TCREUR_Public/160801.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, August 1, 2016, Vol. 17, No. 150


                            Headlines


F R A N C E

SOLOCAL GROUP: Appoints New Mandataire Ad Hoc, Debt Talks Ongoing


G E O R G I A

BGEO GROUP: Fitch Puts Final 'BB-' Rating to USD350MM Sr. Notes


G E R M A N Y

HAPAG-LLOYD: S&P Keeps 'B+' CCR on CreditWatch Negative
KIRK BEAUTY: S&P Affirms 'B' Corp. Credit Rating, Outlook Stable
PROVIDE GEMS 2002-1: Fitch Affirms 'Dsf' Rating on Cl. E Notes


I R E L A N D

AERCAP HOLDINGS: Fitch Raises LT Issuer Default Rating from 'BB+'


I T A L Y

MONTE DEI PASCHI: Biggest Loser in EU's Banking Stress Test
MONTE DEI PASCHI: Board Okays EUR5-Bil. Recapitalization


K A Z A K H S T A N

BANK OF ASTANA: S&P Keeps 'B/B' Ratings on CreditWatch Negative


N E T H E R L A N D S

BABSON EURO 2016-1: Fitch Assigns B-(sf) Rating to Class F Notes
GLOBAL UNIVERSITY: S&P Affirms 'B+' CCR & Revises Outlook to Neg.
NXP BV: Moody's Assigns Ba2 Rating to New Senior Notes


P O R T U G A L

* Moody's Says Liabilities Raises Risks for Weak Portuguese Banks


R O M A N I A

CARPATICA ASIG: 1.3 Million Insurance Contracts Still Valid


R U S S I A

TERRA CJSC: Put Under Provisional Administration


S P A I N

GRUPO ISOLUX: Creditors Back EUR2-Bil. Debt Restructuring Plan
IM SABADELL: Moody's Assigns (P)B2 (sf) Rating to Series B Notes
NH HOTEL: Moody's Assigns First-time B2 Corporate Family Rating


U N I T E D   K I N G D O M

BEALES: Bolton Town Center Department Store to Close in January
CPUK FINANCE: Fitch Affirms 'B' Rating on Class B2 Notes
GALA CORAL: Fitch Raises Long-Term Issuer Default Rating to 'B+'
LADBROKES PLC: Fitch Maintains 'BB' LT IDR on Watch Negative
NORD ANGLIA: Fiscal 3Q Results No Impact on Moody's B1 CFR

VOUGEOT BIDCO: Moody's Affirms B2 Corporate Family Rating


X X X X X X X X

* BOND PRICING: For the Week July 25 to July 29, 2016


                            *********


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F R A N C E
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SOLOCAL GROUP: Appoints New Mandataire Ad Hoc, Debt Talks Ongoing
-----------------------------------------------------------------
SoLocal Group on July 28 disclosed that the Commercial Court of
Nanterre decided to appoint Helene Bourbouloux as the new
mandataire ad hoc.

Solocal remains fully committed to continuing discussions which
aim at restructuring its debt in the interest of the company and
its stakeholders.

As reported by the Troubled Company Reporter-Europe on June 27,
2016, Bloomberg News related that Solocal began a court-backed
process to restructure EUR1.1 billion (US$1.3 billion) of debt,
its second reorganization in about two years.  According to
Bloomberg, the company said a statement on June 23 it asked the
Commercial Court of Nanterre to appoint a restructuring adviser,
triggering a default event on EUR350 million of June 2018 bonds.
Solocal, previously called PagesJaunes, warned it won't be able
to repay debt due in 2018 as online services lure users from
traditional print directories, Bloomberg disclosed.

                       About SoLocal Group

Solocal Group is a French directories publisher.  The Internet
activities of the Group are structured around two business lines:
Local Search and Digital Marketing. With Local Search, the Group
offers digital services and solutions to clients which enable
them to enhance their visibility and develop their local
contacts.  With over 4,400 employees, including a salesforce of
1,900 local communication advisors specialized in five verticals
(Home, Services, Retail, Health & Public, BtoB) and
Internationally (France, Spain, Austria, United Kingdom), the
Group generated in 2015 revenues of 873 millions euros.


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G E O R G I A
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BGEO GROUP: Fitch Puts Final 'BB-' Rating to USD350MM Sr. Notes
---------------------------------------------------------------
Fitch Ratings has assigned JSC BGEO Group's (BGEO) issue of
senior unsecured USD350 million notes a final Long-term rating of
'BB-'. BGEO is Bank of Georgia's (BoG; BB-/Stable/bb-) direct
holding company (holdco), domiciled in Georgia. The bonds mature
in 2023 and have a coupon of 6% per annum.

BGEO has a Long-Term Issuer Default Rating (IDR) of 'BB-' with a
Stable Outlook, Short-Term IDR of 'B', Viability Rating of 'bb-',
Support Rating of '5' and Support Rating Floor of 'No Floor'.

KEY RATING DRIVERS
Fitch said, "The issue's rating corresponds to BGEO's 'BB-' Long-
Term IDR, which is at the same level as that of its main
operating subsidiary, BoG, reflecting Fitch's view that the
default risk of the holdco is highly correlated with that of BoG.
This view is based on our expectation of BGEO's reliance on loan
repayments at and dividends from BoG as the main source of cash
flows to service the holdco's debt. BGEO's ratings also take into
account Fitch's view that future double leverage will be
moderate."

The total issue amount is USD350m. The bonds are not guaranteed
by BoG, but up to USD250m will be on-lent to the bank on similar
terms to those of the bond, and up to USD100m will be used for
general corporate purposes, including investments in existing
subsidiaries and for funding potential opportunistic
acquisitions. Fitch does not expect double leverage to increase
above 120% after BGEO places the senior unsecured notes.

RATING SENSITIVITIES
Changes to BGEO's Long-Term IDR would impact the issue's rating.
BGEO's ratings are sensitive to changes in BoG's ratings. In
addition, downside risks could arise if BGEO 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, 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.


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G E R M A N Y
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HAPAG-LLOYD: S&P Keeps 'B+' CCR on CreditWatch Negative
-------------------------------------------------------
S&P Global Ratings said that it was keeping its ratings on
Germany-based container liner operator Hapag-Lloyd AG, including
the 'B+' long-term corporate credit rating and 'B-' issue rating
on the company's senior unsecured notes, on CreditWatch with
negative implications pending the close of Hapag-Lloyd's planned
takeover of Middle East-based container liner United Arab
Shipping Company SAG (UASC).

The recovery rating on the senior secured debt remains at '6',
indicating S&P's expectation of negligible recovery of 0%-10% in
the event of a default.

"The CreditWatch placement reflects our view that because of the
significant increase in debt incurred in connection with the
takeover of UASC in a contribution-in-kind transaction (which is
expected to close by the end of 2016), we would likely lower the
corporate credit rating on Hapag-Lloyd to 'B' upon completion of
the transaction.  Such a downgrade would also reflect our
expectation that Hapag-Lloyd will likely see constrained
earnings, owing to the continued depressed conditions in
container shipping, which prompted our most recent downward
revision of freight rate assumptions for 2016 and 2017.  We
believe this weakness -- combined with Hapag-Lloyd's takeover of
UASC, which involves Hapag-Lloyd's assumption of UASC's debt on
balance sheet of about US$4 billion -- will likely result in the
combined entity's credit measures falling short of the levels we
consider commensurate with our current 'B+' rating on
Hapag-Lloyd.  This includes a ratio of S&P Global Ratings'
adjusted funds from operations (FFO) to debt of more than 12%,"
S&P said.

"According to our base case, we forecast a pro-forma adjusted FFO
to debt of about 9% for the combined entity.  We furthermore
believe that the pace and magnitude of a rebound in Hapag-Lloyd's
credit measures after the transaction would remain uncertain and
vulnerable to weak industry prospects, owing to structural
containership overcapacity and sluggish expansion of global
trade. This would likely prompt our reassessment of Hapag-Lloyd's
financial risk profile to highly leveraged from aggressive, and
the subsequent revision of our anchor for the company to 'b' from
'b+'.  Our current rating incorporates our view that Hapag-Lloyd
has only moderate financial flexibility for an increase in
financial leverage at the 'B+' rating level, despite the improved
credit measures in 2015 (including our adjusted FFO to debt of
about 19%), which we expected to come under pressure in 2016,
amid very difficult industry conditions," S&P noted.

S&P's current assessment of Hapag-Lloyd's business risk profile
as weak would remain unchanged following the potential takeover
of UASC.  S&P recognizes prospective improvements to the
company's competitive advantage and diversity -- for example
access to a fairly young, but comparatively small fleet of large
containerships of UASC -- from the takeover and Hapag-Lloyd's
demonstrated capability to integrate new businesses and extract
synergies.

Nevertheless, given the scope of UASC's operations -- with a
carrying capacity of 0.6 million twenty-foot equivalent units
(TEU), compared with Hapag-Lloyd's current capacity of about 1.0
million TEU -- S&P would be unlikely to consider this
sufficiently material overall to revise its view of the business
risk profile upward, as it remains constrained by the shipping
industry's high risk and fragmentation, and Hapag-Lloyd's
vulnerable profitability.  This stems from Hapag-Lloyd's
operating margins and returns on capital, which are tied to the
industry's cyclical swings, heavy exposure to fluctuations in
bunker fuel prices, and fairly low short-term flexibility to
adjust its operating cost base.

"These weaknesses are partly mitigated by Hapag-Lloyd's leading
market positions and coverage through a broad and strategically
located route network, broad customer base, and attractive (large
and fairly diverse) fleet.  Our business risk profile assessment
incorporates the company's track record of achieving operational
efficiencies and its proactive efforts to steadily reduce its
cost base, which we consider as a critical support to earnings.
We furthermore would not expect management to experience any
major difficulties in integrating UASC and realizing its synergy
target of at least US$400 million by 2018-2019," S&P said.

S&P aims to resolve the CreditWatch placement after the necessary
approvals are obtained and transaction is completed, which is
expected by the end of 2016.  Unless Hapag-Lloyd performs
operationally significantly better than S&P's base case in the
meantime, for example thanks to higher freight rates than S&P
forecasts, it would expect to lower the rating by one notch to
'B' upon completion of the transaction because S&P believes that
the takeover would dilute Hapag-Lloyd's financial leverage beyond
the rating-commensurate level, weakening its adjusted FFO to debt
to below 12% and raising its adjusted debt to EBITDA above 5.0x.

Alternatively, if the deal is not approved, S&P would resolve the
CreditWatch placement at that time, affirming the rating if S&P
considers that Hapag-Lloyd's credit quality has not deteriorated
for other reasons in the meantime, such as lower freight rates or
higher bunker fuel prices than S&P forecasts in its base case,
combined with the company's inability to adjust its cost base to
achieve the rating-commensurate credit measures and adequate
liquidity, amid ongoing difficult industry conditions.


KIRK BEAUTY: S&P Affirms 'B' Corp. Credit Rating, Outlook Stable
----------------------------------------------------------------
S&P Global Ratings affirmed its 'B' long-term corporate credit
rating on Germany-based Kirk Beauty One GmbH, the parent of
perfume retailer Douglas.  The outlook is stable.

At the same time, S&P assigned its 'B' issue rating to Kirk
Beauty One's proposed EUR1,370 million new term loan B (TLB) to
refinance the existing TLB.  The recovery rating is '3',
reflecting S&P's expectation of meaningful recovery in the lower
half of the 50%-70% range, in case of default.

In addition, S&P affirmed its 'B' issue ratings on the existing
TLB, the revolving credit facility (RCF), and the senior secured
notes.  The instruments have a recovery rating of '3', reflecting
S&P's expectation of meaningful recovery in the lower half of the
50%-70% range.

S&P also affirmed its 'CCC+' issue rating on Kirk Beauty One's
senior unsecured notes, with a recovery rating of '6', reflecting
our expectation of negligible recovery in the 0-10% range.

S&P will also withdraw its ratings on the existing EUR1,220
million TLB upon the refinancing's completion.

The affirmation follows Kirk Beauty One's refinancing request on
the group's TLB, which would allow the group to raise EUR150
million of new capital, and, in S&P's view, to maintain credit
metrics broadly comparable with the level S&P had expected
previously.

The rating continues to be based on S&P's assessment of the
group's business risk profile as fair and its financial risk
profile as highly leveraged.

S&P's business risk assessment reflects the beauty and perfume
industry's high degree of fragmentation and its competitive
nature.  Douglas is a leading retailer in this segment in Germany
and the second-largest cosmetics retailer in France in terms of
market share.  Despite this, S&P thinks that Douglas' ability to
negotiate with suppliers in order to bolster gross margins is
restricted by its limited overall scope.

In addition, European markets are fairly saturated, and
competition from online retailing (e-commerce) keeps increasing.
Although Douglas is well positioned in online distribution, the
improved comparability of prices for standardized products, such
as perfumes, are likely to prevent margin improvement through
price hikes.  Douglas faces less of a threat from competition
because of its access to exclusive offerings.

S&P lacks visibility on future acquisitions.  Such transactions
could have a pronounced effect on our business risk assessment
and may prompt noticeable disruptions in terms of profitability,
cash flows, leverage, and liquidity.  S&P understands management
intends to pursue acquisition-led growth opportunities if they
arise.

Douglas' reasonably differentiated product assortment and the
fact that its stores are in prime retail locations where
customers usually have above-average purchasing power are
mitigating factors, in S&P's view.  In addition, the company's
main brands, Douglas and Nocibe, are strong and well-known.

According to S&P's estimates, the TLB refinancing will not
materially affect the company's credit metrics, as measured by
S&P Global Ratings.  The adjusted debt-to-EBITDA ratio for 2016
will remain in the 6.0x-7.0x range, and S&P's adjusted funds from
operations (FFO) to debt is still below 12%.  Both core ratios
are in our highly leveraged financial risk category.

On a S&P Global Ratings' adjusted basis, S&P now expects EBITDA
interest coverage for 2016 will improve slightly to more than
2.5x as a result of the refinancing.  S&P also factors in
approximately EUR8 million-EUR10 million of improvements in free
operating cash flow (FOCF) generation as a result of stronger
operating metrics and lower financial expenses.

S&P caps its financial risk assessment at highly leveraged, owing
to S&P's view of the company's financial sponsor owners as
aggressive.

The stable outlook reflects S&P's view that Kirk Beauty One will
see mid-single digit annual revenue growth and generate a S&P
Global Ratings' adjusted EBITDA margin of about 15%-16% over the
next 12 months.  This should translate into sufficient operating
cash flow to cover planned capex.

S&P could lower its rating if Kirk Beauty One's profitability is
lower than S&P anticipate. sThis could occur, for example, if
there is a market-driven decrease in demand for cosmetics and
perfume or competitors in e-commerce gain market share from the
company.  The rating could also come under pressure from
deterioration in credit metrics on the back of a large debt-
financed acquisition or meaningful remuneration to its
shareholders.  Specifically, S&P could lower the rating if its
S&P Global Ratings' adjusted EBITDA interest coverage falls below
2x.

S&P considers rating upside in the near term unlikely.  However,
S&P could consider raising the rating if management commits to a
more conservative financial policy and its credit metrics
strengthened on a sustainable basis such that FFO to debt
improves to more than 12%, debt to EBITDA falls below 5x, and
EBITDA to interest remains materially over 2x, with low risk of
releveraging.


PROVIDE GEMS 2002-1: Fitch Affirms 'Dsf' Rating on Cl. E Notes
--------------------------------------------------------------
Fitch Ratings has affirmed Provide Gems 2002-1-plc as:

  EUR5,705,365 class D notes (XS0145701875) at 'Csf'; Recovery
   Estimate (RE) revised to 0% from 50%
  EUR140 class E notes (XS0145702170) at 'Dsf'; Recovery Estimate
   (RE) 0%

The transaction is a synthetic residential mortgage backed
security referencing German second-lien mortgages loans.  The
debt instruments were originated by Rheinische Hypothekenbank AG
(WD) and are serviced by Commerzbank AG (BBB+/F2/Stable).

The transaction was called in 1Q16 with only the class D and E
notes left outstanding in an amount equal to the outstanding
overdue reference claims on the call date.  As the assets have
not changed, new losses from the total portfolio of EUR63.6 mil.
are possible.

                       KEY RATING DRIVERS

No Write-ups on Notes Expected
Substantial losses have already been written against the
outstanding class D notes.  As no unjustified loss allocations
were made at least over the last four years and given Fitch's
expectation of further losses being written against the notes, a
default on the class D notes is inevitable.  This is reflected in
the affirmation of the rating at 'Csf'.

Uncertain Timing of Principal Amounts
Potential principal amounts that could be attributed to the notes
are based on further removal of delinquent loans, foreclosure
proceeds or cures of defaulted loans.  Yet, Fitch regards the
timing of such payments exceeding new defaults difficult to
estimate.  This is reflected in the recovery estimates of 0%.
However, if the removal of delinquent claims and foreclosure
proceeds remain in line with most recent quarters, while only a
limited amount of reference claims becomes overdue, further
principal will be repaid to the noteholders.

The class E notes have been affirmed at 'Dsf' with 0% recovery
estimate, as Fitch does not expect the write-down against the
notes to be reversed.

                        RATING SENSITIVITIES

Significant unjustified losses that are returned to the
noteholders could lead to a rating upgrade.



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AERCAP HOLDINGS: Fitch Raises LT Issuer Default Rating from 'BB+'
-----------------------------------------------------------------
Fitch Ratings has completed a peer review of five publicly-rated
aircraft leasing firms, resulting in the upgrade of two aircraft
lessors and the affirmation of the three others. Specifically,
AerCap Holdings N.V.'s (AerCap) Long-Term Issuer Default Rating
(IDR) was upgraded to 'BBB-' from 'BB+' and the Rating Outlook
was revised to Stable from Positive; Avation PLC's (Avation)
Long-Term IDR was affirmed at 'B+' with a Stable Outlook;
Aviation Capital Group Corp.'s (ACG) Long-Term IDR was upgraded
to 'BBB' from 'BBB-' and the Outlook revised to Stable from
Positive; BOC Aviation Limited's (BOCA) Long-Term IDR was
affirmed at 'A-' with a Stable Outlook; and SMBC Aviation Capital
Limited's (SMBC AC) IDR was affirmed at 'BBB+' with a Negative
Outlook.

Supportive Market Dynamics

The actions are supported by rated aircraft lessors' generally
strong franchise positions, capable management teams, improving
funding positions and aircraft fleet characteristics, and
acceptable leverage levels relative to assigned ratings. Fitch
also notes that aircraft lessors are currently benefiting from a
number of supportive market dynamics including increased air
travel, improved financial condition of airlines, growing
adoption of aircraft leasing, low interest rates, generally
accessible funding markets and the absence of exogenous shocks.
While these dynamics have enhanced aircraft lessors' recent
financial performance, Fitch notes that many are pro-cyclical in
nature, and therefore, their impacts on ratings are somewhat
moderated.

Aircraft lessors' credit profiles remain constrained by the
monoline nature of the business model, reliance on wholesale
funding, the cyclicality of the business, potential residual
value risk, sensitivity to sustained low oil prices and increased
competition.

Favorable Passenger Traffic Trends

Global air passenger traffic, measured in revenue passenger
kilometers, grew 7.4% in 2015 according to IATA, the strongest
rate since 2010, and IATA projects this rate to increase to 6.2%
in 2016. In 2015, growth was 5.3% in North America (4.0%
projected for 2016), 6.0% in Europe (4.9% projected for 2016),
and 10.1% in Asia-Pacific (8.5% projected for 2016).

The expected economic growth deceleration in China through 2017
should not significantly hurt aircraft lessors' credit profiles.
While the Asia-Pacific region is a meaningful area of current
exposure for most aircraft lessors, Fitch expects that resilient
consumer spending in China over the next few years and the
Chinese government's support for top airlines that are among the
lessors' top customers should suppress the fallout from a broader
China slowdown. At March 31, 2016, China averaged 10.3% of Fitch-
rated pure play aircraft lessors' exposure on a market value
basis, with a maximum of 12.6%.

Separately, the recent vote by the United Kingdom to exit the
European Union creates uncertainties regarding future travel
rights in the U.K. and potential pressure on air traffic from the
U.K. to other jurisdictions due to the weakening of the British
Pound. The U.K. is among the top sovereign exposures for only a
few aircraft lessors, notably AerCap Holdings N.V. and Avolon
Holdings Limited, although even in these cases exposure
represents less than 5% of aggregate lease revenue.

Further Consolidation Possible, Competitive Environment

On Jan. 8, 2016, Bohai Leasing Co., Ltd., a container and
aircraft leasing company based in China, acquired Avolon Holdings
Limited (Avolon) for $7.6 billion (a 31% premium to Avolon's
unaffected share price. Fitch believes further consolidation is
possible in the sector, particularly following CIT Group Inc.'s
announcement in October 2015 that it is exploring strategic
alternatives for its $10 billion commercial air business.

The commercial aviation market continues to be highly
competitive, with demand for higher yielding U.S. dollar assets
remaining elevated as interest rates remain low or negative in
many parts of the world. Certain established lessors have been
adding to their backlogs with the aircraft manufacturers, while
institutional investors such as insurance companies, business
development companies, hedge funds and pension funds continue to
participate alongside lessors for mid-life aircraft. The sale-
leaseback market in particular has been highly competitive.
Competition is not strong in all areas of the market, however, as
Ascend has recently noted weakness for certain widebody aircraft
such as the Airbus A330. Overall, however, lease yields have
remained consistent year-over-year in first quarter 2016 (1Q16),
remaining in the low-to-mid-teens.

Debt Markets Remain Accommodative, Slight Decline in Leverage

AerCap, Air Lease Corporation (Air Lease), Aircastle Limited
(Aircastle), BOCA, and SMBC AC have issued unsecured notes thus
far in 2016, capitalizing on accommodative markets. Year-to-date
through July 22 2016, aircraft lessor corporate bond spreads have
tightened 44 basis points on a weighted average basis. The
aircraft finance market has remained healthy overall, following
the volatility experienced in early 2016, and Fitch expects
accommodative market trends to continue during the remainder of
the year as growing air travel and the improved financial
condition of airlines persist despite pockets of weakness.

In addition to the unsecured bond market, aircraft lessors have
been able to access the securitization markets or obtain funding
from commercial banks, insurance companies and government-
sponsored export credit agencies. While the Export-Import Bank of
the U.S.'s (Ex-Im) charter was re-authorized in November 2015,
the U.S. Senate has not yet approved a nominee to Ex-Im's Board
to enable Ex-Im to provide credit guarantees, suggesting that the
capital markets and bank and insurance markets will remain the
primary sources of debt capital for the lessors over the near
term.

Average leverage for the five publicly rated lessors was 3.8x as
of March 31, 2016, down from 3.9x as of Dec. 31, 2015 and 4.0x as
of Dec. 31, 2014. This trend is attributable to equity growth via
retained cash flow and the absence of material asset impairments.
However, there continues to be a divergence between leverage of
stand-alone lessors, which tend to employ lower leverage, and
institutionally supported lessors, which employ higher leverage
but benefit from potential equity support from their parent
companies.

Share Prices Remain Depressed but Partial IPOs Still Being
Pursued

Price-to-book ratios are currently below 1.0x for the pure-play
publicly traded lessors, AerCap, Air Lease, Aircastle, and FLY
Leasing Limited. Price-to-book ratios were 0.91x as of March 31,
2016, down from 0.95x at year-end 2015 and 1.01x at year-end
2014. Fitch believes reduced market expectations regarding
lessors' growth over the next few years have driven prices below
book values.

Despite share price trends, Pacific LifeCorp is considering a
partial public listing of ACG and Bank of China Limited completed
a partial IPO of BOCA in May of this year. Strategic rationales
behind partial IPOs have been to diversify the shareholder base
and/or pursue growth strategies.

Low Oil Prices Can Cut Both Ways

Low oil prices have generally benefitted aircraft lessors thus
far, boosting airlines' profitability, thereby keeping
utilization rates high and repossession activity low. In
addition, older and less fuel-efficient aircraft which might have
otherwise been parted out have instead been profitably kept in
use.

Even so, if oil prices were to remain low for a sustained period
of time, this could have adverse effects on aircraft lessors. For
example, if airlines were to experience sustained increases in
profitability and financial flexibility, this could reduce their
appetite for aircraft leasing and instead lead airlines to
increase their direct purchase of aircraft. In addition,
sustained low oil prices would reduce the expected benefits of
more fuel efficient, next generation aircraft, for which many
lessors have accumulated large orders. Fitch views current oil
prices as sufficiently favorable for aircraft lessors in the
sense that they are low enough to support airlines' profitability
but not so low as to invalidate the fuel efficiency benefits of
next generation aircraft.



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MONTE DEI PASCHI: Biggest Loser in EU's Banking Stress Test
-----------------------------------------------------------
Laura Noonan and Martin Arnold at The Financial Times report that
Italy's Monte dei Paschi, the UK's Royal Bank of Scotland, and
Ireland's Allied Irish Banks emerged as the biggest losers in the
EU's banking stress tests, which largely found that the region's
top 51 banks had enough capital to withstand another financial
crisis.

While the tests abandoned their previous pass or fail marks,
Italy's embattled Monte dei Paschi was the clear failure -- its
key capital ratio turned negative by the end of the three-year
adverse scenario of the test, indicating the bank would be
insolvent, the FT notes.

Immediately before the results were published, the bank said it
would raise EUR5 billion of capital and offload EUR9.2 billion of
bad loans, the FT relates.  Earlier on July 29 it rejected a
rescue proposal from Corrado Passera, the veteran Italian
executive and former minister, in partnership with Swiss bank
UBS, the FT relays.

As well as the worst end point capital position, Monte dei Paschi
had the biggest deterioration in its key capital ratio -- known
as its fully loaded common equity tier one (CET1) ratio, which
takes into account new regulations due to come in soon, the FT
notes.  That ratio fell 14.51 percentage points for the stricken
Italian bank -- more than four times the average 340 basis-points
deterioration -- leaving MPS with a ratio of -2.44%, the FT
states.

Ireland's AIB had the second biggest fall in its fully loaded
CET1 ratio, losing 880 basis points to leave it at just 4.31%,
the FT says.  That makes the Irish government's hopes of
reprivatizing the bank over the coming years more distant because
the headline figure is likely to spook investors, even though it
penalizes the banks under some rules that will not come into
effect until 2022, according to the FT.

The UK is in a similar situation with RBS, which had the third
biggest fall in CET1 ratio, losing 745 basis points to leave it
at 8.08%, the 13th worst in the group, the FT notes.  Barclays,
the FT says, also emerged in a relatively weak position with a
fully loaded CET1 ratio that fell from 11.4% to 7.3% in the
adverse scenario.

The overall results were less dramatic than those of the ECB's
inaugural analysis in 2014, which revalued the balance sheets of
almost 130 banks and ordered the sector to raise EUR25 billion,
according to the FT

Several issued statements stressing that even though the tests
were tougher, their results were better than in 2014, the FT
states.

The latest tests have already come under fire for not capturing
shocks such as the UK's unexpected decision to leave the EU, and
negative interest rates, the FT says.

The stress tests also do not include the likely impact of some
regulations that have not yet been finalized, known as "Basel
IV", the FT notes.  KPMG, as cited by the FT, said on July 30
that these would lead to an extra EUR350 billion of capital
requirements for 100 of the world's biggest banks.


MONTE DEI PASCHI: Board Okays EUR5-Bil. Recapitalization
--------------------------------------------------------
Rachel Sanderson at The Financial Times reports that the board of
Monte dei Paschi di Siena has approved a EUR5 billion
recapitalization of the troubled Italian lender conditionally
guaranteed by a pool of investment banks led by JPMorgan as it
seeks to stave off its bail-in under new European bank rules.

The board's decision on Monte dei Paschi's future comes as Italy
races to avoid a bail-in of the world's oldest surviving lender,
which has had two state bailouts and raised EUR8 billion in the
past two years, the FT notes.

Bank stress tests published on July 29 showed a huge capital
shortfall, with a fully loaded CET1 ratio of minus 2.44% in 2018
under an adverse scenario at Italy's third-largest lender, the FT
relates.

The rescue is intended to put Monte dei Paschi's long-running
capital concerns behind it, the FT states.  In a two-pronged
operation the bank's EUR50 billion of gross non-performing loans
will be moved into a special-purpose vehicle to be securitized
for sale, the FT discloses.  The bank, as cited by the FT, said
at the same time it will raise EUR5 billion in fresh capital
underwritten by a pool of investment banks conditional upon the
sale of the NPLs.

European regulators have made clear that if Italy failed to find
a private solution for Monte dei Paschi the bank faces a bail-in
under new European banking rules, the FT relays.  This would
involve its junior bondholders taking a hit and the offer of
compensation to retail investors who had been mis-sold
investments, the FT states.

                     About Monte dei Paschi

Banca Monte dei Paschi di Siena SpA -- http://www.mps.it/-- is
an Italy-based company engaged in the banking sector.  It
provides traditional banking services, asset management and
private banking, including life insurance, pension funds and
investment trusts.  In addition, it offers investment banking,
including project finance, merchant banking and financial
advisory services.  The Company comprises more than 3,000
branches, and a structure of channels of distribution.  Banca
Monte dei Paschi di Siena Group has subsidiaries located
throughout Italy, Europe, America, Asia and North Africa.  It has
numerous subsidiaries, including Mps Sim SpA, MPS Capital
Services Banca per le Imprese SpA, MPS Banca Personale SpA, Banca
Toscana SpA, Monte Paschi Ireland Ltd. and Banca MP Belgio SpA.


===================
K A Z A K H S T A N
===================


BANK OF ASTANA: S&P Keeps 'B/B' Ratings on CreditWatch Negative
---------------------------------------------------------------
S&P Global Ratings said that it was keeping its 'B/B' long- and
short-term counterparty credit ratings and 'kzBB' Kazakhstan
national scale rating on Bank of Astana JSC on CreditWatch with
negative implications.

S&P placed its ratings on Bank of Astana on CreditWatch negative
on April 25, 2016.  S&P's rating action reflected Bank of
Astana's materially reduced capitalization at year-end 2015, an
expected delay in planned capital injections, and S&P's
uncertainty about the bank's ability to restore its
capitalization by year-end 2016 and maintain it at a strong level
thereafter.

S&P assess capital and earnings as strong for very few banks in
Kazakhstan or even globally.  This is typically because the risk
weights in S&P's risk-adjusted capital (RAC) framework are often
much higher than under regulatory measures.  Therefore, achieving
a RAC ratio over 10% is typically commensurate with very high
tier 1 regulatory capitalization.  Moreover, S&P expects that
banks with strong capital and earnings will demonstrate the
ability to sustain such a high level of capitalization.  Notably,
when such a bank is in a rapid growth phase, management typically
ensures that capital injections lead, not lag, asset growth.

Notwithstanding the small improvement in the bank's RAC ratio in
the first half of 2016, S&P's remaining doubts about the bank's
ability to deliver and sustain strong capitalization stem from
several factors:

   -- First, S&P's RAC ratio for the bank improved only slightly
      to 6.9% at midyear 2016 from 6.7% at year-end 2015,
      compared with 13.1% at year-end 2014.  It therefore remains
      significantly below the 10% threshold beyond which S&P may
      assess capital and earnings as strong.

   -- Second, in the first half of 2016, the bank's management
      did not deliver on its plan to reduce risk-weighted assets
      (RWAs), one of the two key elements of its strategy to
      strengthen capitalization.  On the contrary, total assets
      increased by 34% and gross loans by 24%, corresponding to
      about a 19% increase in RWAs.  Although management plans to
      redouble its efforts to reduce RWAs in the second half of
      2016, S&P sees significant execution risks in achieving
      this.  S&P therefore doubts that the additional Kazakhstani
      tenge (KZT) 4 billion (about US$12 million) capital
      increase, scheduled for September 2016, will be sufficient
      to improve the RAC ratio to at least 10% by year-end 2016.

   -- Third, Bank of Astana planned to sell loans to other banks,
      not renew credit lines and guarantees, and realign its
      balance sheet toward cash from income-producing loans.  S&P
      views these actions as somewhat negative for the
      development of the bank's franchise and profitability.
      Furthermore, given the broader objective of strong,
      profitable growth, S&P anticipates that such deleveraging
      and derisking might prove to be transitory.

   -- Fourth, Bank of Astana's weak internal capital generation
      deteriorated further in 2015 and in the first half of 2016,
      with the annualized return on average assets at 0.38% in
      the first half of 2016 compared with 1.1% in 2014.  This is
      also significantly lower than the Kazakh banking system
      average of 1.4% in the first five months of 2016.  S&P
      expects this ratio will remain below 1% in the next 18
      months.  If earnings fall short of S&P's projections, this
      would imply the need for a larger capital injection to
      compensate.

That said, S&P understands that the bank's shareholders stand
ready to commit substantial additional capital (beyond the KZT4
billion) later in 2016 if, as S&P expects, the planned
deleveraging falls short.  Furthermore, S&P understands that the
bank will in future pursue a financial policy of injecting
capital ahead of asset growth.  In S&P's view, these two steps
give credence to management's stated intention to build and
maintain RAC comfortably above 10%.  This may also offer greater
predictability of credit availability to the bank's customers,
supporting its franchise.  As a first step, S&P will closely
observe the bank's progress in the third quarter.

The ratings on Bank of Astana continue to reflect the 'bb-'
anchor that is S&P's starting point for its rating on commercial
banks operating in Kazakhstan.  They also reflect the bank's weak
business position, due to its small asset base and modest
franchise in the Kazakh banking sector.  S&P's moderate risk
position assessment reflects the risks associated with managing
rapid loan growth and S&P's expectation of moderate asset quality
deterioration as loans season amid the challenging economic
environment.  S&P assess the bank's funding as average and its
liquidity as adequate and in line with that of other rated small
Kazakh banks.

The long-term rating on the bank is at the level of its stand-
alone credit profile (SACP) because S&P considers the bank to be
of low systemic importance and S&P do not expect it will receive
support from the Kazakh government.

The CreditWatch reflects our continued uncertainty regarding Bank
of Astana's ability to restore capitalization at a strong level
by end-2016 and maintain it thereafter.  S&P plans to resolve the
CreditWatch within the next three months.

S&P expects to lower our long-term rating on the bank to 'B-' and
the short-term rating to 'C' in the next three months if the bank
does not increase its RAC ratio to at least 8.5% by Sept. 30,
2016.

S&P could affirm the ratings if the bank demonstrates good
progress on its recapitalization, as measured by S&P's RAC ratio,
in the third quarter.  S&P would also need to be confident that
the bank will not only complete the recapitalization by year-end,
but also be able to maintain it at such levels through the
forecast horizon of 12-18 months.  This scenario also assumes
that the bank's risk position will not deteriorate and its
funding and liquidity metrics will remain adequate.


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


BABSON EURO 2016-1: Fitch Assigns B-(sf) Rating to Class F Notes
----------------------------------------------------------------
Fitch Ratings has assigned Babson Euro CLO 2016-1 B.V. notes
final ratings, as:

  EUR228 mil. class A-1: 'AAAsf'; Outlook Stable
  EUR12 mil. class A-2: 'AAAsf'; Outlook Stable
  EUR38.5 mil. class B-1: 'AAsf'; Outlook Stable
  EUR7.3 mil. class B-2: 'AAsf'; Outlook Stable
  EUR22 mil. class C: 'Asf'; Outlook Stable
  EUR20.5 mil. class D: 'BBBsf'; Outlook Stable
  EUR27.3 mil. class E: 'BBsf'; Outlook Stable
  EUR12.8 mil. class F: 'B-sf'; Outlook Stable
  EUR41.6 mil. subordinated notes: not rated

Babson Euro CLO 2016-1 B.V. is a cash flow collateralized loan
obligation.

                       KEY RATING DRIVERS

'B'/'B-' Portfolio Credit Quality
The average credit quality of obligors is in the 'B' category.
Fitch has credit opinions or public ratings on all assets in the
identified portfolio.  The weighted average rating factor (WARF)
of the identified portfolio is 30.85, below the covenanted
maximum Fitch WARF for assigning final ratings of 34.

High Recovery Expectations
At least 90% of the portfolio comprises senior secured
obligations.  Recovery prospects for these assets are typically
more favorable than for second-lien, unsecured and mezzanine
assets.  Fitch has assigned Recovery Ratings to all the assets in
the identified portfolio.  The weighted average recovery rating
(WARR) of the identified portfolio is 73.84%, above the
covenanted minimum Fitch WARR for assigning final ratings of 67%.

Diversified Asset Portfolio
The transaction contains a covenant that limits the top 10
obligors in the portfolio to 20% of the portfolio balance.  This
ensures that the asset portfolio will not be exposed to excessive
obligor concentration.

Limited Interest Rate Risk
No more than 15% of the portfolio may be invested in fixed-rate
assets while fixed-rate liabilities account for 4.825% of the
target par balance.  Therefore, the transaction is partially
hedged against rising interest rates.

Hedged Non-Euro Asset Exposure
The transaction is permitted to invest up to 20% of the portfolio
in non-euro assets, provided perfect asset swaps can be entered
into.

                        TRANSACTION SUMMARY

Net proceeds from the notes are being used to purchase a EUR400m
portfolio of European leveraged loans and bonds.  The portfolio
is managed by Babson Capital Management (UK) Limited.  The
reinvestment period is scheduled to end in 2020.

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

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

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

                       RATING SENSITIVITIES

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

                       DUE DILIGENCE USAGE

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

                          DATA ADEQUACY

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

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


GLOBAL UNIVERSITY: S&P Affirms 'B+' CCR & Revises Outlook to Neg.
-----------------------------------------------------------------
S&P Global Ratings revised its outlook on Netherlands-
incorporated private provider of higher education, Global
University Systems Holding BV (GUS), to negative from stable.  At
the same time, S&P affirmed its 'B+' long-term corporate credit
rating on the company.

S&P also affirmed its 'B+' issue rating on GUS' senior secured
debt issued by its subsidiary Lake Bridge International PLC.  The
'3' recovery rating on this debt remains unchanged, reflecting
meaningful recovery prospects in the higher half of S&P's 50%-70%
range for creditors in the event of a payment default.

S&P also affirmed its 'BB' issue rating, with a '1' recovery
rating (90%-100% recovery in the event of a payment default), on
the group's GBP15 million super senior revolving credit facility
(RCF).

The outlook revision primarily reflects S&P's opinion of a more
aggressive financial policy than it expected previously,
especially with regard to debt-funded acquisitions.  The company
has recently put in place a GBP50 million bridge loan to finance
its external growth while the full amount of its GBP15 million
RCF is drawn now for the working capital needs.  Additionally,
the sale-and-leaseback of University of Law (Ulaw) buildings,
which was agreed upon by its previous owners, came into effect in
the fiscal year ended Nov. 30, 2015, and has led to an increase
in S&P's adjusted debt by about GBP126 million.  S&P now
anticipates S&P Global Ratings' adjusted debt to EBITDA
(leverage) of between 4.5x and 5.0x, compared with the less than
4.0x S&P forecasts last year for fiscal 2016.  This gives limited
headroom under the current 'B+' rating.  Finally, the group's
board-approved commitment to reduce and maintain net reported
leverage below 2.0x in 2017 has now been pushed back to fiscal
2018 and beyond.

"We continue to assess GUS' business risk profile as weak,
reflecting our view of the group's limited geographic
diversification outside the U.K., and its somewhat limited scale
and operations in a small market.  The U.K. market for
undergraduate and postgraduate offerings primarily consists of
public education providers, with only 3% of undergraduates and 9%
of postgraduates taught by private higher education institutions.
We also factor in the group's exposure to government funding and
regulation.  Our view of possible integration risks should the
company pursue an acquisition-based growth strategy in the future
is another restricting factor.  At the same time, we are not
aware of any concrete acquisition plans at this time.  However,
we view positively the undergoing integration of Ulaw and the
renewal and transferred of its university title, Taught Degree-
Awarding Powers (TDAP), course designation, and U.K. Visas and
Immigration (UKVI) under the group's regulated activities," S&P
said.

S&P believes that the group's strong brands and established
relationships with accrediting bodies and other regulators, as
well as its TDAP and university title following the Ulaw
acquisition, will enable the group to maintain a leading market
position in the growing private higher education market in the
U.K.  S&P also views favorably the group's diversification in
terms of disciplines and student domiciles, reducing its exposure
to the economic cycle and regulatory changes.  Lastly, S&P thinks
that the group's brands, flexible timetables, and digital
capabilities will enable it to retain and attract students,
providing some degree of visibility on revenues.

The aggressive financial risk profile reflects GUS' S&P Global
Ratings' adjusted debt to EBITDA of between 4.5x-5.0x in 2016 and
2017 under S&P's base case, including its assumption of potential
acquisitions.  The current capital structure comprises the
GBP234.4 million senior secured bond issued last year to finance
the Ulaw acquisition, the GBP15 million fully drawn RCF, and a
GBP50 million bridge loan recently put in place to finance
further acquisitions.  S&P's adjusted debt figures also include
about GBP126 million of operating leases following the sale-and-
leaseback transactions in fiscal 2015 and earlier.

The negative outlook reflects S&P's expectation that GUS'
leverage will increase toward 5.0x in 2016, incorporating the
effect of the sale-and-leaseback transactions, and an increase in
acquisition-related debt.  Therefore, there is limited headroom
under the current 'B+' rating, and S&P considers that a more
aggressive financial policy, or operational underperformance
against S&P's base case, could lead S&P to downgrade GUS in the
next 12 months.

S&P could lower the ratings if the group's operational
performance weakens, or if GUS undertook further debt-funded
acquisitions, such that adjusted FFO to debt falls below 12% or
adjusted debt to EBITDA rises above 5x.  S&P could also lower the
rating if free operating cash flow (FOCF) weakens or turns
negative, or if it believed that management's financial policy
had become more aggressive.

S&P could revise the outlook to stable if GUS performs at least
in line with S&P's base case, such that EBITDA and FOCF increased
at a healthy rate in 2016 and 2017.  A stable outlook would also
require us to believe that financial policy was sustainably
supportive.


NXP BV: Moody's Assigns Ba2 Rating to New Senior Notes
------------------------------------------------------
Moody's Investors Service rated NXP B.V.'s new Senior Notes due
2021 at Ba2. NXP's other ratings are unchanged, including NXP's
Corporate Family Rating ("CFR") of Ba1, Probability of Default
Rating ("PDR") of Ba1-PD, senior unsecured rating of Ba2,
Speculative Grade Liquidity ("SGL") of SGL-1, and the NXP and
Freescale Semiconductor, Inc. ("Freescale") senior secured debt
rating of Baa2. The outlook remains positive. The approximately
proceeds of the $500 million new Senior Notes will be used to
repay the $200 million outstanding on the Senior Notes due
September 2016 and to build liquidity, resulting in a net
increase to NXP's debt balance of less than 4%.

On June 13, 2016, NXP announced an agreement to sell its Standard
Products division (the "Divestiture"), NXP's discrete
semiconductor business, to JianGuang Asset Management Company
("JAC Capital") for $2.75 billion, or about $2.3 billion of
proceeds net of taxes. The Divestiture is expected to close in
the first quarter of calendar 2017. Should NXP use a significant
portion of the Divestiture net proceeds to repay senior secured
debt, the senior unsecured rating could be upgraded.

RATINGS RATIONALE

The Ba1 CFR reflects NXP's leadership position in automotive
semiconductors and consistent free cash flow ("FCF") generation
due to NXP's fab-lite manufacturing model. The ratings are
constrained by the significant execution risks involved in
integrating NXP and Freescale due to the large operating scale of
both companies. Moody's expects that NXP will direct a majority
of FCF to reduce debt such that through the combination of debt
reduction and EBITDA growth, debt to EBITDA (Moody's adjusted)
will decline toward 2.5x during 2017.

The positive outlook reflects Moody's expectation that NXP will
use a portion of the net proceeds of the Divestiture to repay
debt and that the integration of Freescale will proceed smoothly
over the next year. Moody's expects that FCF will remain strong
in spite of near term revenue headwinds driven by a slowing
global economy and the cash costs of the Freescale integration.

The rating could be upgraded if NXP successfully integrates
Freescale and is making progress in capturing the anticipated
$500 million of operating synergies. Moody's would expect NXP to
sustain leverage of around 2.5x debt to EBITDA (Moody's adjusted)
and to remain committed to a conservative financial policy.

The rating outlook could be changed to stable if NXP fails to
receive regulatory approval to close the Divestiture or if
regulatory approval includes materially negative closing
conditions. The rating could be downgraded if the integration
encounters significant operational disruptions or the business
otherwise deteriorates or if NXP fails to reduce debt such that
Moody's expects that debt to EBITDA (Moody's adjusted) will be
maintained above 3.5x.

The Baa2 (LGD2) senior secured rating reflects the collateral,
the guarantees from operating subsidiaries, and the significant
cushion of unsecured liabilities. Freescale's Senior Secured
Notes and NXP's senior secured debt share in each other's
collateral and guarantees.

The Ba2 (LGD4) senior unsecured rating reflects the significant
quantity of secured debt, which is structurally senior to the
senior unsecured debt, and the guarantees from operating
subsidiaries. The Ba2 (LGD6) rating of the cash convertible notes
of NXP Semiconductors reflects both the absence of collateral and
the absence of upstream guarantees from operating subsidiaries,
which renders the cash convertible notes structurally
subordinated to the debt of NXP. Although the cash convertible
notes are expected to have lower recovery in a default scenario
than the guaranteed unsecured notes, the expected recovery
differential is not sufficient to lead to a notching
differential.

Moody's said, "The SGL-1 rating reflects the company's very
strong liquidity profile, which is supported by strong FCF and a
large cash balance which we expect will remain over $500 million
(excluding the cash of NXP's joint venture with TSMC, which was
$528 million at April 3, 2016)."

Assignments:

-- Issuer: NXP B.V.

-- Senior Unsecured Regular Bond/Debentures, Ba2 (LGD4)

NXP B.V., based in Eindhoven, Netherlands, makes high performance
mixed signal integrated circuits and discrete semiconductors used
in a wide range of applications, including automotive,
identification, wireless infrastructure, lighting, industrial,
mobile, consumer and computing.



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


* Moody's Says Liabilities Raises Risks for Weak Portuguese Banks
-----------------------------------------------------------------
Weaker fundamentals and increased contingent liabilities have
heightened risks for Portuguese banks' creditworthiness and also
for the sovereign, amid uncertainty surrounding the sale of Novo
Banco, S.A. and a capital injection for Caixa Geral de Depositos,
S.A., says Moody's Investors Service.

"Profitability of Portuguese lenders remained very weak last
year, and while the stock of problematic assets remained broadly
stable, it is still very high," says Maria Jose Mori, a Vice
President and Senior Credit Officer at Moody's.

"Portuguese banks are also among the most weakly capitalized
institutions in the euro area and we don't see much room for
improvement over the next 12 to 18 months."

Risks to the banking system includes the increased likelihood
that the sale of Novo Banco, S.A. (Caa1/Caa1 developing, caa2)
will result in lower proceeds than expected, which could cause
the rest of the banking system to carry the shortfall.

Novo Banco, S.A. is the bridge bank formed when Portugal's Banco
Espirito Santo, S.A. (BES; unrated) was wound up in 2014 with a
EUR4.9 billion capital injection from the Portuguese Resolution
Fund. Around EUR4 billion out of a EUR4.5 billion loan from the
state remains outstanding.

Moreover, Moody's notes uncertainty around a capital injection
for Portugal's largest financial institution, Caixa Geral de
Depositos, S.A. (CGD, B1/B1 review for downgrade; b3 review with
direction uncertain), which is currently pending approval by the
European Commission. While the rating agency expects that the
solution will be approved, it could potentially be subject to
certain conditions such as a restructuring plan for the bank.

Moody's also notes that the weakness of the banking sector forms
a persistent risk for the government's own creditworthiness.
While the exact amount of capital needed at CGD has not yet been
specified, the rating agency expects that the Portuguese
government would likely turn to the capital markets to raise the
sum required, further increasing its own debt burden from already
elevated levels.


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


CARPATICA ASIG: 1.3 Million Insurance Contracts Still Valid
-----------------------------------------------------------
Romania Insider reports that the Financial Supervisory Authority
(ASF) said the 1.3 million insurance contracts closed by local
insurer Carpatica Asig, which lost its operating license and will
go bankrupt, will remain in force until they expire.

Of the total contracts, over 936,000 are mandatory car insurance
(RCA) policies, Romania Insider says.   All the claims will be
covered by the Policyholders Guarantee Fund, Romania Insider
relays, citing ASF.

Following the bankruptcy of Carpatica Asig, the Policyholders
Guarantee Fund will need to cover up to EUR140 million worth of
potential claims arising from the insurer's clients, based on ASF
estimates, Romania Insider discloses.

The ASF decided on July 27 to revoke Carpatica Asig's operating
license and ask for the company's bankruptcy due to financial
problems, Romania Insider recounts.

ASF said Carpatica Asig, which recorded losses of EUR46 million
last year, needed some EUR200 million worth of fresh capital to
cover the negative equity and meet the minimum capital
requirement (MCR) and solvency capital requirement (SCR), Romania
Insider relates.

Carpatica Asig was the seventh biggest insurer in Romania, in
2015, with gross premiums underwritten of over EUR130 million and
a market share of 6.7%.  The company was one of the leaders on
the mandatory car insurance (RCA) segment, according to Romania
Insider.


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


TERRA CJSC: Put Under Provisional Administration
------------------------------------------------
The Bank of Russia, by its Order No. OD-2403, dated July 28,
2016, revoked the banking license of Moscow-based credit
institution JSCB Terra CJSC from July 28, 2016, according to the
press service of the Central Bank of Russia.

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, due to the application of measures envisaged by the
Federal Law "On the Central Bank of the Russian Federation (Bank
of Russia)", considering a real threat to the creditors'
interests.

JSCB Terra CJSC placed funds in low quality assets and
inadequately assessed risks assumed.  Due to the fulfillment of
repeated requests of the supervisor to create required loan loss
provisions the credit institution was facing grounds for measures
to prevent its solvency (bankruptcy).  The management and owner
of the credit institution did not take effective measures to
normalize its activities.  Under these circumstances, the Bank of
Russia took a decision to revoke the banking license of the
credit institution JSCB Terra CJSC.

The Bank of Russia, by its Order No. OD-2404, dated July 28,
2016, appointed a provisional administration to JSCB Terra CJSC
for the period until the appointment of a receiver pursuant to
the Federal Law "On the 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 July 1, 2016, JSCB
Terra CJSC ranked 593rd by assets in the Russian banking system.


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


GRUPO ISOLUX: Creditors Back EUR2-Bil. Debt Restructuring Plan
--------------------------------------------------------------
Luca Casiraghi at Bloomberg News reports that Grupo Isolux Corsan
SA won creditor approval for a EUR2 billion (US$2.2 billion)
debt-restructuring plan, paving the way for a Spanish court to
authorize the program.

According to Bloomberg, a statement on July 28 said the company
received backing from almost 90% of creditors and it intends to
ask the court to impose the plan on other bondholders.

Under the proposal, EUR1.4 billion of debt will be turned into
convertible instruments, giving creditors 95% of the restructured
company, Bloomberg discloses.  Existing shareholders will retain
5%, Bloomberg notes.

Isolux, Bloomberg says, will keep between EUR550 million and
EUR750 million of debt on its balance sheet following the
restructuring, which will follow a Spanish court process known as
homologacion judicial.

Grupo Isolux Corsan SA is a Spanish construction company.


IM SABADELL: Moody's Assigns (P)B2 (sf) Rating to Series B Notes
----------------------------------------------------------------
Moody's Investors Service has assigned the following provisional
ratings to the debts to be issued by IM SABADELL PYME 10, FONDO
DE TITULIZACION (the Fondo):

-- EUR1,448.1 million Series A Notes, Assigned (P)Aa3 (sf)

-- EUR301.9 million Series B Notes, Assigned (P)B2 (sf)

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

IM SABADELL PYME 10, FONDO DE TITULIZACION is a securitization of
standard loans granted by Banco Sabadell, S.A. (Long Term Deposit
Rating: Baa3 Not on Watch /Short Term Deposit Rating: P-3 Not on
Watch; Outlook: Stable) to small and medium-sized enterprises
(SMEs) and self-employed individuals.

At closing, the Fondo -- a newly formed limited-liability entity
incorporated under the laws of Spain -- will issue two series of
rated notes. Banco Sabadell, S.A. will act as servicer of the
loans for the Fondo, while Intermoney Titulizacion S.G.F.T., S.A.
will be the management company (Gestora) of the Fondo.

RATINGS RATIONALE

The ratings are primarily based on the credit quality of the
portfolio, its diversity, the structural features of the
transaction and its legal integrity.

The ratings address the expected loss posed to investors by the
legal final maturity of the notes. In Moody's opinion, the
structure allows for timely payment of interest and ultimate
payment of principal with respect to the Notes by the legal final
maturity. Moody's ratings address only the credit risk associated
with the transaction. Other non-credit risks have not been
addressed but may have a significant effect on yield to
investors.

Portfolio characteristics and key collateral assumptions:

As of July 2016, the audited provisional asset pool of underlying
assets was composed of a portfolio of 18,060 contracts granted to
SMEs and self-employed individuals located in Spain. The assets
were originated mainly between 2013 and 2015 and have a weighted
average seasoning of 2.8 years and a weighted average remaining
term of 7.3 years. Around 34.0% of the portfolio is secured by
first-lien mortgage guarantees over different types of
properties. Geographically, the pool is concentrated mostly in
Catalonia (33.6%) and Madrid (17.3%). At closing, any loan in
arrears for more than 30 days will be excluded from the final
pool.

In Moody's view, the strong credit positive features of this deal
include, among others: (i) a pool with a high seasoning of 2.8
years; (ii) a granular pool (the effective number of obligors
over 2,000); and (iii) a simple structure. However, the
transaction has several challenging features: (i) 15.7%
concentration in the Construction and Building sector; (ii) no
interest rate hedge mechanism in place; and (iii) a strong
linkage to Banco Sabadell, S.A. related to its originator,
servicer and issuer account bank roles. These characteristics
were reflected in Moody's analysis and provisional ratings, where
several simulations tested the available credit enhancement and
4.75% reserve fund to cover potential shortfalls in interest or
principal envisioned in the transaction structure.

In its quantitative assessment, Moody's assumed a mean default
rate of 10.5%, a coefficient of variation of 47.6%, a recovery
rate of 50.0% which correspond to a portfolio credit enhancement
of 19.0%.

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

Factors or circumstances that could lead to a downgrade of the
ratings affected by today's action would be (1) worse-than-
expected performance of the underlying collateral; (2) an
increase in counterparty risk, such as a downgrade of the rating
of Banco Sabadell, S.A.; and (3) an increase in Spain's country
risk.

Factors or circumstances that could lead to an upgrade of the
ratings affected by today's action would be (1) the better-than-
expected performance of the underlying assets; (2) a decline in
counterparty risk; and (3) a decline in Spain's country risk.

Loss and Cash Flow Analysis:

In rating this transaction, Moody's used ABSROM to model the cash
flows and determine the loss for each tranche. The cash flow
model evaluates all default scenarios that are then weighted
considering the probabilities of the Inverse Normal distribution
assumed for the portfolio default rate. On the recovery side
Moody's assumes a stochastic (normal) recovery distribution which
is correlated to the default distribution. In each default
scenario, the corresponding loss for each class of notes is
calculated given the incoming cash flows from the assets and the
outgoing payments to third parties and noteholders. Therefore,
the expected loss or EL for each tranche is the sum product of
(i) the probability of occurrence of each default scenario; and
(ii) the loss derived from the cash flow model in each default
scenario for each tranche. As such, Moody's analysis encompasses
the assessment of stress scenarios.

Stress Scenarios:

Moody's also tested other set of assumptions under its Parameter
Sensitivities analysis. For instance, if the assumed default
probability of 10.5% used in determining the initial rating was
changed to 13.6% and the recovery rate of 50% was changed to 45%,
the model-indicated rating for Series A and Series B of Aa3(sf)
and B2(sf) would be Baa1(sf) and Caa2(sf) respectively. For more
details, please refer to the full Parameter Sensitivity analysis
included in the Pre-Sale Report of this transaction.


NH HOTEL: Moody's Assigns First-time B2 Corporate Family Rating
---------------------------------------------------------------
Moody's Investors Service assigned Madrid-based hotel company NH
Hotel Group S.A. ("NH Hotels" or "NH") a first-time corporate
family rating of B2. The outlook on the rating is stable.

"NH Hotels' B2 rating primarily reflects the company's
established European platform that we expect to benefit from the
implementation of its comprehensive turnaround plan, improved
liquidity and "asset-lighter" focus," says Maria Maslovsky, a
Moody's Vice President, Senior Analyst and lead analyst for NH
Hotels.

RATINGS RATIONALE

The assignment of a B2 corporate family rating to NH Hotels
reflects its established European platform focused on midscale
and upscale urban business hotels, its successful progress toward
implementing a comprehensive turnaround plan, as well as improved
liquidity and "asset-lighter" focus. The rating also takes into
consideration that NH's growth initiatives in Latin America,
while limited in scope, carry a measure of risk primarily related
to some of the Latin American markets facing challenging
macroeconomic environments, in addition to currency exchange and
repatriation issues. Furthermore, NH continues to face sizeable
maturities in 2018 and 2019 and a pronounced seasonality in its
cash flows, particularly in the first quarter.

Following a period of weak performance in the aftermath of the
financial crisis, NH recapitalized the company in 2013 with the
entrance of HNA Group which contributed EUR234 million for an
initial 20% of equity (as of today 29.5%) and a refinancing
package including a EUR200 million club deal, EUR250 million high
yield note due 2019 and a EUR250 million convertible bond due
2018. Simultaneously, the company embarked on a five-year
strategic turnaround plan aimed at (1) repositioning a large
number of hotels via a capital expenditure program of
approximately EUR240 million (including lease re-negotiations and
sale-leasebacks); (2) streamlining and standardizing branding and
portfolio segmentation; (3) building out internal systems and
resources including revenue management, marketing, IT and HR to
support the transformation. By the end of 2015, NH made
significant progress against this plan completing the
refurbishment of 186 hotels or 64% of EBITDA with only 27 more
hotels (17% of EBITDA) to be completed in 2016/2017. Positively,
RevPAR (revenue per available room) of the repositioned portfolio
increased by 24.5% in 2015 compared to the period previous to the
refurbishments. Also positively, NH established and implemented
clear brand standards for its four brands: NH, NH Collection,
Hesperia and NHOW; transparent brand definitions not only help
customers but simplify and standardize hotel management and
procurement, thereby creating efficiencies. In addition, NH
shifted its portfolio toward more upscale offering and exited a
number of unprofitable hotels. All of these improvements have
been reflected in increased TripAdvisor scores, a key independent
arbiter for the industry. Furthermore, NH introduced new revenue
management tools including dynamic pricing and shifted toward
more profitable, direct distribution channels. These efforts
contributed to double-digit improvements in revenue (10.3% in
2015) and EBITDA (36%), including the Hoteles Royal portfolio
acquired in March 2015.

NH Hotels' exposure to Latin America is a concern due to adverse
macroeconomic and exchange conditions in some of the markets
(especially Argentina (B3 stable)), as well as difficulties in
cash repatriation. Still, this market in underserved by quality
hotel operators, and Chile (Aa3 stable) and Colombia (Baa2
stable) where the majority of the portfolio is located are
performing well.

NH Hotels' corporate governance uncertainty following the ousting
of HNA from its Board Directors along with the CEO exit is a
credit concern. Although the company indicated that it is
committed to completing the turnaround plan, until shareholdings
and the senior management team are stabilized, this overhang will
remain.

NH Hotels' leverage has been reduced as a result of improved
performance via the turnaround. Leverage measured as Debt/EBITDA
declined from 9.2x in 2012 and 6.7x in 2013 closer to 5.8x in
2015 and is expected to be lowered further to 5.6x in 2016. All
metrics include Moody's standard adjustments. Similarly, coverage
measured as EBITA/Interest Expense improved to approximately 1.0x
in 2015 and is anticipated to strengthen further.

NH's liquidity is adequate. At 31 March 2016, the company had
approximately EUR51 million of cash and EUR35 million of
revolving credit availability which combined with anticipated
operating cash flows put it in a good position vis-Ö-vis EUR36
million of debt maturities in 2016 and EUR57 million in 2017. In
addition, NH has some unencumbered hotel assets that could
provide alternative liquidity. Furthermore, the company expects
to dispose of its New York hotel asset which will generate cash
sale proceeds as well as important capex savings. Still, NH faces
substantial maturities in 2018 (EUR400 million including a EUR250
million convertible bond) and in 2019 (EUR250 million).

RATIONALE FOR STABLE OUTLOOK

The stable rating outlook reflects Moody's expectation that NH
will continue executing on its five-year plan as outlined to
Moody's and to the market and continue to realize RevPAR gains
similar to its results to date along with maintaining adequate
liquidity.

WHAT COULD CHANGE THE RATING UP/DOWN

Positive rating momentum would occur from NH outperforming its
expected results such that its leverage is reduced closer to
5.0x, its coverage rises closer to 1.5x, and its cash flow to net
debt reaches 10%, all on a sustained basis. In addition, the
company would be expected to maintain adequate liquidity at all
times.

Negative rating pressure would be precipitated by any operational
reversals such that leverage deteriorates to 6.5x, coverage
decreases below 1.0x and cash flow to net debt drops to 5%. Any
liquidity challenges would also be viewed negatively.



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


BEALES: Bolton Town Center Department Store to Close in January
---------------------------------------------------------------
Liam Thorp at The Bolton News reports that icon Bolton town
center department store Beales is to close.

Signs have gone up in the windows of the former Whitakers store,
informing customers that it will be shutting down and that an
"everything must go" sale is under way, The Bolton News relates.

According to The Bolton News, staff have been told that the
historic store in Deansgate will cease trading in January -- and
shoppers have been left devastated by the news.

Bosses have blamed the closure on an inability to agree rental
terms with the administrator after the building's landlords went
into administration, The Bolton News discloses.

The Beales group, based in Bournemouth, was founded in 1881 and
last year returned to private ownership, when it was acquired by
businessman Andrew Perloff, The Bolton News recounts.

In March, the group won the support of landlords to cut rents on
11 loss making stores across the country -- including Bolton, The
Bolton News relays.  But it would appear that the Company
Voluntary Arrangement has not succeeded in saving the town center
store, The Bolton News notes.

Beales is a Bournemouth-based department store chain.


CPUK FINANCE: Fitch Affirms 'B' Rating on Class B2 Notes
--------------------------------------------------------
Fitch Ratings has affirmed CPUK Finance Limited's class A2, A3
and A4 notes at 'BBB', and class B2 notes at 'B'.  The Outlooks
are Stable.

The affirmation is driven by the strong performance of the four
original sites and the recently added Woburn site.  The Stable
Outlook reflects Fitch's expectation that the good quality
estate, with the proactive and experienced management will
continue to deliver steady performance over the medium term,
despite the weaker UK economic outlook and increased uncertainty
following the UK referendum vote to leave the EU.

                     KEY RATING DRIVERS (KRDs)

KRD - Industry Profile: Weaker
Sub-KRDs: operating environment -- 'weaker', barriers to entry --
'midrange', sustainability -- 'midrange'

The UK holiday parks sector has both price and volume risks,
which makes the projection of long-term future cash flows
challenging. It is highly exposed to discretionary spending and
to some extent exposed to commodity and food prices.  Events and
weather risks are also significant, with Center Parcs (CP) having
been affected by a fire and minor flooding in the past.  Fitch
views the operating environment as a key driver of the industry
profile, resulting in its overall 'weaker' assessment.

In terms of barriers to entry, there is a scarcity of suitable,
large sites near major conurbations, which is a credit positive.
Sites require significant development time and must adhere to
stringent planning permission processes, and the cost of
development is prohibitively high.  A high level of capital
spending is also required to maintain the quality of the sites.
However, the wider industry is competitive and switching costs
are viewed as fairly low.  The offering is also exposed to
changing consumer behavior (e.g. holidaying abroad or in
alternative UK sites), but gradual UK population growth should
benefit the industry.

KRD - Company Profile: Stronger
Sub-KRDs: financial performance -- 'stronger', company
operations -- 'stronger', transparency -- 'stronger', dependence
on operator -- 'midrange', asset quality -- 'stronger'

CP is the UK's leading family-orientated short break holiday
village operator, offering around 830 villas per site set in a
forest environment with significant central leisure facilities.
Fitch views CP as a medium-sized operator with FY16 (52 weeks
ended 21 April 2016) EBITDA of GBP198.2 mil., and it benefits
from some economies of scale.  Revenue growth has been consistent
despite past difficult economic environments, with CP having
generated eight-year revenue and EBITDA CAGRs to FY15 of 3.0% and
5.5% (not including Woburn), respectively.

Growth has been driven by villa price increases, bolstered by
committed development funding upgrading villa amenities and
increasing capacity.  An aspect of revenue stability is the high
repeating customer base, with around 60% of guests returning over
five years and 35% within 14 months.  CP also benefits from a
high level of advanced bookings.  There are no direct competitors
and the uniqueness of its offer differentiates the company from
camping and caravan options or overseas weekend breaks.
Management has been stable, with the current CEO having been in
place since 2000 and there are no known corporate governance
issues.

The Center Parcs brand is fairly strong and the company benefits
from other brands operated on a concession basis at its sites.
As the business is largely self-operated, insight into underlying
profitability is good.  Despite an increasing portion of food and
beverage revenues that are derived from concession agreements,
these are fully turnover-linked, thereby still giving some
visibility of the underlying performance.

CP is heavily reliant on fairly high capex to keep its offer
current.  Fitch views it as a well-invested business, with around
GBP400 mil. of capex since 2007, including around GBP250m for
developments and refurbishments.  As of end-FY16 refurbishments
are on track with 95% of accommodation units having been upgraded
since 2008.  The upgrade of the remaining 200 lodges is expected
to be completed in FY17.

KRD - Debt Structure: Class A -- Stronger, Class B -- Weaker
Sub-KRDs: debt profile -- class A: 'stronger', class B: 'weaker',
security package -- class A: 'stronger', class B: 'weaker',
structural features -- class A: 'stronger', class B 'weaker'

All principal is fully amortizing via cash sweep and the
amortization profile under Fitch's base case is commensurate with
the industry and company profile.  There is an interest-only
period in relation to the class A notes, but no concurrent
amortization.  The class A notes also benefit from the
deferability of the junior-ranking class B.  Additionally, the
notes are all fixed-rate, avoiding any floating-rate exposure and
swap liabilities.

The class B notes are sensitive to small changes in operating
stress assumptions and particularly vulnerable towards the tail
end of the transaction.  This is because large amounts of accrued
interest may have to be repaid, assuming the class B notes are
not repaid at their expected maturity.  The sensitivity stems
from the interruption in cash interest payments upon a breach of
the class A notes' cash lockup covenant (at 1.35x free cash flow
(FCF) debt service coverage ratio; DSCR) or failure to refinance
any of the class A notes one year past expected maturity.

The transaction benefits from a comprehensive WBS security
package, including full senior-ranking asset and share security
available for the benefit of the noteholders.  Security is
granted by way of fully fixed and qualifying floating security
under an issuer-borrower loan structure.  The class B noteholders
benefit from a topco share pledge structurally subordinated to
the borrower group, and as such would be able to sell the shares
upon a class B event of default (e.g. failure to refinance in
2020). However, as long as the class A notes are outstanding,
only the class A noteholders are entitled to direct the trustee
with regard to the enforcement of any borrower security (e.g. if
the class A notes cannot be refinanced one year after their
expected maturity).

Fitch views the covenant package as slightly weaker than other
typical WBS deals.  The financial covenants are only based on
interest cover ratios (ICR) as there is no scheduled amortization
of the notes as typically seen in WBS transactions.  However, the
lack of DSCR-based cash lockup triggers and covenants is
compensated by the cash sweep feature.  At GBP80 mil., the
liquidity facility is appropriately sized covering 18 months of
the class A notes' peak debt service.  The class B notes do not
benefit from any liquidity enhancement but benefit from certain
features while the class A notes are outstanding such as the
operational covenants.

Peer Group
The most suitable WBS comparisons are (i) pubs, and (ii)
Roadchef, a WBS transaction of motorway service stations.  CP has
proven to be less cyclical than Roadchef and the leased pubs with
strong performance during major economic downturns.  However,
with just five sites, Fitch considers CP less granular than WBS
pub transactions.  In terms of projected metrics, CP tends to
have higher coverage at a given rating level than the Fitch rated
pubcos, reflecting the 'weaker' industry profile assessment, vs.
'midrange' for pubs.

                        TRANSACTION UPDATE

CP delivered a strong performance in the 52-week period to
April 2016.  The fifth site at Woburn is now fully integrated
into the securitized group.  Revenue for the combined group
increased by 9.1% to GBP420.2 mil. reflecting strong growth in
both accommodation and on-village revenue streams.  When
adjusting for the lower number of weeks of Woburn's reported
data, growth remains strong at an estimated 6%.  Accommodation
growth was driven by record high group occupancy levels of 98%
(despite 1.5% of capacity being off-line) and average daily rate
growth of 5%.

Cost control was adequate, helping to deliver EBITDA growth of
10% with a stable margin of 47%.  Similar to revenues, Fitch
estimates EBITDA growth adjusted for weeks of Woburn's reported
data at around 6%.  This translated into stable cash flow with
class A and B notes 52-week ICR/DSCRs reported at 4.0x and 2.2x,
respectively. Compared with the refinancing in August 2015, net
debt to EBITDA has come down to 4.7x from 5.0x for the class A
notes and to 7.5x from 8.0x for the class B notes.

The deleveraging profile is broadly in line with the previous
review despite the upwards re-basing of EBITDA.  This is partly
due to the cash lockup mechanics that allow more cash to be up-
streamed in the early years of the transaction.  Fitch's
projected synthetic FCF DSCRs also remain in line with the
previous review at 2.3x and 1.5x for the class A and B notes,
respectively.  As permitted under the financing documentation,
the group paid a dividend of GBP23.0 mil. in April 2016, and
subsequent to year-end paid out a further GBP9.8 mil.  Fitch
understands these dividends will partly be used to fund the
development of the new planned Irish site.

In terms of outlook, while Brexit may have a slight negative
impact on performance to the extent that it leads to weaker UK
economic growth, this risk factor is mitigated by the increased
propensity of UK holidaymakers to stay at home due to reduced
discretionary spending budgets and weaker sterling, and CP's
demonstrated historical resilience throughout previous economic
cycles.

                       RATING SENSITIVITIES

Class A Notes
Negative: Deterioration in performance could result in negative
rating action if there is a significant extension in the current
projected full gradual deleveraging by 2028 and if Fitch-
estimated synthetic FCF DSCR metrics fall below 2.0x.  Weaker
performance could be driven by reduced discretionary spending and
greater cost pressure as a result of weak UK economic growth and
cost driven inflation following the vote to leave the EU.

Positive: Any significant improvement in performance above
Fitch's base case, with a resulting contraction in the Fitch-
projected gradual full deleveraging by 2028, and improvement in
the synthetic FCF DSCR to above 2.6x, could result in a positive
rating action.  The class A notes are unlikely to be rated above
'BBB+'.  This is mainly due to the sector's substantial exposure
to consumer discretionary spending and uncertainty as to whether
the CP concept will remain popular over the long term.

Class B
Negative: Under Fitch's base case, the class B notes are expected
to be repaid by around 2034, with a median synthetic FCF DSCR of
around 1.6x.  Any significant deterioration in these metrics
could result in negative rating action.

Given the sensitivity of the class B notes to variations in
performance due to its deferability, they are unlikely to be
upgraded above the 'B' category in the foreseeable future.


GALA CORAL: Fitch Raises Long-Term Issuer Default Rating to 'B+'
----------------------------------------------------------------
Fitch Ratings has upgraded Gala Coral Group Limited's (Gala Coral
or GCG) Long-Term Issuer Default Rating (IDR) to 'B+' from 'B'
and maintained it on Rating Watch Positive (RWP).

Fitch has also upgraded GCG's subsidiary Gala Group Finance plc's
senior secured notes to 'BB+' from 'BB', with an unchanged
Recovery Rating of 'RR1' (96% recoveries). The agency has
simultaneously upgraded Gala Electric Casinos plc's subordinated
senior notes to 'B-' from 'CCC+' with a Recovery Rating of 'RR6'
(0%). These ratings remain on RWP.

The upgrade reflects the expected strong performance of Gala
Coral in FY16 (financial year ending September 2016) ahead of the
planned merger with Ladbrokes plc (BB/RWN), particularly in the
online business and in Italy, and the repayment of GBP227 million
of debt in 2015 further to the sale of the Bingo business. This
is despite a challenging UK gaming environment with strong
betting shop and online competition and increasing taxation and
social responsibility requirements. The recent debt repayment
should lower funds from operations (FFO)-adjusted net leverage to
4.3x-4.5x in FY16, more in line with a 'B+' IDR.

As with other UK gaming operators such as Ladbrokes, the group
has been subject to increased taxation on its activities, such as
higher Machine Games Duty (MGD) and Point of Consumption Duty
(POC). However, robust marketing management and significant capex
in online/digital/customer relationship management (CRM) have
allowed the group to achieve above-average operating profits in
the sector, a trend that was confirmed in its 1HFY16 (ended 9
April 2016) results.

Fitch said, "The ratings remain on RWP pending completion of Gala
Coral's merger with Ladbrokes. This is expected to be completed
by end-September 2016, subject to the disposal of between 350 and
400 shops. At present we estimate that the combined entities' IDR
will be at least one notch higher than Gala Coral's 'B+' IDR,
subject to the final capital structure at completion.

KEY RATING DRIVERS
Strong 2016 Performance Expected
"We expect a strong trading performance in 2HFY16 as the Coral
mobile-app is re-launched, further growth comes from sports
betting at Coral.co.uk and Coral Connect sign-ups accelerate
compared with FY15. 1HFY16 reported group EBITDA on a stand-alone
basis rose 16% to GBP124.6 million (up 43% after adjusting for
additional regulatory and gaming tax costs, at GBP107.4 million
in 1HFY15), due to a recovery in football betting margins and
growing revenue across lower-cost web-related betting channels.
Gala Coral's above-sector average operating profits and free cash
flow (FCF) further underpins the IDR upgrade to 'B+'.

Improving Digital Profitability
"The UK gaming sector is undergoing a structural shift towards
more online and mobile betting. Coral.co.uk has shown strong
growth in the number of active players, driven by successful
marketing programs and a high level of Coral Connect
multi-channel sign-ups in FY15. As a result, Gala Coral's digital
EBITDA rose to GBP56.2 million at FYE15 from GBP49.5 million in
FYE14 despite increased regulatory and tax costs. The group
continues to acquire active website customers at competitive
prices, and we expect further revenue and profit growth in the
online business in 2016."

Bingo Business Sold
In December 2015 Gala Coral sold its Gala Retail Bingo business
for GBP241 million and used GBP227 million of the proceeds to
partially repay the GBP315 million 2018 senior secured notes,
thus strengthening financial flexibility and mitigating
refinancing risks The group achieved a sound exit multiple for a
stagnating betting business with falling average spending,
despite the UK government's reduction of bingo duty to 10% from
20%.

Declining Leverage
Fitch said, "We estimate at merger date Gala Coral's net debt at
around GBP865 million and leverage (on an FFO lease-adjusted
basis net of cash) should reduce to 4.3x-4.5x by FY16 (5.0x at
end-September 2015), due to positive free cash flow (FCF) of
around GBP59 million in 2015 and the repayment of GBP227 million
of debt. Merger financing and cash at Gala Coral is in place to
repay all outstanding Gala Coral debt at merger completion."

Creating a Market Leader
The combination of Gala Coral with Ladbrokes Plc should create a
UK market leader with a stronger business profile, particularly
in digital, than either group could achieve separately. The
merged group will operate over 3,600 betting shops in the UK and
have a significant online business with around 27% of the total
UK market, making it a market leader in this channel.

Strengthening Business Profile
The enlarged group's business will be enhanced by the combination
of Gala Coral's strong online presence, where Ladbrokes has
underperformed, and its Italian operations, with Ladbrokes' and
Gala Coral's large UK shop portfolios, well-known brands and long
UK track records. Following the announcement by the Competition
and Markets Authority (CMA) that the merger can proceed, subject
to the disposal of between 350 and 400 shops, the merged entity
should therefore be better able to compete in a now rapidly
consolidating market.

KEY ASSUMPTIONS
Fitch's key assumptions within the rating case for Gala Coral on
a stand-alone basis include:
-- Low single-digit growth in gross wins in FY16;
-- Fitch said, "A full-year annualized impact on profitability
    in 2016 due to the GBP50 'limit' on machine games; we assume
    increased social responsibility regulatory costs of between
    GBP12 million and GBP13 million
    in FY16;"
-- Capex to remain 5%-6% of sales with a growing emphasis on
    online activities to remain competitive;
-- Positive FCF of between GBP40 million and GBP87 million p.a.
    between FY16 and FY17;
-- No dividends paid;
-- Fitch said, "Horse racing levy: we do not include any
    adjustments for the Horse Racing Right, which may replace the
    existing horse racing levy from 2017;"

RATING SENSITIVITIES
Positive: Future developments that may, individually or
collectively, lead to positive rating action include:
-- Continued improvement in UK retail and online operations
    leading to steady EBITDA margin;
-- FFO fixed charge cover (FCC) above 2.5x (FY15: 1.7x albeit
    not adjusted for recent debt redemption) on a sustained basis
-- FFO lease-adjusted net leverage below 4.0x and gross leverage
    below 4.5x on a sustained basis

Fitch said, "The completion of the merger resulting in a
strengthened business profile could result in a rating that we
currently estimate to be at least one notch higher than Gala
Coral's 'B+' IDR, subject to the final capital structure at
completion."

Future developments that may, individually or collectively, lead
to a Stable Outlook on a stand-alone basis include:
-- EBITDA margin falling below 18% on a sustained basis due to
    weaker operating performance, shrinking FCF to neutral or 1%
    to 2% of revenues.
-- FFO fixed charge cover below 2.5x on a sustained basis
-- FFO lease-adjusted net leverage above 4.5x and gross leverage
    above 5.0x on a sustained basis

LIQUIDITY
Fitch said, "At end-2015 Gala Coral had acceptable liquidity with
GBP231 million of unrestricted cash and GBP64.5 million available
under a revolving credit facility due May 2017. Gala Coral's next
major debt maturity is a GBP711.9 million term loan due May 2018
although we expect this to be refinanced as part of the merger
financing (upon completion)."


LADBROKES PLC: Fitch Maintains 'BB' LT IDR on Watch Negative
------------------------------------------------------------
Fitch Ratings is maintaining UK gaming group Ladbrokes Plc's
(Ladbrokes) Long-Term Issuer Default Ratings (IDR) of 'BB' and
senior unsecured rating of 'BB' on Rating Watch Negative (RWN),
pending completion of the merger between the group and Gala Coral
plc (Gala). The Short-Term IDR has been affirmed at 'B'.

The ratings are supported by Ladbrokes' position as one of the
leading UK betting shop estates, the group's strong brand
awareness and stabilizing UK retail operating performance,
underpinned by relatively stable overall staking amounts.

Fitch said, "Factors constraining the ratings are intense
competition leading to continuing challenges in Ladbrokes'
digital division, changing consumer habits, ongoing structural
change in the sector, and increasing regulation and taxes.
Although the group's 2015 credit metrics are not fully aligned
with a 'BB' rating we assume Ladbrokes will start reaping the
benefits from substantial investments, leading to improving
profits and a clearer deleveraging path."

Fitch aims to resolve the RWN once the merger is completed --
expected 4Q16 -- and once there is greater clarity with regard to
Ladbrokes' post-merger strategy and potential synergies. Fitch
notes that the CMA has given clearance to the merger subject to
the disposal of between 350 and 400 shops. At present we estimate
that the combined entity's IDR would probably be no more than one
notch below Ladbrokes's current 'BB' rating, subject to the final
capital structure at completion.

KEY RATING DRIVERS
2015 Results Impacted by Taxes
Fitch said, "We conservatively expect Ladbrokes' group EBIT
margin to remain subdued at around 6% in 2016, before improving
to around 7% by 2017 as the rise in gaming taxes stabilizes and
Ladbrokes benefits from growth in its digital capabilities. EBIT
has been falling y-o-y due to intense competition from the
incumbents as well as from online-only competitors. In 2015, EBIT
fell 43% to GBP80 million, largely due to the introduction of
point-of- consumption (POC) tax, which together with an increase
in marketing spending, wiped out the digital business's profits
for the year.

UK Retail Margins Stabilizing
"We expect Ladbrokes' UK retail net revenue to remain fairly
stable as subdued over-the-counter (OTC) staking is offset by
improved gross win margins. The group's operating margin should
stabilize in 2016, after having borne the full-year effect of
machine games duty taxes in 2015, and also due to increased
visibility on costs. Our forecasts exclude any high roller
contribution to operating profit, which was GBP3 million in 2015
(2014: GBP14 million). Profitability in Ladbrokes' UK retail has
been declining y-o-y due to falling OTC amounts staked, higher
taxes and increased regulation partially offset by growing
machines game revenue.

Digital to only Break Even
"We expect Ladbrokes' digital division to remain challenged and
to only just breakeven at the operating level over the next two
years, due to heavy competition. Despite increased net revenue
driven by higher sportsbook staking (up 29%) and favorable
football results in 4Q, the division was lossmaking due to the
full-year effect of the new POC tax and higher marketing costs in
2H15. Overall operating loss was GBP23.8 million, worse than
2014's operating profit of GBP14 million.

European Retail Remains Challenged
"We expect Ladbrokes' European retail division to see steadily
improving performance with its operating margin remaining
challenged, but stable, over our two-year rating horizon. After
years of declining contribution from European retail, operating
profit has stabilized following a restructure of its Irish
operations. However, its Belgian business, which contributes 9%
of group profit, is facing potential disruption because of a
review of virtual games by the Belgian government as well as the
possible reduction of VAT exemption amounts for games of chance.

Increased Taxes Erodes Margins
"We expect the government's focus on regulation and tax increases
in the gaming industry to continue, albeit on a manageable basis
and in consultation with key operators. However, following the
UK's vote to leave the EU, discussion on further taxation may be
delayed. Tax changes have negatively impacted operators, with the
increase of machine games duty and the new POC tax denting
profits over the last few years for all operators.

Improving Cashflow, Deleveraging Capacity
"On a standalone basis, we would expect Ladbrokes' funds from
operations (FFO) net leverage to fall by around 0.7x by 2018,
which would lead to a Stable Outlook. However, the merged group
will inherit net debt of around GBP865 million from Gala Coral's
business. We therefore expect FFO adjusted net leverage of around
4.5x for 2016 (pro forma for the merger), which could decline to
around 4.0x by 2017 if management is able to extract some cost
savings and if free cash flow (FCF) remains positive (3%-5% of
sales). If achieved, such cash flow generation and leverage would
remain compatible with a 'BB' rating."

Strengthened Business Risk Profile
The business profile of the enlarged group will be supported by a
combination of Gala's strong online presence, where Ladbrokes has
underperformed, Gala's Italian operations, Ladbrokes' and Coral's
large UK shop portfolios, well-known brands and long UK track
records. Ladbrokes' Australian presence would strengthen the
combined group's international diversification. Following the
announcement by the Competition and Markets Authority (CMA) that
the merger can proceed subject to the disposal of between 350-400
shops, the merged entity should therefore be better able to
compete in a now rapidly consolidating market.

KEY ASSUMPTIONS
Fitch's key assumptions within its rating case for the issuer
include:
-- Top line growth of around 4% in 2016; 2% thereafter driven by
    improved gross win margin as a result of favorable sporting
    results as well fairly stable overall staking amounts and
    improvements in the international and digital businesses
    following increased marketing efforts and capex.
-- EBITDA margin to decline slightly in 2016 as a result of
    large increases in marketing spending, but to improve in the
    following years as higher revenues more than offset cost
    increases.
-- Higher capex at about 7.5% of revenues in 2016, before
    reducing towards 6% in the following years.
-- Dividend cash outflow of about GBP30m in 2016, and increasing
    slightly in the following years. This is lower than previous
    years following management's decision last year to rebase
    dividend payments to 3p per share from 8.9p per share.

RATING SENSITIVITIES
Future developments that could lead to a negative rating action
for Ladbrokes plc ahead of the merger completion include:
-- Evidence of further deterioration in UK retail operating
    profits, adverse regulatory developments and no significant
    improvement in digital operating profits.
-- Declining profitability or high capex resulting in neutral-
    to-negative FCF
-- FFO adjusted net leverage above 4.0x (2015: 4.5x) on a
    sustained basis
-- FFO fixed charge cover below 2.5x (2015: 2.0x)

Fitch said, "The completion of the merger resulting in a weakened
financial risk profile could result in a rating that we currently
estimate to be no more than one notch below Ladbrokes' current
'BB' IDR, subject to the final capital structure at completion."

Future developments that could lead to a Stable Outlook on a
standalone basis include:
-- Stable UK operating profits, stable or growing digital
    profits and no change in regulation or tax environment
    leading to sustained positive FCF of at least 2%-3% of sales
   (post dividends)
-- FFO adjusted net leverage below 4.0x on a sustained basis
-- FFO fixed charge cover above 2.5x

LIQUIDITY
At end-2015 Ladbrokes had access to GBP28 million of cash which
Fitch considers readily available, as well as undrawn facilities
of GBP350 million under the group's bilateral facilities expiring
in 2019. This is sufficient as Ladbrokes does not face any
meaningful debt redemptions in 2016. The next major debt maturity
is a GBP225 million bond due in March 2017, which Ladbrokes may
cover with its available revolving credit facility. This would
reduce the group's liquidity, which however should remain
adequate.


NORD ANGLIA: Fiscal 3Q Results No Impact on Moody's B1 CFR
----------------------------------------------------------
Moody's Investors Service says Nord Anglia Education, Inc (NAE)
reported results for the fiscal third quarter ended May 2016 (3Q
2016) that were broadly in line with expectations and have no
effect on its B1 corporate family rating (CFR), the B1 ratings on
its senior secured term loan B, the senior secured revolving
credit facility, and the CHF200 million senior secured notes
issued by Nord Anglia Education Finance LLC, or negative rating
outlook.

NAE reported 3Q FY2016 revenue growth of 49.4% year-on-year to
$253.8 million, boosted by the contribution from acquired
schools. Reported EBITDA grew to $69.9 million, but the growth
rate was less strong at 39.9%, as currency depreciation and
higher costs for operations in China pressured profit margins.

"Pro forma for recent acquisitions, NAE's leverage remains high
for the B1 ratings with adjusted debt to EBITDA of about 7.0x for
the 12 months ended May 2016. We expect that leverage will remain
at around 7.0x for fiscal 2016 owing to acquisitions and modest
pressure on margins," says Joe Morrison, a Moody's Vice President
and Senior Credit Officer.

Moody's believes progress toward reduced leverage has been
delayed due to the drag on EBITDA growth of recent acquisitions
of lower margin schools; expenses associated with start-up
schools (particularly in Chicago) and new school openings; and
new employment-related taxes in China.

Recently completed sale-and-leaseback transactions also have
increased Moody's adjusted debt as operating lease obligations
are capitalized.

At end-May 2016, NAE had $261 million in cash holdings which were
more than sufficient to cover borrowings under the revolving
credit facility of $28 million.

NAE's stable and predictable cash flows, which stem from demand
for its premium educational services, continue to support the
ratings. Moody's expects that NAE will be disciplined in
executing its acquisition strategy, acquiring individual schools
in existing markets that are accretive to earnings and cash flow.

Nord Anglia Education, Inc. is headquartered in Hong Kong and
operates 42 international premium schools in Asia, Europe, the
Middle East, and North America, with more than 35,300 students
ranging in level from pre-school through to secondary school. NAE
also provides outsourced education and training contracts with
governments and curriculum products through its Learning Services
division. For the 12 months ended May 2016, NAE generated
revenues of about $833 million.


VOUGEOT BIDCO: Moody's Affirms B2 Corporate Family Rating
---------------------------------------------------------
Moody's Investors Service affirmed the B2 Corporate Family Rating
(CFR) of Vougeot Bidco p.l.c. (VUE), as well as the B2 ratings on
VUE's EUR360 million Senior Secured Floating Rate Notes due 2020
and the GBP300 million Senior Secured Notes due 2020.
Concurrently, following the change in family recovery rate used
to 50% from the previous 35%, Moody's has downgraded the
company's Probability of Default Rating (PDR) to B2-PD from B1-
PD. The PDR is now at the same level as the CFR.

The outlook on all ratings is stable.

The rating action follows the issue of a new EUR120 million 7
year Senior Term Loan, the proceeds of which have been used to
bring the JT Bioscopen business into the restricted group and
raise a strategic cash reserve. The JT Bioscopen business was
acquired by VUE's holding company in August 2015 and initially
financed outside of the restricted group by means of a short-term
bank loan. This bank loan will be repaid from the proceeds of the
new Senior Term Loan facility.

RATINGS RATIONALE

The affirmation of VUE's B2 rating reflects the benefits to the
group's business risk profile of JT Bioscopen's acquisition,
which increases its scale and geographical diversification. These
benefits broadly offset the increased leverage resulting from the
transaction, which will increase by around 0.2x on a proforma
basis.

Moody's said, "VUE's B2 CFR reflects (1) the high Moody's
adjusted Debt/EBITDA ratio of 4.4x as of YE 2015 (using a 4x
multiple to adjust for operating leases) or around 6x to 7x,
based on our estimate of the present value of future non-
cancellable lease commitments at the end of May 2016 on a pro
forma basis; (2) the inherent volatility of the industry, which
relies on studios' ability to deliver robust movie slates; and
(3) the recent ticket price and admission volatility experienced
in the industry, especially in southern Europe."

More positively, the CFR recognizes (1) the company's market
diversification and established position in the UK, Germany,
Poland, Italy and now the Netherlands; (2) the expectations that
performance and leverage will continue to improve in the next 12-
18 months in view of the strong movie slates over the period; and
(3) the group's good-quality estate compared with that of its
major competitors.

The downgrade of the PDR to B2-PD from B1-PD reflects the change
in family recovery rate to 50% from the previous 35%. The 50%
family recovery rate is Moody's standard assumption for capital
structures that include bank loans and bonds.

RATIONALE FOR STABLE OUTLOOK

The stable outlook on the ratings reflects Moody's expectation
that the group will weather the continued pressure on consumer
spending, maintaining a relatively stable operating performance
and generating positive free cash flow on an ongoing basis. The
outlook also reflects Moody's expectation that the group will
maintain a conservative financial profile, reducing financial
leverage over time, and adequate liquidity.

WHAT COULD CHANGE THE RATING DOWN/UP

Downward pressure on the ratings may arise should there be
deteriorating operating profitability and negative free cash flow
resulting in the company's inability to sustain financial
leverage below 4.5x (as calculated under the current lease
adjustment of 4x annual lease expense) over the next twelve to
eighteen months. Moreover, immediate downward rating pressure
could result from a deterioration in the company's liquidity. The
rating incorporates Moody's assumption that VUE will not make any
large debt-financed acquisition.

Conversely, upward pressure on the rating may arise if there is
improving operating profitability, leading to a reduction in
financial leverage to materially below 3.5x (as calculated under
the current lease adjustment of 4x annual lease expense) and RCF
to Debt is sustained above 10%.

LIST OF AFFECTED RATINGS

The following rating actions were taken:

Affirmations:

-- Issuer: Vougeot Bidco p.l.c.

-- Corporate Family Rating, Affirmed B2

-- Senior Secured Regular Bond/Debenture, Affirmed B2 (LGD 3)

Downgrades:

-- Issuer: Vougeot Bidco p.l.c.

-- Probability of Default Rating, Downgraded to B2-PD from B1-PD

Outlook Actions:

-- Issuer: Vougeot Bidco p.l.c.

-- Outlook, Remains Stable

VUE is the third-largest European cinema operator in terms of
revenues and number of screens. The company, originally founded
in 1998, has grown through a number of acquisitions complemented
by organic growth and new site openings. Following the
acquisitions of JT in August 2015, and those of The Space Cinema
("TSC") in November 2014, Multikino in September 2013, CinemaxX
in August 2012 and of the Apollo UK circuit in May 2012, the
company operates 211 cinemas and 1,875 screens across the UK,
Ireland, Germany, Denmark, Poland, Italy, Latvia, Lithuania,
Taiwan and the Netherlands.

Vougeot Bidco Plc was incorporated in May 2013 and acquired 100%
of VUE Entertainment International Limited and its subsidiaries,
the operating companies, in August 2013. It is owned by OMERS
(37.1%), AIMCo (37.1%) and management.


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


* BOND PRICING: For the Week July 25 to July 29, 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
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
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
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
Podkarpacki Bank Spoldzie    5.04   5/28/2023    PLN
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
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
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
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
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
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
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
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
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
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
DZ Bank AG Deutsche Zentr    5.90   3/24/2017    EUR   72.13
DZ Bank AG Deutsche Zentr    7.60   9/23/2016    EUR
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
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
DZ Bank AG Deutsche Zentr    4.50   3/24/2017    EUR
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
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Information contained herein is obtained from sources believed to
be reliable, but is not guaranteed.

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contact Peter Chapman at 215-945-7000 or Nina Novak at
202-362-8552.


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