TCREUR_Public/160620.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 20, 2016, Vol. 17, No. 120


                            Headlines


A U S T R I A

OBEROESTERREICHISCHE LANDESBANK: S&P Affirms BB+ Sub. Debt Rating


C Y P R U S

BANK OF CYPRUS: Moody's Affirms Caa3 Long-Term Deposit Ratings


C Z E C H   R E P U B L I C

SEVEROMORAVSKE VODOVODY: Fitch Affirms 'BB+' IDR, Outlook Stable


F I N L A N D

NOKIA OYJ: Moody's Hikes Corporate Family Rating to 'Ba1'


G E O R G I A

ARRIS INTERNATIONAL: S&P Assigns 'BB' CCR, Outlook Stable
BGEO GROUP: Moody's Assigns 'B1' First-Time Issuer Ratings
BGEO GROUP: Fitch Assigns BB- IDR, Outlook Stable


G R E E C E

GREECE: Set to Receive Fresh Bailout Tranche This Week


I R E L A N D

DEBENHAMS RETAIL: July 20 Deadline Set for Survival Scheme
JAMES HARDIE: Moody's Hikes Corporate Family Rating to Ba1
MERCATOR CLO II: S&P Raises Rating on Class B-2 Def Notes to BB


N E T H E R L A N D S

CNH GLOBAL: Egan-Jones Assigns 'B+' FC Sr. Unsecured Debt Rating
RENOIR CDO: Moody's Hikes Class D-1 Debt Rating to Caa3(sf)


P O R T U G A L

BANCO DE INVESTIMENTO: Moody's Hikes CR Assessment Rating to Ba2


R O M A N I A

HIDROELECTRICA SA: Court Postpones Insolvency Decision to June 21


R U S S I A

BALTIC FINANCIAL: S&P Cuts Counterparty Credit Ratings to 'B-/C'
BANK URALSIB: S&P Raises Counterparty Credit Rating to 'B-'
MBR-BANK JSC: Placed Under Provisional Administration
STATE TRANSPORT: Fitch Assigns 'BB-' IDR, Outlook Negative


S W I T Z E R L A N D

WEATHERFORD INT'L: Egan-Jones Cuts FC Sr. Unsecured Rating to B


U K R A I N E

* Fitch Affirms Ratings on 5 Ukrainian Foreign-Owned Banks


U N I T E D   K I N G D O M

ALL TOMORROW'S PARTIES: In Administration, Cancels Iceland Event
BHS GROUP: Mike Ashley's Rescue Bid "Railroaded" by Green
MASLANDS LITHO: Goes Into Liquidation
STORE TWENTY ONE: Jobs at Two Retail Branches at Risk


X X X X X X X X

* BOND PRICING: For the Week June 13 to June 17, 2016


                            *********


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A U S T R I A
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OBEROESTERREICHISCHE LANDESBANK: S&P Affirms BB+ Sub. Debt Rating
-----------------------------------------------------------------
S&P Global Ratings revised its outlook on Austria-based
Oberoesterreichische Landesbank AG (HYPO OO) to positive from
stable. At the same time, S&P affirmed the 'A/A-1' long- and
short-term counterparty credit ratings.

S&P also affirmed its 'A' issue rating on HYPO OO's senior
unsecured debt and S&P's 'BB+' issue rating on the nondeferrable
senior subordinated debt.

S&P revised its outlook to positive from stable because it
expects that the bank's capitalization can improve on stronger
earnings retention in the next two years.  An upgrade would hinge
on business model stability, as underlined by reassumed growth
and sustainability of current net interest margins.

In S&P's base-case scenario, it has not considered any potential
positive impact on the bank's results from HETA Asset Resolution
(HETA) related developments.  Currently, the bank has provisioned
for EUR77 million indirect exposure to HETA with EUR35.4 million
(45% of exposure).  In May 2016, the Austrian finance ministry
signed a memorandum of understanding with creditors, representing
about one-half of the total EUR11 billion of HETA's debt.  The
debt deal, under which HETA's creditors would get back around 90%
of their investment, is expected to be settled in October.  There
are, however, material risks remaining that can threaten the
deal. If the recently agreed deal is to go ahead, HYPO OO may
need to restore the value after a previous write-down by about
EUR30 million, reflecting lower expected loss.  This amount would
have a one-time positive effect in 2016, if the current solution
on HETA is determined as final.  This single effect, however,
would not be enough for S&P to consider an upgrade, but could
contribute to the improvement of S&P's adjusted risk-adjusted
capital (RAC) ratio by about 0.5%.

The starting point for S&P's ratings on HYPO OO continues to be
the anchor of 'bbb+', which represents S&P's view of economic and
industry risk for banks in Austria.  Other components of HYPO
OO's stand-alone credit profile (SACP) of 'bbb' remain unchanged.

S&P further considers HYPO OO's business position to be moderate,
mainly because of its concentrated business model.  S&P regards
the capital and earnings position as adequate, reflecting S&P's
expectation that HYPO OO's RAC ratio will remain between 9.5% and
10% in the next two years.  S&P's assessment of HYPO OO's risk
position as adequate mainly reflects S&P's view that the bank
will continue to focus on low-risk, public-sector-related
lending, and promotion of social housing.  S&P views funding as
average and liquidity as adequate because of the bank's matched
funding profile, conservative liquidity management, and implicit
benefits from its link with the State of Upper Austria.

The bank's status as a government-related entity (GRE), and S&P's
view of a high likelihood of timely and sufficient extraordinary
government support from Upper Austria, if needed, allows for a
three-notch uplift to the SACP.

S&P continues to rate HYPO OO's non-deferrable senior
subordinated debt at 'BB+', based on S&P's assessment of the
bank's SACP.  The issue rating on the nondeferrable senior
subordinated debt is two notches lower than the bank's SACP.  The
SACP indicates S&P's view of a bank's credit risk without
extraordinary support from the government.  S&P believes that by
notching from the SACP assessment, instead of from the long-term
counterparty credit rating, S&P better captures the risk of an
increased uncertainty of government support for subordinated debt
issues under the bank resolution regime.

The positive outlook on HYPO OO reflects S&P's expectation that
the bank's capitalization can improve on stronger earnings
retention in the next two years.

Also, S&P's outlook reflects its expectation that Upper Austria
will remain highly supportive of HYPO OO.

S&P would upgrade HYPO OO if its capitalization improves, as
indicated by the RAC ratio increasing above 10% on a sustainable
basis.  An upgrade would hinge on business model stability, as
underlined by reassumed growth and sustainability of current net
interest margins.

Another positive trigger would be a material strengthening of the
bank's link with and role for the state of Upper Austria, which
would increase the likelihood of support.  S&P regards this
scenario as unlikely, though.

S&P could revise its outlook to stable if, contrary to its base-
case expectations, the positive momentum in internal capital
generation at the bank reverses, or if Hypo OO faces an
unexpected additional burden resulting from its guarantees to
Pfandbriefbank (Osterreich) AG with regard to HETA-related risks,
which would result in material capital consumption.



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C Y P R U S
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BANK OF CYPRUS: Moody's Affirms Caa3 Long-Term Deposit Ratings
---------------------------------------------------------------
Moody's Investors Service changed the outlook to positive from
stable on Bank of Cyprus Public Company Limited's (BoC) Caa3
long-term deposit ratings and Hellenic Bank Public Company Ltd's
Caa2 deposit ratings. The rating agency affirmed all ratings of
the two banks, and upgraded Bank of Cyprus's long-term
Counterparty Risk Assessment (CRA) to Caa1(cr) from Caa2(cr). The
upgrade of BoC's CRA to Caa1 (cr) reflects changes in the bank's
liability structure, which saw an increase in deposits and
decrease in secured funding, mainly Emergency Liquidity
Assistance (ELA).

The outlook change reflects Moody's expectations of further
improvements in the banks' weak asset quality, a return to
profitability and improving funding conditions. This is driven by
accelerating economic domestic recovery and the banks' increased
restructuring efforts.

Moody's expects the banks to be profitable in 2016 after five
years of losses. In addition, funding conditions for Cypriot
banks are improving as depositor confidence is gradually being
restored and banking system deposits are growing modestly.
Nevertheless, the ratings of these two banks remain at low
levels, reflecting, in particular, the vulnerability of their
capital buffers to the high stock of non-performing loans (NPLs).

RATINGS RATIONALE

BANK OF CYPRUS

The change of outlook on BoC's Caa3 long-term deposit ratings to
positive reflects the bank's progress in restructuring its stock
of problematic loans. It also reflects Moody's expectations that
the bank will be profitable in 2016 following five loss-making
years, and the significant reduction in the bank's reliance on
ELA funding, which the rating agency expects will be fully repaid
during 2017. These positive developments are balanced against the
vulnerability of BoC's capital buffers, owing to the still high
stock of non-performing loans (NPLs) and limited provisioning
coverage, which constrains the rating.

Moody's expects BoC's continued loan restructurings to lead to
further asset quality improvement. The volume of restructured
loans increased to EUR1.5 billion in Q1 2016 from EUR1.35 billion
in Q4 2015 and EUR730 million in Q3 2015. At the same time, the
accelerating domestic economic recovery (Cyprus' year-on-year
real GDP growth rate for the first quarter of 2016 was 2.7%,
following 1.6% in 2015 according to the Cyprus Statistical
Agency) is supporting the performance of restructured loans. As a
result, the ratio of the bank's NPLs (defined as 90 days past due
loans plus impaired loans not 90 days past due) to gross loans
declined to 47% at end-March 2016 from its peak of 53% in
December 2014, while the coverage ratio improved with the loan
loss reserves to NPLs ratio increasing to 49% from 38% in
December 2014.

Nevertheless, given the large stock of problematic loans, Moody's
expects BoC's asset quality metrics to remain weak for a
prolonged period of time, weighing on the bank's credit profile.

Moody's expects that BoC will be profitable in 2016 after five
loss-making years. For the first three months of 2016, BoC
reported net profit of EUR50 million, mainly the result of lower
credit costs at 1% of gross loans -- a level the rating agency
expects the bank to maintain. As of March 2016, BoC's Tier 1
capital ratio was 14.3%, while its shareholders' equity to assets
ratio stood at 13.7%.

BoC has significantly reduced its ELA funding to EUR2.8 billion
as of May 2016 from its peak of EUR11.4 billion in April 2013.
Moody's expects strengthening creditor confidence to allow the
bank to fully repay ELA during 2017. BoC's deposits have been
growing for the last four consecutive quarters. During the first
three months of 2016, BoC's deposits (on constant exchange rates)
grew by EUR152 million to EUR14.1 billion from EUR13.0 billion in
March 2015.

UPGRADE OF BOC'S COUNTERPARTY RISK ASSESSMENT

The upgrade of BoC's CRA to Caa1 (cr) is driven by the
application of Moody's Advanced Loss Given Failure analysis and
reflects changes in the bank's liability structure, which saw an
increase in deposits and decrease in secured funding, mainly ELA.

CR Assessments are opinions of how counterparty obligations are
likely to be treated if a bank fails, and are distinct from debt
and deposit ratings in that they (1) consider only the risk of
default rather than expected loss and (2) apply to counterparty
obligations and contractual commitments rather than debt or
deposit instruments. The CR Assessment is an opinion of the
counterparty risk related to a bank's covered bonds, contractual
performance obligations (servicing), derivatives (e.g., swaps),
letters of credit, guarantees and liquidity facilities.

HELLENIC BANK

The positive outlook on Hellenic Bank's Caa2 deposit ratings
reflects the progress the bank is making in restructuring its
stock of problematic loans. Hellenic Bank's significant liquidity
buffers provide a cushion against potential deposit withdrawals,
but also weigh on its profitability in the current low interest
rate environment. The bank's ratings remain at low levels
reflecting the vulnerability of Hellenic's capital buffers owing
to the still high stock of NPLs.

Moody's expects Hellenic Bank to maintain momentum in terms of
loan restructurings, leading to further asset quality improvement
in coming quarters. The volume of distressed loans restructured
during the first three months of 2016 reached EUR136 million,
compared to EUR560 million during the year 2015. At the same
time, the accelerating economic recovery continues to support the
performance of restructured loans. As a result, the ratio of the
bank's NPLs (defined as 90 days past due loans plus impaired
loans not 90 days past due) to gross loans has stabilized at
53.7% as of March 2016, just below its peak of 54.8% in December
2015. Hellenic Bank's coverage ratio remains low at 43%, and
given the large stock of problematic loans, Moody's expects
Hellenic Bank's asset quality metrics to remain weak for a
prolonged period of time, weighing on the ratings.

Compared to BoC, Hellenic Bank benefits from a stable funding
profile and strong liquidity buffers. Hellenic Bank is funded by
deposits, which accounted for around 82% of total assets as of
March 2016. Although a large portion of Hellenic Bank's funding
consists of confidence sensitive deposits from foreign companies,
Moody's notes the stability these deposits have displayed through
challenging years. Hellenic Bank's high liquidity buffers allow
the bank to counter potential deposit withdrawals. Liquid assets
consisting of cash and balances with banks (mainly with the ECB
and Prime-1 rated banks) stood at 41% of assets as of March 2016;
adding the bank's debt investments to governments and
predominantly investment-grade banks, the ratio increases to 49%.

Hellenic Bank's profitability will continue to be pressured by
the low returns on its high liquidity buffers and sustained high
operational costs. The net profit for the first quarter in 2016
was EUR700,000, pressured by Hellenic Bank's weak efficiency
(cost-to-income at 58%), the low return on its high stock of
liquid assets and sustained high credit costs. For the first
three months of 2016, the bank reported annualized credit costs
of 2.3%. The modest profitability will support the bank's capital
buffers with a Tier 1 ratio of 16.7% as of March 2016 and equity
to assets of 10.4%.

WHAT COULD MOVE RATINGS UP/DOWN

Upward pressure on the ratings of both banks could develop
following improvements in their financial performance -- mainly
further sustained reductions in the volume of NPLs and increased
cash coverage of NPLs.

Although the positive outlook points to low pressure on the
banks' ratings over the near term, the outlook could stabilise if
the banks' progress with restructurings stagnates or if economic
growth falters, leading to a reversal in the recent improvement
to the banks' asset-quality metrics.

List of Affected Ratings:

Bank of Cyprus Public Company Limited

  Long term local currency deposit rating: Affirmed at Caa3,
  outlook changed to positive from stable

  Long term foreign currency deposit rating: Affirmed at Caa3,
  outlook changed to positive from stable

  Short term local and foreign currency deposit rating: Affirmed
  Not-Prime

  Short term commercial paper rating: Affirmed Not-Prime

  Adjusted Baseline Credit Assessment: Affirmed at caa3

  Baseline Credit Assessment: Affirmed at caa3

  Counter party Risk Assessment: Long term upgraded to Caa1(cr)
  from Caa2(cr). Short term affirmed at NP(cr)

  Senior Unsecured EMTN program: Affirmed at (P)Caa3

Hellenic Bank Public Company Ltd

  Long term local currency deposit rating: Affirmed at Caa2,
  outlook changed to positive from stable

  Long term foreign currency deposit rating: Affirmed at Caa2
  outlook changed to positive from stable

  Short term local and foreign currency deposit rating: Affirmed
  at Not-Prime

  Commercial Paper Rating: Affirmed at Not-Prime

  Adjusted Baseline Credit Assessment: Affirmed at caa3

  Baseline Credit Assessment: Affirmed at caa3

  Counter party Risk Assessment: Affirmed at B3(cr)/NP(cr)



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C Z E C H   R E P U B L I C
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SEVEROMORAVSKE VODOVODY: Fitch Affirms 'BB+' IDR, Outlook Stable
----------------------------------------------------------------
Fitch Ratings has affirmed Severomoravske vodovody a kanalizace
Ostrava a.s.'s (SmVaK) Long-Term Foreign and Local Currency
Issuer Default Ratings (IDR) at 'BB+' with Stable Outlooks.
Fitch has also affirmed local currency senior unsecured rating of
SmVaK's CZK5.4 bil. (EUR200 mil.) notes at 'BBB-'.

The affirmation reflects SmVaK's stable operations as a regional
water utility under a benign regulatory framework, successful
bond refinancing in 2015 as well as a comfortable debt maturity
and liquidity profile.  Fitch expects SmVaK to continue to
generate stable profits and operating cash flows to fund large
planned capex and dividend payments within the boundaries set by
financial covenants and our rating guidelines.

                        KEY RATING DRIVERS

Successful Bond Refinancing

SmVaK's CZK5.4 bil. bond issue in July 2015 was used to redeem
the CZK2 bil. November 2015 bond and to fund dividend payment and
share repurchase.  The CZK5.4 bil. bond, maturing in 2022, has
extended SmVaK's debt maturity, with virtually no debt repayments
until 2022.  The coupon has decreased to 2.625% compared with 5%
on the previous bond, although total interest costs increased by
around CZK40m p.a. due to the higher face value of the new bond.

Regional Monopoly
SmVaK operates as a regional water and sewerage monopoly in the
Moravia and Silesia region of the Czech Republic.  It is located
in a fairly densely populated area with access to three separate
water reservoirs in mountainous locations, each of which is able
to fully supply the whole region.  This has allowed the company
to operate a gravity-fed network with reasonable raw water
quality and at prices below the country-average.  SmVaK is both
the owner and operator of the assets in its core region of
operations.  It acts also as an asset operator in some other
locations in the Czech Republic and Poland.

Benign Regulatory Framework

The Czech regulatory framework is supportive of SmVaK's credit
profile.  Tariffs are self-determined by the company and approved
by its Board of Directors.  There is no independent regulator,
but the tariffs must be set within the legal boundaries.  These
include a pass-through of all operating costs related to
regulated activities, return on capital employed (WACC) of 7% as
well as a maximum increase in regulated profit of 7%.  Volume
risk is mitigated by predictable trends and tariff adjustments in
case volumes or cost inflation fluctuate outside plans.

Some Regulatory and Operating Risks

Fitch assumes that the expected change in the regulated profit
formula in 2017 would be mitigated by cost pass-through.  Fitch
sees some risk of less benign tariff determination with
efficiency challenges in the future, although SmVaK is well-
positioned compared with peers.  This is in addition to ongoing
operational challenges of maintaining water and wastewater
quality and of strengthening quality standards.  Further risks
relate to uncertainty over interest cost funding.  So far, the
company has been able to recover interest costs in tariffs;
however, in Fitch's rating case Fitch excludes interest costs
from tariffs as leverage is now higher than in the past and
interest costs would have a higher impact on the tariffs.

High Capex and Dividends

SmVaK is facing larger than historical capex in the next five
years to the amount of CZK500 mil. to CZK700 mil. per annum.
Operating cash flows, net of capex, will be largely paid out as
dividends.  In Fitch's rating case it assumes dividends to exceed
CZK300m per annum.  Capex planned by the company is close to 90%
obligatory or maintenance and therefore cannot be easily cut or
postponed.  On the other hand, dividends could be reduced in case
of any unexpected funding needs.

Stable Leverage

SmVaK's funds from operations (FFO)-adjusted net leverage rose to
around 5x in 2015 from 2x in 2014, on the back of bond
refinancing and the higher amount of the new bond issued.  Fitch
forecasts that FFO-adjusted net leverage will remain above 5.0x,
but below the agency's 5.5x negative rating trigger.

Generic Senior Unsecured Uplift

The unsecured bond ratings benefit from a single-notch uplift
from the IDR to reflect SmVaK's fully regulated network-based
earnings profile.  Although the regulatory framework for water
and sewerage does not benefit from an independent regulator and
has other limitations compared, for example, with the UK
framework, it is benign with a long track record and the
company's asset values have been well preserved over the last 20
years.

KEY ASSUMPTIONS

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

   -- Gradual reduction in water sales volumes
   -- Full pass-through of operating costs of regulated
      activities onto tariffs
   -- Interest costs excluded from tariffs
   -- Capex at around CZK3 bil. over 2016-2020
   -- Dividend pay-outs at 85%-90% of net profits

                       RATING SENSITIVITIES

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

   -- FFO-adjusted net leverage below 5.0x and fixed charge
      coverage above 5.0x (2015: 7.3x), both on a sustained basis
   -- Lower business risk, for example in the form of an
      independent regulator with a still benign regulatory
      framework

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

   -- FFO-adjusted net leverage above 5.5x and fixed charge
      coverage below 4.0x, both on a sustained basis
   -- Higher business risk, such as a less benign or more
      politically exposed tariff determination, and lower WACC

                              LIQUIDITY

As of Dec. 31, 2015, SmVaK's liquidity was ample with readily
available cash of CZK631 mil. and undrawn committed credit line
of CZK150 mil. against short-term debt of CZK70 mil.



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F I N L A N D
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NOKIA OYJ: Moody's Hikes Corporate Family Rating to 'Ba1'
---------------------------------------------------------
Moody's Investors Service upgraded the Corporate Family Rating
("CFR") and the senior unsecured debt instrument ratings of Nokia
Oyj ("Nokia") to Ba1 from Ba2 as well as its Probability of
Default Rating ("PDR") to Ba1-PD from Ba2-PD. The Not Prime (NP)
rating on Commercial Paper issued by Nokia and by Nokia Finance
International B.V. is affirmed and the rating outlook on Nokia
ratings remains stable. Concurrently, Moody's has withdrawn the
B2 CFR and B2-PD Probability of Default ratings on Alcatel-Lucent
as well as the B3 debt-level ratings on Alcatel-Lucent's senior
unsecured convertible bonds due 2019 and 2020.

The upgrade of Nokia's ratings principally reflects the enhanced
scale and diversification of Nokia following its combination with
Alcatel-Lucent as well as the notable progress Nokia has made,
through a series of concrete transaction milestones, in
furthering its combination with Alcatel-Lucent since announcing
the transaction in April 2015. These are in addition to material
debt reduction that Nokia has effected at both Nokia and Alcatel-
Lucent over the past year as well as an expectation for an
improved financial profile for the combined company over the next
18 months.

The upgrade to Ba1 of the debt instrument ratings on Nokia's
senior unsecured notes and Euro MTN program correspond to the
declining default risk of these obligations as Nokia's CFR
approaches an investment-grade level.

In addition, Moody's has withdrawn all existing ratings on
Alcatel-Lucent because it believes it has insufficient or
otherwise inadequate information to support the maintenance of
those ratings.

"Nokia's rating upgrade to Ba1, just below investment-grade,
acknowledges the greater scale along with the complementary
product and geographic diversification that Alcatel-Lucent adds.
It also recognizes the debt reduction Nokia has executed over the
past year and the progress made in furthering the companies'
combination whilst recognizing that the integration plan is still
in its early stages," says Alejandro Nunez, a Moody's Vice
President -- Senior Analyst and lead analyst for the issuer.

RATINGS RATIONALE

The rating upgrade reflects: (1) Nokia's greater scale and solid
complementary positions across fixed and mobile network markets
particularly in the growing IP and cloud market segments; (2) a
clear governance structure, capital return policy and business
strategy focused on fixed/mobile networks and the development of
intellectual property; (3) material debt reduction and a strong
liquidity position; balanced against (4) limited near-term growth
prospects bounded by a slowdown in global networking equipment
spending; and (5) challenges as Nokia continues to integrate
Alcatel-Lucent and carry out a cost reduction plan targeting over
EUR 900 million of cost savings by 2018.

Moody's said, "Nokia's integration of Alcatel-Lucent should
provide Nokia with a broader and complementary product platform
spanning strong (#1 or #2 global) positions in fixed and mobile
networking equipment and services, broader geographic diversity
especially in key markets such as Internet Protocol ("IP") and in
North America, and better resilience in the face of these end
markets' cycles. Despite the fact that the operational
integration of Alcatel-Lucent commenced in January 2016, we find
Nokia's integration plan to be measured and clearer than those of
the sector's previous combinations. Although the integration is
likely to last into fiscal year 2018 (FY18), we anticipate that
Nokia could achieve its targeted cost synergies (of more than EUR
900 million relative to FY15) gradually, particularly from FY17,
although we recognize that over the next two years Nokia will
also incur significant restructuring costs of slightly more than
the targeted cost synergies in order to achieve them.

"We anticipate that Nokia's full integration of Alcatel-Lucent is
likely to last at least through the end of FY17 and that its
success will, as in the past, depend to a large degree on how
customers react to the combination as well as on the assimilation
of the companies' platforms and cultures. Newer network
technologies that are increasingly software-driven and based on
Internet Protocol ("IP") should help facilitate an integration of
customers' network infrastructures requiring less physical
hardware replacement.

"After divesting its Devices & Services unit to Microsoft in 2013
and its HERE maps division to a consortium of German auto
manufacturers in 2015, Nokia's strategy has been more focused on
its communications networking equipment (via its Nokia Networks
division) and its related intellectual property (Nokia
Technologies). In addition, given Nokia's announcements in H1
2016 regarding Nokia's redefined business divisions and
management structure, it is clear that it will be primarily
Nokia's management that will drive the integration of the two
companies. We believe this clear governance structure and
strategy should frame Nokia's integration plan better than
previous attempts at combining companies in this sector."

In terms of liquidity, Nokia exhibits very good liquidity
supported primarily by its balance sheet gross cash and other
liquid assets of EUR 12.5 billion compared with its interest-
bearing liabilities of EUR 4.2 billion (as at Q1 FY16), a ratio
of 3.0x. Nokia's liquidity is also supported by its access to an
undrawn revolving credit facility of EUR 1.5 billion committed
through 2018. Following a series of Alcatel-Lucent bond
redemptions executed by Nokia in the first half of 2016, in line
with Nokia's EUR 7 billion capital structure optimization program
announced in October 2015, all debt instruments in the combined
company's capital structure are based on investment grade
documentation and have no financial covenants.

Moody's has withdrawn the rating because it believes it has
insufficient or otherwise inadequate information to support the
maintenance of the rating.

RATIONALE FOR STABLE OUTLOOK

Moody's said, "The stable outlook reflects our expectation that:
(1) Nokia's operating profitability will not be adversely
impacted in a sustainable way as a result of slowing market
growth and/or its integration of Alcatel-Lucent; (2) Nokia will
generate positive free cash flow in FY16-FY18 to be applied
toward covering near-term cash restructuring costs and
accumulating cash; (3) Nokia will not effect a meaningfully more
aggressive change to its current capital redistribution policies
(as embodied in its Capital Structure Optimization Program); and,
(4) Nokia will continue to maintain a solid liquidity profile.
The outlook also reflects our anticipation that Nokia's adjusted
leverage (Gross Debt/EBITDA as adjusted by Moody's) will trend
toward 2.0x by the end of FY17."

WHAT COULD CHANGE THE RATING UP

Positive rating pressure could develop on Nokia's ratings if: (1)
its operating performance, including revenue growth and operating
margins, and outlook were to materially improve; (2) Nokia were
to achieve a Gross Debt / EBITDA ratio (as adjusted by Moody's)
consistently in the 1.5x - 1.75x range; and (3) a Free Cash Flow
(FCF) / Debt ratio (as adjusted by Moody's) sustainably toward
20%.

WHAT COULD CHANGE THE RATING DOWN

Negative pressure could be exerted on Nokia's ratings in the case
of: (1) a material decline in operating performance or
profitability relative to FY16 levels and expectations; (2) a
failure to continue along a deleveraging trajectory particularly
if Gross Debt/ EBITDA ratio (as adjusted by Moody's) were to
increase sustainably above 2.25x; (3) a deterioration in its Free
Cash Flow (FCF, as adjusted by Moody's) such that it turns
neutral or negative for a prolonged period; and (4) a loosening
of the company's financial policies particularly with regard to
capital redistribution.



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G E O R G I A
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ARRIS INTERNATIONAL: S&P Assigns 'BB' CCR, Outlook Stable
---------------------------------------------------------
S&P Global Ratings said it assigned its 'BB' corporate credit
rating to Suwanee, Ga.-headquartered ARRIS International PLC.
The outlook is stable.  S&P affirmed, and then subsequently
withdrew, its 'BB' corporate credit rating on ARRIS International
PLC subsidiary ARRIS Group Inc.

At the same time, S&P affirmed its 'BB' issue-level rating on the
company's first-lien credit facilities, consisting of a
$500 million revolving credit facility, $1.1 billion term loan A
(of which approximately $950 million remains outstanding), $800
million term loan A-1, and $825 million term loan B (of which
approximately $540 million remains outstanding).  The recovery
ratings remain '3', indicating our expectation for meaningful
(50% to 70%; upper end of the range) recovery in the event of a
payment default.

"The rating on ARRIS International PLC reflects the firm's
exposure to the highly volatile communications equipment market,
a high level of customer concentration, weak near-term demand for
consumer premise equipment (CPE) products, and highly acquisitive
growth strategy," said S&P Global Ratings credit analyst James
Thomas.

Recently improved scale, growing international diversity, and a
leading intellectual property portfolio offset these risks
somewhat and should help ARRIS navigate coming technology shifts
in its core end markets.  Over the coming year, S&P expects the
company to reduce leverage to the mid-2x area primarily through
EBITDA margin expansion, as financial policy increasingly
prioritizes shareholder returns and acquisitions over debt
repayment.  S&P views the company's business risk profile as fair
and financial risk profile as intermediate.

The stable outlook reflects S&P's expectation that the
integration of Pace will enable ARRIS to grow margins and EBITDA
through enhanced scale and the gradual realization of synergies,
despite moderate near-term organic revenue declines from softness
in cable and telecommunications companies' capital spending.
Although S&P believes that ARRIS will prioritize share buybacks
and M&A over debt repayment over the next year, S&P forecasts
that EBITDA growth will enable the firm to reduce leverage to the
mid-2x area by the end of 2016.


BGEO GROUP: Moody's Assigns 'B1' First-Time Issuer Ratings
----------------------------------------------------------
Moody's Investors Service has assigned B1/Not-Prime local- and
foreign-currency issuer ratings to JSC BGEO Group (JSC BGEO). The
outlook on the long-term ratings is stable.

The B1 issuer rating of JSC BGEO, a non-operational holding
company with controlling interests in a number of Georgian
entities and currently no debt outstanding, is positioned one-
notch below the Ba3 local-currency deposit rating assigned to its
99.5% owned banking subsidiary, JSC Bank of Georgia (BOG: local-
currency deposits Ba3 stable, baseline credit assessment (BCA)
ba3). This is in view of the structural subordination of the
group's creditors. The stable outlook assigned to JSC BGEO's
ratings is in line with the stable outlook on BOG's ratings.

This is the first time that Moody's has assigned ratings to JSC
BGEO.

RATINGS RATIONALE

JSC BGEO's B1 issuer rating is mainly driven by the standalone
credit profile of its principal banking subsidiary, BOG. JSC BGEO
is a Georgia-centric holding company with BOG's assets and
profits accounting for around 90% of total group assets and
profits as of year-end 2015 based on group disclosures. Moody's
expects that banking operations will continue to make up the bulk
of the group's stable revenue base and account for over 80% of
group profits in the foreseeable future. While the group's other
main subsidiaries, Georgia Healthcare Group Plc and JSC m2 Real
Estate (Georgia) -- both unrated -- offer a degree of sector
diversification, this is counterbalanced by the potentially more
volatile revenues of these subsidiaries. At the same time,
Moody's expects that, in case of need, JSC BGEO would be able to
provide some support to its operating subsidiaries by utilizing a
planned uncommitted cash buffer of USD50 million at the holding
company level.

Moody's said, "BOG is the largest bank in Georgia by assets with
33% market share of total banking system assets and deposits as
of year-end 2015. The bank's Ba3 local currency deposit rating
(which is at the same level as the rating of the Government of
Georgia) reflects: (1) Its domestic market position as Georgia's
largest bank underlining strong profitability -- return on
average assets was around 3% in 2015; (2) adequate capitalization
metrics with a National Bank of Georgia Basel III Tier 1 ratio of
10.9% at year-end 2015 against an 8.5% regulatory minimum. These
strengths are balanced against the bank's elevated credit risks
arising from extensive lending in foreign currency (72% of the
bank's loan portfolio was denominated in foreign currency, mainly
US dollars, as of end-December 2015), our expectation of some
asset quality pressure in 2016, as well as single-party
concentrations in the context of Georgia's shallow, developing
economy, which is vulnerable to external shocks. While Moody's
considers the bank's liquidity adequate, high deposit
dollarisation and a material amount of more confidence sensitive
non-resident deposits makes the bank more vulnerable to external
shocks."

JSC BGEO's B1 issuer rating is positioned one notch below the Ba3
local-currency deposit rating of BOG. The rating approach is in
line with the rating agency's usual notching practice for holding
companies, as described in Moody's Banks methodology, which
recognizes the structural subordination of JSC BGEO's creditors
to those of its operating subsidiaries. The issuer rating does
not incorporate any government support uplift as Moody's
considers that any support would flow directly to the bank rather
than through the holding company.

The stable outlook on JSC BGEO's issuer rating is in line with
the stable outlook on BOG's ratings.

WHAT COULD CHANGE THE RATINGS -- UP

JSC BGEO's issuer rating could be upgraded if the financial
profile of its main banking subsidiary improves, leading to an
upgrade of BOG's ratings.

WHAT COULD CHANGE THE RATINGS -- DOWN

Moody's said, "JSC BGEO's rating could be downgraded if: (1)
BOG's ratings are downgraded; (2) the holding company creates
double leverage that reaches over 115% owing to debt-funded
acquisitions; or (3) the bank ceases to account for the bulk of
the group's assets and profits (over 80%) and we assess that the
weighted-average credit profile of its other subsidiaries is
weaker."

PRINCIPAL METHODOLOGY

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

LIST OF ASSIGNED RATINGS

JSC BGEO Group:

-- Long-term local and foreign currency issuer ratings: B1 with
    a stable outlook

-- Short-term local and foreign currency issuer ratings: Not-
    Prime


BGEO GROUP: Fitch Assigns BB- IDR, Outlook Stable
-------------------------------------------------
Fitch Ratings has assigned JSC BGEO Group (BGEO) a Long-Term
Issuer Default Rating of 'BB-' with a Stable Outlook.  BGEO is
Bank of Georgia's (BoG; BB-/Stable/bb-) direct holding company,
domiciled in Georgia.

                        KEY RATING DRIVERS

BGEO's ratings reflect Fitch's view that the default risk of the
holding company (holdco) is highly correlated with that of its
main operating entity BoG.  This view is based on BGEO's expected
reliance on loan repayments and dividends from BoG as the main
source of cash flows to service the holdco's debt.  BGEO's
ratings also take into account the current absence of any double
leverage at the holdco level and Fitch's expectation that any
future double leverage will be moderate.

The fact that BGEO and BoG are domiciled in the same jurisdiction
is also moderately positive for BGEO's ratings.  However, there
is no consolidated group oversight, with the National Bank of
Georgia regulating only BoG.  In Fitch's view, in a stress
scenario, this could moderately impair the fungibility of
liquidity and capital within the group, potentially resulting in
somewhat better protection of creditors' rights at BoG than at
BGEO.

BGEO's double leverage, defined by Fitch as equity investments in
subsidiaries divided by holdco equity, stood below 100% at end-
1Q16, as the company had no debt.  Fitch believes that double
leverage is unlikely to increase above 120% due to the holdco's
moderate borrowing plans.

BGEO's Viability Rating is at the same level as that of BoG,
reflecting Fitch's view that consolidated non-banking
subsidiaries have limited impact on BGEO's creditworthiness due
to them being small (10% of BGEO's assets and revenues in 2015)
and profitable.

BGEO's Support Rating of '5' and Support Rating Floor of 'No
Floor' reflect Fitch's view that sovereign support for BGEO
cannot be relied upon given that it is not a regulated entity.

                       RATING SENSITIVITIES

BGEO's ratings are sensitive to changes in BoG's ratings.  In
addition, BGEO's ratings could be downgraded if debt issuance
results in a marked increase in double leverage or if this
results in significantly increased liquidity risks at the BGEO
level.

Greater risks relating to BGEO's non-banking subsidiaries -
because of a marked increase in their size, a deterioration in
their credit profiles or greater reliance on their cash flows for
servicing of holdco debt - could also be negative for BGEO's
ratings.

The rating actions are:

BGEO Group

  Long-term foreign currency IDRs: assigned at 'BB-';
   Outlook Stable
  Short-term foreign currency IDRs: assigned at 'B'
  Viability Rating: assigned at 'bb-'
  Support Rating: assigned at '5'
  Support Rating Floor: assigned at 'No Floor'



===========
G R E E C E
===========


GREECE: Set to Receive Fresh Bailout Tranche This Week
------------------------------------------------------
BBC News reports that a fresh tranche of money for debt ridden
Greece has been approved by the eurozone's bailout fund.

According to BBC, the amount of EUR7.5 billion (GBP5.9 billion;
US$8.4 billion) is scheduled to be paid out early this week.

The money is part of a larger deal agreed on in May but depended
on a number of reform conditions to be fulfilled by Athens,
BBC notes.

Greece owes its creditors more than EUR300 billion -- about 180%
of its annual economic output (GDP), BBC discloses.

The country is in urgent need of the fresh money from Europe to
service two debt payments to the European Central Bank next
month, BBC states.



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


DEBENHAMS RETAIL: July 20 Deadline Set for Survival Scheme
----------------------------------------------------------
Mary Carolan at The Irish Times reports that the High Court has
extended time for a report from the examiner appointed to prepare
a survival scheme for Debenhams Retail (Ireland) Ltd., the
company operating eleven stores in Ireland.

Mr. Justice Brian McGovern agreed on June 15 to extend time for
examiner Kieran Wallace to finalize his report and also continued
court protection to July 20, The Irish Times relates.

DRIL directly employs 1,400 staff while 500 concession staff and
300 cosmetic staff also work in the company's stores, The Irish
Times discloses.

It sought court protection in May arising from consistent losses
sustained since the recession in 2007 and after withdrawal of
support of its UK parent company, Debenhams Retail plc, The Irish
Times recounts.

Mr. Wallace of KPMG was appointed examiner after the court was
told an independent expert believed the company had a reasonable
prospect of survival if certain conditions were met, including
securing court protection and approval of a survival scheme with
the company's creditors, The Irish Times relays.

DRIL has incurred losses of EUR22.6 million in the last three
years and, while revenues increased in 2015 and 2014, continues
to be loss making this year, The Irish Times states.  The stores
continue to operate as normal while the survival scheme is being
prepared, according to The Irish Times.

DRIL says it owes its parent EUR46 million and that is
unsustainable, The Irish Times relates.

It says the only alternative to examinership was liquidation with
an estimated deficit of EUR264 million, The Irish Times notes.


JAMES HARDIE: Moody's Hikes Corporate Family Rating to Ba1
----------------------------------------------------------
Moody's Investors Service upgraded the Corporate Family Rating of
James Hardie International Finance Limited to Ba1 from Ba2 and
its Probability of Default Rating to Ba1-PD from Ba2-PD.
Concurrently, Moody's upgraded the company's $325 million 5.875%
Senior Unsecured Notes due 2023 to Ba1 from Ba2 and affirmed its
Speculative-Grade Liquidity (SGL) Rating at SGL-2. The rating
outlook is stable.

The upgrade of the Corporate Family Rating to Ba1 reflects
Moody's expectation that James Hardie will continue to exhibit
relatively conservative balance sheet management, financial
policies that are now anticipated to be more aligned with the
needs of the creditors, and disciplined yet growth oriented
approach toward operations. This financial management has
resulted in the company's ability to maintain strong credit
metrics for a pro-longed period of time. Moody's projects debt to
EBITDA to be maintained below 1.5x and EBITA/interest expense
above 10x over the next 12-18 months. As of the fiscal year end
2016 (3/31/2016), debt/EBITDA stood at 1.3x and EBITA/Interest
Expense at 10.8x. Furthermore, James Hardie is anticipated to
turn free cash flow positive over the next year as it curtails
its special dividend payouts while still maintaining its normal
historic annual dividend payout.

The following rating actions were taken:

  Corporate Family Rating, upgraded to Ba1 from Ba2;

  Probability of Default Rating, upgraded to Ba1-PD from Ba2-PD;

  $325 million Senior Unsecured Notes due 2023, upgraded to Ba1
  (LGD4) from Ba2 (LGD4);

  Speculative-Grade Liquidity Rating, affirmed at SGL-2;

Outlook is stable.

RATINGS RATIONALE

The Ba1 Corporate Family Rating benefits from James Hardie's
relatively conservative balance sheet management, financial
policies that are now expected to be more aligned with creditor
interests, and deep-rooted industry expertise combined with solid
operating strategy. Further strengthening the credit risk profile
is the expected continued improvement in the company's already
strong credit metrics over the next 12-18 months. James Hardie's
financial policy sets a maximum of 2x net leverage ratio. Moody's
projects debt to EBITDA to be maintained below 1.5x and
EBITA/interest expense above 10x over the next 12-18 months. In
addition, the reputation and conservative operating strategy that
both have allowed James Hardie to grow into one of the largest
fiber cement producers in the world, makes Moody's comfortable in
the company's ability to manage its asbestos related liabilities
on an ongoing basis.

Moody's said, "However, the company's exposure to the asbestos
liability remains a risk factor. We consider the asbestos
liability to be mitigated by the terms of Amended & Restated
Final Funding Agreement ("AFFA") and treat it as a non-debt
liability. However, a certain percentage of the company's
operating cash flows must be put toward the asbestos fund thereby
limiting the cash flow available for the company's core business.
"At March 31, 2016, the undiscounted value of the asbestos
liability was close to $767 million. Further, the asbestos
liability combined with dividend distributions and share
repurchases have led to negative tangible net worth and negative
free cash flow generation. Going forward, we anticipate the
company's to generate free cash flow as it stops paying special
dividends and maintains a common dividend with an annual payout
of around 50-70% of net income.

"James Hardie's Speculative-Grade Liquidity (SGL) rating of SGL-2
indicates that the company's liquidity profile is good over the
next 12 months. The SGL rating takes into consideration internal
liquidity, external liquidity, covenant compliance, and
alternative liquidity sources. James Hardie's cash flow
generation from operations has always been relatively strong and
it is able to cover its operating cash needs from internally
generated cash. However, the company's elevated CAPEX in fiscal
2014 and 2015 and special dividends in fiscal 2015 and 2016 have
resulted in negative free cash flow. Going forward, we anticipate
James Hardie's free cash flow to be positive as it will primarily
have maintenance CAPEX of around $80 to $100 million vs. $276
million of CAPEX in fiscal 2015 and $115 million in 2014.
Dividend payouts are anticipated to be between 50 to 70% of net
income for each of the next two years vs. $247 million in fiscal
2016 and $390 million in fiscal 2015. Cash balance is maintained
at around $100 million."

In addition to liquidity provided by cash flow generation, James
Hardie also has access to a $500 million unsecured revolving
credit facility (unrated by Moody's) that matures in 2020. At
3/31/2016, the company had $190 million drawn and remainder
available for future advances. The company is anticipated to use
the revolving credit facility for seasonal needs on an ongoing
basis. The unsecured credit facility is governed by two
maintenance covenants: interest coverage and debt leverage. James
Hardie has to maintain an interest coverage ratio at 3.25x (at
3/31/16 the company was at 17.2x per the credit agreement
calculation), leverage ratio has to be less than 3x (at 0.93x at
3/31/16). Looking forward for the next 12 to 18 months, James
Hardie is expected to have ample room under its covenants. James
Hardie also has good alternative liquidity as all of its debt is
unsecured.

Moody's said, "The stable outlook reflects our view that the
company's financial performance is expected to continue to
improve and that James Hardie will maintain a relatively
conservative approach toward shareholder distributions."

The ratings could be upgraded if James Hardie substantially
reduces its asbestos liability. The ratings upgrade will also
consider the company's business profile (narrow product offering,
exposure to cyclical end markets) and minimal free cash flow
generation both of which are limited when compared to many
investment-grade issuers at the lower end of the Baa ratings
range.

The ratings could be downgraded if the company changes its
financial policy to be more shareholder friendly. Further, any
negative change in the asbestos liability could result in a
downgrade. Also, EBIT/interest expense of less than 5x on a
sustained basis would be considered a trigger for downgrade.

James Hardie International Finance Limited ("James Hardie") is a
wholly-owned subsidiary of James Hardie Industries plc, domiciled
in Ireland, is a global manufacturer of fiber-cement products and
systems for internal and external building construction
applications primarily sold in the United States, Australia, New
Zealand and the Philippines. The company's revenues and net
income for fiscal 2016 ended March 31, 2016 were $1.7 billion and
$244 million, respectively.


MERCATOR CLO II: S&P Raises Rating on Class B-2 Def Notes to BB
---------------------------------------------------------------
S&P Global Ratings raised its credit ratings on Mercator CLO II
PLC's class A-1, A-2, A-3, B-1, and B-2 notes.

The upgrades follow S&P's analysis of the transaction using data
from the May 6, 2016 trustee report, and the application of its
relevant criteria.

CAPITAL STRUCTURE

                 Amount as              Credit
                 of         Current     enhancement
      Current    October    credit      as of
      amount     2014       enhancement December
Class  (mil.EUR)  (mil.EUR)  (%)      2012 (%) Interest
Deferrable

A-1      19.73   160.65     85          42       3mE+0.235%  No
A-2      25.50   25.50      66          32       3mE+0.42%   No
A-3 Def  25.00   25.00      48          23       3mE+0.65%   Yes
B-1 Def  25.50   25.50      28          14       3mE+1.60%   Yes
B-2 Def  19.50   19.50      14          7        3mE+3.95%   Yes
C Sub    42.50   42.50      0           0        N/A         N/A

3mE--Three-month Euro Interbank Offered Rate.
N/A--Not applicable.

Since S&P's previous review in October 2014, the rated notes have
benefitted from these:

   -- The class A-1 notes have amortized by a further EUR140.92
      million to EUR19.73 million.  As a result, the available
      credit enhancement has increased for all rated classes of
      notes.

   -- The weighted-average rating of the performing assets
      portfolio has remained stable at 'B+'.

   -- The portfolio's weighted-average life reduced to 4.81 years
      from 5.34 years.

Barclays Bank PLC (A-/Stable/A-2) and the National Bank of Abu
Dhabi (AA-/Stable/A-1+) act as currency hedge counterparties.
S&P has reviewed the downgrade provisions and they do not fully
comply with its current counterparty criteria.  According to
S&P's criteria, downgrade provisions can only support ratings up
to S&P's issuer credit ratings on the counterparties plus one
notch. Therefore, in scenarios above 'A', S&P assumed the
nonperformance of the counterparties.

As a result of the above, and following the application of S&P's
criteria, it considers the available credit enhancement for all
classes of notes to be commensurate with higher ratings than
previously assigned.  S&P has therefore raised its ratings on all
classes of notes in this transaction.

Mercator CLO II is a cash flow CLO transaction, which securitizes
loans to mainly speculative-grade corporate firms.  The
transaction closed in January 2007 and entered its amortization
period in February 2014.  NAC Management (Cayman) Ltd. manages
the portfolio.

RATINGS LIST

Mercator CLO II PLC
EUR419 Million Secured Floating-Rate Notes

Class         Rating        Rating
              To            From


Ratings Raised

A-1           AAA (sf)      AA+ (sf)
A-2           AAA (sf)      AA (sf)
A-3 Def       AA+ (sf)      A+ (sf)
B-1 Def       A (sf)        BBB (sf)
B-2 Def       BB (sf)       B+ (sf)



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


CNH GLOBAL: Egan-Jones Assigns 'B+' FC Sr. Unsecured Debt Rating
----------------------------------------------------------------
Egan-Jones Ratings Company assigned a B+ foreign currency senior
unsecured rating on debt issued by CNH Global NV on June 1, 2016.

CNH Global N.V. manufactures, markets, and distributes a line of
agricultural and construction equipment and parts worldwide. The
company was founded in 1991 and is based in Amsterdam, the
Netherlands. CNH Global N.V. operates as a subsidiary of CNH
Industrial N.V.


RENOIR CDO: Moody's Hikes Class D-1 Debt Rating to Caa3(sf)
-----------------------------------------------------------
Moody's Investors Service has taken a variety of rating actions
on the following notes issued by Renoir CDO B.V.:

-- EUR230 million (outstanding balance EUR 35.3M) Class A
    Floating Rate Notes, Upgraded to Aa1 (sf); previously on Dec
    9, 2015 Upgraded to Aa3 (sf)

-- EUR10.5 million Class B Deferrable Floating rate Notes,
    Upgraded to Aa2 (sf); previously on Dec 9, 2015 Upgraded to
    A2 (sf)

-- EUR14.8 million Class C Deferrable Floating Rate Notes,
    Upgraded to Baa2 (sf); previously on Dec 9, 2015 Upgraded to
    Ba3 (sf)

-- EUR4.25 million Class D-1 (outstanding balance EUR 5.1M)
    Deferrable Fixed Rate Notes, Upgraded to Caa3 (sf);
    previously on Dec 9, 2015 Affirmed Ca (sf)

-- EUR5.05 million Class D-2 (outstanding balance EUR 5.5M)
    Deferrable Floating Rate Notes, Upgraded to Caa3 (sf);
    previously on Dec 9, 2015 Affirmed Ca (sf)

-- EUR8.5 million Combination Notes, Affirmed Ca (sf);
    previously on Dec 9, 2015 Affirmed Ca (sf)

Renoir CDO B.V. is a managed cash-flow collateralized debt
obligation backed primarily by a portfolio of Euro dominated
Structured Finance securities with up to 20% of the portfolio
assets exposed to synthetic securities. At present, the portfolio
is composed mainly of Prime RMBS (48.5%), Subprime RMBS (30.3%),
CMBS (10.3%), CLOs (10.0%) and other ABS (0.96%).The portfolio is
managed by BNP Paribas Asset Management (previously Fortis
Investment Management France S.A.) and the transaction has passed
its reinvestment period in April 2010.

RATINGS RATIONALE

The rating actions on the notes are primarily a result of the
deleveraging of the Class A notes and subsequent improvement of
over-collateralization ratios. Class A notes have paid down in
total by EUR16.2 million since the last rating action in December
2015.

As a result of the deleveraging, over-collateralization has
increased. As per the latest trustee report dated April 2016, the
Classes A/B, C and D over-collateralization ratios are reported
at 152.72% 116.41% and 99.22% respectively, compared to 136.80%,
111.23% and 97.66% in the October 2015 report. The Class D OC
test continues to be in breach of the covenant level at 99.22%.

The rating on the combination notes address the repayment of the
rated balance on or before the legal final maturity. The rated
balance at any time is equal to the principal amount of the
combination note on the issue date minus the sum of all payments
made from the issue date to such date, of either interest or
principal. The rated balance will not necessarily correspond to
the outstanding notional amount reported by the trustee.



===============
P O R T U G A L
===============


BANCO DE INVESTIMENTO: Moody's Hikes CR Assessment Rating to Ba2
----------------------------------------------------------------
Moody's Investors Service has taken the following rating actions
on the covered bonds issued by Banco de Investimento Imobiliario
S.A. (BII) (unrated) and Banco Comercial Portugues, S.A. (BCP)
(deposits B1 stable, adjusted baseline credit assessment b3;
counterparty risk (CR) assessment Ba2(cr)), governed by the
Portuguese covered bond legislation:

-- BII covered bonds: Upgraded to A1 from A2.

-- BCP mortgage covered bonds: Upgraded to A3 from Baa1.

Banco Comercial Portugues, S.A. is the underlying institution
supporting BII Covered Bonds.

RATINGS RATIONALE

This rating action follows Moody's upgrade of BCP's Counterparty
Risk (CR) Assessment to Ba2(cr) from Ba3(cr) on June 14, 2016. As
a result, the covered bond (CB) anchor for both programs is now
one notch higher.

For BII covered bonds, the Timely Payment Indicator (TPI) of
Probable-High now restricts the rating of the covered bonds at
A1. The program holds sufficient over-collateralization (OC) to
achieve the new rating.

For BCP mortgage covered bonds, the TPI of Improbable now
restricts the rating of the covered bonds at A3. The program
holds sufficient OC to achieve the new rating.

KEY RATING ASSUMPTIONS/FACTORS

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

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

The CB anchor for the BII covered bonds and BCP mortgage covered
bonds is CR assessment plus one notch. The CR assessment reflects
an issuer's ability to avoid defaulting on certain senior bank
operating obligations and contractual commitments, including
covered bonds.

BII COVERED BONDS

The cover pool losses for BII covered bonds are 19.3%. This is an
estimate of the losses Moody's currently models following a CB
anchor event. Moody's splits cover pool losses between market
risk of 14.3% and collateral risk of 5%. Market risk measures
losses stemming from refinancing risk and risks related to
interest-rate and currency mismatches (these losses may also
include certain legal risks). Collateral risk measures losses
resulting directly from cover pool assets' credit quality.
Moody's derives collateral risk from the collateral score, which
for this program is currently 7.5%.

The over-collateralization in the cover pool is 17.9%, of which
BII provides 7% on a "committed" basis. The minimum OC level
consistent with the A1 rating is 11%, of which the issuer should
provide 5% in a "committed" form. These numbers show that Moody's
is relying on "uncommitted" OC in its expected loss analysis.

BCP MORTGAGE COVERED BONDS

The cover pool losses for BCP mortgage covered bonds are 24.3%.
This is an estimate of the losses Moody's currently models
following a CB anchor event. Moody's splits cover pool losses
between market risk of 19.3% and collateral risk of 5%. Market
risk measures losses stemming from refinancing risk and risks
related to interest-rate and currency mismatches (these losses
may also include certain legal risks). Collateral risk measures
losses resulting directly from cover pool assets' credit quality.
Moody's derives collateral risk from the collateral score, which
for this program is currently 7.5%.

The over-collateralization in the cover pool is 31% of which BCP
provides 5.3% on a "committed" basis. The minimum OC level
consistent with the A3 rating is 4.5%, of which the issuer should
provide 0.5% in a "committed" form. These numbers show that
Moody's is not relying on "uncommitted" OC in its expected loss
analysis.

For further details on cover pool losses, collateral risk, market
risk, collateral score and TPI Leeway across covered bond
programs rated by Moody's please refer to "Moody's Global Covered
Bonds Monitoring Overview", published quarterly. All numbers in
this section are based on the most recent Performance Overview
(based on data, as of end March 2016).

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

For the BII covered bonds, Moody's has assigned a TPI of
Probable-High. For the BCP mortgage covered bonds, Moody's has
assigned a TPI of Improbable.

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

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

The TPI assigned to BII covered bonds is Probable-High. The TPI
Leeway for this program is 0 notches. This implies that Moody's
might downgrade the covered bonds because of a TPI cap if it
lowers the CB anchor by one notch, all other variables being
equal.

The TPI assigned to BCP mortgage covered bonds is Improbable. The
TPI Leeway for this program is 0 notches. This implies that
Moody's might downgrade the covered bonds because of a TPI cap if
it lowers the CB anchor by one notch, all other variables being
equal.

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



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


HIDROELECTRICA SA: Court Postpones Insolvency Decision to June 21
-----------------------------------------------------------------
Business Review reports that the Bucharest Court has postponed
the exit from insolvency procedures of Hidroelectrica S.A. to
June 21.

The decision was postponed numerous times already, since the
energy supplier entered insolvency in February 2014 for the
second time, Business Review notes.

Previously, the company was placed under judicial reorganization
procedures between June 2012 and June 2013, Business Review
recounts.

The court was supposed to rule on the matter on June 8 and later
on June 15, Business Review discloses.

The most important measure taken during insolvency was the
termination of 11 bilateral contracts with energy traders and end
users, namely Energy Holding, Alpiq Romindustries, Alpiq
Romenergie, Energy Financing Team, Alro Slatina, ArcelorMittal
Galati, Electromagnetica, Electrocarbon, Euro-Pec, Elsid, Luxten,
Business Review relays.  According to Business Review, these
bilateral contracts caused Hidroelectrica damages of EUR 1.1
billion, a report by the trustee of Hidroelectrica stated, "due
to the length of contracts, of over 10 years and of the vagueness
and relativity of contractual provisions that do not allow
Hidroelectrica to end contracts in the event of failure to reach
an agreement on the energy price correlated with the evolution of
the price on the private market."

Hidroelectrica is a Romanian state-owned electricity producer.



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


BALTIC FINANCIAL: S&P Cuts Counterparty Credit Ratings to 'B-/C'
----------------------------------------------------------------
S&P Global Ratings said that it has lowered its long- and short-
term counterparty credit ratings on Russia-based Baltic Financial
Agency Bank (BFA) to 'B-/C' from 'B/B'.  The outlook is stable.

The Russia national scale rating was lowered to 'ruBBB' from
'ruBBB+'.

The downgrade stems from S&P's view of the deterioration of BFA's
capital, resulting from lower earnings generation.  S&P's risk-
adjusted capital (RAC) ratio for BFA was down to 3.7% at year-end
2015 compared with S&P's previous forecast of 4.8%.  In addition,
S&P no longer expects the RAC ratio to rebound to more than 5%
over the next 12-18 months.  S&P has therefore revised its view
on BFA's capitalization to weak from moderate.

S&P bases its revised forecast on its assumption that the bank's
net interest margin would recover to the 2.0%-2.5% range over the
next 12-18 months from 0.5% in 2015.  This will likely result
from a gradual increase in profitability, with the return on
equity reaching 8%-10% by 2017 after losses in 2015.  S&P
anticipates that the bank will be able to further reduce its
operational expenses in 2016 and keep them under control.  S&P
believes the cost of risk will stay in the range of 2.1%-2.4% as
provisioning on existing nonperforming loans builds up.

At the same time, S&P believes that because the bank is no longer
aggressively expanding its loan book and the credit quality of
most borrowers remains stable, its risk position has somewhat
improved.  Nevertheless, S&P notes that it is still constrained
by higher-than-average concentrations and interest rate risk.

The stable outlook on BFA reflects S&P's opinion that, over the
next 12-18 months, the bank's asset quality will not deteriorate
further, despite economic slowdown in Russia, and that the bank
can maintain its relationships with key customers in the
country's North-West region.

S&P may take a negative rating action if it was to see asset
quality worsening, threatening BFA's capitalization and
compliance with regulatory ratios.  S&P might also downgrade the
bank if, in its view, customers' confidence in the bank and the
bank's liquidity buffer, which S&P currently considers to be
sufficient, had evaporated.

A positive rating action, although remote in S&P's opinion, may
follow if it sees capitalization rebounding on the back of
stronger-than-expected profits, with the RAC ratio above 5%.


BANK URALSIB: S&P Raises Counterparty Credit Rating to 'B-'
-----------------------------------------------------------
S&P Global Ratings raised its long-term counterparty credit
rating on Russia-based BANK URALSIB (PJSC) to 'B-' from 'CCC+'.
The outlook is positive.  S&P affirmed the short-term rating at
'C'.

The upgrade reflects the strengthening of BANK URALSIB's
capitalization, while the bank's risk profile remains within
S&P's expectations with no material signs of deterioration.

S&P believes that, during 2011-2014, accumulated substantial
losses and substantial dividends upstreamed to the previous
majority owner weakened the bank's business stability.  On Nov.
3, 2015, the Central Bank of Russia (CBR) announced measures for
BANK URALSIB's financial rehabilitation, including having found
an investor, Russian businessman Vladimir Kogan, to buy an 82%
stake in the bank.  The Deposit Insurance Agency (DIA) provided
BANK URALSIB with several tranches of long-term loans totaling
Russian ruble (RUB) 81 billion (about $1.2 billion) to help
stabilize BANK URALSIB's financial profile.

The revaluation gain on DIA funding recognized in the financial
accounts under International Financial Reporting Standards as
RUB50 billion, together with the gain from cancellation of
subordinated debts totaling about RUB21 billion bolstered the
bank's capitalization.  This helped to alleviate impairment of
some of the bank's assets, namely its RUB19.2 billion investment
in insurance company SG URALSIB, RUB4.5 billion of goodwill, and
about RUB11 billion of credit costs for 2015.  As a result, BANK
URALSIB reported net profit of RUB16.8 billion in 2015 after the
accumulated net losses of RUB19 billion in 2011-2014.  S&P
considers that the capital support from DIA offers the bank
permanent additional loss absorbency capacity.  The proceeds of
the support, which was provided at a cost well below market
rates, were placed in government bonds with corresponding
maturities and a hefty margin.  The market value of this support
is sensitive to changes in market interest rates, but S&P don't
anticipate a material depletion of currently retained gains over
the next 12-18 months.  S&P also considers the probability of
negative intervention by Russian regulator to be remote on the
rating horizon for the next 12-18 months.  The gain on the
revaluation of this funding will be recognized only progressively
under Russian accounting standards.  This would result in a
breach of the minimum capital adequacy ratio at least over the
rating horizon, which, however, is allowed by financial
rehabilitation agreement with the CBR and DIA.

S&P is revising up the bank's stand-alone credit profile (SACP)
to 'b-' because S&P believes that the bank will comply with the
minimum requirements if the capital gain were to be factored into
the calculation under Russian Accounting Standards.

Net profit for first-quarter 2016 was RUB254 million, with an
annualized net interest margin recovery to 4.5% from 2.4% at end-
2015.  In addition, the cost-to-income ratio improved to 76% from
an average 102% over the past five years.

In S&P's view, it will take time for the bank to restore its
previously sound footprint in the market.  S&P sees any
structural improvement in core banking profitability--notably via
the reduction of the cost base or the improvement in margins--as
taking time to have a pronounced impact on the bank's financial
performance.  Management's ability to dispose of legacy noncore
assets, in particular real-estate investments, is also key to
freeing up capital and diminishing financial leverage over time.
Furthermore, the difficult economic environment in Russia makes
this turnaround a challenging task to accomplish, in S&P's
opinion.

After continuing moderate deleveraging of the gross loan book
over 2015, the bank's total assets stood at RUB373 billion as of
March 31, 2016.  However, BANK URALSIB still possesses a wide
branch network, sound customer franchise, and good diversity in
terms of business lines and Russian regional geography.  S&P
believes that after the imposed financial rehabilitation plan and
boosted capital position, the bank's capacity to compete with
larger state and private banks is steadily improving.  After the
significant boost in its capital buffer, the bank is also better
prepared for recovery in business dynamics, in S&P's view.  At
the same time, S&P expects BANK URALSIB to demonstrate anemic
growth rates in 2016, as economic conditions are not supportive
for good-quality business growth.

BANK URALSIB's liquidity is currently adequate, in S&P's view.
S&P understands that cash and money market instruments and liquid
securities exceed 15% of total assets and amply cover the bank's
short- and long-term wholesale debt.  Additionally, as of
March 31, 2016, BANK URALSIB had a held-to-maturity portfolio of
Russian state bonds of RUB82 billion, or 22% of its total assets,
which could be pledged for a refinancing facility from the CBR if
needed.

The positive outlook reflects S&P's view that it could raise the
rating in the coming 12-18 months if the bank demonstrates
sustainable enhancement of its business position, namely
sustainability and diversity of its clientele base and operating
revenues.  S&P also takes into account that the bank's capital
position has substantially improved, which could support its
business development.  S&P could also raise the rating if the
bank's asset quality improves materially while its risk appetite
remains acceptable.

S&P could revise the outlook to stable if:

   -- The new owner proves unable to quickly restore the bank's
      business position;

   -- It sees tangible signs of the bank's liquidity erosion; or

   -- Asset quality indicators deteriorate.

S&P could also revise the outlook to stable or take a negative
rating action if it sees that additional losses (currently
unexpected) are not balanced by internal earnings generation,
capital support from the existing shareholders, or other remedial
actions.


MBR-BANK JSC: Placed Under Provisional Administration
-----------------------------------------------------
The Bank of Russia, by its Order No. OD-1885, dated June 17,
2016, revoked the banking license of Moscow-based credit
institution joint-stock company Commercial Bank Interregional
Bank of Reconstruction (JSC CB MBR-Bank) from June 17, 2016.

The Bank of Russia took such an extreme measure -- revocation of
the banking license -- because of the credit institution's
failure to comply with federal banking laws and Bank of Russia
regulations, decrease in equity capital for three consecutive
months below the minimal amount of the authorized capital
established by Part 7 of Article 11.2 of the Federal Law "On
Banks and Banking Activity", given the bank's failure to file a
request to the Bank of Russia for changing its status into that
of non-bank credit institution, and given the repeated
application over the past year of supervisory measures envisaged
by the Federal Law "On the Central Bank of the Russian Federation
(Bank of Russia)".

Over the past year, JSC CB MBR-Bank repeatedly violated the
banking law and Bank of Russia regulations when assessing credit
risk and creating loan loss provisions.  The credit institution
tolerated for three consecutive months a decrease in equity
capital below the minimal amount of the authorized capital
established by Part 7 of Article 11.2 of the Federal Law "On
Banks and Banking Activity".  The management and owners of the
bank did not take measures to increase the bank's equity capital
to the value of 300 million rubles as established by the federal
law, and did not decide on changing the bank's status into that
of non-bank credit institution. Pursuant to Article 20 of the
Federal Law "On Banks and Banking Activities", the Bank of Russia
revoked the banking license from JSC CB MBR-Bank.

The Bank of Russia, by its Order No. OD-1886, dated June 17,
2016, has appointed a provisional administration to JSC CB MBR-
Bank for the period until the appointment of a receiver pursuant
to the Federal Law "On Insolvency (Bankruptcy)" or a liquidator
under Article 23.1 of the Federal Law "On Banks and Banking
Activities".  In accordance with federal laws, the powers of the
credit institution's executive bodies are suspended.

According to the financial statements, as of June 1, 2016, JSC CB
MBR-Bank ranked 600th by assets in the Russian banking system.


STATE TRANSPORT: Fitch Assigns 'BB-' IDR, Outlook Negative
----------------------------------------------------------
Fitch Ratings has assigned Russia-based State Transport Leasing
Company (STLC) Long-Term Issuer-Default Ratings of 'BB-' with
Negative Outlooks.

                         KEY RATING DRIVERS

STLC's Long-Term IDRs of 'BB-', Support Rating of '3' and Support
Rating Floor of 'BB-' reflect the moderate probability of
support, in case of need, the company could receive from the
Russian sovereign (BBB-/Negative).  In assessing potential
support, Fitch views positively: (i) the 100% state ownership;
(ii) the company's role (albeit somewhat limited) in state
programs to support the public transport sector and domestic
aircraft manufacturing; and (iii) the recent track record of
capital injections (RUB35 bil. in 2015, equal to 3.5x end-2014
equity; a further RUB30 bil. in 2016 is probable).

However, the timing and the amount of support (especially
capital) could be constrained by a potentially lengthy and
onerous budgetary process (unplanned capital injections would
need to be approved as amendments to the federal budget).  In
addition, Fitch expects the company's currently low leverage to
increase substantially, which could raise the cost of potential
support.

STLC was the fifth-largest Russian leasing company by total lease
portfolio at end-2015, and has been under the direct oversight of
the Ministry of Transport since 2009.  STLC is being actively
used in state programs for the development of the Russian
transportation industry, namely (i) leasing of Russian-built
Sukhoi SuperJet-100 (SSJ-100) planes; (ii) leasing of new trains
for the Central Suburb Passenger Company; (iii) leasing of new
ships for Russian water transportation companies; and (iv)
leasing of buses in regions as part of the state program to
improve energy efficiency in public transportation.

Fitch views STLC's intrinsic creditworthiness as modest given the
company's significant asset quality deficiencies, only break-even
profitability to date, large balance sheet concentrations, the
limited liquidity of the company's large rail fleet (20% of total
assets at end-2015) and significant refinancing needs.

STLC's lease book has historically been concentrated, which is
typical of Russian state-owned leasing companies.  At end-2015,
the largest exposure (42% of total earning assets) was
represented by operating lease contracts with the Russian state-
controlled airline, Aeroflot (B+/Stable).

At end-2015, the amount of problem exposures (net investments in
lease and other receivables on terminated contracts overdue by
90+ days plus foreclosed assets) reached a significant RUB15 bil.
(or 8.5% of total earning assets), although they were comfortably
reserved (56%).  An additional RUB12 bil. (6.8%) of problem
assets were transferred into operating lease, and a further RUB3
bil. (1.8%) were written down during 2015.  Growing exposure to
smaller and weaker airlines backed by not-so-liquid SSJ-100s
could put additional pressure on STLC's asset quality.

At end-2015, STLC's financial leverage (debt/equity) was
comfortable at 3x, due to a large RUB30 bil. equity injection in
October 2015 to finance the purchase of SSJ-100s from Sukhoi
Civil Aircraft JSC (BB-/Negative).  However, management expects
rapid annual growth of around 25% in 2016-2018, which could
increase leverage up to an albeit still reasonable 5x.

During 2Q16-1Q17, STLC has to repay RUB39 bil. of debt (28% of
total liabilities at end-2015); the company plans to refinance
this and attract at least a further RUB12 bil. to finance lease
commitments. Fitch views these borrowing plans as feasible due to
the company's track record and close ties with Russian state
banks.  STLC's available liquidity buffer at end-1Q16 was RUB13
bil., while proceeds from outstanding lease contracts are
expected at RUB26 bil. (net of VAT).

STLC's rouble-denominated senior unsecured debt ratings are
aligned with the company's Local Currency IDRs and National
Rating.

                        RATING SENSITIVITIES

The Negative Outlook reflects that on Russia's sovereign ratings.
A downgrade of STLC may result from a weakening of the ability or
propensity of the Russian authorities to provide support, which
could be reflected, for example, in the downgrade of the
sovereign Long-Term IDR.  Rapid growth with a sharp increase in
leverage beyond Fitch's current expectations, or significant
corporate governance risks, could also be credit-negative.

An upgrade of STLC, although unlikely in the near-term, would be
contingent on an upgrade of the Russian sovereign or a
significant improvement in its standalone profile (e.g. further
sizable capital injections, diversification of the company's
business and improvement in its profitability).  A more
significant policy role for STLC with respect to implementation
of state programs to support the Russian transportation sector,
underpinned by sufficient capital provided by the authorities,
could also be positive for the ratings.

STLC's senior debt ratings are likely to move in tandem with the
company's Long-Term IDRs and National Rating.

The rating actions are:

State Transport Leasing Company

  Long-Term Foreign Currency IDR: assigned at 'BB-', Outlook
   Negative
  Long-Term Local Currency IDR: assigned at 'BB-', Outlook
   Negative
  Short-Term Foreign Currency IDR: assigned at 'B'
  National Long-Term rating: assigned at 'A+(rus)', Outlook
   Stable
  Support Rating: assigned at '3'
  Support Rating Floor: assigned at 'BB-'
  Senior unsecured debt rating: assigned at 'BB-'/'A+(rus)'



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


WEATHERFORD INT'L: Egan-Jones Cuts FC Sr. Unsecured Rating to B
---------------------------------------------------------------
Egan-Jones Ratings Company downgraded the foreign currency senior
unsecured rating on debt issued by Weatherford International PLC
to B from B+ on June 2, 2016.  EJR also lowered the commercial
paper rating on the Company to C from A3.

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



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


* Fitch Affirms Ratings on 5 Ukrainian Foreign-Owned Banks
----------------------------------------------------------
Fitch Ratings has affirmed the Long-Term Foreign Currency Issuer
Default Ratings of PJSC Alfa-Bank (ABU), Ukrsotsbank (Ukrsots),
ProCredit Bank (Ukraine) (PCBU), PJSCCB Pravex-Bank (Pravex) and
PJSC Credit Agricole Bank (CAB) at 'CCC'.  At the same time Fitch
has removed Ukrsots and Pravex from Rating Watch Negative (RWN).

Fitch has also affirmed the banks' VRs: CAB at 'b-', ABU and PCBU
at 'ccc' and Ukrsots' and Pravex's VRs at 'cc'.

                        KEY RATING DRIVERS

IDRS, NATIONAL RATINGS AND SENIOR DEBT

All five banks' IDRs and National Ratings factor in the
likelihood of support they may receive from their foreign
shareholders.  The affirmation of the banks' 'CCC' Long-Term
Foreign Currency IDRs reflects the constraint of Ukraine's
Country Ceiling (CCC), which captures transfer and convertibility
risks and limits the extent to which support from the majority
foreign shareholders of these banks can be factored into the
ratings.  The limited capital and currency controls introduced in
1H14 largely remain in place, albeit having been gradually eased
in 1H16.

The affirmation of the five banks' Long-Term Local Currency IDRs,
and the senior unsecured local currency debt of ABU and Ukrsots,
at 'B-', i.e one notch above the 'CCC' sovereign rating, reflects
the strength of the expected shareholder support for these
entities.  The revision of the Outlooks on Long-term local-
currency IDRs to Stable from Negative (with the exception of
Pravex) reflects Fitch's view of the somewhat reduced country
risks, and in particular the lower risk of extreme scenarios
where the banks' ability to service their local currency
obligations could be constrained by regulatory action.

ABU's IDRs and senior debt ratings are driven by Fitch's view on
potential support the bank may receive from other assets
controlled by its main shareholders, including its sister bank,
Russia-based OJSC Alfa-Bank (AB; BB+/Negative).  However, the
probability of support is limited due to the indirect
relationship with other Alfa Group assets and the mixed track
record of support from its main shareholders.

Ukrsots is currently nearly 100%-owned by UniCredit S.p.A.
(UniCredit, BBB+/Negative) through its Vienna subsidiary
UniCredit Bank Austria AG (BBB+/ Negative).  In 2015 UniCredit
announced that it had signed a binding agreement on the transfer
of its share in Ukrsots to ABH Holdings S.A. (ABHH) in exchange
for 9.9% of ABHH's shares.  ABHH is part of Alfa Group's
financial business and is an owner of several CIS banking
subsidiaries, including ABU.  The deal is expected to be
finalized in 2H16, following its approval by the Ukrainian
regulatory authorities.  Fitch believes UniCredit will continue
to provide support to Ukrsots prior to its sale, while the
probability of support from ABHH for Ukrsots is likely to be
similar to that currently available for ABU. Consequently, Fitch
has removed Ukrsots from RWN.

Pravex is fully owned by Intesa Sanpaolo S.p.A. (Intesa,
BBB+/Stable).  The bank has been up for sale since early 2014.
However, given little apparent progress so far with the disposal
of the bank and the absence at present of a named potential
buyer, Fitch has removed Pravex's ratings from RWN.  The Negative
Outlook reflects the ultimate likelihood of a sale and hence the
probable reduction in potential shareholder support.

PCBU is controlled (87% of voting stock) by Germany's ProCredit
Holding AG & Co. KGaA. (BBB/Stable).  CAB is fully owned by
Credit Agricole S.A. (A/Positive).

VRs
All five banks' VRs continue to reflect weaknesses in their
standalone credit profiles and dependence on capital support
(except for CAB) from their respective parents.  Asset quality
was under increased pressure in 2015 due to recession (GDP
dropped by 9.9%), currency depreciation (FX loans were in the
30%-80% range for these five banks at end-2015) and the military
conflict in the east (the banks' reported exposure to the region
was in the range of 3%-14% of loans).  NPLs (loans more than 90
days overdue) have increased across the board, giving rise to
additional reserve requirements, and loan restructuring is
widespread.  The only moderate economic recovery expected in
Ukraine (Fitch forecasts GDP growth of 1% in 2016 with medium-
term potential growth of 2%) limits the potential for near-term
improvements in asset quality metrics and constrains balance
sheet growth and earnings generation.

Regulatory capital adequacy ratios (CARs) were above the
regulatory limit of 10% for four banks and, from 13 June 2016 for
ABU, which improved its CAR to 10.3% from 6.8% at end-1Q16.
However, capital buffers are generally weak relative to
unreserved problem assets, and the capacity to absorb losses
through pre-impairment profit is also limited (at ABU, Ukrsots,
Pravex) due to pressures stemming from a large proportion of non-
performing assets, high, albeit decreasing, funding costs (at
ABU) and weaker growth/deleveraging.  ABU, Ukrsots and Pravex
remained loss-making in 2015, while robust pre-impairment
performance at PCBU and CAB is supported by continued rapid loan
expansion (PCBU), effective asset re-pricing and access to
relatively cheap and stable customer funds (CAB), and good cost
controls.

Deposit trends have stabilized for the sector and the reviewed
banks, underpinned by the recent stabilization of the hryvnia.
Non-deposit funding is limited at these banks and liquidity
buffers (cash and equivalents and unpledged securities eligible
for refinancing with the National Bank (NBU)), net of near-term
wholesale funding repayments, remained comfortable in 1Q16.

CAB's 'b-' VR factors in more moderate asset quality
deterioration than at most Ukrainian banks (NPLs at 15% of loans,
80%-covered by specific reserves; restructured loans at 8% and
performing), driven by a focus on multinational and agricultural
companies. Loss absorption capacity is underpinned by solid pre-
impairment profitability (equal to 10% of average loans in 2015),
and the liquidity position is sound.  The capital buffer is
moderate, although the FCC ratio of 7.6% at end-2015 is
significantly impacted by group policy of applying a 150% risk
weighting to loans in Ukraine and NBU exposures.

ABU's 'ccc' VR captures the high levels of NPLs and
restructured/rolled over exposures (33% and 30% of end-2015 gross
loans, respectively) and moderate loss absorption capacity,
although the latter is supported by a shareholder guarantee that
covers potential losses on selected credit exposures.  Unreserved
NPLs, net of shareholder guarantees, were equal to 3x FCC, and
the FCC ratio was a low of 5%.  Capital injections in 2016 are
unlikely and in 2017 the bank expects to receive USD50m of equity
from its shareholder.

PCBU's 'ccc' VR is constrained by the bank's high-risk appetite,
as reflected in rapid recent loan growth (by 32% in 2015 and 57%
in 2014, adjusted for FX-effects), and risks associated with the
largely unseasoned loan book.  NPLs and restructured loans stood
at 5.6% and 8.8% of end-2015 loans, respectively, which were
significantly below sector averages, albeit partly due to regular
write-offs.  NPLs net of specific reserves were low (13% of FCC
at end-2015), but the FCC ratio of 7.5% is modest for the bank's
risk profile.  An expected EUR15 mil. equity injection in
tranches in June-July 2016 (equal to 78% of end-2015 FCC) will
support additional loss absorption, but will partially be
consumed by loan growth.

The 'cc' VRs of Ukrsots and Pravex reflect both banks' high
levels of NPLs, at around 70% of end-2015 gross loans, and their
moderate coverage by specific reserves (43% at Ukrsots and 72% at
Pravex) and significant negative pre-impairment profit, which is
resulting in ongoing capital consumption.  Ukrsots' capital
buffer (FCC ratio of 29% at end-1Q16) has improved since end-2014
as a result of recapitalisation measures, but is still not
sufficient to improve NPL-coverage to 80%.  However, Fitch
understands further capital support is expected before the bank
sale.  Pravex's capital buffer (FCC ratio of 78% at end-2015, up
from 11% at end-2014 following a large capital injection) is
sufficient to allow full coverage of NPLs, but the buffer is
likely to be eroded by operating losses.

                       RATING SENSITIVITIES

IDRS, NATIONAL RATINGS AND SENIOR DEBT

The banks' IDRs could be upgraded if Ukraine's sovereign ratings
are upgraded and the Country Ceiling revised upwards.  The
ratings could be downgraded in case of transfer and
convertibility or other restrictions being imposed, which would
impede the banks' ability to service their obligations (not the
base case scenario for Fitch).

A significant weakening of the ability and/or propensity of
shareholders to provide support (not expected by Fitch at
present) could also result in downgrades.

The Negative Outlook on Pravex's ratings reflects Fitch's
expectation that the bank will ultimately be sold.  If a sale
goes ahead, we will review the bank's ratings to assess the
ability and propensity of the new shareholder to provide
assistance.  If the sale does not go through or is significantly
delayed, the bank's IDRs will remain sensitive to the factors
above.

VRs
Upside potential for the banks' VRs is limited, but could arise
from a strengthening of their capitalization and improvements in
reserve coverage of impaired loans.  The VRs could be downgraded
if additional loan impairment recognition undermines capital
positions without sufficient support being made available.

The rating actions are:

PJSC Alfa-Bank:

  Long-Term Foreign Currency IDR: affirmed at 'CCC'
  Long-Term Local Currency IDR: affirmed at 'B-', Outlook revised
   to Stable from Negative
  Senior unsecured local currency debt: affirmed at 'B-'/'RR4'/
   'AA+(ukr)'
  Senior unsecured local currency market linked securities:
   affirmed at 'B-(emr)'/'RR4'; 'AA+(ukr)(emr)'
  Short-Term foreign currency IDR: affirmed at 'C'
  Support Rating: affirmed at '5'
  Viability Rating: affirmed at 'ccc'
  National Long-Term rating: affirmed at 'AA+(ukr)'; Outlook
   Stable

Ukrsotsbank:

  Long-Term Foreign Currency IDR: affirmed at 'CCC', removed from
   RWN
  Long-Term Local Currency IDR: affirmed at 'B-', removed from
   RWN, Stable Outlook
  Senior unsecured local currency debt: affirmed at 'B-'/ 'RR4'/
   downgraded to 'AA+(ukr) from 'AAA(ukr)', removed from RWN
  Short-Term foreign currency IDR: affirmed at 'C'
  Support Rating: affirmed at '5'
  Viability Rating: affirmed at 'cc'
  National Long-Term rating: downgraded to 'AA+(ukr)' from
   'AAA(ukr)', removed from RWN, Stable Outlook

ProCredit Bank (Ukraine):

  Long-Term Foreign Currency IDR: affirmed at 'CCC'
  Long-Term Local Currency IDR: affirmed at 'B-', Outlook revised
   to Stable from Negative
  Short-Term Foreign Currency IDR: affirmed at 'C'
  Short-Term Local Currency IDR: affirmed at 'B'
  Support Rating: affirmed at '5'
  Viability Rating: affirmed at 'ccc'
  National Long-Term rating: affirmed at 'AAA(ukr)'; Outlook
   Stable

Pravex:

  Long-Term Foreign Currency IDR: affirmed at 'CCC', removed from
   RWN
  Long-Term Local Currency IDR: affirmed at 'B-', removed from
   RWN, Outlook Negative
  Short-Term Foreign Currency IDR: affirmed at 'C'
  Support Rating: affirmed at '5'
  Viability Rating: affirmed 'cc'
  National Long-Term rating: affirmed at 'AAA(ukr)', removed from
   RWN, Outlook Negative

CAB:

  Long-Term Foreign Currency IDR: affirmed at 'CCC'
  Long-Term Local Currency IDR: affirmed at 'B-', Outlook revised
   to Stable from Negative
  Short-Term Foreign Currency IDR: affirmed at 'C'
  Short-Term Local Currency IDR: affirmed at 'B'
  Support Rating: affirmed at '5'
  Viability Rating: affirmed at 'b-'
  National Long-Term Rating: affirmed at 'AAA(ukr)'; Outlook
   Stable



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


ALL TOMORROW'S PARTIES: In Administration, Cancels Iceland Event
----------------------------------------------------------------
Live4ever News reports that All Tomorrow's Parties has gone into
administration and will no longer be hosting its event in
Iceland.

Certain bands had already withdrawn from the festival citing
payment issues but now ATP, which has suffered in the past, is
handing over the UK shows to different promoters and is
permanently bowing out, according to Live4ever News.

"It is with deep sadness we are announcing that ATP Festivals and
live promotions are closing down," a statement reads, the report
notes.  "After months of speculation, our funding for Iceland has
been pulled and we are no longer able to continue so will be
closing down the entire live side of ATP festivals and live
promotions with immediate effect and going into administration,"
the statement said, the report relays.

"ATP Iceland festival is no longer happening, but all our other
UK shows will have new promoters appointed and tickets
transferred (all purchased tickets remain valid with the new
promoter).  We will post details of the administrators and what
to do for festival ticket refunds over the next week," the
statement added.


BHS GROUP: Mike Ashley's Rescue Bid "Railroaded" by Green
---------------------------------------------------------
Ashley Armstrong at The Telegraph reports that Mike Ashley,
Sports Direct's founder, has revealed that his attempt to save
BHS Group from administration was scuppered due to "extreme time
pressure" with Arcadia refusing to waive its charge over the
company and its pensions difficulties.

It had been claimed by Dominic Chappell, the former bankrupt who
bought BHS from Arcadia, that a rescue deal with Mr. Ashley had
been "railroaded" by Sir Philip Green, The Telegraph relates.

According to The Telegraph, evidence released by a parliamentary
inquiry also showed the costs associated with rescuing BHS's
pension fund was a factor behind Sir Philip's decision to sell
the business.

Mr. Ashley had placed GBP35 million in his lawyers' account --
the same amount as Sir Philip's family floating charge -- to show
he was serious about buying the 88-year-old retailer before it
toppled into administration, The Telegraph relays.

However, fresh evidence to MPs from the sportswear billionaire
reveals his deal to buy Retail Acquisitions' shares for a
"nominal" sum failed after he was unable to reach an agreement in
time, The Telegraph notes.

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


MASLANDS LITHO: Goes Into Liquidation
-------------------------------------
Express & Echo reports that four months after relocating from
Tiverton to Exeter, Maslands printers have announced they have
ceased trading.

Maslands Litho & Digital Print have been based in Tiverton for
more than 130 years until they moved into Exeter in February,
according to Express & Echo.

At the time, company director Andy Jackson insisted little would
change for customers as part of the move, the report notes.

Maslands had invested in the latest digital technology and had
installed a state-of-the-art Heidelberg press at their new
premises at Exeter Airport Business Park, the report relays.

The company started out as a family business in Tiverton in 1878
and had most recently been based at the Howden industrial estate,
employing around a dozen people, the report says.

The report notes that Louise May from Maslands said at the time:
"The general feel for trade is positive and buoyant and our move
has been well received by our loyal followers who will benefit
from our added services."

A meeting of creditors was held on May 24 to place the company
into liquidation and Tim Close of Taunton-based insolvency firm
has been appointed as liquidator of the company for the purposes
of the winding up, the report states.

The Gazette approached the former directors about the demise of
the business but they declined to comment further.


STORE TWENTY ONE: Jobs at Two Retail Branches at Risk
-----------------------------------------------------
North Wales Pioneer reports that jobs at two Store Twenty One
branches Conwy could be under threat as owners race to save the
business ahead of an administrators' hearing in eight weeks'
time.

Bosses of the company, formerly QS, 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), North Wales Pioneer relates.

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, North Wales Pioneer
discloses.

According to North Wales Pioneer, the chain, which has around 200
stores, including Colwyn Bay's branch in Station Road and
Llandudno's branch in the Victoria Centre,  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.

Store Twenty One is a fashion and homewear chain.



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


* BOND PRICING: For the Week June 13 to June 17, 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 * * *