TCREUR_Public/160613.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, June 13, 2016, Vol. 17, No. 115


                            Headlines


A U S T R I A

AVW INVEST: Austria to Inject Funds Into AeW After Court Order


B U L G A R I A

CORPORATE COMMERCIAL: Court Approves Extradition of Vassilev


C Y P R U S

CAMPOSOL HOLDING: Moody's Lowers CFR to Caa2, Outlook Stable
CAMPOSOL HOLDING: Fitch Puts 'B-' IDR on Rating Watch Negative


G E R M A N Y

BREMER LANDESBANK: NordLB Plans to Take Full Control of Unit
KUKA AG: S&P Revises Outlook to Positive & Affirms 'BB+' CCR
TALISMAN 7 PLC: Fitch Lowers Rating on Class E Notes to 'Csf'
TELE COLUMBUS: S&P Rates Proposed EUR125MM Facility 'B'


I R E L A N D

PETROCELTIC INT'L: Senior Staff to Express Concerns Over Scheme
STORE TWENTY ONE: Owners Explore Options to Save Business


I T A L Y

EUROHOME MORTGAGE 2007-1: Fitch Affirms 'Csf' Ratings on 4 Notes
MILANO SERRAVALLE: Fitch Affirms 'BB+' Sr. Unsecured Debt Rating
* Fitch Takes Rating Actions on 4 Italian Banks' OBG Programs


L U X E M B O U R G

COSAN LUXEMBOURG: S&P Assigns 'BB' Rating to Proposed Sr. Notes


N E T H E R L A N D S

BUNGE LIMITED: Fitch Assigns 'BB+' Rating on Preference Shares
CAIRN CLO VI: Fitch Assigns 'B-(EXP)' Rating to Class F Notes


R U S S I A

SOGLASIE INSURANCE: S&P Puts 'BB-' Rating on CreditWatch Negative
TATTELECOM PJSC: Fitch Affirms 'BB/B' IDRs, Outlook Stable


U N I T E D   K I N G D O M

BHS GROUP: Green Wants Pensions Committee to Resign From Inquiry
EQUINOX 2006-1: S&P Lowers Rating on Class A Notes to 'D(sf)'
ONCILLA MORTGAGE 2016-1: S&P Assigns BB Ratings to 2 Note Classes
RUSSELL INVESTMENTS: Fitch Affirms 'BB' LT Issuer Default Rating
TOREX RETAIL: Former Boss Files Fraud Suits Against RBS, KPMG


X X X X X X X X

* BOND PRICING: For the Week June 6 to June 10, 2016


                            *********


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A U S T R I A
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AVW INVEST: Austria to Inject Funds Into AeW After Court Order
--------------------------------------------------------------
Boris Groendahl at Bloomberg News reports that Austria is
planning to rescue a private-sector-funded guarantee scheme for
securities firms with a EUR148 million (US$168 million) injection
after courts ordered it to reimburse retail investors in failed
Austrian company AvW Invest AG.

The Finance Ministry in Vienna sent a bill to parliament under
which it can pay this sum to the Anlegerentschaedigung von
Wertpapierfirmen GmbH, or AeW, Bloomberg relays, citing the text
of the law released by parliament on June 9.

That's necessary to avoid damaging investors' trust and the
reputation of Austria's financial system, according to the
government's notes accompanying the draft law, Bloomberg says.

AeW, whose 66 members are wealth management firms including
subsidiaries of UniCredit Bank Austria AG and Raiffeisen Bank
International AG, was ordered by Austria's highest court last
year to reimburse thousands of retail investors after AvW Invest
and its affiliate AvW Gruppe AG went bankrupt in 2010, Bloomberg
recounts.  The document said that while the fund has requested
contributions from its members, those are capped by law and leave
AeW underfunded, Bloomberg notes.



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


CORPORATE COMMERCIAL: Court Approves Extradition of Vassilev
------------------------------------------------------------
Denitsa Koseva at BNE Intellinews, citing daily Dnevnik, reports
that the Belgrade high court has approved the extradition of
Tsvetan Vassilev, the owner of bankrupt Corporate Commercial Bank
(Corpbank), to Bulgaria.

Mr. Vassilev is the majority shareholder of Corpbank, through
which billions of taxpayers' levs are suspected to have been
siphoned off, BNE Intellinews discloses.  The businessman has
been a fugitive in Serbia since September 2014, BNE Intellinews
notes.  A previous ruling approving his extradition was
overturned on appeal, BNE Intellinews relays.  Mr. Vassilev is
considering asking Serbia for asylum, BNE Intellinews says.

The court's ruling came after in March Bulgaria filed claims
against Mr. Vassilev with the Sofia city court, BNE Intellinews
states.  The BGN2.2 billion claim was filed by Bulgaria's
commission for withdrawal of criminal assets (KONPI) against
Vassilev and 26 individuals and companies linked to him, BNE
Intellinews discloses.

On December 1, the Sofia city court imposed precautionary
measures on BGN603.7 million of assets owned by Vassilev, BNE
Intellinews relates.  Mr. Vassilev has denied any wrongdoing,
according to BNE Intellinews.

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

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



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C Y P R U S
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CAMPOSOL HOLDING: Moody's Lowers CFR to Caa2, Outlook Stable
------------------------------------------------------------
Moody's Investors Service has downgraded Camposol Holding Plc's
corporate family rating to Caa2.  At the same time, Moody's
downgraded Camposol's new 10.5% Senior Secured notes due 2021 and
senior unsecured notes due 2017 to Caa2.  The outlook for the
ratings is stable.

The ratings are:

Issuer: Camposol Holding Plc.

   -- Corporate Family Rating: Caa2 (global scale)

Issuer: Camposol S.A.

   -- Senior Unsecured Notes due 2017: Caa2 (foreign currency)
   -- 10.5% Senior Secured Notes due 2021: Caa2 (foreign
      currency) Outlook: Stable

                        RATINGS RATIONALE

The rating downgrade to Caa2 reflects Camposol's tight liquidity
profile even following the exchange offering concluded in May 27,
2016.  Camposol exchanged 73.75% of its 9.875% USD200 million
notes due 2017 for new 10.5% USD 200 senior notes due 2021,
representing USD147.5 million.  A total of USD52.5 million
principal amount of existing notes was not tendered in the
exchange offer.  The 73.75% acceptance was below the 95%
originally expected by the company.

In Moody's opinion, the debt exchange constitutes a distressed
exchange, which is considered a default under Moody's definition
of default.  A distressed exchange occurs when an issuer offers
creditors new or restructured debt, or a new package of
securities, cash or assets, that amount to a diminished financial
obligation relative to the original obligation with the effect of
the transaction being the avoidance of an eventual payment
default on the debt.

Despite the improvements in debt profile, the Caa2 ratings
reflect Camposol's small operating scale, weak credit metrics,
tight liquidity, and limited historical track record in its
current business model.  The company's cash position of USD27
million at the end of 2015 compares with USD36 million in short
term debt and maturities of USD 50 million in 2017 following the
exchange offer, while it still faces a challenging operating
environment. Over time, Moody's expects Camposol to continue its
diversification strategy by increasing the production in the
blueberries and seafood segments, as well the reinforcement of
its direct sales to retailers, which could lead to higher
operating margins.

Camposol's Caa2 ratings are supported by the company's position
as the largest fully integrated agribusiness corporation in Peru,
including production, packaging and distribution of agricultural
products.  The rating reflects Camposol's large holdings of
arable land as well as its diversified product mix comprised of a
varied range of fruits and vegetables which allows the company to
drive growth through expansion and product mix shifts without
substantial additional capital expenditures needs.

The stable ratings outlook is based on Moody's expectation that
Camposol will improve operating margins over the intermediate to
long term, especially in the growing blueberries segment.

An upgrade of the ratings would require improvements in
Camposol's liquidity, operating performance and metrics.
Quantitatively, upward momentum could result if Camposol's total
adjusted debt to EBITDA is sustained below 6 times on a 3-year
average basis and retained cash flow to adjusted net debt is
sustained above 15% on a 3-year average basis.

A downgrade of the ratings would result from further
deterioration in the company's credit metrics and liquidity.
Quantitatively, a downgrade could be caused if adjusted
debt/EBITDA remains above 15.0x or EBITDA to interest expense
continues below 1.0 time for an extended period of time.

Camposol is a private company headquartered in Peru.  The company
plants, harvests, processes and exports avocadoes, blueberries,
mangoes, table grapes and shrimp for the last twelve months ended
December 2015, the company reported total revenues of
USD73 million.


CAMPOSOL HOLDING: Fitch Puts 'B-' IDR on Rating Watch Negative
--------------------------------------------------------------
Fitch Ratings has placed the 'B-' Foreign and Local Currency
Long-Term Issuer Default Ratings of Camposol Holding Ltd and its
wholly-owned subsidiary Camposol S.A. on Rating Watch Negative.

                        KEY RATING DRIVERS

Rating Watch Negative

The placement of Camposol on Rating Watch Negative reflects
Fitch's concerns about the company's tight cash flow situation.
Refinancing risk persists for the Camposol's remaining 9.875%
notes due Feb. 2, 2017, whose holders did not participate in the
company's debt exchange offer.  Following the settlement on
April 25, 2016, of the debt exchange offer for the USD200 million
existing 2017 notes, Camposol exchanged an aggregate principal
amount of USD147,490,000, representing 73.75% of holders'
participation for the newly issued 10.5% senior secured notes due
2021.  Participation was below the minimum level of 95% initially
expected.  If Camposol is not able to secure additional credit
lines by September 2016, a downgrade could follow to reflect
limited refinancing options for the existing notes due Feb. 2,
2017.

Shareholders' Commitment and Support

Fitch factors into its ratings for Camposol the commitment and
tangible support from shareholders, which was evidenced by an
injection of USD5 million in March 2016.  In addition,
USD10 million of shareholder debt (subordinate to the remaining
and new notes) was approved by the board to fund expansion capex
of 540 Has for additional blueberry plantations.  Following the
debt exchange, Camposol also announced an additional working
capital credit line of up to USD20 million committed by the
shareholders to be used in case the company should require it.

Improvement of Operating Results

Camposol has improved its operating results with EBITDA of USD49
million as of LTM March 31, 2016.  The increased from 2014 and
2015 (USD34 million and USD42 million, respectively) was mainly
due to higher volumes of blueberry sales.  In addition, the
shrimp business reported positive EBITDA in 1Q16.  Camposol's
blueberry segment has allowed the company to improve its EBITDA
margin from 13% in 2014 to 15.6% and 18.4% in 2015 and LTM March
2016, respectively.  The gross margin for blueberries is higher
than 50% compared to 30% on average.

Leverage Reduction

Camposol's net leverage decreased to 4.3x in March 2016 from 5.3x
in FYE15 due to higher EBITDA as well as debt reduction.  Fitch
expects FCF to be neutral to negative due to increased capex for
new blueberry plantations while net leverage would decline to
below 4.0x by the end of 2016.  Fitch projects a reduction of net
leverage as a result of growing EBITDA coming from increased
yields by the company's avocado and blueberry plantations, as
only 63% of total planted areas have reached peak yields, and
improvements in shrimp production.

2017 Senior Secured Notes

The outstanding amount of the 2017 senior notes is now secured.
The 2017 notes benefit from the same collateral package on a pari
passu basis as the 2021 secured notes.  The 2017 notes and the
new notes are secured on a first-priority basis by collateral
consisting of land, biological assets, machinery and equipment
and all licenses, including water licenses.  These assets have an
estimated immediate realization value of approximately USD300
million, which is equivalent to about half of the company's total
assets.  Camposol's Recovery Rating has been capped at 'RR4'
reflecting average recovery prospects.

                         KEY ASSUMPTIONS

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

   -- Increasing production, mainly in blueberries and avocados,
      as new plantations are entering into high-yield phases;

   -- Recovery in shrimp production and processing other seafood
      products in order to maximize utilization capacity of new
      facilities;

   -- Three-year average prices for most agriculture products;

   -- Fixed costs at level reduced in 2015 (13% of revenues);

   -- Capex at USD36 million for 2016, USD25 million for 2017 and
      thereafter;

   -- No dividend payments;

   -- Successful refinancing of the remaining USD52.5 million
      notes due 2017;

   -- Shareholders' tangible support;

   -- A strong 'El Nino' impact is not considered into base case
      assumptions.

                        RATING SENSITIVITIES

Negative Rating Action: Factors that could lead to a rating
downgrade include failure to increase credit bank lines over the
next three months, further deterioration of Camposol's liquidity
without any tangible additional support from shareholders, and/or
reduction in profitability as a result of lower production
volumes and yields due to climatic events.  Another potential
detriment to Camposol's ratings would be a decline of product
prices due to lower demand for its key markets resulting in gross
leverage levels consistently above 6.0x and/or interest coverage
declining to 1.5x or lower.

Positive Rating Action: Factors that could lead to Fitch removing
the Rating Watch Negative and assigning a Stable Rating Outlook
would be an increase of credit lines and no refinancing risk
coupled with a material improvement in liquidity and cash flow
generation.

                             LIQUIDITY

As a result of the debt exchange offer, the company paid in cash
around USD10 million mainly for accrued interest on tendered
existing notes and a participation fee of 1.00% of the principal
amount of existing notes tendered.  Camposol's available and used
credit lines for short-term financing reduced from USD60 million
in YE2014 to USD36 million in YE2015 and USD27.5 million as of
March 31, 2016.  Fitch expects Camposol's cash position to be
around USD24 million and short-term debt of USD70 million as of
FY2016.  The cash position would be further stressed if the
company is not able to refinance the remaining 26.25% of the
principal amount of existing notes (USD52,510,000) with new
credit lines and/or shareholder funds.

                   FULL LIST OF RATING ACTIONS

Fitch has placed these ratings on Rating Watch Negative:

Camposol Holding Ltd.
   -- Long-term foreign currency IDR 'B-';
   -- Long-term local currency IDR 'B-'.

Camposol S.A.
   -- Long-term foreign currency IDR 'B-';
   -- Long-term local currency IDR 'B-';
   -- Senior secured notes due 2017 'B-/RR4';
   -- Senior secured notes due 2021 'B-/RR4'.



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G E R M A N Y
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BREMER LANDESBANK: NordLB Plans to Take Full Control of Unit
------------------------------------------------------------
Andreas Kroener Reuters reports that German state-controlled
lender NordLB aims to take full control of its Bremer Landesbank
(BLB) unit after regulators asked the Bremen-based lender to
shore up its capital against bad shipping loans, sources familiar
with the matter said.

According to Reuters, sources familiar with the matter said
NordLB, which owns 55% of BLB, has offered to merge with Bremer
Landesbank in a move that would see the city state of Bremen,
which owns 41% of BLB, become a minority shareholder of the
combined bank.

Other options for the lender with EUR29 billion (US$33 billion)
in assets are also being discussed, the sources, as cited by
Reuters, said, adding that Bremen has not yet decided how to
handle the situation.  Injecting state capital into Bremer
Landesbank would trigger state aid proceedings by the European
Commission, which the owners hope to avoid, Reuters states.

Bremer Landesbank Kreditanstalt Oldenburg-Girozentrale provides
various banking products and services to private, corporate,
public sector, and institutional customers in Germany.


KUKA AG: S&P Revises Outlook to Positive & Affirms 'BB+' CCR
------------------------------------------------------------
S&P Global Ratings revised its outlook on Germany-based
industrial automation and robotics manufacturer KUKA AG to
positive from stable.  S&P also affirmed its 'BB+' long-term
corporate credit rating on KUKA.

The outlook revision reflects S&P's view of KUKA's sound
operating and financial performance and improving key credit
metrics.  In 2015, the company experienced sustained sales
expansion due to growth in its end markets and relatively stable
operating margins.

On May 18, 2016, Midea (A-/Stable/--; cnAA/--/--), a China-based
home appliance maker, announced its intention to launch a
voluntary takeover offer for all outstanding shares of KUKA at
EUR115 per share.  The completion of the takeover offer will be
subject to certain conditions, including achieving a minimum
acceptance threshold of 30% of the issued shares of KUKA,
necessary antitrust and other regulatory clearances, and the
approval of the transaction by the shareholders' general meeting
of Midea.  S&P haven't factored in any parental support into its
rating on KUKA at this stage, as the offer is still pending.  S&P
currently assess Midea's group credit profile (GCP) at 'a-'.

"We have revised our assessment of KUKA's business risk profile
to fair from weak, owing to the company's ability to improve its
diversity in recent years through lower dependency on the
cyclical automotive sector after its acquisition of Swisslog.
Nevertheless, the company's profitability measures remain below
average compared with those achieved by many similar-size
companies operating in other segments of the capital goods
sector. Due to the change in our business risk assessment, we
have also taken into account the amount of unrestricted cash in
our net debt calculation.  As a result, our credit ratios for
KUKA have significantly strengthened.  We expect funds from
operations (FFO) to debt will be significantly above 60% in 2016
and 2017, compared with 37.7% in 2015.  However, weak free
operating cash flow generation is the main driver for our
assessment of KUKA's financial risk profile as intermediate.  We
expect free cash flow at between zero and negative EUR40 million
over the next two years, due to high capital expenditures (capex)
of between EUR120 million and EUR190 million in 2016-2017," S&P
said.

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

   -- GDP growth in 2016 and 2017 of 1.5% and 1.6% in the
      eurozone, 2.3% and 2.5% in the U.S., and 6.3% and 6.1% in
      China.

   -- Flat sales in 2016 following disposals completed in 2015.
      S&P expects 5%-10% sales growth in 2016 and 2017 on the
      back of expected sound demand from North America and Asia,
      especially in China and from the general industry market
      growth.

   -- Generally flat EBITDA margins across S&P's 2016-2018
      forecast horizon.  Capex of about EUR120 million-EUR190
      million in 2016 and 2017.

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

   -- FFO to debt higher than 60% in 2016 and 2017; and
   -- Debt to EBITDA significantly below 1.5x.

Under its sector-based approach for capital goods companies, it
complements the analysis of S&P's core credit ratios with an
analysis of free operating cash flow (FOCF) to debt.  Based on
S&P's assumptions, it arrives at this supplemental ratio:

   -- FOCF to debt of about 10% over S&P's forecast period.

The positive outlook reflects a one-in-three possibility that S&P
could raise its rating on KUKA by one notch over the coming year
if its key credit metrics remain strong.

S&P could upgrade KUKA if its operating results continue to
translate into credit ratios in line with a moderate financial
risk profile.  More specifically, S&P could raise the rating if
it thinks the company can achieve and comfortably maintain
adjusted FFO to debt of at least 45%.  An upgrade could also
occur if Midea increases its stake in KUKA to more than 50%.  In
such a scenario, the magnitude of the upgrade would depend on
S&P's assessment of KUKA's strategic importance within the Midea
group.

S&P would revise the outlook to stable if KUKA's 2016 operating
results were weaker than S&P expects, with FFO to debt staying
below 45% and no improvement in FOCF.  This could occur, for
instance, if the automotive market slowed markedly in 2016 and if
the new business in general industry does not materialize as
anticipated.  S&P could also consider revising the outlook to
stable if the company adopted a more aggressive financial policy
or undertook a major debt-funded acquisition that weighs on its
financial risk profile.


TALISMAN 7 PLC: Fitch Lowers Rating on Class E Notes to 'Csf'
-------------------------------------------------------------
Fitch Ratings has downgraded Talisman 7 plc's class C, D and E
notes and affirmed the class F notes, as:

  EUR63.2 mil. class C: downgraded to 'CCsf' from 'Bsf'; Recovery
   Estimate (RE) 100%

  EUR66.5 mil. class D: downgraded to 'CCsf' from 'CCCsf'; RE 30%

  EUR47.1 mil. class E: downgraded to 'Csf' from 'CCsf'; RE 0%

  EUR68.9 mil. class F: affirmed at 'Csf'; RE 0%

The transaction was originally a securitization of 10 commercial
mortgage loans originated by ABN AMRO Bank NV with a cumulative
balance of EUR1,826 mil. at closing.  The loans were backed by 56
properties located in Germany with a current market value (MV) of
EUR221.9 mil.  In June 2016, six loans, all in special servicing,
backed the notes.

                          KEY RATING DRIVERS

Over the last 12 months, the class B notes (EUR66 mil.) have been
paid in full and the class C notes have amortized to EUR63.2 mil.
from EUR84.2 mil. through asset sales.  The individual
performance of the properties backing the portfolio remains
largely unchanged. The short time until legal final maturity (1
May 2017) creates uncertainty regarding timely recoveries and has
driven the downgrade of the senior tranches.

The Mozart loan asset sales (largest senior loan in the
portfolio, EUR147.4 mil. part of a EUR287.4 mil. whole loan) has
progressed with 10 asset sales over the past year, leaving seven
mixed-use properties located around Germany in the portfolio.
Fitch understands from the issuer that sale agreements for a
further three assets have been signed.  The sales pace, combined
with sale prices on average being close to the assets' respective
valuations, provides additional support to Fitch's expected
recoveries.  The loan-to-value has increased to 323% from 167%
over the last 12 months due to properties being sold below the
respective original allocated loan amounts.

The Eschborn office asset securing the Brahms loan was sold for
EUR23.4 million in January 2014.  The Bruckner portfolio has also
been sold for EUR43.5 million with the sale closing in February
2016. Both loans are going through insolvency proceedings.  When
the resolution is completed, a loss of around EUR31 million will
be allocated to the class G, H and I notes.

In addition to an already lengthy resolution, the current low
interest rate environment reduces the urgency for administrators
to liquidate income-producing collateral, making a timely
recovery for the class C and D notes unlikely.  Nevertheless,
secondary and tertiary real estate in Germany has seen investor
interest returning after years of subdued demand.  The achievable
prices are still well below those seen in 2005-2007, when these
loans were originated, but ultimate recoveries will be adequate
to repay the whole class C notes balance and part of the class D
notes' balance.

                        RATING SENSITIVITIES

Any notes outstanding at legal final maturity will be downgraded
to 'Dsf' and withdrawn.

Fitch estimates 'Bsf' collateral proceeds allocated to note
principal at EUR85m.

                       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.


TELE COLUMBUS: S&P Rates Proposed EUR125MM Facility 'B'
-------------------------------------------------------
S&P Global Ratings said that it has assigned a 'B' issue rating
with a '4' recovery rating to the proposed EUR125 million second
incremental first-lien facility to be borrowed by Tele Columbus
AG.  The company intends to repay its second-lien facility with
the proceeds of the proposed loan.

Recovery prospects are at the higher half of the 30%-50% range,
reflecting S&P's valuation of the company as a going concern.
However, recovery prospects are constrained by the large amount
of first-lien debt.

S&P's 'B' issue rating on the existing first-lien debt is
unchanged.  However, S&P has lowered its recovery rating to '4'
from '3' because S&P sees dilution of recovery prospects for
first-lien lenders due to the additional proposed first-lien
debt.

S&P also affirmed its 'CCC+' issue rating on the company's
second-lien facility, with a recovery rating of '6', indicating
S&P's expectation of negligible (0%-10%) recovery in the event of
a payment default.  S&P will withdraw these ratings once this
debt has been repaid.

In S&P's hypothetical default scenario, it assumes increased
competition in broadband and telephone (from other telecom
operators) and in cable TV (from other TV platforms, including
Internet Protocol television and over-the-top providers).

S&P values Tele Columbus as a going concern because it is a key
player in the sector, with high barriers to entry in the market,
a recognized brand name, long-term contracts, and experienced
management.

The proposed refinancing has no impact on S&P's corporate credit
rating on Tele Columbus (B/Stable/--).

SIMULATED DEFAULT AND VALUATION ASSUMPTIONS

   -- Year of default: 2019
   -- EBITDA at emergence: EUR145 million
   -- Implied enterprise value multiple: 5.25x
   -- Jurisdiction: Germany

SIMPLIED WATERFALL

   -- Gross enterprise value at default: EUR760 million
   -- Administrative costs: EUR35 million
   -- Net value available to creditors: EUR725 million
   -- Priority claims: EUR35 million[1] [2]
   -- Senior secured debt claims: EUR1,420 million [2]
   -- Recovery expectation: 30%-50% (higher half of the range)

[1] Includes: Finance lease, pepcom debt, and unfunded pensions.
[2]All debt amounts include six months of prepetition interest.



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PETROCELTIC INT'L: Senior Staff to Express Concerns Over Scheme
---------------------------------------------------------------
Tim Healy at Irish Independent reports that a group of senior
staff at exploration firm Petroceltic International is expected
to voice concerns about the alleged writing down of their
employment rights in opposing a survival scheme for the company.

According to Irish Independent, the scheme is due to be put
before the High Court this week for approval.

About 30 senior staff, including senior executives and
management, have voted against the proposed scheme at creditors'
meetings, Irish Independent relates.

Under the proposals prepared by examiner Michael McAteer, the
staff are due to receive just 5% of monies owed to them under
"change of control" clauses in their contracts, Irish Independent
discloses.  They are owed some EUR3.6 million, Irish Independent
states.

It is expected secured lenders and other creditors will either
support the scheme, or adopt a neutral position, when Mr. McAteer
puts it before the court on Wednesday, June 14, Irish Independent
says.

Petroceltic is understood to be on the verge of being bought by
Worldview Capital, a Swiss-Cayman fund previously engaged in a
bitter dispute with Petroceltic's management, Irish Independent
notes.

If the scheme is approved, Worldview will take control of the
company for a cash injection of US$7.8 million, according to
Irish Independent.

The survival scheme proposes unsecured creditors, owed US$14.6
million, will get a payment of 5% of their debts, Irish
Independent relays.

Employees and contractors will get 5% of sums owed and all share
options will be eliminated for a nominal payment to each option
holder of EUR1, Irish Independent states.

The court previously heard an independent expert's report
expressed the view Petroceltic has a reasonable prospect of
survival as a going concern provided certain conditions,
including securing investor funding and approval of a scheme of
arrangement, are met, Irish Independent recounts.

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


STORE TWENTY ONE: Owners Explore Options to Save Business
---------------------------------------------------------
Belfast Telegraph reports that the owners of Store Twenty One are
racing to save the business ahead of an administrators' hearing
in eight weeks' time.

According to Belfast Telegraph, bosses are understood to be
exploring all options to revive the firm, including a possible
sale, attracting fresh investment, a debt for equity swap or a
Company Voluntary Arrangement (CVA).

Restructuring experts AlixPartners have been appointed to help
find the lifeline, as the retailer continues to grapple with
tough trading conditions on the high street, Belfast Telegraph
relates.

The chain, which has around 200 stores and employs more than
1,000 staff, is expected to fall into administration at a court
hearing on August 11 if a solution cannot be found, Belfast
Telegraph discloses.

Store Twenty One, which is controlled by Indian manufacturing
giant Alok Group, closed 10 loss-making stores and opened 38 new
ones in the year between 2014 and 2015, Belfast Telegraph
recounts.

The firm recorded a pre-tax loss of GBP6.7 million in the year to
March 28 last year, compared to a loss of GBP9.9 million the year
before, Belfast Telegraph relays, citing its latest accounts on
Companies House.

Store Twenty One is a budget fashion chain.



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


EUROHOME MORTGAGE 2007-1: Fitch Affirms 'Csf' Ratings on 4 Notes
----------------------------------------------------------------
Fitch Ratings has affirmed Eurohome Mortgage 2007-1 plc's class A
to X notes as:

  Class A (ISIN XS0309227279): affirmed at 'CCCsf'; Recovery
   Estimate 90%
  Class B (ISIN XS0309230497): affirmed at 'CCsf'; Recovery
   Estimate 0%
  Class C (ISIN XS0309232196): affirmed at 'Csf'; Recovery
   Estimate 0%
  Class D (ISIN XS0309232600): affirmed at 'Csf'; Recovery
   Estimate 0%
  Class E (ISIN XS0309233244): affirmed at 'Csf'; Recovery
   Estimate 0%
  Class X (ISIN XS0309234309): affirmed at 'Csf'; Recovery
   Estimate 0%

The transaction is a securitization of Italian and German
residential mortgages.  The debt instruments were originated by
Deutsche Bank AG via its German platform (32.5% of the current
pool) and its Italian platform DB Mutui S.p.A. (67.5% of the
current pool).

                         KEY RATING DRIVERS

Weak Asset Performance
The performance of the underlying assets in the two portfolios
remains weak.  Loans in arrears by more than three months in the
Italian portion of the portfolio reached 39.1% (of the Italian
collateral) in May 2016, while the portion of borrowers with
three or more missed installments in the German pool have been
broadly stable at 19.2% since the beginning of 2011.

Limited Recoveries
Fitch notes that the recoveries collected by servicers to date
are fairly low compared with the amount of defaulted loans.  The
timing and amount of future recoveries remain uncertain,
especially for the Italian portion of the portfolio as the
recovery process in Italy is lengthy and cumbersome.

Increasing Principal Deficiency Ledger (PDL)
The weak performance of the underlying assets and the
insufficient excess spread has meant that the reserve fund, which
was fully utilized in February 2009, remains depleted.  In recent
quarters the PDL has stopped accumulating, but remains at an
elevated level filling up almost the entire class B PDL sub
ledger.

Analytical Assumptions
For the modeling of the underlying assets, Fitch made assumptions
to account for the weak performance of the assets to date via a
lender adjustment (2.2 for Germany, 3.8 for Italy) and to account
for the lower realised than model calculated recovery rates via a
recovery rate cap for the Italian loans.  Fitch has assumed parts
of the outstanding portfolio balance, whose default date is
longer ago than the average base case recovery time for the
respective jurisdiction are fully lost.

Model Implied Ratings
Fitch has not fully followed the Surveillance Model implied
ratings due to the recovery rates.  So far there is insufficient
evidence that the ResiEMEA model calculated recovery rates can be
achieved.

                       RATING SENSITIVITIES

Reducing PDL from material recoveries or excess spread may lead
to positive rating action on the notes.

Increasing credit enhancement from class A redemption may lead to
an upgrade, specifically for the class A notes.

                       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 pools 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.


MILANO SERRAVALLE: Fitch Affirms 'BB+' Sr. Unsecured Debt Rating
----------------------------------------------------------------
Fitch Ratings has affirmed Italian toll roads operator Milano
Serravalle-Milano Tangenziali's (MSMT) senior unsecured Long-term
debt rating at 'BB+'.  The Outlook is Negative.

The rating affirmation reflects MSMT's solid traffic performance
in 2015 and our view that the re-profiling of the company's
direct investment plan recently agreed with the grantor will
allow MSMT to maintain its peak leverage below the 5x mark over
the next five years.

The rating also factors in the lack of visibility on the
additional financial support MSMT could provide to its
financially strained 79%-owned subsidiary Autostrada Pedemontana
Lombarda (APL).  Further material support to APL -- which is a
EUR5 billion greenfield project -- could jeopardize the overall
economics of MSMT's concession.

The Negative Outlook reflects MSMT's reliance on external
financing to cover the company's direct and indirect investment
plan and forthcoming debt maturities.  Under the Fitch rating
case, available liquidity will be sufficient to cover debt
maturities falling due in 2016.

                         KEY RATING DRIVERS

MSMT has recently agreed with the grantor a significant re-
profiling of its direct investment plan.  The agreement, which is
expected to be formalized shortly, envisages both lower capex and
slower tariff increases until 2017, in exchange of more
investments and larger tariff hikes from 2018 onwards.  The
smoother capex plan reduces MSMT's external funding requirement
and leverage peak.

Under the revised Fitch rating case, which incorporates the re-
profiled capex plan and tariff hikes, MSMT's peak leverage will
remain below the 5x mark over the next five years.  Concession
debt is repaid three years ahead of concession maturity (2028).

APL's project is under severe financial stress.  The original
traffic forecast has been revised materially lower and banks
involved in the project (as shareholders and lenders) have
provided no further equity or new financing.

The EUR200 million bridge loan for the project was regularly
overdue as lenders granted only short-term maturity extensions
(latest extension was up to January 2018).  To keep the project
running, MSMT has materially increased its exposure to APL since
2012. Despite MSMT not being willing to provide additional funds
to APL, further material financial support cannot be ruled out if
the APL project continues to be managed with a short-term
financial view.

APL has significant financial needs.  The first part of the
project (around 35%) was delivered in May 2015 and is now
operating, but additional funding requirement of around EUR3 bil.
is still needed to complete the remaining part of the project.
Fitch expects that the involvement of the Region of Lombardy in
the funding discussion on APL should contribute to a clearer,
long-term view on APL's future capital structure.

Volume Risk - Midrange

From an operational standpoint, MSMT has outperformed Fitch's
expectations.  Traffic returned to growth in 2014 and 2015 (0.7%
and 2.7%, respectively) after falling 6.3% in 2012.  Under
Fitch's updated rating case, traffic will moderately grow over
the 2016-2020 period (CAGR 0.8%), sustained by a stabilizing
Italian economy and favorable consumption trend.

Price Risk - Midrange

Tariff increase in 2015 (1.5%) was lower-than-expected and
tariffs for 2016 have been frozen pending the final approval of
MSMT's updated business plan.  The grantor is, however, committed
to allowing MSMT to recover the tariff shortfall when the updated
business plan is formally approved.  Under the new business plan,
tariff hikes will be capped at 1.5% until 2017 but lower
concession flows will be offset by capex reduction in the current
regulatory period.  Lower tariff increases would limit the risk
of price elasticity on MSMT network.  The price risk attribute is
therefore assessed as midrange.

Infrastructure renewal - Midrange

Under the concessionaire's updated business plan, MSMT is
expected to deliver a capex program of around EUR700 mil. over
the concession period.  MSMT has a long-standing experience in
delivering investment on its network but its growing involvement
in APL greenfield project constrains the infrastructure renewal
attribute to Midrange

Debt Structure - Weaker

MSMT depends on external funding to cover its direct and indirect
investment needs and repay its maturing debt.  The existing bank
debt is unsecured, carries mostly floating rates (74%) but
benefits from a financial covenant package comprising leverage
and capital structure ratios.  Liquidity is on a downward path.
Under Fitch's rating case, unrestricted cash available as of end-
2015 will be sufficient to cover debt maturities in 2016.  Debt
structure is assessed as weaker.

Although significantly smaller in size, MSMT's main peers are
Atlantia (A-/stable), Sias (BBB+/Stable), Abertis (BBB+/Stable)
and Brisa (BBB/Stable).  MSMT's traffic performed in line with
Italian peers and better than its international peers (Abertis
and Brisa); however, the company's credit profile is weighed down
by contingent risk stemming from the Pedemontana project and a
weaker debt structure.

                        RATING SENSITIVITIES

The rating could be downgraded if further large financial support
is provided (or expected to be provided) to APL.

Current APL debt is without recourse to MSMT but a change to this
set-up (i.e. MSMT extending any form of guarantee on APL's debt)
may prompt a downgrade, possibly by several notches.

Failure to fully prefund MSMT debt maturities well in advance
could also prompt a negative rating action as could any loosening
of current covenant package on current and future debt or any
material reduction of the company's equity cushion.

The Outlook may be revised to Stable if pressure on MSMT's
liquidity eases.

                         SUMMARY OF CREDIT

MSMT is a toll motorway operator running, under a concession
agreement, a motorway network of 184.6 km around Milan (Italy).
It owns a 79% stake in a large greenfield toll road project
(increasing to 86% when the shareholder loan is taken into
account).


* Fitch Takes Rating Actions on 4 Italian Banks' OBG Programs
-------------------------------------------------------------
Fitch Ratings has affirmed the Italian mortgage covered bond
(Obbligazioni Bancarie Garantite, OBG) programs issued by Banca
Carige S.p.A. - Cassa di Risparmio di Genova e Imperia (Carige,
B-/Stable/B) and guaranteed by Carige Covered Bonds S.r.l.;
Credito Emiliano S.p.A. (Credem, BBB+/Stable/F2) and guaranteed
by Credem CB S.r.l.; and Banca Popolare di Sondrio - Societa
Cooperativa per Azioni (BPS, BBB/Stable/F3).  The Outlooks are
Stable.

At the same time, the agency is maintaining the 'BBB+' rating of
the OBG issued by Banca Popolare di Milano (BPM, BB+/RWN/B) and
guaranteed by BPM Covered Bond S.r.l., on Rating Watch Negative
(RWN).

The rating actions follow the programs' periodic review.

The Stable Outlooks and the RWN mirror that of the respective
banks' Issuer Default Ratings (IDR).  Fitch will resolve the RWN
on BPM's covered bonds following the resolution of the RWN on the
bank's IDR.

                         KEY RATING DRIVERS

All the above-mentioned programs have a soft-bullet amortization
profile with a principal maturity extension of 12 months (BPM,
BPS and Credem OBG) and 15 months (Carige OBG) and benefit from a
three-month rolling reserve, which covers interests due on the
OBG as well as senior expenses.

This has led Fitch to assess the discontinuity risk as 'high',
resulting in a Discontinuity Cap (D-Cap) of two notches for each
program, driven by the liquidity gap and systemic risk component.
Fitch views a contractual principal maturity extension up to 15
months adequate to successfully refinance the cover pool at a
rating scenario up to two notches above the banks' IDR, as
adjusted by the IDR uplift.

Although the programs are eligible for an IDR uplift, reflecting
the bail-in exemption for fully collateralized covered bonds, the
IDR uplift for these programs continues to be of 0 notches as
none of the factors that Fitch considers in assigning a IDR
uplift higher than 0 are satisfied for these programs.

The greatest contributor to the breakeven OC of the OBG issued by
Carige, BPS and Credem is asset disposal loss, which accounts for
10.9%, 13.9% and 15.2% of OC respectively, and represents the
cost of bridging maturity mismatches between assets and
liabilities. The magnitude of this component is driven by large
maturity mismatches (3, 4 and 4.1 years respectively) and the
rating spread levels assumed for Italian residential mortgage
loans and for mortgage loans granted to small and medium
enterprises (SMEs) that Fitch uses to determine the stressed
asset sale price (in a 'B' scenario 325bp and 425bp
respectively).

The cash flow valuation component is the major contributor to the
breakeven OC for the OBG issued by BPM, which absorbs 10.5% of
OC. This is followed by the asset disposal loss at 9.3%,
reflecting the stressed valuation of the entire cover pool after
an assumed covered bonds default in a 'BBB+' scenario.  Credem's
OBG also show a fairly high cash flow valuation component at
10.7%.  For both Credem and BPM, the cash flow valuation
component is driven by interest rate mismatches between assets
and liabilities and the interest type composition of the cover
pools: optional loans represent 24.8% of the cover pool for BPM
and 44.1% for Credem and floating-rate loans with a cap are 35.4%
of BPM's cover pool and 2.2% of Credem's.  In its cash flow
analysis, Fitch has considered these loan types as fixed-rate
loans in a rising interest rate scenario, which is the scenario
that drives the rating of these programs.

The negative cash flow valuation of Carige's (-2.7%) and BPS's (-
5.0%) OBG reflects the presence of hedging structures as well as
limited open interest rate positions (5.6% for Carige and 8.9%
for BPS) and excess spread available over the life of the program
(2.9% and 9.2% respectively).

Credit Suisse International (A/Stable/F1) acts as swap
counterparty on the asset (71% of the cover pool) and on
liability side (69% of the outstanding OBG) in Carige's program.
BNP Paribas (A+/Stable/F1) hedges 65% of the OBG issued by BPS
whereas UBS Limited (A/Positive/F1) and Societe Generale (SG)
(A/Stable/F1) provide hedging on BPM's fixed-rate covered bonds
(25.8% of the liabilities).  Credem is internal swap counterparty
for 92.9% of Credem's OBG.  The swap providers are eligible
counterparties as per Fitch's criteria and in its analysis the
agency considered post-swaps cash flows for the hedged assets or
liabilities.

The cover pools of BPM, BPS and Credem comprise residential
mortgage loans, while Carige's includes a limited portion of SMEs
(6.3% as of February 2016).  The 'B' portfolio loss rate reflects
the cover pools' composition: 1% for Credem, 1.3% for BPS, 1.6%
for BPM and 3% for Carige. These portfolio loss assumptions
result in a 'BBB+' credit loss of 3.7% for BPM OBG, 'A+' credit
loss of 6.4% for BPS OBG, 'A+' credit loss of 4.9% for Credem OBG
and 'BB+' credit loss of 5.2% for Carige OBG.

In its analysis, Fitch relied upon the AP publicly disclosed in
the programs' investor report for Carige's, BPM's and BPS's OBG.
The highest nominal AP recorded in the last 12 months is
considered for Credem's OBG, as the issuer has a Short-Term IDR
of 'F2' and the program is actively managed by the issuer.

Carige

The rating is based on Carige's Long-Term IDR of 'B-', an
unchanged IDR uplift of 0 notches, an unchanged D-Cap of two
notches and the 81.97% publicly disclosed AP (from the April 2016
investor report) that Fitch takes into account in its analysis,
which provides more protection than the unchanged 89.5% 'BB+'
breakeven AP (11.7% OC).

The breakeven AP considers whether timely payments are made in a
'B+' scenario (tested rating on a probability of default (PD)
basis) and tests for recoveries given default of at least 91% in
a 'BB+' scenario.

BPM

The rating is based on BPM's Long-Term IDR of 'BB+', an unchanged
IDR uplift of 0 notches, an unchanged D-Cap of two notches and
the 89% publicly disclosed AP (from the April 2016 investor
report) that Fitch takes into account in its analysis, which is
in line with the 89% 'BBB+' breakeven AP (12.4% OC).

The 89% publicly disclosed AP allows the OBG to achieve a three-
notch recovery uplift from the 'BB+' tested rating on a PD basis,
which is also the rating floor for the covered bonds.  This level
of AP provides for recoveries given default of at least 91% in a
'BBB+' scenario but it is not adequate to sustain timely payments
in a 'BBB' scenario, given by the IDR adjusted by the IDR uplift
and by the D-Cap.

Fitch has revised its assessment of the cover-pool specific
alternative management to 'moderate' from 'moderate high' to
factor in the improved quality and regularity of data delivery,
which is now in line with peers; in Fitch's view this would
translate into a smoother transition to an alternative manager
once the bondholders' source of payment switches from the issuer
to the cover pool.

BPS

The rating is based on BPS's Long-Term IDR of 'BBB', an unchanged
IDR uplift of 0 notches, an unchanged D-Cap of two notches and
the 78.74% publicly disclosed AP (from the April 2016 investor
report) that Fitch takes into account in its analysis, which
provides more protection than the revised 88.5% 'A+' breakeven AP
(13.0% OC).

The change in the breakeven AP to 88.5% (from 83%) factors in the
impact of the two new asset transfers occurred in December 2015
and January 2016, which reduced the open interest rate positions
(to 8.9% from the previous 14% in a rising interest rate
scenario), and of the new EUR500m series of OBG issued in April
2016, which reduced maturity mismatches between assets and
liabilities (to 4 from 5.9 years).  The breakeven AP considers
whether timely payments are met in a 'A-' scenario (tested rating
on a PD basis) and tests for recoveries given default of at least
91% in a 'A+' scenario.

Fitch's analysis of BPS's cover pool varied from the "Criteria
Addendum: Italy - Residential Mortgage Assumptions".  The agency
applied a PD adjustment of 1.3 instead of 1.5 to the 39% portion
of loans granted to SAE 614/615 borrowers (artisans and family
run businesses as coded by the Bank of Italy) based on the
observed levels of default rates which, in Fitch's view, warrant
an adjustment smaller in magnitude than the one envisaged by the
criteria.  The application of the above variation has no impact
on the OBG program's rating.

Credem

The rating is based on Credem's Long-Term IDR of 'BBB+', an
unchanged IDR uplift of 0 notches, an unchanged D-Cap of 2
notches and the 75.4% nominal AP that Fitch takes into account in
its analysis, which provides more protection than the revised
78.5% 'A+' breakeven AP (27.4% OC).

The revision of the breakeven AP to 78.5% (from 80.5% at the last
program review) is mainly driven by an increase in open interest
rate positions (to 54% from around 50% in a rising interest rate
scenario) following a EUR700m asset transfer in April 2016.

The 75.4% AP (highest nominal AP of the last 12 months, as of
October 2015) would theoretically allow the OBG to reach the
maximum achievable rating of 'AA-'.  However, replacement
provisions relating to the account bank limit the OBG rating at
the 'A' category as per Fitch's current counterparty criteria.
The program AP provides for at least 91% recoveries on the
covered bonds assumed to be in default in a 'A+' scenario and
allows a two-notch recovery uplift from the 'A-' tested rating on
a PD basis.

                        RATING SENSITIVITIES

Banca Popolare di Milano (BPM)

The 'BBB+' rating of the covered bonds issued by BPM and
guaranteed by BPM Covered Bond S.r.l. would be vulnerable to
downgrade if any of the following occurs: (i) BPM's IDR is
downgraded by one or more notches to 'BB' or below; or (ii) the
AP that Fitch considers in its analysis increases above Fitch's
'BBB+' breakeven level of 89%.

Banca Carige S.p.A. - Cassa di Risparmio di Genova e Imperia
(Carige)

The 'BB+' rating of the covered bonds issued by Carige and
guaranteed by Carige Covered Bonds S.r.l. would be vulnerable to
downgrade if any of the following occurs: (i) Carige's Issuer
Default Rating (IDR) is downgraded by one or more notches to
'CCC' or below; or (ii) the number of notches represented by the
IDR uplift and the Discontinuity Cap (D-Cap) is reduced to one or
lower; or (iii) the asset percentage (AP) that Fitch considers in
its analysis increases above Fitch's 'BB+' breakeven level of
89.5%.

Banca Popolare di Sondrio - Societe Cooperativa per Azioni (BPS)

The 'A+' rating of the covered bonds issued by BPS would be
vulnerable to downgrade if any of the following occurs: (i) BPS's
IDR is downgraded by one or more notches to 'BBB-' or below; or
(ii) the number of notches represented by the IDR uplift and the
D-Cap is reduced to one or lower; or (iii) the AP that Fitch
considers in its analysis increases above Fitch's 'A+' breakeven
level of 88.5%.

Credito Emiliano S.p.A. (Credem)

The 'A+' rating of the covered bonds issued by Credem and
guaranteed by CREDEM CB S.rl. would be vulnerable to downgrade if
any of the following occurs: (i) Credem's IDR is downgraded by
two or more notches to 'BBB-' or below; or (ii) the number of
notches represented by the IDR uplift and the D-Cap is reduced to
zero; or (iii) the AP that Fitch considers in its analysis
increases above Fitch's 'A+' breakeven level of 78.5%.

If the AP that Fitch considers in its analysis drops to the
contractual limit of 93%, it would not be sufficient to allow for
timely payment of the covered bonds following an issuer default.
As a result, the rating of the OBG issued by Credem would likely
be downgraded to 'A-', because this level of OC would limit the
covered bond rating to one-notch recovery uplift above the IDR as
adjusted by the IDR uplift.

The Fitch breakeven AP for the covered bond ratings 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.

The rating actions are:

  Carige OBG affirmed at 'BB+'; Outlook Stable with a breakeven
   AP of 89.5%

  BE OC components: -2.7% cash flow valuation, 5.2% credit loss,
   10.9% asset disposal loss

  BPM OBG 'BBB+' rating maintained on RWN; breakeven AP of 89.0%
  BE OC components: 10.5% cash flow valuation, 3.7% credit loss,
   9.3% asset disposal loss

  BPS OBG affirmed at 'A+'; Outlook Stable with a breakeven AP of
   88.5%
  BE OC components: -5.0% cash flow valuation, 6.4% credit loss,
   13.9% asset disposal loss

  Credem OBG affirmed at 'A+'; Outlook Stable with a breakeven AP
   of 78.5%
  BE OC components: 10.7% cash flow valuation, 4.9% credit loss,
   15.2% asset disposal loss



===================
L U X E M B O U R G
===================


COSAN LUXEMBOURG: S&P Assigns 'BB' Rating to Proposed Sr. Notes
---------------------------------------------------------------
S&P Global Ratings assigned its 'BB' issue-level rating to Cosan
Luxembourg S.A.'s proposed senior unsecured notes, with a
recovery rating of '3', which indicates S&P's expectation of a
meaningful recovery (50%-70%, in the higher range of the band) of
the notes under a hypothetical default scenario.  Cosan
Luxembourg' parent, Brazilian conglomerate Cosan S.A. Industria e
Comercio (Cosan S.A.; BB/Negative/--), will unconditionally
guarantee the notes. S&P expects the company to use the proceeds
to fund its proposed tender offer for its outstanding 2018 and/or
2023 senior notes.

Additionally, the company's parent, Cosan Ltd., may spin off
Comgas from Cosan S.A. into a new sister holding (Comgas
Holding).  If this occurs within 36 months from the debt
issuance's date, both issuer and guarantor may be replaced by
either Companhia de Gas de Sao Paulo - Comgas (Comgas;
BB/Negative/--) or Comgas Holding.  The replacement would also be
conditional on either substitute company having a net debt to
EBITDA of maximum of 3.5x and a credit rating equal or higher
than the one on Cosan S.A. prior to the substitution.

Although S&P would need to reevaluate the issue-level rating if
the notes issuer and guarantor change, S&P currently doesn't
expect a rating impact.

RATINGS LIST

Cosan S.A. Industria e Comercio
  Corporate credit rating               BB/Negative/--

Rating Assigned

Cosan Luxembourg S.A.
  Sr. Unsec. notes                      BB
  Recovery Rating                       3H



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


BUNGE LIMITED: Fitch Assigns 'BB+' Rating on Preference Shares
--------------------------------------------------------------
Fitch Ratings has assigned a 'BBB' rating to Bunge Finance Europe
B.V.'s EUR500 million senior unsecured notes due 2023.  The new
notes are fully and unconditionally guaranteed by Bunge Ltd.
Bunge intends to use net proceeds from the issuance for general
corporate purposes, including repayment of outstanding
indebtedness such as borrowings under Bunge's revolving credit
facilities.  The Rating Outlook is Stable.

                        KEY RATING DRIVERS

Agribusiness Segment Concentration

Bunge has a leading position in oilseed processing and logistics,
and accordingly the agribusiness segment contributes the vast
majority of overall operating income.  While there is some
diversification of the business portfolio provided by the food
and ingredients businesses, the agribusiness segment currently
represents more than 80% of operating income.  In an effort to
offset earnings concentration and help reduce volatility, over
the longer term, Bunge targets increasing the contribution of the
food and ingredients businesses (edible oil and milling products)
to approximately 35% of total operating income through a
combination of organic growth and asset purchases.

Operating Performance Driven by S.A. Agribusiness

During 2015, adjusted operating income grew approximately 2% year
over year driven by strong results in agribusiness that offset
weakness in the Food and Ingredients segment.  Fitch expects
overall operating income growth to be flat to slightly positive
in 2016 as some potential dislocations present themselves in the
second half of 2016 related to expected South American crop
reductions that could potentially benefit U.S. exports and North
American crush margins that have been weak. Fitch believes that
the company will maintain EBITDA in the range of $1.8 billion
over the intermediate term.  Long term, the outlook for the
agriculture industry is favorable given higher consumption of
protein in developing countries and increasing demand for
biofuels.

Relatively Stable Leverage Expected

The steady, low commodity-pricing environment following the
pricing spike due to drought conditions in 2012 has limited
short-term financing requirements for working capital needs.
However, with the potential for dislocations and the U.S. dollar
weakening against other crop growing region currencies, Fitch
believes that some pricing volatility could begin to occur in the
second half of the year that may increase Bunge's short-term
financing needs. Nevertheless, Fitch sees gross leverage (which
adds debt related to receivables securitization) maintained in
the low 3x range for 2016.  Gross leverage for the latest 12
month (LTM) period was 3.2x.

RMI Supports Ratings

In addition to evaluating traditional leverage metrics, Fitch
also considers leverage ratios that exclude debt used to finance
readily marketable inventories (RMI).  RMI, which is hedged and
very liquid, could be converted to cash if needed.  This high
level of liquid inventories, coupled with cash, provides
substantial financial flexibility during periods of earnings
volatility associated with agricultural cycles, thus partially
mitigating financial risk.  Bunge's RMI adjusted leverage --
which Fitch calculates by subtracting 90% of RMI (after applying
a 10% haircut) from total debt -- was 1.2x for the LTM period
ending March 31, 2016.

Shareholder Returns Increasing

Share repurchases have ramped up the past two years to
$300 million annually compared to none in 2012 and 2013.  Fitch
expects repurchases holding at $300 million in 2016, absent a
leveraging acquisition.  Bunge repurchased $181 million in shares
during the first quarter 2016.  In addition, dividends have
increased in the low double-digits annually, which Fitch projects
will continue.  Fitch recognizes the risk for an agribusiness
company vulnerable to volatile working capital swings directing
significantly more cash flow to shareholders but views it as
manageable given anticipated cash flow generation.

                          KEY ASSUMPTIONS

Key assumptions within Fitch's rating case in 2016 for Bunge
include:

   -- EBITDA margins modestly expanding from 2015 level of 4.3%;
   -- Capital spending to remain below historical levels at
      approximately $850 million;
   -- Positive free cash flow (FCF) incorporating a growing
      dividend;
   -- Share repurchases at the same level as the prior year;
   -- Dividend increase in the low double-digit range;
   -- Modest acquisition activity focused on bolt-on purchases;
   -- Gross debt leverage in the low 3x range and RMI adjusted
      leverage in the 1.2x range;

                        RATING SENSITIVITIES

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

   -- Fitch sees Bunge generally operating with gross debt
      leverage in the range of 2.5x to 3.5x.  However, rating
      pressure will arise if persistent EBITDA margin compression
      and/or a meaningfully higher debt leads to unadjusted
      leverage exceeding 3.5x over two crop cycles;

   -- Lack of funds from operations (FFO) coverage of capital
      spending and dividends, such that meaningful incremental
      debt funding becomes necessary;

   -- A material and sustained increase in leverage from a
      significant debt financed transaction, most likely a large
      acquisition.

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

   -- Fitch does not see positive rating action over the
      intermediate term given vulnerability of the credit profile
      to significant periodic commodity supply/demand imbalances;

   -- However, a commitment to operate with total debt leverage
      in the low 2.0x range, coupled with positive FCF generation
      could support an upgrade of the ratings.

   -- In addition, diversification of the corporate portfolio
      with increased contribution from the value-added food and
      ingredients businesses such that EBITDA margins increase to
      the mid-single digits and exhibit more stability over the
      commodity pricing cycle could support an upgrade.

                             LIQUIDITY

Abundant Sources of External Liquidity Supports Operations
Bunge's internal sources of liquidity include $523 million of
cash and cash equivalents and FCF that can fluctuate from
positive to negative from year to year.  Bunge generated a
deficit of $288 million in 2015 due primarily to the timing of
large advances to suppliers of approximately $400 million in the
fourth quarter. Fitch expects FCF margins turning modestly
positive in 2016 assuming relatively stable commodity pricing
conditions and no large swings in working capital.

A key credit concern of commodity processors is access to
sufficient liquidity given historically volatile working capital
needs.  Bunge has abundant sources of external liquidity provided
by various credit facilities available to fund its operations
globally, with approximately $5.0 billion in capacity under its
revolving bank agreements and commercial paper program, of which
$3.3 billion was available at the end of the first quarter of
2016.  In addition to the committed credit facilities, Bunge
through its financing subsidiaries will from time-to-time enter
into bilateral short-term credit lines as necessary.  As of
March 31, 2016, there were no outstanding borrowings.

The bank commitments at Bunge Limited Finance Corp. (BLFC) are
comprised of unsecured bilateral three-year agreements of $200
million maturing in June 2016 and $500 million maturing November
2016 with $200 million of borrowings outstanding, a $865 million
five-year CoBank revolving credit agreement maturing May 30, 2018
with $375 million outstanding, and a five-year syndicated
unsecured revolver totalling $1.1 billion maturing in November
2019 with no borrowings outstanding.  In addition, Bunge has a
three-year $1.75 billion revolving credit facility established by
Bunge Finance Europe B.V. (BFE) with $977 million in borrowings
outstanding.  The revolver, which can be expanded by $250
million, matures in August 2018 and can be extended by two one-
year periods.  A $600 million liquidity facility at Bunge Asset
Funding Corp. (BAFC) backstops a $600 million commercial paper
program that had $150 million outstanding.

Bunge also participates in a receivables securitization program
that provides funding up to $700 million.  Bunge subsidiaries
sell receivables to a bankruptcy remote entity (Bunge
Securitization B.V.) that subsequently sells the receivables.
Receivables sold under the program (and derecognized on the
balance sheet) were $487 million and $524 million as of March 31,
2016 and Dec. 31, 2015, respectively.

Bunge has material maturities during the next three years
including $213 million in 2016, $937 million in 2017 and $461
million in 2018.  Long-term notes maturing during this time
include $250 million of unsecured notes due in April 2017 and
$600 million of unsecured notes due in June 2017.  Fitch expects
Bunge to manage the maturing notes through either long-term debt
issuances or with bank borrowings as the company did for the $500
million of unsecured notes due in March 2016 given the company's
current sources of liquidity and access to the capital markets.

Fitch currently rates Bunge and its subsidiaries as:

Bunge Limited
   -- Long-term IDR 'BBB';
   -- Preference shares 'BB+'.

Bunge Limited Finance Corp. (BLFC)
   -- Long-term IDR 'BBB';
   -- Senior unsecured bank facility 'BBB';
   -- Senior unsecured notes 'BBB'.

Bunge Finance Europe B.V. (BFE)
   -- Long-term IDR 'BBB';
   -- Senior unsecured bank facility 'BBB'.

Bunge N.A. Finance L.P. (BNAF)
   -- Senior unsecured notes 'BBB'.


CAIRN CLO VI: Fitch Assigns 'B-(EXP)' Rating to Class F Notes
-------------------------------------------------------------
Fitch Ratings has assigned Cairn CLO VI B.V.'s notes expected
ratings, as:

  EUR212 mil. class A: 'AAA(EXP)sf'; Outlook Stable
  EUR42.1 mil. class B: 'AA(EXP)sf'; Outlook Stable
  EUR19.6 mil. class C: 'A(EXP)sf'; Outlook Stable
  EUR17.15 mil. class D: 'BBB(EXP)sf'; Outlook Stable
  EUR24 mil. class E: 'BB(EXP)sf'; Outlook Stable
  EUR8.7 mil. class F: 'B-(EXP)sf'; Outlook Stable
  EUR39.38 mil. subordinated notes: not rated

Final ratings are contingent on the receipt of final
documentation conforming to information already received.

Cairn CLO VI B.V. (the issuer) is a cash flow collateralized loan
obligation (CLO).

                        KEY RATING DRIVERS

'B'/'B-' Portfolio Credit Quality:
Fitch expects the average credit quality of obligors to be in the
'B'/'B-' range.  Fitch has public ratings or credit opinions on
84 of the 85 assets in the identified portfolio.  The Fitch
weighted average rating factor of the identified portfolio is
29.71, below the maximum covenant for assigning the expected
ratings of 33.29.

High Recovery Expectations:
At least 90% of the portfolio will comprise senior secured
obligations.  Fitch views the recovery prospects for these assets
as more favorable than for second-lien, unsecured and mezzanine
assets.  Fitch has assigned Recovery Ratings (RRs) to 84 of the
85 assets in the identified portfolio.  The Fitch weighted
average recovery rate of the identified portfolio is 69.74%,
above the minimum covenant for assigning final ratings of 68.12%.

Diversified Asset Portfolio:
The covenanted maximum exposure to the top 10 obligors for
assigning the expected ratings is 20% of the portfolio balance.
This covenant ensures that the asset portfolio will not be
exposed to excessive obligor concentration.

Unhedged Non-Euro Assets Exposure:
The transaction is allowed to invest up to 5% of the portfolio in
non-euro-denominated fixed rate assets.  Unhedged non-euro assets
are limited to a maximum exposure of 5% of the portfolio subject
to principal haircuts.  The manager can only invest in unhedged
assets if after the applicable haircuts the aggregate balance of
the assets is above the reinvestment target par balance.

                      TRANSACTION SUMMARY

Net proceeds from the issuance of the notes will be used to
purchase a EUR350 mil. portfolio of mostly European leveraged
loans and bonds.  The portfolio is to be managed by Cairn Loan
Investments LLP.  The transaction includes a four-year
reinvestment period.

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

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

Fitch's "Criteria for Interest Rate Stresses in Structured
Finance Transactions and Covered Bonds," dated May 2016, includes
stresses to address the risk of negative interest rates in
structured finance transactions.  European CLOs are unlikely to
be affected by negative interest rates due to the prevalence of
Euribor floors in the European loan market.  Therefore, we
applied the standard (positive) interest rate downward stresses
in our analysis.

                       RATING SENSITIVITIES

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

Fitch published an exposure draft of its Counterparty Criteria
for Structured Finance and Covered Bonds on April 14, 2016.  The
exposure draft serves as the operative criteria report for this
ratings analysis.  Under the exposure draft, a direct-support
counterparty is expected to maintain a Long-Term rating of at
least 'A' or a Short-Term rating of at least 'F1' in order to
support note ratings of up to 'AAAsf'.  The issuer's account
holder, Elavon Financial Services Limited (Elavon;
AA/Stable/F1+), satisfies the minimum expected ratings threshold
for a direct-support counterparty under the exposure draft
framework.

Fitch's existing counterparty criteria (dated 14 May 2014), as
well as the issuer's governing documents, expect this role to be
fulfilled by an institution with a Long-Term rating of at least
'A' and a Short-Term rating of at least 'F1'.  Elavon has Long-
Term and Short-Term ratings that currently meet these
expectations. Therefore the ratings for class A notes remain
achievable under Fitch's existing criteria.

The framework regarding expectations for qualified investments
has not materially changed between the existing criteria and the
exposure draft

                       DUE DILIGENCE USAGE

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

                           DATA ADEQUACY

The majority of the underlying assets have ratings or credit
opinions from Fitch and/or other Nationally Recognised
Statistical Rating Organisations and/or European Securities and
Markets Authority registered rating agencies.  Fitch has relied
on the practices of the relevant Fitch groups and/or other rating
agencies to assess the asset portfolio information.

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



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


SOGLASIE INSURANCE: S&P Puts 'BB-' Rating on CreditWatch Negative
-----------------------------------------------------------------
S&P Global Ratings placed its 'BB-' long-term insurer financial
strength and counterparty credit ratings and its 'ruAA-' Russia
national scale rating on Russia-based SOGLASIE Insurance Co. Ltd.
on CreditWatch negative.

The CreditWatch placement stems from uncertainties surrounding
the underlying factors behind SOGLASIE's 2013-2015 operating
performance and in particular the restatement of reserves for
2013 and 2014.

The CreditWatch negative reflects the various downside risks S&P
sees for its ratings on SOGLASIE.  These include uncertainties
around management's ability to achieve its planned profitability
levels.  This could lead to a potential weakening of the
company's financial risk profile due to further capital erosion,
without sufficient support from the shareholder.

Depending on S&P's discussions with management, it may affirm or
lower the ratings on SOGLASIE.

S&P could lower the ratings at least by one notch if:

   -- It observes that poor underwriting performance as well as
      further reserves deficiencies are having a negative effect
      on the company's financial risk profile; or

   -- Discussions with the management around reserve restatement
      reveal further weaknesses in enterprise risk management.

S&P could affirm the ratings if it sees no immediate impact on
enterprise risk management and the financial risk profile.


TATTELECOM PJSC: Fitch Affirms 'BB/B' IDRs, Outlook Stable
----------------------------------------------------------
Fitch Ratings has affirmed Russia-based PJSC Tattelecom's Long-
Term Issuer Default Rating and senior unsecured rating at 'BB'
and Short-term IDR at 'B'.  The Outlook on the Long-Term IDR is
Stable.

Tattel's ratings reflect its strong positions as a fixed-line
incumbent in the Russian Republic of Tatarstan (BBB-/Negative)
with leading positions in traditional voice telephony, broadband
and pay TV segments.  Fitch expects the company's leverage to
remain low at around 1.9x-2.0x funds from operations (FFO)
adjusted net leverage in 2016-2019.  The active development of
the mobile segment is likely to continue to put moderate pressure
on margins and constrain deleveraging.  The ratings also reflect
the company's small size and limited access to capital markets.

                          KEY RATING DRIVERS

Robust Performance in Fixed-line

Tattel has strong positions in its regional fixed-line market
with leading revenue market shares in traditional voice
telephony, broadband and pay TV.  Most importantly, the company
continues to expand its share in the broadband segment, which is
the main contributor to Tattel's revenue.  Stable average revenue
per user is supported by rational competition and the ongoing
upgrading of subscribers to fibre from ADSL.  Fitch believes the
company is likely to continue eating into its peers' market
shares, capitalizing on its good quality network and its
dedicated regional focus.

Modest Success on Mobile Market

Tattel entered the mobile market in 2013.  By end-2015, it had
acquired a 2% share by subscribers, which is below the company's
initial expectations.  The Tatarstan mobile market is very
competitive, with four federal mobile operators alongside Tattel.
Successful development of the mobile segment carries some
execution risk.  The company targets further aggressive expansion
utilizing a price discounter strategy.  A number of cheap
promotional offers for new customers should lead to faster
subscriber growth but is likely to be a drag on the company's
overall EBITDA margin.  The company's high capacity core network,
which is the foundation of its fixed-line operations, should
support a good quality mobile data service offering.

Moderate Leverage

Leverage increased to 1.2x net debt/EBITDA or 1.8x FFO adjusted
net leverage at end-2015 driven by high capex and pressure on
EBITDA on the back of active mobile segment development.
Leverage is likely to rise to around 1.9x-2.0x in 2016-2019 as
pressures on EBITDA from its mobile operations persist.
Increased interest expense on the back of debt refinancing at
higher rates is also contributing to higher leverage.  The
company has the flexibility to control leverage by cutting capex
and dividends.

Multiple Changed

Fitch applies a 6x operating lease capitalization multiple
instead of the previous 8x.  Based on empirical observations over
2001-2015, the median 10-year Russian government bond yield was
estimated above 8%, which corresponds to a 6x lease multiple.
The change in the multiple had positive implications for Tattel's
FFO adjusted net leverage, reducing it by approximately 0.2x-
0.3x.

Small Size A Limitation

The company's small size could limit its financial options.  Even
the smallest Russian market convention size bond issue would
create a substantial bullet refinancing exposure on the company's
balance sheet.  Tattel has predominantly relied on bank
financing, where size is less of an issue.

Weak Parental Support

Fitch considers operational and strategic ties between the
company and its controlling shareholder, OJSC
Svyazinvestneftekhim (SINEK; BB+/Negative), as weak.  Therefore
Tattel's rating primarily reflects its standalone credit profile.
However, it is likely that SINEK would provide liquidity or
lobbying support if necessary.

                           KEY ASSUMPTIONS

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

   -- Stable market positions in fixed-line segment
   -- Mobile subscriber market share increases to 8% by 2019 (2%
      at the end of 2015)
   -- Annual revenue growth in low-mid single digits in 2017-2019
   -- EBITDA margin just below 30% in 2016-2018 due to the drag
      from mobile segment development
   -- Mobile segment to become EBITDA-breakeven in 2019
   -- Capex intensity at 19-20% of revenue in 2016-2019
   -- Dividend payments of around RUB230-240m per year in 2016-
      2019

                       RATING SENSITIVITIES

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

   -- A rise in leverage to above 2.5x FFO adjusted net leverage
      on a sustained basis.
   -- Cash flow pressures driven by revenue and market share
      losses, particularly in the broadband and mobile segments.
   -- A deterioration in liquidity or higher refinancing risk.

Rating upside is constrained by the company's small size, its
lack of geographical diversification, and limited access to
capital markets.

                               LIQUIDITY

Tattel secured credit lines of total amount of RUB2.9 billion at
YE15, which almost fully cover company's existing debt.  This
implies a notable improvement in liquidity as previously the
company had credit lines covering debt maturities for less than
one year.  Historically, liquidity risks at Tattel have been
mitigated by strong relationships with local banks and potential
support from the controlling shareholder as well as by the
company's flexibility to reduce capex.



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


BHS GROUP: Green Wants Pensions Committee to Resign From Inquiry
----------------------------------------------------------------
Ben Martin at The Telegraph reports that Sir Philip Green has
refused to appear in front of MPs probing the collapse of BHS
Group next week unless the Labour MP who chairs the Work and
Pensions committee resigns from the inquiry.

According to The Telegraph, the tycoon -- who faces mounting
criticism for his decision to sell BHS and for his stewardship of
the business when he owned it -- has demanded that Frank Field,
who represents Birkenhead, step down from the probe.

The Work and Pensions committee is holding joint hearings with
the Business, Innovation and Skills committee into the failure of
BHS, which collapsed with a GBP571 million black hole in its
pension schemes, The Telegraph discloses.

"I am not prepared to participate in a process which has not even
the pretence of fairness and objectivity and which has as its
primary objective the destruction of my reputation," The
Telegraph quotes Sir Philip, who is due to be grilled by MPs on
June 8, as saying in a letter to Mr. Field.

"I therefore require you to resign immediately from this
inquiry."

Sir Philip has been angered by comments made by Mr. Field about
the contribution the MP believes the tycoon should make to BHS's
two pension funds, The Telegraph relates.

Sir Philip has been attacked for the state of the pension schemes
because BHS paid GBP423 million in dividends during his 15-year
ownership of the business, the vast majority of which went to the
tycoon's family, The Telegraph relays.  He has also been
criticized for selling BHS for GBP1 in March last year to Dominic
Chappell, a thrice-bankrupt ex-racing car driver with no
retailing experience, The Telegraph states.

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


EQUINOX 2006-1: S&P Lowers Rating on Class A Notes to 'D(sf)'
-------------------------------------------------------------
S&P Global Ratings lowered to 'D (sf)' from 'CCC (sf)' its credit
rating on EQUINOX (ECLIPSE 2006-1) PLC's class A notes.  At the
same time, S&P has affirmed its 'D (sf)' ratings on the class B,
C, D, E, and F notes.

S&P's ratings in this transaction address the timely payment of
interest and the repayment of principal no later than legal final
maturity in January 2018.  On the April 2016 interest payment
date (IPD), all classes of notes experienced interest shortfalls.
In particular, the class A notes experienced a third consecutive
quarter of interest shortfalls.  Although the remaining
underlying loan pool is paying full interest, the issuer's income
collection is not sufficient to fully discharge the interest due
under the notes.

S&P believes that the existing interest shortfalls are unlikely
to repay on the next payment date, given the absence of
recoveries. S&P has therefore lowered to 'D (sf)' from 'CCC (sf)'
its rating on the class A notes in line with S&P's criteria.

S&P has affirmed its 'D (sf)' ratings on the class B, C, D, E,
and F notes because they continue to experience interest
shortfalls.

EQUINOX (ECLIPSE 2006-1) is a true sale transaction that closed
in July 2006.  Initially, a pool of 13 loans secured on 136
predominantly commercial U.K. properties backed the transaction.
Since closing, 12 of the loans have repaid with losses.  The
outstanding notes' balance has decreased to GBP71.94 million from
GBP401.34 million at closing.

RATINGS LIST

EQUINOX (ECLIPSE 2006-1) PLC
GBP401.34 mil commercial mortgage-backed floating-rate notes
                                           Rating
Class             Identifier               To          From
A                 XS0259279585             D (sf)      CCC (sf)
B                 XS0259280088             D (sf)      D (sf)
C                 XS0259280161             D (sf)      D (sf)
D                 XS0259280591             D (sf)      D (sf)
E                 XS0259280674             D (sf)      D (sf)
F                 XS0259280914             D (sf)      D (sf)


ONCILLA MORTGAGE 2016-1: S&P Assigns BB Ratings to 2 Note Classes
-----------------------------------------------------------------
S&P Global Ratings assigned credit ratings to Oncilla Mortgage
Funding 2016-1 PLC (Oncilla 2016-1)'s class A to ET notes.  At
closing, Oncilla 2016-1 also issued unrated class Z, AXS, and BXS
notes.

Oncilla 2016-1 is a securitization of first-lien U.K.
nonconforming residential mortgage loans.  Paratus AMC Ltd.
(formerly known as GMAC-RFC Ltd.) originated the pool's
underlying collateral, which consists of first-lien U.K. owner-
occupied and buy-to-let nonconforming residential mortgage loans.

At closing, the issuer purchased an initial portfolio of U.K.
residential mortgages from the seller (Ertow Holdings II DAC),
using the note issuance proceeds to purchase the rights to the
mortgage pool.

The collateral pool consists of loans previously securitized in
ALBA 2012-1 PLC, and is composed of first-lien U.K. nonconforming
residential mortgage loans, mostly originated in 2007.  All of
the loans pay a floating rate of interest throughout the
transaction's life.  The portfolio's weighted-average current
loan-to-value (LTV) ratio is 83.04% (based on our methodology).

The notes' interest are based on an index of three-month sterling
LIBOR, while the underlying collateral contains loans that are
linked to the Bank of England Base Rate (BBR), three-month
British pound sterling LIBOR, or to a standard variable rate
(SVR).  The transaction does not benefit from a swap.

Any excess spread in this transaction is used to redeem the rated
class ET notes until fully redeemed up to the optional redemption
date.  Under a scenario where excess spread is generated and
applied to redeem the class ET notes, overcollateralization would
increase.  After the optional redemption date, the excess spread
would be used to redeem all of the rated notes.

The class B, C, D, E, and ET notes feature an interest rate cap
on their index.

S&P's ratings reflect its assessment of the transaction's payment
structure, cash flow mechanics, and the results of S&P's cash
flow analysis to assess whether the notes would be repaid under
stress test scenarios.  Subordination, overcollateralization, and
the rated note reserve fund provide credit enhancement to the
notes that are senior to the unrated class Z notes.  Taking these
factors into account, S&P considers the available credit
enhancement for the rated notes to be commensurate with the
ratings that S&P has assigned.

RATINGS LIST

Oncilla Mortgage Funding 2016-1 PLC
GBP260.7 Million Sterling-Denominated Residential Mortgage-Backed
Fixed- and Floating-Rate Notes (Including Unrated Notes)

Class                Rating           Amount
                                    (mil. GBP)

A                    AAA (sf)          173.6
B                    AA- (sf)           29.7
C                    A (sf)             13.5
D                    BBB+ (sf)          10.2
E                    BB (sf)            11.5
ET                   BB (sf)             2.0
Z                    NR                 15.9
AXS                  NR                  3.1
BXS                  NR                  1.2

NR--Not rated.


RUSSELL INVESTMENTS: Fitch Affirms 'BB' LT Issuer Default Rating
----------------------------------------------------------------
Fitch Ratings has completed a global peer review of seven
traditional investment managers (IMs).  Based on this review,
Fitch has affirmed these Long-Term Issuer Default Ratings (IDR):

   -- Invesco Ltd. (IVZ) at 'A-';
   -- FMR LLC (FMR) at 'A+';
   -- Russell Investments (Russell) at 'BB';
   -- Aberdeen Asset Management PLC (AAM) at 'A';
   -- Amundi Group at 'A+' (AMU);
   -- Schroders Plc (Schroders) at 'A+';
   -- Man Strategic Holdings Limited (MAN) at 'BBB+'.

The Rating Outlook on IVZ was maintained at Positive, while the
Rating Outlooks for the remaining traditional IMs are Stable.

The rating affirmations reflect the IM's strong franchises,
diversity of assets under management (AUM), scale and performance
track records of weathering potential performance headwinds, fee
pressure and increasing passive allocations.

              LESS FAVOURABLE OPERATING ENVIRONMENT

The current economic and business environment for traditional IMs
is likely to result in moderate performance headwinds for IMs for
the remainder of 2016.  After an extended period of generally
rising asset prices supporting AUM growth, markets have
increasingly become subject to periods of volatility.  Potential
areas of future pressure include energy, emerging markets and
high yield bonds/loans among others.  Rising interest rates also
remain a concern, particularly for traditional IMs with high
exposure to fixed-income AUM.  This cyclicality in traditional
IMs' business models is a key rating constraint in Fitch's
opinion.

Positively, traditional IMs continued to diversify their product
base with the aim of achieving a more balanced AUM mix to
moderate the effects of declines in individual asset classes.
Investment grade-rated traditional IMs tend to be among the
largest and most diversified IMs in the world leaving them better
positioned than smaller peers to absorb likely periods of market
volatility, evolving investor preferences and growing regulatory
compliance costs.

Traditional IMs have also expressed concern about the potential
for reduced secondary market liquidity for assets during periods
of market stress, given the retrenchment of banks' balance sheets
in the face of increased regulation.  To date, traditional IMs
have not added material liquidity to investment funds for fear
the cash drag would lead to underperformance relative to
benchmarks. Reduced liquidity could exacerbate fund
underperformance during periods of heightened redemptions,
driving AUM and fee declines, while also introducing potential
reputational risks.

                        REGULATORY KNOCK-ON EFFECTS

Relative to their bank counterparts, traditional IMs have
experienced less direct regulation.  However, knock-on effects of
broader market regulation include ongoing discussion around the
systemic importance of traditional IMs and/or their largest
funds, increased disclosure/reporting requirements and potential
reductions of secondary market asset liquidity during periods of
stress.  European traditional IMs, including European
subsidiaries of U.S. traditional IMs, have also become subject to
minimum capital requirements.  These dynamics continue to evolve
but, at a minimum, introduce additional costs for traditional IMs
and their fund investors.

                 WEAKENING INVESTMENT PERFORMANCE

Although most of the peer group has historically demonstrated
strong net inflows and performance, including against benchmarks,
investment performance became more mixed with most markets nearly
flat over the last 12 months.  Rising interest rates may also
adversely affect investment performance going forward, primarily
in fixed-income.  With respect to fixed-income AUM, Fitch
believes that rated managers exhibit active duration management,
and diversified AUM by fixed-income asset class and geography,
which may help moderate the impact of rising interest on fixed-
income AUM.  With the possibility of U.S. interest rates rising
ahead of those in continental Europe, traditional IMs with fixed-
income AUM concentrated in the U.S. would likely be impacted more
immediately.

             STRONG MARGINS; POSSIBLE PRESSURE AHEAD

Traditional IMs have continued to generate strong operating
margins despite fee pressure from investor allocation to
passively managed products, due to their scale and fairly
variable cost structures.  Average EBITDA margins for investment
grade-rated traditional IMs ranged from 20% - 51% in the peer
group; however, Fitch expects moderate pressure ahead, driven by
abating AUM growth and weakening investment performance.
Increased compliance costs could also pressure margins.

                     LIMITED USE OF LEVERAGE

Debt usage has been relatively modest for investment grade-rated
traditional IMs, and in some instances the debt net of balance
sheet cash is negative.  Cash flow leverage levels, defined as
gross debt to adjusted EBITDA ranged in between 0.3x and 2.9x for
the investment grade-rated entities, remaining largely stable in
the recent year.  Some performance turbulence may result in
slight increase in cash leverage metrics, although Fitch does not
expect leverage growth to impact ratings at this time.
Positively, interest coverage remains sound across the board,
particularly in light of fixed interest rates on a majority of
traditional IMs' borrowings.


TOREX RETAIL: Former Boss Files Fraud Suits Against RBS, KPMG
-------------------------------------------------------------
Tim Wallace at The Telegraph reports that Neil Mitchell, the
former boss of Torex Retail, has launched a GBP128 million series
of legal cases against Royal Bank of Scotland, KPMG and Cerberus
Capital accusing the firms of fraud.

Torex collapsed in a fraud scandal nine years ago, resulting in
the imprisonment of its finance chief Mark Woodbridge, chief
technology officer Edwin Dayan and a subsidiary's finance
director Christopher Ford, The Telegraph recounts.

Mr. Mitchell alleges that Torex was then defrauded by the other
companies, The Telegraph relays.

RBS denies the claims, as does KPMG which has applied for the
case to be struck out, The Telegraph notes.

At the time of the collapse, Mr. Mitchell had been in the job for
just four months, taking evidence of fraud to the Serious Fraud
Office before being ousted from his position, The Telegraph
recounts.

He has filed a case with the High Court alleging that RBS, and
Cerberus conspired with Torex's advisors to buy the business at
GBP400 million below the firm's enterprise value, resulting in a
loss for shareholders and bondholders, The Telegraph discloses.

He claims that RBS' Global Restructuring Group, which managed the
business, then defrauded the company for its own benefit, The
Telegraph states.

According to The Telegraph, preliminary hearings in the case are
expected to begin in October.

Torex Retail develops software solutions for the retail; grocery,
petrol, and convenience stores; and hospitality sectors in the
United Kingdom and internationally.



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


* BOND PRICING: For the Week June 6 to June 10, 2016
----------------------------------------------------

Issuer                       Coupon    Maturity Currency  Price
------                       ------    -------- --------  -----
Grupo Isolux Corsan Finan    6.63   4/15/2021    EUR   13.50
Petrobras Global Finance     6.85    6/5/2115    USD   69.50
Portugal Telecom Internat    6.25   7/26/2016    EUR   42.75
Portugal Telecom Internat    4.63    5/8/2020    EUR   20.55
Oi Brasil Holdings Cooper    5.75   2/10/2022    USD   19.00
CMA CGM SA                   7.75   1/15/2021    EUR   74.99
Portugal Telecom Internat    4.38   3/24/2017    EUR   22.63
Intelsat Jackson Holdings    6.63  12/15/2022    USD   67.50
Far East Capital Ltd SA      8.00    5/2/2018    USD   45.65
Intelsat Jackson Holdings    7.25    4/1/2019    USD   74.06
CHC Helicopter SA            9.25  10/15/2020    USD   44.50
CSN Resources SA             6.50   7/21/2020    USD   51.35
Petrobras Global Finance     6.75   1/27/2041    USD   73.54
Rickmers Holding GmbH & C    8.88   6/11/2018    EUR   33.50
Offshore Drilling Holding    8.38   9/20/2020    USD   34.47
Portugal Telecom Internat    5.00   11/4/2019    EUR   20.02
Nexity SA                    0.13    1/1/2023    EUR   65.42
Abengoa SA                   8.50   3/31/2016    EUR    5.20
Petrobras Global Finance     6.88   1/20/2040    USD   73.25
Intelsat Jackson Holdings    5.50    8/1/2023    USD   64.31
Abengoa Finance SAU          8.88    2/5/2018    EUR    4.28
Portugal Telecom Internat    5.88   4/17/2018    EUR   22.00
Vedanta Resources PLC        7.13   5/31/2023    USD   71.38
Gol LuxCo SA                 8.88   1/24/2022    USD   31.90
Intelsat Luxembourg SA       7.75    6/1/2021    USD   30.00
Abengoa Finance SAU          6.00   3/31/2021    EUR    4.46
Oi Brasil Holdings Cooper    5.63   6/22/2021    EUR   17.51
Abengoa Finance SAU          7.00   4/15/2020    EUR    4.76
Scholz Holding Gmbh          8.50    3/8/2017    EUR    6.57
Intelsat Luxembourg SA       6.75    6/1/2018    USD   71.75
Intelsat Jackson Holdings    7.25  10/15/2020    USD   69.50
Portugal Telecom Internat    4.50   6/16/2025    EUR   17.52
Petrobras Global Finance     5.63   5/20/2043    USD   67.89
Novo Banco SA                5.00   4/23/2019    EUR   70.03
Ajecorp BV                   6.50   5/14/2022    USD   38.50
Genel Energy Finance PLC     7.50   5/14/2019    USD   74.48
DTEK Finance PLC             7.88    4/4/2018    USD   59.60
Bank of New York Mellon L    4.24  12/15/2050    EUR   40.64
Vallourec SA                 2.25   9/30/2024    EUR   66.49
Metinvest BV                 8.75   2/14/2018    USD   69.71
Ensco PLC                    5.20   3/15/2025    USD   67.32
Premier Oil PLC              5.00  12/11/2020    GBP   68.75
Ensco PLC                    5.75   10/1/2044    USD   58.59
Yuksel Insaat AS             9.50  11/10/2015    USD   43.25
Fiat Chrysler Automobiles    7.88  12/15/2016    USD   64.59
Aegon NV                     1.74                USD   61.40
QGOG Constellation SA        6.25   11/9/2019    USD   50.50
Intelsat Jackson Holdings    7.50    4/1/2021    USD   68.50
Aegon NV                     0.44                EUR   52.42
Abengoa Greenfield SA        5.50   10/1/2019    EUR    3.83
Waste Italia SpA            10.50  11/15/2019    EUR   26.63
PagesJaunes Finance & Co     8.88    6/1/2018    EUR   56.01
Nexity SA                    0.63    1/1/2020    EUR   55.59
Banco Espirito Santo SA      4.00   1/21/2019    EUR   22.00
BIBBY Offshore Services P    7.50   6/15/2021    GBP   67.00
Asya Sukuk Co Ltd            7.50   3/28/2023    USD   57.50
Indo Energy Finance II BV    6.38   1/24/2023    USD   53.00
Casino Guichard Perrachon    1.52                EUR   50.69
CGG SA                       5.88   5/15/2020    EUR   50.00
Abengoa Finance SAU          8.88   11/1/2017    USD    4.50
EnQuest PLC                  5.50   2/15/2022    GBP   59.26
Intelsat Luxembourg SA       8.13    6/1/2023    USD   31.00
Metinvest BV                10.25   5/27/2016    USD   68.25
Frigoglass Finance BV        8.25   5/15/2018    EUR   60.00
Banque Federative du Cred    1.00                EUR   47.77
Far East Capital Ltd SA      8.75    5/2/2020    USD   42.88
CHC Helicopter SA            9.38    6/1/2021    USD    9.00
Avanti Communications Gro   10.00   10/1/2019    USD   75.00
AXA SA                       1.83                USD   67.50
Petrobras Global Finance     6.63   1/16/2034    GBP   71.89
CGG SA                       6.88   1/15/2022    USD   43.25
Brunswick Rail Finance Lt    6.50   11/1/2017    USD   44.63
Ovako AB                     6.50    6/1/2019    EUR   73.05
First Bank of Nigeria Ltd    8.00   7/23/2021    USD   76.00
AXA SA                       0.72                EUR   55.31
Air France-KLM               2.03   2/15/2023    EUR   11.18
OAS Investments GmbH         8.25  10/19/2019    USD    0.00
Etablissements Maurel et     1.63    7/1/2019    EUR   10.34
Norske Skog AS              11.75  12/15/2019    EUR   69.24
UkrLandFarming PLC          10.88   3/26/2018    USD   29.99
DTEK Finance PLC            10.38   3/28/2018    USD   57.04
Algeco Scotsman Global Fi   10.75  10/15/2019    USD   38.50
Pacific Drilling SA          5.38    6/1/2020    USD   32.75
CGG SA                       6.50    6/1/2021    USD   43.25
Banco Espirito Santo SA      4.75   1/15/2018    EUR   22.00
Sapinda Invest SARL          5.00   6/30/2019    EUR   72.00
EnQuest PLC                  7.00   4/15/2022    USD   61.50
Petrobras Global Finance     5.38   10/1/2029    GBP   70.07
Nordea Bank AB               0.70                EUR   52.71
Air Berlin Finance BV        6.00    3/6/2019    EUR   71.65
SOITEC                       6.75   9/18/2018    EUR    2.35
Ensco PLC                    4.50   10/1/2024    USD   63.21
AXA SA                       1.13                EUR   60.79
CNP Assurances               0.62                EUR   47.90
BNP Paribas SA               2.13                EUR   50.80
Santander International P    2.00                USD   42.50
Bluewater Holding BV        10.00  12/10/2019    USD   45.88
Norske Skogindustrier ASA    2.00  12/30/2115    EUR    7.01
HSBC Bank PLC                1.13                USD   56.78
Credit Mutuel Arkea SA       1.11                EUR   45.32
CGG SA                       1.75    1/1/2020    EUR    4.63
AXA SA                       2.09                USD   70.64
Banco Espirito Santo SA      7.13  11/28/2023    EUR    0.46
Bank of New York Mellon L    4.00  12/30/2099    EUR   10.10
Greene King Finance PLC      2.67   3/15/2036    GBP   73.43
Takko Luxembourg 2 SCA       9.88   4/15/2019    EUR   59.94
InterGen NV                  7.00   6/30/2023    USD   71.00
KCA Deutag UK Finance PLC    7.25   5/15/2021    USD   70.00
AXA SA                       0.70                EUR   59.73
Rothschilds Continuation     0.91                EUR   44.81
Banco Santander SA           0.80                EUR   49.18
WPE International Coopera   10.38   9/30/2020    USD    8.25
ING Groep NV                 0.45                EUR   52.54
HSH Nordbank AG/Luxembour    2.31                EUR   15.79
Virgolino de Oliveira Fin   10.50   1/28/2018    USD    5.25
BPCE SA                      2.19                USD   63.50
Sanha GmbH & Co KG           7.75    6/4/2018    EUR   67.63
BNP Paribas Fortis SA        1.77                EUR   64.31
Econocom Group SA/NV         1.50   1/15/2019    EUR   12.11
European Directories Bond    7.00   12/9/2018    EUR   54.88
Transcapitalbank JSC Via    10.00   9/18/2020    USD   71.00
Santander Finance Preferr    0.61                EUR   50.00
Paragon Offshore PLC         6.75   7/15/2022    USD   27.25
HSH Nordbank AG              7.25                USD   21.03
Pierre & Vacances SA         3.50   10/1/2019    EUR   41.43
IMMOFINANZ AG                4.25    3/8/2018    EUR    4.35
Rothschilds Continuation     1.19                USD   42.00
BIM SAS                      2.50  11/13/2020    EUR   25.69
Mriya Agro Holding PLC       9.45   4/19/2018    USD    5.85
Banca Monte dei Paschi di    2.36   5/15/2018    EUR   53.50
Cofinoga Funding Two LP      1.78                EUR   64.50
Caixa Terrassa Societat d    1.18                EUR   46.33
Ageasfinlux SA               1.10                EUR   52.04
HSBC Bank PLC                1.19                USD   56.50
Phosphorus Holdco PLC       10.00    4/1/2019    GBP    2.32
Metinvest BV                10.50  11/28/2017    USD   68.34
Fuerstenberg Capital Erst    1.66                EUR   75.13
BNP Paribas SA               0.99                USD   56.75
Lloyds Bank PLC              1.06                USD   57.96
Privatbank CJSC Via UK SP   11.00    2/9/2021    USD   64.47
ING Groep NV                 0.85                EUR   56.36
OSX 3 Leasing BV            13.00   3/20/2015    USD   26.25
German Pellets GmbH          7.25  11/27/2019    EUR    0.50
Pastor Participaciones Pr    1.92                EUR   71.12
Lloyds Bank PLC              0.88                USD   57.85
Abengoa Finance SAU          7.75    2/1/2020    USD    4.40
Neopost SA                   3.38                EUR   43.03
Immigon Portfolioabbau AG   10.00                EUR    5.88
Norske Skog Holding AS       8.00   2/24/2021    EUR   28.44
OGX Austria GmbH             8.50    6/1/2018    USD    0.03
Prosafe SE                   4.13    9/9/2019    NOK   33.00
Steilmann SE                 7.00   9/23/2018    EUR   22.63
Assystem                     4.50                EUR   28.66
Aegon NV                     5.19                NLG   59.41
Capital Funding GmbH         2.09                EUR   64.75
HSBC Bank PLC                0.98                USD   56.24
Matalan Finance PLC          8.88    6/1/2020    GBP   71.95
BPCE SA                      0.51                EUR   47.57
Eurobank Ergasias SA         1.39    6/8/2017    EUR   70.00
Union Fenosa Preferentes     1.41                EUR   68.79
VistaJet Malta Finance PL    7.75    6/1/2020    USD   45.75
Novo Banco SA                5.00    4/4/2019    EUR   69.45
Meyer Burger Technology A    4.00   9/24/2020    CHF   67.22
Paragon Offshore PLC         7.25   8/15/2024    USD   27.38
Fred Olsen Energy ASA        3.99   2/28/2019    NOK   59.00
Credit Agricole SA           0.68                EUR   51.47
Abengoa Greenfield SA        6.50   10/1/2019    USD   10.00
Novo Banco SA                5.00   3/15/2022    EUR   65.13
Alcatel-Lucent SA            0.13   1/30/2020    EUR    4.29
Singulus Technologies AG     7.75   3/23/2017    EUR   40.50
Barclays Bank PLC            1.56                GBP   65.33
Barclays Bank PLC            1.13                USD   55.00
Hema Bondco II BV            8.50  12/15/2019    EUR   43.00
ATF Capital BV              10.00                USD   61.00
Alno AG                      8.50   5/14/2018    EUR   67.50
Beate Uhse AG                7.75    7/9/2019    EUR   27.38
Elli Investments Ltd        12.25   6/15/2020    GBP   30.88
Steilmann SE                 6.75   6/27/2017    EUR    4.44
Novo Banco SA                3.50    1/2/2043    EUR   52.09
Johnston Press Bond Plc      8.63    6/1/2019    GBP   70.04
Banco Espirito Santo SA      6.88   7/15/2016    EUR   22.75
Portugal Telecom Internat    5.24   11/6/2017    EUR   21.25
Barclays Bank PLC            1.13                USD   54.50
Lloyds Bank PLC              0.98                USD   58.51
Aegon NV                     1.51                NLG   50.36
Novo Banco SA                3.00   6/21/2022    USD   58.64
Windreich GmbH               6.50   7/15/2016    EUR   10.88
Banco Bilbao Vizcaya Arge    1.10                EUR   69.70
EnQuest PLC                  7.00   4/15/2022    USD   42.50
Bank of Scotland PLC         1.25                USD   58.36
Orient Express Bank PJSC    12.00   5/29/2019    USD   50.00
National Westminster Bank    0.94                USD   55.50
Oi Brasil Holdings Cooper    5.75   2/10/2022    USD   22.25
Abengoa Finance SAU          8.88   11/1/2017    USD    8.50
Vneshprombank Ltd via VPB    9.00  11/14/2016    USD    0.10
Ekosem-Agrar GmbH            8.50   12/7/2018    EUR   74.88
CGG SA                       1.25    1/1/2019    EUR   20.73
Abengoa SA                   6.25   1/17/2019    EUR    6.23
IKB Deutsche Industrieban    5.63   3/31/2017    EUR   22.75
National Westminster Bank    1.13                USD   54.75
Abengoa Greenfield SA        6.50   10/1/2019    USD    7.88
BLT Finance BV               7.50   5/15/2014    USD    3.56
Offshore Drilling Holding    8.38   9/20/2020    USD   35.00
Afren PLC                    6.63   12/9/2020    USD    0.00
Hema Bondco I BV             5.25   6/15/2019    EUR   74.27
Novo Banco SA                5.00   2/24/2022    EUR   66.21
OP Corporate Bank plc        0.61                EUR   46.03
Etablissements Maurel et     2.75    7/1/2021    EUR    6.44
Petroleum Geo-Services AS    7.38  12/15/2018    USD   74.25
Prosafe SE                   4.71    2/8/2017    NOK   46.23
Far Eastern Shipping Co P   12.00  11/28/2017    RUB   61.50
Espirito Santo Financial     6.88  10/21/2019    EUR    0.05
Cattles Ltd                  7.13    7/5/2017    GBP    1.68
Dexia Credit Local SA        1.47                EUR    5.50
Banque Federative du Cred    0.65                EUR   44.86
Aegon NV                     4.26                NLG   69.31
Afren PLC                   11.50    2/1/2016    USD    0.39
Novo Banco SA                5.00   5/14/2019    EUR   70.01
Banca Carige SpA             8.34                EUR   60.88
Royal Bank of Scotland Gr    1.13                USD   54.75
Heta Asset Resolution AG     0.51   1/24/2017    EUR   39.88
German Pellets GmbH          7.25    7/9/2018    EUR    0.78
CRC Breeze Finance SA        6.11    5/8/2026    EUR   52.25
Solor Bioenergi Holding A    6.16   11/2/2017    NOK   54.38
Sydbank A/S                  0.77                EUR   48.30
Kaupthing ehf                7.63   2/28/2015    USD   17.63
Boardriders SA               9.50  12/15/2020    EUR   74.88
Virgolino de Oliveira Fin   11.75    2/9/2022    USD    5.26
Lambay Capital Securities    6.25                GBP    1.42
Sydbank A/S                  0.85                EUR   48.13
Cooperatieve Rabobank UA     0.50  11/26/2021    ZAR   58.42
Scandinavian Airlines Sys    0.63                CHF   27.24
Abengoa Finance SAU          7.75    2/1/2020    USD    4.38
Heta Asset Resolution AG     5.92   2/22/2022    EUR   39.63
CBo Territoria               6.00    1/1/2020    EUR    4.04
National Westminster Bank    1.19                USD   54.35
Bank Nadra via NDR Financ    8.25   7/31/2018    USD    1.81
Lloyds Bank PLC              1.89   1/31/2033    USD   63.38
Candyking Holding AB         5.00   1/29/2018    SEK   41.50
Espirito Santo Financial     3.13   12/2/2018    EUR    0.57
IGas Energy PLC             10.00   3/22/2018    USD   59.63
Banco Espirito Santo SA      2.41                EUR    0.74
Iona Energy Co UK PLC       12.50   9/27/2018    USD    4.13
Barclays Bank PLC            1.19                USD   52.00
Prosafe SE                   3.90  10/22/2018    NOK   35.60
Praktiker AG                 5.88   2/10/2016    EUR    1.28
InterGen NV                  7.00   6/30/2023    USD   71.00
Touax SA                     6.00   7/10/2020    EUR   18.10
Island Drilling Co ASA       9.50    4/3/2018    USD    5.00
ESFIL-Espirito Santo Fina    5.25   6/12/2015    EUR    1.10
Pescanova SA                 5.13   4/20/2017    EUR    2.91
Takko Luxembourg 2 SCA       6.75   4/15/2019    EUR   49.50
Jyske Bank A/S               0.76                EUR   49.13
DOF Subsea AS                5.95   5/22/2018    NOK   71.13
Afren PLC                   10.25    4/8/2019    USD    0.01
Steilmann SE                 7.00    3/9/2017    EUR   22.63
Dexia Kommunalbank Deutsc    5.63  12/31/2017    EUR   13.13
Novo Banco SA                5.00   5/23/2019    EUR   70.18
Dexia Kommunalbank Deutsc    4.88  12/31/2016    EUR   24.13
OGX Austria GmbH             8.38    4/1/2022    USD    0.01
Manchester Building Socie    6.75                GBP   49.00
Abengoa SA                   4.50    2/3/2017    EUR    8.25
Cirio Holding Luxembourg     6.25   2/16/2004    EUR    0.93
World Wide Supply AS         7.75   5/26/2017    USD   16.63
Caisse Federale du Credit    0.70                EUR   46.25
Aralco Finance SA           10.13    5/7/2020    USD    1.54
GNB - Cia de Seguros de V    3.27                EUR   61.50
Oceanteam ASA               11.89  10/24/2017    USD   48.00
Pescanova SA                 8.75   2/17/2019    EUR    2.92
Pacific Drilling SA          5.38    6/1/2020    USD   32.00
Novo Banco SA                5.00   5/21/2019    EUR   70.04
NIBC Bank NV                 1.84                USD   52.30
German Pellets GmbH          7.25    4/1/2016    EUR    0.67
Deutsche Bank AG/London      3.30   6/30/2034    USD   72.75
Metinvest BV                10.50  11/28/2017    USD   68.25
Danske Bank Oyj              0.66                EUR   50.25
NNK-Aktiv AO                 8.85    6/4/2021    RUB   76.50
Corporate Commercial Bank    8.25    8/8/2014    USD    0.83
Tonon Luxembourg SA          7.25   1/24/2020    USD   10.25
Deutsche Bank AG/London      1.37   3/15/2033    USD   60.55
Jyske Bank A/S               1.16                EUR   49.25
Prosafe SE                   4.76   1/17/2020    NOK   32.33
Nordea Bank Norge ASA        1.13                USD   54.28
Tonon Luxembourg SA         10.50   5/14/2024    USD   40.88
NIBC Bank NV                 0.66                EUR   45.33
Novo Banco SA                3.50   1/23/2043    EUR   52.14
Talvivaara Mining Co PLC     4.00  12/16/2015    EUR    1.57
Golden Energy Offshore Se    5.00  12/31/2017    NOK   25.50
Avanti Communications Gro   10.00   10/1/2019    USD   76.75
Alpine Holding GmbH          6.00   5/22/2017    EUR    0.44
Banca delle Marche SpA       0.75    6/1/2017    EUR    1.75
IT Holding Finance SA        9.88  11/15/2012    EUR    0.03
Mitchells & Butlers Finan    2.72   6/15/2036    GBP   72.24
Dexia SA                     4.89                EUR    8.75
CHC Helicopter SA            9.25  10/15/2020    USD   44.38
Gol LuxCo SA                 8.88   1/24/2022    USD   24.75
SNS Bank NV                 11.25                EUR    0.52
Phones4u Finance PLC         9.50    4/1/2018    GBP   55.00
Heta Asset Resolution AG     4.35   11/3/2016    EUR   39.63
Banca Carige SpA             1.76  12/29/2018    EUR   65.00
CNP Assurances               2.00                EUR   64.00
Eniro AB                     6.00   4/14/2020    SEK   36.54
SNS Bank NV                  6.25  10/26/2020    EUR    3.31
Atlantic Offshore AS         8.52   5/16/2018    NOK    1.44
International Industrial     9.00    7/6/2011    EUR    0.29
KCA Deutag UK Finance PLC    7.25   5/15/2021    USD   68.75
Immigon Portfolioabbau AG    7.00    3/6/2021    EUR   16.00
Popular Capital SA           0.68                EUR   43.13
Standard Chartered PLC       0.94                USD   60.08
DNB Bank ASA                 0.94                USD   53.66
Far East Capital Ltd SA      8.00    5/2/2018    USD   45.25
Cooperatieve Rabobank UA     0.50   7/30/2043    MXN   14.92
Vedanta Resources PLC        7.13   5/31/2023    USD   70.97
BNP Paribas SA               1.76   4/30/2033    USD   62.75
Societe Generale SA          1.05                USD   54.66
DOF ASA                      5.71    2/7/2018    NOK   52.35
Hybrid Raising GmbH          6.63                EUR   18.75
Windreich GmbH               6.50    3/1/2015    EUR   10.88
Grupo Isolux Corsan Finan    6.63   4/15/2021    EUR   13.75
Lehman Brothers UK Capita    5.13                EUR    0.01
Solstad Offshore ASA         4.52   6/24/2019    NOK   61.13
Ausy                         3.25    1/1/2021    EUR   59.00
Capital Raising GmbH         7.50                EUR   14.33
Hellenic Republic Governm    2.09   7/25/2057    EUR   29.75
Hellenic Republic Governm    5.20   7/17/2034    EUR   65.13
CSN Resources SA             6.50   7/21/2020    USD   53.25
Ideal Standard Internatio   11.75    5/1/2018    EUR   15.00
Breeze Finance SA            6.71   4/19/2027    EUR   26.50
Immigon Portfolioabbau AG    8.75   7/26/2024    EUR   15.00
Royal Bank of Scotland PL    1.92  11/16/2030    USD   73.18
Mobylife Holding A/S         7.25   5/23/2018    SEK   68.88
Mitchells & Butlers Finan    1.19  12/15/2033    GBP   74.00
Sazka AS                     9.00   7/12/2021    EUR    0.09
BDT Media Automation GmbH    8.13   10/9/2017    EUR   70.63
Telereal Securitisation P    1.33  12/10/2031    GBP   70.00
NNK-Aktiv AO                 8.85    6/1/2021    RUB   76.52
Sidetur Finance BV          10.00   4/20/2016    USD    8.25
JZ Capital Partners Ltd      6.00   7/30/2021    GBP   10.45
Societe Air France SA        2.75    4/1/2020    EUR   19.89
Immigon Portfolioabbau AG    7.00    3/8/2021    EUR    5.00
Immigon Portfolioabbau AG    8.75   7/26/2025    EUR   15.00
GNB - Cia de Seguros de V    1.97  12/19/2022    EUR   61.88
Vseukrainsky Aktsinerny B   10.90   6/14/2019    USD    1.13
Belfius Bank SA/NV           1.73                FRF   70.00
BOA Offshore AS              7.76  12/18/2018    NOK   35.38
Mriya Agro Holding PLC      10.95   3/30/2016    USD    5.37
Societe Alsacienne et Lor    1.63    1/1/2022    EUR   60.29
Avanti Communications Gro   10.00   10/1/2019    USD   77.25
Metinvest BV                 8.75   2/14/2018    USD   50.71
Heta Asset Resolution AG     0.34  11/29/2032    EUR   39.63
Norske Skogindustrier ASA    7.13  10/15/2033    USD   19.75
Havila Shipping ASA          8.60   3/30/2017    NOK   31.75
Far East Capital Ltd SA      8.75    5/2/2020    USD   43.88
Norske Skog Holding AS       8.00   2/24/2023    USD   26.75
Novo Banco SA                3.50   3/18/2043    EUR   52.14
E Forland AS                 7.80    9/4/2018    NOK   58.00
Koninklijke Luchtvaart Ma    0.75                CHF   36.50
Standard Chartered PLC       1.25                USD   69.11
Dannemora Mineral AB        11.75   3/22/2016    USD    0.14
Paragon Offshore PLC         6.75   7/15/2022    USD   26.50
Norske Skog AS              11.75  12/15/2019    EUR   69.50
Kaupthing ehf                5.75   10/4/2011    USD   17.63
Credit Lyonnais SA           1.81                EUR   51.51
Virgolino de Oliveira Fin   10.88   1/13/2020    USD   19.50
TGC-2 OJSC                  12.00  10/10/2018    RUB   57.91
Finance and Credit Bank J    9.25   1/25/2019    USD    0.48
Hellas Telecommunications    8.50  10/15/2013    EUR    0.01
Afren PLC                   11.50    2/1/2016    USD    0.26
Minicentrales Dos SA         4.81  11/29/2034    EUR   62.63
Paragon Offshore PLC         7.25   8/15/2024    USD   26.75
Cirio Finance Luxembourg     7.50   11/3/2002    EUR    9.36
AK Transneft OAO            10.10    4/9/2026    RUB  100.80
Laurel GmbH                  7.13  11/16/2017    EUR   23.75
NTRP Via Interpipe Ltd      10.25    8/2/2017    USD   30.00
Espirito Santo Financial     9.75  12/19/2025    EUR    1.06
Petrol AD                    8.38   1/26/2017    EUR   20.38
Abengoa SA                   5.13    3/5/2017    USD   10.50
DNB Bank ASA                 1.06                USD   55.21
LBI HF                       6.10   8/25/2011    USD   12.13
Travel24.com AG              7.50   9/17/2017    EUR   30.00
DOF ASA                      8.21    2/7/2017    NOK   58.25
Standard Chartered PLC       0.81                GBP   59.68
Cirio Finanziaria SpA        8.00  12/21/2005    EUR    5.75
Bank Nederlandse Gemeente    0.50    8/9/2022    MXN   67.93
Commerzbank Holdings UK L    1.38                USD   62.43
Barclays Bank PLC            4.54  11/28/2029    USD   69.00
Ajecorp BV                   6.50   5/14/2022    USD   32.25
International Industrial    11.00   2/19/2013    USD    0.29
Immigon Portfolioabbau AG    5.27    2/8/2027    EUR   62.75
Manchester Building Socie    8.00                GBP   64.00
DOF ASA                      8.02   9/12/2019    NOK   49.38
QGOG Constellation SA        6.25   11/9/2019    USD   50.50
Alpha Bank AE                1.45    2/1/2017    EUR   70.00
EFG International AG         0.85                EUR   49.13
Depfa Funding II LP          6.50                EUR   56.13
EDOB Abwicklungs AG          7.50    4/1/2012    EUR    0.34
Heta Asset Resolution AG     0.08   9/11/2017    EUR   39.75
Novo Banco SA                3.50   2/19/2043    EUR   52.14
Waste Italia SpA            10.50  11/15/2019    EUR   26.63
Lehman Brothers UK Capita    5.75                EUR    0.01
Heta Asset Resolution AG     0.23  12/18/2030    EUR   38.75
Del Monte Finance Luxembo    6.63   5/24/2006    EUR    5.12
Barclays Bank PLC            0.15  12/28/2040    EUR   54.79
Societe Generale SA          1.03                EUR   51.00
Deutsche Bank AG/London      2.54   8/28/2034    USD   67.00
Abengoa Finance SAU          6.00   3/31/2021    EUR    4.46
DNB Bank ASA                 1.03                USD   53.50
More & More AG               8.13   6/11/2018    EUR   40.25
Havila Shipping ASA          9.48   8/30/2016    NOK   20.13
UniCredit Bank Austria AG    0.24  12/27/2031    EUR   64.88
Portigon AG                  7.46  12/31/2019    EUR   17.00
OGX Austria GmbH             8.50    6/1/2018    USD    0.03
Abanka Vipa DD Via Afinan    1.65                EUR    0.23
Immigon Portfolioabbau AG    3.51   4/12/2022    EUR   15.00
Bank Nederlandse Gemeente    0.50   7/12/2022    ZAR   54.68
IGas Energy PLC             10.00  12/11/2018    USD   46.00
Farstad Shipping ASA         4.39   5/29/2018    NOK   33.50
Alpine Holding GmbH          5.25   6/10/2016    EUR    0.30
Tonon Luxembourg SA          7.25   1/24/2020    USD   10.25
Farstad Shipping ASA         5.21   2/15/2017    NOK   45.00
LBI HF                       6.25                EUR    0.00
Cirio Del Monte NV           7.75   3/14/2005    EUR    6.00
UniCredit Bank Austria AG    0.46  12/27/2026    EUR   72.50
Heta Asset Resolution AG     5.27    4/7/2028    EUR   39.63
Oi Brasil Holdings Cooper    5.63   6/22/2021    EUR   17.88
CMA CGM SA                   7.75   1/15/2021    EUR   74.33
Lehman Brothers Treasury     6.00   11/2/2035    EUR   12.63
MS Deutschland Beteiligun    6.88  12/18/2017    EUR    8.70
Global PVQ SE                6.75  10/21/2015    EUR    1.03
Eroski S Coop                3.02                EUR   51.38
DTEK Finance PLC             7.88    4/4/2018    USD   37.25
BLT Finance BV              12.00   2/10/2015    USD   10.50
UkrLandFarming PLC          10.88   3/26/2018    USD   30.25
Karlie Group GmbH            6.75   6/25/2018    EUR   30.00
BIBBY Offshore Services P    7.50   6/15/2021    GBP   67.00
Rena GmbH                    7.00  12/15/2015    EUR    8.63
Orient Express Bank PJSC    13.60    8/9/2018    RUB   55.00
RENE LEZARD Mode GmbH        7.25  11/25/2017    EUR   36.50
Credit Suisse AG/Guernsey    0.94                USD   53.28
Brunswick Rail Finance Lt    6.50   11/1/2017    USD   44.00
KPNQwest NV                 10.00   3/15/2012    EUR    0.55
Barclays Bank PLC            1.70   4/19/2033    USD   70.20
Nuova Banca delle Marche     0.93   6/15/2016    EUR    1.16
Tonon Luxembourg SA         10.50   5/14/2024    USD   40.88
CGG SA                       6.88   1/15/2022    USD   42.50
First Bank of Nigeria Ltd    8.00   7/23/2021    USD   76.00
Bank Nederlandse Gemeente    0.50   9/20/2022    MXN   67.98
Sairgroup Finance BV         4.38    6/8/2006    EUR   19.13
Norske Skog Holding AS       8.00   2/24/2021    EUR   28.13
Assystem                     4.00    1/1/2017    EUR   23.92
Kaupthing ehf                7.13   5/19/2016    USD    0.00
Bulgaria Steel Finance BV   12.00    5/4/2013    EUR    1.09
Geotech Seismic Services    10.50  10/17/2018    RUB   65.03
Viking Supply Ships AS       9.25   3/21/2017    NOK   29.75
Standard Chartered PLC       1.09                USD #N/A N/A
Heta Asset Resolution AG     7.50   5/27/2024    ATS   39.63
Minicentrales Dos SA         6.45   4/14/2028    EUR   62.63
Golden Gate AG               6.50  10/11/2014    EUR   46.16
Lloyds Bank PLC              1.38   2/22/2033    USD   64.06
Lloyds Bank PLC              1.69   4/26/2033    USD   63.75
ADLER Real Estate AG         6.00   6/30/2017    EUR   11.50
PA Resources AB              3.00  12/27/2017    NOK    0.20
Teksid Aluminum Luxembour   11.38   7/15/2011    EUR    0.05
Algeco Scotsman Global Fi   10.75  10/15/2019    USD   39.50
Indo Energy Finance II BV    6.38   1/24/2023    USD   45.71
HSBC France SA               1.03                EUR   45.00
IVG Immobilien AG            5.60                EUR    0.00
Barclays Bank PLC            1.28   5/31/2033    USD   69.50
Immigon Portfolioabbau AG    8.75   7/26/2019    EUR   15.00
Abengoa SA                   5.13    3/5/2017    USD   10.50
Lehman Brothers Treasury     7.25   10/5/2035    EUR    9.60
Banco Espirito Santo SA      6.90   6/28/2024    EUR   19.38
Mox Telecom AG               7.25   11/2/2017    EUR    2.92
MMC Norilsk Nickel PJSC     11.60    2/6/2026    RUB   60.03
Depfa Funding III LP         1.35                EUR #N/A N/A
Afren PLC                    6.63   12/9/2020    USD    0.00
UniCredit Bank Austria AG    0.26  12/31/2031    EUR   63.50
Kaupthing ehf                9.00                USD    0.13
Norddeutsche Landesbank G    5.00    6/3/2016    EUR   52.40
Solon SE                     1.38   12/6/2012    EUR    0.33
Banco Espirito Santo SA      2.58                EUR    9.75
Electromagnetic Geoservic    7.02   6/27/2019    NOK   43.00
Talvivaara Mining Co PLC     9.75    4/4/2017    EUR    0.09
Immigon Portfolioabbau AG    1.42   7/29/2018    EUR    2.00
Barclays Bank PLC            1.67   3/21/2033    USD   69.70
Lehman Brothers Treasury     7.00   5/17/2035    EUR   12.72
Kistefos Equity Operation    7.75   4/19/2019    NOK   63.25
Espirito Santo Financial     5.13   5/30/2016    EUR    5.63
Stroika Finance Ltd Via E    7.70   6/25/2019    RUB   12.00
UniCredit Bank Austria AG    0.26   8/20/2033    EUR   63.50
SeaBird Exploration Finan    6.00    3/3/2018    USD   20.13
Danske Bank Oyj              1.37                EUR   65.50
Norske Skogindustrier ASA    7.13  10/15/2033    USD   20.00
Havila Shipping ASA          4.87   11/8/2016    NOK   33.25
Barclays Bank PLC            1.52   3/28/2033    USD   67.77
Solarworld AG                6.13   1/21/2017    EUR   42.63
Heta Asset Resolution AG     5.73  12/10/2021    EUR   39.63
IKB Deutsche Industrieban    4.70   3/31/2017    EUR   24.00
Svensk Exportkredit AB       0.50   1/31/2022    ZAR   56.63
Standard Chartered PLC       1.03                USD   60.07
Lehman Brothers Treasury     6.00   2/15/2035    EUR   12.03
Enemona AD-Kozloduy         10.00   4/28/2017    BGN    0.04
Virgolino de Oliveira Fin   10.50   1/28/2018    USD    4.85
Kaupthing ehf                5.75   10/4/2011    USD   17.63
Nationwide Building Socie    1.09                GBP   70.00
Banco Pinto & Sotto Mayor    0.85                EUR   25.00
Frey                         6.00  11/15/2022    EUR   22.50
ADLER Real Estate AG         6.00  12/27/2018    EUR   11.25
Hellas Telecommunications    8.50  10/15/2013    EUR    0.01
Afren PLC                   10.25    4/8/2019    USD    0.01
Smart Solutions GmbH         8.00   12/3/2018    EUR   36.75
SiC Processing GmbH          7.13    3/1/2016    EUR    1.39
Abengoa Finance SAU          8.88    2/5/2018    EUR    4.28
Heta Asset Resolution AG     4.88   9/18/2017    EUR   39.75
LBI HF                       6.10   8/25/2011    USD   10.13
APP International Finance   11.75   10/1/2005    USD    0.38
International Finance Fac    0.50   6/24/2024    ZAR   43.08
AgroGeneration               8.00    4/1/2019    EUR   72.01
friedola Gebr Holzapfel G    7.25   4/11/2017    EUR    3.67
CHC Helicopter SA            9.25  10/15/2020    USD   44.38
Norske Skog Holding AS       8.00   2/24/2023    USD   27.00
Lehman Brothers Treasury     2.88   3/14/2013    CHF   12.63
getgoods.de AG               7.75   10/2/2017    EUR    0.30
Petromena ASA                9.75   5/24/2016    NOK    0.52
Havyard Group ASA            6.52   6/13/2017    NOK   59.00
Banco Espirito Santo SA      1.29   5/27/2018    EUR    0.50
LBI HF                       7.43                USD    0.00
PNE Wind AG                  3.75  10/10/2019    EUR    2.90
Boardriders SA               9.50  12/15/2020    EUR   74.88
Italy Government Internat    0.40   7/31/2045    EUR   73.49
Alpine Holding GmbH          5.25    7/1/2015    EUR    0.44
Banco Comercial Portugues    5.00                EUR   42.00
International Finance Fac    0.50   6/29/2027    ZAR   30.66
Novo Banco SA                3.00  12/16/2021    EUR   56.50
Societe Generale SA          0.79   5/31/2033    USD   71.00
Volkswagen Bank Rus OOO      9.35   6/29/2019    RUB   60.12
BLT Finance BV               7.50   5/15/2014    USD    3.56
PA Resources AB             13.50    3/3/2016    SEK    0.25
Metinvest BV                10.25   5/27/2016    USD   68.25
CGG SA                       5.88   5/15/2020    EUR   49.13
Alno AG                      8.00   3/21/2019    EUR   74.00
Rem Offshore ASA             6.27   9/25/2019    NOK   29.38
LBI HF                       2.25   2/14/2011    CHF    7.50
Pescanova SA                 6.75    3/5/2015    EUR    2.91
Aralco Finance SA           10.13    5/7/2020    USD    1.54
Russian Post FGUP            2.75   12/6/2023    RUB   60.03
CNP Assurances               5.25                EUR   75.00
Santander Finance Capital    2.00                EUR   33.88
Abengoa Greenfield SA        5.50   10/1/2019    EUR    3.83
Region of Abruzzo Italy      0.24   11/7/2036    EUR   62.36
Cooperatieve Rabobank UA     0.50  10/30/2043    MXN   14.47
Governo Portugues Consoli    3.00                EUR   74.00
Northland Resources AB       4.00  10/15/2020    USD    0.01
Olympic Ship AS              6.01   6/18/2019    NOK   34.00
Cooperatieve Rabobank UA     0.50  10/29/2027    MXN   42.55
Getin Noble Bank SA          4.74   3/12/2021    PLN   75.00
Rena GmbH                    8.25   7/11/2018    EUR    8.63
Banque Cantonale Vaudoise    9.10   5/27/2016    EUR   66.53
OGX Austria GmbH             8.38    4/1/2022    USD    0.01
Alpha Bank AE                1.44    3/8/2017    EUR   70.00
Lehman Brothers Treasury     5.10    5/8/2017    HKD    9.50
Veneto Banca SpA             6.94   5/15/2025    EUR   74.88
Immigon Portfolioabbau AG    8.75   7/26/2020    EUR   15.00
Lehman Brothers Treasury     6.00   3/14/2011    EUR   12.63
Abengoa SA                   6.25   1/17/2019    EUR    6.50
Depfa Funding IV LP          5.03                EUR   56.25
NIBC Bank NV                 2.69                USD   69.26
Comune di Verona Italy       0.09   12/1/2026    EUR   67.77
Virgolino de Oliveira Fin   10.88   1/13/2020    USD   19.50
Hypo Tirol Bank AG           0.30   7/23/2026    EUR   68.50
Kaupthing ehf                6.13   10/4/2016    USD   17.63
Rem Offshore ASA             6.77   3/14/2018    NOK   31.63
Housing Financing Fund       2.70    1/1/2020    ISK   55.93
SNS Bank NV                  2.50                EUR    0.47
Takko Luxembourg 2 SCA       9.88   4/15/2019    EUR   59.75
Banco Espirito Santo SA     10.00   12/6/2021    EUR    0.50
HSBC Bank PLC                0.50  11/25/2025    BRL   39.32
Royal Bank of Scotland PL    2.18  12/13/2028    USD   73.00
Nuova Banca Popolare dell    1.76   9/28/2017    EUR    0.32
Artea                        6.00    8/4/2019    EUR   15.50
Eramet                       5.29   4/22/2026    EUR   70.75
Lehman Brothers Treasury     5.00   2/16/2015    EUR   12.63
Societe Generale SA          7.72                EUR   70.50
Autonomous Community of C    1.16    9/8/2024    EUR   72.05
Elli Investments Ltd        12.25   6/15/2020    GBP   30.88
Northland Resources AB      15.00   7/15/2019    USD    1.00
ffk environment GmbH         7.25    6/1/2016    EUR    3.00
Hamburgische Landesbank G    0.13   1/22/2041    EUR   61.27
KPNQwest NV                  8.88    2/1/2008    EUR    2.33
Global Rig Co ASA            9.00    6/3/2019    USD   75.00
SpareBank 1 SR-Bank ASA      4.00  12/21/2030    EUR   73.90
HSBC Bank PLC                0.50   6/10/2021    BRL   59.65
Strenesse AG                 9.00   3/15/2017    EUR   45.50
Virgolino de Oliveira Fin   11.75    2/9/2022    USD    5.13
Lehman Brothers Treasury     6.00   3/18/2015    USD   12.63
VistaJet Malta Finance PL    7.75    6/1/2020    USD   45.75
Ovako AB                     6.50    6/1/2019    EUR   73.25
Region of Abruzzo Italy      0.08   11/7/2031    EUR   69.87
Mifa Mitteldeutsche Fahrr    7.50   8/12/2018    EUR    2.67
Freshwater Finance PLC       6.06  10/17/2036    GBP   60.38
Accentro Real Estate AG      6.25   3/27/2019    EUR    4.70
Olympic Ship AS              7.05   9/21/2017    NOK   41.25
OAS Investments GmbH         8.25  10/19/2019    USD    0.32
LBI HF                       4.65                EUR    0.00
Santander Finance Capital    2.00                EUR   36.25
Finmek International SA      7.00   12/3/2004    EUR    0.13
Barclays Bank PLC            6.75   6/23/2017    USD   73.00
Sairgroup Finance BV         6.63   10/6/2010    EUR   19.63
Governo Portugues Consoli    2.75                EUR   65.00
Credit Suisse AG/London      7.25  11/10/2016    CHF   68.17
Petromena ASA               10.85  11/19/2014    USD    0.52
Lehman Brothers Treasury     5.00   9/22/2014    EUR   12.63
International Finance Fac    0.50   6/29/2020    ZAR   67.26
Hema Bondco I BV             5.25   6/15/2019    EUR   74.88
UniCredit Bank AG            5.20   6/20/2016    EUR   48.77
Global PVQ Netherlands B.    1.38   4/30/2012    EUR   29.38
Banco Pastor SA              2.18                EUR   29.13
Activa Resources AG          8.00  11/15/2017    EUR   68.00
Heta Asset Resolution AG     5.03   1/26/2017    EUR   39.63
HSBC Bank PLC                0.50   7/30/2027    NZD   63.87
Espirito Santo Financial     5.05  11/15/2025    EUR    0.92
Societe Centrale des Bois    9.00    7/1/2016    EUR    6.80
IM Skaugen SE                9.99   4/11/2017    NOK   35.50
Immigon Portfolioabbau AG    7.00   7/24/2022    EUR   12.50
Lehman Brothers Treasury     1.28   11/6/2010    JPY   12.63
Cooperatieve Rabobank UA     0.50  11/30/2027    MXN   42.21
Russian Post FGUP           12.00  10/18/2019    RUB   60.56
Hema Bondco II BV            8.50  12/15/2019    EUR   45.38
Region of Piemont Italy      0.01  11/27/2036    EUR   62.31
State of Carinthia           0.78   7/20/2017    CHF    0.20
Johnston Press Bond Plc      8.63    6/1/2019    GBP   70.38
SAG Solarstrom AG            6.25  12/14/2015    EUR   28.50
Barclays Bank PLC            2.28   6/17/2033    USD   74.35
Kommunekredit                0.50  10/22/2019    BRL   71.21
Lehman Brothers Treasury     8.25   3/16/2035    EUR   12.63
Svensk Exportkredit AB       0.50   4/24/2029    AUD   61.50
Northland Resources AB       4.00  10/15/2020    NOK    0.01
A-TEC Industries AG          8.75  10/27/2014    EUR    2.00
OT-Optima Telekom DD         5.25   5/30/2022    HRK   40.00
CARPEVIGO AG                 2.50   6/30/2016    EUR   41.00
La Veggia Finance SPA        7.13  11/14/2004    EUR    0.00
Agroton Public Ltd           6.00   7/14/2019    USD   10.00
VEB-Leasing OAO             13.50   2/20/2025    RUB   60.36
Europlan PAO                12.50  10/31/2017    RUB   99.00
WPE International Coopera   10.38   9/30/2020    USD    7.63
Immigon Portfolioabbau AG    4.50    9/7/2020    EUR    4.50
Svensk Exportkredit AB       0.50   4/25/2019    BRL   73.05
Nuova Banca Popolare dell    1.10   7/14/2016    EUR    0.44
Baltijskij Bereg ZAO         8.25  12/22/2017    RUB   15.00
BNP Paribas Emissions- un   12.00  12/22/2016    EUR   68.01
Phones4u Finance PLC         9.50    4/1/2018    GBP   55.00
SAir Group                   0.13    7/7/2005    CHF   10.50
Landesbank Hessen-Thuerin    0.19    5/3/2041    EUR   67.32
Svensk Exportkredit AB       0.50   8/28/2020    TRY   64.79
wige MEDIA AG                6.00   3/17/2019    EUR    2.10
KA Finanz AG                 5.45                EUR    1.00
SAir Group                   6.25   4/12/2005    CHF   10.50
Kaupthing ehf                6.13   10/4/2016    USD   17.63
Lehman Brothers Treasury     5.00   2/27/2014    EUR   12.63
Hamburgische Landesbank G    0.13  10/30/2040    EUR   64.97
Atari SA                     7.50   2/17/2020    EUR    0.25
Heta Asset Resolution AG     0.52   9/20/2017    EUR   39.63
Global PVQ Netherlands B.    5.75   5/26/2014    EUR   29.38
Solarworld AG                6.38   7/13/2016    EUR   42.63
Mriya Agro Holding PLC      10.95   3/30/2016    USD    6.48
KPNQwest NV                  7.13    6/1/2009    EUR    2.33
Banca Popolare di Vicenza    5.00    6/4/2024    EUR   72.82
DEIKON GmbH                  1.00  11/16/2016    EUR   45.61
Phosphorus Holdco PLC       10.00    4/1/2019    GBP    2.32
Societe Generale SA          1.88   2/28/2033    USD   74.20
HSBC Trinkaus & Burkhardt    5.10    6/2/2016    EUR   61.79
ENEL RUSSIA PJSC            12.10   5/22/2025    RUB   62.63
Frigoglass Finance BV        8.25   5/15/2018    EUR   62.88
Espirito Santo Financial     5.63   7/28/2017    EUR    4.97
Societe Generale SA          1.60    1/9/2020    GBP    1.07
PagesJaunes Finance & Co     8.88    6/1/2018    EUR   55.88
Hellenic Bank PCL           11.00                EUR   46.13
German Pellets GmbH          8.00                EUR    0.26
Gunther Zamek Produktions    7.75   5/15/2017    EUR    1.55
Lehman Brothers Treasury    11.00  12/19/2011    USD    1.57
Lehman Brothers Treasury     5.25   5/26/2026    EUR    1.57
Landesbank Hessen-Thuerin    5.50   5/27/2016    EUR   60.10
Kommunalkredit Austria AG    0.87   2/24/2026    EUR   74.96
Sparebanken Sor              2.56    6/3/2025    NOK   74.82
Region Invest OOO           13.75    5/4/2021    RUB   99.75
Montepio Holding SGPS SA     5.00                EUR   50.05
Transaero Airlines          16.00  10/25/2018    RUB    0.12
Vontobel Financial Produc    7.55   5/27/2016    EUR   64.48
Lehman Brothers Treasury     7.60   5/21/2013    USD    1.57
Atari SA                     0.10    4/1/2020    EUR    2.61
Bank Nederlandse Gemeente    0.50   5/12/2021    ZAR   62.67
SNS Bank NV                  6.63   5/14/2018    EUR    3.32
Immigon Portfolioabbau AG    0.52   6/18/2018    EUR   69.50
Credit Suisse AG/Nassau     10.35   5/30/2016    CHF   58.64
Abengoa Finance SAU          7.00   4/15/2020    EUR    4.76
Nuova Banca Popolare dell    4.25  10/30/2016    EUR    0.33
Lehman Brothers Treasury    11.00  12/20/2017    AUD    1.57
Lehman Brothers Treasury     4.00  10/24/2012    EUR    1.57
Lehman Brothers Treasury     1.00    5/9/2012    EUR    1.57
Lehman Brothers Treasury     5.55   3/12/2015    EUR    1.57
Lehman Brothers Treasury     4.00   12/2/2012    EUR    1.57
Lehman Brothers Treasury     4.50    5/2/2017    EUR   12.63
Lehman Brothers Treasury     3.03   1/31/2015    EUR    1.57
Lehman Brothers Treasury     6.00  10/30/2012    EUR    1.57
Banca delle Marche SpA       6.00   6/12/2018    EUR    0.77
NIBC Bank NV                 2.69                USD   69.26
Lehman Brothers Treasury     7.00  11/26/2013    EUR   12.63
Matalan Finance PLC          8.88    6/1/2020    GBP   71.67
Union Technologies Inform    0.10    1/1/2020    EUR    5.30
Svensk Exportkredit AB       0.50   6/28/2022    ZAR   53.95
Nesset Sparebank             2.31                NOK   50.11
HPI AG                       9.00   12/1/2016    EUR    8.50
BNP Paribas SA               0.50   7/20/2021    BRL   57.44
RusHydro PJSC                9.50   4/12/2021    RUB   60.01
Nuova Banca Popolare dell    3.50   6/28/2018    EUR    0.33
International Hotel Inves    5.75   5/13/2025    EUR   69.75
Province of Milan Italy      0.21  12/22/2033    EUR   68.96
Kaupthing ehf                5.25   7/18/2017    BGN   17.63
Barclays Bank PLC            0.50   4/24/2023    MXN   62.99
WGF Westfaelische Grundbe    6.35   12/1/2016    EUR    3.20
Leonteq Securities AG        4.68   10/7/2016    EUR   68.46
Federal Grid Co Unified E    8.60   9/14/2027    RUB   98.71
Lehman Brothers Treasury     4.00   2/16/2017    EUR   12.63
Barclays Bank PLC            0.50   3/26/2021    MXN   73.26
Exane Finance                6.25  12/20/2019    SEK   56.44
HSBC Bank PLC                0.50   2/24/2027    NZD   65.31
Alpha Bank AE                2.50   6/20/2022    EUR   61.78
Alpha Bank AE                2.50   6/20/2022    EUR   61.76
Cooperatieve Rabobank UA     0.50  12/29/2027    MXN   43.00
Credit Suisse AG/Nassau      5.50   7/29/2016    EUR   65.55
Societe Generale SA          1.00  12/22/2017    GBP    0.99
Kaupthing ehf                7.50    2/1/2045    USD    0.00
Haltdalen Sparebank          2.29                NOK   48.88
UniCredit Bank AG            5.50    8/1/2016    EUR   48.77
Cooperatieve Rabobank UA     0.50   1/31/2033    MXN   28.04
Salvator Grundbesitz-AG      9.50                EUR   37.50
Kommunekredit                0.50   7/30/2027    TRY   31.74
Kommunekredit                0.50   9/19/2019    BRL   72.26
UniCredit Bank Austria AG    0.10   1/25/2031    EUR   65.13
Oberoesterreichische Land    0.32   11/6/2030    EUR   62.13
Credit Suisse AG/Nassau      6.25   10/6/2016    CHF   66.15
A-TEC Industries AG          5.75   11/2/2010    EUR    2.00
Agentstvo po Ipotechnomu    10.30   7/15/2023    RUB  100.00
Jasper Explorer PLC         13.50   5/27/2016    USD    0.99
Lehman Brothers Treasury     4.00   4/13/2011    CHF    1.57
Mriya Agro Holding PLC       9.45   4/19/2018    USD    5.00
Muehl Product & Service A    6.75   3/10/2005    DEM    2.00
Immigon Portfolioabbau AG    4.81   7/29/2025    EUR   61.00
Banque Cantonale Vaudoise    4.50    6/3/2016    CHF   54.08
DekaBank Deutsche Girozen    0.01   6/29/2046    EUR   54.60
Zurcher Kantonalbank Fina    1.01  12/16/2016    CHF   70.60
Region of Molise Italy       0.36  12/15/2033    EUR   66.18
Svensk Exportkredit AB       0.50   2/22/2022    ZAR   56.37
Credit Suisse AG/London      1.64    6/1/2042    USD   49.95
City of Alba Iulia Romani    1.50   4/15/2025    RON   68.01
SAG Solarstrom AG            7.50   7/10/2017    EUR   28.50
BKN biostrom AG              7.50    6/5/2016    EUR    2.80
Emova Group                  4.30    5/2/2022    EUR #N/A N/A
MirLand Development Corp     6.50    7/7/2016    ILS    1.00
SG Option Europe SA          7.00    5/5/2017    EUR   51.95
Podkarpacki Bank Spoldzie    5.74  10/24/2024    PLN   56.00
LBI HF                       3.00   12/7/2010    CHF    7.50
Lehman Brothers Treasury     5.00    5/2/2022    EUR    1.57
Lehman Brothers Treasury     1.46   2/19/2012    JPY   12.63
Marine Subsea AS             9.00  12/16/2019    USD    0.50
Municipiul Timisoara         0.65   5/15/2026    RON   67.00
Rosselkhozbank JSC          12.87  12/22/2021    RUB   60.03
Ekotechnika AG               9.75   5/10/2018    EUR    9.50
DEIKON GmbH                  1.00    7/1/2016    EUR   26.00
City of Siret Romania        2.24    3/1/2028    RON   55.10
HPI AG                       4.50   12/1/2016    EUR    2.86
City of Hunedoara Romania    1.43   8/15/2026    RON   69.00
Lehman Brothers Treasury     7.00    6/6/2017    EUR    1.57
Solarwatt GmbH               7.00   11/1/2015    EUR   14.50
Pareto Bank ASA              2.99    9/3/2024    NOK   73.09
HSBC Bank PLC                0.50  12/29/2026    AUD   64.34
SG Issuer SA                 6.65  10/10/2021    EUR   64.59
Novolipetsk Steel PJSC      11.50   6/26/2025    RUB   60.03
Astana Finance BV            7.88    6/8/2010    EUR   16.88
Penell GmbH Elektrogrosha    7.75   6/10/2019    EUR    7.00
Landesbank Hessen-Thuerin    4.25   5/27/2016    EUR   59.90
Credit Suisse AG/Nassau      6.25   9/26/2016    CHF   63.37
Notenstein Finance Guerns    1.00   9/17/2019    CHF   56.86
Lehman Brothers Treasury     0.67    7/5/2016    EUR   12.63
EDOB Abwicklungs AG          7.50    4/1/2012    EUR    0.34
Agentstvo po Ipotechnomu    10.75    3/1/2033    RUB   60.44
Podkarpacki Bank Spoldzie    5.77    7/2/2020    PLN   60.00
Municipiul Timisoara         0.65   5/15/2026    RON   64.20
Banca Carim Cassa di Risp    2.85   3/31/2021    EUR   75.13
UniCredit Bank AG            5.00   6/25/2019    EUR   64.22
Podkarpacki Bank Spoldzie    5.74   3/31/2025    PLN   55.00
Bank Nederlandse Gemeente    0.50   8/15/2022    ZAR   55.12
Lehman Brothers Treasury     5.00   5/12/2011    CHF    1.57
Nutritek International Co    8.75  12/11/2008    USD    2.00
ECM Real Estate Investmen    5.00   10/9/2011    EUR   10.38
Bayerische Landesbank        3.70    6/3/2016    EUR   52.08
DEMIRE Real Estate AG        6.00  12/30/2018    EUR    3.25
Kommunalbanken AS            0.50  12/16/2020    TRY   69.61
Deutsche Bank AG             5.20   9/20/2016    EUR   57.90
Akademiska Hus AB            2.08   4/17/2045    SEK   75.66
Nuova Banca Popolare dell    2.24   5/21/2018    EUR    0.32
Nuova Banca Popolare dell    5.00  10/30/2023    EUR    0.33
Credit Suisse AG/Nassau      6.30    1/3/2017    CHF   68.51
Barclays Bank PLC            9.50  10/31/2016    USD    4.25
HSBC Bank PLC                0.50   1/29/2027    NZD   65.05
Astana Finance BV            9.00  11/16/2011    USD   16.88
Lehman Brothers Treasury     4.35    8/8/2016    SGD    9.50
Deutsche Bank AG/London      0.50   10/5/2021    IDR   55.93
Credit Suisse AG             0.50  12/16/2025    BRL   39.39
Dolomite Capital Ltd        13.13  12/20/2019    ZAR   62.28
Norddeutsche Landesbank G   10.50    9/2/2016    EUR   76.60
Rosselkhozbank JSC          12.87  12/21/2021    RUB   60.03
SAir Group                   5.13    3/1/2003    CHF   11.00
Lehman Brothers Treasury     5.00   3/18/2015    EUR   12.63
Raiffeisen Versicherung A    5.08                EUR   21.12
Steiermaerkische Bank und    1.25                EUR   46.82
UniCredit Bank Austria AG    0.24  10/31/2031    EUR   65.38
City of Predeal Romania      1.50   5/15/2026    RON   60.00
DekaBank Deutsche Girozen    2.67   11/7/2016    EUR   73.54
Bank MIA OAO                12.75    3/7/2025    RUB   99.01
SpareBank 1 Sore Sunnmore    2.79  11/28/2024    NOK   74.28
SAir Group                   4.25    2/2/2007    CHF   10.50
Windreich GmbH               6.75    3/1/2015    EUR   10.88
Rosbank PJSC                 0.02   4/30/2024    RUB  100.00
Probanka dd                  1.25                EUR   65.88
Municipality Finance PLC     0.50   6/19/2024    ZAR   45.60
Svensk Exportkredit AB       0.50   6/29/2029    AUD   60.94
SAir Group                   5.50   7/23/2003    CHF   10.50
SAir Group                   2.13   11/4/2004    CHF   10.50
Kommunekredit                0.50   2/20/2020    BRL   69.37
Lehman Brothers Treasury     6.30  12/21/2018    USD    0.89
AKB Derzhava OJSC           12.50   7/10/2023    RUB  100.00
Credit Suisse AG/London      8.00   5/21/2025    USD    8.43
Leonteq Securities AG       10.00   7/25/2016    CHF   58.57
Raiffeisenbank AO           11.35   6/11/2018    RUB   60.03
Landesbank Hessen-Thuerin    0.20   4/23/2041    EUR   71.94
Bank Nederlandse Gemeente    0.50   9/20/2022    ZAR   54.53
LBI HF                       7.43                USD    0.00
KPNQwest NV                  8.13    6/1/2009    USD    0.55
Vnesheconombank              2.00   6/18/2021    RUB   65.93
Kommunekredit                0.50   5/11/2029    CAD   70.59
HSBC Bank PLC                0.50  12/22/2025    BRL   39.05
HSBC Bank PLC                0.50   12/8/2026    AUD   68.70
Societe Generale Effekten    8.81   6/23/2017    EUR   63.30
Exane Finance                2.70   9/26/2016    USD   52.41
Araratbank OJSC              8.00   6/10/2018    USD   25.70
NIBC Bank NV                25.98    5/7/2029    EUR   65.41
A-TEC Industries AG          2.75   5/10/2014    EUR    2.00
Santander Finance Capital    2.00                USD   40.25
Municipality Finance PLC     0.50   7/30/2029    AUD   70.41
Lehman Brothers Treasury     8.88   1/28/2011    HKD    9.50
COFIDUR SA                   0.10  12/31/2024    EUR   15.35
Kaupthing ehf                7.13   5/19/2016    USD    0.00
Reso-Leasing OOO            10.40   9/21/2023    RUB  100.00
HSBC Bank PLC                0.50   5/29/2020    IDR   69.10
Municipality Finance PLC     0.50    8/8/2029    NZD   61.76
UniCredit Bank AG            6.30   6/20/2016    EUR   48.59
AKB Peresvet ZAO            13.50    9/2/2020    RUB   60.07
Finans-Avia OOO              8.25   7/31/2022    RUB   60.77
EFG International Finance    7.20   2/25/2019    EUR   70.03
Notenstein La Roche Priva    7.52    6/1/2016    USD   65.20
UniCredit Bank AG            4.00   6/23/2016    EUR   56.38
Raiffeisenbank AO           10.00  10/29/2018    RUB   60.03
BANIF - Banco Internacion    4.50   1/30/2025    EUR   72.63
SAir Group                   6.25  10/27/2002    CHF   10.50
BAWAG PSK Versicherungs A    1.33                EUR   44.71
UniCredit Bank Austria AG    0.14   1/24/2031    EUR   65.88
Takko Luxembourg 2 SCA       6.75   4/15/2019    EUR   49.63
Municipiul Timisoara         0.65   5/15/2026    RON   67.00
City of Hunedoara Romania    1.43   8/15/2026    RON   68.25
Deutsche Bank AG/London      0.50   4/18/2019    BRL   73.34
Bank Julius Baer & Co Ltd   11.73   6/10/2016    CHF   60.75
Leonteq Securities AG       10.40   8/26/2016    CHF   61.75
Kommunalbanken AS            0.50   5/27/2022    ZAR   56.66
UniCredit Bank AO            8.20    9/7/2016    RUB   60.02
Immigon Portfolioabbau AG    2.15   3/25/2019    EUR   58.88
Lehman Brothers Treasury     8.00   3/19/2012    USD    1.57
Ideal Standard Internatio   11.75    5/1/2018    EUR   15.00
Lehman Brothers Treasury     8.25   12/3/2015    EUR   12.63
Societe Generale SA          0.50   5/30/2023    MXN   63.67
Anglian Water Services Fi    1.08   1/26/2057    GBP   66.33
MirLand Development Corp     8.50   8/31/2016    ILS   24.70
Immigon Portfolioabbau AG    4.90   8/18/2025    EUR   61.30
HSBC Bank PLC                0.50   7/30/2019    IDR   75.22
MirLand Development Corp     6.50   9/30/2019    ILS   17.60
HSBC Trinkaus & Burkhardt    5.00   1/30/2018    EUR   74.27
Norddeutsche Landesbank G    3.50    7/1/2016    EUR   58.32
Landesbank Hessen-Thuerin    3.60   6/13/2016    EUR   68.20
Notenstein Finance Guerns   20.00   7/20/2016    CHF   55.04
SG Issuer SA                 5.50   4/10/2021    EUR   56.12
UBS AG/London                8.00   12/5/2019    USD    8.15
Lehman Brothers Treasury    10.00   6/11/2038    JPY    1.57
RSL Communications PLC      10.13    3/1/2008    USD    0.41
Barclays Bank PLC            0.50   1/28/2033    MXN   30.79
Bank Nederlandse Gemeente    0.50    6/7/2022    ZAR   56.26
IBL Istituto Bancario Del    5.25   3/30/2025    EUR   75.63
Bank Julius Baer & Co Ltd   11.10  11/23/2016    CHF   68.50
Blaker Sparebank             4.70                NOK   73.66
UBS AG                       9.16  11/29/2016    USD   53.49
DekaBank Deutsche Girozen    6.00   6/30/2016    EUR   70.26
Vontobel Financial Produc    9.50   7/22/2016    EUR   66.53
Immigon Portfolioabbau AG    6.60    5/6/2023    EUR   43.63
Lehman Brothers Treasury     7.59  11/22/2009    MXN   12.63
Sidetur Finance BV          10.00   4/20/2016    USD    6.50
Delta-Finance OOO           10.00  12/17/2020    RUB   60.03
Russian Railways JSC         8.30  10/11/2038    RUB #N/A N/A
Podkarpacki Bank Spoldzie    5.04   5/28/2023    PLN #N/A N/A
Bank Julius Baer & Co Ltd    7.50   6/17/2016    EUR   65.45
Bristol Water Holdings Lt    4.00                GBP   72.50
Credit Suisse AG/Nassau      6.25  10/17/2016    EUR   54.74
Zapsibcombank PAO           14.85  12/12/2019    RUB   50.00
VEB-Leasing OAO             12.00    4/2/2021    RUB   90.00
BNP Paribas SA               0.50   9/29/2029    AUD   59.98
Renaissance Credit Commer   12.85   7/30/2018    RUB   95.00
Windreich GmbH               6.25    3/1/2015    EUR   10.88
Deutsche Bank AG/London      0.50   3/14/2019    BRL   74.06
Totens Sparebank             2.64                NOK   68.86
KFW                          0.25   10/6/2036    CAD   39.07
Araratbank OJSC              7.25   6/27/2018    USD   25.23
RZD Rasvytie vokzalov       12.50  10/21/2016    RUB   10.00
Otkritie Holding OAO        12.50    5/3/2018    RUB   60.07
ZapSib-Transservice OOO     15.00   4/17/2018    RUB #N/A N/A
Lehman Brothers Treasury     4.10   6/10/2014    SGD    9.50
Municipality Finance PLC     0.50   4/26/2022    ZAR   55.33
HSBC Bank PLC                0.50   4/11/2023    MXN   64.34
Landesbank Hessen-Thuerin    4.00    6/8/2016    EUR   59.40
Rosbank PJSC                 0.03   4/30/2024    RUB  100.00
UBS AG/London                8.50   5/30/2016    USD   73.65
Leonteq Securities AG/Gue    5.99   9/11/2017    EUR   49.38
Lehman Brothers Treasury     4.20   12/3/2008    HKD    9.50
Fonciere Volta SA            4.50   7/30/2020    EUR    2.47
UniCredit Bank AG            5.00   9/30/2016    EUR   55.36
Credit Suisse AG/London      7.50    6/2/2016    EUR   63.54
Finstone OOO                 9.25   1/10/2019    RUB  100.01
Svensk Exportkredit AB       0.50   3/28/2029    AUD   72.91
Barclays Bank PLC            0.50   3/13/2023    RUB   54.60
Lehman Brothers Treasury     4.00   7/20/2012    EUR    1.57
Oberoesterreichische Land    0.30   4/25/2042    EUR   44.50
Kommunekredit                0.50  12/14/2020    ZAR   65.54
Immigon Portfolioabbau AG    4.80    5/9/2025    EUR   31.50
Getin Noble Bank SA          4.52  12/21/2020    PLN   73.00
Notenstein La Roche Priva    7.50    9/2/2016    EUR   61.79
Republic of Srpska Treasu    1.50  12/15/2023    BAM   78.00
BNP Paribas Emissions- un    3.45   6/30/2022    EUR   77.18
Leonteq Securities AG/Gue    8.76   7/21/2016    USD   69.46
Santander Finance Capital    2.00                USD   40.25
Kaupthing ehf                7.63   2/28/2015    USD   17.63
Lehman Brothers Treasury     8.25    2/3/2016    EUR    1.57
Freight One JSC             12.00  10/15/2025    RUB  104.00
Metalloinvest Holding Co     0.01    3/7/2022    RUB  100.00
Immigon Portfolioabbau AG    5.03   6/11/2019    EUR   62.63
HSBC Bank PLC                0.50    6/9/2023    MXN   63.48
UniCredit Bank Austria AG    0.33   1/22/2031    EUR   62.25
Getin Noble Bank SA          4.74   10/7/2020    PLN   75.00
Salvator Grundbesitz-AG      9.50  12/31/2021    EUR   11.00
Lehman Brothers Treasury     6.65   8/24/2011    AUD    9.50
MT-Energie GmbH & Co KG      8.25    4/4/2017    EUR    9.10
Kerdos Group SA              8.00  12/15/2017    PLN   19.53
Credit Suisse AG/London      0.50    1/8/2026    BRL   38.27
Svensk Exportkredit AB       0.50   8/29/2029    AUD   61.60
Vegarshei Sparebank          5.01                NOK   59.22
Bayerische Landesbank        2.50    7/6/2018    EUR   72.34
Raiffeisen Centrobank AG     6.70   3/13/2017    EUR   59.76
Raiffeisen Centrobank AG     7.25   9/26/2016    EUR   42.92
SG Option Europe SA          7.00   9/22/2017    EUR   75.02
Zurcher Kantonalbank Fina    7.50  11/10/2016    EUR   73.86
BNP Paribas Arbitrage Iss    6.55   3/28/2025    EUR   59.35
Raiffeisen Centrobank AG     2.80  11/14/2016    EUR   47.58
Bayerische Landesbank        2.50   10/5/2018    EUR   72.57
First Collection Bureau O   15.00   1/16/2019    RUB   60.33
ECA                          2.50    1/1/2018    EUR   12.37
Lenta LLC                   12.40   8/28/2025    RUB   70.01
Svensk Exportkredit AB       0.50   6/26/2019    TRY   73.20
Sachsen Bank                 0.15   1/22/2041    EUR   74.74
BNP Paribas SA               0.50  12/20/2018    BRL   74.67
Lehman Brothers Treasury    11.00    7/4/2011    CHF    1.57
Northland Resources AB      15.00   7/15/2019    USD    1.00
Lehman Brothers Treasury     4.00   7/27/2011    EUR    1.57
UNGP-Finance OOO            10.00  12/16/2020    RUB   60.01
Efesk Group                 13.25   6/14/2016    RUB    0.64
Province of Treviso Italy    0.19  12/31/2034    EUR   65.15
Province of Treviso Italy    0.09  12/31/2034    EUR   63.48
Landesbank Hessen-Thuerin    4.00   5/16/2018    EUR   66.57
Commerzbank AG               5.25   7/21/2016    EUR   69.95
Banque Cantonale Vaudoise    1.00    7/7/2016    CHF   21.50
Bayerische Landesbank        5.00  10/17/2016    EUR   59.68
UniCredit Bank AG            4.00   3/21/2017    EUR   72.13
Promnefteservis OOO         10.50  11/21/2019    RUB    1.50
Lehman Brothers Treasury     1.75    2/7/2010    EUR    1.72
Lehman Brothers Treasury    14.90  11/16/2010    EUR    1.57
Lehman Brothers Treasury     5.50   4/23/2014    EUR    1.57
Expobank LLC                12.50    7/3/2016    RUB   99.25
Immigon Portfolioabbau AG    1.80   5/24/2018    EUR   73.38
Barclays Bank PLC            0.50   3/19/2021    MXN   73.36
SpareBank 1 Noetteroey -     8.25                NOK   65.42
Freshwater Finance PLC       6.18   4/20/2035    GBP   63.13
Synergy PAO                 14.50   5/28/2020    RUB  101.02
Svensk Exportkredit AB       0.50   6/20/2029    AUD   71.10
Societe Generale SA         11.05   6/22/2016    USD   57.49
Bank Julius Baer & Co Ltd   11.60    1/5/2017    CHF   49.05
UBS AG/London                6.75    6/3/2016    CHF   61.29
Bayerische Landesbank        3.70   11/4/2016    EUR   62.89
Landesbank Baden-Wuerttem    4.00   9/23/2016    EUR   65.65
UniCredit Bank AG            5.00   6/16/2016    EUR   71.15
World of Building Technol    7.70   6/25/2019    RUB    0.61
MTSB Mortgage Agent         10.50  11/26/2041    RUB   60.00
hkw personalkonzepte GmbH    8.25  11/15/2016    EUR    4.15
Mobile TeleSystems PJSC      5.00   6/29/2021    RUB   71.75
Credit Europe Bank Ltd      14.50    6/5/2018    RUB   60.15
Espirito Santo Financial     5.05  11/15/2025    EUR    1.01
Lehman Brothers Treasury     3.40   3/19/2018    JPY    1.57
Lehman Brothers Treasury     6.00  10/24/2008    EUR    1.57
Kaupthing ehf                9.75   9/10/2015    USD   17.63
Lehman Brothers Treasury    15.00   3/30/2011    EUR    1.57
Svensk Exportkredit AB       0.50   3/15/2022    ZAR   56.05
UniCredit Bank AG            4.55   6/16/2016    EUR   72.60
Bank Julius Baer & Co Ltd   12.50   6/20/2016    USD   65.60
Credit Suisse AG/Nassau      8.00   2/21/2017    EUR   69.70
Credit Suisse AG/London      8.50   6/10/2016    USD    9.01
Credit Suisse AG/Nassau      7.25   2/27/2017    CHF   74.60
DekaBank Deutsche Girozen    3.00    5/4/2018    EUR   70.93
Property Lease Fund SA       9.00   9/17/2016    PLN   20.00
Banque Cantonale Vaudoise    4.00   9/19/2016    CHF   63.35
Zurcher Kantonalbank Fina   10.90    6/3/2016    CHF   64.90
Podkarpacki Bank Spoldzie    4.94   10/6/2021    PLN #N/A N/A
AKB Peresvet ZAO            13.25   11/6/2020    RUB   60.03
Bank Nederlandse Gemeente    0.50   6/22/2021    ZAR   61.06
Nuova Banca delle Marche     7.75   6/30/2018    EUR    1.15
Lehman Brothers Treasury     0.50  12/20/2017    AUD    1.57
Lehman Brothers Treasury    11.00   6/29/2009    EUR    1.57
Lehman Brothers Treasury    13.50  11/28/2008    USD    1.57
Municipality Finance PLC     0.50  11/25/2020    ZAR   64.36
Svensk Exportkredit AB       0.50   8/25/2021    ZAR   61.12
Immigon Portfolioabbau AG    5.10    7/5/2022    EUR   42.50
Vontobel Financial Produc   20.00   6/24/2016    EUR   41.90
MirLand Development Corp     6.00  11/30/2017    ILS   20.12
Commerzbank AG               2.50   6/19/2017    USD   59.06
Gold-Zack AG                 7.00  12/14/2005    EUR   12.50
Zurcher Kantonalbank Fina   18.00   8/25/2016    CHF   63.35
Araratbank OJSC              8.50   6/13/2016    USD   25.45
EFG International Finance    6.48   5/29/2018    EUR    9.35
Rosbank PJSC                 0.01   2/26/2025    RUB   60.03
Open Mortgage Agent 1        9.10   2/25/2045    RUB   60.00
DZ Bank AG Deutsche Zentr    3.50    7/1/2016    EUR   69.72
Municipality Finance PLC     0.50   5/31/2022    ZAR   54.62
KPNQwest NV                  8.88    2/1/2008    EUR    2.33
Lehman Brothers Treasury     4.70   3/23/2016    EUR    1.57
Lehman Brothers Treasury     5.00   8/16/2017    EUR   12.63
Lehman Brothers Treasury     7.25   10/6/2008    EUR    1.57
Lehman Brothers Treasury     5.75   6/15/2009    CHF    1.57
Lehman Brothers Treasury     8.00   2/16/2016    EUR    1.57
Lehman Brothers Treasury     4.00   3/10/2011    EUR    1.57
Lehman Brothers Treasury    10.00    1/3/2012    BRL    1.57
Lehman Brothers Treasury    16.80   8/21/2009    USD    1.57
Lehman Brothers Treasury     4.05   9/16/2008    EUR    1.57
Praim Finans OOO            12.00   7/13/2021    RUB   60.50
Bank J Safra Sarasin AG/G    8.00    5/4/2017    CHF   71.64
WGZ-Bank AG Westdeutsche     4.00   11/7/2016    EUR   61.12
Erste Group Bank AG          8.70   6/30/2016    EUR   74.50
BNP Paribas Emissions- un   10.00  12/22/2016    EUR   69.65
Vontobel Financial Produc   21.05   6/24/2016    EUR   58.50
UBS AG/London                5.00   5/30/2016    CHF   56.35
Bank Julius Baer & Co Ltd    5.20    6/9/2016    CHF   75.65
Leonteq Securities AG/Gue    6.70    6/6/2016    USD   50.51
UBS AG/London               12.00   11/4/2016    CHF   29.26
WGF Westfaelische Grundbe    6.35    8/1/2017    EUR    4.49
Soyuz AKB OAO               11.50  10/11/2018    RUB   60.00
Immigon Portfolioabbau AG    5.05    8/5/2030    EUR   23.88
BNP Paribas SA               0.50  11/16/2032    MXN   33.93
HSBC Bank PLC                0.50   4/27/2027    NZD   64.77
Lehman Brothers Treasury     6.00   2/14/2012    EUR    1.57
Lehman Brothers Treasury     6.50   7/24/2026    EUR    1.57
Lehman Brothers Treasury     4.68  12/12/2045    EUR    1.57
Northland Resources AB      12.25   3/26/2016    USD    1.00
Banca delle Marche SpA       6.00    5/8/2018    EUR    1.02
Lehman Brothers Treasury    10.60   4/22/2014    MXN    1.57
Agentstvo po Ipotechnomu    11.70   11/1/2032    RUB   29.94
Immigon Portfolioabbau AG    3.88   3/15/2022    EUR   40.25
MirLand Development Corp     7.21   5/31/2020    ILS   20.40
UniCredit Bank AG            8.00   11/7/2016    EUR   67.72
Bank J Safra Sarasin AG/G    1.00   10/9/2017    CHF   69.50
Credit Suisse AG/London      3.00  11/15/2025    ZAR   58.38
Notenstein Finance Guerns    7.19    5/6/2019    EUR   57.11
Credit Suisse AG/London      7.50   9/12/2016    EUR   71.77
Bayerische Landesbank        3.70   10/7/2016    EUR   73.56
UniCredit Bank AG            5.10   6/15/2016    EUR   63.30
Barclays Bank PLC            8.50   9/16/2016    USD    9.94
UniCredit Bank AG            6.00  12/22/2016    EUR   59.95
UniCredit Bank AG            4.00  12/22/2016    EUR   68.03
Finans-Avia OOO              0.01   7/31/2027    RUB   15.60
UniCredit Bank AG            5.00   7/30/2018    EUR   71.14
Landesbank Hessen-Thuerin    4.70   6/20/2016    EUR   72.10
UniCredit Bank AG            5.10    7/1/2016    EUR   63.83
Bank Julius Baer & Co Ltd    7.69    6/6/2016    EUR   75.05
UniCredit Bank AG            4.35   6/23/2016    EUR   67.62
Rinol AG                     5.50  10/15/2006    DEM    0.00
UniCredit Bank AG            3.75    9/7/2020    EUR   72.48
UniCredit Bank AG            4.00   6/24/2016    EUR   54.01
UniCredit Bank AG            4.00   6/24/2016    EUR   57.10
UniCredit Bank AG            4.00   6/24/2016    EUR   59.46
UniCredit Bank AG            4.00   6/24/2016    EUR   63.89
UniCredit Bank AG            4.00   6/24/2016    EUR   66.47
Bayerische Landesbank        2.70    7/6/2018    EUR   65.29
Bayerische Landesbank        2.70    7/6/2018    EUR   67.74
Leonteq Securities AG       11.00   7/20/2016    EUR   55.23
EFG International Finance    7.20   2/25/2019    EUR   41.34
Notenstein La Roche Priva    5.52  10/24/2016    EUR   72.95
Biomed-Lublin Wytwornia S    7.24   8/14/2018    PLN   70.00
Bank Julius Baer & Co Ltd   16.30  10/13/2016    CHF   70.50
EFG International Finance    7.00  11/27/2019    EUR   39.42
UniCredit Bank AG            4.00   6/24/2016    EUR   61.63
Goldman Sachs Internation    0.67   4/24/2020    GBP   74.11
UniCredit Bank AG            4.00   6/24/2016    EUR   42.68
EFG International Finance    6.00  11/30/2017    EUR   25.13
Transgazservice LLP         10.50   11/8/2019    RUB    1.00
Ashinskiy metallurgical w    8.80   6/17/2024    RUB   80.01
Lloyds Bank PLC              0.50   7/26/2021    BRL   59.81
Lehman Brothers Treasury     5.50   6/22/2010    USD   12.63
Lehman Brothers Treasury     7.06  12/29/2008    EUR    1.57
Cerruti Finance SA           6.50   7/26/2004    EUR    1.56
Lehman Brothers Treasury    14.90   9/15/2008    EUR    1.57
Lehman Brothers Treasury    12.00   7/13/2037    JPY    1.57
RSL Communications PLC       9.88  11/15/2009    USD    0.41
Lehman Brothers Treasury    23.30   9/16/2008    USD    1.57
Lehman Brothers Treasury     5.00   12/6/2011    EUR    1.57
Fondovye Strategicheskie     1.50   10/5/2020    RUB  100.00
Whale Finance LLC            8.75   3/13/2019    RUB  100.01
Municipality Finance PLC     0.50    5/8/2029    AUD   63.92
HSBC Bank PLC                0.50  10/30/2026    NZD   65.89
Russkiy Mezhdunarodnyi Ba   10.00  11/14/2016    RUB   60.00
Lehman Brothers Treasury     4.60    7/6/2016    EUR    1.72
Credit Suisse AG/London      8.00   6/30/2020    USD    9.77
Leonteq Securities AG        3.50   4/10/2018    EUR   53.40
Russian Railways JSC         8.30   9/19/2033    RUB #N/A N/A
HPI AG                       9.00    7/1/2016    EUR    5.25
Republic of Srpska Treasu    1.50   9/25/2026    BAM   65.50
Ingra DD                     6.13   12/6/2016    HRK   12.99
Republic of Srpska Treasu    1.50  10/30/2023    BAM   76.15
Credit Suisse AG/London      8.00   7/31/2020    USD    6.24
Leonteq Securities AG/Gue   29.61  10/26/2017    EUR   13.21
BNP Paribas SA               0.50    5/6/2021    MXN   73.16
Bayerische Landesbank        3.20   7/27/2018    EUR   67.43
Bayerische Landesbank        2.70   7/27/2018    EUR   71.77
Credit Suisse AG/London      6.50   11/8/2016    CHF   69.47
Leonteq Securities AG       10.00   8/19/2016    CHF   67.53
Credit Suisse AG/London      8.00   6/30/2016    USD   54.50
Credit Suisse AG/Nassau      7.50   6/23/2016    CHF   67.33
Property Lease Fund SA       9.00    6/5/2016    PLN   70.00
Leonteq Securities AG        9.40    7/6/2016    EUR   71.84
UBS AG/London                7.00    7/8/2016    USD   69.45
UBS AG/London                8.99    6/3/2016    USD    3.55
DekaBank Deutsche Girozen    5.25    7/1/2016    EUR   64.22
DZ Bank AG Deutsche Zentr    5.60    9/8/2017    EUR   69.22
Landesbank Hessen-Thuerin    6.85   9/19/2016    EUR   54.20
EFG International Finance    7.20   7/29/2020    EUR   64.20
UniCredit Bank AG            4.25   6/23/2016    EUR   73.50
Leonteq Securities AG       10.00   7/20/2016    CHF   64.80
Landesbank Hessen-Thuerin    9.50   5/15/2020    EUR   74.58
Landesbank Hessen-Thuerin    8.40    5/8/2020    EUR   73.12
Landesbank Hessen-Thuerin    4.70    7/1/2016    EUR   58.30
Deutsche Bank AG             5.20   9/20/2016    EUR   55.60
Bayerische Landesbank        3.00    3/9/2018    EUR   61.47
Credit Suisse AG/Nassau      7.00   9/16/2016    CHF   46.66
Credit Suisse AG/Nassau      5.50   6/13/2016    CHF   54.50
Goldman Sachs Internation    0.67    6/8/2020    GBP   75.50
Royal Bank of Scotland PL    1.33  10/26/2018    GBP    1.04
Driver & Bengsch AG          8.50  12/31/2027    EUR    0.00
Notenstein La Roche Priva    4.00    6/2/2016    CHF   71.31
Credit Suisse AG/Nassau      6.00  11/17/2016    CHF   66.15
Notenstein La Roche Priva    4.50  10/31/2018    CHF   69.45
DekaBank Deutsche Girozen    3.05   3/25/2025    EUR   72.52
Republic of Srpska Treasu    1.50  12/24/2025    BAM   72.15
Republic of Srpska Treasu    1.50   9/26/2027    BAM   63.11
HSBC Trinkaus & Burkhardt    9.10   5/27/2016    EUR   64.36
Republic of Srpska Treasu    1.50    6/9/2025    BAM   74.31
Rosbank PJSC                 0.01   2/26/2024    RUB   60.03
Western High-Speed Diamet    9.15    2/6/2032    RUB   99.90
Landesbank Hessen-Thuerin    3.50   7/20/2016    EUR   63.40
Societe Generale SA         12.00   5/27/2016    USD   46.02
Immigon Portfolioabbau AG    1.30   5/18/2020    EUR   46.38
BNP Paribas SA               0.50   2/13/2024    NZD   74.69
Lloyds Bank PLC              0.50   7/26/2028    MXN   45.57
Lehman Brothers Treasury     8.00   4/20/2009    EUR    1.57
Lehman Brothers Treasury     4.00  11/24/2016    EUR    1.57
Lehman Brothers Treasury     7.60   1/31/2013    AUD    1.57
Lehman Brothers Treasury     6.72  12/29/2008    EUR    1.57
Lehman Brothers Treasury     6.60    2/9/2009    EUR    1.57
Lehman Brothers Treasury     2.50  12/15/2011    GBP    1.57
Lehman Brothers Treasury     6.00    8/7/2013    EUR    1.57
Lehman Brothers Treasury     3.00   12/3/2012    EUR    1.57
Lehman Brothers Treasury     4.15   8/25/2020    EUR    1.57
Lehman Brothers Treasury     9.25   6/20/2012    USD    1.57
Kaupthing ehf                3.75   2/15/2024    ISK   17.63
Lehman Brothers Treasury     3.00   9/13/2010    JPY   12.63
Lehman Brothers Treasury     7.60   3/26/2009    EUR    1.57
Lehman Brothers Treasury     7.55  12/29/2008    USD    1.57
Lehman Brothers Treasury     6.85  12/22/2008    EUR    1.57
Lehman Brothers Treasury     8.28   3/26/2009    USD    1.57
Lehman Brothers Treasury     0.50    6/2/2020    EUR    1.57
Lehman Brothers Treasury     7.00   2/15/2012    EUR    1.57
Lehman Brothers Treasury     7.50    5/2/2017    EUR    1.57
Lehman Brothers Treasury     4.50    3/6/2013    CHF    1.57
Eksportfinans ASA            0.25   7/14/2033    CAD   42.25
IT Holding Finance SA        9.88  11/15/2012    EUR    0.03
Province of Brescia Italy    0.25  12/22/2036    EUR   63.08
Province of Brescia Italy    0.35   6/30/2036    EUR   63.49
Immigon Portfolioabbau AG    5.21   2/13/2026    EUR   30.88
Risland OOO                  9.25   1/10/2019    RUB   93.25
Raiffeisen-Landesbank Tir    5.00    9/2/2024    EUR   73.44
Banco Espirito Santo SA      2.63    5/8/2017    EUR   21.50
Deutsche Bank AG             7.50   6/21/2016    EUR   61.27
Leonteq Securities AG/Gue    9.12   7/13/2016    CHF   60.48
Nikrom Tubular furniture     7.25   3/20/2017    EUR #N/A N/A
SG Issuer SA                 4.10   7/10/2020    EUR   77.34
Cooperatieve Rabobank UA     0.50   8/21/2028    MXN   40.56
Municipality Finance PLC     0.50  12/15/2020    BRL   64.04
Landesbank Baden-Wuerttem    3.15  11/25/2016    EUR   67.68
UniCredit Bank AG            3.80   7/23/2020    EUR   70.23
UBS AG                       6.88   6/15/2016    EUR   63.95
Landesbank Baden-Wuerttem    3.00   6/24/2016    EUR   71.14
Landesbank Baden-Wuerttem    2.50   6/24/2016    EUR   74.12
Credit Suisse AG/London      6.25   7/18/2016    CHF   63.07
Landesbank Hessen-Thuerin    5.00    6/7/2016    EUR   71.10
BNP Paribas Emissions- un    6.00   9/22/2016    EUR   69.50
Credit Suisse AG/Nassau      7.50   1/10/2017    CHF   70.79
Landesbank Baden-Wuerttem    5.00   8/26/2016    EUR   75.62
BNP Paribas Emissions- un   19.00   6/22/2017    EUR   68.51
SG Issuer SA                 5.05   4/10/2025    EUR   55.56
Deutsche Bank AG             4.20   6/21/2016    EUR   71.60
Credit Suisse AG/Nassau      8.00   9/16/2016    EUR   68.81
Bayerische Landesbank        3.10   11/4/2016    EUR   72.42
Bayerische Landesbank        3.10   11/4/2016    EUR   67.10
Landesbank Hessen-Thuerin    5.85   6/15/2016    EUR   64.30
Landesbank Baden-Wuerttem    3.00  10/28/2016    EUR   73.91
Landesbank Baden-Wuerttem    5.50  10/28/2016    EUR   66.85
Landesbank Baden-Wuerttem    3.00   7/22/2016    EUR   59.15
UBS AG                      19.00   6/24/2016    EUR   64.59
Notenstein La Roche Priva    6.50   9/26/2016    CHF   72.95
Bank Julius Baer & Co Ltd    5.20   9/25/2017    EUR   66.55
Leonteq Securities AG        7.20   9/26/2016    EUR   72.73
Credit Suisse AG/Nassau      6.25  10/14/2016    CHF   67.13
Landesbank Hessen-Thuerin    6.00   7/12/2016    EUR   68.90
MKB Mortgage Agent ZAO      10.65    6/7/2039    RUB   60.00
Exane Finance                5.00  12/20/2019    SEK   50.32
Landesbank Baden-Wuerttem    4.50   7/22/2016    EUR   76.95
Hellenic Republic Governm    6.14   4/14/2028    EUR   69.75
Dresdner Bank AG             0.45  11/19/2029    EUR   61.25
Lillestrom Sparebank         4.49                NOK   60.61
Lehman Brothers Treasury     7.00  10/22/2010    EUR    1.57
ECM Real Estate Investmen    5.00   10/9/2011    EUR   10.38
Lehman Brothers Treasury     4.25   3/13/2021    EUR    1.57
Nuova Banca delle Marche     7.20   6/30/2018    EUR    1.15
Lehman Brothers Treasury     7.50   2/14/2010    AUD    1.57
Lehman Brothers Treasury     7.00   2/15/2010    CHF    1.57
Lehman Brothers Treasury    11.75    3/1/2010    EUR    1.57
Lehman Brothers Treasury     6.00   2/19/2023    USD    1.57
Lehman Brothers Treasury     4.87   10/8/2013    USD    1.57
Lehman Brothers Treasury     4.00   5/30/2010    USD    1.57
Lehman Brothers Treasury     2.00   6/28/2011    EUR    1.57
Bulgaria Steel Finance BV   12.00    5/4/2013    EUR    1.09
Lehman Brothers Treasury    11.00  12/20/2017    AUD    1.57
RSL Communications PLC      12.00   11/1/2008    USD    0.41
Lehman Brothers Treasury     0.80  12/30/2016    EUR    1.57
Lehman Brothers Treasury     2.00  11/16/2009    EUR    1.57
SAir Group                   2.75   7/30/2004    CHF   10.50
Lehman Brothers Treasury     7.39    5/4/2017    USD    1.57
Lehman Brothers Treasury     5.00  11/22/2012    EUR    1.57
Lehman Brothers Treasury     0.50    8/1/2020    EUR    1.57
Lehman Brothers Treasury     4.60  10/11/2017    ILS   12.63
Raiffeisen-Holding Nieder    2.31                EUR   63.20
Immigon Portfolioabbau AG    0.74   5/20/2025    EUR   17.88
Immigon Portfolioabbau AG    1.08    2/8/2019    EUR   58.25
SpareBank 1 Nordvest         3.82   3/11/2099    NOK   56.01
Immigon Portfolioabbau AG    1.30   5/18/2020    EUR   46.38
DZ Bank AG Deutsche Zentr   11.00   8/26/2016    EUR   69.90
HSBC Trinkaus & Burkhardt    4.00   6/16/2017    EUR   69.68
HSBC Trinkaus & Burkhardt    4.00   6/16/2017    EUR   65.23
Republic of Srpska Treasu    1.50   5/31/2025    BAM   73.04
Polski Bank Spoldzielczy     5.24   9/14/2027    PLN #N/A N/A
HSBC Trinkaus & Burkhardt   10.60  12/23/2016    EUR   71.83
UBS AG                       9.25   9/23/2016    EUR   52.85
HSBC Trinkaus & Burkhardt    6.30   6/24/2016    EUR   72.46
Landesbank Baden-Wuerttem    4.00   8/25/2017    EUR   63.50
Deutsche Bank AG             8.20  12/20/2016    EUR   69.60
Deutsche Bank AG             8.20  12/20/2016    EUR   72.10
Deutsche Bank AG             6.20  12/20/2016    EUR   73.50
DZ Bank AG Deutsche Zentr    6.25   6/24/2016    EUR   65.29
Commerzbank AG               6.25  12/22/2016    EUR   71.27
DZ Bank AG Deutsche Zentr    5.00  11/25/2016    EUR   66.76
Credit Suisse AG/Nassau      7.25  10/31/2016    CHF   68.26
Bank Julius Baer & Co Ltd   10.60   10/6/2016    CHF   38.85
Landesbank Baden-Wuerttem    3.00   5/25/2018    EUR   69.92
IS-Broker OOO               15.00   6/21/2017    RUB  100.00
Melhus Sparebank             2.62   9/16/2024    NOK   65.93
Immigon Portfolioabbau AG    4.78    6/7/2030    EUR   23.00
Lehman Brothers Treasury     4.60   11/9/2011    EUR   12.63
Lehman Brothers Treasury     6.45   2/20/2010    AUD    1.57
Nuova Banca delle Marche     8.00   6/30/2018    EUR    1.15
LBI HF                       8.65    5/1/2011    ISK    7.50
Lehman Brothers Treasury     3.50   9/19/2017    EUR    1.57
Lehman Brothers Treasury     4.50  12/30/2010    USD    1.57
Lehman Brothers Treasury     6.00   5/23/2018    CZK    1.57
Lehman Brothers Treasury     4.90   7/28/2020    EUR    1.57
Lehman Brothers Treasury     3.35  10/13/2016    EUR    1.57
Soyuz AKB OAO               13.00  11/22/2019    RUB  100.04
Rosbank PJSC                 0.04   4/30/2024    RUB  100.00
Goldman Sachs & Co Wertpa    5.00   8/24/2016    EUR   67.07
Credit Suisse AG/London      7.25   7/22/2016    EUR   62.68
Goldman Sachs & Co Wertpa   11.00   8/24/2016    EUR   65.40
Goldman Sachs & Co Wertpa    4.00   9/21/2016    EUR   64.02
Goldman Sachs & Co Wertpa    4.00  12/21/2016    EUR   64.65
Goldman Sachs & Co Wertpa    9.00   3/22/2017    EUR   69.18
Goldman Sachs & Co Wertpa    5.00   6/21/2017    EUR   65.49
Goldman Sachs & Co Wertpa    9.00   6/21/2017    EUR   69.70
Goldman Sachs & Co Wertpa    6.00   7/20/2016    EUR   68.39
Goldman Sachs & Co Wertpa   12.00   7/20/2016    EUR   72.19
Goldman Sachs & Co Wertpa    7.00   8/24/2016    EUR   72.28
Goldman Sachs & Co Wertpa   11.00   9/21/2016    EUR   73.81
Goldman Sachs & Co Wertpa    6.00   8/24/2016    EUR   61.59
Goldman Sachs & Co Wertpa   11.00   8/24/2016    EUR   62.76
Goldman Sachs & Co Wertpa    4.00   6/22/2016    EUR   63.11
Goldman Sachs & Co Wertpa    4.00   8/24/2016    EUR   63.77
Goldman Sachs & Co Wertpa   20.00   7/20/2016    EUR   62.60
Goldman Sachs & Co Wertpa   16.00  12/21/2016    EUR   72.52
DZ Bank AG Deutsche Zentr    5.00   9/23/2016    EUR   74.26
DZ Bank AG Deutsche Zentr   10.25   6/24/2016    EUR   75.72
DZ Bank AG Deutsche Zentr    5.75   8/26/2016    EUR   71.45
DZ Bank AG Deutsche Zentr    8.00   8/26/2016    EUR   68.67
DZ Bank AG Deutsche Zentr    6.00   8/26/2016    EUR   70.85
Vontobel Financial Produc    6.50    9/2/2016    EUR   73.42
Vontobel Financial Produc    6.00    9/2/2016    EUR   65.05
UniCredit Bank AG            5.00   9/22/2016    EUR   71.82
UniCredit Bank AG            4.50   9/22/2016    EUR   61.62
UniCredit Bank AG            5.70   9/22/2016    EUR   75.41
UniCredit Bank AG            6.40   9/22/2016    EUR   73.05
UniCredit Bank AG            5.30   9/22/2016    EUR   70.22
UniCredit Bank AG            6.80   9/22/2016    EUR   71.72
UniCredit Bank AG            6.10   9/22/2016    EUR   74.03
UniCredit Bank AG            5.50   9/22/2016    EUR   69.73
UniCredit Bank AG            6.00   9/22/2016    EUR   74.37
UniCredit Bank AG            4.25   9/22/2016    EUR   63.84
UniCredit Bank AG            6.60   9/22/2016    EUR   72.37
UniCredit Bank AG            5.00   9/22/2016    EUR   57.63
UniCredit Bank AG            6.90   9/22/2016    EUR   71.40
UniCredit Bank AG            6.50   9/22/2016    EUR   72.69
UniCredit Bank AG            4.90   9/22/2016    EUR   72.34
WGZ-Bank AG Westdeutsche     6.75   9/26/2016    EUR   74.51
UniCredit Bank AG            5.25  12/22/2016    EUR   73.06
UniCredit Bank AG            4.50  12/22/2016    EUR   58.22
UniCredit Bank AG            5.00  12/22/2016    EUR   59.85
Deutsche Bank AG             8.50   6/21/2016    EUR   68.03
Societe Generale Effekten    7.18   6/24/2016    EUR   68.19
DZ Bank AG Deutsche Zentr    6.75   6/20/2016    EUR   69.96
DZ Bank AG Deutsche Zentr    6.75   6/20/2016    EUR   67.02
DZ Bank AG Deutsche Zentr    5.40   6/20/2016    EUR   72.88
DZ Bank AG Deutsche Zentr    5.00   6/20/2016    EUR   65.65
DZ Bank AG Deutsche Zentr    4.90   6/20/2016    EUR   70.79
DZ Bank AG Deutsche Zentr    5.40   6/20/2016    EUR   48.36
DZ Bank AG Deutsche Zentr    6.75   6/24/2016    EUR   67.95
DZ Bank AG Deutsche Zentr    6.50   6/24/2016    EUR   68.85
BNP Paribas Emissions- un    4.50   7/21/2016    EUR   73.26
BNP Paribas Emissions- un    7.00   7/21/2016    EUR   69.26
BNP Paribas Emissions- un    7.50   7/21/2016    EUR   68.11
BNP Paribas Emissions- un    5.50   6/23/2016    EUR   63.28
BNP Paribas Emissions- un    9.00   9/22/2016    EUR   57.14
BNP Paribas Emissions- un    6.00   6/23/2016    EUR   50.32
BNP Paribas Emissions- un   10.00   6/23/2016    EUR   44.57
Goldman Sachs & Co Wertpa    9.00   9/21/2016    EUR   63.88
BNP Paribas Emissions- un    6.00   9/22/2016    EUR   49.94
Goldman Sachs & Co Wertpa    7.00   9/21/2016    EUR   70.28
Goldman Sachs & Co Wertpa    8.00   9/21/2016    EUR   70.59
Goldman Sachs & Co Wertpa    8.00   9/21/2016    EUR   70.59
Goldman Sachs & Co Wertpa    7.00   9/21/2016    EUR   66.84
Goldman Sachs & Co Wertpa    9.00   9/21/2016    EUR   71.61
Goldman Sachs & Co Wertpa    5.00   9/21/2016    EUR   57.55
Goldman Sachs & Co Wertpa    7.00   9/21/2016    EUR   58.17
Goldman Sachs & Co Wertpa    8.00   9/21/2016    EUR   58.48
Goldman Sachs & Co Wertpa    9.00   9/21/2016    EUR   58.75
BNP Paribas Emissions- un    5.00   6/23/2016    EUR   67.00
BNP Paribas Emissions- un   10.00   6/23/2016    EUR   55.19
Goldman Sachs & Co Wertpa    8.00   9/21/2016    EUR   52.22
Goldman Sachs & Co Wertpa   10.00   9/21/2016    EUR   52.83
Goldman Sachs & Co Wertpa   10.00   9/21/2016    EUR   52.83
Goldman Sachs & Co Wertpa    5.00   6/22/2016    EUR   59.12
Goldman Sachs & Co Wertpa    9.00   6/22/2016    EUR   59.36
Goldman Sachs & Co Wertpa    8.00   9/21/2016    EUR   61.17
Goldman Sachs & Co Wertpa    8.00   9/21/2016    EUR   61.17
BNP Paribas Emissions- un    5.00   9/22/2016    EUR   72.67
BNP Paribas Emissions- un    5.50   9/22/2016    EUR   71.05
DZ Bank AG Deutsche Zentr    5.90   6/20/2016    EUR   73.48
DZ Bank AG Deutsche Zentr    5.90   6/20/2016    EUR   59.58
BNP Paribas Emissions- un    7.50   9/22/2016    EUR   70.04
BNP Paribas Emissions- un   11.00  12/22/2016    EUR   64.53
BNP Paribas Emissions- un   10.00   6/23/2016    EUR   62.68
BNP Paribas Emissions- un    6.00   9/22/2016    EUR   72.72
BNP Paribas Emissions- un    7.00   9/22/2016    EUR   68.38
BNP Paribas Emissions- un    8.00   9/22/2016    EUR   75.34
Bayerische Landesbank        2.60  10/19/2018    EUR   65.61
Notenstein La Roche Priva    6.50   9/27/2016    CHF   64.69
Notenstein La Roche Priva    5.00   3/27/2019    CHF   67.23
BNP Paribas Emissions- un    7.50   6/23/2016    EUR   74.11
BNP Paribas Emissions- un   10.00   6/23/2016    EUR   68.90
BNP Paribas Emissions- un    9.50   9/22/2016    EUR   70.01
BNP Paribas Emissions- un   10.00   9/22/2016    EUR   68.42
BNP Paribas Emissions- un    8.50   9/22/2016    EUR   72.83
BNP Paribas Emissions- un    9.50   9/22/2016    EUR   69.88
BNP Paribas Emissions- un   10.00  12/22/2016    EUR   69.07
BNP Paribas Emissions- un    9.50   6/23/2016    EUR   73.58
BNP Paribas Emissions- un    7.50   6/23/2016    EUR   74.55
BNP Paribas Emissions- un    9.00   6/23/2016    EUR   71.27
BNP Paribas Emissions- un    9.50   9/22/2016    EUR   70.52
BNP Paribas Emissions- un    8.00  12/22/2016    EUR   74.65
BNP Paribas Emissions- un   11.00   9/22/2016    EUR   72.35
BNP Paribas Emissions- un    9.50   6/23/2016    EUR   74.60
BNP Paribas Emissions- un   11.00   6/23/2016    EUR   71.25
BNP Paribas Emissions- un    8.00   6/23/2016    EUR   63.13
BNP Paribas Emissions- un   11.00  12/22/2016    EUR   72.09
BNP Paribas Emissions- un    7.00   9/22/2016    EUR   64.72
BNP Paribas Emissions- un    6.00  12/22/2016    EUR   68.12
BNP Paribas Emissions- un    8.00  12/22/2016    EUR   62.49
BNP Paribas Emissions- un    6.00   6/23/2016    EUR   71.03
BNP Paribas Emissions- un    8.00   6/23/2016    EUR   67.22
BNP Paribas Emissions- un    9.00   6/23/2016    EUR   65.83
BNP Paribas Emissions- un   10.00   6/23/2016    EUR   63.83
BNP Paribas Emissions- un   12.00   6/23/2016    EUR   59.62
BNP Paribas Emissions- un    5.00   9/22/2016    EUR   74.50
BNP Paribas Emissions- un    9.00   9/22/2016    EUR   64.17
HSBC Trinkaus & Burkhardt    9.00   6/24/2016    EUR   73.01
Leonteq Securities AG        5.84    9/5/2016    USD   59.95
Vontobel Financial Produc   17.15   6/24/2016    EUR   48.71
Vontobel Financial Produc   17.40   6/24/2016    EUR   53.80
Vontobel Financial Produc   21.75   6/24/2016    EUR   48.40
Vontobel Financial Produc   19.65   6/24/2016    EUR   74.36
Zurcher Kantonalbank Fina    9.60   9/19/2016    CHF   62.78
DZ Bank AG Deutsche Zentr    5.50   6/20/2016    EUR   62.08
DZ Bank AG Deutsche Zentr    6.50   6/24/2016    EUR   54.48
DZ Bank AG Deutsche Zentr    5.70   6/20/2016    EUR   71.70
DZ Bank AG Deutsche Zentr    7.80   6/20/2016    EUR   51.78
DZ Bank AG Deutsche Zentr    5.30   6/20/2016    EUR   64.97
DZ Bank AG Deutsche Zentr    5.50   6/20/2016    EUR   65.48
Vontobel Financial Produc   20.65   6/24/2016    EUR   49.85
DZ Bank AG Deutsche Zentr    6.50   6/24/2016    EUR   75.43
DZ Bank AG Deutsche Zentr    7.00   6/24/2016    EUR   73.17
DZ Bank AG Deutsche Zentr    5.75   6/24/2016    EUR   67.95
BNP Paribas Emissions- un    4.50   7/21/2016    EUR   63.16
BNP Paribas Emissions- un    6.50   7/21/2016    EUR   58.63
Vontobel Financial Produc    5.00   8/26/2016    EUR   58.37
Vontobel Financial Produc    6.05   6/10/2016    EUR   71.56
Raiffeisen Centrobank AG     9.32   6/22/2016    EUR   73.41
Raiffeisen Centrobank AG     8.25   6/22/2016    EUR   71.91
Leonteq Securities AG        6.00   2/20/2017    CHF   54.35
Vontobel Financial Produc    6.00   6/10/2016    EUR   66.03
Goldman Sachs & Co Wertpa   16.00   6/22/2016    EUR   63.29
Goldman Sachs & Co Wertpa   17.00   6/22/2016    EUR   64.52
Goldman Sachs & Co Wertpa   17.00   6/22/2016    EUR   55.45
UniCredit Bank AG            4.00   6/24/2016    EUR   49.55
Vontobel Financial Produc   10.50  12/23/2016    EUR   75.13
Bank Julius Baer & Co Ltd    9.00    8/2/2016    EUR   68.00
Deutsche Bank AG             5.50  12/20/2016    EUR   57.04
Deutsche Bank AG             7.50   9/20/2016    EUR   69.76
Goldman Sachs & Co Wertpa   21.00   8/24/2016    EUR   52.68
Goldman Sachs & Co Wertpa   18.00   6/22/2016    EUR   71.76
Goldman Sachs & Co Wertpa   22.00   7/20/2016    EUR   68.30
Goldman Sachs & Co Wertpa   24.00   6/22/2016    EUR   68.09
Goldman Sachs & Co Wertpa   19.00   7/20/2016    EUR   72.83
Goldman Sachs & Co Wertpa   21.00   8/24/2016    EUR   71.62
Goldman Sachs & Co Wertpa   21.00   8/24/2016    EUR   71.03
Landesbank Baden-Wuerttem    2.50  12/23/2016    EUR   73.46
Landesbank Baden-Wuerttem    3.50  12/23/2016    EUR   70.13
Goldman Sachs & Co Wertpa   17.00  12/21/2016    EUR   75.18
Landesbank Baden-Wuerttem    3.00  12/23/2016    EUR   74.69
Notenstein La Roche Priva    7.30   1/10/2017    EUR   73.27
HSBC Trinkaus & Burkhardt    5.00    7/1/2016    EUR   61.58
Leonteq Securities AG       10.00   7/13/2016    EUR   60.87
UBS AG/London               12.00    7/1/2016    USD   42.30
Deutsche Bank AG             3.20   7/20/2016    EUR   74.30
Deutsche Bank AG             3.20   9/20/2016    EUR   68.70
Deutsche Bank AG             3.20  12/20/2016    EUR   74.90
Deutsche Bank AG             3.20   7/20/2016    EUR   68.30
Deutsche Bank AG             3.20   9/20/2016    EUR   66.10
Deutsche Bank AG             3.20  10/26/2016    EUR   66.30
HSBC Trinkaus & Burkhardt   14.60   6/24/2016    EUR   69.10
HSBC Trinkaus & Burkhardt   10.50   6/24/2016    EUR   66.69
HSBC Trinkaus & Burkhardt    8.80   9/23/2016    EUR   73.41
Deutsche Bank AG             3.20  12/20/2016    EUR   74.70
Deutsche Bank AG             3.20   8/24/2016    EUR   74.40
Deutsche Bank AG             3.20   9/20/2016    EUR   68.40
Deutsche Bank AG             3.20  11/23/2016    EUR   72.30
Deutsche Bank AG             3.20  10/26/2016    EUR   68.70
Deutsche Bank AG             3.20  10/26/2016    EUR   72.10
Deutsche Bank AG             3.20   9/20/2016    EUR   75.70
Deutsche Bank AG             3.20  12/20/2016    EUR   67.60
Deutsche Bank AG             3.20   8/24/2016    EUR   71.70
Deutsche Bank AG             3.20  11/23/2016    EUR   71.10
HSBC Trinkaus & Burkhardt   12.30   6/24/2016    EUR   73.64
HSBC Trinkaus & Burkhardt   12.60   9/23/2016    EUR   84.57
Deutsche Bank AG             3.20   7/20/2016    EUR   70.80
Deutsche Bank AG             3.20   8/24/2016    EUR   75.60
Deutsche Bank AG             3.20   6/21/2016    EUR   70.60
Deutsche Bank AG             4.20  10/26/2016    EUR   72.90
Deutsche Bank AG             3.20  11/23/2016    EUR   67.50
Deutsche Bank AG             4.20   9/20/2016    EUR   74.80
Deutsche Bank AG             4.20  12/20/2016    EUR   64.80
Bank Julius Baer & Co Ltd   11.40    9/6/2016    USD   69.70
Deutsche Bank AG             8.20  12/20/2016    EUR   69.10
Deutsche Bank AG             8.20  10/26/2016    EUR   66.80
Deutsche Bank AG             8.20  11/23/2016    EUR   68.50
Deutsche Bank AG             8.20  12/20/2016    EUR   70.40
Deutsche Bank AG             8.20   9/20/2016    EUR   62.30
Deutsche Bank AG             8.20  11/23/2016    EUR   62.10
Deutsche Bank AG             8.20   6/21/2016    EUR   71.90
Deutsche Bank AG             8.20  10/26/2016    EUR   69.20
Deutsche Bank AG             8.20   6/21/2016    EUR   58.70
Raiffeisen Centrobank AG     7.14   9/20/2017    EUR   67.12
UniCredit Bank AG            6.40   7/22/2016    EUR   74.09
Landesbank Hessen-Thuerin    5.00  10/24/2016    EUR   69.40
Landesbank Baden-Wuerttem    3.50   8/26/2016    EUR   52.68
Landesbank Baden-Wuerttem    4.00   8/26/2016    EUR   73.89
Vontobel Financial Produc    9.00  12/23/2016    EUR   74.51
Vontobel Financial Produc   11.15  12/23/2016    EUR   72.19
EFG International Finance    5.30   6/24/2019    EUR   71.36
Leonteq Securities AG        5.40   8/28/2017    CHF   58.54
Credit Suisse AG/London      7.25    7/1/2016    CHF   55.27
Goldman Sachs & Co Wertpa   14.00   9/21/2016    EUR   65.31
Goldman Sachs & Co Wertpa    9.00  12/21/2016    EUR   70.70
Goldman Sachs & Co Wertpa    9.00   3/22/2017    EUR   72.83
Goldman Sachs & Co Wertpa   14.00   6/21/2017    EUR   75.37
Goldman Sachs & Co Wertpa   20.00   7/20/2016    EUR   72.07
Goldman Sachs & Co Wertpa   23.00   7/20/2016    EUR   69.50
Goldman Sachs & Co Wertpa   21.00   8/24/2016    EUR   71.22
Goldman Sachs & Co Wertpa    8.00  12/21/2016    EUR   74.82
Goldman Sachs & Co Wertpa   20.00   7/20/2016    EUR   59.45
Goldman Sachs & Co Wertpa   13.00   3/22/2017    EUR   74.15
Goldman Sachs & Co Wertpa    4.00  12/21/2016    EUR   75.00
Goldman Sachs & Co Wertpa    4.00   3/22/2017    EUR   75.17
Goldman Sachs & Co Wertpa    8.00   3/22/2017    EUR   64.20
Goldman Sachs & Co Wertpa   14.00   3/22/2017    EUR   59.05
Goldman Sachs & Co Wertpa    7.00   6/21/2017    EUR   69.12
Goldman Sachs & Co Wertpa   13.00   6/21/2017    EUR   61.48
Zurcher Kantonalbank Fina   11.06    7/1/2016    CHF   73.30
Vontobel Financial Produc    3.70    9/9/2016    EUR   72.06
Vontobel Financial Produc    5.10    9/9/2016    EUR   67.94
UBS AG/London                7.50    7/3/2017    EUR   61.60
Deutsche Bank AG             3.20   8/24/2016    EUR   63.40
Deutsche Bank AG             3.20  10/26/2016    EUR   63.90
Deutsche Bank AG             3.20  12/20/2016    EUR   71.80
Deutsche Bank AG             3.20  12/20/2016    EUR   69.20
Deutsche Bank AG             3.20  12/20/2016    EUR   66.70
Deutsche Bank AG             3.20  10/26/2016    EUR   69.00
Deutsche Bank AG             3.20  11/23/2016    EUR   71.70
HSBC Trinkaus & Burkhardt   10.30   9/23/2016    EUR   74.24
HSBC Trinkaus & Burkhardt    7.50   9/23/2016    EUR   70.94
HSBC Trinkaus & Burkhardt    8.10   9/23/2016    EUR   60.69
Deutsche Bank AG             3.20   6/21/2016    EUR   73.90
HSBC Trinkaus & Burkhardt   11.30   6/24/2016    EUR   74.62
HSBC Trinkaus & Burkhardt   12.90   6/24/2016    EUR   75.60
UniCredit Bank AG            5.40   6/23/2016    EUR   60.78
UniCredit Bank AG            4.75   6/23/2016    EUR   69.71
UniCredit Bank AG            4.50   6/23/2016    EUR   70.84
UniCredit Bank AG            4.20   6/23/2016    EUR   73.76
UniCredit Bank AG            5.25   6/23/2016    EUR   58.43
UniCredit Bank AG            4.60   6/23/2016    EUR   56.86
UniCredit Bank AG            4.80   6/23/2016    EUR   69.16
Goldman Sachs & Co Wertpa    5.00   6/22/2016    EUR   65.09
Goldman Sachs & Co Wertpa    5.00   9/21/2016    EUR   66.23
Vontobel Financial Produc    9.50   5/27/2016    EUR   54.54
Goldman Sachs & Co Wertpa   16.00   9/21/2016    EUR   72.57
Goldman Sachs & Co Wertpa   21.00   6/22/2016    EUR   58.79
Goldman Sachs & Co Wertpa   22.00   6/22/2016    EUR   75.18
Goldman Sachs & Co Wertpa   16.00   9/21/2016    EUR   68.40
Pongs & Zahn AG              8.50                EUR    0.25
Oravita City Council         2.04   6/15/2027    RON   68.00
HSBC Trinkaus & Burkhardt    3.00    5/8/2017    EUR   71.19
Zurcher Kantonalbank Fina   11.25   4/26/2017    CHF   73.09
Lehman Brothers Treasury     3.86   9/21/2011    SGD    9.50
HSBC Trinkaus & Burkhardt    5.00   4/28/2017    EUR   69.13
UBS AG/London               10.00   3/16/2017    CHF #N/A N/A
BNP Paribas Emissions- un   17.00   6/23/2016    EUR   63.44
BNP Paribas Emissions- un   16.00   9/22/2016    EUR   64.77
Vontobel Financial Produc   14.00  12/23/2016    EUR   75.34
Vontobel Financial Produc   15.00  12/23/2016    EUR   74.04
Deutsche Bank AG             4.20   6/21/2016    EUR   74.30
Deutsche Bank AG             4.20   9/20/2016    EUR   75.00
Deutsche Bank AG             6.20  10/26/2016    EUR   73.00
Deutsche Bank AG             5.20  11/23/2016    EUR   72.90
BNP Paribas Emissions- un    7.00   9/22/2016    EUR   68.07
BNP Paribas Emissions- un    9.00   9/22/2016    EUR   68.69
BNP Paribas Emissions- un   16.00   9/22/2016    EUR   54.66
BNP Paribas Emissions- un    7.00  12/22/2016    EUR   69.33
BNP Paribas Emissions- un   10.00  12/22/2016    EUR   64.98
BNP Paribas Emissions- un   16.00  12/22/2016    EUR   58.72
Zurcher Kantonalbank Fina    8.50  10/16/2017    CHF   75.16
BNP Paribas Emissions- un    6.00  12/22/2016    EUR   64.42
BNP Paribas Emissions- un   21.00   6/23/2016    EUR   58.87
BNP Paribas Emissions- un   14.00  12/22/2016    EUR   67.57
Vontobel Financial Produc   22.50   6/24/2016    EUR   59.49
Vontobel Financial Produc   17.00   9/23/2016    EUR   73.12
Vontobel Financial Produc   18.50   9/23/2016    EUR   71.64
Bank Julius Baer & Co Ltd    7.50   9/30/2016    EUR   54.25
Goldman Sachs & Co Wertpa   23.00   9/21/2016    EUR   68.09
Goldman Sachs & Co Wertpa   15.00   6/22/2016    EUR   68.57
Deutsche Bank AG             5.20  10/26/2016    EUR   75.60
BNP Paribas Emissions- un    9.00   9/22/2016    EUR   60.85
BNP Paribas Emissions- un   17.00   9/22/2016    EUR   62.79
Vontobel Financial Produc   18.55   6/24/2016    EUR   73.51
Goldman Sachs & Co Wertpa   19.00  12/21/2016    EUR   71.62
Goldman Sachs & Co Wertpa   18.00   6/22/2016    EUR   66.04
Deutsche Bank AG             4.20  12/20/2016    EUR   75.50
Vontobel Financial Produc    8.95   6/24/2016    EUR   71.89
Vontobel Financial Produc   10.15   6/24/2016    EUR   70.86
Vontobel Financial Produc   25.00   6/24/2016    EUR   57.65
Vontobel Financial Produc   19.50   9/23/2016    EUR   62.18
Vontobel Financial Produc   17.00   6/24/2016    EUR   69.67
Bank Julius Baer & Co Ltd   13.10   7/20/2016    CHF   37.30
Deutsche Bank AG             5.50   6/21/2016    EUR   58.50
Deutsche Bank AG             5.50   9/20/2016    EUR   66.70
Deutsche Bank AG             5.50  12/20/2016    EUR   68.00
Deutsche Bank AG             5.50   9/20/2016    EUR   72.90
Deutsche Bank AG             5.50   9/20/2016    EUR   68.30
Deutsche Bank AG             7.50   6/21/2016    EUR   71.90
Deutsche Bank AG             7.50   9/20/2016    EUR   73.50
Deutsche Bank AG             7.50  12/20/2016    EUR   74.90
Deutsche Bank AG             7.50  12/20/2016    EUR   66.50
DZ Bank AG Deutsche Zentr   11.60   6/20/2016    EUR   68.06
DZ Bank AG Deutsche Zentr    3.50   9/30/2016    EUR   49.63
Vontobel Financial Produc   19.50   6/24/2016    EUR   61.44
Landesbank Baden-Wuerttem    3.50   9/23/2016    EUR   63.36
Landesbank Baden-Wuerttem    3.15  10/28/2016    EUR   72.78
Deutsche Bank AG             5.50   9/20/2016    EUR   63.10
Deutsche Bank AG             5.50  12/20/2016    EUR   61.20
Deutsche Bank AG             5.50   6/21/2016    EUR   67.00
Deutsche Bank AG             5.50  12/20/2016    EUR   69.30
Deutsche Bank AG             7.50   6/21/2016    EUR   58.70
Deutsche Bank AG             7.50   9/20/2016    EUR   60.50
Deutsche Bank AG             7.50   6/21/2016    EUR   67.10
DZ Bank AG Deutsche Zentr   10.00   6/20/2016    EUR   68.97
Landesbank Baden-Wuerttem    4.80   7/22/2016    EUR   44.31
Landesbank Baden-Wuerttem    5.20   6/24/2016    EUR   47.99
Vontobel Financial Produc   10.50   6/24/2016    EUR   71.31
Vontobel Financial Produc   12.50   6/24/2016    EUR   68.50
Vontobel Financial Produc   15.05   6/24/2016    EUR   71.23
Deutsche Bank AG             5.50   9/20/2016    EUR   59.90
Deutsche Bank AG             7.50   6/21/2016    EUR   61.90
Deutsche Bank AG             7.50   9/20/2016    EUR   63.70
Deutsche Bank AG             7.50   9/20/2016    EUR   57.60
Deutsche Bank AG             7.50  12/20/2016    EUR   62.40
Deutsche Bank AG             7.50   9/20/2016    EUR   68.90
Goldman Sachs & Co Wertpa    8.00  11/23/2016    EUR   73.98
Deutsche Bank AG             5.50   6/21/2016    EUR   65.40
Deutsche Bank AG             5.50   6/21/2016    EUR   61.80
Deutsche Bank AG             5.50  12/20/2016    EUR   64.40
Deutsche Bank AG             5.50   6/21/2016    EUR   71.80
Deutsche Bank AG             5.50  12/20/2016    EUR   73.70
Deutsche Bank AG             7.50   6/21/2016    EUR   55.80
Deutsche Bank AG             7.50  12/20/2016    EUR   65.60
Deutsche Bank AG             7.50  12/20/2016    EUR   59.50
Deutsche Bank AG             7.50   6/21/2016    EUR   83.20
Landesbank Baden-Wuerttem    4.50   6/24/2016    EUR   43.91
Zurcher Kantonalbank Fina    5.27   11/1/2016    CHF   39.69
Vontobel Financial Produc   17.50   9/23/2016    EUR   63.55
Vontobel Financial Produc   14.55   6/24/2016    EUR   65.93
Deutsche Bank AG             7.50   6/21/2016    EUR   63.00
Deutsche Bank AG             7.50   9/20/2016    EUR   64.80
Deutsche Bank AG             7.50  12/20/2016    EUR   70.50
Deutsche Bank AG             7.50   9/20/2016    EUR   81.60
Deutsche Bank AG             7.50  12/20/2016    EUR   81.90
Landesbank Baden-Wuerttem    5.30   7/22/2016    EUR   48.38
Bank Julius Baer & Co Ltd   11.05  10/21/2016    USD   53.60
Leonteq Securities AG       11.20   1/26/2017    CHF   75.98
Goldman Sachs & Co Wertpa    6.00  11/23/2016    EUR   67.56
Goldman Sachs & Co Wertpa    8.00  11/23/2016    EUR   68.53
Landesbank Baden-Wuerttem    4.80   6/24/2016    EUR   72.95
BNP Paribas Emissions- un    9.00   9/22/2016    EUR   70.36
BNP Paribas Emissions- un   21.00   6/23/2016    EUR   71.80
Lehman Brothers Treasury     0.50  12/20/2017    AUD    9.50
BNP Paribas Emissions- un    6.00   9/22/2016    EUR   57.03
BNP Paribas Emissions- un    6.00  12/22/2016    EUR   58.36
BNP Paribas Emissions- un    7.00  12/22/2016    EUR   56.31
BNP Paribas Emissions- un   12.00   6/23/2016    EUR   60.65
BNP Paribas Emissions- un   15.00   6/23/2016    EUR   58.52
BNP Paribas Emissions- un   18.00   6/23/2016    EUR   55.55
BNP Paribas Emissions- un    8.00   9/22/2016    EUR   68.88
BNP Paribas Emissions- un    9.50   9/22/2016    EUR   65.25
BNP Paribas Emissions- un   17.00   9/22/2016    EUR   56.85
BNP Paribas Emissions- un    7.00  12/22/2016    EUR   69.98
BNP Paribas Emissions- un    8.50  12/22/2016    EUR   66.90
BNP Paribas Emissions- un   10.00  12/22/2016    EUR   65.33
BNP Paribas Emissions- un   15.00  12/22/2016    EUR   60.02
BNP Paribas Emissions- un    8.00   6/23/2016    EUR   67.07
BNP Paribas Emissions- un   11.00   6/23/2016    EUR   63.09
BNP Paribas Emissions- un   13.00   9/22/2016    EUR   53.74
Landesbank Baden-Wuerttem    5.20   6/24/2016    EUR   46.57
Vontobel Financial Produc   14.40   6/24/2016    EUR   72.35
Vontobel Financial Produc   10.00  10/28/2016    EUR   74.55
Main Road OJSC               8.40  10/30/2029    RUB  100.01
Notenstein La Roche Priva    8.40   5/30/2016    CHF   48.22
Notenstein La Roche Priva    7.10   5/30/2016    CHF   52.50
BNP Paribas Emissions- un    6.50  10/27/2016    EUR   62.97
Vontobel Financial Produc   13.70   9/23/2016    EUR   69.30
Vontobel Financial Produc   17.50   9/23/2016    EUR   65.70
Vontobel Financial Produc   14.50  10/28/2016    EUR   68.47
Vontobel Financial Produc    9.00  12/23/2016    EUR   75.31
Vontobel Financial Produc   11.50  12/23/2016    EUR   71.40
Leonteq Securities AG       10.20   1/26/2017    CHF   65.58
Notenstein La Roche Priva    7.40  10/31/2016    CHF   24.99
Bank Julius Baer & Co Ltd    9.00  10/24/2016    CHF   63.55
BNP Paribas Emissions- un   12.00   9/22/2016    EUR   66.15
BNP Paribas Emissions- un   16.00   9/22/2016    EUR   62.94
BNP Paribas Emissions- un    5.00   9/22/2016    EUR   59.62
BNP Paribas Emissions- un   18.00   6/23/2016    EUR   72.41
BNP Paribas Emissions- un   19.00   6/23/2016    EUR   71.29
BNP Paribas Emissions- un    9.00   9/22/2016    EUR   55.32
BNP Paribas Emissions- un   21.00   6/23/2016    EUR   52.90
BNP Paribas Emissions- un    7.00   9/22/2016    EUR   68.58
BNP Paribas Emissions- un   13.00   9/22/2016    EUR   61.56
BNP Paribas Emissions- un   11.00  12/22/2016    EUR   63.65
BNP Paribas Emissions- un    8.00   9/22/2016    EUR   62.03
Goldman Sachs & Co Wertpa   14.00   8/24/2016    EUR   70.94
Goldman Sachs & Co Wertpa   10.00  11/23/2016    EUR   72.07
Goldman Sachs & Co Wertpa   12.00  11/23/2016    EUR   73.03
Goldman Sachs & Co Wertpa   15.00  11/23/2016    EUR   69.58
UBS AG/London                5.00    7/4/2016    CHF   56.60
Societe Generale Effekten    4.00   6/26/2017    EUR   48.92
Notenstein La Roche Priva    7.20   4/19/2017    CHF   74.83
Leonteq Securities AG       11.80  10/19/2016    CHF   73.48
Bank Julius Baer & Co Ltd    7.50   10/7/2016    EUR   54.45
Goldman Sachs & Co Wertpa    6.00   6/21/2017    EUR   72.15
Goldman Sachs & Co Wertpa   20.00  11/23/2016    EUR   70.63
Goldman Sachs & Co Wertpa   21.00   6/22/2016    EUR   63.72
UBS AG/London               13.50   10/7/2016    CHF   39.69
Leonteq Securities AG/Gue    6.20   7/15/2016    EUR   63.97
Commerzbank AG              11.50   9/22/2016    EUR   70.19
Goldman Sachs & Co Wertpa    7.00  11/23/2016    EUR   70.63
Goldman Sachs & Co Wertpa   10.00  11/23/2016    EUR   72.07
Goldman Sachs & Co Wertpa   12.00  12/21/2016    EUR   73.78
Commerzbank AG              14.50   9/22/2016    EUR   66.14
Commerzbank AG              13.75   9/22/2016    EUR   85.67
Goldman Sachs & Co Wertpa   16.00   6/22/2016    EUR   68.69
Goldman Sachs & Co Wertpa   16.00   6/22/2016    EUR   68.69
Goldman Sachs & Co Wertpa   12.00  11/23/2016    EUR   73.03
Goldman Sachs & Co Wertpa   12.00  12/21/2016    EUR   73.78
Commerzbank AG               8.75   9/22/2016    EUR   75.06
Goldman Sachs & Co Wertpa   14.00   8/24/2016    EUR   70.94
Goldman Sachs & Co Wertpa   12.00  11/23/2016    EUR   73.03
Bank Julius Baer & Co Ltd    8.05   10/7/2016    CHF   64.55
Goldman Sachs & Co Wertpa   21.00  10/26/2016    EUR   64.48
Goldman Sachs & Co Wertpa   20.00  11/23/2016    EUR   65.58
Goldman Sachs & Co Wertpa   16.00   3/22/2017    EUR   68.72
Commerzbank AG              11.75   9/22/2016    EUR   88.16
Vontobel Financial Produc   12.00   9/23/2016    EUR   71.44
Vontobel Financial Produc   11.50  10/28/2016    EUR   72.34
Vontobel Financial Produc   13.00  10/28/2016    EUR   70.31
Vontobel Financial Produc   14.50  10/28/2016    EUR   71.92
Vontobel Financial Produc   16.00  10/28/2016    EUR   66.79
Raiffeisen Centrobank AG     2.40  12/19/2016    EUR #N/A N/A
Deutsche Bank AG             7.50  12/20/2016    EUR   74.02
Vontobel Financial Produc   12.50  10/28/2016    EUR   73.70
Vontobel Financial Produc   16.00   9/23/2016    EUR   70.98
Commerzbank AG              20.00   5/28/2018    SEK   58.30
Zurcher Kantonalbank Fina   12.53  10/14/2016    CHF   74.06
Societe Generale SA          0.50   4/30/2023    RUB   53.78
Goldman Sachs & Co Wertpa   19.00   7/20/2016    EUR   55.66
Goldman Sachs & Co Wertpa    6.00  12/21/2016    EUR   73.61
Goldman Sachs & Co Wertpa    9.00   7/20/2016    EUR   66.52
Goldman Sachs & Co Wertpa    8.00  12/21/2016    EUR   69.59
Goldman Sachs & Co Wertpa   10.00  12/21/2016    EUR   66.17
Societe Generale SA          0.50   5/22/2024    MXN   58.75
Goldman Sachs & Co Wertpa    6.00   7/20/2016    EUR   71.54
Goldman Sachs & Co Wertpa   15.00   7/20/2016    EUR   58.64
Sparebanken Sor              2.55   8/25/2025    NOK   74.61
Immigon Portfolioabbau AG    2.00   4/24/2020    EUR   48.00
UBS AG                       7.85   12/1/2016    EUR   72.14
HSBC Trinkaus & Burkhardt   12.30   9/23/2016    EUR   69.84
HSBC Trinkaus & Burkhardt   12.80   5/27/2016    EUR   71.34
HSBC Trinkaus & Burkhardt   11.30   7/22/2016    EUR   70.23
HSBC Trinkaus & Burkhardt   14.50   5/27/2016    EUR   72.41
Vontobel Financial Produc    5.15  12/23/2016    EUR   70.22
Vontobel Financial Produc   18.55   6/24/2016    EUR   71.66
Vontobel Financial Produc   14.00   9/23/2016    EUR   74.87
Vontobel Financial Produc   21.75    7/1/2016    EUR   69.17
Commerzbank AG               1.00  11/28/2016    EUR   35.98
Goldman Sachs & Co Wertpa    4.00   8/24/2016    EUR   68.62
Goldman Sachs & Co Wertpa    5.00  12/21/2016    EUR   69.87
Goldman Sachs & Co Wertpa    5.00   3/22/2017    EUR   70.54
Goldman Sachs & Co Wertpa    5.00   6/21/2017    EUR   71.12
Goldman Sachs & Co Wertpa   16.00   6/22/2016    EUR   75.87
Goldman Sachs & Co Wertpa   23.00  10/26/2016    EUR   71.77
Goldman Sachs & Co Wertpa   23.00   9/21/2016    EUR   72.93
Goldman Sachs & Co Wertpa   21.00  12/21/2016    EUR   74.80
Goldman Sachs & Co Wertpa   23.00   8/24/2016    EUR   63.36
Credit Suisse AG/Nassau      7.25   6/14/2017    CHF   67.27
Vontobel Financial Produc    8.60  12/23/2016    EUR   71.91
Vontobel Financial Produc    7.50  11/25/2016    EUR   73.97
Vontobel Financial Produc    9.05  11/25/2016    EUR   71.94
Vontobel Financial Produc   10.50  11/25/2016    EUR   70.03
Vontobel Financial Produc   12.50  11/25/2016    EUR   68.49
Credit Suisse AG/Nassau      8.25    6/7/2017    CHF   72.26
Deutsche Bank AG             6.20   6/21/2016    EUR   69.50
Deutsche Bank AG             6.20   9/20/2016    EUR   71.00
Deutsche Bank AG             6.20  12/20/2016    EUR   72.40
Commerzbank AG               8.75  12/22/2016    EUR   69.27
Commerzbank AG              10.50  12/22/2016    EUR   67.08
UBS AG/London               12.50    1/3/2017    CHF   64.27
DZ Bank AG Deutsche Zentr   15.25   6/24/2016    EUR   72.50
HSBC Trinkaus & Burkhardt    4.00   6/16/2017    EUR   66.69
Landesbank Baden-Wuerttem    3.25   8/25/2017    EUR   66.20
Vontobel Financial Produc    7.00   5/27/2016    EUR   66.78
Vontobel Financial Produc    6.50   5/27/2016    EUR   55.97
Vontobel Financial Produc    7.50   5/27/2016    EUR   63.63
Landesbank Baden-Wuerttem    3.00   6/28/2019    EUR   71.93
DZ Bank AG Deutsche Zentr    4.70   6/20/2016    EUR   76.04
Vontobel Financial Produc    5.60   5/27/2016    EUR   63.36
Commerzbank AG               7.24   4/27/2017    EUR   57.20
Commerzbank AG               6.24   4/27/2017    EUR   67.11
Commerzbank AG               4.40   4/29/2019    EUR   71.81
Leonteq Securities AG        8.00   4/24/2017    USD   70.60
DekaBank Deutsche Girozen    2.75   4/21/2017    EUR   74.84
DekaBank Deutsche Girozen    3.10   4/20/2018    EUR   74.40
DekaBank Deutsche Girozen    3.25   4/20/2018    EUR   59.36
DekaBank Deutsche Girozen    2.60   4/21/2017    EUR   61.90
Vontobel Financial Produc    9.10   5/27/2016    EUR   72.02
DZ Bank AG Deutsche Zentr    5.75   6/24/2016    EUR   55.58
DZ Bank AG Deutsche Zentr    5.75   6/24/2016    EUR   64.38
Landesbank Hessen-Thuerin    4.00   8/15/2016    EUR   70.30
Landesbank Hessen-Thuerin    4.30   8/15/2016    EUR   66.20
Landesbank Hessen-Thuerin    4.00    6/5/2019    EUR   75.07
Vontobel Financial Produc    5.55   5/27/2016    EUR   63.28
DZ Bank AG Deutsche Zentr    8.00   6/20/2016    EUR   67.94
DZ Bank AG Deutsche Zentr   10.25   6/20/2016    EUR   54.62
HSBC Trinkaus & Burkhardt    6.00   8/26/2016    EUR   65.13
Vontobel Financial Produc    8.20   6/24/2016    EUR   71.94
Vontobel Financial Produc    9.25   6/24/2016    EUR   61.00
Vontobel Financial Produc    8.05   6/24/2016    EUR   54.65
Vontobel Financial Produc    7.90   6/24/2016    EUR   65.19
Vontobel Financial Produc    8.55   6/24/2016    EUR   75.25
Vontobel Financial Produc    6.00   5/27/2016    EUR   67.08
Vontobel Financial Produc   10.95   6/24/2016    EUR   61.05
Vontobel Financial Produc    6.90   6/24/2016    EUR   73.61
Goldman Sachs & Co Wertpa   11.00   6/22/2016    EUR   61.81
Goldman Sachs & Co Wertpa   11.00   6/22/2016    EUR   61.81
Goldman Sachs & Co Wertpa   12.00   6/22/2016    EUR   59.54
HSBC Trinkaus & Burkhardt    5.75   8/26/2016    EUR   62.15
Notenstein La Roche Priva    7.50    5/8/2017    CHF   74.32
Raiffeisen Centrobank AG     8.13   7/20/2016    EUR   74.66
Raiffeisen Centrobank AG     5.69   7/20/2016    EUR   74.02
Raiffeisen Centrobank AG     6.51   6/21/2017    EUR   70.29
Raiffeisen Centrobank AG     8.13   7/20/2016    EUR   70.31
Deutsche Bank AG             9.20   6/21/2016    EUR   64.00
Deutsche Bank AG             9.20   6/21/2016    EUR   74.10
Landesbank Baden-Wuerttem    6.00  10/28/2016    EUR   74.01
Landesbank Baden-Wuerttem    2.50  10/28/2016    EUR   73.65
Landesbank Baden-Wuerttem    3.50  10/28/2016    EUR   70.65
Landesbank Baden-Wuerttem    4.50  10/28/2016    EUR   74.91
Landesbank Baden-Wuerttem    3.00  10/28/2016    EUR   63.20
Landesbank Baden-Wuerttem    3.00  10/28/2016    EUR   63.20
Landesbank Baden-Wuerttem    4.00  10/28/2016    EUR   60.30
Landesbank Baden-Wuerttem    4.50  10/28/2016    EUR   66.34
Deutsche Bank AG             8.20   6/21/2016    EUR   74.10
Deutsche Bank AG             9.20   6/21/2016    EUR   61.70
Deutsche Bank AG            11.20   6/21/2016    EUR   74.30
Deutsche Bank AG            11.20   6/21/2016    EUR   58.20
Deutsche Bank AG             9.20   9/20/2016    EUR   71.00
Deutsche Bank AG             8.20   9/20/2016    EUR   70.70
Deutsche Bank AG             8.20   9/20/2016    EUR   62.20
Deutsche Bank AG             9.20   6/21/2016    EUR   65.80
Deutsche Bank AG             8.20   9/20/2016    EUR   64.60
Deutsche Bank AG             8.20   6/21/2016    EUR   68.70
Deutsche Bank AG             8.20   6/21/2016    EUR   62.60
Deutsche Bank AG             9.20   9/20/2016    EUR   62.50
Deutsche Bank AG            11.20   9/20/2016    EUR   63.10
Deutsche Bank AG             9.20   6/21/2016    EUR   62.60
Deutsche Bank AG            11.20   9/20/2016    EUR   60.90
Deutsche Bank AG             8.20   9/20/2016    EUR   67.80
Deutsche Bank AG             9.20   9/20/2016    EUR   64.90
Deutsche Bank AG             8.20   6/21/2016    EUR   60.20
Deutsche Bank AG             9.20   9/20/2016    EUR   60.30
Deutsche Bank AG            11.20   6/21/2016    EUR   65.90
Deutsche Bank AG             8.20   9/20/2016    EUR   53.50
Deutsche Bank AG             8.20   6/21/2016    EUR   51.40
Deutsche Bank AG             9.20   9/20/2016    EUR   53.80
Deutsche Bank AG            11.20   6/21/2016    EUR   68.10
Deutsche Bank AG            11.20   9/20/2016    EUR   54.40
Deutsche Bank AG            11.20   9/20/2016    EUR   62.00
Deutsche Bank AG            11.20   9/20/2016    EUR   60.00
Vontobel Financial Produc    5.05   5/27/2016    EUR   73.55
Deutsche Bank AG             9.20   9/20/2016    EUR   61.40
Deutsche Bank AG             9.20   6/21/2016    EUR   61.20
Deutsche Bank AG             9.20   6/21/2016    EUR   57.10
Vontobel Financial Produc    9.80   5/27/2016    EUR   72.33
Deutsche Bank AG             9.20   6/21/2016    EUR   59.10
Deutsche Bank AG             8.20   9/20/2016    EUR   61.00
Deutsche Bank AG             8.20   6/21/2016    EUR   70.50
Deutsche Bank AG            11.20   6/21/2016    EUR   70.70
Deutsche Bank AG             9.20   6/21/2016    EUR   70.60
Deutsche Bank AG             9.20   9/20/2016    EUR   72.50
Deutsche Bank AG             9.20   9/20/2016    EUR   52.70
Deutsche Bank AG             8.20   9/20/2016    EUR   50.40
Deutsche Bank AG            11.20   6/21/2016    EUR   69.20
Deutsche Bank AG             9.20   9/20/2016    EUR   75.10
Deutsche Bank AG             9.20   9/20/2016    EUR   71.40
Deutsche Bank AG            11.20   9/20/2016    EUR   72.00
Deutsche Bank AG             9.20   6/21/2016    EUR   48.40
Deutsche Bank AG             9.20   6/21/2016    EUR   69.10
Deutsche Bank AG            11.20   6/21/2016    EUR   50.60
Deutsche Bank AG             8.20   6/21/2016    EUR   50.40
Deutsche Bank AG             8.20   6/21/2016    EUR   48.40
Deutsche Bank AG             9.20   9/20/2016    EUR   50.70
Deutsche Bank AG             8.20   9/20/2016    EUR   71.10
Deutsche Bank AG             9.20   6/21/2016    EUR   50.40
Deutsche Bank AG            11.20   9/20/2016    EUR   53.30
Deutsche Bank AG             8.20   9/20/2016    EUR   52.40
Deutsche Bank AG             9.20   6/21/2016    EUR   59.30
Deutsche Bank AG            11.20   9/20/2016    EUR   62.20
Deutsche Bank AG             8.20   9/20/2016    EUR   58.80
Deutsche Bank AG             8.20   6/21/2016    EUR   56.80
Deutsche Bank AG            11.20   6/21/2016    EUR   59.50
Deutsche Bank AG            11.20   6/21/2016    EUR   57.00
Deutsche Bank AG             9.20   6/21/2016    EUR   56.90
HSBC Trinkaus & Burkhardt   12.20   9/23/2016    EUR   60.86
HSBC Trinkaus & Burkhardt    7.10   9/23/2016    EUR   69.29
HSBC Trinkaus & Burkhardt    9.80   5/27/2016    EUR   60.28
HSBC Trinkaus & Burkhardt   11.00   6/24/2016    EUR   74.94
HSBC Trinkaus & Burkhardt    7.90  12/23/2016    EUR   73.93
HSBC Trinkaus & Burkhardt   11.00   6/24/2016    EUR   60.47
HSBC Trinkaus & Burkhardt   11.00   9/23/2016    EUR   61.12
HSBC Trinkaus & Burkhardt    6.50   9/23/2016    EUR   69.66
HSBC Trinkaus & Burkhardt    9.70   5/27/2016    EUR   58.52
HSBC Trinkaus & Burkhardt    9.80   9/23/2016    EUR   53.97
HSBC Trinkaus & Burkhardt    8.10  12/23/2016    EUR   57.01
HSBC Trinkaus & Burkhardt    9.30   5/27/2016    EUR   48.49
HSBC Trinkaus & Burkhardt    6.40   9/23/2016    EUR   75.73
HSBC Trinkaus & Burkhardt    7.10  12/23/2016    EUR   74.52
HSBC Trinkaus & Burkhardt    8.80   5/27/2016    EUR   65.74
HSBC Trinkaus & Burkhardt    9.70   9/23/2016    EUR   61.67
HSBC Trinkaus & Burkhardt    7.40   9/23/2016    EUR   65.26
HSBC Trinkaus & Burkhardt    7.90  12/23/2016    EUR   65.06
HSBC Trinkaus & Burkhardt    8.50   5/27/2016    EUR   58.83
HSBC Trinkaus & Burkhardt    8.20   6/24/2016    EUR   71.03
HSBC Trinkaus & Burkhardt    9.30   9/23/2016    EUR   69.88
HSBC Trinkaus & Burkhardt   11.40   6/24/2016    EUR   48.63
HSBC Trinkaus & Burkhardt   11.40   9/23/2016    EUR   49.61
HSBC Trinkaus & Burkhardt    6.30   9/23/2016    EUR   56.34
HSBC Trinkaus & Burkhardt    8.40   5/27/2016    EUR   49.71
HSBC Trinkaus & Burkhardt   12.30   9/23/2016    EUR   69.78
HSBC Trinkaus & Burkhardt   10.60   5/27/2016    EUR   68.82
HSBC Trinkaus & Burkhardt    9.30   9/23/2016    EUR   61.84
HSBC Trinkaus & Burkhardt    7.30  12/23/2016    EUR   65.36
HSBC Trinkaus & Burkhardt    8.20   5/27/2016    EUR   58.12
HSBC Trinkaus & Burkhardt   12.20   6/24/2016    EUR   72.96
HSBC Trinkaus & Burkhardt   13.70   5/27/2016    EUR   66.47
HSBC Trinkaus & Burkhardt   11.00   9/23/2016    EUR   66.80
HSBC Trinkaus & Burkhardt    7.60   9/23/2016    EUR   72.71
HSBC Trinkaus & Burkhardt   10.00   5/27/2016    EUR   66.26
HSBC Trinkaus & Burkhardt    6.30   6/24/2016    EUR   56.08
HSBC Trinkaus & Burkhardt    9.70   6/24/2016    EUR   71.70
HSBC Trinkaus & Burkhardt   10.10   9/23/2016    EUR   73.83
Vontobel Financial Produc    4.25    9/9/2016    EUR   66.16
Vontobel Financial Produc    6.75   6/24/2016    EUR   71.70
Vontobel Financial Produc    7.15   6/24/2016    EUR   71.87
Vontobel Financial Produc    8.80   6/24/2016    EUR   68.73
Vontobel Financial Produc    9.35   5/27/2016    EUR   71.60
DZ Bank AG Deutsche Zentr    6.10   6/20/2016    EUR   60.92
Vontobel Financial Produc    4.35   6/17/2016    EUR   64.60
Vontobel Financial Produc    8.95   6/24/2016    EUR   64.05
Vontobel Financial Produc    8.80   6/24/2016    EUR   58.57
EFG International Finance    7.19    5/6/2019    EUR   29.92
DZ Bank AG Deutsche Zentr    7.00   9/23/2016    EUR   62.07
DZ Bank AG Deutsche Zentr    6.00   9/23/2016    EUR   69.39
DZ Bank AG Deutsche Zentr    8.50   9/23/2016    EUR   71.90
DZ Bank AG Deutsche Zentr    5.50   9/23/2016    EUR   53.02
DekaBank Deutsche Girozen    5.80  10/21/2016    EUR   64.23
BNP Paribas Emissions- un    5.25   6/23/2016    EUR   57.96
Vontobel Financial Produc   10.00   5/27/2016    EUR   57.28
DekaBank Deutsche Girozen    3.00   4/30/2019    EUR   70.26
DZ Bank AG Deutsche Zentr    7.25   6/20/2016    EUR   57.95
DZ Bank AG Deutsche Zentr    6.00   6/20/2016    EUR   57.88
DZ Bank AG Deutsche Zentr    5.00   6/20/2016    EUR   57.82
DZ Bank AG Deutsche Zentr    9.00   6/20/2016    EUR   68.00
DZ Bank AG Deutsche Zentr    7.25   6/20/2016    EUR   67.05
DZ Bank AG Deutsche Zentr    8.75   6/20/2016    EUR   67.98
DZ Bank AG Deutsche Zentr    6.70   6/20/2016    EUR   62.42
DZ Bank AG Deutsche Zentr    5.20   6/20/2016    EUR   69.96
DZ Bank AG Deutsche Zentr    5.80   6/20/2016    EUR   68.27
UBS AG                       3.40  11/11/2016    EUR   75.30
UBS AG                       9.30  11/11/2016    EUR   53.61
Notenstein La Roche Priva    8.50  11/15/2016    EUR   70.40
UniCredit Bank AG            5.50   6/23/2016    EUR   57.93
UniCredit Bank AG            4.40   6/23/2016    EUR   60.50
UniCredit Bank AG            4.20   6/23/2016    EUR   60.23
UniCredit Bank AG            4.60   6/23/2016    EUR   70.25
UniCredit Bank AG            6.00   6/23/2016    EUR   57.46
UniCredit Bank AG            4.75   6/23/2016    EUR   59.43
UniCredit Bank AG            4.50   6/23/2016    EUR   51.26
UniCredit Bank AG            4.95   6/23/2016    EUR   63.27
UniCredit Bank AG            5.00   6/23/2016    EUR   71.41
UniCredit Bank AG            4.40   6/23/2016    EUR   51.73
UniCredit Bank AG            4.30   6/23/2016    EUR   72.90
UniCredit Bank AG            5.35   6/23/2016    EUR   61.04
UniCredit Bank AG            4.60   6/23/2016    EUR   65.37
UniCredit Bank AG            4.50   6/23/2016    EUR   65.99
UniCredit Bank AG            5.20   6/23/2016    EUR   61.86
UniCredit Bank AG            4.10   6/23/2016    EUR   52.69
UniCredit Bank AG            4.40   6/23/2016    EUR   71.42
UniCredit Bank AG            4.75   6/23/2016    EUR   64.45
UniCredit Bank AG            4.50   6/23/2016    EUR   71.21
UniCredit Bank AG            4.30   6/23/2016    EUR   72.01
UniCredit Bank AG            5.00   6/23/2016    EUR   58.92
UniCredit Bank AG            4.85   6/23/2016    EUR   63.86
UniCredit Bank AG            4.55   6/23/2016    EUR   65.68
UniCredit Bank AG            4.00   6/23/2016    EUR   75.58
UniCredit Bank AG            4.50   6/23/2016    EUR   59.96
Bank Julius Baer & Co Ltd    6.85   12/5/2016    CHF   66.85
Notenstein La Roche Priva    7.11  11/25/2016    EUR   70.49
Credit Suisse AG/Nassau      8.00   12/5/2016    EUR   70.34
DZ Bank AG Deutsche Zentr    7.25  12/19/2016    EUR   70.37
DZ Bank AG Deutsche Zentr    9.00   6/20/2016    EUR   68.91
DZ Bank AG Deutsche Zentr    7.75   9/19/2016    EUR   70.75
DZ Bank AG Deutsche Zentr    8.00  12/19/2016    EUR   72.72
DZ Bank AG Deutsche Zentr    7.00  12/19/2016    EUR   72.17
DZ Bank AG Deutsche Zentr    6.00   3/20/2017    EUR   72.97
DZ Bank AG Deutsche Zentr   12.75   6/20/2016    EUR   75.70
DZ Bank AG Deutsche Zentr    8.00   6/20/2016    EUR   67.06
DZ Bank AG Deutsche Zentr    9.00   9/19/2016    EUR   69.32
DZ Bank AG Deutsche Zentr    9.25  12/19/2016    EUR   71.48
Vontobel Financial Produc   16.05   6/24/2016    EUR   76.04
Vontobel Financial Produc   20.55   6/24/2016    EUR   72.77
Vontobel Financial Produc   18.50   9/23/2016    EUR   74.02
Vontobel Financial Produc   18.00   6/24/2016    EUR   75.06
Commerzbank AG              11.50   6/23/2016    EUR   75.70
Commerzbank AG               8.50  11/24/2016    EUR   72.16
Commerzbank AG               9.50   8/25/2016    EUR   70.44
Commerzbank AG               8.50  11/24/2016    EUR   71.94
Deutsche Bank AG             5.20   6/20/2017    EUR   72.10
Deutsche Bank AG             7.20   3/21/2017    EUR   75.60
Deutsche Bank AG             5.20   6/20/2017    EUR   74.60
Deutsche Bank AG             7.20   6/20/2017    EUR   74.20
Deutsche Bank AG             5.20   6/20/2017    EUR   72.10
Deutsche Bank AG             7.20   6/20/2017    EUR   71.90
Deutsche Bank AG             5.20   6/20/2017    EUR   69.70
Vontobel Financial Produc   10.00  12/23/2016    EUR   71.55
Commerzbank AG               6.25  11/24/2016    EUR   74.35
Commerzbank AG               7.00  11/24/2016    EUR   73.28
Commerzbank AG               7.75  11/24/2016    EUR   72.26
Commerzbank AG               8.50  11/24/2016    EUR   71.27
Commerzbank AG               8.25  11/24/2016    EUR   72.97
Commerzbank AG               9.00  11/24/2016    EUR   71.99
Commerzbank AG               9.25  11/24/2016    EUR   70.32
Vontobel Financial Produc   15.50   6/24/2016    EUR   66.93
Vontobel Financial Produc    8.50   9/23/2016    EUR   72.90
Vontobel Financial Produc   11.10   9/23/2016    EUR   70.46
Vontobel Financial Produc   13.05   9/23/2016    EUR   69.05
Vontobel Financial Produc    9.00  11/25/2016    EUR   72.92
Vontobel Financial Produc   20.50   6/24/2016    EUR   73.46
Vontobel Financial Produc    9.50   6/24/2016    EUR   72.03
Vontobel Financial Produc   10.50  11/25/2016    EUR   71.06
Vontobel Financial Produc    9.50  12/23/2016    EUR   72.36
Bank Julius Baer & Co Ltd    6.50   12/2/2016    EUR   71.15
UniCredit Bank AG            5.00   6/22/2017    EUR   71.49
UniCredit Bank AG            4.80   6/22/2017    EUR   73.09
UniCredit Bank AG            4.60   6/22/2017    EUR   74.73
UniCredit Bank AG            4.60   6/22/2017    EUR   75.35
UniCredit Bank AG            5.00   6/22/2017    EUR   72.09
UniCredit Bank AG            5.00   6/22/2017    EUR   72.70
UniCredit Bank AG            4.80   6/22/2017    EUR   73.68
UniCredit Bank AG            4.80   6/22/2017    EUR   74.32
Goldman Sachs & Co Wertpa    5.00   9/21/2016    EUR   69.11
Goldman Sachs & Co Wertpa    6.00  12/21/2016    EUR   70.44
Deutsche Bank AG             6.20  10/26/2016    EUR   71.00
Deutsche Bank AG             4.20  10/26/2016    EUR   70.10
Deutsche Bank AG             6.20  10/26/2016    EUR   68.40
Deutsche Bank AG             4.20  10/26/2016    EUR   67.50
Deutsche Bank AG             4.20  11/23/2016    EUR   70.40
Deutsche Bank AG             6.20  11/23/2016    EUR   71.40
Deutsche Bank AG             4.20  11/23/2016    EUR   67.80
Deutsche Bank AG             6.20  11/23/2016    EUR   68.80
Deutsche Bank AG             6.20  10/26/2016    EUR   72.80
Deutsche Bank AG             6.20  11/23/2016    EUR   73.20
Deutsche Bank AG             4.20   6/21/2016    EUR   74.30
Deutsche Bank AG             6.20   6/21/2016    EUR   74.40
Deutsche Bank AG             4.20   9/20/2016    EUR   75.20
Deutsche Bank AG             4.20  10/26/2016    EUR   75.60
DZ Bank AG Deutsche Zentr    9.50   6/20/2016    EUR   72.77
DZ Bank AG Deutsche Zentr    6.30   3/20/2017    EUR   74.66
DZ Bank AG Deutsche Zentr    7.00   3/20/2017    EUR   73.21
Vontobel Financial Produc    4.70  12/23/2016    EUR   70.53
Vontobel Financial Produc    9.00  12/23/2016    EUR   73.42
Zurcher Kantonalbank Fina   12.00   12/8/2016    CHF   74.14
Deutsche Bank AG             7.20   8/24/2016    EUR   71.50
Deutsche Bank AG             9.20   8/24/2016    EUR   72.00
Deutsche Bank AG             5.20   8/24/2016    EUR   71.00
Deutsche Bank AG             5.20  11/23/2016    EUR   71.70
Deutsche Bank AG             9.20  11/23/2016    EUR   73.70
Deutsche Bank AG             7.20  11/23/2016    EUR   72.70
Deutsche Bank AG             5.20   7/26/2017    EUR   75.70
Deutsche Bank AG             5.20   7/26/2017    EUR   72.10
Deutsche Bank AG             7.20   7/26/2017    EUR   74.40
UBS AG/London               10.00  11/25/2016    CHF   70.31
Bank Julius Baer & Co Ltd    5.60   12/8/2016    CHF   66.10
Bank Julius Baer & Co Ltd    5.90   12/8/2016    CHF   74.50
Vontobel Financial Produc   10.50   6/24/2016    EUR   73.31
Vontobel Financial Produc   13.05   6/24/2016    EUR   71.09
Vontobel Financial Produc   15.05   6/24/2016    EUR   69.54
Vontobel Financial Produc   17.05   6/24/2016    EUR   68.06
Vontobel Financial Produc   16.50   9/23/2016    EUR   68.70
Vontobel Financial Produc   12.50  12/23/2016    EUR   72.06
Landesbank Baden-Wuerttem    5.00  11/24/2017    EUR   75.69
Deutsche Bank AG             4.20   8/24/2016    EUR   70.80
Deutsche Bank AG             4.20  10/26/2016    EUR   71.10
Deutsche Bank AG             3.20   7/20/2016    EUR   74.40
Deutsche Bank AG             3.20   7/20/2016    EUR   71.20
Deutsche Bank AG             3.20   8/24/2016    EUR   74.60
Deutsche Bank AG             3.20   8/24/2016    EUR   71.50
Deutsche Bank AG             3.20  10/26/2016    EUR   74.80
Deutsche Bank AG             3.20  10/26/2016    EUR   71.80
Deutsche Bank AG             3.20  11/22/2017    EUR   70.60
Deutsche Bank AG             3.20   7/20/2016    EUR   75.00
Deutsche Bank AG             3.20   7/20/2016    EUR   70.40
Deutsche Bank AG             3.20   8/24/2016    EUR   75.00
Deutsche Bank AG             3.20   8/24/2016    EUR   70.50
Deutsche Bank AG             3.20  10/26/2016    EUR   75.00
Deutsche Bank AG             3.20  10/26/2016    EUR   70.70
Deutsche Bank AG             3.20  11/22/2017    EUR   73.70
Deutsche Bank AG             3.20  11/22/2017    EUR   70.20
Vontobel Financial Produc    9.00   9/23/2016    EUR   71.22
Vontobel Financial Produc   12.50   6/24/2016    EUR   54.85
DZ Bank AG Deutsche Zentr    7.00  12/23/2016    EUR   72.24
Vontobel Financial Produc    3.50   9/23/2016    EUR   62.16
Commerzbank AG               5.75   9/22/2016    EUR   74.16
Commerzbank AG               6.25   9/22/2016    EUR   72.73
Commerzbank AG               7.00   9/22/2016    EUR   71.42
Commerzbank AG               7.50   9/22/2016    EUR   70.10
Commerzbank AG               8.25   9/22/2016    EUR   68.91
Commerzbank AG               9.00   9/22/2016    EUR   67.76
Commerzbank AG               9.75   9/22/2016    EUR   66.68
Commerzbank AG              10.50   9/22/2016    EUR   65.65
DZ Bank AG Deutsche Zentr    7.40   6/20/2016    EUR   74.38
Vontobel Financial Produc    6.00   6/24/2016    EUR   62.52
HSBC Trinkaus & Burkhardt    7.60   5/27/2016    EUR   68.22
HSBC Trinkaus & Burkhardt    7.40   7/22/2016    EUR   75.01
HSBC Trinkaus & Burkhardt   13.20   9/23/2016    EUR   86.91
UBS AG/London               15.17   9/21/2016    USD   10.69
Deutsche Bank AG             8.20   6/21/2016    EUR   71.90
Deutsche Bank AG             9.20   6/21/2016    EUR   71.90
Deutsche Bank AG             9.20   6/21/2016    EUR   65.70
Deutsche Bank AG             8.20   6/21/2016    EUR   63.20
Deutsche Bank AG             9.20   6/21/2016    EUR   63.20
Deutsche Bank AG             8.20   9/20/2016    EUR   67.60
Deutsche Bank AG             9.20   9/20/2016    EUR   68.00
Deutsche Bank AG             9.20   9/20/2016    EUR   65.50
Deutsche Bank AG             8.20   9/20/2016    EUR   65.20
Deutsche Bank AG             9.20  12/20/2016    EUR   70.10
Deutsche Bank AG             8.20  12/20/2016    EUR   67.10
Deutsche Bank AG             9.20  12/20/2016    EUR   67.70
Deutsche Bank AG             9.20   6/21/2016    EUR   64.60
Deutsche Bank AG             8.20   6/21/2016    EUR   64.50
Deutsche Bank AG             9.20   9/20/2016    EUR   66.70
Deutsche Bank AG             8.20  12/20/2016    EUR   68.10
Deutsche Bank AG             9.20  12/20/2016    EUR   68.60
Deutsche Bank AG             8.20   9/20/2016    EUR   66.40
Commerzbank AG               9.50   9/22/2016    EUR   73.73
Commerzbank AG              11.50   9/22/2016    EUR   70.96
Commerzbank AG               7.00   9/22/2016    EUR   66.00
Commerzbank AG               8.50   9/22/2016    EUR   62.72
Commerzbank AG              10.00   9/22/2016    EUR   59.92
Commerzbank AG              11.75   9/22/2016    EUR   57.52
Commerzbank AG              13.50   9/22/2016    EUR   55.40
Goldman Sachs & Co Wertpa    8.00   8/24/2016    EUR   64.37
Goldman Sachs & Co Wertpa    8.00   7/20/2016    EUR   63.60
Goldman Sachs & Co Wertpa    7.00   3/22/2017    EUR   67.44
Bank Julius Baer & Co Ltd   10.85   9/30/2016    EUR   69.45
Leonteq Securities AG       11.00   10/5/2016    CHF   65.06
Goldman Sachs & Co Wertpa   25.00   6/22/2016    EUR   62.52
Goldman Sachs & Co Wertpa   15.00   9/21/2016    EUR   70.41
Goldman Sachs & Co Wertpa   24.00   9/21/2016    EUR   75.57
Goldman Sachs & Co Wertpa   21.00  10/26/2016    EUR   74.82
Vontobel Financial Produc    7.00   5/27/2016    EUR   55.46
Landesbank Baden-Wuerttem    3.15  11/25/2016    EUR   72.42
DZ Bank AG Deutsche Zentr    5.50   6/20/2016    EUR   73.83
DZ Bank AG Deutsche Zentr    4.80   6/20/2016    EUR   66.89
DZ Bank AG Deutsche Zentr    6.90   6/20/2016    EUR   63.70
HSBC Trinkaus & Burkhardt   10.00    7/1/2016    EUR   54.25
Vontobel Financial Produc    7.40   6/24/2016    EUR   66.39
Vontobel Financial Produc    9.25   6/24/2016    EUR   61.00
Vontobel Financial Produc    6.05   5/27/2016    EUR   62.36
Vontobel Financial Produc    8.20   6/24/2016    EUR   71.80
Vontobel Financial Produc    6.40   6/24/2016    EUR   74.68
Vontobel Financial Produc    8.60   6/24/2016    EUR   54.76
Vontobel Financial Produc    9.30   6/27/2016    EUR   70.20
HSBC Trinkaus & Burkhardt    6.00   8/26/2016    EUR   73.72
Notenstein La Roche Priva    4.00    5/8/2018    CHF   59.82
Notenstein La Roche Priva    8.20   11/8/2016    EUR   60.69
Raiffeisen Centrobank AG     8.13   7/20/2016    EUR   70.27
Raiffeisen Centrobank AG     5.12   6/21/2017    EUR   71.35
Deutsche Bank AG            11.20   9/20/2016    EUR   64.60
Deutsche Bank AG            11.20   6/21/2016    EUR   64.10
Deutsche Bank AG             8.20   9/20/2016    EUR   65.90
Deutsche Bank AG            11.20   9/20/2016    EUR   66.90
Landesbank Baden-Wuerttem    5.00  10/28/2016    EUR   70.75
Landesbank Baden-Wuerttem    6.00  10/28/2016    EUR   68.43
Landesbank Baden-Wuerttem    3.00  10/28/2016    EUR   76.25
Landesbank Baden-Wuerttem    4.50  10/28/2016    EUR   72.23
Landesbank Baden-Wuerttem    4.50  10/28/2016    EUR   68.41
Landesbank Baden-Wuerttem    3.00  10/28/2016    EUR   66.95
Landesbank Baden-Wuerttem    4.00  10/28/2016    EUR   63.41
Landesbank Baden-Wuerttem    5.00  10/28/2016    EUR   60.93
Landesbank Baden-Wuerttem    4.00  10/28/2016    EUR   60.83
Landesbank Baden-Wuerttem    5.00  10/28/2016    EUR   58.24
Landesbank Baden-Wuerttem    2.50  10/28/2016    EUR   72.64
Landesbank Baden-Wuerttem    3.50  10/28/2016    EUR   69.12
Deutsche Bank AG            11.20   6/21/2016    EUR   61.90
Deutsche Bank AG             8.20   6/21/2016    EUR   61.70
Deutsche Bank AG             9.20   9/20/2016    EUR   66.30
Deutsche Bank AG             8.20   9/20/2016    EUR   63.70
Deutsche Bank AG             9.20   9/20/2016    EUR   64.00
Deutsche Bank AG             9.20   6/21/2016    EUR   68.80
Deutsche Bank AG             9.20   6/21/2016    EUR   60.20
Deutsche Bank AG            11.20   6/21/2016    EUR   62.80
Deutsche Bank AG             8.20   6/21/2016    EUR   57.90
Deutsche Bank AG             8.20   9/20/2016    EUR   60.00
Deutsche Bank AG            11.20   6/21/2016    EUR   68.90
Deutsche Bank AG            11.20   6/21/2016    EUR   60.40
Deutsche Bank AG             9.20   6/21/2016    EUR   58.00
Deutsche Bank AG            11.20   9/20/2016    EUR   71.70
Deutsche Bank AG            11.20   9/20/2016    EUR   68.70
Deutsche Bank AG            11.20   9/20/2016    EUR   65.50
Deutsche Bank AG             9.20   9/20/2016    EUR   68.10
Deutsche Bank AG             9.20   6/21/2016    EUR   68.00
Deutsche Bank AG             9.20   9/20/2016    EUR   70.30
Deutsche Bank AG            11.20   6/21/2016    EUR   51.60
Deutsche Bank AG             8.20   9/20/2016    EUR   70.00
Deutsche Bank AG             9.20   6/21/2016    EUR   51.50
Deutsche Bank AG            11.20   9/20/2016    EUR   70.90
Deutsche Bank AG            11.20   6/21/2016    EUR   61.30
Deutsche Bank AG             8.20   6/21/2016    EUR   57.00
Deutsche Bank AG             9.20   9/20/2016    EUR   63.40
Vontobel Financial Produc    5.40   5/27/2016    EUR   52.14
Deutsche Bank AG             9.20   9/20/2016    EUR   59.40
Deutsche Bank AG             8.20   9/20/2016    EUR   59.10
Deutsche Bank AG            11.20   6/21/2016    EUR   57.20
Deutsche Bank AG             8.20   9/20/2016    EUR   63.10
Deutsche Bank AG            11.20   6/21/2016    EUR   59.20
Deutsche Bank AG            11.20   9/20/2016    EUR   64.10
Deutsche Bank AG             8.20   9/20/2016    EUR   72.20
Deutsche Bank AG            11.20   9/20/2016    EUR   73.10
Deutsche Bank AG            11.20   6/21/2016    EUR   72.90
Deutsche Bank AG             8.20   9/20/2016    EUR   74.80
Deutsche Bank AG             8.20   6/21/2016    EUR   69.00
Deutsche Bank AG            11.20   9/20/2016    EUR   75.70
Deutsche Bank AG             8.20   6/21/2016    EUR   72.70
Deutsche Bank AG             9.20   6/21/2016    EUR   72.80
Deutsche Bank AG            11.20   6/21/2016    EUR   48.60
Deutsche Bank AG            11.20   9/20/2016    EUR   51.30
Deutsche Bank AG             9.20   9/20/2016    EUR   61.60
Deutsche Bank AG             9.20   9/20/2016    EUR   59.10
Deutsche Bank AG             8.20   9/20/2016    EUR   61.20
Deutsche Bank AG            11.20   9/20/2016    EUR   59.70
HSBC Trinkaus & Burkhardt    7.60   6/24/2016    EUR   68.62
HSBC Trinkaus & Burkhardt   10.40   9/23/2016    EUR   63.33
HSBC Trinkaus & Burkhardt   11.90   9/23/2016    EUR   73.49
HSBC Trinkaus & Burkhardt    9.50   5/27/2016    EUR   74.22
HSBC Trinkaus & Burkhardt    6.40   6/24/2016    EUR   69.04
HSBC Trinkaus & Burkhardt   11.50   9/23/2016    EUR   60.81
HSBC Trinkaus & Burkhardt    6.00   9/23/2016    EUR   70.47
HSBC Trinkaus & Burkhardt    7.40  12/23/2016    EUR   67.61
HSBC Trinkaus & Burkhardt    9.20   5/27/2016    EUR   66.03
HSBC Trinkaus & Burkhardt   12.20   9/23/2016    EUR   66.51
HSBC Trinkaus & Burkhardt    7.50   9/23/2016    EUR   74.62
HSBC Trinkaus & Burkhardt    8.90   5/27/2016    EUR   65.67
HSBC Trinkaus & Burkhardt    7.90  12/23/2016    EUR   66.56
HSBC Trinkaus & Burkhardt   11.10   6/24/2016    EUR   51.65
HSBC Trinkaus & Burkhardt   11.90   9/23/2016    EUR   51.65
HSBC Trinkaus & Burkhardt    6.90   9/23/2016    EUR   58.31
HSBC Trinkaus & Burkhardt   11.40   9/23/2016    EUR   66.87
HSBC Trinkaus & Burkhardt    9.20   9/23/2016    EUR   70.39
HSBC Trinkaus & Burkhardt   10.90   6/24/2016    EUR   59.35
HSBC Trinkaus & Burkhardt   12.20   9/23/2016    EUR   58.68
HSBC Trinkaus & Burkhardt   10.50   9/23/2016    EUR   73.08
HSBC Trinkaus & Burkhardt    7.30   9/23/2016    EUR   72.75
HSBC Trinkaus & Burkhardt    6.90  12/23/2016    EUR   55.81
HSBC Trinkaus & Burkhardt   11.20   9/23/2016    EUR   71.37
HSBC Trinkaus & Burkhardt    7.20   6/24/2016    EUR   64.86
HSBC Trinkaus & Burkhardt    6.70   9/23/2016    EUR   66.60
HSBC Trinkaus & Burkhardt   11.90   9/23/2016    EUR   73.48
HSBC Trinkaus & Burkhardt    7.20   6/24/2016    EUR   49.76
HSBC Trinkaus & Burkhardt    9.00   6/24/2016    EUR   71.34
HSBC Trinkaus & Burkhardt    9.70   6/24/2016    EUR   50.75
HSBC Trinkaus & Burkhardt    8.00   6/24/2016    EUR   59.50
HSBC Trinkaus & Burkhardt   11.30   6/24/2016    EUR   86.75
HSBC Trinkaus & Burkhardt    8.90   6/24/2016    EUR   70.33
HSBC Trinkaus & Burkhardt   11.20   6/24/2016    EUR   72.66
Barclays Bank PLC            3.60   11/2/2017    EUR   74.99
Vontobel Financial Produc    9.40   5/27/2016    EUR   52.37
Vontobel Financial Produc   14.90   6/10/2016    EUR   60.37
Vontobel Financial Produc    8.80   6/10/2016    EUR   67.53
Vontobel Financial Produc   10.00    9/9/2016    EUR   55.17
Vontobel Financial Produc    8.80   6/24/2016    EUR   67.87
Vontobel Financial Produc   10.00   6/24/2016    EUR   54.78
DZ Bank AG Deutsche Zentr    5.60   6/20/2016    EUR   64.30
DZ Bank AG Deutsche Zentr    6.20   6/20/2016    EUR   62.98
DekaBank Deutsche Girozen    2.75  10/29/2018    EUR   57.96
Vontobel Financial Produc    9.00   6/24/2016    EUR   56.93
Vontobel Financial Produc    9.55   6/24/2016    EUR   68.78
Vontobel Financial Produc    6.75   6/24/2016    EUR   50.48
Vontobel Financial Produc    5.60   6/10/2016    EUR   74.88
Vontobel Financial Produc    7.80   6/10/2016    EUR   68.26
DZ Bank AG Deutsche Zentr    5.50   9/23/2016    EUR   62.32
DZ Bank AG Deutsche Zentr    7.25   9/23/2016    EUR   62.87
DZ Bank AG Deutsche Zentr    8.00   9/23/2016    EUR   71.74
DekaBank Deutsche Girozen    2.90  10/28/2016    EUR   69.79
Vontobel Financial Produc   10.50   5/27/2016    EUR   51.63
DZ Bank AG Deutsche Zentr    8.50   6/20/2016    EUR   67.97
DZ Bank AG Deutsche Zentr    6.25   6/20/2016    EUR   66.99
DZ Bank AG Deutsche Zentr    8.00   6/20/2016    EUR   57.31
DZ Bank AG Deutsche Zentr    7.25   6/20/2016    EUR   77.00
DZ Bank AG Deutsche Zentr    7.50   6/20/2016    EUR   57.29
DZ Bank AG Deutsche Zentr    9.50   6/20/2016    EUR   68.02
DZ Bank AG Deutsche Zentr    8.50   6/20/2016    EUR   57.34
DZ Bank AG Deutsche Zentr    5.70   6/20/2016    EUR   64.48
UBS AG/London                7.20   5/27/2016    EUR   68.30
UBS AG                       5.20  11/11/2016    EUR   71.41
UBS AG                       7.40  11/11/2016    EUR   69.24
UBS AG                       6.40  11/11/2016    EUR   68.38
UBS AG                       4.40  11/11/2016    EUR   71.69
UBS AG                       5.60  11/11/2016    EUR   68.51
Notenstein La Roche Priva    5.00  11/15/2016    CHF   70.75
UniCredit Bank AG            4.30   6/23/2016    EUR   61.06
UniCredit Bank AG            4.50   6/23/2016    EUR   74.91
UniCredit Bank AG            5.30   6/23/2016    EUR   61.31
UniCredit Bank AG            4.40   6/23/2016    EUR   75.65
UniCredit Bank AG            5.50   6/23/2016    EUR   67.04
UniCredit Bank AG            4.25   6/23/2016    EUR   72.61
UniCredit Bank AG            4.60   6/23/2016    EUR   74.18
UniCredit Bank AG            4.20   6/23/2016    EUR   52.20
UniCredit Bank AG            5.00   6/23/2016    EUR   68.09
UniCredit Bank AG            4.45   6/23/2016    EUR   66.31
UniCredit Bank AG            4.50   6/23/2016    EUR   57.94
UniCredit Bank AG            4.90   6/23/2016    EUR   72.08
UniCredit Bank AG            4.10   6/23/2016    EUR   74.66
UniCredit Bank AG            4.70   6/23/2016    EUR   73.47
UniCredit Bank AG            4.20   6/23/2016    EUR   73.21
UniCredit Bank AG            4.80   6/23/2016    EUR   72.77
UniCredit Bank AG            4.05   6/23/2016    EUR   53.19
UniCredit Bank AG            5.10   6/23/2016    EUR   62.42
UniCredit Bank AG            4.80   6/23/2016    EUR   64.15
UniCredit Bank AG            4.75   6/23/2016    EUR   70.41
UniCredit Bank AG            5.25   6/23/2016    EUR   70.76
UniCredit Bank AG            5.20   6/23/2016    EUR   67.55
UniCredit Bank AG            4.90   6/23/2016    EUR   68.62
UniCredit Bank AG            4.20   6/23/2016    EUR   61.65
UniCredit Bank AG            4.00   6/23/2016    EUR   62.22
UniCredit Bank AG            4.40   6/23/2016    EUR   59.07
UniCredit Bank AG            5.25   6/23/2016    EUR   61.59
UniCredit Bank AG            4.90   6/23/2016    EUR   63.56
Landesbank Baden-Wuerttem    3.55   8/25/2017    EUR   69.10
DZ Bank AG Deutsche Zentr    6.10   6/20/2016    EUR   66.37
Vontobel Financial Produc    7.25   6/24/2016    EUR   69.20
Vontobel Financial Produc    8.50   5/27/2016    EUR   68.11
Vontobel Financial Produc    9.55   5/27/2016    EUR   57.01
Vontobel Financial Produc    6.85   5/27/2016    EUR   61.06
Vontobel Financial Produc    8.60   5/27/2016    EUR   71.91
Vontobel Financial Produc    5.00   5/27/2016    EUR   60.36
Vontobel Financial Produc    7.90   5/27/2016    EUR   67.44
Vontobel Financial Produc    9.10   5/27/2016    EUR   68.45
Vontobel Financial Produc    7.65   5/27/2016    EUR   71.17
Vontobel Financial Produc    6.75   6/24/2016    EUR   65.01
Vontobel Financial Produc    6.55   6/24/2016    EUR   71.73
Zurcher Kantonalbank Fina    9.00  11/21/2016    CHF   63.62
DZ Bank AG Deutsche Zentr    7.75   6/24/2016    EUR   63.40
DZ Bank AG Deutsche Zentr    8.75   6/24/2016    EUR   57.41
DZ Bank AG Deutsche Zentr   12.00   6/24/2016    EUR   54.63
DZ Bank AG Deutsche Zentr    8.50   9/23/2016    EUR   59.85
Vontobel Financial Produc    9.00   5/27/2016    EUR   69.50
DZ Bank AG Deutsche Zentr    5.60   6/20/2016    EUR   70.75
DZ Bank AG Deutsche Zentr    9.25   6/20/2016    EUR   54.56
DZ Bank AG Deutsche Zentr    5.25   6/20/2016    EUR   73.00
DZ Bank AG Deutsche Zentr    8.50   6/20/2016    EUR   68.89
Vontobel Financial Produc    6.00   6/24/2016    EUR   68.21
UBS AG                       7.40   5/17/2021    CHF   69.71
Leonteq Securities AG        8.75    6/1/2016    CHF   60.72
Leonteq Securities AG       11.50    6/1/2016    CHF   45.42
Leonteq Securities AG        8.70    6/1/2016    USD   73.64
UBS AG                       7.40   5/17/2021    CHF   69.69
Notenstein La Roche Priva    9.00  11/22/2016    CHF   47.08
Notenstein La Roche Priva    7.20  11/22/2016    CHF   66.41
Notenstein La Roche Priva    4.50   5/22/2018    CHF   61.35
Vontobel Financial Produc    6.00   5/27/2016    EUR   73.33
Landesbank Baden-Wuerttem    3.00   7/26/2019    EUR   72.49
DZ Bank AG Deutsche Zentr    5.40   6/20/2016    EUR   73.49
Vontobel Financial Produc    5.50   6/24/2016    EUR   60.00
Vontobel Financial Produc    9.45   6/24/2016    EUR   67.92
Vontobel Financial Produc    8.40   5/27/2016    EUR   68.47
DekaBank Deutsche Girozen    3.00   5/12/2017    EUR   60.92
DekaBank Deutsche Girozen    2.80   5/13/2019    EUR   64.37
Vontobel Financial Produc    5.00   9/30/2016    EUR   60.25
Zurcher Kantonalbank Fina    9.85   5/27/2016    CHF   71.47
DZ Bank AG Deutsche Zentr    6.25   6/24/2016    EUR   70.00
DZ Bank AG Deutsche Zentr    9.25   6/24/2016    EUR   60.48
DZ Bank AG Deutsche Zentr    7.75   6/24/2016    EUR   67.16
DZ Bank AG Deutsche Zentr    9.75   6/20/2016    EUR   60.40
DZ Bank AG Deutsche Zentr    6.75   6/20/2016    EUR   67.02
DZ Bank AG Deutsche Zentr    6.00   6/20/2016    EUR   66.98
Notenstein La Roche Priva    6.00  11/21/2016    CHF   68.04
WGZ-Bank AG Westdeutsche     5.00   6/22/2016    EUR   70.98
WGZ-Bank AG Westdeutsche     6.00   6/22/2016    EUR   68.23
HSBC Trinkaus & Burkhardt   11.10   9/23/2016    EUR   57.72
HSBC Trinkaus & Burkhardt    9.10   5/27/2016    EUR   74.05
HSBC Trinkaus & Burkhardt    9.20   9/23/2016    EUR   66.42
HSBC Trinkaus & Burkhardt    6.30   6/24/2016    EUR   75.61
HSBC Trinkaus & Burkhardt    7.10  12/23/2016    EUR   68.63
HSBC Trinkaus & Burkhardt    8.20   5/27/2016    EUR   60.83
HSBC Trinkaus & Burkhardt    6.60   9/23/2016    EUR   62.36
HSBC Trinkaus & Burkhardt    8.10  12/23/2016    EUR   60.61
HSBC Trinkaus & Burkhardt   10.70   6/24/2016    EUR   66.76
HSBC Trinkaus & Burkhardt   10.40   9/23/2016    EUR   59.63
HSBC Trinkaus & Burkhardt    8.20   6/24/2016    EUR   74.94
HSBC Trinkaus & Burkhardt    9.70   9/23/2016    EUR   52.90
HSBC Trinkaus & Burkhardt   11.50   9/23/2016    EUR   57.83
HSBC Trinkaus & Burkhardt    8.40   6/24/2016    EUR   54.24
Landesbank Baden-Wuerttem    4.50   6/24/2016    EUR   68.69
Landesbank Baden-Wuerttem    6.50   6/24/2016    EUR   69.59
Landesbank Baden-Wuerttem    6.00   6/24/2016    EUR   75.41
Landesbank Baden-Wuerttem    4.50   6/24/2016    EUR   66.63
Landesbank Baden-Wuerttem    6.00   6/24/2016    EUR   63.36
Landesbank Baden-Wuerttem    3.00   6/24/2016    EUR   72.51
Landesbank Baden-Wuerttem    4.00   6/24/2016    EUR   69.66
Landesbank Baden-Wuerttem    3.00   6/24/2016    EUR   62.86
Landesbank Baden-Wuerttem    4.00   6/24/2016    EUR   60.44
Landesbank Baden-Wuerttem    5.00   6/24/2016    EUR   58.17
Landesbank Baden-Wuerttem    3.00   6/24/2016    EUR   70.26
Landesbank Baden-Wuerttem    4.00   6/24/2016    EUR   67.45
Leonteq Securities AG       11.20   8/29/2016    CHF   53.81
Leonteq Securities AG       10.40    9/1/2016    CHF   47.93
Goldman Sachs & Co Wertpa   15.00   9/21/2016    EUR   67.11
Goldman Sachs & Co Wertpa   21.00   6/22/2016    EUR   51.18
Goldman Sachs & Co Wertpa   10.00   9/21/2016    EUR   57.26
Goldman Sachs & Co Wertpa   17.00   9/21/2016    EUR   49.23
Goldman Sachs & Co Wertpa   19.00   6/22/2016    EUR   65.67
UBS AG/London                7.00   5/22/2017    CHF   59.16
Leonteq Securities AG       10.40    6/3/2016    CHF   64.63
Vontobel Financial Produc    8.55   6/24/2016    EUR   71.82
Vontobel Financial Produc    7.40   6/24/2016    EUR   65.53
DekaBank Deutsche Girozen    3.25   8/11/2016    EUR   65.63
Vontobel Financial Produc    8.50   9/23/2016    EUR   66.39
Vontobel Financial Produc    7.00   9/23/2016    EUR   66.92
DekaBank Deutsche Girozen    5.20   8/11/2016    EUR   75.80
DZ Bank AG Deutsche Zentr    7.70   6/20/2016    EUR   73.71
DZ Bank AG Deutsche Zentr    6.40   9/19/2016    EUR   75.06
DZ Bank AG Deutsche Zentr    5.40  12/19/2016    EUR   75.63
DekaBank Deutsche Girozen    4.50  12/30/2016    EUR   72.06
DekaBank Deutsche Girozen    7.65   6/30/2016    EUR   76.76
DekaBank Deutsche Girozen   10.20  10/10/2016    EUR   73.57
DekaBank Deutsche Girozen    3.75   8/11/2017    EUR   68.09
DekaBank Deutsche Girozen    8.35  11/15/2016    EUR   69.32
Commerzbank AG              12.58   9/22/2016    EUR   49.97
DZ Bank AG Deutsche Zentr    7.00   9/23/2016    EUR   65.56
DZ Bank AG Deutsche Zentr    5.00   6/24/2016    EUR   69.78
DZ Bank AG Deutsche Zentr   10.50   6/24/2016    EUR   72.94
DZ Bank AG Deutsche Zentr   11.75   6/24/2016    EUR   64.13
DZ Bank AG Deutsche Zentr    9.25   9/23/2016    EUR   66.25
DZ Bank AG Deutsche Zentr    6.25  10/28/2016    EUR   72.25
DZ Bank AG Deutsche Zentr    9.50  10/28/2016    EUR   67.21
DZ Bank AG Deutsche Zentr    7.75  12/23/2016    EUR   67.63
DZ Bank AG Deutsche Zentr    8.50  10/28/2016    EUR   72.59
HSBC Trinkaus & Burkhardt   10.50   3/24/2017    EUR   68.54
HSBC Trinkaus & Burkhardt    9.40   3/24/2017    EUR   69.83
HSBC Trinkaus & Burkhardt    7.30   3/24/2017    EUR   72.87
HSBC Trinkaus & Burkhardt    8.20   6/23/2017    EUR   72.61
HSBC Trinkaus & Burkhardt   11.30  12/23/2016    EUR   86.87
Credit Suisse AG/London     10.50   9/30/2020    USD    9.93
Credit Suisse AG/London      7.00   9/30/2020    USD    9.87
DekaBank Deutsche Girozen    4.75   6/20/2016    EUR   70.00
Credit Suisse AG/London      7.50   10/6/2016    CHF   63.98
Vontobel Financial Produc   13.50   9/23/2016    EUR   72.81
Vontobel Financial Produc   17.50   9/23/2016    EUR   69.01
Vontobel Financial Produc   14.50  12/23/2016    EUR   71.77
Vontobel Financial Produc   13.00  12/23/2016    EUR   73.33
Vontobel Financial Produc   23.00   9/23/2016    EUR   71.93
Vontobel Financial Produc   13.50   9/23/2016    EUR   66.75
Vontobel Financial Produc   17.00   6/24/2016    EUR   63.59
DZ Bank AG Deutsche Zentr   10.00   6/20/2016    EUR   65.54
DZ Bank AG Deutsche Zentr    6.00   9/19/2016    EUR   66.80
DZ Bank AG Deutsche Zentr    8.50   9/19/2016    EUR   74.15
Commerzbank AG              11.00   7/21/2016    EUR   66.53
Commerzbank AG              10.00   9/22/2016    EUR   68.03
Goldman Sachs & Co Wertpa    7.00   7/20/2016    EUR   68.67
Goldman Sachs & Co Wertpa   13.00   7/20/2016    EUR   69.49
Goldman Sachs & Co Wertpa    7.00   8/24/2016    EUR   69.31
Goldman Sachs & Co Wertpa   13.00   7/20/2016    EUR   69.49
Goldman Sachs & Co Wertpa   13.00   7/20/2016    EUR   69.49
Goldman Sachs & Co Wertpa    7.00  12/21/2016    EUR   70.99
Goldman Sachs & Co Wertpa    6.00   3/22/2017    EUR   71.35
Goldman Sachs & Co Wertpa    7.00   6/21/2017    EUR   73.22
Goldman Sachs & Co Wertpa    7.00   6/21/2017    EUR   73.21
Goldman Sachs & Co Wertpa    8.00   6/21/2017    EUR   74.26
Goldman Sachs & Co Wertpa    8.00   6/21/2017    EUR   74.28
UBS AG/London                7.50  10/28/2016    EUR   63.80
Landesbank Baden-Wuerttem    5.00   9/22/2017    EUR   75.78
Landesbank Baden-Wuerttem    6.00   9/22/2017    EUR   74.09
Landesbank Baden-Wuerttem    3.00   9/22/2017    EUR   62.61
Landesbank Baden-Wuerttem    3.00   9/22/2017    EUR   72.54
Landesbank Baden-Wuerttem    4.00   9/22/2017    EUR   70.08
Commerzbank AG               7.25   9/22/2016    EUR   75.13
Commerzbank AG               8.00   9/22/2016    EUR   73.45
Commerzbank AG               9.00   9/22/2016    EUR   71.93
Commerzbank AG              10.00   9/22/2016    EUR   70.50
Commerzbank AG              11.00   9/22/2016    EUR   69.14
Leonteq Securities AG       10.00  10/12/2016    CHF   65.68
UniCredit Bank AG            4.50   9/19/2017    EUR   61.89
Landesbank Hessen-Thuerin    5.00  10/17/2017    EUR   68.12
UniCredit Bank AG            5.40   6/30/2017    EUR   67.48
Bank Julius Baer & Co Ltd    4.70   6/13/2016    CHF   66.50
Bank Julius Baer & Co Ltd    7.30   6/13/2016    USD   53.95
DZ Bank AG Deutsche Zentr    4.00   6/22/2016    EUR   67.64
Landesbank Baden-Wuerttem    3.85   6/22/2018    EUR   71.61
Credit Suisse AG/Nassau      6.38   6/12/2017    EUR   64.06
Banque Cantonale Vaudoise    6.70    6/8/2016    EUR   65.80
Credit Suisse AG/London      6.00   6/13/2016    CHF   75.99
Vontobel Financial Produc    7.25   6/24/2016    EUR   74.02
Vontobel Financial Produc    6.75   6/24/2016    EUR   69.41
Vontobel Financial Produc    7.00   6/24/2016    EUR   58.96
HSBC Trinkaus & Burkhardt   14.30   6/24/2016    EUR   50.33
HSBC Trinkaus & Burkhardt   12.20   6/24/2016    EUR   52.75
HSBC Trinkaus & Burkhardt   12.50   9/23/2016    EUR   53.31
HSBC Trinkaus & Burkhardt   10.90   9/23/2016    EUR   55.12
HSBC Trinkaus & Burkhardt   10.50   5/27/2016    EUR   51.28
HSBC Trinkaus & Burkhardt   11.20   6/24/2016    EUR   71.06
HSBC Trinkaus & Burkhardt   11.70   9/23/2016    EUR   70.62
HSBC Trinkaus & Burkhardt   10.00   9/23/2016    EUR   73.39
HSBC Trinkaus & Burkhardt   10.60   5/27/2016    EUR   67.44
HSBC Trinkaus & Burkhardt   13.50   6/24/2016    EUR   69.29
HSBC Trinkaus & Burkhardt   12.40   9/23/2016    EUR   71.55
HSBC Trinkaus & Burkhardt    9.40   5/27/2016    EUR   69.13
HSBC Trinkaus & Burkhardt   10.30   6/24/2016    EUR   70.31
HSBC Trinkaus & Burkhardt    9.00   9/23/2016    EUR   72.45
HSBC Trinkaus & Burkhardt    7.10  12/23/2016    EUR   76.07
HSBC Trinkaus & Burkhardt    7.80   5/27/2016    EUR   68.17
HSBC Trinkaus & Burkhardt    8.60   9/23/2016    EUR   64.95
HSBC Trinkaus & Burkhardt   11.50   9/23/2016    EUR   56.15
HSBC Trinkaus & Burkhardt    7.20  12/23/2016    EUR   62.09
HSBC Trinkaus & Burkhardt    8.00   5/27/2016    EUR   53.65
HSBC Trinkaus & Burkhardt    7.10  12/23/2016    EUR   66.81
HSBC Trinkaus & Burkhardt    7.50   5/27/2016    EUR   61.07
HSBC Trinkaus & Burkhardt   10.80   9/23/2016    EUR   55.41
HSBC Trinkaus & Burkhardt    6.20   9/23/2016    EUR   61.72
HSBC Trinkaus & Burkhardt    7.10  12/23/2016    EUR   60.80
HSBC Trinkaus & Burkhardt    8.60   5/27/2016    EUR   54.43
HSBC Trinkaus & Burkhardt   12.10   6/24/2016    EUR   70.97
HSBC Trinkaus & Burkhardt   10.50   9/23/2016    EUR   73.20
HSBC Trinkaus & Burkhardt    9.70   5/27/2016    EUR   71.07
HSBC Trinkaus & Burkhardt   10.90   6/24/2016    EUR   57.26
HSBC Trinkaus & Burkhardt   13.30   5/27/2016    EUR   61.72
HSBC Trinkaus & Burkhardt    7.90   6/24/2016    EUR   60.92
Vontobel Financial Produc    6.25   6/24/2016    EUR   70.97
Raiffeisen Centrobank AG     6.89   6/20/2017    EUR   72.79
Zurcher Kantonalbank Fina   11.50   6/16/2016    CHF   65.15
Vontobel Financial Produc    7.75   9/23/2016    EUR   68.38
Vontobel Financial Produc    8.50   9/23/2016    EUR   73.92
Landesbank Hessen-Thuerin    6.25   10/3/2016    EUR   75.70
DZ Bank AG Deutsche Zentr    5.50   6/24/2016    EUR   68.31
DZ Bank AG Deutsche Zentr    6.75   6/24/2016    EUR   66.25
DZ Bank AG Deutsche Zentr    5.50   9/23/2016    EUR   67.50
DZ Bank AG Deutsche Zentr    8.25   6/24/2016    EUR   72.00
DZ Bank AG Deutsche Zentr    6.25   6/24/2016    EUR   73.32
DZ Bank AG Deutsche Zentr    8.25   6/24/2016    EUR   70.09
DZ Bank AG Deutsche Zentr    5.25   6/24/2016    EUR   63.70
DZ Bank AG Deutsche Zentr    8.50   6/24/2016    EUR   60.65
DZ Bank AG Deutsche Zentr    6.75   6/24/2016    EUR   61.76
DZ Bank AG Deutsche Zentr    5.50   9/23/2016    EUR   62.04
DZ Bank AG Deutsche Zentr    5.25   6/24/2016    EUR   63.54
DZ Bank AG Deutsche Zentr    4.90   9/19/2016    EUR   69.19
DZ Bank AG Deutsche Zentr    5.30   9/19/2016    EUR   72.08
DZ Bank AG Deutsche Zentr    4.80   9/19/2016    EUR   70.06
DZ Bank AG Deutsche Zentr    6.10   9/19/2016    EUR   66.44
DZ Bank AG Deutsche Zentr    4.90   6/20/2016    EUR   72.16
DZ Bank AG Deutsche Zentr    4.50   9/19/2016    EUR   73.19
Vontobel Financial Produc    8.00   7/22/2016    EUR   59.09
Vontobel Financial Produc    9.00   7/22/2016    EUR   71.74
Vontobel Financial Produc    9.00   7/22/2016    EUR   72.05
Vontobel Financial Produc    8.00   7/22/2016    EUR   62.14
Vontobel Financial Produc    6.90   9/23/2016    EUR   61.84
Vontobel Financial Produc    7.95   6/24/2016    EUR   60.15
Vontobel Financial Produc    7.60   9/23/2016    EUR   65.24
Vontobel Financial Produc    8.85   6/24/2016    EUR   63.48
Vontobel Financial Produc    5.00   1/10/2017    EUR   59.89
Landesbank Baden-Wuerttem    2.75   7/26/2019    EUR   71.71
Credit Suisse AG/Nassau      7.25   6/20/2016    CHF   55.43
UBS AG                       5.00   6/24/2016    EUR   66.88
UBS AG                      11.50   6/24/2016    EUR   56.44
UBS AG                       8.50   6/24/2016    EUR   54.94
UBS AG                      10.50   6/24/2016    EUR   70.60
UBS AG                       8.50   6/24/2016    EUR #N/A N/A
UBS AG                      16.25   6/24/2016    EUR   70.92
UBS AG                       6.50   6/24/2016    EUR   60.21
UBS AG                       9.75   6/24/2016    EUR   60.44
UBS AG                      11.00   6/24/2016    EUR   50.61
UBS AG                       8.75   6/24/2016    EUR   73.56
UBS AG                       5.00   6/24/2016    EUR   68.82
UBS AG                       8.50   6/24/2016    EUR   71.28
UBS AG                       8.00   6/24/2016    EUR   76.21
UBS AG                      11.00   6/24/2016    EUR   75.82
UBS AG                      11.75   6/24/2016    EUR   65.76
UBS AG                       7.50   6/24/2016    EUR   60.44
UBS AG                       7.50   6/24/2016    EUR   68.19
UBS AG                      11.50   6/24/2016    EUR   65.63
Vontobel Financial Produc    6.65   6/24/2016    EUR   61.47
Vontobel Financial Produc    5.60   6/24/2016    EUR   65.51
DZ Bank AG Deutsche Zentr    7.00   6/20/2016    EUR   75.39
DZ Bank AG Deutsche Zentr    6.25   9/19/2016    EUR   74.59
DZ Bank AG Deutsche Zentr    6.00   9/19/2016    EUR   74.52
DZ Bank AG Deutsche Zentr    7.00   6/20/2016    EUR   58.88
DZ Bank AG Deutsche Zentr    6.75   9/19/2016    EUR   60.55
UBS AG                      13.25   6/24/2016    EUR   61.73
UBS AG                      15.00   6/24/2016    EUR   43.75
UBS AG                       6.50   6/24/2016    EUR   59.80
UBS AG                      18.00   6/24/2016    EUR   54.38
UBS AG                       8.50   6/24/2016    EUR   71.54
UBS AG                      11.50   6/24/2016    EUR   61.60
UBS AG                      12.25   6/24/2016    EUR   73.29
UBS AG                      14.00   6/24/2016    EUR   54.07
UBS AG                      12.00   6/24/2016    EUR   53.21
Vontobel Financial Produc    6.70   6/24/2016    EUR   61.83
Bank Julius Baer & Co Ltd    9.35   6/10/2016    USD   60.20
Vontobel Financial Produc    8.25   6/24/2016    EUR   67.69
Vontobel Financial Produc    7.35   9/23/2016    EUR   68.77
Vontobel Financial Produc    8.25   6/24/2016    EUR   73.70
Societe Generale Effekten   10.85  10/10/2016    EUR   31.46
Societe Generale Effekten   12.39  10/10/2016    EUR   30.27
Societe Generale Effekten   15.68  10/10/2016    EUR   28.47
Societe Generale Effekten    5.22    7/7/2016    EUR   71.08
Societe Generale Effekten    6.73    7/7/2016    EUR   67.51
Societe Generale Effekten    8.62    7/7/2016    EUR   64.10
Societe Generale Effekten    6.25  10/10/2016    EUR   72.11
Societe Generale Effekten    9.72  10/10/2016    EUR   65.93
Societe Generale Effekten    8.68    7/7/2016    EUR   30.96
Societe Generale Effekten   10.57    7/7/2016    EUR   29.51
Societe Generale Effekten   12.62    7/7/2016    EUR   28.26
Societe Generale Effekten    8.26  10/10/2016    EUR   33.87
Societe Generale Effekten    9.99  10/10/2016    EUR   32.54
Societe Generale Effekten   13.91  10/10/2016    EUR   30.58
Societe Generale Effekten    4.87    7/7/2016    EUR   73.16
Societe Generale Effekten    6.54    7/7/2016    EUR   69.32
Societe Generale Effekten    8.47    7/7/2016    EUR   65.92
Societe Generale Effekten    5.73  10/10/2016    EUR   74.15
Societe Generale Effekten    9.39  10/10/2016    EUR   67.65
Zurcher Kantonalbank Fina    5.61   6/17/2016    EUR   62.94
Zurcher Kantonalbank Fina    9.53   6/17/2016    EUR   70.19
Zurcher Kantonalbank Fina   10.03   6/17/2016    EUR   63.67
DekaBank Deutsche Girozen    5.15   12/9/2016    EUR   65.81
Deutsche Bank AG             4.40   6/27/2016    EUR   68.36
DZ Bank AG Deutsche Zentr    4.60   6/20/2016    EUR   71.71
Goldman Sachs & Co Wertpa    8.00   7/20/2016    EUR   67.01
Goldman Sachs & Co Wertpa    6.00  12/21/2016    EUR   69.04
Goldman Sachs & Co Wertpa    8.00  12/21/2016    EUR   70.23
Goldman Sachs & Co Wertpa    6.00   7/20/2016    EUR   75.81
Goldman Sachs & Co Wertpa    6.00   7/20/2016    EUR   65.61
Goldman Sachs & Co Wertpa    8.00   7/20/2016    EUR   65.88
Goldman Sachs & Co Wertpa    8.00   7/20/2016    EUR   73.28
Goldman Sachs & Co Wertpa   10.00   7/20/2016    EUR   73.55
Goldman Sachs & Co Wertpa    5.00  12/21/2016    EUR   60.61
Goldman Sachs & Co Wertpa    8.00  12/21/2016    EUR   62.28
Goldman Sachs & Co Wertpa    4.00   7/20/2016    EUR   61.12
Goldman Sachs & Co Wertpa    6.00   7/20/2016    EUR   61.39
Goldman Sachs & Co Wertpa   12.00   7/20/2016    EUR   62.21
Goldman Sachs & Co Wertpa    4.00  12/21/2016    EUR   62.53
Goldman Sachs & Co Wertpa    8.00  12/21/2016    EUR   64.76
Goldman Sachs & Co Wertpa   10.00  12/21/2016    EUR   65.87
Goldman Sachs & Co Wertpa    5.00   7/20/2016    EUR   57.56
Goldman Sachs & Co Wertpa    6.00   7/20/2016    EUR   57.69
Goldman Sachs & Co Wertpa    8.00   7/20/2016    EUR   57.97
Goldman Sachs & Co Wertpa   10.00   7/20/2016    EUR   58.24
Goldman Sachs & Co Wertpa    5.00  12/21/2016    EUR   59.47
Goldman Sachs & Co Wertpa    7.00  12/21/2016    EUR   60.59
Goldman Sachs & Co Wertpa    7.00  12/21/2016    EUR   60.59
Goldman Sachs & Co Wertpa    9.00  12/21/2016    EUR   61.70
Goldman Sachs & Co Wertpa    7.00   7/20/2016    EUR   62.39
Goldman Sachs & Co Wertpa    6.00  12/21/2016    EUR   64.62
Goldman Sachs & Co Wertpa   13.00   7/20/2016    EUR   61.64
Goldman Sachs & Co Wertpa   21.00   6/22/2016    EUR   48.94
Goldman Sachs & Co Wertpa    5.00   7/20/2016    EUR   68.38
Goldman Sachs & Co Wertpa    6.00   7/20/2016    EUR   65.81
Goldman Sachs & Co Wertpa   10.00   7/20/2016    EUR   59.34
Goldman Sachs & Co Wertpa   13.00   7/20/2016    EUR   55.91
Goldman Sachs & Co Wertpa   19.00   7/20/2016    EUR   50.36
Goldman Sachs & Co Wertpa    5.00  12/21/2016    EUR   70.03
Goldman Sachs & Co Wertpa    6.00  12/21/2016    EUR   68.04
Goldman Sachs & Co Wertpa    8.00  12/21/2016    EUR   64.52
Goldman Sachs & Co Wertpa   10.00  12/21/2016    EUR   61.51
Goldman Sachs & Co Wertpa   15.00  12/21/2016    EUR   56.14
Goldman Sachs & Co Wertpa   14.00  12/21/2016    EUR   60.92
Goldman Sachs & Co Wertpa   20.00   7/20/2016    EUR   48.37
Goldman Sachs & Co Wertpa   21.00   6/22/2016    EUR   66.74
Goldman Sachs & Co Wertpa   13.00  12/21/2016    EUR   76.63
DekaBank Deutsche Girozen    5.80   6/10/2016    EUR   73.75
UBS AG/London                9.25   6/10/2016    CHF   64.45
EFG International Finance   11.12  12/12/2016    USD   62.72
Credit Suisse AG/Nassau      8.25   6/22/2016    EUR   64.70
Bank Julius Baer & Co Ltd    6.90   6/20/2016    EUR   73.50
Bank J Safra Sarasin AG/G    9.70   6/15/2016    CHF   48.20
Bank Julius Baer & Co Ltd    7.50  12/23/2016    CHF   59.25
Vontobel Financial Produc    5.50   6/24/2016    EUR   63.30
Vontobel Financial Produc    6.50   7/22/2016    EUR   67.53
Vontobel Financial Produc   17.30  12/23/2016    EUR   73.12
Vontobel Financial Produc   15.15  12/23/2016    EUR   62.24
Vontobel Financial Produc   16.30  12/23/2016    EUR   67.03
Vontobel Financial Produc   16.35  12/23/2016    EUR   52.08
Vontobel Financial Produc   15.25  12/23/2016    EUR   73.78
Vontobel Financial Produc   15.60  12/23/2016    EUR   58.97
Vontobel Financial Produc    8.00   7/22/2016    EUR   60.36
Vontobel Financial Produc    6.00   7/22/2016    EUR   60.36
Landesbank Hessen-Thuerin    3.15  10/10/2016    EUR   70.40
Zurcher Kantonalbank Fina    9.00   6/23/2016    CHF   71.70
Zurcher Kantonalbank Fina    8.50   6/23/2016    CHF   64.98
DekaBank Deutsche Girozen    2.75  11/26/2018    EUR   67.25
DZ Bank AG Deutsche Zentr    7.00   6/20/2016    EUR   68.81
DZ Bank AG Deutsche Zentr    8.50   6/20/2016    EUR   75.47
DZ Bank AG Deutsche Zentr    7.50   6/20/2016    EUR   75.41
DZ Bank AG Deutsche Zentr    8.00   6/20/2016    EUR   68.86
DZ Bank AG Deutsche Zentr    7.50   6/20/2016    EUR   68.83
DZ Bank AG Deutsche Zentr    7.50   6/20/2016    EUR   66.42
DZ Bank AG Deutsche Zentr    6.25   6/20/2016    EUR   66.35
DZ Bank AG Deutsche Zentr    5.25   6/20/2016    EUR   66.30
DZ Bank AG Deutsche Zentr    7.00   9/19/2016    EUR   68.11
DZ Bank AG Deutsche Zentr    6.25   9/19/2016    EUR   67.88
DZ Bank AG Deutsche Zentr    5.25   9/19/2016    EUR   67.58
DZ Bank AG Deutsche Zentr    6.00   6/20/2016    EUR   67.90
DZ Bank AG Deutsche Zentr    6.00   9/19/2016    EUR   69.23
DZ Bank AG Deutsche Zentr    6.50   6/20/2016    EUR   67.92
DZ Bank AG Deutsche Zentr    6.25   6/20/2016    EUR   67.91
DZ Bank AG Deutsche Zentr    5.75   9/19/2016    EUR   69.62
DZ Bank AG Deutsche Zentr    6.00   9/19/2016    EUR   69.60
DZ Bank AG Deutsche Zentr    8.50   6/20/2016    EUR   75.47
DZ Bank AG Deutsche Zentr    7.25   6/20/2016    EUR   75.40
DZ Bank AG Deutsche Zentr    8.50   6/20/2016    EUR   73.17
DZ Bank AG Deutsche Zentr    7.25   6/20/2016    EUR   73.11
DZ Bank AG Deutsche Zentr    7.00   6/24/2016    EUR   68.88
DZ Bank AG Deutsche Zentr    8.25   6/24/2016    EUR   60.18
DZ Bank AG Deutsche Zentr    7.60   6/22/2016    EUR   69.63
DZ Bank AG Deutsche Zentr    8.75   6/24/2016    EUR   65.40
Bank Julius Baer & Co Ltd    6.00   6/23/2016    CHF   76.15
DZ Bank AG Deutsche Zentr    8.25   6/24/2016    EUR   54.88
DZ Bank AG Deutsche Zentr    4.80   6/20/2016    EUR   74.43
DZ Bank AG Deutsche Zentr    4.60   9/19/2016    EUR   75.28
DZ Bank AG Deutsche Zentr    5.40   9/19/2016    EUR   72.88
Vontobel Financial Produc    5.50   7/22/2016    EUR   64.45
Vontobel Financial Produc   18.95   9/23/2016    EUR   72.29
Vontobel Financial Produc   18.15   9/23/2016    EUR   59.29
Vontobel Financial Produc   19.50   9/23/2016    EUR   63.86
Vontobel Financial Produc   17.55   9/23/2016    EUR   51.95
Vontobel Financial Produc   18.65   9/23/2016    EUR   71.32
Vontobel Financial Produc   18.20   9/23/2016    EUR   55.76
Landesbank Baden-Wuerttem    3.30  11/25/2016    EUR   72.73
Bank Julius Baer & Co Ltd   10.30   6/16/2016    CHF   49.95
Bank Julius Baer & Co Ltd    6.00   6/27/2016    EUR   63.00
Vontobel Financial Produc    5.95   9/23/2016    EUR   72.29
Vontobel Financial Produc    6.70   6/24/2016    EUR   70.91
Vontobel Financial Produc    5.55   6/24/2016    EUR   55.41
Leonteq Securities AG        3.00    7/8/2019    CHF   74.52
Credit Suisse AG/London      7.00   6/23/2016    EUR   66.59
Notenstein La Roche Priva    3.00    7/3/2019    CHF   69.03
Credit Suisse AG/Nassau      7.00   6/27/2016    EUR   70.97
Credit Suisse AG/Nassau      7.50   6/27/2016    CHF   76.31
Vontobel Financial Produc    5.35   9/23/2016    EUR   72.80
UniCredit Bank AG            4.40   7/13/2018    EUR   67.41
UBS AG/London                6.50   6/17/2016    CHF   71.91
UBS AG/London                9.00   6/17/2016    CHF   60.80
UBS AG/London                7.00   6/17/2016    EUR   60.08
UBS AG/London                8.00   6/17/2016    CHF   39.67
Notenstein La Roche Priva    6.50   6/26/2017    EUR   68.50
Landesbank Baden-Wuerttem    4.50   6/24/2016    EUR   66.97
Landesbank Baden-Wuerttem    6.00   6/24/2016    EUR   73.02
Landesbank Baden-Wuerttem    5.00   6/24/2016    EUR   74.27
Landesbank Baden-Wuerttem    3.00   6/24/2016    EUR   65.45
Landesbank Baden-Wuerttem    4.00   6/24/2016    EUR   63.23
Landesbank Baden-Wuerttem    5.00   6/24/2016    EUR   61.17
Landesbank Baden-Wuerttem    4.00   6/24/2016    EUR   73.23
Landesbank Baden-Wuerttem    5.00   6/24/2016    EUR   70.89
Landesbank Baden-Wuerttem    6.00   6/24/2016    EUR   68.88
Landesbank Baden-Wuerttem    3.50   6/24/2016    EUR   70.68
Landesbank Baden-Wuerttem    4.50   6/24/2016    EUR   68.33
Bank Julius Baer & Co Ltd    9.90   6/27/2016    USD   43.05
Bank Julius Baer & Co Ltd    6.80   6/27/2016    EUR   74.30
Leonteq Securities AG       18.00   9/26/2016    CHF   60.95
Leonteq Securities AG       10.00   9/26/2016    CHF   62.49
Leonteq Securities AG        9.20   9/26/2016    EUR   70.13
BNP Paribas Emissions- un   12.00   6/23/2016    EUR   48.50
BNP Paribas Emissions- un    3.00   9/22/2016    EUR   59.11
BNP Paribas Emissions- un    7.00   9/22/2016    EUR   54.82
BNP Paribas Emissions- un    8.00   9/22/2016    EUR   52.74
BNP Paribas Emissions- un    3.00  12/22/2016    EUR   59.57
BNP Paribas Emissions- un    8.00  12/22/2016    EUR   54.51
BNP Paribas Emissions- un    9.00  12/22/2016    EUR   52.90
BNP Paribas Emissions- un   14.00   6/23/2016    EUR   75.58
BNP Paribas Emissions- un    8.50   9/22/2016    EUR   54.35
BNP Paribas Emissions- un    9.00   9/22/2016    EUR   52.78
BNP Paribas Emissions- un   11.00   9/22/2016    EUR   51.79
BNP Paribas Emissions- un   12.00   9/22/2016    EUR   49.87
BNP Paribas Emissions- un    3.50  12/22/2016    EUR   64.11
BNP Paribas Emissions- un    5.50  12/22/2016    EUR   60.59
BNP Paribas Emissions- un    6.00  12/22/2016    EUR   57.79
BNP Paribas Emissions- un    7.50  12/22/2016    EUR   55.85
BNP Paribas Emissions- un    9.50  12/22/2016    EUR   53.66
BNP Paribas Emissions- un    3.50   6/23/2016    EUR   62.75
BNP Paribas Emissions- un    5.00   6/23/2016    EUR   60.34
BNP Paribas Emissions- un    5.50   6/23/2016    EUR   58.07
BNP Paribas Emissions- un    7.00   6/23/2016    EUR   55.01
BNP Paribas Emissions- un    9.50   6/23/2016    EUR   52.34
BNP Paribas Emissions- un   14.00   6/23/2016    EUR   47.04
BNP Paribas Emissions- un    3.50   9/22/2016    EUR   63.51
BNP Paribas Emissions- un   10.00   6/23/2016    EUR   74.97
BNP Paribas Emissions- un    5.00   9/22/2016    EUR   61.50
BNP Paribas Emissions- un    5.50   9/22/2016    EUR   59.36
BNP Paribas Emissions- un    7.00   9/22/2016    EUR   56.70
BNP Paribas Emissions- un   11.00   6/23/2016    EUR   73.02
BNP Paribas Emissions- un    9.50   9/22/2016    EUR   75.31
BNP Paribas Emissions- un   12.00   6/23/2016    EUR   74.78
BNP Paribas Emissions- un   16.00   6/23/2016    EUR   71.31
BNP Paribas Emissions- un   13.00   9/22/2016    EUR   74.32
BNP Paribas Emissions- un    8.00   6/23/2016    EUR   72.50
BNP Paribas Emissions- un    9.00   6/23/2016    EUR   68.32
BNP Paribas Emissions- un   13.00   6/23/2016    EUR   64.79
BNP Paribas Emissions- un    5.50   6/23/2016    EUR   70.67
BNP Paribas Emissions- un    7.00   6/23/2016    EUR   66.85
BNP Paribas Emissions- un    8.50   6/23/2016    EUR   63.45
BNP Paribas Emissions- un   13.00   6/23/2016    EUR   57.73
BNP Paribas Emissions- un    6.00   9/22/2016    EUR   68.15
BNP Paribas Emissions- un    7.50   9/22/2016    EUR   65.19
BNP Paribas Emissions- un   11.00   9/22/2016    EUR   60.33
BNP Paribas Emissions- un    6.00  12/22/2016    EUR   69.23
BNP Paribas Emissions- un    7.50  12/22/2016    EUR   66.82
BNP Paribas Emissions- un    9.00   6/23/2016    EUR   73.67
BNP Paribas Emissions- un   13.00   6/23/2016    EUR   68.68
BNP Paribas Emissions- un   14.00   6/23/2016    EUR   76.50
BNP Paribas Emissions- un   10.00   6/23/2016    EUR   50.44
BNP Paribas Emissions- un   15.00   6/23/2016    EUR   43.62
BNP Paribas Emissions- un    8.00   9/22/2016    EUR   52.31
BNP Paribas Emissions- un    8.00  12/22/2016    EUR   54.27
BNP Paribas Emissions- un   12.00  12/22/2016    EUR   49.46
BNP Paribas Emissions- un   13.00   6/23/2016    EUR   75.32
BNP Paribas Emissions- un   16.00   6/23/2016    EUR   72.52
BNP Paribas Emissions- un   19.00   6/23/2016    EUR   69.94
BNP Paribas Emissions- un   13.00   9/22/2016    EUR   75.58
BNP Paribas Emissions- un   16.00   9/22/2016    EUR   73.76
BNP Paribas Emissions- un    5.50  12/22/2016    EUR   72.11
BNP Paribas Emissions- un    6.00  12/22/2016    EUR   70.76
BNP Paribas Emissions- un   10.00  12/22/2016    EUR   58.99
BNP Paribas Emissions- un   12.00   6/23/2016    EUR   63.31
BNP Paribas Emissions- un    9.50  12/22/2016    EUR   74.77
BNP Paribas Emissions- un   10.00   9/22/2016    EUR   74.60
BNP Paribas Emissions- un   11.00   9/22/2016    EUR   72.94
BNP Paribas Emissions- un   12.00   9/22/2016    EUR   71.99
BNP Paribas Emissions- un    6.00   9/22/2016    EUR   73.21
BNP Paribas Emissions- un    6.50   9/22/2016    EUR   72.21
BNP Paribas Emissions- un    7.00   9/22/2016    EUR   70.70
BNP Paribas Emissions- un    7.50   9/22/2016    EUR   69.26
BNP Paribas Emissions- un    8.00   9/22/2016    EUR   68.39
BNP Paribas Emissions- un    8.50   9/22/2016    EUR   67.56
BNP Paribas Emissions- un    9.00   6/23/2016    EUR   75.66
BNP Paribas Emissions- un   13.00   6/23/2016    EUR   70.34
BNP Paribas Emissions- un   14.00   6/23/2016    EUR   69.13
BNP Paribas Emissions- un    5.50   6/23/2016    EUR   72.99
BNP Paribas Emissions- un    6.00   6/23/2016    EUR   71.81
BNP Paribas Emissions- un    6.50   6/23/2016    EUR   70.67
BNP Paribas Emissions- un    8.00   6/23/2016    EUR   69.07
BNP Paribas Emissions- un    8.50   6/23/2016    EUR   67.50
BNP Paribas Emissions- un    9.00   6/23/2016    EUR   66.50
BNP Paribas Emissions- un   16.00   6/23/2016    EUR   61.51
BNP Paribas Emissions- un    9.00   9/22/2016    EUR   69.26
BNP Paribas Emissions- un   13.00   9/22/2016    EUR   63.87
BNP Paribas Emissions- un    9.00  12/22/2016    EUR   70.66
BNP Paribas Emissions- un    7.00  12/22/2016    EUR   74.09
BNP Paribas Emissions- un    7.50  12/22/2016    EUR   71.49
BNP Paribas Emissions- un    9.00  12/22/2016    EUR   69.64
BNP Paribas Emissions- un    7.00   6/23/2016    EUR   71.16
BNP Paribas Emissions- un    9.50   6/23/2016    EUR   68.23
BNP Paribas Emissions- un   14.00   6/23/2016    EUR   60.69
BNP Paribas Emissions- un    7.00   9/22/2016    EUR   72.77
BNP Paribas Emissions- un    8.50   9/22/2016    EUR   70.21
BNP Paribas Emissions- un   10.00   9/22/2016    EUR   67.89
BNP Paribas Emissions- un   11.00   9/22/2016    EUR   65.63
BNP Paribas Emissions- un    8.50   6/23/2016    EUR   74.54
BNP Paribas Emissions- un    9.50   6/23/2016    EUR   72.84
BNP Paribas Emissions- un   10.00   6/23/2016    EUR   72.02
BNP Paribas Emissions- un    8.50   9/22/2016    EUR   74.84
BNP Paribas Emissions- un    9.00   9/22/2016    EUR   74.15
BNP Paribas Emissions- un   12.00   6/23/2016    EUR   66.09
BNP Paribas Emissions- un   12.00   9/22/2016    EUR   67.54
BNP Paribas Emissions- un    3.50   6/23/2016    EUR   71.02
BNP Paribas Emissions- un    4.00   6/23/2016    EUR   68.11
BNP Paribas Emissions- un    5.00   6/23/2016    EUR   65.45
BNP Paribas Emissions- un    6.00   6/23/2016    EUR   63.01
BNP Paribas Emissions- un    7.50   6/23/2016    EUR   60.78
BNP Paribas Emissions- un    9.00   6/23/2016    EUR   58.72
BNP Paribas Emissions- un    3.50   9/22/2016    EUR   71.64
BNP Paribas Emissions- un    4.00   9/22/2016    EUR   68.93
BNP Paribas Emissions- un    5.00   9/22/2016    EUR   66.57
BNP Paribas Emissions- un    6.00   9/22/2016    EUR   64.41
BNP Paribas Emissions- un    9.50   9/22/2016    EUR   73.48
BNP Paribas Emissions- un    8.50  12/22/2016    EUR   75.20
BNP Paribas Emissions- un    9.50  12/22/2016    EUR   74.19
BNP Paribas Emissions- un   10.00  12/22/2016    EUR   72.97
BNP Paribas Emissions- un    8.00   9/22/2016    EUR   60.59
BNP Paribas Emissions- un    3.50  12/22/2016    EUR   71.99
BNP Paribas Emissions- un    4.00  12/22/2016    EUR   69.56
BNP Paribas Emissions- un    5.00  12/22/2016    EUR   67.56
BNP Paribas Emissions- un    6.00  12/22/2016    EUR   65.72
BNP Paribas Emissions- un    6.50  12/22/2016    EUR   63.75
BNP Paribas Emissions- un    8.50  12/22/2016    EUR   60.79
BNP Paribas Emissions- un    6.00  12/22/2016    EUR   69.78
BNP Paribas Emissions- un    7.00  12/22/2016    EUR   67.05
BNP Paribas Emissions- un    8.00  12/22/2016    EUR   64.59
BNP Paribas Emissions- un    8.00   6/23/2016    EUR   73.36
BNP Paribas Emissions- un    9.00   6/23/2016    EUR   69.98
BNP Paribas Emissions- un   10.00   6/23/2016    EUR   65.44
BNP Paribas Emissions- un   12.00   6/23/2016    EUR   61.52
BNP Paribas Emissions- un    8.00   9/22/2016    EUR   74.25
BNP Paribas Emissions- un    9.00   9/22/2016    EUR   71.47
BNP Paribas Emissions- un   10.00   9/22/2016    EUR   67.50
BNP Paribas Emissions- un   12.00   9/22/2016    EUR   64.26
BNP Paribas Emissions- un   13.00   9/22/2016    EUR   62.21
BNP Paribas Emissions- un   15.00   9/22/2016    EUR   60.64
BNP Paribas Emissions- un   10.00  12/22/2016    EUR   69.76
BNP Paribas Emissions- un    6.00   6/23/2016    EUR   67.11
BNP Paribas Emissions- un   10.00   6/23/2016    EUR   60.67
BNP Paribas Emissions- un    6.00   9/22/2016    EUR   68.58
BNP Paribas Emissions- un    7.00   9/22/2016    EUR   65.45
BNP Paribas Emissions- un   13.00   9/22/2016    EUR   58.76
BNP Paribas Emissions- un    5.00  12/22/2016    EUR   72.82
BNP Paribas Emissions- un   10.00   9/22/2016    EUR   68.24
BNP Paribas Emissions- un   11.00   9/22/2016    EUR   66.16
BNP Paribas Emissions- un    7.00  12/22/2016    EUR   73.94
BNP Paribas Emissions- un    9.00  12/22/2016    EUR   69.96
BNP Paribas Emissions- un    8.00   6/23/2016    EUR   71.20
BNP Paribas Emissions- un    9.50   6/23/2016    EUR   68.46
BNP Paribas Emissions- un   13.00   6/23/2016    EUR   63.64
BNP Paribas Emissions- un    8.50   9/22/2016    EUR   70.35
BNP Paribas Emissions- un   15.00   6/23/2016    EUR   73.79
BNP Paribas Emissions- un   13.00   6/23/2016    EUR   71.73
BNP Paribas Emissions- un   10.00   6/23/2016    EUR   74.96
Vontobel Financial Produc    8.85   6/24/2016    EUR   60.91
UniCredit Bank AG            5.75   7/15/2016    EUR   73.31
Bank Julius Baer & Co Ltd    6.00   6/19/2017    EUR   65.90
Credit Suisse AG/London      6.10  12/19/2016    EUR   61.29
Vontobel Financial Produc    9.00   7/22/2016    EUR   59.88
Vontobel Financial Produc    8.00   7/22/2016    EUR   70.29
Vontobel Financial Produc    8.50   7/22/2016    EUR   65.23
Raiffeisen Centrobank AG     9.07   3/22/2017    EUR   71.67
Raiffeisen Centrobank AG     7.37   3/22/2017    EUR   65.14
Raiffeisen Centrobank AG     6.24   3/22/2017    EUR   71.51
Raiffeisen Centrobank AG     9.07   3/22/2017    EUR   68.71
Raiffeisen Centrobank AG     7.37   3/22/2017    EUR   68.73
Leonteq Securities AG       18.00   9/19/2016    CHF   39.74
Societe Generale SA         12.40    7/7/2016    USD   73.02
DZ Bank AG Deutsche Zentr    5.50   8/31/2016    EUR   65.16
Credit Suisse AG/Nassau      8.25    7/1/2016    EUR   61.93
Landesbank Baden-Wuerttem    3.00   7/26/2019    EUR   74.62
Vontobel Financial Produc    7.30   6/24/2016    EUR   66.74
DZ Bank AG Deutsche Zentr    5.00   6/24/2016    EUR   63.68
DZ Bank AG Deutsche Zentr    5.00   9/23/2016    EUR   66.53
DZ Bank AG Deutsche Zentr    6.00   6/24/2016    EUR   71.17
DZ Bank AG Deutsche Zentr    5.25   9/23/2016    EUR   72.26
Vontobel Financial Produc    7.90   6/24/2016    EUR   73.28
Vontobel Financial Produc    7.55   9/23/2016    EUR   68.29
Vontobel Financial Produc    8.80   6/24/2016    EUR   66.55
Vontobel Financial Produc    8.90   6/24/2016    EUR   71.06
Vontobel Financial Produc    7.75   9/23/2016    EUR   72.86
Vontobel Financial Produc    6.50   9/23/2016    EUR   68.26
Vontobel Financial Produc    8.05   9/23/2016    EUR   73.04
Vontobel Financial Produc    9.05   6/24/2016    EUR   71.15
Bank Julius Baer & Co Ltd   10.50   6/30/2016    CHF   65.80
Credit Suisse AG/Nassau      8.00    7/4/2016    CHF   64.14
Deutsche Bank AG             6.50  12/20/2016    EUR   71.64
Deutsche Bank AG             4.50   9/20/2016    EUR   73.33
Deutsche Bank AG             4.50  12/20/2016    EUR   74.21
Deutsche Bank AG             4.50   6/21/2016    EUR   72.29
Deutsche Bank AG             4.50   6/21/2016    EUR   58.08
DZ Bank AG Deutsche Zentr    5.10   6/20/2016    EUR   69.70
DZ Bank AG Deutsche Zentr    6.40   6/20/2016    EUR   67.49
DZ Bank AG Deutsche Zentr    7.80   6/20/2016    EUR   65.42
DZ Bank AG Deutsche Zentr    5.00   9/19/2016    EUR   70.80
DZ Bank AG Deutsche Zentr    6.60   9/19/2016    EUR   66.95
DZ Bank AG Deutsche Zentr    7.00   6/20/2016    EUR   72.21
DZ Bank AG Deutsche Zentr    8.40   6/20/2016    EUR   69.84
DZ Bank AG Deutsche Zentr    6.30   9/19/2016    EUR   73.61
DZ Bank AG Deutsche Zentr    5.50  12/19/2016    EUR   74.36
DZ Bank AG Deutsche Zentr    6.50  12/19/2016    EUR   72.66
DZ Bank AG Deutsche Zentr    7.20  12/19/2016    EUR   71.03
Zurcher Kantonalbank Fina    7.30    9/8/2016    CHF   64.73
Bank Julius Baer & Co Ltd    6.40    9/8/2016    CHF   59.20
DZ Bank AG Deutsche Zentr   12.25   6/24/2016    EUR   65.79
DZ Bank AG Deutsche Zentr    9.50   9/23/2016    EUR   67.95
DZ Bank AG Deutsche Zentr    9.00  12/23/2016    EUR   69.93
DZ Bank AG Deutsche Zentr   14.50   6/24/2016    EUR   68.18
DZ Bank AG Deutsche Zentr    9.50  12/23/2016    EUR   72.07
DZ Bank AG Deutsche Zentr    3.60   9/15/2017    EUR   74.32
UniCredit Bank AG            5.00   9/22/2016    EUR   69.24
UniCredit Bank AG            4.25  12/22/2016    EUR   61.69
UniCredit Bank AG            5.50  12/22/2016    EUR   66.71
UniCredit Bank AG            4.25  12/22/2016    EUR   72.49
UniCredit Bank AG            4.00  12/22/2016    EUR   62.15
UniCredit Bank AG            4.00  12/22/2016    EUR   73.73
UniCredit Bank AG            6.00  12/22/2016    EUR   65.71
UniCredit Bank AG            4.50  12/22/2016    EUR   68.86
UniCredit Bank AG            5.00  12/22/2016    EUR   68.90
UniCredit Bank AG            5.00  12/22/2016    EUR   60.27
UniCredit Bank AG            4.50  12/22/2016    EUR   71.26
UniCredit Bank AG            4.50   9/22/2016    EUR   75.02
UniCredit Bank AG            4.75  12/22/2016    EUR   70.05
UniCredit Bank AG            4.75  12/22/2016    EUR   60.73
UniCredit Bank AG            4.75   9/22/2016    EUR   72.03
UniCredit Bank AG            4.50  12/22/2016    EUR   61.20
UniCredit Bank AG            4.00  12/22/2016    EUR   70.01
UniCredit Bank AG            5.00  12/22/2016    EUR   67.76
Commerzbank AG               7.75   8/25/2016    EUR   69.68
Commerzbank AG               9.50   8/25/2016    EUR   67.32
Commerzbank AG              11.25   8/25/2016    EUR   65.12
Commerzbank AG               6.75   8/25/2016    EUR   66.63
Commerzbank AG               8.25   8/25/2016    EUR   63.30
Commerzbank AG               9.75   8/25/2016    EUR   60.23
Commerzbank AG              11.50   8/25/2016    EUR   57.66
Commerzbank AG              13.50   8/25/2016    EUR   55.35
Credit Suisse AG/Nassau      7.25    3/8/2017    CHF   62.19
DZ Bank AG Deutsche Zentr   11.75   6/20/2016    EUR   67.85
DZ Bank AG Deutsche Zentr   11.00   6/20/2016    EUR   69.02
DZ Bank AG Deutsche Zentr    9.50   9/19/2016    EUR   71.29
DZ Bank AG Deutsche Zentr    8.25  12/19/2016    EUR   72.86
DZ Bank AG Deutsche Zentr    9.50   6/20/2016    EUR   63.89
DZ Bank AG Deutsche Zentr    7.50  12/19/2016    EUR   67.39
Leonteq Securities AG       18.50    9/9/2016    CHF   56.90
Leonteq Securities AG        5.60   9/11/2017    CHF   60.68
HSBC Trinkaus & Burkhardt   11.40   6/24/2016    EUR   72.24
HSBC Trinkaus & Burkhardt   10.90   5/27/2016    EUR   73.11
HSBC Trinkaus & Burkhardt    8.60   6/24/2016    EUR   68.41
HSBC Trinkaus & Burkhardt    7.70   9/23/2016    EUR   70.18
HSBC Trinkaus & Burkhardt    7.00  12/23/2016    EUR   71.37
HSBC Trinkaus & Burkhardt    7.50   3/24/2017    EUR   70.59
HSBC Trinkaus & Burkhardt   11.10   5/27/2016    EUR   60.06
HSBC Trinkaus & Burkhardt    7.10   5/27/2016    EUR   65.26
HSBC Trinkaus & Burkhardt    6.70   7/22/2016    EUR   71.71
HSBC Trinkaus & Burkhardt    8.70  10/28/2016    EUR   68.58
HSBC Trinkaus & Burkhardt    6.20  10/28/2016    EUR   73.01
Vontobel Financial Produc   12.00   8/26/2016    EUR   69.57
Vontobel Financial Produc   12.00   8/26/2016    EUR   69.04
Goldman Sachs & Co Wertpa   25.00   6/22/2016    EUR   75.49
Goldman Sachs & Co Wertpa    9.00   7/20/2016    EUR   71.86
Goldman Sachs & Co Wertpa   14.00   6/22/2016    EUR   72.19
Goldman Sachs & Co Wertpa   13.00   7/20/2016    EUR   73.18
Goldman Sachs & Co Wertpa   10.00   7/20/2016    EUR   63.87
Goldman Sachs & Co Wertpa   14.00   7/20/2016    EUR   64.42
Goldman Sachs & Co Wertpa   10.00   8/24/2016    EUR   64.83
Goldman Sachs & Co Wertpa   13.00   8/24/2016    EUR   65.53
Goldman Sachs & Co Wertpa   13.00   8/24/2016    EUR   65.53
Goldman Sachs & Co Wertpa    7.00   9/21/2016    EUR   64.60
Goldman Sachs & Co Wertpa   10.00   9/21/2016    EUR   65.52
Goldman Sachs & Co Wertpa   12.00   9/21/2016    EUR   66.14
Goldman Sachs & Co Wertpa   12.00   9/21/2016    EUR   66.14
Goldman Sachs & Co Wertpa   12.00   9/21/2016    EUR   66.14
Goldman Sachs & Co Wertpa   10.00  12/21/2016    EUR   67.74
Goldman Sachs & Co Wertpa   10.00  12/21/2016    EUR   67.74
Goldman Sachs & Co Wertpa   11.00  12/21/2016    EUR   68.29
Goldman Sachs & Co Wertpa   11.00  12/21/2016    EUR   68.29
Goldman Sachs & Co Wertpa   10.00   3/22/2017    EUR   69.85
Goldman Sachs & Co Wertpa   10.00   3/22/2017    EUR   69.85
Goldman Sachs & Co Wertpa   10.00   3/22/2017    EUR   69.85
Goldman Sachs & Co Wertpa   10.00   6/21/2017    EUR   71.90
Goldman Sachs & Co Wertpa   10.00   6/21/2017    EUR   71.90
Landesbank Baden-Wuerttem    3.50   2/24/2017    EUR   73.54
Landesbank Baden-Wuerttem    4.50   2/24/2017    EUR   70.86
Landesbank Baden-Wuerttem    5.50   2/24/2017    EUR   68.85
DZ Bank AG Deutsche Zentr    8.00   9/21/2016    EUR   67.43
UBS AG/London                9.50    9/4/2017    CHF   38.37
UBS AG/London               10.00    9/2/2016    USD   69.60
UBS AG                       6.30   12/9/2016    EUR   73.56
UBS AG                       7.00    9/9/2016    EUR   72.60
UBS AG                       8.30    9/9/2016    EUR   70.09
Vontobel Financial Produc    4.35   6/10/2016    EUR   66.59
Vontobel Financial Produc    4.40   6/10/2016    EUR   71.41
Vontobel Financial Produc    5.25   12/9/2016    EUR   71.06
Vontobel Financial Produc    4.70    9/9/2016    EUR   72.54
Vontobel Financial Produc    5.75    9/9/2016    EUR   72.14
Vontobel Financial Produc    4.50    9/9/2016    EUR   74.90
Vontobel Financial Produc    4.25   12/9/2016    EUR   75.41
Commerzbank AG               5.50   8/25/2016    EUR   63.86
UBS AG                       4.75   9/23/2016    EUR   73.60
UBS AG                       4.50   9/23/2016    EUR   67.49
Bank Julius Baer & Co Ltd   10.40   9/15/2016    CHF   73.90
DZ Bank AG Deutsche Zentr    5.50   6/24/2016    EUR   63.73
DZ Bank AG Deutsche Zentr   10.00   8/26/2016    EUR   69.91
Landesbank Baden-Wuerttem    5.29   9/23/2016    EUR   69.72
Credit Suisse AG/Nassau      7.50   9/19/2016    CHF   58.11
DZ Bank AG Deutsche Zentr    1.00   6/20/2016    EUR   63.43
DZ Bank AG Deutsche Zentr    8.25  12/19/2016    EUR   73.18
Vontobel Financial Produc   14.50   6/24/2016    EUR   69.50
Vontobel Financial Produc   11.75   9/23/2016    EUR   72.26
DekaBank Deutsche Girozen    5.30    9/2/2016    EUR   71.16
Landesbank Baden-Wuerttem    4.10   3/24/2017    EUR   75.13
Vontobel Financial Produc   22.55   6/24/2016    EUR   68.99
Vontobel Financial Produc    8.00   9/23/2016    EUR   70.18
Vontobel Financial Produc   12.50   9/23/2016    EUR   64.12
Vontobel Financial Produc   10.50  12/23/2016    EUR   66.14
Vontobel Financial Produc    7.00  12/23/2016    EUR   71.43
Vontobel Financial Produc    9.50   6/24/2016    EUR   68.30
Vontobel Financial Produc   15.40   6/24/2016    EUR   61.17
BNP Paribas Emissions- un    9.00   6/23/2016    EUR   71.88
BNP Paribas Emissions- un   10.00   6/23/2016    EUR   71.94
BNP Paribas Emissions- un   12.00   6/23/2016    EUR   71.96
BNP Paribas Emissions- un    8.00   6/23/2016    EUR   62.93
BNP Paribas Emissions- un   10.00   6/23/2016    EUR   63.04
BNP Paribas Emissions- un   12.00   6/23/2016    EUR   63.16
BNP Paribas Emissions- un    6.00   9/22/2016    EUR   64.20
BNP Paribas Emissions- un    7.00   9/22/2016    EUR   64.50
BNP Paribas Emissions- un    8.00   9/22/2016    EUR   64.81
BNP Paribas Emissions- un    9.00   9/22/2016    EUR   65.12
BNP Paribas Emissions- un   10.00   9/22/2016    EUR   65.43
BNP Paribas Emissions- un   12.00   9/22/2016    EUR   66.04
BNP Paribas Emissions- un    6.00  12/22/2016    EUR   65.48
BNP Paribas Emissions- un    7.00  12/22/2016    EUR   66.04
BNP Paribas Emissions- un    8.00  12/22/2016    EUR   66.60
BNP Paribas Emissions- un    9.00  12/22/2016    EUR   67.15
BNP Paribas Emissions- un   10.00  12/22/2016    EUR   67.71
BNP Paribas Emissions- un    5.00   6/22/2017    EUR   66.75
BNP Paribas Emissions- un    6.00   6/22/2017    EUR   67.81
BNP Paribas Emissions- un    8.00   6/22/2017    EUR   69.93
BNP Paribas Emissions- un    9.00   6/22/2017    EUR   70.99
Goldman Sachs & Co Wertpa    8.00   7/20/2016    EUR   72.50
Goldman Sachs & Co Wertpa   16.00   6/22/2016    EUR   63.48
Goldman Sachs & Co Wertpa    6.00   7/20/2016    EUR   63.32
Goldman Sachs & Co Wertpa    6.00   9/21/2016    EUR   64.29
Goldman Sachs & Co Wertpa    8.00   9/21/2016    EUR   64.91
Goldman Sachs & Co Wertpa    6.00  10/26/2016    EUR   64.79
Goldman Sachs & Co Wertpa    8.00  10/26/2016    EUR   65.60
Goldman Sachs & Co Wertpa   12.00  10/26/2016    EUR   67.21
Goldman Sachs & Co Wertpa   10.00  10/26/2016    EUR   66.40
Goldman Sachs & Co Wertpa   12.00  10/26/2016    EUR   67.21
Goldman Sachs & Co Wertpa   12.00  10/26/2016    EUR   67.21
Goldman Sachs & Co Wertpa    8.00  12/21/2016    EUR   66.62
Goldman Sachs & Co Wertpa    8.00   3/22/2017    EUR   68.24
Goldman Sachs & Co Wertpa    8.00   3/22/2017    EUR   68.24
Goldman Sachs & Co Wertpa    6.00   9/20/2017    EUR   68.70
Goldman Sachs & Co Wertpa    7.00   9/20/2017    EUR   70.01
Goldman Sachs & Co Wertpa    8.00   9/20/2017    EUR   71.31
Goldman Sachs & Co Wertpa    8.00   9/20/2017    EUR   71.31
Goldman Sachs & Co Wertpa    9.00   9/20/2017    EUR   72.61
Goldman Sachs & Co Wertpa    9.00   9/20/2017    EUR   72.61
Goldman Sachs & Co Wertpa    9.00   9/20/2017    EUR   72.61
Goldman Sachs & Co Wertpa    9.00   9/20/2017    EUR   72.61
UBS AG/London               11.53    9/9/2016    USD   16.91
Vontobel Financial Produc    6.00   6/24/2016    EUR   58.34
Vontobel Financial Produc    9.05   6/24/2016    EUR   55.64
Vontobel Financial Produc   12.00   6/24/2016    EUR   53.21
Vontobel Financial Produc   12.00   9/23/2016    EUR   73.60
Vontobel Financial Produc   14.50   9/23/2016    EUR   70.38
Deutsche Bank AG             7.20   6/21/2016    EUR   74.50
Deutsche Bank AG             5.20   6/21/2016    EUR   74.30
Deutsche Bank AG             6.20   6/21/2016    EUR   74.40
Deutsche Bank AG             7.20   6/21/2016    EUR   71.30
Deutsche Bank AG             7.20   6/21/2016    EUR   68.30
Deutsche Bank AG             7.20   6/21/2016    EUR   65.60
Deutsche Bank AG             6.20   9/20/2016    EUR   75.60
Deutsche Bank AG             5.20   9/20/2016    EUR   75.30
Deutsche Bank AG             6.20   9/20/2016    EUR   72.50
Deutsche Bank AG             7.20   9/20/2016    EUR   72.90
Deutsche Bank AG             5.20   9/20/2016    EUR   72.20
Deutsche Bank AG             5.20   9/20/2016    EUR   69.40
Deutsche Bank AG             7.20   9/20/2016    EUR   70.00
Deutsche Bank AG             6.20   9/20/2016    EUR   69.70
Deutsche Bank AG             6.20   9/20/2016    EUR   67.00
Deutsche Bank AG             7.20   9/20/2016    EUR   67.30
Deutsche Bank AG             5.20   9/20/2016    EUR   66.70
Deutsche Bank AG             7.20   9/20/2016    EUR   64.80
Deutsche Bank AG             7.20  12/20/2016    EUR   74.30
Deutsche Bank AG             6.20  12/20/2016    EUR   73.70
Deutsche Bank AG             5.20  12/20/2016    EUR   73.10
Deutsche Bank AG             6.20  12/20/2016    EUR   71.00
Deutsche Bank AG             5.20  12/20/2016    EUR   70.40
Deutsche Bank AG             7.20  12/20/2016    EUR   71.50
Deutsche Bank AG             6.20  12/20/2016    EUR   68.40
Deutsche Bank AG             5.20  12/20/2016    EUR   67.80
Vontobel Financial Produc    5.50   9/23/2016    EUR   59.74
Vontobel Financial Produc    5.00  12/23/2016    EUR   60.92
Vontobel Financial Produc    6.50  12/23/2016    EUR   58.88
Vontobel Financial Produc   21.55   6/24/2016    EUR   63.66
Vontobel Financial Produc   11.50   6/24/2016    EUR   75.45
Deutsche Bank AG             7.20  12/20/2016    EUR   68.90
Deutsche Bank AG             7.20  12/20/2016    EUR   66.50
UBS AG/London                6.00   9/12/2016    CHF   58.50
UBS AG/London               15.00   9/12/2016    CHF   51.00
Vontobel Financial Produc   13.00   6/24/2016    EUR   58.38
Vontobel Financial Produc   11.50   9/23/2016    EUR   61.19
Vontobel Financial Produc   10.00   9/23/2016    EUR   63.01
Vontobel Financial Produc    9.00  12/23/2016    EUR   64.96
Vontobel Financial Produc   15.00  12/23/2016    EUR   58.50
Deutsche Bank AG             7.20   6/21/2016    EUR   75.10
Deutsche Bank AG             7.20   6/21/2016    EUR   70.40
Deutsche Bank AG             7.20   9/20/2016    EUR   71.90
Deutsche Bank AG             7.20  12/20/2016    EUR   73.00
Deutsche Bank AG             5.20  12/20/2016    EUR   71.90
Credit Suisse AG/Nassau      7.00   3/22/2017    CHF   60.40
UBS AG/London                9.00    9/9/2016    CHF   70.98
HSBC Trinkaus & Burkhardt   13.90   6/24/2016    EUR   63.57
HSBC Trinkaus & Burkhardt   10.20  12/23/2016    EUR   68.18
HSBC Trinkaus & Burkhardt    6.20   3/24/2017    EUR   74.50
HSBC Trinkaus & Burkhardt   18.40   6/24/2016    EUR   84.44
HSBC Trinkaus & Burkhardt   12.50   9/23/2016    EUR   88.83
Goldman Sachs & Co Wertpa   19.00   6/22/2016    EUR   66.86
Goldman Sachs & Co Wertpa   13.00   7/20/2016    EUR   73.12
Goldman Sachs & Co Wertpa   17.00   7/20/2016    EUR   68.08
Goldman Sachs & Co Wertpa   22.00   7/20/2016    EUR   64.05
Goldman Sachs & Co Wertpa   16.00   8/24/2016    EUR   69.59
Goldman Sachs & Co Wertpa   21.00   8/24/2016    EUR   65.95
Goldman Sachs & Co Wertpa   19.00   9/21/2016    EUR   66.86
Goldman Sachs & Co Wertpa   14.00  10/26/2016    EUR   71.35
Goldman Sachs & Co Wertpa   18.00  10/26/2016    EUR   68.29
Goldman Sachs & Co Wertpa   13.00  12/21/2016    EUR   72.93
Goldman Sachs & Co Wertpa   22.00   6/22/2016    EUR   72.03
Goldman Sachs & Co Wertpa   20.00   7/20/2016    EUR   73.46
Goldman Sachs & Co Wertpa   24.00   8/24/2016    EUR   70.50
Goldman Sachs & Co Wertpa   22.00   9/21/2016    EUR   71.63
Goldman Sachs & Co Wertpa   21.00  10/26/2016    EUR   73.33
Goldman Sachs & Co Wertpa   25.00   6/22/2016    EUR   55.63
Goldman Sachs & Co Wertpa    8.00   7/20/2016    EUR   74.92
Goldman Sachs & Co Wertpa   15.00   7/20/2016    EUR   64.54
Goldman Sachs & Co Wertpa   19.00   7/20/2016    EUR   60.57
Goldman Sachs & Co Wertpa   23.00   7/20/2016    EUR   57.28
Goldman Sachs & Co Wertpa    8.00   8/24/2016    EUR   75.60
Goldman Sachs & Co Wertpa    9.00   8/24/2016    EUR   72.71
Goldman Sachs & Co Wertpa   14.00   8/24/2016    EUR   65.78
Goldman Sachs & Co Wertpa   19.00   8/24/2016    EUR   60.43
Goldman Sachs & Co Wertpa   21.00   8/24/2016    EUR   59.05
Goldman Sachs & Co Wertpa   10.00   9/21/2016    EUR   70.70
Goldman Sachs & Co Wertpa   15.00   9/21/2016    EUR   64.81
Goldman Sachs & Co Wertpa   20.00   9/21/2016    EUR   60.31
Goldman Sachs & Co Wertpa    8.00  10/26/2016    EUR   73.55
Goldman Sachs & Co Wertpa   10.00  10/26/2016    EUR   71.56
Goldman Sachs & Co Wertpa   15.00  10/26/2016    EUR   64.04
Goldman Sachs & Co Wertpa   19.00  10/26/2016    EUR   61.81
Goldman Sachs & Co Wertpa    8.00  12/21/2016    EUR   74.40
Goldman Sachs & Co Wertpa    9.00  12/21/2016    EUR   72.26
Goldman Sachs & Co Wertpa   15.00  12/21/2016    EUR   64.29
Goldman Sachs & Co Wertpa   17.00  12/21/2016    EUR   63.59
Goldman Sachs & Co Wertpa    8.00   3/22/2017    EUR   73.23
Goldman Sachs & Co Wertpa   10.00   3/22/2017    EUR   70.10
Goldman Sachs & Co Wertpa   15.00   3/22/2017    EUR   66.12
Goldman Sachs & Co Wertpa    8.00   6/21/2017    EUR   74.67
Goldman Sachs & Co Wertpa   10.00   6/21/2017    EUR   72.28
Goldman Sachs & Co Wertpa   14.00   6/21/2017    EUR   68.73
Goldman Sachs & Co Wertpa   10.00   9/20/2017    EUR   72.37
Goldman Sachs & Co Wertpa   12.00   9/20/2017    EUR   71.25
Goldman Sachs & Co Wertpa   12.00   9/20/2017    EUR   69.51
Vontobel Financial Produc   12.00  12/23/2016    EUR   72.34
Vontobel Financial Produc   14.00  12/23/2016    EUR   70.00
Vontobel Financial Produc   13.00   9/23/2016    EUR   67.42
Vontobel Financial Produc   11.00   9/23/2016    EUR   67.14
Vontobel Financial Produc   13.00   9/23/2016    EUR   70.03
Vontobel Financial Produc   11.50   6/24/2016    EUR   72.16
Vontobel Financial Produc   15.50   6/24/2016    EUR   66.93
Vontobel Financial Produc    6.50   6/24/2016    EUR   74.26
Vontobel Financial Produc   19.45   6/24/2016    EUR   57.28
Vontobel Financial Produc    6.00   9/23/2016    EUR   75.52
Vontobel Financial Produc   16.00   9/23/2016    EUR   61.08
DZ Bank AG Deutsche Zentr   10.00   6/24/2016    EUR   70.53
DZ Bank AG Deutsche Zentr    6.50   9/23/2016    EUR   71.83
DZ Bank AG Deutsche Zentr    6.75  12/23/2016    EUR   73.31
DZ Bank AG Deutsche Zentr   10.50   6/24/2016    EUR   74.66
Vontobel Financial Produc   15.50   9/23/2016    EUR   67.09
Vontobel Financial Produc   12.45   6/24/2016    EUR   70.84
Vontobel Financial Produc   15.50   6/24/2016    EUR   66.93
Vontobel Financial Produc    9.15   9/23/2016    EUR   72.21
Bank Julius Baer & Co Ltd   11.40   9/22/2016    CHF   30.15
DZ Bank AG Deutsche Zentr    7.25   6/20/2016    EUR   68.82
DZ Bank AG Deutsche Zentr    7.75   9/19/2016    EUR   70.76
DZ Bank AG Deutsche Zentr    7.50  12/19/2016    EUR   72.45
DZ Bank AG Deutsche Zentr    8.10  12/19/2016    EUR   68.86
DZ Bank AG Deutsche Zentr    9.10   9/19/2016    EUR   68.99
Bank Julius Baer & Co Ltd    7.30    8/2/2016    CHF   50.90
Deutsche Bank AG             7.50  12/20/2016    EUR   68.29
Deutsche Bank AG             5.50  12/20/2016    EUR   74.02
Deutsche Bank AG             7.50  12/20/2016    EUR   75.17
Deutsche Bank AG             7.50   9/20/2016    EUR   69.52
DZ Bank AG Deutsche Zentr    6.80   9/23/2016    EUR   63.63
DZ Bank AG Deutsche Zentr    8.90   9/23/2016    EUR   67.44
DZ Bank AG Deutsche Zentr    5.60   6/24/2016    EUR   70.27
DZ Bank AG Deutsche Zentr    9.00   9/23/2016    EUR   62.44
Vontobel Financial Produc    6.30   8/26/2016    EUR   66.64
Goldman Sachs & Co Wertpa    7.00   3/22/2017    EUR   66.55
Goldman Sachs & Co Wertpa    9.00   3/22/2017    EUR   71.49
Goldman Sachs & Co Wertpa    9.00   6/21/2017    EUR   71.72
Vontobel Financial Produc    6.50   7/22/2016    EUR   53.87
Goldman Sachs & Co Wertpa    8.00   8/24/2016    EUR   67.73
Goldman Sachs & Co Wertpa   11.00   6/21/2017    EUR   64.10
Goldman Sachs & Co Wertpa   19.00   7/20/2016    EUR   70.75
Goldman Sachs & Co Wertpa   21.00   7/20/2016    EUR   63.45
Goldman Sachs & Co Wertpa    4.00   8/24/2016    EUR   68.64
Goldman Sachs & Co Wertpa    6.00   6/22/2016    EUR   70.44
Goldman Sachs & Co Wertpa    6.00   8/24/2016    EUR   71.49
Goldman Sachs & Co Wertpa   13.00   7/20/2016    EUR   66.32
DZ Bank AG Deutsche Zentr    4.00    8/5/2016    EUR   71.80
HSBC Trinkaus & Burkhardt   10.30  12/23/2016    EUR   75.44
HSBC Trinkaus & Burkhardt    9.10  12/23/2016    EUR   64.23
HSBC Trinkaus & Burkhardt    8.00  12/23/2016    EUR   65.70
HSBC Trinkaus & Burkhardt    6.30   3/24/2017    EUR   68.44
HSBC Trinkaus & Burkhardt    8.20  12/23/2016    EUR   58.81
HSBC Trinkaus & Burkhardt    8.50   7/22/2016    EUR   57.36
HSBC Trinkaus & Burkhardt   10.80   6/24/2016    EUR   68.69
HSBC Trinkaus & Burkhardt    6.40   9/23/2016    EUR   75.71
HSBC Trinkaus & Burkhardt    8.40   7/22/2016    EUR   71.98
HSBC Trinkaus & Burkhardt    8.20  12/23/2016    EUR   75.00
HSBC Trinkaus & Burkhardt    6.50  12/23/2016    EUR   67.83
HSBC Trinkaus & Burkhardt    9.70   7/22/2016    EUR   62.72
HSBC Trinkaus & Burkhardt    6.70   6/24/2016    EUR   71.82
HSBC Trinkaus & Burkhardt    8.70   7/22/2016    EUR   68.79
HSBC Trinkaus & Burkhardt   10.70   6/24/2016    EUR   65.88
Landesbank Baden-Wuerttem    2.60   2/24/2017    EUR   65.14
UBS AG/London                5.75   7/22/2016    CHF   54.25
UBS AG/London                6.25   7/24/2017    CHF   66.91
UBS AG/London                8.50   7/22/2016    CHF   63.49
Landesbank Baden-Wuerttem    2.60   8/23/2019    EUR   68.39
Vontobel Financial Produc    7.40   9/23/2016    EUR   56.50
Vontobel Financial Produc    3.20   9/23/2016    EUR   63.51
Vontobel Financial Produc    9.60   6/24/2016    EUR   60.26
Vontobel Financial Produc    8.10   6/24/2016    EUR   61.08
Bank Julius Baer & Co Ltd    5.60   7/24/2017    EUR   69.60
Vontobel Financial Produc    8.40   7/22/2016    EUR   72.49
Vontobel Financial Produc    5.00   8/26/2016    EUR   64.06
Vontobel Financial Produc    6.45   8/26/2016    EUR   63.70
Commerzbank AG               4.50   7/21/2016    EUR   69.15
Commerzbank AG               5.25   7/21/2016    EUR   67.79
Commerzbank AG               6.00   7/21/2016    EUR   66.46
Commerzbank AG               7.00   7/21/2016    EUR   65.27
Commerzbank AG               7.75   7/21/2016    EUR   64.01
Commerzbank AG               7.75   7/21/2016    EUR   74.42
Commerzbank AG               8.75   7/21/2016    EUR   73.09
Commerzbank AG               9.25   7/21/2016    EUR   72.43
Commerzbank AG               4.25   7/21/2016    EUR   60.15
Commerzbank AG               5.50   7/21/2016    EUR   58.38
Commerzbank AG               6.25   7/21/2016    EUR   57.27
Commerzbank AG               6.75   7/21/2016    EUR   56.74
Commerzbank AG               8.00   7/21/2016    EUR   55.20
Commerzbank AG               9.00   7/21/2016    EUR   54.27
Commerzbank AG               5.25   7/21/2016    EUR   75.25
Commerzbank AG               6.00   7/21/2016    EUR   73.76
Commerzbank AG               7.50   7/21/2016    EUR   71.73
Commerzbank AG               7.75   7/21/2016    EUR   71.01
Commerzbank AG               8.75   7/21/2016    EUR   69.73
Commerzbank AG               8.75   7/21/2016    EUR   62.99
Commerzbank AG               9.75   7/21/2016    EUR   61.55
Commerzbank AG              11.00   7/21/2016    EUR   60.22
Commerzbank AG               7.00   7/21/2016    EUR   74.79
Commerzbank AG               4.50   7/21/2016    EUR   68.89
Goldman Sachs & Co Wertpa    9.00   6/22/2016    EUR   74.42
Goldman Sachs & Co Wertpa   18.00   6/22/2016    EUR   74.96
Commerzbank AG              10.50   7/21/2016    EUR   74.56
Vontobel Financial Produc    9.05   6/28/2016    EUR   76.20
Commerzbank AG               7.25  12/22/2016    EUR   71.68
Commerzbank AG              12.50  12/22/2016    EUR   65.37
DZ Bank AG Deutsche Zentr   12.00   9/23/2016    EUR   75.15
DZ Bank AG Deutsche Zentr   15.00   6/24/2016    EUR   73.23
Vontobel Financial Produc   12.55   6/24/2016    EUR   67.99
Notenstein La Roche Priva    4.10   8/14/2018    CHF   74.24
Notenstein La Roche Priva    7.00   8/14/2017    CHF   67.90
Notenstein La Roche Priva    6.30   2/14/2017    CHF   56.75
Notenstein La Roche Priva    6.20   2/14/2017    CHF   71.27
Notenstein La Roche Priva    4.20   8/15/2016    CHF   52.14
Vontobel Financial Produc    8.70   12/9/2016    EUR   75.30
Vontobel Financial Produc    4.65   9/23/2016    EUR   74.69
Vontobel Financial Produc    7.60   9/23/2016    EUR   70.39
Vontobel Financial Produc    8.30   6/24/2016    EUR   73.31
Vontobel Financial Produc   10.75   9/23/2016    EUR   69.90
Vontobel Financial Produc    8.90   6/24/2016    EUR   68.52
Vontobel Financial Produc    5.00   6/24/2016    EUR   73.49
Leonteq Securities AG        5.00   8/14/2017    EUR   73.26
Leonteq Securities AG       10.00  11/14/2016    CHF   57.47
Leonteq Securities AG       10.40  11/14/2016    EUR   66.38
UBS AG/London                9.50    8/5/2016    USD   51.05
UBS AG/London                8.25    8/7/2017    EUR   72.92
Vontobel Financial Produc    7.35   6/24/2016    EUR   74.06
UBS AG                       9.00   8/12/2016    EUR   67.81
UBS AG                       8.00   8/12/2016    EUR   69.58
UBS AG                      10.00   8/12/2016    EUR   66.16
UBS AG/London                6.50    8/5/2016    CHF   69.91
Notenstein La Roche Priva    7.20    2/7/2017    CHF   71.02
DekaBank Deutsche Girozen    5.50   7/22/2016    EUR   72.12
Landesbank Baden-Wuerttem    3.40   9/28/2018    EUR   71.24
Commerzbank AG               6.00   7/22/2016    EUR   69.97
Commerzbank AG               5.00   7/22/2016    EUR   73.15
DZ Bank AG Deutsche Zentr    6.90   6/20/2016    EUR   52.81
Vontobel Financial Produc    7.50   8/26/2016    EUR   57.29
Bank Julius Baer & Co Ltd   12.30   8/18/2016    CHF   71.75
Bank Julius Baer & Co Ltd   12.20   8/18/2016    USD   52.25
DZ Bank AG Deutsche Zentr   11.00   9/23/2016    EUR   54.78
DZ Bank AG Deutsche Zentr    6.50   9/23/2016    EUR   64.03
DZ Bank AG Deutsche Zentr    6.50   9/23/2016    EUR   62.50
DZ Bank AG Deutsche Zentr    8.00   8/26/2016    EUR   71.19
DZ Bank AG Deutsche Zentr   12.50   8/26/2016    EUR   72.87
DZ Bank AG Deutsche Zentr    7.50   8/26/2016    EUR   61.39
Notenstein La Roche Priva    8.02   8/11/2017    EUR   68.34
Credit Suisse AG/London      8.00   8/22/2016    USD   72.63
Vontobel Financial Produc    7.35  12/23/2016    EUR   75.44
Vontobel Financial Produc    5.30  12/23/2016    EUR   68.97
Vontobel Financial Produc    4.30  12/23/2016    EUR   70.99
Vontobel Financial Produc    6.15  12/23/2016    EUR   57.71
Vontobel Financial Produc    5.35  12/23/2016    EUR   73.29
Vontobel Financial Produc    7.75  12/23/2016    EUR   69.02
Vontobel Financial Produc    6.15   8/26/2016    EUR   63.67
Vontobel Financial Produc   11.00   9/23/2016    EUR   68.52
Vontobel Financial Produc   12.50  12/23/2016    EUR   67.52
Vontobel Financial Produc    9.50  12/23/2016    EUR   70.36
Landesbank Baden-Wuerttem    3.43   8/26/2016    EUR   65.42
Credit Suisse AG/London      8.00   8/19/2016    USD   67.23
Vontobel Financial Produc    7.60   6/24/2016    EUR   68.40
Vontobel Financial Produc   12.25   9/23/2016    EUR   61.31
DZ Bank AG Deutsche Zentr    3.45   8/25/2017    EUR   70.19
Goldman Sachs & Co Wertpa    9.00   3/22/2017    EUR   57.77
Goldman Sachs & Co Wertpa    9.00   3/22/2017    EUR   57.77
Goldman Sachs & Co Wertpa    9.00   6/21/2017    EUR   59.89
Goldman Sachs & Co Wertpa    9.00   6/21/2017    EUR   59.89
Goldman Sachs & Co Wertpa    5.00   7/20/2016    EUR   71.34
Goldman Sachs & Co Wertpa    9.00   7/20/2016    EUR   71.89
Goldman Sachs & Co Wertpa    4.00   8/24/2016    EUR   71.53
Goldman Sachs & Co Wertpa    4.00   9/21/2016    EUR   71.72
Goldman Sachs & Co Wertpa    8.00   9/21/2016    EUR   72.96
Goldman Sachs & Co Wertpa    6.00  12/21/2016    EUR   73.22
Goldman Sachs & Co Wertpa    4.00   3/22/2017    EUR   72.41
Goldman Sachs & Co Wertpa    6.00   3/22/2017    EUR   74.03
Goldman Sachs & Co Wertpa    7.00   3/22/2017    EUR   74.83
Goldman Sachs & Co Wertpa    7.00   3/22/2017    EUR   74.83
Goldman Sachs & Co Wertpa    4.00   6/21/2017    EUR   71.53
Goldman Sachs & Co Wertpa    8.00   6/21/2017    EUR   75.75
Goldman Sachs & Co Wertpa   11.00   6/22/2016    EUR   71.87
Goldman Sachs & Co Wertpa   11.00   6/22/2016    EUR   71.87
Goldman Sachs & Co Wertpa    3.00   3/22/2017    EUR   72.33
Vontobel Financial Produc    8.00   6/24/2016    EUR   74.79
Vontobel Financial Produc    8.10  12/23/2016    EUR   73.56
Commerzbank AG               8.75   6/23/2016    EUR   52.59
Commerzbank AG               4.50    9/9/2016    EUR   72.05
Goldman Sachs & Co Wertpa   18.00   8/24/2016    EUR   49.33
Goldman Sachs & Co Wertpa   21.00   8/24/2016    EUR   47.65
Goldman Sachs & Co Wertpa   22.00   8/24/2016    EUR   61.73
Goldman Sachs & Co Wertpa   17.00  12/21/2016    EUR   66.09
Goldman Sachs & Co Wertpa    7.00   3/22/2017    EUR   75.47
Vontobel Financial Produc    6.20   8/26/2016    EUR   65.11
Vontobel Financial Produc    6.20   8/26/2016    EUR   65.04
Commerzbank AG               9.00   6/23/2016    EUR   64.37
Commerzbank AG               9.50   6/23/2016    EUR   63.77
Commerzbank AG               9.50   6/23/2016    EUR   73.33
Commerzbank AG              10.75   6/23/2016    EUR   71.98
Commerzbank AG               9.50   6/23/2016    EUR   71.32
Commerzbank AG              10.50   6/23/2016    EUR   70.00
Commerzbank AG              13.25   6/23/2016    EUR   60.94
Commerzbank AG              13.50   6/23/2016    EUR   60.37
Commerzbank AG               9.75   6/23/2016    EUR   71.86
Commerzbank AG              10.25   6/23/2016    EUR   71.19
Commerzbank AG              11.00   6/23/2016    EUR   70.18
Leonteq Securities AG        9.40   8/17/2016    EUR   68.60
DekaBank Deutsche Girozen    4.75   1/20/2017    EUR   69.73
Vontobel Financial Produc    8.50   8/26/2016    EUR   72.02
Commerzbank AG               5.50   7/22/2016    EUR   59.31
Commerzbank AG              11.00   7/22/2016    EUR   69.18
Commerzbank AG               6.00   7/22/2016    EUR   72.58
DZ Bank AG Deutsche Zentr    6.40   9/19/2016    EUR   54.38
Vontobel Financial Produc    7.50   8/26/2016    EUR   72.75
Landesbank Baden-Wuerttem    3.60  12/23/2016    EUR   76.85
DZ Bank AG Deutsche Zentr    6.75   8/26/2016    EUR   59.73
Vontobel Financial Produc    7.00   8/26/2016    EUR   74.54
Notenstein La Roche Priva    7.00   8/11/2017    CHF   67.52
HSBC Trinkaus & Burkhardt    3.65   9/16/2016    EUR   61.35
Vontobel Financial Produc    6.40  12/23/2016    EUR   67.18
Vontobel Financial Produc    8.05  12/23/2016    EUR   55.41
Vontobel Financial Produc    4.45  12/23/2016    EUR   60.59
Vontobel Financial Produc   13.35   6/24/2016    EUR   65.93
Vontobel Financial Produc   14.80   9/23/2016    EUR   65.10
Vontobel Financial Produc    6.50  12/23/2016    EUR   73.81
Credit Suisse AG/London      7.00   2/20/2017    CHF   73.09
Vontobel Financial Produc    6.60   9/23/2016    EUR   69.84
Vontobel Financial Produc    9.20   9/23/2016    EUR   65.11
Goldman Sachs & Co Wertpa   11.00   8/24/2016    EUR   53.35
Goldman Sachs & Co Wertpa   11.00   8/24/2016    EUR   53.35
Goldman Sachs & Co Wertpa   11.00   9/21/2016    EUR   54.16
Goldman Sachs & Co Wertpa    9.00   3/22/2017    EUR   57.77
Goldman Sachs & Co Wertpa    9.00   6/21/2017    EUR   59.89
Goldman Sachs & Co Wertpa    3.00   6/22/2016    EUR   70.83
Goldman Sachs & Co Wertpa    8.00   7/20/2016    EUR   71.75
Goldman Sachs & Co Wertpa    8.00   8/24/2016    EUR   72.46
Goldman Sachs & Co Wertpa    9.00   8/24/2016    EUR   72.69
Goldman Sachs & Co Wertpa    9.00   9/21/2016    EUR   73.27
Goldman Sachs & Co Wertpa    3.00  12/21/2016    EUR   71.55
Goldman Sachs & Co Wertpa    6.00  12/21/2016    EUR   73.22
Goldman Sachs & Co Wertpa    7.00  12/21/2016    EUR   73.78
Goldman Sachs & Co Wertpa    5.00   3/22/2017    EUR   73.22
Goldman Sachs & Co Wertpa    6.00   3/22/2017    EUR   74.03
Goldman Sachs & Co Wertpa    5.00   6/21/2017    EUR   72.58
Goldman Sachs & Co Wertpa    6.00   6/21/2017    EUR   73.64
Goldman Sachs & Co Wertpa   10.00   9/21/2016    EUR   73.98
Vontobel Financial Produc   10.00  12/23/2016    EUR   71.44
Commerzbank AG               5.25   6/23/2016    EUR   58.93
Commerzbank AG               7.00   6/23/2016    EUR   55.56
Commerzbank AG              11.00   6/23/2016    EUR   50.05
Commerzbank AG              13.25   6/23/2016    EUR   47.70
Leonteq Securities AG       16.20  11/21/2016    CHF   50.64
Banque Cantonale Vaudoise    6.75   8/12/2016    CHF   74.31
Vontobel Financial Produc   10.00   9/23/2016    EUR   60.47
Goldman Sachs & Co Wertpa   23.00   7/20/2016    EUR   45.87
Goldman Sachs & Co Wertpa   10.00   3/22/2017    EUR   73.02
Bank Julius Baer & Co Ltd   10.00   8/12/2016    EUR   63.55
Vontobel Financial Produc    5.35  12/16/2016    EUR   68.95
Commerzbank AG              10.00   6/23/2016    EUR   63.19
Commerzbank AG              10.00   6/23/2016    EUR   72.64
Commerzbank AG               9.75   6/23/2016    EUR   53.87
Commerzbank AG              10.25   6/23/2016    EUR   53.36
Commerzbank AG              10.75   6/23/2016    EUR   52.88
Commerzbank AG              10.00   6/23/2016    EUR   70.65
Commerzbank AG              12.75   6/23/2016    EUR   61.51
Commerzbank AG               8.00   6/23/2016    EUR   75.86
Commerzbank AG              10.25   6/23/2016    EUR   63.33
Commerzbank AG              10.75   6/23/2016    EUR   62.74
Commerzbank AG              11.25   6/23/2016    EUR   62.16
Commerzbank AG               9.25   6/23/2016    EUR   72.54
Commerzbank AG              10.50   6/23/2016    EUR   70.84
Commerzbank AG              11.50   6/23/2016    EUR   69.52
Leonteq Securities AG        6.77   8/17/2017    CHF   60.47
DZ Bank AG Deutsche Zentr    5.00   6/24/2016    EUR   66.13
DZ Bank AG Deutsche Zentr    5.75  12/23/2016    EUR   66.84
DZ Bank AG Deutsche Zentr    4.70   8/24/2016    EUR   59.56
DZ Bank AG Deutsche Zentr    5.75  12/23/2016    EUR   58.44
DZ Bank AG Deutsche Zentr    5.75   6/24/2016    EUR   67.60
Vontobel Financial Produc   17.80   9/16/2016    EUR   62.40
UniCredit Bank AG            5.00  12/22/2016    EUR   61.55
UniCredit Bank AG            4.00  12/22/2016    EUR   68.33
UniCredit Bank AG            5.50  12/22/2016    EUR   60.72
UniCredit Bank AG            4.00  12/22/2016    EUR   63.33
Vontobel Financial Produc   11.10   6/24/2016    EUR   65.41
Vontobel Financial Produc    5.35   7/22/2016    EUR   74.70
UniCredit Bank AG            4.00  12/22/2016    EUR   59.09
Vontobel Financial Produc    7.15   9/23/2016    EUR   75.65
Vontobel Financial Produc    8.30   6/24/2016    EUR   74.08
UniCredit Bank AG            4.75  12/22/2016    EUR   61.72
UniCredit Bank AG            5.00  12/22/2016    EUR   57.41
Vontobel Financial Produc    9.85   7/22/2016    EUR   71.91
UniCredit Bank AG            4.50  12/22/2016    EUR   63.77
UniCredit Bank AG            4.75  12/22/2016    EUR   57.81
DZ Bank AG Deutsche Zentr    5.30   9/19/2016    EUR   72.45
DZ Bank AG Deutsche Zentr    7.75   6/20/2016    EUR   63.15
DZ Bank AG Deutsche Zentr    7.25   9/19/2016    EUR   64.88
DZ Bank AG Deutsche Zentr    9.50   6/20/2016    EUR   68.09
UBS AG                       4.50   9/23/2016    EUR   73.89
UBS AG                      15.50   6/24/2016    EUR   68.68
Vontobel Financial Produc    9.25   6/24/2016    EUR   66.87
Vontobel Financial Produc    9.25   6/24/2016    EUR   73.26
Vontobel Financial Produc    8.05   9/23/2016    EUR   73.93
Vontobel Financial Produc    6.75   6/24/2016    EUR   70.61
Vontobel Financial Produc    4.55   6/24/2016    EUR   74.84
Vontobel Financial Produc    8.05   9/23/2016    EUR   68.75
Vontobel Financial Produc    6.05   9/23/2016    EUR   71.89
Vontobel Financial Produc    8.80   7/22/2016    EUR   72.68
Vontobel Financial Produc   10.15   7/22/2016    EUR   70.83
Vontobel Financial Produc    7.35   9/23/2016    EUR   52.40
Vontobel Financial Produc    6.20   6/24/2016    EUR   52.83
BNP Paribas Emissions- un    4.00  12/22/2016    EUR   57.25
BNP Paribas Emissions- un    6.50  12/22/2016    EUR   61.15
BNP Paribas Emissions- un   11.00  12/22/2016    EUR   54.49
BNP Paribas Emissions- un    4.50   6/23/2016    EUR   62.71
BNP Paribas Emissions- un    7.50   6/23/2016    EUR   58.08
BNP Paribas Emissions- un   15.00   6/23/2016    EUR   49.22
BNP Paribas Emissions- un    4.50   9/22/2016    EUR   63.81
BNP Paribas Emissions- un    8.00   9/22/2016    EUR   57.00
BNP Paribas Emissions- un    4.50  12/22/2016    EUR   64.67
BNP Paribas Emissions- un   15.00   6/23/2016    EUR   68.57
BNP Paribas Emissions- un    6.00   6/23/2016    EUR   74.98
BNP Paribas Emissions- un    7.50   6/23/2016    EUR   70.69
BNP Paribas Emissions- un   10.00   6/23/2016    EUR   66.93
BNP Paribas Emissions- un   16.00   6/23/2016    EUR   60.64
BNP Paribas Emissions- un    5.00   9/22/2016    EUR   75.72
BNP Paribas Emissions- un   11.00   9/22/2016    EUR   66.26
BNP Paribas Emissions- un    5.00  12/22/2016    EUR   75.87
BNP Paribas Emissions- un    8.00  12/22/2016    EUR   70.35
BNP Paribas Emissions- un   12.00   6/23/2016    EUR   73.10
BNP Paribas Emissions- un    7.00   6/23/2016    EUR   73.45
BNP Paribas Emissions- un   10.00   9/22/2016    EUR   71.01
BNP Paribas Emissions- un    7.00  12/22/2016    EUR   74.67
BNP Paribas Emissions- un    6.00   6/23/2016    EUR   60.05
BNP Paribas Emissions- un    6.00   9/22/2016    EUR   61.52
BNP Paribas Emissions- un    6.00  12/22/2016    EUR   62.75
BNP Paribas Emissions- un   10.00  12/22/2016    EUR   55.38
BNP Paribas Emissions- un   10.00   9/22/2016    EUR   74.21
BNP Paribas Emissions- un   11.00   9/22/2016    EUR   72.74
BNP Paribas Emissions- un   12.00   9/22/2016    EUR   71.35
BNP Paribas Emissions- un    9.50  12/22/2016    EUR   74.34
BNP Paribas Emissions- un    9.00   9/22/2016    EUR   66.61
BNP Paribas Emissions- un    9.00  12/22/2016    EUR   68.80
BNP Paribas Emissions- un   13.00   6/23/2016    EUR   68.70
BNP Paribas Emissions- un    8.00   6/23/2016    EUR   73.39
BNP Paribas Emissions- un   12.00   9/22/2016    EUR   65.69
BNP Paribas Emissions- un    7.00  12/22/2016    EUR   75.93
BNP Paribas Emissions- un    8.50   6/23/2016    EUR   70.68
BNP Paribas Emissions- un    8.00   9/22/2016    EUR   71.00
BNP Paribas Emissions- un    8.50   9/22/2016    EUR   69.57
BNP Paribas Emissions- un    7.00  12/22/2016    EUR   72.37
BNP Paribas Emissions- un    8.00   9/22/2016    EUR   73.07
BNP Paribas Emissions- un   11.00  12/22/2016    EUR   68.24
BNP Paribas Emissions- un    6.50   9/22/2016    EUR   62.27
BNP Paribas Emissions- un   10.00   9/22/2016    EUR   57.35
BNP Paribas Emissions- un    9.00  12/22/2016    EUR   59.22
BNP Paribas Emissions- un   15.00   6/23/2016    EUR   71.38
BNP Paribas Emissions- un   13.00   9/22/2016    EUR   72.96
BNP Paribas Emissions- un   16.00   6/23/2016    EUR   60.92
BNP Paribas Emissions- un   10.00   9/22/2016    EUR   69.81
BNP Paribas Emissions- un   12.00   9/22/2016    EUR   66.99
BNP Paribas Emissions- un    9.50   6/23/2016    EUR   74.25
BNP Paribas Emissions- un    7.00  12/22/2016    EUR   73.94
BNP Paribas Emissions- un   10.00   6/23/2016    EUR   74.12
BNP Paribas Emissions- un    9.00  12/22/2016    EUR   74.72
UniCredit Bank AG            4.00  12/22/2016    EUR   72.63
UniCredit Bank AG            4.00  12/22/2016    EUR   69.39
UniCredit Bank AG            4.00  12/22/2016    EUR   70.85
UniCredit Bank AG            4.00  12/22/2016    EUR   74.14
Zurcher Kantonalbank Fina    7.02   8/12/2016    CHF   57.66
Credit Suisse AG/Nassau      6.00   2/14/2017    CHF   71.59
Credit Suisse AG/London      6.00   8/12/2016    CHF   70.68
Landesbank Baden-Wuerttem    4.50   9/23/2016    EUR   70.60
Vontobel Financial Produc   10.70   6/24/2016    EUR   68.58
Vontobel Financial Produc    9.45   9/23/2016    EUR   69.78
Vontobel Financial Produc    5.35   9/23/2016    EUR   76.56
Vontobel Financial Produc    7.75   6/24/2016    EUR   61.60
Goldman Sachs & Co Wertpa   11.00   8/24/2016    EUR   63.76
Goldman Sachs & Co Wertpa   11.00   9/21/2016    EUR   64.50
Goldman Sachs & Co Wertpa    7.00   7/20/2016    EUR   71.62
Goldman Sachs & Co Wertpa    7.00   8/24/2016    EUR   72.23
Goldman Sachs & Co Wertpa    3.00   9/21/2016    EUR   71.41
Goldman Sachs & Co Wertpa    8.00   3/22/2017    EUR   75.64
Goldman Sachs & Co Wertpa    8.00   3/22/2017    EUR   75.64
Goldman Sachs & Co Wertpa   11.00   7/20/2016    EUR   72.62
Goldman Sachs & Co Wertpa    6.00   3/22/2017    EUR   74.70
Vontobel Financial Produc    9.10   9/23/2016    EUR #N/A N/A
Goldman Sachs & Co Wertpa   23.00   7/20/2016    EUR   71.29
Goldman Sachs & Co Wertpa   21.00   8/24/2016    EUR   73.05
Goldman Sachs & Co Wertpa   16.00   6/22/2016    EUR   66.21
Goldman Sachs & Co Wertpa   15.00   7/20/2016    EUR   67.34
Goldman Sachs & Co Wertpa   19.00   8/24/2016    EUR   65.07
Goldman Sachs & Co Wertpa   18.00   9/21/2016    EUR   66.21
Goldman Sachs & Co Wertpa    9.00  12/21/2016    EUR   75.28
Goldman Sachs & Co Wertpa    6.00  12/21/2016    EUR   76.37
Goldman Sachs & Co Wertpa    7.00  12/21/2016    EUR   73.21
Goldman Sachs & Co Wertpa   24.00   6/22/2016    EUR   71.60
Goldman Sachs & Co Wertpa   21.00   8/24/2016    EUR   75.00
Goldman Sachs & Co Wertpa   19.00   9/21/2016    EUR   75.88
Leonteq Securities AG        8.01   8/10/2016    EUR   71.78
Goldman Sachs & Co Wertpa    9.00   6/22/2016    EUR   66.57
Goldman Sachs & Co Wertpa   15.00   7/20/2016    EUR   58.77
Goldman Sachs & Co Wertpa   10.00   9/21/2016    EUR   65.74
Goldman Sachs & Co Wertpa   15.00   9/21/2016    EUR   58.80
Goldman Sachs & Co Wertpa   10.00   6/21/2017    EUR   68.48
Goldman Sachs & Co Wertpa    7.00  12/21/2016    EUR   69.60
Goldman Sachs & Co Wertpa    9.00  12/21/2016    EUR   70.82
Goldman Sachs & Co Wertpa    7.00   3/22/2017    EUR   71.12
Goldman Sachs & Co Wertpa    8.00   3/22/2017    EUR   71.92
Goldman Sachs & Co Wertpa    7.00   6/21/2017    EUR   71.42
Goldman Sachs & Co Wertpa    8.00   6/21/2017    EUR   72.49
Goldman Sachs & Co Wertpa    8.00   6/21/2017    EUR   72.56
Goldman Sachs & Co Wertpa    7.00   7/20/2016    EUR   71.62
Goldman Sachs & Co Wertpa    6.00  12/21/2016    EUR   73.31
Goldman Sachs & Co Wertpa    6.00   3/22/2017    EUR   74.36
Goldman Sachs & Co Wertpa    5.00   6/21/2017    EUR   72.51
Goldman Sachs & Co Wertpa    4.00   6/22/2016    EUR   58.29
Goldman Sachs & Co Wertpa    4.00   7/20/2016    EUR   58.58
Goldman Sachs & Co Wertpa    5.00   7/20/2016    EUR   58.72
Goldman Sachs & Co Wertpa    6.00  12/21/2016    EUR   61.17
Goldman Sachs & Co Wertpa    9.00  12/21/2016    EUR   62.84
Goldman Sachs & Co Wertpa    8.00   3/22/2017    EUR   64.02
Goldman Sachs & Co Wertpa    8.00   3/22/2017    EUR   64.01
Goldman Sachs & Co Wertpa    8.00   3/22/2017    EUR   64.02
Goldman Sachs & Co Wertpa    8.00   6/21/2017    EUR   65.73
Goldman Sachs & Co Wertpa    5.00   6/22/2016    EUR   63.17
Goldman Sachs & Co Wertpa    8.00   6/22/2016    EUR   63.35
Goldman Sachs & Co Wertpa   11.00   6/22/2016    EUR   63.53
Goldman Sachs & Co Wertpa   10.00   7/20/2016    EUR   64.23
Goldman Sachs & Co Wertpa    6.00   9/21/2016    EUR   64.63
Goldman Sachs & Co Wertpa    8.00   9/21/2016    EUR   65.23
Goldman Sachs & Co Wertpa    6.00  12/21/2016    EUR   65.77
Goldman Sachs & Co Wertpa    8.00  12/21/2016    EUR   66.88
Goldman Sachs & Co Wertpa    5.00   3/22/2017    EUR   65.95
Goldman Sachs & Co Wertpa    6.00   3/22/2017    EUR   66.76
Goldman Sachs & Co Wertpa    8.00   3/22/2017    EUR   68.37
Goldman Sachs & Co Wertpa    8.00   3/22/2017    EUR   68.37
Goldman Sachs & Co Wertpa    7.00   6/21/2017    EUR   67.59
Goldman Sachs & Co Wertpa    7.00   6/21/2017    EUR   67.59
Goldman Sachs & Co Wertpa    8.00   6/21/2017    EUR   68.65
Goldman Sachs & Co Wertpa    8.00   6/21/2017    EUR   68.65
Goldman Sachs & Co Wertpa    8.00   7/20/2016    EUR   65.45
Goldman Sachs & Co Wertpa   11.00   7/20/2016    EUR   65.86
Goldman Sachs & Co Wertpa    4.00   9/21/2016    EUR   65.50
Goldman Sachs & Co Wertpa    7.00   9/21/2016    EUR   66.42
Goldman Sachs & Co Wertpa   10.00   9/21/2016    EUR   67.35
Goldman Sachs & Co Wertpa    8.00  12/21/2016    EUR   68.56
Goldman Sachs & Co Wertpa    9.00  12/21/2016    EUR   69.12
Goldman Sachs & Co Wertpa    9.00  12/21/2016    EUR   69.12
Goldman Sachs & Co Wertpa    7.00   3/22/2017    EUR   69.48
Goldman Sachs & Co Wertpa    8.00   3/22/2017    EUR   70.29
Goldman Sachs & Co Wertpa    5.00   6/21/2017    EUR   68.25
UBS AG/London                7.00   6/24/2016    CHF   55.63
Vontobel Financial Produc   12.55  12/23/2016    EUR   69.17
Vontobel Financial Produc   14.45  12/23/2016    EUR   69.39
Vontobel Financial Produc    8.90   9/23/2016    EUR   69.26
Vontobel Financial Produc    4.85  12/23/2016    EUR   55.31
Deutsche Bank AG             4.50   6/21/2016    EUR   61.30
Deutsche Bank AG             6.50  12/20/2016    EUR   64.40
Deutsche Bank AG             6.50   9/20/2016    EUR   69.50
Deutsche Bank AG             4.50   6/21/2016    EUR   60.30
Deutsche Bank AG             6.50   6/21/2016    EUR   55.00
Deutsche Bank AG             4.50   9/20/2016    EUR   66.20
Vontobel Financial Produc    6.50   7/22/2016    EUR   55.16
Deutsche Bank AG             8.20   9/20/2016    EUR   63.40
Deutsche Bank AG             8.20  12/20/2016    EUR   65.30
DZ Bank AG Deutsche Zentr    7.50   8/26/2016    EUR   88.51
DZ Bank AG Deutsche Zentr   16.00   8/26/2016    EUR   54.48
Credit Suisse AG/Nassau      7.00   8/25/2016    CHF   53.64
Deutsche Bank AG             4.50   6/22/2016    EUR   72.60
Deutsche Bank AG             6.50   6/22/2016    EUR   72.80
Deutsche Bank AG             4.50   9/20/2016    EUR   73.70
DZ Bank AG Deutsche Zentr    5.80   9/19/2016    EUR   64.28
DZ Bank AG Deutsche Zentr    7.30  12/19/2016    EUR   62.64
DZ Bank AG Deutsche Zentr    6.50  12/19/2016    EUR   69.27
Deutsche Bank AG             6.50   6/21/2016    EUR   73.80
Deutsche Bank AG             4.50   9/20/2016    EUR   74.70
Commerzbank AG               9.00   8/25/2016    EUR   75.05
Deutsche Bank AG             4.50  12/20/2016    EUR   73.50
Deutsche Bank AG             6.50  12/20/2016    EUR   74.60
Vontobel Financial Produc   14.75   6/24/2016    EUR   71.55
Vontobel Financial Produc    4.10   6/24/2016    EUR   71.42
Commerzbank AG               8.00   6/23/2016    EUR   73.16
Commerzbank AG               8.00   6/23/2016    EUR   60.59
Commerzbank AG               9.00   8/25/2016    EUR   58.94
Landesbank Baden-Wuerttem    4.40   9/23/2016    EUR   72.42
Vontobel Financial Produc    8.00   9/23/2016    EUR   65.62
WGZ-Bank AG Westdeutsche     3.25   9/27/2016    EUR   71.72
WGZ-Bank AG Westdeutsche     5.00   9/27/2016    EUR   66.76
Bank Julius Baer & Co Ltd    8.90   6/30/2016    USD   58.35
Vontobel Financial Produc    7.10   6/24/2016    EUR   67.63
Leonteq Securities AG        5.00    9/4/2018    CHF   58.61
Leonteq Securities AG        9.00   12/8/2016    CHF   61.67
DZ Bank AG Deutsche Zentr    5.75   6/20/2016    EUR   58.77
HSBC Trinkaus & Burkhardt    8.90   9/23/2016    EUR   60.94
HSBC Trinkaus & Burkhardt    7.00  12/23/2016    EUR   64.10
HSBC Trinkaus & Burkhardt    7.70   5/27/2016    EUR   55.66
HSBC Trinkaus & Burkhardt    9.60   9/23/2016    EUR   72.04
Commerzbank AG               8.50   8/25/2016    EUR   70.24
Commerzbank AG               5.50   8/25/2016    EUR   65.12
Commerzbank AG               6.50   8/25/2016    EUR   63.30
HSBC Trinkaus & Burkhardt   11.80   5/27/2016    EUR   73.54
Commerzbank AG               8.00   8/25/2016    EUR   61.12
Commerzbank AG               9.25   8/25/2016    EUR   59.63
HSBC Trinkaus & Burkhardt   12.40   5/27/2016    EUR   71.99
HSBC Trinkaus & Burkhardt    6.00   6/24/2016    EUR   55.58
HSBC Trinkaus & Burkhardt    9.70   6/24/2016    EUR   52.48
HSBC Trinkaus & Burkhardt    8.20   6/24/2016    EUR   64.04
Commerzbank AG              10.50   8/25/2016    EUR   67.68
Commerzbank AG               6.75   6/23/2016    EUR   75.44
Commerzbank AG               4.25   6/23/2016    EUR   70.48
Commerzbank AG               5.75   6/23/2016    EUR   67.59
Commerzbank AG               7.25   6/23/2016    EUR   64.94
Commerzbank AG               8.25   6/23/2016    EUR   63.73
Commerzbank AG               7.75   6/23/2016    EUR   72.16
Commerzbank AG               5.75   6/23/2016    EUR   62.14
Commerzbank AG               6.75   6/23/2016    EUR   60.27
Commerzbank AG               7.25   6/23/2016    EUR   59.67
Commerzbank AG               8.75   8/25/2016    EUR   61.17
Commerzbank AG               7.75   6/23/2016    EUR   59.10
Commerzbank AG              10.75   8/25/2016    EUR   58.53
Commerzbank AG               8.25   6/23/2016    EUR   58.55
Commerzbank AG               8.50   6/23/2016    EUR   57.99
Commerzbank AG               5.00   6/23/2016    EUR   73.61
Commerzbank AG               9.25   6/23/2016    EUR   66.50
Commerzbank AG              12.25   8/25/2016    EUR   88.98
Commerzbank AG               7.00   6/23/2016    EUR   75.43
Commerzbank AG               9.75   8/25/2016    EUR   68.30
Commerzbank AG               4.50   6/23/2016    EUR   66.37
Commerzbank AG               4.50   6/23/2016    EUR   68.69
Commerzbank AG               6.75   6/23/2016    EUR   64.55
Commerzbank AG               7.75   6/23/2016    EUR   63.31
Commerzbank AG               8.50   6/23/2016    EUR   62.10
Commerzbank AG               4.50   6/23/2016    EUR   72.80
Commerzbank AG               6.00   6/23/2016    EUR   68.87
Commerzbank AG               6.75   6/23/2016    EUR   67.06
Commerzbank AG               8.75   6/23/2016    EUR   63.77
Commerzbank AG               7.00   6/23/2016    EUR   69.99
Commerzbank AG               7.75   6/23/2016    EUR   68.58
Commerzbank AG               9.50   6/23/2016    EUR   65.88
Goldman Sachs & Co Wertpa   11.00   7/20/2016    EUR   66.29
Goldman Sachs & Co Wertpa    9.00  12/21/2016    EUR   69.48
Vontobel Financial Produc   10.15  12/23/2016    EUR   71.64
Goldman Sachs & Co Wertpa    4.00  12/21/2016    EUR   60.05
Goldman Sachs & Co Wertpa    6.00   3/22/2017    EUR   65.93
Commerzbank AG              15.75   6/23/2016    EUR   59.00
Commerzbank AG               7.50   6/23/2016    EUR   56.77
Commerzbank AG              13.50   6/23/2016    EUR   83.88
Vontobel Financial Produc    6.20    7/6/2016    EUR   73.65
BNP Paribas Emissions- un    5.00   6/23/2016    EUR   67.53
Goldman Sachs & Co Wertpa   23.00   6/22/2016    EUR   58.17
Goldman Sachs & Co Wertpa   16.00  12/21/2016    EUR   65.94
Goldman Sachs & Co Wertpa   16.00   8/24/2016    EUR   68.64
Goldman Sachs & Co Wertpa   23.00   7/20/2016    EUR   69.72
Goldman Sachs & Co Wertpa   19.00   9/21/2016    EUR   72.65
Leonteq Securities AG        8.00  10/13/2016    CHF   74.81
Goldman Sachs & Co Wertpa   20.00   9/21/2016    EUR   72.27
Landesbank Baden-Wuerttem    4.00  12/23/2016    EUR   71.98
Landesbank Baden-Wuerttem    2.50  12/23/2016    EUR   73.35
Landesbank Baden-Wuerttem    3.00  12/23/2016    EUR   73.37
Landesbank Baden-Wuerttem    4.00  12/23/2016    EUR   70.65
Goldman Sachs & Co Wertpa    9.00   9/21/2016    EUR   68.57
Goldman Sachs & Co Wertpa   11.00   9/21/2016    EUR   69.19
Commerzbank AG               6.50   6/23/2016    EUR   61.31
Commerzbank AG               8.25   6/23/2016    EUR   58.88
Commerzbank AG              10.00   6/23/2016    EUR   56.66
Deutsche Bank AG             3.20  11/23/2016    EUR   72.70
Deutsche Bank AG             3.20   7/20/2016    EUR   70.90
Deutsche Bank AG             3.20   9/20/2016    EUR   72.30
Deutsche Bank AG             3.20  12/20/2016    EUR   72.90
Deutsche Bank AG             3.20   9/20/2016    EUR   74.60
Deutsche Bank AG             3.20   8/24/2016    EUR   74.50
Deutsche Bank AG             3.20   8/24/2016    EUR   65.90
Deutsche Bank AG             3.20   7/20/2016    EUR   65.60
Deutsche Bank AG             3.20  11/23/2016    EUR   74.80
Deutsche Bank AG             3.20   7/20/2016    EUR   63.10
Deutsche Bank AG             3.20   8/24/2016    EUR   68.60
Deutsche Bank AG             3.20   9/20/2016    EUR   63.60
HSBC Trinkaus & Burkhardt   12.20   6/24/2016    EUR   68.29
Banque Cantonale Vaudoise    8.25   8/17/2016    EUR   73.86
Vontobel Financial Produc    6.20   8/26/2016    EUR   65.89
Deutsche Bank AG             6.20   9/20/2016    EUR   64.50
Deutsche Bank AG             6.20   9/20/2016    EUR   62.20
Deutsche Bank AG             5.20   3/21/2017    EUR   69.90
Deutsche Bank AG             7.20   3/21/2017    EUR   71.60
Deutsche Bank AG             5.20   3/21/2017    EUR   73.80
Deutsche Bank AG             7.20   3/21/2017    EUR   68.20
Deutsche Bank AG             5.20   3/21/2017    EUR   64.30
Deutsche Bank AG             7.20   3/21/2017    EUR   61.90
Deutsche Bank AG             5.20   3/21/2017    EUR   60.30
Deutsche Bank AG             7.20   3/21/2017    EUR   60.10
Deutsche Bank AG             7.20   3/21/2017    EUR   75.60
Deutsche Bank AG             5.20   3/21/2017    EUR   73.90
Deutsche Bank AG             7.20   3/21/2017    EUR   74.30
Deutsche Bank AG             7.20   3/21/2017    EUR   71.00
Deutsche Bank AG             5.20   3/21/2017    EUR   66.30
Deutsche Bank AG             5.20   6/21/2016    EUR   70.70
Deutsche Bank AG             4.20   6/21/2016    EUR   70.60
Deutsche Bank AG             6.20   6/21/2016    EUR   70.80
Deutsche Bank AG             6.20   9/20/2016    EUR   72.00
Deutsche Bank AG             4.20   9/20/2016    EUR   71.40
Deutsche Bank AG             5.20   9/20/2016    EUR   67.90
Deutsche Bank AG             5.20  12/20/2016    EUR   72.20
Deutsche Bank AG             4.20  12/20/2016    EUR   71.60
Deutsche Bank AG             7.20   7/20/2016    EUR   69.50
Deutsche Bank AG             7.20   8/24/2016    EUR   70.20
Deutsche Bank AG             5.20  10/26/2016    EUR   73.30
Deutsche Bank AG             5.20  10/26/2016    EUR   70.50
Deutsche Bank AG             7.20  10/26/2016    EUR   71.40
Deutsche Bank AG             7.20  10/26/2016    EUR   68.80
Deutsche Bank AG             5.20  11/23/2016    EUR   73.70
Deutsche Bank AG             7.20  11/23/2016    EUR   71.90
Deutsche Bank AG             5.20  11/23/2016    EUR   68.30
Deutsche Bank AG             7.20   7/20/2016    EUR   71.50
Deutsche Bank AG             7.20   8/24/2016    EUR   72.10
Deutsche Bank AG             5.20  10/26/2016    EUR   72.40
Deutsche Bank AG             7.20  11/23/2016    EUR   73.60
Deutsche Bank AG             7.20   7/20/2016    EUR   61.40
Deutsche Bank AG             7.20   7/20/2016    EUR   59.20
Deutsche Bank AG             7.20   7/20/2016    EUR   55.30
Deutsche Bank AG             7.20   8/24/2016    EUR   62.00
Deutsche Bank AG             7.20   8/24/2016    EUR   57.90
Deutsche Bank AG             5.20  10/26/2016    EUR   64.70
Deutsche Bank AG             7.20  10/26/2016    EUR   63.20
Deutsche Bank AG             7.20  10/26/2016    EUR   61.10
Deutsche Bank AG             5.20  10/26/2016    EUR   60.30
Deutsche Bank AG             5.20  10/26/2016    EUR   58.30
Deutsche Bank AG             7.20  10/26/2016    EUR   57.30
Deutsche Bank AG             5.20  11/23/2016    EUR   65.00
Deutsche Bank AG             7.20  11/23/2016    EUR   63.80
Deutsche Bank AG             7.20  11/23/2016    EUR   61.60
Deutsche Bank AG             7.20  11/23/2016    EUR   57.80
Deutsche Bank AG             7.20   7/20/2016    EUR   71.70
Deutsche Bank AG             7.20   8/24/2016    EUR   72.30
Deutsche Bank AG             7.20  11/23/2016    EUR   73.80
Deutsche Bank AG             5.20   7/20/2016    EUR   71.10
Deutsche Bank AG             7.20   7/20/2016    EUR   67.50
Deutsche Bank AG             5.20   7/20/2016    EUR   67.20
Deutsche Bank AG             7.20   8/24/2016    EUR   71.90
Deutsche Bank AG             7.20   8/24/2016    EUR   64.70
Deutsche Bank AG             7.20  10/26/2016    EUR   69.10
Deutsche Bank AG             7.20  10/26/2016    EUR   65.70
Deutsche Bank AG             7.20  11/23/2016    EUR   73.10
Deutsche Bank AG             5.20  11/23/2016    EUR   72.10
Deutsche Bank AG             7.20  11/23/2016    EUR   66.20
Deutsche Bank AG             5.20    7/6/2016    EUR   75.50
DZ Bank AG Deutsche Zentr    8.25   6/20/2016    EUR   60.32
DZ Bank AG Deutsche Zentr    6.50   6/20/2016    EUR   67.92
DZ Bank AG Deutsche Zentr    6.75   9/19/2016    EUR   69.46
Notenstein La Roche Priva    6.34   8/19/2016    CHF   74.28
Vontobel Financial Produc   13.40  12/23/2016    EUR   67.33
Vontobel Financial Produc   10.00  12/23/2016    EUR   66.93
Vontobel Financial Produc    6.35   8/26/2016    EUR   66.95
Vontobel Financial Produc    6.75   8/26/2016    EUR   73.34
DekaBank Deutsche Girozen    5.40   8/12/2016    EUR   72.07
Goldman Sachs & Co Wertpa   11.00   9/21/2016    EUR   59.40
Goldman Sachs & Co Wertpa    8.00   6/22/2016    EUR   71.13
Goldman Sachs & Co Wertpa   13.00   6/22/2016    EUR   71.43
Goldman Sachs & Co Wertpa    5.00   8/24/2016    EUR   71.76
Goldman Sachs & Co Wertpa   13.00   7/20/2016    EUR   72.44
Goldman Sachs & Co Wertpa   11.00   9/21/2016    EUR   73.89
Vontobel Financial Produc   13.95   9/23/2016    EUR   60.41
Landesbank Baden-Wuerttem    5.50   8/26/2016    EUR   73.88
Landesbank Baden-Wuerttem    3.00   8/26/2016    EUR   62.99
Vontobel Financial Produc    5.30   6/24/2016    EUR   70.71
Landesbank Baden-Wuerttem    4.50   8/26/2016    EUR   51.64
Landesbank Baden-Wuerttem    5.00   8/26/2016    EUR   69.62
Landesbank Baden-Wuerttem    5.50   8/26/2016    EUR   71.55
Vontobel Financial Produc   13.30  12/23/2016    EUR   70.13
Vontobel Financial Produc   10.80  12/23/2016    EUR   73.46
Landesbank Baden-Wuerttem    4.70   7/22/2016    EUR   62.66
Goldman Sachs & Co Wertpa    8.00   7/20/2016    EUR   72.44
Goldman Sachs & Co Wertpa   13.00   3/22/2017    EUR   67.50
Goldman Sachs & Co Wertpa   10.00   6/21/2017    EUR   70.42
Goldman Sachs & Co Wertpa   23.00   6/22/2016    EUR   63.71
Goldman Sachs & Co Wertpa   19.00   9/21/2016    EUR   68.35
Goldman Sachs & Co Wertpa   10.00   3/22/2017    EUR   72.83
Goldman Sachs & Co Wertpa   10.00   6/21/2017    EUR   73.54
Goldman Sachs & Co Wertpa    7.00   6/22/2016    EUR   74.84
Goldman Sachs & Co Wertpa    7.00   7/20/2016    EUR   75.47
Goldman Sachs & Co Wertpa   12.00   6/21/2017    EUR   74.14
Goldman Sachs & Co Wertpa    7.00   7/20/2016    EUR   65.94
Goldman Sachs & Co Wertpa    8.00   7/20/2016    EUR   63.58
Goldman Sachs & Co Wertpa    6.00   3/22/2017    EUR   69.18
Goldman Sachs & Co Wertpa   10.00   3/22/2017    EUR   62.09
Goldman Sachs & Co Wertpa    4.00   6/21/2017    EUR   75.28
Goldman Sachs & Co Wertpa    8.00   6/21/2017    EUR   66.04
Goldman Sachs & Co Wertpa   10.00   6/21/2017    EUR   64.51
Vontobel Financial Produc    5.10   12/2/2016    EUR   70.45
Deutsche Bank AG             4.20   9/20/2016    EUR   61.60
Deutsche Bank AG             4.20  12/20/2016    EUR   62.60
Deutsche Bank AG             5.20   3/21/2017    EUR   72.50
Deutsche Bank AG             5.20   3/21/2017    EUR   66.50
Deutsche Bank AG             7.20   3/21/2017    EUR   66.00
Deutsche Bank AG             7.20   3/21/2017    EUR   63.90
Deutsche Bank AG             5.20   3/21/2017    EUR   62.20
Deutsche Bank AG             5.20   3/21/2017    EUR   58.50
Deutsche Bank AG             5.20   3/21/2017    EUR   72.60
Deutsche Bank AG             5.20   3/21/2017    EUR   69.40
Deutsche Bank AG             7.20   3/21/2017    EUR   67.90
Deutsche Bank AG             5.20   6/21/2016    EUR   66.80
Deutsche Bank AG             6.20   6/21/2016    EUR   66.90
Deutsche Bank AG             5.20   9/20/2016    EUR   71.70
Deutsche Bank AG             6.20   9/20/2016    EUR   68.20
Deutsche Bank AG             6.20  12/20/2016    EUR   72.80
Deutsche Bank AG             5.20  12/20/2016    EUR   68.70
Deutsche Bank AG             6.20  12/20/2016    EUR   69.30
Deutsche Bank AG             7.20   7/20/2016    EUR   72.40
Deutsche Bank AG             7.20   7/20/2016    EUR   66.90
Deutsche Bank AG             7.20   8/24/2016    EUR   73.00
Deutsche Bank AG             7.20   8/24/2016    EUR   67.60
Deutsche Bank AG             5.20  10/26/2016    EUR   67.90
Deutsche Bank AG             5.20  11/23/2016    EUR   70.90
Deutsche Bank AG             7.20  11/23/2016    EUR   69.30
Deutsche Bank AG             7.20  10/26/2016    EUR   73.20
Deutsche Bank AG             5.20  11/23/2016    EUR   72.70
Deutsche Bank AG             7.20   7/20/2016    EUR   63.70
Deutsche Bank AG             7.20   7/20/2016    EUR   57.20
Deutsche Bank AG             7.20   8/24/2016    EUR   64.30
Deutsche Bank AG             7.20   8/24/2016    EUR   59.90
Deutsche Bank AG             7.20   8/24/2016    EUR   56.00
Deutsche Bank AG             7.20  10/26/2016    EUR   65.50
Deutsche Bank AG             5.20  10/26/2016    EUR   62.40
Deutsche Bank AG             7.20  10/26/2016    EUR   59.10
Deutsche Bank AG             5.20  10/26/2016    EUR   56.40
Deutsche Bank AG             7.20  11/23/2016    EUR   66.00
Deutsche Bank AG             5.20  11/23/2016    EUR   62.80
Deutsche Bank AG             5.20  11/23/2016    EUR   60.70
Deutsche Bank AG             5.20  11/23/2016    EUR   58.70
Deutsche Bank AG             7.20  11/23/2016    EUR   59.60
Deutsche Bank AG             5.20  11/23/2016    EUR   56.80
Deutsche Bank AG             5.20   7/20/2016    EUR   71.40
Deutsche Bank AG             5.20   8/24/2016    EUR   71.90
Deutsche Bank AG             5.20  10/26/2016    EUR   72.50
Deutsche Bank AG             7.20  10/26/2016    EUR   73.40
Deutsche Bank AG             5.20  11/23/2016    EUR   72.80
Deutsche Bank AG             7.20   7/20/2016    EUR   71.40
Deutsche Bank AG             7.20   7/20/2016    EUR   64.00
Deutsche Bank AG             5.20   8/24/2016    EUR   71.50
Deutsche Bank AG             7.20   8/24/2016    EUR   68.10
Deutsche Bank AG             5.20   8/24/2016    EUR   67.60
Deutsche Bank AG             5.20  10/26/2016    EUR   71.90
Deutsche Bank AG             7.20  10/26/2016    EUR   72.80
Deutsche Bank AG             5.20  10/26/2016    EUR   68.30
Deutsche Bank AG             5.20  10/26/2016    EUR   64.90
Deutsche Bank AG             5.20  11/23/2016    EUR   68.50
Deutsche Bank AG             7.20  11/23/2016    EUR   69.50
Deutsche Bank AG             5.20  11/23/2016    EUR   65.20
DZ Bank AG Deutsche Zentr    7.60   9/19/2016    EUR   69.37
DZ Bank AG Deutsche Zentr   12.00   6/20/2016    EUR   67.31
DZ Bank AG Deutsche Zentr    6.00   9/19/2016    EUR   69.23
Vontobel Financial Produc    5.00  12/23/2016    EUR   65.29
Vontobel Financial Produc    7.20   7/22/2016    EUR   66.84
Vontobel Financial Produc    7.60  12/23/2016    EUR   71.33
DZ Bank AG Deutsche Zentr    4.90   6/20/2016    EUR   63.13
DZ Bank AG Deutsche Zentr    5.60   9/19/2016    EUR   76.30
Goldman Sachs & Co Wertpa    4.00   6/22/2016    EUR   70.89
Goldman Sachs & Co Wertpa    8.00   6/22/2016    EUR   71.13
Goldman Sachs & Co Wertpa   12.00   8/24/2016    EUR   73.39
Goldman Sachs & Co Wertpa   11.00   9/21/2016    EUR   73.89
Goldman Sachs & Co Wertpa    8.00  12/21/2016    EUR   74.34
Goldman Sachs & Co Wertpa    5.00  12/21/2016    EUR   72.66
Goldman Sachs & Co Wertpa    8.00  12/21/2016    EUR   74.34
Goldman Sachs & Co Wertpa    7.00  12/21/2016    EUR   69.56
Vontobel Financial Produc    6.00  12/23/2016    EUR   70.80
Vontobel Financial Produc   10.00  12/23/2016    EUR   64.56
Vontobel Financial Produc   11.70  12/23/2016    EUR   62.64
Landesbank Baden-Wuerttem    4.50   8/26/2016    EUR   75.45
Landesbank Baden-Wuerttem    5.50   8/26/2016    EUR   73.95
Landesbank Baden-Wuerttem    3.00   8/26/2016    EUR   72.80
Landesbank Baden-Wuerttem    4.00   8/26/2016    EUR   70.36
Landesbank Baden-Wuerttem    5.00   8/26/2016    EUR   68.43
Landesbank Baden-Wuerttem    6.00   8/26/2016    EUR   66.76
DekaBank Deutsche Girozen    5.40   8/12/2016    EUR   72.96
Landesbank Baden-Wuerttem    3.50   8/26/2016    EUR   76.99
Landesbank Baden-Wuerttem    4.00   8/26/2016    EUR   60.49
Landesbank Baden-Wuerttem    5.00   8/26/2016    EUR   58.83
Landesbank Baden-Wuerttem    6.00   8/26/2016    EUR   57.28
Landesbank Baden-Wuerttem    2.50   8/26/2016    EUR   54.06
Landesbank Baden-Wuerttem    3.00   8/26/2016    EUR   74.07
Landesbank Baden-Wuerttem    4.00   8/26/2016    EUR   71.77
Landesbank Baden-Wuerttem    6.50   8/26/2016    EUR   74.98
UBS AG/London                8.25   8/19/2016    CHF   28.04
Leonteq Securities AG       10.60    7/6/2016    CHF   63.51
Vontobel Financial Produc   21.40   9/23/2016    EUR   63.57
Vontobel Financial Produc   15.45  12/23/2016    EUR   68.34
Vontobel Financial Produc   13.00   9/23/2016    EUR   71.63
Vontobel Financial Produc   15.60   9/23/2016    EUR   69.27
Bank Julius Baer & Co Ltd   10.70    7/1/2016    CHF   65.80
Leonteq Securities AG       18.00  11/28/2016    CHF   65.35
UBS AG                       5.00   6/24/2016    EUR   66.60
Goldman Sachs & Co Wertpa   17.00   9/21/2016    EUR   62.22
Goldman Sachs & Co Wertpa    8.00   6/21/2017    EUR   72.69
Goldman Sachs & Co Wertpa   12.00   6/21/2017    EUR   68.61
Goldman Sachs & Co Wertpa   22.00   7/20/2016    EUR   65.47
Goldman Sachs & Co Wertpa   16.00  12/21/2016    EUR   71.35
Goldman Sachs & Co Wertpa   14.00   3/22/2017    EUR   73.83
Goldman Sachs & Co Wertpa   21.00   7/20/2016    EUR   58.47
Goldman Sachs & Co Wertpa   19.00   8/24/2016    EUR   73.75
Goldman Sachs & Co Wertpa   19.00   9/21/2016    EUR   61.50
Goldman Sachs & Co Wertpa   16.00  12/21/2016    EUR   64.60
Goldman Sachs & Co Wertpa   14.00   3/22/2017    EUR   67.13
Goldman Sachs & Co Wertpa   13.00   6/21/2017    EUR   68.17
Goldman Sachs & Co Wertpa   22.00   6/22/2016    EUR   57.87
Goldman Sachs & Co Wertpa   15.00   9/21/2016    EUR   70.96
Goldman Sachs & Co Wertpa   21.00   8/24/2016    EUR   59.05
Goldman Sachs & Co Wertpa    4.00   7/20/2016    EUR   74.38
Goldman Sachs & Co Wertpa   21.00   7/20/2016    EUR   50.63
Goldman Sachs & Co Wertpa    4.00   9/21/2016    EUR   74.78
Goldman Sachs & Co Wertpa    7.00  12/21/2016    EUR   66.20
Goldman Sachs & Co Wertpa   16.00  12/21/2016    EUR   56.70
Goldman Sachs & Co Wertpa    5.00   3/22/2017    EUR   70.81
Goldman Sachs & Co Wertpa    7.00   3/22/2017    EUR   67.68
Goldman Sachs & Co Wertpa    6.00   6/21/2017    EUR   70.26
Goldman Sachs & Co Wertpa    6.00   6/21/2017    EUR   72.56
Credit Suisse AG/Nassau      7.00   8/15/2016    EUR   63.23
UniCredit Bank AG            4.25  12/22/2016    EUR   65.98
Vontobel Financial Produc    9.10   6/24/2016    EUR   68.09
Vontobel Financial Produc    5.50   6/24/2016    EUR   74.28
Vontobel Financial Produc    6.90   7/22/2016    EUR   71.57
Vontobel Financial Produc    8.00   9/23/2016    EUR   69.99
Vontobel Financial Produc    7.10   9/23/2016    EUR   75.64
UniCredit Bank AG            5.50  12/22/2016    EUR   72.66
UniCredit Bank AG            4.25  12/22/2016    EUR   58.65
UniCredit Bank AG            5.10  12/22/2016    EUR   73.54
Vontobel Financial Produc    7.85   7/22/2016    EUR   74.69
DZ Bank AG Deutsche Zentr    6.10   6/20/2016    EUR   71.38
DZ Bank AG Deutsche Zentr    8.50   6/20/2016    EUR   63.20
DZ Bank AG Deutsche Zentr    8.00   9/19/2016    EUR   65.11
DZ Bank AG Deutsche Zentr    8.50   6/20/2016    EUR   68.03
DZ Bank AG Deutsche Zentr    9.75   9/19/2016    EUR   70.37
UBS AG                      11.50   9/23/2016    EUR   75.55
UBS AG                       7.00   9/23/2016    EUR   69.32
Vontobel Financial Produc    8.80   7/22/2016    EUR   67.55
Vontobel Financial Produc    6.45   7/22/2016    EUR   71.10
Vontobel Financial Produc    4.45   7/22/2016    EUR   75.16
Vontobel Financial Produc    4.30   9/23/2016    EUR   75.45
Vontobel Financial Produc    5.35   9/23/2016    EUR   54.16
Vontobel Financial Produc    8.80   6/24/2016    EUR   50.61
BNP Paribas Emissions- un    4.00   9/22/2016    EUR   56.52
BNP Paribas Emissions- un    5.00  12/22/2016    EUR   62.55
BNP Paribas Emissions- un   10.00  12/22/2016    EUR   55.53
BNP Paribas Emissions- un    6.00   6/23/2016    EUR   60.30
BNP Paribas Emissions- un    9.00   6/23/2016    EUR   55.03
BNP Paribas Emissions- un   11.00   6/23/2016    EUR   52.32
BNP Paribas Emissions- un    6.00   9/22/2016    EUR   61.80
BNP Paribas Emissions- un    6.50   9/22/2016    EUR   59.67
BNP Paribas Emissions- un    9.50   9/22/2016    EUR   54.65
BNP Paribas Emissions- un   12.00   6/23/2016    EUR   74.99
BNP Paribas Emissions- un   11.00   9/22/2016    EUR   75.77
BNP Paribas Emissions- un   18.00   6/23/2016    EUR   75.03
BNP Paribas Emissions- un   13.00   6/23/2016    EUR   63.61
BNP Paribas Emissions- un    9.00   9/22/2016    EUR   69.07
BNP Paribas Emissions- un    6.50  12/22/2016    EUR   73.00
BNP Paribas Emissions- un    9.50  12/22/2016    EUR   67.93
BNP Paribas Emissions- un   10.00  12/22/2016    EUR   71.38
BNP Paribas Emissions- un   13.00   6/23/2016    EUR   50.51
BNP Paribas Emissions- un   10.00  12/22/2016    EUR   72.99
BNP Paribas Emissions- un   15.00   6/23/2016    EUR   63.38
BNP Paribas Emissions- un   10.00  12/22/2016    EUR   70.67
BNP Paribas Emissions- un    7.00   9/22/2016    EUR   73.51
BNP Paribas Emissions- un    7.50   9/22/2016    EUR   72.51
BNP Paribas Emissions- un    8.50  12/22/2016    EUR   72.05
BNP Paribas Emissions- un    8.50   9/22/2016    EUR   58.75
BNP Paribas Emissions- un   13.00   9/22/2016    EUR   54.89
BNP Paribas Emissions- un    7.00  12/22/2016    EUR   61.92
BNP Paribas Emissions- un   11.00  12/22/2016    EUR   56.98
BNP Paribas Emissions- un   14.00   6/23/2016    EUR   72.15
BNP Paribas Emissions- un   12.00   9/22/2016    EUR   75.07
BNP Paribas Emissions- un   16.00   6/23/2016    EUR   59.23
BNP Paribas Emissions- un   18.00   6/23/2016    EUR   57.10
BNP Paribas Emissions- un   16.00   6/23/2016    EUR   66.13
BNP Paribas Emissions- un   11.00   9/22/2016    EUR   71.12
BNP Paribas Emissions- un    9.50  12/22/2016    EUR   72.71
BNP Paribas Emissions- un   12.00   6/23/2016    EUR   70.37
UniCredit Bank AG            4.00  12/22/2016    EUR   66.73
UniCredit Bank AG            4.00  12/22/2016    EUR   70.63
Notenstein La Roche Priva    7.00   8/14/2017    CHF   68.74
Vontobel Financial Produc    8.00   6/24/2016    EUR   72.91
Vontobel Financial Produc    7.30   9/23/2016    EUR   73.02
DZ Bank AG Deutsche Zentr    3.80   8/24/2016    EUR   60.98
Goldman Sachs & Co Wertpa   11.00   8/24/2016    EUR   63.76
Goldman Sachs & Co Wertpa    3.00   8/24/2016    EUR   71.30
Goldman Sachs & Co Wertpa    6.00   8/24/2016    EUR   72.00
Goldman Sachs & Co Wertpa    9.00  12/21/2016    EUR   74.89
Goldman Sachs & Co Wertpa    7.00   6/21/2017    EUR   74.69
Goldman Sachs & Co Wertpa    7.00   6/21/2017    EUR   74.69
Goldman Sachs & Co Wertpa   11.00   9/21/2016    EUR   66.18
Goldman Sachs & Co Wertpa   11.00   7/20/2016    EUR   72.62
Leonteq Securities AG        5.20   8/14/2018    CHF   71.24
Vontobel Financial Produc   10.45   9/23/2016    EUR   63.55
Goldman Sachs & Co Wertpa   18.00   6/22/2016    EUR   75.94
Goldman Sachs & Co Wertpa   25.00   6/22/2016    EUR   69.57
Goldman Sachs & Co Wertpa   20.00   9/21/2016    EUR   74.33
Goldman Sachs & Co Wertpa   11.00   6/22/2016    EUR   71.34
Goldman Sachs & Co Wertpa   22.00   6/22/2016    EUR   61.92
Goldman Sachs & Co Wertpa   20.00   7/20/2016    EUR   63.36
Goldman Sachs & Co Wertpa   10.00   8/24/2016    EUR   73.04
Goldman Sachs & Co Wertpa   14.00   8/24/2016    EUR   68.56
Goldman Sachs & Co Wertpa   10.00   9/21/2016    EUR   73.75
Goldman Sachs & Co Wertpa   14.00   9/21/2016    EUR   69.61
Goldman Sachs & Co Wertpa   15.00  12/21/2016    EUR   68.96
Goldman Sachs & Co Wertpa   13.00   3/22/2017    EUR   71.06
Goldman Sachs & Co Wertpa   13.00   6/21/2017    EUR   72.96
Goldman Sachs & Co Wertpa    8.00   7/20/2016    EUR   71.14
Goldman Sachs & Co Wertpa    8.00   6/22/2016    EUR   70.56
Goldman Sachs & Co Wertpa   10.00  12/21/2016    EUR   68.01
DZ Bank AG Deutsche Zentr    4.80   8/24/2016    EUR   69.05
Vontobel Financial Produc    4.60   7/22/2016    EUR   68.03
HSBC Trinkaus & Burkhardt    5.50   1/31/2017    EUR   73.21
Goldman Sachs & Co Wertpa   21.00   6/22/2016    EUR   73.76
Goldman Sachs & Co Wertpa    7.00   8/24/2016    EUR   72.97
Goldman Sachs & Co Wertpa   10.00   8/24/2016    EUR   68.20
Goldman Sachs & Co Wertpa   13.00   8/24/2016    EUR   64.09
Goldman Sachs & Co Wertpa   17.00   8/24/2016    EUR   60.99
Goldman Sachs & Co Wertpa    8.00   3/22/2017    EUR   72.02
Goldman Sachs & Co Wertpa   19.00   8/24/2016    EUR   66.91
Goldman Sachs & Co Wertpa   14.00   8/24/2016    EUR   71.42
Goldman Sachs & Co Wertpa    8.00   7/20/2016    EUR   71.82
Goldman Sachs & Co Wertpa    8.00   8/24/2016    EUR   72.63
Goldman Sachs & Co Wertpa   15.00   8/24/2016    EUR   63.43
Goldman Sachs & Co Wertpa   18.00   8/24/2016    EUR   59.86
Goldman Sachs & Co Wertpa   21.00   6/22/2016    EUR   62.25
Goldman Sachs & Co Wertpa   10.00   8/24/2016    EUR   74.93
Goldman Sachs & Co Wertpa   14.00   8/24/2016    EUR   69.09
Goldman Sachs & Co Wertpa   18.00   8/24/2016    EUR   64.77
Goldman Sachs & Co Wertpa    5.00   6/22/2016    EUR   70.91
Goldman Sachs & Co Wertpa    5.00   8/24/2016    EUR   71.77
Goldman Sachs & Co Wertpa    5.00   8/24/2016    EUR   68.87
Goldman Sachs & Co Wertpa   19.00   8/24/2016    EUR   52.22
Goldman Sachs & Co Wertpa   13.00   8/24/2016    EUR   57.19
Goldman Sachs & Co Wertpa   10.00   8/24/2016    EUR   60.34
Goldman Sachs & Co Wertpa    6.00   8/24/2016    EUR   66.41
Goldman Sachs & Co Wertpa    5.00   6/21/2017    EUR   71.51
Goldman Sachs & Co Wertpa    5.00   6/21/2017    EUR   73.89
Goldman Sachs & Co Wertpa   21.00   6/22/2016    EUR   64.50
Goldman Sachs & Co Wertpa   18.00   8/24/2016    EUR   67.60
Goldman Sachs & Co Wertpa   13.00   8/24/2016    EUR   73.27
Goldman Sachs & Co Wertpa    9.00   7/20/2016    EUR   67.38
Goldman Sachs & Co Wertpa   21.00   7/20/2016    EUR   54.50
Goldman Sachs & Co Wertpa    5.00   8/24/2016    EUR   75.49
Goldman Sachs & Co Wertpa    7.00   8/24/2016    EUR   71.72
Goldman Sachs & Co Wertpa    8.00   8/24/2016    EUR   68.01
Goldman Sachs & Co Wertpa   10.00   8/24/2016    EUR   65.00
Goldman Sachs & Co Wertpa   15.00   8/24/2016    EUR   60.24
Goldman Sachs & Co Wertpa   19.00   8/24/2016    EUR   56.22
Goldman Sachs & Co Wertpa    7.00   9/21/2016    EUR   72.13
Goldman Sachs & Co Wertpa    8.00  12/21/2016    EUR   70.16
Goldman Sachs & Co Wertpa   16.00  12/21/2016    EUR   60.77
Leonteq Securities AG       17.00   7/20/2016    CHF   49.35
Leonteq Securities AG        8.00   7/20/2016    CHF   65.90
Leonteq Securities AG       17.00   7/20/2016    USD   46.32
UBS AG/London                5.50    7/8/2016    CHF   66.17
Notenstein La Roche Priva    4.20   7/17/2019    CHF   65.71
Vontobel Financial Produc    7.00   8/26/2016    EUR   64.09
Vontobel Financial Produc    6.50   8/26/2016    EUR   53.67
Zurcher Kantonalbank Fina    8.75   7/21/2016    CHF   72.14
Bank Julius Baer & Co Ltd   10.00   7/21/2016    CHF   37.15
DZ Bank AG Deutsche Zentr    7.25   7/22/2016    EUR   67.75
Vontobel Financial Produc    4.65   7/24/2017    EUR   66.70
Commerzbank AG               8.25   6/23/2016    EUR   71.01
Commerzbank AG               4.50   6/23/2016    EUR   70.62
Commerzbank AG               5.25   6/23/2016    EUR   69.06
Commerzbank AG               8.25   6/23/2016    EUR   63.52
Commerzbank AG               9.25   6/23/2016    EUR   74.39
Commerzbank AG               6.00   6/23/2016    EUR   71.52
Commerzbank AG               7.75   6/23/2016    EUR   67.69
Commerzbank AG               9.50   6/23/2016    EUR   64.27
Commerzbank AG               7.75   6/23/2016    EUR   66.47
Commerzbank AG               8.75   6/23/2016    EUR   65.14
Commerzbank AG               6.75   6/23/2016    EUR   71.70
Commerzbank AG               8.50   6/23/2016    EUR   68.90
Commerzbank AG               6.25   6/23/2016    EUR   75.25
Commerzbank AG              10.25   6/23/2016    EUR   68.02
Vontobel Financial Produc   25.05   6/24/2016    EUR   62.22
DZ Bank AG Deutsche Zentr    6.00   6/20/2016    EUR   72.26
Commerzbank AG              12.00   6/23/2016    EUR   71.32
Commerzbank AG              11.25   6/23/2016    EUR   69.26
Commerzbank AG               8.25   6/23/2016    EUR   59.14
Commerzbank AG              10.25   6/23/2016    EUR   56.18
Commerzbank AG               8.75   6/23/2016    EUR   72.67
BNP Paribas Emissions- un    3.00   7/21/2016    EUR   75.12
BNP Paribas Emissions- un    7.00   7/21/2016    EUR   55.55
BNP Paribas Emissions- un    5.50  10/27/2016    EUR   71.48
Commerzbank AG               6.00    2/5/2018    EUR   72.06
Leonteq Securities AG       11.00    1/9/2017    EUR   67.62
Commerzbank AG               8.00   6/23/2016    EUR   72.25
Commerzbank AG               9.75   6/23/2016    EUR   69.49
JP Morgan Structured Prod    3.60   7/17/2017    USD   57.94
Landesbank Baden-Wuerttem    2.90   7/27/2018    EUR   68.02
Credit Suisse AG/Nassau      8.00   7/18/2016    EUR   66.50
DZ Bank AG Deutsche Zentr    8.50   6/20/2016    EUR   53.83
DZ Bank AG Deutsche Zentr   10.00   6/20/2016    EUR   58.80
DZ Bank AG Deutsche Zentr    8.75   6/20/2016    EUR   58.73
DZ Bank AG Deutsche Zentr    8.00   6/20/2016    EUR   58.69
DZ Bank AG Deutsche Zentr    6.50   9/19/2016    EUR   60.21
DZ Bank AG Deutsche Zentr    7.50   9/19/2016    EUR   60.51
DZ Bank AG Deutsche Zentr    9.75   6/20/2016    EUR   61.35
DZ Bank AG Deutsche Zentr    7.20   6/20/2016    EUR   62.90
DZ Bank AG Deutsche Zentr    5.80   9/19/2016    EUR   64.22
DZ Bank AG Deutsche Zentr    5.00   9/19/2016    EUR   69.38
DZ Bank AG Deutsche Zentr    4.50   6/20/2016    EUR   73.05
DZ Bank AG Deutsche Zentr    4.70   9/19/2016    EUR   72.66
DZ Bank AG Deutsche Zentr    5.00   6/24/2016    EUR   65.31
DZ Bank AG Deutsche Zentr    8.25   6/24/2016    EUR   60.64
DZ Bank AG Deutsche Zentr    8.25   6/24/2016    EUR   66.35
DZ Bank AG Deutsche Zentr    8.75   6/24/2016    EUR   74.85
DZ Bank AG Deutsche Zentr    5.25   6/24/2016    EUR   73.37
DZ Bank AG Deutsche Zentr    8.75   6/24/2016    EUR   63.31
DZ Bank AG Deutsche Zentr   11.25   6/24/2016    EUR   58.97
DZ Bank AG Deutsche Zentr   13.25   6/24/2016    EUR   56.86
DZ Bank AG Deutsche Zentr    8.50   9/23/2016    EUR   60.86
Vontobel Financial Produc    9.90   6/24/2016    EUR   75.63
Goldman Sachs & Co Wertpa    8.00   8/24/2016    EUR   67.77
Goldman Sachs & Co Wertpa   10.00   8/24/2016    EUR   68.23
Goldman Sachs & Co Wertpa    5.00   8/24/2016    EUR   65.97
Goldman Sachs & Co Wertpa    8.00   8/24/2016    EUR   66.67
Goldman Sachs & Co Wertpa    9.00   6/21/2017    EUR   71.72
Goldman Sachs & Co Wertpa    6.00   8/24/2016    EUR   73.53
Goldman Sachs & Co Wertpa   10.00   8/24/2016    EUR   74.46
Goldman Sachs & Co Wertpa   10.00   8/24/2016    EUR   60.38
Goldman Sachs & Co Wertpa    7.00  12/21/2016    EUR   61.73
Goldman Sachs & Co Wertpa    7.00  12/21/2016    EUR   61.73
Goldman Sachs & Co Wertpa    5.00   8/24/2016    EUR   64.01
Goldman Sachs & Co Wertpa   10.00   8/24/2016    EUR   65.17
Goldman Sachs & Co Wertpa   10.00   8/24/2016    EUR   65.17
Goldman Sachs & Co Wertpa    7.00   8/24/2016    EUR   63.06
Goldman Sachs & Co Wertpa    5.00  12/21/2016    EUR   64.06
UBS AG                      13.50   6/24/2016    EUR   68.14
UBS AG                      11.50   9/23/2016    EUR   53.71
UBS AG                      11.25   9/23/2016    EUR   76.06
UBS AG                      13.00   6/24/2016    EUR   73.48
UBS AG                      12.50   9/23/2016    EUR   60.14
UBS AG                       7.50   9/23/2016    EUR   61.59
UBS AG                       4.50   9/23/2016    EUR   75.67
UBS AG                       7.50   9/23/2016    EUR   60.65
UBS AG                       6.00   9/23/2016    EUR   70.10
UBS AG                      10.50   9/23/2016    EUR   63.19
UBS AG                       5.00   9/23/2016    EUR   61.29
UBS AG                       6.50   9/23/2016    EUR   72.72
UBS AG                       9.50   9/23/2016    EUR   67.91
UBS AG                       5.00   9/23/2016    EUR   66.63
UBS AG                       8.00   9/23/2016    EUR   72.43
UBS AG                       4.25   9/23/2016    EUR   67.83
Commerzbank AG               4.00    7/7/2016    EUR   58.57
Credit Suisse AG/Nassau      8.00   7/20/2016    EUR   72.88
Vontobel Financial Produc    6.00   8/26/2016    EUR   69.41
Vontobel Financial Produc    7.00   8/26/2016    EUR   54.12
DZ Bank AG Deutsche Zentr    7.50   6/24/2016    EUR   56.50
DZ Bank AG Deutsche Zentr    6.00   6/24/2016    EUR   75.40
DZ Bank AG Deutsche Zentr    7.50   6/24/2016    EUR   75.50
Commerzbank AG               6.75   6/23/2016    EUR   66.18
Commerzbank AG               7.50   6/23/2016    EUR   64.82
Commerzbank AG               9.25   6/23/2016    EUR   62.29
Commerzbank AG              10.25   6/23/2016    EUR   72.94
Commerzbank AG               5.00   6/23/2016    EUR   73.62
Commerzbank AG               6.75   6/23/2016    EUR   69.56
Commerzbank AG              11.75   6/23/2016    EUR   61.21
Commerzbank AG               5.25   6/23/2016    EUR   70.80
Commerzbank AG               7.00   6/23/2016    EUR   67.84
Commerzbank AG               9.50   6/23/2016    EUR   63.88
Commerzbank AG               5.00   6/23/2016    EUR   74.75
Commerzbank AG               5.75   6/23/2016    EUR   73.19
Commerzbank AG               9.25   6/23/2016    EUR   67.58
Commerzbank AG               8.00   6/23/2016    EUR   71.42
Credit Suisse AG/London      8.00   7/21/2016    CHF   72.46
Vontobel Financial Produc   23.10   6/24/2016    EUR   74.79
Vontobel Financial Produc   25.95   6/24/2016    EUR   48.10
Vontobel Financial Produc   23.15   6/24/2016    EUR   71.68
DZ Bank AG Deutsche Zentr    5.20   9/19/2016    EUR   75.46
Commerzbank AG              11.00   6/23/2016    EUR   72.90
Commerzbank AG              15.25   6/23/2016    EUR   62.49
Commerzbank AG              10.50   6/23/2016    EUR   85.62
BNP Paribas Emissions- un    4.00   7/27/2017    EUR   62.17
Goldman Sachs & Co Wertpa    6.00   7/20/2016    EUR   66.73
Goldman Sachs & Co Wertpa    6.00   8/24/2016    EUR   67.30
Goldman Sachs & Co Wertpa    8.00   8/24/2016    EUR   67.77
Goldman Sachs & Co Wertpa    5.00   7/20/2016    EUR   65.47
Goldman Sachs & Co Wertpa    6.00   8/24/2016    EUR   66.21
Goldman Sachs & Co Wertpa    8.00   8/24/2016    EUR   66.67
Goldman Sachs & Co Wertpa   11.00   8/24/2016    EUR   67.37
Goldman Sachs & Co Wertpa    7.00   7/20/2016    EUR   59.00
Goldman Sachs & Co Wertpa    8.00   8/24/2016    EUR   59.91
Goldman Sachs & Co Wertpa   10.00   8/24/2016    EUR   60.38
Goldman Sachs & Co Wertpa   11.00   7/20/2016    EUR   64.37
Goldman Sachs & Co Wertpa    6.00   8/24/2016    EUR   64.24
Goldman Sachs & Co Wertpa    3.00   8/24/2016    EUR   62.13
Goldman Sachs & Co Wertpa    4.00   8/24/2016    EUR   62.37
Goldman Sachs & Co Wertpa    8.00   8/24/2016    EUR   63.30
Goldman Sachs & Co Wertpa   10.00   8/24/2016    EUR   63.76
UBS AG                       8.00   9/23/2016    EUR   66.56
UBS AG                       5.50   9/23/2016    EUR   64.19
UBS AG                       4.25   9/23/2016    EUR   78.40
UBS AG                       7.00   9/23/2016    EUR   56.60
UBS AG                       6.25   9/23/2016    EUR   61.92
UBS AG                       9.00   9/23/2016    EUR   73.55
UBS AG                      14.50   6/24/2016    EUR   57.12
UBS AG                       7.25   9/23/2016    EUR   74.29
UBS AG                       9.00   6/24/2016    EUR   64.68
UBS AG                      11.50   9/23/2016    EUR   70.79
UBS AG                      13.00   9/23/2016    EUR   62.60
UBS AG                      10.00   9/23/2016    EUR   67.84
UBS AG                       6.00   9/23/2016    EUR   73.34
UBS AG                       8.50   9/23/2016    EUR   68.73
Societe Generale SA          6.84    7/1/2016    USD   60.50
Bank Julius Baer & Co Ltd   10.60   12/9/2016    CHF   67.30
DZ Bank AG Deutsche Zentr   12.00   6/20/2016    EUR   73.36
DZ Bank AG Deutsche Zentr   12.70   9/23/2016    EUR   71.51
DZ Bank AG Deutsche Zentr    5.10   3/24/2017    EUR #N/A N/A
DZ Bank AG Deutsche Zentr    5.90   3/24/2017    EUR   72.13
DZ Bank AG Deutsche Zentr    7.60   9/23/2016    EUR #N/A N/A
DZ Bank AG Deutsche Zentr    8.60  12/23/2016    EUR   73.20
HSBC Trinkaus & Burkhardt   11.60  12/23/2016    EUR   76.04
HSBC Trinkaus & Burkhardt   11.80   3/24/2017    EUR   75.49
HSBC Trinkaus & Burkhardt   12.10   7/22/2016    EUR   74.05
Goldman Sachs & Co Wertpa   17.00   6/22/2016    EUR   73.17
Goldman Sachs & Co Wertpa    4.00   1/25/2017    EUR   69.50
Goldman Sachs & Co Wertpa    6.00   1/25/2017    EUR   70.81
Goldman Sachs & Co Wertpa   10.00   1/25/2017    EUR   73.42
Goldman Sachs & Co Wertpa    7.00  12/20/2017    EUR   75.35
Goldman Sachs & Co Wertpa    6.00  12/20/2017    EUR   73.81
Goldman Sachs & Co Wertpa    7.00  12/20/2017    EUR   75.35
Goldman Sachs & Co Wertpa    7.00  12/20/2017    EUR   75.35
Goldman Sachs & Co Wertpa    7.00  12/20/2017    EUR   75.38
Goldman Sachs & Co Wertpa   19.00   1/25/2017    EUR   69.45
Goldman Sachs & Co Wertpa   17.00   1/25/2017    EUR   73.57
Goldman Sachs & Co Wertpa    8.00   1/25/2017    EUR   74.95
Goldman Sachs & Co Wertpa   14.00   1/25/2017    EUR   69.14
Goldman Sachs & Co Wertpa   10.00  12/20/2017    EUR   74.63
Goldman Sachs & Co Wertpa   11.00  12/20/2017    EUR   72.55
UBS AG/London                9.25   12/9/2016    CHF   74.06
HSBC Trinkaus & Burkhardt   13.30   5/27/2016    EUR   71.57
Natixis Structured Issuan   11.70   12/8/2023    EUR   51.05
Vontobel Financial Produc    4.00   11/9/2017    EUR   66.89
DZ Bank AG Deutsche Zentr    7.00   6/20/2016    EUR   73.44
DZ Bank AG Deutsche Zentr    4.70   9/23/2016    EUR #N/A N/A
DZ Bank AG Deutsche Zentr    6.50  12/23/2016    EUR   72.87
DZ Bank AG Deutsche Zentr    9.10  12/23/2016    EUR   75.53
DZ Bank AG Deutsche Zentr    5.90  12/23/2016    EUR #N/A N/A
DZ Bank AG Deutsche Zentr    4.50   3/24/2017    EUR #N/A N/A
DZ Bank AG Deutsche Zentr    5.80   3/24/2017    EUR   71.33
HSBC Trinkaus & Burkhardt   13.70   9/23/2016    EUR   73.94
HSBC Trinkaus & Burkhardt   14.30   5/27/2016    EUR   69.68
HSBC Trinkaus & Burkhardt   11.50  12/23/2016    EUR   75.44
DZ Bank AG Deutsche Zentr    6.00   1/27/2017    EUR   71.92
Bank Julius Baer & Co Ltd    9.50  12/16/2016    CHF   70.65
Goldman Sachs & Co Wertpa   13.00   6/22/2016    EUR   72.93
Goldman Sachs & Co Wertpa   17.00   6/22/2016    EUR   73.17
Goldman Sachs & Co Wertpa    7.00   1/25/2017    EUR   71.46
Goldman Sachs & Co Wertpa    8.00   1/25/2017    EUR   72.12
Goldman Sachs & Co Wertpa   10.00   1/25/2017    EUR   73.42
Goldman Sachs & Co Wertpa    4.00   3/22/2017    EUR   69.74
Goldman Sachs & Co Wertpa    5.00  12/20/2017    EUR   72.26
Goldman Sachs & Co Wertpa    6.00  12/20/2017    EUR   73.81
Goldman Sachs & Co Wertpa    7.00  12/20/2017    EUR   75.38
Goldman Sachs & Co Wertpa   15.00   1/25/2017    EUR   70.83
Goldman Sachs & Co Wertpa   23.00   9/21/2016    EUR   69.58
Goldman Sachs & Co Wertpa   19.00   1/25/2017    EUR   73.03
Goldman Sachs & Co Wertpa   23.00   7/20/2016    EUR   63.27
Goldman Sachs & Co Wertpa   10.00   1/25/2017    EUR   73.62
Goldman Sachs & Co Wertpa   18.00   1/25/2017    EUR   67.66
Goldman Sachs & Co Wertpa   11.00  12/20/2017    EUR   74.33
Bank Julius Baer & Co Ltd    9.00   1/19/2017    CHF   74.60
Vontobel Financial Produc   11.50  12/23/2016    EUR   71.39
Vontobel Financial Produc   10.00   9/23/2016    EUR   73.45
DZ Bank AG Deutsche Zentr    5.00  12/12/2016    EUR   61.11
Societe Generale Effekten    5.97  11/25/2016    EUR   61.13
Societe Generale Effekten   11.68   6/23/2017    EUR   60.36
Commerzbank AG              11.75  10/27/2016    EUR   71.77
Commerzbank AG               7.00  10/27/2016    EUR   66.49
UBS AG/London               15.25  10/30/2017    USD   67.20
Deutsche Bank AG             5.20   3/21/2017    EUR   68.90
Societe Generale Effekten    4.00  11/25/2016    EUR   73.95
Societe Generale Effekten    8.47   6/23/2017    EUR   72.13
UniCredit Bank AG            4.70   6/23/2016    EUR   64.75
UniCredit Bank AG            4.40   6/23/2016    EUR   72.04
UniCredit Bank AG            5.45   6/23/2016    EUR   60.51
UniCredit Bank AG            4.65   6/23/2016    EUR   65.06
UniCredit Bank AG            5.00   6/23/2016    EUR   62.99
UniCredit Bank AG            5.05   6/23/2016    EUR   62.70
UniCredit Bank AG            5.15   6/23/2016    EUR   62.14
Landesbank Hessen-Thuerin    3.15  12/12/2016    EUR   73.20
Vontobel Financial Produc    9.50   5/27/2016    EUR   54.89
Vontobel Financial Produc    9.55   5/27/2016    EUR   67.47
Vontobel Financial Produc    9.50   5/27/2016    EUR   54.62
Vontobel Financial Produc    9.55   5/27/2016    EUR   67.54
BNP Paribas Emissions- un    8.00   7/21/2016    EUR   67.05
BNP Paribas Emissions- un    5.50   7/21/2016    EUR   74.78
Vontobel Financial Produc    9.70   5/27/2016    EUR   67.51
Goldman Sachs & Co Wertpa   22.00   6/22/2016    EUR   64.61
Goldman Sachs & Co Wertpa   18.00   9/21/2016    EUR   63.24
Goldman Sachs & Co Wertpa   17.00   9/21/2016    EUR   53.04
Leonteq Securities AG/Gue    4.68   8/29/2017    CHF   54.79
Deutsche Bank AG             4.20   7/20/2016    EUR   75.60
Deutsche Bank AG             6.20   7/20/2016    EUR   72.30
Deutsche Bank AG             6.20   7/20/2016    EUR   69.10
Deutsche Bank AG             6.20   7/20/2016    EUR   63.40
Deutsche Bank AG             4.20   7/20/2016    EUR   71.10
Deutsche Bank AG             6.20   7/20/2016    EUR   68.30
Deutsche Bank AG             4.20   7/20/2016    EUR   65.20
Deutsche Bank AG             6.20   7/20/2016    EUR   62.90
Deutsche Bank AG             6.20   7/20/2016    EUR   60.50
Deutsche Bank AG             6.20   7/20/2016    EUR   72.30
Deutsche Bank AG             4.20   7/20/2016    EUR   68.00
Deutsche Bank AG             6.20   7/20/2016    EUR   59.00
Deutsche Bank AG             4.20   7/20/2016    EUR   56.80
Deutsche Bank AG             6.20   7/20/2016    EUR   55.20
Deutsche Bank AG             4.20   7/20/2016    EUR   51.50
Deutsche Bank AG             6.20   7/20/2016    EUR   63.70
Deutsche Bank AG             6.20   7/20/2016    EUR   61.50
Deutsche Bank AG             6.20   7/20/2016    EUR   59.40
Zurcher Kantonalbank Fina    6.28   9/23/2016    CHF   61.97
Deutsche Bank AG             4.20   7/20/2016    EUR   71.30
Deutsche Bank AG             4.20   7/20/2016    EUR   68.40
Deutsche Bank AG             6.20   7/20/2016    EUR   66.10
DZ Bank AG Deutsche Zentr    5.00   6/24/2016    EUR   63.99
DZ Bank AG Deutsche Zentr    7.00   6/24/2016    EUR   55.67
Deutsche Bank AG             6.20   7/20/2016    EUR   75.40
Deutsche Bank AG             4.20   7/20/2016    EUR   70.50
DZ Bank AG Deutsche Zentr   11.00   6/24/2016    EUR   61.41
Deutsche Bank AG             6.20   7/20/2016    EUR   75.10
Deutsche Bank AG             4.20   7/20/2016    EUR   70.90
Deutsche Bank AG             4.20   7/20/2016    EUR   67.40
HSBC Trinkaus & Burkhardt    6.30   6/24/2016    EUR   54.79
Deutsche Bank AG             4.20   7/20/2016    EUR   57.60
Deutsche Bank AG             6.20   7/20/2016    EUR   55.30
Deutsche Bank AG             4.20   7/20/2016    EUR   55.00
Deutsche Bank AG             6.20   7/20/2016    EUR   52.90
Deutsche Bank AG             6.20   7/20/2016    EUR   50.70
Deutsche Bank AG             4.20   7/20/2016    EUR   48.40
Deutsche Bank AG             6.20   7/20/2016    EUR   65.20
Deutsche Bank AG             4.20   7/20/2016    EUR   61.90
Deutsche Bank AG             6.20   7/20/2016    EUR   59.60
Deutsche Bank AG             4.20   7/20/2016    EUR   56.80
Deutsche Bank AG             6.20   7/20/2016    EUR   54.90
Deutsche Bank AG             4.20  12/20/2016    EUR   68.10
Deutsche Bank AG             4.20  12/20/2016    EUR   65.70
Deutsche Bank AG             4.20  12/20/2016    EUR   63.50
Deutsche Bank AG             5.20  12/20/2016    EUR   64.00
Deutsche Bank AG             4.20  12/20/2016    EUR   70.50
Deutsche Bank AG             5.20  12/20/2016    EUR   67.40
Deutsche Bank AG             4.20  12/20/2016    EUR   67.40
Deutsche Bank AG             5.20  12/20/2016    EUR   64.90
Deutsche Bank AG             4.20  12/20/2016    EUR   73.60
Deutsche Bank AG             5.20  12/20/2016    EUR   57.20
Deutsche Bank AG             6.20  12/20/2016    EUR   57.80
Goldman Sachs & Co Wertpa    8.00   8/24/2016    EUR   75.57
Vontobel Financial Produc   15.50  12/23/2016    EUR   72.43
Vontobel Financial Produc   19.05   6/24/2016    EUR   70.38
Vontobel Financial Produc   15.55   9/23/2016    EUR   72.56
Vontobel Financial Produc   14.50  11/25/2016    EUR   73.27
DZ Bank AG Deutsche Zentr   13.00   6/20/2016    EUR   69.13
DZ Bank AG Deutsche Zentr   12.25   9/19/2016    EUR   72.12
DZ Bank AG Deutsche Zentr    7.25  12/19/2016    EUR   74.88
Vontobel Financial Produc   18.00  12/23/2016    EUR   71.50
Vontobel Financial Produc   21.00  12/23/2016    EUR   69.99
EFG International Finance    8.32  12/21/2016    CHF   74.04
DZ Bank AG Deutsche Zentr    7.25  12/23/2016    EUR   66.06
Vontobel Financial Produc   16.55  12/23/2016    EUR   71.83
Vontobel Financial Produc   21.05   6/24/2016    EUR   69.07
Vontobel Financial Produc   18.00   9/23/2016    EUR   70.65
Vontobel Financial Produc   16.50  11/25/2016    EUR   71.71
Vontobel Financial Produc   19.00  11/25/2016    EUR   70.57
DZ Bank AG Deutsche Zentr    9.25   6/20/2016    EUR   68.93
DZ Bank AG Deutsche Zentr   10.00   9/19/2016    EUR   71.44
Credit Suisse AG/Nassau      7.13   6/26/2017    CHF   68.72
Vontobel Financial Produc   19.50   9/23/2016    EUR   70.97
Leonteq Securities AG       10.60  12/29/2016    EUR   64.09
Vontobel Financial Produc   22.05  12/23/2016    EUR   70.47
Credit Suisse AG/Nassau      7.50  11/28/2016    EUR   70.23
UBS AG/London                7.00  11/18/2016    CHF   72.49
UBS AG/London               11.00  11/18/2016    USD   66.55
Goldman Sachs & Co Wertpa   19.00  10/26/2016    EUR   75.81
Goldman Sachs & Co Wertpa   23.00  11/23/2016    EUR   73.50
Goldman Sachs & Co Wertpa   21.00  12/21/2016    EUR   74.12
Goldman Sachs & Co Wertpa   24.00   9/21/2016    EUR   74.19
HSBC Trinkaus & Burkhardt    9.80   7/22/2016    EUR   72.87
HSBC Trinkaus & Burkhardt   10.80   9/23/2016    EUR   68.49
HSBC Trinkaus & Burkhardt    7.00   9/23/2016    EUR   72.83
HSBC Trinkaus & Burkhardt    9.70  12/23/2016    EUR   70.32
HSBC Trinkaus & Burkhardt    6.80  12/23/2016    EUR   73.97
HSBC Trinkaus & Burkhardt    7.00   6/23/2017    EUR   73.64
HSBC Trinkaus & Burkhardt   10.20   5/27/2016    EUR   62.54
HSBC Trinkaus & Burkhardt    9.40   7/22/2016    EUR   69.16
HSBC Trinkaus & Burkhardt    7.90   1/27/2017    EUR   72.46
HSBC Trinkaus & Burkhardt   13.20   5/27/2016    EUR   74.53
HSBC Trinkaus & Burkhardt   14.80   9/23/2016    EUR   74.38
Leonteq Securities AG       14.00  11/30/2016    CHF   57.57
Leonteq Securities AG       10.20  11/30/2016    CHF   67.73
Vontobel Financial Produc   10.00  12/23/2016    EUR   72.68
Vontobel Financial Produc    8.00  12/23/2016    EUR   73.56
Zurcher Kantonalbank Fina   10.00   12/1/2016    EUR   73.50
DZ Bank AG Deutsche Zentr    6.00  12/23/2016    EUR   71.68
DZ Bank AG Deutsche Zentr    6.00   3/24/2017    EUR   73.03
DZ Bank AG Deutsche Zentr   10.00   9/23/2016    EUR   70.62
DZ Bank AG Deutsche Zentr    7.00   6/24/2016    EUR   68.70
DZ Bank AG Deutsche Zentr    6.00  12/23/2016    EUR   71.26
DZ Bank AG Deutsche Zentr    8.00   9/23/2016    EUR   69.23
DZ Bank AG Deutsche Zentr   13.00   6/24/2016    EUR   70.95
DZ Bank AG Deutsche Zentr    8.50   9/23/2016    EUR   72.71
DZ Bank AG Deutsche Zentr   11.50   6/24/2016    EUR   69.00
DZ Bank AG Deutsche Zentr    9.25   9/23/2016    EUR   71.09
DZ Bank AG Deutsche Zentr    9.75  11/25/2016    EUR   72.79
DZ Bank AG Deutsche Zentr    7.75  12/23/2016    EUR   72.34
DZ Bank AG Deutsche Zentr    6.25   3/24/2017    EUR   72.65
DZ Bank AG Deutsche Zentr   12.50   5/27/2016    EUR   73.44
DZ Bank AG Deutsche Zentr    6.00   6/24/2016    EUR   75.15
DZ Bank AG Deutsche Zentr    5.25  12/23/2016    EUR   75.43
DZ Bank AG Deutsche Zentr   15.00   5/27/2016    EUR   74.78
UBS AG/London                7.00  12/23/2016    EUR   69.53
UBS AG/London                9.75   3/24/2017    EUR   67.30
UBS AG/London                7.00   3/24/2017    EUR   70.83
Goldman Sachs & Co Wertpa   15.00   6/22/2016    EUR   74.78
Goldman Sachs & Co Wertpa    9.00   7/20/2016    EUR   75.07
Goldman Sachs & Co Wertpa   21.00  12/21/2016    EUR   74.01
Notenstein La Roche Priva    6.00   7/11/2017    CHF   70.49
UBS AG                       7.45   6/22/2017    USD   70.77
Credit Suisse AG/Nassau      7.25   7/13/2017    CHF   69.32
Leonteq Securities AG        7.20    3/6/2017    CHF   66.09
Leonteq Securities AG        7.80   2/27/2017    EUR   62.84
Notenstein La Roche Priva    5.00   2/27/2019    CHF   63.07
Notenstein La Roche Priva    6.00   2/27/2017    CHF   68.72
Notenstein La Roche Priva    5.70   2/27/2019    CHF   61.44
Vontobel Financial Produc    8.25   6/24/2016    EUR   69.09
HSBC Trinkaus & Burkhardt    8.40   6/24/2016    EUR   71.73
HSBC Trinkaus & Burkhardt    9.50   6/24/2016    EUR   72.64
HSBC Trinkaus & Burkhardt    8.90   6/24/2016    EUR   63.23
HSBC Trinkaus & Burkhardt    6.70   6/24/2016    EUR   68.28
HSBC Trinkaus & Burkhardt    9.90   6/24/2016    EUR   74.73
HSBC Trinkaus & Burkhardt    9.50   6/24/2016    EUR   65.99
HSBC Trinkaus & Burkhardt    6.00   6/24/2016    EUR   73.85
HSBC Trinkaus & Burkhardt   10.20   6/24/2016    EUR   52.60
HSBC Trinkaus & Burkhardt    6.40   6/24/2016    EUR   60.13
HSBC Trinkaus & Burkhardt    7.40   6/24/2016    EUR   67.85
HSBC Trinkaus & Burkhardt    9.50   6/24/2016    EUR   71.38
Vontobel Financial Produc    8.50   6/24/2016    EUR   58.56
Vontobel Financial Produc    5.40   6/24/2016    EUR   65.32
Vontobel Financial Produc    2.95   6/24/2016    EUR   74.02
Zurcher Kantonalbank Fina    9.00   8/23/2016    EUR   67.04
DekaBank Deutsche Girozen    2.40   2/17/2017    EUR   68.42
DekaBank Deutsche Girozen    3.00   2/16/2018    EUR   73.21
Vontobel Financial Produc    6.65   6/24/2016    EUR   73.50
Vontobel Financial Produc    6.30   6/24/2016    EUR   68.85
Vontobel Financial Produc    5.10   6/24/2016    EUR   70.49
Landesbank Hessen-Thuerin    5.00   3/27/2019    EUR   66.74
Credit Suisse AG/Nassau      7.00    9/5/2016    EUR   60.59
DZ Bank AG Deutsche Zentr    7.00   6/20/2016    EUR   63.01
DZ Bank AG Deutsche Zentr    6.25   6/20/2016    EUR   62.97
DZ Bank AG Deutsche Zentr    7.25   6/20/2016    EUR   68.82
DZ Bank AG Deutsche Zentr    8.00   6/20/2016    EUR   68.86
DZ Bank AG Deutsche Zentr    8.50   6/20/2016    EUR   67.97
DZ Bank AG Deutsche Zentr    7.00   6/20/2016    EUR   67.89
DZ Bank AG Deutsche Zentr    8.00   6/20/2016    EUR   67.94
DZ Bank AG Deutsche Zentr    7.75   6/20/2016    EUR   73.13
DZ Bank AG Deutsche Zentr    6.75   6/20/2016    EUR   73.08
DZ Bank AG Deutsche Zentr    7.25   6/20/2016    EUR   57.27
DZ Bank AG Deutsche Zentr    6.50   6/20/2016    EUR   57.23
DZ Bank AG Deutsche Zentr    6.50   6/20/2016    EUR   50.45
DZ Bank AG Deutsche Zentr    5.40   6/20/2016    EUR   71.16
DZ Bank AG Deutsche Zentr    5.20   6/20/2016    EUR   76.07
DZ Bank AG Deutsche Zentr    6.80   6/20/2016    EUR   67.42
DZ Bank AG Deutsche Zentr    6.90   6/20/2016    EUR   56.88
DZ Bank AG Deutsche Zentr    3.90   6/20/2016    EUR   73.02
Bayerische Landesbank        2.60   3/29/2018    EUR   68.58
HSBC Trinkaus & Burkhardt    9.30   6/24/2016    EUR   58.59
HSBC Trinkaus & Burkhardt    6.20   6/24/2016    EUR   65.34
HSBC Trinkaus & Burkhardt    6.00   6/24/2016    EUR   71.19
HSBC Trinkaus & Burkhardt   10.20   6/24/2016    EUR   68.35
Goldman Sachs & Co Wertpa    8.00   6/22/2016    EUR   68.58
Goldman Sachs & Co Wertpa   10.00   6/22/2016    EUR   56.65
Goldman Sachs & Co Wertpa   11.00   6/22/2016    EUR   56.72
Goldman Sachs & Co Wertpa    8.00   6/22/2016    EUR   61.98
UniCredit Bank AG            3.75   10/2/2020    EUR   69.52
Goldman Sachs & Co Wertpa    8.00   6/22/2016    EUR   74.46
Goldman Sachs & Co Wertpa    9.00   6/22/2016    EUR   62.35
DekaBank Deutsche Girozen    2.50   2/24/2017    EUR   73.79
Societe Generale Effekten    9.09   6/24/2016    EUR   74.25
Societe Generale Effekten    8.64   6/24/2016    EUR   63.46
Societe Generale Effekten    7.60    7/7/2016    EUR   68.12
Societe Generale Effekten    9.45    7/7/2016    EUR   64.35
Societe Generale Effekten    6.22   6/24/2016    EUR   75.80
Societe Generale Effekten    8.22   6/24/2016    EUR   71.52
Societe Generale Effekten   10.33   6/24/2016    EUR   60.72
Societe Generale Effekten   11.86   6/24/2016    EUR   57.96
Societe Generale Effekten   10.90    7/7/2016    EUR   62.25
Societe Generale Effekten    7.36   6/24/2016    EUR   60.54
Societe Generale Effekten    8.11    7/7/2016    EUR   61.38
Societe Generale Effekten   10.00    7/7/2016    EUR   58.35
DZ Bank AG Deutsche Zentr    5.75   6/20/2016    EUR   69.90
DZ Bank AG Deutsche Zentr    5.90   6/20/2016    EUR   63.98
DZ Bank AG Deutsche Zentr    7.50   6/24/2016    EUR   63.97
DZ Bank AG Deutsche Zentr    5.00   6/24/2016    EUR   70.23
DZ Bank AG Deutsche Zentr    5.00   6/24/2016    EUR   66.96
DZ Bank AG Deutsche Zentr    5.25   6/24/2016    EUR   60.44
BNP Paribas Emissions- un    5.50   9/22/2016    EUR   64.57
BNP Paribas Emissions- un    7.50   9/22/2016    EUR   59.25
BNP Paribas Emissions- un    4.00   6/23/2016    EUR   52.58
BNP Paribas Emissions- un    5.00   9/22/2016    EUR   52.74
Goldman Sachs & Co Wertpa    6.00   6/22/2016    EUR   68.46
Goldman Sachs & Co Wertpa    5.00   9/21/2016    EUR   69.67
BNP Paribas Emissions- un    8.00   9/22/2016    EUR   48.56
Goldman Sachs & Co Wertpa   10.00   9/21/2016    EUR   67.81
Goldman Sachs & Co Wertpa    7.00   9/21/2016    EUR   70.99
Goldman Sachs & Co Wertpa    8.00   9/21/2016    EUR   71.34
Goldman Sachs & Co Wertpa    8.00   9/21/2016    EUR   71.30
Goldman Sachs & Co Wertpa    8.00   9/21/2016    EUR   58.48
Goldman Sachs & Co Wertpa    9.00   9/21/2016    EUR   58.76
Goldman Sachs & Co Wertpa    9.00   9/21/2016    EUR   58.79
Goldman Sachs & Co Wertpa    6.00   9/21/2016    EUR   62.36
Goldman Sachs & Co Wertpa    9.00   9/21/2016    EUR   63.29
Goldman Sachs & Co Wertpa    8.00   9/21/2016    EUR   62.98
BNP Paribas Emissions- un    7.00   6/23/2016    EUR   60.46
BNP Paribas Emissions- un    5.00   9/22/2016    EUR   68.07
BNP Paribas Emissions- un    7.00   9/22/2016    EUR   62.12
BNP Paribas Emissions- un    7.50   9/22/2016    EUR   59.98
BNP Paribas Emissions- un    9.00   9/22/2016    EUR   57.32
Goldman Sachs & Co Wertpa    6.00   9/21/2016    EUR   51.58
Goldman Sachs & Co Wertpa    5.00   9/21/2016    EUR   51.29
Goldman Sachs & Co Wertpa   10.00   9/21/2016    EUR   52.83
Goldman Sachs & Co Wertpa   10.00   9/21/2016    EUR   52.83
BNP Paribas Emissions- un    9.00   9/22/2016    EUR   73.26
Goldman Sachs & Co Wertpa    9.00   6/22/2016    EUR   59.36
Goldman Sachs & Co Wertpa    9.00   6/22/2016    EUR   59.36
BNP Paribas Emissions- un    8.50   6/23/2016    EUR   72.88
BNP Paribas Emissions- un   10.00   6/23/2016    EUR   71.06
Goldman Sachs & Co Wertpa    5.00   9/21/2016    EUR   60.24
Goldman Sachs & Co Wertpa    6.00   9/21/2016    EUR   60.55
Goldman Sachs & Co Wertpa    6.00   9/21/2016    EUR   60.55
Goldman Sachs & Co Wertpa    8.00   9/21/2016    EUR   61.17
UBS AG                       9.15   9/16/2016    CHF   58.86
BNP Paribas Emissions- un    4.50   9/22/2016    EUR   74.37
BNP Paribas Emissions- un    4.50   6/23/2016    EUR   73.58
BNP Paribas Emissions- un    6.00   6/23/2016    EUR   68.18
BNP Paribas Emissions- un   12.00   6/23/2016    EUR   72.29
DekaBank Deutsche Girozen    3.75   3/10/2017    EUR   52.55
BNP Paribas Emissions- un    6.00   6/23/2016    EUR   71.31
BNP Paribas Emissions- un   12.00   6/23/2016    EUR   59.15
DekaBank Deutsche Girozen    3.00   3/10/2017    EUR   74.52
Landesbank Hessen-Thuerin    4.35   6/20/2016    EUR   68.90
Leonteq Securities AG        9.00   6/27/2016    CHF   63.70
Leonteq Securities AG        8.00   6/27/2016    EUR   67.57
BNP Paribas Emissions- un    7.00   6/23/2016    EUR   75.55
BNP Paribas Emissions- un    9.50   6/23/2016    EUR   70.14
BNP Paribas Emissions- un    8.00   9/22/2016    EUR   73.99
BNP Paribas Emissions- un    9.00   9/22/2016    EUR   71.07
BNP Paribas Emissions- un   11.00   9/22/2016    EUR   67.07
BNP Paribas Emissions- un    8.50  12/22/2016    EUR   71.79
BNP Paribas Emissions- un   10.00   9/22/2016    EUR   72.05
BNP Paribas Emissions- un    6.00   6/23/2016    EUR   68.22
BNP Paribas Emissions- un    8.50   6/23/2016    EUR   60.84
Notenstein La Roche Priva    9.72   6/20/2016    EUR   62.41
BNP Paribas Emissions- un   11.00   6/23/2016    EUR   56.83
BNP Paribas Emissions- un    9.00   9/22/2016    EUR   60.90
DZ Bank AG Deutsche Zentr    4.60   6/20/2016    EUR   71.01
DZ Bank AG Deutsche Zentr    6.40   6/20/2016    EUR   57.19
DZ Bank AG Deutsche Zentr    4.80   6/20/2016    EUR   74.68
DZ Bank AG Deutsche Zentr    5.10   6/20/2016    EUR   72.45
BNP Paribas Emissions- un    5.00   6/23/2016    EUR   73.55
BNP Paribas Emissions- un    7.00   9/22/2016    EUR   70.36
BNP Paribas Emissions- un   10.00   9/22/2016    EUR   63.26
Vontobel Financial Produc    5.35    3/3/2017    EUR   59.78
BNP Paribas Emissions- un   10.00   6/23/2016    EUR   74.43
Credit Suisse AG/Nassau      6.00   10/3/2016    EUR   56.39
Vontobel Financial Produc   21.10   6/24/2016    EUR   47.03
Vontobel Financial Produc   17.35   6/24/2016    EUR   51.11
DZ Bank AG Deutsche Zentr    5.70   6/20/2016    EUR   72.33
DZ Bank AG Deutsche Zentr    5.00   6/20/2016    EUR   66.31
DZ Bank AG Deutsche Zentr    6.00   6/20/2016    EUR   64.16
EFG International Finance    8.99    9/4/2017    EUR   26.60
Landesbank Hessen-Thuerin    4.00    4/8/2019    EUR   65.16
Landesbank Hessen-Thuerin    5.00   4/24/2019    EUR   60.66
Vontobel Financial Produc   10.20   6/24/2016    EUR   54.96
Vontobel Financial Produc    9.00   9/23/2016    EUR   56.87
Vontobel Financial Produc    6.30   9/23/2016    EUR   52.07
Vontobel Financial Produc    7.35   6/24/2016    EUR   50.52
Vontobel Financial Produc    3.50   6/24/2016    EUR   55.27
Vontobel Financial Produc    6.50   6/24/2016    EUR   70.96
DZ Bank AG Deutsche Zentr    6.50   9/19/2016    EUR   56.37
DZ Bank AG Deutsche Zentr    6.50   9/19/2016    EUR   70.34
DZ Bank AG Deutsche Zentr    5.50   9/19/2016    EUR   71.02
DZ Bank AG Deutsche Zentr    6.25   9/19/2016    EUR   69.02
DZ Bank AG Deutsche Zentr    5.00   9/19/2016    EUR   69.25
DZ Bank AG Deutsche Zentr    7.25   9/19/2016    EUR   57.78
DZ Bank AG Deutsche Zentr    6.00   9/19/2016    EUR   57.42
DZ Bank AG Deutsche Zentr    8.25   6/20/2016    EUR   54.51
DZ Bank AG Deutsche Zentr    7.00   6/20/2016    EUR   67.03
DZ Bank AG Deutsche Zentr    6.00   6/20/2016    EUR   66.98
DZ Bank AG Deutsche Zentr    8.25   9/19/2016    EUR   62.37
DZ Bank AG Deutsche Zentr    7.75   9/19/2016    EUR   62.22
DZ Bank AG Deutsche Zentr    7.50   9/19/2016    EUR   69.78
DZ Bank AG Deutsche Zentr    7.00   9/19/2016    EUR   69.63
DZ Bank AG Deutsche Zentr    6.00   9/19/2016    EUR   69.32
DZ Bank AG Deutsche Zentr    5.75   9/19/2016    EUR   68.40
DZ Bank AG Deutsche Zentr    9.00   6/20/2016    EUR   55.74
DZ Bank AG Deutsche Zentr    7.25   9/19/2016    EUR   57.45
DZ Bank AG Deutsche Zentr    8.75   6/20/2016    EUR   74.41
DZ Bank AG Deutsche Zentr    8.00   9/19/2016    EUR   56.43
DZ Bank AG Deutsche Zentr    7.25   9/19/2016    EUR   56.20
DZ Bank AG Deutsche Zentr    6.50   9/19/2016    EUR   55.97
DZ Bank AG Deutsche Zentr    5.90   6/20/2016    EUR   66.56
DZ Bank AG Deutsche Zentr    6.50   6/20/2016    EUR   64.87
DZ Bank AG Deutsche Zentr    4.80   9/19/2016    EUR   70.21
DZ Bank AG Deutsche Zentr    5.50   9/19/2016    EUR   67.88
DZ Bank AG Deutsche Zentr    7.00   6/20/2016    EUR   59.01
DZ Bank AG Deutsche Zentr    5.00   9/19/2016    EUR   64.20
DZ Bank AG Deutsche Zentr    5.80   9/19/2016    EUR   62.34
DZ Bank AG Deutsche Zentr    6.50   9/19/2016    EUR   60.60
DZ Bank AG Deutsche Zentr    5.90   9/19/2016    EUR   66.29
DZ Bank AG Deutsche Zentr    5.20   9/19/2016    EUR   75.82
DZ Bank AG Deutsche Zentr    5.90   9/19/2016    EUR   74.54
DZ Bank AG Deutsche Zentr    6.20   9/19/2016    EUR   73.14
DZ Bank AG Deutsche Zentr    4.90   6/20/2016    EUR   71.64
DZ Bank AG Deutsche Zentr    4.60   9/19/2016    EUR   73.96
DZ Bank AG Deutsche Zentr    5.10   9/19/2016    EUR   68.46
DZ Bank AG Deutsche Zentr    5.50   6/20/2016    EUR   62.27
DekaBank Deutsche Girozen    5.60  11/21/2016    EUR   72.26
Credit Suisse AG/Nassau      7.55  11/28/2016    CHF   55.67
Vontobel Financial Produc    3.95   5/27/2016    EUR   54.63
UBS AG/London                8.00   5/26/2017    EUR   61.75
Leonteq Securities AG/Gue    3.27   5/27/2016    EUR   68.29
UBS AG/London                6.50   5/30/2016    CHF   59.35
Deutsche Bank AG             4.20   8/24/2016    EUR   69.50
Deutsche Bank AG             4.20   8/24/2016    EUR   72.40
Deutsche Bank AG             4.20   8/24/2016    EUR   75.90
Deutsche Bank AG             4.20   8/24/2016    EUR   68.40
Deutsche Bank AG             4.20   7/20/2016    EUR   60.90
Deutsche Bank AG             4.20   7/20/2016    EUR   68.40
Deutsche Bank AG             4.20   8/24/2016    EUR   59.20
Deutsche Bank AG             4.20   7/20/2016    EUR   74.30
Deutsche Bank AG             4.20   8/24/2016    EUR   63.80
Deutsche Bank AG             4.20   7/20/2016    EUR   74.40
Deutsche Bank AG             4.20   7/20/2016    EUR   65.70
Deutsche Bank AG             4.20   8/24/2016    EUR   66.10
Deutsche Bank AG             4.20   8/24/2016    EUR   68.80
Deutsche Bank AG             4.20   8/24/2016    EUR   66.20
Deutsche Bank AG             4.20   7/20/2016    EUR   71.90
Deutsche Bank AG             4.20   8/24/2016    EUR   72.30
Deutsche Bank AG             4.20   8/24/2016    EUR   61.30
Deutsche Bank AG             4.20   8/24/2016    EUR   74.60
Deutsche Bank AG             4.20   8/24/2016    EUR   71.60
Deutsche Bank AG             4.20   8/24/2016    EUR   74.70
Deutsche Bank AG             4.20   7/20/2016    EUR   63.20
Deutsche Bank AG             4.20   8/24/2016    EUR   68.80
Deutsche Bank AG             4.20   8/24/2016    EUR   66.80
Deutsche Bank AG             4.20   8/24/2016    EUR   71.40
Deutsche Bank AG             4.20   8/24/2016    EUR   65.60
Deutsche Bank AG             4.20   8/24/2016    EUR   63.60
Deutsche Bank AG             4.20   8/24/2016    EUR   60.80
Deutsche Bank AG             4.20   7/20/2016    EUR   68.10
Deutsche Bank AG             4.20   7/20/2016    EUR   67.10
Deutsche Bank AG             4.20   8/24/2016    EUR   58.00
Deutsche Bank AG             4.20   8/24/2016    EUR   62.30
Deutsche Bank AG             4.20   7/20/2016    EUR   63.60
Deutsche Bank AG             4.20   8/24/2016    EUR   63.90
Deutsche Bank AG             6.20   7/20/2016    EUR   72.20
Deutsche Bank AG             5.20   7/20/2016    EUR   69.20
Deutsche Bank AG             5.20   7/20/2016    EUR   66.60
Deutsche Bank AG             4.20   8/24/2016    EUR   72.00
Deutsche Bank AG             4.20   8/24/2016    EUR   67.40
Deutsche Bank AG             4.20   7/20/2016    EUR   71.60
Deutsche Bank AG             5.20   7/20/2016    EUR   72.10
Vontobel Financial Produc    8.40   6/24/2016    EUR   62.91
Deutsche Bank AG             4.20   8/24/2016    EUR   65.30
Deutsche Bank AG             4.20   7/20/2016    EUR   60.40
Deutsche Bank AG             4.20   8/24/2016    EUR   68.50
Deutsche Bank AG             5.20   7/20/2016    EUR   64.20
Deutsche Bank AG             5.20   8/24/2016    EUR   72.50
Deutsche Bank AG             5.20   8/24/2016    EUR   68.70
Deutsche Bank AG             5.20   7/20/2016    EUR   61.10
Deutsche Bank AG             6.20   7/20/2016    EUR   61.20
Deutsche Bank AG             5.20   7/20/2016    EUR   58.90
Deutsche Bank AG             5.20   8/24/2016    EUR   59.40
Deutsche Bank AG             5.20   8/24/2016    EUR   69.70
Deutsche Bank AG             5.20   8/24/2016    EUR   67.10
Deutsche Bank AG             5.20   7/20/2016    EUR   65.30
Deutsche Bank AG             6.20   7/20/2016    EUR   63.50
Deutsche Bank AG             6.20   8/24/2016    EUR   57.60
Deutsche Bank AG             5.20   7/20/2016    EUR   72.20
Deutsche Bank AG             5.20   8/24/2016    EUR   72.60
Deutsche Bank AG             5.20   8/24/2016    EUR   71.70
Deutsche Bank AG             5.20   7/20/2016    EUR   68.20
Deutsche Bank AG             5.20   8/24/2016    EUR   61.50
Deutsche Bank AG             5.20   8/24/2016    EUR   64.60
Deutsche Bank AG             6.20   8/24/2016    EUR   72.90
Deutsche Bank AG             6.20   8/24/2016    EUR   68.90
Deutsche Bank AG             5.20   8/24/2016    EUR   63.20
Deutsche Bank AG             6.20   8/24/2016    EUR   72.90
Deutsche Bank AG             6.20   8/24/2016    EUR   72.80
Deutsche Bank AG             5.20   7/20/2016    EUR   75.70
Deutsche Bank AG             5.20   7/20/2016    EUR   68.20
Deutsche Bank AG             5.20   8/24/2016    EUR   72.60
Deutsche Bank AG             5.20   7/20/2016    EUR   56.90
Deutsche Bank AG             6.20   8/24/2016    EUR   64.90
Deutsche Bank AG             6.20   8/24/2016    EUR   66.10
Deutsche Bank AG             6.20   8/24/2016    EUR   63.50
Deutsche Bank AG             5.20   8/24/2016    EUR   63.90
Deutsche Bank AG             6.20   8/24/2016    EUR   59.60
Deutsche Bank AG             5.20   8/24/2016    EUR   57.40
Deutsche Bank AG             6.20   8/24/2016    EUR   55.80
Deutsche Bank AG             6.20   8/24/2016    EUR   69.90
Deutsche Bank AG             5.20   7/20/2016    EUR   71.20
Deutsche Bank AG             6.20   8/24/2016    EUR   71.90
Deutsche Bank AG             6.20   8/24/2016    EUR   68.90
Deutsche Bank AG             6.20   8/24/2016    EUR   61.80
Deutsche Bank AG             6.20   8/24/2016    EUR   67.30
Deutsche Bank AG             5.20   7/20/2016    EUR   62.80
Deutsche Bank AG             5.20   8/24/2016    EUR   68.60
Deutsche Bank AG             5.20   8/24/2016    EUR   65.80
Deutsche Bank AG             5.20   7/20/2016    EUR   72.10
Deutsche Bank AG             5.20   7/20/2016    EUR   63.40
Deutsche Bank AG             6.20   8/24/2016    EUR   64.10
Deutsche Bank AG             5.20   8/24/2016    EUR   55.50
Deutsche Bank AG             5.20   7/20/2016    EUR   61.30
Deutsche Bank AG             5.20   7/20/2016    EUR   55.00
Deutsche Bank AG             5.20   7/20/2016    EUR   63.60
Deutsche Bank AG             5.20   7/20/2016    EUR   66.00
Credit Suisse AG/Nassau      7.50   12/5/2016    CHF   61.28
Deutsche Bank AG             5.20   8/24/2016    EUR   69.10
Deutsche Bank AG             6.20   8/24/2016    EUR   66.70
Deutsche Bank AG             6.20   8/24/2016    EUR   62.10
Deutsche Bank AG             5.20   7/20/2016    EUR   68.60
Deutsche Bank AG             6.20   8/24/2016    EUR   69.30
Deutsche Bank AG             5.20   8/24/2016    EUR   64.10
Deutsche Bank AG             6.20   8/24/2016    EUR   64.30
Deutsche Bank AG             5.20   8/24/2016    EUR   66.50
Deutsche Bank AG             5.20   8/24/2016    EUR   61.80
Deutsche Bank AG             6.20   8/24/2016    EUR   75.80
Deutsche Bank AG             5.20   7/20/2016    EUR   60.60
Deutsche Bank AG             6.20   7/20/2016    EUR   60.70
Deutsche Bank AG             5.20   7/20/2016    EUR   57.70
Deutsche Bank AG             6.20   8/24/2016    EUR   64.40
Deutsche Bank AG             5.20   8/24/2016    EUR   64.20
Deutsche Bank AG             6.20   8/24/2016    EUR   61.30
Deutsche Bank AG             5.20   7/20/2016    EUR   75.30
Deutsche Bank AG             5.20   8/24/2016    EUR   55.60
Deutsche Bank AG             5.20   8/24/2016    EUR   75.50
Deutsche Bank AG             6.20   7/20/2016    EUR   63.90
Deutsche Bank AG             5.20   7/20/2016    EUR   55.10
Deutsche Bank AG             5.20   8/24/2016    EUR   58.20
Deutsche Bank AG             5.20   7/20/2016    EUR   63.70
Deutsche Bank AG             5.20   8/24/2016    EUR   61.00
Deutsche Bank AG             6.20   8/24/2016    EUR   55.90
Deutsche Bank AG             6.20   8/24/2016    EUR   58.40
Deutsche Bank AG             6.20   8/24/2016    EUR   76.60
Deutsche Bank AG             5.20   8/24/2016    EUR   62.60
Deutsche Bank AG             5.20   8/24/2016    EUR   59.90
Deutsche Bank AG             5.20   7/20/2016    EUR   76.10
Deutsche Bank AG             6.20   7/20/2016    EUR   76.20
Deutsche Bank AG             5.20   7/20/2016    EUR   65.00
Deutsche Bank AG             5.20   7/20/2016    EUR   68.20
Deutsche Bank AG             5.20   7/20/2016    EUR   59.40
Deutsche Bank AG             6.20   8/24/2016    EUR   62.80
Deutsche Bank AG             5.20   8/24/2016    EUR   68.70
Deutsche Bank AG             6.20   8/24/2016    EUR   65.70
Deutsche Bank AG             5.20   8/24/2016    EUR   76.40
Deutsche Bank AG             6.20   7/20/2016    EUR   68.40
Deutsche Bank AG             6.20   8/24/2016    EUR   60.20
Deutsche Bank AG             5.20   7/20/2016    EUR   62.10
Deutsche Bank AG             6.20   8/24/2016    EUR   68.90
Deutsche Bank AG             5.20   8/24/2016    EUR   65.50
UBS AG                       7.40   5/17/2021    CHF   70.30
Leonteq Securities AG/Gue    5.00   6/22/2016    EUR   73.74
DekaBank Deutsche Girozen    9.65   8/22/2016    EUR   74.95
UBS AG                      14.75   6/24/2016    EUR   64.85
UBS AG                       7.50   6/24/2016    EUR   60.58
UBS AG                      12.25   6/24/2016    EUR   70.82
UBS AG                      11.00   6/24/2016    EUR   64.56
UBS AG                      13.50   6/24/2016    EUR   56.45
UBS AG                      12.25   6/24/2016    EUR   64.21
UBS AG                       8.25   6/24/2016    EUR   61.82
UBS AG                      13.25   6/24/2016    EUR   74.27
UBS AG                      14.50   6/24/2016    EUR   70.99
UBS AG                       7.25   6/24/2016    EUR   70.48
UBS AG                      10.00   6/24/2016    EUR   49.87
UBS AG                      13.75   6/24/2016    EUR   50.97
UBS AG                       8.75   6/24/2016    EUR   71.88
UBS AG                       8.75   6/24/2016    EUR   66.43
Landesbank Baden-Wuerttem    2.80  12/23/2016    EUR   73.61
Leonteq Securities AG        9.92   5/29/2017    EUR   61.35
Notenstein La Roche Priva    4.30    6/5/2019    CHF   67.37
Notenstein La Roche Priva    6.70   12/5/2016    CHF   64.30
UBS AG/London                6.25   5/30/2016    CHF   42.62
UBS AG/London                7.50  11/28/2016    EUR   57.32
UBS AG/London                7.50   5/30/2016    CHF   38.75
Credit Suisse AG/London      7.00    6/6/2016    CHF   61.42
Bank Julius Baer & Co Ltd    5.50    6/6/2016    EUR   73.40
Bank Julius Baer & Co Ltd    4.80    6/6/2016    EUR   72.80
Bank Julius Baer & Co Ltd    6.30    6/6/2016    USD   55.55
Leonteq Securities AG       10.00    9/8/2016    CHF   62.75
Leonteq Securities AG       10.00    9/8/2016    EUR   75.41
Leonteq Securities AG       13.00    9/8/2016    USD   46.37
Societe Generale SA          2.56   5/27/2016    CHF   73.20
Vontobel Financial Produc    7.00   6/24/2016    EUR   64.84
Vontobel Financial Produc   10.50   6/24/2016    EUR   58.70
WGZ-Bank AG Westdeutsche     3.00   6/29/2016    EUR   73.28
WGZ-Bank AG Westdeutsche     4.00   6/29/2016    EUR   69.63
WGZ-Bank AG Westdeutsche     5.00   6/29/2016    EUR   66.34
WGZ-Bank AG Westdeutsche     6.00   6/29/2016    EUR   64.86
WGZ-Bank AG Westdeutsche     2.25   6/29/2016    EUR   70.40
WGZ-Bank AG Westdeutsche     3.25   6/29/2016    EUR   66.58
WGZ-Bank AG Westdeutsche     4.25   6/29/2016    EUR   63.19
WGZ-Bank AG Westdeutsche     5.50   6/29/2016    EUR   60.16
WGZ-Bank AG Westdeutsche     6.50   6/29/2016    EUR   58.80
DZ Bank AG Deutsche Zentr    5.25   6/24/2016    EUR   43.83
DZ Bank AG Deutsche Zentr   10.25   6/24/2016    EUR   53.63
DZ Bank AG Deutsche Zentr    7.25   6/24/2016    EUR   89.51
DZ Bank AG Deutsche Zentr   12.50   6/24/2016    EUR   64.61
Vontobel Financial Produc    3.95   12/9/2016    EUR   73.40
Commerzbank AG               6.76   6/22/2017    EUR   66.58
Vontobel Financial Produc    6.45   12/9/2016    EUR   72.28
Vontobel Financial Produc    7.05   12/9/2016    EUR   71.09
Vontobel Financial Produc    4.05   12/9/2016    EUR   67.03
Vontobel Financial Produc    4.85   12/9/2016    EUR   65.02
Vontobel Financial Produc    7.65   12/9/2016    EUR   60.10
Vontobel Financial Produc    5.65   9/23/2016    EUR   65.12
Vontobel Financial Produc    6.85    9/9/2016    EUR   62.61
Vontobel Financial Produc    8.80    9/9/2016    EUR   59.57
Vontobel Financial Produc    5.25   6/17/2016    EUR   66.10
Vontobel Financial Produc    7.35   6/10/2016    EUR   50.03
Vontobel Financial Produc    6.55    9/9/2016    EUR   51.70
Vontobel Financial Produc    4.00  12/12/2016    EUR   69.50
Vontobel Financial Produc    7.50  12/12/2016    EUR   62.81
Vontobel Financial Produc    4.35   6/10/2016    EUR   55.15
Vontobel Financial Produc    6.40   6/10/2016    EUR   52.59
Vontobel Financial Produc    4.05    9/9/2016    EUR   56.19
Bank Julius Baer & Co Ltd    5.80    6/9/2016    CHF   72.40
Bank Julius Baer & Co Ltd    8.20    6/9/2016    CHF   61.60
DZ Bank AG Deutsche Zentr    5.00   6/24/2016    EUR   62.80
Landesbank Hessen-Thuerin    3.75   6/29/2016    EUR   63.50
DZ Bank AG Deutsche Zentr    6.50   9/19/2016    EUR   75.46
DZ Bank AG Deutsche Zentr    8.25   6/20/2016    EUR   67.96
DZ Bank AG Deutsche Zentr    5.75   6/20/2016    EUR   54.37
DZ Bank AG Deutsche Zentr    5.75   9/19/2016    EUR   55.74
DZ Bank AG Deutsche Zentr    6.00   9/23/2016    EUR   75.34
DZ Bank AG Deutsche Zentr    6.25   9/23/2016    EUR   55.96
DZ Bank AG Deutsche Zentr    4.60   6/20/2016    EUR   65.72
DZ Bank AG Deutsche Zentr    4.60   9/19/2016    EUR   67.33
DZ Bank AG Deutsche Zentr    5.50   9/19/2016    EUR   64.91
Vontobel Financial Produc    3.60    9/9/2016    EUR   60.92
Vontobel Financial Produc    7.65   9/23/2016    EUR   65.91
Vontobel Financial Produc    4.50   6/24/2016    EUR   60.10
Vontobel Financial Produc    7.85   9/23/2016    EUR   67.16
Vontobel Financial Produc    8.75   6/24/2016    EUR   65.25
Vontobel Financial Produc    6.50   9/23/2016    EUR   73.34
Vontobel Financial Produc    8.40   9/23/2016    EUR   69.99
Vontobel Financial Produc    6.55   9/23/2016    EUR   67.12
Vontobel Financial Produc    7.80   9/23/2016    EUR   60.50
Vontobel Financial Produc    8.95   6/24/2016    EUR   58.58
Vontobel Financial Produc    8.30   9/23/2016    EUR   56.86
Vontobel Financial Produc    9.50   6/24/2016    EUR   54.82
Vontobel Financial Produc    9.40   6/24/2016    EUR   75.31
BNP Paribas Emissions- un    3.25  11/24/2017    EUR   73.83
Vontobel Financial Produc    8.20   6/24/2016    EUR   60.64
Vontobel Financial Produc    7.15   9/23/2016    EUR   62.33
Landesbank Hessen-Thuerin    8.90   10/6/2020    EUR   67.65


                            *********

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 * * *