TCREUR_Public/160411.mbx         T R O U B L E D   C O M P A N Y   R E P O R T E R

                           E U R O P E

           Monday, April 11, 2016, Vol. 17, No. 070


                            Headlines


A U S T R I A

HETA ASSET: Creditors Propose New Debt Restructuring Offer


C Z E C H   R E P U B L I C

NEW WORLD: Czech Trade Minister Mulls Sale of OKD Unit


G E R M A N Y

* German Labor Court Issues Decision on Company Pension Schemes


I R E L A N D

PETROCELTIC INTERNATIONAL: High Court Confirms Examinership
PETROCELTIC INT'L: Sunny Hill Buys 30.56% Stake of Debt Facility


R O M A N I A

OLTCHIM SA: EU Commission Probes Romania's Debt Write-Offs
PROSPECTIUNI BUCURESTI: Oil Price Slump Prompts Insolvency


S P A I N

GRUPO ISOLUX: Seeks to Avert Insolvency, Faces Debt Deadlines


S W I T Z E R L A N D

WEATHERFORD INT'L: Egan-Jones Cuts Commercial Paper Rating to C


U K R A I N E

BANK KHRESCHATYK: Declared Insolvent, Two Board Members Step Down


U N I T E D   K I N G D O M

BIBBY OFFSHORE: S&P Puts 'B+' CCR on CreditWatch Negative
EMBLEM FINANCE: S&P Puts 'BB+' Rating on CreditWatch Negative
INT'L CONSOLIDATED: Egan-Jones Raises Sr. Unsec. Rating to BB


X X X X X X X X

* BOND PRICING: For the Week April 4 to April 8, 2016


                            *********


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


HETA ASSET: Creditors Propose New Debt Restructuring Offer
----------------------------------------------------------
Boris Groendahl and Alexander Weber at Bloomberg News report that
a group of Heta Asset Resolution AG creditors plans to make an
offer to Austrian authorities that would accept a payout below
par for the "bad bank's" state-guaranteed debt.

According to Bloomberg, a person familiar with the bid said the
bondholders are proposing to get 92 cents on the euro for the
debt.

It's unclear how many creditors support the bid, which could
break through the stalemate over Heta's debt, Bloomberg says.

A tender offer for about EUR11 billion (US$12 billion) of bonds
that was equivalent to 82 cents fell through in March, Bloomberg
recounts.

Heta's former owner, the province of Carinthia, had offered to
buy senior debt at 75% of face value and junior obligations at
30% in an offer that expired March 11, Bloomberg relays.

The person, as cited by Bloomberg, said the creditors supporting
the offer expect to win the needed two-thirds of creditors to
back it.

Heta Asset Resolution AG is a wind-down company owned by the
Republic of Austria.  Its statutory task is to dispose of the
non-performing portion of Hypo Alpe Adria, nationalized in 2009,
as effectively as possible while preserving value.



===========================
C Z E C H   R E P U B L I C
===========================


NEW WORLD: Czech Trade Minister Mulls Sale of OKD Unit
------------------------------------------------------
Robert Muller at Reuters reports that Czech Industry and Trade
Minister Jan Mladek said on Twitter he offered that current
owners sell 100% stake in the operating unit OKD of troubled
miner New World Resources as well as most of the group's debt but
majority owners and creditors rejected to name a price for the
assets.

According to Reuters, the miner and its main creditors and
owners, acting together under the name of Ad Hoc Group, have been
seeking some form of government aid for NWR to avoid insolvency
of the firm employing 13,000 people.

The cabinet was discussing various options how to proceed on
April 7 but no decision was expected, Reuters notes.

New World Resources Plc is the largest Czech producer of coking
coal.



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


* German Labor Court Issues Decision on Company Pension Schemes
---------------------------------------------------------------
Joachim Zobel, Esq. -- JZobel@schubra.de -- of Schultze & Brune
disclosed that in a recent decision, court file no: 3 AZR 137/13,
the German Federal Labour Court (Bundesarbeitsgericht) --
Germany's highest court for employment law cases -- invalidated
certain forms of the long standing so-called "late marriage
clause" (Spateheklausel) regarding survivor's benefits under
company pension schemes.  For employers with pension schemes
including the relevant clauses, the decision has direct financial
and accounting consequences.

In the context of pension commitments, employers often promise
benefits to the spouse in the event of the employee's death.  A
certain form of the so-called "late marriage clauses" limits such
entitlements to marriages entered into before the employee has
reached a certain age and thereby limits the number of potential
pension beneficiaries.

In the case decided by the German Federal Labour Court, the
employer had committed to paying out a widow's pension if the
marriage wad entered into before the employee reached the age of
60.  In practice, late marriage clauses exist in various forms
and essentially serve to limit and quantify the financial risks
of survivor's benefits and -- in the extreme -- to avert payment
obligations for so-called "marriages for maintenance"
(Versorgungsehen) -- marriages entered into only to secure
pension benefits for a spouse.

In its decision, the German Federal Labour Court stated that the
particular late marriage clause was invalid due to Germany's
General Equal Treatment Act (AGG) because the clause directly
discriminates on grounds of the age of the employee.  The court
found no legitimate reasons to exclude the benefits on the basis
of the employee's age regardless of the end of the employment.
The court noted that other late marriage clauses, e.g. requiring
the marriage to be entered into during the time of employment or
before the pension become due, might be assessed differently.
Such clauses might remain valid as set out in other decisions of
the German Federal Labour Court.

In the future, the present decision has to be considered in
particular in due diligence reviews preparing M&A transactions.
Whether pension liabilities appear correctly in the balance sheet
will depend on whether the new German Federal Labour Court's
ruling has been taken account of.  The decision is further
generally expected to make it significantly more difficult to
calculate pension liabilities based on actuarial reports.

Employers will also have to consult with their legal counsel
whether to review and where necessary adjust existing pension
schemes and its legal documentation.

The employment law experts in the S&B transaction team are gladly
available to assist you.



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


PETROCELTIC INTERNATIONAL: High Court Confirms Examinership
-----------------------------------------------------------
Tim Healy at Independent.ie reports that the High Court has
confirmed examinership for Petroceltic and two related companies.

According to Independent.ie, there was no opposition to the
application, brought by minority shareholder Worldview which last
week acquired further debts of Petroceltic.

Mr. Justice Brian McGovern was told two secured lenders of
Petroceltic, NBSA Ltd. and Standard Chartered Bank, owed US$230
million, who previously expressed concerns about some issues
arising from the petition, were not pursuing those concerns,
Independent.ie relates.  The court heard the lenders had sold
their interest in the relevant loans to Worldview, Independent.ie
discloses.

The court also heard there was no opposition to examinership from
the Revenue Commissioners, Independent.ie notes.

The judge was also told an independent expert's report expressed
the view Petroceltic has a reasonable prospect of survival as a
going concern provided certain conditions, including securing
investor funding and approval of a scheme of arrangement, are
met, Independent.ie relays.

Having heard the parties, the judge, as cited by Independent.ie,
said he was satisfied to confirm Michael McAteer, of Grant
Thornton, as examiner.

The court, Independent.ie says, agreed to extend protection to
May 12 as Mr. McAteer wanted an extension of time to pursue and
finalize an investment agreement and survival proposals.

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


PETROCELTIC INT'L: Sunny Hill Buys 30.56% Stake of Debt Facility
----------------------------------------------------------------
Charlie Taylor and Mark Paul at The Irish Times report that
Sunny Hill, a company owned by Petroceltic's biggest shareholder
Worldview, has purchased 30.56% of the Irish explorer's senior
debt facility at a discount.

The move comes shortly after company documents revealed that
Worldview recently transferred 32% of Petroceltic's US$230
million debt to Elbrus Capital, a UK-and-Russia-linked fund in
the Cayman Islands, The Irish Times relates.

Petroceltic, The Irish Times says, is unable to make its debt
repayments. Worldview, which owns 29% in the company, has tabled
a GBP6.5 million bid for all of Petroceltic's equity, The Irish
Times discloses.  The company, which has been in a battle for
control with the dissident shareholder for more than a year, on
April 6 advised shareholders to accept the offer, The Irish Times
relays.

Worldview, as cited by The Irish Times, said on April 8 that
following its recent debt acquisition, it is now interested in
68% of the senior bank facility.

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



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


OLTCHIM SA: EU Commission Probes Romania's Debt Write-Offs
----------------------------------------------------------
Aoife White at Bloomberg News reports that the European
Commission has opened an in-depth probe to check whether
Romania's debt write-offs for Oltchim violate subsidy rules.

The company is continuing to get electricity, steam and saline
solution supplies from state-owned firms despite deteriorating
finances, Bloomberg discloses.

According to Bloomberg, the EU says it needs to verify whether a
private creditor would have acted in the same way.

The company was declared insolvent in 2013 and restructured,
Bloomberg recounts.  Public creditors "have accepted total or
significant debt waivers", Bloomberg relays.

The EU probe will look at debts owned to AAAS, Romanian Authority
on managing state assets, debt cancellations by AAAS and other
state-owned firms under the company's restructuring plan,
Bloomberg states.

EU says it is also looking at supplies to Oltchim provided by CET
Govora and Salrom, Bloomberg notes.

According to Bloomberg, the EU says the insolvency
administrator's reorganization plan for Oltchim doesn't seem to
meet the regulator's terms for subsidies.

Oltchim SA is a Romanian chemical producer.  Romania owns 54.8%
of the company.

As reported in Troubled Company Reporter-Europe on Feb. 1, 2013,
SeeNews said a court in the southwestern Romanian county of
Valcea declared Oltchim insolvent. According to SeeNews, Oltchim
said in a statement the court appointed a consortium made up of
Rominsolv SPRL and BDO Business Restructuring SPRL as its
temporary administrator. The state controlled company filed for
insolvency on Jan. 24, 2013.


PROSPECTIUNI BUCURESTI: Oil Price Slump Prompts Insolvency
----------------------------------------------------------
Romania Insider reports that Prospectiuni Bucuresti, controlled
by local investor Ovidiu Tender, has entered insolvency.

The Bucharest Court approved the company's insolvency request and
appointed local firm Euro Insol as judicial administrator,
Romania Insider relates.

According to Romania Insider, Prospectiuni used to be Tender's
most profitable company, but its business has been impacted by
the steep drop in oil prices, which determined many oil companies
to cancel their exploration projects.  The firm has over 750
employees, Romania Insider discloses.

In 2015, the company posted EUR5.8 million losses as its turnover
went down by 37%, to EUR43 million, due to drop in the price of
the oil barrel, Romania Insider relays.  It had total debts of
almost EUR22 million to banks, employees and budgets, Romania
Insider notes.

Prospectiuni Bucuresti is a Romanian prospecting company.



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


GRUPO ISOLUX: Seeks to Avert Insolvency, Faces Debt Deadlines
-------------------------------------------------------------
Luca Casiraghi and Katie Linsell at Bloomberg News report that
Grupo Isolux Corsan SA is trying to avoid insolvency.

Isolux, Bloomberg says, needs to make a series of payments
starting this week and cover operating costs, while a group of
its suppliers demands money owed.

According to Bloomberg, Isolux is trying to find buyers for its
Brazilian assets and solar energy plants as it awaits money from
the dissolution of its joint venture with a Canadian pension
fund.

Isolux had EUR174 million (US$198 million) of cash and
equivalents in September, 29% less than the year before,
Bloomberg relays, citing the company's financial statements.

The company needs to pay about EUR28 million in bond interest on
April 15 and meet a covenant test in June, Bloomberg discloses.
CreditSights' analysts Belton and Mariya Nurgaziyeva, as cited by
Bloomberg, said it may also have to buy out investors in its
solar division for EUR75 million by the end of May.

Spanish engineering and construction companies are struggling to
meet obligations and downsize their businesses after a decade of
debt-fueled expansion projects around the world, Bloomberg notes.

Madrid-based Grupo Isolux Corsan SA specializes in
energy,construction and concession of large infrastructure
projects throughout the world.



=====================
S W I T Z E R L A N D
=====================


WEATHERFORD INT'L: Egan-Jones Cuts Commercial Paper Rating to C
---------------------------------------------------------------
Egan-Jones Ratings Company downgraded the rating on commercial
paper issued by Weatherford International PLC to C from B on
March 3, 2016.

Weatherford International plc is a Swiss-based, multinational
oilfield service company.  The Company provides mechanical
solutions, technology and services for the drilling and
production sectors of the oil and gas industry.



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


BANK KHRESCHATYK: Declared Insolvent, Two Board Members Step Down
-----------------------------------------------------------------
Interfax-Ukraine reports that before Bank Khreschatyk was
declared insolvent on April 4, it terminated duties of a member
of its supervisory board and a representative of the financial
department of Kyiv City Administration Viktor Padalka, who filed
a resignation letter.

Mr. Padalka filed the letter on March 21, 2016, Interfax-Ukraine
relates.

Additionally, the bank dismissed Deputy Board Chairman and
Director of the financial monitoring department Oleksiy Berezhny
on April 4, 2016, Interfax-Ukraine discloses.  He also submitted
a resignation letter, Interfax-Ukraine notes.

The National Bank of Ukraine on April 5 recognized Bank
Khreschatykinsolvent, Interfax-Ukraine relays.

Bank Khreschatyk is based in Kyiv.  The bank ranked 18th among
123 operating banks as of October 1, 2015, in terms of total
assets worth UAH10.09 billion, according to the NBU.



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


BIBBY OFFSHORE: S&P Puts 'B+' CCR on CreditWatch Negative
---------------------------------------------------------
Standard & Poor's Ratings Services placed its 'B+' long-term
corporate credit rating on U.K.-based oilfield services company
Bibby Offshore Holdings Ltd. on CreditWatch with negative
implications.

At the same time, S&P placed its 'BB-' issue rating on Bibby
Offshore's super senior revolving credit facility on CreditWatch
negative.  The recovery rating on this debt remains unchanged at
'2', indicating S&P's expectation of significant recovery, in the
higher half of the 70%-90% range, in the event of a payment
default.

In addition, S&P placed its 'B+' issue rating on Bibby Offshore's
GBP175 million senior secured notes on CreditWatch negative.  The
recovery rating on these instruments remains '4', reflecting
S&P's expectation of average recovery, in the higher half of the
30%-50% range, for noteholders in the event of a payment default.

The CreditWatch placement reflects S&P's view that, despite
management's efforts to reduce costs, the Bibby Offshore's
profitability could be depressed for a longer period, in light of
what could be a prolonged downturn in the oilfield services
industry.  S&P believes this could put significant pressure on
the company's adjusted leverage metrics (debt to EBITDA) and
financial risk profile.  Furthermore, the impact on Bibby Line
group could also be material, given the relative size of Bibby
Offshore to the overall group (about half of the group's EBITDA).

"In our view, Bibby Offshore's trading in the last quarter was
very weak.  The rapidly decreasing backlog and weak profitability
is reflective of the overall very challenging market conditions.
This translated to EBITDA of GBP34 million for 2015, compared
with the GBP40 million-GBP50 million we forecast.  But more
importantly, we believe that EBITDA will be weaker in 2016 than
in 2015, and therefore our adjusted leverage metrics will be
weaker than we previously anticipated.  We will review our
forecast and financial risk profile as part of the CreditWatch
resolution for Bibby Offshore and Bibby Line group, which could
likely result in a lower financial risk assessment," S&P said.

Bibby Offshore's business risk profile continues to reflect S&P's
view of the company's exposure to the highly cyclical oilfield
services industry and its limited geographic and operating
diversity compared with that of major oilfield service providers.
This is because the bulk of operations take place in the U.K. and
its product offering is limited to certain subsea services with a
modest asset base, with only five vessels of which two are owned.
Bibby Offshore's cash flow visibility is decreasing as the
backlog reduces and this weighs on S&P's assessment of its
business risk.

In S&P's opinion, Bibby's significant financial risk profile is
under significant pressure, since EBITDA and FFO will continue to
be impaired by lower activity and pricing pressure, and S&P
considers that there is a very limited likelihood of recovery in
the short to medium term, given S&P's assumption of low oil
prices over 2016-2017 in particular.  S&P notes, however, that it
do not net any of the significant cash and equivalent of GBP97
million at the end of 2015.  Net debt to EBITDA reached 2.7x,
compared to 5.6x on an gross debt to EBITDA basis, on Dec. 31,
2015.  S&P also views as positive the company's limited capital
expenditures (capex), at about GBP10 million per year, and lack
of dividends.

The CreditWatch negative placement reflects that S&P may lower
its long-term rating on Bibby Offshore by at least a one notch in
the coming month, if S&P believes the weak performance of Bibby
Offshore and potentially lower stand-alone credit profile,
spurred by a weakening financial risk profile, will impact Bibby
Line group to the extent that S&P would revise its group credit
profile assessment downward.

S&P aims to resolve the CreditWatch within the next 30 days.

S&P will review a number of aspects, including:

   -- The group's operating prospects in light of its low backlog
      entering 2016 and the industry downturn potentially lasting
      beyond S&P's forecast period of 2016-2018.

   -- The impact of these operating expectations on the group's
      prospective credit metrics.  In particular, profitability
      will be very important, given that cost management will, in
      S&P's view, unlikely counterbalance market pressure,
      notably on pricing;

   -- The overall review of impact of weaker performance at Bibby
      Offshore on Bibby Line group and consequently a potential
      review of the group credit profile, given the core status
      of Bibby Offshore.


EMBLEM FINANCE: S&P Puts 'BB+' Rating on CreditWatch Negative
-------------------------------------------------------------
Standard & Poor's Ratings Services placed on CreditWatch negative
its 'BB+' credit rating on Emblem Finance Co. No. 2 Ltd.'s
series 2.

The CreditWatch negative placement follows S&P's recent rating
actions on the underlying reference obligation.  Under S&P's
criteria applicable to transactions such as these, S&P would
generally reflect changes to the rating on the collateral or
reference obligation in S&P's rating on the tranche.

Emblem Finance Co. No. 2's series 2 is a repack transaction.


INT'L CONSOLIDATED: Egan-Jones Raises Sr. Unsec. Rating to BB
-------------------------------------------------------------
Egan-Jones Ratings Company raised the senior unsecured rating on
debt issued by International Consoldiated Airlines Group S.A. to
BB from B+ on March 15, 2016.

International Consolidated Airlines Group, S.A., often shortened
to IAG, is a British-Spanish multinational airline holding
company headquartered in London, United Kingdom and registered in
Madrid, Spain.



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


* BOND PRICING: For the Week April 4 to April 8, 2016
-----------------------------------------------------

Issuer                       Coupon    Maturity Currency  Price
------                       ------    -------- --------  -----
Abengoa SA                  8.50     3/31/2016    EUR    10.41
Oi Brasil Holdings Coope    5.75     2/10/2022    USD    24.25
Portugal Telecom Interna    6.25     7/26/2016    EUR    57.75
Petrobras Global Finance    6.85      6/5/2115    USD    67.75
Frigoglass Finance BV       8.25     5/15/2018    EUR    62.22
Petrobras Global Finance    4.38     5/20/2023    USD    70.66
Portugal Telecom Interna    4.38     3/24/2017    EUR    29.88
Genel Energy Finance PLC    7.50     5/14/2019    USD    59.99
Portugal Telecom Interna    4.63      5/8/2020    EUR    24.99
Vedanta Resources PLC       6.00     1/31/2019    USD    72.75
Abengoa Finance SAU         8.88      2/5/2018    EUR    10.00
Oi Brasil Holdings Coope    5.63     6/22/2021    EUR    21.99
Ensco PLC                   4.70     3/15/2021    USD    69.75
Vedanta Resources PLC       8.25      6/7/2021    USD    65.25
Rickmers Holding GmbH &     8.88     6/11/2018    EUR    40.17
Intelsat Jackson Holding    6.63    12/15/2022    USD    54.75
Grupo Isolux Corsan Fina    6.63     4/15/2021    EUR    24.18
Abengoa Finance SAU         7.00     4/15/2020    EUR    10.00
CSN Resources SA            6.50     7/21/2020    USD    48.75
Gol LuxCo SA                8.88     1/24/2022    USD    28.00
Portugal Telecom Interna    5.00     11/4/2019    EUR    25.54
Portugal Telecom Interna    5.88     4/17/2018    EUR    25.52
RWE AG                      3.50     4/21/2075    EUR    74.55
Petrobras Global Finance    6.25    12/14/2026    GBP    68.92
Petrobras Global Finance    6.88     1/20/2040    USD    70.50
Intelsat Jackson Holding    7.25      4/1/2019    USD    74.00
Casino Guichard Perracho    1.86                  EUR    50.62
Intelsat Jackson Holding    5.50      8/1/2023    USD    60.25
Banca Popolare di Vicenz    9.50     9/29/2025    EUR    75.25
Manutencoop Facility Man    8.50      8/1/2020    EUR    73.76
Intelsat Jackson Holding    7.25    10/15/2020    USD    66.25
Ensco PLC                   5.20     3/15/2025    USD    54.90
Abengoa Greenfield SA       5.50     10/1/2019    EUR     9.75
Intelsat Luxembourg SA      7.75      6/1/2021    USD    28.50
Vedanta Resources PLC       7.13     5/31/2023    USD    60.75
CHC Helicopter SA           9.25    10/15/2020    USD    39.53
Petrobras Global Finance    7.25     3/17/2044    USD    74.65
Heta Asset Resolution AG    4.38     1/24/2017    EUR    75.25
Portugal Telecom Interna    4.50     6/16/2025    EUR    22.55
Petrobras Global Finance    6.75     1/27/2041    USD    70.10
Petrobras Global Finance    5.63     5/20/2043    USD    64.22
Petrobras Global Finance    4.25     10/2/2023    EUR    70.71
Offshore Drilling Holdin    8.38     9/20/2020    USD    46.50
Vallourec SA                2.25     9/30/2024    EUR    63.80
Petrobras Global Finance    4.75     1/14/2025    EUR    70.45
Steilmann SE                6.75     6/27/2017    EUR     4.17
Intelsat Luxembourg SA      6.75      6/1/2018    USD    75.20
QGOG Constellation SA       6.25     11/9/2019    USD    58.63
Indo Energy Finance II B    6.38     1/24/2023    USD    47.00
Ensco PLC                   5.75     10/1/2044    USD    49.75
Algeco Scotsman Global F   10.75    10/15/2019    USD    28.38
EnQuest PLC                 5.50     2/15/2022    GBP    42.63
Eramet                      4.50     11/6/2020    EUR    74.88
Veneto Banca SpA            9.50     12/1/2025    EUR    74.88
Ajecorp BV                  6.50     5/14/2022    USD    42.00
Steilmann SE                7.00     9/23/2018    EUR    28.75
Abengoa Finance SAU         8.88     11/1/2017    USD     9.00
CGG SA                      5.88     5/15/2020    EUR    45.75
EnQuest PLC                 7.00     4/15/2022    USD    42.75
Immigon Portfolioabbau A   10.00                  EUR     6.13
Intelsat Luxembourg SA      8.13      6/1/2023    USD    29.47
Banco Espirito Santo SA     2.63      5/8/2017    EUR    20.50
Ensco PLC                   4.50     10/1/2024    USD    54.00
DNO ASA                     8.75     6/18/2020    USD    62.33
CIMPOR Financial Operati    5.75     7/17/2024    USD    74.25
Ferrexpo Finance PLC       10.38      4/7/2019    USD    59.50
Metinvest BV                8.75     2/14/2018    USD    44.88
Intelsat Jackson Holding    7.50      4/1/2021    USD    64.50
Algeco Scotsman Global F    9.00    10/15/2018    EUR    74.38
Scholz Holding Gmbh         8.50      3/8/2017    EUR    14.93
Far East Capital Ltd SA     8.00      5/2/2018    USD    52.38
DTEK Finance PLC            7.88      4/4/2018    USD    41.38
Aegon NV                    0.86                  EUR    50.50
Etablissements Maurel et    1.63      7/1/2019    EUR     8.93
Banco Espirito Santo SA     4.00     1/21/2019    EUR    21.51
Nordea Bank AB              0.70                  EUR    52.63
Banque Federative du Cre    1.00                  EUR    46.33
Takko Luxembourg 2 SCA      9.88     4/15/2019    EUR    58.84
Petroleum Geo-Services A    7.38    12/15/2018    USD    67.72
BIBBY Offshore Services     7.50     6/15/2021    GBP    60.17
AXA SA                      1.29                  EUR    58.57
Andrade Gutierrez Intern    4.00     4/30/2018    USD    65.75
Fiat Chrysler Automobile    7.88    12/15/2016    USD    66.42
CGG SA                      6.50      6/1/2021    USD    40.00
Aegon NV                    2.07                  USD    61.43
OAS Investments GmbH        8.25    10/19/2019    USD     0.00
Tullow Oil PLC              6.00     11/1/2020    USD    70.00
Banca Popolare di Vicenz    2.92    12/20/2017    EUR    73.57
UKRLANDFARMING PLC         10.88     3/26/2018    USD    30.50
Pacific Drilling SA         5.38      6/1/2020    USD    30.00
IMMOFINANZ AG               4.25      3/8/2018    EUR     4.19
Norske Skogindustrier AS    7.00     6/26/2017    EUR    22.50
Metinvest BV               10.25     5/27/2016    USD    48.56
Indo Energy Finance BV      7.00      5/7/2018    USD    64.48
Steilmann SE                7.00      3/9/2017    EUR    28.75
PagesJaunes Finance & Co    8.88      6/1/2018    EUR    55.13
Sydbank A/S                 0.95                  EUR    50.75
Constellium NV              5.75     5/15/2024    USD    71.50
CNP Assurances              0.62                  EUR    45.66
Premier Oil PLC             5.00    12/11/2020    GBP    55.48
HSH Nordbank AG/Luxembou    2.31                  EUR    14.88
HSH Nordbank AG             7.25                  USD    19.00
Hema Bondco I BV            6.25     6/15/2019    EUR    71.71
Brunswick Rail Finance L    6.50     11/1/2017    USD    40.00
DTEK Finance PLC           10.38     3/28/2018    USD    40.02
Boardriders SA              9.50    12/15/2020    EUR    74.50
ING Groep NV                0.85                  EUR    56.86
Waste Italia SpA           10.50    11/15/2019    EUR    24.69
AXA SA                      0.92                  EUR    54.28
Asya Sukuk Co Ltd           7.50     3/28/2023    USD    70.00
Petrobras Global Finance    6.63     1/16/2034    GBP    66.08
Globe Luxembourg SCA        9.63      5/1/2018    USD    76.00
ING Groep NV                0.45                  EUR    51.90
Public Power Corp Financ    5.50      5/1/2019    EUR    72.83
Heta Asset Resolution AG    4.25    10/31/2016    EUR    75.00
Banco Espirito Santo SA     4.75     1/15/2018    EUR    21.50
Mriya Agro Holding PLC      9.45     4/19/2018    USD     6.02
SOITEC                      6.75     9/18/2018    EUR     2.04
Johnston Press Bond Plc     8.63      6/1/2019    GBP    69.09
AXA SA                      0.70                  EUR    59.69
Privatbank CJSC Via UK S   10.25     1/23/2018    USD    74.45
Air France-KLM              2.03     2/15/2023    EUR    11.41
Petrobras Global Finance    5.38     10/1/2029    GBP    62.97
Credit Agricole SA          0.68                  EUR    50.92
VistaJet Malta Finance P    7.75      6/1/2020    USD    41.75
CGG SA                      1.75      1/1/2020    EUR     4.47
Neopost SA                  3.38                  EUR    40.97
Abengoa Finance SAU         7.75      2/1/2020    USD     9.00
Tullow Oil PLC              6.25     4/15/2022    USD    71.88
Avanti Communications Gr   10.00     10/1/2019    USD    72.50
First Bank of Nigeria Lt    8.00     7/23/2021    USD    76.00
Bank of New York Mellon     4.11    12/30/2099    EUR     9.65
CGG SA                      6.88     1/15/2022    USD    39.50
Air Berlin Finance BV       6.00      3/6/2019    EUR    67.39
BNP Paribas Fortis SA       1.77                  EUR    63.90
Meyer Burger Technology     4.00     9/24/2020    CHF    66.50
Yuksel Insaat AS            9.50    11/10/2015    USD    39.88
Norske Skog AS             11.75    12/15/2019    EUR    60.13
Ageasfinlux SA              1.18                  EUR    54.97
AXA SA                      2.25                  USD    69.34
HSBC Bank PLC               1.13                  USD    52.25
Transcapitalbank JSC Via   10.00     9/18/2020    USD    59.50
Oi Brasil Holdings Coope    5.75     2/10/2022    USD    24.50
HSBC Bank PLC               1.19                  USD    52.48
KCA Deutag UK Finance PL    7.25     5/15/2021    USD    64.50
German Pellets GmbH         7.25    11/27/2019    EUR     0.91
Santander International     2.00                  USD    36.38
Ekosem-Agrar GmbH           8.50     12/7/2018    EUR    70.63
EnQuest PLC                 7.00     4/15/2022    USD    42.50
Sacyr SA                    4.00      5/8/2019    EUR    74.97
IGas Energy PLC            10.00     3/22/2018    USD    49.00
AXA SA                      1.83                  USD    66.67
Banque Federative du Cre    0.65                  EUR    44.90
Bluewater Holding BV       10.00    12/10/2019    USD    39.75
Santander Finance Prefer    0.61                  EUR    52.18
Abengoa SA                  6.25     1/17/2019    EUR     8.50
Etablissements Maurel et    2.75      7/1/2021    EUR     5.92
Singulus Technologies AG    7.75     3/23/2017    EUR    26.13
CHC Helicopter SA           9.38      6/1/2021    USD     6.25
BPCE SA                     2.19                  USD    69.19
Rothschilds Continuation    1.19                  USD    39.60
Abengoa Finance SAU         8.88     11/1/2017    USD    10.50
Capital Funding GmbH        2.27                  EUR    65.33
Aegon NV                    5.19                  NLG    61.79
OGX Austria GmbH            8.50      6/1/2018    USD     0.09
Rothschilds Continuation    1.00                  EUR    43.83
Aegon NV                    4.26                  NLG    71.34
German Pellets GmbH         7.25      4/1/2016    EUR     0.98
OSX 3 Leasing BV           13.00     3/20/2015    USD    25.00
Codere Finance Luxembour    8.25     6/15/2015    EUR    70.88
Abengoa Greenfield SA       6.50     10/1/2019    USD     9.25
Paragon Offshore PLC        6.75     7/15/2022    USD    26.50
Far East Capital Ltd SA     8.75      5/2/2020    USD    56.75
Assystem                    4.50                  EUR    28.57
Petroleum Geo-Services A    7.38    12/15/2018    USD    67.00
Lloyds Bank PLC             0.81                  USD    55.78
InterGen NV                 7.00     6/30/2023    USD    68.25
Metinvest BV               10.50    11/28/2017    USD    48.46
BNP Paribas SA              2.13                  EUR    62.00
Alcatel-Lucent SA           4.25      7/1/2018    EUR     4.06
Ferrexpo Finance PLC       10.38      4/7/2019    USD    66.17
German Pellets GmbH         7.25      7/9/2018    EUR     1.88
Abengoa Finance SAU         7.75      2/1/2020    USD    10.00
Hema Bondco II BV           8.50    12/15/2019    EUR    40.06
Econocom Group SA/NV        1.50     1/15/2019    EUR    11.70
Phosphorus Holdco PLC      10.00      4/1/2019    GBP     2.13
Norske Skog Holding AS      8.00     2/24/2021    EUR    28.00
Afren PLC                   6.63     12/9/2020    USD     0.28
Banca Monte dei Paschi d    2.49     5/15/2018    EUR    61.00
Lloyds Bank PLC             0.98                  USD    56.00
Credit Mutuel Arkea SA      1.11                  EUR    44.40
Virgolino de Oliveira Fi   10.50     1/28/2018    USD     3.95
BPCE SA                     0.51                  EUR    50.63
Lloyds Bank PLC             1.06                  USD    56.00
Praktiker AG                5.88     2/10/2016    EUR     0.43
CEVA Group PLC              9.00      9/1/2021    USD    69.50
Nexity SA                   0.63      1/1/2020    EUR    52.49
European Directories Bon    7.00     12/9/2018    EUR    64.93
OP Corporate Bank plc       0.61                  EUR    45.24
Bank of Scotland PLC        0.94                  USD    56.00
Caixa Terrassa Societat     1.18                  EUR    48.41
Vneshprombank Ltd via VP    9.00    11/14/2016    USD     0.09
Gol LuxCo SA                8.88     1/24/2022    USD    39.25
Hema Bondco I BV            5.25     6/15/2019    EUR    69.21
WPE International Cooper   10.38     9/30/2020    USD     7.50
Capital Raising GmbH        7.50                  EUR    19.31
Abengoa Greenfield SA       6.50     10/1/2019    USD    10.50
Banco Espirito Santo SA     6.88     7/15/2016    EUR    20.75
Cofinoga Funding Two LP     2.27                  EUR    65.38
Songa Offshore              8.40     5/17/2018    NOK    48.00
Prosafe SE                  4.13      9/9/2019    NOK    50.00
Vedanta Resources PLC       8.25      6/7/2021    USD    66.00
Privatbank CJSC Via UK S   11.00      2/9/2021    USD    63.97
Mriya Agro Holding PLC     10.95     3/30/2016    USD     5.55
ATF Capital BV             10.00                  USD    60.00
Algeco Scotsman Global F    8.50    10/15/2018    USD    75.75
HSBC Bank PLC               0.98                  USD    52.14
CGG SA                      1.25      1/1/2019    EUR    22.58
Assystem                    4.00      1/1/2017    EUR    24.75
Abengoa SA                  4.50      2/3/2017    EUR     7.75
Tullow Oil PLC              6.00     11/1/2020    USD    72.00
Sanha GmbH & Co KG          7.75      6/4/2018    EUR    74.00
Alcatel-Lucent SA           0.13     1/30/2020    EUR     4.20
Alno AG                     8.50     5/14/2018    EUR    72.22
Kaupthing ehf               7.63     2/28/2015    USD    17.63
Banca Carige SpA            8.34                  EUR    55.38
Pierre & Vacances SA        3.50     10/1/2019    EUR    38.44
Banco Espanol de Credito    0.99                  EUR    52.16
Beate Uhse AG               7.75      7/9/2019    EUR    28.38
EDOB Abwicklungs AG         7.50      4/1/2012    EUR     0.39
Scandinavian Airlines Sy    0.63                  CHF    27.63
Afren PLC                  11.50      2/1/2016    USD     0.52
Banca delle Marche SpA      0.75      6/1/2017    EUR     1.08
Aegon NV                    1.51                  NLG    51.77
Paragon Offshore PLC        7.25     8/15/2024    USD    26.25
Caisse Federale du Credi    1.10                  EUR    46.16
Privatbank CJSC Via UK S   10.88     2/28/2018    USD    70.67
Spirit Issuer PLC           1.14    12/28/2028    GBP    66.33
Barclays Bank PLC           1.13                  USD    49.00
Barclays Bank PLC           1.13                  USD    54.06
Caixa Geral de Depositos    1.34    12/28/2017    EUR    73.00
Tullow Oil PLC              6.25     4/15/2022    USD    70.00
NIBC Bank NV                0.66                  EUR    46.63
Lambay Capital Securitie    6.25                  GBP     1.75
Pescanova SA                5.13     4/20/2017    EUR     3.57
Ukreximbank Via Biz Fina    7.87      2/9/2023    USD    71.83
Portugal Telecom Interna    5.24     11/6/2017    EUR    28.50
Union Fenosa Preferentes    1.41                  EUR    66.38
Banco Bilbao Vizcaya Arg    1.10                  EUR    68.33
Dexia Kommunalbank Deuts    5.63    12/31/2017    EUR    13.13
Atlantic Offshore AS        8.52     5/16/2018    NOK    27.63
Eniro AB                    6.00     4/14/2020    SEK    40.36
Banco Espirito Santo SA     2.41                  EUR     1.18
Iona Energy Co UK PLC      12.50     9/27/2018    USD     4.13
Barclays Bank PLC           1.56                  GBP    63.75
Novo Banco SA               3.50      1/2/2043    EUR    55.79
Vedanta Resources PLC       6.00     1/31/2019    USD    67.63
Tonon Luxembourg SA         7.25     1/24/2020    USD    10.25
Standard Chartered PLC      0.81                  GBP    59.17
Aralco Finance SA          10.13      5/7/2020    USD     2.75
Novo Banco SA               5.00     3/15/2022    EUR    70.65
Talvivaara Mining Co PLC    4.00    12/16/2015    EUR     0.48
Jyske Bank A/S              1.16                  EUR    50.08
Sydbank A/S                 1.05                  EUR    50.45
Takko Luxembourg 2 SCA      6.86     4/15/2019    EUR    49.10
Popular Capital SA          0.68                  EUR    43.25
BIM SAS                     2.50    11/13/2020    EUR    25.63
Kaupthing ehf               5.75     10/4/2011    USD    17.63
Immigon Portfolioabbau A    7.00      3/6/2021    EUR    16.00
Danske Bank Oyj             1.15                  EUR    51.50
Mitchells & Butlers Fina    2.72     6/15/2036    GBP    73.49
BNP Paribas SA              0.99                  USD    56.06
Bank Nadra via NDR Finan    8.25     7/31/2018    USD     0.75
Tonon Luxembourg SA        10.50     5/14/2024    USD    43.69
Afren PLC                  10.25      4/8/2019    USD     0.28
Barclays Bank PLC           0.15    12/28/2040    EUR    54.74
ESFIL-Espirito Santo Fin    5.25     6/12/2015    EUR     1.55
Prosafe SE                  4.88      2/8/2017    NOK    66.20
GNB - Cia de Seguros de     3.27                  EUR    60.38
Cirio Holding Luxembourg    6.25     2/16/2004    EUR     0.49
Boardriders SA              9.50    12/15/2020    EUR    74.50
Candyking Holding AB        5.00     1/29/2018    SEK    41.88
OGX Austria GmbH            8.38      4/1/2022    USD     0.08
CSN Resources SA            6.50     7/21/2020    USD    49.50
Societe Air France SA       2.75      4/1/2020    EUR    19.86
IKB Deutsche Industrieba    5.63     3/31/2017    EUR    22.13
Abengoa SA                  5.13      3/5/2017    USD    13.00
DNB Bank ASA                1.06                  USD    55.36
JZ Capital Partners Ltd     6.00     7/30/2021    GBP    10.45
Island Drilling Co ASA      9.50      4/3/2018    USD    15.13
SNS Bank NV                 6.25    10/26/2020    EUR     3.80
DOF ASA                     8.38      2/7/2017    NOK    60.00
Corporate Commercial Ban    8.25      8/8/2014    USD     0.87
Havila Shipping ASA         5.51     3/30/2017    NOK    30.00
Oceanteam ASA              11.87    10/24/2017    USD    55.00
Standard Chartered PLC      0.94                  USD    59.13
Dexia Credit Local SA       1.54                  EUR    11.38
Dannemora Mineral AB       11.75     3/22/2016    USD     0.14
Sazka AS                    9.00     7/12/2021    EUR     0.00
KCA Deutag UK Finance PL    7.25     5/15/2021    USD    64.00
Pacific Drilling SA         5.38      6/1/2020    USD    28.25
Virgolino de Oliveira Fi   10.88     1/13/2020    USD    20.00
Semper Idem Underberg Gm    5.00    12/11/2018    EUR    41.38
Belfius Bank SA/NV          1.86                  FRF    69.88
Espirito Santo Financial    6.88    10/21/2019    EUR     0.06
Virgolino de Oliveira Fi   11.75      2/9/2022    USD     3.95
Phones4u Finance PLC        9.50      4/1/2018    GBP    55.63
Banca Carige SpA            1.76    12/29/2018    EUR    54.00
BDT Media Automation Gmb    8.13     10/9/2017    EUR    60.50
Barclays Bank PLC           0.88                  USD    54.06
Mitchells & Butlers Fina    1.19    12/15/2033    GBP    74.04
NIBC Bank NV                1.84                  USD    57.00
Dexia Kommunalbank Deuts    4.88    12/31/2016    EUR    24.13
Havila Shipping ASA         8.60     3/30/2017    NOK    30.00
World Wide Supply AS        7.75     5/26/2017    USD    15.25
Songa Offshore              7.50    12/11/2018    NOK    48.00
QGOG Constellation SA       6.25     11/9/2019    USD    58.63
Fred Olsen Energy ASA       4.06     2/28/2019    NOK    46.00
Nordea Bank Norge ASA       0.81                  USD    53.65
Royal Bank of Scotland G    1.13                  USD    53.20
Kistefos Equity Operatio    7.93     4/19/2019    NOK    63.25
HPI AG                      9.00      7/1/2016    EUR     5.01
Breeze Finance SA           6.71     4/19/2027    EUR    39.00
Immigon Portfolioabbau A    8.85     7/26/2024    EUR    15.00
Hellenic Republic Govern    6.14     4/14/2028    EUR    69.50
Espirito Santo Financial    3.13     12/2/2018    EUR     0.24
DOF Subsea AS               6.18     5/22/2018    NOK    63.75
Kaupthing ehf               7.13     5/19/2016    USD     0.00
Novo Banco SA               3.00     6/21/2022    USD    63.83
Prosafe SE                  4.13    10/22/2018    NOK    54.42
Credit Lyonnais SA          1.81                  EUR    54.20
International Industrial    9.00      7/6/2011    EUR     0.50
Vedanta Resources PLC       7.13     5/31/2023    USD    56.00
Algeco Scotsman Global F   10.75    10/15/2019    USD    28.25
Sidetur Finance BV         10.00     4/20/2016    USD     8.25
Petrol AD                   8.38     1/26/2017    EUR    20.88
Mobylife Holding A/S        7.25     5/23/2018    SEK    70.38
Eramet                      5.10     5/28/2026    EUR    67.00
Prosafe SE                  4.92     1/17/2020    NOK    49.84
Koninklijke Luchtvaart M    0.75                  CHF    36.50
Pescanova SA                8.75     2/17/2019    EUR     3.57
Smart Solutions GmbH        8.00     12/3/2018    EUR    42.00
Havila Shipping ASA         9.56     8/30/2016    NOK    20.25
Novo Banco SA               5.00     2/24/2022    EUR    70.69
CIMPOR Financial Operati    5.75     7/17/2024    USD    73.78
Abengoa Finance SAU         6.00     3/31/2021    EUR    10.13
TGC-2 OJSC                 12.00    10/10/2018    RUB    62.52
National Westminster Ban    1.19                  USD    54.47
KA Finanz AG                4.90     6/23/2031    EUR    68.38
Offshore Drilling Holdin    8.38     9/20/2020    USD    47.50
Cattles Ltd                 7.13      7/5/2017    GBP     2.00
NTRP Via Interpipe Ltd     10.25      8/2/2017    USD    29.67
Globe Luxembourg SCA        9.63      5/1/2018    USD    74.50
Touax SA                    6.00     7/10/2020    EUR    16.60
DOF ASA                     8.02     9/12/2019    NOK    49.75
TradeDoubler AB             6.75    12/20/2018    SEK    74.38
National Westminster Ban    0.94                  USD    53.55
Finance and Credit Bank     9.25     1/25/2019    USD     0.83
Vseukrainsky Aktsinerny    10.90     6/14/2019    USD     1.15
Laurel GmbH                 7.13    11/16/2017    EUR    24.00
Heta Asset Resolution AG    0.61     1/24/2017    EUR    25.88
Kaupthing ehf               5.75     10/4/2011    USD    17.63
Codere Finance Luxembour    9.25     2/15/2019    USD    70.00
Constellium NV              5.75     5/15/2024    USD    77.75
Viking Supply Ships AS      9.25     3/21/2017    NOK    29.75
Standard Chartered PLC      0.94                  USD    59.13
BNP Paribas SA              1.86     4/30/2033    USD    62.00
Eurobank Ergasias SA        1.39      6/8/2017    EUR    67.42
Oi Brasil Holdings Coope    5.63     6/22/2021    EUR    21.00
Standard Chartered PLC      1.09                  USD    59.13
Hybrid Raising GmbH         6.63                  EUR    19.25
Cooperatieve Rabobank UA    0.50    11/26/2021    ZAR    57.86
Ausy                        3.25      1/1/2021    EUR    54.00
Eroski S Coop               3.02                  EUR    47.36
Cirio Finanziaria SpA       8.00    12/21/2005    EUR     4.25
Barclays Bank PLC           1.67     3/21/2033    USD    71.95
Lehman Brothers UK Capit    5.13                  EUR     0.00
Windreich GmbH              6.50     7/15/2016    EUR    10.88
Jyske Bank A/S              0.76                  EUR    49.63
DOF ASA                     5.88      2/7/2018    NOK    53.88
SNS Bank NV                11.25                  EUR     0.45
Farstad Shipping ASA        5.30     2/15/2017    NOK    51.88
Norske Skogindustrier AS    7.13    10/15/2033    USD    14.50
Volstad Shipping AS         7.06     5/30/2018    NOK    30.88
Metinvest BV               10.50    11/28/2017    USD    48.51
Electromagnetic Geoservi    7.02     6/27/2019    NOK    44.13
Afren PLC                  10.25      4/8/2019    USD     0.28
Rena GmbH                   8.25     7/11/2018    EUR     8.63
Banca Popolare di Vicenz    5.00      6/4/2024    EUR    58.23
Societe Generale SA         1.80     4/12/2033    USD    73.25
Novo Banco SA               3.50     1/23/2043    EUR    55.93
Dexia SA                    4.89                  EUR     8.63
Hellenic Republic Govern    5.20     7/17/2034    EUR    57.88
Golden Energy Offshore S    8.31     5/29/2017    NOK    20.00
Brunswick Rail Finance L    6.50     11/1/2017    USD    41.49
Danske Bank Oyj             1.37                  EUR    65.88
Nuova Banca delle Marche    0.93     6/15/2016    EUR     0.88
Lloyds Bank PLC             2.06     2/22/2033    USD    66.00
wige MEDIA AG               6.00     3/17/2019    EUR     1.90
IGas Energy PLC            10.00    12/11/2018    USD    40.38
EFG International AG        1.20                  EUR    55.13
Standard Chartered PLC      1.03                  USD    59.13
Frey                        6.00    11/15/2022    EUR    21.65
Gebr Sanders GmbH & Co K    8.75    10/22/2018    EUR    64.88
Alpine Holding GmbH         6.00     5/22/2017    EUR     0.00
Rem Offshore ASA            6.27     9/25/2019    NOK    29.75
Strenesse AG                9.00     3/15/2017    EUR    40.00
Paragon Offshore PLC        7.25     8/15/2024    USD    26.50
Lehman Brothers Treasury    6.00     11/2/2035    EUR    13.75
Espirito Santo Financial    9.75    12/19/2025    EUR     1.10
Farstad Shipping ASA        4.46     5/29/2018    NOK    44.75
Elli Investments Ltd       12.25     6/15/2020    GBP    35.00
Minicentrales Dos SA        4.81    11/29/2034    EUR    62.63
CBo Territoria              6.00      1/1/2020    EUR     3.91
GNB - Cia de Seguros de     1.97    12/19/2022    EUR    60.38
Autonomous Community of     1.16      9/8/2024    EUR    71.75
Pescanova SA                6.75      3/5/2015    EUR     2.99
RENE LEZARD Mode GmbH       7.25    11/25/2017    EUR    30.00
Cirio Finance Luxembourg    7.50     11/3/2002    EUR     9.38
Abengoa Finance SAU         8.88      2/5/2018    EUR    10.00
LBI HF                      6.25                  EUR     0.00
Cirio Del Monte NV          7.75     3/14/2005    EUR     3.03
Hellas Telecommunication    8.50    10/15/2013    EUR     0.01
Immigon Portfolioabbau A    8.85     7/26/2019    EUR    15.00
Ajecorp BV                  6.50     5/14/2022    USD    32.25
Algeco Scotsman Global F    9.00    10/15/2018    EUR    74.51
E Forland AS                7.80      9/4/2018    NOK    56.00
Air Berlin Finance BV       1.50     4/11/2027    EUR    70.95
MS Deutschland Beteiligu    6.88    12/18/2017    EUR     8.22
Depfa Funding III LP        1.35                  EUR
Heta Asset Resolution AG    3.42     11/7/2016    EUR    74.38
Societe Generale SA         1.03                  EUR    42.00
Deutsche Bank AG/London     3.30     6/30/2034    USD    73.50
Lehman Brothers UK Capit    5.75                  EUR     0.01
DNB Bank ASA                1.03                  USD    53.13
PA Resources AB             3.00    12/27/2017    NOK     0.20
Orient Express Bank PJSC   13.60      8/9/2018    RUB    47.00
Solstad Offshore ASA        4.52     6/24/2019    NOK    61.88
Novo Banco SA               3.50     3/18/2043    EUR    55.95
Alpha Bank AE               1.54      2/1/2017    EUR    71.13
Global PVQ SE               6.75    10/21/2015    EUR     1.09
Indo Energy Finance II B    6.38     1/24/2023    USD    45.22
BLT Finance BV             12.00     2/10/2015    USD    10.50
Avanti Communications Gr   10.00     10/1/2019    USD    65.63
Banco Espirito Santo SA     6.90     6/28/2024    EUR    20.63
Metinvest BV                8.75     2/14/2018    USD    48.47
Afren PLC                  11.50      2/1/2016    USD     0.58
Avanti Communications Gr   10.00     10/1/2019    USD    76.00
KA Finanz AG                5.43     2/13/2024    EUR    69.50
Abengoa SA                  5.13      3/5/2017    USD    13.00
Tonon Luxembourg SA        10.50     5/14/2024    USD    43.69
Olympic Ship AS             6.01     6/18/2019    NOK    38.13
Petromena ASA              10.85    11/19/2014    USD     0.59
friedola Gebr Holzapfel     7.25     4/11/2017    EUR     2.97
Travel24.com AG             7.50     9/17/2017    EUR    19.10
Accentro Real Estate AG     6.25     3/27/2019    EUR     4.75
More & More AG              8.13     6/11/2018    EUR    41.63
Kaupthing ehf               9.00                  USD     0.13
Plaza Centers NV            6.90    12/31/2019    ILS    72.20
BOA Offshore AS             7.76    12/18/2018    NOK    34.63
Northland Resources AB      4.00    10/15/2020    USD     0.37
KPNQwest NV                10.00     3/15/2012    EUR     0.56
Banco Pinto & Sotto Mayo    0.85                  EUR    12.00
Societe Generale SA         0.44                  USD    56.77
National Westminster Ban    1.13                  USD    61.00
Hellenic Republic Govern    2.09     7/25/2057    EUR    31.00
Karlie Group GmbH           6.75     6/25/2018    EUR    23.00
Ferrexpo Finance PLC       10.38      4/7/2019    USD    66.66
International Industrial   11.00     2/19/2013    USD     0.26
APP International Financ   11.75     10/1/2005    USD     7.10
Codere Finance Luxembour    9.25     2/15/2019    USD    70.00
Alpine Holding GmbH         5.25     6/10/2016    EUR     0.00
VEB-Leasing OAO            13.50     2/20/2025    RUB   100.10
VistaJet Malta Finance P    7.75      6/1/2020    USD    45.00
Tonon Luxembourg SA         7.25     1/24/2020    USD    10.25
Olympic Ship AS             7.05     9/21/2017    NOK    44.63
IT Holding Finance SA       9.88    11/15/2012    EUR     0.27
Lloyds Bank PLC             2.00     1/31/2033    USD    68.75
Talvivaara Mining Co PLC    9.75      4/4/2017    EUR     0.09
Immigon Portfolioabbau A    0.52     6/18/2018    EUR    72.13
HSBC France SA              1.03                  EUR    55.00
Lehman Brothers Treasury    7.00     5/17/2035    EUR    13.75
Volkswagen Bank Rus OOO     9.35     6/29/2019    RUB    60.01
Norske Skog Holding AS      8.00     2/24/2023    USD    24.75
Codere Finance Luxembour    8.25     6/15/2015    EUR    70.00
Mitchells & Butlers Fina    2.47     9/15/2034    GBP    72.00
Del Monte Finance Luxemb    6.63     5/24/2006    EUR     8.00
Commerzbank Holdings UK     1.06                  USD    61.83
UKRLANDFARMING PLC         10.88     3/26/2018    USD    31.25
Veneto Banca SpA            6.95     2/25/2025    EUR    64.38
Eidesvik Offshore ASA       5.56     5/22/2018    NOK    72.88
Heta Asset Resolution AG    4.35     11/3/2016    EUR    27.75
Heta Asset Resolution AG    1.91     9/29/2016    JPY    75.00
Heta Asset Resolution AG    0.23    12/18/2030    EUR    26.88
SiC Processing GmbH         7.13      3/1/2016    EUR     1.37
Indo Energy Finance BV      7.00      5/7/2018    USD    48.00
Afren PLC                   6.63     12/9/2020    USD     0.28
ADLER Real Estate AG        6.00     6/30/2017    EUR    10.75
Abengoa Greenfield SA       5.50     10/1/2019    EUR     9.75
Havila Shipping ASA         4.85     11/8/2016    NOK    40.75
Golden Gate AG              6.50    10/11/2014    EUR    43.55
Virgolino de Oliveira Fi   10.88     1/13/2020    USD    19.50
LBI HF                      6.10     8/25/2011    USD    12.13
Sairgroup Finance BV        4.38      6/8/2006    EUR    18.63
BIBBY Offshore Services     7.50     6/15/2021    GBP    60.00
Waste Italia SpA           10.50    11/15/2019    EUR    24.63
Lehman Brothers Treasury    2.88     3/14/2013    CHF    13.75
State of Carinthia          0.75     7/20/2017    CHF     0.20
Kaupthing ehf               6.13     10/4/2016    USD    17.63
Alno AG                     8.00     3/21/2019    EUR    73.00
Barclays Bank PLC           2.28     6/17/2033    USD    74.35
Paragon Offshore PLC        6.75     7/15/2022    USD    26.75
DNB Bank ASA                0.94                  USD    54.24
Rena GmbH                   7.00    12/15/2015    EUR     8.63
Abanka Vipa DD Via Afina    1.74                  EUR     0.01
Mifa Mitteldeutsche Fahr    7.50     8/12/2018    EUR     3.11
Lehman Brothers Treasury    7.25     10/5/2035    EUR    13.75
CHC Helicopter SA           9.25    10/15/2020    USD    42.88
Mox Telecom AG              7.25     11/2/2017    EUR     3.00
Teksid Aluminum Luxembou   11.38     7/15/2011    EUR     0.05
Caixa Geral de Depositos    1.49     11/5/2018    EUR    64.00
Frigoglass Finance BV       8.25     5/15/2018    EUR    61.99
Stroika Finance Ltd Via     7.70     6/25/2019    RUB    12.00
Immigon Portfolioabbau A    8.85     7/26/2025    EUR    15.00
KPNQwest NV                 8.88      2/1/2008    EUR     0.56
UniCredit Bank Austria A    0.33     8/20/2033    EUR    62.63
Novo Banco SA               3.50     2/19/2043    EUR    55.95
Grupo Isolux Corsan Fina    6.63     4/15/2021    EUR    23.87
Governo Portugues Consol    2.75                  EUR    61.00
Societe Alsacienne et Lo    1.63      1/1/2022    EUR    60.35
Havyard Group ASA           6.52     6/13/2017    NOK    55.00
Cyprus Popular Bank PCL     1.55     5/26/2016    EUR     0.61
DTEK Finance PLC            7.88      4/4/2018    USD    37.25
Gunther Zamek Produktion    7.75     5/15/2017    EUR     1.41
UniCredit Bank Austria A    0.24    12/27/2031    EUR    65.25
Lehman Brothers Treasury    5.00     2/16/2015    EUR    13.75
Petromena ASA               9.75     5/24/2016    NOK     0.59
Nationwide Building Soci    1.09                  GBP    70.00
SeaBird Exploration Fina    6.00      3/3/2018    USD    20.00
Northland Resources AB     15.00     7/15/2019    USD     1.00
Banco Pastor SA             2.18                  EUR    27.13
Norske Skog AS             11.75    12/15/2019    EUR    60.13
PA Resources AB            13.50      3/3/2016    SEK     0.25
Deutsche Bank AG            1.32     6/28/2033    USD    63.85
SAG Solarstrom AG           6.25    12/14/2015    EUR    45.00
Ferrexpo Finance PLC       10.38      4/7/2019    USD    66.57
Global PVQ Netherlands B    1.38     4/30/2012    EUR    28.38
AgroGeneration              8.00      4/1/2019    EUR    66.03
Lehman Brothers Treasury    6.00     2/15/2035    EUR    13.75
OGX Austria GmbH            8.50      6/1/2018    USD     0.09
Hema Bondco I BV            6.25     6/15/2019    EUR    71.96
CRC Breeze Finance SA       6.11      5/8/2016    EUR    47.00
Nuova Banca Popolare del    1.76     9/28/2017    EUR     0.27
Barclays Bank PLC           2.62     4/19/2033    USD    68.95
Takko Luxembourg 2 SCA      9.88     4/15/2019    EUR    59.38
Deutsche Bank AG/London     1.37     3/15/2033    USD    66.00
CHC Helicopter SA           9.25    10/15/2020    USD    42.88
Minicentrales Dos SA        6.45     4/14/2028    EUR    62.63
Abengoa SA                  6.25     1/17/2019    EUR     9.83
OGX Austria GmbH            8.38      4/1/2022    USD     0.08
Espirito Santo Financial    5.13     5/30/2016    EUR     3.31
Andrade Gutierrez Intern    4.00     4/30/2018    USD    62.80
InterGen NV                 7.00     6/30/2023    USD    68.25
Bulgaria Steel Finance B   12.00      5/4/2013    EUR     0.59
Heta Asset Resolution AG    0.08     9/11/2017    EUR    26.75
Virgolino de Oliveira Fi   10.50     1/28/2018    USD     3.25
IKB Deutsche Industrieba    4.70     3/31/2017    EUR    22.75
LBI HF                      2.25     2/14/2011    CHF     8.50
Mechel                      8.40      6/1/2021    RUB    72.00
LBI HF                      4.65                  EUR     0.00
CGG SA                      6.88     1/15/2022    USD    39.38
Northland Resources AB      4.00    10/15/2020    NOK     0.03
Abengoa Finance SAU         7.00     4/15/2020    EUR    10.13
Governo Portugues Consol    3.00                  EUR    74.00
Novo Banco SA               3.00    12/16/2021    EUR    61.63
Ukreximbank Via Biz Fina    7.87      2/9/2023    USD    71.00
Veneto Banca SpA            6.94     5/15/2025    EUR    58.38
CEVA Group PLC              9.00      9/1/2021    USD    69.38
Comune di Verona Italy      0.09     12/1/2026    EUR    67.25
KPNQwest NV                 7.13      6/1/2009    EUR     0.56
Banca Popolare di Vicenz    9.50     10/2/2025    EUR    69.00
Alpine Holding GmbH         5.25      7/1/2015    EUR     0.00
Rem Offshore ASA            6.77     3/14/2018    NOK    31.63
Depfa Funding II LP         6.50                  EUR    55.25
Lloyds Bank PLC             2.62     4/26/2033    USD    65.00
SAir Group                  5.13      3/1/2003    CHF    11.00
Santander Finance Capita    2.00                  EUR    31.25
Norske Skog Holding AS      8.00     2/24/2023    USD    24.75
Bank Nederlandse Gemeent    0.50     7/12/2022    ZAR    54.45
Credit Suisse AG/Guernse    0.94                  USD    53.09
Kerdos Group SA             8.00    12/15/2017    PLN    18.00
IM Skaugen SE               9.31     6/30/2016    NOK    70.63
Norske Skogindustrier AS    7.13    10/15/2033    USD    15.13
Solon SE                    1.38     12/6/2012    EUR     0.33
Sairgroup Finance BV        6.63     10/6/2010    EUR    19.88
Solarworld AG               6.13     1/21/2017    EUR    42.63
Finmek International SA     7.00     12/3/2004    EUR     0.13
Lehman Brothers Treasury    8.25     3/16/2035    EUR    13.75
ADLER Real Estate AG        6.00    12/27/2018    EUR    10.75
Manutencoop Facility Man    8.50      8/1/2020    EUR    74.38
Lehman Brothers Treasury    5.10      5/8/2017    HKD    13.75
Hamburgische Landesbank     0.22    10/30/2040    EUR    62.29
Italy Government Interna    0.40     7/31/2045    EUR    73.55
First Bank of Nigeria Lt    8.00     7/23/2021    USD    76.00
Solarworld AG               6.38     7/13/2016    EUR    42.63
getgoods.de AG              7.75     10/2/2017    EUR     0.21
Kaupthing ehf               7.13     5/19/2016    USD     0.00
Heta Asset Resolution AG    0.09     9/26/2043    EUR    74.63
Immigon Portfolioabbau A    7.00     7/24/2022    EUR    12.50
LBI HF                      7.43                  USD     0.00
Heta Asset Resolution AG    5.92     2/22/2022    EUR    27.00
OAS Investments GmbH        8.25    10/19/2019    USD     0.60
Far East Capital Ltd SA     8.00      5/2/2018    USD    51.00
HSBC Bank PLC               0.50     7/30/2027    NZD    62.55
Exane Finance               2.70     9/26/2016    USD    40.04
Banco Comercial Portugue    5.00                  EUR    61.00
SpareBank 1 Nordvest        3.82     3/11/2099    NOK    57.72
Heta Asset Resolution AG    7.50     5/27/2024    ATS    27.13
PNE Wind AG                 3.75    10/10/2019    EUR     2.80
Marine Subsea AS            9.00    12/16/2019    USD     0.50
Barclays Bank PLC           1.52     3/28/2033    USD    70.00
Artea                       6.00      8/4/2019    EUR    14.30
Societe Generale SA         7.72                  EUR    69.38
Immigon Portfolioabbau A    8.85     7/26/2020    EUR    15.00
Jasper Explorer PLC        13.50     5/27/2016    USD     1.14
Geotech Seismic Services   10.50    10/17/2018    RUB    58.63
Metinvest BV               10.25     5/27/2016    USD    49.63
SNS Bank NV                 2.61                  EUR     0.39
IVG Immobilien AG           5.62                  EUR     0.00
Bank Nederlandse Gemeent    0.50      8/9/2022    MXN    72.60
CGG SA                      5.88     5/15/2020    EUR    45.63
UniCredit Bank Austria A    0.26    12/31/2031    EUR    65.13
Immigon Portfolioabbau A    7.00      3/8/2021    EUR     5.00
Deutsche Bank AG/London     3.08     8/28/2034    USD    68.75
Barclays Bank PLC           1.78     5/31/2033    USD    69.90
Lehman Brothers Treasury    5.00     9/22/2014    EUR    13.75
Hypo Tirol Bank AG          0.30     7/23/2026    EUR    68.50
Lloyds Bank PLC             3.68     7/29/2033    USD    72.50
HPI AG                      9.00     12/1/2016    EUR    11.11
Hamburgische Landesbank     0.24     1/22/2041    EUR    61.11
La Veggia Finance SPA       7.13    11/14/2004    EUR     0.00
Getin Noble Bank SA         4.74     3/12/2021    PLN    75.50
German Pellets GmbH         8.00                  EUR     0.50
Banco Espirito Santo SA    10.00     12/6/2021    EUR     0.70
Credit Europe Bank Ltd     15.00     3/22/2018    RUB    60.10
Ideal Standard Internati   11.75      5/1/2018    EUR    13.75
Heta Asset Resolution AG    4.25     5/31/2016    EUR    74.63
Autonomous Community of     0.16    10/17/2022    EUR    73.71
International Finance Fa    0.50     6/24/2024    ZAR    43.50
Region of Abruzzo Italy     0.38     11/7/2036    EUR    65.06
Heta Asset Resolution AG    5.73    12/10/2021    EUR    27.88
Privatbank CJSC Via UK S   10.88     2/28/2018    USD    70.75
Getin Noble Bank SA         4.79      6/5/2020    PLN    74.20
Freshwater Finance PLC      6.06    10/17/2036    GBP    64.38
Barclays Bank PLC           4.94    10/10/2029    USD    73.56
UniCredit Bank Austria A    0.20     1/25/2031    EUR    64.50
BAWAG PSK Versicherungs     1.33                  EUR    51.99
IM Skaugen SE               9.99     4/11/2017    NOK    37.00
Windreich GmbH              6.50      3/1/2015    EUR    10.88
Norddeutsche Landesbank     3.50      7/1/2016    EUR    45.39
Aralco Finance SA          10.13      5/7/2020    USD     1.00
Mechel                      8.40     5/27/2021    RUB    71.01
Burovoya Kompaniya Euras    8.40     6/20/2018    RUB    60.06
Ekotechnika AG              9.75     5/10/2018    EUR     9.50
Heta Asset Resolution AG    5.27      4/7/2028    EUR    26.50
WGF Westfaelische Grundb    6.35     12/1/2016    EUR     3.50
Kommunekredit               0.50    10/22/2019    BRL    67.12
Astana Finance BV           7.88      6/8/2010    EUR    16.88
Espirito Santo Financial    5.05    11/15/2025    EUR     0.84
Heta Asset Resolution AG    0.45    11/29/2032    EUR    27.00
Immigon Portfolioabbau A    0.30     3/14/2020    EUR    70.41
Credit Suisse AG/London     7.25    11/10/2016    CHF    67.52
Hellenic Bank PCL          11.00                  EUR    46.13
City of Moscow Russia       7.00     6/13/2017    RUB    90.00
Region of Piemont Italy     0.12    11/27/2036    EUR    62.07
Santander Finance Capita    2.00                  USD    37.88
Transaero Airlines         16.00    10/25/2018    RUB     0.01
Depfa Funding IV LP         5.03                  EUR    56.75
Landesbank Hessen-Thueri    0.34      5/3/2041    EUR    64.43
NIBC Bank NV                2.69                  USD    71.13
Mriya Agro Holding PLC      9.45     4/19/2018    USD     5.75
Societe Centrale des Boi    9.00      7/1/2016    EUR     7.20
Banco Espirito Santo SA     1.35     5/27/2018    EUR     0.70
Virgolino de Oliveira Fi   11.75      2/9/2022    USD     3.29
Santander Finance Capita    2.00                  EUR    29.38
Credit Agricole Corporat    0.50      3/6/2023    RUB    54.16
Enemona AD-Kozloduy        10.00     4/28/2017    BGN     0.04
Kaupthing ehf               7.50      2/1/2045    USD     0.00
MORTGAGE AGENT AHML 13-1    8.50      9/9/2045    RUB    60.00
Landesbank Hessen-Thueri    0.36     4/23/2041    EUR    67.71
Kaupthing ehf               6.13     10/4/2016    USD    17.63
Societe Generale SA         1.60      1/9/2020    GBP     1.06
Portigon AG                 7.46    12/31/2019    EUR    15.45
Kaupthing ehf               5.25     7/18/2017    BGN    17.63
Region of Abruzzo Italy     0.22     11/7/2031    EUR    72.42
Kommunekredit               0.50     2/20/2020    BRL    64.70
Cooperatieve Rabobank UA    0.50    11/30/2027    MXN    46.40
Codere Finance Luxembour    8.25     6/15/2015    EUR    70.88
Hema Bondco I BV            5.25     6/15/2019    EUR    69.67
Public Power Corp Financ    5.50      5/1/2019    EUR    73.13
LBI HF                      6.10     8/25/2011    USD    12.00
Norddeutsche Landesbank    10.50      9/2/2016    EUR    62.50
Hellenic Republic Govern    2.27      2/7/2022    EUR    68.52
HSBC Bank PLC               0.50    12/29/2026    AUD    62.09
Norske Skog Holding AS      8.00     2/24/2021    EUR    27.25
Alpha Bank AE               1.44      3/8/2017    EUR    69.50
BKN biostrom AG             7.50      6/5/2016    EUR     2.60
Activa Resources AG         8.00    11/15/2017    EUR    70.01
KPNQwest NV                 8.13      6/1/2009    USD     0.56
BNP Paribas SA              0.50     7/20/2021    BRL    55.49
Nordea Bank Finland Abp     4.35     4/20/2020    SEK    73.89
Phones4u Finance PLC        9.50      4/1/2018    GBP    55.63
RESO-Garantia Insurance    11.75     3/24/2023    RUB    60.01
Barclays Bank PLC           2.50      3/7/2017    EUR    48.53
Montepio Holding SGPS SA    5.00                  EUR    50.00
East Syberian Mortgage A    8.75     8/11/2046    RUB    57.00
Caixa Geral de Depositos    0.53    11/13/2017    EUR    74.13
Region of Molise Italy      0.36    12/15/2033    EUR    67.13
Province of Milan Italy     0.21    12/22/2033    EUR    69.59
Svensk Exportkredit AB      0.50     8/28/2020    TRY    63.71
Global PVQ Netherlands B    5.75     5/26/2014    EUR    27.63
Svensk Exportkredit AB      0.50     4/25/2019    BRL    69.97
Heta Asset Resolution AG    1.65     6/30/2019    CHF    74.63
Western High-Speed Diame    9.15      2/6/2032    RUB    60.01
Gazprom PAO                16.60    10/21/2043    RUB    65.00
HSBC Bank PLC               0.50     7/30/2019    IDR    74.65
Transcapitalbank JSC       13.00     5/30/2023    RUB    99.01
Cooperatieve Rabobank UA    0.50    10/29/2027    MXN    46.72
SG Issuer SA                4.10     7/10/2020    EUR    73.19
EFG International Financ    7.20     7/29/2020    EUR    62.64
HSBC Bank PLC               0.50     1/29/2027    NZD    63.70
NIBC Bank NV                2.69                  USD    71.13
Nuova Banca Popolare del    1.21     7/14/2016    EUR     0.84
Hellenic Republic Govern    0.52     8/10/2019    EUR    74.31
Johnston Press Bond Plc     8.63      6/1/2019    GBP    70.25
Societe Generale SA         0.52     5/20/2016    USD    45.33
Banque Cantonale Vaudois    6.00     5/26/2016    CHF    52.71
SAir Group                  6.25     4/12/2005    CHF    11.13
A-TEC Industries AG         8.75    10/27/2014    EUR     2.00
Penell GmbH Elektrogrosh    7.75     6/10/2019    EUR     5.60
Banca Popolare di Vicenz    4.97     4/20/2027    EUR    63.75
Podkarpacki Bank Spoldzi    5.74     3/31/2025    PLN    55.00
Banco Espirito Santo SA     2.66                  EUR    10.50
DEIKON GmbH                 1.00    11/16/2016    EUR    39.40
Lehman Brothers Treasury    4.50      5/2/2017    EUR     2.12
Svensk Exportkredit AB      0.50     1/31/2022    ZAR    57.56
International Finance Fa    0.50     6/29/2020    ZAR    66.80
Immigon Portfolioabbau A    5.27      2/8/2027    EUR    62.75
A-TEC Industries AG         2.75     5/10/2014    EUR     2.00
Expobank LLC               12.50      7/3/2016    RUB    99.51
Lloyds Bank PLC             0.50     4/24/2019    BRL    71.58
Agroton Public Ltd          6.00     7/14/2019    USD     7.50
CARPEVIGO AG                2.50     6/30/2016    EUR    25.00
Lehman Brothers Treasury    5.25     5/26/2026    EUR     2.12
Mechel                      8.40     5/27/2021    RUB    72.10
Immigon Portfolioabbau A    4.50      9/7/2020    EUR     4.50
Astana Finance BV           9.00    11/16/2011    USD    16.88
Vontobel Financial Produ    7.55     6/24/2016    EUR    72.87
Veneto Banca SpA           10.00    10/22/2022    EUR    50.88
Far East Capital Ltd SA     8.75      5/2/2020    USD    50.50
LBI HF                      3.00     12/7/2010    CHF     8.50
Raiffeisenbank AO          10.00    10/29/2018    RUB    60.01
OT-Optima Telekom DD        5.25     5/30/2022    HRK    40.00
Reso-Leasing OOO           13.75     10/3/2025    RUB    60.01
Bank Julius Baer & Co Lt   11.73     6/10/2016    CHF    58.70
Royal Bank of Scotland G    1.55     1/12/2046    EUR    51.50
Lehman Brothers Treasury    4.00    10/24/2012    EUR     2.12
Lehman Brothers Treasury    3.03     1/31/2015    EUR     2.12
SNS Bank NV                 6.63     5/14/2018    EUR     3.80
Raiffeisenlandesbank Nie    5.00      7/1/2026    EUR    72.13
SpareBank 1 SR-Bank ASA     4.00    12/21/2030    EUR    73.78
Lehman Brothers Treasury   11.00    12/20/2017    AUD     2.12
Soyuz AKB OAO              14.50     6/11/2020    RUB    60.03
Europlan PAO               12.50    10/31/2017    RUB    60.21
Freshwater Finance PLC      6.18     4/20/2035    GBP    67.00
DEMIRE Real Estate AG       6.00    12/30/2018    EUR     3.25
Mobile TeleSystems PJSC     5.00     6/29/2021    RUB    69.13
Deutsche Bank AG/London     1.66     1/31/2033    USD    63.75
A-TEC Industries AG         5.75     11/2/2010    EUR     2.00
Heta Asset Resolution AG    4.63      3/4/2018    EUR    74.63
Lehman Brothers Treasury    4.00     12/2/2012    EUR     2.12
Lehman Brothers Treasury    6.00    10/30/2012    EUR     2.12
Lehman Brothers Treasury    1.00      5/9/2012    EUR     2.12
Mriya Agro Holding PLC     10.95     3/30/2016    USD     7.38
Credit Suisse AG/Nassau    10.20     4/14/2016    EUR    70.35
MT-Energie GmbH & Co KG     8.25      4/4/2017    EUR     9.00
Russian Bank for Small a    8.25    11/26/2016    RUB    59.01
SAir Group                  0.13      7/7/2005    CHF    11.13
Erste Group Bank AG         2.90    10/20/2022    EUR    73.26
SAG Solarstrom AG           7.50     7/10/2017    EUR    45.00
MirLand Development Corp    6.00    11/30/2017    ILS    22.56
Atari SA                    7.50     2/17/2020    EUR     0.25
RSL Communications PLC      9.88    11/15/2009    USD     0.45
DekaBank Deutsche Giroze    2.67     11/7/2016    EUR    67.68
Bank Nederlandse Gemeent    0.50     6/22/2021    ZAR    61.68
PagesJaunes Finance & Co    8.88      6/1/2018    EUR    55.38
Immigon Portfolioabbau A    0.12     3/20/2018    EUR    69.63
UniCredit Bank Austria A    0.46    12/27/2026    EUR    72.88
Immigon Portfolioabbau A    1.42     7/29/2018    EUR    25.00
Lehman Brothers Treasury    1.46     2/19/2012    JPY    13.75
Heta Asset Resolution AG    0.08     8/12/2017    EUR    73.75
Heta Asset Resolution AG    0.05     3/29/2017    EUR    72.88
Credit Suisse AG/Nassau     7.00     9/16/2016    CHF    46.63
Lehman Brothers Treasury    5.00     2/27/2014    EUR    13.75
Takko Luxembourg 2 SCA      6.86     4/15/2019    EUR    48.76
VEB-Leasing OAO            13.09     6/23/2020    RUB   100.50
Lehman Brothers Treasury    4.00     2/16/2017    EUR    13.75
Bank Nederlandse Gemeent    0.50     5/12/2021    ZAR    62.17
HSBC Trinkaus & Burkhard    5.10      6/2/2016    EUR    62.12
Kommunekredit               0.50     7/30/2027    TRY    30.83
Ipotechny Agent Moskovsk    7.00     9/17/2028    RUB    68.38
Lehman Brothers Treasury    6.00     3/18/2015    USD    13.75
ING Bank NV                 5.05     10/7/2024    EUR    69.68
Banca Popolare di Vicenz    1.60      1/9/2020    EUR    73.13
Ecureuil Vie Developpeme    0.72                  EUR    17.75
Lehman Brothers Treasury    4.00     4/13/2011    CHF     2.12
Lehman Brothers Treasury    5.00      5/2/2022    EUR     2.12
Heta Asset Resolution AG    4.54     9/22/2017    EUR    74.63
Nuova Banca delle Marche    7.75     6/30/2018    EUR     1.02
Russian Post FGUP           2.75     12/6/2023    RUB    99.43
DZ Bank AG Deutsche Zent    3.05     9/25/2023    EUR    73.00
ffk environment GmbH        7.25      6/1/2016    EUR     2.55
BNP Paribas SA              0.50    10/19/2018    TRY
Credit Suisse AG            0.50    12/16/2025    BRL    34.87
Raiffeisen Versicherung     5.08                  EUR    21.51
UniCredit Bank Austria A    0.33    10/31/2031    EUR    63.75
Hema Bondco II BV           8.50    12/15/2019    EUR    40.50
Fast Finance SA             8.74     9/27/2016    PLN    71.00
Kommunalkredit Austria A    0.87     2/24/2026    EUR    74.86
Nota-Bank OJSC             13.50    10/13/2016    RUB    31.50
Heta Asset Resolution AG    4.88     9/18/2017    EUR    27.00
RESO-Garantia Insurance    12.00     9/13/2022    RUB    60.18
International Finance Fa    0.50     6/29/2027    ZAR    30.12
Vontobel Financial Produ    5.35      3/3/2017    EUR    52.61
Municipiul Timisoara        0.69     5/12/2026    RON    60.00
Biomed-Lublin Wytwornia     7.24     8/14/2018    PLN    40.00
Lehman Brothers Treasury    8.00     3/19/2012    USD     2.12
Bank Nederlandse Gemeent    0.50     8/15/2022    ZAR    54.97
Muehl Product & Service     6.75     3/10/2005    DEM     2.00
MirLand Development Corp    8.50     8/31/2016    ILS    25.00
Northland Resources AB     15.00     7/15/2019    USD     1.00
Deutsche Bank AG/London     8.00     2/28/2020    USD     9.00
Heta Asset Resolution AG    0.04      4/2/2018    EUR    74.63
Interregional Distributi   11.58    11/11/2025    RUB   100.00
HSBC Bank PLC               0.50     12/8/2026    AUD    67.11
Metalloinvest Holding Co    0.01     3/10/2022    RUB    55.00
Metalloinvest Holding Co    0.01      3/7/2022    RUB    60.00
BANIF - Banco Internacio    4.50     1/30/2025    EUR    70.63
Svensk Exportkredit AB      0.50     3/28/2029    AUD    70.22
Credit Suisse AG/London     8.00     7/31/2020    USD     9.50
LBI HF                      7.43                  USD     0.00
Ipotechny Agent Uralsib     8.75     4/15/2045    RUB    59.00
Commerzbank AG             10.00     5/26/2016    EUR    46.34
Melhus Sparebank            2.62     9/16/2024    NOK    71.59
Deutsche Bank AG/London     0.50     10/5/2021    IDR    56.79
Dolomite Capital Ltd       13.13    12/20/2019    ZAR    59.59
Mechel                      8.00      2/9/2021    RUB    60.00
UBS AG/London              10.00     3/16/2017    CHF    56.57
Credit Suisse AG/Nassau    12.20      6/3/2016    EUR    58.19
RSL Communications PLC     10.13      3/1/2008    USD     0.41
Veneto Banca SpA            1.82     5/15/2019    EUR    73.88
Nuova Banca Popolare del    3.50     6/28/2018    EUR     0.29
Credit Suisse AG/London     7.00     4/25/2016    CHF    70.96
WGF Westfaelische Grundb    6.35      8/1/2017    EUR     4.49
Solarwatt GmbH              7.00     11/1/2015    EUR    14.50
Norddeutsche Landesbank     3.75     6/27/2016    EUR    68.33
Alpha Bank AE               2.50     6/20/2022    EUR    59.45
Elli Investments Ltd       12.25     6/15/2020    GBP    35.00
Ural Bank for Reconstruc   13.00     4/10/2020    RUB    61.00
Russian Railways JSC       11.20    10/16/2025    RUB    60.11
UBS AG/London               7.00      7/3/2017    CHF    73.24
SAir Group                  2.13     11/4/2004    CHF    11.13
Salvator Grundbesitz-AG     9.50                  EUR    37.50
Heta Asset Resolution AG    0.05     3/29/2017    EUR    74.63
Ipotechny Agent IA AkBar   10.00    10/15/2047    RUB   100.10
MTSB Mortgage Agent        10.50    11/26/2041    RUB    60.00
Finans-Avia OOO             8.25     7/31/2022    RUB    62.10
Bank Nederlandse Gemeent    0.50      6/7/2022    ZAR    56.02
DZ Bank AG Deutsche Zent    2.52     6/23/2022    EUR    72.58
Landesbank Hessen-Thueri    3.83     8/18/2016    EUR    73.70
Heta Asset Resolution AG    0.52     9/20/2017    EUR    27.13
Windreich GmbH              6.75      3/1/2015    EUR    10.88
Bank Nederlandse Gemeent    0.50     9/20/2022    MXN    72.52
Banca Popolare di Vicenz    1.60     2/20/2020    EUR    73.75
Lehman Brothers Treasury    4.60      7/6/2016    EUR     2.31
Codere Finance Luxembour    8.25     6/15/2015    EUR    70.00
Vontobel Financial Produ    4.45      9/5/2016    EUR    55.23
Notenstein La Roche Priv    4.10      5/8/2019    CHF    72.69
Atari SA                    0.10      4/1/2020    EUR     2.50
Cooperatieve Rabobank UA    0.50    12/29/2027    MXN    46.87
HSBC Bank PLC               0.50     5/29/2020    IDR    67.80
Exane Finance               5.00    12/20/2019    SEK
Norddeutsche Landesbank     4.75      6/3/2016    EUR    58.28
Lehman Brothers Treasury    4.00     7/20/2012    EUR     2.12
Nuova Banca Popolare del    4.25    10/30/2016    EUR     0.29
Santander Finance Capita    2.00                  USD    37.88
Russian Railways JSC       16.70    10/11/2038    RUB
Polski Bank Spoldzielczy    5.24     9/14/2027    PLN    57.00
EFG International Financ    7.20     2/25/2019    EUR    45.24
Notenstein La Roche Priv    5.52    10/24/2016    EUR    74.04
Kommunalbanken AS           0.50     5/27/2022    ZAR    56.31
Tatfondbank PJSC           13.50     5/28/2025    RUB    63.06
Podkarpacki Bank Spoldzi    4.94     10/6/2021    PLN    58.00
Lehman Brothers Treasury    5.00     5/12/2011    CHF     2.12
RSL Communications PLC      9.13      3/1/2008    USD     0.41
Lehman Brothers Treasury   10.00     6/11/2038    JPY     2.12
Phosphorus Holdco PLC      10.00      4/1/2019    GBP     2.13
NIBC Bank NV               25.98      5/7/2029    EUR    61.06
Svensk Exportkredit AB      0.50     2/22/2022    ZAR    56.11
Bank Julius Baer & Co Lt    5.20     9/25/2017    EUR    62.10
Banca Popolare di Vicenz    5.20     3/28/2024    EUR    71.75
Kaupthing ehf               7.63     2/28/2015    USD    17.63
Credit Suisse AG/Nassau     7.50     12/5/2016    CHF    54.58
Lehman Brothers Treasury   10.00      1/3/2012    BRL     2.12
Moscow United Electric G   11.00     9/12/2024    RUB   101.13
Immigon Portfolioabbau A    5.26      2/5/2025    EUR    37.63
Vegarshei Sparebank         5.16                  NOK    59.22
Barclays Bank PLC           0.50     3/26/2021    MXN    73.67
Sviaz Bank OAO             12.00     2/26/2018    RUB    60.21
Bank Julius Baer & Co Lt    6.60     4/25/2016    CHF    71.70
Heta Asset Resolution AG    6.94     6/10/2017    EUR    74.63
Getin Noble Bank SA         4.80     11/9/2020    PLN    75.00
EDOB Abwicklungs AG         7.50      4/1/2012    EUR     0.39
Banca Popolare di Vicenz    1.60     5/29/2020    EUR    73.75
Lehman Brothers Treasury    5.10     6/22/2046    EUR     2.12
Credit Suisse AG/London     3.00    11/15/2025    ZAR    54.39
Credit Suisse AG/London     0.50      1/8/2026    BRL    33.65
Eiendomskreditt             4.32                  NOK    64.22
Deutsche Bank AG/London     0.50     4/18/2019    BRL    71.28
COFIDUR SA                  0.10    12/31/2024    EUR    15.01
Podkarpacki Bank Spoldzi    5.77      7/2/2020    PLN    60.00
Fonciere Volta SA           4.50     7/30/2020    EUR     2.47
BNP Paribas SA              0.50    12/20/2018    BRL    72.70
UBS AG/London              12.00     11/4/2016    CHF    34.94
SAir Group                  4.25      2/2/2007    CHF    11.25
Republika Srpska            1.50     9/25/2026    BAM    71.50
Espirito Santo Financial    5.05    11/15/2025    EUR     0.72
Probanka dd                 1.36                  EUR    66.13
Ideal Standard Internati   11.75      5/1/2018    EUR    13.75
DEIKON GmbH                 1.00      7/1/2016    EUR    17.75
UniCredit Bank AG           6.25     5/16/2016    EUR    39.87
Credit Suisse AG/London     8.00    11/29/2019    USD     5.27
Societe Generale SA         8.40     5/24/2016    USD    55.41
DekaBank Deutsche Giroze    3.00      5/6/2016    EUR    52.43
SG Option Europe SA         7.00      5/5/2017    EUR    45.44
BNP Paribas SA              0.50     11/6/2018    TRY
Heta Asset Resolution AG    5.80     6/17/2017    EUR    74.13
Societe Generale SA        11.05     6/22/2016    USD    57.49
Leonteq Securities AG/Gu    9.07      5/3/2016    GBP    55.07
Lehman Brothers Treasury    4.35      8/8/2016    SGD    13.75
Lehman Brothers Treasury    3.86     9/21/2011    SGD    13.75
ECA                         2.50      1/1/2018    EUR    12.37
BNP Paribas SA              0.50      5/6/2021    MXN    73.19
KPNQwest NV                 7.13      6/1/2009    EUR     0.56
Landesbank Hessen-Thueri    5.10     4/15/2016    EUR    43.40
LBBW                        3.43     8/26/2016    EUR    56.76
Heta Asset Resolution AG    5.03     1/26/2017    EUR    28.13
Lehman Brothers Treasury    6.00     2/19/2023    USD     2.12
SV Patrimonia               4.00     4/19/2016    EUR    70.00
DekaBank Deutsche Giroze    0.12     6/23/2034    EUR    72.21
Polyus Perspectiva OOO     11.00    12/15/2020    RUB    58.20
Lenta Center OOO           11.00    10/14/2020    RUB    65.63
Eksportfinans ASA           0.25     7/14/2033    CAD    42.00
Akademiska Hus AB           2.08     4/17/2045    SEK    74.85
Svensk Exportkredit AB      0.50     8/25/2021    ZAR    60.68
SAir Group                  6.25    10/27/2002    CHF    11.13
Credit Suisse AG/London    10.50      5/3/2016    USD    33.00
Commerzbank AG              2.50     6/19/2017    USD    59.06
BNP Paribas Emissions- u   12.00    12/22/2016    EUR    58.85
Ingra DD                    6.13     12/6/2016    HRK    12.99
Lehman Brothers Treasury    5.00     3/18/2015    EUR    13.75
Nuova Banca Popolare del    2.31     5/21/2018    EUR     0.27
RSL Communications PLC     10.50    11/15/2008    USD     0.41
Oberoesterreichische Lan    0.32     11/6/2030    EUR    61.25
Societe Generale SA         0.50     5/30/2023    MXN    64.83
Pongs & Zahn AG             8.50                  EUR     0.20
Svensk Exportkredit AB      0.50     4/24/2029    AUD    62.26
Vontobel Financial Produ    5.40      3/3/2017    EUR    75.44
DekaBank Deutsche Giroze    2.00     8/19/2016    EUR    66.36
Union Technologies Infor    0.10      1/1/2020    EUR     5.30
Bayerische Landesbank       5.00    10/17/2016    EUR    52.84
Credit Suisse AG/London     6.25     4/14/2016    CHF    62.97
Lehman Brothers Treasury    2.50     8/15/2012    CHF     2.12
Immigon Portfolioabbau A    4.80      5/9/2025    EUR    35.50
Barclays Bank PLC           0.50     4/24/2023    MXN    63.67
HSBC Bank PLC               0.50     1/31/2020    BRL    65.87
Credit Suisse AG/London     7.00    11/15/2019    USD     9.45
HPI AG                      4.50     12/1/2016    EUR    28.00
Zurcher Kantonalbank Fin    1.01    12/16/2016    CHF    74.38
Vontobel Financial Produ    7.00     4/22/2016    EUR    55.37
RZD Rasvytie vokzalov      12.50    10/21/2016    RUB     9.62
RSL Communications PLC     12.00     11/1/2008    USD     0.41
Hellas Telecommunication    8.50    10/15/2013    EUR     0.01
Heta Asset Resolution AG    5.04     2/15/2023    EUR    74.63
Lehman Brothers Treasury    7.06    12/29/2008    EUR     2.12
RGS Nedvizhimost OOO       13.50    10/19/2020    RUB    60.00
IT Holding Finance SA       9.88    11/15/2012    EUR     0.27
Municipality Finance PLC    0.50      8/8/2029    NZD    60.96
Vnesheconombank             2.00     6/18/2021    RUB    64.67
Banca Popolare di Vicenz    2.00     11/7/2019    EUR    75.25
Svensk Exportkredit AB      0.50     8/29/2029    AUD    59.07
Banca Popolare di Vicenz    1.60     3/20/2020    EUR    73.88
Nordea Bank Finland Abp     5.70     1/20/2021    SEK    75.00
Notenstein Finance Guern    1.00     9/17/2019    CHF    57.74
BNP Paribas Emissions- u    2.50     6/30/2022    EUR    71.74
Lehman Brothers Treasury    6.65     8/24/2011    AUD    13.75
Lehman Brothers Treasury    7.59    11/22/2009    MXN    13.75
Societe Generale SA        12.00     5/27/2016    USD    46.02
BNP Paribas Arbitrage Is    6.55     3/28/2025    EUR    47.44
Kaupthing ehf               9.75     9/10/2015    USD    17.63
Norddeutsche Landesbank     5.00      6/3/2016    EUR    59.08
Credit Suisse AG/London     9.50     5/23/2016    USD    30.44
BNP Paribas Emissions- u   19.00     6/22/2017    EUR    70.30
Lehman Brothers Treasury    6.00     3/14/2011    EUR    13.75
Lehman Brothers Treasury    5.55     3/12/2015    EUR     2.12
Lehman Brothers Treasury    4.05     9/16/2008    EUR     2.12
Finans-Avia OOO             0.01     7/31/2027    RUB    13.89
Orient Express Bank PJSC   18.00     5/28/2020    RUB    49.38
Credit Suisse AG/London     1.64      6/1/2042    USD    49.33
Oberoesterreichische Lan    0.30     4/25/2042    EUR    43.50
Absolut Bank PAO           12.00     5/28/2018    RUB    60.00
Svensk Exportkredit AB      0.50     6/26/2019    TRY    71.70
KA Finanz AG                4.44    12/20/2030    EUR    66.38
Province of Brescia Ital    0.25    12/22/2036    EUR    63.53
Baltijskij Bereg ZAO        8.25    12/22/2017    RUB    29.21
Credit Suisse AG/Nassau     8.00     7/20/2016    EUR    72.68
HSBC Trinkaus & Burkhard   12.50     9/23/2016    EUR    58.22
LBBW                        2.51     8/26/2016    EUR    69.48
KPNQwest NV                 8.88      2/1/2008    EUR     0.56
Credit Suisse AG/London     6.25     5/26/2017    CHF    67.15
Credit Suisse AG/London     4.00     7/20/2016    EUR    74.26
UniCredit Bank AG           4.05     6/23/2016    EUR    54.09
Lehman Brothers Treasury    8.00    12/27/2032    JPY     2.12
Municipality Finance PLC    0.50     6/19/2024    ZAR    46.60
Efesk Group                13.25     6/14/2016    RUB     9.00
Bank of New York Mellon     4.30    12/15/2050    EUR    35.42
Kommunekredit               0.50     9/19/2019    BRL    69.00
Cerruti Finance SA          6.50     7/26/2004    EUR     1.53
Rossiysky Capital OJSC      9.00      9/6/2016    RUB    60.01
Barclays Bank PLC           0.50     3/19/2021    MXN    73.76
HSBC Bank PLC               0.50      6/9/2023    MXN    64.73
Societe Generale SA         0.50      4/3/2023    RUB    53.97
HSBC Bank PLC               0.50     4/11/2023    MXN    65.49
WPE International Cooper   10.38     9/30/2020    USD     7.75
Podkarpacki Bank Spoldzi    5.10     5/28/2023    PLN    61.00
Wlodarzewska SA             9.19     5/15/2016    PLN    22.00
Barclays Bank PLC           2.38     8/15/2033    USD    74.50
Property Lease Fund SA      9.00    12/23/2016    PLN    70.70
hkw personalkonzepte Gmb    8.25    11/15/2016    EUR     3.66
Bulgaria Steel Finance B   12.00      5/4/2013    EUR     0.59
Credit Suisse AG/Nassau     6.00     7/18/2016    CHF    74.61
DekaBank Deutsche Giroze    3.25     8/11/2016    EUR    57.02
DekaBank Deutsche Giroze    4.85     8/31/2016    EUR    71.42
Leonteq Securities AG      12.00     7/20/2016    CHF    50.95
Bayerische Landesbank       5.00    12/19/2016    EUR    74.15
Bank Julius Baer & Co Lt   12.10      5/6/2016    CHF    57.20
Deutsche Bank AG            4.20     5/25/2016    EUR    75.20
Lehman Brothers Treasury    8.25      2/3/2016    EUR     2.12
Heta Asset Resolution AG    3.72     3/15/2017    EUR    74.63
Lehman Brothers Treasury    7.60     1/31/2013    AUD     2.12
City of Hunedoara Romani    1.43     8/15/2026    RON    68.00
Property Lease Fund SA      9.00      6/5/2016    PLN    22.00
Republika Srpska            1.50     9/26/2027    BAM    69.85
RGS Nedvizhimost OOO       13.50    10/18/2017    RUB    60.00
Raiffeisen-Landesbank Ti    5.00      9/2/2024    EUR    72.89
Deutsche Bank AG/London     0.50     3/14/2019    BRL    72.02
SAir Group                  5.50     7/23/2003    CHF    11.13
Sidetur Finance BV         10.00     4/20/2016    USD     7.13
UniCredit Bank AG           5.20     6/20/2016    EUR    42.89
UBS AG/London              15.50    12/23/2016    EUR    74.28
Bayerische Landesbank       3.70     10/7/2016    EUR    61.44
Vontobel Financial Produ   21.75     6/24/2016    EUR    48.12
UniCredit Bank AG           5.20     5/24/2016    EUR    44.82
Lehman Brothers Treasury    7.50      5/2/2017    EUR     2.12
Lehman Brothers Treasury    4.00     7/27/2011    EUR     2.12
Heta Asset Resolution AG    0.05      4/9/2018    EUR    74.63
Heta Asset Resolution AG    0.17     5/10/2017    EUR    73.88
Alpha Bank AE               2.50     6/20/2022    EUR    59.43
DekaBank Deutsche Giroze    3.80     9/25/2024    EUR    72.74
Araratbank OJSC             8.00     6/10/2018    USD    25.42
Province of Rovigo Italy    0.20    12/28/2035    EUR    64.81
UniCredit Bank Austria A    0.24     1/24/2031    EUR    64.63
HSBC Bank PLC               0.50     6/28/2019    IDR    74.90
Province of Teramo Italy    0.06    12/30/2030    EUR    71.90
Deutsche Bank AG            6.50     6/21/2016    EUR    72.64
Northland Resources AB     12.25     3/26/2016    USD     1.00
Bank J Safra Sarasin AG/    8.30    11/11/2016    CHF    71.68
Leonteq Securities AG/Gu   12.80    12/12/2016    USD    53.20
TOPMEDICAL SA               7.75      8/1/2016    PLN    59.97
UniCredit Bank AG           4.00     6/24/2016    EUR    76.93
Landesbank Hessen-Thueri    4.75     4/15/2016    EUR    67.70
Bank Julius Baer & Co Lt   11.40      2/6/2017    USD    63.75
Leonteq Securities AG      14.00     4/13/2016    CHF    62.74
LBBW                        3.00     8/24/2018    EUR    70.14
UniCredit Bank AG           5.05     6/10/2016    EUR    58.68
Lehman Brothers Treasury    3.40     3/19/2018    JPY     2.12
Barclays Bank PLC           6.75     6/23/2017    USD    73.12
Lehman Brothers Treasury    2.50     11/9/2011    CHF     2.12
Barclays Bank PLC           5.00     5/14/2029    USD    74.50
Lehman Brothers Treasury    7.55    12/29/2008    USD     2.12
Nuova Banca delle Marche    8.00     6/30/2018    EUR     1.02
Steiermaerkische Bank un    1.25                  EUR    50.21
Svensk Exportkredit AB      0.50     3/15/2022    ZAR    55.78
Lloyds Bank PLC             0.50     7/26/2021    BRL    55.82
Municipality Finance PLC    0.50     7/30/2029    AUD    68.76
Lloyds Bank PLC             0.50     7/26/2028    MXN    46.56
Nuova Banca Popolare del    5.00    10/30/2023    EUR     0.29
Immigon Portfolioabbau A    2.15     3/25/2019    EUR    61.13
Immigon Portfolioabbau A    4.78      6/7/2030    EUR    26.38
Dresdner Bank AG            0.58    11/19/2029    EUR    64.38
Societe Generale SA         1.88     2/28/2033    USD    72.40
Nota-Bank OJSC             13.50      4/1/2016    RUB    31.50
Lehman Brothers Treasury    8.50      7/5/2016    EUR    13.75
Bank Julius Baer & Co Lt    5.92     7/29/2016    EUR    76.75
Notenstein La Roche Priv    7.25     4/22/2016    CHF    61.42
DZ Bank AG Deutsche Zent    6.70     9/19/2016    EUR    54.71
Commerzbank AG              5.24     7/14/2016    EUR    75.10
Societe Generale SA         1.00    12/22/2017    GBP     0.99
Societe Generale SA         0.50     5/22/2024    MXN    60.38
Svensk Exportkredit AB      0.50     6/20/2029    AUD    68.28
Societe Generale SA         0.50     4/30/2023    RUB    53.39
Nutritek International C    8.75    12/11/2008    USD     2.00
Oravita City Council        2.61     6/15/2027    RON    68.00
Credit Suisse AG/Nassau     5.75     9/19/2016    CHF    70.43
Kaupthing ehf               3.75     2/15/2024    ISK    17.63
SG Option Europe SA         7.00     9/22/2017    EUR    61.13
Leonteq Securities AG/Gu   29.61    10/26/2017    EUR     4.77
UBS AG                      5.60      3/4/2019    EUR    69.77
Vontobel Financial Produ    6.00     5/27/2016    EUR    51.45
LBBW                        3.45     3/22/2019    EUR    61.44
Lehman Brothers Treasury    8.00     4/20/2009    EUR     2.12
Lehman Brothers Treasury    8.88     1/28/2011    HKD    13.75
Heta Asset Resolution AG    0.04      3/4/2018    EUR    74.63
Heta Asset Resolution AG    4.70      4/2/2018    EUR    74.13
Lehman Brothers Treasury    4.68    12/12/2045    EUR     2.12
Anglian Water Services F    1.08     1/26/2057    GBP    63.77
Bank Nederlandse Gemeent    0.50     9/20/2022    ZAR    54.43
Municipality Finance PLC    0.50    11/25/2020    ZAR    64.75
HSBC Bank PLC               0.50     12/8/2020    BRL    61.43
HSBC Bank PLC               0.50     2/24/2027    NZD    63.99
Svensk Exportkredit AB      0.50     6/29/2029    AUD    59.51
HSBC Bank PLC               0.50    10/30/2026    NZD    64.55
Immigon Portfolioabbau A    4.26     3/22/2024    EUR    36.88
Province of Brescia Ital    0.35     6/30/2036    EUR    64.36
Mortgage Agent KHMB-1       9.20     8/25/2045    RUB    59.00
Bayerische Landesbank       3.70      6/3/2016    EUR    53.56
Lehman Brothers Treasury    8.25     12/3/2015    EUR    13.75
UBS AG                     13.82    11/10/2016    USD     8.88
Spoldzielczy Bank Rozwoj    5.26     7/16/2025    PLN    72.01
UBS AG/London               7.00     6/24/2016    CHF    49.33
Vontobel Financial Produ    6.70     4/22/2016    EUR    68.17
Bayerische Landesbank       4.00     9/16/2016    EUR    64.31
Credit Suisse AG/Nassau    14.00     5/12/2016    USD    61.69
BNP Paribas SA              0.50     9/29/2029    AUD    57.92
Notenstein La Roche Priv    4.20     5/22/2020    CHF    73.19
Kerdos Group SA             8.00      3/9/2018    PLN    49.00
Deutsche Bank AG            3.20     9/20/2016    EUR    64.60
UniCredit Bank AG           4.60      7/2/2018    EUR    54.64
Russian Railways JSC        8.30     9/19/2033    RUB
Bayerische Landesbank       3.70     11/4/2016    EUR    61.49
Leonteq Securities AG       3.50     4/10/2018    EUR    45.77
Bayerische Landesbank       3.10     11/4/2016    EUR    58.00
City of Hunedoara Romani    1.43     8/15/2026    RON    68.25
LBBW                        4.00     4/22/2016    EUR    54.09
Kaupthing ehf               7.00     7/24/2009    ISK    17.63
Heta Asset Resolution AG    0.03     8/28/2017    EUR    73.75
Lehman Brothers Treasury   13.50      6/2/2009    USD     2.12
Lehman Brothers Treasury    2.00     6/28/2011    EUR     2.12
Lehman Brothers Treasury   23.30     9/16/2008    USD     2.12
Nuova Banca delle Marche    7.20     6/30/2018    EUR     1.02
Lehman Brothers Treasury    4.00     2/28/2010    EUR     2.12
Heta Asset Resolution AG    0.20     4/22/2018    EUR    73.88
Open Mortgage Agent 1       9.10     2/25/2045    RUB    61.00
Heta Asset Resolution AG    4.40     6/20/2017    EUR    74.13
Getin Noble Bank SA         4.74      4/7/2021    PLN    74.20
Societe Generale SA        13.44      2/9/2017    USD    68.23
Lehman Brothers Treasury    2.25     5/12/2009    USD     2.12
Sparebanken Din             2.22                  NOK    70.37
Banca delle Marche SpA      6.00     6/12/2018    EUR     0.77
Svensk Exportkredit AB      0.50     6/28/2022    ZAR    53.77
Pierer Industrie AG         5.75                  EUR    73.75
Credit Suisse AG/Nassau     7.00     4/14/2016    EUR    50.31
Notenstein La Roche Priv    4.00     9/26/2018    CHF    71.97
Credit Suisse AG/London     7.00     4/20/2016    USD    69.95
Transgazservice LLP        10.50     11/8/2019    RUB     1.01
MirLand Development Corp    6.50     9/30/2019    ILS     1.00
Immigon Portfolioabbau A    4.81     7/29/2025    EUR    61.00
DekaBank Deutsche Giroze    3.10      5/5/2017    EUR    60.12
EFG International Financ    7.05     6/30/2016    USD    50.10
Cooperatieve Rabobank UA    0.50     8/21/2028    MXN    44.62
Lehman Brothers Treasury    5.00     8/16/2017    EUR    13.75
Bayerische Landesbank       3.00      3/9/2018    EUR    59.00
Leonteq Securities AG      16.20    11/21/2016    CHF    52.68
Credit Suisse AG/Nassau     6.25    10/17/2016    EUR    43.56
DekaBank Deutsche Giroze    4.00    12/12/2016    EUR    71.45
Rinol AG                    5.50    10/15/2006    DEM     0.00
BNP Paribas Emissions- u   10.00    12/22/2016    EUR    58.28
EFG International Financ    6.26      5/7/2018    EUR    69.47
BNP Paribas Emissions- u    4.00    12/22/2016    EUR    73.55
Bank Julius Baer & Co Lt    4.90      5/6/2016    CHF    60.65
Zurcher Kantonalbank Fin    7.50      6/3/2016    CHF    71.56
Deutsche Bank AG            5.20     6/21/2016    EUR    46.10
Immigon Portfolioabbau A    5.45      8/2/2019    EUR    72.70
Lehman Brothers Treasury    7.00    11/26/2013    EUR    13.75
Lehman Brothers Treasury    3.00     6/23/2009    EUR    13.75
SAir Group                  2.75     7/30/2004    CHF    11.13
Lehman Brothers Treasury    6.00     9/20/2011    EUR     2.12
Lehman Brothers Treasury    2.30     4/28/2014    JPY     2.12
JP Morgan Structured Pro    1.25     4/11/2016    USD    57.09
Credit Suisse AG/Nassau     8.00      7/4/2016    CHF    72.47
Lehman Brothers Treasury    2.50    12/15/2011    GBP     2.12
Lehman Brothers Treasury   11.00     6/29/2009    EUR     2.12
UniCredit Bank AG           8.00     11/7/2016    EUR    59.10
Lehman Brothers Treasury    1.75      2/7/2010    EUR     2.31
Municipality Finance PLC    0.50     4/26/2022    ZAR    55.11
Municipality Finance PLC    0.50     5/31/2022    ZAR    54.35
Rossiysky Capital OJSC     13.00    11/22/2019    RUB    60.10
Immigon Portfolioabbau A    5.20      4/1/2020    EUR    59.88
Strommen Sparebank          2.20                  NOK    38.83
Immigon Portfolioabbau A    3.88     3/15/2022    EUR    44.00
Municipality Finance PLC    0.50      5/8/2029    AUD    61.76
Immigon Portfolioabbau A    5.05      8/5/2030    EUR    27.38
Leonteq Securities AG/Gu   10.40     4/27/2016    CHF    34.69
Credit Suisse AG/Nassau     8.00     7/18/2016    EUR    52.41
UniCredit Bank AG           5.00     9/30/2016    EUR    47.83
UniCredit Bank AG           5.00     6/16/2016    EUR    53.81
UniCredit Bank AG           5.50      8/1/2016    EUR    42.06
Barclays Bank PLC           4.17      1/5/2017    EUR    17.95
LBBW                        4.00     7/22/2016    EUR    52.62
Credit Suisse AG/Nassau     5.00      6/6/2016    CHF    59.13
UniCredit Bank AG           4.00     6/23/2016    EUR    49.50
LBBW                        3.05     6/22/2018    EUR    62.31
Raiffeisen Centrobank AG    7.25     9/26/2016    EUR    42.02
Leonteq Securities AG/Gu    8.76     7/21/2016    USD    59.50
Vontobel Financial Produ    6.85      7/1/2016    EUR    57.67
Leonteq Securities AG/Gu    9.00     5/17/2016    EUR    39.70
Leonteq Securities AG/Gu   10.00     5/17/2016    EUR    74.42
UniCredit Bank AG           4.10     6/24/2016    EUR    48.79
Natixis Structured Issua   11.70     12/8/2023    EUR    51.05
Landesbank Hessen-Thueri    5.00     3/27/2019    EUR    74.33
EFG International Financ    8.99      9/4/2017    EUR    27.49
DekaBank Deutsche Giroze    5.20     8/11/2016    EUR    61.67
DekaBank Deutsche Giroze    4.90      9/2/2016    EUR    60.88
Bank Julius Baer & Co Lt   11.00     2/14/2017    USD    64.55
Vontobel Financial Produ    8.35    12/23/2016    EUR    64.85
Vontobel Financial Produ   13.95    12/23/2016    EUR    67.88
Bayerische Landesbank       3.10     11/4/2016    EUR    56.33
Landesbank Hessen-Thueri    5.00     3/27/2019    EUR    49.30
Gold-Zack AG                7.00    12/14/2005    EUR    12.51
Raiffeisen Centrobank AG    2.40    12/19/2016    EUR    41.93
Leonteq Securities AG       5.80     5/15/2019    CHF    75.13
EFG International Financ    7.19      5/6/2019    EUR    31.47
UBS AG/London               7.00     6/17/2016    EUR    47.04
Heta Asset Resolution AG    3.90     1/24/2017    EUR    74.25
Credit Suisse AG/Nassau     8.25     6/22/2016    EUR    50.99
Zurcher Kantonalbank Fin   10.90      6/3/2016    CHF    63.38
Norddeutsche Landesbank     3.50    10/21/2016    EUR    75.73
Vontobel Financial Produ    7.65     12/9/2016    EUR    53.38
UniCredit Bank AG           5.00     6/23/2016    EUR    47.25
HSBC Trinkaus & Burkhard   12.40     6/24/2016    EUR    66.05
LBBW                        5.00     2/24/2017    EUR    72.87
LBBW                        3.50     1/26/2018    EUR    63.86
Leonteq Securities AG       8.80     7/27/2016    EUR    73.70
DZ Bank AG Deutsche Zent    6.00     1/27/2017    EUR    70.02
SAir Group                  2.75     7/30/2004    CHF    11.13
Lehman Brothers Treasury    6.72    12/29/2008    EUR     2.12
Lehman Brothers Treasury    6.60      2/9/2009    EUR     2.12
Lehman Brothers Treasury    2.50     8/23/2012    GBP     2.12
Lehman Brothers Treasury   15.00     3/30/2011    EUR     2.12
Lehman Brothers Treasury    4.70     3/23/2016    EUR     2.12
Lehman Brothers Treasury    4.69     2/19/2017    EUR     2.12
Bank Julius Baer & Co Lt    5.10     10/3/2016    CHF    74.95
Heta Asset Resolution AG    0.04     3/10/2018    EUR    74.63
Lehman Brothers Treasury    6.00    10/24/2008    EUR     2.12
Lehman Brothers Treasury    1.00     2/26/2010    USD     2.12
Lehman Brothers Treasury    7.60     3/26/2009    EUR     2.12
HSBC Bank PLC               0.50    12/22/2025    BRL    37.00
World of Building Techno    7.70     6/25/2019    RUB     2.05
Praim Finans OOO           12.00     7/13/2021    RUB   100.50
Societe Generale SA         0.50      8/4/2021    BRL    55.87
Immigon Portfolioabbau A    0.80      3/1/2021    EUR    41.00
Societe Generale SA         0.50      7/6/2021    BRL    56.35
Haltdalen Sparebank         2.29                  NOK    54.16
BNP Paribas SA              0.50    11/16/2032    MXN    34.91
UniCredit Bank Austria A    0.33     1/22/2031    EUR    65.25
Province of Treviso Ital    0.19    12/31/2034    EUR    66.83
Province of Treviso Ital    0.09    12/31/2034    EUR    65.14
Zapsibcombank PAO          14.85    12/12/2019    RUB    50.05
PKVIT OOO                  11.00    10/14/2020    RUB    65.63
Espirito Santo Financial    5.63     7/28/2017    EUR     2.81
JP Morgan Structured Pro    3.60     7/17/2017    USD    52.53
MirLand Development Corp    7.21     5/31/2020    ILS    21.63
EFG International Financ    6.48     5/29/2018    EUR     8.75
Commerzbank AG              2.50     1/30/2018    USD    72.13
Goldman Sachs Internatio    0.67     4/24/2020    GBP
Leonteq Securities AG/Gu    6.70      6/6/2016    USD    43.05
UBS AG/London               8.50      1/3/2017    CHF    55.08
Deutsche Bank AG            5.50     6/21/2016    EUR    72.23
Deutsche Bank AG            7.50     6/21/2016    EUR    72.54
Banque Cantonale Vaudois    1.00      7/7/2016    CHF    19.55
Leonteq Securities AG       6.20     7/24/2018    CHF    72.13
Goldman Sachs & Co Wertp   10.00     6/22/2016    EUR    60.07
Notenstein La Roche Priv    8.99     7/22/2019    EUR    52.33
Exane Finance               6.25    12/20/2019    SEK
Leonteq Securities AG      11.00    10/31/2016    CHF    63.69
Societe Generale SA         0.50      4/4/2024    MXN    60.97
City of Siret Romania       2.77      3/1/2028    RON    58.00
Lehman Brothers Treasury    4.60    10/11/2017    ILS    13.75
LBBW                        2.90     8/26/2016    EUR    75.46
Banque Cantonale Vaudois    6.72     8/19/2016    EUR    63.94
Dayli Polska Sp zoo         8.50      9/5/2016    PLN    15.00
ZapSib-Transservice OOO    15.00     4/17/2018    RUB    50.00
DZ Bank AG Deutsche Zent    5.60     6/20/2016    EUR    56.63
Bayerische Landesbank       2.60     3/29/2018    EUR    59.87
Landesbank Hessen-Thueri    3.75     6/27/2016    EUR    71.70
Deutsche Bank AG            8.20     6/21/2016    EUR    75.70
UBS AG/London              12.00     11/4/2016    CHF    46.81
Credit Suisse AG/London     7.00     2/20/2017    CHF    68.30
Bank Julius Baer & Co Lt   10.00     8/12/2016    EUR    61.30
Credit Suisse AG/Nassau     7.00     3/22/2017    CHF    54.12
Leonteq Securities AG       9.00     12/8/2016    CHF    54.51
UBS AG/London              15.50     5/23/2016    USD    42.25
Deutsche Bank AG            5.20     6/21/2016    EUR    42.50
Credit Suisse AG/Nassau     5.00      9/5/2016    CHF    74.48
DZ Bank AG Deutsche Zent    6.75     6/24/2016    EUR    55.63
LBBW                        9.35     9/23/2016    EUR    63.05
Notenstein Finance Guern    7.19      5/6/2019    EUR    61.66
Municipiul Timisoara        0.69     5/15/2026    RON    63.00
HSBC Trinkaus & Burkhard    9.00     6/24/2016    EUR    72.86
UBS AG                      6.88     6/15/2016    EUR    50.32
Societe Generale Effekte    6.54      7/7/2016    EUR    54.13
Bank Julius Baer & Co Lt   12.50     6/20/2016    USD    63.50
Heta Asset Resolution AG    0.06     2/10/2018    EUR    73.75
Societe Generale Effekte    9.37     9/23/2016    EUR    71.14
Leonteq Securities AG       5.60     5/29/2018    CHF    76.91
Heta Asset Resolution AG    0.05     8/21/2017    EUR    72.63
Credit Suisse AG/London     7.50     4/25/2016    CHF    64.56
Credit Suisse AG/Nassau     6.25    10/31/2016    EUR    48.07
Leonteq Securities AG      10.60      9/5/2016    CHF    68.45
LBBW                        3.00     9/22/2017    EUR    61.53
Landesbank Hessen-Thueri    5.60     7/11/2017    EUR    70.57
Lehman Brothers Treasury    3.50     6/20/2011    EUR     2.12
Lehman Brothers Treasury    5.00    11/22/2012    EUR     2.12
Lehman Brothers Treasury   13.00     7/25/2012    EUR     2.12
Heta Asset Resolution AG    0.06     3/12/2043    EUR    74.63
Lehman Brothers Treasury   14.90    11/16/2010    EUR     2.12
Lehman Brothers Treasury    0.50    12/20/2017    AUD     2.12
LBBW                        3.10     9/28/2018    EUR    68.07
Driver & Bengsch AG         8.50    12/31/2027    EUR     0.00
Lehman Brothers Treasury    9.00     3/17/2009    GBP     2.12
Lehman Brothers Treasury    7.00     9/20/2011    USD     2.12
HSBC Bank PLC               0.50    11/25/2025    BRL    37.28
Drangedal Sparebank         2.24                  NOK    70.52
Ipotechny Agent KM OOO      0.37     6/30/2022    RUB    46.37
KFW                         0.25     10/6/2036    CAD    38.99
TransFin-M PAO             14.50     2/26/2025    RUB    60.01
Immigon Portfolioabbau A    0.76      7/3/2019    EUR    55.88
Kommunekredit               0.50    12/14/2020    ZAR    64.98
Immigon Portfolioabbau A    6.60      5/6/2023    EUR    48.13
Banca delle Marche SpA      6.00      5/8/2018    EUR     0.98
Immigon Portfolioabbau A    2.00     4/24/2020    EUR    51.00
DekaBank Deutsche Giroze    7.15    10/27/2017    EUR    47.14
DekaBank Deutsche Giroze    8.50    10/27/2016    EUR    43.63
Financial Sovetnik OOO     11.00     6/11/2018    RUB     0.01
DekaBank Deutsche Giroze    3.05     3/25/2025    EUR    67.91
Immigon Portfolioabbau A    4.90     8/18/2025    EUR    61.30
Landesbank Hessen-Thueri    3.45      7/7/2016    EUR    63.50
Notenstein La Roche Priv    7.30    12/12/2016    CHF    72.92
Credit Suisse AG/Nassau     8.00     6/20/2016    CHF    65.43
Credit Suisse AG/London     7.50     5/23/2016    USD    75.01
LBBW                        5.50     8/26/2016    EUR    59.89
Bayerische Landesbank       2.80     10/5/2018    EUR    74.68
Credit Suisse AG/Nassau     7.00      9/5/2016    EUR    48.30
Deutsche Bank AG            9.20    12/20/2016    EUR    62.00
Credit Suisse AG/London    10.00     8/29/2016    USD    33.93
Landesbank Hessen-Thueri    5.15     4/15/2016    EUR    69.00
MirLand Development Corp    6.50      5/5/2016    ILS     1.10
Societe Generale Effekte    3.14      8/8/2016    EUR    65.42
UBS AG/London              11.00     1/27/2017    CHF    70.43
UBS AG/London              11.25     6/24/2016    EUR    49.63
UBS AG/London               7.00     4/11/2016    CHF    43.25
Heta Asset Resolution AG    0.11      7/1/2017    EUR    73.75
Landesbank Hessen-Thueri    4.20      6/6/2016    EUR    75.00
UniCredit Bank AG           4.00     3/21/2017    EUR    65.40
UniCredit Bank AG           4.40     7/13/2018    EUR    59.24
LBBW                        3.50     6/22/2018    EUR    52.32
Credit Suisse AG/Nassau     9.75     4/27/2016    EUR    73.97
Erste Group Bank AG         8.25     5/21/2016    CHF    72.45
Goldman Sachs & Co Wertp   10.00     7/20/2016    EUR    58.16
Zurcher Kantonalbank Fin    7.00     4/13/2016    CHF    73.05
Credit Suisse AG/Nassau    10.35     5/30/2016    CHF    57.73
Lehman Brothers Treasury    5.20     3/19/2018    EUR     2.12
Lehman Brothers Treasury   11.75      3/1/2010    EUR     2.12
Lehman Brothers Treasury    7.00     2/15/2010    CHF     2.12
Lehman Brothers Treasury    0.50    12/20/2017    AUD     2.12
Vontobel Financial Produ    8.80     6/10/2016    EUR    59.99
Abengoa Finance SAU         6.00     3/31/2021    EUR    10.00
Lehman Brothers Treasury    4.87     10/8/2013    USD     2.12
Credit Suisse AG/Nassau     5.38     10/9/2017    CHF    65.61
Credit Suisse AG/London     4.00     5/22/2017    CHF    73.69
Lehman Brothers Treasury    7.00      6/6/2017    EUR     2.12
Kommunalbanken AS           0.50    12/16/2020    TRY    69.22
Getin Noble Bank SA         4.75     2/15/2021    PLN    74.00
Vontobel Financial Produ   13.55     6/24/2016    EUR    75.32
iMoneyBank KB OOO          16.00    10/27/2016    RUB    74.00
Immigon Portfolioabbau A    3.50     5/23/2022    EUR    40.00
Kommunekredit               0.50     5/11/2029    CAD    71.80
BNP Paribas SA              0.50     2/13/2024    NZD    73.68
Immigon Portfolioabbau A    0.81     5/20/2025    EUR    20.88
Vontobel Financial Produ   16.45    11/25/2016    EUR    68.59
Notenstein Finance Guern    4.56     10/1/2018    CHF    75.27
Deutsche Bank AG            7.20     6/20/2017    EUR    75.40
Araratbank OJSC             8.50     6/13/2016    USD    25.22
BNP Paribas Emissions- u    6.00    12/22/2016    EUR    72.47
Salvator Grundbesitz-AG     9.50    12/31/2021    EUR    11.00
Commerzbank AG             10.75    10/27/2016    EUR    63.37
Credit Suisse AG/Nassau     7.13     6/26/2017    CHF    61.14
Commerzbank AG              3.00     9/15/2016    EUR    68.88
Credit Suisse AG/Nassau     4.75     3/27/2017    CHF    70.05
HSBC Trinkaus & Burkhard    5.00     1/30/2018    EUR    58.82
Societe Generale Effekte    9.93      7/1/2016    EUR    65.00
HSBC Trinkaus & Burkhard   14.60     3/24/2017    EUR    72.28
Goldman Sachs & Co Wertp    6.00     3/22/2017    EUR    69.34
Deutsche Bank AG            4.20    12/20/2016    EUR    74.90
Credit Suisse AG/Nassau     7.00     8/15/2016    EUR    73.87
Goldman Sachs & Co Wertp   14.00     6/21/2017    EUR    63.08
Deutsche Bank AG            5.00     4/15/2016    EUR    41.18
Notenstein La Roche Priv    3.30      6/5/2019    CHF    73.36
LBI HF                      8.65      5/1/2011    ISK     8.50
Vontobel Financial Produ   12.00     3/24/2017    EUR    71.54
Leonteq Securities AG       5.00      4/9/2019    CHF    70.91
Credit Suisse AG/Nassau     8.05     9/27/2016    CHF    47.11
BNP Paribas Emissions- u   23.00    12/21/2017    EUR    75.67
Leonteq Securities AG      17.60    10/24/2016    CHF    59.18
Deutsche Bank AG            8.20     4/20/2016    EUR    66.60
DZ Bank AG Deutsche Zent    6.50     6/20/2016    EUR    46.02
HSBC Trinkaus & Burkhard    9.50     4/22/2016    EUR    57.72
Deutsche Bank AG            4.20    12/20/2016    EUR    46.60
Credit Suisse AG/London     7.00     6/10/2016    EUR    71.28
Lehman Brothers Treasury    0.50      7/2/2020    EUR     2.12
Lehman Brothers Treasury    7.32     7/31/2013    GBP     2.12
Lehman Brothers Treasury    7.00     2/15/2012    EUR     2.12
Notenstein La Roche Priv    4.10      6/5/2019    CHF    64.74
BNP Paribas Emissions- u    5.00    12/22/2016    EUR    71.40
Vontobel Financial Produ   10.00     5/17/2016    USD    68.00
HSBC Trinkaus & Burkhard   16.10     3/24/2017    EUR    70.28
Lehman Brothers Treasury    8.00     2/16/2016    EUR     2.12
Lehman Brothers Treasury    5.25      4/1/2023    EUR     2.12
Deutsche Bank AG            5.50     6/21/2016    EUR    64.00
Deutsche Bank AG            5.50     6/21/2016    EUR    60.50
Deutsche Bank AG            5.50     6/21/2016    EUR    67.80
Deutsche Bank AG            5.50     6/21/2016    EUR    63.40
Bank Julius Baer & Co Lt    8.50    10/21/2016    EUR    74.90
Deutsche Bank AG            7.50     6/21/2016    EUR    57.80
Deutsche Bank AG            7.50     9/20/2016    EUR    62.80
Deutsche Bank AG            7.50     9/20/2016    EUR    59.70
Deutsche Bank AG            7.50    12/20/2016    EUR    61.50
Deutsche Bank AG            7.50     6/21/2016    EUR    63.80
Deutsche Bank AG            7.50     6/21/2016    EUR    59.90
Deutsche Bank AG            7.50    12/20/2016    EUR    70.90
Deutsche Bank AG            7.50    12/20/2016    EUR    66.90
Deutsche Bank AG            7.50     6/21/2016    EUR    59.10
Deutsche Bank AG            7.50     9/20/2016    EUR    60.50
Deutsche Bank AG            7.50    12/20/2016    EUR    61.90
SG Issuer SA                6.65    10/10/2021    EUR    61.30
Commerzbank AG              4.00     6/23/2017    EUR    75.86
UBS AG/London              13.50     10/7/2016    CHF    51.53
Bank J Safra Sarasin AG/    1.00     10/9/2017    CHF    66.66
Bank Julius Baer & Co Lt    7.50     10/7/2016    EUR    54.30
WGZ-Bank AG Westdeutsche    6.25    12/16/2016    EUR    72.58
Commerzbank AG              8.75     9/22/2016    EUR    71.05
Commerzbank AG             14.50     9/22/2016    EUR    64.01
Commerzbank AG              6.50     9/22/2016    EUR    75.93
Commerzbank AG              8.00     9/22/2016    EUR    72.78
Commerzbank AG              9.75     9/22/2016    EUR    69.98
Commerzbank AG             11.75     9/22/2016    EUR    67.57
Commerzbank AG             13.75     9/22/2016    EUR    65.44
Vontobel Financial Produ   25.00     6/24/2016    EUR    53.23
WGZ-Bank AG Westdeutsche    5.25    12/16/2016    EUR    74.78
Commerzbank AG             11.50     9/22/2016    EUR    67.26
Vontobel Financial Produ   16.30     9/23/2016    EUR    71.90
Vontobel Financial Produ   13.50    12/23/2016    EUR    74.00
Vontobel Financial Produ   17.50     9/23/2016    EUR    57.81
Vontobel Financial Produ   19.50     9/23/2016    EUR    56.98
Windreich GmbH              6.25      3/1/2015    EUR    10.88
BNP Paribas Emissions- u    8.00     9/22/2016    EUR    62.27
BNP Paribas Emissions- u   13.00     9/22/2016    EUR    54.92
DZ Bank AG Deutsche Zent   11.00    12/23/2016    EUR    75.52
Deutsche Bank AG            5.20     3/21/2017    EUR    67.10
Deutsche Bank AG            5.20     3/21/2017    EUR    64.70
Deutsche Bank AG            5.20     3/21/2017    EUR    62.40
Deutsche Bank AG            7.20    12/20/2016    EUR    77.00
Deutsche Bank AG            7.20     3/21/2017    EUR    62.10
Goldman Sachs & Co Wertp    8.00    11/23/2016    EUR    65.37
LBBW                        4.50    10/28/2016    EUR    71.76
LBBW                        6.00    10/28/2016    EUR    68.51
LBBW                        5.50     6/24/2016    EUR    68.86
BNP Paribas Emissions- u    9.00     9/22/2016    EUR    62.12
BNP Paribas Emissions- u   16.00     9/22/2016    EUR    56.94
BNP Paribas Emissions- u   10.00    12/22/2016    EUR    75.92
BNP Paribas Emissions- u   18.00     6/23/2016    EUR    70.80
BNP Paribas Emissions- u    7.00    12/22/2016    EUR    56.48
BNP Paribas Emissions- u    8.00     9/22/2016    EUR    65.39
BNP Paribas Emissions- u    7.00    12/22/2016    EUR    66.26
BNP Paribas Emissions- u    8.00     6/23/2016    EUR    63.72
Leonteq Securities AG      10.20     1/26/2017    CHF    60.28
Goldman Sachs & Co Wertp    6.00    11/23/2016    EUR    59.32
Goldman Sachs & Co Wertp    8.00    11/23/2016    EUR    60.55
Bank Julius Baer & Co Lt    9.00    10/24/2016    CHF    56.60
LBBW                        3.00    10/28/2016    EUR    76.54
LBBW                        4.00     6/24/2016    EUR    72.65
BNP Paribas Emissions- u    5.50     9/22/2016    EUR    68.54
BNP Paribas Emissions- u   12.00     9/22/2016    EUR    59.02
BNP Paribas Emissions- u    8.00    12/22/2016    EUR    63.57
BNP Paribas Emissions- u   10.00    12/22/2016    EUR    60.65
BNP Paribas Emissions- u   21.00     6/23/2016    EUR    73.13
BNP Paribas Emissions- u    5.00     9/22/2016    EUR    59.09
BNP Paribas Emissions- u    6.00     9/22/2016    EUR    56.69
BNP Paribas Emissions- u   13.00     6/23/2016    EUR    74.47
BNP Paribas Emissions- u    9.00     9/22/2016    EUR    55.44
BNP Paribas Emissions- u    6.00    12/22/2016    EUR    58.36
BNP Paribas Emissions- u   21.00     6/23/2016    EUR    52.37
BNP Paribas Emissions- u    7.00     9/22/2016    EUR    64.95
BNP Paribas Emissions- u   13.00     9/22/2016    EUR    59.49
BNP Paribas Emissions- u   10.00    12/22/2016    EUR    62.55
BNP Paribas Emissions- u   16.00     9/22/2016    EUR    71.57
Vontobel Financial Produ    8.50     9/23/2016    EUR    54.72
Credit Suisse AG/London     7.00    10/26/2016    CHF    72.16
DZ Bank AG Deutsche Zent    6.75    10/28/2016    EUR    63.83
BNP Paribas Emissions- u   13.00    12/22/2016    EUR    73.47
Vontobel Financial Produ   10.00     9/23/2016    EUR    54.68
Vontobel Financial Produ    9.00     9/23/2016    EUR    75.06
Leonteq Securities AG      16.80     7/26/2016    CHF    64.46
BNP Paribas Emissions- u   17.00     9/22/2016    EUR    73.76
Commerzbank AG              5.00    10/28/2016    EUR    71.46
Vontobel Financial Produ   10.00     6/24/2016    EUR    74.27
Bank Julius Baer & Co Lt    3.90    10/27/2016    CHF    52.55
Deutsche Bank AG            7.20     9/20/2016    EUR    75.90
Deutsche Bank AG            7.20     3/21/2017    EUR    64.30
Getin Noble Bank SA         4.80    11/30/2020    PLN    71.00
Getin Noble Bank SA         4.52    12/21/2020    PLN    74.00
BNP Paribas Emissions- u   18.00     6/23/2016    EUR    54.42
BNP Paribas Emissions- u    9.50     9/22/2016    EUR    62.32
BNP Paribas Emissions- u   11.00    12/22/2016    EUR    61.19
BNP Paribas Emissions- u   15.00    12/22/2016    EUR    58.58
BNP Paribas Emissions- u   12.00     6/23/2016    EUR    58.33
BNP Paribas Emissions- u   15.00     6/23/2016    EUR    56.77
BNP Paribas Emissions- u   17.00     9/22/2016    EUR    55.77
BNP Paribas Emissions- u    8.50    12/22/2016    EUR    63.71
BNP Paribas Emissions- u   11.00     6/23/2016    EUR    60.45
DZ Bank AG Deutsche Zent    5.10     3/24/2017    EUR    73.13
DZ Bank AG Deutsche Zent   12.40     9/23/2016    EUR    71.92
DZ Bank AG Deutsche Zent    4.50     3/24/2017    EUR    72.54
HSBC Trinkaus & Burkhard   13.70     9/23/2016    EUR    72.95
HSBC Trinkaus & Burkhard   11.60    12/23/2016    EUR    74.74
HSBC Trinkaus & Burkhard   10.50     7/22/2016    EUR    75.05
HSBC Trinkaus & Burkhard   24.20     9/23/2016    EUR    64.75
HSBC Trinkaus & Burkhard   16.30     9/23/2016    EUR    76.29
HSBC Trinkaus & Burkhard   20.30    12/23/2016    EUR    67.26
Bank Julius Baer & Co Lt   10.60     12/9/2016    CHF    60.50
DZ Bank AG Deutsche Zent   14.70     3/24/2017    EUR    69.86
DZ Bank AG Deutsche Zent    9.20     9/23/2016    EUR    75.39
DZ Bank AG Deutsche Zent    9.40     9/23/2016    EUR    76.07
DZ Bank AG Deutsche Zent    7.60     9/23/2016    EUR    69.68
DZ Bank AG Deutsche Zent    5.90    12/23/2016    EUR    72.75
DZ Bank AG Deutsche Zent    8.60    12/23/2016    EUR    72.10
HSBC Trinkaus & Burkhard   16.50     9/23/2016    EUR    74.98
HSBC Trinkaus & Burkhard   13.80     7/22/2016    EUR    73.84
HSBC Trinkaus & Burkhard   10.40     1/27/2017    EUR    76.89
HSBC Trinkaus & Burkhard   24.30     9/23/2016    EUR    64.79
HSBC Trinkaus & Burkhard   17.00     1/27/2017    EUR    69.33
Deutsche Bank AG            5.20     3/21/2017    EUR    60.30
Deutsche Bank AG            7.20     6/21/2016    EUR    74.80
Vontobel Financial Produ    5.60    12/23/2016    EUR    75.74
Goldman Sachs & Co Wertp    6.00    11/23/2016    EUR    75.07
Goldman Sachs & Co Wertp   17.00     6/22/2016    EUR    74.16
Goldman Sachs & Co Wertp    8.00     1/25/2017    EUR    63.94
Goldman Sachs & Co Wertp    7.00    12/20/2017    EUR    67.46
Goldman Sachs & Co Wertp    7.00    12/20/2017    EUR    68.24
Goldman Sachs & Co Wertp   11.00    12/20/2017    EUR    67.88
Vontobel Financial Produ   18.30     6/24/2016    EUR    65.53
Vontobel Financial Produ    6.00     9/23/2016    EUR    74.95
Vontobel Financial Produ   15.05     9/23/2016    EUR    67.35
Vontobel Financial Produ    9.55    12/23/2016    EUR    71.23
Goldman Sachs & Co Wertp   13.00     6/22/2016    EUR    73.38
Goldman Sachs & Co Wertp    4.00     1/25/2017    EUR    60.80
Goldman Sachs & Co Wertp    7.00    12/20/2017    EUR    67.46
Goldman Sachs & Co Wertp    5.00    12/20/2017    EUR    64.10
Goldman Sachs & Co Wertp    7.00    12/20/2017    EUR    67.46
Goldman Sachs & Co Wertp   17.00     1/25/2017    EUR    73.17
Goldman Sachs & Co Wertp    3.00     1/25/2017    EUR    75.84
Goldman Sachs & Co Wertp    4.00     1/25/2017    EUR    73.84
Goldman Sachs & Co Wertp   10.00     1/25/2017    EUR    65.77
Goldman Sachs & Co Wertp   18.00     1/25/2017    EUR    62.38
Goldman Sachs & Co Wertp    4.00    12/20/2017    EUR    73.79
Goldman Sachs & Co Wertp    3.00    12/20/2017    EUR    74.38
DZ Bank AG Deutsche Zent    7.00     6/20/2016    EUR    67.63
DZ Bank AG Deutsche Zent   11.10    12/23/2016    EUR    71.91
DZ Bank AG Deutsche Zent    6.50    12/23/2016    EUR    72.87
DZ Bank AG Deutsche Zent    5.90     3/24/2017    EUR    72.13
DZ Bank AG Deutsche Zent    7.10     9/23/2016    EUR    75.31
DZ Bank AG Deutsche Zent    8.60     9/23/2016    EUR    75.58
DZ Bank AG Deutsche Zent    5.80     3/24/2017    EUR    71.33
HSBC Trinkaus & Burkhard   19.60     9/23/2016    EUR    76.93
HSBC Trinkaus & Burkhard   14.30     5/27/2016    EUR    71.88
HSBC Trinkaus & Burkhard   12.10     7/22/2016    EUR    74.41
HSBC Trinkaus & Burkhard   17.60     3/24/2017    EUR    68.94
HSBC Trinkaus & Burkhard   17.60     3/24/2017    EUR    68.94
Vontobel Financial Produ   14.50     6/24/2016    EUR    67.52
Vontobel Financial Produ    7.05     6/24/2016    EUR    74.01
Bank Julius Baer & Co Lt    9.50    12/16/2016    CHF    62.85
Goldman Sachs & Co Wertp    6.00     1/25/2017    EUR    62.37
Goldman Sachs & Co Wertp    7.00     1/25/2017    EUR    63.15
Goldman Sachs & Co Wertp   10.00     1/25/2017    EUR    65.51
Goldman Sachs & Co Wertp    6.00    12/20/2017    EUR    65.78
Goldman Sachs & Co Wertp    6.00    12/20/2017    EUR    65.78
Goldman Sachs & Co Wertp    7.00    12/20/2017    EUR    67.46
Goldman Sachs & Co Wertp    7.00    12/20/2017    EUR    67.46
Goldman Sachs & Co Wertp   23.00     9/21/2016    EUR    69.95
Goldman Sachs & Co Wertp   13.00     1/25/2017    EUR    75.35
Goldman Sachs & Co Wertp   23.00     7/20/2016    EUR    57.98
Goldman Sachs & Co Wertp    8.00     1/25/2017    EUR    66.52
Goldman Sachs & Co Wertp    5.00    12/20/2017    EUR    71.04
Goldman Sachs & Co Wertp    7.00    12/20/2017    EUR    70.22
Goldman Sachs & Co Wertp   10.00    12/20/2017    EUR    67.84
Goldman Sachs & Co Wertp   11.00    12/20/2017    EUR    66.33
DZ Bank AG Deutsche Zent   12.00     6/20/2016    EUR    73.76
DZ Bank AG Deutsche Zent   14.80     9/23/2016    EUR    69.54
DZ Bank AG Deutsche Zent   17.80     9/23/2016    EUR    67.25
DZ Bank AG Deutsche Zent   13.10    12/23/2016    EUR    70.11
DZ Bank AG Deutsche Zent   15.50    12/23/2016    EUR    68.39
DZ Bank AG Deutsche Zent   11.30     3/24/2017    EUR    72.77
DZ Bank AG Deutsche Zent   12.90     3/24/2017    EUR    71.31
DZ Bank AG Deutsche Zent   12.70     9/23/2016    EUR    62.40
DZ Bank AG Deutsche Zent    7.00    12/23/2016    EUR    75.78
DZ Bank AG Deutsche Zent    8.00    12/23/2016    EUR    75.37
DZ Bank AG Deutsche Zent    5.40     3/24/2017    EUR    73.92
DZ Bank AG Deutsche Zent    9.10    12/23/2016    EUR    74.41
HSBC Trinkaus & Burkhard   11.60     3/24/2017    EUR    75.12
HSBC Trinkaus & Burkhard   20.30    12/23/2016    EUR    67.26
HSBC Trinkaus & Burkhard   23.80     7/22/2016    EUR    64.42
Vontobel Financial Produ   11.05     9/23/2016    EUR    69.55
Vontobel Financial Produ   14.15    12/23/2016    EUR    68.17
Goldman Sachs & Co Wertp    6.00     6/21/2017    EUR    75.50
Goldman Sachs & Co Wertp   17.00     6/22/2016    EUR    74.16
Goldman Sachs & Co Wertp   10.00     1/25/2017    EUR    65.51
Goldman Sachs & Co Wertp    4.00     3/22/2017    EUR    61.03
Goldman Sachs & Co Wertp   19.00     1/25/2017    EUR    76.00
Goldman Sachs & Co Wertp   19.00     1/25/2017    EUR    74.44
Goldman Sachs & Co Wertp    6.00     1/25/2017    EUR    69.98
Goldman Sachs & Co Wertp    7.00     1/25/2017    EUR    68.19
Goldman Sachs & Co Wertp   14.00     1/25/2017    EUR    62.75
Goldman Sachs & Co Wertp    6.00    12/20/2017    EUR    70.60
Goldman Sachs & Co Wertp    8.00    12/20/2017    EUR    68.04
BNP Paribas Emissions- u    7.50     9/22/2016    EUR    69.42
BNP Paribas Emissions- u   14.00     9/22/2016    EUR    62.03
BNP Paribas Emissions- u    6.50    12/22/2016    EUR    70.06
BNP Paribas Emissions- u   15.00     9/22/2016    EUR    75.60
BNP Paribas Emissions- u    6.00    12/22/2016    EUR    64.35
BNP Paribas Emissions- u    8.00     6/23/2016    EUR    71.31
BNP Paribas Emissions- u    9.00     6/23/2016    EUR    71.50
BNP Paribas Emissions- u   17.00     6/23/2016    EUR    61.61
BNP Paribas Emissions- u   21.00     6/23/2016    EUR    57.92
BNP Paribas Emissions- u    8.00     9/22/2016    EUR    72.63
BNP Paribas Emissions- u   17.00     9/22/2016    EUR    61.26
BNP Paribas Emissions- u    7.00    12/22/2016    EUR    73.09
BNP Paribas Emissions- u   10.00    12/22/2016    EUR    68.34
BNP Paribas Emissions- u   14.00    12/22/2016    EUR    65.32
BNP Paribas Emissions- u   15.00    12/22/2016    EUR    63.96
Vontobel Financial Produ    4.50    12/23/2016    EUR    71.73
Vontobel Financial Produ   11.50    12/23/2016    EUR    61.87
Vontobel Financial Produ   14.50    12/23/2016    EUR    60.19
Vontobel Financial Produ   11.00     6/24/2016    EUR    69.06
Vontobel Financial Produ    9.50     6/24/2016    EUR    71.27
Vontobel Financial Produ    9.50     9/23/2016    EUR    70.64
Vontobel Financial Produ   11.50     9/23/2016    EUR    67.19
Vontobel Financial Produ   15.50     9/23/2016    EUR    63.33
Vontobel Financial Produ   17.00     9/23/2016    EUR    62.33
Vontobel Financial Produ   18.50     9/23/2016    EUR    61.41
Vontobel Financial Produ   13.00    12/23/2016    EUR    65.28
Vontobel Financial Produ   14.00    12/23/2016    EUR    64.47
Vontobel Financial Produ    7.50    12/23/2016    EUR    71.20
Bank Julius Baer & Co Lt    7.50     9/30/2016    EUR    54.25
Goldman Sachs & Co Wertp   22.00     5/25/2016    EUR    76.03
Goldman Sachs & Co Wertp    6.00     6/22/2016    EUR    74.41
Goldman Sachs & Co Wertp   15.00     6/22/2016    EUR    61.11
Goldman Sachs & Co Wertp   18.00     6/22/2016    EUR    59.37
Goldman Sachs & Co Wertp    6.00    12/21/2016    EUR    75.37
Goldman Sachs & Co Wertp    7.00     3/22/2017    EUR    71.22
Goldman Sachs & Co Wertp    6.00     6/21/2017    EUR    75.83
Vontobel Financial Produ    4.95     4/22/2016    EUR    57.34
Vontobel Financial Produ    7.65      9/9/2016    EUR    62.98
Vontobel Financial Produ    8.65     12/9/2016    EUR    65.24
Vontobel Financial Produ   10.50     6/24/2016    EUR    62.91
Vontobel Financial Produ   12.50     6/24/2016    EUR    60.78
Vontobel Financial Produ   14.55     6/24/2016    EUR    58.86
Vontobel Financial Produ   19.50     6/24/2016    EUR    55.70
DZ Bank AG Deutsche Zent   15.75     4/22/2016    EUR    72.01
Bank Julius Baer & Co Lt   13.10     7/20/2016    CHF    53.65
Vontobel Financial Produ   18.00     6/24/2016    EUR    73.55
Vontobel Financial Produ   16.00     9/23/2016    EUR    75.17
Vontobel Financial Produ   19.50     9/23/2016    EUR    72.30
Vontobel Financial Produ   16.00    12/23/2016    EUR    74.83
Deutsche Bank AG            5.50     6/21/2016    EUR    57.40
Deutsche Bank AG            5.50     9/20/2016    EUR    65.40
Deutsche Bank AG            5.50     9/20/2016    EUR    61.90
Deutsche Bank AG            5.50     9/20/2016    EUR    58.80
Deutsche Bank AG            5.50    12/20/2016    EUR    66.60
Deutsche Bank AG            5.50    12/20/2016    EUR    63.20
Deutsche Bank AG            5.50    12/20/2016    EUR    60.10
Deutsche Bank AG            5.50     6/21/2016    EUR    71.10
Deutsche Bank AG            5.50     9/20/2016    EUR    71.90
Deutsche Bank AG            5.50     9/20/2016    EUR    68.80
Deutsche Bank AG            5.50     9/20/2016    EUR    64.50
Deutsche Bank AG            5.50    12/20/2016    EUR    72.40
Deutsche Bank AG            5.50    12/20/2016    EUR    69.50
Deutsche Bank AG            5.50    12/20/2016    EUR    65.50
Deutsche Bank AG            7.50     6/21/2016    EUR    60.90
Deutsche Bank AG            7.50     6/21/2016    EUR    55.00
Deutsche Bank AG            7.50     9/20/2016    EUR    56.90
Deutsche Bank AG            7.50    12/20/2016    EUR    64.60
Deutsche Bank AG            7.50    12/20/2016    EUR    58.70
Deutsche Bank AG            7.50     6/21/2016    EUR    68.20
Deutsche Bank AG            7.50     9/20/2016    EUR    69.70
Deutsche Bank AG            7.50     9/20/2016    EUR    65.40
Deutsche Bank AG            7.50     9/20/2016    EUR    61.70
Deutsche Bank AG            7.50    12/20/2016    EUR    63.20
DZ Bank AG Deutsche Zent   11.60     6/20/2016    EUR    60.29
DZ Bank AG Deutsche Zent   10.90     6/24/2016    EUR    74.41
Bank Julius Baer & Co Lt   11.05    10/21/2016    USD    62.00
Property Lease Fund SA      9.00     9/17/2016    PLN    19.10
Lehman Brothers Treasury    6.00     7/28/2010    EUR     2.12
Lehman Brothers Treasury   10.00     5/22/2009    USD     2.12
Lehman Brothers Treasury    7.00     7/11/2010    EUR     2.12
Lehman Brothers Treasury    4.00     3/10/2011    EUR     2.12
Lehman Brothers Treasury    7.50     2/14/2010    AUD     2.12
Lehman Brothers Treasury   13.00    12/14/2012    USD     2.12
Lehman Brothers Treasury    9.25     6/20/2012    USD     2.12
UniCredit Bank AG           6.00    12/22/2016    EUR    56.89
Heta Asset Resolution AG    0.16     5/17/2017    EUR    73.88
Immigon Portfolioabbau A    5.10      7/5/2022    EUR    46.50
Immigon Portfolioabbau A    1.37     5/18/2020    EUR    49.25
Immigon Portfolioabbau A    1.37     5/18/2020    EUR    48.75
Immigon Portfolioabbau A    1.37     5/18/2020    EUR    49.25
Immigon Portfolioabbau A    3.50     1/14/2019    EUR    66.50
Immigon Portfolioabbau A    0.68    10/15/2019    EUR    52.13
Barclays Bank PLC           1.64      6/3/2041    USD    71.64
Immigon Portfolioabbau A    5.03     6/11/2019    EUR    65.38
Immigon Portfolioabbau A    5.23     12/5/2022    EUR    45.00
Immigon Portfolioabbau A    5.21     12/6/2022    EUR    45.00
Immigon Portfolioabbau A    5.00    12/12/2018    EUR    69.75
Immigon Portfolioabbau A    5.25    12/20/2022    EUR    45.00
Lehman Brothers Treasury    6.30    12/21/2018    USD     1.21
Immigon Portfolioabbau A    5.21     2/13/2026    EUR    35.00
Immigon Portfolioabbau A    5.50     8/26/2025    EUR    37.25
Nesset Sparebank            2.47                  NOK    52.91
Immigon Portfolioabbau A    0.73     2/11/2019    EUR    59.25
Raiffeisen-Holding Niede    2.31                  EUR    63.01
Immigon Portfolioabbau A    3.09    10/15/2020    EUR    50.25
HSBC Bank PLC               0.50     4/27/2027    NZD    63.45
Municipality Finance PLC    0.25     6/28/2040    CAD    29.81
Housing Financing Fund      2.70      1/1/2020    ISK    55.22
Agentstvo po Ipotechnomu    9.91     11/1/2032    RUB    20.73
Banca Popolare di Vicenz    1.60     1/16/2020    EUR    74.25
Societe Generale SA         0.50     6/12/2023    RUB    52.78
Credit Agricole Corporat    2.00      7/9/2020    BRL    66.45
Barclays Bank PLC           0.50     1/28/2033    MXN    32.07
HSBC Bank PLC               0.50     2/21/2019    BRL    74.02
Immigon Portfolioabbau A    4.21     1/25/2033    EUR    21.88
Immigon Portfolioabbau A    4.20     2/22/2033    EUR    21.75
Barclays Bank PLC           0.50     3/13/2023    RUB    54.22
Totens Sparebank            2.64                  NOK    74.76
Immigon Portfolioabbau A    1.61     7/20/2018    EUR    67.00
Immigon Portfolioabbau A    1.23     1/28/2019    EUR    60.75
Immigon Portfolioabbau A    1.16      2/8/2019    EUR    60.25
Immigon Portfolioabbau A    1.25     2/19/2018    EUR    71.88
Immigon Portfolioabbau A    0.98      3/1/2022    EUR    35.88
Immigon Portfolioabbau A    1.10      3/1/2018    EUR    71.38
Immigon Portfolioabbau A    4.50    10/21/2020    EUR    54.38
Wlodarzewska SA             9.19     5/15/2016    PLN    51.00
Araratbank OJSC             7.25     6/27/2018    USD    24.95
Credit Suisse AG/London     7.25    11/23/2016    CHF    57.41
Commerzbank AG             17.50    10/27/2016    EUR    75.82
Commerzbank AG             10.00    10/27/2016    EUR    72.47
Commerzbank AG             12.00    10/27/2016    EUR    75.57
Commerzbank AG             14.00    10/27/2016    EUR    73.49
DZ Bank AG Deutsche Zent    5.00    11/25/2016    EUR    73.38
Vontobel Financial Produ    5.05    10/28/2016    EUR    65.97
Bank Julius Baer & Co Lt   10.50    11/24/2016    CHF    75.80
LBBW                        3.00    11/25/2016    EUR    66.91
LBBW                        4.00    11/25/2016    EUR    65.13
Credit Suisse AG/London     7.00     5/24/2017    CHF    75.14
Deutsche Bank AG            6.50     6/21/2016    EUR    72.71
Deutsche Bank AG            6.50     6/21/2016    EUR    72.71
Deutsche Bank AG            6.50     9/20/2016    EUR    74.18
Deutsche Bank AG            6.50    12/20/2016    EUR    75.57
Deutsche Bank AG            6.50    12/20/2016    EUR    75.57
Deutsche Bank AG            6.50    12/20/2016    EUR    62.20
Deutsche Bank AG            6.50     6/21/2016    EUR    72.64
Deutsche Bank AG            6.50     9/20/2016    EUR    73.12
Deutsche Bank AG            6.50     9/20/2016    EUR    73.11
Deutsche Bank AG            6.50    12/20/2016    EUR    73.87
DZ Bank AG Deutsche Zent   10.40     6/20/2016    EUR    75.81
DZ Bank AG Deutsche Zent    5.70     6/20/2016    EUR    64.90
Goldman Sachs & Co Wertp   19.00    10/26/2016    EUR    75.40
Goldman Sachs & Co Wertp   21.00    11/23/2016    EUR    72.07
Goldman Sachs & Co Wertp   22.00    10/26/2016    EUR    70.98
Goldman Sachs & Co Wertp   16.00     9/21/2016    EUR    73.42
HSBC Trinkaus & Burkhard   14.90     9/23/2016    EUR    76.73
HSBC Trinkaus & Burkhard   17.80     9/23/2016    EUR    71.94
HSBC Trinkaus & Burkhard   12.80     3/24/2017    EUR    75.76
HSBC Trinkaus & Burkhard   11.30     7/22/2016    EUR    75.57
HSBC Trinkaus & Burkhard   10.80     9/23/2016    EUR    60.87
HSBC Trinkaus & Burkhard    7.00     9/23/2016    EUR    64.00
HSBC Trinkaus & Burkhard    9.20     5/27/2016    EUR    75.52
HSBC Trinkaus & Burkhard   14.80     9/23/2016    EUR    71.52
HSBC Trinkaus & Burkhard   12.80     1/27/2017    EUR    72.94
HSBC Trinkaus & Burkhard    8.00    12/23/2016    EUR    72.56
HSBC Trinkaus & Burkhard    7.00    12/23/2016    EUR    77.03
Leonteq Securities AG      14.00    11/30/2016    CHF    62.02
Leonteq Securities AG      10.20    11/30/2016    CHF    61.93
Bank Julius Baer & Co Lt    6.00    11/25/2016    EUR    69.70
Vontobel Financial Produ   25.05     6/24/2016    EUR    74.39
DZ Bank AG Deutsche Zent    7.70     6/20/2016    EUR    68.34
DZ Bank AG Deutsche Zent    6.50     9/19/2016    EUR    69.40
DZ Bank AG Deutsche Zent    5.70    12/19/2016    EUR    69.88
DZ Bank AG Deutsche Zent    5.40     3/20/2017    EUR    70.32
DZ Bank AG Deutsche Zent    6.00     3/20/2017    EUR    69.02
DZ Bank AG Deutsche Zent    6.80     3/20/2017    EUR    68.08
UBS AG/London               6.00     9/23/2016    EUR    75.10
Vontobel Financial Produ    9.00    12/23/2016    EUR    75.06
Vontobel Financial Produ    8.00    12/23/2016    EUR    72.79
Zurcher Kantonalbank Fin   10.00     12/1/2016    EUR    71.31
DZ Bank AG Deutsche Zent    7.00     3/24/2017    EUR    72.82
DZ Bank AG Deutsche Zent    7.50     3/24/2017    EUR    74.27
DZ Bank AG Deutsche Zent   10.00     9/23/2016    EUR    68.12
DZ Bank AG Deutsche Zent    6.00    12/23/2016    EUR    73.27
DZ Bank AG Deutsche Zent    8.00    12/23/2016    EUR    72.13
DZ Bank AG Deutsche Zent    6.00     3/24/2017    EUR    74.05
DZ Bank AG Deutsche Zent    7.00     6/24/2016    EUR    60.11
DZ Bank AG Deutsche Zent    6.00    12/23/2016    EUR    62.46
DZ Bank AG Deutsche Zent    5.00    12/23/2016    EUR    75.98
DZ Bank AG Deutsche Zent    8.00     9/23/2016    EUR    62.82
DZ Bank AG Deutsche Zent    7.40    11/23/2016    EUR    67.14
DZ Bank AG Deutsche Zent   12.00    11/25/2016    EUR    77.00
DZ Bank AG Deutsche Zent   11.50     6/24/2016    EUR    61.09
DZ Bank AG Deutsche Zent    9.25     9/23/2016    EUR    62.88
DZ Bank AG Deutsche Zent    6.25    11/25/2016    EUR    67.75
DZ Bank AG Deutsche Zent    9.75    11/25/2016    EUR    64.66
DZ Bank AG Deutsche Zent    7.75    12/23/2016    EUR    63.94
DZ Bank AG Deutsche Zent    6.25     3/24/2017    EUR    64.09
DZ Bank AG Deutsche Zent    9.25     5/27/2016    EUR    70.02
DZ Bank AG Deutsche Zent   15.00     5/27/2016    EUR    75.08
DZ Bank AG Deutsche Zent    6.00     6/24/2016    EUR    65.58
DZ Bank AG Deutsche Zent    8.00     9/23/2016    EUR    67.75
DZ Bank AG Deutsche Zent    5.25    12/23/2016    EUR    66.11
DZ Bank AG Deutsche Zent    5.00     3/24/2017    EUR    68.24
DZ Bank AG Deutsche Zent   15.00     5/27/2016    EUR    75.69
DZ Bank AG Deutsche Zent    6.75    11/25/2016    EUR    63.27
Bank Julius Baer & Co Lt    5.50    11/24/2016    CHF    69.95
Bank Julius Baer & Co Lt    8.65     12/5/2016    CHF    73.70
Bank Julius Baer & Co Lt    6.85     12/5/2016    CHF    59.45
Notenstein La Roche Priv    7.11    11/25/2016    EUR    61.78
DZ Bank AG Deutsche Zent    7.25    12/19/2016    EUR    61.95
DZ Bank AG Deutsche Zent   10.50     6/20/2016    EUR    72.39
DZ Bank AG Deutsche Zent    8.25     6/20/2016    EUR    71.97
DZ Bank AG Deutsche Zent   10.25     9/19/2016    EUR    74.35
DZ Bank AG Deutsche Zent    8.75     9/19/2016    EUR    73.70
DZ Bank AG Deutsche Zent   12.75     6/20/2016    EUR    74.20
DZ Bank AG Deutsche Zent    8.00     6/20/2016    EUR    58.83
DZ Bank AG Deutsche Zent    9.00     9/19/2016    EUR    61.15
DZ Bank AG Deutsche Zent    9.25    12/19/2016    EUR    63.32
DZ Bank AG Deutsche Zent    7.25    12/19/2016    EUR    74.10
Vontobel Financial Produ   16.05     6/24/2016    EUR    75.13
Vontobel Financial Produ   20.55     6/24/2016    EUR    72.61
Vontobel Financial Produ   15.55     9/23/2016    EUR    75.47
Vontobel Financial Produ   18.50     9/23/2016    EUR    73.70
Commerzbank AG             21.00     8/25/2016    EUR    67.26
Commerzbank AG             11.50     6/23/2016    EUR    74.22
Commerzbank AG             12.50     4/21/2016    EUR    59.05
Commerzbank AG              9.50     8/25/2016    EUR    62.16
Commerzbank AG              8.50    11/24/2016    EUR    63.65
Commerzbank AG              8.00     7/21/2016    EUR    73.38
Commerzbank AG              7.50     9/22/2016    EUR    74.47
Notenstein La Roche Priv    5.00     9/26/2016    CHF    51.12
UniCredit Bank AG           4.00    10/14/2019    EUR    54.70
Banque Cantonale Vaudois    4.00     9/19/2016    CHF    74.88
Credit Suisse AG/Nassau     6.25     10/6/2016    CHF    70.27
Zurcher Kantonalbank Fin    7.20     4/14/2016    CHF    50.85
Deutsche Bank AG            6.20     6/21/2016    EUR    64.10
Deutsche Bank AG            5.20     6/21/2016    EUR    57.30
Deutsche Bank AG            5.20     6/21/2016    EUR    62.10
Notenstein La Roche Priv    5.50     9/26/2016    CHF    48.98
Notenstein La Roche Priv    7.50     10/3/2016    CHF    65.16
Notenstein La Roche Priv    7.00     10/3/2016    EUR    64.64
Notenstein La Roche Priv    6.20     10/3/2016    CHF    71.76
Notenstein La Roche Priv    3.60     10/3/2018    CHF    75.32
Deutsche Bank AG            5.20     6/21/2016    EUR    54.70
Deutsche Bank AG            6.20     6/21/2016    EUR    53.00
Deutsche Bank AG            5.20     6/21/2016    EUR    41.20
Deutsche Bank AG            6.20     6/21/2016    EUR    41.40
Deutsche Bank AG            6.20     6/21/2016    EUR    40.10
Deutsche Bank AG            5.20     6/21/2016    EUR    65.90
Deutsche Bank AG            6.20     6/21/2016    EUR    66.10
Notenstein La Roche Priv    7.00    10/10/2016    CHF    72.02
Notenstein La Roche Priv    7.00    10/10/2016    CHF    71.59
Vontobel Financial Produ    5.45     6/10/2016    EUR    65.75
Vontobel Financial Produ    3.95     6/10/2016    EUR    69.80
Credit Suisse AG/Nassau     6.25    10/14/2016    CHF    74.10
Notenstein La Roche Priv    6.00    10/17/2016    CHF    74.66
DZ Bank AG Deutsche Zent   11.75    11/25/2016    EUR    74.54
DZ Bank AG Deutsche Zent    5.00    11/25/2016    EUR    65.34
DZ Bank AG Deutsche Zent    6.25    11/25/2016    EUR    72.65
Vontobel Financial Produ    3.05    10/28/2016    EUR    70.63
Vontobel Financial Produ    4.00    12/23/2016    EUR    68.56
Vontobel Financial Produ    5.00    12/23/2016    EUR    66.58
Vontobel Financial Produ    6.05    12/23/2016    EUR    64.78
Vontobel Financial Produ    7.15    12/23/2016    EUR    63.16
Vontobel Financial Produ    8.50    12/23/2016    EUR    61.87
Vontobel Financial Produ   10.00    12/23/2016    EUR    60.82
UBS AG                      9.89    11/16/2016    USD     9.06
Bank Julius Baer & Co Lt    6.30    11/24/2016    CHF    74.30
LBBW                        2.00    11/25/2016    EUR    70.01
LBBW                        5.00    11/25/2016    EUR    63.21
Deutsche Bank AG            6.50     9/20/2016    EUR    74.18
Deutsche Bank AG            6.50    12/20/2016    EUR    73.54
Deutsche Bank AG            6.50    12/20/2016    EUR    73.54
DZ Bank AG Deutsche Zent    7.20     6/20/2016    EUR    63.09
DZ Bank AG Deutsche Zent    8.80     6/20/2016    EUR    61.44
DZ Bank AG Deutsche Zent    4.90     9/19/2016    EUR    65.78
DZ Bank AG Deutsche Zent    4.70    12/19/2016    EUR    66.46
UniCredit Bank AG           5.15    12/22/2016    EUR    74.44
UniCredit Bank AG           5.20    12/22/2016    EUR    73.88
UBS AG/London               7.00    11/18/2016    CHF    72.44
Goldman Sachs & Co Wertp   23.00    11/23/2016    EUR    73.91
Goldman Sachs & Co Wertp   21.00    12/21/2016    EUR    74.29
Goldman Sachs & Co Wertp   24.00     9/21/2016    EUR    69.76
Goldman Sachs & Co Wertp   16.00     3/22/2017    EUR    74.35
Notenstein La Roche Priv    6.20    10/24/2016    CHF    74.57
Leonteq Securities AG/Gu   13.60     4/27/2016    USD    38.34
UBS AG/London              10.39      5/2/2016    USD     2.28
Leonteq Securities AG       8.45     11/7/2016    CHF    57.35
Notenstein La Roche Priv    4.50    10/31/2018    CHF    75.00
Bank Julius Baer & Co Lt    8.70     11/3/2016    CHF    76.80
BNP Paribas Emissions- u    6.00     6/23/2016    EUR    66.61
BNP Paribas Emissions- u    5.75     6/23/2016    EUR    68.77
BNP Paribas Emissions- u    3.50     6/23/2016    EUR    72.75
BNP Paribas Emissions- u    4.50     6/23/2016    EUR    66.52
BNP Paribas Emissions- u    7.00     6/23/2016    EUR    74.78
BNP Paribas Emissions- u    5.00     6/23/2016    EUR    72.28
BNP Paribas Emissions- u    6.75     6/23/2016    EUR    66.91
BNP Paribas Emissions- u    4.75     6/23/2016    EUR    67.55
BNP Paribas Emissions- u    3.50     6/23/2016    EUR    66.24
BNP Paribas Emissions- u    3.75     6/23/2016    EUR    59.02
BNP Paribas Emissions- u    5.00     6/23/2016    EUR    53.98
BNP Paribas Emissions- u    6.75     6/23/2016    EUR    49.91
Notenstein La Roche Priv    6.30     11/7/2016    CHF    70.36
Landesbank Hessen-Thueri    3.25     11/7/2016    EUR    72.00
Credit Suisse AG/Nassau     7.00     5/10/2016    CHF    53.32
Vontobel Financial Produ   11.90     10/7/2016    EUR    67.81
DekaBank Deutsche Giroze    3.50    10/28/2016    EUR    66.80
Credit Suisse AG/London     7.80     7/16/2025    USD     7.76
Commerzbank AG              8.00     6/23/2016    EUR    65.85
Credit Suisse AG/London     5.00      1/3/2017    CHF    70.89
LBBW                        2.90     7/27/2018    EUR    59.94
DZ Bank AG Deutsche Zent   10.00     6/20/2016    EUR    48.94
DZ Bank AG Deutsche Zent    8.75     6/20/2016    EUR    48.71
DZ Bank AG Deutsche Zent    6.50     9/19/2016    EUR    49.87
UBS AG/London              11.00     6/24/2016    EUR    52.15
DZ Bank AG Deutsche Zent    5.80     9/19/2016    EUR    53.05
DZ Bank AG Deutsche Zent    5.00     9/19/2016    EUR    60.65
UBS AG/London              10.25     6/24/2016    EUR    51.99
DZ Bank AG Deutsche Zent    4.70     9/19/2016    EUR    56.70
UBS AG/London               8.25     6/24/2016    EUR    62.91
DZ Bank AG Deutsche Zent    5.00     6/24/2016    EUR    56.99
DZ Bank AG Deutsche Zent    8.75     6/24/2016    EUR    73.56
DZ Bank AG Deutsche Zent    5.25     6/24/2016    EUR    70.03
DZ Bank AG Deutsche Zent   11.25     6/24/2016    EUR    49.37
DZ Bank AG Deutsche Zent    8.50     9/23/2016    EUR    50.91
UBS AG/London               9.50    12/23/2016    EUR    56.55
Vontobel Financial Produ   12.15     10/7/2016    EUR    66.96
Landesbank Hessen-Thueri    5.50     5/27/2016    EUR    61.60
Notenstein La Roche Priv    5.30    11/14/2018    CHF    65.78
Notenstein La Roche Priv    6.00    11/14/2016    CHF    68.75
Credit Suisse AG/Nassau     6.00    11/17/2016    CHF    75.46
DekaBank Deutsche Giroze    5.25      7/1/2016    EUR    75.93
Vontobel Financial Produ    5.00      2/6/2017    EUR    73.17
Leonteq Securities AG/Gu    8.74      7/7/2016    EUR    69.98
Goldman Sachs & Co Wertp    7.00     8/24/2016    EUR    74.22
Goldman Sachs & Co Wertp    5.00     7/20/2016    EUR    62.52
Goldman Sachs & Co Wertp    6.00     8/24/2016    EUR    63.29
Goldman Sachs & Co Wertp   11.00     8/24/2016    EUR    65.12
Goldman Sachs & Co Wertp   10.00     8/24/2016    EUR    74.49
Goldman Sachs & Co Wertp    3.00     4/20/2016    EUR    49.96
BNP Paribas Emissions- u    5.00     6/23/2016    EUR    75.12
Goldman Sachs & Co Wertp   10.00     8/24/2016    EUR    53.44
Goldman Sachs & Co Wertp    7.00    12/21/2016    EUR    54.59
Goldman Sachs & Co Wertp   11.00     4/20/2016    EUR    61.45
Goldman Sachs & Co Wertp    8.00     5/25/2016    EUR    62.11
Goldman Sachs & Co Wertp    5.00     8/24/2016    EUR    62.67
Goldman Sachs & Co Wertp    6.00     8/24/2016    EUR    63.04
Goldman Sachs & Co Wertp   10.00     8/24/2016    EUR    64.50
Goldman Sachs & Co Wertp    4.00     8/24/2016    EUR    48.42
Goldman Sachs & Co Wertp    8.00     8/24/2016    EUR    49.89
Goldman Sachs & Co Wertp    5.00    12/21/2016    EUR    50.30
Vontobel Financial Produ    5.00    11/21/2016    EUR    63.05
UBS AG                      8.00     9/23/2016    EUR    75.57
UBS AG                     13.50     6/24/2016    EUR    60.96
UBS AG                     13.00     6/24/2016    EUR    76.45
UBS AG                      4.25     9/23/2016    EUR    74.62
UBS AG                      7.00     9/23/2016    EUR    56.67
UBS AG                      9.00     9/23/2016    EUR    68.99
UBS AG                      7.50     9/23/2016    EUR    54.27
UBS AG                      7.50     9/23/2016    EUR    54.82
UBS AG                      6.00     9/23/2016    EUR    68.58
UBS AG                      5.00     9/23/2016    EUR    60.93
UBS AG                      5.00     9/23/2016    EUR    58.13
UBS AG                      9.00     6/24/2016    EUR    53.26
UBS AG                      7.00     9/23/2016    EUR    71.34
UBS AG                      7.00     9/23/2016    EUR    74.92
Commerzbank AG              4.00      7/7/2016    EUR    50.99
UBS AG                     10.20     4/14/2016    USD     3.87
Leonteq Securities AG/Gu   12.40     4/27/2016    CHF    32.24
Notenstein La Roche Priv    7.70    10/24/2016    EUR    75.26
Leonteq Securities AG       5.20     11/7/2016    CHF    49.55
UBS AG/London               8.99      6/3/2016    USD     2.31
Leonteq Securities AG/Gu    6.00    10/31/2018    CHF    72.74
UBS AG/London              10.00    10/27/2016    EUR    75.12
Notenstein La Roche Priv    8.50    10/31/2016    EUR    71.67
Notenstein La Roche Priv    6.50    10/31/2016    CHF    73.03
Zurcher Kantonalbank Fin    7.20     5/11/2016    CHF    69.51
Zurcher Kantonalbank Fin    7.40     5/11/2016    CHF    71.40
DekaBank Deutsche Giroze    4.00    10/21/2016    EUR    53.60
Leonteq Securities AG       3.00     9/19/2019    CHF    50.20
Bank Julius Baer & Co Lt    8.85     11/3/2016    USD    76.55
BNP Paribas Emissions- u    4.25     6/23/2016    EUR    73.94
BNP Paribas Emissions- u    7.50     6/23/2016    EUR    60.50
BNP Paribas Emissions- u    6.00     6/23/2016    EUR    61.39
BNP Paribas Emissions- u    3.50     6/23/2016    EUR    74.14
BNP Paribas Emissions- u    6.75     6/23/2016    EUR    62.18
BNP Paribas Emissions- u    5.75     6/23/2016    EUR    58.52
Notenstein La Roche Priv    7.50     11/7/2016    EUR    66.91
Notenstein La Roche Priv    7.00     11/7/2016    CHF    73.85
Leonteq Securities AG      11.00      1/9/2017    EUR    54.23
Credit Suisse AG/Nassau     7.50     5/10/2016    EUR    61.41
Commerzbank AG              6.25     6/23/2016    EUR    68.37
Commerzbank AG              9.75     6/23/2016    EUR    63.63
LBBW                        2.70     7/26/2019    EUR    72.90
LBBW                        2.55     7/26/2019    EUR    65.92
Norddeutsche Landesbank     4.00      8/5/2016    EUR    57.90
DZ Bank AG Deutsche Zent    8.50     6/20/2016    EUR    53.34
DZ Bank AG Deutsche Zent    8.00     6/20/2016    EUR    48.56
DZ Bank AG Deutsche Zent    7.50     9/19/2016    EUR    50.30
DZ Bank AG Deutsche Zent    9.75     6/20/2016    EUR    48.51
UBS AG                      4.50    12/28/2016    EUR    69.23
DZ Bank AG Deutsche Zent    6.30     7/20/2016    EUR    72.67
UBS AG/London               9.00    12/23/2016    EUR    53.08
DZ Bank AG Deutsche Zent    7.20     6/20/2016    EUR    51.92
DZ Bank AG Deutsche Zent    5.30     9/19/2016    EUR    73.85
DZ Bank AG Deutsche Zent    4.50     6/20/2016    EUR    56.78
DZ Bank AG Deutsche Zent    8.25     6/24/2016    EUR    53.44
DZ Bank AG Deutsche Zent    7.00     9/23/2016    EUR    74.87
DZ Bank AG Deutsche Zent    8.75     6/24/2016    EUR    52.48
DZ Bank AG Deutsche Zent   13.25     6/24/2016    EUR    47.96
DZ Bank AG Deutsche Zent    5.25     6/24/2016    EUR    69.05
Vontobel Financial Produ    9.90     6/24/2016    EUR    73.88
UBS AG/London               8.75    12/23/2016    EUR    67.15
UBS AG/London              12.00     6/24/2016    EUR    63.97
UBS AG/London              13.75     6/24/2016    EUR    64.35
UBS AG/London              10.00     6/24/2016    EUR    63.28
UBS AG/London               9.00    12/23/2016    EUR    79.61
Notenstein La Roche Priv    4.80    11/14/2018    CHF    60.42
Notenstein La Roche Priv    3.00     9/22/2020    CHF    61.45
Goldman Sachs & Co Wertp   11.00     4/20/2016    EUR    74.53
Goldman Sachs & Co Wertp    8.00     8/24/2016    EUR    74.59
Goldman Sachs & Co Wertp    9.00     8/24/2016    EUR    74.95
Goldman Sachs & Co Wertp    5.00     8/24/2016    EUR    62.92
Goldman Sachs & Co Wertp    8.00     8/24/2016    EUR    64.02
Goldman Sachs & Co Wertp    8.00     8/24/2016    EUR    64.02
Goldman Sachs & Co Wertp    9.00     6/21/2017    EUR    69.24
Goldman Sachs & Co Wertp    6.00     8/24/2016    EUR    73.02
Goldman Sachs & Co Wertp    7.00     7/20/2016    EUR    51.72
Goldman Sachs & Co Wertp    8.00     8/24/2016    EUR    52.71
Goldman Sachs & Co Wertp   10.00     8/24/2016    EUR    53.44
Goldman Sachs & Co Wertp    7.00    12/21/2016    EUR    54.59
Goldman Sachs & Co Wertp   11.00     7/20/2016    EUR    64.03
Goldman Sachs & Co Wertp   10.00     8/24/2016    EUR    64.50
Goldman Sachs & Co Wertp    3.00     8/24/2016    EUR    48.05
Goldman Sachs & Co Wertp    7.00     8/24/2016    EUR    49.52
Goldman Sachs & Co Wertp   10.00     8/24/2016    EUR    50.62
DekaBank Deutsche Giroze    3.00     5/15/2018    EUR    59.30
UBS AG                      8.00     9/23/2016    EUR    54.96
UBS AG                      5.50     9/23/2016    EUR    57.64
UBS AG                     11.50     9/23/2016    EUR    52.50
UBS AG                      5.00     9/23/2016    EUR    75.37
UBS AG                     11.25     9/23/2016    EUR    78.05
UBS AG                     12.50     9/23/2016    EUR    50.70
UBS AG                      4.25     9/23/2016    EUR    73.10
UBS AG                      9.25     9/23/2016    EUR    53.32
UBS AG                      6.25     9/23/2016    EUR    59.35
UBS AG                     14.50     6/24/2016    EUR    48.04
UBS AG                      4.50     9/23/2016    EUR    61.60
UBS AG                     10.50     9/23/2016    EUR    62.94
UBS AG                      6.50     9/23/2016    EUR    69.55
UBS AG                      9.50     9/23/2016    EUR    65.61
UBS AG                     11.00     6/24/2016    EUR    77.36
UBS AG                      8.00     9/23/2016    EUR    69.30
UBS AG                      9.50     9/23/2016    EUR    68.06
UBS AG                     11.50     9/23/2016    EUR    67.35
UBS AG                     13.00     9/23/2016    EUR    75.38
UBS AG                      4.25     9/23/2016    EUR    64.50
UBS AG                      5.50     9/23/2016    EUR    73.40
Notenstein La Roche Priv    7.00     9/26/2016    CHF    67.98
Notenstein La Roche Priv    7.00     9/26/2016    CHF    68.56
Notenstein La Roche Priv    5.80     10/3/2016    CHF    74.40
Leonteq Securities AG/Gu    6.84     9/25/2017    GBP    73.17
Notenstein Finance Guern    4.60     9/26/2018    CHF    72.12
Deutsche Bank AG            5.20     6/21/2016    EUR    61.30
Deutsche Bank AG            5.20     6/21/2016    EUR    52.80
Deutsche Bank AG            5.20     6/21/2016    EUR    39.90
Deutsche Bank AG            6.20     6/21/2016    EUR    62.30
Norddeutsche Landesbank     3.00      5/6/2016    EUR    60.51
Notenstein La Roche Priv    7.50    10/17/2016    EUR    73.85
Deutsche Bank AG            5.20     6/20/2017    EUR    75.00
Deutsche Bank AG            5.20     6/20/2017    EUR    75.60
Deutsche Bank AG            5.20     6/20/2017    EUR    72.90
Deutsche Bank AG            5.20     3/21/2017    EUR    72.20
Deutsche Bank AG            7.20     3/21/2017    EUR    74.00
Deutsche Bank AG            7.20     3/21/2017    EUR    71.40
Deutsche Bank AG            7.20     3/21/2017    EUR    68.90
Deutsche Bank AG            7.20     3/21/2017    EUR    66.50
Deutsche Bank AG            5.20     6/20/2017    EUR    72.60
Deutsche Bank AG            7.20     6/20/2017    EUR    75.00
Deutsche Bank AG            5.20     6/20/2017    EUR    70.10
Deutsche Bank AG            7.20     6/20/2017    EUR    72.90
Deutsche Bank AG            5.20     6/20/2017    EUR    67.70
Deutsche Bank AG            7.20     6/20/2017    EUR    70.20
Deutsche Bank AG            5.20     6/20/2017    EUR    65.50
Deutsche Bank AG            7.20     6/20/2017    EUR    67.90
Deutsche Bank AG            7.20     6/20/2017    EUR    65.70
Deutsche Bank AG            5.20     6/20/2017    EUR    63.30
Deutsche Bank AG            7.20     6/20/2017    EUR    63.60
Deutsche Bank AG            5.20     6/20/2017    EUR    61.20
Deutsche Bank AG            5.20     3/21/2017    EUR    74.00
Deutsche Bank AG            5.20     6/20/2017    EUR    73.00
Deutsche Bank AG            5.20     6/20/2017    EUR    74.10
DZ Bank AG Deutsche Zent   10.30     6/24/2016    EUR    75.38
DZ Bank AG Deutsche Zent    8.90     9/23/2016    EUR    76.63
DZ Bank AG Deutsche Zent    8.00     6/24/2016    EUR    72.48
DZ Bank AG Deutsche Zent    6.70     9/23/2016    EUR    73.55
DZ Bank AG Deutsche Zent   11.30     6/24/2016    EUR    73.23
DZ Bank AG Deutsche Zent    9.00     9/23/2016    EUR    74.95
DZ Bank AG Deutsche Zent    6.60     6/24/2016    EUR    74.66
DZ Bank AG Deutsche Zent    6.70     9/23/2016    EUR    75.89
DZ Bank AG Deutsche Zent    6.00    12/23/2016    EUR    76.42
Commerzbank AG              4.50    11/24/2016    EUR    68.13
Commerzbank AG              5.00    11/24/2016    EUR    67.07
Commerzbank AG              5.75    11/24/2016    EUR    66.22
Commerzbank AG              6.25    11/24/2016    EUR    65.24
Commerzbank AG              7.00    11/24/2016    EUR    64.46
Commerzbank AG              7.75    11/24/2016    EUR    63.73
Commerzbank AG              8.50    11/24/2016    EUR    63.04
Commerzbank AG              9.25    11/24/2016    EUR    62.37
Commerzbank AG             10.00    11/24/2016    EUR    75.69
Commerzbank AG             13.25    11/24/2016    EUR    71.53
Commerzbank AG             17.00    11/24/2016    EUR    68.44
Commerzbank AG              8.00    11/24/2016    EUR    76.61
Commerzbank AG              9.50    11/24/2016    EUR    74.10
Commerzbank AG             11.50    11/24/2016    EUR    72.15
Commerzbank AG             13.50    11/24/2016    EUR    70.38
Bank Julius Baer & Co Lt    6.50     12/2/2016    EUR    62.65
Bank Julius Baer & Co Lt    6.50     12/2/2016    EUR    74.30
UniCredit Bank AG           5.00     6/22/2017    EUR    63.04
UniCredit Bank AG           4.80     6/22/2017    EUR    64.40
UniCredit Bank AG           4.60     6/22/2017    EUR    65.82
UniCredit Bank AG           4.60     6/22/2017    EUR    66.39
UniCredit Bank AG           4.40     6/22/2017    EUR    67.30
UniCredit Bank AG           4.40     6/22/2017    EUR    68.50
UniCredit Bank AG           4.40     6/22/2017    EUR    69.07
UniCredit Bank AG           4.20     6/22/2017    EUR    69.45
UniCredit Bank AG           5.00     6/22/2017    EUR    63.60
UniCredit Bank AG           5.00     6/22/2017    EUR    64.14
UniCredit Bank AG           4.80     6/22/2017    EUR    64.95
UniCredit Bank AG           4.80     6/22/2017    EUR    65.54
UniCredit Bank AG           4.60     6/22/2017    EUR    66.97
UniCredit Bank AG           4.40     6/22/2017    EUR    67.91
UniCredit Bank AG           4.20     6/22/2017    EUR    70.03
Goldman Sachs & Co Wertp    5.00     9/21/2016    EUR    60.19
Goldman Sachs & Co Wertp    6.00    12/21/2016    EUR    61.98
Deutsche Bank AG            4.20    10/26/2016    EUR    73.80
Deutsche Bank AG            6.20    10/26/2016    EUR    74.90
Deutsche Bank AG            6.20    11/23/2016    EUR    75.30
Deutsche Bank AG            4.20    11/23/2016    EUR    74.10
Deutsche Bank AG            6.20    10/26/2016    EUR    69.80
Deutsche Bank AG            6.20    11/23/2016    EUR    70.10
Deutsche Bank AG            4.20     6/21/2016    EUR    73.60
Deutsche Bank AG            6.20     6/21/2016    EUR    74.10
Deutsche Bank AG            4.20     9/20/2016    EUR    74.60
Deutsche Bank AG            4.20    10/26/2016    EUR    75.00
Deutsche Bank AG            4.20    11/23/2016    EUR    75.20
Deutsche Bank AG            4.20    10/26/2016    EUR    68.00
Deutsche Bank AG            4.20    11/23/2016    EUR    68.10
Deutsche Bank AG            4.20    10/26/2016    EUR    72.70
Deutsche Bank AG            4.20    11/23/2016    EUR    72.70
Deutsche Bank AG            6.20    10/26/2016    EUR    73.10
Deutsche Bank AG            4.20    10/26/2016    EUR    72.00
Deutsche Bank AG            4.20    11/23/2016    EUR    72.30
Deutsche Bank AG            6.20    11/23/2016    EUR    73.50
Leonteq Securities AG      10.80     12/7/2016    USD    73.34
Royal Bank of Scotland P    6.20      9/7/2018    GBP     1.05
SG Issuer SA                5.05     4/10/2025    EUR    55.56
SG Issuer SA                5.50     4/10/2021    EUR    59.86
UBS AG                      7.50     12/9/2016    EUR    72.57
DZ Bank AG Deutsche Zent    6.00    12/23/2016    EUR    71.66
UniCredit Bank AG           4.10    12/22/2016    EUR    67.64
UniCredit Bank AG           4.40    12/22/2016    EUR    65.85
UniCredit Bank AG           4.30    12/22/2016    EUR    66.44
UniCredit Bank AG           5.20    12/22/2016    EUR    67.87
UniCredit Bank AG           4.40    12/22/2016    EUR    70.13
UniCredit Bank AG           4.20    12/22/2016    EUR    70.72
Vontobel Financial Produ   12.20     6/17/2016    EUR    55.37
Vontobel Financial Produ    3.00     6/10/2016    EUR    63.03
Vontobel Financial Produ    3.10      9/9/2016    EUR    63.86
Vontobel Financial Produ    4.95      9/9/2016    EUR    61.15
Vontobel Financial Produ    4.60     12/9/2016    EUR    62.25
Vontobel Financial Produ    3.10     12/9/2016    EUR    64.69
Vontobel Financial Produ    6.35     12/9/2016    EUR    60.32
Vontobel Financial Produ    8.35     12/9/2016    EUR    58.84
Vontobel Financial Produ   12.25     3/10/2017    EUR    64.81
Vontobel Financial Produ    8.05     6/10/2016    EUR    71.17
Vontobel Financial Produ    5.75      9/9/2016    EUR    74.94
Vontobel Financial Produ    5.65     3/10/2017    EUR    72.92
Vontobel Financial Produ    7.70     3/10/2017    EUR    69.59
Vontobel Financial Produ    9.85     3/10/2017    EUR    66.81
Vontobel Financial Produ    7.70      6/9/2017    EUR    71.33
Vontobel Financial Produ   11.75      6/9/2017    EUR    67.38
Vontobel Financial Produ   16.50     6/24/2016    EUR    61.58
Vontobel Financial Produ   21.05     9/23/2016    EUR    59.40
Vontobel Financial Produ    6.40     6/24/2016    EUR    70.95
Vontobel Financial Produ    5.00    12/23/2016    EUR    67.05
Vontobel Financial Produ    5.50    12/23/2016    EUR    64.18
Vontobel Financial Produ   10.95     12/9/2016    EUR    71.09
DZ Bank AG Deutsche Zent   11.50    10/26/2016    EUR    72.50
Deutsche Bank AG            5.50     6/21/2016    EUR    64.23
Deutsche Bank AG            5.50     6/21/2016    EUR    61.47
Deutsche Bank AG            5.50     9/20/2016    EUR    65.40
Deutsche Bank AG            5.50     9/20/2016    EUR    62.74
Deutsche Bank AG            5.50    12/20/2016    EUR    66.38
Deutsche Bank AG            5.50    12/20/2016    EUR    63.87
DZ Bank AG Deutsche Zent    5.00     6/24/2016    EUR    61.11
DZ Bank AG Deutsche Zent   10.00     9/23/2016    EUR    60.40
UniCredit Bank AG           4.00    12/22/2016    EUR    68.23
UniCredit Bank AG           4.50    12/22/2016    EUR    65.28
UniCredit Bank AG           4.20    12/22/2016    EUR    67.03
UniCredit Bank AG           4.10    12/22/2016    EUR    61.76
UniCredit Bank AG           4.00    12/22/2016    EUR    62.34
UniCredit Bank AG           5.40    12/22/2016    EUR    67.34
UniCredit Bank AG           5.00    12/22/2016    EUR    68.43
UniCredit Bank AG           4.80    12/22/2016    EUR    68.97
UniCredit Bank AG           4.60    12/22/2016    EUR    69.56
UniCredit Bank AG           4.00    12/22/2016    EUR    71.32
Vontobel Financial Produ    5.50     6/10/2016    EUR    59.95
Vontobel Financial Produ   10.55     12/9/2016    EUR    57.76
Vontobel Financial Produ    6.40     6/10/2016    EUR    74.50
Vontobel Financial Produ    5.80      6/9/2017    EUR    74.09
Vontobel Financial Produ    5.20     12/9/2016    EUR    75.08
Vontobel Financial Produ    9.65      6/9/2017    EUR    69.03
Vontobel Financial Produ   11.50     9/23/2016    EUR    65.81
Vontobel Financial Produ    3.75    12/23/2016    EUR    74.12
Vontobel Financial Produ    4.50    12/23/2016    EUR    70.41
Vontobel Financial Produ    6.00    12/23/2016    EUR    61.75
Vontobel Financial Produ   12.80     9/16/2016    EUR    69.55
DZ Bank AG Deutsche Zent    9.70    10/26/2016    EUR    69.25
BNP Paribas Emissions- u   18.00     6/23/2016    EUR    76.77
BNP Paribas Emissions- u    7.00     9/22/2016    EUR    72.21
BNP Paribas Emissions- u    9.00     9/22/2016    EUR    67.25
BNP Paribas Emissions- u   12.00     9/22/2016    EUR    63.45
BNP Paribas Emissions- u    8.00    12/22/2016    EUR    68.46
BNP Paribas Emissions- u    9.50    12/22/2016    EUR    66.98
BNP Paribas Emissions- u   10.00    12/22/2016    EUR    64.96
BNP Paribas Emissions- u   12.00    12/22/2016    EUR    64.12
BNP Paribas Emissions- u    9.00     9/22/2016    EUR    60.86
BNP Paribas Emissions- u    9.50     9/22/2016    EUR    70.24
BNP Paribas Emissions- u   16.00     9/22/2016    EUR    62.92
BNP Paribas Emissions- u    8.50    12/22/2016    EUR    71.27
Vontobel Financial Produ   22.50     6/24/2016    EUR    54.43
Vontobel Financial Produ   18.55     6/24/2016    EUR    62.03
Vontobel Financial Produ   16.50     6/24/2016    EUR    63.55
Vontobel Financial Produ   14.50     6/24/2016    EUR    65.21
Vontobel Financial Produ    8.00     6/24/2016    EUR    73.65
Vontobel Financial Produ    7.00     9/23/2016    EUR    74.37
Vontobel Financial Produ    8.00     9/23/2016    EUR    72.33
Vontobel Financial Produ   14.50     9/23/2016    EUR    64.66
Vontobel Financial Produ   12.00    12/23/2016    EUR    66.44
Vontobel Financial Produ   15.00    12/23/2016    EUR    63.62
Vontobel Financial Produ    6.50    12/23/2016    EUR    72.73
Vontobel Financial Produ    9.50    12/23/2016    EUR    68.44
Vontobel Financial Produ    5.75    12/23/2016    EUR    74.55
Goldman Sachs & Co Wertp   25.00     7/20/2016    EUR    73.57
Goldman Sachs & Co Wertp   22.00     9/21/2016    EUR    57.85
Goldman Sachs & Co Wertp    5.00     3/22/2017    EUR    74.49
Goldman Sachs & Co Wertp    7.00     6/21/2017    EUR    72.17
Credit Suisse AG/London     7.00    10/10/2016    CHF    73.49
Deutsche Bank AG            5.50    12/20/2016    EUR    68.38
Deutsche Bank AG            7.50     6/21/2016    EUR    61.88
Deutsche Bank AG            7.50     9/20/2016    EUR    63.65
Vontobel Financial Produ    5.50     9/23/2016    EUR    74.92
Vontobel Financial Produ   13.70     9/23/2016    EUR    62.05
Vontobel Financial Produ    8.50    10/28/2016    EUR    67.86
Vontobel Financial Produ   14.50    10/28/2016    EUR    61.70
Vontobel Financial Produ    9.00    12/23/2016    EUR    66.85
Vontobel Financial Produ    9.00     6/24/2016    EUR    68.36
Vontobel Financial Produ   13.00    10/28/2016    EUR    63.00
Goldman Sachs & Co Wertp   17.00     5/25/2016    EUR    60.28
Goldman Sachs & Co Wertp   17.00     5/25/2016    EUR    60.28
Goldman Sachs & Co Wertp   16.00     6/22/2016    EUR    61.29
Goldman Sachs & Co Wertp   12.00    12/21/2016    EUR    66.11
Goldman Sachs & Co Wertp   12.00    12/21/2016    EUR    66.11
Goldman Sachs & Co Wertp    7.00     7/20/2016    EUR    74.92
Goldman Sachs & Co Wertp    7.00     9/21/2016    EUR    75.32
Goldman Sachs & Co Wertp   21.00    10/26/2016    EUR    59.45
Goldman Sachs & Co Wertp    6.00    11/23/2016    EUR    75.22
Goldman Sachs & Co Wertp   15.00    11/23/2016    EUR    62.93
Goldman Sachs & Co Wertp   20.00    11/23/2016    EUR    60.49
Goldman Sachs & Co Wertp    6.00     3/22/2017    EUR    72.83
Deutsche Bank AG            7.50     6/21/2016    EUR    61.88
Deutsche Bank AG            7.50     9/20/2016    EUR    63.65
Deutsche Bank AG            7.50    12/20/2016    EUR    65.28
DZ Bank AG Deutsche Zent   10.00     9/19/2016    EUR    63.81
DZ Bank AG Deutsche Zent    5.00    12/19/2016    EUR    65.31
BNP Paribas Emissions- u    6.50    10/27/2016    EUR    55.28
Zurcher Kantonalbank Fin   12.53    10/14/2016    CHF    66.02
Vontobel Financial Produ   12.00     9/23/2016    EUR    63.57
Vontobel Financial Produ    5.00    10/28/2016    EUR    74.80
Vontobel Financial Produ   10.00    10/28/2016    EUR    66.06
Vontobel Financial Produ   16.00    10/28/2016    EUR    60.55
Vontobel Financial Produ    5.00    12/23/2016    EUR    75.00
Vontobel Financial Produ    7.00    12/23/2016    EUR    70.67
Vontobel Financial Produ   11.50    12/23/2016    EUR    63.97
Vontobel Financial Produ   11.50    10/28/2016    EUR    64.44
Goldman Sachs & Co Wertp   15.00     5/25/2016    EUR    60.04
Goldman Sachs & Co Wertp   10.00    11/23/2016    EUR    64.01
Goldman Sachs & Co Wertp   12.00    11/23/2016    EUR    65.24
Goldman Sachs & Co Wertp   12.00    11/23/2016    EUR    65.24
Goldman Sachs & Co Wertp   12.00    11/23/2016    EUR    65.24
Goldman Sachs & Co Wertp   10.00     6/21/2017    EUR    68.57
Goldman Sachs & Co Wertp   10.00     6/21/2017    EUR    68.57
Goldman Sachs & Co Wertp   10.00     6/21/2017    EUR    68.57
Goldman Sachs & Co Wertp    8.00     5/25/2016    EUR    74.45
Goldman Sachs & Co Wertp   21.00     6/22/2016    EUR    57.81
Goldman Sachs & Co Wertp    7.00    11/23/2016    EUR    72.88
Goldman Sachs & Co Wertp    9.00    11/23/2016    EUR    68.54
Goldman Sachs & Co Wertp    6.00     3/22/2017    EUR    75.43
Goldman Sachs & Co Wertp   16.00     3/22/2017    EUR    63.14
Deutsche Bank AG            6.20     6/21/2016    EUR    70.90
Deutsche Bank AG            4.20     6/21/2016    EUR    70.50
Deutsche Bank AG            4.20     6/21/2016    EUR    67.20
Deutsche Bank AG            4.20     6/21/2016    EUR    64.30
Deutsche Bank AG            4.20     9/20/2016    EUR    70.80
Deutsche Bank AG            6.20     9/20/2016    EUR    71.70
Deutsche Bank AG            4.20     9/20/2016    EUR    67.80
Deutsche Bank AG            4.20     9/20/2016    EUR    65.00
Deutsche Bank AG            6.20    12/20/2016    EUR    72.40
Deutsche Bank AG            4.20    12/20/2016    EUR    71.00
Deutsche Bank AG            4.20    12/20/2016    EUR    68.20
Deutsche Bank AG            4.20    12/20/2016    EUR    65.60
Deutsche Bank AG            6.20     9/20/2016    EUR    73.60
Deutsche Bank AG            4.20     9/20/2016    EUR    72.70
Deutsche Bank AG            6.20     9/20/2016    EUR    71.10
Deutsche Bank AG            4.20     9/20/2016    EUR    70.20
Deutsche Bank AG            6.20    12/20/2016    EUR    74.20
Deutsche Bank AG            4.20    12/20/2016    EUR    72.80
Deutsche Bank AG            6.20    12/20/2016    EUR    71.90
Deutsche Bank AG            4.20    12/20/2016    EUR    70.40
Deutsche Bank AG            5.20    10/26/2016    EUR    71.50
Deutsche Bank AG            5.20    10/26/2016    EUR    68.50
Deutsche Bank AG            6.20    10/26/2016    EUR    63.70
Deutsche Bank AG            5.20    10/26/2016    EUR    63.20
Deutsche Bank AG            5.20    11/23/2016    EUR    71.60
Deutsche Bank AG            6.20    11/23/2016    EUR    72.20
Deutsche Bank AG            6.20    11/23/2016    EUR    69.30
Deutsche Bank AG            5.20    11/23/2016    EUR    66.00
Deutsche Bank AG            6.20    11/23/2016    EUR    64.10
Deutsche Bank AG            5.20    10/26/2016    EUR    68.50
Deutsche Bank AG            6.20    10/26/2016    EUR    66.90
Deutsche Bank AG            5.20    10/26/2016    EUR    66.40
Deutsche Bank AG            5.20    11/23/2016    EUR    73.40
Deutsche Bank AG            6.20    11/23/2016    EUR    71.60
Deutsche Bank AG            5.20    11/23/2016    EUR    71.00
Deutsche Bank AG            5.20    11/23/2016    EUR    68.70
Deutsche Bank AG            6.20    11/23/2016    EUR    69.30
Vontobel Financial Produ   12.95     9/16/2016    EUR    69.62
DZ Bank AG Deutsche Zent    8.00     6/20/2016    EUR    66.59
DZ Bank AG Deutsche Zent    6.50     9/19/2016    EUR    67.69
DZ Bank AG Deutsche Zent    5.70    12/19/2016    EUR    68.29
BNP Paribas Emissions- u    7.00     9/22/2016    EUR    67.89
BNP Paribas Emissions- u   10.00     9/22/2016    EUR    63.15
BNP Paribas Emissions- u   16.00     9/22/2016    EUR    56.25
BNP Paribas Emissions- u    7.00    12/22/2016    EUR    69.07
BNP Paribas Emissions- u   10.00    12/22/2016    EUR    65.36
BNP Paribas Emissions- u   19.00     6/23/2016    EUR    75.62
BNP Paribas Emissions- u   16.00     9/22/2016    EUR    73.69
Bank Julius Baer & Co Lt   16.30    10/13/2016    CHF    63.80
Bank Julius Baer & Co Lt   10.60     10/6/2016    CHF    54.50
Deutsche Bank AG            7.50    12/20/2016    EUR    65.29
DZ Bank AG Deutsche Zent    6.00     9/19/2016    EUR    70.37
DZ Bank AG Deutsche Zent    5.50    12/19/2016    EUR    68.23
Vontobel Financial Produ    7.50     9/23/2016    EUR    69.55
Vontobel Financial Produ   17.50     9/23/2016    EUR    59.65
Vontobel Financial Produ    6.00    10/28/2016    EUR    72.25
Vontobel Financial Produ    7.00    10/28/2016    EUR    69.83
Vontobel Financial Produ    6.00     6/24/2016    EUR    74.57
Goldman Sachs & Co Wertp   16.00     6/22/2016    EUR    61.29
Goldman Sachs & Co Wertp   14.00     8/24/2016    EUR    63.20
Goldman Sachs & Co Wertp   14.00     8/24/2016    EUR    63.20
Goldman Sachs & Co Wertp    7.00    11/23/2016    EUR    62.17
Goldman Sachs & Co Wertp   10.00    11/23/2016    EUR    64.01
Goldman Sachs & Co Wertp    6.00     6/21/2017    EUR    63.82
Goldman Sachs & Co Wertp   10.00     6/21/2017    EUR    68.57
Bank Julius Baer & Co Lt    8.05     10/7/2016    CHF    57.60
Deutsche Bank AG            6.20    10/26/2016    EUR    72.00
Deutsche Bank AG            6.20    10/26/2016    EUR    69.10
Deutsche Bank AG            6.20    10/26/2016    EUR    66.30
Deutsche Bank AG            5.20    10/26/2016    EUR    65.80
Deutsche Bank AG            5.20    11/23/2016    EUR    68.70
Deutsche Bank AG            6.20    11/23/2016    EUR    66.60
Deutsche Bank AG            5.20    11/23/2016    EUR    63.50
Deutsche Bank AG            5.20    10/26/2016    EUR    73.20
Deutsche Bank AG            6.20    10/26/2016    EUR    73.80
Deutsche Bank AG            6.20    10/26/2016    EUR    71.40
Deutsche Bank AG            5.20    10/26/2016    EUR    70.80
Deutsche Bank AG            6.20    10/26/2016    EUR    69.10
Deutsche Bank AG            6.20    11/23/2016    EUR    74.00
Deutsche Bank AG            5.20    11/23/2016    EUR    66.60
Deutsche Bank AG            6.20    11/23/2016    EUR    67.20
BNP Paribas Emissions- u   15.00     9/22/2016    EUR    75.57
BNP Paribas Emissions- u    9.00     9/22/2016    EUR    68.78
BNP Paribas Emissions- u   16.00    12/22/2016    EUR    60.21
Vontobel Financial Produ    8.00     9/23/2016    EUR    73.12
LBBW                        4.00     6/23/2017    EUR    70.88
Kerdos Group SA             8.00     5/31/2016    PLN    75.00
Promnefteservis OOO        10.50    11/21/2019    RUB     3.71
Vontobel Financial Produ   11.55     9/23/2016    EUR    74.40
Vontobel Financial Produ    9.65    12/23/2016    EUR    75.57
UBS AG                     13.20     11/8/2016    USD     8.96
Goldman Sachs & Co Wertp    5.00    10/26/2016    EUR    56.20
Vontobel Financial Produ   18.00     6/24/2016    EUR    73.52
Goldman Sachs & Co Wertp   18.00    11/23/2016    EUR    72.26
Goldman Sachs & Co Wertp   21.00    12/21/2016    EUR    71.15
Deutsche Bank AG            5.20     8/24/2016    EUR    71.60
Deutsche Bank AG            5.20    10/26/2016    EUR    72.10
Deutsche Bank AG            5.20     3/21/2017    EUR    73.40
Deutsche Bank AG            5.20     7/20/2016    EUR    67.80
Deutsche Bank AG            5.20     7/20/2016    EUR    64.80
Deutsche Bank AG            5.20     8/24/2016    EUR    57.70
Deutsche Bank AG            5.20    10/26/2016    EUR    60.80
Deutsche Bank AG            5.20    10/26/2016    EUR    58.50
Deutsche Bank AG            5.20    11/23/2016    EUR    61.10
Deutsche Bank AG            5.20    11/23/2016    EUR    58.90
Deutsche Bank AG            5.50     9/20/2016    EUR    72.90
Deutsche Bank AG            5.50    12/20/2016    EUR    74.00
Deutsche Bank AG            5.50     3/21/2017    EUR    75.20
Deutsche Bank AG            5.50     3/21/2017    EUR    76.80
Bank Julius Baer & Co Lt   11.35    11/18/2016    CHF    59.85
Bank Julius Baer & Co Lt    7.10    11/18/2016    EUR    73.65
UBS AG/London               9.00    11/11/2016    CHF    54.72
Vontobel Financial Produ   21.00     6/24/2016    EUR    73.53
Vontobel Financial Produ   19.00     9/23/2016    EUR    74.79
Leonteq Securities AG       7.40    11/20/2017    EUR    73.03
Vontobel Financial Produ   18.50     6/24/2016    EUR    53.65
Vontobel Financial Produ   14.50     6/24/2016    EUR    55.68
Vontobel Financial Produ    5.05     6/24/2016    EUR    63.16
Vontobel Financial Produ    3.00     9/23/2016    EUR    67.53
Vontobel Financial Produ    4.00     9/23/2016    EUR    66.52
Vontobel Financial Produ    4.50     9/23/2016    EUR    65.34
Vontobel Financial Produ    5.00     9/23/2016    EUR    64.20
Vontobel Financial Produ    6.00     9/23/2016    EUR    63.34
Vontobel Financial Produ    9.00     6/24/2016    EUR    58.89
Vontobel Financial Produ    8.05     6/24/2016    EUR    59.89
Vontobel Financial Produ    8.50     9/23/2016    EUR    60.84
Vontobel Financial Produ    9.05     9/23/2016    EUR    59.96
Vontobel Financial Produ   10.00     9/23/2016    EUR    59.30
Vontobel Financial Produ   11.00     9/23/2016    EUR    58.71
Vontobel Financial Produ   12.00     9/23/2016    EUR    58.15
Vontobel Financial Produ   12.00    12/23/2016    EUR    58.44
Vontobel Financial Produ   10.50    12/23/2016    EUR    59.22
HSBC Trinkaus & Burkhard   18.10     6/24/2016    EUR    76.42
LBBW                        4.50     8/26/2016    EUR    44.74
LBBW                        4.00     8/26/2016    EUR    62.14
UBS AG                      5.00    12/22/2017    EUR    69.03
UBS AG                      7.50     6/24/2016    EUR    62.75
UBS AG                      5.00    12/23/2016    EUR    52.26
UBS AG                     10.25    12/23/2016    EUR    73.63
UBS AG                      7.75     6/24/2016    EUR    34.91
UBS AG                      7.75    12/23/2016    EUR    76.90
UBS AG                     10.00     6/24/2016    EUR    51.07
UBS AG                     10.50    12/23/2016    EUR    49.58
UBS AG                      6.50     6/24/2016    EUR    43.17
UBS AG                      8.50     6/24/2016    EUR    34.32
UBS AG                      9.25    12/23/2016    EUR    55.63
UBS AG                      9.00    12/22/2017    EUR    64.67
UBS AG                     11.50     6/24/2016    EUR    44.41
UBS AG                      7.00    12/23/2016    EUR    72.62
UBS AG                      8.25    12/22/2017    EUR    46.85
UBS AG                      6.25    12/23/2016    EUR    41.06
UBS AG                     11.25     6/24/2016    EUR    68.61
UBS AG                      7.00    12/23/2016    EUR    65.89
UBS AG                     10.00    12/22/2017    EUR    73.45
UBS AG                      5.00    12/22/2017    EUR    56.68
UBS AG                      9.50    12/23/2016    EUR    44.47
UBS AG                      5.50     6/24/2016    EUR    60.44
UBS AG                     10.50    12/22/2017    EUR    44.85
UBS AG                     13.00     6/24/2016    EUR    68.98
UBS AG                     10.50    12/22/2017    EUR    56.14
UBS AG                      9.50    12/22/2017    EUR    57.64
UBS AG                      6.50    12/22/2017    EUR    69.88
UBS AG                      8.00    12/23/2016    EUR    54.72
UBS AG                     11.25     6/24/2016    EUR    34.91
UBS AG                      6.50    12/22/2017    EUR    52.72
UBS AG                      8.25     6/24/2016    EUR    43.27
DZ Bank AG Deutsche Zent    3.00      7/1/2016    EUR    73.40
DekaBank Deutsche Giroze    4.00     8/19/2016    EUR    43.01
LBBW                        3.33     9/23/2016    EUR    64.46
Raiffeisen Centrobank AG    5.00     4/18/2016    EUR    62.15
Vontobel Financial Produ    4.45     4/15/2016    EUR    53.80
Notenstein La Roche Priv    5.90     4/11/2016    CHF    64.22
LBBW                        3.25     6/24/2016    EUR    61.55
LBBW                        3.00     6/24/2016    EUR    59.25
UniCredit Bank AG           6.30     6/20/2016    EUR    42.25
LBBW                        5.20     6/24/2016    EUR    40.73
LBBW                        4.40     6/24/2016    EUR    63.69
Notenstein La Roche Priv    8.40     5/30/2016    CHF    44.51
Notenstein La Roche Priv    7.10     5/30/2016    CHF    48.06
Leonteq Securities AG/Gu    5.00     5/23/2016    CHF    34.48
Leonteq Securities AG/Gu    5.80     5/23/2016    CHF    39.70
Notenstein La Roche Priv    5.50     5/24/2016    CHF    48.88
Notenstein La Roche Priv    6.00     5/24/2016    EUR    48.61
LBBW                        3.00     7/22/2016    EUR    70.95
Commerzbank AG             20.00     5/28/2018    SEK    48.76
UBS AG/London               5.00      7/4/2016    CHF    49.98
Societe Generale Effekte    4.00     6/26/2017    EUR    47.72
Leonteq Securities AG/Gu    6.20     7/15/2016    EUR    62.95
LBBW                        3.20     8/26/2016    EUR    67.00
LBBW                        3.50     9/23/2016    EUR    62.29
LBBW                        3.15    10/28/2016    EUR    63.36
LBBW                        5.00     4/22/2016    EUR    43.11
LBBW                        4.75     7/22/2016    EUR    65.93
Barclays Bank PLC          11.50    10/10/2018    SEK    70.02
DZ Bank AG Deutsche Zent    3.50     9/30/2016    EUR    49.96
LBBW                        3.20    11/25/2016    EUR    75.40
LBBW                        5.30     7/22/2016    EUR    42.37
LBBW                        4.80     7/22/2016    EUR    44.18
LBBW                        4.50     6/24/2016    EUR    43.63
LBBW                        5.20     6/24/2016    EUR    41.95
Zurcher Kantonalbank Fin    5.25     11/1/2016    CHF    31.63
Notenstein La Roche Priv    7.40    10/31/2016    CHF    26.77
LBBW                        3.30    12/23/2016    EUR    58.51
LBBW                        3.40    12/23/2016    EUR    69.45
LBBW                        4.60     6/24/2016    EUR    53.96
LBBW                        4.80     6/24/2016    EUR    54.36
LBBW                        3.25    12/22/2017    EUR    59.99
LBBW                        4.00     6/24/2016    EUR    44.79
LBBW                        4.45     6/24/2016    EUR    62.55
LBBW                        3.50    12/23/2016    EUR    74.18
LBBW                        3.75     6/24/2016    EUR    44.32
UniCredit Bank AG           4.00     6/26/2018    EUR    54.86
UniCredit Bank AG           4.60     6/30/2017    EUR    49.45
DekaBank Deutsche Giroze    4.05     5/13/2016    EUR    54.41
LBBW                        4.25     6/24/2016    EUR    41.82
LBBW                        4.25     6/24/2016    EUR    52.97
LBBW                        3.25     1/26/2018    EUR    56.44
LBBW                        3.00     1/26/2018    EUR    67.76
Landesbank Hessen-Thueri    4.00     1/16/2018    EUR    52.96
DZ Bank AG Deutsche Zent    4.00    11/22/2017    EUR    70.27
LBBW                        3.25     6/23/2017    EUR    71.32
LBBW                        4.30     7/22/2016    EUR    40.66
LBBW                        4.00     7/22/2016    EUR    60.20
LBBW                        3.00     2/23/2018    EUR    56.21
LBBW                        3.80     8/26/2016    EUR    42.59
LBBW                        4.20     7/22/2016    EUR    59.13
Bank Julius Baer & Co Lt    9.60     1/20/2017    CHF    73.95
LBBW                        3.25     6/23/2017    EUR    67.44
Credit Suisse AG/London     2.75     1/29/2019    SEK    56.20
LBBW                        4.00     8/26/2016    EUR    53.66
LBBW                        3.55     6/23/2017    EUR    67.62
UBS AG                     15.25     6/24/2016    EUR    68.50
UBS AG                     16.25     6/24/2016    EUR    66.30
UBS AG                     19.75     6/24/2016    EUR    26.79
UBS AG                     18.00     6/24/2016    EUR    28.29
UBS AG                      4.50     6/24/2016    EUR    56.43
UBS AG                     17.50     6/24/2016    EUR    31.52
UBS AG                     15.00     6/24/2016    EUR    69.58
UBS AG                     11.75     6/24/2016    EUR    51.53
UBS AG                      6.00     6/24/2016    EUR    74.64
UBS AG                     19.25     6/24/2016    EUR    58.43
UBS AG                     19.75     6/24/2016    EUR    64.69
UBS AG                     13.75     6/24/2016    EUR    72.82
UBS AG                     16.50     6/24/2016    EUR    64.68
UBS AG                     11.50     6/24/2016    EUR    74.99
UBS AG                      5.00     6/24/2016    EUR    54.02
UBS AG                     13.75     6/24/2016    EUR    73.19
UBS AG                     12.25     6/24/2016    EUR    63.52
UBS AG                     16.50     6/24/2016    EUR    32.69
UBS AG                     11.00     6/24/2016    EUR    66.45
UBS AG                     19.25     6/24/2016    EUR    59.68
UBS AG                     13.00     6/24/2016    EUR    48.74
UBS AG                      4.25     6/24/2016    EUR    53.19
UBS AG                      4.75     6/24/2016    EUR    72.00
UBS AG                      8.25     6/24/2016    EUR    63.02
UBS AG                     14.00     6/24/2016    EUR    46.25
UBS AG                      8.50     6/24/2016    EUR    40.37
UBS AG                     19.00     6/24/2016    EUR    73.49
UBS AG                      7.25     6/24/2016    EUR    61.86
UBS AG                     15.50     6/24/2016    EUR    64.40
UBS AG                      6.00     6/24/2016    EUR    66.55
UBS AG                     16.75     6/24/2016    EUR    42.84
UBS AG                     13.50     6/24/2016    EUR    74.44
UBS AG                      5.00     6/24/2016    EUR    49.88
UBS AG                      5.75     6/24/2016    EUR    46.99
UBS AG                     19.00     6/24/2016    EUR    58.43
UBS AG                     17.25     6/24/2016    EUR    63.42
UBS AG                     17.50     6/24/2016    EUR    70.25
UBS AG                     11.50     6/24/2016    EUR    38.89
UBS AG                      7.00     6/24/2016    EUR    43.34
UBS AG                     17.25     6/24/2016    EUR    40.47
UBS AG                      7.25     6/24/2016    EUR    68.34
UBS AG                      8.50     6/24/2016    EUR    73.43
UBS AG                     20.00     6/24/2016    EUR    70.55
UBS AG                      9.75     6/24/2016    EUR    69.74
UBS AG                      9.50     6/24/2016    EUR    38.65
UBS AG                     10.25     6/24/2016    EUR    54.50
UBS AG                     10.25     6/24/2016    EUR    41.04
UBS AG                     11.75     6/24/2016    EUR    51.56
UBS AG                     16.25     6/24/2016    EUR    42.19
UBS AG                     13.25     6/24/2016    EUR    33.37
LBBW                        3.15     6/22/2018    EUR    57.34
UBS AG                      7.00     6/24/2016    EUR    43.11
UBS AG                      5.75     6/24/2016    EUR    49.77
UBS AG                     10.00     6/24/2016    EUR    48.09
UBS AG                      5.00     6/24/2016    EUR    46.76
UBS AG                     11.75     6/24/2016    EUR    41.76
UBS AG                      4.00     6/24/2016    EUR    53.04
UBS AG                     10.00     6/24/2016    EUR    54.64
UBS AG                      5.00     6/24/2016    EUR    49.61
UBS AG                      6.75     6/24/2016    EUR    36.26
UBS AG                     13.25     6/24/2016    EUR    46.44
UBS AG                      4.50     6/24/2016    EUR    53.91
UBS AG                     14.75     6/24/2016    EUR    39.93
Zurcher Kantonalbank Fin    5.00     7/27/2017    CHF    74.28
Vontobel Financial Produ    5.70     6/24/2016    EUR    52.80
Vontobel Financial Produ    5.00     8/26/2016    EUR    71.50
Vontobel Financial Produ    5.00     8/26/2016    EUR    73.73
Vontobel Financial Produ    6.45     8/26/2016    EUR    71.09
Vontobel Financial Produ    7.45     8/26/2016    EUR    73.74
Commerzbank AG              6.50     7/21/2016    EUR    76.46
Commerzbank AG              8.00     7/21/2016    EUR    74.61
Commerzbank AG              7.75     7/21/2016    EUR    75.99
Commerzbank AG              8.25     7/21/2016    EUR    75.39
Commerzbank AG              7.25     7/21/2016    EUR    74.90
Commerzbank AG              7.75     7/21/2016    EUR    74.29
Commerzbank AG              8.25     7/21/2016    EUR    73.70
Commerzbank AG              8.75     7/21/2016    EUR    73.12
Commerzbank AG              9.25     7/21/2016    EUR    72.55
Commerzbank AG              4.00     7/21/2016    EUR    52.94
Commerzbank AG              4.25     7/21/2016    EUR    52.42
Commerzbank AG              5.00     7/21/2016    EUR    51.51
Commerzbank AG              6.25     7/21/2016    EUR    50.28
Commerzbank AG              6.75     7/21/2016    EUR    49.87
Commerzbank AG              7.00     7/21/2016    EUR    49.45
Commerzbank AG              7.50     7/21/2016    EUR    49.09
Commerzbank AG              8.00     7/21/2016    EUR    48.75
Commerzbank AG              8.50     7/21/2016    EUR    48.42
Commerzbank AG              9.00     7/21/2016    EUR    48.10
Commerzbank AG              4.00     7/21/2016    EUR    72.13
Commerzbank AG              4.50     7/21/2016    EUR    71.51
Commerzbank AG              4.75     7/21/2016    EUR    70.89
Commerzbank AG              5.25     7/21/2016    EUR    70.29
Commerzbank AG              5.50     7/21/2016    EUR    69.69
Commerzbank AG              6.00     7/21/2016    EUR    69.11
Commerzbank AG              6.50     7/21/2016    EUR    68.59
Commerzbank AG              7.00     7/21/2016    EUR    68.02
Commerzbank AG              7.50     7/21/2016    EUR    67.53
Commerzbank AG              7.75     7/21/2016    EUR    66.92
Commerzbank AG              8.25     7/21/2016    EUR    66.44
Commerzbank AG              8.75     7/21/2016    EUR    65.92
Commerzbank AG              9.25     7/21/2016    EUR    65.47
Commerzbank AG              4.75     7/21/2016    EUR    57.01
Commerzbank AG              5.75     7/21/2016    EUR    55.71
Commerzbank AG              6.75     7/21/2016    EUR    54.48
Commerzbank AG              7.75     7/21/2016    EUR    53.33
Commerzbank AG              8.75     7/21/2016    EUR    52.28
Commerzbank AG              9.75     7/21/2016    EUR    51.28
Commerzbank AG             11.00     7/21/2016    EUR    50.40
Commerzbank AG              4.25     7/21/2016    EUR    70.96
Commerzbank AG              5.00     7/21/2016    EUR    69.72
Commerzbank AG              6.00     7/21/2016    EUR    68.60
Commerzbank AG              7.00     7/21/2016    EUR    67.53
Commerzbank AG              4.50     7/21/2016    EUR    67.56
Zurcher Kantonalbank Fin    7.00      8/4/2016    EUR    57.54
Vontobel Financial Produ    6.80     1/27/2017    EUR    72.50
Vontobel Financial Produ    4.00     6/24/2016    EUR    72.00
UniCredit Bank AG           5.10     8/22/2016    EUR    70.90
Credit Suisse AG/Nassau     6.00      8/7/2017    CHF    69.39
UniCredit Bank AG           5.40     8/25/2018    EUR    78.74
DZ Bank AG Deutsche Zent    5.50     8/26/2016    EUR    69.19
DZ Bank AG Deutsche Zent    6.00     8/26/2016    EUR    64.01
DZ Bank AG Deutsche Zent    5.00     8/26/2016    EUR    69.08
DZ Bank AG Deutsche Zent    5.50     8/26/2016    EUR    61.35
DZ Bank AG Deutsche Zent    8.50     8/26/2016    EUR    75.57
DZ Bank AG Deutsche Zent    6.25     8/26/2016    EUR    61.20
DZ Bank AG Deutsche Zent    5.00     8/26/2016    EUR    63.99
DZ Bank AG Deutsche Zent    5.75    12/23/2016    EUR    64.53
DZ Bank AG Deutsche Zent    5.25    12/23/2016    EUR    65.70
DZ Bank AG Deutsche Zent    6.75     6/24/2016    EUR    74.94
DZ Bank AG Deutsche Zent    5.50    12/23/2016    EUR    75.22
DZ Bank AG Deutsche Zent    5.75    12/23/2016    EUR    61.33
Bank Julius Baer & Co Lt    6.70      8/4/2016    EUR    56.15
Commerzbank AG              7.25     7/21/2016    EUR    67.25
Commerzbank AG              7.75     7/21/2016    EUR    66.37
Commerzbank AG              8.25     7/21/2016    EUR    65.47
Commerzbank AG              9.00     7/21/2016    EUR    64.72
Commerzbank AG              9.50     7/21/2016    EUR    63.93
Commerzbank AG             10.25     7/21/2016    EUR    63.24
Commerzbank AG             15.50     6/23/2016    EUR    69.53
Commerzbank AG              7.75     6/23/2016    EUR    52.01
Commerzbank AG              9.75     6/23/2016    EUR    49.74
Commerzbank AG             12.00     6/23/2016    EUR    47.79
Commerzbank AG             11.00     7/21/2016    EUR    78.29
Commerzbank AG             12.00     7/21/2016    EUR    73.95
Commerzbank AG              7.00     7/21/2016    EUR    73.20
Commerzbank AG              9.00     7/21/2016    EUR    70.20
Commerzbank AG              6.50     7/21/2016    EUR    66.06
Commerzbank AG              8.00     7/21/2016    EUR    63.59
Commerzbank AG              9.50     7/21/2016    EUR    61.32
Commerzbank AG             11.00     7/21/2016    EUR    59.30
Commerzbank AG             12.75     7/21/2016    EUR    57.54
Commerzbank AG             10.00     7/21/2016    EUR    65.64
Commerzbank AG             14.25     7/21/2016    EUR    60.53
Commerzbank AG             10.25     7/21/2016    EUR    75.25
Commerzbank AG             12.25     7/21/2016    EUR    72.37
Commerzbank AG              6.50     7/21/2016    EUR    72.34
Commerzbank AG              5.50     7/21/2016    EUR    70.06
Commerzbank AG              6.00     7/21/2016    EUR    69.03
Commerzbank AG              6.75     7/21/2016    EUR    68.16
DekaBank Deutsche Giroze    3.20      7/1/2016    EUR    55.30
DekaBank Deutsche Giroze    3.77      7/8/2016    EUR    63.07
Bank Julius Baer & Co Lt   10.20     7/27/2016    EUR    72.50
Bank Julius Baer & Co Lt    8.70     7/27/2016    EUR    71.95
Vontobel Financial Produ    8.80     6/24/2016    EUR    55.00
DZ Bank AG Deutsche Zent    6.75     9/19/2016    EUR    75.89
DZ Bank AG Deutsche Zent    7.25     9/19/2016    EUR    49.31
DZ Bank AG Deutsche Zent   10.00     6/20/2016    EUR    73.68
DZ Bank AG Deutsche Zent    6.75     9/19/2016    EUR    74.35
DZ Bank AG Deutsche Zent    6.50     9/19/2016    EUR    74.24
DZ Bank AG Deutsche Zent    6.25     9/19/2016    EUR    74.13
DZ Bank AG Deutsche Zent    7.10     6/20/2016    EUR    74.13
DZ Bank AG Deutsche Zent    6.60     6/20/2016    EUR    48.41
DZ Bank AG Deutsche Zent    6.10     9/19/2016    EUR    49.84
DZ Bank AG Deutsche Zent    7.60     6/20/2016    EUR    67.23
DZ Bank AG Deutsche Zent    6.70     9/19/2016    EUR    68.27
Commerzbank AG              6.50     7/21/2016    EUR    74.58
Commerzbank AG              8.25     7/21/2016    EUR    72.16
Commerzbank AG              6.00     7/21/2016    EUR    66.93
Commerzbank AG              6.75     7/21/2016    EUR    65.78
Commerzbank AG              7.50     7/21/2016    EUR    64.67
Commerzbank AG              8.50     7/21/2016    EUR    63.72
Commerzbank AG              9.25     7/21/2016    EUR    62.71
Commerzbank AG              4.25     7/21/2016    EUR    60.13
Commerzbank AG              5.00     7/21/2016    EUR    59.06
Commerzbank AG              6.00     7/21/2016    EUR    58.13
Commerzbank AG              6.75     7/21/2016    EUR    57.16
Commerzbank AG              7.75     7/21/2016    EUR    56.31
Commerzbank AG              8.50     7/21/2016    EUR    55.44
Commerzbank AG              4.25     7/21/2016    EUR    68.05
Commerzbank AG              5.25     7/21/2016    EUR    66.47
Commerzbank AG              6.00     7/21/2016    EUR    64.94
Commerzbank AG              7.00     7/21/2016    EUR    63.55
Commerzbank AG              8.25     7/21/2016    EUR    62.44
Commerzbank AG              9.25     7/21/2016    EUR    61.08
Commerzbank AG              5.00     7/21/2016    EUR    70.24
Commerzbank AG              6.75     7/21/2016    EUR    67.16
Commerzbank AG              9.00     7/21/2016    EUR    64.51
Commerzbank AG              5.00     7/21/2016    EUR    74.13
Commerzbank AG              5.25     7/21/2016    EUR    63.37
Commerzbank AG              6.75     7/21/2016    EUR    61.23
Commerzbank AG              8.50     7/21/2016    EUR    59.31
Commerzbank AG              6.50     7/21/2016    EUR    60.70
Commerzbank AG              8.75     7/21/2016    EUR    58.35
Commerzbank AG              5.00     7/21/2016    EUR    59.85
Commerzbank AG              6.50     7/21/2016    EUR    57.91
Commerzbank AG              8.25     7/21/2016    EUR    56.13
Commerzbank AG              5.25     7/21/2016    EUR    69.33
Commerzbank AG              7.50     7/21/2016    EUR    66.59
Commerzbank AG             11.25     6/23/2016    EUR    75.73
Commerzbank AG              9.75     6/23/2016    EUR    75.66
Commerzbank AG             11.75     6/23/2016    EUR    72.43
Commerzbank AG              7.00     6/23/2016    EUR    53.52
Commerzbank AG              8.75     6/23/2016    EUR    51.68
Commerzbank AG             10.75     6/23/2016    EUR    50.10
Commerzbank AG              9.50     7/21/2016    EUR    78.65
Commerzbank AG             11.00     7/21/2016    EUR    76.18
Commerzbank AG             12.50     7/21/2016    EUR    73.87
Commerzbank AG              7.00     7/21/2016    EUR    73.00
Commerzbank AG              9.25     7/21/2016    EUR    70.05
Leonteq Securities AG      10.00    12/22/2016    CHF    59.05
Vontobel Financial Produ    5.00    12/16/2016    EUR    62.63
Zurcher Kantonalbank Fin    7.52      8/5/2016    EUR    72.22
Bank J Safra Sarasin AG/    7.45     7/28/2016    CHF    73.32
Vontobel Financial Produ    8.95     7/22/2016    EUR    63.47
Vontobel Financial Produ    8.15     9/23/2016    EUR    64.56
Vontobel Financial Produ    8.65     6/24/2016    EUR    74.43
Vontobel Financial Produ    7.80     7/22/2016    EUR    48.78
Vontobel Financial Produ   10.65     7/22/2016    EUR    46.64
Vontobel Financial Produ    5.30     7/22/2016    EUR    51.42
Vontobel Financial Produ    5.45     6/24/2016    EUR    51.03
Notenstein La Roche Priv    2.75      8/7/2019    CHF    70.46
Notenstein La Roche Priv    3.10     8/14/2019    CHF    70.99
Leonteq Securities AG       5.00      8/7/2019    CHF    72.43
Goldman Sachs & Co Wertp   11.00     4/20/2016    EUR    75.44
Goldman Sachs & Co Wertp   11.00     4/20/2016    EUR    75.44
Goldman Sachs & Co Wertp   11.00     6/22/2016    EUR    74.58
Goldman Sachs & Co Wertp   11.00     6/22/2016    EUR    74.58
Goldman Sachs & Co Wertp   11.00     7/20/2016    EUR    75.41
Goldman Sachs & Co Wertp   11.00     7/20/2016    EUR    75.41
Goldman Sachs & Co Wertp    3.00     4/20/2016    EUR    62.66
Goldman Sachs & Co Wertp    3.00     5/25/2016    EUR    61.55
Goldman Sachs & Co Wertp   10.00     8/24/2016    EUR    64.75
Goldman Sachs & Co Wertp   10.00     8/24/2016    EUR    64.75
Goldman Sachs & Co Wertp    4.00     9/21/2016    EUR    62.77
Goldman Sachs & Co Wertp    7.00     8/24/2016    EUR    73.39
Goldman Sachs & Co Wertp    3.00     6/22/2016    EUR    47.10
Goldman Sachs & Co Wertp    3.00     7/20/2016    EUR    47.32
Goldman Sachs & Co Wertp    7.00     6/21/2017    EUR    54.35
Goldman Sachs & Co Wertp    7.00     6/21/2017    EUR    54.35
Goldman Sachs & Co Wertp    7.00     6/21/2017    EUR    54.35
Goldman Sachs & Co Wertp    8.00     5/25/2016    EUR    52.89
Goldman Sachs & Co Wertp    5.00     8/24/2016    EUR    53.47
Goldman Sachs & Co Wertp    8.00     8/24/2016    EUR    54.57
Goldman Sachs & Co Wertp   10.00     8/24/2016    EUR    55.30
Goldman Sachs & Co Wertp   11.00     8/24/2016    EUR    55.67
Goldman Sachs & Co Wertp   11.00     8/24/2016    EUR    55.67
Goldman Sachs & Co Wertp    5.00     9/21/2016    EUR    53.84
Vontobel Financial Produ    9.45     6/24/2016    EUR    63.00
Vontobel Financial Produ    8.05     9/23/2016    EUR    64.40
Vontobel Financial Produ    8.50     7/22/2016    EUR    55.42
Vontobel Financial Produ    5.30     7/22/2016    EUR    58.95
UniCredit Bank AG           4.88     8/25/2017    EUR    67.55
Commerzbank AG              6.50     7/21/2016    EUR    74.95
Commerzbank AG              8.50     7/21/2016    EUR    74.25
Commerzbank AG              7.50     7/21/2016    EUR    48.18
Commerzbank AG              7.50     7/21/2016    EUR    65.65
Commerzbank AG              8.00     7/21/2016    EUR    72.13
Notenstein La Roche Priv    3.80     1/30/2017    CHF    75.16
Notenstein La Roche Priv    4.10      8/7/2018    CHF    75.16
Notenstein La Roche Priv    7.50      2/7/2017    EUR    73.83
Notenstein La Roche Priv    7.00      2/7/2017    CHF    74.07
Notenstein La Roche Priv    5.50      8/7/2018    CHF    68.17
Notenstein La Roche Priv    5.00      8/7/2018    CHF    68.67
Goldman Sachs & Co Wertp   21.00     7/20/2016    EUR    66.52
Goldman Sachs & Co Wertp   16.00    12/21/2016    EUR    71.91
Goldman Sachs & Co Wertp   21.00     7/20/2016    EUR    68.16
Goldman Sachs & Co Wertp   15.00     4/20/2016    EUR    74.42
Goldman Sachs & Co Wertp   14.00     7/20/2016    EUR    75.50
Goldman Sachs & Co Wertp    7.00     8/24/2016    EUR    69.29
Goldman Sachs & Co Wertp   10.00     8/24/2016    EUR    64.95
Goldman Sachs & Co Wertp    7.00     8/24/2016    EUR    52.42
Goldman Sachs & Co Wertp    8.00     8/24/2016    EUR    51.07
Goldman Sachs & Co Wertp   13.00     3/22/2017    EUR    51.10
Goldman Sachs & Co Wertp    9.00     6/21/2017    EUR    54.34
Goldman Sachs & Co Wertp   12.00     6/21/2017    EUR    53.14
Goldman Sachs & Co Wertp   21.00     7/20/2016    EUR    73.76
Bank Julius Baer & Co Lt   13.68     7/28/2016    CHF    48.35
LBBW                        2.50     8/26/2016    EUR    62.87
LBBW                        4.00     8/26/2016    EUR    59.98
LBBW                        5.50     8/26/2016    EUR    58.07
LBBW                        3.00     8/26/2016    EUR    72.05
LBBW                        5.00     8/26/2016    EUR    67.84
LBBW                        3.00     8/26/2016    EUR    55.03
LBBW                        4.00     8/26/2016    EUR    53.03
LBBW                        5.00     8/26/2016    EUR    51.75
LBBW                        4.00     8/26/2016    EUR    69.90
LBBW                        5.00     8/26/2016    EUR    72.05
LBBW                        2.50     8/26/2016    EUR    74.74
LBBW                        3.50     8/26/2016    EUR    72.72
LBBW                        4.50     8/26/2016    EUR    70.84
LBBW                        2.50     8/26/2016    EUR    74.67
LBBW                        3.50     8/26/2016    EUR    72.38
LBBW                        4.50     8/26/2016    EUR    70.31
LBBW                        2.50     8/26/2016    EUR    71.56
LBBW                        3.50     8/26/2016    EUR    68.98
LBBW                        4.50     8/26/2016    EUR    67.20
LBBW                        2.50     8/26/2016    EUR    64.68
LBBW                        4.00     8/26/2016    EUR    61.95
LBBW                        3.00     8/26/2016    EUR    61.94
LBBW                        2.50     8/25/2017    EUR    65.48
LBBW                        3.50     8/25/2017    EUR    63.03
LBBW                        4.50     8/25/2017    EUR    61.48
LBBW                        2.50     8/25/2017    EUR    74.80
LBBW                        3.50     8/25/2017    EUR    72.28
LBBW                        4.50     8/25/2017    EUR    70.45
LBBW                        2.50     8/25/2017    EUR    75.19
LBBW                        3.50     8/25/2017    EUR    72.38
LBBW                        4.50     8/25/2017    EUR    70.23
LBBW                        2.50     8/25/2017    EUR    71.12
LBBW                        3.50     8/25/2017    EUR    68.96
LBBW                        4.50     8/25/2017    EUR    67.31
LBBW                        3.00     8/25/2017    EUR    72.09
LBBW                        4.00     8/25/2017    EUR    69.87
LBBW                        5.00     8/25/2017    EUR    68.35
LBBW                        3.00     8/25/2017    EUR    57.96
LBBW                        4.00     8/25/2017    EUR    55.92
LBBW                        5.00     8/25/2017    EUR    54.46
LBBW                        3.00     8/25/2017    EUR    75.30
LBBW                        4.50     8/25/2017    EUR    72.32
LBBW                        3.50     8/25/2017    EUR    63.30
LBBW                        3.00     8/25/2017    EUR    68.27
LBBW                        3.00     8/25/2017    EUR    64.81
LBBW                        3.00     8/25/2017    EUR    75.33
LBBW                        3.00     8/25/2017    EUR    72.20
Vontobel Financial Produ    4.15    12/23/2016    EUR    60.97
Vontobel Financial Produ    6.90     6/24/2016    EUR    61.34
Vontobel Financial Produ    8.05     6/24/2016    EUR    73.98
Vontobel Financial Produ    9.15     6/24/2016    EUR    66.45
Vontobel Financial Produ    5.15     6/24/2016    EUR    69.99
Deutsche Bank AG            5.00     8/12/2016    EUR    66.69
Landesbank Hessen-Thueri    3.00    11/28/2016    EUR    75.50
Leonteq Securities AG       4.20      8/7/2018    EUR    76.47
Leonteq Securities AG      15.00     11/7/2016    CHF    31.09
Leonteq Securities AG      12.00     11/7/2016    CHF    52.40
Leonteq Securities AG       8.00     11/7/2016    CHF    69.99
Leonteq Securities AG       9.20     11/7/2016    USD    64.71
Notenstein La Roche Priv    6.00      8/7/2017    CHF    68.65
DZ Bank AG Deutsche Zent    5.00     7/29/2016    EUR    72.77
Notenstein La Roche Priv    4.00     7/31/2018    CHF    71.04
Notenstein La Roche Priv    6.80     7/31/2017    CHF    69.81
Notenstein La Roche Priv    6.20     7/31/2018    CHF    70.47
Notenstein La Roche Priv    6.00     7/31/2017    CHF    70.56
Notenstein La Roche Priv    4.00     1/31/2017    EUR    54.64
Notenstein La Roche Priv    4.00     7/31/2017    CHF    71.72
Leonteq Securities AG      13.00    10/31/2016    USD    75.31
Credit Suisse AG/Nassau     6.00     2/13/2017    CHF    67.41
Credit Suisse AG/Nassau     7.25     8/11/2016    CHF    46.05
Zurcher Kantonalbank Fin    4.00     8/24/2018    CHF    75.05
Commerzbank AG              6.00     6/23/2016    EUR    63.65
DZ Bank AG Deutsche Zent    5.60     6/20/2016    EUR    64.26
DZ Bank AG Deutsche Zent    5.80     6/20/2016    EUR    62.23
DZ Bank AG Deutsche Zent    4.80     9/19/2016    EUR    62.89
UBS AG/London               5.00     7/29/2016    CHF    65.80
UBS AG/London               8.00     7/31/2017    CHF    57.75
UBS AG/London               9.21      8/1/2016    USD     2.93
DekaBank Deutsche Giroze    5.00     7/22/2016    EUR    73.35
Credit Suisse AG/Nassau     5.50      8/3/2017    EUR    59.48
Credit Suisse AG/Nassau     6.50      2/3/2017    CHF    68.20
Zurcher Kantonalbank Fin    7.20     8/11/2016    CHF    73.02
Credit Suisse AG/London     5.00     8/10/2016    CHF    71.88
Bank Julius Baer & Co Lt    4.75     2/13/2017    CHF    73.75
Bank Julius Baer & Co Lt    9.05     2/13/2017    EUR    59.55
Credit Suisse AG/Nassau     7.00     8/12/2016    EUR    56.57
Vontobel Financial Produ    7.65     9/23/2016    EUR    51.67
Vontobel Financial Produ    7.70     6/24/2016    EUR    71.41
Vontobel Financial Produ    6.40     6/24/2016    EUR    73.27
Vontobel Financial Produ    4.90     7/22/2016    EUR    75.58
Vontobel Financial Produ    7.30     7/22/2016    EUR    71.89
Vontobel Financial Produ    5.45     9/23/2016    EUR    74.40
Vontobel Financial Produ    6.55     9/23/2016    EUR    72.80
Vontobel Financial Produ    7.00     9/23/2016    EUR    59.04
Vontobel Financial Produ    5.10     9/23/2016    EUR    61.34
Vontobel Financial Produ    4.25     9/23/2016    EUR    62.65
Vontobel Financial Produ    9.50     6/24/2016    EUR    56.53
Vontobel Financial Produ    8.10     6/24/2016    EUR    57.72
Vontobel Financial Produ    7.65     7/22/2016    EUR    58.05
Vontobel Financial Produ    8.90     7/22/2016    EUR    56.93
Vontobel Financial Produ    9.10     9/23/2016    EUR    57.14
Vontobel Financial Produ    8.00     9/23/2016    EUR    58.03
Vontobel Financial Produ    4.70     7/22/2016    EUR    55.10
Vontobel Financial Produ   14.00     6/24/2016    EUR    46.50
Vontobel Financial Produ   11.60     9/23/2016    EUR    48.92
Zurcher Kantonalbank Fin    5.75      2/6/2017    EUR    57.64
Bank Julius Baer & Co Lt    5.00     8/11/2016    CHF    45.55
Bank Julius Baer & Co Lt    5.00     8/11/2016    CHF    64.85
Vontobel Financial Produ    6.50      9/2/2016    EUR    65.28
Vontobel Financial Produ    8.50      9/2/2016    EUR    72.59
Vontobel Financial Produ    8.50      9/2/2016    EUR    46.29
Vontobel Financial Produ    6.75      9/2/2016    EUR    71.15
Vontobel Financial Produ    5.00     2/28/2017    EUR    69.69
Vontobel Financial Produ    6.40     12/9/2016    EUR    60.16
Vontobel Financial Produ    8.15     12/9/2016    EUR    58.51
Vontobel Financial Produ   14.90     12/9/2016    EUR    54.94
Vontobel Financial Produ    2.10     12/9/2016    EUR    67.56
Vontobel Financial Produ    2.70     12/9/2016    EUR    66.05
Vontobel Financial Produ    3.35     12/9/2016    EUR    64.66
Vontobel Financial Produ    4.05     12/9/2016    EUR    63.37
Vontobel Financial Produ    7.15      9/9/2016    EUR    58.84
Vontobel Financial Produ    4.30      9/9/2016    EUR    62.53
Vontobel Financial Produ   12.50     6/17/2016    EUR    66.33
Vontobel Financial Produ    9.45      9/9/2016    EUR    56.93
Vontobel Financial Produ    6.90     6/10/2016    EUR    74.01
Vontobel Financial Produ    6.65      9/9/2016    EUR    73.68
Vontobel Financial Produ   15.95     6/13/2016    EUR    52.12
Vontobel Financial Produ    4.60     6/10/2016    EUR    61.80
DZ Bank AG Deutsche Zent    5.25     6/24/2016    EUR    61.43
DZ Bank AG Deutsche Zent    5.00     6/24/2016    EUR    72.65
DZ Bank AG Deutsche Zent   10.25     6/24/2016    EUR    75.55
DZ Bank AG Deutsche Zent    5.00     8/26/2016    EUR    70.60
DZ Bank AG Deutsche Zent    8.00     8/26/2016    EUR    66.01
DZ Bank AG Deutsche Zent   10.25     6/24/2016    EUR    52.78
DZ Bank AG Deutsche Zent    6.00     8/26/2016    EUR    58.29
DZ Bank AG Deutsche Zent    8.00     9/23/2016    EUR    54.29
Vontobel Financial Produ    6.00      9/2/2016    EUR    56.38
DZ Bank AG Deutsche Zent   11.00     8/26/2016    EUR    55.67
Vontobel Financial Produ   16.25     6/17/2016    EUR    69.16
Vontobel Financial Produ    5.55      9/2/2016    EUR    75.95
Vontobel Financial Produ    6.50      9/2/2016    EUR    73.07
Vontobel Financial Produ    7.00      9/2/2016    EUR    47.90
Vontobel Financial Produ    6.00      9/2/2016    EUR    76.35
Vontobel Financial Produ    4.35     6/17/2016    EUR    54.58
Vontobel Financial Produ    4.30     9/16/2016    EUR    55.62
Vontobel Financial Produ   10.15     9/16/2016    EUR    49.48
Vontobel Financial Produ    9.90     6/17/2016    EUR    67.33
UniCredit Bank AG           4.75     9/22/2016    EUR    75.32
UniCredit Bank AG           4.80     9/22/2016    EUR    61.39
UniCredit Bank AG           4.70     9/22/2016    EUR    61.68
UniCredit Bank AG           4.40     9/22/2016    EUR    62.56
UniCredit Bank AG           5.40     9/22/2016    EUR    59.73
UniCredit Bank AG           4.90     9/22/2016    EUR    61.11
UniCredit Bank AG           5.00     9/22/2016    EUR    74.56
UniCredit Bank AG           5.10     9/22/2016    EUR    60.55
UniCredit Bank AG           4.00     9/22/2016    EUR    63.79
UniCredit Bank AG           4.50     9/22/2016    EUR    62.26
UniCredit Bank AG           5.90     9/22/2016    EUR    58.43
UniCredit Bank AG           6.70     9/22/2016    EUR    56.50
UniCredit Bank AG           4.20     9/22/2016    EUR    63.17
UniCredit Bank AG           4.75     9/22/2016    EUR    52.03
UniCredit Bank AG           4.50     9/22/2016    EUR    53.75
UniCredit Bank AG           5.70     9/22/2016    EUR    58.94
UniCredit Bank AG           6.40     9/22/2016    EUR    57.19
UniCredit Bank AG           5.20     9/22/2016    EUR    60.27
UniCredit Bank AG           5.60     9/22/2016    EUR    59.20
UniCredit Bank AG           5.30     9/22/2016    EUR    60.00
UniCredit Bank AG           4.50     9/22/2016    EUR    75.65
UniCredit Bank AG           6.80     9/22/2016    EUR    56.27
UniCredit Bank AG           4.60     9/22/2016    EUR    61.98
UniCredit Bank AG           6.10     9/22/2016    EUR    57.93
UniCredit Bank AG           5.25     9/22/2016    EUR    74.25
UniCredit Bank AG           6.00     9/22/2016    EUR    58.18
UniCredit Bank AG           5.80     9/22/2016    EUR    58.68
UniCredit Bank AG           4.10     9/22/2016    EUR    63.46
UniCredit Bank AG           6.30     9/22/2016    EUR    57.44
UniCredit Bank AG           4.25     9/22/2016    EUR    55.61
UniCredit Bank AG           4.80     9/22/2016    EUR    74.91
UniCredit Bank AG           5.50     9/22/2016    EUR    59.46
UniCredit Bank AG           6.60     9/22/2016    EUR    56.72
UniCredit Bank AG           5.00     9/22/2016    EUR    50.44
UniCredit Bank AG           5.00     9/22/2016    EUR    60.83
UniCredit Bank AG           6.90     9/22/2016    EUR    56.05
UniCredit Bank AG           4.00     9/22/2016    EUR    57.64
UniCredit Bank AG           6.50     9/22/2016    EUR    56.96
UniCredit Bank AG           6.20     9/22/2016    EUR    57.68
UniCredit Bank AG           4.30     9/22/2016    EUR    62.88
Commerzbank AG             10.00     7/21/2016    EUR    51.56
Commerzbank AG              8.00     7/21/2016    EUR    62.28
Commerzbank AG              8.50     7/21/2016    EUR    62.67
WGZ-Bank AG Westdeutsche    5.75     9/26/2016    EUR    71.96
WGZ-Bank AG Westdeutsche    6.75     9/26/2016    EUR    70.92
WGZ-Bank AG Westdeutsche    4.75     9/26/2016    EUR    74.64
Banque Cantonale Vaudois    8.70      8/3/2016    USD    71.15
Credit Suisse AG/London     7.25     8/11/2016    CHF    68.45
Vontobel Financial Produ   14.80     9/16/2016    EUR    74.86
Vontobel Financial Produ    9.85     9/16/2016    EUR    50.94
City of Alba Iulia Roman    2.50     4/15/2025    RON    68.00
Kaupthing ehf               5.00      1/4/2027    SKK    17.63
Vontobel Financial Produ    9.20     9/23/2016    EUR    76.53
DZ Bank AG Deutsche Zent    9.00     6/20/2016    EUR    74.71
DZ Bank AG Deutsche Zent    7.00    12/19/2016    EUR    72.03
Goldman Sachs & Co Wertp   16.00     8/24/2016    EUR    72.36
Goldman Sachs & Co Wertp   11.00     6/21/2017    EUR    76.28
Goldman Sachs & Co Wertp   11.00     6/21/2017    EUR    76.29
Goldman Sachs & Co Wertp    5.00    11/23/2016    EUR    56.57
Goldman Sachs & Co Wertp   21.00    11/23/2016    EUR    56.63
Deutsche Bank AG            5.20     7/20/2016    EUR    71.30
Deutsche Bank AG            5.20    11/23/2016    EUR    72.40
Deutsche Bank AG            5.20     7/20/2016    EUR    62.10
Deutsche Bank AG            5.20     7/20/2016    EUR    59.60
Deutsche Bank AG            5.20     7/20/2016    EUR    57.30
Deutsche Bank AG            5.20     8/24/2016    EUR    68.10
Deutsche Bank AG            5.20     8/24/2016    EUR    65.20
Deutsche Bank AG            5.20     8/24/2016    EUR    62.50
Deutsche Bank AG            5.20     8/24/2016    EUR    60.00
Deutsche Bank AG            5.20     3/21/2017    EUR    69.60
Deutsche Bank AG            5.50     6/22/2016    EUR    71.60
Deutsche Bank AG            6.50     6/21/2016    EUR    68.70
Deutsche Bank AG            5.50     6/21/2016    EUR    68.50
Deutsche Bank AG            6.50     9/20/2016    EUR    70.20
Deutsche Bank AG            5.50     9/20/2016    EUR    69.70
Deutsche Bank AG            5.50    12/20/2016    EUR    70.90
Deutsche Bank AG            6.50    12/20/2016    EUR    71.60
Deutsche Bank AG            6.50     3/21/2017    EUR    71.70
Deutsche Bank AG            5.50     3/21/2017    EUR    70.70
Deutsche Bank AG            6.50     6/21/2016    EUR    58.90
Deutsche Bank AG            6.50     9/20/2016    EUR    60.00
Deutsche Bank AG            5.50     9/20/2016    EUR    59.60
Deutsche Bank AG            6.50    12/20/2016    EUR    61.20
Deutsche Bank AG            5.50    12/20/2016    EUR    60.50
Vontobel Financial Produ   23.00     6/24/2016    EUR    76.26
Credit Suisse AG/Nassau     8.00    11/24/2016    CHF    72.53
Vontobel Financial Produ    7.05     6/24/2016    EUR    60.93
Vontobel Financial Produ   15.55     6/24/2016    EUR    54.91
Vontobel Financial Produ   16.55     6/24/2016    EUR    54.17
Vontobel Financial Produ   16.55     6/24/2016    EUR    54.17
Vontobel Financial Produ   13.05     6/24/2016    EUR    56.40
Vontobel Financial Produ   11.50     6/24/2016    EUR    57.15
Vontobel Financial Produ    6.10     6/24/2016    EUR    62.03
Vontobel Financial Produ    4.05     6/24/2016    EUR    64.37
Vontobel Financial Produ   10.55     6/24/2016    EUR    58.06
Vontobel Financial Produ    6.50     9/23/2016    EUR    62.31
Vontobel Financial Produ    7.50     9/23/2016    EUR    61.55
Vontobel Financial Produ   13.00     9/23/2016    EUR    57.63
Vontobel Financial Produ   15.00     9/23/2016    EUR    56.68
Vontobel Financial Produ    7.00    12/23/2016    EUR    75.32
Vontobel Financial Produ    9.00    12/23/2016    EUR    61.54
Lehman Brothers Treasury    1.28     11/6/2010    JPY    13.75
Lehman Brothers Treasury    3.00     9/13/2010    JPY    13.75
Leonteq Securities AG/Gu    5.75     3/17/2017    CHF    59.11
DZ Bank AG Deutsche Zent    3.50      7/1/2016    EUR    60.56
LBBW                        3.50     9/23/2016    EUR    57.87
LBBW                        3.00     6/23/2017    EUR    70.49
Zurcher Kantonalbank Fin    7.50     3/27/2017    CHF    67.94
LBBW                        4.20    10/28/2016    EUR    46.51
UniCredit Bank AG           4.30    10/17/2018    EUR    60.50
UniCredit Bank AG           4.55    10/28/2016    EUR    56.46
UniCredit Bank AG           4.30    12/22/2017    EUR    57.94
LBBW                        4.90    10/28/2016    EUR    60.27
UniCredit Bank AG           4.40     11/2/2017    EUR    61.97
UniCredit Bank AG           4.30    10/29/2018    EUR    65.16
LBBW                        3.90     6/23/2017    EUR    73.57
LBBW                        3.25     6/23/2017    EUR    67.54
DekaBank Deutsche Giroze    3.10      2/5/2018    EUR    60.59
Landesbank Hessen-Thueri    3.20      8/2/2016    EUR    53.70
DekaBank Deutsche Giroze    3.45      6/1/2018    EUR    61.19
HSBC Trinkaus & Burkhard    5.00    11/14/2016    EUR    49.06
UBS AG                      5.25    12/23/2016    EUR    55.82
UBS AG                      5.00     6/24/2016    EUR    53.26
UBS AG                      4.50    12/22/2017    EUR    52.98
UBS AG                     10.25    12/23/2016    EUR    42.22
UBS AG                      5.00    12/22/2017    EUR    59.77
UBS AG                      4.25    12/22/2017    EUR    57.38
UBS AG                      4.75    12/22/2017    EUR    58.25
Exane Finance               1.75     4/28/2016    EUR    23.56
Credit Suisse AG/Nassau     5.25     5/14/2018    CHF    73.03
Credit Suisse AG/Nassau     7.00     5/13/2016    CHF    69.12
Goldman Sachs & Co Wertp   18.00     4/20/2016    EUR    68.82
Goldman Sachs & Co Wertp   21.00     4/20/2016    EUR    65.83
Goldman Sachs & Co Wertp   17.00     9/21/2016    EUR    74.14
Goldman Sachs & Co Wertp   18.00     4/20/2016    EUR    73.09
Goldman Sachs & Co Wertp   25.00     4/20/2016    EUR    62.09
Goldman Sachs & Co Wertp   22.00     7/20/2016    EUR    65.71
Goldman Sachs & Co Wertp   19.00     9/21/2016    EUR    68.18
Goldman Sachs & Co Wertp   15.00     5/25/2016    EUR    63.02
Goldman Sachs & Co Wertp   19.00     5/25/2016    EUR    58.78
Goldman Sachs & Co Wertp   14.00     6/21/2017    EUR    74.62
Goldman Sachs & Co Wertp   25.00     4/20/2016    EUR    54.20
Goldman Sachs & Co Wertp    6.00    12/21/2016    EUR    76.29
Goldman Sachs & Co Wertp    8.00     3/22/2017    EUR    73.35
Goldman Sachs & Co Wertp    6.00     6/21/2017    EUR    76.57
Goldman Sachs & Co Wertp    8.00     6/21/2017    EUR    73.69
Goldman Sachs & Co Wertp   10.00     6/21/2017    EUR    71.32
Goldman Sachs & Co Wertp   20.00     4/20/2016    EUR    64.64
Goldman Sachs & Co Wertp   13.00     5/25/2016    EUR    72.37
Goldman Sachs & Co Wertp   12.00     6/21/2017    EUR    74.72
Goldman Sachs & Co Wertp    3.00     5/25/2016    EUR    66.92
Goldman Sachs & Co Wertp    4.00     5/25/2016    EUR    64.03
Goldman Sachs & Co Wertp    3.00     6/22/2016    EUR    67.02
Goldman Sachs & Co Wertp    8.00     7/20/2016    EUR    55.91
Goldman Sachs & Co Wertp    3.00    12/21/2016    EUR    67.65
Goldman Sachs & Co Wertp    7.00    12/21/2016    EUR    58.58
Goldman Sachs & Co Wertp    4.00     3/22/2017    EUR    68.41
Goldman Sachs & Co Wertp   10.00     3/22/2017    EUR    55.94
Goldman Sachs & Co Wertp   14.00     3/22/2017    EUR    54.30
Goldman Sachs & Co Wertp    3.00     6/21/2017    EUR    74.76
Goldman Sachs & Co Wertp    4.00     6/21/2017    EUR    66.29
Goldman Sachs & Co Wertp    6.00     6/21/2017    EUR    62.26
Goldman Sachs & Co Wertp    6.00     6/21/2017    EUR    64.29
Goldman Sachs & Co Wertp   10.00     6/21/2017    EUR    58.33
Goldman Sachs & Co Wertp   13.00     6/21/2017    EUR    56.57
Goldman Sachs & Co Wertp    9.00     5/25/2016    EUR    70.80
Goldman Sachs & Co Wertp   14.00     9/21/2016    EUR    65.34
Goldman Sachs & Co Wertp    9.00     3/22/2017    EUR    70.87
Goldman Sachs & Co Wertp    4.00     4/20/2016    EUR    72.78
Goldman Sachs & Co Wertp   10.00     4/20/2016    EUR    61.44
Goldman Sachs & Co Wertp   22.00     4/20/2016    EUR    51.05
Goldman Sachs & Co Wertp    5.00     5/25/2016    EUR    73.15
Goldman Sachs & Co Wertp    7.00     5/25/2016    EUR    69.20
Goldman Sachs & Co Wertp   20.00     5/25/2016    EUR    55.23
Goldman Sachs & Co Wertp   23.00     5/25/2016    EUR    53.29
Goldman Sachs & Co Wertp    4.00     6/22/2016    EUR    77.54
Goldman Sachs & Co Wertp   18.00     6/22/2016    EUR    56.42
Goldman Sachs & Co Wertp   21.00     6/22/2016    EUR    54.71
Goldman Sachs & Co Wertp   20.00     7/20/2016    EUR    56.07
Goldman Sachs & Co Wertp    5.00     9/21/2016    EUR    73.31
Goldman Sachs & Co Wertp    6.00     9/21/2016    EUR    70.12
Goldman Sachs & Co Wertp   17.00     9/21/2016    EUR    58.12
Goldman Sachs & Co Wertp   15.00    12/21/2016    EUR    60.89
Goldman Sachs & Co Wertp    5.00     3/22/2017    EUR    73.49
Goldman Sachs & Co Wertp   13.00     3/22/2017    EUR    62.69
Goldman Sachs & Co Wertp    6.00     6/21/2017    EUR    71.42
Goldman Sachs & Co Wertp   10.00     6/21/2017    EUR    68.20
Goldman Sachs & Co Wertp   18.00     4/20/2016    EUR    74.83
Goldman Sachs & Co Wertp   21.00     4/20/2016    EUR    72.03
Goldman Sachs & Co Wertp    9.00     4/20/2016    EUR    52.42
Goldman Sachs & Co Wertp    4.00     6/22/2016    EUR    61.93
Goldman Sachs & Co Wertp    5.00     9/21/2016    EUR    59.66
Goldman Sachs & Co Wertp    4.00    12/21/2016    EUR    63.31
Goldman Sachs & Co Wertp    7.00     3/22/2017    EUR    58.34
Goldman Sachs & Co Wertp    4.00     6/21/2017    EUR    64.27
Goldman Sachs & Co Wertp    4.00     6/21/2017    EUR    67.50
Goldman Sachs & Co Wertp    5.00     6/21/2017    EUR    62.45
Goldman Sachs & Co Wertp    4.00     4/20/2016    EUR    68.38
Goldman Sachs & Co Wertp    4.00     5/25/2016    EUR    67.23
Goldman Sachs & Co Wertp    4.00     6/22/2016    EUR    67.50
Goldman Sachs & Co Wertp   10.00     7/20/2016    EUR    69.30
Goldman Sachs & Co Wertp    5.00    12/21/2016    EUR    69.30
Goldman Sachs & Co Wertp    6.00    12/21/2016    EUR    69.99
Goldman Sachs & Co Wertp    7.00    12/21/2016    EUR    70.68
Goldman Sachs & Co Wertp    8.00    12/21/2016    EUR    71.37
Goldman Sachs & Co Wertp    6.00     3/22/2017    EUR    70.75
Goldman Sachs & Co Wertp    7.00     3/22/2017    EUR    71.69
Goldman Sachs & Co Wertp    8.00     3/22/2017    EUR    72.57
Goldman Sachs & Co Wertp    5.00     6/21/2017    EUR    69.17
Goldman Sachs & Co Wertp    6.00     6/21/2017    EUR    70.36
Goldman Sachs & Co Wertp    7.00     6/21/2017    EUR    71.54
Goldman Sachs & Co Wertp    7.00     6/21/2017    EUR    71.54
Goldman Sachs & Co Wertp    8.00     6/21/2017    EUR    72.73
Goldman Sachs & Co Wertp   11.00     4/20/2016    EUR    74.66
Goldman Sachs & Co Wertp    4.00     4/20/2016    EUR    50.03
Goldman Sachs & Co Wertp    4.00     4/20/2016    EUR    50.03
Goldman Sachs & Co Wertp    4.00     6/22/2016    EUR    50.66
Goldman Sachs & Co Wertp    4.00     7/20/2016    EUR    50.96
Goldman Sachs & Co Wertp    6.00     7/20/2016    EUR    51.50
Goldman Sachs & Co Wertp   10.00     7/20/2016    EUR    52.59
Goldman Sachs & Co Wertp   11.00     7/20/2016    EUR    52.63
Goldman Sachs & Co Wertp    6.00    12/21/2016    EUR    53.95
Goldman Sachs & Co Wertp    9.00    12/21/2016    EUR    55.78
Goldman Sachs & Co Wertp    5.00     3/22/2017    EUR    54.21
Goldman Sachs & Co Wertp    6.00     3/22/2017    EUR    55.15
Goldman Sachs & Co Wertp    7.00     3/22/2017    EUR    56.09
Goldman Sachs & Co Wertp    8.00     3/22/2017    EUR    56.79
Goldman Sachs & Co Wertp    8.00     3/22/2017    EUR    57.03
Goldman Sachs & Co Wertp    7.00     6/21/2017    EUR    57.54
Goldman Sachs & Co Wertp    8.00     6/21/2017    EUR    58.73
Goldman Sachs & Co Wertp    8.00     6/21/2017    EUR    58.49
Goldman Sachs & Co Wertp    7.00     4/20/2016    EUR    61.36
Goldman Sachs & Co Wertp   10.00     4/20/2016    EUR    61.43
Goldman Sachs & Co Wertp    7.00     5/25/2016    EUR    61.99
Goldman Sachs & Co Wertp   10.00     5/25/2016    EUR    62.35
Goldman Sachs & Co Wertp    5.00     6/22/2016    EUR    62.12
Goldman Sachs & Co Wertp    8.00     6/22/2016    EUR    62.70
Goldman Sachs & Co Wertp   11.00     6/22/2016    EUR    63.28
Goldman Sachs & Co Wertp   10.00     7/20/2016    EUR    63.76
Goldman Sachs & Co Wertp    5.00     9/21/2016    EUR    62.83
Goldman Sachs & Co Wertp    7.00     9/21/2016    EUR    63.71
Goldman Sachs & Co Wertp    8.00     9/21/2016    EUR    64.07
Goldman Sachs & Co Wertp   10.00     9/21/2016    EUR    65.04
Goldman Sachs & Co Wertp   10.00     9/21/2016    EUR    65.04
Goldman Sachs & Co Wertp    6.00    12/21/2016    EUR    64.07
Goldman Sachs & Co Wertp    9.00    12/21/2016    EUR    66.14
Goldman Sachs & Co Wertp    9.00    12/21/2016    EUR    66.14
Goldman Sachs & Co Wertp    5.00     3/22/2017    EUR    63.91
Goldman Sachs & Co Wertp    6.00     3/22/2017    EUR    64.85
Goldman Sachs & Co Wertp    7.00     3/22/2017    EUR    65.78
Goldman Sachs & Co Wertp    8.00     3/22/2017    EUR    66.65
Goldman Sachs & Co Wertp    7.00     6/21/2017    EUR    66.14
Goldman Sachs & Co Wertp    8.00     6/21/2017    EUR    67.33
Goldman Sachs & Co Wertp    8.00     4/20/2016    EUR    49.67
Goldman Sachs & Co Wertp   10.00     4/20/2016    EUR    49.71
Goldman Sachs & Co Wertp   11.00     4/20/2016    EUR    49.73
Goldman Sachs & Co Wertp    4.00     6/22/2016    EUR    50.25
Goldman Sachs & Co Wertp    4.00     7/20/2016    EUR    50.28
Goldman Sachs & Co Wertp    8.00     7/20/2016    EUR    51.37
Goldman Sachs & Co Wertp   10.00     7/20/2016    EUR    51.91
Goldman Sachs & Co Wertp   10.00     9/21/2016    EUR    53.61
Goldman Sachs & Co Wertp    4.00    12/21/2016    EUR    51.83
Goldman Sachs & Co Wertp    8.00    12/21/2016    EUR    54.59
Goldman Sachs & Co Wertp    9.00    12/21/2016    EUR    55.28
Goldman Sachs & Co Wertp    9.00    12/21/2016    EUR    55.28
Goldman Sachs & Co Wertp    9.00    12/21/2016    EUR    55.28
Goldman Sachs & Co Wertp    7.00     3/22/2017    EUR    55.60
Goldman Sachs & Co Wertp    8.00     3/22/2017    EUR    56.54
Goldman Sachs & Co Wertp    8.00     3/22/2017    EUR    56.54
Goldman Sachs & Co Wertp    8.00     3/22/2017    EUR    56.54
Goldman Sachs & Co Wertp    8.00     6/21/2017    EUR    57.86
Goldman Sachs & Co Wertp    8.00     6/21/2017    EUR    57.86
Notenstein La Roche Priv    9.00      1/6/2017    CHF    59.33
Bank Julius Baer & Co Lt    8.20      7/5/2016    USD    67.60
Bank Julius Baer & Co Lt    6.00      7/5/2016    EUR    68.15
Vontobel Financial Produ    6.95     7/22/2016    EUR    76.45
Landesbank Hessen-Thueri    4.00     7/31/2019    EUR    70.19
Vontobel Financial Produ    7.55     7/22/2016    EUR    50.95
Deutsche Bank AG            6.50    12/20/2016    EUR    69.80
Deutsche Bank AG            4.50     9/20/2016    EUR    61.40
Deutsche Bank AG            6.50     9/20/2016    EUR    68.70
Deutsche Bank AG            6.50     6/21/2016    EUR    60.80
Deutsche Bank AG            4.50     9/20/2016    EUR    67.80
Deutsche Bank AG            4.50    12/20/2016    EUR    62.30
Deutsche Bank AG            6.50     9/20/2016    EUR    58.90
Deutsche Bank AG            4.50    12/20/2016    EUR    58.90
Deutsche Bank AG            4.50    12/20/2016    EUR    54.00
Deutsche Bank AG            4.50     9/20/2016    EUR    58.00
Deutsche Bank AG            6.50    12/20/2016    EUR    60.30
LBBW                        3.70     7/27/2018    EUR    57.86
Deutsche Bank AG            4.50     6/21/2016    EUR    58.40
Deutsche Bank AG            4.50     6/21/2016    EUR    62.60
Deutsche Bank AG            6.50    12/20/2016    EUR    64.70
Deutsche Bank AG            4.50     9/20/2016    EUR    62.40
Deutsche Bank AG            4.50    12/20/2016    EUR    63.30
Deutsche Bank AG            6.50     6/21/2016    EUR    58.80
Vontobel Financial Produ    8.00     7/22/2016    EUR    51.82
Vontobel Financial Produ    6.50     7/22/2016    EUR    47.61
Deutsche Bank AG            6.50     9/20/2016    EUR    63.30
Deutsche Bank AG            6.50     9/20/2016    EUR    59.30
Deutsche Bank AG            8.20     9/20/2016    EUR    63.10
Deutsche Bank AG            8.20     9/20/2016    EUR    54.60
Deutsche Bank AG            8.20    12/20/2016    EUR    56.60
Deutsche Bank AG            8.20     9/20/2016    EUR    60.10
Deutsche Bank AG            5.50     6/22/2016    EUR    67.00
Deutsche Bank AG            6.50     6/22/2016    EUR    67.20
Deutsche Bank AG            4.50     6/22/2016    EUR    62.50
Deutsche Bank AG            6.50     6/22/2016    EUR    62.90
Deutsche Bank AG            6.50     6/22/2016    EUR    59.00
Deutsche Bank AG            4.50     9/20/2016    EUR    67.70
Deutsche Bank AG            6.50     9/20/2016    EUR    68.60
Deutsche Bank AG            5.50     9/20/2016    EUR    68.10
Deutsche Bank AG            6.50     9/20/2016    EUR    64.40
Deutsche Bank AG            5.50     9/20/2016    EUR    63.90
Deutsche Bank AG            5.50     9/20/2016    EUR    60.10
Deutsche Bank AG            5.50    12/20/2016    EUR    69.00
Deutsche Bank AG            4.50    12/20/2016    EUR    68.30
Deutsche Bank AG            6.50    12/20/2016    EUR    65.70
Deutsche Bank AG            5.50    12/20/2016    EUR    65.00
Deutsche Bank AG            4.50    12/20/2016    EUR    60.60
Deutsche Bank AG            5.50     6/22/2016    EUR    74.20
Deutsche Bank AG            5.50     6/22/2016    EUR    70.80
Deutsche Bank AG            4.50     9/20/2016    EUR    74.80
Deutsche Bank AG            6.50     9/20/2016    EUR    72.40
Deutsche Bank AG            8.20     6/21/2016    EUR    61.20
Deutsche Bank AG            4.50     9/20/2016    EUR    70.30
Deutsche Bank AG            4.50    12/20/2016    EUR    76.00
Deutsche Bank AG            4.50    12/20/2016    EUR    71.20
Deutsche Bank AG            5.50    12/20/2016    EUR    71.90
Deutsche Bank AG            4.50     6/22/2016    EUR    76.20
Deutsche Bank AG            4.50     6/22/2016    EUR    70.90
Deutsche Bank AG            6.50     6/22/2016    EUR    71.30
Deutsche Bank AG            6.50     9/20/2016    EUR    76.20
Deutsche Bank AG            4.50     9/20/2016    EUR    75.30
Deutsche Bank AG            5.50     9/20/2016    EUR    71.90
Deutsche Bank AG            6.50    12/20/2016    EUR    76.70
Deutsche Bank AG            4.50    12/20/2016    EUR    75.30
Deutsche Bank AG            6.50    12/20/2016    EUR    73.70
Deutsche Bank AG            4.50    12/20/2016    EUR    72.30
Deutsche Bank AG            6.50     6/21/2016    EUR    75.80
Deutsche Bank AG            4.50     6/21/2016    EUR    75.40
Deutsche Bank AG            5.50     6/21/2016    EUR    75.60
Deutsche Bank AG            4.50     6/21/2016    EUR    69.70
Deutsche Bank AG            6.50     9/20/2016    EUR    71.60
Deutsche Bank AG            4.50     9/20/2016    EUR    70.70
Deutsche Bank AG            6.50    12/20/2016    EUR    76.60
Deutsche Bank AG            4.50    12/20/2016    EUR    75.20
Deutsche Bank AG            4.50    12/20/2016    EUR    69.90
Deutsche Bank AG            5.50    12/20/2016    EUR    70.60
Commerzbank AG              8.00     6/23/2016    EUR    53.26
Commerzbank AG              6.50     6/23/2016    EUR    74.40
Deutsche Bank AG            5.00     7/15/2016    EUR    57.84
DZ Bank AG Deutsche Zent    5.00     9/23/2016    EUR    75.17
Bank Julius Baer & Co Lt    8.90     6/30/2016    USD    56.40
Bank Julius Baer & Co Lt   11.70     6/30/2016    USD    47.80
Bank Julius Baer & Co Lt    8.25     6/30/2016    USD    70.45
Vontobel Financial Produ    6.00     7/22/2016    EUR    73.09
Vontobel Financial Produ    7.10     6/24/2016    EUR    57.13
Vontobel Financial Produ    7.20     6/24/2016    EUR    70.64
Vontobel Financial Produ    6.60     6/24/2016    EUR    66.47
Vontobel Financial Produ    8.35     6/24/2016    EUR    71.81
Vontobel Financial Produ    8.80     6/24/2016    EUR    51.69
Credit Suisse AG/Nassau     8.00     7/11/2016    EUR    72.39
Bank Julius Baer & Co Lt   12.50      7/8/2016    USD    67.95
Vontobel Financial Produ    7.75     6/24/2016    EUR    73.92
Vontobel Financial Produ    6.90     9/23/2016    EUR    75.28
DZ Bank AG Deutsche Zent    5.90     6/20/2016    EUR    63.01
DZ Bank AG Deutsche Zent    7.10     6/20/2016    EUR    61.27
DZ Bank AG Deutsche Zent    5.40     9/19/2016    EUR    63.92
DZ Bank AG Deutsche Zent    6.30     9/19/2016    EUR    62.44
DZ Bank AG Deutsche Zent    7.30     9/19/2016    EUR    61.08
DZ Bank AG Deutsche Zent    5.00     6/20/2016    EUR    55.68
DZ Bank AG Deutsche Zent    6.00     6/20/2016    EUR    54.19
DZ Bank AG Deutsche Zent    7.90     6/20/2016    EUR    64.95
DZ Bank AG Deutsche Zent    7.00     9/19/2016    EUR    65.58
DZ Bank AG Deutsche Zent    6.60     9/19/2016    EUR    69.61
DZ Bank AG Deutsche Zent    7.30     9/19/2016    EUR    67.83
DZ Bank AG Deutsche Zent    7.10     6/20/2016    EUR    50.00
DZ Bank AG Deutsche Zent    5.00     9/19/2016    EUR    52.72
DZ Bank AG Deutsche Zent    7.00     6/20/2016    EUR    58.23
DZ Bank AG Deutsche Zent    5.75     6/20/2016    EUR    57.99
DZ Bank AG Deutsche Zent    7.50     9/19/2016    EUR    59.96
HSBC Trinkaus & Burkhard   10.90     6/24/2016    EUR    71.66
HSBC Trinkaus & Burkhard   11.20     9/23/2016    EUR    71.48
HSBC Trinkaus & Burkhard    9.40     9/23/2016    EUR    73.66
HSBC Trinkaus & Burkhard    9.00     5/27/2016    EUR    73.89
HSBC Trinkaus & Burkhard    7.20     5/27/2016    EUR    73.08
HSBC Trinkaus & Burkhard    6.10     9/23/2016    EUR    69.40
HSBC Trinkaus & Burkhard    6.90    12/23/2016    EUR    68.24
HSBC Trinkaus & Burkhard    8.20     5/27/2016    EUR    65.06
HSBC Trinkaus & Burkhard    8.90     9/23/2016    EUR    54.04
HSBC Trinkaus & Burkhard    6.40     9/23/2016    EUR    56.75
HSBC Trinkaus & Burkhard    7.00    12/23/2016    EUR    56.69
HSBC Trinkaus & Burkhard    7.70     5/27/2016    EUR    52.86
HSBC Trinkaus & Burkhard    9.60     9/23/2016    EUR    72.11
HSBC Trinkaus & Burkhard    9.20     5/27/2016    EUR    72.22
HSBC Trinkaus & Burkhard    9.70     9/23/2016    EUR    65.02
HSBC Trinkaus & Burkhard    7.60    12/23/2016    EUR    67.85
HSBC Trinkaus & Burkhard    8.10     5/27/2016    EUR    67.38
HSBC Trinkaus & Burkhard   11.70     9/23/2016    EUR    76.15
HSBC Trinkaus & Burkhard    7.40     6/24/2016    EUR    64.36
HSBC Trinkaus & Burkhard   11.30     9/23/2016    EUR    60.34
HSBC Trinkaus & Burkhard    6.80     9/23/2016    EUR    65.44
HSBC Trinkaus & Burkhard    7.80    12/23/2016    EUR    64.28
HSBC Trinkaus & Burkhard   10.00     5/27/2016    EUR    60.95
HSBC Trinkaus & Burkhard    8.30     6/24/2016    EUR    69.06
HSBC Trinkaus & Burkhard    7.80     9/23/2016    EUR    70.31
HSBC Trinkaus & Burkhard    9.20    12/23/2016    EUR    68.42
HSBC Trinkaus & Burkhard    6.40    12/23/2016    EUR    72.81
HSBC Trinkaus & Burkhard    6.30     4/22/2016    EUR    73.46
HSBC Trinkaus & Burkhard   11.80     5/27/2016    EUR    64.29
HSBC Trinkaus & Burkhard    7.10     5/27/2016    EUR    70.92
HSBC Trinkaus & Burkhard    8.80     9/23/2016    EUR    51.04
HSBC Trinkaus & Burkhard    6.50    12/23/2016    EUR    53.80
HSBC Trinkaus & Burkhard    7.10     5/27/2016    EUR    50.44
HSBC Trinkaus & Burkhard   13.60     9/23/2016    EUR    75.81
HSBC Trinkaus & Burkhard   12.40     5/27/2016    EUR    74.23
HSBC Trinkaus & Burkhard    6.00     6/24/2016    EUR    54.98
HSBC Trinkaus & Burkhard    9.70     6/24/2016    EUR    50.59
HSBC Trinkaus & Burkhard    8.20     6/24/2016    EUR    57.25
EFG International Financ    7.20     6/26/2017    GBP    38.24
Vontobel Financial Produ    3.10      1/2/2017    EUR    48.97
Commerzbank AG              6.50     6/23/2016    EUR    75.56
Commerzbank AG              7.25     6/23/2016    EUR    74.21
Commerzbank AG              8.25     6/23/2016    EUR    72.94
Commerzbank AG              6.00     6/23/2016    EUR    74.74
Commerzbank AG              6.75     6/23/2016    EUR    73.36
Commerzbank AG              7.75     6/23/2016    EUR    72.10
Commerzbank AG              8.75     6/23/2016    EUR    70.88
Commerzbank AG              8.25     6/23/2016    EUR    75.77
Commerzbank AG              6.50     6/23/2016    EUR    73.69
Commerzbank AG              7.75     6/23/2016    EUR    72.09
Commerzbank AG              8.75     6/23/2016    EUR    70.52
Commerzbank AG              4.50     6/23/2016    EUR    55.84
Commerzbank AG              5.00     6/23/2016    EUR    55.32
Commerzbank AG              5.25     6/23/2016    EUR    54.78
Commerzbank AG              5.75     6/23/2016    EUR    54.31
Commerzbank AG              6.00     6/23/2016    EUR    53.78
Commerzbank AG              6.50     6/23/2016    EUR    53.33
Commerzbank AG              6.75     6/23/2016    EUR    52.84
Commerzbank AG              7.25     6/23/2016    EUR    52.40
Commerzbank AG              7.75     6/23/2016    EUR    51.98
Commerzbank AG              8.25     6/23/2016    EUR    51.58
Commerzbank AG              8.50     6/23/2016    EUR    51.13
Commerzbank AG              4.25     6/23/2016    EUR    70.25
Commerzbank AG              5.00     6/23/2016    EUR    68.94
Commerzbank AG              5.75     6/23/2016    EUR    67.64
Commerzbank AG              6.50     6/23/2016    EUR    66.38
Commerzbank AG              7.25     6/23/2016    EUR    65.18
Commerzbank AG              8.25     6/23/2016    EUR    64.13
Commerzbank AG              9.25     6/23/2016    EUR    63.02
Commerzbank AG              6.00     6/23/2016    EUR    62.82
Commerzbank AG              6.75     6/23/2016    EUR    61.66
Commerzbank AG              7.50     6/23/2016    EUR    60.56
Commerzbank AG              8.50     6/23/2016    EUR    59.56
Commerzbank AG              9.25     6/23/2016    EUR    58.56
Commerzbank AG              5.50     6/23/2016    EUR    73.83
Commerzbank AG              6.50     6/23/2016    EUR    72.03
Commerzbank AG              7.25     6/23/2016    EUR    70.27
Commerzbank AG              8.25     6/23/2016    EUR    68.64
Commerzbank AG              9.25     6/23/2016    EUR    67.11
Commerzbank AG             10.25     6/23/2016    EUR    65.65
Commerzbank AG             11.25     6/23/2016    EUR    64.28
Commerzbank AG              9.25     6/23/2016    EUR    77.40
Commerzbank AG              4.50     6/23/2016    EUR    71.80
Commerzbank AG              5.25     6/23/2016    EUR    70.47
Commerzbank AG              6.00     6/23/2016    EUR    69.21
Commerzbank AG              7.00     6/23/2016    EUR    68.05
Commerzbank AG              4.50     6/23/2016    EUR    65.29
Commerzbank AG              5.00     6/23/2016    EUR    63.98
Commerzbank AG              9.50     6/23/2016    EUR    77.49
Commerzbank AG              3.75     6/23/2016    EUR    54.49
Commerzbank AG              4.50     6/23/2016    EUR    53.44
Commerzbank AG              5.25     6/23/2016    EUR    52.45
Commerzbank AG              6.00     6/23/2016    EUR    51.51
Commerzbank AG              6.75     6/23/2016    EUR    50.60
Commerzbank AG              7.75     6/23/2016    EUR    49.80
Commerzbank AG              8.50     6/23/2016    EUR    48.98
Commerzbank AG              4.50     6/23/2016    EUR    64.33
Commerzbank AG              5.25     6/23/2016    EUR    62.66
Commerzbank AG              6.00     6/23/2016    EUR    61.22
Commerzbank AG              6.75     6/23/2016    EUR    59.63
Commerzbank AG              7.75     6/23/2016    EUR    58.40
Commerzbank AG              8.75     6/23/2016    EUR    57.03
Commerzbank AG              9.75     6/23/2016    EUR    55.84
Commerzbank AG              5.75     6/23/2016    EUR    69.95
Commerzbank AG              6.25     6/23/2016    EUR    68.55
Commerzbank AG              7.00     6/23/2016    EUR    67.26
Commerzbank AG              7.75     6/23/2016    EUR    66.03
Commerzbank AG              8.50     6/23/2016    EUR    64.80
Commerzbank AG              9.50     6/23/2016    EUR    63.73
Commerzbank AG             10.25     6/23/2016    EUR    62.67
Commerzbank AG              6.75     5/26/2016    EUR    74.52
Commerzbank AG              9.00     5/26/2016    EUR    71.09
Leonteq Securities AG       5.00     7/10/2018    CHF    74.84
Goldman Sachs & Co Wertp    7.00     7/20/2016    EUR    74.33
Goldman Sachs & Co Wertp   11.00     7/20/2016    EUR    64.16
Goldman Sachs & Co Wertp    9.00    12/21/2016    EUR    66.89
Goldman Sachs & Co Wertp    4.00     9/21/2016    EUR    51.55
Goldman Sachs & Co Wertp    4.00    12/21/2016    EUR    52.57
Goldman Sachs & Co Wertp    3.00     4/20/2016    EUR    58.22
Goldman Sachs & Co Wertp    3.00     5/25/2016    EUR    58.47
Goldman Sachs & Co Wertp    3.00     6/22/2016    EUR    58.69
Goldman Sachs & Co Wertp    4.00     7/20/2016    EUR    59.14
Goldman Sachs & Co Wertp    6.00     3/22/2017    EUR    52.47
Goldman Sachs & Co Wertp    6.00     3/22/2017    EUR    52.47
Bank Julius Baer & Co Lt   12.08      7/1/2016    EUR    70.35
Zurcher Kantonalbank Fin    8.12      7/8/2016    CHF    72.45
Commerzbank AG             15.25     6/23/2016    EUR    71.13
Commerzbank AG             15.75     6/23/2016    EUR    72.65
Commerzbank AG              7.50     6/23/2016    EUR    54.12
Commerzbank AG              9.25     6/23/2016    EUR    51.70
Commerzbank AG             11.25     6/23/2016    EUR    49.60
Commerzbank AG             12.00     6/23/2016    EUR    74.47
Commerzbank AG              9.50     6/23/2016    EUR    72.80
Commerzbank AG              6.50     6/23/2016    EUR    75.52
Commerzbank AG              8.00     6/23/2016    EUR    71.57
Commerzbank AG              9.75     6/23/2016    EUR    68.07
Commerzbank AG             11.50     6/23/2016    EUR    64.95
Commerzbank AG             13.50     6/23/2016    EUR    62.26
Commerzbank AG             13.25     6/23/2016    EUR    78.06
Commerzbank AG             10.50     6/23/2016    EUR    76.56
Commerzbank AG             12.50     6/23/2016    EUR    73.34
Commerzbank AG              6.75     6/23/2016    EUR    73.98
Commerzbank AG             10.25     6/23/2016    EUR    66.70
Commerzbank AG             14.50     6/23/2016    EUR    61.09
Vontobel Financial Produ    6.20      7/6/2016    EUR    73.27
Goldman Sachs & Co Wertp    5.00     9/21/2016    EUR    75.00
Zurcher Kantonalbank Fin    8.50     7/17/2017    CHF    58.05
Zurcher Kantonalbank Fin    5.70     7/17/2017    CHF    73.91
Zurcher Kantonalbank Fin    9.00     7/17/2017    EUR    62.12
Leonteq Securities AG      10.00    10/13/2016    CHF    68.88
Leonteq Securities AG       8.00    10/13/2016    CHF    69.22
Leonteq Securities AG      10.00    10/13/2016    EUR    72.15
LBBW                        2.50    12/23/2016    EUR    63.98
LBBW                        3.50    12/23/2016    EUR    61.24
LBBW                        3.00    12/23/2016    EUR    75.64
LBBW                        4.00    12/23/2016    EUR    73.32
LBBW                        4.00    12/23/2016    EUR    73.92
LBBW                        2.50    12/23/2016    EUR    75.67
LBBW                        3.50    12/23/2016    EUR    73.13
LBBW                        2.00    12/23/2016    EUR    61.40
LBBW                        3.00    12/23/2016    EUR    58.62
LBBW                        4.00    12/23/2016    EUR    56.59
LBBW                        2.50    12/23/2016    EUR    65.37
LBBW                        3.50    12/23/2016    EUR    62.73
LBBW                        3.00    12/23/2016    EUR    71.08
LBBW                        4.00    12/23/2016    EUR    68.84
Notenstein La Roche Priv    5.00     7/10/2018    CHF    74.90
Notenstein La Roche Priv    6.00     1/10/2017    CHF    70.36
UBS AG/London               5.50      7/3/2017    CHF    69.37
DekaBank Deutsche Giroze    3.00     4/16/2018    EUR    58.87
DekaBank Deutsche Giroze    3.40      4/9/2018    EUR    51.69
HSBC Trinkaus & Burkhard    6.00     12/6/2016    EUR    43.21
Leonteq Securities AG/Gu    7.68     5/16/2016    EUR    61.70
Notenstein La Roche Priv    6.60     5/19/2016    CHF    59.40
UBS AG/London              11.00     6/24/2016    EUR    74.27
Raiffeisen Centrobank AG    5.60     6/15/2016    EUR    49.49
Vontobel Financial Produ    5.00      7/4/2016    EUR    54.90
Credit Suisse AG/Nassau     5.50     6/13/2016    CHF    55.53
Zurcher Kantonalbank Fin    7.38     6/17/2016    CHF    63.05
Notenstein La Roche Priv    7.50     6/23/2016    CHF    58.10
Credit Suisse AG/Nassau     5.00      7/4/2016    CHF    64.98
DekaBank Deutsche Giroze    2.35     6/13/2016    EUR    52.70
Vontobel Financial Produ    7.10     5/27/2016    EUR    62.98
UBS AG/London               5.00     8/14/2017    CHF    50.05
UBS AG/London              11.75    12/23/2016    EUR    74.00
UBS AG/London              13.75    12/23/2016    EUR    61.35
UBS AG/London              11.75    12/23/2016    EUR    69.53
DekaBank Deutsche Giroze    3.15     5/18/2018    EUR    46.21
Vontobel Financial Produ    6.15     6/24/2016    EUR    66.42
Vontobel Financial Produ    8.60     6/24/2016    EUR    47.60
DekaBank Deutsche Giroze    3.00      5/4/2018    EUR    66.60
Goldman Sachs Internatio    0.67      6/8/2020    GBP    70.50
Credit Suisse AG/Nassau     6.38     6/20/2016    CHF    65.56
Barclays Bank PLC           2.30     9/13/2016    EUR    41.34
Banque Cantonale Vaudois    4.80     3/10/2017    CHF    42.93
Commerzbank AG              7.00     9/13/2016    EUR    44.40
LBBW                        4.25     4/22/2016    EUR    74.94
LBBW                        3.30     6/22/2018    EUR    58.77
LBBW                        4.15    10/28/2016    EUR    47.46
Vontobel Financial Produ    5.00     4/11/2016    EUR    55.90
DekaBank Deutsche Giroze    3.30     2/26/2018    EUR    48.30
DekaBank Deutsche Giroze    3.40     6/24/2016    EUR    38.55
LBBW                        3.00     5/25/2018    EUR    61.38
Credit Suisse AG/London     8.30     4/23/2024    USD    73.00
UBS AG                     13.00    12/23/2016    EUR    70.68
UBS AG                     13.50     6/24/2016    EUR    73.82
UBS AG                     18.50     6/24/2016    EUR    66.27
UBS AG                      4.25     6/24/2016    EUR    53.10
UBS AG                      5.00    12/23/2016    EUR    49.24
UBS AG                      7.00    12/23/2016    EUR    50.69
UBS AG                      9.50    12/23/2016    EUR    52.77
UBS AG                      6.50    12/23/2016    EUR    50.33
UBS AG                      8.25    12/23/2016    EUR    44.43
UBS AG                      9.00    12/23/2016    EUR    41.31
LBBW                        3.10     6/23/2017    EUR    67.83
UniCredit Bank AG           4.10     9/28/2018    EUR    63.79
Zurcher Kantonalbank Fin   11.06      7/1/2016    CHF    64.04
Vontobel Financial Produ    2.05    12/12/2016    EUR    60.40
Vontobel Financial Produ    3.70      9/9/2016    EUR    55.96
Vontobel Financial Produ    2.50      9/9/2016    EUR    58.47
Vontobel Financial Produ    3.65     6/10/2016    EUR    68.90
Vontobel Financial Produ    3.85      9/9/2016    EUR    68.51
Vontobel Financial Produ    5.35      9/9/2016    EUR    65.37
Vontobel Financial Produ    6.95      9/9/2016    EUR    62.56
Vontobel Financial Produ    9.05     9/16/2016    EUR    75.45
Vontobel Financial Produ    5.70      9/9/2016    EUR    66.35
Vontobel Financial Produ    4.35      9/9/2016    EUR    69.25
Vontobel Financial Produ    6.30     6/10/2016    EUR    65.50
Vontobel Financial Produ    4.35     6/10/2016    EUR    68.90
Vontobel Financial Produ    3.45     12/9/2016    EUR    74.16
HSBC Trinkaus & Burkhard    5.00      7/1/2016    EUR    47.39
Vontobel Financial Produ    5.10      9/9/2016    EUR    60.97
Vontobel Financial Produ    9.05     6/17/2016    EUR    55.76
Vontobel Financial Produ    7.00     6/17/2016    EUR    53.06
Vontobel Financial Produ    7.95     6/10/2016    EUR    56.79
Leonteq Securities AG/Gu    9.12     7/13/2016    CHF    56.05
Leonteq Securities AG      10.00     7/13/2016    EUR    56.35
UBS AG/London              12.00      7/1/2016    USD    50.55
UBS AG/London               7.50      7/3/2017    EUR    53.66
Vontobel Financial Produ    4.45     12/9/2016    EUR    72.67
Vontobel Financial Produ    4.75      9/9/2016    EUR    72.33
Vontobel Financial Produ    5.05     6/10/2016    EUR    75.51
Commerzbank AG              8.75     6/23/2016    EUR    75.63
Commerzbank AG             10.75     6/23/2016    EUR    72.33
Commerzbank AG              7.00     6/23/2016    EUR    75.23
Commerzbank AG              9.00     6/23/2016    EUR    71.80
Commerzbank AG             11.00     6/23/2016    EUR    68.73
Commerzbank AG              6.50     6/23/2016    EUR    51.79
Commerzbank AG              8.25     6/23/2016    EUR    50.05
Commerzbank AG             10.00     6/23/2016    EUR    48.45
Vontobel Financial Produ    4.65     9/16/2016    EUR    55.20
Vontobel Financial Produ    3.00      9/9/2016    EUR    57.24
Vontobel Financial Produ    3.05     6/10/2016    EUR    56.44
Vontobel Financial Produ    4.35      9/9/2016    EUR    54.66
Vontobel Financial Produ    4.60     6/10/2016    EUR    53.58
Vontobel Financial Produ    4.55     6/17/2016    EUR    72.81
Landesbank Hessen-Thueri    3.00    10/31/2016    EUR    66.30
WGZ-Bank AG Westdeutsche    4.00    12/19/2016    EUR    70.70
Banque Cantonale Vaudois    7.25      7/3/2017    CHF    51.19
Deutsche Bank AG            3.20     7/20/2016    EUR    74.10
Deutsche Bank AG            3.20     7/20/2016    EUR    67.60
Deutsche Bank AG            3.20     8/24/2016    EUR    67.80
Deutsche Bank AG            3.20    10/26/2016    EUR    74.10
Deutsche Bank AG            3.20     9/20/2016    EUR    67.90
Deutsche Bank AG            3.20     9/20/2016    EUR    70.90
Deutsche Bank AG            3.20     8/24/2016    EUR    74.10
Deutsche Bank AG            3.20     7/20/2016    EUR    70.70
Deutsche Bank AG            3.20     9/20/2016    EUR    74.10
Deutsche Bank AG            3.20     8/24/2016    EUR    70.80
Deutsche Bank AG            3.20     8/24/2016    EUR    57.00
Deutsche Bank AG            3.20     9/20/2016    EUR    59.40
Deutsche Bank AG            3.20    12/20/2016    EUR    71.20
Deutsche Bank AG            3.20     7/20/2016    EUR    56.70
Deutsche Bank AG            3.20    11/23/2016    EUR    71.10
Deutsche Bank AG            3.20     8/24/2016    EUR    54.90
Deutsche Bank AG            3.20    10/26/2016    EUR    55.30
Deutsche Bank AG            3.20     7/20/2016    EUR    54.60
Deutsche Bank AG            3.20    12/20/2016    EUR    55.70
Deutsche Bank AG            3.20    12/20/2016    EUR    68.30
Deutsche Bank AG            3.20     8/24/2016    EUR    59.30
Deutsche Bank AG            3.20    11/23/2016    EUR    59.80
Deutsche Bank AG            3.20     9/20/2016    EUR    55.10
Deutsche Bank AG            3.20     7/20/2016    EUR    59.00
Deutsche Bank AG            3.20    10/26/2016    EUR    71.00
Deutsche Bank AG            3.20     9/20/2016    EUR    57.20
Deutsche Bank AG            3.20    12/20/2016    EUR    60.00
Deutsche Bank AG            3.20    11/23/2016    EUR    55.50
Deutsche Bank AG            3.20    12/20/2016    EUR    57.80
Deutsche Bank AG            3.20    10/26/2016    EUR    68.10
Deutsche Bank AG            3.20    10/26/2016    EUR    57.40
Deutsche Bank AG            3.20    10/26/2016    EUR    59.70
Deutsche Bank AG            3.20    11/23/2016    EUR    57.60
Deutsche Bank AG            3.20    12/20/2016    EUR    74.10
Deutsche Bank AG            3.20    11/23/2016    EUR    68.20
Deutsche Bank AG            3.20    11/23/2016    EUR    74.20
Deutsche Bank AG            3.20     6/21/2016    EUR    71.90
Deutsche Bank AG            3.20    10/26/2016    EUR    74.50
Deutsche Bank AG            3.20    10/26/2016    EUR    69.10
Deutsche Bank AG            3.20     8/24/2016    EUR    71.80
Deutsche Bank AG            3.20    10/26/2016    EUR    71.80
Deutsche Bank AG            3.20     7/20/2016    EUR    71.90
Deutsche Bank AG            3.20     7/20/2016    EUR    69.00
Deutsche Bank AG            3.20     9/20/2016    EUR    71.80
Deutsche Bank AG            3.20    12/20/2016    EUR    71.70
Deutsche Bank AG            3.20     6/21/2016    EUR    75.00
Deutsche Bank AG            3.20    11/23/2016    EUR    74.50
Deutsche Bank AG            3.20     6/21/2016    EUR    68.90
Deutsche Bank AG            3.20     9/20/2016    EUR    74.60
Deutsche Bank AG            3.20     7/20/2016    EUR    74.90
Deutsche Bank AG            3.20     8/24/2016    EUR    74.70
Deutsche Bank AG            3.20     9/20/2016    EUR    69.10
Deutsche Bank AG            3.20    12/20/2016    EUR    74.40
Deutsche Bank AG            3.20    11/23/2016    EUR    69.20
Deutsche Bank AG            3.20    12/20/2016    EUR    69.20
Deutsche Bank AG            3.20     8/24/2016    EUR    69.00
Credit Suisse AG/Nassau     6.30      1/3/2017    CHF    67.49
Deutsche Bank AG            3.20    11/23/2016    EUR    71.80
Deutsche Bank AG            3.20     9/20/2016    EUR    53.00
Deutsche Bank AG            3.20    11/23/2016    EUR    56.30
Deutsche Bank AG            3.20    10/26/2016    EUR    53.40
Deutsche Bank AG            3.20     9/20/2016    EUR    55.70
Deutsche Bank AG            3.20    12/20/2016    EUR    56.50
Deutsche Bank AG            3.20    12/20/2016    EUR    68.70
Deutsche Bank AG            3.20    10/26/2016    EUR    56.10
Deutsche Bank AG            3.20     6/21/2016    EUR    58.30
Deutsche Bank AG            3.20     9/20/2016    EUR    58.80
Deutsche Bank AG            3.20     8/24/2016    EUR    69.00
Deutsche Bank AG            3.20    12/20/2016    EUR    65.50
Deutsche Bank AG            3.20    10/26/2016    EUR    59.00
Deutsche Bank AG            3.20     8/24/2016    EUR    55.50
Deutsche Bank AG            3.20    11/23/2016    EUR    68.80
Deutsche Bank AG            3.20    12/20/2016    EUR    59.40
Deutsche Bank AG            3.20     7/20/2016    EUR    52.50
Deutsche Bank AG            3.20    11/23/2016    EUR    53.60
Deutsche Bank AG            3.20     9/20/2016    EUR    65.50
Deutsche Bank AG            3.20    10/26/2016    EUR    68.90
Deutsche Bank AG            3.20    12/20/2016    EUR    53.80
Deutsche Bank AG            3.20     7/20/2016    EUR    69.00
Deutsche Bank AG            3.20     8/24/2016    EUR    58.50
Deutsche Bank AG            3.20     7/20/2016    EUR    65.40
Deutsche Bank AG            3.20    10/26/2016    EUR    65.60
Deutsche Bank AG            3.20     8/24/2016    EUR    65.50
Deutsche Bank AG            3.20     9/20/2016    EUR    68.90
Deutsche Bank AG            3.20     6/21/2016    EUR    69.00
Deutsche Bank AG            3.20     7/20/2016    EUR    58.20
Deutsche Bank AG            3.20    11/23/2016    EUR    65.50
Deutsche Bank AG            3.20     7/20/2016    EUR    55.20
Deutsche Bank AG            3.20    11/23/2016    EUR    59.30
Deutsche Bank AG            3.20     8/24/2016    EUR    52.80
Deutsche Bank AG            3.20     6/21/2016    EUR    65.30
Deutsche Bank AG            4.20     9/20/2016    EUR    72.20
Deutsche Bank AG            4.20    10/26/2016    EUR    69.70
Deutsche Bank AG            4.20    10/26/2016    EUR    72.30
Deutsche Bank AG            4.20     6/21/2016    EUR    72.10
Deutsche Bank AG            4.20     9/20/2016    EUR    69.50
Deutsche Bank AG            4.20    12/20/2016    EUR    69.90
Deutsche Bank AG            4.20    12/20/2016    EUR    71.90
Deutsche Bank AG            4.20     9/20/2016    EUR    71.40
Deutsche Bank AG            4.20     8/24/2016    EUR    75.60
Deutsche Bank AG            4.20    10/26/2016    EUR    58.00
Deutsche Bank AG            4.20    11/23/2016    EUR    69.80
Deutsche Bank AG            4.20     6/21/2016    EUR    69.10
Deutsche Bank AG            4.20     9/20/2016    EUR    55.50
Deutsche Bank AG            4.20    10/26/2016    EUR    68.70
Deutsche Bank AG            4.20    10/26/2016    EUR    55.90
Deutsche Bank AG            4.20    10/26/2016    EUR    71.60
Deutsche Bank AG            4.20    11/23/2016    EUR    72.40
Deutsche Bank AG            4.20    11/23/2016    EUR    58.20
Deutsche Bank AG            4.20    11/23/2016    EUR    71.70
Deutsche Bank AG            4.20     7/20/2016    EUR    72.20
Deutsche Bank AG            4.20    11/23/2016    EUR    56.20
Deutsche Bank AG            4.20     9/20/2016    EUR    57.60
Deutsche Bank AG            4.20    12/20/2016    EUR    56.40
Deutsche Bank AG            4.20    12/20/2016    EUR    58.50
Deutsche Bank AG            4.20    11/23/2016    EUR    68.90
Deutsche Bank AG            4.20     7/20/2016    EUR    75.20
Deutsche Bank AG            4.20    12/20/2016    EUR    72.50
Deutsche Bank AG            4.20     8/24/2016    EUR    72.20
Deutsche Bank AG            8.20     6/21/2016    EUR    62.20
Deutsche Bank AG            8.20    10/26/2016    EUR    51.50
Deutsche Bank AG            8.20    12/20/2016    EUR    66.70
Deutsche Bank AG            8.20    11/23/2016    EUR    66.20
Deutsche Bank AG            8.20    10/26/2016    EUR    62.40
Deutsche Bank AG            4.20     6/21/2016    EUR    65.50
Deutsche Bank AG            8.20    10/26/2016    EUR    64.70
Deutsche Bank AG            8.20     9/20/2016    EUR    61.70
Deutsche Bank AG            8.20     9/20/2016    EUR    75.10
Deutsche Bank AG            8.20    10/26/2016    EUR    54.30
Deutsche Bank AG            8.20     9/20/2016    EUR    66.30
Deutsche Bank AG            8.20    11/23/2016    EUR    75.30
Deutsche Bank AG            4.20     9/20/2016    EUR    56.20
Deutsche Bank AG            8.20     6/21/2016    EUR    59.90
Deutsche Bank AG            8.20    12/20/2016    EUR    63.30
Deutsche Bank AG            4.20    11/23/2016    EUR    54.20
Deutsche Bank AG            8.20    11/23/2016    EUR    62.90
Deutsche Bank AG            8.20    10/26/2016    EUR    67.00
Deutsche Bank AG            4.20    12/20/2016    EUR    57.20
Deutsche Bank AG            4.20    10/26/2016    EUR    66.10
Deutsche Bank AG            8.20    11/23/2016    EUR    54.90
Deutsche Bank AG            8.20    12/20/2016    EUR    52.70
Deutsche Bank AG            8.20     6/21/2016    EUR    71.90
Deutsche Bank AG            8.20     9/20/2016    EUR    73.90
Deutsche Bank AG            8.20     6/21/2016    EUR    64.60
Deutsche Bank AG            8.20    11/23/2016    EUR    65.20
Deutsche Bank AG            8.20     9/20/2016    EUR    64.80
Deutsche Bank AG            8.20    10/26/2016    EUR    65.60
Deutsche Bank AG            8.20     9/20/2016    EUR    64.00
Deutsche Bank AG            8.20    11/23/2016    EUR    76.50
Deutsche Bank AG            8.20     6/21/2016    EUR    76.40
Deutsche Bank AG            4.20    11/23/2016    EUR    56.90
Deutsche Bank AG            8.20     9/20/2016    EUR    50.60
Deutsche Bank AG            8.20    10/26/2016    EUR    74.70
Deutsche Bank AG            8.20    12/20/2016    EUR    65.70
Deutsche Bank AG            8.20    10/26/2016    EUR    75.90
Deutsche Bank AG            4.20    10/26/2016    EUR    53.90
Deutsche Bank AG            4.20    10/26/2016    EUR    56.60
Deutsche Bank AG            8.20    12/20/2016    EUR    67.90
Deutsche Bank AG            8.20    11/23/2016    EUR    67.50
Deutsche Bank AG            8.20    12/20/2016    EUR    55.50
Deutsche Bank AG            4.20     9/20/2016    EUR    53.50
Deutsche Bank AG            4.20    12/20/2016    EUR    54.50
Deutsche Bank AG            8.20     6/21/2016    EUR    51.50
Deutsche Bank AG            4.20    11/23/2016    EUR    66.20
Deutsche Bank AG            4.20     9/20/2016    EUR    66.00
Deutsche Bank AG            4.20    12/20/2016    EUR    66.20
Deutsche Bank AG            8.20     9/20/2016    EUR    53.50
Deutsche Bank AG            8.20    11/23/2016    EUR    52.10
Deutsche Bank AG            3.18      7/6/2016    EUR    61.40
Commerzbank AG             10.50     6/23/2016    EUR    50.93
Commerzbank AG              8.00     6/23/2016    EUR    75.74
Commerzbank AG              7.50     6/23/2016    EUR    60.84
Commerzbank AG              9.50     6/23/2016    EUR    53.73
Commerzbank AG              9.00     6/23/2016    EUR    59.89
DZ Bank AG Deutsche Zent    7.20     6/20/2016    EUR    56.80
DZ Bank AG Deutsche Zent    8.00     6/20/2016    EUR    55.14
Commerzbank AG             10.50     6/23/2016    EUR    71.36
Commerzbank AG             10.50     4/21/2016    EUR    76.69
Commerzbank AG              8.50     6/23/2016    EUR    77.61
Commerzbank AG              5.50     6/23/2016    EUR    47.84
DZ Bank AG Deutsche Zent    5.10     6/20/2016    EUR    74.47
DZ Bank AG Deutsche Zent    5.70     9/19/2016    EUR    57.84
DZ Bank AG Deutsche Zent    6.20     9/19/2016    EUR    56.28
DZ Bank AG Deutsche Zent    5.30     6/20/2016    EUR    54.86
DZ Bank AG Deutsche Zent    6.70     6/20/2016    EUR    53.04
DZ Bank AG Deutsche Zent    7.40     6/20/2016    EUR    52.13
HSBC Trinkaus & Burkhard    3.85     7/22/2016    EUR    54.31
HSBC Trinkaus & Burkhard    4.00     7/22/2016    EUR    75.26
UBS AG                      5.50    10/14/2016    EUR    70.24
UBS AG                      6.00      7/8/2016    EUR    73.29
UBS AG                      5.30      7/8/2016    EUR    57.23
UBS AG                      6.50      7/8/2016    EUR    55.39
UBS AG                      8.50      7/8/2016    EUR    63.45
UBS AG                      4.80      7/8/2016    EUR    73.22
UBS AG                      7.00      7/8/2016    EUR    69.67
UBS AG                      4.80      7/8/2016    EUR    72.16
Vontobel Financial Produ    7.25     7/22/2016    EUR    64.65
Vontobel Financial Produ    6.00     7/22/2016    EUR    74.78
Vontobel Financial Produ    6.50     7/22/2016    EUR    75.15
Vontobel Financial Produ    6.50     7/22/2016    EUR    73.01
Vontobel Financial Produ    8.45     7/22/2016    EUR    76.23
Deutsche Bank AG            3.20     6/21/2016    EUR    74.70
Deutsche Bank AG            3.20     7/20/2016    EUR    74.90
Deutsche Bank AG            3.20     8/24/2016    EUR    75.20
Deutsche Bank AG            3.20     9/20/2016    EUR    75.40
Deutsche Bank AG            3.20    10/26/2016    EUR    75.70
Vontobel Financial Produ    7.55     6/17/2016    EUR    71.69
Vontobel Financial Produ    6.45     9/16/2016    EUR    76.55
Vontobel Financial Produ    8.95     6/13/2016    EUR    69.06
Leonteq Securities AG/Gu    5.14      7/6/2016    EUR    69.49
Societe Generale Effekte    5.21      8/8/2016    EUR    60.08
UniCredit Bank AG           5.00     6/23/2016    EUR    67.71
UniCredit Bank AG           7.00     6/23/2016    EUR    65.45
UniCredit Bank AG           4.65     6/23/2016    EUR    56.19
UniCredit Bank AG           4.00     6/23/2016    EUR    60.15
UniCredit Bank AG           4.10     6/23/2016    EUR    57.21
UniCredit Bank AG           4.15     6/23/2016    EUR    56.61
UniCredit Bank AG           5.00     6/23/2016    EUR    65.52
UniCredit Bank AG           4.70     6/23/2016    EUR    55.90
UniCredit Bank AG           4.50     6/23/2016    EUR    70.46
UniCredit Bank AG           4.50     6/23/2016    EUR    75.72
UniCredit Bank AG           4.00     6/23/2016    EUR    57.79
UniCredit Bank AG           4.30     6/23/2016    EUR    57.88
UniCredit Bank AG           4.20     6/23/2016    EUR    59.05
UniCredit Bank AG           4.25     6/23/2016    EUR    74.82
UniCredit Bank AG           4.80     6/23/2016    EUR    69.07
UniCredit Bank AG           4.85     6/23/2016    EUR    55.08
UniCredit Bank AG           4.50     6/23/2016    EUR    57.06
UniCredit Bank AG           4.45     6/23/2016    EUR    57.34
UniCredit Bank AG           4.00     6/23/2016    EUR    57.91
UniCredit Bank AG           4.35     6/23/2016    EUR    57.32
UniCredit Bank AG           4.05     6/23/2016    EUR    60.89
UniCredit Bank AG           4.10     6/23/2016    EUR    75.26
UniCredit Bank AG           4.05     6/23/2016    EUR    59.84
UniCredit Bank AG           4.35     6/23/2016    EUR    57.95
UniCredit Bank AG           4.15     6/23/2016    EUR    59.65
UniCredit Bank AG           4.20     6/23/2016    EUR    58.88
UniCredit Bank AG           4.80     6/23/2016    EUR    55.36
UniCredit Bank AG           6.00     6/23/2016    EUR    66.57
UniCredit Bank AG           4.00     6/23/2016    EUR    75.69
UniCredit Bank AG           4.20     6/23/2016    EUR    56.04
UniCredit Bank AG           4.25     6/23/2016    EUR    55.49
UniCredit Bank AG           5.50     6/23/2016    EUR    63.92
UniCredit Bank AG           4.25     6/23/2016    EUR    71.91
UniCredit Bank AG           4.55     6/23/2016    EUR    74.98
UniCredit Bank AG           4.10     6/23/2016    EUR    60.26
UniCredit Bank AG           4.00     6/23/2016    EUR    73.40
UniCredit Bank AG           4.00     6/23/2016    EUR    61.53
Credit Suisse AG/Nassau     6.13     7/17/2017    CHF    74.34
UniCredit Bank AG           4.55     6/23/2016    EUR    56.77
UniCredit Bank AG           4.60     6/23/2016    EUR    74.24
UniCredit Bank AG           4.30     6/23/2016    EUR    58.26
UniCredit Bank AG           4.15     6/23/2016    EUR    59.19
UniCredit Bank AG           4.00     6/23/2016    EUR    69.02
UniCredit Bank AG           4.10     6/23/2016    EUR    59.51
UniCredit Bank AG           4.25     6/23/2016    EUR    58.46
UniCredit Bank AG           4.50     6/23/2016    EUR    67.22
UniCredit Bank AG           4.90     6/23/2016    EUR    54.81
UniCredit Bank AG           4.75     6/23/2016    EUR    55.63
UniCredit Bank AG           4.50     6/23/2016    EUR    74.41
UniCredit Bank AG           4.40     6/23/2016    EUR    57.65
UniCredit Bank AG           4.60     6/23/2016    EUR    56.48
UniCredit Bank AG           4.60     6/23/2016    EUR    73.99
UniCredit Bank AG           4.25     6/23/2016    EUR    58.57
UniCredit Bank AG           4.30     6/23/2016    EUR    54.97
Credit Suisse AG/London     5.00     7/13/2016    CHF    69.81
Commerzbank AG              6.75     6/23/2016    EUR    63.10
Commerzbank AG              8.75     6/23/2016    EUR    60.39
Commerzbank AG              5.50     6/23/2016    EUR    64.92
Commerzbank AG              7.50     6/23/2016    EUR    62.01
Commerzbank AG              9.75     6/23/2016    EUR    59.37
Commerzbank AG              6.25     6/23/2016    EUR    74.77
Commerzbank AG              8.75     6/23/2016    EUR    71.61
Commerzbank AG             10.25     6/23/2016    EUR    74.64
Commerzbank AG              5.75     6/23/2016    EUR    75.13
Commerzbank AG              7.75     6/23/2016    EUR    71.63
Commerzbank AG             10.00     6/23/2016    EUR    68.60
Commerzbank AG              9.00     6/23/2016    EUR    63.08
DZ Bank AG Deutsche Zent    7.40     7/20/2016    EUR    71.10
DZ Bank AG Deutsche Zent    5.90     7/20/2016    EUR    57.68
DZ Bank AG Deutsche Zent    6.80     7/20/2016    EUR    53.41
DZ Bank AG Deutsche Zent    8.25     6/24/2016    EUR    50.83
DZ Bank AG Deutsche Zent    6.75     9/23/2016    EUR    52.01
Zurcher Kantonalbank Fin    7.52     7/29/2016    CHF    66.26
Bank Julius Baer & Co Lt    9.00      8/2/2016    EUR    54.50
Bank Julius Baer & Co Lt    7.30      8/2/2016    CHF    44.90
Deutsche Bank AG            7.50    12/20/2016    EUR    75.94
Deutsche Bank AG            7.50    12/20/2016    EUR    76.16
Deutsche Bank AG            7.50    12/20/2016    EUR    65.79
Deutsche Bank AG            5.50     6/21/2016    EUR    71.02
Deutsche Bank AG            7.50     6/21/2016    EUR    71.42
Deutsche Bank AG            5.50     6/21/2016    EUR    71.02
Deutsche Bank AG            7.50     6/21/2016    EUR    71.42
Deutsche Bank AG            7.50     9/20/2016    EUR    73.24
Deutsche Bank AG            7.50     9/20/2016    EUR    73.23
Deutsche Bank AG            5.50     9/20/2016    EUR    72.33
Deutsche Bank AG            5.50     9/20/2016    EUR    72.33
Deutsche Bank AG            5.50    12/20/2016    EUR    73.61
Deutsche Bank AG            5.50    12/20/2016    EUR    73.60
Deutsche Bank AG            7.50    12/20/2016    EUR    75.01
Deutsche Bank AG            7.50    12/20/2016    EUR    75.00
Deutsche Bank AG            5.50    12/20/2016    EUR    50.10
Deutsche Bank AG            7.50     9/20/2016    EUR    65.59
Deutsche Bank AG            7.50     9/20/2016    EUR    76.29
Deutsche Bank AG            7.50     9/20/2016    EUR    54.74
Deutsche Bank AG            7.50    12/20/2016    EUR    56.62
DZ Bank AG Deutsche Zent    6.80     9/23/2016    EUR    75.38
DZ Bank AG Deutsche Zent   11.40     9/23/2016    EUR    77.61
DZ Bank AG Deutsche Zent    8.90     9/23/2016    EUR    69.59
DZ Bank AG Deutsche Zent    5.50     9/23/2016    EUR    68.28
DZ Bank AG Deutsche Zent    7.40     6/24/2016    EUR    73.46
DZ Bank AG Deutsche Zent    6.00     9/23/2016    EUR    74.55
DZ Bank AG Deutsche Zent    5.60     6/24/2016    EUR    67.18
DZ Bank AG Deutsche Zent    6.90     9/23/2016    EUR    64.78
DZ Bank AG Deutsche Zent    6.30     6/24/2016    EUR    54.17
DZ Bank AG Deutsche Zent    8.20     9/23/2016    EUR    65.74
DZ Bank AG Deutsche Zent    9.00     9/23/2016    EUR    62.02
Vontobel Financial Produ    6.30     8/26/2016    EUR    53.28
Goldman Sachs & Co Wertp    6.00     8/24/2016    EUR    74.58
Goldman Sachs & Co Wertp   12.00     7/20/2016    EUR    64.42
Goldman Sachs & Co Wertp    4.00     8/24/2016    EUR    62.56
Goldman Sachs & Co Wertp   11.00     9/21/2016    EUR    65.86
Goldman Sachs & Co Wertp    9.00     3/22/2017    EUR    68.67
Goldman Sachs & Co Wertp    9.00     3/22/2017    EUR    68.67
Goldman Sachs & Co Wertp    9.00     6/21/2017    EUR    69.24
Goldman Sachs & Co Wertp    3.00     5/25/2016    EUR    46.94
Goldman Sachs & Co Wertp    4.00     8/24/2016    EUR    47.94
Goldman Sachs & Co Wertp    4.00     3/22/2017    EUR    50.01
Goldman Sachs & Co Wertp   11.00     9/21/2016    EUR    62.60
Goldman Sachs & Co Wertp    5.00     4/20/2016    EUR    52.07
Goldman Sachs & Co Wertp    6.00     5/25/2016    EUR    52.66
Goldman Sachs & Co Wertp    6.00     9/21/2016    EUR    54.28
Leonteq Securities AG       9.00    10/24/2016    EUR    74.45
Leonteq Securities AG       9.40    10/24/2016    EUR    56.47
EFG International Financ    6.21     7/22/2019    EUR    69.89
Vontobel Financial Produ    6.50     7/22/2016    EUR    54.22
Goldman Sachs & Co Wertp   10.00     3/22/2017    EUR    75.97
Goldman Sachs & Co Wertp   12.00     3/22/2017    EUR    73.86
Goldman Sachs & Co Wertp   11.00     6/21/2017    EUR    74.35
Goldman Sachs & Co Wertp   15.00     5/25/2016    EUR    73.48
Goldman Sachs & Co Wertp   19.00     7/20/2016    EUR    70.35
Goldman Sachs & Co Wertp   21.00     7/20/2016    EUR    65.10
Goldman Sachs & Co Wertp    4.00     8/24/2016    EUR    59.61
Goldman Sachs & Co Wertp    7.00     7/20/2016    EUR    71.68
Goldman Sachs & Co Wertp    6.00     3/22/2017    EUR    75.31
Goldman Sachs & Co Wertp    7.00     4/20/2016    EUR    64.77
Goldman Sachs & Co Wertp    6.00     5/25/2016    EUR    69.08
Goldman Sachs & Co Wertp    8.00     5/25/2016    EUR    65.55
Goldman Sachs & Co Wertp    6.00     6/22/2016    EUR    69.47
Goldman Sachs & Co Wertp    6.00     7/20/2016    EUR    69.75
Goldman Sachs & Co Wertp    6.00     8/24/2016    EUR    69.98
Goldman Sachs & Co Wertp    6.00     4/20/2016    EUR    58.13
Goldman Sachs & Co Wertp   13.00     7/20/2016    EUR    52.89
UBS AG                      8.85     7/21/2016    USD    33.77
HSBC Trinkaus & Burkhard   11.80     6/24/2016    EUR    71.27
HSBC Trinkaus & Burkhard    7.30     9/23/2016    EUR    70.27
HSBC Trinkaus & Burkhard    8.40     9/23/2016    EUR    71.64
HSBC Trinkaus & Burkhard   12.40     6/24/2016    EUR    63.53
HSBC Trinkaus & Burkhard    7.80     6/24/2016    EUR    69.13
HSBC Trinkaus & Burkhard   11.60     9/23/2016    EUR    65.21
HSBC Trinkaus & Burkhard    7.90     9/23/2016    EUR    69.47
HSBC Trinkaus & Burkhard   11.30    12/23/2016    EUR    65.99
HSBC Trinkaus & Burkhard   10.30    12/23/2016    EUR    67.09
HSBC Trinkaus & Burkhard    7.20    12/23/2016    EUR    70.92
HSBC Trinkaus & Burkhard    8.90     4/22/2016    EUR    68.00
HSBC Trinkaus & Burkhard    8.90     7/22/2016    EUR    67.77
HSBC Trinkaus & Burkhard    7.60     7/22/2016    EUR    76.64
HSBC Trinkaus & Burkhard    9.10    12/23/2016    EUR    75.21
HSBC Trinkaus & Burkhard    8.50     4/22/2016    EUR    75.97
HSBC Trinkaus & Burkhard    8.20     7/22/2016    EUR    76.51
HSBC Trinkaus & Burkhard   10.00     9/23/2016    EUR    65.74
HSBC Trinkaus & Burkhard    7.10     3/24/2017    EUR    69.32
HSBC Trinkaus & Burkhard   10.20     4/22/2016    EUR    65.67
HSBC Trinkaus & Burkhard    9.10     7/22/2016    EUR    66.54
HSBC Trinkaus & Burkhard   10.40    12/23/2016    EUR    51.03
HSBC Trinkaus & Burkhard    8.20    12/23/2016    EUR    52.43
HSBC Trinkaus & Burkhard    6.70     3/24/2017    EUR    54.50
HSBC Trinkaus & Burkhard    8.50     7/22/2016    EUR    50.68
HSBC Trinkaus & Burkhard    9.10     4/22/2016    EUR    74.89
HSBC Trinkaus & Burkhard   10.80     6/24/2016    EUR    65.41
HSBC Trinkaus & Burkhard    9.30     9/23/2016    EUR    67.06
HSBC Trinkaus & Burkhard    6.40     9/23/2016    EUR    70.87
HSBC Trinkaus & Burkhard    9.60    12/23/2016    EUR    67.01
HSBC Trinkaus & Burkhard    6.50     3/24/2017    EUR    70.59
HSBC Trinkaus & Burkhard    7.80     4/22/2016    EUR    69.40
HSBC Trinkaus & Burkhard    8.40     7/22/2016    EUR    68.02
HSBC Trinkaus & Burkhard   10.40    12/23/2016    EUR    72.64
HSBC Trinkaus & Burkhard    8.30    12/23/2016    EUR    74.71
HSBC Trinkaus & Burkhard    7.60     7/22/2016    EUR    75.32
HSBC Trinkaus & Burkhard    8.20    12/23/2016    EUR    68.25
HSBC Trinkaus & Burkhard    6.40    12/23/2016    EUR    70.23
HSBC Trinkaus & Burkhard   10.40     4/22/2016    EUR    77.45
HSBC Trinkaus & Burkhard    8.80    12/23/2016    EUR    63.43
HSBC Trinkaus & Burkhard    6.50    12/23/2016    EUR    66.26
HSBC Trinkaus & Burkhard    7.40     3/24/2017    EUR    65.23
HSBC Trinkaus & Burkhard    9.40     4/22/2016    EUR    59.99
HSBC Trinkaus & Burkhard    9.70     7/22/2016    EUR    62.31
HSBC Trinkaus & Burkhard   14.40     6/24/2016    EUR    73.29
HSBC Trinkaus & Burkhard   12.70     9/23/2016    EUR    75.22
HSBC Trinkaus & Burkhard   12.40    12/23/2016    EUR    75.46
HSBC Trinkaus & Burkhard   12.20     4/22/2016    EUR    75.90
HSBC Trinkaus & Burkhard    6.70     6/24/2016    EUR    56.09
HSBC Trinkaus & Burkhard    6.20     9/23/2016    EUR    57.27
HSBC Trinkaus & Burkhard    6.70     3/24/2017    EUR    57.75
HSBC Trinkaus & Burkhard    8.50     4/22/2016    EUR    52.07
HSBC Trinkaus & Burkhard    8.70     7/22/2016    EUR    54.03
HSBC Trinkaus & Burkhard   12.80     6/24/2016    EUR    74.98
HSBC Trinkaus & Burkhard   10.70     6/24/2016    EUR    59.22
HSBC Trinkaus & Burkhard    8.50     9/23/2016    EUR    61.83
HSBC Trinkaus & Burkhard   14.20     6/24/2016    EUR    57.41
HSBC Trinkaus & Burkhard   10.40     9/23/2016    EUR    62.44
HSBC Trinkaus & Burkhard    7.30     9/23/2016    EUR    67.21
HSBC Trinkaus & Burkhard   12.30     6/24/2016    EUR    78.50
Leonteq Securities AG       3.00      8/7/2018    CHF    73.66
LBBW                        2.60     2/24/2017    EUR    56.87
UBS AG/London               5.75     7/22/2016    CHF    54.59
UBS AG/London               5.00     7/22/2016    EUR    76.52
UBS AG/London               7.50     7/24/2017    EUR    76.28
UBS AG/London               8.00     7/22/2016    CHF    59.07
UBS AG/London               8.50     7/22/2016    CHF    72.46
LBBW                        2.60     8/23/2019    EUR    60.45
LBBW                        2.60     8/23/2019    EUR    69.59
LBBW                        2.50     8/24/2018    EUR    70.87
Vontobel Financial Produ    8.65     6/24/2016    EUR    48.34
Vontobel Financial Produ    7.40     9/23/2016    EUR    49.95
Vontobel Financial Produ    3.20     9/23/2016    EUR    55.21
Vontobel Financial Produ    3.40     6/24/2016    EUR    54.47
Vontobel Financial Produ    9.60     6/24/2016    EUR    60.00
Vontobel Financial Produ    8.15     9/23/2016    EUR    61.54
Vontobel Financial Produ   11.50     6/24/2016    EUR    72.69
Vontobel Financial Produ    7.25     6/24/2016    EUR    66.75
Vontobel Financial Produ    8.10     6/24/2016    EUR    50.49
Bank Julius Baer & Co Lt    7.50     7/22/2016    CHF    65.95
Leonteq Securities AG/Gu    6.00     8/29/2018    CHF    72.92
Notenstein La Roche Priv    5.00     8/29/2018    CHF    61.06
Notenstein La Roche Priv    9.10     8/29/2016    CHF    28.41
Notenstein La Roche Priv    8.00     8/29/2016    CHF    75.83
Commerzbank AG              5.50     6/23/2016    EUR    62.14
Commerzbank AG              6.00     6/23/2016    EUR    60.65
Commerzbank AG              6.50     6/23/2016    EUR    59.22
Commerzbank AG              7.25     6/23/2016    EUR    57.92
Commerzbank AG              5.25     6/23/2016    EUR    67.36
Commerzbank AG              6.50     6/23/2016    EUR    64.43
Notenstein La Roche Priv    6.90     8/25/2016    CHF    66.41
Leonteq Securities AG/Gu    5.80     9/12/2016    CHF    63.68
Leonteq Securities AG/Gu    8.04     8/29/2016    EUR    72.45
Notenstein La Roche Priv    5.04     8/28/2017    CHF    56.49
Notenstein La Roche Priv   10.00      9/5/2016    CHF    75.25
Notenstein La Roche Priv    7.00      9/5/2016    EUR    62.94
Leonteq Securities AG/Gu    5.99     9/11/2017    EUR    46.68
Notenstein La Roche Priv    7.50     9/12/2016    CHF    70.58
Notenstein La Roche Priv    7.50     9/12/2016    EUR    50.85
Zurcher Kantonalbank Fin    7.15     9/16/2016    CHF    68.82
Vontobel Financial Produ    5.84      9/9/2016    EUR    34.89
Notenstein La Roche Priv    6.00     9/19/2016    CHF    73.18
Notenstein La Roche Priv    5.50     9/19/2016    CHF    75.58
DekaBank Deutsche Giroze    3.00     6/12/2018    EUR    68.10
Credit Suisse AG/Nassau     6.50     7/15/2016    CHF    67.57
UBS AG                      9.00      7/3/2017    CHF    49.01
Landesbank Hessen-Thueri    3.30      8/1/2016    EUR    69.10
Vontobel Financial Produ    6.30     6/10/2016    EUR    56.95
Vontobel Financial Produ    4.60     6/10/2016    EUR    61.54
Vontobel Financial Produ    3.10     6/10/2016    EUR    67.08
Vontobel Financial Produ    6.90     6/10/2016    EUR    38.56
Vontobel Financial Produ    4.75     6/10/2016    EUR    42.23
Vontobel Financial Produ    5.15     6/10/2016    EUR    59.55
Vontobel Financial Produ    3.65     6/10/2016    EUR    64.21
Vontobel Financial Produ    5.95     6/10/2016    EUR    73.47
Vontobel Financial Produ    3.45     6/10/2016    EUR    63.47
Vontobel Financial Produ    5.40     6/10/2016    EUR    57.90
Vontobel Financial Produ    4.55     6/10/2016    EUR    60.05
Vontobel Financial Produ    4.00     6/10/2016    EUR    61.71
EFG International Financ    5.00     8/15/2017    CHF    74.25
Credit Suisse AG/Nassau     6.50     7/25/2016    CHF    66.36
Notenstein La Roche Priv    4.70     7/21/2016    EUR    71.24
Raiffeisen Centrobank AG    5.69     6/22/2016    EUR    64.44
Raiffeisen Centrobank AG    6.34     6/22/2016    EUR    65.69
Raiffeisen Centrobank AG    6.59     6/22/2016    EUR    66.89
Raiffeisen Centrobank AG    5.30     6/22/2016    EUR    65.75
Leonteq Securities AG/Gu    8.04     7/25/2016    CHF    50.44
Leonteq Securities AG/Gu    8.08     7/25/2016    EUR    50.44
Vontobel Financial Produ    9.30     6/24/2016    EUR    51.20
Raiffeisen Centrobank AG    7.00     8/22/2016    EUR    43.92
Leonteq Securities AG/Gu    8.00      8/8/2016    EUR    60.31
Vontobel Financial Produ    6.21     7/28/2016    EUR    74.33
Landesbank Hessen-Thueri    3.15     8/22/2016    EUR    73.10
Notenstein La Roche Priv    9.00      8/8/2016    USD    75.24
Zurcher Kantonalbank Fin    5.50     8/14/2017    CHF    69.80
Leonteq Securities AG/Gu    8.00      8/5/2016    USD    71.00
Leonteq Securities AG/Gu    8.00     8/15/2016    CHF    57.49
UBS AG/London               8.75     6/24/2016    EUR    51.67
UBS AG/London               5.75    12/23/2016    EUR    47.69
UBS AG/London               4.25    12/23/2016    EUR    65.12
UBS AG/London              15.00     6/24/2016    EUR    44.30
UBS AG/London               4.50    12/22/2017    EUR    68.22
UBS AG/London               7.50    12/23/2016    EUR    74.35
UBS AG/London              22.50     6/24/2016    EUR    65.53
UBS AG/London              15.75     6/24/2016    EUR    54.08
UBS AG/London               6.00    12/23/2016    EUR    59.94
UBS AG/London               4.50     6/24/2016    EUR    63.66
UBS AG/London               6.00     6/24/2016    EUR    59.47
UBS AG/London              10.75     6/24/2016    EUR    35.21
UBS AG/London               7.00    12/22/2017    EUR    61.31
UBS AG/London              17.75     6/24/2016    EUR    71.27
UBS AG/London              14.00    12/23/2016    EUR    42.89
UBS AG/London               7.50     6/24/2016    EUR    55.70
UBS AG/London              23.75     6/24/2016    EUR    36.50
UBS AG/London              11.00    12/23/2016    EUR    51.57
UBS AG/London               5.00    12/23/2016    EUR    63.78
UBS AG/London              15.50     6/24/2016    EUR    75.75
UBS AG/London              13.25     6/24/2016    EUR    42.01
UBS AG/London               4.00    12/22/2017    EUR    67.13
UBS AG/London              19.25     6/24/2016    EUR    57.40
UBS AG/London              22.50     6/24/2016    EUR    52.77
UBS AG/London               6.00     6/24/2016    EUR    59.38
UBS AG/London               4.00    12/22/2017    EUR    65.60
UBS AG/London              11.25     6/24/2016    EUR    48.96
UBS AG/London               5.50    12/23/2016    EUR    61.79
UBS AG/London               6.75    12/23/2016    EUR    58.88
UBS AG/London              12.25    12/23/2016    EUR    49.92
UBS AG/London               9.50     6/24/2016    EUR    51.92
UBS AG/London               4.75     6/24/2016    EUR    50.81
UBS AG/London               5.50     6/24/2016    EUR    44.75
UBS AG/London              12.50    12/22/2017    EUR    68.91
UBS AG/London              20.75     6/24/2016    EUR    53.17
UBS AG/London              10.00     6/24/2016    EUR    66.05
UBS AG/London              24.50     6/24/2016    EUR    50.21
UBS AG/London               9.50    12/22/2017    EUR    69.34
UBS AG/London               4.25    12/23/2016    EUR    65.74
UBS AG/London               9.00    12/22/2017    EUR    58.93
UBS AG/London               7.50     6/24/2016    EUR    55.32
UBS AG/London               5.00    12/23/2016    EUR    53.29
UBS AG/London               4.25    12/23/2016    EUR    60.75
UBS AG/London              15.25     6/24/2016    EUR    61.26
UBS AG/London               8.25     6/24/2016    EUR    71.70
UBS AG/London               8.25    12/23/2016    EUR    55.77
UBS AG/London               6.75    12/23/2016    EUR    58.42
UBS AG/London               5.75    12/22/2017    EUR    63.86
UBS AG/London               6.75     6/24/2016    EUR    57.30
UBS AG/London              11.00    12/22/2017    EUR    70.36
UBS AG/London               5.25     6/24/2016    EUR    61.83
UBS AG/London               5.00    12/22/2017    EUR    63.60
UBS AG/London               4.50     6/24/2016    EUR    64.41
UBS AG/London              13.00     6/24/2016    EUR    46.43
UBS AG/London               6.25    12/22/2017    EUR    63.39
UBS AG/London               9.00    12/23/2016    EUR    69.97
UBS AG/London              11.50     6/24/2016    EUR    70.95
UBS AG/London              23.25     6/24/2016    EUR    50.11
UBS AG/London               5.00    12/22/2017    EUR    66.99
UBS AG/London              15.75     6/24/2016    EUR    43.29
UBS AG/London               5.75     6/24/2016    EUR    64.18
UBS AG/London              19.00     6/24/2016    EUR    70.16
UBS AG/London               6.50     6/24/2016    EUR    52.66
UBS AG/London              22.25     6/24/2016    EUR    28.10
UBS AG/London              24.75     6/24/2016    EUR    65.51
UBS AG/London              22.50     6/24/2016    EUR    40.67
UBS AG/London               4.25    12/23/2016    EUR    71.25
UBS AG/London               5.50    12/23/2016    EUR    66.36
UBS AG/London               4.50    12/23/2016    EUR    69.44
UBS AG/London               5.25     6/24/2016    EUR    55.41
UBS AG/London              23.50     6/24/2016    EUR    62.61
UBS AG/London               7.75    12/22/2017    EUR    47.00
UBS AG/London              19.25     6/24/2016    EUR    44.10
UBS AG/London               4.00     6/24/2016    EUR    70.04
UBS AG/London               5.75     6/24/2016    EUR    44.38
UBS AG/London              16.50     6/24/2016    EUR    60.07
Norddeutsche Landesbank     3.75      9/2/2016    EUR    62.63
UniCredit Bank AG           4.25     9/12/2017    EUR    60.90
Leonteq Securities AG/Gu    5.00     8/22/2016    CHF    48.02
Commerzbank AG              4.75     6/23/2016    EUR    65.86
Commerzbank AG              5.25     6/23/2016    EUR    64.15
Commerzbank AG              5.75     6/23/2016    EUR    62.54
Commerzbank AG              6.50     6/23/2016    EUR    61.09
Commerzbank AG              7.00     6/23/2016    EUR    59.65
Commerzbank AG              7.50     6/23/2016    EUR    58.31
Commerzbank AG              7.50     6/23/2016    EUR    76.02
Commerzbank AG              7.75     6/23/2016    EUR    74.95
Commerzbank AG              8.00     6/23/2016    EUR    74.22
Commerzbank AG              8.50     6/23/2016    EUR    72.55
Commerzbank AG              7.75     6/23/2016    EUR    57.49
Commerzbank AG              5.00     6/23/2016    EUR    66.67
Commerzbank AG              5.75     6/23/2016    EUR    65.09
Commerzbank AG              6.25     6/23/2016    EUR    63.54
Commerzbank AG              7.50     6/23/2016    EUR    60.68
Commerzbank AG              6.75     6/23/2016    EUR    43.74
Commerzbank AG              5.50     6/23/2016    EUR    66.52
Commerzbank AG              6.00     6/23/2016    EUR    64.96
Vontobel Financial Produ    5.00     9/23/2016    EUR    38.85
Credit Suisse AG/London     7.25      7/1/2016    CHF    49.07
UBS AG                      5.00     6/24/2016    EUR    65.58
Goldman Sachs & Co Wertp   21.00     5/25/2016    EUR    65.77
Goldman Sachs & Co Wertp   13.00     3/22/2017    EUR    75.63
Goldman Sachs & Co Wertp   12.00     6/21/2017    EUR    75.62
Goldman Sachs & Co Wertp   25.00     5/25/2016    EUR    62.67
Goldman Sachs & Co Wertp   23.00     6/22/2016    EUR    64.20
Goldman Sachs & Co Wertp   16.00    12/21/2016    EUR    70.85
Goldman Sachs & Co Wertp   14.00     3/22/2017    EUR    72.99
Goldman Sachs & Co Wertp   24.00     5/25/2016    EUR    55.34
Goldman Sachs & Co Wertp   21.00     7/20/2016    EUR    58.28
Goldman Sachs & Co Wertp   19.00     9/21/2016    EUR    61.02
Goldman Sachs & Co Wertp    8.00    12/21/2016    EUR    71.87
Goldman Sachs & Co Wertp   16.00    12/21/2016    EUR    63.75
Goldman Sachs & Co Wertp   10.00     3/22/2017    EUR    70.26
Goldman Sachs & Co Wertp   14.00     3/22/2017    EUR    65.73
Goldman Sachs & Co Wertp   13.00     6/21/2017    EUR    66.91
Goldman Sachs & Co Wertp   15.00     9/21/2016    EUR    71.86
Goldman Sachs & Co Wertp   13.00     3/22/2017    EUR    74.68
Goldman Sachs & Co Wertp    3.00     4/20/2016    EUR    63.53
Goldman Sachs & Co Wertp    3.00     4/20/2016    EUR    66.56
Goldman Sachs & Co Wertp    3.00     7/20/2016    EUR    67.19
Goldman Sachs & Co Wertp    4.00     7/20/2016    EUR    64.51
Goldman Sachs & Co Wertp    7.00     7/20/2016    EUR    57.78
Goldman Sachs & Co Wertp   21.00     7/20/2016    EUR    46.77
Goldman Sachs & Co Wertp    3.00     9/21/2016    EUR    67.36
Goldman Sachs & Co Wertp    4.00     9/21/2016    EUR    64.96
Goldman Sachs & Co Wertp    4.00    12/21/2016    EUR    65.69
Goldman Sachs & Co Wertp   16.00    12/21/2016    EUR    52.27
Goldman Sachs & Co Wertp    3.00     3/22/2017    EUR    72.62
Goldman Sachs & Co Wertp    4.00     3/22/2017    EUR    65.95
Goldman Sachs & Co Wertp    5.00     3/22/2017    EUR    62.29
Goldman Sachs & Co Wertp    6.00     3/22/2017    EUR    61.11
Goldman Sachs & Co Wertp    7.00     3/22/2017    EUR    60.04
Goldman Sachs & Co Wertp    8.00     3/22/2017    EUR    57.29
Goldman Sachs & Co Wertp    3.00     6/21/2017    EUR    72.27
Goldman Sachs & Co Wertp    4.00     6/21/2017    EUR    68.61
Goldman Sachs & Co Wertp    7.00     6/21/2017    EUR    61.52
Goldman Sachs & Co Wertp    8.00     6/21/2017    EUR    59.12
Goldman Sachs & Co Wertp   15.00     4/20/2016    EUR    63.30
Goldman Sachs & Co Wertp    6.00     6/21/2017    EUR    75.18
Goldman Sachs & Co Wertp    8.00     6/21/2017    EUR    73.81
Goldman Sachs & Co Wertp   10.00     6/21/2017    EUR    69.90
Goldman Sachs & Co Wertp   12.00     6/21/2017    EUR    69.54
Goldman Sachs & Co Wertp    8.00     3/22/2017    EUR    73.32
Goldman Sachs & Co Wertp   13.00     3/22/2017    EUR    68.72
Goldman Sachs & Co Wertp    3.00     4/20/2016    EUR    77.61
Goldman Sachs & Co Wertp    6.00     4/20/2016    EUR    68.55
Goldman Sachs & Co Wertp   13.00     4/20/2016    EUR    58.44
Goldman Sachs & Co Wertp   19.00     4/20/2016    EUR    53.29
Goldman Sachs & Co Wertp    4.00     5/25/2016    EUR    77.64
Goldman Sachs & Co Wertp    9.00     5/25/2016    EUR    65.66
Goldman Sachs & Co Wertp    9.00     6/22/2016    EUR    66.34
Goldman Sachs & Co Wertp   13.00     6/22/2016    EUR    60.72
Goldman Sachs & Co Wertp    4.00     7/20/2016    EUR    77.32
Goldman Sachs & Co Wertp   15.00     7/20/2016    EUR    59.51
Goldman Sachs & Co Wertp    4.00     9/21/2016    EUR    76.70
Goldman Sachs & Co Wertp   10.00     9/21/2016    EUR    65.33
Goldman Sachs & Co Wertp   15.00     9/21/2016    EUR    59.50
Goldman Sachs & Co Wertp    4.00    12/21/2016    EUR    76.15
Goldman Sachs & Co Wertp    4.00     3/22/2017    EUR    75.78
Goldman Sachs & Co Wertp    6.00     3/22/2017    EUR    71.33
Goldman Sachs & Co Wertp    7.00     3/22/2017    EUR    69.32
Goldman Sachs & Co Wertp    8.00     3/22/2017    EUR    67.48
Goldman Sachs & Co Wertp    9.00     3/22/2017    EUR    65.80
Goldman Sachs & Co Wertp    4.00     6/21/2017    EUR    75.10
Goldman Sachs & Co Wertp    5.00     6/21/2017    EUR    73.19
Goldman Sachs & Co Wertp    7.00     6/21/2017    EUR    69.79
Goldman Sachs & Co Wertp    8.00     6/21/2017    EUR    68.32
Goldman Sachs & Co Wertp   13.00     6/21/2017    EUR    65.17
Goldman Sachs & Co Wertp   19.00     5/25/2016    EUR    73.80
Goldman Sachs & Co Wertp   21.00     7/20/2016    EUR    72.10
Goldman Sachs & Co Wertp   20.00     4/20/2016    EUR    43.74
Goldman Sachs & Co Wertp    3.00     9/21/2016    EUR    65.74
Goldman Sachs & Co Wertp    3.00     3/22/2017    EUR    66.61
Goldman Sachs & Co Wertp   10.00     5/25/2016    EUR    67.86
Goldman Sachs & Co Wertp    4.00     7/20/2016    EUR    67.75
Goldman Sachs & Co Wertp    7.00     7/20/2016    EUR    68.56
Goldman Sachs & Co Wertp    7.00    12/21/2016    EUR    70.68
Goldman Sachs & Co Wertp    8.00    12/21/2016    EUR    71.30
Goldman Sachs & Co Wertp    5.00     3/22/2017    EUR    69.81
Goldman Sachs & Co Wertp    7.00     3/22/2017    EUR    71.69
Goldman Sachs & Co Wertp    8.00     3/22/2017    EUR    72.63
Goldman Sachs & Co Wertp    8.00     6/21/2017    EUR    72.73
Goldman Sachs & Co Wertp    4.00     5/25/2016    EUR    50.43
Goldman Sachs & Co Wertp    5.00     7/20/2016    EUR    51.23
Goldman Sachs & Co Wertp    8.00     7/20/2016    EUR    52.04
Goldman Sachs & Co Wertp   11.00     7/20/2016    EUR    52.60
Goldman Sachs & Co Wertp    6.00    12/21/2016    EUR    53.94
Goldman Sachs & Co Wertp    9.00    12/21/2016    EUR    56.01
Goldman Sachs & Co Wertp    9.00    12/21/2016    EUR    56.01
Goldman Sachs & Co Wertp    6.00     3/22/2017    EUR    55.15
Goldman Sachs & Co Wertp    8.00     3/22/2017    EUR    57.03
Goldman Sachs & Co Wertp    8.00     3/22/2017    EUR    56.78
Goldman Sachs & Co Wertp    5.00     6/21/2017    EUR    55.17
Goldman Sachs & Co Wertp    6.00     6/21/2017    EUR    56.35
Goldman Sachs & Co Wertp    8.00     6/21/2017    EUR    58.73
Goldman Sachs & Co Wertp    8.00     6/21/2017    EUR    58.48
Goldman Sachs & Co Wertp    8.00     6/21/2017    EUR    58.73
Goldman Sachs & Co Wertp    4.00     4/20/2016    EUR    61.30
Goldman Sachs & Co Wertp    5.00     4/20/2016    EUR    61.32
Goldman Sachs & Co Wertp    8.00     4/20/2016    EUR    61.30
Goldman Sachs & Co Wertp   10.00     4/20/2016    EUR    61.43
Goldman Sachs & Co Wertp    4.00     5/25/2016    EUR    61.64
Goldman Sachs & Co Wertp    6.00     5/25/2016    EUR    61.88
Goldman Sachs & Co Wertp   11.00     5/25/2016    EUR    62.46
Goldman Sachs & Co Wertp   11.00     5/25/2016    EUR    62.46
Goldman Sachs & Co Wertp   10.00     6/22/2016    EUR    63.09
Goldman Sachs & Co Wertp   11.00     6/22/2016    EUR    63.28
Goldman Sachs & Co Wertp   10.00     7/20/2016    EUR    63.76
Goldman Sachs & Co Wertp   10.00     7/20/2016    EUR    63.76
Goldman Sachs & Co Wertp    6.00     9/21/2016    EUR    63.27
Goldman Sachs & Co Wertp    8.00    12/21/2016    EUR    65.45
Goldman Sachs & Co Wertp    8.00    12/21/2016    EUR    65.38
Goldman Sachs & Co Wertp    8.00     3/22/2017    EUR    66.72
Goldman Sachs & Co Wertp    8.00     3/22/2017    EUR    66.72
Goldman Sachs & Co Wertp    8.00     3/22/2017    EUR    66.72
Goldman Sachs & Co Wertp    6.00     6/21/2017    EUR    64.95
Goldman Sachs & Co Wertp    7.00     6/21/2017    EUR    66.14
Goldman Sachs & Co Wertp    8.00     6/21/2017    EUR    67.33
Goldman Sachs & Co Wertp    8.00     6/21/2017    EUR    67.33
Goldman Sachs & Co Wertp    8.00     6/21/2017    EUR    67.25
Goldman Sachs & Co Wertp    3.00     4/20/2016    EUR    49.56
Goldman Sachs & Co Wertp   11.00     4/20/2016    EUR    49.73
Goldman Sachs & Co Wertp   11.00     4/20/2016    EUR    49.73
Goldman Sachs & Co Wertp    4.00     5/25/2016    EUR    49.96
Goldman Sachs & Co Wertp    7.00     5/25/2016    EUR    50.31
Goldman Sachs & Co Wertp   10.00     5/25/2016    EUR    50.66
Goldman Sachs & Co Wertp   10.00     7/20/2016    EUR    51.91
Goldman Sachs & Co Wertp   11.00     7/20/2016    EUR    52.18
Goldman Sachs & Co Wertp   11.00     7/20/2016    EUR    52.18
Goldman Sachs & Co Wertp    4.00     9/21/2016    EUR    50.96
Goldman Sachs & Co Wertp    7.00     9/21/2016    EUR    52.29
Goldman Sachs & Co Wertp    8.00     9/21/2016    EUR    52.73
Goldman Sachs & Co Wertp   10.00     9/21/2016    EUR    53.61
Goldman Sachs & Co Wertp   10.00     9/21/2016    EUR    53.61
Goldman Sachs & Co Wertp    7.00    12/21/2016    EUR    53.90
Goldman Sachs & Co Wertp    8.00    12/21/2016    EUR    54.59
Goldman Sachs & Co Wertp    5.00     3/22/2017    EUR    53.72
Goldman Sachs & Co Wertp    7.00     3/22/2017    EUR    55.60
Goldman Sachs & Co Wertp    8.00     3/22/2017    EUR    56.54
Goldman Sachs & Co Wertp    5.00     6/21/2017    EUR    54.30
Goldman Sachs & Co Wertp    7.00     6/21/2017    EUR    56.68
Goldman Sachs & Co Wertp    7.00     6/21/2017    EUR    56.68
Goldman Sachs & Co Wertp    8.00     6/21/2017    EUR    57.86
Goldman Sachs & Co Wertp    8.00     6/21/2017    EUR    57.86
UBS AG/London               9.25     6/26/2017    CHF    68.41
UBS AG/London               7.00     6/26/2017    EUR    55.76
Notenstein La Roche Priv    6.20      1/6/2017    CHF    72.55
Vontobel Financial Produ    7.55     7/22/2016    EUR    50.62
Deutsche Bank AG            4.50     6/21/2016    EUR    60.40
Deutsche Bank AG            6.50     9/20/2016    EUR    62.30
Deutsche Bank AG            6.50    12/20/2016    EUR    63.70
Deutsche Bank AG            6.50     6/21/2016    EUR    67.40
Deutsche Bank AG            4.50     6/21/2016    EUR    67.00
Deutsche Bank AG            4.50    12/20/2016    EUR    68.40
Deutsche Bank AG            6.50     6/21/2016    EUR    57.40
Deutsche Bank AG            4.50     6/21/2016    EUR    51.90
Deutsche Bank AG            6.50     9/20/2016    EUR    53.90
Deutsche Bank AG            4.50     9/20/2016    EUR    52.90
Deutsche Bank AG            4.50     6/21/2016    EUR    57.00
Deutsche Bank AG            6.50    12/20/2016    EUR    55.40
Deutsche Bank AG            6.50     6/21/2016    EUR    52.30
Deutsche Bank AG            4.50     9/20/2016    EUR    58.40
Deutsche Bank AG            4.50    12/20/2016    EUR    59.40
Deutsche Bank AG            6.50     6/21/2016    EUR    63.00
Vontobel Financial Produ    8.00     7/22/2016    EUR    48.98
Deutsche Bank AG            6.50    12/20/2016    EUR    60.80
Deutsche Bank AG            8.20    12/20/2016    EUR    64.90
Deutsche Bank AG            8.20     6/21/2016    EUR    52.60
Deutsche Bank AG            8.20     6/21/2016    EUR    59.20
Deutsche Bank AG            8.20    12/20/2016    EUR    62.00
Deutsche Bank AG            4.50     6/22/2016    EUR    66.80
Deutsche Bank AG            5.50     6/22/2016    EUR    62.70
Deutsche Bank AG            4.50     6/22/2016    EUR    58.60
Deutsche Bank AG            5.50     6/22/2016    EUR    58.80
Deutsche Bank AG            4.50     9/20/2016    EUR    63.40
Deutsche Bank AG            4.50     9/20/2016    EUR    59.70
Deutsche Bank AG            6.50     9/20/2016    EUR    60.60
Deutsche Bank AG            6.50    12/20/2016    EUR    69.70
Deutsche Bank AG            4.50    12/20/2016    EUR    64.30
Deutsche Bank AG            5.50    12/20/2016    EUR    61.30
Deutsche Bank AG            6.50    12/20/2016    EUR    62.00
Deutsche Bank AG            4.50     6/22/2016    EUR    74.00
Deutsche Bank AG            6.50     6/22/2016    EUR    74.40
Deutsche Bank AG            6.50     6/22/2016    EUR    71.00
Deutsche Bank AG            4.50     6/22/2016    EUR    70.60
Deutsche Bank AG            5.50     9/20/2016    EUR    75.20
Deutsche Bank AG            6.50     9/20/2016    EUR    75.70
Deutsche Bank AG            4.50     9/20/2016    EUR    71.50
Deutsche Bank AG            5.50     9/20/2016    EUR    70.70
Deutsche Bank AG            6.50     9/20/2016    EUR    71.20
Deutsche Bank AG            6.50    12/20/2016    EUR    72.60
Deutsche Bank AG            5.50     6/22/2016    EUR    71.10
Deutsche Bank AG            5.50     9/20/2016    EUR    75.80
Deutsche Bank AG            5.50    12/20/2016    EUR    76.00
Deutsche Bank AG            5.50    12/20/2016    EUR    73.00
Deutsche Bank AG            5.50     6/21/2016    EUR    69.90
Deutsche Bank AG            6.50     6/21/2016    EUR    70.10
Deutsche Bank AG            4.50     9/20/2016    EUR    76.20
Deutsche Bank AG            5.50     9/20/2016    EUR    76.60
Deutsche Bank AG            5.50     9/20/2016    EUR    71.10
Deutsche Bank AG            5.50    12/20/2016    EUR    75.90
Deutsche Bank AG            6.50    12/20/2016    EUR    71.40
Vontobel Financial Produ    4.10     6/24/2016    EUR    70.82
Commerzbank AG              7.50     5/26/2016    EUR    72.39
Commerzbank AG              8.00     6/23/2016    EUR    73.05
Commerzbank AG              7.00     4/21/2016    EUR    76.03
Commerzbank AG              8.50     6/23/2016    EUR    73.57
Commerzbank AG             14.00     6/23/2016    EUR    72.57
Commerzbank AG              8.00     4/21/2016    EUR    67.20
Commerzbank AG              8.00     6/23/2016    EUR    65.26
DZ Bank AG Deutsche Zent    7.20     6/20/2016    EUR    74.61
LBBW                        3.75    12/23/2016    EUR    61.64
DZ Bank AG Deutsche Zent    5.25     9/23/2016    EUR    64.10
DekaBank Deutsche Giroze    3.00     3/17/2017    EUR    68.15
Credit Suisse AG/Nassau     6.25     9/26/2016    CHF    67.51
Notenstein La Roche Priv    7.50     9/26/2016    EUR    61.34
Notenstein La Roche Priv    6.50     9/26/2016    CHF    78.05
Notenstein La Roche Priv    3.50     9/26/2018    CHF    69.31
Notenstein La Roche Priv    6.50     9/26/2016    CHF    71.10
DZ Bank AG Deutsche Zent    5.60     3/30/2017    EUR    41.67
Notenstein La Roche Priv    8.00     10/3/2016    CHF    41.25
WGZ-Bank AG Westdeutsche    5.00     6/10/2016    EUR    60.22
Deutsche Bank AG            5.20     6/21/2016    EUR    63.90
Deutsche Bank AG            6.20     6/21/2016    EUR    61.50
Deutsche Bank AG            6.20     6/21/2016    EUR    55.00
Deutsche Bank AG            5.20     6/21/2016    EUR    59.40
Deutsche Bank AG            6.20     6/21/2016    EUR    59.60
Deutsche Bank AG            6.20     6/21/2016    EUR    57.50
Notenstein Finance Guern    6.00     10/3/2016    CHF    71.76
Bank Julius Baer & Co Lt    4.75    10/10/2016    CHF    66.80
Vontobel Financial Produ    3.65     6/10/2016    EUR    58.85
Vontobel Financial Produ    5.40     6/10/2016    EUR    54.65
Goldman Sachs & Co Wertp    8.00     5/25/2016    EUR    67.70
Goldman Sachs & Co Wertp   12.00     7/20/2016    EUR    69.84
Goldman Sachs & Co Wertp    7.00     8/24/2016    EUR    69.07
Goldman Sachs & Co Wertp   10.00     8/24/2016    EUR    70.17
Goldman Sachs & Co Wertp   11.00     8/24/2016    EUR    70.54
Goldman Sachs & Co Wertp   11.00     9/21/2016    EUR    71.16
Goldman Sachs & Co Wertp   11.00     8/24/2016    EUR    70.54
Goldman Sachs & Co Wertp    9.00     3/22/2017    EUR    73.50
Goldman Sachs & Co Wertp    9.00     3/22/2017    EUR    73.57
Goldman Sachs & Co Wertp    9.00     3/22/2017    EUR    73.57
Goldman Sachs & Co Wertp    9.00     6/21/2017    EUR    73.91
Goldman Sachs & Co Wertp    9.00     6/21/2017    EUR    73.85
Goldman Sachs & Co Wertp   10.00     4/20/2016    EUR    74.64
Goldman Sachs & Co Wertp    5.00     8/24/2016    EUR    53.50
Goldman Sachs & Co Wertp    5.00     5/25/2016    EUR    52.40
Goldman Sachs & Co Wertp    6.00     8/24/2016    EUR    53.87
Goldman Sachs & Co Wertp    7.00     8/24/2016    EUR    54.23
Goldman Sachs & Co Wertp   11.00     8/24/2016    EUR    55.70
Goldman Sachs & Co Wertp   11.00     8/24/2016    EUR    55.44
Goldman Sachs & Co Wertp    9.00     3/22/2017    EUR    59.50
Goldman Sachs & Co Wertp    6.00     4/20/2016    EUR    61.34
Goldman Sachs & Co Wertp    4.00     6/22/2016    EUR    61.92
Goldman Sachs & Co Wertp    7.00     6/22/2016    EUR    62.51
Goldman Sachs & Co Wertp    7.00     7/20/2016    EUR    62.95
Goldman Sachs & Co Wertp    8.00     7/20/2016    EUR    63.22
Goldman Sachs & Co Wertp    4.00     8/24/2016    EUR    62.31
Goldman Sachs & Co Wertp    7.00     8/24/2016    EUR    63.40
Goldman Sachs & Co Wertp    8.00     8/24/2016    EUR    63.77
Goldman Sachs & Co Wertp   18.00     9/21/2016    EUR    74.06
Goldman Sachs & Co Wertp   17.00     5/25/2016    EUR    73.71
Goldman Sachs & Co Wertp   22.00     6/22/2016    EUR    60.85
Goldman Sachs & Co Wertp   20.00     7/20/2016    EUR    62.03
Goldman Sachs & Co Wertp   14.00     9/21/2016    EUR    67.43
Goldman Sachs & Co Wertp   16.00    12/21/2016    EUR    73.49
Goldman Sachs & Co Wertp   19.00     4/20/2016    EUR    46.89
Goldman Sachs & Co Wertp    8.00     5/25/2016    EUR    59.21
Goldman Sachs & Co Wertp   22.00     5/25/2016    EUR    74.15
Landesbank Hessen-Thueri    5.50     5/10/2017    EUR    74.80
Notenstein La Roche Priv    5.04     7/24/2019    CHF    70.86
UBS AG/London               7.00     7/17/2017    CHF    50.02
UBS AG/London              10.00     7/15/2016    CHF    63.08
Notenstein La Roche Priv    4.00     7/24/2019    CHF    64.53
Notenstein La Roche Priv    5.80     1/24/2018    CHF    70.53
Notenstein La Roche Priv    6.70     7/24/2017    EUR    57.74
Leonteq Securities AG       9.40    10/24/2016    EUR    56.47
Leonteq Securities AG       9.00    10/24/2016    EUR    73.47
Leonteq Securities AG      10.20    10/24/2016    USD    64.81
Leonteq Securities AG      16.80     4/27/2016    CHF    49.77
Leonteq Securities AG      20.00     4/27/2016    USD    50.04
Notenstein La Roche Priv    8.20    12/19/2016    EUR    64.21
Goldman Sachs & Co Wertp   14.00     6/22/2016    EUR    74.10
Goldman Sachs & Co Wertp   12.00     6/22/2016    EUR    74.04
Goldman Sachs & Co Wertp    6.00     6/22/2016    EUR    74.56
Goldman Sachs & Co Wertp   10.00     6/22/2016    EUR    63.23
Goldman Sachs & Co Wertp   17.00     6/22/2016    EUR    52.35
Goldman Sachs & Co Wertp    4.00     6/22/2016    EUR    67.22
Goldman Sachs & Co Wertp    7.00     6/22/2016    EUR    57.24
Goldman Sachs & Co Wertp   10.00     6/22/2016    EUR    53.69
Goldman Sachs & Co Wertp   13.00     6/22/2016    EUR    49.07
Goldman Sachs & Co Wertp    5.00     6/22/2016    EUR    61.68
Goldman Sachs & Co Wertp    9.00     6/22/2016    EUR    54.40
LBBW                        4.50     7/22/2016    EUR    74.37
Goldman Sachs & Co Wertp   10.00     6/22/2016    EUR    71.72
LBBW                        3.00     7/22/2016    EUR    63.17
Goldman Sachs & Co Wertp    4.00     6/22/2016    EUR    53.71
Goldman Sachs & Co Wertp    6.00     6/22/2016    EUR    47.76
Goldman Sachs & Co Wertp   10.00     6/22/2016    EUR    42.12
Goldman Sachs & Co Wertp   17.00     6/22/2016    EUR    35.68
LBBW                        5.00     7/22/2016    EUR    75.04
Goldman Sachs & Co Wertp    5.00     6/22/2016    EUR    66.02
Goldman Sachs & Co Wertp    8.00     6/22/2016    EUR    59.32
Deutsche Bank AG            3.20     6/22/2016    EUR    61.30
LBBW                        3.00     7/22/2016    EUR    73.48
Leonteq Securities AG       7.80    12/19/2016    CHF    58.25
LBBW                        5.00     7/22/2016    EUR    69.41
LBBW                        3.00     7/22/2016    EUR    58.66
LBBW                        5.00     7/22/2016    EUR    55.33
LBBW                        4.50     7/22/2016    EUR    73.05
LBBW                        4.50     7/22/2016    EUR    64.50
Deutsche Bank AG            3.20     6/22/2016    EUR    47.30
Deutsche Bank AG            4.20     6/22/2016    EUR    45.70
Deutsche Bank AG            3.20     6/22/2016    EUR    65.50
Deutsche Bank AG            4.20     6/22/2016    EUR    47.50
Deutsche Bank AG            5.20     6/22/2016    EUR    58.70
Vontobel Financial Produ    8.95     6/24/2016    EUR    68.32
Vontobel Financial Produ    3.55     6/24/2016    EUR    58.99
Deutsche Bank AG            7.20     6/22/2016    EUR    41.70
Deutsche Bank AG            7.20     6/22/2016    EUR    59.10
Deutsche Bank AG            6.20     6/22/2016    EUR    55.60
Deutsche Bank AG            6.20     6/22/2016    EUR    52.50
Deutsche Bank AG            5.20     6/22/2016    EUR    59.20
Deutsche Bank AG            5.20     6/22/2016    EUR    42.70
Deutsche Bank AG            7.20     6/22/2016    EUR    55.20
Deutsche Bank AG            7.20     6/22/2016    EUR    54.00
LBBW                        3.40     8/24/2018    EUR    63.32
Credit Suisse AG/London     7.50     6/22/2016    CHF    70.87
Notenstein La Roche Priv    3.75     7/17/2018    CHF    68.31
Zurcher Kantonalbank Fin   14.50     6/30/2016    CHF    47.97
Deutsche Bank AG            5.34     6/30/2016    EUR    45.71
Vontobel Financial Produ    6.00     6/24/2016    EUR    48.02
Vontobel Financial Produ    7.50     8/26/2016    EUR    65.06
Vontobel Financial Produ    6.60     9/23/2016    EUR    52.92
Vontobel Financial Produ    7.70     6/24/2016    EUR    75.80
Vontobel Financial Produ    8.00     8/26/2016    EUR    48.81
Vontobel Financial Produ    9.50     8/26/2016    EUR    76.03
Vontobel Financial Produ    6.80     6/24/2016    EUR    69.23
Vontobel Financial Produ    3.15     9/23/2016    EUR    75.57
Vontobel Financial Produ    8.00     6/24/2016    EUR    52.24
Vontobel Financial Produ    3.10     6/24/2016    EUR    58.28
Leonteq Securities AG       6.10    12/31/2018    CHF    70.37
Leonteq Securities AG       7.00    12/30/2016    CHF    66.84
Goldman Sachs & Co Wertp   12.00     6/22/2016    EUR    63.53
Goldman Sachs & Co Wertp    6.00     6/22/2016    EUR    53.73
Vontobel Financial Produ    8.55     6/24/2016    EUR    72.66
Vontobel Financial Produ    3.20     7/22/2016    EUR    67.51
Leonteq Securities AG      10.00     7/28/2016    EUR    56.51
Goldman Sachs & Co Wertp    8.00     6/22/2016    EUR    59.75
Goldman Sachs & Co Wertp    8.00     6/22/2016    EUR    57.95
Goldman Sachs & Co Wertp   17.00     6/22/2016    EUR    47.19
Vontobel Financial Produ    5.75     8/23/2016    EUR    66.73
Deutsche Bank AG            8.20     6/22/2016    EUR    59.30
Deutsche Bank AG            8.20     6/22/2016    EUR    64.50
Deutsche Bank AG            8.20     6/22/2016    EUR    57.50
Deutsche Bank AG            8.20    12/20/2016    EUR    61.30
Deutsche Bank AG            8.20    12/20/2016    EUR    63.00
Deutsche Bank AG            8.20     6/22/2016    EUR    44.80
Deutsche Bank AG            8.20     6/22/2016    EUR    57.90
Bank Julius Baer & Co Lt    6.00     7/28/2016    CHF    47.70
Vontobel Financial Produ    5.45     6/24/2016    EUR    75.21
DZ Bank AG Deutsche Zent    8.50     6/24/2016    EUR    57.62
DZ Bank AG Deutsche Zent    8.75     6/24/2016    EUR    45.90
DZ Bank AG Deutsche Zent    8.75     6/24/2016    EUR    57.59
DZ Bank AG Deutsche Zent    5.00     9/23/2016    EUR    51.23
DZ Bank AG Deutsche Zent    5.25     9/23/2016    EUR    54.85
DZ Bank AG Deutsche Zent    5.25     9/23/2016    EUR    70.96
Commerzbank AG              4.00     7/20/2016    EUR    47.80
DZ Bank AG Deutsche Zent    8.25     6/20/2016    EUR    73.06
DZ Bank AG Deutsche Zent    6.50     6/20/2016    EUR    71.17
Goldman Sachs & Co Wertp   10.00     6/22/2016    EUR    68.66
DZ Bank AG Deutsche Zent    7.00     9/19/2016    EUR    72.94
Goldman Sachs & Co Wertp   12.00     6/22/2016    EUR    69.05
Goldman Sachs & Co Wertp    6.00     6/22/2016    EUR    59.29
Goldman Sachs & Co Wertp    7.00     6/22/2016    EUR    59.49
Goldman Sachs & Co Wertp    8.00     6/22/2016    EUR    59.68
DZ Bank AG Deutsche Zent    6.00     6/20/2016    EUR    48.67
Goldman Sachs & Co Wertp    5.00     6/22/2016    EUR    57.28
Goldman Sachs & Co Wertp    8.00     6/22/2016    EUR    57.86
DZ Bank AG Deutsche Zent    6.00     9/19/2016    EUR    50.15
Goldman Sachs & Co Wertp   10.00     6/22/2016    EUR    58.25
Goldman Sachs & Co Wertp    7.00     6/22/2016    EUR    46.08
Goldman Sachs & Co Wertp   10.00     6/22/2016    EUR    46.67
Goldman Sachs & Co Wertp   11.00     6/22/2016    EUR    46.86
Goldman Sachs & Co Wertp   10.00     6/22/2016    EUR    59.65
DZ Bank AG Deutsche Zent    4.70     9/19/2016    EUR    53.70
DZ Bank AG Deutsche Zent    6.20     9/19/2016    EUR    51.14
DZ Bank AG Deutsche Zent    5.30     6/20/2016    EUR    59.02
Goldman Sachs & Co Wertp    9.00     6/22/2016    EUR    75.14
Goldman Sachs & Co Wertp   14.00     6/22/2016    EUR    64.00
Goldman Sachs & Co Wertp   15.00     6/22/2016    EUR    52.77
Goldman Sachs & Co Wertp    5.00     6/22/2016    EUR    72.39
Goldman Sachs & Co Wertp   15.00     6/22/2016    EUR    52.28
Goldman Sachs & Co Wertp    8.00     6/22/2016    EUR    50.08
Goldman Sachs & Co Wertp   18.00     6/22/2016    EUR    39.92
Goldman Sachs & Co Wertp   15.00     6/22/2016    EUR    41.75
HSBC Trinkaus & Burkhard    8.65     6/17/2016    EUR    54.93
Landesbank Hessen-Thueri    4.00      2/6/2019    EUR    62.50
Notenstein La Roche Priv    5.00     1/14/2019    CHF    63.61
Notenstein La Roche Priv    7.60     1/16/2017    CHF    73.06
Notenstein La Roche Priv    7.20     1/16/2017    CHF    70.00
Leonteq Securities AG       8.20     1/16/2017    CHF    69.75
Leonteq Securities AG       5.00     7/31/2019    CHF    70.62
Leonteq Securities AG      14.40    10/31/2016    CHF    48.07
Leonteq Securities AG       9.00    10/31/2016    EUR    67.96
Leonteq Securities AG       3.00      8/7/2018    CHF    68.53
Vontobel Financial Produ    7.95     6/10/2016    EUR    70.98
Vontobel Financial Produ    5.70     6/10/2016    EUR    64.54
Vontobel Financial Produ    3.90     6/10/2016    EUR    69.41
Vontobel Financial Produ    5.20     6/10/2016    EUR    53.64
Vontobel Financial Produ    7.15     6/10/2016    EUR    49.55
Vontobel Financial Produ    3.40     5/13/2016    EUR    65.16
UniCredit Bank AG           4.20    12/22/2016    EUR    75.81
UniCredit Bank AG           4.40    12/22/2016    EUR    74.61
UniCredit Bank AG           4.60    12/22/2016    EUR    74.31
UniCredit Bank AG           4.60    12/22/2016    EUR    73.43
UBS AG/London               7.25     6/24/2016    EUR    75.30
UBS AG/London               5.00     6/24/2016    EUR    67.51
UBS AG/London              15.00     6/24/2016    EUR    71.73
UBS AG/London               9.00     6/24/2016    EUR    71.34
UBS AG/London              10.75     6/24/2016    EUR    67.86
UBS AG/London              14.75     6/24/2016    EUR    47.09
UBS AG/London               5.25     6/24/2016    EUR    69.64
UBS AG/London               8.00     6/24/2016    EUR    66.89
UBS AG/London              11.50     6/24/2016    EUR    66.02
UBS AG/London              10.75     6/24/2016    EUR    72.11
UBS AG/London               9.75     6/24/2016    EUR    69.61
UBS AG/London               7.50     6/24/2016    EUR    59.76
DZ Bank AG Deutsche Zent   12.00     6/24/2016    EUR    67.02
DZ Bank AG Deutsche Zent    8.00     3/24/2017    EUR    72.01
DZ Bank AG Deutsche Zent    8.00     9/23/2016    EUR    69.90
BNP Paribas Emissions- u    7.50     7/21/2016    EUR    60.39
DZ Bank AG Deutsche Zent   10.00    12/23/2016    EUR    72.45
DZ Bank AG Deutsche Zent    8.00     3/24/2017    EUR    72.97
DZ Bank AG Deutsche Zent   10.00     9/23/2016    EUR    70.91
Vontobel Financial Produ   17.95     6/24/2016    EUR    55.90
Commerzbank AG              6.75     6/23/2016    EUR    64.28
Commerzbank AG              5.00    12/22/2016    EUR    67.53
Commerzbank AG              8.25     6/23/2016    EUR    63.35
Commerzbank AG              6.25    12/22/2016    EUR    66.94
Commerzbank AG              9.50     6/23/2016    EUR    50.73
Commerzbank AG              6.00    12/22/2016    EUR    57.21
Commerzbank AG              7.00    12/22/2016    EUR    55.21
Commerzbank AG              5.25    12/22/2016    EUR    65.75
Commerzbank AG              5.00    12/22/2016    EUR    74.79
Vontobel Financial Produ    4.60     6/24/2016    EUR    67.48
Vontobel Financial Produ   14.60     6/24/2016    EUR    58.87
Vontobel Financial Produ   16.00     6/24/2016    EUR    58.05
Vontobel Financial Produ    7.50    12/23/2016    EUR    64.58
Vontobel Financial Produ    9.00    12/23/2016    EUR    63.32
Goldman Sachs & Co Wertp   12.00     6/22/2016    EUR    69.06
Goldman Sachs & Co Wertp   12.00     6/22/2016    EUR    69.06
Goldman Sachs & Co Wertp    5.00     6/22/2016    EUR    59.15
Goldman Sachs & Co Wertp    8.00     6/22/2016    EUR    59.73
Goldman Sachs & Co Wertp   10.00     6/22/2016    EUR    60.12
Goldman Sachs & Co Wertp   11.00     6/22/2016    EUR    60.32
Goldman Sachs & Co Wertp   10.00     6/22/2016    EUR    60.12
Goldman Sachs & Co Wertp    6.00     6/22/2016    EUR    61.78
Goldman Sachs & Co Wertp    7.00     6/22/2016    EUR    61.97
Goldman Sachs & Co Wertp   10.00     6/22/2016    EUR    62.56
Goldman Sachs & Co Wertp    8.00     6/22/2016    EUR    50.00
Goldman Sachs & Co Wertp   10.00     6/22/2016    EUR    50.39
Goldman Sachs & Co Wertp   11.00     6/22/2016    EUR    50.58
Goldman Sachs & Co Wertp   10.00     6/22/2016    EUR    59.66
Goldman Sachs & Co Wertp    6.00     6/22/2016    EUR    72.58
Goldman Sachs & Co Wertp    8.00     6/22/2016    EUR    67.24
DekaBank Deutsche Giroze    2.50    12/16/2016    EUR    60.02
DekaBank Deutsche Giroze    3.00      1/7/2019    EUR    74.24
DZ Bank AG Deutsche Zent   14.25     6/24/2016    EUR    72.95
DZ Bank AG Deutsche Zent   11.50     6/24/2016    EUR    59.69
DZ Bank AG Deutsche Zent   10.00     9/23/2016    EUR    61.84
DZ Bank AG Deutsche Zent    5.75    11/25/2016    EUR    63.51
DZ Bank AG Deutsche Zent    7.00     3/24/2017    EUR    63.52
DZ Bank AG Deutsche Zent   12.75    12/23/2016    EUR    74.82
DZ Bank AG Deutsche Zent   14.00     6/24/2016    EUR    77.84
DZ Bank AG Deutsche Zent    5.00      2/6/2018    EUR    57.40
Raiffeisen Centrobank AG    6.58     7/20/2016    EUR    62.48
Raiffeisen Centrobank AG    6.58     7/20/2016    EUR    61.10
Vontobel Financial Produ    8.25     6/24/2016    EUR    74.72
Vontobel Financial Produ    7.65     6/24/2016    EUR    59.21
Vontobel Financial Produ    4.60     6/24/2016    EUR    65.79
LBBW                        3.50     6/24/2016    EUR    66.67
Landesbank Hessen-Thueri    3.25     7/15/2016    EUR    67.30
Notenstein La Roche Priv    6.50    12/19/2016    CHF    71.77
Notenstein La Roche Priv    6.00    12/19/2016    CHF    69.23
Goldman Sachs & Co Wertp   15.00     6/22/2016    EUR    72.01
Goldman Sachs & Co Wertp   16.00     6/22/2016    EUR    68.29
Goldman Sachs & Co Wertp    8.00     6/22/2016    EUR    68.37
Goldman Sachs & Co Wertp   15.00     6/22/2016    EUR    55.46
Goldman Sachs & Co Wertp    6.00     6/22/2016    EUR    61.88
Goldman Sachs & Co Wertp    7.00     6/22/2016    EUR    59.56
Goldman Sachs & Co Wertp   16.00     6/22/2016    EUR    46.75
Goldman Sachs & Co Wertp   15.00     6/22/2016    EUR    75.23
Goldman Sachs & Co Wertp    7.00     6/22/2016    EUR    57.76
Goldman Sachs & Co Wertp   15.00     6/22/2016    EUR    46.80
Leonteq Securities AG       4.44     5/11/2016    CHF    72.06
LBBW                        7.00     7/22/2016    EUR    69.85
Goldman Sachs & Co Wertp    8.00     6/22/2016    EUR    75.64
Goldman Sachs & Co Wertp   15.00     6/22/2016    EUR    65.18
LBBW                        4.00     7/22/2016    EUR    60.81
Goldman Sachs & Co Wertp    4.00     6/22/2016    EUR    51.41
Goldman Sachs & Co Wertp    7.00     6/22/2016    EUR    46.16
Goldman Sachs & Co Wertp   15.00     6/22/2016    EUR    37.20
Goldman Sachs & Co Wertp   15.00     6/22/2016    EUR    74.38
Goldman Sachs & Co Wertp    6.00     6/22/2016    EUR    62.32
LBBW                        3.00     7/22/2016    EUR    58.32
LBBW                        5.00     7/22/2016    EUR    59.09
Deutsche Bank AG            3.20     6/22/2016    EUR    58.80
LBBW                        4.00     7/22/2016    EUR    71.03
Deutsche Bank AG            4.20     6/22/2016    EUR    61.50
Deutsche Bank AG            4.20     6/22/2016    EUR    59.00
LBBW                        4.00     7/22/2016    EUR    56.73
LBBW                        3.00     7/22/2016    EUR    67.69
LBBW                        3.00     7/22/2016    EUR    70.32
Deutsche Bank AG            3.20     6/22/2016    EUR    45.50
Deutsche Bank AG            4.20     6/22/2016    EUR    65.70
Vontobel Financial Produ    3.25     6/24/2016    EUR    59.98
Deutsche Bank AG            6.20     6/22/2016    EUR    58.90
Deutsche Bank AG            5.20     6/22/2016    EUR    55.40
Deutsche Bank AG            5.20     6/22/2016    EUR    52.40
Deutsche Bank AG            5.20     6/22/2016    EUR    45.90
Deutsche Bank AG            5.20     6/22/2016    EUR    56.90
Deutsche Bank AG            5.20     6/22/2016    EUR    44.20
Deutsche Bank AG            6.20     6/22/2016    EUR    53.80
Notenstein La Roche Priv    3.00     7/17/2018    CHF    75.58
Vontobel Financial Produ    8.00     4/29/2016    EUR    44.34
Zurcher Kantonalbank Fin    9.60     6/30/2016    CHF    65.88
Vontobel Financial Produ    7.00     6/24/2016    EUR    57.97
Credit Suisse AG/Nassau     8.00     7/28/2016    EUR    72.72
Credit Suisse AG/Nassau     6.00     7/28/2016    CHF    72.71
Vontobel Financial Produ    7.00     8/26/2016    EUR    64.71
Vontobel Financial Produ    9.55     6/24/2016    EUR    73.54
Vontobel Financial Produ    8.00     9/23/2016    EUR    75.23
Vontobel Financial Produ    5.80     9/23/2016    EUR    70.49
Vontobel Financial Produ    3.45     6/24/2016    EUR    74.92
Vontobel Financial Produ    6.90     9/23/2016    EUR    53.58
Vontobel Financial Produ    8.30     6/24/2016    EUR    75.73
Vontobel Financial Produ    6.85     9/23/2016    EUR    68.03
Vontobel Financial Produ    7.95     6/24/2016    EUR    67.10
Vontobel Financial Produ    3.00     9/23/2016    EUR    58.78
Bank J Safra Sarasin AG/    9.60    10/17/2016    CHF    77.21
Vontobel Financial Produ    6.65     9/23/2016    EUR    69.22
Vontobel Financial Produ    7.35     6/24/2016    EUR    68.00
Vontobel Financial Produ    7.35     9/23/2016    EUR    74.25
Vontobel Financial Produ    4.75     7/22/2016    EUR    64.29
Leonteq Securities AG       7.00     7/28/2017    CHF    69.10
Notenstein La Roche Priv    8.00    12/29/2016    EUR    62.47
Notenstein La Roche Priv    7.50    12/29/2016    CHF    69.94
Goldman Sachs & Co Wertp   16.00     6/22/2016    EUR    72.20
Goldman Sachs & Co Wertp    7.00     6/22/2016    EUR    74.75
Goldman Sachs & Co Wertp   16.00     6/22/2016    EUR    75.42
Goldman Sachs & Co Wertp    6.00     6/22/2016    EUR    61.87
LBBW                        3.00    11/25/2016    EUR    60.50
Deutsche Bank AG            8.20    12/20/2016    EUR    61.70
Deutsche Bank AG            8.20    12/20/2016    EUR    69.20
Deutsche Bank AG            8.20    12/20/2016    EUR    48.90
Bank Julius Baer & Co Lt    6.30     7/28/2016    CHF    60.80
Vontobel Financial Produ    5.35     6/24/2016    EUR    49.16
DZ Bank AG Deutsche Zent   10.50     6/24/2016    EUR    53.95
Credit Suisse AG/Nassau     6.00     7/31/2017    CHF    75.20
Credit Suisse AG/London     5.00     1/30/2017    CHF    66.19
DZ Bank AG Deutsche Zent    7.75     6/20/2016    EUR    72.96
DZ Bank AG Deutsche Zent    6.50     9/19/2016    EUR    75.78
DZ Bank AG Deutsche Zent    7.50     6/20/2016    EUR    71.36
Goldman Sachs & Co Wertp    7.00     6/22/2016    EUR    68.08
DZ Bank AG Deutsche Zent    7.75     9/19/2016    EUR    73.27
Goldman Sachs & Co Wertp   12.00     6/22/2016    EUR    69.05
DZ Bank AG Deutsche Zent    6.25     9/19/2016    EUR    72.61
Goldman Sachs & Co Wertp    7.00     6/22/2016    EUR    59.49
Goldman Sachs & Co Wertp   10.00     6/22/2016    EUR    60.07
Goldman Sachs & Co Wertp   10.00     6/22/2016    EUR    60.07
DZ Bank AG Deutsche Zent    6.50     9/19/2016    EUR    50.37
Goldman Sachs & Co Wertp   10.00     6/22/2016    EUR    58.25
Goldman Sachs & Co Wertp    6.00     6/22/2016    EUR    45.89
Goldman Sachs & Co Wertp   10.00     6/22/2016    EUR    46.67
Goldman Sachs & Co Wertp   10.00     6/22/2016    EUR    46.67
Goldman Sachs & Co Wertp   11.00     6/22/2016    EUR    46.86
DZ Bank AG Deutsche Zent    8.75     6/20/2016    EUR    48.32
Goldman Sachs & Co Wertp   10.00     6/22/2016    EUR    59.65
DZ Bank AG Deutsche Zent    5.00     6/20/2016    EUR    52.60
DZ Bank AG Deutsche Zent    5.40     9/19/2016    EUR    52.33
DZ Bank AG Deutsche Zent    4.90     9/19/2016    EUR    59.85
Goldman Sachs & Co Wertp   17.00     6/22/2016    EUR    75.69
Goldman Sachs & Co Wertp   17.00     6/22/2016    EUR    59.88
Goldman Sachs & Co Wertp   10.00     6/22/2016    EUR    60.14
Goldman Sachs & Co Wertp    7.00     6/22/2016    EUR    64.81
Goldman Sachs & Co Wertp   16.00     6/22/2016    EUR    51.25
Goldman Sachs & Co Wertp   10.00     6/22/2016    EUR    58.34
Goldman Sachs & Co Wertp    6.00     6/22/2016    EUR    56.61
Goldman Sachs & Co Wertp    7.00     6/22/2016    EUR    54.29
Goldman Sachs & Co Wertp   10.00     6/22/2016    EUR    48.53
Goldman Sachs & Co Wertp   16.00     6/22/2016    EUR    77.32
Notenstein La Roche Priv    8.50     1/16/2017    EUR    54.72
Deutsche Bank AG            5.00     8/12/2016    EUR    63.00
Notenstein La Roche Priv    7.00     1/16/2017    CHF    71.52
Notenstein La Roche Priv    5.50     1/14/2019    CHF    68.41
Leonteq Securities AG       8.00     1/16/2017    CHF    68.28
Leonteq Securities AG      16.00    10/31/2016    CHF    54.32
Vontobel Financial Produ    7.75     6/10/2016    EUR    60.37
UniCredit Bank AG           4.40    12/22/2016    EUR    75.50
UniCredit Bank AG           4.60    12/22/2016    EUR    73.87
UniCredit Bank AG           4.60    12/22/2016    EUR    73.00
UniCredit Bank AG           4.40    12/22/2016    EUR    75.05
UBS AG/London               3.60     8/24/2016    EUR    71.33
UBS AG/London               3.30     8/24/2016    EUR    60.04
UBS AG/London               7.60     8/24/2016    EUR    60.80
UBS AG/London              12.75     6/24/2016    EUR    64.84
UBS AG/London              12.25     6/24/2016    EUR    59.18
UBS AG/London              16.25     6/24/2016    EUR    62.09
UBS AG/London              10.50     6/24/2016    EUR    75.39
UBS AG/London               6.25     6/24/2016    EUR    63.40
UBS AG/London              12.50     6/24/2016    EUR    76.05
UBS AG/London              12.50     6/24/2016    EUR    54.48
UBS AG/London              13.75     6/24/2016    EUR    71.85
UBS AG/London               4.25     6/24/2016    EUR    70.60
UBS AG/London              15.00     6/24/2016    EUR    52.20
UBS AG/London              12.50     6/24/2016    EUR    56.11
UBS AG/London               4.75     6/24/2016    EUR    71.92
UBS AG/London               8.50     6/24/2016    EUR    77.71
UBS AG/London               9.00     6/24/2016    EUR    56.59
UBS AG/London               8.00     6/24/2016    EUR    73.71
UBS AG/London              15.00     6/24/2016    EUR    69.62
UBS AG/London               6.25     6/24/2016    EUR    75.53
DekaBank Deutsche Giroze    3.00    12/17/2018    EUR    46.28
Vontobel Financial Produ   19.45     6/24/2016    EUR    73.27
BNP Paribas Emissions- u    6.00     7/21/2016    EUR    74.92
DZ Bank AG Deutsche Zent   12.00     6/24/2016    EUR    74.79
Vontobel Financial Produ   17.90     6/24/2016    EUR    73.73
Vontobel Financial Produ   16.75     6/24/2016    EUR    49.97
Vontobel Financial Produ   13.10     6/24/2016    EUR    55.15
Commerzbank AG              8.00     6/23/2016    EUR    61.31
Commerzbank AG              6.00    12/22/2016    EUR    65.13
Commerzbank AG              7.00    12/22/2016    EUR    62.93
Commerzbank AG              6.75     6/23/2016    EUR    66.33
Commerzbank AG              5.50    12/22/2016    EUR    68.27
Commerzbank AG              7.25    12/22/2016    EUR    64.77
Commerzbank AG              8.25     6/23/2016    EUR    52.56
Commerzbank AG              5.00    12/22/2016    EUR    59.46
Commerzbank AG              8.00    12/22/2016    EUR    53.46
Commerzbank AG              4.25    12/22/2016    EUR    68.27
Commerzbank AG              6.50    12/22/2016    EUR    63.57
Commerzbank AG              6.75    12/22/2016    EUR    71.25
Bank Julius Baer & Co Lt    8.35    12/15/2016    CHF    73.25
Vontobel Financial Produ    5.00     2/13/2017    EUR    51.82
Vontobel Financial Produ    5.50     6/24/2016    EUR    66.13
Vontobel Financial Produ   14.50     6/24/2016    EUR    58.85
Vontobel Financial Produ   12.50     9/23/2016    EUR    60.42
Vontobel Financial Produ    3.50    12/23/2016    EUR    71.03
Vontobel Financial Produ    6.10    12/23/2016    EUR    66.06
Goldman Sachs & Co Wertp    7.00     6/22/2016    EUR    68.08
Goldman Sachs & Co Wertp   12.00     6/22/2016    EUR    68.98
Goldman Sachs & Co Wertp    7.00     6/22/2016    EUR    59.54
Goldman Sachs & Co Wertp   11.00     6/22/2016    EUR    60.32
Goldman Sachs & Co Wertp    7.00     6/22/2016    EUR    61.97
Goldman Sachs & Co Wertp   10.00     6/22/2016    EUR    62.56
Goldman Sachs & Co Wertp    7.00     6/22/2016    EUR    49.74
Goldman Sachs & Co Wertp   10.00     6/22/2016    EUR    50.39
Goldman Sachs & Co Wertp   11.00     6/22/2016    EUR    50.51
Goldman Sachs & Co Wertp   11.00     6/22/2016    EUR    50.58
Goldman Sachs & Co Wertp   10.00     6/22/2016    EUR    59.66
Goldman Sachs & Co Wertp   10.00     6/22/2016    EUR    59.66
Goldman Sachs & Co Wertp   17.00     6/22/2016    EUR    52.67
Goldman Sachs & Co Wertp    5.00     6/22/2016    EUR    65.57
Goldman Sachs & Co Wertp   16.00     6/22/2016    EUR    52.64
DZ Bank AG Deutsche Zent    8.50    11/25/2016    EUR    75.13
DZ Bank AG Deutsche Zent    9.75    11/25/2016    EUR    74.95
DZ Bank AG Deutsche Zent    8.75    11/25/2016    EUR    61.32
DZ Bank AG Deutsche Zent    7.75    12/23/2016    EUR    62.60
DZ Bank AG Deutsche Zent   15.00     6/24/2016    EUR    73.44
DZ Bank AG Deutsche Zent   15.00    11/25/2016    EUR    73.78
DZ Bank AG Deutsche Zent    9.75     3/24/2017    EUR    74.67
UBS AG                      4.00     1/15/2019    EUR    67.84
Raiffeisen Centrobank AG   11.85     7/20/2016    EUR    73.11
Raiffeisen Centrobank AG    7.90     7/20/2016    EUR    63.06
Raiffeisen Centrobank AG    9.21     7/20/2016    EUR    62.52
Vontobel Financial Produ   10.70     6/24/2016    EUR    58.09
Vontobel Financial Produ    4.65     6/24/2016    EUR    70.75
Vontobel Financial Produ    8.95     6/24/2016    EUR    62.34
DekaBank Deutsche Giroze    3.20     1/14/2019    EUR    59.50
Zurcher Kantonalbank Fin   10.00      8/3/2016    EUR    55.57
Zurcher Kantonalbank Fin    9.30      8/3/2016    EUR    75.23
DZ Bank AG Deutsche Zent    8.00     6/24/2016    EUR    62.61
Societe Generale SA         6.84      7/1/2016    USD    48.54
Leonteq Securities AG       3.00     7/23/2018    CHF    68.66
Vontobel Financial Produ    4.80     7/22/2016    EUR    70.22
HSBC Trinkaus & Burkhard    5.50     1/31/2017    EUR    57.92
Goldman Sachs & Co Wertp   19.00     5/25/2016    EUR    68.38
Goldman Sachs & Co Wertp   15.00     9/21/2016    EUR    72.74
Goldman Sachs & Co Wertp   17.00     8/24/2016    EUR    72.86
Goldman Sachs & Co Wertp   10.00     8/24/2016    EUR    75.36
Goldman Sachs & Co Wertp   14.00     8/24/2016    EUR    70.33
Goldman Sachs & Co Wertp    8.00     7/20/2016    EUR    68.97
Goldman Sachs & Co Wertp    8.00     8/24/2016    EUR    69.65
Goldman Sachs & Co Wertp   18.00     8/24/2016    EUR    59.21
Goldman Sachs & Co Wertp    7.00     3/22/2017    EUR    72.42
Goldman Sachs & Co Wertp   21.00     6/22/2016    EUR    63.96
Goldman Sachs & Co Wertp   18.00     8/24/2016    EUR    66.03
Goldman Sachs & Co Wertp    4.00     4/20/2016    EUR    60.79
Goldman Sachs & Co Wertp    3.00     8/24/2016    EUR    67.31
Goldman Sachs & Co Wertp    5.00     8/24/2016    EUR    62.46
Goldman Sachs & Co Wertp    5.00     8/24/2016    EUR    59.97
Goldman Sachs & Co Wertp   13.00     8/24/2016    EUR    51.30
Goldman Sachs & Co Wertp    5.00     6/21/2017    EUR    65.24
Goldman Sachs & Co Wertp   10.00     8/24/2016    EUR    69.56
Goldman Sachs & Co Wertp   18.00     8/24/2016    EUR    62.92
DekaBank Deutsche Giroze    4.10     5/12/2016    EUR    59.83
Goldman Sachs & Co Wertp   15.00     5/25/2016    EUR    59.93
Goldman Sachs & Co Wertp   21.00     7/20/2016    EUR    56.34
Goldman Sachs & Co Wertp    4.00     8/24/2016    EUR    76.98
Goldman Sachs & Co Wertp    7.00     8/24/2016    EUR    70.35
Goldman Sachs & Co Wertp   15.00     8/24/2016    EUR    60.89
Goldman Sachs & Co Wertp    7.00     9/21/2016    EUR    70.56
Goldman Sachs & Co Wertp   16.00    12/21/2016    EUR    61.58
BNP Paribas Emissions- u    7.00     6/23/2016    EUR    59.70
BNP Paribas Emissions- u    9.00     6/23/2016    EUR    55.61
BNP Paribas Emissions- u    6.50     6/23/2016    EUR    71.26
BNP Paribas Emissions- u    7.00     6/23/2016    EUR    62.00
BNP Paribas Emissions- u    9.00     6/23/2016    EUR    58.09
BNP Paribas Emissions- u    6.00     6/23/2016    EUR    47.83
BNP Paribas Emissions- u    7.50     6/23/2016    EUR    44.67
Goldman Sachs & Co Wertp   20.00     8/24/2016    EUR    71.39
BNP Paribas Emissions- u    6.50     6/23/2016    EUR    64.40
Leonteq Securities AG      17.00     7/20/2016    CHF    52.36
UBS AG/London               6.50      7/8/2016    CHF    48.03
UBS AG/London               7.00     7/10/2017    CHF    72.19
UBS AG/London              12.00     6/24/2016    EUR    68.81
Deutsche Bank AG            6.20     6/21/2016    EUR    43.80
Deutsche Bank AG            6.20     6/21/2016    EUR    57.60
Deutsche Bank AG            6.20     6/21/2016    EUR    60.70
Deutsche Bank AG            7.20     6/21/2016    EUR    71.50
Deutsche Bank AG            6.20     6/21/2016    EUR    71.30
Deutsche Bank AG            6.20     6/21/2016    EUR    68.00
Deutsche Bank AG            7.20     6/21/2016    EUR    67.80
Deutsche Bank AG            7.20     6/21/2016    EUR    73.30
Zurcher Kantonalbank Fin    6.50     5/30/2016    CHF    67.67
Leonteq Securities AG       6.75     12/5/2016    CHF    64.13
Vontobel Financial Produ    6.50     8/26/2016    EUR    47.04
Notenstein La Roche Priv    8.50    11/28/2016    CHF    40.40
Notenstein La Roche Priv    7.00    11/28/2016    CHF    72.80
Notenstein La Roche Priv    6.50    11/28/2016    CHF    69.23
Notenstein La Roche Priv    8.20     5/27/2016    CHF    36.17
Notenstein La Roche Priv    6.50    11/28/2016    CHF    69.74
Leonteq Securities AG/Gu    7.60    11/28/2016    CHF    70.24
Vontobel Financial Produ    6.00     8/26/2016    EUR    54.24
Credit Suisse AG/Nassau     6.50     7/21/2016    CHF    72.90
Credit Suisse AG/Nassau     7.25      6/2/2016    CHF    48.88
Notenstein La Roche Priv    7.20    11/21/2016    CHF    73.02
Notenstein La Roche Priv    6.20    11/21/2016    CHF    67.35
UniCredit Bank AG           3.79    12/19/2016    EUR    47.44
Leonteq Securities AG       5.00     7/29/2019    CHF    72.52


                            *********

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 * * *