TCREUR_Public/160523.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, May 23, 2016, Vol. 17, No. 100


                            Headlines


F I N L A N D

NOKIA CORP: S&P Affirms BB+ Corp. Credit Rating, Outlook Positive


G E O R G I A

GEORGIAN BANKS: Fitch Affirms Ratings on Six Institutions


G E R M A N Y

NESCHEN AG: Blue Cap 07 Takes Over Business


I R E L A N D

COLUMBA PRESS: Enters Examinership for Survival
TALISMAN-6 FINANCE: Fitch Lowers Ratings on 2 Note Classes to D


I T A L Y

BANCA CARIGE: Fitch Cuts Rating on Mortgage Covered Bonds to BB+
ILVA SPA: Marcegaglia Makes Offer for Steel Plant
WASTE ITALIA: Fitch Cuts IDR to C on Expected Stressed Liquidity


N E T H E R L A N D S

CADOGAN SQUARE CLO VII: S&P Assigns BB Rating to Class E Notes
JUBILEE CDO VII: S&P Raises Rating on Class E Notes to BB+


P O L A N D

JSW: Energa Not Eyeing Asset, Share Acquisition


R U S S I A

MOBILE TELESYSTEMS: Fitch Affirms BB+ IDR, Outlook Stable
SISTEMA JSFC: Fitch Affirms BB- Long-Term IDR, Outlook Stable
URALVAGONZAVOD: Alfa-Bank Files Bankruptcy Petition


S L O V E N I A

T-2: Constitutional Court Suspends Bankruptcy Proceedings


S W E D E N

SSAB AB: S&P Affirms B+ Long-Term CCR, Outlook Stable


U K R A I N E

FIDOBANK PJSC: Declared Insolvent by National Bank of Ukraine


U N I T E D   K I N G D O M

BHS GROUP: Bids Falls Short, Liquidators Asked to Assess Value
GULF KEYSTONE: Has Until May 11 to Address Financial Woes


X X X X X X X X

* BOND PRICING: For the Week May 16 to May 20, 2016


                            *********


=============
F I N L A N D
=============


NOKIA CORP: S&P Affirms BB+ Corp. Credit Rating, Outlook Positive
-----------------------------------------------------------------
S&P Global Ratings said it has affirmed its 'BB+' long-term
corporate credit rating on Finnish technology company Nokia Corp.
S&P also affirmed its 'BB+' long-term corporate credit ratings on
Nokia's core subsidiaries, Alcatel-Lucent S.A. and Alcatel-Lucent
USA Inc.  The outlook is positive.

At the same time, S&P affirmed the 'BB+' issue rating on Nokia's
senior unsecured debt.  S&P raised its recovery rating to '3'
from '4', indicating its expectation of meaningful recovery in
the higher half of the 50%-70% range in the event of a payment
default.

S&P also affirmed its issue ratings on the debt issued by
Alcatel-Lucent S.A. and Alcatel-Lucent USA Inc. at 'BB+'.  The
recovery rating on this debt remains unchanged at '3', indicating
S&P's expectation of meaningful recovery in the higher half of
the 50%-70% range in the event of a payment default.

S&P also raised the short-term rating on Nokia Corp. and Alcatel-
Lucent S.A. to 'A-3' from 'B'.  This is to correct an error where
S&P had previously incorrectly maintained its 'B' short-term
ratings for both entities, which should have been raised to 'A-
3'.

The rating affirmation primarily reflects S&P's view that Nokia
is successfully integrating Alcatel-Lucent and is on track to
achieve an adjusted EBITDA margin of 10% or more on a sustainable
basis after the 2016 transition year.  However, the conditions in
the wireless infrastructure market have been more challenging
than S&P expected a year ago and Nokia also faced some short-term
hiccups in demand due to the integration and harmonization of
product portfolios.  S&P therefore lowered its revenue, EBITDA
margin, and FOCF expectations for the combined group in 2016, but
kept S&P's assumption of a meaningful margin improvement in 2017
and 2018.

In S&P's view, the acquisition of Alcatel-Lucent in January 2016
has strengthened our business risk assessment for Nokia.  This is
because Nokia's addressable market almost doubled and its product
portfolio is now well diversified, including both mobile networks
and fixed networks equipment and related software and services.
In addition, inclusion of Alcatel-Lucent strengthened Nokia's
position in the key U.S. market and we think the overall customer
overlap, especially outside the U.S., is limited.  Nokia is now
No. 2 in the overall wireless telecommunications equipment market
after Swedish Ericsson (Telefonaktiebolaget L.M.), No. 2 in the
fixed broadband market after Chinese Huawei Technologies, and No.
2 in routers for service providers after U.S.-based Cisco
Systems.

Nokia also benefits from market leading research and development
(R&D) capabilities, further strengthened by Bell Labs, part of
Alcatel-Lucent.  The group currently employs more than 40,000 R&D
staff and combined R&D expenses totaled EUR4.5 billion in 2015.
Nokia Technologies (4% of the combined revenues in 2015 but with
very high margins) manages the portfolio of approximately 30,000
individual patents and patent applications, and has more than 60
active licensees.  In addition, Nokia Networks' and Alcatel-
Lucent's portfolios include about 57,000 individual patents and
patent applications in total.

Nokia has improved its margins during the past few years while
Alcatel-Lucent successfully completed its Shift Plan
restructuring program in 2015.  Combined, the companies reported
a non-International Financial Reporting Standards (IFRS) EBIT
margin of 10.9% in 2015, but due to the current decline in
revenues and the ongoing integration process, S&P assumes
materially lower profitability in 2016.  However, S&P thinks that
Nokia's profitability will already benefit from sizable cost
synergies in 2017.  The group has slightly increased its cost
saving targets and now aims to achieve over EUR900 million annual
cost savings in 2018 compared with previous expectations that it
would reach about EUR900 million in 2019.

These strengths are partially mitigated by the volatile and
severely price-pressured wireless equipment and services demand
(59% of the combined revenues in 2015), as well as strong
competition, primarily from Ericsson and Huawei.  S&P expects the
wireless infrastructure market to decline at least in 2016, based
on the peak in fourth-generation (4G) wireless rollouts in 2015.
Nokia's growth has also been subdued compared to Ericsson and
Huawei in the past few years, partly as a result of lost market
shares due to its focus on profitability.  S&P also views Nokia's
profitability as volatile, and note that there are still
execution risks relating to the Alcatel-Lucent integration,
particularly in case of a longer-than-expected industry downturn.
S&P views Alcatel-Lucent's track record of cash generative
operations as short.

S&P's assessment of Nokia's financial risk reflects the group's
very strong balance sheet, including significant cash balances
well in excess of reported gross debt.  Nokia reported a net cash
position of EUR8.2 billion as of March 31, 2016.  This is partly
offset by the group's volatile cash flow generation during the
industry cycle.  In addition, S&P expects negative discretionary
cash flow (DCF) for Nokia in 2016 and 2017 due to high
restructuring expenses and significant dividend distributions.
In October 2015, Nokia announced a two-year EUR7 billion capital
structure optimization program consisting of EUR4 billion in
shareholder distributions and a EUR3 billion reduction in the
combined company's interest-bearing liabilities and debt-like
items.  The EUR3 billion deleveraging was completed at the end
March 2016, and S&P expects the remaining Alcatel-Lucent
convertible notes to be redeemed during 2016.  As a result, all
the remaining debt is senior unsecured and has no financial
covenants.

S&P adjusts Nokia's reported gross debt by adding these key
items:

   -- About EUR2 billion receivables factoring outstanding;

   -- Present value of operating lease liabilities of about
      EUR0.8 billion; and

   -- Net unfunded pension liabilities of about EUR2 billion.

S&P also deducts from the debt the surplus cash, which, in S&P's
assumption, would be readily available for debt repayment.  S&P
thinks about EUR1.5 billion-EUR2.0 billion of Nokia's cash
balances and short-term investments do not qualify as surplus
cash currently.

S&P's base case assumes:

   -- Total revenues declining by 5%-7% in 2016, compared with
      proforma revenues in 2015, primarily reflecting S&P's
      expectation of a mid-single-digit decline in the wireless
      infrastructure market in 2016.  In addition, S&P assumes a
      significant revenue decline in the Nokia Technologies
      segment -- which previously benefitted from nonrecurring
      items in 2015 -- primarily due to the arbitration award
      related to the licensing agreement with Samsung.  Nokia's
      revenues could also suffer from the integration and
      harmonization of product portfolios.  Relatively stable
      revenues in 2017, primarily supported by improving demand
      trends for Nokia's Ultra Broadband segment and modestly
      growing revenues at the IP Networks and Applications
      segment (25% of the combined revenues in 2015).  In
      addition, S&P expects higher revenues at Nokia
      Technologies, supported by increased R&D capabilities and
      investments in some growth businesses.

   -- Company reported non-IFRS EBIT of about 7% in 2016 and
      above 10% in 2017.

   -- S&P's assumption of restructuring costs of EUR0.7 billion-
      EUR1.0 billion in 2016 and less than EUR0.5 billion in
      2017.  S&P includes these costs in its EBITDA calculation.
      S&P also assumes that the majority of cash outflows will
      occur in 2017.

   -- Annual capital expenditures (capex) of EUR600 million-
      EUR800 million.  Modest acquisitions, including the EUR170
      million acquisition of Withings S.A. in 2016, but no
      material divestments.

   -- Ordinary dividend payment of EUR960 million in 2016,
      modestly increasing thereafter.  Special dividend of EUR600
      million in 2016 and the purchase of shares of about
      EUR1.5 billion in 2016-2017.

Based on these assumptions, S&P arrives at these adjusted credit
measures in 2016-2018:

   -- Adjusted EBITDA margin of 8%-10% in 2016 and 13%-15% in
      2017.

   -- Negative reported FOCF between EUR1.7 billion and
      EUR1.2 billion in 2016.  In addition to restructuring cash
      outflows, this reflects the EUR1.6 billion nonrecurring
      items booked in the first quarter, consisting of a
      EUR1 billion reduction in the sale of receivables,
      EUR350 million related to the harmonization of working
      capital processes and practices, and EUR280 million paid to
      Qualcomm due to the termination of Alcatel-Lucent's license
      agreement.  S&P expects positive FOCF between EUR0.5
      billion and EUR1.0 billion in 2017.

   -- Funds from operations (FFO) to debt well above 60%.

   -- Adjusted debt to EBITDA between 0.5x and 1.0x.

The positive outlook reflects the potential for a one-notch
upgrade in about 6-12 months if Nokia continues to successfully
integrate Alcatel-Lucent and execute its cost cutting plans,
industry conditions improve, and Nokia maintains a very
conservative balance sheet.

S&P could raise the ratings if Nokia's revenues are likely to
stabilize and, at the same time, the group demonstrates revenue
performance at least in line with the industry.  An upgrade would
also hinge on Nokia being able to sustainably improve its
adjusted EBITDA margin to about 10% or more, coupled with
prospects of at least break-even DCF generation after the 2016
transition year.  In addition, an upgrade would be supported by
an adjusted debt-to-EBITDA ratio of below 1x and FFO to debt
above 65%.

S&P could revise the outlook to stable if it thinks Nokia could
report adjusted EBITDA margins sustainably below 10% due to
strong price competition, market share losses, or higher-than-
expected restructuring costs.  In addition, significant negative
DCF generation or a meaningful deterioration of the group's
reported net cash position below EUR3 billion could lead us to
revise the outlook to stable.



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


GEORGIAN BANKS: Fitch Affirms Ratings on Six Institutions
---------------------------------------------------------
Fitch Ratings has affirmed Bank of Georgia (BoG, BB-/Stable/bb-),
TBC Bank (BB-/Stable/bb-), ProCredit Bank (Georgia) (PCBG,
BB/Stable/bb-), Basisbank (Basis, B/Stable/b), Cartu Bank (Cartu,
B+/Stable/b+) and Halyk Bank Georgia (HBG, BB-/Stable).  Fitch
has also upgraded Liberty Bank (LB) to 'B+' from 'B' with a
Stable Outlook.

The upgrade of LB reflects the improved profitability of the
bank, while maintaining adequate capitalization and sound asset
quality metrics.  The affirmation of other banks' ratings
reflects their strong franchises (BoG, TBC), generally solid
capitalization (more significant at Cartu), sound profitability,
ample liquidity and still healthy asset quality metrics (weaker
at Cartu), despite high lending dollarization and the
depreciation of the lari in 2015 (by 27%, which was lower than
most CIS economies).

The Stable Outlooks on all bank ratings reflect Fitch's view that
the banks' solid profitability and capital buffers should be
sufficient to cover potential moderate deterioration of asset
quality, while a more severe stress is unlikely, as reflected in
the Stable Outlook on the 'BB-' sovereign rating.

                        KEY RATING DRIVERS

ISSUER DEFAULT RATINGS (IDR) AND SENIOR DEBT RATINGS

The IDRs of BoG, TBC, LB, Cartu and Basis are driven by their
intrinsic strengths, as reflected by their Viability Ratings
(VRs).

The IDRs of PCBG and HBG are driven by moderate probability of
support for these entities from the banks' majority shareholders,
ProCredit Holding AG & Co. KGaA (PCH, BBB/Stable) and Halyk Bank
of Kazakhstan (HBK, BB/Stable).

BoG's senior debt rating is driven by the bank's IDR.

                         VIABILITY RATINGS

BoG (bb-)
BoG has a high loan book dollarization (68%), which however is
typical for the market, while the share of naturally hedged
borrowers is limited.  However, asset quality metrics are
healthy, as reflected in a low 2.8% of non-performing loans
(NPLs, over 90 days overdue), in addition to 1.2% of restructured
loans, which together were 87% covered by reserves.

The bank's profitability has been stable through the cycle; in
2015 return on average equity (ROAE) was high at 18%.  BoG's
solid pre-impairment profitability was sufficient to cover 9% of
credit losses in 2015, in addition to the bank's moderate capital
buffer, allowing it to absorb a further 3% of potential losses,
before breaching the regulatory capital ratios.  Fitch Core
Capital ratio (FCC) at end-2015 was high at 17.3%, albeit down
from 22% at end-2014.  The decline in capitalization was driven
by the reorganization of the BGEO Group, as a result of which a
number of subsidiaries were deconsolidated from BoG.  Fitch also
considers the bank's sound liquidity cushion, which at end-2M16
covered 36% of customer deposits.  Refinancing risks are
manageable; BoG's USD360m Eurobond matures in 2017 and accounts
for 12% of the bank's funding.

TBC (bb-)
TBC's asset quality metrics deteriorated as restructured loans
rose to 4.8% of total loans at end-2015 from 3.2% at end-2014.
At the same time reported NPLs were low at 1%.  Total problem
loans were 73% covered by reserves, which is adequate, in Fitch's
view. Loan book dollarization was high at 65%, in line with the
market average.

TBC showed strong profitability metrics through the cycle with a
high 19.9% ROAE in 2015.  The bank's capitalization is robust, as
reflected in a high 22.4% FCC at end-2015.  Equity buffer was
sufficient to cover additional 5.7% of potential credit losses,
before breaching regulatory capital ratios, in addition to
sizeable pre-impairment profits, which allowed it to absorb a
further 7.5% of losses.

Liquidity position is healthy with liquid assets covering a high
26% of customer accounts at end-2015, while refinancing risks are
manageable.

PCBG (bb-)
PCBG's restructured exposures were high at 12% of gross loans in
2015.  The restructured loans resulted from local currency
devaluation in 2015, as the share of foreign currency-denominated
loans was 83% of PCBG's loan book - significantly higher than the
sector average of 65%.  Reported NPLs, on the other hand,
remained at 2.3% of gross loans at end-2015 and were fully
covered by reserves.

Regulatory capitalization declined in 2015 but was sufficient to
provision for an additional 1.3% of gross loans at end-2015.
Pre-impairment profitability was solid, allowing the bank to
absorb a further 5% of potential credit losses.

The rating also factors in the bank's robust corporate governance
and fairly conservative risk management, in line with the
ProCredit group of banks.

LB (b+)
LB reported 2% of individually impaired loans at end-2015, while
above 90 days overdue loans, which were not classified as
individually impaired, comprised additional 5% of gross loans.
These were 118% covered by reserves.

LB's credit losses in retail loan book (defined as the increase
in all loans overdue by over 90 days, plus write-offs, divided by
the average performing loans) increased only moderately to 4.6%
in 2015 (3.6% in 2014), which is significantly below the break-
even level of about 10%.  Also positively the level of foreign
currency-denominated loans is low at 3.8%.  The bank's capital
buffer was moderate at end-1Q16, allowing the bank to
additionally provision for up to 2.7% of gross loans.

Some uncertainty exists over the bank's future strategy and
governance, as a majority stake in the bank is now controlled by
three private individuals, following the foreclosure of pledged
shares.

CARTU (b+)
Asset quality is weak, although NPLs declined to 9% at end-2015
from 11% at end-2014, and were 84% covered by reserves.  This was
partially due to several recoveries in legacy exposures
originated in 2011.  Profitability metrics remain volatile
through the cycle; Cartu reported a high 21% ROAE in 2015, up
sharply from 7% in 2014.

Cartu's capitalization is viewed as strong by Fitch (despite the
recent negative trend due to 21% FX-adjusted growth in 2015),
allowing the bank to reserve 9% of its gross loans without
breaching the regulatory capital ratios.  The subordinated debt
contributed by the shareholder, equal to 13.7% of risk-weighted
assets, provides solid additional loss-absorption capacity, equal
to about 21% of gross loans.

BASIS (b)
Basis's NPLs rose to 2.3% of end-2015 gross loans from 1.1% at
end-2014, fully covered by reserves.  The moderate asset quality
deterioration was largely driven by rapid growth and the
devaluation of the lari.

Profitability metrics are adequate with 15% ROAE in 2015, albeit
the bank's NIMs are generally weaker than at other Fitch-rated
banks, due to the lower interest rates the bank offers on its
loans to capture market share.  Low impairment charges, which
accounted for 14% of pre-impairment profit, supported overall
profitability.

Capitalization is strong; the bank could provision 16% of its
gross loans at end-2015.  However, the robust capitalization
should be viewed in light of the bank's rapid growth.

Related-party funding comprised high 29% of customer accounts at
end-2015, down from 38% at end-2014.  Liquidity buffer is
reasonable, in Fitch's view, allowing the bank to sustain an
outflow of 38% of third-party customer accounts at end-2015.

                              HBG

Fitch does not assign a VR to HBG because of its small size, high
management and operational integration with HBK, and significant
reliance on parent funding.

               SUPPORT RATINGS, SUPPORT RATING FLOORS

The affirmation of BoG's, TBC's and LB's '4' Support Ratings and
'B' Support Rating Floors (SRFs) reflects Fitch's view of the
limited probability of support being available from the Georgian
government, in case of need.  This is because, although the
authorities would likely have a high propensity to support these
banks in light of their systemic importance/social function, the
ability to provide support, especially in foreign currency, may
be constrained due to the big size of the banks relative to
sovereign reserves.

Cartu's and Basis's Support Rating of '5' and SRF of 'No Floor'
reflect the two banks' limited systemic importance, and
consequently Fitch's view that state support cannot be relied
upon.

PCBG's and HBG's Support Rating of '3' reflects Fitch's view that
their parents' propensity to provide support to their
subsidiaries is high, but in the case of PCBG its ability to
receive and utilize this support could be restricted by transfer
and convertibility risks, as reflected in Georgia's Country
Ceiling of 'BB'.

The one-notch differential between HBK's and HBG's IDRs reflects
the cross-border nature of the parent-subsidiary relationship,
and the so far limited track record and contribution of the
Georgian subsidiary to overall group performance.

                       RATING SENSITIVITIES

Rating upside of BoG, TBC and PCBG is limited, as the former two
are already at the same level as the sovereign, while the latter
is constrained by the Country Ceiling.  LB's, Basis's and Cartu's
ratings could benefit from an extended track record of profitable
growth, while maintaining reasonable asset quality metrics and
strengthening their franchises.

The downgrades of IDRs and VRs of BoG, TBC, LB, Basis and Cartu,
as well as the VR of PCBG, may result from further rapid growth
or a marked deterioration asset quality, leading to a substantial
weakening of the banks' capitalization.

PCBG's and HBG's Long-term IDRs are sensitive to changes in
Fitch's assessment of support from their shareholders.  PCBG's
Long-term IDRs are also sensitive to a change in Georgia's
Country Ceiling.

The rating actions are:

Bank of Georgia

  Long-Term Foreign and Local Currency IDRs: affirmed at 'BB-';
   Outlook Stable
  Short-Term Foreign and Local Currency IDRs: affirmed at 'B'
  Viability Rating: affirmed at 'bb-'
  Support Rating: affirmed at 4
  Support Rating Floor: affirmed at 'B'
  Senior unsecured debt: affirmed at 'BB-'

TBC Bank

  Long-Term Foreign Currency IDR: affirmed at 'BB-'; Outlook
   Stable
  Short-Term Foreign Currency IDR: affirmed at 'B'
  Viability Rating: affirmed at 'bb-'
  Support Rating: affirmed at '4'
  Support Rating Floor: affirmed at 'B'

ProCredit Bank (Georgia)

  Long-Term Foreign and Local Currency IDRs: affirmed at 'BB';
   Outlook Stable
  Short-Term Foreign and Local Currency IDRs: affirmed at 'B'
  Viability Rating: affirmed at 'bb-'
  Support Rating: affirmed at '3'

JSC Liberty Bank

  Long-Term Foreign Currency IDR: upgraded to 'B+' from 'B';
   Outlook Stable
  Short-Term Foreign Currency IDR affirmed at 'B'
  Viability Rating: upgraded to 'b+' from 'b'
  Support Rating: affirmed at '4'
  Support Rating Floor: affirmed at 'B'

Cartu Bank

  Long-Term Foreign Currency IDR: affirmed at 'B+'; Outlook
Stable
  Short-Term Foreign Currency IDR: affirmed at 'B'
  Viability Rating: affirmed at 'b+'
  Support Rating: affirmed at '5'
  Support Rating Floor: affirmed at 'No Floor'

JSC Basisbank

  Long-Term Foreign Currency IDR affirmed at 'B'; Outlook Stable
  Short-Term Foreign Currency IDR affirmed at 'B'
  Viability Rating: affirmed at 'b'
  Support Rating: affirmed at '5'
  Support Rating Floor: affirmed at 'No floor'

Halyk Bank Georgia

  Long-Term Foreign Currency IDR: affirmed at 'BB-', Outlook
   Stable
  Short-Term Foreign Currency IDR: affirmed at 'B'
  Support Rating: affirmed at '3'



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


NESCHEN AG: Blue Cap 07 Takes Over Business
-------------------------------------------
Blue Cap 07 GmbH, a subsidiary of Blue Cap AG, Munich, has taken
over the main assets and the operative business of Neschen AG, an
Bueckeburg coating company, as well as her subsidiaries in
Germany, Italy, Benelux, France and Austria, acting under the
brand name Filmolux in the area of book protection and digital
print media.  This is the result of a comprehensive
sales process in which the listed investment company Blue Cap AG
has been awarded the contract.  The transfer is expected to take
effect on June 30, 2016.  The agreement is subject to the
submission of release declarations of Sandton Financing III
(Luxemburg) S.a.r.l. and J.P. Morgan Dublin plc.  Likewise the
committee of creditors must accept the agreement.  The parties
have agreed not to disclose any details about the transaction.
On the basis of the agreed terms, trustee Arndt Geiwitz
understands that the claims of the insolvency creditors (Sec. 38
InsO) will be able to be satisfied at an above-average rate.

Neschen AG filed insolvency on April 17, 2015, Neschen Benelux
B.V. on April 20, 2015, both due to excess dept.  Before that,
the Hamburg company Felbier Mall GmbH operationally restructured
the company and later conducted insolvency proceedings under
self-administration.



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


COLUMBA PRESS: Enters Examinership for Survival
-----------------------------------------------
Greg Daly at The Irish Catholic reports that religious publishers
Columba Press has entered an examinership process in a bid to
survive and take advantage of improving market conditions.

"We've entered the examinership in order to try to free ourselves
from some legacy debt from a time when we were a distributor,"
publisher and managing director Fearghal O'Boyle told The Irish
Catholic, adding that examinership will give the company a chance
to protect the company's employees and to get new investment.


TALISMAN-6 FINANCE: Fitch Lowers Ratings on 2 Note Classes to D
---------------------------------------------------------------
Fitch Ratings has downgraded Talisman-6 Finance plc's class D and
E notes and affirmed the rest as:

  EUR53.1 mil. class C (XS0294188882) affirmed at 'Csf'; revised
   Recovery Estimate (RE) to 55% from 0%

  EUR40.7 mil. class D (XS0294189005) downgraded to 'Dsf'; from
   'Csf'; RE 0%

  EUR0 mil. class E (XS0294189427) downgraded to 'Dsf'; from
   'Csf'; RE 0%

  EUR0 mil. class F (XS0294189690) affirmed at 'Dsf'; RE0%

The transaction is the securitization of nine commercial mortgage
loans originated by ABN AMRO Bank NV.  Only one property
(Dresden) remains in the portfolio, valued in 2013 at EUR27.3
mil.

                          KEY RATING DRIVERS

Higher-than-expected sales proceeds have led to the full
repayment of the class A and B notes.  The RE on the class C
notes reflects the prospect of further funds being paid upon the
sale of the last property in the portfolio, as well as after the
unwinding of the remaining borrower structures.  The downgrade of
the class D and E notes reflects the loss allocation at the
October 2015 IPD of the Cherry loan.

                       RATING SENSITIVITIES

The class C notes are expected to be downgraded to 'Dsf' at or
soon after legal final maturity in October.

                       DUE DILIGENCE USAGE

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

                           DATA ADEQUACY

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

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

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



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


BANCA CARIGE: Fitch Cuts Rating on Mortgage Covered Bonds to BB+
----------------------------------------------------------------
Fitch Ratings has downgraded Banca Carige S.p.A. - Cassa di
Risparmio di Genova e Imperia's (Carige, B-/Stable/B) mortgage
covered bonds (Obbligazioni Bancarie Garantite, OBG), guaranteed
by Carige Covered Bonds S.r.l., to 'BB+' from 'BBB-'.  The
Outlook is Stable.

The rating action follows the downgrade of Carige's Long-Term
Issuer Default Rating (IDR) to 'B-'/Stable from 'B'/Stable.

                        KEY RATING DRIVERS

The OBG benefits from a maximum rating uplift resulting from the
Discontinuity Cap (D-Cap) of 2 notches and a recovery uplift of 3
notches above the revised 'B+' tested rating on a probability of
default basis.  As a result, the one-notch downgrade on Carige's
IDR has led to a one-notch downgrade of the OBG rating.

The rating is based on Carige's Long-Term IDR of 'B-', an
unchanged IDR uplift of 0 notches, an unchanged D-Cap of 2
notches (high discontinuity risk) and the publicly undertaken
81.97% asset percentage (AP) that Fitch takes into account in its
analysis, which provides more protection than the 89.5% 'BB+'
breakeven AP (corresponding to a breakeven overcollateralization
(OC) of 11.7%).  The Stable Outlook for the covered bonds rating
mirrors that on Carige's IDR.

Fitch has revised the breakeven AP to 89.5% from 86.5%.  This is
attributable to the less severe assumptions associated with the
'BB+' (compared with the 'BBB-' rating scenario) and to the
increased excess spread available in the structure.  New OBG
issuance in October 2015 and February 2016 (for a total of
EUR1bn) decreased the weighted average (WA) cost of the
liabilities (to 2.3% from 2.8%) while two new asset transfers
occurred at the same time (for a total of EUR950m not hedged by
the asset swap) slightly increased the WA interest rate on the
assets (to 2.2% from 2.1%).

The major contributor to the breakeven AP is the asset disposal
loss component of 11.1% compared with 12.5% previously.  The
change is driven by reduced maturity mismatch between assets and
liabilities (to 3.0 from 3.3 years) and the high refinancing
spreads applied to Italian residential mortgage loans and to
small and medium-sized enterprise mortgage loans (SMEs) in a
'BB+' rating scenario (353bp and 461bp, respectively).

The credit loss component accounts for 5% of OC (up from the
previous 4.7%), as a result of the current 'BB+' 4.7% expected
loss on the cover pool.  As of end-February 2016, the EUR4.9 bil.
cover pool comprised 93.7% residential mortgage loans, with the
remainder 6.3% granted to Italian SMEs.

The cash flow valuation component has been revised to -2.7% (from
the previous -0.2%), reflecting the interest rate swaps on the
assets and liabilities, which hedge 71% of the cover pool and
69.1% of the OBG.  Credit Suisse International (A/Stable/F1) acts
as swap counterparty on the assets and liabilities.  The swap
provider is an eligible counterparty as per Fitch's criteria and
in its analysis the agency has considered post-swap cash flows.
The unhedged assets (29% of the cover pool, of which 7.7% are
fixed- and 21.3% floating-rate) and liabilities (30.9% of the
outstanding OBG, of which 16.3% are fixed- and 14.6% floating-
rate) have been modeled at the current interest rate regime.

The unchanged D-Cap of 2 notches is due to the weak link
assessment of liquidity gap and systemic risk component.  In a
scenario where the recourse of the covered bonds switches from
the issuer to the cover pool, Fitch expects the 15-month maturity
extension that is envisaged in the documentation to be sufficient
to successfully refinance the cover pool in a stress scenario two
notches above the IDR, as adjusted by the IDR uplift.

The unchanged IDR uplift of 0 notches reflects the bail-in
exemption for fully collateralized covered bonds and that none of
the factors that Fitch considers in assigning an IDR uplift are
satisfied for this OBG program.

Fitch takes into account the 81.97% AP that Carige publishes in
its investor report (as of March 2016) and uses to perform the
asset coverage test.  This level of AP allows the OBG to meet
timely payments in a 'B+' scenario and is adequate to achieve
recoveries given default of the covered bonds of at least 91% in
a 'BB+' scenario.

                       RATING SENSITIVITIES

The 'BB+' rating of the covered bonds issued by Banca Carige
S.p.A. - Cassa di Risparmio di Genova e Imperia (Carige) would be
vulnerable to downgrade if any of the following occurs: (i)
Carige's Issuer Default Rating (IDR) is downgraded by 1 or more
notches to 'CCC' or below; or (ii) the number of notches
represented by the IDR uplift and the Discontinuity Cap is
reduced to 1 or lower; or (iii) the asset percentage (AP) that
Fitch considers in its analysis increases above Fitch's 'BB+'
breakeven level of 89.5%.

The Fitch breakeven AP for the covered bond rating will be
affected, among others, by the profile of the cover assets
relative to outstanding covered bonds, which can change over
time, even in the absence of new issuance.  Therefore the
breakeven AP to maintain the covered bond rating cannot be
assumed to remain stable over time.


ILVA SPA: Marcegaglia Makes Offer for Steel Plant
-------------------------------------------------
Gianluca Semeraro and Steve Scherer at Reuters report that
Italian steel group Marcegaglia has made an offer for Italy's
Ilva steel plant along with the world's number one steel producer
Arcelor Mittal.

"We have made our offer and now we are in discussions," Reuters
quotes Emma Marcegaglia as saying on the sidelines of an event in
Milan.  "We are with Arcelor Mittal, which is the best partner
for a complicated turnaround like Ilva."

She added the bidders had asked Italian state lender Cassa
Depositi e Prestiti to join in, Reuters relates.

Last year, the Italian state took over administration of loss-
making Ilva, Reuters recounts.


WASTE ITALIA: Fitch Cuts IDR to C on Expected Stressed Liquidity
----------------------------------------------------------------
Fitch Ratings has downgraded Waste Italia SpA's (WI) Long-Term
Issuer Default Rating (IDR) to 'C' from 'CC'.  Fitch has also
affirmed the senior secured notes' rating at 'C'.  The Recovery
Rating of the notes is 'RR5'.

The downgrade follows the company's announcement that it will not
pay the EUR10.5 mil. coupon on the senior secured notes due on
May 16, 2016, thus entering a grace period of 30 days.

The downgrade also reflects expected stressed liquidity
throughout 2016, a decline in landfill capacity below our rating
guidelines, weaker operating performance with assumed further
delay in new capacity due to permitting and funding constraints
and recent management change.  WI has also produced a more
conservative business plan for 2016-20.

Although parent company Gruppo Waste Italia SpA (GWI) provided
bridge financing to help meet the coupon payment on WI's senior
notes in November 2015, GWI's planned merger with indebted
Biancamano S.p.A in 2017 may affect shareholder support over the
longer term.

                          KEY RATING DRIVERS

Debt Restructuring Due

Uncured expiry of the 30 day grace period following the company's
missed payment of the May 16, 2016, coupon on its secured notes
or non-payment of the mandatory cash repayment of EUR5 mil. on
May 29, 2016, would result in a downgrade of the IDR to 'RD'
(Restricted Default).

Having appointed financial advisors Banca Leonardo in association
with Houlihan Lokey in February 2016, WI is negotiating with the
bondholders committee a strategic review of its capital
structure. The advisors have completed a review of the business
plan, but the review of the capital structure is unlikely to be
completed before December 2016.

Stressed Liquidity

Fitch estimates that WI had cash, overdraft facilities and unused
factoring lines totaling EUR8 mil.-EUR9 mil. as at April 20,
2016.  The company also needs to make a mandatory cash repayment
of EUR5 mil. to holders of the senior secured notes due at the
latest on May 29, 2016.  WI and its advisors are currently
negotiating with investors a potential waiver of the mandatory
cash repayment, as owner of 44% of GWI, Sostenya Group plc, had
purchased EUR5 mil. of the notes in October 2015.  However, the
repurchased bonds were not cancelled, the legal conditions for a
waiver are unclear and Fitch do not assume that the repurchase
will offset the repayment.

Liquidity is likely to remain stressed throughout 2016 with an
additional coupon payment of EUR10.5 mil. and a potential,
currently non-binding, acquisition of Lafumet Servizi Srl for
EUR3.5 mil., both due in November 2016.

Decline in Landfill Capacity

The useful life of WI's remaining landfill capacity at end-2015
of 3.246mn cu m has fallen to 3.4 years, slightly below our
negative rating guideline of 3.5 years.  Unless new capacity is
authorized, capacity would be exhausted before the maturity of
the EUR200 mil. bond in November 2019.  The most important
extension project, Chivasso3/Wastend, passed the initial stage of
the permitting process in November 2015, but permitted additional
capacity has been lowered by nearly 30% to 750,000cu m.  In view
of stressed liquidity, Fitch believes that funding capex for
projects such as Chivasso3 remains challenging beyond ordinary
annual maintenance capex of EUR11 mil.

Weaker Operating Performance

The Italian market for waste treatment is highly fragmented,
putting competitive pressure on small sized companies in a
context of weak GDP growth, which broadly characterized WI's
waste collection activity in 2015.

WI's cash EBITDA in 2015 fell 35% yoy to EUR34 mil.  Based on
slower growth in collection volumes and softer pricing, including
landfill, we have lowered 2016-18 annual EBITDA estimates by an
average of 25% in March 2016.  This also reflects our view that,
given permitting and funding constraints, new capacity is delayed
by a year at Chivasso3 to 2018 and at Verde Imagna to 2019.  This
is a more conservative assumption than management's.  Based on
more competitive pricing, WI has produced a more conservative
business plan for 2016-20 than its predecessor in April 2015.

Management Change, Corporate Governance

CEO Enrico Friz resigned in January 2016, and was replaced by
Flavio Raimondo, the third CEO in a year.  It remains to be seen
if further management change has an impact on this year's
results. GWI's plans to merge with Biancamano, which will not
trigger the change of control covenant in WI's senior secured
notes, have been postponed to end-2016.

Post-merger, GWI has plans for a capital increase of EUR10 mil.-
EUR30 mil..  However, given that net debt at Biancamano is
currently EUR114m (versus 9M15 EBITDA of EUR5.9 mil.), Fitch
believes that a more heavily indebted parent company may be in a
weaker position to provide WI with financial support in the
future.  However, Biancamano's debt is due to be restructured
before the merger.

                          KEY ASSUMPTIONS

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

   -- Additional landfill capacity is delayed at Chivasso 3 to
      2018 (from 2017) and at Verde Imagna to 2019 (from 2018)

   -- Collection volumes grow at an annual average of 3% for
      2016-19 vs. 4.5% or 2015-18

   -- Average prices of EUR108/t in 2016 and EUR112/t in 2017,
      slightly below our previous estimates, on continued
      competitive pressures

   -- Adjusted EBITDA margins of 30% in 2016, before declining as
      high-margin landfill capacity falls until 2018, when
      Chivasso3 comes on-stream, restoring margins to 30%-34%

                       RATING SENSITIVITIES

Negative: Future developments that could lead to negative rating
action include:

   -- Uncured payment default on the senior secured notes' coupon
      or on the mandatory cash repayment.

Positive: Future developments that could lead to positive rating
action include:

   -- Improved liquidity and recurring earnings leading to a more
      sustainable capital structure and payment of the due coupon
      and mandatory cash repayment.

   -- Sustained operational improvement, including timely
      landfill permitting as planned.

   -- Expected funds from operations (FFO) adjusted net leverage
      sustainably below 5.5x and FFO interest coverage above 2.0x



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


CADOGAN SQUARE CLO VII: S&P Assigns BB Rating to Class E Notes
--------------------------------------------------------------
S&P Global Ratings assigned credit ratings to Cadogan Square CLO
VII B.V.'s floating-rate class A, B, C, D, and E notes.  At
closing, Cadogan Square CLO VII also issued an unrated
subordinated class of notes.

Cadogan Square CLO VII is a European cash flow collateralized
loan obligation (CLO), securitizing a portfolio of primarily
senior secured euro-denominated leveraged loans and bonds issued
by European borrowers.  Credit Suisse Asset Management Ltd. is
the portfolio manager.

Under the transaction documents, the rated notes pay quarterly
interest unless there is a frequency switch event.  Following
this, the notes permanently switch to semiannual payment.  The
portfolio's reinvestment period ends approximately four years
after closing.

S&P's ratings reflect its assessment of the collateral
portfolio's credit quality, which has a weighted-average 'B+'
rating.  The portfolio is well-diversified, primarily comprising
broadly syndicated speculative-grade senior secured term loans
and senior secured bonds.  Therefore, S&P has conducted its
credit and cash flow analysis by applying its criteria for
corporate cash flow collateralized debt obligations.

In S&P's cash flow analysis, it used the euro equivalent of
EUR400 million target par amount, a weighted-average spread
(4.20%), a weighted-average coupon (6.00%), and weighted-average
recovery rates at each rating level.  S&P applied various cash
flow stress scenarios, using four different default patterns, in
conjunction with different interest rate stress scenarios for
each liability rating category.

At closing, the issuer intends to enter into an interest rate cap
agreement with a suitably rated counterparty, which is based on a
fixed notional amount with a specified strike rate.  If interest
rates were to rise above the specified strike rate, the issuer
would receive from the swap counterparty interest proceeds equal
to the difference between the then interest rate and the strike
rate.

Elavon Financial Services Ltd. is the bank account provider and
custodian.  The documented downgrade remedies are in line with
S&P's current counterparty criteria.

Following the application of S&P's non-sovereign ratings
criteria, it considers that the transaction's exposure to country
risk is sufficiently mitigated at the assigned rating levels.
This is because the concentration of the pool comprising assets
in countries rated lower than 'A-' is limited to 10% of the
aggregate collateral balance.

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

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

RATINGS LIST

Cadogan Square CLO VII B.V.
EUR411.65 Million Senior Secured Floating-Rate Notes
and Subordinated Notes

Class                 Rating            Amount
                                      (mil. EUR)

A                     AAA (sf)          241.00
B                     AA (sf)            44.00
C                     A (sf)             28.00
D                     BBB (sf)           17.50
E                     BB (sf)            27.50
M                     NR                 53.65

NR--Not rated.


JUBILEE CDO VII: S&P Raises Rating on Class E Notes to BB+
----------------------------------------------------------
S&P Global Ratings raised its credit ratings on Jubilee CDO VII
B.V.'s class B, C, D, and E notes.  At the same time, S&P has
affirmed its ratings on the class A-T and A-R notes.

The rating actions follow S&P's review of the transaction's
performance.  S&P performed a credit and cash flow analysis and
assessed the support that each participant provides to the
transaction by applying its current counterparty criteria.  In
S&P's analysis, it used data from the February 2016 trustee
report.

S&P subjected the capital structure to a cash flow analysis to
determine the break-even default rate for each rated class of
notes at each rating level.  In S&P's analysis, it used the
reported portfolio balance that it considered to be performing
(EUR183.7 million), the weighted-average spread (3.78%), and the
weighted-average recovery rates for the performing portfolio.
S&P applied various cash flow stress scenarios, using its
standard default patterns in conjunction with different interest
stress scenarios for each liability rating category.

From S&P's analysis, it has observed that the available credit
enhancement has increased for all of the rated classes of notes,
driven by the deleveraging of the senior notes after the end of
the reinvestment period in November 2012.  The class A notes have
paid down to EUR28.3 million from EUR97.2 million since S&P's
previous review.

Non-euro-denominated assets comprise 3.14% of the aggregate
collateral balance, which is hedged by an options agreement.  In
S&P's opinion, the documentation for the options agreement does
not fully reflect S&P's current counterparty criteria.  In S&P's
cash flow analysis, for ratings above the issuer credit rating
plus one notch on the options counterparty, S&P has considered
stressed scenarios where the counterparty does not perform.  S&P
has also applied stresses to collateral in lower-rated countries
in line with its nonsovereign ratings criteria.

S&P's analysis indicates that the available credit enhancement
for the class B, C, D, and E notes is now commensurate with
higher ratings than those currently assigned.  Therefore, S&P has
raised its ratings on all of these classes of notes.

S&P has affirmed its ratings on the class A-T and A-R notes as it
believes the available credit enhancement is commensurate with
their currently assigned 'AAA (sf)' ratings.

Jubilee CDO VII is a cash flow collateralized loan obligation
(CLO) transaction that securitizes loans granted to primarily
European speculative-grade corporate firms. Alcentra Ltd. manages
the transaction.  The transaction closed in November 2006 and
entered its amortization period in November 2012.

RATINGS LIST

Class                Rating
             To                From

Jubilee CDO VII B.V.
EUR500 Million Secured Floating-Rate Notes

Ratings Raised

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

Ratings Affirmed

A-T          AAA (sf)
A-R          AAA (sf)



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


JSW: Energa Not Eyeing Asset, Share Acquisition
-----------------------------------------------
Agnieszka Barteczko at Reuters reports that Poland's fourth
biggest power group Energa said on May 19 it was not interested
in buying assets or shares in state-run coal miner JSW as part of
a rescue plan.

Poland's energy minister said on May 18 that JSW, EU's biggest
coking coal producer, may need a share issue as it needs more
money than estimated last year, Reuters relates.

According to Reuters, analysts also said that the comments have
weighed on Energa's share price on fears that it will have to
continue to help rescue state-controlled coal mining firms.

State-controlled Energa, together with its bigger rival PGE and
gas firm PGNiG, already pledged to pour money into a newly-
established state coal mining group PGG, as part of an effort to
save the EU's largest coal miner Kompania Weglowa from
bankruptcy, Reuters discloses.



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


MOBILE TELESYSTEMS: Fitch Affirms BB+ IDR, Outlook Stable
---------------------------------------------------------
Fitch Ratings has affirmed PJSC Mobile Telesystems' (MTS) Long-
Term Issuer Default Rating at 'BB+' with a Stable Outlook.

MTS is a leading Russian and CIS mobile operator with moderate
leverage and sustainable positive pre-dividend free cash flow
generation.  It is the largest operator in Russia and the second
largest in Ukraine by subscribers and revenues.  The company is
majority controlled by Sistema Joint Stock Financial Corp.
(BB-/Stable).

                            KEY RATING DRIVERS

Mobile Market Leadership in Russia

MTS is a clear mobile market leader in Russia in terms of both
revenues and subscribers, and we expect it to maintain its strong
position.  The company outperformed its key peers in Russia
growing its mobile service revenues by 2% in 2015, while both
Vimpelcom and Megafon reported flat to modestly negative trends.
The company's focus on selling its services through an MTS-
branded retail chain and reduced but significant in absolute
terms capital investments will help protect its leadership.

Stable Revenues

MTS's revenues are likely to remain stable.  Further growth
opportunities are limited, but we do not expect any significant
revenue pressures.  Telecom consumer spending has proven
resilient amid broad macroeconomic contraction in Russia.
Sluggish Russian mobile subscriber growth in the low to mid-
single digit territory is likely to continue, but will no longer
be accompanied by noticeable incremental revenue as it is driven
by low-average revenue per user customers and machine-to-machine
applications.

MTS's revenues in the Russian fixed-line segment and mobile
operations in smaller markets outside Russia are likely to
stagnate at best.  Revenue in Ukraine may benefit from 3G roll-
out although improvement in EBITDA generation in this country may
be challenging.  Data remains the key growth driver, but its
positive contribution is likely to only be sufficient to
compensate pressures in the traditional segments of voice and
SMS.

Rational Competition to Continue in Russia

The Russian mobile competitive environment is likely to remain
rational.  Following the 2014 merger of Rostelecom's and Tele2
Russia's mobile assets into LLC T2 RTK Holding (T2R;B+/Stable),
rivalry eased in many areas.  Fitch does not expect any operator
to pursue a disruptor strategy. T2R remains the smallest operator
seeking to increase its market share. However, it is getting
ready to start offering bundled mobile and fixed services with
its largest shareholder, Rostelecom, which is likely to shift the
competitive focus away from pricing.

Reaping Benefits of Fibre Investment

MTS increased its Moscow residential broadband and digital Pay-TV
market shares by 2% and 8%, respectively, in 2015 (reaching 30%
and 25%, respectively, at end-2015, by the company's estimates).
Fitch believes further gains are likely as the company continues
to reap benefits from its completed RUB50 bil. fibre upgrade
project in the Russian capital.  The company will continue losing
its traditional fixed-line voice lines, which will be mitigated
by growing broadband and Pay-TV subscriber base.

Profitability Under Pressure

MTS's profitability is likely to remain under modest pressure.
This is due to the growing contribution of lower margin handset
sales and high single-digit inflation in Russia, with telecom
price increases lagging behind growth in operating expenses.

Retail pressures are likely to continue as retailers continue to
undercut each other, while MTS is keen to maintain and expand its
handset market share.  An ongoing handset price war and efforts
to expand MTS's retail network already shaved 1.2% off the
company's EBITDA margin in 2015, according to management's
estimates.  The company's strategy to rely on its branded retail
network positively contributes to churn reduction.  However,
churn improvements achieved so far have been insufficient to
compensate for additional expenses in the retail segment.  MTS
reported a 0.2% churn reduction to 10.8% in 4Q15.

MTS's Russian revenues, although broadly stable in absolute
terms, will continue to fall short of keeping pace with inflation
in Russia, reported at slightly above 7% yoy in March 2016, with
downward implications for margins.  The negative impact will be
dampened by the company's focus on cost-cutting, including
through more active network sharing.

FCF Paid Out to Shareholders

Fitch expects that MTS's dividends will slightly exceed its pre-
dividend FCF leading to modest 0.1x leverage increases per year
in the medium term.  The company announced a new dividend policy
in April 2016 aiming to pay out around RUB50bn per year (RUB25-
RUB26 per share) in 2016-2018.  Although this is on par with
dividend distributions in 2014-2015, coupled with modestly
shrinking EBITDA and continuing significant capex (the company
guided for RUB85bn in 2016), the announced shareholder
remuneration will push FCF into marginally negative territory, by
our estimates.

Robust Pre-Dividend FCF Generation

Fitch projects that MTS's pre-dividend FCF margin will be
maintained in the low double-digit territory, supported by capex
easing to slightly below 20% of revenues over the next few years.
Capex will likely sustainably decline from historical levels (on
average at 22% of turnover in 2012-2015) as MTS no longer faces
significant infrastructure calls.

The company finished a blanket fixed-line fibre coverage project
in Moscow, and has nearly completed LTE and initial 3G roll-out
in Russia and Ukraine, respectively, so accelerated investment is
no longer necessary.  Further capex reductions are unlikely and
capex will remain high as a percentage of revenue compared with
European peers.

Moderate Leverage Sustained
MTS leverage is likely to remain moderate, at below or around
2.5x FFO adjusted net leverage or 1.5x net debt/EBITDA in the
medium-term.  The announced potential share buy-back of up to
RUB30 bil. over 2016-2018 is unlikely to challenge this, only
adding up to 0.2x to the leverage metrics.

MTS's net leverage metrics are likely to be insensitive to FX
volatility.  The company holds a significant amount of cash and
bank deposits in FX, but also hedged more than USD500 mil. of its
Eurobonds, so that only 3% of its net debt was exposed to
potential FX pressure at end-2015, according to management
estimates.

Fundamentals Overlaid by Shareholding
On a standalone basis, MTS's credit profile is commensurate with
a low investment-grade rating.  Its ratings are notched down for
the negative influence of its controlling shareholder, Sistema.
Under Fitch's methodology, a subsidiary can generally be rated a
maximum of two notches above its parent in the presence of weak
parent/subsidiary links.

Comfortable Liquidity
The company's debt maturity profile is evenly spread, with annual
principal payments of below RUB60 bil. per year (corresponding to
0.4x of annual EBITDA) till end-2019.  Cash, liquid investments
and bank deposits covered almost two years of debt redemption at
end-2015.  In addition, the company has access to RUB70.5 bil. of
various unused credit lines maturing in 2018-2022.

KEY ASSUMPTIONS

   -- Flat Russian mobile service revenue
   -- Low single digit revenue decline in the fixed-line segment
      in Russia
   -- EBITDA margin below 40% in 2016 and modestly declining
   -- Capex of RUB85 bil. in 2016 implying 19.5% capex to revenue
      ratio which declines to 19% in 2017-2019
   -- Low double digit pre-dividend margin
   -- Dividends of RUB52bn per year in 2016-2018

RATING SENSITIVITIES

MTS's rating could benefit from an upgrade of Sistema's rating
provided that MTS continues to adhere to high corporate
governance standards.

A downgrade could arise from weaker corporate governance but also
excessive shareholder remuneration and other developments that
lead to a sustained rise in funds from operations adjusted net
leverage to above 3.0x.  Competitive weaknesses and market-share
erosion, leading to significant deterioration in pre-dividend FCF
generation, may also become a negative rating factor.

FULL LIST OF RATING ACTIONS

  Long-Term IDR: affirmed at 'BB+'; Outlook Stable

  Short-Term IDR: affirmed at 'B'

  Local currency Long-Term IDR: affirmed at 'BB+; Outlook Stable

  Local currency Short-Term IDR: affirmed at 'B'

  National Long-Term Rating: affirmed at 'AA(rus)'; Outlook
   Stable

  Senior unsecured debt: local and foreign currency affirmed at
   'BB+', 'AA(rus)'

  Loan participation notes issued by MTS International Funding
   Ltd and guaranteed by MTS: affirmed at 'BB+'


SISTEMA JSFC: Fitch Affirms BB- Long-Term IDR, Outlook Stable
-------------------------------------------------------------
Fitch Ratings has affirmed Sistema Joint Stock Financial Corp.'s
Long-Term Issuer Default Rating at 'BB-'.  The Outlook is Stable.

Sistema is a diversified holding company (holdco) with its key
asset a controlling stake in OJSC Mobile TeleSystems (MTS;
BB+/Stable), a large telecoms operator in Russia and CIS.
Sistema's credit profile is primarily shaped by its ability to
control cash flows and upstream dividends from MTS.  This is
overlaid by a significant debt burden at the holdco level,
including exposure to substantial off-balance-sheet liabilities
related to its subsidiaries.  Efforts to diversify dividend
inflows are likely to take time before providing a sustainable
contribution.

                        KEY RATING DRIVERS

Shyam Risks To End

The announced merger of SSTL (Shyam), Sistema's Indian mobile
subsidiary, into Reliance Communications (RCom) will put an end
to the holdco ongoing investments into this weak subsidiary,
which we view as positive.  Shyam has required substantial
contributions from the parent to finance its capex and operating
activities, which have so far generated negative EBITDA.  The
longer-term prospects for successfully developing this subsidiary
into a viable telecom operator in the Indian market are
challenging, in Fitch's view.

As a pre-condition for the deal, Shyam has to pay off its
existing debt, which would require additional cash contributions
from Sistema leading to an increase in the amount of reported
debt at the level of Sistema holdco.  However, it does not have
an impact on Fitch-calculated holdco net debt including off-
balance sheet liabilities.  Most of Shyam's debt is guaranteed by
Sistema, and Fitch has always treated it as an effective
obligation of the holdco. The amount of cash at Sistema holdco at
the end-2015 was sufficient to finance this.

The put option of the Russian government on a stake in Shyam
remains outstanding, but, according to media reports, may be
extended over a number of years, which would mitigate refinancing
pressures for the holdco.  The government owns a 17% equity stake
in Shyam that may be put to Sistema for USD777 mil.  The option
became exercisable from March 2016, but the government was
reported to be close to agreeing on extending the payment terms
over a number of years, with apparently only 30% to be paid in
2016.

Substantial Compensation Proceeds Post Loss of Bashneft

Bashneft-related compensation allowed Sistema to dampen the
negative impact of the weak rouble on its debt and leverage in
2015, with a stronger positive contribution continuing into 2016.

Following the loss of Bashneft in a re-privatization litigation,
Sistema, as a bona fide acquirer, was entitled to receive above
RUB70 bil. compensation from the previous owners, and later
reached an out-of-court settlement to take hold of over RUB50
bil. of bank time deposits.  Sistema choose to keep these
deposits until maturity to avoid penalty for early termination.
Cash inflow from the gradually maturing deposits was a
substantial RUB17 bil. in 2015, and the rest is scheduled to be
released throughout 2016.

Dividend Diversification Long-Term Positive

Sistema's efforts to diversify dividend streams from its
subsidiaries may be credit positive, but MTS is likely to
continue dominating in the total, with more substantial
diversification likely in the medium to long term.

Some of Sistema's key subsidiaries, most notably kids retailer
Detski Mir (Kids' World) and Segezha pulp and paper/plywood
subsidiary, are likely to start paying higher dividends on a
sustained basis.  However, so far the regular dividend
contribution from non-MTS subsidiaries has been relatively
modest, estimated by Fitch at 18% in 2015.  Fitch does not expect
their share to exceed 25% of the total in the short to medium
term.

Holdco Leverage Persistent

Fitch expects that Sistema's holdco leverage is likely to remain
at above 4x net debt including off-balance sheet
liabilities/normalized dividends by end-2016 and at around 4x in
the medium term.  Fitch estimates that this metric spiked at
around 5x by end-2015, primarily driven by negative FX pressures
on debt.

The holdco leverage used by Fitch is defined as net debt at the
holdco level plus all off-balance sheet liabilities that may be
recourse to the holdco, divided by Sistema's share in sustainable
dividends from its operating subsidiaries excluding any one-offs
payments.  At end-2015, the largest off-balance sheet liabilities
were Shyam's Sistema-guaranteed debt and the Russian government's
USD777 million put option to sell its stake in Shyam to Sistema.

Management's publicly stated goal is to reduce the amount of
holdco debt by 30% during 2016, which would lead to notable
deleveraging.  Although this goal only partially includes off-
balance sheet liabilities, Fitch estimates these will
significantly drop after the Shyam-RCom merger has been
completed, which management expects towards the end of 2016.

In the medium term, regular dividends received from subsidiaries
(which we expect at slightly below RUB30bn per year) will be
largely sufficient to finance the holdco's G&A expenses, interest
and taxes, and pay dividends to Sistema's shareholders.  Any
further meaningful deleveraging will likely require asset
divestments or positive one-offs (such as M&A-related earn-outs),
which we do not reflect in Fitch's base case.

FX Exposure At The Holdco Level to Abate

Sistema continues to face significant FX risks at the holdco
level.  However, Fitch expects its FX exposure to abate from
historical levels.  Although Sistema reported that only 39% of
its debt at the holdco level was in USD at end-2015 (almost no
change from 41% at end-2014), most of its off-balance sheet
liabilities including debt and the government's put option at
Shyam are in foreign currencies, which takes this proportion
significantly higher, to above 60% by our estimates.  The
successful completion of the Shyam merger with RCom will bring
this ratio down.  Also, the company uses FX hedging, and the
management commented that entire 2016 scheduled payments are
hedged.  Most of dividends to the holdco are from companies that
generate their revenues from domestic operations in roubles, with
only pulp and paper subsidiary having sizeable export sales.

Comfortable Liquidity

Fitch views Sistema's liquidity as comfortable covering its
scheduled 2016 debt maturities, including off-balance liabilities
at Shyam.  The available cash and credit lines are almost
sufficient to address an additional cash calls if the extension
talks with the Russian government regarding its put option at
Shyam fail.  Additional liquidity may be provided by maturing
bank time deposits and dividends from subsidiaries including
semi-annual contributions from MTS.

Sistema holdco had RUB50.6 billion of cash at end-2015.  At end-
December 2015, it opened a six-year USD350 million club credit
line with Chinese banks.  In addition, it has access to medium-
term rouble credit lines with large Russian banks.

                         KEY ASSUMPTIONS

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

   -- MTS's dividends of RUB52 bil. per year in 2016-2018, with
      Sistema's share RUB28 bil.
   -- Sistema to receive RUB3 bil.-RUB6 bil. of dividends per
      year from other subsidiaries.
   -- G&A expenses, interest and dividends at the holdco level
      close to RUB30 bil. per year on average in 2016-2019.
   -- Successful extension of the Russian government's put option
      on Shyam.
   -- Completion of Shyam and RCom merger by year-end 2016.
   -- No major M&A deals exceeding RUB5 bil. in 2017-2019.

                       RATING SENSITIVITIES

Sustained deleveraging at the holdco level to below 2.5x net debt
including off-balance-sheet liabilities to normalized dividends
received from Sistema's operating subsidiaries may be positive
for Sistema's rating.

A protracted rise in net debt including off-balance-sheet
liabilities to normalized dividends to above 4.5x may lead to
negative rating action.  A portfolio reshuffle, increasing the
share of subsidiaries with low credit profiles could also be
rating negative.

FULL LIST OF RATING ACTIONS

Sistema Joint Stock Financial Corp.

  Long-Term IDR: affirmed at 'BB-'; Outlook Stable

  Local currency Long-Term IDR: affirmed at 'BB-; Outlook Stable

  National Long-Term Rating: affirmed at 'A+(rus)'; Outlook
   Stable

  Senior unsecured debt: local and foreign currency affirmed at
   'BB-'/ 'A+(rus)'

Sistema International Funding S.A.

  Loan Participation Notes issued by Sistema International
  Funding S.A. and guaranteed by Sistema: affirmed at 'BB-'


URALVAGONZAVOD: Alfa-Bank Files Bankruptcy Petition
---------------------------------------------------
Mike Wheatley at Russia Insider reports that Russia's Alfa-Bank
JSC has said it intends to file for bankruptcy on behalf of
UralVagonZavod, in a notice to creditors on May 6.

According to Russia Insider, the bank, as cited by Interfax, said
in a statement, it is "giving notice of its intention to appeal
to the arbitration court to declare UralVagonZavod as insolvent".

Previously, Alfa-Bank had intended to file a bankruptcy lawsuit
against the company UralTrac Ltd., which is a subsidiary of
UralVagonZavod, in an effort to recover some US$117 million owed
to creditors, Russia Insider relates.  A preliminary hearing in
that case has been scheduled for May 27, Russia Insider
discloses.

Alexei Zharich, a spokesperson for UralVagonZavod, told Interfax
the company was surprised Alfa-Bank was going ahead with its
lawsuit, which is related to UralTrac's unfulfilled loan
repayments, Russia Insider relays.  Mr. Zharich said the decision
was a "very strange" one given that UralTrac had previously
agreed a mechanism for restructuring its debts, which Alfa-Bank
had approved, Russia Insider notes.

UralVagonZavod is a Russian machine building company



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


T-2: Constitutional Court Suspends Bankruptcy Proceedings
---------------------------------------------------------
Telecompaper, citing sta, reports that Slovenia's Constitutional
Court has accepted the appeal of the largest shareholder of T-2
and suspended the bankruptcy proceedings for the company.

According to Telecompaper, on its ruling, the Court established
that harmful consequences could not be ruled out by continuing
bankruptcy proceedings against T-2.

Garnol, which owns a 98.06% stake in T-2, claimed that due to the
serious and irreversible consequences of the bankruptcy
proceedings for the creditors and shareholders the contested
decision of the High Court should be suspended, Telecompaper
relates.

T-2 is a Slovenian telecommunications operator.



===========
S W E D E N
===========


SSAB AB: S&P Affirms B+ Long-Term CCR, Outlook Stable
-----------------------------------------------------
S&P Global Ratings affirmed its 'B+' long-term and 'B' short-term
corporate credit ratings on Swedish steelmaker SSAB AB.  The
outlook is stable.

At the same time, S&P affirmed its 'B+' issue ratings on SSAB's
senior unsecured debt.  The recovery rating on this debt is
unchanged at '3', indicating S&P's expectation of recovery in the
lower half of the 50%-70% range in the event of a payment
default.

S&P removed all ratings from CreditWatch with negative
implications, where it placed them on Dec. 21, 2015.

The rating actions follow improved steel market conditions in
Europe and the U.S. in the first half of 2016, as well as SSAB's
announcement in April of its planned Swedish krona (SEK) 5
billion (approximately EUR535 million) rights issue and debt
refinancing. SSAB's two largest shareholders, Industrivarden and
Solidium, have undertaken to subscribe for their pro rata shares,
with a standby underwriting commitment from four banks for the
remaining amount.

SSAB expects somewhat higher shipments and prices during the
second quarter of 2016 than what it saw in the previous quarter.
As such, S&P continues to anticipate 2016 full year EBITDA of
around SEK4 billion.

The comprehensive debt refinancing package helps to underpin
S&P's assessment of SSAB's liquidity as strong.  The transaction
will reduce short term-debt maturities and increase the average
debt duration to 5.1 years from 4.3 currently.  S&P also regards
positively SSAB's plan to reduce debt by another SEK5 billion
through divestment of non-core assets and own cash flow
generation by the end of 2017.

S&P continues to view favorably SSAB's 30% net debt-to-equity
target, which is significantly lower than 53% at March 31, 2016.
The company has generated positive discretionary cash flow over
the past three years, accomplishing this in 2015 through positive
working capital movements and not paying dividends.  Shareholders
have been supportive of lower dividend payments, and continue to
do so now, in underwriting the planned SEK5 billion share
issuance, in times of weak cash generation.

SSAB operates in the highly cyclical steel industry, with end
markets such as heavy transportation, construction, machinery,
and mining.  Volumes typically move in line with GDP over the
long term, and can be volatile in the short term, as was
evidenced in the last quarter of 2015.

SSAB's key strength is its strong market position in special-
grade steel products.  For example, it has a global market share
of about 40% in quenched and tempered steels, along with about 5%
in some advanced high strength steels, and 20%-25% market share
in heavy plates in North and South America, according to
company's estimates.  Following the merger with Ruukki, it also
commands a 40%-50% share in the flat carbon steels and tubes
market in the Nordic region.

In S&P's opinion, the main challenges for SSAB are the risk of
new specialty grade steel capacity from competitors and the pace
of take-up of special-grade steel products by equipment
manufacturers.

The stable outlook reflects S&P's expectation that, post the
planned equity raise and debt refinancing, SSAB will be able to
maintain a strong liquidity profile and an adjusted ratio of debt
to EBITDA of about 5x.  S&P also regards positively the improved
market conditions in Europe and in the U.S. in the first half of
2016 helped by antidumping measures taken by the relevant
authorities.

S&P could lower its ratings on SSAB if adjusted debt to EBITDA
remains at above 5x.  This could occur if market conditions do
not improve significantly, resulting in persistent stable or
negative discretionary cash flow.  Moreover, S&P could remove the
one-notch uplift it currently factors into the ratings on SSAB
for its strong liquidity position if it weakened, potentially
prompting a downgrade.

S&P could consider an upgrade if SSAB were to sustainably
maintain lower leverage than currently envisaged, with debt to
EBTIDA of less than 4x and FFO to debt above 20%, in the current
low- to mid-cycle environment.  S&P would likely require stronger
credit metrics for an upgrade in a more accommodating steel
industry.



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


FIDOBANK PJSC: Declared Insolvent by National Bank of Ukraine
-------------------------------------------------------------
Interfax-Ukraine reports that the National Bank of Ukraine has
declared Fidobank insolvent.

The NBU said on May 12 the outflow of funds from the accounts of
legal entities and funds of other banks started, while funds were
not withdrawn to institutions related to the shareholders,
Interfax-Ukraine relates.

According to Interfax-Ukraine, the NBU said the outflow of funds
on May 12-13 amounted to about UAH200 million.  Problems meeting
obligations to customers began on May 16, Interfax-Ukraine
states.

As of May 20, the total amount of operations the bank failed to
fulfill to customers exceeded UAH 500 million, or 9% of its
liabilities, Interfax-Ukraine discloses.

The NBU said Fidobank had not applied to the regulator for
obtaining refinancing, while on May 17 it gave notice that bank
investors would not seek to recapitalize the bank, Interfax-
Ukraine notes.

Public Joint Stock Company Fidobank provides various banking
products and services for individuals, corporations, and small
and medium enterprises in Ukraine.  The company is based in Kyiv,
Ukraine.  It operates as a subsidiary of Finance Analyte Service
Consulting Firm LLC



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


BHS GROUP: Bids Falls Short, Liquidators Asked to Assess Value
--------------------------------------------------------------
Ben Marlow and Ashley Armstrong at The Telegraph report that
BHS's administrators have lined up a trio of liquidators should
talks over a sale of the failed retailer come to nothing.

Restructuring firms Alteri, Hilco and Gordon Brothers, experts in
high street liquidations, have been asked to assess how much BHS
would be worth if all its assets including existing stock were
sold-off piecemeal, The Telegraph relates.

A liquidation is seen as a "last-stop" deal if a rescue cannot be
agreed with any of the bidders, but concerns are growing that
negotiations with prospective buyers could break down after some
bids fell below what administrators Duff and Phelps were hoping
for, The Telegraph states.

According to The Telegraph, sources say that buyer appetite has
waned amid concerns about BHS's ability to replenish its stock
after a heavily discounted sale held in the wake of its collapse
proved popular with customers.

Suitors are also reluctant to meet Duff and Phelps' demands to
take on all of BHS's 164 stores, including around 40 loss-making
shops, The Telegraph notes.  As a result, due diligence is taking
longer than initially planned as buyers study the lease lengths
on shops, The Telegraph relays.

BHS Group is a department store chain.  The company employs
10,000 people and has 164 shops.


GULF KEYSTONE: Has Until May 11 to Address Financial Woes
---------------------------------------------------------
Alliance News reports that Gulf Keystone Petroleum Ltd. on May 20
said it has managed to buy more time to try to address its
financial woes by signing an extension to its agreement with the
holders of its bonds and loan notes to May 31.

Gulf Keystone reached an agreement in late April with the Ad Hoc
Committee, which is comprised of a portion of the holders of the
company's loan notes and bonds, to delay coupon payments whilst
the company tries to address the urgent need to raise funds,
Alliance News recounts.

Gulf Keystone delayed over USD26.0 million of coupon payments
that had been due on April 18 using a grace period before signing
a formal extension with the committee that gave it until May 20
to make that payment, Alliance News relates.

The company did state the standstill agreement with the committee
could be extended until the end of May when the deal was
originally signed, and on Friday said that extension has been
agreed -- giving Gulf Keystone 11 more days to find a solution,
Alliance News notes.

Gulf Keystone Petroleum Limited is an oil and gas exploration and
production company operating in the Kurdistan region of Iraq.  It
is listed on the main market of the London Stock Exchange.



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


* BOND PRICING: For the Week May 16 to May 20, 2016
---------------------------------------------------

Issuer                       Coupon    Maturity Currency  Price
------                       ------    -------- --------  -----

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


                            *********

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

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

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


                            *********


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

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

Copyright 2016.  All rights reserved.  ISSN 1529-2754.

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

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

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


                 * * * End of Transmission * * *