi    6.00   1/25/2017    EUR    68.65
Goldman Sachs & Co Wertpapi    8.00   1/25/2017    EUR    70.29
Goldman Sachs & Co Wertpapi   10.00   1/25/2017    EUR    71.93
Goldman Sachs & Co Wertpapi    4.00   3/22/2017    EUR    66.99
Goldman Sachs & Co Wertpapi    6.00  12/20/2017    EUR    71.79
Goldman Sachs & Co Wertpapi    7.00  12/20/2017    EUR    73.51
Goldman Sachs & Co Wertpapi    7.00  12/20/2017    EUR    73.51
Goldman Sachs & Co Wertpapi    7.00  12/20/2017    EUR    73.51
Goldman Sachs & Co Wertpapi   23.00   7/20/2016    EUR    64.96
Goldman Sachs & Co Wertpapi   10.00   1/25/2017    EUR    72.26
UBS AG                         9.09   12/8/2016    USD
UBS AG/London                 11.00  11/18/2016    USD    70.85
Vontobel Financial Products   11.50  12/23/2016    EUR    70.69
Leonteq Securities AG          8.80   6/21/2017    CHF    71.22
HSBC Trinkaus & Burkhardt A   10.80   9/23/2016    EUR    67.86
HSBC Trinkaus & Burkhardt A    7.00   9/23/2016    EUR    71.04
HSBC Trinkaus & Burkhardt A    6.80  12/23/2016    EUR    71.89
HSBC Trinkaus & Burkhardt A    7.90   1/27/2017    EUR    70.77
HSBC Trinkaus & Burkhardt A   18.20   9/23/2016    EUR    61.94
HSBC Trinkaus & Burkhardt A   14.80   9/23/2016    EUR    64.34
HSBC Trinkaus & Burkhardt A   16.10   3/24/2017    EUR    64.37
HSBC Trinkaus & Burkhardt A   16.30   7/22/2016    EUR    62.76
DZ Bank AG Deutsche Zentral    5.00  12/12/2016    EUR    52.73
Vontobel Financial Products   16.45  11/25/2016    EUR    63.34
Leonteq Securities AG         14.00  11/30/2016    CHF    59.71
UBS AG                        23.78   6/12/2017    USD     5.96
Zurcher Kantonalbank Financ    8.50  12/22/2016    CHF    70.11
DZ Bank AG Deutsche Zentral    7.00   3/24/2017    EUR    65.73
DZ Bank AG Deutsche Zentral   10.00   9/23/2016    EUR    70.64
Vontobel Financial Products   16.55  12/23/2016    EUR    72.16
DZ Bank AG Deutsche Zentral    7.00   6/24/2016    EUR    67.34
Vontobel Financial Products   19.05   6/24/2016    EUR    71.04
Vontobel Financial Products   21.05   6/24/2016    EUR    70.15
Vontobel Financial Products   16.50  11/25/2016    EUR    71.97
Vontobel Financial Products   19.00  11/25/2016    EUR    71.42
DZ Bank AG Deutsche Zentral    7.25  12/19/2016    EUR    72.30
DZ Bank AG Deutsche Zentral   11.50   6/24/2016    EUR    68.54
DZ Bank AG Deutsche Zentral    9.75  11/25/2016    EUR    71.43
DZ Bank AG Deutsche Zentral    6.25   3/24/2017    EUR    70.26
Vontobel Financial Products   18.00  12/23/2016    EUR    70.13
Vontobel Financial Products   21.00  12/23/2016    EUR    69.37
Vontobel Financial Products   11.50  12/23/2016    EUR    72.28
Bank Julius Baer & Co Ltd/G    5.50  11/24/2016    CHF    71.35
DZ Bank AG Deutsche Zentral    7.25  12/19/2016    EUR    68.35
DZ Bank AG Deutsche Zentral    9.00   9/19/2016    EUR    68.01
DZ Bank AG Deutsche Zentral    9.25  12/19/2016    EUR    69.80
Commerzbank AG                12.50   4/21/2016    EUR    66.71
Commerzbank AG                 9.50   8/25/2016    EUR    69.25
DekaBank Deutsche Girozentr    4.20    4/1/2016    EUR    59.13
Deutsche Bank AG               5.20   6/20/2017    EUR    71.90
Leonteq Securities AG/Guern   10.40   4/27/2016    CHF    35.51
Commerzbank AG                10.00  11/24/2016    EUR    68.79
EFG International Finance G    8.32  12/21/2016    CHF    71.71
Zurcher Kantonalbank Financ    7.40   5/11/2016    CHF    69.57
UniCredit Bank AG              4.60   6/22/2017    EUR    72.02
UniCredit Bank AG              4.60   6/22/2017    EUR    72.56
UniCredit Bank AG              4.80   6/22/2017    EUR    71.19
DekaBank Deutsche Girozentr    4.00  10/21/2016    EUR    53.10
UBS AG                        11.43    5/3/2016    USD
DZ Bank AG Deutsche Zentral    7.10  11/23/2016    EUR    65.37
UBS AG/London                  8.30   2/10/2017    EUR    71.44
UBS AG/London                  9.40   12/9/2016    EUR    70.97
UBS AG/London                  4.70   2/10/2017    EUR    66.01
Vontobel Financial Products   10.00   9/23/2016    EUR    58.64
UBS AG/London                  8.10   12/9/2016    EUR    69.91
UBS AG                         6.54    5/4/2016    USD
Goldman Sachs & Co Wertpapi   13.00   5/25/2016    EUR    59.93
Goldman Sachs & Co Wertpapi   13.00   5/25/2016    EUR    59.93
Goldman Sachs & Co Wertpapi   11.00   8/24/2016    EUR    62.16
Goldman Sachs & Co Wertpapi   11.00   8/24/2016    EUR    62.16
Goldman Sachs & Co Wertpapi    4.00  10/26/2016    EUR    59.86
Goldman Sachs & Co Wertpapi    4.00  11/23/2016    EUR    60.13
Goldman Sachs & Co Wertpapi   10.00  11/23/2016    EUR    64.03
Goldman Sachs & Co Wertpapi   10.00  11/23/2016    EUR    64.03
Goldman Sachs & Co Wertpapi    5.00   9/20/2017    EUR    63.53
Goldman Sachs & Co Wertpapi   14.00  11/23/2016    EUR    61.24
Goldman Sachs & Co Wertpapi   17.00  11/23/2016    EUR    59.98
Bank Julius Baer & Co Ltd/G    9.80   11/7/2016    EUR    61.75
UBS AG/London                 12.00   11/4/2016    CHF    49.54
Bank Julius Baer & Co Ltd/G    9.90  11/11/2016    USD    59.55
UBS AG                         7.50  12/23/2016    EUR    66.66
UBS AG                         7.00   6/24/2016    EUR    66.50
UBS AG                         6.50  12/23/2016    EUR    65.07
UBS AG                         5.50  12/23/2016    EUR    70.72
Vontobel Financial Products    6.50  12/23/2016    EUR    69.72
Bank Julius Baer & Co Ltd/G    5.50   11/6/2017    CHF    59.55
Credit Suisse AG/London        7.00   5/16/2017    CHF    69.74
DZ Bank AG Deutsche Zentral    5.75   6/24/2016    EUR    67.18
DZ Bank AG Deutsche Zentral    5.75   9/23/2016    EUR    66.74
DZ Bank AG Deutsche Zentral    6.00  12/23/2016    EUR    66.46
DZ Bank AG Deutsche Zentral    5.25   3/24/2017    EUR    67.97
Deutsche Bank AG               4.20   7/20/2016    EUR    72.00
Deutsche Bank AG               6.20   7/20/2016    EUR    69.80
Deutsche Bank AG               6.20   7/20/2016    EUR    67.10
Deutsche Bank AG               6.20   7/20/2016    EUR    64.50
Deutsche Bank AG               4.20   8/24/2016    EUR    72.10
Deutsche Bank AG               6.20   8/24/2016    EUR    70.10
Deutsche Bank AG               6.20   8/24/2016    EUR    67.50
Deutsche Bank AG               6.20   8/24/2016    EUR    65.00
Deutsche Bank AG               4.20  10/26/2016    EUR    72.20
Deutsche Bank AG               6.20  10/26/2016    EUR    68.20
Deutsche Bank AG               6.20  10/26/2016    EUR    65.80
Deutsche Bank AG               6.20  10/26/2016    EUR    63.50
Deutsche Bank AG               4.20  11/23/2016    EUR    72.30
Deutsche Bank AG               4.20  11/23/2016    EUR    69.70
Deutsche Bank AG               6.20  11/23/2016    EUR    68.50
Deutsche Bank AG               4.20  11/23/2016    EUR    67.20
Deutsche Bank AG               6.20  11/23/2016    EUR    66.20
Deutsche Bank AG               6.20  11/23/2016    EUR    63.90
Deutsche Bank AG               3.20  11/23/2016    EUR    71.60
Deutsche Bank AG               3.20  11/23/2016    EUR    69.00
Deutsche Bank AG               7.20   7/20/2016    EUR    64.80
Deutsche Bank AG               7.20   8/24/2016    EUR    65.40
Deutsche Bank AG               7.20  10/26/2016    EUR    66.40
Deutsche Bank AG               7.20  11/23/2016    EUR    66.80
Deutsche Bank AG               9.20   7/20/2016    EUR    63.10
Deutsche Bank AG               9.20   8/24/2016    EUR    63.90
Deutsche Bank AG               9.20  10/26/2016    EUR    65.30
Deutsche Bank AG               9.20  11/23/2016    EUR    65.90
Deutsche Bank AG               9.20   3/21/2017    EUR    68.60
DZ Bank AG Deutsche Zentral    4.00   5/20/2016    EUR    61.48
Notenstein La Roche Private    6.00  11/21/2016    CHF    64.65
Vontobel Financial Products    7.00   6/24/2016    EUR    70.47
WGZ-Bank AG Westdeutsche Ge    3.00   6/22/2016    EUR    70.77
WGZ-Bank AG Westdeutsche Ge    4.00   6/22/2016    EUR    68.09
WGZ-Bank AG Westdeutsche Ge    5.00   6/22/2016    EUR    65.61
WGZ-Bank AG Westdeutsche Ge    6.00   6/22/2016    EUR    63.30
Vontobel Financial Products   10.10   5/27/2016    EUR    71.87
Notenstein La Roche Private    4.10    6/5/2019    CHF    66.88
Notenstein La Roche Private    3.30    6/5/2019    CHF    74.18
Leonteq Securities AG          3.00    6/4/2020    CHF    70.14
HSBC Trinkaus & Burkhardt A   12.60   6/24/2016    EUR    51.22
HSBC Trinkaus & Burkhardt A   11.10   9/23/2016    EUR    53.17
HSBC Trinkaus & Burkhardt A   10.90   5/27/2016    EUR    52.64
HSBC Trinkaus & Burkhardt A   10.90   9/23/2016    EUR    72.15
HSBC Trinkaus & Burkhardt A   13.20   6/24/2016    EUR    71.31
HSBC Trinkaus & Burkhardt A   12.20   9/23/2016    EUR    72.72
HSBC Trinkaus & Burkhardt A   10.90   9/23/2016    EUR    72.26
HSBC Trinkaus & Burkhardt A    7.10  12/23/2016    EUR    68.31
HSBC Trinkaus & Burkhardt A    8.20   5/27/2016    EUR    64.99
HSBC Trinkaus & Burkhardt A   11.30   6/24/2016    EUR    55.05
HSBC Trinkaus & Burkhardt A    7.10   6/24/2016    EUR    59.84
HSBC Trinkaus & Burkhardt A   10.00   9/23/2016    EUR    57.23
HSBC Trinkaus & Burkhardt A    6.60   9/23/2016    EUR    61.33
HSBC Trinkaus & Burkhardt A    8.10  12/23/2016    EUR    59.96
HSBC Trinkaus & Burkhardt A    9.30   5/27/2016    EUR    55.47
HSBC Trinkaus & Burkhardt A   10.70   6/24/2016    EUR    72.12
HSBC Trinkaus & Burkhardt A   10.40   9/23/2016    EUR    56.83
HSBC Trinkaus & Burkhardt A    8.20   6/24/2016    EUR    72.12
HSBC Trinkaus & Burkhardt A    7.20   9/23/2016    EUR    73.59
HSBC Trinkaus & Burkhardt A    9.70   9/23/2016    EUR    50.01
HSBC Trinkaus & Burkhardt A   12.10   6/24/2016    EUR    70.79
HSBC Trinkaus & Burkhardt A   12.70   9/23/2016    EUR    70.15
HSBC Trinkaus & Burkhardt A   10.90   9/23/2016    EUR    72.66
HSBC Trinkaus & Burkhardt A   11.50   9/23/2016    EUR    68.20
HSBC Trinkaus & Burkhardt A   11.50   9/23/2016    EUR    51.09
HSBC Trinkaus & Burkhardt A   10.30   5/27/2016    EUR    70.27
HSBC Trinkaus & Burkhardt A   10.10   6/24/2016    EUR    73.08
HSBC Trinkaus & Burkhardt A    9.80   6/24/2016    EUR    74.12
HSBC Trinkaus & Burkhardt A    7.10   6/24/2016    EUR    51.25
HSBC Trinkaus & Burkhardt A    8.40   6/24/2016    EUR    51.34
HSBC Trinkaus & Burkhardt A    9.70   6/24/2016    EUR    73.92
Goldman Sachs & Co Wertpapi    7.00   5/25/2016    EUR    55.02
Goldman Sachs & Co Wertpapi   11.00   4/20/2016    EUR    52.75
Goldman Sachs & Co Wertpapi   11.00   6/22/2016    EUR    54.63
Goldman Sachs & Co Wertpapi   11.00   6/22/2016    EUR    54.63
LBBW                           3.00   6/24/2016    EUR    62.34
LBBW                           4.50   6/24/2016    EUR    58.86
LBBW                           3.50   6/24/2016    EUR    69.00
LBBW                           4.50   6/24/2016    EUR    66.99
LBBW                           5.00   6/24/2016    EUR    70.93
LBBW                           3.00   6/24/2016    EUR    69.10
LBBW                           4.50   6/24/2016    EUR    65.05
LBBW                           6.00   6/24/2016    EUR    62.20
LBBW                           3.00   6/24/2016    EUR    66.90
LBBW                           4.00   6/24/2016    EUR    64.50
LBBW                           3.00   6/24/2016    EUR    52.84
LBBW                           5.50   6/24/2016    EUR    72.69
LBBW                           3.00   6/24/2016    EUR    58.18
LBBW                           4.00   6/24/2016    EUR    56.11
LBBW                           5.00   6/24/2016    EUR    54.21
LBBW                           3.00   6/24/2016    EUR    60.45
LBBW                           4.00   6/24/2016    EUR    58.25
LBBW                           5.00   6/24/2016    EUR    56.53
LBBW                           6.00   6/24/2016    EUR    55.06
Notenstein La Roche Private    6.00  11/29/2016    EUR    54.82
Notenstein La Roche Private    5.80   5/29/2017    CHF    70.19
Notenstein La Roche Private    5.50   5/30/2016    CHF    73.36
Credit Suisse AG/Nassau        6.00   12/2/2016    EUR    53.63
Leonteq Securities AG         11.20   8/29/2016    CHF    61.00
Leonteq Securities AG         10.40    9/1/2016    CHF    51.51
Goldman Sachs & Co Wertpapi   19.00   5/25/2016    EUR    66.81
Goldman Sachs & Co Wertpapi   19.00   4/20/2016    EUR    67.55
Goldman Sachs & Co Wertpapi   14.00   5/25/2016    EUR    72.42
Goldman Sachs & Co Wertpapi   19.00   5/25/2016    EUR    67.33
Goldman Sachs & Co Wertpapi   15.00   9/21/2016    EUR    71.59
Goldman Sachs & Co Wertpapi   24.00   4/20/2016    EUR    72.71
Goldman Sachs & Co Wertpapi   24.00   5/25/2016    EUR    72.47
Goldman Sachs & Co Wertpapi   21.00   6/22/2016    EUR    50.64
Goldman Sachs & Co Wertpapi   20.00   4/20/2016    EUR    61.99
Goldman Sachs & Co Wertpapi   21.00   4/20/2016    EUR    69.84
Goldman Sachs & Co Wertpapi   19.00   6/22/2016    EUR    73.10
Goldman Sachs & Co Wertpapi   15.00   4/20/2016    EUR    46.16
Goldman Sachs & Co Wertpapi   20.00   4/20/2016    EUR    42.96
Goldman Sachs & Co Wertpapi   10.00   9/21/2016    EUR    54.24
Goldman Sachs & Co Wertpapi   13.00   9/21/2016    EUR    51.59
Vontobel Financial Products    7.35   4/22/2016    EUR    72.31
Goldman Sachs & Co Wertpapi   17.00   9/21/2016    EUR    48.50
Goldman Sachs & Co Wertpapi   19.00   6/22/2016    EUR    61.68
UBS AG/London                  5.50   5/23/2016    CHF    73.89
UBS AG/London                  7.00   5/22/2017    CHF    53.54
UBS AG/London                 10.50   5/23/2016    CHF    67.62
Vontobel Financial Products    7.40   6/24/2016    EUR    61.40
Vontobel Financial Products    6.60   5/27/2016    EUR    63.80
Vontobel Financial Products    7.15   3/29/2016    EUR    66.53
Zurcher Kantonalbank Financ   10.00    6/3/2016    CHF    63.28
EFG International Finance G    5.44   5/26/2016    CHF    72.33
DekaBank Deutsche Girozentr    3.15   6/20/2016    EUR    71.52
DekaBank Deutsche Girozentr    6.00   6/20/2016    EUR    54.54
DekaBank Deutsche Girozentr    4.10   6/20/2017    EUR    72.94
LBBW                           2.50  12/22/2017    EUR    66.94
Credit Suisse AG/Nassau        7.25   12/5/2016    CHF    72.55
Notenstein La Roche Private    8.22  11/25/2016    EUR    56.61
DZ Bank AG Deutsche Zentral    5.00   6/24/2016    EUR    58.98
DZ Bank AG Deutsche Zentral    5.00   9/23/2016    EUR    57.25
DZ Bank AG Deutsche Zentral   10.00   5/27/2016    EUR    72.98
DZ Bank AG Deutsche Zentral    5.50   9/23/2016    EUR    73.32
Bank Julius Baer & Co Ltd/G    4.30    6/2/2016    CHF    58.95
Vontobel Financial Products    8.50   6/24/2016    EUR    50.68
Vontobel Financial Products   21.15   3/29/2016    EUR    49.52
Vontobel Financial Products   21.65   3/29/2016    EUR    53.90
Vontobel Financial Products   10.55   6/24/2016    EUR    72.05
Vontobel Financial Products    6.30   9/23/2016    EUR    49.52
Vontobel Financial Products    7.35   6/24/2016    EUR    48.15
Vontobel Financial Products    3.50   6/24/2016    EUR    51.90
Vontobel Financial Products    7.05   3/29/2016    EUR    52.23
Vontobel Financial Products    5.30   9/23/2016    EUR    71.59
Vontobel Financial Products    8.00   6/24/2016    EUR    70.28
Credit Suisse AG/London        5.00    6/3/2016    CHF    72.08
DZ Bank AG Deutsche Zentral    6.50   9/19/2016    EUR    48.76
DZ Bank AG Deutsche Zentral    5.50   6/20/2016    EUR    73.32
DZ Bank AG Deutsche Zentral    7.00   6/20/2016    EUR    72.49
DZ Bank AG Deutsche Zentral    6.25   9/19/2016    EUR    73.96
DZ Bank AG Deutsche Zentral    7.25   9/19/2016    EUR    56.97
DZ Bank AG Deutsche Zentral    6.00   9/19/2016    EUR    56.52
DZ Bank AG Deutsche Zentral    8.25   6/20/2016    EUR    47.90
DZ Bank AG Deutsche Zentral    7.00   6/20/2016    EUR    71.60
DZ Bank AG Deutsche Zentral    6.00   6/20/2016    EUR    71.37
DZ Bank AG Deutsche Zentral    7.00   9/19/2016    EUR    73.61
DZ Bank AG Deutsche Zentral    7.75   9/19/2016    EUR    73.76
DZ Bank AG Deutsche Zentral    7.50   9/19/2016    EUR    73.02
DZ Bank AG Deutsche Zentral    7.00   9/19/2016    EUR    72.78
DZ Bank AG Deutsche Zentral    6.00   9/19/2016    EUR    72.31
DZ Bank AG Deutsche Zentral    5.75   9/19/2016    EUR    72.69
DZ Bank AG Deutsche Zentral    9.00   6/20/2016    EUR    55.29
DZ Bank AG Deutsche Zentral    7.25   9/19/2016    EUR    56.63
DZ Bank AG Deutsche Zentral    8.75   6/20/2016    EUR    67.46
DZ Bank AG Deutsche Zentral    7.00   9/19/2016    EUR    72.35
DZ Bank AG Deutsche Zentral    7.50   9/19/2016    EUR    72.59
DZ Bank AG Deutsche Zentral    8.00   9/19/2016    EUR    49.16
DZ Bank AG Deutsche Zentral    7.25   9/19/2016    EUR    48.80
DZ Bank AG Deutsche Zentral    6.50   9/19/2016    EUR    48.45
DZ Bank AG Deutsche Zentral    7.00   6/20/2016    EUR    58.21
DZ Bank AG Deutsche Zentral    5.00   9/19/2016    EUR    62.74
DZ Bank AG Deutsche Zentral    5.80   9/19/2016    EUR    61.14
DZ Bank AG Deutsche Zentral    6.50   9/19/2016    EUR    59.63
DZ Bank AG Deutsche Zentral    5.10   9/19/2016    EUR    64.18
DZ Bank AG Deutsche Zentral    6.10   9/19/2016    EUR    73.60
DZ Bank AG Deutsche Zentral    5.50   6/20/2016    EUR    53.75
DZ Bank AG Deutsche Zentral    6.70   9/19/2016    EUR    71.89
Credit Suisse AG/Nassau        7.55  11/28/2016    CHF    53.03
Bank J Safra Sarasin AG/Gue    5.00   5/26/2016    CHF    55.47
Vontobel Financial Products    3.95   5/27/2016    EUR    49.41
UBS AG/London                  8.00   5/26/2017    EUR    60.73
UBS AG/London                  6.50   5/30/2016    CHF    57.55
Deutsche Bank AG               4.20   8/24/2016    EUR    71.80
Deutsche Bank AG               4.20   8/24/2016    EUR    67.90
Deutsche Bank AG               4.20   7/20/2016    EUR    59.30
Deutsche Bank AG               4.20   8/24/2016    EUR    74.20
Deutsche Bank AG               4.20   7/20/2016    EUR    66.40
Deutsche Bank AG               4.20   8/24/2016    EUR    57.60
Deutsche Bank AG               4.20   7/20/2016    EUR    68.40
Deutsche Bank AG               4.20   8/24/2016    EUR    59.10
Deutsche Bank AG               4.20   7/20/2016    EUR    73.70
Deutsche Bank AG               4.20   7/20/2016    EUR    63.90
Deutsche Bank AG               4.20   8/24/2016    EUR    64.20
Deutsche Bank AG               4.20   8/24/2016    EUR    63.50
Deutsche Bank AG               4.20   8/24/2016    EUR    61.20
Deutsche Bank AG               4.20   8/24/2016    EUR    59.70
Deutsche Bank AG               4.20   8/24/2016    EUR    68.70
Deutsche Bank AG               4.20   8/24/2016    EUR    66.00
Deutsche Bank AG               4.20   8/24/2016    EUR    69.60
Deutsche Bank AG               4.20   8/24/2016    EUR    73.80
Deutsche Bank AG               4.20   7/20/2016    EUR    61.50
Deutsche Bank AG               4.20   8/24/2016    EUR    66.60
Deutsche Bank AG               4.20   8/24/2016    EUR    70.80
Deutsche Bank AG               4.20   8/24/2016    EUR    65.20
Deutsche Bank AG               4.20   8/24/2016    EUR    61.80
Deutsche Bank AG               4.20   8/24/2016    EUR    56.10
Deutsche Bank AG               4.20   7/20/2016    EUR    57.80
Deutsche Bank AG               4.20   7/20/2016    EUR    61.70
Deutsche Bank AG               4.20   8/24/2016    EUR    53.60
Deutsche Bank AG               4.20   8/24/2016    EUR    53.10
Deutsche Bank AG               4.20   7/20/2016    EUR    58.60
Deutsche Bank AG               4.20   8/24/2016    EUR    58.90
Deutsche Bank AG               4.20   8/24/2016    EUR    61.20
Deutsche Bank AG               4.20   8/24/2016    EUR    62.00
Deutsche Bank AG               4.20   7/20/2016    EUR    60.80
Deutsche Bank AG               4.20   8/24/2016    EUR    71.80
Vontobel Financial Products    8.40   6/24/2016    EUR    72.37
Deutsche Bank AG               4.20   8/24/2016    EUR    55.50
Deutsche Bank AG               4.20   7/20/2016    EUR    55.80
Deutsche Bank AG               4.20   8/24/2016    EUR    58.20
Deutsche Bank AG               5.20   8/24/2016    EUR    73.00
Deutsche Bank AG               5.20   7/20/2016    EUR    59.60
Deutsche Bank AG               6.20   7/20/2016    EUR    60.00
Deutsche Bank AG               5.20   7/20/2016    EUR    57.60
Deutsche Bank AG               5.20   8/24/2016    EUR    58.00
Deutsche Bank AG               5.20   7/20/2016    EUR    65.30
Deutsche Bank AG               6.20   7/20/2016    EUR    62.20
Deutsche Bank AG               6.20   8/24/2016    EUR    56.60
Deutsche Bank AG               5.20   8/24/2016    EUR    71.20
Deutsche Bank AG               5.20   7/20/2016    EUR    72.50
Deutsche Bank AG               5.20   8/24/2016    EUR    60.10
Deutsche Bank AG               6.20   8/24/2016    EUR    68.70
Deutsche Bank AG               5.20   8/24/2016    EUR    63.20
Deutsche Bank AG               5.20   7/20/2016    EUR    68.00
Deutsche Bank AG               5.20   7/20/2016    EUR    55.70
Deutsche Bank AG               6.20   8/24/2016    EUR    66.10
Deutsche Bank AG               6.20   8/24/2016    EUR    63.60
Deutsche Bank AG               5.20   8/24/2016    EUR    62.20
Deutsche Bank AG               6.20   8/24/2016    EUR    58.50
Deutsche Bank AG               5.20   8/24/2016    EUR    56.10
Deutsche Bank AG               6.20   8/24/2016    EUR    54.80
Deutsche Bank AG               5.20   7/20/2016    EUR    70.90
Deutsche Bank AG               6.20   8/24/2016    EUR    71.60
Deutsche Bank AG               6.20   8/24/2016    EUR    73.40
Deutsche Bank AG               6.20   8/24/2016    EUR    60.50
Deutsche Bank AG               5.20   7/20/2016    EUR    62.70
Deutsche Bank AG               5.20   8/24/2016    EUR    68.30
Deutsche Bank AG               5.20   8/24/2016    EUR    65.70
Deutsche Bank AG               5.20   7/20/2016    EUR    61.80
Deutsche Bank AG               6.20   8/24/2016    EUR    62.70
Deutsche Bank AG               5.20   8/24/2016    EUR    54.40
Deutsche Bank AG               5.20   7/20/2016    EUR    57.00
Deutsche Bank AG               5.20   7/20/2016    EUR    53.90
Deutsche Bank AG               5.20   7/20/2016    EUR    59.00
Deutsche Bank AG               5.20   7/20/2016    EUR    61.20
Credit Suisse AG/Nassau        7.50   12/5/2016    CHF    58.37
Deutsche Bank AG               5.20   8/24/2016    EUR    64.00
Deutsche Bank AG               6.20   8/24/2016    EUR    62.10
Deutsche Bank AG               6.20   8/24/2016    EUR    57.90
Deutsche Bank AG               5.20   7/20/2016    EUR    63.60
Deutsche Bank AG               6.20   8/24/2016    EUR    64.40
Deutsche Bank AG               5.20   8/24/2016    EUR    59.50
Deutsche Bank AG               6.20   8/24/2016    EUR    59.90
Deutsche Bank AG               5.20   8/24/2016    EUR    61.60
Deutsche Bank AG               5.20   8/24/2016    EUR    57.50
Deutsche Bank AG               5.20   7/20/2016    EUR    72.10
Deutsche Bank AG               6.20   8/24/2016    EUR    68.30
Deutsche Bank AG               5.20   7/20/2016    EUR    56.10
Deutsche Bank AG               6.20   7/20/2016    EUR    56.40
Deutsche Bank AG               5.20   7/20/2016    EUR    53.50
Deutsche Bank AG               6.20   8/24/2016    EUR    59.70
Deutsche Bank AG               5.20   8/24/2016    EUR    70.00
Deutsche Bank AG               5.20   8/24/2016    EUR    59.30
Deutsche Bank AG               6.20   8/24/2016    EUR    57.00
Deutsche Bank AG               5.20   7/20/2016    EUR    74.50
Deutsche Bank AG               5.20   7/20/2016    EUR    67.60
Deutsche Bank AG               5.20   8/24/2016    EUR    51.60
Deutsche Bank AG               6.20   8/24/2016    EUR    72.70
Deutsche Bank AG               5.20   8/24/2016    EUR    67.90
Deutsche Bank AG               6.20   7/20/2016    EUR    59.30
Deutsche Bank AG               5.20   7/20/2016    EUR    69.80
Deutsche Bank AG               5.20   8/24/2016    EUR    72.30
Deutsche Bank AG               5.20   7/20/2016    EUR    51.20
Deutsche Bank AG               5.20   8/24/2016    EUR    54.00
Deutsche Bank AG               5.20   7/20/2016    EUR    58.90
Deutsche Bank AG               5.20   8/24/2016    EUR    56.50
Deutsche Bank AG               6.20   8/24/2016    EUR    52.10
Deutsche Bank AG               6.20   8/24/2016    EUR    70.40
Deutsche Bank AG               6.20   8/24/2016    EUR    54.40
Deutsche Bank AG               5.20   8/24/2016    EUR    72.30
Deutsche Bank AG               6.20   8/24/2016    EUR    67.50
Deutsche Bank AG               5.20   8/24/2016    EUR    53.50
Deutsche Bank AG               5.20   8/24/2016    EUR    51.30
Deutsche Bank AG               5.20   5/25/2016    EUR    70.30
Deutsche Bank AG               6.20   5/25/2016    EUR    64.70
Deutsche Bank AG               5.20   7/20/2016    EUR    66.60
Deutsche Bank AG               6.20   7/20/2016    EUR    67.00
Deutsche Bank AG               6.20   8/24/2016    EUR    70.00
Deutsche Bank AG               5.20   7/20/2016    EUR    55.40
Deutsche Bank AG               5.20   7/20/2016    EUR    58.10
Deutsche Bank AG               5.20   7/20/2016    EUR    50.80
Deutsche Bank AG               6.20   8/24/2016    EUR    53.90
Deutsche Bank AG               6.20   5/25/2016    EUR    70.50
Deutsche Bank AG               5.20   8/24/2016    EUR    69.60
Deutsche Bank AG               5.20   8/24/2016    EUR    58.60
Deutsche Bank AG               6.20   8/24/2016    EUR    56.40
Deutsche Bank AG               6.20   8/24/2016    EUR    72.70
Deutsche Bank AG               5.20   8/24/2016    EUR    67.00
Deutsche Bank AG               6.20   7/20/2016    EUR    58.50
Deutsche Bank AG               6.20   8/24/2016    EUR    51.70
Deutsche Bank AG               5.20   5/25/2016    EUR    74.30
Deutsche Bank AG               6.20   5/25/2016    EUR    74.50
Deutsche Bank AG               6.20   5/25/2016    EUR    72.00
Deutsche Bank AG               5.20   5/25/2016    EUR    71.80
Deutsche Bank AG               6.20   5/25/2016    EUR    69.60
Deutsche Bank AG               5.20   5/25/2016    EUR    69.40
Deutsche Bank AG               6.20   5/25/2016    EUR    67.30
Deutsche Bank AG               5.20   5/25/2016    EUR    67.20
Deutsche Bank AG               5.20   5/25/2016    EUR    55.40
Deutsche Bank AG               6.20   5/25/2016    EUR    55.50
Deutsche Bank AG               5.20   5/25/2016    EUR    52.80
Deutsche Bank AG               6.20   5/25/2016    EUR    52.90
Deutsche Bank AG               6.20   5/25/2016    EUR    50.60
Deutsche Bank AG               5.20   5/25/2016    EUR    50.40
Deutsche Bank AG               6.20   5/25/2016    EUR    71.50
Deutsche Bank AG               5.20   5/25/2016    EUR    71.30
Deutsche Bank AG               6.20   5/25/2016    EUR    68.70
Deutsche Bank AG               5.20   5/25/2016    EUR    68.50
Deutsche Bank AG               4.20   5/25/2016    EUR    70.60
Deutsche Bank AG               4.20   5/25/2016    EUR    67.70
Deutsche Bank AG               4.20   5/25/2016    EUR    65.00
Deutsche Bank AG               4.20   5/25/2016    EUR    74.20
Deutsche Bank AG               5.20   5/25/2016    EUR    55.30
Deutsche Bank AG               6.20   5/25/2016    EUR    55.40
Deutsche Bank AG               5.20   5/25/2016    EUR    52.80
Deutsche Bank AG               6.20   5/25/2016    EUR    53.00
Deutsche Bank AG               5.20   5/25/2016    EUR    50.50
Deutsche Bank AG               6.20   5/25/2016    EUR    50.70
Deutsche Bank AG               4.20   5/25/2016    EUR    73.40
Deutsche Bank AG               4.20   5/25/2016    EUR    70.10
Deutsche Bank AG               4.20   5/25/2016    EUR    61.20
Deutsche Bank AG               4.20   5/25/2016    EUR    58.10
Deutsche Bank AG               4.20   5/25/2016    EUR    60.80
Deutsche Bank AG               4.20   5/25/2016    EUR    57.80
Deutsche Bank AG               8.20   5/25/2016    EUR    72.40
Deutsche Bank AG               8.20   5/25/2016    EUR    73.30
Deutsche Bank AG               8.20   5/25/2016    EUR    65.00
Deutsche Bank AG               8.20   5/25/2016    EUR    62.50
Deutsche Bank AG               8.20   5/25/2016    EUR    60.20
Deutsche Bank AG               8.20   5/25/2016    EUR    72.20
Deutsche Bank AG               8.20   5/25/2016    EUR    60.80
Deutsche Bank AG               8.20   5/25/2016    EUR    58.70
Deutsche Bank AG               8.20   5/25/2016    EUR    56.70
Deutsche Bank AG               8.20   5/25/2016    EUR    48.80
Deutsche Bank AG               8.20   5/25/2016    EUR    69.00
Deutsche Bank AG               8.20   5/25/2016    EUR    66.40
Deutsche Bank AG               8.20   5/25/2016    EUR    51.00
Deutsche Bank AG               8.20   5/25/2016    EUR    49.00
Deutsche Bank AG               8.20   4/20/2016    EUR    73.90
Deutsche Bank AG               8.20   5/25/2016    EUR    69.90
Deutsche Bank AG               8.20   5/25/2016    EUR    67.70
Deutsche Bank AG               8.20   5/25/2016    EUR    71.30
Deutsche Bank AG               8.20   5/25/2016    EUR    50.90
Deutsche Bank AG               8.20   4/20/2016    EUR    73.10
Deutsche Bank AG               8.20   4/20/2016    EUR    65.50
Deutsche Bank AG               8.20   4/20/2016    EUR    62.90
Deutsche Bank AG               8.20   4/20/2016    EUR    60.50
Deutsche Bank AG               8.20   4/20/2016    EUR    71.40
Deutsche Bank AG               8.20   4/20/2016    EUR    56.50
Deutsche Bank AG               8.20   4/20/2016    EUR    54.60
Deutsche Bank AG               8.20   4/20/2016    EUR    52.80
Deutsche Bank AG               8.20   4/20/2016    EUR    61.00
Deutsche Bank AG               8.20   4/20/2016    EUR    58.80
Deutsche Bank AG               8.20   4/20/2016    EUR    56.80
Deutsche Bank AG               8.20   4/20/2016    EUR    72.40
Deutsche Bank AG               8.20   4/20/2016    EUR    70.00
Deutsche Bank AG               8.20   4/20/2016    EUR    71.90
Deutsche Bank AG               8.20   4/20/2016    EUR    71.30
Deutsche Bank AG               8.20   4/20/2016    EUR    50.10
Deutsche Bank AG               8.20   4/20/2016    EUR    48.00
Deutsche Bank AG               8.20   4/20/2016    EUR    68.20
Deutsche Bank AG               8.20   4/20/2016    EUR    65.60
Deutsche Bank AG               8.20   4/20/2016    EUR    50.20
Deutsche Bank AG               8.20   4/20/2016    EUR    48.20
Deutsche Bank AG               5.20   4/20/2016    EUR    71.20
Deutsche Bank AG               6.20   4/20/2016    EUR    71.30
Deutsche Bank AG               6.20   4/20/2016    EUR    68.20
Deutsche Bank AG               5.20   4/20/2016    EUR    68.10
Deutsche Bank AG               5.20   4/20/2016    EUR    65.30
Deutsche Bank AG               6.20   4/20/2016    EUR    65.40
Deutsche Bank AG               6.20   4/20/2016    EUR    62.80
Deutsche Bank AG               5.20   4/20/2016    EUR    62.70
Deutsche Bank AG               6.20   4/20/2016    EUR    60.70
Deutsche Bank AG               5.20   4/20/2016    EUR    60.60
Deutsche Bank AG               5.20   4/20/2016    EUR    58.40
Deutsche Bank AG               6.20   4/20/2016    EUR    58.50
Deutsche Bank AG               5.20   4/20/2016    EUR    56.30
Deutsche Bank AG               6.20   4/20/2016    EUR    56.40
Deutsche Bank AG               5.20   4/20/2016    EUR    54.40
Deutsche Bank AG               6.20   4/20/2016    EUR    54.50
Deutsche Bank AG               6.20   4/20/2016    EUR    65.60
Deutsche Bank AG               5.20   4/20/2016    EUR    65.60
Deutsche Bank AG               5.20   4/20/2016    EUR    63.10
Deutsche Bank AG               6.20   4/20/2016    EUR    63.10
Deutsche Bank AG               6.20   4/20/2016    EUR    60.80
Deutsche Bank AG               5.20   4/20/2016    EUR    60.70
Deutsche Bank AG               6.20   4/20/2016    EUR    58.70
Deutsche Bank AG               5.20   4/20/2016    EUR    58.60
Deutsche Bank AG               5.20   4/20/2016    EUR    72.20
Deutsche Bank AG               6.20   4/20/2016    EUR    72.30
Deutsche Bank AG               6.20   4/20/2016    EUR    69.90
Deutsche Bank AG               5.20   4/20/2016    EUR    69.80
Deutsche Bank AG               5.20   4/20/2016    EUR    54.90
Deutsche Bank AG               6.20   4/20/2016    EUR    54.90
Deutsche Bank AG               5.20   4/20/2016    EUR    52.30
Deutsche Bank AG               6.20   4/20/2016    EUR    52.30
Deutsche Bank AG               6.20   4/20/2016    EUR    50.00
Deutsche Bank AG               5.20   4/20/2016    EUR    49.90
Deutsche Bank AG               6.20   4/20/2016    EUR    70.90
Deutsche Bank AG               5.20   4/20/2016    EUR    70.80
Deutsche Bank AG               5.20   4/20/2016    EUR    68.00
Deutsche Bank AG               6.20   4/20/2016    EUR    68.10
Deutsche Bank AG               5.20   4/20/2016    EUR    54.80
Deutsche Bank AG               6.20   4/20/2016    EUR    54.80
Deutsche Bank AG               5.20   4/20/2016    EUR    52.30
Deutsche Bank AG               6.20   4/20/2016    EUR    52.40
Deutsche Bank AG               6.20   4/20/2016    EUR    50.10
Deutsche Bank AG               5.20   4/20/2016    EUR    50.00
Deutsche Bank AG               5.20   5/25/2016    EUR    64.50
Deutsche Bank AG               5.20   5/25/2016    EUR    62.00
Deutsche Bank AG               6.20   5/25/2016    EUR    62.20
Deutsche Bank AG               5.20   7/20/2016    EUR    71.90
Deutsche Bank AG               5.20   7/20/2016    EUR    69.20
Deutsche Bank AG               5.20   7/20/2016    EUR    53.00
Deutsche Bank AG               6.20   8/24/2016    EUR    59.00
Deutsche Bank AG               5.20   8/24/2016    EUR    55.90
Deutsche Bank AG               6.20   5/25/2016    EUR    67.50
Deutsche Bank AG               5.20   5/25/2016    EUR    67.30
Deutsche Bank AG               5.20   5/25/2016    EUR    65.10
Deutsche Bank AG               6.20   5/25/2016    EUR    58.40
Deutsche Bank AG               5.20   5/25/2016    EUR    62.70
Deutsche Bank AG               6.20   5/25/2016    EUR    62.80
Deutsche Bank AG               6.20   5/25/2016    EUR    60.50
Deutsche Bank AG               5.20   5/25/2016    EUR    60.30
Deutsche Bank AG               5.20   5/25/2016    EUR    58.20
Deutsche Bank AG               6.20   5/25/2016    EUR    65.30
UBS AG                         7.40   5/17/2021    CHF    63.62
DekaBank Deutsche Girozentr    9.65   8/22/2016    EUR    69.48
UBS AG                        14.75   6/24/2016    EUR    70.79
UBS AG                         7.50   6/24/2016    EUR    52.76
UBS AG                        12.25   6/24/2016    EUR    64.99
UBS AG                        11.00   6/24/2016    EUR    69.83
UBS AG                        13.50   6/24/2016    EUR    58.03
UBS AG                        12.25   6/24/2016    EUR    61.23
UBS AG                         8.25   6/24/2016    EUR    54.97
UBS AG                        13.25   6/24/2016    EUR    70.66
UBS AG                        14.50   6/24/2016    EUR    65.57
UBS AG                         9.75   6/24/2016    EUR    72.94
UBS AG                        11.00   6/24/2016    EUR    73.26
UBS AG                         7.25   6/24/2016    EUR    62.25
UBS AG                        10.00   6/24/2016    EUR    44.16
UBS AG                        13.75   6/24/2016    EUR    55.05
LBBW                           2.80  12/23/2016    EUR    70.59
Leonteq Securities AG          9.92   5/29/2017    EUR    60.99
Notenstein La Roche Private    4.30    6/5/2019    CHF    63.60
Notenstein La Roche Private    8.20   12/5/2016    EUR    72.76
Notenstein La Roche Private    6.70   12/5/2016    CHF    60.48
Notenstein La Roche Private    5.00   12/5/2016    CHF    72.90
UBS AG/London                  6.25   5/30/2016    CHF    50.08
UBS AG/London                  5.00   5/30/2016    CHF    56.41
UBS AG/London                  7.50  11/28/2016    EUR    51.96
UBS AG/London                  7.50   5/30/2016    CHF    43.65
Credit Suisse AG/London        7.00    6/6/2016    CHF    58.07
Bank Julius Baer & Co Ltd/G    5.50    6/6/2016    EUR    69.85
Bank Julius Baer & Co Ltd/G    4.80    6/6/2016    EUR    72.40
Bank Julius Baer & Co Ltd/G    6.30    6/6/2016    USD    59.75
Bank Julius Baer & Co Ltd/G    7.60    6/3/2016    CHF    73.30
Leonteq Securities AG         10.00    9/8/2016    CHF    59.20
Leonteq Securities AG         13.00    9/8/2016    USD    48.89
Societe Generale SA            2.56   5/27/2016    CHF    71.50
Vontobel Financial Products    7.00   6/24/2016    EUR    56.07
Vontobel Financial Products   10.50   6/24/2016    EUR    56.07
WGZ-Bank AG Westdeutsche Ge    2.00   6/29/2016    EUR    66.35
WGZ-Bank AG Westdeutsche Ge    3.00   6/29/2016    EUR    63.07
WGZ-Bank AG Westdeutsche Ge    4.00   6/29/2016    EUR    60.15
WGZ-Bank AG Westdeutsche Ge    5.00   6/29/2016    EUR    57.53
WGZ-Bank AG Westdeutsche Ge    6.00   6/29/2016    EUR    56.46
WGZ-Bank AG Westdeutsche Ge    2.25   6/29/2016    EUR    64.39
WGZ-Bank AG Westdeutsche Ge    3.25   6/29/2016    EUR    61.16
WGZ-Bank AG Westdeutsche Ge    4.25   6/29/2016    EUR    58.26
WGZ-Bank AG Westdeutsche Ge    5.50   6/29/2016    EUR    55.73
WGZ-Bank AG Westdeutsche Ge    6.50   6/29/2016    EUR    54.68
DZ Bank AG Deutsche Zentral    5.25   6/24/2016    EUR    46.00
DZ Bank AG Deutsche Zentral   10.25   6/24/2016    EUR    58.47
DZ Bank AG Deutsche Zentral    7.25   6/24/2016    EUR    66.65
DZ Bank AG Deutsche Zentral    9.25   6/24/2016    EUR    60.45
Commerzbank AG                 6.76   6/22/2017    EUR    60.75
Vontobel Financial Products    4.00   12/9/2016    EUR    73.67
Vontobel Financial Products    4.90   12/9/2016    EUR    71.49
Vontobel Financial Products    5.90   12/9/2016    EUR    69.51
Vontobel Financial Products    6.95   12/9/2016    EUR    67.72
Vontobel Financial Products    4.05   12/9/2016    EUR    65.09
Vontobel Financial Products    4.85   12/9/2016    EUR    63.39
Vontobel Financial Products    5.75   12/9/2016    EUR    61.90
Vontobel Financial Products    6.70   12/9/2016    EUR    60.57
Vontobel Financial Products    3.65   12/9/2016    EUR    66.50
Vontobel Financial Products    5.40   12/9/2016    EUR    63.12
Commerzbank AG                10.00   5/26/2016    EUR    67.22
Vontobel Financial Products    5.30   6/17/2016    EUR    63.17
Vontobel Financial Products    6.85    9/9/2016    EUR    72.92
Vontobel Financial Products    8.90    9/9/2016    EUR    69.62
Vontobel Financial Products    5.10    9/9/2016    EUR    62.58
Vontobel Financial Products    6.85    9/9/2016    EUR    59.60
Vontobel Financial Products    8.80    9/9/2016    EUR    57.14
Vontobel Financial Products    4.15   12/9/2016    EUR    59.68
Vontobel Financial Products    5.15   12/9/2016    EUR    57.69
Vontobel Financial Products    5.25   6/17/2016    EUR    61.88
Vontobel Financial Products    4.85   6/24/2016    EUR    72.98
Vontobel Financial Products    6.30   12/9/2016    EUR    56.01
Vontobel Financial Products    7.55   12/9/2016    EUR    54.61
Vontobel Financial Products    4.25    9/9/2016    EUR    58.92
Vontobel Financial Products    5.55    9/9/2016    EUR    56.70
Vontobel Financial Products    6.90    9/9/2016    EUR    54.75
Vontobel Financial Products    8.40    9/9/2016    EUR    53.09
Vontobel Financial Products    4.60   6/10/2016    EUR    50.79
Vontobel Financial Products    6.20   6/10/2016    EUR    48.52
Vontobel Financial Products    7.35   6/10/2016    EUR    47.16
Vontobel Financial Products    6.55    9/9/2016    EUR    48.68
Vontobel Financial Products    5.55    9/9/2016    EUR    49.81
Vontobel Financial Products    4.00  12/12/2016    EUR    59.55
Vontobel Financial Products    7.50  12/12/2016    EUR    54.69
Vontobel Financial Products    4.35   6/10/2016    EUR    51.93
Vontobel Financial Products    6.40   6/10/2016    EUR    49.89
Vontobel Financial Products    5.70    9/9/2016    EUR    51.21
Vontobel Financial Products    4.05    9/9/2016    EUR    52.89
Vontobel Financial Products    8.60   12/9/2016    EUR    73.16
Vontobel Financial Products    8.20    9/9/2016    EUR    73.74
Vontobel Financial Products    4.25    9/9/2016    EUR    51.79
Vontobel Financial Products    7.95   6/10/2016    EUR    73.52
Bank Julius Baer & Co Ltd/G    8.20    6/9/2016    CHF    58.45
Bank Julius Baer & Co Ltd/G    5.20    6/9/2016    CHF    72.30
DZ Bank AG Deutsche Zentral    5.00   6/24/2016    EUR    58.01
DZ Bank AG Deutsche Zentral    6.50   9/19/2016    EUR    68.05
DZ Bank AG Deutsche Zentral    8.25   6/20/2016    EUR    71.40
DZ Bank AG Deutsche Zentral    5.75   6/20/2016    EUR    47.08
DZ Bank AG Deutsche Zentral    5.75   9/19/2016    EUR    48.09
DZ Bank AG Deutsche Zentral    6.00   9/23/2016    EUR    67.85
DZ Bank AG Deutsche Zentral    6.25   3/29/2016    EUR    69.32
DZ Bank AG Deutsche Zentral    6.25   9/23/2016    EUR    48.40
DZ Bank AG Deutsche Zentral    6.00   9/23/2016    EUR    70.17
DZ Bank AG Deutsche Zentral    4.60   6/20/2016    EUR    64.24
DZ Bank AG Deutsche Zentral    4.60   9/19/2016    EUR    57.69
DZ Bank AG Deutsche Zentral    5.50   9/19/2016    EUR    55.85
Vontobel Financial Products    3.60    9/9/2016    EUR    51.83
Vontobel Financial Products    4.50   6/24/2016    EUR    51.65
Vontobel Financial Products    7.85   9/23/2016    EUR    66.96
Vontobel Financial Products    8.75   6/24/2016    EUR    65.43
Vontobel Financial Products    9.90   3/29/2016    EUR    68.21
Vontobel Financial Products    6.55   9/23/2016    EUR    62.60
Vontobel Financial Products    7.80   9/23/2016    EUR    69.39
Vontobel Financial Products    7.80   9/23/2016    EUR    59.68
Vontobel Financial Products    8.95   6/24/2016    EUR    58.07
Vontobel Financial Products    9.00   3/29/2016    EUR    61.57
Vontobel Financial Products    8.30   9/23/2016    EUR    53.36
Vontobel Financial Products    9.50   6/24/2016    EUR    51.58
Vontobel Financial Products    9.40   6/24/2016    EUR    68.29
Vontobel Financial Products    9.60   3/29/2016    EUR    70.88
Vontobel Financial Products    6.30   6/24/2016    EUR    73.48
Vontobel Financial Products    6.50   3/29/2016    EUR    72.52
Vontobel Financial Products    9.40   3/29/2016    EUR    50.63
Vontobel Financial Products    5.65    9/9/2016    EUR    69.68
BNP Paribas Emissions- und     3.25  11/24/2017    EUR    61.98
Vontobel Financial Products    8.20   6/24/2016    EUR    52.83
Vontobel Financial Products    8.20   3/29/2016    EUR    52.02
Vontobel Financial Products    8.60   9/23/2016    EUR    71.55
Vontobel Financial Products    9.70   6/24/2016    EUR    69.91
Vontobel Financial Products   11.15   3/29/2016    EUR    70.61
Vontobel Financial Products    7.15   9/23/2016    EUR    53.86
Landesbank Hessen-Thueringe    8.90   10/6/2020    EUR    52.60
Vontobel Financial Products    6.05    9/9/2016    EUR    51.85
Vontobel Financial Products    5.05    9/9/2016    EUR    51.41
Vontobel Financial Products    5.00   12/9/2016    EUR    73.93
Vontobel Financial Products    5.00   6/24/2016    EUR    64.83
Vontobel Financial Products    6.50   6/24/2016    EUR    55.74
Vontobel Financial Products    8.00   6/24/2016    EUR    72.36
Vontobel Financial Products    7.00   6/24/2016    EUR    56.07
DZ Bank AG Deutsche Zentral    7.25   9/19/2016    EUR    72.90
DZ Bank AG Deutsche Zentral    6.75   9/19/2016    EUR    57.93
LBBW                           3.50   7/27/2018    EUR    64.68
LBBW                           3.50   7/27/2018    EUR    60.44
LBBW                           3.40   7/27/2018    EUR    60.11
Vontobel Financial Products    8.15   6/24/2016    EUR    51.64
DZ Bank AG Deutsche Zentral   10.10   6/22/2016    EUR    60.26
DZ Bank AG Deutsche Zentral    5.40   6/22/2016    EUR    62.42
DZ Bank AG Deutsche Zentral    6.10   6/22/2016    EUR    62.19
UBS AG                         4.30   12/9/2016    EUR    73.13
UBS AG                         3.30   12/9/2016    EUR    62.45
UBS AG                         3.60   12/9/2016    EUR    60.62
UBS AG                         3.70   6/10/2016    EUR    61.54
UniCredit Bank AG              5.44    7/1/2016    EUR    54.76
UniCredit Bank AG              4.30   6/23/2016    EUR    71.37
UniCredit Bank AG              4.20   6/23/2016    EUR    58.21
UniCredit Bank AG              4.50   6/23/2016    EUR    57.41
UniCredit Bank AG              4.00   6/23/2016    EUR    52.38
UniCredit Bank AG              4.25   6/23/2016    EUR    58.76
UniCredit Bank AG              4.35   6/23/2016    EUR    50.72
UniCredit Bank AG              4.05   6/23/2016    EUR    52.13
UniCredit Bank AG              4.40   6/23/2016    EUR    48.64
UniCredit Bank AG              4.45   6/23/2016    EUR    57.65
UniCredit Bank AG              4.50   6/23/2016    EUR    61.39
UniCredit Bank AG              4.50   6/23/2016    EUR    49.82
UniCredit Bank AG              4.40   6/23/2016    EUR    56.80
UniCredit Bank AG              4.25   6/23/2016    EUR    51.18
UniCredit Bank AG              4.20   6/23/2016    EUR    73.76
UniCredit Bank AG              4.25   6/23/2016    EUR    62.91
UniCredit Bank AG              5.50   6/23/2016    EUR    57.64
UniCredit Bank AG              4.25   6/23/2016    EUR    72.56
UniCredit Bank AG              4.00   6/23/2016    EUR    52.10
UniCredit Bank AG              5.00   6/23/2016    EUR    73.37
UniCredit Bank AG              4.40   6/23/2016    EUR    57.94
UniCredit Bank AG              4.15   6/23/2016    EUR    59.30
UniCredit Bank AG              4.00   6/23/2016    EUR    60.16
UniCredit Bank AG              6.25   6/23/2016    EUR    71.99
UniCredit Bank AG              4.60   6/23/2016    EUR    47.85
UniCredit Bank AG              4.80   6/23/2016    EUR    54.19
DZ Bank AG Deutsche Zentral    8.75   6/22/2016    EUR    72.17
UBS AG/London                  9.50    6/3/2016    CHF    62.27
LBBW                           4.00   6/23/2017    EUR    72.36
LBBW                           5.50   6/23/2017    EUR    63.00
LBBW                           5.00   6/23/2017    EUR    58.53
Societe Generale SA            5.10    9/5/2017    EUR    62.00
Leonteq Securities AG          5.00   1/26/2017    CHF    69.19
Zurcher Kantonalbank Financ    8.65    8/4/2016    CHF    70.74
Leonteq Securities AG          6.00   1/30/2017    CHF    64.00
UniCredit Bank AG              3.75    9/7/2020    EUR    69.68
DekaBank Deutsche Girozentr    2.75   7/17/2019    EUR    70.74
Vontobel Financial Products    6.20    2/4/2019    EUR    71.82
BNP Paribas Emissions- und     6.00   6/23/2016    EUR    70.37
BNP Paribas Emissions- und    10.00   6/23/2016    EUR    62.74
BNP Paribas Emissions- und     9.50   6/23/2016    EUR    74.72
BNP Paribas Emissions- und     6.50   6/23/2016    EUR    58.82
BNP Paribas Emissions- und     8.50   6/23/2016    EUR    53.84
BNP Paribas Emissions- und    10.00   6/23/2016    EUR    51.84
BNP Paribas Emissions- und    11.00   6/23/2016    EUR    49.92
BNP Paribas Emissions- und    14.00   6/23/2016    EUR    46.82
BNP Paribas Emissions- und     5.50  12/22/2016    EUR    60.69
BNP Paribas Emissions- und     7.50  12/22/2016    EUR    57.04
BNP Paribas Emissions- und    10.00  12/22/2016    EUR    52.60
BNP Paribas Emissions- und     3.00   6/23/2016    EUR    56.95
BNP Paribas Emissions- und     4.00   6/23/2016    EUR    55.41
BNP Paribas Emissions- und     5.00   6/23/2016    EUR    53.97
BNP Paribas Emissions- und     5.00   6/23/2016    EUR    51.90
BNP Paribas Emissions- und     6.00   6/23/2016    EUR    50.68
BNP Paribas Emissions- und     7.00   6/23/2016    EUR    49.55
BNP Paribas Emissions- und     8.00   6/23/2016    EUR    48.90
BNP Paribas Emissions- und     9.00   6/23/2016    EUR    48.29
BNP Paribas Emissions- und    10.00   6/23/2016    EUR    47.32
BNP Paribas Emissions- und     6.50   6/23/2016    EUR    58.60
BNP Paribas Emissions- und     8.00   6/23/2016    EUR    56.68
BNP Paribas Emissions- und    12.00   6/23/2016    EUR    73.58
BNP Paribas Emissions- und     7.50   6/23/2016    EUR    63.88
BNP Paribas Emissions- und     9.50   6/23/2016    EUR    61.16
BNP Paribas Emissions- und    10.00   6/23/2016    EUR    59.80
BNP Paribas Emissions- und     4.00  12/22/2016    EUR    72.91
BNP Paribas Emissions- und     5.00  12/22/2016    EUR    69.97
BNP Paribas Emissions- und     6.00  12/22/2016    EUR    67.27
BNP Paribas Emissions- und     7.00  12/22/2016    EUR    64.85
BNP Paribas Emissions- und     7.50  12/22/2016    EUR    63.73
BNP Paribas Emissions- und     4.00   6/23/2016    EUR    72.67
Societe Generale Effekten G    7.81    7/1/2016    EUR    56.50
Societe Generale Effekten G    9.86    7/1/2016    EUR    54.01
Societe Generale Effekten G   10.64    7/1/2016    EUR    33.75
Societe Generale Effekten G   12.56    7/1/2016    EUR    32.40
Societe Generale Effekten G    4.75    7/1/2016    EUR    69.99
Societe Generale Effekten G    6.46    7/1/2016    EUR    66.51
Societe Generale Effekten G    5.32    7/1/2016    EUR    71.60
Societe Generale Effekten G    7.10    7/1/2016    EUR    68.03
Societe Generale Effekten G   11.85    7/1/2016    EUR    69.99
BNP Paribas Emissions- und    10.00   6/23/2016    EUR    74.75
Societe Generale Effekten G    7.10    7/1/2016    EUR    65.51
Societe Generale Effekten G    8.94    7/1/2016    EUR    63.20
Societe Generale Effekten G    8.09    7/1/2016    EUR    69.87
Societe Generale Effekten G    6.39    7/1/2016    EUR    70.03
Societe Generale Effekten G    8.30    7/1/2016    EUR    66.47
Societe Generale Effekten G    5.32    7/1/2016    EUR    50.87
Societe Generale Effekten G    7.24    7/1/2016    EUR    48.02
Societe Generale Effekten G    5.25    7/1/2016    EUR    70.42
BNP Paribas Emissions- und     7.50   6/23/2016    EUR    69.79
BNP Paribas Emissions- und     9.00   6/23/2016    EUR    67.37
BNP Paribas Emissions- und    10.00   6/23/2016    EUR    65.03
BNP Paribas Emissions- und     6.50  12/22/2016    EUR    71.52
BNP Paribas Emissions- und     8.00  12/22/2016    EUR    67.93
BNP Paribas Emissions- und     9.00  12/22/2016    EUR    66.46
BNP Paribas Emissions- und     5.00   6/23/2016    EUR    67.85
BNP Paribas Emissions- und     9.00   6/23/2016    EUR    73.06
BNP Paribas Emissions- und    10.00   6/23/2016    EUR    70.85
BNP Paribas Emissions- und    12.00   6/23/2016    EUR    69.00
BNP Paribas Emissions- und     6.50   6/23/2016    EUR    68.82
BNP Paribas Emissions- und     8.50   6/23/2016    EUR    64.02
BNP Paribas Emissions- und    10.00   6/23/2016    EUR    62.01
BNP Paribas Emissions- und    11.00   6/23/2016    EUR    60.05
BNP Paribas Emissions- und    12.00   6/23/2016    EUR    58.24
BNP Paribas Emissions- und     5.00  12/22/2016    EUR    72.55
BNP Paribas Emissions- und     5.50  12/22/2016    EUR    70.34
BNP Paribas Emissions- und     7.50  12/22/2016    EUR    67.02
BNP Paribas Emissions- und     8.00  12/22/2016    EUR    65.18
BNP Paribas Emissions- und    10.00  12/22/2016    EUR    62.61
BNP Paribas Emissions- und    13.00   6/23/2016    EUR    68.24
BNP Paribas Emissions- und     9.00   6/23/2016    EUR    72.14
BNP Paribas Emissions- und    10.00   6/23/2016    EUR    70.86
BNP Paribas Emissions- und    12.00   6/23/2016    EUR    67.71
Goldman Sachs & Co Wertpapi    6.00   6/22/2016    EUR    48.59
Goldman Sachs & Co Wertpapi   17.00   6/22/2016    EUR    70.93
Goldman Sachs & Co Wertpapi   10.00   6/22/2016    EUR    51.75
Deutsche Bank AG               5.20   6/21/2016    EUR    69.20
Deutsche Bank AG               6.20   6/21/2016    EUR    66.70
Deutsche Bank AG               6.20   6/21/2016    EUR    64.10
Deutsche Bank AG               6.20   6/21/2016    EUR    70.80
Deutsche Bank AG               5.20   6/21/2016    EUR    70.60
Deutsche Bank AG               6.20   6/21/2016    EUR    69.40
Deutsche Bank AG               4.20   6/21/2016    EUR    61.20
Deutsche Bank AG               4.20   6/21/2016    EUR    63.60
Deutsche Bank AG               4.20   6/21/2016    EUR    70.30
Deutsche Bank AG               6.20   6/21/2016    EUR    66.00
Deutsche Bank AG               5.20   6/21/2016    EUR    60.80
Deutsche Bank AG               4.20   6/21/2016    EUR    60.60
Deutsche Bank AG               5.20   6/21/2016    EUR    65.70
Deutsche Bank AG               6.20   6/21/2016    EUR    61.10
Deutsche Bank AG               4.20   6/21/2016    EUR    65.50
Notenstein La Roche Private    8.00    2/6/2017    EUR    63.33
Deutsche Bank AG               5.20   6/21/2016    EUR    53.10
Deutsche Bank AG               6.20   6/21/2016    EUR    53.40
Deutsche Bank AG               4.20   6/21/2016    EUR    52.90
Deutsche Bank AG               6.20   6/21/2016    EUR    51.00
Deutsche Bank AG               4.20   6/21/2016    EUR    50.50
Deutsche Bank AG               5.20   6/21/2016    EUR    50.80
Deutsche Bank AG               4.20   6/21/2016    EUR    48.40
Deutsche Bank AG               5.20   6/21/2016    EUR    48.60
Deutsche Bank AG               6.20   6/21/2016    EUR    48.90
Deutsche Bank AG               4.20   6/21/2016    EUR    64.50
Deutsche Bank AG               4.20   6/21/2016    EUR    61.20
Deutsche Bank AG               6.20   6/21/2016    EUR    61.60
Deutsche Bank AG               5.20   6/21/2016    EUR    61.40
Landesbank Hessen-Thueringe    4.25   5/27/2016    EUR    57.70
DZ Bank AG Deutsche Zentral    8.25   3/29/2016    EUR    61.63
DZ Bank AG Deutsche Zentral    8.00   6/24/2016    EUR    59.75
DZ Bank AG Deutsche Zentral    8.75   6/24/2016    EUR    69.04
DZ Bank AG Deutsche Zentral    5.25   6/24/2016    EUR    74.30
DZ Bank AG Deutsche Zentral    8.25   3/29/2016    EUR    45.02
DZ Bank AG Deutsche Zentral    9.00   6/24/2016    EUR    47.72
DZ Bank AG Deutsche Zentral    8.25   6/24/2016    EUR    72.31
DZ Bank AG Deutsche Zentral    5.50   6/24/2016    EUR    58.53
DZ Bank AG Deutsche Zentral    5.75   6/24/2016    EUR    58.58
BNP Paribas Emissions- und     3.00   7/21/2016    EUR    61.65
BNP Paribas Emissions- und     4.50   7/21/2016    EUR    58.40
BNP Paribas Emissions- und     6.50   7/21/2016    EUR    54.69
Vontobel Financial Products    5.00   8/26/2016    EUR    57.12
Vontobel Financial Products    5.35   6/10/2016    EUR    72.11
Vontobel Financial Products    9.95   6/10/2016    EUR    71.07
Vontobel Financial Products    3.10    4/8/2016    EUR    67.45
Vontobel Financial Products    3.70    4/8/2016    EUR    65.53
Vontobel Financial Products    6.15   6/10/2016    EUR    61.54
Vontobel Financial Products    6.85   6/10/2016    EUR    60.11
Vontobel Financial Products    7.60   6/10/2016    EUR    58.81
Vontobel Financial Products    6.65   6/10/2016    EUR    53.04
Vontobel Financial Products    9.05   6/10/2016    EUR    49.02
Leonteq Securities AG          6.00   2/20/2017    CHF    50.62
Goldman Sachs & Co Wertpapi    9.00   6/22/2016    EUR    59.38
Vontobel Financial Products    6.00   6/10/2016    EUR    56.93
Goldman Sachs & Co Wertpapi   16.00   6/22/2016    EUR    68.10
Goldman Sachs & Co Wertpapi   17.00   6/22/2016    EUR    70.09
Goldman Sachs & Co Wertpapi   17.00   6/22/2016    EUR    64.17
Goldman Sachs & Co Wertpapi   17.00   6/22/2016    EUR    50.09
Notenstein La Roche Private    5.80   2/13/2019    CHF    70.83
Notenstein La Roche Private    7.60   2/13/2017    CHF    70.31
Notenstein La Roche Private    5.60   2/13/2019    CHF    66.94
Notenstein La Roche Private    6.50   2/13/2017    CHF    68.00
UniCredit Bank AG              4.00   6/24/2016    EUR    46.16
UniCredit Bank AG              4.00   6/24/2016    EUR    69.30
UniCredit Bank AG              4.00   6/24/2016    EUR    59.92
UniCredit Bank AG              4.00   6/24/2016    EUR    72.17
Banque Cantonale Vaudoise      6.40    8/5/2016    CHF    68.49
Vontobel Financial Products    6.50   3/29/2016    EUR    73.35
Vontobel Financial Products    7.55   7/22/2016    EUR    58.74
Goldman Sachs & Co Wertpapi   11.00   6/22/2016    EUR    72.76
Goldman Sachs & Co Wertpapi   11.00   6/22/2016    EUR    72.76
Goldman Sachs & Co Wertpapi   11.00   6/22/2016    EUR    72.76
Goldman Sachs & Co Wertpapi   13.00   6/22/2016    EUR    65.74
Goldman Sachs & Co Wertpapi   16.00   6/22/2016    EUR    63.43
Notenstein La Roche Private    8.00   8/23/2016    EUR    73.26
DekaBank Deutsche Girozentr    2.75    2/2/2018    EUR    62.16
Landesbank Hessen-Thueringe    3.60   6/13/2016    EUR    58.80
Vontobel Financial Products    7.30   3/29/2016    EUR    68.94
Vontobel Financial Products    9.90   3/29/2016    EUR    63.83
Vontobel Financial Products    6.00   3/29/2016    EUR    58.17
Zurcher Kantonalbank Financ   18.00   8/25/2016    CHF    59.39
Zurcher Kantonalbank Financ   11.00   8/25/2016    EUR    57.46
Leonteq Securities AG         10.40   8/26/2016    CHF    60.35
Leonteq Securities AG         11.60   8/26/2016    CHF    71.22
DZ Bank AG Deutsche Zentral    6.75   3/29/2016    EUR    58.00
DZ Bank AG Deutsche Zentral    6.50   6/24/2016    EUR    56.01
DZ Bank AG Deutsche Zentral    7.00   6/24/2016    EUR    58.88
DZ Bank AG Deutsche Zentral    8.00   6/24/2016    EUR    64.76
DZ Bank AG Deutsche Zentral    5.75   3/29/2016    EUR    47.10
DZ Bank AG Deutsche Zentral    8.00   6/24/2016    EUR    62.39
Vontobel Financial Products    7.50   3/29/2016    EUR    44.10
Vontobel Financial Products    6.75   3/29/2016    EUR    51.50
Vontobel Financial Products    6.50   3/29/2016    EUR    72.42
Vontobel Financial Products    5.50   3/29/2016    EUR    51.75
Leonteq Securities AG          7.20    3/6/2017    CHF    62.75
Leonteq Securities AG          7.80   2/27/2017    EUR    56.46
Notenstein La Roche Private    5.00   2/27/2019    CHF    59.78
Notenstein La Roche Private    6.00   2/27/2017    CHF    64.88
Notenstein La Roche Private    5.70   2/27/2019    CHF    58.86
Landesbank Hessen-Thueringe    4.70   6/20/2016    EUR    66.70
Credit Suisse AG/London        5.11   8/15/2016    CHF    66.29
HSBC Trinkaus & Burkhardt A    8.90   6/24/2016    EUR    62.53
HSBC Trinkaus & Burkhardt A    6.70   6/24/2016    EUR    67.04
HSBC Trinkaus & Burkhardt A    9.50   6/24/2016    EUR    62.24
HSBC Trinkaus & Burkhardt A    6.00   6/24/2016    EUR    68.65
HSBC Trinkaus & Burkhardt A   10.20   6/24/2016    EUR    49.63
HSBC Trinkaus & Burkhardt A    6.40   6/24/2016    EUR    55.81
HSBC Trinkaus & Burkhardt A    7.40   6/24/2016    EUR    58.77
HSBC Trinkaus & Burkhardt A    9.50   6/24/2016    EUR    71.75
HSBC Trinkaus & Burkhardt A    8.80   6/24/2016    EUR    73.24
Vontobel Financial Products    8.50   6/24/2016    EUR    57.96
Vontobel Financial Products    5.40   6/24/2016    EUR    63.92
Vontobel Financial Products    2.95   6/24/2016    EUR    71.64
Vontobel Financial Products    8.70   3/29/2016    EUR    61.58
Vontobel Financial Products    5.20   3/29/2016    EUR    68.87
Vontobel Financial Products   11.85   3/29/2016    EUR    68.25
Zurcher Kantonalbank Financ    9.00   8/23/2016    EUR    57.31
DekaBank Deutsche Girozentr    2.40   2/17/2017    EUR    58.67
Vontobel Financial Products    7.50   3/29/2016    EUR    70.11
Vontobel Financial Products   11.50   3/29/2016    EUR    58.15
Vontobel Financial Products    5.00   3/29/2016    EUR    57.92
Vontobel Financial Products    5.10   6/24/2016    EUR    73.57
Vontobel Financial Products    8.10   3/29/2016    EUR    70.38
Vontobel Financial Products    7.00   3/29/2016    EUR    58.56
Landesbank Hessen-Thueringe    5.00   3/27/2019    EUR    53.31
Credit Suisse AG/Nassau        7.00    9/5/2016    EUR    53.18
DZ Bank AG Deutsche Zentral    7.00   6/20/2016    EUR    59.00
DZ Bank AG Deutsche Zentral    6.25   6/20/2016    EUR    58.83
DZ Bank AG Deutsche Zentral    8.50   6/20/2016    EUR    71.46
DZ Bank AG Deutsche Zentral    7.00   6/20/2016    EUR    71.12
DZ Bank AG Deutsche Zentral    8.00   6/20/2016    EUR    71.34
DZ Bank AG Deutsche Zentral    7.25   6/20/2016    EUR    56.46
DZ Bank AG Deutsche Zentral    6.50   6/20/2016    EUR    56.29
DZ Bank AG Deutsche Zentral    6.50   6/20/2016    EUR    47.06
DZ Bank AG Deutsche Zentral    7.50   6/20/2016    EUR    47.29
DZ Bank AG Deutsche Zentral    6.00   6/20/2016    EUR    58.58
DZ Bank AG Deutsche Zentral    5.50   6/20/2016    EUR    58.47
DZ Bank AG Deutsche Zentral    5.40   6/20/2016    EUR    66.63
DZ Bank AG Deutsche Zentral    5.60   6/20/2016    EUR    63.53
DZ Bank AG Deutsche Zentral    6.50   6/20/2016    EUR    61.70
DZ Bank AG Deutsche Zentral    7.20   6/20/2016    EUR    59.98
DZ Bank AG Deutsche Zentral    6.30   6/20/2016    EUR    64.68
DZ Bank AG Deutsche Zentral    6.80   6/20/2016    EUR    63.48
DZ Bank AG Deutsche Zentral    6.90   6/20/2016    EUR    53.14
DZ Bank AG Deutsche Zentral    8.60   6/20/2016    EUR    50.70
DZ Bank AG Deutsche Zentral    3.90   6/20/2016    EUR    62.58
DZ Bank AG Deutsche Zentral    4.90   6/20/2016    EUR    60.51
DZ Bank AG Deutsche Zentral    5.90   6/20/2016    EUR    58.44
Vontobel Financial Products    8.00   3/29/2016    EUR    73.68
Credit Suisse AG/Nassau        7.25    9/6/2016    CHF    69.32
HSBC Trinkaus & Burkhardt A    9.30   6/24/2016    EUR    58.15
HSBC Trinkaus & Burkhardt A    6.20   6/24/2016    EUR    64.07
HSBC Trinkaus & Burkhardt A    6.00   6/24/2016    EUR    66.36
HSBC Trinkaus & Burkhardt A    7.00   6/24/2016    EUR    53.48
HSBC Trinkaus & Burkhardt A   10.20   6/24/2016    EUR    68.93
Notenstein La Roche Private    9.00    9/2/2016    CHF    37.58
Notenstein La Roche Private    7.50    9/2/2016    EUR    53.29
Notenstein La Roche Private    6.80    3/6/2017    CHF    73.31
Notenstein La Roche Private    5.50    3/6/2017    CHF    71.32
WGZ-Bank AG Westdeutsche Ge    3.50   7/13/2016    EUR    61.49
Goldman Sachs & Co Wertpapi   10.00   6/22/2016    EUR    72.53
Goldman Sachs & Co Wertpapi    8.00   6/22/2016    EUR    72.05
Goldman Sachs & Co Wertpapi   10.00   6/22/2016    EUR    72.53
Goldman Sachs & Co Wertpapi   10.00   6/22/2016    EUR    56.22
Goldman Sachs & Co Wertpapi   10.00   6/22/2016    EUR    56.22
Goldman Sachs & Co Wertpapi   11.00   6/22/2016    EUR    56.45
Goldman Sachs & Co Wertpapi   11.00   6/22/2016    EUR    56.45
Goldman Sachs & Co Wertpapi    8.00   6/22/2016    EUR    53.94
Goldman Sachs & Co Wertpapi    8.00   6/22/2016    EUR    53.94
UniCredit Bank AG              3.75   10/2/2020    EUR    67.25
Goldman Sachs & Co Wertpapi   18.00   6/22/2016    EUR    68.03
Goldman Sachs & Co Wertpapi   14.00   6/22/2016    EUR    67.64
Goldman Sachs & Co Wertpapi    8.00   6/22/2016    EUR    71.74
Goldman Sachs & Co Wertpapi   10.00   6/22/2016    EUR    68.52
Goldman Sachs & Co Wertpapi    9.00   6/22/2016    EUR    54.51
Vontobel Financial Products    4.50   5/27/2016    EUR    72.30
Vontobel Financial Products    7.00   5/27/2016    EUR    50.59
Landesbank Hessen-Thueringe    4.00    6/8/2016    EUR    64.20
LBBW                           3.15  11/25/2016    EUR    69.67
Deutsche Bank AG               5.14   4/26/2016    EUR    59.40
DZ Bank AG Deutsche Zentral    8.00   6/20/2016    EUR    71.34
DZ Bank AG Deutsche Zentral   10.25   6/20/2016    EUR    48.09
DZ Bank AG Deutsche Zentral    4.80   6/20/2016    EUR    62.65
DZ Bank AG Deutsche Zentral    6.90   6/20/2016    EUR    55.20
Credit Suisse AG/Nassau        7.25  11/11/2016    CHF    72.94
Commerzbank AG                 8.50   4/21/2016    EUR    72.72
Commerzbank AG                 8.50   4/21/2016    EUR    73.87
Commerzbank AG                 9.50   4/21/2016    EUR    72.10
Commerzbank AG                 3.25   4/21/2016    EUR    67.28
Commerzbank AG                 4.00   4/21/2016    EUR    65.40
Commerzbank AG                 5.00   4/21/2016    EUR    63.70
Commerzbank AG                 9.25   4/21/2016    EUR    72.94
Commerzbank AG                 3.25   4/21/2016    EUR    60.61
Commerzbank AG                 4.00   4/21/2016    EUR    58.90
Commerzbank AG                 4.75   4/21/2016    EUR    57.26
Commerzbank AG                 5.75   4/21/2016    EUR    55.74
Commerzbank AG                 6.50   4/21/2016    EUR    54.30
Commerzbank AG                 7.50   4/21/2016    EUR    52.95
Commerzbank AG                 8.50   4/21/2016    EUR    51.66
Commerzbank AG                 9.75   4/21/2016    EUR    50.47
Commerzbank AG                 5.75   4/21/2016    EUR    62.02
Commerzbank AG                 6.75   4/21/2016    EUR    60.45
Commerzbank AG                 8.00   4/21/2016    EUR    58.97
Commerzbank AG                 9.00   4/21/2016    EUR    57.58
Commerzbank AG                 6.00   4/21/2016    EUR    73.65
Commerzbank AG                 7.00   4/21/2016    EUR    71.74
Commerzbank AG                 8.00   4/21/2016    EUR    69.93
Commerzbank AG                 9.25   4/21/2016    EUR    68.23
Commerzbank AG                10.25   4/21/2016    EUR    66.63
Commerzbank AG                 4.50   4/21/2016    EUR    73.05
Commerzbank AG                 5.50   4/21/2016    EUR    71.25
Commerzbank AG                 6.75   4/21/2016    EUR    69.56
Commerzbank AG                 6.00   4/21/2016    EUR    72.11
Commerzbank AG                 7.00   4/21/2016    EUR    70.37
Commerzbank AG                 3.50   4/21/2016    EUR    54.69
Commerzbank AG                 4.25   4/21/2016    EUR    53.15
Commerzbank AG                 5.00   4/21/2016    EUR    51.67
Commerzbank AG                 6.00   4/21/2016    EUR    50.32
Commerzbank AG                 7.00   4/21/2016    EUR    49.03
Commerzbank AG                 8.00   4/21/2016    EUR    47.82
Commerzbank AG                 9.00   4/21/2016    EUR    46.66
Commerzbank AG                10.25   4/21/2016    EUR    45.60
Commerzbank AG                 7.75   4/21/2016    EUR    73.09
Commerzbank AG                 8.75   4/21/2016    EUR    71.28
Commerzbank AG                 9.75   4/21/2016    EUR    69.59
Commerzbank AG                 4.00   4/21/2016    EUR    60.55
Commerzbank AG                 5.00   4/21/2016    EUR    58.94
Commerzbank AG                 5.75   4/21/2016    EUR    57.40
Commerzbank AG                 6.75   4/21/2016    EUR    55.97
Commerzbank AG                 7.75   4/21/2016    EUR    54.61
Commerzbank AG                 9.00   4/21/2016    EUR    53.34
HSBC Trinkaus & Burkhardt A   10.00    7/1/2016    EUR    51.80
Leonteq Securities AG          6.00    5/4/2017    CHF    73.62
Zurcher Kantonalbank Financ    8.15    5/6/2016    CHF    69.33
Leonteq Securities AG          7.00   5/18/2016    CHF    71.80
Vontobel Financial Products    8.60   3/29/2016    EUR    68.18
Vontobel Financial Products    9.25   6/24/2016    EUR    57.60
Vontobel Financial Products    9.25   6/24/2016    EUR    57.60
Vontobel Financial Products    6.05   5/27/2016    EUR    56.65
Vontobel Financial Products    8.05   6/24/2016    EUR    54.13
Vontobel Financial Products    8.15   3/29/2016    EUR    57.45
Vontobel Financial Products    7.90   6/24/2016    EUR    65.23
Vontobel Financial Products    9.15   3/29/2016    EUR    61.82
Vontobel Financial Products    9.50   3/29/2016    EUR    70.88
Vontobel Financial Products    6.65   3/29/2016    EUR    70.47
Vontobel Financial Products    8.55   6/24/2016    EUR    68.09
Vontobel Financial Products    6.40   6/24/2016    EUR    71.50
Vontobel Financial Products    5.85   3/29/2016    EUR    74.04


                            *********

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 * * *